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Previous: ICMG REGISTERED VARIABLE LIFE SEPARATE ACCOUNT ONE, 485BPOS, EX-1.5, 2000-08-28 |
Next: ZORAN CORP DE, 8-K, 2000-08-28 |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2000
---------------------------------
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holding entries.
Institutional Investment Manager Filing this Report:
Name: CCM Partners
----------------------------------------------------------------------
Address: 44 Montgomery Street, Suite 2100
----------------------------------------------------------------------
San Francisco, CA 94104
----------------------------------------------------------------------
----------------------------------------------------------------------
Form 13F File Number: 28-
--------------------
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: Stephen C. Rogers
----------------------------------------------------------------------
Title: President
----------------------------------------------------------------------
Phone: (415) 398-2727
----------------------------------------------------------------------
Signature, Place, and Date of Signing:
/s/ Stephen C. Rogers San Francisco, CA 94104 08/28/2000
---------------------------------- ------------------------------- ----------
[Signature] [City, State] [Date]
Report type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all
holdings are reported by other reporting manager (s).)
[ ] 13F COMBINATION REPORT. (Check here is a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
-------------------
Form 13F Information Table Entry Total: 1,695
-------------------
Form 13F Information Table Value Total: $ 244,456
-------------------
(thousands)
<PAGE>
Form 13F INFORMATIONAL TABLE
<TABLE>
<CAPTION>
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
----------------------------- -------------- --------- ---------- --------- ------------ ---------- ----------------
NAME OF ISSUER TITLE OF CLASS CUSIP FAIR SHARES OR INVESTMENT MANAGERS VOTING AUTHORITY
NUMBER MARKET PRINCIPAL DISCRETION
VALUE AMOUNT
----------------------------- -------------- --------- ---------- --------- ------------ ---------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C>
AMB PROPERTY CORP COM 00163T109 29,656.25 1,300 SOLE SOLE
AMERICAN TELEPHONE AND TELEG COM 001957109 76,690.63 2,425 SOLE SOLE
ADOBE SYSTEMS INC COM 00724F101 65,000.00 500 SOLE SOLE
ALCOA INC COM 013817101 174,000.00 6,000 SOLE SOLE
ALLIANCE CAPITAL MGMT HOLDIN COM 01855A101 104,362.50 2,200 SOLE SOLE
AMERICAN GENERAL CORP COM 026351106 146,400.00 2,400 SOLE SOLE
AMERICAN INTERNATIONAL GROUP COM 026874107 117,500.00 1,000 SOLE SOLE
ARCHSTONE COMMUNITIES TRUST COM 039581103 28,013.13 1,330 SOLE SOLE
AUTOMATIC DATA PROCESSING IN COM 053015103 26,781.25 500 SOLE SOLE
AVALONBAY COMMUNITIES INC COM 053484101 30,895.00 740 SOLE SOLE
AVERY DENNISON CO COM 053611109 134,250.00 2,000 SOLE SOLE
AVON PRODUCTS INC COM 054303102 111,250.00 2,500 SOLE SOLE
BCE INC COM 05534B109 85,725.00 3,600 SOLE SOLE
BANK OF NEW YORK COM 064057102 79,050.00 1,700 SOLE SOLE
BAXTER INTERNATIONAL INC COM 071813109 94,921.88 1,350 SOLE SOLE
BELL ATLANTIC COM 077853109 206,298.75 4,060 SOLE SOLE
H & R BLOCK COM 093671105 19,425.00 600 SOLE SOLE
BOWATER INC. COM 102183100 26,475.00 600 SOLE SOLE
BRISTOL-MEYER/SQUIBB COM 110122108 130,480.00 2,240 SOLE SOLE
BURLINGTON RESOURCES, INC COM 122014103 95,625.00 2,500 SOLE SOLE
CIGNA CORP CI COM 125509109 187,000.00 2,000 SOLE SOLE
CHASE MANHATTAN COM 16161A108 149,703.13 3,250 SOLE SOLE
CITY NATIONAL CORP COM 178566105 104,250.00 3,000 SOLE SOLE
COMDISCO COM 200336105 8,925.00 400 SOLE SOLE
COMPUTER ASSOCIATES COM 204912109 0.00 SOLE SOLE
CONOCO INC CLASS B COM 208251405 57,304.31 2,333 SOLE SOLE
CORNING CORP COM 219350105 107,950.00 400 SOLE SOLE
DUKE POWER COM 264399106 112,750.00 2,000 SOLE SOLE
ELECTRONIC DATA SYSTEMS CORP COM 285661104 16,500.00 400 SOLE SOLE
ENRON COM 293561106 70,950.00 1,100 SOLE SOLE
EQUITY OFFICE PROPERTIES COM 294741103 30,318.75 1,100 SOLE SOLE
EQUITY RESIDENTIAL PROPS TR COM 29476L107 30,360.00 660 SOLE SOLE
ERICSSON TEL ADR COM 294821400 96,000.00 4,800 SOLE SOLE
EXXON MOBIL CORPORATION COM 30231G102 419,190.00 5,340 SOLE SOLE
FANNIE MAE COM 313586109 78,281.25 1,500 SOLE SOLE
FIRSTAR CORP (NEW) COM 33763V109 42,125.00 2,000 SOLE SOLE
FLEET BOSTON FINANCIAL CORP COM 339030108 95,200.00 2,800 SOLE SOLE
GENERAL ELECTRIC COM 369604103 588,300.00 11,100 SOLE SOLE
HEWLETT-PACKARD CO COM 428236103 124,875.00 1,000 SOLE SOLE
HOUSEHOLD INTERNATIONAL COM 441815107 124,687.50 3,000 SOLE SOLE
INTEL CORP COM 458140100 360,956.25 2,700 SOLE SOLE
JOHNSON CONTROLS COM 478366107 92,362.50 1,800 SOLE SOLE
KAUFMAN & BROAD HOME CORP COM 486168107 89,156.25 4,500 SOLE SOLE
KERR-MCGEE CO COM 492386107 58,937.50 1,000 SOLE SOLE
KIMCO REALTY CORP COM 49446R109 28,700.00 700 SOLE SOLE
KNIGHT RIDDER INC COM 499040103 37,231.25 700 SOLE SOLE
THE LIMITED LTD COM 532716107 93,420.00 4,320 SOLE SOLE
LIZ CLAIBORNE INC COM 539320101 28,200.00 800 SOLE SOLE
LUCENT TECHNOLOGIES COM 549463107 148,125.00 2,500 SOLE SOLE
MBNA CORPORATION COM 55262L100 59,675.00 2,200 SOLE SOLE
MARSH & MCLENNAN CO COM 571748102 328,978.13 3,150 SOLE SOLE
MCGRAW HILL COS INC. COM 580645109 135,000.00 2,500 SOLE SOLE
MEDTRONIC INC COM 585055106 89,662.50 1,800 SOLE SOLE
MELLON FINANCIAL CORP COM 58551A108 145,750.00 4,000 SOLE SOLE
MILLIPORE CORP COM 601073109 60,300.00 800 SOLE SOLE
MOTOROLA INC COM 620076109 148,218.75 5,100 SOLE SOLE
MURPHY OIL CORP COM 626717102 59,437.50 1,000 SOLE SOLE
NEW YORK TIMES CLASS A COM 650111107 79,000.00 2,000 SOLE SOLE
NOKIA CORP-ADR A COM 654902204 119,850.00 2,400 SOLE SOLE
NORTEL NETWORKS CORP COM 656568102 232,937.25 3,413 SOLE SOLE
PECO ENERGY COMPANY COM 693304107 60,468.75 1,500 SOLE SOLE
PE CORP-PE BIOSYSTEMS GROUP COM 69332S102 65,875.00 1,000 SOLE SOLE
PAYCHEX INC COM 704326107 25,200.00 600 SOLE SOLE
PITNEY BOWES INC COM 724479100 208,000.00 5,200 SOLE SOLE
T. ROWE PRICE ASSOCIATES COM 741477103 46,750.00 1,100 SOLE SOLE
PROLOGIS TRUST COM 743410102 30,796.56 1,445 SOLE SOLE
QUAKER OATS COM 747402105 52,587.50 700 SOLE SOLE
RELIANT ENERGY INC COM 75952J108 59,125.00 2,000 SOLE SOLE
SBC COMMUNICATIONS, INC. COM 78387G103 204,875.25 4,737 SOLE SOLE
SCIENTIFIC-ATLANTA INC COM 808655104 104,300.00 1,400 SOLE SOLE
SPIEKER PROPERTIES INC. COM 848497103 29,900.00 650 SOLE SOLE
SUN TRUST BANKS, INC. COM 867914103 41,118.75 900 SOLE SOLE
TEXAS INTRUMENTS COM 882508104 89,293.75 1,300 SOLE SOLE
TIDEWATER INC COM 886423102 32,400.00 900 SOLE SOLE
USX-MARATHON COM 902905827 100,250.00 4,000 SOLE SOLE
USX-US STEEL COM 90337T101 22,275.00 1,200 SOLE SOLE
ULTRAMAR DIAMOND SHAMROCK COM 904000106 49,625.00 2,000 SOLE SOLE
VIAD CORPORATION COM 92552R109 29,975.00 1,100 SOLE SOLE
WELLS FARGO COMPANY COM 949746101 145,312.50 3,750 SOLE SOLE
WILLAMETTE INDUSTRIES COM 969133107 68,125.00 2,500 SOLE SOLE
WILLIAMS COS COM 969457100 166,750.00 4,000 SOLE SOLE
ABN AMRO ADR COM 000937102 11,568.94 471 SOLE SOLE
AEGON NV ADR COM 007924103 14,962.50 420 SOLE SOLE
ALCATEL COM 013904305 26,666.50 401 SOLE SOLE
AXA SPONS ADR COM 054536107 60,069.69 755 SOLE SOLE
BP AMOCO PLC-SPONS ADR COM 055622104 68,214.38 1,206 SOLE SOLE
BANCO BILBAO VIZCAYA-SP ADR COM 05946K101 14,410.75 977 SOLE SOLE
BANCO SANTANDER CEN-SPON ADR COM 05964H105 13,404.50 1,292 SOLE SOLE
BARCLAYS PLC SPONS ADR COM 06738E204 38,600.00 386 SOLE SOLE
BAYER A G ADR SPONSORED COM 072730302 8,565.18 219 SOLE SOLE
BRITISH TELECOM PLC-ADR COM 111021408 26,582.25 201 SOLE SOLE
CREDIT SUISSE GROUP -SPON AD COM 225401108 17,062.45 342 SOLE SOLE
DEUTSCHE BANK A G ADR SPONSO COM 251525309 15,239.27 184 SOLE SOLE
DEUTSCHE TELEKOM AG-SPON ADR COM 251566105 51,245.25 903 SOLE SOLE
DIAGEO PLC SPONSORED ADR COM 25243Q205 9,779.69 275 SOLE SOLE
ENI COM 26874R108 14,896.00 256 SOLE SOLE
E.ON AG - SPONSORED ADR COM 268780103 12,169.50 244 SOLE SOLE
ENEL SPA -SPON ADR COM 29265W108 17,314.50 388 SOLE SOLE
ERICSSON TEL ADR COM 294821400 45,360.00 2,268 SOLE SOLE
EUROPE FUND INC COM 29874M103 34,750.00 2,000 SOLE SOLE
FRANCE TELECOM SA-SPONS ADR COM 35177Q105 43,035.00 302 SOLE SOLE
GLAXO WELLCOME PLC SPONS ADR COM 37733W105 35,150.00 608 SOLE SOLE
HSBC HOLDINGS PLC-SPONS ADR COM 404280406 29,721.94 513 SOLE SOLE
ING GROEP NV ADR COM 456837103 20,520.00 304 SOLE SOLE
KONINKLIJKE AHOLD NV-SP ADR COM 500467303 15,916.69 543 SOLE SOLE
PHILIPS ELECTRONICS NV-W/I COM 500472204 22,467.50 473 SOLE SOLE
L'OREAL -UNSPONSORED ADR COM 502117203 18,258.24 105 SOLE SOLE
MARCONI PLC-UNSPONSORED ADR COM 566306106 11,255.14 866 SOLE SOLE
NESTLE S.A. ADR COM 641069406 25,400.04 253 SOLE SOLE
NOKIA CORP-ADR A COM 654902204 77,503.00 1,552 SOLE SOLE
NOVARTIS AG-ADR COM 66987V109 36,760.00 919 SOLE SOLE
PRUDENTIAL CORP PLC-SPON ADR COM 74435K204 8,681.25 300 SOLE SOLE
ROCHE HOLDING AG SPONS ADR COM 771195104 21,387.28 219 SOLE SOLE
ROYAL DUTCH PETROLEUM ADR COM 780257804 41,123.75 668 SOLE SOLE
ROYAL PTT NEDERLAND-SP ADR COM 780641205 13,481.25 300 SOLE SOLE
SHELL TRANSPORT & TRADING AD COM 822703609 26,067.38 522 SOLE SOLE
SIEMENS AG SPONS ADR COM 826197402 28,534.80 189 SOLE SOLE
SMITHKLINE BEECHAM - PLC ADR COM 832378301 24,249.75 372 SOLE SOLE
SWISS REINSURANCE CO-SP ADR COM 870887205 27,809.39 272 SOLE SOLE
TELECOM ITALIA SPA ADR COM 87927W106 21,184.63 154 SOLE SOLE
TELEFONICA ESPANA A ADR COM 879382208 19,539.06 305 SOLE SOLE
TOTAL FINA ELF SA ADR COM 89151E109 35,487.38 462 SOLE SOLE
UNILEVER PLC-SPONSORED ADR COM 904767704 8,592.75 342 SOLE SOLE
VIVENDI (EX-GEN EAUX)-SP ADR COM 92851S105 14,498.48 818 SOLE SOLE
VODAFONE AIRTOUCH PUBLIC LTD COM 92857T107 78,979.88 1,906 SOLE SOLE
DAIMLERCHRYSLER AG COM D1668R123 15,827.00 304 SOLE SOLE
UBS AG-REG COM H8920G155 19,404.00 132 SOLE SOLE
AGCO CORP COM 001084102 56,705.25 4,629 SOLE SOLE
AGL RESOURCES COM 001204106 62,156.25 3,900 SOLE SOLE
AK STEEL HOLDING CORP COM 001547108 36,800.00 4,600 SOLE SOLE
ABERCROMBIE & FITCH COM 002896207 96,281.25 7,900 SOLE SOLE
ACNIELSON CORPORATION COM 004833109 93,126.00 4,233 SOLE SOLE
ACUSON CORP COM 005113105 24,300.00 1,800 SOLE SOLE
AXCIOM CORPORATION COM 005125109 172,410.75 6,327 SOLE SOLE
ADTRAN, INC. COM 00738A106 179,625.00 3,000 SOLE SOLE
AFFILIATED COMPUTER SVCS-A COM 008190100 119,025.00 3,600 SOLE SOLE
AIRBORNE FREIGHT CORP COM 009266107 58,706.25 3,100 SOLE SOLE
AIRGAS, INC. COM 009363102 27,868.75 4,900 SOLE SOLE
ALASKA AIRGROUP INC COM 011659109 54,250.00 2,000 SOLE SOLE
ALBANY INTL CORP CLASS A COM 012348108 28,536.00 1,968 SOLE SOLE
ALBEMARLE CORPE COM 012653101 80,975.00 4,100 SOLE SOLE
ALEXANDER & BALDWIN INC COM 014482103 70,600.00 3,200 SOLE SOLE
ALLEGHENY ENERGY INC COM 017361106 226,391.25 8,270 SOLE SOLE
ALLIANT ENERGY CORP COM 018802108 143,936.00 5,536 SOLE SOLE
ALLMERICA FINANCIAL CORP COM 019754100 214,737.50 4,100 SOLE SOLE
AMBAC FINANCIAL GROUP, INC. COM 023139108 290,506.25 5,300 SOLE SOLE
AMERICAN EAGLE OUTFITTERS COM 02553E106 7,000.00 500 SOLE SOLE
AMERICAN FINANCIAL GROUP INC COM 025932104 114,137.50 4,600 SOLE SOLE
AMERICAN STANDARD CO COM 029712106 213,200.00 5,200 SOLE SOLE
AMERICAN WATER WORKS INC COM 030411102 170,000.00 6,800 SOLE SOLE
AMETEK INC. COM 031100100 43,750.00 2,500 SOLE SOLE
ANTEC CORP COM 03664P105 108,062.50 2,600 SOLE SOLE
APEX INC COM 037548104 24,937.50 570 SOLE SOLE
APOLLO GROUP INC. COM 037604105 182,000.00 6,500 SOLE SOLE
APPRIA HEALTHCARE GROUP COM 037933108 47,775.00 3,900 SOLE SOLE
ARNOLD INDUSTRIES, INC. COM 042595108 20,506.25 1,700 SOLE SOLE
ARROW ELECTRONICS, INC. COM 042735100 206,894.00 6,674 SOLE SOLE
ARVIN INDS INC COM 043339100 26,062.50 1,500 SOLE SOLE
ASSOCIATED BANC CORP COM 045487105 111,810.88 5,126 SOLE SOLE
ASTORIA FINANCIAL CORP COM 046265104 105,575.00 4,100 SOLE SOLE
ATMEL CORPORATION COM 049513104 606,962.50 16,460 SOLE SOLE
AVNET INC COM 053807103 173,424.75 2,927 SOLE SOLE
BJ SERVICES COM 055482103 356,250.00 5,700 SOLE SOLE
BJ'S WHOLESALE CLUB COM 05548J106 171,600.00 5,200 SOLE SOLE
BANDAG INC COM 059815100 38,800.00 1,600 SOLE SOLE
BANKNORTH GROUP INC COM 06646R107 163,843.75 10,700 SOLE SOLE
BANTA CORPORATION COM 066821109 43,556.25 2,300 SOLE SOLE
BARNES & NOBLE INC COM 067774109 111,250.00 5,000 SOLE SOLE
BECKMAN COULTER INC. COM 075811109 128,425.00 2,200 SOLE SOLE
BELO (A.H.) CORP-COM SER A COM 080555105 161,006.25 9,300 SOLE SOLE
BERGEN BRUNSWIG CORP CL A COM 083739102 52,932.00 9,624 SOLE SOLE
BEVERLY ENTERPRISES INC COM 087851309 3,093.75 1,100 SOLE SOLE
BLACK HILLS CORP COM 092113109 31,587.50 1,400 SOLE SOLE
BLYTH INC COM 09643P108 103,250.00 3,500 SOLE SOLE
BOB EVANS FARMS COM 096761101 38,837.50 2,600 SOLE SOLE
BORDERS GROUP COM 099709107 88,706.25 5,700 SOLE SOLE
