UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2000
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: 3417
Form 13F Information Table Value Total: 67009917
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 3671 777900.00 SH SOLE 777900.00
ALPHARMA INC 3% 01 Jun 2006 020813AC5 3833 3000000.00 SH SOLE 3000000.00
EVI INC SUB DEB CONV 5 PCT 268939402 10458 217300.00 SH SOLE 217300.00
INTEGRATED PROCESS EQUIP CORP 6.25% 15 Sep 2004 45812KAD0 2923 3500000.00 SH SOLE 3500000.00
ANNTAYLOR STORES CORP 0.55% 18 Jun 2019 036115AA1 2346 5440000.00 SH SOLE 5440000.00
WINSTAR COMMUNICATIONS INC SR PFD CONV SER F 144A 975515867 7825 5000.00 SH SOLE 5000.00
QWEST TRENDS TR TR ENHANCED DISTR SECS TRENDS 74912L105 5165 66000.00 SH SOLE 66000.00
TXI CAP TR I TR PFD SEC 873119200 6714 209000.00 SH SOLE 209000.00
GEORGIA PAC CORP PREMIUM EQUITY PART SEC UNITS 373298801 4288 100000.00 SH SOLE 100000.00
TRIBUNE CO NEW EXCHG 2PCT SUB DB FOR CASH VAL 896047305 15408 107000.00 SH SOLE 107000.00
VERIO INC PFD CONV SER A 144A 923433304 7280 130000.00 SH SOLE 130000.00
NEWFIELD FIN TR I QUARTERLY INC CONV PFD SER.A 651291205 5810 100500.00 SH SOLE 100500.00
PETSMART INC 6.75% 01 Nov 2004 716768AB2 5693 9000000.00 SH SOLE 9000000.00
GLOBAL TELESYSTEMS GROUP INC DEPOSITARY SH REPSTG 1/100TH 37936U609 10773 266000.00 SH SOLE 266000.00
SIEBEL SYS INC 5.5% 15 Sep 2006 826170AA0 13427 5500000.00 SH SOLE 5500000.00
TOWER AUTOMOTIVE INC 5% 01 Aug 2004 891707AE1 4897 5702000.00 SH SOLE 5702000.00
AES TR III TR PFD CONV SECS 00808N202 4725 70000.00 SH SOLE 70000.00
ELAN FIN CORP LTD 0.01% 14 Dec 2018 284129AC7 3860 5000000.00 SH SOLE 5000000.00
MEDIAONE GROUP INC PREM INCOME EXCHANGEABLE SECS 58440J500 16744 322000.00 SH SOLE 322000.00
TEKELEC 3.25% 02 Nov 2004 879101AA1 6596 3000000.00 SH SOLE 3000000.00
LTV CORP NEW PFD CONV SER A 144A 501921209 5288 100000.00 SH SOLE 100000.00
GLOBAL CROSSING LTD PFD CONV 144A 37932J202 12930 120000.00 SH SOLE 120000.00
VERITAS SOFTWARE CORP 1.856% 13 Aug 2006 92343RAA1 0 0 SH SOLE 0
BROADWING INC DEP SH REPSTG PFD CONV 6.75PCT 111620407 5278 91000.00 SH SOLE 91000.00
WIND RIV SYS INC 5% 01 Aug 2002 973149AC1 9025 6300000.00 SH SOLE 6300000.00
LIBERTY MEDIA CORP 4% 15 Nov 2029 530715AF8 25019 16000000.00 SH SOLE 16000000.00
CREDENCE SYS CORP DEL 5.25% 15 Sep 2002 225302AC2 5618 3200000.00 SH SOLE 3200000.00
CHECKFREE HLDGS CORP 6.5% 01 Dec 2006 162816AA0 8256 7250000.00 SH SOLE 7250000.00
UNITED GLOBAL COM DEPOSITORY SHS REP STG SER D 913247805 13600 200000.00 SH SOLE 200000.00
ANNTAYLOR STORES 0.55% 18 Jun 2019 036115AC7 2803 6500000.00 SH SOLE 6500000.00
EXODUS COMMUNICATIONS INC 4.75% 15 Jul 2008 302088AG4 12360 6000000.00 SH SOLE 6000000.00
ECHOSTAR COMMUNICATIONS CORP 4.875% 01 Jan 2007 278762AB5 20264 12000000.00 SH SOLE 12000000.00
12 TECHNOLOGIES INC 5.25% 15 Dec 2006 465754AD1 7190 4000000.00 SH SOLE 4000000.00
GLOBAL CROSSINGS CV PFD CONV 144A 37932J301 5826 24000.00 SH SOLE 24000.00
BEA SYS INC 4% 15 Dec 2006 073325AC6 18869 15420000.00 SH SOLE 15420000.00
INTERNET CAP GROUP INC 5.5% 21 Dec 2004 46059CAA4 2891 3000000.00 SH SOLE 3000000.00
ANTEC CORP 4.5% 15 May 2003 03664PAB1 6510 3100000.00 SH SOLE 3100000.00
MILLENNIUM PHARMACEUTICALS 5.5% 15 Jan 2007 599902AA1 3630 4000000.00 SH SOLE 4000000.00
CYPRESS SEMICONDUCTOR CORP 4% 01 Feb 2005 232806AE9 5076 4000000.00 SH SOLE 4000000.00
NEXTEL COMMUNICATIONS INC 5.25% 15 Jan 2010 65332VAW3 16706 14000000.00 SH SOLE 14000000.00
CALPINE CAP TRII TERM INCOME DEFFERABLE 144A 13134E200 10106 185000.00 SH SOLE 185000.00
HUMAN GENOME SCIENCES INC 5% 01 Feb 2007 444903AE8 5972 6500000.00 SH SOLE 6500000.00
ALLIANT ENERGY RES INC EXCHANGEABLE SUB NT EXCH 144A 018803205 5289 65000.00 SH SOLE 65000.00
PSINET INC PFD CONV SER D 144A 74437C408 14430 328900.00 SH SOLE 328900.00
RATIONAL SOFTWARE CORP 5% 01 Feb 2007 75409PAA1 3113 2500000.00 SH SOLE 2500000.00
CONEXANT SYSTEMS INC 4% 01 Feb 2007 207142AD2 8179 9000000.00 SH SOLE 9000000.00
INHALE THERAPEUTIC SYS INC 5% 08 Feb 2007 457191AD6 4215 4000000.00 SH SOLE 4000000.00
E TRADE GROUP INC 6% 01 Feb 2007 269246AA2 8255 6000000.00 SH SOLE 6000000.00
AFFYMETRIX INC 4.75% 15 Feb 2007 00826TAC2 4249 6000000.00 SH SOLE 6000000.00
KERR MCGEE CORP 5.25% 15 Feb 2010 492386AP2 9200 8000000.00 SH SOLE 8000000.00
PROTIEN DESIGN LABS INC 5.5% 15 Feb 2007 74369LAA1 1393 2000000.00 SH SOLE 2000000.00
ALKERMES INC 3.75% 15 Feb 2007 01642TAA6 2535 3000000.00 SH SOLE 3000000.00
BURR BROWN CORP 4.25% 15 Feb 2007 122574AD8 3450 3000000.00 SH SOLE 3000000.00
COR THERAPUTICS INC 5% 01 Mar 2007 217753AC6 3731 3000000.00 SH SOLE 3000000.00
LEVEL 3 COMMUNICATIONS INC 6% 15 Mar 2010 52729NAS9 7000 7000000.00 SH SOLE 7000000.00
RHYTHMS NETCONNECTIONS INC PFD CONV 144A 762430304 5160 60000.00 SH SOLE 60000.00
SEPRACOR INC 7% 15 Dec 2005 817315AH7 11891 9000000.00 SH SOLE 9000000.00
JUNIPER NETWORKS INC 4.75% 15 Mar 2007 48203RAA2 5589 5500000.00 SH SOLE 5500000.00
VITESSE SEMICONDUCTOR CORP 4% 15 Mar 2005 928497AA4 6218 6000000.00 SH SOLE 6000000.00
JACOR COMMUNICATIONS INC 0.01% 09 Feb 2018 469858AB0 4795 8600000.00 SH SOLE 8600000.00
SCI SYS INC 3% 15 Mar 2007 783890AF3 5506 5000000.00 SH SOLE 5000000.00
AMKOR TECHNOLOGY INC 5% 15 Mar 2007 031652AF7 5419 5000000.00 SH SOLE 5000000.00
BIOVAIL CORP CONV SUB PFD EQUIVALENT DEB 09067J208 6475 140000.00 SH SOLE 140000.00
REDBACK NETWORKS INC 5% 01 Apr 2007 757209AA9 1885 2000000.00 SH SOLE 2000000.00
BELL ATLANTIC FINL SVCS INC 5.75% 01 Apr 2003 07785GAD2 20375 20000000.00 SH SOLE 20000000.00
ARCHSTONE CMNTYS TR PFD SER A CONV 039581202 7055 262500.00 SH SOLE 262500.00
CLEAR CHANNEL COMMUNICATIONS 2.625% 01 Apr 2003 184502AB8 15309 12600000.00 SH SOLE 12600000.00
EL PASO ENERGY CAP TR 1 PFD CONV TR SECS 283678209 6038 115000.00 SH SOLE 115000.00
FINANCIAL FED CORP 4.5% 01 May 2005 317492AA4 2100 2500000.00 SH SOLE 2500000.00
FINANCIAL FED CORP 4.5% 01 May 2005 317492AC0 2088 2500000.00 SH SOLE 2500000.00
GENERAL GROWTH PPTYS INC DEPOSITORY SH REPSTG PFD INCOM 370021206 3150 150000.00 SH SOLE 150000.00
GLENBOROUGH RLTY TR INC PRD CONV SER A PCT 37803P204 5950 400000.00 SH SOLE 400000.00
HOUSTON INDS INC AUTOMATIC COM EXCHANGE SEC 442161204 16441 103400.00 SH SOLE 103400.00
INTERMEDIA COMMUNICATIONS INC DEP SH 1/100 JR PFD CNV E 144A 458801867 6090 145000.00 SH SOLE 145000.00
OWENS ILL INC PFD CONV 690768502 5413 200000.00 SH SOLE 200000.00
PHILADELPHIA CONS HLDGS PFD INCOME PRIDES 717528301 2175 300000.00 SH SOLE 300000.00
PREMIER PKS INC PREM INC EQ SECS PINESPFD 740540307 9490 223300.00 SH SOLE 223300.00
READERS DIGEST TR AUTOMATIC COM EXCHG SECS 755271202 3646 117600.00 SH SOLE 117600.00
ROUSE CO PFD CONV SER B PCT 779273309 4688 150000.00 SH SOLE 150000.00
SEALED AIR CORP NEW PFD CONV SER A 2.00 81211K209 4141 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 3350 87000.00 SH SOLE 87000.00
BELL ATLANTIC FINL SVCS INC 4.25% 15 Sep 2005 07785GAC4 21488 15000000.00 SH SOLE 15000000.00
CITRIX SYS INC 0.01% 01 Jul 2029 177376AA8 13000 10000000.00 SH SOLE 10000000.00
COMVERSE TECHNOLOGY INC 4.5% 01 Jul 2005 205862AF2 23471 5500000.00 SH SOLE 5500000.00
COSTCO COS INC 0.01% 19 Aug 2017 22160QAA0 14295 12000000.00 SH SOLE 12000000.00
DIAMOND OFFSHORE DRILLING INC 3.75% 15 Feb 2007 25271CAA0 2330 2000000.00 SH SOLE 2000000.00
DOUBLECLICK INC 4.75% 15 Mar 2006 258609AA4 11663 5000000.00 SH SOLE 5000000.00
ELAN FIN CORP LTD 0.01% 14 Dec 2018 284129AA1 9975 14000000.00 SH SOLE 14000000.00
FRIEDE GOLDMAN HALTER INC 4.5% 15 Sep 2004 358430AA4 2215 4250000.00 SH SOLE 4250000.00
INTERIM SVCS INC 4.5% 01 Jun 2005 45868PAA8 4800 6000000.00 SH SOLE 6000000.00
LEVEL ONE COMMUNICATIONS INC 4% 01 Sep 2004 527295AC3 8623 2000000.00 SH SOLE 2000000.00
LOMAK PETE INC 6% 01 Feb 2007 541509AF2 2631 5000000.00 SH SOLE 5000000.00
PHOTRONICS INC 6% 01 Jun 2004 719405AA0 7344 5500000.00 SH SOLE 5500000.00
SANMINA CORP 4.25% 01 May 2004 800907AA5 7975 5000000.00 SH SOLE 5000000.00
SECURITY CAP U S RLTY 2% 22 May 2003 814136AA5 1875 2500000.00 SH SOLE 2500000.00
SOLECTRON CORP 0.06% 27 Jan 2019 834182AG2 13300 20000000.00 SH SOLE 20000000.00
TOWER AUTOMOTIVE INC 5% 01 Aug 2004 891707AA9 1288 1500000.00 SH SOLE 1500000.00
AT+T CORP COM LIBERTY MEDIA GRP CL A 001957208 9981 168448.00 SH SOLE 168448.00
APACHE CORP 037411600 3375 75000.00 SH SOLE 75000.00
CNF TR I GTD TERM CONV SECS SER A CONV 12612V205 6039 142100.00 SH SOLE 142100.00
GLOBAL TELESYSTEMS GROUP INC DEPOSITARY SH 144A PFD CONV 37936U401 4050 100000.00 SH SOLE 100000.00
INTERMEDIA COMMUNICATIONS INC COM 458801107 782 16196.09 SH SOLE 16196.09
INTERNATIONAL PAPER CAP TR PFD CONV 5.25 CONV INTO COM 460137300 1335 30000.00 SH SOLE 30000.00
NISOURCE INC PREMIUM INCOME EQUITY SECS 65473P303 2920 80000.00 SH SOLE 80000.00
SENSORMATIC ELECTRS CORP DEPOSITARY SH PFD 144A 817265200 4980 160000.00 SH SOLE 160000.00
TOSCO FING TR TR PFD CONV 5.75PCT 891491409 5013 100000.00 SH SOLE 100000.00
UNOCAL CAP TR TR CONV PFD SECS 91528T207 6571 145220.00 SH SOLE 145220.00
SENSORMATIC ELECTRS CORP COM 817265101 81 3619.52 SH SOLE 3619.52
WINSTAR COMMUNICATIONS INC COM 975515107 112 1859.00 SH SOLE 1859.00
VENTANA MED SYS INC COM 92276H106 4319 100000.00 SH SOLE 100000.00
MARCHFIRST INC COM 566244109 24784 694479.00 SH SOLE 694479.00
NEXTLINK COMMUNICATIONS INC CL A PAR 0.02 65333H707 20804 168200.00 SH SOLE 168200.00
SABRE HLDGS CORP CL A 785905100 21354 578121.00 SH SOLE 578121.00
SIEBEL SYS INC COM 826170102 60521 506720.00 SH SOLE 506720.00
INFOSPACE INC COM 45678T102 25450 174992.00 SH SOLE 174992.00
LABOR READY INC COM NEW 505401208 22 2250.00 SH SOLE 2250.00
SCIENT CORP COM 80864H109 14648 161524.00 SH SOLE 161524.00
ETOYS INC COM 297862104 3374 381500.00 SH SOLE 381500.00
WHITMAN CORP NEW COM 96647R107 11429 820000.00 SH SOLE 820000.00
ASPECT DEV INC COM 045234101 3908 60700.00 SH SOLE 60700.00
CONCENTRIC NETWORK CORP DEL COM 20589R107 8985 163367.00 SH SOLE 163367.00
BARNESANDNOBLE COM INC CL A 067846105 236 25000.00 SH SOLE 25000.00
STARMEDIA NETWORK INC COM 855546107 4171 138758.00 SH SOLE 138758.00
WIT CAP GROUP INC COM 97737K309 856 50000.00 SH SOLE 50000.00
DRKOOP COM INC COM 262098106 386 104554.00 SH SOLE 104554.00
SPORTSLINE USA INC COM 848934105 1376 46750.00 SH SOLE 46750.00
IMMUNEX CORP NEW COM 452528102 59077 931262.00 SH SOLE 931262.00
REYNOLDS R J TOB HLDGS INC COM 76182K105 5206 306226.00 SH SOLE 306226.00
PHONE COM INC COM 71920Q100 42503 260552.00 SH SOLE 260552.00
YOUBET COM INC COM 987413101 875 200000.00 SH SOLE 200000.00
US ONCOLOGY INC COM 90338W103 2113 469500.00 SH SOLE 469500.00
COVAD COMMUNICATIONS GROUP INC COM 222814204 12717 175400.00 SH SOLE 175400.00
GOTO COM INC COM 38348T107 6439 156799.00 SH SOLE 156799.00
MANDALAY RESORT GROUP COM 562567107 14129 837300.00 SH SOLE 837300.00
MSC INDL DIRECT INC CL A 553530106 1208 67100.00 SH SOLE 67100.00
RAMP NETWORKS INC COM 751567108 1006 50000.00 SH SOLE 50000.00
SOFTWARE COM INC OC COM 83402P104 20489 158980.00 SH SOLE 158980.00
ARCH COMMUNICATIONS GROUP INC COM NEW 039381504 78 10067.00 SH SOLE 10067.00
JUNIPER NETWORKS INC COM 48203R104 40852 155000.00 SH SOLE 155000.00
TOWNE SVCS INC CDT COM 892148107 120 68500.00 SH SOLE 68500.00
PERSISTENCE SOFTWARE INC COM 715329108 497 25000.00 SH SOLE 25000.00
STAMPS COM INC COM 852857101 1549 80200.00 SH SOLE 80200.00
GENZYME CORP COM SURGICAL PRODS DIVISION 372917609 848 72194.00 SH SOLE 72194.00
DIGITAL IS INC DEL COM 25385N101 9141 150000.00 SH SOLE 150000.00
UNUMPROVIDENT CORP COM 91529Y106 14365 844998.00 SH SOLE 844998.00
COMMERCE ONE INC DEL COM 200693109 45695 306164.00 SH SOLE 306164.00
TIBCO SOFTWARE INC COM 88632Q103 35892 440396.00 SH SOLE 440396.00
NATIONAL INFORMATION CONSORTM COM 636491102 3298 94900.00 SH SOLE 94900.00
GENENTECH INC COM 368710406 33850 222700.00 SH SOLE 222700.00
BE INC COM 073309106 2259 150000.00 SH SOLE 150000.00
TALK CITY INC COM 874263106 273 45000.00 SH SOLE 45000.00
MP3 COM INC COM 62473M109 4292 204400.00 SH SOLE 204400.00
VOYAGER NET INC COM 92906W101 274 20000.00 SH SOLE 20000.00
INSWEB CORP OC COM 45809K103 623 64700.00 SH SOLE 64700.00
JFAX COM INC COM 477366108 380 76000.00 SH SOLE 76000.00
GARTNER GROUP INC NEW CL B 366651206 11657 875647.00 SH SOLE 875647.00
VENTRO CORP COM 922815105 6529 115302.00 SH SOLE 115302.00
LIBERATE TECHNOLOGIES COM 530129105 18474 294400.00 SH SOLE 294400.00
SIERRA PAC RES NEW COM 826428104 5358 428600.00 SH SOLE 428600.00
DRUGSTORE COM INC COM 262241102 1660 125887.00 SH SOLE 125887.00
AMERITRADE HLDG CORP CL A 03072H109 4541 217358.00 SH SOLE 217358.00
BEYOND COM CORP COM 08860E101 1052 245721.00 SH SOLE 245721.00
ITC DELTACOM COM 45031T104 2295 64419.00 SH SOLE 64419.00
METROMEDIA FIBER NETWORK INC CL A 591689104 50600 523337.00 SH SOLE 523337.00
NET2PHONE INC COM 64108N106 997 16866.00 SH SOLE 16866.00
PILGRIMS PRIDE CORP CL A 721467207 822 168700.00 SH SOLE 168700.00
ACCRUE SOFTWARE INC COM 00437W102 5339 116588.00 SH SOLE 116588.00
DIGEX INC DEL CL A 253756100 4438 40000.00 SH SOLE 40000.00
QUANTUM CORP DSSG COM 747906204 12801 1072300.00 SH SOLE 1072300.00
QUANTUM CORP HDDG COM 747906303 6032 536150.00 SH SOLE 536150.00
FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 183 5000.00 SH SOLE 5000.00
HOMESTORE COM INC COM 437852106 9531 195498.00 SH SOLE 195498.00
GO2NET COM 383486107 3621 44950.00 SH SOLE 44950.00
GUITAR CTR INC COM 402040109 2187 191200.00 SH SOLE 191200.00
MICROMUSE INC COM 595094103 4442 32000.00 SH SOLE 32000.00
ALLEGIANCE TELECOM INC COM 01747T102 17427 216150.00 SH SOLE 216150.00
MCLEODUSA INC COM 582266102 41982 495002.50 SH SOLE 495002.50
QUEST SOFTWARE INC COM 74834T103 20895 185320.00 SH SOLE 185320.00
CONOCO INC CL B 208251405 70539 2752755.00 SH SOLE 2752755.00
DEVON ENERGY CORPORATION NEW COM 25179M103 6834 140725.00 SH SOLE 140725.00
MFN FINL CORP COM 55272N104 23 3104.00 SH SOLE 3104.00
I2 TECHNOLOGIES INC COM 465754109 38073 311756.00 SH SOLE 311756.00
SYSTEM SOFTWARE ASSOC INC COM NEW 871839205 114 76312.00 SH SOLE 76312.00
CK WITCO CORP COM 12562C108 4705 461858.00 SH SOLE 461858.00
DELHAIZE AMER INC CL A 246688105 5994 347483.00 SH SOLE 347483.00
VITRIA TECHNOLOGY INC COM 92849Q104 10876 107883.00 SH SOLE 107883.00
APPLIED MICRO CIRCUITS CORP CDT COM 03822W109 40217 268000.00 SH SOLE 268000.00
NSTAR COM 67019E107 7634 181765.00 SH SOLE 181765.00
ALTEON WEBSYSTEMS INC COM 02145A109 5330 65000.00 SH SOLE 65000.00
PROMOTION COM INC COM 74341U106 213 25000.00 SH SOLE 25000.00
KEYNOTE SYS INC COM 493308100 23702 231800.00 SH SOLE 231800.00
VENTIV HEALTH INC COM 922793104 418 41500.00 SH SOLE 41500.00
DELHAIZE AMER INC CL B 246688204 8090 407033.00 SH SOLE 407033.00
GLOBAL CROSSING LTD SHS G3921A100 69605 1700270.00 SH SOLE 1700270.00
ITXC CORP COM 45069F109 4000 85000.00 SH SOLE 85000.00
ALLAIRE CORP COM 016714107 1931 25534.00 SH SOLE 25534.00
FLEETBOSTON FINL CORP COM 339030108 130367 3571695.00 SH SOLE 3571695.00
INTERNAP NETWORK SVCS CORP COM 45885A102 13575 295100.00 SH SOLE 295100.00
OMNOVA SOLUTIONS INC COM 682129101 3329 591800.00 SH SOLE 591800.00
WILLIAMS COMMUNICATIONS GROUP COM 969455104 7772 150000.00 SH SOLE 150000.00
DALEEN TECHNOLOGIES INC COM 23437N104 1542 75000.00 SH SOLE 75000.00
NANOGEN INC COM 630075109 3434 101000.00 SH SOLE 101000.00
HOMEFED CORP COM NEW 43739D208 68 106962.00 SH SOLE 106962.00
