UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 1999
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: Teachers' Retirement System of the State of Kentucky
Address: 479 Versailles Road
Frankfort, Ky. 40601-3868
13F File Number: 28-1067
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: Stuart A. Reagan
Title: Investment Officer
Phone: 502-573-2057
Signature, Place, and Date of Signing:
Stuart A. Reagan Frankfort, Ky July 27, 1999
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.
FORM 13F SUMMARY PAGE
Report summary:
Number of other Included Managers: 6
Form 13F Information Table Entry Total: 1024
Form 13F Information Table Value Total: $6,921,515
List of Other Included Managers:
No. 13F File Number Name
01 500 Stock Index
02 NAMC
03 TODD STOCKS
04 28-517 WELLINGTON MGMT. CO.
05 BRINSON PARTNERS, INC.
06 28-517 SMALL CAP (WELLINGTON)
FORM 13F INFORMATION TABLE
FORM 13F TEACHERS' RETIREMENT STATE OF KENTUCKY
ITEM 1: ITEMITEM 3: ITEM 4ITEM 5:
TITLE OF VALUE SHARESSH/PUT/INVSTMOT VOTING AUTHORITY
NAME OF ISSUER CLAS CUSIP (X$100PRN AMPRNCALLDSCRETMA SOLE SHNONE
3 Com Corp Com 885535101,946 72,900SH DEFINE01 72,900 0 0
A T & T Corp Com 0019571035,720639,99SH DEFINE01639,999 0 0
Abbott Laboratories Com 0028241014,003308,60SH DEFINE01308,600 0 0
Adobe Systems Inc Com 00724F101,076 13,100SH DEFINE01 13,100 0 0
Advanced Micro DevicCom 00790310 533 29,500SH DEFINE01 29,500 0 0
AES Corp Com 00130H102,133 36,700SH DEFINE01 36,700 0 0
Aetna Inc Com 008117102,603 29,105SH DEFINE01 29,105 0 0
AFLAC Inc Com 001055102,585 54,000SH DEFINE01 54,000 0 0
Air Products & ChemiCom 009158101,896 47,100SH DEFINE01 47,100 0 0
Airtouch CommunicatiCom 00949T1012,520116,30SH DEFINE01116,300 0 0
Alberto-Culver Com 01306810 298 11,200SH DEFINE01 11,200 0 0
Albertson's Com 013104104,391 85,154SH DEFINE01 85,154 0 0
Alcan Aluminium Com 013716101,479 46,300SH DEFINE01 46,300 0 0
Alcoa Inc Com 013817104,628 74,800SH DEFINE01 74,800 0 0
Allegheny Teledyne ICom 01741510 904 39,975SH DEFINE01 39,975 0 0
Allergan Inc Com 018490101,499 13,500SH DEFINE01 13,500 0 0
AlliedSignal Inc Com 019512107,176 113,90SH DEFINE01113,900 0 0
Allstate Corp Com 020002105,984 166,81SH DEFINE01166,814 0 0
Alltel Corp Com 020039103,990 55,800SH DEFINE01 55,800 0 0
Alza Corp Com 02261510 906 17,800SH DEFINE01 17,800 0 0
Amerada Hess Com 023551101,095 18,400SH DEFINE01 18,400 0 0
Ameren Corp Com 023608101,071 27,900SH DEFINE01 27,900 0 0
America Online Inc Com 02364J1022,979208,90SH DEFINE01208,900 0 0
American Electric PoCom 025537101,461 38,900SH DEFINE01 38,900 0 0
American Express Com 0258161011,95891,900SH DEFINE01 91,900 0 0
American General CorCom 026351103,862 51,242SH DEFINE01 51,242 0 0
American Greetings Com 02637510 413 13,700SH DEFINE01 13,700 0 0
American Home ProducCom 0266091015,371267,90SH DEFINE01267,900 0 0
American InternationCom 0268741029,452251,19SH DEFINE01251,193 0 0
Ameritech Corp Com 0309541016,486224,30SH DEFINE01224,300 0 0
Amgen Inc Com 031162106,307 103,60SH DEFINE01103,600 0 0
AMR Corp Com 001765102,532 37,100SH DEFINE01 37,100 0 0
Amsouth Bancorp Com 03216510 842 36,300SH DEFINE01 36,300 0 0
Anadarko Petroleum CCom 03251110 902 24,500SH DEFINE01 24,500 0 0
Andrew Corp Com 03442510 333 17,562SH DEFINE01 17,562 0 0
Anheuser-Busch Co InCom 035229106,895 97,200SH DEFINE01 97,200 0 0
Aon Corp Com 037389102,144 51,975SH DEFINE01 51,975 0 0
Apache Corp Com 03741110 749 19,200SH DEFINE01 19,200 0 0
Apple Computer Com 037833101,269 27,400SH DEFINE01 27,400 0 0
Applied Materials InCom 038222105,555 75,200SH DEFINE01 75,200 0 0
Archer-Daniels MidlaCom 039483101,863 120,67SH DEFINE01120,670 0 0
Armstrong World Com 04247610 451 7,800SH DEFINE01 7,800 0 0
Asarco Inc Com 04341310 167 8,900SH DEFINE01 8,900 0 0
Ashland Inc Com 04420410 626 15,600SH DEFINE01 15,600 0 0
Associates First CapCom 046008106,479 146,82SH DEFINE01146,824 0 0
Atlantic Richfield CCom 048825105,457 65,300SH DEFINE01 65,300 0 0
Autodesk Inc Com 05276910 281 9,500SH DEFINE01 9,500 0 0
Automatic Data ProceCom 053015105,403 122,80SH DEFINE01122,800 0 0
Autozone Inc Com 05333210 937 31,100SH DEFINE01 31,100 0 0
Avery Dennison Corp Com 053611101,431 23,700SH DEFINE01 23,700 0 0
Avon Products Com 054303102,964 53,400SH DEFINE01 53,400 0 0
B B & T Corp Com 054937102,194 59,800SH DEFINE01 59,800 0 0
Baker Hughes Com 057224102,226 66,440SH DEFINE01 66,440 0 0
Ball Corp Com 05849810 308 7,300SH DEFINE01 7,300 0 0
Bank New York Inc Com 064057105,672 154,60SH DEFINE01154,600 0 0
Bank of America CorpCom 06605F1025,794351,83SH DEFINE01351,836 0 0
Bank One Corp Com 06423A1014,179238,04SH DEFINE01238,048 0 0
Bankboston Corp Com 06605R103,062 59,900SH DEFINE01 59,900 0 0
Bard (CR) Inc Com 06738310 521 10,900SH DEFINE01 10,900 0 0
Barrick Gold Corp Com 067901101,471 75,900SH DEFINE01 75,900 0 0
Battle Mountain GoldCom 07159310 131 53,700SH DEFINE01 53,700 0 0
Bausch & Lomb Com 07170710 834 10,900SH DEFINE01 10,900 0 0
Baxter InternationalCom 071813103,528 58,200SH DEFINE01 58,200 0 0
Bear Stearns CompaniCom 073902101,124 24,045SH DEFINE01 24,045 0 0
Becton Dickinson Com 075887101,509 50,300SH DEFINE01 50,300 0 0
Bell Atlantic Corp Com 0778531020,631315,57SH DEFINE01315,576 0 0
BellSouth Com 0798601018,339397,60SH DEFINE01397,600 0 0
Bemis Co Com 08143710 425 10,700SH DEFINE01 10,700 0 0
Bestfoods Com 08658U102,876 58,100SH DEFINE01 58,100 0 0
Bethlehem Steel Com 08750910 237 30,800SH DEFINE01 30,800 0 0
Biomet Inc Com 09061310 910 22,900SH DEFINE01 22,900 0 0
Black & Decker Corp Com 091797101,143 18,100SH DEFINE01 18,100 0 0
Block H&R Com 093671101,025 20,500SH DEFINE01 20,500 0 0
BMC Software Inc Com 055921102,365 43,800SH DEFINE01 43,800 0 0
Boeing Co Com 097023108,937 203,11SH DEFINE01203,114 0 0
Boise Cascade Com 09738310 493 11,500SH DEFINE01 11,500 0 0
Boston Scientific CoCom 101137103,511 79,900SH DEFINE01 79,900 0 0
Briggs & Stratton Com 10904310 347 6,000SH DEFINE01 6,000 0 0
Bristol-Myers SquibbCom 1101221028,457404,00SH DEFINE01404,000 0 0
Brown-Forman Inc Com 11563720 913 14,000SH DEFINE01 14,000 0 0
Browning-Ferris InduCom 115885101,522 35,400SH DEFINE01 35,400 0 0
Brunswick Corp Com 11704310 558 20,000SH DEFINE01 20,000 0 0
Burlington Northern Com 12189T102,958 95,435SH DEFINE01 95,435 0 0
Burlington ResourcesCom 122014101,559 36,045SH DEFINE01 36,045 0 0
Cabletron Systems InCom 12692010 415 31,900SH DEFINE01 31,900 0 0
Campbell Soup Com 134429104,225 91,100SH DEFINE01 91,100 0 0
Capital One FinanciaCom 14040H102,239 40,200SH DEFINE01 40,200 0 0
Cardinal Health Inc Com 14149Y103,536 55,150SH DEFINE01 55,150 0 0
Carnival Corp Com 143658105,869 121,00SH DEFINE01121,000 0 0
Carolina Power & LigCom 144141101,319 30,800SH DEFINE01 30,800 0 0
Case Corp Com 14743R10 712 14,800SH DEFINE01 14,800 0 0
Caterpillar Inc Com 149123104,380 73,000SH DEFINE01 73,000 0 0
CBS Corp Com 12490K106,256 143,60SH DEFINE01143,600 0 0
Cendant Corp Com 151313103,555 173,42SH DEFINE01173,423 0 0
Centex Corp Com 15231210 455 12,100SH DEFINE01 12,100 0 0
Central & South WestCom 152357101,012 43,300SH DEFINE01 43,300 0 0
Centurytel Inc Com 156686101,115 28,050SH DEFINE01 28,050 0 0
Ceridian Corp Com 15677T10 954 29,200SH DEFINE01 29,200 0 0
Champion InternationCom 15852510 934 19,500SH DEFINE01 19,500 0 0
Chase Manhattan CorpCom 16161A1014,879172,01SH DEFINE01172,016 0 0
Chevron Corp Com 1667511012,615132,70SH DEFINE01132,700 0 0
Chubb Corp Com 171232102,307 33,200SH DEFINE01 33,200 0 0
Cigna Corp Com 125509103,738 42,000SH DEFINE01 42,000 0 0
Cincinnati FinancialCom 172062101,277 34,000SH DEFINE01 34,000 0 0
Cinergy Corp Com 172474101,034 32,318SH DEFINE01 32,318 0 0
Circuit City Stores Com 172737101,897 20,400SH DEFINE01 20,400 0 0
Cisco Systems Com 17275R1041,362641,90SH DEFINE01641,900 0 0
Citigroup Inc Com 1729671032,908692,79SH DEFINE01692,796 0 0
Clear Channel CommunCom 184502104,536 65,800SH DEFINE01 65,800 0 0
Clorox Co Com 189054102,254 21,100SH DEFINE01 21,100 0 0
CMS Energy Corp Com 12589610 884 21,100SH DEFINE01 21,100 0 0
Coastal Corp Com 190441101,743 43,300SH DEFINE01 43,300 0 0
Coca Cola Co Com 1912161031,068501,10SH DEFINE01501,100 0 0
