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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2000
---------------------------------
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holding entries.
Institutional Investment Manager Filing this Report:
Name: CCM Partners
----------------------------------------------------------------------
Address: 44 Montgomery Street, Suite 2100
----------------------------------------------------------------------
San Francisco, CA 94104
----------------------------------------------------------------------
----------------------------------------------------------------------
Form 13F File Number: 28-
--------------------
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Stephen C. Rogers
----------------------------------------------------------------------
Title: President
----------------------------------------------------------------------
Phone: (415) 398-2727
----------------------------------------------------------------------
Signature, Place, and Date of Signing:
/s/ Stephen C. Rogers San Francisco, CA 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: 1,672
-------------------
Form 13F Information Table Value Total: $ 244,190
-------------------
(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 201,600.25 3742 SOLE SOLE
AFLAC CORPORATION COM 001055102 140,924.81 3093 SOLE SOLE
AES CORP COM 00130H105 204,277.50 2594 SOLE SOLE
AMR CORP COM 001765106 71,049.38 2229 SOLE SOLE
AMERICAN TELEPHONE AND TELEG COM 001957109 2,217,318.75 39419 SOLE SOLE
ABBOTT LABS COM 002824100 706,987.25 20092 SOLE SOLE
ADAPTEC INC COM 00651F108 50,328.38 1303 SOLE SOLE
ADOBE SYSTEMS INC COM 00724F101 148,379.56 1333 SOLE SOLE
ADVANCED MICRO DEVICES COM 007903107 75,265.44 1319 SOLE SOLE
AETNA LIFE AND CASUALTY CO COM 008117103 103,300.31 1855 SOLE SOLE
AIR PRODUCTS & CHEMICALS INC COM 009158106 70,837.81 2491 SOLE SOLE
ALBERTO-CULVER CO CL B COM 013068101 12,763.50 536 SOLE SOLE
ALBERTSON'S INC COM 013104104 175,615.00 5665 SOLE SOLE
ALCAN ALUMINUM LTD COM 013716105 73,881.38 2181 SOLE SOLE
ALCOA INC COM 013817101 286,620.00 4080 SOLE SOLE
ALLEGHENY TECHNOLOGIES INC COM 01741R102 21,767.81 1085 SOLE SOLE
ALLERGAN COM 018490102 63,650.00 1273 SOLE SOLE
ALLIED WASTE INDUSTRIES INC. COM 019589308 15,690.94 2391 SOLE SOLE
ALLSTATE CORP COM 020002101 270,676.69 11367 SOLE SOLE
ALLTELL CORP COM 020039103 237,619.50 3768 SOLE SOLE
ALZA CORP CLASS A COM 022615108 45,563.31 1213 SOLE SOLE
AMERADA HESS CORP COM 023551104 62,815.50 972 SOLE SOLE
AMEREN CORPORATION COM 023608102 46,994.06 1519 SOLE SOLE
AMERICA ONLINE INC COM 02364J104 1,856,705.25 27609 SOLE SOLE
AMERICAN ELECTRIC POWER COMP COM 025537101 64,275.75 2156 SOLE SOLE
AMERICAN EXPRESS COMP COM 025816109 834,347.88 5602 SOLE SOLE
AMERICAN GENERAL CORP COM 026351106 176,849.88 3151 SOLE SOLE
AMERICAN GREETINGS CO CLASS COM 026375105 13,048.75 715 SOLE SOLE
AMER HOME PRODUCTS CORP COM 026609107 865,400.25 16138 SOLE SOLE
AMERICAN INTERNATIONAL GROUP COM 026874107 2,097,582.00 19156 SOLE SOLE
AMGEN COM 031162100 777,682.63 12671 SOLE SOLE
AMSOUTH BANCORP COM 032165102 73,268.44 4905 SOLE SOLE
ANADARKO PETROLEUM CORP COM 032511107 43,678.19 1129 SOLE SOLE
ANALOG DEVICES COM 032654105 339,812.63 4218 SOLE SOLE
ANDREW CORP COM 034425108 19,741.13 863 SOLE SOLE
ANHEUSER-BUSCH COMPANIES INC COM 035229103 356,692.50 5730 SOLE SOLE
AON CORPORATION COM 037389103 89,139.00 2764 SOLE SOLE
APACHE CORP COM 037411105 42,536.25 855 SOLE SOLE
APPLE COMPUTER INC COM 037833100 263,747.88 1942 SOLE SOLE
APPLIED MATERIALS INC COM 038222105 978,623.76 10383 SOLE SOLE
ARCH COAL, INC. COM 039380100 1,245.50 178 SOLE SOLE
ARCHER-DANIELS-MIDLAND COMP COM 039483102 84,328.00 8128 SOLE SOLE
ARMSTRONG WORLD IND COM 042476101 7,150.00 400 SOLE SOLE
ASHLAND INC COM 044204105 24,175.31 723 SOLE SOLE
ASSOCIATES FIRST CAPITAL COR COM 046008108 193,644.94 9033 SOLE SOLE
