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Previous: NATIONAL CITY BANCSHARES INC, 10-Q, 1999-05-14 |
Next: INSTEEL INDUSTRIES INC, 10-Q, 1999-05-14 |
REPORT FOR THE CALENDAR YEAR
or Quarter Ended:
March 31, 1999
If amended report check here: ___
Name of Institutional Investment Manager: GEEWAX, TERKER & COMPANY
Business Address: 99 Starr Street
City: Phoenixville State: PA Zip: 19460
Name, Phone No., and Title of Person Duly Authorized to Submit This Report:
John J. Geewax, General Partner
(610) 935-3000
ATTENTION: Intentional misstatements or omissions of facts constitute Federal
Criminal Violations. See 18 U.S.C. 1001 and 15 U.S.C. 78ff(a).
The institutional investment manager submitting this Form and its attachments
and the person by whom it is signed represent hereby that all information
contained therein is true, correct and complete. It is understood that all
required items, statements and schedules are considered integral parts of this
Form and that the submission of any amendment represents that all unamended
items, statements and schedules remain true, correct and complete as
previously submitted.
Pursuant to the requirements of Securities Exchange Act of 1934, the undersigned
institutional investment manager has caused this report to be signed on its
behalf in the City of Phoenixville and State of Pennsylvania on the 11th of
May, 1999.
Signature of Signing: John J. Geewax
GEEWAX, TERKER & COMPANY (Name of Institutional Investment Manager)
Name and 13F file numbers of all Institutional Investment Managers with respect
to which this schedule is filed (other than the one filing this report)
(list in alphabetical order).
Geewax, Terker & Company: File No. 16965
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 763
Form 13F Information Table Value Total: $5,331,694
List of Other Included Managers:
<PAGE>
<TABLE> <C> <C> <C> <C> <C> <C> <C>
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x $1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------------ ------------------------------------------------------------------------------------
99 CENTS ONLY COMMON 65440K106 2628 61925 SH SOLE 61925
AAR CORP COMMON 000361105 198 11100 SH SOLE 11100
ABACUS DIRECT COMMON 002553105 5338 65100 SH SOLE 65100
ABBOTT LABS COMMON 002824100 74177 1584550 SH SOLE 1584550
ABERCROMBIE & COMMON 002896207 23742 257364 SH SOLE 257364
ACNIELSEN CORP COMMON 004833109 49 1800 SH SOLE 1800
ACTION PERFORM COMMON 004933107 837 27800 SH SOLE 27800
ACXIOM CORP COMMON 005125109 6632 250280 SH SOLE 250280
ADAPTEC INC COMMON 00651F108 50 2200 SH SOLE 2200
ADOBE SYS INC COMMON 00724F101 51 900 SH SOLE 900
ADVENT SOFTWAR COMMON 007974108 5360 107200 SH SOLE 107200
AETNA INC COMMON 008117103 357 4300 SH SOLE 4300
AFFILIATED COM COMMON 008190100 10969 239750 SH SOLE 239750
AFLAC INC COMMON 001055102 11637 213760 SH SOLE 213760
AK STEEL HOLDI COMMON 001547108 248 11000 SH SOLE 11000