BANK AMER CORP COM 060505104 336017 6407953.00 SH SOLE 6407953.00
WORLD WRESTLING FEDN ENMT INC CL A 98156Q108 2008 113250.00 SH SOLE 113250.00
ECHELON CORP OC COM 27874N105 3386 51700.00 SH SOLE 51700.00
AETHER SYSTEMS INC COM 00808V105 10781 59400.00 SH SOLE 59400.00
ABGENIX INC COM 00339B107 3218 23300.00 SH SOLE 23300.00
NORTHEAST UTILS COM 664397106 7621 354453.00 SH SOLE 354453.00
NAVISITE INC COM 63935M109 5686 46700.00 SH SOLE 46700.00
SYCAMORE NETWORKS INC COM 871206108 38829 301000.00 SH SOLE 301000.00
NEIMAN MARCUS GROUP CL B 640204301 3581 130232.00 SH SOLE 130232.00
INFOUSA INC NEW COM 456818301 885 97000.00 SH SOLE 97000.00
SNYDER COMMUNICATIONS INC CIRCLE COM COM 832914204 257 31125.00 SH SOLE 31125.00
DATA RETURN CORP COM 23785M104 1104 30000.00 SH SOLE 30000.00
TRITON PCS HLDGS INC CL A 89677M106 5652 94600.00 SH SOLE 94600.00
SPANISH BROADCASTING SYS INC CL A NEW 846425882 586 25000.00 SH SOLE 25000.00
INTRANET SOLUTIONS INC COM NEW 460939309 2300 50000.00 SH SOLE 50000.00
PE CORP COM PE BIOSYSTEMS GROUP 69332S102 81844 848120.00 SH SOLE 848120.00
PAC WEST TELECOMM INC COM 69371Y101 3125 100000.00 SH SOLE 100000.00
PACTIV CORP COM 695257105 5664 647297.00 SH SOLE 647297.00
TENNECO AUTOMOTIVE INC COM 880349105 1028 129459.00 SH SOLE 129459.00
LANIER WORLDWIDE INC COM 51589L105 1491 722900.00 SH SOLE 722900.00
CHARTER COMMUNICATIONS INC DEL CL A 16117M107 3523 245900.00 SH SOLE 245900.00
UNITED PARCEL SVC INC CL B 911312106 945 15000.00 SH SOLE 15000.00
NEXT LEVEL COMMUNICATIONS INC CL A 65333U104 272 2500.00 SH SOLE 2500.00
EXPEDIA INC CL A 302125109 21 1000.00 SH SOLE 1000.00
IBASIS INC COM 450732102 4435 108000.00 SH SOLE 108000.00
SONICWALL INC COM 835470105 5330 80000.00 SH SOLE 80000.00
RUDOLPH TECHNOLOGIES INC COM 781270103 270 6000.00 SH SOLE 6000.00
SOMERA COMMUNICATIONS INC COM 834458101 1213 100000.00 SH SOLE 100000.00
QUINTUS CORP COM 748798105 59 2000.00 SH SOLE 2000.00
VIRATA CORP COM 927646109 250 2500.00 SH SOLE 2500.00
METASOLV SOFTWARE INC COM 591393103 354 6000.00 SH SOLE 6000.00
AGILENT TECHNOLOGIES INC COM 00846U101 18658 179400.00 SH SOLE 179400.00
RETEK INC COM 76128Q109 103 2500.00 SH SOLE 2500.00
SYMYX TECHNOLOGIES INC COM 87155S108 22 500.00 SH SOLE 500.00
SCIQUEST COM INC COM 80908Q107 1777 69000.00 SH SOLE 69000.00
LIFEMINDERS COM INC OC COM 53219H108 339 5000.00 SH SOLE 5000.00
MEDIAPLEX INC COM 58446B105 1040 20000.00 SH SOLE 20000.00
CACHEFLOW INC COM 126946102 593 5000.00 SH SOLE 5000.00
GETTHERE COM INC COM 374266104 77 5000.00 SH SOLE 5000.00
MANAGEMENT NETWORK GROUP INC COM 561693102 108 4000.00 SH SOLE 4000.00
OFFICIAL PMTS CORP COM 676235104 84 2000.00 SH SOLE 2000.00
SMARTERKIDS COM INC COM 83169C106 20 5000.00 SH SOLE 5000.00
DIGITAL IMPACT INC DEL COM 25385G106 5334 150000.00 SH SOLE 150000.00
DELTATHREE COM COM 24783N102 209 10000.00 SH SOLE 10000.00
TELEDYNE TECHNOLOGIES INC COM 879360105 2366 136150.00 SH SOLE 136150.00
WATER PIK TECH INC COM 94113U100 345 47652.00 SH SOLE 47652.00
ALLEGHENY TECHNOLOGIES INC COM 01741R102 9560 476527.00 SH SOLE 476527.00
EXXON MOBIL CORP COM 30231G102 1008116 12955704.00 SH SOLE 12955704.00
AMDOCS LIMITED SHS G02602103 185 2507.37 SH SOLE 2507.37
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MCAFEE COM CORP CL A 579062100 103 2000.00 SH SOLE 2000.00
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AUDIBLE INC COM 05069A104 2027 202653.00 SH SOLE 202653.00
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SEQUENOM INC COM 817337108 98 2500.00 SH SOLE 2500.00
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PETS COM INC COM 71676K109 343 80000.00 SH SOLE 80000.00
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CHOICE ONE COMMUNICATIONS INC COM 17038P104 36 1000.00 SH SOLE 1000.00
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SCANA CORP NEW COM 80589M102 1228 50000.00 SH SOLE 50000.00
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MYPOINTS COM INC COM 62855T102 3352 125000.00 SH SOLE 125000.00
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CONSECO INC COM STK 208464107 18094 1582012.00 SH SOLE 1582012.00
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HOTEL RESERVATIONS NETWORK INC CL A 441451101 89 5000.00 SH SOLE 5000.00
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MAXYGEN INC COM 577776107 4257 65300.00 SH SOLE 65300.00
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MATTEL INC COM 577081102 24280 2326242.00 SH SOLE 2326242.00
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OTG SOFTWARE INC COM 671059103 2620 65000.00 SH SOLE 65000.00
SELECTICA INC DEL COM 816288104 7060 80000.00 SH SOLE 80000.00
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DIGITAS INC COM 25388K104 368 15000.00 SH SOLE 15000.00
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LOUDEYE TECHNOLOGIES INC COM 545754103 349 10000.00 SH SOLE 10000.00
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SEARS ROEBUCK + CO COM 812387108 43466 1407800.00 SH SOLE 1407800.00
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AON CORP COM 037389103 46994 1457175.00 SH SOLE 1457175.00
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CARDINAL HEALTH INC COM 14149Y108 39077 851812.00 SH SOLE 851812.00
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CHARTER ONE FINL INC COM 160903100 30057 1431302.00 SH SOLE 1431302.00
HOUGHTON MIFFLIN CO COM 441560109 3599 84800.00 SH SOLE 84800.00
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OWENS + MINOR INC NEW COM 690732102 3405 320468.00 SH SOLE 320468.00
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TOSCO CORP COM NEW 891490302 19209 631100.00 SH SOLE 631100.00
WEYERHAEUSER CO COM 962166104 45332 795300.00 SH SOLE 795300.00
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MEDTRONIC INC COM 585055106 240312 4671924.00 SH SOLE 4671924.00
MERCK + CO INC COM 589331107 568040 9143500.00 SH SOLE 9143500.00
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PFIZER INC COM 717081103 554160 15156500.00 SH SOLE 15156500.00
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DANAHER CORP COM 235851102 29686 582075.00 SH SOLE 582075.00
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FRANKLIN RES INC COM 354613101 38644 1155708.00 SH SOLE 1155708.00
GENERAL ELEC CO COM 369604103 1913192 12328261.00 SH SOLE 12328261.00
ILLINOIS TOOL WKS INC COM 452308109 68887 1246817.00 SH SOLE 1246817.00
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BOEING CO COM 097023105 138507 3650930.00 SH SOLE 3650930.00
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DONNELLEY R R + SONS CO COM 257867101 18961 905600.00 SH SOLE 905600.00
DOW CHEM CO COM 260543103 97607 856200.00 SH SOLE 856200.00
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HASBRO INC COM 418056107 19826 1201562.00 SH SOLE 1201562.00
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NIKE INC CL B 654106103 58867 1485600.00 SH SOLE 1485600.00
OGDEN CORP COM 676346109 3273 274200.00 SH SOLE 274200.00
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ECOLAB INC COM 278865100 26133 712300.00 SH SOLE 712300.00
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GANNETT INC COM 364730101 85330 1212500.00 SH SOLE 1212500.00
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IMS HEALTH INC COM 449934108 21015 1240750.00 SH SOLE 1240750.00
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PECO ENERGY CO COM 693304107 30228 819750.00 SH SOLE 819750.00
WARNER LAMBERT CO COM 934488107 320492 3287094.00 SH SOLE 3287094.00
AETNA INC COM 008117103 41174 739374.00 SH SOLE 739374.00
ARMSTRONG WORLD INDS INC COM 042476101 2413 135000.00 SH SOLE 135000.00
AUTOMATIC DATA PROCESSING INC COM 053015103 118188 2449500.00 SH SOLE 2449500.00
BAXTER INTL INC COM 071813109 74415 1187073.00 SH SOLE 1187073.00
BURLINGTON NORTHN SANTA FE COM 12189T104 46484 2100950.00 SH SOLE 2100950.00
CMS ENERGY CORP COM 125896100 6244 344500.00 SH SOLE 344500.00
CHAMPION INTL CORP COM 158525105 13568 254800.00 SH SOLE 254800.00
CIRCUIT CITY STORES INC COM 172737108 23948 393400.00 SH SOLE 393400.00
CORNING INC COM 219350105 187517 966581.00 SH SOLE 966581.00
CROWN CORK + SEAL INC COM 228255105 3637 227300.00 SH SOLE 227300.00
DIAL CORP NEW COM 25247D101 7162 520900.00 SH SOLE 520900.00
EASTMAN CHEM CO COM 277432100 13207 290262.00 SH SOLE 290262.00
ENTERGY CORP COM 29364G103 21025 1041507.00 SH SOLE 1041507.00
FLEETWOOD ENTERPRISES INC COM 339099103 2491 168900.00 SH SOLE 168900.00
FORT JAMES CORP COM 347471104 10091 458700.00 SH SOLE 458700.00
GRAINGER W W INC COM 384802104 28047 517000.00 SH SOLE 517000.00
HIBERNIA CORP CL A 428656102 9133 869781.00 SH SOLE 869781.00
IMC GLOBAL INC COM 449669100 6157 419228.00 SH SOLE 419228.00
MASCO CORP COM 574599106 32980 1608800.00 SH SOLE 1608800.00
NABISCO HLDGS CORP CL A 629526104 3383 105100.00 SH SOLE 105100.00
NATIONAL SVC INDS INC 637657107 7837 372100.00 SH SOLE 372100.00
NORFOLK SOUTHN CORP COM 655844108 24350 1693900.00 SH SOLE 1693900.00
PNC FINL SVCS GROUP INC COM 693475105 64193 1424534.00 SH SOLE 1424534.00
PENTAIR INC COM 709631105 12674 341970.00 SH SOLE 341970.00
RAYTHEON CO CL A 755111309 4651 247203.00 SH SOLE 247203.00
REGIONS FINL CORP COM 758940100 8922 391100.00 SH SOLE 391100.00
TRW INC COM 872649108 34281 586000.00 SH SOLE 586000.00
UNITED HEALTHCARE CORP COM 910581107 41431 694852.00 SH SOLE 694852.00
UNOCAL CORP COM 915289102 34622 1163767.00 SH SOLE 1163767.00
VIAD CORP COM 92552R109 11916 520900.00 SH SOLE 520900.00
YORK INTL CORP NEW COM 986670107 9509 406800.00 SH SOLE 406800.00
AGCO CORP COM 001084102 4955 435600.00 SH SOLE 435600.00
ALLSTATE CORP COM 020002101 72858 3059638.00 SH SOLE 3059638.00
AMEREN CORP COM 023608102 17130 553688.00 SH SOLE 553688.00
ATLANTIC RICHFIELD CO COM 048825103 103250 1214700.00 SH SOLE 1214700.00
BANK ONE CORP COM 06423A103 154593 4497258.00 SH SOLE 4497258.00
BANTA CORP COM STK 066821109 5106 277895.00 SH SOLE 277895.00
BLOCK H + R INC COM 093671105 17100 382124.00 SH SOLE 382124.00
BOWATER INC COM 102183100 11702 219241.00 SH SOLE 219241.00
CAMPBELL SOUP CO COM 134429109 57810 1880000.00 SH SOLE 1880000.00
CENTRAL + SOUTH WEST CORP COM 152357109 18061 1058500.00 SH SOLE 1058500.00
CINCINNATI FINL CORP COM 172062101 29371 780618.00 SH SOLE 780618.00
COMMERCIAL FED CORP COM 201647104 3647 219375.00 SH SOLE 219375.00
COMSAT CORP COM SER 1 20564D107 2008 97352.00 SH SOLE 97352.00
CONAGRA INC COM 205887102 33856 1867931.00 SH SOLE 1867931.00
COUNTRYWIDE CR INDS INC COM 222372104 13453 493700.00 SH SOLE 493700.00
DTE ENERGY CO COM 233331107 16130 556200.00 SH SOLE 556200.00
DEERE + CO COM 244199105 28078 738900.00 SH SOLE 738900.00
DELUXE CORP COM 248019101 15169 572400.00 SH SOLE 572400.00
DONALDSON LUFKIN+JENRETTE INC COM 257661108 24017 464100.00 SH SOLE 464100.00
DUKE ENERGY CO COM STK NPV 264399106 79095 1506564.00 SH SOLE 1506564.00
EASTMAN KODAK CO COM 277461109 73330 1350150.00 SH SOLE 1350150.00
ENERGY EAST CORP COM 29266M109 7010 353800.00 SH SOLE 353800.00
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EQUITABLE RES INC COM 294549100 7728 172450.00 SH SOLE 172450.00
ETHAN ALLEN INTERIORS INC COM 297602104 3116 124650.00 SH SOLE 124650.00
FORTUNE BRANDS INC COM 349631101 15633 625300.00 SH SOLE 625300.00
GPU INC COM 36225X100 13575 495900.00 SH SOLE 495900.00
GENERALE CABLE CORP DEL NEW COM 369300108 1189 152250.00 SH SOLE 152250.00
GENERAL MLS INC COM 370334104 41629 1150362.00 SH SOLE 1150362.00
GENERAL MTRS CORP COM 370442105 206081 2488520.00 SH SOLE 2488520.00
GENUINE PARTS CO COM 372460105 20948 877400.00 SH SOLE 877400.00
GOODRICH B F CO COM 382388106 5884 205104.00 SH SOLE 205104.00
HARMAN INTL INDS INC NEW COM 413086109 8792 146525.00 SH SOLE 146525.00
HEINZ H J CO COM 423074103 52623 1508900.00 SH SOLE 1508900.00
HELMERICH AND PAYNE INC COM 423452101 7080 228400.00 SH SOLE 228400.00
HOMESTAKE MNG CO COM 437614100 3009 501478.00 SH SOLE 501478.00
HUBBELL INC CLB 443510201 14330 523470.00 SH SOLE 523470.00
HUNTINGTON BANCSHARES INC COM 446150104 24850 1110634.00 SH SOLE 1110634.00
INTERNATIONAL FLAVOURS COM 459506101 10014 285600.00 SH SOLE 285600.00
INTERSTATE BAKERIES CORP DEL NEW COM 46072H108 2138 150000.00 SH SOLE 150000.00
KINDER MORGAN INC KANS COM 49455P101 9356 271200.00 SH SOLE 271200.00
KEYSPAN CORP COM 49337W100 17516 634068.00 SH SOLE 634068.00
LINCOLN NATL CORP IN COM 534187109 31490 940000.00 SH SOLE 940000.00
LOEWS CORP COM 540424108 22380 447600.00 SH SOLE 447600.00
LOUISIANA PAC CORP COM 546347105 5317 383200.00 SH SOLE 383200.00
LUBRIZOL CORP COM 549271104 3025 105000.00 SH SOLE 105000.00
MDU RES GROUP INC COM 552690109 7388 356025.00 SH SOLE 356025.00
MGIC INVT CORP WIS COM 552848103 22061 505700.00 SH SOLE 505700.00
MARSH + MCLENNAN COS INC COM 571748102 115530 1047300.00 SH SOLE 1047300.00
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MORGAN J P + CO INC COM 616880100 92556 702511.00 SH SOLE 702511.00
NEW CENTY ENERGIES INC COM 64352U103 14206 472542.00 SH SOLE 472542.00
NICOR INC COM 654086107 11466 348100.00 SH SOLE 348100.00
NORTHERN STS PWR CO MN COM 665772109 13716 690100.00 SH SOLE 690100.00
OGE ENERGY CORP COM 670837103 7667 399600.00 SH SOLE 399600.00
ONEOK INC NEW COM 682680103 3480 139200.00 SH SOLE 139200.00
PG+E CORP COM 69331C108 34861 1660061.00 SH SOLE 1660061.00
PPL CORP COM 69351T106 12426 593500.00 SH SOLE 593500.00
PPG INDS INC COM 693506107 34756 664400.00 SH SOLE 664400.00
PACCAR INC COM 693718108 22818 456360.00 SH SOLE 456360.00
PENNEY J C INC COM 708160106 16592 1115400.00 SH SOLE 1115400.00
PEPSICO INC COM 713448108 196695 5691008.00 SH SOLE 5691008.00
PHILLIPS PETE CO COM 718507106 53386 1154299.00 SH SOLE 1154299.00
PINNACLE WEST CAP CORP COM 723484101 10145 359900.00 SH SOLE 359900.00
POTLATCH CORP COM 737628107 7508 174600.00 SH SOLE 174600.00
PROCTER + GAMBLE CO COM 742718109 281115 4997604.00 SH SOLE 4997604.00
PUBLIC SVC CO NM COM 744499104 3021 191800.00 SH SOLE 191800.00
PUBLIC SVC ENTERPRISE GROUP COM 744573106 26330 888772.00 SH SOLE 888772.00
READERS DIGEST ASSN INC COM CL A NON VTG 755267101 3619 102300.00 SH SOLE 102300.00
RELIANT ENERGY INC COM 75952J108 26462 1129041.00 SH SOLE 1129041.00
SARA LEE CORP COM 803111103 62161 3453400.00 SH SOLE 3453400.00
SEMPRA ENERGY COM 816851109 17035 1017033.00 SH SOLE 1017033.00
SOUTHERN CO COM 842587107 56492 2597350.00 SH SOLE 2597350.00
TEXACO INC COM 881694103 115732 2158181.00 SH SOLE 2158181.00
TEXAS INDS INC COM 882491103 2858 91826.00 SH SOLE 91826.00
TEXAS INSTRS INC COM 882508104 516768 3229800.00 SH SOLE 3229800.00
TRINITY INDS INC COM 896522109 4013 169400.00 SH SOLE 169400.00
UNICOM CORP COM 904911104 30686 840700.00 SH SOLE 840700.00
UNION PAC CORP COM 907818108 45804 1170718.00 SH SOLE 1170718.00
WACHOVIA CORP NEW 929771103 75583 1118709.00 SH SOLE 1118709.00
WASHINGTON FED INC COM 938824109 5620 294842.00 SH SOLE 294842.00
WESTERN RES INC COM 959425109 6870 434444.00 SH SOLE 434444.00
WISCONSIN ENERGY CORP COM 976657106 11545 579050.00 SH SOLE 579050.00
INTERPUBLIC GROUP COS INC COM 460690100 48710 1030900.00 SH SOLE 1030900.00
DIAGNOSTIC PRODS CORP COM STK 252450101 2722 111400.00 SH SOLE 111400.00
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 35820 571400.00 SH SOLE 571400.00
