United States
Securities and Exchange Commission
Washington, DC 20549
Form 13F
FORM 13F COVER PAGE
Report for the quarter ended: March 31, 2000
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 May 11, 2000
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: 13
Form 13F Information Table Entry Total: 556
Form 13F Information Table Value Total: $2,011,985
List of other included managers:
Code 13F File Number Name
A LSV 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 SIMCO
K 28-25 AEW Capital Mgmt.
L Oberweiss Capital Mgmt.
M Edgar Lomax Co.
N Apodaca Investment Group
<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
AMERICAN MGMT SYS INC COM Common Stock 027352103 307 7000 Shared L 0 7000 0
AMERICAN TOWER CORP CL A Common Stock 029912201 552 11175 Shared EH 0 11175 0
AMERICREDIT CORP COM Common Stock 03060R101 1848 113300 Shared A 0 113300 0
AMGEN INC COM Common Stock 031162100 2363 38500 Shared D 0 38500 0
AMKOR TECHNOLOGY INC COM Common Stock 031652100 562 10588 Shared H 0 10588 0
ANALOG DEVICES INC COM $0.16 2 Common Stock 032654105 764 9490 Shared H 0 9490 0
ANHEUSER BUSCH COS INC COM Common Stock 035229103 1254 20150 Shared C 0 20150 0
ANIXTER INTL INC COM Common Stock 035290105 663 23800 Shared A 0 23800 0
ANTEC CORP COM Common Stock 03664P105 492 10970 Shared E 0 10970 0
APARTMENT INVT & MGMT CO CL A Common Stock 03748R101 909 23800 Shared K 0 23800 0
APPLEBEES INTL INC COM Common Stock 037899101 330 11750 Shared E 0 11750 0
APPLIED MATERIALS INC DEL COM Common Stock 038222105 15968 169420 Shared CDEF 0 169420 0
APPLIED MICRO CIRCUITS CORP CD Common Stock 03822W109 258 1719 Shared H 0 1719 0
ARCHSTONE CMNTYS TR SH BEN INT Common Stock 039581103 809 40575 Shared K 0 40575 0
ARCTIC CAT INC COM Common Stock 039670104 949 92600 Shared A 0 92600 0
ARDEN RLTY GROUP INC COM Common Stock 039793104 507 24300 Shared K 0 24300 0
ARKANSAS BEST CORP DEL COM Common Stock 040790107 1000 95200 Shared A 0 95200 0
ARVIN INDS INC COM Common Stock 043339100 2001 88430 Shared A 0 88430 0
ASPEN TECHNOLOGY INC COM Common Stock 045327103 1227 30400 Shared E 0 30400 0
ASTORIA FINL CORP COM Common Stock 046265104 1146 40400 Shared A 0 40400 0
ASTRAZENECA PLC SPONSORED ADR Common Stock 046353108 1523 37600 Shared D 0 37600 0
ATLANTIC RICHFIELD CO COM DEL Common Stock 048825103 5669 66690 Shared A 0 66690 0
ATLAS AIR INC COM Common Stock 049164106 273 9980 Shared E 0 9980 0
ATWOOD OCEANICS INC COM Common Stock 050095108 484 7300 Shared L 0 7300 0
AUTOMATIC DATA PROCESSING INC Common Stock 053015103 2562 53100 Shared D 0 53100 0
AVALONBAY CMNTYS INC COM Common Stock 053484101 803 21920 Shared K 0 21920 0
AVANT CORP COM Common Stock 053487104 981 78500 Shared AL 0 78500 0
AVISTA CORP COM Common Stock 05379B107 423 10375 Shared H 0 10375 0
AZTAR CORP COM Common Stock 054802103 759 79900 Shared A 0 79900 0
BISYS GROUP INC COM Common Stock 055472104 1205 18116 Shared EL 0 18116 0