BORG WARNER INC COM 099724106 63,225.00 1,800 SOLE SOLE
BOWATER INC. COM 102183100 185,325.00 4,200 SOLE SOLE
BRINKER INTERNATIONAL COM 109641100 140,692.50 4,810 SOLE SOLE
BROADWING INC COM 111620100 267,156.25 10,300 SOLE SOLE
BUFFETS INC COM 119882108 29,181.25 2,300 SOLE SOLE
BURLINGTON INDUSTRIES INC. COM 121693105 6,750.00 4,000 SOLE SOLE
BURR-BROWN CORP COM 122574106 322,217.44 3,717 SOLE SOLE
CCB FINANCIAL CORP COM 124875105 105,820.00 2,860 SOLE SOLE
CBRL GROUP INC COM 12489V106 67,562.50 4,600 SOLE SOLE
CDW COMPUTER CENTERS COM 125129106 373,750.00 5,980 SOLE SOLE
C.H. ROBINSON WORLDWIDE INC COM 12541W100 138,600.00 2,800 SOLE SOLE
CLECO CORPORATION COM 12561W105 46,900.00 1,400 SOLE SOLE
CMP GROUP INC COM 125887109 61,556.25 2,100 SOLE SOLE
CNF TRANSPORTATION, INC. COM 12612W104 72,800.00 3,200 SOLE SOLE
CSG SYSTEMS INTERNATIONAL IN COM 126349109 33,637.50 600 SOLE SOLE
CABOT CORP COM 127055101 136,250.00 5,000 SOLE SOLE
CADENCE DESIGN SYS INC COM 127387108 347,190.00 17,040 SOLE SOLE
CALLAWAY GOLF COMPANY COM 131193104 88,087.50 5,400 SOLE SOLE
CALPINE CORPORATION COM 131347106 539,150.00 8,200 SOLE SOLE
CAMBRIDGE TECH PARTNERS COM 132524109 38,362.50 4,400 SOLE SOLE
CARLISLE COS INC COM 142339100 103,500.00 2,300 SOLE SOLE
CARPENTER TECHNOLOGY COM 144285103 29,575.00 1,400 SOLE SOLE
CARTER-WALLACE INC COM 146285101 58,362.50 2,900 SOLE SOLE
CHECKFREE HOLDINGS CORPORATI COM 162816102 227,906.25 4,420 SOLE SOLE
CHESAPEAKE CORPORATION COM 165159104 44,437.50 1,500 SOLE SOLE
CHIRON CORP COM 170040109 627,570.00 13,212 SOLE SOLE
CHRIS CRAFT INDUSTRIES COM 170520100 173,281.94 2,623 SOLE SOLE
CHURCH AND DWIGHT COM 171340102 46,800.00 2,600 SOLE SOLE
CIRRUS LOGIC INC COM 172755100 80,000.00 5,000 SOLE SOLE
CINTAS GROUP COM 172908105 418,237.50 11,400 SOLE SOLE
CITY NATIONAL CORP COM 178566105 121,069.00 3,484 SOLE SOLE
CLAIRE'S STORES INC. COM 179584107 74,112.50 3,850 SOLE SOLE
CLAYTON HOMES, INC. COM 184190106 89,608.00 11,201 SOLE SOLE
CLEVELAND CLIFFS CORP COM 185896107 18,068.75 700 SOLE SOLE
COMDISCO COM 200336105 243,206.25 10,900 SOLE SOLE
COMMSCOPE INC COM 203372107 148,789.00 3,629 SOLE SOLE
COMPASS BANCSHARES INC COM 20449H109 22,181.25 1,300 SOLE SOLE
COMSAT CORP COM 20564D107 48,034.00 2,044 SOLE SOLE
CONCORD EFS INC COM 206197105 367,900.00 14,150 SOLE SOLE
CONECTIV INC COM 206829103 107,381.25 6,900 SOLE SOLE
CONSOLIDATED PAPERS COM 209759109 255,937.50 7,000 SOLE SOLE
COVANCE INC COM 222816100 37,893.75 4,300 SOLE SOLE
CROMPTON CORPORATION COM 227116100 109,980.50 8,978 SOLE SOLE
CYBEX CORPORATION COM 232522102 22,246.88 525 SOLE SOLE
CYPRESS SEMI-CONDUCTOR COM 232806109 327,860.00 7,760 SOLE SOLE
CYTEC IND COM 232820100 83,937.50 3,400 SOLE SOLE
DPL INC COM 233293109 247,893.75 11,300 SOLE SOLE
DQE, INC. COM 23329J104 205,400.00 5,200 SOLE SOLE
DST SYSTEMS INC COM 233326107 350,175.00 4,600 SOLE SOLE
DEAN FOODS CO COM 242361103 85,556.25 2,700 SOLE SOLE
DENTSPLY INTERNATIONAL INC COM 249030107 114,006.25 3,700 SOLE SOLE
DEVON ENERGY CORPORATION COM 25179M103 291,613.13 5,190 SOLE SOLE
DEVRY INC COM 251893103 136,258.88 5,154 SOLE SOLE
DEXTER CORP COM 252165105 76,800.00 1,600 SOLE SOLE
DIAL CORP. COM 25247D101 73,662.50 7,100 SOLE SOLE
DIEBOLD COM 253651103 147,737.50 5,300 SOLE SOLE
DIME BANCORP INC.(NEW) COM 25429Q102 127,464.75 8,093 SOLE SOLE
DOLE FOOD COMPANY COM 256605106 64,400.00 4,600 SOLE SOLE
DOLLAR TREE STORES, INC COM 256747106 263,090.63 6,650 SOLE SOLE
DONALDSON CO INC COM 257651109 77,025.00 3,900 SOLE SOLE
DREYER GRAND ICE CREAM COM 261878102 39,900.00 1,900 SOLE SOLE
DYNEGY INC COM 26816Q101 741,873.75 10,860 SOLE SOLE
ENSCO INTERNATIONAL INC COM 26874Q100 376,031.25 10,500 SOLE SOLE
E*TRADE GROUP INC COM 269246104 278,520.00 16,880 SOLE SOLE
EDWARDS AG COM 281760108 284,193.00 7,287 SOLE SOLE
EDWARDS LIFESCIENCES CORP COM 28176E108 79,291.00 4,286 SOLE SOLE
ELECTRONIC ARTS COM 285512109 313,631.25 4,300 SOLE SOLE
ENERGY EAST CORPORATION COM 29266M109 168,684.06 8,849 SOLE SOLE
ENERGIZER HOLDINGS INC COM 29266R108 45,491.17 2,493 SOLE SOLE
ETHYL CORP COM 297659104 15,250.00 6,100 SOLE SOLE
EXPRESS SCRIPTS INC. COM 302182100 183,020.25 2,946 SOLE SOLE
FAMILY DOLLAR STORES COM 307000109 258,225.00 13,200 SOLE SOLE
FASTENAL CO COM 311900104 146,812.50 2,900 SOLE SOLE
FEDERAL MOGUL CORP COM 313549107 40,162.50 4,200 SOLE SOLE
FEDERAL SIGNAL COM 313855108 52,800.00 3,200 SOLE SOLE
FERRO CORP COM 315405100 56,700.00 2,700 SOLE SOLE
FINOVA GROUP INC. . COM 317928109 58,500.00 4,500 SOLE SOLE
FIRST HEALTH GROUP CORP COM 320960107 147,656.25 4,500 SOLE SOLE
FIRST SECURTIY CORP/DEL COM 336294103 197,836.19 14,587 SOLE SOLE
FIRST TENNESSEE NATL CORP COM 337162101 157,343.75 9,500 SOLE SOLE
FIRST VIRGINIA BANKS INC COM 337477103 135,768.75 3,900 SOLE SOLE
FISERV, INC. COM 337738108 361,137.50 8,350 SOLE SOLE
FIRSTMERIT CORP COM 337915102 71,349.75 3,338 SOLE SOLE
FLOWERS INDUSTRIES INC COM 343496105 145,045.31 7,275 SOLE SOLE
FLOWSERVE CORPORATION COM 34354P105 45,729.75 3,036 SOLE SOLE
FOREST LABORATORIES CL A COM 345838106 626,200.00 6,200 SOLE SOLE
FOUNDATION HEALTH SYSTEMS-A COM 350404109 119,600.00 9,200 SOLE SOLE
FULLER (H. B.) CO COM 359694106 45,562.50 1,000 SOLE SOLE
FURNITURE BRANDS INT'L INC. COM 360921100 55,962.50 3,700 SOLE SOLE
GATX CORP COM 361448103 122,400.00 3,600 SOLE SOLE
GALILEO INTERNATIONAL INC COM 363547100 133,600.00 6,400 SOLE SOLE
GARTNER GROUP, INC-CL B COM 366651206 14,822.38 1,501 SOLE SOLE
GENZYME CORP COM 372917104 358,408.13 6,030 SOLE SOLE
GEORGIA GULF CORP COM 373200203 56,193.75 2,700 SOLE SOLE
GEORGIA PACIFIC CO TIMBER GR COM 373298702 139,481.25 6,450 SOLE SOLE
GILEAD SCIENCES INC. COM 375558103 206,262.50 2,900 SOLE SOLE
GLATFELER (P.H.) CO. COM 377316104 31,581.25 3,100 SOLE SOLE
GLOBAL MARINE INC COM 379352404 366,437.50 13,000 SOLE SOLE
GRANITE CONSTRUCTION INC COM 387328107 44,712.50 1,825 SOLE SOLE
GRANT PRIDECO INC COM 38821G101 181,400.00 7,256 SOLE SOLE
GREENPOINT FINANCIAL CORP COM 395384100 129,375.00 6,900 SOLE SOLE
GTECH HOLDINGS CORP . COM 400518106 72,100.88 3,178 SOLE SOLE
HSB GROUP, INC COM 40428N109 73,143.75 2,350 SOLE SOLE
HANNA (M.A.) CO COM 410522106 33,075.00 3,675 SOLE SOLE
HANNAFORD BROTHERS COMPANY COM 410550107 219,506.25 3,054 SOLE SOLE
HANOVER COMPRESSOR CO COM 410768105 159,600.00 4,200 SOLE SOLE
HARRIS CORP COM 413875105 189,295.00 5,780 SOLE SOLE
HARSCO CORPORATION COM 415864107 91,800.00 3,600 SOLE SOLE
HARTE-HANKS, INC COM 416196103 125,000.00 5,000 SOLE SOLE
HAWAIIAN ELECTRIC INDS COM 419870100 68,906.25 2,100 SOLE SOLE
HEALTH MGMT. ASSOC. CL.A COM 421933102 238,390.63 18,250 SOLE SOLE
HELMERICH & PAYNE COM 423452101 136,045.00 3,640 SOLE SOLE
HIBERNIA CORP COM 428656102 123,975.00 11,400 SOLE SOLE
HILLENBRAND INDUSTRIES COM 431573104 149,047.50 4,760 SOLE SOLE
HISPANIC BROADCASTING CORP COM 43357B104 245,125.00 7,400 SOLE SOLE
HON INDUSTRIES COM 438092108 96,350.00 4,100 SOLE SOLE
HORACE MANN EDUCATORS COM 440327104 45,000.00 3,000 SOLE SOLE
HORMEL FOODS CORPORATION COM 440452100 191,662.50 11,400 SOLE SOLE
HOUGHTON MIFFLIN CO COM 441560109 88,706.25 1,900 SOLE SOLE
HUBBELL INC. CL B COM 443510201 130,815.00 5,130 SOLE SOLE
HUNT (J.B.) COM 445658107 44,768.75 2,900 SOLE SOLE
ICN PHARMACEUTICALS, INC COM 448924100 151,717.19 5,455 SOLE SOLE
IOWA BEEF PROCESSING COM 449223106 114,237.50 7,400 SOLE SOLE
IDEC PHARMACEUTICALS CORP COM 449370105 375,400.00 3,200 SOLE SOLE
IMC GLOBAL INC. COM 449669100 107,900.00 8,300 SOLE SOLE
IDACORP INC COM 451107106 83,850.00 2,600 SOLE SOLE
IMATION CORPORATION COM 45245A107 88,125.00 3,000 SOLE SOLE
INCYTE GENOMICS INC COM 45337C102 137,664.06 1,675 SOLE SOLE
INFORMIX CORP COM 456779107 98,175.00 13,200 SOLE SOLE
INTEGRATED DEVICE TECH COM 458118106 335,300.00 5,600 SOLE SOLE
INTERNATIONAL GAME TECHNOLOG COM 459902102 168,275.00 6,350 SOLE SOLE
INTERNATIONAL MULTIFOODS INC COM 460043102 22,506.25 1,300 SOLE SOLE
INTL SPEEDWAY CORP-CL A COM 460335201 24,825.00 600 SOLE SOLE
INTERSTATE BAKERIES CORP COM 46072H108 77,308.00 5,522 SOLE SOLE
INTUIT INC COM 461202103 550,287.50 13,300 SOLE SOLE
INVESTMENT TECHNOLOGY GROUP COM 46145F105 82,950.00 2,100 SOLE SOLE
IPALCO COM 462613100 132,825.00 6,600 SOLE SOLE
IVAX CORP COM 465823102 556,100.00 13,400 SOLE SOLE
JABIL CIRCUIT INC COM 466313103 600,462.50 12,100 SOLE SOLE
JACOBS ENGINEERING GROUP INC COM 469814107 65,375.00 2,000 SOLE SOLE
JONES APPAREL GROUP COM 480074103 204,497.00 8,702 SOLE SOLE
KANSAS CITY POWER & LIGHT COM 485134100 108,000.00 4,800 SOLE SOLE
KAYDON CORP COM 486587108 44,100.00 2,100 SOLE SOLE
KEANE, INC COM 486665102 109,638.75 5,070 SOLE SOLE
KELLY SERVICES INC CLA COM 488152208 60,125.00 2,600 SOLE SOLE
KENNAMETAL INC COM 489170100 40,731.25 1,900 SOLE SOLE
KEYSPAN CORPORATION COM 49337W100 309,652.50 10,070 SOLE SOLE
KEYSTONE FIN INC COM 493482103 78,625.00 3,700 SOLE SOLE
KINDER MORGAN INC COM 49455P101 288,113.00 8,336 SOLE SOLE
LG&E ENERGY CORP COM 501917108 226,812.50 9,500 SOLE SOLE
L-3 COMMUNICATIONS HOLDINGS COM 502424104 131,243.75 2,300 SOLE SOLE
LANCASTER COLONY CORP COM 513847103 59,104.50 3,031 SOLE SOLE
LANCE INC COM 514606102 18,000.00 2,000 SOLE SOLE
LANDS END COM 515086106 70,087.50 2,100 SOLE SOLE
LEAR CORPORATION COM 521865105 96,000.00 4,800 SOLE SOLE
LEE ENTERPRISES COM 523768109 76,931.25 3,300 SOLE SOLE
LEGATO SYSTEMS INC. COM 524651106 87,725.00 5,800 SOLE SOLE
LEGG MASON INC COM 524901105 204,600.00 4,092 SOLE SOLE
LENNAR CORP COM 526057104 89,100.00 4,400 SOLE SOLE
LINCARE HOLDINGS INC COM 532791100 103,375.75 4,198 SOLE SOLE
LITTON INDS COM 538021106 147,000.00 3,500 SOLE SOLE
LONE STAR STEAKHOUSE COM 542307103 29,362.50 2,900 SOLE SOLE
LONGVIEW FIBRE CO COM 543213102 44,250.00 4,000 SOLE SOLE
LUBRIZOL CORP COM 549271104 88,200.00 4,200 SOLE SOLE
LYONDELL CHEMICAL COMPANY COM 552078107 139,025.00 8,300 SOLE SOLE
MCN ENERGY GROUP, INC. COM 55267J100 123,975.00 5,800 SOLE SOLE
MACROMEDIA INC COM 556100105 328,737.50 3,400 SOLE SOLE
MAGNETEK INC COM 559424106 13,600.00 1,700 SOLE SOLE
MANDALAY RESORT GROUP COM 562567107 146,000.00 7,300 SOLE SOLE
MANPOWER INC COMMON STOCK COM 56418H100 198,400.00 6,200 SOLE SOLE
MARCHFIRST INC COM 566244109 186,150.00 10,200 SOLE SOLE
MARK IV INDUSTRIES INC COM 570387100 98,425.63 4,715 SOLE SOLE
MARSHALL & ISLEY CORP COM 571834100 310,420.00 7,480 SOLE SOLE
MARTIN MARIETTA MATERIALS COM 573284106 137,487.50 3,400 SOLE SOLE
MAXXAM INC COM 577913106 8,875.00 500 SOLE SOLE
MCCORMICK AND CO COM 579780206 177,450.00 5,460 SOLE SOLE
MEDIA GENERAL INC CL A COM 584404107 101,981.25 2,100 SOLE SOLE
MEDIMMUNE INC COM 584699102 547,748.00 7,402 SOLE SOLE
MENTOR GRAPHICS COM 587200106 97,387.50 4,900 SOLE SOLE
MERCANTILE BANKSHARES CORP COM 587405101 149,062.50 5,000 SOLE SOLE
MERITOR AUTOMOTIVE INC. COM 59000G100 55,066.00 5,006 SOLE SOLE
MICREL INC COM 594793101 269,312.50 6,200 SOLE SOLE
MICROCHIP TECH COM 595017104 326,229.23 5,599 SOLE SOLE
MILLENNIUM PHARMACEUTICALS COM 599902103 724,950.00 6,480 SOLE SOLE
MILLER HERMAN INC COM 600544100 168,187.50 6,500 SOLE SOLE
MINERALS TECHNOLOGIES INC COM 603158106 78,200.00 1,700 SOLE SOLE
MINIMED INC COM 60365K108 247,800.00 2,100 SOLE SOLE
MINNESOTA POWER & LIGHT COM 604110106 79,637.50 4,600 SOLE SOLE
MODINE MANUFACTURING CO COM 607828100 62,100.00 2,300 SOLE SOLE
MODIS PROFESSIONAL SERVICES COM 607830106 60,237.50 7,900 SOLE SOLE
MOHAWK INDUSTRIES COM 608190104 94,199.25 4,331 SOLE SOLE
MONTANA POWER CO COM 612085100 268,375.00 7,600 SOLE SOLE
MURPHY OIL CORP COM 626717102 208,031.25 3,500 SOLE SOLE
MYLAN LABORATORIES COM 628530107 171,550.00 9,400 SOLE SOLE
NCH CORP COM 628850109 21,712.50 600 SOLE SOLE
NCO GROUP INC COM 628858102 6,937.50 300 SOLE SOLE
NABORS INDUSTRIES COM 629568106 386,780.63 9,306 SOLE SOLE
NATIONAL COMMERCE BANCORP COM 635449101 19,275.00 1,200 SOLE SOLE
NATIONAL FUEL GAS CO COM 636180101 126,750.00 2,600 SOLE SOLE
NAVIGANT CONSULTING CO COM 63935N107 2,125.00 500 SOLE SOLE
NEIMAN-MARCUS GROUP INC COM 640204202 103,468.75 3,500 SOLE SOLE
NETWORK ASSOCIATES INC COM 640938106 193,175.38 9,481 SOLE SOLE
NEWPORT NEWS SHIPBUILDING IN COM 652228107 85,995.00 2,340 SOLE SOLE
NISOURCE INC. COM 65473P105 158,014.50 8,484 SOLE SOLE
NOBLE AFFILIATES COM 654894104 152,725.00 4,100 SOLE SOLE
NOBLE DRILLING CORPORATION COM 655042109 408,168.13 9,910 SOLE SOLE
NORDSON CORP COM 655663102 60,750.00 1,200 SOLE SOLE
NORTH FORK BANCORP COM 659424105 173,952.63 11,501 SOLE SOLE
NORTHEAST UTILITIES COM 664397106 217,500.00 10,000 SOLE SOLE
NOVA CORP/ GEORGIA COM 669784100 145,694.06 5,215 SOLE SOLE
NSTAR -W/I COM 67019E107 183,093.75 4,500 SOLE SOLE
NVIDIA CORP COM 67066G104 317,812.50 5,000 SOLE SOLE
OGE ENERGY CORP COM 670837103 114,700.00 6,200 SOLE SOLE
OCEAN ENERGY INC COM 67481E106 171,938.31 12,119 SOLE SOLE
