United States
Securities and Exchange Commission
Washington, DC 20549
Form 13F
FORM 13F COVER PAGE
Report for the quarter ended: December 31, 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 February 15, 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: 12
Form 13F Information Table Entry Total: 541
Form 13F Information Table Value Total: $2,049,692
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.
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
AES CORP COM Common Stock 00130H105 387 5182 Shared H 0 5182 0
AK STL HLDG CORP COM Common Stock 001547108 661 35000 Shared AI 0 35000 0
AMB PPTY CORP COM Common Stock 00163T109 526 26400 Shared K 0 26400 0
AT&T CORP COM Common Stock 001957109 1579 31100 Shared AB 0 31100 0
AT&T CORP COM LIBERTY MEDIA Common Stock 001957208 26730 470975 Shared CF 0 470975 0
AVT CORP COM Common Stock 002420107 432 9200 Shared G 0 9200 0
ABBOTT LABS COM Common Stock 002824100 646 17800 Shared BI 0 17800 0
ACTIVE SOFTWARE INC COM Common Stock 00504E100 497 5407 Shared H 0 5407 0
ACXIOM CORP COM Common Stock 005125109 822 34260 Shared EG 0 34260 0
ADELPHIA BUSINESS SOLUTIONS Common Stock 006847107 691 14400 Shared E 0 14400 0
ADVANCED FIBRE COMMUNICAT Common Stock 00754A105 1131 25300 Shared E 0 25300 0
ADVO INC Common Stock 007585102 268 11300 Shared A 0 11300 0
AETNA INC Common Stock 008117103 363 6500 Shared B 0 6500 0
AFFILIATED COMPUTER SVCS Common Stock 008190100 1131 24590 Shared E 0 24590 0
AFFYMETRIX INC OC-CAP STK Common Stock 00826T108 654 3857 Shared H 0 3857 0
AIR PRODS + CHEMS INC Common Stock 009158106 366 10900 Shared B 0 10900 0
AIRBORNE FGHT CORP COM Common Stock 009266107 829 37700 Shared A 0 37700 0
ALLEGIANCE TELECOM INC COM Common Stock 01747T102 369 4000 Shared E 0 4000 0
ALLIANT TECHSYSTEMS INC Common Stock 018804104 268 4300 Shared A 0 4300 0
ALLSTATE CORP COM Common Stock 020002101 2486 103400 Shared ABI 0 103400 0
ALPHARMA INC Common Stock 020813101 268 8700 Shared A 0 8700 0
ALZA CORP COM Common Stock 022615108 1870 54000 Shared D 0 54000 0
AMERADA HESS CORP COM Common Stock 023551104 2548 44900 Shared AB 0 44900 0
AMERICA ONLINE INC DEL COM Common Stock 02364J104 10387 137400 Shared DF 0 137400 0
AMERICA WEST HLDG CORP Common Stock 023657208 376 18100 Shared A 0 18100 0
AMERICAN EXPRESS CO COM Common Stock 025816109 7020 42225 Shared CF 0 42225 0
AMERICAN HOME PRODS CORP Common Stock 026609107 2325 59100 Shared DI 0 59100 0
AMERICAN INTL GROUP INC COM Common Stock 026874107 7455 68950 Shared DF 0 68950 0
AMERICAN TOWER CORP CL A Common Stock 029912201 349 11430 Shared E 0 11430 0
AMERICREDIT CORP COM Common Stock 03060R101 938 50700 Shared A 0 50700 0
AMGEN INC DELAWARE Common Stock 031162100 4114 68500 Shared D 0 68500 0
AMSOUTH BANCORPORATION Common Stock 032165102 1485 76917 Shared A 0 76917 0
ANALOG DEVICES INC COM Common Stock 032654105 615 6614 Shared H 0 6614 0
