UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
REPORT FOR THE CALENDAR YEAR OR QUARTER ENDED: 3/31/00
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: KENNETH C. KREI
TITLE: EXECUTIVE VICE PRESIDENT
PHONE: (616) 653-3365
<PAGE>
SIGNATURE,PLACE,AND DATE OF SIGNING:
/S/KENNETH C. KREI GRAND RAPIDS, MI 5/12/00
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: 928
FORM 13F INFORMATION TABLE VALUE TOTAL: $2,770,793
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 720 43150 SH SHARED 01 43150
ADC TELECOMMUNICATIONS COMMON STOCK 000886101 2699 50100 SH SHARED 01 50100
ABM INDUSTRIES INC COMMON STOCK 000957100 1147 48800 SH SHARED 01 48800
AFLAC INCORPORATED COMMON STOCK 001055102 898 19700 SH SHARED 01 19700
AES CORP COMMON STOCK 00130H105 1205 15300 SH SHARED 01 15300
AK STEEL HOLDING CORP. COMMON STOCK 001547108 778 75000 SH SHARED 01 75000
AMR CORPORATION COMMON STOCK 001765106 861 27000 SH SHARED 01 27000
AT&T CORP COMMON STOCK 001957109 29495 524351 SH SHARED 01 524351
ATMI INC. COMMON STOCK 00207R101 573 20000 SH SHARED 01 20000
ABBOTT LABS COMMON STOCK 002824100 8895 252800 SH SHARED 01 252800
ACUSON COMMON STOCK 005113105 1379 93100 SH SHARED 01 93100
ADAPTEC INC COMMON STOCK 00651F108 294 7600 SH SHARED 01 7600
ADOBE SYSTEMS INC COMMON STOCK 00724F101 2148 19300 SH SHARED 01 19300
ADVANCE PARADIGM COMMON STOCK 007491103 285 28500 SH SHARED 01 28500
ADVEST GROUP, INC. COMMON STOCK 007566102 447 23500 SH SHARED 01 23500
ADVO, INC. COMMON STOCK 007585102 1675 67000 SH SHARED 01 67000
ADVANCED MICRO DEVICES COMMON STOCK 007903107 1193 20900 SH SHARED 01 20900
AETNA COMMON STOCK COMMON STOCK 008117103 1168 20970 SH SHARED 01 20970
AFFYMETRIX INC. COMMON STOCK 00826T108 3711 25000 SH SHARED 01 25000
AGRIBRANDS INTL, INC. COMMON STOCK 00849R105 1179 30000 SH SHARED 01 30000
AIR PRODUCTS & CHEMICAL COMMON STOCK 009158106 483 17000 SH SHARED 01 17000
ALBANY INTL CORP. COMMON STOCK 012348108 846 57120 SH SHARED 01 57120
ALBERTO CULVER CO COMMON STOCK 013068101 629 26400 SH SHARED 01 26400
ALBERTSONS INC COMMON STOCK 013104104 1764 56897 SH SHARED 01 56897
ALCAN ALUMINUM LTD COMMON STOCK 013716105 550 16250 SH SHARED 01 16250
ALCOA INC. COMMON STOCK 013817101 4306 61300 SH SHARED 01 61300
ALKERMES INC. COMMON STOCK 01642T108 5088 55000 SH SHARED 01 55000
ALLEGHENY TECHNO INC COMMON STOCK 01741R102 140 6960 SH SHARED 01 6960
ALLEN TELECOM INC. COMMON STOCK 018091108 1599 100300 SH SHARED 01 100300
ALLERGAN INC COMMON STOCK 018490102 635 12700 SH SHARED 01 12700
ALLIANT TECHSYSTEMS INC COMMON STOCK 018804104 1766 30000 SH SHARED 01 30000
ALLIED WASTE INDUST INC COMMON STOCK 019589308 85 13000 SH SHARED 01 13000
ALLSTATE CORP COMMON STOCK 020002101 2753 115598 SH SHARED 01 115598
ALLTEL COMMON STOCK 020039103 1810 28700 SH SHARED 01 28700
ALPHARMA INC-CL A COMMON STOCK 020813101 2389 65000 SH SHARED 01 65000
ALZA COMMON STOCK 022615108 285 7600 SH SHARED 01 7600
AMERADA HESS CORP COMMON STOCK 023551104 439 6800 SH SHARED 01 6800
AMEREN CORPORATION COMMON STOCK 023608102 312 10100 SH SHARED 01 10100
AMERICA ONLINE COMMON STOCK 02364J104 24694 369800 SH SHARED 01 369800
AMERICA WEST HOLDINGS - B COMMON STOCK 023657208 1477 95300 SH SHARED 01 95300
AMERICAN ELEC POWER INC COMMON STOCK 025537101 429 14400 SH SHARED 01 14400
AMERICAN EXPRESS CO COMMON STOCK 025816109 10589 71100 SH SHARED 01 71100
AMERICAN GENERAL CORP COMMON STOCK 026351106 2380 42398 SH SHARED 01 42398
AMERICAN GREETINGS CORP COMMON STOCK 026375105 88 4800 SH SHARED 01 4800
<PAGE>
AMERICAN HOME PRODUCTS COMMON STOCK 026609107 10993 205000 SH SHARED 01 205000
AMERICAN INT'L GROUP COMMON STOCK 026874107 28425 259592 SH SHARED 01 259592
AMERICAN MGMT SYSTEMS COMMON STOCK 027352103 2848 65000 SH SHARED 01 65000
AMERICAN MOBLIE SAT. COMMON STOCK 02755R103 1800 75000 SH SHARED 01 75000
AMERICREDIT COMMON STOCK 03060R101 3099 190000 SH SHARED 01 190000
AMERITRADE HOLDING CORP COMMON STOCK 03072H109 1045 50000 SH SHARED 01 50000
AMERUS LIFE HOLDINGS-A COMMON STOCK 030732101 906 50000 SH SHARED 01 50000
AMGEN, INC. COMMON STOCK 031162100 10151 165400 SH SHARED 01 165400
AMSOUTH BANC CORP COMMON STOCK 032165102 432 28950 SH SHARED 01 28950
ANADARKO COMMON STOCK 032511107 364 9400 SH SHARED 01 9400
ANALOG DEVICES COMMON STOCK 032654105 4399 54600 SH SHARED 01 54600
ANDREW CORP COMMON STOCK 034425108 139 6055 SH SHARED 01 6055
ANHEUSER BUSCH CO INC COMMON STOCK 035229103 5184 83270 SH SHARED 01 83270
ANIXTER INTERNATIONAL INC COMMON STOCK 035290105 2258 81000 SH SHARED 01 81000
ANNTAYLOR STORES CORP COMMON STOCK 036115103 1329 57800 SH SHARED 01 57800
AON CORP. COMMON STOCK 037389103 613 19000 SH SHARED 01 19000
APACHE CORP COMMON STOCK 037411105 418 8400 SH SHARED 01 8400
APEX COMMON STOCK 037548104 1856 50000 SH SHARED 01 50000
APPLE COMPUTER INC COMMON STOCK 037833100 3015 22200 SH SHARED 01 22200
APPLEBEE'S INT'L COMMON STOCK 037899101 2109 75000 SH SHARED 01 75000
APRIA HEALTHCARE GROUP COMMON STOCK 037933108 2389 165500 SH SHARED 01 165500
APPLIED INDUSTRIAL TECH COMMON STOCK 03820C105 684 42725 SH SHARED 01 42725
APPLIED MATERIALS INC COMMON STOCK 038222105 17615 186900 SH SHARED 01 186900
APPLIED POWER INC. COMMON STOCK 038225108 2850 100000 SH SHARED 01 100000
APPLIED MICRO CIRCUITS COMMON STOCK 03822W109 4502 30000 SH SHARED 01 30000
ARCADIA FINANCIAL LTD COMMON STOCK 039101100 683 136500 SH SHARED 01 136500
ARCH COAL INC. COMMON STOCK 039380100 9 1304 SH SHARED 01 1304
ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 467 45024 SH SHARED 01 45024
ARMSTRONG WRLD INDUST COMMON STOCK 042476101 55 3100 SH SHARED 01 3100
ARTESYN TECHNOLOGIES INC. COMMON STOCK 043127109 1894 100000 SH SHARED 01 100000
ARVIN INDUSTRIES INC COMMON STOCK 043339100 1244 55000 SH SHARED 01 55000
ASHLAND INC COMMON STOCK 044204105 177 5300 SH SHARED 01 5300
ASSOCIA FIRST CAPITAL - A COMMON STOCK 046008108 2516 117354 SH SHARED 01 117354
ATLANTIC RICHFIELD CO. COMMON STOCK 048825103 3902 45900 SH SHARED 01 45900
ATLAS AIR, INC. COMMON STOCK 049164106 1232 45000 SH SHARED 01 45000
ATMOS ENERGY CORP. COMMON STOCK 049560105 737 45000 SH SHARED 01 45000
ATWOOD OCEANICS COMMON STOCK 050095108 2255 34000 SH SHARED 01 34000
AUTO DESK COMMON STOCK 052769106 214 4700 SH SHARED 01 4700
AUTOMATIC DATA PROC COMMON STOCK 053015103 7382 153000 SH SHARED 01 153000
AUTOZONE COMMON STOCK 053332102 297 10700 SH SHARED 01 10700
AVERY DENNISON CORP COMMON STOCK 053611109 1179 19300 SH SHARED 01 19300
AVNET INC. COMMON STOCK 053807103 2205 35000 SH SHARED 01 35000
AVON PRODUCTS COMMON STOCK 054303102 660 22700 SH SHARED 01 22700
AZTAR CORP. COMMON STOCK 054802103 992 104400 SH SHARED 01 104400
B B & T CORP COMMON STOCK 054937107 721 25700 SH SHARED 01 25700
BMC INDUSTRIES INC. COMMON STOCK 055607105 427 75000 SH SHARED 01 75000
BMC SOFTWARE COMMON STOCK 055921100 2010 40700 SH SHARED 01 40700
BAKER HUGHES COMMON STOCK 057224107 737 24380 SH SHARED 01 24380
BALDOR ELECTRIC CO. COMMON STOCK 057741100 1373 76000 SH SHARED 01 76000
BALL CORPORATION COMMON STOCK 058498106 76 2200 SH SHARED 01 2200
<PAGE>
BANCORPSOUTH INC COMMON STOCK 059692103 2276 139000 SH SHARED 01 139000
BANK OF AMERICA CORP. COMMON STOCK 060505104 14719 280692 SH SHARED 01 280692
BANK OF NEW YORK INC COMMON STOCK 064057102 5540 133300 SH SHARED 01 133300
BANK ONE CORP COMMON STOCK 06423A103 6092 177211 SH SHARED 01 177211
BANKNORTH GROUP, INC. COMMON STOCK 06646L100 1743 65000 SH SHARED 01 65000
BARD C.R. INC COMMON STOCK 067383109 758 19600 SH SHARED 01 19600
BARNES GROUP, INC. COMMON STOCK 067806109 610 42100 SH SHARED 01 42100
BARRICK GOLD CORP COMMON STOCK 067901108 1283 81800 SH SHARED 01 81800
BAUSCH & LOMB INC COMMON STOCK 071707103 224 4300 SH SHARED 01 4300
BAXTER INTERNATIONAL COMMON STOCK 071813109 3228 51500 SH SHARED 01 51500
BEAR STEARNS COMPANIES COMMON STOCK 073902108 401 8787 SH SHARED 01 8787
BECTON DICKINSON & CO COMMON STOCK 075887109 487 18500 SH SHARED 01 18500