ALABAMA NATL B COMMON 010317105 119 5100 SH SOLE 5100
ALBERTO CULVER COMMON 013068101 30 1300 SH SOLE 1300
ALBERTSONS INC COMMON 013104104 316 5800 SH SOLE 5800
ALCOA INC COMMON 013817101 276 6700 SH SOLE 6700
ALIANT COMMUNI COMMON 016090102 3332 81400 SH SOLE 81400
ALLEGHENY ENER COMMON 017361106 112 3800 SH SOLE 3800
ALLEGHENY TELE COMMON 017415100 85 4500 SH SOLE 4500
ALLIANCE CAP M LPTR 018548107 75 2960 SH SOLE 2960
ALLIANT TECHSY COMMON 018804104 707 9100 SH SOLE 9100
ALLIED SIGNAL COMMON 019512102 330 6700 SH SOLE 6700
ALLMERICA FINL COMMON 019754100 105 1900 SH SOLE 1900
ALLSTATE CORP COMMON 020002101 730 19700 SH SOLE 19700
ALLTEL CORP COMMON 020039103 23193 371830 SH SOLE 371830
ALPHARMA INC COMMON 020813101 5289 134762 SH SOLE 134762
AMAZON COM INC COMMON 023135106 67153 390000 SH SOLE 390000
AMBAC INC COMMON 023139108 157 2900 SH SOLE 2900
AMEREN CORP COMMON 023608102 152 4200 SH SOLE 4200
AMERICA ONLINE COMMON 02364J104 254727 1732840 SH SOLE 1732840
AMERICA WEST H COMMON 023657208 263 13800 SH SOLE 13800
AMERICAN EAGLE COMMON 02553D108 5878 82000 SH SOLE 82000
AMERICAN ELEC COMMON 025537101 254 6400 SH SOLE 6400
AMERICAN EXPRE COMMON 025816109 400 3400 SH SOLE 3400
AMERICAN GENER COMMON 026351106 331 4700 SH SOLE 4700
AMERICAN HOME COMMON 026609107 320 4900 SH SOLE 4900
AMERICAN INTL COMMON 026874107 2352 19500 SH SOLE 19500
AMERICAN MGMT COMMON 027352103 5081 148900 SH SOLE 148900
AMERICAN POWER COMMON 029066107 6360 235540 SH SOLE 235540
AMERICAN RETIR COMMON 028913101 1047 72800 SH SOLE 72800
AMERICAN WTR W COMMON 030411102 67 2300 SH SOLE 2300
AMERISOURCE HE COMMON 03071P102 8718 255000 SH SOLE 255000
AMERITECH CORP COMMON 030954101 10387 180245 SH SOLE 180245
AMES DEPT STOR COMMON 030789507 546 14700 SH SOLE 14700
AMGEN COMMON 031162100 4275 57100 SH SOLE 57100
AMSOUTH BANCOR COMMON 032165102 1042 22900 SH SOLE 22900
ANALOG DEVICES COMMON 032654105 16 540 SH SOLE 540
ANHEUSER BUSCH COMMON 035229103 27620 362830 SH SOLE 362830
AON CORP COMMON 037389103 215 3400 SH SOLE 3400
APPLIED MATERI COMMON 038222105 32535 527420 SH SOLE 527420
APPLIED MICRO COMMON 03822W109 3600 84200 SH SOLE 84200
APTARGROUP INC COMMON 038336103 1011 38900 SH SOLE 38900
ARCHER DANIELS COMMON 039483102 270 18400 SH SOLE 18400
ARMSTRONG WORL COMMON 042476101 68 1500 SH SOLE 1500
ARVIN INDS INC COMMON 043339100 232 6900 SH SOLE 6900
ASCEND COMMUNI COMMON 043491109 19554 233650 SH SOLE 233650
ASHLAND INC COMMON 044204105 98 2400 SH SOLE 2400
ASSOCIATES FIR COMMON 046008108 31905 708996 SH SOLE 708996
ASTEC INDS INC COMMON 046224101 3560 115300 SH SOLE 115300
AT HOME CORP COMMON 045919107 65208 414020 SH SOLE 414020
AT&T CORP COMMON 001957109 64251 805028 SH SOLE 805028
ATLAS AIR INC COMMON 049164106 3707 128650 SH SOLE 128650
ATMEL CORP COMMON 049513104 24 1600 SH SOLE 1600
AVIS RENT A CA COMMON 053790101 916 33100 SH SOLE 33100
AVNET INC COMMON 053807103 44 1200 SH SOLE 1200
