Securities Exchange Commission
Attn: Filing Desk
450 5th Street, N.W.
Washington DC 20549
Dear Sir/Madam:
Please find the following requested data in regard to the Form 13F:
Report for the Quarter Ended:
March 31, 1999
Institutional Investment Manager:
Paradigm Asset Management Company, LLC
Address:
650 5th Avenue, 14th Floor, New York, NY 10019
Name, Phone No., and Title of Person Authorized to Submit this Report:
James E. Francis
212-771-6100
CEO & President
Items 1 to 6 is attached of the relevant filing instructions are attached.
General Investment Process Data:
Paradigm Asset Management Company is Investment Committee, made up of four
portfolio managers, reviews the criteria for the decision rules, processes and
constraints utilized in the investment strategy. Paradigm's approach is well
defined, systematic and disciplined. Therefore, subsequent to implementation,
no manager discretion is exercised to manipulate the strategy. The decision to
eliminate manager discretion provides assurance that the integrity of the
product will not be corrupted due to judgmental or emotional overlays.
Nevertheless, constant monitoring and analysis of the portfolio's behavior and
performance
provide valuable information for subsequent implementation
If you have any further questions, please call me at: 212-771-6100
Sincerely,
James E. Francis
President & CEO
Encl
Sec-13f.doc
<TABLE>
Paradigm Asset Management Company, LLC
PORTFOLIO APPRAISAL
March 31, 1999
<S> <C> INVSTMT
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE SHARES SH DSCRETN
- -------------------------- ----------------------------------------------------------------
3 Com Corp. COM 88553510 743669 31900 SH SOLE
99 Cents Only Stores COM 65440K10 280087 6600 SH SOLE
A O N Corp COM 3738910 14711950 232600 SH SOLE
ACMAT Corp COM 461620 106500 7100 SH SOLE
AMP Inc. COM 3189710 2773600 51843 SH SOLE
AMR Corp COM 176510 543343 9278 SH SOLE
ATMI Inc COM 00207R10 454000 22700 SH SOLE
Abacus Direct Corp. COM 255310 1000400 12200 SH SOLE
Abbott Labs COM 282410 2574687 55000 SH SOLE
Abercombie & Fitch COM 289620 1614375 17500 SH SOLE
Abovenet Comm. COM 374310 2355750 18000 SH SOLE
Ace Limited COM G0070K10 455337 14600 SH SOLE
Adelphia Comm. CL A COM 684810 1171800 18600 SH SOLE
Adobe Sys Inc. COM 00724F10 539125 9500 SH SOLE
Advent Software COM 797410 580000 11600 SH SOLE
Advo System Inc. COM 758510 13519 700 SH SOLE
Aetna Life & Cas COM 811710 15255815 183805 SH SOLE
Affil. Cmptr Svc A COM 819010 1299300 28400 SH SOLE
Affiliated Mgrs Gp COM 825210 530400 20400 SH SOLE
Agouron Pharm. COM 848810 345031 6100 SH SOLE
Air Express Intl COM 910410 400812 26500 SH SOLE
Air Prod & Chem. COM 915810 235092 6864 SH SOLE
Airborne Freight COM 926610 161200 5200 SH SOLE
Airtouch Comm. COM 00949T10 2009800 20800 SH SOLE
Akzo N V ADR COM 1019930 173900 4700 SH SOLE
Albertsons Inc. COM 1310410 9058400 166400 SH SOLE
Alcatel Alsthom COM 1390430 41062 1800 SH SOLE
Alcoa Inc. COM 1381710 6944954 168618 SH SOLE
Aliant Comm. COM 1609010 548562 13400 SH SOLE
Alkermes Inc. COM 01642T10 506850 18600 SH SOLE
Alleghany Corp. New COM 1717510 281329 1530 SH SOLE
Allied Signal Inc. COM 1951210 11013081 223900 SH SOLE
Allstate Corp. COM 2000210 28297219 763500 SH SOLE
Alltel Corp. COM 2003910 417912 6700 SH SOLE
Altera Co COM 2144110 1439900 24200 SH SOLE
Alza Corp. COM 2261510 175950 4600 SH SOLE
Amdocs Ltd. COM G0260210 1014212 46900 SH SOLE
Amer Express Co. COM 2581610 19711350 167400 SH SOLE
Amer Home Products COM 2660910 13500225 206900 SH SOLE
Amer Tel & Teleg. COM 195710 39444375 494213 SH SOLE
Amer. Elec. Pwr COM 2553710 8929687 225000 SH SOLE
Amer. Italian Pasta A COM 2707010 480000 19200 SH SOLE
Amerada Hess Corp. COM 2355110 633190 12446 SH SOLE
America Online Inc. COM 02364J10 1499400 10200 SH SOLE
American Annuity Gp COM 2384010 197925 9100 SH SOLE
American Bkrs Ins GP COM 2445610 1887600 36300 SH SOLE
American General COM 2635110 19599000 278000 SH SOLE
American Heritage Li COM 2652210 876550 37600 SH SOLE
American Intl Group COM 2687410 33340750 276400 SH SOLE
American Natl Ins. COM 2859110 1290687 19300 SH SOLE
American Stores COM 3009610 82500 2500 SH SOLE
Americredit Corp COM 03060R10 1884750 143600 SH SOLE
Amerisource Health COM 03071P10 430762 12600 SH SOLE
Ameritech Corp. COM 3095410 26380725 457800 SH SOLE
Amerus Life Hldgs COM 3073210 136800 5700 SH SOLE
Ames Dept. Stores COM 3078950 126225 3400 SH SOLE
Ametek Aerospace COM 3110010 228125 12500 SH SOLE
Amgen Inc. COM 3116210 2246250 30000 SH SOLE
Analog Devices Inc. COM 3265410 5950 200 SH SOLE
Analogic Corp. COM 3265720 447950 13600 SH SOLE
Anheuser Busch Co. COM 3522910 30465225 400200 SH SOLE
Answerthink Consulting Group COM 36916104 50400 1800 SH SOLE
Apollo Group COM 3760410 1547525 51800 SH SOLE
Applebees intl COM 3789910 131506 5300 SH SOLE
