UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 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: CalPERS
Address: 400 P Street
Sacramento, CA 95814
13F File Number:
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 Behald of Reporting Manager:
Name: Denise M. Arend
Title: Div Chief Investment Ops
Phone: 916-341-2374
Signature, Place, and Date of Signing:
Denise M. Arend Sacramento, CA 8/4/99
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT.
[X] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 3172
Form 13F Information Table Value Total: 66492404
List of Other Included Managers:
No. 13F File Number Name
<PAGE>
<TABLE> <C> <C>
BEN FRANKLIN RETAIL ST 081499105 0 21816.00 SH SOLE 21816.00
50 OFF STORES INC 316811108 0 421200.00 SH SOLE 421200.00
HAPPINESS EXPRESS INC COM 411381106 0 27500.00 SH SOLE 27500.00
IMPERIAL CORP AMER COM 452722101 0 40700.00 SH SOLE 40700.00
KLEVER MARKETING INC COM 498589100 1 262.00 SH SOLE 262.00
MERRY GO ROUND ENTERPRISES INC COM RTS CALLABLE THRU 30SEP01 590436101 0 425250.00 SH SOLE 425250.00
MONARCH CAP CORP COM 609023106 0 112700.00 SH SOLE 112700.00
PNP PRIME CORP PFD EXCH 17. 69347R206 0 18634.00 SH SOLE 18634.00
SOUTHEAST BKG CORP COM 841338106 0 396068.00 SH SOLE 396068.00
TREGA BIOSCIENCES INC COM 894699107 1823 777900.00 SH SOLE 777900.00
ALPHARMA INC 3% 01 Jun 2006 020813AC5 3218 3000000.00 SH SOLE 3000000.00
EVI INC SUB DEB CONV 5 PCT 268939402 8665 217300.00 SH SOLE 217300.00
INTEGRATED PROCESS EQUIP CORP 6.25% 15 Sep 2004 45812KAD0 1400 2000000.00 SH SOLE 2000000.00
ANNTAYLOR STORES CORP 0.55% 18 Jun 2019 036115AA1 2890 5440000.00 SH SOLE 5440000.00
WINSTAR COMMUNICATIONS INC SR PFD CONV SER F 144A 975515867 6725 5000.00 SH SOLE 5000.00
QWEST TRENDS TR TR ENHANCED DISTR SECS TRENDS 74912L105 4645 66000.00 SH SOLE 66000.00
TXI CAP TR I TR PFD SEC 873119200 8047 209000.00 SH SOLE 209000.00
GEORGIA PAC CORP PREMIUM EQUITY PART SEC UNITS 373298801 5100 100000.00 SH SOLE 100000.00
CMS ENERGY CORP ADJ CONV TR SECS 125896308 6775 200000.00 SH SOLE 200000.00
TRIBUNE CO NEW EXCHG 2PCT SUB DB FOR CASH VAL 896047305 17013 107000.00 SH SOLE 107000.00
VERIO INC PFD CONV SER A 144A 923433304 7313 130000.00 SH SOLE 130000.00
NEWFIELD FIN TR I QUARTERLY INC CONV PFD SER.A 651291205 4698 100500.00 SH SOLE 100500.00
PETSMART INC 6.75% 01 Nov 2004 716768AB2 7223 9000000.00 SH SOLE 9000000.00
GLOBAL TELESYSTEMS GROUP INC DEPOSITARY SH REPSTG 1/100TH 37936U609 12258 216000.00 SH SOLE 216000.00
LEVEL 3 COMMUNICATIONS INC 6% 15 Sep 2009 52729NAG5 11120 8000000.00 SH SOLE 8000000.00
SIEBEL SYS INC 5.5% 15 Sep 2006 826170AA0 10856 5500000.00 SH SOLE 5500000.00
AFFYMETRIX INC 5% 01 Oct 2006 00826TAA6 6410 4000000.00 SH SOLE 4000000.00
TOWER AUTOMOTIVE INC 5% 01 Aug 2004 891707AE1 3617 4500000.00 SH SOLE 4500000.00
AES TR III TR PFD CONV SECS 00808N202 4314 70000.00 SH SOLE 70000.00
ELAN FIN CORP LTD 0.01% 14 Dec 2018 284129AC7 2718 5000000.00 SH SOLE 5000000.00
MEDIAONE GROUP INC PREM INCOME EXCHANGEABLE SECS 58440J500 15456 322000.00 SH SOLE 322000.00
TEKELEC 3.25% 02 Nov 2004 879101AA1 3874 3000000.00 SH SOLE 3000000.00
LTV CORP NEW PFD CONV SER A 144A 501921209 6275 100000.00 SH SOLE 100000.00
GLOBAL CROSSING LTD PFD CONV 144A 37932J202 15165 120000.00 SH SOLE 120000.00
VERITAS SOFTWARE CORP 1.856% 13 Aug 2006 92343RAA1 8754 3500000.00 SH SOLE 3500000.00
AMAZON COM INC 4.75% 01 Feb 2009 023135AF3 2263 2000000.00 SH SOLE 2000000.00
BROADWING INC DEP SH REPSTG PFD CONV 6.75PCT 111620407 5392 91000.00 SH SOLE 91000.00
WIND RIV SYS INC 5% 01 Aug 2002 973149AC1 8017 6300000.00 SH SOLE 6300000.00
LIBERTY MEDIA CORP 4% 15 Nov 2029 530715AF8 20035 16000000.00 SH SOLE 16000000.00
CREDENCE SYS CORP DEL 5.25% 15 Sep 2002 225302AC2 3680 3200000.00 SH SOLE 3200000.00
CLEAR CHANNEL COMMUNICATIONS 1.5% 01 Dec 2002 184502AE2 5113 5000000.00 SH SOLE 5000000.00
CHECKFREE HLDGS CORP 6.5% 01 Dec 2006 162816AA0 6240 4000000.00 SH SOLE 4000000.00
UNITED GLOBAL COM DEPOSITORY SHS REP STG SER D 913247805 12225 200000.00 SH SOLE 200000.00
ANNTAYLOR STORES 0.55% 18 Jun 2019 036115AC7 6641 12500000.00 SH SOLE 12500000.00
EXODUS COMMUNICATIONS INC 4.75% 15 Jul 2008 302088AG4 8288 6000000.00 SH SOLE 6000000.00
ECHOSTAR COMMUNICATIONS CORP 4.875% 01 Jan 2007 278762AB5 14715 12000000.00 SH SOLE 12000000.00
ITC DELTACOM INC 4.5% 15 May 2006 45031TAK0 2390 2000000.00 SH SOLE 2000000.00
12 TECHNOLOGIES INC 5.25% 15 Dec 2006 465754AD1 5725 4000000.00 SH SOLE 4000000.00
HUMAN GENOME 5% 15 Dec 2006 444903AC2 4820 4000000.00 SH SOLE 4000000.00
GLOBAL CROSSINGS CV PFD CONV 144A 37932J301 6732 24000.00 SH SOLE 24000.00
COMMSCOPE INC 4% 15 Dec 2006 203372AA5 3086 3000000.00 SH SOLE 3000000.00
BEA SYS INC 4% 15 Dec 2006 073325AC6 26258 22420000.00 SH SOLE 22420000.00
INTERNET CAP GROUP INC 5.5% 21 Dec 2004 46059CAA4 4320 3000000.00 SH SOLE 3000000.00
ARCHSTONE CMNTYS TR PFD SER A CONV 039581202 7383 262500.00 SH SOLE 262500.00
CENTRAL PKG FIN TR TR PFD CONV SECS 154787303 1855 140000.00 SH SOLE 140000.00
CLEAR CHANNEL COMMUNICATIONS 2.625% 01 Apr 2003 184502AB8 16280 11000000.00 SH SOLE 11000000.00
EL PASO ENERGY CAP TR 1 PFD CONV TR SECS 283678209 5793 115000.00 SH SOLE 115000.00
FINANCIAL FED CORP 4.5% 01 May 2005 317492AA4 2381 2500000.00 SH SOLE 2500000.00
FINANCIAL FED CORP 4.5% 01 May 2005 317492AC0 2100 2500000.00 SH SOLE 2500000.00
GENERAL GROWTH PPTYS INC DEPOSITORY SH REPSTG PFD INCOM 370021206 3000 150000.00 SH SOLE 150000.00
GLENBOROUGH RLTY TR INC PRD CONV SER A PCT 37803P204 3624 260000.00 SH SOLE 260000.00
HOUSTON INDS INC AUTOMATIC COM EXCHANGE SEC 442161204 12460 103400.00 SH SOLE 103400.00
INTERMEDIA COMMUNICATIONS INC DEP SH 1/100 JR PFD CNV E 144A 458801867 4894 145000.00 SH SOLE 145000.00
OWENS ILL INC PFD CONV 690768502 4688 150000.00 SH SOLE 150000.00
PHILADELPHIA CONS HLDGS PFD INCOME PRIDES 717528301 2100 300000.00 SH SOLE 300000.00
PREMIER PKS INC PREM INC EQ SECS PINESPFD 740540307 7414 137300.00 SH SOLE 137300.00
READERS DIGEST TR AUTOMATIC COM EXCHG SECS 755271202 3190 117600.00 SH SOLE 117600.00
ROUSE CO PFD CONV SER B PCT 779273309 4894 150000.00 SH SOLE 150000.00
SEALED AIR CORP NEW PFD CONV SER A 2.00 81211K209 4026 79721.00 SH SOLE 79721.00
SUIZA CAP TR II TR CONV PFD SECS 144A 86507G200 3425 100000.00 SH SOLE 100000.00
UNION PAC CAP TR TERM INCOME DEFERRABLE EQUITY 907824403 3393 87000.00 SH SOLE 87000.00
AMAZON COM INC 4.75% 01 Feb 2009 023135AD8 4830 4000000.00 SH SOLE 4000000.00
BEA SYS INC 4% 15 Jun 2005 073325AB8 15915 3000000.00 SH SOLE 3000000.00
BELL ATLANTIC FINL SVCS INC 4.25% 15 Sep 2005 07785GAC4 18450 15000000.00 SH SOLE 15000000.00
CENTOCOR INC 4.75% 15 Feb 2005 152342AE1 1997 1500000.00 SH SOLE 1500000.00
CITRIX SYS INC 0.01% 01 Jul 2029 177376AA8 8650 10000000.00 SH SOLE 10000000.00
COMVERSE TECHNOLOGY INC 4.5% 01 Jul 2005 205862AF2 18762 5500000.00 SH SOLE 5500000.00
CONEXANT SYS INC 4.25% 01 May 2006 207142AA8 8786 3000000.00 SH SOLE 3000000.00
COSTCO COS INC 0.01% 19 Aug 2017 22160QAA0 12720 12000000.00 SH SOLE 12000000.00
DIAMOND OFFSHORE DRILLING INC 3.75% 15 Feb 2007 25271CAA0 1978 2000000.00 SH SOLE 2000000.00
DOUBLECLICK INC 6.06% 15 Mar 2006 258609AA4 15513 5000000.00 SH SOLE 5000000.00
EMC CORP 3.25% 15 Mar 2002 26865YAA2 9515 1000000.00 SH SOLE 1000000.00
ELAN FIN CORP LTD 0.01% 14 Dec 2018 284129AA1 7140 14000000.00 SH SOLE 14000000.00
FRIEDE GOLDMAN HALTER INC 4.5% 15 Sep 2004 358430AA4 3255 5250000.00 SH SOLE 5250000.00
ITC DELTACOM INC 4.5% 15 May 2006 45031TAJ3 2390 2000000.00 SH SOLE 2000000.00
INTERIM SVCS INC 4.5% 01 Jun 2005 45868PAA8 5400 6000000.00 SH SOLE 6000000.00
LEVEL ONE COMMUNICATIONS INC 4% 01 Sep 2004 527295AC3 5370 2000000.00 SH SOLE 2000000.00
LOMAK PETE INC 6% 01 Feb 2007 541509AF2 3637 6000000.00 SH SOLE 6000000.00
METAMOR WORLDWIDE INC 2.94% 15 Aug 2004 59133PAA8 7515 9000000.00 SH SOLE 9000000.00
NETWORKS ASSOCS INC 0.01% 13 Feb 2018 640938AB2 5474 14500000.00 SH SOLE 14500000.00
PHOTRONICS INC 6% 01 Jun 2004 719405AA0 6270 5500000.00 SH SOLE 5500000.00
SANMINA CORP 4.25% 01 May 2004 800907AA5 6544 5000000.00 SH SOLE 5000000.00
SECURITY CAP U S RLTY 2% 22 May 2003 814136AA5 1850 2500000.00 SH SOLE 2500000.00
SEPRACOR INC 7% 15 Dec 2005 817315AF1 9473 9000000.00 SH SOLE 9000000.00
SOLECTRON CORP 0.06% 27 Jan 2019 834182AG2 14750 20000000.00 SH SOLE 20000000.00
TOWER AUTOMOTIVE INC 5% 01 Aug 2004 891707AA9 1215 1500000.00 SH SOLE 1500000.00
AT+T CORP COM LIBERTY MEDIA GRP CL A 001957208 12070 212448.00 SH SOLE 212448.00
APACHE CORP 037411600 2663 75000.00 SH SOLE 75000.00
CNF TR I GTD TERM CONV SECS SER A CONV 12612V205 6821 142100.00 SH SOLE 142100.00
GLOBAL TELESYSTEMS GROUP INC DEPOSITARY SH 144A PFD CONV 37936U401 5675 100000.00 SH SOLE 100000.00
ICG FDG LLC PFD EXCHANGEABLE 44924Q400 6453 143000.00 SH SOLE 143000.00
INTERMEDIA COMMUNICATIONS INC COM 458801107 504 12989.79 SH SOLE 12989.79
INTERNATIONAL PAPER CAP TR PFD CONV 5.25 CONV INTO COM 460137300 1594 30000.00 SH SOLE 30000.00
NISOURCE INC PREMIUM INCOME EQUITY SECS 65473P303 2885 80000.00 SH SOLE 80000.00
SENSORMATIC ELECTRS CORP DEPOSITARY SH PFD 144A 817265200 3900 160000.00 SH SOLE 160000.00
SENSORMATIC ELECTRS CORP COM 144A 817265606 1087 44814.21 SH SOLE 44814.21
TOSCO FING TR TR PFD CONV 5.75PCT 891491409 4738 100000.00 SH SOLE 100000.00
UNOCAL CAP TR TR CONV PFD SECS 91528T207 7188 145220.00 SH SOLE 145220.00
MEDIAONE GROUP INC COM 58440J104 6145 80000.00 SH SOLE 80000.00
WINSTAR COMMUNICATIONS INC COM 975515107 220 2922.00 SH SOLE 2922.00
INFOSPACE COM INC COM 45678T102 4071 19023.00 SH SOLE 19023.00
LABOR READY INC COM NEW 505401208 27 2250.00 SH SOLE 2250.00
WHITMAN CORP NEW COM 96647R107 11019 820000.00 SH SOLE 820000.00
CONCENTRIC NETWORK CORP DEL COM 20589R107 5034 163367.00 SH SOLE 163367.00
BARNESANDNOBLE COM INC CL A 067846105 355 25000.00 SH SOLE 25000.00
WIT CAP GROUP INC COM 97737K309 850 50000.00 SH SOLE 50000.00
DRKOOP COM INC COM 262098106 618 52000.00 SH SOLE 52000.00
IMMUNEX CORP NEW COM 452528102 5152 47054.00 SH SOLE 47054.00
REYNOLDS R J TOB HLDGS INC COM 76182K105 5397 306226.00 SH SOLE 306226.00
YOUBET COM INC COM 987413101 863 200000.00 SH SOLE 200000.00
US ONCOLOGY INC COM 90338W103 2318 469500.00 SH SOLE 469500.00
COVAD COMMUNICATIONS GROUP INC COM 222814204 4195 75000.00 SH SOLE 75000.00
MANDALAY RESORT GROUP COM 562567107 16851 837300.00 SH SOLE 837300.00
MSC INDL DIRECT INC CL A 553530106 5678 428500.00 SH SOLE 428500.00
RAMP NETWORKS INC COM 751567108 763 50000.00 SH SOLE 50000.00
ARCH COMMUNICATIONS GROUP INC COM NEW 039381504 66 10067.00 SH SOLE 10067.00
TOWNE SVCS INC CDT COM 892148107 500 125000.00 SH SOLE 125000.00
PERSISTENCE SOFTWARE INC COM 715329108 563 25000.00 SH SOLE 25000.00
STAMPS COM INC COM 852857101 2081 50000.00 SH SOLE 50000.00
GENZYME CORP COM SURGICAL PRODS DIVISION 372917609 420 72194.00 SH SOLE 72194.00
DIGITAL IS INC DEL COM 25385N101 14269 150000.00 SH SOLE 150000.00
UNUMPROVIDENT CORP COM 91529Y106 27093 844998.00 SH SOLE 844998.00
NATIONAL INFORMATION CONSORTM COM 636491102 800 25000.00 SH SOLE 25000.00
BE INC COM 073309106 3422 150000.00 SH SOLE 150000.00
TALK CITY INC COM 874263106 1176 45000.00 SH SOLE 45000.00
AEGON ORD AMER REG 007924103 24680 258433.00 SH SOLE 258433.00
VOYAGER NET INC COM 92906W101 184 20000.00 SH SOLE 20000.00
JFAX COM INC COM 477366108 511 76000.00 SH SOLE 76000.00
GARTNER GROUP INC NEW CL B 366651206 10109 731847.00 SH SOLE 731847.00
SIERRA PAC RES NEW COM 826428104 7420 428600.00 SH SOLE 428600.00
AMERITRADE HLDG CORP CL A 03072H109 4714 217358.00 SH SOLE 217358.00
BEYOND COM CORP COM 08860E101 1920 245721.00 SH SOLE 245721.00
ITC DELTACOM COM 45031T104 1780 64419.00 SH SOLE 64419.00
METROMEDIA FIBER NETWORK INC CL A 591689104 25087 523337.00 SH SOLE 523337.00
PILGRIMS PRIDE CORP CL A 721467207 1086 168700.00 SH SOLE 168700.00
DIGEX INC DEL CL A 253756100 2750 40000.00 SH SOLE 40000.00
SPLITROCK SVCS INC COM 848636304 1491 75000.00 SH SOLE 75000.00
QUANTUM CORP DSSG COM 747906204 16219 1072300.00 SH SOLE 1072300.00
QUANTUM CORP HDDG COM 747906303 3720 536150.00 SH SOLE 536150.00
FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 149 5000.00 SH SOLE 5000.00
GUITAR CTR INC COM 402040109 1924 191200.00 SH SOLE 191200.00
CONOCO INC CL B 208251405 94146 3784755.00 SH SOLE 3784755.00
DEVON ENERGY CORPORATION NEW COM 25179M103 4626 140725.00 SH SOLE 140725.00
MFN FINL CORP COM 55272N104 20 3104.00 SH SOLE 3104.00
SYSTEM SOFTWARE ASSOC INC COM NEW 871839205 153 76312.00 SH SOLE 76312.00
CK WITCO CORP COM 12562C108 14486 1083058.00 SH SOLE 1083058.00
DELHAIZE AMER INC CL A 246688105 7058 347483.00 SH SOLE 347483.00
NSTAR COM 67019E107 7361 181765.00 SH SOLE 181765.00
WEBSTAKES COM INC COM 94768K100 494 25000.00 SH SOLE 25000.00
VENTIV HEALTH INC COM 922793104 381 41498.00 SH SOLE 41498.00
DELHAIZE AMER INC CL B 246688204 8497 407033.00 SH SOLE 407033.00
GLOBAL CROSSING LTD SHS G3921A100 85014 1700270.00 SH SOLE 1700270.00
ITXC CORP COM 45069F109 673 20000.00 SH SOLE 20000.00
FLEETBOSTON FINL CORP COM 339030108 149318 4289195.00 SH SOLE 4289195.00
OMNOVA SOLUTIONS INC COM 682129101 4586 591800.00 SH SOLE 591800.00
WILLIAMS COMMUNICATIONS GROUP COM 969455104 4341 150000.00 SH SOLE 150000.00
DALEEN TECHNOLOGIES INC COM 23437N104 1641 75000.00 SH SOLE 75000.00
HOMEFED CORP COM NEW 43739D208 94 106962.00 SH SOLE 106962.00
BANK AMER CORP COM 060505104 361654 7206053.00 SH SOLE 7206053.00
WORLD WRESTLING FEDN ENMT INC CL A 98156Q108 776 45000.00 SH SOLE 45000.00
NORTHEAST UTILS COM 664397106 4769 231950.00 SH SOLE 231950.00
NEIMAN MARCUS GROUP CL B 640204301 3508 130232.00 SH SOLE 130232.00
INFOUSA INC NEW COM 456818301 1352 97000.00 SH SOLE 97000.00
SNYDER COMMUNICATIONS INC CIRCLE COM COM 832914204 383 31125.00 SH SOLE 31125.00
DATA RETURN CORP COM 23785M104 1605 30000.00 SH SOLE 30000.00
SPANISH BROADCASTING SYS INC CL A NEW 846425882 1006 25000.00 SH SOLE 25000.00
PE CORP COM PE BIOSYSTEMS GROUP 69332S102 51020 424060.00 SH SOLE 424060.00
PAC WEST TELECOMM INC COM 69371Y101 2650 100000.00 SH SOLE 100000.00
PACTIV CORP COM 695257105 6878 647297.00 SH SOLE 647297.00
TENNECO AUTOMOTIVE INC COM 880349105 1206 129459.00 SH SOLE 129459.00
LANIER WORLDWIDE INC COM 51589L105 2801 722900.00 SH SOLE 722900.00
CHARTER COMMUNICATIONS INC DEL CL A 16117M107 3281 150000.00 SH SOLE 150000.00
UNITED PARCEL SVC INC CL B 911312106 1035 15000.00 SH SOLE 15000.00
NEXT LEVEL COMMUNICATIONS INC CL A 65333U104 187 2500.00 SH SOLE 2500.00
