UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
REPORT FOR THE CALENDAR YEAR OR QUARTER ENDED: 12/31/99
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: 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 2/11/00
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: 924
FORM 13F INFORMATION TABLE VALUE TOTAL: $2,672,902
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 774 43150 SH SHARED 01 43150
ADC TELECOMMUNICATIONS COMMON STOCK 000886101 740 10200 SH SHARED 01 10200
ABM INDUSTRIES INC COMMON STOCK 000957100 994 48800 SH SHARED 01 48800
AFLAC INCORPORATED COMMON STOCK 001055102 930 19700 SH SHARED 01 19700
AES CORP COMMON STOCK 00130H105 1076 14400 SH SHARED 01 14400
AK STEEL HOLDING CORP. COMMON STOCK 001547108 1510 80000 SH SHARED 01 80000
AMR CORPORATION COMMON STOCK 001765106 1816 27100 SH SHARED 01 27100
AT&T CORP COMMON STOCK 001957109 28072 553151 SH SHARED 01 553151
ABBOTT LABS COMMON STOCK 002824100 9151 252000 SH SHARED 01 252000
ACCLAIM ENTERTAINMENT COMMON STOCK 004325205 641 125000 SH SHARED 01 125000
ACUSON COMMON STOCK 005113105 1170 93100 SH SHARED 01 93100
ADAPTEC INC COMMON STOCK 00651F108 299 6000 SH SHARED 01 6000
ADOBE SYSTEMS INC COMMON STOCK 00724F101 760 11300 SH SHARED 01 11300
ADVEST GROUP, INC. COMMON STOCK 007566102 432 23500 SH SHARED 01 23500
ADVO, INC. COMMON STOCK 007585102 1591 67000 SH SHARED 01 67000
ADVANCED MICRO DEVICES COMMON STOCK 007903107 732 25300 SH SHARED 01 25300
AETNA COMMON STOCK COMMON STOCK 008117103 1232 22070 SH SHARED 01 22070
AFFYMETRIX INC. COMMON STOCK 00826T108 8484 50000 SH SHARED 01 50000
AIR PRODUCTS & CHEMICAL COMMON STOCK 009158106 581 17300 SH SHARED 01 17300
ALASKA AIRGROUP INC COMMON STOCK 011659109 1120 31900 SH SHARED 01 31900
ALBANY INTL CORP. COMMON STOCK 012348108 885 57120 SH SHARED 01 57120
ALBERTO CULVER CO COMMON STOCK 013068101 692 26800 SH SHARED 01 26800
ALBERTSONS INC COMMON STOCK 013104104 2425 75197 SH SHARED 01 75197
ALCAN ALUMINUM LTD ADR COMMON STOCK 013716105 702 17050 SH SHARED 01 17050
ALCOA INC. COMMON STOCK 013817101 5088 61300 SH SHARED 01 61300
ALKERMES INC. COMMON STOCK 01642T108 3684 75000 SH SHARED 01 75000
ALLEGHENY TECHNO INC COMMON STOCK 01741R102 163 7260 SH SHARED 01 7260
ALLEN TELECOM INC. COMMON STOCK 018091108 1160 100300 SH SHARED 01 100300
ALLERGAN INC COMMON STOCK 018490102 498 10000 SH SHARED 01 10000
ALLIANT TECHSYSTEMS INC COMMON STOCK 018804104 1558 25000 SH SHARED 01 25000
ALLIED WASTE INDUST INC COMMON STOCK 019589308 115 13000 SH SHARED 01 13000
ALLSTATE CORP COMMON STOCK 020002101 2870 119598 SH SHARED 01 119598
ALLTEL COMMON STOCK 020039103 1869 22600 SH SHARED 01 22600
ALPHARMA INC-CL A COMMON STOCK 020813101 1845 60000 SH SHARED 01 60000
ALZA COMMON STOCK 022615108 263 7600 SH SHARED 01 7600
AMERADA HESS CORP COMMON STOCK 023551104 386 6800 SH SHARED 01 6800
AMEREN CORPORATION COMMON STOCK 023608102 341 10400 SH SHARED 01 10400
AMERICA ONLINE COMMON STOCK 02364J104 27965 370700 SH SHARED 01 370700
AMERICA WEST HOLDINGS - B COMMON STOCK 023657208 1977 95300 SH SHARED 01 95300
AMERICAN BUSINESS PRODUCT COMMON STOCK 024763104 449 38400 SH SHARED 01 38400
AMERICAN ELEC POWER INC COMMON STOCK 025537101 469 14600 SH SHARED 01 14600
AMERICAN EXPRESS CO COMMON STOCK 025816109 11588 69700 SH SHARED 01 69700
<PAGE>
AMERICAN GENERAL CORP COMMON STOCK 026351106 3225 42498 SH SHARED 01 42498
AMERICAN GREETINGS CORP COMMON STOCK 026375105 120 5100 SH SHARED 01 5100
AMERICAN HOME PRODUCTS COMMON STOCK 026609107 8448 214200 SH SHARED 01 214200
AMERICAN INT'L GROUP COMMON STOCK 026874107 27887 257917 SH SHARED 01 257917
AMERICAN MGMT SYSTEMS COMMON STOCK 027352103 1569 50000 SH SHARED 01 50000
AMERICAN MOBLIE SAT. COMMON STOCK 02755R103 1969 93500 SH SHARED 01 93500
AMER RETIREMENT CORP COMMON STOCK 028913101 291 36700 SH SHARED 01 36700
AMERICREDIT COMMON STOCK 03060R101 3515 190000 SH SHARED 01 190000
AMERITRADE HOLDING CORP COMMON STOCK 03072H109 1627 75000 SH SHARED 01 75000
AMERUS LIFE HOLDINGS-A COMMON STOCK 030732101 1150 50000 SH SHARED 01 50000
AMGEN, INC. COMMON STOCK 031162100 10295 171400 SH SHARED 01 171400
AMSOUTH BANC CORPK COMMON STOCK 032165102 573 29650 SH SHARED 01 29650
ANADARKO COMMON STOCK 032511107 311 9100 SH SHARED 01 9100
ANALOG DEVICES COMMON STOCK 032654105 1190 12800 SH SHARED 01 12800
ANDREW CORP COMMON STOCK 034425108 124 6555 SH SHARED 01 6555
ANHEUSER BUSCH CO INC COMMON STOCK 035229103 5753 81170 SH SHARED 01 81170
ANIXTER INTERNATIONAL INC COMMON STOCK 035290105 1671 81000 SH SHARED 01 81000
ANNTAYLOR STORES CORP COMMON STOCK 036115103 1990 57800 SH SHARED 01 57800
AON CORP. COMMON STOCK 037389103 1944 48600 SH SHARED 01 48600
APACHE CORP COMMON STOCK 037411105 310 8400 SH SHARED 01 8400
APEX COMMON STOCK 037548104 1290 40000 SH SHARED 01 40000
APPLE COMPUTER INC COMMON STOCK 037833100 1234 12000 SH SHARED 01 12000
APPLEBEE'S INT'L COMMON STOCK 037899101 2213 75000 SH SHARED 01 75000
APRIA HEALTHCARE GROUP COMMON STOCK 037933108 2969 165500 SH SHARED 01 165500
APPLIED INDUSTRIAL TECH COMMON STOCK 03820C105 710 42725 SH SHARED 01 42725
APPLIED MATERIALS INC COMMON STOCK 038222105 7538 59500 SH SHARED 01 59500
APPLIED POWER INC. COMMON STOCK 038225108 2940 80000 SH SHARED 01 80000
APPLIED MICRO CIRCUITS COMMON STOCK 03822W109 6363 50000 SH SHARED 01 50000
AQUARION CO. COMMON STOCK 03838W101 810 21900 SH SHARED 01 21900
ARCADIA FINANCIAL LTD COMMON STOCK 039101100 606 136500 SH SHARED 01 136500
ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 568 46624 SH SHARED 01 46624
ARDENT SOFTWARE INC. COMMON STOCK 039794102 1755 45000 SH SHARED 01 45000
ARMSTRONG WRLD INDUST COMMON STOCK 042476101 103 3100 SH SHARED 01 3100
ARTESYN TECHNOLOGIES INC. COMMON STOCK 043127109 2100 100000 SH SHARED 01 100000
ARVIN INDUSTRIES INC COMMON STOCK 043339100 1328 46800 SH SHARED 01 46800
ASHLAND INC COMMON STOCK 044204105 181 5500 SH SHARED 01 5500
ASSOCIA FIRST CAPITAL - A COMMON STOCK 046008108 3291 119954 SH SHARED 01 119954
ATLANTIC RICHFIELD CO. COMMON STOCK 048825103 2067 23900 SH SHARED 01 23900
ATLAS AIR, INC. COMMON STOCK 049164106 1235 45000 SH SHARED 01 45000
ATMOS ENERGY CORP. COMMON STOCK 049560105 678 33150 SH SHARED 01 33150
ATWOOD OCEANICS COMMON STOCK 050095108 1313 34000 SH SHARED 01 34000
AUTO DESK COMMON STOCK 052769106 159 4700 SH SHARED 01 4700
AUTOMATIC DATA PROC COMMON STOCK 053015103 7922 147040 SH SHARED 01 147040
AUTOZONE COMMON STOCK 053332102 365 11300 SH SHARED 01 11300
AVERY DENNISON CORP COMMON STOCK 053611109 605 8300 SH SHARED 01 8300
AVNET INC. COMMON STOCK 053807103 1210 20000 SH SHARED 01 20000
AVON PRODUCTS COMMON STOCK 054303102 795 24100 SH SHARED 01 24100
AZTAR CORP. COMMON STOCK 054802103 1135 104400 SH SHARED 01 104400
B B & T CORP COMMON STOCK 054937107 649 23700 SH SHARED 01 23700
BMC INDUSTRIES INC. COMMON STOCK 055607105 429 88000 SH SHARED 01 88000
<PAGE>
BMC SOFTWARE COMMON STOCK 055921100 1783 22300 SH SHARED 01 22300
BAKER HUGHES COMMON STOCK 057224107 520 24680 SH SHARED 01 24680
BALDOR ELECTRIC CO. COMMON STOCK 057741100 1378 76000 SH SHARED 01 76000
BALL CORPORATION COMMON STOCK 058498106 95 2400 SH SHARED 01 2400
BANCORPSOUTH INC COMMON STOCK 059692103 2267 139000 SH SHARED 01 139000
BANK OF AMERICA CORP. COMMON STOCK 060505104 14569 290292 SH SHARED 01 290292
BANK OF NEW YORK INC COMMON STOCK 064057102 5308 132700 SH SHARED 01 132700
BANK ONE CORP COMMON STOCK 06423A103 6288 196111 SH SHARED 01 196111
BANKNORTH GROUP, INC. COMMON STOCK 06646L100 1739 65000 SH SHARED 01 65000
BARD C.R. INC COMMON STOCK 067383109 1039 19600 SH SHARED 01 19600
BARNES GROUP, INC. COMMON STOCK 067806109 687 42100 SH SHARED 01 42100
BARRICK GOLD CORP ADR COMMON STOCK 067901108 1450 82000 SH SHARED 01 82000
BAUSCH & LOMB INC COMMON STOCK 071707103 294 4300 SH SHARED 01 4300
BAXTER INTERNATIONAL COMMON STOCK 071813109 3235 51500 SH SHARED 01 51500
BEAR STEARNS COMPANIES COMMON STOCK 073902108 393 9187 SH SHARED 01 9187
BECTON DICKINSON & CO COMMON STOCK 075887109 506 18900 SH SHARED 01 18900