Applied Matls Inc. COM 3822210 11424525 185200 SH SOLE
Applied Power Inc. COM 3822510 1046400 38400 SH SOLE
Arden Realty Group COM 3979310 369350 16600 SH SOLE
Armstrg Wld Ind COM 4247610 286353 6337 SH SOLE
Arrow Intl Inc. COM 4276410 819375 38000 SH SOLE
Asa Holdings COM 04338Q10 403500 12000 SH SOLE
Asarco Inc. COM 4341310 82875 6000 SH SOLE
Ascend Comm. Inc. COM 4349110 1079569 12900 SH SOLE
Ashland Inc. COM 4420410 60587 1480 SH SOLE
Aspect Dev Inc COM 4523410 592875 25500 SH SOLE
Assoc First Cap COM 4600810 13810507 306900 SH SOLE
Associated Banc Corp COM 4548710 402412 12600 SH SOLE
Astec Inds Inc COM 4622410 104975 3400 SH SOLE
Astoria Financial COM 4626510 730000 14600 SH SOLE
Atl. Coast Airln Hldgs COM 4839610 815625 29000 SH SOLE
Atlantic Richfield COM 4882510 19685250 269200 SH SOLE
Atwood Oceanics COM 5009510 585000 19500 SH SOLE
Auto Data Process COM 5301510 1472950 35600 SH SOLE
Autodesk Inc. COM 5276910 153662 3800 SH SOLE
Avalonbay Cmntys COM 5348410 937125 29400 SH SOLE
Avon Products COM 5430310 1228331 26100 SH SOLE
Aydin Corp COM 5468110 138469 10500 SH SOLE
Aztar Corp COM 5480210 105875 22000 SH SOLE
B J Services Co. COM 5548210 1643775 70700 SH SOLE
BB&T Corporation COM 5493710 4429350 122400 SH SOLE
BEC Energy COM 05538M10 176400 4800 SH SOLE
BISYS Group Inc. COM 5547210 1755000 31200 SH SOLE
BMC Software Inc. COM 5592110 1156350 31200 SH SOLE
BP Amoco PLC ADR COM 5562210 25199803 249503 SH SOLE
Baker Hughes Inc. COM 5722410 11526556 474100 SH SOLE
Baldwin Piano COM 5824610 55200 6900 SH SOLE
Ballantyne Omaha COM 5851610 4 0 SH SOLE
Banctec Inc. COM 5978410 144056 11700 SH SOLE
Bank New York Inc. COM 6405710 12549375 349200 SH SOLE
Bank One Corporation COM 06423A10 30960432 562278 SH SOLE
Bank Utd Corp COM 6541210 572250 14000 SH SOLE
BankBoston Corp. COM 06605R10 1243155 28702 SH SOLE
Bankamerica COM 06605F10 33158437 469500 SH SOLE
Bankers Trust Corp COM 6636510 11138121 126211 SH SOLE
Barnes Group COM 6780610 129375 6900 SH SOLE
Barrett Res Corp. COM 6848020 1235581 49300 SH SOLE
Barrick Gold COM 6790110 675675 39600 SH SOLE
Baxter Intl Inc. COM 7181310 633600 9600 SH SOLE
Bell & Howell Co COM 7785210 659531 22500 SH SOLE
Bell Atlantic Corp. COM 7785310 22737331 439900 SH SOLE
Bellsouth Corp. COM 7986010 13889669 346700 SH SOLE
Bergen Brunswig COM 8373910 124000 6200 SH SOLE
Beringer Wine Est. COM 8410210 360112 9900 SH SOLE
Berkshire Hath. B COM 8467020 122252 52 SH SOLE
Bestfoods COM 08658U10 2890500 61500 SH SOLE
Beyond.Com Corp. COM 08860E10 1162725 44400 SH SOLE
Billing Concepts COM 9006310 1325250 111600 SH SOLE
Biogen Inc. COM 9059710 1165987 10200 SH SOLE
Black & Decker COM 9179710 80052 1444 SH SOLE
Black Box Corp Del COM 9182610 120900 3900 SH SOLE
Blyth Inds Inc COM 09643P10 1301737 55100 SH SOLE
Bob Evans Farms Inc. COM 9676110 114000 5700 SH SOLE
Boeing Co. COM 9702310 605200 17800 SH SOLE
Borders Group Inc. COM 9970910 307969 21900 SH SOLE
Borg-Warner Auto COM 9972410 1343531 28100 SH SOLE
Boron Lepore & Assoc. COM 10001P10 128650 12400 SH SOLE
Boston Scientific COM 10113710 1738750 42800 SH SOLE
Bowater Inc. COM 10218310 483425 12200 SH SOLE
Bowne & Co. Inc. COM 10304310 459319 39300 SH SOLE
Briish Stl PLC COM 11101530 133237 6600 SH SOLE
Brinker Int'l COM 10964110 1172375 45200 SH SOLE
Bristol Myers Squibb COM 11012210 24175125 377000 SH SOLE
Broadvision Inc COM 111412102 71700 1200 SH SOLE
Brown Tom Inc New COM 11566020 19400 1600 SH SOLE
Browning Ferris Inds COM 11588510 11444926 296789 SH SOLE
Burlington Coat Fac. COM 12157910 109275 9300 SH SOLE
Burlington Northern COM 12189T10 320794 9758 SH SOLE
Burlington Resources COM 12201410 2160379 54094 SH SOLE
Butler Mfg Co Del COM 12365510 150000 6400 SH SOLE
Bway Corp COM 5603910 77806 5900 SH SOLE
C&D Technologies COM 12466110 171637 6900 SH SOLE
CBS Corp. COM 12490K10 10835719 265500 SH SOLE
CCB Finl Corp. COM 12487510 4654781 86100 SH SOLE
CEC Entertainment COM 12513710 89687 2500 SH SOLE
CMAC Invt Corp COM 12566210 733200 18800 SH SOLE
CMP Group Inc. COM 12588710 643125 35000 SH SOLE
CMS Energy Corp. COM 12589610 265167 6588 SH SOLE
CSG Sys Intl COM 12634910 2366250 60000 SH SOLE
CSK Auto Corp Com COM 12596510 972969 32500 SH SOLE
CSX Corp. COM 12640810 1148656 29500 SH SOLE
CVS Corp COM 12665010 1026000 21600 SH SOLE
Cadence Design Sys COM 12738710 525300 20400 SH SOLE
Campbell Soup Co COM 13442910 358050 8800 SH SOLE
Canadaigua Brands A COM 13721920 201500 4000 SH SOLE
Capital RE Corp COM 14043210 119025 6900 SH SOLE
Caraustar Inds COM 14090910 305900 13300 SH SOLE
Cardinal Health Inc COM 14149Y10 2422200 36700 SH SOLE
Carematrix Corp COM 14170610 611800 32200 SH SOLE
Carnival Corp. COM 14365810 917831 18900 SH SOLE
Carolina Pwr & Light COM 14414110 7188156 190100 SH SOLE
Carpenter Tech. COM 14428510 830000 32000 SH SOLE
