UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31,
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: 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
April 26, 2000
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:
1033
Form 13F Information Table Value Total: $7,658,908
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: ITEM 2: ITEM 3: ITEM 4: ITEM
5:
TITLE OF VALUE
SHARES/ SH/PUT/INVSTMT OTHER VOTING
AUTHORITY
NAME OF ISSUER CLASS CUSIP (X$1000) PRN
AMT PRNCALLDSCRETNMANAGERS SOLE SHAREDNONE
3 Com Corp Com 88553510 5,334
95,900SH DEFINED01 95,900 0 0
A T & T Corp Com 00195710 48,237
856,599SH DEFINED01 856,599 0 0
Abbott Laboratories Com 00282410 14,349
407,800SH DEFINED01 407,800 0 0
Adaptec Inc Com 00651F10 1,070
27,700SH DEFINED01 27,700 0 0
ADC Telecommunications Inc Com 00088610 3,911
72,600SH DEFINED01 72,600 0 0
Adobe Systems Inc Com 00724F10 3,651
32,800SH DEFINED01 32,800 0 0
Advanced Micro Devices Com 00790310 2,254
39,500SH DEFINED01 39,500 0 0
AES Corp Com 00130H10 4,056
51,500SH DEFINED01 51,500 0 0
Aetna Inc Com 00811710 2,098
37,805SH DEFINED01 37,805 0 0
AFLAC Inc Com 00105510 3,249
71,300SH DEFINED01 71,300 0 0
Air Products & Chemicals Com 00915810 1,749
61,500SH DEFINED01 61,500 0 0
Alberto-Culver Com 01306810 267
11,200SH DEFINED01 11,200 0 0
Albertson's Com 01310410 3,478
112,654SH DEFINED01 112,654 0 0
Alcan Aluminium Com 01371610 2,064
60,600SH DEFINED01 60,600 0 0
Alcoa Inc Com 01381710 6,906
98,300SH DEFINED01 98,300 0 0
Allegheny Technologies Inc Com 01741R10 512
25,537SH DEFINED01 25,537 0 0
Allergan Inc Com 01849010 1,770
35,400SH DEFINED01 35,400 0 0
Allied Waste Industries Inc Com 01958930 331
50,500SH DEFINED01 50,500 0 0
Allstate Corp Com 02000210 5,096
214,014SH DEFINED01 214,014 0 0
Alltel Corp Com 02003910 5,174
81,800SH DEFINED01 81,800 0 0
Alza Corp Com 02261510 1,022
27,200SH DEFINED01 27,200 0 0
Amerada Hess Com 02355110 1,570
24,300SH DEFINED01 24,300 0 0
Ameren Corp Com 02360810 1,139
36,800SH DEFINED01 36,800 0 0
America Online Inc Com 02364J10 40,058
594,000SH DEFINED01 594,000 0 0
American Electric Power Com 02553710 1,544
51,800SH DEFINED01 51,800 0 0
American Express Com 02581610 17,932
120,400SH DEFINED01 120,400 0 0
American General Corp Com 02635110 3,746
66,742SH DEFINED01 66,742 0 0
American Greetings Com 02637510 330
18,100SH DEFINED01 18,100 0 0
American Home Products Com 02660910 18,823
350,200SH DEFINED01 350,200 0 0
American International Group Com 02687410 45,442
414,991SH DEFINED01 414,991 0 0
Amgen Inc Com 03116210 16,780
273,400SH DEFINED01 273,400 0 0
AMR Corp Com 00176510 1,285
40,300SH DEFINED01 40,300 0 0
Amsouth Bancorp Com 03216510 1,571
105,200SH DEFINED01 105,200 0 0
Anadarko Petroleum Corp Com 03251110 1,323
34,200SH DEFINED01 34,200 0 0
Analog Devices Inc Com 03265410 7,422
92,200SH DEFINED01 92,200 0 0
Andrew Corp Com 03442510 402
17,562SH DEFINED01 17,562 0 0
Anheuser-Busch Co Inc Com 03522910 7,800
125,300SH DEFINED01 125,300 0 0
Aon Corp Com 03738910 2,215
68,675SH DEFINED01 68,675 0 0
Apache Corp Com 03741110 1,517
30,500SH DEFINED01 30,500 0 0
Apple Computer Com 03783310 5,854
43,100SH DEFINED01 43,100 0 0
Applied Materials Inc Com 03822210 18,963
201,200SH DEFINED01 201,200 0 0
Arch Coal Inc Com 33
4,749SH DEFINED01 4,749 0 0
Archer-Daniels Midland Com 03948310 1,707
165,503SH DEFINED01 165,503 0 0
Armstrong World Com 04247610 191
10,700SH DEFINED01 10,700 0 0
Ashland Inc Com 04420410 642
19,300SH DEFINED01 19,300 0 0
Associates First Capital - A Com 04600810 4,171
195,124SH DEFINED01 195,124 0 0
Atlantic Richfield Co Com 04882510 7,344
86,400SH DEFINED01 86,400 0 0
Autodesk Inc Com 05276910 719
15,800SH DEFINED01 15,800 0 0
Automatic Data Processing In Com 05301510 8,005
165,900SH DEFINED01 165,900 0 0
Autozone Inc Com 05333210 1,107
39,900SH DEFINED01 39,900 0 0
Avery Dennison Corp Com 05361110 1,862
30,500SH DEFINED01 30,500 0 0
Avon Products Com 05430310 2,045
69,900SH DEFINED01 69,900 0 0
B B & T Corp Com 05493710 2,405
85,700SH DEFINED01 85,700 0 0
Baker Hughes Com 05722410 2,666
88,140SH DEFINED01 88,140 0 0
Ball Corp Com 05849810 252
7,300SH DEFINED01 7,300 0 0
Bank New York Inc Com 06405710 8,192
197,100SH DEFINED01 197,100 0 0
Bank of America Corp Com 06050510 24,280
463,036SH DEFINED01 463,036 0 0
Bank One Corp Com 06423A10 10,845
314,348SH DEFINED01 314,348 0 0
Bard (CR) Inc Com 06738310 530
13,700SH DEFINED01 13,700 0 0
Barrick Gold Corp Com 06790110 1,639
104,500SH DEFINED01 104,500 0 0
Battle Mountain Gold Co Com 07159310 104
53,700SH DEFINED01 53,700 0 0
Bausch & Lomb Com 07170710 804
15,400SH DEFINED01 15,400 0 0
Baxter International Inc Com 07181310 4,890
78,000SH DEFINED01 78,000 0 0
Bear Stearns Companies Inc Com 07390210 1,497
32,807SH DEFINED01 32,807 0 0
Becton Dickinson Com 07588710 1,766
67,100SH DEFINED01 67,100 0 0
Bed Bath & Beyond Inc Com 07589610 1,473
37,400SH DEFINED01 37,400 0 0
Bell Atlantic Corp Com 07785310 25,439
416,176SH DEFINED01 416,176 0 0
BellSouth Com 07986010 23,691
505,400SH DEFINED01 505,400 0 0
Bemis Co Com 08143710 516
14,000SH DEFINED01 14,000 0 0
Best Buy Co Inc Com 08651610 4,696
54,600SH DEFINED01 54,600 0 0
Bestfoods Com 08658U10 3,502
74,800SH DEFINED01 74,800 0 0
Bethlehem Steel Com 08750910 185
30,800SH DEFINED01 30,800 0 0
Biogen Inc Com 2,802
40,100SH DEFINED01 40,100 0 0
Biomet Inc Com 09061310 1,095
30,100SH DEFINED01 30,100 0 0
Black & Decker Corp Com 09179710 875
23,300SH DEFINED01 23,300 0 0
Block H&R Com 09367110 1,172
26,200SH DEFINED01 26,200 0 0
BMC Software Inc Com 05592110 3,165
64,100SH DEFINED01 64,100 0 0
Boeing Co Com 09702310 9,733
257,414SH DEFINED01 257,414 0 0
Boise Cascade Com 09738310 532
15,300SH DEFINED01 15,300 0 0
Boston Scientific Corp Com 10113710 2,364
110,900SH DEFINED01 110,900 0 0
Briggs & Stratton Com 10904310 247
6,000SH DEFINED01 6,000 0 0
Bristol-Myers Squibb Co Com 11012210 30,879
532,400SH DEFINED01 532,400 0 0
Brown-Forman Inc Com 11563720 1,002
18,400SH DEFINED01 18,400 0 0
Brunswick Corp Com 11704310 468
24,700SH DEFINED01 24,700 0 0
Burlington Northern Santa Fe Com 12189T10 2,835
124,635SH DEFINED01 124,635 0 0
Burlington Resources Com 12201410 1,759
47,545SH DEFINED01 47,545 0 0
Cabletron Systems Inc Com 12692010 1,372
46,700SH DEFINED01 46,700 0 0
Campbell Soup Com 13442910 3,579
116,400SH DEFINED01 116,400 0 0
Capital One Financial Corp Com 14040H10 2,536
52,900SH DEFINED01 52,900 0 0
Cardinal Health Inc Com 14149Y10 3,351
73,050SH DEFINED01 73,050 0 0
Carnival Corp Com 14365810 4,079
164,400SH DEFINED01 164,400 0 0
Carolina Power & Light Co Com 14414110 1,388
42,800SH DEFINED01 42,800 0 0
Caterpillar Inc Com 14912310 3,758
95,300SH DEFINED01 95,300 0 0
CBS Corp Com 12490K10 11,573
204,371SH DEFINED01 204,371 0 0
Cendant Corp Com 15131310 3,573
193,123SH DEFINED01 193,123 0 0
Centex Corp Com 15231210 381
16,000SH DEFINED01 16,000 0 0
Central & South West Com 15235710 976
57,000SH DEFINED01 57,000 0 0
Centurytel Inc Com 15670010 1,387
37,350SH DEFINED01 37,350 0 0
Ceridian Corp Com 15677T10 744
38,800SH DEFINED01 38,800 0 0
Champion International Com 15852510 1,369
25,700SH DEFINED01 25,700 0 0
Chase Manhattan Corp Com 16161A10 19,453
223,116SH DEFINED01 223,116 0 0
Chevron Corp Com 16675110 16,251
175,800SH DEFINED01 175,800 0 0
Chubb Corp Com 17123210 3,189
47,200SH DEFINED01 47,200 0 0
Cigna Corp Com 12550910 4,045
53,400SH DEFINED01 53,400 0 0
Cincinnati Financial Corp Com 17206210 1,663
44,200SH DEFINED01 44,200 0 0
Cinergy Corp Com 17247410 916
42,618SH DEFINED01 42,618 0 0
Circuit City Stores Com 17273710 3,281
53,900SH DEFINED01 53,900 0 0
Cisco Systems Com 17275R10 140,871
1,822,10SH DEFINED01 1,822,100 0 0
Citigroup Inc Com 17296710 54,205
905,296SH DEFINED01 905,296 0 0
Citrix Systems Inc Com 17737610 3,114
47,000SH DEFINED01 47,000 0 0
Clear Channel Communications Com 18450210 6,250
90,500SH DEFINED01 90,500 0 0
Clorox Co Com 18905410 2,089
63,300SH DEFINED01 63,300 0 0
CMS Energy Corp Com 12589610 573
31,600SH DEFINED01 31,600 0 0
Coastal Corp Com 19044110 2,631
57,200SH DEFINED01 57,200 0 0
Coca Cola Co Com 19121610 31,068
661,900SH DEFINED01 661,900 0 0
Coca Cola Enterprises Com 19121910 2,456
113,900SH DEFINED01 113,900 0 0
Colgate-Palmolive Com 19416210 8,811
156,300SH DEFINED01 156,300 0 0
Columbia Energy Group Com 19764810 1,304
22,000SH DEFINED01 22,000 0 0
Columbia/HCA Healthcare Com 19767710 3,828
151,230SH DEFINED01 151,230 0 0
Comcast Corp CL A Spl Com 20030020 10,054
231,800SH DEFINED01 231,800 0 0
Comerica Inc Com 20034010 1,755
41,900SH DEFINED01 41,900 0 0
Compaq Computer Com 20449310 12,304
455,713SH DEFINED01 455,713 0 0
Computer Associates Int'l Com 20491210 8,530
144,112SH DEFINED01 144,112 0 0
Computer Sciences Corp Com 20536310 3,394
