FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 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: Aid Association for Lutherans
Address: 4321 N. Ballard Rd., Appleton, WI 54919
Form 13F File Number: 28-545
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: James H. Abitz
Title: Vice President of Securities
Phone: 920-734-5721
Signature, Place, and Date of Signing:
/s/ James Abitz
- -------------------------------------------------------------
Signature
Appleton, Wisconsin
- -------------------------------------------------------------
City, State
August 3, 1999
- -------------------------------------------------------------
Date
Report Type (Check only one.):
[ X ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager: [If there are no entries in
this list, omit this section.]
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: None
Form 13F Information Table Entry Total: $2,428,832,000
Form 13F Information Table Value Total: 1,188
List of Other Included Mangers:
No. 13F File Number Name
<TABLE>
<CAPTION>
AID ASSOCIATION FOR LUTHERANS
Form 13F Information Table
Name of Title Value Shrs or Investment Other Voting authority
issuer of Class CUSIP (X$1000) prn amt SH/PRN Put/ Discretion managers Sole Shared None
Column 1 Column 2 Column 3 Column 4 Column 5 Call Column 6 Column 7 Column 8
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3COM CORPORATION COMMON STK 885535104 950.00 35,600.00 SH SOLE 35,600
A.T. CROSS COMPANY COMMON STK 227478104 52.00 9,400.00 SH SOLE 9,400
AAR CORPORATION COMMON STK 000361105 352.00 15,500.00 SH SOLE 15,500
ABBOTT LABORATORIES COMMON STK 002824100 8,763.00 192,700.00 SH SOLE 192,700
ABM INDUSTRIES COMMON STK 000957100 381.00 12,400.00 SH SOLE 12,400
ACTION PERFORMANCE COMMON STK 004933107 317.00 9,600.00 SH SOLE 9,600
ACXIOM CORPORATION COMMON STK 005125109 3,526.00 141,400.00 SH SOLE 141,400
ADAC LABORATORIES COMMON STK 005313200 83.00 11,400.00 SH SOLE 11,400
ADAPTIVE BROADBAND COMMON STK 00650M104 184.00 8,400.00 SH SOLE 8,400
ADC TELECOMMUNICATIO COMMON STK 000886101 7,591.00 166,600.00 SH SOLE 166,600
ADOBE SYSTEMS, INC. COMMON STK 00724F101 501.00 6,100.00 SH SOLE 6,100
ADOLPH COORS COMPANY COMMON STK 217016104 183.00 1,100.00 SH SOLE 1,100
ADVANCED FIBRE COMMU COMMON STK 00754A105 902.00 57,700.00 SH SOLE 57,700
ADVANCED MICRO COMMON STK 007903107 258.00 14,300.00 SH SOLE 14,300
ADVANCED TISSUE COMMON STK 00755F103 78.00 24,000.00 SH SOLE 24,000
ADVO, INC. COMMON STK 007585102 253.00 12,200.00 SH SOLE 12,200
AES CORPORATION COMMON STK 00130H105 1,099.00 18,900.00 SH SOLE 18,900
AETNA LIFE & COMMON STK 008117103 1,285.00 14,363.00 SH SOLE 14,363
AFLAC, INC. COMMON STK 001055102 1,259.00 26,300.00 SH SOLE 26,300
AIR EXPRESS COMMON STK 009104100 480.00 18,900.00 SH SOLE 18,900
AIR PRODUCTS & COMMON STK 009158106 918.00 22,800.00 SH SOLE 22,800
ALBERTO-CULVER COMMON STK 013068101 149.00 5,600.00 SH SOLE 5,600
ALBERTSONS COMMON STK 013104104 18,027.00 349,619.00 SH SOLE 349,619
ALCAN ALUMINIUM, COMMON STK 013716105 719.00 22,500.00 SH SOLE 22,500
ALCOA INC. COMMON STK 013817101 2,271.00 36,700.00 SH SOLE 36,700
ALLEGHENY TELEDYNE COMMON STK 017415100 439.00 19,401.00 SH SOLE 19,401
ALLEN GROUP, INC COMMON STK 018091108 167.00 15,500.00 SH SOLE 15,500
ALLERGAN, INC. COMMON STK 018490102 744.00 6,700.00 SH SOLE 6,700
ALLIANCE PHARMACEU- COMMON STK 018773101 63.00 24,100.00 SH SOLE 24,100
ALLIANT TECHSYSTEMS COMMON STK 018804104 519.00 6,000.00 SH SOLE 6,000
ALLIEDSIGNAL, INC., COMMON STK 019512102 8,423.00 133,700.00 SH SOLE 133,700
ALLSTATE CORPORATION COMMON STK 020002101 2,930.00 81,678.00 SH SOLE 81,678
ALLTEL CORP COMMON STK 020039103 6,042.00 84,500.00 SH SOLE 84,500
ALPHA INDUSTRIES, COMMON STK 020753109 514.00 10,800.00 SH SOLE 10,800
ALPHARMA INC COMMON STK 020813101 555.00 15,600.00 SH SOLE 15,600
ALZA CORPORATION COMMON STK 022615108 504.00 9,900.00 SH SOLE 9,900
AMCAST INDL CORP COMMON STK 023395106 85.00 5,200.00 SH SOLE 5,200
AMCOL INTL CORP COMMON STK 02341W103 217.00 15,100.00 SH SOLE 15,100
AMERADA HESS COMMON STK 023551104 536.00 9,000.00 SH SOLE 9,000
AMEREN CORPORATION COMMON STK 023608102 518.00 13,500.00 SH SOLE 13,500
AMERICAN BANKERS COMMON STK 024456105 1,334.00 24,500.00 SH SOLE 24,500
AMERICAN ELECTRIC COMMON STK 025537101 714.00 19,000.00 SH SOLE 19,000
AMERICAN EXPRESS COMMON STK 025816109 5,882.00 45,200.00 SH SOLE 45,200
AMERICAN FREIGHTWAYS COMMON STK 02629V108 352.00 18,000.00 SH SOLE 18,000
AMERICAN GENERAL COMMON STK 026351106 1,905.00 25,270.00 SH SOLE 25,270
AMERICAN GREETINGS COMMON STK 026375105 205.00 6,800.00 SH SOLE 6,800
AMERICAN HOME COMMON STK 026609107 7,550.00 131,300.00 SH SOLE 131,300
AMERICAN INT'L COMMON STK 026874107 17,373.00 148,412.00 SH SOLE 148,412
AMERICAN MANAGEMENT COMMON STK 027352103 2,004.00 62,500.00 SH SOLE 62,500
AMERICAN ONLINE, INC COMMON STK 02364J104 11,326.00 102,500.00 SH SOLE 102,500
AMERICAN TOWER CORP COMMON STK 029912201 590.00 24,600.00 SH SOLE 24,600
AMERICREDIT CORP. COMMON STK 03060R101 578.00 36,100.00 SH SOLE 36,100
AMERISOURCE HEALTH COMMON STK 03071P102 2,068.00 81,100.00 SH SOLE 81,100
AMERITECH CORPORATIO COMMON STK 030954101 20,651.00 280,960.00 SH SOLE 280,960
AMES DEPARTMENT COMMON STK 030789507 739.00 16,200.00 SH SOLE 16,200
AMGEN, INC. COMMON STK 031162100 3,086.00 50,700.00 SH SOLE 50,700
AMKOR TECHNOLOGY, COMMON STK 031652100 1,625.00 158,500.00 SH SOLE 158,500
AMR CORPORATION COMMON STK 001765106 1,249.00 18,300.00 SH SOLE 18,300
AMRESCO INC. COMMON STK 031909104 1,054.00 163,700.00 SH SOLE 163,700
AMSOUTH BANCORP COMMON STK 032165102 412.00 17,750.00 SH SOLE 17,750
ANADARKO PETROLEUM COMMON STK 032511107 460.00 12,500.00 SH SOLE 12,500
ANALOGIC COMMON STK 032657207 224.00 7,200.00 SH SOLE 7,200
ANALYSTS INTL CORP COMMON STK 032681108 183.00 12,700.00 SH SOLE 12,700
ANCHOR BANCORP COMMON STK 032839102 251.00 14,100.00 SH SOLE 14,100
ANCHOR GAMING COMMON STK 033037102 322.00 6,700.00 SH SOLE 6,700
ANDREW CORPORATION COMMON STK 034425108 155.00 8,175.00 SH SOLE 8,175
ANGELICA CORPORATION COMMON STK 034663104 86.00 4,900.00 SH SOLE 4,900
ANHEUSER-BUSCH COMMON STK 035229103 3,384.00 47,700.00 SH SOLE 47,700
ANICOM, INC COMMON STK 035250109 979.00 93,200.00 SH SOLE 93,200
ANIXTER INTL INC COMMON STK 035290105 369.00 20,200.00 SH SOLE 20,200
ANNTAYLOR STORES COR COMMON STK 036115103 1,112.00 24,700.00 SH SOLE 24,700
ANNUITY AND LIFE RE COMMON STK G03910109 949.00 42,300.00 SH SOLE 42,300
AON CORPORATION COMMON STK 037389103 1,043.00 25,275.00 SH SOLE 25,275
APACHE CORPORATION COMMON STK 037411105 3,857.00 98,900.00 SH SOLE 98,900
APEX PC SOLUTIONS COMMON STK 037945102 1,203.00 58,700.00 SH SOLE 58,700
APEX, INC COMMON STK 037548104 1,561.00 76,150.00 SH SOLE 76,150
APOGEE ENTERPRISES COMMON STK 037598109 208.00 15,500.00 SH SOLE 15,500
APPLE COMPUTER, INC. COMMON STK 037833100 732.00 15,800.00 SH SOLE 15,800
APPLEBEES INTL INC COMMON STK 037899101 2,208.00 73,300.00 SH SOLE 73,300
APPLIED INDL TECHNOL COMMON STK 03820C105 228.00 12,000.00 SH SOLE 12,000
APPLIED MAGNETICS CO COMMON STK 038213104 72.00 23,600.00 SH SOLE 23,600
APPLIED MATERIALS IN COMMON STK 038222105 6,641.00 89,900.00 SH SOLE 89,900
APPLIED PWR INC COMMON STK 038225108 1,169.00 42,795.00 SH SOLE 42,795
APTARGROUP INC COMMON STK 038336103 615.00 20,500.00 SH SOLE 20,500
AQUARION CO COMMON STK 03838W101 224.00 6,450.00 SH SOLE 6,450
ARCHER-DANIELS- COMMON STK 039483102 909.00 58,865.00 SH SOLE 58,865
ARCTIC CAT INC COMMON STK 039670104 137.00 15,300.00 SH SOLE 15,300
ARKANSAS BEST CORP COMMON STK 040790107 110.00 11,100.00 SH SOLE 11,100
ARM FINANCIAL GROUP COMMON STK 001944107 767.00 90,200.00 SH SOLE 90,200
ARMSTRONG WORLD COMMON STK 042476101 231.00 4,000.00 SH SOLE 4,000
ARTESYN TECHNOLOGIES COMMON STK 043127109 2,092.00 94,300.00 SH SOLE 94,300
ASARCO, INC. COMMON STK 043413103 71.00 3,800.00 SH SOLE 3,800
ASHLAND OIL, INC. COMMON STK 044204105 293.00 7,300.00 SH SOLE 7,300
ASHWORTH INC COMMON STK 04516H101 37.00 7,900.00 SH SOLE 7,900
ASPECT TELECOM. COMMON STK 045237104 263.00 27,000.00 SH SOLE 27,000
ASPEN TECHNOLOGY, COMMON STK 045327103 166.00 14,100.00 SH SOLE 14,100
ASSOCIATED BANC-CORP COMMON STK 045487105 1,610.00 38,800.00 SH SOLE 38,800
ASSOCIATES FIRST COMMON STK 046008108 3,212.00 72,490.00 SH SOLE 72,490
ASTEC INDS INC COMMON STK 046224101 440.00 10,800.00 SH SOLE 10,800
AT&T CORPORATION COMMON STK 001957109 26,497.00 474,759.00 SH SOLE 474,759
ATLANTIC COAST AIR COMMON STK 048396105 785.00 41,300.00 SH SOLE 41,300
ATLANTIC RICHFIELD COMMON STK 048825103 2,724.00 32,600.00 SH SOLE 32,600
ATLAS AIR, INC. COMMON STK 049164106 1,621.00 50,250.00 SH SOLE 50,250
ATMOS ENERGY CORPORA COMMON STK 049560105 1,113.00 44,500.00 SH SOLE 44,500
AUSPEX SYS INC COMMON STK 052116100 161.00 14,800.00 SH SOLE 14,800
AUTHENTIC FITNESS CO COMMON STK 052661105 228.00 13,000.00 SH SOLE 13,000
AUTODESK, INC. COMMON STK 052769106 171.00 5,800.00 SH SOLE 5,800
AUTOMATIC DATA PROCE COMMON STK 053015103 8,118.00 184,500.00 SH SOLE 184,500
AUTOZONE, INC. COMMON STK 053332102 449.00 14,900.00 SH SOLE 14,900
AVERY DENNISON CORPO COMMON STK 053611109 6,255.00 103,600.00 SH SOLE 103,600
AVIATION SALES CO. COMMON STK 053672101 328.00 8,300.00 SH SOLE 8,300
AVID TECHNOLOGY INC. COMMON STK 05367P100 218.00 13,500.00 SH SOLE 13,500
AVON PRODUCTS, INC. COMMON STK 054303102 4,995.00 90,000.00 SH SOLE 90,000
AZTAR CORPORATION COMMON STK 054802103 235.00 25,600.00 SH SOLE 25,600
B.F. GOODRICH COMMON STK 382388106 310.00 7,300.00 SH SOLE 7,300
BAKER HUGHES, INC. COMMON STK 057224107 1,086.00 32,420.00 SH SOLE 32,420
BAKER J INC COMMON STK 057232100 68.00 7,900.00 SH SOLE 7,900
BALDOR ELECTRIC COMMON STK 057741100 407.00 20,500.00 SH SOLE 20,500
BALL CORPORATION COMMON STK 058498106 131.00 3,100.00 SH SOLE 3,100
BALLARD MEDICAL COMMON STK 058566100 406.00 17,400.00 SH SOLE 17,400
BANCTEC INC COMMON STK 059784108 197.00 11,000.00 SH SOLE 11,000
BANGOR HYDRO ELEC CO COMMON STK 060077104 66.00 4,100.00 SH SOLE 4,100
BANK OF NEW YORK COMMON STK 064057102 2,777.00 75,700.00 SH SOLE 75,700
BANK ONE CORPORATION COMMON STK 06423A103 6,974.00 117,085.00 SH SOLE 117,085
BANK UNITED CORP. COMMON STK 065412108 1,186.00 29,500.00 SH SOLE 29,500
BANKAMERICA CORPORAT COMMON STK 060505104 36,912.00 503,495.00 SH SOLE 503,495
BANKBOSTON COMMON STK 06605R106 1,503.00 29,400.00 SH SOLE 29,400
BANKNORTH GROUP, INC COMMON STK 06646L100 432.00 13,100.00 SH SOLE 13,100
BARD (C.R.), INC. COMMON STK 067383109 253.00 5,300.00 SH SOLE 5,300
BARNES GROUP INC COMMON STK 067806109 241.00 11,100.00 SH SOLE 11,100