Carriage Svcs CL A COM 14390510 80162 5300 SH SOLE
Castle & Cooke Inc COM 14843310 171200 12800 SH SOLE
Castle A M COM 14841110 53900 4400 SH SOLE
Catalina Mktg COM 14886710 2602012 30300 SH SOLE
Catalytica Inc Com COM 14888510 12100 1100 SH SOLE
Caterpillar Tractor COM 14912310 10161375 221200 SH SOLE
Cellular Comm. COM 15091810 7993 100 SH SOLE
Cendant Corp. COM 15131310 12750 800 SH SOLE
Centex Construct COM 15231R10 539594 15500 SH SOLE
Centex Corp. COM 15231210 96787 2900 SH SOLE
Central & S W Corp. COM 15235710 5892187 251400 SH SOLE
Central Garden COM 15352710 771187 45700 SH SOLE
Central Newspapers COM 15464710 180587 5802 SH SOLE
Centura Bks COM 15640T10 349125 6000 SH SOLE
Century Tel Ent COM 15668610 309100 4400 SH SOLE
Champion Enterprises COM 15849610 1499625 77400 SH SOLE
Champion Intl. Corp. COM 15852510 2537662 61800 SH SOLE
Charles River Assoc. COM 15985210 113387 4700 SH SOLE
Charles Schwab COM 80851310 1759087 18300 SH SOLE
Chartwell Re Corp. COM 16139W10 132825 7700 SH SOLE
Chase Manh. New COM 16161A10 31329375 385000 SH SOLE
Chemed Corp COM 16359610 445475 17300 SH SOLE
Cherry Corp COM 16454120 151200 11200 SH SOLE
Chevron Corp. COM 16675110 13436750 151400 SH SOLE
Chic By His Inc COM 16711310 43462 18300 SH SOLE
Chicago Bridge&Iron COM N1980810 91437 7700 SH SOLE
Chubb Corp. COM 17123210 9984379 170491 SH SOLE
Ciena Corp COM 17177910 4500 200 SH SOLE
Cigna Corp. COM 12550910 11003240 131284 SH SOLE
Cinergy Corp. COM 17247410 3069000 111600 SH SOLE
Circuit City Store COM 17273710 482737 6300 SH SOLE
Cisco Systems COM 17275R10 3538869 32300 SH SOLE
Citation Corp Ala COM 17289510 89175 8700 SH SOLE
Citigroup Inc. (New) COM 17296710 32854107 514350 SH SOLE
Claire's Stores COM 17958410 180750 6000 SH SOLE
Clear Channel Com. COM 18450210 824869 12300 SH SOLE
Cleveland Cliffs COM 18589610 224812 6600 SH SOLE
Cmptr Assoc Intl COM 20491210 56900 1600 SH SOLE
Coach USA Inc. COM 18975L10 481250 17500 SH SOLE
Coca Cola Company COM 19121610 2933725 47800 SH SOLE
Coca Cola Enterprises COM 19121910 57475 1900 SH SOLE
Cognizant Tech. COM 19244610 482850 17400 SH SOLE
Coherent Inc COM 19247910 334125 24300 SH SOLE
Colgate Palmolive COM 19416210 2309200 25100 SH SOLE
Columbia Gas Sys. COM 19764810 82032 1570 SH SOLE
Columbia HCA Healthcare COM 19767710 5794875 306000 SH SOLE
Comair Holdings Inc. COM 19978910 77962 3300 SH SOLE
Comcast Corp. Spl. A COM 20030020 213987 3400 SH SOLE
Comerica Inc. COM 20034010 6836906 109500 SH SOLE
Comm. Federal Cp COM 20164710 1686891 72750 SH SOLE
Commercial Metal Co COM 20172310 434000 21700 SH SOLE
Commonwealth Engy COM 20280010 976600 25700 SH SOLE
Commonwealth Inds COM 20300410 133200 14800 SH SOLE
Commonwlth Tele COM 20334910 73625 2000 SH SOLE
Compaq Computer COM 20449310 7696878 242899 SH SOLE
Compuware Corp. COM 20563810 599262 25100 SH SOLE
Compx Int'l CL A COM 20563P10 73950 5800 SH SOLE
Comsat Corp. COM 20564D10 324100 11200 SH SOLE
Conagra Inc. COM 20588710 202437 7900 SH SOLE
Concentric Ntwk CP COM 20589R10 1203475 16100 SH SOLE
Concord Comm. COM 20618610 837900 14700 SH SOLE
Concord EFS COM 20619710 1011544 36700 SH SOLE
Consolidated Edison COM 20911510 8033906 177300 SH SOLE
Consolidated Nat Gas COM 20961510 5005075 102800 SH SOLE
Consolidated Papers Inc. COM 20975910 25850 1100 SH SOLE
Cooper Inds Inc. COM 21666910 532812 12500 SH SOLE
Cordant Tech. COM 21841210 601169 15100 SH SOLE
Core Laboratories N V COM N2271710 285525 16200 SH SOLE
Corn Products Intl COM 21902310 117294 4900 SH SOLE
Cort Business Svcs COM 22049310 92500 4000 SH SOLE
Cost Plus Calif COM 22148510 318719 10850 SH SOLE
Costco Companies COM 22160Q10 1684750 18400 SH SOLE
Crane Co. COM 22439910 360394 14900 SH SOLE
Cutter & Buck Inc COM 23221710 1126400 35200 SH SOLE
D R Horton Inc. COM 23331A10 122275 7300 SH SOLE
DII Group COM 23294910 122850 4200 SH SOLE
DPL Inc. COM 23329310 3951750 239500 SH SOLE
DQE Inc. COM 23329J10 53725 1400 SH SOLE
DST Sys Inc Del COM 23332610 252262 4200 SH SOLE
DTE Energy Co. COM 23333110 364464 9482 SH SOLE
DaimlerChrysler AG COM D1668R12 202 2 SH SOLE
Dain Rauscher Corp. COM 23385610 190400 5600 SH SOLE
Dallas Semiconductor COM 23520410 768637 19900 SH SOLE
Dana Corp. COM 23581110 281200 7400 SH SOLE
Danaher Corp COM 23585110 1191300 22800 SH SOLE
Darden Restaurants COM 23719410 1344750 65200 SH SOLE
Dayton Hudson COM 23975310 526337 7900 SH SOLE
Deere & Co. COM 24419910 17192837 445122 SH SOLE
Dell Computer COM 24702510 3253650 79600 SH SOLE
Delphi Finl. Group COM 24713110 579838 17117 SH SOLE
Delta Air Lines COM 24736110 8645800 124400 SH SOLE
Delta Woodside Inds COM 24790910 128012 26600 SH SOLE
Deluxe Corp COM 24801910 43687 1500 SH SOLE
Dendrite Intl Inc. COM 24823910 345844 15500 SH SOLE
Department 56 Inc. COM 24950910 70006 2300 SH SOLE