BED BATH & BEYOND COMMON STOCK 075896100 365 10500 SH SHARED 01 10500
BELDEN INC COMMON STOCK 077459105 947 45100 SH SHARED 01 45100
BELL & HOWELL CO. COMMON STOCK 077852101 2666 83800 SH SHARED 01 83800
BELL ATLANTIC COMMON STOCK 077853109 15744 255740 SH SHARED 01 255740
BELLSOUTH CORP COMMON STOCK 079860102 14428 308200 SH SHARED 01 308200
BEMIS CO. COMMON STOCK 081437105 143 4100 SH SHARED 01 4100
BERRY PETROLEUM CO., CLAS COMMON STOCK 085789105 729 48200 SH SHARED 01 48200
BEST BUY COMMON STOCK 086516101 1822 36300 SH SHARED 01 36300
BESTFOODS COMMON STOCK 08658U101 2560 48700 SH SHARED 01 48700
BETHLEHEM STEEL CORP COMMON STOCK 087509105 88 10500 SH SHARED 01 10500
BEVERLY ENTERPRISES INC. COMMON STOCK 087851309 875 200000 SH SHARED 01 200000
BINDLEY WESTERN INDUSTRIE COMMON STOCK 090324104 1064 70666 SH SHARED 01 70666
BIOMATRIX INC COMMON STOCK 09060P102 866 45000 SH SHARED 01 45000
BIOMET COMMON STOCK 090613100 1028 25700 SH SHARED 01 25700
BLACK AND DECKER CORP COMMON STOCK 091797100 961 18400 SH SHARED 01 18400
BLACK HILLS CORP. COMMON STOCK 092113109 663 29900 SH SHARED 01 29900
BLANCH (E.W.) HOLDINGS, I COMMON STOCK 093210102 2450 40000 SH SHARED 01 40000
BLOCK H & R COMMON STOCK 093671105 319 7300 SH SHARED 01 7300
BOEING COMPANY COMMON STOCK 097023105 6276 150992 SH SHARED 01 150992
BOISE CASCADE CORP COMMON STOCK 097383103 179 4408 SH SHARED 01 4408
BOMBAY COMPANY INC COMMON STOCK 097924104 356 79000 SH SHARED 01 79000
BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 812 37100 SH SHARED 01 37100
BRIGGS & STRATTON CORP COMMON STOCK 109043109 97 1800 SH SHARED 01 1800
BRISTOL MYERS SQUIBB CO. COMMON STOCK 110122108 22409 349120 SH SHARED 01 349120
BROADVISION COMMON STOCK 111412102 12755 75000 SH SHARED 01 75000
BROWN-FORMAN CORP COMMON STOCK 115637209 298 5200 SH SHARED 01 5200
BROWN SHOE COMPANY INC. COMMON STOCK 115736100 703 49800 SH SHARED 01 49800
BRUNSWICK CORP COMMON STOCK 117043109 158 7100 SH SHARED 01 7100
BRUSH WELLMAN COMMON STOCK 117421107 629 37400 SH SHARED 01 37400
BUCKEYE TECHNOLOGIES INC COMMON STOCK 118255108 1138 76500 SH SHARED 01 76500
BURLINGTON COAT FACTORY W COMMON STOCK 121579106 770 55500 SH SHARED 01 55500
BURLINGTON NORTH SANTA FE COMMON STOCK 12189T104 834 34400 SH SHARED 01 34400
BURLINGTON RES, INC. COMMON STOCK 122014103 541 16365 SH SHARED 01 16365
BUSH BOAKE ALLN COMMON STOCK 123162109 486 19800 SH SHARED 01 19800
<PAGE>
C&D TECH INC COMMON STOCK 124661109 1721 40500 SH SHARED 01 40500
CB RICHARD ELLIS SERVICES COMMON STOCK 12489L108 545 44000 SH SHARED 01 44000
CBS CORPORATION COMMON STOCK 12490K107 4148 64874 SH SHARED 01 64874
C-CUBE MICROSYSTEMS INC COMMON STOCK 125015107 3113 50000 SH SHARED 01 50000
CDI CORP. COMMON STOCK 125071100 844 35000 SH SHARED 01 35000
CH ENERGY GROUP INC COMMON STOCK 12541M102 970 29400 SH SHARED 01 29400
CIGNA CORP COMMON STOCK 125509109 2272 28200 SH SHARED 01 28200
CLECO CORP. COMMON STOCK 12561W105 1209 37700 SH SHARED 01 37700
CMP GROUP INC. COMMON STOCK 125887109 1521 55200 SH SHARED 01 55200
CMS ENERGY CORPORATION COMMON STOCK 125896100 278 8900 SH SHARED 01 8900
CSG SYSTEMS INTERNATIONAL COMMON STOCK 126349109 1994 50000 SH SHARED 01 50000
CSX CORP COMMON STOCK 126408103 1095 34908 SH SHARED 01 34908
CTS CORP. COMMON STOCK 126501105 6407 85000 SH SHARED 01 85000
CVS CORPORATION COMMON STOCK 126650100 1158 29000 SH SHARED 01 29000
CABLETRON SYSTEMS COMMON STOCK 126920107 348 13400 SH SHARED 01 13400
CABLE DESIGN TECHNOLOGIES COMMON STOCK 126924109 1955 85000 SH SHARED 01 85000
CABOT OIL & GAS CORP., CL COMMON STOCK 127097103 716 44600 SH SHARED 01 44600
CAMPBELL SOUP CO COMMON STOCK 134429109 1455 37600 SH SHARED 01 37600
CAPITAL ONE FINANCIAL COMMON STOCK 14040H105 930 19300 SH SHARED 01 19300
CARDINAL HEALTH COMMON STOCK 14149Y108 2063 43100 SH SHARED 01 43100
CAREERBUILDER INC COMMON STOCK 141684100 297 46200 SH SHARED 01 46200
CARNIVAL CRUISE LINES COMMON STOCK 143658102 4552 95200 SH SHARED 01 95200
CAROLINA POWER LIGHT CO COMMON STOCK 144141108 368 12100 SH SHARED 01 12100
CARPENTER TECHNOLOGY COMMON STOCK 144285103 823 30000 SH SHARED 01 30000
CARTER-WALLACE INC COMMON STOCK 146285101 1794 100000 SH SHARED 01 100000
CASH AMERICA INTERNATIONA COMMON STOCK 14754D100 545 55900 SH SHARED 01 55900
CATALINA MARKETING CORP. COMMON STOCK 148867104 5788 50000 SH SHARED 01 50000
CATERPILLAR INC COMMON STOCK 149123101 2763 58700 SH SHARED 01 58700
CENDANT CORPORATION COMMON STOCK 151313103 3260 122719 SH SHARED 01 122719
CENTEX CORPORATON COMMON STOCK 152312104 111 4500 SH SHARED 01 4500
CENTEX CONSTRUCTION PRODU COMMON STOCK 15231R109 1459 37400 SH SHARED 01 37400
CENTRAL & SOUTH WEST CORP COMMON STOCK 152357109 322 16100 SH SHARED 01 16100
CENTURY BUSINESS SERVICES COMMON STOCK 156490104 844 100000 SH SHARED 01 100000
CENTURYTEL INC. COMMON STOCK 156700106 1303 27500 SH SHARED 01 27500
CERIDIAN CORP. COMMON STOCK 15677T106 235 10900 SH SHARED 01 10900
CERNER CORPORATION COMMON STOCK 156782104 1673 85000 SH SHARED 01 85000
CHAMPION INTERNATIONAL CO COMMON STOCK 158525105 446 7200 SH SHARED 01 7200
CHASE MANHATTAN CORP COMMON STOCK 16161A108 11111 143016 SH SHARED 01 143016
CHECKFREE HOLDINGS CORP. COMMON STOCK 162816102 2613 25000 SH SHARED 01 25000
CHECKPOINT SYSTEMS INC. COMMON STOCK 162825103 493 48400 SH SHARED 01 48400
CHESAPEAKE CORP. COMMON STOCK 165159104 1531 50200 SH SHARED 01 50200
CHEVRON CORPORATION COMMON STOCK 166751107 8766 101200 SH SHARED 01 101200
CHOICEPOINT INC COMMON STOCK 170388102 3277 79200 SH SHARED 01 79200
CHUBB CORPORATION COMMON STOCK 171232101 732 13000 SH SHARED 01 13000
CHURCH AND DWIGHT, INC COMMON STOCK 171340102 2925 109600 SH SHARED 01 109600
CIBER INC. COMMON STOCK 17163B102 2750 100000 SH SHARED 01 100000
CINCINNATI FINANCIAL CORP COMMON STOCK 172062101 390 12500 SH SHARED 01 12500
CINERGY CORP COMMON STOCK 172474108 290 12035 SH SHARED 01 12035
CIRCUIT CITY STORES INC COMMON STOCK 172737108 671 14900 SH SHARED 01 14900
CISCO SYSTEMS COMMON STOCK 17275R102 59547 555860 SH SHARED 01 555860
<PAGE>
CITIGROUP INC. COMMON STOCK 172967101 30335 545966 SH SHARED 01 545966
CITRIX SYSTEMS INC COMMON STOCK 177376100 935 7600 SH SHARED 01 7600
CLAIRE'S STORES INC. COMMON STOCK 179584107 1454 65000 SH SHARED 01 65000
CLARCOR INC COMMON STOCK 179895107 691 38400 SH SHARED 01 38400
CLEAR CHANNEL COMM COMMON STOCK 184502102 4547 50950 SH SHARED 01 50950
CLEVELAND CLIFFS, INC. COMMON STOCK 185896107 442 14200 SH SHARED 01 14200
CLOROX, INC. COMMON STOCK 189054109 1093 21700 SH SHARED 01 21700
COASTAL CORP COMMON STOCK 190441105 571 16100 SH SHARED 01 16100
COCA COLA CO. COMMON STOCK 191216100 23241 398980 SH SHARED 01 398980
COCA COLA ENTERPRISES COMMON STOCK 191219104 632 31400 SH SHARED 01 31400
COHERENT, INC. COMMON STOCK 192479103 2006 75000 SH SHARED 01 75000
COLE (KENNETH) PRODUCTION COMMON STOCK 193294105 1052 23000 SH SHARED 01 23000
COLGATE PALMOLIVE COMMON STOCK 194162103 6358 97820 SH SHARED 01 97820
COLLINS & AIKMA COMMON STOCK 194830105 431 75000 SH SHARED 01 75000
COLUMBIA ENERGY GROUP COMMON STOCK 197648108 395 6250 SH SHARED 01 6250
COLUMBIA / HCA HEALTHCARE COMMON STOCK 197677107 1224 41749 SH SHARED 01 41749
COMCAST CORP SPECIAL COMMON STOCK 200300200 5992 118500 SH SHARED 01 118500
COMERICA INC COMMON STOCK 200340107 1132 24250 SH SHARED 01 24250
COMMERCE BANCORP INC/NJ COMMON STOCK 200519106 3125 77286 SH SHARED 01 77286
COMMERCIAL INTERTECH CORP COMMON STOCK 201709102 448 35150 SH SHARED 01 35150
COMMERCIAL METALS CO. COMMON STOCK 201723103 1196 35233 SH SHARED 01 35233
COMMUNITY BANK SYSTEM INC COMMON STOCK 203607106 624 27000 SH SHARED 01 27000
COMMUNITY FIRST COMMON STOCK 203902101 2678 170000 SH SHARED 01 170000
COMPAQ COMPUTER CORP COMMON STOCK 204493100 5613 207424 SH SHARED 01 207424
COMPUTER ASSOCIATES INC. COMMON STOCK 204912109 7163 102418 SH SHARED 01 102418
COMPUTER NTWORK COMMON STOCK 204925101 1376 60000 SH SHARED 01 60000
COMPUTER SCIENCE COMMON STOCK 205363104 2602 27500 SH SHARED 01 27500