BARR LABORATORIES, COMMON STK 068306109 514.00 12,900.00 SH SOLE 12,900
BARRETT RESOURCES COMMON STK 068480201 698.00 18,200.00 SH SOLE 18,200
BARRICK GOLD COMMON STK 067901108 719.00 37,100.00 SH SOLE 37,100
BASSETT FURNITURE COMMON STK 070203104 165.00 7,200.00 SH SOLE 7,200
BATTLE MOUNTAIN COMMON STK 071593107 56.00 22,800.00 SH SOLE 22,800
BAUSCH & LOMB, INC. COMMON STK 071707103 3,267.00 42,700.00 SH SOLE 42,700
BAXTER INTERNATIONAL COMMON STK 071813109 18,569.00 306,300.00 SH SOLE 306,300
BB&T CORPORATION COMMON STK 054937107 6,307.00 171,900.00 SH SOLE 171,900
BE AEROSPACE, INC. COMMON STK 073302101 2,474.00 132,400.00 SH SOLE 132,400
BEA SYSTEMS, INC. COMMON STK 073325102 2,076.00 72,700.00 SH SOLE 72,700
BECTON, DICKINSON COMMON STK 075887109 15,813.00 527,100.00 SH SOLE 527,100
BELDEN INC COMMON STK 077459105 330.00 13,800.00 SH SOLE 13,800
BELL ATLANTIC CORPOR COMMON STK 077853109 26,638.00 407,462.00 SH SOLE 407,462
BELLSOUTH COMMON STK 079860102 9,103.00 194,200.00 SH SOLE 194,200
BEMIS COMPANY, INC. COMMON STK 081437105 203.00 5,100.00 SH SOLE 5,100
BENCHMARK ELECTRS IN COMMON STK 08160H101 1,387.00 38,600.00 SH SOLE 38,600
BENTON OIL & GAS COMMON STK 083288100 33.00 16,700.00 SH SOLE 16,700
BESTFOODS COMMON STK 08658U101 1,401.00 28,300.00 SH SOLE 28,300
BETHLEHEM STEEL COMMON STK 087509105 99.00 12,900.00 SH SOLE 12,900
BILLING CONCEPTS COMMON STK 090063108 235.00 21,000.00 SH SOLE 21,000
BINDLEY WESTERN COMMON STK 090324104 394.00 17,100.00 SH SOLE 17,100
BIO TECHNOLOGY GEN COMMON STK 090578104 192.00 29,500.00 SH SOLE 29,500
BIOMATRIX, INC. COMMON STK 09060P102 500.00 23,100.00 SH SOLE 23,100
BIOMET, INC. COMMON STK 090613100 441.00 11,100.00 SH SOLE 11,100
BIRMINGHAM STEEL COMMON STK 091250100 69.00 16,700.00 SH SOLE 16,700
BISYS GROUP, INC. COMMON STK 055472104 2,416.00 41,305.00 SH SOLE 41,305
BLACK & DECKER COMMON STK 091797100 549.00 8,700.00 SH SOLE 8,700
BLOCK (H.R.), INC. COMMON STK 093671105 480.00 9,600.00 SH SOLE 9,600
BLOUNT INTL INC COMMON STK 095177101 571.00 21,000.00 SH SOLE 21,000
BMC INDS INC MINN COMMON STK 055607105 159.00 15,400.00 SH SOLE 15,400
BMC SOFTWARE, INC. COMMON STK 055921100 1,264.00 23,400.00 SH SOLE 23,400
BOEING COMPANY COMMON STK 097023105 4,127.00 93,388.00 SH SOLE 93,388
BOISE CASCADE COMMON STK 097383103 241.00 5,600.00 SH SOLE 5,600
BOMBAY COMPANY, INC. COMMON STK 097924104 162.00 21,100.00 SH SOLE 21,100
BOOKS-A-MILLION INC COMMON STK 098570104 77.00 10,200.00 SH SOLE 10,200
BOSTON SCIENTIFIC COMMON STK 101137107 1,718.00 39,100.00 SH SOLE 39,100
BOWNE & CO INC COMMON STK 103043105 270.00 20,800.00 SH SOLE 20,800
BRADY CORPORATION COMMON STK 104674106 416.00 12,800.00 SH SOLE 12,800
BREED TECHNOLOGIES, COMMON STK 106702103 47.00 20,800.00 SH SOLE 20,800
BRIGGS & STRATTON COMMON STK 109043109 144.00 2,500.00 SH SOLE 2,500
BRIGHTPOINT INC COMMON STK 109473108 182.00 30,100.00 SH SOLE 30,100
BRISTOL-MYERS SQUIBB COMMON STK 110122108 35,726.00 507,200.00 SH SOLE 507,200
BROWN SHOE COMPANY, COMMON STK 115736100 224.00 10,300.00 SH SOLE 10,300
BROWN-FOREMAN COMMON STK 115637209 450.00 6,900.00 SH SOLE 6,900
BROWNING- FERRIS COMMON STK 115885105 686.00 15,961.00 SH SOLE 15,961
BRUNSWICK COMMON STK 117043109 254.00 9,100.00 SH SOLE 9,100
BRUSH WELLMAN, COMMON STK 117421107 167.00 9,200.00 SH SOLE 9,200
BUCKEYE TECHNOLOGIES COMMON STK 118255108 304.00 20,000.00 SH SOLE 20,000
BUILDING MATLS HLDG COMMON STK 120113105 82.00 7,100.00 SH SOLE 7,100
BURLINGTON COMMON STK 122014103 761.00 17,602.00 SH SOLE 17,602
BURLINGTON NORTHERN, COMMON STK 12189T104 1,447.00 46,684.00 SH SOLE 46,684
BURR-BROWN CORP COMMON STK 122574106 1,767.00 48,250.00 SH SOLE 48,250
BUTLER MFG CO DEL COMMON STK 123655102 112.00 4,000.00 SH SOLE 4,000
C COR ELECTRS INC COMMON STK 125010108 145.00 5,200.00 SH SOLE 5,200
C D I CORP COMMON STK 125071100 368.00 10,800.00 SH SOLE 10,800
C&D TECHNOLOGIES, COMMON STK 124661109 217.00 7,100.00 SH SOLE 7,100
C-CUBE MICROSYSTEMS COMMON STK 125015107 703.00 22,200.00 SH SOLE 22,200
CABLE DESING TECHNOL COMMON STK 126924109 245.00 15,900.00 SH SOLE 15,900
CABLETRON SYSTEMS COMMON STK 126920107 221.00 17,000.00 SH SOLE 17,000
CABOT OIL & GAS CORP COMMON STK 127097103 261.00 14,000.00 SH SOLE 14,000
CAERE CORPORATION COMMON STK 127646107 765.00 57,700.00 SH SOLE 57,700
CALLAWAY GOLF COMPAN COMMON STK 131193104 1,319.00 90,200.00 SH SOLE 90,200
CAMBREX CORP COMMON STK 132011107 1,155.00 44,000.00 SH SOLE 44,000
CAMPBELL SOUP COMMON STK 134429109 2,050.00 44,200.00 SH SOLE 44,200
CANANDAIGUA BRANDS, COMMON STK 137219200 535.00 10,200.00 SH SOLE 10,200
CAPITAL ONE COMMON STK 14040H105 1,103.00 19,800.00 SH SOLE 19,800
CAPITAL RE CORP COMMON STK 140432105 291.00 18,100.00 SH SOLE 18,100
CARAUSTAR INDS INC COMMON STK 140909102 348.00 14,100.00 SH SOLE 14,100
CARDINAL HEALTH INC. COMMON STK 14149Y108 8,439.00 131,600.00 SH SOLE 131,600
CARMIKE CINEMAS INC COMMON STK 143436103 102.00 6,400.00 SH SOLE 6,400
CARNIVAL CORPORATION COMMON STK 143658102 13,105.00 270,200.00 SH SOLE 270,200
CAROLINA FIRST COMMON STK 143877108 310.00 12,700.00 SH SOLE 12,700
CAROLINA POWER & COMMON STK 144141108 642.00 15,000.00 SH SOLE 15,000
CASCADE NATURAL GAS COMMON STK 147339105 891.00 46,900.00 SH SOLE 46,900
CASE CORPORATION COMMON STK 14743R103 351.00 7,300.00 SH SOLE 7,300
CASELLA WASTE SYSTEM COMMON STK 147448104 1,063.00 40,900.00 SH SOLE 40,900
CASEYS GEN STORES COMMON STK 147528103 447.00 29,800.00 SH SOLE 29,800
CASH AMER INVTS INC COMMON STK 14754D100 185.00 14,400.00 SH SOLE 14,400
CASTLE A M & CO COMMON STK 148411101 134.00 7,900.00 SH SOLE 7,900
CATALINA MARKETING C COMMON STK 148867104 1,472.00 16,000.00 SH SOLE 16,000
CATERPILLAR, INC. COMMON STK 149123101 2,142.00 35,700.00 SH SOLE 35,700
CATO CORPORATION COMMON STK 149205106 173.00 14,900.00 SH SOLE 14,900
CBS CORPORATION COMMON STK 12490K107 3,054.00 70,300.00 SH SOLE 70,300
CEC ENTERTAINMENT IN COMMON STK 125137109 1,018.00 24,100.00 SH SOLE 24,100
CENDANT CORPORATION COMMON STK 151313103 1,669.00 81,420.00 SH SOLE 81,420
CENTEX CORPORATION COMMON STK 152312104 222.00 5,900.00 SH SOLE 5,900
CENTIGRAM COMMUNICAT COMMON STK 152317103 32.00 3,400.00 SH SOLE 3,400
CENTRAL & SOUTHWEST COMMON STK 152357109 493.00 21,100.00 SH SOLE 21,100
CENTRAL HUDSON GAS & COMMON STK 153609102 403.00 9,600.00 SH SOLE 9,600
CENTRAL PKG CORP COMMON STK 154785109 712.00 20,800.00 SH SOLE 20,800
CENTRAL VT PUB SVC COMMON STK 155771108 82.00 6,400.00 SH SOLE 6,400
CENTURA BKS INC COMMON STK 15640T100 1,629.00 28,900.00 SH SOLE 28,900
CENTURYTEL, INC. COMMON STK 156700106 543.00 13,650.00 SH SOLE 13,650
CEPHALON, INC. COMMON STK 156708109 283.00 16,300.00 SH SOLE 16,300
CERIDIAN CORPORATION COMMON STK 15677T106 2,703.00 82,700.00 SH SOLE 82,700
CERNER CORP COMMON STK 156782104 398.00 19,000.00 SH SOLE 19,000
CHAMPION COMMON STK 158525105 450.00 9,400.00 SH SOLE 9,400
CHAMPION ENERPRISES COMMON STK 158496109 512.00 27,500.00 SH SOLE 27,500
CHARLES SCHWAB COMMON STK 808513105 4,406.00 40,100.00 SH SOLE 40,100
CHASE MANHATTAN CORP COMMON STK 16161A108 12,967.00 149,692.00 SH SOLE 149,692
CHECK POINT SOFTWARE COMMON STK M22465104 1,443.00 26,900.00 SH SOLE 26,900
CHECKPOINT SYS INC COMMON STK 162825109 152.00 17,000.00 SH SOLE 17,000
CHEESECAKE FACTORY I COMMON STK 163072101 346.00 11,350.00 SH SOLE 11,350
CHEMED CORPORATION COMMON STK 163596109 196.00 5,900.00 SH SOLE 5,900
CHEMFIRST INC COMMON STK 16361A106 253.00 10,400.00 SH SOLE 10,400
CHEVRON CORPORATION COMMON STK 166751107 6,197.00 65,100.00 SH SOLE 65,100
CHIQUITA BRANDS COMMON STK 170032106 335.00 37,200.00 SH SOLE 37,200
CHIRON CORP DEBENTURE 170040AB5 4,388.00 4,500,000.00 PRN SOLE
CHUBB CORPORATION COMMON STK 171232101 1,133.00 16,300.00 SH SOLE 16,300
CIBER INC COMMON STK 17163B102 935.00 48,900.00 SH SOLE 48,900
CIGNA CORPORATION COMMON STK 125509109 1,842.00 20,700.00 SH SOLE 20,700
CILCORP,INC. COMMON STK 171794100 481.00 7,700.00 SH SOLE 7,700
CINCINNATI FINANCIAL COMMON STK 172062101 624.00 16,600.00 SH SOLE 16,600
CINERGY CORPORATION COMMON STK 172474108 502.00 15,700.00 SH SOLE 15,700
CIRCUIT CITY COMMON STK 172737108 939.00 10,100.00 SH SOLE 10,100
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CLOROX COMPANY COMMON STK 189054109 1,260.00 11,800.00 SH SOLE 11,800
CMS ENERGY CORP COMMON STK 125896100 486.00 11,600.00 SH SOLE 11,600
COACHMEN INDUSTRIES, COMMON STK 189873102 219.00 9,400.00 SH SOLE 9,400
COASTAL CORPORATION COMMON STK 190441105 844.00 21,100.00 SH SOLE 21,100
COCA COLA BOTTLNG CO COMMON STK 191098102 269.00 4,800.00 SH SOLE 4,800
COCA-COLA COMMON STK 191219104 1,298.00 42,200.00 SH SOLE 42,200
COCA-COLA COMPANY, COMMON STK 191216100 21,756.00 348,100.00 SH SOLE 348,100
COEUR D ALENE MINES COMMON STK 192108108 57.00 12,300.00 SH SOLE 12,300
COGNEX CORPORATION COMMON STK 192422103 729.00 23,100.00 SH SOLE 23,100
COHERENT INC COMMON STK 192479103 251.00 13,500.00 SH SOLE 13,500
COLGATE-PALMOLIVE COMMON STK 194162103 2,893.00 29,300.00 SH SOLE 29,300
COLUMBIA ENERGY COMMON STK 197648108 533.00 8,500.00 SH SOLE 8,500
COLUMBIA/HCA COMMON STK 197677107 1,466.00 64,250.00 SH SOLE 64,250
COMCAST CORPORATION COMMON STK 200300200 20,556.00 534,800.00 SH SOLE 534,800
COMERICA, INC. COMMON STK 200340107 924.00 15,550.00 SH SOLE 15,550
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COMMERCIAL METALS CO COMMON STK 201723103 237.00 8,300.00 SH SOLE 8,300
COMMERICAL FEDERAL C COMMON STK 201647104 1,410.00 60,800.00 SH SOLE 60,800
COMMONWEALTH ENERGY COMMON STK 202800108 512.00 12,200.00 SH SOLE 12,200
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COMMSCOPE, INC. COMMON STK 203372107 1,531.00 49,800.00 SH SOLE 49,800
COMMUNITY FIRST BANK COMMON STK 203902101 1,304.00 54,600.00 SH SOLE 54,600
COMPAQ COMPUTERS,INC COMMON STK 204493100 3,979.00 167,993.00 SH SOLE 167,993
COMPUTER ASSOCIATES COMMON STK 204912109 2,947.00 53,587.00 SH SOLE 53,587
COMPUTER SCIENCES COMMON STK 205363104 17,463.00 252,400.00 SH SOLE 252,400
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COMPUWARE CORP. COMMON STK 205638109 1,161.00 36,500.00 SH SOLE 36,500
CONAGRA, INC. COMMON STK 205887102 1,297.00 48,700.00 SH SOLE 48,700
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CONNECTICUT ENERGY COMMON STK 207567108 228.00 5,900.00 SH SOLE 5,900
CONSECO INC. COMMON STK 208464107 3,702.00 121,614.00 SH SOLE 121,614
CONSOLIDATED COMMON STK 209341106 405.00 8,100.00 SH SOLE 8,100
CONSOLIDATED EDISON, COMMON STK 209115104 1,045.00 23,100.00 SH SOLE 23,100
CONSOLIDATED NATURAL COMMON STK 209615103 577.00 9,500.00 SH SOLE 9,500
CONSOLIDATED PRODUCT COMMON STK 209798107 270.00 15,025.00 SH SOLE 15,025
