UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
REPORT FOR THE CALENDAR YEAR OR QUARTER ENDED: 9/30/99
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: LYON STREET ASSET MANAGEMENT COMPANY
ADDRESS: 111 LYON ST
GRAND RAPIDS, MI 49503
13F FILE NUMBER: 28-7690
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: KEN KREI
TITLE: EXECUTIVE VICE PRESIDENT
PHONE: (616)653-3365
<PAGE>
SIGNATURE,PLACE,AND DATE OF SIGNING:
KEN KREI GRAND RAPIDS, MI 11/12/99
REPORT TYPE (CHECK ONLY ONE.):
(X) 13F HOLDINGS REPORT
( ) 13F NOTICE
( ) 13F COMBINATION REPORT
LIST OF OTHER MANAGERS REPORTING FOR THIS MANAGER:
NONE
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
<PAGE>
FORM 13F SUMMARY PAGE
REPORT SUMMARY:
NUMBER OF OTHER INCLUDED MANAGERS: 1
FORM 13F INFORMATION TABLE ENTRY TOTAL: 958
FORM 13F INFORMATION TABLE VALUE TOTAL: $2,309,901
LIST OF OTHER INCLUDED MANAGERS:
PROVIDE A NUMBERED LIST OF THE NAME(S) AND FORM 13F FILE NUMBER(S) OF
ALL INSTITUTIONAL INVESTMENT MANAGERS WITH RESPECT TO WHICH THIS REPORT IS
FILED, OTHER THAN THE MANAGER FILING THIS REPORT.
[IF THERE ARE NO ENTRIES IN THIS LIST, STATE "NONE" AND OMIT THE COLUMN
HEADINGS AND LIST ENTRIES.]
NO. FORM 13F FILE NUMBER NAME
1 28-1597 OLD KENT FINANCIAL CORPORATION
<PAGE>
<TABLE>
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (X1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
<S> <C> <C> <C> <C> <C> <C> <C>
AAR CORP COMMON STOCK 000361105 777 43150 SH SHARED 01 43150
ADC TELECOMMUNICATIONS COMMON STOCK 000886101 428 10200 SH SHARED 01 10200
ABM INDUSTRIES INC COMMON STOCK 000957100 1238 48800 SH SHARED 01 48800
ACT NETWORKS, INC. COMMON STOCK 000975102 143 14700 SH SHARED 01 14700
AFLAC INCORPORATED COMMON STOCK 001055102 846 20200 SH SHARED 01 20200
AES CORP COMMON STOCK 00130H105 850 14400 SH SHARED 01 14400
AMR CORPORATION COMMON STOCK 001765106 1575 28900 SH SHARED 01 28900
AT&T CORP COMMON STOCK 001957109 23785 546771 SH SHARED 01 546771
ABBOTT LABS COMMON STOCK 002824100 9621 261800 SH SHARED 01 261800
ACCEPTANCE INSURANCE COS. COMMON STOCK 004308102 485 28000 SH SHARED 01 28000
ACCLAIM ENTERTAINMENT COMMON STOCK 004325205 535 70500 SH SHARED 01 70500
ACUSON COMMON STOCK 005113105 1187 93100 SH SHARED 01 93100
ADOBE SYSTEMS INC COMMON STOCK 00724F101 522 4600 SH SHARED 01 4600
ADVEST GROUP, INC. COMMON STOCK 007566102 429 23500 SH SHARED 01 23500
ADVO, INC. COMMON STOCK 007585102 1336 67000 SH SHARED 01 67000
AEROFLEX, INC. COMMON STOCK 007768104 488 40000 SH SHARED 01 40000
ADVANCED MICRO DEVICES COMMON STOCK 007903107 191 11100 SH SHARED 01 11100
AETNA COMMON STOCK COMMON STOCK 008117103 1136 23070 SH SHARED 01 23070
AFFYMETRIX INC. COMMON STOCK 00826T108 5414 55000 SH SHARED 01 55000
AIR PRODUCTS & CHEMICAL COMMON STOCK 009158106 503 17300 SH SHARED 01 17300
ALASKA AIRGROUP INC COMMON STOCK 011659109 1298 31900 SH SHARED 01 31900
ALBANY INTL CORP. COMMON STOCK 012348108 847 56000 SH SHARED 01 56000
ALBERTO CULVER CO COMMON STOCK 013068101 662 28620 SH SHARED 01 28620
ALBERTSONS INC COMMON STOCK 013104104 3144 79476 SH SHARED 01 79476
ALCAN ALUMINUM LTD ADR COMMON STOCK 013716105 533 17050 SH SHARED 01 17050
ALCOA INC. COMMON STOCK 013817101 4518 72800 SH SHARED 01 72800
ALKERMES INC. COMMON STOCK 01642T108 1933 67100 SH SHARED 01 67100
ALLEGHENY TELEDYNE, INC. COMMON STOCK 017415100 245 14520 SH SHARED 01 14520
ALLEN TELECOM INC. COMMON STOCK 018091108 978 100300 SH SHARED 01 100300
ALLERGAN INC COMMON STOCK 018490102 550 5000 SH SHARED 01 5000
ALLIANT TECHSYSTEMS INC COMMON STOCK 018804104 1414 20400 SH SHARED 01 20400
ALLIED SIGNAL INC COMMON STOCK 019512102 5598 93400 SH SHARED 01 93400
ALLIED WASTE INDUST INC COMMON STOCK 019589308 152 13000 SH SHARED 01 13000
ALLSTATE CORP COMMON STOCK 020002101 4167 167098 SH SHARED 01 167098
ALLTEL COMMON STOCK 020039103 1619 23000 SH SHARED 01 23000
ALPHARMA INC-CL A COMMON STOCK 020813101 2119 60000 SH SHARED 01 60000
ALZA COMMON STOCK 022615108 325 7600 SH SHARED 01 7600
AMERADA HESS CORP COMMON STOCK 023551104 417 6800 SH SHARED 01 6800
AMEREN CORPORATION COMMON STOCK 023608102 393 10400 SH SHARED 01 10400
AMERICA ONLINE COMMON STOCK 02364J104 17014 163600 SH SHARED 01 163600
AMERICA WEST HOLDINGS - B COMMON STOCK 023657208 1650 95300 SH SHARED 01 95300
AMERICAN BUSINESS PRODUCT COMMON STOCK 024763104 605 38400 SH SHARED 01 38400
AMERICAN ELEC POWER INC COMMON STOCK 025537101 498 14600 SH SHARED 01 14600
<PAGE>
AMERICAN EXPRESS CO COMMON STOCK 025816109 10588 78650 SH SHARED 01 78650
AMERICAN GENERAL CORP COMMON STOCK 026351106 3191 50498 SH SHARED 01 50498
AMERICAN GREETINGS CORP COMMON STOCK 026375105 131 5100 SH SHARED 01 5100
AMERICAN HERITAGE LIFE IN COMMON STOCK 026522102 3175 100000 SH SHARED 01 100000
AMERICAN HOME PRODUCTS COMMON STOCK 026609107 8761 211100 SH SHARED 01 211100
AMERICAN INT'L GROUP COMMON STOCK 026874107 21549 247867 SH SHARED 01 247867
AMERICAN MOBLIE SAT. COMMON STOCK 02755R103 1636 93500 SH SHARED 01 93500
AMER RETIREMENT CORP COMMON STOCK 028913101 360 36700 SH SHARED 01 36700
AMERICREDIT COMMON STOCK 03060R101 2838 190000 SH SHARED 01 190000
AMERITRADE HOLDING CORP COMMON STOCK 03072H109 1838 100000 SH SHARED 01 100000
AMERUS LIFE HOLDINGS-A COMMON STOCK 030732101 1059 50000 SH SHARED 01 50000
AMERITECH CORP COMMON STOCK 030954101 12802 190548 SH SHARED 01 190548
AMGEN, INC. COMMON STOCK 031162100 7066 86700 SH SHARED 01 86700
AMSOUTH BANC CORPK COMMON STOCK 032165102 313 13350 SH SHARED 01 13350
ANADARKO COMMON STOCK 032511107 278 9100 SH SHARED 01 9100
ANALYSTS INTERNATIONAL COMMON STOCK 032681108 858 82700 SH SHARED 01 82700
ANDREW CORP COMMON STOCK 034425108 114 6555 SH SHARED 01 6555
ANHEUSER BUSCH CO INC COMMON STOCK 035229103 5652 80670 SH SHARED 01 80670
ANIXTER INTERNATIONAL INC COMMON STOCK 035290105 1883 81000 SH SHARED 01 81000
ANNTAYLOR STORES CORP COMMON STOCK 036115103 2363 57800 SH SHARED 01 57800
AON CORP. COMMON STOCK 037389103 1506 50950 SH SHARED 01 50950
APACHE CORP COMMON STOCK 037411105 363 8400 SH SHARED 01 8400
APPLE COMPUTER INC COMMON STOCK 037833100 760 12000 SH SHARED 01 12000
APPLEBEE'S INT'L COMMON STOCK 037899101 1179 35000 SH SHARED 01 35000
APRIA HEALTHCARE GROUP COMMON STOCK 037933108 2772 165500 SH SHARED 01 165500
APPLIED INDUSTRIAL TECH COMMON STOCK 03820C105 769 42725 SH SHARED 01 42725
APPLIED MAGNETICS CORP. COMMON STOCK 038213104 81 92011 SH SHARED 01 92011
APPLIED MATERIALS INC COMMON STOCK 038222105 4665 59900 SH SHARED 01 59900
APPLIED POWER INC. COMMON STOCK 038225108 2430 80000 SH SHARED 01 80000
APPLIED MICRO CIRCUITS COMMON STOCK 03822W109 3420 60000 SH SHARED 01 60000
AQUARION CO. COMMON STOCK 03838W101 786 21900 SH SHARED 01 21900
ARCADIA FINANCIAL LTD COMMON STOCK 039101100 589 136500 SH SHARED 01 136500
ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 568 46624 SH SHARED 01 46624
ARDENT SOFTWARE INC. COMMON STOCK 039794102 830 30800 SH SHARED 01 30800
ARMCO INC COMMON STOCK 042170100 1604 229200 SH SHARED 01 229200
ARMSTRONG WRLD INDUST COMMON STOCK 042476101 139 3100 SH SHARED 01 3100
ARTESYN TECHNOLOGIES INC. COMMON STOCK 043127109 1681 88600 SH SHARED 01 88600
ARVIN INDUSTRIES INC COMMON STOCK 043339100 1448 46800 SH SHARED 01 46800
ASARCO INC COMMON STOCK 043413103 86 3200 SH SHARED 01 3200
ASHLAND INC COMMON STOCK 044204105 185 5500 SH SHARED 01 5500
ASSOCIA FIRST CAPITAL - A COMMON STOCK 046008108 4153 115368 SH SHARED 01 115368
ATLANTIC RICHFIELD CO. COMMON STOCK 048825103 4529 51100 SH SHARED 01 51100
ATLAS AIR, INC. COMMON STOCK 049164106 984 45000 SH SHARED 01 45000
ATMOS ENERGY CORP. COMMON STOCK 049560105 800 33150 SH SHARED 01 33150
ATWOOD OCEANICS COMMON STOCK 050095108 1039 34000 SH SHARED 01 34000
AUTHENTIC FITNESS CORP. COMMON STOCK 052661105 878 50000 SH SHARED 01 50000
AUTO DESK COMMON STOCK 052769106 103 4700 SH SHARED 01 4700
AUTOMATIC DATA PROC COMMON STOCK 053015103 6745 151140 SH SHARED 01 151140
AUTOZONE COMMON STOCK 053332102 317 11300 SH SHARED 01 11300
AVERY DENNISON CORP COMMON STOCK 053611109 438 8300 SH SHARED 01 8300
<PAGE>
AVIATION SALES CO. COMMON STOCK 053672101 475 25000 SH SHARED 01 25000
AVON PRODUCTS COMMON STOCK 054303102 491 19800 SH SHARED 01 19800
AZTAR CORP. COMMON STOCK 054802103 1070 104400 SH SHARED 01 104400
B B & T CORP COMMON STOCK 054937107 767 23700 SH SHARED 01 23700
BMC INDUSTRIES INC. COMMON STOCK 055607105 1084 88000 SH SHARED 01 88000
BMC SOFTWARE COMMON STOCK 055921100 1274 17800 SH SHARED 01 17800
BAKER HUGHES COMMON STOCK 057224107 716 24680 SH SHARED 01 24680
BALDOR ELECTRIC CO. COMMON STOCK 057741100 1439 76000 SH SHARED 01 76000
BALL CORPORATION COMMON STOCK 058498106 106 2400 SH SHARED 01 2400
BANCORPSOUTH INC COMMON STOCK 059692103 2354 139000 SH SHARED 01 139000
BANK OF AMERICA CORP. COMMON STOCK 060505104 15921 285892 SH SHARED 01 285892
