-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, QfUHcSxTmQr/CqfywqkRSccxTtSY9kaha2KPloIOwYEIh2xDDEE6eajj/C/3CRLW niAkv9k00oINs14ipZqsHw== 0001034549-01-500026.txt : 20020411 0001034549-01-500026.hdr.sgml : 20020411 ACCESSION NUMBER: 0001034549-01-500026 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20010930 FILED AS OF DATE: 20011115 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PARADIGM ASSET MANAGEMENT CO LLC/NY CENTRAL INDEX KEY: 0001034549 STANDARD INDUSTRIAL CLASSIFICATION: [] IRS NUMBER: 133521976 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-06194 FILM NUMBER: 1792234 BUSINESS ADDRESS: STREET 1: 650 5TH AVENUE STREET 2: 14TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 2127716100 MAIL ADDRESS: STREET 1: 650 5TH AVENUE STREET 2: 14TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10019 13F-HR 1 lettr019.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2001 Institutional Investment Manager Filing this Report: Name: Paradigm Asset Management Company, LLC Address: 650 5th Avenue, 14th Floor New York, NY 10019 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: James E. Francis Title: CEO & President Phone: 212-771-6100 Signature, Place, and Date of Signing: James E. Francis, New York, NY, November 7, 2001 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE REPORT SUMMARY: NUMBER OF OTHER INCLUDED MANAGERS: FORM 13F INFORMATION TABLE ENTRY TOTAL: 734 FORM 13F INFORMATION TABLE VALUE TOTAL: $1,127,628,069 Paradigm Asset Management Company, LLC PORTFOLIO APPRAISAL Form 13F Information Table September 30, 2001 TITLE OF INVSTMT CLASS DSCRETN - VOTING AUTHORITY - NAME OF ISSUER (COM) CUSIP VALUE SHARES (SOLE) (SOLE) SHARE NONE - ----------------------- --- ----- ----- ----- ----- ----- ----- ----- 99 CENTS ONLY STORES COM 65440K106 3254410 100600 SH 100600 0 0 A O N CORP COM 037389103 126000 3000 SH 1900 0 1100 AAR CORP. COM 000361105 306783 38300 SH 38300 0 0 ABBOTT LABS COM 002824100 222955 4300 SH 2700 0 1600 ABGENIX INC COM 00339B107 522100 23000 SH 23000 0 0 ABM INDUSTRIES INC. COM 000957100 562658 21800 SH 21800 0 0 ACCREDO HEALTH COM 00437V104 2549820 70050 SH 70050 0 0 ACMAT CORP COM 004616207 66038 8763 SH 8763 0 0 ACTEL CORP. COM 004934105 255744 14400 SH 14400 0 0 ACTRADE FINL TECH COM 00507P10 104709 5700 SH 0 0 0 ADELPHIA COMM. CL A COM 006848105 3052500 137500 SH 82700 0 54800 ADOBE SYS INC. COM 00724F101 119900 5000 SH 3100 0 1900 ADVANCED FIBRE COMM COM 00754A105 704202 48200 SH 48200 0 0 ADVANTA CORP CL B COM 007942204 72495 8100 SH 8100 0 0 ADVO SYSTEM INC. COM 007585102 377400 11100 SH 11100 0 0 AES CORP COM 00130H105 47434 3700 SH 2300 0 1400 AETNA LIFE & CAS COM 00817Y108 124227 4300 SH 3200 0 1100 AFFIL. CMPTR SVC A COM 008190100 1644482 20200 SH 20200 0 0 AFLAC INC. COM 001055102 199800 7400 SH 4600 0 2800 AGL RES INC COM 00120410 213679 10700 SH 0 0 0 AIR PROD & CHEM. COM 009158106 6427428 166600 SH 113800 0 52800 AIRBORNE FREIGHT COM 009266107 1021850 107000 SH 107000 0 0 ALAMOSA HLDGS INC COM 01158910 415500 30000 SH 0 0 0 ALBERTSONS INC. COM 013104104 5091236 159700 SH 110600 0 49100 ALCO STD CORP COM 013788104 942612 122100 SH 122100 0 0 ALCOA INC. COM 013817101 12946675 417500 SH 279300 0 138200 ALLSTATE CORP. COM 020002101 3540780 94800 SH 57800 0 37000 ALLTEL CORP. COM 020039103 4491125 77500 SH 53100 0 24400 ALPHA INDS. INC. COM 020753109 416455 21500 SH 21500 0 0 ALPHARMA INC COM 020813101 1316160 45700 SH 45700 0 0 AMBAC INC. COM 023139108 1477170 27000 SH 24700 0 2300 AMER EXPRESS CO. COM 025816109 2987368 102800 SH 60700 0 42100 AMER HEALTHWAYS COM 02649V10 479400 13600 SH 0 0 0 AMER HOME PRODUCTS COM 026609107 3302775 56700 SH 34600 0 22100 AMER TEL & TELEG. COM 001957109 8783623 455110 SH 309494 0 145616 AMER. ELEC. PWR COM 025537101 3260407 75420 SH 45160 0 30260 AMERADA HESS CORP. COM 023551104 3708400 58400 SH 35000 0 23400 AMEREN CORP. COM 023608102 2776320 72300 SH 44300 0 28000 AMERICAN GREETING COM 026375105 2544728 192200 SH 192200 0 0 AMERICAN INTL GROUP COM 026874107 3589170 46015 SH 0 0 0 AMERICAN NATL INS. COM 028591105 243000 3000 SH 3000 0 0 AMERICREDIT CORP COM 03060R101 502758 15900 SH 15900 0 0 AMERIPATH INC. COM 03071D109 3109184 118400 SH 118400 0 0 AMGEN INC. COM 031162100 1481004 25200 SH 22500 0 2700 AMKOR TECHNOLOGY COM 031652100 68380 6500 SH 6500 0 0 AMLI RESIDENTIAL PPTYS COM 001735109 269040 11400 SH 11400 0 0 ANADARKO PETE CORP. COM 032511107 4524328 94100 SH 66900 0 27200 ANALOGIC CORP. COM 032657207 279450 6900 SH 6900 0 0 ANAREN MICROWAVE INC COM 03274410 16350 1000 SH 0 0 0 ANCHOR GAMING COM 033037102 506300 12200 SH 12200 0 0 ANDRX GROUP COM 034553107 1032228 15900 SH 14800 0 1100 ANIXTER INTL COM 035290105 1447152 58400 SH 58400 0 0 AOL TIME WARNER COM 00184A105 3439090 103900 SH 94150 0 9750 APOGEE ENTERPRISES INC COM 03759810 434730 33700 SH 0 0 0 APOGENT TECHNOLOGIES COM 03760A101 1608470 67300 SH 60800 0 6500 APPLEBEES INTL COM 037899101 193225 6550 SH 6550 0 0 APPLIED INDL TECH COM 03820C105 165522 9800 SH 9800 0 0 APPLIED MATLS INC. COM 038222105 1879884 66100 SH 60000 0 6100 ARCH CHEMICALS INC COM 03937R10 699160 30800 SH 0 0 0 ARCHER DANIELS MID COM 039483102 4303262 341800 SH 207700 0 134100 ARCHSTONE-SMITH TR COM 039581103 1338930 51300 SH 49100 0 2200 ARDEN REALTY GROUP COM 03979310 749201 29300 SH 0 0 0 ARGONAUT GRP INC COM 040157109 193402 11800 SH 11800 0 0 ARNOLD INDS COM 042595108 385020 18600 SH 18600 0 0 ARROW ELECTRS COM 04273510 3471104 166400 