United States
Securities and Exchange Commission
Washington, DC 20549
Form 13F
FORM 13F COVER PAGE
Report for the quarter ended: September 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 November 10, 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: 515
Form 13F Information Table Value Total: $1,906,501
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
AES CORP COM Common Stock 00130H105 465 6787 Shared H 0 6,787 0
AK STL HLDG CORP COM Common Stock 001547108 377 40200 Shared A 0 40,200 0
AMB PPTY CORP COM Common Stock 00163T109 732 29800 Shared K 0 29,800 0
AT&T CORP COM Common Stock 001957109 1107 37700 Shared AIM 0 37,700 0
AT&T CORP COM LIBERTY MEDIA GR Common Stock 001957208 3985 221400 Shared CD 0 221,400 0
ACTIVE PWR INC COM Common Stock 00504W100 318 5127 Shared H 0 5,127 0
ACXIOM CORP COM Common Stock 005125109 854 26900 Shared EL 0 26,900 0
ADOBE SYS INC COM Common Stock 00724F101 348 2242 Shared H 0 2,242 0
ADVANCE PARADIGM INC COM Common Stock 007491103 418 9900 Shared L 0 9,900 0
ADVANCED FIBRE COMMUNICATIONS Common Stock 00754A105 547 14440 Shared EN 0 14,440 0
ADVO INC COM Common Stock 007585102 1267 38400 Shared A 0 38,400 0
ADVANCED MICRO DEVICES INC COM Common Stock 007903107 841 35600 Shared A 0 35,600 0
ADVANTA CORP CL A COM Common Stock 007942105 513 45600 Shared A 0 45,600 0
AETNA INC COM Common Stock 008117103 1243 21400 Shared A 0 21,400 0
AFFILIATED COMPUTER SVCS INC C Common Stock 008190100 1017 20390 Shared E 0 20,390 0
ALBEMARLE CORP COM Common Stock 012653101 1161 57500 Shared A 0 57,500 0
ALCOA INC COM Common Stock 013817101 386 15248 Shared I 0 15,248 0
ALEXANDER & BALDWIN INC COM Common Stock 014482103 1063 40900 Shared A 0 40,900 0
ALLIANT TECHSYSTEMS INC COM Common Stock 018804104 1347 16400 Shared A 0 16,400 0
ALLSTATE CORP COM Common Stock 020002101 2912 83800 Shared AI 0 83,800 0
ALLTEL CORP COM Common Stock 020039103 522 10000 Shared I 0 10,000 0
ALPHA INDS INC COM Common Stock 020753109 307 9000 Shared N 0 9,000 0
ALPHARMA INC CL A Common Stock 020813101 1119 18300 Shared A 0 18,300 0
ALZA CORP COM Common Stock 022615108 431 4986 Shared H 0 4,986 0
AMAZON COM INC COM Common Stock 023135106 3236 84200 Shared D 0 84,200 0
AMERADA HESS CORP COM Common Stock 023551104 3032 45300 Shared A 0 45,300 0
AMERICA ONLINE INC DEL COM Common Stock 02364J104 7332 136400 Shared D 0 136,400 0
AMERICA WEST HLDG CORP CL B Common Stock 023657208 970 79600 Shared A 0 79,600 0
AMERICAN EXPRESS CO COM Common Stock 025816109 14097 232050 Shared CDF 0 232,050 0
AMERICAN HOME PRODS CORP COM Common Stock 026609107 4768 84300 Shared DI 0 84,300 0
AMERICAN INTL GROUP INC Common Stock 026874107 9602 100350 Shared F 0 100,350 0
AMERICAN TOWER CORP CL A Common Stock 029912201 306 8120 Shared E 0 8,120 0
AMERICREDIT CORP COM Common Stock 03060R101 3264 113300 Shared A 0 113,300 0
AMERISOURCE HEALTH CORP Common Stock 03071P102 408 8685 Shared EH 0 8,685 0
AMGEN INC COM Common Stock 031162100 943 13500 Shared D 0 13,500 0
ANHEUSER BUSCH COS INC COM Common Stock 035229103 1597 37750 Shared C 0 37,750 0
ANTEC CORP COM Common Stock 03664P105 359 12170 Shared E 0 12,170 0
APARTMENT INVT & MGMT CO CL A Common Stock 03748R101 1129 24500 Shared K 0 24,500 0
APPLEBEES INTL INC COM Common Stock 037899101 254 11050 Shared E 0 11,050 0
APPLIED MATERIALS INC DEL COM Common Stock 038222105 8508 143450 Shared CD 0 143,450 0
APPLIED MICRO CIRCUITS CORP CD Common Stock 03822W109 3330 16082 Shared DH 0 16,082 0
ARCHSTONE CMNTYS TR SH BEN INT Common Stock 039581103 984 40075 Shared K 0 40,075 0
ARCTIC CAT INC COM Common Stock 039670104 1169 92600 Shared A 0 92,600 0
ARDEN RLTY GROUP INC COM Common Stock 039793104 617 23000 Shared K 0 23,000 0
ARIBA INC COM Common Stock 04033V104 2134 14896 Shared DH 0 14,896 0
ARKANSAS BEST CORP DEL COM Common Stock 040790107 1398 90900 Shared A 0 90,900 0
ARVINMERITOR INC COM Common Stock 043353101 1353 92100 Shared A 0 92,100 0
ASHLAND INC COM Common Stock 044204105 2267 67300 Shared A 0 67,300 0
ASPEN TECHNOLOGY INC COM Common Stock 045327103 1354 30000 Shared E 0 30,000 0
ASSOCIATES FIRST CAP CORP Common Stock 046008108 2740 72100 Shared F 0 72,100 0
ASTORIA FINL CORP COM Common Stock 046265104 1560 40400 Shared A 0 40,400 0
AT RD INC COM Common Stock 04648K105 323 45000 Shared N 0 45,000 0
ATWOOD OCEANICS INC COM Common Stock 050095108 263 6300 Shared L 0 6,300 0
AVALONBAY CMNTYS INC COM Common Stock 053484101 1064 22320 Shared K 0 22,320 0
AVANT CORP COM Common Stock 053487104 1007 55200 Shared AL 0 55,200 0
AWARE INC MASS COM Common Stock 05453N100 324 8420 Shared E 0 8,420 0
AZTAR CORP COM Common Stock 054802103 1571 102200 Shared A 0 102,200 0
BISYS GROUP INC COM Common Stock 055472104 1285 16616 Shared EL 0 16,616 0
BANK AMER CORP COM Common Stock 060505104 6705 128026 Shared AI 0 128,026 0
BANK NEW YORK INC COM Common Stock 064057102 3668 65425 Shared C 0 65,425 0
BANK UTD CORP CL A Common Stock 065412108 1728 34100 Shared A 0 34,100 0