Devon Energy Corp. COM 25179910 1452544 52700 SH SOLE
Dexter Corp COM 25216510 340200 10800 SH SOLE
Diamond Offshore Drilling COM 25271C10 28462 900 SH SOLE
Discount Auto Parts COM 25464210 580500 27000 SH SOLE
Disney Walt Prodtns COM 25468710 7896412 253700 SH SOLE
Dollar Gen Corp COM 25666910 88400 2600 SH SOLE
Dollar Thrifty Automotive COM 25674310 103500 6000 SH SOLE
Dominion Res COM 25747010 232706 6300 SH SOLE
Donnelley RR & Sons COM 25786710 157719 4900 SH SOLE
Doubleclick Inc COM 258609304 855694 4700 SH SOLE
Dover Corp. COM 26000310 36162 1100 SH SOLE
Du Pont De Nemours COM 26353410 20832825 358800 SH SOLE
Duane Reade Inc COM 26357810 393037 14100 SH SOLE
Duke Power Co COM 26439910 9120800 166400 SH SOLE
Dun & Bradstr. (New) COM 26483B10 42750 1200 SH SOLE
Dupont Photomasks COM 26613X10 297187 7500 SH SOLE
E M C Corp Mass COM 26864810 14512400 113600 SH SOLE
E Trade Group Inc COM 26924610 1090444 18700 SH SOLE
EG & G Inc Com COM 26845710 145062 5500 SH SOLE
Eagle Hardware & Garden COM 26959B10 420062 11000 SH SOLE
Eagle USA Airfreight COM 270018104 81250 2500 SH SOLE
Earthgrains Co. COM 27031910 82094 3700 SH SOLE
Eastern Enterprises COM 27637F10 272812 7500 SH SOLE
Eastern Utils COM 27717310 167044 5900 SH SOLE
Eastman Kodak Co. COM 27746110 15470525 242200 SH SOLE
Eaton Corp. COM 27805810 10986904 153663 SH SOLE
Echostar Comm. CL A COM 27876210 1640662 20100 SH SOLE
Edison International COM 28102010 5355575 240700 SH SOLE
Elan ADR PLC COM 28413120 299925 4300 SH SOLE
Electronic Arts COM 28551210 2375000 50000 SH SOLE
Electronic Data Sys COM 28566110 18335712 376600 SH SOLE
Electronics for Imagin COM 28608210 869700 22300 SH SOLE
Eli Lilly & Co. COM 53245710 10830050 127600 SH SOLE
Emerson Elec Co. COM 29101110 11535081 217900 SH SOLE
Energy East Corp COM 29266M10 1136138 21615 SH SOLE
Enesco Group COM 29297310 93925 5200 SH SOLE
Ennis Business Forms COM 29338910 203981 25300 SH SOLE
Enron Corp. COM 29356110 8127561 126499 SH SOLE
Entergy Corp. COM 29364G10 18653250 678300 SH SOLE
Entrust Technologies Inc COM 293848107 357750 10600 SH SOLE
Equity Office Prop. COM 29474110 185237 7300 SH SOLE
Ericsson Tel ADR COM 29482140 1169194 49100 SH SOLE
Esco Electronics Corp. COM 26903020 85500 9500 SH SOLE
Etec Sys. Inc. COM 26922C10 771262 26200 SH SOLE
Ethan Allen Interiors Inc COM 29760210 241062 5800 SH SOLE
Everen Capital Corp COM 29976110 1118975 57200 SH SOLE
Excite Inc. COM 300904109 224000 1600 SH SOLE
Executive Risk Inc. COM 30158610 1547800 21800 SH SOLE
Exodus Comm. COM 30208810 766650 5700 SH SOLE
Expeditors Int'l COM 30213010 2208600 40900 SH SOLE
Extended Stay America COM 30224P10 293400 28800 SH SOLE
Exxon Corp. COM 30229010 28373181 402100 SH SOLE
F M C Corp. COM 30249130 83937 1700 SH SOLE
FDX Corp. COM 31304N10 204600 2200 SH SOLE
FPL Group Inc. COM 30257110 308850 5800 SH SOLE
Federal Home Ln Mtg. COM 31340030 1054550 18400 SH SOLE
Federal Natl Mtg. COM 31358610 20518775 296300 SH SOLE
Fedtd Dept Stores COM 31410H10 8887527 221496 SH SOLE
Felcor Lodging Trust COM 31430F10 1590662 68600 SH SOLE
Fibermark Inc. COM 31564610 77962 6600 SH SOLE
Financial Fed Corp. COM 31749210 15200 800 SH SOLE
Financial Sec. Assurn. COM 31769P10 1205887 24300 SH SOLE
First Data Corp. COM 31996310 85500 2000 SH SOLE
First Defiance Finl COM 32006W10 74550 7100 SH SOLE
First Energy Corp COM 33793210 2184000 78000 SH SOLE
First Midwest Bancorp COM 32086710 148200 3900 SH SOLE
First Union COM 33735810 25617937 479400 SH SOLE
First Virginia Bank COM 33747710 173612 3800 SH SOLE
Firstar Corp. New COM 33763V10 767820 8579 SH SOLE
Fleet Fin'l Grp COM 33891510 3390012 90100 SH SOLE
Fleetwood Ent. COM 33909910 311154 10870 SH SOLE
Flextronics Int'l COM Y2573F10 2060400 40400 SH SOLE
Florida Est Coast COM 34063210 212556 7100 SH SOLE
Florida Progress COM 34110910 3737250 99000 SH SOLE
Fluor Corp. COM 34386110 1306557 48391 SH SOLE
Ford Motor Co. Del COM 34537010 30101062 531000 SH SOLE
Forrester Research COM 346563109 18225 600 SH SOLE
Fort James COM 34747110 16854581 531900 SH SOLE
Franchise Fin Corp. COM 35180710 256962 12200 SH SOLE
Freds Inc COM 35610810 137500 12500 SH SOLE
Fremont General Corp COM 35728810 984807 51662 SH SOLE
Frontier Corp COM 35906P10 555062 10700 SH SOLE
Fuller H B Co. COM 35969410 170919 2900 SH SOLE
Fundtech Ltd COM M4709510 530200 17600 SH SOLE
Furniture Brands COM 36092110 234525 10600 SH SOLE
Furon Co COM 36110610 186850 14800 SH SOLE
G & K Svcs Inc. COM 36126810 452637 9800 SH SOLE
GATX Corp. COM 36144810 1017769 30900 SH SOLE
GPU Inc. COM 36225X10 175369 4700 SH SOLE
GTE Corp. COM 36232010 29832550 493100 SH SOLE
Galileo International COM 36354710 474075 9800 SH SOLE
Gallagher Arthur Co. COM 36357610 82800 1800 SH SOLE
Gannett Inc. COM 36473010 8769600 139200 SH SOLE
Gap Inc. Del COM 36476010 2423250 36000 SH SOLE