ATLANTIC RICHFIELD COM 048825103 350,710.00 4126 SOLE SOLE
AUTODESK INC COM 052769106 21,021.00 462 SOLE SOLE
AUTOMATIC DATA PROCESSING IN COM 053015103 373,020.75 7731 SOLE SOLE
AUTOZONE INC COM 053332102 37,351.50 1346 SOLE SOLE
AVERY DENNISON CO COM 053611109 76,572.38 1254 SOLE SOLE
AVON PRODUCTS INC COM 054303102 98,957.81 3405 SOLE SOLE
BB&T CORPORATION COM 054937107 126,842.50 4520 SOLE SOLE
BMC SOFTWARE, INC. COM 055921100 140,471.88 2845 SOLE SOLE
BAKER HUGHES INC COM 057224107 95,106.00 3144 SOLE SOLE
BALL CORP COM 058498106 10,057.69 291 SOLE SOLE
BANK OF AMERICA CORP COM 060505104 1,104,805.69 21069 SOLE SOLE
BANK OF NEW YORK COM 064057102 421,568.44 10143 SOLE SOLE
BANC ONE CORP COM 06423A103 516,037.50 15012 SOLE SOLE
BARD C.R. INC COM 067383109 20,968.63 542 SOLE SOLE
BARRICK GOLD CORP COM 067901108 67,158.19 4281 SOLE SOLE
BAUSCH & LOMB INC COM 071707103 28,598.75 548 SOLE SOLE
BAXTER INTERNATIONAL INC COM 071813109 224,672.00 3584 SOLE SOLE
BEAR STEARNS COMPANIES INC. COM 073902108 64,878.75 1422 SOLE SOLE
BECTON DICKINSON CO COM 075887109 86,120.81 3273 SOLE SOLE
BED BATH AND BEYOND INC COM 075896100 62,251.88 1581 SOLE SOLE
BELL ATLANTIC COM 077853109 1,173,600.00 19200 SOLE SOLE
BELL SOUTH CORP COM 079860102 1,108,260.00 23580 SOLE SOLE
BEMIS COMPANY COM 081437105 18,916.88 513 SOLE SOLE
BEST BUY CO INC COM 086516101 202,702.00 2357 SOLE SOLE
BESTFOODS COM 08658U101 171,427.38 3662 SOLE SOLE
BETHLEHEM STEEL COM 087509105 10,326.00 1721 SOLE SOLE
BIOGEN INC COM 090597105 125,914.75 1802 SOLE SOLE
BIOMET, INC. COM 090613100 40,521.75 1114 SOLE SOLE
BLACK & DECKER COM 091797100 47,629.25 1268 SOLE SOLE
H & R BLOCK COM 093671105 44,705.25 999 SOLE SOLE
BOEING COM 097023105 405,020.75 10676 SOLE SOLE
BOISE CASCADE COM 097383103 16,610.50 478 SOLE SOLE
BOSTON SCIENTIFIC CORP COM 101137107 109,823.31 5153 SOLE SOLE
BRIGGS & STRATTON COM 109043109 11,227.13 273 SOLE SOLE
BRISTOL-MEYER/SQUIBB COM 110122108 1,435,838.25 24863 SOLE SOLE
BROWN FOREMANN CLASS B COM 115637209 36,418.69 669 SOLE SOLE
BRUNSWICK CORP COM 117043109 17,858.06 943 SOLE SOLE
BURLINGTON NRTHRN SANTA FE C COM 12189T104 132,661.50 5996 SOLE SOLE
BURLINGTON RESOURCES, INC COM 122014103 65,379.00 1767 SOLE SOLE
CBS INC COM 12490K107 548,356.50 9684 SOLE SOLE
CIGNA CORP CI COM 125509109 159,681.00 2108 SOLE SOLE
CMS ENERGY CORPORATION COM 125896100 23,870.63 1317 SOLE SOLE
CSX CORP COM 126408103 57,575.00 2450 SOLE SOLE
CVS CORPORATION COM 126650100 202,987.75 5404 SOLE SOLE
CABLETRON SYSTEMS COM 126920107 44,027.38 1502 SOLE SOLE
CAMPBELL SOUP COM 134429109 183,024.00 5952 SOLE SOLE
CAPITAL ONE FINANCIAL CORP. COM 14040H105 103,736.75 2164 SOLE SOLE
CARDINAL HEALTH, INC. COM 14149Y108 165,654.63 3611 SOLE SOLE
CARNIVAL CORPORATION COM 143658102 186,664.44 7523 SOLE SOLE
CAROLINA POWER & LIGHT COM 144141108 47,715.56 1471 SOLE SOLE
CATERPILLAR INC COM 149123101 192,415.56 4879 SOLE SOLE
CENDANT CORPORATION COM 151313103 194,953.00 10538 SOLE SOLE
CENTEX CORP COM 152312104 13,335.00 560 SOLE SOLE
CENTRAL & S/W CORP COM 152357109 34,892.81 2045 SOLE SOLE
CENTURYTEL INC COM 156700106 63,706.50 1716 SOLE SOLE
CERIDIAN CORPORATION COM 15677T106 25,442.63 1326 SOLE SOLE
CHAMPION INTERNATIONAL COM 158525105 49,362.75 927 SOLE SOLE
CHASE MANHATTAN COM 16161A108 927,587.81 10639 SOLE SOLE
CHEVRON CORP COM 166751107 787,844.81 8523 SOLE SOLE
CHUBB CORP COM 171232101 176,405.69 2611 SOLE SOLE
CINCINNATI FINANCIAL CORP COM 172062101 62,683.25 1666 SOLE SOLE
CINENRGY CORPORATION COM 172474108 32,981.00 1534 SOLE SOLE
CIRCUIT CITY STORES INC COM 172737108 115,966.88 1905 SOLE SOLE
CISCO SYSTEMS INC COM 17275R102 6,537,854.25 84564 SOLE SOLE
CITIGROUP INC COM 172967101 2,485,786.88 41910 SOLE SOLE
CITRIX SYSTEMS INC. COM 177376100 131,175.00 1980 SOLE SOLE
CLEAR CHANNEL COMMUNICATIONS COM 184502102 279,841.25 4052 SOLE SOLE
CLOROX COM 189054109 102,277.50 3147 SOLE SOLE
COASTAL CORP COM 190441105 112,976.00 2456 SOLE SOLE