BANTA CORP COM Common Stock 066821109 1172 48100 Shared A 0 48,100 0
BARNES GROUP INC COM Common Stock 067806109 314 17100 Shared A 0 17,100 0
BARR LABS INC COM Common Stock 068306109 511 7700 Shared L 0 7,700 0
BAUSCH & LOMB INC COM Common Stock 071707103 2025 52000 Shared A 0 52,000 0
BAXTER INTL INC Common Stock 071813109 11222 140600 Shared F 0 140,600 0
BEA SYS INC COM Common Stock 073325102 3863 49600 Shared D 0 49,600 0
BEACON CAP PARTNERS INC COM Common Stock 073561300 324 18500 Shared K 0 18,500 0
BEAR STEARNS COS INC Common Stock 073902108 5865 93100 Shared A 0 93,100 0
BED BATH & BEYOND INC COM Common Stock 075896100 1361 55800 Shared D 0 55,800 0
BELLSOUTH CORP COM Common Stock 079860102 6021 149600 Shared A 0 149,600 0
BEMIS INC COM Common Stock 081437105 472 14700 Shared I 0 14,700 0
BIOVAIL CORP COM Common Stock 09067J109 265 3260 Shared H 0 3,260 0
BOEING CO COM Common Stock 097023105 7459 118400 Shared A 0 118,400 0
BOISE CASCADE CORP COM Common Stock 097383103 367 13800 Shared I 0 13,800 0
BOSTON PPTYS INC COM Common Stock 101121101 1473 34300 Shared K 0 34,300 0
BOWATER INC COM Common Stock 102183100 344 7400 Shared I 0 7,400 0
BRIGGS & STRATTON CORP COM WI Common Stock 109043109 1180 31200 Shared A 0 31,200 0
BROADCOM CORP COM Common Stock 111320107 2949 12100 Shared DN 0 12,100 0
BROADVISION INC COM Common Stock 111412102 444 17300 Shared D 0 17,300 0
BROCADE COMMUNICATIONS SYS IN Common Stock 111621108 3425 14514 Shared DH 0 14,514 0
BROWN SHOE INC NEW COM Common Stock 115736100 455 49500 Shared A 0 49,500 0
BUFFETS INC COM Common Stock 119882108 315 22943 Shared E 0 22,943 0
C D I CORP COM Common Stock 125071100 251 15700 Shared A 0 15,700 0
CIGNA CORP COM Common Stock 125509109 7955 76200 Shared AM 0 76,200 0
CLECO CORP NEW COM Common Stock 12561W105 1627 34800 Shared A 0 34,800 0
CSG SYS INTL INC COM Common Stock 126349109 335 11560 Shared E 0 11,560 0
CVS CORP COM Common Stock 126650100 5164 111500 Shared D 0 111,500 0
CABLEVISION SYS CORP COM Common Stock 12686C109 1474 22225 Shared C 0 22,225 0
CABLETRON SYS INC COM Common Stock 126920107 682 23200 Shared E 0 23,200 0
CABLE DESIGN TECHNOLOGIES CORP Common Stock 126924109 473 19460 Shared E 0 19,460 0
CACHEFLOW INC COM Common Stock 126946102 618 4322 Shared H 0 4,322 0
CABOT INDL TR COM SH BEN INT Common Stock 127072106 269 13500 Shared K 0 13,500 0
CALPINE CORP COM Common Stock 131347106 1696 16245 Shared DH 0 16,245 0
CAMDEN PPTY TR SH BEN INT Common Stock 133131102 808 26062 Shared K 0 26,062 0
CAPITAL ONE FINL CORP COM Common Stock 14040H105 3891 55532 Shared DH 0 55,532 0
CAPSTONE TURBINE CORP COM Common Stock 14067D102 518 7481 Shared EH 0 7,481 0
CAREMARK RX INC COM Common Stock 141705103 3601 320110 Shared E 0 320,110 0
CARRAMERICA RLTY CORP COM Common Stock 144418100 575 19000 Shared K 0 19,000 0
CASCADE NAT GAS CORP COM Common Stock 147339105 522 29800 Shared A 0 29,800 0
CASEYS GEN STORES INC COM Common Stock 147528103 260 20000 Shared L 0 20,000 0
CATALINA MARKETING CORP COM Common Stock 148867104 713 18950 Shared EL 0 18,950 0
CATO CORP NEW CL A Common Stock 149205106 631 50500 Shared A 0 50,500 0
CENTEX CORP COM Common Stock 152312104 4912 152900 Shared A 0 152,900 0
CENTEX CONSTR PRODS INC COM Common Stock 15231R109 883 35600 Shared A 0 35,600 0
CERIDIAN CORP COM Common Stock 15677T106 373 13290 Shared E 0 13,290 0
CHASE MANHATTAN CORP NEW COM Common Stock 16161A108 416 9000 Shared I 0 9,000 0
CHECKFREE CORP NEW COM Common Stock 162813109 602 14360 Shared E 0 14,360 0
CHELSEA GCA RLTY INC COM Common Stock 163262108 492 14000 Shared K 0 14,000 0
CIENA CORP COM Common Stock 171779101 3812 31038 Shared DH 0 31,038 0
CISCO SYS INC COM Common Stock 17275R102 19611 354948 Shared CD 0 354,948 0
CITIGROUP INC Common Stock 172967101 13391 247699 Shared ACF 0 247,699 0
CLEAR CHANNEL COMMUNICATIONS I Common Stock 184502102 6763 119700 Shared DF 0 119,700 0
CLOROX CO COM Common Stock 189054109 320 8100 Shared I 0 8,100 0
COASTAL CORP COM $0.33 1/3 PV Common Stock 190441105 385 5200 Shared M 0 5,200 0
COCA COLA CO COM Common Stock 191216100 1599 29000 Shared D 0 29,000 0
COMCAST CORP CL A SPL Common Stock 200300200 15334 374575 Shared CDF 0 374,575 0
COMMERCE GROUP INC MASS COM Common Stock 200641108 1427 49300 Shared A 0 49,300 0
COMMERCE ONE INC DEL COM Common Stock 200693109 1433 18255 Shared HN 0 18,255 0
COMMERCIAL METALS CO COM Common Stock 201723103 821 32200 Shared A 0 32,200 0
COMPUTER NETWORK TECHNOLOGY CO Common Stock 204925101 1048 30480 Shared E 0 30,480 0
CONCORD EFS INC COM Common Stock 206197105 1151 32400 Shared E 0 32,400 0
COOPER CAMERON CORP COM Common Stock 216640102 415 5630 Shared E 0 5,630 0
COOPER TIRE & RUBR CO COM Common Stock 216831107 675 67100 Shared A 0 67,100 0
COORS ADOLPH CO CL B Common Stock 217016104 5763 91200 Shared A 0 91,200 0
CORNING INC COM Common Stock 219350105 5818 19590 Shared DH 0 19,590 0