BED BATH & BEYOND COMMON STOCK 075896100 575 14600 SH SHARED 01 14600
BELDEN INC COMMON STOCK 077459105 1240 45100 SH SHARED 01 45100
BELL & HOWELL CO. COMMON STOCK 077852101 2619 83800 SH SHARED 01 83800
BELL ATLANTIC COMMON STOCK 077853109 15626 255640 SH SHARED 01 255640
BELLSOUTH CORP COMMON STOCK 079860102 14321 304700 SH SHARED 01 304700
BEMIS CO. COMMON STOCK 081437105 144 3900 SH SHARED 01 3900
BERRY PETROLEUM CO., CLAS COMMON STOCK 085789105 828 48200 SH SHARED 01 48200
BEST BUY COMMON STOCK 086516101 3148 36600 SH SHARED 01 36600
BESTFOODS COMMON STOCK 08658U101 2392 51100 SH SHARED 01 51100
BETHLEHEM STEEL CORP COMMON STOCK 087509105 58 9700 SH SHARED 01 9700
BINDLEY WESTERN INDUSTRIE COMMON STOCK 090324104 958 85000 SH SHARED 01 85000
BINDVIEW DEVELOPMENT CORP COMMON STOCK 090327107 2485 80000 SH SHARED 01 80000
BIOGEN COMMON STOCK 090597105 1663 23800 SH SHARED 01 23800
BIOMATRIX INC COMMON STOCK 09060P102 1148 45000 SH SHARED 01 45000
BIOMET COMMON STOCK 090613100 928 25500 SH SHARED 01 25500
BLACK AND DECKER CORP COMMON STOCK 091797100 691 18400 SH SHARED 01 18400
BLACK HILLS CORP. COMMON STOCK 092113109 552 25000 SH SHARED 01 25000
BLOCK H & R COMMON STOCK 093671105 327 7300 SH SHARED 01 7300
BOEING COMPANY COMMON STOCK 097023105 5372 136792 SH SHARED 01 136792
BOISE CASCADE CORP COMMON STOCK 097383103 146 4208 SH SHARED 01 4208
BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 654 30700 SH SHARED 01 30700
BRIGGS & STRATTON CORP COMMON STOCK 109043109 74 1800 SH SHARED 01 1800
BRIGHTPOINT, INC. COMMON STOCK 109473108 582 62500 SH SHARED 01 62500
BRIO TECHNOLOGY INC COMMON STOCK 109704106 1510 40000 SH SHARED 01 40000
BRISTOL MYERS SQUIBB CO. COMMON STOCK 110122108 20357 352500 SH SHARED 01 352500
BROADVISION COMMON STOCK 111412102 6058 135000 SH SHARED 01 135000
BROWN-FORMAN CORP COMMON STOCK 115637209 283 5200 SH SHARED 01 5200
BROWN SHOE COMPANY INC. COMMON STOCK 115736100 598 49800 SH SHARED 01 49800
BRUNSWICK CORP COMMON STOCK 117043109 129 6800 SH SHARED 01 6800
BRUSH WELLMAN COMMON STOCK 117421107 659 37400 SH SHARED 01 37400
BUCKEYE TECHNOLOGIES INC COMMON STOCK 118255108 1348 76500 SH SHARED 01 76500
BURLINGTON COAT FACTORY W COMMON STOCK 121579106 954 55500 SH SHARED 01 55500
BURLINGTON NORTH SANTA FE COMMON STOCK 12189T104 748 33800 SH SHARED 01 33800
BURLINGTON RES, INC. COMMON STOCK 122014103 594 16065 SH SHARED 01 16065
BUSH BOAKE ALLN COMMON STOCK 123162109 551 19800 SH SHARED 01 19800
C&D TECH INC COMMON STOCK 124661109 2390 40500 SH SHARED 01 40500
CBS CORPORATION COMMON STOCK 12490K107 6205 109574 SH SHARED 01 109574
C-CUBE MICROSYSTEMS INC COMMON STOCK 125015107 4369 60000 SH SHARED 01 60000
<PAGE>
CDI CORP. COMMON STOCK 125071100 665 35000 SH SHARED 01 35000
CIGNA CORP COMMON STOCK 125509109 2144 27000 SH SHARED 01 27000
CLECO CORP. COMMON STOCK 12561W105 1330 40000 SH SHARED 01 40000
CMP GROUP INC. COMMON STOCK 125887109 1456 50000 SH SHARED 01 50000
CMS ENERGY CORPORATION COMMON STOCK 125896100 156 8600 SH SHARED 01 8600
CSG SYSTEMS INTERNATIONAL COMMON STOCK 126349109 2441 50000 SH SHARED 01 50000
CSX CORP COMMON STOCK 126408103 813 34608 SH SHARED 01 34608
CTS CORP. COMMON STOCK 126501105 4275 75000 SH SHARED 01 75000
CVB FINANCIAL CORP. COMMON STOCK 126600105 353 25000 SH SHARED 01 25000
CVS CORPORATION COMMON STOCK 126650100 2104 56000 SH SHARED 01 56000
CABLETRON SYSTEMS COMMON STOCK 126920107 774 26400 SH SHARED 01 26400
CABLE DESIGN TECHNOLOGIES COMMON STOCK 126924109 2885 85000 SH SHARED 01 85000
CABOT OIL & GAS CORP., CL COMMON STOCK 127097103 806 44600 SH SHARED 01 44600
CAMPBELL SOUP CO COMMON STOCK 134429109 1255 40800 SH SHARED 01 40800
CAPITAL ONE FINANCIAL COMMON STOCK 14040H105 1577 32900 SH SHARED 01 32900
CARDINAL HEALTH COMMON STOCK 14149Y108 1867 40700 SH SHARED 01 40700
CAREERBUILDER INC COMMON STOCK 141684100 191 46200 SH SHARED 01 46200
CARNIVAL CRUISE LINES COMMON STOCK 143658102 2412 97200 SH SHARED 01 97200
CAROLINA POWER LIGHT CO COMMON STOCK 144141108 383 11800 SH SHARED 01 11800
CARPENTER TECHNOLOGY COMMON STOCK 144285103 624 30000 SH SHARED 01 30000
CARRIER ACCESS CORP. COMMON STOCK 144460102 1331 25000 SH SHARED 01 25000
CARTER-WALLACE INC COMMON STOCK 146285101 1875 100000 SH SHARED 01 100000
CASH AMERICA INTERNATIONA COMMON STOCK 14754D100 695 55900 SH SHARED 01 55900
CATALINA MARKETING CORP. COMMON STOCK 148867104 3544 35000 SH SHARED 01 35000
CATERPILLAR INC COMMON STOCK 149123101 2315 58700 SH SHARED 01 58700
CELGENE COMMON STOCK 151020104 2489 25000 SH SHARED 01 25000
CENDANT CORPORATION COMMON STOCK 151313103 2257 122019 SH SHARED 01 122019
CENTEX CORPORATON COMMON STOCK 152312104 107 4500 SH SHARED 01 4500
CENTEX CONSTRUCTION PRODU COMMON STOCK 15231R109 982 37400 SH SHARED 01 37400
CENTRAL & SOUTH WEST CORP COMMON STOCK 152357109 268 15700 SH SHARED 01 15700
CENTURA BANKS COMMON STOCK 15640T100 1589 34695 SH SHARED 01 34695
CENTURYTEL INC. COMMON STOCK 156700106 1014 27300 SH SHARED 01 27300
CERIDIAN CORP. COMMON STOCK 15677T106 205 10700 SH SHARED 01 10700
CERNER CORPORATION COMMON STOCK 156782104 2295 85000 SH SHARED 01 85000
CHAMPION INTERNATIONAL CO COMMON STOCK 158525105 378 7100 SH SHARED 01 7100
CHASE MANHATTAN CORP COMMON STOCK 16161A108 12138 139216 SH SHARED 01 139216
CHECKFREE HOLDINGS CORP. COMMON STOCK 162816102 1763 25000 SH SHARED 01 25000
CHESAPEAKE CORP. COMMON STOCK 165159104 1484 50200 SH SHARED 01 50200
CHEVRON CORPORATION COMMON STOCK 166751107 8920 96500 SH SHARED 01 96500
CHOICEPOINT INC COMMON STOCK 170388102 2960 79200 SH SHARED 01 79200
CHUBB CORPORATION COMMON STOCK 171232101 878 13000 SH SHARED 01 13000
CHURCH AND DWIGHT, INC COMMON STOCK 171340102 1884 109600 SH SHARED 01 109600
CIBER INC. COMMON STOCK 17163B102 2563 125000 SH SHARED 01 125000
CINCINNATI FINANCIAL CORP COMMON STOCK 172062101 455 12100 SH SHARED 01 12100
CINERGY CORP COMMON STOCK 172474108 252 11735 SH SHARED 01 11735
CIRCUIT CITY STORES INC COMMON STOCK 172737108 913 15000 SH SHARED 01 15000
CISCO SYSTEMS COMMON STOCK 17275R102 86104 1113720 SH SHARED 01 1113720
CITADEL COMMUNICATIONS COMMON STOCK 172853202 1860 50000 SH SHARED 01 50000
CITIGROUP INC. COMMON STOCK 172967101 32691 551166 SH SHARED 01 551166
CITRIX SYSTEMS INC COMMON STOCK 177376100 1941 29300 SH SHARED 01 29300
<PAGE>
CLAIRE'S STORES INC. COMMON STOCK 179584107 1304 65000 SH SHARED 01 65000
CLARCOR INC COMMON STOCK 179895107 682 38400 SH SHARED 01 38400
CLEAR CHANNEL COMM COMMON STOCK 184502102 3588 51950 SH SHARED 01 51950
CLEVELAND CLIFFS, INC. COMMON STOCK 185896107 833 35000 SH SHARED 01 35000
CLOROX, INC. COMMON STOCK 189054109 705 21700 SH SHARED 01 21700
COASTAL CORP COMMON STOCK 190441105 727 15800 SH SHARED 01 15800
COCA COLA CO. COMMON STOCK 191216100 18652 397380 SH SHARED 01 397380
COCA COLA ENTERPRISES COMMON STOCK 191219104 679 31500 SH SHARED 01 31500
COHERENT, INC. COMMON STOCK 192479103 3900 75000 SH SHARED 01 75000
COLE (KENNETH) PRODUCTION COMMON STOCK 193294105 2355 60000 SH SHARED 01 60000
COLGATE PALMOLIVE COMMON STOCK 194162103 5604 99400 SH SHARED 01 99400
COLLINS & AIKMA COMMON STOCK 194830105 427 75000 SH SHARED 01 75000
COLUMBIA ENERGY GROUP COMMON STOCK 197648108 1265 21350 SH SHARED 01 21350
COLUMBIA / HCA HEALTHCARE COMMON STOCK 197677107 1054 41649 SH SHARED 01 41649
COMCAST CORP SPECIAL COMMON STOCK 200300200 6463 149000 SH SHARED 01 149000
COMERICA INC COMMON STOCK 200340107 1007 24050 SH SHARED 01 24050
COMMERCE BANCORP INC/NJ COMMON STOCK 200519106 3003 81150 SH SHARED 01 81150
COMMERCIAL INTERTECH CORP COMMON STOCK 201709102 692 35150 SH SHARED 01 35150
COMMERCIAL METALS CO. COMMON STOCK 201723103 829 30000 SH SHARED 01 30000
COMMUNITY BANK SYSTEM INC COMMON STOCK 203607106 616 27000 SH SHARED 01 27000
COMMUNITY FIRST COMMON STOCK 203902101 2720 170000 SH SHARED 01 170000
COMPAQ COMPUTER CORP COMMON STOCK 204493100 7445 279624 SH SHARED 01 279624
COMPUTER ASSOCIATES INC. COMMON STOCK 204912109 6299 106418 SH SHARED 01 106418