CONSOLIDATED STORES COMMON STK 210149100 292.00 10,800.00 SH SOLE 10,800
CONSTELLATION ENERGY COMMON STK 210371100 438.00 14,800.00 SH SOLE 14,800
COOPER COS INC COMMON STK 216648402 197.00 7,900.00 SH SOLE 7,900
COOPER INDUSTRIES, COMMON STK 216669101 510.00 9,800.00 SH SOLE 9,800
COOPER TIRE & RUBBER COMMON STK 216831107 175.00 7,400.00 SH SOLE 7,400
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CORNING, INC. COMMON STK 219350105 1,704.00 24,300.00 SH SOLE 24,300
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COUNTRYWIDE CREDIT COMMON STK 222372104 475.00 11,100.00 SH SOLE 11,100
COVENTRY HEALTH CARE COMMON STK 222862104 364.00 33,300.00 SH SOLE 33,300
CPI CORPORATION COMMON STK 125902106 185.00 5,600.00 SH SOLE 5,600
CRANE COMPANY COMMON STK 224399105 211.00 6,700.00 SH SOLE 6,700
CROSS A T CO COMMON STK 227573102 376.00 25,300.00 SH SOLE 25,300
CROWN CORK & SEAL COMMON STK 228255105 345.00 12,100.00 SH SOLE 12,100
CSX CORPORATION COMMON STK 126408103 979.00 21,600.00 SH SOLE 21,600
CTS CORPORATION COMMON STK 126501105 546.00 7,800.00 SH SOLE 7,800
CULLEN/FROST BANKERS COMMON STK 229899109 1,568.00 56,900.00 SH SOLE 56,900
CUMMINS ENGINE COMMON STK 231021106 240.00 4,200.00 SH SOLE 4,200
CURATIVE HEALTH COMMON STK 231264102 31.00 5,700.00 SH SOLE 5,700
CUSTOMTRACKS COMMON STK 232046102 487.00 8,700.00 SH SOLE 8,700
CVS CORPORATION COMMON STK 126650100 9,799.00 192,800.00 SH SOLE 192,800
CYGNUS INC COMMON STK 232560102 165.00 12,700.00 SH SOLE 12,700
CYPRUS MINERALS COMMON STK 232809103 137.00 9,000.00 SH SOLE 9,000
CYRK INC COMMON STK 232817106 53.00 8,700.00 SH SOLE 8,700
D R HORTON INC COMMON STK 23331A109 603.00 36,300.00 SH SOLE 36,300
DAIN RAUSCHER CORP COMMON STK 233856103 379.00 7,000.00 SH SOLE 7,000
DAISYTEK INTL CORP COMMON STK 234053106 1,739.00 106,600.00 SH SOLE 106,600
DALLAS SEMICONDUCTOR COMMON STK 235204104 1,515.00 30,000.00 SH SOLE 30,000
DAMARK INTL INC COMMON STK 235691102 28.00 3,300.00 SH SOLE 3,300
DANA CORPORATION COMMON STK 235811106 757.00 16,445.00 SH SOLE 16,445
DANAHER CORPORATION COMMON STK 235851102 773.00 13,300.00 SH SOLE 13,300
DARDEN RESTAURANTS, COMMON STK 237194105 5,141.00 235,700.00 SH SOLE 235,700
DATA GENERAL COMMON STK 237688106 71.00 4,900.00 SH SOLE 4,900
DATASCOPE CORP. COMMON STK 238113104 276.00 8,600.00 SH SOLE 8,600
DAYTON HUDSON CORP COMMON STK 239753106 11,414.00 175,600.00 SH SOLE 175,600
DBT ONLINE, INC. COMMON STK 233044106 344.00 10,500.00 SH SOLE 10,500
DEERE & COMPANY COMMON STK 244199105 939.00 23,700.00 SH SOLE 23,700
DELL COMPUTER COMMON STK 247025109 9,380.00 253,500.00 SH SOLE 253,500
DELPHI AUTOMOTIVE SY COMMON STK 247126105 1,541.00 83,007.00 SH SOLE 83,007
DELPHI FINANCIAL COMMON STK 247131105 411.00 11,445.00 SH SOLE 11,445
DELTA & PINE LD CO COMMON STK 247357106 687.00 21,800.00 SH SOLE 21,800
DELTA AIR LINES, COMMON STK 247361108 807.00 14,000.00 SH SOLE 14,000
DELTA WOODSIDE INDS COMMON STK 247909104 80.00 13,400.00 SH SOLE 13,400
DELTEK SYSTEMS INC COMMON STK 24785A108 1,013.00 102,600.00 SH SOLE 102,600
DELUXE CORPORATION COMMON STK 248019101 308.00 7,900.00 SH SOLE 7,900
DENDRITE COMMON STK 248239105 513.00 14,200.00 SH SOLE 14,200
DEPARTMENT 56, INC. COMMON STK 249509100 274.00 10,200.00 SH SOLE 10,200
DEVON ENERGY CORP COMMON STK 251799102 980.00 27,400.00 SH SOLE 27,400
DEVRY INC DEL COMMON STK 251893103 1,414.00 63,200.00 SH SOLE 63,200
DIAGNOSTIC PRODUCTS COMMON STK 252450101 213.00 7,700.00 SH SOLE 7,700
DIALOGIC CORP COMMON STK 252499108 412.00 9,400.00 SH SOLE 9,400
DIGI INTL INC COMMON STK 253798102 86.00 8,200.00 SH SOLE 8,200
DIGITAL MICROWAVE CO COMMON STK 253859102 445.00 34,900.00 SH SOLE 34,900
DILLARD'S INC. COMMON STK 254067101 369.00 10,500.00 SH SOLE 10,500
DIMON INC COMMON STK 254394109 131.00 25,200.00 SH SOLE 25,200
DIONEX CORP COMMON STK 254546104 514.00 12,700.00 SH SOLE 12,700
DISCOUNT AUTO PARTS, COMMON STK 254642101 227.00 9,400.00 SH SOLE 9,400
DIXIE GROUP INC COMMON STK 255519101 54.00 6,400.00 SH SOLE 6,400
DOLLAR GENERAL COMMON STK 256669102 5,638.00 194,430.00 SH SOLE 194,430
DOLLAR TREE STORES, COMMON STK 256747106 950.00 21,600.00 SH SOLE 21,600
DOMINION RESOURCES, COMMON STK 257470104 836.00 19,300.00 SH SOLE 19,300
DOVER CORPORATION COMMON STK 260003108 774.00 22,100.00 SH SOLE 22,100
DOW JONES & COMPANY, COMMON STK 260561105 493.00 9,300.00 SH SOLE 9,300
DOWNEY FINL CORP COMMON STK 261018105 348.00 15,865.00 SH SOLE 15,865
DSP COMMUNICATIONS I COMMON STK 23332K106 1,187.00 41,100.00 SH SOLE 41,100
DTE ENERGY COMPANY COMMON STK 233331107 572.00 14,300.00 SH SOLE 14,300
DUKE ENERGY CORP. COMMON STK 264399106 6,927.00 127,394.00 SH SOLE 127,394
DUN & BRADSTREET COMMON STK 26483B106 581.00 16,400.00 SH SOLE 16,400
DURA AUTOMOTIVE SYST COMMON STK 265903104 2,328.00 70,000.00 SH SOLE 70,000
DURA PHARMACEUTICALS COMMON STK 26632S109 297.00 24,900.00 SH SOLE 24,900
DYCOM INDUSTRIES, COMMON STK 267475101 812.00 14,500.00 SH SOLE 14,500
E.I. DU PONT DE COMMON STK 263534109 9,680.00 141,700.00 SH SOLE 141,700
E.W. BLANCH HOLDINGS COMMON STK 093210102 1,323.00 19,400.00 SH SOLE 19,400
EAGLE GEOPHYSICAL, COMMON STK 269524104 0.00 0.00 SH SOLE 0
EARTHGRAINS COMPANY COMMON STK 270319106 627.00 24,300.00 SH SOLE 24,300
EASTERN ENTERPRISES COMMON STK 27637F100 87.00 2,200.00 SH SOLE 2,200
EASTERN UTILITIES COMMON STK 277173100 338.00 11,600.00 SH SOLE 11,600
EASTMAN CHEMICAL COMMON STK 277432100 409.00 7,900.00 SH SOLE 7,900
EASTMAN KODAK COMMON STK 277461109 2,188.00 32,300.00 SH SOLE 32,300
EATON CORPORATION COMMON STK 278058102 662.00 7,200.00 SH SOLE 7,200
EATON VANCE CORP COMMON STK 278265103 703.00 20,400.00 SH SOLE 20,400
ECOLAB, INC., LARGE COMMON STK 278865100 5,344.00 122,500.00 SH SOLE 122,500
EDISON INTERNATIONAL COMMON STK 281020107 936.00 35,000.00 SH SOLE 35,000
EG&G, INC. COMMON STK 268457108 157.00 4,400.00 SH SOLE 4,400
ELCOR CORPORATION COMMON STK 284443108 323.00 7,400.00 SH SOLE 7,400
ELECTRO SCIENTIFIC COMMON STK 285229100 309.00 7,400.00 SH SOLE 7,400
ELECTROGLAS INC COMMON STK 285324109 222.00 11,100.00 SH SOLE 11,100
ELECTRONIC DATA COMMON STK 285661104 2,777.00 49,100.00 SH SOLE 49,100
EMC CORPORATION COMMON STK 268648102 5,495.00 99,900.00 SH SOLE 99,900
EMERSON ELECTRIC CO COMMON STK 291011104 2,748.00 43,700.00 SH SOLE 43,700
EMMIS COMMUNICATIONS COMMON STK 291525103 2,602.00 52,700.00 SH SOLE 52,700
ENERGEN CORP COMMON STK 29265N108 313.00 16,800.00 SH SOLE 16,800
ENGELHARD COMMON STK 292845104 307.00 13,550.00 SH SOLE 13,550
ENHANCE FINL SVCS GR COMMON STK 293310108 425.00 21,500.00 SH SOLE 21,500
ENRON CORPORATION COMMON STK 293561106 6,466.00 79,100.00 SH SOLE 79,100
ENTERGY CORPORATION COMMON STK 29364G103 766.00 24,500.00 SH SOLE 24,500
ENZO BIOCHEM INC COMMON STK 294100102 139.00 14,100.00 SH SOLE 14,100
EPICOR SOFTWARE COMMON STK 29426L108 170.00 22,800.00 SH SOLE 22,800
EQUIFAX, INC. COMMON STK 294429105 521.00 14,600.00 SH SOLE 14,600
ESTERLINE TECH CORP. COMMON STK 297425100 141.00 9,800.00 SH SOLE 9,800
ETEC SYSTEMS INC COMMON STK 26922C103 678.00 20,400.00 SH SOLE 20,400
ETHAN ALLEN INTERIOR COMMON STK 297602104 1,474.00 39,050.00 SH SOLE 39,050
EXABYTE CORPORATION COMMON STK 300615101 50.00 12,800.00 SH SOLE 12,800
EXECUTIVE RISK INC COMMON STK 301586103 561.00 6,600.00 SH SOLE 6,600
EXPEDITORS INTL WASH COMMON STK 302130109 771.00 28,300.00 SH SOLE 28,300
EXPRESS SCRIPTS, COMMON STK 302182100 2,197.00 36,500.00 SH SOLE 36,500
EXXON CORPORATION, COMMON STK 302290101 28,444.00 368,800.00 SH SOLE 368,800
F & M BANCORPORATION COMMON STK 302371109 1,151.00 30,500.00 SH SOLE 30,500
FACTSET RESEARCH COMMON STK 303075105 495.00 8,750.00 SH SOLE 8,750
FAIR ISAAC & CO INC COMMON STK 303250104 281.00 8,000.00 SH SOLE 8,000
FAMILY GOLF CENTERS, COMMON STK 30701A106 113.00 14,700.00 SH SOLE 14,700
FEDDERS CORP COMMON STK 313135105 138.00 20,700.00 SH SOLE 20,700
FEDERAL EXPRESS COMMON STK 31304N107 1,595.00 29,400.00 SH SOLE 29,400
FEDERAL NATIONAL MOR COMMON STK 313586109 17,531.00 256,400.00 SH SOLE 256,400
FEDERATED DEPARTMENT COMMON STK 31410H101 1,101.00 20,800.00 SH SOLE 20,800
FIDELITY NAT FINL CO COMMON STK 316326107 360.00 17,120.00 SH SOLE 17,120
FIFTH THIRD BANCORP COMMON STK 316773100 1,776.00 26,675.00 SH SOLE 26,675
FILENET CORP COMMON STK 316869106 206.00 18,000.00 SH SOLE 18,000
FIRST AMERN FINL COR COMMON STK 318522307 652.00 36,500.00 SH SOLE 36,500
FIRST BANCORP/PUERTO COMMON STK 318672102 372.00 16,500.00 SH SOLE 16,500
FIRST DATA COMMON STK 319963104 2,153.00 44,000.00 SH SOLE 44,000
FIRST MIDWEST COMMON STK 320867104 636.00 16,000.00 SH SOLE 16,000
FIRST UNION CORPORAT COMMON STK 337358105 16,579.00 352,742.00 SH SOLE 352,742
FIRSTAR COPORATION COMMON STK 33763V109 1,924.00 68,700.00 SH SOLE 68,700
FIRSTENERGY CORP COMMON STK 337932107 732.00 23,600.00 SH SOLE 23,600
FIRSTMERIT CORPORATI COMMON STK 337915102 2,234.00 79,600.00 SH SOLE 79,600
FLEET FINANCIAL COMMON STK 338915101 2,511.00 56,582.00 SH SOLE 56,582
FLEETWOOD COMMON STK 339099103 87.00 3,300.00 SH SOLE 3,300
FLEMING COMPANIES, COMMON STK 339130106 252.00 21,700.00 SH SOLE 21,700
FLORIDA ROCK COMMON STK 341140101 487.00 10,700.00 SH SOLE 10,700
FLOW INTL CORP COMMON STK 343468104 89.00 8,200.00 SH SOLE 8,200
FLUOR CORPORATION COMMON STK 343861100 300.00 7,400.00 SH SOLE 7,400
FMC CORPORATION COMMON STK 302491303 232.00 3,400.00 SH SOLE 3,400
FOODMAKER INC NEW COMMON STK 344839204 1,124.00 39,600.00 SH SOLE 39,600
FOOTSTAR, INC. COMMON STK 344912100 465.00 12,500.00 SH SOLE 12,500
FORD MOTOR COMPANY COMMON STK 345370100 13,980.00 247,700.00 SH SOLE 247,700
FORRESTER RESEARCH I COMMON STK 346563109 490.00 19,600.00 SH SOLE 19,600
FORT JAMES COMMON STK 347471104 829.00 21,900.00 SH SOLE 21,900
FORTUNE BRANDS, INC. COMMON STK 349631101 699.00 16,900.00 SH SOLE 16,900
FOSSIL, INC. COMMON STK 349882100 576.00 11,900.00 SH SOLE 11,900
FOSTER WHEELER COMMON STK 350244109 55.00 3,900.00 SH SOLE 3,900
FPL GROUP, INC. COMMON STK 302571104 983.00 18,000.00 SH SOLE 18,000
FRANKLIN COVEY CO COMMON STK 353469109 85.00 11,500.00 SH SOLE 11,500
FRANKLIN RESOURCES COMMON STK 354613101 1,020.00 25,100.00 SH SOLE 25,100
FREDDIE MAC COMMON STK 313400301 9,744.00 168,000.00 SH SOLE 168,000
FREEPORT-MCMORAN COMMON STK 35671D857 294.00 16,400.00 SH SOLE 16,400
FREMONT GEN CORP COMMON STK 357288109 747.00 39,600.00 SH SOLE 39,600
FRITZ COS INC COMMON STK 358846103 220.00 20,500.00 SH SOLE 20,500
FRONTIER CORPORATION COMMON STK 35906P105 1,009.00 17,100.00 SH SOLE 17,100
FRONTIER INSURANCE COMMON STK 359081106 301.00 19,570.00 SH SOLE 19,570