COUNTRYWIDE CR INDS INC COM Common Stock 222372104 3001 79500 Shared A 0 79,500 0
CREE RESH INC Common Stock 225447101 262 2250 Shared H 0 2,250 0
CRESCENT REAL ESTATE EQUITIES Common Stock 225756105 464 20800 Shared K 0 20,800 0
CUMMINS ENGINE CO INC COM Common Stock 231021106 2311 77200 Shared A 0 77,200 0
CYBERONICS INC COM Common Stock 23251P102 316 14760 Shared E 0 14,760 0
CYTYC CORP COM Common Stock 232946103 1355 31420 Shared E 0 31,420 0
DRS TECHNOLOGIES INC COM Common Stock 23330X100 452 27800 Shared L 0 27,800 0
DST SYS INC DEL COM Common Stock 233326107 483 4114 Shared E 0 4,114 0
DTE ENERGY CO COM Common Stock 233331107 2590 67700 Shared A 0 67,700 0
DARDEN RESTAURANTS INC COM Common Stock 237194105 6697 321800 Shared A 0 321,800 0
DELPHI AUTOMOTIVE SYS CORP COM Common Stock 247126105 726 48015 Shared A 0 48,015 0
DELPHI FINL GROUP INC CL A Common Stock 247131105 1503 37101 Shared A 0 37,101 0
DELTA AIR LINES INC DEL COM Common Stock 247361108 3825 86200 Shared A 0 86,200 0
DENDRITE INTL INC COM Common Stock 248239105 554 20670 Shared E 0 20,670 0
DEXTER CORP Common Stock 252165105 669 9400 Shared A 0 9,400 0
DIAGNOSTIC PRODS CORP COM Common Stock 252450101 1705 31800 Shared A 0 31,800 0
DIGITAL INSIGHT CORP COM Common Stock 25385P106 398 11085 Shared E 0 11,085 0
DISNEY WALT CO HLDG COM Common Stock 254687106 1339 35000 Shared D 0 35,000 0
DOLE FOOD INC COM Common Stock 256605106 544 36300 Shared A 0 36,300 0
DONNELLEY R R & SONS CO COM Common Stock 257867101 879 35800 Shared A 0 35,800 0
DOW CHEM CO COM Common Stock 260543103 4504 180600 Shared AM 0 180,600 0
DOWNEY FINL CORP COM Common Stock 261018105 1817 46000 Shared A 0 46,000 0
DRESS BARN INC COM Common Stock 261570105 928 44200 Shared A 0 44,200 0
DUKE WEEKS RLTY CORP COM Common Stock 264411505 983 40726 Shared K 0 40,726 0
DUPONT PHOTOMASKS INC COM Common Stock 26613X101 976 16620 Shared E 0 16,620 0
DURA PHARMACEUTICALS INC COM Common Stock 26632S109 1818 51400 Shared A 0 51,400 0
DYCOM INDS INC COM 33 1/3 PV Common Stock 267475101 315 7570 Shared E 0 7,570 0
DYNEGY INC NEW CL A Common Stock 26816Q101 264 4633 Shared H 0 4,633 0
EGL INC COM Common Stock 268484102 1006 33250 Shared EL 0 33,250 0
EMC CORP MASS COM Common Stock 268648102 16737 168850 Shared CD 0 168,850 0
EOG RES INC COM Common Stock 26875P101 463 11900 Shared E 0 11,900 0
EASTMAN CHEM CO COM Common Stock 277432100 1463 39600 Shared A 0 39,600 0
EASTMAN KODAK CO COM Common Stock 277461109 3977 97300 Shared AIM 0 97,300 0
EDISON INTL COM Common Stock 281020107 4061 210300 Shared A 0 210,300 0
EFFICIENT NETWORKS INC COM Common Stock 282056100 504 13500 Shared LN 0 13,500 0
EL PASO ELEC CO COM NEW Common Stock 283677854 1539 111800 Shared A 0 111,800 0
ELOYALTY CORP COM Common Stock 290151109 771 60435 Shared E 0 60,435 0
EMERSON ELEC CO COM Common Stock 291011104 536 8000 Shared I 0 8,000 0
EMMIS COMMUNICATIONS CORP Common Stock 291525103 282 11392 Shared EL 0 11,392 0
ENERGY EAST CORP COM Common Stock 29266M109 6036 266800 Shared A 0 266,800 0
ENRON CORP COM Common Stock 293561106 3726 42525 Shared C 0 42,525 0
EQUITY OFFICE PPTYS TR COM Common Stock 294741103 2071 66656 Shared K 0 66,656 0
EQUITY RESIDENTIAL PPTYS TR SH Common Stock 29476L107 1257 26192 Shared K 0 26,192 0
ESCO TECHNOLOGIES INC COM Common Stock 296315104 769 44200 Shared A 0 44,200 0
EXPEDITORS INTL WASH INC COM Common Stock 302130109 586 13000 Shared L 0 13,000 0
EXPRESS SCRIPTS INC CL A Common Stock 302182100 553 7650 Shared EL 0 7,650 0
EXTREME NETWORKS INC COM Common Stock 30226D106 547 4779 Shared H 0 4,779 0
EXXON MOBIL CORP COM Common Stock 30231G102 537 6024 Shared IM 0 6,024 0
FMC CORP COM NEW Common Stock 302491303 2984 44500 Shared A 0 44,500 0
FANNIE MAE Common Stock 313586109 2348 32835 Shared C 0 32,835 0
FEDERATED DEPT STORES INC DEL Common Stock 31410H101 1259 48200 Shared A 0 48,200 0
FEDERATED INVS INC PA CL B Common Stock 314211103 371 15010 Shared E 0 15,010 0
FIRST DATA CORP COM Common Stock 319963104 273 7000 Shared A 0 7,000 0
FIRST HEALTH GROUP CORP COM Common Stock 320960107 468 14500 Shared E 0 14,500 0
FIRST WASH BANCORP INC WASH CO Common Stock 33748T104 726 46260 Shared A 0 46,260 0
FISERV INC COM (WISC) Common Stock 337738108 361 6024 Shared EH 0 6,024 0
FIRSTFED FINL CORP DEL COM Common Stock 337907109 1122 48800 Shared A 0 48,800 0
FLEETBOSTON FINL CORP COM Common Stock 339030108 265 6800 Shared I 0 6,800 0
FLEMING COS INC COM Common Stock 339130106 1093 83700 Shared A 0 83,700 0
FLUSHING FINL CORP COM Common Stock 343873105 886 55800 Shared A 0 55,800 0
FORD MTR CO DEL COM PAR $0.01 Common Stock 345370860 4405 174009 Shared A 0 174,009 0
FOREST LABS INC COM Common Stock 345838106 2076 18100 Shared D 0 18,100 0
FOUR SEASONS HOTELS INC LTD VT Common Stock 35100E104 277 3780 Shared E 0 3,780 0
GAP INC COM Common Stock 364760108 2488 123650 Shared CD 0 123,650 0
GEHL CO COM Common Stock 368483103 334 28900 Shared A 0 28,900 0