AVONDALE INDS COMMON 054350103 749 25400 SH SOLE 25400
AVT CORP COMMON 002420107 224 9400 SH SOLE 9400
BACOU USA INC COMMON 056439102 185 14100 SH SOLE 14100
BAKER HUGHES I COMMON 057224107 71 2900 SH SOLE 2900
BANCWEST CORP COMMON 059790105 570 13400 SH SOLE 13400
BANK NEW YORK COMMON 064057102 805 22400 SH SOLE 22400
BANK ONE CORP COMMON 06423A103 1150 20890 SH SOLE 20890
BANK UTD CORP COMMON 065412108 49 1200 SH SOLE 1200
BANKAMERICA CO COMMON 06605F102 2317 32800 SH SOLE 32800
BARR LABS INC COMMON 068306109 1141 37400 SH SOLE 37400
BEAR STEARNS C COMMON 073902108 161 3600 SH SOLE 3600
BEC ENERGY COMMON 05538M101 59 1600 SH SOLE 1600
BED BATH & BEY COMMON 075896100 8651 237000 SH SOLE 237000
BELL ATLANTIC COMMON 077853109 1394 26962 SH SOLE 26962
BELLSOUTH CORP COMMON 079860102 4904 122400 SH SOLE 122400
BELO A H CORP COMMON 080555105 60 3300 SH SOLE 3300
BEMIS INC COMMON 081437105 40 1300 SH SOLE 1300
BENCHMARK ELEC COMMON 08160H101 768 25600 SH SOLE 25600
BERKSHIRE HATH COMMON 084670207 56118 23870 SH SOLE 23870
BEST FOODS COMMON 08658U101 108 2300 SH SOLE 2300
BINDLY WESTN I COMMON 090324104 1244 43566 SH SOLE 43566
BIOGEN N V COMMON 090597105 9065 79300 SH SOLE 79300
BIOMET INC COMMON 090613100 4215 100500 SH SOLE 100500
BISYS GROUP IN COMMON 055472104 4551 80900 SH SOLE 80900
BJS WHOLESALE COMMON 05548J106 12470 473910 SH SOLE 473910
BLACK HILLS PW COMMON 092113109 238 11150 SH SOLE 11150
BLANCH E W HOL COMMON 093210102 2541 48400 SH SOLE 48400
BLOCK H & R IN COMMON 093671105 12 260 SH SOLE 260
BOB EVANS FARM COMMON 096761101 360 18000 SH SOLE 18000
BOEING CO COMMON 097023105 238 7000 SH SOLE 7000
BRADLEY REAL E 276 14200 SH SOLE 14200
BRIGGS & STRAT COMMON 109043109 2022 41000 SH SOLE 41000
BRINKER INTL I COMMON 109641100 776 29900 SH SOLE 29900
BRISTOL MYERS COMMON 110122108 108219 1687620 SH SOLE 1687620
BROADVISION IN COMMON 111412102 3065 51300 SH SOLE 51300
BROWN FORMAN D COMMON 115637209 92 1600 SH SOLE 1600
BROWNING FERRI COMMON 115885105 147 3806 SH SOLE 3806
BRUNSWICK CORP COMMON 117043109 53 2800 SH SOLE 2800
BUCKEYE PARTNE LPTR 118230101 78 2880 SH SOLE 2880
BUCKLE INC COMMON 118440106 126 5600 SH SOLE 5600
BUFFETS INC COMMON 119882108 343 34700 SH SOLE 34700
BURLINGTON NOR COMMON 12189T104 464 14100 SH SOLE 14100
BURLINGTON RES COMMON 122014103 180 4500 SH SOLE 4500
C&D TECHNOLOGI COMMON 124661109 2413 97000 SH SOLE 97000
CABLEVISION SY COMMON 12686C109 11927 160900 SH SOLE 160900
CALIFORNIA WTR COMMON 130788102 196 8000 SH SOLE 8000
CALLAWAY GOLF COMMON 131193104 40 3900 SH SOLE 3900
CANANDAIGUA WI COMMON 137219200 383 7600 SH SOLE 7600
CAPITAL ONE FI COMMON 14040H105 26493 175450 SH SOLE 175450
CARDINAL HEALT COMMON 14149Y108 28695 434773 SH SOLE 434773
CARLISLE CORP COMMON 142339100 11578 247650 SH SOLE 247650
CAROLINA PWR & COMMON 144141108 178 4700 SH SOLE 4700
CARRIAGE SVCS COMMON 143905107 649 42900 SH SOLE 42900
CASE EQUIPMENT COMMON 14743R103 56 2200 SH SOLE 2200
