|
|
|
|
|
|
|
|
|
|
|
|
|
|
Previous: ASCENT ENTERTAINMENT GROUP INC, 10-Q, 2000-05-15 |
Next: HIGHLANDS INSURANCE GROUP INC, 10-Q, 2000-05-15 |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 1999
---------------------------------
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new 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- 05709
--------------------
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 5/15/2000
- ---------------------------------- ------------------------------- ----------
[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: 1,492
-------------------
Form 13F Information Table Value Total: $ 213,697
-------------------
(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>
ADC TELECOMMUNICATIONS INC COM 000886101 124,807.50 1,720 SOLE SOLE
AFLAC CORPORATION COM 001055102 133,257.50 2,824 SOLE SOLE
AES CORP COM 00130H105 133,503.50 1,786 SOLE SOLE
AMR CORP COM 001765106 139,360.00 2,080 SOLE SOLE
AMERICAN TELEPHONE AND TELEG COM 001957109 1,836,794.75 36,193 SOLE SOLE
ABBOTT LABS COM 002824100 673,233.75 18,540 SOLE SOLE
ADAPTEC INC COM 00651F108 59,850.00 1,200 SOLE SOLE
ADOBE SYSTEMS INC COM 00724F101 81,507.00 1,212 SOLE SOLE
ADVANCED MICRO DEVICES COM 007903107 33,856.88 1,170 SOLE SOLE
AETNA LIFE AND CASUALTY CO COM 008117103 95,104.50 1,704 SOLE SOLE
AIR PRODUCTS & CHEMICALS INC COM 009158106 75,851.25 2,260 SOLE SOLE
ALBERTO-CULVER CO CL B COM 013068101 12,390.00 480 SOLE SOLE
ALBERTSON'S INC COM 013104104 168,893.25 5,237 SOLE SOLE
ALCAN ALUMINUM LTD COM 013716105 80,727.50 1,960 SOLE SOLE
ALCOA INC COM 013817101 307,930.00 3,710 SOLE SOLE
ALLEGHENY TECHOLOGIES INC COM 01741R102 22,235.56 991 SOLE SOLE
ALLERGAN COM 018490102 56,715.00 1,140 SOLE SOLE
ALLIED WASTE INDUSTRIES INC. COM 019589308 19,387.50 2,200 SOLE SOLE
ALLSTATE CORP COM 020002101 253,296.00 10,554 SOLE SOLE
ALLTELL CORP COM 020039103 285,354.56 3,451 SOLE SOLE
ALZA CORP CLASS A COM 022615108 38,433.75 1,110 SOLE SOLE
AMERADA HESS CORP COM 023551104 49,940.00 880 SOLE SOLE
AMEREN CORPORATION COM 023608102 45,195.00 1,380 SOLE SOLE
AMERICAN ONLINE INC COM 02364J104 1,912,491.50 25,352 SOLE SOLE
AMERICAN ELECTRIC POWER COMP COM 025537101 62,965.00 1,960 SOLE SOLE
AMERICAN EXPRESS COMP COM 025816109 856,187.50 5,150 SOLE SOLE
AMERICAN GENERAL CORP COM 026351106 220,189.25 2,902 SOLE SOLE
AMERICAN GREETINGS CO CLASS COM 026375105 15,356.25 650 SOLE SOLE
AMER HOME PRODUCTS CORP COM 026609107 616,013.75 15,620 SOLE SOLE
AMERICAN INTERNATIONAL GROUP COM 026874107 1,956,305.63 18,093 SOLE SOLE
AMGEN COM 031162100 759,190.00 12,640 SOLE SOLE
AMSOUTH BANCORP COM 032165102 87,099.38 4,510 SOLE SOLE
ANADARKO PETROLEUM CORP COM 032511107 34,125.00 1,000 SOLE SOLE
ANALOG DEVICES COM 032654105 179,769.00 1,933 SOLE SOLE
ANDREW CORP COM 034425108 14,771.25 780 SOLE SOLE
ANHEUSER-BUSCH COMPANIES INC COM 035229103 422,415.00 5,960 SOLE SOLE
AON CORPORATION COM 037389103 100,200.00 2,505 SOLE SOLE
APACHE CORP COM 037411105 27,333.75 740 SOLE SOLE
APPLE COMPUTER INC COM 037833100 183,006.25 1,780 SOLE SOLE
APPLIED MATERIALS INC COM 038222105 554,891.25 4,380 SOLE SOLE
ARCHER-DANIELS-MIDLAND COMP COM 039483102 91,576.88 7,514 SOLE SOLE
ARMSTRONG WORLD IND COM 042476101 12,015.00 360 SOLE SOLE
ASHLAND INC COM 044204105 21,409.38 650 SOLE SOLE
ASSOCIATES FIRST CAPITAL COR COM 046008108 227,676.38 8,298 SOLE SOLE
ATLANTIC RICHFIELD COM 048825103 328,700.00 3,800 SOLE SOLE
AUTODESK INC COM 052769106 13,500.00 400 SOLE SOLE
AUTOMATIC DATA PROCESSING IN COM 053015103 382,512.50 7,100 SOLE SOLE
AUTOZONE INC COM 053332102 38,775.00 1,200 SOLE SOLE
AVERY DENNISON CO COM 053611109 83,077.50 1,140 SOLE SOLE
AVON PRODUCTS INC COM 054303102 104,280.00 3,160 SOLE SOLE
BB&T CORPORATION COM 054937107 105,120.00 3,840 SOLE SOLE
BMC SOFTWARE, INC. COM 055921100 207,837.50 2,600 SOLE SOLE
BAKER HUGHES INC COM 057224107 59,227.75 2,812 SOLE SOLE
BALL CORP COM 058498106 10,237.50 260 SOLE SOLE
BANK OF AMERICA CORP COM 060505104 1,036,120.94 20,645 SOLE SOLE
BANK OF NEW YORK COM 064057102 376,000.00 9,400 SOLE SOLE
BANC ONE CORP COM 06423A103 444,193.88 13,854 SOLE SOLE
BARD C.R. INC COM 067383109 25,970.00 490 SOLE SOLE
BARRICK GOLD CORP COM 067901108 68,680.56 3,883 SOLE SOLE
BAUSCH & LOMB INC COM 071707103 33,534.38 490 SOLE SOLE
BAXTER INTERNATIONAL INC COM 071813109 206,653.13 3,290 SOLE SOLE
BEAR STEARNS COMPANIES INC. COM 073902108 55,660.50 1,302 SOLE SOLE
BECTON DICKINSON CO COM 075887109 80,785.00 3,020 SOLE SOLE
BED BATH AND BEYOND INC COM 075896100 50,040.00 1,440 SOLE SOLE
BELL ATLANTIC COM 077853109 1,134,720.00 18,432 SOLE SOLE
BELL SOUTH CORP COM 079860102 1,014,895.00 21,680 SOLE SOLE
BEMIS COMPANY COM 081437105 16,042.50 460 SOLE SOLE
BEST BUY CO INC COM 086516101 107,903.13 2,150 SOLE SOLE
BESTFOODS COM 08658U101 177,661.25 3,380 SOLE SOLE
BETHLEHEM STEEL COM 087509105 13,307.88 1,589 SOLE SOLE
BIOMET, INC. COM 090613100 40,000.00 1,000 SOLE SOLE
BLACK & DECKER COM 091797100 61,655.00 1,180 SOLE SOLE
H & R BLOCK COM 093671105 39,375.00 900 SOLE SOLE
BOEING COM 097023105 495,965.31 11,933 SOLE SOLE
BOISE CASCADE COM 097383103 17,010.00 420 SOLE SOLE
BOSTON SCIENTIFIC CORP COM 101137107 103,556.25 4,734 SOLE SOLE
BRIGGS & STRATTON COM 109043109 13,406.25 250 SOLE SOLE
BRISTOL-MEYER/SQUIBB COM 110122108 1,467,326.25 22,860 SOLE SOLE
BROWN FOREMANN CLASS B COM 115637209 34,350.00 600 SOLE SOLE
BRUNSWICK CORP COM 117043109 18,912.50 850 SOLE SOLE
BURLINGTON NRTHRN SANTA FE C COM 12189T104 134,223.75 5,535 SOLE SOLE
BURLINGTON RESOURCES, INC COM 122014103 51,147.69 1,547 SOLE SOLE
CBS INC COM 12490K107 569,938.88 8,914 SOLE SOLE
CIGNA CORP CI COM 125509109 211,073.75 2,620 SOLE SOLE
CMS ENERGY CORPORATION COM 125896100 37,425.00 1,200 SOLE SOLE
CSX CORP COM 126408103 69,966.25 2,230 SOLE SOLE
CVS CORPORATION COM 126650100 200,007.00 5,008 SOLE SOLE
CABLETRON SYSTEMS COM 126920107 34,320.00 1,320 SOLE SOLE
CAMPBELL SOUP COM 134429109 213,555.00 5,520 SOLE SOLE
CAPITAL ONE FINANCIAL CORP. COM 14040H105 94,688.44 1,965 SOLE SOLE
CARDINAL HEALTH, INC. COM 14149Y108 159,328.00 3,328 SOLE SOLE
CARNIVAL CORPORATION COM 143658102 329,906.25 6,900 SOLE SOLE
CAROLINA POWER & LIGHT COM 144141108 39,873.13 1,310 SOLE SOLE
CATERPILLAR INC COM 149123101 212,722.50 4,520 SOLE SOLE
CENDANT CORPORATION COM 151313103 260,843.75 9,820 SOLE SOLE
CENTEX CORP COM 152312104 12,343.75 500 SOLE SOLE
CENTRAL & S/W CORP COM 152357109 36,600.00 1,830 SOLE SOLE
CENTURYTEL INC COM 156700106 74,615.63 1,575 SOLE SOLE
CERIDIAN CORPORATION COM 15677T106 25,443.75 1,180 SOLE SOLE
CHAMPION INTERNATIONAL COM 158525105 51,408.13 830 SOLE SOLE
CHASE MANHATTAN COM 16161A108 761,803.63 9,806 SOLE SOLE
CHEVRON CORP COM 166751107 680,872.50 7,860 SOLE SOLE
CHUBB CORP COM 171232101 137,008.31 2,433 SOLE SOLE
CINCINNATI FINANCIAL CORP COM 172062101 46,781.25 1,500 SOLE SOLE
CINENRGY CORPORATION COM 172474108 33,147.75 1,374 SOLE SOLE
CIRCUIT CITY STORES INC COM 172737108 76,606.25 1,700 SOLE SOLE
CISCO SYSTEMS INC COM 17275R102 3,982,907.50 37,180 SOLE SOLE
CITIGROUP INC COM 172967101 2,139,489.63 38,506 SOLE SOLE
CITRIX SYSTEMS INC. COM 177376100 110,700.00 900 SOLE SOLE
CLEAR CHANNEL COMMUNICATIONS COM 184502102 331,117.50 3,710 SOLE SOLE
CLOROX COM 189054109 146,490.50 2,908 SOLE SOLE
COASTAL CORP COM 190441105 79,380.00 2,240 SOLE SOLE
COCA-COLA CO COM 191216100 1,645,271.25 28,245 SOLE SOLE
COCA-COLA ENTERPRISES COM 191219104 96,600.00 4,800 SOLE SOLE
COLGATE PALMOLIVE CO COM 194162103 462,800.00 7,120 SOLE SOLE
COLUMBIA ENERGY GROUP COM 197648108 45,540.00 720 SOLE SOLE
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 234,793.13 8,010 SOLE SOLE
COMCAST CORP CL A SPECIAL COM 200300200 424,320.50 8,392 SOLE SOLE
COMERICA INC COM 200340107 84,037.50 1,800 SOLE SOLE
COMPAQ COMPUTERS CORP COM 204493100 537,542.44 19,863 SOLE SOLE
COMPUTER ASSOCIATES COM 204912109 460,888.13 6,590 SOLE SOLE
COMPUTER SCIENCES COM 205363104 123,012.50 1,300 SOLE SOLE
COMPUWARE CORPORATION COM 205638109 159,802.50 4,290 SOLE SOLE
COMVERSE TECHNOLOGY COM 205862402 124,340.25 859 SOLE SOLE
CONAGRA INC COM 205887102 129,960.00 5,760 SOLE SOLE
CONOCO INC CLASS B COM 208251405 182,905.88 7,353 SOLE SOLE
CONSECO INC COM 208464107 67,782.00 3,792 SOLE SOLE
CONSOLIDATED EDISON, INC COM 209115104 84,180.00 2,440 SOLE SOLE
CONSOLIDATED NATURAL GAS COM 209615103 53,248.75 820 SOLE SOLE
CONSOLIDATED STORES CORP COM 210149100 18,330.00 1,128 SOLE SOLE
CONSTELLATION ENERGY GROUP COM 210371100 37,120.00 1,280 SOLE SOLE
COOPER IND COM 216669101 49,738.13 1,230 SOLE SOLE
COOPER TIRE & RUBBER COMPANY COM 216831107 11,360.63 730 SOLE SOLE
COORS (ADOLPH) COM 217016104 23,100.00 440 SOLE SOLE
CORNING CORP COM 219350105 372,629.38 2,890 SOLE SOLE
COSTCO WHOLESALE CORPORATION COM 22160K105 236,611.25 2,593 SOLE SOLE
COUNTRYWIDE CREDIT IND INC COM 222372104 21,967.50 870 SOLE SOLE
CRANE CO COM 224399105 9,241.88 465 SOLE SOLE
CROWN CORK & SEAL COM 228255105 24,836.25 1,110 SOLE SOLE
CUMMINS ENGINE COM 231021106 16,426.25 340 SOLE SOLE
DTE ENERGY COMPANY COM 233331107 41,101.25 1,310 SOLE SOLE
DANA COM 235811106 40,236.00 1,344 SOLE SOLE
DANAHER CORPORATION COM 235851102 71,506.50 1,482 SOLE SOLE
DARDEEN RESAURANTS COM 237194105 24,831.25 1,370 SOLE SOLE
DAYTON HUDSON CORP COM 239753106 392,156.25 5,340 SOLE SOLE
DEERE & CO COM 244199105 111,473.75 2,570 SOLE SOLE
DELL COMPUTER CORP COM 247025109 1,492,872.00 29,272 SOLE SOLE
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 101,776.50 6,462 SOLE SOLE
DELTA AIRLINES COM 247361108 76,711.25 1,540 SOLE SOLE
DELUXE CORP COM 248019101 23,596.25 860 SOLE SOLE
DILLARD'S INC CLASS A COM 254067101 19,985.63 990 SOLE SOLE
WALT DISNEY CO COM 254687106 716,391.00 24,492 SOLE SOLE
DOLLAR GENERAL CORPORATION COM 256669102 53,462.50 2,350 SOLE SOLE
DOMINION RESOURCES COM 257470104 60,837.50 1,550 SOLE SOLE
DONNELLEY RR & SONS COM 257867101 33,000.63 1,330 SOLE SOLE
DOVER CO COM 260003108 99,825.00 2,200 SOLE SOLE
DOW CHEMICAL COM 260543103 367,468.75 2,750 SOLE SOLE
DOW JONES & CO COM 260561105 57,120.00 840 SOLE SOLE
DUPONT DE NEMOURS & CO COM 263534109 786,613.38 11,941 SOLE SOLE
DUKE POWER COM 264399106 216,941.00 4,328 SOLE SOLE
DUN & BRADSTREET CORP COM 26483B106 43,660.00 1,480 SOLE SOLE
EMC CORP MASSACHUSETTS COM 268648102 1,294,721.75 11,851 SOLE SOLE
EASTERN ENTERPRISES COM 27637F100 10,338.75 180 SOLE SOLE
EASTMAN CHEMICAL COMPANY COM 277432100 32,427.50 680 SOLE SOLE
EASTMAN KODAK COM 277461109 255,725.00 3,860 SOLE SOLE
EATON CORP COM 278058102 57,373.75 790 SOLE SOLE
ECOLAB INC COM 278865100 43,820.00 1,120 SOLE SOLE
EDISON INTERNATIONAL COM 281020107 99,774.38 3,810 SOLE SOLE
EL PASO ENERGY CORPORATION COM 283905107 99,825.75 2,572 SOLE SOLE
ELECTRONIC DATA SYSTEMS CORP COM 285661104 348,075.00 5,200 SOLE SOLE
EMERSON ELECTRIC CO COM 291011104 305,808.75 5,330 SOLE SOLE
ENGLEHARD CORP COM 292845104 23,593.75 1,250 SOLE SOLE
ENRON COM 293561106 332,901.25 7,502 SOLE SOLE
ENTERGY CORP NEW COM 29364G103 50,985.00 1,980 SOLE SOLE
EQUIFAX COM 294429105 28,275.00 1,200 SOLE SOLE
EXXON MOBIL CORPORATION COM 30231G102 3,238,209.69 40,195 SOLE SOLE
FMC CORP COM 302491303 17,193.75 300 SOLE SOLE
FPL GROUP INC COM 302571104 92,475.00 2,160 SOLE SOLE
FDX CORPORATION COM 31304N107 108,075.00 2,640 SOLE SOLE