EXPEDIA INC CL A 302125109 35 1000.00 SH SOLE 1000.00
IBASIS INC COM 450732102 230 8000.00 SH SOLE 8000.00
SONICWALL INC COM 835470105 201 5000.00 SH SOLE 5000.00
RUDOLPH TECHNOLOGIES INC COM 781270103 201 6000.00 SH SOLE 6000.00
SOMERA COMMUNICATIONS INC COM 834458101 1244 100000.00 SH SOLE 100000.00
QUINTUS CORP COM 748798105 92 2000.00 SH SOLE 2000.00
VIRATA CORP COM 927646109 75 2500.00 SH SOLE 2500.00
METASOLV SOFTWARE INC COM 591393103 491 6000.00 SH SOLE 6000.00
AGILENT TECHNOLOGIES INC COM 00846U101 387 5000.00 SH SOLE 5000.00
RETEK INC COM 76128Q109 188 2500.00 SH SOLE 2500.00
SYMYX TECHNOLOGIES INC COM 87155S108 15 500.00 SH SOLE 500.00
SCIQUEST COM INC COM 80908Q107 398 5000.00 SH SOLE 5000.00
LIFEMINDERS COM INC OC COM 53219H108 289 5000.00 SH SOLE 5000.00
MEDIAPLEX INC COM 58446B105 1255 20000.00 SH SOLE 20000.00
CACHEFLOW INC COM 126946102 653 5000.00 SH SOLE 5000.00
GETTHERE COM INC COM 374266104 201 5000.00 SH SOLE 5000.00
MANAGEMENT NETWORK GROUP INC COM 561693102 131 4000.00 SH SOLE 4000.00
OFFICIAL PMTS CORP COM 676235104 104 2000.00 SH SOLE 2000.00
SMARTERKIDS COM INC COM 83169C106 36 5000.00 SH SOLE 5000.00
DIGITAL IMPACT INC DEL COM 25385G106 50 1000.00 SH SOLE 1000.00
DELTATHREE COM COM 24783N102 258 10000.00 SH SOLE 10000.00
TELEDYNE TECHNOLOGIES INC COM 879360105 1285 136150.00 SH SOLE 136150.00
WATER PIK TECH INC COM 94113U100 456 47652.00 SH SOLE 47652.00
ALLEGHENY TECHNOLOGIES INC COM 01741R102 10692 476527.00 SH SOLE 476527.00
EXXON MOBIL CORP COM 30231G102 1165869 14471604.00 SH SOLE 14471604.00
AMDOCS LIMITED SHS G02602103 2643 76607.37 SH SOLE 76607.37
ASSOCIATES FIRST CAP CORP CL A 046008108 86099 3137988.00 SH SOLE 3137988.00
BANK NEW YORK INC COM 064057102 126606 3165160.00 SH SOLE 3165160.00
HONEYWELL INTL INC COM 438516106 198001 3432300.00 SH SOLE 3432300.00
CITIGROUP INC COM 172967101 823505 14821242.00 SH SOLE 14821242.00
GILLETTE CO COM 375766102 190817 4632890.00 SH SOLE 4632890.00
MCAFEE COM CORP CL A 579062100 90 2000.00 SH SOLE 2000.00
LUCENT TECHNOLOGIES INC COM 549463107 940404 12570148.00 SH SOLE 12570148.00
SCHWAB CHARLES CORP NEW COM STK 808513105 130216 3393250.00 SH SOLE 3393250.00
NETRATINGS INC COM 64116M108 241 5000.00 SH SOLE 5000.00
HARRIS INTERACTIVE INC COM 414549105 277 21200.00 SH SOLE 21200.00
VA LINUX SYS INC COM 91819B105 103 500.00 SH SOLE 500.00
FOGDOG INC COM 344167101 24 2500.00 SH SOLE 2500.00
MEDICALOGIC INC OC COM 584642102 42 2000.00 SH SOLE 2000.00
EBENX INC COM 278668108 226 5000.00 SH SOLE 5000.00
TRITEL INC CL A 89675X104 222 7000.00 SH SOLE 7000.00
ESPEED INC CL A 296643109 533 15000.00 SH SOLE 15000.00
CALIPER TECHNOLOGIES CORP OC COM 130876105 67 1000.00 SH SOLE 1000.00
Z TEL TECHNOLOGIES INC COM 988792107 20 500.00 SH SOLE 500.00
HUTTIG BLDG PRODS INC COM 448451104 458 92772.22 SH SOLE 92772.22
INFONET SVCS CORP CL B 45666T106 394 15000.00 SH SOLE 15000.00
XPEDIOR INC COM 98413B100 144 5000.00 SH SOLE 5000.00
ONDISPLAY INC COM 68232L100 454 5000.00 SH SOLE 5000.00
C BRDG INTERNET SOLUTIONS INC COM 12500B105 973 20000.00 SH SOLE 20000.00
EGREETINGS NETWORK INC COM 282343102 7 700.00 SH SOLE 700.00
TRANSOCEAN SEDCO FOREX INC SHS G90078109 20496 608424.96 SH SOLE 608424.96
CONSTELLATION ENERGY GROUP INC COM 210371100 21086 727100.00 SH SOLE 727100.00
ALCOA INC COM 013817101 99807 1202498.00 SH SOLE 1202498.00
AUTODESK INCORPORATED COM STK NPV 052769106 12436 368482.00 SH SOLE 368482.00
BAKER HUGHES INC COM 057224107 21423 1017134.00 SH SOLE 1017134.00
BEAR STEARNS COS INC COM 073902108 32424 758461.00 SH SOLE 758461.00
CHASE MANHATTAN CORP NEW COM 16161A108 291256 3749072.00 SH SOLE 3749072.00
CINERGY CORP COM 172474108 19032 788909.00 SH SOLE 788909.00
COLUMBIA / HCA HEALTHCARE CORP COM 197677107 78029 2661955.00 SH SOLE 2661955.00
COMPASS BANCSHARES INC COM 20449H109 10729 480850.00 SH SOLE 480850.00
CONSECO INC COM STK 208464107 28278 1582012.00 SH SOLE 1582012.00
COOPER INDS INC COM 216669101 21755 538000.00 SH SOLE 538000.00
COOPER TIRE + RUBR CO COM 216831107 11484 737900.00 SH SOLE 737900.00
PERKINELMER INC COM 714046109 15308 367200.00 SH SOLE 367200.00
ELECTRONIC DATA SYS CORP NEW COM 285661104 137559 2055040.00 SH SOLE 2055040.00
ETHYL CORP COM 297659104 2974 755400.00 SH SOLE 755400.00
FEDERAL NATL MTG ASSN COM 313586109 278715 4463900.00 SH SOLE 4463900.00
FIRSTENERGY CORP COM 337932107 18415 811682.00 SH SOLE 811682.00
GTE CORP COM 362320103 313088 4437029.00 SH SOLE 4437029.00
GOODYEAR TIRE AND RUBBER COM 382550101 18676 662568.00 SH SOLE 662568.00
GREAT LAKES CHEMICAL CORP COM 390568103 14332 375300.00 SH SOLE 375300.00
HEWLETT PACKARD CO COM 428236103 490660 4306400.00 SH SOLE 4306400.00
INTEL CORP COM 458140100 1176151 14288856.00 SH SOLE 14288856.00
INTERNATIONAL BUSINESS MACHS COM 459200101 847757 7849600.00 SH SOLE 7849600.00
LIZ CLAIBORNE INC COM 539320101 12661 336500.00 SH SOLE 336500.00
MATTEL INC COM 577081102 30532 2326242.00 SH SOLE 2326242.00
MELLON FINL CORP COM 58551A108 75074 2203996.00 SH SOLE 2203996.00
MERRILL LYNCH + CO INC COM 590188108 123497 1479000.00 SH SOLE 1479000.00
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BOISE CASCADE CORP COM 097383103 9019 222700.00 SH SOLE 222700.00
BRINKER INTL INC COM 109641100 9155 381450.00 SH SOLE 381450.00
COMVERSE TECHNOLOGY INC COM NEW 205862402 41089 283860.00 SH SOLE 283860.00
CONSOLIDATED STORES CORP COM 210149100 10825 666174.00 SH SOLE 666174.00
COOPER CAMERON CORP COM 216640102 4801 98100.00 SH SOLE 98100.00
DELTA AIR LINES INC DE COM 247361108 27840 558900.00 SH SOLE 558900.00
AXA FINL INC COM 002451102 45582 1345600.00 SH SOLE 1345600.00
FEDERAL MOGUL CORP COM 313549107 2296 114100.00 SH SOLE 114100.00
FRITZ COMP INC COM 358846103 576 54900.00 SH SOLE 54900.00
GOLDEN ST BANCORP INC COM 381197102 2312 134000.00 SH SOLE 134000.00
HEALTH MGMT ASSOC CL A 421933102 8287 619600.00 SH SOLE 619600.00
LEGGETT + PLATT INC COM 524660107 20511 956800.00 SH SOLE 956800.00
LEXMARK INTL GROUP INC CL A 529771107 50897 562400.00 SH SOLE 562400.00
MAYTAG CORP COM 578592107 22627 471400.00 SH SOLE 471400.00
NCR CORP NEW COM 62886E108 18361 484773.00 SH SOLE 484773.00
NEWELL RUBBERMAID INC COM 651229106 39687 1368533.00 SH SOLE 1368533.00
OFFICE DEPOT INC COM 676220106 23786 2174725.00 SH SOLE 2174725.00
SOLUTIA INC COM 834376105 8065 522400.00 SH SOLE 522400.00
SOUTHWEST AIRLS CO COM 844741108 43508 2687737.00 SH SOLE 2687737.00
STERLING SOFTWARE INC. COM 859547101 10466 332240.00 SH SOLE 332240.00
TENET HEALTHCARE CORP COM 88033G100 37880 1611896.00 SH SOLE 1611896.00
TRICON GLOBAL RESTAURANTS INC COM 895953107 28762 744660.00 SH SOLE 744660.00
TYSON FOODS INC (DEL) CLS A COM 902494103 18002 1107820.00 SH SOLE 1107820.00
U S FOODSERVICE COM 90331R101 2501 149292.00 SH SOLE 149292.00
WALGREEN CO COM 931422109 122183 4177200.00 SH SOLE 4177200.00
WHIRLPOOL CORP COM 963320106 18298 281240.00 SH SOLE 281240.00
AT+T CORP COM LIBERTY MEDIA GRP CL A 001957208 187109 3293454.00 SH SOLE 3293454.00
INTERMEDIA COMMUNICATIONS INC COM 458801107 7763 200000.00 SH SOLE 200000.00
BEA SYS INC COM 073325102 23275 332800.00 SH SOLE 332800.00
EXODUS COMMUNICATIONS INC COM 302088109 25724 289644.00 SH SOLE 289644.00
ADOBE SYS INC COM 00724F101 61624 916344.00 SH SOLE 916344.00
AIR PRODS + CHEMS INC COM 009158106 33573 1000300.00 SH SOLE 1000300.00
ALBERTO CULVER CO CL B CONV 013068101 8704 337200.00 SH SOLE 337200.00
AMERICAN ELEC PWR INC COM 025537101 24303 756500.00 SH SOLE 756500.00
APACHE CORP COM 037411105 24628 666750.00 SH SOLE 666750.00
ARCHER DANIELS MIDLAND CO COM 039483102 37280 3058888.00 SH SOLE 3058888.00
BB+T CORP COM 054937107 15286 558400.00 SH SOLE 558400.00
BARD C R INC COM 067383109 16584 312900.00 SH SOLE 312900.00
BAUSCH + LOMB INC COM 071707103 27354 399700.00 SH SOLE 399700.00
BESTFOODS COM 08658U101 59590 1133700.00 SH SOLE 1133700.00
BRIGGS + STRATTON CORP COM 109043109 9341 174200.00 SH SOLE 174200.00
BROWN FORMAN CORP CLASS B 115637209 12772 223100.00 SH SOLE 223100.00
BURLINGTON RES INC COM 122014103 30713 928923.00 SH SOLE 928923.00
CENTEX CORP COM 152312104 6634 268700.00 SH SOLE 268700.00
CHUBB CORP COM 171232101 50051 888800.00 SH SOLE 888800.00
COASTAL CORP COM 190441105 38535 1087400.00 SH SOLE 1087400.00
COCA COLA ENTERPRISES INC COM STK 191219104 31357 1558100.00 SH SOLE 1558100.00
COLGATE PALMOLIVE CO COM 194162103 137423 2114200.00 SH SOLE 2114200.00
DARDEN RESTAURANTS INC COM 237194105 14890 821500.00 SH SOLE 821500.00
DOW JONES + CO INC COM 260561105 27601 405900.00 SH SOLE 405900.00
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EDISON INTL COM 281020107 41130 1570600.00 SH SOLE 1570600.00
ENGELHARD CORP COM 292845104 15591 826000.00 SH SOLE 826000.00
FLUOR CORP COM 343861100 23928 521600.00 SH SOLE 521600.00
FOSTER WHEELER CORP COM 350244109 1893 213300.00 SH SOLE 213300.00
GEORGIA PAC CORP COM 373298108 37484 738600.00 SH SOLE 738600.00
GREAT ATLANTIC + PAC TEA INC COM 390064103 5530 198400.00 SH SOLE 198400.00
HARCOURT GEN INC COM 41163G101 17397 432235.00 SH SOLE 432235.00
HARTFORD FINANCIAL SVCS GRP COM 416515104 57973 1223700.00 SH SOLE 1223700.00
ITT INDS INC COM 450911102 19389 579850.00 SH SOLE 579850.00
JEFFERSON PILOT CORP COM 475070108 50421 738762.00 SH SOLE 738762.00
JOSTENS INC COM 481088102 1465 60249.00 SH SOLE 60249.00
KAUFMAN + BROAD HOME CORP COM 486168107 9484 392100.00 SH SOLE 392100.00
KERR MCGEE CORP COM 492386107 32995 532175.00 SH SOLE 532175.00
LONGS DRUG STORES CORP COM 543162101 3908 151400.00 SH SOLE 151400.00
MBIA INC COM 55262C100 26882 509000.00 SH SOLE 509000.00
MALLINCKRODT INC NEW COM 561232109 14446 454100.00 SH SOLE 454100.00
MARRIOTT INTL INC NEW CL A 571903202 33860 1072800.00 SH SOLE 1072800.00
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MEAD CORP COM 582834107 23469 540300.00 SH SOLE 540300.00
MILACRON INC COM 598709103 11384 740430.00 SH SOLE 740430.00
MILLIPORE CORP COM 601073109 13302 344400.00 SH SOLE 344400.00
NATIONAL CITY CORP COM 635405103 65076 2747288.00 SH SOLE 2747288.00
NUCOR CORP COM 670346105 29281 534200.00 SH SOLE 534200.00
OCCIDENTAL PETE CORP COM 674599105 36475 1686700.00 SH SOLE 1686700.00
OWENS CORNING COM 69073F103 2769 143400.00 SH SOLE 143400.00
PALL CORP COM 696429307 12856 596200.00 SH SOLE 596200.00
PEOPLES ENERGY CORP COM 711030106 10402 310500.00 SH SOLE 310500.00
PEP BOYS MANNY MOE + JACK COM 713278109 2762 302685.00 SH SOLE 302685.00
NABISCO GROUP HLDG CORP COM 62952P102 9761 918680.00 SH SOLE 918680.00
REYNOLDS METALS CO COM 761763101 27133 354100.00 SH SOLE 354100.00
ROHM + HAAS CO COM 775371107 50101 1231350.00 SH SOLE 1231350.00
RUSSELL CORP COM 782352108 4067 242800.00 SH SOLE 242800.00
SERVICE CORP INTL COM 817565104 5496 792200.00 SH SOLE 792200.00
SHARED MEDI CAL SYSTEM COM 819486101 6658 130700.00 SH SOLE 130700.00
SUMMIT BANCORP COM 866005101 21095 688829.00 SH SOLE 688829.00
SUNOCO INC COM 86764P109 10373 441402.00 SH SOLE 441402.00
SYNOVUS FINL CORP COM 87161C105 14333 721175.00 SH SOLE 721175.00
SYSCO CORP COM 871829107 67233 1699400.00 SH SOLE 1699400.00
TANDY CORP COM 875382103 57766 1174400.00 SH SOLE 1174400.00
TEKTRONIX INC COM 879131100 10695 275100.00 SH SOLE 275100.00
THOMAS + BETTS CORP COM 884315102 10421 326936.00 SH SOLE 326936.00
TORCHMARK INC COM 891027104 7702 265000.00 SH SOLE 265000.00
TUPPERWARE CORP COM 899896104 8350 493000.00 SH SOLE 493000.00
WADDELL + REED FINL INC CL A 930059100 436 16079.00 SH SOLE 16079.00
WENDYS INTL INC COM 950590109 11752 569810.00 SH SOLE 569810.00
WESTVACO CORP COM 961548104 12181 373350.00 SH SOLE 373350.00
WINN DIXIE STORES INC COM 974280109 9029 377200.00 SH SOLE 377200.00
WRIGLEY WM JR CO COM 982526105 45798 552200.00 SH SOLE 552200.00
ABM INDS INC COM 000957100 2694 132200.00 SH SOLE 132200.00
AK STL HLDG CORP COM 001547108 14652 776239.00 SH SOLE 776239.00
COMCAST CORP CL A SPL 200300200 121520 2403356.00 SH SOLE 2403356.00
ACKERLEY COMMUNICATIONS INC COM 004527107 1213 66900.00 SH SOLE 66900.00
ALAMO GROUP INC COM 011311107 200 20000.00 SH SOLE 20000.00
ALBEMARLE CORP COM 012653101 1182 61600.00 SH SOLE 61600.00
ALEXANDER + BALDWIN INC COM 014482103 6791 297700.00 SH SOLE 297700.00
ALLEGHENY ENERGY INC COM 017361106 16009 594300.00 SH SOLE 594300.00
AMERICAN FINL GROUP INC OHIO COM 025932104 5193 196900.00 SH SOLE 196900.00
AMETEK AEROSPACE PRODS INC COM 031100100 6529 342500.00 SH SOLE 342500.00
ANALOGIC CORP COM PAR 0.05 032657207 3300 100000.00 SH SOLE 100000.00
ANGELICA CORP COM 034663104 1094 112200.00 SH SOLE 112200.00
APCO ARGENTINA INC CAYMAN IS ORD 037489101 1174 38500.00 SH SOLE 38500.00
APTARGROUP INC COM 038336103 5025 200000.00 SH SOLE 200000.00
ARGONAUT GROUP INC COM 040157109 5358 269600.00 SH SOLE 269600.00
AVNET INC COM 053807103 19185 317100.00 SH SOLE 317100.00
BMC INDS INC MINN COM 055607105 12 2400.00 SH SOLE 2400.00
BALDOR ELEC CO COM 057741100 4452 245606.00 SH SOLE 245606.00
BANCO SANTANDER PR SAN JUAN CDT COM 059646109 2933 190000.00 SH SOLE 190000.00
BECKMAN COULTER INC COM 075811109 9259 182000.00 SH SOLE 182000.00
BLANCH E W HLDGS INC 093210102 13114 214100.00 SH SOLE 214100.00
BLOCK DRUG INC CL A 093644102 6207 200219.64 SH SOLE 200219.64
BOB EVANS FARMS INC COM 096761101 3798 246022.00 SH SOLE 246022.00
BOWNE + CO INC COM 103043105 3980 294800.00 SH SOLE 294800.00
BROWN SHOE INC NEW COM 115736100 1459 103300.00 SH SOLE 103300.00
BRUSH WELLMAN INC COM 117421107 4578 272300.00 SH SOLE 272300.00
BUTLER MFG CO DEL COM 123655102 6480 290400.00 SH SOLE 290400.00
CIT GROUP INC CL A 125577106 12067 571200.00 SH SOLE 571200.00
CPI CORP COM 125902106 5203 230600.00 SH SOLE 230600.00
CNA SURETY CORP COM 12612L108 1820 140000.00 SH SOLE 140000.00
CNF TRANSN INC COM 12612W104 10968 317900.00 SH SOLE 317900.00
CALLAWAY GOLF CO COM 131193104 11460 647900.00 SH SOLE 647900.00
CARAUSTAR INDS INC COM 140909102 9187 382800.00 SH SOLE 382800.00
CARTER WALLACE INC. COM 146285101 9121 508500.00 SH SOLE 508500.00
CASH AMER INTL INC COM 14754D100 3939 404000.00 SH SOLE 404000.00
CENTRAL NEWSPAPERS INC CL A 154647101 10553 268000.00 SH SOLE 268000.00
CHURCH + DWIGHT INC COM 171340102 10798 404600.00 SH SOLE 404600.00
BROADWING INC COM 111620100 33169 899504.00 SH SOLE 899504.00
CLAIRE S STORES INC COM 179584107 10503 469425.00 SH SOLE 469425.00
CLARCOR INC 179895107 3426 190350.00 SH SOLE 190350.00
CLAYTON HOMES INC COM 184190106 6278 683275.00 SH SOLE 683275.00
COMDISCO INC COM 200336105 29766 799100.00 SH SOLE 799100.00
