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Previous: INTERPUBLIC GROUP OF COMPANIES INC, 10-Q, EX-27, 2000-11-14 |
Next: WINMILL & CO INC, 10-Q, 2000-11-14 |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2000
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: Investment Research Company
Address: 16236 San Dieguito Road #2-20
P.O. Box 9210
Rancho Santa Fe, CA 92067
13F File Number:
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: Bob Zimmer
Title: Investment Analyst
Phone: 858-759-3764
Signature, Place, and Date of Signing:
Bob Zimmer Rancho Santa Fe, CA 30-Sept-00
Report Type (Check only one.):
[ X ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
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: 0
Form 13F Information Table Entry Total: 715
Form 13F Information Table Value Total: $1,965,746
<PAGE>
Form 13F INFORMATION TABLE
<TABLE>
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
A T & T COM 001957109 17901 609382 SH SOLE 609382
AC Nielsen COM 004833109 350 14700 SH SOLE 14700
ADC Telecom COM 000886101 6133 228074 SH SOLE 228074
AES Corp. COM 00130H105 219 3200 SH SOLE 3200
AFLAC Inc. COM 001055102 9843 153650 SH SOLE 153650
AK Steel Holding Corp. COM 001547108 100 10700 SH SOLE 10700
AMR Corp. COM 001765106 6748 206450 SH SOLE 206450
AVX Corp. COM 002444107 652 25000 SH SOLE 25000
Abbott Labs COM 002824100 2987 62800 SH SOLE 62800
Abgenix Inc. COM 00339B107 2659 32900 SH SOLE 23700 9200
Adac Laboratories COM 005313200 219 10500 SH SOLE 10500
Adaptec COM 00651F108 202 10100 SH SOLE 10100
Adobe Sys Inc. COM 00724F101 9851 63450 SH SOLE 63450
Adolph Coors COM 217016104 2616 41400 SH SOLE 36500 4900
Advanced Micro Devices COM 007903107 4309 182400 SH SOLE 182400
Aetna Life & Casualty COM 008117103 1701 29300 SH SOLE 29300
Affiliated Managers Group. COM 008252108 273 4800 SH SOLE 4800
Agco Corp. COM 001084102 292 24600 SH SOLE 18000 6600
Agilent Technologies Inc. COM 00846U101 3971 81135 SH SOLE 81135
AgriBrands Intl. COM 00849R105 201 4600 SH SOLE 1200 3400
Air Products & Chemicals COM 009158106 457 12700 SH SOLE 12700
Alcan Aluminum COM 013716105 1620 56000 SH SOLE 56000
Alcoa Inc. COM 013817101 1275 50370 SH SOLE 50370
Alfa Corp. COM 015385107 251 14400 SH SOLE 5600 8800
Alkermes Inc. COM 01642T108 803 20800 SH SOLE 14900 5900
Allegheny Power Sys. COM 017361106 634 16600 SH SOLE 16600
Allergan Inc. COM 018490102 1482 17550 SH SOLE 17550
Alliance Semiconductor Corp. COM 01877H100 254 12800 SH SOLE 3400 9400
Alliant Energy Corp. COM 018802108 549 18700 SH SOLE 16500 2200
Allied Waste COM 019589308 403 43850 SH SOLE 43850
Allstate COM 020002101 2717 78200 SH SOLE 78200
Alltel Corp. COM 020039103 2192 42000 SH SOLE 42000
Alteon Websystems Inc. COM 02145A109 228 2100 SH SOLE 1100 1000
Altera Corp. COM 021441100 468 9800 SH SOLE 9800
Alza Corp. COM 022615108 934 10800 SH SOLE 10800
Ambac Financial Group COM 023139108 798 10900 SH SOLE 10900
Amerada Hess COM 023551104 4950 73950 SH SOLE 73950
Amerco COM 023586100 256 13100 SH SOLE 4300 8800
Ameren Corporation COM 023608102 1426 34050 SH SOLE 34050
America Online COM 02364J104 16450 306050 SH SOLE 306050
America West Holdings COM 023657208 225 18500 SH SOLE 1700 16800
American Axle & Manufacturing COM 024061103 145 13500 SH SOLE 5100 8400
American Elec. Pwr. COM 025537101 1010 25820 SH SOLE 25820
American Express COM 025816109 15977 263000 SH SOLE 263000
American Financial Group COM 025932104 1125 48500 SH SOLE 38600 9900
American Home Products COM 026609107 8937 158000 SH SOLE 158000
American Intl. Group COM 026874107 32353 338112 SH SOLE 338112
American Power COM 029066107 290 15100 SH SOLE 15100
American Standard COM 029712106 1853 41700 SH SOLE 41000 700
Amerus Group Co. COM 03072M108 368 14300 SH SOLE 4900 9400
Amgen Inc. COM 031162100 21332 305500 SH SOLE 305500
Anadarko Petroleum COM 032511107 5018 75503 SH SOLE 75503
Analog Devices COM 032654105 7868 95300 SH SOLE 95300
Andrx Corp. - Andrx Group COM 034553107 383 4100 SH SOLE 4100
Anheuser - Busch COM 035229103 6757 159700 SH SOLE 159700
Apache Corp. COM 037411105 3080 52100 SH SOLE 52100
Apple Computer COM 037833100 2261 87800 SH SOLE 87800
Applied Materials COM 038222105 5617 94694 SH SOLE 94694
Applied Micro Circuits COM 03822W109 1222 5900 SH SOLE 5900
Aprica Healthcare COM 037933108 272 19500 SH SOLE 14800 4700
Archer - Daniels Midland COM 039483102 400 46382 SH SOLE 46382
Argosy Gaming Company COM 040228108 355 19600 SH SOLE 5100 14500
Ariad Pharmaceuticals Inc. COM 04033A100 330 26300 SH SOLE 7600 18700
Ariba Inc. COM 04033V104 587 4100 SH SOLE 4100
Arrow Electronics COM 042735100 463 13600 SH SOLE 13600
Art Technology Group Inc. COM 04289L107 398 4200 SH SOLE 2300 1900
Arvinmeritor Inc. COM 043353101 423 28800 SH SOLE 24675 4125
Ashland Inc. COM 044204105 2938 87200 SH SOLE 77300 9900
Aspect Comm. Corp. COM 04523Q102 674 32700 SH SOLE 26300 6400
Associated Banc Corp. COM 045487105 466 17770 SH SOLE 17770
Associates First Capital Corp. COM 046008108 365 9601 SH SOLE 9601
Astoria Financial Corp. COM 046265104 379 9800 SH SOLE 9800
Atlanta Gas COM 001204106 425 21200 SH SOLE 15200 6000
Atmel Corp. COM 049513104 1165 76700 SH SOLE 76700