FED HOME LOAN MTG CORP COM 313400301 396,736.88 8,430 SOLE SOLE
FANNIE MAE COM 313586109 731,767.50 11,720 SOLE SOLE
FEDERATED DEPT STORES (NEW) COM 31410H101 91,214.75 1,804 SOLE SOLE
FIFTH THIRD BANCORP COM 316773100 216,089.38 2,945 SOLE SOLE
FIRST DATA COM 319963104 266,484.75 5,404 SOLE SOLE
FIRST SECURTIY CORP/DEL COM 336294103 114,558.72 4,487 SOLE SOLE
FIRST UNION CORP COM 337358105 372,946.88 11,366 SOLE SOLE
FIRSTAR CORP (NEW) COM 33763V109 223,565.88 10,583 SOLE SOLE
FIRST ENERGY CORP COM 337932107 66,247.50 2,920 SOLE SOLE
FLEET BOSTON FINANCIAL CORP COM 339030108 371,553.81 10,673 SOLE SOLE
FLEETWOOD ENTERPRISES COM 339099103 6,187.50 300 SOLE SOLE
FLORIDA PROGRESS CORP COM 341109106 46,882.25 1,108 SOLE SOLE
FLUOR CORP COM 343861100 33,488.75 730 SOLE SOLE
FORD MOTOR CO COM 345370100 775,378.13 14,510 SOLE SOLE
FORT JAMES CORPORATION COM 347471104 52,833.75 1,930 SOLE SOLE
FORTUNE BRANDS INC. COM 349631101 59,843.13 1,810 SOLE SOLE
FRANKLIN RESOURCES INC COM 354613101 80,156.25 2,500 SOLE SOLE
FREEPORT MCMORAN COPPER-B COM 35671D857 43,728.75 2,070 SOLE SOLE
GENERAL PUBLIC UTILITIES COR COM 36225X100 41,164.06 1,375 SOLE SOLE
GTE CORP COM 362320103 814,996.88 11,550 SOLE SOLE
GANNETT CO INC COM 364730101 272,418.75 3,340 SOLE SOLE
GAP INC COM 364760108 519,018.00 11,283 SOLE SOLE
GATEWAY INC COM 367626108 259,425.00 3,600 SOLE SOLE
GENERAL DYNAMICS CORP COM 369550108 121,325.00 2,300 SOLE SOLE
GENERAL ELECTRIC COM 369604103 5,833,301.25 37,695 SOLE SOLE
GENERAL INSTRUMENT CORP COM 370120107 169,150.00 1,990 SOLE SOLE
GENERAL MILLS COM 370334104 138,710.00 3,880 SOLE SOLE
GENERAL MOTORS CORP COM 370442105 547,336.88 7,530 SOLE SOLE
GENUINE PARTS CO COM 372460105 39,079.69 1,575 SOLE SOLE
GEORGIA PACIFIC CO COM 373298108 96,425.00 1,900 SOLE SOLE
GILLETTE CO COM 375766102 558,502.50 13,560 SOLE SOLE
GOLDEN WEST FINANCIAL COM 381317106 50,250.00 1,500 SOLE SOLE
GOODRICH BF CO COM 382388106 33,275.00 1,210 SOLE SOLE
GOODYEAR TIRE & RUBBER COM 382550101 42,845.00 1,520 SOLE SOLE
W.R. GRACE & CO COM 38388F108 10,683.75 770 SOLE SOLE
GRAINGER WW INC COM 384802104 53,550.00 1,120 SOLE SOLE
GREAT ATLANTIC & PACIFIC COM 390064103 9,198.75 330 SOLE SOLE
GREAT LAKES CHEMICAL COM 390568103 21,003.13 550 SOLE SOLE
GUIDANT CORP COM 401698105 163,560.00 3,480 SOLE SOLE
HALLIBURTON CO COM 406216101 203,182.00 5,048 SOLE SOLE
HARCOURT GENERAL INC. COM 41163G101 25,357.50 630 SOLE SOLE
HARRAHS ENTERTAINMENT INC COM 413619107 23,529.38 890 SOLE SOLE
HARTFORD FINANCIAL SERVICES COM 416515104 126,965.00 2,680 SOLE SOLE
HASBRO INC COM 418056107 32,167.97 1,688 SOLE SOLE
HEALTHSOUTH CORPORATION COM 421924101 21,010.88 3,909 SOLE SOLE
H J HEINZ CO COM 423074103 174,378.75 4,380 SOLE SOLE
HERCULES COM 427056106 25,923.75 930 SOLE SOLE
HERSHEY FOODS COM 427866108 63,650.00 1,340 SOLE SOLE
HEWLETT-PACKARD CO COM 428236103 1,320,307.75 11,588 SOLE SOLE
HILTON HOTELS CORP COM 432848109 23,966.25 2,490 SOLE SOLE
HOME DEPOT COM 437076102 1,819,100.25 26,532 SOLE SOLE
HOMESTAKE MINING CO COM 437614100 9,921.88 1,270 SOLE SOLE
HONEYWELL INTERNATIONAL INC COM 438516106 554,492.25 9,612 SOLE SOLE
HOUSEHOLD INTERNATIONAL COM 441815107 211,617.25 5,681 SOLE SOLE
HUMANA INC COM 444859102 11,544.38 1,410 SOLE SOLE
HUNTINGTON BANCSHARES COM 446150104 58,135.63 2,435 SOLE SOLE
IMS HEALTH INC COM 449934108 104,671.88 3,850 SOLE SOLE
ITT INDUSTRIES INC. COM 450911102 34,106.25 1,020 SOLE SOLE
IKON OFFICE SOLUTION COM 451713101 7,698.13 1,130 SOLE SOLE
ILLINOIS TOOL WORKS COM 452308109 229,847.63 3,402 SOLE SOLE
INCO LTD. COM 453258402 34,427.50 1,465 SOLE SOLE
INGERSOLL RAND CO COM 456866102 78,464.06 1,425 SOLE SOLE
INTEL CORP COM 458140100 3,114,705.00 37,840 SOLE SOLE
INT'L BUSINESS MACHINES COM 459200101 2,234,520.00 20,690 SOLE SOLE
INT'L FLAVORS & FRAGRANCE COM 459506101 36,240.00 960 SOLE SOLE
INTERNATIONAL PAPER COM 460146103 257,919.38 4,570 SOLE SOLE
INTERPUBLIC GRP COMPANIES IN COM 460690100 145,949.38 2,530 SOLE SOLE
JEFFERSON PILOT COM 475070108 63,472.50 930 SOLE SOLE
JOHNSON & JOHNSON CO COM 478160104 1,433,659.38 15,395 SOLE SOLE
JOHNSON CONTROLS COM 478366107 40,950.00 720 SOLE SOLE
JOSTENS COM 481088102 8,266.25 340 SOLE SOLE
KLA-TENCOR CORPORATION COM 482480100 100,237.50 900 SOLE SOLE
K MART COM 482584109 50,413.13 5,010 SOLE SOLE
KANSAS CITY SOUTHERN INDS COM 485170104 89,550.00 1,200 SOLE SOLE
KAUFMAN & BROAD HOME CORP COM 486168107 8,223.75 340 SOLE SOLE
KELLOGG CO COM 487836108 152,830.00 4,960 SOLE SOLE
KERR-MCGEE CO COM 492386107 47,430.00 765 SOLE SOLE
KEYCORP COM 493267108 118,280.25 5,346 SOLE SOLE
KIMBERLY CLARK COM 494368103 399,721.50 6,126 SOLE SOLE
KNIGHT RIDDER INC COM 499040103 49,385.00 830 SOLE SOLE
KOHLS DEPARTMENT STORES COM 500255104 108,281.25 1,500 SOLE SOLE
KROGER COM 501044101 175,311.00 9,288 SOLE SOLE
LSI LOGIC CORP COM 502161102 89,100.00 1,320 SOLE SOLE
LEGGETT AND PLATT COM 524660107 49,306.25 2,300 SOLE SOLE
LEHMAN BROTHERS HOLDINGS COM 524908100 93,156.25 1,100 SOLE SOLE
LEXMARK INTL GROUP INC- CL A COM 529771107 125,252.00 1,384 SOLE SOLE
LILLY ELI & CO COM 532457108 833,910.00 12,540 SOLE SOLE
THE LIMITED LTD COM 532716107 102,000.94 2,355 SOLE SOLE
LINCOLN NATIONAL CORP COM 534187109 72,800.00 1,820 SOLE SOLE
LIZ CLAIBORNE INC COM 539320101 24,080.00 640 SOLE SOLE
LOCKHEED MARTIN CORP COM 539830109 101,325.00 4,632 SOLE SOLE
LOEWS CORPORATION COM 540424108 82,535.00 1,360 SOLE SOLE
LONGS DRUG STORES COM 543162101 8,776.25 340 SOLE SOLE
LOUISIANA-PACIFIC CO COM 546347105 13,395.00 940 SOLE SOLE
LOWES COMPANIES COM 548661107 248,380.75 4,157 SOLE SOLE
LUCENT TECHNOLOGIES COM 549463107 2,624,572.13 35,082 SOLE SOLE
MBIA INC COM 55262C100 49,643.75 940 SOLE SOLE
MBNA CORPORATION COM 55262L100 244,541.50 8,974 SOLE SOLE
MCI WORLDCOM INC. COM 55268B106 1,706,012.44 32,151 SOLE SOLE
MGIC INVESTMENT COM 552848103 73,428.75 1,220 SOLE SOLE
MALLINCROKDT INC COM 561232109 27,676.88 870 SOLE SOLE
MANOR CARE INC COM 564055101 15,200.00 950 SOLE SOLE
MARSH & MCLENNAN CO COM 571748102 291,846.88 3,050 SOLE SOLE
MARRIOTT INTERNATIONAL CLASS COM 571903202 81,431.25 2,580 SOLE SOLE
MASCO CO COM 574599106 121,800.00 4,800 SOLE SOLE
MATTEL CS COM 577081102 62,763.75 4,782 SOLE SOLE
MAY DEPT STORES COM 577778103 124,323.75 3,855 SOLE SOLE
MAYTAG CORP COM 578592107 42,240.00 880 SOLE SOLE
MCDERMOTT INTERNATIONAL COM 580037109 4,350.00 480 SOLE SOLE
MCDONALDS CORP COM 580135101 625,650.00 15,520 SOLE SOLE
MCGRAW HILL COS INC. COM 580645109 126,947.50 2,060 SOLE SOLE
MCKESSON HBOC INC COM 58155Q103 73,598.88 3,262 SOLE SOLE
MEAD CORP COM 582834107 39,093.75 900 SOLE SOLE
MEDIAONE GROUP COM 58440J104 557,351.50 7,256 SOLE SOLE
MEDTRONIC INC COM 585055106 525,574.50 14,424 SOLE SOLE
MELLON FINANCIAL CORP COM 58551A108 207,781.25 6,100 SOLE SOLE
MERCK & CO COM 589331107 1,810,016.88 26,990 SOLE SOLE
MEREDITH CORPORATION COM 589433101 16,675.00 400 SOLE SOLE
MERRILL LYNCH COM 590188108 337,340.00 4,040 SOLE SOLE
MICROSOFT CORP COM 594918104 6,777,337.50 58,050 SOLE SOLE
MICRON TECHNOLOGY INC COM 595112103 193,597.50 2,490 SOLE SOLE
MILACRON INC COM 598709103 5,381.25 350 SOLE SOLE
MILLIPORE CORP COM 601073109 33,603.75 870 SOLE SOLE
3M CO COM 604059105 487,417.50 4,980 SOLE SOLE
MIRAGE RESORTS INC COM 60462E104 22,356.25 1,460 SOLE SOLE
MOLEX INC COM 608554101 90,700.00 1,600 SOLE SOLE
MONSANTO CO COM 611662107 252,581.25 7,090 SOLE SOLE
MORGAN (J.P.) & CO, INC COM 616880100 269,711.25 2,130 SOLE SOLE
MORGAN STANLEY DEAN WITTER& COM 617446448 931,872.00 6,528 SOLE SOLE
MOTOROLA INC COM 620076109 1,052,837.50 7,150 SOLE SOLE
NCR CORPORATION COM 62886E108 37,875.00 1,000 SOLE SOLE
NABISCO GROUP HOLDINGS COM 62952P102 34,000.00 3,200 SOLE SOLE
NACCO INDUSTRIES CL A COM 629579103 5,556.25 100 SOLE SOLE
NATIONAL CITY CORPORATION COM 635405103 181,493.63 7,662 SOLE SOLE
NATIONAL SEMICONDUCTOR COM 637640103 68,500.00 1,600 SOLE SOLE
NATIONAL SERVICE INDS COM 637657107 12,095.00 410 SOLE SOLE
NAVISTAR INTERNATIONAL COM 63934E108 27,003.75 570 SOLE SOLE
NETWORK APPLIANCE INC COM 64120L104 132,900.00 1,600 SOLE SOLE
NEW CENTURY ENERGIES INC COM 64352U103 33,564.38 1,105 SOLE SOLE
NEW YORK TIMES CLASS A COM 650111107 83,512.50 1,700 SOLE SOLE
NEWELL RUBBERMAID INC COM 651229106 78,416.00 2,704 SOLE SOLE
NEWMONT MINING CORP COM 651639106 34,520.50 1,409 SOLE SOLE
NEXTEL COMMUNICATIONS INC-A COM 65332V103 391,256.25 3,794 SOLE SOLE
NIAGARA MOHAWK HOLDINGS INC COM 653520106 18,955.00 1,360 SOLE SOLE
NICOR COM 654086107 13,975.00 430 SOLE SOLE
NIKE CLASS B COM 654106103 169,999.38 3,430 SOLE SOLE
NORDSTROM INC COM 655664100 37,186.25 1,420 SOLE SOLE
NORFOLK SOUTHERN CO COM 655844108 91,225.00 4,450 SOLE SOLE
NORTEL NETWORKS CORP COM 656569100 1,581,660.00 15,660 SOLE SOLE
NORTHERN STATES POWER COM 665772109 35,880.00 1,840 SOLE SOLE
NORTHERN TRUST COM 665859104 116,600.00 2,200 SOLE SOLE
NORTHROP GRUMMAN CORPORATION COM 666807102 32,437.50 600 SOLE SOLE
NOVELL COM 670006105 122,608.13 3,070 SOLE SOLE
NUCOR CORP COM 670346105 41,657.50 760 SOLE SOLE
OCCIDENTAL PETROLEUM COM 674599105 69,848.75 3,230 SOLE SOLE
OFFICE DEPOT COM 676220106 45,937.50 4,200 SOLE SOLE
OLD KENT FINANCIAL CORP COM 679833103 42,520.75 1,202 SOLE SOLE
OMNICOM GROUP COM 681919106 160,000.00 1,600 SOLE SOLE
ONEOK INC. COM 682680103 6,030.00 240 SOLE SOLE
ORACLE SYSTEMS COM 68389X105 1,843,428.13 16,450 SOLE SOLE
OWENS-CORNING FIBERGLASS COR COM 69073F103 8,690.63 450 SOLE SOLE
OWENS-ILLINOIS, INC. COM 690768403 31,328.13 1,250 SOLE SOLE
PECO ENERGY COMPANY COM 693304107 67,067.50 1,930 SOLE SOLE
PG & E CORPORATION COM 69331C108 102,295.00 4,990 SOLE SOLE
PE CORP-PE BIOSYSTEMS GROUP COM 69332S102 91,437.50 760 SOLE SOLE
PNC FINANCIAL CORP COM 693475105 170,435.00 3,830 SOLE SOLE
PP &L RESOURCES INC COM 693499105 32,025.00 1,400 SOLE SOLE
PPG INDUSTRIES COM 693506107 130,130.00 2,080 SOLE SOLE
PACCAR INC COM 693718108 29,689.38 670 SOLE SOLE
PACTIV CORPORATION COM 695257105 18,593.75 1,750 SOLE SOLE
PAINE WEBBER COM 695629105 61,867.13 1,594 SOLE SOLE
PALL CORP COM 696429307 21,562.50 1,000 SOLE SOLE
PARAMETRIC TECH CO COM 699173100 64,950.00 2,400 SOLE SOLE
PARKER HANNIFIN COM 701094104 49,260.00 960 SOLE SOLE
PAYCHEX INC COM 704326107 96,720.00 2,418 SOLE SOLE
PENNEY JC CO COM 708160106 60,211.25 3,020 SOLE SOLE
PEOPLE'S ENERGY CORPORATION COM 711030106 10,050.00 300 SOLE SOLE
PEOPLESOFT INC COM 712713106 60,482.74 2,838 SOLE SOLE
PEP BOYS-MANNY, MO, JACK COM 713278109 4,927.50 540 SOLE SOLE
PEPSICO INC COM 713448108 650,362.50 18,450 SOLE SOLE
PERKINELMER INC COM 714046109 17,091.88 410 SOLE SOLE
PHARMACIA & UPJOHN INC COM 716941109 276,750.00 6,150 SOLE SOLE
PFIZER INC COM 717081103 1,437,630.00 44,320 SOLE SOLE
PHELPS DODGE COM 717265102 57,257.63 853 SOLE SOLE
PHILIP MORRIS CO INC COM 718154107 615,860.00 26,560 SOLE SOLE
PHILLIPS PETROLEUM CO COM 718507106 150,400.00 3,200 SOLE SOLE
PINNACLE WEST COM 723484101 28,362.00 928 SOLE SOLE
PITNEY BOWES INC COM 724479100 157,498.75 3,260 SOLE SOLE
PLACER DOME INC COM 725906101 43,956.75 4,089 SOLE SOLE
POLAROID CORP COM 731095105 7,525.00 400 SOLE SOLE
POTLATCH CORPORATION COM 737628107 11,156.25 250 SOLE SOLE
PRAXAIR INC COM 74005P104 67,921.88 1,350 SOLE SOLE
T. ROWE PRICE ASSOCIATES COM 741477103 49,422.38 1,338 SOLE SOLE
PROCTER & GAMBLE COM 742718109 1,654,393.75 15,100 SOLE SOLE