GENENTECH INC COM NEW Common Stock 368710406 1585 8535 Shared C 0 8,535 0
GENERAL ELEC CO COM Common Stock 369604103 27660 479485 Shared CDF 0 479,485 0
GENERAL GROWTH PPTYS INC COM Common Stock 370021107 547 17000 Shared K 0 17,000 0
GENERAL MTRS CORP COM Common Stock 370442105 5076 78100 Shared AM 0 78,100 0
GENERAL MTRS CORP CL H NEW Common Stock 370442832 1854 49875 Shared C 0 49,875 0
GENTEX CORP COM Common Stock 371901109 350 14000 Shared L 0 14,000 0
GEORGIA PAC CORP COM Common Stock 373298108 2606 110900 Shared A 0 110,900 0
GLOBAL INDS LTD COM Common Stock 379336100 1024 81950 Shared E 0 81,950 0
GOLDEN WEST FINL CORP DEL COM Common Stock 381317106 6312 117700 Shared A 0 117,700 0
GRANT PRIDECO INC COM Common Stock 38821G101 299 13607 Shared EH 0 13,607 0
GREAT ATLANTIC & PAC TEA INC C Common Stock 390064103 491 44400 Shared A 0 44,400 0
GREENPOINT FINL CORP COM Common Stock 395384100 2891 97600 Shared A 0 97,600 0
HCA HEALTHCARE CO COM Common Stock 404119109 2892 77900 Shared A 0 77,900 0
HNC SOFTWARE INC COM Common Stock 40425P107 925 11310 Shared E 0 11,310 0
HAEMONETICS CORP MASS COM Common Stock 405024100 509 19980 Shared E 0 19,980 0
HAMILTON BANCORP INC FLA COM Common Stock 407013101 464 27300 Shared A 0 27,300 0
HANDLEMAN CO DEL COM Common Stock 410252100 1132 91500 Shared A 0 91,500 0
HARLEYSVILLE GROUP INC COM Common Stock 412824104 551 29000 Shared A 0 29,000 0
HARMAN INTL INDS INC NEW COM Common Stock 413086109 1650 42200 Shared A 0 42,200 0
HARRIS CORP DEL COM Common Stock 413875105 1217 42800 Shared A 0 42,800 0
HARSCO CORP COM Common Stock 415864107 882 40000 Shared A 0 40,000 0
HARTFORD FINL SVCS GROUP INC C Common Stock 416515104 284 3900 Shared M 0 3,900 0
HAVERTY FURNITURE COS INC COM Common Stock 419596101 743 67900 Shared A 0 67,900 0
HEINZ H J CO COM Common Stock 423074103 423 11400 Shared I 0 11,400 0
HI / FN INC COM Common Stock 428358105 716 10515 Shared EL 0 10,515 0
HIGHWOODS PPTYS INC COM Common Stock 431284108 331 14000 Shared K 0 14,000 0
HOME DEPOT INC COM Common Stock 437076102 6160 116085 Shared CD 0 116,085 0
HOMESTORE COM INC COM Common Stock 437852106 495 10582 Shared H 0 10,582 0
HONEYWELL INTL INC COM Common Stock 438516106 475 13325 Shared IM 0 13,325 0
HOSPITALITY PPTYS TR COM SH BE Common Stock 44106M102 631 27000 Shared K 0 27,000 0
HOUSEHOLD INTL CORP COM Common Stock 441815107 4870 86000 Shared A 0 86,000 0
HUBBELL INC CL B Common Stock 443510201 391 15600 Shared I 0 15,600 0
HYPERION SOLUTIONS CORP COM Common Stock 44914M104 576 22250 Shared E 0 22,250 0
IBP INC COM Common Stock 449223106 2024 110500 Shared A 0 110,500 0
ITT INDS INC COM Common Stock 450911102 337 10400 Shared I 0 10,400 0
IDEXX LABS INC COM Common Stock 45168D104 1146 42830 Shared EL 0 42,830 0
ILLINOIS TOOL WORKS Common Stock 452308109 1235 22100 Shared D 0 22,100 0
IMATION CORP COM Common Stock 45245A107 941 50500 Shared A 0 50,500 0
IMPATH INC COM Common Stock 45255G101 1192 18880 Shared E 0 18,880 0
IMRGLOBAL CORP COM Common Stock 45321W106 582 50040 Shared E 0 50,040 0
INFINITY BROADCASTING CORP NE Common Stock 45662S102 1627 49300 Shared D 0 49,300 0
INKTOMI CORP COM Common Stock 457277101 2896 25400 Shared DN 0 25,400 0
INPUT/OUTPUT INC Common Stock 457652105 326 33850 Shared E 0 33,850 0
INTEGRATED DEVICE TECHNOLOGY I Common Stock 458118106 748 8260 Shared E 0 8,260 0
INTEL CORP COM Common Stock 458140100 3869 93100 Shared DF 0 93,100 0
INTERMEDIA COMMUNICATIONS INC Common Stock 458801107 1421 48180 Shared E 0 48,180 0
INTERNATIONAL BUSINESS MACHS C Common Stock 459200101 5018 44600 Shared A 0 44,600 0
INTERNATIONAL FLAVORS & FRAGRA Common Stock 459506101 277 15200 Shared IM 0 15,200 0
INTERNATIONAL PAPER CO COM Common Stock 460146103 407 14200 Shared IM 0 14,200 0
INTERNATIONAL RECTIFIER CORP C Common Stock 460254105 329 6513 Shared H 0 6,513 0
INVITROGEN CORP COM Common Stock 46185R100 1600 22500 Shared A 0 22,500 0
IOMEGA CORP COM Common Stock 462030107 1237 247400 Shared A 0 247,400 0
I2 TECHNOLOGIES INC COM Common Stock 465754109 1796 9600 Shared D 0 9,600 0
JDS UNIPHASE CORP COM Common Stock 46612J101 1278 13500 Shared DN 0 13,500 0
JNI CORP COM Common Stock 46622G105 392 4400 Shared E 0 4,400 0
JOHNSON & JOHNSON COM Common Stock 478160104 2734 29100 Shared D 0 29,100 0
JUNIPER NETWORKS INC COM Common Stock 48203R104 8620 39372 Shared DH 0 39,372 0
K V PHARMACEUTICAL CO CL A Common Stock 482740206 848 24150 Shared L 0 24,150 0
KEITHLEY INSTRS INC COM Common Stock 487584104 1050 15000 Shared N 0 15,000 0
KELLY SVCS INC CL A Common Stock 488152208 964 40800 Shared A 0 40,800 0
KENT ELECTRS CORP COM Common Stock 490553104 291 12200 Shared L 0 12,200 0
KERR MC GEE CORP COM Common Stock 492386107 258 3900 Shared I 0 3,900 0
KILROY RLTY CORP COM Common Stock 49427F108 776 29080 Shared EK 0 29,080 0
KIMCO RLTY CORP COM MD Common Stock 49446R109 634 15000 Shared K 0 15,000 0
KING PHARMACEUTICALS INC COM Common Stock 495582108 410 12262 Shared L 0 12,262 0