Aurora Biosciences Corp. COM 051920106 211 3100 SH SOLE 1600 1500
AutoZone COM 053332102 1272 56050 SH SOLE 53750 2300
Automatic Data Proc. COM 053015103 813 12150 SH SOLE 12150
Avant Corp. COM 053487104 248 13600 SH SOLE 4900 8700
Avis Rent a Car Inc. COM 053790101 311 10500 SH SOLE 2600 7900
BJ Services COM 055482103 1987 32500 SH SOLE 32500
BJ's Wholesale COM 05548J106 935 27400 SH SOLE 27400
Baker Hughes COM 057224107 1990 53600 SH SOLE 53600
Ball Corp. COM 058498106 3993 126000 SH SOLE 122600 3400
Banc One Corp. COM 06423A103 838 21700 SH SOLE 21700
Bandag Inc. COM 059815100 352 9800 SH SOLE 8700 1100
Bank New York COM 064057102 6027 107500 SH SOLE 107500
Bank of America Corp. COM 060505104 20219 386047 SH SOLE 386047
Banta Corp. COM 066821109 300 12300 SH SOLE 12300
Bard (C.R.), Inc. COM 067383109 363 8600 SH SOLE 8600
Barra Inc. COM 068313105 329 5300 SH SOLE 2100 3200
Barrick Gold Corp. COM 067901108 718 47100 SH SOLE 47100
Bausch & Lomb COM 071707103 580 14900 SH SOLE 14900
Baxter Int COM 071813109 2726 34150 SH SOLE 34150
Bea Systems Inc. COM 073325102 2959 38000 SH SOLE 38000
Bear Stearns Cos. COM 073902108 1244 19751 SH SOLE 19751
Beckman Instrument COM 075811109 1118 14500 SH SOLE 12100 2400
Becton, Dickinson COM 075887109 238 9000 SH SOLE 9000
BellSouth COM 079860102 8440 209700 SH SOLE 209700
Belo A H Corp. COM 080555105 352 19100 SH SOLE 4900 14200
Best Buy COM 086516101 5449 85650 SH SOLE 85650
BestFoods COM 08658U101 6158 84650 SH SOLE 84650
Bethlehem Steel COM 087509105 347 115600 SH SOLE 115600
Bisys Group COM 055472104 263 3400 SH SOLE 3400
Black & Decker COM 091797100 838 24500 SH SOLE 24500
Blockbuster COM 093679108 290 32900 SH SOLE 14500 18400
Boeing Company COM 097023105 6152 97650 SH SOLE 97650
Boise Cascade COM 097383103 4279 161100 SH SOLE 152500 8600
Borders Group COM 099709107 690 49500 SH SOLE 30600 18900
Borg-Warner Automotive COM 099724106 669 20200 SH SOLE 14300 5900
Boyd Gaming COM 103304101 131 26600 SH SOLE 26600
Briggs & Stratton COM 109043109 526 13900 SH SOLE 13900
Brightpoint Inc. COM 109473108 82 16200 SH SOLE 2200 14000
Brinker Intl COM 109641100 847 28100 SH SOLE 19600 8500
Bristol - Myers COM 110122108 3228 56500 SH SOLE 56500
Broadcom Corp. Cl A COM 111320107 6484 26600 SH SOLE 26600
Broadwing, Inc. COM 111620100 953 37300 SH SOLE 37300
Brocade Communications Systems COM 111621108 2100 8900 SH SOLE 8900
Brunswick Corp. COM 117043109 4461 244450 SH SOLE 233450 11000
Buffets Inc. COM 119882108 547 39800 SH SOLE 32700 7100
Burlington Coat Factory COM 121579106 147 10300 SH SOLE 7800 2500
Burlington Northern Santa Fe COM 12189T104 2527 117200 SH SOLE 117200
C.I.T. Group Inc. COM 125577106 1832 104700 SH SOLE 104700
CDW Computer COM 125129106 511 7400 SH SOLE 7400
CMS Energy COM 125896100 778 28900 SH SOLE 28900
CNA Surety Corp. COM 12612L108 202 17600 SH SOLE 6400 11200
CNF Transportation COM 12612W104 550 24700 SH SOLE 24700
CP&L Energy COM 12614C106 388 9300 SH SOLE 9300
CSG Systems Intl Inc. COM 126349109 342 11800 SH SOLE 10500 1300
Cabletron Sys COM 126920107 405 13800 SH SOLE 13800
Cadence Design COM 127387108 632 24600 SH SOLE 24600
Calpine Corp. COM 131347106 2192 21000 SH SOLE 21000
Capital One Financial COM 14040H105 361 5150 SH SOLE 5150
Cardinal Health COM 14149Y108 3007 34101 SH SOLE 34101
Caterpillar Inc. COM 149123101 540 16000 SH SOLE 16000
Celeritek Inc. COM 150926103 253 6700 SH SOLE 2200 4500
Celgene Corp. COM 151020104 1136 19100 SH SOLE 12500 6600
Cell Genesys Inc. COM 150921104 402 13400 SH SOLE 4700 8700
Cell Therapeutics Inc. COM 150934107 433 6500 SH SOLE 700 5800
Centex Construction Products COM 15231R109 325 13100 SH SOLE 4300 8800
Centex Corp. COM 152312104 7845 244200 SH SOLE 234400 9800
Charter Communications Inc. Cl COM 16117M107 1607 98800 SH SOLE 73900 24900
Charter One Financial COM 160903100 230 9450 SH SOLE 9450
Chase Manhattan COM 16161A108 16983 367700 SH SOLE 367700
Checkfree Corp. COM 162813109 369 8800 SH SOLE 7400 1400
Chevron Corp. COM 166751107 1598 18750 SH SOLE 18750
Chiron Corp. COM 170040109 1183 26300 SH SOLE 26300
Chris Craft COM 170520100 268 3248 SH SOLE 3248
Chubb Corp. COM 171232101 1317 16650 SH SOLE 16650
Church & Dwight COM 171340102 288 15700 SH SOLE 15700
Ciena Corp. COM 171779101 491 4000 SH SOLE 4000
Cigna Corp. COM 125509109 793 7600 SH SOLE 7600
Circuit City Stores COM 172737108 373 16200 SH SOLE 16200
Cirrus Logic Inc. COM 172755100 657 16300 SH SOLE 4900 11400
Cisco Systems COM 17275R102 57012 1031900 SH SOLE 1031900
Citigroup COM 172967101 37120 686615 SH SOLE 686615
City National Corp. COM 178566105 521 13500 SH SOLE 6200 7300
Clear Channel COM 184502102 1090 19292 SH SOLE 19292
Clorox Co. COM 189054109 229 5800 SH SOLE 5800
Coca Cola Co. COM 191216100 5614 101850 SH SOLE 101850
Colgate - Palmolive COM 194162103 3559 75400 SH SOLE 75400
Colonial Propery Trust COM 195872106 205 8000 SH SOLE 1600 6400
Columbia Energy Group COM 197648108 742 10450 SH SOLE 10450
Comcast Special Cl - A COM 200300200 12678 309700 SH SOLE 309700
Comdisco Inc. COM 200336105 2496 130950 SH SOLE 114850 16100
Comerica Inc. COM 200340107 748 12800 SH SOLE 12800
