United States
Securities and Exchange Commission
Washington, DC 20549
Form 13F
FORM 13F COVER PAGE
Report for the quarter ended: September 30, 1999
Manager filing this report:
Name: Sears Investment Management Co.
Address: 3333 Beverly Rd
B5-170B
Hoffman Estates, Il 60179
13F File Number: 28-25
John Kowalsky November 16, 1999
Report Type (Chech only one.):
[ X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
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: 10
Form 13F Information Table Entry Total: 516
Form 13F Information Table Value Total: $1,999,718
List of other included managers:
Code 13F File Number Name
A LSV Asset Management
B Ark Asset Management
C Janus Capital Corp
D Lincoln Capital Mgmt.
E MFS Institutional Advisors
F Arnhold & S. Bleichroeder Inc
G ABN/AMRO Chicago Corp
H Driehaus Capital Mgmt.
I Deprince, Race & Zollo Inc.
J 28-25 SIMCO
K AEW Capital Mgmt.
<PAGE>
<TABLE> <C> <C>
FORM 13F INFORMATION TABLE
Value Shares/ Sh/ Put Invstmt Other -----Voting Authori
Name of Issuer -Title of Class- --Cusip-- (x$1000) Prn Amt Prn Call Dscretn -Managers- Sole Shared None
AFC CABLE SYS INC COM Common Stock 000950105 358 8425 Shared E 0 8425 0
AK STL HLDG CORP COM Common Stock 001547108 330 18100 Shared AIJ 400 17700 0
AMB PPTY CORP COM Common Stock 00163T109 568 26800 Shared JK 700 26100 0
AT&T CORP COM Common Stock 001957109 4093 94090 Shared ABCJ 29309 64781 0
AT&T CORP COM LIBERTY MEDIA GR Common Stock 001957208 19362 521500 Shared FJ 8500 513000 0
ABBOTT LABS COM Common Stock 002824100 558 15200 Shared BJ 5000 10200 0
ABERCROMBIE & FITCH CO CL A Common Stock 002896207 589 17300 Shared D 0 17300 0
ACXIOM CORP COM Common Stock 005125109 324 16460 Shared EG 0 16460 0
ADOBE SYS INC COM Common Stock 00724F101 525 4627 Shared H 0 4627 0
ADVANCE PARADIGM INC COM Common Stock 007491103 271 4950 Shared G 0 4950 0
ADVANCED FIBRE COMMUNICATIONS Common Stock 00754A105 345 15500 Shared E 0 15500 0
AETNA INC COM Common Stock 008117103 709 14400 Shared BJ 1200 13200 0
AFFILIATED COMPUTER SVCS INC C Common Stock 008190100 1040 25590 Shared E 0 25590 0
AFFYMETRIX INC OC-CAP STK Common Stock 00826T108 794 8069 Shared H 0 8069 0
AIR PRODS & CHEMS INC COM Common Stock 009158106 590 20300 Shared BJ 2000 18300 0
AIRBORNE FGHT CORP COM Common Stock 009266107 794 37700 Shared A 0 37700 0
ALBERTSONS INC COM Common Stock 013104104 372 9400 Shared BJ 3300 6100 0
ALLIANT TECHSYSTEMS INC Common Stock 018804104 298 4300 Shared A 0 4300 0
ALLIED SIGNAL INC COM Common Stock 019512102 288 4800 Shared BJ 2300 2500 0
ALLSTATE CORP COM Common Stock 020002101 3150 126300 Shared ABIJ 7900 118400 0
ALPHARMAINC Common Stock 020813101 307 8700 Shared A 0 8700 0
ALZA CORP COM Common Stock 022615108 2483 58000 Shared D 0 58000 0
AMERADA HESS CORP COM Common Stock 023551104 331 5400 Shared BJ 700 4700 0
AMERICA ONLINE INC DEL COM Common Stock 02364J104 7687 73900 Shared DF 0 73900 0
AMERICA WEST HLDG CORP Common Stock 023657208 313 18100 Shared A 0 18100 0