Garan Inc. COM 36480210 214237 8700 SH SOLE
Gemstar Int'l Gp COM G3788V10 1196475 15900 SH SOLE
Gencorp Inc. COM 36868210 541800 30100 SH SOLE
General Electric Co. COM 36960410 3484687 31500 SH SOLE
General Mills Inc. COM 37033410 3332306 44100 SH SOLE
General Motors Corp. COM 37044210 30450000 350000 SH SOLE
General Nutrition COM 37047F10 856800 61200 SH SOLE
Genesee Cl B COM 37160120 58500 2600 SH SOLE
Gentex Corp. COM 37190110 633937 29400 SH SOLE
Genuine Parts COM 37246010 7424981 257700 SH SOLE
Geocities COM 37247V10 10956 100 SH SOLE
Getty Images Inc Com COM 37427610 420000 20000 SH SOLE
Gibraltar Stl Corp. COM 37476F10 964975 48400 SH SOLE
Gilead Sciences Inc. COM 37555810 1519700 33400 SH SOLE
Gillette Co. COM 37576610 3179906 53500 SH SOLE
Gleason Corp COM 37733910 79606 4700 SH SOLE
Glenborough Rlty Tr COM 37803P10 265200 15600 SH SOLE
Global Directmail COM 37932110 852575 50900 SH SOLE
Global Telesystems Gp COM 37936U10 520219 9300 SH SOLE
Golden West Finl Del COM 38131710 6923750 72500 SH SOLE
Good Guys Inc COM 38209110 49212 12700 SH SOLE
Goodyear Tire Rubber COM 38255010 369459 7417 SH SOLE
Grainger W Inc. COM 38480210 212987 4946 SH SOLE
Great Atlantic & Pac. COM 39006410 636000 21200 SH SOLE
Greenpoint Financial COM 39538410 236995 6820 SH SOLE
Grey Advertising COM 39783810 347000 1000 SH SOLE
Guidant Corp. COM 40169810 520300 8600 SH SOLE
Guilford Mills COM 40179410 418250 47800 SH SOLE
Guitar Ctr Mgmt Inc COM 40204010 891075 43600 SH SOLE
HNC Software Inc COM 40425P10 1084025 33100 SH SOLE
Haggar Corp. COM 40517310 128587 12700 SH SOLE
Halliburton Co. COM 40621610 21151900 549400 SH SOLE
Handleman Co. Del COM 41025210 334375 25000 SH SOLE
Hansn PLC Spn ADR COM 41135240 233200 5300 SH SOLE
Harland John H Co COM 41269310 75037 5800 SH SOLE
Harman Intl Inds Inc COM 41308610 845250 23000 SH SOLE
Hartford Fincl. Srv COM 41651510 7757974 136554 SH SOLE
Hasbro Inc. COM 41805610 260437 9000 SH SOLE
Health Mgmt Assoc. COM 42193310 398531 32700 SH SOLE
Healthsouth Corp. COM 42192410 21787 2100 SH SOLE
Heftel Broadcasting COM 42279910 386037 8900 SH SOLE
Heinz H J Co. COM 42307410 7850037 165700 SH SOLE
Heller Fincl. Inc CL A COM 42332810 263200 11200 SH SOLE
Helmerich & Payne COM 42345210 129319 5700 SH SOLE
Hewlett Packard COM 42823610 19482531 287300 SH SOLE
Hibbett Sporting Gds COM 42856510 542750 26000 SH SOLE
Hibernia Corp A COM 42865610 292762 22200 SH SOLE
Home Depot. Inc. COM 43707610 3174750 51000 SH SOLE
Honeywell Inc. COM 43850610 17896071 236057 SH SOLE
Horace Mann Edtrs COM 44032710 435925 18800 SH SOLE
Household Intl Corp. COM 44181510 16858437 369500 SH SOLE
Hrpt Properties Trust COM 40426W10 47250 3500 SH SOLE
Hubco Inc. COM 40438210 100687 3000 SH SOLE
Hughes Supply Inc COM 44448210 434525 19100 SH SOLE
Human Genome Sciences COM 44490310 280969 8100 SH SOLE
I2 Technologies Inc. COM 46575410 5319 200 SH SOLE
ICG Comm. Inc. COM 44924610 2078000 103900 SH SOLE
IDEC Pharmaceuticals COM 44937010 1392262 27100 SH SOLE
IDX Sys Corp Com COM 44949110 5800 400 SH SOLE
IHOP Corp. COM 44962310 215875 5500 SH SOLE
IMS Health Inc. COM 44993410 720137 21740 SH SOLE
ING Groep ADR COM 45683710 60431 1100 SH SOLE
ITT Industries COM 45091110 15259254 431357 SH SOLE
Idexx Labs Inc. COM 45168D10 878506 36700 SH SOLE
Illinois Tool Inc. COM 45230810 1485000 24000 SH SOLE
Imation Corp. COM 45245A10 110550 6700 SH SOLE
Imperial Chm Ind ADR COM 45270450 1129490 31539 SH SOLE
Imperial Tobacco Gp COM 45314210 176175 8700 SH SOLE
Ingersoll Rand Co. COM 45686610 11086076 223397 SH SOLE
Inhale Therapeutic COM 45719110 1109412 40900 SH SOLE
Inspire Insurance Companies COM 45773210 123500 6500 SH SOLE
Int'l Business Mach. COM 45920010 33730675 190300 SH SOLE
Int'l Flav & Fra COM 45950610 304256 8100 SH SOLE
Int'l Paper Co. COM 46014610 14159011 335621 SH SOLE
Int'l Rectifier COM 46025410 5600 800 SH SOLE
Int'l Shiphldg COM 46032120 82500 6600 SH SOLE
Integrated Health Svc COM 45812C10 65450 11900 SH SOLE
Integrated Sys Inc COM 45812M10 540687 42200 SH SOLE
Intel Corp. COM 45814010 3352275 28200 SH SOLE
Interface Inc. COM 45866510 326287 33900 SH SOLE
Intermedia Comm. COM 45880110 1405800 52800 SH SOLE
Intermet Corp. COM 45881K10 175212 13100 SH SOLE
International Multi COM 46004310 109569 4700 SH SOLE
Interpool Inc COM 46062R10 151200 11200 SH SOLE
Interpublic Grp COM 46069010 685300 8800 SH SOLE
Intl Network Svcs. COM 46005310 1790400 25600 SH SOLE
Intuit COM 46120210 2431825 23900 SH SOLE
Investors Fin. Svc COM 46191510 74750 2600 SH SOLE
Ipallo Enterprises COM 46261310 487012 22200 SH SOLE
J.C. Penney Inc. COM 70816010 7213698 178116 SH SOLE
Jabil Circuit Inc. COM 46631310 903150 22300 SH SOLE
Jacobson Stores COM 46983410 61250 9800 SH SOLE
Jacor Comm COM 46985840 418000 5500 SH SOLE