Coca Cola EnterpriseCom 191219102,371 79,700SH DEFINE01 79,700 0 0
Colgate-Palmolive Com 194162105,871 59,600SH DEFINE01 59,600 0 0
Columbia Energy GrouCom 197648101,066 17,000SH DEFINE01 17,000 0 0
Columbia/HCA HealthcCom 197677102,994 131,23SH DEFINE01131,230 0 0
Comcast Corp CL A SpCom 200300205,769 150,10SH DEFINE01150,100 0 0
Comerica Inc Com 200340101,884 31,700SH DEFINE01 31,700 0 0
Compaq Computer Com 204493108,184 345,51SH DEFINE01345,513 0 0
Computer Associates Com 204912105,957 108,81SH DEFINE01108,812 0 0
Computer Sciences CoCom 205363102,235 32,300SH DEFINE01 32,300 0 0
Compuware Corp Com 205638102,380 74,800SH DEFINE01 74,800 0 0
Conagra Inc Com 205887102,649 99,500SH DEFINE01 99,500 0 0
Conseco Inc Com 208464101,947 63,952SH DEFINE01 63,952 0 0
Consolidated Edison Com 209115102,145 47,400SH DEFINE01 47,400 0 0
Consolidated NaturalCom 209615101,185 19,500SH DEFINE01 19,500 0 0
Consolidated Stores Com 21014910 602 22,300SH DEFINE01 22,300 0 0
Constellation EnergyCom 05916510 899 30,350SH DEFINE01 30,350 0 0
Cooper Industries Com 216669101,175 22,600SH DEFINE01 22,600 0 0
Cooper Tire & RubberCom 21683110 376 15,900SH DEFINE01 15,900 0 0
Coors (Adolph) Com 21701610 361 7,300SH DEFINE01 7,300 0 0
Corning Inc Com 219350103,296 47,000SH DEFINE01 47,000 0 0
Costco Companies IncCom 22160Q103,526 44,036SH DEFINE01 44,036 0 0
Countrywide Credit ICom 22237210 975 22,800SH DEFINE01 22,800 0 0
Crane Co Com 22439910 434 13,800SH DEFINE01 13,800 0 0
Crown Cork & Seal CoCom 22825510 690 24,200SH DEFINE01 24,200 0 0
CSX Corp Com 126408102,015 44,400SH DEFINE01 44,400 0 0
Cummins Engine Co InCom 23102110 440 7,700SH DEFINE01 7,700 0 0
CVS Corp Com 126650104,024 79,300SH DEFINE01 79,300 0 0
Cyprus Amax MineralsCom 23280910 333 21,850SH DEFINE01 21,850 0 0
Dana Corp Com 235811101,553 33,718SH DEFINE01 33,718 0 0
Danaher Corp Com 235851101,581 27,200SH DEFINE01 27,200 0 0
Darden Restaurants ICom 23719410 615 28,200SH DEFINE01 28,200 0 0
Data General Corp Com 23768810 156 10,700SH DEFINE01 10,700 0 0
Dayton-Hudson Com 239753105,818 89,500SH DEFINE01 89,500 0 0
Deere & Co Com 244199101,901 48,500SH DEFINE01 48,500 0 0
Dell Computer Corp Com 2470251019,159517,80SH DEFINE01517,800 0 0
Delphi automotive SyCom 1,721 93,027SH DEFINE01 93,027 0 0
Delta Airlines Inc Com 247361101,694 29,400SH DEFINE01 29,400 0 0
Deluxe Corp Com 24801910 609 15,700SH DEFINE01 15,700 0 0
Dillard's Inc Com 25406710 755 21,500SH DEFINE01 21,500 0 0
Disney Walt Co (HoldCom 2546871012,833416,48SH DEFINE01416,482 0 0
Dollar General Corp Com 256669101,364 47,031SH DEFINE01 47,031 0 0
Dominion Resources Com 257470101,722 39,750SH DEFINE01 39,750 0 0
Donnelley (RR) & SonCom 257867101,001 27,000SH DEFINE01 27,000 0 0
Dover Corp Com 260003101,589 45,400SH DEFINE01 45,400 0 0
Dow Chemical Co Com 260543105,709 45,000SH DEFINE01 45,000 0 0
Dow Jones & Co Inc Com 260561101,013 19,100SH DEFINE01 19,100 0 0
DTE Energy Co Com 233331101,202 29,500SH DEFINE01 29,500 0 0
Duke Energy Corp Com 264399104,006 73,594SH DEFINE01 73,594 0 0
Dun & Bradstreet CorCom 26483B101,177 33,200SH DEFINE01 33,200 0 0
DuPont (EI) De NemouCom 2635341015,637228,90SH DEFINE01228,900 0 0
E G & G Inc Com 26845710 378 10,600SH DEFINE01 10,600 0 0
Eastern Enterprises Com 27637F10 195 4,900SH DEFINE01 4,900 0 0
Eastman Chemical Co Com 27743210 836 16,150SH DEFINE01 16,150 0 0
Eastman Kodak Com 277461104,465 65,900SH DEFINE01 65,900 0 0
Eaton Corp Com 278058101,343 14,600SH DEFINE01 14,600 0 0
Ecolab Inc Com 278865101,147 26,300SH DEFINE01 26,300 0 0
Edison InternationalCom 281020101,918 71,700SH DEFINE01 71,700 0 0
Electronic Data SystCom 285661105,674 100,20SH DEFINE01100,200 0 0
EMC Corp Com 2686481011,220204,00SH DEFINE01204,000 0 0
Emerson Electric Com 291011105,639 89,600SH DEFINE01 89,600 0 0
Englehard Corp Com 29284510 634 28,037SH DEFINE01 28,037 0 0
Enron Corp Com 293561105,502 67,300SH DEFINE01 67,300 0 0
Entergy Corp Com 29364G101,569 50,200SH DEFINE01 50,200 0 0
Equifax Inc Com 294429101,071 30,000SH DEFINE01 30,000 0 0
Exxon Corp Com 3022901038,115494,20SH DEFINE01494,200 0 0
Fannie Mae Com 3135861014,387210,80SH DEFINE01210,800 0 0
FDX Corp Com 31304N103,262 60,120SH DEFINE01 60,120 0 0
Federal Home Loan MoCom 313400308,004 138,00SH DEFINE01138,000 0 0
Federated Dept StoreCom 31410H102,207 41,700SH DEFINE01 41,700 0 0
Fifth Third Bancorp Com 316773103,611 54,250SH DEFINE01 54,250 0 0
First Data Corp Com 319963104,404 90,000SH DEFINE01 90,000 0 0
First Union Corp Com 337358109,487 201,31SH DEFINE01201,314 0 0
Firstar Corp Com 33763V103,931 140,40SH DEFINE01140,400 0 0
Firstenergy Corp Com 337932101,494 48,200SH DEFINE01 48,200 0 0
Fleet Financial GrouCom 338915105,126 115,51SH DEFINE01115,512 0 0
Fleetwood EnterpriseCom 33909910 225 8,500SH DEFINE01 8,500 0 0
Fluor Corp Com 34386110 624 15,400SH DEFINE01 15,400 0 0
FMC Corp Com 30249130 465 6,800SH DEFINE01 6,800 0 0
Ford Motor Co Com 3453701013,884246,00SH DEFINE01246,000 0 0
Fort James Corp Com 347471101,701 44,900SH DEFINE01 44,900 0 0
Fortune Brands Inc Com 349631101,440 34,800SH DEFINE01 34,800 0 0
Foster Wheeler Corp Com 35024410 134 9,500SH DEFINE01 9,500 0 0
FPL Group Com 302571102,010 36,800SH DEFINE01 36,800 0 0
Franklin Resources ICom 354613102,092 51,500SH DEFINE01 51,500 0 0
Freeport-McMoran CopCom 35671D85 592 33,000SH DEFINE01 33,000 0 0
Frontier Corp Com 35906P102,046 34,900SH DEFINE01 34,900 0 0
Fruit of the Loom ClCom G3682L10 141 14,500SH DEFINE01 14,500 0 0
Gannett Co Com 364730104,090 57,300SH DEFINE01 57,300 0 0
Gap (The) Com 364760108,909 176,85SH DEFINE01176,850 0 0
Gateway Inc Com 367833101,878 31,800SH DEFINE01 31,800 0 0
General Dynamics Com 369550101,777 25,800SH DEFINE01 25,800 0 0
General Electric Co Com 3696041075,258666,00SH DEFINE01666,000 0 0
General Instrument CCom 370120101,445 34,000SH DEFINE01 34,000 0 0
General Mills Com 370334102,500 31,100SH DEFINE01 31,100 0 0
General Motors Corp Com 370442108,785 133,10SH DEFINE01133,100 0 0
Genuine Parts Com 372460101,280 36,575SH DEFINE01 36,575 0 0
Georgia Pacific CorpCom 373298101,715 36,200SH DEFINE01 36,200 0 0
Gillette Co Com 375766109,250 225,60SH DEFINE01225,600 0 0
Golden West FinanciaCom 381317101,137 11,600SH DEFINE01 11,600 0 0
Goodrich (BF) Com 38238810 612 14,400SH DEFINE01 14,400 0 0
Goodyear Tire & RubbCom 382550101,864 31,700SH DEFINE01 31,700 0 0
GPU Inc Com 36225X101,101 26,100SH DEFINE01 26,100 0 0
Grace W R & Co New Com 38388F10 340 17,900SH DEFINE01 17,900 0 0
Grainger (WW) Inc Com 384802101,022 19,000SH DEFINE01 19,000 0 0
Great A & P Com 39006410 311 9,200SH DEFINE01 9,200 0 0
Great Lakes ChemicalCom 39056810 553 12,000SH DEFINE01 12,000 0 0
GTE Corp Com 3623201014,813196,20SH DEFINE01196,200 0 0
Guidant Corp Com 401698103,139 61,400SH DEFINE01 61,400 0 0
Halliburton Co Com 406216104,045 89,400SH DEFINE01 89,400 0 0
Harcourt General CorCom 41163G10 748 14,500SH DEFINE01 14,500 0 0
Harrah's EntertainmeCom 41361910 567 25,700SH DEFINE01 25,700 0 0
Harris Corp Com 41387510 611 15,600SH DEFINE01 15,600 0 0
Hartford Finl Svcs GCom 416515102,770 47,500SH DEFINE01 47,500 0 0
Hasbro Inc Com 418056101,117 39,975SH DEFINE01 39,975 0 0
HCR Manor Care Com 40413410 547 22,600SH DEFINE01 22,600 0 0
Healthsouth Corp Com 421924101,279 86,000SH DEFINE01 86,000 0 0
Heinz (HJ) Co Com 423074103,689 73,600SH DEFINE01 73,600 0 0
Helmerich & Payne Com 42345210 276 11,700SH DEFINE01 11,700 0 0
Hercules Inc Com 42705610 806 20,500SH DEFINE01 20,500 0 0
Hershey Foods Com 427866101,728 29,100SH DEFINE01 29,100 0 0
Hewlett Packard Co Com 4282361021,185210,80SH DEFINE01210,800 0 0
Hilton Hotels Com 43284810 753 53,100SH DEFINE01 53,100 0 0
Home Depot Com 4370761019,328299,94SH DEFINE01299,948 0 0
Homestake Mining Com 43761410 397 48,500SH DEFINE01 48,500 0 0
Honeywell Com 438506102,966 25,600SH DEFINE01 25,600 0 0
Household InternatioCom 441815104,655 98,252SH DEFINE01 98,252 0 0
Humana Inc Com 44485910 441 34,100SH DEFINE01 34,100 0 0
Huntington BancshareCom 446150101,502 42,920SH DEFINE01 42,920 0 0
Ikon Office SolutionCom 45171310 488 32,500SH DEFINE01 32,500 0 0
Illinois Tool Works Com 452308104,161 50,900SH DEFINE01 50,900 0 0