CATALINA MARKE COMMON 148867104 6011 70000 SH SOLE 70000
CATALYTICA INC COMMON 148885106 3303 300300 SH SOLE 300300
CBS CORP COMMON 12490K107 180 4400 SH SOLE 4400
CCB FINL CORP COMMON 124875105 81 1500 SH SOLE 1500
CEC ENTMT INC COMMON 125137109 778 21700 SH SOLE 21700
CENTEX CONSTRU COMMON 15231R109 2294 65900 SH SOLE 65900
CENTEX CORP COMMON 152312104 73 2200 SH SOLE 2200
CENTRAL & SO W COMMON 152357109 166 7100 SH SOLE 7100
CENTRAL NEWSPA COMMON 154647101 364 11700 SH SOLE 11700
CENTURA BKS IN COMMON 15640T100 489 8400 SH SOLE 8400
CENTURY TELEPH COMMON 156686107 425 6050 SH SOLE 6050
CHAMPION INTL COMMON 158525105 111 2700 SH SOLE 2700
CHARTWELL RE C COMMON 16139W109 267 15500 SH SOLE 15500
CHASE MANHATTA COMMON 16161A108 4134 50800 SH SOLE 50800
CHIRON CORP COMMON 170040109 14 650 SH SOLE 650
CHUBB CORP COMMON 171232101 293 5000 SH SOLE 5000
CIGNA CORP COMMON 125509109 352 4200 SH SOLE 4200
CINERGY CORP COMMON 172474108 138 5000 SH SOLE 5000
CINTAS CORP COMMON 172908105 7093 108500 SH SOLE 108500
CIRCUS CIRCUS COMMON 172909103 56 3200 SH SOLE 3200
CISCO SYSTEMS COMMON 17275R102 227483 2076282 SH SOLE 2076282
CITIGROUP INC COMMON 172967101 81799 1280609 SH SOLE 1280609
CITIZENS UTILS COMMON 177342201 60 7800 SH SOLE 7800
CITRIX SYS INC COMMON 177376100 290 7600 SH SOLE 7600
CITY NATL CORP COMMON 178566105 43 1400 SH SOLE 1400
CKE RESTAURANT COMMON 12561E105 1 40 SH SOLE 40
CLARCOR INC COMMON 179895107 955 55950 SH SOLE 55950
CLECO CORP COMMON 12561M107 655 22200 SH SOLE 22200
CLOROX CO COMMON 189054109 8130 69374 SH SOLE 69374
CLOSURE MED CO COMMON 189093107 1571 41350 SH SOLE 41350
CMS ENERGY COR COMMON 125896100 165 4100 SH SOLE 4100
CNB BANCSHARES COMMON 126126101 5546 137785 SH SOLE 137785
CNF TRANSN INC COMMON 12612W104 42 1100 SH SOLE 1100
COASTAL CORP COMMON 190441105 175 5300 SH SOLE 5300
COCA COLA CO COMMON 191216100 73182 1192370 SH SOLE 1192370
COLE KENNETH P COMMON 193294105 1539 58350 SH SOLE 58350
COLONIAL BANCG COMMON 195493309 667 55600 SH SOLE 55600
COLUMBIA/HCA H COMMON 197677107 127 6700 SH SOLE 6700
COMCAST CORP COMMON 200300200 48853 776210 SH SOLE 776210
COMDISCO INC COMMON 200336105 45 2500 SH SOLE 2500
COMMERCE BANCO COMMON 200519106 5019 121680 SH SOLE 121680
COMMERCE BANCS COMMON 200525103 69 1800 SH SOLE 1800
COMMERCIAL FED COMMON 201647104 638 27500 SH SOLE 27500
COMPAQ COMPUTE COMMON 204493100 22247 702090 SH SOLE 702090
COMPASS BANCSH COMMON 20449H109 69 2000 SH SOLE 2000
COMPUTER HORIZ COMMON 205908106 651 59500 SH SOLE 59500
COMPUTER SCIEN COMMON 205363104 4476 81110 SH SOLE 81110
COMVERSE TECHN COMMON 205862402 16282 191550 SH SOLE 191550
CONAGRA INC COMMON 205887102 141 5500 SH SOLE 5500
CONCORD EFS IN COMMON 206197105 132 4800 SH SOLE 4800
CONECTIV INC COMMON 206829103 68 3500 SH SOLE 3500
CONMED CORP COMMON 207410101 419 13500 SH SOLE 13500
CONSOLIDATED E COMMON 209115104 231 5100 SH SOLE 5100
CONSOLIDATED G COMMON 209341106 6436 111441 SH SOLE 111441