FROZEN FOOD EXPR IND COMMON STK 359360104 70.00 9,200.00 SH SOLE 9,200
FRUIT OF THE LOOM, COMMON STK G3682L105 69.00 7,100.00 SH SOLE 7,100
FURNITURE BRANDS INT COMMON STK 360921100 2,236.00 80,200.00 SH SOLE 80,200
FUTURE VALUE VENTURE COMMON STK 36116*105 37.00 183,333.00 SH SOLE 183,333
G & K SVCS INC COMMON STK 361268105 608.00 11,600.00 SH SOLE 11,600
GALEY & LORD INC COMMON STK 36352K103 29.00 6,700.00 SH SOLE 6,700
GALLAGHER ARTHUR J & COMMON STK 363576109 505.00 10,200.00 SH SOLE 10,200
GANNETT COMPANY, INC COMMON STK 364730101 5,439.00 76,200.00 SH SOLE 76,200
GAP, INC. COMMON STK 364760108 4,305.00 85,463.00 SH SOLE 85,463
GARDNER DENVER, INC. COMMON STK 365558105 135.00 8,400.00 SH SOLE 8,400
GATEWAY, INC. COMMON STK 367626108 926.00 15,700.00 SH SOLE 15,700
GC COS INC COMMON STK 36155Q109 157.00 4,400.00 SH SOLE 4,400
GENERAL COMMON STK 370787103 190.00 20,800.00 SH SOLE 20,800
GENERAL COMMUNICATIO COMMON STK 369385109 192.00 28,300.00 SH SOLE 28,300
GENERAL DYNAMICS COR COMMON STK 369550108 7,699.00 112,400.00 SH SOLE 112,400
GENERAL ELECTRIC COM COMMON STK 369604103 71,292.00 630,900.00 SH SOLE 630,900
GENERAL INSTRUMENT C COMMON STK 370120107 4,106.00 96,600.00 SH SOLE 96,600
GENERAL MILLS, INC. COMMON STK 370334104 1,238.00 15,400.00 SH SOLE 15,400
GENERAL MOTORS COMMON STK 370442105 4,310.00 65,300.00 SH SOLE 65,300
GENESIS HEALTH VENTU COMMON STK 371912106 60.00 19,900.00 SH SOLE 19,900
GENTEX CORPORATION COMMON STK 371901109 1,152.00 41,160.00 SH SOLE 41,160
GENUINE PARTS COMMON STK 372460105 623.00 17,800.00 SH SOLE 17,800
GEON CO COMMON STK 37246W105 429.00 13,300.00 SH SOLE 13,300
GEORGIA-PACIFIC COMMON STK 373298108 829.00 17,500.00 SH SOLE 17,500
GERBER SCIENTIFIC, COMMON STK 373730100 282.00 12,800.00 SH SOLE 12,800
GETTY IMAGES, INC. COMMON STK 374276103 1,210.00 64,100.00 SH SOLE 64,100
GIBRALTAR STEEL CORP COMMON STK 37476F103 1,846.00 74,600.00 SH SOLE 74,600
GIBSON GREETINGS, COMMON STK 374827103 56.00 8,900.00 SH SOLE 8,900
GILAT SATELLITE NETW COMMON STK M51474100 798.00 15,200.00 SH SOLE 15,200
GILLETTE COMPANY COMMON STK 375766102 4,526.00 110,400.00 SH SOLE 110,400
GLOBAL INDL TECHNOLO COMMON STK 379335102 152.00 12,600.00 SH SOLE 12,600
GOLDEN WEST COMMON STK 381317106 568.00 5,800.00 SH SOLE 5,800
GOODY'S FAMILY COMMON STK 382588101 215.00 18,800.00 SH SOLE 18,800
GOODYEAR TIRE & COMMON STK 382550101 917.00 15,600.00 SH SOLE 15,600
GOTTSCHALKS INC COMMON STK 383485109 65.00 7,100.00 SH SOLE 7,100
GPU INC. COMMON STK 36225X100 532.00 12,600.00 SH SOLE 12,600
GRACO INC. COMMON STK 384109104 338.00 11,500.00 SH SOLE 11,500
GRANITE CONSTRUCTION COMMON STK 387328107 950.00 32,400.00 SH SOLE 32,400
GREAT ATLANTIC & COMMON STK 390064103 128.00 3,800.00 SH SOLE 3,800
GREAT LAKES CHEMICAL COMMON STK 390568103 272.00 5,900.00 SH SOLE 5,900
GREEN MOUNTAIN PWR COMMON STK 393154109 34.00 3,000.00 SH SOLE 3,000
GRIFFON CORP COMMON STK 398433102 134.00 17,200.00 SH SOLE 17,200
GTE CORPORATION COMMON STK 362320103 15,779.00 208,300.00 SH SOLE 208,300
GUIDANT CORPORATION COMMON STK 401698105 1,543.00 30,000.00 SH SOLE 30,000
GUILFORD MLS INC COMMON STK 401794102 132.00 12,700.00 SH SOLE 12,700
GULFSTREAM AEROSPACE COMMON STK 402734107 12,087.00 178,900.00 SH SOLE 178,900
GYMBOREE CORPORATION COMMON STK 403777105 144.00 13,700.00 SH SOLE 13,700
H.J. HEINZ COMPANY COMMON STK 423074103 1,802.00 35,950.00 SH SOLE 35,950
HA-LO INDS INC COMMON STK 404429102 271.00 27,450.00 SH SOLE 27,450
HADCO CORP COMMON STK 404681108 306.00 7,700.00 SH SOLE 7,700
HAGGAR CORP. COMMON STK 405173105 53.00 4,000.00 SH SOLE 4,000
HALLIBURTON COMPANY COMMON STK 406216101 1,977.00 43,700.00 SH SOLE 43,700
HALTER MARINE GROUP, COMMON STK 40642Y105 108.00 16,300.00 SH SOLE 16,300
HAMBRECHT & QUIST COMMON STK 406545103 520.00 14,000.00 SH SOLE 14,000
HANCOCK FABRICS INC COMMON STK 409900107 47.00 10,800.00 SH SOLE 10,800
HANGER ORTHOPEDIC COMMON STK 41043F208 150.00 10,600.00 SH SOLE 10,600
HARBINGER CORP. COMMON STK 41145C103 271.00 21,700.00 SH SOLE 21,700
HARCOURT GENERAL COMMON STK 41163G101 361.00 7,000.00 SH SOLE 7,000
HARLEY-DAVIDSON, INC COMMON STK 412822108 8,945.00 164,500.00 SH SOLE 164,500
HARMAN INTERNATIONAL COMMON STK 413086109 440.00 10,000.00 SH SOLE 10,000
HARMON INDS INC NEW COMMON STK 413136102 122.00 6,150.00 SH SOLE 6,150
HARRAH'S COMMON STK 413619107 275.00 12,500.00 SH SOLE 12,500
HARRIS CORPORATION COMMON STK 413875105 306.00 7,800.00 SH SOLE 7,800
HARTMARX CORPORATION COMMON STK 417119104 81.00 19,400.00 SH SOLE 19,400
HASBRO, INC. COMMON STK 418056107 543.00 19,450.00 SH SOLE 19,450
HCC INSURANCE HOLDIN COMMON STK 404132102 1,897.00 83,600.00 SH SOLE 83,600
HCR MANOR CARE, INC. COMMON STK 404134108 264.00 10,900.00 SH SOLE 10,900
HEALTHSOUTH COMMON STK 421924101 627.00 42,000.00 SH SOLE 42,000
HEARTLAND EXPRESS IN COMMON STK 422347104 277.00 16,900.00 SH SOLE 16,900
HELCA MINING COMPANY COMMON STK 422704106 65.00 31,300.00 SH SOLE 31,300
HELIX TECHNOLOGY COR COMMON STK 423319102 302.00 12,600.00 SH SOLE 12,600
HELMERICH & PAYNE, COMMON STK 423452101 114.00 4,800.00 SH SOLE 4,800
HENRY JACK & ASSOC I COMMON STK 426281101 447.00 11,400.00 SH SOLE 11,400
HERCULES, INC. COMMON STK 427056106 389.00 9,900.00 SH SOLE 9,900
HERSHEY FOODS COMMON STK 427866108 843.00 14,200.00 SH SOLE 14,200
HEWLETT-PACKARD COMMON STK 428236103 10,181.00 101,300.00 SH SOLE 101,300
HILB ROGAL & HAMILTO COMMON STK 431294107 168.00 7,500.00 SH SOLE 7,500
HILTON HOTELS COMMON STK 432848109 367.00 25,900.00 SH SOLE 25,900
HNC SOFTWARE, INC. COMMON STK 40425P107 428.00 13,900.00 SH SOLE 13,900
HOLLYWOOD PARK, INC. COMMON STK 436255103 248.00 14,600.00 SH SOLE 14,600
HOLOGIC INC COMMON STK 436440101 48.00 8,600.00 SH SOLE 8,600
HOME DEPOT, INC., COMMON STK 437076102 27,012.00 419,200.00 SH SOLE 419,200
HOME OWNERSHIP, PREF PREFERRED ST437296205 14,536.00 17,000.00 SH SOLE 17,000
HOMESTAKE MINING COMMON STK 437614100 212.00 25,900.00 SH SOLE 25,900
HONEYWELL, INC., COM COMMON STK 438506107 16,419.00 141,700.00 SH SOLE 141,700
HOUSEHOLD COMMON STK 441815107 2,278.00 48,085.00 SH SOLE 48,085
HS RES INC COMMON STK 404297103 155.00 10,500.00 SH SOLE 10,500
HUDSON UNITED COMMON STK 444165104 1,267.00 41,386.00 SH SOLE 41,386
HUFFY CORP COMMON STK 444356109 84.00 6,000.00 SH SOLE 6,000
HUGHES SUPPLY INC COMMON STK 444482103 407.00 13,700.00 SH SOLE 13,700
HUMANA, INC. COMMON STK 444859102 215.00 16,600.00 SH SOLE 16,600
HUNTINGTON COMMON STK 446150104 730.00 20,860.00 SH SOLE 20,860
HUTCHINSON COMMON STK 448407106 389.00 14,000.00 SH SOLE 14,000
HYPERION SOLUTIONS COMMON STK 44914M104 310.00 17,380.00 SH SOLE 17,380
IDEC PHARMACEUTICALS COMMON STK 449370105 1,349.00 17,500.00 SH SOLE 17,500
IDEXX LABORATORIES, COMMON STK 45168D104 1,124.00 48,200.00 SH SOLE 48,200
IHOP CORP COMMON STK 449623107 270.00 11,200.00 SH SOLE 11,200
IKON OFFICE COMMON STK 451713101 219.00 14,600.00 SH SOLE 14,600
ILLINOIS TOOL WORKS, COMMON STK 452308109 2,050.00 25,000.00 SH SOLE 25,000
IMCO RECYCLING INC COMMON STK 449681105 159.00 9,300.00 SH SOLE 9,300
IMMUNE RESPONSE CORP COMMON STK 45252T106 74.00 13,800.00 SH SOLE 13,800
IMS HEALTH INC. COMMON STK 449934108 991.00 31,700.00 SH SOLE 31,700
INACOM CORPORATION COMMON STK 45323G109 322.00 25,508.00 SH SOLE 25,508
INCO LTD PU DEBENTURE 453258AK1 3,660.00 4,000,000.00 PRN SOLE
INCO, LTD. COMMON STK 453258402 322.00 17,900.00 SH SOLE 17,900
INCYTE COMMON STK 45337C102 418.00 15,800.00 SH SOLE 15,800
INGERSOLL-RAND COMPA COMMON STK 456866102 4,766.00 73,750.00 SH SOLE 73,750
INHALE THERAPEUTIC S COMMON STK 457191104 579.00 24,300.00 SH SOLE 24,300
INNOVEX INC COMMON STK 457647105 116.00 8,300.00 SH SOLE 8,300
INPUT/OUTPUT INC COMMON STK 457652105 216.00 28,500.00 SH SOLE 28,500
INSIGHT ENTERPRISES, COMMON STK 45765U103 358.00 14,450.00 SH SOLE 14,450
INSITUFORM TECHNOLOG COMMON STK 457667103 311.00 14,400.00 SH SOLE 14,400
INSPIRE INSURANCE COMMON STK 457732105 1,544.00 106,500.00 SH SOLE 106,500
INSTEEL INDS INC COMMON STK 45774W108 42.00 4,700.00 SH SOLE 4,700
INSURANCE AUTO AUCTI COMMON STK 457875102 103.00 6,400.00 SH SOLE 6,400
INT'L FLAVORS COMMON STK 459506101 466.00 10,500.00 SH SOLE 10,500
INTEGRATED HEALTH COMMON STK 45812C106 238.00 29,800.00 SH SOLE 29,800
INTEL CORPORATION, COMMON STK 458140100 35,700.00 600,000.00 SH SOLE 600,000
INTER TEL INC COMMON STK 458372109 270.00 14,800.00 SH SOLE 14,800
INTERFACE FLOORING COMMON STK 458665106 257.00 29,800.00 SH SOLE 29,800
INTERIM SVCS INC COMMON STK 45868P100 953.00 46,200.00 SH SOLE 46,200
INTERMAGNETICS GEN COMMON STK 458771102 54.00 6,938.00 SH SOLE 6,938
INTERMET CORP COMMON STK 45881K104 216.00 14,300.00 SH SOLE 14,300
INTERNAT'L BUSINESS COMMON STK 459200101 43,945.00 340,000.00 SH SOLE 340,000
INTERNATIONAL PAPER COMMON STK 460146103 2,058.00 40,754.00 SH SOLE 40,754
INTERNATIONAL RECTIF COMMON STK 460254105 389.00 29,200.00 SH SOLE 29,200
INTERPUBLIC GROUP OF COMMON STK 460690100 11,036.00 127,400.00 SH SOLE 127,400
INTERVOICE INC COMMON STK 461142101 235.00 16,300.00 SH SOLE 16,300
INTL TELECOMM DATA S COMMON STK 46047F104 1,474.00 92,100.00 SH SOLE 92,100
INVACARE CORP COMMON STK 461203101 455.00 17,000.00 SH SOLE 17,000
IONICS INC COMMON STK 462218108 332.00 9,100.00 SH SOLE 9,100
ITI TECHNOLOGIES, IN COMMON STK 450564109 1,072.00 47,400.00 SH SOLE 47,400
ITRON INC COMMON STK 465741106 71.00 8,300.00 SH SOLE 8,300
ITT HARTFORD GROUP, COMMON STK 416515104 1,353.00 23,200.00 SH SOLE 23,200
ITT INDUSTRIES,INC. COMMON STK 450911102 374.00 9,800.00 SH SOLE 9,800
J & J SNACK FOODS CO COMMON STK 466032109 120.00 5,000.00 SH SOLE 5,000
J. JILL GROUP, INC. COMMON STK 466189107 1,468.00 100,400.00 SH SOLE 100,400
J.C. PENNEY COMPANY, COMMON STK 708160106 1,272.00 26,200.00 SH SOLE 26,200
JAN BELL MARKETING I COMMON STK 470760109 56.00 16,000.00 SH SOLE 16,000
JEFFERSON-PILOT COMMON STK 475070108 708.00 10,700.00 SH SOLE 10,700
JEFFRIES GROUP, INC. COMMON STK 472319102 408.00 13,600.00 SH SOLE 13,600
JLG INDS INC COMMON STK 466210101 507.00 24,900.00 SH SOLE 24,900
JO-ANN STORES, INC. COMMON STK 47758P109 156.00 10,400.00 SH SOLE 10,400
JOHN H. HARLAND COMMON STK 412693103 351.00 17,600.00 SH SOLE 17,600
JOHNSON & JOHNSON, COMMON STK 478160104 20,208.00 206,200.00 SH SOLE 206,200
JOHNSON CONTROLS, IN COMMON STK 478366107 11,811.00 170,400.00 SH SOLE 170,400
JONES PHARMA, INC. COMMON STK 480236108 642.00 16,300.00 SH SOLE 16,300
JOSTENS, INC. COMMON STK 481088102 74.00 3,500.00 SH SOLE 3,500
JSB FINANCIAL INC COMMON STK 46624M100 270.00 5,300.00 SH SOLE 5,300
JUST FOR FEET INC COMMON STK 48213P106 113.00 17,600.00 SH SOLE 17,600