BANK OF NEW YORK INC COMMON STOCK 064057102 4364 130500 SH SHARED 01 130500
BANK ONE CORP COMMON STOCK 06423A103 7459 214257 SH SHARED 01 214257
BANKBOSTON CORP. COMMON STOCK 06605R106 2381 54900 SH SHARED 01 54900
BANKNORTH GROUP, INC. COMMON STOCK 06646L100 1942 65000 SH SHARED 01 65000
BARD C.R. INC COMMON STOCK 067383109 1327 28200 SH SHARED 01 28200
BARNES GROUP, INC. COMMON STOCK 067806109 845 42100 SH SHARED 01 42100
BARRICK GOLD CORP ADR COMMON STOCK 067901108 1876 86250 SH SHARED 01 86250
BAUSCH & LOMB INC COMMON STOCK 071707103 284 4300 SH SHARED 01 4300
BAXTER INTERNATIONAL COMMON STOCK 071813109 2904 48200 SH SHARED 01 48200
BEAR STEARNS COMPANIES COMMON STOCK 073902108 336 8750 SH SHARED 01 8750
BECTON DICKINSON & CO COMMON STOCK 075887109 1431 51000 SH SHARED 01 51000
BELDEN INC COMMON STOCK 077459105 925 45100 SH SHARED 01 45100
BELL & HOWELL CO. COMMON STOCK 077852101 3074 83800 SH SHARED 01 83800
BELL ATLANTIC COMMON STOCK 077853109 16804 249640 SH SHARED 01 249640
BELLSOUTH CORP COMMON STOCK 079860102 14571 323800 SH SHARED 01 323800
BEMIS CO. COMMON STOCK 081437105 139 4100 SH SHARED 01 4100
BERRY PETROLEUM CO., CLAS COMMON STOCK 085789105 654 48200 SH SHARED 01 48200
BEST BUY COMMON STOCK 086516101 2017 32500 SH SHARED 01 32500
BESTFOODS COMMON STOCK 08658U101 2284 47100 SH SHARED 01 47100
BETHLEHEM STEEL CORP COMMON STOCK 087509105 77 10500 SH SHARED 01 10500
BEVERLY ENTERPRISES INC. COMMON STOCK 087851309 1275 300000 SH SHARED 01 300000
BIG FLOWER HOLDINGS INC COMMON STOCK 089159107 1090 38500 SH SHARED 01 38500
BINDLEY WESTERN INDUSTRIE COMMON STOCK 090324104 1011 70666 SH SHARED 01 70666
BIOMATRIX INC COMMON STOCK 09060P102 1010 45000 SH SHARED 01 45000
BIOMET COMMON STOCK 090613100 710 27000 SH SHARED 01 27000
BLACK AND DECKER CORP COMMON STOCK 091797100 1069 23400 SH SHARED 01 23400
BLACK HILLS CORP. COMMON STOCK 092113109 697 29900 SH SHARED 01 29900
BLANCH (E.W.) HOLDINGS, I COMMON STOCK 093210102 2605 40000 SH SHARED 01 40000
BLOCK H & R COMMON STOCK 093671105 317 7300 SH SHARED 01 7300
BOEING COMPANY COMMON STOCK 097023105 6717 157592 SH SHARED 01 157592
BOISE CASCADE CORP COMMON STOCK 097383103 161 4408 SH SHARED 01 4408
BOMBAY COMPANY INC COMMON STOCK 097924104 400 79000 SH SHARED 01 79000
BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 738 29900 SH SHARED 01 29900
BRIGGS & STRATTON CORP COMMON STOCK 109043109 105 1800 SH SHARED 01 1800
BRISTOL MYERS SQUIBB CO. COMMON STOCK 110122108 23666 350600 SH SHARED 01 350600
BROADVISION COMMON STOCK 111412102 3460 26000 SH SHARED 01 26000
BROWN-FORMAN CORP COMMON STOCK 115637209 324 5200 SH SHARED 01 5200
BROWN SHOE COMPANY INC. COMMON STOCK 115736100 912 49800 SH SHARED 01 49800
BRUNSWICK CORP COMMON STOCK 117043109 177 7100 SH SHARED 01 7100
<PAGE>
BRUSH WELLMAN COMMON STOCK 117421107 549 37400 SH SHARED 01 37400
BUCKEYE TECHNOLOGIES INC COMMON STOCK 118255108 1200 76500 SH SHARED 01 76500
BURLINGTON COAT FACTORY W COMMON STOCK 121579106 1096 55500 SH SHARED 01 55500
BURLINGTON NORTH SANTA FE COMMON STOCK 12189T104 976 35500 SH SHARED 01 35500
BURLINGTON RES, INC. COMMON STOCK 122014103 491 13365 SH SHARED 01 13365
BURNS INTERNATIONAL SERV COMMON STOCK 122374101 679 42100 SH SHARED 01 42100
BUSH BOAKE ALLN COMMON STOCK 123162109 522 19800 SH SHARED 01 19800
C&D TECH INC COMMON STOCK 124661109 1471 40500 SH SHARED 01 40500
CB RICHARD ELLIS SERVICES COMMON STOCK 12489L108 666 44000 SH SHARED 01 44000
CBS CORPORATION COMMON STOCK 12490K107 2488 53800 SH SHARED 01 53800
CDI CORP. COMMON STOCK 125071100 956 35000 SH SHARED 01 35000
CIGNA CORP COMMON STOCK 125509109 3067 39450 SH SHARED 01 39450
CLECO CORP. COMMON STOCK 12561W105 1223 37700 SH SHARED 01 37700
CMP GROUP INC. COMMON STOCK 125887109 1456 55200 SH SHARED 01 55200
CMS ENERGY CORPORATION COMMON STOCK 125896100 302 8900 SH SHARED 01 8900
CSG SYSTEMS INTERNATIONAL COMMON STOCK 126349109 1781 65000 SH SHARED 01 65000
CSX CORP COMMON STOCK 126408103 1543 36408 SH SHARED 01 36408
CTS CORP. COMMON STOCK 126501105 4830 84000 SH SHARED 01 84000
CVS CORPORATION COMMON STOCK 126650100 1204 29500 SH SHARED 01 29500
CABLETRON SYSTEMS COMMON STOCK 126920107 210 13400 SH SHARED 01 13400
CABLE DESIGN TECHNOLOGIES COMMON STOCK 126924109 1467 85000 SH SHARED 01 85000
CABOT OIL & GAS CORP., CL COMMON STOCK 127097103 769 44600 SH SHARED 01 44600
CAMPBELL SOUP CO COMMON STOCK 134429109 3091 79000 SH SHARED 01 79000
CAPITAL ONE FINANCIAL COMMON STOCK 14040H105 581 14900 SH SHARED 01 14900
CARDINAL HEALTH COMMON STOCK 14149Y108 2474 45400 SH SHARED 01 45400
CARMIKE CINEMAS, INC., CL COMMON STOCK 143436103 421 32100 SH SHARED 01 32100
CARNIVAL CRUISE LINES COMMON STOCK 143658102 2014 46300 SH SHARED 01 46300
CAROLINA POWER LIGHT CO COMMON STOCK 144141108 428 12100 SH SHARED 01 12100
CARPENTER TECHNOLOGY COMMON STOCK 144285103 1024 41800 SH SHARED 01 41800
CARTER-WALLACE INC COMMON STOCK 146285101 1788 100000 SH SHARED 01 100000
CASE CORPORATION COMMON STOCK 14743R103 279 5600 SH SHARED 01 5600
CASH AMERICA INTERNATIONA COMMON STOCK 14754D100 528 55900 SH SHARED 01 55900
CATALINA MARKETING CORP. COMMON STOCK 148867104 4325 51000 SH SHARED 01 51000
CATERPILLAR INC COMMON STOCK 149123101 3393 61900 SH SHARED 01 61900
CENDANT CORPORATION COMMON STOCK 151313103 2294 129219 SH SHARED 01 129219
CENTEX CORPORATON COMMON STOCK 152312104 133 4500 SH SHARED 01 4500
CENTEX CONSTRUCTION PRODU COMMON STOCK 15231R109 1388 37400 SH SHARED 01 37400
CENTRAL & SOUTH WEST CORP COMMON STOCK 152357109 340 16100 SH SHARED 01 16100
CENTRAL HUDSON GAS/ELEC. COMMON STOCK 153609102 1158 29400 SH SHARED 01 29400
CENTURYTEL INC. COMMON STOCK 156700106 1280 31500 SH SHARED 01 31500
CERIDIAN CORP. COMMON STOCK 15677T106 271 10900 SH SHARED 01 10900
CERNER CORPORATION COMMON STOCK 156782104 1296 85000 SH SHARED 01 85000
CHAMPION INTERNATIONAL CO COMMON STOCK 158525105 370 7200 SH SHARED 01 7200
CHART INDUSTRIES, INC. COMMON STOCK 16115Q100 262 53100 SH SHARED 01 53100
CHASE MANHATTAN CORP COMMON STOCK 16161A108 11134 147716 SH SHARED 01 147716
CHECKFREE HOLDINGS CORP. COMMON STOCK 162816102 1316 32000 SH SHARED 01 32000
CHECKPOINT SYSTEMS INC. COMMON STOCK 162825103 451 48400 SH SHARED 01 48400
CHESAPEAKE CORP. COMMON STOCK 165159104 1519 50200 SH SHARED 01 50200
CHEVRON CORPORATION COMMON STOCK 166751107 9736 109700 SH SHARED 01 109700
CHOICEPOINT INC COMMON STOCK 170388102 2668 39600 SH SHARED 01 39600
<PAGE>
CHUBB CORPORATION COMMON STOCK 171232101 1420 28500 SH SHARED 01 28500
CHURCH AND DWIGHT, INC COMMON STOCK 171340102 2740 109600 SH SHARED 01 109600
CILCORP, INC. COMMON STOCK 171794100 1633 25200 SH SHARED 01 25200
CINCINNATI FINANCIAL CORP COMMON STOCK 172062101 469 12500 SH SHARED 01 12500
CINERGY CORP COMMON STOCK 172474108 341 12035 SH SHARED 01 12035
CIRCUIT CITY STORES INC COMMON STOCK 172737108 641 15200 SH SHARED 01 15200
CISCO SYSTEMS COMMON STOCK 17275R102 36695 535200 SH SHARED 01 535200
CITIGROUP INC. COMMON STOCK 172967101 25427 577891 SH SHARED 01 577891
CLAIRE'S STORES INC. COMMON STOCK 179584107 1242 75000 SH SHARED 01 75000
CLARCOR INC COMMON STOCK 179895107 646 38400 SH SHARED 01 38400
CLEAR CHANNEL COMM COMMON STOCK 184502102 3702 46350 SH SHARED 01 46350
CLEVELAND CLIFFS, INC. COMMON STOCK 185896107 442 14200 SH SHARED 01 14200
CLOROX, INC. COMMON STOCK 189054109 696 18200 SH SHARED 01 18200
COASTAL CORP COMMON STOCK 190441105 659 16100 SH SHARED 01 16100
COCA COLA CO. COMMON STOCK 191216100 18913 393500 SH SHARED 01 393500
COCA COLA ENTERPRISES COMMON STOCK 191219104 724 32100 SH SHARED 01 32100
COHERENT, INC. COMMON STOCK 192479103 1872 83900 SH SHARED 01 83900
COLE (KENNETH) PRODUCTION COMMON STOCK 193294105 860 23000 SH SHARED 01 23000
COLGATE PALMOLIVE COMMON STOCK 194162103 4413 96456 SH SHARED 01 96456
COLLINS & AIKMA COMMON STOCK 194830105 694 99100 SH SHARED 01 99100
COLUMBIA ENERGY GROUP COMMON STOCK 197648108 1227 22150 SH SHARED 01 22150
COLUMBIA / HCA HEALTHCARE COMMON STOCK 197677107 910 42949 SH SHARED 01 42949
COMCAST CORP SPECIAL COMMON STOCK 200300200 4889 122600 SH SHARED 01 122600
COMERICA INC COMMON STOCK 200340107 1278 25250 SH SHARED 01 25250
COMMERCE BANCORP INC/NJ COMMON STOCK 200519106 3207 77286 SH SHARED 01 77286
COMMERCIAL INTERTECH CORP COMMON STOCK 201709102 424 35150 SH SHARED 01 35150
COMMERCIAL METALS CO. COMMON STOCK 201723103 1013 35233 SH SHARED 01 35233
COMMUNITY BANK SYSTEM INC COMMON STOCK 203607106 739 27000 SH SHARED 01 27000
COMMUNITY FIRST COMMON STOCK 203902101 2869 170000 SH SHARED 01 170000
COMPAQ COMPUTER CORP COMMON STOCK 204493100 6457 281498 SH SHARED 01 281498
COMPUTER ASSOCIATES INC. COMMON STOCK 204912109 5991 97818 SH SHARED 01 97818
COMPUTER NTWORK COMMON STOCK 204925101 466 60000 SH SHARED 01 60000