CONSOLIDATED N COMMON 209615103 180 3700 SH SOLE 3700
CONSOLIDATED P COMMON 209759109 47 2000 SH SOLE 2000
CONTINENTAL AI COMMON 210795308 57 1500 SH SOLE 1500
COOPER TIRE & COMMON 216831107 44 2400 SH SOLE 2400
COORS ADOLPH C COMMON 217016104 632 11700 SH SOLE 11700
COPART INC COMMON 217204106 859 41400 SH SOLE 41400
CORDANT TECHNO COMMON 218412104 36 900 SH SOLE 900
COSTCO COMPANI COMMON 22160Q102 50543 552000 SH SOLE 552000
COUNTRYWIDE CR COMMON 222372104 3604 96100 SH SOLE 96100
COX RADIO INC COMMON 224051102 1804 35200 SH SOLE 35200
CRANE CO COMMON 224399105 388 16050 SH SOLE 16050
CROSSMANN CMNT COMMON 22764E109 686 34400 SH SOLE 34400
CROWN CORK & S COMMON 228255105 111 3900 SH SOLE 3900
CSG SYS INTL I COMMON 126349109 197 5000 SH SOLE 5000
CULLEN FROST B COMMON 229899109 940 19600 SH SOLE 19600
CUMMINS ENGINE COMMON 231021106 39 1100 SH SOLE 1100
CVS CORP COMMON 126650100 15839 333460 SH SOLE 333460
CYTYC CORP COMMON 232946103 1107 79800 SH SOLE 79800
D R HORTON INC COMMON 23331A109 1494 89200 SH SOLE 89200
DAL-TILE INTL COMMON 23426R108 106 11700 SH SOLE 11700
DALLAS SEMICON COMMON 235204104 120 3100 SH SOLE 3100
DANA CORP COMMON 235811106 205 5400 SH SOLE 5400
DANAHER CORP COMMON 235851102 21096 403760 SH SOLE 403760
DATA PROCESSIN COMMON 237823109 246 17950 SH SOLE 17950
DATASCOPE CORP COMMON 238113104 238 8800 SH SOLE 8800
DE LUXE CHECK COMMON 248019101 79 2700 SH SOLE 2700
DEERE & CO COMMON 244199105 274 7100 SH SOLE 7100
DELL COMPUTER COMMON 247025109 61586 1506680 SH SOLE 1506680
DELTA AIR LINE COMMON 247361108 285 4100 SH SOLE 4100
DENDRITE INTL COMMON 248239105 2544 114000 SH SOLE 114000
DEPARTMENT 56 COMMON 249509100 2137 70200 SH SOLE 70200
DEVELOPERS DIV REIT 251591103 268 18700 SH SOLE 18700
DEVRY INC DEL COMMON 251893103 10449 360300 SH SOLE 360300
DIEBOLD INC COMMON 253651103 55 2300 SH SOLE 2300
DILLARDS INC COMMON 254067101 76 3000 SH SOLE 3000
DIME BANCORP I COMMON 25429Q102 81 3500 SH SOLE 3500
DIONEX CORP COMMON 254546104 6995 185300 SH SOLE 185300
DISNEY WALT PR COMMON 254687106 31501 1012070 SH SOLE 1012070
DOLE FOOD INC COMMON 256605106 27 900 SH SOLE 900
DOLLAR TREE ST COMMON 256747106 10375 335355 SH SOLE 335355
DONNELLEY R R COMMON 257867101 116 3600 SH SOLE 3600
DOVER CORP COMMON 260003108 99 3000 SH SOLE 3000
DOW CHEMICAL C COMMON 260543103 298 3200 SH SOLE 3200
DPL INC COMMON 233293109 79 4800 SH SOLE 4800
DQE INC COMMON 23329J104 104 2700 SH SOLE 2700
DST SYS INC DE COMMON 233326107 366 6100 SH SOLE 6100
DTE ENERGY CO COMMON 233331107 165 4300 SH SOLE 4300
DU PONT E I DE COMMON 263534109 528 9100 SH SOLE 9100
DUKE POWER CO COMMON 264399106 718 13100 SH SOLE 13100
DYCOM INDS INC COMMON 267475101 9649 221819 SH SOLE 221819
DYNEGY INC COMMON 26816L102 17 1200 SH SOLE 1200
E M C CORP MAS COMMON 268648102 73123 572390 SH SOLE 572390
E TOWN COMMON 269242103 851 21100 SH SOLE 21100
E TRADE GROUP COMMON 269246104 20159 345700 SH SOLE 345700