Commerce Group Inc. COM 200641108 231 8000 SH SOLE 2800 5200
Commerce One Inc. COM 200693109 394 5020 SH SOLE 4060 960
Compaq Computer COM 204493100 1332 48300 SH SOLE 48300
Computer Assoc COM 204912109 676 26850 SH SOLE 26850
Computer Science Corp. COM 205363104 2614 35200 SH SOLE 35200
Comverse Technology COM 205862402 3618 33500 SH SOLE 33500
Conagra Foods Inc. COM 205887102 277 13828 SH SOLE 10000 3828
Concord EFS COM 206197105 643 18100 SH SOLE 18100
Conectiv Inc. COM 206829103 213 11900 SH SOLE 11900
Consolidated Stores COM 210149100 243 18000 SH SOLE 2600 15400
Constellation Brands Inc. Cl. COM 21036P108 353 6500 SH SOLE 700 5800
Continental Airlines - B COM 210795308 391 8600 SH SOLE 2900 5700
Convergys Corp. COM 212485106 3969 102100 SH SOLE 102100
Cooper Inds. COM 216669101 1533 43500 SH SOLE 34600 8900
Corning Inc. COM 219350105 24947 83996 SH SOLE 83996
Countrywide Credit COM 222372104 7754 205400 SH SOLE 189400 16000
Covad Communications Group COM 222814204 140 10450 SH SOLE 5350 5100
Crane Company COM 224399105 231 10100 SH SOLE 10100
Crestline Capital Corp. COM 226153104 245 12200 SH SOLE 3800 8400
Cross Timbers Oil Co. COM 227573102 383 19950 SH SOLE 4500 15450
Crown Cork & Seal COM 228255105 1001 93700 SH SOLE 93700
Cummins Engine COM 231021106 2533 84600 SH SOLE 84600
Curagen Corp. COM 23126R101 272 5100 SH SOLE 900 4200
Cypress Semiconductor COM 232806109 669 16100 SH SOLE 16100
Cytec Industries COM 232820100 341 10200 SH SOLE 10200
DPL Inc. COM 233293109 506 17000 SH SOLE 15600 1400
DST Systems COM 233326107 341 2900 SH SOLE 2900
Danaher Corp. COM 235851102 915 18400 SH SOLE 18400
Darden Restaurants Inc. COM 237194105 913 43850 SH SOLE 27450 16400
Dean Foods Co. COM 242361103 1393 41900 SH SOLE 33700 8200
Dell Computer Corp. COM 247025109 4553 147750 SH SOLE 147750
Delta Air Lines COM 247361108 4000 90150 SH SOLE 90150
Detroit Edison COM 233331107 3406 89050 SH SOLE 89050
Digital Lightwave Inc. COM 253855100 283 3900 SH SOLE 2000 1900
Dillard Dept. Stores COM 254067101 816 76800 SH SOLE 57500 19300
Ditech Communications Corp. COM 25500M103 225 5500 SH SOLE 2500 3000
Dollar Thrifty COM 256743105 346 17500 SH SOLE 6600 10900
Dollar Tree Stores COM 256747106 359 8850 SH SOLE 8850
Dominion Resources COM 25746U109 1852 31900 SH SOLE 31900
Donnelley (R.R.) & Sons COM 257867101 808 32900 SH SOLE 32900
Dover Corp. COM 260003108 3295 70200 SH SOLE 70200
Dow Chemical COM 260543103 4237 169900 SH SOLE 169900
Dow Jones & Co. COM 260561105 448 7400 SH SOLE 7400
Du Pont COM 263534109 1268 30600 SH SOLE 30600
Duke Power COM 264399106 806 9400 SH SOLE 9400
Dynegy COM 26816Q101 2462 43200 SH SOLE 43200
E M C Corp. COM 268648102 34426 347300 SH SOLE 347300
E* Trade Group COM 269246104 579 35200 SH SOLE 35200
EOG Resources Inc. COM 26875P101 2504 64400 SH SOLE 51600 12800
Eastman Chemical Co. COM 277432100 3297 89250 SH SOLE 78450 10800
Eastman Kodak COM 277461109 5876 143750 SH SOLE 143750
Eaton Corp. COM 278058102 1725 28000 SH SOLE 28000
Edison International COM 281020107 604 31300 SH SOLE 31300
Edwards A G Inc. COM 281760108 2022 38650 SH SOLE 28350 10300
Edwards Lifesciences COM 28176E108 419 19200 SH SOLE 19200
El Paso Electric Company COM 283677854 197 14300 SH SOLE 6700 7600
Elantec Semiconductors Inc. COM 284155108 538 5400 SH SOLE 1700 3700
Electronic Data Systems COM 285661104 1195 28800 SH SOLE 28800
Emerson Electric COM 291011104 3966 59200 SH SOLE 59200
Energizer Holdings Inc. COM 29266R108 2251 91866 SH SOLE 82966 8900
Engelhard Corp. COM 292845104 374 23000 SH SOLE 23000
Enron Oil & Gas COM 293561106 1849 21100 SH SOLE 21100
Ensco International COM 26874Q100 3289 86000 SH SOLE 86000
Entergy Corp. COM 29364G103 2909 78100 SH SOLE 78100
Equitable resources Inc. COM 294549100 387 6100 SH SOLE 1400 4700
Ethyl Corp. COM 297659104 20 13900 SH SOLE 13900
Exar Corp. COM 300645108 278 2300 SH SOLE 2300
Exelon Corp. COM 30161N101 1348 22250 SH SOLE 22250
Exodus Communications COM 302088109 395 8000 SH SOLE 8000
Extended Systems Inc. COM 301973103 220 4100 SH SOLE 1300 2800
Exxon Mobil Corp. COM 30231g102 34572 387906 SH SOLE 387906
FMC Corp. COM 302491303 7602 113350 SH SOLE 109250 4100
Family Dollar Stores COM 307000109 668 34700 SH SOLE 14400 20300
Fannie Mae COM 313586109 21243 297100 SH SOLE 297100
FedEx Corp. COM 31428X106 1492 33650 SH SOLE 33650
Federal Home Loan COM 313400301 611 11300 SH SOLE 11300
Federated Department Stores COM 31410H101 1874 71750 SH SOLE 71750
Federated Investors Inc. Class COM 314211103 200 8100 SH SOLE 8100
FiServe COM 337738108 533 8900 SH SOLE 8900
Fidelity National Financial COM 316326107 342 13825 SH SOLE 700 13125
Fifth Third Bancorp COM 316773100 858 15923 SH SOLE 15923
First Data Corp. COM 319963104 6930 177400 SH SOLE 177400
First Energy Corp. COM 337932107 1975 73300 SH SOLE 73300
First Health Group Corp. COM 320960107 210 6500 SH SOLE 6500
First Union Corp. COM 337358105 1545 48000 SH SOLE 48000
First Virginia Banks COM 337477103 488 11450 SH SOLE 9350 2100
Fleet Boston Financial Corp. COM 339030108 10297 264038 SH SOLE 264038
Fleming Co. Inc. COM 339130106 260 19900 SH SOLE 4500 15400
Fluor Corp. COM 343861100 408 13600 SH SOLE 6500 7100
