United States
Securities and Exchange Commission
Washington, DC 20549
Form 13F
FORM 13F COVER PAGE
Report for the quarter ended: June 30, 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 August 17, 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: 11
Form 13F Information Table Entry Total: 526
Form 13F Information Table Value Total: $1,950,013
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 28-25 SIMCO
K AEW Capital Mgmt.
L Apodaca Investment Group
M Edgar Lomax Co.
<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
A D C TELECOMMUNICATIONS INC Common Stock 000886101 1191 14199 Shared H 0 14,199 0
AES CORP COM Common Stock 00130H105 354 7769 Shared H 0 7,769 0
AK STL HLDG CORP COM Common Stock 001547108 595 74400 Shared AI 0 74,400 0
AMB PPTY CORP COM RESTRICTED Common Stock 00163T109 680 29800 Shared K 0 29,800 0
AT&T CORP COM Common Stock 001957109 680 21500 Shared AM 0 21,500 0
AT&T CORP COM LIBERTY MEDIA GR Common Stock 001957208 18515 763500 Shared CF 0 763,500 0
AVT CORP COM Common Stock 002420107 314 42600 Shared EL 0 42,600 0
ACXIOM CORP COM Common Stock 005125109 706 25900 Shared EL 0 25,900 0
ADVANCED FIBRE COMMUNICATIONS Common Stock 00754A105 586 12940 Shared EN 0 12,940 0
ADVO INC COM Common Stock 007585102 1819 43300 Shared A 0 43,300 0
ADVANTA CORP CL A COM Common Stock 007942105 776 63700 Shared A 0 63,700 0
AETHER SYSTEMS INC COM Common Stock 00808V105 336 1638 Shared H 0 1,638 0
AFFILIATED COMPUTER SVCS INC C Common Stock 008190100 767 23190 Shared E 0 23,190 0
AFFYMETRIX INC OC-CAP STK Common Stock 00826T108 439 2656 Shared H 0 2,656 0
AGILENT TECHNOLOGIES INC COM Common Stock 00846U101 2390 32400 Shared D 0 32,400 0
ALBEMARLE CORP COM Common Stock 012653101 1163 58900 Shared A 0 58,900 0
ALCOA INC COM Common Stock 013817101 286 9848 Shared I 0 9,848 0
ALEXANDER & BALDWIN INC COM Common Stock 014482103 902 40900 Shared A 0 40,900 0
ALLIANT TECHSYSTEMS INC COM Common Stock 018804104 1167 17300 Shared A 0 17,300 0
ALLSTATE CORP COM Common Stock 020002101 1998 89800 Shared AI 0 89,800 0
ALLTEL CORP COM Common Stock 020039103 489 7900 Shared I 0 7,900 0
ALPHARMA INC CL A Common Stock 020813101 1880 30200 Shared A 0 30,200 0
ALZA CORP COM Common Stock 022615108 383 6485 Shared H 0 6,485 0
AMAZON COM INC COM Common Stock 023135106 1914 52700 Shared D 0 52,700 0
AMERADA HESS CORP COM Common Stock 023551104 2797 45300 Shared A 0 45,300 0
AMERICA ONLINE INC DEL COM Common Stock 02364J104 13785 261400 Shared DF 0 261,400 0
AMERICA WEST HLDG CORP CL B Common Stock 023657208 1413 82500 Shared A 0 82,500 0
AMERICAN EXPRESS CO COM Common Stock 025816109 12299 235950 Shared CDF 0 235,950 0
AMERICAN HOME PRODS CORP COM Common Stock 026609107 5940 101100 Shared DI 0 101,100 0
AMERICAN INTL GROUP INC COM Common Stock 026874107 6615 56300 Shared DF 0 56,300 0
AMERICAN TOWER CORP CL A Common Stock 029912201 288 6920 Shared E 0 6,920 0
AMERICREDIT CORP COM Common Stock 03060R101 1926 113300 Shared A 0 113,300 0
AMGEN INC COM Common Stock 031162100 2515 35800 Shared D 0 35,800 0
ANALOG DEVICES INC COM $0.16 2 Common Stock 032654105 306 4025 Shared H 0 4,025 0
ANHEUSER BUSCH COS INC COM Common Stock 035229103 1410 18875 Shared C 0 18,875 0
ANIXTER INTL INC COM Common Stock 035290105 893 33700 Shared A 0 33,700 0
ANTEC CORP COM Common Stock 03664P105 456 10970 Shared E 0 10,970 0