KNIGHT TRANSN INC COM Common Stock 499064103 257 16500 Shared L 0 16,500 0
LANCASTER COLONY CORP COM Common Stock 513847103 504 20500 Shared A 0 20,500 0
LANDAMERICA FINL GROUP INC COM Common Stock 514936103 297 10400 Shared A 0 10,400 0
LANDSTAR SYS INC COM Common Stock 515098101 1062 23800 Shared A 0 23,800 0
LEHMAN BROS HLDGS INC COM Common Stock 524908100 6243 42254 Shared AH 0 42,254 0
LEUCADIA NATL CORP COM Common Stock 527288104 1549 57900 Shared A 0 57,900 0
LIFEPOINT HOSPS INC COM Common Stock 53219L109 515 14520 Shared E 0 14,520 0
LILLY ELI & CO COM $ 0.62 1/2 Common Stock 532457108 4178 51500 Shared D 0 51,500 0
LINCARE HLDGS INC COM Common Stock 532791100 396 13800 Shared E 0 13,800 0
LINCOLN ELEC HLDGS INC COM Common Stock 533900106 337 25300 Shared A 0 25,300 0
LINCOLN NATL CORP IND COM Common Stock 534187109 5044 104800 Shared A 0 104,800 0
LINEAR TECHNOLOGY CORP COM Common Stock 535678106 6121 94530 Shared C 0 94,530 0
LITTON INDS INC COM Common Stock 538021106 2646 59200 Shared A 0 59,200 0
LONGVIEW FIBRE CO WASH COM Common Stock 543213102 505 42100 Shared A 0 42,100 0
LOUISIANA PAC CORP COM Common Stock 546347105 673 73300 Shared A 0 73,300 0
LUBRIZOL CORP COM Common Stock 549271104 1018 51700 Shared A 0 51,700 0
M & F WORLDWIDE CORP COM Common Stock 552541104 416 71600 Shared A 0 71,600 0
M + T BK CORP Common Stock 55261F104 2851 5590 Shared F 0 5,590 0
MAF BANCORP INC COM Common Stock 55261R108 368 14800 Shared A 0 14,800 0
M D C HOLDINGS INC COM DEL Common Stock 552676108 1555 59800 Shared A 0 59,800 0
MGIC INVT CORP WIS COM Common Stock 552848103 2518 41200 Shared A 0 41,200 0
MMC NETWORKS INC COM Common Stock 55308N102 1410 11150 Shared E 0 11,150 0
MACERICH CO COM Common Stock 554382101 298 14000 Shared K 0 14,000 0
MACROVISION CORP COM Common Stock 555904101 424 5240 Shared H 0 5,240 0
MAGNETEK INC COM Common Stock 559424106 1251 117700 Shared A 0 117,700 0
MALLINCKRODT INC NEW COM Common Stock 561232109 6953 152400 Shared A 0 152,400 0
MARINE DRILLING COS INC COM PA Common Stock 568240204 373 13060 Shared E 0 13,060 0
MAY DEPT STORES CO COM Common Stock 577778103 291 14200 Shared IM 0 14,200 0
MAYTAG CORP COM Common Stock 578592107 3398 109400 Shared A 0 109,400 0
MEDIMMUNE INC COM Common Stock 584699102 475 6143 Shared H 0 6,143 0
MENTOR GRAPHICS CORP COM Common Stock 587200106 1795 76200 Shared A 0 76,200 0
MERCATOR SOFTWARE INC COM Common Stock 587587106 459 27700 Shared E 0 27,700 0
MERCK & CO INC COM Common Stock 589331107 4258 57200 Shared A 0 57,200 0
MERCURY INTERACTIVE CORP COM Common Stock 589405109 1710 10912 Shared HN 0 10,912 0
METRIS COS INC COM Common Stock 591598107 559 14149 Shared A 0 14,149 0
METTLER-TOLEDO INTL INC COM Common Stock 592688105 331 7520 Shared E 0 7,520 0
MICROSOFT CORP COM (WASH) Common Stock 594918104 2453 40665 Shared C 0 40,665 0
MICROCHIP TECHNOLOGY INC COM Common Stock 595017104 468 14145 Shared EL 0 14,145 0
MICROSEMI CORP COM Common Stock 595137100 305 8000 Shared N 0 8,000 0
MINNESOTA MNG & MFG CO COM Common Stock 604059105 793 8700 Shared IM 0 8,700 0
MORGAN J P & CO INC COM Common Stock 616880100 6692 40960 Shared AM 0 40,960 0
MORGAN STANLEY DEAN WITTER & C Common Stock 617446448 2695 29470 Shared C 0 29,470 0
MUSICLAND STORES CORP COM Common Stock 62758B109 526 74500 Shared A 0 74,500 0
NCO GROUP INC COM Common Stock 628858102 260 21900 Shared E 0 21,900 0
NCR CORP NEW COM Common Stock 62886E108 5657 149600 Shared A 0 149,600 0
NVR INC COM Common Stock 62944T105 364 4500 Shared A 0 4,500 0
NABISCO GROUP HLDG CORP COM Common Stock 62952P102 2416 84764 Shared A 0 84,764 0
NABORS INDS INC COM Common Stock 629568106 397 7580 Shared H 0 7,580 0
NACCO INDS INC CL A Common Stock 629579103 815 19400 Shared A 0 19,400 0
NATIONAL DATA CORP COM $0.125 Common Stock 635621105 1265 38545 Shared EG 0 38,545 0
NATIONAL-OILWELL INC COM Common Stock 637071101 309 9890 Shared E 0 9,890 0
NATURAL MICROSYSTEMS CORP COM Common Stock 638882100 1060 19697 Shared EH 0 19,697 0
NAVISTAR INTL CORP NEW Common Stock 63934E108 4057 135500 Shared A 0 135,500 0
NETEGRITY INC COM Common Stock 64110P107 452 6450 Shared E 0 6,450 0
NETWORK APPLIANCE INC COM STK Common Stock 64120L104 5103 40059 Shared DHN 0 40,059 0
NEW ERA OF NETWORKS INC COM Common Stock 644312100 275 11300 Shared E 0 11,300 0
NEWELL RUBBERMAID INC COM Common Stock 651229106 379 16600 Shared I 0 16,600 0
NEWFIELD EXPL CO COM Common Stock 651290108 946 20270 Shared EL 0 20,270 0
NEWPORT CORP COM Common Stock 651824104 877 5505 Shared H 0 5,505 0
NEXTEL COMMUNICATIONS INC CL A Common Stock 65332V103 2824 60415 Shared C 0 60,415 0
NEXTLINK COMMUNICATIONS INC CL Common Stock 65333H707 251 7120 Shared E 0 7,120 0
NOKIA CORP SPONSORED ADR REPRE Common Stock 654902204 8589 215745 Shared CD 0 215,745 0
NOBLE DRILLING CORP COM Common Stock 655042109 1382 27500 Shared E 0 27,500 0
NORTEK INC COM DELAWARE Common Stock 656559101 450 25700 Shared A 0 25,700 0