AMERICA ONLINE INC DEL COM 02364J104 574943 8549344.00 SH SOLE 8549344.00
BMC SOFTWARE INC COM 055921100 48190 976000.00 SH SOLE 976000.00
CARNIVAL CORP COM 143658102 60064 2420700.00 SH SOLE 2420700.00
CISCO SYS INC COM 17275R102 2026722 26214676.00 SH SOLE 26214676.00
CLEAR CHANNEL COMMUNICATIONS COM 184502102 56965 824838.00 SH SOLE 824838.00
DELL COMPUTER CORP COM 247025109 536211 9941344.00 SH SOLE 9941344.00
DURA PHARMACEUTICALS INC COM 26632S109 5792 470400.00 SH SOLE 470400.00
E M C CORP MASS COM 268648102 525814 4206512.00 SH SOLE 4206512.00
ENSCO INTL INC COM 26874Q100 24092 666900.00 SH SOLE 666900.00
GLOBAL INDUSTRIES INC 379336100 10662 729000.00 SH SOLE 729000.00
HOME DEPOT INC COM 437076102 576083 8931515.00 SH SOLE 8931515.00
MICROSOFT CORP COM 594918104 2220094 20895000.00 SH SOLE 20895000.00
NEXTEL COMMUNICATIONS INC CL A 65332V103 188949 1274529.00 SH SOLE 1274529.00
QUINTILES TRANSNATIONAL CORP COM 748767100 8361 490000.00 SH SOLE 490000.00
STORAGE TECHNOLOGY CORP COM PAR USD0.10 862111200 11065 694268.00 SH SOLE 694268.00
SYLVAN LEARNING SYS INC COM 871399101 3586 225000.00 SH SOLE 225000.00
TELLABS INC COM 879664100 121156 1923592.00 SH SOLE 1923592.00
TOYS R US INC COM 892335100 19981 1348931.00 SH SOLE 1348931.00
US BANCORP DEL COM 902973106 66116 3022463.00 SH SOLE 3022463.00
AMGEN INC COM 031162100 246427 4015100.00 SH SOLE 4015100.00
ANDREW CORP COM 034425108 13498 590062.00 SH SOLE 590062.00
CANANDAIGUA WINE INC CL A 137219200 5988 117415.00 SH SOLE 117415.00
DANA CORP COM 235811106 20146 714727.00 SH SOLE 714727.00
DELPHI AUTOMOTIVE SYS CORP COM 247126105 27978 1748601.00 SH SOLE 1748601.00
GATEWAY INC COM 367626108 57759 1089800.00 SH SOLE 1089800.00
HARRIS CORP DEL COM 413875105 16345 472900.00 SH SOLE 472900.00
HUMANA INC COM 444859102 7530 1029724.00 SH SOLE 1029724.00
LIFEPOINT HOSPS INC COM 53219L109 2374 142781.00 SH SOLE 142781.00
MAGELLAN HEALTH SVCS INC COM 559079108 853 177300.00 SH SOLE 177300.00
POLAROID CORP COM 731095105 3838 161600.00 SH SOLE 161600.00
SEAGATE TECHNOLOGY COM 811804103 64781 1075208.00 SH SOLE 1075208.00
SMITH INTL INC COM 832110100 17732 228800.00 SH SOLE 228800.00
SMURFIT STONE CONTAINER CORP COM 832727101 5034 297190.00 SH SOLE 297190.00
SPRINT CORP COM 852061100 208141 3303832.00 SH SOLE 3303832.00
3COM CORP COM 885535104 80139 1440709.00 SH SOLE 1440709.00
TRIAD HOSPS INC COM 89579K109 2392 142781.00 SH SOLE 142781.00
AMERADA HESS CORP COM NPV 023551104 23646 365900.00 SH SOLE 365900.00
AMERICAN MGMT SYS INC COM 027352103 13760 314055.00 SH SOLE 314055.00
AMERISOURCE HEALTH CORP CL A 03071P102 4500 300000.00 SH SOLE 300000.00
APPLE COMPUTER COM NPV 037833100 90207 664200.00 SH SOLE 664200.00
APRIA HEALTHCARE GROUP INC COM 037933108 5165 357740.00 SH SOLE 357740.00
AVERY DENNISON CORP COM 053611109 18288 299500.00 SH SOLE 299500.00
BOISE CASCADE CORP COM 097383103 7739 222700.00 SH SOLE 222700.00
BRINKER INTL INC COM 109641100 11324 381450.00 SH SOLE 381450.00
COMVERSE TECHNOLOGY INC COM NEW 205862402 53650 283860.00 SH SOLE 283860.00
CONSOLIDATED STORES CORP COM 210149100 7578 666174.00 SH SOLE 666174.00
COOPER CAMERON CORP COM 216640102 6560 98100.00 SH SOLE 98100.00
DELTA AIR LINES INC DE COM 247361108 29761 558900.00 SH SOLE 558900.00
AXA FINL INC COM 002451102 48273 1345600.00 SH SOLE 1345600.00
FEDERAL MOGUL CORP COM 313549107 5242 314100.00 SH SOLE 314100.00
FRITZ COMP INC COM 358846103 556 54900.00 SH SOLE 54900.00
GOLDEN ST BANCORP INC COM 381197102 2002 134000.00 SH SOLE 134000.00
HEALTH MGMT ASSOC CL A 421933102 8829 619600.00 SH SOLE 619600.00
LEGGETT + PLATT INC COM 524660107 20571 956800.00 SH SOLE 956800.00
LEXMARK INTL GROUP INC CL A 529771107 54186 512400.00 SH SOLE 512400.00
MAYTAG CORP COM 578592107 15228 459700.00 SH SOLE 459700.00
NCR CORP NEW COM 62886E108 19452 484773.00 SH SOLE 484773.00
NEWELL RUBBERMAID INC COM 651229106 33957 1368533.00 SH SOLE 1368533.00
OFFICE DEPOT INC COM 676220106 25145 2174725.00 SH SOLE 2174725.00
SOLUTIA INC COM 834376105 6987 522400.00 SH SOLE 522400.00
SOUTHWEST AIRLS CO COM 844741108 55939 2687737.00 SH SOLE 2687737.00
STERLING SOFTWARE INC. COM 859547101 10133 332240.00 SH SOLE 332240.00
TENET HEALTHCARE CORP COM 88033G100 37074 1611896.00 SH SOLE 1611896.00
TRICON GLOBAL RESTAURANTS INC COM 895953107 23131 744660.00 SH SOLE 744660.00
TYSON FOODS INC (DEL) CLS A COM 902494103 12324 1107820.00 SH SOLE 1107820.00
U S FOODSERVICE COM 90331R101 3844 149292.00 SH SOLE 149292.00
WALGREEN CO COM 931422109 100973 3921300.00 SH SOLE 3921300.00
WHIRLPOOL CORP COM 963320106 16488 281240.00 SH SOLE 281240.00
AT+T CORP COM LIBERTY MEDIA GRP CL A 001957208 118237 1993454.00 SH SOLE 1993454.00
INTERMEDIA COMMUNICATIONS INC COM 458801107 9663 200000.00 SH SOLE 200000.00
BEA SYS INC COM 073325102 24419 332800.00 SH SOLE 332800.00
EXODUS COMMUNICATIONS INC COM 302088109 80179 570670.00 SH SOLE 570670.00
VERITAS SOFTWARE CORP COM 923436109 126782 967802.00 SH SOLE 967802.00
ADOBE SYS INC COM 00724F101 99218 891344.00 SH SOLE 891344.00
AIR PRODS + CHEMS INC COM 009158106 28446 1000300.00 SH SOLE 1000300.00
ALBERTO CULVER CO CL B CONV 013068101 8030 337200.00 SH SOLE 337200.00
AMERICAN ELEC PWR INC COM 025537101 22553 756500.00 SH SOLE 756500.00
APACHE CORP COM 037411105 27663 556050.00 SH SOLE 556050.00
ARCHER DANIELS MIDLAND CO COM 039483102 31736 3058888.00 SH SOLE 3058888.00
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BARD C R INC COM 067383109 12105 312900.00 SH SOLE 312900.00
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CENTEX CORP COM 152312104 6398 268700.00 SH SOLE 268700.00
CHUBB CORP COM 171232101 48321 715200.00 SH SOLE 715200.00
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COCA COLA ENTERPRISES INC COM STK 191219104 33597 1558100.00 SH SOLE 1558100.00
COLGATE PALMOLIVE CO COM 194162103 119188 2114200.00 SH SOLE 2114200.00
DARDEN RESTAURANTS INC COM 237194105 14633 821500.00 SH SOLE 821500.00
DOW JONES + CO INC COM 260561105 29149 405900.00 SH SOLE 405900.00
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EDISON INTL COM 281020107 26013 1570600.00 SH SOLE 1570600.00
ENGELHARD CORP COM 292845104 12493 826000.00 SH SOLE 826000.00
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GREAT ATLANTIC + PAC TEA INC COM 390064103 3869 198400.00 SH SOLE 198400.00
HARCOURT GEN INC COM 41163G101 16101 432235.00 SH SOLE 432235.00
HARTFORD FINANCIAL SVCS GRP COM 416515104 51996 985700.00 SH SOLE 985700.00
ITT INDS INC COM 450911102 10448 336350.00 SH SOLE 336350.00
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JOSTENS INC COM 481088102 1469 60249.00 SH SOLE 60249.00
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MBIA INC COM 55262C100 26500 509000.00 SH SOLE 509000.00
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MEAD CORP COM 582834107 18877 540300.00 SH SOLE 540300.00
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NATIONAL CITY CORP COM 635405103 56663 2747288.00 SH SOLE 2747288.00
NUCOR CORP COM 670346105 26710 534200.00 SH SOLE 534200.00
OCCIDENTAL PETE CORP COM 674599105 34999 1686700.00 SH SOLE 1686700.00
OWENS CORNING COM 69073F103 2778 143400.00 SH SOLE 143400.00
PALL CORP COM 696429307 13377 596200.00 SH SOLE 596200.00
PEOPLES ENERGY CORP COM 711030106 8519 310500.00 SH SOLE 310500.00
PEP BOYS MANNY MOE + JACK COM 713278109 1797 302685.00 SH SOLE 302685.00
NABISCO GROUP HLDG CORP COM 62952P102 11024 918680.00 SH SOLE 918680.00
REYNOLDS METALS CO COM 761763101 23680 354100.00 SH SOLE 354100.00
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RUSSELL CORP COM 782352108 3475 242800.00 SH SOLE 242800.00
SERVICE CORP INTL COM 817565104 2377 792200.00 SH SOLE 792200.00
SHARED MEDI CAL SYSTEM COM 819486101 6780 130700.00 SH SOLE 130700.00
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SYSCO CORP COM 871829107 44741 1253700.00 SH SOLE 1253700.00
TANDY CORP COM 875382103 42650 840400.00 SH SOLE 840400.00
TEKTRONIX INC COM 879131100 15406 275100.00 SH SOLE 275100.00
THOMAS + BETTS CORP COM 884315102 9236 326936.00 SH SOLE 326936.00
TORCHMARK INC COM 891027104 6128 265000.00 SH SOLE 265000.00
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WADDELL + REED FINL INC CL A 930059100 680 16079.00 SH SOLE 16079.00
WENDYS INTL INC COM 950590109 11503 569810.00 SH SOLE 569810.00
WESTVACO CORP COM 961548104 12461 373350.00 SH SOLE 373350.00
WINN DIXIE STORES INC COM 974280109 7332 377200.00 SH SOLE 377200.00
WRIGLEY WM JR CO COM 982526105 42416 552200.00 SH SOLE 552200.00
ABM INDS INC COM 000957100 3107 132200.00 SH SOLE 132200.00
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COMCAST CORP CL A SPL 200300200 109699 2529076.00 SH SOLE 2529076.00
ACKERLEY COMMUNICATIONS INC COM 004527107 1012 66900.00 SH SOLE 66900.00
ALAMO GROUP INC COM 011311107 233 20000.00 SH SOLE 20000.00
ALBEMARLE CORP COM 012653101 1278 61600.00 SH SOLE 61600.00
ALEXANDER + BALDWIN INC COM 014482103 6140 297700.00 SH SOLE 297700.00
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AMERICAN FINL GROUP INC OHIO COM 025932104 5636 196900.00 SH SOLE 196900.00
AMETEK AEROSPACE PRODS INC COM 031100100 6593 342500.00 SH SOLE 342500.00
ANALOGIC CORP COM PAR 0.05 032657207 3688 100000.00 SH SOLE 100000.00
ANGELICA CORP COM 034663104 1115 112200.00 SH SOLE 112200.00
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APTARGROUP INC COM 038336103 5338 200000.00 SH SOLE 200000.00
ARGONAUT GROUP INC COM 040157109 5409 269600.00 SH SOLE 269600.00
AVNET INC COM 053807103 19977 317100.00 SH SOLE 317100.00
BMC INDS INC MINN COM 055607105 14 2400.00 SH SOLE 2400.00
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BANCO SANTANDER PR SAN JUAN CDT COM 059646109 2495 209000.00 SH SOLE 209000.00
BECKMAN COULTER INC COM 075811109 11682 182000.00 SH SOLE 182000.00
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BLOCK DRUG INC CL A 093644102 5519 200219.00 SH SOLE 200219.00
BOB EVANS FARMS INC COM 096761101 3075 246022.00 SH SOLE 246022.00
BOWNE + CO INC COM 103043105 3796 294800.00 SH SOLE 294800.00
BROWN SHOE INC NEW COM 115736100 1240 103300.00 SH SOLE 103300.00
BRUSH WELLMAN INC COM 117421107 4799 272300.00 SH SOLE 272300.00
BUTLER MFG CO DEL COM 123655102 6317 258500.00 SH SOLE 258500.00
CIT GROUP INC CL A 125577106 11138 571200.00 SH SOLE 571200.00
CNA SURETY CORP COM 12612L108 1951 140000.00 SH SOLE 140000.00
CNF TRANSN INC COM 12612W104 8822 317900.00 SH SOLE 317900.00
CALLAWAY GOLF CO COM 131193104 10042 647900.00 SH SOLE 647900.00
CARAUSTAR INDS INC COM 140909102 5407 382800.00 SH SOLE 382800.00
CARTER WALLACE INC. COM 146285101 9534 508500.00 SH SOLE 508500.00
CASH AMER INTL INC COM 14754D100 5025 404000.00 SH SOLE 404000.00
CENTRAL NEWSPAPERS INC CL A 154647101 9012 268000.00 SH SOLE 268000.00
CHURCH + DWIGHT INC COM 171340102 6954 404600.00 SH SOLE 404600.00
BROADWING INC COM 111620100 33450 899504.00 SH SOLE 899504.00
CLAIRE S STORES INC COM 179584107 9418 469425.00 SH SOLE 469425.00
CLARCOR INC 179895107 3379 190350.00 SH SOLE 190350.00
CLAYTON HOMES INC COM 184190106 6918 683275.00 SH SOLE 683275.00
COMDISCO INC COM 200336105 35260 799100.00 SH SOLE 799100.00
COMPUTER TASK GROUP INC COM 205477102 2821 256454.00 SH SOLE 256454.00
CONECTIV INC COM 206829103 8606 491750.00 SH SOLE 491750.00
CONSOLIDATED PAPERS INC COM 209759109 15636 406800.00 SH SOLE 406800.00
CORN PRODUCTS INTL INC COM 219023108 4288 178200.00 SH SOLE 178200.00
DQE COM STK 23329J104 17031 374300.00 SH SOLE 374300.00
DPL INC COM 233293109 1449 65316.00 SH SOLE 65316.00
D.R.HORTON INC COM 23331A109 5707 436916.00 SH SOLE 436916.00
DALLAS SEMICONDUCTOR CORP COM 235204104 13348 380000.00 SH SOLE 380000.00
DEXTER CORP COM 252165105 8212 154940.00 SH SOLE 154940.00
DIAMOND OFFSHORE DRILLING INC COM 25271C102 7836 196200.00 SH SOLE 196200.00
DIEBOLD INC COM 253651103 10267 373357.00 SH SOLE 373357.00
DOW JONES + CO INC CL B CONV 260561204 5665 103000.00 SH SOLE 103000.00
DREYERS GRAND ICE CREAM INC COM NPV 261878102 2575 100000.00 SH SOLE 100000.00
EARTHGRAINS CO COM 270319106 3115 209440.00 SH SOLE 209440.00
EATON VANCE CORP COM NON VTG 278265103 16059 374000.00 SH SOLE 374000.00
EDWARDS A G INC COM 281760108 9336 233400.00 SH SOLE 233400.00
ELCOR CHEM CORP COM 284443108 13033 377775.00 SH SOLE 377775.00
ENNIS BUSINESS FORMS INC COM 293389102 2174 299837.00 SH SOLE 299837.00
EOG RESOURCES INC COM 26875P101 18367 866900.00 SH SOLE 866900.00
FAMILY DLR STORES INC COM 307000109 17766 853600.00 SH SOLE 853600.00
FIDELITY NATL FINL INC COM 316326107 2686 194431.00 SH SOLE 194431.00
FIRST MIDWEST BANCORP INC DEL COM 320867104 7138 294333.00 SH SOLE 294333.00
FIRST VA BKS INC COM 337477103 10242 272675.00 SH SOLE 272675.00
FLOWSERVE CORP COM 34354P105 1516 117759.00 SH SOLE 117759.00
FREEDOM SECS CORP COM 35644K103 4338 277600.00 SH SOLE 277600.00
FRISCHS RESTAURANTS INC COM 358748101 425 50000.00 SH SOLE 50000.00
FRONTIER INS GROUP INC NEW COM 359081106 158 157601.00 SH SOLE 157601.00
FULLER H B CO COM 359694106 11965 299600.00 SH SOLE 299600.00
G + K SERVICES CL A 361268105 3289 168268.00 SH SOLE 168268.00
GATX COM 361448103 15025 395400.00 SH SOLE 395400.00
GAINSCO INC COM 363127101 950 161780.00 SH SOLE 161780.00
GALILEO INTL INC COM 363547100 4865 202200.00 SH SOLE 202200.00
GALLAGHER ARTHUR J + CO COM 363576109 12006 369400.00 SH SOLE 369400.00
GENCORP INC COM 368682100 4586 591800.00 SH SOLE 591800.00
GEORGIA GULF CORP COM 373200203 4966 191000.00 SH SOLE 191000.00
GEORGIA PAC CORP COM TIMBER GROUP 373298702 7544 294400.00 SH SOLE 294400.00
GERBER SCIENTIFIC INC COM 373730100 6896 357075.00 SH SOLE 357075.00
GLATFELTER P H CO COM 377316104 2775 261200.00 SH SOLE 261200.00
GOLDEN ENTERPRISES INC 381010107 200 61400.00 SH SOLE 61400.00
GRANITE CONSTR INC 387328107 899 33300.00 SH SOLE 33300.00
GUILFORD MLS INC COM 401794102 2333 303468.00 SH SOLE 303468.00
HSB GROUP INC COM 40428N109 10287 355500.00 SH SOLE 355500.00
HANCOCK FABRICS INC COM 409900107 366 127248.00 SH SOLE 127248.00
HAWAIIAN ELEC INDS INC COM 419870100 5462 171700.00 SH SOLE 171700.00
HEILIG MEYERS CO COM 422893107 1040 264000.00 SH SOLE 264000.00
HELIX TECHNOLOGY CORP COM 423319102 7616 126800.00 SH SOLE 126800.00
HERBALIFE INTL INC CL A 426908208 2421 171400.00 SH SOLE 171400.00
HERBALIFE INTL INC CL B 426908307 4521 342800.00 SH SOLE 342800.00
HILLENBRAND INDS INC COM 431573104 15038 442300.00 SH SOLE 442300.00
HORMEL FOODS CORP COM 440452100 11579 704400.00 SH SOLE 704400.00
HUNT J B TRANS SVCS INC COM 445658107 3277 239400.00 SH SOLE 239400.00
HUSSMANN INTL INC COM 448110106 5202 410000.00 SH SOLE 410000.00
ICN PHARMACEUTICALS INC COM 448924100 18072 663205.00 SH SOLE 663205.00
IBP INC COM STK 449223106 3749 238000.00 SH SOLE 238000.00
IDACORP INC COM 451107106 3089 88900.00 SH SOLE 88900.00
IDEX CORP COM 45167R104 4063 149100.00 SH SOLE 149100.00
INNOVEX INC COM 457647105 4141 423400.00 SH SOLE 423400.00
INTER TEL INC COM 458372109 3885 141900.00 SH SOLE 141900.00
INTERFACE INC CL A 458665106 1488 350000.00 SH SOLE 350000.00
INTERMET CORP COM 45881K104 1049 115000.00 SH SOLE 115000.00
INTERNATIONAL MULTIFOODS CORP COM 460043102 1450 108400.00 SH SOLE 108400.00
INTERPOOL INC COM 46062R108 1393 212250.00 SH SOLE 212250.00
INVACARE CORP COM 461203101 6206 226200.00 SH SOLE 226200.00
INVESTORS FINL SERVICES CORP COM 461915100 5261 89362.00 SH SOLE 89362.00