APARTMENT INVT & MGMT CO CL A Common Stock 03748R101 1060 24500 Shared K 0 24,500 0
APPLEBEES INTL INC COM Common Stock 037899101 344 11350 Shared E 0 11,350 0
APPLIED MATERIALS INC DEL COM Common Stock 038222105 11081 122275 Shared CD 0 122,275 0
APPLIED PWR INC CL A COM Common Stock 038225108 271 8100 Shared L 0 8,100 0
ARCHSTONE CMNTYS TR SH BEN INT Common Stock 039581103 855 40575 Shared K 0 40,575 0
ARCTIC CAT INC COM Common Stock 039670104 1100 92600 Shared A 0 92,600 0
ARDEN RLTY GROUP INC COM Common Stock 039793104 569 24200 Shared K 0 24,200 0
ARKANSAS BEST CORP DEL COM Common Stock 040790107 933 93900 Shared A 0 93,900 0
ARVIN INDS INC COM Common Stock 043339100 1536 88430 Shared A 0 88,430 0
ASPEN TECHNOLOGY INC COM Common Stock 045327103 1263 32800 Shared E 0 32,800 0
ASTORIA FINL CORP COM Common Stock 046265104 1040 40400 Shared A 0 40,400 0
ASTRAZENECA PLC SPONSORED ADR Common Stock 046353108 1707 36700 Shared D 0 36,700 0
ATLAS AIR INC COM Common Stock 049164106 408 11380 Shared E 0 11,380 0
ATWOOD OCEANICS INC COM Common Stock 050095108 280 6300 Shared L 0 6,300 0
AUTOMATIC DATA PROCESSING INC Common Stock 053015103 825 15400 Shared D 0 15,400 0
AVALONBAY CMNTYS INC COM Common Stock 053484101 928 22220 Shared K 0 22,220 0
AVANT CORP COM Common Stock 053487104 1321 70500 Shared AL 0 70,500 0
AWARE INC MASS COM Common Stock 05453N100 430 8420 Shared E 0 8,420 0
AZTAR CORP COM Common Stock 054802103 1649 106400 Shared A 0 106,400 0
BISYS GROUP INC COM Common Stock 055472104 1108 18016 Shared EL 0 18,016 0
BANK AMER CORP COM Common Stock 060505104 5514 128226 Shared AI 0 128,226 0
BANK NEW YORK INC COM Common Stock 064057102 3042 65425 Shared C 0 65,425 0
BANK UTD CORP CL A Common Stock 065412108 1485 42200 Shared A 0 42,200 0
BANTA CORP COM Common Stock 066821109 911 48100 Shared A 0 48,100 0
BARNES GROUP INC COM Common Stock 067806109 279 17100 Shared A 0 17,100 0
BARR LABS INC COM Common Stock 068306109 390 8700 Shared L 0 8,700 0
BAUSCH & LOMB INC COM Common Stock 071707103 4024 52000 Shared A 0 52,000 0
BAXTER INTL INC COM Common Stock 071813109 9689 137800 Shared FI 0 137,800 0
BEACON CAP PARTNERS INC COM Common Stock 073561300 324 18500 Shared K 0 18,500 0
BEAR STEARNS COS INC Common Stock 073902108 6149 147717 Shared A 0 147,717 0
BED BATH & BEYOND INC COM Common Stock 075896100 1066 29400 Shared D 0 29,400 0
BELL ATLANTIC CORP COM Common Stock 077853109 2693 53000 Shared AM 0 53,000 0
BELLSOUTH CORP COM Common Stock 079860102 6377 149600 Shared A 0 149,600 0
BLACK BOX CORP DEL COM Common Stock 091826107 316 3990 Shared E 0 3,990 0
BOEING CO COM Common Stock 097023105 5398 129100 Shared AI 0 129,100 0
BOISE CASCADE CORP COM Common Stock 097383103 357 13800 Shared I 0 13,800 0
BOSTON PPTYS INC COM Common Stock 101121101 1058 27400 Shared K 0 27,400 0
BOWATER INC COM Common Stock 102183100 327 7400 Shared I 0 7,400 0
BRADLEY REAL ESTATE INC Common Stock 104580105 521 24450 Shared K 0 24,450 0
BRIGGS & STRATTON CORP COM WI Common Stock 109043109 1096 32000 Shared A 0 32,000 0
BROADCOM CORP COM Common Stock 111320107 3196 14600 Shared DN 0 14,600 0
BROCADE COMMUNICATIONS SYS IN Common Stock 111621108 3549 19341 Shared DH 0 19,341 0
BROWN SHOE INC NEW COM Common Stock 115736100 644 49500 Shared A 0 49,500 0