BJ SVCS CO COM Common Stock 055482103 807 10928 Shared H 0 10928 0
BANK AMER CORP COM Common Stock 060505104 1742 33226 Shared AI 0 33226 0
BANK NEW YORK INC COM Common Stock 064057102 2934 70600 Shared C 0 70600 0
BANK UTD CORP CL A Common Stock 065412108 1657 52500 Shared A 0 52500 0
BANTA CORP COM Common Stock 066821109 555 30200 Shared A 0 30200 0
BANYAN SYS INC COM Common Stock 066908104 511 29100 Shared E 0 29100 0
BARNES GROUP INC COM Common Stock 067806109 319 22000 Shared A 0 22000 0
BAUSCH & LOMB INC COM Common Stock 071707103 2714 52000 Shared A 0 52000 0
BAXTER INTL INC COM Common Stock 071813109 8431 134500 Shared FI 0 134500 0
BEACON CAP PARTNERS INC COM Common Stock 073561102 379 18500 Shared K 0 18500 0
BEAR STEARNS COS INC Common Stock 073902108 6740 147717 Shared A 0 147717 0
BED BATH & BEYOND INC COM Common Stock 075896100 1158 29400 Shared D 0 29400 0
BELL ATLANTIC CORP COM Common Stock 077853109 1400 22900 Shared AM 0 22900 0
BELLSOUTH CORP COM Common Stock 079860102 7022 149600 Shared A 0 149600 0
BEST BUY INC COM Common Stock 086516101 651 7571 Shared H 0 7571 0
BESTFOODS COM Common Stock 08658U101 431 9200 Shared I 0 9200 0
BLACK BOX CORP DEL COM Common Stock 091826107 283 4090 Shared E 0 4090 0
BOEING CO COM Common Stock 097023105 3544 93600 Shared A 0 93600 0
BOISE CASCADE CORP COM Common Stock 097383103 368 10600 Shared I 0 10600 0
BOSTON PPTYS INC COM Common Stock 101121101 856 26900 Shared K 0 26900 0
BOWATER INC COM Common Stock 102183100 315 5900 Shared I 0 5900 0
BRADLEY REAL ESTATE INC Common Stock 104580105 349 20450 Shared K 0 20450 0
BRIGGS & STRATTON CORP COM WI Common Stock 109043109 1230 29900 Shared A 0 29900 0
BROADCOM CORP COM Common Stock 111320107 2744 11300 Shared DN 0 11300 0
BROCADE COMMUNICATIONS SYS IN Common Stock 111621108 861 4800 Shared D 0 4800 0
BROWN SHOE INC NEW COM Common Stock 115736100 708 59000 Shared A 0 59000 0
BURLINGTON INDS INC NEW COM Common Stock 121693105 300 68600 Shared A 0 68600 0
BURLINGTON NORTHN SANTA FE COR Common Stock 12189T104 328 14400 Shared IM 0 14400 0
BURNS INTL SVCS CORP COM Common Stock 122374101 817 77800 Shared A 0 77800 0
BURR BROWN CORP COM Common Stock 122574106 1030 18945 Shared E 0 18945 0
CCC INFORMATION SVCS GROUP INC Common Stock 12487Q109 253 11750 Shared L 0 11750 0
CBS CORP COM Common Stock 12490K107 9891 174680 Shared CF 0 174680 0
C-CORNET CORPORATION COM Common Stock 125010108 372 7600 Shared N 0 7600 0
C D I CORP COM Common Stock 125071100 298 15700 Shared A 0 15700 0
CH ENERGY GROUP INC COM Common Stock 12541M102 611 20100 Shared A 0 20100 0
CIGNA CORP COM Common Stock 125509109 5772 76200 Shared AM 0 76200 0
CLECO CORP NEW COM Common Stock 12561W105 1227 36900 Shared A 0 36900 0
CPI CORP COM Common Stock 125902106 1159 49700 Shared A 0 49700 0
CVS CORP COM Common Stock 126650100 3016 80300 Shared D 0 80300 0