COMPUTER TASK GROUP INC COM 205477102 4522 305300.00 SH SOLE 305300.00
CONECTIV INC COM 206829103 8268 491750.00 SH SOLE 491750.00
CONSOLIDATED PAPERS INC COM 209759109 14901 468400.00 SH SOLE 468400.00
CORN PRODUCTS INTL INC COM 219023108 5836 178200.00 SH SOLE 178200.00
DQE COM STK 23329J104 12960 374300.00 SH SOLE 374300.00
DPL INC COM 233293109 13007 751312.00 SH SOLE 751312.00
D.R.HORTON INC COM 23331A109 6035 436916.00 SH SOLE 436916.00
DALLAS SEMICONDUCTOR CORP COM 235204104 12243 190000.00 SH SOLE 190000.00
DEXTER CORP COM 252165105 12781 321540.00 SH SOLE 321540.00
DIAMOND OFFSHORE DRILLING INC COM 25271C102 5996 196200.00 SH SOLE 196200.00
DIEBOLD INC COM 253651103 8774 373357.00 SH SOLE 373357.00
DOW JONES + CO INC CL B CONV 260561204 7004 103000.00 SH SOLE 103000.00
DREYERS GRAND ICE CREAM INC COM NPV 261878102 12772 751300.00 SH SOLE 751300.00
EARTHGRAINS CO COM 270319106 3377 209440.00 SH SOLE 209440.00
EATON VANCE CORP COM NON VTG 278265103 20353 535600.00 SH SOLE 535600.00
EDWARDS A G INC COM 281760108 7483 233400.00 SH SOLE 233400.00
ELCOR CHEM CORP COM 284443108 11380 377775.00 SH SOLE 377775.00
ENNIS BUSINESS FORMS INC COM 293389102 2324 299837.00 SH SOLE 299837.00
EOG RESOURCES INC COM 26875P101 15225 866900.00 SH SOLE 866900.00
FAMILY DLR STORES INC COM 307000109 13924 853600.00 SH SOLE 853600.00
FIDELITY NATL FINL INC COM 316326107 2795 194431.00 SH SOLE 194431.00
FIRST MIDWEST BANCORP INC DEL COM 320867104 7800 294333.00 SH SOLE 294333.00
FIRST VA BKS INC COM 337477103 11725 272675.00 SH SOLE 272675.00
FLOWSERVE CORP COM 34354P105 2002 117759.00 SH SOLE 117759.00
FOREMOST CORP AMER COM 345469100 21826 769200.00 SH SOLE 769200.00
FREEDOM SECS CORP COM 35644K103 1908 169600.00 SH SOLE 169600.00
FRISCHS RESTAURANTS INC COM 358748101 441 50000.00 SH SOLE 50000.00
FRONTIER INS GROUP INC NEW COM 359081106 542 157601.00 SH SOLE 157601.00
FULLER H B CO COM 359694106 14242 254600.00 SH SOLE 254600.00
G + K SERVICES CL A 361268105 7335 226550.00 SH SOLE 226550.00
GATX COM 361448103 13345 395400.00 SH SOLE 395400.00
GAINSCO INC COM 363127101 870 161780.00 SH SOLE 161780.00
GALILEO INTL INC COM 363547100 6053 202200.00 SH SOLE 202200.00
GALLAGHER ARTHUR J + CO COM 363576109 11959 184700.00 SH SOLE 184700.00
GENCORP INC COM 368682100 5844 591800.00 SH SOLE 591800.00
GEORGIA GULF CORP COM 373200203 13554 445300.00 SH SOLE 445300.00
GEORGIA PAC CORP COM TIMBER GROUP 373298702 7250 294400.00 SH SOLE 294400.00
GERBER SCIENTIFIC INC COM 373730100 8768 399675.00 SH SOLE 399675.00
GLATFELTER P H CO COM 377316104 3804 261200.00 SH SOLE 261200.00
GOLDEN ENTERPRISES INC 381010107 154 61400.00 SH SOLE 61400.00
GRANITE CONSTR INC 387328107 614 33300.00 SH SOLE 33300.00
GUILFORD MLS INC COM 401794102 2200 303468.00 SH SOLE 303468.00
HSB GROUP INC COM 40428N109 12020 355500.00 SH SOLE 355500.00
HANCOCK FABRICS INC COM 409900107 398 127248.00 SH SOLE 127248.00
HAWAIIAN ELEC INDS INC COM 419870100 4958 171700.00 SH SOLE 171700.00
HEILIG MEYERS CO COM 422893107 726 264000.00 SH SOLE 264000.00
HELIX TECHNOLOGY CORP COM 423319102 23751 530000.00 SH SOLE 530000.00
HERBALIFE INTL INC CL A 426908208 2464 171400.00 SH SOLE 171400.00
HERBALIFE INTL INC CL B 426908307 4585 342800.00 SH SOLE 342800.00
HILLENBRAND INDS INC COM 431573104 14015 442300.00 SH SOLE 442300.00
HORMEL FOODS CORP COM 440452100 17164 422500.00 SH SOLE 422500.00
HUNT J B TRANS SVCS INC COM 445658107 3314 239400.00 SH SOLE 239400.00
HUSSMANN INTL INC COM 448110106 6176 410000.00 SH SOLE 410000.00
ICN PHARMACEUTICALS INC COM 448924100 14585 576205.00 SH SOLE 576205.00
IBP INC COM STK 449223106 4284 238000.00 SH SOLE 238000.00
IDACORP INC COM 451107106 2384 88900.00 SH SOLE 88900.00
IDEX CORP COM 45167R104 4529 149100.00 SH SOLE 149100.00
ILLINOVA CORP COM 452317100 16107 463500.00 SH SOLE 463500.00
INNOVEX INC COM 457647105 3969 423400.00 SH SOLE 423400.00
INTER TEL INC COM 458372109 3548 141900.00 SH SOLE 141900.00
INTERFACE INC CL A 458665106 2013 350000.00 SH SOLE 350000.00
INTERMET CORP COM 45881K104 1337 115000.00 SH SOLE 115000.00
INTERNATIONAL MULTIFOODS CORP COM 460043102 1436 108400.00 SH SOLE 108400.00
INTERPOOL INC COM 46062R108 1579 212250.00 SH SOLE 212250.00
INVACARE CORP COM 461203101 4538 226200.00 SH SOLE 226200.00
INVESTORS FINL SERVICES CORP COM 461915100 4111 89362.00 SH SOLE 89362.00
IPALCO ENTERPRISES INC COM RTS CALLABLE THRU 11JUL00 462613100 11381 667000.00 SH SOLE 667000.00
JLG INDS INC COM 466210101 2641 165700.00 SH SOLE 165700.00
JONES PHARMA INC COM 480236108 10288 236850.00 SH SOLE 236850.00
JUSTIN INDS INC COM 482171105 2255 151600.00 SH SOLE 151600.00
K2 INC COM 482732104 846 110982.00 SH SOLE 110982.00
KAMAN CORP CL A 483548103 1755 136300.00 SH SOLE 136300.00
KENNAMETAL INC COM 489170100 5013 149100.00 SH SOLE 149100.00
KIMBALL INTL INC CL B 494274103 3932 238292.00 SH SOLE 238292.00
LG + E ENERGY CORP COM 501917108 10255 588123.00 SH SOLE 588123.00
LTV CORP NEW COM 501921100 834 202100.00 SH SOLE 202100.00
LACLEDE GAS CO COM 505588103 4853 224400.00 SH SOLE 224400.00
LANCE INC COM 514606102 2732 273200.00 SH SOLE 273200.00
LAWSON PRODS INC COM 520776105 4342 187750.00 SH SOLE 187750.00
LEE ENTERPRISES INC COM 523768109 9172 287200.00 SH SOLE 287200.00
LENNAR CORP COM 526057104 6745 415050.00 SH SOLE 415050.00
LIBBEY INC COM 529898108 7392 257100.00 SH SOLE 257100.00
LILLY INDL INC CL A 532491107 708 52700.00 SH SOLE 52700.00
LONGVIEW FIBRE CO WASHINGTON COM 543213102 5851 410600.00 SH SOLE 410600.00
M + T BK CORP COM 55261F104 23819 57500.00 SH SOLE 57500.00
MARCUS CORP COM 566330106 7844 583762.00 SH SOLE 583762.00
MARK IV INDS INC COM 570387100 6143 347287.00 SH SOLE 347287.00
MASCOTECH INC COM 574670105 4339 342000.00 SH SOLE 342000.00
MCCLATCHY CO CL A 579489105 7953 183875.00 SH SOLE 183875.00
MCCORMICK + CO INC COM NON VTG 579780206 16434 552400.00 SH SOLE 552400.00
MENTOR CORP MINN COM 587188103 12194 472400.00 SH SOLE 472400.00
MERCANTILE BANKSHARES CORP COM 587405101 15512 485700.00 SH SOLE 485700.00
MERITOR AUTOMOTIVE INC COM 59000G100 7550 389666.00 SH SOLE 389666.00
MICHAEL FOODS INC NEW COM 594079105 4002 162500.00 SH SOLE 162500.00
MIDAS INC COM 595626102 2990 136666.00 SH SOLE 136666.00
MISSISSIPPI CHEM CORP COM NEW 605288208 1530 247262.00 SH SOLE 247262.00
MITCHELL ENERGY + DEV CORP CL A 606592202 5005 226850.00 SH SOLE 226850.00
MOLEX INC COM 608554101 7742 136575.00 SH SOLE 136575.00
MONTANA PWR CO COM 612085100 19495 540600.00 SH SOLE 540600.00
MORRISON MGMT SPECIALISTS INC COM 618459101 459 21300.00 SH SOLE 21300.00
MURPHY OIL CORP COM 626717102 19329 336895.00 SH SOLE 336895.00
MYLAN LABS INC COM 628530107 24798 984550.00 SH SOLE 984550.00
NL INDS INC COM NEW 629156407 8196 544104.00 SH SOLE 544104.00
NATIONAL DATA CORP COM 635621105 18920 557500.00 SH SOLE 557500.00
NATIONAL FUEL GAS CO N J COM 636180101 10402 223700.00 SH SOLE 223700.00
NEW ENGLAND BUSINESS SVC INC COM 643872104 7581 310200.00 SH SOLE 310200.00
NEW ENGLAND ELEC SYS COM 644001109 12099 233800.00 SH SOLE 233800.00
NISOURCE INC COM 65473P105 9594 536700.00 SH SOLE 536700.00
NOBLE AFFILIATES INC COM 654894104 8781 409600.00 SH SOLE 409600.00
NORTH FORK BANCORPORATION INC COM 659424105 1839 105100.00 SH SOLE 105100.00
OAKWOOD HOMES CORP COM 674098108 1092 342700.00 SH SOLE 342700.00
OLD KENT FINL CORP COM 679833103 27955 790251.00 SH SOLE 790251.00
PMI GROUP INC COM 69344M101 5704 116850.00 SH SOLE 116850.00
PXRE GROUP LIMITED BERMUDA SHS G73018106 2772 213200.00 SH SOLE 213200.00
PAINE WEBBER GROUP INC COM 695629105 19193 494512.00 SH SOLE 494512.00
PIER 1 IMPORTS INC COM 720279108 4645 728617.00 SH SOLE 728617.00
PITTSTON BRINKS GROUP COM 725701106 8639 392700.00 SH SOLE 392700.00
PITTSTON CO BURLINGTON GROUP COM 725701882 447 42100.00 SH SOLE 42100.00
POGO PRODUCING CO COM 730448107 9451 461000.00 SH SOLE 461000.00
POPULAR INC COM 733174106 19278 690052.00 SH SOLE 690052.00
POTOMAC ELEC PWR CO COM 737679100 13558 591100.00 SH SOLE 591100.00
PRECISION CASTPARTS CORP COM 740189105 10018 381650.00 SH SOLE 381650.00
PRESIDENTIAL LIFE CORP COM 740884101 853 46400.00 SH SOLE 46400.00
PROTECTIVE LIFE CORP COM 743674103 22787 716300.00 SH SOLE 716300.00
PUGET SOUND ENERGY INC COM RTS CALLABLE THRU 25JAN01 745332106 9213 475508.00 SH SOLE 475508.00
PULITZER INC COM 745769109 4092 101500.00 SH SOLE 101500.00
QUANEX CORP COM 747620102 13 500.00 SH SOLE 500.00
RLI CORP COM 749607107 1915 56312.00 SH SOLE 56312.00
R.P.M. INC OHIO COM 749685103 8725 856463.00 SH SOLE 856463.00
RAYMOND JAMES FINANCIAL INC COM 754730109 4671 249975.00 SH SOLE 249975.00
RAYONIER INC COM 754907103 13936 288462.00 SH SOLE 288462.00
REGAL BELOIT CORP COM 758750103 5121 248300.00 SH SOLE 248300.00
REINSURANCE GROUP AMER INC COM 759351109 10456 376800.00 SH SOLE 376800.00
RELIANCE GROUP HLDGS INC COM 759464100 6464 966600.00 SH SOLE 966600.00
RELIANCE STL + ALUM CO COM 759509102 3850 164250.00 SH SOLE 164250.00
RELIASTAR FINL CORP COM 75952U103 10520 268462.00 SH SOLE 268462.00
REYNOLDS + REYNOLDS CO CL A 761695105 14625 650000.00 SH SOLE 650000.00
ROADWAY EXPRESS INC DEL COM 769742107 3555 164400.00 SH SOLE 164400.00
R G S ENERGY GROUP INC COM 74956K104 4723 229700.00 SH SOLE 229700.00
ROLLINS INC COM 775711104 8141 542700.00 SH SOLE 542700.00
ROLLINS TRUCK LEASING CORP COM 775741101 4029 337500.00 SH SOLE 337500.00
ROPER INDS COM 776696106 22665 599400.00 SH SOLE 599400.00
RUDDICK CORP COM 781258108 2751 177500.00 SH SOLE 177500.00
RYERSON TULL INC NEW COM 78375P107 4268 219600.00 SH SOLE 219600.00
RYLAND GROUP INC COM 783764103 3441 149200.00 SH SOLE 149200.00
ST JOE CO COM 790148100 11687 480700.00 SH SOLE 480700.00
SANTA FE SNYDER CORP COM 80218K105 6026 753252.00 SH SOLE 753252.00
SCHULMAN A INC COM 808194104 7677 470591.00 SH SOLE 470591.00
SCHWEITZER MAUDUIT INTL INC COM 808541106 2729 203100.00 SH SOLE 203100.00
SEITEL INC COM NEW 816074306 1577 233600.00 SH SOLE 233600.00
SELECTIVE INS GROUP INC COM 816300107 9773 568600.00 SH SOLE 568600.00
SERVICE MASTER COMPANY COM 81760N109 12696 1031134.00 SH SOLE 1031134.00
SMITH A O CORP COM 831865209 3934 179850.00 SH SOLE 179850.00
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TORO CO COM 891092108 4063 108900.00 SH SOLE 108900.00
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WD 40 CO COM 929236107 4093 185000.00 SH SOLE 185000.00
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WASHINGTON POST CO CL B 939640108 2524 4541.00 SH SOLE 4541.00
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CIENA CORP COM 171779101 33850 588700.00 SH SOLE 588700.00
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AFLAC INC COM 001055102 68109 1443374.00 SH SOLE 1443374.00
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PE CORP COM CELERA GENOMICS GROUP 69332S201 16102 108065.00 SH SOLE 108065.00
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FOOTSTAR INC COM 344912100 5483 179764.00 SH SOLE 179764.00
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LITTON INDS INC COM 538021106 13855 277800.00 SH SOLE 277800.00
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NTL INC COM 629407107 17091 137000.00 SH SOLE 137000.00
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ABERCROMBIE AND FITCH CO COM CL A 002896207 28659 1073866.00 SH SOLE 1073866.00
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AT HOME CORP COM SER A 045919107 49483 1154123.00 SH SOLE 1154123.00
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GAP INC COM 364760108 179654 3905512.00 SH SOLE 3905512.00
INTERIM SVCS INC COM 45868P100 8069 326000.00 SH SOLE 326000.00
INTUIT COM 461202103 38228 637800.00 SH SOLE 637800.00
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KOHLS CORP COM 500255104 55750 772300.00 SH SOLE 772300.00
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LEGATO SYSTEMS INC COM 524651106 35342 513600.00 SH SOLE 513600.00
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USA NETWORKS INC COM 902984103 34145 618010.00 SH SOLE 618010.00
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QUALCOMM INC COM 747525103 476453 2705200.00 SH SOLE 2705200.00
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VIACOM INC CL B 925524308 214192 3544028.00 SH SOLE 3544028.00
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CRESTLINE CAP CORP COM 226153104 1 60.00 SH SOLE 60.00
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DOMINION RES INC VA COM 257470104 28609 728900.00 SH SOLE 728900.00
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GLOBAL MARINE INC COM NEW 379352404 11739 706100.00 SH SOLE 706100.00
GRACE W R + CO DEL NEW COM 38388F108 8156 587800.00 SH SOLE 587800.00
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IKON OFFICE SOLUTIONS INC COM 451713101 4735 695100.00 SH SOLE 695100.00
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LEAP WIRELESS INTL INC COM 521863100 4398 56025.00 SH SOLE 56025.00
MIRAGE RESORTS INC COM 60462E104 8649 564800.00 SH SOLE 564800.00
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UST INC COM USD0.50 902911106 23976 951916.00 SH SOLE 951916.00
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RADISYS CORP COM 750459109 5562 109050.00 SH SOLE 109050.00
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ASHLAND INC COM 044204105 15033 456400.00 SH SOLE 456400.00
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CABLETRON SYSTEMS INC COM STK 126920107 20761 798500.00 SH SOLE 798500.00
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COORS ADOLPH CO CLASS B COM 217016104 11372 216600.00 SH SOLE 216600.00
CRANE CO COM 224399105 8297 417475.00 SH SOLE 417475.00
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KEYCORP NEW COM 493267108 58629 2649898.00 SH SOLE 2649898.00
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MARKETWATCH COM INC COM 570619106 37 1000.00 SH SOLE 1000.00
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WEST TELESERVICES CORP COM 956188106 4059 166100.00 SH SOLE 166100.00
WESTELL TECHNOLOGIES CL A 957541105 1909 177600.00 SH SOLE 177600.00
WESTERN DIGITAL CORP COM RTS CALLABLE THRU 30NOV98 958102105 3650 871600.00 SH SOLE 871600.00
W HLDG CO INC COM 929251106 45 4300.00 SH SOLE 4300.00
WESTWOOD ONE INC COM 961815107 6741 88700.00 SH SOLE 88700.00
WILLIAMS SONOMA INC COM 969904101 12190 265000.00 SH SOLE 265000.00
WINSTAR COMMUNICATIONS INC COM 975515107 5538 73600.00 SH SOLE 73600.00