COMPUTER SCIENCE COMMON STOCK 205363104 1863 26500 SH SHARED 01 26500
COMPUTER TASK GROUP, INC. COMMON STOCK 205477102 981 66500 SH SHARED 01 66500
COMPUWARE CORP. COMMON STOCK 205638109 725 27800 SH SHARED 01 27800
CONAGRA, INC. COMMON STOCK 205887102 2345 103950 SH SHARED 01 103950
CONCENTRIC NETWORK COMMON STOCK 20589R107 1219 60000 SH SHARED 01 60000
COMP HORIZONS COMMON STOCK 205908106 384 33000 SH SHARED 01 33000
CONMED COMMON STOCK 207410101 1225 50000 SH SHARED 01 50000
CONNECTICUT ENERGY CORP. COMMON STOCK 207567108 596 15400 SH SHARED 01 15400
CONOCO INC, CLASS B COMMON STOCK 208251405 2775 101386 SH SHARED 01 101386
CONSECO INC COMMON STOCK 208464107 1303 67464 SH SHARED 01 67464
CONSOLIDATED EDISON COMMON STOCK 209115104 2395 57700 SH SHARED 01 57700
CONSOLIDATED GRAPHICS COMMON STOCK 209341106 1314 31200 SH SHARED 01 31200
CONSOLIDATED NATURAL GAS COMMON STOCK 209615103 1372 22000 SH SHARED 01 22000
CONSOLIDATED STORES COMMON STOCK 210149100 190 8600 SH SHARED 01 8600
CONSTELLATION ENERGY GP COMMON STOCK 210371100 318 11300 SH SHARED 01 11300
COOPER COS., INC. COMMON STOCK 216648402 1436 46500 SH SHARED 01 46500
COOPER INDUSTRIES INC COMMON STOCK 216669101 332 7100 SH SHARED 01 7100
COOPER TIRE COMMON STOCK 216831107 100 5700 SH SHARED 01 5700
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COORS ADOLPH CO COMMON STOCK 217016104 157 2900 SH SHARED 01 2900
CORAM HEALTHCARE CORP. COMMON STOCK 218103109 95 138200 SH SHARED 01 138200
CORNING INC COMMON STOCK 219350105 1262 18400 SH SHARED 01 18400
CORT BUSINESS SERV CORP. COMMON STOCK 220493100 1001 43300 SH SHARED 01 43300
COSTCO WHOLESALE CORP. COMMON STOCK 22160K105 1192 16550 SH SHARED 01 16550
COUNTRY WIDE IND COMMON STOCK 222372104 274 8500 SH SHARED 01 8500
CRANE COMPANY COMMON STOCK 224399105 115 5125 SH SHARED 01 5125
CREATIVE BIOMOLECULES INC COMMON STOCK 225270107 402 107300 SH SHARED 01 107300
CROSS TIMBERS OIL CO. COMMON STOCK 227573102 1132 83850 SH SHARED 01 83850
CROWN CORK AND SEAL CO COMMON STOCK 228255105 228 9400 SH SHARED 01 9400
CRYOLIFE COMMON STOCK 228903100 399 31900 SH SHARED 01 31900
CUMMINS ENGINE INC COMMON STOCK 231021106 159 3200 SH SHARED 01 3200
CURATIVE TECH COMMON STOCK 231264102 191 40300 SH SHARED 01 40300
CYPRESS SEMICONDUCTOR COMMON STOCK 232806109 7058 328300 SH SHARED 01 328300
CYPRUS AMAX MINERALS COMMON STOCK 232809103 852 43400 SH SHARED 01 43400
DBT ONLINE INC. COMMON STOCK 233044106 1686 67600 SH SHARED 01 67600
D. R. HORTON INC COMMON STOCK 23331A109 691 53400 SH SHARED 01 53400
DSP COMMUNICATIONS INC COMMON STOCK 23332K106 1283 67500 SH SHARED 01 67500
DTE ENERGY CO. COMMON STOCK 233331107 1254 34700 SH SHARED 01 34700
DVI, INC. COMMON STOCK 233343102 650 39700 SH SHARED 01 39700
DAIN RAUSCHER CORP. COMMON STOCK 233856103 1960 40000 SH SHARED 01 40000
DAL-TILE INTERNATIONAL COMMON STOCK 23426R108 563 70900 SH SHARED 01 70900
DANA CORP COMMON STOCK 235811106 1236 33282 SH SHARED 01 33282
DANAHER CORP. COMMON STOCK 235851102 553 10500 SH SHARED 01 10500
DARDEN RESTAURANT CO COMMON STOCK 237194105 198 10100 SH SHARED 01 10100
DATA GENERAL COMMON STOCK 237688106 3250 154300 SH SHARED 01 154300
DAYTON HUDSON COMMON STOCK 239753106 5670 94400 SH SHARED 01 94400
DEERE & COMPANY COMMON STOCK 244199105 677 17500 SH SHARED 01 17500
DELL COMPUTER CORP COMMON STOCK 247025109 16997 406500 SH SHARED 01 406500
DELPHI AUTOMOTIVE SYSTEMS COMMON STOCK 247126105 1419 88324 SH SHARED 01 88324
DELPHI FINANCIAL GROUP COMMON STOCK 247131105 1540 51000 SH SHARED 01 51000
DELTA AIR LINES INC COMMON STOCK 247361108 1237 25500 SH SHARED 01 25500
DELUXE CORP COMMON STOCK 248019101 201 5900 SH SHARED 01 5900
DEPARTMENT 56 COMMON STOCK 249509100 1197 50000 SH SHARED 01 50000
DETROIT DIESEL CORP. COMMON STOCK 250837101 833 45000 SH SHARED 01 45000
DIAGNOSTIC PRODUCTS CORP. COMMON STOCK 252450101 1180 44000 SH SHARED 01 44000
DILLARDS INC. CLASS A COMMON STOCK 254067101 165 8100 SH SHARED 01 8100
DIONEX CORP. COMMON STOCK 254546104 3270 76500 SH SHARED 01 76500
DISNEY WALT CO. COMMON STOCK 254687106 8645 334105 SH SHARED 01 334105
DOCUMENTUM INC COMMON STOCK 256159104 448 20700 SH SHARED 01 20700
DOLLAR GENERAL COMMON STOCK 256669102 515 16687 SH SHARED 01 16687
DOMINION RESCS INC OF VA COMMON STOCK 257470104 2245 49750 SH SHARED 01 49750
DONNELLEY R R & SONS CO. COMMON STOCK 257867101 286 9900 SH SHARED 01 9900
DOUBLECLICK INC COMMON STOCK 258609304 3157 26500 SH SHARED 01 26500
DOVER CORP COMMON STOCK 260003108 658 16100 SH SHARED 01 16100
DOW CHEMICAL COMPANY COMMON STOCK 260543103 4772 42000 SH SHARED 01 42000
DOW JONES AND COMPANY COMMON STOCK 260561105 352 6600 SH SHARED 01 6600
DOWNEY FINANCIAL CORP COMMON STOCK 261018105 2026 100686 SH SHARED 01 100686
DU PONT E I DE NEMOURS COMMON STOCK 263534109 9942 163315 SH SHARED 01 163315
DUKE ENERGY CORP. COMMON STOCK 264399106 4024 73006 SH SHARED 01 73006
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DUN & BRADSTREET NEW COMMON STOCK 26483B106 369 12365 SH SHARED 01 12365
DURA PHARMACEUTICALS COMMON STOCK 26632S109 1394 100000 SH SHARED 01 100000
DYCOM COMMON STOCK 267475101 1477 35000 SH SHARED 01 35000
E G AND G INC COMMON STOCK 268457108 5912 148500 SH SHARED 01 148500
E M C CORPORATION COMMON STOCK 268648102 10180 142500 SH SHARED 01 142500
ETEC SYSTEMS INC COMMON STOCK 26922C103 1129 30000 SH SHARED 01 30000
E*TRADE GROUP INC COMMON STOCK 269246104 2350 100000 SH SHARED 01 100000
EARTHGRAINS CO. COMMON STOCK 270319106 1328 60000 SH SHARED 01 60000
EARTHLINK NETWORK, INC. COMMON STOCK 270322100 1073 25000 SH SHARED 01 25000
EASTERN ENTERPRISES COMMON STOCK 27637F100 1370 29500 SH SHARED 01 29500
EASTERN UTILITIES ASSOC COMMON STOCK 277173100 783 26200 SH SHARED 01 26200
EASTMAN CHEMICAL CO. COMMON STOCK 277432100 236 5900 SH SHARED 01 5900
EASTMAN KODAK COMPANY COMMON STOCK 277461109 4017 53250 SH SHARED 01 53250
EATON CORP COMMON STOCK 278058102 466 5400 SH SHARED 01 5400
EATON VANCE COMMON STOCK 278265103 3200 100000 SH SHARED 01 100000
ECHOSTAR COMMUNICATIONS COMMON STOCK 278762109 1816 20000 SH SHARED 01 20000
ECOLAB INC COMMON STOCK 278865100 334 9800 SH SHARED 01 9800
EDISON INTL. COMMON STOCK 281020107 637 26200 SH SHARED 01 26200
ELCOR CORP. COMMON STOCK 284443108 1389 55575 SH SHARED 01 55575
ELECTRO SCIENTIFIC IND COMMON STOCK 285229100 1966 36900 SH SHARED 01 36900
ELECTRONIC DATA SYSTEMS COMMON STOCK 285661104 1969 37200 SH SHARED 01 37200
EMERSON ELEC CO COM COMMON STOCK 291011104 5080 80400 SH SHARED 01 80400
ENERGEN CORP. COMMON STOCK 29265N108 1037 51200 SH SHARED 01 51200
ENGELHARD CORP COMMON STOCK 292845104 175 9637 SH SHARED 01 9637
ENESCO GROUP INC. COMMON STOCK 292973104 792 51500 SH SHARED 01 51500
ENHANCE FINANCIAL SERVICE COMMON STOCK 293310108 2229 126000 SH SHARED 01 126000
ENRON CORP COMMON STOCK 293561106 4649 112700 SH SHARED 01 112700
ENTERGY CORP COMMON STOCK 29364G103 1826 63100 SH SHARED 01 63100
EPICOR SOFTWARE CORP. COMMON STOCK 29426L108 476 82700 SH SHARED 01 82700
EQUIFAX INC COMMON STOCK 294429105 307 10900 SH SHARED 01 10900
ESTERLINE TECHNOLOGIES COMMON STOCK 297425100 882 56000 SH SHARED 01 56000
EXCALIBUT TECH COMMON STOCK 300651205 495 60000 SH SHARED 01 60000
EXODUS COMMUNICATIONS INC COMMON STOCK 302088109 3027 42000 SH SHARED 01 42000
EXPRESS SCRIPTS INC CL A COMMON STOCK 302182100 939 12000 SH SHARED 01 12000
EXXON CORP. COMMON STOCK 302290101 30022 395350 SH SHARED 01 395350
F & M NATIONAL CORP. COMMON STOCK 302374103 1950 74984 SH SHARED 01 74984
FBL FINL GRP-A COMMON STOCK 30239F106 2471 119800 SH SHARED 01 119800
FMC CORP COMMON STOCK 302491303 116 2400 SH SHARED 01 2400
FPIC INSURANCE GROUP INC COMMON STOCK 302563101 487 32300 SH SHARED 01 32300
FPL GROUP INC COMMON STOCK 302571104 2179 43250 SH SHARED 01 43250
FACTSET RESEARCH SYSYTEM COMMON STOCK 303075105 2844 50000 SH SHARED 01 50000
FAIR ISSAC & CO. INC. COMMON STOCK 303250104 1075 38300 SH SHARED 01 38300
FAIRCHILD CORP., CLASS A COMMON STOCK 303698104 560 54630 SH SHARED 01 54630
FDX CORP. COMMON STOCK 31304N107 1965 50720 SH SHARED 01 50720
FEDERAL HOME LOAN COMMON STOCK 313400301 5933 114100 SH SHARED 01 114100
FANNIE MAE COMMON STOCK 313586109 11625 185450 SH SHARED 01 185450
FEDERAL SIGNAL CORP COMMON STOCK 313855108 1300 65400 SH SHARED 01 65400
FEDERATED DEPART. STORES COMMON STOCK 31410H101 1542 35300 SH SHARED 01 35300
FIDELITY NATIONAL FINANCI COMMON STOCK 316326107 915 60278 SH SHARED 01 60278
FIFTH THIRD BANCORP COMMON STOCK 316773100 2701 44400 SH SHARED 01 44400
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FIRST AMERICAN FINANCIAL COMMON STOCK 318522307 803 60000 SH SHARED 01 60000
FIRSTBANK PUERTO RICO COMMON STOCK 318672102 1695 85000 SH SHARED 01 85000
FIRST COMMONWEALTH FINANC COMMON STOCK 319829107 2020 79200 SH SHARED 01 79200