PROGRESSIVE CORP COM 743315103 59,962.50 820 SOLE SOLE
PROVIDIAN FINANCIAL CORP COM 74406A102 156,172.19 1,715 SOLE SOLE
PUBLIC SERVICE ENTERPRISES COM 744573106 73,802.50 2,120 SOLE SOLE
PULTE CORP COM 745867101 9,450.00 420 SOLE SOLE
QUAKER OATS COM 747402105 94,500.00 1,440 SOLE SOLE
QUALCOM INC COM 747525103 1,310,370.00 7,440 SOLE SOLE
QUINTILES TRANSNATIONAL CORP COM 748767100 44,214.63 2,366 SOLE SOLE
RALSTON-RALSTON PURINA GROUP COM 751277302 107,876.25 3,870 SOLE SOLE
RAYTHEON CO - CLASS B COM 755111408 95,625.00 3,600 SOLE SOLE
REEBOK INTERNATIONAL LTD COM 758110100 4,093.75 500 SOLE SOLE
REGIONS FINANCIAL CORPORATIO COM 758940100 48,792.75 1,942 SOLE SOLE
RELIANT ENERGY INC COM 75952J108 77,592.00 3,392 SOLE SOLE
REPUBLIC NEW YORK CORP COM 760719104 69,120.00 960 SOLE SOLE
REYNOLDS METALS COM 761763101 49,040.00 640 SOLE SOLE
RITE AID CORP COM 767754104 25,977.38 2,322 SOLE SOLE
ROCKWELL INTL CORP COM 773903109 101,495.00 2,120 SOLE SOLE
ROHM & HAAS CO COM 775371107 97,894.13 2,406 SOLE SOLE
ROWAN COS INC COM 779382100 15,181.25 700 SOLE SOLE
ROYAL DUTCH PETROLEUM ADR COM 780257804 1,497,036.88 24,770 SOLE SOLE
RUSSELL CO COM 782352108 5,527.50 330 SOLE SOLE
RYDER SYSTEM COM 783549108 17,350.63 710 SOLE SOLE
SBC COMMUNICATIONS, INC. COM 78387G103 1,903,638.75 39,049 SOLE SOLE
SLM HOLDING CORP COM 78442A109 71,825.00 1,700 SOLE SOLE
SAFECO CORP COM 786429100 34,825.00 1,400 SOLE SOLE
SAFEWAY INC COM 786514208 202,706.25 5,700 SOLE SOLE
ST JUDE MEDICAL COM 790849103 35,904.38 1,170 SOLE SOLE
ST PAUL COMPANIES COM 792860108 68,520.38 2,034 SOLE SOLE
SARA LEE CORP COM 803111103 255,483.75 11,580 SOLE SOLE
SCHERING PLOUGH CORP COM 806605101 749,250.00 17,760 SOLE SOLE
SCHLUMBERGER COM 806857108 354,937.50 6,310 SOLE SOLE
CHARLES SCHWAB CORP COM 808513105 349,212.50 9,100 SOLE SOLE
SCIENTIFIC-ATLANTA INC COM 808655104 37,268.75 670 SOLE SOLE
SEAGATE TECHNOLOGY INC COM 811804103 111,750.00 2,400 SOLE SOLE
SEAGRAMS LTD COM 811850106 228,282.50 5,080 SOLE SOLE
SEALED AIR CORP COM 81211K100 63,833.00 1,232 SOLE SOLE
SEARS ROEBUCK & CO COM 812387108 145,186.88 4,770 SOLE SOLE
SEMPRA ENERGY COM 816851109 47,121.00 2,712 SOLE SOLE
SERVICE CORP INTERNATIONAL COM 817565104 20,812.50 3,000 SOLE SOLE
SHARED MEDICAL SYSTEM COM 819486101 10,187.50 200 SOLE SOLE
SHERWIN WILLIAMS COM 824348106 31,500.00 1,500 SOLE SOLE
SIGMA-ALDRICH CORP COM 826552101 25,853.75 860 SOLE SOLE
SILICON GRAPHICS INC COM 827056102 14,738.38 1,502 SOLE SOLE
SNAP ON TOOLS, INC. COM 833034101 14,078.13 530 SOLE SOLE
SOLECTRON CORP COM 834182107 266,350.00 2,800 SOLE SOLE
SOUTHERN CO COM 842587107 190,820.00 8,120 SOLE SOLE
SOUTHTRUST CORP COM 844730101 77,515.63 2,050 SOLE SOLE
SOUTHWEST AIRLINES CO. COM 844741108 68,829.25 4,252 SOLE SOLE
SPRING INDUSTRIES COM 851783100 7,188.75 180 SOLE SOLE
SPRINT CORPORATION COMMON COM 852061100 690,626.25 10,260 SOLE SOLE
SPRINT PCS GROUP COM 852061506 485,337.50 4,735 SOLE SOLE
THE STANLEY WORKS COM 854616109 23,196.25 770 SOLE SOLE
STAPLES INC COM 855030102 103,480.25 4,987 SOLE SOLE
STATE STREET CORP COM 857477103 146,125.00 2,000 SOLE SOLE
SUMMIT BANCORP COM 866005101 52,062.50 1,700 SOLE SOLE
SUN MICROSYSTEMS COM 866810104 1,353,607.50 17,480 SOLE SOLE
SUNOCO INC COM 86764P109 21,385.00 910 SOLE SOLE
SUN TRUST BANKS, INC. COM 867914103 269,607.38 3,918 SOLE SOLE
SUPERVALU INC. COM 868536103 31,960.00 1,598 SOLE SOLE
SYNOVUS FINANCIAL CORP COM 87161C105 53,662.50 2,700 SOLE SOLE
SYSCO CORP COM 871829107 125,017.50 3,160 SOLE SOLE
TJX COS INC COM 872540109 51,502.50 2,520 SOLE SOLE
TRW INC COM 872649108 58,170.00 1,120 SOLE SOLE
TANDY CORP COM 875382103 102,310.00 2,080 SOLE SOLE
TEKTRONIX INC COM 879131100 26,240.63 675 SOLE SOLE
TELLABS INC COM 879664100 287,560.00 4,480 SOLE SOLE
TEMPLE INLAND COM 879868107 31,650.00 480 SOLE SOLE
TENET HEALTHCARE CORP COM 88033G100 70,899.50 3,017 SOLE SOLE
TERADYNE, INC COM 880770102 132,000.00 2,000 SOLE SOLE
TEXACO COM 881694103 373,018.25 6,868 SOLE SOLE
TEXAS INTRUMENTS COM 882508104 874,587.50 9,028 SOLE SOLE
TEXAS UTILITIES CO COM 882848104 105,442.81 2,965 SOLE SOLE
TEXTRON INC COM 883203101 151,841.25 1,980 SOLE SOLE
THERMO ELECTRON CORP COM 883556102 22,005.00 1,467 SOLE SOLE
THOMAS & BETTS CO COM 884315102 19,125.00 600 SOLE SOLE
3 COM CORPORATION COM 885535104 189,410.00 4,030 SOLE SOLE
TIME WARNER INC COM 887315109 1,075,986.63 14,854 SOLE SOLE
TIMES MIRROR CO CLASS A-NEW COM 887364107 60,300.00 900 SOLE SOLE
TIMKEN CO COM 887389104 11,036.25 540 SOLE SOLE
TORCHMARK CORP COM 891027104 36,037.50 1,240 SOLE SOLE
TOSCO CORP COM 891490302 48,937.50 1,800 SOLE SOLE
TOYS "R" US INC COM 892335100 40,504.38 2,830 SOLE SOLE
TRICON GLOBAL RESTAURANTS COM 895953107 59,675.63 1,545 SOLE SOLE
TRIBUNE CO COM 896047107 143,162.50 2,600 SOLE SOLE
TUPPERWARE CORPORATION COM 899896104 9,146.25 540 SOLE SOLE
TYCO INTERNATIONAL LTD COM 902124106 729,917.00 18,776 SOLE SOLE
USX-MARATHON COM 902905827 73,815.63 2,990 SOLE SOLE
UST INC. COM 902911106 41,055.63 1,630 SOLE SOLE
U.S. BANCORP COM 902973106 211,169.25 8,868 SOLE SOLE
USX-US STEEL COM 90337T101 24,090.00 730 SOLE SOLE
UNILEVER N V - W/I COM 904784709 378,122.88 6,946 SOLE SOLE
UNICOM CORPORATION COM 904911104 62,645.00 1,870 SOLE SOLE
UNION CARBIDE CORP COM 905581104 75,427.50 1,130 SOLE SOLE
UNION PACIFIC CORP COM 907818108 131,311.25 3,010 SOLE SOLE
UNION PACIFIC RESOURCES GROU COM 907834105 27,591.00 2,164 SOLE SOLE
UNION PLANTERS CORP COM 908068109 50,401.13 1,278 SOLE SOLE
UNISYS CORP COM 909214108 83,356.88 2,610 SOLE SOLE
UNITED HEALTHCARE CORP COM 910581107 101,468.75 1,910 SOLE SOLE
US AIRWAYS GROUP, INC. COM 911905107 22,123.13 690 SOLE SOLE
US WEST INC COM 91273H101 428,040.00 5,945 SOLE SOLE
UNITED TECHNOLOGIES CORP COM 913017109 373,100.00 5,740 SOLE SOLE
UNOCAL CORP COM 915289102 85,584.38 2,550 SOLE SOLE
UNUMPROVIDENT CORP COM 91529Y106 71,467.31 2,229 SOLE SOLE
VF CORP COM 918204108 33,000.00 1,100 SOLE SOLE
VANTIVE CORPORATION COM 922091103 0 SOLE SOLE
VIACOM INC -CL B COM 925524308 514,202.25 8,508 SOLE SOLE
VULCAN MATERIALS COMPANY COM 929160109 39,578.06 991 SOLE SOLE
WACHOVIA CORP COM 929771103 154,292.00 2,269 SOLE SOLE
WAL-MART STORES INC COM 931142103 3,528,140.00 51,040 SOLE SOLE
WALGREEN CO COM 931422109 349,830.00 11,960 SOLE SOLE
WARNER-LAMBERT CO COM 934488107 797,251.88 9,730 SOLE SOLE
WASHINGTON MUTUAL, INC. COM 939322103 184,002.00 7,077 SOLE SOLE
WASTE MANAGEMENT INC (NEW) COM 94106L109 117,476.56 6,835 SOLE SOLE
WATER PIK TECHNOLOGIES INC COM 94113U100 0.96 0 SOLE SOLE
WATSON PHARMACEUTICALS INC COM 942683103 39,286.31 1,097 SOLE SOLE
WELLPOINT HEALTH NETWORKS COM 94973H108 52,750.00 800 SOLE SOLE
WELLS FARGO COMPANY COM 949746101 802,684.38 19,850 SOLE SOLE
WENDYS INTERNATIONAL COM 950590109 23,100.00 1,120 SOLE SOLE
WESTVACO CORP COM 961548104 28,710.00 880 SOLE SOLE
WEYERHAEUSER CO COM 962166104 181,685.63 2,530 SOLE SOLE
WHIRLPOOL CORP COM 963320106 42,290.63 650 SOLE SOLE
WILLAMETTE INDUSTRIES COM 969133107 44,580.00 960 SOLE SOLE
WILLIAMS COS COM 969457100 148,656.00 4,864 SOLE SOLE
WINN-DIXIE STORES INC COM 974280109 31,597.50 1,320 SOLE SOLE
WORTHINGTON INDS INC COM 981811102 13,084.38 790 SOLE SOLE
WRIGLEY WM JR CO COM 982526105 98,695.63 1,190 SOLE SOLE
XILINX INC COM 983919101 154,593.75 3,400 SOLE SOLE
XEROX CORP COM 984121103 175,601.25 7,740 SOLE SOLE
YAHOO! INC COM 984332106 1,254,793.75 2,900 SOLE SOLE
GLOBAL CROSSING LTD COM G3921A100 440,400.00 8,808 SOLE SOLE
TRANSOCEAN OFFSHORE, INC. COM G90076103 0 SOLE SOLE
TRANSOCEAN SEDCO FOREX INC COM G90078109 71,471.94 2,122 SOLE SOLE
AGCO CORP COM 001084102 52,795.94 3,929 SOLE SOLE
AGL RESOURCES COM 001204106 56,100.00 3,300 SOLE SOLE
AK STEEL HOLDING CORP COM 001547108 64,175.00 3,400 SOLE SOLE
ABERCROMBIE & FITCH COM 002896207 181,475.00 6,800 SOLE SOLE
ACNIELSON CORPORATION COM 004833109 89,462.63 3,633 SOLE SOLE
ACUSON CORP COM 005113105 18,843.75 1,500 SOLE SOLE
AXCIOM CORPORATION COM 005125109 127,848.00 5,327 SOLE SOLE
ADTRAN, INC. COM 00738A106 133,737.50 2,600 SOLE SOLE
AFFILIATED COMPUTER SVCS-A COM 008190100 142,600.00 3,100 SOLE SOLE
AIRBORNE FREIGHT CORP COM 009266107 57,200.00 2,600 SOLE SOLE
AIRGAS, INC. COM 009363102 38,950.00 4,100 SOLE SOLE
ALASKA AIRGROUP INC COM 011659109 59,712.50 1,700 SOLE SOLE
ALBANY INTL CORP CLASS A COM 012348108 25,865.16 1,669 SOLE SOLE
ALBEMARLE CORPE COM 012653101 69,075.00 3,600 SOLE SOLE
ALEXANDER & BALDWIN INC COM 014482103 61,593.75 2,700 SOLE SOLE
ALLEGHENY ENERGY INC COM 017361106 190,448.13 7,070 SOLE SOLE
ALLIANT ENERGY CORP COM 018802108 127,490.00 4,636 SOLE SOLE
ALLMERICA FINANCIAL CORP COM 019754100 194,687.50 3,500 SOLE SOLE
ALTERA CORP COM 021441100 606,645.00 12,240 SOLE SOLE
AMBAC FINANCIAL GROUP, INC. COM 023139108 234,843.75 4,500 SOLE SOLE
AMERICAN EAGLE OUTFITTERS COM 02553E106 121,500.00 2,700 SOLE SOLE
AMERICAN FINANCIAL GROUP INC COM 025932104 105,500.00 4,000 SOLE SOLE
AMERICAN POWER CONVERSION CO COM 029066107 321,775.00 12,200 SOLE SOLE
AMERICAN STANDARD CO COM 029712106 201,850.00 4,400 SOLE SOLE
AMERICAN WATER WORKS INC COM 030411102 121,125.00 5,700 SOLE SOLE
AMETEK INC. COM 031100100 40,031.25 2,100 SOLE SOLE
APOLLO GROUP INC. COM 037604105 114,356.25 5,700 SOLE SOLE
APPRIA HEALTHCARE GROUP COM 037933108 59,193.75 3,300 SOLE SOLE
ARNOLD INDUSTRIES, INC. COM 042595108 19,687.50 1,400 SOLE SOLE
ARROW ELECTRONICS, INC. COM 042735100 141,440.25 5,574 SOLE SOLE
ARVIN INDS INC COM 043339100 34,050.00 1,200 SOLE SOLE
ASSOCIATED BANC CORP COM 045487105 134,705.25 3,933 SOLE SOLE
ASTORIA FINANCIAL CORP COM 046265104 106,531.25 3,500 SOLE SOLE
ATMEL CORPORATION COM 049513104 378,400.00 12,800 SOLE SOLE
AVNET INC COM 053807103 146,833.50 2,427 SOLE SOLE
BJ SERVICES COM 055482103 200,700.00 4,800 SOLE SOLE
BJ'S WHOLESALE CLUB COM 05548J106 160,600.00 4,400 SOLE SOLE
BANDAG INC COM 059815100 35,000.00 1,400 SOLE SOLE
BANTA CORPORATION COM 066821109 45,125.00 2,000 SOLE SOLE
BARNES & NOBLE INC COM 067774109 88,687.50 4,300 SOLE SOLE
BECKMAN COULTER INC. COM 075811109 96,662.50 1,900 SOLE SOLE
BELO (A.H.) CORP-COM SER A COM 080555105 152,500.00 8,000 SOLE SOLE
BERGEN BRUNSWIG CORP CL A COM 083739102 67,530.75 8,124 SOLE SOLE
BEVERLY ENTERPRISES INC COM 087851309 30,187.50 6,900 SOLE SOLE
BIOGEN INC COM 090597105 781,625.00 9,250 SOLE SOLE
BLACK HILLS CORP COM 092113109 26,625.00 1,200 SOLE SOLE
BLYTH INDUSTRIES INC COM 09643P108 73,687.50 3,000 SOLE SOLE
BOB EVANS FARMS COM 096761101 33,962.50 2,200 SOLE SOLE
BORDERS GROUP COM 099709107 77,100.00 4,800 SOLE SOLE
BORG-WARNER AUTOMOTIVE INC COM 099724106 60,750.00 1,500 SOLE SOLE
BOWATER INC. COM 102183100 195,525.00 3,600 SOLE SOLE
BRINKER INTERNATIONAL COM 109641100 98,640.00 4,110 SOLE SOLE
BROADWING INC COM 111620100 483,062.50 13,100 SOLE SOLE
BUFFETS INC COM 119882108 18,000.00 1,800 SOLE SOLE
BURLINGTON INDUSTRIES INC. COM 121693105 13,600.00 3,400 SOLE SOLE
CCB FINANCIAL CORP COM 124875105 107,163.75 2,460 SOLE SOLE
CBRL GROUP INC COM 12489V106 38,812.50 4,000 SOLE SOLE
CDW COMPUTER CENTERS COM 125129106 275,187.50 3,500 SOLE SOLE
CLECO CORPORATION COM 12561W105 38,475.00 1,200 SOLE SOLE
CK WITCO CORPORATION COM 12562C108 104,030.75 7,778 SOLE SOLE
CMP GROUP INC COM 125887109 46,856.25 1,700 SOLE SOLE