COCA-COLA CO COM 191216100 1,442,811.81 30739 SOLE SOLE
COCA-COLA ENTERPRISES COM 191219104 112,771.88 5230 SOLE SOLE
COLGATE PALMOLIVE CO COM 194162103 434,538.50 7708 SOLE SOLE
COLUMBIA ENERGY GROUP COM 197648108 47,518.50 802 SOLE SOLE
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 217,155.94 8579 SOLE SOLE
COMCAST CORP CL A SPECIAL COM 200300200 497,424.50 11468 SOLE SOLE
COMERICA INC COM 200340107 81,991.25 1958 SOLE SOLE
COMPAQ COMPUTERS CORP COM 204493100 574,540.88 21579 SOLE SOLE
COMPUTER ASSOCIATES COM 204912109 422,243.63 7134 SOLE SOLE
COMPUTER SCIENCES COM 205363104 163,630.50 2068 SOLE SOLE
COMPUWARE CORPORATION COM 205638109 97,961.69 4651 SOLE SOLE
COMVERSE TECHNOLOGY COM 205862402 195,804.00 1036 SOLE SOLE
CONAGRA INC COM 205887102 113,408.13 6257 SOLE SOLE
CONEXANT SYSTEMS INC COM 207142100 177,358.00 2498 SOLE SOLE
CONOCO INC CLASS B COM 208251405 204,615.63 7985 SOLE SOLE
CONSECO INC COM 208464107 47,145.38 4122 SOLE SOLE
CONSOLIDATED EDISON, INC COM 209115104 77,227.00 2663 SOLE SOLE
CONSOLIDATED STORES CORP COM 210149100 14,105.00 1240 SOLE SOLE
CONSTELLATION ENERGY GROUP COM 210371100 45,613.13 1431 SOLE SOLE
COOPER IND COM 216669101 46,375.00 1325 SOLE SOLE
COOPER TIRE & RUBBER COMPANY COM 216831107 10,137.94 807 SOLE SOLE
COORS (ADOLPH) COM 217016104 22,806.56 477 SOLE SOLE
CORNING CORP COM 219350105 615,562.00 3173 SOLE SOLE
COSTCO WHOLESALE CORPORATION COM 22160K105 296,137.13 5634 SOLE SOLE
COUNTRYWIDE CREDIT IND INC COM 222372104 26,814.00 984 SOLE SOLE
CRANE CO COM 224399105 12,535.25 532 SOLE SOLE
CROWN CORK & SEAL COM 228255105 19,728.00 1233 SOLE SOLE
CUMMINS ENGINE COM 231021106 14,348.88 382 SOLE SOLE
DTE ENERGY COMPANY COM 233331107 42,224.00 1456 SOLE SOLE
DANA COM 235811106 42,563.13 1510 SOLE SOLE
DANAHER CORPORATION COM 235851102 82,926.00 1626 SOLE SOLE
DARDEEN RESAURANTS COM 237194105 26,772.19 1503 SOLE SOLE
DEERE & CO COM 244199105 106,628.00 2806 SOLE SOLE
DELL COMPUTER CORP COM 247025109 1,717,208.19 31837 SOLE SOLE
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 112,512.00 7032 SOLE SOLE
DELTA AIRLINES COM 247361108 89,140.50 1674 SOLE SOLE
DELUXE CORP COM 248019101 24,751.00 934 SOLE SOLE
DILLARD'S INC CLASS A COM 254067101 18,048.38 1098 SOLE SOLE
WALT DISNEY CO COM 254687106 1,099,499.25 26574 SOLE SOLE
DOLLAR GENERAL CORPORATION COM 256669102 70,385.63 2619 SOLE SOLE
DOMINION RESOURCES COM 25746U109 112,506.56 2927 SOLE SOLE
DONNELLEY RR & SONS COM 257867101 30,526.88 1458 SOLE SOLE
DOVER CO COM 260003108 115,187.25 2406 SOLE SOLE
DOW CHEMICAL COM 260543103 338,694.00 2971 SOLE SOLE
DOW JONES & CO COM 260561105 66,785.63 930 SOLE SOLE
DUPONT DE NEMOURS & CO COM 263534109 519,021.00 9816 SOLE SOLE
DUKE POWER COM 264399106 246,592.50 4697 SOLE SOLE
DUN & BRADSTREET CORP COM 26483B106 47,002.25 1642 SOLE SOLE
EMC CORP MASSACHUSETTS COM 268648102 1,609,750.00 12878 SOLE SOLE
EASTERN ENTERPRISES COM 27637F100 12,394.13 207 SOLE SOLE
EASTMAN CHEMICAL COMPANY COM 277432100 34,534.50 759 SOLE SOLE
EASTMAN KODAK COM 277461109 226,971.94 4179 SOLE SOLE
EATON CORP COM 278058102 67,392.00 864 SOLE SOLE
ECOLAB INC COM 278865100 45,896.06 1251 SOLE SOLE
EDISON INTERNATIONAL COM 281020107 68,916.56 4161 SOLE SOLE
EL PASO ENERGY CORPORATION COM 283905107 113,171.13 2803 SOLE SOLE
ELECTRONIC DATA SYSTEMS CORP COM 285661104 364,264.06 5675 SOLE SOLE
EMERSON ELECTRIC CO COM 291011104 305,035.88 5769 SOLE SOLE
ENGLEHARD CORP COM 292845104 20,827.13 1377 SOLE SOLE
ENRON COM 293561106 660,697.00 8824 SOLE SOLE
ENTERGY CORP NEW COM 29364G103 44,997.94 2229 SOLE SOLE
EQUIFAX COM 294429105 33,910.75 1343 SOLE SOLE
EXXON MOBIL CORPORATION COM 30231G102 3,321,193.13 42682 SOLE SOLE
FMC CORP COM 302491303 18,701.50 331 SOLE SOLE
FPL GROUP INC COM 302571104 107,832.31 2341 SOLE SOLE
FED HOME LOAN MTG CORP COM 313400301 403,520.25 9132 SOLE SOLE
FANNIE MAE COM 313586109 719,860.31 12755 SOLE SOLE
FEDERATED DEPT STORES (NEW) COM 31410H101 84,168.00 2016 SOLE SOLE
