UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2000
---------------------------------
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holding entries.
Institutional Investment Manager Filing this Report:
Name: CCM Partners
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Address: 44 Montgomery Street, Suite 2100
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San Francisco, CA 94104
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Form 13F File Number: 28-
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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
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Title: President
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Phone: (415) 398-2727
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Signature, Place, and Date of Signing:
/s/ Stephen C. Rogers San Francisco, CA 94104 10/16/2000
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[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
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Form 13F Information Table Entry Total: 1,651
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Form 13F Information Table Value Total: $ 247,256,049.07
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(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 201,249.44 7,484.00 SOLE SOLE
AFLAC CORPORATION COM 001055102 198,145.31 3,093.00 SOLE SOLE
AES CORP COM 00130H105 365,653.00 5,338.00 SOLE SOLE
AMR CORP COM 001765106 72,860.44 2,229.00 SOLE SOLE
AMERICAN TELEPHONE AND TELEG COM 001957109 1,254,988.13 42,723.00 SOLE SOLE
ABBOTT LABS COM 002824100 878,574.50 18,472.00 SOLE SOLE
ADAPTEC INC COM 00651F108 26,060.00 1,303.00 SOLE SOLE
ADOBE SYSTEMS INC COM 00724F101 206,948.25 1,333.00 SOLE SOLE
ADVANCED MICRO DEVICES COM 007903107 62,322.75 2,638.00 SOLE SOLE
AETNA LIFE AND CASUALTY CO COM 008117103 107,705.94 1,855.00 SOLE SOLE
AGILENT TECHNOLOGIES INC. COM 00846U101 235,487.25 4,812.00 SOLE SOLE
AIR PRODUCTS & CHEMICALS INC COM 009158106 89,676.00 2,491.00 SOLE SOLE
ALBERTO-CULVER CO CL B COM 013068101 15,443.50 536.00 SOLE SOLE
ALBERTSON'S INC COM 013104104 108,465.00 5,165.00 SOLE SOLE
ALCAN ALUMINUM LTD COM 013716105 63,112.69 2,181.00 SOLE SOLE
ALCOA INC COM 013817101 244,316.25 9,652.00 SOLE SOLE
ALLEGHENY TECHNOLOGIES INC COM 01741R102 19,665.63 1,085.00 SOLE SOLE
ALLERGAN COM 018490102 107,488.94 1,273.00 SOLE SOLE
ALLIED WASTE INDUSTRIES INC. COM 019589308 1,754.81 191.00 SOLE SOLE
ALLSTATE CORP COM 020002101 335,928.25 9,667.00 SOLE SOLE
ALLTELL CORP COM 020039103 196,642.50 3,768.00 SOLE SOLE
ALTERA CORP COM 021441100 213,920.00 4,480.00 SOLE SOLE
ALZA CORP CLASS A COM 022615108 104,924.50 1,213.00 SOLE SOLE
AMERADA HESS CORP COM 023551104 65,063.25 972.00 SOLE SOLE
AMEREN CORPORATION COM 023608102 63,608.13 1,519.00 SOLE SOLE
AMERICA ONLINE INC COM 02364J104 1,444,746.25 26,879.00 SOLE SOLE
AMERICAN ELECTRIC POWER COMP COM 025537101 132,359.88 3,383.00 SOLE SOLE
AMERICAN EXPRESS COMP COM 025816109 955,962.00 15,736.00 SOLE SOLE
AMERICAN GENERAL CORP COM 026351106 245,778.00 3,151.00 SOLE SOLE
AMERICAN GREETINGS CO CLASS COM 026375105 12,512.50 715.00 SOLE SOLE
AMER HOME PRODUCTS CORP COM 026609107 912,805.63 16,138.00 SOLE SOLE
AMERICAN INTERNATIONAL GROUP COM 026874107 2,570,549.00 26,864.00 SOLE SOLE
AMERICAN POWER CONVERSION CO COM 029066107 42,212.50 2,200.00 SOLE SOLE
AMGEN COM 031162100 884,792.17 12,671.00 SOLE SOLE
AMSOUTH BANCORP COM 032165102 32,437.50 2,595.00 SOLE SOLE
ANADARKO PETROLEUM CORP COM 032511107 148,139.34 2,229.00 SOLE SOLE
ANALOG DEVICES COM 032654105 348,248.63 4,218.00 SOLE SOLE
ANDREW CORP COM 034425108 22,599.81 863.00 SOLE SOLE
ANHEUSER-BUSCH COMPANIES INC COM 035229103 484,901.25 11,460.00 SOLE SOLE
AON CORPORATION COM 037389103 108,487.00 2,764.00 SOLE SOLE
APACHE CORP COM 037411105 50,551.88 855.00 SOLE SOLE
APPLE COMPUTER INC COM 037833100 100,013.00 3,884.00 SOLE SOLE
APPLIED MATERIALS INC COM 038222105 544,666.69 9,183.00 SOLE SOLE
ARCHER-DANIELS-MIDLAND COMP COM 039483102 73,609.20 8,534.40 SOLE SOLE
ARMSTRONG HOLDINGS INC COM 042384107 4,775.00 400.00 SOLE SOLE
ASHLAND INC COM 044204105 24,356.06 723.00 SOLE SOLE
ASSOCIATES FIRST CAPITAL COR COM 046008108 328,434.00 8,643.00 SOLE SOLE
AUTODESK INC COM 052769106 11,723.25 462.00 SOLE SOLE
AUTOMATIC DATA PROCESSING IN COM 053015103 517,010.63 7,731.00 SOLE SOLE
AUTOZONE INC COM 053332102 30,537.38 1,346.00 SOLE SOLE
AVERY DENNISON CO COM 053611109 58,154.25 1,254.00 SOLE SOLE
AVON PRODUCTS INC COM 054303102 139,179.38 3,405.00 SOLE SOLE
BB&T CORPORATION COM 054937107 144,901.25 4,810.00 SOLE SOLE
BMC SOFTWARE, INC. COM 055921100 54,028.13 2,825.00 SOLE SOLE
BAKER HUGHES INC COM 057224107 116,721.00 3,144.00 SOLE SOLE
BALL CORP COM 058498106 9,221.06 291.00 SOLE SOLE
BANK OF AMERICA CORP COM 060505104 1,061,641.25 20,270.00 SOLE SOLE
BANK OF NEW YORK COM 064057102 505,851.94 9,023.00 SOLE SOLE
BANC ONE CORP COM 06423A103 487,138.50 12,612.00 SOLE SOLE
BARD C.R. INC COM 067383109 22,899.50 542.00 SOLE SOLE
BARRICK GOLD CORP COM 067901108 65,285.25 4,281.00 SOLE SOLE
BAUSCH & LOMB INC COM 071707103 21,337.75 548.00 SOLE SOLE
BAXTER INTERNATIONAL INC COM 071813109 292,113.75 3,660.00 SOLE SOLE
BEAR STEARNS COMPANIES INC. COM 073902108 89,586.00 1,422.00 SOLE SOLE
BECTON DICKINSON CO COM 075887109 86,529.94 3,273.00 SOLE SOLE
BED BATH AND BEYOND INC COM 075896100 77,123.16 3,162.00 SOLE SOLE
BELL SOUTH CORP COM 079860102 918,102.50 22,810.00 SOLE SOLE
BEMIS COMPANY COM 081437105 16,480.13 513.00 SOLE SOLE
BEST BUY CO INC COM 086516101 149,964.13 2,357.00 SOLE SOLE
BESTFOODS COM 08658U101 266,410.50 3,662.00 SOLE SOLE
BETHLEHEM STEEL COM 087509105 5,163.00 1,721.00 SOLE SOLE
BIOGEN INC COM 090597105 109,922.00 1,802.00 SOLE SOLE
BIOMET, INC. COM 090613100 58,485.00 1,671.00 SOLE SOLE
BLACK & DECKER COM 091797100 43,349.75 1,268.00 SOLE SOLE
H & R BLOCK COM 093671105 37,025.44 999.00 SOLE SOLE
BOEING COM 097023105 672,588.00 10,676.00 SOLE SOLE
BOISE CASCADE COM 097383103 12,696.88 478.00 SOLE SOLE
BOSTON SCIENTIFIC CORP COM 101137107 84,702.44 5,153.00 SOLE SOLE
BRIGGS & STRATTON COM 109043109 10,322.81 273.00 SOLE SOLE
BRISTOL-MEYER/SQUIBB COM 110122108 1,283,198.88 22,463.00 SOLE SOLE
BROADCOM CORP COM 111320107 633,750.00 2,600.00 SOLE SOLE
BROWN FOREMANN CLASS B COM 115637209 36,627.75 669.00 SOLE SOLE
BRUNSWICK CORP COM 117043109 17,209.75 943.00 SOLE SOLE
BURLINGTON NRTHRN SANTA FE C COM 12189T104 129,288.75 5,996.00 SOLE SOLE
BURLINGTON RESOURCES, INC COM 122014103 65,047.69 1,767.00 SOLE SOLE
CIGNA CORP CI COM 125509109 220,075.20 2,108.00 SOLE SOLE
CIT GROUP INC- A COM 125577106 57,750.00 3,300.00 SOLE SOLE
CMS ENERGY CORPORATION COM 125896100 3,151.69 117.00 SOLE SOLE
C P & L ENERGY INC COM 12614C106 61,322.31 1,471.00 SOLE SOLE
CSX CORP COM 126408103 53,440.63 2,450.00 SOLE SOLE
CVS CORPORATION COM 126650100 250,272.75 5,404.00 SOLE SOLE
CABLETRON SYSTEMS COM 126920107 44,121.25 1,502.00 SOLE SOLE
CAMPBELL SOUP COM 134429109 130,720.50 5,052.00 SOLE SOLE
CAPITAL ONE FINANCIAL CORP. COM 14040H105 151,615.25 2,164.00 SOLE SOLE
CARDINAL HEALTH, INC. COM 14149Y108 318,445.06 3,611.00 SOLE SOLE
CARNIVAL CORPORATION COM 143658102 170,478.88 6,923.00 SOLE SOLE
CATERPILLAR INC COM 149123101 164,666.25 4,879.00 SOLE SOLE
CENDANT CORPORATION COM 151313103 91,078.13 8,375.00 SOLE SOLE
CENTEX CORP COM 152312104 17,990.00 560.00 SOLE SOLE
CENTURYTEL INC COM 156700106 3,842.25 141.00 SOLE SOLE
CERIDIAN CORPORATION COM 15677T106 37,210.88 1,326.00 SOLE SOLE
CHARTER ONE FINANCIAL INC COM 160903100 64,956.94 2,664.90 SOLE SOLE
CHASE MANHATTAN COM 16161A108 737,060.13 15,958.00 SOLE SOLE
CHEVRON CORP COM 166751107 726,585.75 8,523.00 SOLE SOLE
CHUBB CORP COM 171232101 206,595.38 2,611.00 SOLE SOLE
CINCINNATI FINANCIAL CORP COM 172062101 59,143.00 1,666.00 SOLE SOLE
CINENRGY CORPORATION COM 172474108 50,717.88 1,534.00 SOLE SOLE
CIRCUIT CITY STORES INC COM 172737108 43,815.00 1,905.00 SOLE SOLE
CISCO SYSTEMS INC COM 17275R102 4,627,961.00 83,764.00 SOLE SOLE
CITIGROUP INC COM 172967101 2,870,718.75 53,100.00 SOLE SOLE
CITRIX SYSTEMS INC. COM 177376100 39,723.75 1,980.00 SOLE SOLE
CLEAR CHANNEL COMMUNICATIONS COM 184502102 387,138.00 6,852.00 SOLE SOLE
CLOROX COM 189054109 124,503.19 3,147.00 SOLE SOLE
COASTAL CORP COM 190441105 182,051.00 2,456.00 SOLE SOLE
COCA-COLA CO COM 191216100 1,558,879.88 28,279.00 SOLE SOLE
COCA-COLA ENTERPRISES COM 191219104 77,456.25 4,860.00 SOLE SOLE
COLGATE PALMOLIVE CO COM 194162103 363,817.60 7,708.00 SOLE SOLE
COLUMBIA ENERGY GROUP COM 197648108 56,942.00 802.00 SOLE SOLE
COMCAST CORP CL A SPECIAL COM 200300200 469,471.25 11,468.00 SOLE SOLE
COMERICA INC COM 200340107 114,420.63 1,958.00 SOLE SOLE
COMPAQ COMPUTERS CORP COM 204493100 558,467.42 20,249.00 SOLE SOLE
COMPUTER ASSOCIATES COM 204912109 167,572.44 6,653.00 SOLE SOLE
COMPUTER SCIENCES COM 205363104 153,549.00 2,068.00 SOLE SOLE
COMPUWARE CORPORATION COM 205638109 42,385.88 5,061.00 SOLE SOLE
COMVERSE TECHNOLOGY COM 205862402 223,776.00 2,072.00 SOLE SOLE
CONAGRA INC COM 205887102 125,531.06 6,257.00 SOLE SOLE
CONEXANT SYSTEMS INC COM 207142100 121,353.75 2,898.00 SOLE SOLE
CONOCO INC CLASS B COM 208251405 215,095.94 7,985.00 SOLE SOLE
CONSECO INC COM 208464107 15,989.63 2,097.00 SOLE SOLE
CONSOLIDATED EDISON, INC COM 209115104 90,874.88 2,663.00 SOLE SOLE
CONSOLIDATED STORES CORP COM 210149100 1,512.00 112.00 SOLE SOLE
CONSTELLATION ENERGY GROUP COM 210371100 71,192.25 1,431.00 SOLE SOLE
CONVERGYS CORP COM 212485106 69,975.00 1,800.00 SOLE SOLE
COOPER IND COM 216669101 46,706.25 1,325.00 SOLE SOLE
COOPER TIRE & RUBBER COMPANY COM 216831107 8,120.44 807.00 SOLE SOLE
COORS (ADOLPH) COM 217016104 30,140.44 477.00 SOLE SOLE
CORNING CORP COM 219350105 1,013,661.00 3,413.00 SOLE SOLE
COSTCO WHOLESALE CORPORATION COM 22160K105 196,837.88 5,634.00 SOLE SOLE
COUNTRYWIDE CREDIT IND INC COM 222372104 37,146.00 984.00 SOLE SOLE
CRANE CO COM 224399105 12,169.50 532.00 SOLE SOLE
CROWN CORK & SEAL COM 228255105 5,162.06 483.00 SOLE SOLE
CUMMINS ENGINE COM 231021106 11,436.13 382.00 SOLE SOLE
DTE ENERGY COMPANY COM 233331107 55,692.00 1,456.00 SOLE SOLE
DANA COM 235811106 32,465.00 1,510.00 SOLE SOLE
DANAHER CORPORATION COM 235851102 80,893.50 1,626.00 SOLE SOLE
DARDEEN RESAURANTS COM 237194105 31,281.19 1,503.00 SOLE SOLE
DEERE & CO COM 244199105 93,299.50 2,806.00 SOLE SOLE
DELL COMPUTER CORP COM 247025109 927,363.81 30,097.00 SOLE SOLE
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 106,359.00 7,032.00 SOLE SOLE
DELTA AIRLINES COM 247361108 74,283.75 1,674.00 SOLE SOLE
DELUXE CORP COM 248019101 18,971.88 934.00 SOLE SOLE
DEVON ENERGY CORPORATION COM 25179M103 95,638.50 1,590.00 SOLE SOLE
DILLARD'S INC CLASS A COM 254067101 11,666.25 1,098.00 SOLE SOLE
WALT DISNEY CO COM 254687106 943,780.50 24,674.00 SOLE SOLE
DOLLAR GENERAL CORPORATION COM 256669102 54,822.75 3,273.00 SOLE SOLE
DOMINION RESOURCES COM 25746U109 169,948.94 2,927.00 SOLE SOLE
DONNELLEY RR & SONS COM 257867101 35,812.13 1,458.00 SOLE SOLE
DOVER CO COM 260003108 112,931.63 2,406.00 SOLE SOLE