IMS Health Inc Com 449934102,013 64,400SH DEFINE01 64,400 0 0
Inco Ltd Com 45325840 603 33,500SH DEFINE01 33,500 0 0
Ingersoll-Rand Com 456866102,162 33,450SH DEFINE01 33,450 0 0
Intel Corp Com 4581401040,329677,80SH DEFINE01677,800 0 0
International BusineCom 4592001049,037379,40SH DEFINE01379,400 0 0
International FlavorCom 45950610 950 21,600SH DEFINE01 21,600 0 0
International Paper Com 460146104,194 83,461SH DEFINE01 83,461 0 0
Interpublic Group CoCom 460690102,447 28,250SH DEFINE01 28,250 0 0
ITT Inds Inc Com 45091110 877 23,000SH DEFINE01 23,000 0 0
Jefferson-Pilot Com 475070101,429 21,587SH DEFINE01 21,587 0 0
Johnson & Johnson Com 4781601026,783273,30SH DEFINE01273,300 0 0
Johnson Controls Com 478366101,199 17,300SH DEFINE01 17,300 0 0
Jostens Inc Com 48108810 198 9,400SH DEFINE01 9,400 0 0
K Mart Corp Com 482584101,653 100,20SH DEFINE01100,200 0 0
Kansas City SouthernCom 1,423 22,300SH DEFINE01 22,300 0 0
Kaufman & Broad HomeCom 48616810 226 9,100SH DEFINE01 9,100 0 0
Kellogg Co Com 487836102,719 82,400SH DEFINE01 82,400 0 0
Kerr-McGee Com 49238610 882 17,570SH DEFINE01 17,570 0 0
Keycorp New Com 493267102,972 92,500SH DEFINE01 92,500 0 0
Kimberly Clark Corp Com 494368106,280 110,16SH DEFINE01110,168 0 0
King World ProductioCom 49566710 512 14,700SH DEFINE01 14,700 0 0
KLA-Tencor Corp Com 482480101,155 17,800SH DEFINE01 17,800 0 0
Knight-Ridder News Com 49904010 881 16,000SH DEFINE01 16,000 0 0
Kohls Corp Com 500255102,475 32,200SH DEFINE01 32,200 0 0
Kroger Co Com 501044104,666 167,00SH DEFINE01167,000 0 0
Laidlaw Inc Com 50730K50 495 67,100SH DEFINE01 67,100 0 0
Lehman Brothers Com 524908101,460 23,500SH DEFINE01 23,500 0 0
Lifepoint Hospitals Com 93 6,906SH DEFINE01 6,906 0 0
Lilly (Eli) & Co Com 5324571016,015223,60SH DEFINE01223,600 0 0
Limited Inc Com 532716102,105 46,400SH DEFINE01 46,400 0 0
Lincoln National Com 534187102,155 41,200SH DEFINE01 41,200 0 0
Liz Claiborne Inc Com 53932010 485 13,300SH DEFINE01 13,300 0 0
Lockheed Martin Com 539830102,974 79,842SH DEFINE01 79,842 0 0
Loew's Corp Com 540424101,836 23,200SH DEFINE01 23,200 0 0
Longs Drug Stores Com 54316210 270 7,800SH DEFINE01 7,800 0 0
Louisiana Pacific Com 54634710 528 22,100SH DEFINE01 22,100 0 0
Lowe's Cos Com 548661104,064 71,700SH DEFINE01 71,700 0 0
LSI Logic Corp Com 502161101,310 28,400SH DEFINE01 28,400 0 0
Lucent Technologies Com 5494631040,962607,40SH DEFINE01607,401 0 0
Mallinckrodt Inc Com 56123210 527 14,500SH DEFINE01 14,500 0 0
Marriott InternationCom 571903201,902 50,900SH DEFINE01 50,900 0 0
Marsh & McLennan IncCom 571748103,958 52,300SH DEFINE01 52,300 0 0
Masco Corp Com 574599101,992 69,000SH DEFINE01 69,000 0 0
Mattel Inc Com 577081102,217 84,866SH DEFINE01 84,866 0 0
May Dept Stores Co Com 577778102,912 71,250SH DEFINE01 71,250 0 0
Maytag Co Com 578592101,278 18,300SH DEFINE01 18,300 0 0
MBIA Inc Com 55262C101,308 20,200SH DEFINE01 20,200 0 0
MBNA Corp Com 55262L104,987 162,85SH DEFINE01162,852 0 0
McDermott InternatioCom 58003710 342 12,100SH DEFINE01 12,100 0 0
McDonald's Corp Com 5801351011,318275,20SH DEFINE01275,200 0 0
McGraw-Hill Com 580645102,168 40,200SH DEFINE01 40,200 0 0
MCI Worldcom Inc Com 55268B1032,059372,51SH DEFINE01372,514 0 0
Mckesson HBOC Inc Com 58155Q101,765 54,832SH DEFINE01 54,832 0 0
Mead Corp Com 58283410 843 20,200SH DEFINE01 20,200 0 0
Mediaone Group Inc Com 58440J109,178 123,40SH DEFINE01123,400 0 0
Medtronic Inc Com 585055109,259 118,90SH DEFINE01118,900 0 0
Mellon Bank Corp Com 585509103,863 106,20SH DEFINE01106,200 0 0
Mercantile BancorporCom 587342101,828 32,000SH DEFINE01 32,000 0 0
Merck & Co Com 5893311035,649484,20SH DEFINE01484,200 0 0
Meredith Corp Com 58943310 367 10,600SH DEFINE01 10,600 0 0
Merrill Lynch Com 590188105,732 72,100SH DEFINE01 72,100 0 0
MGIC Investment CorpCom 552848101,070 22,000SH DEFINE01 22,000 0 0
Micron Technology Com 595112101,758 43,400SH DEFINE01 43,400 0 0
Microsoft Com 5949181092,5681,026,SH DEFINE01######## 0 0
Milacron Inc Com 59870910 172 9,300SH DEFINE01 9,300 0 0
Millipore Corp Com 60107310 414 10,200SH DEFINE01 10,200 0 0
Minnesota Mining & MCom 604059107,094 81,600SH DEFINE01 81,600 0 0
Mirage Resorts Inc Com 60462E10 585 34,900SH DEFINE01 34,900 0 0
Mobil Corp Com 6070591015,662158,60SH DEFINE01158,600 0 0
Momemtum Business ApCom 60877P10 7 948SH DEFINE01 948 0 0
Monsanto Co Com 611662105,036 127,30SH DEFINE01127,300 0 0
Moore Corp Com 61578510 173 20,700SH DEFINE01 20,700 0 0
Morgan (JP) & Co Com 616880105,002 35,600SH DEFINE01 35,600 0 0
Morgan Stanley Dean Com 6174464412,060117,51SH DEFINE01117,511 0 0
Motorola Inc Com 6200761011,560122,00SH DEFINE01122,000 0 0
Nabisco Group HoldinCom 74960K871,291 66,000SH DEFINE01 66,000 0 0
Nacco Ind Cl A Com 62957910 147 2,000SH DEFINE01 2,000 0 0
Nalco Chemical Com 62985310 690 13,300SH DEFINE01 13,300 0 0
National City Corp Com 635405104,408 67,300SH DEFINE01 67,300 0 0
National SemiconductCom 63764010 856 33,800SH DEFINE01 33,800 0 0
National Service IndCom 63765710 306 8,500SH DEFINE01 8,500 0 0
Navistar InternationCom 63934E10 696 13,920SH DEFINE01 13,920 0 0
New Century EnergiesCom 64352U10 904 23,300SH DEFINE01 23,300 0 0
New York Times Cl A Com 650111101,355 36,800SH DEFINE01 36,800 0 0
Newell Rubbermaid InCom 651229102,650 57,143SH DEFINE01 57,143 0 0
Newmont Mining Com 65163910 677 34,058SH DEFINE01 34,058 0 0
Nextel CommunicationCom 65332V102,936 58,500SH DEFINE01 58,500 0 0
Niagara Mohawk HoldiCom 65352010 585 36,400SH DEFINE01 36,400 0 0
Nicor Inc Com 65408610 369 9,700SH DEFINE01 9,700 0 0
Nike Inc Com 654106103,688 58,200SH DEFINE01 58,200 0 0
Nordstrom Com 655664101,015 30,300SH DEFINE01 30,300 0 0
Norfolk Southern CorCom 655844102,323 77,100SH DEFINE01 77,100 0 0
Nortel Networks CorpCom 6658151011,508132,56SH DEFINE01132,560 0 0
Northern States PoweCom 66577210 752 31,100SH DEFINE01 31,100 0 0
Northern Trust Corp Com 665859102,192 22,600SH DEFINE01 22,600 0 0
Northrop Gruman CorpCom 66680710 928 14,000SH DEFINE01 14,000 0 0
Novell Com 670006101,897 71,600SH DEFINE01 71,600 0 0
Nucor Corp Com 67034610 849 17,900SH DEFINE01 17,900 0 0
Occidental PetroleumCom 674599101,487 70,400SH DEFINE01 70,400 0 0
Omnicom Group Com 681919102,744 34,300SH DEFINE01 34,300 0 0
Oneok Inc Com 68268010 238 7,500SH DEFINE01 7,500 0 0
Oracle Corp Com 68389X1011,002296,34SH DEFINE01296,343 0 0
Owens Corning Com 69073F10 382 11,100SH DEFINE01 11,100 0 0
Owens-Illinois Inc Com 690768401,033 31,600SH DEFINE01 31,600 0 0
P G & E Corp Com 69331C102,524 77,800SH DEFINE01 77,800 0 0
P P & L Resources InCom 69349910 947 30,800SH DEFINE01 30,800 0 0
Paccar Inc Com 69371810 809 15,160SH DEFINE01 15,160 0 0
Pacificorp Com 695114101,112 60,500SH DEFINE01 60,500 0 0
Paine Webber Group ICom 1,346 28,800SH DEFINE01 28,800 0 0
Pall Corp Com 69642930 535 24,133SH DEFINE01 24,133 0 0
Parametric TechnologCom 69917310 769 55,400SH DEFINE01 55,400 0 0
Parker-Hannifin Com 70109410 985 21,525SH DEFINE01 21,525 0 0
Paychex Inc Com 704326101,592 49,950SH DEFINE01 49,950 0 0
PE Corp Biosystems GCom 714041101,170 10,200SH DEFINE01 10,200 0 0
PE Corp Celera GenamCom 83 5,100SH DEFINE01 5,100 0 0
PECO Energy Co Com 693304101,910 45,600SH DEFINE01 45,600 0 0
Penney (JC) Com 708160102,511 51,700SH DEFINE01 51,700 0 0
Pennzenergy Co Com 70931Q10 138 8,300SH DEFINE01 8,300 0 0
Peoples Energy Com 71103010 271 7,200SH DEFINE01 7,200 0 0
Peoplesoft Inc Com 71271310 818 47,400SH DEFINE01 47,400 0 0
Pep Boys Manny Moe &Com 71327810 311 14,800SH DEFINE01 14,800 0 0
Pepsico Inc Com 7134481011,540298,30SH DEFINE01298,300 0 0
Pfizer Inc Com 7170811028,754263,80SH DEFINE01263,800 0 0
Pharmacia-Upjohn IncCom 716941105,869 103,30SH DEFINE01103,300 0 0
Phelps Dodge Com 71726510 706 11,400SH DEFINE01 11,400 0 0
Philip Morris CompanCom 7181541019,881494,70SH DEFINE01494,700 0 0
Phillips Petroleum Com 718507102,606 51,800SH DEFINE01 51,800 0 0
Pioneer Hi-Bred IntlCom 723686101,916 49,200SH DEFINE01 49,200 0 0
Pitney-Bowes Inc Com 724479103,566 55,500SH DEFINE01 55,500 0 0
Placer Dome Com 72590610 570 48,500SH DEFINE01 48,500 0 0
PNC Financial Corp Com 693475103,527 61,200SH DEFINE01 61,200 0 0