SH 0 0 0 ARTHROCARE CORP COM 04313610 885920 45200 SH 0 0 0 ARVINMERITOR INC COM 04335310 914560 64000 SH 0 0 0 ASTORIA FINANCIAL COM 046265104 1143718 19300 SH 17700 0 1600 AT&T-LIBERTY MEDIA A COM 530718105 2405380 189400 SH 171800 0 17600 ATL. COAST AIRLN HLDGS COM 048396105 946960 71200 SH 71200 0 0 ATMOS ENERGY COM 049560105 492480 22800 SH 22800 0 0 ATWOOD OCEANICS COM 050095108 707200 27200 SH 27200 0 0 AUTO DATA PROCESS COM 053015103 1274784 27100 SH 24800 0 2300 AUTODESK INC. COM 052769106 224420 7000 SH 5400 0 1600 AVERY DENNISON CORP. COM 053611109 1523382 32200 SH 29200 0 3000 AVNET INC. COM 053807103 199435 10964 SH 10964 0 0 AXCELIS TECH COM 054540109 1356188 143512 SH 87396 0 56116 BAKER HUGHES INC. COM 057224107 1378020 47600 SH 43100 0 4500 BALDOR ELEC CO COM 05774110 373180 18800 SH 0 0 0 BANCORPSOUTH INC COM 05969210 10780 700 SH 0 0 0 BANDAG INC. COM 059815100 382900 14000 SH 14000 0 0 BANK OF AMERICA COM 060505104 13502080 231200 SH 154500 0 76700 BANK ONE CORP. COM 06423A103 7675533 243900 SH 163600 0 80300 BANKATLANTIC COM 06590850 607010 60100 SH 0 0 0 BANKNORTH GROUP INC COM 06646R107 154008 6900 SH 6900 0 0 BANTA COM 66821109 100332 3600 SH 0 0 0 BARRA INC COM 068313105 1058904 25200 SH 25200 0 0 BASSETT FURNITURE INDS COM 07020310 356235 25500 SH 0 0 0 BAUSCH & LOMB INC. COM 071707103 3115830 110100 SH 66300 0 43800 BAY VIEW CAP CORP COM 07262l101 88900 12700 SH 12700 0 0 BECKMAN COULTER COM 07581110 4190475 94700 SH 0 0 0 BECTON DICKINSON & CO COM 075887109 7244600 195800 SH 133000 0 62800 BELLSOUTH CORP. COM 079860102 3421892 82356 SH 49856 0 32500 BENCHMARK ELECTRS INC. COM 08160H101 330400 20000 SH 20000 0 0 BERKLEY W R CORP COM 084423102 220800 4600 SH 4600 0 0 BEST BUY INC. COM 086516101 81810 1800 SH 1100 0 700 BISYS GROUP INC. COM 055472104 355234 6700 SH 6700 0 0 BKF CAP GROUP INC COM 05548G10 129600 4800 SH 0 0 0 BLOCK H & R COM 093671105 10519168 272800 SH 186500 0 86300 BMC SOFTWARE INC. COM 055921100 2802890 220700 SH 133900 0 86800 BOISE CASCADE CORP. COM 097383103 4386650 148700 SH 102000 0 46700 BORDERS GROUP INC. COM 099709107 88090 4600 SH 2900 0 1700 BORG-WARNER Inc. COM 099724106 1047800 26000 SH 26000 0 0 BOWATER INC. COM 102183100 3790122 86100 SH 60400 0 25700 BOWNE & CO. INC. COM 103043105 370475 36500 SH 36500 0 0 BP AMOCO PLC COM 055622104 5209561 105950 SH 63994 0 41956 BRADY WH CO. COM 104674106 619840 20800 SH 20800 0 0 BRANDYWINE RLTY COM 10536820 281556 13200 SH 0 0 0 BRIGGS & STRATTON COM 109043109 1136044 36400 SH 36400 0 0 BRISTOL MYERS SQUIBB COM 110122108 4955952 89200 SH 62400 0 26800 BROADWING INC COM 111620100 115776 7200 SH 4500 0 2700 BROOKS AUTOMATION INC COM 11434A100 507869 19100 SH 19100 0 0 BROWN TOM INC NEW COM 115660201 505780 24200 SH 24200 0 0 BRUSH ENGINEERED MATLS COM 11742110 746625 54300 SH 0 0 0 BURLINGTON RES. COM 122014103 5849910 171000 SH 113800 0 57200 C.H. ROBINSON WW COM 12541W100 1042560 36000 SH 36000 0 0 CABLE DESIGN TECH. COM 126924109 82950 7000 SH 7000 0 0 CABLEVISION SYSTEM A COM 12686C109 1907804 46600 SH 42200 0 4400 CABOT MICROELECTRNCS COM 12709P10 1676357 34700 SH 0 0 0 CADENCE DESIGN SYS COM 127387108 124875 7500 SH 4700 0 2800 CAL DIVE INTL COM 12791410 18326 1100 SH 0 0 0 CALLAWAY GOLF COM 131193104 144640 11300 SH 11300 0 0 CAMDEN PROPERTY TRUST COM 133131102 875560 23600 SH 23600 0 0 CAPITAL AUTOMOTIVE COM 139733109 241394 13700 SH 13700 0 0 CAPITAL ONE FINL COM 14040H105 1371694 29800 SH 28000 0 1800 CAPSTEAD MTG CRP COM 14067E506 315360 12000 SH 12000 0 0 CARBO CERAMICS COM 14078110 204980 7400 SH 0 0 0 CARDINAL HEALTH INC COM 14149Y108 3017160 40800 SH 36700 0 4100 CAREMARK RX INC COM 141705103 950760 57000 SH 54100 0 2900 CARPENTER TECH. COM 144285103 540675 24300 SH 24300 0 0 CASEYS GEN STORES COM 147528103 382858 32200 SH 32200 0 0 CATALINA MKTG COM 148867104 473200 16900 SH 15600 0 1300 CATALYTICA ENERGY SYS COM 148884109 797406 104100 SH 104100 0 0 CATERPILLAR TRACTOR COM 149123101 3234560 72200 SH 44500 0 27700 CATO CORP NEW COM 149205106 143616 9600 SH 9600 0 0 CEMEX S A COM 151290889 1257048 61200 SH 56500 0 4700 CENTEX CONSTRUCT COM 15231R109 88650 3000 SH 3000 0 0 CENTRAL VT PUB SVC COM 15577110 407517 23300 SH 0 0 0 CERIDIAN CORP COM 156779100 2673800 184400 SH 112300 0 72100 CERNER CORP COM 156782104 14850 300 SH 300 0 0 CHARLES RIVER COM 159852102 408495 24100 SH 24100 0 0 CHARLES SCHWAB COM 808513105 1166675 101450 SH 94050 0 7400 CHESAPEAKE CORP. COM 165159104 333465 12900 SH 12900 0 0 CHICOS FAS INC COM 168615102 1517797 64450 SH 64450 0 0 CHIRON CORP. COM 170040109 1854666 41800 SH 38200 0 3600 CHOICEPOINT INC COM 17038810 358104 8600 SH 0 0 0 CHUBB CORP. COM 171232101 4156062 58200 SH 40700 0 17500 CIGNA CORP. COM 125509109 3259935 39300 SH 24000 0 15300 CINERGY CORP. COM 172474108 4324887 140100 SH 101700 0 38400 CINTAS CORP COM 17290810 185380 4600 SH 0 0 0 CISCO SYSTEMS COM 17275R102 1521282 124900 SH 114900 0 10000 CITIGROUP INC. (NEW) COM 172967101 14287590 352780 SH 241625 0 111155 CITY NATL CORP COM 178566105 617045 14300 SH 14300 0 0 CLAIRE'S STORES COM 179584107 290950 23000 SH 23000 0 0 CLARCOR INC. COM 179895107 566430 23700 SH 23700 0 0 CLEVELAND CLIFFS COM 185896107 470880 32700 SH 32700 0 0 CLOROX CO. DEL. COM 189054109 37000 1000 SH 0 0 0 CMPTR ASSOC INTL COM 204912109 6682104 259600 SH 180600 0 79000 CNF INC COM 12612W104 214602 9400 SH 9400 0 0 COGNEX CORP. COM 192422103 270756 13800 SH 13800 0 0 COGNIZANT TECH. COM 192446102 118720 5300 