FEDEX CORPORATION COM 31428X106 114,699.00 2941 SOLE SOLE
FIFTH THIRD BANCORP COM 316773100 205,191.00 3257 SOLE SOLE
FIRST DATA COM 319963104 257,844.75 5827 SOLE SOLE
FIRST UNION CORP COM 337358105 460,521.75 12363 SOLE SOLE
FIRSTAR CORP (NEW) COM 33763V109 265,455.69 11573 SOLE SOLE
FIRST ENERGY CORP COM 337932107 65,071.88 3155 SOLE SOLE
FLEET BOSTON FINANCIAL CORP COM 339030108 423,290.50 11597 SOLE SOLE
FLORIDA PROGRESS CORP COM 341109106 55,371.13 1207 SOLE SOLE
FLUOR CORP COM 343861100 25,017.00 807 SOLE SOLE
FORD MOTOR CO COM 345370100 722,550.94 15729 SOLE SOLE
FORT JAMES CORPORATION COM 347471104 47,256.00 2148 SOLE SOLE
FORTUNE BRANDS INC. COM 349631101 49,400.00 1976 SOLE SOLE
FRANKLIN RESOURCES INC COM 354613101 92,120.31 2755 SOLE SOLE
FREEPORT MCMORAN COPPER-B COM 35671D857 26,959.69 2235 SOLE SOLE
GENERAL PUBLIC UTILITIES COR COM 36225X100 41,062.50 1500 SOLE SOLE
GTE CORP COM 362320103 889,701.00 12531 SOLE SOLE
GANNETT CO INC COM 364730101 254,827.88 3621 SOLE SOLE
GAP INC COM 364760108 525,372.44 10547 SOLE SOLE
GATEWAY INC COM 367626108 207,760.00 3920 SOLE SOLE
GENERAL DYNAMICS CORP COM 369550108 124,524.25 2503 SOLE SOLE
GENERAL ELECTRIC COM 369604103 6,363,773.81 41007 SOLE SOLE
GENERAL MILLS COM 370334104 151,517.06 4187 SOLE SOLE
GENERAL MOTORS CORP COM 370442105 677,075.00 8176 SOLE SOLE
GENUINE PARTS CO COM 372460105 41,900.63 1755 SOLE SOLE
GEORGIA PACIFIC CO COM 373298108 82,013.06 2073 SOLE SOLE
GILLETTE CO COM 375766102 499,095.56 13243 SOLE SOLE
GOLDEN WEST FINANCIAL COM 381317106 51,864.81 1663 SOLE SOLE
GOODRICH BF CO COM 382388106 37,896.19 1321 SOLE SOLE
GOODYEAR TIRE & RUBBER COM 382550101 39,118.38 1678 SOLE SOLE
W.R. GRACE & CO COM 38388F108 10,682.88 842 SOLE SOLE
GRAINGER WW INC COM 384802104 65,859.50 1214 SOLE SOLE
GREAT ATLANTIC & PACIFIC COM 390064103 7,195.50 369 SOLE SOLE
GREAT LAKES CHEMICAL COM 390568103 20,672.00 608 SOLE SOLE
GUIDANT CORP COM 401698105 222,899.38 3790 SOLE SOLE
HALLIBURTON CO COM 406216101 225,254.00 5494 SOLE SOLE
HARCOURT GENERAL INC. COM 41163G101 26,149.50 702 SOLE SOLE
HARLEY DAVIDSON COM 412822108 147,081.88 1853 SOLE SOLE
HARRAHS ENTERTAINMENT INC COM 413619107 18,933.75 1020 SOLE SOLE
HARTFORD FINANCIAL SERVICES COM 416515104 153,186.00 2904 SOLE SOLE
HASBRO INC COM 418056107 31,069.50 1883 SOLE SOLE
HEALTHSOUTH CORPORATION COM 421924101 23,913.19 4299 SOLE SOLE
H J HEINZ CO COM 423074103 165,377.25 4742 SOLE SOLE
HERCULES COM 427056106 16,721.63 1037 SOLE SOLE
HERSHEY FOODS COM 427866108 72,150.00 1480 SOLE SOLE
HEWLETT-PACKARD CO COM 428236103 1,672,541.06 12617 SOLE SOLE
HILTON HOTELS CORP COM 432848109 22,180.50 2862 SOLE SOLE
HOME DEPOT COM 437076102 1,861,212.00 28856 SOLE SOLE
HOMESTAKE MINING CO COM 437614100 9,198.00 1533 SOLE SOLE
HONEYWELL INTERNATIONAL INC COM 438516106 548,529.56 10411 SOLE SOLE
HOUSEHOLD INTERNATIONAL COM 441815107 229,695.75 6156 SOLE SOLE
HUMANA INC COM 444859102 11,546.44 1579 SOLE SOLE
HUNTINGTON BANCSHARES COM 446150104 59,674.13 2667 SOLE SOLE
IMS HEALTH INC COM 449934108 70,476.94 4161 SOLE SOLE
ITT INDUSTRIES INC. COM 450911102 34,448.31 1109 SOLE SOLE
IKON OFFICE SOLUTION COM 451713101 7,926.19 1281 SOLE SOLE
ILLINOIS TOOL WORKS COM 452308109 204,701.25 3705 SOLE SOLE
INCO LTD. COM 453258402 30,380.44 1659 SOLE SOLE
INGERSOLL RAND CO COM 456866102 70,357.50 1590 SOLE SOLE
INTEL CORP COM 458140100 5,437,540.19 41213 SOLE SOLE
INT'L BUSINESS MACHINES COM 459200101 2,656,180.00 22510 SOLE SOLE
INT'L FLAVORS & FRAGRANCE COM 459506101 37,376.63 1066 SOLE SOLE
INTERNATIONAL PAPER COM 460146103 213,237.00 4988 SOLE SOLE
INTERPUBLIC GRP COMPANIES IN COM 460690100 132,914.25 2813 SOLE SOLE
JEFFERSON PILOT COM 475070108 68,958.75 1036 SOLE SOLE
JOHNSON & JOHNSON CO COM 478160104 975,550.25 13924 SOLE SOLE
JOHNSON CONTROLS COM 478366107 43,574.38 806 SOLE SOLE
JOSTENS COM 481088102 9,116.25 374 SOLE SOLE
KLA-TENCOR CORPORATION COM 482480100 166,983.50 1982 SOLE SOLE