IPALCO ENTERPRISES INC COM 462613100 7274 373000.00 SH SOLE 373000.00
JLG INDS INC COM 466210101 1512 165700.00 SH SOLE 165700.00
JONES PHARMA INC COM 480236108 10791 355275.00 SH SOLE 355275.00
JUSTIN INDS INC COM 482171105 2729 151600.00 SH SOLE 151600.00
K2 INC COM 482732104 881 110982.00 SH SOLE 110982.00
KAMAN CORP CL A 483548103 1329 136300.00 SH SOLE 136300.00
KENNAMETAL INC COM 489170100 4482 149100.00 SH SOLE 149100.00
KIMBALL INTL INC CL B 494274103 2621 238292.00 SH SOLE 238292.00
LG + E ENERGY CORP COM 501917108 13453 588123.00 SH SOLE 588123.00
LTV CORP NEW COM 501921100 720 202100.00 SH SOLE 202100.00
LACLEDE GAS CO COM 505588103 4488 224400.00 SH SOLE 224400.00
LANCE INC COM 514606102 2903 273200.00 SH SOLE 273200.00
LAWSON PRODS INC COM 520776105 4471 187750.00 SH SOLE 187750.00
LEE ENTERPRISES INC COM 523768109 7503 287200.00 SH SOLE 287200.00
LENNAR CORP COM 526057104 9001 415050.00 SH SOLE 415050.00
LIBBEY INC COM 529898108 7038 257100.00 SH SOLE 257100.00
LILLY INDL INC CL A 532491107 652 52700.00 SH SOLE 52700.00
LONGVIEW FIBRE CO WASHINGTON COM 543213102 6056 410600.00 SH SOLE 410600.00
M + T BK CORP COM 55261F104 25674 57500.00 SH SOLE 57500.00
MARCUS CORP COM 566330106 7552 583762.00 SH SOLE 583762.00
MARK IV INDS INC COM 570387100 7662 347287.00 SH SOLE 347287.00
MASCOTECH INC COM 574670105 4211 342000.00 SH SOLE 342000.00
MCCLATCHY CO CL A 579489105 6022 183875.00 SH SOLE 183875.00
MCCORMICK + CO INC COM NON VTG 579780206 17815 552400.00 SH SOLE 552400.00
MENTOR CORP MINN COM 587188103 1882 69700.00 SH SOLE 69700.00
MERCANTILE BANKSHARES CORP COM 587405101 14844 485700.00 SH SOLE 485700.00
MERITOR AUTOMOTIVE INC COM 59000G100 6162 389666.00 SH SOLE 389666.00
MICHAEL FOODS INC NEW COM 594079105 3413 162500.00 SH SOLE 162500.00
MIDAS INC COM 595626102 3280 136666.00 SH SOLE 136666.00
MISSISSIPPI CHEM CORP COM NEW 605288208 1684 247262.00 SH SOLE 247262.00
MITCHELL ENERGY + DEV CORP CL A 606592202 4962 226850.00 SH SOLE 226850.00
MOLEX INC COM 608554101 10030 170718.00 SH SOLE 170718.00
MONTANA PWR CO COM 612085100 34598 540600.00 SH SOLE 540600.00
MORRISON MGMT SPECIALISTS INC COM 618459101 591 21300.00 SH SOLE 21300.00
MURPHY OIL CORP COM 626717102 16613 288295.00 SH SOLE 288295.00
MYLAN LABS INC COM 628530107 27075 984550.00 SH SOLE 984550.00
NL INDS INC COM NEW 629156407 7073 544104.00 SH SOLE 544104.00
NATIONAL DATA CORP COM 635621105 14495 557500.00 SH SOLE 557500.00
NATIONAL FUEL GAS CO N J COM 636180101 9969 223700.00 SH SOLE 223700.00
NEW ENGLAND BUSINESS SVC INC COM 643872104 5351 310200.00 SH SOLE 310200.00
NISOURCE INC COM 65473P105 9057 536700.00 SH SOLE 536700.00
NOBLE AFFILIATES INC COM 654894104 13440 409600.00 SH SOLE 409600.00
NORTH FORK BANCORPORATION INC COM 659424105 1879 105100.00 SH SOLE 105100.00
OAKWOOD HOMES CORP COM 674098108 1307 342700.00 SH SOLE 342700.00
OLD KENT FINL CORP COM 679833103 25535 790251.00 SH SOLE 790251.00
PMI GROUP INC COM 69344M101 5543 116850.00 SH SOLE 116850.00
PXRE GROUP LIMITED BERMUDA SHS G73018106 3624 213200.00 SH SOLE 213200.00
PAINE WEBBER GROUP INC COM 695629105 21759 494512.00 SH SOLE 494512.00
PIER 1 IMPORTS INC COM 720279108 7468 728617.00 SH SOLE 728617.00
PITTSTON BRINKS GROUP COM 725701106 7023 413110.00 SH SOLE 413110.00
POGO PRODUCING CO COM 730448107 13167 461000.00 SH SOLE 461000.00
POPULAR INC COM 733174106 15311 690052.00 SH SOLE 690052.00
POTOMAC ELEC PWR CO COM 737679100 13374 591100.00 SH SOLE 591100.00
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PUGET SOUND ENERGY INC COM RTS CALLABLE THRU 25JAN01 745332106 10550 475508.00 SH SOLE 475508.00
PULITZER INC COM 745769109 4149 101500.00 SH SOLE 101500.00
QUANEX CORP COM 747620102 9 500.00 SH SOLE 500.00
RLI CORP COM 749607107 1886 56312.00 SH SOLE 56312.00
R.P.M. INC OHIO COM 749685103 9421 856463.00 SH SOLE 856463.00
RAYMOND JAMES FINANCIAL INC COM 754730109 5187 249975.00 SH SOLE 249975.00
RAYONIER INC COM 754907103 7730 158562.00 SH SOLE 158562.00
REGAL BELOIT CORP COM 758750103 4345 248300.00 SH SOLE 248300.00
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RELIANCE GROUP HLDGS INC COM 759464100 3383 966600.00 SH SOLE 966600.00
RELIANCE STL + ALUM CO COM 759509102 3675 164250.00 SH SOLE 164250.00
RELIASTAR FINL CORP COM 75952U103 9094 268462.00 SH SOLE 268462.00
REYNOLDS + REYNOLDS CO CL A 761695105 17550 650000.00 SH SOLE 650000.00
ROADWAY EXPRESS INC DEL COM 769742107 3329 164400.00 SH SOLE 164400.00
R G S ENERGY GROUP INC COM 74956K104 4881 229700.00 SH SOLE 229700.00
ROLLINS INC COM 775711104 8073 542700.00 SH SOLE 542700.00
ROLLINS TRUCK LEASING CORP COM 775741101 2848 337500.00 SH SOLE 337500.00
ROPER INDS COM 776696106 8820 259900.00 SH SOLE 259900.00
RUDDICK CORP COM 781258108 1941 177500.00 SH SOLE 177500.00
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RYLAND GROUP INC COM 783764103 2798 149200.00 SH SOLE 149200.00
ST JOE CO COM 790148100 13910 480700.00 SH SOLE 480700.00
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SCHULMAN A INC COM 808194104 6235 470591.00 SH SOLE 470591.00
SCHWEITZER MAUDUIT INTL INC COM 808541106 2628 203100.00 SH SOLE 203100.00
SEITEL INC COM NEW 816074306 1854 233600.00 SH SOLE 233600.00
SELECTIVE INS GROUP INC COM 816300107 9702 568600.00 SH SOLE 568600.00
SERVICE MASTER COMPANY COM 81760N109 11600 1031134.00 SH SOLE 1031134.00
SMITH A O CORP COM 831865209 3237 179850.00 SH SOLE 179850.00
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SPARTECH CORP COM NEW 847220209 1719 50000.00 SH SOLE 50000.00
STANDARD MTR PRODS INC CL A 853666105 1938 130300.00 SH SOLE 130300.00
STANDARD PAC CORP NEW COM 85375C101 1237 123700.00 SH SOLE 123700.00
STANDEX INTL CORP COM 854231107 1172 75600.00 SH SOLE 75600.00
STEEL TECHNOLOGIES INC COM 858147101 1608 202600.00 SH SOLE 202600.00
STEWART + STEVENSON SVCS INC COM 860342104 3933 349596.00 SH SOLE 349596.00
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VALHI INC NEW 918905100 4229 378000.00 SH SOLE 378000.00
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WD 40 CO COM 929236107 3885 185000.00 SH SOLE 185000.00
WADDELL + REED FINL INC CL B 930059209 2699 69208.00 SH SOLE 69208.00
WARNACO GROUP INC COM CL A 934390105 3255 275556.00 SH SOLE 275556.00
WASHINGTON POST CO CL B 939640108 2457 4541.00 SH SOLE 4541.00
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WEIS MKTS INC COM 948849104 2830 83225.00 SH SOLE 83225.00
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ALZA CORP COM 022615108 19050 507160.00 SH SOLE 507160.00
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GEON CO COM 37246W105 4061 188900.00 SH SOLE 188900.00
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GREENPOINT FINL CORP COM 395384100 2557 130300.00 SH SOLE 130300.00
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HARNISCHFEGER INDS INC COM 413345109 147 235200.00 SH SOLE 235200.00
LEAR CORP COM 521865105 2759 98100.00 SH SOLE 98100.00
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ULTRAMAR DIAMOND SHAMROCK COM 904000106 1774 69926.00 SH SOLE 69926.00
VENCOR INC NEW COM 92260R102 47 336600.00 SH SOLE 336600.00
VENTAS INC COM 92276F100 1115 336600.00 SH SOLE 336600.00
ARCH COAL INC COM 039380100 786 112318.67 SH SOLE 112318.67
AVANT CORP COM 053487104 3456 276500.00 SH SOLE 276500.00
INSO CORP COM 457674109 1585 117400.00 SH SOLE 117400.00
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BJ SVCS CO COM 055482103 22264 301374.00 SH SOLE 301374.00
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ATMEL CORP COM 049513104 35518 688000.00 SH SOLE 688000.00
CIENA CORP COM 171779101 74250 588700.00 SH SOLE 588700.00
MAXIM INTEGRATED PRODS INC COM 57772K101 90121 1268200.00 SH SOLE 1268200.00
PARAMETRIC TECHNOLOGY CORP 699173100 26151 1241574.00 SH SOLE 1241574.00
SYNOPSYS INC COM 871607107 9833 201700.00 SH SOLE 201700.00
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AFLAC INC COM 001055102 55476 1217574.00 SH SOLE 1217574.00
AUTOZONE INC COM 053332102 20960 755300.00 SH SOLE 755300.00
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CBRL GROUP INC COM 12489V106 3392 339150.00 SH SOLE 339150.00
EQUIFAX INC COM 294429105 18629 737800.00 SH SOLE 737800.00
FISERV INC 337738108 19358 520550.00 SH SOLE 520550.00
GUIDANT CORP COM 401698105 87208 1482808.00 SH SOLE 1482808.00
MCI WORLDCOM INC COM 55268B106 557030 12293070.00 SH SOLE 12293070.00
NETWORKS ASSOCS INC COM 640938106 18089 560901.00 SH SOLE 560901.00
PE CORP COM CELERA GENOMICS GROUP 69332S201 26657 291130.00 SH SOLE 291130.00
ROBERT HALF INTL INC COM 770323103 12960 273200.00 SH SOLE 273200.00
SLM HLDG CORP COM 78442A109 34155 1025300.00 SH SOLE 1025300.00
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AMR CORP DEL COM 001765106 25500 800000.00 SH SOLE 800000.00
CADENCE DESIGN SYS INC COM 127387108 25142 1211643.00 SH SOLE 1211643.00
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DOVER CORP COM 260003108 37477 782800.00 SH SOLE 782800.00
HERCULES INC COM 427056106 10004 620400.00 SH SOLE 620400.00
MAY DEPT STORES CO COM 577778103 37098 1301681.00 SH SOLE 1301681.00
MINNESOTA MNG + MFG CO COM 604059105 139318 1573100.00 SH SOLE 1573100.00
TIME WARNER INC COM 887315109 503802 5038022.00 SH SOLE 5038022.00
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ALLMERICA FINL CORP COM 019754100 15570 305300.00 SH SOLE 305300.00
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BLACK + DECKER CORPORATION COM 091797100 12997 346000.00 SH SOLE 346000.00
BUFFETS INC COM STK 119882108 1534 169900.00 SH SOLE 169900.00
CBS CORP COM 12490K107 161617 2854171.00 SH SOLE 2854171.00
CANADIAN NATL RY CO COM 136375102 48 1810.00 SH SOLE 1810.00
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DIME BANCORP INC NEW COM USD0.01 25429Q102 13112 708735.00 SH SOLE 708735.00
FOOTSTAR INC COM 344912100 5078 179764.00 SH SOLE 179764.00
GOLDMAN SACHS GROUP INC COM 38141G104 2628 25000.00 SH SOLE 25000.00
KELLY SVCS INC CL A 488152208 10573 441687.00 SH SOLE 441687.00
LITTON INDS INC COM 538021106 12275 277800.00 SH SOLE 277800.00
MARIMBA INC COM 56781Q109 3530 80000.00 SH SOLE 80000.00
NTL INC COM 629407107 15894 171250.00 SH SOLE 171250.00
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UNISYS CORP COM 909214108 27831 1091400.00 SH SOLE 1091400.00
VIACOM INC CL A 925524100 18995 355456.00 SH SOLE 355456.00
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WELLPOINT HEALTH NETWORKS INC COM 94973H108 12453 178216.00 SH SOLE 178216.00
YOUNG BROADCASTING INC CL A 987434107 2 100.00 SH SOLE 100.00
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NET PERCEPTIONS INC COM 64107U101 2690 72820.00 SH SOLE 72820.00
RAZORFISH INC CL A 755236106 1340 48712.00 SH SOLE 48712.00
THESTREET COM INC COM 88368Q103 401 43031.00 SH SOLE 43031.00
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ABERCROMBIE AND FITCH CO COM CL A 002896207 17182 1073866.00 SH SOLE 1073866.00
ADELPHIA COMMUNICATIONS CORP CL A 006848105 12461 254300.00 SH SOLE 254300.00
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AT HOME CORP COM SER A 045919107 38014 1154123.00 SH SOLE 1154123.00
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BED BATH + BEYOND INC COM 075896100 26169 664600.00 SH SOLE 664600.00
BIOGEN INC COM 090597105 57808 827300.00 SH SOLE 827300.00
BIOMET INC COM 090613100 23764 653300.00 SH SOLE 653300.00
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DST SYS INC DEL COM 233326107 9559 147200.00 SH SOLE 147200.00
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GAP INC COM 364760108 166932 3351212.00 SH SOLE 3351212.00
INTERIM SVCS INC COM 45868P100 6051 326000.00 SH SOLE 326000.00
INTUIT COM 461202103 34680 637800.00 SH SOLE 637800.00
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KOHLS CORP COM 500255104 68398 667300.00 SH SOLE 667300.00
KROGER CO COM 501044101 51943 2957600.00 SH SOLE 2957600.00
LEGATO SYSTEMS INC COM 524651106 22919 513600.00 SH SOLE 513600.00
LYCOS INC COM 550818108 19947 283948.00 SH SOLE 283948.00
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CROSS A T CO CL A 227478104 910 154900.00 SH SOLE 154900.00
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DAVE + BUSTERS INC COM 23833N104 502 56160.00 SH SOLE 56160.00
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E4L INC COM 268452109 584 274600.00 SH SOLE 274600.00
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EMERSON RADIO CORP COM (WITH PURCHASE RTS) 291087104 0 103230.00 SH SOLE 103230.00
ENCAD INC COM 292503109 171 31100.00 SH SOLE 31100.00
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ENTERCOM COMMUNICATIONS CORP COM 293639100 77 1500.00 SH SOLE 1500.00
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EPITOPE INC 294261102 1038 110700.00 SH SOLE 110700.00
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FOUNDATION HEALTH SYS INC COM 350404109 2253 281600.00 SH SOLE 281600.00
FRANKLIN COVEY CO COM 353469109 1780 245500.00 SH SOLE 245500.00
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GC COS INC COM 36155Q109 1510 43443.00 SH SOLE 43443.00
GT INTERACTIVE SOFTWARE CORP COM 36236E109 840 268800.00 SH SOLE 268800.00
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GARTNER GROUP INC NEW CL A 366651107 5676 360400.00 SH SOLE 360400.00
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GENERAL COMMUNICATION INC 369385109 2688 500000.00 SH SOLE 500000.00
GENERAL SEMICONDUCTOR INC COM 370787103 3110 180300.00 SH SOLE 180300.00
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GENZYME CORP COM MOLECULAR ONCOLOGY DIV 372917500 700 46267.00 SH SOLE 46267.00
GEOTEK COMMUNICATIONS INC 373654102 18 650800.00 SH SOLE 650800.00
GILEAD SCIENCES INC COM 375558103 14671 231500.00 SH SOLE 231500.00
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HMT TECHNOLOGY CORP COM 403917107 1736 524200.00 SH SOLE 524200.00
HNC SOFTWARE INC COM 40425P107 13068 181339.00 SH SOLE 181339.00
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HOLOGIC INC 436440101 1192 150200.00 SH SOLE 150200.00
HOMEBASE INC COM 43738E108 237 118500.00 SH SOLE 118500.00
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IMATION CORP COM 45245A107 5601 209890.00 SH SOLE 209890.00
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INKTOMI CORP COM 457277101 61432 315036.00 SH SOLE 315036.00
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INTERGRAPH CORP COM 458683109 2749 309700.00 SH SOLE 309700.00
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INTERVOICE INC COM 461142101 26340 912200.00 SH SOLE 912200.00
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IONICS INC COM 462218108 1984 77600.00 SH SOLE 77600.00
ITRON INC COM 465741106 629 90700.00 SH SOLE 90700.00
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KEANE INC COM 486665102 7666 303600.00 SH SOLE 303600.00
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LITTELFUSE INC COM 537008104 3669 100000.00 SH SOLE 100000.00
LOMAS FINL CORP NEW COM 541535100 28 631100.00 SH SOLE 631100.00
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MRV COMMUNICATIONS INC COM 553477100 36403 397300.00 SH SOLE 397300.00
MSC SOFTWARE CORP COM 553531104 5678 480700.00 SH SOLE 480700.00
MANHATTAN ASSOCS INC COM 562750109 8566 250093.00 SH SOLE 250093.00
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MAPQUEST COM INC COM 565644101 1301 62700.00 SH SOLE 62700.00
