-----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, NDWU3dXzR1sxysU/TxBv5mRv/sZcpBPnSJTT+TEJmlA0c6He3YGtDcF5/yX/tvcc 24/UduHDVVxA+ewZACjzjw== 0001034549-99-000002.txt : 19990723 0001034549-99-000002.hdr.sgml : 19990723 ACCESSION NUMBER: 0001034549-99-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 19990331 FILED AS OF DATE: 19990722 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: SEC FILE NUMBER: 028-06194 FILM NUMBER: 99668495 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 FORM 13F HOLDINGS REPORT Securities Exchange Commission Attn: Filing Desk 450 5th Street, N.W. Washington DC 20549 Dear Sir/Madam: Please find the following requested data in regard to the Form 13F: Report for the Quarter Ended: March 31, 1999 Institutional Investment Manager: Paradigm Asset Management Company, LLC Address: 650 5th Avenue, 14th Floor, New York, NY 10019 Name, Phone No., and Title of Person Authorized to Submit this Report: James E. Francis 212-771-6100 CEO & President Items 1 to 6 is attached of the relevant filing instructions are attached. General Investment Process Data: Paradigm Asset Management Company is Investment Committee, made up of four portfolio managers, reviews the criteria for the decision rules, processes and constraints utilized in the investment strategy. Paradigm's approach is well defined, systematic and disciplined. Therefore, subsequent to implementation, no manager discretion is exercised to manipulate the strategy. The decision to eliminate manager discretion provides assurance that the integrity of the product will not be corrupted due to judgmental or emotional overlays. Nevertheless, constant monitoring and analysis of the portfolio's behavior and performance provide valuable information for subsequent implementation If you have any further questions, please call me at: 212-771-6100 Sincerely, James E. Francis President & CEO Encl Sec-13f.doc Paradigm Asset Management Company, LLC PORTFOLIO APPRAISAL March 31, 1999 INVSTMT NAME OF ISSUER TITLE OF CLASS CUSIP VALUE SHARES SH DSCRETN - -------------------------- ---------------------------------------------------------------- 3 Com Corp. COM 88553510 743669 31900 SH SOLE 99 Cents Only Stores COM 65440K10 280087 6600 SH SOLE A O N Corp COM 3738910 14711950 232600 SH SOLE ACMAT Corp COM 461620 106500 7100 SH SOLE AMP Inc. COM 3189710 2773600 51843 SH SOLE AMR Corp COM 176510 543343 9278 SH SOLE ATMI Inc COM 00207R10 454000 22700 SH SOLE Abacus Direct Corp. COM 255310 1000400 12200 SH SOLE Abbott Labs COM 282410 2574687 55000 SH SOLE Abercombie & Fitch COM 289620 1614375 17500 SH SOLE Abovenet Comm. COM 374310 2355750 18000 SH SOLE Ace Limited COM G0070K10 455337 14600 SH SOLE Adelphia Comm. CL A COM 684810 1171800 18600 SH SOLE Adobe Sys Inc. COM 00724F10 539125 9500 SH SOLE Advent Software COM 797410 580000 11600 SH SOLE Advo System Inc. COM 758510 13519 700 SH SOLE Aetna