K MART COM 482584109 53,358.75 5508 SOLE SOLE
KANSAS CITY SOUTHERN INDS COM 485170104 112,750.00 1312 SOLE SOLE
KAUFMAN & BROAD HOME CORP COM 486168107 8,317.75 388 SOLE SOLE
KELLOGG CO COM 487836108 137,580.63 5369 SOLE SOLE
KERR-MCGEE CO COM 492386107 49,665.00 860 SOLE SOLE
KEYCORP COM 493267108 110,162.00 5798 SOLE SOLE
KIMBERLY CLARK COM 494368103 388,416.00 6936 SOLE SOLE
KNIGHT RIDDER INC COM 499040103 46,607.81 915 SOLE SOLE
KOHLS DEPARTMENT STORES COM 500255104 170,662.50 1665 SOLE SOLE
KROGER COM 501044101 177,873.00 10128 SOLE SOLE
LSI LOGIC CORP COM 502161102 271,617.50 3740 SOLE SOLE
LEGGETT AND PLATT COM 524660107 53,707.00 2498 SOLE SOLE
LEHMAN BROTHERS HOLDINGS COM 524908100 118,437.00 1221 SOLE SOLE
LEXMARK INTL GROUP INC- CL A COM 529771107 159,999.75 1513 SOLE SOLE
LILLY ELI & CO COM 532457108 859,383.00 13641 SOLE SOLE
THE LIMITED LTD COM 532716107 108,345.50 2572 SOLE SOLE
LINCOLN NATIONAL CORP COM 534187109 67,569.50 2017 SOLE SOLE
LINEAR TECHNOLOGY CORP COM 535678106 187,000.00 3400 SOLE SOLE
LIZ CLAIBORNE INC COM 539320101 32,068.75 700 SOLE SOLE
LOCKHEED MARTIN CORP COM 539830109 102,841.50 5032 SOLE SOLE
LOEWS CORPORATION COM 540424108 73,350.00 1467 SOLE SOLE
LONGS DRUG STORES COM 543162101 8,645.00 380 SOLE SOLE
LOUISIANA-PACIFIC CO COM 546347105 14,527.13 1047 SOLE SOLE
LOWES COMPANIES COM 548661107 265,197.63 4543 SOLE SOLE
LUCENT TECHNOLOGIES COM 549463107 2,408,433.75 39645 SOLE SOLE
MBIA INC COM 55262C100 54,197.06 1041 SOLE SOLE
MBNA CORPORATION COM 55262L100 249,466.50 9783 SOLE SOLE
MCI WORLDCOM INC. COM 55268B106 1,456,842.19 32151 SOLE SOLE
MGIC INVESTMENT COM 552848103 57,890.38 1327 SOLE SOLE
MALLINCROKDT INC COM 561232109 27,025.00 940 SOLE SOLE
MANOR CARE INC COM 564055101 14,229.00 1054 SOLE SOLE
MARSH & MCLENNAN CO COM 571748102 366,127.19 3319 SOLE SOLE
MARRIOTT INTERNATIONAL CLASS COM 571903202 89,176.50 2831 SOLE SOLE
MASCO CO COM 574599106 107,645.50 5251 SOLE SOLE
MATTEL CS COM 577081102 35,560.56 3407 SOLE SOLE
MAY DEPT STORES COM 577778103 119,472.00 4192 SOLE SOLE
MAYTAG CORP COM 578592107 31,965.63 965 SOLE SOLE
MCDERMOTT INTERNATIONAL COM 580037109 4,961.25 540 SOLE SOLE
MCDONALDS CORP COM 580135101 634,317.94 16887 SOLE SOLE
MCGRAW HILL COS INC. COM 580645109 102,739.00 2258 SOLE SOLE
MCKESSON HBOC INC COM 58155Q103 74,466.00 3546 SOLE SOLE
MEAD CORP COM 582834107 35,077.25 1004 SOLE SOLE
MEDIAONE GROUP COM 58440J104 637,794.00 7874 SOLE SOLE
MEDTRONIC INC COM 585055106 757,725.81 14731 SOLE SOLE
MELLON FINANCIAL CORP COM 58551A108 195,113.00 6614 SOLE SOLE
MERCK & CO COM 589331107 1,823,368.75 29350 SOLE SOLE
MEREDITH CORPORATION COM 589433101 12,514.75 452 SOLE SOLE
MERRILL LYNCH COM 590188108 463,470.00 4414 SOLE SOLE
MICROSOFT CORP COM 594918104 6,833,893.75 64319 SOLE SOLE
MICRON TECHNOLOGY INC COM 595112103 423,612.00 3362 SOLE SOLE
MILACRON INC COM 598709103 5,587.31 387 SOLE SOLE
MILLIPORE CORP COM 601073109 51,696.75 916 SOLE SOLE
3M CO COM 604059105 476,909.06 5385 SOLE SOLE
MIRAGE RESORTS INC COM 60462E104 32,065.63 1655 SOLE SOLE
MOLEX INC COM 608554101 129,073.75 2197 SOLE SOLE
MONSANTO CO COM 611662107 398,146.50 7731 SOLE SOLE
MORGAN (J.P.) & CO, INC COM 616880100 303,683.75 2305 SOLE SOLE
MORGAN STANLEY DEAN WITTER& COM 617446448 1,156,637.81 14181 SOLE SOLE
MOTOROLA INC COM 620076109 1,282,798.75 9010 SOLE SOLE
NCR CORPORATION COM 62886E108 44,017.13 1097 SOLE SOLE
NABISCO GROUP HOLDINGS COM 62952P102 42,348.00 3529 SOLE SOLE
NACCO INDUSTRIES CL A COM 629579103 5,177.25 108 SOLE SOLE
NATIONAL CITY CORPORATION COM 635405103 170,857.50 8284 SOLE SOLE
NATIONAL SEMICONDUCTOR COM 637640103 107,488.13 1773 SOLE SOLE
NATIONAL SERVICE INDS COM 637657107 9,499.19 451 SOLE SOLE
NAVISTAR INTERNATIONAL COM 63934E108 25,439.25 634 SOLE SOLE
NETWORK APPLIANCE INC COM 64120L104 289,790.50 3502 SOLE SOLE
NEW CENTURY ENERGIES INC COM 64352U103 36,736.38 1222 SOLE SOLE