Polaroid Corp Com 73109510 209 7,600SH DEFINE01 7,600 0 0
Potlatch Corp Com 73762810 299 6,800SH DEFINE01 6,800 0 0
PPG Industries Com 693506102,132 36,100SH DEFINE01 36,100 0 0
Praxair Inc Com 74005P101,571 32,100SH DEFINE01 32,100 0 0
Procter & Gamble Com 7427181024,080269,80SH DEFINE01269,800 0 0
Progressive Corp OhiCom 743315102,146 14,800SH DEFINE01 14,800 0 0
Provident Companies Com 743862101,100 27,500SH DEFINE01 27,500 0 0
Providian Corp Com 74406A102,690 28,850SH DEFINE01 28,850 0 0
Public Service EnterCom 744573101,894 46,400SH DEFINE01 46,400 0 0
Pulte Corp Com 74586710 203 8,800SH DEFINE01 8,800 0 0
Quaker Oats Com 747402101,839 27,700SH DEFINE01 27,700 0 0
R J Reynolds TobaccoCom 699 22,000SH DEFINE01 22,000 0 0
Ralston Purina Com 751277301,933 63,500SH DEFINE01 63,500 0 0
Raychem Corp Com 75460310 603 16,300SH DEFINE01 16,300 0 0
Raytheon Co Cl B Com 755111404,829 68,500SH DEFINE01 68,500 0 0
Reebok InternationalCom 75811010 244 13,100SH DEFINE01 13,100 0 0
Regions Financial CoCom 758940101,730 45,000SH DEFINE01 45,000 0 0
Reliant Energy Inc Com 75952J101,587 57,462SH DEFINE01 57,462 0 0
Republic N Y Corp Com 760719101,493 21,900SH DEFINE01 21,900 0 0
Reynolds Metals Com 76176310 826 14,000SH DEFINE01 14,000 0 0
Rite Aid Com 767754101,295 52,600SH DEFINE01 52,600 0 0
Rockwell InternationCom 773903102,363 38,900SH DEFINE01 38,900 0 0
Rohm & Haas Com 775371101,883 43,930SH DEFINE01 43,930 0 0
Rowan Companies Inc Com 77938210 381 20,900SH DEFINE01 20,900 0 0
Royal Dutch PetroleuCom 7802578026,263435,90SH DEFINE01435,900 0 0
Russell Corp Com 78235210 123 6,300SH DEFINE01 6,300 0 0
Ryder System Com 78354910 386 15,000SH DEFINE01 15,000 0 0
Safeco Corp Com 786429101,209 27,400SH DEFINE01 27,400 0 0
Safeway Inc Com 786514204,896 98,900SH DEFINE01 98,900 0 0
Sara Lee Corp Com 803111104,215 185,80SH DEFINE01185,800 0 0
SBC Communications ICom 78387G1023,063397,64SH DEFINE01397,644 0 0
Schering-Plough CorpCom 8066051015,682298,70SH DEFINE01298,700 0 0
Schlumberger Ltd Com 806857107,069 111,00SH DEFINE01111,000 0 0
Schwab (Charles) CorCom 808513108,884 81,500SH DEFINE01 81,500 0 0
Scientific-Atlanta Com 80865510 551 15,300SH DEFINE01 15,300 0 0
Seagate Technology ICom 811804101,279 49,900SH DEFINE01 49,900 0 0
Seagram Ltd Com 811850104,030 80,000SH DEFINE01 80,000 0 0
Sealed Air Corp Com 81211K101,103 16,997SH DEFINE01 16,997 0 0
Sears Roebuck & Co Com 812387103,471 77,900SH DEFINE01 77,900 0 0
Sempra Energy Com 816851101,105 48,826SH DEFINE01 48,826 0 0
Service Corp InternaCom 817565101,011 52,500SH DEFINE01 52,500 0 0
Shared Medical SysteCom 81948610 346 5,300SH DEFINE01 5,300 0 0
Sherwin-Williams Com 82434810 971 35,000SH DEFINE01 35,000 0 0
Sigma Aldrich Corp Com 82655210 675 19,600SH DEFINE01 19,600 0 0
Silicon Graphics Com 82705610 601 36,700SH DEFINE01 36,700 0 0
SLM Holding Corp Com 78442A101,544 33,700SH DEFINE01 33,700 0 0
Snap-on Inc Com 83303410 432 11,950SH DEFINE01 11,950 0 0
Solectron Corp Com 834182103,201 48,000SH DEFINE01 48,000 0 0
Sonat Inc Com 83541510 709 21,400SH DEFINE01 21,400 0 0
Southern Co Com 842587103,758 141,80SH DEFINE01141,800 0 0
Southtrust Corp Com 844730101,289 33,600SH DEFINE01 33,600 0 0
Southwest Airlines Com 844741102,131 68,450SH DEFINE01 68,450 0 0
Springs Industries ICom 85178310 214 4,900SH DEFINE01 4,900 0 0
Sprint Corp Com 852061109,286 175,20SH DEFINE01175,200 0 0
Sprint Corp (PCS GroCom 852061504,814 84,450SH DEFINE01 84,450 0 0
SPX Corp Com 78463510 513 6,139SH DEFINE01 6,139 0 0
St Jude Medical Inc Com 79084910 602 16,900SH DEFINE01 16,900 0 0
St Paul Cos Com 792860101,526 47,960SH DEFINE01 47,960 0 0
Stanley Works Com 85461610 557 17,300SH DEFINE01 17,300 0 0
Staples Inc Com 855030102,938 94,950SH DEFINE01 94,950 0 0
State Street Corp Com 857477102,792 32,700SH DEFINE01 32,700 0 0
Summit Bancorp Com 866005101,476 35,300SH DEFINE01 35,300 0 0
Sun Microsystems IncCom 8668101010,662154,80SH DEFINE01154,800 0 0
Sunoco Inc Com 86764P10 549 18,200SH DEFINE01 18,200 0 0
Suntrust Banks Com 867914104,465 64,300SH DEFINE01 64,300 0 0
Super Valu Stores Com 86853610 608 23,500SH DEFINE01 23,500 0 0
Synovus Financial CoCom 87161C101,080 54,350SH DEFINE01 54,350 0 0
Sysco Corp Com 871829102,027 68,000SH DEFINE01 68,000 0 0
Tandy Corp Com 875382101,906 39,000SH DEFINE01 39,000 0 0
Tektronix Inc Com 87913110 368 12,200SH DEFINE01 12,200 0 0
Tellabs Inc Com 879664105,337 79,000SH DEFINE01 79,000 0 0
Temple-Inland Com 87986810 782 11,400SH DEFINE01 11,400 0 0
Tenet Healthcare CorCom 88033G101,169 63,000SH DEFINE01 63,000 0 0
Tenneco Inc Com 88037E10 826 34,600SH DEFINE01 34,600 0 0
Texaco Inc Com 881694106,780 108,70SH DEFINE01108,700 0 0
Texas Instruments Com 8825081011,41979,300SH DEFINE01 79,300 0 0
Texas Utilities Co Com 882848102,380 57,435SH DEFINE01 57,435 0 0
Textron Inc Com 883203102,659 32,300SH DEFINE01 32,300 0 0
Thermo Electron CorpCom 88355610 646 32,200SH DEFINE01 32,200 0 0
Thomas & Betts Com 88431510 520 11,000SH DEFINE01 11,000 0 0
Time Warner Inc Com 8873151018,105249,30SH DEFINE01249,300 0 0
Times Mirror New Cl Com 887364101,001 16,900SH DEFINE01 16,900 0 0
Timken Co Com 88738910 248 12,700SH DEFINE01 12,700 0 0
TJX Cos Inc Com 872540102,182 65,500SH DEFINE01 65,500 0 0
Torchmark Corp Com 89102710 976 28,600SH DEFINE01 28,600 0 0
Toys 'R' Us (HoldingCom 892335101,101 53,200SH DEFINE01 53,200 0 0
Transamerica Corp Com 893485101,905 25,400SH DEFINE01 25,400 0 0
Triad Hospitals Inc Com 93 6,906SH DEFINE01 6,906 0 0
Tribune Co Com 896047102,065 23,700SH DEFINE01 23,700 0 0
Tricon Global RestauCom 895953101,678 31,000SH DEFINE01 31,000 0 0
TRW Inc Com 872649101,339 24,400SH DEFINE01 24,400 0 0
Tupperware Corp Com 89989610 362 14,200SH DEFINE01 14,200 0 0
Tyco International LCom 9021241015,585164,48SH DEFINE01164,484 0 0
U S Bancorp Com 902973104,925 147,58SH DEFINE01147,580 0 0
U S Surgical Value SCom 92529710 0 47SH DEFINE01 47 0 0
U S West Inc Com 91273H106,004 102,20SH DEFINE01102,200 0 0
Unicom Corp Com 904911101,704 44,200SH DEFINE01 44,200 0 0
Unilever NV Com 904784508,108 116,25SH DEFINE01116,250 0 0
Union Carbide Com 905581101,321 27,100SH DEFINE01 27,100 0 0
Union Pacific Corp Com 907818102,933 50,300SH DEFINE01 50,300 0 0
Union Pacific ResourCom 90783410 794 48,701SH DEFINE01 48,701 0 0
Union Planters Corp Com 908068101,238 27,700SH DEFINE01 27,700 0 0
Unisys Corp Com 909214102,021 51,900SH DEFINE01 51,900 0 0
United Healthcare CoCom 910581102,373 37,900SH DEFINE01 37,900 0 0
United Technologies Com 913017106,624 92,000SH DEFINE01 92,000 0 0
Unocal Corp Com 915289101,946 49,100SH DEFINE01 49,100 0 0
UNUM Corp Com 903192101,544 28,200SH DEFINE01 28,200 0 0
US Airways Group IncCom 91190510 793 18,200SH DEFINE01 18,200 0 0
UST Inc Com 902911101,108 37,800SH DEFINE01 37,800 0 0
USX-Marathon Group Com 902905822,038 62,600SH DEFINE01 62,600 0 0
USX-US Steel Group Com 90337T10 485 17,980SH DEFINE01 17,980 0 0
V F Corp Com 918204101,043 24,400SH DEFINE01 24,400 0 0
Viacom Inc Class B Com 925524306,230 141,58SH DEFINE01141,582 0 0
Wachovia Corp Com 929771103,534 41,300SH DEFINE01 41,300 0 0
Walgreen Com 931422105,957 202,80SH DEFINE01202,800 0 0
Wal-Mart Stores Com 9311421044,187915,80SH DEFINE01915,800 0 0
Warner-Lambert Co Com 9344881011,544167,00SH DEFINE01167,000 0 0
Washington Mutual InCom 939322104,289 120,59SH DEFINE01120,595 0 0
Waste Management IncCom 94106L106,278 116,80SH DEFINE01116,805 0 0
Watson PharmaceuticaCom 680 19,400SH DEFINE01 19,400 0 0
Wellpoint Health NewCom 1,154 13,600SH DEFINE01 13,600 0 0
Wells Fargo & Co Com 9497461014,052328,70SH DEFINE01328,700 0 0
Wendy's Int'l Com 95059010 704 24,700SH DEFINE01 24,700 0 0
Westvaco Corp Com 96154810 571 19,700SH DEFINE01 19,700 0 0
Weyerhaeuser Corp Com 962166102,784 40,500SH DEFINE01 40,500 0 0
Whirlpool Corp Com 963320101,147 15,500SH DEFINE01 15,500 0 0
Willamette Ind Inc Com 969133101,041 22,600SH DEFINE01 22,600 0 0
Williams Cos Com 969457103,703 87,000SH DEFINE01 87,000 0 0
Winn-Dixie Com 974280101,116 30,200SH DEFINE01 30,200 0 0
Worthington IndustriCom 98181110 372 22,625SH DEFINE01 22,625 0 0
Wrigley, (Wm) Jr Com 982526102,114 23,700SH DEFINE01 23,700 0 0