JUSTIN INDS INC COMMON STK 482171105 201.00 14,400.00 SH SOLE 14,400
K-SWISS INC COMMON STK 482686102 288.00 6,200.00 SH SOLE 6,200
K2 INC COMMON STK 482732104 83.00 9,300.00 SH SOLE 9,300
KAMAN CORPORATION COMMON STK 483548103 209.00 13,300.00 SH SOLE 13,300
KAUFMAN & BROAD HOME COMMON STK 486168107 117.00 4,700.00 SH SOLE 4,700
KC SOUTHERN IND, INC COMMON STK 485170104 689.00 10,800.00 SH SOLE 10,800
KELLOGG COMPANY COMMON STK 487836108 1,330.00 40,300.00 SH SOLE 40,300
KELLWOOD CORPORATION COMMON STK 488044108 426.00 15,700.00 SH SOLE 15,700
KEMET CORPORATION COMMON STK 488360108 509.00 22,200.00 SH SOLE 22,200
KENT ELECTRS CORP COMMON STK 490553104 2,112.00 106,600.00 SH SOLE 106,600
KERR-MCGEE COMMON STK 492386107 427.00 8,504.00 SH SOLE 8,504
KEYCORP COMMON STK 493267108 1,452.00 45,200.00 SH SOLE 45,200
KIMBERLY-CLARK COMMON STK 494368103 9,711.00 170,372.00 SH SOLE 170,372
KING WORLD COMMON STK 495667107 247.00 7,100.00 SH SOLE 7,100
KIRBY EXPL CO. COMMON STK 497266106 242.00 11,400.00 SH SOLE 11,400
KLA-TENCOR COMMON STK 482480100 564.00 8,700.00 SH SOLE 8,700
KMART CORPORATION COMMON STK 482584109 805.00 49,000.00 SH SOLE 49,000
KNIGHT RIDDER INC. COMMON STK 499040103 423.00 7,700.00 SH SOLE 7,700
KOALA CORPORATION COMMON STK 499866101 1,014.00 37,900.00 SH SOLE 37,900
KOHL'S CORPORATION COMMON STK 500255104 1,227.00 15,900.00 SH SOLE 15,900
KOMAG INC COMMON STK 500453105 101.00 30,500.00 SH SOLE 30,500
KROGER CORPORATION COMMON STK 501044101 2,285.00 81,800.00 SH SOLE 81,800
KRONOS INC COMMON STK 501052104 325.00 7,150.00 SH SOLE 7,150
KULICKE & SOFFA INDS COMMON STK 501242101 357.00 13,300.00 SH SOLE 13,300
LA Z BOY CHAIR COMMON STK 505336107 681.00 29,600.00 SH SOLE 29,600
LABOR READY, INC. COMMON STK 505401208 520.00 16,000.00 SH SOLE 16,000
LAIDLAW, INC. COMMON STK 50730K503 243.00 32,900.00 SH SOLE 32,900
LAMAR ADVERTISING CO COMMON STK 512815101 2,202.00 53,800.00 SH SOLE 53,800
LANDRY'S SEAFOOD COMMON STK 51508L103 126.00 15,700.00 SH SOLE 15,700
LANDSTAR SYS INC COMMON STK 515098101 209.00 5,800.00 SH SOLE 5,800
LASON, INC. COMMON STK 51808R107 521.00 10,500.00 SH SOLE 10,500
LATTICE SEMICONDUCTR COMMON STK 518415104 1,488.00 23,900.00 SH SOLE 23,900
LAWSON PRODUCTS COMMON STK 520776105 151.00 6,000.00 SH SOLE 6,000
LEAR CORPORATION, COMMON STK 521865105 12,059.00 242,400.00 SH SOLE 242,400
LEGATO SYSTEMS, INC. COMMON STK 524651106 918.00 15,900.00 SH SOLE 15,900
LEGG MASON INC COMMON STK 524901105 1,736.00 45,100.00 SH SOLE 45,100
LEHMAN BROTHERS HLDG COMMON STK 524908100 697.00 11,200.00 SH SOLE 11,200
LIBBEY, INC. COMMON STK 529898108 267.00 9,200.00 SH SOLE 9,200
LILLIAN VERNON CORP COMMON STK 532430105 66.00 5,100.00 SH SOLE 5,100
LILLY (ELI) & COMPY COMMON STK 532457108 7,857.00 109,700.00 SH SOLE 109,700
LILLY INDL COATINGS COMMON STK 532491107 243.00 13,100.00 SH SOLE 13,100
LIMITED (THE), INC. COMMON STK 532716107 950.00 20,933.00 SH SOLE 20,933
LINCOLN NATIONAL COMMON STK 534187109 1,067.00 20,400.00 SH SOLE 20,400
LINDSAY MFG CO COMMON STK 535555106 127.00 7,250.00 SH SOLE 7,250
LINENS N THINGS INC COMMON STK 535679104 1,439.00 32,900.00 SH SOLE 32,900
LIPOSOME CO. INC. COMMON STK 536310105 417.00 21,800.00 SH SOLE 21,800
LIZ CLAIBORNE, INC. COMMON STK 539320101 234.00 6,400.00 SH SOLE 6,400
LOCKHEED MARTIN COMMON STK 539830109 1,453.00 39,000.00 SH SOLE 39,000
LOEWS CORP DEBENTURE 540424AL2 4,088.00 5,000,000.00 PRN SOLE
LOEWS CORPORATION COMMON STK 540424108 902.00 11,400.00 SH SOLE 11,400
LONE STAR INDS INC COMMON STK 542290408 417.00 11,100.00 SH SOLE 11,100
LONG'S DRUG STORES, COMMON STK 543162101 135.00 3,900.00 SH SOLE 3,900
LOUISIANA-PACIFIC COMMON STK 546347105 257.00 10,800.00 SH SOLE 10,800
LOWE'S COMPANIES, IN COMMON STK 548661107 23,775.00 419,400.00 SH SOLE 419,400
LSI LOGIC COMMON STK 502161102 646.00 14,000.00 SH SOLE 14,000
LUBY'S, INC. COMMON STK 549282101 191.00 12,700.00 SH SOLE 12,700
LUCENT TECHNOLOGIES, COMMON STK 549463107 29,814.00 442,093.00 SH SOLE 442,093
LYDALL INC COMMON STK 550819106 102.00 8,900.00 SH SOLE 8,900
M D C CORP COLO COMMON STK 552676108 271.00 12,600.00 SH SOLE 12,600
MACDERMID INC COMMON STK 554273102 660.00 14,200.00 SH SOLE 14,200
MACROMEDIA, INC. COMMON STK 556100105 1,110.00 31,700.00 SH SOLE 31,700
MAF BANCORP, INC. COMMON STK 55261R108 332.00 13,700.00 SH SOLE 13,700
MAGELLAN HEALTH SVCS COMMON STK 559079108 179.00 17,900.00 SH SOLE 17,900
MAGNA INTERNATIONAL DEBENTURE 559222AG9 1,970.00 2,000,000.00 PRN SOLE
MALLINCKRODT, INC. COMMON STK 561232109 255.00 7,000.00 SH SOLE 7,000
MANITOWOC INC COMMON STK 563571108 612.00 14,700.00 SH SOLE 14,700
MAPICS, INC. COMMON STK 564910107 187.00 17,700.00 SH SOLE 17,700
MARCUS CORP COMMON STK 566330106 208.00 16,900.00 SH SOLE 16,900
MARRIOTT COMMON STK 571903202 901.00 24,100.00 SH SOLE 24,100
MARSH & MCLENNAN COMMON STK 571748102 1,940.00 25,700.00 SH SOLE 25,700
MARSHALL INDS COMMON STK 572393106 338.00 9,400.00 SH SOLE 9,400
MASCO CORPORATION COMMON STK 574599106 973.00 33,700.00 SH SOLE 33,700
MASCOTECH, INC. COMMON STK 574670105 423.00 25,000.00 SH SOLE 25,000
MATERIAL SCIENCES CO COMMON STK 576674105 131.00 8,700.00 SH SOLE 8,700
MATTEL, INC. COMMON STK 577081102 15,148.00 572,975.00 SH SOLE 572,975
MAXXIM MEDICAL, INC. COMMON STK 57777G105 189.00 8,100.00 SH SOLE 8,100
MAY DEPARTMENT STORE COMMON STK 577778103 4,365.00 106,800.00 SH SOLE 106,800
MAYTAG CORPORATION COMMON STK 578592107 18,188.00 261,000.00 SH SOLE 261,000
MBIA, INC. COMMON STK 55262C100 654.00 10,100.00 SH SOLE 10,100
MBNA CORPORATION COMMON STK 55262L100 2,444.00 79,805.00 SH SOLE 79,805
MCDERMOTT COMMON STK 580037109 164.00 5,800.00 SH SOLE 5,800
MCDONALDS CORPORATIO COMMON STK 580135101 8,378.00 202,800.00 SH SOLE 202,800
MCGRAW-HILL, INC. COMMON STK 580645109 1,052.00 19,500.00 SH SOLE 19,500
MCHORTER TECHNOLOGIE COMMON STK 582803102 82.00 5,700.00 SH SOLE 5,700
MCKESSON HBOC, INC. COMMON STK 58155Q103 884.00 27,522.00 SH SOLE 27,522
MDU RESOURCES GROUP, COMMON STK 552690109 1,961.00 85,975.00 SH SOLE 85,975
MEAD CORPORATION COMMON STK 582834107 418.00 10,000.00 SH SOLE 10,000
MEDIAONE GROUP, INC. COMMON STK 58440J104 11,379.00 153,000.00 SH SOLE 153,000
MEDICAL MANAGER CORP COMMON STK 58461C103 451.00 10,200.00 SH SOLE 10,200
MEDQUIST, INC. COMMON STK 584949101 884.00 20,200.00 SH SOLE 20,200
MEDTRONIC, INC. COMMON STK 585055106 4,540.00 58,300.00 SH SOLE 58,300
MELLON BANK COMMON STK 585509102 1,888.00 51,900.00 SH SOLE 51,900
MENS WEARHOUSE INC COMMON STK 587118100 569.00 22,300.00 SH SOLE 22,300
MENTOR CORP MINN COMMON STK 587188103 255.00 13,700.00 SH SOLE 13,700
MERCANTILE COMMON STK 587342106 885.00 15,500.00 SH SOLE 15,500
MERCK & COMPANY, L COMMON STK 589331107 31,753.00 429,100.00 SH SOLE 429,100
MERCURY INTERACTIVE COMMON STK 589405109 1,118.00 31,600.00 SH SOLE 31,600
MEREDITH CORPORATION COMMON STK 589433101 177.00 5,100.00 SH SOLE 5,100
MERRILL CORP COMMON STK 590175105 131.00 9,000.00 SH SOLE 9,000
MERRILL LYNCH & COMMON STK 590188108 2,838.00 35,500.00 SH SOLE 35,500
MESA AIR GROUP INC COMMON STK 590479101 144.00 19,200.00 SH SOLE 19,200
METHODE ELECTRS INC COMMON STK 591520200 872.00 38,100.00 SH SOLE 38,100
METRO NETWORKS INC COMMON STK 591918107 507.00 9,500.00 SH SOLE 9,500
MGIC INVESTMENT COMMON STK 552848103 525.00 10,800.00 SH SOLE 10,800
MICHAEL FOODS, INC. COMMON STK 594079105 273.00 11,600.00 SH SOLE 11,600
MICHAELS STORES, COMMON STK 594087108 496.00 16,200.00 SH SOLE 16,200
MICREL, INC. COMMON STK 594793101 851.00 11,500.00 SH SOLE 11,500
MICROAGE INC COMMON STK 594928103 44.00 11,500.00 SH SOLE 11,500
MICRON TECHNOLOGY, COMMON STK 595112103 992.00 24,600.00 SH SOLE 24,600
MICROS SYSTEMS, INC. COMMON STK 594901100 313.00 9,200.00 SH SOLE 9,200
MICROSOFT CORPORATIO COMMON STK 594918104 77,588.00 860,300.00 SH SOLE 860,300
MICROSTRATEGY, INC. COMMON STK 594972101 489.00 12,900.00 SH SOLE 12,900
MIDWAY GAMES INC. COMMON STK 598148104 278.00 21,451.00 SH SOLE 21,451
MILACRON, INC. COMMON STK 598709103 70.00 3,800.00 SH SOLE 3,800
MILLIPORE CORP COMMON STK 601073109 6,015.00 148,300.00 SH SOLE 148,300
MINNESOTA MINING & COMMON STK 604059105 3,495.00 40,200.00 SH SOLE 40,200
MIRAGE RESORTS COMMON STK 60462E104 327.00 19,500.00 SH SOLE 19,500
MISSISSIPPI CHEM COR COMMON STK 605288208 144.00 14,700.00 SH SOLE 14,700
MOBIL CORPORATION, COMMON STK 607059102 20,275.00 204,800.00 SH SOLE 204,800
MOBILE MINI, INC. COMMON STK 60740F105 518.00 26,500.00 SH SOLE 26,500
MODIS PROFESSIONAL S COMMON STK 607830106 9,680.00 704,000.00 SH SOLE 704,000
MOLECULAR BIOSYSTEMS COMMON STK 608513107 26.00 10,500.00 SH SOLE 10,500
MONSANTO COMPANY COMMON STK 611662107 2,457.00 62,300.00 SH SOLE 62,300
MORGAN & CO (J.P.) COMMON STK 616880100 2,459.00 17,500.00 SH SOLE 17,500
MORGAN STANLEY, DEAN COMMON STK 617446448 9,986.00 97,420.00 SH SOLE 97,420
MORRISON KNUDSEN COR COMMON STK 61844A109 309.00 30,000.00 SH SOLE 30,000
MOTOROLA, INC. COMMON STK 620076109 5,676.00 59,900.00 SH SOLE 59,900
MS CARRIERS COMMON STK 553533100 1,326.00 44,700.00 SH SOLE 44,700
MUELLER INDS INC COMMON STK 624756102 689.00 20,300.00 SH SOLE 20,300
MUTUAL RISK MGMT LTD COMMON STK 628351108 818.00 24,500.00 SH SOLE 24,500
MYERS INDS INC COMMON STK 628464109 208.00 10,400.00 SH SOLE 10,400
NABISCO GROUP COMMON STK 62952P102 632.00 32,300.00 SH SOLE 32,300
NACCO INDUSTRIES COMMON STK 629579103 67.00 915.00 SH SOLE 915
NALCO CHEMICAL COMMON STK 629853102 337.00 6,500.00 SH SOLE 6,500
NASH FINCH CO COMMON STK 631158102 65.00 6,400.00 SH SOLE 6,400
NASHUA CORP COMMON STK 631226107 33.00 3,300.00 SH SOLE 3,300
NATIONAL COMMON STK 637640103 420.00 16,600.00 SH SOLE 16,600
NATIONAL CITY CORPOR COMMON STK 635405103 5,070.00 77,400.00 SH SOLE 77,400
NATIONAL COMPUTER SY COMMON STK 635519101 604.00 17,900.00 SH SOLE 17,900
NATIONAL DATA CORP COMMON STK 635621105 2,680.00 62,700.00 SH SOLE 62,700
NATIONAL INSTRUMENTS COMMON STK 636518102 1,082.00 26,800.00 SH SOLE 26,800
NATIONAL PRESTO INDS COMMON STK 637215104 161.00 4,200.00 SH SOLE 4,200
NATIONAL SERVICE COMMON STK 637657107 148.00 4,100.00 SH SOLE 4,100
NATURES SUNSHINE PRO COMMON STK 639027101 105.00 10,000.00 SH SOLE 10,000
NAUTICA ENTERPRISES COMMON STK 639089101 329.00 19,500.00 SH SOLE 19,500
NAVISTAR COMMON STK 63934E108 325.00 6,500.00 SH SOLE 6,500
NBTY INC COMMON STK 628782104 263.00 40,500.00 SH SOLE 40,500
NCS HEALTHCARE INC COMMON STK 628874109 62.00 11,400.00 SH SOLE 11,400
NELSON THOMAS INC COMMON STK 640376109 92.00 8,300.00 SH SOLE 8,300
NETWORK EQUIP TECHNO COMMON STK 641208103 119.00 12,100.00 SH SOLE 12,100
NETWORK PLUS CORP COMMON STK 64122D506 2.00 100.00 SH SOLE 100