CABLEVISION SYS CORP COM Common Stock 12686C109 1429 23525 Shared C 0 23525 0
CABLETRON SYSTEMS INC Common Stock 126920107 2037 69500 Shared F 0 69500 0
CABLE DESIGN TECHNOLOGIES CORP Common Stock 126924109 463 13640 Shared E 0 13640 0
CADENCE DESIGN SYS INC COM Common Stock 127387108 339 16460 Shared E 0 16460 0
CAMBRIDGE TECHNOLOGY PARTNERS Common Stock 132524109 412 30380 Shared E 0 30380 0
CAMDEN PPTY TR SH BEN INT Common Stock 133131102 630 23262 Shared K 0 23262 0
CAPITAL ONE FINL CORP COM Common Stock 14040H105 2651 55300 Shared D 0 55300 0
CAREDATA COM INC COM RESTRICTE Common Stock 14166W100 273 35858 Shared G 0 35858 0
CAREMARK RX INC COM Common Stock 141705103 1614 385510 Shared E 0 385510 0
CARNIVAL CORP COM STK Common Stock 143658102 670 26995 Shared C 0 26995 0
CARRAMERICA RLTY CORP COM Common Stock 144418100 351 16500 Shared K 0 16500 0
CASEYS GEN STORES INC COM Common Stock 147528103 283 26000 Shared L 0 26000 0
CATALINA MARKETING CORP COM Common Stock 148867104 694 6850 Shared EL 0 6850 0
CATO CORP NEW CL A Common Stock 149205106 589 50100 Shared A 0 50100 0
CENTEX CORP COM Common Stock 152312104 3641 152900 Shared A 0 152900 0
CENTEX CONSTR PRODS INC COM Common Stock 15231R109 934 35600 Shared A 0 35600 0
CERIDIAN CORP COM Common Stock 15677T106 272 14190 Shared E 0 14190 0
CHASE MANHATTAN CORP NEW COM Common Stock 16161A108 6888 79000 Shared A 0 79000 0
CHECKFREE HLDGS CORP COM Common Stock 162816102 258 3660 Shared E 0 3660 0
CHELSEA GCA RLTY INC COM Common Stock 163262108 319 11000 Shared K 0 11000 0
CHUBB CORP COM Common Stock 171232101 446 6600 Shared I 0 6600 0
CIENA CORP COM Common Stock 171779101 1034 8200 Shared D 0 8200 0
CINERGY CORP COM Common Stock 172474108 254 11800 Shared I 0 11800 0
CISCO SYS INC COM Common Stock 17275R102 33190 429298 Shared CD 0 429298 0
CITIGROUP INC Common Stock 172967101 10219 171525 Shared ACF 0 171525 0
CLEAR CHANNEL COMMUNICATIONS I Common Stock 184502102 7500 108600 Shared DF 0 108600 0
COCA COLA CO COM Common Stock 191216100 4708 100300 Shared D 0 100300 0
COCA COLA ENTERPRISES INC Common Stock 191219104 8073 374400 Shared F 0 374400 0
COLGATE PALMOLIVE CO COM Common Stock 194162103 2430 43100 Shared D 0 43100 0
COLUMBIA / HCA HEALTHCARE COR Common Stock 197677107 1896 74900 Shared A 0 74900 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 13973 322135 Shared CDF 0 322135 0
COMMERCE GROUP INC MASS COM Common Stock 200641108 1519 51500 Shared A 0 51500 0
COMMERCIAL INTERTECH CORP Common Stock 201709102 978 49700 Shared A 0 49700 0
COMMERCIAL METALS CO COM Common Stock 201723103 635 23000 Shared A 0 23000 0
COMMUNITY REHAB CENTERS INC SE Common Stock 203996301 1700 10000 Shared G 0 10000 0
COMPLETE BUSINESS SOLUTIONS IN Common Stock 20452F107 555 24790 Shared E 0 24790 0
COMPUTER ASSOC INTL INC Common Stock 204912109 2273 38400 Shared F 0 38400 0
COMPUTER NETWORK TECHNOLOGY CO Common Stock 204925101 584 33380 Shared E 0 33380 0