SH 5300 0 0 COHERENT INC COM 192479103 335120 11800 SH 11800 0 0 COLDWATER CREEK INC COM 19306810 73200 4000 SH 0 0 0 COLONIAL PPTY TR COM 195872106 1190865 40300 SH 40300 0 0 COLUMBIA BKG SYS INC COM 197236102 258930 18900 SH 18900 0 0 COMCAST CORP [A] COM 200300101 1400670 39400 SH 36800 0 2600 COMCAST CORP. SPL. A COM 200300200 6962367 194100 SH 140400 0 53700 COMMERCIAL FED COM 201647104 356769 14700 SH 14700 0 0 COMMERCIAL NET LEASE R COM 202218103 555175 41900 SH 41900 0 0 COMMUNITY 1ST BANKSH COM 203902101 266622 11100 SH 11100 0 0 COMMUNITY HEALTH SYS COM 203668108 104090 3500 SH 2200 0 1300 COMPAQ COMPUTER COM 204493100 1699395 204500 SH 122900 0 81600 COMPUTER SCIENCES COM 205363104 2743159 82700 SH 50200 0 32500 COMPX INT'L CL A COM 20563P101 252890 24200 SH 24200 0 0 CONAGRA INC. COM 205887102 3253005 144900 SH 89000 0 55900 CONCORD EFS COM 206197105 1184590 24200 SH 22100 0 2100 CONOCO INC B OLD COM 208251405 2541602 100300 SH 61300 0 39000 CONSOLIDATED EDISON COM 209115104 553792 13600 SH 12200 0 1400 CONSOLIDATED GRAPHICS COM 209341106 116144 6800 SH 6800 0 0 CONSTELLATION BRNDS[A] COM 21036P108 141644 3400 SH 2100 0 1300 CONVERGYS CORP. COM 212485106 1171050 42200 SH 39200 0 3000 COOPER CAMERON CORP. COM 216640102 531360 16200 SH 16200 0 0 COOPER COMPANIES COM 216648402 103180 2200 SH 1400 0 800 COPART INC COM 217204106 2089546 74600 SH 74600 0 0 COR THERAPEUTICS COM 217753102 104098 4600 SH 2900 0 1700 CORN PRODUCTS INTL COM 219023108 1203787 41900 SH 41900 0 0 COST PLUS CALIF COM 221485105 1073601 58475 SH 58475 0 0 COSTCO WHOLESALE COM 22160K105 113792 3200 SH 2000 0 1200 COVANTA ENERGY COM 22281N103 120304 10300 SH 10300 0 0 COX COMMUNICATIONS COM 224044107 5915975 141700 SH 97500 0 44200 CREDENCE SYS. CORP. COM 225302108 112065 9300 SH 9300 0 0 CREE INC. COM 225447101 821768 55600 SH 55600 0 0 CRESCENT RL EST COM 225756105 7524660 350800 SH 231500 0 119300 CROSSMANN CMNTYS COM 2.28E+113 317867 12100 SH 12100 0 0 CUMMINS INC COM 231021106 310200 9400 SH 9400 0 0 CUNO INC. COM 126583103 421800 15200 SH 15200 0 0 CVS CORP COM 126650100 2204480 66400 SH 59800 0 6600 CYMER INC. COM 232572107 517575 30900 SH 30900 0 0 CYTYC CORP COM 232946103 16086 600 SH 600 0 0 DANA CORP. COM 235811106 5903040 378400 SH 259000 0 119400 DDI CORP COM 233162106 12544 1600 SH 1600 0 0 DEB SHOPS INC COM 242728103 370440 18000 SH 18000 0 0 DEERE & CO. COM 244199105 5675349 150900 SH 102700 0 48200 DELL COMPUTER COM 247025109 1569491 84700 SH 78100 0 6600 DELPHI AUTO SYS COM 247126105 2830575 240900 SH 149600 0 91300 DELUXE CORP COM 248019101 5692192 164800 SH 114700 0 50100 DEVON ENERGY (NEW) COM 25179M103 1176480 34200 SH 32300 0 1900 DEVRY INC. COM 251893103 868780 24200 SH 24200 0 0 DIEBOLD INC COM 253651103 5341620 140200 SH 95000 0 45200 DIME BANCORP COM 25429Q102 2614780 66500 SH 38600 0 27900 DIMON INC COM 254394109 7475 1300 SH 1300 0 0 DIONEX CORP. COM 254546104 123578 4900 SH 4900 0 0 DISNEY WALT PRODTNS COM 254687106 35378 1900 SH 0 0 0 DOLE FOOD INC COM 256605106 111280 5200 SH 5200 0 0 DOLLAR TREE STORES COM 256747106 383467 20300 SH 20300 0 0 DONALDSON CO INC COM 257651109 170038 5900 SH 5900 0 0 DORAL FINL CORP COM 25811P100 527680 13600 SH 13600 0 0 DOVER CORP. COM 260003108 3543947 117700 SH 85200 0 32500 DOW CHEM CO. COM 260543103 8805528 268789 SH 178915 0 89874 DOW JONES & COMPANY COM 260561105 999460 22000 SH 21500 0 500 DTE ENERGY CO. COM 233331107 2897265 67300 SH 39900 0 27400 DUPONT DE NEMOURS COM 263534109 187600 5000 SH 3700 0 1300 DYCOM INDS COM 267475101 147320 12700 SH 12700 0 0 E M C CORP MASS COM 268648102 1225525 104300 SH 96900 0 7400 EASTGROUP PROP COM 277276101 685470 31300 SH 31300 0 0 EASTMAN CHEM CO COM 277432100 2257860 62200 SH 33500 0 28700 EASTMAN KODAK CO. COM 277461109 2794327 85900 SH 52800 0 33100 EATON CORP. COM 278058102 5778896 97600 SH 67300 0 30300 EATON VANCE COM 278265103 1018875 32500 SH 30500 0 2000 EDEN BIOSCIENCE CORP COM 279445100 677418 88900 SH 88900 0 0 EDISON INTERNATIONAL COM 281020107 2895200 220000 SH 134100 0 85900 EDWARDS AG INC. COM 281760108 129907 3700 SH 3700 0 0 EDWARDS LIFESCIENCES COM 2.82E+112 353920 15800 SH 15800 0 0 EL PASO ELEC CO. COM 283677854 95995 7300 SH 7300 0 0 EL PASO ENERGY CORP. COM 28336L109 378105 9100 SH 8200 0 900 ELECTRN FOR IMAGIN COM 286082102 1046804 64300 SH 64300 0 0 ELECTROGLAS INC. COM 285324109 110805 8900 SH 8900 0 0 ELECTRONIC DATA SYS COM 285661104 34548 600 SH 0 0 0 ELI LILLY & CO. COM 532457108 193680 2400 SH 1500 0 900 EMERSON ELEC CO. COM 291011104 4395404 93400 SH 64900 0 28500 EMMIS COMM. CL A COM 291525103 426832 29600 SH 29600 0 0 EMPIRE DIST ELEC COM 291641108 491145 23900 SH 23900 0 0 ENCORE WIRE CORP COM 292562105 115255 8900 SH 8900 0 0 ENGELHARD CORP COM 292845104 7149450 309500 SH 209600 0 99900 ENRON CORP. COM 293561106 130704 4800 SH 3000 0 1800 ENTERCOM COMM. COM 293639100 958800 28200 SH 28200 0 0 ENTERTAINMENT PPTYS COM 29380T105 559390 33100 SH 33100 0 0 ENZON INC COM 293904108 520200 10200 SH 10200 0 0 EPIQ SYS INC COM 26882D109 568650 22300 SH 22300 0 0 EQ RESIDENT PROP COM 29476L107 35040 600 SH 0 0 0 EQUIFAX INC COM 294429105 4272690 195100 SH 140000 0 55100 EQUITY OFFICE PROP. COM 294741103 8041600 251300 SH 169100 0 82200 ESCO TECHNOLOGIES COM 296315104 612540 24600 SH 24600 0 0 EVERGREEN RES INC COM 299900308 298760 8800 SH 8800 0 0 EXAR CORP. COM 300645108 17300 1000 SH 1000 0 0 EXPEDITORS INT'L COM 302130109 1676190 35400 SH 35400 0 0 EXPRESS SCRIPTS