Life & Cas COM 811710 15255815 183805 SH SOLE Affil. Cmptr Svc A COM 819010 1299300 28400 SH SOLE Affiliated Mgrs Gp COM 825210 530400 20400 SH SOLE Agouron Pharm. COM 848810 345031 6100 SH SOLE Air Express Intl COM 910410 400812 26500 SH SOLE Air Prod & Chem. COM 915810 235092 6864 SH SOLE Airborne Freight COM 926610 161200 5200 SH SOLE Airtouch Comm. COM 00949T10 2009800 20800 SH SOLE Akzo N V ADR COM 1019930 173900 4700 SH SOLE Albertsons Inc. COM 1310410 9058400 166400 SH SOLE Alcatel Alsthom COM 1390430 41062 1800 SH SOLE Alcoa Inc. COM 1381710 6944954 168618 SH SOLE Aliant Comm. COM 1609010 548562 13400 SH SOLE Alkermes Inc. COM 01642T10 506850 18600 SH SOLE Alleghany Corp. New COM 1717510 281329 1530 SH SOLE Allied Signal Inc. COM 1951210 11013081 223900 SH SOLE Allstate Corp. COM 2000210 28297219 763500 SH SOLE Alltel Corp. COM 2003910 417912 6700 SH SOLE Altera Co COM 2144110 1439900 24200 SH SOLE Alza Corp. COM 2261510 175950 4600 SH SOLE Amdocs Ltd. COM G0260210 1014212 46900 SH SOLE Amer Express Co. COM 2581610 19711350 167400 SH SOLE Amer Home Products COM 2660910 13500225 206900 SH SOLE Amer Tel & Teleg. COM 195710 39444375 494213 SH SOLE Amer. Elec. Pwr COM 2553710 8929687 225000 SH SOLE Amer. Italian Pasta A COM 2707010 480000 19200 SH SOLE Amerada Hess Corp. COM 2355110 633190 12446 SH SOLE America Online Inc. COM 02364J10 1499400 10200 SH SOLE American Annuity Gp COM 2384010 197925 9100 SH SOLE American Bkrs Ins GP COM 2445610 1887600 36300 SH SOLE American General COM 2635110 19599000 278000 SH SOLE American Heritage Li COM 2652210 876550 37600 SH SOLE American Intl Group COM 2687410 33340750 276400 SH SOLE American Natl Ins. COM 2859110 1290687 19300 SH SOLE American Stores COM 3009610 82500 2500 SH SOLE Americredit Corp COM 03060R10 1884750 143600 SH SOLE Amerisource Health COM 03071P10 430762 12600 SH SOLE Ameritech Corp. COM 3095410 26380725 457800 SH SOLE Amerus Life Hldgs COM 3073210 136800 5700 SH SOLE Ames Dept. Stores COM 3078950 126225 3400 SH SOLE Ametek Aerospace COM 3110010 228125 12500 SH SOLE Amgen Inc. COM 3116210 2246250 30000 SH SOLE Analog Devices Inc. COM 3265410 5950 200 SH SOLE Analogic Corp. COM 3265720 447950 13600 SH SOLE Anheuser Busch Co. COM 3522910 30465225 400200 SH SOLE Answerthink Consulting Group COM 36916104 50400 1800 SH SOLE Apollo Group COM 3760410 1547525 51800 SH SOLE Applebees intl COM 3789910 131506 5300 SH SOLE Applied Matls Inc. COM 3822210 11424525 185200 SH SOLE Applied Power Inc. COM 3822510 1046400 38400 SH SOLE Arden Realty Group COM 3979310 369350 16600 SH SOLE Armstrg Wld Ind COM 4247610 286353 6337 SH SOLE Arrow Intl Inc. COM 4276410 819375 38000 SH SOLE Asa Holdings COM 04338Q10 403500 12000 SH SOLE Asarco Inc. COM 4341310 82875 6000 SH SOLE Ascend Comm. Inc. COM 4349110 1079569 12900 SH SOLE Ashland Inc. COM 4420410 60587 1480 SH SOLE Aspect Dev Inc COM 4523410 592875 25500 SH SOLE Assoc