EAGLE HARDWARE COMMON 26959B101 393 10300 SH SOLE 10300
EAGLE USA AIRF COMMON 270018104 1851 56950 SH SOLE 56950
EARTHGRAINS CO COMMON 270319106 728 32800 SH SOLE 32800
EASTMAN CHEM C COMMON 277432100 93 2200 SH SOLE 2200
EATON CORP COMMON 278058102 164 2300 SH SOLE 2300
EATON VANCE CO COMMON 278265103 2968 147500 SH SOLE 147500
ECOLAB INC COMMON 278865100 13622 383710 SH SOLE 383710
EDISON INTL COMMON 281020107 269 12100 SH SOLE 12100
EDWARD A G INC COMMON 281760108 92 2800 SH SOLE 2800
EG & G INC COMMON 268457108 42 1600 SH SOLE 1600
EL PASO ENERGY COMMON 283905107 105 3200 SH SOLE 3200
ELCOR CORP COMMON 284443108 1615 45900 SH SOLE 45900
ELECTRO SCIENT COMMON 285229100 223 4800 SH SOLE 4800
ELECTRONICS FO COMMON 286082102 5768 147900 SH SOLE 147900
EMERSON ELECTR COMMON 291011104 439 8300 SH SOLE 8300
EMPIRE DIST EL COMMON 291641108 139 6100 SH SOLE 6100
ENGELHARD CORP COMMON 292845104 29 1700 SH SOLE 1700
ENHANCE FINL S COMMON 293310108 483 21000 SH SOLE 21000
ENRON CORP COMMON 293561106 366 5700 SH SOLE 5700
ENRON OIL & GA COMMON 293562104 28 1700 SH SOLE 1700
ENTERGY CORP N COMMON 29364G103 215 7800 SH SOLE 7800
EQUITY RESIDEN IS 29476L107 297 7201 SH SOLE 7201
ERIE INDTY CO COMMON 29530P102 69 2500 SH SOLE 2500
EVEREST REINS COMMON 299808105 41 1300 SH SOLE 1300
EXCITE INC COMMON 300904109 16072 114800 SH SOLE 114800
EXPRESS SCRIPT COMMON 302182100 13140 152900 SH SOLE 152900
EXTENDED STAY COMMON 30224P101 241 23700 SH SOLE 23700
EXXON CORP COMMON 302290101 3020 42800 SH SOLE 42800
F M C CORP COMMON 302491303 44 900 SH SOLE 900
F Y I INC COMMON 302712104 298 9300 SH SOLE 9300
FACTSET RESH S COMMON 303075105 6999 161825 SH SOLE 161825
FAMILY DOLLAR COMMON 307000109 5343 232300 SH SOLE 232300
FDX CORP COMMON 31304N107 140 1500 SH SOLE 1500
FEDERAL NATL M COMMON 313586109 45124 651610 SH SOLE 651610
FEDERATED DEPT COMMON 31410H101 289 7200 SH SOLE 7200
FELCOR LODGING REIT 31430F101 352 15200 SH SOLE 15200
FERRO CORP COMMON 315405100 2 100 SH SOLE 100
FIDELITY NAT F COMMON 316326107 1745 116301 SH SOLE 116301
FIFTH THIRD BA COMMON 316773100 12901 195650 SH SOLE 195650
FINANCIAL FED COMMON 317492106 2991 157400 SH SOLE 157400
FINANCIAL SEC COMMON 31769P100 337 6800 SH SOLE 6800
FINOVA GROUP I COMMON 317928109 10749 207200 SH SOLE 207200
FIRST AMER COR COMMON 318900107 125 3400 SH SOLE 3400
FIRST AMERN FI COMMON 318522307 2957 187000 SH SOLE 187000
FIRST DATA COR COMMON 319963104 227 5300 SH SOLE 5300
FIRST ENERGY C COMMON 337932107 224 8000 SH SOLE 8000
FIRST FINANCIA COMMON 320239106 122 6800 SH SOLE 6800
FIRST LIBERTY COMMON 320691108 180 8500 SH SOLE 8500
FIRST SEC CORP COMMON 336294103 108 5600 SH SOLE 5600
FIRST SENTINEL COMMON 33640T103 154 19300 SH SOLE 19300
FIRST TENN NAT COMMON 337162101 14764 403100 SH SOLE 403100
FIRST VA BANKS COMMON 337477103 69 1500 SH SOLE 1500
FIRSTAR CORP N COMMON 33763V109 9011 100682 SH SOLE 100682
FIRSTMERIT COR COMMON 337915102 471 18300 SH SOLE 18300