COMPUTER TASK GROUP, INC. COMMON STOCK 205477102 985 66500 SH SHARED 01 66500
COMPUWARE CORP. COMMON STOCK 205638109 1289 34600 SH SHARED 01 34600
COMVERSE COMMON STOCK 205862402 1708 11800 SH SHARED 01 11800
CONAGRA, INC. COMMON STOCK 205887102 1671 74050 SH SHARED 01 74050
CONCENTRIC NETWORK COMMON STOCK 20589R107 2311 75000 SH SHARED 01 75000
CONMED COMMON STOCK 207410101 1294 50000 SH SHARED 01 50000
CONNECTICUT ENERGY CORP. COMMON STOCK 207567108 599 15400 SH SHARED 01 15400
CONOCO INC, CLASS B COMMON STOCK 208251405 2395 96286 SH SHARED 01 96286
CONSECO INC COMMON STOCK 208464107 437 24464 SH SHARED 01 24464
CONSOLIDATED EDISON COMMON STOCK 209115104 1646 47700 SH SHARED 01 47700
CONSOLIDATED NATURAL GAS COMMON STOCK 209615103 1351 20800 SH SHARED 01 20800
CONSOLIDATED STORES COMMON STOCK 210149100 140 8600 SH SHARED 01 8600
CONSTELLATION ENERGY GP COMMON STOCK 210371100 328 11300 SH SHARED 01 11300
COOPER COS., INC. COMMON STOCK 216648402 1401 46500 SH SHARED 01 46500
COOPER INDUSTRIES INC COMMON STOCK 216669101 287 7100 SH SHARED 01 7100
COOPER TIRE COMMON STOCK 216831107 89 5700 SH SHARED 01 5700
COORS ADOLPH CO COMMON STOCK 217016104 152 2900 SH SHARED 01 2900
CORNING INC COMMON STOCK 219350105 2901 22500 SH SHARED 01 22500
CORT BUSINESS SERV CORP. COMMON STOCK 220493100 755 43300 SH SHARED 01 43300
COSTCO WHOLESALE CORP. COMMON STOCK 22160K105 1492 16350 SH SHARED 01 16350
COUNTRY WIDE IND COMMON STOCK 222372104 215 8500 SH SHARED 01 8500
CRANE COMPANY COMMON STOCK 224399105 102 5125 SH SHARED 01 5125
CREATIVE BIOMOLECULES INC COMMON STOCK 225270107 530 107300 SH SHARED 01 107300
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CROSS TIMBERS OIL CO. COMMON STOCK 227573102 760 83850 SH SHARED 01 83850
CROWN CORK AND SEAL CO COMMON STOCK 228255105 210 9400 SH SHARED 01 9400
CRYOLIFE COMMON STOCK 228903100 375 31900 SH SHARED 01 31900
CUMMINS ENGINE INC COMMON STOCK 231021106 155 3200 SH SHARED 01 3200
CURATIVE TECH COMMON STOCK 231264102 312 40300 SH SHARED 01 40300
CYPRESS SEMICONDUCTOR COMMON STOCK 232806109 9713 300000 SH SHARED 01 300000
DBT ONLINE INC. COMMON STOCK 233044106 1648 67600 SH SHARED 01 67600
D. R. HORTON INC COMMON STOCK 23331A109 738 53400 SH SHARED 01 53400
DTE ENERGY CO. COMMON STOCK 233331107 1032 32900 SH SHARED 01 32900
DVI, INC. COMMON STOCK 233343102 603 39700 SH SHARED 01 39700
DAIN RAUSCHER CORP. COMMON STOCK 233856103 1860 40000 SH SHARED 01 40000
DAL-TILE INTERNATIONAL COMMON STOCK 23426R108 718 70900 SH SHARED 01 70900
DANA CORP COMMON STOCK 235811106 950 31732 SH SHARED 01 31732
DANAHER CORP. COMMON STOCK 235851102 507 10500 SH SHARED 01 10500
DARDEN RESTAURANT CO COMMON STOCK 237194105 183 10100 SH SHARED 01 10100
DAYTON HUDSON COMMON STOCK 239753106 6338 86300 SH SHARED 01 86300
DEERE & COMPANY COMMON STOCK 244199105 759 17500 SH SHARED 01 17500
DELL COMPUTER CORP COMMON STOCK 247025109 20890 409600 SH SHARED 01 409600
DELPHI AUTOMOTIVE SYSTEMS COMMON STOCK 247126105 1323 83984 SH SHARED 01 83984
DELPHI FINANCIAL GROUP COMMON STOCK 247131105 1561 52020 SH SHARED 01 52020
DELTA AIR LINES INC COMMON STOCK 247361108 1210 24300 SH SHARED 01 24300
DELUXE CORP COMMON STOCK 248019101 162 5900 SH SHARED 01 5900
DEPARTMENT 56 COMMON STOCK 249509100 1131 50000 SH SHARED 01 50000
DETROIT DIESEL CORP. COMMON STOCK 250837101 863 45000 SH SHARED 01 45000
DIAGNOSTIC PRODUCTS CORP. COMMON STOCK 252450101 1078 44000 SH SHARED 01 44000
DIAMOND TECH PARTNERS INC COMMON STOCK 252762109 1289 15000 SH SHARED 01 15000
DIGITAL MICROWAVE COMMON STOCK 253859102 3516 150000 SH SHARED 01 150000
DILLARDS INC. CLASS A COMMON STOCK 254067101 164 8100 SH SHARED 01 8100
DIONEX CORP. COMMON STOCK 254546104 3151 76500 SH SHARED 01 76500
DISNEY WALT CO. COMMON STOCK 254687106 9446 322950 SH SHARED 01 322950
DOCUMENTUM INC COMMON STOCK 256159104 2096 35000 SH SHARED 01 35000
DOLLAR GENERAL COMMON STOCK 256669102 380 16687 SH SHARED 01 16687
DOMINION RESCS INC OF VA COMMON STOCK 257470104 1470 37450 SH SHARED 01 37450
DONNELLEY R R & SONS CO. COMMON STOCK 257867101 246 9900 SH SHARED 01 9900
DOUBLECLICK INC COMMON STOCK 258609304 6327 25000 SH SHARED 01 25000
DOVER CORP COMMON STOCK 260003108 699 15400 SH SHARED 01 15400
DOW CHEMICAL COMPANY COMMON STOCK 260543103 5318 39800 SH SHARED 01 39800
DOW JONES AND COMPANY COMMON STOCK 260561105 449 6600 SH SHARED 01 6600
DOWNEY FINANCIAL CORP COMMON STOCK 261018105 2033 100686 SH SHARED 01 100686
DU PONT E I DE NEMOURS COMMON STOCK 263534109 11266 171015 SH SHARED 01 171015
DUKE ENERGY CORP. COMMON STOCK 264399106 3223 64306 SH SHARED 01 64306
DUN & BRADSTREET NEW COMMON STOCK 26483B106 365 12365 SH SHARED 01 12365
DURA PHARMACEUTICALS COMMON STOCK 26632S109 1463 105000 SH SHARED 01 105000
DYCOM COMMON STOCK 267475101 3525 80000 SH SHARED 01 80000
E M C CORPORATION COMMON STOCK 268648102 17147 156950 SH SHARED 01 156950
ETEC SYSTEMS INC COMMON STOCK 26922C103 3141 70000 SH SHARED 01 70000
E*TRADE GROUP INC COMMON STOCK 269246104 1959 75000 SH SHARED 01 75000
EARTHGRAINS CO. COMMON STOCK 270319106 968 60000 SH SHARED 01 60000
EARTHLINK NETWORK, INC. COMMON STOCK 270322100 1063 25000 SH SHARED 01 25000
EASTERN ENTERPRISES COMMON STOCK 27637F100 1694 29500 SH SHARED 01 29500
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EASTERN UTILITIES ASSOC COMMON STOCK 277173100 794 26200 SH SHARED 01 26200
EASTMAN CHEMICAL CO. COMMON STOCK 277432100 281 5900 SH SHARED 01 5900
EASTMAN KODAK COMPANY COMMON STOCK 277461109 3631 54800 SH SHARED 01 54800
EATON CORP COMMON STOCK 278058102 392 5400 SH SHARED 01 5400
EATON VANCE COMMON STOCK 278265103 3800 100000 SH SHARED 01 100000
ECHOSTAR COMMUNICATIONS COMMON STOCK 278762109 2438 25000 SH SHARED 01 25000
ECOLAB INC COMMON STOCK 278865100 383 9800 SH SHARED 01 9800
EDISON INTL. COMMON STOCK 281020107 673 25700 SH SHARED 01 25700
EL PASO ENERGY CORP. COMMON STOCK 283905107 668 17200 SH SHARED 01 17200
ELCOR CORP. COMMON STOCK 284443108 1674 55575 SH SHARED 01 55575
ELECTRO SCIENTIFIC IND COMMON STOCK 285229100 2694 36900 SH SHARED 01 36900
ELECTRONIC DATA SYSTEMS COMMON STOCK 285661104 5127 76600 SH SHARED 01 76600
EMERSON ELEC CO COM COMMON STOCK 291011104 4728 82400 SH SHARED 01 82400
ENERGEN CORP. COMMON STOCK 29265N108 925 51200 SH SHARED 01 51200
ENGELHARD CORP COMMON STOCK 292845104 182 9637 SH SHARED 01 9637
ENESCO GROUP INC. COMMON STOCK 292973104 570 51500 SH SHARED 01 51500
ENHANCE FINANCIAL SERVICE COMMON STOCK 293310108 2048 126000 SH SHARED 01 126000
ENRON CORP COMMON STOCK 293561106 5227 117800 SH SHARED 01 117800
ENTERGY CORP COMMON STOCK 29364G103 1378 53500 SH SHARED 01 53500
EQUIFAX INC COMMON STOCK 294429105 257 10900 SH SHARED 01 10900
ESTERLINE TECHNOLOGIES COMMON STOCK 297425100 648 56000 SH SHARED 01 56000
EXCALIBUT TECH COMMON STOCK 300651205 1238 60000 SH SHARED 01 60000
EXODUS COMMUNICATIONS INC COMMON STOCK 302088109 5329 60000 SH SHARED 01 60000
EXPRESS SCRIPTS INC CL A COMMON STOCK 302182100 1280 20000 SH SHARED 01 20000
EXXON MOBIL CORP. COM COMMON STOCK 30231G102 45476 564482 SH SHARED 01 564482
F & M NATIONAL CORP. COMMON STOCK 302374103 2067 74984 SH SHARED 01 74984
FBL FINL GRP-A COMMON STOCK 30239F106 2396 119800 SH SHARED 01 119800
FMC CORP COMMON STOCK 302491303 138 2400 SH SHARED 01 2400
FPL GROUP INC COMMON STOCK 302571104 1546 36100 SH SHARED 01 36100
FACTSET RESEARCH SYSYTEM COMMON STOCK 303075105 3981 50000 SH SHARED 01 50000
FAIR ISSAC & CO. INC. COMMON STOCK 303250104 2030 38300 SH SHARED 01 38300
FAIRCHILD CORP., CLASS A COMMON STOCK 303698104 495 54630 SH SHARED 01 54630
FDX CORP. COMMON STOCK 31304N107 1773 43320 SH SHARED 01 43320
FEDERAL HOME LOAN COMMON STOCK 313400301 5210 110700 SH SHARED 01 110700
FANNIE MAE COMMON STOCK 313586109 11201 179400 SH SHARED 01 179400
FEDERAL SIGNAL CORP COMMON STOCK 313855108 1050 65400 SH SHARED 01 65400
FEDERATED DEPART. STORES COMMON STOCK 31410H101 1689 33400 SH SHARED 01 33400
FIDELITY NATIONAL FINANCI COMMON STOCK 316326107 866 60278 SH SHARED 01 60278