FIRST DATA COMMON STOCK 319963104 3198 72900 SH SHARED 01 72900
FIRST MIDWEST BANCORP INC COMMON STOCK 320867104 2746 71900 SH SHARED 01 71900
FIRST REPUBLIC BANK COMMON STOCK 336158100 883 33326 SH SHARED 01 33326
FIRST UNION COMMON STOCK 337358105 5906 166070 SH SHARED 01 166070
FIRSTAR CORP COMMON STOCK 33763V109 1919 74883 SH SHARED 01 74883
FIRSTFED FINANCIAL CORP COMMON STOCK 337907109 1216 70000 SH SHARED 01 70000
FIRST ENERGY CORP COMMON STOCK 337932107 1006 39450 SH SHARED 01 39450
FLEET FINANCIAL GROUP INC COMMON STOCK 338915101 3399 92814 SH SHARED 01 92814
FLEETWOOD ENTERPRISES INC COMMON STOCK 339099103 57 2800 SH SHARED 01 2800
FLORIDA EAST COAST INDS COMMON STOCK 340632108 1159 37000 SH SHARED 01 37000
FLORIDA PROGRESS CORP COMMON STOCK 341109106 342 7400 SH SHARED 01 7400
FLUOR COMMON STOCK 343861100 233 5800 SH SHARED 01 5800
FOODMAKER, INC. COMMON STOCK 344839204 2494 100000 SH SHARED 01 100000
FOOTSTAR INC. COMMON STOCK 344912100 2450 69500 SH SHARED 01 69500
FORD MOTOR CO DEL COMMON STOCK 345370100 10379 206800 SH SHARED 01 206800
FOREMOST CP AM COMMON STOCK 345469100 1560 65000 SH SHARED 01 65000
FOREST OIL CORP. COMMON STOCK 346091606 1104 64700 SH SHARED 01 64700
FORT JAMES CORP. COMMON STOCK 347471104 1197 44850 SH SHARED 01 44850
FORTUNE BRANDS INC. COMMON STOCK 349631101 406 12600 SH SHARED 01 12600
FOSTER WHEELER CORP COMMON STOCK 350244109 40 3300 SH SHARED 01 3300
FRANKLIN COVEY CO. COMMON STOCK 353469109 533 69300 SH SHARED 01 69300
FRANKLIN RES INC COMMON STOCK 354613101 584 19000 SH SHARED 01 19000
FREEPORT-MCMORAN-COPPER COMMON STOCK 35671D857 647 41550 SH SHARED 01 41550
FRONTIER INSURANCE GROUP COMMON STOCK 359081106 875 100000 SH SHARED 01 100000
FURON CO. COMMON STOCK 361106107 855 34300 SH SHARED 01 34300
GPU, INC. COMMON STOCK 36225X100 310 9500 SH SHARED 01 9500
GTE CORP. COMMON STOCK 362320103 11789 153350 SH SHARED 01 153350
ARTHUR J GALLAGHER COMMON STOCK 363576109 3147 59100 SH SHARED 01 59100
GANNETT INC COMMON STOCK 364730101 3964 57300 SH SHARED 01 57300
THE GAP, INC. COMMON STOCK 364760108 4593 143537 SH SHARED 01 143537
GATEWAY, INC. COMMON STOCK 367626108 1049 23600 SH SHARED 01 23600
GENCORP, INC COMMON STOCK 368682100 1113 60800 SH SHARED 01 60800
GENERAL CABLE CORP COMMON STOCK 369300108 934 77800 SH SHARED 01 77800
GENERAL DYNAMICS CORP COMMON STOCK 369550108 937 15000 SH SHARED 01 15000
GENERAL ELECTRIC COMPANY COMMON STOCK 369604103 64747 546100 SH SHARED 01 546100
GENERAL INSTRUMENT CORP. COMMON STOCK 370120107 626 13000 SH SHARED 01 13000
GENERAL MILLS, INC. COMMON STOCK 370334104 2750 33900 SH SHARED 01 33900
GENERAL MOTORS CORP COMMON STOCK 370442105 7194 114300 SH SHARED 01 114300
GENERAL SEMI CONDUCTOR COMMON STOCK 370787103 1410 136700 SH SHARED 01 136700
GENESCO, INC. COMMON STOCK 371532102 694 55500 SH SHARED 01 55500
GENESIS HEALTH COMMON STOCK 371912106 268 112800 SH SHARED 01 112800
GENRAD, INC. COMMON STOCK 372447102 1895 99100 SH SHARED 01 99100
GENUINE PARTS CO COMMON STOCK 372460105 1068 40225 SH SHARED 01 40225
GEON COMPANY COMMON STOCK 37246W105 1290 50100 SH SHARED 01 50100
GEORGIA PAC CORPORATION COMMON STOCK 373298108 506 12500 SH SHARED 01 12500
GERBER SCIENTIFIC, INC. COMMON STOCK 373730100 1940 86700 SH SHARED 01 86700
GILEAD SCIENCES INC COMMON STOCK 375558103 1765 27500 SH SHARED 01 27500
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GILLETTE CO. COMMON STOCK 375766102 6420 189176 SH SHARED 01 189176
GLOBAL INDUSTRIAL TECHNOL COMMON STOCK 379335102 645 52900 SH SHARED 01 52900
GOLDEN WEST FINANC CORP COMMON STOCK 381317106 413 4200 SH SHARED 01 4200
GOODRICH B F CO COMMON STOCK 382388106 676 23300 SH SHARED 01 23300
GOODYEAR TIRE COMMON STOCK 382550101 1367 28400 SH SHARED 01 28400
GRACE W R & CO. DEL NEW COMMON STOCK 38388F108 84 5200 SH SHARED 01 5200
GRACO, INC. COMMON STOCK 384109104 1526 46500 SH SHARED 01 46500
GRAINGER W.W. INC. COMMON STOCK 384802104 336 7000 SH SHARED 01 7000
GRANITE COMMON STOCK 387328107 1113 42700 SH SHARED 01 42700
GREAT ATLNTIC/PACIFIC TEA COMMON STOCK 390064103 88 2900 SH SHARED 01 2900
GREAT LAKES CHEMICAL COMMON STOCK 390568103 1092 28700 SH SHARED 01 28700
GRIFFON CORP. COMMON STOCK 398433102 334 41700 SH SHARED 01 41700
GUIDANT CORP COMMON STOCK 401698105 3416 63700 SH SHARED 01 63700
GUILFORD MILLS INC COMMON STOCK 401794102 410 47550 SH SHARED 01 47550
GUILFORD PHARMACEUTICALS COMMON STOCK 401829106 956 62700 SH SHARED 01 62700
HCC INSURANCE HOLDINGS COMMON STOCK 404132102 2248 133700 SH SHARED 01 133700
HS RESOURCES, INC. COMMON STOCK 404297103 470 28700 SH SHARED 01 28700
HA-LO INDUSTRIES COMMON STOCK 404429102 512 81900 SH SHARED 01 81900
HADCO CORP COMMON STOCK 404681108 1682 38900 SH SHARED 01 38900
HAEMONETICS CP COMMON STOCK 405024100 1709 86800 SH SHARED 01 86800
HALLIBURTON CO COMMON STOCK 406216101 3440 83900 SH SHARED 01 83900
HAMBRECHT & QUIST COMMON STOCK 406545103 4292 87700 SH SHARED 01 87700
HANDLEMAN CO DEL COMMON STOCK 410252100 979 73900 SH SHARED 01 73900
HANOVER COMPRESSOR CO COMMON STOCK 410768105 1836 57700 SH SHARED 01 57700
HARCOURT GEN INC COMMON STOCK 41163G101 230 5516 SH SHARED 01 5516
JOHN HARLAND CO COMMON STOCK 412693103 1223 62900 SH SHARED 01 62900
HARMAN INTL COMMON STOCK 413086109 2115 50280 SH SHARED 01 50280
HARRAH'S ENTERTAIN INC COMMON STOCK 413619107 272 9800 SH SHARED 01 9800
HARRIS CORP COMMON STOCK 413875105 591 21400 SH SHARED 01 21400
HARTFORD FINANCIAL SVC COMMON STOCK 416515104 699 17100 SH SHARED 01 17100
HASBRO INC COMMON STOCK 418056107 1028 47950 SH SHARED 01 47950
HEALTHSOUTH CORP COMMON STOCK 421924101 190 31300 SH SHARED 01 31300
HEALTHPLAN SERVICES CORP. COMMON STOCK 421959107 342 45200 SH SHARED 01 45200
HEILIG MEYERS COMMON STOCK 422893107 612 128900 SH SHARED 01 128900
HEINZ H J CO. COMMON STOCK 423074103 3078 71591 SH SHARED 01 71591
HELMERICH & PAYNE INC. COMMON STOCK 423452101 94 3700 SH SHARED 01 3700
HERCULES INC. COMMON STOCK 427056106 846 29550 SH SHARED 01 29550
HERSHEY FOODS CORP COMMON STOCK 427866108 516 10600 SH SHARED 01 10600
HEWLETT PACKARD COMMON STOCK 428236103 16440 178700 SH SHARED 01 178700
HEXCEL CORP. COMMON STOCK 428291108 279 48000 SH SHARED 01 48000
HILB, ROGAL & HAMILTON CO COMMON STOCK 431294107 1183 47200 SH SHARED 01 47200
HILTON HOTELS COMMON STOCK 432848109 193 19500 SH SHARED 01 19500
HOLLYWOOD PARK INC COMMON STOCK 436255103 690 44900 SH SHARED 01 44900
HOME DEPOT COMMON STOCK 437076102 16653 242662 SH SHARED 01 242662
HOMESTAKE MINING CO COMMON STOCK 437614100 457 49750 SH SHARED 01 49750
HONEYWELL INC COMMON STOCK 438506107 3300 29650 SH SHARED 01 29650
HOUSEHOLD INT'L COMMON STOCK 441815107 3250 80993 SH SHARED 01 80993
HOUSTON EXPLORATION CO COMMON STOCK 442120101 542 25000 SH SHARED 01 25000
HUDSON UNITED BANCORP COMMON STOCK 444165104 3081 100000 SH SHARED 01 100000
HUGHES SUPPLY, INC. COMMON STOCK 444482103 1303 59900 SH SHARED 01 59900
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HUMANA INCORPORATED COMMON STOCK 444859102 231 33650 SH SHARED 01 33650
HUNTINGTON BANCSHARES COMMON STOCK 446150104 463 17447 SH SHARED 01 17447
HUTCHINSON TECH COMMON STOCK 448407106 1963 72700 SH SHARED 01 72700
HYPERION SOLUTIONS CORP COMMON STOCK 44914M104 1430 65000 SH SHARED 01 65000
ICG COMMUNICATIONS COMMON STOCK 449246107 1556 100000 SH SHARED 01 100000
IDEC PHAR. CORP. COMMON STOCK 449370105 2351 25000 SH SHARED 01 25000
IMCO RECYCLING INC COMMON STOCK 449681105 521 34700 SH SHARED 01 34700
IMS HEALTH INC. COMMON STOCK 449934108 546 23930 SH SHARED 01 23930
ISS GROUP INC COMMON STOCK 450306105 1381 50000 SH SHARED 01 50000
ITC/\DELTACOM, INC. COMMON STOCK 45031T104 2063 75000 SH SHARED 01 75000
ITT INDUSTRIES INC COMMON STOCK 450911102 210 6600 SH SHARED 01 6600
IDEX CORP. COMMON STOCK 45167R104 1767 62425 SH SHARED 01 62425
IDEXX LABORATORIES COMMON STOCK 45168D104 2111 122600 SH SHARED 01 122600
IKON OFFICE SOLUTIONS COMMON STOCK 451713101 120 11244 SH SHARED 01 11244
ILLINOIS TOOL WORKS COMMON STOCK 452308109 3027 40600 SH SHARED 01 40600
IMATION CORP COMMON STOCK 45245A107 1702 54900 SH SHARED 01 54900
IMPERIAL BANCORP COMMON STOCK 452556103 3043 143200 SH SHARED 01 143200
INACOM CORPORATION COMMON STOCK 45323G109 1137 109700 SH SHARED 01 109700
INCO LIMITED COMMON STOCK 453258402 310 14500 SH SHARED 01 14500
INDEPENDENT BANK CORP MA COMMON STOCK 453836108 682 52200 SH SHARED 01 52200
INDIANA ENERGY INC COMMON STOCK 454707100 1073 53466 SH SHARED 01 53466
INGERSOLL RAND CO COMMON STOCK 456866102 1722 31350 SH SHARED 01 31350
INNOVEX INC COMMON STOCK 457647105 482 53500 SH SHARED 01 53500
INSIGHT ENTERPRISES INC COMMON STOCK 45765U103 1625 50000 SH SHARED 01 50000
INTEG HEALTH SERVICES COMMON STOCK 45812C106 125 80100 SH SHARED 01 80100