NEW CENTURY ENERGIES COMMON STK 64352U103 439.00 11,300.00 SH SOLE 11,300
NEW ENGLAND BUSINESS COMMON STK 643872104 250.00 8,100.00 SH SOLE 8,100
NEW JERSEY RESOURCES COMMON STK 646025106 779.00 20,800.00 SH SOLE 20,800
NEW YORK TIMES COMMON STK 650111107 666.00 18,100.00 SH SOLE 18,100
NEWELL RUBBERMAID COMMON STK 651229106 1,297.00 27,899.00 SH SOLE 27,899
NEWFIELD EXPL CO COMMON STK 651290108 660.00 23,200.00 SH SOLE 23,200
NEWMONT MINING COMMON STK 651639106 329.00 16,565.00 SH SOLE 16,565
NEXTEL COMMUNICATION COMMON STK 65332V103 1,435.00 28,600.00 SH SOLE 28,600
NFO WORLDWIDE INC COMMON STK 62910N108 172.00 12,300.00 SH SOLE 12,300
NIAGARA MOHAWK COMMON STK 653520106 299.00 18,600.00 SH SOLE 18,600
NICOR, INC. COMMON STK 654086107 179.00 4,700.00 SH SOLE 4,700
NIKE, INC. COMMON STK 654106103 1,773.00 28,000.00 SH SOLE 28,000
NORDSTROM, INC. COMMON STK 655664100 469.00 14,000.00 SH SOLE 14,000
NORFOLK SOUTHERN COMMON STK 655844108 1,136.00 37,700.00 SH SOLE 37,700
NORRELL CORP GA COMMON STK 656301108 282.00 15,000.00 SH SOLE 15,000
NORTEL NETWORKS COMMON STK 656569100 5,750.00 66,240.00 SH SOLE 66,240
NORTH AMERN VACCINE COMMON STK 657201109 89.00 18,200.00 SH SOLE 18,200
NORTHERN STATES COMMON STK 665772109 365.00 15,100.00 SH SOLE 15,100
NORTHERN TRUST COMMON STK 665859104 1,086.00 11,200.00 SH SOLE 11,200
NORTHROP GRUMMAN COMMON STK 666807102 464.00 7,000.00 SH SOLE 7,000
NORTHWEST NAT GAS CO COMMON STK 667655104 340.00 14,100.00 SH SOLE 14,100
NOVA CORP/GEORGIA COMMON STK 669784100 3,175.00 127,000.00 SH SOLE 127,000
NOVELL, INC. COMMON STK 670006105 888.00 33,500.00 SH SOLE 33,500
NOVELLUS SYSTEMS INC COMMON STK 670008101 2,355.00 34,500.00 SH SOLE 34,500
NOVEN PHARMACEUTICAL COMMON STK 670009109 73.00 12,100.00 SH SOLE 12,100
NUCOR COMMON STK 670346105 408.00 8,600.00 SH SOLE 8,600
O SULLIVAN CORP COMMON STK 688605104 107.00 8,800.00 SH SOLE 8,800
O'REILLY AUTOMOTIVE COMMON STK 686091109 771.00 15,300.00 SH SOLE 15,300
OAK INDUSTRIES, INC. COMMON STK 671400505 760.00 17,400.00 SH SOLE 17,400
OAKWOOD HOMES CORP COMMON STK 674098108 349.00 26,600.00 SH SOLE 26,600
OCCIDENTAL COMMON STK 674599105 727.00 34,400.00 SH SOLE 34,400
OCEANEERING INTL INC COMMON STK 675232102 206.00 12,800.00 SH SOLE 12,800
OFFSHORE LOGISTICS COMMON STK 676255102 135.00 12,100.00 SH SOLE 12,100
OM GROUP INC COMMON STK 670872100 462.00 13,400.00 SH SOLE 13,400
OMNICOM GROUP, INC. COMMON STK 681919106 1,352.00 16,900.00 SH SOLE 16,900
ONEOK, INC. COMMON STK 682680103 95.00 3,000.00 SH SOLE 3,000
ORACLE SYSTEMS COMMON STK 68389X105 5,324.00 143,412.00 SH SOLE 143,412
ORANGE AND ROCKLAND COMMON STK 684065105 450.00 7,700.00 SH SOLE 7,700
ORBITAL SCIENCES COR COMMON STK 685564106 498.00 21,100.00 SH SOLE 21,100
ORGANOGENESIS INC. COMMON STK 685906109 161.00 17,200.00 SH SOLE 17,200
ORION CAP CORP COMMON STK 686268103 552.00 15,400.00 SH SOLE 15,400
ORTHODONTIC CTRS AME COMMON STK 68750P103 1,054.00 74,600.00 SH SOLE 74,600
OSHKOSH TRUCK CORP. COMMON STK 688239201 1,831.00 36,400.00 SH SOLE 36,400
OSHKOSK B'GOSH, INC. COMMON STK 688222207 196.00 9,300.00 SH SOLE 9,300
OSTEOTECH, INC. COMMON STK 688582105 477.00 16,600.00 SH SOLE 16,600
OWENS & MINOR INC NE COMMON STK 690732102 204.00 18,500.00 SH SOLE 18,500
OWENS CORNING COMMON STK 69073F103 182.00 5,300.00 SH SOLE 5,300
OWENS-ILLINOIS, INC. COMMON STK 690768403 503.00 15,400.00 SH SOLE 15,400
OXFORD INDS INC COMMON STK 691497309 130.00 4,600.00 SH SOLE 4,600
P P & L RESOURCES, COMMON STK 693499105 458.00 14,900.00 SH SOLE 14,900
P-COM INC COMMON STK 693262107 145.00 27,700.00 SH SOLE 27,700
PACCAR, INC. COMMON STK 693718108 411.00 7,700.00 SH SOLE 7,700
PACIFIC GAS & COMMON STK 69331C108 1,235.00 38,000.00 SH SOLE 38,000
PACIFIC SUNWEAR OF COMMON STK 694873100 425.00 17,450.00 SH SOLE 17,450
PACIFICORP COMMON STK 695114108 542.00 29,500.00 SH SOLE 29,500
PAINE WEBBER GROUP, COMMON STK 695629105 659.00 14,100.00 SH SOLE 14,100
PALL CORPORATION COMMON STK 696429307 273.00 12,300.00 SH SOLE 12,300
PANERA BREAD COMPANY COMMON STK 69840W108 43.00 6,800.00 SH SOLE 6,800
PARAMETRIC COMMON STK 699173100 368.00 26,500.00 SH SOLE 26,500
PAREXEL INTL CORP COMMON STK 699462107 189.00 14,200.00 SH SOLE 14,200
PARK ELECTROCHEMICAL COMMON STK 700416209 170.00 5,900.00 SH SOLE 5,900
PARKER HANNIFIN COMMON STK 701094104 492.00 10,750.00 SH SOLE 10,750
PATTERSON DENTAL COM COMMON STK 703412106 2,431.00 69,950.00 SH SOLE 69,950
PAXAR CORP COMMON STK 704227107 239.00 26,600.00 SH SOLE 26,600
PAYCHEX, INC. COMMON STK 704326107 778.00 24,400.00 SH SOLE 24,400
PE CORP.- PE COMMON STK 69332S102 585.00 5,100.00 SH SOLE 5,100
PECO ENERGY COMPANY COMMON STK 693304107 930.00 22,200.00 SH SOLE 22,200
PEDIATRIX MED GROUP COMMON STK 705324101 187.00 8,800.00 SH SOLE 8,800
PENFORD CORP COMMON STK 707051108 68.00 4,200.00 SH SOLE 4,200
PENNSYLVANIA ENTERPR COMMON STK 708720107 187.00 6,100.00 SH SOLE 6,100
PENNZENERGY CO DEBENTURE 70931QAB5 3,038.00 3,000,000.00 PRN SOLE
PEOPLES ENERGY COMMON STK 711030106 132.00 3,500.00 SH SOLE 3,500
PEOPLESOFT, INC. COMMON STK 712713106 398.00 23,100.00 SH SOLE 23,100
PEP BOYS DEBENTURE 713278AG4 3,465.00 3,500,000.00 PRN SOLE
PEP BOYS-MANNY, MOE, COMMON STK 713278109 111.00 5,148.00 SH SOLE 5,148
PEPSICO, INC. COMMON STK 713448108 5,656.00 146,200.00 SH SOLE 146,200
PETROLEUM GEO-SVCS COMMON STK 716597109 1,873.00 125,900.00 SH SOLE 125,900
PFIZER, INC., LAR COMMON STK 717081103 30,730.00 280,000.00 SH SOLE 280,000
PHARMACIA & UPJOHN, COMMON STK 716941109 2,874.00 50,595.00 SH SOLE 50,595
PHARMACUTICAL PRODUC COMMON STK 717124101 1,281.00 46,800.00 SH SOLE 46,800
PHELPS DODGE COMMON STK 717265102 359.00 5,800.00 SH SOLE 5,800
PHILADELPHIA SUBN CO COMMON STK 718009608 531.00 23,046.00 SH SOLE 23,046
PHILLIP MORRIS COMMON STK 718154107 9,749.00 242,600.00 SH SOLE 242,600
PHILLIPS PETROLEUM COMMON STK 718507106 1,273.00 25,300.00 SH SOLE 25,300
PHILLIPS VAN HEUSEN COMMON STK 718592108 152.00 15,400.00 SH SOLE 15,400
PHOTRONICS, INC. COMMON STK 719405102 333.00 13,600.00 SH SOLE 13,600
PHYCOR, INC. COMMON STK 71940F100 319.00 43,100.00 SH SOLE 43,100
PICTURETEL COMMON STK 720035302 182.00 22,800.00 SH SOLE 22,800
PIEDMONT NATURAL GAS COMMON STK 720186105 959.00 30,800.00 SH SOLE 30,800
PIER I IMPORTS INC COMMON STK 720279108 1,911.00 169,825.00 SH SOLE 169,825
PILLOWTEX CORP COMMON STK 721501104 131.00 8,000.00 SH SOLE 8,000
PINNACLE HOLDINGS COMMON STK 72346N101 1,301.00 53,100.00 SH SOLE 53,100
PIONEER GROUP INC COMMON STK 723684106 257.00 14,900.00 SH SOLE 14,900
PIONEER HI-BRED COMMON STK 723686101 923.00 23,700.00 SH SOLE 23,700
PIONER STD ELECTRS COMMON STK 723877106 179.00 14,900.00 SH SOLE 14,900
PITNEY-BOWES, INC. COMMON STK 724479100 10,826.00 168,500.00 SH SOLE 168,500
PITTSTON BAX GROUP COMMON STK 725701882 111.00 11,700.00 SH SOLE 11,700
PLACER DOME, INC. COMMON STK 725906101 382.00 32,300.00 SH SOLE 32,300
PLAINS RES INC COMMON STK 726540503 181.00 9,500.00 SH SOLE 9,500
PLANTRONICS, INC. COMMON STK 727493108 632.00 9,700.00 SH SOLE 9,700
PLAYERS INTL INC COMMON STK 727903106 130.00 18,100.00 SH SOLE 18,100
PLEXUS CORP COMMON STK 729132100 259.00 8,600.00 SH SOLE 8,600
PNC BANK CORPORATION COMMON STK 693475105 1,723.00 29,900.00 SH SOLE 29,900
POGO PRODUCING COMMON STK 730448107 423.00 22,700.00 SH SOLE 22,700
POLARIS INDS INC COMMON STK 731068102 622.00 14,300.00 SH SOLE 14,300
POLAROID CORPORATION COMMON STK 731095105 119.00 4,300.00 SH SOLE 4,300
POOL ENERGY SVCS CO COMMON STK 732788104 244.00 12,000.00 SH SOLE 12,000
POPE & TALBOT INC COMMON STK 732827100 92.00 7,600.00 SH SOLE 7,600
POTLATCH CORPORATION COMMON STK 737628107 127.00 2,900.00 SH SOLE 2,900
POWER-ONE, INC. COMMON STK 739308104 921.00 37,400.00 SH SOLE 37,400
POWERWAVE COMMON STK 739363109 364.00 11,300.00 SH SOLE 11,300
PPG INDUSTRIES, INC. COMMON STK 693506107 1,045.00 17,700.00 SH SOLE 17,700
PRAXAIR, INC. COMMON STK 74005P104 768.00 15,700.00 SH SOLE 15,700
PRE PAID LEGAL COMMON STK 740065107 362.00 13,300.00 SH SOLE 13,300
PRECISION DRILLING C COMMON STK 74022D100 1,927.00 101,100.00 SH SOLE 101,100
PREMIER BANCSHARES, COMMON STK 739909109 269.00 14,700.00 SH SOLE 14,700
PRIDE INTERNATIONAL, COMMON STK 741932107 301.00 28,500.00 SH SOLE 28,500
PRIMARK CORP COMMON STK 741903108 328.00 11,700.00 SH SOLE 11,700
PRIME HOSPITALITY CO COMMON STK 741917108 348.00 29,000.00 SH SOLE 29,000
PRIORITY HEALTHCARE COMMON STK 74264T102 420.00 12,166.00 SH SOLE 12,166
PRISM FINANCIAL CORP COMMON STK 74264Q108 679.00 33,200.00 SH SOLE 33,200
PROCTOR & GAMBLE COM COMMON STK 742718109 16,083.00 180,200.00 SH SOLE 180,200
PROGRESS SOFTWARE CO COMMON STK 743312100 281.00 9,950.00 SH SOLE 9,950
PROGRESSIVE COMMON STK 743315103 1,059.00 7,300.00 SH SOLE 7,300
PROTEIN DESIGN LABS COMMON STK 74369L103 233.00 10,500.00 SH SOLE 10,500
PROVIDENT BANKSHARES COMMON STK 743859100 321.00 13,795.00 SH SOLE 13,795
PROVIDENT COMPANIES, COMMON STK 743862104 536.00 13,400.00 SH SOLE 13,400
PROVIDIAN FINANCIAL COMMON STK 74406A102 1,328.00 14,200.00 SH SOLE 14,200
PUBLIC SERVICE COMMON STK 744573106 907.00 22,200.00 SH SOLE 22,200
PUBLIC SVC CO N C IN COMMON STK 744516105 339.00 11,600.00 SH SOLE 11,600
PULTE CORPORATION COMMON STK 745867101 97.00 4,200.00 SH SOLE 4,200
QUADRAMED CORP COMMON STK 74730W101 618.00 76,000.00 SH SOLE 76,000
QUAKER CHEM CORP COMMON STK 747316107 81.00 5,000.00 SH SOLE 5,000
QUAKER OATS COMPANY COMMON STK 747402105 909.00 13,700.00 SH SOLE 13,700
QUANEX CORP COMMON STK 747620102 231.00 8,100.00 SH SOLE 8,100
QUANTAM HEALTH DEBENTURE 74763LAA3 2,760.00 3,000,000.00 PRN SOLE
QUEENS COUNTY COMMON STK 748242104 395.00 12,200.00 SH SOLE 12,200
QUIKSILVER, INC. COMMON STK 74838C106 326.00 12,500.00 SH SOLE 12,500
R.R. DONNELLEY & COMMON STK 257867101 489.00 13,200.00 SH SOLE 13,200
RADIAN GROUP, INC. COMMON STK 750236101 3,602.00 73,800.00 SH SOLE 73,800
RAILTEX INC COMMON STK 750766107 72.00 5,200.00 SH SOLE 5,200
RALCORP HOLDING, COMMON STK 751028101 283.00 17,600.00 SH SOLE 17,600
RALSTON PURINA COMMON STK 751277302 992.00 32,600.00 SH SOLE 32,600
RAYCHEM CORPORATION COMMON STK 754603108 281.00 7,600.00 SH SOLE 7,600
RAYMOND JAMES FINL I COMMON STK 754730109 645.00 26,950.00 SH SOLE 26,950
RAYTHEON COMPANY COMMON STK 755111408 2,372.00 33,700.00 SH SOLE 33,700
READ-RITE CORP COMMON STK 755246105 174.00 28,100.00 SH SOLE 28,100
REEBOK INTERNATIONAL COMMON STK 758110100 102.00 5,500.00 SH SOLE 5,500
REGAL BELOIT CORP COMMON STK 758750103 281.00 11,900.00 SH SOLE 11,900
REGENERON PHARMACEUT COMMON STK 75886F107 138.00 17,700.00 SH SOLE 17,700
REGIONS FINANCIAL COMMON STK 758940100 842.00 21,900.00 SH SOLE 21,900