AMERICAN EXPRESS CO COM Common Stock 025816109 5904 43825 Shared CFJ 1600 42225 0
AMERICAN HOME PRODS CORP COM Common Stock 026609107 3644 87800 Shared DIJ 4800 83000 0
AMERICAN INTL GROUP INC COM Common Stock 026874107 8744 100575 Shared DFJ 8325 92250 0
AMERITECH CORP NEW COM Common Stock 030954101 7409 110700 Shared AIJ 10100 100600 0
AMGEN INC DELAWARE PV $0.0001 Common Stock 031162100 3113 38200 Shared D 0 38200 0
AMSOUTH BANCORPORATION COM Common Stock 032165102 5368 229017 Shared AJ 1700 227317 0
ANALOG DEVICES INC COM $0.16 2 Common Stock 032654105 736 14366 Shared E 0 14366 0
ANHEUSER BUSCH COS INC COM Common Stock 035229103 1664 23750 Shared CJ 3200 20550 0
APARTMENT INVT & MGMT CO CL A Common Stock 03748R101 815 21300 Shared JK 700 20600 0
APEX INC COM Common Stock 037548104 256 13700 Shared E 0 13700 0
APPLE COMPUTER INC COM Common Stock 037833100 5818 91900 Shared AJ 1200 90700 0
APPLEBEES INTL INC COM Common Stock 037899101 623 18500 Shared E 0 18500 0
APPLIED MATERIALS INC DEL COM Common Stock 038222105 5531 71200 Shared CD 0 71200 0
APPLIED MICRO CIRCUITS CORP CD Common Stock 03822W109 776 13607 Shared H 0 13607 0
ARCHER DANIELS MIDLAND CO COM Common Stock 039483102 887 72816 Shared BJ 5880 66936 0
ARCHSTONE CMNTYS TR SH BEN INT Common Stock 039581103 872 44175 Shared JK 800 43375 0
ARDEN RLTY GROUP INC COM Common Stock 039793104 498 22900 Shared JK 500 22400 0
ARIBA INC COM Common Stock 04033V104 299 2071 Shared H 0 2071 0
ARMCO INC Common Stock 042170100 401 57300 Shared A 0 57300 0
ARVIN INDS INC COM Common Stock 043339100 1910 61730 Shared A 0 61730 0
ASARCO INC COM Common Stock 043413103 1852 68800 Shared A 0 68800 0
ASPEN TECHNOLOGY INC COM Common Stock 045327103 475 48700 Shared E 0 48700 0
ASSOCIATES FIRST CAP CORP CL A Common Stock 046008108 2012 55900 Shared DJ 4900 51000 0
ASTORIA FINL CORP COM Common Stock 046265104 1116 36300 Shared AJ 600 35700 0
ASTRAZENECA PLC SPONSORED ADR Common Stock 046353108 2725 64500 Shared D 0 64500 0
ATLANTIC RICHFIELD CO COM DEL Common Stock 048825103 5884 66390 Shared AJ 2800 63590 0
ATLAS AIR INC COM Common Stock 049164106 384 17550 Shared E 0 17550 0
ATWOOD OCEANICS INC COM Common Stock 050095108 263 8600 Shared G 0 8600 0
AUTOMATIC DATA PROCESSING INC Common Stock 053015103 2959 66300 Shared D 0 66300 0
AVALONBAY CMNTYS INC COM Common Stock 053484101 766 22620 Shared JK 700 21920 0
BISYS GROUP INC COM Common Stock 055472104 1473 31396 Shared EG 0 31396 0
BMC SOFTWARE INC COM Common Stock 055921100 3270 45700 Shared D 0 45700 0
BANK AMER CORP COM Common Stock 060505104 3671 65926 Shared ABIJ 15800 50126 0
BANK NEW YORK INC COM Common Stock 064057102 2783 83225 Shared CJ 7400 75825 0
BANK ONE CORP COM Common Stock 06423A103 760 21842 Shared BIJ 11200 10642 0
BANKBOSTON CORP COM Common Stock 06605R106 547 12600 Shared BJ 2800 9800 0
BAUSCH & LOMB INC COM Common Stock 071707103 1404 21300 Shared AJ 200 21100 0
BAXTER INTL INC COM Common Stock 071813109 7411 123000 Shared BFIJ 2100 120900 0