First Cap COM 4600810 13810507 306900 SH SOLE Associated Banc Corp COM 4548710 402412 12600 SH SOLE Astec Inds Inc COM 4622410 104975 3400 SH SOLE Astoria Financial COM 4626510 730000 14600 SH SOLE Atl. Coast Airln Hldgs COM 4839610 815625 29000 SH SOLE Atlantic Richfield COM 4882510 19685250 269200 SH SOLE Atwood Oceanics COM 5009510 585000 19500 SH SOLE Auto Data Process COM 5301510 1472950 35600 SH SOLE Autodesk Inc. COM 5276910 153662 3800 SH SOLE Avalonbay Cmntys COM 5348410 937125 29400 SH SOLE Avon Products COM 5430310 1228331 26100 SH SOLE Aydin Corp COM 5468110 138469 10500 SH SOLE Aztar Corp COM 5480210 105875 22000 SH SOLE B J Services Co. COM 5548210 1643775 70700 SH SOLE BB&T Corporation COM 5493710 4429350 122400 SH SOLE BEC Energy COM 05538M10 176400 4800 SH SOLE BISYS Group Inc. COM 5547210 1755000 31200 SH SOLE BMC Software Inc. COM 5592110 1156350 31200 SH SOLE BP Amoco PLC ADR COM 5562210 25199803 249503 SH SOLE Baker Hughes Inc. COM 5722410 11526556 474100 SH SOLE Baldwin Piano COM 5824610 55200 6900 SH SOLE Ballantyne Omaha COM 5851610 4 0 SH SOLE Banctec Inc. COM 5978410 144056 11700 SH SOLE Bank New York Inc. COM 6405710 12549375 349200 SH SOLE Bank One Corporation COM 06423A10 30960432 562278 SH SOLE Bank Utd Corp COM 6541210 572250 14000 SH SOLE BankBoston Corp. COM 06605R10 1243155 28702 SH SOLE Bankamerica COM 06605F10 33158437 469500 SH SOLE Bankers Trust Corp COM 6636510 11138121 126211 SH SOLE Barnes Group COM 6780610 129375 6900 SH SOLE Barrett Res Corp. COM 6848020 1235581 49300 SH SOLE Barrick Gold COM 6790110 675675 39600 SH SOLE Baxter Intl Inc. COM 7181310 633600 9600 SH SOLE Bell & Howell Co COM 7785210 659531 22500 SH SOLE Bell Atlantic Corp. COM 7785310 22737331 439900 SH SOLE Bellsouth Corp. COM 7986010 13889669 346700 SH SOLE Bergen Brunswig COM 8373910 124000 6200 SH SOLE Beringer Wine Est. COM 8410210 360112 9900 SH SOLE Berkshire Hath. B COM 8467020 122252 52 SH SOLE Bestfoods COM 08658U10 2890500 61500 SH SOLE Beyond.Com Corp. COM 08860E10 1162725 44400 SH SOLE Billing Concepts COM 9006310 1325250 111600 SH SOLE Biogen Inc. COM 9059710 1165987 10200 SH SOLE Black & Decker COM 9179710 80052 1444 SH SOLE Black Box Corp Del COM 9182610 120900 3900 SH SOLE Blyth Inds Inc COM 09643P10 1301737 55100 SH SOLE Bob Evans Farms Inc. COM 9676110 114000 5700 SH SOLE Boeing Co. COM 9702310 605200 17800 SH SOLE Borders Group Inc. COM 9970910 307969 21900 SH SOLE Borg-Warner Auto COM 9972410 1343531 28100 SH SOLE Boron Lepore & Assoc. COM 10001P10 128650 12400 SH SOLE Boston Scientific COM 10113710 1738750 42800 SH SOLE Bowater Inc. COM 10218310 483425 12200 SH SOLE Bowne & Co. Inc. COM 10304310 459319 39300 SH SOLE Briish Stl PLC COM 11101530 133237 6600 SH SOLE Brinker Int'l COM 10964110 1172375 45200 SH SOLE Bristol Myers Squibb COM 11012210 24175125 377000 SH SOLE Broadvision Inc COM 111412102 71700 1200 SH SOLE Brown Tom Inc New