42,900SH DEFINED01 42,900 0 0
Compuware Corp Com 20563810 2,016
95,700SH DEFINED01 95,700 0 0
Comverse Technology Inc Com 20586240 3,534
18,700SH DEFINED01 18,700 0 0
Conagra Inc Com 20588710 2,373
130,900SH DEFINED01 130,900 0 0
Conexant Systems Inc Com 3,728
52,500SH DEFINED01 52,500 0 0
Conoco Inc Cl B Com 20825140 4,308
168,100SH DEFINED01 168,100 0 0
Conseco Inc Com 20846410 1,003
87,652SH DEFINED01 87,652 0 0
Consolidated Edison Inc Com 20911510 1,724
59,200SH DEFINED01 59,200 0 0
Consolidated Stores Corp Com 21014910 336
29,500SH DEFINED01 29,500 0 0
Constellation Energy Group I Com 21037110 1,277
40,050SH DEFINED01 40,050 0 0
Cooper Industries Com 21666910 886
25,300SH DEFINED01 25,300 0 0
Cooper Tire & Rubber Com 21683110 200
15,900SH DEFINED01 15,900 0 0
Coors (Adolph) Com 21701610 475
9,900SH DEFINED01 9,900 0 0
Corning Inc Com 21935010 12,726
65,600SH DEFINED01 65,600 0 0
Costco Wholesale Corp Com 22160K10 6,227
118,472SH DEFINED01 118,472 0 0
Countrywide Credit Ind Inc Com 22237210 826
30,300SH DEFINED01 30,300 0 0
Crane Co Com 22439910 325
13,800SH DEFINED01 13,800 0 0
Crown Cork & Seal Co Com 22825510 525
32,800SH DEFINED01 32,800 0 0
CSX Corp Com 12640810 1,370
58,300SH DEFINED01 58,300 0 0
Cummins Engine Co Inc Com 23102110 421
11,200SH DEFINED01 11,200 0 0
CVS Corp Com 12665010 3,944
105,000SH DEFINED01 105,000 0 0
Dana Corp Com 23581110 1,252
44,418SH DEFINED01 44,418 0 0
Danaher Corp Com 23585110 1,943
38,100SH DEFINED01 38,100 0 0
Darden Restaurants Inc Com 23719410 631
35,400SH DEFINED01 35,400 0 0
Deere & Co Com 24419910 2,379
62,600SH DEFINED01 62,600 0 0
Dell Computer Corp Com 24702510 36,737
681,100SH DEFINED01 681,100 0 0
Delphi Automotive Systems Com 24712610 2,423
151,427SH DEFINED01 151,427 0 0
Delta Airlines Inc Com 24736110 2,002
37,600SH DEFINED01 37,600 0 0
Deluxe Corp Com 24801910 538
20,300SH DEFINED01 20,300 0 0
Devon Energy Corp Com 25179M10 180
3,714SH DEFINED01 3,714 0 0
Dillard's Inc Com 25406710 472
28,700SH DEFINED01 28,700 0 0
Disney Walt Co (Holding Co) Com 25468710 22,802
552,782SH DEFINED01 552,782 0 0
Dollar General Corp Com 25666910 1,619
60,231SH DEFINED01 60,231 0 0
Dominion Resources Com 25746U10 3,173
82,562SH DEFINED01 82,562 0 0
Donnelley (RR) & Sons Com 25786710 716
34,200SH DEFINED01 34,200 0 0
Dover Corp Com 26000310 2,676
55,900SH DEFINED01 55,900 0 0
Dow Chemical Co Com 26054310 6,726
59,000SH DEFINED01 59,000 0 0
Dow Jones & Co Inc Com 26056110 1,752
24,400SH DEFINED01 24,400 0 0
DTE Energy Co Com 23333110 1,135
38,900SH DEFINED01 38,900 0 0
Duke Energy Corp Com 26439910 5,134
97,794SH DEFINED01 97,794 0 0
Dun & Bradstreet Corp Com 26483B10 1,237
43,200SH DEFINED01 43,200 0 0
DuPont (EI) De Nemours Com 26353410 15,292
288,862SH DEFINED01 288,862 0 0
Eastern Enterprises Com 27637F10 431
7,200SH DEFINED01 7,200 0 0
Eastman Chemical Co Com 27743210 953
20,950SH DEFINED01 20,950 0 0
Eastman Kodak Com 27746110 4,606
84,800SH DEFINED01 84,800 0 0
Eaton Corp Com 27805810 1,513
19,400SH DEFINED01 19,400 0 0
Ecolab Inc Com 27886510 1,273
34,700SH DEFINED01 34,700 0 0
Edison International Com 28102010 1,542
93,100SH DEFINED01 93,100 0 0
El Paso Energy Corp Com 28390510 2,467
61,100SH DEFINED01 61,100 0 0
Electronic Data Systems Com 28566110 8,479
132,100SH DEFINED01 132,100 0 0
EMC Corp Com 26864810 34,643
274,943SH DEFINED01 274,943 0 0
Emerson Electric Com 29101110 6,189
116,500SH DEFINED01 116,500 0 0
Englehard Corp Com 29284510 510
33,737SH DEFINED01 33,737 0 0
Enron Corp Com 29356110 14,324
191,300SH DEFINED01 191,300 0 0
Entergy Corp Com 29364G10 1,336
66,200SH DEFINED01 66,200 0 0
Equifax Inc Com 29442910 972
38,500SH DEFINED01 38,500 0 0
Exxon Mobil Corp Com 30231G10 72,318
927,899SH DEFINED01 927,899 0 0
Fannie Mae Com 31358610 15,538
274,700SH DEFINED01 274,700 0 0
Federal Home Loan Mortgage Com 31340030 8,232
186,300SH DEFINED01 186,300 0 0
Federated Dept Stores Inc De Com 31410H10 2,362
55,900SH DEFINED01 55,900 0 0
Fedex Corp Com 31428X10 3,094
79,720SH DEFINED01 79,720 0 0
Fifth Third Bancorp Com 31677310 4,583
72,750SH DEFINED01 72,750 0 0
First Data Corp Com 31996310 5,103
115,000SH DEFINED01 115,000 0 0
First Union Corp Com 33735810 9,551
256,414SH DEFINED01 256,414 0 0
Firstar Corp Com 33763V10 6,053
263,912SH DEFINED01 263,912 0 0
Firstenergy Corp Com 33793210 1,293
62,700SH DEFINED01 62,700 0 0
Fleetboston Financial Corp Com 33903010 8,999
246,557SH DEFINED01 246,557 0 0
Fleetwood Enterprises Com 33909910 125
8,500SH DEFINED01 8,500 0 0
Florida Progress Corp Com 34110910 1,207
26,300SH DEFINED01 26,300 0 0
Fluor Corp Com 34386110 629
20,300SH DEFINED01 20,300 0 0
FMC Corp Com 30249130 384
6,800SH DEFINED01 6,800 0 0
Ford Motor Co Com 34537010 14,898
324,300SH DEFINED01 324,300 0 0
Fort James Corp Com 34747110 1,302
59,200SH DEFINED01 59,200 0 0
Fortune Brands Inc Com 34963110 1,115
44,600SH DEFINED01 44,600 0 0
Foster Wheeler Corp Com 35024410 64
9,500SH DEFINED01 9,500 0 0
FPL Group Com 30257110 2,211
48,000SH DEFINED01 48,000 0 0
Franklin Resources Inc Com 35461310 2,260
67,600SH DEFINED01 67,600 0 0
Freeport-McMoran Copper & Go Com 35671D85 528
43,800SH DEFINED01 43,800 0 0
Fruit of the Loom Cl A Com G3682L10 17
14,500SH DEFINED01 14,500 0 0
Gannett Co Com 36473010 5,278
75,000SH DEFINED01 75,000 0 0
Gap (The) Com 36476010 11,449
229,850SH DEFINED01 229,850 0 0
Gartner Group Inc Cl B Com 36665120 112
8,384SH DEFINED01 8,384 0 0
Gateway Inc Com 36762610 4,456
84,000SH DEFINED01 84,000 0 0
General Dynamics Com 36955010 2,657
53,400SH DEFINED01 53,400 0 0
General Electric Co Com 36960410 136,826
879,200SH DEFINED01 879,200 0 0
General Mills Com 37033410 2,967
82,000SH DEFINED01 82,000 0 0
General Motors Corp Com 37044210 14,302
172,700SH DEFINED01 172,700 0 0
Genuine Parts Com 37246010 1,145
47,975SH DEFINED01 47,975 0 0
Georgia Pacific Corp Com 37329810 1,820
46,000SH DEFINED01 46,000 0 0
Gillette Co Com 37576610 10,960
290,800SH DEFINED01 290,800 0 0
Global Crossing Com G3921A10 8,431
205,945SH DEFINED01 205,945 0 0
Golden West Financial Com 38131710 1,375
44,100SH DEFINED01 44,100 0 0
Goodrich (BF) Com 38238810 843
29,400SH DEFINED01 29,400 0 0
Goodyear Tire & Rubber Com 38255010 977
41,900SH DEFINED01 41,900 0 0
GPU Inc Com 36225X10 920
33,600SH DEFINED01 33,600 0 0
Grace W R & Co New Com 38388F10 230
17,900SH DEFINED01 17,900 0 0
Grainger (WW) Inc Com 38480210 1,356
25,000SH DEFINED01 25,000 0 0
Great A & P Com 39006410 179
9,200SH DEFINED01 9,200 0 0
Great Lakes Chemical Com 39056810 534
15,700SH DEFINED01 15,700 0 0
GTE Corp Com 36232010 18,666
262,900SH DEFINED01 262,900 0 0
Guidant Corp Com 40169810 4,769
81,000SH DEFINED01 81,000 0 0
Halliburton Co Com 40621610 4,865
118,300SH DEFINED01 118,300 0 0
Harcourt General Corp. Com 41163G10 711
19,100SH DEFINED01 19,100 0 0
Harley Davidson Inc Com 3,207
40,400SH DEFINED01 40,400 0 0
Harrah's Entertainment Inc Com 41361910 639
34,400SH DEFINED01 34,400 0 0
Hartford Finl Svcs Group Com 41651510 3,197
60,600SH DEFINED01 60,600 0 0
Hasbro Inc Com 41805610 871
52,175SH DEFINED01 52,175 0 0
Healthsouth Corp Com 42192410 632
111,200SH DEFINED01 111,200 0 0
Heinz (HJ) Co Com 42307410 3,351
96,100SH DEFINED01 96,100 0 0
Helmerich & Payne Com 42345210 363
11,700SH DEFINED01 11,700 0 0
Hercules Inc Com 42705610 458
28,400SH DEFINED01 28,400 0 0
Hershey Foods Com 42786610 1,823
37,400SH DEFINED01 37,400 0 0
Hewlett Packard Co Com 42823610 36,076
271,500SH DEFINED01 271,500 0 0
Hilton Hotels Com 43284810 529
68,300SH DEFINED01 68,300 0 0
Home Depot Com 43707610 38,463
596,322SH DEFINED01 596,322 0 0
Homestake Mining Com 43761410 419
69,800SH DEFINED01 69,800 0 0
Honeywell International Inc Com 43851610 11,150
211,625SH DEFINED01 211,625 0 0
Household International Com 44181510 4,785
128,252SH DEFINED01 128,252 0 0
Humana Inc Com 44485910 249
34,100SH DEFINED01 34,100 0 0
Huntington Bancshares Com 44615010 1,381
61,712SH DEFINED01 61,712 0 0
Huttig Building Com 44845110 14
3,066SH DEFINED01 3,066 0 0
Ikon Office Solutions Inc Com 45171310 201
32,500SH DEFINED01 32,500 0 0
Illinois Tool Works Com 45230810 3,713
67,200SH DEFINED01 67,200 0 0
IMS Health Inc Com 44993410 1,421
83,900SH DEFINED01 83,900 0 0
Inco Ltd Com 45325840 946
51,500SH DEFINED01 51,500 0 0
Ingersoll-Rand Com 45686610 1,958
44,250SH DEFINED01 44,250 0 0
Intel Corp Com 45814010 116,989
886,700SH DEFINED01 886,700 0 0
International Business Machi Com 45920010 57,218
484,900SH DEFINED01 484,900 0 0
International Flavors/Frag Com 45950610 996
28,400SH DEFINED01 28,400 0 0
International Paper Com 46014610 4,739
110,861SH DEFINED01 110,861 0 0
Interpublic Group Cos Inc Com 46069010 3,572
75,600SH DEFINED01 75,600 0 0
ITT Inds Inc Com 45091110 714
23,000SH DEFINED01 23,000 0 0
Jefferson-Pilot Com 47507010 1,883