DOW CHEMICAL COM 260543103 222,267.94 8,913.00 SOLE SOLE
DOW JONES & CO COM 260561105 56,265.00 930.00 SOLE SOLE
DUPONT DE NEMOURS & CO COM 263534109 466,420.50 11,256.00 SOLE SOLE
DUKE POWER COM 264399106 402,767.75 4,697.00 SOLE SOLE
DUN & BRADSTREET CORP COM 26483B106 56,546.38 1,642.00 SOLE SOLE
EMC CORP MASSACHUSETTS COM 268648102 2,615,512.25 26,386.00 SOLE SOLE
EASTERN ENTERPRISES COM 27637F100 13,209.19 207.00 SOLE SOLE
EASTMAN CHEMICAL COMPANY COM 277432100 28,035.56 759.00 SOLE SOLE
EASTMAN KODAK COM 277461109 170,816.63 4,179.00 SOLE SOLE
EATON CORP COM 278058102 53,244.00 864.00 SOLE SOLE
ECOLAB INC COM 278865100 45,114.19 1,251.00 SOLE SOLE
EDISON INTERNATIONAL COM 281020107 80,359.31 4,161.00 SOLE SOLE
EL PASO ENERGY CORPORATION COM 283905107 172,734.88 2,803.00 SOLE SOLE
ELECTRONIC DATA SYSTEMS CORP COM 285661104 235,512.50 5,675.00 SOLE SOLE
EMERSON ELECTRIC CO COM 291011104 386,523.00 5,769.00 SOLE SOLE
ENGLEHARD CORP COM 292845104 22,376.25 1,377.00 SOLE SOLE
ENRON COM 293561106 773,203.00 8,824.00 SOLE SOLE
ENTERGY CORP NEW COM 29364G103 83,030.25 2,229.00 SOLE SOLE
EQUIFAX COM 294429105 36,177.06 1,343.00 SOLE SOLE
EXXON MOBIL CORPORATION COM 30231G102 3,738,080.75 41,942.00 SOLE SOLE
FMC CORP COM 302491303 22,197.69 331.00 SOLE SOLE
FPL GROUP INC COM 302571104 153,920.75 2,341.00 SOLE SOLE
FED HOME LOAN MTG CORP COM 313400301 418,011.25 7,732.00 SOLE SOLE
FANNIE MAE COM 313586109 894,107.50 12,505.00 SOLE SOLE
FEDERATED DEPT STORES (NEW) COM 31410H101 52,668.00 2,016.00 SOLE SOLE
FEDEX CORPORATION COM 31428X106 130,403.94 2,941.00 SOLE SOLE
FIFTH THIRD BANCORP COM 316773100 263,179.38 4,885.00 SOLE SOLE
FIRST DATA COM 319963104 181,523.44 4,647.00 SOLE SOLE
FIRST UNION CORP COM 337358105 382,162.19 11,873.00 SOLE SOLE
FIRSTAR CORP (NEW) COM 33763V109 270,737.50 12,100.00 SOLE SOLE
FIRST ENERGY CORP COM 337932107 84,987.81 3,155.00 SOLE SOLE
FLEET BOSTON FINANCIAL CORP COM 339030108 452,283.00 11,597.00 SOLE SOLE
FLORIDA PROGRESS CORP COM 341109106 63,895.56 1,207.00 SOLE SOLE
FLUOR CORP COM 343861100 24,210.00 807.00 SOLE SOLE
FORD MOTOR CO COM 345370860 559,583.44 22,107.00 SOLE SOLE
FORT JAMES CORPORATION COM 347471104 65,648.25 2,148.00 SOLE SOLE
FORTUNE BRANDS INC. COM 349631101 52,364.00 1,976.00 SOLE SOLE
FRANKLIN RESOURCES INC COM 354613101 130,402.05 2,935.00 SOLE SOLE
FREEPORT MCMORAN COPPER-B COM 35671D857 19,695.94 2,235.00 SOLE SOLE
GENERAL PUBLIC UTILITIES COR COM 36225X100 48,656.25 1,500.00 SOLE SOLE
GANNETT CO INC COM 364730101 191,913.00 3,621.00 SOLE SOLE
GAP INC COM 364760108 212,258.38 10,547.00 SOLE SOLE
GATEWAY INC COM 367626108 183,260.00 3,920.00 SOLE SOLE
GENERAL DYNAMICS CORP COM 369550108 157,219.69 2,503.00 SOLE SOLE
GENERAL ELECTRIC COM 369604103 6,758,725.19 117,161.00 SOLE SOLE
GENERAL MILLS COM 370334104 148,638.50 4,187.00 SOLE SOLE
GENERAL MOTORS CORP COM 370442105 399,685.00 6,149.00 SOLE SOLE
GENUINE PARTS CO COM 372460105 33,454.69 1,755.00 SOLE SOLE
GEORGIA PACIFIC CO COM 373298108 48,715.50 2,073.00 SOLE SOLE
GILLETTE CO COM 375766102 337,865.13 10,943.00 SOLE SOLE
GOLDEN WEST FINANCIAL COM 381317106 89,178.38 1,663.00 SOLE SOLE
GOODRICH BF CO COM 382388106 51,766.69 1,321.00 SOLE SOLE
GOODYEAR TIRE & RUBBER COM 382550101 30,204.00 1,678.00 SOLE SOLE
W.R. GRACE & CO COM 38388F108 5,788.75 842.00 SOLE SOLE
GRAINGER WW INC COM 384802104 31,943.38 1,214.00 SOLE SOLE
GREAT LAKES CHEMICAL COM 390568103 17,822.00 608.00 SOLE SOLE
GUIDANT CORP COM 401698105 267,905.63 3,790.00 SOLE SOLE
HCA - THE HEALTHCARE COMPANY COM 404119109 244,616.63 6,589.00 SOLE SOLE
HALLIBURTON CO COM 406216101 268,862.63 5,494.00 SOLE SOLE
HARCOURT GENERAL INC. COM 41163G101 41,418.00 702.00 SOLE SOLE
HARLEY DAVIDSON COM 412822108 177,424.75 3,706.00 SOLE SOLE
HARRAHS ENTERTAINMENT INC COM 413619107 28,050.00 1,020.00 SOLE SOLE
HARTFORD FINANCIAL SERVICES COM 416515104 211,810.50 2,904.00 SOLE SOLE
HASBRO INC COM 418056107 21,536.81 1,883.00 SOLE SOLE
HEALTHSOUTH CORPORATION COM 421924101 12,293.13 1,513.00 SOLE SOLE
H J HEINZ CO COM 423074103 175,750.38 4,742.00 SOLE SOLE
HERCULES COM 427056106 14,647.63 1,037.00 SOLE SOLE
HERSHEY FOODS COM 427866108 80,105.00 1,480.00 SOLE SOLE
HEWLETT-PACKARD CO COM 428236103 1,170,499.00 12,067.00 SOLE SOLE
HILTON HOTELS CORP COM 432848109 33,091.88 2,862.00 SOLE SOLE
HOME DEPOT COM 437076102 1,472,272.13 27,746.00 SOLE SOLE
HOMESTAKE MINING CO COM 437614100 7,952.44 1,533.00 SOLE SOLE
HONEYWELL INTERNATIONAL INC COM 438516106 370,891.88 10,411.00 SOLE SOLE
HOUSEHOLD INTERNATIONAL COM 441815107 348,583.50 6,156.00 SOLE SOLE
HUMANA INC COM 444859102 16,974.25 1,579.00 SOLE SOLE
HUNTINGTON BANCSHARES COM 446150104 19,035.00 1,296.00 SOLE SOLE
IMS HEALTH INC COM 449934108 86,340.75 4,161.00 SOLE SOLE
ITT INDUSTRIES INC. COM 450911102 35,973.19 1,109.00 SOLE SOLE
ILLINOIS TOOL WORKS COM 452308109 207,016.88 3,705.00 SOLE SOLE
INCO LTD. COM 453258402 26,751.38 1,659.00 SOLE SOLE
INGERSOLL RAND CO COM 456866102 53,861.25 1,590.00 SOLE SOLE
INTEL CORP COM 458140100 3,292,415.00 79,216.00 SOLE SOLE
INT'L BUSINESS MACHINES COM 459200101 2,401,875.00 21,350.00 SOLE SOLE
INT'L FLAVORS & FRAGRANCE COM 459506101 19,454.50 1,066.00 SOLE SOLE
INTERNATIONAL PAPER COM 460146103 161,883.56 5,643.00 SOLE SOLE
INTERPUBLIC GRP COMPANIES IN COM 460690100 107,228.75 3,148.00 SOLE SOLE
JDS UNIPHASE CORP COM 46612J101 1,046,296.88 11,050.00 SOLE SOLE
JEFFERSON PILOT COM 475070108 70,318.50 1,036.00 SOLE SOLE
JOHNSON & JOHNSON CO COM 478160104 1,561,617.00 16,624.00 SOLE SOLE
JOHNSON CONTROLS COM 478366107 42,869.13 806.00 SOLE SOLE
KLA-TENCOR CORPORATION COM 482480100 81,633.63 1,982.00 SOLE SOLE
K MART COM 482584109 33,048.00 5,508.00 SOLE SOLE
KAUFMAN & BROAD HOME CORP COM 486168107 10,451.75 388.00 SOLE SOLE
KELLOGG CO COM 487836108 129,862.69 5,369.00 SOLE SOLE
KERR-MCGEE CO COM 492386107 56,975.00 860.00 SOLE SOLE
KEYCORP COM 493267108 146,761.88 5,798.00 SOLE SOLE
KEYSPAN CORPORATION COM 49337W100 60,187.50 1,500.00 SOLE SOLE
KIMBERLY CLARK COM 494368103 387,115.50 6,936.00 SOLE SOLE
KING PHARMACEUTICALS INC COM 495582108 66,875.00 2,000.00 SOLE SOLE
KNIGHT RIDDER INC COM 499040103 46,493.44 915.00 SOLE SOLE
KOHLS DEPARTMENT STORES COM 500255104 192,099.38 3,330.00 SOLE SOLE
KROGER COM 501044101 228,513.00 10,128.00 SOLE SOLE
LSI LOGIC CORP COM 502161102 109,395.00 3,740.00 SOLE SOLE
LEGGETT AND PLATT COM 524660107 39,499.63 2,498.00 SOLE SOLE
LEHMAN BROTHERS HOLDINGS COM 524908100 180,402.75 1,221.00 SOLE SOLE
LEXMARK INTL GROUP INC- CL A COM 529771107 56,737.50 1,513.00 SOLE SOLE
LILLY ELI & CO COM 532457108 1,106,626.13 13,641.00 SOLE SOLE
THE LIMITED LTD COM 532716107 113,489.50 5,144.00 SOLE SOLE
LINCOLN NATIONAL CORP COM 534187109 97,068.13 2,017.00 SOLE SOLE
LINEAR TECHNOLOGY CORP COM 535678106 220,150.00 3,400.00 SOLE SOLE
LIZ CLAIBORNE INC COM 539320101 26,950.00 700.00 SOLE SOLE
LOCKHEED MARTIN CORP COM 539830109 170,600.96 5,176.00 SOLE SOLE
LOEWS CORPORATION COM 540424108 122,311.13 1,467.00 SOLE SOLE
LONGS DRUG STORES COM 543162101 7,267.50 380.00 SOLE SOLE
LOUISIANA-PACIFIC CO COM 546347105 9,619.31 1,047.00 SOLE SOLE
LOWES COMPANIES COM 548661107 203,867.13 4,543.00 SOLE SOLE
LUCENT TECHNOLOGIES COM 549463107 1,165,806.56 38,145.00 SOLE SOLE
MBIA INC COM 55262C100 74,041.13 1,041.00 SOLE SOLE
MBNA CORPORATION COM 55262L100 376,645.50 9,783.00 SOLE SOLE
MGIC INVESTMENT COM 552848103 81,112.88 1,327.00 SOLE SOLE
MALLINCROKDT INC COM 561232109 42,887.50 940.00 SOLE SOLE
MANOR CARE INC COM 564055101 16,534.63 1,054.00 SOLE SOLE
MARSH & MCLENNAN CO COM 571748102 440,597.25 3,319.00 SOLE SOLE
MARRIOTT INTERNATIONAL CLASS COM 571903202 103,154.56 2,831.00 SOLE SOLE
MASCO CO COM 574599106 97,799.88 5,251.00 SOLE SOLE
MATTEL CS COM 577081102 38,115.81 3,407.00 SOLE SOLE
MAXIM INTEGRATED PRODUCTS COM 57772K101 257,400.00 3,200.00 SOLE SOLE
MAY DEPT STORES COM 577778103 85,936.00 4,192.00 SOLE SOLE
MAYTAG CORP COM 578592107 29,975.31 965.00 SOLE SOLE
MCDERMOTT INTERNATIONAL COM 580037109 5,940.00 540.00 SOLE SOLE
MCDONALDS CORP COM 580135101 509,776.31 16,887.00 SOLE SOLE
MCGRAW HILL COS INC. COM 580645109 143,524.13 2,258.00 SOLE SOLE
MCKESSON HBOC INC COM 58155Q103 54,401.25 1,780.00 SOLE SOLE
MEAD CORP COM 582834107 23,468.50 1,004.00 SOLE SOLE
MEDIMMUNE INC COM 584699102 193,202.25 2,501.00 SOLE SOLE
MEDTRONIC INC COM 585055106 763,249.94 14,731.00 SOLE SOLE
MELLON FINANCIAL CORP COM 58551A108 306,724.25 6,614.00 SOLE SOLE
MERCK & CO COM 589331107 2,011,301.25 27,020.00 SOLE SOLE
MERCURY INTERACTIVE CORP COM 589405109 156,750.00 1,000.00 SOLE SOLE
MEREDITH CORPORATION COM 589433101 13,334.00 452.00 SOLE SOLE
MERRILL LYNCH COM 590188108 582,648.00 8,828.00 SOLE SOLE
MICROSOFT CORP COM 594918104 3,794,259.38 62,910.00 SOLE SOLE
MICRON TECHNOLOGY INC COM 595112103 309,304.00 6,724.00 SOLE SOLE
MILLIPORE CORP COM 601073109 44,368.75 916.00 SOLE SOLE
3M CO COM 604059105 429,654.38 4,715.00 SOLE SOLE
MOLEX INC COM 608554101 119,599.19 2,197.00 SOLE SOLE
MORGAN (J.P.) & CO, INC COM 616880100 321,031.88 1,965.00 SOLE SOLE
MORGAN STANLEY DEAN WITTER& COM 617446448 1,208,895.19 13,221.00 SOLE SOLE
MOTOROLA INC COM 620076109 725,177.50 25,670.00 SOLE SOLE
NCR CORPORATION COM 62886E108 41,480.31 1,097.00 SOLE SOLE
NABISCO GROUP HOLDINGS COM 62952P102 100,576.50 3,529.00 SOLE SOLE
NATIONAL CITY CORPORATION COM 635405103 155,361.75 7,022.00 SOLE SOLE
NATIONAL SEMICONDUCTOR COM 637640103 71,363.25 1,773.00 SOLE SOLE
NATIONAL SERVICE INDS COM 637657107 8,822.69 451.00 SOLE SOLE
NAVISTAR INTERNATIONAL COM 63934E108 18,980.38 634.00 SOLE SOLE
NETWORK APPLIANCE INC COM 64120L104 446,067.25 3,502.00 SOLE SOLE
NEW YORK TIMES CLASS A COM 650111107 73,632.31 1,873.00 SOLE SOLE
NEWELL RUBBERMAID INC COM 651229106 68,186.56 2,989.00 SOLE SOLE
NEWMONT MINING CORP COM 651639106 26,826.00 1,578.00 SOLE SOLE
NEXTEL COMMUNICATIONS INC-A COM 65332V103 417,103.50 8,922.00 SOLE SOLE
NIAGARA MOHAWK HOLDINGS INC COM 653520106 24,396.75 1,549.00 SOLE SOLE
NICOR COM 654086107 17,261.44 477.00 SOLE SOLE
NIKE CLASS B COM 654106103 148,752.06 3,713.00 SOLE SOLE
NORDSTROM INC COM 655664100 24,277.50 1,560.00 SOLE SOLE
NORFOLK SOUTHERN CO COM 655844108 70,697.25 4,834.00 SOLE SOLE
NORTEL NETWORKS CORP COM 656568102 2,102,318.00 35,296.00 SOLE SOLE
NORTHERN TRUST COM 665859104 215,521.88 2,425.00 SOLE SOLE
NORTHROP GRUMMAN CORPORATION COM 666807102 60,886.25 670.00 SOLE SOLE
NOVELL COM 670006105 33,847.13 3,406.00 SOLE SOLE
NOVELLUS SYSTEMS, INC. COM 670008101 72,497.81 1,557.00 SOLE SOLE
NUCOR CORP COM 670346105 25,546.00 848.00 SOLE SOLE
OCCIDENTAL PETROLEUM COM 674599105 78,546.81 3,601.00 SOLE SOLE
OFFICE DEPOT COM 676220106 2,593.75 332.00 SOLE SOLE
OLD KENT FINANCIAL CORP COM 679833103 40,136.31 1,387.00 SOLE SOLE
OMNICOM GROUP COM 681919106 129,755.81 1,779.00 SOLE SOLE
ONEOK INC. COM 682680103 10,812.00 272.00 SOLE SOLE
ORACLE SYSTEMS COM 68389X105 2,651,906.25 33,675.00 SOLE SOLE
OWENS-ILLINOIS, INC. COM 690768403 1,406.00 152.00 SOLE SOLE
PECO ENERGY COMPANY COM 693304107 128,271.38 2,118.00 SOLE SOLE