BUFFETS INC COM Common Stock 119882108 300 23643 Shared E 0 23,643 0
BURNS INTL SVCS CORP COM Common Stock 122374101 972 77800 Shared A 0 77,800 0
BURR BROWN CORP COM Common Stock 122574106 1304 15045 Shared E 0 15,045 0
C D I CORP COM Common Stock 125071100 320 15700 Shared A 0 15,700 0
CDW COMPUTER CTRS INC COM Common Stock 125129106 1008 16136 Shared H 0 16,136 0
CIGNA CORP COM Common Stock 125509109 7125 76200 Shared AM 0 76,200 0
CLECO CORP NEW COM Common Stock 12561W105 1323 39500 Shared A 0 39,500 0
CSG SYS INTL INC COM Common Stock 126349109 312 5560 Shared E 0 5,560 0
CVS CORP COM Common Stock 126650100 3608 90200 Shared D 0 90,200 0
CABLEVISION SYS CORP COM Common Stock 12686C109 1509 22225 Shared C 0 22,225 0
CABLETRON SYS INC COM Common Stock 126920107 568 22500 Shared E 0 22,500 0
CABLE DESIGN TECHNOLOGIES CORP Common Stock 126924109 450 13440 Shared E 0 13,440 0
CADENCE DESIGN SYS INC COM Common Stock 127387108 323 15860 Shared E 0 15,860 0
CAMBRIDGE TECHNOLOGY PARTNERS Common Stock 132524109 255 29280 Shared E 0 29,280 0
CAMDEN PPTY TR SH BEN INT Common Stock 133131102 745 25362 Shared K 0 25,362 0
CAPITAL ONE FINL CORP COM Common Stock 14040H105 2396 53700 Shared D 0 53,700 0
CAREMARK RX INC COM Common Stock 141705103 2626 385510 Shared E 0 385,510 0
CARNIVAL CORP COM STK Common Stock 143658102 505 25920 Shared C 0 25,920 0
CARRAMERICA RLTY CORP COM Common Stock 144418100 504 19000 Shared K 0 19,000 0
CATALINA MARKETING CORP COM Common Stock 148867104 688 6750 Shared EL 0 6,750 0
CATO CORP NEW CL A Common Stock 149205106 587 50500 Shared A 0 50,500 0
CELGENE CORP COM Common Stock 151020104 342 5813 Shared H 0 5,813 0
CENTEX CORP COM Common Stock 152312104 3593 152900 Shared A 0 152,900 0
CENTIGRAM COMMUNICATIONS CORP Common Stock 152317103 488 19100 Shared A 0 19,100 0
CENTEX CONSTR PRODS INC COM Common Stock 15231R109 808 35600 Shared A 0 35,600 0
CERIDIAN CORP COM Common Stock 15677T106 329 13690 Shared E 0 13,690 0
CHASE MANHATTAN CORP NEW COM Common Stock 16161A108 5458 118500 Shared A 0 118,500 0
CHECKFREE HLDGS CORP COM Common Stock 162816102 612 11860 Shared E 0 11,860 0
CHELSEA GCA RLTY INC COM Common Stock 163262108 380 11000 Shared K 0 11,000 0
CHUBB CORP COM Common Stock 171232101 430 7000 Shared I 0 7,000 0
CIENA CORP COM Common Stock 171779101 2334 14000 Shared D 0 14,000 0
CISCO SYS INC COM Common Stock 17275R102 24627 387448 Shared CD 0 387,448 0
CITIGROUP INC Common Stock 172967101 11193 185775 Shared ACF 0 185,775 0
CLEAR CHANNEL COMMUNICATIONS I Common Stock 184502102 14100 188000 Shared DF 0 188,000 0
COASTAL CORP COM $0.33 1/3 PV Common Stock 190441105 317 5200 Shared M 0 5,200 0
COCA COLA CO COM Common Stock 191216100 1246 21700 Shared D 0 21,700 0
COMCAST CORP CL A SPL Common Stock 200300200 14609 360725 Shared CDF 0 360,725 0
COMMERCE GROUP INC MASS COM Common Stock 200641108 1519 51500 Shared A 0 51,500 0
COMMERCIAL METALS CO COM Common Stock 201723103 858 31200 Shared A 0 31,200 0
COMPLETE BUSINESS SOLUTIONS IN Common Stock 20452F107 420 23890 Shared E 0 23,890 0
COMPUTER NETWORK TECHNOLOGY CO Common Stock 204925101 592 34080 Shared E 0 34,080 0
CONCORD EFS INC COM Common Stock 206197105 1206 46400 Shared E 0 46,400 0
CONMED CORP COM Common Stock 207410101 373 14400 Shared E 0 14,400 0
COOPER CAMERON CORP COM Common Stock 216640102 385 5830 Shared E 0 5,830 0