OFFICEMAX INC COM 67622M108 46,000.00 9,200 SOLE SOLE
OGDEN CORP COM 676346109 34,200.00 3,800 SOLE SOLE
OHIO CASUALTY CORP COM 677240103 7,437.50 700 SOLE SOLE
OLD REPUBLIC COM 680223104 155,100.00 9,400 SOLE SOLE
OLIN CORPORATION COM 680665205 61,050.00 3,700 SOLE SOLE
OMNICARE INC COM 681904108 56,640.63 6,250 SOLE SOLE
OUTBACK STEAKHOUSE INC COM 689899102 157,950.00 5,400 SOLE SOLE
OVERSEAS SHIPHOLDING GROUP COM 690368105 56,637.50 2,300 SOLE SOLE
OXFORD HEALTH PLANS COM 691471106 140,493.75 5,900 SOLE SOLE
THE PMI GROUP INC COM 69344M101 173,375.00 3,650 SOLE SOLE
PSS WORLD MEDICAL INC COM 69366A100 34,433.59 5,125 SOLE SOLE
PACIFIC CENTURY FINACIAL COR COM 694058108 92,137.50 6,300 SOLE SOLE
PACIFICARE HEALTH SYSTEMS COM 695112102 194,766.75 3,236 SOLE SOLE
PAPA JOHNS INTL INC COM 698813102 49,000.00 2,000 SOLE SOLE
PARK PLACE ENTERTAINMENT COM 700690100 264,468.75 21,700 SOLE SOLE
PAYLESS SHOESOURCE COM 704379106 124,742.50 2,434 SOLE SOLE
PENNZOIL-QUAKER STATE CO COM 709323109 51,796.38 4,294 SOLE SOLE
PENTAIR INC COM 709631105 95,850.00 2,700 SOLE SOLE
PERRIGO CO COM 714290103 36,612.50 5,800 SOLE SOLE
PIONEER NATURAL RESOURCES COM 723787107 93,075.00 7,300 SOLE SOLE
PITTSTON BRINK'S GROUP COM 725701106 48,713.81 3,559 SOLE SOLE
POLICY MANAGEMENT SYSTEMS CO COM 731108106 41,512.50 2,700 SOLE SOLE
POLYCOM INC COM 73172K104 207,006.25 2,200 SOLE SOLE
POTOMAC ELECTRIC POWER CO COM 737679100 205,825.00 8,233 SOLE SOLE
POWERWAVE TECHNOLOGIES INC COM 739363109 162,800.00 3,700 SOLE SOLE
PRECISION CASTPARTS COM 740189105 83,712.50 1,850 SOLE SOLE
PREMIER PARKS INC COM 740540208 20,475.00 900 SOLE SOLE
PROTECTIVE LIFE CORP COM 743674103 121,862.63 4,577 SOLE SOLE
PROVIDENT FINANCIAL GROUP COM 743866105 77,081.06 3,237 SOLE SOLE
PUBLIC SERVICE COMP OF N MEX COM 744499104 41,681.25 2,700 SOLE SOLE
PUGET SOUND ENERGY, INC. COM 745332106 132,712.94 6,227 SOLE SOLE
QLOGIC CORPORATION COM 747277101 343,525.00 5,200 SOLE SOLE
QUANTA SERVICES, INC. COM 74762E102 236,500.00 4,300 SOLE SOLE
QUANTUM CORP-DLT & STORAGE COM 747906204 119,446.88 12,330 SOLE SOLE
QUEST DIAGNOSTICS INC COM 74834L100 239,200.00 3,200 SOLE SOLE
QUESTAR COM 748356102 124,000.00 6,400 SOLE SOLE
QUORUM HEALTH GROUP, INC. COM 749084109 56,718.75 5,500 SOLE SOLE
RPM INC OHIO COM 749685103 70,044.75 6,918 SOLE SOLE
RATIONAL SOFTWARE CORP COM 75409P202 585,506.25 6,300 SOLE SOLE
RAYONIER INC COM 754907103 82,512.50 2,300 SOLE SOLE
READERS DIGEST ASSOC COM 755267101 314,025.00 7,900 SOLE SOLE
RELIASTAR FINL CORP COM 75952U103 346,087.50 6,600 SOLE SOLE
REYNOLDS & REYNOLDS CLASS A COM 761695105 113,150.00 6,200 SOLE SOLE
RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 214,168.88 7,666 SOLE SOLE
ROBERT HALF INTERNATIONAL COM 770323103 351,006.00 12,316 SOLE SOLE
ROLLINS INC COM 775711104 38,675.00 2,600 SOLE SOLE
ROSS STORES INC COM 778296103 119,028.00 6,976 SOLE SOLE
RUDDICK CORP COM 781258108 34,256.25 2,900 SOLE SOLE
RYERSON TULL INC COM 78375P107 16,164.25 1,558 SOLE SOLE
SCI SYSTEMS INC. COM 783890106 410,214.75 10,468 SOLE SOLE
SPX CORP. COM 784635104 260,015.63 2,150 SOLE SOLE
SAKS INC. COM 79377W108 108,843.00 10,366 SOLE SOLE
SANTA FE SYNDER CORP COM 80218K105 149,251.38 13,121 SOLE SOLE
SAWTEK INC COM 805468105 161,175.00 2,800 SOLE SOLE
SCANA CORP COM 80589M102 121,662.38 5,043 SOLE SOLE
SCHOLASTIC CORP COM 807066105 67,237.50 1,100 SOLE SOLE
SCHULMAN (A.) INC. COM 808194104 32,568.75 2,700 SOLE SOLE
SEMTECH CORP COM 816850101 183,562.50 2,400 SOLE SOLE
SENSORMATIC ELECTRONICS CORP COM 817265101 90,131.25 5,700 SOLE SOLE
SEPRACOR INC COM 817315104 607,950.00 5,040 SOLE SOLE
SEQUA CORPORATION COM 817320104 22,912.50 600 SOLE SOLE
SHAW INDUSTRIES INC COM 820286102 115,000.00 9,200 SOLE SOLE
SIERRA PACIFIC RESOURCES COM 826428104 72,535.88 5,774 SOLE SOLE
SMITH INTERNATIONAL INC COM 832110100 240,281.25 3,300 SOLE SOLE
SMUCKER (J.M.) CLASS - A COM 832696108 36,575.00 1,900 SOLE SOLE
SOLUTIA INC COM 834376105 117,122.50 8,518 SOLE SOLE
SONOCO PRODUCTS INC COM 835495102 161,662.38 7,862 SOLE SOLE
SOTHEBY'S COM 835898107 77,000.00 4,400 SOLE SOLE
SOUTHDOWN INC COM 841297104 160,198.50 2,774 SOLE SOLE
SOVEREIGN BANCORP INC COM 845905108 77,639.06 11,042 SOLE SOLE
STANDARD REGISTER CO COM 853887107 27,075.00 1,900 SOLE SOLE
STERIS CORP COM 859152100 42,724.25 4,814 SOLE SOLE
STEWART AND STEVENSON SVCS COM 860342104 37,656.25 2,500 SOLE SOLE
STEWART ENTERPRISES INC CL A COM 860370105 23,659.38 6,700 SOLE SOLE
STORAGE TECHNOLOGY CORP COM 862111200 83,650.00 7,648 SOLE SOLE
STRUCTURAL DYNAMICS RESEARCH COM 863555108 33,137.50 2,200 SOLE SOLE
STRYKER CORP COM 863667101 651,875.00 14,900 SOLE SOLE
SUIZA FOODS CORP COM 865077101 122,187.50 2,500 SOLE SOLE
SUNGARD DATA SYSTEMS, INC. COM 867363103 294,128.00 9,488 SOLE SOLE
SUPERIOR INDUSTRIES COM 868168105 59,225.00 2,300 SOLE SOLE
SWIFT TRANSPORTATION CO., IN COM 870756103 9,800.00 700 SOLE SOLE
SYBASE INC . COM 871130100 135,700.00 5,900 SOLE SOLE
SYBRON INTERNATIONAL CORP COM 87114F106 139,281.88 7,030 SOLE SOLE
SYKES ENTERPRISES INC COM 871237103 6,437.50 500 SOLE SOLE
SYLVAN LEARNING SYSTEMS, INC COM 871399101 50,875.00 3,700 SOLE SOLE
SYMANTEC CORP COM 871503108 199,568.75 3,700 SOLE SOLE
SYMBOL TECHNOLOGIES INC COM 871508107 506,250.00 9,375 SOLE SOLE
SYNOPSYS INC COM 871607107 169,667.31 4,909 SOLE SOLE
TCF FINANCIAL CORP COM 872275102 169,254.94 6,589 SOLE SOLE
TECO ENERGY INC COM 872375100 188,587.50 9,400 SOLE SOLE
TECH DATA CORP COM 878237106 168,543.31 3,869 SOLE SOLE
TECUMSEH PRODUCTS CO-CL A COM 878895200 57,281.25 1,500 SOLE SOLE
TELEFLEX, INC. COM 879369106 96,525.00 2,700 SOLE SOLE
TELEPHONE & DATA COM 879433100 461,150.00 4,600 SOLE SOLE
TIDEWATER INC COM 886423102 165,600.00 4,600 SOLE SOLE
TITAN CORPORATION COM 888266103 26,850.00 600 SOLE SOLE
TRANSACTION SYSTEMS ARCHIT-A COM 893416107 6,850.00 400 SOLE SOLE
TRANSWITCH CORP COM 894065101 30,875.00 400 SOLE SOLE
TRIGON HEALTHCARE INC COM 89618L100 165,000.00 3,200 SOLE SOLE
TRINITY INDUSTRIES COM 896522109 53,650.00 2,900 SOLE SOLE
TRIQUINT SEMICONDUCTOR COM 89674K103 248,787.50 2,600 SOLE SOLE
TYSON FOODS INC CL A COM 902494103 144,812.50 16,550 SOLE SOLE
UCAR INTERNATIONAL, INC COM 90262K109 44,412.50 3,400 SOLE SOLE
USG CORP COM 903293405 112,387.50 3,700 SOLE SOLE
ULTRAMAR DIAMOND SHAMROCK COM 904000106 161,281.25 6,500 SOLE SOLE
UNIFI, INC COM 904677101 55,687.50 4,500 SOLE SOLE
UNITRIN, INC. COM 913275103 44,062.50 1,500 SOLE SOLE
UNIVERSAL CORPORATION COM 913456109 54,925.00 2,600 SOLE SOLE
UNIVERSAL FOODS CORP COM 913538104 62,900.00 3,400 SOLE SOLE
UNIVISION COMMIUNICATIONS IN COM 914906102 760,725.00 7,350 SOLE SOLE
UTILICORP UNITED INC COM 918005109 121,237.50 6,100 SOLE SOLE
VALASSIS COMMUNICATION COM 918866104 156,617.50 4,108 SOLE SOLE
VALERO ENERGY CORP COM 91913Y100 127,000.00 4,000 SOLE SOLE
VALSPAR CORP COM 920355104 108,000.00 3,200 SOLE SOLE
VARCO INTERNATIONAL INC COM 922122106 165,075.00 7,100 SOLE SOLE
VECTREN CORP COM 92240G101 75,900.00 4,400 SOLE SOLE
VIAD CORPORATION COM 92552R109 190,750.00 7,000 SOLE SOLE
VISHAY INTERTECHNOLOGY INC COM 928298108 374,139.63 9,862 SOLE SOLE
VISX INC COM 92844S105 124,485.25 4,436 SOLE SOLE
VITESSE SEMICONDUCTOR COM 928497106 815,661.00 11,088 SOLE SOLE
WADDELL & REED FINANCIAL, IN COM 930059100 177,187.50 5,400 SOLE SOLE
WALLACE COMPUTER SERVICES COM 932270101 33,575.00 3,400 SOLE SOLE
WARNACO GROUP CL-A COM 934390105 31,775.00 4,100 SOLE SOLE
WASHINGTON GAS LIGHT CO COM 938837101 72,187.50 3,000 SOLE SOLE
WASHINGTON POST CLASS B COM 939640108 342,726.00 717 SOLE SOLE
WATERS CORP COM 941848103 561,656.25 4,500 SOLE SOLE
WAUSAU-MOSINEE PAPER MILLS COM 943315101 37,178.38 4,342 SOLE SOLE
WEATHERFORD INTERNATIONAL COM 947074100 288,879.50 7,256 SOLE SOLE
WEBSTER FINANCIAL CORPORATIO COM 947890109 64,343.75 2,900 SOLE SOLE
WELLMAN, INC COM 949702104 40,468.75 2,500 SOLE SOLE
WESTAMERICA BANCORPORATION COM 957090103 73,150.00 2,800 SOLE SOLE
WESTPOINT STEVENS INC COM 961238102 46,725.00 4,200 SOLE SOLE
WESTWOOD ONE INC COM 961815107 263,103.75 7,710 SOLE SOLE
WHITMAN CORP COM 96647R107 126,472.50 10,220 SOLE SOLE
WILLIAMS-SONOMA INC. COM 969904101 19,462.50 600 SOLE SOLE
WILMINGTON TRUST CORP COM 971807102 115,425.00 2,700 SOLE SOLE
WISCONSIN CENTRAL TRANSPORT COM 976592105 48,100.00 3,700 SOLE SOLE
WISC ENERGY CORP COM 976657106 172,368.75 8,700 SOLE SOLE
YORK INTL CORP NEW COM COM 986670107 78,275.00 3,100 SOLE SOLE
ZIONS BANCORPORATION COM 989701107 41,301.56 900 SOLE SOLE
EVEREST RE GROUP LTD COM G3223R108 118,350.00 3,600 SOLE SOLE
ADC TELECOMMUNICATIONS INC COM 000886101 157,433.38 1,877 SOLE SOLE
ADAPTEC INC COM 00651F108 11,284.00 496 SOLE SOLE
ADELPHIA COMMUNICATIONS CL-A COM 006848105 27,609.38 589 SOLE SOLE
ADOBE SYSTEMS INC COM 00724F101 74,360.00 572 SOLE SOLE
ALTERA CORP COM 021441100 137,921.44 1,353 SOLE SOLE
AMAZON.COM INC COM 023135106 41,142.06 1,133 SOLE SOLE
AMERICAN POWER CONVERSION CO COM 029066107 52,770.56 1,293 SOLE SOLE
AMGEN COM 031162100 169,443.00 2,412 SOLE SOLE
APOLLO GROUP INC. COM 037604105 10,192.00 364 SOLE SOLE
APPLE COMPUTER INC COM 037833100 117,634.25 2,246 SOLE SOLE
APPLIED MATERIALS INC COM 038222105 192,850.00 2,128 SOLE SOLE
APPLIED MICRO CIRCUITS CORP COM 03822W109 71,396.25 723 SOLE SOLE
AT HOME CORPORATION - SER A COM 045919107 28,199.25 1,359 SOLE SOLE
ATMEL CORPORATION COM 049513104 28,873.13 783 SOLE SOLE
BMC SOFTWARE, INC. COM 055921100 34,076.41 934 SOLE SOLE
BED BATH AND BEYOND INC COM 075896100 34,002.50 938 SOLE SOLE
BIOGEN INC COM 090597105 60,114.00 932 SOLE SOLE
BIOMET, INC. COM 090613100 28,981.88 754 SOLE SOLE
BROADVISION INC. COM 111412102 77,539.88 1,526 SOLE SOLE
CMG INFORMATION SERVICES COM 125750109 68,489.69 1,495 SOLE SOLE
CNET NETWORKS INC. COM 12613R104 12,551.44 511 SOLE SOLE
CHIRON CORP COM 170040109 61,465.00 1,294 SOLE SOLE
CIENA CORP COM 171779101 130,849.69 785 SOLE SOLE
CISCO SYSTEMS INC COM 17275R102 754,105.50 11,864 SOLE SOLE
CINTAS GROUP COM 172908105 33,605.75 916 SOLE SOLE
CITRIX SYSTEMS INC. COM 177376100 20,774.44 1,097 SOLE SOLE
COMCAST CORP CL A SPECIAL COM 200300200 75,532.50 1,865 SOLE SOLE
COMPUWARE CORPORATION COM 205638109 11,588.88 1,117 SOLE SOLE
COMVERSE TECHNOLOGY COM 205862402 71,889.00 773 SOLE SOLE
CONCORD EFS INC COM 206197105 29,666.00 1,141 SOLE SOLE
CONEXANT SYSTEMS INC COM 207142100 55,432.50 1,140 SOLE SOLE
COSTCO WHOLESALE CORPORATION COM 22160K105 37,785.00 1,145 SOLE SOLE
DELL COMPUTER CORP COM 247025109 231,719.44 4,699 SOLE SOLE
DOLLAR TREE STORES, INC COM 256747106 13,807.31 349 SOLE SOLE
EBAY INC COM 278642103 56,702.25 1,044 SOLE SOLE
ECHOSTAR COMMUNICATIONS - A COM 278762109 37,446.70 1,131 SOLE SOLE
ELECTRONIC ARTS COM 285512109 25,892.81 355 SOLE SOLE
ERICSSON TEL ADR COM 294821400 93,760.00 4,688 SOLE SOLE
FISERV, INC. COM 337738108 32,697.00 756 SOLE SOLE
GENZYME CORP COM 372917104 32,393.44 545 SOLE SOLE
IMMUNEX INC COM 452528102 168,384.13 3,406 SOLE SOLE
INTEL CORP COM 458140100 779,531.81 5,831 SOLE SOLE
INTUIT INC COM 461202103 53,704.75 1,298 SOLE SOLE
I2 TECHNOLOGIES INC. COM 465754109 82,057.05 787 SOLE SOLE
JDS UNIPHASE CORP COM 46612J101 402,899.88 3,361 SOLE SOLE
KLA-TENCOR CORPORATION COM 482480100 65,414.31 1,117 SOLE SOLE
LEGATO SYSTEMS INC. COM 524651106 7,804.50 516 SOLE SOLE
LEVEL 3 COMMUNICATIONS INC COM 52729N100 104,984.00 1,193 SOLE SOLE
LINEAR TECHNOLOGY CORP COM 535678106 138,872.25 2,172 SOLE SOLE
LYCOS INC COM 550818108 33,318.00 617 SOLE SOLE
MAXIM INTEGRATED PRODUCTS COM 57772K101 137,437.56 2,023 SOLE SOLE
MCLEOD INC COM 582266102 39,533.81 1,911 SOLE SOLE
MEDIMMUNE INC COM 584699102 81,474.00 1,101 SOLE SOLE
METROMEDIA FIBER NETWORK COM 591689104 92,868.75 2,340 SOLE SOLE
MICROSOFT CORP COM 594918104 710,080.00 8,876 SOLE SOLE
MICROCHIP TECH COM 595017104 20,626.03 354 SOLE SOLE
MILLER HERMAN INC COM 600544100 9,108.00 352 SOLE SOLE
MOLEX INC COM 608554101 22,715.00 472 SOLE SOLE
NTL INCORPORATED COM 629407107 38,080.50 636 SOLE SOLE
NETWORK ASSOCIATES INC COM 640938106 15,138.63 743 SOLE SOLE
NETWORK APPLIANCE INC COM 64120L104 124,694.50 1,549 SOLE SOLE
NEXTEL COMMUNICATIONS INC-A COM 65332V103 275,466.13 4,502 SOLE SOLE
NEXTLINK COMMUNICATIONS INC COM 65333H707 38,241.00 1,008 SOLE SOLE
NORTHWEST AIRLINES CORP-CL A COM 667280101 11,048.81 363 SOLE SOLE
NOVELL COM 670006105 17,852.50 1,930 SOLE SOLE
ORACLE SYSTEMS COM 68389X105 503,030.00 5,984 SOLE SOLE
PMC - SIERRA INC COM 69344F106 133,798.69 753 SOLE SOLE
PACCAR INC COM 693718108 20,200.94 509 SOLE SOLE
PACIFICARE HEALTH SYSTEMS COM 695112102 11,315.25 188 SOLE SOLE
PANAMSAT CORP COM 697933109 46,570.88 1,066 SOLE SOLE
PARAMETRIC TECH CO COM 699173100 20,570.00 1,870 SOLE SOLE
PAYCHEX INC COM 704326107 72,114.00 1,717 SOLE SOLE