CONCORD EFS INC COM Common Stock 206197105 1757 76600 Shared DE 0 76600 0
CONEXANT SYS INC COM Common Stock 207142100 2698 38000 Shared A 0 38000 0
CONMED CORP COM Common Stock 207410101 283 11300 Shared E 0 11300 0
COOPER CAMERON CORP COM Common Stock 216640102 403 6030 Shared E 0 6030 0
COOPER TIRE & RUBR CO COM Common Stock 216831107 843 67100 Shared A 0 67100 0
COORS ADOLPH CO CL B Common Stock 217016104 4368 91200 Shared A 0 91200 0
CORNERSTONE PPTYS INC CDT-COM Common Stock 21922H103 769 44100 Shared K 0 44100 0
CORNING INC COM Common Stock 219350105 3658 18855 Shared DH 0 18855 0
COUNTRYWIDE CR INDS INC COM Common Stock 222372104 2166 79500 Shared A 0 79500 0
CREDENCE SYS CORP COM Common Stock 225302108 516 4120 Shared E 0 4120 0
CRESCENT REAL ESTATE EQUITIES Common Stock 225756105 364 20800 Shared K 0 20800 0
CUMMINS ENGINE CO INC COM Common Stock 231021106 2802 74600 Shared A 0 74600 0
CYBERONICS INC COM Common Stock 23251P102 324 17360 Shared E 0 17360 0
CYTYC CORP COM Common Stock 232946103 1738 36020 Shared E 0 36020 0
DRS TECHNOLOGIES INC COM Common Stock 23330X100 276 27800 Shared L 0 27800 0
AES CORP COM Common Stock 00130H105 316 4010 Shared H 0 4010 0
AK STL HLDG CORP COM Common Stock 001547108 1286 123926 Shared AI 0 123926 0
AMB PPTY CORP COM Common Stock 00163T109 585 27200 Shared K 0 27200 0
AT&T CORP COM Common Stock 001957109 1210 21500 Shared AM 0 21500 0
AT&T CORP COM LIBERTY MEDIA GR Common Stock 001957208 27907 470975 Shared CF 0 470975 0
AVT CORP COM Common Stock 002420107 478 40500 Shared EL 0 40500 0
ACXIOM CORP COM Common Stock 005125109 871 26200 Shared EL 0 26200 0
ADELPHIA BUSINESS SOLUTIONS I Common Stock 006847107 431 7000 Shared E 0 7000 0
ADVANCED FIBRE COMMUNICATIONS Common Stock 00754A105 799 12740 Shared EN 0 12740 0
ADVO INC COM Common Stock 007585102 1035 41400 Shared A 0 41400 0
ADVANTA CORP CL A COM Common Stock 007942105 1294 63700 Shared A 0 63700 0
AFFILIATED COMPUTER SVCS INC C Common Stock 008190100 915 24090 Shared E 0 24090 0
ALASKA AIR GROUP INC COM Common Stock 011659109 430 14300 Shared A 0 14300 0
ALBEMARLE CORP COM Common Stock 012653101 1239 59700 Shared A 0 59700 0
ALEXANDER & BALDWIN INC COM Common Stock 014482103 1099 53300 Shared A 0 53300 0
ALLIANT TECHSYSTEMS INC COM Common Stock 018804104 1119 19000 Shared A 0 19000 0
ALLSTATE CORP COM Common Stock 020002101 2103 88300 Shared AI 0 88300 0
ALPHARMA INC CL A Common Stock 020813101 1257 34200 Shared A 0 34200 0
AMAZON COM INC COM Common Stock 023135106 1179 17600 Shared D 0 17600 0
AMERADA HESS CORP COM Common Stock 023551104 2915 45100 Shared A 0 45100 0
AMERICA ONLINE INC DEL COM Common Stock 02364J104 9393 139500 Shared D 0 139500 0
AMERICA WEST HLDG CORP CL B Common Stock 023657208 1170 75500 Shared A 0 75500 0
AMERICAN EXPRESS CO COM Common Stock 025816109 10012 67225 Shared CDF 0 67225 0