CNF TRANSPORTATION, INC. COM 12612W104 93,150.00 2,700 SOLE SOLE
CABOT CORP COM 127055101 87,612.50 4,300 SOLE SOLE
CADENCE DESIGN SYS INC COM 127387108 344,160.00 14,340 SOLE SOLE
CALLAWAY GOLF COMPANY COM 131193104 81,362.50 4,600 SOLE SOLE
CALPINE CORPORATION COM 131347106 217,600.00 3,400 SOLE SOLE
CAMBRIDGE TECH PARTNERS COM 132524109 97,125.00 3,700 SOLE SOLE
CARLISLE COS INC COM 142339100 72,000.00 2,000 SOLE SOLE
CARPENTER TECHNOLOGY COM 144285103 32,925.00 1,200 SOLE SOLE
CARTER-WALLACE INC COM 146285101 43,050.00 2,400 SOLE SOLE
CHARTER ONE FINANCIAL INC COM 160903100 230,226.75 12,038 SOLE SOLE
CHECKFREE HOLDINGS CORPORATI COM 162816102 313,500.00 3,000 SOLE SOLE
CHESAPEAKE CORPORATION COM 165159104 39,650.00 1,300 SOLE SOLE
CHIRON CORP COM 170040109 475,108.50 11,212 SOLE SOLE
CHRIS CRAFT INDUSTRIES COM 170520100 155,717.88 2,159 SOLE SOLE
CHURCH AND DWIGHT COM 171340102 58,712.50 2,200 SOLE SOLE
CIRRUS LOGIC INC COM 172755100 57,243.75 4,300 SOLE SOLE
CINTAS GROUP COM 172908105 340,000.00 6,400 SOLE SOLE
CITY NATIONAL CORP COM 178566105 98,285.50 2,984 SOLE SOLE
CLAIRE'S STORES INC. COM 179584107 72,718.75 3,250 SOLE SOLE
CLAYTON HOMES, INC. COM 184190106 89,127.94 9,701 SOLE SOLE
CLEVELAND CLIFFS CORP COM 185896107 18,675.00 600 SOLE SOLE
COMDISCO COM 200336105 342,700.00 9,200 SOLE SOLE
COMPASS BANCSHARES INC COM 20449H109 160,650.00 7,200 SOLE SOLE
COMPUSA COM 204932107 30,304.13 5,913 SOLE SOLE
COMSAT CORP COM 20564D107 28,699.50 1,444 SOLE SOLE
CONCORD EFS INC COM 206197105 305,137.50 11,850 SOLE SOLE
CONECTIV INC COM 206829103 99,193.75 5,900 SOLE SOLE
CONSOLIDATED PAPERS COM 209759109 190,875.00 6,000 SOLE SOLE
CONVERGYS CORP COM 212485106 252,150.00 8,200 SOLE SOLE
CORDANT TECHNOLOGIES INC COM 218412104 69,300.00 2,100 SOLE SOLE
COVANCE INC COM 222816100 40,006.25 3,700 SOLE SOLE
CYPRESS SEMI-CONDUCTOR COM 232806109 209,142.50 6,460 SOLE SOLE
CYTEC IND COM 232820100 67,062.50 2,900 SOLE SOLE
DPL INC COM 233293109 169,662.50 9,800 SOLE SOLE
DQE, INC. COM 23329J104 155,812.50 4,500 SOLE SOLE
DEAN FOODS CO COM 242361103 91,425.00 2,300 SOLE SOLE
DENTSPLY INTERNATIONAL INC COM 249030107 73,237.50 3,100 SOLE SOLE
DEVON ENERGY CORPORATION COM 25179M103 141,033.75 4,290 SOLE SOLE
DEVRY INC COM 251893103 81,093.25 4,354 SOLE SOLE
DEXTER CORP COM 252165105 51,675.00 1,300 SOLE SOLE
DIAL CORP. COM 25247D101 148,306.25 6,100 SOLE SOLE
DIEBOLD COM 253651103 105,750.00 4,500 SOLE SOLE
DIME BANCORP INC.(NEW) COM 25429Q102 104,256.63 6,893 SOLE SOLE
DOLE FOOD COMPANY COM 256605106 65,000.00 4,000 SOLE SOLE
DOLLAR TREE STORES, INC COM 256747106 179,218.75 3,700 SOLE SOLE
DONALDSON CO INC COM 257651109 81,812.50 3,400 SOLE SOLE
DREYER GRAND ICE CREAM COM 261878102 27,200.00 1,600 SOLE SOLE
ENSCO INTERNATIONAL INC COM 26874Q100 205,875.00 9,000 SOLE SOLE
E*TRADE GROUP INC COM 269246104 357,390.00 13,680 SOLE SOLE
EDWARDS AG COM 281760108 201,576.94 6,287 SOLE SOLE
ELECTRONIC ARTS COM 285512109 302,400.00 3,600 SOLE SOLE
ENERGY EAST CORPORATION COM 29266M109 144,438.75 6,940 SOLE SOLE
ETHYL CORP COM 297659104 20,475.00 5,200 SOLE SOLE
EVEREST RE HOLDINGS COM 299808105 69,168.75 3,100 SOLE SOLE
EXPRESS SCRIPTS INC. COM 302182100 162,944.00 2,546 SOLE SOLE
FAMILY DOLLAR STORES COM 307000109 184,331.25 11,300 SOLE SOLE
FASTENAL CO COM 311900104 112,343.75 2,500 SOLE SOLE
FEDERAL MOGUL CORP COM 313549107 68,425.00 3,400 SOLE SOLE
FEDERAL SIGNAL COM 313855108 43,368.75 2,700 SOLE SOLE
FERRO CORP COM 315405100 50,600.00 2,300 SOLE SOLE
FINOVA GROUP INC. . COM 317928109 134,900.00 3,800 SOLE SOLE
FIRST HEALTH GROUP CORP COM 320960107 107,500.00 4,000 SOLE SOLE
FIRST TENNESSEE NATL CORP COM 337162101 230,850.00 8,100 SOLE SOLE
FIRST VIRGINIA BANKS INC COM 337477103 146,200.00 3,400 SOLE SOLE
FISERV, INC. COM 337738108 270,103.13 7,050 SOLE SOLE
FIRSTMERIT CORP COM 337915102 122,774.00 5,338 SOLE SOLE
FLOWERS INDUSTRIES INC COM 343496105 98,414.06 6,175 SOLE SOLE
FLOWSERVE CORPORATION COM 34354P105 44,812.00 2,636 SOLE SOLE
FOREST LABORATORIES CL A COM 345838106 325,618.75 5,300 SOLE SOLE
FOUNDATION HEALTH SYSTEMS-A COM 350404109 78,506.25 7,900 SOLE SOLE
FULLER (H. B.) CO COM 359694106 44,750.00 800 SOLE SOLE
FURNITURE BRANDS INT'L INC. COM 360921100 70,400.00 3,200 SOLE SOLE
GATX CORP COM 361448103 104,625.00 3,100 SOLE SOLE
GARTNER GROUP, INC-CL B COM 366651206 87,032.56 6,301 SOLE SOLE
GENZYME CORP COM 372917104 230,850.00 5,130 SOLE SOLE
GEORGIA GULF CORP COM 373200203 73,050.00 2,400 SOLE SOLE
GEORGIA PACIFIC CO TIMBER GR COM 373298702 136,668.75 5,550 SOLE SOLE
GILEAD SCIENCES INC. COM 375558103 129,900.00 2,400 SOLE SOLE
GLATFELER (P.H.) CO. COM 377316104 37,862.50 2,600 SOLE SOLE
GLOBAL MARINE INC COM 379352404 184,537.50 11,100 SOLE SOLE
GRANITE CONSTRUCTION INC COM 387328107 28,117.19 1,525 SOLE SOLE
GREENPOINT FINANCIAL CORP COM 395384100 138,112.50 5,800 SOLE SOLE
GTECH HOLDINGS CORP . COM 400518106 61,116.00 2,778 SOLE SOLE
HSB GROUP, INC COM 40428N109 69,315.63 2,050 SOLE SOLE
HANNA (M.A.) CO COM 410522106 34,726.56 3,175 SOLE SOLE
HANNAFORD BROTHERS COMPANY COM 410550107 177,024.13 2,554 SOLE SOLE
HANOVER COMPRESSOR CO COM 410768105 67,950.00 1,800 SOLE SOLE
HARLEY DAVIDSON COM 412822108 615,000.00 9,600 SOLE SOLE
HARRIS CORP COM 413875105 132,903.75 4,980 SOLE SOLE
HARSCO CORPORATION COM 415864107 101,600.00 3,200 SOLE SOLE
HARTE-HANKS, INC COM 416196103 91,350.00 4,200 SOLE SOLE
HAWAIIAN ELECTRIC INDS COM 419870100 49,087.50 1,700 SOLE SOLE
HEALTH MGMT. ASSOC. CL.A COM 421933102 207,981.25 15,550 SOLE SOLE
HEILIG-MYERS CO COM 422893107 8,250.00 3,000 SOLE SOLE
HELMERICH & PAYNE COM 423452101 68,491.25 3,140 SOLE SOLE
HIBERNIA CORP COM 428656102 102,000.00 9,600 SOLE SOLE
HILLENBRAND INDUSTRIES COM 431573104 128,651.25 4,060 SOLE SOLE
HISPANIC BROADCASTING CORP COM 43357B104 285,878.13 3,100 SOLE SOLE
HON INDUSTRIES COM 438092108 74,587.50 3,400 SOLE SOLE
HORACE MANN EDUCATORS COM 440327104 51,025.00 2,600 SOLE SOLE
HORMEL FOODS CORPORATION COM 440452100 199,062.50 4,900 SOLE SOLE
HOUGHTON MIFFLIN CO COM 441560109 67,500.00 1,600 SOLE SOLE
HUBBELL INC. CL B COM 443510201 120,717.50 4,430 SOLE SOLE
HUNT (J.B.) COM 445658107 34,609.38 2,500 SOLE SOLE
ICN PHARMACEUTICALS, INC COM 448924100 115,298.44 4,555 SOLE SOLE
IOWA BEEF PROCESSING COM 449223106 111,600.00 6,200 SOLE SOLE
IMC GLOBAL INC. COM 449669100 114,625.00 7,000 SOLE SOLE
IDACORP INC COM 451107106 58,987.50 2,200 SOLE SOLE
ILLINOVA CORPORATION COM 452317100 173,750.00 5,000 SOLE SOLE
IMATION CORPORATION COM 45245A107 87,262.50 2,600 SOLE SOLE
INDIANA ENERGY INC COM 454707100 28,400.00 1,600 SOLE SOLE
INFORMIX CORP COM 456779107 115,518.75 10,100 SOLE SOLE
INTEGRATED DEVICE TECH COM 458118106 133,400.00 4,600 SOLE SOLE
INTERNATIONAL GAME TECHNOLOG COM 459902102 112,734.38 5,550 SOLE SOLE
INTERNATIONAL MULTIFOODS INC COM 460043102 14,575.00 1,100 SOLE SOLE
INTL SPEEDWAY CORP-CL A COM 460335201 156,162.50 3,100 SOLE SOLE
INTERSTATE BAKERIES CORP COM 46072H108 87,398.75 4,822 SOLE SOLE
INTUIT INC COM 461202103 665,306.25 11,100 SOLE SOLE
INVESTMENT TECHNOLOGY GROUP COM 46145F105 51,750.00 1,800 SOLE SOLE
IPALCO COM 462613100 97,256.25 5,700 SOLE SOLE
IVAX CORP COM 465823102 200,850.00 7,800 SOLE SOLE
JABIL CIRCUIT INC COM 466313103 365,000.00 5,000 SOLE SOLE
JACOBS ENGINEERING GROUP INC COM 469814107 55,250.00 1,700 SOLE SOLE
JONES APPAREL GROUP COM 480074103 200,779.25 7,402 SOLE SOLE
KANSAS CITY POWER & LIGHT COM 485134100 90,456.25 4,100 SOLE SOLE
KAYDON CORP COM 486587108 48,262.50 1,800 SOLE SOLE
KEANE, INC COM 486665102 135,572.50 4,270 SOLE SOLE
KELLY SERVICES INC CLA COM 488152208 55,275.00 2,200 SOLE SOLE
KENNAMETAL INC COM 489170100 53,800.00 1,600 SOLE SOLE
KEYSPAN CORPORATION COM 49337W100 198,716.88 8,570 SOLE SOLE
KEYSTONE FIN INC COM 493482103 67,400.00 3,200 SOLE SOLE
KINDER MORGAN INC COM 49455P101 85,716.13 4,246 SOLE SOLE
LG&E ENERGY CORP COM 501917108 141,243.75 8,100 SOLE SOLE
L-3 COMMUNICATIONS HOLDINGS COM 502424104 79,087.50 1,900 SOLE SOLE
LANCASTER COLONY CORP COM 513847103 87,151.88 2,631 SOLE SOLE
LANCE INC COM 514606102 17,000.00 1,700 SOLE SOLE
LANDS END COM 515086106 62,550.00 1,800 SOLE SOLE
LEAR CORPORATION COM 521865105 131,200.00 4,100 SOLE SOLE
LEE ENTERPRISES COM 523768109 89,425.00 2,800 SOLE SOLE
LEGATO SYSTEMS INC. COM 524651106 330,300.00 4,800 SOLE SOLE
LEGG MASON INC COM 524901105 122,960.00 3,392 SOLE SOLE
LINCARE HOLDINGS INC COM 532791100 124,805.63 3,598 SOLE SOLE
LINEAR TECHNOLOGY CORP COM 535678106 701,312.50 9,800 SOLE SOLE
LITTON INDS COM 538021106 149,625.00 3,000 SOLE SOLE
LONE STAR STEAKHOUSE COM 542307103 23,196.88 2,600 SOLE SOLE
LONGVIEW FIBRE CO COM 543213102 48,450.00 3,400 SOLE SOLE
LUBRIZOL CORP COM 549271104 111,150.00 3,600 SOLE SOLE
LYONDELL CHEMICAL COMPANY COM 552078107 89,250.00 7,000 SOLE SOLE
MCN ENERGY GROUP, INC. COM 55267J100 116,375.00 4,900 SOLE SOLE
MAGNETEK INC COM 559424106 10,762.50 1,400 SOLE SOLE
MANDALAY RESORT GROUP COM 562567107 126,787.50 6,300 SOLE SOLE
MANPOWER INC COMMON STOCK COM 56418H100 203,175.00 5,400 SOLE SOLE
MARK IV INDUSTRIES INC COM 570387100 74,552.81 4,215 SOLE SOLE
MARSHALL & ISLEY CORP COM 571834100 400,743.75 6,380 SOLE SOLE
MARTIN MARIETTA MATERIALS COM 573284106 118,900.00 2,900 SOLE SOLE
MAXIM INTEGRATED PRODUCTS COM 57772K101 764,437.50 16,200 SOLE SOLE
MAXXAM INC COM 577913106 17,150.00 400 SOLE SOLE
MCCORMICK AND CO COM 579780206 138,635.00 4,660 SOLE SOLE
MEDIA GENERAL INC CL A COM 584404107 93,600.00 1,800 SOLE SOLE
MEDIMMUNE INC COM 584699102 613,903.38 3,701 SOLE SOLE
MENTOR GRAPHICS COM 587200106 55,387.50 4,200 SOLE SOLE
MERCANTILE BANKSHARES CORP COM 587405101 137,331.25 4,300 SOLE SOLE
MERITOR AUTOMOTIVE INC. COM 59000G100 83,428.75 4,306 SOLE SOLE
MICROCHIP TECH COM 595017104 214,414.69 3,133 SOLE SOLE
MICRO WAREHOUSE INC. COM 59501B105 42,550.00 2,300 SOLE SOLE
MIDAMERICAN ENERGY HOLDINGS COM 59562V107 125,991.25 3,740 SOLE SOLE
MILLENNIUM PHARMACEUTICALS COM 599902103 268,400.00 2,200 SOLE SOLE
MILLER HERMAN INC COM 600544100 128,800.00 5,600 SOLE SOLE
MINERALS TECHNOLOGIES INC COM 603158106 60,093.75 1,500 SOLE SOLE
MINIMED INC COM 60365K108 131,850.00 1,800 SOLE SOLE
MINNESOTA POWER & LIGHT COM 604110106 64,362.50 3,800 SOLE SOLE
MODINE MANUFACTURING CO COM 607828100 50,000.00 2,000 SOLE SOLE
MODIS PROFESSIONAL SERVICES COM 607830106 96,900.00 6,800 SOLE SOLE
MOHAWK INDUSTRIES COM 608190104 98,405.13 3,731 SOLE SOLE
MONTANA POWER CO COM 612085100 230,800.00 6,400 SOLE SOLE
MURPHY OIL CORP COM 626717102 172,125.00 3,000 SOLE SOLE
MYLAN LABORATORIES COM 628530107 201,500.00 8,000 SOLE SOLE
NCH CORP COM 628850109 22,281.25 500 SOLE SOLE
NCO GROUP INC COM 628858102 45,187.50 1,500 SOLE SOLE
NABORS INDUSTRIES COM 629568106 238,404.38 7,706 SOLE SOLE
NATIONAL COMMERCE BANCORP COM 635449101 145,200.00 6,400 SOLE SOLE
NATIONAL FUEL GAS CO COM 636180101 102,300.00 2,200 SOLE SOLE
NAVIGANT CONSULTING CO COM 63935N107 28,275.00 2,600 SOLE SOLE
NETWORK ASSOCIATES INC COM 640938106 212,992.94 7,981 SOLE SOLE
NEW ENGLAND ELECTRIC SYSTEM COM 644001109 188,370.00 3,640 SOLE SOLE
NEWPORT NEWS SHIPBUILDING IN COM 652228107 56,100.00 2,040 SOLE SOLE
NISOURCE INC. COM 65473P105 128,414.00 7,184 SOLE SOLE
NOBLE AFFILIATES COM 654894104 75,031.25 3,500 SOLE SOLE
NOBLE DRILLING CORPORATION COM 655042109 275,427.50 8,410 SOLE SOLE