Xerox Corp Com 984121107,879 133,40SH DEFINE01133,400 0 0
Alcoa Inc Com 0138171010,406168,18SH DEFINE02168,180 0 0
Altera Corp Com 021441109,417 255,80SH DEFINE02255,800 0 0
American General CorCom 026351108,186 108,60SH DEFINE02108,600 0 0
American InternationCom 0268741016,263138,70SH DEFINE02138,700 0 0
Applied Materials InCom 0382221010,359140,23SH DEFINE02140,230 0 0
Associates First CapCom 046008108,057 182,60SH DEFINE02182,600 0 0
Automatic Data ProceCom 0530151020,108457,00SH DEFINE02457,000 0 0
Bank One Corp Com 06423A1011,038185,32SH DEFINE02185,320 0 0
BellSouth Com 0798601010,987238,20SH DEFINE02238,200 0 0
Bristol-Myers SquibbCom 1101221015,496220,00SH DEFINE02220,000 0 0
Ceridian Corp Com 15677T107,191 220,00SH DEFINE02220,000 0 0
Champion InternationCom 158525104,950 103,40SH DEFINE02103,400 0 0
Chase Manhattan CorpCom 16161A108,892 102,80SH DEFINE02102,800 0 0
Cintas Corp Com 172908109,655 143,70SH DEFINE02143,700 0 0
Cisco Systems Com 17275R1012,062187,19SH DEFINE02187,190 0 0
Citigroup Inc Com 172967109,157 192,78SH DEFINE02192,787 0 0
Coca Cola Co Com 191216107,440 120,00SH DEFINE02120,000 0 0
Comerica Inc Com 200340107,055 118,70SH DEFINE02118,700 0 0
Commerce Bancshares Com 200525105,239 130,17SH DEFINE02130,173 0 0
Computer Sciences CoCom 2053631010,233147,90SH DEFINE02147,900 0 0
CVS Corp Com 1266501010,800212,80SH DEFINE02212,800 0 0
Dayton-Hudson Com 2397531010,218157,20SH DEFINE02157,200 0 0
DuPont (EI) De NemouCom 263534107,749 113,43SH DEFINE02113,430 0 0
Emerson Electric Com 291011109,195 146,10SH DEFINE02146,100 0 0
Exxon Corp Com 3022901012,957168,00SH DEFINE02168,000 0 0
Fannie Mae Com 3135861012,517183,40SH DEFINE02183,400 0 0
Fiserv Inc Com 5,636 180,00SH DEFINE02180,000 0 0
General Electric Co Com 3696041013,476119,26SH DEFINE02119,260 0 0
Georgia Pacific CorpCom 373298107,239 152,80SH DEFINE02152,800 0 0
Guidant Corp Com 401698109,141 178,80SH DEFINE02178,800 0 0
Hewlett Packard Co Com 4282361010,050100,00SH DEFINE02100,000 0 0
Home Depot Com 4370761012,088187,60SH DEFINE02187,600 0 0
Hubbell Inc Cl B Com 443510206,675 147,10SH DEFINE02147,100 0 0
Ingersoll-Rand Com 4568661010,340160,00SH DEFINE02160,000 0 0
Intel Corp Com 4581401011,555194,20SH DEFINE02194,200 0 0
International BusineCom 4592001018,767145,20SH DEFINE02145,200 0 0
Interpublic Group CoCom 460690103,032 35,000SH DEFINE02 35,000 0 0
Lilly (Eli) & Co Com 5324571010,149141,70SH DEFINE02141,700 0 0
Linear Technology CoCom 5356781012,019178,72SH DEFINE02178,720 0 0
Maxim Integrated ProCom 57772K109,915 149,10SH DEFINE02149,100 0 0
Medtronic Inc Com 585055109,559 122,74SH DEFINE02122,749 0 0
Merck & Co Com 5893311015,991217,20SH DEFINE02217,200 0 0
MGIC Investment CorpCom 552848106,073 124,90SH DEFINE02124,900 0 0
Microsoft Com 5949181018,795208,40SH DEFINE02208,400 0 0
Mobil Corp Com 6070591014,763149,50SH DEFINE02149,500 0 0
Philip Morris CompanCom 718154108,793 218,80SH DEFINE02218,800 0 0
Pitney-Bowes Inc Com 724479107,742 120,50SH DEFINE02120,500 0 0
PMI Group Inc Com 69344M105,546 88,300SH DEFINE02 88,300 0 0
Praxair Inc Com 74005P107,149 146,09SH DEFINE02146,090 0 0
Radian Group Inc Com 125662108,298 170,00SH DEFINE02170,000 0 0
Safeway Inc Com 786514207,811 157,80SH DEFINE02157,800 0 0
Schering-Plough CorpCom 8066051010,740204,58SH DEFINE02204,580 0 0
Schlumberger Ltd Com 806857109,368 147,10SH DEFINE02147,100 0 0
Sherwin-Williams Com 824348105,800 209,00SH DEFINE02209,000 0 0
Sigma Aldrich Corp Com 826552108,406 244,10SH DEFINE02244,100 0 0
Steris Corp Com 859152102,957 152,60SH DEFINE02152,600 0 0
Teradyne Inc Com 8807701011,387158,70SH DEFINE02158,700 0 0
Texaco Inc Com 881694108,651 138,70SH DEFINE02138,700 0 0
USX-Marathon Group Com 902905825,334 163,82SH DEFINE02163,820 0 0
Wal-Mart Stores Com 9311421011,271233,60SH DEFINE02233,600 0 0
Willamette Ind Inc Com 969133108,407 182,52SH DEFINE02182,520 0 0
Xilinx Com 9839191012,710222,00SH DEFINE02222,000 0 0
Abbott Laboratories Com 0028241030,174665,00SH DEFINE03665,000 0 0
AlliedSignal Inc Com 0195121037,611597,00SH DEFINE03597,000 0 0
American InternationCom 0268741039,572337,50SH DEFINE03337,500 0 0
Ameritech Corp Com 0309541021,389291,00SH DEFINE03291,000 0 0
Atlantic Richfield CCom 0488251019,219230,00SH DEFINE03230,000 0 0
Automatic Data ProceCom 0530151021,648492,00SH DEFINE03492,000 0 0
Bank of America CorpCom 06605F1031,744433,00SH DEFINE03433,000 0 0
Bank One Corp Com 06423A1041,367694,52SH DEFINE03694,520 0 0
Bell Atlantic Corp Com 0778531024,542375,40SH DEFINE03375,400 0 0
BellSouth Com 0798601012,417269,20SH DEFINE03269,200 0 0
Bestfoods Com 08658U107,673 155,00SH DEFINE03155,000 0 0
Block H&R Com 0936711027,400548,00SH DEFINE03548,000 0 0
Bristol-Myers SquibbCom 1101221026,907382,00SH DEFINE03382,000 0 0
Central & South WestCom 152357106,452 276,00SH DEFINE03276,000 0 0
Cisco Systems Com 17275R1057,124886,50SH DEFINE03886,500 0 0
Citigroup Inc Com 1729671014,963315,00SH DEFINE03315,000 0 0
Coca Cola Co Com 1912161012,772206,00SH DEFINE03206,000 0 0
Computer Associates Com 2049121021,065384,75SH DEFINE03384,750 0 0
Consolidated Edison Com 2091151010,227226,00SH DEFINE03226,000 0 0
Delta Airlines Inc Com 2473611026,508460,00SH DEFINE03460,000 0 0
Dollar General Corp Com 256669108,700 300,00SH DEFINE03300,000 0 0
Dow Chemical Co Com 2605431017,534138,20SH DEFINE03138,200 0 0
Duke Energy Corp Com 2643991014,208261,00SH DEFINE03261,000 0 0
Dun & Bradstreet CorCom 26483B106,095 172,00SH DEFINE03172,000 0 0
Englehard Corp Com 292845106,064 268,00SH DEFINE03268,000 0 0
Exxon Corp Com 3022901026,223340,00SH DEFINE03340,000 0 0
Federal Realty Com 313747205,253 229,00SH DEFINE03229,000 0 0
First Virgina Bank Com 337477108,081 164,50SH DEFINE03164,500 0 0
Ford Motor Co Com 3453701025,961460,00SH DEFINE03460,000 0 0
Gannett Co Com 3647301013,990196,00SH DEFINE03196,000 0 0
General Electric Co Com 3696041059,438526,00SH DEFINE03526,000 0 0
GTE Corp Com 3623201036,769487,00SH DEFINE03487,000 0 0
Heinz (HJ) Co Com 4230741010,175203,00SH DEFINE03203,000 0 0
Hercules Inc Com 427056107,863 200,00SH DEFINE03200,000 0 0
Hewlett Packard Co Com 4282361012,965129,00SH DEFINE03129,000 0 0
Home Depot Com 4370761025,131390,00SH DEFINE03390,000 0 0
IMS Health Inc Com 449934106,125 196,00SH DEFINE03196,000 0 0
Intel Corp Com 4581401031,297526,00SH DEFINE03526,000 0 0
International BusineCom 4592001052,993410,00SH DEFINE03410,000 0 0
International Paper Com 460146109,045 180,00SH DEFINE03180,000 0 0
Johnson & Johnson Com 4781601013,328136,00SH DEFINE03136,000 0 0
Kimberly Clark Corp Com 4943681025,308444,00SH DEFINE03444,000 0 0
LG&E Energy Corp Com 501917104,977 237,00SH DEFINE03237,000 0 0
Lilly (Eli) & Co Com 5324571023,780332,00SH DEFINE03332,000 0 0
MBNA Corp Com 55262L1024,691806,25SH DEFINE03806,250 0 0
Meditrust Corp-PaireCom 58501T302,835 217,01SH DEFINE03217,012 0 0
Merck & Co Com 5893311024,885338,00SH DEFINE03338,000 0 0
Microsoft Com 5949181029,040322,00SH DEFINE03322,000 0 0
Mobil Corp Com 6070591030,415308,00SH DEFINE03308,000 0 0
Morgan (JP) & Co Com 6168801018,687133,00SH DEFINE03133,000 0 0
Northern States PoweCom 665772107,861 325,00SH DEFINE03325,000 0 0
Pfizer Inc Com 7170811026,596244,00SH DEFINE03244,000 0 0
Philip Morris CompanCom 7181541022,827568,00SH DEFINE03568,000 0 0
Raytheon Co Cl B Com 7551114024,816352,00SH DEFINE03352,000 0 0
Regions Financial CoCom 7589401017,297450,00SH DEFINE03450,000 0 0
Rohm & Haas Com 7753711011,576270,00SH DEFINE03270,000 0 0
Royal Dutch PetroleuCom 780257807,049 117,00SH DEFINE03117,000 0 0
SBC Communications ICom 78387G1033,466577,00SH DEFINE03577,000 0 0
Sears Roebuck & Co Com 812387108,021 180,00SH DEFINE03180,000 0 0
Teco Energy Inc Com 872375108,895 391,00SH DEFINE03391,000 0 0
Tellabs Inc Com 8796641015,134224,00SH DEFINE03224,000 0 0
Texaco Inc Com 8816941014,908239,00SH DEFINE03239,000 0 0
Texas Utilities Co Com 8828481011,975289,00SH DEFINE03289,000 0 0
Union Pacific Corp Com 907818105,831 100,00SH DEFINE03100,000 0 0
United Healthcare CoCom 910581106,263 100,00SH DEFINE03100,000 0 0
United Technologies Com 9130171044,064612,00SH DEFINE03612,000 0 0