AMERICAN HOME PRODS CORP COM Common Stock 026609107 3597 67000 Shared DI 0 67000 0
AMERICAN INTL GROUP INC COM Common Stock 026874107 3219 29400 Shared D 0 29400 0
DST SYS INC DEL COM Common Stock 233326107 293 4514 Shared E 0 4514 0
DTE ENERGY CO COM Common Stock 233331107 1832 63000 Shared A 0 63000 0
DARDEN RESTAURANTS INC COM Common Stock 237194105 5732 321800 Shared A 0 321800 0
DEL MONTE FOODS CO COM Common Stock 24522P103 393 36750 Shared E 0 36750 0
DELL COMPUTER CORP COM Common Stock 247025109 5757 106740 Shared CD 0 106740 0
DELPHI AUTOMOTIVE SYS CORP COM Common Stock 247126105 768 48015 Shared A 0 48015 0
DELPHI FINL GROUP INC CL A Common Stock 247131105 1007 33151 Shared A 0 33151 0
DELTA AIR LINES INC DEL COM Common Stock 247361108 2769 52000 Shared A 0 52000 0
DENDRITE INTL INC COM Common Stock 248239105 397 18970 Shared E 0 18970 0
DEXTER CORP COM Common Stock 252165105 2088 39400 Shared A 0 39400 0
DIAGNOSTIC PRODS CORP COM Common Stock 252450101 978 40000 Shared A 0 40000 0
DIAMOND OFFSHORE DRILLING INC Common Stock 25271C102 427 10693 Shared H 0 10693 0
DIAMOND TECHNOLOGY PARTNERS I Common Stock 252762109 283 4300 Shared E 0 4300 0
DIGEX INC DEL CL A Common Stock 253756100 499 4500 Shared N 0 4500 0
DIGITAL MICROWAVE CORP COM Common Stock 253859102 423 12485 Shared H 0 12485 0
DIGITAL IS INC DEL COM Common Stock 25385N101 305 5000 Shared N 0 5000 0
DISNEY WALT CO HLDG COM Common Stock 254687106 1649 39900 Shared D 0 39900 0
DITECH COMMUNICATIONS CORP COM Common Stock 25500M103 494 4659 Shared H 0 4659 0
DOW CHEM CO COM Common Stock 260543103 6863 60200 Shared AM 0 60200 0
DOWNEY FINL CORP COM Common Stock 261018105 838 39440 Shared A 0 39440 0
DRESS BARN INC COM Common Stock 261570105 897 46600 Shared A 0 46600 0
DUKE WEEKS RLTY CORP COM Common Stock 264411505 790 41326 Shared K 0 41326 0
DUPONT PHOTOMASKS INC COM Common Stock 26613X101 766 13220 Shared E 0 13220 0
DURA PHARMACEUTICALS INC COM Common Stock 26632S109 946 76800 Shared A 0 76800 0
DYCOM INDS INC COM 33 1/3 PV Common Stock 267475101 393 8070 Shared E 0 8070 0
DYNEGY INC NEW CL A Common Stock 26816Q101 746 11888 Shared H 0 11888 0
EGL INC COM Common Stock 268484102 721 30850 Shared EL 0 30850 0
EMC CORP MASS COM Common Stock 268648102 15404 122600 Shared CD 0 122600 0
ENSCO INTL INC COM Common Stock 26874Q100 462 12789 Shared H 0 12789 0
EOG RES INC COM Common Stock 26875P101 362 17100 Shared E 0 17100 0
ESCO ELECTRS CORP COM Common Stock 269030102 740 44200 Shared A 0 44200 0
ESS TECHNOLOGY INC COM Common Stock 269151106 411 23500 Shared A 0 23500 0
EASTERN UTILITIES ASSOC COM Common Stock 277173100 3533 112600 Shared A 0 112600 0
EASTMAN KODAK CO COM Common Stock 277461109 3009 55400 Shared AIM 0 55400 0
EDISON INTL COM Common Stock 281020107 3408 205790 Shared A 0 205790 0
EL PASO ELEC CO COM NEW Common Stock 283677854 495 47700 Shared A 0 47700 0