WISER OIL CO DEL COM 977284108 191 76400.00 SH SOLE 76400.00
WORKFLOW MGMT INC COM 98137N109 879 30713.00 SH SOLE 30713.00
WORLD ACCESS INC COM 98141A101 1906 99000.00 SH SOLE 99000.00
WORLDTEX INC COM 981907108 322 206021.00 SH SOLE 206021.00
XILINX INC COM 983919101 47415 1042800.00 SH SOLE 1042800.00
XTRA CORP COM 984138107 6573 154200.00 SH SOLE 154200.00
YANKEE ENERGY SYS INC COM 984779108 2330 53032.00 SH SOLE 53032.00
YELLOW CORP COM 985509108 2823 167900.00 SH SOLE 167900.00
YOUNG + RUBICAM INC COM 987425105 12148 171700.00 SH SOLE 171700.00
ZEBRA TECHNOLOGIES CORP CL A 989207105 10928 186800.00 SH SOLE 186800.00
ZOLTEK COMPANIES INC 98975W104 3721 431420.00 SH SOLE 431420.00
ALTERRA HEALTHCARE CORP COM 02146C104 831 100000.00 SH SOLE 100000.00
CASELLA WASTE SYS INC CL A 147448104 5663 300000.00 SH SOLE 300000.00
DII GROUP INC COM 232949107 3761 53000.00 SH SOLE 53000.00
FRIEDE GOLDMAN HALTER INC COM 358430106 124 17833.00 SH SOLE 17833.00
HA LO INDS INC COM 404429102 6251 833400.00 SH SOLE 833400.00
PRI AUTOMATION INC COM 69357H106 456 6800.00 SH SOLE 6800.00
PSS WORLD MED INC COM 69366A100 2831 300000.00 SH SOLE 300000.00
S1 CORP COM 78463B101 5560 71165.00 SH SOLE 71165.00
SEROLOGICALS CORP COM 817523103 1200 199950.00 SH SOLE 199950.00
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CONOCO INC CL B 208251405 1106 44479.00 SH SOLE 44479.00
GLOBAL CROSSING LTD SHS G3921A100 2699 53989.00 SH SOLE 53989.00
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BANK AMER CORP COM 060505104 6091 121371.00 SH SOLE 121371.00
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PACTIV CORP COM 695257105 130 12227.00 SH SOLE 12227.00
TELEDYNE TECHNOLOGIES INC COM 879360105 18 1921.00 SH SOLE 1921.00
WATER PIK TECH INC COM 94113U100 6 672.00 SH SOLE 672.00
ALLEGHENY TECHNOLOGIES INC COM 01741R102 150 6680.00 SH SOLE 6680.00
EXXON MOBIL CORP COM 30231G102 19773 245442.00 SH SOLE 245442.00
ASSOCIATES FIRST CAP CORP CL A 046008108 1421 51795.00 SH SOLE 51795.00
BANK NEW YORK INC COM 064057102 2092 52303.00 SH SOLE 52303.00
HONEYWELL INTL INC COM 438516106 3245 56243.00 SH SOLE 56243.00
CITIGROUP INC COM 172967101 13318 239686.00 SH SOLE 239686.00
GILLETTE CO COM 375766102 3139 76214.00 SH SOLE 76214.00
LUCENT TECHNOLOGIES INC COM 549463107 16662 222716.00 SH SOLE 222716.00
SCHWAB CHARLES CORP NEW COM STK 808513105 2237 58287.00 SH SOLE 58287.00
HUTTIG BLDG PRODS INC COM 448451104 5 1072.67 SH SOLE 1072.67
TRANSOCEAN SEDCO FOREX INC SHS G90078109 255 7564.53 SH SOLE 7564.53
FEDEX CORP COM 31428X106 869 21234.00 SH SOLE 21234.00
CONSTELLATION ENERGY GROUP INC COM 210371100 309 10662.00 SH SOLE 10662.00
ALCOA INC COM 013817101 2165 26087.00 SH SOLE 26087.00
AUTODESK INCORPORATED COM STK NPV 052769106 146 4319.00 SH SOLE 4319.00
BAKER HUGHES INC COM 057224107 493 23399.00 SH SOLE 23399.00
BEAR STEARNS COS INC COM 073902108 361 8436.00 SH SOLE 8436.00
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CINERGY CORP COM 172474108 271 11246.00 SH SOLE 11246.00
COLUMBIA / HCA HEALTHCARE CORP COM 197677107 1173 40029.00 SH SOLE 40029.00
CONSECO INC COM STK 208464107 416 23297.00 SH SOLE 23297.00
COOPER INDS INC COM 216669101 271 6707.00 SH SOLE 6707.00
COOPER TIRE + RUBR CO COM 216831107 84 5407.00 SH SOLE 5407.00
PERKINELMER INC COM 714046109 136 3262.00 SH SOLE 3262.00
ELECTRONIC DATA SYS CORP NEW COM 285661104 2238 33432.00 SH SOLE 33432.00
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FIRSTENERGY CORP COM 337932107 375 16543.00 SH SOLE 16543.00
GTE CORP COM 362320103 4876 69107.00 SH SOLE 69107.00
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GREAT LAKES CHEMICAL CORP COM 390568103 155 4060.00 SH SOLE 4060.00
HEWLETT PACKARD CO COM 428236103 8258 72477.00 SH SOLE 72477.00
INTEL CORP COM 458140100 19546 237457.00 SH SOLE 237457.00
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LIZ CLAIBORNE INC COM 539320101 157 4163.00 SH SOLE 4163.00
MATTEL INC COM 577081102 393 29950.00 SH SOLE 29950.00
MELLON FINL CORP COM 58551A108 1231 36126.00 SH SOLE 36126.00
MERRILL LYNCH + CO INC COM 590188108 2197 26310.00 SH SOLE 26310.00
PHILIP MORRIS COS INC COM 718154107 3901 168227.00 SH SOLE 168227.00
RAYTHEON CO CL B 755111408 638 24011.00 SH SOLE 24011.00
SBC COMMUNICATIONS INC COM 78387G103 11821 242473.00 SH SOLE 242473.00
SAFECO CORP COM 786429100 229 9205.00 SH SOLE 9205.00
ST PAUL COS INC COM 792860108 544 16141.00 SH SOLE 16141.00
SEARS ROEBUCK + CO COM 812387108 818 26880.00 SH SOLE 26880.00
TEXAS UTILS CO COM 882848104 699 19659.00 SH SOLE 19659.00
UNION PACIFIC RES GROUP INC COM 907834105 228 17875.00 SH SOLE 17875.00
WASHINGTON MUT INC COM 939322103 1066 40999.00 SH SOLE 40999.00
SCHLUMBERGER LTD COM 806857108 2198 39073.00 SH SOLE 39073.00
AON CORP COM 037389103 729 18225.00 SH SOLE 18225.00
CVS CORP COM 126650100 1114 27888.00 SH SOLE 27888.00
CARDINAL HEALTH INC COM 14149Y108 953 19903.00 SH SOLE 19903.00
CAROLINA PWR + LT CO COM 144141108 346 11366.00 SH SOLE 11366.00
NORTHERN TRUST CORP COM 665859104 839 15835.00 SH SOLE 15835.00
RITE AID CORP COM 767754104 205 18365.00 SH SOLE 18365.00
TJX COS INC NEW COM 872540109 450 22019.00 SH SOLE 22019.00
TOSCO CORP COM NEW 891490302 278 10209.00 SH SOLE 10209.00
WEYERHAEUSER CO COM 962166104 1196 16656.00 SH SOLE 16656.00
LILLY ELI + CO COM 532457108 5156 77529.00 SH SOLE 77529.00
MBNA CORP COM 55262L100 1554 57029.00 SH SOLE 57029.00
MEDTRONIC INC COM 585055106 3097 84997.00 SH SOLE 84997.00
MERCK + CO INC COM 589331107 11142 166143.00 SH SOLE 166143.00
MORGAN STANLEY DEAN WITTER+CO COM NEW 617446448 5650 39583.00 SH SOLE 39583.00
PFIZER INC COM 717081103 8924 275128.00 SH SOLE 275128.00
COMPAQ COMPUTER CORP COM 204493100 3269 120802.00 SH SOLE 120802.00
DANAHER CORP COM 235851102 487 10085.00 SH SOLE 10085.00
DOLLAR GEN CORP 256669102 430 18923.00 SH SOLE 18923.00
FRANKLIN RES INC COM 354613101 575 17945.00 SH SOLE 17945.00
GENERAL ELEC CO COM 369604103 36096 233254.00 SH SOLE 233254.00
ILLINOIS TOOL WKS INC COM 452308109 1441 21322.00 SH SOLE 21322.00
STATE STREET CORPORATION COM 857477103 832 11381.00 SH SOLE 11381.00
JOHNSON + JOHNSON COM 478160104 9208 98875.00 SH SOLE 98875.00
NORTEL NETWORKS CORP COM 656569100 9588 94929.00 SH SOLE 94929.00
PRICE T ROWE + ASSOC INC COM 741477103 315 8526.00 SH SOLE 8526.00
AMERICAN HOME PRODUCTS CORP COM 026609107 3660 92806.00 SH SOLE 92806.00
AVON PRODS INC COM 054303102 569 17231.00 SH SOLE 17231.00
BECTON DICKINSON + CO COM 075887109 477 17837.00 SH SOLE 17837.00
BOEING CO COM 097023105 2760 66404.00 SH SOLE 66404.00
CATERPILLAR INC COM 149123101 1189 25260.00 SH SOLE 25260.00
DONNELLEY R R + SONS CO COM 257867101 222 8952.00 SH SOLE 8952.00
DOW CHEM CO COM 260543103 2082 15578.00 SH SOLE 15578.00
DU PONT E I DE NEMOURS + CO COM 263534109 4891 74246.00 SH SOLE 74246.00
EL PASO ENERGY CORP DEL COM 283905107 630 16232.00 SH SOLE 16232.00
EMERSON ELEC CO COM 291011104 1770 30851.00 SH SOLE 30851.00
FEDERAL HOME LN MTG CORP COM FORMERLY SR PART PFD 313400301 2327 49450.00 SH SOLE 49450.00
FIRST DATA CORP COM 319963104 1468 29768.00 SH SOLE 29768.00
HOUSEHOLD INTL INC COM 441815107 1243 33380.00 SH SOLE 33380.00
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LOCKHEED MARTIN CORP COM 539830109 615 28113.00 SH SOLE 28113.00
MCDONALDS CORP COM 580135101 3880 96251.00 SH SOLE 96251.00
MONSANTO CO COM 611662107 1607 45116.00 SH SOLE 45116.00
MOTOROLA INC COM 620076109 6375 43291.00 SH SOLE 43291.00
ROCKWELL INTL CORP NEW COM 773903109 646 13497.00 SH SOLE 13497.00
TEXTRON INC COM 883203101 808 10532.00 SH SOLE 10532.00
U S WEST INC NEW COM 91273H101 2586 35919.00 SH SOLE 35919.00
WELLS FARGO + CO NEW COM 949746101 4722 116766.00 SH SOLE 116766.00
ALBERTSONS INC COM 013104104 970 30082.00 SH SOLE 30082.00
AT + T CORP COM 001957109 11528 227149.00 SH SOLE 227149.00
AMERICAN GEN CORP COM 026351106 1336 17606.00 SH SOLE 17606.00
BELL ATLANTIC CORP COM 077853109 6797 110409.00 SH SOLE 110409.00
CIGNA CORP COM 125509109 1066 13237.00 SH SOLE 13237.00
DILLARDS INC CL A 254067101 154 7633.00 SH SOLE 7633.00
EATON CORP COM 278058102 383 5268.00 SH SOLE 5268.00
FORD MTR CO DEL COM 345370100 4590 85892.00 SH SOLE 85892.00
GENERAL DYNAMICS CORP COM 369550108 751 14241.00 SH SOLE 14241.00
GOLDEN WEST FINL CORP DEL COM 381317106 385 11489.00 SH SOLE 11489.00
HASBRO INC COM 418056107 263 13779.00 SH SOLE 13779.00
INGERSOLL RAND CO COM 456866102 641 11638.00 SH SOLE 11638.00
JOHNSON CTLS INC COM 478366107 345 6064.00 SH SOLE 6064.00
LEHMAN BROTHERS HLDGS INC COM 524908100 723 8536.00 SH SOLE 8536.00
NIKE INC CL B 654106103 984 19857.00 SH SOLE 19857.00
PHARMACIA + UPJOHN INC COM 716941109 1660 36884.00 SH SOLE 36884.00
UNITED TECHNOLOGIES CORP COM 913017109 2214 34057.00 SH SOLE 34057.00
WAL MART STORES INC COM 931142103 21866 316331.00 SH SOLE 316331.00
ABBOTT LABS COM NPV 002824100 3967 109250.00 SH SOLE 109250.00
ALLTEL CORP COM 020039103 1842 22282.00 SH SOLE 22282.00
AMSOUTH BANCORPORATION COM 032165102 537 27793.00 SH SOLE 27793.00
ANHEUSER BUSCH COS INC COM 035229103 2341 33031.00 SH SOLE 33031.00
BELLSOUTH CORP COM 079860102 6265 133824.00 SH SOLE 133824.00
BRISTOL MYERS SQUIBB CO COM 110122108 9051 141006.00 SH SOLE 141006.00
CAPITAL ONE FINL CORP COM 14040H105 677 14057.00 SH SOLE 14057.00
CENTURYTEL INC COM 156700106 470 9920.00 SH SOLE 9920.00
CLOROX CO COM 189054109 845 16766.00 SH SOLE 16766.00
COCA COLA CO COM 191216100 10229 175598.00 SH SOLE 175598.00
COMERICA INC COM 200340107 519 11113.00 SH SOLE 11113.00
ECOLAB INC COM 278865100 359 9167.00 SH SOLE 9167.00
FIFTH THIRD BANCORP COM STK 316773100 1611 21959.00 SH SOLE 21959.00
FIRSTAR CORP WIS COM 33763V109 1473 69706.00 SH SOLE 69706.00
GANNETT INC COM 364730101 1620 19863.00 SH SOLE 19863.00
LOWES COS INC USD0.50 548661107 1625 27197.00 SH SOLE 27197.00
OMNICOM GROUP COM 681919106 1263 12625.00 SH SOLE 12625.00
PAYCHEX INC COM 704326107 700 17504.00 SH SOLE 17504.00
PROGRESSIVE CORP OHIO COM 743315103 383 5235.00 SH SOLE 5235.00
QUAKER OATS CO COM 747402105 624 9504.00 SH SOLE 9504.00
SCHERING PLOUGH CORP COM 806605101 4404 104388.00 SH SOLE 104388.00
XEROX CORP COM 984121103 1071 47203.00 SH SOLE 47203.00
AMERICAN EXPRESS CO COM 025816109 5295 31852.00 SH SOLE 31852.00
IMS HEALTH INC COM 449934108 595 21886.00 SH SOLE 21886.00
MCKESSON HBOC INC COM 58155Q103 452 20032.00 SH SOLE 20032.00
PECO ENERGY CO COM 693304107 458 13176.00 SH SOLE 13176.00
TYCO INTL LTD NEW COM 902124106 4666 120033.00 SH SOLE 120033.00
WARNER LAMBERT CO COM 934488107 5000 61018.00 SH SOLE 61018.00
AETNA INC COM 008117103 593 10625.00 SH SOLE 10625.00
ARMSTRONG WORLD INDS INC COM 042476101 96 2886.00 SH SOLE 2886.00
AUTOMATIC DATA PROCESSING INC COM 053015103 2396 44480.00 SH SOLE 44480.00
BAXTER INTL INC COM 071813109 1300 20696.00 SH SOLE 20696.00
BURLINGTON NORTHN SANTA FE COM 12189T104 789 32518.00 SH SOLE 32518.00
CMS ENERGY CORP COM 125896100 257 8231.00 SH SOLE 8231.00
CHAMPION INTL CORP COM 158525105 421 6796.00 SH SOLE 6796.00
CIRCUIT CITY STORES INC COM 172737108 649 14408.00 SH SOLE 14408.00
CORNING INC COM 219350105 2246 17421.00 SH SOLE 17421.00
CROWN CORK + SEAL INC COM 228255105 194 8687.00 SH SOLE 8687.00
ALCAN ALUM LTD COM 013716105 641 15558.00 SH SOLE 15558.00
EASTMAN CHEM CO COM 277432100 267 5593.00 SH SOLE 5593.00
ENTERGY CORP COM 29364G103 450 17495.00 SH SOLE 17495.00
FLEETWOOD ENTERPRISES INC COM 339099103 47 2303.00 SH SOLE 2303.00
FORT JAMES CORP COM 347471104 420 15345.00 SH SOLE 15345.00
GRAINGER W W INC COM 384802104 320 6683.00 SH SOLE 6683.00
MASCO CORP COM 574599106 807 31791.00 SH SOLE 31791.00
NATIONAL SVC INDS INC 637657107 85 2891.00 SH SOLE 2891.00
NORFOLK SOUTHN CORP COM 655844108 555 27054.00 SH SOLE 27054.00
PNC BK CORP COM 693475105 932 20934.00 SH SOLE 20934.00
REGIONS FINL CORP COM 758940100 389 15496.00 SH SOLE 15496.00
TRW INC COM 872649108 447 8604.00 SH SOLE 8604.00
UNITED HEALTHCARE CORP COM 910581107 641 12065.00 SH SOLE 12065.00
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ALLSTATE CORP COM 020002101 1374 57235.00 SH SOLE 57235.00
AMEREN CORP COM 023608102 320 9786.00 SH SOLE 9786.00
ATLANTIC RICHFIELD CO COM 048825103 1980 22893.00 SH SOLE 22893.00
BANK ONE CORP COM 06423A103 2613 81504.00 SH SOLE 81504.00
BLOCK H + R INC COM 093671105 306 6987.00 SH SOLE 6987.00
CAMPBELL SOUP CO COM 134429109 1177 30422.00 SH SOLE 30422.00
CENTRAL + SOUTH WEST CORP COM 152357109 303 15146.00 SH SOLE 15146.00
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CONAGRA INC COM 205887102 789 34978.00 SH SOLE 34978.00
CONSOLIDATED NAT GAS CO COM 209615103 445 6858.00 SH SOLE 6858.00
COUNTRYWIDE CR INDS INC COM 222372104 203 8047.00 SH SOLE 8047.00
DTE ENERGY CO COM 233331107 324 10316.00 SH SOLE 10316.00
DEERE + CO COM 244199105 720 16608.00 SH SOLE 16608.00
DELUXE CORP COM 248019101 142 5169.00 SH SOLE 5169.00
DUKE ENERGY CO COM STK NPV 264399106 1300 25945.00 SH SOLE 25945.00
EASTMAN KODAK CO COM 277461109 1485 22410.00 SH SOLE 22410.00
FORTUNE BRANDS INC COM 349631101 387 11699.00 SH SOLE 11699.00
GPU INC COM 36225X100 262 8767.00 SH SOLE 8767.00
GENERAL MLS INC COM 370334104 772 21604.00 SH SOLE 21604.00
GENERAL MTRS CORP COM 370442105 3308 45512.00 SH SOLE 45512.00
GENUINE PARTS CO COM 372460105 314 12662.00 SH SOLE 12662.00
GOODRICH B F CO COM 382388106 214 7799.00 SH SOLE 7799.00
HEINZ H J CO COM 423074103 1013 25446.00 SH SOLE 25446.00
HELMERICH AND PAYNE INC COM 423452101 77 3520.00 SH SOLE 3520.00
HOMESTAKE MNG CO COM 437614100 144 18475.00 SH SOLE 18475.00
HUNTINGTON BANCSHARES INC COM 446150104 390 16350.00 SH SOLE 16350.00
INTERNATIONAL FLAVOURS COM 459506101 281 7442.00 SH SOLE 7442.00
LINCOLN NATL CORP IN COM 534187109 557 13925.00 SH SOLE 13925.00
LOEWS CORP COM 540424108 458 7547.00 SH SOLE 7547.00
LOUISIANA PAC CORP COM 546347105 108 7586.00 SH SOLE 7586.00
MGIC INVT CORP WIS COM 552848103 451 7491.00 SH SOLE 7491.00
MARSH + MCLENNAN COS INC COM 571748102 1813 18949.00 SH SOLE 18949.00
MORGAN J P + CO INC COM 616880100 1553 12262.00 SH SOLE 12262.00
NEW CENTY ENERGIES INC COM 64352U103 251 8250.00 SH SOLE 8250.00
NICOR INC COM 654086107 107 3304.00 SH SOLE 3304.00
NORTHERN STS PWR CO MN COM 665772109 214 10995.00 SH SOLE 10995.00
ONEOK INC NEW COM 682680103 57 2271.00 SH SOLE 2271.00
PG+E CORP COM 69331C108 560 27327.00 SH SOLE 27327.00
P P + L RES INC COM 693499105 234 10223.00 SH SOLE 10223.00
PPG INDS INC COM 693506107 774 12365.00 SH SOLE 12365.00