ANHEUSER BUSCH COS INC Common Stock 035229103 1456 20550 Shared C 0 20550 0
ANTEC CORP COM Common Stock 03664P105 653 17900 Shared E 0 17900 0
APARTMENT INVT & MGMT CO Common Stock 03748R101 936 23500 Shared K 0 23500 0
APEX INC COM Common Stock 037548104 751 23300 Shared E 0 23300 0
APPLE COMPUTER Common Stock 037833100 2961 28800 Shared F 0 28800 0
APPLEBEES INTL INC COM Common Stock 037899101 546 18500 Shared E 0 18500 0
APPLIED MATERIALS INC DEL Common Stock 038222105 9983 78800 Shared CD 0 78800 0
APPLIED PWR INC CL A COM Common Stock 038225108 298 8100 Shared G 0 8100 0
APPLIED MICRO CIRCUITS CORP Common Stock 03822W109 1109 8719 Shared H 0 8719 0
ARCHER DANIELS MIDLAND CO Common Stock 039483102 403 33036 Shared B 0 33036 0
ARCHSTONE CMNTYS TR SH Common Stock 039581103 889 43375 Shared K 0 43375 0
ARDEN RLTY GROUP INC COM Common Stock 039793104 467 23300 Shared K 0 23300 0
ARVIN INDS INC COM Common Stock 043339100 2509 88430 Shared A 0 88430 0
ASPEN TECHNOLOGY INC COM Common Stock 045327103 1351 51100 Shared E 0 51100 0
ASTORIA FINL CORP COM Common Stock 046265104 1087 35700 Shared A 0 35700 0
ASTRAZENECA PLC SPONSORED Common Stock 046353108 2960 70900 Shared D 0 70900 0
ATLANTIC RICHFIELD CO COM Common Stock 048825103 5769 66690 Shared A 0 66690 0
ATLAS AIR INC COM Common Stock 049164106 424 15450 Shared E 0 15450 0
ATWOOD OCEANICS INC COM Common Stock 050095108 332 8600 Shared G 0 8600 0
AUTOMATIC DATA PROCESSING Common Stock 053015103 3270 60700 Shared D 0 60700 0
AVALONBAY CMNTYS INC COM Common Stock 053484101 759 21920 Shared K 0 21920 0
BISYS GROUP INC COM Common Stock 055472104 2024 31026 Shared EG 0 31026 0
BMC SOFTWARE INC COM Common Stock 055921100 3405 42600 Shared D 0 42600 0
BANK AMER CORP COM Common Stock 060505104 1808 36026 Shared ABI 0 36026 0
BANK NEW YORK INC COM Common Stock 064057102 3033 75825 Shared C 0 75825 0
BAUSCH & LOMB INC COM Common Stock 071707103 3559 52000 Shared A 0 52000 0
BAXTER INTL INC COM Common Stock 071813109 6941 110500 Shared BFI 0 110500 0
BEA SYS INC COM Common Stock 073325102 767 10970 Shared H 0 10970 0
BEAR STEARNS COS INC Common Stock 073902108 6315 147717 Shared A 0 147717 0
BED BATH & BEYOND INC COM Common Stock 075896100 1209 34800 Shared D 0 34800 0
BELDEN INC COM Common Stock 077459105 269 12800 Shared E 0 12800 0
BELL ATLANTIC CORP COM Common Stock 077853109 2112 34300 Shared F 0 34300 0
BELLSOUTH CORP COM Common Stock 079860102 7003 149600 Shared A 0 149600 0
BESTFOODS COM Common Stock 08658U101 752 14300 Shared BI 0 14300 0
BLACK BOX CORP DEL COM Common Stock 091826107 422 6300 Shared E 0 6300 0
BLANCH E W HLDGS INC COM Common Stock 093210102 349 5700 Shared G 0 5700 0
BOISE CASCADE CORP COM Common Stock 097383103 393 9700 Shared I 0 9700 0
BOSTON PPTYS INC COM Common Stock 101121101 753 24200 Shared K 0 24200 0
BOWATER INC COM Common Stock 102183100 304 5600 Shared I 0 5600 0
BRADLEY REAL ESTATE INC Common Stock 104580105 416 23850 Shared K 0 23850 0