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MARKETWATCH COM INC COM 570619106 1107 32100.00 SH SOLE 32100.00
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MASTEC INC COM 576323109 22419 251900.00 SH SOLE 251900.00
MAXXAM INC COM RTS CALLABLE THRU 11DEC99 577913106 6224 218400.00 SH SOLE 218400.00
MEDIA GEN INC CL A 584404107 14927 285000.00 SH SOLE 285000.00
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METRO INFORMATION SVCS INC COM 59162P104 1630 113400.00 SH SOLE 113400.00
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REGENERON PHARMACEUTICALS INC COM 75886F107 10385 351300.00 SH SOLE 351300.00
REMEC INC COM 759543101 25285 500700.00 SH SOLE 500700.00
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RENT A CTR INC NEW COM 76009N100 3027 201800.00 SH SOLE 201800.00
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RESPIRONICS INC 761230101 7058 491000.00 SH SOLE 491000.00
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RUSS BERRIE + CO INC COM 782233100 5781 312500.00 SH SOLE 312500.00
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SCI SYS INC COM 783890106 1302 24200.00 SH SOLE 24200.00
SPX CORP COM 784635104 18707 164189.00 SH SOLE 164189.00
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SCIOS INC COM 808905103 2576 496600.00 SH SOLE 496600.00
SCOTT TECHNOLOGIES INC COM 810022301 1636 86700.00 SH SOLE 86700.00
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RSA SEC INC COM 749719100 16062 310000.00 SH SOLE 310000.00
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RAYTHEON CO CL B 755111408 407 22957.00 SH SOLE 22957.00
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CVS CORP COM 126650100 1001 26645.00 SH SOLE 26645.00
CARDINAL HEALTH INC COM 14149Y108 869 18944.00 SH SOLE 18944.00
CAROLINA PWR + LT CO COM 144141108 350 10804.00 SH SOLE 10804.00
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TOSCO CORP COM NEW 891490302 297 9774.00 SH SOLE 9774.00
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MBNA CORP COM 55262L100 1388 54414.00 SH SOLE 54414.00
MEDTRONIC INC COM 585055106 4173 81137.00 SH SOLE 81137.00
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GENERAL ELEC CO COM 369604103 34448 221976.00 SH SOLE 221976.00
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AVON PRODS INC COM 054303102 478 16434.00 SH SOLE 16434.00
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BOEING CO COM 097023105 2230 58773.00 SH SOLE 58773.00
CATERPILLAR INC COM 149123101 950 24078.00 SH SOLE 24078.00
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DOW CHEM CO COM 260543103 1689 14819.00 SH SOLE 14819.00
DU PONT E I DE NEMOURS + CO COM 263534109 3745 70834.00 SH SOLE 70834.00
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U S WEST INC NEW COM 91273H101 2490 34291.00 SH SOLE 34291.00
WELLS FARGO + CO NEW COM 949746101 4559 111374.00 SH SOLE 111374.00
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AT + T CORP COM 001957109 12190 216712.00 SH SOLE 216712.00
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CIGNA CORP COM 125509109 858 11332.00 SH SOLE 11332.00
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HASBRO INC COM 418056107 217 13161.00 SH SOLE 13161.00
INGERSOLL RAND CO COM 456866102 490 11070.00 SH SOLE 11070.00
JOHNSON CTLS INC COM 478366107 315 5824.00 SH SOLE 5824.00
LEHMAN BROTHERS HLDGS INC COM 524908100 789 8139.00 SH SOLE 8139.00
NIKE INC CL B 654106103 753 18999.00 SH SOLE 18999.00
PHARMACIA + UPJOHN INC COM 716941109 2088 35234.00 SH SOLE 35234.00
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WAL MART STORES INC COM 931142103 16752 301838.00 SH SOLE 301838.00
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ALLTEL CORP COM 020039103 1341 21268.00 SH SOLE 21268.00
AMSOUTH BANCORPORATION COM 032165102 397 26552.00 SH SOLE 26552.00
ANHEUSER BUSCH COS INC COM 035229103 1959 31469.00 SH SOLE 31469.00
BELLSOUTH CORP COM 079860102 5999 127639.00 SH SOLE 127639.00
BRISTOL MYERS SQUIBB CO COM 110122108 7771 134555.00 SH SOLE 134555.00
CAPITAL ONE FINL CORP COM 14040H105 644 13433.00 SH SOLE 13433.00
CENTURYTEL INC COM 156700106 352 9491.00 SH SOLE 9491.00
CLOROX CO COM 189054109 519 15979.00 SH SOLE 15979.00
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COMERICA INC COM 200340107 442 10557.00 SH SOLE 10557.00
ECOLAB INC COM 278865100 321 8756.00 SH SOLE 8756.00
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FIRSTAR CORP WIS COM 33763V109 1525 66499.00 SH SOLE 66499.00
GANNETT INC COM 364730101 1330 18905.00 SH SOLE 18905.00
LOWES COS INC USD0.50 548661107 1516 25970.00 SH SOLE 25970.00
OMNICOM GROUP COM 681919106 1124 12034.00 SH SOLE 12034.00
PAYCHEX INC COM 704326107 875 16700.00 SH SOLE 16700.00
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QUAKER OATS CO COM 747402105 551 9085.00 SH SOLE 9085.00
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XEROX CORP COM 984121103 1170 45015.00 SH SOLE 45015.00
AMERICAN EXPRESS CO COM 025816109 4530 30418.00 SH SOLE 30418.00
IMS HEALTH INC COM 449934108 354 20881.00 SH SOLE 20881.00
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PECO ENERGY CO COM 693304107 464 12572.00 SH SOLE 12572.00
TYCO INTL LTD NEW COM 902124106 5714 114566.00 SH SOLE 114566.00
WARNER LAMBERT CO COM 934488107 5676 58211.00 SH SOLE 58211.00
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BAXTER INTL INC COM 071813109 1236 19719.00 SH SOLE 19719.00
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ALCAN ALUM LTD COM 013716105 501 14799.00 SH SOLE 14799.00
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ENTERGY CORP COM 29364G103 337 16692.00 SH SOLE 16692.00
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GRAINGER W W INC COM 384802104 343 6329.00 SH SOLE 6329.00
MASCO CORP COM 574599106 622 30358.00 SH SOLE 30358.00
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REGIONS FINL CORP COM 758940100 336 14739.00 SH SOLE 14739.00
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PEPSICO INC COM 713448108 3412 98709.00 SH SOLE 98709.00
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K MART CORP COM 482584109 325 33530.00 SH SOLE 33530.00
MIRAGE RESORTS INC COM 60462E104 254 13087.00 SH SOLE 13087.00
NAVISTAR INTL CORP INC COM 63934E108 172 4282.00 SH SOLE 4282.00
NIAGARA MOHAWK HLDGS INC COM 653520106 171 12688.00 SH SOLE 12688.00
NOVELL INC COM 670006105 647 22613.00 SH SOLE 22613.00
PHELPS DODGE CORP COM 717265102 263 5529.00 SH SOLE 5529.00
ROWAN COS INC COM 779382100 165 5611.00 SH SOLE 5611.00
UST INC COM USD0.50 902911106 181 11584.00 SH SOLE 11584.00
USX U S STL GROUP 90337T101 151 6033.00 SH SOLE 6033.00
US AIRWAYS GROUP INC COM 911905107 134 4829.00 SH SOLE 4829.00
V F CORP COM 918204108 193 8027.00 SH SOLE 8027.00
AES CORP COM 00130H105 1104 14016.00 SH SOLE 14016.00
ASHLAND INC COM 044204105 165 4923.00 SH SOLE 4923.00
BALL CORP COM 058498106 72 2092.00 SH SOLE 2092.00
BARRICK GOLD CORP COM 067901108 420 26790.00 SH SOLE 26790.00
BEMIS INC COM 081437105 132 3570.00 SH SOLE 3570.00
BETHLEHEM STL CORP COM 087509105 53 8892.00 SH SOLE 8892.00
BRUNSWICK CORP COM 117043109 119 6299.00 SH SOLE 6299.00
CABLETRON SYSTEMS INC COM STK 126920107 360 12265.00 SH SOLE 12265.00
CERIDIAN CORP COM 15677T106 188 9821.00 SH SOLE 9821.00
COORS ADOLPH CO CLASS B COM 217016104 117 2449.00 SH SOLE 2449.00
CRANE CO COM 224399105 106 4518.00 SH SOLE 4518.00
DUN + BRADSTREET CORP DEL COM 26483B106 311 10881.00 SH SOLE 10881.00
FMC CORP COM NEW 302491303 116 2056.00 SH SOLE 2056.00
FPL GROUP INC COM 302571104 558 12108.00 SH SOLE 12108.00
FREEPORT MCMORAN COPPER + GOLD CL B 35671D857 134 11101.00 SH SOLE 11101.00
HALLIBURTON CO COM 406216101 1230 30004.00 SH SOLE 30004.00
HARRAHS ENTMT INC COM 413619107 162 8731.00 SH SOLE 8731.00
HEALTHSOUTH CORP COM 421924101 146 26228.00 SH SOLE 26228.00
HERSHEY FOODS CORP COM 427866108 460 9430.00 SH SOLE 9430.00
INCO LTD COM 453258402 238 12994.00 SH SOLE 12994.00
KLA TENCOR CORP COM 482480100 1036 12291.00 SH SOLE 12291.00
KANSAS CITY SOUTHN INDS INC COM 485170104 642 7466.00 SH SOLE 7466.00
KELLOGG CO COM 487836108 704 27464.00 SH SOLE 27464.00
KEYCORP NEW COM 493267108 578 30406.00 SH SOLE 30406.00
LSI LOGIC CORP COM 502161102 1468 20208.00 SH SOLE 20208.00
LIMITED INC COM 532716107 615 14596.00 SH SOLE 14596.00
MCGRAW HILL COS INC COM 580645109 605 13296.00 SH SOLE 13296.00
MEREDITH CORP COM 589433101 95 3448.00 SH SOLE 3448.00
NACCO INDS INC CL A 629579103 25 518.00 SH SOLE 518.00
NATIONAL SEMICONDUCTOR CORP COM 637640103 702 11580.00 SH SOLE 11580.00
NEWMONT MNG CORP COM 651639106 255 11343.00 SH SOLE 11343.00
NORDSTROM INC COM 655664100 279 9462.00 SH SOLE 9462.00
NORTHROP GRUMMAN CORP COM 666807102 248 4694.00 SH SOLE 4694.00
OWENS ILL INC COM NEW 690768403 173 10263.00 SH SOLE 10263.00
PARKER HANNIFIN CORP COM 701094104 314 7611.00 SH SOLE 7611.00
PEOPLESOFT INC COM 712713106 332 16615.00 SH SOLE 16615.00
PLACER DOME INC COM 725906101 180 22147.00 SH SOLE 22147.00
RALSTON PURINA CO COM RALSTON PURINA GROUP 751277302 600 21912.00 SH SOLE 21912.00
REEBOK INTL LTD COM 758110100 35 3818.00 SH SOLE 3818.00
RYDER SYS INC COM 783549108 99 4372.00 SH SOLE 4372.00
SCIENTIFIC ATLANTA INC COM 808655104 685 10796.00 SH SOLE 10796.00
SEAGRAM LTD COM 811850106 1751 29426.00 SH SOLE 29426.00
SHERWIN WILLIAMS CO COM 824348106 246 11210.00 SH SOLE 11210.00
SIGMA ALDRICH COM 826552101 182 6784.00 SH SOLE 6784.00
SILICON GRAPHICS INC COM 827056102 132 12469.00 SH SOLE 12469.00
SNAP ON INC COM 833034101 103 3940.00 SH SOLE 3940.00
SPRINGS INDS INC COM 851783100 48 1262.00 SH SOLE 1262.00
STANLEY WORKS COM 854616109 161 6108.00 SH SOLE 6108.00
SUNTRUST BKS INC COM 867914103 1256 21755.00 SH SOLE 21755.00
SUPERVALU INC COM 868536103 180 9479.00 SH SOLE 9479.00
TEMPLE INLAND INC COM 879868107 187 3753.00 SH SOLE 3753.00
THERMO ELECTRON CORP COM 883556102 217 10661.00 SH SOLE 10661.00
USX MARATHON GROUP COM NEW 902905827 548 21044.00 SH SOLE 21044.00
UNION CARBIDE CORP COM 905581104 532 9117.00 SH SOLE 9117.00
WILLAMETTE INDS INC COM 969133107 303 7560.00 SH SOLE 7560.00
WORTHINGTON INDS IN COM 981811102 75 6040.00 SH SOLE 6040.00
ADAPTEC INC COM 00651F108 267 6909.00 SH SOLE 6909.00
ALLIED WASTE INDUSTRIES INC 019589308 84 12791.00 SH SOLE 12791.00
CITRIX SYS INC COM 177376100 800 12080.00 SH SOLE 12080.00
TERADYNE INC COM 880770102 952 11580.00 SH SOLE 11580.00
VULCAN MATLS CO COM 929160109 308 6724.00 SH SOLE 6724.00
XILINX INC COM 983919101 1791 21626.00 SH SOLE 21626.00
YOUNG + RUBICAM INC COM 987425105 220 4687.00 SH SOLE 4687.00
SABRE HLDGS CORP CL A 785905100 125 3426.00 SH SOLE 3426.00
UNUMPROVIDENT CORP COM 91529Y106 107 6303.00 SH SOLE 6303.00
CONOCO INC CL B 208251405 421 16431.00 SH SOLE 16431.00
GLOBAL CROSSING LTD SHS G3921A100 815 19919.00 SH SOLE 19919.00
FLEETBOSTON FINL CORP COM 339030108 879 24080.00 SH SOLE 24080.00
BANK AMER CORP COM 060505104 2352 44860.00 SH SOLE 44860.00
PE CORP COM PE BIOSYSTEMS GROUP 69332S102 517 5354.00 SH SOLE 5354.00
PACTIV CORP COM 695257105 39 4544.00 SH SOLE 4544.00
TELEDYNE TECHNOLOGIES INC COM 879360105 13 706.00 SH SOLE 706.00
WATER PIK TECH INC COM 94113U100 2 247.00 SH SOLE 247.00
ALLEGHENY TECHNOLOGIES INC COM 01741R102 50 2505.00 SH SOLE 2505.00
EXXON MOBIL CORP COM 30231G102 7051 90612.00 SH SOLE 90612.00
ASSOCIATES FIRST CAP CORP CL A 046008108 411 19177.00 SH SOLE 19177.00
BANK NEW YORK INC COM 064057102 805 19362.00 SH SOLE 19362.00
HONEYWELL INTL INC COM 438516106 1098 20846.00 SH SOLE 20846.00
CITIGROUP INC COM 172967101 5260 88689.00 SH SOLE 88689.00
GILLETTE CO COM 375766102 1063 28207.00 SH SOLE 28207.00
LUCENT TECHNOLOGIES INC COM 549463107 5082 83651.00 SH SOLE 83651.00
SCHWAB CHARLES CORP NEW COM STK 808513105 1226 21574.00 SH SOLE 21574.00
HUTTIG BLDG PRODS INC COM 448451104 2 400.00 SH SOLE 400.00
TRANSOCEAN SEDCO FOREX INC SHS G90078109 267 5194.00 SH SOLE 5194.00
FEDEX CORP COM 31428X106 307 7879.00 SH SOLE 7879.00
DOMINION RES INC VA NEW COM 25746U109 245 6366.00 SH SOLE 6366.00
CONSTELLATION ENERGY GROUP INC COM 210371100 125 3928.00 SH SOLE 3928.00
ALCOA INC COM 013817101 676 9618.00 SH SOLE 9618.00
AUTODESK INCORPORATED COM STK NPV 052769106 75 1641.00 SH SOLE 1641.00
BAKER HUGHES INC COM 057224107 261 8641.00 SH SOLE 8641.00
BEAR STEARNS COS INC COM 073902108 142 3118.00 SH SOLE 3118.00
CHASE MANHATTAN CORP NEW COM 16161A108 1891 21685.00 SH SOLE 21685.00
CINERGY CORP COM 172474108 90 4191.00 SH SOLE 4191.00
COLUMBIA / HCA HEALTHCARE CORP COM 197677107 374 14760.00 SH SOLE 14760.00
CONSECO INC COM STK 208464107 98 8592.00 SH SOLE 8592.00
COOPER INDS INC COM 216669101 88 2502.00 SH SOLE 2502.00
COOPER TIRE + RUBR CO COM 216831107 25 1995.00 SH SOLE 1995.00
PERKINELMER INC COM 714046109 82 1231.00 SH SOLE 1231.00
ELECTRONIC DATA SYS CORP NEW COM 285661104 796 12408.00 SH SOLE 12408.00
FEDERAL NATL MTG ASSN COM 313586109 1520 26926.00 SH SOLE 26926.00
FIRSTENERGY CORP COM 337932107 127 6170.00 SH SOLE 6170.00
GTE CORP COM 362320103 1815 25568.00 SH SOLE 25568.00
GOODYEAR TIRE AND RUBBER COM 382550101 96 4118.00 SH SOLE 4118.00
GREAT LAKES CHEMICAL CORP COM 390568103 51 1506.00 SH SOLE 1506.00
HEWLETT PACKARD CO COM 428236103 3499 26392.00 SH SOLE 26392.00
INTEL CORP COM 458140100 11557 87593.00 SH SOLE 87593.00
INTERNATIONAL BUSINESS MACHS COM 459200101 5588 47358.00 SH SOLE 47358.00
LIZ CLAIBORNE INC COM 539320101 70 1534.00 SH SOLE 1534.00
MATTEL INC COM 577081102 115 11018.00 SH SOLE 11018.00
MELLON FINL CORP COM 58551A108 395 13376.00 SH SOLE 13376.00
MERRILL LYNCH + CO INC COM 590188108 1025 9758.00 SH SOLE 9758.00
PHILIP MORRIS COS INC COM 718154107 1315 62229.00 SH SOLE 62229.00
RAYTHEON CO CL B 755111408 158 8920.00 SH SOLE 8920.00
SBC COMMUNICATIONS INC COM 78387G103 3766 89676.00 SH SOLE 89676.00
SAFECO CORP COM 786429100 90 3383.00 SH SOLE 3383.00
ST PAUL COS INC COM 792860108 204 5979.00 SH SOLE 5979.00
SEARS ROEBUCK + CO COM 812387108 308 9970.00 SH SOLE 9970.00
TEXAS UTILS CO COM 882848104 215 7249.00 SH SOLE 7249.00
UNION PACIFIC RES GROUP INC COM 907834105 96 6630.00 SH SOLE 6630.00
WASHINGTON MUT INC COM 939322103 402 15160.00 SH SOLE 15160.00
SCHLUMBERGER LTD COM 806857108 1104 14434.00 SH SOLE 14434.00
AON CORP COM 037389103 216 6709.00 SH SOLE 6709.00
CVS CORP COM 126650100 387 10308.00 SH SOLE 10308.00
CARDINAL HEALTH INC COM 14149Y108 340 7403.00 SH SOLE 7403.00
CAROLINA PWR + LT CO COM 144141108 136 4201.00 SH SOLE 4201.00
NORTHERN TRUST CORP COM 665859104 393 5814.00 SH SOLE 5814.00
RITE AID CORP COM 767754104 37 6764.00 SH SOLE 6764.00
TJX COS INC NEW COM 872540109 180 8110.00 SH SOLE 8110.00
TOSCO CORP COM NEW 891490302 116 3814.00 SH SOLE 3814.00
WEYERHAEUSER CO COM 962166104 354 6219.00 SH SOLE 6219.00
LILLY ELI + CO COM 532457108 1804 28634.00 SH SOLE 28634.00
LINEAR TECHNOLOGY CORP COM 535678106 439 7980.00 SH SOLE 7980.00
MBNA CORP COM 55262L100 537 21074.00 SH SOLE 21074.00
MEDTRONIC INC COM 585055106 1618 31459.00 SH SOLE 31459.00
MERCK + CO INC COM 589331107 3816 61429.00 SH SOLE 61429.00
MORGAN STANLEY DEAN WITTER+CO COM NEW 617446448 2437 29878.00 SH SOLE 29878.00
PFIZER INC COM 717081103 3720 101730.00 SH SOLE 101730.00
COMPAQ COMPUTER CORP COM 204493100 1190 44712.00 SH SOLE 44712.00
DANAHER CORP COM 235851102 189 3708.00 SH SOLE 3708.00