ELOYALTY CORP COM Common Stock 290151109 1426 59735 Shared E 0 59735 0
EMERSON ELEC CO COM Common Stock 291011104 462 8700 Shared I 0 8700 0
EMMIS COMMUNICATIONS CORP Common Stock 291525103 839 18050 Shared EHL 0 18050 0
ENERGEN CORP COM Common Stock 29265N108 904 56700 Shared A 0 56700 0
ENERGY EAST CORP COM Common Stock 29266M109 5286 266800 Shared A 0 266800 0
ENRON CORP COM Common Stock 293561106 3744 50000 Shared C 0 50000 0
EQUITY OFFICE PPTYS TR COM Common Stock 294741103 1165 46375 Shared K 0 46375 0
EQUITY RESIDENTIAL PPTYS TR SH Common Stock 29476L107 916 22792 Shared K 0 22792 0
EXODUS COMMUNICATIONS INC COM Common Stock 302088109 628 4470 Shared H 0 4470 0
EXPEDITORS INTL WASH INC COM Common Stock 302130109 676 17000 Shared L 0 17000 0
EXPRESS SCRIPTS INC CL A Common Stock 302182100 330 7850 Shared EL 0 7850 0
EXXON MOBIL CORP COM Common Stock 30231G102 353 4524 Shared IM 0 4524 0
FMC CORP COM NEW Common Stock 302491303 1983 35100 Shared A 0 35100 0
FPL GROUP INC COM Common Stock 302571104 309 6700 Shared I 0 6700 0
FANNIE MAE Common Stock 313586109 1555 27500 Shared C 0 27500 0
FEDERATED DEPT STORES INC DEL Common Stock 31410H101 2025 48200 Shared A 0 48200 0
FEDERATED INVS INC PA CL B Common Stock 314211103 348 12740 Shared E 0 12740 0
FINANCIAL SEC ASSURN HLDGS LTD Common Stock 31769P100 2475 33700 Shared A 0 33700 0
FIRST WASH BANCORP INC WASH CO Common Stock 33748T104 844 46260 Shared A 0 46260 0
FIRSTFED FINL CORP DEL COM Common Stock 337907109 647 48800 Shared A 0 48800 0
FLEMING COS INC COM Common Stock 339130106 908 60300 Shared A 0 60300 0
FLORIDA ROCK INDS INC COM Common Stock 341140101 322 11500 Shared A 0 11500 0
FLUSHING FINL CORP COM Common Stock 343873105 757 55800 Shared A 0 55800 0
FORD MTR CO DEL COM Common Stock 345370100 4428 96400 Shared A 0 96400 0
GTE CORP COM Common Stock 362320103 4828 68000 Shared AI 0 68000 0
GEHL CO COM Common Stock 368483103 527 28900 Shared A 0 28900 0
GENENTECH INC COM NEW Common Stock 368710406 1064 7000 Shared D 0 7000 0
GENERAL ELEC CO COM Common Stock 369604103 22870 147120 Shared CD 0 147120 0
GENERAL GROWTH PPTYS INC COM Common Stock 370021107 277 9100 Shared K 0 9100 0
GENERAL MTRS CORP COM Common Stock 370442105 5656 68300 Shared AM 0 68300 0
GENERAL MTRS CORP Common Stock 370442832 7532 60500 Shared F 0 60500 0
GENTEX CORP COM Common Stock 371901109 519 14000 Shared L 0 14000 0
GEON CO COM Common Stock 37246W105 1034 48100 Shared A 0 48100 0
GEORGIA PAC CORP COM Common Stock 373298108 4387 110900 Shared A 0 110900 0
GIANT INDS INC COM Common Stock 374508109 328 36400 Shared A 0 36400 0
GILLETTE CO COM Common Stock 375766102 2789 74000 Shared D 0 74000 0
GLOBAL INDS LTD COM Common Stock 379336100 1279 87450 Shared E 0 87450 0
GOLDEN WEST FINL CORP DEL COM Common Stock 381317106 6035 193500 Shared A 0 193500 0
GRACE W R & CO DEL NEW COM Common Stock 38388F108 501 39200 Shared D 0 39200 0