BRIGGS + STRATTON CORP Common Stock 109043109 273 5100 Shared A 0 5100 0
BRISTOL MYERS SQUIBB CO Common Stock 110122108 4025 62700 Shared D 0 62700 0
BROADCOM CORP COM Common Stock 111320107 581 2132 Shared H 0 2132 0
BROADVISION INC COM Common Stock 111412102 1648 9691 Shared H 0 9691 0
BUFFETS INC COM Common Stock 119882108 386 38563 Shared E 0 38563 0
BURLINGTON NORTHN Common Stock 12189T104 888 36600 Shared BI 0 36600 0
BURLINGTON RES INC Common Stock 122014103 341 10300 Shared B 0 10300 0
BURR BROWN CORP COM Common Stock 122574106 1119 30975 Shared E 0 30975 0
CBT GROUP PUB LTD Common Stock 124853300 2533 75600 Shared E 0 75600 0
CBS CORP COM Common Stock 12490K107 9837 153855 Shared CF 0 153855 0
C-CORNET CORPORATION COM Common Stock 125010108 291 3800 Shared M 0 3800 0
CIGNA CORP COM Common Stock 125509109 6300 78200 Shared AB 0 78200 0
CLECO CORP NEW Common Stock 12561W105 330 10300 Shared A 0 10300 0
CMGI INC COM Common Stock 125750109 1302 4701 Shared H 0 4701 0
CPI CORP Common Stock 125902106 280 12400 Shared A 0 12400 0
CSK AUTO CORP COM Common Stock 125965103 362 20700 Shared E 0 20700 0
CSG SYS INTL INC COM Common Stock 126349109 518 13000 Shared E 0 13000 0
CSX CORP Common Stock 126408103 254 8100 Shared B 0 8100 0
CVS CORP COM Common Stock 126650100 4278 107200 Shared D 0 107200 0
CABLEVISION SYS CORP COM Common Stock 12686C109 650 8610 Shared C 0 8610 0
CABLE DESIGN TECHNOLOGIES Common Stock 126924109 496 21550 Shared E 0 21550 0
CADENCE DESIGN SYS INC COM Common Stock 127387108 810 33750 Shared E 0 33750 0
CAMBRIDGE TECHNOLOGY PARt Common Stock 132524109 533 20300 Shared E 0 20300 0
CAMDEN PPTY TR SH BEN INT Common Stock 133131102 659 23762 Shared K 0 23762 0
CAMPBELL SOUP CO COM Common Stock 134429109 975 25200 Shared D 0 25200 0
CAPITAL ONE FINL CORP COM Common Stock 14040H105 3094 64200 Shared D 0 64200 0
CAREMARK RX INC COM Common Stock 141705103 1965 388200 Shared E 0 388200 0
CARNIVAL CORP COM STK Common Stock 143658102 1315 27495 Shared C 0 27495 0
CARRAMERICA RLTY CORP COM Common Stock 144418100 464 21700 Shared K 0 21700 0
CASEYS GEN STORES INC COM Common Stock 147528103 271 26000 Shared G 0 26000 0
CATALINA MARKETING CORP Common Stock 148867104 949 8200 Shared EG 0 8200 0
CENTEX CORP COM Common Stock 152312104 3775 152900 Shared A 0 152900 0
CENTEX CONSTR PRODS INC Common Stock 15231R109 316 8100 Shared A 0 8100 0
CERIDIAN CORP COM Common Stock 15677T106 483 22400 Shared E 0 22400 0
CHAMPION INTL CORP Common Stock 158525105 303 4900 Shared B 0 4900 0
CHASE MANHATTAN CORP NEW Common Stock 16161A108 6137 79000 Shared A 0 79000 0
CHECKFREE HLDGS CORP COM Common Stock 162816102 972 9300 Shared E 0 9300 0
CHEVRON CORP Common Stock 166751107 346 4000 Shared B 0 4000 0
CHUBB CORP COM Common Stock 171232101 878 15600 Shared BI 0 15600 0
CINERGY CORP COM Common Stock 172474108 278 11600 Shared I 0 11600 0