BEAR STEARNS COS INC Common Stock 073902108 5450 141784 Shared AJ 1100 140684 0
BECTON DICKINSON & CO COM Common Stock 075887109 2778 99000 Shared FJ 800 98200 0
BED BATH & BEYOND INC COM Common Stock 075896100 1464 41900 Shared D 0 41900 0
BELDEN INC COM Common Stock 077459105 262 12800 Shared E 0 12800 0
BELL ATLANTIC CORP COM Common Stock 077853109 3056 45400 Shared FJ 14200 31200 0
BELLSOUTH CORP COM Common Stock 079860102 7268 161500 Shared AJ 17700 143800 0
BESTFOODS COM Common Stock 08658U101 1145 23600 Shared BIJ 1300 22300 0
BIOGEN INC COM Common Stock 090597105 537 6809 Shared H 0 6809 0
BLACK BOX CORP DEL COM Common Stock 091826107 331 6300 Shared E 0 6300 0
BLYTH INDS INC COM Common Stock 09643P108 310 11050 Shared E 0 11050 0
BOEING CO COM Common Stock 097023105 345 8100 Sole J 8100 0 0
BOISE CASCADE CORP COM Common Stock 097383103 357 9800 Shared IJ 500 9300 0
BORG WARNER AUTOMOTIVE INC COM Common Stock 099724106 2086 48500 Shared AJ 200 48300 0
BOSTON PPTYS INC COM Common Stock 101121101 635 20700 Shared K 0 20700 0
BOWATER INC COM Common Stock 102183100 262 5000 Shared IJ 400 4600 0
BRADLEY REAL ESTATE INC Common Stock 104580105 477 25950 Shared K 0 25950 0
BRISTOL MYERS SQUIBB CO COM Common Stock 110122108 5576 82600 Shared DJ 1400 81200 0
BROADCOM CORP COM Common Stock 111320107 436 4002 Shared H 0 4002 0
BROADVISION INC COM Common Stock 111412102 582 4377 Shared H 0 4377 0
BROWN SHOE INC NEW Common Stock 115736100 280 15300 Shared A 0 15300 0
BUFFETS INC COM Common Stock 119882108 476 40963 Shared E 0 40963 0
BURLINGTON NORTHN SANTA FE COR Common Stock 12189T104 1367 49700 Shared BIJ 4600 45100 0
BURLINGTON RES INC COM Common Stock 122014103 731 19900 Shared BJ 1700 18200 0
BURR BROWN CORP COM Common Stock 122574106 843 21350 Shared E 0 21350 0
CBT GROUP PUB LTD SPONSORED AD Common Stock 124853300 975 39600 Shared E 0 39600 0
CBS CORP COM Common Stock 12490K107 6922 149655 Shared CFJ 2600 147055 0
C-CUBE MICROSYSTEMS INC COM Common Stock 125015107 364 8379 Shared H 0 8379 0
CIGNA CORP COM Common Stock 125509109 6492 83500 Shared ABJ 1800 81700 0
CLECO CORP NEW Common Stock 12561W105 334 10300 Shared A 0 10300 0
CMGI INC COM Common Stock 125750109 317 3097 Shared H 0 3097 0
CPI CORP Common Stock 125902106 424 12400 Shared A 0 12400 0
CNET INC COM Common Stock 125945105 836 14929 Shared GH 0 14929 0
CSK AUTO CORP COM Common Stock 125965103 434 19900 Shared E 0 19900 0
CSG SYS INTL INC COM Common Stock 126349109 515 18800 Shared E 0 18800 0
CSX CORP COM Common Stock 126408103 691 16300 Shared BJ 2100 14200 0
CVS CORP COM Common Stock 126650100 4804 117700 Shared D 0 117700 0
CABLE DESIGN TECHNOLOGIES CORP Common Stock 126924109 469 20550 Shared E 0 20550 0
CADENCE DESIGN SYS INC COM Common Stock 127387108 669 50050 Shared EJ 1100 48950 0
CALPINE CORP COM Common Stock 131347106 1028 12089 Shared AH 0 12089 0
CAMDEN PPTY TR SH BEN INT Common Stock 133131102 725 26962 Shared K 0 26962 0
CAMPBELL SOUP CO COM Common Stock 134429109 532 13600 Shared DJ 1400 12200 0