COM 11566020 19400 1600 SH SOLE Browning Ferris Inds COM 11588510 11444926 296789 SH SOLE Burlington Coat Fac. COM 12157910 109275 9300 SH SOLE Burlington Northern COM 12189T10 320794 9758 SH SOLE Burlington Resources COM 12201410 2160379 54094 SH SOLE Butler Mfg Co Del COM 12365510 150000 6400 SH SOLE Bway Corp COM 5603910 77806 5900 SH SOLE C&D Technologies COM 12466110 171637 6900 SH SOLE CBS Corp. COM 12490K10 10835719 265500 SH SOLE CCB Finl Corp. COM 12487510 4654781 86100 SH SOLE CEC Entertainment COM 12513710 89687 2500 SH SOLE CMAC Invt Corp COM 12566210 733200 18800 SH SOLE CMP Group Inc. COM 12588710 643125 35000 SH SOLE CMS Energy Corp. COM 12589610 265167 6588 SH SOLE CSG Sys Intl COM 12634910 2366250 60000 SH SOLE CSK Auto Corp Com COM 12596510 972969 32500 SH SOLE CSX Corp. COM 12640810 1148656 29500 SH SOLE CVS Corp COM 12665010 1026000 21600 SH SOLE Cadence Design Sys COM 12738710 525300 20400 SH SOLE Campbell Soup Co COM 13442910 358050 8800 SH SOLE Canadaigua Brands A COM 13721920 201500 4000 SH SOLE Capital RE Corp COM 14043210 119025 6900 SH SOLE Caraustar Inds COM 14090910 305900 13300 SH SOLE Cardinal Health Inc COM 14149Y10 2422200 36700 SH SOLE Carematrix Corp COM 14170610 611800 32200 SH SOLE Carnival Corp. COM 14365810 917831 18900 SH SOLE Carolina Pwr & Light COM 14414110 7188156 190100 SH SOLE Carpenter Tech. COM 14428510 830000 32000 SH SOLE Carriage Svcs CL A COM 14390510 80162 5300 SH SOLE Castle & Cooke Inc COM 14843310 171200 12800 SH SOLE Castle A M COM 14841110 53900 4400 SH SOLE Catalina Mktg COM 14886710 2602012 30300 SH SOLE Catalytica Inc Com COM 14888510 12100 1100 SH SOLE Caterpillar Tractor COM 14912310 10161375 221200 SH SOLE Cellular Comm. COM 15091810 7993 100 SH SOLE Cendant Corp. COM 15131310 12750 800 SH SOLE Centex Construct COM 15231R10 539594 15500 SH SOLE Centex Corp. COM 15231210 96787 2900 SH SOLE Central & S W Corp. COM 15235710 5892187 251400 SH SOLE Central Garden COM 15352710 771187 45700 SH SOLE Central Newspapers COM 15464710 180587 5802 SH SOLE Centura Bks COM 15640T10 349125 6000 SH SOLE Century Tel Ent COM 15668610 309100 4400 SH SOLE Champion Enterprises COM 15849610 1499625 77400 SH SOLE Champion Intl. Corp. COM 15852510 2537662 61800 SH SOLE Charles River Assoc. COM 15985210 113387 4700 SH SOLE Charles Schwab COM 80851310 1759087 18300 SH SOLE Chartwell Re Corp. COM 16139W10 132825 7700 SH SOLE Chase Manh. New COM 16161A10 31329375 385000 SH SOLE Chemed Corp COM 16359610 445475 17300 SH SOLE Cherry Corp COM 16454120 151200 11200 SH SOLE Chevron Corp. COM 16675110 13436750 151400 SH SOLE Chic By His Inc COM 16711310 43462 18300 SH SOLE Chicago Bridge&Iron COM N1980810 91437 7700 SH SOLE Chubb Corp. COM 17123210 9984379 170491 SH SOLE Ciena Corp COM 17177910 4500 200 SH SOLE Cigna Corp. COM 12550910 11003240 131284 SH SOLE Cinergy Corp. COM 17247410 3069000 111600 SH SOLE Circuit City Store COM 