FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 1999
Check here if Amendment: [ ] Amendment Number:
This Amendment (Check only one.):
[ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: AAL Capital Management Corporation
Address: 222 West College Avenue
Appleton, WI 541919-0007
Form 13F File Number: 28-3622
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: James H. Abitz
Title: Senior Vice President
Phone: (920) 734-5721
Signature, Place, and Date of Signing:
/s/James H. Abitz
- -------------------------------------------------------------
Signature
Appleton, Wisconsin
- -------------------------------------------------------------
City, State
August 5, 1999
- -------------------------------------------------------------
Date
Report Type (Check only one.):
[ X ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager: [If there are no entries in
this list, omit this section.]
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: None
Form 13F Information Table Entry Total: 388
Form 13F Information Table Value Total: $4,913,662
List of Other Included Mangers:
No. 13F File Number Name
<TABLE>
<CAPTION>
FORM 13F NAME OF REPORTING MANAGER: AAL CAPITAL MANAGEMENT CORPORATION #28-3622 DATE:06/30/99
<S> <C> <C> <C> <C> <C> <C> <C>
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
| | | | | | |
ITEM 1: | ITEM 2: | ITEM 3: | ITEM 4: | ITEM 5: | ITEM 6: |ITEM 7:| ITEM 8:
NAME OF ISSUER |TITLE OF CLASS | CUSIP | FAIR MARKET | SHARES OR |INVESTMENT DISCRETION|MANAGER| VOTING AUTHORITY
| | NUMBER | VALUE | PRINC. AMT.| SOLE SHARED OTHER | |SOLE SHARED NONE
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
AmeriSource Health | COMMON STOCK |03071P102 | 7,321| 287,100| X | | 287100
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Albertson's, Inc. | COMMON STOCK |013104104 | 2,269| 44,000| X | | 44000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Atlantic Coast | COMMON STOCK |048396105 | 735| 38,700| X | | 38700
Airlines Holdings | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Alberto Culver | COMMON STOCK |013068101 | 10,602| 398,200| X | | 398200
Company | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Acxiom Corporation | COMMON STOCK |005125109 | 7,165| 287,300| X | | 287300
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
ADC Telecommun. | COMMON STOCK |000886101 | 71,633| 1,572,200| X | |1572200
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Analog Devices, Inc.| COMMON STOCK |032654105 | 12,707| 253,200| X | | 253200
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Adelphia | COMMON STOCK |006848105 | 18,101| 284,500| X | | 284500
Communications | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Ameren Corporation | COMMON STOCK |023608102 | 1,381| 36,000| X | | 36000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
AES Corporation | COMMON STOCK |00130H105 | 4,202| 72,300| X | | 72300
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Advanced Fibre | COMMON STOCK |00754A105 | 850| 54,400| X | | 54400
Communications | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Associates First | COMMON STOCK |046008108 | 7,507| 169,410| X | | 169410
Capital Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
American Home | COMMON STOCK |026609107 | 5,463| 95,000| X | | 95000
Products Corporation| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
American Int'l | COMMON STOCK |026874107 | 124,516| 1,063,675| X | |1063675
Group, Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Ameritech | COMMON STOCK |030954101 | 55,003| 748,340| X | | 748340
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
AlliedSignal Inc. | COMMON STOCK |019512102 | 4,032| 64,000| X | | 64000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Annuity and Life Re | COMMON STOCK |G03910109 | 846| 37,700| X | | 37700
(Holdings), Ltd. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Amkor Technology, | COMMON STOCK |031652100 | 1,604| 156,500| X | | 156500
Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
AMRESCO, INC. | COMMON STOCK |031909104 | 910| 141,400| X | | 141400
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
American Management | COMMON STOCK |027352103 | 1,093| 34,100| X | | 34100
Systems, Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
American Tower | COMMON STOCK |029912201 | 528| 22,000| X | | 22000
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Anicom, Inc. | COMMON STOCK |035250109 | 872| 83,000| X | | 83000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
AnnTaylor Stores, | COMMON STOCK |036115103 | 423| 9,400| X | | 9400
Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Apache Corporation | COMMON STOCK |037411105 | 12,398| 317,900| X | | 317900
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Apex, Inc. | COMMON STOCK |037548104 | 2,620| 127,800| X | | 127800
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Applebee's Intl, | COMMON STOCK |037899101 | 1,518| 50,400| X | | 50400
Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Applied Power, Inc. | COMMON STOCK |038225108 | 527| 19,300| X | | 19300
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
ARM Financial Group | COMMON STOCK |001944107 | 695| 81,800| X | | 81800
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Arrow Electronics | COMMON STOCK |042735100 | 4,051| 213,200| X | | 213200
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Associated Banc-Corp| COMMON STOCK |045487105 | 8,412| 202,700| X | | 202700
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
At Home Corp. | COMMON STOCK |045919107 | 863| 16,000| X | | 16000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Atmos Energy Corp | COMMON STOCK |049560105 | 575| 23,000| X | | 23000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Artesyn Technologies| COMMON STOCK |043127109 | 7,522| 339,000| X | | 339000
Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Automatic Data | COMMON STOCK |053015103 | 67,760| 1,540,000| X | |1540000
Processing, Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Avon Products, Inc. | COMMON STOCK |054303102 | 12,005| 216,300| X | | 216300
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
American Express | COMMON STOCK |025816109 | 53,625| 412,100| X | | 412100
Company | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Autozone Inc. | COMMON STOCK |053332102 | 8,260| 274,200| X | | 274200
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Azurix Corp. | COMMON STOCK |05501M104 | 6,450| 322,500| X | | 322500
