UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31,
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
February 8, 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:
1035
Form 13F Information Table Value Total: $6,834,749
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:
INV Price TITLE OF
VALUE SHARES/ SH/PUT/INVSTMT OTHER VOTING AUTHORITY
NO NAME OF ISSUER 12/31/99 CLASS CUSIP
(X$1000) PRN AMT PRNCALLDSCRETNMANAGERS SOLE SHAREDNONE
--------
50002-3 AMR Corp 67.0000 Com 00176510
2,700 40,300SH DEFINED01 40,300 0 0
50005-3 Abbott Laboratories 36.3125 Com 00282410
14,808 407,800SH DEFINED01 407,800 0 0
50007-3 Advanced Micro Devices 28.9375 Com 00790310
1,143 39,500SH DEFINED01 39,500 0 0
50008-3 Aetna Inc 55.8125 Com 00811710
2,110 37,805SH DEFINED01 37,805 0 0
50010-3 Air Products & Chemicals 33.5625 Com 00915810
2,064 61,500SH DEFINED01 61,500 0 0
50011-3 Alberto-Culver 25.8125 Com 01306810
289 11,200SH DEFINED01 11,200 0 0
50012-3 Albertson's 32.2500 Com 01310410
3,633 112,654SH DEFINED01 112,654 0 0
50014-3 Ikon Office Solutions Inc 6.8125 Com 45171310
221 32,500SH DEFINED01 32,500 0 0
50017-3 Alcoa Inc 83.0000 Com 01381710
8,159 98,300SH DEFINED01 98,300 0 0
50020-3 Amerada Hess 56.7500 Com 02355110
1,379 24,300SH DEFINED01 24,300 0 0
50021-3 Fortune Brands Inc 33.0625 Com 34963110
1,475 44,600SH DEFINED01 44,600 0 0
50023-3 American Electric Power 32.1250 Com 02553710
1,664 51,800SH DEFINED01 51,800 0 0
50024-3 American Express 166.2500 Com 02581610
20,017 120,400SH DEFINED01 120,400 0 0
50025-3 American General Corp 75.8750 Com 02635110
5,064 66,742SH DEFINED01 66,742 0 0
50026-3 American Home Products 39.2500 Com 02660910
13,745 350,200SH DEFINED01 350,200 0 0
50027-3 American International Group 108.1250 Com 02687410
44,871 414,991SH DEFINED01 414,991 0 0
50030-3 A T & T Corp 50.8125 Com 00195710
43,526 856,599SH DEFINED01 856,599 0 0
50033-3 Andrew Corp 18.9375 Com 03442510
333 17,562SH DEFINED01 17,562 0 0
50034-3 Anheuser-Busch Co Inc 70.8750 Com 03522910
8,881 125,300SH DEFINED01 125,300 0 0
50035-3 Apple Computer 102.8125 Com 03783310
4,431 43,100SH DEFINED01 43,100 0 0
50036-3 Archer-Daniels Midland 12.1250 Com 03948310
2,007 165,503SH DEFINED01 165,503 0 0
50039-3 Armstrong World 33.3750 Com 04247610
357 10,700SH DEFINED01 10,700 0 0
50040-3 Atlantic Richfield Co 86.5000 Com 04882510
7,474 86,400SH DEFINED01 86,400 0 0
50041-3 Automatic Data Processing In 53.8750 Com 05301510
8,938 165,900SH DEFINED01 165,900 0 0
50042-3 Avery Dennison Corp 72.8750 Com 05361110
2,223 30,500SH DEFINED01 30,500 0 0
50043-3 Avon Products 33.0000 Com 05430310
2,307 69,900SH DEFINED01 69,900 0 0
50044-3 Baker Hughes 21.0625 Com 05722410
1,856 88,140SH DEFINED01 88,140 0 0
50045-3 Ball Corp 39.3750 Com 05849810
287 7,300SH DEFINED01 7,300 0 0
50047-3 Constellation Energy Group I 29.0000 Com 21037110
1,161 40,050SH DEFINED01 40,050 0 0
50048-3 Bank One Corp 32.0000 Com 06423A10
10,059 314,348SH DEFINED01 314,348 0 0
50050-3 Bank of America Corp 50.1875 Com 06050510
23,239 463,036SH DEFINED01 463,036 0 0
50052-3 Bard (CR) Inc 53.0000 Com 06738310
726 13,700SH DEFINED01 13,700 0 0
50055-3 Bausch & Lomb 68.4375 Com 07170710
1,054 15,400SH DEFINED01 15,400 0 0
50056-3 Baxter International Inc 62.8125 Com 07181310
4,899 78,000SH DEFINED01 78,000 0 0
50057-3 Becton Dickinson 26.9375 Com 07588710
1,808 67,100SH DEFINED01 67,100 0 0
50058-3 Bell Atlantic Corp 61.5625 Com 07785310
25,621 416,176SH DEFINED01 416,176 0 0
50059-3 BellSouth 46.8125 Com 07986010
23,659 505,400SH DEFINED01 505,400 0 0
50060-3 Bemis Co 34.8750 Com 08143710
488 14,000SH DEFINED01 14,000 0 0
50062-3 Bethlehem Steel 8.3750 Com 08750910
258 30,800SH DEFINED01 30,800 0 0
50064-3 Black & Decker Corp 52.2500 Com 09179710
1,217 23,300SH DEFINED01 23,300 0 0
50065-3 Block H&R 43.7500 Com 09367110
1,146 26,200SH DEFINED01 26,200 0 0
50066-3 Boeing Co 41.4375 Com 09702310
10,667 257,414SH DEFINED01 257,414 0 0
50067-3 Boise Cascade 40.5000 Com 09738310
620 15,300SH DEFINED01 15,300 0 0
50069-3 Briggs & Stratton 53.6250 Com 10904310
322 6,000SH DEFINED01 6,000 0 0
50070-3 Bristol-Myers Squibb Co 64.1875 Com 11012210
34,173 532,400SH DEFINED01 532,400 0 0
50073-3 Brown-Forman Inc 57.2500 Com 11563720
1,053 18,400SH DEFINED01 18,400 0 0
50075-3 Brunswick Corp 22.2500 Com 11704310
550 24,700SH DEFINED01 24,700 0 0
50076-3 Burlington Northern Santa Fe 24.2500 Com 12189T10
3,022 124,635SH DEFINED01 124,635 0 0
50078-3 Cigna Corp 80.5625 Com 12550910
4,302 53,400SH DEFINED01 53,400 0 0
50081-3 Bestfoods 52.5625 Com 08658U10
3,932 74,800SH DEFINED01 74,800 0 0
50082-3 CSX Corp 31.3750 Com 12640810
1,829 58,300SH DEFINED01 58,300 0 0
50083-3 Campbell Soup 38.6875 Com 13442910
4,503 116,400SH DEFINED01 116,400 0 0
50085-3 Providian Corp 91.0625 Com 74406A10
3,465 38,050SH DEFINED01 38,050 0 0
50087-3 Caterpillar Inc 47.0625 Com 14912310
4,485 95,300SH DEFINED01 95,300 0 0
50088-3 Centex Corp 24.6875 Com 15231210
395 16,000SH DEFINED01 16,000 0 0
50089-3 Central & South West 20.0000 Com 15235710
1,140 57,000SH DEFINED01 57,000 0 0
50090-3 Champion International 61.9375 Com 15852510
1,592 25,700SH DEFINED01 25,700 0 0
50093-3 Chase Manhattan Corp 77.6875 Com 16161A10
17,333 223,116SH DEFINED01 223,116 0 0
50095-3 Chevron Corp 86.6250 Com 16675110
15,229 175,800SH DEFINED01 175,800 0 0
50097-3 Chubb Corp 56.3125 Com 17123210
2,658 47,200SH DEFINED01 47,200 0 0
50098-3 Milacron Inc 15.3750 Com 59870910
143 9,300SH DEFINED01 9,300 0 0
50101-3 Clorox Co 50.3750 Com 18905410
3,189 63,300SH DEFINED01 63,300 0 0
50102-3 Coastal Corp 35.4375 Com 19044110
2,027 57,200SH DEFINED01 57,200 0 0
50103-3 Coca Cola Co 58.2500 Com 19121610
38,556 661,900SH DEFINED01 661,900 0 0
50104-3 Colgate-Palmolive 65.0000 Com 19416210
10,160 156,300SH DEFINED01 156,300 0 0
50105-3 Columbia Energy Group 63.2500 Com 19764810
1,392 22,000SH DEFINED01 22,000 0 0
50108-3 Unicom Corp 33.5000 Com 90491110
1,953 58,300SH DEFINED01 58,300 0 0
50110-3 Compaq Computer 27.0625 Com 20449310
12,333 455,713SH DEFINED01 455,713 0 0
50111-3 Computer Associates Int'l 69.9375 Com 20491210
10,079 144,112SH DEFINED01 144,112 0 0
50112-3 Computer Sciences Corp 94.6250 Com 20536310
4,059 42,900SH DEFINED01 42,900 0 0
50113-3 Conagra Inc 22.6875 Com 20588710
2,970 130,900SH DEFINED01 130,900 0 0
50114-3 Consolidated Edison Inc 34.5000 Com 20911510
2,042 59,200SH DEFINED01 59,200 0 0
50116-3 Consolidated Natural Gas 64.9375 Com 20961510
1,669 25,700SH DEFINED01 25,700 0 0
50119-3 Ceridian Corp 21.5625 Com 15677T10
837 38,800SH DEFINED01 38,800 0 0
50121-3 Coors (Adolph) 52.5000 Com 21701610
520 9,900SH DEFINED01 9,900 0 0
50122-3 Corning Inc 128.9375 Com 21935010
8,458 65,600SH DEFINED01 65,600 0 0
50124-3 Crane Co 19.8750 Com 22439910
274 13,800SH DEFINED01 13,800 0 0
50129-3 Cummins Engine Co Inc 48.3125 Com 23102110
541 11,200SH DEFINED01 11,200 0 0
50131-3 Dana Corp 29.9375 Com 23581110
1,330 44,418SH DEFINED01 44,418 0 0
50134-3 Dayton-Hudson 73.4375 Com 23975310
8,702 118,500SH DEFINED01 118,500 0 0
50135-3 Deere & Co 43.3750 Com 24419910
2,715 62,600SH DEFINED01 62,600 0 0
50136-3 Delta Airlines Inc 49.8125 Com 24736110
1,873 37,600SH DEFINED01 37,600 0 0
50137-3 Deluxe Corp 27.4375 Com 24801910
557 20,300SH DEFINED01 20,300 0 0
50138-3 DTE Energy Co 31.6250 Com 23333110
1,230 38,900SH DEFINED01 38,900 0 0
50140-3 Dillard's Inc 20.1875 Com 25406710
579 28,700SH DEFINED01 28,700 0 0
50141-3 Dominion Resources 39.2500 Com 25747010
2,019 51,450SH DEFINED01 51,450 0 0
50142-3 Donnelley (RR) & Sons 24.8125 Com 25786710
849 34,200SH DEFINED01 34,200 0 0
50143-3 Dover Corp 45.3750 Com 26000310
2,536 55,900SH DEFINED01 55,900 0 0
50144-3 Dow Chemical Co 133.6250 Com 26054310
7,884 59,000SH DEFINED01 59,000 0 0
50145-3 Dow Jones & Co Inc 68.0000 Com 26056110
1,659 24,400SH DEFINED01 24,400 0 0
50147-3 DuPont (EI) De Nemours 65.8750 Com 26353410
19,029 288,862SH DEFINED01 288,862 0 0
50148-3 Duke Energy Corp 50.1250 Com 26439910
4,902 97,794SH DEFINED01 97,794 0 0
50150-3 Perkinelmer Inc 41.6875 Com 26845710
442 10,600SH DEFINED01 10,600 0 0
50153-3 Eastern Enterprises 57.4375 Com 27637F10
414 7,200SH DEFINED01 7,200 0 0
50154-3 Eastman Kodak 66.2500 Com 27746110
5,618 84,800SH DEFINED01 84,800 0 0
50155-3 Eaton Corp 72.6250 Com 27805810
1,409 19,400SH DEFINED01 19,400 0 0
50157-3 Ecolab Inc 39.1250 Com 27886510
1,358 34,700SH DEFINED01 34,700 0 0
50158-3 Emerson Electric 57.3750 Com 29101110
6,684 116,500SH DEFINED01 116,500 0 0
50159-3 Englehard Corp 18.8750 Com 29284510
637 33,737SH DEFINED01 33,737 0 0
50160-3 Enron Corp 44.3750 Com 29356110
8,489 191,300SH DEFINED01 191,300 0 0
50162-3 Exxon Mobil Corp 80.5625 Com 30229010
74,754 927,899SH DEFINED01 927,899 0 0
50163-3 FMC Corp 57.3125 Com 30249130
390 6,800SH DEFINED01 6,800 0 0
50164-3 FPL Group 42.8125 Com 30257110
2,055 48,000SH DEFINED01 48,000 0 0
50166-3 FDX Corp 40.9375 Com 31304N10
3,264 79,720SH DEFINED01 79,720 0 0
50167-3 Fannie Mae 62.4375 Com 31358610
17,152 274,700SH DEFINED01 274,700 0 0
50173-3 First Union Corp 32.9375 Com 33735810
8,446 256,414SH DEFINED01 256,414 0 0
50174-3 Fleetboston Financial Corp 34.8125 Com 33891510
8,583 246,557SH DEFINED01 246,557 0 0
50175-3 Fleetwood Enterprises 20.6250 Com 33909910
175 8,500SH DEFINED01 8,500 0 0
50177-3 Fluor Corp 45.8750 Com 34386110
931 20,300SH DEFINED01 20,300 0 0
50178-3 Ford Motor Co 53.3125 Com 34537010
17,289 324,300SH DEFINED01 324,300 0 0
50179-3 Foster Wheeler Corp 8.8750 Com 35024410
84 9,500SH DEFINED01 9,500 0 0
50180-3 GTE Corp 70.5625 Com 36232010
18,551 262,900SH DEFINED01 262,900 0 0
50181-3 Gannett Co 81.5625 Com 36473010
6,117 75,000SH DEFINED01 75,000 0 0
50182-3 Gap (The) 46.0000 Com 36476010
10,573 229,850SH DEFINED01 229,850 0 0
50184-3 Harcourt General Corp. 40.2500 Com 41163G10
769 19,100SH DEFINED01 19,100 0 0
50185-3 General Dynamics 52.7500 Com 36955010
2,817 53,400SH DEFINED01 53,400 0 0
50186-3 General Electric Co 154.7500 Com 36960410
136,056 879,200SH DEFINED01 879,200 0 0
50188-3 General Mills 35.7500 Com 37033410
2,932 82,000SH DEFINED01 82,000 0 0
50189-3 General Motors Corp 72.6875 Com 37044210
12,553 172,700SH DEFINED01 172,700 0 0
50193-3 Genuine Parts 24.8125 Com 37246010
1,190 47,975SH DEFINED01 47,975 0 0
50194-3 Georgia Pacific Corp 50.7500 Com 37329810
2,335 46,000SH DEFINED01 46,000 0 0
50197-3 Gillette Co 41.1875 Com 37576610
11,977 290,800SH DEFINED01 290,800 0 0
50198-3 Golden West Financial 33.5000 Com 38131710
1,477 44,100SH DEFINED01 44,100 0 0
50199-3 Goodrich (BF) 27.5000 Com 38238810
809 29,400SH DEFINED01 29,400 0 0
50200-3 Goodyear Tire & Rubber 28.0625 Com 38255010
1,176 41,900SH DEFINED01 41,900 0 0
50202-3 Grainger (WW) Inc 47.8125 Com 38480210
1,195 25,000SH DEFINED01 25,000 0 0
50203-3 Great A & P 27.8750 Com 39006410