28,287SH DEFINED01 28,287 0 0
Johnson & Johnson Com 47816010 25,318
360,400SH DEFINED01 360,400 0 0
Johnson Controls Com 47836610 1,238
22,900SH DEFINED01 22,900 0 0
Jostens Inc Com 48108810 229
9,400SH DEFINED01 9,400 0 0
K Mart Corp Com 48258410 1,282
132,300SH DEFINED01 132,300 0 0
Kansas City Southern Inds Com 48517010 2,544
29,600SH DEFINED01 29,600 0 0
Kaufman & Broad Home Corp Com 48616810 195
9,100SH DEFINED01 9,100 0 0
Kellogg Co Com 48783610 2,796
108,600SH DEFINED01 108,600 0 0
Kerr-McGee Com 49238610 1,338
23,170SH DEFINED01 23,170 0 0
Keycorp New Com 49326710 2,286
120,300SH DEFINED01 120,300 0 0
Kimberly Clark Corp Com 49436810 8,004
142,768SH DEFINED01 142,768 0 0
KLA-Tencor Corp Com 48248010 3,977
47,200SH DEFINED01 47,200 0 0
Knight-Ridder News Com 49904010 1,112
21,700SH DEFINED01 21,700 0 0
Kohls Corp Com 50025510 4,469
43,600SH DEFINED01 43,600 0 0
Kroger Co Com 50104410 3,904
222,300SH DEFINED01 222,300 0 0
Laidlaw Inc Com 50730K50 127
88,500SH DEFINED01 88,500 0 0
LANIER WORLD WIDE INC Com 51589L10 44
21,400SH DEFINED01 21,400 0 0
Leggett and Platt Com 52466010 1,129
52,500SH DEFINED01 52,500 0 0
Lehman Brothers Com 52490810 3,114
32,100SH DEFINED01 32,100 0 0
Lexmark International Group Com 52977110 3,648
34,500SH DEFINED01 34,500 0 0
Lilly (Eli) & Co Com 53245710 18,343
292,900SH DEFINED01 292,900 0 0
Limited Inc Com 53271610 2,418
57,400SH DEFINED01 57,400 0 0
Lincoln National Com 53418710 1,786
53,300SH DEFINED01 53,300 0 0
Linear Technology Corp Com 53567810 4,378
79,600SH DEFINED01 79,600 0 0
Liz Claiborne Inc Com 53932010 609
13,300SH DEFINED01 13,300 0 0
Lockheed Martin Com 53983010 2,165
105,942SH DEFINED01 105,942 0 0
Loew's Corp Com 54042410 1,440
28,800SH DEFINED01 28,800 0 0
Longs Drug Stores Com 54316210 177
7,800SH DEFINED01 7,800 0 0
Louisiana Pacific Com 54634710 400
28,800SH DEFINED01 28,800 0 0
Lowe's Cos Com 54866110 5,966
102,200SH DEFINED01 102,200 0 0
LSI Logic Corp Com 50216110 5,737
79,000SH DEFINED01 79,000 0 0
Lucent Technologies Inc Com 54946310 50,305
821,301SH DEFINED01 821,301 0 0
Mallinckrodt Inc Com 56123210 546
19,000SH DEFINED01 19,000 0 0
Manor Care Inc Com 56405510 387
28,700SH DEFINED01 28,700 0 0
Marriott International Cl A Com 57190320 2,101
66,700SH DEFINED01 66,700 0 0
Marsh & McLennan Inc Com 57174810 7,810
70,800SH DEFINED01 70,800 0 0
Masco Corp Com 57459910 2,433
118,700SH DEFINED01 118,700 0 0
Mattel Inc Com 57708110 1,183
112,666SH DEFINED01 112,666 0 0
May Dept Stores Co Com 57777810 2,552
89,550SH DEFINED01 89,550 0 0
Maytag Co Com 57859210 775
23,400SH DEFINED01 23,400 0 0
MBIA Inc Com 55262C10 1,395
26,800SH DEFINED01 26,800 0 0
MBNA Corp Com 55262L10 5,481
214,952SH DEFINED01 214,952 0 0
McDermott International Com 58003710 111
12,100SH DEFINED01 12,100 0 0
McDonald's Corp Com 58013510 13,571
363,100SH DEFINED01 363,100 0 0
McGraw-Hill Com 58064510 2,402
52,800SH DEFINED01 52,800 0 0
MCI Worldcom Inc Com 55268B10 34,128
753,171SH DEFINED01 753,171 0 0
Mckesson HBOC Inc Com 58155Q10 1,584
75,432SH DEFINED01 75,432 0 0
Mead Corp Com 58283410 957
27,400SH DEFINED01 27,400 0 0
Mediaone Group Inc Com 58440J10 13,171
162,600SH DEFINED01 162,600 0 0
Medtronic Inc Com 58505510 16,182
314,600SH DEFINED01 314,600 0 0
Mellon Financial Corp Com 58551A10 4,100
137,800SH DEFINED01 137,800 0 0
Merck & Co Com 58933110 39,058
628,700SH DEFINED01 628,700 0 0
Meredith Corp Com 58943310 385
13,900SH DEFINED01 13,900 0 0
Merrill Lynch Com 59018810 10,406
99,100SH DEFINED01 99,100 0 0
MGIC Investment Corp Com 55284810 1,278
29,300SH DEFINED01 29,300 0 0
Micron Technology Com 59511210 8,455
67,100SH DEFINED01 67,100 0 0
Microsoft Com 59491810 147,167
1,385,10SH DEFINED01 1,385,100 0 0
Milacron Inc Com 59870910 134
9,300SH DEFINED01 9,300 0 0
Millipore Corp Com 60107310 576
10,200SH DEFINED01 10,200 0 0
Minnesota Mining & Manufactu Com 60405910 9,565
108,000SH DEFINED01 108,000 0 0
Mirage Resorts Inc Com 60462E10 1,033
53,300SH DEFINED01 53,300 0 0
Molex Inc Com 60855410 3,048
51,875SH DEFINED01 51,875 0 0
Momemtum Business Applicatio Com 60877P10 7
948SH DEFINED01 948 0 0
Moore Corp Com 61578510 78
20,700SH DEFINED01 20,700 0 0
Morgan (JP) & Co Com 61688010 6,205
47,100SH DEFINED01 47,100 0 0
Morgan Stanley Dean Witter & Com 61744644 25,345
305,822SH DEFINED01 305,822 0 0
Motorola Inc Com 62007610 27,672
189,537SH DEFINED01 189,537 0 0
Nabisco Group Holding Com 62952P10 1,054
87,400SH DEFINED01 87,400 0 0
Nacco Ind Cl A Com 62957910 96
2,000SH DEFINED01 2,000 0 0
National City Corp Com 63540510 3,418
165,700SH DEFINED01 165,700 0 0
National Semiconductor Com 63764010 2,734
45,000SH DEFINED01 45,000 0 0
National Service Industries Com 63765710 179
8,500SH DEFINED01 8,500 0 0
Navistar International Com 63934E10 711
17,720SH DEFINED01 17,720 0 0
Neiman Marcus Group Inc Cl B Com 64020430 158
5,754SH DEFINED01 5,754 0 0
Network Appliance Inc Com 64120L10 6,521
78,800SH DEFINED01 78,800 0 0
New Century Energies Com 64352U10 929
30,900SH DEFINED01 30,900 0 0
New York Times Cl A Com 65011110 2,005
46,700SH DEFINED01 46,700 0 0
Newell Rubbermaid Inc Com 65122910 1,874
75,543SH DEFINED01 75,543 0 0
Newmont Mining Com 65163910 1,007
44,858SH DEFINED01 44,858 0 0
Nextel Communications Inc A Com 65332V10 14,365
96,900SH DEFINED01 96,900 0 0
Niagara Mohawk Holdings Inc Com 65352010 678
50,200SH DEFINED01 50,200 0 0
Nicor Inc Com 65408610 415
12,600SH DEFINED01 12,600 0 0
Nike Inc Com 65410610 2,988
75,400SH DEFINED01 75,400 0 0
Nordstrom Com 65566410 1,109
37,600SH DEFINED01 37,600 0 0
Norfolk Southern Corp Com 65584410 1,454
102,000SH DEFINED01 102,000 0 0
Nortel Networks Corp Com 65656910 48,485
384,420SH DEFINED01 384,420 0 0
Northern States Power Com 66577210 821
41,300SH DEFINED01 41,300 0 0
Northern Trust Corp Com 66585910 4,040
59,800SH DEFINED01 59,800 0 0
Northrop Gruman Corp Com 66680710 985
18,600SH DEFINED01 18,600 0 0
Novell Com 67000610 2,571
89,800SH DEFINED01 89,800 0 0
Nucor Corp Com 67034610 1,170
23,400SH DEFINED01 23,400 0 0
Occidental Petroleum Com 67459910 1,938
93,400SH DEFINED01 93,400 0 0
Office Depot Inc Com 67622010 1,162
100,500SH DEFINED01 100,500 0 0
Old Kentucky Financial Corp Com 67983310 1,018
31,800SH DEFINED01 31,800 0 0
Omnicom Group Com 68191910 4,457
47,600SH DEFINED01 47,600 0 0
Oneok Inc Com 68268010 188
7,500SH DEFINED01 7,500 0 0
Oracle Corp Com 68389X10 58,655
751,386SH DEFINED01 751,386 0 0
Owens Corning Com 69073F10 215
11,100SH DEFINED01 11,100 0 0
Owens-Illinois Inc Com 69076840 705
41,800SH DEFINED01 41,800 0 0
P G & E Corp Com 69331C10 2,161
102,900SH DEFINED01 102,900 0 0
Paccar Inc Com 69371810 1,048
20,960SH DEFINED01 20,960 0 0
PACTIV CORP Com 69525710 397
45,700SH DEFINED01 45,700 0 0
Paine Webber Group Inc Com 69562910 1,716
39,000SH DEFINED01 39,000 0 0
Pall Corp Com 69642930 746
33,233SH DEFINED01 33,233 0 0
Parametric Technology Corp Com 69917310 1,521
72,200SH DEFINED01 72,200 0 0
Parker-Hannifin Com 70109410 1,203
29,125SH DEFINED01 29,125 0 0
Paychex Inc Com 70432610 3,454
65,950SH DEFINED01 65,950 0 0
PE Corp Biosystems Group Com 69332S10 5,269
54,600SH DEFINED01 54,600 0 0
PECO Energy Co Com 69330410 1,844
50,000SH DEFINED01 50,000 0 0
Penney (JC) Com 70816010 1,050
70,600SH DEFINED01 70,600 0 0
Peoples Energy Com 71103010 198
7,200SH DEFINED01 7,200 0 0
Peoplesoft Inc Com 71271310 1,304
65,200SH DEFINED01 65,200 0 0
Pep Boys Manny Moe & Jack Com 71327810 88
14,800SH DEFINED01 14,800 0 0
Pepsico Inc Com 71344810 13,671
392,000SH DEFINED01 392,000 0 0
Perkinelmer Inc Com 71404610 705
10,600SH DEFINED01 10,600 0 0
Pfizer Inc Com 71708110 37,977
1,038,70SH DEFINED01 1,038,700 0 0
Pharmacia Corp Com 61166210 17,072
331,502SH DEFINED01 331,502 0 0
Phelps Dodge Com 71726510 1,097
23,147SH DEFINED01 23,147 0 0
Philip Morris Companies Inc Com 71815410 13,535
640,700SH DEFINED01 640,700 0 0
Phillips Petroleum Com 71850710 3,140
67,900SH DEFINED01 67,900 0 0
Pinnacle West Capital Com 72348410 637
22,600SH DEFINED01 22,600 0 0
Pitney-Bowes Inc Com 72447910 3,204
71,700SH DEFINED01 71,700 0 0
Placer Dome Com 72590610 709
87,300SH DEFINED01 87,300 0 0
PNC Financial Services Group Com 69347510 3,673
81,500SH DEFINED01 81,500 0 0
Polaroid Corp Com 73109510 283
11,900SH DEFINED01 11,900 0 0
Potlatch Corp Com 73762810 292
6,800SH DEFINED01 6,800 0 0
PPG Industries Com 69350610 2,433
46,500SH DEFINED01 46,500 0 0
PPL Corp Com 69349910 886
42,300SH DEFINED01 42,300 0 0
Praxair Inc Com 74005P10 1,777
42,700SH DEFINED01 42,700 0 0
Price T.Rowe Assciation Com 74147710 1,280
32,400SH DEFINED01 32,400 0 0
Procter & Gamble Com 74271810 20,120
356,100SH DEFINED01 356,100 0 0
Progressive Corp Ohio Com 74331510 1,491
19,600SH DEFINED01 19,600 0 0
Providian Corp Com 74406A10 3,296