COMPUTER NTWORK COMMON STOCK 204925101 1050 60000 SH SHARED 01 60000
COMPUTER SCIENCE COMMON STOCK 205363104 2255 28500 SH SHARED 01 28500
COMPUTER TASK GROUP, INC. COMMON STOCK 205477102 732 66500 SH SHARED 01 66500
COMPUWARE CORP. COMMON STOCK 205638109 731 34700 SH SHARED 01 34700
COMVERSE COMMON STOCK 205862402 2363 12500 SH SHARED 01 12500
CONAGRA, INC. COMMON STOCK 205887102 1348 74350 SH SHARED 01 74350
CONCENTRIC NETWORK COMMON STOCK 20589R107 4125 75000 SH SHARED 01 75000
COM21 INC COMMON STOCK 205937105 1645 35000 SH SHARED 01 35000
CONEXANT SYSTEMS INC. COMMON STOCK 207142100 2343 34000 SH SHARED 01 34000
CONMED COMMON STOCK 207410101 1253 50000 SH SHARED 01 50000
CONOCO INC, CLASS B COMMON STOCK 208251405 2465 96186 SH SHARED 01 96186
CONSECO INC COMMON STOCK 208464107 276 24164 SH SHARED 01 24164
CONSOLIDATED EDISON COMMON STOCK 209115104 1380 47600 SH SHARED 01 47600
CONSOLIDATED STORES COMMON STOCK 210149100 93 8200 SH SHARED 01 8200
CONSTELLATION ENERGY GP COMMON STOCK 210371100 354 11100 SH SHARED 01 11100
COOPER COS., INC. COMMON STOCK 216648402 1497 46500 SH SHARED 01 46500
COOPER INDUSTRIES INC COMMON STOCK 216669101 249 7100 SH SHARED 01 7100
COOPER TIRE COMMON STOCK 216831107 72 5700 SH SHARED 01 5700
COORS ADOLPH CO COMMON STOCK 217016104 129 2700 SH SHARED 01 2700
CORNING INC COMMON STOCK 219350105 7993 41200 SH SHARED 01 41200
COSTCO WHOLESALE CORP. COMMON STOCK 22160K105 3353 63800 SH SHARED 01 63800
COSTAR GROUP, INC. COMMON STOCK 22160N109 738 20000 SH SHARED 01 20000
COUNTRY WIDE IND COMMON STOCK 222372104 232 8500 SH SHARED 01 8500
CRANE COMPANY COMMON STOCK 224399105 114 4825 SH SHARED 01 4825
CREATIVE BIOMOLECULES INC COMMON STOCK 225270107 991 100000 SH SHARED 01 100000
CROSS TIMBERS OIL CO. COMMON STOCK 227573102 1095 83850 SH SHARED 01 83850
CROWN CORK AND SEAL CO COMMON STOCK 228255105 150 9400 SH SHARED 01 9400
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CRYOLIFE COMMON STOCK 228903100 628 34900 SH SHARED 01 34900
CUMMINS ENGINE INC COMMON STOCK 231021106 120 3200 SH SHARED 01 3200
CYBERSOURCE COMMON STOCK 23251J106 373 10000 SH SHARED 01 10000
CYMER INC. COMMON STOCK 232572107 1050 25000 SH SHARED 01 25000
CYPRESS SEMICONDUCTOR COMMON STOCK 232806109 10849 220000 SH SHARED 01 220000
DBT ONLINE INC. COMMON STOCK 233044106 557 30000 SH SHARED 01 30000
D. R. HORTON INC COMMON STOCK 23331A109 698 53400 SH SHARED 01 53400
DTE ENERGY CO. COMMON STOCK 233331107 945 32600 SH SHARED 01 32600
DVI, INC. COMMON STOCK 233343102 566 39700 SH SHARED 01 39700
DAIN RAUSCHER CORP. COMMON STOCK 233856103 2638 40000 SH SHARED 01 40000
DAL-TILE INTERNATIONAL COMMON STOCK 23426R108 563 70900 SH SHARED 01 70900
DANA CORP COMMON STOCK 235811106 883 31332 SH SHARED 01 31332
DANAHER CORP. COMMON STOCK 235851102 536 10500 SH SHARED 01 10500
DARDEN RESTAURANT CO COMMON STOCK 237194105 173 9700 SH SHARED 01 9700
DEERE & COMPANY COMMON STOCK 244199105 657 17300 SH SHARED 01 17300
DELL COMPUTER CORP COMMON STOCK 247025109 22292 413300 SH SHARED 01 413300
DELPHI AUTOMOTIVE SYSTEMS COMMON STOCK 247126105 1344 83984 SH SHARED 01 83984
DELPHI FINANCIAL GROUP COMMON STOCK 247131105 1580 52020 SH SHARED 01 52020
DELTA AIR LINES INC COMMON STOCK 247361108 1251 23500 SH SHARED 01 23500
DELUXE CORP COMMON STOCK 248019101 143 5400 SH SHARED 01 5400
DETROIT DIESEL CORP. COMMON STOCK 250837101 861 45000 SH SHARED 01 45000
DIAGNOSTIC PRODUCTS CORP. COMMON STOCK 252450101 1344 55000 SH SHARED 01 55000
DIAMOND TECH PARTNERS INC COMMON STOCK 252762109 1644 25000 SH SHARED 01 25000
DIGENE COMMON STOCK 253752109 690 15000 SH SHARED 01 15000
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DIGITAL RIVER, INC. COMMON STOCK 25388B104 860 40000 SH SHARED 01 40000
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DOCUMENTUM INC COMMON STOCK 256159104 2730 35000 SH SHARED 01 35000
DOLLAR GENERAL COMMON STOCK 256669102 529 19687 SH SHARED 01 19687
DOMINION RESCS INC OF VA COMMON STOCK 25746U109 694 18067 SH SHARED 01 18067
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DOVER CORP COMMON STOCK 260003108 1369 28600 SH SHARED 01 28600
DOW CHEMICAL COMPANY COMMON STOCK 260543103 3557 31200 SH SHARED 01 31200
DOW JONES AND COMPANY COMMON STOCK 260561105 632 8800 SH SHARED 01 8800
DOWNEY FINANCIAL CORP COMMON STOCK 261018105 2140 100686 SH SHARED 01 100686
DU PONT E I DE NEMOURS COMMON STOCK 263534109 9217 174320 SH SHARED 01 174320
DUKE ENERGY CORP. COMMON STOCK 264399106 3376 64306 SH SHARED 01 64306
DUN & BRADSTREET NEW COMMON STOCK 26483B106 340 11865 SH SHARED 01 11865
DURA PHARMACEUTICALS COMMON STOCK 26632S109 1293 115000 SH SHARED 01 115000
DYCOM COMMON STOCK 267475101 5850 120000 SH SHARED 01 120000
E M C CORPORATION COMMON STOCK 268648102 20469 163750 SH SHARED 01 163750
E*TRADE GROUP INC COMMON STOCK 269246104 1506 50000 SH SHARED 01 50000
EARTHGRAINS CO. COMMON STOCK 270319106 893 60000 SH SHARED 01 60000
EARTHLINK INC. COMMON STOCK 270321102 785 40375 SH SHARED 01 40375
EARTHWEB INC COMMON STOCK 27032C108 246 10000 SH SHARED 01 10000
EASTERN ENTERPRISES COMMON STOCK 27637F100 3114 52000 SH SHARED 01 52000
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EATON VANCE COMMON STOCK 278265103 4294 100000 SH SHARED 01 100000
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ECHOSTAR COMMUNICATIONS COMMON STOCK 278762109 3950 50000 SH SHARED 01 50000
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ECOLAB INC COMMON STOCK 278865100 352 9600 SH SHARED 01 9600
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EL PASO ENERGY CORP. COMMON STOCK 283905107 682 16900 SH SHARED 01 16900
ELCOR CORP. COMMON STOCK 284443108 2070 60000 SH SHARED 01 60000
ELECTRO SCIENTIFIC IND COMMON STOCK 285229100 4640 80000 SH SHARED 01 80000
ELECTRONIC DATA SYSTEMS COMMON STOCK 285661104 5007 78000 SH SHARED 01 78000
EMERSON ELEC CO COM COMMON STOCK 291011104 4188 79200 SH SHARED 01 79200
ENERGEN CORP. COMMON STOCK 29265N108 956 60000 SH SHARED 01 60000
ENGELHARD CORP COMMON STOCK 292845104 141 9337 SH SHARED 01 9337
ENHANCE FINANCIAL SERVICE COMMON STOCK 293310108 1780 126000 SH SHARED 01 126000
ENRON CORP COMMON STOCK 293561106 8805 117600 SH SHARED 01 117600
ENTERGY CORP COMMON STOCK 29364G103 1074 53200 SH SHARED 01 53200
EQUIFAX INC COMMON STOCK 294429105 265 10500 SH SHARED 01 10500
ESTERLINE TECHNOLOGIES COMMON STOCK 297425100 728 56000 SH SHARED 01 56000
EXCALIBUT TECH COMMON STOCK 300651205 2378 60000 SH SHARED 01 60000
EXODUS COMMUNICATIONS INC COMMON STOCK 302088109 2810 20000 SH SHARED 01 20000
EXPRESS SCRIPTS INC CL A COMMON STOCK 302182100 1134 27000 SH SHARED 01 27000
EXXON MOBIL CORP. COMMON STOCK 30231G102 43199 555170 SH SHARED 01 555170
F & M NATIONAL CORP. COMMON STOCK 302374103 1650 74984 SH SHARED 01 74984
FBL FINL GRP-A COMMON STOCK 30239F106 1797 119800 SH SHARED 01 119800
FMC CORP COMMON STOCK 302491303 136 2400 SH SHARED 01 2400
FPL GROUP INC COMMON STOCK 302571104 1663 36100 SH SHARED 01 36100
FACTSET RESEARCH SYSYTEM COMMON STOCK 303075105 2706 100000 SH SHARED 01 100000
FAIR ISSAC & CO. INC. COMMON STOCK 303250104 1489 38300 SH SHARED 01 38300
FEDERAL HOME LOAN COMMON STOCK 313400301 4967 112400 SH SHARED 01 112400
FANNIE MAE COMMON STOCK 313586109 9436 167200 SH SHARED 01 167200
FEDERAL SIGNAL CORP COMMON STOCK 313855108 1181 65400 SH SHARED 01 65400
FEDERATED DEPART. STORES COMMON STOCK 31410H101 1399 33500 SH SHARED 01 33500
FEDEX CORP COMMON STOCK 31428X106 1693 43420 SH SHARED 01 43420
FIDELITY NATIONAL FINANCI COMMON STOCK 316326107 691 50000 SH SHARED 01 50000
FIFTH THIRD BANCORP COMMON STOCK 316773100 2841 45100 SH SHARED 01 45100
FINANCIAL FEDERAL COMMON STOCK 317492106 346 19000 SH SHARED 01 19000
FIRST AMERICAN FINANCIAL COMMON STOCK 318522307 851 60000 SH SHARED 01 60000
FIRSTBANK PUERTO RICO COMMON STOCK 318672102 1498 85000 SH SHARED 01 85000
FIRST COMMONWEALTH FINANC COMMON STOCK 319829107 1366 158400 SH SHARED 01 158400
FIRST DATA COMMON STOCK 319963104 3009 68000 SH SHARED 01 68000