PEOPLESOFT INC COM 712713106 31,640.75 1,889 SOLE SOLE
QLOGIC CORPORATION COM 747277101 24,443.13 370 SOLE SOLE
QUALCOM INC COM 747525103 251,220.00 4,187 SOLE SOLE
QUINTILES TRANSNATIONAL CORP COM 748767100 10,975.13 777 SOLE SOLE
RF MICRO DEVICES INC COM 749941100 45,039.25 514 SOLE SOLE
REALNETWORKS INC COM 75605L104 37,062.31 733 SOLE SOLE
SDL INC COM 784076101 105,234.19 369 SOLE SOLE
SANMINA CORP COM 800907107 61,560.00 720 SOLE SOLE
SIEBEL SYSTEMS INC COM 826170102 184,171.38 1,126 SOLE SOLE
SIGMA-ALDRICH CORP COM 826552101 15,502.50 530 SOLE SOLE
SMURFIT-STONE CONTAINER CORP COM 832727101 14,214.00 1,104 SOLE SOLE
STAPLES INC COM 855030102 25,122.75 1,634 SOLE SOLE
STARBUCKS CORP COM 855244109 49,491.00 1,296 SOLE SOLE
SUN MICROSYSTEMS COM 866810104 318,372.19 3,501 SOLE SOLE
SYNOPSYS INC COM 871607107 13,479.38 390 SOLE SOLE
TELLABS INC COM 879664100 77,950.31 1,139 SOLE SOLE
3 COM CORPORATION COM 885535104 52,208.25 906 SOLE SOLE
USA NETWORKS INC COM 902984103 35,292.00 1,632 SOLE SOLE
VERITAS SOFTWARE CORPORATION COM 923436109 223,996.97 1,982 SOLE SOLE
VERISIGN INC COM 92343E102 73,071.00 414 SOLE SOLE
VISX INC COM 92844S105 10,355.06 369 SOLE SOLE
VITESSE SEMICONDUCTOR COM 928497106 58,187.94 791 SOLE SOLE
VOICESTREAM WIRELESS CORP COM 928615103 81,640.41 702 SOLE SOLE
WORLDCOM INC COM 98157D106 238,045.38 5,189 SOLE SOLE
XILINX INC COM 983919101 181,389.81 2,197 SOLE SOLE
YAHOO! INC COM 984332106 160,418.13 1,295 SOLE SOLE
GEMSTAR INTERNATIONAL GROUP COM G3788V106 67,536.98 1,099 SOLE SOLE
GLOBAL CROSSING LTD COM G3921A100 109,223.19 4,151 SOLE SOLE
ADC TELECOMMUNICATIONS INC COM 000886101 313,860.25 3,742 SOLE SOLE
AFLAC CORPORATION COM 001055102 142,084.69 3,093 SOLE SOLE
AES CORP COM 00130H105 296,015.00 6,488 SOLE SOLE
AMR CORP COM 001765106 58,929.19 2,229 SOLE SOLE
AMERICAN TELEPHONE AND TELEG COM 001957109 1,246,625.88 39,419 SOLE SOLE
ABBOTT LABS COM 002824100 895,349.75 20,092 SOLE SOLE
ADAPTEC INC COM 00651F108 29,643.25 1,303 SOLE SOLE
ADOBE SYSTEMS INC COM 00724F101 173,290.00 1,333 SOLE SOLE
ADVANCED MICRO DEVICES COM 007903107 101,892.75 1,319 SOLE SOLE
AETNA LIFE AND CASUALTY CO COM 008117103 119,067.81 1,855 SOLE SOLE
AGILENT TECHNOLOGIES INC. COM 00846U101 354,885.00 4,812 SOLE SOLE
AIR PRODUCTS & CHEMICALS INC COM 009158106 76,753.94 2,491 SOLE SOLE
ALBERTO-CULVER CO CL B COM 013068101 16,381.50 536 SOLE SOLE
ALBERTSON'S INC COM 013104104 188,361.25 5,665 SOLE SOLE
ALCAN ALUMINUM LTD COM 013716105 67,611.00 2,181 SOLE SOLE
ALCOA INC COM 013817101 279,908.00 9,652 SOLE SOLE
ALLEGHENY TECHNOLOGIES INC COM 01741R102 19,530.00 1,085 SOLE SOLE
ALLERGAN COM 018490102 94,838.50 1,273 SOLE SOLE
ALLIED WASTE INDUSTRIES INC. COM 019589308 23,910.00 2,391 SOLE SOLE
ALLSTATE CORP COM 020002101 252,915.75 11,367 SOLE SOLE
ALLTELL CORP COM 020039103 233,380.50 3,768 SOLE SOLE
ALTERA CORP COM 021441100 228,340.00 2,240 SOLE SOLE
ALZA CORP CLASS A COM 022615108 71,718.63 1,213 SOLE SOLE
AMERADA HESS CORP COM 023551104 60,021.00 972 SOLE SOLE
AMEREN CORPORATION COM 023608102 51,266.25 1,519 SOLE SOLE
AMERICA ONLINE INC COM 02364J104 1,456,374.75 27,609 SOLE SOLE
AMERICAN ELECTRIC POWER COMP COM 025537101 100,221.38 3,383 SOLE SOLE
AMERICAN EXPRESS COMP COM 025816109 876,012.75 16,806 SOLE SOLE
AMERICAN GENERAL CORP COM 026351106 192,211.00 3,151 SOLE SOLE
AMERICAN GREETINGS CO CLASS COM 026375105 13,585.00 715 SOLE SOLE
AMER HOME PRODUCTS CORP COM 026609107 948,107.50 16,138 SOLE SOLE
AMERICAN INTERNATIONAL GROUP COM 026874107 2,250,830.00 19,156 SOLE SOLE
AMERICAN POWER CONVERSION CO COM 029066107 89,787.50 2,200 SOLE SOLE
AMGEN COM 031162100 890,137.75 12,671 SOLE SOLE
AMSOUTH BANCORP COM 032165102 77,253.75 4,905 SOLE SOLE
ANADARKO PETROLEUM CORP COM 032511107 55,673.81 1,129 SOLE SOLE
ANALOG DEVICES COM 032654105 320,568.00 4,218 SOLE SOLE
ANDREW CORP COM 034425108 28,964.44 863 SOLE SOLE
ANHEUSER-BUSCH COMPANIES INC COM 035229103 427,959.38 5,730 SOLE SOLE
AON CORPORATION COM 037389103 85,856.75 2,764 SOLE SOLE
APACHE CORP COM 037411105 50,284.69 855 SOLE SOLE
APPLE COMPUTER INC COM 037833100 203,424.50 3,884 SOLE SOLE
APPLIED MATERIALS INC COM 038222105 832,209.38 9,183 SOLE SOLE
ARCHER-DANIELS-MIDLAND COMP COM 039483102 79,756.00 8,128 SOLE SOLE
ARMSTRONG HOLDINGS INC COM 042384107 6,125.00 400 SOLE SOLE
ASHLAND INC COM 044204105 25,350.19 723 SOLE SOLE
ASSOCIATES FIRST CAPITAL COR COM 046008108 201,548.81 9,033 SOLE SOLE
AUTODESK INC COM 052769106 16,025.63 462 SOLE SOLE
AUTOMATIC DATA PROCESSING IN COM 053015103 414,091.69 7,731 SOLE SOLE
AUTOZONE INC COM 053332102 29,612.00 1,346 SOLE SOLE
AVERY DENNISON CO COM 053611109 84,174.75 1,254 SOLE SOLE
AVON PRODUCTS INC COM 054303102 151,522.50 3,405 SOLE SOLE
BB&T CORPORATION COM 054937107 107,915.00 4,520 SOLE SOLE
BMC SOFTWARE, INC. COM 055921100 103,798.05 2,845 SOLE SOLE
BAKER HUGHES INC COM 057224107 100,608.00 3,144 SOLE SOLE
BALL CORP COM 058498106 9,366.56 291 SOLE SOLE
BANK OF AMERICA CORP COM 060505104 905,967.00 21,069 SOLE SOLE
BANK OF NEW YORK COM 064057102 471,649.50 10,143 SOLE SOLE
BANC ONE CORP COM 06423A103 398,756.25 15,012 SOLE SOLE
BARD C.R. INC COM 067383109 26,083.75 542 SOLE SOLE
BARRICK GOLD CORP COM 067901108 77,860.69 4,281 SOLE SOLE
BAUSCH & LOMB INC COM 071707103 42,401.50 548 SOLE SOLE
BAXTER INTERNATIONAL INC COM 071813109 257,391.35 3,661 SOLE SOLE
BEAR STEARNS COMPANIES INC. COM 073902108 59,190.75 1,422 SOLE SOLE
BECTON DICKINSON CO COM 075887109 93,894.19 3,273 SOLE SOLE
BED BATH AND BEYOND INC COM 075896100 57,311.25 1,581 SOLE SOLE
BELL ATLANTIC COM 077853109 975,600.00 19,200 SOLE SOLE
BELL SOUTH CORP COM 079860102 1,005,097.50 23,580 SOLE SOLE
BEMIS COMPANY COM 081437105 17,249.63 513 SOLE SOLE
BEST BUY CO INC COM 086516101 149,080.25 2,357 SOLE SOLE
BESTFOODS COM 08658U101 253,593.50 3,662 SOLE SOLE
BETHLEHEM STEEL COM 087509105 6,131.06 1,721 SOLE SOLE
BIOGEN INC COM 090597105 116,229.00 1,802 SOLE SOLE
BIOMET, INC. COM 090613100 42,819.38 1,114 SOLE SOLE
BLACK & DECKER COM 091797100 49,848.25 1,268 SOLE SOLE
H & R BLOCK COM 093671105 32,342.63 999 SOLE SOLE
BOEING COM 097023105 446,390.25 10,676 SOLE SOLE
BOISE CASCADE COM 097383103 12,368.25 478 SOLE SOLE
BOSTON SCIENTIFIC CORP COM 101137107 113,043.94 5,153 SOLE SOLE
BRIGGS & STRATTON COM 109043109 9,350.25 273 SOLE SOLE
BRISTOL-MEYER/SQUIBB COM 110122108 1,448,269.75 24,863 SOLE SOLE
BROADCOM CORP COM 111320107 569,237.50 2,600 SOLE SOLE
BROWN FOREMANN CLASS B COM 115637209 35,958.75 669 SOLE SOLE
BRUNSWICK CORP COM 117043109 15,618.44 943 SOLE SOLE
BURLINGTON NRTHRN SANTA FE C COM 12189T104 137,533.25 5,996 SOLE SOLE
BURLINGTON RESOURCES, INC COM 122014103 67,587.75 1,767 SOLE SOLE
CIGNA CORP CI COM 125509109 197,098.00 2,108 SOLE SOLE
CMS ENERGY CORPORATION COM 125896100 29,138.63 1,317 SOLE SOLE
C P & L ENERGY INC COM 12614C106 46,980.06 1,471 SOLE SOLE
CSX CORP COM 126408103 51,909.38 2,450 SOLE SOLE
CVS CORPORATION COM 126650100 216,160.00 5,404 SOLE SOLE
CABLETRON SYSTEMS COM 126920107 37,925.50 1,502 SOLE SOLE
CAMPBELL SOUP COM 134429109 173,352.00 5,952 SOLE SOLE
CAPITAL ONE FINANCIAL CORP. COM 14040H105 96,568.50 2,164 SOLE SOLE
CARDINAL HEALTH, INC. COM 14149Y108 267,214.00 3,611 SOLE SOLE
CARNIVAL CORPORATION COM 143658102 144,748.50 7,423 SOLE SOLE
CATERPILLAR INC COM 149123101 165,276.13 4,879 SOLE SOLE
CENDANT CORPORATION COM 151313103 147,532.00 10,538 SOLE SOLE
CENTEX CORP COM 152312104 13,160.00 560 SOLE SOLE
CENTURYTEL INC COM 156700106 49,335.00 1,716 SOLE SOLE
CERIDIAN CORPORATION COM 15677T106 31,906.88 1,326 SOLE SOLE
CHARTER ONE FINANCIAL INC COM 160903100 58,374.00 2,538 SOLE SOLE
CHASE MANHATTAN COM 16161A108 735,088.41 15,959 SOLE SOLE
CHEVRON CORP COM 166751107 722,856.94 8,523 SOLE SOLE
CHUBB CORP COM 171232101 160,576.50 2,611 SOLE SOLE
CINCINNATI FINANCIAL CORP COM 172062101 52,374.88 1,666 SOLE SOLE
CINENRGY CORPORATION COM 172474108 39,021.13 1,534 SOLE SOLE
CIRCUIT CITY STORES INC COM 172737108 63,222.19 1,905 SOLE SOLE
CISCO SYSTEMS INC COM 17275R102 5,235,261.75 82,364 SOLE SOLE
CITIGROUP INC COM 172967101 2,525,077.50 41,910 SOLE SOLE
CITRIX SYSTEMS INC. COM 177376100 37,496.25 1,980 SOLE SOLE
CLEAR CHANNEL COMMUNICATIONS COM 184502102 303,900.00 4,052 SOLE SOLE
CLOROX COM 189054109 141,024.94 3,147 SOLE SOLE
COASTAL CORP COM 190441105 149,509.00 2,456 SOLE SOLE
COCA-COLA CO COM 191216100 1,719,621.31 29,939 SOLE SOLE
COCA-COLA ENTERPRISES COM 191219104 85,314.38 5,230 SOLE SOLE
COLGATE PALMOLIVE CO COM 194162103 461,516.50 7,708 SOLE SOLE
COLUMBIA ENERGY GROUP COM 197648108 52,631.25 802 SOLE SOLE
COMCAST CORP CL A SPECIAL COM 200300200 464,454.00 11,468 SOLE SOLE
COMERICA INC COM 200340107 87,865.25 1,958 SOLE SOLE
COMPAQ COMPUTERS CORP COM 204493100 551,613.19 21,579 SOLE SOLE
COMPUTER ASSOCIATES COM 204912109 396,856.69 7,753 SOLE SOLE
COMPUTER SCIENCES COM 205363104 154,453.75 2,068 SOLE SOLE
COMPUWARE CORPORATION COM 205638109 52,507.88 5,061 SOLE SOLE
COMVERSE TECHNOLOGY COM 205862402 192,696.00 2,072 SOLE SOLE
CONAGRA INC COM 205887102 119,274.06 6,257 SOLE SOLE
CONEXANT SYSTEMS INC COM 207142100 140,915.25 2,898 SOLE SOLE
CONOCO INC CLASS B COM 208251405 196,131.56 7,985 SOLE SOLE
CONSECO INC COM 208464107 40,189.50 4,122 SOLE SOLE
CONSOLIDATED EDISON, INC COM 209115104 78,891.38 2,663 SOLE SOLE
CONSOLIDATED STORES CORP COM 210149100 14,880.00 1,240 SOLE SOLE
CONSTELLATION ENERGY GROUP COM 210371100 46,596.94 1,431 SOLE SOLE
CONVERGYS CORP COM 212485106 93,375.00 1,800 SOLE SOLE
COOPER IND COM 216669101 43,145.31 1,325 SOLE SOLE
COOPER TIRE & RUBBER COMPANY COM 216831107 8,977.88 807 SOLE SOLE
COORS (ADOLPH) COM 217016104 28,858.50 477 SOLE SOLE
CORNING CORP COM 219350105 856,313.38 3,173 SOLE SOLE
COSTCO WHOLESALE CORPORATION COM 22160K105 185,922.00 5,634 SOLE SOLE
COUNTRYWIDE CREDIT IND INC COM 222372104 29,827.50 984 SOLE SOLE
CRANE CO COM 224399105 12,934.25 532 SOLE SOLE
CROWN CORK & SEAL COM 228255105 18,495.00 1,233 SOLE SOLE
CUMMINS ENGINE COM 231021106 10,409.50 382 SOLE SOLE
DTE ENERGY COMPANY COM 233331107 44,499.00 1,456 SOLE SOLE
DANA COM 235811106 31,993.13 1,510 SOLE SOLE
DANAHER CORPORATION COM 235851102 80,385.38 1,626 SOLE SOLE
DARDEEN RESAURANTS COM 237194105 24,423.75 1,503 SOLE SOLE
DEERE & CO COM 244199105 103,822.00 2,806 SOLE SOLE
DELL COMPUTER CORP COM 247025109 1,569,962.06 31,837 SOLE SOLE
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 102,403.50 7,032 SOLE SOLE
DELTA AIRLINES COM 247361108 84,641.63 1,674 SOLE SOLE
DELUXE CORP COM 248019101 22,007.38 934 SOLE SOLE
DILLARD'S INC CLASS A COM 254067101 13,450.50 1,098 SOLE SOLE
WALT DISNEY CO COM 254687106 1,031,403.38 26,574 SOLE SOLE
DOLLAR GENERAL CORPORATION COM 256669102 63,823.50 3,273 SOLE SOLE
DOMINION RESOURCES COM 25746U109 125,495.13 2,927 SOLE SOLE
DONNELLEY RR & SONS COM 257867101 32,896.13 1,458 SOLE SOLE
DOVER CO COM 260003108 97,593.38 2,406 SOLE SOLE
DOW CHEMICAL COM 260543103 269,061.19 8,913 SOLE SOLE
DOW JONES & CO COM 260561105 68,122.50 930 SOLE SOLE
DUPONT DE NEMOURS & CO COM 263534109 551,950.00 12,616 SOLE SOLE
DUKE POWER COM 264399106 264,793.38 4,697 SOLE SOLE
DUN & BRADSTREET CORP COM 26483B106 47,002.25 1,642 SOLE SOLE
EMC CORP MASSACHUSETTS COM 268648102 2,481,696.00 32,256 SOLE SOLE
EASTERN ENTERPRISES COM 27637F100 13,041.00 207 SOLE SOLE
EASTMAN CHEMICAL COMPANY COM 277432100 36,242.25 759 SOLE SOLE
EASTMAN KODAK COM 277461109 248,650.50 4,179 SOLE SOLE
EATON CORP COM 278058102 57,888.00 864 SOLE SOLE
ECOLAB INC COM 278865100 48,867.19 1,251 SOLE SOLE
EDISON INTERNATIONAL COM 281020107 85,300.50 4,161 SOLE SOLE
EL PASO ENERGY CORPORATION COM 283905107 142,777.81 2,803 SOLE SOLE
ELECTRONIC DATA SYSTEMS CORP COM 285661104 234,093.75 5,675 SOLE SOLE
EMERSON ELECTRIC CO COM 291011104 348,303.38 5,769 SOLE SOLE
ENGLEHARD CORP COM 292845104 23,495.06 1,377 SOLE SOLE
ENRON COM 293561106 569,148.00 8,824 SOLE SOLE
ENTERGY CORP NEW COM 29364G103 60,600.94 2,229 SOLE SOLE
EQUIFAX COM 294429105 35,253.75 1,343 SOLE SOLE
EXXON MOBIL CORPORATION COM 30231G102 3,350,537.00 42,682 SOLE SOLE
FMC CORP COM 302491303 19,198.00 331 SOLE SOLE
FPL GROUP INC COM 302571104 115,879.50 2,341 SOLE SOLE
FED HOME LOAN MTG CORP COM 313400301 369,846.00 9,132 SOLE SOLE
FANNIE MAE COM 313586109 665,651.56 12,755 SOLE SOLE
FEDERATED DEPT STORES (NEW) COM 31410H101 68,040.00 2,016 SOLE SOLE
FEDEX CORPORATION COM 31428X106 111,758.00 2,941 SOLE SOLE
FIFTH THIRD BANCORP COM 316773100 206,005.25 3,257 SOLE SOLE
FIRST DATA COM 319963104 289,164.88 5,827 SOLE SOLE
FIRST UNION CORP COM 337358105 306,756.94 12,363 SOLE SOLE
FIRSTAR CORP (NEW) COM 33763V109 243,756.31 11,573 SOLE SOLE
FIRST ENERGY CORP COM 337932107 73,748.13 3,155 SOLE SOLE
FLEET BOSTON FINANCIAL CORP COM 339030108 394,298.00 11,597 SOLE SOLE