38,050SH DEFINED01 38,050 0 0
Public Service Enterprise In Com 74457310 1,742
58,800SH DEFINED01 58,800 0 0
Pulte Corp Com 74586710 184
8,800SH DEFINED01 8,800 0 0
Quaker Oats Com 74740210 2,176
35,900SH DEFINED01 35,900 0 0
Qualcomm Inc Com 74752510 29,340
196,500SH DEFINED01 196,500 0 0
Quintiles Transnational Cp Com 74876710 524
30,700SH DEFINED01 30,700 0 0
Ralston Purina Com 75127730 2,384
86,700SH DEFINED01 86,700 0 0
Raytheon Co Cl B Com 75511140 1,606
90,500SH DEFINED01 90,500 0 0
Reebok International Com 75811010 121
13,100SH DEFINED01 13,100 0 0
Regions Financial Corp Com 75894010 1,369
60,000SH DEFINED01 60,000 0 0
Reliant Energy Inc Com 75952J10 1,868
79,262SH DEFINED01 79,262 0 0
Reynolds Metals Com 76176310 1,130
16,900SH DEFINED01 16,900 0 0
Rite Aid Com 76775410 390
69,400SH DEFINED01 69,400 0 0
Rockwell International Com 77390310 2,145
51,300SH DEFINED01 51,300 0 0
Rohm & Haas Com 77537110 2,603
58,330SH DEFINED01 58,330 0 0
Rowan Companies Inc Com 77938210 645
21,900SH DEFINED01 21,900 0 0
Royal Dutch Petroleum Co Com 78025780 33,231
574,800SH DEFINED01 574,800 0 0
Russell Corp Com 78235210 90
6,300SH DEFINED01 6,300 0 0
Ryder System Com 78354910 340
15,000SH DEFINED01 15,000 0 0
Sabre Holdings Corp Com 2,304
63,122SH DEFINED01 63,122 0 0
Safeco Corp Com 78642910 938
35,300SH DEFINED01 35,300 0 0
Safeway Inc Com 78651420 6,190
136,800SH DEFINED01 136,800 0 0
Sara Lee Corp Com 80311110 4,360
242,200SH DEFINED01 242,200 0 0
SBC Communications Inc Com 78387G10 38,551
915,169SH DEFINED01 915,169 0 0
Schering-Plough Corp Com 80660510 14,612
393,600SH DEFINED01 393,600 0 0
Schlumberger Ltd Com 80685710 11,230
146,800SH DEFINED01 146,800 0 0
Schwab (Charles) Corp Com 80851310 12,453
219,200SH DEFINED01 219,200 0 0
Scientific-Atlanta Com 80865510 2,593
41,000SH DEFINED01 41,000 0 0
Seagate Technology Inc Com 81180410 3,686
59,700SH DEFINED01 59,700 0 0
Seagram Ltd Com 81185010 6,896
115,900SH DEFINED01 115,900 0 0
Sealed Air Corp Com 81211K10 1,216
22,397SH DEFINED01 22,397 0 0
Sears Roebuck & Co Com 81238710 3,124
102,000SH DEFINED01 102,000 0 0
Sempra Energy Com 81685110 1,079
64,426SH DEFINED01 64,426 0 0
Service Corp International Com 81756510 219
72,900SH DEFINED01 72,900 0 0
Shared Medical Systems Com 81948610 275
5,300SH DEFINED01 5,300 0 0
Sherwin-Williams Com 82434810 1,004
45,400SH DEFINED01 45,400 0 0
Sigma Aldrich Corp Com 82655210 726
27,000SH DEFINED01 27,000 0 0
Silicon Graphics Com 82705610 534
50,600SH DEFINED01 50,600 0 0
SLM Holding Corp Com 78442A10 1,436
43,100SH DEFINED01 43,100 0 0
Snap-on Inc Com 83303410 460
17,550SH DEFINED01 17,550 0 0
Solectron Corp Com 83418210 5,802
144,600SH DEFINED01 144,600 0 0
Southern Co Com 84258710 3,982
183,100SH DEFINED01 183,100 0 0
Southtrust Corp Com 84473010 1,142
44,900SH DEFINED01 44,900 0 0
Southwest Airlines Com 84474110 2,811
135,075SH DEFINED01 135,075 0 0
Springs Industries Inc Com 85178310 186
4,900SH DEFINED01 4,900 0 0
Sprint Corp Com 85206110 14,706
232,500SH DEFINED01 232,500 0 0
Sprint Corp (PCS Group) Com 85206150 15,438
235,700SH DEFINED01 235,700 0 0
St Jude Medical Inc Com 79084910 586
22,700SH DEFINED01 22,700 0 0
St Paul Cos Com 79286010 2,073
60,760SH DEFINED01 60,760 0 0
Stanley Works Com 85461610 628
23,800SH DEFINED01 23,800 0 0
Staples Inc Com 85503010 2,491
124,550SH DEFINED01 124,550 0 0
State Street Corp Com 85747710 4,185
43,200SH DEFINED01 43,200 0 0
Summit Bancorp Com 86600510 1,247
47,500SH DEFINED01 47,500 0 0
Sun Microsystems Inc Com 86681010 38,868
414,800SH DEFINED01 414,800 0 0
Sunoco Inc Com 86764P10 665
24,300SH DEFINED01 24,300 0 0
Suntrust Banks Com 86791410 4,978
86,200SH DEFINED01 86,200 0 0
Super Valu Stores Com 86853610 704
37,200SH DEFINED01 37,200 0 0
Synovus Financial Corp Com 87161C10 1,373
72,750SH DEFINED01 72,750 0 0
Sysco Corp Com 87182910 3,204
88,700SH DEFINED01 88,700 0 0
Tandy Corp Com 87538210 2,629
51,800SH DEFINED01 51,800 0 0
Target Corp Com 87612E10 8,858
118,500SH DEFINED01 118,500 0 0
Tektronix Inc Com 87913110 683
12,200SH DEFINED01 12,200 0 0
TELEDYNE TECHNOLOGY Com 87936010 127
7,296SH DEFINED01 7,296 0 0
Tellabs Inc Com 87966410 6,613
105,000SH DEFINED01 105,000 0 0
Temple-Inland Com 87986810 747
15,000SH DEFINED01 15,000 0 0
Tenet Healthcare Corp Com 88033G10 1,934
83,200SH DEFINED01 83,200 0 0
Tenneco Automotive Inc Com 88034910 73
9,140SH DEFINED01 9,140 0 0
Teradyne Inc Com 88077010 3,764
45,900SH DEFINED01 45,900 0 0
Texaco Inc Com 88169410 7,966
148,200SH DEFINED01 148,200 0 0
Texas Instruments Com 88250810 33,696
210,600SH DEFINED01 210,600 0 0
Texas Utilities Co Com 88284810 2,201
74,135SH DEFINED01 74,135 0 0
Textron Inc Com 88320310 2,453
40,300SH DEFINED01 40,300 0 0
Thermo Electron Corp Com 88355610 862
42,300SH DEFINED01 42,300 0 0
Thomas & Betts Com 88431510 432
15,300SH DEFINED01 15,300 0 0
Time Warner Inc Com 88731510 34,670
346,700SH DEFINED01 346,700 0 0
Times Mirror New Cl A Com 88736410 1,794
19,300SH DEFINED01 19,300 0 0
Timken Co Com 88738910 206
12,700SH DEFINED01 12,700 0 0
TJX Cos Inc Com 87254010 1,890
85,200SH DEFINED01 85,200 0 0
Too Inc Com 89033310 209
6,628SH DEFINED01 6,628 0 0
Torchmark Corp Com 89102710 826
35,700SH DEFINED01 35,700 0 0
Tosco Corp Com 89149030 1,250
40,800SH DEFINED01 40,800 0 0
Toys 'R' Us (Holding Co) Com 89233510 984
66,400SH DEFINED01 66,400 0 0
Tranocean Sedco Forex Inc Com G9007810 1,458
28,420SH DEFINED01 28,420 0 0
Tribune Co Com 89604710 2,322
63,500SH DEFINED01 63,500 0 0
Tricon Global Restaurants In Com 89595310 1,280
41,200SH DEFINED01 41,200 0 0
TRW Inc Com 87264910 1,901
32,500SH DEFINED01 32,500 0 0
Tupperware Corp Com 89989610 225
14,200SH DEFINED01 14,200 0 0
Tyco International Ltd Com 90212410 22,484
448,568SH DEFINED01 448,568 0 0
U S Bancorp Com 90297310 4,289
196,080SH DEFINED01 196,080 0 0
U S Surgical Value Support R Com 92529710 0
47SH DEFINED01 47 0 0
U S West Inc Com 91273H10 9,826
135,300SH DEFINED01 135,300 0 0
Unicom Corp Com 90491110 2,128
58,300SH DEFINED01 58,300 0 0
Unilever NV Com 90478470 7,375
153,250SH DEFINED01 153,250 0 0
Union Carbide Com 90558110 2,082
35,700SH DEFINED01 35,700 0 0
Union Pacific Corp Com 90781810 2,598
66,400SH DEFINED01 66,400 0 0
Union Pacific Resources Grou Com 90783410 979
67,501SH DEFINED01 67,501 0 0
Union Planters Corp Com 90806810 1,180
38,300SH DEFINED01 38,300 0 0
Unisys Corp Com 90921410 2,106
82,000SH DEFINED01 82,000 0 0
United Healthcare Corp Com 91058110 2,773
46,500SH DEFINED01 46,500 0 0
United Technologies Corp Com 91301710 8,158
129,100SH DEFINED01 129,100 0 0
Unocal Corp Com 91528910 1,934
65,000SH DEFINED01 65,000 0 0
Unumprovident Corp Com 91529Y10 1,084
63,975SH DEFINED01 63,975 0 0
US Airways Group Inc Com 91190510 506
18,200SH DEFINED01 18,200 0 0
UST Inc Com 90291110 730
46,700SH DEFINED01 46,700 0 0
USX-Marathon Group Com 90290582 2,158
82,800SH DEFINED01 82,800 0 0
USX-US Steel Group Com 90337T10 592
23,680SH DEFINED01 23,680 0 0
V F Corp Com 91820410 768
31,900SH DEFINED01 31,900 0 0
Veritas Software Corp Com 13,231
101,000SH DEFINED01 101,000 0 0
Viacom Inc Class B Com 92552430 9,853
186,782SH DEFINED01 186,782 0 0
Vulcan Materials Com 92916010 1,228
26,800SH DEFINED01 26,800 0 0
Wachovia Corp Com 92977110 3,662
54,200SH DEFINED01 54,200 0 0
Walgreen Com 93142210 6,927
269,000SH DEFINED01 269,000 0 0
Wal-Mart Stores Com 93114210 67,393
1,192,80SH DEFINED01 1,192,800 0 0
Warner-Lambert Co Com 93448810 22,380
229,100SH DEFINED01 229,100 0 0
Washington Mutual Inc Com 93932210 4,113
155,195SH DEFINED01 155,195 0 0
Waste Management Inc Com 94106L10 2,272
166,005SH DEFINED01 166,005 0 0
WATER PIK TECHNOLOGIES Com 94113U10 19
2,553SH DEFINED01 2,553 0 0
Watson Pharmaceuticals Inc Com 94268310 1,020
25,700SH DEFINED01 25,700 0 0
Wellpoint Health Newworks In Com 94973H10 1,230
17,600SH DEFINED01 17,600 0 0
Wells Fargo & Co Com 94974610 18,016
442,100SH DEFINED01 442,100 0 0
Wendy's Int'l Com 95059010 658
32,600SH DEFINED01 32,600 0 0
Westvaco Corp Com 96154810 898
26,900SH DEFINED01 26,900 0 0
Weyerhaeuser Corp Com 96216610 3,072
53,900SH DEFINED01 53,900 0 0
Whirlpool Corp Com 96332010 1,184
20,200SH DEFINED01 20,200 0 0
Willamette Ind Inc Com 96913310 1,200
29,900SH DEFINED01 29,900 0 0
Williams Cos Com 96945710 5,114
116,400SH DEFINED01 116,400 0 0
Winn-Dixie Com 97428010 774
39,800SH DEFINED01 39,800 0 0
Worthington Industries Com 98181110 280
22,625SH DEFINED01 22,625 0 0
Wrigley, (Wm) Jr Com 98252610 2,397
31,200SH DEFINED01 31,200 0 0
Xerox Corp Com 98412110 4,620
177,700SH DEFINED01 177,700 0 0
Xilinx Com 98391910 7,006
84,600SH DEFINED01 84,600 0 0
Yahoo Inc Com 98433210 24,198
141,200SH DEFINED01 141,200 0 0
Alcoa Inc Com 01381710 11,746
167,200SH DEFINED02 167,200 0 0
Altera Corp Com 02144110 21,045