DOLLAR GEN CORP 256669102 187 6973.00 SH SOLE 6973.00
FRANKLIN RES INC COM 354613101 222 6652.00 SH SOLE 6652.00
GENERAL ELEC CO COM 369604103 13352 86035.00 SH SOLE 86035.00
ILLINOIS TOOL WKS INC COM 452308109 435 7868.00 SH SOLE 7868.00
STATE STREET CORPORATION COM 857477103 407 4199.00 SH SOLE 4199.00
JOHNSON + JOHNSON COM 478160104 2563 36580.00 SH SOLE 36580.00
NORTEL NETWORKS CORP COM 656569100 4774 37890.00 SH SOLE 37890.00
PRICE T ROWE + ASSOC INC COM 741477103 125 3170.00 SH SOLE 3170.00
AMERICAN HOME PRODUCTS CORP COM 026609107 1842 34352.00 SH SOLE 34352.00
AVON PRODS INC COM 054303102 186 6409.00 SH SOLE 6409.00
BECTON DICKINSON + CO COM 075887109 173 6561.00 SH SOLE 6561.00
BOEING CO COM 097023105 863 22750.00 SH SOLE 22750.00
CATERPILLAR INC COM 149123101 370 9371.00 SH SOLE 9371.00
DONNELLEY R R + SONS CO COM 257867101 69 3305.00 SH SOLE 3305.00
DOW CHEM CO COM 260543103 659 5777.00 SH SOLE 5777.00
DU PONT E I DE NEMOURS + CO COM 263534109 1453 27483.00 SH SOLE 27483.00
EL PASO ENERGY CORP DEL COM 283905107 241 5969.00 SH SOLE 5969.00
EMERSON ELEC CO COM 291011104 603 11397.00 SH SOLE 11397.00
FEDERAL HOME LN MTG CORP COM FORMERLY SR PART PFD 313400301 810 18325.00 SH SOLE 18325.00
FIRST DATA CORP COM 319963104 490 11065.00 SH SOLE 11065.00
HOUSEHOLD INTL INC COM 441815107 461 12361.00 SH SOLE 12361.00
KIMBERLY CLARK CORP COM 494368103 803 14340.00 SH SOLE 14340.00
LOCKHEED MARTIN CORP COM 539830109 212 10390.00 SH SOLE 10390.00
MCDONALDS CORP COM 580135101 1337 35587.00 SH SOLE 35587.00
PHARMACIA CORP COM 71713U102 858 16661.00 SH SOLE 16661.00
MOTOROLA INC COM 620076109 2655 18648.00 SH SOLE 18648.00
ROCKWELL INTL CORP NEW COM 773903109 207 4960.00 SH SOLE 4960.00
TEXTRON INC COM 883203101 236 3881.00 SH SOLE 3881.00
U S WEST INC NEW COM 91273H101 964 13279.00 SH SOLE 13279.00
WELLS FARGO + CO NEW COM 949746101 1769 43219.00 SH SOLE 43219.00
ALBERTSONS INC COM 013104104 344 11094.00 SH SOLE 11094.00
AT + T CORP COM 001957109 4725 83998.00 SH SOLE 83998.00
AMERICAN GEN CORP COM 026351106 367 6546.00 SH SOLE 6546.00
BELL ATLANTIC CORP COM 077853109 2495 40822.00 SH SOLE 40822.00
CIGNA CORP COM 125509109 337 4446.00 SH SOLE 4446.00
DILLARDS INC CL A 254067101 47 2860.00 SH SOLE 2860.00
EATON CORP COM 278058102 154 1976.00 SH SOLE 1976.00
FORD MTR CO DEL COM 345370100 1459 31756.00 SH SOLE 31756.00
GENERAL DYNAMICS CORP COM 369550108 261 5251.00 SH SOLE 5251.00
GOLDEN WEST FINL CORP DEL COM 381317106 132 4244.00 SH SOLE 4244.00
HASBRO INC COM 418056107 84 5083.00 SH SOLE 5083.00
INGERSOLL RAND CO COM 456866102 191 4320.00 SH SOLE 4320.00
JOHNSON CTLS INC COM 478366107 123 2266.00 SH SOLE 2266.00
LEHMAN BROTHERS HLDGS INC COM 524908100 309 3184.00 SH SOLE 3184.00
NIKE INC CL B 654106103 292 7361.00 SH SOLE 7361.00
PHARMACIA + UPJOHN INC COM 716941109 806 13599.00 SH SOLE 13599.00
UNITED TECHNOLOGIES CORP COM 913017109 795 12586.00 SH SOLE 12586.00
WAL MART STORES INC COM 931142103 6495 117027.00 SH SOLE 117027.00
ABBOTT LABS COM NPV 002824100 1424 40456.00 SH SOLE 40456.00
ALLTEL CORP COM 020039103 518 8219.00 SH SOLE 8219.00
AMSOUTH BANCORPORATION COM 032165102 153 10235.00 SH SOLE 10235.00
ANHEUSER BUSCH COS INC COM 035229103 762 12246.00 SH SOLE 12246.00
BELLSOUTH CORP COM 079860102 2325 49459.00 SH SOLE 49459.00
BRISTOL MYERS SQUIBB CO COM 110122108 3013 52167.00 SH SOLE 52167.00
CAPITAL ONE FINL CORP COM 14040H105 247 5148.00 SH SOLE 5148.00
CENTURYTEL INC COM 156700106 138 3712.00 SH SOLE 3712.00
CLOROX CO COM 189054109 201 6184.00 SH SOLE 6184.00
COCA COLA CO COM 191216100 3048 64933.00 SH SOLE 64933.00
COMERICA INC COM 200340107 173 4126.00 SH SOLE 4126.00
ECOLAB INC COM 278865100 124 3382.00 SH SOLE 3382.00
FIFTH THIRD BANCORP COM STK 316773100 510 8100.50 SH SOLE 8100.50
FIRSTAR CORP WIS COM 33763V109 591 25764.00 SH SOLE 25764.00
GANNETT INC COM 364730101 519 7370.00 SH SOLE 7370.00
LOWES COS INC USD0.50 548661107 584 10010.00 SH SOLE 10010.00
OMNICOM GROUP COM 681919106 434 4641.00 SH SOLE 4641.00
PAYCHEX INC COM 704326107 338 6448.00 SH SOLE 6448.00
PROGRESSIVE CORP OHIO COM 743315103 146 1918.00 SH SOLE 1918.00
QUAKER OATS CO COM 747402105 212 3493.00 SH SOLE 3493.00
SCHERING PLOUGH CORP COM 806605101 1419 38618.00 SH SOLE 38618.00
XEROX CORP COM 984121103 455 17514.00 SH SOLE 17514.00
AMERICAN EXPRESS CO COM 025816109 1752 11761.00 SH SOLE 11761.00
IMS HEALTH INC COM 449934108 137 8070.00 SH SOLE 8070.00
MCKESSON HBOC INC COM 58155Q103 155 7397.00 SH SOLE 7397.00
PECO ENERGY CO COM 693304107 179 4851.00 SH SOLE 4851.00
TYCO INTL LTD NEW COM 902124106 2212 44352.24 SH SOLE 44352.24
WARNER LAMBERT CO COM 934488107 2203 22590.00 SH SOLE 22590.00
AETNA INC COM 008117103 218 3923.00 SH SOLE 3923.00
ARMSTRONG WORLD INDS INC COM 042476101 19 1080.00 SH SOLE 1080.00
AUTOMATIC DATA PROCESSING INC COM 053015103 791 16397.00 SH SOLE 16397.00
BAXTER INTL INC COM 071813109 480 7662.00 SH SOLE 7662.00
BURLINGTON NORTHN SANTA FE COM 12189T104 265 11985.00 SH SOLE 11985.00
CMS ENERGY CORP COM 125896100 55 3019.00 SH SOLE 3019.00
CHAMPION INTL CORP COM 158525105 137 2579.00 SH SOLE 2579.00
CIRCUIT CITY STORES INC COM 172737108 323 5313.00 SH SOLE 5313.00
CORNING INC COM 219350105 1396 7195.00 SH SOLE 7195.00
CROWN CORK + SEAL INC COM 228255105 52 3228.00 SH SOLE 3228.00
ALCAN ALUM LTD COM 013716105 194 5731.00 SH SOLE 5731.00
EASTMAN CHEM CO COM 277432100 95 2087.00 SH SOLE 2087.00
ENTERGY CORP COM 29364G103 131 6486.00 SH SOLE 6486.00
FORT JAMES CORP COM 347471104 124 5659.00 SH SOLE 5659.00
GRAINGER W W INC COM 384802104 132 2429.00 SH SOLE 2429.00
MASCO CORP COM 574599106 240 11711.00 SH SOLE 11711.00
NATIONAL SVC INDS INC 637657107 22 1047.00 SH SOLE 1047.00
NORFOLK SOUTHN CORP COM 655844108 144 10014.00 SH SOLE 10014.00
PNC FINL SVCS GROUP INC COM 693475105 350 7767.00 SH SOLE 7767.00
REGIONS FINL CORP COM 758940100 130 5707.00 SH SOLE 5707.00
TRW INC COM 872649108 184 3152.00 SH SOLE 3152.00
UNITED HEALTHCARE CORP COM 910581107 264 4427.00 SH SOLE 4427.00
UNOCAL CORP COM 915289102 188 6335.00 SH SOLE 6335.00
ALLSTATE CORP COM 020002101 503 21135.00 SH SOLE 21135.00
AMEREN CORP COM 023608102 112 3631.00 SH SOLE 3631.00
ATLANTIC RICHFIELD CO COM 048825103 721 8482.00 SH SOLE 8482.00
BANK ONE CORP COM 06423A103 1035 30105.00 SH SOLE 30105.00
BLOCK H + R INC COM 093671105 114 2548.00 SH SOLE 2548.00
CAMPBELL SOUP CO COM 134429109 344 11203.00 SH SOLE 11203.00
CENTRAL + SOUTH WEST CORP COM 152357109 95 5561.00 SH SOLE 5561.00
CINCINNATI FINL CORP COM 172062101 164 4349.00 SH SOLE 4349.00
CONAGRA INC COM 205887102 235 12960.00 SH SOLE 12960.00
COUNTRYWIDE CR INDS INC COM 222372104 81 2987.00 SH SOLE 2987.00
DTE ENERGY CO COM 233331107 112 3851.00 SH SOLE 3851.00
DEERE + CO COM 244199105 233 6140.00 SH SOLE 6140.00
DELUXE CORP COM 248019101 51 1923.00 SH SOLE 1923.00
DUKE ENERGY CO COM STK NPV 264399106 505 9628.00 SH SOLE 9628.00
EASTMAN KODAK CO COM 277461109 449 8260.00 SH SOLE 8260.00
FORTUNE BRANDS INC COM 349631101 108 4337.00 SH SOLE 4337.00
GPU INC COM 36225X100 88 3215.00 SH SOLE 3215.00
GENERAL MLS INC COM 370334104 289 7998.00 SH SOLE 7998.00
GENERAL MTRS CORP COM 370442105 1391 16801.00 SH SOLE 16801.00
GENUINE PARTS CO COM 372460105 113 4716.00 SH SOLE 4716.00
GOODRICH B F CO COM 382388106 84 2915.00 SH SOLE 2915.00
HEINZ H J CO COM 423074103 329 9437.00 SH SOLE 9437.00
HOMESTAKE MNG CO COM 437614100 41 6805.00 SH SOLE 6805.00
HUNTINGTON BANCSHARES INC COM 446150104 136 6089.00 SH SOLE 6089.00
INTERNATIONAL FLAVOURS COM 459506101 98 2809.00 SH SOLE 2809.00
LINCOLN NATL CORP IN COM 534187109 171 5104.00 SH SOLE 5104.00
LOEWS CORP COM 540424108 138 2765.00 SH SOLE 2765.00
LOUISIANA PAC CORP COM 546347105 39 2781.00 SH SOLE 2781.00
MGIC INVT CORP WIS COM 552848103 119 2731.00 SH SOLE 2731.00
MARSH + MCLENNAN COS INC COM 571748102 777 7048.00 SH SOLE 7048.00
MORGAN J P + CO INC COM 616880100 602 4570.00 SH SOLE 4570.00
NEW CENTY ENERGIES INC COM 64352U103 90 3006.00 SH SOLE 3006.00
NICOR INC COM 654086107 41 1251.00 SH SOLE 1251.00
NORTHERN STS PWR CO MN COM 665772109 82 4109.00 SH SOLE 4109.00
ONEOK INC NEW COM 682680103 21 832.00 SH SOLE 832.00
PG+E CORP COM 69331C108 211 10062.00 SH SOLE 10062.00
PPL CORP COM 69351T106 80 3823.00 SH SOLE 3823.00
PPG INDS INC COM 693506107 237 4535.00 SH SOLE 4535.00
PACCAR INC COM 693718108 101 2017.00 SH SOLE 2017.00
PENNEY J C INC COM 708160106 102 6859.00 SH SOLE 6859.00
PEPSICO INC COM 713448108 1323 38292.00 SH SOLE 38292.00
PHILLIPS PETE CO COM 718507106 308 6649.00 SH SOLE 6649.00
PINNACLE WEST CAP CORP COM 723484101 63 2219.00 SH SOLE 2219.00
POTLATCH CORP COM 737628107 32 737.00 SH SOLE 737.00
PROCTER + GAMBLE CO COM 742718109 1961 34563.00 SH SOLE 34563.00
PUBLIC SVC ENTERPRISE GROUP COM 744573106 169 5711.00 SH SOLE 5711.00
RELIANT ENERGY INC COM 75952J108 183 7802.00 SH SOLE 7802.00
SARA LEE CORP COM 803111103 430 23915.00 SH SOLE 23915.00
SEMPRA ENERGY COM 816851109 106 6303.00 SH SOLE 6303.00
SOUTHERN CO COM 842587107 385 17692.00 SH SOLE 17692.00
TEXACO INC COM 881694103 781 14560.00 SH SOLE 14560.00
TEXAS INSTRS INC COM 882508104 3419 21370.00 SH SOLE 21370.00
UNICOM CORP COM 904911104 210 5754.00 SH SOLE 5754.00
UNION PAC CORP COM 907818108 254 6497.00 SH SOLE 6497.00
WACHOVIA CORP NEW 929771103 358 5303.00 SH SOLE 5303.00
INTERPUBLIC GROUP COS INC COM 460690100 347 7343.00 SH SOLE 7343.00
AMERICA ONLINE INC DEL COM 02364J104 4027 59884.00 SH SOLE 59884.00
BMC SOFTWARE INC COM 055921100 313 6347.00 SH SOLE 6347.00
CARNIVAL CORP COM 143658102 402 16200.00 SH SOLE 16200.00
CISCO SYS INC COM 17275R102 13862 179302.00 SH SOLE 179302.00
CLEAR CHANNEL COMMUNICATIONS COM 184502102 613 8877.00 SH SOLE 8877.00
DELL COMPUTER CORP COM 247025109 3627 67252.00 SH SOLE 67252.00
E M C CORP MASS COM 268648102 3342 26737.00 SH SOLE 26737.00
HOME DEPOT INC COM 437076102 3900 60472.00 SH SOLE 60472.00
MICROSOFT CORP COM 594918104 14505 136519.00 SH SOLE 136519.00
NEXTEL COMMUNICATIONS INC CL A 65332V103 1410 9512.00 SH SOLE 9512.00
QUINTILES TRANSNATIONAL CORP COM 748767100 52 3061.00 SH SOLE 3061.00
TELLABS INC COM 879664100 666 10573.00 SH SOLE 10573.00
TOYS R US INC COM 892335100 95 6405.00 SH SOLE 6405.00
US BANCORP DEL COM 902973106 417 19085.00 SH SOLE 19085.00
AMGEN INC COM 031162100 1646 26820.00 SH SOLE 26820.00
ANDREW CORP COM 034425108 50 2171.00 SH SOLE 2171.00
DANA CORP COM 235811106 122 4333.00 SH SOLE 4333.00
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GATEWAY INC COM 367626108 456 8292.00 SH SOLE 8292.00
HUMANA INC COM 444859102 32 4399.00 SH SOLE 4399.00
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3COM CORP COM 885535104 506 9089.00 SH SOLE 9089.00
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APPLE COMPUTER COM NPV 037833100 578 4258.00 SH SOLE 4258.00
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BOISE CASCADE CORP COM 097383103 52 1495.00 SH SOLE 1495.00
COMVERSE TECHNOLOGY INC COM NEW 205862402 378 1998.00 SH SOLE 1998.00
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DELTA AIR LINES INC DE COM 247361108 185 3474.00 SH SOLE 3474.00
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LEXMARK INTL GROUP INC CL A 529771107 359 3397.00 SH SOLE 3397.00
MAYTAG CORP COM 578592107 73 2201.00 SH SOLE 2201.00
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OFFICE DEPOT INC COM 676220106 100 8663.00 SH SOLE 8663.00
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TENET HEALTHCARE CORP COM 88033G100 188 8170.00 SH SOLE 8170.00
TRICON GLOBAL RESTAURANTS INC COM 895953107 127 4073.00 SH SOLE 4073.00
WALGREEN CO COM 931422109 678 26346.00 SH SOLE 26346.00
WHIRLPOOL CORP COM 963320106 114 1946.00 SH SOLE 1946.00
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ADOBE SYS INC COM 00724F101 352 3161.00 SH SOLE 3161.00
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ALBERTO CULVER CO CL B CONV 013068101 34 1433.00 SH SOLE 1433.00
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ARCHER DANIELS MIDLAND CO COM 039483102 166 15971.00 SH SOLE 15971.00
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ITT INDS INC COM 450911102 72 2312.00 SH SOLE 2312.00
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SYSCO CORP COM 871829107 310 8681.00 SH SOLE 8681.00
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WADDELL + REED FINL INC CL A 930059100 0 1.00 SH SOLE 1.00
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WRIGLEY WM JR CO COM 982526105 237 3087.00 SH SOLE 3087.00
COMCAST CORP CL A SPL 200300200 1061 24458.00 SH SOLE 24458.00
MOLEX INC COM 608554101 300 5146.25 SH SOLE 5146.25
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PAINE WEBBER GROUP INC COM 695629105 164 3737.00 SH SOLE 3737.00
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WILLIAMS COS INC COM 969457100 501 11398.00 SH SOLE 11398.00
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FIRST UN CORP COM 337358105 967 25950.00 SH SOLE 25950.00
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NEW YORK TIMES CO CL A 650111107 192 4461.00 SH SOLE 4461.00
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ST JUDE MED INC COM 790849103 56 2177.00 SH SOLE 2177.00
TIMKEN CO COM 887389104 26 1625.00 SH SOLE 1625.00
ARCH COAL INC COM 039380100 3 465.37 SH SOLE 465.37
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ANADARKO PETE CORP COM 032511107 129 3339.00 SH SOLE 3339.00
ANALOG DEVICES INC COM 032654105 731 9084.00 SH SOLE 9084.00
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INTERNATIONAL PAPER CO COM 460146103 466 10910.00 SH SOLE 10910.00
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PARAMETRIC TECHNOLOGY CORP 699173100 149 7062.00 SH SOLE 7062.00
ADC TELECOMMUNICATIONS INC COM 000886101 424 7864.00 SH SOLE 7864.00
AFLAC INC COM 001055102 318 6972.00 SH SOLE 6972.00
AUTOZONE INC COM 053332102 106 3815.00 SH SOLE 3815.00
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SLM HLDG CORP COM 78442A109 140 4211.00 SH SOLE 4211.00
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STAPLES INC COM 855030102 245 12248.00 SH SOLE 12248.00
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DOVER CORP COM 260003108 256 5344.00 SH SOLE 5344.00
HERCULES INC COM 427056106 45 2770.00 SH SOLE 2770.00
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TIME WARNER INC COM 887315109 3387 33867.00 SH SOLE 33867.00
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SPRINT CORP PCS COM SER 1 852061506 1486 22752.00 SH SOLE 22752.00
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COSTCO WHSL CORP NEW COM 22160K105 608 11566.00 SH SOLE 11566.00
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GAP INC COM 364760108 1123 22544.00 SH SOLE 22544.00
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KOHLS CORP COM 500255104 438 4270.00 SH SOLE 4270.00
KROGER CO COM 501044101 384 21841.00 SH SOLE 21841.00
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ORACLE CORP COM 68389X105 5777 74004.00 SH SOLE 74004.00
PITNEY BOWES INC COM 724479100 311 6965.00 SH SOLE 6965.00
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SAFEWAY INC COM NEW 786514208 606 13385.00 SH SOLE 13385.00
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YAHOO INC COM 984332106 2371 13838.00 SH SOLE 13838.00
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ENRON CORP COM 293561106 1411 18845.00 SH SOLE 18845.00