PACCAR INC COM 693718108 246 5554.00 SH SOLE 5554.00
PENNEY J C INC COM 708160106 369 18500.00 SH SOLE 18500.00
PEPSICO INC COM 713448108 3648 103495.00 SH SOLE 103495.00
PHILLIPS PETE CO COM 718507106 844 17958.00 SH SOLE 17958.00
PINNACLE WEST CAP CORP COM 723484101 184 6028.00 SH SOLE 6028.00
POTLATCH CORP COM 737628107 93 2075.00 SH SOLE 2075.00
PROCTER + GAMBLE CO COM 742718109 10230 93373.00 SH SOLE 93373.00
PUBLIC SVC ENTERPRISE GROUP COM 744573106 542 15568.00 SH SOLE 15568.00
RELIANT ENERGY INC COM 75952J108 480 20985.00 SH SOLE 20985.00
REPUBLIC NY CORP COM 760719104 537 7455.00 SH SOLE 7455.00
SARA LEE CORP COM 803111103 1425 64579.00 SH SOLE 64579.00
SEMPRA ENERGY COM 816851109 296 17043.00 SH SOLE 17043.00
SOUTHERN CO COM 842587107 1124 47837.00 SH SOLE 47837.00
TEXACO INC COM 881694103 2135 39303.00 SH SOLE 39303.00
TEXAS INSTRS INC COM 882508104 5525 57036.00 SH SOLE 57036.00
UNICOM CORP COM 904911104 517 15421.00 SH SOLE 15421.00
UNION PAC CORP COM 907818108 773 17716.00 SH SOLE 17716.00
WACHOVIA CORP NEW 929771103 981 14420.00 SH SOLE 14420.00
INTERPUBLIC GROUP COS INC COM 460690100 1152 19962.00 SH SOLE 19962.00
AMERICA ONLINE INC DEL COM 02364J104 11986 158890.00 SH SOLE 158890.00
BMC SOFTWARE INC COM 055921100 1377 17231.00 SH SOLE 17231.00
CARNIVAL CORP COM 143658102 2096 43847.00 SH SOLE 43847.00
CISCO SYS INC COM 17275R102 24904 232480.00 SH SOLE 232480.00
CLEAR CHANNEL COMMUNICATIONS COM 184502102 2149 24083.00 SH SOLE 24083.00
DELL COMPUTER CORP COM 247025109 9212 180633.00 SH SOLE 180633.00
E M C CORP MASS COM 268648102 7903 72335.00 SH SOLE 72335.00
HOME DEPOT INC COM 437076102 11221 163665.00 SH SOLE 163665.00
MICROSOFT CORP COM 594918104 42820 366765.00 SH SOLE 366765.00
NEXTEL COMMUNICATIONS INC CL A 65332V103 2660 25794.00 SH SOLE 25794.00
QUINTILES TRANSNATIONAL CORP COM 748767100 153 8208.00 SH SOLE 8208.00
TELLABS INC COM 879664100 1838 28640.00 SH SOLE 28640.00
TOYS R US INC COM 892335100 249 17398.00 SH SOLE 17398.00
US BANCORP DEL COM 902973106 1231 51705.00 SH SOLE 51705.00
AMGEN INC COM 031162100 4362 72620.00 SH SOLE 72620.00
ANDREW CORP COM 034425108 111 5864.00 SH SOLE 5864.00
DANA CORP COM 235811106 351 11725.00 SH SOLE 11725.00
DELPHI AUTOMOTIVE SYS CORP COM 247126105 632 40141.00 SH SOLE 40141.00
GATEWAY INC COM 367626108 1625 22544.00 SH SOLE 22544.00
HUMANA INC COM 444859102 98 11945.00 SH SOLE 11945.00
POLAROID CORP COM 731095105 60 3181.00 SH SOLE 3181.00
SEAGATE TECHNOLOGY COM 811804103 688 14768.00 SH SOLE 14768.00
SPRINT CORP COM 852061100 4167 61900.00 SH SOLE 61900.00
3COM CORP COM 885535104 1150 24476.00 SH SOLE 24476.00
AMERADA HESS CORP COM NPV 023551104 365 6429.00 SH SOLE 6429.00
APPLE COMPUTER COM NPV 037833100 1172 11399.00 SH SOLE 11399.00
AVERY DENNISON CORP COM 053611109 580 7960.00 SH SOLE 7960.00
BOISE CASCADE CORP COM 097383103 163 4021.00 SH SOLE 4021.00
COMVERSE TECHNOLOGY INC COM NEW 205862402 736 5088.00 SH SOLE 5088.00
CONSOLIDATED STORES CORP COM 210149100 128 7864.00 SH SOLE 7864.00
DELTA AIR LINES INC DE COM 247361108 472 9484.00 SH SOLE 9484.00
LEGGETT + PLATT INC COM 524660107 299 13928.00 SH SOLE 13928.00
LEXMARK INTL GROUP INC CL A 529771107 819 9052.00 SH SOLE 9052.00
MAYTAG CORP COM 578592107 288 6005.00 SH SOLE 6005.00
NEWELL RUBBERMAID INC COM 651229106 582 20075.00 SH SOLE 20075.00
OFFICE DEPOT INC COM 676220106 256 23389.00 SH SOLE 23389.00
SOUTHWEST AIRLS CO COM 844741108 580 35822.00 SH SOLE 35822.00
TENET HEALTHCARE CORP COM 88033G100 520 22129.00 SH SOLE 22129.00
TRICON GLOBAL RESTAURANTS INC COM 895953107 421 10905.00 SH SOLE 10905.00
WALGREEN CO COM 931422109 2085 71280.00 SH SOLE 71280.00
WHIRLPOOL CORP COM 963320106 346 5314.00 SH SOLE 5314.00
ADOBE SYS INC COM 00724F101 576 8570.00 SH SOLE 8570.00
AIR PRODS + CHEMS INC COM 009158106 548 16329.00 SH SOLE 16329.00
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AMERICAN ELEC PWR INC COM 025537101 443 13783.00 SH SOLE 13783.00
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ITT INDS INC COM 450911102 207 6200.00 SH SOLE 6200.00
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OWENS CORNING COM 69073F103 75 3868.00 SH SOLE 3868.00
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REYNOLDS METALS CO COM 761763101 345 4507.00 SH SOLE 4507.00
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WRIGLEY WM JR CO COM 982526105 680 8194.00 SH SOLE 8194.00
COMCAST CORP CL A SPL 200300200 2700 53406.00 SH SOLE 53406.00
MOLEX INC COM 608554101 630 11116.00 SH SOLE 11116.00
OLD KENT FINL CORP COM 679833103 294 8318.00 SH SOLE 8318.00
PAINE WEBBER GROUP INC COM 695629105 393 10136.00 SH SOLE 10136.00
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WILLIAMS COS INC COM 969457100 945 30914.00 SH SOLE 30914.00
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ALLERGAN INC COM 018490102 464 9325.00 SH SOLE 9325.00
ALZA CORP COM 022615108 252 7283.00 SH SOLE 7283.00
CUMMINS ENGINE INC COM 231021106 142 2948.00 SH SOLE 2948.00
FIRST UN CORP COM 337358105 2303 70181.00 SH SOLE 70181.00
GENERAL INSTR CORP DEL COM 370120107 1051 12365.00 SH SOLE 12365.00
MANOR CARE INC NEW COM 564055101 118 7374.00 SH SOLE 7374.00
NEW YORK TIMES CO CL A 650111107 598 12169.00 SH SOLE 12169.00
PRAXAIR INC COM 74005P104 569 11310.00 SH SOLE 11310.00
ST JUDE MED INC COM 790849103 184 6004.00 SH SOLE 6004.00
TIMKEN CO COM 887389104 89 4374.00 SH SOLE 4374.00
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ANADARKO PETE CORP COM 032511107 308 9040.00 SH SOLE 9040.00
ANALOG DEVICES INC COM 032654105 1150 12364.00 SH SOLE 12364.00
INTERNATIONAL PAPER CO COM 460146103 1661 29429.00 SH SOLE 29429.00
APPLIED MATERIALS INC COM 038222105 3402 26855.00 SH SOLE 26855.00
PARAMETRIC TECHNOLOGY CORP 699173100 519 19179.00 SH SOLE 19179.00
ADC TELECOMMUNICATIONS INC COM 000886101 771 10627.00 SH SOLE 10627.00
AFLAC INC COM 001055102 892 18913.00 SH SOLE 18913.00
AUTOZONE INC COM 053332102 332 10270.00 SH SOLE 10270.00
BOSTON SCIENTIFIC CORP COM 101137107 645 29475.00 SH SOLE 29475.00
EQUIFAX INC COM 294429105 236 10032.00 SH SOLE 10032.00
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STAPLES INC COM 855030102 685 33001.00 SH SOLE 33001.00
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DOVER CORP COM 260003108 659 14521.00 SH SOLE 14521.00
HERCULES INC COM 427056106 211 7557.00 SH SOLE 7557.00
MAY DEPT STORES CO COM 577778103 765 23709.00 SH SOLE 23709.00
MINNESOTA MNG + MFG CO COM 604059105 2795 28556.00 SH SOLE 28556.00
TIME WARNER INC COM 887315109 6628 91494.00 SH SOLE 91494.00
WASTE MGMT INC DEL COM 94106L109 757 44023.00 SH SOLE 44023.00
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CBS CORP COM 12490K107 3463 54166.00 SH SOLE 54166.00
COLUMBIA ENERGY GROUP COM 197648108 363 5741.00 SH SOLE 5741.00
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SPRINT CORP PCS COM SER 1 852061506 3135 30586.00 SH SOLE 30586.00
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UNISYS CORP COM 909214108 703 22003.00 SH SOLE 22003.00
WELLPOINT HEALTH NETWORKS INC COM 94973H108 296 4489.00 SH SOLE 4489.00
BED BATH + BEYOND INC COM 075896100 347 9975.00 SH SOLE 9975.00
BIOMET INC COM 090613100 319 7977.00 SH SOLE 7977.00
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COSTCO WHSL CORP NEW COM 22160K105 1435 15730.00 SH SOLE 15730.00
DISNEY WALT CO DISNEY COM 254687106 4288 146611.00 SH SOLE 146611.00
GAP INC COM 364760108 2798 60826.00 SH SOLE 60826.00
KNIGHT RIDDER INC COM 499040103 358 6015.00 SH SOLE 6015.00
KOHLS CORP COM 500255104 839 11617.00 SH SOLE 11617.00
KROGER CO COM 501044101 1117 59175.00 SH SOLE 59175.00
NETWORK APPLIANCE INC COM 64120L104 884 10648.00 SH SOLE 10648.00
ORACLE CORP COM 68389X105 11340 101193.00 SH SOLE 101193.00
PITNEY BOWES INC COM 724479100 911 18847.00 SH SOLE 18847.00
PROVIDIAN FINL CORP COM 74406A102 918 10085.00 SH SOLE 10085.00
SAFEWAY INC COM NEW 786514208 1285 36137.00 SH SOLE 36137.00
TIMES MIRROR CO NEW COM SER A 887364107 286 4268.00 SH SOLE 4268.00
TRIBUNE CO NEW COM 896047107 931 16906.00 SH SOLE 16906.00
WATSON PHARMACEUTICALS INC COM 942683103 243 6781.00 SH SOLE 6781.00
YAHOO INC COM 984332106 8116 18757.00 SH SOLE 18757.00
BEST BUY CO INC COM STK USD0.10 086516101 732 14593.00 SH SOLE 14593.00
ENRON CORP COM 293561106 2255 50819.00 SH SOLE 50819.00
MEDIAONE GROUP INC COM 58440J104 3343 43524.00 SH SOLE 43524.00
MICRON TECHNOLOGY INC COM 595112103 1492 19186.00 SH SOLE 19186.00
QUALCOMM INC COM 747525103 8248 46828.00 SH SOLE 46828.00
SEALED AIR CORP NEW COM 81211K100 309 5955.00 SH SOLE 5955.00
VIACOM INC CL B 925524308 2994 49535.00 SH SOLE 49535.00
CSX CORP COM 126408103 488 15560.00 SH SOLE 15560.00
CENDANT CORP COM 151313103 1342 50527.00 SH SOLE 50527.00
CHEVRON CORP COM 166751107 4044 46682.00 SH SOLE 46682.00
CONSOLIDATED EDISON INC COM 209115104 543 15749.00 SH SOLE 15749.00
DAYTON HUDSON CORP COM 239753106 2300 31315.00 SH SOLE 31315.00
DOMINION RES INC VA COM 257470104 534 13604.00 SH SOLE 13604.00
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FLORIDA PROGRESS CORP COM 341109106 295 6972.00 SH SOLE 6972.00
GRACE W R + CO DEL NEW COM 38388F108 71 5127.00 SH SOLE 5127.00
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IKON OFFICE SOLUTIONS INC COM 451713101 72 10558.00 SH SOLE 10558.00
K MART CORP COM 482584109 354 35140.00 SH SOLE 35140.00
MIRAGE RESORTS INC COM 60462E104 210 13703.00 SH SOLE 13703.00
NAVISTAR INTL CORP INC COM 63934E108 212 4485.00 SH SOLE 4485.00
NIAGARA MOHAWK HLDGS INC COM 653520106 185 13294.00 SH SOLE 13294.00
NOVELL INC COM 670006105 945 23658.00 SH SOLE 23658.00
PHELPS DODGE CORP COM 717265102 387 5762.00 SH SOLE 5762.00
ROWAN COS INC COM 779382100 129 5948.00 SH SOLE 5948.00
UST INC COM USD0.50 902911106 306 12164.00 SH SOLE 12164.00
USX U S STL GROUP 90337T101 207 6278.00 SH SOLE 6278.00
US AIRWAYS GROUP INC COM 911905107 162 5045.00 SH SOLE 5045.00
V F CORP COM 918204108 253 8421.00 SH SOLE 8421.00
AES CORP COM 00130H105 1095 14654.00 SH SOLE 14654.00
ASHLAND INC COM 044204105 169 5142.00 SH SOLE 5142.00
BALL CORP COM 058498106 84 2141.00 SH SOLE 2141.00
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BEMIS INC COM 081437105 131 3757.00 SH SOLE 3757.00
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CABLETRON SYSTEMS INC COM STK 126920107 334 12862.00 SH SOLE 12862.00
CERIDIAN CORP COM 15677T106 221 10258.00 SH SOLE 10258.00
COORS ADOLPH CO CLASS B COM 217016104 137 2609.00 SH SOLE 2609.00
CRANE CO COM 224399105 94 4727.00 SH SOLE 4727.00
DUN + BRADSTREET CORP DEL COM 26483B106 338 11445.00 SH SOLE 11445.00
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FPL GROUP INC COM 302571104 544 12701.00 SH SOLE 12701.00
FREEPORT MCMORAN COPPER + GOLD CL B 35671D857 247 11670.00 SH SOLE 11670.00
HALLIBURTON CO COM 406216101 1265 31429.00 SH SOLE 31429.00
HARRAHS ENTMT INC COM 413619107 242 9142.00 SH SOLE 9142.00
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HERSHEY FOODS CORP COM 427866108 468 9857.00 SH SOLE 9857.00
INCO LTD COM 453258402 320 13608.00 SH SOLE 13608.00
KLA TENCOR CORP COM 482480100 709 6369.00 SH SOLE 6369.00
KANSAS CITY SOUTHN INDS INC COM 485170104 586 7847.00 SH SOLE 7847.00
KELLOGG CO COM 487836108 888 28829.00 SH SOLE 28829.00
KEYCORP NEW COM 493267108 704 31840.00 SH SOLE 31840.00
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LIMITED INC COM 532716107 660 15248.00 SH SOLE 15248.00
MCGRAW HILL COS INC COM 580645109 858 13917.00 SH SOLE 13917.00
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NACCO INDS INC CL A 629579103 29 530.00 SH SOLE 530.00
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NORDSTROM INC COM 655664100 259 9890.00 SH SOLE 9890.00
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OWENS ILL INC COM NEW 690768403 268 10710.00 SH SOLE 10710.00
PARKER HANNIFIN CORP COM 701094104 410 7995.00 SH SOLE 7995.00
PEOPLESOFT INC COM 712713106 371 17417.00 SH SOLE 17417.00
PLACER DOME INC COM 725906101 249 23181.00 SH SOLE 23181.00
RALSTON PURINA CO COM RALSTON PURINA GROUP 751277302 639 22941.00 SH SOLE 22941.00
REEBOK INTL LTD COM 758110100 33 4010.00 SH SOLE 4010.00
RYDER SYS INC COM 783549108 112 4578.00 SH SOLE 4578.00
SCIENTIFIC ATLANTA INC COM 808655104 313 5628.00 SH SOLE 5628.00
SEAGRAM LTD COM 811850106 1386 30837.00 SH SOLE 30837.00
SHERWIN WILLIAMS CO COM 824348106 247 11782.00 SH SOLE 11782.00
SIGMA ALDRICH COM 826552101 215 7149.00 SH SOLE 7149.00
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SNAP ON INC COM 833034101 110 4135.00 SH SOLE 4135.00
SPRINGS INDS INC COM 851783100 52 1292.00 SH SOLE 1292.00
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SUPERVALU INC COM 868536103 198 9907.00 SH SOLE 9907.00
TEMPLE INLAND INC COM 879868107 260 3944.00 SH SOLE 3944.00
THERMO ELECTRON CORP COM 883556102 168 11220.00 SH SOLE 11220.00
USX MARATHON GROUP COM NEW 902905827 544 22052.00 SH SOLE 22052.00
UNION CARBIDE CORP COM 905581104 637 9537.00 SH SOLE 9537.00
WILLAMETTE INDS INC COM 969133107 369 7943.00 SH SOLE 7943.00
WORTHINGTON INDS IN COM 981811102 104 6285.00 SH SOLE 6285.00
ADAPTEC INC COM 00651F108 363 7277.00 SH SOLE 7277.00
ALLIED WASTE INDUSTRIES INC 019589308 118 13400.00 SH SOLE 13400.00
CITRIX SYS INC COM 177376100 779 6336.00 SH SOLE 6336.00
TERADYNE INC COM 880770102 803 12160.00 SH SOLE 12160.00
VULCAN MATLS CO COM 929160109 283 7087.00 SH SOLE 7087.00
XILINX INC COM 983919101 1030 22648.00 SH SOLE 22648.00
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CONOCO INC CL B 208251405 409 16431.00 SH SOLE 16431.00
GLOBAL CROSSING LTD SHS G3921A100 996 19919.00 SH SOLE 19919.00
FLEETBOSTON FINL CORP COM 339030108 838 24080.00 SH SOLE 24080.00
BANK AMER CORP COM 060505104 2251 44860.00 SH SOLE 44860.00
PE CORP COM PE BIOSYSTEMS GROUP 69332S102 322 2677.00 SH SOLE 2677.00
PACTIV CORP COM 695257105 48 4544.00 SH SOLE 4544.00
TELEDYNE TECHNOLOGIES INC COM 879360105 7 706.00 SH SOLE 706.00
WATER PIK TECH INC COM 94113U100 2 247.00 SH SOLE 247.00
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EXXON MOBIL CORP COM 30231G102 7316 90812.00 SH SOLE 90812.00
ASSOCIATES FIRST CAP CORP CL A 046008108 526 19177.00 SH SOLE 19177.00
BANK NEW YORK INC COM 064057102 774 19362.00 SH SOLE 19362.00
HONEYWELL INTL INC COM 438516106 1203 20846.00 SH SOLE 20846.00
CITIGROUP INC COM 172967101 4928 88689.00 SH SOLE 88689.00
GILLETTE CO COM 375766102 1162 28207.00 SH SOLE 28207.00
LUCENT TECHNOLOGIES INC COM 549463107 6161 82351.00 SH SOLE 82351.00