PG & E CORPORATION COM 69331C108 130,080.38 5,378.00 SOLE SOLE
PE CORP-PE BIOSYSTEMS GROUP COM 69332S102 294,512.00 2,528.00 SOLE SOLE
PNC FINANCIAL SERVICES GROUP COM 693475105 268,255.00 4,127.00 SOLE SOLE
PPG INDUSTRIES COM 693506107 89,495.31 2,255.00 SOLE SOLE
PPL CORPORATION COM 69351T106 64,503.75 1,545.00 SOLE SOLE
PACCAR INC COM 693718108 27,759.81 749.00 SOLE SOLE
PACTIV CORPORATION COM 695257105 21,513.56 1,923.00 SOLE SOLE
PAINE WEBBER COM 695629105 118,401.25 1,738.00 SOLE SOLE
PALL CORP COM 696429307 22,429.69 1,125.00 SOLE SOLE
PALM INC. COM 696642107 364,924.07 6,893.49 SOLE SOLE
PARAMETRIC TECH CO COM 699173100 2,975.00 272.00 SOLE SOLE
PARKER HANNIFIN COM 701094104 36,213.75 1,073.00 SOLE SOLE
PAYCHEX INC COM 704326107 210,000.00 4,000.00 SOLE SOLE
PENNEY JC CO COM 708160106 32,874.19 2,783.00 SOLE SOLE
PEOPLE'S ENERGY CORPORATION COM 711030106 11,214.00 336.00 SOLE SOLE
PEOPLESOFT INC COM 712713106 97,166.63 3,478.00 SOLE SOLE
PEPSICO INC COM 713448108 828,920.00 18,020.00 SOLE SOLE
PERKINELMER INC COM 714046109 47,699.38 457.00 SOLE SOLE
PFIZER INC COM 717081103 3,341,956.94 74,369.00 SOLE SOLE
PHARMACIA CORPORATION COM 71713U102 943,198.31 15,671.00 SOLE SOLE
PHELPS DODGE COM 717265102 39,036.25 935.00 SOLE SOLE
PHILIP MORRIS CO INC COM 718154107 798,021.19 27,109.00 SOLE SOLE
PHILLIPS PETROLEUM CO COM 718507106 216,864.00 3,456.00 SOLE SOLE
PINNACLE WEST COM 723484101 51,587.25 1,014.00 SOLE SOLE
PITNEY BOWES INC COM 724479100 139,135.50 3,528.00 SOLE SOLE
PLACER DOME INC COM 725906101 41,694.88 4,418.00 SOLE SOLE
POLAROID CORP COM 731095105 5,979.69 445.00 SOLE SOLE
POTLATCH CORPORATION COM 737628107 8,823.38 279.00 SOLE SOLE
PRAXAIR INC COM 74005P104 56,436.25 1,510.00 SOLE SOLE
T. ROWE PRICE ASSOCIATES COM 741477103 68,481.81 1,459.00 SOLE SOLE
PROCTER & GAMBLE COM 742718109 1,056,590.00 15,770.00 SOLE SOLE
PROGRESSIVE CORP COM 743315103 24,071.25 294.00 SOLE SOLE
PROVIDIAN FINANCIAL CORP COM 74406A102 235,966.00 1,858.00 SOLE SOLE
PUBLIC SERVICE ENTERPRISES COM 744573106 104,613.44 2,341.00 SOLE SOLE
PULTE CORP COM 745867101 15,312.00 464.00 SOLE SOLE
QUAKER OATS COM 747402105 124,621.88 1,575.00 SOLE SOLE
QUALCOM INC COM 747525103 648,802.50 9,106.00 SOLE SOLE
QUINTILES TRANSNATIONAL CORP COM 748767100 39,556.88 2,482.00 SOLE SOLE
QWEST COMMUNICATIONS INTL COM 749121109 888,771.75 18,492.00 SOLE SOLE
RADIOSHACK CORPORATION COM 750438103 147,021.88 2,275.00 SOLE SOLE
RALSTON-RALSTON PURINA GROUP COM 751277302 98,966.38 4,178.00 SOLE SOLE
RAYTHEON CO - CLASS B COM 755111408 92,194.38 3,242.00 SOLE SOLE
REEBOK INTERNATIONAL LTD COM 758110100 10,478.56 557.00 SOLE SOLE
REGIONS FINANCIAL CORPORATIO COM 758940100 61,732.69 2,721.00 SOLE SOLE
RELIANT ENERGY INC COM 75952J108 171,585.00 3,690.00 SOLE SOLE
ROCKWELL INTL CORP COM 773903109 69,938.00 2,312.00 SOLE SOLE
ROHM & HAAS CO COM 775371107 76,347.19 2,627.00 SOLE SOLE
ROWAN COS INC COM 779382100 22,736.00 784.00 SOLE SOLE
ROYAL DUTCH PETROLEUM ADR COM 780257804 1,550,283.44 25,865.00 SOLE SOLE
RUSSELL CO COM 782352108 5,762.63 363.00 SOLE SOLE
RYDER SYSTEM COM 783549108 14,289.06 775.00 SOLE SOLE
SBC COMMUNICATIONS, INC. COM 78387G103 2,013,150.00 40,263.00 SOLE SOLE
SABRE GROUP HOLDINGS INC COM 785905100 46,589.38 1,610.00 SOLE SOLE
SAFECO CORP COM 786429100 41,719.75 1,531.00 SOLE SOLE
SAFEWAY INC COM 786514208 290,116.13 6,214.00 SOLE SOLE
ST JUDE MEDICAL COM 790849103 64,005.00 1,255.00 SOLE SOLE
ST PAUL COMPANIES COM 792860108 111,594.19 2,263.00 SOLE SOLE
SANMINA CORP COM 800907107 155,604.75 1,662.00 SOLE SOLE
SAPIENT CORPORATION COM 803062108 48,825.00 1,200.00 SOLE SOLE
SARA LEE CORP COM 803111103 217,282.81 10,697.00 SOLE SOLE
SCHERING PLOUGH CORP COM 806605101 823,189.50 17,703.00 SOLE SOLE
SCHLUMBERGER COM 806857108 565,075.31 6,865.00 SOLE SOLE
CHARLES SCHWAB CORP COM 808513105 583,407.00 16,434.00 SOLE SOLE
SCIENTIFIC-ATLANTA INC COM 808655104 95,310.25 1,498.00 SOLE SOLE
SEAGATE TECHNOLOGY INC COM 811804103 180,090.00 2,610.00 SOLE SOLE
SEAGRAMS LTD COM 811850106 316,940.13 5,518.00 SOLE SOLE
SEALED AIR CORP COM 81211K100 59,549.00 1,316.00 SOLE SOLE
SEARS ROEBUCK & CO COM 812387108 167,027.84 5,152.00 SOLE SOLE
SEMPRA ENERGY COM 816851109 61,500.94 2,955.00 SOLE SOLE
SHERWIN WILLIAMS COM 824348106 35,632.13 1,667.00 SOLE SOLE
SIEBEL SYSTEMS INC COM 826170102 514,263.75 4,620.00 SOLE SOLE
SIGMA-ALDRICH CORP COM 826552101 31,746.00 962.00 SOLE SOLE
SNAP ON TOOLS, INC. COM 833034101 13,878.31 589.00 SOLE SOLE
SOLECTRON CORP COM 834182107 336,343.50 7,292.00 SOLE SOLE
SOUTHERN CO COM 842587107 285,450.00 8,800.00 SOLE SOLE
SOUTHTRUST CORP COM 844730101 64,729.81 2,059.00 SOLE SOLE
SOUTHWEST AIRLINES CO. COM 844741108 115,454.25 4,761.00 SOLE SOLE
SPRING INDUSTRIES COM 851783100 5,581.13 198.00 SOLE SOLE
SPRINT CORPORATION COMMON COM 852061100 326,541.25 11,140.00 SOLE SOLE
SPRINT PCS GROUP COM 852061506 362,546.25 10,340.00 SOLE SOLE
THE STANLEY WORKS COM 854616109 19,833.75 860.00 SOLE SOLE
STAPLES INC COM 855030102 81,705.81 5,759.00 SOLE SOLE
STARBUCKS CORP COM 855244109 88,137.50 2,200.00 SOLE SOLE
STATE STREET CORP COM 857477103 281,060.00 2,162.00 SOLE SOLE
STILWELL FINANCIAL INC COM 860831106 114,144.00 2,624.00 SOLE SOLE
SUMMIT BANCORP COM 866005101 74,727.00 2,166.00 SOLE SOLE
SUN MICROSYSTEMS COM 866810104 2,224,904.75 19,057.00 SOLE SOLE
SUNOCO INC COM 86764P109 26,964.44 1,001.00 SOLE SOLE
SUN TRUST BANKS, INC. COM 867914103 149,088.81 2,993.00 SOLE SOLE
SUPERVALU INC. COM 868536103 26,193.69 1,739.00 SOLE SOLE
SYNOVUS FINANCIAL CORP COM 87161C105 63,181.13 2,982.00 SOLE SOLE
SYSCO CORP COM 871829107 161,769.56 3,493.00 SOLE SOLE
TJX COS INC COM 872540109 63,742.50 2,833.00 SOLE SOLE
TRW INC COM 872649108 50,496.88 1,243.00 SOLE SOLE
TXU CORPORATION COM 873168108 128,543.50 3,244.00 SOLE SOLE
TARGET CORP COM 87612E106 296,481.25 11,570.00 SOLE SOLE
TEKTRONIX INC COM 879131100 55,535.44 723.00 SOLE SOLE
TELLABS INC COM 879664100 233,306.50 4,886.00 SOLE SOLE
TEMPLE INLAND COM 879868107 20,301.00 536.00 SOLE SOLE
TENET HEALTHCARE CORP COM 88033G100 121,165.13 3,331.00 SOLE SOLE
TERADYNE, INC COM 880770102 76,055.00 2,173.00 SOLE SOLE
TEXACO COM 881694103 389,865.00 7,426.00 SOLE SOLE
TEXAS INTRUMENTS COM 882508104 961,586.88 20,378.00 SOLE SOLE
TEXTRON INC COM 883203101 98,246.25 2,130.00 SOLE SOLE
THERMO ELECTRON CORP COM 883556102 11,440.00 440.00 SOLE SOLE
THOMAS & BETTS CO COM 884315102 11,473.88 658.00 SOLE SOLE
TIFFANY & CO COM 886547108 64,013.75 1,660.00 SOLE SOLE
TIME WARNER INC COM 887315109 1,263,972.25 16,153.00 SOLE SOLE
TIMKEN CO COM 887389104 8,253.56 603.00 SOLE SOLE
TORCHMARK CORP COM 891027104 38,186.56 1,373.00 SOLE SOLE
TOSCO CORP COM 891490302 60,659.69 1,945.00 SOLE SOLE
TOYS "R" US INC COM 892335100 50,001.25 3,077.00 SOLE SOLE
TRICON GLOBAL RESTAURANTS COM 895953107 52,062.50 1,700.00 SOLE SOLE
TRIBUNE CO COM 896047107 123,895.00 2,840.00 SOLE SOLE
TUPPERWARE CORPORATION COM 899896104 10,764.00 598.00 SOLE SOLE
TYCO INTERNATIONAL LTD COM 902124106 1,062,451.88 20,481.00 SOLE SOLE
USX-MARATHON COM 902905827 93,751.00 3,304.00 SOLE SOLE
UST INC. COM 902911106 41,243.63 1,803.00 SOLE SOLE
U.S. BANCORP COM 902973106 184,343.25 8,103.00 SOLE SOLE
USX-US STEEL COM 90337T101 12,438.56 819.00 SOLE SOLE
USA EDUCATION INC COM 90390U102 89,676.94 1,861.00 SOLE SOLE
UNILEVER N V - ADR COM 904784709 306,918.25 6,361.00 SOLE SOLE
UNICOM CORPORATION COM 904911104 117,431.88 2,090.00 SOLE SOLE
UNION CARBIDE CORP COM 905581104 47,753.75 1,265.00 SOLE SOLE
UNION PACIFIC CORP COM 907818108 126,771.38 3,261.00 SOLE SOLE
UNION PLANTERS CORP COM 908068109 4,694.88 142.00 SOLE SOLE
UNISYS CORP COM 909214108 20,508.75 1,823.00 SOLE SOLE
US AIRWAYS GROUP, INC. COM 911905107 23,193.38 762.00 SOLE SOLE
UNITED TECHNOLOGIES CORP COM 913017109 430,942.75 6,223.00 SOLE SOLE
UNITEDHEALTH GROUP INC COM 91324P102 205,498.75 2,081.00 SOLE SOLE
UNOCAL CORP COM 915289102 99,047.81 2,795.00 SOLE SOLE
UNUMPROVIDENT CORP COM 91529Y106 41,474.50 1,522.00 SOLE SOLE
VF CORP COM 918204108 30,094.06 1,219.00 SOLE SOLE
VERITAS SOFTWARE CORPORATION COM 923436109 674,500.00 4,750.00 SOLE SOLE
VERIZON COMMUNICATIONS COM 92343V104 1,578,432.81 32,587.00 SOLE SOLE
VIACOM INC -CL B COM 925524308 1,023,106.50 17,489.00 SOLE SOLE
VISTEON CORP COM 92839U107 31,142.38 2,059.00 SOLE SOLE
VULCAN MATERIALS COMPANY COM 929160109 43,884.75 1,092.00 SOLE SOLE
WACHOVIA CORP COM 929771103 140,244.88 2,474.00 SOLE SOLE
WAL-MART STORES INC COM 931142103 2,534,262.50 52,660.00 SOLE SOLE
WALGREEN CO COM 931422109 492,163.19 12,973.00 SOLE SOLE
WASHINGTON MUTUAL, INC. COM 939322103 304,963.75 7,660.00 SOLE SOLE
WASTE MANAGEMENT INC (NEW) COM 94106L109 110,309.63 6,326.00 SOLE SOLE
WATSON PHARMACEUTICALS INC COM 942683103 77,460.75 1,194.00 SOLE SOLE
WELLPOINT HEALTH NETWORKS COM 94973H108 82,944.00 864.00 SOLE SOLE
WELLS FARGO COMPANY COM 949746101 907,633.13 19,758.00 SOLE SOLE
WENDYS INTERNATIONAL COM 950590109 24,897.56 1,241.00 SOLE SOLE
WESTVACO CORP COM 961548104 26,180.44 981.00 SOLE SOLE
WEYERHAEUSER CO COM 962166104 111,717.63 2,767.00 SOLE SOLE
WHIRLPOOL CORP COM 963320106 28,184.38 725.00 SOLE SOLE
WILLAMETTE INDUSTRIES COM 969133107 30,044.00 1,073.00 SOLE SOLE
WILLIAMS COS COM 969457100 224,051.75 5,303.00 SOLE SOLE
WINN-DIXIE STORES INC COM 974280109 21,131.25 1,470.00 SOLE SOLE
WORLDCOM INC COM 98157D106 1,029,135.38 33,881.00 SOLE SOLE
WORTHINGTON INDS INC COM 981811102 8,250.00 880.00 SOLE SOLE
WRIGLEY WM JR CO COM 982526105 97,861.63 1,307.00 SOLE SOLE
XCEL ENERGY INC COM 98389B100 106,975.00 3,890.00 SOLE SOLE
XILINX INC COM 983919101 318,696.25 3,722.00 SOLE SOLE
XEROX CORP COM 984121103 95,059.44 6,311.00 SOLE SOLE
YAHOO! INC COM 984332106 576,212.00 6,332.00 SOLE SOLE
YOUNG & RUBICAM INC COM 987425105 3,465.00 70.00 SOLE SOLE
GLOBAL CROSSING LTD COM G3921A100 296,794.00 9,574.00 SOLE SOLE
TRANSOCEAN SEDCO FOREX INC COM G90078109 142,458.75 2,430.00 SOLE SOLE
AGCO CORP COM 001084102 25,281.88 2,129.00 SOLE SOLE
AGL RESOURCES COM 001204106 78,243.75 3,900.00 SOLE SOLE
AK STEEL HOLDING CORP COM 001547108 43,125.00 4,600.00 SOLE SOLE
ABERCROMBIE & FITCH COM 002896207 132,865.63 6,970.00 SOLE SOLE
ACNIELSON CORPORATION COM 004833109 100,798.31 4,233.00 SOLE SOLE
ACUSON CORP COM 005113105 40,950.00 1,800.00 SOLE SOLE
AXCIOM CORPORATION COM 005125109 200,882.25 6,327.00 SOLE SOLE
ADTRAN, INC. COM 00738A106 127,640.63 3,000.00 SOLE SOLE
AFFILIATED COMPUTER SVCS-A COM 008190100 179,550.00 3,600.00 SOLE SOLE
AIRBORNE FREIGHT CORP COM 009266107 31,581.25 3,100.00 SOLE SOLE
AIRGAS, INC. COM 009363102 11,581.25 1,700.00 SOLE SOLE
ALASKA AIRGROUP INC COM 011659109 48,000.00 2,000.00 SOLE SOLE
ALBANY INTL CORP CLASS A COM 012348108 23,616.00 1,968.00 SOLE SOLE
ALBEMARLE CORPE COM 012653101 82,768.75 4,100.00 SOLE SOLE
ALEXANDER & BALDWIN INC COM 014482103 83,200.00 3,200.00 SOLE SOLE
ALLEGHENY ENERGY INC COM 017361106 315,810.63 8,270.00 SOLE SOLE
ALLETE COM 018522102 101,775.00 4,600.00 SOLE SOLE
ALLIANT ENERGY CORP COM 018802108 162,620.00 5,536.00 SOLE SOLE
ALLMERICA FINANCIAL CORP COM 019754100 262,143.75 4,100.00 SOLE SOLE