NORDSON CORP COM 655663102 48,250.00 1,000 SOLE SOLE
NORTH FORK BANCORP COM 659424105 151,375.00 8,650 SOLE SOLE
NORTHEAST UTILITIES COM 664397106 172,725.00 8,400 SOLE SOLE
NOVA CORP/ GEORGIA COM 669784100 139,348.44 4,415 SOLE SOLE
NOVELLUS SYSTEMS, INC. COM 670008101 284,149.97 2,319 SOLE SOLE
NSTAR -W/I COM 67019E107 157,950.00 3,900 SOLE SOLE
OGE ENERGY CORP COM 670837103 100,700.00 5,300 SOLE SOLE
OCEAN ENERGY INC COM 67481E106 79,972.25 10,319 SOLE SOLE
OFFICEMAX INC COM 67622M108 44,000.00 8,000 SOLE SOLE
OGDEN CORP COM 676346109 39,393.75 3,300 SOLE SOLE
OHIO CASUALTY CORP COM 677240103 61,037.50 3,800 SOLE SOLE
OLD REPUBLIC COM 680223104 110,362.50 8,100 SOLE SOLE
OLIN CORPORATION COM 680665205 63,400.00 3,200 SOLE SOLE
OLSTEN CORP COM 681385100 53,734.38 4,750 SOLE SOLE
OMNICARE INC COM 681904108 63,000.00 5,250 SOLE SOLE
OMNOVA SOLUTIONS INC COM 682129101 1,550.00 200 SOLE SOLE
OREGON STEEL MILLS INC COM 686079104 12,700.00 1,600 SOLE SOLE
OUTBACK STEAKHOUSE INC COM 689899102 116,718.75 4,500 SOLE SOLE
OVERSEAS SHIPHOLDING GROUP COM 690368105 28,143.75 1,900 SOLE SOLE
OXFORD HEALTH PLANS COM 691471106 63,437.50 5,000 SOLE SOLE
THE PMI GROUP INC COM 69344M101 153,759.38 3,150 SOLE SOLE
PSS WORLD MEDICAL INC COM 69366A100 40,817.19 4,325 SOLE SOLE
PACIFIC CENTURY FINACIAL COR COM 694058108 100,912.50 5,400 SOLE SOLE
PACIFICARE HEALTH SYSTEMS COM 695112102 150,308.00 2,836 SOLE SOLE
PAPA JOHNS INTL INC COM 698813102 44,306.25 1,700 SOLE SOLE
PARK PLACE ENTERTAINMENT COM 700690100 230,000.00 18,400 SOLE SOLE
PAYLESS SHOESOURCE COM 704379106 104,998.00 2,234 SOLE SOLE
PENNZOIL-QUAKER STATE CO COM 709323109 34,576.38 3,394 SOLE SOLE
PENTAIR INC COM 709631105 84,700.00 2,200 SOLE SOLE
PERRIGO CO COM 714290103 40,000.00 5,000 SOLE SOLE
PIONEER NATURAL RESOURCES COM 723787107 55,412.50 6,200 SOLE SOLE
PITTSTON BRINK'S GROUP COM 725701106 59,400.00 2,700 SOLE SOLE
POLICY MANAGEMENT SYSTEMS CO COM 731108106 58,793.75 2,300 SOLE SOLE
POLYCOM INC COM 73172K104 114,637.50 1,800 SOLE SOLE
POTOMAC ELECTRIC POWER CO COM 737679100 159,025.69 6,933 SOLE SOLE
PRECISION CASTPARTS COM 740189105 40,687.50 1,550 SOLE SOLE
PREMIER PARKS INC COM 740540208 138,600.00 4,800 SOLE SOLE
PROTECTIVE LIFE CORP COM 743674103 123,337.06 3,877 SOLE SOLE
PROVIDENT FINANCIAL GROUP COM 743866105 98,189.88 2,737 SOLE SOLE
PUBLIC SERVICE COMP OF N MEX COM 744499104 37,375.00 2,300 SOLE SOLE
PUGET SOUND ENERGY, INC. COM 745332106 103,210.63 5,327 SOLE SOLE
QLOGIC CORPORATION COM 747277101 351,725.00 2,200 SOLE SOLE
QUANTUM CORP-DLT & STORAGE COM 747906204 159,266.25 10,530 SOLE SOLE
QUESTAR COM 748356102 82,500.00 5,500 SOLE SOLE
QUORUM HEALTH GROUP, INC. COM 749084109 43,768.75 4,700 SOLE SOLE
RPM INC OHIO COM 749685103 58,252.13 5,718 SOLE SOLE
RATIONAL SOFTWARE CORP COM 75409P202 260,362.50 5,300 SOLE SOLE
RAYONIER INC COM 754907103 96,625.00 2,000 SOLE SOLE
READERS DIGEST ASSOC COM 755267101 195,975.00 6,700 SOLE SOLE
RELIASTAR FINL CORP COM 75952U103 219,450.00 5,600 SOLE SOLE
REYNOLDS & REYNOLDS CLASS A COM 761695105 121,500.00 5,400 SOLE SOLE
RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 115,725.75 6,566 SOLE SOLE
ROBERT HALF INTERNATIONAL COM 770323103 148,753.50 5,208 SOLE SOLE
ROLLINS INC COM 775711104 34,500.00 2,300 SOLE SOLE
ROSS STORES INC COM 778296103 107,194.50 5,976 SOLE SOLE
RUDDICK CORP COM 781258108 37,200.00 2,400 SOLE SOLE
RYERSON TULL INC COM 78375P107 24,452.38 1,258 SOLE SOLE
SCI SYSTEMS INC. COM 783890106 364,419.38 4,434 SOLE SOLE
SPX CORP. COM 784635104 149,503.13 1,850 SOLE SOLE
SAKS INC. COM 79377W108 136,420.88 8,766 SOLE SOLE
SANMINA CORP COM 800907107 348,763.50 3,492 SOLE SOLE
SANTA FE SYNDER CORP COM 80218K105 88,968.00 11,121 SOLE SOLE
SAWTEK INC COM 805468105 153,093.75 2,300 SOLE SOLE
SCANA CORP COM 805898103 167,941.88 6,249 SOLE SOLE
SCHOLASTIC CORP COM 807066105 55,968.75 900 SOLE SOLE
SCHULMAN (A.) INC. COM 808194104 39,150.00 2,400 SOLE SOLE
SENSORMATIC ELECTRONICS CORP COM 817265101 85,443.75 4,900 SOLE SOLE
SEPRACOR INC COM 817315104 178,537.50 1,800 SOLE SOLE
SEQUA CORPORATION COM 817320104 26,968.75 500 SOLE SOLE
SHAW INDUSTRIES INC COM 820286102 120,412.50 7,800 SOLE SOLE
SIEBEL SYSTEMS INC COM 826170102 924,000.00 11,000 SOLE SOLE
SIERRA PACIFIC RESOURCES COM 826428104 84,381.13 4,874 SOLE SOLE
SMITH INTERNATIONAL INC COM 832110100 134,156.25 2,700 SOLE SOLE
SMUCKER (J.M.) CLASS - A COM 832696108 31,200.00 1,600 SOLE SOLE
SOLUTIA INC COM 834376105 112,971.63 7,318 SOLE SOLE
SONOCO PRODUCTS INC COM 835495102 153,835.50 6,762 SOLE SOLE
SOTHEBY'S COM 835898107 114,000.00 3,800 SOLE SOLE
SOUTHDOWN INC COM 841297104 122,557.75 2,374 SOLE SOLE
SOVEREIGN BANCORP INC COM 845905108 63,664.59 8,542 SOLE SOLE
STANDARD REGISTER CO COM 853887107 31,000.00 1,600 SOLE SOLE
STARBUCKS CORP COM 855244109 266,750.00 11,000 SOLE SOLE
STERIS CORP COM 859152100 42,425.63 4,114 SOLE SOLE
STERLING COMMERCE INC COM 859205106 192,998.13 5,666 SOLE SOLE
STERLING SOFTWARE INC COM 859547101 155,421.00 4,934 SOLE SOLE
STEWART AND STEVENSON SVCS COM 860342104 26,056.25 2,200 SOLE SOLE
STEWART ENTERPRISES INC CL A COM 860370105 26,125.00 5,500 SOLE SOLE
STORAGE TECHNOLOGY CORP COM 862111200 120,728.75 6,548 SOLE SOLE
STRUCTURAL DYNAMICS RESEARCH COM 863555108 22,950.00 1,800 SOLE SOLE
STRYKER CORP COM 863667101 445,600.00 6,400 SOLE SOLE
SUIZA FOODS CORP COM 865077101 87,175.00 2,200 SOLE SOLE
SUNGARD DATA SYSTEMS, INC. COM 867363103 150,290.00 6,328 SOLE SOLE
SUPERIOR INDUSTRIES COM 868168105 53,625.00 2,000 SOLE SOLE
SWIFT TRANSPORTATION CO., IN COM 870756103 52,875.00 3,000 SOLE SOLE
SYBRON INTERNATIONAL CORP COM 87114F106 146,396.88 5,930 SOLE SOLE
SYKES ENTERPRISES INC COM 871237103 114,075.00 2,600 SOLE SOLE
SYLVAN LEARNING SYSTEMS, INC COM 871399101 41,600.00 3,200 SOLE SOLE
SYMANTEC CORP COM 871503108 175,875.00 3,000 SOLE SOLE
SYMBOL TECHNOLOGIES INC COM 871508107 333,703.13 5,250 SOLE SOLE
SYNOPSYS INC COM 871607107 274,275.75 4,109 SOLE SOLE
TCF FINANCIAL CORP COM 872275102 141,513.88 5,689 SOLE SOLE
TECO ENERGY INC COM 872375100 148,500.00 8,000 SOLE SOLE
TECH DATA CORP COM 878237106 88,671.63 3,269 SOLE SOLE
TECUMSEH PRODUCTS CO-CL A COM 878895200 61,343.75 1,300 SOLE SOLE
TELEFLEX, INC. COM 879369106 72,018.75 2,300 SOLE SOLE
TELEPHONE & DATA COM 879433100 491,400.00 3,900 SOLE SOLE
TIDEWATER INC COM 886423102 140,400.00 3,900 SOLE SOLE
TIFFANY & CO COM 886547108 399,840.00 4,480 SOLE SOLE
TOTAL RENAL CARE HOLDINGS COM 89151A107 33,056.31 4,943 SOLE SOLE
TRANSACTION SYSTEMS ARCHIT-A COM 893416107 50,400.00 1,800 SOLE SOLE
TRIGON HEALTHCARE INC COM 89618L100 82,600.00 2,800 SOLE SOLE
TRINITY INDUSTRIES COM 896522109 71,093.75 2,500 SOLE SOLE
TYSON FOODS INC CL A COM 902494103 228,312.50 14,050 SOLE SOLE
UCAR INTERNATIONAL, INC COM 90262K109 51,656.25 2,900 SOLE SOLE
USG CORP COM 903293405 150,800.00 3,200 SOLE SOLE
U.S. FOODSERVICE, INC. COM 90331R101 94,202.00 5,624 SOLE SOLE
ULTRAMAR DIAMOND SHAMROCK COM 904000106 124,781.25 5,500 SOLE SOLE
UNIFI, INC COM 904677101 48,018.75 3,900 SOLE SOLE
UNITRIN, INC. COM 913275103 173,075.00 4,600 SOLE SOLE
UNIVERSAL CORPORATION COM 913456109 52,468.75 2,300 SOLE SOLE
UNIVERSAL FOODS CORP COM 913538104 59,087.50 2,900 SOLE SOLE
UNIVISION COMMIUNICATIONS IN COM 914906102 638,671.88 6,250 SOLE SOLE
UTILICORP UNITED INC COM 918005109 99,131.25 5,100 SOLE SOLE
VALASSIS COMMUNICATION COM 918866104 149,058.00 3,528 SOLE SOLE
VALERO ENERGY CORP COM 91913Y100 67,575.00 3,400 SOLE SOLE
VARCO INTERNATIONAL INC COM 922126107 41,768.75 4,100 SOLE SOLE
VERITAS SOFTWARE CORPORATION COM 923436109 2,189,812.50 15,300 SOLE SOLE
VIAD CORPORATION COM 92552R109 167,250.00 6,000 SOLE SOLE
VISHAY INTERTECHNOLOGY INC COM 928298108 176,309.38 5,575 SOLE SOLE
VISX INC COM 92844S105 193,338.00 3,736 SOLE SOLE
VITESSE SEMICONDUCTOR COM 928497106 476,552.00 9,088 SOLE SOLE
VLASIC FOODS INTERNATIONAL I COM 928559103 16,277.63 2,862 SOLE SOLE
WALLACE COMPUTER SERVICES COM 932270101 49,875.00 3,000 SOLE SOLE
WARNACO GROUP CL-A COM 934390105 43,093.75 3,500 SOLE SOLE
WASHINGTON GAS LIGHT CO COM 938837101 68,750.00 2,500 SOLE SOLE
WASHINGTON POST CLASS B COM 939640108 342,974.88 617 SOLE SOLE
WATERS CORP COM 941848103 201,400.00 3,800 SOLE SOLE
WAUSAU-MOSINEE PAPER MILLS COM 943315101 43,734.63 3,742 SOLE SOLE
WEATHERFORD INTERNATIONAL COM 947074100 241,861.50 6,056 SOLE SOLE
WEBSTER FINANCIAL CORPORATIO COM 947890109 56,550.00 2,400 SOLE SOLE
WELLMAN, INC COM 949702104 40,975.00 2,200 SOLE SOLE
WESTAMERICA BANCORPORATION COM 957090103 67,050.00 2,400 SOLE SOLE
WESTPOINT STEVENS INC COM 961238102 64,750.00 3,700 SOLE SOLE
WESTWOOD ONE INC COM 961815107 247,380.00 3,255 SOLE SOLE
WHITMAN CORP COM 96647R107 117,175.00 8,720 SOLE SOLE
WILLIAMS-SONOMA INC. COM 969904101 194,764.00 4,234 SOLE SOLE
WILMINGTON TRUST CORP COM 971807102 110,975.00 2,300 SOLE SOLE
WISCONSIN CENTRAL TRANSPORT COM 976592105 43,000.00 3,200 SOLE SOLE
WISC ENERGY CORP COM 976657106 142,450.00 7,400 SOLE SOLE
YORK INTL CORP NEW COM COM 986670107 74,081.25 2,700 SOLE SOLE
TRANSOCEAN OFFSHORE, INC. COM G90076103 0 SOLE SOLE
TRANSOCEAN SEDCO FOREX INC COM G90078109 158,331.25 4,700 SOLE SOLE
AMERICAN TELEPHONE AND TELEG COM 001957109 224,568.75 4,425 SOLE SOLE
ABBOTT LABS COM 002824100 76,256.25 2,100 SOLE SOLE
ADOBE SYSTEMS INC COM 00724F101 33,625.00 500 SOLE SOLE
ALCOA INC COM 013817101 249,000.00 3,000 SOLE SOLE
ALLIANCE CAPITAL MGMT HOLDIN COM 01855A101 35,925.00 1,200 SOLE SOLE
AMERICAN GENERAL CORP COM 026351106 182,100.00 2,400 SOLE SOLE
AMSOUTH BANCORP COM 032165102 30,900.00 1,600 SOLE SOLE
AUTOMATIC DATA PROCESSING IN COM 053015103 26,937.50 500 SOLE SOLE
AVERY DENNISON CO COM 053611109 145,750.00 2,000 SOLE SOLE
BB&T CORPORATION COM 054937107 16,425.00 600 SOLE SOLE
BAKER HUGHES INC COM 057224107 29,487.50 1,400 SOLE SOLE
BANK OF NEW YORK COM 064057102 68,000.00 1,700 SOLE SOLE
BARD C.R. INC COM 067383109 31,800.00 600 SOLE SOLE
BAXTER INTERNATIONAL INC COM 071813109 84,796.88 1,350 SOLE SOLE
BELL ATLANTIC COM 077853109 311,506.25 5,060 SOLE SOLE
H & R BLOCK COM 093671105 26,250.00 600 SOLE SOLE
BOISE CASCADE COM 097383103 81,000.00 2,000 SOLE SOLE
BOWATER INC. COM 102183100 32,587.50 600 SOLE SOLE
BRISTOL-MEYER/SQUIBB COM 110122108 143,780.00 2,240 SOLE SOLE
BURLINGTON RESOURCES, INC COM 122014103 82,656.25 2,500 SOLE SOLE
CIGNA CORP CI COM 125509109 161,125.00 2,000 SOLE SOLE
CHARTER ONE FINANCIAL INC COM 160903100 28,113.75 1,470 SOLE SOLE
CHASE MANHATTAN COM 16161A108 271,906.25 3,500 SOLE SOLE
CHUBB CORP COM 171232101 16,893.75 300 SOLE SOLE
CITY NATIONAL CORP COM 178566105 26,350.00 800 SOLE SOLE
COMPUTER ASSOCIATES COM 204912109 34,968.75 500 SOLE SOLE
CONOCO INC CLASS B COM 208251405 58,033.38 2,333 SOLE SOLE
COORS (ADOLPH) COM 217016104 26,250.00 500 SOLE SOLE
DANA COM 235811106 23,950.00 800 SOLE SOLE
DUPONT DE NEMOURS & CO COM 263534109 73,055.38 1,109 SOLE SOLE
ENRON COM 293561106 31,062.50 700 SOLE SOLE
EXXON MOBIL CORPORATION COM 30231G102 510,766.25 6,340 SOLE SOLE
FANNIE MAE COM 313586109 93,656.25 1,500 SOLE SOLE
FIRST TENNESSEE NATL CORP COM 337162101 71,250.00 2,500 SOLE SOLE
FLEET BOSTON FINANCIAL CORP COM 339030108 97,475.00 2,800 SOLE SOLE
FORD MOTOR CO COM 345370100 141,075.00 2,640 SOLE SOLE
GANNETT CO INC COM 364730101 61,171.88 750 SOLE SOLE