FLORIDA PROGRESS CORP COM 341109106 56,578.13 1,207 SOLE SOLE
FLUOR CORP COM 343861100 25,521.38 807 SOLE SOLE
FORD MOTOR CO COM 345370100 676,347.00 15,729 SOLE SOLE
FORT JAMES CORPORATION COM 347471104 49,672.50 2,148 SOLE SOLE
FORTUNE BRANDS INC. COM 349631101 45,571.50 1,976 SOLE SOLE
FRANKLIN RESOURCES INC COM 354613101 83,683.13 2,755 SOLE SOLE
FREEPORT MCMORAN COPPER-B COM 35671D857 20,673.75 2,235 SOLE SOLE
GENERAL PUBLIC UTILITIES COR COM 36225X100 40,593.75 1,500 SOLE SOLE
GTE CORP COM 362320103 780,054.75 12,531 SOLE SOLE
GANNETT CO INC COM 364730101 216,581.06 3,621 SOLE SOLE
GAP INC COM 364760108 329,593.75 10,547 SOLE SOLE
GATEWAY INC COM 367626108 222,460.00 3,920 SOLE SOLE
GENERAL DYNAMICS CORP COM 369550108 130,781.75 2,503 SOLE SOLE
GENERAL ELECTRIC COM 369604103 6,292,213.00 118,721 SOLE SOLE
GENERAL MILLS COM 370334104 160,152.75 4,187 SOLE SOLE
GENERAL MOTORS CORP COM 370442105 357,026.31 6,149 SOLE SOLE
GENUINE PARTS CO COM 372460105 35,100.00 1,755 SOLE SOLE
GEORGIA PACIFIC CO COM 373298108 54,416.25 2,073 SOLE SOLE
GILLETTE CO COM 375766102 462,677.31 13,243 SOLE SOLE
GOLDEN WEST FINANCIAL COM 381317106 67,871.19 1,663 SOLE SOLE
GOODRICH BF CO COM 382388106 44,996.56 1,321 SOLE SOLE
GOODYEAR TIRE & RUBBER COM 382550101 33,560.00 1,678 SOLE SOLE
W.R. GRACE & CO COM 38388F108 10,209.25 842 SOLE SOLE
GRAINGER WW INC COM 384802104 37,406.38 1,214 SOLE SOLE
GREAT ATLANTIC & PACIFIC COM 390064103 6,134.63 369 SOLE SOLE
GREAT LAKES CHEMICAL COM 390568103 19,152.00 608 SOLE SOLE
GUIDANT CORP COM 401698105 187,605.00 3,790 SOLE SOLE
HCA - THE HEALTHCARE COMPANY COM 404119109 260,587.13 8,579 SOLE SOLE
HALLIBURTON CO COM 406216101 259,248.13 5,494 SOLE SOLE
HARCOURT GENERAL INC. COM 41163G101 38,171.25 702 SOLE SOLE
HARLEY DAVIDSON COM 412822108 142,681.00 3,706 SOLE SOLE
HARRAHS ENTERTAINMENT INC COM 413619107 21,356.25 1,020 SOLE SOLE
HARTFORD FINANCIAL SERVICES COM 416515104 162,442.50 2,904 SOLE SOLE
HASBRO INC COM 418056107 28,362.69 1,883 SOLE SOLE
HEALTHSOUTH CORPORATION COM 421924101 30,899.06 4,299 SOLE SOLE
H J HEINZ CO COM 423074103 207,462.50 4,742 SOLE SOLE
HERCULES COM 427056106 14,582.81 1,037 SOLE SOLE
HERSHEY FOODS COM 427866108 71,780.00 1,480 SOLE SOLE
HEWLETT-PACKARD CO COM 428236103 1,575,547.88 12,617 SOLE SOLE
HILTON HOTELS CORP COM 432848109 26,831.25 2,862 SOLE SOLE
HOME DEPOT COM 437076102 1,440,996.50 28,856 SOLE SOLE
HOMESTAKE MINING CO COM 437614100 10,539.38 1,533 SOLE SOLE
HONEYWELL INTERNATIONAL INC COM 438516106 350,720.56 10,411 SOLE SOLE
HOUSEHOLD INTERNATIONAL COM 441815107 255,858.75 6,156 SOLE SOLE
HUMANA INC COM 444859102 7,697.63 1,579 SOLE SOLE
HUNTINGTON BANCSHARES COM 446150104 42,171.94 2,667 SOLE SOLE
IMS HEALTH INC COM 449934108 74,898.00 4,161 SOLE SOLE
ITT INDUSTRIES INC. COM 450911102 33,685.88 1,109 SOLE SOLE
ILLINOIS TOOL WORKS COM 452308109 211,185.00 3,705 SOLE SOLE
INCO LTD. COM 453258402 25,507.13 1,659 SOLE SOLE
INGERSOLL RAND CO COM 456866102 63,997.50 1,590 SOLE SOLE
INTEL CORP COM 458140100 5,375,975.44 40,213 SOLE SOLE
INT'L BUSINESS MACHINES COM 459200101 2,466,251.88 22,510 SOLE SOLE
INT'L FLAVORS & FRAGRANCE COM 459506101 32,179.88 1,066 SOLE SOLE
INTERNATIONAL PAPER COM 460146103 168,251.83 5,644 SOLE SOLE
INTERPUBLIC GRP COMPANIES IN COM 460690100 135,364.00 3,148 SOLE SOLE
JEFFERSON PILOT COM 475070108 58,469.25 1,036 SOLE SOLE
JOHNSON & JOHNSON CO COM 478160104 1,693,570.00 16,624 SOLE SOLE
JOHNSON CONTROLS COM 478366107 41,357.88 806 SOLE SOLE
KLA-TENCOR CORPORATION COM 482480100 116,070.88 1,982 SOLE SOLE
K MART COM 482584109 37,523.25 5,508 SOLE SOLE
KANSAS CITY SOUTHERN INDS COM 485170104 116,358.00 1,312 SOLE SOLE
KAUFMAN & BROAD HOME CORP COM 486168107 7,687.25 388 SOLE SOLE
KELLOGG CO COM 487836108 159,727.75 5,369 SOLE SOLE
KERR-MCGEE CO COM 492386107 50,686.25 860 SOLE SOLE
KEYCORP COM 493267108 102,189.75 5,798 SOLE SOLE
KIMBERLY CLARK COM 494368103 397,953.00 6,936 SOLE SOLE
KNIGHT RIDDER INC COM 499040103 48,666.56 915 SOLE SOLE
KOHLS DEPARTMENT STORES COM 500255104 185,231.25 3,330 SOLE SOLE
KROGER COM 501044101 223,449.00 10,128 SOLE SOLE
LSI LOGIC CORP COM 502161102 202,427.50 3,740 SOLE SOLE
LEGGETT AND PLATT COM 524660107 41,217.00 2,498 SOLE SOLE
LEHMAN BROTHERS HOLDINGS COM 524908100 115,460.81 1,221 SOLE SOLE
LEXMARK INTL GROUP INC- CL A COM 529771107 101,749.25 1,513 SOLE SOLE
LILLY ELI & CO COM 532457108 1,362,394.88 13,641 SOLE SOLE
THE LIMITED LTD COM 532716107 111,239.00 5,144 SOLE SOLE
LINCOLN NATIONAL CORP COM 534187109 72,864.13 2,017 SOLE SOLE
LINEAR TECHNOLOGY CORP COM 535678106 217,387.50 3,400 SOLE SOLE
LIZ CLAIBORNE INC COM 539320101 24,675.00 700 SOLE SOLE
LOCKHEED MARTIN CORP COM 539830109 124,856.50 5,032 SOLE SOLE
LOEWS CORPORATION COM 540424108 88,020.00 1,467 SOLE SOLE
LONGS DRUG STORES COM 543162101 8,265.00 380 SOLE SOLE
LOUISIANA-PACIFIC CO COM 546347105 11,386.13 1,047 SOLE SOLE
LOWES COMPANIES COM 548661107 186,546.94 4,543 SOLE SOLE
LUCENT TECHNOLOGIES COM 549463107 2,348,966.25 39,645 SOLE SOLE
MBIA INC COM 55262C100 50,163.19 1,041 SOLE SOLE
MBNA CORPORATION COM 55262L100 265,363.88 9,783 SOLE SOLE
MGIC INVESTMENT COM 552848103 60,378.50 1,327 SOLE SOLE
MALLINCROKDT INC COM 561232109 40,831.25 940 SOLE SOLE
MANOR CARE INC COM 564055101 7,378.00 1,054 SOLE SOLE
MARSH & MCLENNAN CO COM 571748102 346,628.06 3,319 SOLE SOLE
MARRIOTT INTERNATIONAL CLASS COM 571903202 102,092.94 2,831 SOLE SOLE
MASCO CO COM 574599106 94,846.19 5,251 SOLE SOLE
MATTEL CS COM 577081102 44,929.81 3,407 SOLE SOLE
MAXIM INTEGRATED PRODUCTS COM 57772K101 217,400.00 3,200 SOLE SOLE
MAY DEPT STORES COM 577778103 100,608.00 4,192 SOLE SOLE
MAYTAG CORP COM 578592107 35,584.38 965 SOLE SOLE
MCDERMOTT INTERNATIONAL COM 580037109 4,758.75 540 SOLE SOLE
MCDONALDS CORP COM 580135101 556,215.56 16,887 SOLE SOLE
MCGRAW HILL COS INC. COM 580645109 121,932.00 2,258 SOLE SOLE
MCKESSON HBOC INC COM 58155Q103 99,369.38 4,746 SOLE SOLE
MEAD CORP COM 582834107 25,351.00 1,004 SOLE SOLE
MEDIAONE GROUP COM 58440J104 522,154.47 7,874 SOLE SOLE
MEDIMMUNE INC COM 584699102 185,074.00 2,501 SOLE SOLE
MEDTRONIC INC COM 585055106 733,787.94 14,731 SOLE SOLE
MELLON FINANCIAL CORP COM 58551A108 240,997.63 6,614 SOLE SOLE
MERCK & CO COM 589331107 2,248,943.75 29,350 SOLE SOLE
MERCURY INTERACTIVE CORP COM 589405109 96,750.00 1,000 SOLE SOLE
MEREDITH CORPORATION COM 589433101 15,255.00 452 SOLE SOLE
MERRILL LYNCH COM 590188108 507,610.00 4,414 SOLE SOLE
MICROSOFT CORP COM 594918104 5,032,800.00 62,910 SOLE SOLE
MICRON TECHNOLOGY INC COM 595112103 592,132.25 6,724 SOLE SOLE
MILLIPORE CORP COM 601073109 69,043.50 916 SOLE SOLE
3M CO COM 604059105 444,262.50 5,385 SOLE SOLE
MOLEX INC COM 608554101 105,730.63 2,197 SOLE SOLE
MORGAN (J.P.) & CO, INC COM 616880100 253,838.13 2,305 SOLE SOLE
MORGAN STANLEY DEAN WITTER& COM 617446448 1,180,568.25 14,181 SOLE SOLE
MOTOROLA INC COM 620076109 971,559.38 33,430 SOLE SOLE
NCR CORPORATION COM 62886E108 42,714.44 1,097 SOLE SOLE
NABISCO GROUP HOLDINGS COM 62952P102 91,533.44 3,529 SOLE SOLE
NATIONAL CITY CORPORATION COM 635405103 140,287.88 8,222 SOLE SOLE
NATIONAL SEMICONDUCTOR COM 637640103 100,617.75 1,773 SOLE SOLE
NATIONAL SERVICE INDS COM 637657107 8,794.50 451 SOLE SOLE
NAVISTAR INTERNATIONAL COM 63934E108 19,693.63 634 SOLE SOLE
NETWORK APPLIANCE INC COM 64120L104 281,911.00 3,502 SOLE SOLE
NEW CENTURY ENERGIES INC COM 64352U103 36,660.00 1,222 SOLE SOLE
NEW YORK TIMES CLASS A COM 650111107 73,983.50 1,873 SOLE SOLE
NEWELL RUBBERMAID INC COM 651229106 76,966.75 2,989 SOLE SOLE
NEWMONT MINING CORP COM 651639106 34,124.25 1,578 SOLE SOLE
NEXTEL COMMUNICATIONS INC-A COM 65332V103 545,914.88 8,922 SOLE SOLE
NIAGARA MOHAWK HOLDINGS INC COM 653520106 21,589.19 1,549 SOLE SOLE
NICOR COM 654086107 15,562.13 477 SOLE SOLE
NIKE CLASS B COM 654106103 147,823.81 3,713 SOLE SOLE
NORDSTROM INC COM 655664100 37,635.00 1,560 SOLE SOLE
NORFOLK SOUTHERN CO COM 655844108 71,905.75 4,834 SOLE SOLE
NORTEL NETWORKS CORP COM 656568102 2,370,732.00 34,736 SOLE SOLE
NORTHERN STATES POWER COM 665772109 40,294.25 1,996 SOLE SOLE
NORTHERN TRUST COM 665859104 157,776.56 2,425 SOLE SOLE
NORTHROP GRUMMAN CORPORATION COM 666807102 44,387.50 670 SOLE SOLE
NOVELL COM 670006105 31,505.50 3,406 SOLE SOLE
NOVELLUS SYSTEMS, INC. COM 670008101 88,067.81 1,557 SOLE SOLE
NUCOR CORP COM 670346105 28,143.00 848 SOLE SOLE
OCCIDENTAL PETROLEUM COM 674599105 75,846.06 3,601 SOLE SOLE
OFFICE DEPOT COM 676220106 2,075.00 332 SOLE SOLE
OLD KENT FINANCIAL CORP COM 679833103 37,103.59 1,387 SOLE SOLE
OMNICOM GROUP COM 681919106 158,442.19 1,779 SOLE SOLE
ONEOK INC. COM 682680103 7,055.00 272 SOLE SOLE
ORACLE SYSTEMS COM 68389X105 2,931,679.69 34,875 SOLE SOLE
OWENS-CORNING FIBERGLASS COR COM 69073F103 4,671.25 505 SOLE SOLE
OWENS-ILLINOIS, INC. COM 690768403 16,385.88 1,402 SOLE SOLE
PECO ENERGY COMPANY COM 693304107 85,381.88 2,118 SOLE SOLE
PG & E CORPORATION COM 69331C108 132,433.25 5,378 SOLE SOLE
PE CORP-PE BIOSYSTEMS GROUP COM 69332S102 166,532.00 2,528 SOLE SOLE
PNC FINANCIAL SERVICES GROUP COM 693475105 193,453.13 4,127 SOLE SOLE
PPG INDUSTRIES COM 693506107 99,924.69 2,255 SOLE SOLE
PPL CORPORATION COM 69351T106 33,893.44 1,545 SOLE SOLE
PACCAR INC COM 693718108 29,725.94 749 SOLE SOLE
PACTIV CORPORATION COM 695257105 15,143.63 1,923 SOLE SOLE
PAINE WEBBER COM 695629105 79,079.00 1,738 SOLE SOLE
PALL CORP COM 696429307 20,812.50 1,125 SOLE SOLE
PARAMETRIC TECH CO COM 699173100 29,392.00 2,672 SOLE SOLE
PARKER HANNIFIN COM 701094104 36,750.25 1,073 SOLE SOLE
PAYCHEX INC COM 704326107 168,000.00 4,000 SOLE SOLE
PENNEY JC CO COM 708160106 60,530.31 3,283 SOLE SOLE
PEOPLE'S ENERGY CORPORATION COM 711030106 10,878.00 336 SOLE SOLE
PEOPLESOFT INC COM 712713106 52,059.00 3,108 SOLE SOLE
PEPSICO INC COM 713448108 800,763.75 18,020 SOLE SOLE
PERKINELMER INC COM 714046109 30,219.13 457 SOLE SOLE
PFIZER INC COM 717081103 3,713,712.00 77,369 SOLE SOLE
PHARMACIA CORPORATION COM 71713U102 809,994.81 15,671 SOLE SOLE
PHELPS DODGE COM 717265102 34,770.31 935 SOLE SOLE
PHILIP MORRIS CO INC COM 718154107 928,332.81 34,949 SOLE SOLE
PHILLIPS PETROLEUM CO COM 718507106 175,176.00 3,456 SOLE SOLE
PINNACLE WEST COM 723484101 34,349.25 1,014 SOLE SOLE
PITNEY BOWES INC COM 724479100 141,120.00 3,528 SOLE SOLE
PLACER DOME INC COM 725906101 42,247.13 4,418 SOLE SOLE
POLAROID CORP COM 731095105 8,037.81 445 SOLE SOLE
POTLATCH CORPORATION COM 737628107 9,241.88 279 SOLE SOLE
PRAXAIR INC COM 74005P104 56,530.63 1,510 SOLE SOLE
T. ROWE PRICE ASSOCIATES COM 741477103 62,007.50 1,459 SOLE SOLE
PROCTER & GAMBLE COM 742718109 910,275.00 15,900 SOLE SOLE
PROGRESSIVE CORP COM 743315103 66,156.00 894 SOLE SOLE
PROVIDIAN FINANCIAL CORP COM 74406A102 167,220.00 1,858 SOLE SOLE
PUBLIC SERVICE ENTERPRISES COM 744573106 81,057.13 2,341 SOLE SOLE
PULTE CORP COM 745867101 10,034.00 464 SOLE SOLE
QUAKER OATS COM 747402105 118,321.88 1,575 SOLE SOLE
QUALCOM INC COM 747525103 546,360.00 9,106 SOLE SOLE
QUINTILES TRANSNATIONAL CORP COM 748767100 35,058.25 2,482 SOLE SOLE
RADIOSHACK CORPORATION COM 750438103 107,778.13 2,275 SOLE SOLE
RALSTON-RALSTON PURINA GROUP COM 751277302 83,298.88 4,178 SOLE SOLE
RAYTHEON CO - CLASS B COM 755111408 75,883.50 3,942 SOLE SOLE
REEBOK INTERNATIONAL LTD COM 758110100 8,877.19 557 SOLE SOLE
REGIONS FINANCIAL CORPORATIO COM 758940100 42,989.63 2,163 SOLE SOLE
RELIANT ENERGY INC COM 75952J108 109,085.63 3,690 SOLE SOLE
RITE AID CORP COM 767754104 16,950.94 2,583 SOLE SOLE
ROCKWELL INTL CORP COM 773903109 72,828.00 2,312 SOLE SOLE
ROHM & HAAS CO COM 775371107 90,631.50 2,627 SOLE SOLE
ROWAN COS INC COM 779382100 23,814.00 784 SOLE SOLE
ROYAL DUTCH PETROLEUM ADR COM 780257804 1,658,185.94 26,935 SOLE SOLE
RUSSELL CO COM 782352108 7,260.00 363 SOLE SOLE
RYDER SYSTEM COM 783549108 14,676.56 775 SOLE SOLE
SBC COMMUNICATIONS, INC. COM 78387G103 1,837,822.25 42,493 SOLE SOLE
SLM HOLDING CORP COM 78442A109 69,671.19 1,861 SOLE SOLE
SABRE GROUP HOLDINGS INC COM 785905100 45,885.00 1,610 SOLE SOLE
SAFECO CORP COM 786429100 30,428.63 1,531 SOLE SOLE
SAFEWAY INC COM 786514208 280,406.75 6,214 SOLE SOLE
ST JUDE MEDICAL COM 790849103 57,573.13 1,255 SOLE SOLE
ST PAUL COMPANIES COM 792860108 77,224.88 2,263 SOLE SOLE
SANMINA CORP COM 800907107 188,271.00 2,202 SOLE SOLE
SAPIENT CORPORATION COM 803062108 64,162.50 600 SOLE SOLE
SARA LEE CORP COM 803111103 241,348.31 12,497 SOLE SOLE
SCHERING PLOUGH CORP COM 806605101 916,221.50 18,143 SOLE SOLE
SCHLUMBERGER COM 806857108 512,300.63 6,865 SOLE SOLE
CHARLES SCHWAB CORP COM 808513105 552,593.25 16,434 SOLE SOLE
SCIENTIFIC-ATLANTA INC COM 808655104 111,601.00 1,498 SOLE SOLE
SEAGATE TECHNOLOGY INC COM 811804103 143,550.00 2,610 SOLE SOLE
SEAGRAMS LTD COM 811850106 320,044.00 5,518 SOLE SOLE
SEALED AIR CORP COM 81211K100 68,925.50 1,316 SOLE SOLE