AMBAC FINANCIAL GROUP, INC. COM 023139108 388,225.00 5,300.00 SOLE SOLE
AMERICAN EAGLE OUTFITTERS COM 02553E106 100,800.00 3,200.00 SOLE SOLE
AMERICAN FINANCIAL GROUP INC COM 025932104 106,662.50 4,600.00 SOLE SOLE
AMERICAN STANDARD CO COM 029712106 231,075.00 5,200.00 SOLE SOLE
AMERICAN WATER WORKS INC COM 030411102 187,425.00 6,800.00 SOLE SOLE
AMERISOURCE HEALTH CORP COM 03071P102 159,800.00 3,400.00 SOLE SOLE
AMETEK INC. COM 031100100 52,968.75 2,500.00 SOLE SOLE
ANTEC CORP COM 03664P105 76,700.00 2,600.00 SOLE SOLE
APOLLO GROUP INC. COM 037604105 203,362.50 5,100.00 SOLE SOLE
APPRIA HEALTHCARE GROUP COM 037933108 54,356.25 3,900.00 SOLE SOLE
ARNOLD INDUSTRIES, INC. COM 042595108 28,687.50 1,700.00 SOLE SOLE
ARROW ELECTRONICS, INC. COM 042735100 227,333.13 6,674.00 SOLE SOLE
ARVINMERITOR INC COM 043353101 77,168.13 5,254.00 SOLE SOLE
ASSOCIATED BANC CORP COM 045487105 134,557.50 5,126.00 SOLE SOLE
ASTORIA FINANCIAL CORP COM 046265104 139,050.00 3,600.00 SOLE SOLE
ATLAS AIR, INC COM 049164106 109,850.00 2,600.00 SOLE SOLE
ATMEL CORPORATION COM 049513104 499,972.50 32,920.00 SOLE SOLE
AVNET INC COM 053807103 166,107.25 5,854.00 SOLE SOLE
AVOCENT CORPORATION COM 053893103 195,473.25 3,546.00 SOLE SOLE
BJ SERVICES COM 055482103 348,412.50 5,700.00 SOLE SOLE
BJ'S WHOLESALE CLUB COM 05548J106 177,450.00 5,200.00 SOLE SOLE
BANDAG INC COM 059815100 57,500.00 1,600.00 SOLE SOLE
BANKNORTH GROUP INC COM 06646R107 191,262.50 10,700.00 SOLE SOLE
BANTA CORPORATION COM 066821109 56,062.50 2,300.00 SOLE SOLE
BARNES & NOBLE INC COM 067774109 98,437.50 5,000.00 SOLE SOLE
BECKMAN COULTER INC. COM 075811109 169,675.00 2,200.00 SOLE SOLE
BELO (A.H.) CORP-COM SER A COM 080555105 171,468.75 9,300.00 SOLE SOLE
BERGEN BRUNSWIG CORP CL A COM 083739102 112,480.50 9,624.00 SOLE SOLE
BLACK HILLS CORP COM 092113109 39,287.50 1,400.00 SOLE SOLE
BLYTH INC COM 09643P108 82,031.25 3,500.00 SOLE SOLE
BOB EVANS FARMS COM 096761101 48,100.00 2,600.00 SOLE SOLE
BORDERS GROUP COM 099709107 75,541.25 5,420.00 SOLE SOLE
BORG WARNER INC COM 099724106 59,625.00 1,800.00 SOLE SOLE
BOWATER INC. COM 102183100 195,037.50 4,200.00 SOLE SOLE
BRINKER INTERNATIONAL COM 109641100 144,901.25 4,810.00 SOLE SOLE
BROADWING INC COM 111620100 393,662.50 15,400.00 SOLE SOLE
BUFFETS INC COM 119882108 31,625.00 2,300.00 SOLE SOLE
CBRL GROUP INC COM 12489V106 66,125.00 4,600.00 SOLE SOLE
CDW COMPUTER CENTERS COM 125129106 412,620.00 5,980.00 SOLE SOLE
C.H. ROBINSON WORLDWIDE INC COM 12541W100 157,806.25 2,800.00 SOLE SOLE
CLECO CORPORATION COM 12561W105 65,450.00 1,400.00 SOLE SOLE
CNF TRANSPORTATION, INC. COM 12612W104 71,200.00 3,200.00 SOLE SOLE
CSG SYSTEMS INTERNATIONAL IN COM 126349109 104,400.00 3,600.00 SOLE SOLE
CABOT CORP COM 127055101 158,437.50 5,000.00 SOLE SOLE
CADENCE DESIGN SYS INC COM 127387108 437,715.00 17,040.00 SOLE SOLE
CALLAWAY GOLF COMPANY COM 131193104 83,025.00 5,400.00 SOLE SOLE
CALPINE CORPORATION COM 131347106 1,053,143.75 10,090.00 SOLE SOLE
CAMBRIDGE TECH PARTNERS COM 132524109 19,250.00 4,400.00 SOLE SOLE
CARLISLE COS INC COM 142339100 95,450.00 2,300.00 SOLE SOLE
CARPENTER TECHNOLOGY COM 144285103 40,775.00 1,400.00 SOLE SOLE
CARTER-WALLACE INC COM 146285101 70,868.75 2,900.00 SOLE SOLE
CHECKFREE CORP COM 162813109 218,669.06 5,220.00 SOLE SOLE
CHESAPEAKE CORPORATION COM 165159104 7,700.00 400.00 SOLE SOLE
CHIRON CORP COM 170040109 548,640.00 12,192.00 SOLE SOLE
CHRIS CRAFT INDUSTRIES COM 170520100 216,069.63 2,623.00 SOLE SOLE
CHURCH AND DWIGHT COM 171340102 47,775.00 2,600.00 SOLE SOLE
CIRRUS LOGIC INC COM 172755100 201,562.50 5,000.00 SOLE SOLE
CINTAS GROUP COM 172908105 496,612.50 11,400.00 SOLE SOLE
CITY NATIONAL CORP COM 178566105 134,569.50 3,484.00 SOLE SOLE
CLAIRE'S STORES INC. COM 179584107 69,300.00 3,850.00 SOLE SOLE
CLAYTON HOMES, INC. COM 184190106 112,010.00 11,201.00 SOLE SOLE
CLEVELAND CLIFFS CORP COM 185896107 5,947.50 260.00 SOLE SOLE
COMDISCO COM 200336105 207,781.25 10,900.00 SOLE SOLE
COMMSCOPE INC COM 203372107 88,910.50 3,629.00 SOLE SOLE
COMPASS BANCSHARES INC COM 20449H109 165,750.00 8,500.00 SOLE SOLE
CONCORD EFS INC COM 206197105 502,546.09 14,150.00 SOLE SOLE
CONECTIV INC COM 206829103 123,337.50 6,900.00 SOLE SOLE
COOPER CAMERON CORP COM 216640102 259,380.00 3,520.00 SOLE SOLE
COVANCE INC COM 222816100 35,206.25 4,300.00 SOLE SOLE
CREDENCE SYSTEMS CORP COM 225302108 105,000.00 3,500.00 SOLE SOLE
CROMPTON CORPORATION COM 227116100 70,701.75 8,978.00 SOLE SOLE
CYPRESS SEMI-CONDUCTOR COM 232806109 362,009.38 8,710.00 SOLE SOLE
CYTEC IND COM 232820100 113,687.50 3,400.00 SOLE SOLE
DPL INC COM 233293109 271,320.00 9,120.00 SOLE SOLE
DQE, INC. COM 23329J104 162,105.00 4,040.00 SOLE SOLE
DST SYSTEMS INC COM 233326107 540,500.00 4,600.00 SOLE SOLE
DSP GROUP INC . COM 23332B106 67,275.00 1,800.00 SOLE SOLE
DEAN FOODS CO COM 242361103 89,775.00 2,700.00 SOLE SOLE
DENTSPLY INTERNATIONAL INC COM 249030107 129,268.75 3,700.00 SOLE SOLE
DEVRY INC COM 251893103 193,919.25 5,154.00 SOLE SOLE
DEXTER CORP COM 252165105 100,000.00 1,600.00 SOLE SOLE
DIAL CORP. COM 25247D101 82,537.50 7,100.00 SOLE SOLE
DIEBOLD COM 253651103 140,781.25 5,300.00 SOLE SOLE
DIME BANCORP INC.(NEW) COM 25429Q102 174,505.31 8,093.00 SOLE SOLE
DOLE FOOD COMPANY COM 256605106 69,000.00 4,600.00 SOLE SOLE
DOLLAR TREE STORES, INC COM 256747106 310,303.13 7,650.00 SOLE SOLE
DONALDSON CO INC COM 257651109 85,800.00 3,900.00 SOLE SOLE
DREYER GRAND ICE CREAM COM 261878102 40,968.75 1,900.00 SOLE SOLE
DUN & BRADSTREET-NEW WI COM 26483E100 83,300.00 4,900.00 SOLE SOLE
DYNEGY INC COM 26816Q101 187,530.00 3,290.00 SOLE SOLE
EGL INC COM 268484102 42,350.00 1,400.00 SOLE SOLE
ENSCO INTERNATIONAL INC COM 26874Q100 359,932.50 9,410.00 SOLE SOLE
E*TRADE GROUP INC COM 269246104 341,900.00 20,800.00 SOLE SOLE
EDWARDS AG COM 281760108 301,163.06 5,757.00 SOLE SOLE
EDWARDS LIFESCIENCES CORP COM 28176E108 93,488.38 4,286.00 SOLE SOLE
ELECTRONIC ARTS COM 285512109 424,625.00 8,600.00 SOLE SOLE
ENERGY EAST CORPORATION COM 29266M109 200,208.63 8,849.00 SOLE SOLE
ENERGIZER HOLDINGS INC COM 29266R108 176,204.00 7,192.00 SOLE SOLE
EXPRESS SCRIPTS INC. COM 302182100 212,848.50 2,946.00 SOLE SOLE
FAMILY DOLLAR STORES COM 307000109 254,100.00 13,200.00 SOLE SOLE
FASTENAL CO COM 311900104 167,112.50 2,900.00 SOLE SOLE
FEDERAL MOGUL CORP COM 313549107 17,943.75 3,300.00 SOLE SOLE
FEDERAL SIGNAL COM 313855108 63,600.00 3,200.00 SOLE SOLE
FERRO CORP COM 315405100 51,468.75 2,700.00 SOLE SOLE
FINOVA GROUP INC. . COM 317928109 13,775.00 1,900.00 SOLE SOLE
FIRST HEALTH GROUP CORP COM 320960107 145,125.00 4,500.00 SOLE SOLE
FIRST SECURTIY CORP/DEL COM 336294103 237,950.44 14,587.00 SOLE SOLE
FIRST TENNESSEE NATL CORP COM 337162101 194,156.25 9,500.00 SOLE SOLE
FIRST VIRGINIA BANKS INC COM 337477103 166,237.50 3,900.00 SOLE SOLE
FISERV, INC. COM 337738108 499,956.25 8,350.00 SOLE SOLE
FIRSTMERIT CORP COM 337915102 145,377.88 6,338.00 SOLE SOLE
FLOWERS INDUSTRIES INC COM 343496105 141,862.50 7,275.00 SOLE SOLE
FLOWSERVE CORPORATION COM 34354P105 49,904.25 3,036.00 SOLE SOLE
FOREST LABORATORIES CL A COM 345838106 711,062.50 6,200.00 SOLE SOLE
FOUNDATION HEALTH SYSTEMS-A COM 350404109 146,300.00 8,800.00 SOLE SOLE
FULLER (H. B.) CO COM 359694106 28,750.00 1,000.00 SOLE SOLE
FURNITURE BRANDS INT'L INC. COM 360921100 61,512.50 3,700.00 SOLE SOLE
GATX CORP COM 361448103 150,750.00 3,600.00 SOLE SOLE
GALILEO INTERNATIONAL INC COM 363547100 99,200.00 6,400.00 SOLE SOLE
GARTNER GROUP, INC-CL B COM 366651206 79,398.38 7,301.00 SOLE SOLE
GENZYME CORP COM 372917104 411,170.63 6,030.00 SOLE SOLE
GEORGIA GULF CORP COM 373200203 30,881.25 2,700.00 SOLE SOLE
GEORGIA PACIFIC CO TIMBER GR COM 373298702 173,343.75 6,450.00 SOLE SOLE
GILEAD SCIENCES INC. COM 375558103 369,646.88 3,370.00 SOLE SOLE
GLATFELER (P.H.) CO. COM 377316104 37,587.50 3,100.00 SOLE SOLE
GLOBAL MARINE INC COM 379352404 360,620.00 11,680.00 SOLE SOLE
GRANITE CONSTRUCTION INC COM 387328107 44,256.25 1,825.00 SOLE SOLE
GRANT PRIDECO INC COM 38821G101 159,178.50 7,256.00 SOLE SOLE
GREATER BAY BANCORP COM 391648102 97,906.88 1,410.00 SOLE SOLE
GREENPOINT FINANCIAL CORP COM 395384100 213,300.00 7,200.00 SOLE SOLE
GTECH HOLDINGS CORP . COM 400518106 52,635.63 3,178.00 SOLE SOLE
HSB GROUP, INC COM 40428N109 94,293.75 2,350.00 SOLE SOLE
HANOVER COMPRESSOR CO COM 410768105 138,337.50 4,200.00 SOLE SOLE
HARRIS CORP COM 413875105 164,368.75 5,780.00 SOLE SOLE
HARSCO CORPORATION COM 415864107 79,425.00 3,600.00 SOLE SOLE
HARTE-HANKS, INC COM 416196103 136,250.00 5,000.00 SOLE SOLE
HAWAIIAN ELECTRIC INDS COM 419870100 73,237.50 2,100.00 SOLE SOLE
HEALTH MGMT. ASSOC. CL.A COM 421933102 379,828.13 18,250.00 SOLE SOLE
HELMERICH & PAYNE COM 423452101 131,495.00 3,640.00 SOLE SOLE
HIBERNIA CORP COM 428656102 139,650.00 11,400.00 SOLE SOLE
HILLENBRAND INDUSTRIES COM 431573104 191,977.50 4,290.00 SOLE SOLE
HISPANIC BROADCASTING CORP COM 43357B104 206,275.00 7,400.00 SOLE SOLE
HON INDUSTRIES COM 438092108 100,962.50 4,100.00 SOLE SOLE
HORACE MANN EDUCATORS COM 440327104 49,125.00 3,000.00 SOLE SOLE
HORMEL FOODS CORPORATION COM 440452100 190,237.50 11,400.00 SOLE SOLE
HOUGHTON MIFFLIN CO COM 441560109 74,575.00 1,900.00 SOLE SOLE
HUBBELL INC. CL B COM 443510201 128,570.63 5,130.00 SOLE SOLE
HUNT (J.B.) COM 445658107 36,975.00 2,900.00 SOLE SOLE
ICN PHARMACEUTICALS, INC COM 448924100 181,378.75 5,455.00 SOLE SOLE
IOWA BEEF PROCESSING COM 449223106 135,512.50 7,400.00 SOLE SOLE
IDEC PHARMACEUTICALS CORP COM 449370105 561,150.00 3,200.00 SOLE SOLE
IMC GLOBAL INC. COM 449669100 89,900.00 6,200.00 SOLE SOLE
IDACORP INC COM 451107106 120,250.00 2,600.00 SOLE SOLE
IMATION CORPORATION COM 45245A107 55,875.00 3,000.00 SOLE SOLE
INCYTE GENOMICS INC COM 45337C102 189,586.25 4,610.00 SOLE SOLE
INFOCUS CORPORATION COM 45665B106 124,815.00 2,355.00 SOLE SOLE
INFORMIX CORP COM 456779107 76,725.00 18,600.00 SOLE SOLE
INTEGRATED DEVICE TECH COM 458118106 688,705.00 7,610.00 SOLE SOLE
INTERNATIONAL GAME TECHNOLOG COM 459902102 213,518.75 6,350.00 SOLE SOLE
INTERNATIONAL MULTIFOODS INC COM 460043102 7,645.00 440.00 SOLE SOLE
INTERNATIONAL RECTIFIER CORP COM 460254105 222,171.63 4,394.00 SOLE SOLE
INTL SPEEDWAY CORP-CL A COM 460335201 144,300.00 3,700.00 SOLE SOLE
INTERSTATE BAKERIES CORP COM 46072H108 80,759.25 5,522.00 SOLE SOLE
INTUIT INC COM 461202103 815,670.00 14,310.00 SOLE SOLE
INVESTMENT TECHNOLOGY GROUP COM 46145F105 83,868.75 2,100.00 SOLE SOLE
IPALCO COM 462613100 150,975.00 6,600.00 SOLE SOLE
IVAX CORP COM 465823102 495,420.00 10,770.00 SOLE SOLE
JABIL CIRCUIT INC COM 466313103 752,505.00 13,260.00 SOLE SOLE
JACOBS ENGINEERING GROUP INC COM 469814107 80,625.00 2,000.00 SOLE SOLE
JONES APPAREL GROUP COM 480074103 230,603.00 8,702.00 SOLE SOLE
KANSAS CITY POWER & LIGHT COM 485134100 128,100.00 4,800.00 SOLE SOLE
KAYDON CORP COM 486587108 48,300.00 2,100.00 SOLE SOLE
KEANE, INC COM 486665102 62,118.00 3,570.00 SOLE SOLE
KELLY SERVICES INC CLA COM 488152208 61,425.00 2,600.00 SOLE SOLE
KENNAMETAL INC COM 489170100 48,925.00 1,900.00 SOLE SOLE
KEYSTONE FIN INC COM 493482103 80,475.00 3,700.00 SOLE SOLE