FIFTH THIRD BANCORP COMMON STOCK 316773100 3273 44600 SH SHARED 01 44600
FIRST AMERICAN FINANCIAL COMMON STOCK 318522307 746 60000 SH SHARED 01 60000
FIRSTBANK PUERTO RICO COMMON STOCK 318672102 1764 85000 SH SHARED 01 85000
FIRST COMMONWEALTH FINANC COMMON STOCK 319829107 1901 158400 SH SHARED 01 158400
FIRST DATA COMMON STOCK 319963104 3358 68100 SH SHARED 01 68100
FIRST MIDWEST BANCORP INC COMMON STOCK 320867104 2858 107850 SH SHARED 01 107850
FIRST REPUBLIC BANK COMMON STOCK 336158100 783 33326 SH SHARED 01 33326
FIRST SECURITY CORP COMMON STOCK 336294103 0 1000 SH SHARED 01 1000
FIRST UNION COMMON STOCK 337358105 5203 158570 SH SHARED 01 158570
FIRSTAR CORP COMMON STOCK 33763V109 1833 86782 SH SHARED 01 86782
FIRSTFED FINANCIAL CORP COMMON STOCK 337907109 984 70000 SH SHARED 01 70000
FIRST ENERGY CORP COMMON STOCK 337932107 858 37800 SH SHARED 01 37800
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FLEETBOSTON FINANCIAL COMMON STOCK 339030108 5261 151137 SH SHARED 01 151137
FLEETWOOD ENTERPRISES INC COMMON STOCK 339099103 58 2800 SH SHARED 01 2800
FLORIDA EAST COAST INDS COMMON STOCK 340632108 1545 37000 SH SHARED 01 37000
FLORIDA PROGRESS CORP COMMON STOCK 341109106 313 7400 SH SHARED 01 7400
FLUOR COMMON STOCK 343861100 266 5800 SH SHARED 01 5800
FOOTSTAR INC. COMMON STOCK 344912100 2120 69500 SH SHARED 01 69500
FORD MOTOR CO DEL COMMON STOCK 345370100 10677 199800 SH SHARED 01 199800
FOREMOST CP AM COMMON STOCK 345469100 1844 65000 SH SHARED 01 65000
FOREST OIL CORP. COMMON STOCK 346091606 853 64700 SH SHARED 01 64700
FORT JAMES CORP. COMMON STOCK 347471104 457 16700 SH SHARED 01 16700
FORTUNE BRANDS INC. COMMON STOCK 349631101 417 12600 SH SHARED 01 12600
FRANKLIN COVEY CO. COMMON STOCK 353469109 520 69300 SH SHARED 01 69300
FRANKLIN RES INC COMMON STOCK 354613101 609 19000 SH SHARED 01 19000
FREEPORT-MCMORAN-COPPER COMMON STOCK 35671D857 832 39400 SH SHARED 01 39400
GPU, INC. COMMON STOCK 36225X100 284 9500 SH SHARED 01 9500
GTE CORP. COMMON STOCK 362320103 11262 159600 SH SHARED 01 159600
ARTHUR J GALLAGHER COMMON STOCK 363576109 3827 59100 SH SHARED 01 59100
GANNETT INC COMMON STOCK 364730101 3980 48800 SH SHARED 01 48800
THE GAP, INC. COMMON STOCK 364760108 6405 139237 SH SHARED 01 139237
GATEWAY, INC. COMMON STOCK 367626108 3603 50000 SH SHARED 01 50000
GENCORP, INC COMMON STOCK 368682100 600 60800 SH SHARED 01 60800
GENERAL CABLE CORP COMMON STOCK 369300108 588 77800 SH SHARED 01 77800
GENERAL DYNAMICS CORP COMMON STOCK 369550108 775 14700 SH SHARED 01 14700
GENERAL ELECTRIC COMPANY COMMON STOCK 369604103 84292 548000 SH SHARED 01 548000
GENERAL INSTRUMENT CORP. COMMON STOCK 370120107 1088 12800 SH SHARED 01 12800
GENERAL MILLS, INC. COMMON STOCK 370334104 2513 70300 SH SHARED 01 70300
GENERAL MOTORS CORP COMMON STOCK 370442105 7821 107600 SH SHARED 01 107600
GENERAL SEMI CONDUCTOR COMMON STOCK 370787103 1939 136700 SH SHARED 01 136700
GENESCO, INC. COMMON STOCK 371532102 722 55500 SH SHARED 01 55500
GENRAD, INC. COMMON STOCK 372447102 1598 99100 SH SHARED 01 99100
GENUINE PARTS CO COMMON STOCK 372460105 951 38325 SH SHARED 01 38325
GEON COMPANY COMMON STOCK 37246W105 1628 50100 SH SHARED 01 50100
GEORGIA PAC CORPORATION COMMON STOCK 373298108 634 12500 SH SHARED 01 12500
GERBER SCIENTIFIC, INC. COMMON STOCK 373730100 1902 86700 SH SHARED 01 86700
GILLETTE CO. COMMON STOCK 375766102 7886 191464 SH SHARED 01 191464
GLOBAL INDUSTRIAL TECHNOL COMMON STOCK 379335102 681 52900 SH SHARED 01 52900
GOLDEN WEST FINANC CORP COMMON STOCK 381317106 422 12600 SH SHARED 01 12600
GOODRICH B F CO COMMON STOCK 382388106 608 22100 SH SHARED 01 22100
GOODYEAR TIRE COMMON STOCK 382550101 333 11800 SH SHARED 01 11800
GRACE W R & CO. DEL NEW COMMON STOCK 38388F108 72 5200 SH SHARED 01 5200
GRACO, INC. COMMON STOCK 384109104 1668 46500 SH SHARED 01 46500
GRAINGER W.W. INC. COMMON STOCK 384802104 335 7000 SH SHARED 01 7000
GRANITE COMMON STOCK 387328107 787 42700 SH SHARED 01 42700
GREAT ATLNTIC/PACIFIC TEA COMMON STOCK 390064103 81 2900 SH SHARED 01 2900
GREAT LAKES CHEMICAL COMMON STOCK 390568103 1027 26900 SH SHARED 01 26900
GREATER BAY BANCORP COMMON STOCK 391648102 429 10000 SH SHARED 01 10000
GUIDANT CORP COMMON STOCK 401698105 2900 61700 SH SHARED 01 61700
GUILFORD MILLS INC COMMON STOCK 401794102 345 47550 SH SHARED 01 47550
GUILFORD PHARMACEUTICALS COMMON STOCK 401829106 1066 62700 SH SHARED 01 62700
HS RESOURCES, INC. COMMON STOCK 404297103 495 28700 SH SHARED 01 28700
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HADCO CORP COMMON STOCK 404681108 2550 50000 SH SHARED 01 50000
HAEMONETICS CP COMMON STOCK 405024100 2067 86800 SH SHARED 01 86800
HALLIBURTON CO COMMON STOCK 406216101 3200 79500 SH SHARED 01 79500
HANDLEMAN CO DEL COMMON STOCK 410252100 988 73900 SH SHARED 01 73900
HANOVER COMPRESSOR CO COMMON STOCK 410768105 2178 57700 SH SHARED 01 57700
HARCOURT GEN INC COMMON STOCK 41163G101 222 5516 SH SHARED 01 5516
JOHN HARLAND CO COMMON STOCK 412693103 1152 62900 SH SHARED 01 62900
HARMAN INTL COMMON STOCK 413086109 2822 50280 SH SHARED 01 50280
HARRAH'S ENTERTAIN INC COMMON STOCK 413619107 259 9800 SH SHARED 01 9800
HARTFORD FINANCIAL SVC COMMON STOCK 416515104 791 16700 SH SHARED 01 16700
HASBRO INC COMMON STOCK 418056107 867 45500 SH SHARED 01 45500
HEALTHSOUTH CORP COMMON STOCK 421924101 168 31300 SH SHARED 01 31300
HEINZ H J CO. COMMON STOCK 423074103 2978 74800 SH SHARED 01 74800
HERCULES INC. COMMON STOCK 427056106 226 8100 SH SHARED 01 8100
HERSHEY FOODS CORP COMMON STOCK 427866108 622 13100 SH SHARED 01 13100
HEWLETT PACKARD COMMON STOCK 428236103 19050 167200 SH SHARED 01 167200
HILB, ROGAL & HAMILTON CO COMMON STOCK 431294107 1333 47200 SH SHARED 01 47200
HILTON HOTELS COMMON STOCK 432848109 188 19500 SH SHARED 01 19500
HOLLYWOOD PARK INC COMMON STOCK 436255103 1007 44900 SH SHARED 01 44900
HOME DEPOT COMMON STOCK 437076102 25522 372243 SH SHARED 01 372243
HOMESTAKE MINING CO COMMON STOCK 437614100 370 47400 SH SHARED 01 47400
HONEYWELL INTERNATIONAL COMMON STOCK 438516106 8205 142224 SH SHARED 01 142224
HOUSEHOLD INT'L COMMON STOCK 441815107 2864 76893 SH SHARED 01 76893
HOUSTON EXPLORATION CO COMMON STOCK 442120101 495 25000 SH SHARED 01 25000
HUDSON UNITED BANCORP COMMON STOCK 444165104 2633 103000 SH SHARED 01 103000
HUGHES SUPPLY, INC. COMMON STOCK 444482103 1292 59900 SH SHARED 01 59900
HUMANA INCORPORATED COMMON STOCK 444859102 104 12700 SH SHARED 01 12700
HUNTINGTON BANCSHARES COMMON STOCK 446150104 417 17447 SH SHARED 01 17447
HUTCHINSON TECH COMMON STOCK 448407106 1545 72700 SH SHARED 01 72700
HYPERION SOLUTIONS CORP COMMON STOCK 44914M104 2828 65000 SH SHARED 01 65000
ICG COMMUNICATIONS COMMON STOCK 449246107 2344 125000 SH SHARED 01 125000
IDEC PHAR. CORP. COMMON STOCK 449370105 4913 50000 SH SHARED 01 50000
IMCO RECYCLING INC COMMON STOCK 449681105 438 34700 SH SHARED 01 34700
IMS HEALTH INC. COMMON STOCK 449934108 778 28630 SH SHARED 01 28630
ISS GROUP INC COMMON STOCK 450306105 3556 50000 SH SHARED 01 50000
ITC/\DELTACOM, INC. COMMON STOCK 45031T104 2072 75000 SH SHARED 01 75000
ITT INDUSTRIES INC COMMON STOCK 450911102 221 6600 SH SHARED 01 6600
IDEX CORP. COMMON STOCK 45167R104 1896 62425 SH SHARED 01 62425
IDEXX LABORATORIES COMMON STOCK 45168D104 1977 122600 SH SHARED 01 122600
IKON OFFICE SOLUTIONS COMMON STOCK 451713101 77 11244 SH SHARED 01 11244
ILLINOIS TOOL WORKS COMMON STOCK 452308109 2013 29800 SH SHARED 01 29800
IMATION CORP COMMON STOCK 45245A107 2517 75000 SH SHARED 01 75000
IMCLONE SYSTEMS COMMON STOCK 45245W109 793 20000 SH SHARED 01 20000
IMPERIAL BANCORP COMMON STOCK 452556103 3455 143200 SH SHARED 01 143200
IN FOCUS SYS COMMON STOCK 452919103 1159 50000 SH SHARED 01 50000
INCO LIMITED COMMON STOCK 453258402 341 14500 SH SHARED 01 14500
INDEPENDENT BANK CORP MA COMMON STOCK 453836108 653 52200 SH SHARED 01 52200
INDIANA ENERGY INC COMMON STOCK 454707100 949 53466 SH SHARED 01 53466
INGERSOLL RAND CO COMMON STOCK 456866102 1638 29750 SH SHARED 01 29750
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INNOVEX INC COMMON STOCK 457647105 502 53500 SH SHARED 01 53500