GENERAL ELECTRIC COM 369604103 572,575.00 3,700 SOLE SOLE
GENERAL MOTORS CORP COM 370442105 69,053.13 950 SOLE SOLE
GREAT ATLANTIC & PACIFIC COM 390064103 19,512.50 700 SOLE SOLE
HARCOURT GENERAL INC. COM 41163G101 28,175.00 700 SOLE SOLE
HARTFORD FINANCIAL SERVICES COM 416515104 42,637.50 900 SOLE SOLE
HOUSEHOLD INTERNATIONAL COM 441815107 111,750.00 3,000 SOLE SOLE
INTEL CORP COM 458140100 222,243.75 2,700 SOLE SOLE
INT'L BUSINESS MACHINES COM 459200101 151,200.00 1,400 SOLE SOLE
INTIMATE BRANDS INC. COM 461156101 47,437.50 1,100 SOLE SOLE
JOHNSON CONTROLS COM 478366107 102,375.00 1,800 SOLE SOLE
KAUFMAN & BROAD HOME CORP COM 486168107 108,843.75 4,500 SOLE SOLE
KNIGHT RIDDER INC COM 499040103 41,650.00 700 SOLE SOLE
LA-Z-BOY CHAIR CO COM 505336107 84,062.50 5,000 SOLE SOLE
THE LIMITED LTD COM 532716107 93,555.00 2,160 SOLE SOLE
LINCOLN NATIONAL CORP COM 534187109 16,000.00 400 SOLE SOLE
LIZ CLAIBORNE INC COM 539320101 30,100.00 800 SOLE SOLE
LUCENT TECHNOLOGIES COM 549463107 187,031.25 2,500 SOLE SOLE
MBNA CORPORATION COM 55262L100 59,950.00 2,200 SOLE SOLE
MARSH & MCLENNAN CO COM 571748102 301,415.63 3,150 SOLE SOLE
MARSHALL & ISLEY CORP COM 571834100 37,687.50 600 SOLE SOLE
MCCORMICK AND CO COM 579780206 26,775.00 900 SOLE SOLE
MCGRAW HILL COS INC. COM 580645109 246,500.00 4,000 SOLE SOLE
MELLON FINANCIAL CORP COM 58551A108 136,250.00 4,000 SOLE SOLE
MERITOR AUTOMOTIVE INC. COM 59000G100 77,500.00 4,000 SOLE SOLE
MILLIPORE CORP COM 601073109 30,900.00 800 SOLE SOLE
MOTOROLA INC COM 620076109 250,325.00 1,700 SOLE SOLE
NEW YORK TIMES CLASS A COM 650111107 98,250.00 2,000 SOLE SOLE
NEWELL RUBBERMAID INC COM 651229106 37,700.00 1,300 SOLE SOLE
PNC FINANCIAL CORP COM 693475105 89,000.00 2,000 SOLE SOLE
PITNEY BOWES INC COM 724479100 251,225.00 5,200 SOLE SOLE
PREMIER NATIONAL BANK COM 74053F107 0 SOLE SOLE
T. ROWE PRICE ASSOCIATES COM 741477103 40,631.25 1,100 SOLE SOLE
QUAKER OATS COM 747402105 45,937.50 700 SOLE SOLE
SBC COMMUNICATIONS, INC. COM 78387G103 279,678.75 5,737 SOLE SOLE
SOUTHTRUST CORP COM 844730101 37,812.50 1,000 SOLE SOLE
SUN TRUST BANKS, INC. COM 867914103 61,931.25 900 SOLE SOLE
TEKTRONIX INC COM 879131100 31,100.00 800 SOLE SOLE
TEXAS INTRUMENTS COM 882508104 62,968.75 650 SOLE SOLE
TIDEWATER INC COM 886423102 32,400.00 900 SOLE SOLE
USX-MARATHON COM 902905827 98,750.00 4,000 SOLE SOLE
USX-US STEEL COM 90337T101 39,600.00 1,200 SOLE SOLE
UNITED TECHNOLOGIES CORP COM 913017109 130,000.00 2,000 SOLE SOLE
UNIVERSAL FOODS CORP COM 913538104 24,450.00 1,200 SOLE SOLE
VIAD CORPORATION COM 92552R109 30,662.50 1,100 SOLE SOLE
WELLS FARGO COMPANY COM 949746101 151,640.63 3,750 SOLE SOLE
WILLAMETTE INDUSTRIES COM 969133107 116,093.75 2,500 SOLE SOLE
WILLIAMS COS COM 969457100 122,250.00 4,000 SOLE SOLE
ZIONS BANCORPORATION COM 989701107 35,512.50 600 SOLE SOLE
AAR COPR COM 000361105 12,968.81 723 SOLE SOLE
ABM INDUSTRIES INC COM 000957100 10,595.00 520 SOLE SOLE
ACTION PERFORMANCE COS INC COM 004933107 4,600.00 400 SOLE SOLE
ADAC LABORATORIES COM 005313200 5,375.00 500 SOLE SOLE
ADAPTIVE BROADBAND CORP COM 00650M104 28,122.56 381 SOLE SOLE
ADVANCE PARADIGM, INC. COM 007491103 12,937.50 600 SOLE SOLE
ADVANCED TISSUE SCIENCES COM 00755F103 2,715.00 1,086 SOLE SOLE
ADVO INC COM 007585102 14,487.50 610 SOLE SOLE
AGRIBRANDS INTERNATIONAL COM 00849R105 13,800.00 300 SOLE SOLE
AIR EXPRESS COM 009104100 29,307.44 907 SOLE SOLE
ALLEN TELECOM INC. COM 018091108 8,105.31 701 SOLE SOLE
ALLIANCE PHARMACEUTICAL COM 018773101 8,068.25 1,094 SOLE SOLE
ALLIANT TECHSYSTEMS INC COM 018804104 19,316.88 310 SOLE SOLE
ALPHA INDUSTRIES INC. COM 020753109 29,802.50 520 SOLE SOLE
ALPHARMA INC CLASS A COM 020813101 22,570.50 734 SOLE SOLE
AMCAST IND COM 023395106 5,403.75 330 SOLE SOLE
AMCOL INTERNATIONAL CORP COM 02341W103 15,044.63 933 SOLE SOLE
AMERICAN FREIGHTWAYS CORP. COM 02629V108 12,124.44 749 SOLE SOLE
AMERICAN ITALIAN PASTA COM 027070101 12,300.00 400 SOLE SOLE
AMERICAN MGMT. SYSTEMS COM 027352103 32,661.38 1,041 SOLE SOLE
AMERICAN STATES WATER CO COM 029899101 10,080.00 280 SOLE SOLE
AMERICREDIT CORPORATION COM 03060R101 28,490.00 1,540 SOLE SOLE
AMES DEPARTMENT STORES COM 030789507 17,287.50 600 SOLE SOLE
AMRESCO INC COM 031909104 1,704.38 1,212 SOLE SOLE
ANALOGIC CORP COM 032657207 13,728.00 416 SOLE SOLE
ANALYSTS INTERNATIONAL CORP COM 032681108 7,475.00 598 SOLE SOLE
ANCHOR BANCORP WI INC COM 032839102 6,050.00 400 SOLE SOLE
ANCHOR GAMING COM 033037102 13,031.25 300 SOLE SOLE
ANIXTER INTERNATIONAL COM 035290105 22,501.88 1,091 SOLE SOLE
ANN TAYLOR STORES COM 036115103 23,727.44 689 SOLE SOLE
APEX INC COM 037548104 16,125.00 500 SOLE SOLE
APOGEE ENTERPRISES INC COM 037598109 5,011.88 990 SOLE SOLE
APPLEBEES INTL INC COM 037899101 22,154.50 751 SOLE SOLE
APPLIED INDUSTRIAL TECH COM 03820C105 10,357.38 623 SOLE SOLE
APPLIED POWER COM 038225108 37,154.25 1,011 SOLE SOLE
APTARGROUP INC. COM 038336103 22,110.00 880 SOLE SOLE
AQUARION CO COM 03838W101 11,655.00 315 SOLE SOLE
ARCTIC CAT INC COM 039670104 11,410.00 1,141 SOLE SOLE
ARTESYN TECHNOLOGIES INC COM 043127109 21,000.00 1,000 SOLE SOLE
ASPECT COMMUNICATIONS CORP COM 04523Q102 44,915.50 1,148 SOLE SOLE
ASPEN TECHNOLOGY, INC COM 045327103 15,862.50 600 SOLE SOLE
ASTEC INDUSTRIES INC COM 046224101 8,841.88 470 SOLE SOLE
ATLANTIC COAST AIRLINE HLDG COM 048396105 11,875.00 500 SOLE SOLE
ATMOS ENERGY INC COM 049560105 14,878.50 728 SOLE SOLE
ATWOOD OCEANICS INC COM 050095108 15,450.00 400 SOLE SOLE
AVIATION SALES COMPANY COM 053672101 4,950.00 300 SOLE SOLE
AVID TECH INC COM 05367P100 7,837.50 600 SOLE SOLE
AZTAR CORP COM 054802103 13,517.63 1,243 SOLE SOLE
BISYS GROUP INC COM 055472104 42,543.00 652 SOLE SOLE
BMC INDUSTRIES INC. COM 055607105 3,397.88 697 SOLE SOLE
BALDOR ELECTRIC COM 057741100 16,783.75 926 SOLE SOLE
BANKNORTH GROUP INC COM 06646L100 18,725.00 700 SOLE SOLE
BARNES GROUP INC COM 067806109 9,493.88 582 SOLE SOLE
BARR LABORATORIES INC COM 068306109 17,256.25 550 SOLE SOLE
BARRETT RESOURCES CORP COM 068480201 22,107.56 751 SOLE SOLE
BASSETT FURNITURE INDS COM 070203104 6,992.00 437 SOLE SOLE
BE AEROSPACE INC. COM 073302101 5,805.00 688 SOLE SOLE
BELDEN INC COM 077459105 14,574.00 694 SOLE SOLE
BENCHMARK ELECTRONICS INC COM 08160H101 7,340.00 320 SOLE SOLE
BENTON OIL & GAS COM 083288100 1,377.56 711 SOLE SOLE
BILLING CONCEPTS CORPORATION COM 090063108 5,941.00 914 SOLE SOLE
BINDLEY WESTERN INDS COM 090324104 11,040.81 733 SOLE SOLE
BIO-TECHNOLOGY GENERAL CORP COM 090578105 16,531.00 1,084 SOLE SOLE
BIOMATRIX COM 09060P102 11,550.00 600 SOLE SOLE
BIRMINGHAM STEEL CORP COM 091250100 4,032.19 759 SOLE SOLE
BLACK BOX CORPORATION COM 091826107 26,800.00 400 SOLE SOLE
BLANCH E W HLDGS INC COM 093210102 18,375.00 300 SOLE SOLE
BOWNE & CO INC COM 103043105 13,527.00 1,002 SOLE SOLE
BRADY CORPORATION COM 104674106 20,905.50 616 SOLE SOLE
BRIGHTPOINT INC COM 109473108 17,233.13 1,313 SOLE SOLE
BROWN SHOE COMPANY INC COM 115736100 10,042.88 711 SOLE SOLE
BRUSH WELLMAN INC COM 117421107 10,087.50 600 SOLE SOLE
BUCKEYE TECHNOLOGIES INC COM 118255108 15,083.25 1,014 SOLE SOLE
BURR-BROWN CORP COM 122574106 51,189.13 1,417 SOLE SOLE
BUTLER MANUFACTURING COM 123655102 7,206.94 323 SOLE SOLE
C&D TECHNOLOGIES INC COM 124661109 13,175.00 310 SOLE SOLE
C CUBE MICROSYSTEMS COM 125015107 62,063.25 997 SOLE SOLE
CDI CORP COM 125071100 12,665.63 525 SOLE SOLE
CEC ENTERTAINMENT INC COM 125137109 21,664.31 764 SOLE SOLE
CH ENERGY GROUP INC COM 12541M102 14,355.00 435 SOLE SOLE
CKE RESTAURANTS INC COM 12561E105 7,549.38 1,285 SOLE SOLE
CPI CORPORATION COM 125902106 7,671.25 340 SOLE SOLE
CTS CORP COM 126501105 59,395.50 788 SOLE SOLE
CABLE DESIGN TECHNOLOGIES COM 126924109 17,710.00 770 SOLE SOLE
CABOT OIL & GAS CORP COM 127097103 12,287.81 765 SOLE SOLE
CAL DIVE INTERNATIONAL INC COM 127914109 13,250.00 400 SOLE SOLE
CAMBREX CORP COM 132011107 23,073.13 670 SOLE SOLE
CANANDAIGUA BRANDS INC/ CL A COM 137219200 19,737.00 387 SOLE SOLE
CAPITAL RE CORP COM 140432105 0 SOLE SOLE
CARAUSTAR INDUSTRIES COM 140909102 14,496.00 604 SOLE SOLE
CARMIKE CINEMAS INC CL A COM 143436103 3,359.38 430 SOLE SOLE
CAROLINA FIRST CORP COM 143877108 10,585.00 580 SOLE SOLE
CASCADE NATURAL GAS CORP. COM 147339105 7,578.75 470 SOLE SOLE
CASEY'S GENERAL STORES COM 147528103 14,654.25 1,404 SOLE SOLE
CASH AMERICA INTERNATIONAL COM 14754D100 7,722.00 792 SOLE SOLE
CASTLE (A.M.) & CO. COM 148411101 6,098.25 519 SOLE SOLE
CATALINA MARKETING C POS COM 148867104 60,653.00 524 SOLE SOLE
CATO CORP NEW CL A COM 149205106 11,337.25 898 SOLE SOLE
CENTRAL PARKING CORP COM 154785109 14,707.13 769 SOLE SOLE
CENTURA BANKS INC. COM 15640T100 28,284.13 641 SOLE SOLE
CEPHALON INC COM 156708109 29,758.31 861 SOLE SOLE
CERNER CORP COM 156782104 16,695.00 848 SOLE SOLE
CHAMPION ENTERPRISES INC COM 158496109 9,727.00 1,136 SOLE SOLE
CHECKPOINT SYSTEMS INC COM 162825103 9,820.75 964 SOLE SOLE
CHEESECAKE FACTORY COM 163072101 21,980.00 628 SOLE SOLE
CHEMED CORPORATION COM 163596109 9,761.13 341 SOLE SOLE
CHEMFIRST INC COM 16361A106 15,028.13 687 SOLE SOLE
CHIQUITA BRANDS INT'L COM 170032106 8,322.00 1,752 SOLE SOLE
CHITTENDEN CORP COM 170228100 20,737.50 700 SOLE SOLE
CHOICE POINT INC COM 170388102 33,100.00 800 SOLE SOLE
CIBER INC COM 17163B102 37,977.50 1,381 SOLE SOLE
CLARCOR INC. COM 179895107 13,752.00 764 SOLE SOLE
CLARIFY INC. COM 180492100 75,600.00 600 SOLE SOLE
COACHMEN INDUSTRIES INC COM 189873102 6,050.00 400 SOLE SOLE
COCA-COLA BOTTLING COM 191098102 12,933.38 273 SOLE SOLE
COEUR D ALENE MINES COM 192108108 1,935.31 563 SOLE SOLE
COGNEX CORPORATION COM 192422103 42,081.00 1,079 SOLE SOLE
COHERENT INC COM 192479103 17,387.50 650 SOLE SOLE
COMMERCE BANCORP INC NJ COM 200519106 26,648.31 659 SOLE SOLE
COMMERCIAL FEDERAL CORP COM 201647104 27,342.19 1,535 SOLE SOLE
COMMERCIAL METALS COMPANY COM 201723103 19,344.38 570 SOLE SOLE
COMMERCIAL METALS CO-RIGHTS COM 201723RHT 0 570 SOLE SOLE
COMMSCOPE INC COM 203372107 49,544.06 1,229 SOLE SOLE
COMMUNITY FIRST BANKSHARES COM 203902101 18,900.00 1,200 SOLE SOLE
COMPUTER TASK GROUP INC COM 205477102 7,998.75 540 SOLE SOLE
CONCORD COMMUNICATIONS COM 206186108 17,750.00 400 SOLE SOLE
CONNECTICUT ENERGY CORP COM 207567108 10,885.00 280 SOLE SOLE
CONSOLIDATED GRAPHICS COM 209341106 5,063.81 339 SOLE SOLE
CONSOLIDATED PRODUCTS COM 209798107 7,462.13 737 SOLE SOLE
COOPER COMPANIES COM 216648402 12,050.00 400 SOLE SOLE
COPART INC COM 217204106 30,450.00 700 SOLE SOLE
COR THERAPEUTICS INC COM 217753102 19,726.25 734 SOLE SOLE
CORN PRODUCTS INTL COM 219023108 30,195.50 922 SOLE SOLE
COST PLUS INC COM 221485105 17,812.50 500 SOLE SOLE
COVENTRY HEALTH CARE INC COM 222862104 10,827.00 1,604 SOLE SOLE
CROSS TIMBERS OIL COMPANY COM 227573102 10,983.75 1,212 SOLE SOLE
CULLEN/FROST BANKERS INC COM 229899109 32,702.50 1,270 SOLE SOLE
CURATIVE HEALTH SERVICES COM 231264102 2,712.50 350 SOLE SOLE
CYBEX CORPORATION COM 232522102 14,175.00 350 SOLE SOLE
CYGNUS INC COM 232560102 10,621.50 582 SOLE SOLE
DBT ONLINE INC COM 233044106 11,456.25 470 SOLE SOLE
D.R. HORTON INC COM 23331A109 18,646.88 1,350 SOLE SOLE
DAIN RAUSCHER CORP COM 233856103 16,089.00 346 SOLE SOLE
DALLAS SEMICONDUCTOR CORP COM 235204104 45,686.19 709 SOLE SOLE
DATASCOPE CORP COM 238113104 19,600.00 490 SOLE SOLE
DELPHI FINANCIAL GROUP, INC COM 247131105 15,210.00 507 SOLE SOLE