KINDER MORGAN INC COM 49455P101 341,255.00 8,336.00 SOLE SOLE
LG&E ENERGY CORP COM 501917108 232,156.25 9,500.00 SOLE SOLE
L-3 COMMUNICATIONS HOLDINGS COM 502424104 129,950.00 2,300.00 SOLE SOLE
LAM RESEARCH CORP COM 512807108 198,906.25 9,500.00 SOLE SOLE
LANCASTER COLONY CORP COM 513847103 74,448.94 3,031.00 SOLE SOLE
LANCE INC COM 514606102 19,437.50 2,000.00 SOLE SOLE
LANDS END COM 515086106 44,100.00 2,100.00 SOLE SOLE
LATTICE SEMICONDUCTOR CORP COM 518415104 204,250.00 3,800.00 SOLE SOLE
LEAR CORPORATION COM 521865105 95,204.38 4,630.00 SOLE SOLE
LEE ENTERPRISES COM 523768109 95,287.50 3,300.00 SOLE SOLE
LEGATO SYSTEMS INC. COM 524651106 88,687.50 6,600.00 SOLE SOLE
LEGG MASON INC COM 524901105 237,847.50 4,092.00 SOLE SOLE
LENNAR CORP COM 526057104 130,625.00 4,400.00 SOLE SOLE
LINCARE HOLDINGS INC COM 532791100 120,430.13 4,198.00 SOLE SOLE
LITTON INDS COM 538021106 156,406.25 3,500.00 SOLE SOLE
LONE STAR STEAKHOUSE COM 542307103 8,850.00 1,200.00 SOLE SOLE
LONGVIEW FIBRE CO COM 543213102 48,000.00 4,000.00 SOLE SOLE
LUBRIZOL CORP COM 549271104 82,687.50 4,200.00 SOLE SOLE
LYONDELL CHEMICAL COMPANY COM 552078107 98,043.75 8,300.00 SOLE SOLE
MCN ENERGY GROUP, INC. COM 55267J100 148,625.00 5,800.00 SOLE SOLE
MACROMEDIA INC COM 556100105 274,762.50 3,400.00 SOLE SOLE
MAGNETEK INC COM 559424106 18,062.50 1,700.00 SOLE SOLE
MANDALAY RESORT GROUP COM 562567107 136,581.25 5,330.00 SOLE SOLE
MANPOWER INC COMMON STOCK COM 56418H100 198,012.50 6,200.00 SOLE SOLE
MARCHFIRST INC COM 566244109 160,012.50 10,200.00 SOLE SOLE
MARSHALL & ISLEY CORP COM 571834100 374,935.00 7,480.00 SOLE SOLE
MARTIN MARIETTA MATERIALS COM 573284106 130,152.00 3,400.00 SOLE SOLE
MAXXAM INC COM 577913106 9,937.50 500.00 SOLE SOLE
MCCORMICK AND CO COM 579780206 162,435.00 5,460.00 SOLE SOLE
MEDIA GENERAL INC CL A COM 584404107 90,300.00 2,100.00 SOLE SOLE
MENTOR GRAPHICS COM 587200106 115,456.25 4,900.00 SOLE SOLE
MERCANTILE BANKSHARES CORP COM 587405101 181,484.38 5,000.00 SOLE SOLE
MICREL INC COM 594793101 415,400.00 6,200.00 SOLE SOLE
MICROCHIP TECH COM 595017104 277,675.41 8,398.50 SOLE SOLE
MILLENNIUM PHARMACEUTICALS COM 599902103 946,485.00 6,480.00 SOLE SOLE
MILLER HERMAN INC COM 600544100 208,406.25 6,500.00 SOLE SOLE
MINERALS TECHNOLOGIES INC COM 603158106 78,200.00 1,700.00 SOLE SOLE
MINIMED INC COM 60365K108 375,375.00 4,200.00 SOLE SOLE
MODINE MANUFACTURING CO COM 607828100 64,795.31 2,300.00 SOLE SOLE
MODIS PROFESSIONAL SERVICES COM 607830106 20,231.25 3,900.00 SOLE SOLE
MOHAWK INDUSTRIES COM 608190104 94,469.94 4,331.00 SOLE SOLE
MONTANA POWER CO COM 612085100 253,650.00 7,600.00 SOLE SOLE
MONY GROUP INC COM 615337102 127,600.00 3,200.00 SOLE SOLE
MURPHY OIL CORP COM 626717102 226,843.75 3,500.00 SOLE SOLE
MYLAN LABORATORIES COM 628530107 253,212.50 9,400.00 SOLE SOLE
MYND CORP COM 628551103 36,450.00 2,700.00 SOLE SOLE
NCH CORP COM 628850109 21,187.50 600.00 SOLE SOLE
NCO GROUP INC COM 628858102 21,375.00 1,800.00 SOLE SOLE
NABORS INDUSTRIES COM 629568106 487,634.40 9,306.00 SOLE SOLE
NATIONAL COMMERCE BANCORP COM 635449101 291,227.06 14,607.00 SOLE SOLE
NATIONAL FUEL GAS CO COM 636180101 145,762.50 2,600.00 SOLE SOLE
NEIMAN-MARCUS GROUP INC COM 640204202 113,531.25 3,500.00 SOLE SOLE
NETWORK ASSOCIATES INC COM 640938106 212,018.88 9,371.00 SOLE SOLE
NEWPORT NEWS SHIPBUILDING IN COM 652228107 101,497.50 2,340.00 SOLE SOLE
NISOURCE INC. COM 65473P105 206,797.50 8,484.00 SOLE SOLE
NOBLE AFFILIATES COM 654894104 152,212.50 4,100.00 SOLE SOLE
NOBLE DRILLING CORPORATION COM 655042109 447,225.00 8,900.00 SOLE SOLE
NORDSON CORP COM 655663102 68,250.00 2,400.00 SOLE SOLE
NORTH FORK BANCORP COM 659424105 261,900.38 12,111.00 SOLE SOLE
NORTHEAST UTILITIES COM 664397106 216,875.00 10,000.00 SOLE SOLE
NOVA CORP/ GEORGIA COM 669784100 89,306.88 5,215.00 SOLE SOLE
NSTAR -W/I COM 67019E107 181,125.00 4,500.00 SOLE SOLE
NVIDIA CORP COM 67066G104 409,375.00 5,000.00 SOLE SOLE
OGE ENERGY CORP COM 670837103 132,137.50 6,200.00 SOLE SOLE
OCEAN ENERGY INC COM 67481E106 187,087.06 12,119.00 SOLE SOLE
OFFICEMAX INC COM 67622M108 10,331.25 2,900.00 SOLE SOLE
OGDEN CORP COM 676346109 51,537.50 3,800.00 SOLE SOLE
OHIO CASUALTY CORP COM 677240103 28,546.88 4,500.00 SOLE SOLE
OLD REPUBLIC COM 680223104 226,187.50 9,400.00 SOLE SOLE
OLIN CORPORATION COM 680665205 59,893.75 3,700.00 SOLE SOLE
OMNICARE INC COM 681904108 100,781.25 6,250.00 SOLE SOLE
OUTBACK STEAKHOUSE INC COM 689899102 146,475.00 5,400.00 SOLE SOLE
OVERSEAS SHIPHOLDING GROUP COM 690368105 62,962.50 2,300.00 SOLE SOLE
OXFORD HEALTH PLANS COM 691471106 174,263.91 5,670.00 SOLE SOLE
THE PMI GROUP INC COM 69344M101 247,287.50 3,650.00 SOLE SOLE
PSS WORLD MEDICAL INC COM 69366A100 18,578.13 5,125.00 SOLE SOLE
PACIFIC CENTURY FINACIAL COR COM 694058108 107,887.50 6,300.00 SOLE SOLE
PACIFICARE HEALTH SYSTEMS COM 695112102 81,670.13 2,346.00 SOLE SOLE
PAPA JOHNS INTL INC COM 698813102 50,125.00 2,000.00 SOLE SOLE
PARK PLACE ENTERTAINMENT COM 700690100 328,212.50 21,700.00 SOLE SOLE
PAYLESS SHOESOURCE COM 704379106 88,704.00 1,584.00 SOLE SOLE
PENNZOIL-QUAKER STATE CO COM 709323109 45,087.00 4,294.00 SOLE SOLE
PENTAIR INC COM 709631105 72,225.00 2,700.00 SOLE SOLE
PERRIGO CO COM 714290103 25,321.88 3,700.00 SOLE SOLE
PIONEER NATURAL RESOURCES COM 723787107 75,193.75 5,300.00 SOLE SOLE
PITTSTON BRINK'S GROUP COM 725701106 55,164.50 3,559.00 SOLE SOLE
POLYCOM INC COM 73172K104 294,662.50 4,400.00 SOLE SOLE
POTOMAC ELECTRIC POWER CO COM 737679100 207,368.69 8,233.00 SOLE SOLE
POWERWAVE TECHNOLOGIES INC COM 739363109 140,484.38 3,700.00 SOLE SOLE
PRECISION CASTPARTS COM 740189105 141,987.50 3,700.00 SOLE SOLE
PROTECTIVE LIFE CORP COM 743674103 136,737.88 4,577.00 SOLE SOLE
PROVIDENT FINANCIAL GROUP COM 743866105 95,086.88 3,237.00 SOLE SOLE
PUBLIC SERVICE COMP OF N MEX COM 744499104 69,862.50 2,700.00 SOLE SOLE
PUGET SOUND ENERGY, INC. COM 745332106 158,010.13 6,227.00 SOLE SOLE
QLOGIC CORPORATION COM 747277101 562,320.00 6,390.00 SOLE SOLE
QUANTA SERVICES, INC. COM 74762E102 118,250.00 4,300.00 SOLE SOLE
QUANTUM CORP-DLT & STORAGE COM 747906204 185,720.63 12,330.00 SOLE SOLE
QUEST DIAGNOSTICS INC COM 74834L100 367,200.00 3,200.00 SOLE SOLE
QUESTAR COM 748356102 178,000.00 6,400.00 SOLE SOLE
QUORUM HEALTH GROUP, INC. COM 749084109 65,910.00 5,070.00 SOLE SOLE
RPM INC OHIO COM 749685103 62,694.38 6,918.00 SOLE SOLE
RATIONAL SOFTWARE CORP COM 75409P202 874,125.00 12,600.00 SOLE SOLE
RAYONIER INC COM 754907103 82,656.25 2,300.00 SOLE SOLE
READERS DIGEST ASSOC COM 755267101 278,968.75 7,900.00 SOLE SOLE
RETEK INC. COM 76128Q109 132,500.00 2,500.00 SOLE SOLE
REYNOLDS & REYNOLDS CLASS A COM 761695105 123,225.00 6,200.00 SOLE SOLE
RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 247,228.50 7,666.00 SOLE SOLE
ROBERT HALF INTERNATIONAL COM 770323103 427,211.25 12,316.00 SOLE SOLE
ROLLINS INC COM 775711104 38,512.50 2,600.00 SOLE SOLE
ROSLYN BANCORP INC COM 778162107 103,596.25 4,630.00 SOLE SOLE
ROSS STORES INC COM 778296103 100,280.00 6,976.00 SOLE SOLE
RUDDICK CORP COM 781258108 40,237.50 2,900.00 SOLE SOLE
RYERSON TULL INC COM 78375P107 14,703.63 1,558.00 SOLE SOLE
SCI SYSTEMS INC. COM 783890106 429,188.00 10,468.00 SOLE SOLE
SEI INVESTMENTS COMPANY COM 784117103 263,685.25 3,727.00 SOLE SOLE
SPX CORP. COM 784635104 305,165.63 2,150.00 SOLE SOLE
SAKS INC. COM 79377W108 100,665.75 10,194.00 SOLE SOLE
SAWTEK INC COM 805468105 107,843.75 2,800.00 SOLE SOLE
SCANA CORP COM 80589M102 224,553.88 7,273.00 SOLE SOLE
SCHOLASTIC CORP COM 807066105 87,518.75 1,100.00 SOLE SOLE
SCHULMAN (A.) INC. COM 808194104 29,700.00 2,700.00 SOLE SOLE
SEMTECH CORP COM 816850101 207,000.00 4,800.00 SOLE SOLE
SENSORMATIC ELECTRONICS CORP COM 817265101 85,500.00 5,700.00 SOLE SOLE
SEPRACOR INC COM 817315104 618,345.00 5,040.00 SOLE SOLE
SEQUA CORPORATION COM 817320104 25,500.00 600.00 SOLE SOLE
SHAW INDUSTRIES INC COM 820286102 170,200.00 9,200.00 SOLE SOLE
SIERRA PACIFIC RESOURCES COM 826428104 103,932.00 5,774.00 SOLE SOLE
SILICON VALLEY BANCSHARES COM 827064106 145,585.94 2,500.00 SOLE SOLE
SIX FLAGS INC COM 83001P109 88,350.00 5,700.00 SOLE SOLE
SMITH INTERNATIONAL INC COM 832110100 269,156.25 3,300.00 SOLE SOLE
SMUCKER (J.M.) COM 832696306 46,193.75 1,900.00 SOLE SOLE
SOLUTIA INC COM 834376105 96,892.25 8,518.00 SOLE SOLE
SONOCO PRODUCTS INC COM 835495102 142,007.38 7,862.00 SOLE SOLE
SOTHEBY'S COM 835898107 109,450.00 4,400.00 SOLE SOLE
SOUTHDOWN INC COM 841297104 197,647.50 2,774.00 SOLE SOLE
SOVEREIGN BANCORP INC COM 845905108 145,521.00 15,732.00 SOLE SOLE
STANDARD REGISTER CO COM 853887107 30,400.00 1,900.00 SOLE SOLE
STERIS CORP COM 859152100 57,768.00 4,814.00 SOLE SOLE
STEWART AND STEVENSON SVCS COM 860342104 43,593.75 2,500.00 SOLE SOLE
STORA ENSO OYJ - ADR COM 86210M106 7.77 0.94 SOLE SOLE
STORAGE TECHNOLOGY CORP COM 862111200 103,726.00 7,648.00 SOLE SOLE
STRUCTURAL DYNAMICS RESEARCH COM 863555108 36,025.00 2,200.00 SOLE SOLE
STRYKER CORP COM 863667101 592,966.88 13,810.00 SOLE SOLE
SUIZA FOODS CORP COM 865077101 126,718.75 2,500.00 SOLE SOLE
SUNGARD DATA SYSTEMS, INC. COM 867363103 406,205.00 9,488.00 SOLE SOLE
SUPERIOR INDUSTRIES COM 868168105 69,000.00 2,300.00 SOLE SOLE
SWIFT TRANSPORTATION CO., IN COM 870756103 48,331.25 3,700.00 SOLE SOLE
SYBASE INC . COM 871130100 135,700.00 5,900.00 SOLE SOLE
SYBRON INTERNATIONAL CORP COM 87114F106 168,720.00 7,030.00 SOLE SOLE
SYKES ENTERPRISES INC COM 871237103 16,662.50 3,100.00 SOLE SOLE
SYLVAN LEARNING SYSTEMS, INC COM 871399101 7,406.25 500.00 SOLE SOLE
SYMANTEC CORP COM 871503108 162,800.00 3,700.00 SOLE SOLE
SYMBOL TECHNOLOGIES INC COM 871508107 336,914.06 9,375.00 SOLE SOLE
SYNOPSYS INC COM 871607107 185,928.38 4,909.00 SOLE SOLE
TCF FINANCIAL CORP COM 872275102 247,911.13 6,589.00 SOLE SOLE
TECO ENERGY INC COM 872375100 270,250.00 9,400.00 SOLE SOLE
TECH DATA CORP COM 878237106 165,399.75 3,869.00 SOLE SOLE
TECUMSEH PRODUCTS CO-CL A COM 878895200 62,812.50 1,500.00 SOLE SOLE
TELEFLEX, INC. COM 879369106 92,812.50 2,700.00 SOLE SOLE
TELEPHONE & DATA COM 879433100 462,726.00 4,180.00 SOLE SOLE
3 COM CORPORATION COM 885535104 465,834.13 24,278.00 SOLE SOLE
TIDEWATER INC COM 886423102 209,300.00 4,600.00 SOLE SOLE
TITAN CORPORATION COM 888266103 64,350.00 3,900.00 SOLE SOLE
TRANSACTION SYSTEMS ARCHIT-A COM 893416107 35,750.00 2,200.00 SOLE SOLE
TRANSWITCH CORP COM 894065101 344,250.00 5,400.00 SOLE SOLE
TRIGON HEALTHCARE INC COM 89618L100 168,200.00 3,200.00 SOLE SOLE
TRINITY INDUSTRIES COM 896522109 67,787.50 2,900.00 SOLE SOLE
TRIQUINT SEMICONDUCTOR COM 89674K103 189,475.00 5,200.00 SOLE SOLE
TYSON FOODS INC CL A COM 902494103 165,500.00 16,550.00 SOLE SOLE
UCAR INTERNATIONAL, INC COM 90262K109 13,956.25 1,100.00 SOLE SOLE
USG CORP COM 903293405 79,197.50 3,160.00 SOLE SOLE
ULTRAMAR DIAMOND SHAMROCK COM 904000106 164,937.50 6,500.00 SOLE SOLE
UNIFI, INC COM 904677101 45,843.75 4,500.00 SOLE SOLE
UNITED RENTALS INCORPORATED COM 911363109 110,975.00 4,600.00 SOLE SOLE
UNITRIN, INC. COM 913275103 171,112.50 5,400.00 SOLE SOLE
UNIVERSAL CORPORATION COM 913456109 76,375.00 2,600.00 SOLE SOLE