INSIGHT ENTERPRISES INC COMMON STOCK 45765U103 2031 50000 SH SHARED 01 50000
INTEGRATED DEVICE TECH COMMON STOCK 458118106 2175 75000 SH SHARED 01 75000
INTEL CORPORATION COMMON STOCK 458140100 47387 575700 SH SHARED 01 575700
INTERDIGITAL COMM CORP. COMMON STOCK 45866A105 7500 100000 SH SHARED 01 100000
INTERIM SVCS COMMON STOCK 45868P100 3713 150000 SH SHARED 01 150000
INTERNATIONAL BUS MACH COMMON STOCK 459200101 33691 311950 SH SHARED 01 311950
INTERNATL FLAVORS & FR COMMON STOCK 459506101 302 8000 SH SHARED 01 8000
INTERNATIONAL MULTI-FOODS COMMON STOCK 460043102 670 50600 SH SHARED 01 50600
INTERNATIONAL PAPER COMMON STOCK 460146103 4015 71144 SH SHARED 01 71144
INTL RECTIFIER CORP. COMMON STOCK 460254105 4927 189500 SH SHARED 01 189500
INTERPUBLIC GROUP COS INC COMMON STOCK 460690100 3196 55400 SH SHARED 01 55400
INTERVOICE COMMON STOCK 461142101 2795 120200 SH SHARED 01 120200
INVESTMENT TECHNOLOGY GP COMMON STOCK 46145F105 2064 71800 SH SHARED 01 71800
IONICS INC COMMON STOCK 462218108 582 20700 SH SHARED 01 20700
IRWIN FINANCIAL CORP COMMON STOCK 464119106 802 45000 SH SHARED 01 45000
JLG INDUSTRIES INC COMMON STOCK 466210101 1474 92500 SH SHARED 01 92500
JACK IN THE BOX INC COMMON STOCK 466367109 2069 100000 SH SHARED 01 100000
JACOBS ENGINEERING GROUP COMMON STOCK 469814107 1336 41100 SH SHARED 01 41100
JEFFERIES GRP INC COMMON STOCK 472319102 1320 60000 SH SHARED 01 60000
JEFFERSON PILOT CORP COMMON STOCK 475070108 534 7825 SH SHARED 01 7825
JOHNSON & JOHNSON COMMON STOCK 478160104 21470 230550 SH SHARED 01 230550
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JONES PHARMA INC COMMON STOCK 480236108 3692 85000 SH SHARED 01 85000
JOSTENS INC. COMMON STOCK 481088102 68 2795 SH SHARED 01 2795
JOURNAL REGISTER CO COMMON STOCK 481138105 556 36000 SH SHARED 01 36000
KLA-TENCOR CORPORATION COMMON STOCK 482480100 724 6500 SH SHARED 01 6500
K MART CORPORATION COMMON STOCK 482584109 774 76900 SH SHARED 01 76900
KAISER ALUMINUM CORP COMMON STOCK 483007100 769 100000 SH SHARED 01 100000
KANSAS CITY SOTHERN INDS COMMON STOCK 485170104 619 8300 SH SHARED 01 8300
KAUFMAN BROAD HOME CORP COMMON STOCK 486168107 1622 67040 SH SHARED 01 67040
KELLOGG CO COMMON STOCK 487836108 2228 72300 SH SHARED 01 72300
KELLWOOD CO. COMMON STOCK 488044108 778 40000 SH SHARED 01 40000
KENT ELECTRONICS CORP COMMON STOCK 490553104 2343 103000 SH SHARED 01 103000
KERR MCGEE CORP COMMON STOCK 492386107 401 6473 SH SHARED 01 6473
KEYCORP COMMON STOCK 493267108 1398 63200 SH SHARED 01 63200
KIMBERLY CLARK COMMON STOCK 494368103 6332 97040 SH SHARED 01 97040
KNIGHT-RIDDER INC COMMON STOCK 499040103 744 12500 SH SHARED 01 12500
KOHLS CORP. COMMON STOCK 500255104 2007 27800 SH SHARED 01 27800
KOPIN CORPORATION COMMON STOCK 500600101 3402 81000 SH SHARED 01 81000
KROGER CO COMMON STOCK 501044101 1470 77900 SH SHARED 01 77900
KULICKE & SOFFA INDS COMMON STOCK 501242101 3405 80000 SH SHARED 01 80000
LSI LOGIC COMMON STOCK 502161102 729 10800 SH SHARED 01 10800
LA-Z-BOY INC COMMON STOCK 505336107 2510 149300 SH SHARED 01 149300
LACLEDE GAS CO. COMMON STOCK 505588103 657 30400 SH SHARED 01 30400
LAM RESEARCH CORP COMMON STOCK 512807108 5578 50000 SH SHARED 01 50000
LASER VISION CENTER COMMON STOCK 51807H100 792 75000 SH SHARED 01 75000
LASON INC COMMON STOCK 51808R107 660 60000 SH SHARED 01 60000
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LEHMAN BROTHERS HOLDING COMMON STOCK 524908100 762 9000 SH SHARED 01 9000
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LIGAND PHARMACEUTICALS COMMON STOCK 53220K207 1367 106200 SH SHARED 01 106200
LILLY ELI & CO. COMMON STOCK 532457108 12322 185300 SH SHARED 01 185300
LIMITED INCORPORATED COMMON STOCK 532716107 1727 39878 SH SHARED 01 39878
LINCOLN NATL CORP COMMON STOCK 534187109 588 14700 SH SHARED 01 14700
LINENS 'N THINGS INC COMMON STOCK 535679104 1185 40000 SH SHARED 01 40000
LITTELFUSE INC COMMON STOCK 537008104 1517 62500 SH SHARED 01 62500
LIZ CLAIBORNE COMMON STOCK 539320101 169 4500 SH SHARED 01 4500
LOCKHEED MARTIN CORP COMMON STOCK 539830109 1306 59688 SH SHARED 01 59688
LOEWS CORPORATION COMMON STOCK 540424108 486 8000 SH SHARED 01 8000
LONE STAR TECHNOLOGIES COMMON STOCK 542312103 1095 39300 SH SHARED 01 39300
LONGS DRUG STORES INC COMMON STOCK 543162101 77 3000 SH SHARED 01 3000
LONGVIEW FIBRE CO COMMON STOCK 543213102 1577 110700 SH SHARED 01 110700
LOUIS DREYFUS NATURAL GAS COMMON STOCK 546011107 982 54200 SH SHARED 01 54200
LOUISIANA PACIFIC CORP COMMON STOCK 546347105 115 8100 SH SHARED 01 8100
LOWE'S COMPANIES COMMON STOCK 548661107 3197 53500 SH SHARED 01 53500
LUBY'S CAFE INCORP COMMON STOCK 549282101 793 69700 SH SHARED 01 69700
LUCENT TECH. CORP. COMMON STOCK 549463107 40559 542137 SH SHARED 01 542137
MAF BANKCORP INC COMMON STOCK 55261R108 2569 122700 SH SHARED 01 122700
MBIA INC. COMMON STOCK 55262C100 998 18900 SH SHARED 01 18900
MBNA CORP COMMON STOCK 55262L100 3178 116630 SH SHARED 01 116630
MCI WORLDCOM INC. COMMON STOCK 55268B106 24690 465299 SH SHARED 01 465299
MEMC ELECTRONIC MATERIALS COMMON STOCK 552715104 1225 100000 SH SHARED 01 100000
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MMC NETWORKS INC. COMMON STOCK 55308N102 2578 75000 SH SHARED 01 75000
MSC. SOFTWARE CORP. COMMON STOCK 553531104 1013 100000 SH SHARED 01 100000
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MAGNETEK, INC. COMMON STOCK 559424106 673 87500 SH SHARED 01 87500
MAIL-WELL INC COMMON STOCK 560321200 994 73600 SH SHARED 01 73600
MALLINCKRODT INC. COMMON STOCK 561232109 175 5500 SH SHARED 01 5500
MANITOWOC CO., INC. COMMON STOCK 563571108 1191 35025 SH SHARED 01 35025
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MARSH & MCLENNAN CO., INC COMMON STOCK 571748102 4406 46050 SH SHARED 01 46050
MARRIOTT INTL, CL-A COMMON STOCK 571903202 1793 56800 SH SHARED 01 56800
MASCO CORP COMMON STOCK 574599106 2225 87700 SH SHARED 01 87700
MASCOTECH, INC. COMMON STOCK 574670105 582 45900 SH SHARED 01 45900
MASTEC INC. COMMON STOCK 576323109 2670 60000 SH SHARED 01 60000
MASTECH CORPORATION COMMON STOCK 57632N105 1856 75000 SH SHARED 01 75000
MATTEL COMMON STOCK 577081102 413 31447 SH SHARED 01 31447
MAY DEPARTMENT STORES COMMON STOCK 577778103 1809 56100 SH SHARED 01 56100
MAXIMUS INC COMMON STOCK 577933104 1188 35000 SH SHARED 01 35000
MAYTAG COMMON STOCK 578592107 322 6700 SH SHARED 01 6700
MCDERMOTT INTERNATL INC COMMON STOCK 580037109 41 4500 SH SHARED 01 4500
MCDONALDS CORP. COMMON STOCK 580135101 9304 230800 SH SHARED 01 230800
MCGRAW HILL COMMON STOCK 580645109 2471 40100 SH SHARED 01 40100
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MEAD CORP COMMON STOCK 582834107 1520 35000 SH SHARED 01 35000
MEDIA ONE GROUP COMMON STOCK 58440J104 7820 101800 SH SHARED 01 101800
MEDICIS PHARMACEUTICALS COMMON STOCK 584690309 3618 85000 SH SHARED 01 85000
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MEDTRONIC INCORPORATED COMMON STOCK 585055106 3943 108200 SH SHARED 01 108200
MELLON FINANCIAL CORP COMMON STOCK 58551A108 2991 87800 SH SHARED 01 87800
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MERCURY INTERACTIVE COMMON STOCK 589405109 5937 55000 SH SHARED 01 55000
MEREDITH CORP COMMON STOCK 589433101 163 3900 SH SHARED 01 3900
MERRILL LYNCH COMMON STOCK 590188108 6263 75000 SH SHARED 01 75000
METHODE ELECTRONICS COMMON STOCK 591520200 2409 75000 SH SHARED 01 75000
MICROS SYSTEMS COMMON STOCK 594901100 4359 58900 SH SHARED 01 58900
MICROSOFT COMMON STOCK 594918104 101428 868760 SH SHARED 01 868760
MICROMUSE INC COMMON STOCK 595094103 3400 20000 SH SHARED 01 20000
MICRON ELECTRONICS INC. COMMON STOCK 595100108 834 75000 SH SHARED 01 75000
MICRON TECHNOLOGY INC COMMON STOCK 595112103 1438 18500 SH SHARED 01 18500
MID-ATLANTIC MEDICAL COMMON STOCK 59523C107 1245 149800 SH SHARED 01 149800
MIDWAY GAMES, INC COMMON STOCK 598148104 2214 92500 SH SHARED 01 92500
MILACRON INC. COMMON STOCK 598709103 692 45000 SH SHARED 01 45000