CISCO SYS INC COM Common Stock 17275R102 31065 289989 Shared CD 0 289989 0
CITIGROUP INC Common Stock 172967101 8936 160700 Shared CF 0 160700 0
CLARIFY INC COM Common Stock 180492100 718 5700 Shared E 0 5700 0
CLEAR CHANNEL COMMUN Common Stock 184502102 8175 91600 Shared DF 0 91600 0
COCA COLA CO COM Common Stock 191216100 8982 154200 Shared DF 0 154200 0
COCA COLA ENTERPRISES INC Common Stock 191219104 7517 373500 Shared F 0 373500 0
COLGATE PALMOLIVE CO COM Common Stock 194162103 3244 49900 Shared D 0 49900 0
COLUMBIA / HCA HEALTHCARE Common Stock 197677107 1791 61100 Shared A 0 61100 0
COMMUNITY REHAB CENTERS Common Stock 199990979 1359 7996 Shared G 0 7996 0
COMMUNITY REHAB CENTERS Common Stock 199992926 500 5000 Shared G 0 5000 0
COMCAST CORP CL A SPL Common Stock 200300200 14971 296085 Shared CDF 0 296085 0
COMMERCE ONE INC DEL COM Common Stock 200693109 289 1471 Shared H 0 1471 0
COMMSCOPE INC COM Common Stock 203372107 618 15337 Shared H 0 15337 0
COMMUNITY REHAB CENTERS Common Stock 203996301 1700 10000 Shared G 0 10000 0
COMPAQ COMPUTER CORP Common Stock 204493100 617 22800 Shared B 0 22800 0
COMPLETE BUSINESS SOLU Common Stock 20452F107 977 38900 Shared E 0 38900 0
COMPUTER ASSOC INTL INC Common Stock 204912109 2686 38400 Shared F 0 38400 0
COMPUTER NETWORK TECH Common Stock 204925101 1085 47300 Shared E 0 47300 0
CONAGRA INC Common Stock 205887102 347 15400 Shared B 0 15400 0
COMPUTER HORIZONS CORP Common Stock 205908106 285 17600 Shared E 0 17600 0
CONCORD EFS INC COM Common Stock 206197105 1414 54900 Shared D 0 54900 0
CONEXANT SYS INC COM Common Stock 207142100 3577 53886 Shared AH 0 53886 0
CONOCO INC Common Stock 208251306 483 19500 Shared B 0 19500 0
COOPER CAMERON CORP COM Common Stock 216640102 362 7400 Shared E 0 7400 0
COOPER INDS INC COM Common Stock 216669101 332 8200 Shared I 0 8200 0
COOPER TIRE & RUBR CO COM Common Stock 216831107 407 26000 Shared AI 0 26000 0
COORS ADOLPH CO CL B Common Stock 217016104 4788 91200 Shared A 0 91200 0
CORNERSTONE PPTYS INC Common Stock 21922H103 456 31200 Shared K 0 31200 0
COUNTRYWIDE CR INDS INC COM Common Stock 222372104 2007 79500 Shared A 0 79500 0
CREDENCE SYS CORP COM Common Stock 225302108 995 11500 Shared E 0 11500 0
CRESCENT REAL ESTATE Common Stock 225756105 393 21400 Shared K 0 21400 0
CROSSROADS SYS INC COM Common Stock 22765D100 439 5200 Shared E 0 5200 0
CUMMINS ENGINE CO INC COM Common Stock 231021106 3604 74600 Shared A 0 74600 0
CYBERONICS INC COM Common Stock 23251P102 467 29300 Shared E 0 29300 0
CYSIVE INC COM Common Stock 23281T108 366 5075 Shared E 0 5075 0
CYTYC CORP COM Common Stock 232946103 1624 26600 Shared E 0 26600 0
DRS TECHNOLOGIES INC COM Common Stock 23330X100 268 27800 Shared G 0 27800 0
DST SYS INC DEL COM Common Stock 233326107 537 7034 Shared E 0 7034 0
DTE ENERGY CO COM Common Stock 233331107 1984 63000 Shared A 0 63000 0
DARDEN RESTAURANTS INC COM Common Stock 237194105 5456 301000 Shared A 0 301000 0