INTEL CORPORATION COMMON STOCK 458140100 39876 536600 SH SHARED 01 536600
INTERIM SVCS COMMON STOCK 45868P100 2162 132000 SH SHARED 01 132000
INTERNATIONAL BUS MACH COMMON STOCK 459200101 38798 319650 SH SHARED 01 319650
INTERNATL FLAVORS & FR COMMON STOCK 459506101 276 8000 SH SHARED 01 8000
INTERNATIONAL MULTI-FOODS COMMON STOCK 460043102 1164 50600 SH SHARED 01 50600
INTERNATIONAL PAPER COMMON STOCK 460146103 4077 84817 SH SHARED 01 84817
INTL RECTIFIER CORP. COMMON STOCK 460254105 2890 189500 SH SHARED 01 189500
INTERPUBLIC GROUP COS INC COMMON STOCK 460690100 2097 51000 SH SHARED 01 51000
INTERVOICE COMMON STOCK 461142101 1330 120200 SH SHARED 01 120200
INVESTMENT TECHNOLOGY GP COMMON STOCK 46145F105 1651 71800 SH SHARED 01 71800
IONICS INC COMMON STOCK 462218108 670 20700 SH SHARED 01 20700
IRWIN FINANCIAL CORP COMMON STOCK 464119106 903 45000 SH SHARED 01 45000
JLG INDUSTRIES INC COMMON STOCK 466210101 1405 92500 SH SHARED 01 92500
JACOBS ENGINEERING GROUP COMMON STOCK 469814107 1336 41100 SH SHARED 01 41100
JEFFERIES GRP INC COMMON STOCK 472319102 1253 60000 SH SHARED 01 60000
JEFFERSON PILOT CORP COMMON STOCK 475070108 507 8025 SH SHARED 01 8025
JOHNSON & JOHNSON COMMON STOCK 478160104 20104 218820 SH SHARED 01 218820
JOHNSON CONTROLS INC COMMON STOCK 478366107 1664 25100 SH SHARED 01 25100
JONES INTERCABLE, INC. COMMON STOCK 480206200 865 16000 SH SHARED 01 16000
JONES PHARMA INC COMMON STOCK 480236108 1484 45000 SH SHARED 01 45000
JOSTENS INC. COMMON STOCK 481088102 2075 108495 SH SHARED 01 108495
JOURNAL REGISTER CO COMMON STOCK 481138105 495 36000 SH SHARED 01 36000
KLA-TENCOR CORPORATION COMMON STOCK 482480100 436 6700 SH SHARED 01 6700
K MART CORPORATION COMMON STOCK 482584109 936 80100 SH SHARED 01 80100
KAISER ALUMINUM CORP COMMON STOCK 483007100 831 100000 SH SHARED 01 100000
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KANSAS CITY SOTHERN INDS COMMON STOCK 485170104 385 8300 SH SHARED 01 8300
KAUFMAN BROAD HOME CORP COMMON STOCK 486168107 1383 67040 SH SHARED 01 67040
KELLOGG CO COMMON STOCK 487836108 2527 67500 SH SHARED 01 67500
KELLWOOD CO. COMMON STOCK 488044108 880 40000 SH SHARED 01 40000
KENT ELECTRONICS CORP COMMON STOCK 490553104 1906 103000 SH SHARED 01 103000
KERR MCGEE CORP COMMON STOCK 492386107 356 6473 SH SHARED 01 6473
KEYCORP COMMON STOCK 493267108 1840 71300 SH SHARED 01 71300
KIMBERLY CLARK COMMON STOCK 494368103 6974 92040 SH SHARED 01 92040
KING WORLD PRODTNS INC COMMON STOCK 495667107 203 5400 SH SHARED 01 5400
KNIGHT-RIDDER INC COMMON STOCK 499040103 1095 19950 SH SHARED 01 19950
KOHLS CORP. COMMON STOCK 500255104 1317 25800 SH SHARED 01 25800
KOPIN CORPORATION COMMON STOCK 500600101 1124 40500 SH SHARED 01 40500
KROGER CO COMMON STOCK 501044101 1377 62400 SH SHARED 01 62400
KULICKE & SOFFA INDS COMMON STOCK 501242101 1945 80000 SH SHARED 01 80000
LSI LOGIC COMMON STOCK 502161102 556 10800 SH SHARED 01 10800
LA-Z-BOY INC COMMON STOCK 505336107 2846 149300 SH SHARED 01 149300
LACLEDE GAS CO. COMMON STOCK 505588103 692 30400 SH SHARED 01 30400
LAIDLAW INC. COMMON STOCK 50730K503 168 24900 SH SHARED 01 24900
LAM RESEARCH CORP COMMON STOCK 512807108 3050 50000 SH SHARED 01 50000
LASER VISION CENTER COMMON STOCK 51807H100 842 75000 SH SHARED 01 75000
LEHMAN BROTHERS HOLDING COMMON STOCK 524908100 525 9000 SH SHARED 01 9000
LEXMARK INTL GROUP INC. COMMON STOCK 529771107 403 5000 SH SHARED 01 5000
LIBBEY, INC. COMMON STOCK 529898108 1070 36200 SH SHARED 01 36200
LIFE USA HOLDING COMMON STOCK 531918209 1537 74500 SH SHARED 01 74500
LIGAND PHARMACEUTICALS COMMON STOCK 53220K207 810 106200 SH SHARED 01 106200
LILLY ELI & CO. COMMON STOCK 532457108 11546 180400 SH SHARED 01 180400
LIMITED INCORPORATED COMMON STOCK 532716107 2149 56178 SH SHARED 01 56178
LINCOLN NATL CORP COMMON STOCK 534187109 567 15100 SH SHARED 01 15100
LINENS 'N THINGS INC COMMON STOCK 535679104 1492 44200 SH SHARED 01 44200
LITTELFUSE INC COMMON STOCK 537008104 1391 62500 SH SHARED 01 62500
LIZ CLAIBORNE COMMON STOCK 539320101 152 4900 SH SHARED 01 4900
LOCKHEED MARTIN CORP COMMON STOCK 539830109 2033 62188 SH SHARED 01 62188
LOEWS CORPORATION COMMON STOCK 540424108 583 8300 SH SHARED 01 8300
LONE STAR INDUSTRIES COMMON STOCK 542290408 1766 35400 SH SHARED 01 35400
LONE STAR TECHNOLOGIES COMMON STOCK 542312103 786 39300 SH SHARED 01 39300
LONGS DRUG STORES INC COMMON STOCK 543162101 90 3000 SH SHARED 01 3000
LONGVIEW FIBRE CO COMMON STOCK 543213102 1377 110700 SH SHARED 01 110700
LOUIS DREYFUS NATURAL GAS COMMON STOCK 546011107 1162 54200 SH SHARED 01 54200
LOUISIANA PACIFIC CORP COMMON STOCK 546347105 127 8100 SH SHARED 01 8100
LOWE'S COMPANIES COMMON STOCK 548661107 2964 60800 SH SHARED 01 60800
LUBY'S CAFE INCORP COMMON STOCK 549282101 802 69700 SH SHARED 01 69700
LUCENT TECH. CORP. COMMON STOCK 549463107 32667 503537 SH SHARED 01 503537
MAF BANKCORP INC COMMON STOCK 55261R108 2439 122700 SH SHARED 01 122700
MBIA INC. COMMON STOCK 55262C100 923 19800 SH SHARED 01 19800
MBNA CORP COMMON STOCK 55262L100 1381 60530 SH SHARED 01 60530
MCI WORLDCOM INC. COMMON STOCK 55268B106 21318 296599 SH SHARED 01 296599
MEMC ELECTRONIC MATERIALS COMMON STOCK 552715104 1375 100000 SH SHARED 01 100000
MGIC INVT CORP COMMON STOCK 552848103 392 8200 SH SHARED 01 8200
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MSC. SOFTWARE CORP. COMMON STOCK 553531104 336 50300 SH SHARED 01 50300
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MAGNETEK, INC. COMMON STOCK 559424106 782 87500 SH SHARED 01 87500
MAIL-WELL INC COMMON STOCK 560321200 1021 73600 SH SHARED 01 73600
MALLINCKRODT INC. COMMON STOCK 561232109 166 5500 SH SHARED 01 5500
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MANOR CARE INC. COMMON STOCK 564055101 144 8400 SH SHARED 01 8400
MARINER POST-ACUTE COMMON STOCK 568459101 86 228792 SH SHARED 01 228792
MARSH & MCLENNAN CO., INC COMMON STOCK 571748102 3661 53450 SH SHARED 01 53450
MARRIOTT INTL, CL-A COMMON STOCK 571903202 1971 60300 SH SHARED 01 60300
MARSHALL INDUSTRIES COMMON STOCK 572393106 2256 61800 SH SHARED 01 61800
MASCO CORP COMMON STOCK 574599106 2877 92800 SH SHARED 01 92800
MASCOTECH, INC. COMMON STOCK 574670105 743 45900 SH SHARED 01 45900
MASTEC INC. COMMON STOCK 576323109 1257 42700 SH SHARED 01 42700
MATTEL COMMON STOCK 577081102 1067 56147 SH SHARED 01 56147
MAY DEPARTMENT STORES COMMON STOCK 577778103 2153 59100 SH SHARED 01 59100
MAXXIM MEDICAL, INC. COMMON STOCK 57777G105 658 27500 SH SHARED 01 27500
MAXIMUS INC COMMON STOCK 577933104 883 29500 SH SHARED 01 29500
MAYTAG COMMON STOCK 578592107 1043 31300 SH SHARED 01 31300
MCDERMOTT INTERNATL INC COMMON STOCK 580037109 91 4500 SH SHARED 01 4500
MCDONALDS CORP. COMMON STOCK 580135101 10036 233400 SH SHARED 01 233400
MCGRAW HILL COMMON STOCK 580645109 2366 48900 SH SHARED 01 48900
MCKESSON HBCO INC. COMMON STOCK 58155Q103 1303 44927 SH SHARED 01 44927
MEAD CORP COMMON STOCK 582834107 1282 37300 SH SHARED 01 37300
MEDIA ONE GROUP COMMON STOCK 58440J104 7016 102700 SH SHARED 01 102700
MEDICIS PHARMACEUTICALS COMMON STOCK 584690309 1937 67950 SH SHARED 01 67950
MEDTRONIC INCORPORATED COMMON STOCK 585055106 3131 88200 SH SHARED 01 88200
MELLON BANK CORP COMMON STOCK 585509102 3314 98200 SH SHARED 01 98200
MERCK & COMPANY, INC COMMON STOCK 589331107 25708 396650 SH SHARED 01 396650
MERCURY INTERACTIVE COMMON STOCK 589405109 3551 55000 SH SHARED 01 55000
MEREDITH CORP COMMON STOCK 589433101 142 3900 SH SHARED 01 3900
MERRILL LYNCH COMMON STOCK 590188108 4938 73500 SH SHARED 01 73500
METAMOR WORLDWIDE INC. COMMON STOCK 59133P100 462 26000 SH SHARED 01 26000
MICROS SYSTEMS COMMON STOCK 594901100 2385 58900 SH SHARED 01 58900
MICROSOFT COMMON STOCK 594918104 75294 831400 SH SHARED 01 831400
MICROMUSE INC COMMON STOCK 595094103 643 10000 SH SHARED 01 10000
MICRON TECHNOLOGY INC COMMON STOCK 595112103 2489 37400 SH SHARED 01 37400
MID-ATLANTIC MEDICAL COMMON STOCK 59523C107 1339 149800 SH SHARED 01 149800
MIDWAY GAMES, INC COMMON STOCK 598148104 1457 92500 SH SHARED 01 92500
MILACRON INC. COMMON STOCK 598709103 861 48500 SH SHARED 01 48500
MILLENNIUM PHARMACEUTICAL COMMON STOCK 599902103 6071 93400 SH SHARED 01 93400
MILLIPORE CORP COMMON STOCK 601073109 128 3400 SH SHARED 01 3400
MINN. MINING & MANUFCTRNG COMMON STOCK 604059105 6263 65200 SH SHARED 01 65200
MIRAGE RESORTS COMMON STOCK 60462E104 217 15400 SH SHARED 01 15400
MOBIL CORPORATION COMMON STOCK 607059102 13309 132100 SH SHARED 01 132100
MONSANTO COMMON STOCK 611662107 3558 99700 SH SHARED 01 99700
MORGAN J P & CO., INC. COMMON STOCK 616880100 3348 29300 SH SHARED 01 29300
MORGAN KEEGAN, INC. COMMON STOCK 617410105 1932 113225 SH SHARED 01 113225
MORGAN STANLEY DEAN WTR COMMON STOCK 617446448 10196 114316 SH SHARED 01 114316
MORRISON KNUDSEN COMMON STOCK 61844A109 868 84200 SH SHARED 01 84200