256 9,200SH DEFINED01 9,200 0 0
50208-3 Halliburton Co 40.2500 Com 40621610
4,762 118,300SH DEFINED01 118,300 0 0
50211-3 Harris Corp 26.6875 Com 41387510
571 21,400SH DEFINED01 21,400 0 0
50213-3 Hasbro Inc 18.9375 Com 41805610
988 52,175SH DEFINED01 52,175 0 0
50214-3 Heinz (HJ) Co 39.8125 Com 42307410
3,826 96,100SH DEFINED01 96,100 0 0
50215-3 Helmerich & Payne 21.7500 Com 42345210
254 11,700SH DEFINED01 11,700 0 0
50216-3 Hercules Inc 27.8750 Com 42705610
792 28,400SH DEFINED01 28,400 0 0
50217-3 Hershey Foods 47.4375 Com 42786610
1,774 37,400SH DEFINED01 37,400 0 0
50218-3 Hewlett Packard Co 113.7500 Com 42823610
30,883 271,500SH DEFINED01 271,500 0 0
50219-3 Hilton Hotels 9.5625 Com 43284810
653 68,300SH DEFINED01 68,300 0 0
50220-3 Harrah's Entertainment Inc 26.4375 Com 41361910
909 34,400SH DEFINED01 34,400 0 0
50221-3 Home Depot 68.7500 Com 43707610
40,997 596,322SH DEFINED01 596,322 0 0
50222-3 Homestake Mining 7.8125 Com 43761410
545 69,800SH DEFINED01 69,800 0 0
50223-3 Honeywell International Inc 57.6875 Com 43850610
12,208 211,625SH DEFINED01 211,625 0 0
50224-3 Household International 37.2500 Com 44181510
4,777 128,252SH DEFINED01 128,252 0 0
50225-3 Reliant Energy Inc 22.8750 Com 75952J10
1,813 79,262SH DEFINED01 79,262 0 0
50230-3 Illinois Tool Works 67.5625 Com 45230810
4,540 67,200SH DEFINED01 67,200 0 0
50232-3 Ingersoll-Rand 55.0625 Com 45686610
2,437 44,250SH DEFINED01 44,250 0 0
50234-3 Intel Corp 82.3125 Com 45814010
72,986 886,700SH DEFINED01 886,700 0 0
50237-3 International Business Machi 107.8750 Com 45920010
52,309 484,900SH DEFINED01 484,900 0 0
50238-3 International Flavors/Frag 37.6250 Com 45950610
1,069 28,400SH DEFINED01 28,400 0 0
50239-3 Mallinckrodt Inc 31.8125 Com 56123210
604 19,000SH DEFINED01 19,000 0 0
50240-3 International Paper 56.4375 Com 46014610
6,257 110,861SH DEFINED01 110,861 0 0
50241-3 Fort James Corp 27.3750 Com 34747110
1,621 59,200SH DEFINED01 59,200 0 0
50242-3 Jefferson-Pilot 68.2500 Com 47507010
1,931 28,287SH DEFINED01 28,287 0 0
50244-3 Johnson & Johnson 93.2500 Com 47816010
33,607 360,400SH DEFINED01 360,400 0 0
50245-3 Johnson Controls 56.8750 Com 47836610
1,302 22,900SH DEFINED01 22,900 0 0
50246-3 K Mart Corp 10.0625 Com 48258410
1,331 132,300SH DEFINED01 132,300 0 0
50247-3 Kaufman & Broad Home Corp 24.1875 Com 48616810
220 9,100SH DEFINED01 9,100 0 0
50248-3 Kellogg Co 30.8125 Com 48783610
3,346 108,600SH DEFINED01 108,600 0 0
50249-3 Kerr-McGee 62.0000 Com 49238610
1,437 23,170SH DEFINED01 23,170 0 0
50252-3 Knight-Ridder News 59.5625 Com 49904010
1,293 21,700SH DEFINED01 21,700 0 0
50253-3 Kroger Co 18.8750 Com 50104410
4,196 222,300SH DEFINED01 222,300 0 0
50255-3 Lilly (Eli) & Co 66.5000 Com 53245710
19,478 292,900SH DEFINED01 292,900 0 0
50256-3 Limited Inc 43.3125 Com 53271610
2,486 57,400SH DEFINED01 57,400 0 0
50257-3 Lincoln National 40.0000 Com 53418710
2,132 53,300SH DEFINED01 53,300 0 0
50259-3 Liz Claiborne Inc 37.6250 Com 53932010
500 13,300SH DEFINED01 13,300 0 0
50260-3 Lockheed Martin 21.8750 Com 53983010
2,317 105,942SH DEFINED01 105,942 0 0
50262-3 Longs Drug Stores 25.8125 Com 54316210
201 7,800SH DEFINED01 7,800 0 0
50266-3 Louisiana Pacific 14.0625 Com 54634710
405 28,800SH DEFINED01 28,800 0 0
50267-3 Lowe's Cos 59.7500 Com 54866110
6,106 102,200SH DEFINED01 102,200 0 0
50276-3 Marsh & McLennan Inc 95.6875 Com 57174810
6,775 70,800SH DEFINED01 70,800 0 0
50278-3 Masco Corp 25.3750 Com 57459910
3,012 118,700SH DEFINED01 118,700 0 0
50279-3 Mattel Inc 13.1250 Com 57708110
1,479 112,666SH DEFINED01 112,666 0 0
50281-3 May Dept Stores Co 32.2500 Com 57777810
2,888 89,550SH DEFINED01 89,550 0 0
50282-3 Maytag Co 48.0000 Com 57859210
1,123 23,400SH DEFINED01 23,400 0 0
50284-3 McDonald's Corp 40.3125 Com 58013510
14,637 363,100SH DEFINED01 363,100 0 0
50286-3 McGraw-Hill 61.6250 Com 58064510
3,254 52,800SH DEFINED01 52,800 0 0
50288-3 Mead Corp 43.4375 Com 58283410
1,190 27,400SH DEFINED01 27,400 0 0
50289-3 Medtronic Inc 36.4375 Com 58505510
11,463 314,600SH DEFINED01 314,600 0 0
50290-3 Mellon Financial Corp 34.0625 Com 58550910
4,694 137,800SH DEFINED01 137,800 0 0
50291-3 CVS Corp 39.8750 Com 12665010
4,187 105,000SH DEFINED01 105,000 0 0
50293-3 Merck & Co 67.1875 Com 58933110
42,241 628,700SH DEFINED01 628,700 0 0
50294-3 Meredith Corp 41.6875 Com 58943310
579 13,900SH DEFINED01 13,900 0 0
50295-3 Merrill Lynch 83.3125 Com 59018810
8,256 99,100SH DEFINED01 99,100 0 0
50296-3 Entergy Corp 25.7500 Com 29364G10
1,705 66,200SH DEFINED01 66,200 0 0
50297-3 Millipore Corp 38.6250 Com 60107310
394 10,200SH DEFINED01 10,200 0 0
50298-3 Minnesota Mining & Manufactu 97.8750 Com 60405910
10,571 108,000SH DEFINED01 108,000 0 0
50301-3 Monsanto Co 35.4375 Com 61166210
6,021 169,900SH DEFINED01 169,900 0 0
50303-3 Morgan (JP) & Co 126.6250 Com 61688010
5,964 47,100SH DEFINED01 47,100 0 0
50305-3 Motorola Inc 147.2500 Com 62007610
23,972 162,800SH DEFINED01 162,800 0 0
50311-3 Nacco Ind Cl A 55.5625 Com 62957910
111 2,000SH DEFINED01 2,000 0 0
50314-3 Tenet Healthcare Corp 23.5000 Com 88033G10
1,955 83,200SH DEFINED01 83,200 0 0
50315-3 National Semiconductor 42.8125 Com 63764010
1,927 45,000SH DEFINED01 45,000 0 0
50316-3 National Service Industries 29.5000 Com 63765710
251 8,500SH DEFINED01 8,500 0 0
50317-3 Navistar International 47.0000 Com 63934E10
833 17,720SH DEFINED01 17,720 0 0
50318-3 New York Times Cl A 49.1250 Com 65011110
2,294 46,700SH DEFINED01 46,700 0 0
50319-3 Newell Rubbermaid Inc 29.0000 Com 65122910
2,191 75,543SH DEFINED01 75,543 0 0
50320-3 Newmont Mining 24.5000 Com 65163910
1,099 44,858SH DEFINED01 44,858 0 0
50321-3 Niagara Mohawk Holdings Inc 13.9375 Com 65352010
700 50,200SH DEFINED01 50,200 0 0
50322-3 Nike Inc 49.5625 Com 65410610
3,737 75,400SH DEFINED01 75,400 0 0
50323-3 Nordstrom 26.3125 Com 65566410
989 37,600SH DEFINED01 37,600 0 0
50324-3 Norfolk Southern Corp 20.5000 Com 65584410
2,091 102,000SH DEFINED01 102,000 0 0
50325-3 Northern States Power 19.5000 Com 66577210
805 41,300SH DEFINED01 41,300 0 0
50327-3 Northrop Gruman Corp 54.0625 Com 66680710
1,006 18,600SH DEFINED01 18,600 0 0
50331-3 Nucor Corp 54.8125 Com 67034610
1,283 23,400SH DEFINED01 23,400 0 0
50333-3 Oneok Inc 25.1250 Com 68268010
188 7,500SH DEFINED01 7,500 0 0
50334-3 Occidental Petroleum 21.6250 Com 67459910
2,020 93,400SH DEFINED01 93,400 0 0
50339-3 Owens Corning 19.3125 Com 69073F10
214 11,100SH DEFINED01 11,100 0 0
50340-3 Paccar Inc 44.3125 Com 69371810
929 20,960SH DEFINED01 20,960 0 0
50341-3 Pulte Corp 22.5000 Com 74586710
198 8,800SH DEFINED01 8,800 0 0
50342-3 PNC Bank Corp 44.5000 Com 69347510
3,627 81,500SH DEFINED01 81,500 0 0
50343-3 PPG Industries 62.5625 Com 69350610
2,909 46,500SH DEFINED01 46,500 0 0
50347-3 P G & E Corp 20.5000 Com 69331C10
2,109 102,900SH DEFINED01 102,900 0 0
50349-3 Pall Corp 21.5625 Com 69642930
717 33,233SH DEFINED01 33,233 0 0
50352-3 Parker-Hannifin 51.3125 Com 70109410
1,494 29,125SH DEFINED01 29,125 0 0
50353-3 Penney (JC) 19.9375 Com 70816010
1,408 70,600SH DEFINED01 70,600 0 0
50355-3 Peoples Energy 33.5000 Com 71103010
241 7,200SH DEFINED01 7,200 0 0
50356-3 Pepsico Inc 35.2500 Com 71344810
13,818 392,000SH DEFINED01 392,000 0 0
50357-3 PE Corp Biosystems Group 120.3125 Com 69332S10
3,285 27,300SH DEFINED01 27,300 0 0
50358-3 Pfizer Inc 32.4375 Com 71708110
33,693 1,038,70SH DEFINED01 1,038,700 0 0
50359-3 Phelps Dodge 67.3750 Com 71726510
1,560 23,147SH DEFINED01 23,147 0 0
50360-3 PECO Energy Co 34.7500 Com 69330410
1,738 50,000SH DEFINED01 50,000 0 0
50361-3 Philip Morris Companies Inc 23.0000 Com 71815410
14,736 640,700SH DEFINED01 640,700 0 0
50363-3 Phillips Petroleum 47.0000 Com 71850710
3,191 67,900SH DEFINED01 67,900 0 0
50364-3 Pitney-Bowes Inc 48.3125 Com 72447910
3,464 71,700SH DEFINED01 71,700 0 0
50367-3 Polaroid Corp 18.8125 Com 73109510
224 11,900SH DEFINED01 11,900 0 0
50368-3 Potlatch Corp 44.6250 Com 73762810
303 6,800SH DEFINED01 6,800 0 0
50374-3 Procter & Gamble 109.5625 Com 74271810
39,015 356,100SH DEFINED01 356,100 0 0
50375-3 Public Service Enterprise In 34.8125 Com 74457310
2,047 58,800SH DEFINED01 58,800 0 0
50376-3 Quaker Oats 65.6250 Com 74740210
2,356 35,900SH DEFINED01 35,900 0 0
50378-3 Ralston Purina 27.8750 Com 75127730
2,417 86,700SH DEFINED01 86,700 0 0
50383-3 Reebok International 8.1875 Com 75811010
107 13,100SH DEFINED01 13,100 0 0
50384-3 Reynolds Metals 76.6250 Com 76176310
1,295 16,900SH DEFINED01 16,900 0 0
50385-3 Rite Aid 11.1250 Com 76775410
772 69,400SH DEFINED01 69,400 0 0
50387-3 Rockwell International 47.8750 Com 77390310
2,456 51,300SH DEFINED01 51,300 0 0
50388-3 Rohm & Haas 40.6875 Com 77537110
2,373 58,330SH DEFINED01 58,330 0 0
50390-3 Rowan Companies Inc 21.6875 Com 77938210
453 20,900SH DEFINED01 20,900 0 0
50393-3 Russell Corp 16.7500 Com 78235210
106 6,300SH DEFINED01 6,300 0 0
50394-3 Ryder System 24.4375 Com 78354910
367 15,000SH DEFINED01 15,000 0 0
50395-3 Safeco Corp 24.8750 Com 78642910
878 35,300SH DEFINED01 35,300 0 0
50396-3 Edison International 26.1875 Com 28102010
2,438 93,100SH DEFINED01 93,100 0 0
50401-3 Sara Lee Corp 22.0625 Com 80311110
5,344 242,200SH DEFINED01 242,200 0 0
50402-3 Schering-Plough Corp 42.3750 Com 80660510
16,679 393,600SH DEFINED01 393,600 0 0
50404-3 Scientific-Atlanta 55.8750 Com 80865510
1,145 20,500SH DEFINED01 20,500 0 0
50407-3 Sears Roebuck & Co 30.3750 Com 81238710
3,098 102,000SH DEFINED01 102,000 0 0
50409-3 Service Corp International 6.9375 Com 81756510
506 72,900SH DEFINED01 72,900 0 0
50410-3 Shared Medical Systems 50.9375 Com 81948610
270 5,300SH DEFINED01 5,300 0 0
50411-3 Sherwin-Williams 21.0000 Com 82434810
953 45,400SH DEFINED01 45,400 0 0
50415-3 Snap-on Inc 26.5625 Com 83303410
466 17,550SH DEFINED01 17,550 0 0
50417-3 Southern Co 23.5000 Com 84258710
4,303 183,100SH DEFINED01 183,100 0 0
50418-3 SBC Communications Inc 48.7500 Com 78387G10
44,614 915,169SH DEFINED01 915,169 0 0
50420-3 Springs Industries Inc 39.9375 Com 85178310
196 4,900SH DEFINED01 4,900 0 0
50423-3 St Paul Cos 33.6875 Com 79286010
2,047 60,760SH DEFINED01 60,760 0 0
50424-3 Stanley Works 30.1250 Com 85461610
717 23,800SH DEFINED01 23,800 0 0
50426-3 Sunoco Inc 23.5000 Com 86764P10
571 24,300SH DEFINED01 24,300 0 0
50428-3 Suntrust Banks 68.8125 Com 86791410
5,932 86,200SH DEFINED01 86,200 0 0
50429-3 Super Valu Stores 20.0000 Com 86853610
744 37,200SH DEFINED01 37,200 0 0
50431-3 Sysco Corp 39.5625 Com 87182910
3,509 88,700SH DEFINED01 88,700 0 0
50432-3 TRW Inc 51.9375 Com 87264910
1,688 32,500SH DEFINED01 32,500 0 0
50434-3 Tandy Corp 49.1875 Com 87538210
2,548 51,800SH DEFINED01 51,800 0 0
50435-3 Tektronix Inc 38.8750 Com 87913110
474 12,200SH DEFINED01 12,200 0 0
50437-3 Allegheny Technologies Inc 22.4375 Com 01741510
573 25,537SH DEFINED01 25,537 0 0
50438-3 Temple-Inland 65.9375 Com 87986810