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MILLIPORE CORP COMMON STOCK 601073109 131 3400 SH SHARED 01 3400
MINN. MINING & MANUFCTRNG COMMON STOCK 604059105 6381 65200 SH SHARED 01 65200
MIRAGE RESORTS COMMON STOCK 60462E104 236 15400 SH SHARED 01 15400
MOLEX INC COMMON STOCK 608554101 646 11400 SH SHARED 01 11400
MONSANTO COMMON STOCK 611662107 3249 91200 SH SHARED 01 91200
MORGAN J P & CO., INC. COMMON STOCK 616880100 3115 24600 SH SHARED 01 24600
MORGAN KEEGAN, INC. COMMON STOCK 617410105 1904 113225 SH SHARED 01 113225
MORGAN STANLEY DEAN WTR COMMON STOCK 617446448 15419 108016 SH SHARED 01 108016
MORRISON KNUDSEN COMMON STOCK 61844A109 658 84200 SH SHARED 01 84200
MOTOROLA,INC. COMMON STOCK 620076109 15314 104000 SH SHARED 01 104000
MUELLER INDUSTRIES INC COMMON STOCK 624756102 2817 77700 SH SHARED 01 77700
NL INDUSTRIES COMMON STOCK 629156407 1279 84900 SH SHARED 01 84900
NABISCO GROUP HOLDINGS COMMON STOCK 62952P102 260 24500 SH SHARED 01 24500
NACCO INDUSTRIES INC COMMON STOCK 629579103 867 15600 SH SHARED 01 15600
NATIONAL CITY CORP COMMON STOCK 635405103 2347 99100 SH SHARED 01 99100
NATIONAL DISCOUNT BROKERS COMMON STOCK 635646102 923 35000 SH SHARED 01 35000
NATIONAL SEMICONDTR COMMON STOCK 637640103 531 12400 SH SHARED 01 12400
NATIONAL SVC INDUSTRIES COMMON STOCK 637657107 94 3200 SH SHARED 01 3200
NATIONAL STEEL CORP - B COMMON STOCK 637844309 466 62700 SH SHARED 01 62700
NAVISTAR INTERNATIONAL COMMON STOCK 63934E108 243 5120 SH SHARED 01 5120
NETWORK EQUIP TECH COMMON STOCK 641208103 928 78600 SH SHARED 01 78600
NETWORK APPLIANCE INC. COMMON STOCK 64120L104 1063 12800 SH SHARED 01 12800
NEW CENTURY ENERGIES COMMON STOCK 64352U103 264 8700 SH SHARED 01 8700
NEW ENGLAND BUSINESS SERV COMMON STOCK 643872104 826 33800 SH SHARED 01 33800
NEW JERSEY RESOURCES CORP COMMON STOCK 646025106 1340 34300 SH SHARED 01 34300
NEW YORK TIMES CO COMMON STOCK 650111107 1543 31400 SH SHARED 01 31400
NEWELL RUBBERMAID INC. COMMON STOCK 651229106 1374 47380 SH SHARED 01 47380
NEWFIELD EXPLORATION CO. COMMON STOCK 651290108 2036 76100 SH SHARED 01 76100
NEWMONT MINING CORP COMMON STOCK 651639106 309 12615 SH SHARED 01 12615
NEWPORT NEWS SHIPBUILDING COMMON STOCK 652228107 1507 54800 SH SHARED 01 54800
NEXTEL COMMUNICATIONS COMMON STOCK 65332V103 5352 51900 SH SHARED 01 51900
NIAGRA MOHAWK HOLDINGS COMMON STOCK 653520106 197 14100 SH SHARED 01 14100
NICOR, INC. COMMON STOCK 654086107 120 3700 SH SHARED 01 3700
NIKE, INC., CLASS B COMMON STOCK 654106103 1031 20800 SH SHARED 01 20800
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99 CENTS ONLY STORES COMMON STOCK 65440K106 1033 27000 SH SHARED 01 27000
NORDSTROM INC COMMON STOCK 655664100 280 10700 SH SHARED 01 10700
NORFOLK SOUTHERN CORP COMMON STOCK 655844108 1207 58900 SH SHARED 01 58900
NORTEK, INC. COMMON STOCK 656559101 778 27800 SH SHARED 01 27800
NORTEL NETWORKS CORP. COMMON STOCK 656569100 21149 209400 SH SHARED 01 209400
NORTHERN STATES POWER CO COMMON STOCK 665772109 911 46700 SH SHARED 01 46700
NORTHERN TRUST CORP COMMON STOCK 665859104 2210 41700 SH SHARED 01 41700
NORTHROP GRUMMAN CORP COMMON STOCK 666807102 281 5200 SH SHARED 01 5200
NORTHWESTERN CORP. COMMON STOCK 668074107 722 32800 SH SHARED 01 32800
NOVA CORP/GEORGIA COMMON STOCK 669784100 1578 50000 SH SHARED 01 50000
NOVELL INC. COMMON STOCK 670006105 1014 25400 SH SHARED 01 25400
NUCOR CORP COMMON STOCK 670346105 954 17400 SH SHARED 01 17400
OEA, INC. COMMON STOCK 670826106 268 55000 SH SHARED 01 55000
OM GROUP INC COMMON STOCK 670872100 1629 47300 SH SHARED 01 47300
OAK INDUSTRIES, INC. COMMON STOCK 671400505 5306 50000 SH SHARED 01 50000
OCCIDENTAL PETROLEUM COMMON STOCK 674599105 569 26300 SH SHARED 01 26300
OCEANEERING INTERNATIONAL COMMON STOCK 675232102 741 49600 SH SHARED 01 49600
OCULAR SCIENCES INC COMMON STOCK 675744106 1242 65800 SH SHARED 01 65800
OFFICE DEPOT COMMON STOCK 676220106 310 28300 SH SHARED 01 28300
OLD KENT FINANCIAL CORP COMMON STOCK 679833103 318 9000 SH SHARED 01 9000
OMNICOM GROUP COMMON STOCK 681919106 1630 16300 SH SHARED 01 16300
ONEIDA, LTD. COMMON STOCK 682505102 946 43500 SH SHARED 01 43500
ONEOK INC. COMMON STOCK 682680103 60 2400 SH SHARED 01 2400
ORACLE CORPORATION COMMON STOCK 68389X105 27064 241512 SH SHARED 01 241512
ORTHODONTIC CENTERS COMMON STOCK 68750P103 1409 118000 SH SHARED 01 118000
OVERSEAS SHIPHOLDING GRP COMMON STOCK 690368105 1152 77800 SH SHARED 01 77800
OWENS & MINOR, INC. COMMON STOCK 690732102 924 103400 SH SHARED 01 103400
OWENS CORNING COMMON STOCK 69073F103 79 4100 SH SHARED 01 4100
OWENS-ILLINOIS COMMON STOCK 690768403 296 11800 SH SHARED 01 11800
PECO ENERGY CORP COMMON STOCK 693304107 1404 40400 SH SHARED 01 40400
PG & E CORP COMMON STOCK 69331C108 582 28400 SH SHARED 01 28400
PE CORP. BIOSYSTEMS COMMON STOCK 69332S102 1167 9700 SH SHARED 01 9700
PMC - SIERRA INC. COMMON STOCK 69344F106 8016 50000 SH SHARED 01 50000
PNC BANK CORP. COMMON STOCK 693475105 2318 52100 SH SHARED 01 52100
P P & L RESOURCES COMMON STOCK 693499105 272 11900 SH SHARED 01 11900
PPG INDUSTRIES INC COMMON STOCK 693506107 2603 41600 SH SHARED 01 41600
PRI AUTOMATION COMMON STOCK 69357H106 3732 55600 SH SHARED 01 55600
PACCAR INCORPORATED COMMON STOCK 693718108 268 6050 SH SHARED 01 6050
PACIFIC GATEWAY EXCHANGE COMMON STOCK 694327107 1024 60000 SH SHARED 01 60000
PACTIV CORP. COMMON STOCK 695257105 136 12800 SH SHARED 01 12800
PAINE WEBBER GROUP INC. COMMON STOCK 695629105 427 11000 SH SHARED 01 11000
PALL CORP COMMON STOCK 696429307 203 9399 SH SHARED 01 9399
PARAMETRIC TECHNOLOGY COMMON STOCK 699173100 539 19926 SH SHARED 01 19926
PARK ELECTROCHEMICAL CORP COMMON STOCK 700416209 797 30000 SH SHARED 01 30000
PARKER-HANNIFIN CORP COMMON STOCK 701094104 422 8225 SH SHARED 01 8225
PAXAR CORP. COMMON STOCK 704227107 705 83566 SH SHARED 01 83566
PAYCHEX COMMON STOCK 704326107 900 22500 SH SHARED 01 22500
PEGASYSTEMS INC COMMON STOCK 705573103 959 85200 SH SHARED 01 85200
PENN TREATY AMER CORP COMMON STOCK 707874103 299 19000 SH SHARED 01 19000
PENNEY J.C., INC. COMMON STOCK 708160106 817 41000 SH SHARED 01 41000
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PEOPLES ENERGY CORP COMMON STOCK 711030106 90 2700 SH SHARED 01 2700
PEOPLESOFT COMMON STOCK 712713106 388 18200 SH SHARED 01 18200
PEP BOYS COMMON STOCK 713278109 38 4200 SH SHARED 01 4200
PEPSICO INCORPORATED COMMON STOCK 713448108 8756 248400 SH SHARED 01 248400
PEREGRINE SYSTEMS, INC. COMMON STOCK 71366Q101 4209 50000 SH SHARED 01 50000
PERKIN/ELMER INC. COMMON STOCK 714046109 6191 148500 SH SHARED 01 148500
PHARMACIA & UPJOHN, INC. COMMON STOCK 716941109 3583 79630 SH SHARED 01 79630
PFIZER COMMON STOCK 717081103 21480 662200 SH SHARED 01 662200
PHELPS DODGE CORP COMMON STOCK 717265102 625 9314 SH SHARED 01 9314
PHILADELPHIA CONS COMMON STOCK 717528103 435 30000 SH SHARED 01 30000
PHILIP MORRIS, INC. COMMON STOCK 718154107 10870 468800 SH SHARED 01 468800
PHILLIPS PETROLEUM CO COMMON STOCK 718507106 2181 46400 SH SHARED 01 46400
PHILLIPS VAN HEUSEN COMMON STOCK 718592108 416 50000 SH SHARED 01 50000
PHOENIX INVESTMENT COMMON STOCK 719085102 1056 130000 SH SHARED 01 130000
PHOTRONICS INC. COMMON STOCK 719405102 2004 70000 SH SHARED 01 70000
PINNACLE WEST CAPITAL COMMON STOCK 723484101 196 6400 SH SHARED 01 6400
PIONEER STANDARD ELECTRON COMMON STOCK 723877106 722 50000 SH SHARED 01 50000
PITNEY BOWES INC. COMMON STOCK 724479100 2672 55300 SH SHARED 01 55300
PITTSTON BURLNG COMMON STOCK 725701882 626 58900 SH SHARED 01 58900
PLACER DOME INC COMMON STOCK 725906101 264 24600 SH SHARED 01 24600
PLANTRONICS INC COMMON STOCK 727493108 3578 50000 SH SHARED 01 50000
PLAYTEX PRODUCTS, INC. COMMON STOCK 72813P100 1614 105000 SH SHARED 01 105000
PLEXUS CORP COMMON STOCK 729132100 2200 50000 SH SHARED 01 50000
POLARIS INDUSTRIES INC COMMON STOCK 731068102 1994 55000 SH SHARED 01 55000
POLAROID CORP COMMON STOCK 731095105 62 3289 SH SHARED 01 3289
POLYMER GROUP COMMON STOCK 731745105 1367 74900 SH SHARED 01 74900
POTLATCH CORP COMMON STOCK 737628107 98 2200 SH SHARED 01 2200