Jefferson Pilot COM 47507010 6314300 93200 SH SOLE
Johnson & Johnson COM 47816010 3487550 37300 SH SOLE
Johnson Ctls Inc. COM 47836610 311875 5000 SH SOLE
Jones Apparel COM 48007410 868856 31100 SH SOLE
Jones Intercable COM 48020620 788750 20000 SH SOLE
K Mart Corp. COM 48258410 217602511294290 SH SOLE
KLA Instrument Corp COM 48248010 728437 15000 SH SOLE
Kellwood Co COM 48804410 456694 20700 SH SOLE
Kennametal Inc. COM 48917010 130425 7400 SH SOLE
Keycorp COM 49326710 7587219 250300 SH SOLE
Keystone Autmotive COM 49338N10 14625 900 SH SOLE
Knoll Inc COM 49890410 534362 21700 SH SOLE
Kohls COM 50025510 3168112 44700 SH SOLE
Koninklijke Philips Old COM 50047210 16471012 199800 SH SOLE
LTV Corp. New COM 50192110 74712 13900 SH SOLE
Lakes Gaming Inc. COM 51206P10 33161 4050 SH SOLE
Lamar Advertising COM 51281510 397069 11700 SH SOLE
Landstar Sys Inc. COM 51509810 241812 7300 SH SOLE
Lason Inc. COM 51808R10 1051875 18700 SH SOLE
Lauder Estee Cos. COM 51843910 264600 2800 SH SOLE
Lehman Brothers Hdg COM 52490810 1057575 17700 SH SOLE
Level One Comm. COM 52729510 2032525 41800 SH SOLE
Libbey Inc COM 52989810 173600 5600 SH SOLE
Lilly Indl Coatings COM 53249110 120900 7800 SH SOLE
Lincare Hldgs COM 53279110 3099375 110200 SH SOLE
Lincoln Nat'l Corp. COM 53418710 5087020 51449 SH SOLE
Linens N Things COM 53567910 1687950 37200 SH SOLE
Lockheed Martin COM 53983010 1623250 43000 SH SOLE
Loews Corp. COM 54042410 298500 4000 SH SOLE
Lone Star Inds Inc COM 54229040 427800 13800 SH SOLE
Lowes Cos Inc. COM 54866110 937750 15500 SH SOLE
Lucent Technologies COM 54946310 3412800 31600 SH SOLE
M & T Bank Corp. COM 55261F10 766400 1600 SH SOLE
M D C Hldgs Inc. COM 55267610 313375 21800 SH SOLE
MBIA Inc. COM 55262C10 516200 8900 SH SOLE
MBNA Corp COM 55262L10 1148376 48099 SH SOLE
MCI/Worldcom Inc. COM 55268B10 34955491 394699 SH SOLE
MGM Grand COM 55295310 50437 1500 SH SOLE
MSC Indl Direct COM 55353010 860200 50600 SH SOLE
Mack Cali Rlty Corp. COM 55448910 898875 30600 SH SOLE
Magnetek Inc COM 55942410 114737 13700 SH SOLE
Markwest Hydrocar COM 57076210 46500 6200 SH SOLE
Marriott Intl New-A COM 57190320 524550 15600 SH SOLE
Marsh & McLennon COM 57174810 7670025 103300 SH SOLE
Marshall & Ilsley Corp. COM 57183410 33262 600 SH SOLE
Martin Marietta Matls COM 57328410 741812 13000 SH SOLE
Masco Corp. COM 57459910 220350 7800 SH SOLE
Mattel Inc. COM 57708110 403987 16200 SH SOLE
Maxim Intergrated COM 57772K10 1196162 22100 SH SOLE
Maximus Inc. COM 57793310 305812 10500 SH SOLE
May Dept Stores Co. COM 57777810 8836068 225842 SH SOLE
McDonalds Corp. COM 58013510 12701094 280300 SH SOLE
McGrath Rentcorp COM 58058910 292000 16000 SH SOLE
McGraw Hill Inc. COM 58064510 8545600 156800 SH SOLE
McKesson HBOC Inc. COM 58155Q10 877391 13294 SH SOLE
Mcleodusa COM 58226610 1234800 29400 SH SOLE
Medallion Finl Corp COM 58392810 515137 34200 SH SOLE
Media One Group COM 58440J10 8526000 134400 SH SOLE
Medical Mgr Corp. COM 58461C10 270562 11700 SH SOLE
Medquist Inc. COM 58494910 282000 9400 SH SOLE
Medtronic Inc. COM 58505510 3450000 48000 SH SOLE
Mellon Bank COM 58550910 204087 2900 SH SOLE
Mentor Corp Minn COM 58718810 907687 61800 SH SOLE
Mercantile Bancorp COM 58734210 337250 7100 SH SOLE
Mercantile Bankshares COM 58740510 25900 700 SH SOLE
Merck & Co. Inc. COM 58933110 6097512 76100 SH SOLE
Meredith Corp. COM 58943310 97456 3100 SH SOLE
Meridian Insurance COM 58964410 124740 7920 SH SOLE
Meristar Htl & Resrt COM 58998810 58025 21100 SH SOLE
Merrill Corp. COM 59017510 128400 9600 SH SOLE
Merrill Lynch & Co COM 59018810 11690850 132100 SH SOLE
Meta Group Inc Com COM 59100210 289050 18800 SH SOLE
Metamor Worldwide COM 59133P10 763000 54500 SH SOLE
Metris Companies COM 59159810 129200 3200 SH SOLE
Metromedia Fiber Net COM 59168910 1181325 22800 SH SOLE
Metzler Group Inc COM 59290310 762412 24300 SH SOLE
Micrel Inc. COM 59479310 911137 18200 SH SOLE
Microchip Tech COM 59501710 986812 28500 SH SOLE
Micromuse Inc. COM 59509410 211600 4600 SH SOLE
Microsoft Corp. COM 59491810 3710475 41400 SH SOLE
Millenium Pharm. COM 59990210 331250 10600 SH SOLE
Milliocom Cell COM L6388F10 967200 37200 SH SOLE
Mills Corp. COM 60114810 109419 6100 SH SOLE
Minimed Inc Com COM 60365K10 1189012 11700 SH SOLE
Minn. Mng & Mfg. COM 60405910 1075400 15200 SH SOLE
Minntech Corp COM 60425810 15150 1200 SH SOLE
Mississippi Chem COM 60528820 194062 20700 SH SOLE
Mobil Corp. COM 60705910 28767200 326900 SH SOLE
Monaco Coach Corp. COM 60886R10 133762 5800 SH SOLE
Monsanto Company COM 61166210 10910156 237500 SH SOLE
Morgan J P & Co. COM 61688010 13225800 107200 SH SOLE
Motivepower Inds COM 61980K10 103012 4100 SH SOLE
Motorola Inc. COM 62007610 12013000 164000 SH SOLE
Mrgn. Stan. Dean Wit. COM 61744644 27942525 279600 SH SOLE
Murphy Oil Corp. COM 62671710 315400 7600 SH SOLE