MOTOROLA,INC. COMMON STOCK 620076109 9310 105800 SH SHARED 01 105800
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MUELLER INDUSTRIES INC COMMON STOCK 624756102 2307 77700 SH SHARED 01 77700
NL INDUSTRIES COMMON STOCK 629156407 1072 84900 SH SHARED 01 84900
NABISCO GROUP HOLDINGS COMMON STOCK 62952P102 368 24500 SH SHARED 01 24500
NACCO INDUSTRIES INC COMMON STOCK 629579103 1090 15600 SH SHARED 01 15600
NALCO CHEMICAL CO COMMON STOCK 629853102 263 5200 SH SHARED 01 5200
NATIONAL CITY CORP COMMON STOCK 635405103 2810 105300 SH SHARED 01 105300
NATIONAL DISCOUNT BROKERS COMMON STOCK 635646102 925 35000 SH SHARED 01 35000
NATIONAL SEMICONDTR COMMON STOCK 637640103 387 12700 SH SHARED 01 12700
NATIONAL SVC INDUSTRIES COMMON STOCK 637657107 101 3200 SH SHARED 01 3200
NATIONAL STEEL CORP - B COMMON STOCK 637844309 435 62700 SH SHARED 01 62700
NAVISTAR INTERNATIONAL COMMON STOCK 63934E108 238 5120 SH SHARED 01 5120
NAVIGANT CONSULTING CO. COMMON STOCK 63935N107 1391 30000 SH SHARED 01 30000
NETWORK EQUIP TECH COMMON STOCK 641208103 722 78600 SH SHARED 01 78600
NETWORK APPLIANCE INC. COMMON STOCK 64120L104 401 5600 SH SHARED 01 5600
NEW CENTURY ENERGIES COMMON STOCK 64352U103 291 8700 SH SHARED 01 8700
NEW ENGLAND BUSINESS SERV COMMON STOCK 643872104 965 33800 SH SHARED 01 33800
NEW JERSEY RESOURCES CORP COMMON STOCK 646025106 1372 34300 SH SHARED 01 34300
NEW YORK TIMES CO COMMON STOCK 650111107 1234 32900 SH SHARED 01 32900
NEWELL RUBBERMAID INC. COMMON STOCK 651229106 1765 61780 SH SHARED 01 61780
NEWFIELD EXPLORATION CO. COMMON STOCK 651290108 2507 76100 SH SHARED 01 76100
NEWMONT MINING CORP COMMON STOCK 651639106 326 12615 SH SHARED 01 12615
NEWPORT NEWS SHIPBUILDING COMMON STOCK 652228107 1771 54800 SH SHARED 01 54800
NEXTEL COMMUNICATIONS COMMON STOCK 65332V103 1695 25000 SH SHARED 01 25000
NIAGRA MOHAWK HOLDINGS COMMON STOCK 653520106 218 14100 SH SHARED 01 14100
NICOR, INC. COMMON STOCK 654086107 138 3700 SH SHARED 01 3700
NIKE, INC., CLASS B COMMON STOCK 654106103 1206 21200 SH SHARED 01 21200
99 CENTS ONLY STORES COMMON STOCK 65440K106 975 27000 SH SHARED 01 27000
NORDSTROM INC COMMON STOCK 655664100 289 10700 SH SHARED 01 10700
NORFOLK SOUTHERN CORP COMMON STOCK 655844108 1504 61400 SH SHARED 01 61400
NORTEK, INC. COMMON STOCK 656559101 949 27800 SH SHARED 01 27800
NORTEL NETWORKS CORP. COMMON STOCK 656569100 10210 200200 SH SHARED 01 200200
NORTHERN BORDER PARTNERS COMMON STOCK 664785102 1158 40000 SH SHARED 01 40000
NORTHERN STATES POWER CO COMMON STOCK 665772109 1070 49600 SH SHARED 01 49600
NORTHERN TRUST CORP COMMON STOCK 665859104 2388 28600 SH SHARED 01 28600
NORTHROP GRUMMAN CORP COMMON STOCK 666807102 331 5200 SH SHARED 01 5200
NORTHWESTERN CORP. COMMON STOCK 668074107 746 32800 SH SHARED 01 32800
NOVA CORP/GEORGIA COMMON STOCK 669784100 1605 64200 SH SHARED 01 64200
NOVA CARE COMMON STOCK 669930109 233 196100 SH SHARED 01 196100
NOVELL INC. COMMON STOCK 670006105 525 25400 SH SHARED 01 25400
NUCOR CORP COMMON STOCK 670346105 1100 23100 SH SHARED 01 23100
OEA, INC. COMMON STOCK 670826106 419 55000 SH SHARED 01 55000
OEC MEDICAL SYSTEMS, INC. COMMON STOCK 670828102 1510 43000 SH SHARED 01 43000
OM GROUP INC COMMON STOCK 670872100 1815 47300 SH SHARED 01 47300
OAK INDUSTRIES, INC. COMMON STOCK 671400505 1938 57000 SH SHARED 01 57000
OCCIDENTAL PETROLEUM COMMON STOCK 674599105 608 26300 SH SHARED 01 26300
OCEANEERING INTERNATIONAL COMMON STOCK 675232102 834 49600 SH SHARED 01 49600
OCULAR SCIENCES INC COMMON STOCK 675744106 1275 65800 SH SHARED 01 65800
OFFICE DEPOT COMMON STOCK 676220106 288 28300 SH SHARED 01 28300
OMNICOM GROUP COMMON STOCK 681919106 1069 13500 SH SHARED 01 13500
ONEIDA, LTD. COMMON STOCK 682505102 1036 43500 SH SHARED 01 43500
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ONEOK INC. COMMON STOCK 682680103 73 2400 SH SHARED 01 2400
ORACLE CORPORATION COMMON STOCK 68389X105 10475 230212 SH SHARED 01 230212
ORTHODONTIC CENTERS COMMON STOCK 68750P103 2065 118000 SH SHARED 01 118000
O'SULLIVAN INDUSTRIES, IN COMMON STOCK 688609106 716 47700 SH SHARED 01 47700
OVERSEAS SHIPHOLDING GRP COMMON STOCK 690368105 1201 77800 SH SHARED 01 77800
OWENS & MINOR, INC. COMMON STOCK 690732102 995 103400 SH SHARED 01 103400
OWENS CORNING COMMON STOCK 69073F103 89 4100 SH SHARED 01 4100
OWENS-ILLINOIS COMMON STOCK 690768403 620 31300 SH SHARED 01 31300
PECO ENERGY CORP COMMON STOCK 693304107 1620 43200 SH SHARED 01 43200
PG & E CORP COMMON STOCK 69331C108 750 29000 SH SHARED 01 29000
PE CORP. BIOSYSTEMS COMMON STOCK 69332S102 556 7700 SH SHARED 01 7700
PMC - SIERRA INC. COMMON STOCK 69344F106 6660 72000 SH SHARED 01 72000
PNC BANK CORP. COMMON STOCK 693475105 3330 63200 SH SHARED 01 63200
P P & L RESOURCES COMMON STOCK 693499105 322 11900 SH SHARED 01 11900
PPG INDUSTRIES INC COMMON STOCK 693506107 2892 48200 SH SHARED 01 48200
PRI AUTOMATION COMMON STOCK 69357H106 2009 55600 SH SHARED 01 55600
PACCAR INCORPORATED COMMON STOCK 693718108 308 6050 SH SHARED 01 6050
PACIFIC GATEWAY EXCHANGE COMMON STOCK 694327107 983 60000 SH SHARED 01 60000
PACIFICORP COMMON STOCK 695114108 453 22500 SH SHARED 01 22500
PAINE WEBBER GROUP INC. COMMON STOCK 695629105 399 11000 SH SHARED 01 11000
PALL CORP COMMON STOCK 696429307 218 9399 SH SHARED 01 9399
PARACELSUS HEALTH COMMON STOCK 698891108 166 177200 SH SHARED 01 177200
PARAMETRIC TECHNOLOGY COMMON STOCK 699173100 276 20426 SH SHARED 01 20426
PARK ELECTROCHEMICAL CORP COMMON STOCK 700416209 986 30000 SH SHARED 01 30000
PARKER-HANNIFIN CORP COMMON STOCK 701094104 369 8225 SH SHARED 01 8225
PAXAR CORP. COMMON STOCK 704227107 804 83566 SH SHARED 01 83566
PAYCHEX COMMON STOCK 704326107 635 18600 SH SHARED 01 18600
PEDIATRIX MED COMMON STOCK 705324101 833 60000 SH SHARED 01 60000
PEGASYSTEMS INC COMMON STOCK 705573103 663 85200 SH SHARED 01 85200
PENN TREATY AMER CORP COMMON STOCK 707874103 397 19000 SH SHARED 01 19000
PENNEY J.C., INC. COMMON STOCK 708160106 1470 42750 SH SHARED 01 42750
PEOPLES ENERGY CORP COMMON STOCK 711030106 95 2700 SH SHARED 01 2700
PEOPLESOFT COMMON STOCK 712713106 308 18200 SH SHARED 01 18200
PEP BOYS COMMON STOCK 713278109 62 4200 SH SHARED 01 4200
PEPSICO INCORPORATED COMMON STOCK 713448108 7239 239300 SH SHARED 01 239300
PEREGRINE SYSTEMS, INC. COMMON STOCK 71366Q101 2038 50000 SH SHARED 01 50000
PERSONNEL GROUP OF AMER COMMON STOCK 715338109 188 30000 SH SHARED 01 30000
PHARMACIA & UPJOHN, INC. COMMON STOCK 716941109 4135 83330 SH SHARED 01 83330
PFIZER COMMON STOCK 717081103 22838 635500 SH SHARED 01 635500
PHELPS DODGE CORP COMMON STOCK 717265102 242 4400 SH SHARED 01 4400
PHILADELPHIA CONS COMMON STOCK 717528103 405 30000 SH SHARED 01 30000
PHILIP MORRIS, INC. COMMON STOCK 718154107 14803 433000 SH SHARED 01 433000
PHILLIPS PETROLEUM CO COMMON STOCK 718507106 2589 53100 SH SHARED 01 53100
PHILLIPS VAN HEUSEN COMMON STOCK 718592108 444 50000 SH SHARED 01 50000
PHOENIX INVESTMENT COMMON STOCK 719085102 1089 130000 SH SHARED 01 130000
PHOTRONICS INC. COMMON STOCK 719405102 1458 65000 SH SHARED 01 65000
PILLOWTEX CORP. COMMON STOCK 721501104 180 24000 SH SHARED 01 24000
PIONEER HI BRED COMMON STOCK 723686101 721 18100 SH SHARED 01 18100
PITNEY BOWES INC. COMMON STOCK 724479100 3650 59900 SH SHARED 01 59900
PITTSTON BURLNG COMMON STOCK 725701882 475 58900 SH SHARED 01 58900
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PLACER DOME INC COMMON STOCK 725906101 366 24600 SH SHARED 01 24600
PLANTRONICS INC COMMON STOCK 727493108 2876 57800 SH SHARED 01 57800
PLAYTEX PRODUCTS, INC. COMMON STOCK 72813P100 1549 105000 SH SHARED 01 105000
PLEXUS CORP COMMON STOCK 729132100 1531 50000 SH SHARED 01 50000
POLARIS INDUSTRIES INC COMMON STOCK 731068102 1904 55000 SH SHARED 01 55000
POLAROID CORP COMMON STOCK 731095105 86 3289 SH SHARED 01 3289
POLYMER GROUP COMMON STOCK 731745105 1105 74900 SH SHARED 01 74900
POTLATCH CORP COMMON STOCK 737628107 91 2200 SH SHARED 01 2200
PREMIER BANCSHARES INC COMMON STOCK 739909109 1367 78100 SH SHARED 01 78100
PRAXAIR INC COMMON STOCK 74005P104 547 11900 SH SHARED 01 11900
PREPAID LEGAL SERVICES COMMON STOCK 740065107 709 18000 SH SHARED 01 18000
PREMIERE TECHNOLOGIES COMMON STOCK 74058F102 742 125000 SH SHARED 01 125000
PRIMARK CORP. COMMON STOCK 741903108 1991 70000 SH SHARED 01 70000
PRIME HOSPITALITY CORP. COMMON STOCK 741917108 800 100000 SH SHARED 01 100000
PRINTRONIX INC COMMON STOCK 742578107 578 30800 SH SHARED 01 30800
PRIORITY HEALTHCARE CORP. COMMON STOCK 74264T102 976 31627 SH SHARED 01 31627
PROCTER & GAMBLE CO. COMMON STOCK 742718109 21197 226100 SH SHARED 01 226100
PROGRESS SOFTWARE COMMON STOCK 743312100 402 12800 SH SHARED 01 12800
PROGRESSIVE CORP COMMON STOCK 743315103 449 5500 SH SHARED 01 5500
PROJECT SOFTWARE COMMON STOCK 74339P101 1958 36600 SH SHARED 01 36600