GREAT ATLANTIC & PAC TEA INC C Common Stock 390064103 840 43100 Shared A 0 43100 0
GREENPOINT FINL CORP COM Common Stock 395384100 1592 81100 Shared A 0 81100 0
HNC SOFTWARE INC COM Common Stock 40425P107 527 7310 Shared E 0 7310 0
HADCO CORP COM Common Stock 404681108 1484 22900 Shared A 0 22900 0
HAEMONETICS CORP MASS COM Common Stock 405024100 418 18580 Shared E 0 18580 0
HANDLEMAN CO DEL COM Common Stock 410252100 855 96300 Shared A 0 96300 0
HARBINGER CORP COM Common Stock 41145C103 1372 47095 Shared EL 0 47095 0
HARLEYSVILLE GROUP INC COM Common Stock 412824104 590 40700 Shared A 0 40700 0
HARMAN INTL INDS INC NEW COM Common Stock 413086109 1326 22100 Shared A 0 22100 0
HARRIS CORP DEL COM Common Stock 413875105 1479 42800 Shared A 0 42800 0
HAVERTY FURNITURE COS INC COM Common Stock 419596101 589 55400 Shared A 0 55400 0
HEINZ H J CO COM Common Stock 423074103 342 9800 Shared I 0 9800 0
HEWLETT PACKARD CO Common Stock 428236103 2558 19300 Shared F 0 19300 0
HI / FN INC COM Common Stock 428358105 548 8415 Shared L 0 8415 0
HIGHWOODS PPTYS INC COM Common Stock 431284108 299 14000 Shared K 0 14000 0
HOME DEPOT INC COM Common Stock 437076102 8092 125460 Shared CD 0 125460 0
HONEYWELL INTL INC COM Common Stock 438516106 644 12225 Shared IM 0 12225 0
HOSPITALITY PPTYS TR COM SH BE Common Stock 44106M102 510 25200 Shared K 0 25200 0
HOUSEHOLD INTL CORP COM Common Stock 441815107 3183 85300 Shared A 0 85300 0
HUBBELL INC CL B Common Stock 443510201 375 13700 Shared I 0 13700 0
HYPERION SOLUTIONS CORP COM Common Stock 44914M104 663 20400 Shared E 0 20400 0
IBP INC COM Common Stock 449223106 1740 110500 Shared A 0 110500 0
IDX SYS CORP COM Common Stock 449491109 417 15250 Shared E 0 15250 0
ITT INDS INC COM Common Stock 450911102 370 11900 Shared I 0 11900 0
IDEXX LABS INC COM Common Stock 45168D104 1441 61830 Shared EL 0 61830 0
IGATE CAP CORP COM Common Stock 45169U105 788 17470 Shared E 0 17470 0
ILLINOIS TOOL WORKS Common Stock 452308109 1906 34500 Shared D 0 34500 0
IMATION CORP COM Common Stock 45245A107 1164 43600 Shared A 0 43600 0
IMMUNEX CORP NEW COM Common Stock 452528102 470 7415 Shared H 0 7415 0
IMPATH INC COM Common Stock 45255G101 347 9440 Shared E 0 9440 0
IMRGLOBAL CORP COM Common Stock 45321W106 770 53540 Shared E 0 53540 0
INFINITY BROADCASTING CORP NEW Common Stock 45662S102 4804 148400 Shared F 0 148400 0
INFORMIX CORP COM Common Stock 456779107 508 30000 Shared L 0 30000 0
INFOUSA INC NEW COM Common Stock 456818301 310 34000 Shared E 0 34000 0
INKTOMI CORP COM Common Stock 457277101 2067 10600 Shared DN 0 10600 0
INTEGRATED DEVICE TECHNOLOGY I Common Stock 458118106 454 11460 Shared E 0 11460 0
INTEL CORP COM Common Stock 458140100 14381 109000 Shared DF 0 109000 0
INTERIM SVCS INC COM Common Stock 45868P100 342 18420 Shared E 0 18420 0
INTERLINK ELECTRS COM Common Stock 458751104 525 5500 Shared N 0 5500 0
INTERMEDIA COMMUNICATIONS INC Common Stock 458801107 1159 23980 Shared E 0 23980 0