DAYTON HUDSON CORP COM Common Stock 239753106 2754 37500 Shared A 0 37500 0
DEAN FOODS CO COM Common Stock 242361103 350 8800 Shared I 0 8800 0
DEERE + CO Common Stock 244199105 412 9500 Shared B 0 9500 0
DEL MONTE FOODS CO COM Common Stock 24522P103 708 57500 Shared E 0 57500 0
DELL COMPUTER CORP COM Common Stock 247025109 11841 232170 Shared CD 0 232170 0
DELPHI AUTOMOTIVE SYS CORP Common Stock 247126105 941 59715 Shared AB 0 59715 0
DELPHI FINL GROUP INC CL A Common Stock 247131105 814 27130 Shared A 0 27130 0
DELTA AIR LINES INC DEL COM Common Stock 247361108 2087 41900 Shared A 0 41900 0
DENDRITE INTL INC COM Common Stock 248239105 637 18800 Shared E 0 18800 0
DEXTER CORP Common Stock 252165105 374 9400 Shared A 0 9400 0
DIGEX INC DEL CL A Common Stock 253756100 309 4500 Shared M 0 4500 0
DIGITAL LIGHTWAVE INC COM Common Stock 253855100 369 5772 Shared H 0 5772 0
DIGITAL IS INC DEL COM Common Stock 25385N101 476 5000 Shared M 0 5000 0
DIGITAL INSIGHT CORP COM Common Stock 25385P106 259 7125 Shared E 0 7125 0
DISNEY WALT CO HLDG COM Common Stock 254687106 1337 45700 Shared D 0 45700 0
DOUBLECLICK INC COM Common Stock 258609304 323 1276 Shared H 0 1276 0
DOW CHEM CO COM Common Stock 260543103 8632 64600 Shared AB 0 64600 0
DSET CORP COM Common Stock 262504103 448 12000 Shared G 0 12000 0
DUPONT E I DE NEMOURS & CO Common Stock 263534109 287 4357 Shared M 0 4357 0
DUFF & PHELPS CR RATING CO Common Stock 26432F109 534 6000 Shared G 0 6000 0
DUPONT PHOTOMASKS INC COM Common Stock 26613X101 970 20100 Shared E 0 20100 0
DYCOM INDS INC COM 33 1/3 PV Common Stock 267475101 445 10100 Shared E 0 10100 0
EMC CORP MASS COM Common Stock 268648102 15156 138725 Shared CD 0 138725 0
ETEC SYS INC COM Common Stock 26922C103 1194 26600 Shared E 0 26600 0
E-TEK DYNAMICS INC COM Common Stock 269240107 715 5308 Shared H 0 5308 0
EAGLE USA AIRFREIGHT INC COM Common Stock 270018104 550 12750 Shared G 0 12750 0
EASTERN UTILITIES ASSOC COM Common Stock 277173100 3277 108100 Shared A 0 108100 0
EASTMAN KODAK CO COM Common Stock 277461109 941 14200 Shared BI 0 14200 0
ECHOSTAR COMMUNICATIONS CORP N Common Stock 278762109 701 7192 Shared H 0 7192 0
EDISON INTL COM Common Stock 281020107 5389 205790 Shared A 0 205790 0
EDWARDS A G INC COM Common Stock 281760108 282 8800 Shared I 0 8800 0
EMERSON ELEC CO COM Common Stock 291011104 780 13600 Shared BI 0 13600 0
EMMIS COMMUNICATIONS CORP Common Stock 291525103 1876 15048 Shared EGH 0 15048 0
EMULEX CORP COM NEW Common Stock 292475209 1224 10877 Shared H 0 10877 0
ENERGY EAST CORP COM Common Stock 29266M109 5553 266800 Shared A 0 266800 0
ENRON CORP COM Common Stock 293561106 2344 52825 Shared C 0 52825 0
EQUITY OFFICE PPTYS TR COM Common Stock 294741103 1189 48275 Shared K 0 48275 0
EQUITY RESIDENTIAL PPTYS TR SH Common Stock 29476L107 858 20092 Shared K 0 20092 0
EXODUS COMMUNICATIONS INC COM Common Stock 302088109 266 2996 Shared H 0 2996 0