NEW YORK TIMES CLASS A COM 650111107 80,421.94 1873 SOLE SOLE
NEWELL RUBBERMAID INC COM 651229106 74,164.56 2989 SOLE SOLE
NEWMONT MINING CORP COM 651639106 35,406.38 1578 SOLE SOLE
NEXTEL COMMUNICATIONS INC-A COM 65332V103 661,343.25 4461 SOLE SOLE
NIAGARA MOHAWK HOLDINGS INC COM 653520106 20,911.50 1549 SOLE SOLE
NICOR COM 654086107 15,711.19 477 SOLE SOLE
NIKE CLASS B COM 654106103 147,127.63 3713 SOLE SOLE
NORDSTROM INC COM 655664100 46,020.00 1560 SOLE SOLE
NORFOLK SOUTHERN CO COM 655844108 69,488.75 4834 SOLE SOLE
NORTEL NETWORKS CORP COM 656569100 2,308,068.00 18318 SOLE SOLE
NORTHERN STATES POWER COM 665772109 39,670.50 1996 SOLE SOLE
NORTHERN TRUST COM 665859104 163,839.06 2425 SOLE SOLE
NORTHROP GRUMMAN CORPORATION COM 666807102 35,468.13 670 SOLE SOLE
NOVELL COM 670006105 97,496.75 3406 SOLE SOLE
NUCOR CORP COM 670346105 42,400.00 848 SOLE SOLE
OCCIDENTAL PETROLEUM COM 674599105 74,720.75 3601 SOLE SOLE
OFFICE DEPOT COM 676220106 3,838.75 332 SOLE SOLE
OLD KENT FINANCIAL CORP COM 679833103 42,684.81 1321 SOLE SOLE
OMNICOM GROUP COM 681919106 166,225.31 1779 SOLE SOLE
ONEOK INC. COM 682680103 6,800.00 272 SOLE SOLE
ORACLE SYSTEMS COM 68389X105 2,722,429.69 34875 SOLE SOLE
OWENS-CORNING FIBERGLASS COR COM 69073F103 9,784.38 505 SOLE SOLE
OWENS-ILLINOIS, INC. COM 690768403 23,658.75 1402 SOLE SOLE
PECO ENERGY COMPANY COM 693304107 78,101.25 2118 SOLE SOLE
PG & E CORPORATION COM 69331C108 112,938.00 5378 SOLE SOLE
PE CORP-PE BIOSYSTEMS GROUP COM 69332S102 243,952.00 2528 SOLE SOLE
PNC FINANCIAL CORP COM 693475105 185,972.94 4127 SOLE SOLE
PPG INDUSTRIES COM 693506107 117,964.69 2255 SOLE SOLE
PPL CORPORATION COM 69351T106 32,348.44 1545 SOLE SOLE
PACCAR INC COM 693718108 37,450.00 749 SOLE SOLE
PACTIV CORPORATION COM 695257105 16,826.25 1923 SOLE SOLE
PAINE WEBBER COM 695629105 76,472.00 1738 SOLE SOLE
PALL CORP COM 696429307 25,242.19 1125 SOLE SOLE
PARAMETRIC TECH CO COM 699173100 56,279.00 2672 SOLE SOLE
PARKER HANNIFIN COM 701094104 44,328.31 1073 SOLE SOLE
PAYCHEX INC COM 704326107 139,684.13 2667 SOLE SOLE
PENNEY JC CO COM 708160106 48,834.63 3283 SOLE SOLE
PEOPLE'S ENERGY CORPORATION COM 711030106 9,219.00 336 SOLE SOLE
PEOPLESOFT INC COM 712713106 62,160.00 3108 SOLE SOLE
PEP BOYS-MANNY, MO, JACK COM 713278109 0 SOLE SOLE
PEPSICO INC COM 713448108 622,816.25 18020 SOLE SOLE
PERKINELMER INC COM 714046109 30,390.50 457 SOLE SOLE
PHARMACIA & UPJOHN INC COM 716941109 395,375.25 6673 SOLE SOLE
PFIZER INC COM 717081103 1,763,336.25 48228 SOLE SOLE
PHELPS DODGE COM 717265102 44,412.50 935 SOLE SOLE
PHILIP MORRIS CO INC COM 718154107 611,547.63 28949 SOLE SOLE
PHILLIPS PETROLEUM CO COM 718507106 159,840.00 3456 SOLE SOLE
PINNACLE WEST COM 723484101 28,582.13 1014 SOLE SOLE
PITNEY BOWES INC COM 724479100 157,657.50 3528 SOLE SOLE
PLACER DOME INC COM 725906101 35,896.25 4418 SOLE SOLE
POLAROID CORP COM 731095105 10,568.75 445 SOLE SOLE
POTLATCH CORPORATION COM 737628107 11,997.00 279 SOLE SOLE
PRAXAIR INC COM 74005P104 62,853.75 1510 SOLE SOLE
T. ROWE PRICE ASSOCIATES COM 741477103 57,630.50 1459 SOLE SOLE
PROCTER & GAMBLE COM 742718109 849,375.00 15100 SOLE SOLE
PROGRESSIVE CORP COM 743315103 67,999.88 894 SOLE SOLE
PROVIDIAN FINANCIAL CORP COM 74406A102 160,949.25 1858 SOLE SOLE
PUBLIC SERVICE ENTERPRISES COM 744573106 69,352.13 2341 SOLE SOLE
PULTE CORP COM 745867101 9,686.00 464 SOLE SOLE
QUAKER OATS COM 747402105 95,484.38 1575 SOLE SOLE
QUALCOM INC COM 747525103 1,359,639.63 9106 SOLE SOLE
QUINTILES TRANSNATIONAL CORP COM 748767100 42,349.13 2482 SOLE SOLE
RALSTON-RALSTON PURINA GROUP COM 751277302 114,372.75 4178 SOLE SOLE
RAYTHEON CO - CLASS B COM 755111408 69,970.50 3942 SOLE SOLE
REEBOK INTERNATIONAL LTD COM 758110100 5,152.25 557 SOLE SOLE
REGIONS FINANCIAL CORPORATIO COM 758940100 49,343.44 2163 SOLE SOLE
RELIANT ENERGY INC COM 75952J108 86,484.38 3690 SOLE SOLE
REYNOLDS METALS COM 761763101 47,080.00 704 SOLE SOLE
RITE AID CORP COM 767754104 14,206.50 2583 SOLE SOLE