DELTA & PINE LAND COMPANY COM 247357106 16,541.00 952 SOLE SOLE
DENDRITE INTERNATIONAL INC COM 248239105 30,487.50 900 SOLE SOLE
DEPT 56, INC. COM 249509100 11,312.50 500 SOLE SOLE
DIAGNOSTIC PRODUCTS CORP COM 252450101 10,290.00 420 SOLE SOLE
DIGITAL MICROWAVE CORP COM 253859102 39,679.69 1,693 SOLE SOLE
DIMON INC COM 254394109 2,814.50 866 SOLE SOLE
DIONEX CORP COM 254546104 26,360.00 640 SOLE SOLE
DISCOUNT AUTO PARTS, INC. COM 254642101 10,205.31 565 SOLE SOLE
DOWNEY FINANCIAL CORP COM 261018105 15,806.81 783 SOLE SOLE
DRESS BARN, INC COM 261570105 9,243.50 556 SOLE SOLE
DRIL-QUIP, INC COM 262037104 12,150.00 400 SOLE SOLE
DURA PHARMACEUTICALS INC COM 26632S109 18,118.75 1,300 SOLE SOLE
DYCOM INDUSTRIES COM 267475101 26,437.50 600 SOLE SOLE
ETEC SYSTEMS INC COM 26922C103 25,219.75 562 SOLE SOLE
EAGLE USA AIRFREIGHT INC COM 270018104 60,375.00 1,400 SOLE SOLE
EARTHGRAINS COMPANY COM 270319106 18,092.25 1,122 SOLE SOLE
EASTERN UTILITIES ASSOCIATIO COM 277173100 18,551.25 612 SOLE SOLE
EATON VANCE CORP COM 278265103 39,140.00 1,030 SOLE SOLE
ELCOR CO. COM 284443108 14,911.88 495 SOLE SOLE
ELECTRO SCIENTIFIC INDS INC COM 285229100 24,966.00 342 SOLE SOLE
ELECTROGLAS INC COM 285324109 11,672.50 460 SOLE SOLE
ENERGEN CORP COM 29265N108 15,714.38 870 SOLE SOLE
ENESCO GROUP INC COM 292973104 11,062.50 1,000 SOLE SOLE
ENHANCE FINANCIAL SVCS GROUP COM 293310108 16,412.50 1,010 SOLE SOLE
ENZO BIOCHEM INC COM 294100102 37,582.13 834 SOLE SOLE
EPICOR SOFTWARE CORP COM 29426L108 5,452.31 1,077 SOLE SOLE
ESTERLINE TECHNOLOGIES COM 297425100 5,203.13 450 SOLE SOLE
ETHAN ALLEN INTERIORS COM 297602104 35,108.44 1,095 SOLE SOLE
EXPEDITORS INTL WASH INC COM 302130109 55,203.75 1,260 SOLE SOLE
FACTSET RESEARCH SYSTEMS INC COM 303075105 29,063.13 365 SOLE SOLE
FAIR ISSAC & COMPANY INC. COM 303250104 18,285.00 345 SOLE SOLE
FEDDERS CORP COM 313135105 7,980.50 1,451 SOLE SOLE
FIDELITY NATIONAL FINL INC COM 316326107 10,292.50 716 SOLE SOLE
FILENET CORPORATION COM 316869106 20,094.00 788 SOLE SOLE
FIRST AMERICAN FINL CORP. COM 318522307 18,618.94 1,497 SOLE SOLE
FIRST BANKCORP/PUERTO RICO COM 318672102 15,687.00 756 SOLE SOLE
FIRST MIDWEST BANCORP INC/IL COM 320867104 28,302.00 1,068 SOLE SOLE
FLEMING COMPANIES INC COM 339130106 11,305.75 1,103 SOLE SOLE
FLORIDA ROCK INDS COM 341140101 17,218.75 500 SOLE SOLE
FOOTSTAR INC COM 344912100 21,563.50 707 SOLE SOLE
FOSSIL INC COM 349882100 17,343.75 750 SOLE SOLE
FOSTER WHEELER CORP COM 350244109 3,106.25 350 SOLE SOLE
FRANKLIN COVEY CO COM 353469109 4,747.50 633 SOLE SOLE
FREMONT GENERAL CORP COM 357288109 12,345.75 1,674 SOLE SOLE
FRIEDE GOLDMAN HALTER INC COM 358430106 2,920.69 421 SOLE SOLE
FRITZ COMPANIES INC COM 358846103 11,623.50 1,107 SOLE SOLE
FRONTIER INSURANCE GROUP COM 359081106 3,114.38 906 SOLE SOLE
G & K SEREVICES INC -CL A COM 361268105 17,223.50 532 SOLE SOLE
GC COMPANIES COM 36155Q109 6,546.38 253 SOLE SOLE
GALLAGHER ARTHUR J & CO COM 363576109 27,777.75 429 SOLE SOLE
GARDNER DENVER, INC COM 365558105 8,176.88 490 SOLE SOLE
GENCORP INC COM 368682100 25,675.00 2,600 SOLE SOLE
GENERAL COMMUNICATION COM 369385109 7,446.25 1,702 SOLE SOLE
GENERAL SEMICONDUCTOR INC COM 370787103 16,258.88 1,146 SOLE SOLE
GENTEX CORP COM 371901109 49,561.50 1,786 SOLE SOLE
GENESIS HEALTH VENTURES COM 371912106 2,182.13 1,058 SOLE SOLE
GEON COMPANY COM 37246W105 23,920.00 736 SOLE SOLE
GERBER SCIENTIFIC INC COM 373730100 15,158.81 691 SOLE SOLE
GIBSON GREETINGS INC COM 374827103 5,381.25 600 SOLE SOLE
GLOBAL INDUSTRIAL TECHNOLOGI COM 379335102 9,906.00 762 SOLE SOLE
GOODYS FAMILY CLOTHING INC COM 382588101 4,300.00 800 SOLE SOLE
GRACO INCORPORATED COM 384109104 19,659.50 548 SOLE SOLE
GRIFFON CORPORATION COM 398433102 6,492.19 831 SOLE SOLE
GUILFORD MILLS INC COM 401794102 5,452.00 752 SOLE SOLE
GYMBOREE CORP COM 403777105 3,757.50 668 SOLE SOLE
HNC SOFTWARE COM 40425P107 70,852.50 670 SOLE SOLE
HS RESOURCES INC COM 404297103 8,314.50 482 SOLE SOLE
HA-LO INDUSTRIES INC. COM 404429102 8,460.00 1,128 SOLE SOLE
HADCO CORP COM 404681108 18,870.00 370 SOLE SOLE
HANGER ORTHOPEDIC GROUP INC COM 41043F208 5,000.00 500 SOLE SOLE
HARBINGER CORP COM 41145C103 33,721.25 1,060 SOLE SOLE
HARLAND JOHN H CO COM 412693103 12,269.38 670 SOLE SOLE
HARMAN INTERNATIONAL COM 413086109 27,220.63 485 SOLE SOLE
HARMON INDUSTRIES INC COM 413136102 3,758.75 310 SOLE SOLE
HARTMAX CORP COM 417119104 6,796.56 1,673 SOLE SOLE
HEARTLAND EXPRESS INC COM 422347104 12,757.50 810 SOLE SOLE
HELIX TECHNOLOGY CORP COM 423319102 28,455.94 635 SOLE SOLE
HENRY (JACK) & ASSOCIATES COM 426281101 27,004.81 503 SOLE SOLE
HILB, ROGAL & HAMILTON CO COM 431294107 11,865.00 420 SOLE SOLE
HOLLYWOOD PARK INC COM 436255103 19,408.44 865 SOLE SOLE
HOOPER HOLMES INC COM 439104100 20,600.00 800 SOLE SOLE
HUDSON UNITED BANCORP COM 444165104 28,323.25 1,108 SOLE SOLE
HUGHES SUPPLY INC. COM 444482103 12,053.44 559 SOLE SOLE
HUTCHINSON TECHNOLOGY COM 448407106 11,475.00 540 SOLE SOLE
HYPERION SOLUTIONS CORP COM 44914M104 33,712.50 775 SOLE SOLE
IDEC PHARMACEUTICALS CORP COM 449370105 98,250.00 1,000 SOLE SOLE
IHOP CORP COM 449623107 9,712.13 582 SOLE SOLE
IMCO RECYCLING COM 449681105 6,691.25 530 SOLE SOLE
IDEX CORP COM 45167R104 24,300.00 800 SOLE SOLE
IDEXX LABORATORIES INC COM 45168D104 16,576.50 1,028 SOLE SOLE
IMMUNE RESPONSE CORP COM 45252T106 3,084.06 710 SOLE SOLE
INACOM CORP COM 45323G109 5,469.75 748 SOLE SOLE
INCYTE PHARMACEUTICALS COM 45337C102 40,500.00 675 SOLE SOLE
INFORMATION RESOURCES COM 456905108 6,475.00 700 SOLE SOLE
INNOVEX INC COM 457647105 3,346.88 357 SOLE SOLE
INPUT/OUTPUT, INC COM 457652105 7,274.81 1,437 SOLE SOLE
INSIGHT ENTERPRISES INC COM 45765U103 24,375.00 600 SOLE SOLE
INSITUFORM TECHNOL CL A COM 457667103 19,775.00 700 SOLE SOLE
INTER TEL INC COM 458372109 17,850.00 714 SOLE SOLE
INTERFACE INC COM 458665106 7,762.50 1,350 SOLE SOLE
INTERIM SERVICES INC COM 45868P100 46,876.50 1,894 SOLE SOLE
INTERMET CORP COM 45881K104 7,939.88 683 SOLE SOLE
INTERNATIONAL RECTIFIER CORP COM 460254105 36,244.00 1,394 SOLE SOLE
INTERVOICE-BRITE INC COM 461142101 17,437.50 750 SOLE SOLE
INVACARE CORP COM 461203101 14,645.63 730 SOLE SOLE
INVESTORS FINANCIAL SVS COM 461915100 18,400.00 400 SOLE SOLE
IONICS INC COM 462218108 10,462.50 372 SOLE SOLE
ITRON INC COM 465741106 2,345.88 383 SOLE SOLE
J & J SNACK FOODS COM 466032109 5,740.00 280 SOLE SOLE
JLG INDUSTRIES INC COM 466210101 15,937.50 1,000 SOLE SOLE
JSB FINANCIAL INC COM 46624M100 16,444.38 317 SOLE SOLE
JACK IN THE BOX INC COM 466367109 22,425.25 1,084 SOLE SOLE
JEFFERIES GROUP INC (NEW) COM 472319102 11,000.00 500 SOLE SOLE
JO-ANN STORES INC-CL A COM 47758P109 6,086.25 541 SOLE SOLE
JONES PHARMA INC COM 480236108 47,042.81 1,083 SOLE SOLE
JUSTIN INDUSTRIES COM 482171105 15,053.50 1,012 SOLE SOLE
K2 INC COM 482732104 3,271.13 429 SOLE SOLE
KAMAN CORPORATION COM 483548103 8,626.25 670 SOLE SOLE
KELLWOOD CO COM 488044108 12,887.06 663 SOLE SOLE
KEMET CORP COM 488360108 48,126.75 1,068 SOLE SOLE
KENT ELECTRONCIS CORP COM 490553104 17,608.50 774 SOLE SOLE
KIRBY CORP COM 497266106 14,165.50 691 SOLE SOLE
KOMAG INC. COM 500453105 4,559.38 1,459 SOLE SOLE
KROLL-O'GARA COMPANY COM 501050108 7,920.00 480 SOLE SOLE
KRONOS INC COM 501052104 22,500.00 375 SOLE SOLE
KULICKE & SOFFA INDUSTRIES COM 501242101 27,112.31 637 SOLE SOLE
LA-Z-BOY CHAIR CO COM 505336107 25,521.38 1,518 SOLE SOLE
LABOR READY INC COM 505401208 13,192.00 1,088 SOLE SOLE
LANDRYS SEAFOOD RESTAURANTS COM 51508L103 6,637.25 764 SOLE SOLE
LANDSTAR COM 515098101 12,629.69 295 SOLE SOLE
LASON HOLDINGS, INC. COM 51808R107 4,400.00 400 SOLE SOLE
LATTICE SEMICONDUCTOR CORP COM 518415104 56,832.75 1,206 SOLE SOLE
LAWSON PRODUCTS COM 520776105 11,562.50 500 SOLE SOLE
LIBBEY INC COM 529898108 12,650.00 440 SOLE SOLE
LILLY INDUSTRIES INC COM 532491107 9,916.88 738 SOLE SOLE
LINDSAY MANUFACTURING CO COM 535555106 8,559.25 469 SOLE SOLE
LINENS 'N THINGS COM 535679104 29,625.00 1,000 SOLE SOLE
LIPOSOME COMPANY INC COM 536310105 12,398.38 1,016 SOLE SOLE
LUBY'S CAFETERIAS INC COM 549282101 9,998.63 879 SOLE SOLE
LYDALL INC COM 550819106 2,683.13 405 SOLE SOLE
MAF BANCORP, INC. COM 55261R108 12,562.50 600 SOLE SOLE
MDC HOLDINGS INC COM 552676108 7,530.00 480 SOLE SOLE
M S CARRIERS, INC COM 553533100 9,764.88 409 SOLE SOLE
MACDERMID INC COM 554273102 27,511.88 670 SOLE SOLE
MACROMEDIA INC COM 556100105 73,125.00 1,000 SOLE SOLE
MAGELLAN HEALTH SERVICES COR COM 559079108 4,582.88 726 SOLE SOLE
MANITOWOC COMPANY INC COM 563571108 22,338.00 657 SOLE SOLE
MARCUS CORPORATION COM 566330106 13,101.56 975 SOLE SOLE
MASCOTECH INC COM 574670105 15,225.00 1,200 SOLE SOLE
MATERIAL SCIENCES COM 576674105 4,054.63 398 SOLE SOLE
MAXIMUS INC COM 577933104 16,968.75 500 SOLE SOLE
MCWHORTER TECHNOLOGIES INC COM 582803102 5,600.00 350 SOLE SOLE
MEDICIS PHARMACEUTICAL CL A COM 584690309 29,793.75 700 SOLE SOLE
MEDQUIST INC COM 584949101 21,166.25 820 SOLE SOLE
MENS WEARHOUSE INC COM 587118100 25,262.50 860 SOLE SOLE
MENTOR CORP. COM 587188103 14,997.06 581 SOLE SOLE
MERCURY INTERACTIVE CORP COM 589405109 97,143.75 900 SOLE SOLE
MESA AIR GROUP INC. COM 590479101 3,895.00 820 SOLE SOLE
METHODE ELECTRONICS CL A COM 591520200 33,185.13 1,033 SOLE SOLE
MICHAEL FOODS INC COM 594079105 12,312.50 500 SOLE SOLE
MICHAELS STORES COM 594087108 23,256.00 816 SOLE SOLE
MICREL INC COM 594793101 91,100.00 1,600 SOLE SOLE
MICRO SYSTEMS INC. COM 594901100 31,820.00 430 SOLE SOLE
MICROAGE COM 594928103 2,334.50 667 SOLE SOLE
MIDWAY GAMES INC. COM 598148104 23,865.69 997 SOLE SOLE
MISSISSIPPI CHEMICAL CORP COM 605288208 5,079.94 821 SOLE SOLE
MONOCO COACH CORP COM 60886R103 12,781.25 500 SOLE SOLE
MORRISON KNUDSEN CORP COM 61844A109 10,179.69 1,303 SOLE SOLE
MUELLER INDUSTRIES COM 624756102 36,177.50 998 SOLE SOLE
MUTUAL RISK MGMT LTD COM 628351108 16,324.94 971 SOLE SOLE
MYERS INDUSTRIES INC COM 628464109 9,087.75 577 SOLE SOLE
NBTY INC COM 628782104 20,962.81 1,813 SOLE SOLE
NCS HEALTHCARE INC COM 628874109 1,328.25 552 SOLE SOLE
NFO WORLDWIDE INC COM 62910N108 13,648.75 610 SOLE SOLE
NASH-FINCH CO COM 631158102 3,187.50 500 SOLE SOLE
NATIONAL COMPUTER SYSTEMS IN COM 635519101 30,852.50 820 SOLE SOLE
NATIONAL DATA CORP COM 635621105 29,966.81 883 SOLE SOLE
NATIONAL INSTRUMENTS CORP COM 636518102 47,315.25 1,237 SOLE SOLE
NATIONAL PRESTO INDUSTRIES COM 637215104 8,165.00 230 SOLE SOLE
NATURES SUNSHINE PRODUCT INC COM 639027101 4,488.00 561 SOLE SOLE
NAUTICA ENTERPRISES INC. COM 639089101 11,448.25 1,012 SOLE SOLE
NETWORK EQUIPMENT TECH INC COM 641208103 8,776.69 743 SOLE SOLE
NEW ENGLAND BUSINESS SERVICE COM 643872104 11,583.38 474 SOLE SOLE
NEW JERSEY RESOURCES COM 646025106 19,062.50 488 SOLE SOLE
NEWFIELD EXPLORATION COMPANY COM 651290108 27,606.00 1,032 SOLE SOLE
99 CENTS ONLY STORES COM 65440K106 26,775.00 700 SOLE SOLE
NORTH AMERICAN VACCINE INC COM 657201109 3,379.50 751 SOLE SOLE
NORTHWEST NATURAL GAS COM 667655104 11,999.81 547 SOLE SOLE
NORTHWESTERN CORPORATION COM 668074107 13,200.00 600 SOLE SOLE
OM GROUP INC COM 670872100 20,387.00 592 SOLE SOLE
OAK INDUSTRIES COM 671400505 52,213.50 492 SOLE SOLE
OAKWOOD HOMES CORP COM 674098108 3,729.38 1,170 SOLE SOLE
OCEANEERING INTERNATIONAL COM 675232102 10,277.00 688 SOLE SOLE
OFFSHORE LOGISTICS INC COM 676255102 6,150.00 656 SOLE SOLE