FIRST MIDWEST BANCORP INC COMMON STOCK 320867104 2615 107850 SH SHARED 01 107850
FIRST REPUBLIC BANK COMMON STOCK 336158100 660 33326 SH SHARED 01 33326
FIRST UNION COMMON STOCK 337358105 5732 153870 SH SHARED 01 153870
FIRSTAR CORP COMMON STOCK 33763V109 2000 87182 SH SHARED 01 87182
FIRSTFED FINANCIAL CORP COMMON STOCK 337907109 928 70000 SH SHARED 01 70000
FIRST ENERGY CORP COMMON STOCK 337932107 769 37300 SH SHARED 01 37300
FLEETBOSTON FINANCIAL COMMON STOCK 339030108 5586 153044 SH SHARED 01 153044
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FLORIDA EAST COAST INDS COMMON STOCK 340632108 2668 55000 SH SHARED 01 55000
FLORIDA PROGRESS CORP COMMON STOCK 341109106 339 7400 SH SHARED 01 7400
FLUOR COMMON STOCK 343861100 180 5800 SH SHARED 01 5800
FOOTSTAR INC. COMMON STOCK 344912100 1963 69500 SH SHARED 01 69500
FORD MOTOR CO DEL COMMON STOCK 345370100 8714 189700 SH SHARED 01 189700
FOREST OIL CORP. COMMON STOCK 346091606 687 64700 SH SHARED 01 64700
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FRANKLIN RES INC COMMON STOCK 354613101 622 18600 SH SHARED 01 18600
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GPU, INC. COMMON STOCK 36225X100 249 9100 SH SHARED 01 9100
GTE CORP. COMMON STOCK 362320103 11140 156900 SH SHARED 01 156900
ARTHUR J GALLAGHER COMMON STOCK 363576109 3842 118200 SH SHARED 01 118200
GANNETT INC COMMON STOCK 364730101 3427 48700 SH SHARED 01 48700
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GATEWAY, INC. COMMON STOCK 367626108 2730 51500 SH SHARED 01 51500
GENCORP, INC COMMON STOCK 368682100 471 60800 SH SHARED 01 60800
GENERAL CABLE CORP COMMON STOCK 369300108 391 50000 SH SHARED 01 50000
GENERAL DYNAMICS CORP COMMON STOCK 369550108 741 14900 SH SHARED 01 14900
GENERAL ELECTRIC COMPANY COMMON STOCK 369604103 83382 537300 SH SHARED 01 537300
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GENERAL MOTORS CORP COMMON STOCK 370442105 8679 104800 SH SHARED 01 104800
GENERAL SEMI CONDUCTOR COMMON STOCK 370787103 2358 136700 SH SHARED 01 136700
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GENRAD, INC. COMMON STOCK 372447102 1226 99100 SH SHARED 01 99100
GENUINE PARTS CO COMMON STOCK 372460105 905 37925 SH SHARED 01 37925
GEON COMPANY COMMON STOCK 37246W105 1183 55000 SH SHARED 01 55000
GEORGIA PAC CORPORATION COMMON STOCK 373298108 498 12600 SH SHARED 01 12600
GERBER SCIENTIFIC, INC. COMMON STOCK 373730100 1674 86700 SH SHARED 01 86700
GILLETTE CO. COMMON STOCK 375766102 6617 175564 SH SHARED 01 175564
GOLDEN WEST FINANC CORP COMMON STOCK 381317106 374 12000 SH SHARED 01 12000
GOODRICH B F CO COMMON STOCK 382388106 628 21900 SH SHARED 01 21900
GOODYEAR TIRE COMMON STOCK 382550101 270 11600 SH SHARED 01 11600
GRACE W R & CO. DEL NEW COMMON STOCK 38388F108 66 5200 SH SHARED 01 5200
GRACO, INC. COMMON STOCK 384109104 1349 46500 SH SHARED 01 46500
GRAINGER W.W. INC. COMMON STOCK 384802104 380 7000 SH SHARED 01 7000
GRANITE COMMON STOCK 387328107 1153 42700 SH SHARED 01 42700
GREAT ATLNTIC/PACIFIC TEA COMMON STOCK 390064103 57 2900 SH SHARED 01 2900
GREAT LAKES CHEMICAL COMMON STOCK 390568103 915 26900 SH SHARED 01 26900
GREATER BAY BANCORP COMMON STOCK 391648102 1119 27800 SH SHARED 01 27800
GUIDANT CORP COMMON STOCK 401698105 3294 56000 SH SHARED 01 56000
GUILFORD MILLS INC COMMON STOCK 401794102 366 47550 SH SHARED 01 47550
GUILFORD PHARMACEUTICALS COMMON STOCK 401829106 1458 62700 SH SHARED 01 62700
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HADCO CORP COMMON STOCK 404681108 3231 50000 SH SHARED 01 50000
HAEMONETICS CP COMMON STOCK 405024100 1953 86800 SH SHARED 01 86800
HALLIBURTON CO COMMON STOCK 406216101 3260 79500 SH SHARED 01 79500
HANDLEMAN CO DEL COMMON STOCK 410252100 656 73900 SH SHARED 01 73900
HANOVER COMPRESSOR CO COMMON STOCK 410768105 3282 57700 SH SHARED 01 57700
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HARLEY-DAVIDSON INC COMMON STOCK 412822108 1151 14500 SH SHARED 01 14500
HARMAN INTL COMMON STOCK 413086109 3017 50280 SH SHARED 01 50280
HARRAH'S ENTERTAIN INC COMMON STOCK 413619107 176 9500 SH SHARED 01 9500
HARTFORD FINANCIAL SVC COMMON STOCK 416515104 865 16400 SH SHARED 01 16400
HASBRO INC COMMON STOCK 418056107 743 45000 SH SHARED 01 45000
HEALTHSOUTH CORP COMMON STOCK 421924101 159 28600 SH SHARED 01 28600
HEINZ H J CO. COMMON STOCK 423074103 2644 75800 SH SHARED 01 75800
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HERSHEY FOODS CORP COMMON STOCK 427866108 637 13000 SH SHARED 01 13000
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HILB, ROGAL & HAMILTON CO COMMON STOCK 431294107 1289 47200 SH SHARED 01 47200
HILTON HOTELS COMMON STOCK 432848109 212 27300 SH SHARED 01 27300
HOME DEPOT COMMON STOCK 437076102 24513 380043 SH SHARED 01 380043
HOMESTAKE MINING CO COMMON STOCK 437614100 282 47000 SH SHARED 01 47000
HONEYWELL INTERNATIONAL COMMON STOCK 438516106 7108 134912 SH SHARED 01 134912
HOUSEHOLD INT'L COMMON STOCK 441815107 2847 76293 SH SHARED 01 76293
HOUSTON EXPLORATION CO COMMON STOCK 442120101 450 25000 SH SHARED 01 25000
HUDSON UNITED BANCORP COMMON STOCK 444165104 2234 103000 SH SHARED 01 103000
HUGHES SUPPLY, INC. COMMON STOCK 444482103 928 59900 SH SHARED 01 59900
HUMANA INCORPORATED COMMON STOCK 444859102 91 12400 SH SHARED 01 12400
HUNTINGTON BANCSHARES COMMON STOCK 446150104 379 16947 SH SHARED 01 16947
HUTCHINSON TECH COMMON STOCK 448407106 881 50000 SH SHARED 01 50000
HYPERION SOLUTIONS CORP COMMON STOCK 44914M104 2438 75000 SH SHARED 01 75000
ICG COMMUNICATIONS COMMON STOCK 449246107 4516 125000 SH SHARED 01 125000
IDEC PHAR. CORP. COMMON STOCK 449370105 4913 50000 SH SHARED 01 50000
IMS HEALTH INC. COMMON STOCK 449934108 502 29630 SH SHARED 01 29630
ISS GROUP INC COMMON STOCK 450306105 5825 50000 SH SHARED 01 50000
ITC/\DELTACOM, INC. COMMON STOCK 45031T104 3563 100000 SH SHARED 01 100000
ITT INDUSTRIES INC COMMON STOCK 450911102 205 6600 SH SHARED 01 6600
IDEX CORP. COMMON STOCK 45167R104 1701 62425 SH SHARED 01 62425
IDEXX LABORATORIES COMMON STOCK 45168D104 2858 122600 SH SHARED 01 122600
IGATE CAPTIAL CORPORATION COMMON STOCK 45169U105 3384 75000 SH SHARED 01 75000
IKON OFFICE SOLUTIONS COMMON STOCK 451713101 70 11244 SH SHARED 01 11244
ILLINOIS TOOL WORKS COMMON STOCK 452308109 2365 42800 SH SHARED 01 42800
ILLUMINET HOLDINGS COMMON STOCK 452334105 985 20000 SH SHARED 01 20000
IMATION CORP COMMON STOCK 45245A107 2135 80000 SH SHARED 01 80000
IMCLONE SYSTEMS COMMON STOCK 45245W109 3459 45000 SH SHARED 01 45000
IMPERIAL BANCORP COMMON STOCK 452556103 4794 154656 SH SHARED 01 154656
IN FOCUS SYS COMMON STOCK 452919103 1970 55000 SH SHARED 01 55000
INCO LIMITED COMMON STOCK 453258402 260 14200 SH SHARED 01 14200
INDEPENDENT BANK CORP MA COMMON STOCK 453836108 623 52200 SH SHARED 01 52200
INDIANA ENERGY INC COMMON STOCK 454707100 975 50000 SH SHARED 01 50000
INFORMIX CORP. COMMON STOCK 456779107 1778 105000 SH SHARED 01 105000
INGERSOLL RAND CO COMMON STOCK 456866102 1308 29550 SH SHARED 01 29550
INNOVEX INC COMMON STOCK 457647105 523 53500 SH SHARED 01 53500
INSIGHT ENTERPRISES INC COMMON STOCK 45765U103 1822 50000 SH SHARED 01 50000
INTEGRATED DEVICE TECH COMMON STOCK 458118106 3566 90000 SH SHARED 01 90000
INTEL CORPORATION COMMON STOCK 458140100 74294 563100 SH SHARED 01 563100
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INTERDIGITAL COMM CORP. COMMON STOCK 45866A105 1894 75000 SH SHARED 01 75000
INTERIM SVCS COMMON STOCK 45868P100 2320 125000 SH SHARED 01 125000
INTERNATIONAL BUS MACH COMMON STOCK 459200101 35689 302450 SH SHARED 01 302450
INTERNATL FLAVORS & FR COMMON STOCK 459506101 281 8000 SH SHARED 01 8000
INTERNATIONAL MULTI-FOODS COMMON STOCK 460043102 677 50600 SH SHARED 01 50600
INTERNATIONAL PAPER COMMON STOCK 460146103 3041 71144 SH SHARED 01 71144
INTL RECTIFIER CORP. COMMON STOCK 460254105 6863 180000 SH SHARED 01 180000
INTERPUBLIC GROUP COS INC COMMON STOCK 460690100 2641 55900 SH SHARED 01 55900