SCHWAB CHARLES CORP NEW COM STK 808513105 828 21574.00 SH SOLE 21574.00
HUTTIG BLDG PRODS INC COM 448451104 2 400.67 SH SOLE 400.67
TRANSOCEAN SEDCO FOREX INC SHS G90078109 175 5194.42 SH SOLE 5194.42
CONSTELLATION ENERGY GROUP INC COM 210371100 114 3928.00 SH SOLE 3928.00
ALCOA INC COM 013817101 798 9618.00 SH SOLE 9618.00
AUTODESK INCORPORATED COM STK NPV 052769106 55 1641.00 SH SOLE 1641.00
BAKER HUGHES INC COM 057224107 182 8641.00 SH SOLE 8641.00
BEAR STEARNS COS INC COM 073902108 133 3118.00 SH SOLE 3118.00
CHASE MANHATTAN CORP NEW COM 16161A108 1685 21685.00 SH SOLE 21685.00
CINERGY CORP COM 172474108 101 4191.00 SH SOLE 4191.00
COLUMBIA / HCA HEALTHCARE CORP COM 197677107 433 14760.00 SH SOLE 14760.00
CONSECO INC COM STK 208464107 154 8592.00 SH SOLE 8592.00
COOPER INDS INC COM 216669101 101 2502.00 SH SOLE 2502.00
COOPER TIRE + RUBR CO COM 216831107 31 1995.00 SH SOLE 1995.00
PERKINELMER INC COM 714046109 51 1231.00 SH SOLE 1231.00
ELECTRONIC DATA SYS CORP NEW COM 285661104 831 12408.00 SH SOLE 12408.00
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GTE CORP COM 362320103 1804 25568.00 SH SOLE 25568.00
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HEWLETT PACKARD CO COM 428236103 3053 26792.00 SH SOLE 26792.00
INTEL CORP COM 458140100 7226 87793.00 SH SOLE 87793.00
INTERNATIONAL BUSINESS MACHS COM 459200101 5115 47358.00 SH SOLE 47358.00
LIZ CLAIBORNE INC COM 539320101 58 1534.00 SH SOLE 1534.00
MATTEL INC COM 577081102 145 11018.00 SH SOLE 11018.00
MELLON FINL CORP COM 58551A108 456 13376.00 SH SOLE 13376.00
MERRILL LYNCH + CO INC COM 590188108 815 9758.00 SH SOLE 9758.00
PHILIP MORRIS COS INC COM 718154107 1443 62229.00 SH SOLE 62229.00
RAYTHEON CO CL B 755111408 237 8920.00 SH SOLE 8920.00
SBC COMMUNICATIONS INC COM 78387G103 4372 89676.00 SH SOLE 89676.00
SAFECO CORP COM 786429100 84 3383.00 SH SOLE 3383.00
ST PAUL COS INC COM 792860108 201 5979.00 SH SOLE 5979.00
SEARS ROEBUCK + CO COM 812387108 303 9970.00 SH SOLE 9970.00
TEXAS UTILS CO COM 882848104 258 7249.00 SH SOLE 7249.00
UNION PACIFIC RES GROUP INC COM 907834105 85 6630.00 SH SOLE 6630.00
WASHINGTON MUT INC COM 939322103 394 15160.00 SH SOLE 15160.00
SCHLUMBERGER LTD COM 806857108 812 14434.00 SH SOLE 14434.00
AON CORP COM 037389103 268 6709.00 SH SOLE 6709.00
CVS CORP COM 126650100 412 10308.00 SH SOLE 10308.00
CARDINAL HEALTH INC COM 14149Y108 354 7403.00 SH SOLE 7403.00
CAROLINA PWR + LT CO COM 144141108 128 4201.00 SH SOLE 4201.00
NORTHERN TRUST CORP COM 665859104 308 5814.00 SH SOLE 5814.00
RITE AID CORP COM 767754104 76 6764.00 SH SOLE 6764.00
TJX COS INC NEW COM 872540109 166 8110.00 SH SOLE 8110.00
TOSCO CORP COM NEW 891490302 104 3814.00 SH SOLE 3814.00
WEYERHAEUSER CO COM 962166104 447 6219.00 SH SOLE 6219.00
LILLY ELI + CO COM 532457108 1904 28634.00 SH SOLE 28634.00
MBNA CORP COM 55262L100 574 21074.00 SH SOLE 21074.00
MEDTRONIC INC COM 585055106 1146 31459.00 SH SOLE 31459.00
MERCK + CO INC COM 589331107 4120 61429.00 SH SOLE 61429.00
MORGAN STANLEY DEAN WITTER+CO COM NEW 617446448 2097 14689.00 SH SOLE 14689.00
PFIZER INC COM 717081103 3300 101730.00 SH SOLE 101730.00
COMPAQ COMPUTER CORP COM 204493100 1210 44712.00 SH SOLE 44712.00
DANAHER CORP COM 235851102 179 3708.00 SH SOLE 3708.00
DOLLAR GEN CORP 256669102 159 6973.00 SH SOLE 6973.00
FRANKLIN RES INC COM 354613101 213 6652.00 SH SOLE 6652.00
GENERAL ELEC CO COM 369604103 13345 86235.00 SH SOLE 86235.00
ILLINOIS TOOL WKS INC COM 452308109 532 7868.00 SH SOLE 7868.00
STATE STREET CORPORATION COM 857477103 307 4199.00 SH SOLE 4199.00
JOHNSON + JOHNSON COM 478160104 3407 36580.00 SH SOLE 36580.00
NORTEL NETWORKS CORP COM 656569100 3544 35090.00 SH SOLE 35090.00
PRICE T ROWE + ASSOC INC COM 741477103 117 3170.00 SH SOLE 3170.00
AMERICAN HOME PRODUCTS CORP COM 026609107 1355 34352.00 SH SOLE 34352.00
AVON PRODS INC COM 054303102 211 6409.00 SH SOLE 6409.00
BECTON DICKINSON + CO COM 075887109 176 6561.00 SH SOLE 6561.00
BOEING CO COM 097023105 1020 24550.00 SH SOLE 24550.00
CATERPILLAR INC COM 149123101 441 9371.00 SH SOLE 9371.00
DONNELLEY R R + SONS CO COM 257867101 82 3305.00 SH SOLE 3305.00
DOW CHEM CO COM 260543103 772 5777.00 SH SOLE 5777.00
DU PONT E I DE NEMOURS + CO COM 263534109 1810 27483.00 SH SOLE 27483.00
EL PASO ENERGY CORP DEL COM 283905107 232 5969.00 SH SOLE 5969.00
EMERSON ELEC CO COM 291011104 654 11397.00 SH SOLE 11397.00
FEDERAL HOME LN MTG CORP COM FORMERLY SR PART PFD 313400301 862 18325.00 SH SOLE 18325.00
FIRST DATA CORP COM 319963104 546 11065.00 SH SOLE 11065.00
HOUSEHOLD INTL INC COM 441815107 460 12361.00 SH SOLE 12361.00
KIMBERLY CLARK CORP COM 494368103 936 14340.00 SH SOLE 14340.00
LOCKHEED MARTIN CORP COM 539830109 227 10390.00 SH SOLE 10390.00
MCDONALDS CORP COM 580135101 1435 35587.00 SH SOLE 35587.00
MONSANTO CO COM 611662107 594 16661.00 SH SOLE 16661.00
MOTOROLA INC COM 620076109 2361 16036.00 SH SOLE 16036.00
ROCKWELL INTL CORP NEW COM 773903109 237 4960.00 SH SOLE 4960.00
TEXTRON INC COM 883203101 298 3881.00 SH SOLE 3881.00
U S WEST INC NEW COM 91273H101 956 13279.00 SH SOLE 13279.00
WELLS FARGO + CO NEW COM 949746101 1748 43219.00 SH SOLE 43219.00
ALBERTSONS INC COM 013104104 358 11094.00 SH SOLE 11094.00
AT + T CORP COM 001957109 4263 83998.00 SH SOLE 83998.00
AMERICAN GEN CORP COM 026351106 497 6546.00 SH SOLE 6546.00
BELL ATLANTIC CORP COM 077853109 2513 40822.00 SH SOLE 40822.00
CIGNA CORP COM 125509109 390 4846.00 SH SOLE 4846.00
DILLARDS INC CL A 254067101 58 2860.00 SH SOLE 2860.00
EATON CORP COM 278058102 144 1976.00 SH SOLE 1976.00
FORD MTR CO DEL COM 345370100 1697 31756.00 SH SOLE 31756.00
GENERAL DYNAMICS CORP COM 369550108 277 5251.00 SH SOLE 5251.00
GOLDEN WEST FINL CORP DEL COM 381317106 142 4244.00 SH SOLE 4244.00
HASBRO INC COM 418056107 97 5083.00 SH SOLE 5083.00
INGERSOLL RAND CO COM 456866102 238 4320.00 SH SOLE 4320.00
JOHNSON CTLS INC COM 478366107 129 2266.00 SH SOLE 2266.00
LEHMAN BROTHERS HLDGS INC COM 524908100 270 3184.00 SH SOLE 3184.00
NIKE INC CL B 654106103 365 7361.00 SH SOLE 7361.00
PHARMACIA + UPJOHN INC COM 716941109 612 13599.00 SH SOLE 13599.00
UNITED TECHNOLOGIES CORP COM 913017109 818 12586.00 SH SOLE 12586.00
WAL MART STORES INC COM 931142103 8089 117027.00 SH SOLE 117027.00
ABBOTT LABS COM NPV 002824100 1469 40456.00 SH SOLE 40456.00
ALLTEL CORP COM 020039103 680 8219.00 SH SOLE 8219.00
AMSOUTH BANCORPORATION COM 032165102 198 10235.00 SH SOLE 10235.00
ANHEUSER BUSCH COS INC COM 035229103 868 12246.00 SH SOLE 12246.00
BELLSOUTH CORP COM 079860102 2315 49459.00 SH SOLE 49459.00
BRISTOL MYERS SQUIBB CO COM 110122108 3348 52167.00 SH SOLE 52167.00
CAPITAL ONE FINL CORP COM 14040H105 248 5148.00 SH SOLE 5148.00
CENTURYTEL INC COM 156700106 176 3712.00 SH SOLE 3712.00
CLOROX CO COM 189054109 312 6184.00 SH SOLE 6184.00
COCA COLA CO COM 191216100 3782 64933.00 SH SOLE 64933.00
COMERICA INC COM 200340107 193 4126.00 SH SOLE 4126.00
ECOLAB INC COM 278865100 132 3382.00 SH SOLE 3382.00
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FIRSTAR CORP WIS COM 33763V109 544 25764.00 SH SOLE 25764.00
GANNETT INC COM 364730101 601 7370.00 SH SOLE 7370.00
LOWES COS INC USD0.50 548661107 598 10010.00 SH SOLE 10010.00
OMNICOM GROUP COM 681919106 464 4641.00 SH SOLE 4641.00
PAYCHEX INC COM 704326107 258 6448.00 SH SOLE 6448.00
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QUAKER OATS CO COM 747402105 229 3493.00 SH SOLE 3493.00
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XEROX CORP COM 984121103 397 17514.00 SH SOLE 17514.00
AMERICAN EXPRESS CO COM 025816109 1955 11761.00 SH SOLE 11761.00
IMS HEALTH INC COM 449934108 219 8070.00 SH SOLE 8070.00
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PECO ENERGY CO COM 693304107 169 4851.00 SH SOLE 4851.00
TYCO INTL LTD NEW COM 902124106 1724 44352.24 SH SOLE 44352.24
WARNER LAMBERT CO COM 934488107 1851 22590.00 SH SOLE 22590.00
AETNA INC COM 008117103 219 3923.00 SH SOLE 3923.00
ARMSTRONG WORLD INDS INC COM 042476101 36 1080.00 SH SOLE 1080.00
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BAXTER INTL INC COM 071813109 481 7662.00 SH SOLE 7662.00
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CORNING INC COM 219350105 825 6395.00 SH SOLE 6395.00
CROWN CORK + SEAL INC COM 228255105 72 3228.00 SH SOLE 3228.00
ALCAN ALUM LTD COM 013716105 236 5731.00 SH SOLE 5731.00
EASTMAN CHEM CO COM 277432100 100 2087.00 SH SOLE 2087.00
ENTERGY CORP COM 29364G103 167 6486.00 SH SOLE 6486.00
FLEETWOOD ENTERPRISES INC COM 339099103 19 899.00 SH SOLE 899.00
FORT JAMES CORP COM 347471104 155 5659.00 SH SOLE 5659.00
GRAINGER W W INC COM 384802104 116 2429.00 SH SOLE 2429.00
MASCO CORP COM 574599106 297 11711.00 SH SOLE 11711.00
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PNC BK CORP COM 693475105 346 7767.00 SH SOLE 7767.00
REGIONS FINL CORP COM 758940100 143 5707.00 SH SOLE 5707.00
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BLOCK H + R INC COM 093671105 111 2548.00 SH SOLE 2548.00
CAMPBELL SOUP CO COM 134429109 433 11203.00 SH SOLE 11203.00
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DTE ENERGY CO COM 233331107 121 3851.00 SH SOLE 3851.00
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GPU INC COM 36225X100 96 3215.00 SH SOLE 3215.00
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HEINZ H J CO COM 423074103 376 9437.00 SH SOLE 9437.00
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NICOR INC COM 654086107 41 1251.00 SH SOLE 1251.00
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ONEOK INC NEW COM 682680103 21 832.00 SH SOLE 832.00
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PACCAR INC COM 693718108 89 2017.00 SH SOLE 2017.00
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PEPSICO INC COM 713448108 1350 38292.00 SH SOLE 38292.00
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SEMPRA ENERGY COM 816851109 110 6303.00 SH SOLE 6303.00
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INTERPUBLIC GROUP COS INC COM 460690100 424 7343.00 SH SOLE 7343.00
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NEXTEL COMMUNICATIONS INC CL A 65332V103 981 9512.00 SH SOLE 9512.00
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TELLABS INC COM 879664100 679 10573.00 SH SOLE 10573.00
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ITT INDS INC COM 450911102 77 2312.00 SH SOLE 2312.00
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ORACLE CORP COM 68389X105 4191 37402.00 SH SOLE 37402.00
PITNEY BOWES INC COM 724479100 336 6965.00 SH SOLE 6965.00
PROVIDIAN FINL CORP COM 74406A102 338 3712.00 SH SOLE 3712.00
SAFEWAY INC COM NEW 786514208 476 13385.00 SH SOLE 13385.00
TIMES MIRROR CO NEW COM SER A 887364107 108 1617.00 SH SOLE 1617.00
TRIBUNE CO NEW COM 896047107 344 6246.00 SH SOLE 6246.00
WATSON PHARMACEUTICALS INC COM 942683103 90 2521.00 SH SOLE 2521.00
YAHOO INC COM 984332106 2994 6919.00 SH SOLE 6919.00
BEST BUY CO INC COM STK USD0.10 086516101 270 5371.00 SH SOLE 5371.00
ENRON CORP COM 293561106 836 18845.00 SH SOLE 18845.00
MEDIAONE GROUP INC COM 58440J104 1239 16124.00 SH SOLE 16124.00
MICRON TECHNOLOGY INC COM 595112103 555 7135.00 SH SOLE 7135.00
QUALCOMM INC COM 747525103 3072 17444.00 SH SOLE 17444.00
SEALED AIR CORP NEW COM 81211K100 116 2231.00 SH SOLE 2231.00
VIACOM INC CL B 925524308 1108 18328.00 SH SOLE 18328.00
CSX CORP COM 126408103 179 5715.00 SH SOLE 5715.00
CENDANT CORP COM 151313103 498 18734.00 SH SOLE 18734.00
CHEVRON CORP COM 166751107 1492 17218.00 SH SOLE 17218.00
CONSOLIDATED EDISON INC COM 209115104 201 5833.00 SH SOLE 5833.00
DAYTON HUDSON CORP COM 239753106 851 11590.00 SH SOLE 11590.00
DOMINION RES INC VA COM 257470104 199 5066.00 SH SOLE 5066.00
FEDERATED DEPT STORES INC DEL COM 31410H101 279 5523.00 SH SOLE 5523.00
FLORIDA PROGRESS CORP COM 341109106 111 2626.00 SH SOLE 2626.00
GRACE W R + CO DEL NEW COM 38388F108 26 1881.00 SH SOLE 1881.00
HILTON HOTELS CORP COM 432848109 93 9667.00 SH SOLE 9667.00
IKON OFFICE SOLUTIONS INC COM 451713101 27 3890.00 SH SOLE 3890.00
K MART CORP COM 482584109 131 13006.00 SH SOLE 13006.00
MIRAGE RESORTS INC COM 60462E104 78 5092.00 SH SOLE 5092.00
NAVISTAR INTL CORP INC COM 63934E108 80 1689.00 SH SOLE 1689.00
NIAGARA MOHAWK HLDGS INC COM 653520106 69 4949.00 SH SOLE 4949.00
NOVELL INC COM 670006105 350 8767.00 SH SOLE 8767.00
PHELPS DODGE CORP COM 717265102 144 2150.00 SH SOLE 2150.00
ROWAN COS INC COM 779382100 48 2208.00 SH SOLE 2208.00
UST INC COM USD0.50 902911106 114 4531.00 SH SOLE 4531.00
USX U S STL GROUP 90337T101 78 2365.00 SH SOLE 2365.00
US AIRWAYS GROUP INC COM 911905107 59 1833.00 SH SOLE 1833.00
V F CORP COM 918204108 93 3108.00 SH SOLE 3108.00
AES CORP COM 00130H105 409 5475.00 SH SOLE 5475.00
ASHLAND INC COM 044204105 62 1891.00 SH SOLE 1891.00
BALL CORP COM 058498106 30 770.00 SH SOLE 770.00
BARRICK GOLD CORP COM 067901108 184 10401.00 SH SOLE 10401.00
BEMIS INC COM 081437105 47 1344.00 SH SOLE 1344.00
BETHLEHEM STL CORP COM 087509105 29 3490.00 SH SOLE 3490.00
BRUNSWICK CORP COM 117043109 54 2412.00 SH SOLE 2412.00
CABLETRON SYSTEMS INC COM STK 126920107 123 4722.00 SH SOLE 4722.00
CERIDIAN CORP COM 15677T106 83 3828.00 SH SOLE 3828.00
COORS ADOLPH CO CLASS B COM 217016104 50 950.00 SH SOLE 950.00
CRANE CO COM 224399105 34 1703.00 SH SOLE 1703.00
DUN + BRADSTREET CORP DEL COM 26483B106 124 4205.00 SH SOLE 4205.00
FMC CORP COM NEW 302491303 46 805.00 SH SOLE 805.00
FPL GROUP INC COM 302571104 200 4683.00 SH SOLE 4683.00
FREEPORT MCMORAN COPPER + GOLD CL B 35671D857 91 4306.00 SH SOLE 4306.00
HALLIBURTON CO COM 406216101 467 11595.00 SH SOLE 11595.00
HARRAHS ENTMT INC COM 413619107 89 3370.00 SH SOLE 3370.00
HEALTHSOUTH CORP COM 421924101 54 10138.00 SH SOLE 10138.00
HERSHEY FOODS CORP COM 427866108 172 3622.00 SH SOLE 3622.00
INCO LTD COM 453258402 118 5009.00 SH SOLE 5009.00
KLA TENCOR CORP COM 482480100 261 2344.00 SH SOLE 2344.00
KANSAS CITY SOUTHN INDS INC COM 485170104 215 2885.00 SH SOLE 2885.00
KELLOGG CO COM 487836108 329 10664.00 SH SOLE 10664.00
KEYCORP NEW COM 493267108 261 11801.00 SH SOLE 11801.00
LSI LOGIC CORP COM 502161102 262 3880.00 SH SOLE 3880.00
LIMITED INC COM 532716107 243 5603.00 SH SOLE 5603.00
MCGRAW HILL COS INC COM 580645109 319 5177.00 SH SOLE 5177.00
MEREDITH CORP COM 589433101 58 1384.00 SH SOLE 1384.00
NACCO INDS INC CL A 629579103 12 217.00 SH SOLE 217.00
NATIONAL SEMICONDUCTOR CORP COM 637640103 194 4542.00 SH SOLE 4542.00
NEWMONT MNG CORP COM 651639106 108 4407.00 SH SOLE 4407.00