EXPEDITORS INTL WASH INC COM Common Stock 302130109 789 18000 Shared G 0 18000 0
EXPRESS SCRIPTS INC CL A Common Stock 302182100 426 6650 Shared G 0 6650 0
EXXON MOBIL CORP COM Common Stock 30231G102 574 7124 Shared I 0 7124 0
FPL GROUP INC Common Stock 302571104 261 6100 Shared B 0 6100 0
FANNIE MAE Common Stock 313586109 2306 36925 Shared C 0 36925 0
FEDERATED DEPT STORES INC DEL Common Stock 31410H101 2417 47800 Shared AB 0 47800 0
FEDERATED INVS INC PA CL B Common Stock 314211103 401 20000 Shared E 0 20000 0
FINANCIAL SEC ASSURN HLDGS LTD Common Stock 31769P100 1757 33700 Shared A 0 33700 0
FIRSTENERGY CORP Common Stock 337932107 268 11800 Shared B 0 11800 0
FORD MTR CO DEL COM Common Stock 345370100 5450 102100 Shared AB 0 102100 0
FOREST LABS INC COM Common Stock 345838106 441 7185 Shared H 0 7185 0
FORT JAMES CORP Common Stock 347471104 361 13200 Shared B 0 13200 0
FOUR SEASONS HOTELS INC LTD VT Common Stock 35100E104 335 6300 Shared E 0 6300 0
GTE CORP COM Common Stock 362320103 3599 51000 Shared AI 0 51000 0
GENENTECH INC COM NEW Common Stock 368710406 274 2040 Shared H 0 2040 0
GENERAL DYNAMICS CORP COM Common Stock 369550108 3571 67700 Shared F 0 67700 0
GENERAL ELEC CO COM Common Stock 369604103 25854 167070 Shared CD 0 167070 0
GENERAL MTRS CORP COM Common Stock 370442105 4805 66100 Shared A 0 66100 0
GENTEX CORP COM Common Stock 371901109 472 17000 Shared G 0 17000 0
GEON CO Common Stock 37246W105 354 10900 Shared A 0 10900 0
GENZYME CORP (GENERAL DIVISION Common Stock 372917104 305 6773 Shared H 0 6773 0
GEORGIA PAC CORP COM Common Stock 373298108 5390 106200 Shared AB 0 106200 0
GILLETTE CO COM Common Stock 375766102 4127 100200 Shared D 0 100200 0
GLOBAL INDS LTD COM Common Stock 379336100 844 97800 Shared E 0 97800 0
GOLDEN WEST FINL CORP DEL COM Common Stock 381317106 6482 193500 Shared A 0 193500 0
GRACE W R & CO DEL NEW COM Common Stock 38388F108 607 43400 Shared D 0 43400 0
GRAINGER W W INC COM Common Stock 384802104 492 10300 Shared I 0 10300 0
GREENPOINT FINL CORP COM Common Stock 395384100 1931 81100 Shared A 0 81100 0
HNC SOFTWARE INC COM Common Stock 40425P107 2434 23018 Shared EG 0 23018 0
HAEMONETICS CORP MASS COM Common Stock 405024100 457 19200 Shared E 0 19200 0
HANDLEMAN CO DEL Common Stock 410252100 326 24400 Shared A 0 24400 0
HARBINGER CORP COM Common Stock 41145C103 2446 76875 Shared EG 0 76875 0
HARMAN INTL INDS INC NEW Common Stock 413086109 281 5000 Shared A 0 5000 0
HARRIS CORP DEL COM Common Stock 413875105 1142 42800 Shared A 0 42800 0
HARTFORD FINL SVCS GROUP INC C Common Stock 416515104 3980 84000 Shared A 0 84000 0
HEINZ H J CO COM Common Stock 423074103 804 20200 Shared BI 0 20200 0
HERCULES INC COM Common Stock 427056106 279 10000 Shared I 0 10000 0
HI / FN INC COM Common Stock 428358105 365 9415 Shared G 0 9415 0
HIGHWOODS PPTYS INC COM Common Stock 431284108 366 15500 Shared K 0 15500 0