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
The Boeing Company | COMMON STOCK |097023105 | 1,944| 44,000| X | | 44000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
BankAmerica Corp | COMMON STOCK |060505104 | 45,674| 623,000| X | | 623000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Baxter International| COMMON STOCK |071813109 | 2,364| 39,000| X | | 39000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Burr Brown Corp | COMMON STOCK |122574106 | 1,373| 37,500| X | | 37500
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Biochem Pharma, Inc.| COMMON STOCK |09058T108 | 3,332| 177,700| X | | 177700
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
BEA Systems, Inc. | COMMON STOCK |073325102 | 9,069| 317,500| X | | 317500
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
BE Aerospace, Inc. | COMMON STOCK |073302101 | 2,142| 114,600| X | | 114600
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Bell Atlantic | COMMON STOCK |077853109 | 48,731| 745,400| X | | 745400
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Biogen Inc. | COMMON STOCK |090597105 | 6,283| 97,700| X | | 97700
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Benchmark Electronic| COMMON STOCK |08160H101 | 938| 26,100| X | | 26100
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Pinnacle Holdings, | COMMON STOCK |72346N101 | 1,149| 46,900| X | | 46900
Inc, | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
B J Services Co. | COMMON STOCK |055482103 | 2,502| 85,000| X | | 85000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
The Bank of New York| COMMON STOCK |064057102 | 1,174| 32,000| X | | 32000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Bank United Corp Cl | COMMON STOCK |065412108 | 1,101| 27,400| X | | 27400
A | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
BP Amoco Plc | COMMON STOCK |055622104 | 39,214| 361,424| X | | 361424
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Burlington Resources| COMMON STOCK |122014103 | 4,943| 114,300| X | | 114300
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
BEC Energy | COMMON STOCK |05538M101 | 1,955| 47,400| X | | 47400
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
The BISYS Group, | COMMON STOCK |055472104 | 1,345| 23,000| X | | 23000
Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Biomatrix, Inc. | COMMON STOCK |09060P102 | 270| 12,500| X | | 12500
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Citigroup, Inc. | COMMON STOCK |172967101 | 48,954| 1,030,600| X | |1030600
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Computer Associates | COMMON STOCK |204912109 | 13,441| 244,375| X | | 244375
International, Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Caere Corporation | COMMON STOCK |127646107 | 693| 52,300| X | | 52300
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Centura Banks Inc. | COMMON STOCK |15640T100 | 631| 11,200| X | | 11200
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Cambrex Corporation | COMMON STOCK |132011107 | 654| 24,900| X | | 24900
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Ciber, Inc. | COMMON STOCK |17163B102 | 270| 14,100| X | | 14100
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
CCB Financial | COMMON STOCK |124875105 | 6,789| 128,400| X | | 128400
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Crown, Cork and Seal| COMMON STOCK |228255105 | 741| 26,000| X | | 26000
Company, Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Cordant Technologies| COMMON STOCK |218412104 | 20,267| 448,500| X | | 448500
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Comidisco, Inc. | COMMON STOCK |200336105 | 3,201| 124,900| X | | 124900
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
CEC Entertainment | COMMON STOCK |125137109 | 549| 13,000| X | | 13000
Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Concord EFS, Inc. | COMMON STOCK |206197105 | 11,617| 274,550| X | | 274550
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Crescent Real Estate| COMMON STOCK |225756105 | 950| 40,000| X | | 40000
Equities Company | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Commercial Federal | COMMON STOCK |201647104 | 545| 23,500| X | | 23500
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Community First | COMMON STOCK |203902101 | 597| 25,000| X | | 25000
Bankshares, Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Cullen\Frost Bankers| COMMON STOCK |229899109 | 645| 23,400| X | | 23400
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Columbia Energy | COMMON STOCK |197648108 | 22,850| 364,500| X | | 364500
Group | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Cascade Natural Gas | COMMON STOCK |147339105 | 659| 34,700| X | | 34700
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Atlas Air, Inc. | COMMON STOCK |049164106 | 1,612| 50,000| X | | 50000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Coastal Corp | COMMON STOCK |190441105 | 2,920| 73,000| X | | 73000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Check Point Software| COMMON STOCK |M22465104 | 1,362| 25,400| X | | 25400
Technologies Ltd. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Chevron Corporation | COMMON STOCK |166751107 | 22,026| 231,400| X | | 231400
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Cigna Corporation | COMMON STOCK |125509109 | 64,240| 721,800| X | | 721800
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
CIENA Corporation | COMMON STOCK |171779101 | 1,207| 40,000| X | | 40000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Chase Manhattan | COMMON STOCK |16161A108 | 3,812| 44,000| X | | 44000
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Comcast Corporation | COMMON STOCK |200300200 | 118,668| 3,087,300| X | |3087300
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
CMS Energy Corp. | COMMON STOCK |125896100 | 11,013| 263,000| X | | 263000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Conseco Inc. | COMMON STOCK |208464107 | 61,386| 2,016,800| X | |2016800
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
CNF Transportation | COMMON STOCK |12612W104 | 3,412| 88,900| X | | 88900
Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Consolidated Natural| COMMON STOCK |20961510 | 1,640| 27,000| X | | 27000
Gas | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Centocor, Inc. | COMMON STOCK |152342101 | 4,266| 91,500| X | | 91500
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Charter One | COMMON STOCK |160903100 | 3,894| 140,000| X | | 140000