PREMIER BANCSHARES INC COMMON STOCK 739909109 1064 78100 SH SHARED 01 78100
PRAXAIR INC COMMON STOCK 74005P104 599 11900 SH SHARED 01 11900
PREPAID LEGAL SERVICES COMMON STOCK 740065107 960 40000 SH SHARED 01 40000
PREMIERE TECHNOLOGIES COMMON STOCK 74058F102 875 125000 SH SHARED 01 125000
PRICE (T. ROWE) ASSOC COMMON STOCK 741477103 336 9100 SH SHARED 01 9100
PRIMARK CORP. COMMON STOCK 741903108 1947 70000 SH SHARED 01 70000
PRIME HOSPITALITY CORP. COMMON STOCK 741917108 881 100000 SH SHARED 01 100000
PRINTRONIX INC COMMON STOCK 742578107 701 30800 SH SHARED 01 30800
PRIORITY HEALTHCARE CORP. COMMON STOCK 74264T102 915 31627 SH SHARED 01 31627
PROCTER & GAMBLE CO. COMMON STOCK 742718109 24443 223100 SH SHARED 01 223100
PROGRESS SOFTWARE COMMON STOCK 743312100 1986 35000 SH SHARED 01 35000
PROGRESSIVE CORP COMMON STOCK 743315103 402 5500 SH SHARED 01 5500
PROJECT SOFTWARE COMMON STOCK 74339P101 4063 73200 SH SHARED 01 73200
PROVINCE HEALTHCARE CO COMMON STOCK 743977100 200 10500 SH SHARED 01 10500
PROVIDIAN FINANCIAL COMMON STOCK 74406A102 1197 13150 SH SHARED 01 13150
PROXIM, INC. COMMON STOCK 744284100 2299 20900 SH SHARED 01 20900
PSINET COMMON STOCK 74437C101 6175 100000 SH SHARED 01 100000
PUBLIC SERVICE CO. OF NOR COMMON STOCK 744516105 1257 38900 SH SHARED 01 38900
PUBLIC SERVICE ENT COMMON STOCK 744573106 1803 51800 SH SHARED 01 51800
PULTE CORP COMMON STOCK 745867101 875 38900 SH SHARED 01 38900
QLOGIC COMMON STOCK 747277101 3997 25000 SH SHARED 01 25000
QUAKER OATS CO COMMON STOCK 747402105 1995 30400 SH SHARED 01 30400
QUALCOMM, INC. COMMON STOCK 747525103 14664 83200 SH SHARED 01 83200
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QUANEX CORP COMMON STOCK 747620102 813 31900 SH SHARED 01 31900
QUEST DIAGNOSTICS INC. COMMON STOCK 74834L100 3056 100000 SH SHARED 01 100000
QUINTILES TRANS CORP. COMMON STOCK 748767100 163 8700 SH SHARED 01 8700
RLI CORP. COMMON STOCK 749607107 564 16600 SH SHARED 01 16600
RPC ENERGY SERVICES, INC. COMMON STOCK 749660106 286 49700 SH SHARED 01 49700
RSA SECURITY INC. COMMON STOCK 749719100 6588 85000 SH SHARED 01 85000
RADISYS CORP. COMMON STOCK 750459109 2203 43200 SH SHARED 01 43200
RAINBOW TECH. INC. COMMON STOCK 750862104 930 40000 SH SHARED 01 40000
RALCORP HOLDINGS INC COMMON STOCK 751028101 1659 83200 SH SHARED 01 83200
RALSTON-RALSTON PURINA COMMON STOCK 751277302 1573 56440 SH SHARED 01 56440
RAYTHEON CO-CLASS B COMMON STOCK 755111408 675 25400 SH SHARED 01 25400
REEBOK INTERNATIONAL LTD COMMON STOCK 758110100 652 79600 SH SHARED 01 79600
REGIONS FINANCIAL CORP COMMON STOCK 758940100 425 16900 SH SHARED 01 16900
RELIANCE STEEL & ALUMINUM COMMON STOCK 759509102 879 37500 SH SHARED 01 37500
RELIANT ENERGY INC. COMMON STOCK 75952J108 1573 68744 SH SHARED 01 68744
REPUBLIC BANCORP COMMON STOCK 760282103 1536 126500 SH SHARED 01 126500
REPUBLIC SECURITY FINL COMMON STOCK 760758102 930 130000 SH SHARED 01 130000
RESPIRONICS INC. COMMON STOCK 761230101 508 63800 SH SHARED 01 63800
REYNOLDS METALS CO COMMON STOCK 761763101 973 12700 SH SHARED 01 12700
RITE AID CORP COMMON STOCK 767754104 85 7600 SH SHARED 01 7600
ROCKWELL COMMON STOCK 773903109 1963 41000 SH SHARED 01 41000
ROHM & HAAS CO. COMMON STOCK 775371107 654 16077 SH SHARED 01 16077
ROLLINS TRUCK LEASING COR COMMON STOCK 775741101 1751 146650 SH SHARED 01 146650
ROPER INDUSTRIES, INC COMMON STOCK 776696106 3725 98500 SH SHARED 01 98500
ROSLYN BANCORP INC COMMON STOCK 778162107 2294 124000 SH SHARED 01 124000
ROWAN COS. INC. COMMON STOCK 779382100 143 6600 SH SHARED 01 6600
ROYAL DUTCH PETRO-NY SHRS COMMON STOCK 780257804 20887 345600 SH SHARED 01 345600
RUBY TUESDAY, INC. COMMON STOCK 781182100 1235 67900 SH SHARED 01 67900
RUDDICK CORP. COMMON STOCK 781258108 1240 80000 SH SHARED 01 80000
RUSS BERRIE & CO., INC. COMMON STOCK 782233100 958 36500 SH SHARED 01 36500
RUSSELL CORP. COMMON STOCK 782352108 49 2900 SH SHARED 01 2900
RYDER SYSTEMS INC COMMON STOCK 783549108 130 5300 SH SHARED 01 5300
RYLAND GROUP, INC. COMMON STOCK 783764103 503 21800 SH SHARED 01 21800
SBC COMM INC COMMON STOCK 78387G103 28260 579696 SH SHARED 01 579696
SCPIE HOLDINGS INC COMMON STOCK 78402P104 1301 40500 SH SHARED 01 40500
SLM HOLDING CORP. COMMON STOCK 78442A109 630 14900 SH SHARED 01 14900
S&P 500 DEPOSITARY COMMON STOCK 78462F103 561 3820 SH SHARED 01 3820
S1 CORPORATION COMMON STOCK 78463B101 3125 40000 SH SHARED 01 40000
SAFECO CORP COMMON STOCK 786429100 540 21700 SH SHARED 01 21700
SAFEWAY INC COMMON STOCK 786514208 3165 89000 SH SHARED 01 9000
ST JUDE MED, INC. COMMON STOCK 790849103 196 6400 SH SHARED 01 6400
ST PAUL COMPANIES COMMON STOCK 792860108 554 16434 SH SHARED 01 16434
SANDISK CORP. COMMON STOCK 80004C101 2888 30000 SH SHARED 01 30000
SANTA FE SNYDER CORP. COMMON STOCK 80218K105 800 100000 SH SHARED 01 100000
SARA LEE, CORP. COMMON STOCK 803111103 3669 166300 SH SHARED 01 166300
SCHERING PLOUGH COMMON STOCK 806605101 10631 252000 SH SHARED 01 252000
SCHLUMBERGER LTD. COMMON STOCK 806857108 4967 88300 SH SHARED 01 88300
SCHWAB (CHARLES) CORP. COMMON STOCK 808513105 2899 75550 SH SHARED 01 75550
SCIENTIFIC-ATLANTA INC COMMON STOCK 808655104 312 5600 SH SHARED 01 5600
THE SCOTTS CO. COMMON STOCK 810186106 1606 39900 SH SHARED 01 39900
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SEAGATE TECH INC. COMMON STOCK 811804103 1965 42200 SH SHARED 01 42200
SEAGRAMS LTD ADR COMMON STOCK 811850106 3285 73100 SH SHARED 01 73100
SEACOR HOLDINGS INC COMMON STOCK 811904101 1527 29500 SH SHARED 01 29500
SEALED AIR CORP. COMMON STOCK 81211K100 327 6316 SH SHARED 01 6316
SEARS ROEBUCK COMMON STOCK 812387108 1731 56875 SH SHARED 01 56875
SEITEL INC COMMON STOCK 816074306 369 54600 SH SHARED 01 54600
SEMPRA ENERGY COMMON STOCK 816851109 315 18125 SH SHARED 01 18125
SERVICE CORP INT'L COMMON STOCK 817565104 142 20500 SH SHARED 01 20500
SHARED MEDICAL SYSTEMS COMMON STOCK 819486101 107 2100 SH SHARED 01 2100
SHERWIN-WILLIAMS CO COMMON STOCK 824348106 269 12800 SH SHARED 01 12800
SHOPKO STORES, INC. COMMON STOCK 824911101 1334 58000 SH SHARED 01 58000
SIERRA HEALTH SERVICES, I COMMON STOCK 826322109 577 86250 SH SHARED 01 86250
SIGMA-ALDRICH CORP. COMMON STOCK 826552101 779 25900 SH SHARED 01 25900
SIGCORP INC COMMON STOCK 826912107 919 40400 SH SHARED 01 40400
SILICON GRAPHICS COMMON STOCK 827056102 140 14300 SH SHARED 01 14300
SILICON VALLEY BANKSHARES COMMON STOCK 827064106 3589 72500 SH SHARED 01 72500
SMITH (A.O.) CORP. COMMON STOCK 831865209 984 45000 SH SHARED 01 45000
SNAP-ON INC COMMON STOCK 833034101 426 16050 SH SHARED 01 16050
SOLA INTERNATIONAL, INC. COMMON STOCK 834092108 1089 78500 SH SHARED 01 78500
SOLECTRON CORP. COMMON STOCK 834182107 3482 36600 SH SHARED 01 36600
SOUTHERN COMPANY COMMON STOCK 842587107 2858 121600 SH SHARED 01 121600
SOUTHTRUST CORP. COMMON STOCK 844730101 476 12600 SH SHARED 01 12600
SOUTHWEST AIRLINES COMMON STOCK 844741108 1393 86037 SH SHARED 01 86037
SOUTHWEST GAS CORP. COMMON STOCK 844895102 1150 50000 SH SHARED 01 50000
SOUTHWEST SECURITIES GRP COMMON STOCK 845224104 1043 38093 SH SHARED 01 38093
SOUTHWESTERN ENERGY CO. COMMON STOCK 845467109 390 59500 SH SHARED 01 59500
SPARTECH CORP. COMMON STOCK 847220209 1345 41700 SH SHARED 01 41700
SPEEDFAM-IPEC INC. COMMON STOCK 847705100 970 75000 SH SHARED 01 75000
SPRINGS INDUSTRIES INC COMMON STOCK 851783100 495 12400 SH SHARED 01 12400
SPRINT CORP COMMON STOCK 852061100 9706 144200 SH SHARED 01 144200
SPRINT CORP PCS COMMON STOCK 852061506 3895 38000 SH SHARED 01 38000
STANCORP FINANCIAL COMMON STOCK 852891100 1133 45000 SH SHARED 01 45000
STANDARD PACIFIC CORP. COMMON STOCK 85375C101 655 59500 SH SHARED 01 59500
STANDARD REGISTER CO COMMON STOCK 853887107 804 41500 SH SHARED 01 41500
STANLEY WORKS COMMON STOCK 854616109 208 6900 SH SHARED 01 6900
STAPLES, INC. COMMON STOCK 855030102 1685 81200 SH SHARED 01 81200
STATE STREET CORP. COMMON STOCK 857477103 1819 24900 SH SHARED 01 24900
STATEN ISLAND BNCP COMMON STOCK 857550107 1170 65000 SH SHARED 01 65000