NORTEL NETWORKS CORP NEW COM Common Stock 656568102 9202 154500 Shared CD 0 154,500 0
NOVA CORP GA COM Common Stock 669784100 1087 63502 Shared EL 0 63,502 0
OCCIDENTAL PETE CORP COM Common Stock 674599105 3254 149200 Shared A 0 149,200 0
OCEANFIRST FINL CORP COM Common Stock 675234108 809 39000 Shared A 0 39,000 0
OLD REP INTL CORP COM Common Stock 680223104 1886 78400 Shared A 0 78,400 0
OLIN CORP COM Common Stock 680665205 1190 73500 Shared A 0 73,500 0
ONEOK INC NEW COM Common Stock 682680103 1622 40800 Shared A 0 40,800 0
ORACLE CORP COM Common Stock 68389X105 7930 100700 Shared D 0 100,700 0
ORTHODONTIC CTRS AMER INC COM Common Stock 68750P103 449 13490 Shared E 0 13,490 0
OSTEOTECH INC COM Common Stock 688582105 262 27370 Shared E 0 27,370 0
OXFORD INDS INC COM Common Stock 691497309 815 45600 Shared A 0 45,600 0
PECO ENERGY CO COM Common Stock 693304107 278 4595 Shared H 0 4,595 0
PG&E CORP COM Common Stock 69331C108 2907 120200 Shared A 0 120,200 0
PE CORP COM PE BIOSYSTEMS GROU Common Stock 69332S102 4321 37090 Shared CD 0 37,090 0
PMC-SIERRA INC COM Common Stock 69344F106 889 4130 Shared HN 0 4,130 0
PMI GROUP INC COM Common Stock 69344M101 5623 83000 Shared A 0 83,000 0
PNC BK CORP COM Common Stock 693475105 6461 99400 Shared AI 0 99,400 0
PRI AUTOMATION INC COM Common Stock 69357H106 321 17600 Shared E 0 17,600 0
PACIFIC CENTY FINL CORP COM Common Stock 694058108 3498 204260 Shared A 0 204,260 0
PALM INC COM Common Stock 696642107 4087 77200 Shared D 0 77,200 0
PAPA JOHNS INTL INC COM Common Stock 698813102 451 18000 Shared E 0 18,000 0
PARKER HANNIFIN CORP COM Common Stock 701094104 388 11500 Shared I 0 11,500 0
PATINA OIL & GAS CORP COM Common Stock 703224105 1352 67600 Shared A 0 67,600 0
PATTERSON DENTAL CO COM Common Stock 703412106 315 14000 Shared L 0 14,000 0
PENNEY J C INC COM Common Stock 708160106 269 22800 Shared I 0 22,800 0
PEOPLES ENERGY CORP COM Common Stock 711030106 527 15800 Shared AI 0 15,800 0
PEPSICO INC COM Common Stock 713448108 3965 86200 Shared DI 0 86,200 0
PEREGRINE SYS INC COM Common Stock 71366Q101 737 38896 Shared ELN 0 38,896 0
PETCO ANIMAL SUPPLIES INC COM Common Stock 716016100 453 20770 Shared E 0 20,770 0
PFIZER INC COM $0.10 PV Common Stock 717081103 14744 328093 Shared CD 0 328,093 0
PHARMACIA CORP COM Common Stock 71713U102 3352 55700 Shared D 0 55,700 0
PHILIP MORRIS COS INC COM Common Stock 718154107 5861 199100 Shared AM 0 199,100 0
PHILLIPS PETE CO COM Common Stock 718507106 7185 114500 Shared A 0 114,500 0
PHOTRONICS INC Common Stock 719405102 484 22200 Shared E 0 22,200 0
PILGRIMS PRIDE CORP COM Common Stock 721467108 426 62000 Shared A 0 62,000 0
PINNACLE HLDGS INC COM Common Stock 72346N101 526 19770 Shared E 0 19,770 0
PINNACLE WEST CAP CORP COM Common Stock 723484101 6008 118100 Shared A 0 118,100 0
PITNEY BOWES INC COM Common Stock 724479100 450 11400 Shared I 0 11,400 0
POLAROID CORP COM Common Stock 731095105 716 53300 Shared A 0 53,300 0
POLYONE CORP COM Common Stock 73179P106 703 96200 Shared A 0 96,200 0
POST PPTYS INC COM Common Stock 737464107 1082 24834 Shared K 0 24,834 0
POWER-ONE INC COM Common Stock 739308104 789 13032 Shared H 0 13,032 0
PRAXAIR INC COM Common Stock 74005P104 359 9600 Shared I 0 9,600 0
PRESIDENTIAL LIFE CORP COM Common Stock 740884101 681 45600 Shared A 0 45,600 0
PRIME HOSPITALITY CORP COM Common Stock 741917108 374 36900 Shared A 0 36,900 0
PROBUSINESS SVCS INC COM Common Stock 742674104 333 11010 Shared E 0 11,010 0
PROLOGIS TR SH BEN INT Common Stock 743410102 1018 42853 Shared K 0 42,853 0
PROTEIN DESIGN LABS INC COM Common Stock 74369L103 280 2323 Shared H 0 2,323 0
PROXIM INC COM Common Stock 744284100 317 7120 Shared E 0 7,120 0
PUBLIC SVC CO N MEX COM Common Stock 744499104 1687 65200 Shared A 0 65,200 0
PUBLIC SVC ENTERPRISE GROUP IN Common Stock 744573106 7838 175400 Shared A 0 175,400 0
PUBLIC STORAGE INC COM Common Stock 74460D109 1016 42436 Shared K 0 42,436 0
PULTE CORP COM Common Stock 745867101 4821 146100 Shared A 0 146,100 0
PURCHASEPRO COM INC COM Common Stock 746144104 762 8677 Shared H 0 8,677 0
QUEST DIAGNOSTICS INC COM Common Stock 74834L100 433 3771 Shared H 0 3,771 0
QWEST COMMUNICATIONS INTL INC Common Stock 749121109 3765 78337 Shared A 0 78,337 0
RGS ENERGY GROUP INC COM Common Stock 74956K104 1601 56800 Shared A 0 56,800 0
RSA SEC INC COM Common Stock 749719100 1635 37910 Shared E 0 37,910 0
RARE HOSPITALITY INTL INC COM Common Stock 753820109 1883 92400 Shared AL 0 92,400 0
RATIONAL SOFTWARE CORP COM NEW Common Stock 75409P202 278 4000 Shared N 0 4,000 0
REDBACK NETWORKS INC COM Common Stock 757209101 3281 20004 Shared DH 0 20,004 0
REGENCY RLTY CORP COM Common Stock 758939102 440 19200 Shared K 0 19,200 0
RENT A CTR INC NEW COM Common Stock 76009N100 413 11900 Shared A 0 11,900 0
REYNOLDS R J TOB HLDGS INC COM Common Stock 76182K105 955 29621 Shared A 0 29,621 0
RIGHT MGMT CONSULTANTS INC COM Common Stock 766573109 281 24400 Shared L 0 24,400 0