UNIVERSAL FOODS CORP COM 913538104 69,275.00 3,400.00 SOLE SOLE
UNIVISION COMMIUNICATIONS IN COM 914906102 548,665.00 14,680.00 SOLE SOLE
UTILICORP UNITED INC COM 918005109 157,837.50 6,100.00 SOLE SOLE
VALASSIS COMMUNICATION COM 918866104 91,403.00 4,108.00 SOLE SOLE
VALERO ENERGY CORP COM 91913Y100 140,750.00 4,000.00 SOLE SOLE
VALSPAR CORP COM 920355104 73,568.00 3,200.00 SOLE SOLE
VARCO INTERNATIONAL INC COM 922122106 147,768.75 7,100.00 SOLE SOLE
VECTREN CORP COM 92240G101 89,375.00 4,400.00 SOLE SOLE
VIAD CORPORATION COM 92552R109 185,937.50 7,000.00 SOLE SOLE
VISHAY INTERTECHNOLOGY INC COM 928298108 303,256.50 9,862.00 SOLE SOLE
VISX INC COM 92844S105 112,491.00 4,176.00 SOLE SOLE
VITESSE SEMICONDUCTOR COM 928497106 1,138,222.13 12,798.00 SOLE SOLE
WADDELL & REED FINANCIAL, IN COM 930059100 167,400.00 5,400.00 SOLE SOLE
WALLACE COMPUTER SERVICES COM 932270101 51,850.00 3,400.00 SOLE SOLE
WARNACO GROUP CL-A COM 934390105 16,400.00 4,100.00 SOLE SOLE
WASHINGTON GAS LIGHT CO COM 938837101 80,625.00 3,000.00 SOLE SOLE
WASHINGTON POST CLASS B COM 939640108 378,486.38 717.00 SOLE SOLE
WATERS CORP COM 941848103 801,000.00 9,000.00 SOLE SOLE
WAUSAU-MOSINEE PAPER MILLS COM 943315101 33,650.50 4,342.00 SOLE SOLE
WEATHERFORD INTERNATIONAL COM 947074100 312,008.00 7,256.00 SOLE SOLE
WEBSTER FINANCIAL CORPORATIO COM 947890109 78,118.75 2,900.00 SOLE SOLE
WELLMAN, INC COM 949702104 36,093.75 2,500.00 SOLE SOLE
WESTAMERICA BANCORPORATION COM 957090103 93,625.00 2,800.00 SOLE SOLE
WESTERN RESOURCES INC COM 959425109 105,962.50 4,900.00 SOLE SOLE
WESTPOINT STEVENS INC COM 961238102 15,925.00 1,300.00 SOLE SOLE
WESTWOOD ONE INC COM 961815107 165,283.13 7,710.00 SOLE SOLE
WHITMAN CORP COM 96647R107 118,168.75 10,220.00 SOLE SOLE
WILLIAMS-SONOMA INC. COM 969904101 167,981.50 4,834.00 SOLE SOLE
WILMINGTON TRUST CORP COM 971807102 144,787.50 2,700.00 SOLE SOLE
WIND RIVER SYSTEMS COM 973149107 215,718.75 4,500.00 SOLE SOLE
WISCONSIN CENTRAL TRANSPORT COM 976592105 12,675.00 1,200.00 SOLE SOLE
WISC ENERGY CORP COM 976657106 173,456.25 8,700.00 SOLE SOLE
YORK INTL CORP NEW COM COM 986670107 77,112.50 3,100.00 SOLE SOLE
ZIONS BANCORPORATION COM 989701107 306,843.75 6,000.00 SOLE SOLE
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AMERICAN GENERAL CORP COM 026351106 187,200.00 2,400.00 SOLE SOLE
AMERICAN INTERNATIONAL GROUP COM 026874107 143,531.25 1,500.00 SOLE SOLE
ARCHSTONE COMMUNITIES TRUST COM 039581103 32,668.13 1,330.00 SOLE SOLE
AUTOMATIC DATA PROCESSING IN COM 053015103 66,875.00 1,000.00 SOLE SOLE
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AVON PRODUCTS INC COM 054303102 102,187.50 2,500.00 SOLE SOLE
BCE INC COM 05534B109 84,150.00 3,600.00 SOLE SOLE
BANK OF NEW YORK COM 064057102 95,306.25 1,700.00 SOLE SOLE
BAXTER INTERNATIONAL INC COM 071813109 107,746.88 1,350.00 SOLE SOLE
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BOWATER INC. COM 102183100 27,862.50 600.00 SOLE SOLE
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CHASE MANHATTAN COM 16161A108 103,921.88 2,250.00 SOLE SOLE
CITIGROUP INC COM 172967101 54,062.50 1,000.00 SOLE SOLE
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CORNING CORP COM 219350105 118,800.00 400.00 SOLE SOLE
DOMINION RESOURCES COM 25746U109 58,062.50 1,000.00 SOLE SOLE
DUKE POWER COM 264399106 214,375.00 2,500.00 SOLE SOLE
EL PASO ENERGY CORPORATION COM 283905107 61,625.00 1,000.00 SOLE SOLE
ELECTRONIC DATA SYSTEMS CORP COM 285661104 16,600.00 400.00 SOLE SOLE
ENRON COM 293561106 184,012.50 2,100.00 SOLE SOLE
EQUITY OFFICE PROPERTIES COM 294741103 49,700.00 1,600.00 SOLE SOLE
EQUITY RESIDENTIAL PROPS TR COM 29476L107 46,080.00 960.00 SOLE SOLE
ERICSSON TEL ADR COM 294821400 71,100.00 4,800.00 SOLE SOLE
ETHAN ALLEN INTERIORS COM 297602104 42,468.75 1,500.00 SOLE SOLE
EXXON MOBIL CORPORATION COM 30231G102 475,927.50 5,340.00 SOLE SOLE
FIRSTAR CORP (NEW) COM 33763V109 44,750.00 2,000.00 SOLE SOLE
FLEET BOSTON FINANCIAL CORP COM 339030108 109,200.00 2,800.00 SOLE SOLE
FRANKLIN RESOURCES INC COM 354613101 44,430.00 1,000.00 SOLE SOLE
GENERAL ELECTRIC COM 369604103 640,331.25 11,100.00 SOLE SOLE
GOLDMAN SACHS GROUP INC. COM 38141G104 56,968.75 500.00 SOLE SOLE
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HOUSEHOLD INTERNATIONAL COM 441815107 169,875.00 3,000.00 SOLE SOLE
JOHNSON CONTROLS COM 478366107 95,737.50 1,800.00 SOLE SOLE
KERR-MCGEE CO COM 492386107 66,250.00 1,000.00 SOLE SOLE
KEYSPAN CORPORATION COM 49337W100 48,150.00 1,200.00 SOLE SOLE
KIMCO REALTY CORP COM 49446R109 29,575.00 700.00 SOLE SOLE
KINDER MORGAN ENERGY PRTNRS COM 494550106 47,375.00 1,000.00 SOLE SOLE
KINDER MORGAN INC COM 49455P101 49,125.00 1,200.00 SOLE SOLE
KNIGHT RIDDER INC COM 499040103 35,568.75 700.00 SOLE SOLE
LEHMAN BROTHERS HOLDINGS COM 524908100 73,875.00 500.00 SOLE SOLE
THE LIMITED LTD COM 532716107 95,310.00 4,320.00 SOLE SOLE
LIZ CLAIBORNE INC COM 539320101 30,800.00 800.00 SOLE SOLE
LUCENT TECHNOLOGIES COM 549463107 76,406.25 2,500.00 SOLE SOLE
MBNA CORPORATION COM 55262L100 84,700.00 2,200.00 SOLE SOLE
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MCGRAW HILL COS INC. COM 580645109 158,906.25 2,500.00 SOLE SOLE
MEDTRONIC INC COM 585055106 93,262.50 1,800.00 SOLE SOLE
MELLON FINANCIAL CORP COM 58551A108 185,500.00 4,000.00 SOLE SOLE
MERRILL LYNCH COM 590188108 66,000.00 1,000.00 SOLE SOLE
MILLIPORE CORP COM 601073109 38,750.00 800.00 SOLE SOLE
MOTOROLA INC COM 620076109 144,075.00 5,100.00 SOLE SOLE
MURPHY OIL CORP COM 626717102 64,812.50 1,000.00 SOLE SOLE
NEW YORK TIMES CLASS A COM 650111107 78,625.00 2,000.00 SOLE SOLE
NICOR COM 654086107 43,425.00 1,200.00 SOLE SOLE
NOKIA CORP-ADR A COM 654902204 95,550.00 2,400.00 SOLE SOLE
NORTEL NETWORKS CORP COM 656568102 203,286.81 3,413.00 SOLE SOLE
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PAYCHEX INC COM 704326107 31,500.00 600.00 SOLE SOLE
PHILIP MORRIS CO INC COM 718154107 58,875.00 2,000.00 SOLE SOLE
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SBC COMMUNICATIONS, INC. COM 78387G103 236,850.00 4,737.00 SOLE SOLE
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SNAP ON TOOLS, INC. COM 833034101 23,562.50 1,000.00 SOLE SOLE
SPIEKER PROPERTIES INC. COM 848497103 48,928.13 850.00 SOLE SOLE
TEXAS INTRUMENTS COM 882508104 61,343.75 1,300.00 SOLE SOLE
TIDEWATER INC COM 886423102 40,950.00 900.00 SOLE SOLE
TOSCO CORP COM 891490302 62,375.00 2,000.00 SOLE SOLE
ULTRAMAR DIAMOND SHAMROCK COM 904000106 50,750.00 2,000.00 SOLE SOLE
UNICOM CORPORATION COM 904911104 56,187.50 1,000.00 SOLE SOLE
VIAD CORPORATION COM 92552R109 29,218.75 1,100.00 SOLE SOLE
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WILLIAMS COS COM 969457100 169,000.00 4,000.00 SOLE SOLE
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ABM INDUSTRIES INC COM 000957100 15,496.88 570.00 SOLE SOLE
AVT CORPORATION COM 002420107 1,335.00 240.00 SOLE SOLE
AXT INC COM 00246W103 12,543.75 300.00 SOLE SOLE
AARON RENTS INC. COM 002535201 4,506.25 350.00 SOLE SOLE
ACTEL CORP COM 004934105 21,562.50 600.00 SOLE SOLE
ADAC LABORATORIES COM 005313200 21,228.75 1,020.00 SOLE SOLE
ADAPTIVE BROADBAND CORP COM 00650M104 18,174.00 932.00 SOLE SOLE
ADMINISTAFF INC COM 007094105 29,523.00 390.00 SOLE SOLE
ADVANCE PARADIGM, INC. COM 007491103 42,609.38 1,010.00 SOLE SOLE
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AMCAST IND COM 023395106 3,114.38 330.00 SOLE SOLE
AMERICAN FREIGHTWAYS CORP. COM 02629V108 11,890.38 749.00 SOLE SOLE
AMERICAN MGMT. SYSTEMS COM 027352103 17,892.19 1,041.00 SOLE SOLE
AMERICAN STATES WATER CO COM 029899101 8,470.00 280.00 SOLE SOLE
AMERICREDIT CORPORATION COM 03060R101 54,455.63 1,890.00 SOLE SOLE
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ANALYSTS INTERNATIONAL CORP COM 032681108 1,082.81 150.00 SOLE SOLE
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ANCHOR GAMING COM 033037102 23,868.75 300.00 SOLE SOLE
ANIXTER INTERNATIONAL COM 035290105 31,775.38 1,091.00 SOLE SOLE
ANN TAYLOR STORES COM 036115103 26,483.44 689.00 SOLE SOLE
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APPLEBEES INTL INC COM 037899101 17,273.00 751.00 SOLE SOLE
APPLIED INDUSTRIAL TECH COM 03820C105 10,785.69 623.00 SOLE SOLE
APTARGROUP INC. COM 038336103 21,065.00 880.00 SOLE SOLE
ARCH CHEMICALS INC. COM 03937R102 14,600.00 800.00 SOLE SOLE
ARCTIC CAT INC COM 039670104 14,405.13 1,141.00 SOLE SOLE
ARTESYN TECHNOLOGIES INC COM 043127109 29,125.00 1,000.00 SOLE SOLE
ASPECT COMMUNICATIONS CORP COM 04523Q102 26,482.50 1,284.00 SOLE SOLE
ASPEN TECHNOLOGY, INC COM 045327103 27,075.00 600.00 SOLE SOLE
ASTEC INDUSTRIES INC COM 046224101 5,140.63 470.00 SOLE SOLE
ATLANTIC COAST AIRLINE HLDG COM 048396105 16,093.75 500.00 SOLE SOLE
ATMOS ENERGY INC COM 049560105 15,015.00 728.00 SOLE SOLE
ATWOOD OCEANICS INC COM 050095108 16,675.00 400.00 SOLE SOLE
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AVISTA CORP COM 05379B107 27,000.00 1,200.00 SOLE SOLE
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AZTAR CORP COM 054802103 19,111.13 1,243.00 SOLE SOLE
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BMC INDUSTRIES INC. COM 055607105 4,791.88 697.00 SOLE SOLE
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BARR LABORATORIES INC COM 068306109 54,707.81 825.00 SOLE SOLE
BARRA INC COM 068313105 18,618.75 300.00 SOLE SOLE
BARRETT RESOURCES CORP COM 068480201 28,397.19 751.00 SOLE SOLE
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BELDEN INC COM 077459105 16,395.75 694.00 SOLE SOLE
BENCHMARK ELECTRONICS INC COM 08160H101 24,960.00 480.00 SOLE SOLE
BERINGER WINE ESTATES-B COM 084102102 27,781.25 500.00 SOLE SOLE
BILLING CONCEPTS CORPORATION COM 090063108 2,913.38 914.00 SOLE SOLE
BINDLEY WESTERN INDS COM 090324104 23,456.00 733.00 SOLE SOLE
BIO-TECHNOLOGY GENERAL CORP COM 090578105 12,398.25 1,084.00 SOLE SOLE
BIOMATRIX COM 09060P102 10,500.00 600.00 SOLE SOLE
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BLACK BOX CORPORATION COM 091826107 18,650.00 400.00 SOLE SOLE
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BRADY CORPORATION COM 104674106 18,634.00 616.00 SOLE SOLE
BRIGHTPOINT INC COM 109473108 1,323.22 263.00 SOLE SOLE
BROOKTROUT INC COM 114580103 9,881.25 300.00 SOLE SOLE
BROWN SHOE COMPANY INC COM 115736100 6,532.31 711.00 SOLE SOLE
BRUSH WELLMAN INC COM 117421107 12,975.00 600.00 SOLE SOLE
BUCKEYE TECHNOLOGIES INC COM 118255108 21,040.50 1,014.00 SOLE SOLE
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BUTLER MANUFACTURING COM 123655102 7,408.81 323.00 SOLE SOLE
C&D TECHNOLOGIES INC COM 124661109 35,185.00 620.00 SOLE SOLE
C-COR.NET CORPORATION COM 125010108 10,259.38 670.00 SOLE SOLE
C CUBE MICROSYSTEMS INC-NEW COM 12501N108 24,538.50 1,197.00 SOLE SOLE
CDI CORP COM 125071100 8,400.00 525.00 SOLE SOLE
CEC ENTERTAINMENT INC COM 125137109 24,416.00 763.00 SOLE SOLE
CH ENERGY GROUP INC COM 12541M102 17,345.63 435.00 SOLE SOLE
CPI CORPORATION COM 125902106 7,225.00 340.00 SOLE SOLE
CTS CORP COM 126501105 39,892.50 788.00 SOLE SOLE
CUNO INCORPORATED COM 126583103 8,900.00 400.00 SOLE SOLE