235,800SH DEFINED02 235,800 0 0
American General Corp Com 02635110 6,342
113,000SH DEFINED02 113,000 0 0
American International Group Com 02687410 20,945
191,275SH DEFINED02 191,275 0 0
Applied Materials Inc Com 03822210 26,433
280,460SH DEFINED02 280,460 0 0
Associates First Capital - A Com 04600810 5,072
237,300SH DEFINED02 237,300 0 0
Automatic Data Processing In Com 05301510 22,050
457,000SH DEFINED02 457,000 0 0
BellSouth Com 07986010 11,653
248,600SH DEFINED02 248,600 0 0
Bristol-Myers Squibb Co Com 11012210 13,294
229,200SH DEFINED02 229,200 0 0
Caterpillar Inc Com 14912310 6,310
160,000SH DEFINED02 160,000 0 0
Champion International Com 15852510 9,537
179,100SH DEFINED02 179,100 0 0
Chase Manhattan Corp Com 16161A10 9,285
106,500SH DEFINED02 106,500 0 0
Chevron Corp Com 16675110 9,244
100,000SH DEFINED02 100,000 0 0
Cintas Corp Com 17290810 8,447
215,550SH DEFINED02 215,550 0 0
Cisco Systems Com 17275R10 32,980
426,580SH DEFINED02 426,580 0 0
Citigroup Inc Com 17296710 11,962
199,787SH DEFINED02 199,787 0 0
Coca Cola Co Com 19121610 6,515
138,800SH DEFINED02 138,800 0 0
Comerica Inc Com 20034010 5,205
124,300SH DEFINED02 124,300 0 0
Commerce Bancshares Inc Com 20052510 4,413
141,511SH DEFINED02 141,511 0 0
Computer Sciences Corp Com 20536310 12,264
155,000SH DEFINED02 155,000 0 0
CVS Corp Com 12665010 9,094
242,100SH DEFINED02 242,100 0 0
Deere & Co Com 24419910 4,940
130,000SH DEFINED02 130,000 0 0
DuPont (EI) De Nemours Com 26353410 7,888
148,997SH DEFINED02 148,997 0 0
Exxon Mobil Corp Com 30231G10 26,343
338,000SH DEFINED02 338,000 0 0
Fannie Mae Com 31358610 11,318
200,100SH DEFINED02 200,100 0 0
Fiserv Inc Com 33773810 8,523
229,200SH DEFINED02 229,200 0 0
General Electric Co Com 36960410 22,606
145,260SH DEFINED02 145,260 0 0
Home Depot Com 43707610 19,398
300,750SH DEFINED02 300,750 0 0
Ingersoll-Rand Com 45686610 8,408
190,000SH DEFINED02 190,000 0 0
Intel Corp Com 45814010 26,691
202,300SH DEFINED02 202,300 0 0
International Business Machi Com 45920010 13,275
112,500SH DEFINED02 112,500 0 0
Interpublic Group Cos Inc Com 46069010 10,910
230,900SH DEFINED02 230,900 0 0
Johnson & Johnson Com 47816010 9,301
132,400SH DEFINED02 132,400 0 0
Lexmark International Group Com 52977110 7,403
70,000SH DEFINED02 70,000 0 0
Lilly (Eli) & Co Com 53245710 9,200
146,900SH DEFINED02 146,900 0 0
Linear Technology Corp Com 53567810 14,159
257,440SH DEFINED02 257,440 0 0
Lucent Technologies Inc Com 54946310 14,308
233,600SH DEFINED02 233,600 0 0
Masco Corp Com 57459910 6,150
300,000SH DEFINED02 300,000 0 0
Maxim Integrated Products Com 57772K10 18,348
258,200SH DEFINED02 258,200 0 0
MCI Worldcom Inc Com 55268B10 8,156
180,000SH DEFINED02 180,000 0 0
Medtronic Inc Com 58505510 17,123
332,898SH DEFINED02 332,898 0 0
Merck & Co Com 58933110 14,040
226,000SH DEFINED02 226,000 0 0
MGIC Investment Corp Com 55284810 5,632
129,100SH DEFINED02 129,100 0 0
Microsoft Com 59491810 29,198
274,800SH DEFINED02 274,800 0 0
Pfizer Inc Com 71708110 9,323
255,000SH DEFINED02 255,000 0 0
Pitney-Bowes Inc Com 72447910 9,402
210,400SH DEFINED02 210,400 0 0
PMI Group Inc Com 69344M10 6,283
132,450SH DEFINED02 132,450 0 0
Praxair Inc Com 74005P10 6,314
151,690SH DEFINED02 151,690 0 0
Radian Group Inc Com 75023610 10,068
211,400SH DEFINED02 211,400 0 0
Safeway Inc Com 78651420 9,145
202,100SH DEFINED02 202,100 0 0
SBC Communications Inc Com 78387G10 7,161
170,000SH DEFINED02 170,000 0 0
Schering-Plough Corp Com 80660510 4,110
110,700SH DEFINED02 110,700 0 0
Schlumberger Ltd Com 80685710 11,727
153,300SH DEFINED02 153,300 0 0
Sigma Aldrich Corp Com 82655210 1,392
51,800SH DEFINED02 51,800 0 0
Target Corp Com 87612E10 12,304
164,600SH DEFINED02 164,600 0 0
Tellabs Inc Com 87966410 10,707
170,000SH DEFINED02 170,000 0 0
Texaco Inc Com 88169410 7,810
145,300SH DEFINED02 145,300 0 0
Tranocean Sedco Forex Inc Com G9007810 1,523
29,679SH DEFINED02 29,679 0 0
Walgreen Com 93142210 10,300
400,000SH DEFINED02 400,000 0 0
Wal-Mart Stores Com 93114210 13,368
236,600SH DEFINED02 236,600 0 0
Willamette Ind Inc Com 96913310 9,246
230,420SH DEFINED02 230,420 0 0
Abbott Laboratories Com 00282410 20,127
572,000SH DEFINED03 572,000 0 0
American International Group Com 02687410 39,735
362,875SH DEFINED03 362,875 0 0
Atlantic Richfield Co Com 04882510 19,550
230,000SH DEFINED03 230,000 0 0
Automatic Data Processing In Com 05301510 22,533
467,000SH DEFINED03 467,000 0 0
Bank of America Corp Com 06050510 53,801
1,026,00SH DEFINED03 1,026,000 0 0
Bank One Corp Com 06423A10 13,714
397,520SH DEFINED03 397,520 0 0
Bell Atlantic Corp Com 07785310 24,474
400,400SH DEFINED03 400,400 0 0
BellSouth Com 07986010 15,244
325,200SH DEFINED03 325,200 0 0
Bestfoods Com 08658U10 6,273
134,000SH DEFINED03 134,000 0 0
Block H&R Com 09367110 25,597
572,000SH DEFINED03 572,000 0 0
Bristol-Myers Squibb Co Com 11012210 22,446
387,000SH DEFINED03 387,000 0 0
Cisco Systems Com 17275R10 43,991
569,000SH DEFINED03 569,000 0 0
Citigroup Inc Com 17296710 18,621
311,000SH DEFINED03 311,000 0 0
Coca Cola Co Com 19121610 6,947
148,000SH DEFINED03 148,000 0 0
Computer Associates Int'l Com 20491210 25,791
435,750SH DEFINED03 435,750 0 0
Computer Sciences Corp Com 20536310 30,305
383,000SH DEFINED03 383,000 0 0
Delta Airlines Inc Com 24736110 14,165
266,000SH DEFINED03 266,000 0 0
Dollar General Corp Com 25666910 14,459
538,000SH DEFINED03 538,000 0 0
Dow Chemical Co Com 26054310 11,309
99,200SH DEFINED03 99,200 0 0
Duke Energy Corp Com 26439910 24,465
466,000SH DEFINED03 466,000 0 0
Dun & Bradstreet Corp Com 26483B10 3,550
124,000SH DEFINED03 124,000 0 0
Englehard Corp Com 29284510 4,099
271,000SH DEFINED03 271,000 0 0
Exxon Mobil Corp Com 30231G10 59,633
765,139SH DEFINED03 765,139 0 0
Federal Realty Com 31374720 3,187
165,000SH DEFINED03 165,000 0 0
Ford Motor Co Com 34537010 18,651
406,000SH DEFINED03 406,000 0 0
Gannett Co Com 36473010 14,568
207,000SH DEFINED03 207,000 0 0
General Electric Co Com 36960410 69,409
446,000SH DEFINED03 446,000 0 0
GTE Corp Com 36232010 35,429
499,000SH DEFINED03 499,000 0 0
Heinz (HJ) Co Com 42307410 7,115
204,000SH DEFINED03 204,000 0 0
Hewlett Packard Co Com 42823610 14,749
111,000SH DEFINED03 111,000 0 0
Home Depot Com 43707610 34,927
541,500SH DEFINED03 541,500 0 0
Honeywell International Inc Com 43851610 44,099
837,000SH DEFINED03 837,000 0 0
IMS Health Inc Com 44993410 3,320
196,000SH DEFINED03 196,000 0 0
Intel Corp Com 45814010 63,066
478,000SH DEFINED03 478,000 0 0
International Business Machi Com 45920010 31,270
265,000SH DEFINED03 265,000 0 0
International Paper Com 46014610 6,626
155,000SH DEFINED03 155,000 0 0
Johnson & Johnson Com 47816010 11,732
167,000SH DEFINED03 167,000 0 0
Kimberly Clark Corp Com 49436810 46,083
822,000SH DEFINED03 822,000 0 0
Lucent Technologies Inc Com 54946310 15,313
250,000SH DEFINED03 250,000 0 0
MBNA Corp Com 55262L10 26,169
1,026,25SH DEFINED03 1,026,250 0 0
Merck & Co Com 58933110 22,117
356,000SH DEFINED03 356,000 0 0
Microsoft Com 59491810 71,400
672,000SH DEFINED03 672,000 0 0
Morgan (JP) & Co Com 61688010 17,786
135,000SH DEFINED03 135,000 0 0
Northern States Power Com 66577210 7,056
355,000SH DEFINED03 355,000 0 0
Pfizer Inc Com 71708110 23,034
630,000SH DEFINED03 630,000 0 0
Raytheon Co Cl B Com 75511140 4,509
254,000SH DEFINED03 254,000 0 0
Regions Financial Corp Com 75894010 9,969
437,000SH DEFINED03 437,000 0 0
Rohm & Haas Com 77537110 11,246
252,000SH DEFINED03 252,000 0 0
Royal Dutch Petroleum Co Com 78025780 6,822
118,000SH DEFINED03 118,000 0 0
SBC Communications Inc Com 78387G10 42,403
1,006,60SH DEFINED03 1,006,600 0 0
Target Corp Com 87612E10 59,800
800,000SH DEFINED03 800,000 0 0
Teco Energy Inc Com 87237510 7,911
407,000SH DEFINED03 407,000 0 0
Tellabs Inc Com 87966410 17,195
273,000SH DEFINED03 273,000 0 0
Texaco Inc Com 88169410 12,954
241,000SH DEFINED03 241,000 0 0
Texas Utilities Co Com 88284810 8,552
288,080SH DEFINED03 288,080 0 0
Union Pacific Corp Com 90781810 2,817
72,000SH DEFINED03 72,000 0 0
United Healthcare Corp Com 91058110 8,109
136,000SH DEFINED03 136,000 0 0
United Technologies Corp Com 91301710 38,734
613,000SH DEFINED03 613,000 0 0
Wachovia Corp Com 92977110 25,809
382,000SH DEFINED03 382,000 0 0
Wellpoint Health Newworks In Com 94973H10 19,216
275,000SH DEFINED03 275,000 0 0
Willamette Inds Inc Com 96913310 24,075
600,000SH DEFINED03 600,000 0 0
3 Com Corp Com 88553510 3,666
65,900SH DEFINED04 65,900 0 0
A T & T Corp Com 00195710 16,235
288,300SH DEFINED04 288,300 0 0
Abbott Laboratories Com 00282410 7,480
212,580SH DEFINED04 212,580 0 0
Alcoa Inc Com 01381710 8,094
115,210SH DEFINED04 115,210 0 0
America Online Inc Com 02364J10 10,507
155,800SH DEFINED04 155,800 0 0
American Home Products Com 02660910 11,492
213,800SH DEFINED04 213,800 0 0