SEARS ROEBUCK & CO COM 812387108 168,084.00 5,152 SOLE SOLE
SEMPRA ENERGY COM 816851109 50,235.00 2,955 SOLE SOLE
SHARED MEDICAL SYSTEM COM 819486101 16,556.81 227 SOLE SOLE
SHERWIN WILLIAMS COM 824348106 35,319.56 1,667 SOLE SOLE
SIEBEL SYSTEMS INC COM 826170102 377,829.38 2,310 SOLE SOLE
SIGMA-ALDRICH CORP COM 826552101 28,138.50 962 SOLE SOLE
SNAP ON TOOLS, INC. COM 833034101 15,682.13 589 SOLE SOLE
SOLECTRON CORP COM 834182107 305,352.50 7,292 SOLE SOLE
SOUTHERN CO COM 842587107 205,150.00 8,800 SOLE SOLE
SOUTHTRUST CORP COM 844730101 50,204.88 2,219 SOLE SOLE
SOUTHWEST AIRLINES CO. COM 844741108 90,161.44 4,761 SOLE SOLE
SPRING INDUSTRIES COM 851783100 6,336.00 198 SOLE SOLE
SPRINT CORPORATION COMMON COM 852061100 568,140.00 11,140 SOLE SOLE
SPRINT PCS GROUP COM 852061506 615,230.00 10,340 SOLE SOLE
THE STANLEY WORKS COM 854616109 20,425.00 860 SOLE SOLE
STAPLES INC COM 855030102 83,886.00 5,456 SOLE SOLE
STARBUCKS CORP COM 855244109 84,012.50 2,200 SOLE SOLE
STATE STREET CORP COM 857477103 229,307.13 2,162 SOLE SOLE
SUMMIT BANCORP COM 866005101 46,196.50 1,876 SOLE SOLE
SUN MICROSYSTEMS COM 866810104 1,732,995.94 19,057 SOLE SOLE
SUNOCO INC COM 86764P109 29,466.94 1,001 SOLE SOLE
SUN TRUST BANKS, INC. COM 867914103 193,760.69 4,241 SOLE SOLE
SUPERVALU INC. COM 868536103 33,149.69 1,739 SOLE SOLE
SYNOVUS FINANCIAL CORP COM 87161C105 52,557.75 2,982 SOLE SOLE
SYSCO CORP COM 871829107 147,142.63 3,493 SOLE SOLE
TJX COS INC COM 872540109 53,118.75 2,833 SOLE SOLE
TRW INC COM 872649108 53,915.13 1,243 SOLE SOLE
TXU CORPORATION COM 873168108 95,698.00 3,244 SOLE SOLE
TARGET CORP COM 87612E106 335,530.00 5,785 SOLE SOLE
TEKTRONIX INC COM 879131100 53,502.00 723 SOLE SOLE
TELLABS INC COM 879664100 334,385.63 4,886 SOLE SOLE
TEMPLE INLAND COM 879868107 22,512.00 536 SOLE SOLE
TENET HEALTHCARE CORP COM 88033G100 89,937.00 3,331 SOLE SOLE
TERADYNE, INC COM 880770102 159,715.50 2,173 SOLE SOLE
TEXACO COM 881694103 395,434.50 7,426 SOLE SOLE
TEXAS INTRUMENTS COM 882508104 1,351,495.25 19,676 SOLE SOLE
TEXTRON INC COM 883203101 115,685.63 2,130 SOLE SOLE
THERMO ELECTRON CORP COM 883556102 34,268.69 1,627 SOLE SOLE
THOMAS & BETTS CO COM 884315102 12,584.25 658 SOLE SOLE
3 COM CORPORATION COM 885535104 252,282.25 4,378 SOLE SOLE
TIFFANY & CO COM 886547108 113,400.00 1,680 SOLE SOLE
TIME WARNER INC COM 887315109 1,227,628.00 16,153 SOLE SOLE
TIMKEN CO COM 887389104 11,230.88 603 SOLE SOLE
TORCHMARK CORP COM 891027104 33,895.94 1,373 SOLE SOLE
TOSCO CORP COM 891490302 55,067.81 1,945 SOLE SOLE
TOYS "R" US INC COM 892335100 44,808.81 3,077 SOLE SOLE
TRICON GLOBAL RESTAURANTS COM 895953107 48,025.00 1,700 SOLE SOLE
TRIBUNE CO COM 896047107 99,400.00 2,840 SOLE SOLE
TUPPERWARE CORPORATION COM 899896104 13,156.00 598 SOLE SOLE
TYCO INTERNATIONAL LTD COM 902124106 970,287.38 20,481 SOLE SOLE
USX-MARATHON COM 902905827 82,806.50 3,304 SOLE SOLE
UST INC. COM 902911106 26,481.56 1,803 SOLE SOLE
U.S. BANCORP COM 902973106 184,857.75 9,603 SOLE SOLE
USX-US STEEL COM 90337T101 15,202.69 819 SOLE SOLE
UNILEVER N V - ADR COM 904784709 323,489.00 7,523 SOLE SOLE
UNICOM CORPORATION COM 904911104 80,856.88 2,090 SOLE SOLE
UNION CARBIDE CORP COM 905581104 62,617.50 1,265 SOLE SOLE
UNION PACIFIC CORP COM 907818108 121,268.44 3,261 SOLE SOLE
UNION PACIFIC RESOURCES GROU COM 907834105 53,196.00 2,418 SOLE SOLE
UNION PLANTERS CORP COM 908068109 39,671.25 1,420 SOLE SOLE
UNISYS CORP COM 909214108 42,566.19 2,923 SOLE SOLE
US AIRWAYS GROUP, INC. COM 911905107 29,718.00 762 SOLE SOLE
US WEST INC COM 91273H101 553,516.25 6,455 SOLE SOLE
UNITED TECHNOLOGIES CORP COM 913017109 366,379.13 6,223 SOLE SOLE
UNITEDHEALTH GROUP INC COM 91324P102 178,445.75 2,081 SOLE SOLE
UNOCAL CORP COM 915289102 92,584.38 2,795 SOLE SOLE
UNUMPROVIDENT CORP COM 91529Y106 49,574.44 2,471 SOLE SOLE
VF CORP COM 918204108 29,027.44 1,219 SOLE SOLE
VERITAS SOFTWARE CORPORATION COM 923436109 536,824.22 4,750 SOLE SOLE
VIACOM INC -CL B COM 925524308 1,344,589.31 19,719 SOLE SOLE
VISTEON CORP COM 92839U107 24,970.77 2,059 SOLE SOLE
VULCAN MATERIALS COMPANY COM 929160109 46,614.75 1,092 SOLE SOLE
WACHOVIA CORP COM 929771103 134,214.50 2,474 SOLE SOLE
WAL-MART STORES INC COM 931142103 3,096,767.50 53,740 SOLE SOLE
WALGREEN CO COM 931422109 417,568.44 12,973 SOLE SOLE
WASHINGTON MUTUAL, INC. COM 939322103 221,182.50 7,660 SOLE SOLE
WASTE MANAGEMENT INC (NEW) COM 94106L109 141,094.00 7,426 SOLE SOLE
WATSON PHARMACEUTICALS INC COM 942683103 64,177.50 1,194 SOLE SOLE
WELLPOINT HEALTH NETWORKS COM 94973H108 62,586.00 864 SOLE SOLE
WELLS FARGO COMPANY COM 949746101 833,435.00 21,508 SOLE SOLE
WENDYS INTERNATIONAL COM 950590109 22,105.31 1,241 SOLE SOLE
WESTVACO CORP COM 961548104 24,341.06 981 SOLE SOLE
WEYERHAEUSER CO COM 962166104 118,981.00 2,767 SOLE SOLE
WHIRLPOOL CORP COM 963320106 33,803.13 725 SOLE SOLE
WILLAMETTE INDUSTRIES COM 969133107 29,239.25 1,073 SOLE SOLE
WILLIAMS COS COM 969457100 221,068.81 5,303 SOLE SOLE
WINN-DIXIE STORES INC COM 974280109 21,039.38 1,470 SOLE SOLE
WORLDCOM INC COM 98157D106 1,474,927.13 32,151 SOLE SOLE
WORTHINGTON INDS INC COM 981811102 9,240.00 880 SOLE SOLE
WRIGLEY WM JR CO COM 982526105 104,805.06 1,307 SOLE SOLE
XILINX INC COM 983919101 307,297.63 3,722 SOLE SOLE
XEROX CORP COM 984121103 174,528.25 8,411 SOLE SOLE
YAHOO! INC COM 984332106 784,376.50 6,332 SOLE SOLE
YOUNG & RUBICAM INC COM 987425105 4,003.13 70 SOLE SOLE
GLOBAL CROSSING LTD COM G3921A100 251,915.88 9,574 SOLE SOLE
TRANSOCEAN SEDCO FOREX INC COM G90078109 129,853.13 2,430 SOLE SOLE
AAR COPR COM 000361105 13,116.00 1,093 SOLE SOLE
ABM INDUSTRIES INC COM 000957100 26,220.00 1,140 SOLE SOLE
AVT CORPORATION COM 002420107 7,670.00 1,040 SOLE SOLE
AARON RENTS INC. COM 002535201 4,396.88 350 SOLE SOLE
ACTION PERFORMANCE COS INC COM 004933107 2,900.00 400 SOLE SOLE
ACTEL CORP COM 004934105 62,962.50 1,380 SOLE SOLE
ADAC LABORATORIES COM 005313200 24,480.00 1,020 SOLE SOLE
ADAPTIVE BROADBAND CORP COM 00650M104 61,446.00 1,672 SOLE SOLE
ADMINISTAFF INC COM 007094105 113,665.00 1,790 SOLE SOLE
ADVANCE PARADIGM, INC. COM 007491103 20,705.00 1,010 SOLE SOLE
ADVANCED TISSUE SCIENCES COM 00755F103 9,525.06 1,186 SOLE SOLE
ADVO INC COM 007585102 82,740.00 1,970 SOLE SOLE
AEROFLEX INC. COM 007768104 29,812.50 600 SOLE SOLE
AGRIBRANDS INTERNATIONAL COM 00849R105 59,131.88 1,410 SOLE SOLE
ALLEN TELECOM INC. COM 018091108 24,780.19 1,401 SOLE SOLE
ALLIANCE PHARMACEUTICAL COM 018773101 12,307.50 1,094 SOLE SOLE
ALLIANCE SEMICONDUCTOR COM 01877H100 27,018.75 1,100 SOLE SOLE
ALLIANT TECHSYSTEMS INC COM 018804104 20,905.63 310 SOLE SOLE
ALPHA INDUSTRIES INC. COM 020753109 54,637.50 1,240 SOLE SOLE
ALPHARMA INC CLASS A COM 020813101 45,691.50 734 SOLE SOLE
AMCAST IND COM 023395106 2,887.50 330 SOLE SOLE
AMCOL INTERNATIONAL CORP COM 02341W103 15,394.50 933 SOLE SOLE
AMERICAN FREIGHTWAYS CORP. COM 02629V108 10,860.50 749 SOLE SOLE
AMERICAN ITALIAN PASTA COM 027070101 8,275.00 400 SOLE SOLE
AMERICAN MGMT. SYSTEMS COM 027352103 34,174.08 1,041 SOLE SOLE
AMERICAN STATES WATER CO COM 029899101 8,330.00 280 SOLE SOLE
AMERICAN XTAL TECHNOLOGY INC COM 030514103 12,975.00 300 SOLE SOLE
AMERICREDIT CORPORATION COM 03060R101 26,180.00 1,540 SOLE SOLE
AMES DEPARTMENT STORES COM 030789507 4,650.00 600 SOLE SOLE
ANALOGIC CORP COM 032657207 52,240.00 1,306 SOLE SOLE
ANALYSTS INTERNATIONAL CORP COM 032681108 5,568.88 598 SOLE SOLE
ANCHOR BANCORP WI INC COM 032839102 6,125.00 400 SOLE SOLE
ANCHOR GAMING COM 033037102 14,381.25 300 SOLE SOLE
ANIXTER INTERNATIONAL COM 035290105 28,911.50 1,091 SOLE SOLE
ANN TAYLOR STORES COM 036115103 22,823.13 689 SOLE SOLE
APOGEE ENTERPRISES INC COM 037598109 3,495.94 990 SOLE SOLE
APPLEBEES INTL INC COM 037899101 22,764.69 751 SOLE SOLE
APPLICA INCORPORATED COM 03815A106 6,787.50 600 SOLE SOLE
APPLIED INDUSTRIAL TECH COM 03820C105 10,201.63 623 SOLE SOLE
APPLIED POWER COM 038225108 33,868.50 1,011 SOLE SOLE
APTARGROUP INC. COM 038336103 23,760.00 880 SOLE SOLE
ARCH CHEMICALS INC. COM 03937R102 17,500.00 800 SOLE SOLE
ARCTIC CAT INC COM 039670104 13,549.38 1,141 SOLE SOLE
ARTESYN TECHNOLOGIES INC COM 043127109 27,812.50 1,000 SOLE SOLE
ASPECT COMMUNICATIONS CORP COM 04523Q102 56,924.50 1,448 SOLE SOLE
ASPEN TECHNOLOGY, INC COM 045327103 50,050.00 1,300 SOLE SOLE
ASTEC INDUSTRIES INC COM 046224101 11,926.25 470 SOLE SOLE
ATLANTIC COAST AIRLINE HLDG COM 048396105 15,875.00 500 SOLE SOLE
ATMOS ENERGY INC COM 049560105 12,740.00 728 SOLE SOLE
ATWOOD OCEANICS INC COM 050095108 17,750.00 400 SOLE SOLE
AUDIOVOX CORPORATION COM 050757103 13,237.50 600 SOLE SOLE
AUSPEX SYSTEMS INC COM 052116100 3,456.25 700 SOLE SOLE
AVANT! CORPORATION COM 053487104 20,607.81 1,100 SOLE SOLE
AVID TECH INC COM 05367P100 7,200.00 600 SOLE SOLE
AZTAR CORP COM 054802103 19,266.50 1,243 SOLE SOLE
BISYS GROUP INC COM 055472104 40,098.00 652 SOLE SOLE
BMC INDUSTRIES INC. COM 055607105 2,831.56 697 SOLE SOLE
BALDOR ELECTRIC COM 057741100 17,246.75 926 SOLE SOLE
BARNES GROUP INC COM 067806109 9,493.88 582 SOLE SOLE
BARR LABORATORIES INC COM 068306109 36,970.31 825 SOLE SOLE
BARRA INC COM 068313105 14,868.75 300 SOLE SOLE
BARRETT RESOURCES CORP COM 068480201 22,858.56 751 SOLE SOLE
BASSETT FURNITURE INDS COM 070203104 5,517.13 437 SOLE SOLE
BAXTER INTERNATIONAL INC COM 071813109 0.00 SOLE SOLE
BE AEROSPACE INC. COM 073302101 4,730.00 688 SOLE SOLE
BELDEN INC COM 077459105 17,783.75 694 SOLE SOLE
BENCHMARK ELECTRONICS INC COM 08160H101 11,700.00 320 SOLE SOLE
BERINGER WINE ESTATES-B COM 084102102 17,656.25 500 SOLE SOLE
BILLING CONCEPTS CORPORATION COM 090063108 4,055.88 914 SOLE SOLE
BINDLEY WESTERN INDS COM 090324104 19,378.69 733 SOLE SOLE
BIO-TECHNOLOGY GENERAL CORP COM 090578105 14,295.25 1,084 SOLE SOLE
BIOMATRIX COM 09060P102 13,575.00 600 SOLE SOLE
BIRMINGHAM STEEL CORP COM 091250100 2,941.13 759 SOLE SOLE
BLACK BOX CORPORATION COM 091826107 42,752.81 540 SOLE SOLE
BLANCH E W HLDGS INC COM 093210102 6,093.75 300 SOLE SOLE
BOWNE & CO INC COM 103043105 10,082.63 1,002 SOLE SOLE
BRADY CORPORATION COM 104674106 20,020.00 616 SOLE SOLE
BRIGHTPOINT INC COM 109473108 11,365.66 1,313 SOLE SOLE
BROWN SHOE COMPANY INC COM 115736100 9,243.00 711 SOLE SOLE
BRUSH WELLMAN INC COM 117421107 9,375.00 600 SOLE SOLE
BUCKEYE TECHNOLOGIES INC COM 118255108 22,244.63 1,014 SOLE SOLE
BUTLER MANUFACTURING COM 123655102 5,491.00 323 SOLE SOLE
C&D TECHNOLOGIES INC COM 124661109 35,030.00 620 SOLE SOLE
C-COR.NET CORPORATION COM 125010108 26,190.00 970 SOLE SOLE
C CUBE MICROSYSTEMS INC-NEW COM 12501N108 23,491.13 1,197 SOLE SOLE
CDI CORP COM 125071100 10,696.88 525 SOLE SOLE
CEC ENTERTAINMENT INC COM 125137109 19,564.69 764 SOLE SOLE
CH ENERGY GROUP INC COM 12541M102 14,762.81 435 SOLE SOLE
CKE RESTAURANTS INC COM 12561E105 3,855.00 1,285 SOLE SOLE
CPI CORPORATION COM 125902106 7,182.50 340 SOLE SOLE
CTS CORP COM 126501105 35,460.00 788 SOLE SOLE
CUNO INCORPORATED COM 126583103 9,250.00 400 SOLE SOLE
CABLE DESIGN TECHNOLOGIES COM 126924109 25,795.00 770 SOLE SOLE
CABOT OIL & GAS CORP COM 127097103 16,208.44 765 SOLE SOLE
CAL DIVE INTERNATIONAL INC COM 127914109 21,675.00 400 SOLE SOLE
CAMBREX CORP COM 132011107 30,150.00 670 SOLE SOLE
CANANDAIGUA BRANDS INC/ CL A COM 137219200 19,519.31 387 SOLE SOLE
CARAUSTAR INDUSTRIES COM 140909102 9,135.50 604 SOLE SOLE
CARMIKE CINEMAS INC CL A COM 143436103 1,666.25 430 SOLE SOLE
CASCADE NATURAL GAS CORP. COM 147339105 7,843.13 470 SOLE SOLE
CASEY'S GENERAL STORES COM 147528103 14,566.50 1,404 SOLE SOLE
CASH AMERICA INTERNATIONAL COM 14754D100 5,841.00 792 SOLE SOLE
CASTLE (A.M.) & CO. COM 148411101 4,314.19 519 SOLE SOLE
CATALINA MARKETING C POS COM 148867104 53,448.00 524 SOLE SOLE
CATO CORP NEW CL A COM 149205106 10,439.25 898 SOLE SOLE
CENTRAL PARKING CORP COM 154785109 18,215.69 769 SOLE SOLE
CENTURA BANKS INC. COM 15640T100 34,310.81 1,011 SOLE SOLE
CEPHALON INC COM 156708109 51,552.38 861 SOLE SOLE
CERNER CORP COM 156782104 23,108.00 848 SOLE SOLE
CHAMPION ENTERPRISES INC COM 158496109 5,538.00 1,136 SOLE SOLE
CHECKPOINT SYSTEMS INC COM 162825103 7,230.00 964 SOLE SOLE
CHEESECAKE FACTORY COM 163072101 25,905.00 942 SOLE SOLE
CHEMED CORPORATION COM 163596109 9,611.94 341 SOLE SOLE
CHEMFIRST INC COM 16361A106 16,573.88 687 SOLE SOLE
CHIQUITA BRANDS INT'L COM 170032106 6,898.50 1,752 SOLE SOLE
CHITTENDEN CORP COM 170228100 17,106.25 700 SOLE SOLE
CHOICE POINT INC COM 170388102 46,547.00 1,046 SOLE SOLE
CIBER INC COM 17163B102 18,298.25 1,381 SOLE SOLE
CIRCLE INTERNATIONAL GRP INC COM 172574105 12,562.50 500 SOLE SOLE
CLARCOR INC. COM 179895107 15,184.50 764 SOLE SOLE
COACHMEN INDUSTRIES INC COM 189873102 4,600.00 400 SOLE SOLE
COCA-COLA BOTTLING COM 191098102 12,421.50 273 SOLE SOLE
COEUR D ALENE MINES COM 192108108 1,372.31 563 SOLE SOLE
COGNEX CORPORATION COM 192422103 55,838.25 1,079 SOLE SOLE