MEDIAONE GROUP INC COM 58440J104 1306 16124.00 SH SOLE 16124.00
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QUALCOMM INC COM 747525103 2888 19344.00 SH SOLE 19344.00
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VIACOM INC CL B 925524308 967 18328.00 SH SOLE 18328.00
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TARGET CORP COM 87612E106 866 11590.00 SH SOLE 11590.00
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UST INC COM USD0.50 902911106 71 4531.00 SH SOLE 4531.00
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COORS ADOLPH CO CLASS B COM 217016104 46 950.00 SH SOLE 950.00
CRANE CO COM 224399105 40 1703.00 SH SOLE 1703.00
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KEYCORP NEW COM 493267108 224 11801.00 SH SOLE 11801.00
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PLACER DOME INC COM 725906101 70 8587.00 SH SOLE 8587.00
RALSTON PURINA CO COM RALSTON PURINA GROUP 751277302 234 8532.00 SH SOLE 8532.00
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CSK AUTO CORP COM 125965103 5257 377200.00 SH SOLE 377200.00
NCO GROUP INC COM 628858102 351 11000.00 SH SOLE 11000.00
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CLECO CORP NEW COM 12561W105 2517 75700.00 SH SOLE 75700.00
COMMERCE ONE INC DEL COM 200693109 188 1260.00 SH SOLE 1260.00
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CONOCO INC CL B 208251405 13690 534252.00 SH SOLE 534252.00
NATIONAL OILWELL INC COM 637071101 8457 273900.00 SH SOLE 273900.00
I2 TECHNOLOGIES INC COM 465754109 3294 26970.00 SH SOLE 26970.00
BINDVIEW DEV CORP COM 090327107 3349 107800.00 SH SOLE 107800.00
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CK WITCO CORP COM 12562C108 555 54435.00 SH SOLE 54435.00
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BANK AMER CORP COM 060505104 99004 1888045.00 SH SOLE 1888045.00
NETCENTIVES INC COM 64108P101 478 15920.00 SH SOLE 15920.00
ECHELON CORP OC COM 27874N105 421 6430.00 SH SOLE 6430.00
AETHER SYSTEMS INC COM 00808V105 53 290.00 SH SOLE 290.00
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EXXON MOBIL CORP COM 30231G102 191924 2466488.00 SH SOLE 2466488.00
ASSOCIATES FIRST CAP CORP CL A 046008108 37967 1771073.00 SH SOLE 1771073.00
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SCHWAB CHARLES CORP NEW COM STK 808513105 6832 120248.00 SH SOLE 120248.00
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MACROVISION CORP COM 555904101 55 640.00 SH SOLE 640.00
TRANSOCEAN SEDCO FOREX INC SHS G90078109 3453 67292.00 SH SOLE 67292.00
LOOKSMART LTD COM 543442107 28 630.00 SH SOLE 630.00
MICROSTRATEGY INC CL A 594972101 203 2330.00 SH SOLE 2330.00
VIGNETTE CORP COM 926734104 288 1800.00 SH SOLE 1800.00
FEDEX CORP COM 31428X106 3315 85000.00 SH SOLE 85000.00
DOMINION RES INC VA NEW COM 25746U109 14540 378263.48 SH SOLE 378263.48
CONSTELLATION ENERGY GROUP INC COM 210371100 8696 272800.00 SH SOLE 272800.00
ALCOA INC COM 013817101 6618 94200.00 SH SOLE 94200.00
BAKER HUGHES INC COM 057224107 3869 127900.00 SH SOLE 127900.00
BEAR STEARNS COS INC COM 073902108 1186 26000.00 SH SOLE 26000.00
CHASE MANHATTAN CORP NEW COM 16161A108 36100 414050.00 SH SOLE 414050.00
COLUMBIA / HCA HEALTHCARE CORP COM 197677107 8133 321300.00 SH SOLE 321300.00
CONSECO INC COM STK 208464107 3404 297600.00 SH SOLE 297600.00
ELECTRONIC DATA SYS CORP NEW COM 285661104 45 700.00 SH SOLE 700.00
FEDERAL NATL MTG ASSN COM 313586109 67065 1188300.00 SH SOLE 1188300.00
FIRSTENERGY CORP COM 337932107 1240 60100.00 SH SOLE 60100.00
GTE CORP COM 362320103 90368 1272790.00 SH SOLE 1272790.00
GST TELECOMMUNICATIONS INC COM 361942105 306 50000.00 SH SOLE 50000.00
HEWLETT PACKARD CO COM 428236103 61655 465100.00 SH SOLE 465100.00
INTEL CORP COM 458140100 108808 824692.00 SH SOLE 824692.00
INTERNATIONAL BUSINESS MACHS COM 459200101 41896 355050.00 SH SOLE 355050.00
MAXYGEN INC COM 577776107 58 890.00 SH SOLE 890.00
MATTEL INC COM 577081102 2225 213200.00 SH SOLE 213200.00
MELLON FINL CORP COM 58551A108 9676 328000.00 SH SOLE 328000.00
MERRILL LYNCH + CO INC COM 590188108 31605 300997.00 SH SOLE 300997.00
PHILIP MORRIS COS INC COM 718154107 53797 2546600.00 SH SOLE 2546600.00
RAYTHEON CO CL B 755111408 4277 240970.00 SH SOLE 240970.00
SBC COMMUNICATIONS INC COM 78387G103 38222 910050.00 SH SOLE 910050.00
SAFECO CORP COM 786429100 21516 810000.00 SH SOLE 810000.00
ST PAUL COS INC COM 792860108 10268 300900.00 SH SOLE 300900.00
SEARS ROEBUCK + CO COM 812387108 592 19170.00 SH SOLE 19170.00
TEXAS UTILS CO COM 882848104 25107 845700.00 SH SOLE 845700.00
WASHINGTON MUT INC COM 939322103 13198 498042.00 SH SOLE 498042.00
SCHLUMBERGER LTD COM 806857108 20173 263701.00 SH SOLE 263701.00
AMERICAN AXLE + MFG HLDGS INC COM 024061103 394 26630.00 SH SOLE 26630.00
ASHFORD COM INC COM 044093102 53 11140.00 SH SOLE 11140.00
INTERNET CAP GROUP INC COM 46059C106 186 2060.00 SH SOLE 2060.00
JUNO ONLINE SVCS INC COM 482048105 205 13040.00 SH SOLE 13040.00
NORTHEAST OPTIC NETWORK INC COM 664334109 820 9700.00 SH SOLE 9700.00
RADIO UNICA COMMUNICATIONS COM 75040Q106 61 5140.00 SH SOLE 5140.00
US WIRELELESS CORP COM 90339C106 42 1340.00 SH SOLE 1340.00
AON CORP COM 037389103 645 20000.00 SH SOLE 20000.00
CVS CORP COM 126650100 3463 92200.00 SH SOLE 92200.00
CARDINAL HEALTH INC COM 14149Y108 681 14850.00 SH SOLE 14850.00
CHARTER ONE FINL INC COM 160903100 2231 106229.00 SH SOLE 106229.00
HOUGHTON MIFFLIN CO COM 441560109 4244 100000.00 SH SOLE 100000.00
OWENS + MINOR INC NEW COM 690732102 2567 241600.00 SH SOLE 241600.00
RITE AID CORP COM 767754104 174 31680.00 SH SOLE 31680.00
TJX COS INC NEW COM 872540109 2075 93500.00 SH SOLE 93500.00
WEYERHAEUSER CO COM 962166104 3865 67800.00 SH SOLE 67800.00
MEDTRONIC INC COM 585055106 21782 423472.00 SH SOLE 423472.00
MERCK + CO INC COM 589331107 15088 242868.00 SH SOLE 242868.00
MORGAN STANLEY DEAN WITTER+CO COM NEW 617446448 33082 405600.00 SH SOLE 405600.00
PFIZER INC COM 717081103 22863 625311.00 SH SOLE 625311.00
COMPAQ COMPUTER CORP COM 204493100 6222 233707.00 SH SOLE 233707.00
FRANKLIN RES INC COM 354613101 3394 101500.00 SH SOLE 101500.00
GENERAL ELEC CO COM 369604103 89314 575520.00 SH SOLE 575520.00
ILLINOIS TOOL WKS INC COM 452308109 7889 142791.00 SH SOLE 142791.00
JOHNSON + JOHNSON COM 478160104 20195 288240.00 SH SOLE 288240.00
PRICE T ROWE + ASSOC INC COM 741477103 1805 45700.00 SH SOLE 45700.00
AMERICAN HOME PRODUCTS CORP COM 026609107 11717 218490.00 SH SOLE 218490.00
BECTON DICKINSON + CO COM 075887109 2552 97000.00 SH SOLE 97000.00
BOEING CO COM 097023105 12144 320100.00 SH SOLE 320100.00
CATERPILLAR INC COM 149123101 11334 287400.00 SH SOLE 287400.00
DONNELLEY R R + SONS CO COM 257867101 8061 385000.00 SH SOLE 385000.00
DOW CHEM CO COM 260543103 35924 315122.00 SH SOLE 315122.00
DU PONT E I DE NEMOURS + CO COM 263534109 18501 349906.00 SH SOLE 349906.00
FEDERAL HOME LN MTG CORP COM FORMERLY SR PART PFD 313400301 15396 348416.00 SH SOLE 348416.00
HOUSEHOLD INTL INC COM 441815107 2425 65000.00 SH SOLE 65000.00
KIMBERLY CLARK CORP COM 494368103 9951 177700.00 SH SOLE 177700.00
MCDONALDS CORP COM 580135101 32540 866280.00 SH SOLE 866280.00
PHARMACIA CORP COM 71713U102 8830 171452.00 SH SOLE 171452.00
MOTOROLA INC COM 620076109 38982 273800.00 SH SOLE 273800.00
ROCKWELL INTL CORP NEW COM 773903109 4704 112500.00 SH SOLE 112500.00
TEXTRON INC COM 883203101 5941 97600.00 SH SOLE 97600.00
U S WEST INC NEW COM 91273H101 19814 272829.00 SH SOLE 272829.00
WELLS FARGO + CO NEW COM 949746101 46550 1137100.00 SH SOLE 1137100.00
ALBERTSONS INC COM 013104104 6098 196700.00 SH SOLE 196700.00
AT + T CORP COM 001957109 112264 1995800.00 SH SOLE 1995800.00
AMERICAN GEN CORP COM 026351106 12297 219100.00 SH SOLE 219100.00
BELL ATLANTIC CORP COM 077853109 101720 1664127.00 SH SOLE 1664127.00
CIGNA CORP COM 125509109 23460 309700.00 SH SOLE 309700.00
DILLARDS INC CL A 254067101 5193 315900.00 SH SOLE 315900.00
EATON CORP COM 278058102 2246 28800.00 SH SOLE 28800.00
FORD MTR CO DEL COM 345370100 58343 1270050.00 SH SOLE 1270050.00
GENERAL DYNAMICS CORP COM 369550108 7328 147300.00 SH SOLE 147300.00
LEHMAN BROTHERS HLDGS INC COM 524908100 10437 107600.00 SH SOLE 107600.00
MARTIN MARIETTA MATLS INC COM 573284106 4011 84450.00 SH SOLE 84450.00
NIKE INC CL B 654106103 7699 194300.00 SH SOLE 194300.00
UNITED TECHNOLOGIES CORP COM 913017109 22267 352400.00 SH SOLE 352400.00
WAL MART STORES INC COM 931142103 31413 566000.00 SH SOLE 566000.00
ABBOTT LABS COM NPV 002824100 7449 211700.00 SH SOLE 211700.00
ALLTEL CORP COM 020039103 3980 63112.00 SH SOLE 63112.00
AMSOUTH BANCORPORATION COM 032165102 4886 327075.00 SH SOLE 327075.00
BELLSOUTH CORP COM 079860102 72787 1548660.00 SH SOLE 1548660.00
BRISTOL MYERS SQUIBB CO COM 110122108 17325 300000.00 SH SOLE 300000.00
COCA COLA CO COM 191216100 29782 634500.00 SH SOLE 634500.00
COMERICA INC COM 200340107 4336 103550.00 SH SOLE 103550.00
GANNETT INC COM 364730101 5264 74800.00 SH SOLE 74800.00
SCHERING PLOUGH CORP COM 806605101 1855 50480.00 SH SOLE 50480.00
ZIONS BANCORP COM 989701107 3222 77400.00 SH SOLE 77400.00
AMERICAN EXPRESS CO COM 025816109 27907 187372.00 SH SOLE 187372.00
MCKESSON HBOC INC COM 58155Q103 1944 92584.00 SH SOLE 92584.00
PECO ENERGY CO COM 693304107 996 27000.00 SH SOLE 27000.00
TYCO INTL LTD NEW COM 902124106 3741 75000.00 SH SOLE 75000.00
AETNA INC COM 008117103 21977 394640.00 SH SOLE 394640.00
ARMSTRONG WORLD INDS INC COM 042476101 2311 129300.00 SH SOLE 129300.00
AUTOMATIC DATA PROCESSING INC COM 053015103 3310 68600.00 SH SOLE 68600.00
CMS ENERGY CORP COM 125896100 2916 160900.00 SH SOLE 160900.00
EASTMAN CHEM CO COM 277432100 6925 152200.00 SH SOLE 152200.00
GRAINGER W W INC COM 384802104 22 400.00 SH SOLE 400.00
NATIONAL SVC INDS INC 637657107 2749 130500.00 SH SOLE 130500.00
PNC FINL SVCS GROUP INC COM 693475105 8503 188700.00 SH SOLE 188700.00
RAYTHEON CO CL A 755111309 88 4700.00 SH SOLE 4700.00
TRW INC COM 872649108 2960 50600.00 SH SOLE 50600.00
UNITED HEALTHCARE CORP COM 910581107 5654 94829.00 SH SOLE 94829.00
ALLSTATE CORP COM 020002101 40583 1704270.00 SH SOLE 1704270.00
AMEREN CORP COM 023608102 5937 191900.00 SH SOLE 191900.00
ANALYSTS INTL CORP COM 032681108 741 75000.00 SH SOLE 75000.00
ARCH CHEMICALS INC COM 03937R102 952 47600.00 SH SOLE 47600.00
ATLANTIC RICHFIELD CO COM 048825103 39627 466203.00 SH SOLE 466203.00
AUTOLIV COM 052800109 3222 107400.00 SH SOLE 107400.00
BANDAG INC COM 059815100 221 9600.00 SH SOLE 9600.00
BANK ONE CORP COM 06423A103 34411 1001051.00 SH SOLE 1001051.00
BANTA CORP COM STK 066821109 3635 197800.00 SH SOLE 197800.00
BELO A H CORP COM SER A 080555105 3049 170600.00 SH SOLE 170600.00
BLOCK H + R INC COM 093671105 12382 276700.00 SH SOLE 276700.00
BOWATER INC COM 102183100 2637 49400.00 SH SOLE 49400.00
C+D TECHNOLOGIES COM 124661109 4425 75000.00 SH SOLE 75000.00
CMP GROUP INC COM 125887109 2164 74300.00 SH SOLE 74300.00
CAMPBELL SOUP CO COM 134429109 14377 467540.00 SH SOLE 467540.00
CENTRAL + SOUTH WEST CORP COM 152357109 2034 119200.00 SH SOLE 119200.00
CH ENERGY GROUP INC COM 12541M102 1953 64300.00 SH SOLE 64300.00
CINCINNATI FINL CORP COM 172062101 4398 116900.00 SH SOLE 116900.00
COMMERCIAL FED CORP COM 201647104 6096 366700.00 SH SOLE 366700.00
COMSAT CORP COM SER 1 20564D107 1240 60107.00 SH SOLE 60107.00
CONAGRA INC COM 205887102 796 43900.00 SH SOLE 43900.00
COUNTRYWIDE CR INDS INC COM 222372104 3101 113800.00 SH SOLE 113800.00
DTE ENERGY CO COM 233331107 2111 72800.00 SH SOLE 72800.00
DAIN RAUSCHER CORP COM 233856103 3198 48500.00 SH SOLE 48500.00
DEERE + CO COM 244199105 9470 249200.00 SH SOLE 249200.00
DELUXE CORP COM 248019101 3930 148300.00 SH SOLE 148300.00
DONALDSON LUFKIN+JENRETTE INC COM 257661108 9440 182420.00 SH SOLE 182420.00
DUKE ENERGY CO COM STK NPV 264399106 8813 167870.00 SH SOLE 167870.00
EASTERN UTILS ASSOC COM 277173100 235 7500.00 SH SOLE 7500.00
EASTMAN KODAK CO COM 277461109 8163 150300.00 SH SOLE 150300.00
ENERGY EAST CORP COM 29266M109 4549 229600.00 SH SOLE 229600.00
ENESCO GROUP INC COM 292973104 609 86300.00 SH SOLE 86300.00
EQUITABLE RES INC COM 294549100 4181 93300.00 SH SOLE 93300.00
ETHAN ALLEN INTERIORS INC COM 297602104 120 4800.00 SH SOLE 4800.00
FEDERAL SIGNAL CORP COM STK 313855108 5404 299200.00 SH SOLE 299200.00
FORTUNE BRANDS INC COM 349631101 7040 281600.00 SH SOLE 281600.00
GPU INC COM 36225X100 8663 316445.00 SH SOLE 316445.00
GENERALE CABLE CORP DEL NEW COM 369300108 586 75000.00 SH SOLE 75000.00
GENERAL MLS INC COM 370334104 2247 62100.00 SH SOLE 62100.00
GENERAL MTRS CORP COM 370442105 70979 857100.00 SH SOLE 857100.00
GENUINE PARTS CO COM 372460105 3701 155000.00 SH SOLE 155000.00
GOODRICH B F CO COM 382388106 9579 333905.00 SH SOLE 333905.00
HEINZ H J CO COM 423074103 13790 395400.00 SH SOLE 395400.00
HELMERICH AND PAYNE INC COM 423452101 4135 133400.00 SH SOLE 133400.00
HOMESTAKE MNG CO COM 437614100 712 118600.00 SH SOLE 118600.00
HUBBELL INC CLB 443510201 3 100.00 SH SOLE 100.00
HUNTINGTON BANCSHARES INC COM 446150104 5530 247159.00 SH SOLE 247159.00
INDIANA ENERGY INC COM 454707100 1480 75900.00 SH SOLE 75900.00
INTERNATIONAL FLAVOURS COM 459506101 1353 38600.00 SH SOLE 38600.00
KINDER MORGAN INC KANS COM 49455P101 4466 129450.00 SH SOLE 129450.00
KEYSPAN CORP COM 49337W100 2781 100672.00 SH SOLE 100672.00
LINCOLN NATL CORP IN COM 534187109 7772 232000.00 SH SOLE 232000.00
LOEWS CORP COM 540424108 37095 741900.00 SH SOLE 741900.00
LOUISIANA PAC CORP COM 546347105 666 48000.00 SH SOLE 48000.00
LUBRIZOL CORP COM 549271104 5685 197300.00 SH SOLE 197300.00
MDU RES GROUP INC COM 552690109 2307 111200.00 SH SOLE 111200.00
MGIC INVT CORP WIS COM 552848103 4363 100000.00 SH SOLE 100000.00
MARSH + MCLENNAN COS INC COM 571748102 12796 116000.00 SH SOLE 116000.00
MERCURY GEN CORP NEW COM 589400100 186 6300.00 SH SOLE 6300.00
MORGAN J P + CO INC COM 616880100 67693 513800.00 SH SOLE 513800.00
NEW CENTY ENERGIES INC COM 64352U103 3641 121100.00 SH SOLE 121100.00
NEW JERSEY RES CORP COM 646025106 2279 53300.00 SH SOLE 53300.00
NICOR INC COM 654086107 2404 73000.00 SH SOLE 73000.00
NORTHERN STS PWR CO MN COM 665772109 5426 273000.00 SH SOLE 273000.00
NORTHWEST NAT GAS CO COM 667655104 2480 127200.00 SH SOLE 127200.00
OGE ENERGY CORP COM 670837103 4858 253200.00 SH SOLE 253200.00
OLIN CORP COM PAR 1 680665205 1690 95200.00 SH SOLE 95200.00
ONEOK INC NEW COM 682680103 3165 126600.00 SH SOLE 126600.00
PG+E CORP COM 69331C108 17317 824600.00 SH SOLE 824600.00
PPL CORP COM 69351T106 3564 170200.00 SH SOLE 170200.00
PPG INDS INC COM 693506107 3709 70900.00 SH SOLE 70900.00
PACCAR INC COM 693718108 3821 76418.00 SH SOLE 76418.00
PENNEY J C INC COM 708160106 4681 314700.00 SH SOLE 314700.00
PEPSICO INC COM 713448108 12877 372580.00 SH SOLE 372580.00
PHILADELPHIA SUBN CORP COM PAR 0.50 718009608 1077 59400.00 SH SOLE 59400.00
PHILLIPS PETE CO COM 718507106 5555 120100.00 SH SOLE 120100.00
PINNACLE WEST CAP CORP COM 723484101 2554 90600.00 SH SOLE 90600.00
POTLATCH CORP COM 737628107 4377 101800.00 SH SOLE 101800.00
PROCTER + GAMBLE CO COM 742718109 14856 264100.00 SH SOLE 264100.00
PUBLIC SVC CO NM COM 744499104 6864 435800.00 SH SOLE 435800.00
PUBLIC SVC ENTERPRISE GROUP COM 744573106 7480 252500.00 SH SOLE 252500.00
READERS DIGEST ASSN INC COM CL A NON VTG 755267101 6612 186900.00 SH SOLE 186900.00