COOPER TIRE & RUBR CO COM Common Stock 216831107 746 67100 Shared A 0 67,100 0
COORS ADOLPH CO CL B Common Stock 217016104 5518 91200 Shared A 0 91,200 0
CORNING INC COM Common Stock 219350105 5712 21165 Shared DH 0 21,165 0
COUNTRYWIDE CR INDS INC COM Common Stock 222372104 2410 79500 Shared A 0 79,500 0
CREDENCE SYS CORP COM Common Stock 225302108 333 6040 Shared E 0 6,040 0
CREE RESH INC Common Stock 225447101 870 6520 Shared H 0 6,520 0
CRESCENT REAL ESTATE EQUITIES Common Stock 225756105 447 21800 Shared K 0 21,800 0
CUMMINS ENGINE CO INC COM Common Stock 231021106 2033 74600 Shared A 0 74,600 0
CYTYC CORP COM Common Stock 232946103 1875 35120 Shared E 0 35,120 0
DRS TECHNOLOGIES INC COM Common Stock 23330X100 323 27800 Shared L 0 27,800 0
DST SYS INC DEL COM Common Stock 233326107 328 4314 Shared E 0 4,314 0
DTE ENERGY CO COM Common Stock 233331107 1925 63000 Shared A 0 63,000 0
DARDEN RESTAURANTS INC COM Common Stock 237194105 5229 321800 Shared A 0 321,800 0
DELL COMPUTER CORP COM Common Stock 247025109 840 17040 Shared C 0 17,040 0
DELPHI AUTOMOTIVE SYS CORP COM Common Stock 247126105 699 48015 Shared A 0 48,015 0
DELPHI FINL GROUP INC CL A Common Stock 247131105 1125 33151 Shared A 0 33,151 0
DELTA AIR LINES INC DEL COM Common Stock 247361108 2629 52000 Shared A 0 52,000 0
DENDRITE INTL INC COM Common Stock 248239105 612 18370 Shared E 0 18,370 0
DEXTER CORP COM Common Stock 252165105 1891 39400 Shared A 0 39,400 0
DIAGNOSTIC PRODS CORP COM Common Stock 252450101 1078 33700 Shared A 0 33,700 0
DIAMOND TECHNOLOGY PARTNERS I Common Stock 252762109 396 4500 Shared E 0 4,500 0
DISNEY WALT CO HLDG COM Common Stock 254687106 1467 37800 Shared D 0 37,800 0
DOLE FOOD INC COM Common Stock 256605106 508 36300 Shared A 0 36,300 0
DOW CHEM CO COM Common Stock 260543103 5452 180600 Shared AM 0 180,600 0
DOWNEY FINL CORP COM Common Stock 261018105 1444 49800 Shared A 0 49,800 0
DRESS BARN INC COM Common Stock 261570105 978 44200 Shared A 0 44,200 0
DSET CORP COM Common Stock 262504103 364 12000 Shared L 0 12,000 0
DUKE WEEKS RLTY CORP COM Common Stock 264411505 943 42126 Shared K 0 42,126 0
DUPONT PHOTOMASKS INC COM Common Stock 26613X101 871 12720 Shared E 0 12,720 0
DURA PHARMACEUTICALS INC COM Common Stock 26632S109 1338 93100 Shared A 0 93,100 0
DYCOM INDS INC COM 33 1/3 PV Common Stock 267475101 357 7770 Shared E 0 7,770 0
EGL INC COM Common Stock 268484102 1090 35450 Shared EL 0 35,450 0
EMC CORP MASS COM Common Stock 268648102 17530 227850 Shared CD 0 227,850 0
EOG RES INC COM Common Stock 26875P101 439 13100 Shared E 0 13,100 0
ESCO ELECTRS CORP COM Common Stock 269030102 751 44200 Shared A 0 44,200 0
ESS TECHNOLOGY INC COM Common Stock 269151106 354 24400 Shared A 0 24,400 0
EASTMAN KODAK CO COM Common Stock 277461109 5718 96100 Shared AIM 0 96,100 0
ECHELON CORP OC-COM Common Stock 27874N105 337 5823 Shared H 0 5,823 0
EDISON INTL COM Common Stock 281020107 4219 205790 Shared A 0 205,790 0
EFFICIENT NETWORKS INC COM Common Stock 282056100 2360 32080 Shared GL 0 32,080 0
EL PASO ELEC CO COM NEW Common Stock 283677854 1297 115900 Shared A 0 115,900 0
ELOYALTY CORP COM Common Stock 290151109 777 60935 Shared E 0 60,935 0
EMERSON ELEC CO COM Common Stock 291011104 525 8700 Shared I 0 8,700 0
EMMIS COMMUNICATIONS CORP Common Stock 291525103 517 12492 Shared EL 0 12,492 0