17273710 482737 6300 SH SOLE Cisco Systems COM 17275R10 3538869 32300 SH SOLE Citation Corp Ala COM 17289510 89175 8700 SH SOLE Citigroup Inc. (New) COM 17296710 32854107 514350 SH SOLE Claire's Stores COM 17958410 180750 6000 SH SOLE Clear Channel Com. COM 18450210 824869 12300 SH SOLE Cleveland Cliffs COM 18589610 224812 6600 SH SOLE Cmptr Assoc Intl COM 20491210 56900 1600 SH SOLE Coach USA Inc. COM 18975L10 481250 17500 SH SOLE Coca Cola Company COM 19121610 2933725 47800 SH SOLE Coca Cola Enterprises COM 19121910 57475 1900 SH SOLE Cognizant Tech. COM 19244610 482850 17400 SH SOLE Coherent Inc COM 19247910 334125 24300 SH SOLE Colgate Palmolive COM 19416210 2309200 25100 SH SOLE Columbia Gas Sys. COM 19764810 82032 1570 SH SOLE Columbia HCA Healthcare COM 19767710 5794875 306000 SH SOLE Comair Holdings Inc. COM 19978910 77962 3300 SH SOLE Comcast Corp. Spl. A COM 20030020 213987 3400 SH SOLE Comerica Inc. COM 20034010 6836906 109500 SH SOLE Comm. Federal Cp COM 20164710 1686891 72750 SH SOLE Commercial Metal Co COM 20172310 434000 21700 SH SOLE Commonwealth Engy COM 20280010 976600 25700 SH SOLE Commonwealth Inds COM 20300410 133200 14800 SH SOLE Commonwlth Tele COM 20334910 73625 2000 SH SOLE Compaq Computer COM 20449310 7696878 242899 SH SOLE Compuware Corp. COM 20563810 599262 25100 SH SOLE Compx Int'l CL A COM 20563P10 73950 5800 SH SOLE Comsat Corp. COM 20564D10 324100 11200 SH SOLE Conagra Inc. COM 20588710 202437 7900 SH SOLE Concentric Ntwk CP COM 20589R10 1203475 16100 SH SOLE Concord Comm. COM 20618610 837900 14700 SH SOLE Concord EFS COM 20619710 1011544 36700 SH SOLE Consolidated Edison COM 20911510 8033906 177300 SH SOLE Consolidated Nat Gas COM 20961510 5005075 102800 SH SOLE Consolidated Papers Inc. COM 20975910 25850 1100 SH SOLE Cooper Inds Inc. COM 21666910 532812 12500 SH SOLE Cordant Tech. COM 21841210 601169 15100 SH SOLE Core Laboratories N V COM N2271710 285525 16200 SH SOLE Corn Products Intl COM 21902310 117294 4900 SH SOLE Cort Business Svcs COM 22049310 92500 4000 SH SOLE Cost Plus Calif COM 22148510 318719 10850 SH SOLE Costco Companies COM 22160Q10 1684750 18400 SH SOLE Crane Co. COM 22439910 360394 14900 SH SOLE Cutter & Buck Inc COM 23221710 1126400 35200 SH SOLE D R Horton Inc. COM 23331A10 122275 7300 SH SOLE DII Group COM 23294910 122850 4200 SH SOLE DPL Inc. COM 23329310 3951750 239500 SH SOLE DQE Inc. COM 23329J10 53725 1400 SH SOLE DST Sys Inc Del COM 23332610 252262 4200 SH SOLE DTE Energy Co. COM 23333110 364464 9482 SH SOLE DaimlerChrysler AG COM D1668R12 202 2 SH SOLE Dain Rauscher Corp. COM 23385610 190400 5600 SH SOLE Dallas Semiconductor COM 23520410 768637 19900 SH SOLE Dana Corp. COM 23581110 281200 7400 SH SOLE Danaher Corp COM 23585110 1191300 22800 SH SOLE Darden Restaurants COM 23719410 1344750 65200 SH SOLE Dayton Hudson COM 23975310 526337 7900 SH SOLE Deere & Co. COM 24419910 17192837 445122 SH SOLE Dell