Financial, Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Cognos, Inc. | COMMON STOCK |19244C109 | 9,751| 448,300| X | | 448300
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Comair Holdings, Inc| COMMON STOCK |199789108 | 2,416| 116,100| X | | 116100
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Cox Communications | COMMON STOCK |224044107 | 113,780| 3,090,800| X | |3090800
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Campbell Soup Co. | COMMON STOCK |134429109 | 1,948| 42,000| X | | 42000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Corn Products | COMMON STOCK |219023108 | 1,411| 46,350| X | | 46350
International, Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Cabletron Systems | COMMON STOCK |126920107 | 3,173| 244,100| X | | 244100
Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Computer Sciences Co| COMMON STOCK |205363104 | 16,121| 233,000| X | | 233000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Cisco Systems, Inc. | COMMON STOCK |17275R102 | 62,942| 975,850| X | | 975850
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Cincinnati Bell,Inc.| COMMON STOCK |171870108 | 10,678| 428,200| X | | 428200
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Central & Southwest | COMMON STOCK |152357109 | 1,706| 73,000| X | | 73000
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
CenturyTel, Inc. | COMMON STOCK |156700106 | 6,133| 154,300| X | | 154300
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Commscope, Inc, | COMMON STOCK |203372107 | 578| 18,800| X | | 18800
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Cablevision Systems | COMMON STOCK |12686C109 | 18,683| 266,900| X | | 266900
Corp, Class A | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Convergys Corp. | PREFERRED |212485106 | 1,001| 52,000| X | | 52000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Cable & Wireless | COMMON STOCK |126830207 | 3,566| 90,000| X | | 90000
PLC-ADR | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Casella Waste | COMMON STOCK |147448104 | 936| 36,000| X | | 36000
Systems, Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Dominion Resources, | COMMON STOCK |257470104 | 2,079| 48,000| X | | 48000
Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
E.I. Du Pont De | COMMON STOCK |263534109 | 3,347| 49,000| X | | 49000
Nemours and Company | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Dean Foods Company | COMMON STOCK |242361103 | 4,659| 112,100| X | | 112100
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Dollar General | COMMON STOCK |256669102 | 3,661| 126,250| X | | 126250
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Dayton Hudson | COMMON STOCK |239753106 | 3,120| 48,000| X | | 48000
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Deltek Systems | COMMON STOCK |24785A108 | 863| 87,400| X | | 87400
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Dollar Tree Stores, | COMMON STOCK |256747106 | 766| 17,400| X | | 17400
Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Delphi Automotive | COMMON STOCK |247126105 | 311| 16,774| X | | 16774
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Duke Realty | COMMON STOCK |264411505 | 1,173| 52,000| X | | 52000
Investments, Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Dura Automotive | COMMON STOCK |265903104 | 1,995| 60,000| X | | 60000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Dallas Semiconductor| COMMON STOCK |235204104 | 621| 12,300| X | | 12300
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
DSP Communications, | COMMON STOCK |23332K106 | 505| 17,500| X | | 17500
Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
DeVRY, Inc. | COMMON STOCK |251893103 | 472| 21,100| X | | 21100
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Daisytek Intl Corp | COMMON STOCK |234053106 | 1,563| 95,800| X | | 95800
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Consolidated Edison | COMMON STOCK |20911510 | 1,025| 22,650| X | | 22650
Company of New York | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
E*TRADE Group, Inc. | COMMON STOCK |269246104 | 7,093| 177,600| X | | 177600
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Edison International| COMMON STOCK |281020107 | 23,353| 873,000| X | | 873000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Elan Corporation Plc| COMMON STOCK |284131208 | 12,066| 434,800| X | | 434800
ADR | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Callaway Golf | COMMON STOCK |131193104 | 1,167| 79,800| X | | 79800
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Emmis Communications| COMMON STOCK |291525103 | 2,429| 49,200| X | | 49200
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Eastman Chemical | COMMON STOCK |277432100 | 8,632| 166,800| X | | 166800
Company | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Emerson Electric Co.| COMMON STOCK |291011104 | 3,458| 55,000| X | | 55000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Equity Residential | COMMON STOCK |29476L107 | 1,127| 25,000| X | | 25000
Properties Trust | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Electronic Arts Inc.| COMMON STOCK |285512109 | 8,181| 150,800| X | | 150800
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Express Scripts, | COMMON STOCK |302182100 | 704| 11,700| X | | 11700
Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
ENSCO International,| COMMON STOCK |26874Q100 | 8,499| 426,300| X | | 426300
Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Ethan Allen | COMMON STOCK |297602104 | 532| 14,100| X | | 14100
Interiors, Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Entergy Corporation | COMMON STOCK |29364G103 | 7,516| 240,500| X | | 240500
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
E.W. Blanch Holdings| COMMON STOCK |093210102 | 743| 10,900| X | | 10900
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Ford Motor Company | COMMON STOCK |345370100 | 1,862| 33,000| X | | 33000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Furniture Brands Int| COMMON STOCK |360921100 | 9,397| 337,100| X | | 337100
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
First Data | COMMON STOCK |319963104 | 35,502| 725,466| X | | 725466
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Family Dollar Stores| COMMON STOCK |307000109 | 8,006| 333,600| X | | 333600
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Fiserv, Inc. | COMMON STOCK |337738108 | 8,533| 272,500| X | | 272500