COHERENT INC COM 192479103 54,518.75 650 SOLE SOLE
COHU INC COM 192576106 16,181.25 600 SOLE SOLE
COMMERCE BANCORP INC NJ COM 200519106 31,786.00 691 SOLE SOLE
COMMERCIAL FEDERAL CORP COM 201647104 23,888.44 1,535 SOLE SOLE
COMMERCIAL METALS COMPANY COM 201723103 15,675.00 570 SOLE SOLE
COMMUNITY FIRST BANKSHARES COM 203902101 19,575.00 1,200 SOLE SOLE
COMPUTER TASK GROUP INC COM 205477102 2,733.75 540 SOLE SOLE
CONCORD COMMUNICATIONS COM 206186108 15,950.00 400 SOLE SOLE
CONMED COM 207410101 12,937.50 500 SOLE SOLE
CONSOLIDATED GRAPHICS COM 209341106 3,178.13 339 SOLE SOLE
CONSOLIDATED PRODUCTS COM 209798107 6,633.00 737 SOLE SOLE
COOPER COMPANIES COM 216648402 14,550.00 400 SOLE SOLE
COPART INC COM 217204106 22,400.00 1,400 SOLE SOLE
COR THERAPEUTICS INC COM 217753102 62,619.38 734 SOLE SOLE
CORN PRODUCTS INTL COM 219023108 24,433.00 922 SOLE SOLE
COST PLUS INC COM 221485105 14,343.75 500 SOLE SOLE
COVENTRY HEALTH CARE INC COM 222862104 21,378.31 1,604 SOLE SOLE
CROSS TIMBERS OIL COMPANY COM 227573102 26,815.50 1,212 SOLE SOLE
CULLEN/FROST BANKERS INC COM 229899109 33,416.88 1,270 SOLE SOLE
CURATIVE HEALTH SERVICES COM 231264102 2,110.94 350 SOLE SOLE
CYGNUS INC COM 232560102 8,293.50 582 SOLE SOLE
D.R. HORTON INC COM 23331A109 18,309.38 1,350 SOLE SOLE
DAIN RAUSCHER CORP COM 233856103 22,836.00 346 SOLE SOLE
DALLAS SEMICONDUCTOR CORP COM 235204104 57,783.50 1,418 SOLE SOLE
DATASCOPE CORP COM 238113104 17,640.00 490 SOLE SOLE
DAVOX CORP COM 239208101 5,175.00 400 SOLE SOLE
DELPHI FINANCIAL GROUP, INC COM 247131105 17,206.31 507 SOLE SOLE
DELTA & PINE LAND COMPANY COM 247357106 23,859.50 952 SOLE SOLE
DELTIC TIMBER CORP COM 247850100 6,412.50 300 SOLE SOLE
DENDRITE INTERNATIONAL INC COM 248239105 29,981.25 900 SOLE SOLE
DEPT 56, INC. COM 249509100 5,500.00 500 SOLE SOLE
DIAGNOSTIC PRODUCTS CORP COM 252450101 13,440.00 420 SOLE SOLE
DIGITAL MICROWAVE CORP COM 253859102 79,033.13 2,073 SOLE SOLE
DIMON INC COM 254394109 1,840.25 866 SOLE SOLE
DIONEX CORP COM 254546104 17,120.00 640 SOLE SOLE
DISCOUNT AUTO PARTS, INC. COM 254642101 5,650.00 565 SOLE SOLE
DOWNEY FINANCIAL CORP COM 261018105 22,707.00 783 SOLE SOLE
DRESS BARN, INC COM 261570105 12,301.50 556 SOLE SOLE
DRIL-QUIP, INC COM 262037104 73,865.00 1,580 SOLE SOLE
DURA PHARMACEUTICALS INC COM 26632S109 18,687.50 1,300 SOLE SOLE
DYCOM INDUSTRIES COM 267475101 41,400.00 900 SOLE SOLE
EGL INC COM 268484102 43,050.00 1,400 SOLE SOLE
ESS TECHNOLOGY INC COM 269151106 15,950.00 1,100 SOLE SOLE
EARTHGRAINS COMPANY COM 270319106 21,808.88 1,122 SOLE SOLE
EATON VANCE CORP COM 278265103 47,637.50 1,030 SOLE SOLE
ELCOR CO. COM 284443108 11,385.00 495 SOLE SOLE
ELECTRO SCIENTIFIC INDS INC COM 285229100 30,117.38 684 SOLE SOLE
ELECTROGLAS INC COM 285324109 9,890.00 460 SOLE SOLE
ELOYALTY CORPORATION COM 290151109 12,864.75 1,009 SOLE SOLE
ENERGEN CORP COM 29265N108 18,976.88 870 SOLE SOLE
ENESCO GROUP INC COM 292973104 4,750.00 1,000 SOLE SOLE
ENHANCE FINANCIAL SVCS GROUP COM 293310108 14,518.75 1,010 SOLE SOLE
ENZO BIOCHEM INC COM 294100102 57,546.00 834 SOLE SOLE
EPICOR SOFTWARE CORP COM 29426L108 2,692.50 1,077 SOLE SOLE
EPRESENCE INC COM 294348107 4,350.00 600 SOLE SOLE
ESTERLINE TECHNOLOGIES COM 297425100 6,693.75 450 SOLE SOLE
ETHAN ALLEN INTERIORS COM 297602104 26,280.00 1,095 SOLE SOLE
EXPEDITORS INTL WASH INC COM 302130109 59,850.00 1,260 SOLE SOLE
FYI INC COM 302712104 16,843.75 500 SOLE SOLE
FACTSET RESEARCH SYSTEMS INC COM 303075105 20,622.50 730 SOLE SOLE
FAIR ISSAC & COMPANY INC. COM 303250104 15,180.00 345 SOLE SOLE
FEDDERS CORP COM 313135105 8,433.94 1,451 SOLE SOLE
FIDELITY NATIONAL FINL INC COM 316326107 24,099.25 1,316 SOLE SOLE
FILENET CORPORATION COM 316869106 14,479.50 788 SOLE SOLE
FIRST AMERICAN CORPORATION COM 318522307 21,425.81 1,497 SOLE SOLE
FIRST BANKCORP/PUERTO RICO COM 318672102 14,033.25 756 SOLE SOLE
FIRST MIDWEST BANCORP INC/IL COM 320867104 24,831.00 1,068 SOLE SOLE
FLEETWOOD ENTERPRISES COM 339099103 12,825.00 900 SOLE SOLE
FLEMING COMPANIES INC COM 339130106 14,407.94 1,103 SOLE SOLE
FLORIDA ROCK INDS COM 341140101 17,812.50 500 SOLE SOLE
FOOTSTAR INC COM 344912100 23,507.75 707 SOLE SOLE
FOSSIL INC COM 349882100 14,578.13 750 SOLE SOLE
FOSTER WHEELER CORP COM 350244109 4,743.75 550 SOLE SOLE
FRANKLIN COVEY CO COM 353469109 4,391.44 633 SOLE SOLE
FREMONT GENERAL CORP COM 357288109 6,591.38 1,674 SOLE SOLE
FRIEDE GOLDMAN HALTER INC COM 358430106 3,762.69 421 SOLE SOLE
FRITZ COMPANIES INC COM 358846103 11,415.94 1,107 SOLE SOLE
G & K SEREVICES INC -CL A COM 361268105 13,333.25 532 SOLE SOLE
GC COMPANIES COM 36155Q109 5,660.88 253 SOLE SOLE
GALLAGHER ARTHUR J & CO COM 363576109 36,036.00 858 SOLE SOLE
GARDNER DENVER, INC COM 365558105 8,758.75 490 SOLE SOLE
GENCORP INC COM 368682100 8,400.00 1,050 SOLE SOLE
GENERAL COMMUNICATION COM 369385109 8,722.75 1,702 SOLE SOLE
GENERAL SEMICONDUCTOR INC COM 370787103 16,903.50 1,146 SOLE SOLE
GENTEX CORP COM 371901109 52,410.75 2,086 SOLE SOLE
GEON COMPANY COM 37246W105 13,616.00 736 SOLE SOLE
GERBER SCIENTIFIC INC COM 373730100 7,946.50 691 SOLE SOLE
GOODYS FAMILY CLOTHING INC COM 382588101 4,400.00 800 SOLE SOLE
GRACO INCORPORATED COM 384109104 17,810.00 548 SOLE SOLE
GREAT PLAINS SOFTWARE INC COM 39119E105 7,850.00 400 SOLE SOLE
GRIFFON CORPORATION COM 398433102 4,622.44 831 SOLE SOLE
GROUP 1 AUTOMOTIVE INC COM 398905109 3,720.00 310 SOLE SOLE
GUILFORD MILLS INC COM 401794102 3,196.00 752 SOLE SOLE
GYMBOREE CORP COM 403777105 2,004.00 668 SOLE SOLE
HNC SOFTWARE COM 40425P107 47,547.50 770 SOLE SOLE
HS RESOURCES INC COM 404297103 14,460.00 482 SOLE SOLE
HA-LO INDUSTRIES INC. COM 404429102 6,345.00 1,128 SOLE SOLE
HAIN CELESTIAL GROUP INC COM 405217100 18,343.75 500 SOLE SOLE
HANGER ORTHOPEDIC GROUP INC COM 41043F208 2,468.75 500 SOLE SOLE
HARLAND JOHN H CO COM 412693103 10,008.13 670 SOLE SOLE
HARMAN INTERNATIONAL COM 413086109 29,585.00 485 SOLE SOLE
HARMON INDUSTRIES INC COM 413136102 4,107.50 310 SOLE SOLE
HARTMAX CORP COM 417119104 4,287.06 1,673 SOLE SOLE
HEARTLAND EXPRESS INC COM 422347104 13,516.88 810 SOLE SOLE
HEIDRICK & STRUGGLES INTL COM 422819102 31,562.50 500 SOLE SOLE
HELIX TECHNOLOGY CORP COM 423319102 24,765.00 635 SOLE SOLE
HENRY (JACK) & ASSOCIATES COM 426281101 50,425.75 1,006 SOLE SOLE
HILB, ROGAL & HAMILTON CO COM 431294107 14,568.75 420 SOLE SOLE
HOOPER HOLMES INC COM 439104100 12,800.00 1,600 SOLE SOLE
HUDSON UNITED BANCORP COM 444165104 24,860.75 1,108 SOLE SOLE
HUGHES SUPPLY INC. COM 444482103 11,040.25 559 SOLE SOLE
HUTCHINSON TECHNOLOGY COM 448407106 7,695.00 540 SOLE SOLE
HYPERION SOLUTIONS CORP COM 44914M104 25,139.06 775 SOLE SOLE
IHOP CORP COM 449623107 9,748.50 582 SOLE SOLE
IMCO RECYCLING COM 449681105 2,881.88 530 SOLE SOLE
IDEX CORP COM 45167R104 25,250.00 800 SOLE SOLE
IDEXX LABORATORIES INC COM 45168D104 23,515.50 1,028 SOLE SOLE
IMMUNE RESPONSE CORP COM 45252T106 7,721.25 710 SOLE SOLE
IMPERIAL BANCORP COM 452556103 20,231.25 1,300 SOLE SOLE
INFORMATION RESOURCES COM 456905108 2,756.25 700 SOLE SOLE
INNOVEX INC COM 457647105 3,480.75 357 SOLE SOLE
INPUT/OUTPUT, INC COM 457652105 12,124.69 1,437 SOLE SOLE
INSIGHT ENTERPRISES INC COM 45765U103 35,587.50 600 SOLE SOLE
INSITUFORM TECHNOL CL A COM 457667103 18,987.50 700 SOLE SOLE
INSURANCE AUTO AUCTIONS INC COM 457875102 10,985.00 520 SOLE SOLE
INTER TEL INC COM 458372109 11,468.63 714 SOLE SOLE
INTERFACE INC COM 458665106 5,146.88 1,350 SOLE SOLE
INTERIM SERVICES INC COM 45868P100 33,618.50 1,894 SOLE SOLE
INTERMET CORP COM 45881K104 4,695.63 683 SOLE SOLE
INTERNATIONAL RECTIFIER CORP COM 460254105 89,264.00 1,594 SOLE SOLE
INTERVOICE-BRITE INC COM 461142101 4,921.88 750 SOLE SOLE
INVACARE CORP COM 461203101 19,162.50 730 SOLE SOLE
INVESTORS FINANCIAL SVS COM 461915100 31,750.00 800 SOLE SOLE
IONICS INC COM 462218108 11,392.50 372 SOLE SOLE
ITRON INC COM 465741106 3,159.75 383 SOLE SOLE
J & J SNACK FOODS COM 466032109 5,005.00 280 SOLE SOLE
JLG INDUSTRIES INC COM 466210101 11,875.00 1,000 SOLE SOLE
JACK IN THE BOX INC COM 466367109 26,693.50 1,084 SOLE SOLE
JAKKS PACIFIC INC COM 47012E106 5,752.50 390 SOLE SOLE
JEFFERIES GROUP INC (NEW) COM 472319102 10,093.75 500 SOLE SOLE
JO-ANN STORES INC-CL A COM 47758P109 3,787.00 541 SOLE SOLE
JONES PHARMA INC COM 480236108 76,839.75 1,924 SOLE SOLE
JUSTIN INDUSTRIES COM 482171105 22,137.50 1,012 SOLE SOLE
K2 INC COM 482732104 3,566.06 429 SOLE SOLE
KAMAN CORPORATION COM 483548103 7,160.63 670 SOLE SOLE
KELLWOOD CO COM 488044108 14,005.88 663 SOLE SOLE
KEMET CORP COM 488360108 53,533.50 2,136 SOLE SOLE
KENT ELECTRONCIS CORP COM 490553104 23,074.88 774 SOLE SOLE
KIRBY CORP COM 497266106 14,683.75 691 SOLE SOLE
KOMAG INC. COM 500453105 2,553.25 1,459 SOLE SOLE
KROLL-O'GARA COMPANY COM 501050108 3,210.00 480 SOLE SOLE
KRONOS INC COM 501052104 9,750.00 375 SOLE SOLE
KULICKE & SOFFA INDUSTRIES COM 501242101 37,821.88 637 SOLE SOLE
LA-Z-BOY CHAIR CO COM 505336107 21,252.00 1,518 SOLE SOLE
LABOR READY INC COM 505401208 7,208.00 1,088 SOLE SOLE
LACLEDE GAS CO COM 505588103 9,625.00 500 SOLE SOLE
LANDRYS SEAFOOD RESTAURANTS COM 51508L103 6,494.00 764 SOLE SOLE
LANDSTAR COM 515098101 17,570.94 295 SOLE SOLE
LASON HOLDINGS, INC. COM 51808R107 1,000.00 400 SOLE SOLE
LATTICE SEMICONDUCTOR CORP COM 518415104 97,189.75 1,406 SOLE SOLE
LAWSON PRODUCTS COM 520776105 12,312.50 500 SOLE SOLE
LENNOX INTERNATIONAL INC COM 526107107 16,801.00 1,268 SOLE SOLE
LIBBEY INC COM 529898108 14,135.00 440 SOLE SOLE
LILLY INDUSTRIES INC COM 532491107 22,186.13 738 SOLE SOLE
LINDSAY MANUFACTURING CO COM 535555106 9,204.13 469 SOLE SOLE
LINENS 'N THINGS COM 535679104 27,125.00 1,000 SOLE SOLE
LOUIS DREYFUS NATURAL GAS COM 546011107 55,110.00 1,760 SOLE SOLE
LUBY'S CAFETERIAS INC COM 549282101 7,032.00 879 SOLE SOLE
LYDALL INC COM 550819106 4,303.13 405 SOLE SOLE
MAF BANCORP, INC. COM 55261R108 20,006.25 1,100 SOLE SOLE
MDC HOLDINGS INC COM 552676108 8,940.00 480 SOLE SOLE
M S CARRIERS, INC COM 553533100 7,208.63 409 SOLE SOLE
MACDERMID INC COM 554273102 15,745.00 670 SOLE SOLE
MANITOWOC COMPANY INC COM 563571108 17,574.75 657 SOLE SOLE
MARCUS CORPORATION COM 566330106 11,821.88 975 SOLE SOLE
MASCOTECH INC COM 574670105 12,975.00 1,200 SOLE SOLE
MATERIAL SCIENCES COM 576674105 3,980.00 398 SOLE SOLE
MAXIMUS INC COM 577933104 11,062.50 500 SOLE SOLE
MCWHORTER TECHNOLOGIES INC COM 582803102 6,803.13 350 SOLE SOLE
MEDICIS PHARMACEUTICAL CL A COM 584690309 39,900.00 700 SOLE SOLE
MEDQUIST INC COM 584949101 27,880.00 820 SOLE SOLE
MEMBERWORKS INC COM 586002107 13,450.00 400 SOLE SOLE
MENS WEARHOUSE INC COM 587118100 19,188.75 860 SOLE SOLE
MENTOR CORP. COM 587188103 15,795.94 581 SOLE SOLE
MERCURY COMPUTER SYSTEMS INC COM 589378108 19,387.50 600 SOLE SOLE
MERCURY INTERACTIVE CORP COM 589405109 56,115.00 580 SOLE SOLE
MESA AIR GROUP INC. COM 590479101 4,535.63 820 SOLE SOLE
METHODE ELECTRONICS CL A COM 591520200 39,899.63 1,033 SOLE SOLE
MICHAEL FOODS INC COM 594079105 12,250.00 500 SOLE SOLE
MICHAELS STORES COM 594087108 37,383.00 816 SOLE SOLE
MICRO SYSTEMS INC. COM 594901100 7,981.88 430 SOLE SOLE
MIDAS INC COM 595626102 8,000.00 400 SOLE SOLE
MIDWEST EXPRESS HOLDINGS COM 597911106 10,750.00 500 SOLE SOLE
MIDWAY GAMES INC. COM 598148104 8,038.31 997 SOLE SOLE
MILACRON INC COM 598709103 5,611.50 387 SOLE SOLE
MISSISSIPPI CHEMICAL CORP COM 605288208 3,899.75 821 SOLE SOLE
MONOCO COACH CORP COM 60886R103 6,812.50 500 SOLE SOLE
MORGAN KEEGAN INC. COM 617410105 11,800.00 800 SOLE SOLE
MORRISON KNUDSEN CORP COM 61844A109 21,844.25 3,013 SOLE SOLE
MORRISON MGMT. SPECIALISTS COM 618459101 8,456.25 300 SOLE SOLE
MUELLER INDUSTRIES COM 624756102 27,944.00 998 SOLE SOLE
MUTUAL RISK MGMT LTD COM 628351108 16,810.44 971 SOLE SOLE
MYERS INDUSTRIES INC COM 628464109 6,202.75 577 SOLE SOLE
NBTY INC COM 628782104 11,557.88 1,813 SOLE SOLE
NVR, INC. COM 62944T105 13,110.00 230 SOLE SOLE
NASH-FINCH CO COM 631158102 4,125.00 500 SOLE SOLE
NATIONAL COMPUTER SYSTEMS IN COM 635519101 40,385.00 820 SOLE SOLE
NATIONAL DATA CORP COM 635621105 20,309.00 883 SOLE SOLE
NATIONAL DISCOUNT BROKERS COM 635646102 12,750.00 400 SOLE SOLE
NATIONAL INSTRUMENTS CORP COM 636518102 53,964.13 1,237 SOLE SOLE
NATIONAL PRESTO INDUSTRIES COM 637215104 7,072.50 230 SOLE SOLE
NATURES SUNSHINE PRODUCT INC COM 639027101 3,927.00 561 SOLE SOLE
NAUTICA ENTERPRISES INC. COM 639089101 10,815.75 1,012 SOLE SOLE
NETWORK EQUIPMENT TECH INC COM 641208103 7,476.44 743 SOLE SOLE
NEW ENGLAND BUSINESS SERVICE COM 643872104 7,702.50 474 SOLE SOLE
NEW JERSEY RESOURCES COM 646025106 18,574.50 488 SOLE SOLE
NEWFIELD EXPLORATION COMPANY COM 651290108 40,377.00 1,032 SOLE SOLE
99 CENTS ONLY STORES COM 65440K106 37,203.38 933 SOLE SOLE
NORTHWEST NATURAL GAS COM 667655104 12,239.13 547 SOLE SOLE
NORTHWESTERN CORPORATION COM 668074107 13,875.00 600 SOLE SOLE