INC. COM 302182100 2688552 48600 SH 48600 0 0 F Y I INC COM 302712104 1391992 37100 SH 37100 0 0 FACTORY 2-U INC COM 30307210 396200 28300 SH 0 0 0 FACTSET RESH SYS COM 303075105 958270 39500 SH 39500 0 0 FAMILY DOLLAR STORES COM 307000109 126592 4600 SH 2900 0 1700 FASTENAL CO COM 311900104 1042734 18300 SH 17000 0 1300 FED AGRIC MTG COM 313148306 86788 2600 SH 2600 0 0 FEDERAL HOME LN MTG. COM 313400301 3555500 54700 SH 33100 0 21600 FEDERAL SIGNAL COM 31385510 289296 16400 SH 0 0 0 FEDERATED INVESTORS, B COM 314211103 1574720 53200 SH 53200 0 0 FEDEX CORPORATION COM 31428X106 3487575 94900 SH 57500 0 37400 FELCOR LODGING TRUST COM 31430F101 184265 13700 SH 13700 0 0 FIDELITY NATL FINL COM 316326107 168600 6270 SH 6270 0 0 FIFTH THIRD BANCORP COM 316773100 937570 15250 SH 14850 0 400 FILENET CORP. COM 316869106 573990 57000 SH 57000 0 0 FINANCIAL FED CORP. COM 317492106 296450 12100 SH 12100 0 0 FINISH LINE INC COM 317923100 360220 33200 SH 33200 0 0 FIRST DATA CORP. COM 319963104 6699900 115000 SH 81000 0 34000 FIRST ENERGY CORP COM 337932107 5518325 153500 SH 107800 0 45700 FIRST INDUSTRIAL REALTY COM 32054K103 1038000 34600 SH 34600 0 0 FISERV INC. COM 337738108 157320 4600 SH 2900 0 1700 FLAGSTAR BANCORP INC COM 337930101 80850 3500 SH 3500 0 0 FLEETBOSTON FINL COM 339030108 6806100 185200 SH 127300 0 57900 FLEETWOOD ENT. COM 339099103 1060982 94900 SH 94900 0 0 FLOWERS FOODS INC COM 34349810 108750 3000 SH 0 0 0 FLUOR CORP. COM 343412102 311850 8100 SH 7400 0 700 FORD MOTOR CO. COM 345370860 2243355 129300 SH 69200 0 60100 FOREST LABS INC. COM 345838106 2034348 28200 SH 25500 0 2700 FORWARD AIR CORP COM 349853101 1278222 54300 SH 54300 0 0 G & K SVCS INC. COM 361268105 1247850 47000 SH 47000 0 0 GALLAHER GROUP COM 363595109 2504460 93800 SH 56300 0 37500 GANNETT INC. COM 364730101 4117535 68500 SH 48700 0 19800 GENENTECH INC. COM 368710406 198000 4500 SH 2800 0 1700 GENERAL ELECTRIC CO. COM 369604103 502200 13500 SH 8400 0 5100 GENERAL MOTORS CORP. COM 370442105 338910 7900 SH 7000 0 900 GENTEX CORP. COM 371901109 609195 25500 SH 25500 0 0 GENTIVA HEALTH COM 37247A102 289961 16100 SH 16100 0 0 GENUINE PARTS COM 372460105 6317838 198300 SH 136300 0 62000 GEORGIA GULF CORP. COM 373200203 314972 19600 SH 19600 0 0 GERBER SCIENTIFIC INC COM 37373010 1088850 103700 SH 0 0 0 GIBRALTAR STL CORP. COM 37476F103 557190 36900 SH 36900 0 0 GILLETTE CO. COM 375766102 336740 11300 SH 8900 0 2400 GLENBOROUGH RLTY TR COM 37803P105 1659330 89500 SH 89500 0 0 GLIMCHER RLTY. TR. COM 379302102 156946 9700 SH 9700 0 0 GLOBAL IMAGING SYSTEMS COM 37934A100 522978 30300 SH 30300 0 0 GLOBAL PAYMENTS COM 37940X102 853188 29020 SH 29020 0 0 GM CORP. H COM 370442832 864530 64856 SH 61555.93 0 3300 GOLDEN WEST FINL DEL COM 381317106 4241300 73000 SH 44300 0 28700 GOODYEAR TIRE RUBBER COM 382550101 2552555 138500 SH 85800 0 52700 GOTO COM INC. COM 38348T107 90360 7200 SH 4500 0 2700 GPU INC. COM 36225X100 32288 800 SH 0 0 0 GRANITE CONSTRUCTION COM 387328107 428188 16700 SH 16700 0 0 GREAT LAKES REIT COM 390752103 174410 10700 SH 10700 0 0 GREEN MOUNTN PWR COM 393154109 105600 6400 SH 6400 0 0 GREIF BROS. CLASS A COM 397624107 87096 3800 SH 3800 0 0 GRIFFON CORP COM 398433102 10980 900 SH 900 0 0 HALLIBURTON CO. COM 406216101 3450150 153000 SH 91600 0 61400 HANCOCK FABRICS INC COM 409900107 601060 73300 SH 73300 0 0 HARMONIC LIGHTWAVES COM 413160102 716850 88500 SH 88500 0 0 HARSCO CORP COM 415864107 102712 3700 SH 3700 0 0 HAWAIIAN ELECTRIC COM 419870100 198900 5100 SH 5100 0 0 HCA, INC. COM 404119109 2942184 66400 SH 40900 0 25500 HEALTH CARE PROP COM 421915109 80745 2100 SH 2100 0 0 HEALTH MGMT ASSOC. COM 421933102 5625960 271000 SH 186800 0 84200 HEICO CORP NEW COM 422806109 300000 20000 SH 20000 0 0 HEINZ H J CO. COM 423074103 6082245 144300 SH 98400 0 45900 HELLER FINCL CL A COM 423328103 1551438 29400 SH 29400 0 0 HERSHEY FOODS CORP COM 427866108 1568880 24000 SH 21700 0 2300 HIBERNIA CORP A COM 428656102 103005 6300 SH 6300 0 0 HIGHWOODS PROP COM 431284108 183150 7400 SH 7400 0 0 HILB ROGAL & HAMILTN COM 431294107 273660 6000 SH 6000 0 0 HISPANIC BROADCASTING COM 43357B104 434700 27000 SH 27000 0 0 HNC SOFTWARE INC COM 40425P107 579700 31000 SH 31000 0 0 HOLLY CORP COM 435758305 838912 46400 SH 46400 0 0 HOME DEPOT INC. COM 437076102 1824493 47550 SH 42750 0 4800 HON INDS COM 438092108 342576 15600 SH 15600 0 0 HORACE MANN EDTRS COM 440327104 448310 25400 SH 25400 0 0 HOT TOPIC INC COM 44133910 133030 5300 SH 0 0 0 HOTJOBS COM INC COM 441474103 384468 64400 SH 64400 0 0 HOUSEHOLD INTL CORP. COM 441815107 981012 17400 SH 17000 0 400 HRPT PROP TR COM 40426W101 778184 95600 SH 95600 0 0 HYPERION SOLUTIONS COM 44914M104 291248 21800 SH 21800 0 0 ICN PHARMACEUTICALS COM 448924100 308295 11700 SH 10200 0 1500 IDEC PHARMACEUTICALS COM 449370105 1720079 34700 SH 31600 0 3100 IDEX CORP. COM 45167R104 163135 5900 SH 5900 0 0 IKON OFFICE SOLUTIONS COM 451713101 214616 27800 SH 27800 0 0 ILEX ONCOLOGY INC COM 45192310 640744 24400 SH 0 0 0 ILLINOIS TOOL INC. COM 452308109 216440 4000 SH 2500 0 1500 IMS HEALTH INC. COM 449934108 95190 3800 SH 2400 0 1400 INAMED CORP COM 453235103 508300 29900 SH 29900 0 0 INDEPENDENCE CMNTY BK COM 453414104 1077808 49600 SH 49600 0 0 INGERSOLL RAND CO. COM 456866102 3140020 92900 SH 56000 0 36900 INGLES MKTS INC COM 457030104 177600 14800 SH 14800 0 0 INHALE THERAPEUTIC COM 457191104 622440 46800 SH 46800 0 0 INNKEEPERS USA TRUST COM 4576J0104 361800 40200 SH 40200 0 0 