ROCKWELL INTL CORP COM 773903109 96,670.50 2312 SOLE SOLE
ROHM & HAAS CO COM 775371107 117,229.88 2627 SOLE SOLE
ROWAN COS INC COM 779382100 23,079.00 784 SOLE SOLE
ROYAL DUTCH PETROLEUM ADR COM 780257804 1,550,445.94 26935 SOLE SOLE
RUSSELL CO COM 782352108 5,195.44 363 SOLE SOLE
RYDER SYSTEM COM 783549108 17,582.81 775 SOLE SOLE
SBC COMMUNICATIONS, INC. COM 78387G103 1,784,706.00 42493 SOLE SOLE
SLM HOLDING CORP COM 78442A109 61,994.56 1861 SOLE SOLE
SABRE GROUP HOLDINGS INC COM 785905100 59,469.38 1610 SOLE SOLE
SAFECO CORP COM 786429100 40,667.19 1531 SOLE SOLE
SAFEWAY INC COM 786514208 281,183.50 6214 SOLE SOLE
ST JUDE MEDICAL COM 790849103 32,394.69 1255 SOLE SOLE
ST PAUL COMPANIES COM 792860108 77,224.88 2263 SOLE SOLE
SARA LEE CORP COM 803111103 224,946.00 12497 SOLE SOLE
SCHERING PLOUGH CORP COM 806605101 666,755.25 18143 SOLE SOLE
SCHLUMBERGER COM 806857108 525,172.50 6865 SOLE SOLE
CHARLES SCHWAB CORP COM 808513105 564,034.50 9928 SOLE SOLE
SCIENTIFIC-ATLANTA INC COM 808655104 95,029.38 1498 SOLE SOLE
SEAGATE TECHNOLOGY INC COM 811804103 157,252.50 2610 SOLE SOLE
SEAGRAMS LTD COM 811850106 328,321.00 5518 SOLE SOLE
SEALED AIR CORP COM 81211K100 71,475.25 1316 SOLE SOLE
SEARS ROEBUCK & CO COM 812387108 159,068.00 5152 SOLE SOLE
SEMPRA ENERGY COM 816851109 49,496.25 2955 SOLE SOLE
SHARED MEDICAL SYSTEM COM 819486101 11,775.63 227 SOLE SOLE
SHERWIN WILLIAMS COM 824348106 36,569.81 1667 SOLE SOLE
SIGMA-ALDRICH CORP COM 826552101 25,853.75 962 SOLE SOLE
SILICON GRAPHICS INC COM 827056102 17,829.50 1688 SOLE SOLE
SNAP ON TOOLS, INC. COM 833034101 15,424.44 589 SOLE SOLE
SOLECTRON CORP COM 834182107 292,135.75 7292 SOLE SOLE
SOUTHERN CO COM 842587107 191,400.00 8800 SOLE SOLE
SOUTHTRUST CORP COM 844730101 56,445.81 2219 SOLE SOLE
SOUTHWEST AIRLINES CO. COM 844741108 99,088.31 4761 SOLE SOLE
SPRING INDUSTRIES COM 851783100 7,524.00 198 SOLE SOLE
SPRINT CORPORATION COMMON COM 852061100 701,820.00 11140 SOLE SOLE
SPRINT PCS GROUP COM 852061506 675,331.25 10340 SOLE SOLE
THE STANLEY WORKS COM 854616109 22,682.50 860 SOLE SOLE
STAPLES INC COM 855030102 109,120.00 5456 SOLE SOLE
STATE STREET CORP COM 857477103 209,443.75 2162 SOLE SOLE
SUMMIT BANCORP COM 866005101 49,245.00 1876 SOLE SOLE
SUN MICROSYSTEMS COM 866810104 1,785,700.45 19057 SOLE SOLE
SUNOCO INC COM 86764P109 27,402.38 1001 SOLE SOLE
SUN TRUST BANKS, INC. COM 867914103 244,917.75 4241 SOLE SOLE
SUPERVALU INC. COM 868536103 32,932.31 1739 SOLE SOLE
SYNOVUS FINANCIAL CORP COM 87161C105 56,285.25 2982 SOLE SOLE
SYSCO CORP COM 871829107 124,656.44 3493 SOLE SOLE
TJX COS INC COM 872540109 62,857.19 2833 SOLE SOLE
TRW INC COM 872649108 72,715.50 1243 SOLE SOLE
TANDY CORP COM 875382103 115,456.25 2275 SOLE SOLE
TARGET CORP COM 87612E106 432,428.75 5785 SOLE SOLE
TEKTRONIX INC COM 879131100 40,488.00 723 SOLE SOLE
TELLABS INC COM 879664100 307,741.66 4886 SOLE SOLE
TEMPLE INLAND COM 879868107 26,699.50 536 SOLE SOLE
TENET HEALTHCARE CORP COM 88033G100 76,613.00 3331 SOLE SOLE
TERADYNE, INC COM 880770102 178,729.25 2173 SOLE SOLE
TEXACO COM 881694103 398,219.25 7426 SOLE SOLE
TEXAS INTRUMENTS COM 882508104 1,574,080.00 9838 SOLE SOLE
TEXAS UTILITIES CO COM 882848104 96,306.25 3244 SOLE SOLE
TEXTRON INC COM 883203101 129,663.75 2130 SOLE SOLE
THERMO ELECTRON CORP COM 883556102 33,150.13 1627 SOLE SOLE
THOMAS & BETTS CO COM 884315102 18,588.50 658 SOLE SOLE
3 COM CORPORATION COM 885535104 243,526.25 4378 SOLE SOLE
TIME WARNER INC COM 887315109 1,615,300.00 16153 SOLE SOLE
TIMES MIRROR CO CLASS A-NEW COM 887364107 89,312.94 961 SOLE SOLE
TIMKEN CO COM 887389104 9,798.75 603 SOLE SOLE
TORCHMARK CORP COM 891027104 31,750.63 1373 SOLE SOLE
TOSCO CORP COM 891490302 59,200.94 1945 SOLE SOLE
TOYS "R" US INC COM 892335100 45,578.06 3077 SOLE SOLE
TRICON GLOBAL RESTAURANTS COM 895953107 52,806.25 1700 SOLE SOLE
TRIBUNE CO COM 896047107 103,837.50 2840 SOLE SOLE
TUPPERWARE CORPORATION COM 899896104 9,455.88 598 SOLE SOLE