NORDSTROM INC COM 655664100 97 3681.00 SH SOLE 3681.00
NORTHROP GRUMMAN CORP COM 666807102 99 1836.00 SH SOLE 1836.00
OWENS ILL INC COM NEW 690768403 99 3965.00 SH SOLE 3965.00
PARKER HANNIFIN CORP COM 701094104 151 2938.00 SH SOLE 2938.00
PEOPLESOFT INC COM 712713106 137 6421.00 SH SOLE 6421.00
PLACER DOME INC COM 725906101 92 8587.00 SH SOLE 8587.00
RALSTON PURINA CO COM RALSTON PURINA GROUP 751277302 238 8532.00 SH SOLE 8532.00
REEBOK INTL LTD COM 758110100 12 1489.00 SH SOLE 1489.00
RYDER SYS INC COM 783549108 41 1685.00 SH SOLE 1685.00
SCIENTIFIC ATLANTA INC COM 808655104 117 2108.00 SH SOLE 2108.00
SEAGRAM LTD COM 811850106 512 11387.00 SH SOLE 11387.00
SHERWIN WILLIAMS CO COM 824348106 91 4342.00 SH SOLE 4342.00
SIGMA ALDRICH COM 826552101 78 2611.00 SH SOLE 2611.00
SILICON GRAPHICS INC COM 827056102 48 4870.00 SH SOLE 4870.00
SNAP ON INC COM 833034101 42 1573.00 SH SOLE 1573.00
SPRINGS INDS INC COM 851783100 20 496.00 SH SOLE 496.00
STANLEY WORKS COM 854616109 70 2316.00 SH SOLE 2316.00
SUNTRUST BKS INC COM 867914103 582 8459.00 SH SOLE 8459.00
SUPERVALU INC COM 868536103 74 3687.00 SH SOLE 3687.00
TEMPLE INLAND INC COM 879868107 95 1436.00 SH SOLE 1436.00
THERMO ELECTRON CORP COM 883556102 63 4188.00 SH SOLE 4188.00
USX MARATHON GROUP COM NEW 902905827 201 8150.00 SH SOLE 8150.00
UNILEVER N V NY SHS NEW 904784709 820 15070.00 SH SOLE 15070.00
UNION CARBIDE CORP COM 905581104 235 3523.00 SH SOLE 3523.00
WILLAMETTE INDS INC COM 969133107 138 2975.00 SH SOLE 2975.00
WORTHINGTON INDS IN COM 981811102 38 2322.00 SH SOLE 2322.00
ADAPTEC INC COM 00651F108 132 2645.00 SH SOLE 2645.00
ALLIED WASTE INDUSTRIES INC 019589308 43 4933.00 SH SOLE 4933.00
CITRIX SYS INC COM 177376100 286 2323.00 SH SOLE 2323.00
TERADYNE INC COM 880770102 300 4540.00 SH SOLE 4540.00
VULCAN MATLS CO COM 929160109 105 2632.00 SH SOLE 2632.00
XILINX INC COM 983919101 384 8444.00 SH SOLE 8444.00
VETERINARY CTRS AMER INC COM 925514101 3219 250000.00 SH SOLE 250000.00
AFFILIATED MANAGERS GROUP INC COM 008252108 9337 230900.00 SH SOLE 230900.00
CSK AUTO CORP COM 125965103 6935 396300.00 SH SOLE 396300.00
NCO GROUP INC COM 628858102 331 11000.00 SH SOLE 11000.00
PROVINCE HEALTHCARE CO COM 743977100 325 17100.00 SH SOLE 17100.00
RENAL CARE GROUP INC COM 759930100 5582 238800.00 SH SOLE 238800.00
SFX ENTMT INC CL A 784178105 12434 343600.00 SH SOLE 343600.00
HIGH SPEED ACCESS CORP COM 42979U102 88 5000.00 SH SOLE 5000.00
SPORTSLINE USA INC COM 848934105 1108 22100.00 SH SOLE 22100.00
ARCH COMMUNICATIONS GROUP INC COM NEW 039381504 84 12700.00 SH SOLE 12700.00
PRIMUS KNOWLEDGE SOLUTIONS INC COM 74163Q100 1346 29700.00 SH SOLE 29700.00
CLECO CORP NEW COM 12561W105 2427 75700.00 SH SOLE 75700.00
AEGON ORD AMER REG 007924103 17764 186011.00 SH SOLE 186011.00
INSWEB CORP OC COM 45809K103 5772 225800.00 SH SOLE 225800.00
ALLSCRIPTS INC COM 019886100 1742 39600.00 SH SOLE 39600.00
QUANTUM CORP DSSG COM 747906204 221 14600.00 SH SOLE 14600.00
CONOCO INC CL B 208251405 13290 534252.00 SH SOLE 534252.00
NATIONAL OILWELL INC COM 637071101 4297 273900.00 SH SOLE 273900.00
I2 TECHNOLOGIES INC COM 465754109 8307 42600.00 SH SOLE 42600.00
BINDVIEW DEV CORP COM 090327107 2678 53900.00 SH SOLE 53900.00
SPEEDWAY MOTORSPORTSINC COM 847788106 484 17400.00 SH SOLE 17400.00
CK WITCO CORP COM 12562C108 728 54435.00 SH SOLE 54435.00
FLEETBOSTON FINL CORP COM 339030108 11474 329600.00 SH SOLE 329600.00
BANK AMER CORP COM 060505104 95876 1910365.00 SH SOLE 1910365.00
NORTHEAST UTILS COM 664397106 424 20600.00 SH SOLE 20600.00
LANIER WORLDWIDE INC COM 51589L105 561 144700.00 SH SOLE 144700.00
EXXON MOBIL CORP COM 30231G102 198706 2466488.00 SH SOLE 2466488.00
ASSOCIATES FIRST CAP CORP CL A 046008108 25063 913463.00 SH SOLE 913463.00
BANK NEW YORK INC COM 064057102 37996 949898.00 SH SOLE 949898.00
HONEYWELL INTL INC COM 438516106 17449 302473.00 SH SOLE 302473.00
CITIGROUP INC COM 172967101 99298 1783120.50 SH SOLE 1783120.50
GILLETTE CO COM 375766102 10217 248067.00 SH SOLE 248067.00
LUCENT TECHNOLOGIES INC COM 549463107 17813 237500.00 SH SOLE 237500.00
SCHWAB CHARLES CORP NEW COM STK 808513105 4599 120248.00 SH SOLE 120248.00
TRANSOCEAN SEDCO FOREX INC SHS G90078109 1720 51052.52 SH SOLE 51052.52
CONSTELLATION ENERGY GROUP INC COM 210371100 7911 272800.00 SH SOLE 272800.00
ALCOA INC COM 013817101 7819 94200.00 SH SOLE 94200.00
BAKER HUGHES INC COM 057224107 2694 127900.00 SH SOLE 127900.00
BEAR STEARNS COS INC COM 073902108 1112 26000.00 SH SOLE 26000.00
CHASE MANHATTAN CORP NEW COM 16161A108 31852 410000.00 SH SOLE 410000.00
COLUMBIA / HCA HEALTHCARE CORP COM 197677107 9418 321300.00 SH SOLE 321300.00
CONSECO INC COM STK 208464107 5301 297600.00 SH SOLE 297600.00
ELECTRONIC DATA SYS CORP NEW COM 285661104 3260 48700.00 SH SOLE 48700.00
FEDERAL NATL MTG ASSN COM 313586109 78565 1258300.00 SH SOLE 1258300.00
FIRSTENERGY CORP COM 337932107 1364 60100.00 SH SOLE 60100.00
GTE CORP COM 362320103 70443 998300.00 SH SOLE 998300.00
HEWLETT PACKARD CO COM 428236103 54452 478700.00 SH SOLE 478700.00
INTEL CORP COM 458140100 82106 997492.00 SH SOLE 997492.00
INTERNATIONAL BUSINESS MACHS COM 459200101 38301 355050.00 SH SOLE 355050.00
MATTEL INC COM 577081102 2798 213200.00 SH SOLE 213200.00
MELLON FINL CORP COM 58551A108 11173 328000.00 SH SOLE 328000.00
MERRILL LYNCH + CO INC COM 590188108 25077 300997.00 SH SOLE 300997.00
PHILIP MORRIS COS INC COM 718154107 58572 2546600.00 SH SOLE 2546600.00
RAYTHEON CO CL B 755111408 6641 250000.00 SH SOLE 250000.00
SBC COMMUNICATIONS INC COM 78387G103 44365 910050.00 SH SOLE 910050.00
SAFECO CORP COM 786429100 20646 830000.00 SH SOLE 830000.00
ST PAUL COS INC COM 792860108 10137 300900.00 SH SOLE 300900.00
TEXAS UTILS CO COM 882848104 30075 845700.00 SH SOLE 845700.00
WASHINGTON MUT INC COM 939322103 12887 498042.00 SH SOLE 498042.00
SCHLUMBERGER LTD COM 806857108 14800 263701.00 SH SOLE 263701.00
AON CORP COM 037389103 800 20000.00 SH SOLE 20000.00
CVS CORP COM 126650100 3676 92200.00 SH SOLE 92200.00
CARDINAL HEALTH INC COM 14149Y108 711 14850.00 SH SOLE 14850.00
CHARTER ONE FINL INC COM 160903100 2032 106229.00 SH SOLE 106229.00
HOUGHTON MIFFLIN CO COM 441560109 4219 100000.00 SH SOLE 100000.00
OWENS + MINOR INC NEW COM 690732102 2159 241600.00 SH SOLE 241600.00
TJX COS INC NEW COM 872540109 1911 93500.00 SH SOLE 93500.00
WEYERHAEUSER CO COM 962166104 4869 67800.00 SH SOLE 67800.00
MEDTRONIC INC COM 585055106 18025 494672.00 SH SOLE 494672.00
MERCK + CO INC COM 589331107 16318 242868.00 SH SOLE 242868.00
MORGAN STANLEY DEAN WITTER+CO COM NEW 617446448 28950 202800.00 SH SOLE 202800.00
PFIZER INC COM 717081103 23777 733011.00 SH SOLE 733011.00
COMPAQ COMPUTER CORP COM 204493100 10384 383707.00 SH SOLE 383707.00
FRANKLIN RES INC COM 354613101 3254 101500.00 SH SOLE 101500.00
GENERAL ELEC CO COM 369604103 109424 707100.00 SH SOLE 707100.00
ILLINOIS TOOL WKS INC COM 452308109 9647 142791.00 SH SOLE 142791.00
JOHNSON + JOHNSON COM 478160104 19816 212500.00 SH SOLE 212500.00
PRICE T ROWE + ASSOC INC COM 741477103 1688 45700.00 SH SOLE 45700.00
BECTON DICKINSON + CO COM 075887109 2613 97000.00 SH SOLE 97000.00
BOEING CO COM 097023105 8288 200000.00 SH SOLE 200000.00
CATERPILLAR INC COM 149123101 13526 287400.00 SH SOLE 287400.00
DONNELLEY R R + SONS CO COM 257867101 9553 385000.00 SH SOLE 385000.00
DOW CHEM CO COM 260543103 50767 379922.00 SH SOLE 379922.00
DU PONT E I DE NEMOURS + CO COM 263534109 14427 219006.00 SH SOLE 219006.00
FEDERAL HOME LN MTG CORP COM FORMERLY SR PART PFD 313400301 16397 348416.00 SH SOLE 348416.00
HOUSEHOLD INTL INC COM 441815107 2421 65000.00 SH SOLE 65000.00
KIMBERLY CLARK CORP COM 494368103 1662 25400.00 SH SOLE 25400.00
MCDONALDS CORP COM 580135101 28823 715000.00 SH SOLE 715000.00
MONSANTO CO COM 611662107 6076 171452.00 SH SOLE 171452.00
MOTOROLA INC COM 620076109 45029 305800.00 SH SOLE 305800.00
ROCKWELL INTL CORP NEW COM 773903109 5386 112500.00 SH SOLE 112500.00
TEXTRON INC COM 883203101 7485 97600.00 SH SOLE 97600.00
U S WEST INC NEW COM 91273H101 19644 272829.00 SH SOLE 272829.00
WELLS FARGO + CO NEW COM 949746101 45981 1137100.00 SH SOLE 1137100.00
ALBERTSONS INC COM 013104104 6344 196700.00 SH SOLE 196700.00
AT + T CORP COM 001957109 101412 1995800.00 SH SOLE 1995800.00
AMERICAN GEN CORP COM 026351106 16624 219100.00 SH SOLE 219100.00
BELL ATLANTIC CORP COM 077853109 66938 1087317.00 SH SOLE 1087317.00
CIGNA CORP COM 125509109 41087 510000.00 SH SOLE 510000.00
DILLARDS INC CL A 254067101 6377 315900.00 SH SOLE 315900.00
EATON CORP COM 278058102 2092 28800.00 SH SOLE 28800.00
FORD MTR CO DEL COM 345370100 63367 1188600.00 SH SOLE 1188600.00
GENERAL DYNAMICS CORP COM 369550108 7770 147300.00 SH SOLE 147300.00
LEHMAN BROTHERS HLDGS INC COM 524908100 9112 107600.00 SH SOLE 107600.00
MARTIN MARIETTA MATLS INC COM 573284106 3698 90200.00 SH SOLE 90200.00
NIKE INC CL B 654106103 9630 194300.00 SH SOLE 194300.00
UNITED TECHNOLOGIES CORP COM 913017109 22906 352400.00 SH SOLE 352400.00
WAL MART STORES INC COM 931142103 39125 566000.00 SH SOLE 566000.00
ABBOTT LABS COM NPV 002824100 7687 211700.00 SH SOLE 211700.00
ALLTEL CORP COM 020039103 2790 33742.00 SH SOLE 33742.00
AMSOUTH BANCORPORATION COM 032165102 6317 327075.00 SH SOLE 327075.00
BELLSOUTH CORP COM 079860102 27460 586600.00 SH SOLE 586600.00
BRISTOL MYERS SQUIBB CO COM 110122108 19256 300000.00 SH SOLE 300000.00
COCA COLA CO COM 191216100 36960 634500.00 SH SOLE 634500.00
COMERICA INC COM 200340107 4834 103550.00 SH SOLE 103550.00
GANNETT INC COM 364730101 6101 74800.00 SH SOLE 74800.00
ZIONS BANCORP COM 989701107 4581 77400.00 SH SOLE 77400.00
AMERICAN EXPRESS CO COM 025816109 31151 187372.00 SH SOLE 187372.00
MCKESSON HBOC INC COM 58155Q103 2083 92584.00 SH SOLE 92584.00
PECO ENERGY CO COM 693304107 938 27000.00 SH SOLE 27000.00
TYCO INTL LTD NEW COM 902124106 2925 75000.00 SH SOLE 75000.00
ARMSTRONG WORLD INDS INC COM 042476101 4315 129300.00 SH SOLE 129300.00
CMS ENERGY CORP COM 125896100 5018 160900.00 SH SOLE 160900.00
EASTMAN CHEM CO COM 277432100 9642 202200.00 SH SOLE 202200.00
GRAINGER W W INC COM 384802104 2649 55400.00 SH SOLE 55400.00
NATIONAL SVC INDS INC 637657107 3850 130500.00 SH SOLE 130500.00
PNC BK CORP COM 693475105 8397 188700.00 SH SOLE 188700.00
RAYTHEON CO CL A 755111309 861 34700.00 SH SOLE 34700.00
TRW INC COM 872649108 2628 50600.00 SH SOLE 50600.00
UNITED HEALTHCARE CORP COM 910581107 5038 94829.00 SH SOLE 94829.00
ALLSTATE CORP COM 020002101 22797 947400.00 SH SOLE 947400.00
AMEREN CORP COM 023608102 6285 191900.00 SH SOLE 191900.00
ANALYSTS INTL CORP COM 032681108 938 75000.00 SH SOLE 75000.00
ARCH CHEMICALS INC COM 03937R102 997 47600.00 SH SOLE 47600.00
ATLANTIC RICHFIELD CO COM 048825103 41927 484703.00 SH SOLE 484703.00
AUTOLIV COM 052800109 3141 107400.00 SH SOLE 107400.00
BANDAG INC COM 059815100 240 9600.00 SH SOLE 9600.00
BANK ONE CORP COM 06423A103 10171 317851.00 SH SOLE 317851.00
BANTA CORP COM STK 066821109 4463 197800.00 SH SOLE 197800.00
BELO A H CORP COM SER A 080555105 3252 170600.00 SH SOLE 170600.00
BLOCK H + R INC COM 093671105 12106 276700.00 SH SOLE 276700.00
BOWATER INC COM 102183100 2683 49400.00 SH SOLE 49400.00
C+D TECHNOLOGIES COM 124661109 3188 75000.00 SH SOLE 75000.00
CMP GROUP INC COM 125887109 2048 74300.00 SH SOLE 74300.00
CAMPBELL SOUP CO COM 134429109 1211 31300.00 SH SOLE 31300.00
CENTRAL + SOUTH WEST CORP COM 152357109 2384 119200.00 SH SOLE 119200.00
CH ENERGY GROUP INC COM 12541M102 2122 64300.00 SH SOLE 64300.00
CINCINNATI FINL CORP COM 172062101 3646 116900.00 SH SOLE 116900.00
COMMERCIAL FED CORP COM 201647104 6532 366700.00 SH SOLE 366700.00
COMSAT CORP COM SER 1 20564D107 1195 60107.00 SH SOLE 60107.00
CONAGRA INC COM 205887102 996 43900.00 SH SOLE 43900.00
CONSOLIDATED NAT GAS CO COM 209615103 10039 154600.00 SH SOLE 154600.00
COUNTRYWIDE CR INDS INC COM 222372104 2873 113800.00 SH SOLE 113800.00
DTE ENERGY CO COM 233331107 2302 72800.00 SH SOLE 72800.00
DAIN RAUSCHER CORP COM 233856103 2255 48500.00 SH SOLE 48500.00
DEERE + CO COM 244199105 10809 249200.00 SH SOLE 249200.00
DELUXE CORP COM 248019101 4069 148300.00 SH SOLE 148300.00
DONALDSON LUFKIN+JENRETTE INC COM 257661108 8825 182420.00 SH SOLE 182420.00
DUKE ENERGY CO COM STK NPV 264399106 7343 146500.00 SH SOLE 146500.00
EASTERN UTILS ASSOC COM 277173100 227 7500.00 SH SOLE 7500.00
EASTMAN KODAK CO COM 277461109 9957 150300.00 SH SOLE 150300.00
ENERGY EAST CORP COM 29266M109 4779 229600.00 SH SOLE 229600.00
ENESCO GROUP INC COM 292973104 955 86300.00 SH SOLE 86300.00
EQUITABLE RES INC COM 294549100 3114 93300.00 SH SOLE 93300.00
ETHAN ALLEN INTERIORS INC COM 297602104 154 4800.00 SH SOLE 4800.00
FEDERAL SIGNAL CORP COM STK 313855108 5448 339200.00 SH SOLE 339200.00
FORTUNE BRANDS INC COM 349631101 9310 281600.00 SH SOLE 281600.00
GPU INC COM 36225X100 9414 316445.00 SH SOLE 316445.00
GENERALE CABLE CORP DEL NEW COM 369300108 567 75000.00 SH SOLE 75000.00
GENERAL MTRS CORP COM 370442105 62300 857100.00 SH SOLE 857100.00
GENUINE PARTS CO COM 372460105 3846 155000.00 SH SOLE 155000.00
GOODRICH B F CO COM 382388106 9356 340205.00 SH SOLE 340205.00
HEINZ H J CO COM 423074103 15742 395400.00 SH SOLE 395400.00
HELMERICH AND PAYNE INC COM 423452101 2901 133400.00 SH SOLE 133400.00
HOMESTAKE MNG CO COM 437614100 927 118600.00 SH SOLE 118600.00
HUBBELL INC CLB 443510201 3 100.00 SH SOLE 100.00
HUNTINGTON BANCSHARES INC COM 446150104 5901 247159.00 SH SOLE 247159.00
INDIANA ENERGY INC COM 454707100 1347 75900.00 SH SOLE 75900.00
INTERNATIONAL FLAVOURS COM 459506101 1452 38600.00 SH SOLE 38600.00
KINDER MORGAN INC KANS COM 49455P101 2613 129450.00 SH SOLE 129450.00
KEYSPAN CORP COM 49337W100 2334 100672.00 SH SOLE 100672.00
LINCOLN NATL CORP IN COM 534187109 9280 232000.00 SH SOLE 232000.00
LOEWS CORP COM 540424108 45024 741900.00 SH SOLE 741900.00
LOUISIANA PAC CORP COM 546347105 675 48000.00 SH SOLE 48000.00
LUBRIZOL CORP COM 549271104 6092 197300.00 SH SOLE 197300.00
MDU RES GROUP INC COM 552690109 2224 111200.00 SH SOLE 111200.00
MGIC INVT CORP WIS COM 552848103 6019 100000.00 SH SOLE 100000.00
MARSH + MCLENNAN COS INC COM 571748102 11100 116000.00 SH SOLE 116000.00
MERCURY GEN CORP NEW COM 589400100 140 6300.00 SH SOLE 6300.00
MORGAN J P + CO INC COM 616880100 91069 719200.00 SH SOLE 719200.00
NEW CENTY ENERGIES INC COM 64352U103 3678 121100.00 SH SOLE 121100.00
NEW JERSEY RES CORP COM 646025106 2082 53300.00 SH SOLE 53300.00
NICOR INC COM 654086107 2373 73000.00 SH SOLE 73000.00