REGIS CORP MINN COMMON STK 758932107 419.00 21,850.00 SH SOLE 21,850
RELIANCE STEEL & COMMON STK 759509102 410.00 10,500.00 SH SOLE 10,500
RELIANT ENERGY, INC. COMMON STK 75952J108 782.00 28,297.00 SH SOLE 28,297
REMINGTON OIL & GAS COMMON STK 759594302 59.00 12,000.00 SH SOLE 12,000
RENAL CARE GROUP INC COMMON STK 759930100 1,598.00 61,750.00 SH SOLE 61,750
REPUBLIC GROUP, INC. COMMON STK 760473108 119.00 6,600.00 SH SOLE 6,600
REPUBLIC N Y COMMON STK 760719104 736.00 10,800.00 SH SOLE 10,800
RESPIRONICS INC COMMON STK 761230101 262.00 17,300.00 SH SOLE 17,300
RESTORATION HARDWARE COMMON STK 760981100 946.00 70,700.00 SH SOLE 70,700
REYNOLDS METALS COMMON STK 761763101 384.00 6,500.00 SH SOLE 6,500
RICHFOOD HLDGS INC COMMON STK 763408101 476.00 27,000.00 SH SOLE 27,000
RIGS NATIONAL CORP- COMMON STK 766570105 329.00 16,000.00 SH SOLE 16,000
RITE AID, LARGE CA COMMON STK 767754104 5,861.00 238,000.00 SH SOLE 238,000
RJ REYNOLDS TOBACCO COMMON STK 76182K105 0.00 1.00 SH SOLE 1
ROBBINS & MYERS INC COMMON STK 770196103 138.00 6,200.00 SH SOLE 6,200
ROBERTS PHARMACEUTIC COMMON STK 770491108 434.00 17,900.00 SH SOLE 17,900
ROCKWELL INTERNATION COMMON STK 773903109 1,148.00 18,900.00 SH SOLE 18,900
ROHM & HAAS COMPANY COMMON STK 775371107 901.00 21,025.00 SH SOLE 21,025
ROLLINS TRUCK COMMON STK 775741101 362.00 32,550.00 SH SOLE 32,550
ROPER INDS INC NEW COMMON STK 776696106 547.00 17,100.00 SH SOLE 17,100
ROSS STORES, INC. COMMON STK 778296103 1,683.00 33,400.00 SH SOLE 33,400
ROWAN COMPANIES, INC COMMON STK 779382100 151.00 8,200.00 SH SOLE 8,200
ROYAL APPLIANCE MFG COMMON STK 780076105 75.00 10,800.00 SH SOLE 10,800
ROYAL DUTCH PETROLEU COMMON STK 780257804 19,973.00 331,500.00 SH SOLE 331,500
RTI INTERNATIONAL COMMON STK 74973W107 172.00 11,700.00 SH SOLE 11,700
RUBY TUESDAY, INC. COMMON STK 781182100 344.00 18,100.00 SH SOLE 18,100
RURAL / METRO CORP COMMON STK 781748108 79.00 8,200.00 SH SOLE 8,200
RUSS BERRIE & COMMON STK 782233100 297.00 12,000.00 SH SOLE 12,000
RUSSELL CORPORATION COMMON STK 782352108 68.00 3,500.00 SH SOLE 3,500
RYANS FAMILY STEAK COMMON STK 783519101 252.00 21,700.00 SH SOLE 21,700
RYDER SYSTEMS, INC. COMMON STK 783549108 182.00 7,000.00 SH SOLE 7,000
RYLAND GROUP INC COMMON STK 783764103 249.00 8,400.00 SH SOLE 8,400
S3, INC. COMMON STK 784849101 271.00 29,800.00 SH SOLE 29,800
SAFECO CORPORATION COMMON STK 786429100 596.00 13,500.00 SH SOLE 13,500
SAFESKIN CORP COMMON STK 786454108 373.00 31,100.00 SH SOLE 31,100
SAFEWAY, INC. COMMON STK 786514208 2,396.00 48,400.00 SH SOLE 48,400
SAKS INCORPORATED COMMON STK 79377W108 4,865.00 168,500.00 SH SOLE 168,500
SARA LEE CORPORATION COMMON STK 803111103 5,332.00 235,000.00 SH SOLE 235,000
SBC COMMUNICATIONS, COMMON STK 78387G103 15,107.00 260,466.00 SH SOLE 260,466
SCHERING-PLOUGH CORP COMMON STK 806605101 10,303.00 194,400.00 SH SOLE 194,400
SCHLUMBERGER, LTD. COMMON STK 806857108 3,471.00 54,500.00 SH SOLE 54,500
SCHWEITZER-MAUDUIT COMMON STK 808541106 135.00 9,000.00 SH SOLE 9,000
SCIENTIFIC-ATLANTA, COMMON STK 808655104 266.00 7,400.00 SH SOLE 7,400
SCOTT TECHNOLOGIES, COMMON STK 810022301 198.00 10,300.00 SH SOLE 10,300
SCOTTS CO COMMON STK 810186106 495.00 10,400.00 SH SOLE 10,400
SEACOR SMIT, INC. COMMON STK 811904101 369.00 6,900.00 SH SOLE 6,900
SEAGATE TECHNOLOGY COMMON STK 811804103 620.00 24,200.00 SH SOLE 24,200
SEAGRAM COMPANY, LTD COMMON STK 811850106 2,000.00 39,700.00 SH SOLE 39,700
SEALED AIR CORP. COMMON STK 81211K100 541.00 8,340.00 SH SOLE 8,340
SEARS ROEBUCK & COMMON STK 812387108 1,698.00 38,100.00 SH SOLE 38,100
SECURITY DYNAMICS TE COMMON STK 814208104 1,088.00 51,200.00 SH SOLE 51,200
SEI INVESTMENTS COMP COMMON STK 784117103 1,359.00 15,400.00 SH SOLE 15,400
SEITEL INC COMMON STK 816074306 217.00 13,400.00 SH SOLE 13,400
SELECTIVE INS GROUP COMMON STK 816300107 301.00 15,800.00 SH SOLE 15,800
SEMPRA ENERGY COMMON STK 816851109 540.00 23,874.00 SH SOLE 23,874
SERVICE CORPORATION COMMON STK 817565104 522.00 27,100.00 SH SOLE 27,100
SERVICE EXPERTS, INC COMMON STK 817567100 217.00 9,900.00 SH SOLE 9,900
SHARED MEDICAL COMMON STK 819486101 183.00 2,800.00 SH SOLE 2,800
SHERWIN-WILLIAMS COM COMMON STK 824348106 3,336.00 120,200.00 SH SOLE 120,200
SHOPKO STORES INC COMMON STK 824911101 537.00 14,800.00 SH SOLE 14,800
SHOREWOOD PACKAGING COMMON STK 825229107 286.00 15,500.00 SH SOLE 15,500
SHOWCASE CORP. COMMON STK 82539P102 52.00 6,000.00 SH SOLE 6,000
SIERRA HEALTH SVCS I COMMON STK 826322109 218.00 15,100.00 SH SOLE 15,100
SIERRA PACIFIC COMMON STK 826425100 640.00 17,600.00 SH SOLE 17,600
SIGMA-ALDRICH COMMON STK 826552101 341.00 9,900.00 SH SOLE 9,900
SILICON GRAPHICS, COMMON STK 827056102 305.00 18,600.00 SH SOLE 18,600
SILICON VALLEY COMMON STK 827064106 290.00 11,700.00 SH SOLE 11,700
SILICON VALLEY GROUP COMMON STK 827066101 313.00 18,600.00 SH SOLE 18,600
SIMPSON INDS INC COMMON STK 829060102 105.00 10,200.00 SH SOLE 10,200
SIMPSON MANUFACTURNG COMMON STK 829073105 314.00 6,600.00 SH SOLE 6,600
SKYLINE CORPORATION COMMON STK 830830105 149.00 5,100.00 SH SOLE 5,100
SKYWEST INC COMMON STK 830879102 673.00 27,000.00 SH SOLE 27,000
SLI, INC. COMMON STK 78442T108 3,177.00 117,650.00 SH SOLE 117,650
SLM HOLDING CORP. COMMON STK 78442A109 751.00 16,400.00 SH SOLE 16,400
SMITH A O CORP 'B' COMMON STK 831865209 367.00 13,100.00 SH SOLE 13,100
SMITHFIELD FOODS INC COMMON STK 832248108 792.00 23,700.00 SH SOLE 23,700
SNAP-ON, INC. COMMON STK 833034101 235.00 6,500.00 SH SOLE 6,500
SOLA INTL INC COMMON STK 834092108 272.00 14,000.00 SH SOLE 14,000
SOLECTRON CORP. COMMON STK 834182107 1,674.00 25,100.00 SH SOLE 25,100
SONAT INC. COMMON STK 835415100 358.00 10,800.00 SH SOLE 10,800
SONIC AUTOMOTIVE, COMMON STK 83545G102 938.00 68,200.00 SH SOLE 68,200
SONIC CORP COMMON STK 835451105 351.00 10,750.00 SH SOLE 10,750
SOUTHERN CALIF WTR COMMON STK 029899101 145.00 5,100.00 SH SOLE 5,100
SOUTHERN COMPANY COMMON STK 842587107 1,839.00 69,400.00 SH SOLE 69,400
SOUTHERN ENERGY HOME COMMON STK 842814105 36.00 6,800.00 SH SOLE 6,800
SOUTHTRUST CORPORATI COMMON STK 844730101 3,661.00 95,400.00 SH SOLE 95,400
SOUTHWEST AIRLINES COMMON STK 844741108 1,040.00 33,425.00 SH SOLE 33,425
SOUTHWEST GAS COMMON STK 844895102 495.00 17,300.00 SH SOLE 17,300
SOUTHWESTERN ENERGY COMMON STK 845467109 149.00 14,100.00 SH SOLE 14,100
SPACELABS MED INC COMMON STK 846247104 100.00 5,300.00 SH SOLE 5,300
SPARTAN MTRS INC COMMON STK 846819100 40.00 7,000.00 SH SOLE 7,000
SPEEDFAM-IPEC, INC. COMMON STK 847705100 681.00 42,403.00 SH SOLE 42,403
SPORTS AUTH INC COMMON STK 849176102 80.00 18,000.00 SH SOLE 18,000
SPORTSLINE USA INC COMMON STK 848934105 395.00 11,000.00 SH SOLE 11,000
SPRINGS INDUSTRIES, COMMON STK 851783100 79.00 1,800.00 SH SOLE 1,800
SPRINT CORPORATION COMMON STK 852061100 4,695.00 88,900.00 SH SOLE 88,900
SPRINT PCS GROUP COMMON STK 852061506 2,502.00 43,800.00 SH SOLE 43,800
SPS TECHNOLOGIES INC COMMON STK 784626103 270.00 7,200.00 SH SOLE 7,200
ST JOHN KNITS INC COMMON STK 790289102 278.00 9,500.00 SH SOLE 9,500
ST MARY LD & EXPL CO COMMON STK 792228108 125.00 6,100.00 SH SOLE 6,100
ST. JUDE MEDICAL, COMMON STK 790849103 293.00 8,216.00 SH SOLE 8,216
ST. PAUL BANCORP, COMMON STK 792848103 576.00 22,600.00 SH SOLE 22,600
ST. PAUL COMPANIES, COMMON STK 792860108 743.00 23,368.00 SH SOLE 23,368
STANDARD MICROSYSTEM COMMON STK 853626109 67.00 8,800.00 SH SOLE 8,800
STANDARD MTR PRODS COMMON STK 853666105 181.00 7,400.00 SH SOLE 7,400
STANDARD PAC CORP NE COMMON STK 85375C101 216.00 16,700.00 SH SOLE 16,700
STANDARD PRODUCTS COMMON STK 853836104 233.00 9,100.00 SH SOLE 9,100
STANDEX INTL CORP COMMON STK 854231107 200.00 7,300.00 SH SOLE 7,300
STANLEY WORKS COMMON STK 854616109 283.00 8,800.00 SH SOLE 8,800
STAPLES, INC. COMMON STK 855030102 1,418.00 45,850.00 SH SOLE 45,850
STATE STREET COMMON STK 857477103 1,375.00 16,100.00 SH SOLE 16,100
STEEL TECHNOLOGIES I COMMON STK 858147101 59.00 6,200.00 SH SOLE 6,200
STEIN MART INC COMMON STK 858375108 240.00 25,600.00 SH SOLE 25,600
STEINER LEISURE, COMMON STK P8744Y102 1,076.00 35,500.00 SH SOLE 35,500
STILLWATER MNG CO COMMON STK 86074Q102 641.00 19,600.00 SH SOLE 19,600
STONE & WEBSTER INC COMMON STK 861572105 197.00 7,400.00 SH SOLE 7,400
STONE ENERGY CORP. COMMON STK 861642106 364.00 8,600.00 SH SOLE 8,600
STRIDE RITE COMMON STK 863314100 270.00 26,200.00 SH SOLE 26,200
STURM, RUGER & CO., COMMON STK 864159108 162.00 15,200.00 SH SOLE 15,200
SUMMIT BANCORP COMMON STK 866005101 719.00 17,200.00 SH SOLE 17,200
SUMMIT TECHNOLOGY, COMMON STK 86627E101 528.00 24,000.00 SH SOLE 24,000
SUN MICROSYSTEMS, COMMON STK 866810104 5,290.00 76,800.00 SH SOLE 76,800
SUNOCO, INC. COMMON STK 86764P109 281.00 9,300.00 SH SOLE 9,300
SUNRISE ASSISTED LIV COMMON STK 86768K106 1,168.00 33,500.00 SH SOLE 33,500
SUNRISE MED INC COMMON STK 867910101 89.00 12,500.00 SH SOLE 12,500
SUNTRUST BANKS, INC. COMMON STK 867914103 2,222.00 32,000.00 SH SOLE 32,000
SUPERIOR CONSULTANT COMMON STK 868146101 788.00 31,900.00 SH SOLE 31,900
SUPERIOR SERVICES, COMMON STK 868316100 488.00 18,300.00 SH SOLE 18,300
SUPERVALU, INC. COMMON STK 868536103 306.00 11,900.00 SH SOLE 11,900
SUSQUEHANNA COMMON STK 869099101 370.00 20,900.00 SH SOLE 20,900
SWISS ARMY BRANDS IN COMMON STK 870827102 39.00 4,400.00 SH SOLE 4,400
SYMMETRICOM INC COMMON STK 871543104 68.00 8,400.00 SH SOLE 8,400
SYNCOR INTL CORP DEL COMMON STK 87157J106 238.00 6,600.00 SH SOLE 6,600
SYNOPSYS, INC. COMMON STK 871607107 1,468.00 26,600.00 SH SOLE 26,600
SYNOVUS FINANCIAL COMMON STK 87161C105 528.00 26,550.00 SH SOLE 26,550
SYSCO CORPORATION, COMMON STK 871829107 5,557.00 186,400.00 SH SOLE 186,400
SYSTEM SOFTWARE COMMON STK 871839106 45.00 27,200.00 SH SOLE 27,200
TACO CABANA INC COMMON STK 873425102 76.00 7,500.00 SH SOLE 7,500
TALK.COM, INC. COMMON STK 874264104 383.00 34,000.00 SH SOLE 34,000
TALK.COM, INC. RIGHT COMMON STK 87426499 0.00 1,400.00 SH SOLE 1,400
TANDY CORPORATION COMMON STK 875382103 968.00 19,800.00 SH SOLE 19,800
TBC CORP COMMON STK 872180104 84.00 11,900.00 SH SOLE 11,900
TCBY ENTERPRISES INC COMMON STK 872245105 78.00 12,900.00 SH SOLE 12,900
TCSI CORP COMMON STK 87233R106 33.00 12,700.00 SH SOLE 12,700
TECHNITROL INC COMMON STK 878555101 297.00 9,200.00 SH SOLE 9,200
TECHNOLOGY SOLUTIONS COMMON STK 87872T108 253.00 23,400.00 SH SOLE 23,400
TEKTRONIX, INC. COMMON STK 879131100 139.00 4,600.00 SH SOLE 4,600
TELLABS, INC. COMMON STK 879664100 17,242.00 255,200.00 SH SOLE 255,200
TELXON CORP COMMON STK 879700102 72.00 9,100.00 SH SOLE 9,100
TEMPLE-INLAND, INC. COMMON STK 879868107 2,027.00 29,700.00 SH SOLE 29,700