Ford Motor Company COM 345370860 13640 538854 SH SOLE 538854
Forest Labs Inc. COM 345838106 1720 15000 SH SOLE 15000
Forrester Research Inc. COM 346563109 268 4200 SH SOLE 300 3900
Fortune Brands COM 349631101 567 21400 SH SOLE 21400
Foundation Health Systems-Clas COM 350404109 2095 126000 SH SOLE 112300 13700
Freeport-McMoran Copper ClB COM 35671D857 330 37400 SH SOLE 37400
GTech Holdings COM 400518106 262 15800 SH SOLE 12000 3800
Galileo International COM 363547100 560 36100 SH SOLE 36100
Gap (The) COM 364760108 548 27250 SH SOLE 27250
Gateway Inc. COM 367626108 552 11800 SH SOLE 11800
Gatx Corp. COM 361448103 3132 74800 SH SOLE 66900 7900
General Dynamics COM 369550108 2186 34800 SH SOLE 34800
General Electric COM 369604103 70771 1226800 SH SOLE 1226800
General Mills COM 370334104 525 14800 SH SOLE 14800
General Motors COM 370442105 12757 196254 SH SOLE 196254
General Motors Class H COM 370442832 1321 35532 SH SOLE 35532
Genome Therapeutics Corp. COM 372430108 255 12400 SH SOLE 4600 7800
Genzyme Corp. COM 372917104 2141 31400 SH SOLE 31400
Georgia - Pacific COM 373298108 3060 130200 SH SOLE 130200
Georgia Gulf Corp. COM 373200203 476 41600 SH SOLE 24000 17600
Georgia Pacific Timber COM 373298702 575 21400 SH SOLE 11200 10200
Getty Images Inc. COM 374276103 204 6700 SH SOLE 1000 5700
Gillette Corp. COM 375766102 1199 38850 SH SOLE 38850
Glenayre Technologies Inc. COM 377899109 225 20700 SH SOLE 5800 14900
Global Crossing LTD COM G3921A100 439 14150 SH SOLE 14150
Global Marine COM 379352404 312 10100 SH SOLE 10100
Globespan Inc. COM 379571102 1122 9200 SH SOLE 9200
Golden State Bancorp COM 381197102 371 15700 SH SOLE 15700
Golden West Fin'l. COM 381317106 700 13050 SH SOLE 13050
Grace (W.R.) & Co. COM 38388F108 573 83400 SH SOLE 83400
Great A & P COM 390064103 930 84050 SH SOLE 84050
Grey Global Group Inc. COM 39787M108 310 500 SH SOLE 100 400
Guidant Corp. COM 401698105 2121 30000 SH SOLE 30000
HCA - The Healthcare Company COM 404119109 670 18050 SH SOLE 18050
Halliburton Co. COM 406216101 3039 62100 SH SOLE 62100
Handleman Co COM 410252100 207 16700 SH SOLE 2000 14700
Harley Davidson Inc. COM 412822108 709 14800 SH SOLE 14800
Harman International COM 413086109 250 6400 SH SOLE 2600 3800
Harrah's COM 413619107 3425 124550 SH SOLE 124550
Harsco Corp. COM 415864107 302 13700 SH SOLE 9900 3800
Hartford Financial Svcs Grp COM 416515104 2031 27850 SH SOLE 27850
Hasbro Inc. COM 418056107 884 77300 SH SOLE 77300
Hawaiian Electric COM 419870100 439 12600 SH SOLE 12600
Healthsouth Rehabilitaion COM 421924101 214 26400 SH SOLE 26400
Heller Financial Inc. COM 423328103 1551 54300 SH SOLE 44400 9900
Helmerich & Payne COM 423452101 1160 32100 SH SOLE 32100
Hewlett - Packard COM 428236103 12954 133550 SH SOLE 133550
Hexcel Corp. COM 428291108 175 13100 SH SOLE 6300 6800
Hibernia Corp. COM 428656102 310 25300 SH SOLE 13900 11400
Highwoods Properties Inc. COM 431284108 357 15100 SH SOLE 6300 8800
Home Depot COM 437076102 12178 229506 SH SOLE 229506
Honeywell International COM 438516106 832 23350 SH SOLE 23350
Hormel Foods COM 440452100 499 29900 SH SOLE 29900
Household Intl. COM 441815107 11113 196250 SH SOLE 196250
Human Genome Sciences Inc. COM 444903108 519 3000 SH SOLE 3000
Humana Inc. COM 444859102 215 20000 SH SOLE 20000
I2 Technologies COM 465754109 1921 10270 SH SOLE 10270
IBP Inc. COM 449223106 1516 82800 SH SOLE 82800
IDEC Pharmaceuticals COM 449370105 1052 6000 SH SOLE 5100 900
IVAX Corp. COM 465823102 2696 58600 SH SOLE 58600
Idaho Power COM 451107106 356 7700 SH SOLE 7700
Ikon Office Solutions COM 451713101 151 38300 SH SOLE 38300
Illinois Tool Works COM 452308109 217 3885 SH SOLE 3885
Imation Corp. COM 45245A107 317 17000 SH SOLE 11500 5500
Immunex COM 452528102 744 17100 SH SOLE 17100
In Focus Systems Inc. COM 45665B106 456 8600 SH SOLE 2300 6300
Inco, Ltd. COM 453258402 716 44400 SH SOLE 44400
Incyte Genomic COM 45337C102 576 14000 SH SOLE 10600 3400
Indymac Bancorp Inc. COM 456607100 385 18700 SH SOLE 3600 15100
Informix COM 456779107 61 14700 SH SOLE 14700
Ingersoll - Rand COM 456866102 332 9800 SH SOLE 9800
Ingram Micro COM 457153104 335 24400 SH SOLE 24400
Innkeepers USA Trust COM 4576J0104 136 13300 SH SOLE 13300
Integrated Device Tech. COM 458118106 2181 24100 SH SOLE 24100
Intel Corp. COM 458140100 33075 795800 SH SOLE 795800
International Business Machine COM 459200101 29661 263650 SH SOLE 263650
International Game Tech. COM 459902102 356 10600 SH SOLE 10600
Interpublic Group COM 460690100 364 10700 SH SOLE 10700
Intersil Holding Corp. COM 46069S109 259 5200 SH SOLE 1700 3500
Intertan Inc. COM 461120107 258 17850 SH SOLE 2400 15450
Interwoven Inc. COM 46114T102 656 5800 SH SOLE 1700 4100
Intl. Paper COM 460146103 367 12785 SH SOLE 12785
Intl. Rectifier Corp. COM 460254105 349 6900 SH SOLE 1000 5900
Intranet Solutions Inc. COM 460939309 470 9400 SH SOLE 3100 6300
Intuit Inc. COM 461202103 1094 19200 SH SOLE 19200
Isle of Capri Casinos COM 464592104 166 10700 SH SOLE 5800 4900
J.P. Morgan & Co. COM 616880100 11689 71550 SH SOLE 71550
JDS Uniphase Corp. COM 46612J101 8444 89180 SH SOLE 89180
Jabil Circuit Inc. COM 466313103 1294 22800 SH SOLE 22800