ROCK-TENN CO CL A Common Stock 772739207 353 35500 Shared A 0 35,500 0
ROCKWELL INTL CORP NEW COM Common Stock 773903109 2190 72400 Shared AIM 0 72,400 0
ROHM & HAAS CO COM Common Stock 775371107 355 12200 Shared I 0 12,200 0
ROUSE CO COM Common Stock 779273101 308 12350 Shared K 0 12,350 0
RYANS FAMILY STEAK HOUSES INC Common Stock 783519101 791 102900 Shared A 0 102,900 0
RYDER SYS INC COM Common Stock 783549108 553 30000 Shared A 0 30,000 0
RYLAND GROUP INC COM Common Stock 783764103 1438 46400 Shared A 0 46,400 0
SBC COMMUNICATIONS INC COM Common Stock 78387G103 7114 142288 Shared AIM 0 142,288 0
SDL INC COM Common Stock 784076101 5491 17753 Shared DFH 0 17,753 0
SEI INVESTMENTS CO COM Common Stock 784117103 442 6245 Shared HL 0 6,245 0
S1 CORP COM Common Stock 78463B101 313 26230 Shared EN 0 26,230 0
SALTON INC Common Stock 795757103 1118 34600 Shared A 0 34,600 0
SAWTEK INC COM Common Stock 805468105 298 7750 Shared EL 0 7,750 0
SCHERING PLOUGH CORP COM Common Stock 806605101 1573 33825 Shared CI 0 33,825 0
SCHOLASTIC CORP COM Common Stock 807066105 1213 15240 Shared E 0 15,240 0
SCHULMAN A INC COM Common Stock 808194104 595 54100 Shared A 0 54,100 0
SCHWAB CHARLES CORP NEW COM Common Stock 808513105 9549 268973 Shared CD 0 268,973 0
SEALED AIR CORP NEW COM Common Stock 81211K100 1253 27700 Shared D 0 27,700 0
SEALED AIR CORP NEW Common Stock 81211K209 652 14500 Shared D 0 14,500 0
SEARS ROEBUCK & CO COM Common Stock 812387108 890412 ******** Shared AJ ******** 104,900 0
SELECTIVE INS GROUP INC COM Common Stock 816300107 488 27300 Shared A 0 27,300 0
SERENA SOFTWARE INC COM Common Stock 817492101 345 7500 Shared N 0 7,500 0
SHURGARD STORAGE CTRS INC CL A Common Stock 82567D104 271 12000 Shared K 0 12,000 0
SIGMA ALDRICH CORP COM Common Stock 826552101 2954 89500 Shared A 0 89,500 0
SIMON PPTY GROUP INC NEW COM Common Stock 828806109 970 41400 Shared K 0 41,400 0
SIMPSON INDS INC COM Common Stock 829060102 1039 84800 Shared A 0 84,800 0
SIPEX CORP COM Common Stock 829909100 821 19530 Shared E 0 19,530 0
SKYWEST INC COM Common Stock 830879102 405 7910 Shared E 0 7,910 0
SMARTFORCE PUB LTD CO SPONSORE Common Stock 83170A206 1191 25140 Shared E 0 25,140 0
SMITH CHARLES E RESIDENTIAL RL Common Stock 832197107 862 19000 Shared K 0 19,000 0
SOLECTRON CORP COM (DEL) Common Stock 834182107 3778 81900 Shared D 0 81,900 0
SONIC CORP COM Common Stock 835451105 361 11470 Shared E 0 11,470 0
SONOCO PRODS CO COM Common Stock 835495102 258 14300 Shared I 0 14,300 0
SOUTHERN CO COM Common Stock 842587107 253 7800 Shared M 0 7,800 0
SPANISH BROADCASTING SYS INC C Common Stock 846425882 251 21325 Shared E 0 21,325 0
SPIEKER PPTYS INC COM Common Stock 848497103 1209 21000 Shared K 0 21,000 0
SPORTSONLINE COM INC Common Stock 848934105 279 20210 Shared E 0 20,210 0
SPRINGS INDS INC COM Common Stock 851783100 330 11700 Shared A 0 11,700 0
SPRINT CORPORATION STATE KANSA Common Stock 852061100 2846 97100 Shared A 0 97,100 0
SPRINT CORP PCS COM SER 1 Common Stock 852061506 4812 137245 Shared CD 0 137,245 0
STANDARD PAC CORP NEW COM Common Stock 85375C101 1057 58700 Shared A 0 58,700 0
STAPLES INC RETAIL & DELIVERY Common Stock 855030102 1033 72790 Shared C 0 72,790 0
STARWOOD HOTELS & RESORTS WOR Common Stock 85590A203 678 21700 Shared K 0 21,700 0
STATE STR CORP COM Common Stock 857477103 2847 21900 Shared D 0 21,900 0
STATEN IS BANCORP INC COM Common Stock 857550107 1368 68400 Shared A 0 68,400 0
STERICYCLE INC COM Common Stock 858912108 410 16750 Shared L 0 16,750 0
STERIS CORP COM Common Stock 859152100 306 25460 Shared E 0 25,460 0
STRATOS LIGHTWAVE INC COM Common Stock 863100103 277 8590 Shared EN 0 8,590 0
STUDENT LN CORP COM Common Stock 863902102 255 5230 Shared E 0 5,230 0
SUIZA FOODS CORP Common Stock 865077101 1151 22700 Shared A 0 22,700 0
SUMMIT BANCORP COM Common Stock 866005101 452 13100 Shared I 0 13,100 0
SUMMIT PPTYS INC COM Common Stock 866239106 416 17300 Shared K 0 17,300 0
SUN CMNTYS INC COM Common Stock 866674104 310 9800 Shared K 0 9,800 0
SUN MICROSYSTEMS INC COM Common Stock 866810104 14095 120725 Shared CD 0 120,725 0
SUNGARD DATA SYSTEMS INC Common Stock 867363103 979 22868 Shared E 0 22,868 0
SUNOCO INC COM Common Stock 86764P109 366 13600 Shared I 0 13,600 0
SUPERVALU INC COM Common Stock 868536103 2943 195400 Shared AI 0 195,400 0
SWIFT ENERGY CO COM Common Stock 870738101 1958 47100 Shared A 0 47,100 0
SYBASE INC COM Common Stock 871130100 1005 43700 Shared A 0 43,700 0
SYNOPSYS INC COM Common Stock 871607107 564 14900 Shared E 0 14,900 0
T R W INC COM Common Stock 872649108 3616 89000 Shared AI 0 89,000 0
TAIWAN SEMICONDUCTOR MFG CO LT Common Stock 874039100 712 34937 Shared C 0 34,937 0
TEK ELEC COM Common Stock 879101103 316 9610 Shared E 0 9,610 0
TEKTRONIX INC COM Common Stock 879131100 1529 19900 Shared A 0 19,900 0
TELEFLEX INC COM Common Stock 879369106 313 9100 Shared L 0 9,100 0