CAPITAL ONE FINL CORP COM Common Stock 14040H105 2328 59700 Shared D 0 59700 0
CAREDATA COM INC COM RESTRICTE Common Stock 14166W100 327 35858 Shared G 0 35858 0
CAREMARK RX INC COM Common Stock 141705103 1136 197600 Shared E 0 197600 0
CARNIVAL CORP COM STK Common Stock 143658102 1196 27495 Shared C 0 27495 0
CARRAMERICA RLTY CORP COM Common Stock 144418100 458 20900 Shared JK 700 20200 0
CASEYS GEN STORES INC COM Common Stock 147528103 349 26000 Shared G 0 26000 0
CATALINA MARKETING CORP COM Common Stock 148867104 695 8200 Shared EG 0 8200 0
CENTEX CORP COM Common Stock 152312104 4538 153500 Shared AJ 400 153100 0
CENTEX CONSTR PRODS INC Common Stock 15231R109 301 8100 Shared A 0 8100 0
CERIDIAN CORP COM Common Stock 15677T106 326 13100 Shared E 0 13100 0
CHAMPION INTL CORP COM Common Stock 158525105 647 12600 Shared BJ 800 11800 0
CHASE MANHATTAN CORP NEW COM Common Stock 16161A108 6527 86600 Shared AJ 7600 79000 0
CHECKFREE HLDGS CORP COM Common Stock 162816102 818 19900 Shared E 0 19900 0
CHEVRON CORP COM Common Stock 166751107 524 5900 Sole J 5900 0 0
CHUBB CORP COM Common Stock 171232101 1263 25400 Shared BIJ 1600 23800 0
CINERGY CORP COM Common Stock 172474108 340 12000 Shared IJ 1500 10500 0
CISCO SYS INC COM Common Stock 17275R102 22207 323889 Shared CD 0 323889 0
CITIGROUP INC Common Stock 172967101 8976 204000 Shared CFJ 31100 172900 0
CLARIFY INC COM Common Stock 180492100 724 14400 Shared E 0 14400 0
CLEAR CHANNEL COMMUNICATIONS I Common Stock 184502102 5088 63703 Shared DEFJ 300 63403 0
COCA COLA CO COM Common Stock 191216100 4328 89900 Shared D 0 89900 0
COCA COLA ENTERPRISES INC COM Common Stock 191219104 7898 350050 Shared CDF 0 350050 0
COLGATE PALMOLIVE CO COM Common Stock 194162103 3001 65600 Shared D 0 65600 0
COLUMBIA ENERGY GROUP Common Stock 197648108 316 5700 Shared IJ 600 5100 0
COMMUNITY REHAB CENTERS INC SE Common Stock 199990979 1359 7996 Shared G 0 7996 0
COMMUNITY REHAB CENTERS INC PF Common Stock 199992926 500 5000 Shared G 0 5000 0
COMCAST CORP CL A SPL Common Stock 200300200 12779 320485 Shared CDF 0 320485 0
COMMSCOPE INC COM Common Stock 203372107 479 14748 Shared H 0 14748 0
COMMUNITY REHAB CENTERS INC SE Common Stock 203996301 1700 10000 Shared G 0 10000 0
COMPAQ COMPUTER CORP COM Common Stock 204493100 1075 46900 Shared BJ 7000 39900 0
COMPLETE BUSINESS SOLUTIONS IN Common Stock 20452F107 445 32500 Shared E 0 32500 0
COMPUTER ASSOC INTL INC Common Stock 204912109 2818 46000 Shared F 0 46000 0
CONAGRA INC COM Common Stock 205887102 717 31800 Shared BJ 4900 26900 0
CONCORD EFS INC COM Common Stock 206197105 1305 63250 Shared D 0 63250 0
CONEXANT SYS INC COM Common Stock 207142100 2005 27599 Shared AH 0 27599 0
CONOCO INC CL A Common Stock 208251306 1132 40800 Shared BJ 1900 38900 0
CONSOLIDATED GRAPHICS INC COM Common Stock 209341106 369 8750 Shared G 0 8750 0
COOPER INDS INC COM Common Stock 216669101 388 8300 Shared IJ 700 7600 0
COOPER TIRE & RUBR CO COM Common Stock 216831107 439 24900 Shared AIJ 700 24200 0