PROVIDIAN FINANCIAL COMMON STOCK 74406A102 851 10750 SH SHARED 01 10750
PERFORM. SYSTEMS COMMON STOCK 74437C101 4813 133800 SH SHARED 01 133800
PUB SERVICE NEW MEXICO COMMON STOCK 744499104 1290 70700 SH SHARED 01 70700
PUBLIC SERVICE CO. OF NOR COMMON STOCK 744516105 1206 38900 SH SHARED 01 38900
PUBLIC SERVICE ENT COMMON STOCK 744573106 2128 55100 SH SHARED 01 55100
PULTE CORP COMMON STOCK 745867101 846 38900 SH SHARED 01 38900
QLOGIC COMMON STOCK 747277101 2795 40000 SH SHARED 01 40000
QUAKER OATS CO COMMON STOCK 747402105 1844 29800 SH SHARED 01 29800
QUALCOMM, INC. COMMON STOCK 747525103 2289 12100 SH SHARED 01 12100
QUANEX CORP COMMON STOCK 747620102 817 31900 SH SHARED 01 31900
QUEST DIAGNOSTICS INC. COMMON STOCK 74834L100 2488 95700 SH SHARED 01 95700
RLI CORP. COMMON STOCK 749607107 548 16600 SH SHARED 01 16600
RPC ENERGY SERVICES, INC. COMMON STOCK 749660106 345 49700 SH SHARED 01 49700
RSA SECURITY INC. COMMON STOCK 749719100 1418 53400 SH SHARED 01 53400
RTI INTERNATIONAL COMMON STOCK 74973W107 340 34000 SH SHARED 01 34000
RADISYS CORP. COMMON STOCK 750459109 1130 28800 SH SHARED 01 28800
RAINBOW TECH. INC. COMMON STOCK 750862104 560 42650 SH SHARED 01 42650
RALCORP HOLDINGS INC COMMON STOCK 751028101 1472 83200 SH SHARED 01 83200
RALSTON-RALSTON PURINA COMMON STOCK 751277302 1522 54740 SH SHARED 01 54740
RAYTHEON CO-CLASS B COMMON STOCK 755111408 2744 55300 SH SHARED 01 55300
RECOTON COMMON STOCK 756268108 223 33000 SH SHARED 01 33000
REEBOK INTERNATIONAL LTD COMMON STOCK 758110100 1011 94600 SH SHARED 01 94600
REGIONS FINANCIAL CORP COMMON STOCK 758940100 507 16900 SH SHARED 01 16900
RELIANCE STEEL & ALUMINUM COMMON STOCK 759509102 788 37500 SH SHARED 01 37500
RELIANT ENERGY INC. COMMON STOCK 75952J108 1963 72544 SH SHARED 01 72544
REPUBLIC BANCORP COMMON STOCK 760282103 983 85000 SH SHARED 01 85000
REPUBLIC N Y CORP COMMON STOCK 760719104 485 7900 SH SHARED 01 7900
REPUBLIC SECURITY FINL COMMON STOCK 760758102 795 91500 SH SHARED 01 91500
RESPIRONICS INC. COMMON STOCK 761230101 526 63800 SH SHARED 01 63800
REYNOLDS METALS CO COMMON STOCK 761763101 1177 19500 SH SHARED 01 19500
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RITE AID CORP COMMON STOCK 767754104 271 19600 SH SHARED 01 19600
ROCKWELL COMMON STOCK 773903109 2263 43100 SH SHARED 01 43100
ROHM & HAAS CO. COMMON STOCK 775371107 581 16077 SH SHARED 01 16077
ROLLINS TRUCK LEASING COR COMMON STOCK 775741101 1485 146650 SH SHARED 01 146650
ROPER INDUSTRIES, INC COMMON STOCK 776696106 3768 98500 SH SHARED 01 98500
ROSLYN BANCORP INC COMMON STOCK 778162107 2217 124000 SH SHARED 01 124000
ROWAN COS. INC. COMMON STOCK 779382100 107 6600 SH SHARED 01 6600
ROYAL DUTCH PETRO-NY SHRS COMMON STOCK 780257804 20312 343900 SH SHARED 01 343900
RUBY TUESDAY, INC. COMMON STOCK 781182100 1324 67900 SH SHARED 01 67900
RUDDICK CORP. COMMON STOCK 781258108 1270 80000 SH SHARED 01 80000
RUSS BERRIE & CO., INC. COMMON STOCK 782233100 764 36500 SH SHARED 01 36500
RUSSELL CORP. COMMON STOCK 782352108 41 2900 SH SHARED 01 2900
RYDER SYSTEMS INC COMMON STOCK 783549108 399 19600 SH SHARED 01 19600
RYLAND GROUP, INC. COMMON STOCK 783764103 496 21800 SH SHARED 01 21800
SBC COMM INC COMMON STOCK 78387G103 16502 323168 SH SHARED 01 323168
SCPIE HOLDINGS INC COMMON STOCK 78402P104 1276 40500 SH SHARED 01 40500
SLM HOLDING CORP. COMMON STOCK 78442A109 529 12300 SH SHARED 01 12300
SAFECO CORP COMMON STOCK 786429100 935 33400 SH SHARED 01 33400
SAFETY KLEEN COMMON STOCK 78648R203 754 62500 SH SHARED 01 62500
SAFEWAY INC COMMON STOCK 786514208 3026 79500 SH SHARED 01 79500
ST JUDE MED, INC. COMMON STOCK 790849103 202 6400 SH SHARED 01 6400
ST PAUL BANCORP INC COMMON STOCK 792848103 2288 100000 SH SHARED 01 100000
ST PAUL COMPANIES COMMON STOCK 792860108 452 16434 SH SHARED 01 16434
SANDISK CORP. COMMON STOCK 80004C101 1304 20000 SH SHARED 01 20000
SANTA FE SNYDER CORP. COMMON STOCK 80218K105 1164 129355 SH SHARED 01 129355
SARA LEE, CORP. COMMON STOCK 803111103 3682 157100 SH SHARED 01 157100
SCHERING PLOUGH COMMON STOCK 806605101 10976 251600 SH SHARED 01 251600
SCHLUMBERGER LTD. COMMON STOCK 806857108 5378 86300 SH SHARED 01 86300
SCHWAB (CHARLES) CORP. COMMON STOCK 808513105 2077 61650 SH SHARED 01 61650
SCIENTIFIC-ATLANTA INC COMMON STOCK 808655104 278 5600 SH SHARED 01 5600
THE SCOTTS CO. COMMON STOCK 810186106 1382 39900 SH SHARED 01 39900
SEAGATE TECH INC. COMMON STOCK 811804103 1411 45800 SH SHARED 01 45800
SEAGRAMS LTD ADR COMMON STOCK 811850106 3485 76600 SH SHARED 01 76600
SEACOR HOLDINGS INC COMMON STOCK 811904101 1512 29500 SH SHARED 01 29500
SEALED AIR CORP. COMMON STOCK 81211K100 324 6316 SH SHARED 01 6316
SEARS ROEBUCK COMMON STOCK 812387108 2051 65375 SH SHARED 01 65375
SEITEL INC COMMON STOCK 816074306 532 54600 SH SHARED 01 54600
SEMPRA ENERGY COMMON STOCK 816851109 377 18125 SH SHARED 01 18125
SERVICE CORP INT'L COMMON STOCK 817565104 217 20500 SH SHARED 01 20500
SHARED MEDICAL SYSTEMS COMMON STOCK 819486101 98 2100 SH SHARED 01 2100
SHERWIN-WILLIAMS CO COMMON STOCK 824348106 268 12800 SH SHARED 01 12800
SHOPKO STORES, INC. COMMON STOCK 824911101 1682 58000 SH SHARED 01 58000
SIERRA HEALTH SERVICES, I COMMON STOCK 826322109 873 86250 SH SHARED 01 86250
SIGMA-ALDRICH CORP. COMMON STOCK 826552101 870 27400 SH SHARED 01 27400
SIGCORP INC COMMON STOCK 826912107 1030 40400 SH SHARED 01 40400
SILICON GRAPHICS COMMON STOCK 827056102 156 14300 SH SHARED 01 14300
SILICON VALLEY BANKSHARES COMMON STOCK 827064106 1749 72500 SH SHARED 01 72500
SMITH (A.O.) CORP. COMMON STOCK 831865209 1361 45000 SH SHARED 01 45000
SNAP-ON INC COMMON STOCK 833034101 549 16900 SH SHARED 01 16900
SOLA INTERNATIONAL, INC. COMMON STOCK 834092108 1212 78500 SH SHARED 01 78500
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SOLECTRON CORP. COMMON STOCK 834182107 1451 20200 SH SHARED 01 20200
SONAT INC COMMON STOCK 835415100 329 8300 SH SHARED 01 8300
SOUTHERN COMPANY COMMON STOCK 842587107 3595 139600 SH SHARED 01 139600
SOUTHTRUST CORP. COMMON STOCK 844730101 452 12600 SH SHARED 01 12600
SOUTHWEST AIRLINES COMMON STOCK 844741108 1505 99087 SH SHARED 01 99087
SOUTHWEST GAS CORP. COMMON STOCK 844895102 1347 50000 SH SHARED 01 50000
SOUTHWEST SECURITIES GRP COMMON STOCK 845224104 1029 38093 SH SHARED 01 38093
SOUTHWESTERN ENERGY CO. COMMON STOCK 845467109 539 59500 SH SHARED 01 59500
SPARTECH CORP. COMMON STOCK 847220209 1222 41700 SH SHARED 01 41700
SPEEDFAM-IPEC INC. COMMON STOCK 847705100 900 75000 SH SHARED 01 75000
SPRINGS INDUSTRIES INC COMMON STOCK 851783100 451 13300 SH SHARED 01 13300
SPRINT CORP COMMON STOCK 852061100 7731 142500 SH SHARED 01 142500
SPRINT CORP PCS COMMON STOCK 852061506 2475 33200 SH SHARED 01 33200
STANCORP FINANCIAL COMMON STOCK 852891100 1007 45000 SH SHARED 01 45000
STANDARD PACIFIC CORP. COMMON STOCK 85375C101 610 59500 SH SHARED 01 59500
STANDARD PRODUCTS CO COMMON STOCK 853836104 980 27700 SH SHARED 01 27700
STANDARD REGISTER CO COMMON STOCK 853887107 975 41500 SH SHARED 01 41500
STANLEY WORKS COMMON STOCK 854616109 174 6900 SH SHARED 01 6900
STAPLES, INC. COMMON STOCK 855030102 1594 73100 SH SHARED 01 73100
STATE STREET CORP. COMMON STOCK 857477103 1900 29400 SH SHARED 01 29400
STATEN ISLAND BNCP COMMON STOCK 857550107 658 35000 SH SHARED 01 35000
STATION CASINOS INC. COMMON STOCK 857689103 1302 56000 SH SHARED 01 56000
STERLING BANCORP COMMON STOCK 859158107 436 25300 SH SHARED 01 25300
STONE ENERGY CORP COMMON STOCK 861642106 1628 32000 SH SHARED 01 32000
STRIDE RITE COMMON STOCK 863314100 806 115200 SH SHARED 01 115200
SUMMIT BANCORP COMMON STOCK 866005101 418 12900 SH SHARED 01 12900
SUN MICROSYSTEMS COMMON STOCK 866810104 11420 122800 SH SHARED 01 122800
SUNOCO INC. COMMON STOCK 86764P109 189 6874 SH SHARED 01 6874
SUNRISE ASSISTED LIVING COMMON STOCK 86768K106 664 25000 SH SHARED 01 25000
SUNRISE MEDICAL INC COMMON STOCK 867910101 373 62200 SH SHARED 01 62200
SUNTRUST BANKS INC COMMON STOCK 867914103 4241 64500 SH SHARED 01 64500
SUPERIOR INDUSTRIES COMMON STOCK 868168105 644 23000 SH SHARED 01 23000
SUPERIOR TELECOM INC. COMMON STOCK 868365107 1045 75000 SH SHARED 01 75000
SUPERVALU INC COMMON STOCK 868536103 1208 55400 SH SHARED 01 55400
SWIFT ENERGY CO COMMON STOCK 870738101 415 32836 SH SHARED 01 32836
SYBASE COMMON STOCK 871130100 724 61300 SH SHARED 01 61300
SYKES ENTERPRISES, INC. COMMON STOCK 871237103 1012 41000 SH SHARED 01 41000
SYNOVUS COMMON STOCK 87161C105 383 20500 SH SHARED 01 20500
SYSCO CORP. COMMON STOCK 871829107 877 25000 SH SHARED 01 25000
SYSTEMAX INC. COMMON STOCK 871851101 444 53000 SH SHARED 01 53000
SYSTEMS & COMPUTER TECH COMMON STOCK 871873105 647 51500 SH SHARED 01 51500
TJX COMPANIES INC COMMON STOCK 872540109 682 24300 SH SHARED 01 24300
TNP ENTERPRISES, INC COMMON STOCK 872594106 907 23300 SH SHARED 01 23300