CABLE DESIGN TECHNOLOGIES COM 126924109 28,080.94 1,155.00 SOLE SOLE
CABOT OIL & GAS CORP COM 127097103 15,586.88 765.00 SOLE SOLE
CAL DIVE INTERNATIONAL INC COM 127914109 22,875.00 400.00 SOLE SOLE
CAMBREX CORP COM 132011107 24,790.00 670.00 SOLE SOLE
CARAUSTAR INDUSTRIES COM 140909102 6,681.75 604.00 SOLE SOLE
CASCADE NATURAL GAS CORP. COM 147339105 8,225.00 470.00 SOLE SOLE
CASEY'S GENERAL STORES COM 147528103 18,252.00 1,404.00 SOLE SOLE
CASH AMERICA INTERNATIONAL COM 14754D100 5,791.50 792.00 SOLE SOLE
CASTLE (A.M.) & CO. COM 148411101 4,995.38 519.00 SOLE SOLE
CATALINA MARKETING C POS COM 148867104 59,146.50 1,572.00 SOLE SOLE
CATO CORP NEW CL A COM 149205106 11,225.00 898.00 SOLE SOLE
CENTRAL PARKING CORP COM 154785109 15,235.81 769.00 SOLE SOLE
CENTURA BANKS INC. COM 15640T100 37,967.69 991.00 SOLE SOLE
CEPHALON INC COM 156708109 41,758.50 861.00 SOLE SOLE
CERNER CORP COM 156782104 39,379.00 848.00 SOLE SOLE
CHAMPION ENTERPRISES INC COM 158496109 909.5 214.00 SOLE SOLE
CHECKPOINT SYSTEMS INC COM 162825103 7,290.25 964.00 SOLE SOLE
CHEESECAKE FACTORY COM 163072101 40,741.50 942.00 SOLE SOLE
CHEMED CORPORATION COM 163596109 10,848.06 341.00 SOLE SOLE
CHEMFIRST INC COM 16361A106 14,298.19 687.00 SOLE SOLE
CHICO'S FAS INC COM 168615102 15,300.00 450.00 SOLE SOLE
CHITTENDEN CORP COM 170228100 16,953.75 660.00 SOLE SOLE
CHOICE POINT INC COM 170388102 47,985.25 1,046.00 SOLE SOLE
CIBER INC COM 17163B102 11,393.25 1,381.00 SOLE SOLE
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CLARCOR INC. COM 179895107 14,898.00 764.00 SOLE SOLE
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COCA-COLA BOTTLING COM 191098102 11,448.94 273.00 SOLE SOLE
COGNEX CORPORATION COM 192422103 42,553.06 1,079.00 SOLE SOLE
COHERENT INC COM 192479103 44,200.00 650.00 SOLE SOLE
COMMERCE BANCORP INC NJ COM 200519106 40,207.56 691.00 SOLE SOLE
COMMERCIAL FEDERAL CORP COM 201647104 29,356.88 1,535.00 SOLE SOLE
COMMERCIAL METALS COMPANY COM 201723103 14,535.00 570.00 SOLE SOLE
COMMUNITY FIRST BANKSHARES COM 203902101 21,075.00 1,200.00 SOLE SOLE
COMPUTER TASK GROUP INC COM 205477102 437.5 140.00 SOLE SOLE
CONSOLIDATED GRAPHICS COM 209341106 1,045.75 89.00 SOLE SOLE
CONSOLIDATED PRODUCTS COM 209798107 5,896.00 737.00 SOLE SOLE
CONSTELLATION BRANDS INC - A COM 21036P108 21,018.94 387.00 SOLE SOLE
COOPER COMPANIES COM 216648402 14,150.00 400.00 SOLE SOLE
COPART INC COM 217204106 19,425.00 1,400.00 SOLE SOLE
COR THERAPEUTICS INC COM 217753102 91,474.75 1,468.00 SOLE SOLE
CORN PRODUCTS INTL COM 219023108 20,975.50 922.00 SOLE SOLE
COST PLUS INC COM 221485105 15,062.50 500.00 SOLE SOLE
COVENTRY HEALTH CARE INC COM 222862104 24,260.50 1,604.00 SOLE SOLE
CROSS TIMBERS OIL COMPANY COM 227573102 34,882.88 1,818.00 SOLE SOLE
CULLEN/FROST BANKERS INC COM 229899109 41,275.00 1,270.00 SOLE SOLE
CURATIVE HEALTH SERVICES COM 231264102 489.38 90.00 SOLE SOLE
CYGNUS INC COM 232560102 6,402.00 582.00 SOLE SOLE
DMC STRATEX NETWORKS INC COM 23322L106 33,297.56 2,073.00 SOLE SOLE
D.R. HORTON INC COM 23331A109 25,291.41 1,471.50 SOLE SOLE
DAIN RAUSCHER CORP COM 233856103 32,178.00 346.00 SOLE SOLE
DALLAS SEMICONDUCTOR CORP COM 235204104 46,616.75 1,418.00 SOLE SOLE
DATASCOPE CORP COM 238113104 16,415.00 490.00 SOLE SOLE
DELPHI FINANCIAL GROUP, INC COM 247131105 20,533.50 507.00 SOLE SOLE
DELTA & PINE LAND COMPANY COM 247357106 24,454.50 952.00 SOLE SOLE
DELTIC TIMBER CORP COM 247850100 5,081.25 300.00 SOLE SOLE
DENDRITE INTERNATIONAL INC COM 248239105 24,131.25 900.00 SOLE SOLE
DIAGNOSTIC PRODUCTS CORP COM 252450101 22,522.50 420.00 SOLE SOLE
DIONEX CORP COM 254546104 17,680.00 640.00 SOLE SOLE
DISCOUNT AUTO PARTS, INC. COM 254642101 4,343.44 565.00 SOLE SOLE
DOWNEY FINANCIAL CORP COM 261018105 30,928.50 783.00 SOLE SOLE
DRESS BARN, INC COM 261570105 11,676.00 556.00 SOLE SOLE
DRIL-QUIP, INC COM 262037104 17,146.25 430.00 SOLE SOLE
DURA PHARMACEUTICALS INC COM 26632S109 45,987.50 1,300.00 SOLE SOLE
DYCOM INDUSTRIES COM 267475101 37,462.50 900.00 SOLE SOLE
EGL INC COM 268484102 21,780.00 720.00 SOLE SOLE
ESS TECHNOLOGY INC COM 269151106 15,743.75 1,100.00 SOLE SOLE
EARTHGRAINS COMPANY COM 270319106 20,686.88 1,122.00 SOLE SOLE
EATON VANCE CORP COM 278265103 52,530.00 1,030.00 SOLE SOLE
EDGEWATER TECHNOLOGY INC COM 280358102 4,200.00 800.00 SOLE SOLE
ELCOR CO. COM 284443108 7,177.50 495.00 SOLE SOLE
ELECTRO SCIENTIFIC INDS INC COM 285229100 24,025.50 684.00 SOLE SOLE
ELECTROGLAS INC COM 285324109 7,848.75 460.00 SOLE SOLE
ELOYALTY CORPORATION COM 290151109 12,864.75 1,009.00 SOLE SOLE
ENERGEN CORP COM 29265N108 25,882.50 870.00 SOLE SOLE
ENHANCE FINANCIAL SVCS GROUP COM 293310108 13,130.00 1,010.00 SOLE SOLE
ENZO BIOCHEM INC COM 294100102 40,449.00 834.00 SOLE SOLE
EPICOR SOFTWARE CORP COM 29426L108 1,575.00 450.00 SOLE SOLE
ESTERLINE TECHNOLOGIES COM 297425100 8,859.38 450.00 SOLE SOLE
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FYI INC COM 302712104 18,687.50 500.00 SOLE SOLE
FACTORY 2-U STORES INC COM 303072102 9,168.75 300.00 SOLE SOLE
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FAIR ISSAC & COMPANY INC. COM 303250104 14,727.19 345.00 SOLE SOLE
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FILENET CORPORATION COM 316869106 14,331.75 788.00 SOLE SOLE
FIRST AMERICAN CORPORATION COM 318522307 31,249.88 1,497.00 SOLE SOLE
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FIRST MIDWEST BANCORP INC/IL COM 320867104 28,435.50 1,068.00 SOLE SOLE
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FOOTSTAR INC COM 344912100 22,844.94 707.00 SOLE SOLE
FORWARD AIR CORPORATION COM 349853101 17,593.75 500.00 SOLE SOLE
FOSSIL INC COM 349882100 10,650.00 800.00 SOLE SOLE
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FREMONT GENERAL CORP COM 357288109 378.13 110.00 SOLE SOLE
FRIEDE GOLDMAN HALTER INC COM 358430106 2,973.31 421.00 SOLE SOLE
FRITZ COMPANIES INC COM 358846103 13,284.00 1,107.00 SOLE SOLE
G & K SEREVICES INC -CL A COM 361268105 14,929.25 532.00 SOLE SOLE
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GARDNER DENVER, INC COM 365558105 7,962.50 490.00 SOLE SOLE
GENERAL COMMUNICATION COM 369385109 12,179.94 1,702.00 SOLE SOLE
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GENERAL SEMICONDUCTOR INC COM 370787103 13,966.88 1,146.00 SOLE SOLE
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HA-LO INDUSTRIES INC. COM 404429102 600 150.00 SOLE SOLE
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HENRY (JACK) & ASSOCIATES COM 426281101 43,635.25 1,006.00 SOLE SOLE
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IHOP CORP COM 449623107 11,130.75 582.00 SOLE SOLE
IMCO RECYCLING COM 449681105 3,180.00 530.00 SOLE SOLE
IDEX CORP COM 45167R104 22,350.00 800.00 SOLE SOLE
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INSITUFORM TECHNOL CL A COM 457667103 23,537.50 700.00 SOLE SOLE
INSURANCE AUTO AUCTIONS INC COM 457875102 8,417.50 520.00 SOLE SOLE
INTER TEL INC COM 458372109 8,121.75 714.00 SOLE SOLE
INTERFACE INC COM 458665106 10,757.81 1,350.00 SOLE SOLE
INTERMET CORP COM 45881K104 4,951.75 683.00 SOLE SOLE
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IONICS INC COM 462218108 7,928.25 372.00 SOLE SOLE
ITRON INC COM 465741106 2,345.88 383.00 SOLE SOLE
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KRONOS INC COM 501052104 11,250.00 375.00 SOLE SOLE
KULICKE & SOFFA INDUSTRIES COM 501242101 16,960.13 1,274.00 SOLE SOLE
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MATERIAL SCIENCES COM 576674105 4,527.25 398.00 SOLE SOLE
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PHILLIPS VAN HEUSEN CORP COM 718592108 11,766.56 1,141.00 SOLE SOLE
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PHOTRONICS INC COM 719405102 14,156.31 649.00 SOLE SOLE
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PLAINS RESOURCES INC. COM 726540503 7,455.63 395.00 SOLE SOLE
PLANTRONICS INC COM 727493108 45,600.00 1,200.00 SOLE SOLE
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POGO PRODUCING CO COM 730448107 19,132.75 754.00 SOLE SOLE
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POLYMEDIA CORP COM 731738100 14,148.75 330.00 SOLE SOLE
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PRIDE INTERNATIONAL INC COM 741932107 46,163.00 1,742.00 SOLE SOLE
PRIORITY HEALTHCARE CORP-B COM 74264T102 46,131.25 605.00 SOLE SOLE
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RGS ENERGY GROUP INC COM 74956K104 49,610.00 1,760.00 SOLE SOLE
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REGAL-BELOIT COM 758750103 9,056.64 534.00 SOLE SOLE
REGENERON PHARMACEUTICAL COM 75886F107 32,266.13 989.00 SOLE SOLE
REGIS CORP COM 758932107 12,480.00 832.00 SOLE SOLE
RELIANCE STEEL AND ALUMINUM COM 759509102 14,849.06 705.00 SOLE SOLE
REMEDY CORP COM 759548100 13,212.50 700.00 SOLE SOLE
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SMITHFIELD FOODS, INC. COM 832248108 39,532.50 1,506.00 SOLE SOLE
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SONIC CORP COM 835451105 18,018.00 572.00 SOLE SOLE
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SPHERION CORPORATION COM 848420105 22,609.63 1,894.00 SOLE SOLE
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STARTEK INC COM 85569C107 10,150.00 350.00 SOLE SOLE
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THQ INC COM 872443403 11,160.00 480.00 SOLE SOLE
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TECHNE CORP COM 878377100 56,000.00 500.00 SOLE SOLE
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TELECOM SEMICONDUCTOR COM 87921P107 6,842.50 460.00 SOLE SOLE
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THOMAS INDUSTRIES INC COM 884425109 8,910.00 440.00 SOLE SOLE
THOR INDUSTRIES INC COM 885160101 8,325.00 360.00 SOLE SOLE
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TIMBERLAND COMPANY COM 887100105 33,128.00 808.00 SOLE SOLE
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TORO COMPANY COM 891092108 13,828.50 439.00 SOLE SOLE
TOWER AUTOMOTIVE COM 891707101 11,062.50 1,180.00 SOLE SOLE
TREDEGAR CORPORATION COM 894650100 17,710.69 1,023.00 SOLE SOLE
TRIARC COMPANIES COM 895927101 20,192.50 820.00 SOLE SOLE
TRIMBLE NAVIGATION LTD COM 896239100 16,937.88 757.00 SOLE SOLE
TRUE NORTH COMMUNICATIONS COM 897844106 51,408.50 1,438.00 SOLE SOLE
TRUSTCO BANK CORP NY COM 898349105 16,178.63 1,314.00 SOLE SOLE
TUCKER ANTHONY SUTRO COM 898647102 15,225.00 600.00 SOLE SOLE
UGI CORP COM 902681105 16,975.00 700.00 SOLE SOLE
UIL HOLDINGS CORPORATION COM 902748102 19,289.06 375.00 SOLE SOLE
URS CORPORATION COM 903236107 5,300.00 400.00 SOLE SOLE
US ONCOLOGY INC COM 90338W103 1,495.31 330.00 SOLE SOLE
ULTRATECH STEPPER INC COM 904034105 9,525.06 593.00 SOLE SOLE
UNISOURCE ENERGY CORP HLD CO COM 909205106 13,100.00 800.00 SOLE SOLE
UNITED BANKSHARES INC COM 909907107 21,587.50 1,100.00 SOLE SOLE
UNITED NATURAL FOODS, INC. COM 911163103 5,506.88 445.00 SOLE SOLE
UNITED STATIONERS INC COM 913004107 24,187.50 900.00 SOLE SOLE
UNIVERSAL FOREST PRODUCTS COM 913543104 6,864.55 601.00 SOLE SOLE
UNIVERSAL HEALTH SERVICES - COM 913903100 70,212.50 820.00 SOLE SOLE