COORS ADOLPH CO CL B Common Stock 217016104 4952 91500 Shared AJ 300 91200 0
CORNERSTONE PPTYS INC CDT-COM Common Stock 21922H103 500 32800 Shared JK 500 32300 0
COSTCO WHSL CORP NEW COM Common Stock 22160K105 446 6200 Shared DJ 400 5800 0
COUNTRYWIDE CR INDS INC COM Common Stock 222372104 2599 80600 Shared AJ 1100 79500 0
CREDENCE SYS CORP COM Common Stock 225302108 840 18722 Shared EH 0 18722 0
CRESCENT REAL ESTATE EQUITIES Common Stock 225756105 407 22600 Shared JK 1200 21400 0
CROWN CORK & SEAL INC COM PA Common Stock 228255105 507 20900 Shared BJ 1200 19700 0
CUMMINS ENGINE CO INC COM Common Stock 231021106 3641 73100 Shared AJ 300 72800 0
CYPRESS SEMICONDUCTOR CORP COM Common Stock 232806109 565 26259 Shared H 0 26259 0
CYTYC CORP COM Common Stock 232946103 967 25000 Shared E 0 25000 0
DRS TECHNOLOGIES INC COM Common Stock 23330X100 270 27000 Shared G 0 27000 0
DST SYS INC DEL COM Common Stock 233326107 861 15134 Shared EJ 200 14934 0
DSP COMMUNICATIONS INC COM Common Stock 23332K106 462 24300 Shared E 0 24300 0
DTE ENERGY CO COM Common Stock 233331107 1778 49000 Shared AJ 1400 47600 0
DANA CORP COM Common Stock 235811106 895 24100 Shared BJ 1500 22600 0
DARDEN RESTAURANTS INC COM Common Stock 237194105 5914 302300 Shared AJ 1300 301000 0
DAYTON HUDSON CORP COM Common Stock 239753106 3778 62900 Shared AJ 800 62100 0
DEAN FOODS CO COM Common Stock 242361103 383 8800 Shared IJ 400 8400 0
DEERE & CO COM Common Stock 244199105 936 24200 Shared BJ 2300 21900 0
DEL MONTE FOODS CO COM Common Stock 24522P103 746 52800 Shared E 0 52800 0
DELL COMPUTER CORP COM Common Stock 247025109 10149 242720 Shared CD 0 242720 0
DELPHI AUTOMOTIVE SYS CORP COM Common Stock 247126105 1239 77115 Shared ABJ 5500 71615 0
DELPHI FINL GROUP INC CL A Common Stock 247131105 803 26599 Shared A 0 26599 0
DELTA AIR LINES INC DEL COM Common Stock 247361108 1630 33600 Shared AJ 1300 32300 0
DENDRITE INTL INC COM Common Stock 248239105 435 9200 Shared E 0 9200 0
DEVON ENERGY CORPORATION NEW C Common Stock 25179M103 497 11982 Shared HJ 100 11882 0
DEXTER CORP Common Stock 252165105 351 9400 Shared A 0 9400 0
DISNEY WALT CO HLDG COM Common Stock 254687106 1723 66400 Shared DJ 17300 49100 0
DOUBLECLICK INC COM Common Stock 258609304 329 2764 Shared H 0 2764 0
DOW CHEM CO COM Common Stock 260543103 7579 66700 Shared ABJ 1900 64800 0
DUPONT E I DE NEMOURS & CO COM Common Stock 263534109 587 9700 Sole J 9700 0 0
DUFF & PHELPS CR RATING CO COM Common Stock 26432F109 480 6000 Shared G 0 6000 0
DUPONT PHOTOMASKS INC COM Common Stock 26613X101 415 9000 Shared E 0 9000 0
DYCOM INDS INC COM 33 1/3 PV Common Stock 267475101 325 7700 Shared E 0 7700 0
EMC CORP MASS COM Common Stock 268648102 8729 122250 Shared CD 0 122250 0
ETEC SYS INC COM Common Stock 26922C103 914 24300 Shared E 0 24300 0
EAGLE USA AIRFREIGHT INC COM Common Stock 270018104 382 12750 Shared G 0 12750 0
EASTERN UTILITIES ASSOC COM Common Stock 277173100 3229 108100 Shared A 0 108100 0