989 15,000SH DEFINED01 15,000 0 0
50439-3 Tenneco Automotive Inc 9.3125 Com 88037E10
85 9,140SH DEFINED01 9,140 0 0
50440-3 Texaco Inc 54.3125 Com 88169410
8,049 148,200SH DEFINED01 148,200 0 0
50441-3 Texas Instruments 96.6250 Com 88250810
20,349 210,600SH DEFINED01 210,600 0 0
50442-3 Texas Utilities Co 35.5625 Com 88284810
2,636 74,135SH DEFINED01 74,135 0 0
50444-3 Thomas & Betts 31.8750 Com 88431510
488 15,300SH DEFINED01 15,300 0 0
50445-3 Time Warner Inc 72.3125 Com 88731510
25,071 346,700SH DEFINED01 346,700 0 0
50446-3 Times Mirror New Cl A 67.0000 Com 88736410
1,293 19,300SH DEFINED01 19,300 0 0
50449-3 Torchmark Corp 29.0625 Com 89102710
1,038 35,700SH DEFINED01 35,700 0 0
50450-3 Toys 'R' Us (Holding Co) 14.3125 Com 89233510
950 66,400SH DEFINED01 66,400 0 0
50452-3 Citigroup Inc 55.6875 Com 17296710
50,414 905,296SH DEFINED01 905,296 0 0
50453-3 Tribune Co 55.0625 Com 89604710
3,496 63,500SH DEFINED01 63,500 0 0
50457-3 U S West Inc 72.0000 Com 91273H10
9,742 135,300SH DEFINED01 135,300 0 0
50458-3 US Airways Group Inc 32.0625 Com 91190510
584 18,200SH DEFINED01 18,200 0 0
50461-3 UST Inc 25.1875 Com 90291110
1,176 46,700SH DEFINED01 46,700 0 0
50462-3 USX-Marathon Group 24.6875 Com 90290582
2,044 82,800SH DEFINED01 82,800 0 0
50465-3 Union Carbide 66.7500 Com 90558110
2,383 35,700SH DEFINED01 35,700 0 0
50466-3 Union Pacific Corp 43.6875 Com 90781810
2,901 66,400SH DEFINED01 66,400 0 0
50467-3 Unisys Corp 31.9375 Com 90921410
2,619 82,000SH DEFINED01 82,000 0 0
50470-3 United Technologies Corp 65.0000 Com 91301710
8,392 129,100SH DEFINED01 129,100 0 0
50471-3 Unocal Corp 33.5625 Com 91528910
2,182 65,000SH DEFINED01 65,000 0 0
50473-3 V F Corp 30.0000 Com 91820410
957 31,900SH DEFINED01 31,900 0 0
50475-3 Wal-Mart Stores 69.1250 Com 93114210
82,452 1,192,80SH DEFINED01 1,192,800 0 0
50476-3 Walgreen 29.2500 Com 93142210
7,868 269,000SH DEFINED01 269,000 0 0
50477-3 Disney Walt Co (Holding Co) 29.2500 Com 25468710
16,169 552,782SH DEFINED01 552,782 0 0
50480-3 Warner-Lambert Co 81.9375 Com 93448810
18,772 229,100SH DEFINED01 229,100 0 0
50482-3 Wells Fargo & Co 40.4375 Com 94974610
17,877 442,100SH DEFINED01 442,100 0 0
50483-3 Wendy's Int'l 20.8125 Com 95059010
678 32,600SH DEFINED01 32,600 0 0
50484-3 CBS Corp 63.9375 Com 12490K10
13,067 204,371SH DEFINED01 204,371 0 0
50486-3 Westvaco Corp 32.6250 Com 96154810
878 26,900SH DEFINED01 26,900 0 0
50488-3 Weyerhaeuser Corp 71.8125 Com 96216610
3,871 53,900SH DEFINED01 53,900 0 0
50489-3 Whirlpool Corp 65.0625 Com 96332010
1,314 20,200SH DEFINED01 20,200 0 0
50491-3 Williams Cos 30.5625 Com 96945710
3,557 116,400SH DEFINED01 116,400 0 0
50492-3 Winn-Dixie 23.9375 Com 97428010
953 39,800SH DEFINED01 39,800 0 0
50494-3 Worthington Industries 16.5625 Com 98181110
375 22,625SH DEFINED01 22,625 0 0
50495-3 Wrigley, (Wm) Jr 82.9375 Com 98252610
2,588 31,200SH DEFINED01 31,200 0 0
50496-3 Xerox Corp 22.6875 Com 98412110
4,032 177,700SH DEFINED01 177,700 0 0
50498-3 TJX Cos Inc 20.4375 Com 87254010
1,741 85,200SH DEFINED01 85,200 0 0
50501-3 Ashland Inc 32.9375 Com 04420410
636 19,300SH DEFINED01 19,300 0 0
50502-3 Carolina Power & Light Co 30.4375 Com 14414110
1,303 42,800SH DEFINED01 42,800 0 0
50503-3 Circuit City Stores 45.0625 Com 17273710
2,429 53,900SH DEFINED01 53,900 0 0
50507-3 Jostens Inc 24.3125 Com 48108810
229 9,400SH DEFINED01 9,400 0 0
50508-3 Nicor Inc 32.5000 Com 65408610
410 12,600SH DEFINED01 12,600 0 0
50509-3 Oracle Corp 112.0625 Com 68389X10
43,239 385,843SH DEFINED01 385,843 0 0
50512-3 Tyco International Ltd 39.0000 Com 90212410
17,494 448,568SH DEFINED01 448,568 0 0
50513-3 Sprint Corp 67.3125 Com 85206110
15,650 232,500SH DEFINED01 232,500 0 0
50514-3 American Greetings 23.6250 Com 02637510
428 18,100SH DEFINED01 18,100 0 0
50516-3 St Jude Medical Inc 30.6875 Com 79084910
697 22,700SH DEFINED01 22,700 0 0
50517-3 Autodesk Inc 33.7500 Com 05276910
533 15,800SH DEFINED01 15,800 0 0
50518-3 Cooper Industries 40.4375 Com 21666910
1,023 25,300SH DEFINED01 25,300 0 0
50524-3 Nalco Chemical 52.8750 Com 62985310
703 13,300SH DEFINED01 13,300 0 0
50526-3 Cooper Tire & Rubber 15.7500 Com 21683110
250 15,900SH DEFINED01 15,900 0 0
50529-3 Alcan Aluminium 41.3750 Com 01371610
2,507 60,600SH DEFINED01 60,600 0 0
50530-3 Inco Ltd 23.5000 Com 45325840
1,210 51,500SH DEFINED01 51,500 0 0
50531-3 McDermott International 9.0625 Com 58003710
110 12,100SH DEFINED01 12,100 0 0
50532-3 Moore Corp 6.0625 Com 61578510
125 20,700SH DEFINED01 20,700 0 0
50533-3 Nortel Networks Corp 101.0000 Com 65656910
35,928 355,720SH DEFINED01 355,720 0 0
50534-3 Placer Dome 10.7500 Com 72590610
938 87,300SH DEFINED01 87,300 0 0
50536-3 Seagram Ltd 44.7500 Com 81185010
5,187 115,900SH DEFINED01 115,900 0 0
50538-3 Pep Boys Manny Moe & Jack 8.9375 Com 71327810
132 14,800SH DEFINED01 14,800 0 0
50539-3 Biomet Inc 40.0000 Com 09061310
1,204 30,100SH DEFINED01 30,100 0 0
50549-3 Alza Corp 34.6250 Com 02261510
942 27,200SH DEFINED01 27,200 0 0
50555-3 USX-US Steel Group 33.0000 Com 90337T10
781 23,680SH DEFINED01 23,680 0 0
50559-3 Ameren Corp 32.7500 Com 02360810
1,205 36,800SH DEFINED01 36,800 0 0
50560-3 Great Lakes Chemical 38.1875 Com 39056810
600 15,700SH DEFINED01 15,700 0 0
50561-3 Novell 39.9375 Com 67000610
3,586 89,800SH DEFINED01 89,800 0 0
50563-3 Allergan Inc 49.7500 Com 01849010
1,761 35,400SH DEFINED01 35,400 0 0
50564-3 Amgen Inc 60.0625 Com 03116210
16,421 273,400SH DEFINED01 273,400 0 0
50565-3 Federal Home Loan Mortgage 47.0625 Com 31340030
8,768 186,300SH DEFINED01 186,300 0 0
50566-3 MBNA Corp 27.2500 Com 55262L10
5,857 214,952SH DEFINED01 214,952 0 0
50567-3 Praxair Inc 50.3125 Com 74005P10
2,148 42,700SH DEFINED01 42,700 0 0
50570-3 Sun Microsystems Inc 77.4375 Com 86681010
32,121 414,800SH DEFINED01 414,800 0 0
50575-3 Interpublic Group Cos Inc 57.6875 Com 46069010
4,361 75,600SH DEFINED01 75,600 0 0
50584-3 Columbia/HCA Healthcare 29.3125 Com 19767710
4,433 151,230SH DEFINED01 151,230 0 0
50587-3 Costco Wholesale Corp 91.2500 Com 22160K10
5,405 59,236SH DEFINED01 59,236 0 0
50590-3 Barrick Gold Corp 17.6875 Com 06790110
1,848 104,500SH DEFINED01 104,500 0 0
50591-3 Burlington Resources 33.0625 Com 12201410
1,572 47,545SH DEFINED01 47,545 0 0
50592-3 Crown Cork & Seal Co 22.3750 Com 22825510
734 32,800SH DEFINED01 32,800 0 0
50594-3 Kimberly Clark Corp 65.4375 Com 49436810
9,342 142,768SH DEFINED01 142,768 0 0
50596-3 Raytheon Co Cl B 26.5625 Com 75511140
2,404 90,500SH DEFINED01 90,500 0 0
50597-3 Royal Dutch Petroleum Co 60.5625 Com 78025780
34,811 574,800SH DEFINED01 574,800 0 0
50598-3 Schlumberger Ltd 56.1250 Com 80685710
8,239 146,800SH DEFINED01 146,800 0 0
50599-3 Timken Co 20.4375 Com 88738910
260 12,700SH DEFINED01 12,700 0 0
50600-3 Textron Inc 76.6875 Com 88320310
3,091 40,300SH DEFINED01 40,300 0 0
50601-3 Unilever NV 54.4375 Com 90478470
8,343 153,250SH DEFINED01 153,250 0 0
50602-3 Wachovia Corp 68.0000 Com 92977110
3,686 54,200SH DEFINED01 54,200 0 0
50605-3 Eastman Chemical Co 47.6875 Com 27743210
999 20,950SH DEFINED01 20,950 0 0
50607-3 Cisco Systems 107.1250 Com 17275R10
93,349 871,400SH DEFINED01 871,400 0 0
50608-3 Comcast Corp CL A Spl 50.5625 Com 20030020
10,158 200,900SH DEFINED01 200,900 0 0
50617-3 Keycorp New 22.1250 Com 49326710
2,662 120,300SH DEFINED01 120,300 0 0
50618-3 Microsoft 116.7500 Com 59491810
159,726 1,368,10SH DEFINED01 1,368,100 0 0
50619-3 Unumprovident Corp 32.0625 Com 91529Y10
2,051 63,975SH DEFINED01 63,975 0 0
50623-3 Viacom Inc Class B 60.4375 Com 92552430
11,289 186,782SH DEFINED01 186,782 0 0
50625-3 Cinergy Corp 23.9375 Com 17247410
1,020 42,618SH DEFINED01 42,618 0 0
50626-3 First Data Corp 49.3125 Com 31996310
5,671 115,000SH DEFINED01 115,000 0 0
50627-3 Micron Technology 77.7500 Com 59511210
5,217 67,100SH DEFINED01 67,100 0 0
50628-3 National City Corp 23.6875 Com 63540510
3,925 165,700SH DEFINED01 165,700 0 0
50629-3 Sigma Aldrich Corp 30.0625 Com 82655210
812 27,000SH DEFINED01 27,000 0 0
50630-3 Southwest Airlines 16.1250 Com 84474110
2,178 135,075SH DEFINED01 135,075 0 0
50631-3 United Healthcare Corp 53.1250 Com 91058110
2,470 46,500SH DEFINED01 46,500 0 0
50632-3 Alltel Corp 82.6875 Com 02003910
6,764 81,800SH DEFINED01 81,800 0 0
50633-3 Silicon Graphics 9.6875 Com 82705610
490 50,600SH DEFINED01 50,600 0 0
50638-3 Darden Restaurants Inc 18.1250 Com 23719410
642 35,400SH DEFINED01 35,400 0 0
50639-3 Applied Materials Inc 126.6875 Com 03822210
12,745 100,600SH DEFINED01 100,600 0 0
50640-3 Bank New York Inc 40.0000 Com 06405710
7,884 197,100SH DEFINED01 197,100 0 0
50641-3 Cabletron Systems Inc 26.0000 Com 12692010
1,214 46,700SH DEFINED01 46,700 0 0
50642-3 Cendant Corp 26.5625 Com 15131310
5,130 193,123SH DEFINED01 193,123 0 0
50643-3 Fruit of the Loom Cl A 1.4375 Com G3682L10
21 14,500SH DEFINED01 14,500 0 0
50644-3 GPU Inc 29.7500 Com 36225X10
1,000 33,600SH DEFINED01 33,600 0 0
50645-3 Laidlaw Inc 5.2500 Com 50730K50
465 88,500SH DEFINED01 88,500 0 0
50646-3 Loew's Corp 60.6875 Com 54042410
1,748 28,800SH DEFINED01 28,800 0 0
50647-3 Boston Scientific Corp 21.8750 Com 10113710
2,426 110,900SH DEFINED01 110,900 0 0
50649-3 Allstate Corp 24.0625 Com 02000210
5,150 214,014SH DEFINED01 214,014 0 0
50651-3 Tellabs Inc 64.1875 Com 87966410
6,740 105,000SH DEFINED01 105,000 0 0
50656-3 Mediaone Group Inc 76.8125 Com 58440J10
12,490 162,600SH DEFINED01 162,600 0 0
50657-3 Pharmacia-Upjohn Inc 45.0000 Com 71694110
6,111 135,800SH DEFINED01 135,800 0 0
50659-3 Hartford Finl Svcs Group 47.3750 Com 41651510
2,871 60,600SH DEFINED01 60,600 0 0
50660-3 ITT Inds Inc 33.4375 Com 45091110
769 23,000SH DEFINED01 23,000 0 0
50663-3 Comerica Inc 46.6875 Com 20034010
1,956 41,900SH DEFINED01 41,900 0 0
50664-3 Federated Dept Stores Inc De 50.5625 Com 31410H10
2,826 55,900SH DEFINED01 55,900 0 0
50666-3 Freeport-McMoran Copper & Go 21.1250 Com 35671D85
925 43,800SH DEFINED01 43,800 0 0
50667-3 Humana Inc 8.1875 Com 44485910
279 34,100SH DEFINED01 34,100 0 0
50668-3 LSI Logic Corp 67.5000 Com 50216110
2,666 39,500SH DEFINED01 39,500 0 0
50670-3 P P & L Resources Inc 22.8750 Com 69349910
968 42,300SH DEFINED01 42,300 0 0
50671-3 Republic N Y Corp 72.0000 Com 76071910
2,023 28,100SH DEFINED01 28,100 0 0
50672-3 3 Com Corp 47.0000 Com 88553510
4,507 95,900SH DEFINED01 95,900 0 0
50673-3 Willamette Ind Inc 46.4375 Com 96913310
1,388 29,900SH DEFINED01 29,900 0 0
50682-3 Tupperware Corp 16.9375 Com 89989610
241 14,200SH DEFINED01 14,200 0 0
50683-3 Aon Corp 40.0000 Com 03738910
2,747 68,675SH DEFINED01 68,675 0 0
50686-3 EMC Corp 109.2500 Com 26864810
30,038 274,943SH DEFINED01 274,943 0 0
50689-3 MCI Worldcom Inc 53.0625 Com 55268B10
39,965 753,171SH DEFINED01 753,171 0 0
50690-3 Fifth Third Bancorp 73.3750 Com 31677310
5,338 72,750SH DEFINED01 72,750 0 0
50695-3 Lucent Technologies Inc 75.0000 Com 54946310