NORTHERN STS PWR CO MN COM 665772109 5324 273000.00 SH SOLE 273000.00
NORTHWEST NAT GAS CO COM 667655104 2790 127200.00 SH SOLE 127200.00
OGE ENERGY CORP COM 670837103 4811 253200.00 SH SOLE 253200.00
OLIN CORP COM PAR 1 680665205 1886 95200.00 SH SOLE 95200.00
ONEOK INC NEW COM 682680103 3181 126600.00 SH SOLE 126600.00
PG+E CORP COM 69331C108 16904 824600.00 SH SOLE 824600.00
P P + L RES INC COM 693499105 3893 170200.00 SH SOLE 170200.00
PPG INDS INC COM 693506107 4436 70900.00 SH SOLE 70900.00
PACCAR INC COM 693718108 3386 76418.00 SH SOLE 76418.00
PENNEY J C INC COM 708160106 6274 314700.00 SH SOLE 314700.00
PEPSICO INC COM 713448108 4230 120000.00 SH SOLE 120000.00
PHILADELPHIA SUBN CORP COM PAR 0.50 718009608 1229 59400.00 SH SOLE 59400.00
PHILLIPS PETE CO COM 718507106 5645 120100.00 SH SOLE 120100.00
PINNACLE WEST CAP CORP COM 723484101 2769 90600.00 SH SOLE 90600.00
POTLATCH CORP COM 737628107 4543 101800.00 SH SOLE 101800.00
PROCTER + GAMBLE CO COM 742718109 28935 264100.00 SH SOLE 264100.00
PUBLIC SVC CO NM COM 744499104 7082 435800.00 SH SOLE 435800.00
PUBLIC SVC CO N C INC COM 744516105 1713 53000.00 SH SOLE 53000.00
PUBLIC SVC ENTERPRISE GROUP COM 744573106 8790 252500.00 SH SOLE 252500.00
READERS DIGEST ASSN INC COM CL A NON VTG 755267101 5467 186900.00 SH SOLE 186900.00
RELIANT ENERGY INC COM 75952J108 2903 126900.00 SH SOLE 126900.00
REPUBLIC NY CORP COM 760719104 28555 396600.00 SH SOLE 396600.00
SARA LEE CORP COM 803111103 3976 180200.00 SH SOLE 180200.00
SOUTHERN CO COM 842587107 13538 576100.00 SH SOLE 576100.00
TECHNITROL INC COM 878555101 3338 75000.00 SH SOLE 75000.00
TEXACO INC COM 881694103 34615 637322.00 SH SOLE 637322.00
TEXAS INDS INC COM 882491103 4832 113533.00 SH SOLE 113533.00
TEXAS INSTRS INC COM 882508104 22322 231014.00 SH SOLE 231014.00
TRINITY INDS INC COM 896522109 2710 95300.00 SH SOLE 95300.00
UNICOM CORP COM 904911104 3980 118800.00 SH SOLE 118800.00
UNION PAC CORP COM 907818108 8301 190000.00 SH SOLE 190000.00
UNITED ILLUM CO COM 910637107 2271 44200.00 SH SOLE 44200.00
UNITED WTR RES INC COM 913190104 2831 82800.00 SH SOLE 82800.00
WACHOVIA CORP NEW 929771103 6800 100000.00 SH SOLE 100000.00
WASHINGTON FED INC COM 938824109 2438 123420.00 SH SOLE 123420.00
WESTERN RES INC COM 959425109 1695 100100.00 SH SOLE 100100.00
WISCONSIN ENERGY CORP COM 976657106 6499 337600.00 SH SOLE 337600.00
AVIATION SALES CO COM 053672101 973 58969.00 SH SOLE 58969.00
BMC SOFTWARE INC COM 055921100 8019 100317.00 SH SOLE 100317.00
CISCO SYS INC COM 17275R102 12100 112952.00 SH SOLE 112952.00
CLEAR CHANNEL COMMUNICATIONS COM 184502102 25490 285606.00 SH SOLE 285606.00
DELL COMPUTER CORP COM 247025109 5163 101231.00 SH SOLE 101231.00
E M C CORP MASS COM 268648102 5896 53972.00 SH SOLE 53972.00
ENSCO INTL INC COM 26874Q100 7773 339798.00 SH SOLE 339798.00
HOME DEPOT INC COM 437076102 28915 420588.00 SH SOLE 420588.00
MICROSOFT CORP COM 594918104 52300 447964.00 SH SOLE 447964.00
NEXTEL COMMUNICATIONS INC CL A 65332V103 2379 23073.00 SH SOLE 23073.00
QUINTILES TRANSNATIONAL CORP COM 748767100 2702 144612.00 SH SOLE 144612.00
SYLVAN LEARNING SYS INC COM 871399101 1078 82941.00 SH SOLE 82941.00
TELLABS INC COM 879664100 11094 172830.00 SH SOLE 172830.00
TOYS R US INC COM 892335100 12082 844190.00 SH SOLE 844190.00
US BANCORP DEL COM 902973106 15264 641027.00 SH SOLE 641027.00
DANA CORP COM 235811106 1260 42100.00 SH SOLE 42100.00
HARRIS CORP DEL COM 413875105 3862 144700.00 SH SOLE 144700.00
LIFEPOINT HOSPS INC COM 53219L109 200 16910.00 SH SOLE 16910.00
SPRINT CORP COM 852061100 28473 423000.00 SH SOLE 423000.00
3COM CORP COM 885535104 5917 125900.00 SH SOLE 125900.00
TRIAD HOSPS INC COM 89579K109 256 16910.00 SH SOLE 16910.00
AMERADA HESS CORP COM NPV 023551104 5760 101500.00 SH SOLE 101500.00
AMERICAN MGMT SYS INC COM 027352103 3404 108500.00 SH SOLE 108500.00
APRIA HEALTHCARE GROUP INC COM 037933108 3835 213800.00 SH SOLE 213800.00
AVERY DENNISON CORP COM 053611109 6726 92300.00 SH SOLE 92300.00
COMVERSE TECHNOLOGY INC COM NEW 205862402 4893 33800.00 SH SOLE 33800.00
CONSOLIDATED STORES CORP COM 210149100 3882 238884.00 SH SOLE 238884.00
COOPER CAMERON CORP COM 216640102 2031 41500.00 SH SOLE 41500.00
AXA FINL INC COM 002451102 10305 303100.00 SH SOLE 303100.00
FEDERAL MOGUL CORP COM 313549107 2059 102300.00 SH SOLE 102300.00
FRITZ COMP INC COM 358846103 1642 156400.00 SH SOLE 156400.00
GOLDEN ST BANCORP INC COM 381197102 1635 94800.00 SH SOLE 94800.00
LEGGETT + PLATT INC COM 524660107 5121 238900.00 SH SOLE 238900.00
LEXMARK INTL GROUP INC CL A 529771107 851 9400.00 SH SOLE 9400.00
LYDALL INC COM 550819106 415 62600.00 SH SOLE 62600.00
NCR CORP NEW COM 62886E108 939 24800.00 SH SOLE 24800.00
NEWELL RUBBERMAID INC COM 651229106 4138 142700.00 SH SOLE 142700.00
OFFICE DEPOT INC COM 676220106 3691 335550.00 SH SOLE 335550.00
SOLUTIA INC COM 834376105 2427 157200.00 SH SOLE 157200.00
SOUTHWEST AIRLS CO COM 844741108 6966 432000.00 SH SOLE 432000.00
TENET HEALTHCARE CORP COM 88033G100 4350 185100.00 SH SOLE 185100.00
UNIVERSAL HEALTH SVCS INC CL B 913903100 3737 103800.00 SH SOLE 103800.00
VALASSIS COMMUNICATIONS INC COM 918866104 10636 251750.00 SH SOLE 251750.00
WHIRLPOOL CORP COM 963320106 2251 34600.00 SH SOLE 34600.00
BESTFOODS COM 08658U101 1645 31300.00 SH SOLE 31300.00
DOW JONES + CO INC COM 260561105 3176 46700.00 SH SOLE 46700.00
ENGELHARD CORP COM 292845104 4132 218900.00 SH SOLE 218900.00
MEAD CORP COM 582834107 4465 102800.00 SH SOLE 102800.00
NATIONAL CITY CORP COM 635405103 11844 500000.00 SH SOLE 500000.00
COMCAST CORP CL A SPL 200300200 6745 133400.00 SH SOLE 133400.00
PAINE WEBBER GROUP INC COM 695629105 505 13000.00 SH SOLE 13000.00
SOVEREIGN BANCORP INC COM 845905108 745 100000.00 SH SOLE 100000.00
TEXAS REGL BANCSHARES INC CL A VTG 882673106 1053 36300.00 SH SOLE 36300.00
WILLIAMS COS INC COM 969457100 960 31400.00 SH SOLE 31400.00
FDX CORP COM 31304N107 9620 235000.00 SH SOLE 235000.00
FIRST UN CORP COM 337358105 34097 1035206.00 SH SOLE 1035206.00
VENTAS INC COM 92276F100 2518 601400.00 SH SOLE 601400.00
AMERICAN INTL GROUP INC COM 026874107 104321 964823.00 SH SOLE 964823.00
ANALOG DEVICES INC COM 032654105 2786 29958.00 SH SOLE 29958.00
BERKSHIRE HATHAWAY INC DEL CL B 084670207 7245 3959.00 SH SOLE 3959.00
HARLEY DAVIDSON INC COM 412822108 11665 182087.00 SH SOLE 182087.00
INTERNATIONAL PAPER CO COM 460146103 20636 365648.00 SH SOLE 365648.00
AFLAC INC COM 001055102 2723 57700.00 SH SOLE 57700.00
MCI WORLDCOM INC COM 55268B106 59520 1121701.50 SH SOLE 1121701.50
AMR CORP DEL COM 001765106 8172 121977.00 SH SOLE 121977.00
CADENCE DESIGN SYS INC COM 127387108 1294 53900.00 SH SOLE 53900.00
COMPUTER ASSOC INTL INC COM 204912109 8260 118100.00 SH SOLE 118100.00
DOVER CORP COM 260003108 4538 100000.00 SH SOLE 100000.00
MINNESOTA MNG + MFG CO COM 604059105 37897 387200.00 SH SOLE 387200.00
TIME WARNER INC COM 887315109 3876 53600.00 SH SOLE 53600.00
WASTE MGMT INC DEL COM 94106L109 1133 65925.00 SH SOLE 65925.00
AMERICAN GREETINGS CORP CL A 026375105 1219 51600.00 SH SOLE 51600.00
BLACK + DECKER CORPORATION COM 091797100 2210 42300.00 SH SOLE 42300.00
CBS CORP COM 12490K107 14706 230000.00 SH SOLE 230000.00
DIME BANCORP INC NEW COM USD0.01 25429Q102 5816 384500.00 SH SOLE 384500.00
SPRINT CORP PCS COM SER 1 852061506 4920 48000.00 SH SOLE 48000.00
UNISYS CORP COM 909214108 5174 162000.00 SH SOLE 162000.00
BJS WHSL CLUB INC COM 05548J106 3285 90000.00 SH SOLE 90000.00
COMPUTER SCIENCES CORP COM 205363104 5659 59800.00 SH SOLE 59800.00
CONSOLIDATED GRAPHICS INC COM 209341106 2394 160300.00 SH SOLE 160300.00
COSTCO WHSL CORP NEW COM 22160K105 5906 64726.00 SH SOLE 64726.00
DISNEY WALT CO COM 254687106 49593 1695500.00 SH SOLE 1695500.00
KROGER CO COM 501044101 6014 318600.00 SH SOLE 318600.00
MICROS SYS INC COM 594901100 9383 126800.00 SH SOLE 126800.00
ORACLE CORP COM 68389X105 17347 154800.00 SH SOLE 154800.00
PROVIDIAN FINL CORP COM 74406A102 4526 49700.00 SH SOLE 49700.00
SWIFT TRANSN INC 870756103 2316 131400.00 SH SOLE 131400.00
TIMES MIRROR CO NEW COM SER A 887364107 784 11700.00 SH SOLE 11700.00
MICRON TECHNOLOGY INC COM 595112103 2234 28600.00 SH SOLE 28600.00
QUALCOMM INC COM 747525103 6353 36072.00 SH SOLE 36072.00
VIACOM INC CL B 925524308 13780 228000.00 SH SOLE 228000.00
LORAL SPACE + COMMUNICATIONS COM G56462107 1532 63000.00 SH SOLE 63000.00
ACME METALS INC COM 004724100 4 14400.00 SH SOLE 14400.00
AMRESCO INC COM 031909104 255 181200.00 SH SOLE 181200.00
APEX INC COM 037548104 3628 112500.00 SH SOLE 112500.00
BUCKLE INC COM 118440106 1111 75000.00 SH SOLE 75000.00
CNA FINL CORP COM 126117100 9688 248800.00 SH SOLE 248800.00
CSX CORP COM 126408103 8678 276600.00 SH SOLE 276600.00
CALPINE CORP COM 131347106 12608 197000.00 SH SOLE 197000.00
CENDANT CORP COM 151313103 2205 83000.00 SH SOLE 83000.00
CHEMFIRST INC COM 16361A106 4460 203900.00 SH SOLE 203900.00
CHEVRON CORP COM 166751107 42717 493120.00 SH SOLE 493120.00
COMMONWEALTH TEL ENTERPRISES COM 203349105 2554 48300.00 SH SOLE 48300.00
CONSOLIDATED EDISON INC COM 209115104 4975 144200.00 SH SOLE 144200.00
CRESTLINE CAP CORP COM 226153104 1120 54300.00 SH SOLE 54300.00
DAYTON HUDSON CORP COM 239753106 12979 176741.00 SH SOLE 176741.00
DOMINION RES INC VA COM 257470104 7501 191100.00 SH SOLE 191100.00
FEDERATED DEPT STORES INC DEL COM 31410H101 15204 300700.00 SH SOLE 300700.00
FLORIDA PROGRESS CORP COM 341109106 6338 149800.00 SH SOLE 149800.00
GENERAL MTRS CORP CL H NEW 370442832 25757 268300.00 SH SOLE 268300.00
GLOBAL MARINE INC COM NEW 379352404 2218 133400.00 SH SOLE 133400.00
GRACE W R + CO DEL NEW COM 38388F108 3026 214200.00 SH SOLE 214200.00
HISPANIC BROADCASTING CORP COM 43357B104 5902 64000.00 SH SOLE 64000.00
HILTON HOTELS CORP COM 432848109 396 41400.00 SH SOLE 41400.00
IKON OFFICE SOLUTIONS INC COM 451713101 977 143400.00 SH SOLE 143400.00
K MART CORP COM 482584109 4904 487400.00 SH SOLE 487400.00
MENS WEARHOUSE INC 587118100 2203 75000.00 SH SOLE 75000.00
MIRAGE RESORTS INC COM 60462E104 3479 230000.00 SH SOLE 230000.00
MODINE MFG CO 607828100 1690 67600.00 SH SOLE 67600.00
NVR INC COM 62944T105 53 1100.00 SH SOLE 1100.00
NIAGARA MOHAWK HLDGS INC COM 653520106 418 30000.00 SH SOLE 30000.00
NOVELL INC COM 670006105 1601 40100.00 SH SOLE 40100.00
OCULAR SCIENCES INC COM 675744106 1416 75000.00 SH SOLE 75000.00
OSHKOSH B GOSH INC CL A 688222207 1580 75000.00 SH SOLE 75000.00
PALM HBR HOMES INC COM 696639103 486 27000.00 SH SOLE 27000.00
PARK PL ENTMT CORP COM 700690100 518 41400.00 SH SOLE 41400.00
PHELPS DODGE CORP COM 717265102 8206 121800.00 SH SOLE 121800.00
PIONEER GROUP INC COM 723684106 3273 207800.00 SH SOLE 207800.00
PROJECT SOFTWARE + DEV INC COM 74339P101 821 14800.00 SH SOLE 14800.00
QUESTAR CORP COM 748356102 1286 85700.00 SH SOLE 85700.00
RH DONNELLEY CORP COM NEW 74955W307 2647 140220.00 SH SOLE 140220.00
ROWAN COS INC COM 779382100 3659 168700.00 SH SOLE 168700.00
SPS TECHNOLOGIES INC COM 784626103 2395 75000.00 SH SOLE 75000.00
SANCHEZ COMPUTER ASSOC INC COM 799702105 5956 144600.00 SH SOLE 144600.00
SHAW INDS INC COM 820286102 1620 104500.00 SH SOLE 104500.00
SIGCORP INC COM 826912107 1106 48600.00 SH SOLE 48600.00
SOUTHERN UN CO NEW COM 844030106 1052 55020.00 SH SOLE 55020.00
STRUCTURAL DYNAMICS RESH CORP COM 863555108 4 300.00 SH SOLE 300.00
TOLL BROS INC COM 889478103 3619 194300.00 SH SOLE 194300.00
TRIUMPH GROUP INC NEW COM 896818101 1814 75000.00 SH SOLE 75000.00
UGI CORP NEW COM 902681105 750 36700.00 SH SOLE 36700.00
UST INC COM USD0.50 902911106 108 4300.00 SH SOLE 4300.00
USX U S STL GROUP 90337T101 12038 364800.00 SH SOLE 364800.00
UNITED NAT FOODS INC COM 911163103 900 75000.00 SH SOLE 75000.00
US AIRWAYS GROUP INC COM 911905107 857 26715.00 SH SOLE 26715.00
V F CORP COM 918204108 5211 173700.00 SH SOLE 173700.00
VLASIC FOODS INTL INC COM 928559103 18 3130.00 SH SOLE 3130.00
WPS RES CORP COM 92931B106 2794 111200.00 SH SOLE 111200.00
CABLETRON SYSTEMS INC COM STK 126920107 6146 236400.00 SH SOLE 236400.00
KEYCORP NEW COM 493267108 2321 104900.00 SH SOLE 104900.00
NATIONAL SEMICONDUCTOR CORP COM 637640103 6336 148000.00 SH SOLE 148000.00
WILLAMETTE INDS INC COM 969133107 2378 51200.00 SH SOLE 51200.00
ADAPTEC INC COM 00651F108 4683 93900.00 SH SOLE 93900.00
BLACK BOX CORP COM 091826107 11826 176500.00 SH SOLE 176500.00
CHECKFREE HLDGS CORP COM 162816102 6207 59400.00 SH SOLE 59400.00
ENTERCOM COMMUNICATIONS CORP COM 293639100 10037 151500.00 SH SOLE 151500.00
ICG COMMUNICATIONS INC COM 449246107 516 27500.00 SH SOLE 27500.00
MICROCHIP TECHNOLOGY INC COM 595017104 4353 63600.00 SH SOLE 63600.00
MODIS PROFESSIONAL SVCS INC COM 607830106 4078 286200.00 SH SOLE 286200.00
PAPA JOHNS INTL INC COM 698813102 2215 85000.00 SH SOLE 85000.00
PAYLESS SHOESOURCE INC COM 704379106 2825 60100.00 SH SOLE 60100.00
PETSMART INC 716768106 1025 178300.00 SH SOLE 178300.00
PHARMACEUTICAL PROD DEV INC COM 717124101 1692 142500.00 SH SOLE 142500.00
ROMAC INTL INC COM 775835101 802 59700.00 SH SOLE 59700.00
SYKES ENTERPRISES INC COM 871237103 6314 143900.00 SH SOLE 143900.00
UNICAPITAL CORP NEW COM 90459D108 84 22700.00 SH SOLE 22700.00
VISHAY INTERTECHNOLOGY INC COM 928298108 5607 177300.00 SH SOLE 177300.00
WACKENHUT CORRECTIONS CORP COM 929798106 3197 273500.00 SH SOLE 273500.00
ACTEL CORP COM 004934105 3122 130100.00 SH SOLE 130100.00
ANESTA CORP COM 034603100 557 32400.00 SH SOLE 32400.00
ARTESYN TECHNOLOGIES INC COM 043127109 6821 324800.00 SH SOLE 324800.00
BURR BROWN COM 122574106 2000 55350.00 SH SOLE 55350.00
COVENANT TRANS INC CL A 22284P105 3339 192200.00 SH SOLE 192200.00
HESKA CORP COM 42805E108 916 407000.00 SH SOLE 407000.00
INHALE THERAPEUTIC SYS COM 457191104 1681 39500.00 SH SOLE 39500.00
INTERGRATED ELECTRICAL SVCS COM 45811E103 1914 190200.00 SH SOLE 190200.00
KEYSTONE AUTOMOTIVE INDS INC COM 49338N109 2350 400000.00 SH SOLE 400000.00
LASER VISION CTRS INC 51807H100 3246 307300.00 SH SOLE 307300.00
METALS USA INC COM 591324108 4616 543000.00 SH SOLE 543000.00
PEGASUS SYS INC COM 705906105 4131 68500.00 SH SOLE 68500.00
PINNACLE SYS INC COM 723481107 724 17800.00 SH SOLE 17800.00
REX STORES CORP COM 761624105 3063 87500.00 SH SOLE 87500.00
SCOTTS CO CL A 810186106 5426 134800.00 SH SOLE 134800.00
SOFTNET SYS INC COM 833964109 2035 81000.00 SH SOLE 81000.00
TRANS WORLD ENTMT CORP COM 89336Q100 1737 165400.00 SH SOLE 165400.00
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