Wachovia Corp Com 9297711011,294132,00SH DEFINE03132,000 0 0
Wal-Mart Stores Com 9311421053,7511,114,SH DEFINE03######## 0 0
A T & T Corp Com 0019571025,116450,00SH DEFINE04450,000 0 0
Abbott Laboratories Com 0028241014,066310,00SH DEFINE04310,000 0 0
Alcoa Inc Com 0138171013,575219,40SH DEFINE04219,400 0 0
AlliedSignal Inc Com 0195121013,677217,10SH DEFINE04217,100 0 0
American General CorCom 0263511011,306150,00SH DEFINE04150,000 0 0
American Home ProducCom 0266091020,081350,00SH DEFINE04350,000 0 0
American InternationCom 0268741014,070120,00SH DEFINE04120,000 0 0
Ameritech Corp Com 0309541025,725350,00SH DEFINE04350,000 0 0
AMR Corp Com 0017651013,466197,30SH DEFINE04197,300 0 0
Associates First CapCom 0460081027,918632,70SH DEFINE04632,700 0 0
At&t Corp - Liberty Com 001957207,350 200,00SH DEFINE04200,000 0 0
Atlantic Richfield CCom 048825104,178 50,000SH DEFINE04 50,000 0 0
Automatic Data ProceCom 0530151013,754312,60SH DEFINE04312,600 0 0
Baxter InternationalCom 0718131013,459222,00SH DEFINE04222,000 0 0
Bell Atlantic Corp Com 0778531013,075200,00SH DEFINE04200,000 0 0
BellSouth Com 0798601015,683340,00SH DEFINE04340,000 0 0
Boston Scientific CoCom 101137107,689 175,00SH DEFINE04175,000 0 0
Bristol-Myers SquibbCom 110122109,861 140,00SH DEFINE04140,000 0 0
Cardinal Health Inc Com 14149Y1012,152189,50SH DEFINE04189,500 0 0
Chase Manhattan CorpCom 16161A1012,110140,00SH DEFINE04140,000 0 0
Chevron Corp Com 1667511019,013200,00SH DEFINE04200,000 0 0
Cisco Systems Com 17275R1034,796540,00SH DEFINE04540,000 0 0
Citigroup Inc Com 1729671047,018989,85SH DEFINE04989,850 0 0
Coca Cola Co Com 191216109,300 150,00SH DEFINE04150,000 0 0
Computer Sciences CoCom 2053631013,146190,00SH DEFINE04190,000 0 0
CVS Corp Com 1266501016,240320,00SH DEFINE04320,000 0 0
Dayton-Hudson Com 2397531022,750350,00SH DEFINE04350,000 0 0
Disney Walt Co (HoldCom 254687104,622 150,00SH DEFINE04150,000 0 0
Duke Energy Corp Com 264399108,166 150,00SH DEFINE04150,000 0 0
DuPont (EI) De NemouCom 2635341015,712230,00SH DEFINE04230,000 0 0
Exxon Corp Com 3022901017,739230,00SH DEFINE04230,000 0 0
Fannie Mae Com 3135861013,650200,00SH DEFINE04200,000 0 0
First Data Corp Com 3199631023,979490,00SH DEFINE04490,000 0 0
Ford Motor Co Com 345370106,660 118,00SH DEFINE04118,000 0 0
Gannett Co Com 3647301021,413300,00SH DEFINE04300,000 0 0
Gap (The) Com 3647601025,502506,25SH DEFINE04506,250 0 0
General Electric Co Com 3696041042,375375,00SH DEFINE04375,000 0 0
Heinz (HJ) Co Com 4230741011,028220,00SH DEFINE04220,000 0 0
Hewlett Packard Co Com 4282361018,090180,00SH DEFINE04180,000 0 0
Home Depot Com 4370761012,888200,00SH DEFINE04200,000 0 0
Illinois Tool Works Com 452308109,810 120,00SH DEFINE04120,000 0 0
Intel Corp Com 4581401021,420360,00SH DEFINE04360,000 0 0
International BusineCom 4592001056,870440,00SH DEFINE04440,000 0 0
Johnson & Johnson Com 4781601014,700150,00SH DEFINE04150,000 0 0
Kimberly Clark Corp Com 4943681015,390270,00SH DEFINE04270,000 0 0
Lifepoint Hospitals Com 191 14,210SH DEFINE04 14,210 0 0
Lucent Technologies Com 5494631030,347450,00SH DEFINE04450,000 0 0
Marsh & McLennan IncCom 5717481021,193280,00SH DEFINE04280,000 0 0
McDonald's Corp Com 5801351018,506450,00SH DEFINE04450,000 0 0
MCI Worldcom Inc Com 55268B1027,540320,00SH DEFINE04320,000 0 0
Merck & Co Com 5893311028,544387,70SH DEFINE04387,700 0 0
Micron Technology Com 5951121014,301353,10SH DEFINE04353,100 0 0
Microsoft Com 5949181043,290480,00SH DEFINE04480,000 0 0
Morgan Stanley Dean Com 6174464418,473180,00SH DEFINE04180,000 0 0
Northrop Gruman CorpCom 666807106,631 100,00SH DEFINE04100,000 0 0
Pfizer Inc Com 717081108,720 80,000SH DEFINE04 80,000 0 0
Pharmacia-Upjohn IncCom 7169411015,055265,00SH DEFINE04265,000 0 0
Philip Morris CompanCom 7181541014,066350,00SH DEFINE04350,000 0 0
Praxair Inc Com 74005P1013,345272,70SH DEFINE04272,700 0 0
Procter & Gamble Com 7427181014,280160,00SH DEFINE04160,000 0 0
Royal Dutch PetroleuCom 7802578020,485340,00SH DEFINE04340,000 0 0
Safeway Inc Com 7865142014,043283,70SH DEFINE04283,700 0 0
SBC Communications ICom 78387G1029,000500,00SH DEFINE04500,000 0 0
Schlumberger Ltd Com 8068571016,559260,00SH DEFINE04260,000 0 0
Sealed Air Corp Com 81211K106,818 105,10SH DEFINE04105,100 0 0
State Street Corp Com 8574771013,020152,50SH DEFINE04152,500 0 0
Temple-Inland Com 8798681014,754215,00SH DEFINE04215,000 0 0
Texas Instruments Com 8825081021,600150,00SH DEFINE04150,000 0 0
Texas Utilities Co Com 882848104,144 100,00SH DEFINE04100,000 0 0
Triad Hospitals Inc Com 192 14,210SH DEFINE04 14,210 0 0
Tyco International LCom 9021241019,988210,95SH DEFINE04210,959 0 0
U S Bancorp Com 9029731013,350400,00SH DEFINE04400,000 0 0
Union Pacific Corp Com 9078181011,663200,00SH DEFINE04200,000 0 0
United Technologies Com 9130171028,800400,00SH DEFINE04400,000 0 0
Unocal Corp Com 915289105,746 145,00SH DEFINE04145,000 0 0
Wachovia Corp Com 9297711012,680148,20SH DEFINE04148,200 0 0
Wal-Mart Stores Com 9311421027,985580,00SH DEFINE04580,000 0 0
Warner-Lambert Co Com 9344881020,738300,00SH DEFINE04300,000 0 0
Xerox Corp Com 9841211020,229342,50SH DEFINE04342,500 0 0
Advanced Micro DevicCom 007903107,767 430,00SH DEFINE05430,000 0 0
Aetna Inc Com 0081171028,468318,30SH DEFINE05318,300 0 0
Allergan Inc Com 0184901011,278101,60SH DEFINE05101,600 0 0
Alza Corp Com 0226151021,072414,20SH DEFINE05414,200 0 0
American Standard CoCom 0297121010,171211,90SH DEFINE05211,900 0 0
Aon Corp Com 0373891022,440544,01SH DEFINE05544,012 0 0
Armstrong World Com 042476103,238 56,000SH DEFINE05 56,000 0 0
Bankboston Corp Com 06605R105,982 117,00SH DEFINE05117,000 0 0
Baxter InternationalCom 0718131015,520256,00SH DEFINE05256,000 0 0
Burlington Northern Com 12189T1033,7131,087,SH DEFINE05######## 0 0
Champion EnterprisesCom 158496103,587 192,60SH DEFINE05192,600 0 0
Champion InternationCom 158525105,089 106,30SH DEFINE05106,300 0 0
Chase Manhattan CorpCom 16161A1015,916184,00SH DEFINE05184,000 0 0
Cigna Corp Com 1255091023,434263,30SH DEFINE05263,300 0 0
Circuit City Stores Com 1727371018,135195,00SH DEFINE05195,000 0 0
CMS Energy Corp Com 125896108,224 196,40SH DEFINE05196,400 0 0
Commscope Inc Com 203372105,247 170,63SH DEFINE05170,634 0 0
Comverse Technology Com 2058624011,162147,84SH DEFINE05147,847 0 0
Consolidated Stores Com 210149107,568 280,30SH DEFINE05280,300 0 0
Corning Inc Com 2193501028,225402,50SH DEFINE05402,500 0 0
Covance Inc Com 222816104,029 168,30SH DEFINE05168,300 0 0
Crown Cork & Seal CoCom 228255102,993 105,00SH DEFINE05105,000 0 0
Delphi automotive SyCom 6,845 370,00SH DEFINE05370,000 0 0
Dial Corp New Com 25247D104,344 116,80SH DEFINE05116,800 0 0
Eastman Chemical Co Com 277432106,345 122,60SH DEFINE05122,600 0 0
Electronic Data SystCom 2856611029,955529,00SH DEFINE05529,000 0 0
Entergy Corp Com 29364G1018,125580,00SH DEFINE05580,000 0 0
FDX Corp Com 31304N1035,588656,00SH DEFINE05656,000 0 0
First American Corp-Com 318900102,494 60,000SH DEFINE05 60,000 0 0
First Data Corp Com 3199631022,037450,30SH DEFINE05450,300 0 0
First Security Corp/Com 336294103,066 112,50SH DEFINE05112,500 0 0
First Union Corp Com 337358108,341 177,00SH DEFINE05177,000 0 0
Fleet Financial GrouCom 3389151011,360256,00SH DEFINE05256,000 0 0
Fleetwood EnterpriseCom 339099102,419 91,500SH DEFINE05 91,500 0 0
Food Lion Class A Com 344775205,676 478,00SH DEFINE05478,000 0 0
Fort James Corp Com 3474711014,071371,50SH DEFINE05371,500 0 0
General Instrument CCom 3701201020,608484,90SH DEFINE05484,900 0 0
Genzyme Corp GeneralCom 372917104,414 91,000SH DEFINE05 91,000 0 0
Genzyme Surgical ProCom 37291710 72 16,289SH DEFINE05 16,289 0 0
Geon Co Com 37246W101,893 58,700SH DEFINE05 58,700 0 0
Greenpoint FinancialCom 395384104,056 123,60SH DEFINE05123,600 0 0
Hibernia Corp Cl A Com 428656102,887 184,00SH DEFINE05184,000 0 0
Household InternatioCom 4418151016,439347,00SH DEFINE05347,000 0 0
Illinois Tool Works Com 452308105,183 63,400SH DEFINE05 63,400 0 0
IMC Global Inc Com 449669106,846 394,00SH DEFINE05394,000 0 0
Johnson Controls Com 478366107,001 101,00SH DEFINE05101,000 0 0
Kimberly Clark Corp Com 4943681023,205407,10SH DEFINE05407,100 0 0