ENERGY EAST CORP COM Common Stock 29266M109 5086 266800 Shared A 0 266,800 0
ENRON CORP COM Common Stock 293561106 2956 45825 Shared C 0 45,825 0
EQUITY OFFICE PPTYS TR COM Common Stock 294741103 1837 66656 Shared K 0 66,656 0
EQUITY RESIDENTIAL PPTYS TR SH Common Stock 29476L107 1131 24592 Shared K 0 24,592 0
EXPEDITORS INTL WASH INC COM Common Stock 302130109 698 14700 Shared L 0 14,700 0
EXPRESS SCRIPTS INC CL A Common Stock 302182100 481 7750 Shared EL 0 7,750 0
EXXON MOBIL CORP COM Common Stock 30231G102 606 7724 Shared IM 0 7,724 0
FMC CORP COM NEW Common Stock 302491303 2036 35100 Shared A 0 35,100 0
FPL GROUP INC COM Common Stock 302571104 327 6600 Shared I 0 6,600 0
FANNIE MAE Common Stock 313586109 1274 24410 Shared C 0 24,410 0
FEDERATED DEPT STORES INC DEL Common Stock 31410H101 1627 48200 Shared A 0 48,200 0
FEDERATED INVS INC PA CL B Common Stock 314211103 429 12240 Shared E 0 12,240 0
FINANCIAL SEC ASSURN HLDGS LTD Common Stock 31769P100 2557 33700 Shared A 0 33,700 0
FIRST WASH BANCORP INC WASH CO Common Stock 33748T104 645 46260 Shared A 0 46,260 0
FIRSTFED FINL CORP DEL COM Common Stock 337907109 689 48800 Shared A 0 48,800 0
FLEMING COS INC COM Common Stock 339130106 1097 84000 Shared A 0 84,000 0
FLUSHING FINL CORP COM Common Stock 343873105 851 55800 Shared A 0 55,800 0
FORD MTR CO DEL COM Common Stock 345370100 4145 96400 Shared A 0 96,400 0
GTE CORP COM Common Stock 362320103 4414 70900 Shared AI 0 70,900 0
GAP INC COM Common Stock 364760108 466 14900 Shared D 0 14,900 0
GEHL CO COM Common Stock 368483103 412 28900 Shared A 0 28,900 0
GENENTECH INC COM NEW Common Stock 368710406 3928 22835 Shared CD 0 22,835 0
GENERAL ELEC CO COM Common Stock 369604103 26505 500085 Shared CDF 0 500,085 0
GENERAL GROWTH PPTYS INC COM Common Stock 370021107 391 12300 Shared K 0 12,300 0
GENERAL MTRS CORP COM Common Stock 370442105 4378 75400 Shared AM 0 75,400 0
GENERAL MTRS CORP CL H NEW Common Stock 370442832 2933 33425 Shared CF 0 33,425 0
GENTEX CORP COM Common Stock 371901109 352 14000 Shared L 0 14,000 0
GEON CO COM Common Stock 37246W105 890 48100 Shared A 0 48,100 0
GEORGIA PAC CORP COM Common Stock 373298108 2911 110900 Shared A 0 110,900 0
GIANT INDS INC COM Common Stock 374508109 287 36400 Shared A 0 36,400 0
GLOBAL INDS LTD COM Common Stock 379336100 1592 84350 Shared E 0 84,350 0
GLOBESPAN INC COM Common Stock 379571102 287 2350 Shared H 0 2,350 0
GOLDEN WEST FINL CORP DEL COM Common Stock 381317106 7285 178500 Shared A 0 178,500 0
GRACE W R & CO DEL NEW COM Common Stock 38388F108 341 28100 Shared D 0 28,100 0
GRANT PRIDECO INC COM Common Stock 38821G101 676 27049 Shared EH 0 27,049 0
GREAT ATLANTIC & PAC TEA INC C Common Stock 390064103 738 44400 Shared A 0 44,400 0
GREENPOINT FINL CORP COM Common Stock 395384100 1521 81100 Shared A 0 81,100 0
HCA HEALTHCARE CO COM Common Stock 404119109 2275 74900 Shared A 0 74,900 0
HNC SOFTWARE INC COM Common Stock 40425P107 476 7710 Shared E 0 7,710 0
HAEMONETICS CORP MASS COM Common Stock 405024100 432 20580 Shared E 0 20,580 0
HANDLEMAN CO DEL COM Common Stock 410252100 1204 96300 Shared A 0 96,300 0
HARLEYSVILLE GROUP INC COM Common Stock 412824104 486 29000 Shared A 0 29,000 0
HARMAN INTL INDS INC NEW COM Common Stock 413086109 1348 22100 Shared A 0 22,100 0
HARRIS CORP DEL COM Common Stock 413875105 1402 42800 Shared A 0 42,800 0