61,598 821,301SH DEFINED01 821,301 0 0
50697-3 Grace W R & Co New 14.1250 Com 38388F10
253 17,900SH DEFINED01 17,900 0 0
50698-3 Union Pacific Resources Grou 12.7500 Com 90783410
861 67,501SH DEFINED01 67,501 0 0
50703-3 Battle Mountain Gold Co 2.0625 Com 07159310
111 53,700SH DEFINED01 53,700 0 0
50704-3 Dell Computer Corp 51.0000 Com 24702510
34,736 681,100SH DEFINED01 681,100 0 0
50706-3 MGIC Investment Corp 60.1875 Com 55284810
1,763 29,300SH DEFINED01 29,300 0 0
50707-3 Seagate Technology Inc 46.5625 Com 81180410
2,780 59,700SH DEFINED01 59,700 0 0
50714-3 Autozone Inc 32.3125 Com 05333210
1,289 39,900SH DEFINED01 39,900 0 0
50715-3 Conseco Inc 17.8125 Com 20846410
1,561 87,652SH DEFINED01 87,652 0 0
50717-3 Guidant Corp 47.0000 Com 40169810
3,807 81,000SH DEFINED01 81,000 0 0
50718-3 Healthsouth Corp 5.3750 Com 42192410
598 111,200SH DEFINED01 111,200 0 0
50719-3 MBIA Inc 52.8125 Com 55262C10
1,415 26,800SH DEFINED01 26,800 0 0
50720-3 Thermo Electron Corp 15.0000 Com 88355610
635 42,300SH DEFINED01 42,300 0 0
50723-3 Adobe Systems Inc 67.2500 Com 00724F10
2,206 32,800SH DEFINED01 32,800 0 0
50724-3 Cardinal Health Inc 47.8750 Com 14149Y10
3,497 73,050SH DEFINED01 73,050 0 0
50725-3 Parametric Technology Corp 27.0625 Com 69917310
1,954 72,200SH DEFINED01 72,200 0 0
50728-3 Schwab (Charles) Corp 38.2500 Com 80851310
8,384 219,200SH DEFINED01 219,200 0 0
50729-3 Countrywide Credit Ind Inc 25.2500 Com 22237210
765 30,300SH DEFINED01 30,300 0 0
50730-3 Morgan Stanley Dean Witter & 142.7500 Com 61744644
21,828 152,911SH DEFINED01 152,911 0 0
50732-3 Equifax Inc 23.5625 Com 29442910
907 38,500SH DEFINED01 38,500 0 0
50733-3 Washington Mutual Inc 25.8750 Com 93932210
4,016 155,195SH DEFINED01 155,195 0 0
50734-3 Apache Corp 36.9375 Com 03741110
1,127 30,500SH DEFINED01 30,500 0 0
50735-3 Anadarko Petroleum Corp 34.1250 Com 03251110
1,167 34,200SH DEFINED01 34,200 0 0
50737-3 General Instrument Corp 85.0000 Com 37012010
3,953 46,500SH DEFINED01 46,500 0 0
50745-3 U S Bancorp 23.8125 Com 90297310
4,669 196,080SH DEFINED01 196,080 0 0
50747-3 Clear Channel Communications 89.2500 Com 18450210
8,077 90,500SH DEFINED01 90,500 0 0
50748-3 Huntington Bancshares 23.8750 Com 44615010
1,473 61,712SH DEFINED01 61,712 0 0
50749-3 KLA-Tencor Corp 111.3750 Com 48248010
2,628 23,600SH DEFINED01 23,600 0 0
50750-3 Mirage Resorts Inc 15.1250 Com 60462E10
806 53,300SH DEFINED01 53,300 0 0
50751-3 Owens-Illinois Inc 25.0625 Com 69076840
1,048 41,800SH DEFINED01 41,800 0 0
50752-3 Progressive Corp Ohio 73.1250 Com 74331510
1,433 19,600SH DEFINED01 19,600 0 0
50753-3 State Street Corp 73.0625 Com 85747710
3,156 43,200SH DEFINED01 43,200 0 0
50756-3 Tricon Global Restaurants In 38.6250 Com 89595310
1,591 41,200SH DEFINED01 41,200 0 0
50760-3 Firstenergy Corp 22.6875 Com 33793210
1,423 62,700SH DEFINED01 62,700 0 0
50761-3 B B & T Corp 27.3750 Com 05493710
2,346 85,700SH DEFINED01 85,700 0 0
50762-3 Cincinnati Financial Corp 31.1875 Com 17206210
1,378 44,200SH DEFINED01 44,200 0 0
50763-3 Synovus Financial Corp 19.8750 Com 87161C10
1,446 72,750SH DEFINED01 72,750 0 0
50767-3 Lehman Brothers 84.6875 Com 52490810
2,718 32,100SH DEFINED01 32,100 0 0
50768-3 Omnicom Group 100.0000 Com 68191910
4,760 47,600SH DEFINED01 47,600 0 0
50778-3 Marriott International Cl A 31.5625 Com 57190320
2,105 66,700SH DEFINED01 66,700 0 0
50779-3 Consolidated Stores Corp 16.2500 Com 21014910
479 29,500SH DEFINED01 29,500 0 0
50781-3 Nextel Communications Inc A 103.1250 Com 65332V10
9,993 96,900SH DEFINED01 96,900 0 0
50782-3 Northern Trust Corp 53.0000 Com 66585910
3,169 59,800SH DEFINED01 59,800 0 0
50783-3 Summit Bancorp 30.6250 Com 86600510
1,455 47,500SH DEFINED01 47,500 0 0
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1,160 22,397SH DEFINED01 22,397 0 0
50787-3 Associates First Capital - A 27.4375 Com 04600810
5,354 195,124SH DEFINED01 195,124 0 0
50789-3 Franklin Resources Inc 32.0625 Com 35461310
2,167 67,600SH DEFINED01 67,600 0 0
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6,053 84,000SH DEFINED01 84,000 0 0
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1,402 32,807SH DEFINED01 32,807 0 0
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2,549 52,900SH DEFINED01 52,900 0 0
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1,821 43,100SH DEFINED01 43,100 0 0
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1,119 64,426SH DEFINED01 64,426 0 0
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1,370 60,231SH DEFINED01 60,231 0 0
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2,281 83,900SH DEFINED01 83,900 0 0
50801-3 Dun & Bradstreet Corp 29.5000 Com 26483B10
1,274 43,200SH DEFINED01 43,200 0 0
50802-3 Waste Management Inc 17.1875 Com 94106L10
2,853 166,005SH DEFINED01 166,005 0 0
50803-3 Electronic Data Systems 66.9375 Com 28566110
8,842 132,100SH DEFINED01 132,100 0 0
50804-3 Kohls Corp 72.1875 Com 50025510
3,147 43,600SH DEFINED01 43,600 0 0
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1,508 60,000SH DEFINED01 60,000 0 0
50807-3 Nabisco Group Holding 10.6250 Com 62952P10
929 87,400SH DEFINED01 87,400 0 0
50808-3 U S Surgical Value Support R 0.0000 Com 92529710
0 47SH DEFINED01 47 0 0
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3,850 51,500SH DEFINED01 51,500 0 0
50811-3 Paychex Inc 40.0000 Com 70432610
2,638 65,950SH DEFINED01 65,950 0 0
50812-3 BMC Software Inc 79.9375 Com 05592110
5,124 64,100SH DEFINED01 64,100 0 0
50813-3 Peoplesoft Inc 21.3125 Com 71271310
1,390 65,200SH DEFINED01 65,200 0 0
50814-3 Union Planters Corp 39.4375 Com 90806810
1,510 38,300SH DEFINED01 38,300 0 0
50815-3 Coca Cola Enterprises 20.1250 Com 19121910
2,292 113,900SH DEFINED01 113,900 0 0
50816-3 Staples Inc 20.7500 Com 85503010
2,584 124,550SH DEFINED01 124,550 0 0
50817-3 SPX Corp 80.8125 Com 78463510
496 6,139SH DEFINED01 6,139 0 0
50818-3 Manor Care Inc 16.0000 Com 40413410
459 28,700SH DEFINED01 28,700 0 0
50823-3 Danaher Corp 48.2500 Com 23585110
1,838 38,100SH DEFINED01 38,100 0 0
50824-3 New Century Energies 30.3750 Com 64352U10
939 30,900SH DEFINED01 30,900 0 0
50825-3 Safeway Inc 35.7500 Com 78651420
4,891 136,800SH DEFINED01 136,800 0 0
50826-3 Sprint Corp (PCS Group) 102.5000 Com 85206150
12,080 117,850SH DEFINED01 117,850 0 0
50829-3 America Online Inc 75.8750 Com 02364J10
45,070 594,000SH DEFINED01 594,000 0 0
50830-3 Carnival Corp 47.8125 Com 14365810
7,860 164,400SH DEFINED01 164,400 0 0
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3,565 95,700SH DEFINED01 95,700 0 0
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5,575 263,912SH DEFINED01 263,912 0 0
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6,878 72,300SH DEFINED01 72,300 0 0
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1,697 75,432SH DEFINED01 75,432 0 0
50839-3 Momemtum Business Applicatio 7.8750 Com 60877P10
7 948SH DEFINED01 948 0 0
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2,032 105,200SH DEFINED01 105,200 0 0
50841-3 Southtrust Corp 37.8125 Com 84473010
1,698 44,900SH DEFINED01 44,900 0 0
50842-3 Centurytel Inc 47.3750 Com 15670010
1,769 37,350SH DEFINED01 37,350 0 0
50843-3 CMS Energy Corp 31.1875 Com 12589610
986 31,600SH DEFINED01 31,600 0 0
50844-3 Kansas City Southern Inds 74.6250 Com 48517010
2,209 29,600SH DEFINED01 29,600 0 0
50845-3 Watson Pharmaceuticals Inc 35.8125 Com 94268310
920 25,700SH DEFINED01 25,700 0 0
50846-3 PE Corp Celera Genamics 149.0000 Com 69332S20
760 5,100SH DEFINED01 5,100 0 0
50849-3 AFLAC Inc 47.1875 Com 00105510
3,364 71,300SH DEFINED01 71,300 0 0
50850-3 Delphi Automotive Systems 15.7500 Com 24712610
2,385 151,427SH DEFINED01 151,427 0 0
50851-3 Paine Webber Group Inc 38.8125 Com 69562910
1,514 39,000SH DEFINED01 39,000 0 0
50852-3 Wellpoint Health Newworks In 65.9375 Com 94973H10
1,161 17,600SH DEFINED01 17,600 0 0
50853-3 R J Reynolds Tobacco Holding 17.6250 Com 76182K10
388 22,000SH DEFINED01 22,000 0 0
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2,744 54,600SH DEFINED01 54,600 0 0
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1,113 26,300SH DEFINED01 26,300 0 0
50856-3 Network Appliance Inc 83.0625 Com 64120L10
3,273 39,400SH DEFINED01 39,400 0 0
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1,106 100,500SH DEFINED01 100,500 0 0
50858-3 Vulcan Materials 39.9375 Com 92916010
1,070 26,800SH DEFINED01 26,800 0 0
50860-3 Qualcomm Inc 176.1250 Com 74752510
30,294 172,000SH DEFINED01 172,000 0 0
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116 8,384SH DEFINED01 8,384 0 0
50863-3 ADC Telecommunications Inc 72.5625 Com 00088610
2,634 36,300SH DEFINED01 36,300 0 0
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4,181 168,100SH DEFINED01 168,100 0 0
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3,122 34,500SH DEFINED01 34,500 0 0
50866-3 Devon Energy Corp 32.8750 Com 25179M10
122 3,714SH DEFINED01 3,714 0 0
50867-3 Too Inc 17.2500 Com 89033310
114 6,628SH DEFINED01 6,628 0 0
50868-3 Global Crossing 50.0000 Com
10,297 205,945SH DEFINED01 205,945 0 0
50869-3 Bed Bath & Beyond Inc 34.7500 Com 07589610
1,300 37,400SH DEFINED01 37,400 0 0
50870-3 Adaptec Inc 49.8750 Com
1,382 27,700SH DEFINED01 27,700 0 0
50871-3 Tosco Corp 27.1875 Com
1,109 40,800SH DEFINED01 40,800 0 0
50872-3 Allied Waste Industries Inc 8.8125 Com
445 50,500SH DEFINED01 50,500 0 0
50873-3 Pinnacle West Capital 30.5625 Com 72348410
691 22,600SH DEFINED01 22,600 0 0
50874-3 Leggett and Platt 21.4375 Com
1,125 52,500SH DEFINED01 52,500 0 0
50875-3 Analog Devices Inc 93.0000 Com
4,287 46,100SH DEFINED01 46,100 0 0
50876-3 Price T.Rowe Assciation 36.9375 Com
1,197 32,400SH DEFINED01 32,400 0 0
50877-3 Neiman Marcus Group Inc Cl B 26.9375 Com
155 5,754SH DEFINED01 5,754 0 0
50878-3 El Paso Energy Corp 38.8125 Com
2,371 61,100SH DEFINED01 61,100 0 0
50879-3 Comverse Technology Inc 144.7500 Com 20586240
2,707 18,700SH DEFINED01 18,700 0 0
50880-3 Quintiles Transnational Cp 18.6875 Com
574 30,700SH DEFINED01 30,700 0 0
50881-3 Teradyne Inc 66.0000 Com 88077010
3,029 45,900SH DEFINED01 45,900 0 0
50882-3 Xilinx 45.4688 Com 98391910
3,847 84,600SH DEFINED01 84,600 0 0
50883-3 PACTIV CORP 10.6250 Com
486 45,700SH DEFINED01 45,700 0 0
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83 21,400SH DEFINED01 21,400 0 0
50885-3 TELEDYNE TECHNOLOGY 9.4375 Com
69 7,296SH DEFINED01 7,296 0 0
50886-3 WATER PIK TECHNOLOGIES 9.5625 Com
24 2,553SH DEFINED01 2,553 0 0
50887-3 Citrix Systems Inc 123.0000 Com
2,891 23,500SH DEFINED01 23,500 0 0
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2,353 41,500SH DEFINED01 41,500 0 0
50889-3 Old Kentucky Financial Corp 35.3750 Com
1,125 31,800SH DEFINED01 31,800 0 0
50890-3 Yahoo Inc 432.6875 Com
30,548 70,600SH DEFINED01 70,600 0 0
50891-3 Huttig Building 4.5625 Com
14 3,066SH DEFINED01 3,066 0 0
50892-3 Scottish Power PLC-ADR 28.0000 Com