STATION CASINOS INC. COMMON STOCK 857689103 1257 56000 SH SHARED 01 56000
STERIS CORP COMMON STOCK 859152100 1031 100000 SH SHARED 01 100000
STERLING BANCORP COMMON STOCK 859158107 425 26565 SH SHARED 01 26565
STONE ENERGY CORP COMMON STOCK 861642106 1140 32000 SH SHARED 01 32000
STRIDE RITE COMMON STOCK 863314100 749 115200 SH SHARED 01 115200
SUMMIT BANCORP COMMON STOCK 866005101 395 12900 SH SHARED 01 12900
SUN MICROSYSTEMS COMMON STOCK 866810104 20165 260400 SH SHARED 01 260400
SUNOCO INC. COMMON STOCK 86764P109 162 6874 SH SHARED 01 6874
SUNRISE MEDICAL INC COMMON STOCK 867910101 385 62200 SH SHARED 01 62200
SUNTRUST BANKS INC COMMON STOCK 867914103 3867 56200 SH SHARED 01 56200
SUPERIOR INDUSTRIES COMMON STOCK 868168105 617 23000 SH SHARED 01 23000
SUPERIOR TELECOM INC. COMMON STOCK 868365107 772 50000 SH SHARED 01 50000
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SUPERVALU INC COMMON STOCK 868536103 1038 51900 SH SHARED 01 51900
SWIFT ENERGY CO COMMON STOCK 870738101 378 32836 SH SHARED 01 32836
SYBASE COMMON STOCK 871130100 2550 150000 SH SHARED 01 150000
SYKES ENTERPRISES, INC. COMMON STOCK 871237103 2633 60000 SH SHARED 01 60000
SYNOVUS COMMON STOCK 87161C105 407 20500 SH SHARED 01 20500
SYSCO CORP. COMMON STOCK 871829107 1143 28900 SH SHARED 01 28900
SYSTEMAX INC. COMMON STOCK 871851101 451 53000 SH SHARED 01 53000
SYSTEMS & COMPUTER TECH COMMON STOCK 871873105 1219 75000 SH SHARED 01 75000
TJX COMPANIES INC COMMON STOCK 872540109 607 29700 SH SHARED 01 29700
TNP ENTERPRISES, INC COMMON STOCK 872594106 961 23300 SH SHARED 01 23300
TRW INC COMMON STOCK 872649108 473 9100 SH SHARED 01 9100
TALBOTS COMMON STOCK 874161102 1785 40000 SH SHARED 01 40000
TANDY CORP COMMON STOCK 875382103 878 17856 SH SHARED 01 17856
TECH-SYM COMMON STOCK 878308105 460 22300 SH SHARED 01 22300
TECHNITROL INC. COMMON STOCK 878555101 2047 46000 SH SHARED 01 46000
TEKTRONIX INC. COMMON STOCK 879131100 5528 142200 SH SHARED 01 142200
TELIGENT, INC. COMMON STOCK 87959Y103 926 15000 SH SHARED 01 15000
TELLABS, INC. COMMON STOCK 879664100 3941 61400 SH SHARED 01 61400
TEMPLE INLAND, INC. COMMON STOCK 879868107 277 4200 SH SHARED 01 4200
TENET HEALTHCARE CORP COMMON STOCK 88033G100 552 23500 SH SHARED 01 23500
TERADYNE INC. COMMON STOCK 880770102 851 12900 SH SHARED 01 12900
TERAYON COMMUNICATION SYS COMMON STOCK 880775101 2198 35000 SH SHARED 01 35000
TEREX CORP. COMMON STOCK 880779103 971 35000 SH SHARED 01 35000
TESORO PETROLEUM CORP. COMMON STOCK 881609101 661 57200 SH SHARED 01 57200
TEXACO, INC. COMMON STOCK 881694103 4280 78800 SH SHARED 01 78800
TEXAS INSTRUMENTS COMMON STOCK 882508104 13378 139200 SH SHARED 01 139200
TEXAS REGIONAL BANCSHARES COMMON STOCK 882673106 1357 46800 SH SHARED 01 46800
TEXAS UTILITIES COMMON STOCK 882848104 1962 55170 SH SHARED 01 55170
TEXTRON INC COMMON COMMON STOCK 883203101 2109 27500 SH SHARED 01 27500
THERMO ELECTRON CORP. COMMON STOCK 883556102 179 11900 SH SHARED 01 11900
THOMAS & BETTS CORP COMMON STOCK 884315102 580 18200 SH SHARED 01 18200
3 COM CORP. COMMON STOCK 885535104 1246 26500 SH SHARED 01 26500
TIMBERLAND CO., CLASS A COMMON STOCK 887100105 2115 40000 SH SHARED 01 40000
TIME WARNER INC COMMON STOCK 887315109 15764 217620 SH SHARED 01 217620
TIMES MIRROR CO COMMON STOCK 887364107 295 4400 SH SHARED 01 4400
TIMKEN CO COMMON STOCK 887389104 96 4700 SH SHARED 01 4700
TITAN CORP. COMMON STOCK 888266103 3534 75000 SH SHARED 01 75000
TOLL BROTHERS INC COMMON STOCK 889478103 993 53300 SH SHARED 01 53300
TORCHMARK CORP COMMON STOCK 891027104 808 27800 SH SHARED 01 27800
TORO CO. COMMON STOCK 891092108 1313 35200 SH SHARED 01 35200
TOSCO CORP COMMON STOCK 891490302 313 11500 SH SHARED 01 11500
TOWER AUTOMOTIVE INC COMMON STOCK 891707101 1544 100000 SH SHARED 01 100000
TOYS R US COMMON STOCK 892335100 268 18750 SH SHARED 01 18750
TRANS. SYSTEM ARCHITECTS COMMON STOCK 893416107 1120 40000 SH SHARED 01 40000
TRIANGLE BCP COMMON STOCK 895835106 1494 77100 SH SHARED 01 77100
TRIAD GUARANTY INC COMMON STOCK 895925105 1083 47600 SH SHARED 01 47600
TRIARC COS., INC. COMMON STOCK 895927101 919 50000 SH SHARED 01 50000
TRICON GLOBAL RESTAURANTS COMMON STOCK 895953107 448 11610 SH SHARED 01 11610
TRIBUNE CO. COMMON STOCK 896047107 2230 40500 SH SHARED 01 40500
TRUE NORTH COMMUNICATIONS COMMON STOCK 897844106 1788 40000 SH SHARED 01 40000
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TUPPERWARE CORP COMMON STOCK 899896104 76 4500 SH SHARED 01 4500
TYCO INTERNATIONAL COMMON STOCK 902124106 11290 290420 SH SHARED 01 290420
UGI CORP COMMON STOCK 902681105 1018 49800 SH SHARED 01 49800
UST CORP COMMON STOCK 902900109 3874 122000 SH SHARED 01 122000
USX-MARATHON GROUP COMMON STOCK 902905827 1380 55900 SH SHARED 01 55900
UST, INC. COMMON STOCK 902911106 975 38700 SH SHARED 01 38700
US BANCORP COMMON STOCK 902973106 2954 124062 SH SHARED 01 124062
USX- U S STEEL GRP INC COMMON STOCK 90337T101 635 19240 SH SHARED 01 19240
UNILEVER NV-W/I COMMON STOCK 904784709 5778 106135 SH SHARED 01 106135
UNICOM CORP COMMON STOCK 904911104 549 16400 SH SHARED 01 16400
UNION CARBIDE CORP COMMON STOCK 905581104 1302 19500 SH SHARED 01 19500
UNION PAC CORP COMMON STOCK 907818108 1941 44500 SH SHARED 01 44500
UNION PACIFIC RESOURCES COMMON STOCK 907834105 243 19023 SH SHARED 01 19023
UNION PLANTERS COMMON STOCK 908068109 426 10800 SH SHARED 01 10800
UNISOURCE ENERGY CORP. COMMON STOCK 909205106 619 55320 SH SHARED 01 55320
UNISYS COMMON STOCK 909214108 894 28000 SH SHARED 01 28000
UNITED HEALTHCARE COMMON STOCK 910581107 680 12800 SH SHARED 01 12800
UTD ILLUMINATION COMMON STOCK 910637107 1392 27100 SH SHARED 01 27100
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U S HOME CORP COMMON STOCK 911920106 468 18300 SH SHARED 01 18300
US WEST INC. NEW COMMON STOCK 91273H101 6333 87960 SH SHARED 01 87960
UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 5415 83300 SH SHARED 01 83300
UNITED WATER RESOURCES, I COMMON STOCK 913190104 2448 71600 SH SHARED 01 71600
UNOCAL COMMON STOCK 915289102 1594 47500 SH SHARED 01 47500
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VIACOM CLASS B COMMON STOCK 925524308 6588 109000 SH SHARED 01 109000
VIATEL INC COMMON STOCK COMMON STOCK 925529208 1877 35000 SH SHARED 01 35000
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VISUAL NETWORKS INC COMMON STOCK 928444108 4755 60000 SH SHARED 01 60000
VISX INC COMMON STOCK 92844S105 5175 100000 SH SHARED 01 100000
VOICESTREAM WIRELESS CORP COMMON STOCK 928615103 8539 60000 SH SHARED 01 60000
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WEBB (DEL E.) CORP COMMON STOCK 947423109 1147 46000 SH SHARED 01 46000
WELLMAN COMMON STOCK 949702104 931 50000 SH SHARED 01 50000
WELLPOINT HLTH NETWORKS COMMON STOCK 94973H108 336 5100 SH SHARED 01 5100
WELLS FARGO COMPANY COMMON STOCK 949746101 11250 278200 SH SHARED 01 278200
WENDY'S INTERNATIONAL COMMON STOCK 950590109 192 9300 SH SHARED 01 9300
WEST PHARMACEUTICAL COMMON STOCK 955306105 1640 53000 SH SHARED 01 53000
WESTCORP COMMON STOCK 957907108 580 40000 SH SHARED 01 40000
WESTERN DIGITAL CORP. COMMON STOCK 958102105 1047 250000 SH SHARED 01 250000
WESTERN WIRELESS CORP COMMON STOCK 95988E204 5340 80000 SH SHARED 01 80000
WESTINGHOUSE AIR BRAKE CO COMMON STOCK 960386100 884 49800 SH SHARED 01 49800
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WIND RIVER SYSTEMS, INC. COMMON STOCK 973149107 3308 90000 SH SHARED 01 90000
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WRIGLEY JR CO. COMMON STOCK 982526105 838 10100 SH SHARED 01 10100
XILINX INC. COMMON STOCK 983919101 1346 29600 SH SHARED 01 29600
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XTRA CORP COMMON STOCK 984138107 1385 32500 SH SHARED 01 32500
YAHOO INC. COMMON STOCK 984332106 17892 41350 SH SHARED 01 41350
YANKEE ENERGY SYSTEM, INC COMMON STOCK 984779108 1072 24400 SH SHARED 01 24400
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GLOBAL CROSSING LTD COMMON STOCK G3921A100 5638 112755 SH SHARED 01 112755
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