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Flowers Industries, | COMMON STOCK |343496105 | 1,540| 71,000| X | | 71000
Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Fleet Financial Grp | COMMON STOCK |338915101 | 1,065| 24,000| X | | 24000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Foodmaker Inc. | COMMON STOCK |344839204 | 392| 13,800| X | | 13800
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
F & M Bancorporation| COMMON STOCK |302371109 | 1,053| 27,900| X | | 27900
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
FirstMerit Corp. | COMMON STOCK |337915102 | 954| 34,000| X | | 34000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Fannie Mae | COMMON STOCK |313586109 | 50,180| 733,900| X | | 733900
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
The FINOVA Group | COMMON STOCK |317928109 | 2,652| 50,400| X | | 50400
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Sprint Corporation | COMMON STOCK |852061100 | 14,207| 269,000| X | | 269000
(fon Group) | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Forrester Research, | COMMON STOCK |346563109 | 510| 20,400| X | | 20400
Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Fox Entertainment | COMMON STOCK |35138T107 | 2,828| 105,000| X | | 105000
Group | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
First Industrial | COMMON STOCK |32054K103 | 7,312| 266,500| X | | 266500
Realty Trust, Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Freddie Mac | COMMON STOCK |313400301 | 2,378| 41,000| X | | 41000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Forest Labs Inc. | COMMON STOCK |345838106 | 6,003| 129,800| X | | 129800
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
First Union | COMMON STOCK |337358105 | 1,410| 30,000| X | | 30000
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Gillette Company | COMMON STOCK |375766102 | 24,083| 587,400| X | | 587400
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Gulfstream Aerospace| COMMON STOCK |402734107 | 7,675| 113,600| X | | 113600
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Gannett Company, | COMMON STOCK |364730101 | 25,160| 352,500| X | | 352500
Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
General Electric | COMMON STOCK |369604103 | 131,464| 1,163,400| X | |1163400
Company | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Genzyme Corporation | COMMON STOCK |372917104 | 7,896| 162,800| X | | 162800
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Getty Images, Inc. | COMMON STOCK |374276103 | 1,055| 55,900| X | | 55900
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Gilat Satellite | COMMON STOCK |M51474100 | 761| 14,500| X | | 14500
Networks, Ltd. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
General Mills, Inc. | COMMON STOCK |370334104 | 51,392| 639,400| X | | 639400
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Corning Inc. | COMMON STOCK |219350105 | 1,473| 21,000| X | | 21000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
General Motors Corp.| COMMON STOCK |370442105 | 1,584| 24,000| X | | 24000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
General Nutrition | COMMON STOCK |37047F103 | 14,125| 605,900| X | | 605900
Incorporated | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Goodrich (B.F.) | COMMON STOCK |382388106 | 2,422| 57,000| X | | 57000
Company | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Golden State Bancorp| COMMON STOCK |381197102 | 4,961| 225,500| X | | 225500
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
GTE Corporation | COMMON STOCK |362320103 | 2,651| 35,000| X | | 35000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Gateway Inc. | COMMON STOCK |367626108 | 8,567| 145,200| X | | 145200
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Granite Construction| COMMON STOCK |387328107 | 809| 27,600| X | | 27600
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Halliburton Company | COMMON STOCK |406216101 | 20,788| 459,400| X | | 459400
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Hasbro, Inc. | COMMON STOCK |418056107 | 4,624| 165,500| X | | 165500
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
HCC Insurance | COMMON STOCK |404132102 | 7,675| 338,300| X | | 338300
Holdings, Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
The Home Depot, Inc.| COMMON STOCK |437076102 | 3,480| 54,000| X | | 54000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Harley-Davidson Inc.| COMMON STOCK |412822108 | 44,778| 823,500| X | | 823500
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Household | COMMON STOCK |441815107 | 24,185| 510,500| X | | 510500
International Corp. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Hartford Life, Inc. | COMMON STOCK |416592103 | 1,473| 28,000| X | | 28000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Health Management | COMMON STOCK |421933102 | 1,479| 131,500| X | | 131500
Associates | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
H.J. HEINZ COMPANY | COMMON STOCK |423074103 | 2,155| 43,000| X | | 43000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Honeywell, Inc. | COMMON STOCK |438506107 | 22,515| 194,300| X | | 194300
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Starwood Hotels & | COMMON STOCK |85590A203 | 10,212| 334,129| X | | 334129
Resorts Trust | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
H&R Block, Inc. | COMMON STOCK |093671105 | 3,850| 77,000| X | | 77000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Hannaford Brothers | COMMON STOCK |410550107 | 6,789| 126,900| X | | 126900
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Houghton Mifflin | COMMON STOCK |441560109 | 3,421| 72,700| X | | 72700
Company | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Hudson United | COMMON STOCK |444165104 | 502| 16,400| X | | 16400
Bancorp | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Hewlett-Packard | COMMON STOCK |428236103 | 17,698| 176,100| X | | 176100
Company | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Intimate Brands, Inc| COMMON STOCK |461156101 | 3,213| 67,830| X | | 67830
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
International | COMMON STOCK |459200101 | 4,912| 38,000| X | | 38000
Business Machines | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
IDEC Pharmaceuticals| COMMON STOCK |449370105 | 432| 5,600| X | | 5600
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Idexx Laboratories, | COMMON STOCK |45168D104 | 557| 23,900| X | | 23900
Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Inhale Therapeutic | COMMON STOCK |457191104 | 541| 22,700| X | | 22700
Systems | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Intel Corporation | COMMON STOCK |458140100 | 68,288| 1,147,700| X | |1147700
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
INTERIM SERVICES INC| COMMON STOCK |45868P100 | 388| 18,800| X | | 18800
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Intl. Telecommunica-| COMMON STOCK |46047F104 | 1,360| 85,000| X | | 85000
tion Data Systems | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
ITI TECHNOLOGIES | COMMON STOCK |450564109 | 1,036| 45,800| X | | 45800
INCORPORATED | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
J.jill Group Inc. | COMMON STOCK |466189107 | 1,401| 95,800| X | | 95800
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Johnson & Johnson | COMMON STOCK |478160104 | 66,983| 683,500| X | | 683500
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
J.P. Morgan | COMMON STOCK |616880100 | 56,509| 402,200| X | | 402200
& Company | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Koala Corporation | COMMON STOCK |499866101 | 859| 32,100| X | | 32100
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Keebler Foods | COMMON STOCK |487256109 | 6,324| 208,200| X | | 208200
Company | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Kmart Corporation | COMMON STOCK |4825841029 | 2,351| 143,000| X | | 143000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Kimberly-Clark | COMMON STOCK |494368103 | 21,740| 381,400| X | | 381400
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Kent Electronics | COMMON STOCK |490553104 | 1,688| 85,200| X | | 85200
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
MBNA Corporation | COMMON STOCK |55262L100 | 30,168| 985,093| X | | 985093
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Lamar Advertising Co| COMMON STOCK |512815101 | 1,977| 48,300| X | | 48300
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Legato Systems, Inc.| COMMON STOCK |524651106 | 11,296| 195,600| X | | 195600
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Linens 'n | COMMON STOCK |535679104 | 411| 9,400| X | | 9400
Things, Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Linear Technology | COMMON STOCK |535678106 | 4,217| 62,700| X | | 62700
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Eli Lilly & Company | COMMON STOCK |532457108 | 42,302| 590,600| X | | 590600
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Legg Mason | COMMON STOCK |524901105 | 450| 11,700| X | | 11700
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Liberty Media Group | COMMON STOCK |001957208 | 65,658| 1,786,604| X | |1786604
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Lockheed Martin | COMMON STOCK |539830109 | 1,266| 34,000| X | | 34000
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Lowe's Companies | COMMON STOCK |548661107 | 2,948| 52,000| X | | 52000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Lattice Semiconductr| COMMON STOCK |518415104 | 585| 9,400| X | | 9400
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
LSI Logic | COMMON STOCK |502161102 | 8,007| 173,600| X | | 173600
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Lucent Technologies,| COMMON STOCK |549463107 | 119,310| 1,769,192| X | |1769192
Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Lexmark Int. | COMMON STOCK |529771107 | 7,848| 118,800| X | | 118800
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Macromedia, Inc. | COMMON STOCK |556100105 | 268| 7,600| X | | 7600
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
MAPICS, Inc. | COMMON STOCK |564910107 | 159| 15,100| X | | 15100
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Medtronic, Inc. | COMMON STOCK |585055106 | 19,897| 255,500| X | | 255500
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
MDU Resources Group,| COMMON STOCK |552690109 | 5,834| 255,750| X | | 255750
Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
MidAmerican Energy | COMMON STOCK |59562V107 | 11,568| 334,100| X | | 334100
Holdings | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Medimmune, Inc. | COMMON STOCK |584699102 | 5,278| 77,900| X | | 77900
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Mellon Bank | COMMON STOCK |585509102 | 2,183| 60,000| X | | 60000
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Mercury Interactive | COMMON STOCK |589405109 | 333| 9,400| X | | 9400
Corp. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Methode Electronics,| COMMON STOCK |591520200 | 389| 17,000| X | | 17000
Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Mobile Mini, Inc. | COMMON STOCK |60740F105 | 460| 23,500| X | | 23500
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Herman Miller, Inc. | COMMON STOCK |600544100 | 13,308| 633,700| X | | 633700
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Medical Manager Corp| COMMON STOCK |58461C103 | 434| 9,800| X | | 9800
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Philip Morris | COMMON STOCK |718154107 | 68,785| 1,711,600| X | |1711600
Companies, Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Mobil Corporation | COMMON STOCK |607059102 | 3,564| 36,000| X | | 36000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Motorola, Inc. | COMMON STOCK |620076109 | 38,611| 407,500| X | | 407500
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Mercantile | COMMON STOCK |587405101 | 814| 23,000| X | | 23000
Bankshares Corp | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Marshall & Isley | COMMON STOCK |571834100 | 6,386| 99,200| X | | 99200
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Merck & Co., Inc. | COMMON STOCK |589331107 | 117,327| 1,585,500| X | |1585500
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
MS Carriers, Inc. | COMMON STOCK |553533100 | 958| 32,300| X | | 32300
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Microsoft | COMMON STOCK |594918104 | 144,011| 1,596,800| X | |1596800
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
MicroStrategy, Incor| COMMON STOCK |594972101 | 458| 12,100| X | | 12100
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
M&T Bank Corporation| COMMON STOCK |55261F104 | 7,260| 13,200| X | | 13200
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
MGIC Investment | COMMON STOCK |552848103 | 33,804| 695,200| X | | 695200
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Minerals | COMMON STOCK |603158106 | 5,079| 91,000| X | | 91000