American International Group Com 02687410 10,950
100,000SH DEFINED04 100,000 0 0
American Tower Corp A Com 02991220 9,992
202,360SH DEFINED04 202,360 0 0
AMR Corp Com 00176510 4,973
156,000SH DEFINED04 156,000 0 0
Analog Devices Inc Com 03265410 11,431
142,000SH DEFINED04 142,000 0 0
Applied Materials Inc Com 03822210 9,387
99,600SH DEFINED04 99,600 0 0
Associates First Capital - A Com 04600810 10,854
507,800SH DEFINED04 507,800 0 0
Astrazeneca Plc ADR Com 3,746
92,500SH DEFINED04 92,500 0 0
At&t Corp - Liberty Media A Com 00195720 14,478
244,100SH DEFINED04 244,100 0 0
Automatic Data Processing In Com 05301510 9,635
199,690SH DEFINED04 199,690 0 0
Baxter International Inc Com 07181310 6,382
101,800SH DEFINED04 101,800 0 0
Bell Atlantic Corp Com 07785310 12,405
202,940SH DEFINED04 202,940 0 0
Bristol-Myers Squibb Co Com 11012210 7,981
137,600SH DEFINED04 137,600 0 0
Cardinal Health Inc Com 14149Y10 7,286
158,830SH DEFINED04 158,830 0 0
Caterpillar Inc Com 14912310 5,229
132,600SH DEFINED04 132,600 0 0
CBS Corp Com 12490K10 12,794
225,950SH DEFINED04 225,950 0 0
Chevron Corp Com 16675110 7,765
84,000SH DEFINED04 84,000 0 0
Cisco Systems Com 17275R10 43,109
557,600SH DEFINED04 557,600 0 0
Citigroup Inc Com 17296710 17,835
297,870SH DEFINED04 297,870 0 0
Computer Sciences Corp Com 20536310 8,909
112,600SH DEFINED04 112,600 0 0
Corning Inc Com 21935010 12,963
66,820SH DEFINED04 66,820 0 0
CSX Corp Com 12640810 2,343
99,700SH DEFINED04 99,700 0 0
CVS Corp Com 12665010 7,231
192,500SH DEFINED04 192,500 0 0
Disney Walt Co (Holding Co) Com 25468710 5,808
140,800SH DEFINED04 140,800 0 0
Dow Chemical Co Com 26054310 4,104
36,000SH DEFINED04 36,000 0 0
Duke Energy Corp Com 26439910 4,988
95,000SH DEFINED04 95,000 0 0
DuPont (EI) De Nemours Com 26353410 8,613
162,700SH DEFINED04 162,700 0 0
Electronic Data Systems Com 28566110 8,121
126,520SH DEFINED04 126,520 0 0
EMC Corp Com 26864810 9,097
72,200SH DEFINED04 72,200 0 0
Exxon Mobil Corp Com 30231G10 22,688
291,110SH DEFINED04 291,110 0 0
Fannie Mae Com 31358610 4,616
81,600SH DEFINED04 81,600 0 0
First Data Corp Com 31996310 7,184
161,900SH DEFINED04 161,900 0 0
Ford Motor Co Com 34537010 1,576
34,300SH DEFINED04 34,300 0 0
Gannett Co Com 36473010 10,113
143,700SH DEFINED04 143,700 0 0
Gap (The) Com 36476010 8,649
173,640SH DEFINED04 173,640 0 0
General Electric Co Com 36960410 31,369
201,570SH DEFINED04 201,570 0 0
Gillette Co Com 37576610 4,017
106,600SH DEFINED04 106,600 0 0
Guidant Corp Com 40169810 4,178
70,960SH DEFINED04 70,960 0 0
Hartford Finl Svcs Group Com 41651510 9,511
180,300SH DEFINED04 180,300 0 0
Hewlett Packard Co Com 42823610 10,577
79,600SH DEFINED04 79,600 0 0
Home Depot Com 43707610 11,439
177,350SH DEFINED04 177,350 0 0
Honeywell International Inc Com 43851610 4,572
86,770SH DEFINED04 86,770 0 0
Illinois Tool Works Com 45230810 5,050
91,400SH DEFINED04 91,400 0 0
Intel Corp Com 45814010 18,854
142,900SH DEFINED04 142,900 0 0
International Business Machi Com 45920010 17,489
148,210SH DEFINED04 148,210 0 0
JDS Uniphase Corp Com 2,110
17,500SH DEFINED04 17,500 0 0
Johnson & Johnson Com 47816010 8,444
120,200SH DEFINED04 120,200 0 0
Kimberly Clark Corp Com 49436810 5,926
105,700SH DEFINED04 105,700 0 0
Lucent Technologies Inc Com 54946310 12,366
201,900SH DEFINED04 201,900 0 0
Marsh & McLennan Inc Com 57174810 12,289
111,400SH DEFINED04 111,400 0 0
McDonald's Corp Com 58013510 9,889
264,600SH DEFINED04 264,600 0 0
MCI Worldcom Inc Com 55268B10 22,219
490,350SH DEFINED04 490,350 0 0
Merck & Co Com 58933110 11,665
187,760SH DEFINED04 187,760 0 0
Merrill Lynch Com 59018810 9,639
91,800SH DEFINED04 91,800 0 0
Micron Technology Com 59511210 15,494
122,970SH DEFINED04 122,970 0 0
Microsoft Com 59491810 42,447
399,500SH DEFINED04 399,500 0 0
Motorola Inc Com 62007610 14,994
102,700SH DEFINED04 102,700 0 0
News Corp Ltd ADR Com 3,836
68,200SH DEFINED04 68,200 0 0
Nokia Corp Spon ADR Com 4,773
21,500SH DEFINED04 21,500 0 0
Nortel Networks Corp Com 65656910 4,364
34,600SH DEFINED04 34,600 0 0
Oracle Corp Com 68389X10 26,971
345,500SH DEFINED04 345,500 0 0
Pepsico Inc Com 71344810 13,001
372,800SH DEFINED04 372,800 0 0
Pfizer Inc Com 71708110 13,590
371,700SH DEFINED04 371,700 0 0
Pharmacia Corp Com 61166210 12,738
247,341SH DEFINED04 247,341 0 0
Pinnacle West Capital Com 72348410 1,590
56,410SH DEFINED04 56,410 0 0
Praxair Inc Com 74005P10 7,397
177,710SH DEFINED04 177,710 0 0
Procter & Gamble Com 74271810 6,175
109,300SH DEFINED04 109,300 0 0
Royal Dutch Petroleum Co Com 78025780 5,911
102,240SH DEFINED04 102,240 0 0
Sabre Holdings Corp Com 4,115
112,733SH DEFINED04 112,733 0 0
Safeway Inc Com 78651420 11,858
262,060SH DEFINED04 262,060 0 0
SBC Communications Inc Com 78387G10 13,307
315,900SH DEFINED04 315,900 0 0
Schlumberger Ltd Com 80685710 16,279
212,800SH DEFINED04 212,800 0 0
Sealed Air Corp Com 81211K10 4,533
83,470SH DEFINED04 83,470 0 0
Sony Corp ADR Com 3,502
12,500SH DEFINED04 12,500 0 0
Sprint Corp (PCS Group) Com 85206150 17,692
270,100SH DEFINED04 270,100 0 0
State Street Corp Com 85747710 7,312
75,480SH DEFINED04 75,480 0 0
Target Corp Com 87612E10 9,045
121,000SH DEFINED04 121,000 0 0
Teradyne Inc Com 88077010 6,478
79,000SH DEFINED04 79,000 0 0
Texas Instruments Com 88250810 16,304
101,900SH DEFINED04 101,900 0 0
Tranocean Sedco Forex Inc Com G9007810 777
15,148SH DEFINED04 15,148 0 0
Tyco International Ltd Com 90212410 9,418
187,898SH DEFINED04 187,898 0 0
U S Bancorp Com 90297310 3,001
137,200SH DEFINED04 137,200 0 0
United Technologies Corp Com 91301710 8,745
138,400SH DEFINED04 138,400 0 0
Unocal Corp Com 91528910 4,788
160,950SH DEFINED04 160,950 0 0
Wachovia Corp Com 92977110 3,225
47,730SH DEFINED04 47,730 0 0
Wal-Mart Stores Com 93114210 16,018
283,500SH DEFINED04 283,500 0 0
Warner-Lambert Co Com 93448810 10,081
103,200SH DEFINED04 103,200 0 0
Weyerhaeuser Corp Com 96216610 8,795
154,300SH DEFINED04 154,300 0 0
Xerox Corp Com 98412110 3,278
126,080SH DEFINED04 126,080 0 0
Advanced Micro Devices Com 00790310 22,483
394,000SH DEFINED05 394,000 0 0
Aetna Inc Com 00811710 8,231
148,300SH DEFINED05 148,300 0 0
Allergan Inc Com 01849010 8,900
178,000SH DEFINED05 178,000 0 0
Alza Corp Com 02261510 9,804
261,000SH DEFINED05 261,000 0 0
American Standard Companies Com 02971210 7,840
211,900SH DEFINED05 211,900 0 0
Amsouth Bancorp Com 03216510 3,640
243,660SH DEFINED05 243,660 0 0
Aon Corp Com 03738910 17,544
544,012SH DEFINED05 544,012 0 0
Armstrong World Com 04247610 1,001
56,000SH DEFINED05 56,000 0 0
Baxter International Inc Com 07181310 14,167
226,000SH DEFINED05 226,000 0 0
Burlington Northern Santa Fe Com 12189T10 23,489
1,032,50SH DEFINED05 1,032,500 0 0
Central & South West Com 15235710 9,213
538,000SH DEFINED05 538,000 0 0
Champion Enterprises Inc Com 15849610 1,107
192,600SH DEFINED05 192,600 0 0
Champion International Com 15852510 3,477
65,300SH DEFINED05 65,300 0 0
Cigna Corp Com 12550910 18,127
239,300SH DEFINED05 239,300 0 0
Circuit City Stores Com 17273710 10,178
167,200SH DEFINED05 167,200 0 0
CMS Energy Corp Com 12589610 3,560
196,400SH DEFINED05 196,400 0 0
Compaq Computer Com 20449310 17,172
636,000SH DEFINED05 636,000 0 0
Computer Sciences Corp Com 20536310 10,998
139,000SH DEFINED05 139,000 0 0
Compuware Corp Com 20563810 13,248
629,000SH DEFINED05 629,000 0 0
Consolidated Stores Corp Com 21014910 3,188
280,300SH DEFINED05 280,300 0 0
Covance Inc Com 22281610 1,809
168,300SH DEFINED05 168,300 0 0
CVS Corp Com 12665010 4,883
130,000SH DEFINED05 130,000 0 0
Delhaize American Inc Cl A Com 24668810 2,287
127,033SH DEFINED05 127,033 0 0
Dial Corp New Com 25247D10 1,606
116,800SH DEFINED05 116,800 0 0
Dominion Resources Com 25746U10 10,716
278,800SH DEFINED05 278,800 0 0
DuPont (EI) De Nemours Com 26353410 7,729
146,000SH DEFINED05 146,000 0 0
Eastman Chemical Co Com 27743210 5,578
122,600SH DEFINED05 122,600 0 0
Electronic Data Systems Com 28566110 17,934
279,400SH DEFINED05 279,400 0 0
Emerson Electric Com 29101110 13,441
253,000SH DEFINED05 253,000 0 0
Entergy Corp Com 29364G10 5,564
275,600SH DEFINED05 275,600 0 0
Exxon Mobil Corp Com 30231G10 9,586
123,000SH DEFINED05 123,000 0 0
Federal Mogul Corp Com 31354910 4,773
286,000SH DEFINED05 286,000 0 0
Federated Dept Stores Com 31410H10 4,390
103,900SH DEFINED05 103,900 0 0
Fedex Corp Com 31428X10 29,334
755,800SH DEFINED05 755,800 0 0
First Data Corp Com 31996310 11,728
264,300SH DEFINED05 264,300 0 0
Fleetboston Financial Corp Com 33903010 14,402
394,574SH DEFINED05 394,574 0 0
Fleetwood Enterprises Com 33909910 1,881
127,500SH DEFINED05 127,500 0 0
Fort James Corp Com 34747110 8,173
371,500SH DEFINED05 371,500 0 0
Gateway Inc Com 36762610 6,472
122,000SH DEFINED05 122,000 0 0
Gatx Corp Com 36144810 3,116
82,000SH DEFINED05 82,000 0 0