INTERVOICE COMMON STOCK 461142101 3471 120200 SH SHARED 01 120200
INVESTMENT TECHNOLOGY GP COMMON STOCK 46145F105 2531 71800 SH SHARED 01 71800
IONICS INC COMMON STOCK 462218108 1023 40000 SH SHARED 01 40000
IRWIN FINANCIAL CORP COMMON STOCK 464119106 675 45000 SH SHARED 01 45000
JLG INDUSTRIES INC COMMON STOCK 466210101 913 100000 SH SHARED 01 100000
JACK IN THE BOX INC COMMON STOCK 466367109 2131 100000 SH SHARED 01 100000
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JEFFERIES GRP INC COMMON STOCK 472319102 1373 60000 SH SHARED 01 60000
JEFFERSON PILOT CORP COMMON STOCK 475070108 514 7725 SH SHARED 01 7725
JOHNSON & JOHNSON COMMON STOCK 478160104 17144 244700 SH SHARED 01 244700
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JONES PHARMA INC COMMON STOCK 480236108 3873 127500 SH SHARED 01 127500
JOSTENS INC. COMMON STOCK 481088102 61 2495 SH SHARED 01 2495
JOURNAL REGISTER CO COMMON STOCK 481138105 531 36000 SH SHARED 01 36000
KLA-TENCOR CORPORATION COMMON STOCK 482480100 1121 13300 SH SHARED 01 13300
K MART CORPORATION COMMON STOCK 482584109 736 76000 SH SHARED 01 76000
KANSAS CITY SOTHERN INDS COMMON STOCK 485170104 705 8200 SH SHARED 01 8200
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KELLOGG CO COMMON STOCK 487836108 1868 72900 SH SHARED 01 72900
KELLWOOD CO. COMMON STOCK 488044108 703 40000 SH SHARED 01 40000
KENSEY NASH CORP COMMON STOCK 490057106 298 20000 SH SHARED 01 20000
KENT ELECTRONICS CORP COMMON STOCK 490553104 3006 103000 SH SHARED 01 103000
KERR MCGEE CORP COMMON STOCK 492386107 374 6473 SH SHARED 01 6473
KEYCORP COMMON STOCK 493267108 1199 63100 SH SHARED 01 63100
KIMBERLY CLARK COMMON STOCK 494368103 5580 99640 SH SHARED 01 99640
KNIGHT-RIDDER INC COMMON STOCK 499040103 652 12800 SH SHARED 01 12800
KOHLS CORP. COMMON STOCK 500255104 2798 27300 SH SHARED 01 27300
KOPIN CORPORATION COMMON STOCK 500600101 4813 70000 SH SHARED 01 70000
KROGER CO COMMON STOCK 501044101 1412 80400 SH SHARED 01 80400
KULICKE & SOFFA INDS COMMON STOCK 501242101 4164 65000 SH SHARED 01 65000
LSI LOGIC COMMON STOCK 502161102 3050 42000 SH SHARED 01 42000
LA-Z-BOY INC COMMON STOCK 505336107 2460 160000 SH SHARED 01 160000
LACLEDE GAS CO. COMMON STOCK 505588103 608 30400 SH SHARED 01 30400
LAM RESEARCH CORP COMMON STOCK 512807108 6759 150000 SH SHARED 01 150000
LASER VISION CENTER COMMON STOCK 51807H100 520 75000 SH SHARED 01 75000
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LILLY ELI & CO. COMMON STOCK 532457108 11932 189400 SH SHARED 01 189400
LIMITED INCORPORATED COMMON STOCK 532716107 1671 39678 SH SHARED 01 39678
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LINENS 'N THINGS INC COMMON STOCK 535679104 1370 40000 SH SHARED 01 40000
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LIZ CLAIBORNE COMMON STOCK 539320101 206 4500 SH SHARED 01 4500
LOCKHEED MARTIN CORP COMMON STOCK 539830109 1130 55288 SH SHARED 01 55288
LOEWS CORPORATION COMMON STOCK 540424108 390 7800 SH SHARED 01 7800
LONE STAR TECHNOLOGIES COMMON STOCK 542312103 2098 45000 SH SHARED 01 45000
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LONGVIEW FIBRE CO COMMON STOCK 543213102 1605 110700 SH SHARED 01 110700
LOUIS DREYFUS NATURAL GAS COMMON STOCK 546011107 1843 54200 SH SHARED 01 54200
LOUISIANA PACIFIC CORP COMMON STOCK 546347105 112 8100 SH SHARED 01 8100
LOWE'S COMPANIES COMMON STOCK 548661107 3141 53800 SH SHARED 01 53800
LUBY'S CAFE INCORP COMMON STOCK 549282101 658 69700 SH SHARED 01 69700
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MAF BANKCORP INC COMMON STOCK 55261R108 1986 122700 SH SHARED 01 122700
MBIA INC. COMMON STOCK 55262C100 687 13200 SH SHARED 01 13200
MBNA CORP COMMON STOCK 55262L100 3418 134030 SH SHARED 01 134030
MCI WORLDCOM INC. COMMON STOCK 55268B106 20685 456498 SH SHARED 01 456498
MEMC ELECTRONIC MATERIALS COMMON STOCK 552715104 2013 100000 SH SHARED 01 100000
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MGIC INVT CORP COMMON STOCK 552848103 340 7800 SH SHARED 01 7800
MMC NETWORKS INC. COMMON STOCK 55308N102 2475 75000 SH SHARED 01 75000
MSC. SOFTWARE CORP. COMMON STOCK 553531104 1181 100000 SH SHARED 01 100000
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MAIL-WELL INC COMMON STOCK 560321200 782 90000 SH SHARED 01 90000
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MANITOWOC CO., INC. COMMON STOCK 563571108 1488 55000 SH SHARED 01 55000
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MARSH & MCLENNAN CO., INC COMMON STOCK 571748102 4826 43750 SH SHARED 01 43750
MARRIOTT INTL, CL-A COMMON STOCK 571903202 1651 52400 SH SHARED 01 52400
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MASCOTECH, INC. COMMON STOCK 574670105 539 45900 SH SHARED 01 45900
MASTEC INC. COMMON STOCK 576323109 5340 60000 SH SHARED 01 60000
MATTEL COMMON STOCK 577081102 325 31147 SH SHARED 01 31147
MAY DEPARTMENT STORES COMMON STOCK 577778103 1599 56100 SH SHARED 01 56100
MAXIMUS INC COMMON STOCK 577933104 1068 35000 SH SHARED 01 35000
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MEAD CORP COMMON STOCK 582834107 1223 35000 SH SHARED 01 35000
MEDIA ONE GROUP COMMON STOCK 58440J104 7825 96600 SH SHARED 01 96600
MEDICIS PHARMACEUTICALS COMMON STOCK 584690309 3400 85000 SH SHARED 01 85000
MEDTRONIC INCORPORATED COMMON STOCK 585055106 8014 155800 SH SHARED 01 155800
MELLON FINANCIAL CORP COMMON STOCK 58551A108 2428 82300 SH SHARED 01 82300
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MERCURY INTERACTIVE COMMON STOCK 589405109 8242 104000 SH SHARED 01 104000
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METHODE ELECTRONICS COMMON STOCK 591520200 3788 75000 SH SHARED 01 75000
MICROS SYSTEMS COMMON STOCK 594901100 3707 58900 SH SHARED 01 58900
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MICROMUSE INC COMMON STOCK 595094103 6941 50000 SH SHARED 01 50000
MICRON ELECTRONICS INC. COMMON STOCK 595100108 1050 75000 SH SHARED 01 75000
MICRON TECHNOLOGY INC COMMON STOCK 595112103 4284 34000 SH SHARED 01 34000
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MOLEX INC COMMON STOCK 608554101 850 14475 SH SHARED 01 14475
MONSANTO COMMON STOCK 611662107 4697 91200 SH SHARED 01 91200
MORGAN J P & CO., INC. COMMON STOCK 616880100 3215 24400 SH SHARED 01 24400
MORGAN KEEGAN, INC. COMMON STOCK 617410105 1981 113225 SH SHARED 01 113225
MORGAN STANLEY DEAN WTR COMMON STOCK 617446448 15989 196032 SH SHARED 01 196032
MORRISON KNUDSEN COMMON STOCK 61844A109 621 84200 SH SHARED 01 84200
MOTOROLA,INC. COMMON STOCK 620076109 16481 116160 SH SHARED 01 116160
MUELLER INDUSTRIES INC COMMON STOCK 624756102 2278 75000 SH SHARED 01 75000
NCO GROUP COMMON STOCK 628858102 671 21000 SH SHARED 01 21000
NCR CORP COMMON STOCK 62886E108 285 7100 SH SHARED 01 7100
NL INDUSTRIES COMMON STOCK 629156407 1104 84900 SH SHARED 01 84900
NABISCO GROUP HOLDINGS COMMON STOCK 62952P102 289 24100 SH SHARED 01 24100
NACCO INDUSTRIES INC COMMON STOCK 629579103 988 20600 SH SHARED 01 20600
NANOGEN INC COMMON STOCK 630075109 68 15000 SH SHARED 01 15000
NATIONAL CITY CORP COMMON STOCK 635405103 1786 86600 SH SHARED 01 86600
NATIONAL DISCOUNT BROKERS COMMON STOCK 635646102 1728 35000 SH SHARED 01 35000
NATIONAL SEMICONDTR COMMON STOCK 637640103 770 12700 SH SHARED 01 12700
NATIONAL SVC INDUSTRIES COMMON STOCK 637657107 63 3000 SH SHARED 01 3000
NAVISTAR INTERNATIONAL COMMON STOCK 63934E108 189 4720 SH SHARED 01 4720
NETWORK EQUIP TECH COMMON STOCK 641208103 786 78600 SH SHARED 01 78600
NETWORK APPLIANCE INC. COMMON STOCK 64120L104 3095 38000 SH SHARED 01 38000
NEW CENTURY ENERGIES COMMON STOCK 64352U103 256 8500 SH SHARED 01 8500
NEW ENGLAND BUSINESS SERV COMMON STOCK 643872104 583 33800 SH SHARED 01 33800
NEW JERSEY RESOURCES CORP COMMON STOCK 646025106 1710 40000 SH SHARED 01 40000
NEW YORK TIMES CO COMMON STOCK 650111107 1327 30900 SH SHARED 01 30900
NEWELL RUBBERMAID INC. COMMON STOCK 651229106 1176 47380 SH SHARED 01 47380
NEWFIELD EXPLORATION CO. COMMON STOCK 651290108 2683 76100 SH SHARED 01 76100