1,294 46,226SH DEFINED01 46,226 0 0
50893-3 Tranocean Sedco Forex Inc 33.6875 Com
957 28,420SH DEFINED01 28,420 0 0
9073-K Altera Corp 49.5625 Com 02144110
11,687 235,800SH DEFINED02 235,800 0 0
9075-K American International Group 108.1250 Com 02687410
20,682 191,275SH DEFINED02 191,275 0 0
9076-K Applied Materials Inc 126.6875 Com 03822210
17,765 140,230SH DEFINED02 140,230 0 0
9077-K Automatic Data Processing In 53.8750 Com 05301510
24,621 457,000SH DEFINED02 457,000 0 0
9081-K Chase Manhattan Corp 77.6875 Com 16161A10
8,274 106,500SH DEFINED02 106,500 0 0
9083-K Cintas Corp 53.1250 Com 17290810
7,634 143,700SH DEFINED02 143,700 0 0
9084-K Cisco Systems 107.1250 Com 17275R10
22,849 213,290SH DEFINED02 213,290 0 0
9085-K Commerce Bancshares Inc 33.8750 Com 20052510
4,794 141,511SH DEFINED02 141,511 0 0
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14,667 155,000SH DEFINED02 155,000 0 0
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1,409 51,700SH DEFINED02 51,700 0 0
9096-K Linear Technology Corp 71.5625 Com 53567810
9,212 128,720SH DEFINED02 128,720 0 0
9098-K Maxim Integrated Products 47.1875 Com 57772K10
12,184 258,200SH DEFINED02 258,200 0 0
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10,165 210,400SH DEFINED02 210,400 0 0
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6,465 132,450SH DEFINED02 132,450 0 0
9111-K Sigma Aldrich Corp 30.0625 Com 82655210
7,570 251,800SH DEFINED02 251,800 0 0
9112-K Teradyne Inc 66.0000 Com 88077010
16,988 257,400SH DEFINED02 257,400 0 0
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7,892 145,300SH DEFINED02 145,300 0 0
9118-K Bristol-Myers Squibb Co 64.1875 Com 11012210
14,712 229,200SH DEFINED02 229,200 0 0
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27,230 338,000SH DEFINED02 338,000 0 0
9121-K Fannie Mae 62.4375 Com 31358610
12,494 200,100SH DEFINED02 200,100 0 0
9122-K General Electric Co 154.7500 Com 36960410
22,479 145,260SH DEFINED02 145,260 0 0
9124-K Intel Corp 82.3125 Com 45814010
16,652 202,300SH DEFINED02 202,300 0 0
9126-K Merck & Co 67.1875 Com 58933110
15,184 226,000SH DEFINED02 226,000 0 0
9127-K Microsoft 116.7500 Com 59491810
32,083 274,800SH DEFINED02 274,800 0 0
9141-K BellSouth 46.8125 Com 07986010
11,638 248,600SH DEFINED02 248,600 0 0
9142-K DuPont (EI) De Nemours 65.8750 Com 26353410
7,839 118,997SH DEFINED02 118,997 0 0
9156-K Praxair Inc 50.3125 Com 74005P10
7,632 151,690SH DEFINED02 151,690 0 0
9161-K Willamette Ind Inc 46.4375 Com 96913310
8,843 190,420SH DEFINED02 190,420 0 0
9170-K Champion International 61.9375 Com 15852510
7,996 129,100SH DEFINED02 129,100 0 0
9176-K International Business Machi 107.8750 Com 45920010
12,136 112,500SH DEFINED02 112,500 0 0
9184-K American General Corp 75.8750 Com 02635110
8,574 113,000SH DEFINED02 113,000 0 0
9190-K Schlumberger Ltd 56.1250 Com 80685710
8,604 153,300SH DEFINED02 153,300 0 0
9212-K Lilly (Eli) & Co 66.5000 Com 53245710
9,769 146,900SH DEFINED02 146,900 0 0
9216-K Safeway Inc 35.7500 Com 78651420
7,225 202,100SH DEFINED02 202,100 0 0
9217-K CVS Corp 39.8750 Com 12665010
9,654 242,100SH DEFINED02 242,100 0 0
9222-K Citigroup Inc 55.6875 Com 17296710
11,126 199,787SH DEFINED02 199,787 0 0
9229-K Associates First Capital - A 27.4375 Com 04600810
6,511 237,300SH DEFINED02 237,300 0 0
9230-K Comerica Inc 46.6875 Com 20034010
5,803 124,300SH DEFINED02 124,300 0 0
9231-K MGIC Investment Corp 60.1875 Com 55284810
7,770 129,100SH DEFINED02 129,100 0 0
9238-K Guidant Corp 47.0000 Com 40169810
8,798 187,200SH DEFINED02 187,200 0 0
9240-K Ceridian Corp 21.5625 Com 15677T10
4,873 226,000SH DEFINED02 226,000 0 0
9248-K Medtronic Inc 36.4375 Com 58505510
9,762 267,898SH DEFINED02 267,898 0 0
9249-K Dayton-Hudson 73.4375 Com 23975310
12,088 164,600SH DEFINED02 164,600 0 0
9250-K Coca Cola Co 58.2500 Com 19121610
8,085 138,800SH DEFINED02 138,800 0 0
9251-K Radian Group Inc 47.7500 Com 75023610
10,094 211,400SH DEFINED02 211,400 0 0
9257-K Ingersoll-Rand 55.0625 Com 45686610
10,462 190,000SH DEFINED02 190,000 0 0
9259-K Fiserv Inc 38.3125 Com 33773810
8,781 229,200SH DEFINED02 229,200 0 0
9268-K Interpublic Group Cos Inc 57.6875 Com 46069010
13,320 230,900SH DEFINED02 230,900 0 0
9296-K Johnson & Johnson 93.2500 Com 47816010
12,346 132,400SH DEFINED02 132,400 0 0
9299-K Lucent Technologies Inc 75.0000 Com 54946310
17,520 233,600SH DEFINED02 233,600 0 0
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3,466 139,337SH DEFINED02 139,337 0 0
9311-K SBC Communications Inc 48.7500 Com 78387G10
8,288 170,000SH DEFINED02 170,000 0 0
9313-K Walgreen 29.2500 Com 93142210
11,700 400,000SH DEFINED02 400,000 0 0
9319-K Alcoa Inc 83.0000 Com 01381710
13,878 167,200SH DEFINED02 167,200 0 0
9320-K Home Depot 68.7500 Com 43707610
20,677 300,750SH DEFINED02 300,750 0 0
9321-K Schering-Plough Corp 42.3750 Com 80660510
8,717 205,700SH DEFINED02 205,700 0 0
9322-K Wal-Mart Stores 69.1250 Com 93114210
16,355 236,600SH DEFINED02 236,600 0 0
9332-K MCI Worldcom Inc 53.0625 Com 55268B10
9,551 180,000SH DEFINED02 180,000 0 0
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3,806 150,000SH DEFINED02 150,000 0 0
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7,530 160,000SH DEFINED02 160,000 0 0
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7,298 225,000SH DEFINED02 225,000 0 0
9352-K Tranocean Sedco Forex Inc 33.6875 Com
1,000 29,679SH DEFINED02 29,679 0 0
8087-A United Technologies Corp 65.0000 Com 91301710
39,845 613,000SH DEFINED03 613,000 0 0
8332-A General Electric Co 154.7500 Com 36960410
74,744 483,000SH DEFINED03 483,000 0 0
8363-A Consolidated Edison Inc 34.5000 Com 20911510
7,832 227,000SH DEFINED03 227,000 0 0
8425-A Dow Chemical Co 133.6250 Com 26054310
13,256 99,200SH DEFINED03 99,200 0 0
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24,841 387,000SH DEFINED03 387,000 0 0
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10,245 288,080SH DEFINED03 288,080 0 0
8459-A Central & South West 20.0000 Com 15235710
3,980 199,000SH DEFINED03 199,000 0 0
8461-A LG&E Energy Corp 17.4375 Com 50191710
2,982 171,000SH DEFINED03 171,000 0 0
8473-A Atlantic Richfield Co 86.5000 Com 04882510
19,895 230,000SH DEFINED03 230,000 0 0
8617-A Intel Corp 82.3125 Com 45814010
39,345 478,000SH DEFINED03 478,000 0 0
8660-A International Paper 56.4375 Com 46014610
8,748 155,000SH DEFINED03 155,000 0 0
8687-A Morgan (JP) & Co 126.6250 Com 61688010
17,094 135,000SH DEFINED03 135,000 0 0
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5,096 118,500SH DEFINED03 118,500 0 0
8696-A Abbott Laboratories 36.3125 Com 00282410
20,771 572,000SH DEFINED03 572,000 0 0
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19,121 597,520SH DEFINED03 597,520 0 0
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23,919 356,000SH DEFINED03 356,000 0 0
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8,621 148,000SH DEFINED03 148,000 0 0
8771-A Cisco Systems 107.1250 Com 17275R10
30,477 284,500SH DEFINED03 284,500 0 0
8772-A Federal Realty 18.8125 Com 31374720
3,104 165,000SH DEFINED03 165,000 0 0
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7,043 134,000SH DEFINED03 134,000 0 0
8794-A Gannett Co 81.5625 Com 36473010
16,883 207,000SH DEFINED03 207,000 0 0
8797-A Automatic Data Processing In 53.8750 Com 05301510
25,160 467,000SH DEFINED03 467,000 0 0
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10,980 437,000SH DEFINED03 437,000 0 0
8821-A Computer Associates Int'l 69.9375 Com 20491210
24,531 350,750SH DEFINED03 350,750 0 0
8843-A American International Group 108.1250 Com 02687410
39,236 362,875SH DEFINED03 362,875 0 0
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60,944 522,000SH DEFINED03 522,000 0 0
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20,436 630,000SH DEFINED03 630,000 0 0
8847-A Lilly (Eli) & Co 66.5000 Com 53245710
15,894 239,000SH DEFINED03 239,000 0 0
8852-A Heinz (HJ) Co 39.8125 Com 42307410
8,122 204,000SH DEFINED03 204,000 0 0
8853-A International Business Machi 107.8750 Com 45920010
28,587 265,000SH DEFINED03 265,000 0 0
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35,211 499,000SH DEFINED03 499,000 0 0
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15,223 325,200SH DEFINED03 325,200 0 0
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61,642 765,139SH DEFINED03 765,139 0 0
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40,048 612,000SH DEFINED03 612,000 0 0
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37,942 756,000SH DEFINED03 756,000 0 0
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3,146 72,000SH DEFINED03 72,000 0 0
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49,072 1,006,60SH DEFINED03 1,006,600 0 0
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12,376 182,000SH DEFINED03 182,000 0 0
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12,626 111,000SH DEFINED03 111,000 0 0
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27,965 1,026,25SH DEFINED03 1,026,250 0 0
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24,650 400,400SH DEFINED03 400,400 0 0
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39,054 677,000SH DEFINED03 677,000 0 0
9046-A Block H&R 43.7500 Com 09367110
25,025 572,000SH DEFINED03 572,000 0 0
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18,346 366,000SH DEFINED03 366,000 0 0
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5,115 271,000SH DEFINED03 271,000 0 0
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13,089 241,000SH DEFINED03 241,000 0 0
9069-A Delta Airlines Inc 49.8125 Com 24736110
20,224 406,000SH DEFINED03 406,000 0 0
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12,775 137,000SH DEFINED03 137,000 0 0
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7,555 407,000SH DEFINED03 407,000 0 0
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21,645 406,000SH DEFINED03 406,000 0 0
9174-A Rohm & Haas 40.6875 Com 77537110
10,253 252,000SH DEFINED03 252,000 0 0
9183-A Home Depot 68.7500 Com 43707610
37,228 541,500SH DEFINED03 541,500 0 0
9203-A IMS Health Inc 27.1875 Com 44993410
5,329 196,000SH DEFINED03 196,000 0 0
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3,658 124,000SH DEFINED03 124,000 0 0
9214-A Raytheon Co Cl B 26.5625 Com 75511140
6,747 254,000SH DEFINED03 254,000 0 0
9223-A Citigroup Inc 55.6875 Com 17296710
17,319 311,000SH DEFINED03 311,000 0 0
9225-A Royal Dutch Petroleum Co 60.5625 Com 78025780
7,146 118,000SH DEFINED03 118,000 0 0
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6,923 355,000SH DEFINED03 355,000 0 0
9234-A Tellabs Inc 64.1875 Com 87966410
13,672 213,000SH DEFINED03 213,000 0 0
9256-A United Healthcare Corp 53.1250 Com 91058110
7,225 136,000SH DEFINED03 136,000 0 0
9287-A Dollar General Corp 22.7500 Com 25666910
12,240 538,000SH DEFINED03 538,000 0 0
9288-A Hercules Inc 27.8750 Com 42705610