Jack in the Box, Inc. COM 466367109 255 11900 SH SOLE 1200 10700
John Hancock Fin Services COM 41014S106 1188 44200 SH SOLE 44200
Johns Manville COM 478129109 301 26600 SH SOLE 11400 15200
Johnson & Johnson COM 478160104 22107 235337 SH SOLE 235337
Jones Apparel Group COM 480074103 298 11252 SH SOLE 11252
Juniper Networks Inc. COM 48203R104 1445 6600 SH SOLE 6600
K Mart COM 482584109 1636 272600 SH SOLE 272600
KLA-Tencor COM 482480100 589 14300 SH SOLE 14300
Kaman Corp. Cl A COM 483548103 175 13900 SH SOLE 13900
Kansas City Power & Light COM 485134100 1086 40700 SH SOLE 40700
Kansas City Southern COM 485170302 592 68200 SH SOLE 68200
Kaufman & Broad Home COM 486168107 2480 92050 SH SOLE 92050
Keithley Instruments Inc. COM 487584104 308 4400 SH SOLE 1500 2900
Kellwood Co. COM 488044108 254 13900 SH SOLE 4200 9700
Kelly Services COM 488152208 586 24800 SH SOLE 19000 5800
Kemet Corp. COM 488360108 1345 48700 SH SOLE 40100 8600
Kennametal Inc. COM 489170100 801 31100 SH SOLE 21200 9900
Kerr - McGee COM 492386107 5621 84850 SH SOLE 84850
Key Energy Services Inc. COM 492914106 245 25000 SH SOLE 25000
KeyCorp. COM 493267108 408 16100 SH SOLE 16100
Keyspan Energy COM 49337K106 1838 45800 SH SOLE 45800
Keystone Fin. Inc. COM 493482103 326 15000 SH SOLE 3700 11300
Kimberly - Clark COM 494368103 597 10700 SH SOLE 10700
Kinder Morgan Inc. COM 49455P101 1179 28800 SH SOLE 28800
Knight - Ridder News COM 499040103 358 7050 SH SOLE 7050
Kopin Corp. COM 500600101 194 10800 SH SOLE 3800 7000
Kroger Co. COM 501044101 633 28050 SH SOLE 28050
LNR Property Corp. COM 501940100 350 15800 SH SOLE 5100 10700
LSI Logic Corp. COM 502161102 816 27900 SH SOLE 27900
LTX Corp. COM 502392103 411 21700 SH SOLE 14800 6900
Laboratory Crp of Amer Holding COM 50540R409 351 2930 SH SOLE 200 2730
Lafarge Corp. COM 505862102 1048 48200 SH SOLE 38200 10000
Lehman Brothers COM 524908100 11576 78350 SH SOLE 78350
Lennar Corp. COM 526057104 246 8284 SH SOLE 6584 1700
Lennox International Inc. COM 526107107 164 17500 SH SOLE 7800 9700
Leucadia National Corp. COM 527288104 337 12600 SH SOLE 2800 9800
Liberty Financial COM 530512102 313 13300 SH SOLE 3600 9700
Lilly (Eli) & Co. COM 532457108 8632 106400 SH SOLE 106400
Lincare Holdings COM 532791100 218 7600 SH SOLE 7600
Lincoln Electric Holdings COM 533900106 210 15800 SH SOLE 5500 10300
Lockheed Martin COM 539830109 204 6200 SH SOLE 6200
Loew's Corp. COM 540424108 759 9100 SH SOLE 9100
Longs Drug Stores COM 543162101 298 15600 SH SOLE 15600
Louisiana Pacific COM 546347105 260 28300 SH SOLE 28300
Lowe's Cos. COM 548661107 2284 50900 SH SOLE 50900
Lubrizol Corp. COM 549271104 555 28200 SH SOLE 28200
Lucent Technology COM 549463107 6186 202398 SH SOLE 202398
Lyondell Chemical Co. COM 552078107 799 67600 SH SOLE 54300 13300
MBIA Inc. COM 55262C100 789 11100 SH SOLE 11100
MBNA Corp. COM 55262L100 239 6200 SH SOLE 6200
MGIC Investment Corp. COM 552848103 1803 29500 SH SOLE 29500
MRV Communications Inc. COM 553477100 231 5100 SH SOLE 2600 2500
Macerich Company COM 554382101 253 11900 SH SOLE 3700 8200
Macromedia Inc. COM 556100105 719 8900 SH SOLE 7100 1800
Macrovision Corp. COM 555904101 227 2800 SH SOLE 2800
Mallinckrodt Group COM 561232109 5466 119800 SH SOLE 113900 5900
Mandalay Resort Group COM 172909103 351 13700 SH SOLE 13700
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Manpower Inc. COM 56418H100 632 19800 SH SOLE 12900 6900
Manugistics Grounp Inc. COM 565011103 265 2700 SH SOLE 500 2200
Marsh & McLennan COM 571748102 2210 16650 SH SOLE 16650
Marshall & Ilsley Corp. COM 571834100 541 10800 SH SOLE 10800
Mascotech Inc. COM 574670105 245 14800 SH SOLE 7500 7300
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McCormick & Co. COM 579780206 619 20800 SH SOLE 20800
McDonald's Corp. COM 580135101 1201 39800 SH SOLE 39800
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Medarex Inc. COM 583916101 598 5100 SH SOLE 1900 3200
Medimmune Inc. COM 584699102 4650 60200 SH SOLE 60200
Medtronic, Inc. COM 585055106 1984 38300 SH SOLE 38300
Mellon Financial Corp. COM 58551A108 617 13300 SH SOLE 13300
Mercantile Bankshares COM 587405101 873 24050 SH SOLE 24050
Merck & Co. COM 589331107 24992 335750 SH SOLE 335750
Mercury Interactive COM 589405109 2853 18200 SH SOLE 18200
Meredith Corp. COM 589433101 410 13900 SH SOLE 13900
Meristar Hospitality Corp. COM 58984Y103 379 18700 SH SOLE 6100 12600
Merrill Lynch COM 590188108 5379 81500 SH SOLE 81500
Metro-Goldwyn-Mayer Inc. COM 591610100 418 17400 SH SOLE 17400
Michael Foods COM 594079105 255 10900 SH SOLE 2800 8100
Micrel Inc. COM 594793101 322 4800 SH SOLE 4800
Micromuse Inc. COM 595094103 723 3600 SH SOLE 2100 1500
Micron Technology COM 595112103 10341 224800 SH SOLE 224800
Microsemi Corp. COM 595137100 290 7600 SH SOLE 1900 5700
Microsoft COM 594918104 37291 618300 SH SOLE 618300
Millennium Chemicals Inc. COM 599903101 153 10300 SH SOLE 10300
Millennium Pharmaceuticals COM 599902103 3126 21400 SH SOLE 21400
Miller Herman COM 600544100 221 6900 SH SOLE 6900
Millipore Corp. COM 601073109 504 10400 SH SOLE 10400
Minimed Inc. COM 60365K108 286 3200 SH SOLE 2000 1200
Minn. Min. & Mfg. COM 604059105 1709 18750 SH SOLE 18750