TRW INC COMMON STOCK 872649108 453 9100 SH SHARED 01 9100
TALBOTS COMMON STOCK 874161102 1798 40000 SH SHARED 01 40000
TANDY CORP COMMON STOCK 875382103 758 14656 SH SHARED 01 14656
TECH-SYM COMMON STOCK 878308105 439 22300 SH SHARED 01 22300
TECHNITROL INC. COMMON STOCK 878555101 1622 46000 SH SHARED 01 46000
TEKTRONIX INC. COMMON STOCK 879131100 4804 143400 SH SHARED 01 143400
TELIGENT, INC. COMMON STOCK 87959Y103 745 15000 SH SHARED 01 15000
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TELLABS, INC. COMMON STOCK 879664100 3052 53600 SH SHARED 01 53600
TEMPLE INLAND, INC. COMMON STOCK 879868107 254 4200 SH SHARED 01 4200
TENET HEALTHCARE CORP COMMON STOCK 88033G100 413 23500 SH SHARED 01 23500
TENNECO INC. (NEW) COMMON STOCK 88037E101 218 12800 SH SHARED 01 12800
TERAYON COMMUNICATION SYS COMMON STOCK 880775101 1222 25000 SH SHARED 01 25000
TEREX CORP. COMMON STOCK 880779103 1103 35000 SH SHARED 01 35000
TESORO PETROLEUM CORP. COMMON STOCK 881609101 944 57200 SH SHARED 01 57200
TEXACO, INC. COMMON STOCK 881694103 5492 87000 SH SHARED 01 87000
TEXAS INSTRUMENTS COMMON STOCK 882508104 10972 133400 SH SHARED 01 133400
TEXAS REGIONAL BANCSHARES COMMON STOCK 882673106 1158 46800 SH SHARED 01 46800
TEXAS UTILITIES COMMON STOCK 882848104 2193 58770 SH SHARED 01 58770
TEXTRON INC COMMON COMMON STOCK 883203101 2406 31100 SH SHARED 01 31100
THERMO ELECTRON CORP. COMMON STOCK 883556102 160 11900 SH SHARED 01 11900
THOMAS & BETTS CORP COMMON STOCK 884315102 1275 25000 SH SHARED 01 25000
3 COM CORP. COMMON STOCK 885535104 1637 56950 SH SHARED 01 56950
TIMBERLAND CO., CLASS A COMMON STOCK 887100105 1563 40000 SH SHARED 01 40000
TIME WARNER INC COMMON STOCK 887315109 12662 208420 SH SHARED 01 208420
TIMES MIRROR CO COMMON STOCK 887364107 355 5400 SH SHARED 01 5400
TIMKEN CO COMMON STOCK 887389104 76 4700 SH SHARED 01 4700
TITAN CORP. COMMON STOCK 888266103 781 54300 SH SHARED 01 54300
TOLL BROTHERS INC COMMON STOCK 889478103 1016 53300 SH SHARED 01 53300
TORCHMARK CORP COMMON STOCK 891027104 756 29200 SH SHARED 01 29200
TORO CO. COMMON STOCK 891092108 1316 35200 SH SHARED 01 35200
TOSCO CORP COMMON STOCK 891490302 290 11500 SH SHARED 01 11500
TOWER AUTOMOTIVE INC COMMON STOCK 891707101 1567 79100 SH SHARED 01 79100
TOYS R US COMMON STOCK 892335100 281 18750 SH SHARED 01 18750
TRANS. SYSTEM ARCHITECTS COMMON STOCK 893416107 1616 60000 SH SHARED 01 60000
TRIANGLE BCP COMMON STOCK 895835106 1426 77100 SH SHARED 01 77100
TRIAD GUARANTY INC COMMON STOCK 895925105 803 47600 SH SHARED 01 47600
TRIARC COS., INC. COMMON STOCK 895927101 1072 50000 SH SHARED 01 50000
TRICON GLOBAL RESTAURANTS COMMON STOCK 895953107 475 11610 SH SHARED 01 11610
TRIBUNE CO. COMMON STOCK 896047107 2627 52800 SH SHARED 01 52800
TRUE NORTH COMMUNICATIONS COMMON STOCK 897844106 1455 40000 SH SHARED 01 40000
TUPPERWARE CORP COMMON STOCK 899896104 91 4500 SH SHARED 01 4500
TYCO INTERNATIONAL COMMON STOCK 902124106 15122 146460 SH SHARED 01 146460
UGI CORP COMMON STOCK 902681105 1158 49800 SH SHARED 01 49800
UST CORP COMMON STOCK 902900109 3752 122000 SH SHARED 01 122000
USX-MARATHON GROUP COMMON STOCK 902905827 1726 59000 SH SHARED 01 59000
UST, INC. COMMON STOCK 902911106 1247 41300 SH SHARED 01 41300
US BANCORP COMMON STOCK 902973106 3655 121062 SH SHARED 01 121062
URS CORP. COMMON STOCK 903236107 478 19490 SH SHARED 01 19490
USX- U S STEEL GRP INC COMMON STOCK 90337T101 521 20240 SH SHARED 01 20240
UNIFIRST CORP. COMMON STOCK 904708104 384 27900 SH SHARED 01 27900
UNILEVER NV-W/I COMMON STOCK 904784709 6600 96885 SH SHARED 01 96885
UNICOM CORP COMMON STOCK 904911104 606 16400 SH SHARED 01 16400
UNION CARBIDE CORP COMMON STOCK 905581104 1846 32500 SH SHARED 01 32500
UNION PAC CORP COMMON STOCK 907818108 2259 47000 SH SHARED 01 47000
UNION PACIFIC RESOURCES COMMON STOCK 907834105 306 19023 SH SHARED 01 19023
UNION PLANTERS COMMON STOCK 908068109 440 10800 SH SHARED 01 10800
UNISOURCE ENERGY CORP. COMMON STOCK 909205106 653 55320 SH SHARED 01 55320
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UNISYS COMMON STOCK 909214108 1042 23100 SH SHARED 01 23100
UNITED HEALTHCARE COMMON STOCK 910581107 638 13100 SH SHARED 01 13100
UTD ILLUMINATION COMMON STOCK 910637107 1311 27100 SH SHARED 01 27100
UNITED INDUSTRIAL CORP. COMMON STOCK 910671106 332 36100 SH SHARED 01 36100
US AIRWAYS GROUP, INC. COMMON STOCK 911905107 147 5600 SH SHARED 01 5600
U S HOME CORP COMMON STOCK 911920106 509 18300 SH SHARED 01 18300
US WEST INC. NEW COMMON STOCK 91273H101 4996 87557 SH SHARED 01 87557
UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 4769 80400 SH SHARED 01 80400
UNITED WATER RESOURCES, I COMMON STOCK 913190104 2336 71600 SH SHARED 01 71600
UNITED WISCONSIN SERVICES COMMON STOCK 913238101 331 53000 SH SHARED 01 53000
UNITRODE CORP. COMMON STOCK 913283107 3360 80000 SH SHARED 01 80000
UNOCAL COMMON STOCK 915289102 2083 56200 SH SHARED 01 56200
UNUMPROVIDENT CORP. COMMON STOCK 91529Y106 1413 47984 SH SHARED 01 47984
USWEB CORP. COMMON STOCK 917327108 2745 80000 SH SHARED 01 80000
V.F. CORP COMMON STOCK 918204108 927 29900 SH SHARED 01 29900
VAIL RESORTS, INC. COMMON STOCK 91879Q109 1829 78900 SH SHARED 01 78900
VALUE CITY DEPT STORES COMMON STOCK 920387107 600 40000 SH SHARED 01 40000
VERITAS DGC INC COMMON STOCK 92343P107 897 46600 SH SHARED 01 46600
VIACOM CLASS B COMMON STOCK 925524308 2201 52100 SH SHARED 01 52100
VIATEL INC COMMON STOCK COMMON STOCK 925529208 1035 35000 SH SHARED 01 35000
VINTAGE PETROLEUM, INC. COMMON STOCK 927460105 1484 109900 SH SHARED 01 109900
VISUAL NETWORKS INC COMMON STOCK 928444108 1252 29500 SH SHARED 01 29500
VISX INC COMMON STOCK 92844S105 11073 140000 SH SHARED 01 140000
VOICESTREAM WIRELESS CORP COMMON STOCK 928615103 4259 69000 SH SHARED 01 69000
VULCAN MATERIALS CO. COMMON STOCK 929160109 278 7600 SH SHARED 01 7600
WICOR INC COMMON STOCK 929253102 1819 62600 SH SHARED 01 62600
WPS RESOURCES COMMON STOCK 92931B106 1123 40000 SH SHARED 01 40000
WACHOVIA CORP COMMON STOCK 929771103 3287 41800 SH SHARED 01 41800
WALMART COMMON STOCK 931142103 38029 799550 SH SHARED 01 799550
WALGREEN CO COMMON STOCK 931422109 4516 177956 SH SHARED 01 177956
WARNER LAMBERT CO COMMON STOCK 934488107 9664 145600 SH SHARED 01 145600
WASHINGTON MUTUAL COMMON STOCK 939322103 3144 107485 SH SHARED 01 107485
WASTE MANAGEMENT INC. COMMON STOCK 94106L109 1849 96042 SH SHARED 01 96042
WATKINS-JOHNSON CO. COMMON STOCK 942486101 838 25000 SH SHARED 01 25000
WATSCO, INC. COMMON STOCK 942622200 546 47962 SH SHARED 01 47962
WATSON PHARMACEUTICAL INC COMMON STOCK 942683103 220 7200 SH SHARED 01 7200
WATTS INDUSTRIES COMMON STOCK 942749102 1131 52000 SH SHARED 01 52000
WEBB (DEL E.) CORP COMMON STOCK 947423109 1012 46000 SH SHARED 01 46000
WELLMAN COMMON STOCK 949702104 903 50000 SH SHARED 01 50000
WELLPOINT HLTH NETWORKS COMMON STOCK 94973H108 291 5100 SH SHARED 01 5100
WELLS FARGO COMPANY COMMON STOCK 949746101 11214 283000 SH SHARED 01 283000
WENDY'S INTERNATIONAL COMMON STOCK 950590109 245 9300 SH SHARED 01 9300
WEST PHARMACEUTICAL COMMON STOCK 955306105 2011 53000 SH SHARED 01 53000
WESTCORP COMMON STOCK 957907108 598 40000 SH SHARED 01 40000
WESTERN DIGITAL CORP. COMMON STOCK 958102105 938 250000 SH SHARED 01 250000
WESTERN WIRELESS CORP COMMON STOCK 95988E204 4395 98000 SH SHARED 01 98000
WESTINGHOUSE AIR BRAKE CO COMMON STOCK 960386100 906 49800 SH SHARED 01 49800
WESTVACO CORP COMMON STOCK 961548104 193 7550 SH SHARED 01 7550
WEYERHAEUSER CO. COMMON STOCK 962166104 1922 33350 SH SHARED 01 33350
WHIRLPOOL COMMON STOCK 963320106 372 5700 SH SHARED 01 5700
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WILLAMETTE INDS INC. COMMON STOCK 969133107 362 8400 SH SHARED 01 8400
WILLIAMS CO. COMMON STOCK 969457100 2632 70300 SH SHARED 01 70300
WIND RIVER SYSTEMS, INC. COMMON STOCK 973149107 1710 90000 SH SHARED 01 90000
WINN DIXIE STORES INC COMMON STOCK 974280109 333 11200 SH SHARED 01 11200
WINNEBAGO INDUSTRIES, INC COMMON STOCK 974637100 917 38300 SH SHARED 01 38300
WOLVERINE TUBE INC COMMON STOCK 978093102 504 32500 SH SHARED 01 32500
WOLVERINE WORLD WIDE, INC COMMON STOCK 978097103 1227 107900 SH SHARED 01 107900
WORLD ACCESS INC. COMMON STOCK 98141A101 262 23448 SH SHARED 01 23448
WORTHINGTON INDUST, INC. COMMON STOCK 981811102 118 6925 SH SHARED 01 6925
WRIGLEY JR CO. COMMON STOCK 982526105 606 8800 SH SHARED 01 8800
XEROX CORPORATION COMMON STOCK 984121103 4866 116034 SH SHARED 01 116034
XTRA CORP COMMON STOCK 984138107 1292 32500 SH SHARED 01 32500
YANKEE ENERGY SYSTEM, INC COMMON STOCK 984779108 1042 24400 SH SHARED 01 24400
ZALE CORP. COMMON STOCK 988858106 2682 70000 SH SHARED 01 70000
GLOBAL CROSSING LTD COMMON STOCK G3921A100 712 26855 SH SHARED 01 26855
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