EASTMAN KODAK CO COM Common Stock 277461109 1390 18400 Shared BIJ 2800 15600 0
ECHOSTAR COMMUNICATIONS CORP N Common Stock 278762109 490 5397 Shared HJ 100 5297 0
EDISON INTL COM Common Stock 281020107 4850 199490 Shared AJ 3500 195990 0
ELECTRONIC ARTS COM Common Stock 285512109 956 13212 Shared H 0 13212 0
EMERSON ELEC CO COM Common Stock 291011104 1352 21400 Shared BIJ 3900 17500 0
EMMIS COMMUNICATIONS CORP Common Stock 291525103 477 7221 Shared G 0 7221 0
EMULEX CORP COM NEW Common Stock 292475209 676 7877 Shared H 0 7877 0
ENERGY EAST CORP COM Common Stock 29266M109 6344 267100 Shared AJ 1200 265900 0
ENRON CORP COM Common Stock 293561106 2424 59025 Shared CJ 6200 52825 0
EQUITY OFFICE PPTYS TR COM Common Stock 294741103 1185 50975 Shared JK 2700 48275 0
EQUITY RESIDENTIAL PPTYS TR SH Common Stock 29476L107 894 21092 Shared JK 1000 20092 0
EXPEDITORS INTL WASH INC COM Common Stock 302130109 578 18000 Shared G 0 18000 0
EXPRESS SCRIPTS INC CL A Common Stock 302182100 1120 14312 Shared GH 0 14312 0
EXTREME NETWORKS INC COM Common Stock 30226D106 519 8200 Shared H 0 8200 0
EXXON CORP COM Common Stock 302290101 1687 22200 Sole J 22200 0 0
FPL GROUP INC COM Common Stock 302571104 509 10100 Shared BJ 1500 8600 0
FEDERAL HOME LN MTG CORP COM Common Stock 313400301 2054 39495 Shared CJ 2500 36995 0
FANNIE MAE Common Stock 313586109 2829 45125 Shared CJ 8200 36925 0
FEDERATED DEPT STORES INC DEL Common Stock 31410H101 2036 46600 Shared ABJ 2000 44600 0
FEDERATED INVS INC PA CL B Common Stock 314211103 345 20000 Shared E 0 20000 0
FINANCIAL SEC ASSURN HLDGS LTD Common Stock 31769P100 1752 33900 Shared AJ 200 33700 0
FIRST UN CORP COM Common Stock 337358105 549 15400 Shared IJ 9200 6200 0
FIRSTENERGY CORP COM Common Stock 337932107 517 20300 Shared BJ 2300 18000 0
FORD MTR CO DEL COM Common Stock 345370100 5941 118300 Shared ABJ 10400 107900 0
FORT JAMES CORP COM Common Stock 347471104 699 26200 Shared BJ 500 25700 0
FORTUNE BRANDS INC COM Common Stock 349631101 390 12100 Shared IJ 1600 10500 0
GTE CORP COM Common Stock 362320103 4474 58200 Shared AIJ 8800 49400 0
GALILEO INTL INC COM Common Stock 363547100 302 7500 Shared EJ 100 7400 0
GANNETT CO INC COM Common Stock 364730101 533 7700 Shared BJ 2400 5300 0
GENERAL DYNAMICS CORP COM Common Stock 369550108 1436 23000 Shared FJ 1100 21900 0
GENERAL ELEC CO COM Common Stock 369604103 21101 177970 Shared CD 0 177970 0
GENERAL GROWTH PPTYS INC COM Common Stock 370021107 331 10500 Shared JK 500 10000 0
GENERAL MLS INC COM Common Stock 370334104 1111 13700 Shared DJ 600 13100 0
GENERAL MTRS CORP COM Common Stock 370442105 4311 68500 Shared AJ 5800 62700 0
GENTEX CORP COM Common Stock 371901109 351 17000 Shared G 0 17000 0
GEON CO Common Stock 37246W105 281 10900 Shared A 0 10900 0
GEORGIA PAC CORP COM Common Stock 373298108 3035 75000 Shared ABJ 1600 73400 0
GILLETTE CO COM Common Stock 375766102 1666 49100 Shared D 0 49100 0
GLOBAL INDS LTD COM Common Stock 379336100 756 93000 Shared E 0 93000 0
GOLDEN WEST FINL CORP DEL COM Common Stock 381317106 6270 63800 Shared AJ 200 63600 0