Mohawk Industries COM 608190104 242 11100 SH SOLE 4900 6200
Molex Inc. COM 608554101 640 11762 SH SOLE 11762
Montana Power COM 612085100 564 16900 SH SOLE 16900
Mony Group Inc. COM 615337102 355 8900 SH SOLE 3700 5200
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Motorola Inc. COM 620076109 1996 70662 SH SOLE 70662
Murphy Oil Corp. COM 626717102 1977 30500 SH SOLE 25100 5400
Musicland Stores COM 62758B109 103 14600 SH SOLE 14600
NCR Corp. COM 62886E108 1490 39400 SH SOLE 39400
NStar COM 67019E107 221 5500 SH SOLE 5500
NVR Inc. COM 62944T105 478 5900 SH SOLE 1800 4100
Nabisco Group Holdings COM 62952P102 6222 218300 SH SOLE 218300
Nabisco Holdings Corp. Cl A COM 629526104 1139 21200 SH SOLE 21200
Nanometrics Inc. COM 630077105 390 7300 SH SOLE 2700 4600
Nat'l Semiconductor COM 637640103 386 9600 SH SOLE 9600
National City Corp. COM 635405103 369 16700 SH SOLE 16700
National Fuel Gas COM 636180101 566 10100 SH SOLE 6200 3900
National Service Ind. COM 637657107 1070 54700 SH SOLE 54700
Nationwide Financial Serv - A COM 638612101 299 8000 SH SOLE 8000
Natural Microsystems Corp. COM 638882100 247 4600 SH SOLE 4600
Navistar Intl COM 63934E108 596 19900 SH SOLE 12100 7800
Network Appliance Inc. COM 64120L104 11897 93400 SH SOLE 93400
Network Associates COM 640938106 554 24500 SH SOLE 19600 4900
New Focus Inc. COM 644383101 213 2700 SH SOLE 900 1800
Nextel Communications COM 65332V103 6269 134100 SH SOLE 134100
Noble Affiliates COM 654894104 1682 45300 SH SOLE 45300
Noble Drilling Corp. COM 655042109 734 14600 SH SOLE 14600
Nortel Networks Ltd. COM 656568102 24460 410660 SH SOLE 410660
Northeast Utilities COM 664397106 215 9900 SH SOLE 6600 3300
Northern Trust COM 665859104 4630 52100 SH SOLE 52100
Northrop Grumman Corp. COM 666807102 8360 92000 SH SOLE 92000
Northwest Air - A COM 667280101 292 11900 SH SOLE 3700 8200
Nucor Corp. COM 670346105 2886 95800 SH SOLE 95800
Nvidia Corp. COM 67066G104 344 4200 SH SOLE 4200
Nyfix Inc. COM 670712108 309 6900 SH SOLE 2000 4900
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Oak Technology Inc. COM 671802106 266 9700 SH SOLE 9700
Occidental Petroleum COM 674599105 3631 166450 SH SOLE 166450
Ocean Energy Inc. COM 67481E106 219 14200 SH SOLE 14200
Old Republic International COM 680223104 1603 66600 SH SOLE 49900 16700
Omnicom Group COM 681919106 5474 75050 SH SOLE 75050
Oracle Systems COM 68389X105 26342 334500 SH SOLE 334500
Owens & Minor COM 690732102 337 21400 SH SOLE 5800 15600
Owens Illinois COM 690768403 146 15800 SH SOLE 15800
Oxford Health Plans COM 691471106 2219 72200 SH SOLE 60300 11900
PACCAR Inc. COM 693718108 641 17300 SH SOLE 17300
PE Corp. COM 69332S102 5580 47900 SH SOLE 47900
PE Corp. Celera Genomics Grp COM 69332S201 1474 14800 SH SOLE 9100 5700
PMI Group COM 69344M101 2873 42400 SH SOLE 37400 5000
PNC Financial Services Group COM 693475105 8024 123450 SH SOLE 123450
PPL Corp. COM 69351T106 2267 54300 SH SOLE 54300
Pacific Century Financial COM 694058108 921 53800 SH SOLE 38800 15000
Pacificare Health Systems COM 695112102 1782 51200 SH SOLE 45900 5300
Palm Inc. COM 696642107 5934 112100 SH SOLE 112100
Panamsat COM 697933109 342 10700 SH SOLE 10700
Park Place Entertainment COM 700690100 203 13400 SH SOLE 13400
Parker - Hannifin COM 701094104 670 19850 SH SOLE 19850
Patterson Energy Inc. COM 703414102 402 11700 SH SOLE 2100 9600
Paychex Inc. COM 704326107 1660 31625 SH SOLE 31625
Pepsi Bottling Group Inc. COM 713409100 589 19600 SH SOLE 14800 4800
Pepsico Inc. COM 713448108 10718 233000 SH SOLE 233000
Petco Animal Supplies Inc. COM 716016100 290 13300 SH SOLE 2300 11000
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Pharmacia Corp. COM 71713U102 9590 159343 SH SOLE 159343
Philip Morris COM 718154107 16688 566900 SH SOLE 566900
Phillips Petroleum COM 718507106 4876 77700 SH SOLE 77700
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Pilgrims Pride Corp. Cl B COM 721467108 126 18300 SH SOLE 3500 14800
Pinnacle West Capital COM 723484101 1898 37300 SH SOLE 37300
Pioneer Natural COM 723787107 173 12200 SH SOLE 12200
Pitney - Bowes COM 724479100 292 7400 SH SOLE 7400
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Polycom Inc. COM 73172K104 991 14800 SH SOLE 8800 6000
Polyone Corp. COM 73179P106 120 16400 SH SOLE 14000 2400
Portal Software COM 736126103 256 6400 SH SOLE 6400
Potomac Electric Power COM 737679100 426 16900 SH SOLE 6600 10300
Power-One Inc. COM 739308104 920 15200 SH SOLE 7900 7300
Powerwave Technology COM 739363109 961 25300 SH SOLE 19600 5700
Praxair COM 74005P104 602 16100 SH SOLE 16100
Procter & Gamble COM 742718109 2693 40200 SH SOLE 40200
Protective Life Corp. COM 743674103 350 11700 SH SOLE 7600 4100
Protein Design Labs COM 74369L103 2145 17800 SH SOLE 13600 4200
Pub Serv Enterp Inc. COM 744573106 3162 70750 SH SOLE 70750
Public Service of New Mex COM 744499104 652 25200 SH SOLE 17400 7800
Puget Sound Power & Light COM 745332106 495 19500 SH SOLE 19500
Pulte Corp. COM 745867101 665 20150 SH SOLE 14250 5900
Puma Technology Inc. COM 745887109 323 15900 SH SOLE 6200 9700
QLogic Corp. COM 747277101 711 8081 SH SOLE 6790 1291
QWest Communications COM 749121109 13346 277682 SH SOLE 277682