HAVERTY FURNITURE COS INC COM Common Stock 419596101 577 67900 Shared A 0 67,900 0
HEINZ H J CO COM Common Stock 423074103 438 10000 Shared I 0 10,000 0
HI / FN INC COM Common Stock 428358105 373 8415 Shared L 0 8,415 0
HIGHWOODS PPTYS INC COM Common Stock 431284108 336 14000 Shared K 0 14,000 0
HOME DEPOT INC COM Common Stock 437076102 5922 118585 Shared CD 0 118,585 0
HONEYWELL INTL INC COM Common Stock 438516106 449 13325 Shared IM 0 13,325 0
HOSPITALITY PPTYS TR COM SH BE Common Stock 44106M102 609 27000 Shared K 0 27,000 0
HOUSEHOLD INTL CORP COM Common Stock 441815107 3574 86000 Shared A 0 86,000 0
HUBBELL INC CL B Common Stock 443510201 337 13200 Shared I 0 13,200 0
HUMAN GENOME SCIENCES INC COM Common Stock 444903108 427 3199 Shared H 0 3,199 0
HYPERION SOLUTIONS CORP COM Common Stock 44914M104 684 21100 Shared E 0 21,100 0
IBP INC COM Common Stock 449223106 1706 110500 Shared A 0 110,500 0
ITT INDS INC COM Common Stock 450911102 383 12600 Shared I 0 12,600 0
IDEXX LABS INC COM Common Stock 45168D104 1005 43930 Shared EL 0 43,930 0
ILLINOIS TOOL WORKS Common Stock 452308109 1921 33700 Shared D 0 33,700 0
IMATION CORP COM Common Stock 45245A107 1483 50500 Shared A 0 50,500 0
IMMUNEX CORP NEW COM Common Stock 452528102 354 7160 Shared H 0 7,160 0
IMPATH INC COM Common Stock 45255G101 496 9140 Shared E 0 9,140 0
IMRGLOBAL CORP COM Common Stock 45321W106 675 51640 Shared E 0 51,640 0
INFINITY BROADCASTING CORP NEW Common Stock 45662S102 5925 162600 Shared F 0 162,600 0
INFOSPACE INC Common Stock 45678T102 346 6269 Shared G 0 6,269 0
INKTOMI CORP COM Common Stock 457277101 2235 18900 Shared DN 0 18,900 0
INPUT/OUTPUT INC Common Stock 457652105 295 34950 Shared E 0 34,950 0
INTEGRATED DEVICE TECHNOLOGY I Common Stock 458118106 912 15236 Shared EH 0 15,236 0
INTEL CORP COM Common Stock 458140100 17647 132000 Shared DF 0 132,000 0
INTERIM SVCS INC COM Common Stock 45868P100 315 17720 Shared E 0 17,720 0
INTERLINK ELECTRS COM Common Stock 458751104 262 6250 Shared N 0 6,250 0
INTERMEDIA COMMUNICATIONS INC Common Stock 458801107 588 19780 Shared E 0 19,780 0
INTERNATIONAL BUSINESS MACHS C Common Stock 459200101 4886 44600 Shared A 0 44,600 0
INTERNATIONAL FLAVORS & FRAGRA Common Stock 459506101 459 15200 Shared IM 0 15,200 0
INTERNATIONAL PAPER CO COM Common Stock 460146103 420 14100 Shared IM 0 14,100 0
INTERNATIONAL RECTIFIER CORP C Common Stock 460254105 978 17468 Shared H 0 17,468 0
IOMEGA CORP COM Common Stock 462030107 990 247400 Shared A 0 247,400 0
IVAX CORPORATION (FLA) Common Stock 465823102 683 16449 Shared H 0 16,449 0
IVEX PACKAGING CORP COM Common Stock 465855104 272 24480 Shared E 0 24,480 0
JDS UNIPHASE CORP COM Common Stock 46612J101 959 8000 Shared N 0 8,000 0
JDA SOFTWARE GROUP INC COM Common Stock 46612K108 250 13010 Shared E 0 13,010 0
JOHNSON & JOHNSON COM Common Stock 478160104 2302 22600 Shared D 0 22,600 0
JONES PHARMA INC COM Common Stock 480236108 475 11900 Shared L 0 11,900 0
JUNIPER NETWORKS INC COM Common Stock 48203R104 7356 50533 Shared DH 0 50,533 0
K V PHARMACEUTICAL CO CL A Common Stock 482740206 453 17100 Shared L 0 17,100 0
KELLY SVCS INC CL A Common Stock 488152208 876 37900 Shared A 0 37,900 0
KENT ELECTRS CORP COM Common Stock 490553104 394 13200 Shared L 0 13,200 0
KERR MC GEE CORP COM Common Stock 492386107 413 7000 Shared I 0 7,000 0