INTERNATIONAL BUSINESS MACHS C Common Stock 459200101 8803 74600 Shared AF 0 74600 0
INTERNATIONAL FLAVORS & FRAGRA Common Stock 459506101 452 12900 Shared IM 0 12900 0
INTERNATIONAL PAPER CO COM Common Stock 460146103 295 6900 Shared IM 0 6900 0
ION NETWORKS INC COM Common Stock 46205P100 504 15000 Shared N 0 15000 0
JDS UNIPHASE CORP COM Common Stock 46612J101 3680 30521 Shared DHN 0 30521 0
JOHNSON & JOHNSON COM Common Stock 478160104 1473 21000 Shared D 0 21000 0
JONES PHARMA INC COM Common Stock 480236108 361 11900 Shared L 0 11900 0
JUNIPER NETWORKS INC COM Common Stock 48203R104 1792 6800 Shared D 0 6800 0
KLA-TENCOR CORP COM Common Stock 482480100 606 7194 Shared H 0 7194 0
K V PHARMACEUTICAL CO CL A Common Stock 482740206 460 17100 Shared L 0 17100 0
KELLY SVCS INC CL A Common Stock 488152208 1077 45000 Shared A 0 45000 0
KENT ELECTRS CORP COM Common Stock 490553104 385 13200 Shared L 0 13200 0
KERR MC GEE CORP COM Common Stock 492386107 404 7000 Shared I 0 7000 0
KILROY RLTY CORP COM Common Stock 49427F108 608 28880 Shared EK 0 28880 0
KIMCO RLTY CORP COM MD Common Stock 49446R109 472 12600 Shared K 0 12600 0
KNIGHT TRANSN INC COM Common Stock 499064103 324 18500 Shared L 0 18500 0
KNIGHT TRIMARK GROUP INC NEW Common Stock 499068104 286 5615 Shared H 0 5615 0
KOHLS CORP (WI) COM Common Stock 500255104 570 5560 Shared H 0 5560 0
KROGER CO COM Common Stock 501044101 581 33100 Shared D 0 33100 0
KULICKE & SOFFA INDS INC COM Common Stock 501242101 335 5230 Shared E 0 5230 0
LTX CORP COM Common Stock 502392103 379 8380 Shared H 0 8380 0
L 3 COMMUNICATIONS HLDG CORP Common Stock 502424104 4399 84600 Shared F 0 84600 0
LA Z BOY INC Common Stock 505336107 268 17416 Shared A 0 17416 0
LAM RESH CORP COM Common Stock 512807108 968 21486 Shared H 0 21486 0
LANCASTER COLONY CORP COM Common Stock 513847103 1070 35000 Shared A 0 35000 0
LANDSTAR SYS INC COM Common Stock 515098101 1522 27800 Shared A 0 27800 0
LATTICE SEMICONDUCTOR CORP COM Common Stock 518415104 577 8530 Shared E 0 8530 0
LEARNING TREE INTL INC COM Common Stock 522015106 425 11960 Shared E 0 11960 0
LEHMAN BROS HLDGS INC COM Common Stock 524908100 6247 64400 Shared A 0 64400 0
LEUCADIA NATL CORP COM Common Stock 527288104 1375 57900 Shared A 0 57900 0
LEVEL 3 COMMUNICATIONS INC COM Common Stock 52729N100 1480 14000 Shared D 0 14000 0
LEXMARK INTL GROUP INC Common Stock 529771107 2517 23800 Shared F 0 23800 0
LIFEPOINT HOSPS INC COM Common Stock 53219L109 273 16420 Shared E 0 16420 0
LILLY ELI & CO COM $ 0.62 1/2 Common Stock 532457108 7680 122100 Shared DF 0 122100 0
LINCARE HLDGS INC COM Common Stock 532791100 403 14200 Shared E 0 14200 0
LINCOLN ELEC HLDGS INC COM Common Stock 533900106 612 25300 Shared A 0 25300 0
LINCOLN NATL CORP IND COM Common Stock 534187109 3511 104800 Shared A 0 104800 0
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