Quaker Oats COM 747402105 1313 16600 SH SOLE 16600
Qualcomm COM 747525103 4727 66350 SH SOLE 66350
Quantum Corp.-DLT & Storage COM 747906204 166 11000 SH SOLE 11000
Quantum Corp.-Hard Disk Drive COM 747906303 722 72700 SH SOLE 64900 7800
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Quest Software COM 74834T103 230 3700 SH SOLE 3700
Questar Corp. COM 748356102 239 8600 SH SOLE 8600
Quintus Corp. COM 748798105 92 10800 SH SOLE 2100 8700
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RSA Security Inc. COM 749719100 276 6400 SH SOLE 1100 5300
Radian Group Inc. COM 750236101 790 11700 SH SOLE 7200 4500
Radio One Inc. COM 75040P108 91 11000 SH SOLE 11000
Radioshack Corp. COM 750438103 3367 52100 SH SOLE 52100
Ralston-Purina Group COM 751277302 5260 222050 SH SOLE 222050
Rare Medium Group Inc. COM 75382N109 138 18600 SH SOLE 17600 1000
Rational Software COM 75409P202 1762 25400 SH SOLE 25400
Raymond James Financial COM 754730109 517 15700 SH SOLE 5400 10300
Reader's Digest Assn. Cl A COM 755267101 357 10100 SH SOLE 10100
Redback Networks COM 757209101 361 2200 SH SOLE 2200
Reebok Intl. COM 758110100 1133 60200 SH SOLE 60200
Register.com COM 75914G101 162 17100 SH SOLE 17100
Reinsurance Group Amer. COM 759351109 312 9100 SH SOLE 9100
Reliant Energy Inc. COM 75952J108 7070 152050 SH SOLE 152050
Reynolds & Reynolds COM 761695105 1177 59200 SH SOLE 59200
Roadway COM 769742107 187 10400 SH SOLE 4000 6400
Robert Half COM 770323103 271 7800 SH SOLE 7800
Rockwell Intl. COM 773903109 3530 116700 SH SOLE 116700
Rollins Truck Leasing COM 775741101 165 26100 SH SOLE 5300 20800
Rowan Cos. COM 779382100 590 20350 SH SOLE 20350
Royal Dutch Petroleum COM 780257804 10792 180050 SH SOLE 180050
Ruddick Corp. COM 781258108 232 16700 SH SOLE 16700
Rural Cellular Corp. Cl A COM 781904107 259 3800 SH SOLE 500 3300
Ryder System COM 783549108 1252 67900 SH SOLE 54500 13400
Ryland Group COM 783764103 369 11900 SH SOLE 700 11200
SBA Communications Corp. COM 78388J106 331 7900 SH SOLE 2100 5800
SBC Communications COM 78387G103 30288 605768 SH SOLE 605768
SCI Systems COM 783890106 234 5700 SH SOLE 5700
SDL Inc. COM 784076101 1608 5200 SH SOLE 5200
SPX Corp. COM 784635104 397 2800 SH SOLE 2800
Safeway Inc. COM 786514208 4589 98300 SH SOLE 98300
Saks Holdings Inc. COM 79377W108 210 21300 SH SOLE 21300
Sanmina Corp. COM 800907107 1676 17900 SH SOLE 17900
Sapient Corp. COM 803062108 1082 26600 SH SOLE 26600
Satcon Technology Corp. COM 803893106 247 6900 SH SOLE 6900
Sawtek Corp. COM 805468105 516 13400 SH SOLE 9300 4100
Schering-Plough COM 806605101 2874 61800 SH SOLE 61800
Schlumberger Ltd. COM 806857108 9779 118800 SH SOLE 118800
Scholastic Corp. COM 807066105 446 5600 SH SOLE 5600
Schwab, Charles COM 808513105 1366 38475 SH SOLE 38475
Scientific-Atlanta COM 808655104 4861 76400 SH SOLE 76400
Scripps Co COM 811054204 254 4700 SH SOLE 500 4200
Seagate Technology COM 811804103 400 5800 SH SOLE 5800
Seagram Ltd. COM 811850106 2766 48150 SH SOLE 48150
Sears, Roebuck & Co. COM 812387108 8144 251200 SH SOLE 251200
Seitel Inc. COM 816074306 160 11100 SH SOLE 2300 8800
Sempra Energy COM 816851109 5072 243700 SH SOLE 214900 28800
Sensormatic Electronics COM 817265101 225 15000 SH SOLE 15000
Sepracor Inc. COM 817315104 1215 9900 SH SOLE 9900
Shaw Industries COM 820286102 1097 59300 SH SOLE 54200 5100
Sherwin-Williams COM 824348106 318 14900 SH SOLE 14900
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Sigma Aldrich COM 826552101 1482 44900 SH SOLE 44900
Silicon Storage Tech COM 827057100 582 21400 SH SOLE 12400 9000
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Siliconix Inc. COM 827079203 915 19400 SH SOLE 16200 3200
Smith International COM 832110100 261 3200 SH SOLE 3200
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Solutia Inc. COM 834376105 391 34400 SH SOLE 34400
Southdown Inc. COM 841297104 577 8100 SH SOLE 8100
Southern Co. COM 842587107 848 26150 SH SOLE 26150
Southwest Bancorp TX COM 84476R109 376 11500 SH SOLE 11500
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Sprint Corp. COM 852061100 4181 142650 SH SOLE 142650
Sprint Corp. (PCS Group) COM 852061506 3534 100800 SH SOLE 100800
St. Jude Medical COM 790849103 377 7400 SH SOLE 7400
St. Paul Cos. COM 792860108 932 18900 SH SOLE 18900
State Street Boston Corp. COM 857477103 5700 43850 SH SOLE 43850
Station Casinos COM 857689103 186 13050 SH SOLE 2250 10800
Steelcase Inc. - Cl A COM 858155203 380 22700 SH SOLE 22700
Stewart & Stevenson Srv COM 860342104 811 46500 SH SOLE 32500 14000
Stryker Corp. COM 863667101 1116 26000 SH SOLE 26000
Suiza Foods Corp. COM 865077101 1004 19800 SH SOLE 15000 4800
Sun Microsystems COM 866810104 35655 305400 SH SOLE 305400
SunTrust Banks COM 867914103 1024 20550 SH SOLE 20550
Sunoco Inc. COM 86764P109 493 18300 SH SOLE 5800 12500
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Sybase Inc. COM 871130100 1109 48200 SH SOLE 36800 11400
Sycamore Networks Inc. COM 871206108 216 2000 SH SOLE 2000
Symantec Corp. COM 871503108 1206 27400 SH SOLE 21500 5900
Symbol Technologies COM 871508107 251 6975 SH SOLE 6975
Sysco Corp. COM 871829107 1186 25600 SH SOLE 25600
TCF Financial Corp. COM 872275102 260 6900 SH SOLE 6900