Lafarge Corp Com 505862103,296 93,000SH DEFINE05 93,000 0 0
Lear Corp Com 5218651012,637254,00SH DEFINE05254,000 0 0
Lilly (Eli) & Co Com 532457108,237 115,00SH DEFINE05115,000 0 0
Lockheed Martin Com 5398301030,067807,17SH DEFINE05807,176 0 0
Lyondell Chemical CoCom 552078106,503 315,30SH DEFINE05315,300 0 0
Martin Marietta MateCom 573284103,843 65,128SH DEFINE05 65,128 0 0
Masco Corp Com 5745991019,058660,00SH DEFINE05660,000 0 0
Mattel Inc Com 577081107,785 298,00SH DEFINE05298,000 0 0
Nabisco Holdings CorCom 629526109,503 221,00SH DEFINE05221,000 0 0
National Service IndCom 637657103,780 105,00SH DEFINE05105,000 0 0
New York Times Cl A Com 650111103,276 89,000SH DEFINE05 89,000 0 0
Nextel CommunicationCom 65332V1017,169342,10SH DEFINE05342,100 0 0
Norfolk Southern CorCom 6558441011,689388,00SH DEFINE05388,000 0 0
PECO Energy Co Com 6933041011,717279,80SH DEFINE05279,800 0 0
Pentair Inc Com 709631105,527 120,80SH DEFINE05120,800 0 0
Philip Morris CompanCom 7181541022,618562,80SH DEFINE05562,800 0 0
PNC Bank Corp Com 6934751010,027174,00SH DEFINE05174,000 0 0
Praxair Inc Com 74005P109,836 201,00SH DEFINE05201,000 0 0
Raytheon Co Cl B Com 7551114029,272415,20SH DEFINE05415,200 0 0
Regions Financial CoCom 758940102,306 60,000SH DEFINE05 60,000 0 0
Sears Roebuck & Co Com 8123871013,917312,30SH DEFINE05312,300 0 0
Southdown Inc Com 841297107,903 123,00SH DEFINE05123,000 0 0
St Jude Medical Inc Com 7908491010,367291,00SH DEFINE05291,000 0 0
Timken Co Com 88738910 761 39,000SH DEFINE05 39,000 0 0
Tyson Foods Inc Cl ACom 902494108,965 398,45SH DEFINE05398,450 0 0
U S Bancorp Com 902973109,255 277,31SH DEFINE05277,313 0 0
Ultramar Diamond ShaCom 904000105,619 257,60SH DEFINE05257,600 0 0
USG Corp Com 903293406,328 113,00SH DEFINE05113,000 0 0
Viad Corp Com 92552R106,955 224,80SH DEFINE05224,800 0 0
Wells Fargo & Co Com 9497461015,903372,00SH DEFINE05372,000 0 0
Xerox Corp Com 9841211053,038898,00SH DEFINE05898,000 0 0
York International CCom 986670106,067 141,70SH DEFINE05141,700 0 0
ADAC Laboratories Com 00531320 330 45,500SH DEFINE06 45,500 0 0
Advanced Fibre CommnCom 00754A104,617 295,50SH DEFINE06295,500 0 0
Affiliated Computer Com 008190102,855 56,400SH DEFINE06 56,400 0 0
Airgas Inc Com 00936310 556 45,400SH DEFINE06 45,400 0 0
Airtran Holdings IncCom 877 152,50SH DEFINE06152,500 0 0
Albany Intl Corp Cl Com 012348101,311 62,414SH DEFINE06 62,414 0 0
Allegiance Telecom ICom 697 12,700SH DEFINE06 12,700 0 0
Alliance PharmaceutiCom 01877310 136 51,700SH DEFINE06 51,700 0 0
Alliant Techsystems Com 01880410 709 8,200SH DEFINE06 8,200 0 0
American Eagle OutfiCom 1,920 42,200SH DEFINE06 42,200 0 0
American Heritage LiCom 1,443 58,900SH DEFINE06 58,900 0 0
American Management Com 600 18,700SH DEFINE06 18,700 0 0
American Med SecuritCom 02744P10 850 98,600SH DEFINE06 98,600 0 0
American Tower Corp Com 02991220 77 3,200SH DEFINE06 3,200 0 0
Amerisource Health CCom 03071P10 989 38,800SH DEFINE06 38,800 0 0
Annunity & Life Re (Com G03910103,307 147,40SH DEFINE06147,400 0 0
Ariba Inc Com 340 3,500SH DEFINE06 3,500 0 0
Aspen Technology Com 196 16,700SH DEFINE06 16,700 0 0
Atlantic Coast AirliCom 04839610 213 11,200SH DEFINE06 11,200 0 0
Atlas Air Inc Com 049164102,211 68,550SH DEFINE06 68,550 0 0
Atmel Corp Com 1,768 67,500SH DEFINE06 67,500 0 0
Atwood Oceanies Inc Com 05009510 866 27,700SH DEFINE06 27,700 0 0
Autoimmune Inc Com 05277610 418 176,10SH DEFINE06176,100 0 0
Avant Corp Com 05348710 788 62,400SH DEFINE06 62,400 0 0
Axys PharmaceuticalsCom 05463510 314 92,900SH DEFINE06 92,900 0 0
Bancfirst Corp Com 05945F101,743 50,900SH DEFINE06 50,900 0 0
Bancorp South Com 281 15,500SH DEFINE06 15,500 0 0
Bandag Inc Com 17 500SH DEFINE06 500 0 0
Bed Bath & Beyond InCom 075896105,182 134,60SH DEFINE06134,600 0 0
Bergen Brunswig CorpCom 08373910 566 32,800SH DEFINE06 32,800 0 0
Beringer Wine EstateCom 08410210 614 14,700SH DEFINE06 14,700 0 0
Bisys Group Inc Com 055472105,967 102,00SH DEFINE06102,000 0 0
BMC Software Inc Com 055921101,112 20,597SH DEFINE06 20,597 0 0
Borg-Warner AutomotiCom 1,348 24,500SH DEFINE06 24,500 0 0
Briggs & Stratton Com 109043101,478 25,600SH DEFINE06 25,600 0 0
Broad Natl Bancorp Com 111239101,372 54,056SH DEFINE06 54,056 0 0
Cabot Industrial TruCom 127072102,537 119,40SH DEFINE06119,400 0 0
Calpine Corp Com 131347101,960 36,300SH DEFINE06 36,300 0 0
Cambrex Corp Com 13201110 625 23,800SH DEFINE06 23,800 0 0
Caraustar IndustriesCom 140909101,644 66,600SH DEFINE06 66,600 0 0
Cascade Corp Com 1,411 100,80SH DEFINE06100,800 0 0
Central Newspapers CCom 154647103,881 103,50SH DEFINE06103,500 0 0
Century Bancorp Inc Com 15643210 599 31,200SH DEFINE06 31,200 0 0
Cephalon Inc Com 156708101,242 71,500SH DEFINE06 71,500 0 0
Checkfree Holdings CCom 350 12,700SH DEFINE06 12,700 0 0
Chittenden Corp Com 1,574 50,379SH DEFINE06 50,379 0 0
Citation Corp Com 1,275 79,400SH DEFINE06 79,400 0 0
Cleveland Cliffs IncCom 185896102,593 80,100SH DEFINE06 80,100 0 0
Columbia Banking SysCom 19723610 932 60,615SH DEFINE06 60,615 0 0
Com21 Inc Com 355 20,800SH DEFINE06 20,800 0 0
Commercial BankshareCom 20160710 208 9,612SH DEFINE06 9,612 0 0
Commscope Inc Com 203372101,762 57,300SH DEFINE06 57,300 0 0
Coors (Adolph) Com 21701610 396 8,000SH DEFINE06 8,000 0 0
Covenant Transport ICom 22284P101,276 81,000SH DEFINE06 81,000 0 0
CPB Inc Com 125903102,737 103,30SH DEFINE06103,300 0 0
Credence Systems CorCom 225302101,266 34,100SH DEFINE06 34,100 0 0
Cross Timbers Oil CoCom 227573101,346 90,500SH DEFINE06 90,500 0 0
Crown Castle Intl CoCom 22822710 885 42,500SH DEFINE06 42,500 0 0
Cullen/Frost BankersCom 229899102,492 90,400SH DEFINE06 90,400 0 0
Cypress SemiconductoCom 232806105,447 318,10SH DEFINE06318,100 0 0
Cytec Inds Inc Com 23282010 529 16,800SH DEFINE06 16,800 0 0
D R Horton Inc Com 1,006 60,500SH DEFINE06 60,500 0 0
Desert Community BanCom 25037Y10 228 8,500SH DEFINE06 8,500 0 0
Devry Inc Com 251893101,251 55,900SH DEFINE06 55,900 0 0
Dollar Tree Stores ICom 2,270 51,600SH DEFINE06 51,600 0 0
Dril Quip Inc Com 26203710 477 20,800SH DEFINE06 20,800 0 0
DSP Communications ICom 1,210 41,900SH DEFINE06 41,900 0 0
Earthgrains Co Com 270319101,781 69,000SH DEFINE06 69,000 0 0
Echostar CommunicatiCom 278762104,189 27,300SH DEFINE06 27,300 0 0
Enron Oil & Gas Co Com 293562101,901 93,900SH DEFINE06 93,900 0 0
Esterline TechnologiCom 29742510 988 68,700SH DEFINE06 68,700 0 0
Etoys Inc Com 2,478 60,800SH DEFINE06 60,800 0 0
Exodus CommunicationCom 1,223 10,200SH DEFINE06 10,200 0 0
First Citizens BanksCom 31946M101,114 13,800SH DEFINE06 13,800 0 0
First Commerce BcshsCom 31977710 564 24,000SH DEFINE06 24,000 0 0
First Commerce BcshsCom 319777201,369 57,500SH DEFINE06 57,500 0 0
First Merchants CorpCom 271 11,400SH DEFINE06 11,400 0 0
Freedom Securities CCom 35644K101,305 76,200SH DEFINE06 76,200 0 0
Frontier Insurance GCom 359081103,214 209,06SH DEFINE06209,060 0 0
FVNB Corp Com 30267410 325 11,000SH DEFINE06 11,000 0 0
Geltex PharmaceuticaCom 36853810 454 25,200SH DEFINE06 25,200 0 0
General Cable Corp Com 369300102,314 144,60SH DEFINE06144,600 0 0
General CommunicatioCom 36938510 735 108,10SH DEFINE06108,100 0 0
Gilead Sciences Inc Com 375558101,735 33,200SH DEFINE06 33,200 0 0
Golden State VintnerCom 38121K20 575 93,900SH DEFINE06 93,900 0 0
Goto.Com Inc Com 266 9,500SH DEFINE06 9,500 0 0
Grace W R & Co New Com 38388F10 832 43,800SH DEFINE06 43,800 0 0
Great Lakes Reit IncCom 1,073 66,000SH DEFINE06 66,000 0 0
Group 1 Automotive Com 780 36,900SH DEFINE06 36,900 0 0
Grove Property TrustCom 399613102,213 170,20SH DEFINE06170,200 0 0
Haemonetics Corp/MasCom 40502410 827 41,200SH DEFINE06 41,200 0 0
Hanmi Bank (Los AnglCom 410493101,080 68,570SH DEFINE06 68,570 0 0
Hanna(MA)Co Com 500 30,400SH DEFINE06 30,400 0 0
Hayes Lemmerz Intl ICom 1,530 52,100SH DEFINE06 52,100 0 0
Helix Technology Com 423319102,303 96,200SH DEFINE06 96,200 0 0
Heller Financial IncCom 423328101,304 46,900SH DEFINE06 46,900 0 0
Hudson United BancorCom 404382101,635 52,100SH DEFINE06 52,100 0 0
Human Genome ScienceCom 444903101,726 43,700SH DEFINE06 43,700 0 0
ICG Communications ICom 449246101,535 71,800SH DEFINE06 71,800 0 0