NEWMONT MINING CORP COMMON STOCK 651639106 279 12415 SH SHARED 01 12415
NEWPORT NEWS SHIPBUILDING COMMON STOCK 652228107 1845 61000 SH SHARED 01 61000
NEXTEL COMMUNICATIONS COMMON STOCK 65332V103 7709 52000 SH SHARED 01 52000
NIAGRA MOHAWK HOLDINGS COMMON STOCK 653520106 186 13800 SH SHARED 01 13800
NICOR, INC. COMMON STOCK 654086107 115 3500 SH SHARED 01 3500
NIKE, INC., CLASS B COMMON STOCK 654106103 820 20700 SH SHARED 01 20700
99 CENTS ONLY STORES COMMON STOCK 65440K106 1413 36000 SH SHARED 01 36000
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NORDSTROM INC COMMON STOCK 655664100 301 10200 SH SHARED 01 10200
NORFOLK SOUTHERN CORP COMMON STOCK 655844108 838 58300 SH SHARED 01 58300
NORTEK, INC. COMMON STOCK 656559101 664 30000 SH SHARED 01 30000
NORTHEAST OPTIC NETWORK COMMON STOCK 664334109 1268 15000 SH SHARED 01 15000
NORTHERN STATES POWER CO COMMON STOCK 665772109 924 46500 SH SHARED 01 46500
NORTHERN TRUST CORP COMMON STOCK 665859104 2500 37000 SH SHARED 01 37000
NORTHROP GRUMMAN CORP COMMON STOCK 666807102 275 5200 SH SHARED 01 5200
NORTHWESTERN CORP. COMMON STOCK 668074107 1031 50000 SH SHARED 01 50000
NOVA CORP/GEORGIA COMMON STOCK 669784100 1456 50000 SH SHARED 01 50000
NOVELL INC. COMMON STOCK 670006105 1391 48600 SH SHARED 01 48600
NUCOR CORP COMMON STOCK 670346105 770 15400 SH SHARED 01 15400
OM GROUP INC COMMON STOCK 670872100 2152 47300 SH SHARED 01 47300
OCCIDENTAL PETROLEUM COMMON STOCK 674599105 564 27200 SH SHARED 01 27200
OCEANEERING INTERNATIONAL COMMON STOCK 675232102 930 49600 SH SHARED 01 49600
OCULAR SCIENCES INC COMMON STOCK 675744106 1035 65800 SH SHARED 01 65800
OFFICE DEPOT COMMON STOCK 676220106 281 24300 SH SHARED 01 24300
OLD KENT FINANCIAL CORP COMMON STOCK 679833103 281 8700 SH SHARED 01 8700
OMNICOM GROUP COMMON STOCK 681919106 1579 16900 SH SHARED 01 16900
ONEIDA, LTD. COMMON STOCK 682505102 843 43500 SH SHARED 01 43500
ONEOK INC. COMMON STOCK 682680103 60 2400 SH SHARED 01 2400
ORACLE CORPORATION COMMON STOCK 68389X105 36168 463324 SH SHARED 01 463324
ORTHODONTIC CENTERS COMMON STOCK 68750P103 2344 125000 SH SHARED 01 125000
OVERSEAS SHIPHOLDING GRP COMMON STOCK 690368105 1785 77800 SH SHARED 01 77800
OWENS & MINOR, INC. COMMON STOCK 690732102 1099 103400 SH SHARED 01 103400
OWENS CORNING COMMON STOCK 69073F103 79 4100 SH SHARED 01 4100
OWENS-ILLINOIS COMMON STOCK 690768403 187 11100 SH SHARED 01 11100
PECO ENERGY CORP COMMON STOCK 693304107 1486 40300 SH SHARED 01 40300
PG & E CORP COMMON STOCK 69331C108 596 28400 SH SHARED 01 28400
PE CORP. BIOSYSTEMS COMMON STOCK 69332S102 2770 28700 SH SHARED 01 28700
PMC - SIERRA INC. COMMON STOCK 69344F106 6111 30000 SH SHARED 01 30000
PNC BANK CORP. COMMON STOCK 693475105 2312 51300 SH SHARED 01 51300
PPG INDUSTRIES INC COMMON STOCK 693506107 2181 41700 SH SHARED 01 41700
PP&L CORPORATION COMMON STOCK 69351T106 222 10600 SH SHARED 01 10600
PRI AUTOMATION COMMON STOCK 69357H106 3056 50000 SH SHARED 01 50000
PTEK HOLDINGS COMMON STOCK 69366M104 828 125000 SH SHARED 01 125000
PACCAR INCORPORATED COMMON STOCK 693718108 288 5750 SH SHARED 01 5750
PACIFIC GATEWAY EXCHANGE COMMON STOCK 694327107 881 60000 SH SHARED 01 60000
PACTIV CORP. COMMON STOCK 695257105 112 12800 SH SHARED 01 12800
PAINE WEBBER GROUP INC. COMMON STOCK 695629105 466 10600 SH SHARED 01 10600
PALL CORP COMMON STOCK 696429307 206 9199 SH SHARED 01 9199
PARAMETRIC TECHNOLOGY COMMON STOCK 699173100 546 25926 SH SHARED 01 25926
PARK ELECTROCHEMICAL CORP COMMON STOCK 700416209 735 30000 SH SHARED 01 30000
PARKER-HANNIFIN CORP COMMON STOCK 701094104 352 8525 SH SHARED 01 8525
PATTERSON DENTAL CO COMMON STOCK 703412106 765 28000 SH SHARED 01 28000
PAXAR CORP. COMMON STOCK 704227107 804 83566 SH SHARED 01 83566
PAYCHEX COMMON STOCK 704326107 1252 23900 SH SHARED 01 23900
PEGASYSTEMS INC COMMON STOCK 705573103 1022 85200 SH SHARED 01 85200
PENNEY J.C., INC. COMMON STOCK 708160106 286 19200 SH SHARED 01 19200
PENTON MEDIA, INC. COMMON STOCK 709668107 780 30000 SH SHARED 01 30000
PEOPLES ENERGY CORP COMMON STOCK 711030106 74 2700 SH SHARED 01 2700
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PEOPLESOFT COMMON STOCK 712713106 520 26000 SH SHARED 01 26000
PEPSICO INCORPORATED COMMON STOCK 713448108 8630 249700 SH SHARED 01 249700
PEREGRINE SYSTEMS, INC. COMMON STOCK 71366Q101 6036 90000 SH SHARED 01 90000
PERKIN/ELMER INC. COMMON STOCK 714046109 9875 148500 SH SHARED 01 148500
PHARMACIA & UPJOHN, INC. COMMON STOCK 716941109 4848 81830 SH SHARED 01 81830
PFIZER COMMON STOCK 717081103 24098 659100 SH SHARED 01 659100
PHELPS DODGE CORP COMMON STOCK 717265102 480 10114 SH SHARED 01 10114
PHILADELPHIA CONS COMMON STOCK 717528103 443 30000 SH SHARED 01 30000
PHILIP MORRIS, INC. COMMON STOCK 718154107 7856 371900 SH SHARED 01 371900
PHILLIPS PETROLEUM CO COMMON STOCK 718507106 2146 46400 SH SHARED 01 46400
PHILLIPS VAN HEUSEN COMMON STOCK 718592108 384 50000 SH SHARED 01 50000
PHOENIX INVESTMENT COMMON STOCK 719085102 1008 130000 SH SHARED 01 130000
PHOTRONICS INC. COMMON STOCK 719405102 2472 70000 SH SHARED 01 70000
PINNACLE ENTERTAIN COMMON STOCK 723456109 1016 50000 SH SHARED 01 50000
PINNACLE HOLDINGS, INC. COMMON STOCK 72346N101 1934 35000 SH SHARED 01 35000
PINNACLE WEST CAPITAL COMMON STOCK 723484101 180 6400 SH SHARED 01 6400
PIONEER STANDARD ELECTRON COMMON STOCK 723877106 788 50000 SH SHARED 01 50000
PITNEY BOWES INC. COMMON STOCK 724479100 2346 52500 SH SHARED 01 52500
PLACER DOME INC COMMON STOCK 725906101 196 24100 SH SHARED 01 24100
PLANTRONICS INC COMMON STOCK 727493108 4659 50000 SH SHARED 01 50000
PLAYTEX PRODUCTS, INC. COMMON STOCK 72813P100 1365 105000 SH SHARED 01 105000
PLEXUS CORP COMMON STOCK 729132100 3331 50000 SH SHARED 01 50000
POLARIS INDUSTRIES INC COMMON STOCK 731068102 1657 55000 SH SHARED 01 55000
POLAROID CORP COMMON STOCK 731095105 78 3289 SH SHARED 01 3289
POLYMER GROUP COMMON STOCK 731745105 955 74900 SH SHARED 01 74900
POTLATCH CORP COMMON STOCK 737628107 95 2200 SH SHARED 01 2200
PRAXAIR INC COMMON STOCK 74005P104 491 11800 SH SHARED 01 11800
PREPAID LEGAL SERVICES COMMON STOCK 740065107 1484 50000 SH SHARED 01 50000
PREMIER NATIONAL BANC COMMON STOCK 74053F107 454 30000 SH SHARED 01 30000
PRICE COMMUNICATIONS COMMON STOCK 741437305 1150 50000 SH SHARED 01 50000
PRICE (T. ROWE) ASSOC COMMON STOCK 741477103 348 8800 SH SHARED 01 8800
PRIMARK CORP. COMMON STOCK 741903108 1689 70000 SH SHARED 01 70000
PRIME HOSPITALITY CORP. COMMON STOCK 741917108 725 100000 SH SHARED 01 100000
PRINTRONIX INC COMMON STOCK 742578107 612 30800 SH SHARED 01 30800
PRIORITY HEALTHCARE CORP. COMMON STOCK 74264T102 1589 31627 SH SHARED 01 31627
PROCTER & GAMBLE CO. COMMON STOCK 742718109 12572 223500 SH SHARED 01 223500
PROFIT RECOVERY GROUP COMMON STOCK 743168106 370 49000 SH SHARED 01 49000
PROGRESS SOFTWARE COMMON STOCK 743312100 2109 90000 SH SHARED 01 90000
PROGRESSIVE CORP COMMON STOCK 743315103 418 5500 SH SHARED 01 5500
PROJECT SOFTWARE COMMON STOCK 74339P101 3390 60000 SH SHARED 01 60000
PROVINCE HEALTHCARE CO COMMON STOCK 743977100 1002 35000 SH SHARED 01 35000
PROVIDIAN FINANCIAL COMMON STOCK 74406A102 1174 13550 SH SHARED 01 13550
PROXIM, INC. COMMON STOCK 744284100 3591 30000 SH SHARED 01 30000
PSINET COMMON STOCK 74437C101 2041 60000 SH SHARED 01 60000
PUBLIC SERVICE ENT COMMON STOCK 744573106 1523 51200 SH SHARED 01 51200
PULTE CORP COMMON STOCK 745867101 806 38600 SH SHARED 01 38600
QLOGIC COMMON STOCK 747277101 2710 20000 SH SHARED 01 20000
QUAKER OATS CO COMMON STOCK 747402105 1879 31000 SH SHARED 01 31000
QUALCOMM, INC. COMMON STOCK 747525103 16648 111500 SH SHARED 01 111500
QUANEX CORP COMMON STOCK 747620102 900 50000 SH SHARED 01 50000
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QUEST DIAGNOSTICS INC. COMMON STOCK 74834L100 4969 125000 SH SHARED 01 125000
QUINTILES TRANS CORP. COMMON STOCK 748767100 145 8500 SH SHARED 01 8500
QUOTESMITH.COM COMMON STOCK 749117107 213 50000 SH SHARED 01 50000
RLI CORP. COMMON STOCK 749607107 838 25000 SH SHARED 01 25000