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NCI Building Sys COM 62885210 98700 4200 SH SOLE
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NTL Inc. COM 62940710 423150 5200 SH SOLE
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Nabisco Hldgs Cl A COM 62952610 187031 4500 SH SOLE
Nac Re Corp COM 62890710 601300 11200 SH SOLE
Nalco Chemical COM 62985310 45156 1700 SH SOLE
Nash Finch Co COM 63115810 113062 13500 SH SOLE
Nat'l Fuel Gas COM 63618010 357175 9100 SH SOLE
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National Westn Life COM 63852210 253800 2400 SH SOLE
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Natl Instrs Corp. COM 63651810 182400 6400 SH SOLE
Natural Microsystems COM 63888210 98256 19900 SH SOLE
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Network Appliance COM 64120L10 1468125 29000 SH SOLE
Networks Assoc. Inc COM 64093810 856181 27900 SH SOLE
Neurogen Corp. COM 64124E10 242606 22700 SH SOLE
New Century Energies COM 64352U10 183937 5400 SH SOLE
New England Elec Sv COM 64400110 960300 19800 SH SOLE
New Era of Networks COM 64431210 399725 5900 SH SOLE
Newfield Exploration Company COM 65129010 251137 11100 SH SOLE
Newport News Ship. COM 65222810 335887 10600 SH SOLE
Nextlink Comm. Cl.A COM 65333H70 901600 16100 SH SOLE
Niagara Mohawk Pwr COM 65352210 755187 56200 SH SOLE
Nike Inc B COM 65410610 1903687 33000 SH SOLE
Noble Affiliates COM 65489410 562600 19400 SH SOLE
Nokia Spon. ADR A COM 65490220 1043525 6700 SH SOLE
Norrell Corp GA COM 65630110 1159950 88800 SH SOLE
North Fork Bancorp COM 65942410 464750 22000 SH SOLE
Northern Sts Pwr COM 66577210 342850 14786 SH SOLE
Novell Inc. COM 67000610 347587 13800 SH SOLE
Novellus Sys Inc. COM 67000810 1504912 27300 SH SOLE
Ntwk Event Theatre COM 64092410 1528887 121100 SH SOLE
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Oracle Systems COM 68389X10 1809325 68600 SH SOLE
Orion Capital COM 68626810 726937 23262 SH SOLE
Orthlogic Corp COM 68750J10 487500 162500 SH SOLE
Orthodontic Ctr COM 68750P10 787500 50000 SH SOLE
Orthofix Int'l New COM N6748L10 21000 1400 SH SOLE
Oshkosh Truck COM 68823920 481000 14800 SH SOLE
Outback Steakhouse COM 68989910 1894587 57850 SH SOLE
Outdoor Sys Inc COM 69005710 1068000 35600 SH SOLE
Overseas Shphldg COM 69036810 99975 8600 SH SOLE
Owens Corning COM 69073F10 489912 15400 SH SOLE
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Pacific Corp. COM 69511410 5011125 290500 SH SOLE
Panamerican Beverages COM P7482310 91325 5200 SH SOLE
Parametric Tech COM 69917310 21725 1100 SH SOLE
Parexel International COM 69946210 488225 23600 SH SOLE
Partnerre Hldgs COM G6852T10 255474 6308 SH SOLE
Pathogenesis Corp COM 70321E10 304856 22900 SH SOLE
Paychex Inc. COM 70432610 3353831 70700 SH SOLE
Peco Energy COM 69330410 786250 17000 SH SOLE
Pediatrix Medical Gp COM 70532410 424687 15100 SH SOLE
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Pepsico Inc. COM 71344810 11869894 302900 SH SOLE
Perclose Inc. COM 71361C10 229400 7400 SH SOLE
Personnel Gp Amer COM 71533810 235031 32700 SH SOLE
Petsmark Inc. COM 71676810 385500 48000 SH SOLE
Pfizer Inc. COM 71708110 9823500 70800 SH SOLE
Pharmaceutical Prods COM 71712410 23494 700 SH SOLE
Pharmacia & Upjohn COM 71694110 11015425 176600 SH SOLE
Phelps Dodge Corp. COM 71726510 212267 4310 SH SOLE
Philadelphia Cons Hl COM 71752810 841225 41800 SH SOLE
Philip Morris Co. COM 71815410 19120887 543400 SH SOLE
Phillips Pete Co. COM 71850710 9662625 204500 SH SOLE
Physician Reliance COM 71940G10 602650 70900 SH SOLE
Pillowtex Corp Com COM 72150110 5675 400 SH SOLE
Pinnacle West Cap. COM 72348410 429225 11800 SH SOLE
Pioneer Standard El COM 72387710 84000 12800 SH SOLE
Popular Inc COM 73317410 1693123 54838 SH SOLE
Potash Corp COM 73755L10 406600 7600 SH SOLE
Precision Castparts COM 74018910 156975 3900 SH SOLE
Premier Pks. Inc. COM 74054020 841850 22600 SH SOLE
Presidential Life COM 74088410 1343519 74900 SH SOLE
Price Enterprises COM 74144420 45056 8100 SH SOLE
Prime Hospitality COM 74191710 769162 77400 SH SOLE
Primus Telecomm COM 74192910 835312 82500 SH SOLE
Prison Realty Corp. COM 74264N10 123806 7100 SH SOLE
Pro Business Svc. COM 74267410 331800 7900 SH SOLE
Proctor & Gamble COM 74271810 3584512 36600 SH SOLE
Progressive Corp. COM 74331510 43050 300 SH SOLE
Providian Fincl. COM 74406A10 6424000 58400 SH SOLE
Public Srv Co. of NC COM 74451610 70937 2500 SH SOLE
Public Svc Enter. COM 74457310 10406094 272500 SH SOLE
Public Svc. Co. COM 74449910 90100 5300 SH SOLE
Pulaski Furniture COM 74555310 123000 6000 SH SOLE
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QLT Phototherapeutics COM 74692710 566425 13900 SH SOLE
QRS Corp. COM 74726X10 325325 5200 SH SOLE
Quanex Corp. COM 74762010 122450 7900 SH SOLE
Quintiles Transnat'l COM 74876710 1021062 27048 SH SOLE