Idec PharmaceuticalsCom 449370103,175 41,200SH DEFINE06 41,200 0 0
Idexx Laboratories ICom 45168D102,145 92,000SH DEFINE06 92,000 0 0
IMR Global Corp Com 668 34,700SH DEFINE06 34,700 0 0
Ionics Inc Com 46221810 792 21,700SH DEFINE06 21,700 0 0
Iron Mountain Inc Com 46284P101,947 68,000SH DEFINE06 68,000 0 0
ITT Educational ServCom 45068B101,710 65,600SH DEFINE06 65,600 0 0
Jacobs Engineering GCom 469814105,464 143,80SH DEFINE06143,800 0 0
Jefferies Group Inc Com 472319101,937 66,800SH DEFINE06 66,800 0 0
Juniper Networks IncCom 492 3,300SH DEFINE06 3,300 0 0
Kaydon Corp Com 486587101,291 38,400SH DEFINE06 38,400 0 0
Kennametal Inc Com 489170101,947 62,800SH DEFINE06 62,800 0 0
Kilroy Realty Corp Com 49427F102,779 114,00SH DEFINE06114,000 0 0
Kimco Realty Corp Com 49446R103,347 84,200SH DEFINE06 84,200 0 0
Lamar Advertising CoCom 51281510 774 18,900SH DEFINE06 18,900 0 0
Lance Inc Com 866 55,400SH DEFINE06 55,400 0 0
Lattice SemiconductoCom 518415102,801 45,000SH DEFINE06 45,000 0 0
La-Z-Boy Inc Com 50533610 400 17,400SH DEFINE06 17,400 0 0
Legg Mason Inc Com 524901101,736 45,100SH DEFINE06 45,100 0 0
Lennar Corp Com 52605710 564 23,500SH DEFINE06 23,500 0 0
Liberty Property TruCom 531172103,296 132,50SH DEFINE06132,500 0 0
Lifepoint Hospitals Com 450 33,500SH DEFINE06 33,500 0 0
LNR Property Corp Com 501940101,396 65,300SH DEFINE06 65,300 0 0
Lone Star SteakhouseCom 54230710 674 69,300SH DEFINE06 69,300 0 0
LTC Properties Inc Com 50217510 712 54,800SH DEFINE06 54,800 0 0
Manpower Inc Com 56418H10 937 41,400SH DEFINE06 41,400 0 0
Mastech Corp Com 484 26,000SH DEFINE06 26,000 0 0
McClatchy Co Cl A Com 579489103,336 100,70SH DEFINE06100,700 0 0
MDU Resources Group Com 552690104,208 184,45SH DEFINE06184,450 0 0
Media Metrix Inc Com 91 1,700SH DEFINE06 1,700 0 0
Merchants Bancshare Com 58844810 216 9,500SH DEFINE06 9,500 0 0
Meritor Automotive ICom 1,489 58,400SH DEFINE06 58,400 0 0
Mesa Air Group Inc Com 1,178 156,70SH DEFINE06156,700 0 0
Mesaba Holdings Inc Com 59066B102,031 159,30SH DEFINE06159,300 0 0
Metzler Group Inc Com 592903102,597 94,000SH DEFINE06 94,000 0 0
Microchip TechnologyCom 595017101,658 35,000SH DEFINE06 35,000 0 0
Micron Electronics ICom 595100101,197 119,00SH DEFINE06119,000 0 0
Midas Inc Com 595626101,044 36,800SH DEFINE06 36,800 0 0
Millennium PharmaceuCom 655 18,200SH DEFINE06 18,200 0 0
Minerals TechnologieCom 603158101,211 21,700SH DEFINE06 21,700 0 0
Minnesota Power Inc Com 60411010 707 35,560SH DEFINE06 35,560 0 0
Mobius Management SoCom 606925101,000 121,20SH DEFINE06121,200 0 0
Mohawk Industries InCom 60819010 872 28,700SH DEFINE06 28,700 0 0
Mondavi Robert Cl A Com 60920010 404 11,100SH DEFINE06 11,100 0 0
MS Carriers Com 55353310 673 22,700SH DEFINE06 22,700 0 0
Nautica Enterprises Com 63908910 302 17,900SH DEFINE06 17,900 0 0
NCO Group Inc Com 628858102,451 64,500SH DEFINE06 64,500 0 0
Newpark Resources InCom 65171850 469 52,900SH DEFINE06 52,900 0 0
Nextcard Inc Com 1,731 51,000SH DEFINE06 51,000 0 0
Nordson Corp Com 65566310 968 15,800SH DEFINE06 15,800 0 0
Northwestern Corp Com 668074102,581 106,70SH DEFINE06106,700 0 0
Novellus Systems IncCom 670008102,450 35,900SH DEFINE06 35,900 0 0
Oak Industries Inc Com 671400503,747 85,400SH DEFINE06 85,400 0 0
Ocean Energy Inc Com 1,097 114,00SH DEFINE06114,000 0 0
Ocwen Financial CorpCom 675746103,508 395,30SH DEFINE06395,300 0 0
Owens & Minor Inc HlCom 690732101,196 108,70SH DEFINE06108,700 0 0
Pacific Sunwear of CCom 2,914 119,55SH DEFINE06119,550 0 0
Pall Corp Com 696429301,098 49,500SH DEFINE06 49,500 0 0
Parexel InternationaCom 1,150 86,400SH DEFINE06 86,400 0 0
Pathogensis Corp Com 506 35,700SH DEFINE06 35,700 0 0
Pega Systems Inc Com 70557310 695 67,800SH DEFINE06 67,800 0 0
Pegasus CommunicatioCom 705904102,055 52,100SH DEFINE06 52,100 0 0
Pegasus Systems Inc Com 7 200SH DEFINE06 200 0 0
Pennzenergy Co Com 70931Q10 891 53,600SH DEFINE06 53,600 0 0
Peoples Energy Com 711030102,404 63,800SH DEFINE06 63,800 0 0
PMC Sierra Inc Com 3,041 51,600SH DEFINE06 51,600 0 0
Policy Management SyCom 731108101,047 34,900SH DEFINE06 34,900 0 0
Princeton National BCom 742282101,007 66,550SH DEFINE06 66,550 0 0
Profit Recovery Grp Com 743168101,334 28,200SH DEFINE06 28,200 0 0
PSS World Medical Com 69366A101,094 97,800SH DEFINE06 97,800 0 0
Rare Hospitality IntCom 1,056 41,400SH DEFINE06 41,400 0 0
Rational Software CoCom 75409P205,599 170,00SH DEFINE06170,000 0 0
Redback Networks IncCom 226 1,800SH DEFINE06 1,800 0 0
Reinsurance Group ofCom 759351102,866 81,300SH DEFINE06 81,300 0 0
Reinsurance Group OfCom 1,293 38,600SH DEFINE06 38,600 0 0
Republic Security FiCom 243 29,000SH DEFINE06 29,000 0 0
Resource America IncCom 76119520 190 13,100SH DEFINE06 13,100 0 0
Respironics Inc Com 76123010 882 58,300SH DEFINE06 58,300 0 0
Rowan Companies Inc Com 779382101,577 86,400SH DEFINE06 86,400 0 0
Safety-Kleen Corp Com 78648R20 420 23,175SH DEFINE06 23,175 0 0
SBA Communications CCom 630 65,000SH DEFINE06 65,000 0 0
Schweitzer-Mauduit Com 80854110 248 16,500SH DEFINE06 16,500 0 0
Security Capital GroCom 81413P202,679 183,95SH DEFINE06183,950 0 0
Semtech Corp Com 2,502 48,000SH DEFINE06 48,000 0 0
Sequent Computer SysCom 817338103,800 214,10SH DEFINE06214,100 0 0
Sierra Pacific ResouCom 826425102,241 61,600SH DEFINE06 61,600 0 0
Skytel CommunicationCom 83087Q10 607 29,000SH DEFINE06 29,000 0 0
Skywest Inc Com 830879102,130 85,400SH DEFINE06 85,400 0 0
Smurfit-Stone ContaiCom 83272710 613 29,800SH DEFINE06 29,800 0 0
Snyder CommunicationCom 832914101,529 46,700SH DEFINE06 46,700 0 0
Sodexho Marriott SerCom 833793101,040 54,200SH DEFINE06 54,200 0 0
Software.com inc Com 250 10,800SH DEFINE06 10,800 0 0
Southwest Sec Com 1,281 17,900SH DEFINE06 17,900 0 0
Steris Corp Com 85915210 653 33,700SH DEFINE06 33,700 0 0
Sterling Software InCom 859547103,881 146,80SH DEFINE06146,800 0 0
Stillwater Mining CoCom 86074Q101,940 59,700SH DEFINE06 59,700 0 0
Sun Communities Inc Com 866674103,380 95,200SH DEFINE06 95,200 0 0
Swift TransportationCom 870756103,064 139,27SH DEFINE06139,275 0 0
Syncor Intl Corp-DelCom 87157J10 666 18,500SH DEFINE06 18,500 0 0
TCI Music Inc Cl A Com 913 25,800SH DEFINE06 25,800 0 0
Team Financial Inc Com 276 25,400SH DEFINE06 25,400 0 0
Tetra Technologies ICom 88162F10 311 32,700SH DEFINE06 32,700 0 0
Texas Regional BancsCom 88267310 772 28,400SH DEFINE06 28,400 0 0
Time Warner Telecom Com 792 27,300SH DEFINE06 27,300 0 0
Timken Co Com 887389101,424 73,000SH DEFINE06 73,000 0 0
TNP Enterprises Inc Com 872594102,215 61,100SH DEFINE06 61,100 0 0
Toll Brothers Inc Com 889478101,636 76,300SH DEFINE06 76,300 0 0
Triad Hospitals Inc Com 433 32,100SH DEFINE06 32,100 0 0
Trico Bancshares Com 144 7,800SH DEFINE06 7,800 0 0
Trigon Healthcare Com 1,462 40,200SH DEFINE06 40,200 0 0
Trinity Industries Com 593 17,700SH DEFINE06 17,700 0 0
Triton Energy Ltd Com 320 30,100SH DEFINE06 30,100 0 0
TV Guide Inc Cl A Com 87307Q10 366 10,000SH DEFINE06 10,000 0 0
U S Xpress EnterprisCom 90338N10 736 68,900SH DEFINE06 68,900 0 0
Ultramar Diamond ShaCom 90400010 469 21,480SH DEFINE06 21,480 0 0
Umpaqua Holdings CorCom 88 9,800SH DEFINE06 9,800 0 0
Unionbancorp Inc (DeCom 90890810 524 35,100SH DEFINE06 35,100 0 0
United Dominion IndsCom 1,765 72,800SH DEFINE06 72,800 0 0
United Natural FoodsCom 911163101,629 65,800SH DEFINE06 65,800 0 0
Unova Inc Com 91529B101,103 69,500SH DEFINE06 69,500 0 0
Ventana Medical SystCom 92276H101,970 103,00SH DEFINE06103,000 0 0
Vertex PharmaceuticaCom 92532F101,423 59,000SH DEFINE06 59,000 0 0
Viatel Inc Com 702 12,500SH DEFINE06 12,500 0 0
Videoserver Inc Com 92691810 417 43,900SH DEFINE06 43,900 0 0
Vignette Corp Com 92673410 735 9,800SH DEFINE06 9,800 0 0
Vista Bancorp Inc Com 92830R10 877 46,177SH DEFINE06 46,177 0 0
Voicestream WirelessCom 1,425 50,100SH DEFINE06 50,100 0 0
Wausau-Mosinee PaperCom 943315101,507 83,738SH DEFINE06 83,738 0 0
Wellman Inc Com 94970210 438 27,500SH DEFINE06 27,500 0 0
Western Wireless CorCom 95988E201,350 50,000SH DEFINE06 50,000 0 0
Westinghouse Air BraCom 960386101,185 45,700SH DEFINE06 45,700 0 0
Witco Corp Com 97738510 174 8,800SH DEFINE06 8,800 0 0