OMNOVA SOLUTIONS INC COM 682129101 5,037.50 650 SOLE SOLE
ORBITAL SCIENCES CORP COM 685564106 17,690.06 953 SOLE SOLE
ORGANOGENESIS INC. COM 685906109 6,081.25 700 SOLE SOLE
O'REILLY AUTOMOTIVE INC COM 686091109 24,682.00 1,148 SOLE SOLE
ORTHODONTIC CENTERS OF AMERI COM 68750P103 14,336.94 1,201 SOLE SOLE
OSHKOSH B GOSH COM 688222207 11,163.13 530 SOLE SOLE
OWENS & MINOR HLDG CO COM 690732102 7,873.94 881 SOLE SOLE
OXFORD INDUSTRIES INC COM 691497309 6,855.13 346 SOLE SOLE
P COM INC COM 693262107 12,027.50 1,360 SOLE SOLE
PACIFIC SUNWEAR OF CALIFORNI COM 694873100 23,906.25 750 SOLE SOLE
PAREXEL INTERNATIONAL CORP COM 699462107 7,371.00 624 SOLE SOLE
PARK ELECTROCHEMICAL CORP COM 700416209 8,659.38 326 SOLE SOLE
PATTERSON DENTAL CO COM 703412106 36,273.88 851 SOLE SOLE
PAXAR CORPORATION COM 704227107 10,757.81 1,275 SOLE SOLE
PEDIATRIX MEDICAL GROUP INC. COM 705324101 2,730.00 390 SOLE SOLE
PERFORMANCE FOOD GROUP CO COM 713755106 9,750.00 400 SOLE SOLE
PHARMACEUTICAL PRODUCT DEVEL COM 717124101 7,481.25 630 SOLE SOLE
PHILADELPHIA SUBURBAN CORP COM 718009608 21,494.31 1,039 SOLE SOLE
PHILLIPS VAN HEUSEN CORP COM 718592108 9,484.56 1,141 SOLE SOLE
PHOTRONICS INC COM 719405102 18,577.63 649 SOLE SOLE
PICTURETEL CORPORATION COM 720035302 4,243.50 984 SOLE SOLE
PIEDMONT NATURAL GAS COM 720186105 21,840.50 722 SOLE SOLE
PIER 1 IMPORTS COM 720279108 16,224.38 2,545 SOLE SOLE
PILLOWTEX CORP COM 721501104 2,314.13 374 SOLE SOLE
PINNACLE SYSTEMS, INC COM 723481107 24,412.50 600 SOLE SOLE
PIONEER GROUP INC COM 723684106 10,725.75 681 SOLE SOLE
PIONEER STANDARD ELECTRONICS COM 723877106 11,001.38 762 SOLE SOLE
PITTSTON BAX GROUP COM 725701882 5,684.38 535 SOLE SOLE
PLAINS RESOURCES INC. COM 726540503 4,937.50 395 SOLE SOLE
PLANTRONICS INC COM 727493108 28,625.00 400 SOLE SOLE
PLEXUS CORP COM 729132100 19,932.00 453 SOLE SOLE
POGO PRODUCING CO COM 730448107 22,939.50 1,119 SOLE SOLE
POLARIS INDUSTRIES INC. COM 731068102 21,750.00 600 SOLE SOLE
POPE & TALBOT INC COM 732827100 15,696.00 981 SOLE SOLE
POWERWAVE TECHNOLOGIES INC COM 739363109 29,187.50 500 SOLE SOLE
PREMIER BANCSHARES INC COM 739909109 8,720.00 640 SOLE SOLE
PREPAID LEGAL SERVICES INC COM 740065107 13,200.00 550 SOLE SOLE
PRIMARK CORP COM 741903108 14,184.38 510 SOLE SOLE
PRIME HOSPITALITY CORP COM 741917108 12,610.69 1,431 SOLE SOLE
PRIDE INTERNATIONAL INC COM 741932107 16,701.75 1,142 SOLE SOLE
PRIORITY HEALTHCARE CORP-B COM 74264T102 17,507.19 605 SOLE SOLE
THE PROFIT RECOVERY GROUP IN COM 743168106 27,890.63 1,050 SOLE SOLE
PROGRESS SOFTWARE CORP COM 743312100 25,537.50 450 SOLE SOLE
PROJECT SOFTWARE & DEVELOPME COM 74339P101 33,300.00 600 SOLE SOLE
PROTEIN DESIGN LABS INC COM 74369L103 33,530.00 479 SOLE SOLE
PROVIDENT BANKSHARES CORP COM 743859100 10,906.88 630 SOLE SOLE
PROXIM INC COM 744284100 33,000.00 300 SOLE SOLE
PUBLIC SERVICE CO OF NC COM 744516105 19,452.13 602 SOLE SOLE
QRS CORP COM 74726X105 31,500.00 300 SOLE SOLE
QUANEX CORP. COM 747620102 13,489.50 529 SOLE SOLE
QUEENS COUNTY BANCORP INC COM 748242104 12,206.25 450 SOLE SOLE
QUICKSILVER, INC. COM 74838C106 9,300.00 600 SOLE SOLE
RSA SECURITY INC COM 749719100 77,500.00 1,000 SOLE SOLE
RTI INTERNATIONAL METALS COM 74973W107 3,750.00 500 SOLE SOLE
RADIAN GROUP INC COM 750236101 45,887.75 961 SOLE SOLE
RALCORP HOLDINGS INC. COM 751028101 15,950.00 800 SOLE SOLE
RAYMOND JAMES FINANCIAL CORP COM 754730109 23,265.94 1,245 SOLE SOLE
READ-RITE CORP COM 755246105 6,270.00 1,320 SOLE SOLE
REGAL-BELOIT COM 758750103 11,013.75 534 SOLE SOLE
REGENERON PHARMACEUTICAL COM 75886F107 12,609.75 989 SOLE SOLE
REGIS CORP COM 758932107 15,704.00 832 SOLE SOLE
RELIANCE STEEL AND ALUMINUM COM 759509102 16,523.44 705 SOLE SOLE
REMEDY CORP COM 759548100 33,162.50 700 SOLE SOLE
RENAL CARE GROUP INC COM 759930100 24,193.13 1,035 SOLE SOLE
REPUBLIC GROUP COM 760473108 5,142.50 340 SOLE SOLE
RESMED INC COM 761152107 16,700.00 400 SOLE SOLE
RESPIRONICS COM 761230101 6,789.38 852 SOLE SOLE
RIGGS NATL CORP WASH DC COM 766570105 12,501.75 948 SOLE SOLE
ROBBINS & MYERS COM 770196103 8,054.50 356 SOLE SOLE
ROLLINS TRUCK LEASING COM 775741101 17,774.94 1,489 SOLE SOLE
ROPER INDUSTRIES INC COM 776696106 29,796.25 788 SOLE SOLE
RUBY TUESDAY INC. COM 781182100 18,260.25 1,004 SOLE SOLE
RUSS BERRIE & CO INC COM 782233100 16,957.50 646 SOLE SOLE
RYAN'S FAMILY STEAK HOUSE COM 783519101 9,698.50 1,141 SOLE SOLE
RYLAND GROUP INC COM 783764103 12,338.44 535 SOLE SOLE
SEI INVESTMENTS COMPANY COM 784117103 60,578.95 509 SOLE SOLE
SLI INC. COM 78442T108 10,850.00 800 SOLE SOLE
SPS TECHNOLOGIES INC COM 784626103 11,050.38 346 SOLE SOLE
S3 INCORPORATED COM 784849101 16,488.13 1,426 SOLE SOLE
SAFESKIN CORP COM 786454108 16,126.25 1,330 SOLE SOLE
ST MARY LAND & EXPLORATION COM 792228108 7,499.25 303 SOLE SOLE
SCHWEITZER-MAUDUIT INTL, INC COM 808541106 5,549.69 413 SOLE SOLE
SCOTT TECHNOLOGIES INC COM 810022301 10,570.00 560 SOLE SOLE
SCOTTS COMPANY CLASS A COM 810186106 21,332.50 530 SOLE SOLE
SEACOR SMIT INC. COM 811904101 15,525.00 300 SOLE SOLE
SEITEL INC COM 816074306 4,637.25 687 SOLE SOLE
SELECTIVE INSURANCE GROUP COM 816300107 12,667.19 737 SOLE SOLE
SERVICE EXPERTS, INC. COM 817567100 2,325.00 400 SOLE SOLE
SHOPKO STORES, INC. COM 824911101 17,480.00 760 SOLE SOLE
SHOREWOOD PACKAGING CORP COM 825229107 15,585.56 823 SOLE SOLE
SIERRA HEALTH SERVICES COM 826322109 4,915.31 735 SOLE SOLE
SILICON VALLEY BANCSHARES COM 827064106 27,720.00 560 SOLE SOLE
SIMPSON INDUSTRIES COM 829060102 7,762.50 690 SOLE SOLE
SIMPSON MANUFACTURING COM 829073105 13,125.00 300 SOLE SOLE
SKYLINE CORP. COM 830830105 6,580.00 280 SOLE SOLE
SKYWEST INC. COM 830879102 17,808.00 636 SOLE SOLE
A. O. SMITH COMMON STOCK COM 831865209 11,046.88 505 SOLE SOLE
SMITHFIELD FOODS, INC. COM 832248108 22,464.00 936 SOLE SOLE
SNYDER COMMUNICATIONS INC COM 832914105 77,000.00 4,000 SOLE SOLE
SOLA INTERNATIONAL COM 834092108 7,936.50 572 SOLE SOLE
SONIC CORP COM 835451105 16,302.00 572 SOLE SOLE
SOUTHERN UNION COMPANY COM 844030106 13,884.75 726 SOLE SOLE
SOUTHWEST GAS COMMON STOCK COM 844895102 15,916.00 692 SOLE SOLE
SOUTHWESTERN ENERGY COMPANY COM 845467109 7,822.50 1,192 SOLE SOLE
SPECIALTY EQUIP. CO. COM 847497203 11,968.75 500 SOLE SOLE
SPEEDFAM-IPEC INC COM 847705100 5,705.44 441 SOLE SOLE
THE SPORTS AUTHORITY INC COM 849176102 1,664.00 832 SOLE SOLE
STAFFMARK INC COM 852389105 6,050.00 800 SOLE SOLE
STANDARD MOTOR PRODUCTS COM 853666105 6,288.75 390 SOLE SOLE
STANDARD PACIFIC CORP COM 85375C101 10,153.00 923 SOLE SOLE
STANDEX INTERNATIONAL CORP COM 854231107 9,505.63 454 SOLE SOLE
STEIN MART INC. COM 858375108 6,347.25 1,116 SOLE SOLE
STILLWATER MINING COMPANY COM 86074Q102 29,006.25 910 SOLE SOLE
STONE & WEBSTER INC COM 861572105 7,532.00 448 SOLE SOLE
STONE ENERGY CORPORATION COM 861642106 14,250.00 400 SOLE SOLE
STRIDE RITE CORP COM 863314100 9,074.00 1,396 SOLE SOLE
STURM RUGER & CO INC COM 864159108 6,239.13 703 SOLE SOLE
SUMMIT TECHNOLOGY INC COM 86627E101 14,025.00 1,200 SOLE SOLE
SUNRISE MEDICAL COM 867910101 5,562.56 899 SOLE SOLE
SUSQUEHANNA BANKSHARES INC. COM 869099101 13,684.25 862 SOLE SOLE
SYMMETRICOM INC COM 871543104 3,786.19 381 SOLE SOLE
SYNCOR INTL CORP COM 87157J106 8,737.50 300 SOLE SOLE
THQ INC COM 872443403 10,434.38 450 SOLE SOLE
TJ INTERNATIONAL INC. COM 872534102 20,958.00 499 SOLE SOLE
TNP ENTERPRISES INC COM 872594106 16,623.75 403 SOLE SOLE
TALK.COM INC COM 874264104 23,589.75 1,329 SOLE SOLE
TECHNE CORP COM 878377100 27,531.25 500 SOLE SOLE
TECHNITROL COM 878555101 19,758.00 444 SOLE SOLE
TECHNOLOGY SOLUTIONS INC COM 87872T108 33,044.75 1,009 SOLE SOLE
TELXON CORP COM 879700102 6,256.00 391 SOLE SOLE
TENNECO AUTOMOTIVE INC COM 880349105 7,915.63 850 SOLE SOLE
TETRA TECHNOLIGIES INC COM 88162F105 2,494.00 344 SOLE SOLE
TETRA TECH INC COM 88162G103 13,453.13 875 SOLE SOLE
TEXAS INDUSTRIES INC COM 882491103 21,792.00 512 SOLE SOLE
THOMAS INDUSTRIES INC COM 884425109 8,992.50 440 SOLE SOLE
THOR INDUSTRIES INC COM 885160101 10,957.50 360 SOLE SOLE
TIMBERLAND COMPANY COM 887100105 41,982.75 794 SOLE SOLE
TITAN INTERNATIONAL INC COM 88830M102 4,790.50 737 SOLE SOLE
TOLL BROS COM 889478103 16,520.38 887 SOLE SOLE
TORO COMPANY COM 891092108 16,380.19 439 SOLE SOLE
TOWER AUTOMOTIVE COM 891707101 18,525.00 1,200 SOLE SOLE
TREDEGAR CORPORATION COM 894650100 21,163.31 1,023 SOLE SOLE
TRENWICK GROUP INC COM 895290104 7,079.88 418 SOLE SOLE
TRIARC COMPANIES COM 895927101 15,067.50 820 SOLE SOLE
TRIMBLE NAVIGATION LTD COM 896239100 16,370.13 757 SOLE SOLE
TRUE NORTH COMMUNICATIONS COM 897844106 50,854.38 1,138 SOLE SOLE
TRUSTCO BANK CORP NY COM 898349105 17,410.50 1,314 SOLE SOLE
TUBOSCOPE INC. COM 898600101 15,414.63 971 SOLE SOLE
UST CORP COM 902900109 35,210.75 1,109 SOLE SOLE
URS CORPORATION COM 903236107 8,675.00 400 SOLE SOLE
US ONCOLOGY INC COM 90338W103 10,763.75 2,180 SOLE SOLE
ULTRATECH STEPPER INC COM 904034105 9,562.13 593 SOLE SOLE
UNITED BANKSHARES INC COM 909907107 23,875.00 1,000 SOLE SOLE
UNITED ILLUMINATING COM 910637107 19,265.63 375 SOLE SOLE
UNITED NATURAL FOODS, INC. COM 911163103 5,340.00 445 SOLE SOLE
U S HOME CORPORATION COM 911920106 10,225.00 400 SOLE SOLE
U.S. TRUST CORP. COM 91288L105 37,928.69 473 SOLE SOLE
UNITED STATIONERS INC COM 913004107 25,706.25 900 SOLE SOLE
UNITED WATER RESOURCES INC COM 913190104 28,956.81 847 SOLE SOLE
UNIVERSAL FOREST PRODUCTS COM 913543104 8,864.75 601 SOLE SOLE
UNIVERSAL HEALTH SERVICES - COM 913903100 29,520.00 820 SOLE SOLE
USFREIGHTWAYS CORP COM 916906100 32,315.63 675 SOLE SOLE
VALMONT INDUSTRIES COM 920253101 11,356.19 707 SOLE SOLE
VARIAN MEDICAL SYSTEMS INC COM 92220P105 22,359.38 750 SOLE SOLE
VERITY INC COM 92343C106 29,793.75 700 SOLE SOLE
VERTEX PHARMACEUTICALS, INC. COM 92532F100 23,415.00 669 SOLE SOLE
VICOR CORP COM 925815102 43,578.00 1,076 SOLE SOLE
VINTAGE PETROLEUM, INC. COM 927460105 18,045.50 1,496 SOLE SOLE
VISIO CORP COM 927914101 38,000.00 800 SOLE SOLE
VITAL SIGNS INC COM 928469105 10,865.63 475 SOLE SOLE
VOLT INFO SCIENCES, INC. COM 928703107 9,788.75 410 SOLE SOLE
W D-40 CO COM 929236107 10,974.00 496 SOLE SOLE
WHX CORPORATION COM 929248102 6,390.00 710 SOLE SOLE
WICOR INC COM 929253102 23,466.75 804 SOLE SOLE
WABASH NATL CORP COM 929566107 9,330.00 622 SOLE SOLE
WATSCO INC COM 942622200 7,689.06 665 SOLE SOLE
WATTS INDUSTRY COM 942749102 23,600.00 1,600 SOLE SOLE
WERNER ENTERPRISES INC COM 950755108 17,760.94 1,263 SOLE SOLE
WESLEY JESSEN VISIONCARE COM 951018100 15,150.00 400 SOLE SOLE
WHITNEY HOLDINGS COMPANY COM 966612103 22,089.25 596 SOLE SOLE
WHITMAN-HART COM 966834103 69,712.50 1,300 SOLE SOLE
WHOLE FOODS MARKET INC. COM 966837106 30,329.25 654 SOLE SOLE
WINNEBAGO INDUSTRIES COM 974637100 13,241.25 660 SOLE SOLE
WOLVERINE TUBE INC COM 978093102 6,483.38 459 SOLE SOLE
WOLVERINE WORLD WIDE COM 978097103 12,151.56 1,111 SOLE SOLE
WYNN'S INTERNATIONAL INC COM 983195108 7,556.88 535 SOLE SOLE
X-RITE INC COM 983857103 6,787.50 1,086 SOLE SOLE
XIRCOM INC COM 983922105 46,500.00 620 SOLE SOLE
YELLOW CORPORATION COM 985509108 12,037.75 716 SOLE SOLE
ZALE CORP COM 988858106 45,182.25 934 SOLE SOLE
ZEBRA TECH CL A COM 989207105 46,975.50 803 SOLE SOLE
ZENITH NATIONAL INSURANCE CP COM 989390109 12,375.00 600 SOLE SOLE
ZIXIT CORPORATION COM 98974P100 15,850.00 400 SOLE SOLE
ACE LTD COM G0070K103 8,091.77 485 SOLE SOLE
</TABLE>
|
|