Technologies, Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Morgan St Dean | COMMON STOCK |617446448 | 38,079| 371,500| X | | 371500
Witter & Co. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Mylan Laboratories | COMMON STOCK |628530107 | 9,731| 367,200| X | | 367200
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
National Instruments| COMMON STOCK |636518102 | 283| 7,000| X | | 7000
Corp | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Nabors Industries | COMMON STOCK |629568106 | 6,016| 246,200| X | | 246200
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
National City | COMMON STOCK |635405103 | 32,337| 493,700| X | | 493700
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Network Plus | COMMON STOCK |64122D506 | 19| 900| X | | 900
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
New Century | COMMON STOCK |64352U103 | 11,613| 299,200| X | | 299200
Energies, Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
National Data Corp. | COMMON STOCK |635621105 | 17,502| 409,400| X | | 409400
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Noble Drilling | COMMON STOCK |655042109 | 9,387| 476,800| X | | 476800
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
National Fuel Gas Co| COMMON STOCK |636180101 | 7,949| 163,900| X | | 163900
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
NiSource Inc. | COMMON STOCK |65473P105 | 8,312| 322,000| X | | 322000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
NOVA Corporation | COMMON STOCK |669784100 | 5,265| 210,600| X | | 210600
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
New Jersey Resources| COMMON STOCK |646025106 | 352| 9,400| X | | 9400
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Newbridge Networks | COMMON STOCK |650901101 | 3,657| 127,200| X | | 127200
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Inspire Insurance | COMMON STOCK |457732105 | 1,295| 89,300| X | | 89300
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Northern Trust | COMMON STOCK |665859104 | 9,409| 97,000| X | | 97000
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Novellus Systmes, | COMMON STOCK |670008101 | 853| 12,500| X | | 12500
Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
The New York Times | COMMON STOCK |650111107 | 17,412| 473,000| X | | 473000
Company Class A | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Oak Industries, Inc.| COMMON STOCK |671400505 | 389| 8,900| X | | 8900
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Orthodontic Centers | COMMON STOCK |68750P103 | 600| 42,500| X | | 42500
of America, Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Omnicare, Inc. | COMMON STOCK |681904108 | 2,002| 158,600| X | | 158600
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Old Kent Financial | COMMON STOCK |679833103 | 5,299| 126,555| X | | 126555
Corp | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Banc One Corporation| COMMON STOCK |06423A103 | 54,735| 918,957| X | | 918957
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Oregon Steel Mills | COMMON STOCK |686079104 | 639| 48,000| X | | 48000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Outdoor Systems, | COMMON STOCK |690057104 | 7,312| 200,325| X | | 200325
Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Outback Steakhouse, | COMMON STOCK |689899102 | 5,250| 133,550| X | | 133550
Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Osteotech, Inc. | COMMON STOCK |688582105 | 448| 15,600| X | | 15600
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Oshkosh Truck Corp. | COMMON STOCK |688239201 | 1,655| 32,900| X | | 32900
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Pitney-Bowes, Inc. | COMMON STOCK |724479100 | 1,285| 20,000| X | | 20000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Paccar Inc. | COMMON STOCK |693718108 | 5,386| 100,900| X | | 100900
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
PG & E Corporation | COMMON STOCK |69331C108 | 1,820| 56,000| X | | 56000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Sprint PCS Group | COMMON STOCK |852061506 | 3,839| 67,200| X | | 67200
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Patterson Dental | COMMON STOCK |703412106 | 1,532| 44,100| X | | 44100
Company | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Precision Drilling | COMMON STOCK |74022D100 | 3,500| 183,600| X | | 183600
Corp. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Pfizer Inc. | COMMON STOCK |717081103 | 84,672| 771,500| X | | 771500
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Procter & Gamble | COMMON STOCK |742718109 | 65,001| 728,300| X | | 728300
Company | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Petroleum Geo- | COMMON STOCK |716597109 | 5,364| 360,600| X | | 360600
Services ASA ADR | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Peoples Heritage | COMMON STOCK |711147108 | 8,029| 426,800| X | | 426800
Financial Group | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Pier 1 Imports | COMMON STOCK |720279108 | 1,127| 100,200| X | | 100200
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Pixar, Inc. | COMMON STOCK |725811103 | 7,698| 178,500| X | | 178500
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Premier Parks Inc. | COMMON STOCK |740540208 | 9,856| 268,200| X | | 268200
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Protective Life | COMMON STOCK |743674103 | 3,142| 95,200| X | | 95200
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
PMC - Sierra Inc | COMMON STOCK |69344F106 | 4,462| 75,700| X | | 75700
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Pentair, Inc. | COMMON STOCK |709631105 | 5,851| 127,900| X | | 127900
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Pinnacle West | COMMON STOCK |723484101 | 12,960| 322,000| X | | 322000
Capital Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Piedmont Natural Gas| COMMON STOCK |720186105 | 364| 11,700| X | | 11700
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Catalina Marketing | COMMON STOCK |148867104 | 478| 5,200| X | | 5200
Corp. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Pharmaceutical | COMMON STOCK |717124101 | 1,111| 40,600| X | | 40600
Product Development | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Prism Financial Corp| COMMON STOCK |74264Q108 | 578| 28,300| X | | 28300
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Power-One, Inc. | COMMON STOCK |739308104 | 741| 30,100| X | | 30100