HOME DEPOT INC COM Common Stock 437076102 9755 142035 Shared CD 0 142035 0
HONEYWELL INTL INC COM Common Stock 438516106 477 8262 Shared FI 0 8262 0
HOSPITALITY PPTYS TR COM SH BE Common Stock 44106M102 456 23900 Shared K 0 23900 0
HUBBELL INC CL B Common Stock 443510201 346 12700 Shared I 0 12700 0
HUMAN GENOME SCIENCES INC COM Common Stock 444903108 378 2477 Shared H 0 2477 0
HYPERION SOLUTIONS CORP COM Common Stock 44914M104 1973 45350 Shared EG 0 45350 0
IBP INC COM Common Stock 449223106 1989 110500 Shared A 0 110500 0
IDX SYS CORP COM Common Stock 449491109 769 24600 Shared E 0 24600 0
ITT INDS INC COM Common Stock 450911102 401 12000 Shared I 0 12000 0
IDEXX LABS INC COM Common Stock 45168D104 1479 91700 Shared EG 0 91700 0
ILLINOIS TOOL WORKS Common Stock 452308109 6256 92599 Shared AD 0 92599 0
IMATION CORP Common Stock 45245A107 289 8600 Shared A 0 8600 0
IMPATH INC COM Common Stock 45255G101 382 15000 Shared E 0 15000 0
IMRGLOBAL CORP COM Common Stock 45321W106 1000 79600 Shared E 0 79600 0
INFINITY BROADCASTING CORP NEW Common Stock 45662S102 4158 114900 Shared F 0 114900 0
INFORMIX CORP COM Common Stock 456779107 343 30000 Shared G 0 30000 0
INFOSPACE COM INC COM Common Stock 45678T102 695 3248 Shared H 0 3248 0
INFOUSA INC NEW COM Common Stock 456818301 552 39600 Shared E 0 39600 0
INKTOMI CORP COM Common Stock 457277101 1668 18800 Shared D 0 18800 0
INTEGRATED DEVICE TECHNOLOGY I Common Stock 458118106 354 12212 Shared H 0 12212 0
INTEL CORP COM Common Stock 458140100 9993 121400 Shared DF 0 121400 0
INTERIM SVCS INC COM Common Stock 45868P100 695 28100 Shared E 0 28100 0
INTERLINK ELECTRS COM Common Stock 458751104 323 5500 Shared M 0 5500 0
INTERMEDIA COMMUNICATIONS INC Common Stock 458801107 1300 33500 Shared E 0 33500 0
INTERNATIONAL BUSINESS MACHS C Common Stock 459200101 10537 97600 Shared ADF 0 97600 0
INTERNATIONAL FLAVORS & FRAGRA Common Stock 459506101 410 10900 Shared I 0 10900 0
INTERNATIONAL PAPER CO COM Common Stock 460146103 863 15300 Shared BI 0 15300 0
INTERNET CAP GROUP INC COM Common Stock 46059C106 700 4116 Shared H 0 4116 0
ION NETWORKS INC COM Common Stock 46205P100 448 20000 Shared M 0 20000 0
I2 TECHNOLOGIES INC COM Common Stock 465754109 891 4569 Shared H 0 4569 0
IVEX PACKAGING CORP COM Common Stock 465855104 396 39600 Shared E 0 39600 0
JDS UNIPHASE CORP COM Common Stock 46612J101 4782 29646 Shared DH 0 29646 0
JDA SOFTWARE GROUP INC COM Common Stock 46612K108 349 21300 Shared E 0 21300 0
JOHNSON & JOHNSON COM Common Stock 478160104 3597 38600 Shared D 0 38600 0
JONES PHARMA INC COM Common Stock 480236108 374 8600 Shared G 0 8600 0
K V PHARMACEUTICAL CO CL A Common Stock 482740206 375 17100 Shared G 0 17100 0
KELLWOOD CO COM Common Stock 488044108 2261 116320 Shared A 0 116320 0
KENT ELECTRS CORP COM Common Stock 490553104 341 15000 Shared G 0 15000 0
KERR MC GEE CORP COM Common Stock 492386107 291 4700 Shared I 0 4700 0