Quorum Health Gp COM 74908410 554000 55400 SH SOLE
Qwest Comm Int'l COM 74912110 951673 13200 SH SOLE
RCN Corporation COM 74936110 107400 3200 SH SOLE
RF Microdevices COM 74994110 736794 7700 SH SOLE
RJR Nabisco (New) COM 74960K87 322500 12900 SH SOLE
Rambus Inc. COM 75091710 560062 8700 SH SOLE
Rayonier Inc Com COM 75490710 164256 4100 SH SOLE
Raytheon Co. COM 75511140 21333637 363900 SH SOLE
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Regions Fin'l Corp. COM 75894010 228525 6600 SH SOLE
Regis Corp Minn Com COM 75893210 131794 4950 SH SOLE
Reliance Bancorp Inc COM 75945110 143750 5000 SH SOLE
Reliant Energy COM 75952J10 417000 16000 SH SOLE
Reliastar Finl. Corp. COM 75952U10 308775 7244 SH SOLE
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Rent a Center COM 76009N10 1814125 63100 SH SOLE
Res-Care Inc. COM 76094310 153425 6800 SH SOLE
Resmed Inc Com COM 76115210 336175 11900 SH SOLE
Reynolds Metals Co. COM 76176310 846483 17521 SH SOLE
Risk Cap Hldgs COM 76771110 532400 35200 SH SOLE
Rite Aid Corp. COM 76775410 212500 8500 SH SOLE
Rochester Gas & El C COM 77136710 630375 24600 SH SOLE
Rockwell Int'l COM 77390310 169750 4000 SH SOLE
Rohm & Haas Co COM 77537110 232085 6915 SH SOLE
Rollins Truck CP COM 77574110 311437 33000 SH SOLE
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Royal Dutch Pete. COM 78025780 19422000 373500 SH SOLE
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SBC Communications COM 78387G10 28656969 607300 SH SOLE
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Santa Fe Energy COM 80201210 92187 12500 SH SOLE
Sapient COM 80306210 1334712 18700 SH SOLE
Sara Lee Corp COM 80311110 5655375 228500 SH SOLE
Sbarro Inc. COM 80584410 117150 4400 SH SOLE
Schein Henry COM 80640710 1060500 42000 SH SOLE
Schering Plough COM 80660510 4806750 87000 SH SOLE
Schlumberger Ltd. COM 80685710 10556887 175400 SH SOLE
Scipe Hldgs COM 78402P10 157687 5800 SH SOLE
Seagate Technology COM 81180410 5220737 176600 SH SOLE
Seagram Co Ltd COM 81185010 245000 4900 SH SOLE
Sealed Air Corp - New COM 81211K10 78700 1600 SH SOLE
Sealed Air Corp. PFD COM 81211K20 21136 427 SH SOLE
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Simon Ppty Gp New COM 82880610 4568344 166500 SH SOLE
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Smithfield Foods COM 83224810 1567706 69100 SH SOLE
Smithkln B. PLC ADR COM 83237830 314600 4400 SH SOLE
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State Street Corp COM 85747710 855400 10400 SH SOLE
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Steris Corp COM 85915210 2987325 112200 SH SOLE
Sterling Commerce COM 85920510 1082400 35200 SH SOLE
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Tecumseh Prod. Cl A COM 87889520 1889781 37100 SH SOLE
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Telebanc Financial corp COM 87925r10 7975 100 SH SOLE
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Timken Co COM 88738910 100750 6200 SH SOLE
Tommy Hilfiger COM G8915Z10 1969825 28600 SH SOLE
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Tractor Supply COM 89235610 199387 7800 SH SOLE
TransAtlantic Hldgs COM 89352110 697500 9300 SH SOLE
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Tribune Co. News COM 89604710 90369 1381 SH SOLE
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Waters Corp. COM 94184810 1912137 18200 SH SOLE
Watsco Inc. COM 94262220 937462 64100 SH SOLE
Wausau-Mos. Paper COM 94331510 416920 29780 SH SOLE
Webb Corp. COM 94742310 201694 9300 SH SOLE
Weeks Corp. COM 94856P10 108537 3800 SH SOLE
Wells Fargo (New) COM 94974610 29666381 846100 SH SOLE
Western Resources COM 95942510 369889 13860 SH SOLE
Western Wireless COM 95988E20 2309125 63700 SH SOLE
Westvaco Corp COM 96154810 249900 11900 SH SOLE
Weyerhaeuser Co. COM 96216610 8424900 151800 SH SOLE
Whirlpool Corp COM 96332010 402375 7400 SH SOLE
Whittman-Hart Inc. COM 96683410 834200 38800 SH SOLE
Whole Foods Market COM 96683710 371250 10800 SH SOLE
Wild Oats Mkt. Inc. COM 96808B10 84087 3100 SH SOLE
Willbros Group Inc COM 96919910 36312 7000 SH SOLE
Williams Cos. COM 96945710 26777050 677900 SH SOLE
Wilmar Ind COM 97142610 253294 17100 SH SOLE
Wind River Systems COM 97314910 924469 51900 SH SOLE
Winstar Comm. COM 97551510 1192075 32800 SH SOLE
Wolohan Lmbr COM 97786510 107100 8400 SH SOLE
World Color Press COM 98144310 1058250 49800 SH SOLE
Worthington Inds. Inc. COM 98181110 30550 2600 SH SOLE
XL Capital Ltd. COM G9825510 321975 5300 SH SOLE
Xerox Corp. COM 98412110 18921437 354500 SH SOLE
Xomed Surgical Prods COM 98412V10 23550 600 SH SOLE
Xylan corp. COM 98415110 1170637 31800 SH SOLE
Zale Corp. COM 98885810 1264937 37000 SH SOLE
SUBTOTAL 2,651,147,861
CASH AND EQUIVALENTS CASH 131,292,523.17
TOTAL PORTFOLIO 2,782,440,384
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