4,795 172,000SH DEFINED03 172,000 0 0
9297-A Computer Sciences Corp 94.6250 Com 20536310
32,456 343,000SH DEFINED03 343,000 0 0
9339-A Dayton-Hudson 73.4375 Com 23975310
58,750 800,000SH DEFINED03 800,000 0 0
8483-B Pfizer Inc 32.4375 Com 71708110
4,395 135,500SH DEFINED04 135,500 0 0
8486-B American International Group 108.1250 Com 02687410
5,428 50,200SH DEFINED04 50,200 0 0
8503-B Abbott Laboratories 36.3125 Com 00282410
3,845 105,880SH DEFINED04 105,880 0 0
8599-B Bristol-Myers Squibb Co 64.1875 Com 11012210
3,607 56,200SH DEFINED04 56,200 0 0
8635-B Microsoft 116.7500 Com 59491810
13,555 116,100SH DEFINED04 116,100 0 0
8642-B Wal-Mart Stores 69.1250 Com 93114210
7,638 110,500SH DEFINED04 110,500 0 0
8668-B First Data Corp 49.3125 Com 31996310
4,162 84,400SH DEFINED04 84,400 0 0
8705-B Intel Corp 82.3125 Com 45814010
5,902 71,700SH DEFINED04 71,700 0 0
8714-B Kimberly Clark Corp 65.4375 Com 49436810
3,665 56,000SH DEFINED04 56,000 0 0
8715-B Gannett Co 81.5625 Com 36473010
5,881 72,100SH DEFINED04 72,100 0 0
8744-B Temple-Inland 65.9375 Com 87986810
2,443 37,050SH DEFINED04 37,050 0 0
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3,031 50,040SH DEFINED04 50,040 0 0
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3,957 70,500SH DEFINED04 70,500 0 0
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4,262 38,900SH DEFINED04 38,900 0 0
8859-B Cisco Systems 107.1250 Com 17275R10
9,963 93,000SH DEFINED04 93,000 0 0
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4,228 51,600SH DEFINED04 51,600 0 0
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6,087 119,800SH DEFINED04 119,800 0 0
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4,378 108,600SH DEFINED04 108,600 0 0
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12,747 82,370SH DEFINED04 82,370 0 0
8939-B Dayton-Hudson 73.4375 Com 23975310
4,428 60,300SH DEFINED04 60,300 0 0
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5,943 121,900SH DEFINED04 121,900 0 0
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7,605 101,400SH DEFINED04 101,400 0 0
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2,739 58,500SH DEFINED04 58,500 0 0
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3,552 41,000SH DEFINED04 41,000 0 0
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4,485 66,760SH DEFINED04 66,760 0 0
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4,479 68,900SH DEFINED04 68,900 0 0
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4,184 106,600SH DEFINED04 106,600 0 0
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2,810 45,000SH DEFINED04 45,000 0 0
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1,736 25,530SH DEFINED04 25,530 0 0
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2,054 45,650SH DEFINED04 45,650 0 0
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3,405 85,400SH DEFINED04 85,400 0 0
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1,641 68,900SH DEFINED04 68,900 0 0
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4,429 71,940SH DEFINED04 71,940 0 0
9050-B DuPont (EI) De Nemours 65.8750 Com 26353410
4,374 66,400SH DEFINED04 66,400 0 0
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5,349 55,900SH DEFINED04 55,900 0 0
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7,525 93,410SH DEFINED04 93,410 0 0
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4,008 87,140SH DEFINED04 87,140 0 0
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4,816 70,050SH DEFINED04 70,050 0 0
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3,067 45,400SH DEFINED04 45,400 0 0
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8,324 149,470SH DEFINED04 149,470 0 0
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2,050 70,100SH DEFINED04 70,100 0 0
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2,386 47,600SH DEFINED04 47,600 0 0
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5,786 109,050SH DEFINED04 109,050 0 0
9221-B Texas Instruments 96.6250 Com 88250810
4,986 51,600SH DEFINED04 51,600 0 0
9232-B Xerox Corp 22.6875 Com 98412110
1,858 81,880SH DEFINED04 81,880 0 0
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2,947 31,600SH DEFINED04 31,600 0 0
9241-B Associates First Capital - A 27.4375 Com 04600810
4,763 173,600SH DEFINED04 173,600 0 0
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2,470 107,400SH DEFINED04 107,400 0 0
9247-B Tyco International Ltd 39.0000 Com 90212410
2,835 72,698SH DEFINED04 72,698 0 0
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6,954 122,400SH DEFINED04 122,400 0 0
9260-B American General Corp 75.8750 Com 02635110
2,830 37,300SH DEFINED04 37,300 0 0
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4,757 57,310SH DEFINED04 57,310 0 0
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2,767 47,970SH DEFINED04 47,970 0 0
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4,737 70,700SH DEFINED04 70,700 0 0
9271-B Automatic Data Processing In 53.8750 Com 05301510
3,889 72,190SH DEFINED04 72,190 0 0
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2,663 55,630SH DEFINED04 55,630 0 0
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2,360 46,910SH DEFINED04 46,910 0 0
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4,689 131,160SH DEFINED04 131,160 0 0
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2,366 45,670SH DEFINED04 45,670 0 0
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2,019 60,150SH DEFINED04 60,150 0 0
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1,082 20,300SH DEFINED04 20,300 0 0
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2,760 37,780SH DEFINED04 37,780 0 0
9280-B Baxter International Inc 62.8125 Com 07181310
3,480 55,400SH DEFINED04 55,400 0 0
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5,299 56,000SH DEFINED04 56,000 0 0
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660 30,150SH DEFINED04 30,150 0 0
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4,725 60,770SH DEFINED04 60,770 0 0
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2,740 89,660SH DEFINED04 89,660 0 0
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923 30,210SH DEFINED04 30,210 0 0
9306-B CBS Corp 63.9375 Com 12490K10
5,809 90,850SH DEFINED04 90,850 0 0
9309-B Electronic Data Systems 66.9375 Com 28566110
2,271 33,920SH DEFINED04 33,920 0 0
9310-B Corning Inc 128.9375 Com 21935010
4,322 33,520SH DEFINED04 33,520 0 0
9312-B Guidant Corp 47.0000 Com 40169810
1,967 41,860SH DEFINED04 41,860 0 0
9314-B Caterpillar Inc 47.0625 Com 14912310
3,101 65,900SH DEFINED04 65,900 0 0
9315-B Hartford Finl Svcs Group 47.3750 Com 41651510
3,269 69,000SH DEFINED04 69,000 0 0
9316-B Motorola Inc 147.2500 Com 62007610
7,569 51,400SH DEFINED04 51,400 0 0
9317-B Oracle Corp 112.0625 Com 68389X10
9,660 86,200SH DEFINED04 86,200 0 0
9318-B Merrill Lynch 83.3125 Com 59018810
3,432 41,200SH DEFINED04 41,200 0 0
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1,920 61,200SH DEFINED04 61,200 0 0
9325-B Franklin Resources Inc 32.0625 Com 35461310
3,014 94,000SH DEFINED04 94,000 0 0
9326-B Pepsico Inc 35.2500 Com 71344810
4,635 131,500SH DEFINED04 131,500 0 0
9329-B America Online Inc 75.8750 Com 02364J10
5,911 77,900SH DEFINED04 77,900 0 0
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1,988 18,200SH DEFINED04 18,200 0 0
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3,700 36,100SH DEFINED04 36,100 0 0
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2,535 35,300SH DEFINED04 35,300 0 0
9353-B Tranocean Sedco Forex Inc 33.6875 Com
460 13,648SH DEFINED04 13,648 0 0
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21,760 544,012SH DEFINED05 544,012 0 0
8555-C Pentair Inc 38.5000 Com 70963110
5,301 137,700SH DEFINED05 137,700 0 0
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6,125 196,400SH DEFINED05 196,400 0 0
8627-C Burlington Northern Santa Fe 24.2500 Com 12189T10
25,038 1,032,50SH DEFINED05 1,032,500 0 0
8629-C Lyondell Chemical Co 12.7500 Com 55207810
4,020 315,300SH DEFINED05 315,300 0 0
8643-C Lockheed Martin 21.8750 Com 53983010
14,266 652,176SH DEFINED05 652,176 0 0
8761-C Ultramar Diamond Shamrock Co 22.6875 Com 90400010
5,844 257,600SH DEFINED05 257,600 0 0
8823-C Viad Corp 27.8750 Com 92552R10
5,558 199,400SH DEFINED05 199,400 0 0
8895-C Cigna Corp 80.5625 Com 12550910
21,212 263,300SH DEFINED05 263,300 0 0
8896-C First Data Corp 49.3125 Com 31996310
16,732 339,300SH DEFINED05 339,300 0 0
8900-C Philip Morris Companies Inc 23.0000 Com 71815410
7,608 330,800SH DEFINED05 330,800 0 0
8904-C Fort James Corp 27.3750 Com 34747110
10,170 371,500SH DEFINED05 371,500 0 0
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12,894 100,000SH DEFINED05 100,000 0 0
8920-C York International Corp 27.4375 Com 98667010
4,179 152,300SH DEFINED05 152,300 0 0
8930-C Dial Corp New 24.3125 Com 25247D10
2,840 116,800SH DEFINED05 116,800 0 0
8933-C Xerox Corp 22.6875 Com 98412110
20,373 898,000SH DEFINED05 898,000 0 0
8937-C Tyson Foods Inc Cl A 16.2500 Com 90249410
6,475 398,450SH DEFINED05 398,450 0 0
8946-C Martin Marietta Materials 41.0000 Com 57328410
4,974 121,328SH DEFINED05 121,328 0 0
8947-C FDX Corp 40.9375 Com 31304N10
30,941 755,800SH DEFINED05 755,800 0 0
8983-C Covance Inc 10.8125 Com 22281610
1,820 168,300SH DEFINED05 168,300 0 0
9000-C PECO Energy Co 34.7500 Com 69330410
6,352 182,800SH DEFINED05 182,800 0 0
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16,748 660,000SH DEFINED05 660,000 0 0
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3,219 303,000SH DEFINED05 303,000 0 0
9016-C Eastman Chemical Co 47.6875 Com 27743210
5,846 122,600SH DEFINED05 122,600 0 0
9020-C National Service Industries 29.5000 Com 63765710
3,098 105,000SH DEFINED05 105,000 0 0
9026-C First Security Corp/Del 25.5312 Com 33629410
2,872 112,500SH DEFINED05 112,500 0 0
9031-C Delhaize American Inc Cl A 20.3125 Com 34477520
2,580 127,033SH DEFINED05 127,033 0 0
9047-C U S Bancorp 23.8125 Com 90297310
6,604 277,313SH DEFINED05 277,313 0 0
9053-C Champion Enterprises Inc 8.5000 Com 15849610
1,637 192,600SH DEFINED05 192,600 0 0
9054-C Fleetwood Enterprises 20.6250 Com 33909910
2,630 127,500SH DEFINED05 127,500 0 0
9058-C Baxter International Inc 62.8125 Com 07181310
14,196 226,000SH DEFINED05 226,000 0 0
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11,029 415,200SH DEFINED05 415,200 0 0
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7,097 275,600SH DEFINED05 275,600 0 0
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8,128 254,000SH DEFINED05 254,000 0 0
9177-C Champion International 61.9375 Com 15852510
4,045 65,300SH DEFINED05 65,300 0 0
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8,277 148,300SH DEFINED05 148,300 0 0
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7,084 432,600SH DEFINED05 432,600 0 0
9188-C Lafarge Corp 27.6250 Com 50586210