INSIGHT COMMUNICATIONS COM 45768V10 279680 15200 SH 0 0 0 INSIGHT ENTERPRISES COM 45765U103 106757 7550 SH 7550 0 0 INT'L BUSINESS MACH. COM 459200101 5178030 56100 SH 38200 0 17900 INT'L FLAV & FRA COM 459506101 4698993 169700 SH 121200 0 48500 INT'L PAPER CO. COM 460146103 7980858 229335 SH 152688 0 76647 INTEGRATED CIRCUIT SYS COM 45811K20 935496 73200 SH 0 0 0 INTEGRATED HEALTH SVC COM 45812C10 125 2500 SH 0 0 0 INTEL CORP. COM 458140100 1275456 62400 SH 56000 0 6400 INTERFACE INC. COM 458665106 547605 127350 SH 127350 0 0 INTERMUNE INC COM 45884X103 153000 4000 SH 4000 0 0 INTERNATL MULTI COM 460043102 439300 23000 SH 23000 0 0 INTERPUBLIC GRP COM 460690100 1311720 64300 SH 58700 0 5600 INTERSIL CORP COM 46069S109 804096 28800 SH 28800 0 0 INTERSTATE BAKERIES COM 46072H108 652800 25600 SH 25600 0 0 INTERVOICE-BRITE INC COM 461142101 498240 48000 SH 48000 0 0 INTIMATE BRANDS INC. COM 461156101 3054600 339400 SH 204200 0 135200 INTUIT COM 461202103 1815060 50700 SH 46200 0 4500 INVESTMENT TECH. COM 46145F105 1043212 18800 SH 18800 0 0 INVESTORS FIN. SVC COM 461915100 662860 11500 SH 11500 0 0 INVITROGEN CORP COM 46185R100 611568 9300 SH 9300 0 0 ITLA CAP CORP COM 450565106 103275 5100 SH 5100 0 0 ITT EDUCATIONAL SVC. COM 45068B109 156800 4900 SH 4900 0 0 ITT INDUSTRIES COM 450911102 501760 11200 SH 10300 0 900 J P MORGAN CHASE COM 46625H100 10628163 311220 SH 208690 0 102530 J.C. PENNEY INC. COM 708160106 37230 1700 SH 0 0 0 JABIL CIRCUIT INC. COM 466313103 119930 6700 SH 4200 0 2500 JACK IN THE BOX COM 466367109 854000 30500 SH 30500 0 0 JDA SOFTWARE GROUP COM 46612K10 144540 11000 SH 0 0 0 JDN RLTY CORP COM 465917102 165360 15600 SH 15600 0 0 JEFFERSON PILOT COM 475070108 2150608 48350 SH 29650 0 18700 JOHN NUVEEN CO COM 478035108 563932 12750 SH 12750 0 0 JOHNSON & JOHNSON COM 478160104 1185560 21400 SH 19300 0 2100 JOHNSON CTLS INC. COM 478366107 2694412 41300 SH 24800 0 16500 KAYDON CORP. COM 486587108 470925 22500 SH 22500 0 0 KELLOGG CO COM 487836108 4398000 146600 SH 101700 0 44900 KELLWOOD CO COM 488044108 135050 7300 SH 7300 0 0 KERR MCGEE CORP. COM 492386107 3036735 58500 SH 35700 0 22800 KEYCORP COM 493267108 400724 16600 SH 15400 0 1200 KEYSTONE AUTO COM 49338N109 601500 40100 SH 40100 0 0 KIMBALL INTL INC COM 494274103 223720 17000 SH 17000 0 0 KIMBERLY CLARK CORP. COM 494368103 248000 4000 SH 2500 0 1500 KING PHARMACEUTICALS I COM 495582108 134240 3200 SH 2000 0 1200 KNIGHT RIDDER INC. COM 499040103 2814840 50400 SH 30500 0 19900 KNIGHT TRADING GROUP COM 499063105 2474139 320900 SH 197800 0 123100 KNIGHT TRANSN INC COM 499064103 1794355 93700 SH 93700 0 0 KOGER EQUITY INC. COM 500228101 714490 41300 SH 41300 0 0 KRAFT FOODS INC COM 50075N104 1783803 51900 SH 47100 0 4800 KROGER CO. COM 501044101 7596512 308300 SH 212000 0 96300 L3 COMMUNICATIONS HLD COM 502424104 1670295 19100 SH 18100 0 1000 LAFARGE CORP. COM 505862102 293920 8800 SH 8800 0 0 LAM RESEARCH COM 512807108 1122090 66200 SH 66200 0 0 LANCASTER COLONY COM 513847103 123244 4400 SH 4400 0 0 LANCE INC COM 514606102 10616 800 SH 800 0 0 LANDAMERICA FINL COM 514936103 382375 11500 SH 11500 0 0 LATTICE SEMICONDUCTOR COM 518415104 744180 47400 SH 47400 0 0 LEAP WIRELESS INTL INC COM 521863100 150720 9600 SH 9600 0 0 LEAR CORP. COM 521865105 121590 4500 SH 2800 0 1700 LEGG MASON INC. COM 524901105 918456 23100 SH 23100 0 0 LEHMAN BROTHERS HDG COM 524908100 2097765 36900 SH 34000 0 2900 LENNOX INTL INC COM 526107107 218550 23500 SH 23500 0 0 LIBERATE TECHNOLOGIES COM 530129105 14940 1500 SH 1500 0 0 LIBERTY CORP. COM 530370105 1450875 36500 SH 36500 0 0 LIBERTY PROP. TR COM 531172104 5654799 197100 SH 132000 0 65100 LINCARE HLDGS COM 532791100 1113283 41900 SH 39200 0 2700 LINCOLN ELEC HLDGS COM 53390010 995304 45200 SH 0 0 0 LINEAR TECHNOLOGY COM 535678106 1072560 32700 SH 30600 0 2100 LINENS N THINGS COM 535679104 876976 47200 SH 47200 0 0 LITTELFUSE INC COM 537008104 212448 9600 SH 9600 0 0 LNR PPTY CORP COM 50194010 296505 9900 SH 0 0 0 LOCKHEED MARTIN COM 539830109 953750 21800 SH 21300 0 500 LOEWS CORP. COM 540424108 4864028 105100 SH 74400 0 30700 LONE STAR STEAKHOUSE S COM 542307103 10800 1000 SH 1000 0 0 LONGS DRUG STORES CORP. COM 543162101 728960 26800 SH 26800 0 0 LOUIS DREYFUS NAT GAS COM 546011107 385110 9900 SH 9900 0 0 LOUISIANA PAC CORP COM 546347105 969150 149100 SH 149100 0 0 LOWES COS INC. COM 548661107 1671120 52800 SH 49500 0 3300 LSI INDS INC COM 50216C108 515000 20600 SH 20600 0 0 MASCO CORP. COM 574599106 5919424 289600 SH 197700 0 91900 MATTEL INC. COM 577081102 3266676 208600 SH 125700 0 82900 MAXWELL SHOE INC COM 577766108 238000 17000 SH 17000 0 0 MAY DEPT STORES CO. COM 577778103 6467107 222850 SH 149450 0 73400 MBIA INC. COM 55262C100 40000 800 SH 0 0 0 MCCORMICK & CO NON VTG COM 57978020 242740 5300 SH 0 0 0 MCKESSON CORP COM 58155Q103 9375699 248100 SH 169000 0 79100 MEDIMMUNE INC. COM 584699102 106890 3000 SH 1900 0 1100 MEN'S WEARHOUSE COM 587118100 2167792 119900 SH 119900 0 0 MENTOR CORP MINN COM 587188103 839960 33200 SH 33200 0 0 MENTOR GRAPHICS COM 587200106 95082 6900 SH 4300 0 2600 MERCK & CO. INC. COM 589331107 239760 3600 SH 2200 0 1400 MEREDITH CORP. COM 589433101 167076 5200 SH 5200 0 0 MERRILL LYNCH & CO COM 590188108 2660518 65530 SH 37030 0 28500 METHODE ELECTRS COM 591520200 1397505 185100 SH 185100 0 0 METRIS COMPANIES COM 591598107 1217700 49200 SH 49200 0 0 METTLER TOLEDO INT'L COM 592688105 859656 20400 SH 20400 0 0 MGIC INVESTMENT COM 552848103 5684580 87000 