GRACE W R & CO DEL NEW COM Common Stock 38388F108 799 49300 Shared D 0 49300 0
GREENPOINT FINL CORP COM Common Stock 395384100 2178 82000 Shared AJ 900 81100 0
GYMBOREE CORP COM Common Stock 403777105 272 39600 Shared E 0 39600 0
HCIA INC COM Common Stock 403908106 251 24200 Shared E 0 24200 0
HNC SOFTWARE INC COM Common Stock 40425P107 406 10218 Shared G 0 10218 0
HAEMONETICS CORP MASS COM Common Stock 405024100 323 16400 Shared E 0 16400 0
HANDLEMANCO DEL Common Stock 410252100 323 24400 Shared A 0 24400 0
HARBINGER CORP COM Common Stock 41145C103 1112 65875 Shared EG 0 65875 0
HARMONIC INC COM Common Stock 413160102 360 2755 Shared H 0 2755 0
HARRIS CORP DEL COM Common Stock 413875105 1553 56200 Shared AIJ 800 55400 0
HARTFORD FINL SVCS GROUP INC C Common Stock 416515104 3352 82000 Shared AJ 2200 79800 0
HEINZ H J CO COM Common Stock 423074103 1342 31200 Shared BIJ 2600 28600 0
HERCULES INC COM Common Stock 427056106 306 10700 Shared IJ 1000 9700 0
HI / FN INC COM Common Stock 428358105 996 9033 Shared GH 0 9033 0
HIGHWOODS PPTYS INC COM Common Stock 431284108 595 23000 Shared JK 700 22300 0
HISPANIC BROADCASTING CORP COM Common Stock 43357B104 327 4300 Shared H 0 4300 0
HOME DEPOT INC COM Common Stock 437076102 6869 100090 Shared CD 0 100090 0
HONEYWELL INC COM Common Stock 438506107 2672 24000 Shared FJ 1100 22900 0
HOSPITALITY PPTYS TR COM SH BE Common Stock 44106M102 450 20300 Shared K 0 20300 0
HOUSEHOLD INTL CORP COM Common Stock 441815107 582 14500 Shared BJ 4100 10400 0
HUBBELL INC CL B Common Stock 443510201 386 12100 Shared IJ 500 11600 0
HYPERION TELECOMMUNICATIONS IN Common Stock 44914K306 357 14400 Shared E 0 14400 0
HYPERION SOLUTIONS CORP COM Common Stock 44914M104 947 43050 Shared EG 0 43050 0
IBP INC COM Common Stock 449223106 2745 111200 Shared AJ 700 110500 0
IDX SYS CORP COM Common Stock 449491109 446 24600 Shared E 0 24600 0
ITT INDS INC COM Common Stock 450911102 375 11800 Shared IJ 900 10900 0
IDEXX LABS INC COM Common Stock 45168D104 1584 92000 Shared EG 0 92000 0
ILLINOIS TOOL WORKS Common Stock 452308109 2550 34200 Shared DJ 300 33900 0
IMPATH INC COM Common Stock 45255G101 312 10700 Shared E 0 10700 0
IMRGLOBAL CORP COM Common Stock 45321W106 489 59300 Shared E 0 59300 0
INFINITY BROADCASTING CORP NEW Common Stock 45662S102 3221 109900 Shared F 0 109900 0
INKTOMI CORP COM Common Stock 457277101 1392 11599 Shared DH 0 11599 0
INTEL CORP COM Common Stock 458140100 13822 186000 Shared DF 0 186000 0
INTERIM SVCS INC COM Common Stock 45868P100 460 28100 Shared E 0 28100 0
INTERMEDIA COMMUNICATIONS INC Common Stock 458801107 1266 58200 Shared E 0 58200 0
INTERNATIONAL BUSINESS MACHS C Common Stock 459200101 15030 124000 Shared ADFJ 16600 107400 0
INTERNATIONAL PAPER CO COM Common Stock 460146103 1101 22900 Shared BJ 3900 19000 0
INTERNATIONAL TELECOMMUNICATI Common Stock 46047F104 264 31300 Shared E 0 31300 0
INTERNET CAP GROUP INC COM Common Stock 46059C106 773 8793 Shared H 0 8793 0