FISERV INC COMMON 337738108 12081 225295 SH SOLE 225295
FLAGSTAR BANCO COMMON 337930101 1564 59000 SH SOLE 59000
FLEET FINANCIA COMMON 338915101 561 14900 SH SOLE 14900
FLEETWOOD ENTE COMMON 339099103 26 900 SH SOLE 900
FLORIDA PROGRE COMMON 341109106 109 2900 SH SOLE 2900
FLORIDA ROCK I COMMON 341140101 246 7200 SH SOLE 7200
FLUOR CORP COMMON 343861100 68 2500 SH SOLE 2500
FORD MOTOR CO COMMON 345370100 1326 23400 SH SOLE 23400
FORRESTER RESH COMMON 346563109 926 30500 SH SOLE 30500
FORTUNE BRANDS COMMON 349631101 223 5800 SH SOLE 5800
FOSSIL INC COMMON 349882100 3230 108350 SH SOLE 108350
FPIC INS GROUP COMMON 302563101 2830 68200 SH SOLE 68200
FPL GROUP INC COMMON 302571104 272 5100 SH SOLE 5100
FREDDIE MAC COMMON 313400301 48808 851610 SH SOLE 851610
FRONTIER CORP COMMON 35906P105 929 17900 SH SOLE 17900
FULTON FINL CO COMMON 360271100 44 1900 SH SOLE 1900
GALILEO INTERN COMMON 363547100 339 7000 SH SOLE 7000
GANNETT INC COMMON 364730101 5747 91220 SH SOLE 91220
GAP INC COMMON 364760108 35294 524325 SH SOLE 524325
GENCORP INC COMMON 368682100 245 13600 SH SOLE 13600
GENENTECH INC COMMON 368710307 727 8200 SH SOLE 8200
GENERAL DYNAMI COMMON 369550108 308 4800 SH SOLE 4800
GENERAL ELECTR COMMON 369604103 301513 2725540 SH SOLE 2725540
GENERAL MILLS COMMON 370334104 332 4400 SH SOLE 4400
GENERAL MTRS C COMMON 370442105 1009 11600 SH SOLE 11600
GENSIA PHARMAC COMMON 372450106 56 20000 SH SOLE 20000
GENTEX CORP COMMON 371901109 7107 329600 SH SOLE 329600
GENUINE PARTS COMMON 372460105 161 5600 SH SOLE 5600
GEOTEL COMMUNI COMMON 373656107 12272 267500 SH SOLE 267500
GIBRALTAR STL COMMON 37476F103 809 40600 SH SOLE 40600
GILLETTE COMPA COMMON 375766102 57519 967730 SH SOLE 967730
GLOBAL DIRECTM COMMON 379321102 92 5500 SH SOLE 5500
GOLDEN WEST FI COMMON 381317106 153 1600 SH SOLE 1600
GOODRICH B F C COMMON 382388106 45 1300 SH SOLE 1300
GOODYEAR TIRE COMMON 382550101 239 4800 SH SOLE 4800
GPU INC COMMON 36225X100 164 4400 SH SOLE 4400
GRACE W R & CO COMMON 38388F108 29 2400 SH SOLE 2400
GRAINGER W W I COMMON 384802104 99 2300 SH SOLE 2300
GREAT LAKES CH COMMON 390568103 55 1500 SH SOLE 1500
GREAT PLAINS S COMMON 39119E105 251 6500 SH SOLE 6500
GREENPOINT FIN COMMON 395384100 94 2700 SH SOLE 2700
GROUP MAINTENA COMMON 39943E107 84 7400 SH SOLE 7400
GTE CORP COMMON 362320103 974 16100 SH SOLE 16100
GUIDANT CORP COMMON 401698105 40701 672750 SH SOLE 672750
HANNAFORD BROS COMMON 410550107 45 1000 SH SOLE 1000
HARCOURT GEN I COMMON 41163G101 58 1300 SH SOLE 1300
HARLEY DAVIDSO COMMON 412822108 14135 246370 SH SOLE 246370
HARLEYSVILLE G COMMON 412824104 389 20100 SH SOLE 20100
HARRAHS ENTMT COMMON 413619107 34 1800 SH SOLE 1800
HARSCO CORP COMMON 415864107 30 1200 SH SOLE 1200
HARTE-HANKS CO COMMON 416196103 15 540 SH SOLE 540
HCC INS HLDGS COMMON 404132102 300 15600 SH SOLE 15600
HEALTHSOUTH CO COMMON 421924101 27 2600 SH SOLE 2600
HEINZ H J CO COMMON 423074103 303 6400 SH SOLE 6400