SH 59700 0 27300 MICHAELS STORES COM 594087108 979272 26800 SH 26800 0 0 MICREL INC. COM 594793101 1112652 55800 SH 55800 0 0 MICROFINANCIAL COM 595072109 534875 38900 SH 38900 0 0 MICRON TECHNOLOGY COM 595112103 135576 7200 SH 4500 0 2700 MICROSEMI CORP COM 595137100 1135780 43600 SH 43600 0 0 MICROSOFT CORP. COM 594918104 1842120 36000 SH 32700 0 3300 MID ATLANTIC MED SVCS COM 59523C107 8400 400 SH 400 0 0 MID-AMER APART CMNTY COM 59522J103 712400 27400 SH 27400 0 0 MIDWAY GAMES INC COM 598148104 645463 53300 SH 53300 0 0 MILLENNIUM CHEM COM 599903101 775211 73900 SH 73900 0 0 MILLIPORE CORP COM 601073109 111174 2100 SH 1300 0 800 MINERALS TECH. COM 603158106 101898 2700 SH 2700 0 0 MINN. MNG & MFG. COM 604059105 2892960 29400 SH 17800 0 11600 MOHAWK INDS COM 608190104 330750 9000 SH 9000 0 0 MOLEX INC. CL-A COM 608554200 1674270 68900 SH 62900 0 6000 MONACO COACH COM 60886R103 349125 24500 SH 24500 0 0 MONDAVI ROBERT CORP. COM 609200100 188680 5300 SH 5300 0 0 MOODYS CORP COM 615369105 1720500 46500 SH 42600 0 3900 MOOG INC. CL A COM 615394202 3385 150 SH 150 0 0 MOTOROLA INC. COM 620076109 4884360 313100 SH 216700 0 96400 MRGN. STAN. DEAN WIT. COM 617446448 3884593 83810 SH 59710 0 24100 MSC INDL DIRECT COM 553530106 837918 52600 SH 52600 0 0 MURPHY OIL CORP. COM 626717102 455868 6300 SH 0 0 0 MYLAN LABS INC COM 62853010 110908 3400 SH 0 0 0 MYRIAD GENETICS COM 62855J104 1026440 33500 SH 33500 0 0 NACCO INDS INC. COM 629579103 122650 2200 SH 2200 0 0 NATIONAL DATA CORP. COM 635621105 889200 24700 SH 24700 0 0 NATIONAL PRESTO COM 637215104 290520 10800 SH 10800 0 0 NATIONAL SVC INDS COM 637657107 3025225 146500 SH 89200 0 57300 NATIONWIDE FINL CL A COM 638612101 379236 10200 SH 10200 0 0 NATL CITY CORP. COM 635405103 2764385 92300 SH 57300 0 35000 NATL GOLF PPTYS COM 63623G109 171735 10700 SH 10700 0 0 NATL HEALTH INVS COM 63633D104 459990 34200 SH 34200 0 0 NATURES SUNSHINE COM 639027101 87020 7600 SH 7600 0 0 NAVIGANT CONSULTING COM 63935N107 11130 3000 SH 3000 0 0 NCH CORP COM 628850109 82299 2100 SH 2100 0 0 NCO GROUP COM 628858102 541728 39600 SH 39600 0 0 NETIQ CORP COM 64115P102 573531 25188 SH 25188 0 0 NETWORKS ASSOC COM 640938106 4820860 374000 SH 282500 0 91500 NEWELL RUBBERMAID COM 651229106 2761536 121600 SH 74900 0 46700 NEWPORT NEWS SHIP. COM 652228107 598080 8900 SH 8900 0 0 NEWPOWER HLDGS INC COM 652463100 640332 207900 SH 207900 0 0 NIKE INC B COM 654106103 102982 2200 SH 1400 0 800 NISOURCE (SAIL) COM 65473P600 47912 22600 SH 11100 0 11500 NORDSTROM INC. COM 655664100 4998255 345900 SH 231800 0 114100 NORTHERN TRUST CO. COM 665859104 209920 4000 SH 2500 0 1500 NORTHROP GRUMMAN COM 666807102 6262000 62000 SH 41900 0 20100 NORTHWEST NAT GAS COM 667655104 313426 13400 SH 13400 0 0 NORTHWESTERN CORP COM 668074107 173800 7900 SH 7900 0 0 NUI CORP. COM 629431107 247203 12100 SH 12100 0 0 NUMERICAL TECH. COM 67053T10 652380 39300 SH 0 0 0 NY COMMUNITY BANCORP COM 649445103 100963 4350 SH 4350 0 0 O CHARLEYS INC COM 670823103 102900 6000 SH 6000 0 0 O'REILLY AUTO COM 686091109 2804835 97900 SH 97900 0 0 OCCIDENTAL PETRO. COM 674599105 172814 7100 SH 5600 0 1500 OCULAR SCIENCES COM 675744106 111375 5500 SH 5500 0 0 OFFICE DEPOT INC. COM 676220106 3794400 279000 SH 169500 0 109500 OLD REP INTL CORP. COM 680223104 296173 11300 SH 9400 0 1900 OMNICOM GROUP COM 681919106 162250 2500 SH 1600 0 900 ON ASSIGNMENT INC. COM 682159108 456672 28400 SH 28400 0 0 ORACLE SYSTEMS COM 68389X105 982498 78100 SH 72900 0 5200 ORTHODONTIC CTR COM 68750P103 3258730 132200 SH 132200 0 0 OSI PHARMACEUTICALS COM 671040103 338000 10400 SH 10400 0 0 OUTBACK STEAKHOUSE COM 689899102 670982 26200 SH 26200 0 0 OWENS & MINOR COM 690732102 397880 19600 SH 19600 0 0 OXFORD HEALTH PLANS COM 691471106 5543680 195200 SH 137000 0 58200 OXFORD INDS INC COM 691497309 10950 500 SH 500 0 0 PACCAR INC. COM 693718108 132489 2700 SH 2700 0 0 PALL CORP COM 696429307 112810 5800 SH 3600 0 2200 PALM HARBOR HOMES COM 696639103 97240 5200 SH 5200 0 0 PAPA JOHNS INTL INC COM 698813102 130250 5000 SH 5000 0 0 PARKET HANNIFIN COM 701094104 3351110 97700 SH 58600 0 39100 PATTERSON DENTAL COM 703412106 1223752 33200 SH 30000 0 3200 PAXSON COMMUNICATIONS COM 70423110 426960 59300 SH 0 0 0 PC-TEL INC COM 69325Q105 396000 52800 SH 52800 0 0 PEABODY ENERGY COM 704549104 65070 2700 SH 2700 0 0 PEC SOLUTIONS COM 70510710 909936 53400 SH 0 0 0 PEDIATRIX MEDICAL COM 705324101 876985 21500 SH 21500 0 0 PEOPLES ENERGY CORP. COM 711030106 7299936 183600 SH 125800 0 57800 PEP BOYS MANNY MOE & J COM 713278109 598910 54200 SH 54200 0 0 PEPSICO INC. COM 713448108 5567800 114800 SH 77900 0 36900 PEREGRINE SYSTEMS COM 71366Q101 661812 52400 SH 52400 0 0 PERICOM SEMICONDUCTOR COM 713831105 1196790 86100 SH 86100 0 0 PERRIGO CO COM 714290103 259065 17100 SH 17100 0 0 PF CHANGS CHINA BISTRO COM 69333y108 1174584 32700 SH 32700 0 0 PFIZER INC. COM 717081103 3850602 96025 SH 86425 0 9600 PG&E CORP COM 69331C108 2687360 176800 SH 106300 0 70500 PHARMACEUTICAL PRODS COM 717124101 846481 28900 SH 28900 0 0 PHARMACIA CORP. COM 71713U102 9092376 224171 SH 152529 0 71642 PHELPS DODGE CORP. COM 717265102 2453000 89200 SH 54200 0 35000 PHILIP MORRIS CO. COM 718154107 6692994 138600 SH 94700 0 43900 PHILLIPS PETE CO. COM 718507106 3570828 66200 SH 40200 0 26000 PIER 1 IMPORTS INC COM 720279108 1318870 158900 SH 158900 0 0 PIONEER STANDARD EL COM 723877106 9922 1100 SH 1100 0 0 PITTSTON CO COM 725701106 92310 5100 SH 5100 0 0 PMI GROUP COM 69344M101 