Computer COM 24702510 3253650 79600 SH SOLE Delphi Finl. Group COM 24713110 579838 17117 SH SOLE Delta Air Lines COM 24736110 8645800 124400 SH SOLE Delta Woodside Inds COM 24790910 128012 26600 SH SOLE Deluxe Corp COM 24801910 43687 1500 SH SOLE Dendrite Intl Inc. COM 24823910 345844 15500 SH SOLE Department 56 Inc. COM 24950910 70006 2300 SH SOLE Devon Energy Corp. COM 25179910 1452544 52700 SH SOLE Dexter Corp COM 25216510 340200 10800 SH SOLE Diamond Offshore Drilling COM 25271C10 28462 900 SH SOLE Discount Auto Parts COM 25464210 580500 27000 SH SOLE Disney Walt Prodtns COM 25468710 7896412 253700 SH SOLE Dollar Gen Corp COM 25666910 88400 2600 SH SOLE Dollar Thrifty Automotive COM 25674310 103500 6000 SH SOLE Dominion Res COM 25747010 232706 6300 SH SOLE Donnelley RR & Sons COM 25786710 157719 4900 SH SOLE Doubleclick Inc COM 258609304 855694 4700 SH SOLE Dover Corp. COM 26000310 36162 1100 SH SOLE Du Pont De Nemours COM 26353410 20832825 358800 SH SOLE Duane Reade Inc COM 26357810 393037 14100 SH SOLE Duke Power Co COM 26439910 9120800 166400 SH SOLE Dun & Bradstr. (New) COM 26483B10 42750 1200 SH SOLE Dupont Photomasks COM 26613X10 297187 7500 SH SOLE E M C Corp Mass COM 26864810 14512400 113600 SH SOLE E Trade Group Inc COM 26924610 1090444 18700 SH SOLE EG & G Inc Com COM 26845710 145062 5500 SH SOLE Eagle Hardware & Garden COM 26959B10 420062 11000 SH SOLE Eagle USA Airfreight COM 270018104 81250 2500 SH SOLE Earthgrains Co. COM 27031910 82094 3700 SH SOLE Eastern Enterprises COM 27637F10 272812 7500 SH SOLE Eastern Utils COM 27717310 167044 5900 SH SOLE Eastman Kodak Co. COM 27746110 15470525 242200 SH SOLE Eaton Corp. COM 27805810 10986904 153663 SH SOLE Echostar Comm. CL A COM 27876210 1640662 20100 SH SOLE Edison International COM 28102010 5355575 240700 SH SOLE Elan ADR PLC COM 28413120 299925 4300 SH SOLE Electronic Arts COM 28551210 2375000 50000 SH SOLE Electronic Data Sys COM 28566110 18335712 376600 SH SOLE Electronics for Imagin COM 28608210 869700 22300 SH SOLE Eli Lilly & Co. COM 53245710 10830050 127600 SH SOLE Emerson Elec Co. COM 29101110 11535081 217900 SH SOLE Energy East Corp COM 29266M10 1136138 21615 SH SOLE Enesco Group COM 29297310 93925 5200 SH SOLE Ennis Business Forms COM 29338910 203981 25300 SH SOLE Enron Corp. COM 29356110 8127561 126499 SH SOLE Entergy Corp. COM 29364G10 18653250 678300 SH SOLE Entrust Technologies Inc COM 293848107 357750 10600 SH SOLE Equity Office Prop. COM 29474110 185237 7300 SH SOLE Ericsson Tel ADR COM 29482140 1169194 49100 SH SOLE Esco Electronics Corp. COM 26903020 85500 9500 SH SOLE Etec Sys. Inc. COM 26922C10 771262 26200 SH SOLE Ethan Allen Interiors Inc COM 29760210 241062 5800 SH SOLE Everen Capital Corp COM 29976110 1118975 57200 SH SOLE Excite Inc. COM 300904109 224000 1600 SH SOLE Executive Risk Inc. COM 30158610 1547800 21800 SH SOLE Exodus Comm. COM 30208810 766650 5700 SH SOLE