2,569 93,000SH DEFINED05 93,000 0 0
9192-C Consolidated Stores Corp 16.2500 Com 21014910
4,555 280,300SH DEFINED05 280,300 0 0
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7,954 388,000SH DEFINED05 388,000 0 0
9194-C Praxair Inc 50.3125 Com 74005P10
4,629 92,000SH DEFINED05 92,000 0 0
9195-C Wells Fargo & Co 40.4375 Com 94974610
15,043 372,000SH DEFINED05 372,000 0 0
9208-C Fleetboston Financial Corp 34.8125 Com 33891510
13,736 394,574SH DEFINED05 394,574 0 0
9210-C Southdown Inc 51.6250 Com 84129710
7,238 140,200SH DEFINED05 140,200 0 0
9211-C St Jude Medical Inc 30.6875 Com 79084910
8,930 291,000SH DEFINED05 291,000 0 0
9218-C American Standard Companies 45.8750 Com 02971210
9,721 211,900SH DEFINED05 211,900 0 0
9219-C Greenpoint Financial Corp 23.8125 Com 39538410
9,373 393,600SH DEFINED05 393,600 0 0
9224-C Johnson Controls 56.8750 Com 47836610
5,744 101,000SH DEFINED05 101,000 0 0
9279-C New York Times Cl A 49.1250 Com 65011110
8,990 183,000SH DEFINED05 183,000 0 0
9263-C Illinois Tool Works 67.5625 Com 45230810
15,485 229,200SH DEFINED05 229,200 0 0
9264-C PNC Bank Corp 44.5000 Com 69347510
7,743 174,000SH DEFINED05 174,000 0 0
9258-C Lilly (Eli) & Co 66.5000 Com 53245710
7,648 115,000SH DEFINED05 115,000 0 0
9253-C Chase Manhattan Corp 77.6875 Com 16161A10
14,295 184,000SH DEFINED05 184,000 0 0
9226-C USG Corp 47.1250 Com 90329340
5,325 113,000SH DEFINED05 113,000 0 0
9239-C Household International 37.2500 Com 44181510
12,926 347,000SH DEFINED05 347,000 0 0
9244-C Advanced Micro Devices 28.9375 Com 00790310
12,443 430,000SH DEFINED05 430,000 0 0
9327-C Dominion Resources 39.2500 Com 25747010
10,943 278,800SH DEFINED05 278,800 0 0
9328-C Gatx Corp 33.7500 Com
2,768 82,000SH DEFINED05 82,000 0 0
9330-C Amsouth Bancorp 19.3125 Com 03216510
4,706 243,660SH DEFINED05 243,660 0 0
9331-C Monsanto Co 35.4375 Com 61166210
7,545 212,900SH DEFINED05 212,900 0 0
9285-C Mattel Inc 13.1250 Com 57708110
5,985 456,000SH DEFINED05 456,000 0 0
9286-C Armstrong World 33.3750 Com 04247610
1,869 56,000SH DEFINED05 56,000 0 0
9289-C Delphi Automotive Systems 15.7500 Com 24712610
5,828 370,000SH DEFINED05 370,000 0 0
9291-C Computer Sciences Corp 94.6250 Com 20536310
13,153 139,000SH DEFINED05 139,000 0 0
9294-C Newell Rubbermaid Inc 29.0000 Com 65122910
11,963 412,500SH DEFINED05 412,500 0 0
9295-C United Healthcare Corp 53.1250 Com 91058110
10,997 207,000SH DEFINED05 207,000 0 0
9302-C Compaq Computer 27.0625 Com 20449310
17,212 636,000SH DEFINED05 636,000 0 0
9303-C Federal Mogul Corp 20.1250 Com 8
5,756 286,000SH DEFINED05 286,000 0 0
9304-C Westvaco Corp 32.6250 Com 96154810
5,373 164,700SH DEFINED05 164,700 0 0
9305-C Grainger (WW) Inc 47.8125 Com 38480210
5,594 117,000SH DEFINED05 117,000 0 0
9308-C Compuware Corp 37.2500 Com 20563810
18,178 488,000SH DEFINED05 488,000 0 0
9340-C Circuit City Stores 45.0625 Com 17273710
7,534 167,200SH DEFINED05 167,200 0 0
9341-C Electronic Data Systems 66.9375 Com 28566110
29,412 439,400SH DEFINED05 439,400 0 0
9342-C Genzyme Corp 45.0000 Com 37291710
6,030 134,000SH DEFINED05 134,000 0 0
9343-C Kimberly Clark Corp 65.4375 Com 49436810
14,619 223,400SH DEFINED05 223,400 0 0
9344-C U S West Inc 72.0000 Com 91273H10
9,886 137,300SH DEFINED05 137,300 0 0
9345-C Watson Pharmaceuticals Inc 35.8125 Com 94268310
8,448 235,900SH DEFINED05 235,900 0 0
9346-C Emerson Electric 57.3750 Com 29101110
14,516 253,000SH DEFINED05 253,000 0 0
9347-C Federated Dept Stores 50.5625 Com 31410H10
3,686 72,900SH DEFINED05 72,900 0 0
9348-C Unisys Corp 31.9375 Com 90921410
5,228 163,700SH DEFINED05 163,700 0 0
9349-C Lincoln National Corp 40.0000 Com
3,980 99,500SH DEFINED05 99,500 0 0
9350-C Reliastar Corp 39.1875 Com
5,322 135,800SH DEFINED05 135,800 0 0
9351-C Torchmark Corp 29.0625 Com 89102710
3,947 135,800SH DEFINED05 135,800 0 0
60004-E Albany Intl Corp Cl A 15.5000 Com 01234810
969 62,540SH DEFINED06 62,540 0 0
60007-E Alliance Pharmaceutical CP 7.3750 Com 01877310
467 63,300SH DEFINED06 63,300 0 0
60012-E Legg Mason Inc 36.2500 Com 52490110
1,726 47,600SH DEFINED06 47,600 0 0
60020-E Bancfirst Corp 33.9375 Com 05945F10
1,819 53,600SH DEFINED06 53,600 0 0
60029-E Bisys Group Inc 65.2500 Com 05547210
5,983 91,700SH DEFINED06 91,700 0 0
60037-E Cambrex Corp 34.4375 Com 13201110
1,684 48,900SH DEFINED06 48,900 0 0
60045-E Caraustar Industries Inc 24.0000 Com 14090910
2,405 100,200SH DEFINED06 100,200 0 0
60051-E Cytec Inds Inc 23.0000 Com 23282010
561 24,400SH DEFINED06 24,400 0 0
60061-E First Commerce Bcshs Inc-B 19.6875 Com 31977720
1,868 94,900SH DEFINED06 94,900 0 0
60067-E Frontier Insurance Group Inc 3.4375 Com 35908110
719 209,060SH DEFINED06 209,060 0 0
60070-E General Communication Cl A 4.3750 Com 36938510
93 21,200SH DEFINED06 21,200 0 0
60072-E Haemonetics Corp/Mass 23.8125 Com 40502410
1,053 44,200SH DEFINED06 44,200 0 0
60120-E Minerals Technologies Inc 40.0625 Com 60315810
945 23,600SH DEFINED06 23,600 0 0
60170-E Swift Transportation Co Inc 17.6250 Com 87075610
2,079 117,975SH DEFINED06 117,975 0 0
60179-E Tetra Technologies Inc 7.2500 Com 88162F10
555 76,600SH DEFINED06 76,600 0 0
60198-E Jacobs Engineering Group Inc 32.5000 Com 46981410
4,378 134,700SH DEFINED06 134,700 0 0
60234-E FVNB Corp 35.0000 Com 30267410
595 17,000SH DEFINED06 17,000 0 0
60256-E Reinsurance Group of America 27.7500 Com 75935110
5,826 209,942SH DEFINED06 209,942 0 0
60272-E Sierra Pacific Resources 17.3750 Com 82642810
913 52,560SH DEFINED06 52,560 0 0
60283-E Idec Pharmaceuticals Corp 98.2500 Com 44937010
5,129 52,200SH DEFINED06 52,200 0 0
60306-E Unionbancorp Inc (Del) 14.2500 Com 90890810
467 32,800SH DEFINED06 32,800 0 0
60312-E Mohawk Industries Inc 26.3750 Com 60819010
757 28,700SH DEFINED06 28,700 0 0
60313-E La-Z-Boy Inc 16.8125 Com 50533610
950 56,500SH DEFINED06 56,500 0 0
60315-E Sterling Software Inc 31.5000 Com 85954710
4,971 157,800SH DEFINED06 157,800 0 0
60317-E CPB Inc 28.5000 Com 12590310
2,397 84,100SH DEFINED06 84,100 0 0
60328-E Columbia Banking System Inc 13.1250 Com 19723610
1,124 85,615SH DEFINED06 85,615 0 0
60351-E Ionics Inc 28.1250 Com 46221810
610 21,700SH DEFINED06 21,700 0 0
60358-E Hanmi Bank (Los Angles CA) 15.0000 Com 41049310
1,029 68,570SH DEFINED06 68,570 0 0
60368-E Covenant Transport Inc Cl A 17.3750 Com 22284P10
1,885 108,500SH DEFINED06 108,500 0 0
60373-E Gilead Sciences Inc 54.1250 Com 37555810
1,716 31,700SH DEFINED06 31,700 0 0
60388-E Syncor Intl Corp-Del 29.1250 Com 87157J10
393 13,500SH DEFINED06 13,500 0 0
60394-E TNP Enterprises Inc 41.2500 Com 87259410
2,941 71,300SH DEFINED06 71,300 0 0
60402-E General Cable Corp 7.5625 Com 36930010
1,277 168,900SH DEFINED06 168,900 0 0
60411-E Respironics Inc 7.9688 Com 76123010
675 84,700SH DEFINED06 84,700 0 0
60412-E Toll Brothers Inc 18.6250 Com 88947810
1,421 76,300SH DEFINED06 76,300 0 0
60416-E Human Genome Sciences Inc 152.6250 Com 44490310
7,051 46,200SH DEFINED06 46,200 0 0
60417-E MS Carriers 23.8750 Com 55353310
871 36,500SH DEFINED06 36,500 0 0
60427-E Cephalon Inc 34.5625 Com 15670810
2,471 71,500SH DEFINED06 71,500 0 0
60440-E Rational Software Corp 49.1250 Com 75409P20
8,037 163,600SH DEFINED06 163,600 0 0
60443-E Esterline Technologies Corp 11.5625 Com 29742510
373 32,300SH DEFINED06 32,300 0 0
60451-E Calpine Corp 64.0000 Com 13134710
1,549 24,200SH DEFINED06 24,200 0 0
60465-E McClatchy Co Cl A 43.2500 Com 57948910
4,195 97,000SH DEFINED06 97,000 0 0
60466-E Central Newspapers Cl A 39.3750 Com 15464710
1,311 33,300SH DEFINED06 33,300 0 0
60469-E Security Capital Group B 12.5000 Com 81413P20
2,678 214,250SH DEFINED06 214,250 0 0
60477-E Century Bancorp Inc Cl A 16.2500 Com 15643210
678 41,700SH DEFINED06 41,700 0 0
60479-E Princeton National Bancorp 11.1250 Com 74228210
740 66,550SH DEFINED06 66,550 0 0
60489-E Wausau-Mosinee Paper Corp 11.6875 Com 94331510
979 83,738SH DEFINED06 83,738 0 0
60490-E Atwood Oceanies Inc 38.6250 Com 05009510
1,931 50,000SH DEFINED06 50,000 0 0
60493-E Briggs & Stratton 53.6250 Com 10904310
1,528 28,500SH DEFINED06 28,500 0 0
60495-E Dril Quip Inc 30.3750 Com 26203710
632 20,800SH DEFINED06 20,800 0 0
60496-E Kimco Realty Corp 33.8750 Com 49446R10
2,961 87,400SH DEFINED06 87,400 0 0
60499-E Beringer Wine Estate - B 39.8750 Com 08410210
630 15,800SH DEFINED06 15,800 0 0
60503-E Commercial Bankshares Inc 21.0000 Com 20160710
212 10,092SH DEFINED06 10,092 0 0
60510-E Pega Systems Inc 11.2500 Com 70557310
763 67,800SH DEFINED06 67,800 0 0
60529-E Vista Bancorp Inc 16.8750 Com 92830R10
1,208 71,577SH DEFINED06 71,577 0 0
60533-E Grove Property Trust 13.2500 Com 39961310
2,584 195,000SH DEFINED06 195,000 0 0
60540-E Idexx Laboratories Inc 16.1250 Com 45168D10
1,633 101,300SH DEFINED06 101,300 0 0
60547-E Ocwen Financial Corp 6.2500 Com 67574610
1,361 217,700SH DEFINED06 217,700 0 0
60568-E First Citizens Bankshares Cl 69.7500 Com 31946M10
1,409 20,200SH DEFINED06 20,200 0 0
60570-E United Natural Foods Inc 12.0000 Com 91116310
1,357 113,100SH DEFINED06 113,100 0 0
60581-E Atlas Air Inc 27.4375 Com 04916410
2,155 78,550SH DEFINED06 78,550 0 0
60582-E MDU Resources Group Inc 20.0000 Com 55269010
4,059 202,950SH DEFINED06 202,950 0 0
60586-E Grace W R & Co New 14.1250 Com 38388F10
1,158 82,000SH DEFINED06 82,000 0 0
60589-E Mobius Management Solutions 7.9375 Com 60692510
1,027 129,400SH DEFINED06 129,400 0 0
60592-E Nautica Enterprises Inc 11.3125 Com 63908910
495 43,800SH DEFINED06 43,800 0 0
60596-E Mesaba Holdings Inc 11.4375 Com 59066B10
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2,495 96,900SH DEFINED06 96,900 0 0
60603-E Cross Timbers Oil Co 9.0625 Com 22757310
1,562 172,400SH DEFINED06 172,400 0 0
60609-E Annunity & Life Re (Hldgs) 26.1250 Com G0391010
5,405 206,900SH DEFINED06 206,900 0 0
60620-E ADAC Laboratories 10.7500 Com 00531320
489 45,500SH DEFINED06 45,500 0 0
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2,802 93,000SH DEFINED06 93,000 0 0
60629-E Sodexho Marriott Services 13.0000 Com 83379310
738 56,800SH DEFINED06 56,800 0 0
60631-E Liberty Property Trust 24.7500 Com 53117210
3,517 142,100SH DEFINED06 142,100 0 0
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2,739 88,000SH DEFINED06 88,000 0 0
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3,380 105,000SH DEFINED06 105,000 0 0
60639-E Golden State Vintners Inc B 5.2500 Com 38121K20
493 93,900SH DEFINED06 93,900 0 0
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5,378 120,000SH DEFINED06 120,000 0 0
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1,444 77,000SH DEFINED06 77,000 0 0
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2,760 70,200SH DEFINED06 70,200 0 0
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2,950 34,100SH DEFINED06 34,100 0 0
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2,255 18,400SH DEFINED06 18,400 0 0