Genzyme Corp Com 37291710 6,717
134,000SH DEFINED05 134,000 0 0
Grainger (WW) Inc Com 38480210 7,866
145,000SH DEFINED05 145,000 0 0
Greenpoint Financial Corp Com 39538410 7,724
393,600SH DEFINED05 393,600 0 0
Hibernia Corp Cl A Com 42865610 3,182
303,000SH DEFINED05 303,000 0 0
Household International Com 44181510 12,947
347,000SH DEFINED05 347,000 0 0
Illinois Tool Works Com 45230810 14,431
261,200SH DEFINED05 261,200 0 0
IMC Global Inc Com 44966910 6,354
432,600SH DEFINED05 432,600 0 0
Johnson Controls Com 47836610 7,028
130,000SH DEFINED05 130,000 0 0
Kimberly Clark Corp Com 49436810 12,524
223,400SH DEFINED05 223,400 0 0
Kroger Co Com 50104410 9,308
530,000SH DEFINED05 530,000 0 0
Lafarge Corp Com 50586210 2,209
93,000SH DEFINED05 93,000 0 0
Lear Corp Com 52186510 7,144
254,000SH DEFINED05 254,000 0 0
Lexmark International Group Com 52977110 8,460
80,000SH DEFINED05 80,000 0 0
Lincoln National Corp Com 53418710 3,333
99,500SH DEFINED05 99,500 0 0
Lyondell Chemical Co Com 55207810 4,651
315,300SH DEFINED05 315,300 0 0
Martin Marietta Materials Com 57328410 5,763
121,328SH DEFINED05 121,328 0 0
Masco Corp Com 57459910 13,530
660,000SH DEFINED05 660,000 0 0
Mattel Inc Com 57708110 6,384
608,000SH DEFINED05 608,000 0 0
Mead Corp Com 58283410 6,568
188,000SH DEFINED05 188,000 0 0
Motorola Inc Com 62007610 8,468
58,000SH DEFINED05 58,000 0 0
National Service Industries Com 63765710 2,212
105,000SH DEFINED05 105,000 0 0
New York Times Cl A Com 65011110 2,576
60,000SH DEFINED05 60,000 0 0
Newell Rubbermaid Inc Com 65122910 10,235
412,500SH DEFINED05 412,500 0 0
Nextel Communications Inc A Com 65332V10 9,933
67,000SH DEFINED05 67,000 0 0
Norfolk Southern Corp Com 65584410 5,529
388,000SH DEFINED05 388,000 0 0
PECO Energy Co Com 69330410 10,908
295,800SH DEFINED05 295,800 0 0
Pentair Inc Com 70963110 5,104
137,700SH DEFINED05 137,700 0 0
Pepsico Inc Com 71344810 8,684
249,000SH DEFINED05 249,000 0 0
Pharmacia Corp Com 61166210 14,724
285,900SH DEFINED05 285,900 0 0
PNC Financial Services Group Com 69347510 7,841
174,000SH DEFINED05 174,000 0 0
Praxair Inc Com 74005P10 8,200
197,000SH DEFINED05 197,000 0 0
Raytheon Co Cl B Com 75511140 7,370
415,200SH DEFINED05 415,200 0 0
Reliastar Corp Com 75952U10 4,600
135,800SH DEFINED05 135,800 0 0
SBC Communications Inc Com 78387G10 9,870
234,300SH DEFINED05 234,300 0 0
Southdown Inc Com 84129710 8,307
140,200SH DEFINED05 140,200 0 0
St Jude Medical Inc Com 79084910 7,511
291,000SH DEFINED05 291,000 0 0
Texas Utilities Co Com 88284810 5,670
191,000SH DEFINED05 191,000 0 0
Torchmark Corp Com 89102710 3,140
135,800SH DEFINED05 135,800 0 0
Tyson Foods Inc Cl A Com 90249410 4,433
398,450SH DEFINED05 398,450 0 0
U S Bancorp Com 90297310 6,066
277,313SH DEFINED05 277,313 0 0
Ultramar Diamond Shamrock Co Com 90400010 6,537
257,600SH DEFINED05 257,600 0 0
Unisys Corp Com 90921410 4,205
163,700SH DEFINED05 163,700 0 0
United Healthcare Corp Com 91058110 12,342
207,000SH DEFINED05 207,000 0 0
USG Corp Com 90329340 4,739
113,000SH DEFINED05 113,000 0 0
Viad Corp Com 92552R10 4,561
199,400SH DEFINED05 199,400 0 0
Watson Pharmaceuticals Inc Com 94268310 9,362
235,900SH DEFINED05 235,900 0 0
Wells Fargo & Co Com 94974610 15,159
372,000SH DEFINED05 372,000 0 0
Westvaco Corp Com 96154810 7,933
237,700SH DEFINED05 237,700 0 0
Xerox Corp Com 98412110 12,324
474,000SH DEFINED05 474,000 0 0
York International Corp Com 98667010 3,560
152,300SH DEFINED05 152,300 0 0
ABC Bancorp Com 00040010 600
59,660SH DEFINED06 59,660 0 0
ABC-Naco Inc Com 00075210 55
6,300SH DEFINED06 6,300 0 0
ADAC Laboratories Com 00531320 1,544
112,300SH DEFINED06 112,300 0 0
Ade Corp/Mass Com 583
26,500SH DEFINED06 26,500 0 0
Advanced Fibre Commn Com 00754A10 3,755
59,900SH DEFINED06 59,900 0 0
Affiliated Computer Services Com 00819010 3,154
83,000SH DEFINED06 83,000 0 0
Affymetrix Inc Com 861
5,800SH DEFINED06 5,800 0 0
Airgas Inc Com 00936310 873
105,000SH DEFINED06 105,000 0 0
Airgate PCS Inc Com 2,089
19,800SH DEFINED06 19,800 0 0
Albany Intl Corp Cl A Com 01234810 923
62,340SH DEFINED06 62,340 0 0
Alliance Pharmaceutical CP Com 01877310 946
63,300SH DEFINED06 63,300 0 0
Allscripts Inc Com 01988610 445
7,400SH DEFINED06 7,400 0 0
American Eagle Outfitters Com 02553E10 3,373
88,900SH DEFINED06 88,900 0 0
Amerisource Health Corp Cl A Com 03071P10 2,639
175,900SH DEFINED06 175,900 0 0
Anadigics Inc Com 03251510 2,888
43,750SH DEFINED06 43,750 0 0
Anaren Microwave Inc Com 930
9,700SH DEFINED06 9,700 0 0
Andrew Corp Com 03442510 3,173
138,700SH DEFINED06 138,700 0 0
Annunity & Life Re (Hldgs) Com G0391010 5,434
209,000SH DEFINED06 209,000 0 0
Answerthink Consulting Group Com 792
32,400SH DEFINED06 32,400 0 0
Applebee's Intl Inc Com 534
19,000SH DEFINED06 19,000 0 0
Arch Chemicals Inc Com 03937R10 518
25,900SH DEFINED06 25,900 0 0
Arrow International Inc Com 772
24,600SH DEFINED06 24,600 0 0
Atlas Air Inc Com 04916410 1,835
67,050SH DEFINED06 67,050 0 0
ATMI Inc Com 3,906
81,800SH DEFINED06 81,800 0 0
Atwood Oceanies Inc Com 05009510 3,316
50,000SH DEFINED06 50,000 0 0
Aurora Biosciences Com 05192010 568
13,900SH DEFINED06 13,900 0 0
Axys Pharmaceuticals Com 05463510 863
112,300SH DEFINED06 112,300 0 0
Bancfirst Corp Com 05945F10 1,420
53,600SH DEFINED06 53,600 0 0
Bancorp South Com 05969210 739
45,100SH DEFINED06 45,100 0 0
Beringer Wine Estate - B Com 08410210 1,116
31,100SH DEFINED06 31,100 0 0
Bisys Group Inc Com 05547210 5,752
86,500SH DEFINED06 86,500 0 0
Borders Group Inc Com 1,891
110,000SH DEFINED06 110,000 0 0
Borg-Warner Automotive Inc Com 09972410 1,288
32,700SH DEFINED06 32,700 0 0
Briggs & Stratton Com 10904310 1,172
28,500SH DEFINED06 28,500 0 0
Brightpoint Inc Com 10947310 3,175
259,200SH DEFINED06 259,200 0 0
Brinker International Inc Com 10964110 1,009
34,000SH DEFINED06 34,000 0 0
Brooks Automations Inc Com 750
12,000SH DEFINED06 12,000 0 0
BSB Bancorp Inc Com 05565210 390
18,700SH DEFINED06 18,700 0 0
Calico Commerce Inc Com 12989710 1,618
49,400SH DEFINED06 49,400 0 0
Calpine Corp Com 13134710 2,275
24,200SH DEFINED06 24,200 0 0
Cambrex Corp Com 13201110 1,971
45,300SH DEFINED06 45,300 0 0
Cambridge Tech Partner Com 13252410 1,716
126,500SH DEFINED06 126,500 0 0
Caraustar Industries Inc Com 14090910 1,415
100,200SH DEFINED06 100,200 0 0
Central Newspapers Cl A Com 15464710 1,113
33,300SH DEFINED06 33,300 0 0
Century Bancorp Inc Cl A Com 15643210 608
46,800SH DEFINED06 46,800 0 0
Cephalon Inc Com 15670810 2,895
77,200SH DEFINED06 77,200 0 0
Charter One Financial Com 16090310 1,443
68,716SH DEFINED06 68,716 0 0
Cleveland Cliffs Inc Com 18589610 2,079
88,000SH DEFINED06 88,000 0 0
Columbia Banking System Inc Com 19723610 1,261
107,315SH DEFINED06 107,315 0 0
Commercial Bankshares Inc Com 20160710 174
10,092SH DEFINED06 10,092 0 0
Commscope Inc Com 20337210 3,692
80,800SH DEFINED06 80,800 0 0
Covenant Transport Inc Cl A Com 22284P10 1,722
108,500SH DEFINED06 108,500 0 0
CPB Inc Com 12590310 1,708
69,700SH DEFINED06 69,700 0 0
Crane Co Com 22439910 1,407
59,700SH DEFINED06 59,700 0 0
Credence Systems Corp Com 22530210 5,405
43,200SH DEFINED06 43,200 0 0
Cross Timbers Oil Co Com 22757310 2,252
172,400SH DEFINED06 172,400 0 0
CSG Systems Intl Inc Com 12634910 1,630
33,400SH DEFINED06 33,400 0 0
Cullen/Frost Bankers Inc Com 22989910 2,562
96,900SH DEFINED06 96,900 0 0
CVC Inc Com 12694510 1,502
47,300SH DEFINED06 47,300 0 0
Cypress Semiconductor Com 23280610 8,639
176,300SH DEFINED06 176,300 0 0
Cytec Inds Inc Com 23282010 747
24,400SH DEFINED06 24,400 0 0
D R Horton Inc Com 23331A10 1,045
80,000SH DEFINED06 80,000 0 0
Devon Energy Corp Com 25179M10 1,165
23,986SH DEFINED06 23,986 0 0
Devry Inc Com 25189310 2,349
77,000SH DEFINED06 77,000 0 0
Diamond Tech Partners Inc Com 750
11,400SH DEFINED06 11,400 0 0
Digital Microwave Corp Com 25385910 3,394
100,200SH DEFINED06 100,200 0 0
Dril Quip Inc Com 26203710 980
20,800SH DEFINED06 20,800 0 0
E.Piphany Inc Com 26881V10 1,483
11,100SH DEFINED06 11,100 0 0
EEX Corp Com 26842V20 1,344
398,300SH DEFINED06 398,300 0 0
EOG Resources Inc Com 26875P10 1,574
74,300SH DEFINED06 74,300 0 0
Ethan Allen Interior Com 29760210 1,140
45,600SH DEFINED06 45,600 0 0
First Citizens Bankshares Cl Com 31946M10 1,779
31,500SH DEFINED06 31,500 0 0
First Commerce Bcshs Com 31977710 831
24,000SH DEFINED06 24,000 0 0
First Commerce Bcshs Inc-B Com 31977720 3,292
94,900SH DEFINED06 94,900 0 0
Freedom Securities Corp Com 35644K10 1,578
101,000SH DEFINED06 101,000 0 0
FVNB Corp Com 30267410 638
17,000SH DEFINED06 17,000 0 0
Gartner Grop Inc Cl A Com 1,137
85,400SH DEFINED06 85,400 0 0
Geltex Pharmaceuticals Inc Com 36853810 600
35,800SH DEFINED06 35,800 0 0
General Cable Corp Com 36930010 785
100,500SH DEFINED06 100,500 0 0
Gentex Corp Com 37190110 2,413