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
QUALCOMM, Inc. | COMMON STOCK |747525103 | 13,819| 96,300| X | | 96300
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Quadramed Corp. | COMMON STOCK |74730W101 | 683| 84,100| X | | 84100
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Rite Aid Corporation| COMMON STOCK |767754104 | 1,921| 78,000| X | | 78000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Ralston-Ralston | COMMON STOCK |751277302 | 2,313| 76,000| X | | 76000
Purina Group | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Renal Care Group Inc| COMMON STOCK |759930100 | 888| 34,300| X | | 34300
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Royal Caribbean | COMMON STOCK |V7780T103 | 9,966| 227,800| X | | 227800
Cruise Lines | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Royal Dutch | COMMON STOCK |780257804 | 44,995| 746,800| X | | 746800
Petroleum Company | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Reader's Digest | COMMON STOCK |755267101 | 3,248| 81,700| X | | 81700
Association, Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Radian Group, Inc. | COMMON STOCK |750236101 | 2,392| 49,000| X | | 49000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Transocean Offshore | COMMON STOCK |G9007610 | 6,043| 230,200| X | | 230200
Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Reliastar Financial | COMMON STOCK |75952U103 | 3,723| 85,100| X | | 85100
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Gibralter Steel | COMMON STOCK |37476F103 | 1,718| 69,400| X | | 69400
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Rockwell | COMMON STOCK |773903109 | 12,284| 202,200| X | | 202200
International Corpor| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Ross Stores, Inc. | COMMON STOCK |778296103 | 51,680| 1,025,900| X | |1025900
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
RPM, Inc. | COMMON STOCK |749685103 | 5,079| 358,000| X | | 358000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Republic Services | COMMON STOCK |760759100 | 9,638| 389,400| X | | 389400
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Restoration Hardware| COMMON STOCK |760981100 | 839| 62,700| X | | 62700
Inc | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Rayonier, Inc. | COMMON STOCK |754907103 | 7,626| 153,100| X | | 153100
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
ShowCase | COMMON STOCK |82539P102 | 78| 9,000| X | | 9000
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Sonic Automotive, | COMMON STOCK |83545G102 | 1,400| 101,800| X | | 101800
Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
SBC Communications | COMMON STOCK |78387G103 | 4,081| 70,370| X | | 70370
Incorporated | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Starbucks | COMMON STOCK |855244109 | 5,048| 134,400| X | | 134400
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Security Dynamics | COMMON STOCK |814208104 | 4,802| 226,000| X | | 226000
Technologies, Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Southdown, Inc. | COMMON STOCK |841297104 | 16,140| 251,200| X | | 251200
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Sterling Commerce, | COMMON STOCK |859205106 | 5,497| 150,600| X | | 150600
Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
SEI Investments | COMMON STOCK |784117103 | 415| 4,700| X | | 4700
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
SpeedFam-IPEC, Inc. | COMMON STOCK |847705100 | 377| 23,440| X | | 23440
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Schering-Plough | COMMON STOCK |806605101 | 35,770| 674,900| X | | 674900
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Saks Inc. | COMMON STOCK |79377W108 | 9,849| 341,100| X | | 341100
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
SkyWest, Inc | COMMON STOCK |830879102 | 292| 11,700| X | | 11700
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Sara Lee Corporation| COMMON STOCK |803111103 | 1,951| 86,000| X | | 86000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
SLI, Inc. | COMMON STOCK |78442T108 | 6,912| 256,000| X | | 256000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Synopsys, Inc. | COMMON STOCK |871607107 | 7,390| 133,900| X | | 133900
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Sunrise Assisted | COMMON STOCK |86768K106 | 7,432| 213,100| X | | 213100
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Simon Property | COMMON STOCK |828806109 | 990| 39,000| X | | 39000
Group, Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
SportsLine USA, Inc.| COMMON STOCK |848934105 | 502| 14,000| X | | 14000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
SPX Corporation | COMMON STOCK |784635104 | 8,225| 98,500| X | | 98500
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Service Corporation | COMMON STOCK |817565104 | 712| 37,000| X | | 37000
International | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
SunTrust Banks, Inc.| COMMON STOCK |867914103 | 1,133| 16,320| X | | 16320
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Steiner Leisure, | COMMON STOCK |P8744Y102 | 894| 29,500| X | | 29500
Ltd. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Questar Corporation | COMMON STOCK |748356102 | 1,836| 96,000| X | | 96000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Summit Bancorp. | COMMON STOCK |866005101 | 1,045| 25,000| X | | 25000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Superior Consultant | COMMON STOCK |868146101 | 743| 30,100| X | | 30100
Holdings Corporation| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Safeway Inc. | COMMON STOCK |786514208 | 27,418| 553,900| X | | 553900
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Stryker Corporation | COMMON STOCK |863667101 | 4,485| 74,600| X | | 74600
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
AT&T Corporation | COMMON STOCK |001957109 | 101,620| 1,820,739| X | |1820739
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Tandy Corporation | COMMON STOCK |875382103 | 10,997| 225,000| X | | 225000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
TCA Cable TV, Inc. | COMMON STOCK |872241104 | 2,975| 53,600| X | | 53600
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Telefonica S.A. ADR | COMMON STOCK |879382208 | 5,043| 34,275| X | | 34275
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Tenneco Inc. | COMMON STOCK |88037E101 | 1,600| 67,000| X | | 67000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Teradyne Inc. | COMMON STOCK |880770102 | 7,182| 100,100| X | | 100100