RELIANT ENERGY INC COM 75952J108 2974 126900.00 SH SOLE 126900.00
SARA LEE CORP COM 803111103 3244 180200.00 SH SOLE 180200.00
SOUTHERN CO COM 842587107 12530 576100.00 SH SOLE 576100.00
TECHNITROL INC COM 878555101 4369 75000.00 SH SOLE 75000.00
TEXACO INC COM 881694103 39704 740392.00 SH SOLE 740392.00
TEXAS INDS INC COM 882491103 3534 113533.00 SH SOLE 113533.00
TEXAS INSTRS INC COM 882508104 34706 216914.00 SH SOLE 216914.00
TRINITY INDS INC COM 896522109 2257 95300.00 SH SOLE 95300.00
UNICOM CORP COM 904911104 4336 118800.00 SH SOLE 118800.00
UNION PAC CORP COM 907818108 7434 190000.00 SH SOLE 190000.00
UNITED ILLUM CO COM 910637107 1735 44200.00 SH SOLE 44200.00
UNITED WTR RES INC COM 913190104 2877 82800.00 SH SOLE 82800.00
WACHOVIA CORP NEW 929771103 6756 100000.00 SH SOLE 100000.00
WASHINGTON FED INC COM 938824109 2353 123420.00 SH SOLE 123420.00
WESTERN RES INC COM 959425109 1583 100100.00 SH SOLE 100100.00
WISCONSIN ENERGY CORP COM 976657106 6731 337600.00 SH SOLE 337600.00
AMERICA ONLINE INC DEL COM 02364J104 6256 93020.00 SH SOLE 93020.00
AVIATION SALES CO COM 053672101 372 58969.00 SH SOLE 58969.00
BMC SOFTWARE INC COM 055921100 4953 100317.00 SH SOLE 100317.00
CARNIVAL CORP COM 143658102 3090 124550.00 SH SOLE 124550.00
CISCO SYS INC COM 17275R102 17465 225904.00 SH SOLE 225904.00
CLEAR CHANNEL COMMUNICATIONS COM 184502102 19725 285606.00 SH SOLE 285606.00
DELL COMPUTER CORP COM 247025109 9921 183931.00 SH SOLE 183931.00
E M C CORP MASS COM 268648102 6747 53972.00 SH SOLE 53972.00
ENSCO INTL INC COM 26874Q100 12275 339798.00 SH SOLE 339798.00
HOME DEPOT INC COM 437076102 27128 420588.00 SH SOLE 420588.00
MICROSOFT CORP COM 594918104 47596 447964.00 SH SOLE 447964.00
NEXTEL COMMUNICATIONS INC CL A 65332V103 3421 23073.00 SH SOLE 23073.00
QUINTILES TRANSNATIONAL CORP COM 748767100 2304 135032.00 SH SOLE 135032.00
SYLVAN LEARNING SYS INC COM 871399101 1322 82941.00 SH SOLE 82941.00
TELLABS INC COM 879664100 10619 168600.00 SH SOLE 168600.00
TOYS R US INC COM 892335100 8796 593790.00 SH SOLE 593790.00
US BANCORP DEL COM 902973106 14022 641027.00 SH SOLE 641027.00
DANA CORP COM 235811106 1187 42100.00 SH SOLE 42100.00
GATEWAY INC COM 367626108 705 13300.00 SH SOLE 13300.00
HARRIS CORP DEL COM 413875105 5001 144700.00 SH SOLE 144700.00
LIFEPOINT HOSPS INC COM 53219L109 281 16910.00 SH SOLE 16910.00
SPRINT CORP COM 852061100 27273 432900.00 SH SOLE 432900.00
3COM CORP COM 885535104 7003 125900.00 SH SOLE 125900.00
TRIAD HOSPS INC COM 89579K109 283 16910.00 SH SOLE 16910.00
AMERADA HESS CORP COM NPV 023551104 6559 101500.00 SH SOLE 101500.00
AMERICAN MGMT SYS INC COM 027352103 4754 108500.00 SH SOLE 108500.00
APPLE COMPUTER COM NPV 037833100 4482 33000.00 SH SOLE 33000.00
APRIA HEALTHCARE GROUP INC COM 037933108 3087 213800.00 SH SOLE 213800.00
AVERY DENNISON CORP COM 053611109 5636 92300.00 SH SOLE 92300.00
COMVERSE TECHNOLOGY INC COM NEW 205862402 5621 29740.00 SH SOLE 29740.00
CONSOLIDATED STORES CORP COM 210149100 2717 238884.00 SH SOLE 238884.00
COOPER CAMERON CORP COM 216640102 2775 41500.00 SH SOLE 41500.00
AXA FINL INC COM 002451102 10874 303100.00 SH SOLE 303100.00
FEDERAL MOGUL CORP COM 313549107 456 27300.00 SH SOLE 27300.00
FRITZ COMP INC COM 358846103 1584 156400.00 SH SOLE 156400.00
GOLDEN ST BANCORP INC COM 381197102 1416 94800.00 SH SOLE 94800.00
LEGGETT + PLATT INC COM 524660107 5136 238900.00 SH SOLE 238900.00
LEXMARK INTL GROUP INC CL A 529771107 994 9400.00 SH SOLE 9400.00
LYDALL INC COM 550819106 548 62600.00 SH SOLE 62600.00
NCR CORP NEW COM 62886E108 995 24800.00 SH SOLE 24800.00
NEWELL RUBBERMAID INC COM 651229106 3541 142700.00 SH SOLE 142700.00
OFFICE DEPOT INC COM 676220106 3013 260550.00 SH SOLE 260550.00
SOLUTIA INC COM 834376105 2103 157200.00 SH SOLE 157200.00
SOUTHWEST AIRLS CO COM 844741108 8991 432000.00 SH SOLE 432000.00
TENET HEALTHCARE CORP COM 88033G100 4257 185100.00 SH SOLE 185100.00
UNIVERSAL HEALTH SVCS INC CL B 913903100 5086 103800.00 SH SOLE 103800.00
VALASSIS COMMUNICATIONS INC COM 918866104 8386 251750.00 SH SOLE 251750.00
WHIRLPOOL CORP COM 963320106 2028 34600.00 SH SOLE 34600.00
BESTFOODS COM 08658U101 1465 31300.00 SH SOLE 31300.00
COASTAL CORP COM 190441105 6957 151230.00 SH SOLE 151230.00
DOW JONES + CO INC COM 260561105 3354 46700.00 SH SOLE 46700.00
ENGELHARD CORP COM 292845104 3311 218900.00 SH SOLE 218900.00
MEAD CORP COM 582834107 3592 102800.00 SH SOLE 102800.00
NATIONAL CITY CORP COM 635405103 10313 500000.00 SH SOLE 500000.00
COMCAST CORP CL A SPL 200300200 12984 299350.00 SH SOLE 299350.00
PAINE WEBBER GROUP INC COM 695629105 572 13000.00 SH SOLE 13000.00
SOVEREIGN BANCORP INC COM 845905108 756 100000.00 SH SOLE 100000.00
TEXAS REGL BANCSHARES INC CL A VTG 882673106 923 36300.00 SH SOLE 36300.00
WILLIAMS COS INC COM 969457100 5084 115710.00 SH SOLE 115710.00
FIRST UN CORP COM 337358105 55522 1490536.00 SH SOLE 1490536.00
VENTAS INC COM 92276F100 1992 601400.00 SH SOLE 601400.00
CARBO CERAMICS INC COM 140781105 60 2130.00 SH SOLE 2130.00
AURORA FOODS INC COM 05164B106 52 17440.00 SH SOLE 17440.00
AMERICAN INTL GROUP INC COM 026874107 114980 1050043.00 SH SOLE 1050043.00
ANALOG DEVICES INC COM 032654105 4827 59916.00 SH SOLE 59916.00
BJ SVCS CO COM 055482103 188 2540.00 SH SOLE 2540.00
BERKSHIRE HATHAWAY INC DEL CL B 084670207 7205 3959.00 SH SOLE 3959.00
CONEXANT SYS INC COM 207142100 3919 55200.00 SH SOLE 55200.00
HARLEY DAVIDSON INC COM 412822108 14453 182087.00 SH SOLE 182087.00
INTERNATIONAL PAPER CO COM 460146103 15631 365648.00 SH SOLE 365648.00
ATMEL CORP COM 049513104 31 600.00 SH SOLE 600.00
CIENA CORP COM 171779101 126 1000.00 SH SOLE 1000.00
JDS UNIPHASE CORP COM 46612J101 401 3330.00 SH SOLE 3330.00
AFLAC INC COM 001055102 2629 57700.00 SH SOLE 57700.00
GUIDANT CORP COM 401698105 1800 30600.00 SH SOLE 30600.00
MCI WORLDCOM INC COM 55268B106 54040 1192601.00 SH SOLE 1192601.00
PE CORP COM CELERA GENOMICS GROUP 69332S201 42 460.00 SH SOLE 460.00
STAPLES INC COM 855030102 169 8440.00 SH SOLE 8440.00
AMR CORP DEL COM 001765106 3888 121977.00 SH SOLE 121977.00
CADENCE DESIGN SYS INC COM 127387108 1118 53900.00 SH SOLE 53900.00
COMPUTER ASSOC INTL INC COM 204912109 7623 128800.00 SH SOLE 128800.00
DOVER CORP COM 260003108 4788 100000.00 SH SOLE 100000.00
MINNESOTA MNG + MFG CO COM 604059105 34291 387200.00 SH SOLE 387200.00
TIME WARNER INC COM 887315109 6539 65390.00 SH SOLE 65390.00
WASTE MGMT INC DEL COM 94106L109 902 65925.00 SH SOLE 65925.00
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BLACK + DECKER CORPORATION COM 091797100 1589 42300.00 SH SOLE 42300.00
CBS CORP COM 12490K107 13024 230000.00 SH SOLE 230000.00
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NTL INC COM 629407107 362 3900.00 SH SOLE 3900.00
SPRINT CORP PCS COM SER 1 852061506 7838 120000.00 SH SOLE 120000.00
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UNISYS CORP COM 909214108 4131 162000.00 SH SOLE 162000.00
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AMAZON COM INC COM 023135106 249 3720.00 SH SOLE 3720.00
AT HOME CORP COM SER A 045919107 1714 52050.00 SH SOLE 52050.00
BJS WHSL CLUB INC COM 05548J106 3476 90000.00 SH SOLE 90000.00
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COSTCO WHSL CORP NEW COM 22160K105 6804 129452.00 SH SOLE 129452.00
COX COMMUNICATIONS INC NEW CL A 224044107 4155 85660.00 SH SOLE 85660.00
DISNEY WALT CO DISNEY COM 254687106 89255 2157230.00 SH SOLE 2157230.00
DOUBLECLICK INC COM 258609304 37 390.00 SH SOLE 390.00
GAP INC COM 364760108 490 9840.00 SH SOLE 9840.00
KROGER CO COM 501044101 2961 168600.00 SH SOLE 168600.00
MICROS SYS INC COM 594901100 7081 112510.00 SH SOLE 112510.00
ORACLE CORP COM 68389X105 23108 296020.00 SH SOLE 296020.00
PROVIDIAN FINL CORP COM 74406A102 4305 49700.00 SH SOLE 49700.00
SWIFT TRANSN INC 870756103 2694 131400.00 SH SOLE 131400.00
TIMES MIRROR CO NEW COM SER A 887364107 1087 11700.00 SH SOLE 11700.00
YAHOO INC COM 984332106 5076 29620.00 SH SOLE 29620.00
BEST BUY CO INC COM STK USD0.10 086516101 38 440.00 SH SOLE 440.00
CMG INFORMATION SVCS INC COM 125750109 1371 12100.00 SH SOLE 12100.00
ENRON CORP COM 293561106 20775 277460.00 SH SOLE 277460.00
MICRON TECHNOLOGY INC COM 595112103 6149 48800.00 SH SOLE 48800.00
QUALCOMM INC COM 747525103 23372 156532.00 SH SOLE 156532.00
VIACOM INC CL B 925524308 17270 327400.00 SH SOLE 327400.00
LORAL SPACE + COMMUNICATIONS COM G56462107 642 63000.00 SH SOLE 63000.00
ACME METALS INC COM 004724100 5 14400.00 SH SOLE 14400.00
AMRESCO INC COM 031909104 137 101700.00 SH SOLE 101700.00
APEX INC COM 037548104 1751 47160.00 SH SOLE 47160.00
BUCKLE INC COM 118440106 1209 75000.00 SH SOLE 75000.00
CNA FINL CORP COM 126117100 8039 248800.00 SH SOLE 248800.00
CSX CORP COM 126408103 6500 276600.00 SH SOLE 276600.00
CALPINE CORP COM 131347106 18518 197000.00 SH SOLE 197000.00
CENDANT CORP COM 151313103 2459 132900.00 SH SOLE 132900.00
CHEMFIRST INC COM 16361A106 3963 203900.00 SH SOLE 203900.00
CHEVRON CORP COM 166751107 45583 493120.00 SH SOLE 493120.00
COMMONWEALTH TEL ENTERPRISES COM 203349105 2267 48300.00 SH SOLE 48300.00
CONSOLIDATED EDISON INC COM 209115104 4182 144200.00 SH SOLE 144200.00
CRESTLINE CAP CORP COM 226153104 947 54300.00 SH SOLE 54300.00
TARGET CORP COM 87612E106 18087 241971.00 SH SOLE 241971.00
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FLORIDA PROGRESS CORP COM 341109106 6872 149800.00 SH SOLE 149800.00
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GLOBAL MARINE INC COM NEW 379352404 3385 133400.00 SH SOLE 133400.00
GRACE W R + CO DEL NEW COM 38388F108 2718 214200.00 SH SOLE 214200.00
HISPANIC BROADCASTING CORP COM 43357B104 7248 64000.00 SH SOLE 64000.00
HILTON HOTELS CORP COM 432848109 321 41400.00 SH SOLE 41400.00
IKON OFFICE SOLUTIONS INC COM 451713101 887 143400.00 SH SOLE 143400.00
K MART CORP COM 482584109 4722 487400.00 SH SOLE 487400.00
MENS WEARHOUSE INC 587118100 2222 75000.00 SH SOLE 75000.00
MIRAGE RESORTS INC COM 60462E104 3557 183570.00 SH SOLE 183570.00
MODINE MFG CO 607828100 1698 67600.00 SH SOLE 67600.00
NVR INC COM 62944T105 59 1100.00 SH SOLE 1100.00
NIAGARA MOHAWK HLDGS INC COM 653520106 405 30000.00 SH SOLE 30000.00
NOVELL INC COM 670006105 1148 40100.00 SH SOLE 40100.00
OCULAR SCIENCES INC COM 675744106 1180 75000.00 SH SOLE 75000.00
OSHKOSH B GOSH INC CL A 688222207 1350 75000.00 SH SOLE 75000.00
PALM HBR HOMES INC COM 696639103 415 27000.00 SH SOLE 27000.00
PARK PL ENTMT CORP COM 700690100 479 41400.00 SH SOLE 41400.00
PHELPS DODGE CORP COM 717265102 5786 121800.00 SH SOLE 121800.00
PIONEER GROUP INC COM 723684106 4831 207800.00 SH SOLE 207800.00
PROJECT SOFTWARE + DEV INC COM 74339P101 836 14800.00 SH SOLE 14800.00
QUESTAR CORP COM 748356102 1591 85700.00 SH SOLE 85700.00
RH DONNELLEY CORP COM NEW 74955W307 2384 140220.00 SH SOLE 140220.00
ROWAN COS INC COM 779382100 4966 168700.00 SH SOLE 168700.00
SPS TECHNOLOGIES INC COM 784626103 2288 75000.00 SH SOLE 75000.00
SANCHEZ COMPUTER ASSOC INC COM 799702105 4429 126100.00 SH SOLE 126100.00
SHAW INDS INC COM 820286102 1587 104500.00 SH SOLE 104500.00
SIGCORP INC COM 826912107 1215 48600.00 SH SOLE 48600.00
SOUTHERN UN CO NEW COM 844030106 994 55020.00 SH SOLE 55020.00
STRUCTURAL DYNAMICS RESH CORP COM 863555108 4 300.00 SH SOLE 300.00
TOLL BROS INC COM 889478103 3886 194300.00 SH SOLE 194300.00
TRIUMPH GROUP INC NEW COM 896818101 2184 75000.00 SH SOLE 75000.00
UGI CORP NEW COM 902681105 794 36700.00 SH SOLE 36700.00
UST INC COM USD0.50 902911106 67 4300.00 SH SOLE 4300.00
USX U S STL GROUP 90337T101 9120 364800.00 SH SOLE 364800.00
UNITED NAT FOODS INC COM 911163103 1125 75000.00 SH SOLE 75000.00
US AIRWAYS GROUP INC COM 911905107 743 26715.00 SH SOLE 26715.00
V F CORP COM 918204108 4180 173700.00 SH SOLE 173700.00
VLASIC FOODS INTL INC COM 928559103 7 3130.00 SH SOLE 3130.00
WPS RES CORP COM 92931B106 2884 111200.00 SH SOLE 111200.00
CABLETRON SYSTEMS INC COM STK 126920107 6197 211400.00 SH SOLE 211400.00
HALLIBURTON CO COM 406216101 2583 62990.00 SH SOLE 62990.00
KLA TENCOR CORP COM 482480100 6352 75400.00 SH SOLE 75400.00
KEYCORP NEW COM 493267108 1993 104900.00 SH SOLE 104900.00
LSI LOGIC CORP COM 502161102 116 1600.00 SH SOLE 1600.00
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ADAPTEC INC COM 00651F108 910 23550.00 SH SOLE 23550.00
BLACK BOX CORP COM 091826107 9797 141500.00 SH SOLE 141500.00
CHECKFREE HLDGS CORP COM 162816102 1741 24690.00 SH SOLE 24690.00
CONCORD EFS INC COM 206197105 492 21460.00 SH SOLE 21460.00
CRITICAL PATH INC COM 22674V100 307 3610.00 SH SOLE 3610.00
CYPRESS SEMICONDUCTOR CORP COM 232806109 833 16900.00 SH SOLE 16900.00
EBAY INC COM 278642103 741 4210.00 SH SOLE 4210.00
ENTERCOM COMMUNICATIONS CORP COM 293639100 7727 151500.00 SH SOLE 151500.00
EXPRESS SCRIPTS INC CL A 302182100 373 8870.00 SH SOLE 8870.00
ICG COMMUNICATIONS INC COM 449246107 4 100.00 SH SOLE 100.00
INKTOMI CORP COM 457277101 507 2600.00 SH SOLE 2600.00
LEVEL 3 COMMUNICATIONS INC COM 52729N100 139 1310.00 SH SOLE 1310.00
MICROCHIP TECHNOLOGY INC COM 595017104 1573 23920.00 SH SOLE 23920.00
MODIS PROFESSIONAL SVCS INC COM 607830106 2142 173100.00 SH SOLE 173100.00
PAPA JOHNS INTL INC COM 698813102 2805 85000.00 SH SOLE 85000.00
PAYLESS SHOESOURCE INC COM 704379106 3121 60100.00 SH SOLE 60100.00
PETSMART INC 716768106 535 178300.00 SH SOLE 178300.00
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PRICELINE COM INC COM 741503106 426 5330.00 SH SOLE 5330.00
PROFIT RECOVERY GROUP INTL INC COM 743168106 376 20340.00 SH SOLE 20340.00
REAL NETWORKS INC COM 75605L104 1149 20180.00 SH SOLE 20180.00
ROMAC INTL INC COM 775835101 541 59700.00 SH SOLE 59700.00
RSA SEC INC COM 749719100 11 220.00 SH SOLE 220.00
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TERADYNE INC COM 880770102 2352 28600.00 SH SOLE 28600.00
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VERISIGN INC COM 92343E102 478 3200.00 SH SOLE 3200.00
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WACKENHUT CORRECTIONS CORP COM 929798106 2632 273500.00 SH SOLE 273500.00
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ACTEL CORP COM 004934105 4643 130100.00 SH SOLE 130100.00
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ANESTA CORP COM 034603100 429 32400.00 SH SOLE 32400.00
ARTESYN TECHNOLOGIES INC COM 043127109 4695 247900.00 SH SOLE 247900.00
BURR BROWN COM 122574106 3010 55350.00 SH SOLE 55350.00
COVENANT TRANS INC CL A 22284P105 3051 192200.00 SH SOLE 192200.00
FOREST OIL CORP COM NEW 346091606 78 7330.00 SH SOLE 7330.00
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HESKA CORP COM 42805E108 0 100.00 SH SOLE 100.00
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KEY ENERGY SVCS INC COM 492914106 36 3080.00 SH SOLE 3080.00
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METALS USA INC COM 591324108 3597 543000.00 SH SOLE 543000.00
OCEANEERING INTL INC COM 675232102 242 12920.00 SH SOLE 12920.00
PEGASUS SYS INC COM 705906105 1463 92520.00 SH SOLE 92520.00
PHOTON DYNAMICS INC COM 719364101 55 800.00 SH SOLE 800.00
PINNACLE SYS INC COM 723481107 1184 35600.00 SH SOLE 35600.00
REX STORES CORP COM 761624105 2237 87500.00 SH SOLE 87500.00
SCOTTS CO CL A 810186106 5662 134800.00 SH SOLE 134800.00
SOFTNET SYS INC COM 833964109 2369 81000.00 SH SOLE 81000.00
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