65,100SH DEFINED06 65,100 0 0
Genzyme Surgical Product Com 37291760 1,248
106,200SH DEFINED06 106,200 0 0
Gerber Scientific Com 37373010 3,594
186,100SH DEFINED06 186,100 0 0
Gilead Sciences Inc Com 37555810 2,009
31,700SH DEFINED06 31,700 0 0
Grace W R & Co New Com 38388F10 1,056
82,000SH DEFINED06 82,000 0 0
Granite Construction Com 38732810 826
30,600SH DEFINED06 30,600 0 0
Great Lakes Reit Inc Com 39075210 2,164
143,100SH DEFINED06 143,100 0 0
Grove Property Trust Com 39961310 2,535
195,000SH DEFINED06 195,000 0 0
Haemonetics Corp/Mass Com 40502410 995
44,200SH DEFINED06 44,200 0 0
Hanmi Bank (Los Angles CA) Com 41049310 913
76,112SH DEFINED06 76,112 0 0
Hanna(MA)Co Com 41052210 605
53,500SH DEFINED06 53,500 0 0
Helix Technology Com 42331910 3,808
63,400SH DEFINED06 63,400 0 0
Heller Financial Inc Com 42332810 2,647
115,100SH DEFINED06 115,100 0 0
Homestore.Com Inc Com 43785210 1,965
40,300SH DEFINED06 40,300 0 0
Howmet Inc Com 44320810 1,015
50,300SH DEFINED06 50,300 0 0
Hudson United Bancorp Com 44416510 1,224
56,444SH DEFINED06 56,444 0 0
Human Genome Sciences Inc Com 44490310 1,470
17,700SH DEFINED06 17,700 0 0
Idec Pharmaceuticals Corp Com 44937010 5,129
52,200SH DEFINED06 52,200 0 0
Idexx Laboratories Inc Com 45168D10 1,261
54,100SH DEFINED06 54,100 0 0
Ikon Office Solutions Inc Com 45171310 347
56,000SH DEFINED06 56,000 0 0
Informix Corp Com 45677910 1,275
75,300SH DEFINED06 75,300 0 0
Internet Pictures Corp Com 89 1,905
56,129SH DEFINED06 56,129 0 0
Investment Technology Group Com 46145F10 3,994
113,300SH DEFINED06 113,300 0 0
Iron Mountain Inc Com 46284610 2,290
70,200SH DEFINED06 70,200 0 0
ITC Delta Com Com 45031T10 2,647
74,300SH DEFINED06 74,300 0 0
ITT Educational Services Com 45068B10 1,269
79,300SH DEFINED06 79,300 0 0
Jacobs Engineering Group Inc Com 46981410 4,294
134,700SH DEFINED06 134,700 0 0
Kennametal Inc Com 48917010 2,552
84,900SH DEFINED06 84,900 0 0
Keynote Systems Inc Com 49330810 3,006
29,400SH DEFINED06 29,400 0 0
Kilroy Realty Corp Com 49427F10 2,890
137,200SH DEFINED06 137,200 0 0
Kimco Realty Corp Com 49446R10 3,278
87,400SH DEFINED06 87,400 0 0
King Pharmaceuticals Cl A Com 775
24,600SH DEFINED06 24,600 0 0
KV Pharmaceutical B Com 896
30,500SH DEFINED06 30,500 0 0
Lance Inc Com 51460610 899
84,600SH DEFINED06 84,600 0 0
Lattice Semiconductor Corp Com 51841510 7,188
106,200SH DEFINED06 106,200 0 0
La-Z-Boy Inc Com 50533610 869
56,500SH DEFINED06 56,500 0 0
Liberty Property Trust Com 53117210 3,402
142,100SH DEFINED06 142,100 0 0
Liz Claiborne Inc Com 53932010 715
15,600SH DEFINED06 15,600 0 0
LNR Property Corp Com 50194010 1,687
88,500SH DEFINED06 88,500 0 0
Manpower Inc Com 56418H10 5,850
164,800SH DEFINED06 164,800 0 0
McClatchy Co Cl A Com 57948910 3,177
97,000SH DEFINED06 97,000 0 0
MDU Resources Group Inc Com 55269010 2,215
106,750SH DEFINED06 106,750 0 0
Memc Electronic Materials Com 2,818
140,000SH DEFINED06 140,000 0 0
Merchants Bancshare Inc Com 58844810 288
16,100SH DEFINED06 16,100 0 0
Mesa Air Group Inc Com 59047910 979
156,700SH DEFINED06 156,700 0 0
Methode Electronics Cl A Com 3,283
65,000SH DEFINED06 65,000 0 0
MGC Communications Inc Com 4,311
60,300SH DEFINED06 60,300 0 0
Micros Systems Inc Com 59490110 5,022
79,800SH DEFINED06 79,800 0 0
Midcoast Energy Resources Com 59563W10 625
36,900SH DEFINED06 36,900 0 0
Millennium Pharmaceuticals Com 59990210 2,052
15,800SH DEFINED06 15,800 0 0
Minerals Technologies Inc Com 60315810 1,399
31,400SH DEFINED06 31,400 0 0
MS Carriers Com 55353310 858
36,500SH DEFINED06 36,500 0 0
NCO Group Inc Com 62885810 3,749
117,400SH DEFINED06 117,400 0 0
Nextcard Inc Com 65332K10 717
46,900SH DEFINED06 46,900 0 0
Northwestern Corp Com 66807410 2,727
132,200SH DEFINED06 132,200 0 0
Novellus Systems Inc Com 67000810 3,098
55,200SH DEFINED06 55,200 0 0
Oshkosh Truck Corp B Com 68823920 1,457
46,900SH DEFINED06 46,900 0 0
P Com Inc Com 2,255
121,900SH DEFINED06 121,900 0 0
Pacific Sunwear of Calif Com 69487310 6,085
158,050SH DEFINED06 158,050 0 0
Pall Corp Com 69642930 1,618
72,100SH DEFINED06 72,100 0 0
Parexel International Corp Com 69946210 1,104
117,000SH DEFINED06 117,000 0 0
Pathogensis Corp Com 70321E10 812
35,700SH DEFINED06 35,700 0 0
Pega Systems Inc Com 70557310 814
67,800SH DEFINED06 67,800 0 0
Pegasus Communications Corp Com 70590410 7,333
52,100SH DEFINED06 52,100 0 0
Peoples Energy Com 71103010 2,351
85,700SH DEFINED06 85,700 0 0
Perkinelmer Inc Com 71404610 1,250
18,800SH DEFINED06 18,800 0 0
Pharmaceutical Product Devel Com 508
30,000SH DEFINED06 30,000 0 0
Polaris Industries Com 73106810 840
27,900SH DEFINED06 27,900 0 0
Polaroid Corp Com 73109510 328
13,800SH DEFINED06 13,800 0 0
Power One Inc Com 73930810 700
11,600SH DEFINED06 11,600 0 0
Princeton National Bancorp Com 74228210 670
66,550SH DEFINED06 66,550 0 0
Profit Recovery Grp Com 74316810 675
36,500SH DEFINED06 36,500 0 0
Quantum Corp Hard Disk Drive Com 74790630 6,657
591,700SH DEFINED06 591,700 0 0
Rational Software Corp Com 75409P20 11,039
144,300SH DEFINED06 144,300 0 0
Rayovac Corp Com 160
6,900SH DEFINED06 6,900 0 0
Reinsurance Group of America Com 75935110 4,999
209,942SH DEFINED06 209,942 0 0
Remec Inc Com 3,308
65,500SH DEFINED06 65,500 0 0
Republic Security Financial Com 76075810 190
29,000SH DEFINED06 29,000 0 0
Respironics Inc Com 76123010 1,218
84,700SH DEFINED06 84,700 0 0
Robbins & Myers Inc Com 77019610 1,524
64,500SH DEFINED06 64,500 0 0
SBA Communications Corp Com 78388J10 2,653
60,300SH DEFINED06 60,300 0 0
Schweitzer-Mauduit Com 80854110 406
31,400SH DEFINED06 31,400 0 0
Seacoast Banking Corp Fla A Com 81170710 1,107
42,800SH DEFINED06 42,800 0 0
Security Capital Group B Com 81413P20 3,093
214,250SH DEFINED06 214,250 0 0
Semtech Corp Com 81685010 4,465
69,700SH DEFINED06 69,700 0 0
Sierra Pacific Resources Com 82642810 657
52,560SH DEFINED06 52,560 0 0
Silicon Storage Tech Com 82705710 7,772
105,200SH DEFINED06 105,200 0 0
Skywest Inc Com 83087910 3,263
83,400SH DEFINED06 83,400 0 0
Software.com inc Com 83402P10 3,080
23,900SH DEFINED06 23,900 0 0
Sonic Corp Com 83545110 371
13,600SH DEFINED06 13,600 0 0
Speedfam IPEC Inc Com 936
47,100SH DEFINED06 47,100 0 0
Sterling Software Inc Com 85954710 5,168
157,800SH DEFINED06 157,800 0 0
Stillwater Mining Co Com 86074Q10 4,528
113,200SH DEFINED06 113,200 0 0
Sun Communities Inc Com 86667410 3,719
128,800SH DEFINED06 128,800 0 0
Swift Transportation Co Inc Com 87075610 4,635
226,075SH DEFINED06 226,075 0 0
Syncor Intl Corp-Del Com 87157J10 1,290
39,100SH DEFINED06 39,100 0 0
TCF Financial Corp Com 87227510 986
41,400SH DEFINED06 41,400 0 0
Team Financial Inc Com 87815X10 59
7,100SH DEFINED06 7,100 0 0
Telecorp PCS Inc Com 87929910 2,096
40,500SH DEFINED06 40,500 0 0
Tetra Technologies Inc Com 88162F10 1,059
79,200SH DEFINED06 79,200 0 0
Texas Regional Bancshares A Com 88267310 722
28,400SH DEFINED06 28,400 0 0
Timberland Co Cl A Com 88710010 1,209
23,700SH DEFINED06 23,700 0 0
Timken Co Com 88738910 920
56,600SH DEFINED06 56,600 0 0
TNP Enterprises Inc Com 87259410 3,593
82,000SH DEFINED06 82,000 0 0
Toll Brothers Inc Com 88947810 1,526
76,300SH DEFINED06 76,300 0 0
Too Inc Com 89033310 3,194
101,200SH DEFINED06 101,200 0 0
Transwitch Corp Com 89406510 2,951
30,700SH DEFINED06 30,700 0 0
Triangle Pharmaceuticals Inc Com 600
38,100SH DEFINED06 38,100 0 0
Trico Bancshares Com 89609510 188
12,100SH DEFINED06 12,100 0 0
Trigon Healthcare Com 89618L10 1,519
42,500SH DEFINED06 42,500 0 0
Triton Energy Ltd Com G9075110 1,581
45,100SH DEFINED06 45,100 0 0
Umpaqua Holdings Corp Com 90421410 136
21,300SH DEFINED06 21,300 0 0
Union Pacific Resources Grou Com 90783410 406
28,000SH DEFINED06 28,000 0 0
Unionbancorp Inc (Del) Com 90890810 385
32,800SH DEFINED06 32,800 0 0
United Natural Foods Inc Com 91116310 1,697
113,100SH DEFINED06 113,100 0 0
Valassis Communications Com 1,296
38,900SH DEFINED06 38,900 0 0
Ventana Medical Systems Com 92276H10 1,088
25,200SH DEFINED06 25,200 0 0
Vertex Pharmaceuticals Inc Com 92532F10 2,762
59,000SH DEFINED06 59,000 0 0
Viant Corp Com 1,578
47,100SH DEFINED06 47,100 0 0
Viatel Inc Com 92552920 1,250
24,900SH DEFINED06 24,900 0 0
Vignette Corp Com 92673410 6,234
38,900SH DEFINED06 38,900 0 0
Visible Genetics Inc Com 92829S10 733
19,800SH DEFINED06 19,800 0 0
Vista Bancorp Inc Com 92830R10 1,011
71,577SH DEFINED06 71,577 0 0
Washington Gas Light Co Com 93883710 1,474
54,200SH DEFINED06 54,200 0 0
Wausau-Mosinee Paper Corp Com 94331510 1,083
83,738SH DEFINED06 83,738 0 0
Websense Inc Com 72
1,500SH DEFINED06 1,500 0 0
Wellman Inc Com 94970210 376
19,000SH DEFINED06 19,000 0 0
Westell Technology Inc A Com 95754110 2,741
86,000SH DEFINED06 86,000 0 0
Wild Oats Markets Com 96808B10 1,836
89,550SH DEFINED06 89,550 0 0
7,658,908150,433,115 150,433,115