118541 1900 SH 1900 0 0 PNC FINCL SVCS COM 693475105 4574275 79900 SH 54600 0 25300 POLYCOM INC. COM 73172K104 1586487 65100 SH 65100 0 0 POMEROY COMPTR COM 731822102 108450 9000 SH 9000 0 0 POPE & TALBOT INC COM 732827100 472320 36900 SH 36900 0 0 POWERWAVE TECH. COM 739363109 494680 41500 SH 41500 0 0 PRENTISS PPTYS TR COM 74070610 148500 5400 SH 0 0 0 PRIDE INTL INC COM 74153Q102 1137760 109400 SH 109400 0 0 PRIORITY HEALTHCARE B COM 74264T102 559200 23300 SH 23300 0 0 PROFESSIONAL DETAILING COM 69329V100 527085 22100 SH 22100 0 0 PROGRESS ENERGY COM 743263105 2123706 49400 SH 25800 0 23600 PROGRESS SOFTWARE COM 743312100 710692 50800 SH 50800 0 0 PROTEIN DESIGN LABS IN COM 74369L103 750957 15900 SH 15900 0 0 PROVINCE HEALTHCARE COM 743977100 1004839 27350 SH 27350 0 0 PULITZER INC. COM 745769109 354240 8000 SH 8000 0 0 QRS CORP. COM 74726X105 86520 10300 SH 10300 0 0 QUALCOMM INC. COM 747525103 1459478 30700 SH 27700 0 3000 QUANEX CORP. COM 747620102 207900 9000 SH 9000 0 0 RADIAN GROUP COM 750236101 77000 2000 SH 2000 0 0 RADIO ONE CL D COM 75040P405 588540 51000 SH 51000 0 0 RAYONIER INC COM COM 754907103 481593 11900 SH 11900 0 0 RECKSON ASSOCS RLTY COM 75621K106 222180 9200 SH 9200 0 0 REDWOOD TR INC COM 758075402 339810 14100 SH 14100 0 0 REGAL BELOIT CORP. COM 758750103 12775 700 SH 700 0 0 REHABCARE GROUP INC COM 759148109 113126 2600 SH 1600 0 1000 RENAL CARE COM 759930100 1424651 46300 SH 46300 0 0 RENT A CENTER COM 76009N100 127875 5500 SH 5500 0 0 REPUBLIC SVCS COM 760759100 1370520 84600 SH 47500 0 37100 RESMED INC COM 761152107 1036320 20400 SH 20400 0 0 RETEK INC. COM 76128Q109 483296 38296 SH 38296 0 0 REX STORES CORP COM 76162410 103125 7500 SH 0 0 0 RFS HOTEL INVS INC COM 74955J108 11385 1100 SH 1100 0 0 RLI CORP. COM 749607107 414100 10100 SH 10100 0 0 ROHM & HAAS CO COM 775371107 7469280 228000 SH 155900 0 72100 ROPER INDS INC. COM 776696106 1018517 28300 SH 28300 0 0 ROSS STORES INC COM 778296103 6917625 236500 SH 165100 0 71400 ROWAN COS COM 77938210 141132 11400 SH 0 0 0 RPM INC OHIO COM 749685103 235305 24900 SH 24900 0 0 RSA SECURITY INC. COM 749719100 550514 40900 SH 40900 0 0 RUDDICK CORP COM 781258108 9180 600 SH 600 0 0 RUDOLPH TECHNOLOGIES COM 78127010 461142 18700 SH 0 0 0 RURAL CELLULAR COM 78190410 862650 35500 SH 0 0 0 RUSSELL CORP COM 782352108 255378 18600 SH 18600 0 0 RYDER SYS INC COM 783549108 1085457 54300 SH 54300 0 0 SABRE HOLDINGS CORP. COM 785905100 120330 4500 SH 2800 0 1700 SAFEWAY INC. COM 786514208 1243236 31300 SH 28600 0 2700 SANTA FE INTL CORP COM G7805C108 1304750 61400 SH 57600 0 3800 SBC COMMUNICATIONS COM 78387G103 8253869 175167 SH 118061 0 57106 SCHERING PLOUGH COM 806605101 6678000 180000 SH 128300 0 51700 SCHLUMBERGER LTD. COM 806857108 173660 3800 SH 2400 0 1400 SCHOLASTIC CORP COM 807066105 139200 3200 SH 2000 0 1200 SCHOOL SPECIALTY COM 80786310 143632 4700 SH 0 0 0 SCHULMAN A INC COM 808194104 288025 28100 SH 28100 0 0 SECURITY CAP GP COM 81413P20 868144 46400 SH 0 0 0 SEMTECH CORP. COM 816850101 893970 31500 SH 31500 0 0 SENSIENT TECH COM 81725T100 158355 8500 SH 8500 0 0 SENSORMATIC ELECTRS COM 81726510 1169568 49600 SH 0 0 0 SHERWIN WILLIAMS COM 824348106 308858 13900 SH 11900 0 2000 SIERRA PAC RES NEW COM 826428104 1183840 78400 SH 78400 0 0 SILICON VY BANC COM 827064106 937280 46400 SH 46400 0 0 SINCLAIR BRDCASTinG GRP COM 829226109 183768 22800 SH 22800 0 0 SL Green Realty Corp. COM 78440X101 321504 10200 SH 10200 0 0 SMITHFIELD FOODS COM 832248108 105250 5000 SH 5000 0 0 SOLA INTL INC COM 834092108 338068 22300 SH 22300 0 0 SOLECTRON CORP. COM 834182107 95530 8200 SH 5100 0 3100 SOUTHWEST SECS COM 845224104 1972264 114800 SH 114800 0 0 SOVRAN SELF STORAGE IN COM 84610H108 350520 12700 SH 12700 0 0 SPINNAKER EXPL CO COM 84855W10 661606 18700 SH 0 0 0 SPRINT (NEW) COM 852061506 2529098 96200 SH 87400 0 8800 SPRINT CORP. (FONE GP) COM 852061100 3318182 138200 SH 84900 0 53300 ST PAUL COMPANIES COM 792860108 2885400 70000 SH 42000 0 28000 STANDARD COML COM 853258101 616875 37500 SH 37500 0 0 STANDARD PAC CORP. COM 85375C101 794057 40700 SH 40700 0 0 STANDARD REGISTER CO COM 853887107 94250 6500 SH 6500 0 0 STAPLES INC. COM 855030102 1392405 104300 SH 95100 0 9200 STATE STREET COM 857477103 1547000 34000 SH 33200 0 800 STEWART & STEVENSON COM 86034210 1350888 56100 SH 0 0 0 STILWELL FINL INC COM 860831106 1166100 59800 SH 55200 0 4600 STONE ENERGY COM 861642106 339388 10540 SH 10540 0 0 SUIZA FOODS CORP COM 865077101 7059052 111800 SH 85900 0 25900 SUN MICROSYSTEMS COM 866810104 1241327 150100 SH 136900 0 13200 SUNGARD DATA SYS. COM 867363103 88806 3800 SH 2400 0 1400 SUNOCO INC COM 86764P109 405840 11400 SH 11400 0 0 SUNTRUST BANKS INC. COM 867914103 2504160 37600 SH 22000 0 15600 SUPERIOR INDS INTL COM 868168105 720657 21700 SH 21700 0 0 SUPERTEX INC COM 868532102 149352 9800 SH 9800 0 0 SUPERVALU INC. COM 868536103 333795 16500 SH 14500 0 2000 SUSQUEHANNA BANCSHRS COM 869099101 11125 500 SH 500 0 0 SWIFT ENERGY CO. COM 870738101 74232 3600 SH 3600 0 0 SYKES ENTERPRISES COM 871237103 12834 2300 SH 2300 0 0 SYLVAN LEARNING SYS I COM 871399101 691580 30200 SH 30200 0 0 SYMANTEC CORP. COM 871503108 956892 27600 SH 25400 0 2200 SYMYX TECHNOLOGIES COM 87155S10 29500 2000 SH 0 0 0 SYNOPSYS INC. COM 871607107 2410611 60100 SH 58100 0 2000 TARGET CORP. COM 8.76E+110 5495925 173100 SH 121500 0 51600 TCF FINACIAL CORP. COM 872275102 787626 17100 SH 17100 0 0 TECH DATA CORP. COM 878237106 5685000 150000 SH 111300 0 38700 