USFREIGHTWAYS CORP COM 916906100 15,314.06 675.00 SOLE SOLE
VALENCE TECHNOLOGY INC COM 918914102 16,215.00 940.00 SOLE SOLE
VALMONT INDUSTRIES COM 920253101 14,051.63 707.00 SOLE SOLE
VARIAN MEDICAL SYSTEMS INC COM 92220P105 33,890.63 750.00 SOLE SOLE
VERITY INC COM 92343C106 32,118.75 900.00 SOLE SOLE
VERITAS DGC INC COM 92343P107 17,941.25 620.00 SOLE SOLE
VERTEX PHARMACEUTICALS, INC. COM 92532F100 113,061.00 1,338.00 SOLE SOLE
VIASAT INC COM 92552V100 12,082.50 540.00 SOLE SOLE
VICOR CORP COM 925815102 56,745.50 1,046.00 SOLE SOLE
VINTAGE PETROLEUM, INC. COM 927460105 34,034.00 1,496.00 SOLE SOLE
VITAL SIGNS INC COM 928469105 12,587.50 475.00 SOLE SOLE
VOLT INFO SCIENCES, INC. COM 928703107 2,365.00 110.00 SOLE SOLE
W D-40 CO COM 929236107 10,540.00 496.00 SOLE SOLE
WABASH NATL CORP COM 929566107 5,675.75 622.00 SOLE SOLE
WASHINGTON FEDERAL INC. COM 938824109 29,575.00 1,300.00 SOLE SOLE
WASHINGTON GROUP INTL INC COM 938862109 15,017.44 1,313.00 SOLE SOLE
WATSCO INC COM 942622200 6,842.85 665.00 SOLE SOLE
WERNER ENTERPRISES INC COM 950755108 14,840.25 1,263.00 SOLE SOLE
WESLEY JESSEN VISIONCARE COM 951018100 15,375.00 400.00 SOLE SOLE
WHITNEY HOLDINGS COMPANY COM 966612103 21,642.25 596.00 SOLE SOLE
WHOLE FOODS MARKET INC. COM 966837106 35,111.63 654.00 SOLE SOLE
WINNEBAGO INDUSTRIES COM 974637100 8,250.00 660.00 SOLE SOLE
WOLVERINE TUBE INC COM 978093102 6,827.63 459.00 SOLE SOLE
WOLVERINE WORLD WIDE COM 978097103 10,346.19 1,111.00 SOLE SOLE
X-RITE INC COM 983857103 9,502.50 1,086.00 SOLE SOLE
XIRCOM INC COM 983922105 15,655.00 620.00 SOLE SOLE
YELLOW CORPORATION COM 985509108 10,829.50 716.00 SOLE SOLE
ZALE CORP COM 988858106 30,296.63 934.00 SOLE SOLE
ZEBRA TECH CL A COM 989207105 38,594.19 803.00 SOLE SOLE
ZENITH NATIONAL INSURANCE CP COM 989390109 13,125.00 600.00 SOLE SOLE
ZIXIT CORPORATION COM 98974P100 12,810.00 420.00 SOLE SOLE
APW LIMITED COM G04397108 49,286.25 1,011.00 SOLE SOLE
TRENWICK GROUP LTD COM G9032C109 7,942.00 418.00 SOLE SOLE
ADC TELECOMMUNICATIONS INC COM 000886101 100,947.41 3,754.00 SOLE SOLE
ADAPTEC INC COM 00651F108 9,920.00 496.00 SOLE SOLE
ADELPHIA COMMUNICATIONS CL-A COM 006848105 16,234.31 589.00 SOLE SOLE
ADOBE SYSTEMS INC COM 00724F101 88,803.00 572.00 SOLE SOLE
ALTERA CORP COM 021441100 129,211.50 2,706.00 SOLE SOLE
AMAZON.COM INC COM 023135106 43,549.69 1,133.00 SOLE SOLE
AMERICAN POWER CONVERSION CO COM 029066107 24,809.44 1,293.00 SOLE SOLE
AMGEN COM 031162100 168,425.44 2,412.00 SOLE SOLE
APOLLO GROUP INC. COM 037604105 14,514.50 364.00 SOLE SOLE
APPLE COMPUTER INC COM 037833100 57,834.50 2,246.00 SOLE SOLE
APPLIED MATERIALS INC COM 038222105 126,217.00 2,128.00 SOLE SOLE
APPLIED MICRO CIRCUITS CORP COM 03822W109 149,706.19 723.00 SOLE SOLE
AT HOME CORPORATION - SER A COM 045919107 19,195.88 1,359.00 SOLE SOLE
ATMEL CORPORATION COM 049513104 23,783.63 1,566.00 SOLE SOLE
BMC SOFTWARE, INC. COM 055921100 17,862.75 934.00 SOLE SOLE
BED BATH AND BEYOND INC COM 075896100 45,756.81 1,876.00 SOLE SOLE
BIOGEN INC COM 090597105 56,852.00 932.00 SOLE SOLE
BIOMET, INC. COM 090613100 39,585.00 1,131.00 SOLE SOLE
BROADVISION INC. COM 111412102 39,199.13 1,526.00 SOLE SOLE
CMG INFORMATION SERVICES COM 125750109 41,766.56 1,495.00 SOLE SOLE
CNET NETWORKS INC. COM 12613R104 12,447.64 511.00 SOLE SOLE
CHIRON CORP COM 170040109 58,230.00 1,294.00 SOLE SOLE
CIENA CORP COM 171779101 192,815.63 1,570.00 SOLE SOLE
CISCO SYSTEMS INC COM 17275R102 631,728.50 11,434.00 SOLE SOLE
CINTAS GROUP COM 172908105 39,903.25 916.00 SOLE SOLE
CITRIX SYSTEMS INC. COM 177376100 22,008.56 1,097.00 SOLE SOLE
COMCAST CORP CL A SPECIAL COM 200300200 76,348.44 1,865.00 SOLE SOLE
COMPUWARE CORPORATION COM 205638109 9,354.88 1,117.00 SOLE SOLE
COMVERSE TECHNOLOGY COM 205862402 83,484.00 773.00 SOLE SOLE
CONCORD EFS INC COM 206197105 40,523.33 1,141.00 SOLE SOLE
CONEXANT SYSTEMS INC COM 207142100 47,737.50 1,140.00 SOLE SOLE
COSTCO WHOLESALE CORPORATION COM 22160K105 40,003.44 1,145.00 SOLE SOLE
DELL COMPUTER CORP COM 247025109 144,787.94 4,699.00 SOLE SOLE
DOLLAR TREE STORES, INC COM 256747106 14,156.31 349.00 SOLE SOLE
EBAY INC COM 278642103 71,709.75 1,044.00 SOLE SOLE
ECHOSTAR COMMUNICATIONS - A COM 278762109 59,660.25 1,131.00 SOLE SOLE
ELECTRONIC ARTS COM 285512109 35,056.25 710.00 SOLE SOLE
ERICSSON TEL ADR COM 294821400 69,441.00 4,688.00 SOLE SOLE
FISERV, INC. COM 337738108 45,265.50 756.00 SOLE SOLE
GEMSTAR-TV GUIDE INTL INC COM 36866W106 171,672.19 1,969.00 SOLE SOLE
GENZYME CORP COM 372917104 37,162.19 545.00 SOLE SOLE
IMMUNEX INC COM 452528102 148,161.00 3,406.00 SOLE SOLE
INTEL CORP COM 458140100 448,958.13 10,802.00 SOLE SOLE
INTUIT INC COM 461202103 73,986.00 1,298.00 SOLE SOLE
I2 TECHNOLOGIES INC. COM 465754109 180,889.44 967.00 SOLE SOLE
JDS UNIPHASE CORP COM 46612J101 394,941.56 4,171.00 SOLE SOLE
JUNIPER NETWORKS INC COM 48203R104 159,824.38 730.00 SOLE SOLE
KLA-TENCOR CORPORATION COM 482480100 46,006.44 1,117.00 SOLE SOLE
LEGATO SYSTEMS INC. COM 524651106 6,933.75 516.00 SOLE SOLE
LEVEL 3 COMMUNICATIONS INC COM 52729N100 92,010.13 1,193.00 SOLE SOLE
LINEAR TECHNOLOGY CORP COM 535678106 140,637.00 2,172.00 SOLE SOLE
LYCOS INC COM 550818108 42,428.39 617.00 SOLE SOLE
MAXIM INTEGRATED PRODUCTS COM 57772K101 162,725.06 2,023.00 SOLE SOLE
MCLEOD INC COM 582266102 27,351.19 1,911.00 SOLE SOLE
MEDIMMUNE INC COM 584699102 85,052.25 1,101.00 SOLE SOLE
METROMEDIA FIBER NETWORK COM 591689104 56,891.25 2,340.00 SOLE SOLE
MICROSOFT CORP COM 594918104 506,986.88 8,406.00 SOLE SOLE
MICROCHIP TECH COM 595017104 17,556.19 531.00 SOLE SOLE
MILLER HERMAN INC COM 600544100 11,286.00 352.00 SOLE SOLE
MOLEX INC COM 608554101 25,694.50 472.00 SOLE SOLE
NTL INCORPORATED COM 629407107 63,262.88 1,366.00 SOLE SOLE
NETWORK ASSOCIATES INC COM 640938106 16,810.38 743.00 SOLE SOLE
NETWORK APPLIANCE INC COM 64120L104 197,303.88 1,549.00 SOLE SOLE
NEXTEL COMMUNICATIONS INC-A COM 65332V103 210,468.50 4,502.00 SOLE SOLE
NEXTLINK COMMUNICATIONS INC COM 65333H707 35,469.00 1,008.00 SOLE SOLE
NORTHWEST AIRLINES CORP-CL A COM 667280101 8,916.19 363.00 SOLE SOLE
NOVELL COM 670006105 19,179.38 1,930.00 SOLE SOLE
ORACLE SYSTEMS COM 68389X105 425,565.00 5,404.00 SOLE SOLE
PMC - SIERRA INC COM 69344F106 162,083.25 753.00 SOLE SOLE
PACCAR INC COM 693718108 18,864.81 509.00 SOLE SOLE
PACIFICARE HEALTH SYSTEMS COM 695112102 6,544.75 188.00 SOLE SOLE
PALM INC. COM 696642107 41.68 0.79 SOLE SOLE
PANAMSAT CORP COM 697933109 34,045.38 1,066.00 SOLE SOLE
PARAMETRIC TECH CO COM 699173100 20,453.13 1,870.00 SOLE SOLE
PAYCHEX INC COM 704326107 90,142.50 1,717.00 SOLE SOLE
PEOPLESOFT INC COM 712713106 52,773.94 1,889.00 SOLE SOLE
QLOGIC CORPORATION COM 747277101 32,560.00 370.00 SOLE SOLE
QUALCOM INC COM 747525103 298,323.75 4,187.00 SOLE SOLE
QUINTILES TRANSNATIONAL CORP COM 748767100 12,383.44 777.00 SOLE SOLE
RF MICRO DEVICES INC COM 749941100 32,896.00 1,028.00 SOLE SOLE
REALNETWORKS INC COM 75605L104 29,136.75 733.00 SOLE SOLE
SDL INC COM 784076101 114,136.31 369.00 SOLE SOLE
SANMINA CORP COM 800907107 67,410.00 720.00 SOLE SOLE
SIEBEL SYSTEMS INC COM 826170102 250,675.75 2,252.00 SOLE SOLE
SIGMA-ALDRICH CORP COM 826552101 17,490.00 530.00 SOLE SOLE
SMURFIT-STONE CONTAINER CORP COM 832727101 13,248.00 1,104.00 SOLE SOLE
STAPLES INC COM 855030102 23,182.38 1,634.00 SOLE SOLE
STARBUCKS CORP COM 855244109 51,921.00 1,296.00 SOLE SOLE
SUN MICROSYSTEMS COM 866810104 374,884.25 3,211.00 SOLE SOLE
SYNOPSYS INC COM 871607107 14,771.25 390.00 SOLE SOLE
TELLABS INC COM 879664100 54,387.25 1,139.00 SOLE SOLE
3 COM CORPORATION COM 885535104 17,383.88 906.00 SOLE SOLE
USA NETWORKS INC COM 902984103 35,802.00 1,632.00 SOLE SOLE
VERITAS SOFTWARE CORPORATION COM 923436109 281,444.00 1,982.00 SOLE SOLE
VERISIGN INC COM 92343E102 164,885.88 814.00 SOLE SOLE
VITESSE SEMICONDUCTOR COM 928497106 70,349.56 791.00 SOLE SOLE
VOICESTREAM WIRELESS CORP COM 928615103 124,419.00 1,072.00 SOLE SOLE
WORLDCOM INC COM 98157D106 157,615.88 5,189.00 SOLE SOLE
XILINX INC COM 983919101 188,118.13 2,197.00 SOLE SOLE
YAHOO! INC COM 984332106 117,845.00 1,295.00 SOLE SOLE
GLOBAL CROSSING LTD COM G3921A100 128,681.00 4,151.00 SOLE SOLE
ABN AMRO ADR COM 000937102 13,828.75 598.00 SOLE SOLE
AEGON NV ADR COM 007924103 19,453.50 524.00 SOLE SOLE
ALCATEL COM 013904305 31,500.38 501.00 SOLE SOLE
ASTRAZENECA PLC -SPONS ADR COM 046353108 37,845.00 720.00 SOLE SOLE
AXA SPONS ADR COM 054536107 51,426.56 795.00 SOLE SOLE
BP AMOCO PLC-SPONS ADR COM 055622104 90,948.00 1,716.00 SOLE SOLE
BANCO BILBAO VIZCAYA-SP ADR COM 05946K101 18,255.00 1,217.00 SOLE SOLE
BANCO SANTANDER CEN-SPON ADR COM 05964H105 17,740.63 1,622.00 SOLE SOLE
BARCLAYS PLC SPONS ADR COM 06738E204 64,789.63 586.00 SOLE SOLE
BAYER A G ADR SPONSORED COM 072730302 9,945.90 269.00 SOLE SOLE
BRITISH TELECOM PLC-ADR COM 111021408 26,872.69 251.00 SOLE SOLE
CREDIT SUISSE GROUP -SPON AD COM 225401108 20,182.35 432.00 SOLE SOLE
DEUTSCHE BANK A G ADR SPONSO COM 251525309 19,409.83 234.00 SOLE SOLE
DEUTSCHE TELEKOM AG-SPON ADR COM 251566105 18,597.75 543.00 SOLE SOLE
DIAGEO PLC SPONSORED ADR COM 25243Q205 12,182.81 345.00 SOLE SOLE
ENI COM 26874R108 17,257.63 326.00 SOLE SOLE
E.ON AG - SPONSORED ADR COM 268780103 15,177.75 294.00 SOLE SOLE
ERICSSON TEL ADR COM 294821400 49,740.38 3,358.00 SOLE SOLE
FRANCE TELECOM SA-SPONS ADR COM 35177Q105 18,103.00 172.00 SOLE SOLE
GLAXO WELLCOME PLC SPONS ADR COM 37733W105 45,811.63 758.00 SOLE SOLE
HSBC HOLDINGS PLC-SPONS ADR COM 404280406 45,196.20 633.00 SOLE SOLE
ING GROEP NV ADR COM 456837103 24,637.25 374.00 SOLE SOLE
KONINKLIJKE AHOLD NV-SP ADR COM 500467303 38,898.75 1,380.00 SOLE SOLE
PHILIPS ELECTRONICS NV COM 500472303 24,140.00 568.00 SOLE SOLE
L'OREAL -UNSPONSORED ADR COM 502117203 20,333.69 1,310.00 SOLE SOLE
MARCONI PLC-UNSPONSORED ADR COM 566306205 14,731.46 538.00 SOLE SOLE
NESTLE S.A. ADR COM 641069406 33,637.25 323.00 SOLE SOLE
NOKIA CORP-ADR A COM 654902204 76,519.63 1,922.00 SOLE SOLE
NOVARTIS AG-ADR COM 66987V109 44,065.06 1,139.00 SOLE SOLE
PRUDENTIAL CORP PLC-SPON ADR COM 74435K204 9,990.00 370.00 SOLE SOLE
ROCHE HOLDING AG SPONS ADR COM 771195104 23,656.02 269.00 SOLE SOLE
ROYAL&SUN ALLIANCE SPON ADR COM 78004V202 14,423.71 430.00 SOLE SOLE
ROYAL DUTCH PETROLEUM ADR COM 780257804 50,227.63 838.00 SOLE SOLE
SHELL TRANSPORT & TRADING AD COM 822703609 31,417.88 642.00 SOLE SOLE
SIEMENS AG SPONS ADR COM 826197402 30,738.63 239.00 SOLE SOLE
SMITHKLINE BEECHAM - PLC ADR COM 832378301 31,704.75 462.00 SOLE SOLE
SOCIETE GENERALE FRANCE ADR COM 83364L109 14,310.78 1,280.00 SOLE SOLE
SWISS REINSURANCE CO-SP ADR COM 870887205 20,237.90 212.00 SOLE SOLE
TELECOM ITALIA SPA ADR COM 87927W106 10,920.00 104.00 SOLE SOLE
TELEFONICA ESPANA A ADR COM 879382208 32,987.81 555.00 SOLE SOLE
TOTAL FINA ELF SA ADR COM 89151E109 42,740.63 582.00 SOLE SOLE
VIVENDI (EX-GEN EAUX)-SP ADR COM 92851S105 15,375.38 1,038.00 SOLE SOLE
VODAFONE GROUP PLC-SP ADR COM 92857W100 102,712.00 2,776.00 SOLE SOLE
DAIMLERCHRYSLER AG COM D1668R123 16,601.86 374.00 SOLE SOLE
UBS AG-REG COM H8920G155 21,941.28 162.00 SOLE SOLE
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