RPC ENERGY SERVICES, INC. COMMON STOCK 749660106 469 49700 SH SHARED 01 49700
RSA SECURITY INC. COMMON STOCK 749719100 3368 65000 SH SHARED 01 65000
RADISYS CORP. COMMON STOCK 750459109 2597 43200 SH SHARED 01 43200
RAINBOW TECH. INC. COMMON STOCK 750862104 1495 40000 SH SHARED 01 40000
RALCORP HOLDINGS INC COMMON STOCK 751028101 1206 83200 SH SHARED 01 83200
RALSTON-RALSTON PURINA COMMON STOCK 751277302 1570 57340 SH SHARED 01 57340
RAYTHEON CO-CLASS B COMMON STOCK 755111408 444 25000 SH SHARED 01 25000
REEBOK INTERNATIONAL LTD COMMON STOCK 758110100 733 79200 SH SHARED 01 79200
REGIONS FINANCIAL CORP COMMON STOCK 758940100 370 16200 SH SHARED 01 16200
RELIANCE STEEL & ALUMINUM COMMON STOCK 759509102 839 37500 SH SHARED 01 37500
RELIANT ENERGY INC. COMMON STOCK 75952J108 1459 62244 SH SHARED 01 62244
REPUBLIC BANCORP COMMON STOCK 760282103 1182 126500 SH SHARED 01 126500
REPUBLIC SECURITY FINL COMMON STOCK 760758102 853 130000 SH SHARED 01 130000
RESPIRONICS INC. COMMON STOCK 761230101 917 63800 SH SHARED 01 63800
REYNOLDS METALS CO COMMON STOCK 761763101 582 8700 SH SHARED 01 8700
RITE AID CORP COMMON STOCK 767754104 80 14600 SH SHARED 01 14600
ROCKWELL COMMON STOCK 773903109 1426 34100 SH SHARED 01 34100
ROHM & HAAS CO. COMMON STOCK 775371107 722 16177 SH SHARED 01 16177
ROLLINS TRUCK LEASING COR COMMON STOCK 775741101 1237 146650 SH SHARED 01 146650
ROPER INDUSTRIES, INC COMMON STOCK 776696106 3343 98500 SH SHARED 01 98500
ROSLYN BANCORP INC COMMON STOCK 778162107 2209 124000 SH SHARED 01 124000
ROWAN COS. INC. COMMON STOCK 779382100 194 6600 SH SHARED 01 6600
RUBY TUESDAY, INC. COMMON STOCK 781182100 1188 67900 SH SHARED 01 67900
RUDDICK CORP. COMMON STOCK 781258108 875 80000 SH SHARED 01 80000
RUSS BERRIE & CO., INC. COMMON STOCK 782233100 675 36500 SH SHARED 01 36500
RUSSELL CORP. COMMON STOCK 782352108 34 2400 SH SHARED 01 2400
RYDER SYSTEMS INC COMMON STOCK 783549108 107 4700 SH SHARED 01 4700
RYLAND GROUP, INC. COMMON STOCK 783764103 563 30000 SH SHARED 01 30000
SBC COMM INC COMMON STOCK 78387G103 23864 568196 SH SHARED 01 568196
SCPIE HOLDINGS INC COMMON STOCK 78402P104 1240 40500 SH SHARED 01 40500
SLM HOLDING CORP. COMMON STOCK 78442A109 493 14800 SH SHARED 01 14800
S1 CORPORATION COMMON STOCK 78463B101 4284 50000 SH SHARED 01 50000
S3 INCORPORATED COMMON STOCK 784849101 788 37500 SH SHARED 01 37500
SABRE GROUP HOLDING INC COMMON STOCK 785905100 729 21127 SH SHARED 01 21127
SAFECO CORP COMMON STOCK 786429100 576 21700 SH SHARED 01 21700
SAFEWAY INC COMMON STOCK 786514208 3489 77100 SH SHARED 01 77100
ST JUDE MED, INC. COMMON STOCK 790849103 165 6400 SH SHARED 01 6400
ST PAUL COMPANIES COMMON STOCK 792860108 574 16834 SH SHARED 01 16834
SANDISK CORP. COMMON STOCK 80004C101 8575 70000 SH SHARED 01 70000
SANTA FE SNYDER CORP. COMMON STOCK 80218K105 963 100000 SH SHARED 01 100000
SARA LEE, CORP. COMMON STOCK 803111103 3060 170000 SH SHARED 01 170000
SCHERING PLOUGH COMMON STOCK 806605101 9445 257000 SH SHARED 01 257000
SCHLUMBERGER LTD. COMMON STOCK 806857108 6801 88900 SH SHARED 01 88900
SCHWAB (CHARLES)CORP. COMMON STOCK 808513105 7661 134850 SH SHARED 01 134850
SCIENTIFIC-ATLANTA INC COMMON STOCK 808655104 749 11800 SH SHARED 01 11800
THE SCOTTS CO. COMMON STOCK 810186106 1676 39900 SH SHARED 01 39900
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SEAGATE TECH INC. COMMON STOCK 811804103 1735 28800 SH SHARED 01 28800
SEAGRAMS LTD ADR COMMON STOCK 811850106 3915 65800 SH SHARED 01 65800
SEACOR HOLDINGS INC COMMON STOCK 811904101 2113 35000 SH SHARED 01 35000
SEALED AIR CORP. COMMON STOCK 81211K100 343 6316 SH SHARED 01 6316
SEARS ROEBUCK COMMON STOCK 812387108 1750 56675 SH SHARED 01 56675
SEITEL INC COMMON STOCK 816074306 433 54600 SH SHARED 01 54600
SEMPRA ENERGY COMMON STOCK 816851109 253 15125 SH SHARED 01 15125
SHARED MEDICAL SYSTEMS COMMON STOCK 819486101 109 2100 SH SHARED 01 2100
SHERWIN-WILLIAMS CO COMMON STOCK 824348106 270 12300 SH SHARED 01 12300
SHOPKO STORES, INC. COMMON STOCK 824911101 1030 58000 SH SHARED 01 58000
SIERRA HEALTH SERVICES, I COMMON STOCK 826322109 426 86250 SH SHARED 01 86250
SIGMA-ALDRICH CORP. COMMON STOCK 826552101 696 25900 SH SHARED 01 25900
SIGCORP INC COMMON STOCK 826912107 875 35000 SH SHARED 01 35000
SILICON GRAPHICS COMMON STOCK 827056102 144 13600 SH SHARED 01 13600
SILICON VALLEY BANKSHARES COMMON STOCK 827064106 5211 72500 SH SHARED 01 72500
SMITH (A.O.) CORP. COMMON STOCK 831865209 810 45000 SH SHARED 01 45000
SNAP-ON INC COMMON STOCK 833034101 402 15350 SH SHARED 01 15350
SOLECTRON CORP. COMMON STOCK 834182107 3878 96800 SH SHARED 01 96800
SOUTHERN COMPANY COMMON STOCK 842587107 2366 108800 SH SHARED 01 108800
SOUTHTRUST CORP. COMMON STOCK 844730101 315 12400 SH SHARED 01 12400
SOUTHWEST AIRLINES COMMON STOCK 844741108 1776 85337 SH SHARED 01 85337
SOUTHWEST BANK COMMON STOCK 84476R109 694 35700 SH SHARED 01 35700
SOUTHWEST SECURITIES GRP COMMON STOCK 845224104 1655 38093 SH SHARED 01 38093
SOUTHWESTERN ENERGY CO. COMMON STOCK 845467109 394 59500 SH SHARED 01 59500
SPARTECH CORP. COMMON STOCK 847220209 1547 45000 SH SHARED 01 45000
SPEEDFAM-IPEC INC. COMMON STOCK 847705100 994 50000 SH SHARED 01 50000
SPRINGS INDUSTRIES INC COMMON STOCK 851783100 471 12400 SH SHARED 01 12400
SPRINT CORP COMMON STOCK 852061100 8694 138000 SH SHARED 01 138000
SPRINT CORP PCS COMMON STOCK 852061506 8321 127400 SH SHARED 01 127400
STANCORP FINANCIAL COMMON STOCK 852891100 1232 45000 SH SHARED 01 45000
STANDARD PACIFIC CORP. COMMON STOCK 85375C101 595 59500 SH SHARED 01 59500
STANDARD REGISTER CO COMMON STOCK 853887107 534 41500 SH SHARED 01 41500
STANLEY WORKS COMMON STOCK 854616109 174 6600 SH SHARED 01 6600
STAPLES, INC. COMMON STOCK 855030102 1346 67300 SH SHARED 01 67300
STATE STREET CORP. COMMON STOCK 857477103 2403 24800 SH SHARED 01 24800
STATEN ISLAND BNCP COMMON STOCK 857550107 1113 65000 SH SHARED 01 65000
STATION CASINOS INC. COMMON STOCK 857689103 1309 60000 SH SHARED 01 60000
STERLING BANCSHARES INC COMMON STOCK 858907108 423 44200 SH SHARED 01 44200
STERIS CORP COMMON STOCK 859152100 1025 100000 SH SHARED 01 100000
STERLING BANCORP COMMON STOCK 859158107 398 26565 SH SHARED 01 26565
STONE ENERGY CORP COMMON STOCK 861642106 2216 45000 SH SHARED 01 45000
STRIDE RITE COMMON STOCK 863314100 929 115200 SH SHARED 01 115200
SUMMIT BANCORP COMMON STOCK 866005101 339 12900 SH SHARED 01 12900
SUN MICROSYSTEMS COMMON STOCK 866810104 24297 259300 SH SHARED 01 259300
SUNOCO INC. COMMON STOCK 86764P109 188 6874 SH SHARED 01 6874
SUNTRUST BANKS INC COMMON STOCK 867914103 3240 56100 SH SHARED 01 56100
SUPERIOR INDUSTRIES COMMON STOCK 868168105 951 30000 SH SHARED 01 30000
SUPERIOR TELECOM INC. COMMON STOCK 868365107 663 51500 SH SHARED 01 51500
SUPERVALU INC COMMON STOCK 868536103 1009 53300 SH SHARED 01 53300
SWIFT ENERGY CO COMMON STOCK 870738101 587 32836 SH SHARED 01 32836
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SYBASE COMMON STOCK 871130100 3047 150000 SH SHARED 01 150000
SYNOVUS COMMON STOCK 87161C105 391 20700 SH SHARED 01 20700
SYSCO CORP. COMMON STOCK 871829107 1131 31700 SH SHARED 01 31700
SYSTEMAX INC. COMMON STOCK 871851101 484 53000 SH SHARED 01 53000
SYSTEMS & COMPUTER TECH COMMON STOCK 871873105 1753 75000 SH SHARED 01 75000
TJX COMPANIES INC COMMON STOCK 872540109 508 22900 SH SHARED 01 22900
TNP ENTERPRISES, INC COMMON STOCK 872594106 1021 23300 SH SHARED 01 23300
TRW INC COMMON STOCK 872649108 532 9100 SH SHARED 01 9100
TALBOTS COMMON STOCK 874161102 2355 40000 SH SHARED 01 40000
TALK.COM INC. COMMON STOCK 874264104 1040 65000 SH SHARED 01 65000
TANDY CORP COMMON STOCK 875382103 972 19156 SH SHARED 01 19156
TARGET CORP COMMON STOCK 87612E106 5950 79600 SH SHARED 01 79600
TECH-SYM COMMON STOCK 878308105 450 22300 SH SHARED 01 22300
TECHNITROL INC. COMMON STOCK 878555101 2680 46000 SH SHARED 01 46000
TEKTRONIX INC. COMMON STOCK 879131100 7538 134600 SH SHARED 01 134600