TRW Inc. COM 872649108 4087 100600 SH SOLE 100600
TXU Corp. COM 873168108 2437 61500 SH SOLE 61500
Target Corp. COM 87612E106 1801 70300 SH SOLE 70300
Technitrol Inc. COM 878555101 252 2500 SH SOLE 2500
Tektronix, Inc. COM 879131100 1721 22400 SH SOLE 22400
Teleflex Inc. COM 879369106 254 7400 SH SOLE 2500 4900
Telephone & Data Sys COM 879433100 1151 10400 SH SOLE 10400
Tellabs Inc. COM 879664100 329 6900 SH SOLE 6900
Temple-Inland COM 879868107 2568 67800 SH SOLE 67800
Teradyne Inc. COM 880770102 2285 65300 SH SOLE 65300
Terayon Communication Sys COM 880775101 275 8100 SH SOLE 3600 4500
Texaco Inc. COM 881694103 735 14000 SH SOLE 14000
Texas Industries Inc. COM 882491103 325 10200 SH SOLE 3700 6500
Texas Instruments COM 882508104 4723 100100 SH SOLE 100100
Textron, Inc. COM 883203101 494 10700 SH SOLE 10700
ThreeCom Corp. COM 885535104 1000 52100 SH SOLE 52100
Tibco Software Inc. COM 88632Q103 253 3000 SH SOLE 3000
Tidewater Inc. COM 886423102 996 21900 SH SOLE 21900
Tiffany & Co. COM 886547108 1585 41100 SH SOLE 41100
Timberland Company Cl. A COM 887100105 303 7400 SH SOLE 2400 5000
Time Warner COM 887315109 12078 154350 SH SOLE 154350
Time Warner Telecom - Cl A COM 887319101 527 10900 SH SOLE 10900
Timken Co. COM 887389104 2365 172800 SH SOLE 172800
Titan Corp. COM 888266103 370 22400 SH SOLE 16100 6300
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Tosco Corp. COM 891490302 324 10400 SH SOLE 10400
Tower Automotive COM 891707101 161 17200 SH SOLE 3400 13800
Toys 'R' Us COM 892335100 8205 504900 SH SOLE 477400 27500
Trans World Entertainment COM 89336Q100 299 29900 SH SOLE 9700 20200
Transwitch Corp. COM 894065101 491 7700 SH SOLE 6600 1100
Tribune Corp. COM 896047107 330 7555 SH SOLE 7555
Trigon Healthcare COM 89618L100 704 13400 SH SOLE 7700 5700
Trinity Industries COM 896522109 486 20800 SH SOLE 8200 12600
Triquint Semiconductor COM 89674K103 867 23800 SH SOLE 16100 7700
Triumph Group Inc. COM 896818101 219 6100 SH SOLE 6100
Tupperware Corp. COM 899896104 4225 234700 SH SOLE 234700
Tyco International LTD COM 902124106 9322 179700 SH SOLE 179700
Tyson Foods COM 902494103 696 69600 SH SOLE 69600
UAL Corp. COM 902549500 991 23600 SH SOLE 16600 7000
UGI Corp. COM 902681105 216 8900 SH SOLE 5000 3900
US Bancorp COM 902973106 655 28800 SH SOLE 28800
USG Corp. COM 903293405 581 23200 SH SOLE 23200
USX-Marathon Oil COM 902905827 6403 225650 SH SOLE 225650
Ultramar Diamond Sharmrock COM 904000106 2053 80900 SH SOLE 71200 9700
Unicom Corp. COM 904911104 2492 44350 SH SOLE 44350
Unifi Inc. COM 904677101 165 16200 SH SOLE 16200
Unilever N.V. COM 904784709 1041 21567 SH SOLE 21567
Union Pacific COM 907818108 3685 94800 SH SOLE 94800
Unisource Energy Corp. COM 909205106 228 13900 SH SOLE 6600 7300
Unisys Corp. COM 909214108 215 19100 SH SOLE 19100
United Rentals COM 911363109 912 37800 SH SOLE 29100 8700
United Technologies COM 913017109 14615 211050 SH SOLE 211050
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Universal Corp. COM 913456109 934 31800 SH SOLE 24000 7800
Univision Communications - A COM 914906102 949 25400 SH SOLE 25400
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Valero Energy COM 91913Y100 662 18800 SH SOLE 18800
Verisign Inc. COM 92343E102 536 2645 SH SOLE 2645
Veritas Software COM 923436109 9021 63525 SH SOLE 63525
Verizon Communications COM 92343V104 19204 396480 SH SOLE 396480
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Viacom Inc. Class B COM 925524308 7556 129166 SH SOLE 129166
Viad Corp. COM 92552R109 2762 104000 SH SOLE 90900 13100
Vintage Petroleum Inc. COM 927460105 348 15300 SH SOLE 3700 11600
Vishay Intertechnology COM 928298108 2488 80912 SH SOLE 80912
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Vitesse Semiconductor COM 928497106 2028 22800 SH SOLE 22800
VoiceStream Wireless Corporati COM 928615103 278 2393 SH SOLE 2392 1
Wachovia Corp. COM 929771103 255 4500 SH SOLE 4500
Waddell & Reed COM 930059100 542 17500 SH SOLE 17500
Wal-Mart Stores COM 931142103 16324 339200 SH SOLE 339200
Walgreen COM 931422109 780 20550 SH SOLE 20550
Walt Disney Co. COM 254687106 12118 316800 SH SOLE 316800
Washington Mutual COM 939322103 1465 36800 SH SOLE 36800
Waters Corp. COM 941848103 2216 24900 SH SOLE 24900
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Wellman Inc. COM 949702104 163 11300 SH SOLE 11300
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Weyerhaeuser Corp. COM 962166104 864 21400 SH SOLE 21400
Whirlpool Corp. COM 963320106 4076 104850 SH SOLE 104850
Williams Cos. COM 969457100 946 22400 SH SOLE 22400
Wilmington Trust COM 971807102 847 15800 SH SOLE 15800
Woodward Governor Co. COM 980745103 245 5500 SH SOLE 3100 2400
Worldcom Inc. COM 98157D106 5341 175850 SH SOLE 175850
Xcel Energy Inc. COM 98389B100 210 7650 SH SOLE 7650
Xilinx Inc. COM 983919101 548 6400 SH SOLE 6400
Xtra Corp. COM 984138107 342 7700 SH SOLE 2500 5200
Yahoo Inc. COM 984332106 6002 65954 SH SOLE 65954
Yellow Freight Systems COM 985509108 259 17100 SH SOLE 2100 15000
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Zale Corporation COM 988858106 399 12300 SH SOLE 6200 6100
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