NOVEN PHARMACEUTICALS COM 670009109 18,037.50 600 SOLE SOLE
NUEVO ENERGY CO COM 670509108 7,550.00 400 SOLE SOLE
OM GROUP INC COM 670872100 26,048.00 592 SOLE SOLE
OAKWOOD HOMES CORP COM 674098108 2,120.63 1,170 SOLE SOLE
OCEANEERING INTERNATIONAL COM 675232102 13,072.00 688 SOLE SOLE
OFFSHORE LOGISTICS INC COM 676255102 9,430.00 656 SOLE SOLE
OMNOVA SOLUTIONS INC COM 682129101 4,062.50 650 SOLE SOLE
ON ASSIGNMENT INC. COM 682159108 15,250.00 500 SOLE SOLE
ORBITAL SCIENCES CORP COM 685564106 11,614.69 953 SOLE SOLE
ORGANOGENESIS INC. COM 685906109 8,006.25 700 SOLE SOLE
O'REILLY AUTOMOTIVE INC COM 686091109 15,928.50 1,148 SOLE SOLE
ORTHODONTIC CENTERS OF AMERI COM 68750P103 27,172.63 1,201 SOLE SOLE
OSHKOSH B GOSH COM 688222207 8,678.75 530 SOLE SOLE
OSHKOSH TRUCK CORP. COM 688239201 16,087.50 450 SOLE SOLE
OWENS & MINOR HLDG CO COM 690732102 15,142.19 881 SOLE SOLE
OXFORD INDUSTRIES INC COM 691497309 6,228.00 346 SOLE SOLE
P COM INC COM 693262107 10,578.75 1,860 SOLE SOLE
PACIFIC SUNWEAR OF CALIFORNI COM 694873100 14,062.50 750 SOLE SOLE
PAREXEL INTERNATIONAL CORP COM 699462107 5,967.00 624 SOLE SOLE
PARK ELECTROCHEMICAL CORP COM 700416209 11,756.38 326 SOLE SOLE
PATTERSON DENTAL CO COM 703412106 43,401.00 851 SOLE SOLE
PAXAR CORPORATION COM 704227107 15,220.31 1,275 SOLE SOLE
PEDIATRIX MEDICAL GROUP INC. COM 705324101 4,533.75 390 SOLE SOLE
PEGASUS SOULUTIONS INC COM 705906105 4,023.75 370 SOLE SOLE
PENTON MEDIA INC COM 709668107 31,500.00 900 SOLE SOLE
PEP BOYS-MANNY, MO, JACK COM 713278109 6,558.00 1,093 SOLE SOLE
PEREGRINE SYSTEMS INC. COM 71366Q101 27,576.56 795 SOLE SOLE
PERFORMANCE FOOD GROUP CO COM 713755106 12,800.00 400 SOLE SOLE
PHARMACEUTICAL PRODUCT DEVEL COM 717124101 13,230.00 630 SOLE SOLE
PHILADELPHIA SUBURBAN CORP COM 718009608 21,299.50 1,039 SOLE SOLE
PHILLIPS VAN HEUSEN CORP COM 718592108 10,839.50 1,141 SOLE SOLE
PHOENIX TECHNOLOGIES LTD COM 719153108 7,830.00 480 SOLE SOLE
PHOTRONICS INC COM 719405102 18,415.38 649 SOLE SOLE
PIEDMONT NATURAL GAS COM 720186105 19,178.13 722 SOLE SOLE
PIER 1 IMPORTS COM 720279108 24,813.75 2,545 SOLE SOLE
PILLOWTEX CORP COM 721501104 1,589.50 374 SOLE SOLE
PINNACLE ENTERTAINMENT INC COM 723456109 16,813.44 865 SOLE SOLE
PINNACLE SYSTEMS, INC COM 723481107 46,992.34 2,090 SOLE SOLE
PIONEER GROUP INC COM 723684106 28,857.38 681 SOLE SOLE
PIONEER STANDARD ELECTRONICS COM 723877106 11,239.50 762 SOLE SOLE
PLAINS RESOURCES INC. COM 726540503 6,320.00 395 SOLE SOLE
PLANTRONICS INC COM 727493108 46,200.00 400 SOLE SOLE
PLEXUS CORP COM 729132100 51,189.00 453 SOLE SOLE
POGO PRODUCING CO COM 730448107 24,757.88 1,119 SOLE SOLE
POLARIS INDUSTRIES INC. COM 731068102 19,200.00 600 SOLE SOLE
POLYMEDIA CORP COM 731738100 17,300.00 400 SOLE SOLE
POPE & TALBOT INC COM 732827100 15,696.00 981 SOLE SOLE
PREPAID LEGAL SERVICES INC COM 740065107 16,431.25 550 SOLE SOLE
PRIMARK CORP COM 741903108 18,997.50 510 SOLE SOLE
PRIME HOSPITALITY CORP COM 741917108 13,505.06 1,431 SOLE SOLE
PRIDE INTERNATIONAL INC COM 741932107 43,114.50 1,742 SOLE SOLE
PRIORITY HEALTHCARE CORP-B COM 74264T102 44,959.06 605 SOLE SOLE
THE PROFIT RECOVERY GROUP IN COM 743168106 17,456.25 1,050 SOLE SOLE
PROGRESS SOFTWARE CORP COM 743312100 16,143.75 900 SOLE SOLE
PROJECT SOFTWARE & DEVELOPME COM 74339P101 10,800.00 600 SOLE SOLE
PROTEIN DESIGN LABS INC COM 74369L103 95,507.86 579 SOLE SOLE
PROVIDENT BANKSHARES CORP COM 743859100 8,923.50 661 SOLE SOLE
PROXIM INC COM 744284100 29,690.63 300 SOLE SOLE
QRS CORP COM 74726X105 9,825.00 400 SOLE SOLE
QUANEX CORP. COM 747620102 7,868.88 529 SOLE SOLE
QUEENS COUNTY BANCORP INC COM 748242104 8,296.88 450 SOLE SOLE
QUICKSILVER, INC. COM 74838C106 9,337.50 600 SOLE SOLE
RLI CORPORATION COM 749607107 10,425.00 300 SOLE SOLE
RSA SECURITY INC COM 749719100 69,250.00 1,000 SOLE SOLE
RTI INTERNATIONAL METALS COM 74973W107 5,687.50 500 SOLE SOLE
RADIAN GROUP INC COM 750236101 49,731.75 961 SOLE SOLE
RADISYS CORP COM 750459109 22,700.00 400 SOLE SOLE
RALCORP HOLDINGS INC. COM 751028101 9,800.00 800 SOLE SOLE
RAYMOND JAMES FINANCIAL CORP COM 754730109 28,012.50 1,245 SOLE SOLE
READ-RITE CORP COM 755246105 2,928.75 1,320 SOLE SOLE
REGAL-BELOIT COM 758750103 8,577.38 534 SOLE SOLE
REGENERON PHARMACEUTICAL COM 75886F107 29,484.56 989 SOLE SOLE
REGIS CORP COM 758932107 10,400.00 832 SOLE SOLE
RELIANCE STEEL AND ALUMINUM COM 759509102 13,483.13 705 SOLE SOLE
REMEDY CORP COM 759548100 50,175.00 900 SOLE SOLE
RENAL CARE GROUP INC COM 759930100 25,308.98 1,035 SOLE SOLE
REPUBLIC GROUP COM 760473108 3,060.00 340 SOLE SOLE
RESMED INC COM 761152107 21,400.00 800 SOLE SOLE
RESPIRONICS COM 761230101 15,336.00 852 SOLE SOLE
RIGGS NATL CORP WASH DC COM 766570105 11,968.50 948 SOLE SOLE
ROADWAY EXPRESS INC. COM 769742107 11,718.75 500 SOLE SOLE
ROBBINS & MYERS COM 770196103 8,121.25 356 SOLE SOLE
ROLLINS TRUCK LEASING COM 775741101 10,329.94 1,489 SOLE SOLE
ROPER INDUSTRIES INC COM 776696106 20,192.50 788 SOLE SOLE
RUBY TUESDAY INC. COM 781182100 25,225.50 2,008 SOLE SOLE
RUSS BERRIE & CO INC COM 782233100 12,435.50 646 SOLE SOLE
RYAN'S FAMILY STEAK HOUSE COM 783519101 9,627.19 1,141 SOLE SOLE
RYLAND GROUP INC COM 783764103 11,836.88 535 SOLE SOLE
SCP POOL CORP COM 784028102 10,575.00 450 SOLE SOLE
SCPIE HOLDINGS INC COM 78402P104 6,150.00 300 SOLE SOLE
SEI INVESTMENTS COMPANY COM 784117103 60,793.69 1,527 SOLE SOLE
SLI INC. COM 78442T108 9,700.00 800 SOLE SOLE
SPS TECHNOLOGIES INC COM 784626103 65,125.13 1,586 SOLE SOLE
S3 INCORPORATED COM 784849101 32,833.50 2,226 SOLE SOLE
SAGA SYSTEMS INC COM 786610105 14,178.75 1,140 SOLE SOLE
ST MARY LAND & EXPLORATION COM 792228108 12,744.94 303 SOLE SOLE
SALTON INC COM 795757103 11,062.50 300 SOLE SOLE
SCHWEITZER-MAUDUIT INTL, INC COM 808541106 5,162.50 413 SOLE SOLE
SCOTT TECHNOLOGIES INC COM 810022301 9,625.00 560 SOLE SOLE
SCOTTS COMPANY CLASS A COM 810186106 30,295.00 830 SOLE SOLE
SEACOR SMIT INC. COM 811904101 17,409.38 450 SOLE SOLE
SEITEL INC COM 816074306 5,581.88 687 SOLE SOLE
SELECTIVE INSURANCE GROUP COM 816300107 14,003.00 737 SOLE SOLE
SHAW GROUP INC COM 820280105 18,850.00 400 SOLE SOLE
SHOPKO STORES, INC. COM 824911101 11,685.00 760 SOLE SOLE
SIERRA HEALTH SERVICES COM 826322109 2,342.81 735 SOLE SOLE
SILICON VALLEY BANCSHARES COM 827064106 47,740.00 1,120 SOLE SOLE
SILICON VALLEY GROUP INC COM 827066101 23,287.50 900 SOLE SOLE
SIMPSON INDUSTRIES COM 829060102 5,196.56 690 SOLE SOLE
SIMPSON MANUFACTURING COM 829073105 14,343.75 300 SOLE SOLE
SKYLINE CORP. COM 830830105 6,020.00 280 SOLE SOLE
SKYWEST INC. COM 830879102 23,571.75 636 SOLE SOLE
A. O. SMITH COMMON STOCK COM 831865209 10,573.44 505 SOLE SOLE
SMITHFIELD FOODS, INC. COM 832248108 42,262.13 1,506 SOLE SOLE
SNYDER COMMUNICATIONS INC COM 832914105 45,125.00 1,900 SOLE SOLE
SOLA INTERNATIONAL COM 834092108 2,788.50 572 SOLE SOLE
SONIC CORP COM 835451105 16,802.50 572 SOLE SOLE
SOUTH FINANCIAL GROUP INC COM 837841105 8,410.00 580 SOLE SOLE
SOUTHERN UNION COMPANY COM 844030106 21,185.59 1,340 SOLE SOLE
SOUTHWEST BANCORP OF TEXAS COM 84476R109 25,522.50 1,230 SOLE SOLE
SOUTHWEST GAS COMMON STOCK COM 844895102 12,110.00 692 SOLE SOLE
SOUTHWEST SECURITIES COM 845224104 14,900.00 400 SOLE SOLE
SOUTHWESTERN ENERGY COMPANY COM 845467109 7,450.00 1,192 SOLE SOLE
SPECIALTY EQUIP. CO. COM 847497203 13,562.50 500 SOLE SOLE
SPEEDFAM-IPEC INC COM 847705100 8,020.69 441 SOLE SOLE
THE SPORTS AUTHORITY INC COM 849176102 0.00 SOLE SOLE
STAFFMARK INC COM 852389105 5,350.00 800 SOLE SOLE
STANDARD MICROSYSTEMS CORP COM 853626109 5,381.25 350 SOLE SOLE
STANDARD MOTOR PRODUCTS COM 853666105 3,315.00 390 SOLE SOLE
STANDARD PACIFIC CORP COM 85375C101 9,230.00 923 SOLE SOLE
STANDEX INTERNATIONAL CORP COM 854231107 7,207.25 454 SOLE SOLE
STARTEK INC COM 85569C107 20,150.00 400 SOLE SOLE
STATEN ISLAND BANCORP INC COM 857550107 17,625.00 1,000 SOLE SOLE
STEEL DYNAMICS INC COM 858119100 10,875.00 1,200 SOLE SOLE
STEIN MART INC. COM 858375108 11,439.00 1,116 SOLE SOLE
STILLWATER MINING COMPANY COM 86074Q102 25,366.25 910 SOLE SOLE
STONE ENERGY CORPORATION COM 861642106 23,900.00 400 SOLE SOLE
STRIDE RITE CORP COM 863314100 8,550.50 1,396 SOLE SOLE
STURM RUGER & CO INC COM 864159108 6,239.13 703 SOLE SOLE
SUMMIT TECHNOLOGY INC COM 86627E101 22,650.00 1,200 SOLE SOLE
SUNRISE MEDICAL COM 867910101 4,382.63 899 SOLE SOLE
SUSQUEHANNA BANKSHARES INC. COM 869099101 12,283.50 862 SOLE SOLE
SYMMETRICOM INC COM 871543104 9,620.25 381 SOLE SOLE
SYNCOR INTL CORP COM 87157J106 21,600.00 300 SOLE SOLE
SYSTEMS AND COMPUTER TECH CO COM 871873105 10,000.00 500 SOLE SOLE
THQ INC COM 872443403 5,484.38 450 SOLE SOLE
TALK.COM INC COM 874264104 7,724.81 1,329 SOLE SOLE
TECHNE CORP COM 878377100 65,000.00 500 SOLE SOLE
TECHNITROL COM 878555101 43,012.50 444 SOLE SOLE
TELEDYNE TECHNOLOGIES INC COM 879360105 6,532.50 390 SOLE SOLE
TELXON CORP COM 879700102 23,255.38 1,301 SOLE SOLE
TENNECO AUTOMOTIVE INC COM 880349105 4,462.50 850 SOLE SOLE
TETRA TECHNOLIGIES INC COM 88162F105 4,880.50 344 SOLE SOLE
TETRA TECH INC COM 88162G103 20,015.63 875 SOLE SOLE
TEXAS INDUSTRIES INC COM 882491103 14,784.00 512 SOLE SOLE
THREAGENICS CORP COM 883375107 6,850.00 800 SOLE SOLE
THOMAS INDUSTRIES INC COM 884425109 7,782.50 440 SOLE SOLE
THOR INDUSTRIES INC COM 885160101 7,560.00 360 SOLE SOLE
THREE FIVE SYSTEMS INC COM 88554L108 34,810.00 590 SOLE SOLE
TIMBERLAND COMPANY COM 887100105 28,608.25 404 SOLE SOLE
TITAN INTERNATIONAL INC COM 88830M102 3,915.31 737 SOLE SOLE
TOLL BROS COM 889478103 18,183.50 887 SOLE SOLE
TORO COMPANY COM 891092108 14,459.56 439 SOLE SOLE
TOWER AUTOMOTIVE COM 891707101 15,000.00 1,200 SOLE SOLE
TREDEGAR CORPORATION COM 894650100 19,437.00 1,023 SOLE SOLE
TRENWICK GROUP INC COM 895290104 6,087.13 418 SOLE SOLE
TRIARC COMPANIES COM 895927101 16,810.00 820 SOLE SOLE
TRIMBLE NAVIGATION LTD COM 896239100 36,951.06 757 SOLE SOLE
TRUE NORTH COMMUNICATIONS COM 897844106 63,272.00 1,438 SOLE SOLE
TRUSTCO BANK CORP NY COM 898349105 16,425.00 1,314 SOLE SOLE
UGI CORP COM 902681105 14,350.00 700 SOLE SOLE
URS CORPORATION COM 903236107 6,100.00 400 SOLE SOLE
US ONCOLOGY INC COM 90338W103 10,900.00 2,180 SOLE SOLE
ULTRATECH STEPPER INC COM 904034105 8,820.88 593 SOLE SOLE
UNISOURCE ENERGY CORP HLD CO COM 909205106 12,000.00 800 SOLE SOLE
UNITED BANKSHARES INC COM 909907107 18,187.50 1,000 SOLE SOLE
UNITED ILLUMINATING COM 910637107 16,406.25 375 SOLE SOLE
UNITED NATURAL FOODS, INC. COM 911163103 6,118.75 445 SOLE SOLE
UNITED STATIONERS INC COM 913004107 29,137.50 900 SOLE SOLE
UNITED WATER RESOURCES INC COM 913190104 40,001.63 1,147 SOLE SOLE
UNIVERSAL FOREST PRODUCTS COM 913543104 8,263.75 601 SOLE SOLE
UNIVERSAL HEALTH SERVICES - COM 913903100 53,710.00 820 SOLE SOLE
USFREIGHTWAYS CORP COM 916906100 16,579.69 675 SOLE SOLE
VALENCE TECHNOLOGY INC COM 918914102 16,593.75 900 SOLE SOLE
VALMONT INDUSTRIES COM 920253101 14,051.63 707 SOLE SOLE
VARIAN MEDICAL SYSTEMS INC COM 92220P105 29,343.75 750 SOLE SOLE
VERITY INC COM 92343C106 34,200.00 900 SOLE SOLE
VERITAS DGC INC COM 92343P107 16,900.00 650 SOLE SOLE
VERTEX PHARMACEUTICALS, INC. COM 92532F100 70,495.88 669 SOLE SOLE
VIASAT INC COM 92552V100 16,275.00 300 SOLE SOLE
VICOR CORP COM 925815102 15,874.50 456 SOLE SOLE
VINTAGE PETROLEUM, INC. COM 927460105 33,753.50 1,496 SOLE SOLE
VISUAL NETWORKS INC COM 928444108 19,950.00 700 SOLE SOLE
VITAL SIGNS INC COM 928469105 8,609.38 475 SOLE SOLE
VOLT INFO SCIENCES, INC. COM 928703107 13,504.38 410 SOLE SOLE
W D-40 CO COM 929236107 10,292.00 496 SOLE SOLE
WHX CORPORATION COM 929248102 3,905.00 710 SOLE SOLE
WABASH NATL CORP COM 929566107 7,425.13 622 SOLE SOLE
WADDELL & REED FINANCIAL, IN COM 930059100 19,687.50 600 SOLE SOLE
WASHINGTON FEDERAL INC. COM 938824109 23,725.00 1,300 SOLE SOLE
WATSCO INC COM 942622200 8,312.50 665 SOLE SOLE
WATTS INDUSTRY COM 942749102 20,200.00 1,600 SOLE SOLE
WERNER ENTERPRISES INC COM 950755108 14,603.44 1,263 SOLE SOLE
WESLEY JESSEN VISIONCARE COM 951018100 15,025.00 400 SOLE SOLE
WHITNEY HOLDINGS COMPANY COM 966612103 20,375.75 596 SOLE SOLE
WHOLE FOODS MARKET INC. COM 966837106 27,018.38 654 SOLE SOLE
WINNEBAGO INDUSTRIES COM 974637100 8,621.25 660 SOLE SOLE
WOLVERINE TUBE INC COM 978093102 7,803.00 459 SOLE SOLE
WOLVERINE WORLD WIDE COM 978097103 10,971.13 1,111 SOLE SOLE
WYNN'S INTERNATIONAL INC COM 983195108 12,137.81 535 SOLE SOLE
X-RITE INC COM 983857103 9,909.75 1,086 SOLE SOLE
XIRCOM INC COM 983922105 29,450.00 620 SOLE SOLE
YELLOW CORPORATION COM 985509108 10,561.00 716 SOLE SOLE
ZALE CORP COM 988858106 34,091.00 934 SOLE SOLE
ZEBRA TECH CL A COM 989207105 35,582.94 803 SOLE SOLE
ZENITH NATIONAL INSURANCE CP COM 989390109 12,750.00 600 SOLE SOLE
ZIXIT CORPORATION COM 98974P100 50,668.75 1,100 SOLE SOLE
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