KILROY RLTY CORP COM Common Stock 49427F108 746 28780 Shared EK 0 28,780 0
KIMCO RLTY CORP COM MD Common Stock 49446R109 517 12600 Shared K 0 12,600 0
KULICKE & SOFFA INDS INC COM Common Stock 501242101 275 4630 Shared E 0 4,630 0
L 3 COMMUNICATIONS HLDG CORP Common Stock 502424104 3247 56900 Shared F 0 56,900 0
LANCASTER COLONY CORP COM Common Stock 513847103 480 24600 Shared A 0 24,600 0
LANDSTAR SYS INC COM Common Stock 515098101 1602 26900 Shared A 0 26,900 0
LATTICE SEMICONDUCTOR CORP COM Common Stock 518415104 541 7830 Shared E 0 7,830 0
LEHMAN BROS HLDGS INC COM Common Stock 524908100 6090 64400 Shared A 0 64,400 0
LEUCADIA NATL CORP COM Common Stock 527288104 1321 57900 Shared A 0 57,900 0
LEVEL 3 COMMUNICATIONS INC COM Common Stock 52729N100 1126 12800 Shared D 0 12,800 0
LIFEPOINT HOSPS INC COM Common Stock 53219L109 372 16720 Shared E 0 16,720 0
LILLY ELI & CO COM $ 0.62 1/2 Common Stock 532457108 10717 107300 Shared DF 0 107,300 0
LINCARE HLDGS INC COM Common Stock 532791100 350 14200 Shared E 0 14,200 0
LINCOLN ELEC HLDGS INC COM Common Stock 533900106 361 25300 Shared A 0 25,300 0
LINCOLN NATL CORP IND COM Common Stock 534187109 3786 104800 Shared A 0 104,800 0
LINEAR TECHNOLOGY CORP COM Common Stock 535678106 6044 94530 Shared C 0 94,530 0
LITTON INDS INC COM Common Stock 538021106 2360 56200 Shared A 0 56,200 0
LOUISIANA PAC CORP COM Common Stock 546347105 797 73300 Shared A 0 73,300 0
LUBRIZOL CORP COM Common Stock 549271104 1086 51700 Shared A 0 51,700 0
LUCENT TECHNOLOGIES INC Common Stock 549463107 2269 38300 Shared F 0 38,300 0
M & F WORLDWIDE CORP COM Common Stock 552541104 403 71600 Shared A 0 71,600 0
M + T BK CORP Common Stock 55261F104 2516 5590 Shared F 0 5,590 0
MBNA CORP Common Stock 55262L100 439 16200 Shared D 0 16,200 0
M D C HOLDINGS INC COM DEL Common Stock 552676108 1114 59800 Shared A 0 59,800 0
MGC COMMUNICATIONS INC COM Common Stock 552763302 447 7460 Shared E 0 7,460 0
MGIC INVT CORP WIS COM Common Stock 552848103 1875 41200 Shared A 0 41,200 0
MMC NETWORKS INC COM Common Stock 55308N102 2167 40550 Shared E 0 40,550 0
MRV COMMUNICATIONS INC COM Common Stock 553477100 269 4000 Shared N 0 4,000 0
MACERICH CO COM Common Stock 554382101 309 14000 Shared K 0 14,000 0
MACROMEDIA INC COM Common Stock 556100105 732 7575 Shared EH 0 7,575 0
MAGNETEK INC COM Common Stock 559424106 942 117700 Shared A 0 117,700 0
MALLINCKRODT INC NEW COM Common Stock 561232109 6620 152400 Shared A 0 152,400 0
MARINE DRILLING COS INC COM PA Common Stock 568240204 377 13460 Shared E 0 13,460 0
MAY DEPT STORES CO COM Common Stock 577778103 317 13200 Shared IM 0 13,200 0
MAYTAG CORP COM Common Stock 578592107 4034 109400 Shared A 0 109,400 0
MERCURY INTERACTIVE CORP COM Common Stock 589405109 1114 11518 Shared HN 0 11,518 0
METRIS COS INC COM Common Stock 591598107 355 14149 Shared A 0 14,149 0
METTLER-TOLEDO INTL INC COM Common Stock 592688105 297 7420 Shared E 0 7,420 0
MICROSOFT CORP COM (WASH) Common Stock 594918104 12181 152265 Shared CDF 0 152,265 0
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OLIN CORP COM Common Stock 680665205 1211 73400 Shared A 0 73,400 0
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ONI SYS CORP COM Common Stock 68273F103 507 4327 Shared EH 0 4,327 0
ORACLE CORP COM Common Stock 68389X105 8969 106700 Shared D 0 106,700 0