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2,612 93,300SH DEFINED06 93,300 0 0
60655-E Coors (Adolph) 52.5000 Com 21701610
420 8,000SH DEFINED06 8,000 0 0
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1,078 40,200SH DEFINED06 40,200 0 0
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820 17,000SH DEFINED06 17,000 0 0
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3,244 48,600SH DEFINED06 48,600 0 0
60668-E Schweitzer-Mauduit 13.4375 Com 80854110
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60679-E Affiliated Computer Services 46.0000 Com 00819010
3,096 67,300SH DEFINED06 67,300 0 0
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262 23,175SH DEFINED06 23,175 0 0
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512 27,500SH DEFINED06 27,500 0 0
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4,929 104,600SH DEFINED06 104,600 0 0
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3,608 113,200SH DEFINED06 113,200 0 0
60688-E Mondavi Robert Cl A 34.7500 Com 60920010
386 11,100SH DEFINED06 11,100 0 0
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3,450 154,200SH DEFINED06 154,200 0 0
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2,381 118,700SH DEFINED06 118,700 0 0
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468 29,000SH DEFINED06 29,000 0 0
60697-E Ventana Medical Systems 24.8750 Com 92276H10
2,502 100,600SH DEFINED06 100,600 0 0
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2,382 71,100SH DEFINED06 71,100 0 0
60721-E Profit Recovery Grp 26.5625 Com 74316810
970 36,500SH DEFINED06 36,500 0 0
60722-E Axys Pharmaceuticals 4.0625 Com 05463510
377 92,900SH DEFINED06 92,900 0 0
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323 25,200SH DEFINED06 25,200 0 0
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2,065 59,000SH DEFINED06 59,000 0 0
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2,233 66,400SH DEFINED06 66,400 0 0
60730-E ITT Educational Services 15.4375 Com 45068B10
1,224 79,300SH DEFINED06 79,300 0 0
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824 28,400SH DEFINED06 28,400 0 0
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2,717 178,900SH DEFINED06 178,900 0 0
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1,842 45,700SH DEFINED06 45,700 0 0
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6,341 38,900SH DEFINED06 38,900 0 0
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2,495 113,400SH DEFINED06 113,400 0 0
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5,093 52,100SH DEFINED06 52,100 0 0
60752-E Atlantic Coast Airlines Hold 23.7500 Com 04839610
266 11,200SH DEFINED06 11,200 0 0
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344 16,100SH DEFINED06 16,100 0 0
60758-E Cypress Semiconductor 32.3750 Com 23280610
4,147 128,100SH DEFINED06 128,100 0 0
60761-E Borg-Warner Automotive Inc 40.5000 Com 09972410
1,324 32,700SH DEFINED06 32,700 0 0
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1,275 138,800SH DEFINED06 138,800 0 0
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691 152,500SH DEFINED06 152,500 0 0
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744 156,700SH DEFINED06 156,700 0 0
60774-E Hanna(MA)Co 10.9375 Com 41052210
585 53,500SH DEFINED06 53,500 0 0
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345 33,700SH DEFINED06 33,700 0 0
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2,373 116,100SH DEFINED06 116,100 0 0
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794 102,500SH DEFINED06 102,500 0 0
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60798-E Umpaqua Holdings Corp 9.2500 Com 90421410
197 21,300SH DEFINED06 21,300 0 0
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998 105,000SH DEFINED06 105,000 0 0
60803-E Lifepoint Hospitals Inc 11.8125 Com 53219L10
748 63,306SH DEFINED06 63,306 0 0
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917 60,606SH DEFINED06 60,606 0 0
60807-E Pacific Sunwear of Calif 31.8750 Com 69487310
5,038 158,050SH DEFINED06 158,050 0 0
60810-E American Management Systems 31.3750 Com 02735210
587 18,700SH DEFINED06 18,700 0 0
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208 29,000SH DEFINED06 29,000 0 0
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4,092 78,500SH DEFINED06 78,500 0 0
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862 32,600SH DEFINED06 32,600 0 0
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233 12,100SH DEFINED06 12,100 0 0
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1,575 53,179SH DEFINED06 53,179 0 0
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736 45,100SH DEFINED06 45,100 0 0
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701 70,100SH DEFINED06 70,100 0 0
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1,421 75,800SH DEFINED06 75,800 0 0
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765 35,700SH DEFINED06 35,700 0 0
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4,001 88,900SH DEFINED06 88,900 0 0
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1,105 80,000SH DEFINED06 80,000 0 0
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2,121 20,300SH DEFINED06 20,300 0 0
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1,254 42,500SH DEFINED06 42,500 0 0
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2,291 159,400SH DEFINED06 159,400 0 0
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230 25,500SH DEFINED06 25,500 0 0
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2,220 18,200SH DEFINED06 18,200 0 0
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4,481 119,100SH DEFINED06 119,100 0 0
60855-E Software.com inc 96.0000 Com 83402P10
1,786 18,600SH DEFINED06 18,600 0 0
60856-E Time Warner Telecom Cl A 49.9375 Com 88731910
2,692 53,900SH DEFINED06 53,900 0 0
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1,582 29,500SH DEFINED06 29,500 0 0
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770 30,800SH DEFINED06 30,800 0 0
60863-E Genzyme Surgical Product 5.8125 Com 37291760
617 106,200SH DEFINED06 106,200 0 0
60865-E Polaris Industries 36.2500 Com 73106810
1,011 27,900SH DEFINED06 27,900 0 0
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1,687 31,900SH DEFINED06 31,900 0 0
60869-E Wild Oats Markets 22.1875 Com 96808B10
1,701 76,650SH DEFINED06 76,650 0 0
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4,636 58,500SH DEFINED06 58,500 0 0
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52 6,300SH DEFINED06 6,300 0 0
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1,134 50,100SH DEFINED06 50,100 0 0
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1,599 72,900SH DEFINED06 72,900 0 0
60876-E Rex Stores Corp 35.0000 Com 76162410
1,425 40,700SH DEFINED06 40,700 0 0
60877-E Ultimate Electronics 24.7500 Com 90384910
2,099 84,800SH DEFINED06 84,800 0 0
60879-E Ticket Master Online B 38.4375 Com 88633P20
811 21,100SH DEFINED06 21,100 0 0
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1,466 46,900SH DEFINED06 46,900 0 0
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1,034 37,600SH DEFINED06 37,600 0 0
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433 20,700SH DEFINED06 20,700 0 0
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1,870 67,700SH DEFINED06 67,700 0 0
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1,829 128,900SH DEFINED06 128,900 0 0
60892-E Ethan Allen Interior 32.0625 Com 29760210
1,462 45,600SH DEFINED06 45,600 0 0
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800 72,700SH DEFINED06 72,700 0 0
60902-E Silicon Storage Tech 41.2500 Com 82705710
4,340 105,200SH DEFINED06 105,200 0 0
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96 2,500SH DEFINED06 2,500 0 0
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354 33,360SH DEFINED06 33,360 0 0
60905-E Homestore.Com Inc 74.2500 Com 43785210
1,181 15,900SH DEFINED06 15,900 0 0
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1,170 398,300SH DEFINED06 398,300 0 0
60908-E Granite Construction 18.4375 Com 38732810
564 30,600SH DEFINED06 30,600 0 0
60910-E NVIDIA 46.9375 Com 67066G10
4,201 89,500SH DEFINED06 89,500 0 0
60911-E Quantum Corp Hard Disk Drive 6.9375 Com 74790630
1,639 236,200SH DEFINED06 236,200 0 0
60912-E Seacoast Banking Corp Fla A 28.6250 Com 81170710
1,116 39,000SH DEFINED06 39,000 0 0
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360 18,700SH DEFINED06 18,700 0 0
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1,746 101,200SH DEFINED06 101,200 0 0
60915-E Devon Energy Corp 32.8750 Com 25179M10
789 23,986SH DEFINED06 23,986 0 0
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2,305 57,800SH DEFINED06 57,800 0 0
60917-E Harmonic Inc 94.9375 Com
2,155 22,700SH DEFINED06 22,700 0 0
60920-E E.Piphany Inc 223.1250 Com
2,477 11,100SH DEFINED06 11,100 0 0
60924-E Keynote Systems Inc 73.7500 Com
1,954 26,500SH DEFINED06 26,500 0 0
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3,969 302,400SH DEFINED06 302,400 0 0
60934-E Micros Systems Inc 74.0000 Com
4,817 65,100SH DEFINED06 65,100 0 0
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1,373 25,900SH DEFINED06 25,900 0 0
60939-E Church And Dwight 26.6875 Com
531 19,900SH DEFINED06 19,900 0 0
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436 15,300SH DEFINED06 15,300 0 0
60942-E Charter One Financial 19.1250 Com
859 44,916SH DEFINED06 44,916 0 0
60944-E World Wrestling Fed A 17.2500 Com
949 55,000SH DEFINED06 55,000 0 0
60947-E Howmet Inc 18.0625 Com
909 50,300SH DEFINED06 50,300 0 0
60950-E Anadigics Inc 47.1875 Com
3,039 64,400SH DEFINED06 64,400 0 0
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956 41,000SH DEFINED06 41,000 0 0
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163 9,900SH DEFINED06 9,900 0 0
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144 3,300SH DEFINED06 3,300 0 0
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455 47,300SH DEFINED06 47,300 0 0
60963-E Crane Co 19.8750 Com 22439910
1,187 59,700SH DEFINED06 59,700 0 0
60964-E Gentex Corp 27.7500 Com
1,807 65,100SH DEFINED06 65,100 0 0
60965-E Oshkosh Truck Corp B 29.3125 Com
1,307 44,600SH DEFINED06 44,600 0 0
60966-E Telecorp PCS Inc 38.0000 Com
471 12,400SH DEFINED06 12,400 0 0
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3,156 43,500SH DEFINED06 43,500 0 0
60969-E Investment Technology Group 28.7500 Com 46145F10
3,257 113,300SH DEFINED06 113,300 0 0
60971-E Cambridge Tech Partner 26.2500 Com
2,139 81,500SH DEFINED06 81,500 0 0
60973-E Midcoast Energy Resources 16.7500 Com
256 15,300SH DEFINED06 15,300 0 0
60974-E Nextcard Inc 28.8750 Com 65332K10
670 23,200SH DEFINED06 23,200 0 0
60975-E Ebenx Inc 45.2500 Com
136 3,000SH DEFINED06 3,000 0 0
60976-E Medicalagic Inc 21.0000 Com
103 4,900SH DEFINED06 4,900 0 0
60980-E Huttig Building 4.5625 Com
61 13,266SH DEFINED06 13,266 0 0