TELEFONICA DE ESPANA S A Common Stock 879382208 1903 32020 Shared C 0 32,020 0
TEMPLE INLAND INC COM Common Stock 879868107 261 6900 Shared I 0 6,900 0
TETRA TECH INC NEW COM Common Stock 88162G103 530 18553 Shared L 0 18,553 0
TEXAS INSTRS INC CAP Common Stock 882508104 9411 199440 Shared CD 0 199,440 0
TIFFANY & CO COM NEW Common Stock 886547108 409 10600 Shared L 0 10,600 0
TIME WARNER INC COM Common Stock 887315109 6303 80550 Shared C 0 80,550 0
TIMKEN CO COM Common Stock 887389104 1610 117600 Shared AI 0 117,600 0
TOOTSIE ROLL IND COM $0.69 4/9 Common Stock 890516107 276 7028 Shared E 0 7,028 0
TORCHMARK CORP COM Common Stock 891027104 406 14600 Shared I 0 14,600 0
TOSCO CORP COM NEW Common Stock 891490302 3328 106700 Shared A 0 106,700 0
TOTAL RENAL CARE HLDGS INC COM Common Stock 89151A107 508 67741 Shared E 0 67,741 0
TOYS R US COM Common Stock 892335100 3426 210800 Shared A 0 210,800 0
TRANSACTION SYS ARCHITECTS INC Common Stock 893416107 781 48090 Shared EL 0 48,090 0
TYCO INTL LTD NEW COM Common Stock 902124106 14966 288500 Shared DF 0 288,500 0
UGI CORP NEW COM Common Stock 902681105 1096 45200 Shared A 0 45,200 0
UIL HLDG CORP COM Common Stock 902748102 1178 22900 Shared A 0 22,900 0
UMB FINL CORP COM Common Stock 902788108 935 25100 Shared A 0 25,100 0
USX-MARATHON GROUP COM NEW Common Stock 902905827 3161 111400 Shared A 0 111,400 0
USA NETWORKS INC COM Common Stock 902984103 351 16000 Shared L 0 16,000 0
ULTRAMAR DIAMOND SHAMROCK COR Common Stock 904000106 4882 192400 Shared A 0 192,400 0
UNIONBANCAL CORP COM Common Stock 908906100 2760 118400 Shared A 0 118,400 0
UNITED NAT FOODS INC COM Common Stock 911163103 301 24350 Shared L 0 24,350 0
UNITEDHEALTH GROUP INC COM Common Stock 91324P102 869 8803 Shared DH 0 8,803 0
UNIVERSAL CORP VA COM Common Stock 913456109 3719 126600 Shared A 0 126,600 0
USFREIGHTWAYS CORP COM Common Stock 916906100 721 31800 Shared A 0 31,800 0
URBAN SHOPPING CTRS INC COM Common Stock 917060105 712 15000 Shared K 0 15,000 0
VALERO REFNG & MARKETING CO CO Common Stock 91913Y100 1552 44100 Shared A 0 44,100 0
VARIAN INC COM Common Stock 922206107 489 11360 Shared E 0 11,360 0
VARIAN SEMICONDUCTOR EQUIPTME Common Stock 922207105 366 9780 Shared E 0 9,780 0
VEECO INSTRS INC DEL COM Common Stock 922417100 1105 10395 Shared EH 0 10,395 0
VERITAS SOFTWARE CORP COM DEL Common Stock 923436109 7356 51800 Shared D 0 51,800 0
VERITY INC COM Common Stock 92343C106 594 16640 Shared EL 0 16,640 0
VERISIGN INC COM Common Stock 92343E102 2545 12565 Shared CEN 0 12,565 0
VERIZON COMMUNICATIONS COM Common Stock 92343V104 6854 141498 Shared AIM 0 141,498 0
VERTEX PHARMACEUTICALS INC COM Common Stock 92532F100 609 7203 Shared H 0 7,203 0
VIACOM INC CL B COMMON STOCK Common Stock 925524308 14037 239942 Shared CF 0 239,942 0
VINTAGE PETE INC COM Common Stock 927460105 537 23600 Shared A 0 23,600 0
VODAFONE GROUP PLC NEW SPONSOR Common Stock 92857W100 1980 53500 Shared D 0 53,500 0
VORNADO RLTY TR COM Common Stock 929042109 887 23900 Shared K 0 23,900 0
WJ COMMUNICATIONS INC COM Common Stock 929284107 518 14000 Shared N 0 14,000 0
WPS RES CORP COM Common Stock 92931B106 432 13200 Shared A 0 13,200 0
WADDELL & REED FINL INC CL A Common Stock 930059100 250 8070 Shared E 0 8,070 0
WAL MART STORES INC COM Common Stock 931142103 1323 27500 Shared C 0 27,500 0
WASHINGTON FED INC COM Common Stock 938824109 1272 55900 Shared A 0 55,900 0
WATERS CORP COM Common Stock 941848103 1023 11489 Shared H 0 11,489 0
WEATHERFORD INTL INC NEW COM Common Stock 947074100 365 8495 Shared E 0 8,495 0
WELLMAN INC COM Common Stock 949702104 541 37500 Shared A 0 37,500 0
WESTCORP INC (CALIF.) Common Stock 957907108 836 55700 Shared A 0 55,700 0
WESTVACO CORP COM Common Stock 961548104 4046 151600 Shared A 0 151,600 0
WHIRLPOOL CORP COM Common Stock 963320106 2663 68500 Shared A 0 68,500 0
WHOLE FOODS MKT INC COM Common Stock 966837106 395 7350 Shared L 0 7,350 0
WIND RIV SYS INC COM Common Stock 973149107 1161 24210 Shared EL 0 24,210 0
WINNEBAGO INDS INC COM Common Stock 974637100 779 62300 Shared A 0 62,300 0
XILINX INC COM Common Stock 983919101 4821 56300 Shared D 0 56,300 0
XTRA CORP COM Common Stock 984138107 693 15600 Shared A 0 15,600 0
YAHOO INC DEL Common Stock 984332106 1592 17500 Shared D 0 17,500 0
YELLOW CORP COM Common Stock 985509108 1931 127700 Shared A 0 127,700 0
YORK INTL CORP NEW COM Common Stock 986670107 1087 43700 Shared A 0 43,700 0
ZEBRA TECHNOLOGIES CORP CL A Common Stock 989207105 465 9670 Shared L 0 9,670 0
AMDOCS LIMITED SHS Common Stock G02602103 678 10869 Shared EG 0 10,869 0
APW LTD SHS Common Stock G04397108 395 8100 Shared L 0 8,100 0
AUDIOCODES LTD SHS Common Stock M15342104 298 3500 Shared N 0 3,500 0
GALILEO TECHNOLOGY LTD SHS Common Stock M47298100 384 12100 Shared E 0 12,100 0
ASM LITHOGRAPHY HLDGS N V Common Stock N07059111 2288 70805 Shared C 0 70,805 0
FLEXTRONICS INTL LTD ORD SHS Common Stock Y2573F102 266 3237 Shared H 0 3,237 0
</TABLE>