Expeditors Int'l COM 30213010 2208600 40900 SH SOLE Extended Stay America COM 30224P10 293400 28800 SH SOLE Exxon Corp. COM 30229010 28373181 402100 SH SOLE F M C Corp. COM 30249130 83937 1700 SH SOLE FDX Corp. COM 31304N10 204600 2200 SH SOLE FPL Group Inc. COM 30257110 308850 5800 SH SOLE Federal Home Ln Mtg. COM 31340030 1054550 18400 SH SOLE Federal Natl Mtg. COM 31358610 20518775 296300 SH SOLE Fedtd Dept Stores COM 31410H10 8887527 221496 SH SOLE Felcor Lodging Trust COM 31430F10 1590662 68600 SH SOLE Fibermark Inc. COM 31564610 77962 6600 SH SOLE Financial Fed Corp. COM 31749210 15200 800 SH SOLE Financial Sec. Assurn. COM 31769P10 1205887 24300 SH SOLE First Data Corp. COM 31996310 85500 2000 SH SOLE First Defiance Finl COM 32006W10 74550 7100 SH SOLE First Energy Corp COM 33793210 2184000 78000 SH SOLE First Midwest Bancorp COM 32086710 148200 3900 SH SOLE First Union COM 33735810 25617937 479400 SH SOLE First Virginia Bank COM 33747710 173612 3800 SH SOLE Firstar Corp. New COM 33763V10 767820 8579 SH SOLE Fleet Fin'l Grp COM 33891510 3390012 90100 SH SOLE Fleetwood Ent. COM 33909910 311154 10870 SH SOLE Flextronics Int'l COM Y2573F10 2060400 40400 SH SOLE Florida Est Coast COM 34063210 212556 7100 SH SOLE Florida Progress COM 34110910 3737250 99000 SH SOLE Fluor Corp. COM 34386110 1306557 48391 SH SOLE Ford Motor Co. Del COM 34537010 30101062 531000 SH SOLE Forrester Research COM 346563109 18225 600 SH SOLE Fort James COM 34747110 16854581 531900 SH SOLE Franchise Fin Corp. COM 35180710 256962 12200 SH SOLE Freds Inc COM 35610810 137500 12500 SH SOLE Fremont General Corp COM 35728810 984807 51662 SH SOLE Frontier Corp COM 35906P10 555062 10700 SH SOLE Fuller H B Co. COM 35969410 170919 2900 SH SOLE Fundtech Ltd COM M4709510 530200 17600 SH SOLE Furniture Brands COM 36092110 234525 10600 SH SOLE Furon Co COM 36110610 186850 14800 SH SOLE G & K Svcs Inc. COM 36126810 452637 9800 SH SOLE GATX Corp. COM 36144810 1017769 30900 SH SOLE GPU Inc. COM 36225X10 175369 4700 SH SOLE GTE Corp. COM 36232010 29832550 493100 SH SOLE Galileo International COM 36354710 474075 9800 SH SOLE Gallagher Arthur Co. COM 36357610 82800 1800 SH SOLE Gannett Inc. COM 36473010 8769600 139200 SH SOLE Gap Inc. Del COM 36476010 2423250 36000 SH SOLE Garan Inc. COM 36480210 214237 8700 SH SOLE Gemstar Int'l Gp COM G3788V10 1196475 15900 SH SOLE Gencorp Inc. COM 36868210 541800 30100 SH SOLE General Electric Co. COM 36960410 3484687 31500 SH SOLE General Mills Inc. COM 37033410 3332306 44100 SH SOLE General Motors Corp. COM 37044210 30450000 350000 SH SOLE General Nutrition COM 37047F10 856800 61200 SH SOLE Genesee Cl B COM 37160120 58500 2600 SH SOLE Gentex Corp. COM 37190110 633937 29400 SH SOLE Genuine Parts COM 37246010 7424981 257700 SH SOLE Geocities COM 37247V10 10956 100 SH SOLE Getty Images Inc Com COM 37427610 420000 20000 SH SOLE Gibraltar Stl Corp. COM 37476F10 964975 48400 SH