JDS UNIPHASE CORP COM Common Stock 46612J101 1228 10788 Shared H 0 10788 0
JSB FINL INC Common Stock 46624M100 252 4400 Shared A 0 4400 0
JEFFERSON PILOT CORP COM Common Stock 475070108 360 5700 Shared IJ 900 4800 0
JOHNSON & JOHNSON COM Common Stock 478160104 4823 52500 Shared DJ 1400 51100 0
KELLWOOD CO COM Common Stock 488044108 2099 95420 Shared A 0 95420 0
KENT ELECTRS CORP COM Common Stock 490553104 278 15000 Shared G 0 15000 0
KEYCORP NEW COM Common Stock 493267108 614 23800 Shared BJ 4500 19300 0
KILROY RLTY CORP COM Common Stock 49427F108 556 26300 Shared EK 0 26300 0
KIMBERLY CLARK CORP COM Common Stock 494368103 890 16900 Shared BIJ 2300 14600 0
KNIGHT TRANSN INC COM Common Stock 499064103 268 18500 Shared G 0 18500 0
KROGER CO COM Common Stock 501044101 1697 76900 Shared D 0 76900 0
KULICKE & SOFFA INDS INC COM Common Stock 501242101 447 18400 Shared E 0 18400 0
L 3 COMMUNICATIONS HLDG CORP Common Stock 502424104 4960 131400 Shared F 0 131400 0
LANDSTAR SYS INC Common Stock 515098101 281 8100 Shared A 0 8100 0
LATTICE SEMICONDUCTOR CORP COM Common Stock 518415104 618 20800 Shared E 0 20800 0
LEARNING TREE INTL INC COM Common Stock 522015106 853 51500 Shared E 0 51500 0
LEGATO SYS INC COM Common Stock 524651106 997 22863 Shared H 0 22863 0
LEHMAN BROS HLDGS INC COM Common Stock 524908100 5353 91750 Shared AJ 1000 90750 0
LIBERATE TECHNOLOGIES COM Common Stock 530129105 396 9400 Shared E 0 9400 0
LILLY ELI & CO COM $ 0.62 1/2 Common Stock 532457108 2160 33650 Shared C 0 33650 0
LINCOLN NATL CORP IND COM Common Stock 534187109 4008 106700 Shared AJ 1900 104800 0
LINEAR TECHNOLOGY CORP COM Common Stock 535678106 3309 56290 Shared C 0 56290 0
LITTON INDS INC COM Common Stock 538021106 2338 42700 Shared AJ 200 42500 0
LOCKHEED MARTIN CORP COM Common Stock 539830109 709 21700 Shared BJ 3200 18500 0
LOEWS CORP COM Common Stock 540424108 365 5200 Shared BJ 500 4700 0
LONE STARINDS INC Common Stock 542290408 474 9500 Shared A 0 9500 0
LONGS DRUG STORES CORP COM Common Stock 543162101 397 13300 Shared IJ 300 13000 0
LUCENT TECHNOLOGIES INC COM Common Stock 549463107 13082 201650 Shared CD 0 201650 0
LUMINANT WORLWIDE CORP COM Common Stock 550260103 417 13550 Shared E 0 13550 0
M + T BK CORP Common Stock 55261F104 5756 12540 Shared F 0 12540 0
MBNA CORP COM Common Stock 55262L100 2918 127900 Shared D 0 127900 0
MCI WORLDCOM INC COM Common Stock 55268B106 20901 290800 Shared DFJ 4400 286400 0
MFS INSTL TR Common Stock 552966202 21097 1008922 Shared E 0 1008922 0
MACERICH CO COM Common Stock 554382101 333 14400 Shared K 0 14400 0
MALLINCKRODT INC NEW COM Common Stock 561232109 4362 144500 Shared AJ 700 143800 0
MASCO CORP COM Common Stock 574599106 887 28600 Shared BJ 3400 25200 0
MATTEL INC COM Common Stock 577081102 927 48775 Shared CJ 2500 46275 0
MAY DEPT STORES CO COM Common Stock 577778103 1940 53250 Shared BDIJ 3500 49750 0
MAYTAG CORP COM Common Stock 578592107 3431 103000 Shared AJ 100 102900 0
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