TECHNE CORP. COM 878377100 3054834 103800 SH 103800 0 0 TECHNITROL INC. COM 878555101 392480 17600 SH 17600 0 0 TECUMSEH PROD A COM 878895200 519042 11400 SH 11400 0 0 TEKTRONIX INC. COM 879131100 757317 43300 SH 43300 0 0 TELECORP PCS INC NEW COM 879300101 133705 12100 SH 12100 0 0 TENET HEALTHCARE COM 88033G100 3632685 60900 SH 43100 0 17800 TESORO PETE CORP COM 881609101 345100 29000 SH 29000 0 0 TEXACO INC. COM 881694103 7683000 118200 SH 78200 0 40000 TEXAS INSTRS INC. COM 882508104 1146582 45900 SH 42400 0 3500 THOMAS & BETTS COM 884315102 2139552 122400 SH 69200 0 53200 THORNBURG MTG COM 885218107 77879 4700 SH 4700 0 0 THQ INC. COM 872443403 828480 19200 SH 19200 0 0 TIMKEN CO COM 887389104 786380 57400 SH 57400 0 0 TJX COMPANIES INC. COM 872540109 7280770 221300 SH 153100 0 68200 TMP WORLDWIDE COM 872941109 107882 3800 SH 2400 0 1400 TOLL BROTHERS INC. COM 889478103 136482 4600 SH 2900 0 1700 TORO CO DELA COM 891092108 143140 3400 SH 3400 0 0 TRACTOR SUPPLY COM 892356106 113940 6000 SH 6000 0 0 TRAMMELL CROW COM 89288R106 100000 10000 SH 10000 0 0 TRANSACTION SYS ARCH COM 893416107 509308 81100 SH 81100 0 0 TRANSOCEAN OFFSHORE COM G90078109 5530800 209500 SH 142300 0 67200 TRINITY INDS COM 89652210 179695 8300 SH 0 0 0 TRIQUINT SEMICONDUCTR COM 89674K103 1435902 89800 SH 89800 0 0 TUPPERWARE CORP. COM 899896104 113658 5700 SH 5700 0 0 TXU CORP. COM 873168108 5048880 109000 SH 77000 0 32000 UIL HLDG CORP COM 902748102 1378241 28900 SH 28300 0 600 ULTRAMAR DIA. SHAM. COM 904000106 43146 900 SH 0 0 0 UMPQUA HLDGS COM 904214103 103740 8400 SH 8400 0 0 UNIFIRST CORP MASS COM 904708104 307580 18200 SH 18200 0 0 UNION PACIFIC CORP. COM 907818108 5130860 109400 SH 76600 0 32800 UNISYS CORP. COM 909214108 1619420 187000 SH 104900 0 82100 UNITED HEALTHCARE COM 91324P102 2586850 38900 SH 35100 0 3800 UNITED RENTALS COM 911363109 1323042 76300 SH 76300 0 0 UNITED STATIONERS COM 913004107 304674 10200 SH 10200 0 0 UNITED TECHNOLOGIES COM 913017109 4659300 100200 SH 70400 0 29800 UNIVERSAL CORP. COM 913456109 96773 2900 SH 2900 0 0 UNOCAL CORP. COM 915289102 3601000 110800 SH 67100 0 43700 US BANCORP COM 902973304 3810524 171800 SH 104000 0 67800 US FREIGHTWAYS COM 916906100 253854 8100 SH 6900 0 1200 US REST PROP COM 902971100 565080 40800 SH 40800 0 0 USEC INC COM 9.03E+112 547836 85200 SH 85200 0 0 USX MARATHON GP. COM 902905827 4649150 173800 SH 104200 0 69600 UTD COMMUNITY FINL COM 909839102 169200 24000 SH 24000 0 0 VALASSIS COMM. COM 918866104 299954 9400 SH 9400 0 0 VALSPAR CORP COM 92035510 605264 18100 SH 0 0 0 VARIAN INC. COM 922206107 522340 20500 SH 20500 0 0 VARIAN MED SYS COM 92220P105 596595 9300 SH 9300 0 0 VEECO INSTRS INC DEL COM 922417100 140450 5300 SH 5300 0 0 VERIZON COMM. COM 92343V104 6843508 126474 SH 84338 0 42136 VIACOM CL B COM 925524308 1553707 45035 SH 41435 0 3600 VIAD CORP COM 92552R10 703906 36700 SH 0 0 0 VISHAY INTERTECH. COM 928298108 1056160 57400 SH 52600 0 4800 VODAFONE GP PLC COM 92857W100 204228 9300 SH 5800 0 3500 W-H ENERGY SVCS COM 9.29E+112 82954 5900 SH 5900 0 0 WACHOVIA CORP COM 929903102 5338200 172200 SH 116700 0 55500 WACKENHUT CORRECTIONS COM 929798106 108540 8100 SH 8100 0 0 WADDELL & REED FIN [A] COM 93005910 572000 22000 SH 0 0 0 WAL MART STORES INC. COM 931142103 158400 3200 SH 2000 0 1200 WALLACE COMPUTER SVCS COM 932270101 1206810 75900 SH 75900 0 0 WASHINGTON MUTUAL COM 939322103 7953816 206700 SH 145800 0 60900 WASTE CONNECTIONS INC COM 941053100 1638900 60700 SH 60700 0 0 WASTE MGMT INC DEL. COM 94106L109 3978912 148800 SH 91000 0 57800 WATSCO INC. COM 942622200 577269 44100 SH 44100 0 0 WATTS INDUSTRIES COM 942749102 289510 22100 SH 22100 0 0 WAUSAU-MOS. PAPER COM 943315101 616590 52700 SH 52700 0 0 WEATHERFORD INT'L COM 947074100 5295876 207600 SH 147300 0 60300 WEBSTER FINL COM 947890109 794336 24100 SH 24100 0 0 WELLPT HEALTH NTWK COM 94973H108 4606130 42200 SH 29800 0 12400 WELLS FARGO (NEW) COM 949746101 160020 3600 SH 2200 0 1400 WEST CORP COM 95235510 463320 23400 SH 0 0 0 WESTERN RESOURCES COM 959425109 3156085 190700 SH 115900 0 74800 WESTERN WIRELESS COM 9.60E+24 1084338 32100 SH 0 0 0 WESTWOOD ONE INC COM 961815107 376025 16900 SH 16900 0 0 WEYERHAEUSER CO. COM 962166104 6439462 132200 SH 91600 0 40600 WGL HLDGS INC COM 92924F106 225876 8400 SH 8400 0 0 WHIRLPOOL CORP COM 963320106 6271155 113300 SH 78000 0 35300 WHITEHALL JEWELLERS COM 96506310 352470 37900 SH 0 0 0 WHOLE FOODS MARKET COM 966837106 574803 18300 SH 18300 0 0 WILLIAMS COS. COM 969457100 604012 22125 SH 22125 0 0 WILLIAMS SONOMA INC COM 96990410 911923 38300 SH 0 0 0 WILSON GREATBATCH TECH COM 972232102 720780 24600 SH 24600 0 0 WIND RIVER SYSTEMS COM 973149107 13692 1304 SH 1304 0 0 WISCONSIN ENERGY COM 976657106 306000 13600 SH 13600 0 0 WMS INDS INC COM 929297109 1289013 73700 SH 73700 0 0 WOLVERINE TUBE INC COM 978093102 7070 700 SH 700 0 0 WOLVERINE WW. COM 978097103 475776 35400 SH 35400 0 0 WORLDCOM INC. COM 98157D106 8772561 583282 SH 396932 0 186350 XEROX CORP. COM 984121103 3423950 441800 SH 269300 0 172500 XILINX INC. COM 983919101 1049438 44600 SH 40700 0 3900 YELLOW CORP COM 985503108 109836 5400 SH 5400 0 0 YORK INTL COM 986670107 1240112 43300 SH 43300 0 0 ZALE CORP. COM 988858106 97976 3700 SH 3700 0 0 ZEBRA TECHNOLOGIES COM 989207105 415806 11100 SH 11100 0 0 ZION BANCORP COM 989701107 1003442 18700 SH 17700 0 1000 ZORAN CORP COM 98975F101 140476 5800 SH 5800 0 0 CASH AND EQUIVALENTS 28100555
-----END PRIVACY-ENHANCED MESSAGE-----