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PE CORP COM PE BIOSYSTEMS GROU Common Stock 69332S102 2489 37790 Shared CD 0 37,790 0
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PATINA OIL & GAS CORP COM Common Stock 703224105 1403 67600 Shared A 0 67,600 0
PATTERSON DENTAL CO COM Common Stock 703412106 388 7600 Shared L 0 7,600 0
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PINNACLE WEST CAP CORP COM Common Stock 723484101 3774 111410 Shared A 0 111,410 0
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POLAROID CORP COM Common Stock 731095105 963 53300 Shared A 0 53,300 0
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PRESIDENTIAL LIFE CORP COM Common Stock 740884101 674 48600 Shared A 0 48,600 0
PROBUSINESS SVCS INC COM Common Stock 742674104 284 10710 Shared E 0 10,710 0
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PROLOGIS TR SH BEN INT Common Stock 743410102 1075 50453 Shared K 0 50,453 0
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PROXIM INC COM Common Stock 744284100 357 3610 Shared E 0 3,610 0
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PULTE CORP COM Common Stock 745867101 2978 137700 Shared A 0 137,700 0
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QLT INC COM Common Stock 746927102 276 3569 Shared H 0 3,569 0
QUANTA SVCS INC COM Common Stock 74762E102 280 5099 Shared H 0 5,099 0
QUEST DIAGNOSTICS INC COM Common Stock 74834L100 1991 26629 Shared AH 0 26,629 0
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RSA SEC INC COM Common Stock 749719100 2701 39010 Shared E 0 39,010 0
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REDBACK NETWORKS INC COM Common Stock 757209101 3937 22049 Shared DH 0 22,049 0
REGENCY RLTY CORP COM Common Stock 758939102 449 18900 Shared K 0 18,900 0
REYNOLDS R J TOB HLDGS INC COM Common Stock 76182K105 828 29621 Shared A 0 29,621 0
RIGHT MGMT CONSULTANTS INC COM Common Stock 766573109 256 24400 Shared L 0 24,400 0
ROCK-TENN CO CL A Common Stock 772739207 304 35500 Shared A 0 35,500 0
ROCKWELL INTL CORP NEW COM Common Stock 773903109 2300 73000 Shared AIM 0 73,000 0
ROHM & HAAS CO COM Common Stock 775371107 279 8100 Shared I 0 8,100 0
ROLLINS TRUCK LEASING CORP COM Common Stock 775741101 592 85400 Shared A 0 85,400 0
ROUSE CO COM Common Stock 779273101 264 10650 Shared K 0 10,650 0
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SDL INC COM Common Stock 784076101 690 2420 Shared H 0 2,420 0
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SELECTIVE INS GROUP INC COM Common Stock 816300107 796 41900 Shared A 0 41,900 0
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SIPEX CORP COM Common Stock 829909100 557 20130 Shared E 0 20,130 0
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3COM CORP Common Stock 885535104 657 11400 Shared A 0 11,400 0
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XTRA CORP COM Common Stock 984138107 615 15600 Shared A 0 15,600 0
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ZALE CORP NEW COM Common Stock 988858106 1099 30100 Shared A 0 30,100 0
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ZORAN CORP COM Common Stock 98975F101 264 4000 Shared N 0 4,000 0
AMDOCS LIMITED SHS Common Stock G02602103 919 11978 Shared EG 0 11,978 0
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</TABLE>