KILROY RLTY CORP COM Common Stock 49427F108 602 26900 Shared EK 0 26900 0
KIMCO RLTY CORP COM MD Common Stock 49446R109 349 10300 Shared K 0 10300 0
KNIGHT TRANSN INC COM Common Stock 499064103 317 18500 Shared G 0 18500 0
KROGER CO COM Common Stock 501044101 1319 69900 Shared D 0 69900 0
KULICKE & SOFFA INDS INC COM Common Stock 501242101 383 9000 Shared E 0 9000 0
L 3 COMMUNICATIONS HLDG CORP Common Stock 502424104 6252 150200 Shared F 0 150200 0
LANDSTAR SYS INC Common Stock 515098101 347 8100 Shared A 0 8100 0
LATTICE SEMICONDUCTOR CORP COM Common Stock 518415104 702 14900 Shared E 0 14900 0
LEARNING TREE INTL INC COM Common Stock 522015106 1025 36600 Shared E 0 36600 0
LEHMAN BROS HLDGS INC COM Common Stock 524908100 7724 91200 Shared A 0 91200 0
LIBERATE TECHNOLOGIES COM Common Stock 530129105 283 1100 Shared E 0 1100 0
LIBERTY DIGITAL INC CL A Common Stock 530436104 668 8991 Shared H 0 8991 0
LIFEPOINT HOSPS INC COM Common Stock 53219L109 305 25800 Shared E 0 25800 0
LILLY ELI & CO COM $ 0.62 1/2 Common Stock 532457108 6843 102900 Shared DF 0 102900 0
LINCOLN NATL CORP IND COM Common Stock 534187109 4192 104800 Shared A 0 104800 0
LINEAR TECHNOLOGY CORP COM Common Stock 535678106 4028 56290 Shared C 0 56290 0
LITTON INDS INC COM Common Stock 538021106 2803 56200 Shared A 0 56200 0
LONGS DRUG STORES CORP COM Common Stock 543162101 356 13800 Shared I 0 13800 0
LUCENT TECHNOLOGIES INC COM Common Stock 549463107 16294 217525 Shared CDF 0 217525 0
LUMINANT WORLWIDE CORP COM Common Stock 550260103 480 10550 Shared E 0 10550 0
M + T BK CORP Common Stock 55261F104 5505 13290 Shared F 0 13290 0
MBNA CORP COM Common Stock 55262L100 4093 150200 Shared D 0 150200 0
MCI WORLDCOM INC COM Common Stock 55268B106 14677 276600 Shared DF 0 276600 0
MKS INSTRS INC COM Common Stock 55306N104 394 10900 Shared E 0 10900 0
MMC NETWORKS INC COM Common Stock 55308N102 1485 43200 Shared E 0 43200 0
MRV COMMUNICATIONS INC COM Common Stock 553477100 1324 21051 Shared H 0 21051 0
MACERICH CO COM Common Stock 554382101 331 15900 Shared K 0 15900 0
MACROMEDIA INC COM Common Stock 556100105 1280 17501 Shared EH 0 17501 0
MAKER COMMUNICATIONS INC COM Common Stock 560875106 428 10000 Shared G 0 10000 0
MALLINCKRODT INC NEW COM Common Stock 561232109 4848 152400 Shared A 0 152400 0
MASCO CORP Common Stock 574599106 322 12700 Shared B 0 12700 0
MASTECH CORP COM Common Stock 57632N105 413 16700 Shared E 0 16700 0
MAY DEPT STORES CO COM Common Stock 577778103 895 27750 Shared BI 0 27750 0
MAYTAG CORP COM Common Stock 578592107 5251 109400 Shared A 0 109400 0
MC DONALDS CORP COM Common Stock 580135101 2044 50700 Shared D 0 50700 0
MEDIAONE GROUP INC Common Stock 58440J104 8526 111000 Shared F 0 111000 0
MEDIMMUNE INC COM Common Stock 584699102 413 2490 Shared H 0 2490 0
MEDQUIST INC Common Stock 584949903 325 12606 Shared G 0 12606 0
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