TENET HEALTHCARE COMMON STK 88033G100 572.00 30,800.00 SH SOLE 30,800
TENNECO,INC COMMON STK 88037E101 403.00 16,900.00 SH SOLE 16,900
TETRA TECHNOLOGIES COMMON STK 88162G103 2,776.00 168,225.00 SH SOLE 168,225
TETRA TECHNOLOGIES, COMMON STK 88162F105 1,532.00 166,700.00 SH SOLE 166,700
TEXACO, INC., LARG COMMON STK 881694103 17,506.00 280,100.00 SH SOLE 280,100
TEXAS INDS INC COMMON STK 882491103 461.00 11,900.00 SH SOLE 11,900
TEXAS INSTRUMENTS, COMMON STK 882508104 5,655.00 39,000.00 SH SOLE 39,000
TEXAS UTILITIES COMMON STK 882848104 1,154.00 27,987.00 SH SOLE 27,987
TEXTRON, INC. COMMON STK 883203101 1,309.00 15,900.00 SH SOLE 15,900
THE BEAR STEARNS CO. COMMON STK 073902108 514.00 10,995.00 SH SOLE 10,995
THE DOW CHEMICAL COMMON STK 260543103 2,804.00 22,100.00 SH SOLE 22,100
THE DRESS BARN COMMON STK 261570105 179.00 11,200.00 SH SOLE 11,200
THE KROLL-O'GARA COMMON STK 501050108 260.00 11,800.00 SH SOLE 11,800
THE PROFIT RECOVERY COMMON STK 743168106 729.00 15,400.00 SH SOLE 15,400
THERMO ELECTRON COMMON STK 883556102 315.00 15,700.00 SH SOLE 15,700
THERMO INSTRUMENTS DEBENTURE 883559AE6 4,401.00 5,400,000.00 PRN SOLE
THERMO TERRATECH DEBENTURE 883598AA2 4,343.00 5,125,000.00 PRN SOLE
THOMAS & BETTS COMMON STK 884315102 265.00 5,600.00 SH SOLE 5,600
THOMAS INDS INC COMMON STK 884425109 182.00 8,900.00 SH SOLE 8,900
THOR INDS INC COMMON STK 885160101 196.00 6,900.00 SH SOLE 6,900
THREE-FIVE SYS INC COMMON STK 88554L108 54.00 3,900.00 SH SOLE 3,900
TIMBERLAND CO COMMON STK 887100105 429.00 6,300.00 SH SOLE 6,300
TIME WARNER, INC. COMMON STK 887315109 14,193.00 193,100.00 SH SOLE 193,100
TIMES MIRROR COMPANY COMMON STK 887364107 444.00 7,500.00 SH SOLE 7,500
TIMKEN COMPANY COMMON STK 887389104 119.00 6,100.00 SH SOLE 6,100
TITAN INTL INC ILL COMMON STK 88830M102 140.00 11,800.00 SH SOLE 11,800
TJ INTL INC COMMON STK 872534102 273.00 8,800.00 SH SOLE 8,800
TJX COMPANIES, INC. COMMON STK 872540109 1,069.00 32,100.00 SH SOLE 32,100
TNP ENTERPRISES INC COMMON STK 872594106 276.00 7,600.00 SH SOLE 7,600
TOLL BROTHERS INC COMMON STK 889478103 448.00 20,900.00 SH SOLE 20,900
TORCHMARK COMMON STK 891027104 474.00 13,900.00 SH SOLE 13,900
TORO CO COMMON STK 891092108 287.00 7,300.00 SH SOLE 7,300
TOWER AUTOMOTIVE, IN COMMON STK 891707101 2,656.00 104,400.00 SH SOLE 104,400
TOYS 'R' US, INC. COMMON STK 892335100 515.00 24,900.00 SH SOLE 24,900
TRANSAMERICA COMMON STK 893485102 938.00 12,500.00 SH SOLE 12,500
TREDEGAR CORP COMMON STK 894650100 452.00 20,800.00 SH SOLE 20,800
TRENWICK GROUP INC COMMON STK 895290104 148.00 6,000.00 SH SOLE 6,000
TRIARC COS INC COMMON STK 895927101 308.00 14,500.00 SH SOLE 14,500
TRIBUNE COMPANY COMMON STK 896047107 1,037.00 11,900.00 SH SOLE 11,900
TRICON GLOBAL COMMON STK 895953107 815.00 15,050.00 SH SOLE 15,050
TRIMBLE NAVIGATION L COMMON STK 896239100 162.00 12,600.00 SH SOLE 12,600
TRUE NORTH COMMUNICA COMMON STK 897844106 804.00 26,800.00 SH SOLE 26,800
TRUSTCO BANK CORP COMMON STK 898349105 410.00 15,250.00 SH SOLE 15,250
TRW INC. COMMON STK 872649108 648.00 11,800.00 SH SOLE 11,800
TUBOSCOPE VETCO INTL COMMON STK 898600101 342.00 25,000.00 SH SOLE 25,000
TUPPERWARE COMMON STK 899896104 143.00 5,600.00 SH SOLE 5,600
TYCO INTERNATIONAL L COMMON STK 902124106 20,592.00 217,327.00 SH SOLE 217,327
U S BIOSCIENCE INC COMMON STK 911646206 149.00 15,300.00 SH SOLE 15,300
U S HOME CORP NEW COMMON STK 911920106 266.00 7,500.00 SH SOLE 7,500
U S WEST, INC. COMMON STK 91273H101 2,942.00 50,080.00 SH SOLE 50,080
U.S. TRUST COMMON STK 91288L105 2,276.00 24,600.00 SH SOLE 24,600
ULTRATECH STEPPER, COMMON STK 904034105 181.00 12,000.00 SH SOLE 12,000
UNICOM CORPORATION COMMON STK 904911104 833.00 21,600.00 SH SOLE 21,600
UNILEVER N.V. COMMON STK 904784709 3,979.00 57,053.00 SH SOLE 57,053
UNION CARBIDE COMMON STK 905581104 639.00 13,100.00 SH SOLE 13,100
UNION PACIFIC COMMON STK 907834105 406.00 24,904.00 SH SOLE 24,904
UNION PACIFIC COMMON STK 907818108 1,434.00 24,600.00 SH SOLE 24,600
UNION PLANTERS CORPO COMMON STK 908068109 608.00 13,600.00 SH SOLE 13,600
UNISYS CORPORATION COMMON STK 909214108 1,008.00 25,900.00 SH SOLE 25,900
UNITED BANKSHARES, COMMON STK 909907107 649.00 24,500.00 SH SOLE 24,500
UNITED HEALTHCARE CO COMMON STK 910581107 5,442.00 86,900.00 SH SOLE 86,900
UNITED ILLUMINATING COMMON STK 910637107 344.00 8,100.00 SH SOLE 8,100
UNITED NATURAL FOODS COMMON STK 911163103 1,864.00 75,300.00 SH SOLE 75,300
UNITED TECHNOLOGIES COMMON STK 913017109 3,448.00 48,100.00 SH SOLE 48,100
UNITED WTR RES INC COMMON STK 913190104 855.00 37,700.00 SH SOLE 37,700
UNITRODE CORP COMMON STK 913283107 981.00 34,200.00 SH SOLE 34,200
UNIVERSAL FST PRODS COMMON STK 913543104 254.00 11,800.00 SH SOLE 11,800
UNIVERSAL HEALTH SVC COMMON STK 913903100 1,366.00 28,600.00 SH SOLE 28,600
UNOCAL CORPORATION COMMON STK 915289102 947.00 23,900.00 SH SOLE 23,900
UNUM CORPORATION COMMON STK 903192102 756.00 13,800.00 SH SOLE 13,800
URS CORPORATION COMMON STK 903236107 255.00 8,700.00 SH SOLE 8,700
US BANCORP, LARGE COMMON STK 902973106 10,995.00 323,386.00 SH SOLE 323,386
US ONCOLOGY, INC. COMMON STK 90338W103 572.00 47,700.00 SH SOLE 47,700
USA DETERGENTS INC COMMON STK 902938109 47.00 7,800.00 SH SOLE 7,800
USAIR GROUP, INC. COMMON STK 911905107 375.00 8,600.00 SH SOLE 8,600
USFREIGHTWAYS CORP COMMON STK 916906100 695.00 15,000.00 SH SOLE 15,000
UST CORP. COMMON STK 902900109 732.00 24,200.00 SH SOLE 24,200
UST, INC. COMMON STK 902911106 538.00 18,400.00 SH SOLE 18,400
USX-MARATHON COMMON STK 902905827 14,002.00 430,000.00 SH SOLE 430,000
USX-US STEEL GROUP, COMMON STK 90337T101 235.00 8,700.00 SH SOLE 8,700
UTI ENERGY CORP. COMMON STK 903387108 785.00 47,400.00 SH SOLE 47,400
V F CORPORATION COMMON STK 918204108 509.00 11,900.00 SH SOLE 11,900
VALASSIS COMMUNICATI COMMON STK 918866104 1,622.00 44,300.00 SH SOLE 44,300
VALENCE TECHNOLOGY I COMMON STK 918914102 111.00 15,100.00 SH SOLE 15,100
VALMONT INDS INC COMMON STK 920253101 233.00 13,700.00 SH SOLE 13,700
VANTIVE CORP COMMON STK 922091103 173.00 15,100.00 SH SOLE 15,100
VARIAN MEDICAL COMMON STK 92220P105 434.00 17,200.00 SH SOLE 17,200
VERITAS DGC, INC. COMMON STK 92343P107 1,377.00 75,200.00 SH SOLE 75,200
VERTEX PHARMACEUTICA COMMON STK 92532F100 680.00 28,200.00 SH SOLE 28,200
VIACOM, INC. COMMON STK 925524308 3,049.00 69,300.00 SH SOLE 69,300
VICOR CORPORATION COMMON STK 925815102 496.00 23,400.00 SH SOLE 23,400
VINTAGE PETE INC COMMON STK 927460105 377.00 35,100.00 SH SOLE 35,100
VISHAY INTERTECHNOLO COMMON STK 928298108 853.00 40,625.00 SH SOLE 40,625
VISIO CORPORATION COMMON STK 927914101 651.00 17,100.00 SH SOLE 17,100
VITAL SIGNS INC COMMON STK 928469105 138.00 6,900.00 SH SOLE 6,900
VOLT INFORMATION SCI COMMON STK 928703107 194.00 8,500.00 SH SOLE 8,500
W.R. GRACE & COMPANY COMMON STK 38388F108 134.00 7,300.00 SH SOLE 7,300
W.W. GRAINGER, INC. COMMON STK 384802104 506.00 9,400.00 SH SOLE 9,400
WABASH NATL CORP COMMON STK 929566107 252.00 13,000.00 SH SOLE 13,000
WACHOVIA CORPORATION COMMON STK 929771103 1,737.00 20,300.00 SH SOLE 20,300
WADDELL & REED FIN - COMMON STK 930059100 1,871.00 68,200.00 SH SOLE 68,200
WAL-MART STORES, INC COMMON STK 931142103 51,044.00 1,057,900.00 SH SOLE 1,057,900
WALGREEN COMPANY, COMMON STK 931422109 8,025.00 273,200.00 SH SOLE 273,200
WALL DATA, INC. COMMON STK 932045107 55.00 5,700.00 SH SOLE 5,700
WALT DISNEY COMPANY COMMON STK 254687106 6,308.00 204,734.00 SH SOLE 204,734
WARNER-LAMBERT COMMON STK 934488107 22,145.00 319,200.00 SH SOLE 319,200
WASHINGTON MUTUAL, COMMON STK 939322103 2,085.00 58,946.00 SH SOLE 58,946
WASTE MANAGEMENT INC COMMON STK 94106L109 3,200.00 59,529.00 SH SOLE 59,529
WATKINS JOHNSON CO COMMON STK 942486101 109.00 3,700.00 SH SOLE 3,700
WATSCO INC COMMON STK 942622200 877.00 53,550.00 SH SOLE 53,550
WATSON COMMON STK 942683103 330.00 9,400.00 SH SOLE 9,400
WD 40 CO COMMON STK 929236107 222.00 8,870.00 SH SOLE 8,870
WELLPOINT HEALTH COMMON STK 94973H108 586.00 6,900.00 SH SOLE 6,900
WELLS FARGO & C0 COMMON STK 949746101 9,617.00 224,960.00 SH SOLE 224,960
WENDY'S COMMON STK 950590109 348.00 12,300.00 SH SOLE 12,300
WERNER ENTERPRISES I COMMON STK 950755108 556.00 26,775.00 SH SOLE 26,775
WESLEY JESSEN COMMON STK 951018100 314.00 9,700.00 SH SOLE 9,700
WESTVACO CORPORATION COMMON STK 961548104 287.00 9,900.00 SH SOLE 9,900
WESTWOOD ONE INC COMMON STK 961815107 571.00 16,000.00 SH SOLE 16,000
WET SEAL COMMON STK 961840105 1,509.00 52,700.00 SH SOLE 52,700
WEYERHAEUSER COMPANY COMMON STK 962166104 1,375.00 20,000.00 SH SOLE 20,000
WHIRLPOOL COMMON STK 963320106 570.00 7,700.00 SH SOLE 7,700
WHITNEY HLDG CORP COMMON STK 966612103 521.00 13,100.00 SH SOLE 13,100
WHITTAKER CORP DEL COMMON STK 966680407 182.00 6,500.00 SH SOLE 6,500
WHITTMAN-HART, INC. COMMON STK 966834103 956.00 30,100.00 SH SOLE 30,100
WHOLE FOODS MKT INC COMMON STK 966837106 711.00 14,800.00 SH SOLE 14,800
WHX CORP COMMON STK 929248102 63.00 9,600.00 SH SOLE 9,600
WICOR INC COMMON STK 929253102 1,036.00 37,100.00 SH SOLE 37,100
WILLAMETTE INDUSTRIE COMMON STK 969133107 1,377.00 29,900.00 SH SOLE 29,900
WILLIAMS COMPANIES, COMMON STK 969457100 1,809.00 42,500.00 SH SOLE 42,500
WILLIAMS-SONOMA, COMMON STK 969904101 2,124.00 61,000.00 SH SOLE 61,000
WINN-DIXIE STORES, COMMON STK 974280109 543.00 14,700.00 SH SOLE 14,700
WINNEBAGO INDS INC COMMON STK 974637100 281.00 12,500.00 SH SOLE 12,500
WMX TECHNOLOGIES DEBENTURE 92929QAF4 2,681.00 2,500,000.00 PRN SOLE
WOLVERINE TUBE INC COMMON STK 978093102 191.00 7,600.00 SH SOLE 7,600
WOLVERINE WORLD COMMON STK 978097103 325.00 23,200.00 SH SOLE 23,200
WORLD COLOR PRESS, I COMMON STK 981443104 2,882.00 104,800.00 SH SOLE 104,800
WORLDCOM, INC. COMMON STK 55268B106 397.00 4,600.00 SH SOLE 4,600
WORLDCOM, INC. COMMON STK 55268B106 18,864.00 218,710.00 SH SOLE 218,710
WORTHINGTON COMMON STK 981811102 150.00 9,100.00 SH SOLE 9,100
WRIGLEY (WM) JR COMMON STK 982526105 1,044.00 11,600.00 SH SOLE 11,600
WYNNS INTL INC COMMON STK 983195108 195.00 10,600.00 SH SOLE 10,600
X-RITE INC COMMON STK 983857103 77.00 11,900.00 SH SOLE 11,900
XEROX CORPORATION COMMON STK 984121103 3,863.00 65,400.00 SH SOLE 65,400
XIRCOM, INC. COMMON STK 983922105 887.00 29,500.00 SH SOLE 29,500
YELLOW CORPORATION COMMON STK 985509108 249.00 14,000.00 SH SOLE 14,000
ZALE CORPORATION COMMON STK 988858106 1,248.00 31,200.00 SH SOLE 31,200
ZEBRA TECHNOLOGIES C COMMON STK 989207105 938.00 24,400.00 SH SOLE 24,400
ZENITH NATIONAL COMMON STK 989390109 239.00 9,700.00 SH SOLE 9,700
ZILOG INC COMMON STK 989524103 25.00 10,152.00 SH SOLE 10,152
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