HENRY JACK & A COMMON 426281101 5369 146100 SH SOLE 146100
HERCULES INC COMMON 427056106 56 2200 SH SOLE 2200
HEWLETT PACKAR COMMON 428236103 420 6200 SH SOLE 6200
HIBERNIA CORP COMMON 428656102 5 400 SH SOLE 400
HILTON HOTELS COMMON 432848109 58 4100 SH SOLE 4100
HOLLINGER INTL COMMON 435569108 3168 233600 SH SOLE 233600
HOLLYWOOD ENTM COMMON 436141105 166 8900 SH SOLE 8900
HOME DEPOT INC COMMON 437076102 114838 1844780 SH SOLE 1844780
HONEYWELL INC COMMON 438506107 182 2400 SH SOLE 2400
HORACE MANN ED COMMON 440327104 30 1300 SH SOLE 1300
HORMEL GEO A & COMMON 440452100 46 1300 SH SOLE 1300
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VIAD CORP COMMON 92552R109 2333 83900 SH SOLE 83900
VISX INC DEL COMMON 92844S107 8627 80200 SH SOLE 80200
VITAL SIGNS IN COMMON 928469105 167 9300 SH SOLE 9300
VULCAN MATLS C COMMON 929160109 62 1500 SH SOLE 1500
WABASH NATL CO COMMON 929566107 339 29200 SH SOLE 29200
WACHOVIA CORP COMMON 929771103 300 3700 SH SOLE 3700
WAL MART STORE COMMON 931142103 193122 2094885 SH SOLE 2094885
WARNACO GROUP COMMON 934390105 40 1600 SH SOLE 1600
WASHINGTON FED COMMON 938824109 42 1980 SH SOLE 1980
WASHINGTON POS COMMON 939640108 136 260 SH SOLE 260
WASTE MGMT INC COMMON 94106L109 194 4367 SH SOLE 4367
WATERS CORP COMMON 941848103 14850 141340 SH SOLE 141340
WATSON PHARMAC COMMON 942683103 1007 22820 SH SOLE 22820
WAUSAU-MOSINEE COMMON 943315101 272 19400 SH SOLE 19400
WELLS FARGO & COMMON 949746101 929 26500 SH SOLE 26500
WENDYS INTL IN COMMON 950590109 77 2700 SH SOLE 2700
WERNER ENTERPR COMMON 950755108 379 24050 SH SOLE 24050
WESTAMERICA BA COMMON 957090103 724 22900 SH SOLE 22900
WESTERN BANCOR COMMON 957683105 1606 51900 SH SOLE 51900
WESTERN WIRELE COMMON 95988E204 6250 172400 SH SOLE 172400
WET SEAL INC COMMON 961840105 2120 57500 SH SOLE 57500
WHITTMAN-HART COMMON 966834103 3193 148500 SH SOLE 148500
WICOR INC COMMON 929253102 998 49300 SH SOLE 49300
WILEY JOHN & S COMMON 968223206 5481 130500 SH SOLE 130500
WILLIAMS COS COMMON 969457100 284 7200 SH SOLE 7200
WILLIAMS SONOM COMMON 969904101 3198 113200 SH SOLE 113200
WILMINGTON TRU COMMON 971807102 2162 37840 SH SOLE 37840
WINSTAR COMMUN COMMON 975515107 454 12500 SH SOLE 12500
WISCONSIN ENER COMMON 976657106 94 3600 SH SOLE 3600
WITCO CHEM COR COMMON 977385103 23 1800 SH SOLE 1800
WOLVERINE TUBE COMMON 978093102 952 45050 SH SOLE 45050
WORLD COLOR PR COMMON 981443104 3665 172490 SH SOLE 172490
WORTHINGTON IN COMMON 981811102 28 2400 SH SOLE 2400
WRIGLEY WM JR COMMON 982526105 4334 47920 SH SOLE 47920
XIRCOM INC COMMON 983922105 2111 84000 SH SOLE 84000
YAHOO INC COMMON 984332106 81152 481970 SH SOLE 481970
YORK INTL CORP COMMON 986670107 42 1200 SH SOLE 1200
YOUNG BROADCAS COMMON 987434107 2541 55700 SH SOLE 55700
ZALE CORP NEW COMMON 988858106 619 18100 SH SOLE 18100
ZIONS BANCORP COMMON 989701107 6517 98000 SH SOLE 98000
</TABLE>
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