TELIGENT, INC. COMMON STOCK 87959Y103 1670 25000 SH SHARED 01 25000
TELLABS, INC. COMMON STOCK 879664100 4371 69400 SH SHARED 01 69400
TEMPLE INLAND, INC. COMMON STOCK 879868107 209 4200 SH SHARED 01 4200
TENET HEALTHCARE CORP COMMON STOCK 88033G100 529 23000 SH SHARED 01 23000
TERADYNE INC. COMMON STOCK 880770102 2023 24600 SH SHARED 01 24600
TERAYON COMMUNICATION SYS COMMON STOCK 880775101 7175 35000 SH SHARED 01 35000
TEREX CORP. COMMON STOCK 880779103 359 25000 SH SHARED 01 25000
TESORO PETROLEUM CORP. COMMON STOCK 881609101 863 75000 SH SHARED 01 75000
TEXACO, INC. COMMON STOCK 881694103 4172 77800 SH SHARED 01 77800
TEXAS INSTRUMENTS COMMON STOCK 882508104 21808 136300 SH SHARED 01 136300
TEXAS REGIONAL BANCSHARES COMMON STOCK 882673106 1190 46800 SH SHARED 01 46800
TEXAS UTILITIES COMMON STOCK 882848104 1638 55170 SH SHARED 01 55170
TEXTRON INC COMMON STOCK 883203101 1668 27400 SH SHARED 01 27400
THERMO ELECTRON CORP. COMMON STOCK 883556102 238 11700 SH SHARED 01 11700
THOMAS & BETTS CORP COMMON STOCK 884315102 514 18200 SH SHARED 01 18200
3 COM CORP. COMMON STOCK 885535104 3015 54200 SH SHARED 01 54200
TIMBERLAND CO., CLASS A COMMON STOCK 887100105 2040 40000 SH SHARED 01 40000
TIME WARNER INC COMMON STOCK 887315109 20722 207220 SH SHARED 01 207220
TIMES MIRROR CO COMMON STOCK 887364107 409 4400 SH SHARED 01 4400
TIMKEN CO COMMON STOCK 887389104 76 4700 SH SHARED 01 4700
TITAN CORP. COMMON STOCK 888266103 3825 75000 SH SHARED 01 75000
TOLL BROTHERS INC COMMON STOCK 889478103 1066 53300 SH SHARED 01 53300
TORCHMARK CORP COMMON STOCK 891027104 634 27400 SH SHARED 01 27400
TORO CO. COMMON STOCK 891092108 1054 35200 SH SHARED 01 35200
TOSCO CORP COMMON STOCK 891490302 323 10600 SH SHARED 01 10600
TOWER AUTOMOTIVE INC COMMON STOCK 891707101 1638 100000 SH SHARED 01 100000
TOYS R US COMMON STOCK 892335100 267 18050 SH SHARED 01 18050
TRANS. SYSTEM ARCHITECTS COMMON STOCK 893416107 1155 40000 SH SHARED 01 40000
TRIAD GUARANTY INC COMMON STOCK 895925105 813 40000 SH SHARED 01 40000
TRIARC COS., INC. COMMON STOCK 895927101 1000 50000 SH SHARED 01 50000
TRICON GLOBAL RESTAURANTS COMMON STOCK 895953107 351 11310 SH SHARED 01 11310
TRIBUNE CO. COMMON STOCK 896047107 1484 40600 SH SHARED 01 40600
TRIGON HEALTHCARE INC COMMON STOCK 89618L100 894 25000 SH SHARED 01 25000
TRUE NORTH COMMUNICATIONS COMMON STOCK 897844106 2752 70000 SH SHARED 01 70000
TUPPERWARE CORP COMMON STOCK 899896104 68 4300 SH SHARED 01 4300
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24/7 MEDIA, INC. COMMON STOCK 901314104 988 25000 SH SHARED 01 25000
TYCO INTERNATIONAL COMMON STOCK 902124106 14330 287320 SH SHARED 01 287320
UGI CORP COMMON STOCK 902681105 1189 55000 SH SHARED 01 55000
USX-MARATHON GROUP COMMON STOCK 902905827 1358 52100 SH SHARED 01 52100
UST, INC. COMMON STOCK 902911106 602 38500 SH SHARED 01 38500
US BANCORP COMMON STOCK 902973106 2580 117962 SH SHARED 01 117962
US LEC CORP. COMMON STOCK 90331S109 1193 30000 SH SHARED 01 30000
USX- U S STEEL GRP INC COMMON STOCK 90337T101 481 19240 SH SHARED 01 19240
UNILEVER NV-W/I COMMON STOCK 904784709 5103 106035 SH SHARED 01 106035
UNICOM CORP COMMON STOCK 904911104 588 16100 SH SHARED 01 16100
UNION CARBIDE CORP COMMON STOCK 905581104 1073 18400 SH SHARED 01 18400
UNION PAC CORP COMMON STOCK 907818108 1745 44600 SH SHARED 01 44600
UNION PACIFIC RESOURCES COMMON STOCK 907834105 270 18623 SH SHARED 01 18623
UNION PLANTERS COMMON STOCK 908068109 320 10400 SH SHARED 01 10400
UNISOURCE ENERGY CORP. COMMON STOCK 909205106 734 50000 SH SHARED 01 50000
UNISYS COMMON STOCK 909214108 584 22900 SH SHARED 01 22900
UNITED HEALTHCARE COMMON STOCK 910581107 751 12600 SH SHARED 01 12600
UTD ILLUMINATION COMMON STOCK 910637107 1178 30000 SH SHARED 01 30000
US AIRWAYS GROUP, INC. COMMON STOCK 911905107 147 5300 SH SHARED 01 5300
U S HOME CORP COMMON STOCK 911920106 695 18300 SH SHARED 01 18300
US WEST INC. NEW COMMON STOCK 91273H101 6490 89360 SH SHARED 01 89360
UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 5106 80800 SH SHARED 01 80800
UNITED WATER RESOURCES, I COMMON STOCK 913190104 2259 65000 SH SHARED 01 65000
UNOCAL COMMON STOCK 915289102 1413 47500 SH SHARED 01 47500
UNUMPROVIDENT CORP. COMMON STOCK 91529Y106 302 17784 SH SHARED 01 17784
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VAIL RESORTS, INC. COMMON STOCK 91879Q109 1272 78900 SH SHARED 01 78900
VERITY INC COMMON STOCK 92343C106 2038 50000 SH SHARED 01 50000
VERITAS DGC INC COMMON STOCK 92343P107 1311 46600 SH SHARED 01 46600
VIACOM CLASS B COMMON STOCK 925524308 5808 110100 SH SHARED 01 110100
VIATEL INC COMMON STOCK 925529208 2258 45000 SH SHARED 01 45000
VINTAGE PETROLEUM, INC. COMMON STOCK 927460105 2212 109900 SH SHARED 01 109900
VISUAL NETWORKS INC COMMON STOCK 928444108 3405 60000 SH SHARED 01 60000
VISX INC COMMON STOCK 92844S105 1643 90000 SH SHARED 01 90000
VOICESTREAM WIRELESS CORP COMMON STOCK 928615103 3864 30000 SH SHARED 01 30000
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WPS RESOURCES COMMON STOCK 92931B106 778 30000 SH SHARED 01 30000
WACHOVIA CORP COMMON STOCK 929771103 2432 36000 SH SHARED 01 36000
WALMART COMMON STOCK 931142103 44136 795250 SH SHARED 01 795250
WALGREEN CO COMMON STOCK 931422109 4259 165400 SH SHARED 01 165400
WARNER LAMBERT CO COMMON STOCK 934488107 13621 139700 SH SHARED 01 139700
WASHINGTON MUTUAL COMMON STOCK 939322103 2562 96669 SH SHARED 01 96669
WASTE MANAGEMENT INC. COMMON STOCK 94106L109 627 45842 SH SHARED 01 45842
WATSCO, INC. COMMON STOCK 942622200 501 47962 SH SHARED 01 47962
WATSON PHARMACEUTICAL INC COMMON STOCK 942683103 286 7200 SH SHARED 01 7200
WATTS INDUSTRIES COMMON STOCK 942749102 644 52000 SH SHARED 01 52000
WEBB (DEL E.) CORP COMMON STOCK 947423109 681 46000 SH SHARED 01 46000
WELLMAN COMMON STOCK 949702104 991 50000 SH SHARED 01 50000
WELLPOINT HLTH NETWORKS COMMON STOCK 94973H108 328 4700 SH SHARED 01 4700
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WELLS FARGO COMPANY COMMON STOCK 949746101 11385 278100 SH SHARED 01 278100
WENDY'S INTERNATIONAL COMMON STOCK 950590109 178 8800 SH SHARED 01 8800
WEST PHARMACEUTICAL COMMON STOCK 955306105 1519 60000 SH SHARED 01 60000
WESTCORP COMMON STOCK 957907108 560 40000 SH SHARED 01 40000
WESTERN DIGITAL CORP. COMMON STOCK 958102105 1488 200000 SH SHARED 01 200000
WESTERN WIRELESS CORP COMMON STOCK 95988E204 3207 70000 SH SHARED 01 70000
WESTVACO CORP COMMON STOCK 961548104 252 7550 SH SHARED 01 7550
WEYERHAEUSER CO. COMMON STOCK 962166104 1952 34250 SH SHARED 01 34250
WHIRLPOOL COMMON STOCK 963320106 334 5700 SH SHARED 01 5700
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WIND RIVER SYSTEMS, INC. COMMON STOCK 973149107 3263 90000 SH SHARED 01 90000
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WINNEBAGO INDUSTRIES, INC COMMON STOCK 974637100 692 38300 SH SHARED 01 38300
WOLVERINE TUBE INC COMMON STOCK 978093102 416 32500 SH SHARED 01 32500
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WORLD ACCESS INC. COMMON STOCK 98141A101 1434 85000 SH SHARED 01 85000
WORTHINGTON INDUST, INC. COMMON STOCK 981811102 82 6625 SH SHARED 01 6625
WRIGLEY JR CO. COMMON STOCK 982526105 845 11000 SH SHARED 01 11000
XILINX INC. COMMON STOCK 983919101 4338 52380 SH SHARED 01 52380
XIRCOM COMMON STOCK 983922105 740 20000 SH SHARED 01 20000
XEROX CORPORATION COMMON STOCK 984121103 2960 113834 SH SHARED 01 113834
XTRA CORP COMMON STOCK 984138107 1520 40000 SH SHARED 01 40000
YAHOO INC. COMMON STOCK 984332106 14241 83900 SH SHARED 01 83900
YOUNG & RUBICAM INC COMMON STOCK 987425105 338 7200 SH SHARED 01 7200
ZALE CORP. COMMON STOCK 988858106 2359 50000 SH SHARED 01 50000
ZIFF-DAVIS INC - ZDNET COMMON STOCK 989511209 531 25000 SH SHARED 01 25000
GLOBAL CROSSING LTD COMMON STOCK G3921A100 4915 120055 SH SHARED 01 120055
TRANSOCEAN SEDCO FOREX COMMON STOCK G90078109 1181 23025 SH SHARED 01 23025
NORTEL NETWORKS CORP. DLS COMMON STOCK 656569100 29081 231300 SH SHARED 01 231300
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