SOLE Gilead Sciences Inc. COM 37555810 1519700 33400 SH SOLE Gillette Co. COM 37576610 3179906 53500 SH SOLE Gleason Corp COM 37733910 79606 4700 SH SOLE Glenborough Rlty Tr COM 37803P10 265200 15600 SH SOLE Global Directmail COM 37932110 852575 50900 SH SOLE Global Telesystems Gp COM 37936U10 520219 9300 SH SOLE Golden West Finl Del COM 38131710 6923750 72500 SH SOLE Good Guys Inc COM 38209110 49212 12700 SH SOLE Goodyear Tire Rubber COM 38255010 369459 7417 SH SOLE Grainger W Inc. COM 38480210 212987 4946 SH SOLE Great Atlantic & Pac. COM 39006410 636000 21200 SH SOLE Greenpoint Financial COM 39538410 236995 6820 SH SOLE Grey Advertising COM 39783810 347000 1000 SH SOLE Guidant Corp. COM 40169810 520300 8600 SH SOLE Guilford Mills COM 40179410 418250 47800 SH SOLE Guitar Ctr Mgmt Inc COM 40204010 891075 43600 SH SOLE HNC Software Inc COM 40425P10 1084025 33100 SH SOLE Haggar Corp. COM 40517310 128587 12700 SH SOLE Halliburton Co. COM 40621610 21151900 549400 SH SOLE Handleman Co. Del COM 41025210 334375 25000 SH SOLE Hansn PLC Spn ADR COM 41135240 233200 5300 SH SOLE Harland John H Co COM 41269310 75037 5800 SH SOLE Harman Intl Inds Inc COM 41308610 845250 23000 SH SOLE Hartford Fincl. Srv COM 41651510 7757974 136554 SH SOLE Hasbro Inc. COM 41805610 260437 9000 SH SOLE Health Mgmt Assoc. COM 42193310 398531 32700 SH SOLE Healthsouth Corp. COM 42192410 21787 2100 SH SOLE Heftel Broadcasting COM 42279910 386037 8900 SH SOLE Heinz H J Co. COM 42307410 7850037 165700 SH SOLE Heller Fincl. Inc CL A COM 42332810 263200 11200 SH SOLE Helmerich & Payne COM 42345210 129319 5700 SH SOLE Hewlett Packard COM 42823610 19482531 287300 SH SOLE Hibbett Sporting Gds COM 42856510 542750 26000 SH SOLE Hibernia Corp A COM 42865610 292762 22200 SH SOLE Home Depot. Inc. COM 43707610 3174750 51000 SH SOLE Honeywell Inc. COM 43850610 17896071 236057 SH SOLE Horace Mann Edtrs COM 44032710 435925 18800 SH SOLE Household Intl Corp. COM 44181510 16858437 369500 SH SOLE Hrpt Properties Trust COM 40426W10 47250 3500 SH SOLE Hubco Inc. COM 40438210 100687 3000 SH SOLE Hughes Supply Inc COM 44448210 434525 19100 SH SOLE Human Genome Sciences COM 44490310 280969 8100 SH SOLE I2 Technologies Inc. COM 46575410 5319 200 SH SOLE ICG Comm. Inc. COM 44924610 2078000 103900 SH SOLE IDEC Pharmaceuticals COM 44937010 1392262 27100 SH SOLE IDX Sys Corp Com COM 44949110 5800 400 SH SOLE IHOP Corp. COM 44962310 215875 5500 SH SOLE IMS Health Inc. COM 44993410 720137 21740 SH SOLE ING Groep ADR COM 45683710 60431 1100 SH SOLE ITT Industries COM 45091110 15259254 431357 SH SOLE Idexx Labs Inc. COM 45168D10 878506 36700 SH SOLE Illinois Tool Inc. COM 45230810 1485000 24000 SH SOLE Imation Corp. COM 45245A10 110550 6700 SH SOLE Imperial Chm Ind ADR COM 45270450 1129490 31539 SH SOLE Imperial Tobacco Gp COM 45314210 176175 8700 SH SOLE Ingersoll Rand Co. 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