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Tiffany and Company | COMMON STOCK |886547108 | 51,357| 532,200| X | | 532200
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Tellabs, Inc. | COMMON STOCK |879664100 | 74,697| 1,105,600| X | |1105600
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
The Times Mirror Co.| COMMON STOCK |887364107 | 6,488| 109,500| X | | 109500
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Torchmark Corp. | COMMON STOCK |891027104 | 1,809| 53,000| X | | 53000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Tommy Hilfiger | COMMON STOCK |G8915Z102 | 8,019| 109,100| X | | 109100
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Tosco Corporation | COMMON STOCK |891490302 | 6,876| 265,100| X | | 265100
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Tyson Foods | COMMON STOCK |902494103 | 10,375| 461,100| X | | 461100
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Tetra Technologies, | COMMON STOCK |88162F105 | 1,266| 137,800| X | | 137800
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Tower Automotive, | COMMON STOCK |891707101 | 9,081| 357,000| X | | 357000
Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Time Warner, Inc. | COMMON STOCK |887315109 | 53,986| 734,500| X | | 734500
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Texaco Inc. | COMMON STOCK |881694103 | 5,438| 87,000| X | | 87000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Texas Utilities | COMMON STOCK |882848104 | 2,104| 51,000| X | | 51000
Company | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Universal Health | COMMON STOCK |913903100 | 449| 9,400| X | | 9400
Services, Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
MediaOne Group, Inc.| COMMON STOCK |58440J104 | 137,263| 1,845,549| X | |1845549
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Mediaone Group 'ATI'| COMMON STOCK |58440J401 | 21,476| 237,300| X | | 237300
Pies 6.25% 8/2001 | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
United Natural Foods| COMMON STOCK |911163103 | 1,421| 57,400| X | | 57400
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Union Planters | COMMON STOCK |908068109 | 581| 13,000| X | | 13000
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
USA Networks, Inc. | COMMON STOCK |902984103 | 7,832| 195,200| X | | 195200
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
US Trust Corporation| COMMON STOCK |91288L105 | 1,017| 11,000| X | | 11000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
UTI Energy Corp | COMMON STOCK |903387108 | 697| 42,100| X | | 42100
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Unitrode Corporation| COMMON STOCK |913283107 | 413| 14,400| X | | 14400
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
United Technologies | COMMON STOCK |913017109 | 34,331| 478,900| X | | 478900
Corporation | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Univision | COMMON STOCK |914906102 | 1,709| 25,900| X | | 25900
Communications, Inc.| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
United Water | COMMON STOCK |913190104 | 320| 14,100| X | | 14100
Resources, Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Valassis Communicat.| COMMON STOCK |918866104 | 386| 10,550| X | | 10550
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
VISX Inc. | COMMON STOCK |92844S105 | 3,437| 43,400| X | | 43400
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Vodafone AirTouch | COMMON STOCK |92857T107 | 5,417| 27,500| X | | 27500
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Vertex Pharmaceutica| COMMON STOCK |92532F100 | 391| 16,200| X | | 16200
ls, Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Vishay Intertech. | COMMON STOCK |928298108 | 764| 36,375| X | | 36375
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Veritas DGC, Inc. | COMMON STOCK |92343P107 | 1,187| 64,800| X | | 64800
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Walgreen Company | COMMON STOCK |931422109 | 114,792| 3,907,800| X | |3907800
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Tetra Tech, Inc. | COMMON STOCK |88162G103 | 2,251| 136,438| X | | 136438
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
MCI Worldcom, Inc. | COMMON STOCK |55268B106 | 35,356| 409,924| X | | 409924
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Waddell & Reed | COMMON STOCK |930059100 | 1,696| 61,800| X | | 61800
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
WICOR, Inc. | COMMON STOCK |929253102 | 394| 14,100| X | | 14100
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Warner-Lambert | COMMON STOCK |934488107 | 2,498| 36,000| X | | 36000
Company | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Wellpoint Health | COMMON STOCK |94973H108 | 27,321| 321,900| X | | 321900
Networks | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
The Williams | COMMON STOCK |969457100 | 3,065| 72,000| X | | 72000
Companies, Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Wal-Mart Stores, Inc| COMMON STOCK |931142103 | 72,858| 1,510,000| X | |1510000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
World Color Press | COMMON STOCK |981443104 | 1,944| 70,700| X | | 70700
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Williams-Sonoma, | COMMON STOCK |969904101 | 1,065| 30,600| X | | 30600
Inc. | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Watsco, Inc. | COMMON STOCK |942622200 | 542| 33,100| X | | 33100
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
The Wet Seal, Inc. | COMMON STOCK |961840105 | 1,334| 46,600| X | | 46600
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
USX - U.S. Steel | COMMON STOCK |90337T101 | 3,456| 128,000| X | | 128000
Group | | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Xircom, Inc. | COMMON STOCK |983922105 | 424| 14,100| X | | 14100
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
XL Capital Ltd. | COMMON STOCK |G98255105 | 1,525| 27,000| X | | 27000
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Xilinx, Inc. | COMMON STOCK |983919101 | 9,624| 168,100| X | | 168100
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Exxon Corporation | COMMON STOCK |302290101 | 88,146| 1,142,900| X | |1142900
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
Zale Corporation | COMMON STOCK |988858106 | 376| 9,400| X | | 9400
| | | | | | |
- --------------------|---------------|-----------|--------------|------------|----------------------|-------|-----------------------
GRAND TOTAL: | | | 4,913,662| | | |
</TABLE>