TYCO INTERNATIONAL LTD COM 902124106 1,021,489.88 20481 SOLE SOLE
USX-MARATHON COM 902905827 86,110.50 3304 SOLE SOLE
UST INC. COM 902911106 28,171.88 1803 SOLE SOLE
U.S. BANCORP COM 902973106 210,065.63 9603 SOLE SOLE
USX-US STEEL COM 90337T101 20,475.00 819 SOLE SOLE
UNILEVER N V - ADR COM 904784709 362,044.38 7523 SOLE SOLE
UNICOM CORPORATION COM 904911104 76,285.00 2090 SOLE SOLE
UNION CARBIDE CORP COM 905581104 73,765.31 1265 SOLE SOLE
UNION PACIFIC CORP COM 907818108 127,586.63 3261 SOLE SOLE
UNION PACIFIC RESOURCES GROU COM 907834105 35,061.00 2418 SOLE SOLE
UNION PLANTERS CORP COM 908068109 43,753.75 1420 SOLE SOLE
UNISYS CORP COM 909214108 74,536.50 2923 SOLE SOLE
UNITED HEALTHCARE CORP COM 910581107 124,079.63 2081 SOLE SOLE
US AIRWAYS GROUP, INC. COM 911905107 21,193.13 762 SOLE SOLE
US WEST INC COM 91273H101 468,794.38 6455 SOLE SOLE
UNITED TECHNOLOGIES CORP COM 913017109 393,215.81 6223 SOLE SOLE
UNOCAL CORP COM 915289102 83,151.25 2795 SOLE SOLE
UNUMPROVIDENT CORP COM 91529Y106 42,007.00 2471 SOLE SOLE
VF CORP COM 918204108 29,332.19 1219 SOLE SOLE
VERITAS SOFTWARE CORPORATION COM 923436109 622,250.00 4750 SOLE SOLE
VIACOM INC -CL B COM 925524308 485,933.00 9212 SOLE SOLE
VULCAN MATERIALS COMPANY COM 929160109 50,027.25 1092 SOLE SOLE
WACHOVIA CORP COM 929771103 167,149.63 2474 SOLE SOLE
WAL-MART STORES INC COM 931142103 2,832,720.00 51040 SOLE SOLE
WALGREEN CO COM 931422109 334,054.75 12973 SOLE SOLE
WARNER-LAMBERT CO COM 934488107 1,033,207.50 10597 SOLE SOLE
WASHINGTON MUTUAL, INC. COM 939322103 202,990.00 7660 SOLE SOLE
WASTE MANAGEMENT INC (NEW) COM 94106L109 102,122.44 7461 SOLE SOLE
WATSON PHARMACEUTICALS INC COM 942683103 47,386.88 1194 SOLE SOLE
WELLPOINT HEALTH NETWORKS COM 94973H108 60,372.00 864 SOLE SOLE
WELLS FARGO COMPANY COM 949746101 880,483.75 21508 SOLE SOLE
WENDYS INTERNATIONAL COM 950590109 25,052.69 1241 SOLE SOLE
WESTVACO CORP COM 961548104 32,740.88 981 SOLE SOLE
WEYERHAEUSER CO COM 962166104 157,719.00 2767 SOLE SOLE
WHIRLPOOL CORP COM 963320106 42,503.13 725 SOLE SOLE
WILLAMETTE INDUSTRIES COM 969133107 43,054.13 1073 SOLE SOLE
WILLIAMS COS COM 969457100 233,000.56 5303 SOLE SOLE
WINN-DIXIE STORES INC COM 974280109 28,573.13 1470 SOLE SOLE
WORTHINGTON INDS INC COM 981811102 10,890.00 880 SOLE SOLE
WRIGLEY WM JR CO COM 982526105 100,393.94 1307 SOLE SOLE
XILINX INC COM 983919101 308,228.13 3722 SOLE SOLE
XEROX CORP COM 984121103 218,686.00 8411 SOLE SOLE
YAHOO! INC COM 984332106 1,085,146.50 6332 SOLE SOLE
YOUNG & RUBICAM INC COM 987425105 3,290.00 70 SOLE SOLE
GLOBAL CROSSING LTD COM G3921A100 391,935.63 9574 SOLE SOLE
TRANSOCEAN SEDCO FOREX INC COM G90078109 124,689.38 2430 SOLE SOLE
AGCO CORP COM 001084102 44,692.38 3929 SOLE SOLE
AGL RESOURCES COM 001204106 60,637.50 3300 SOLE SOLE
AK STEEL HOLDING CORP COM 001547108 35,275.00 3400 SOLE SOLE
ABERCROMBIE & FITCH COM 002896207 108,800.00 6800 SOLE SOLE
ACNIELSON CORPORATION COM 004833109 81,742.50 3633 SOLE SOLE
ACUSON CORP COM 005113105 22,218.75 1500 SOLE SOLE
AXCIOM CORPORATION COM 005125109 177,122.75 5327 SOLE SOLE
ADTRAN, INC. COM 00738A106 154,537.50 2600 SOLE SOLE
AFFILIATED COMPUTER SVCS-A COM 008190100 117,800.00 3100 SOLE SOLE
AIRBORNE FREIGHT CORP COM 009266107 62,400.00 2600 SOLE SOLE
AIRGAS, INC. COM 009363102 34,081.25 4100 SOLE SOLE
ALASKA AIRGROUP INC COM 011659109 51,106.25 1700 SOLE SOLE
ALBANY INTL CORP CLASS A COM 012348108 24,707.25 1668 SOLE SOLE
ALBEMARLE CORPE COM 012653101 74,700.00 3600 SOLE SOLE
ALEXANDER & BALDWIN INC COM 014482103 55,687.50 2700 SOLE SOLE
ALLEGHENY ENERGY INC COM 017361106 194,866.88 7070 SOLE SOLE
ALLIANT ENERGY CORP COM 018802108 141,108.25 4636 SOLE SOLE
ALLMERICA FINANCIAL CORP COM 019754100 178,500.00 3500 SOLE SOLE
ALTERA CORP COM 021441100 1,092,420.00 12240 SOLE SOLE
AMBAC FINANCIAL GROUP, INC. COM 023139108 226,687.50 4500 SOLE SOLE
AMERICAN EAGLE OUTFITTERS COM 02553E106 102,431.25 2700 SOLE SOLE
AMERICAN FINANCIAL GROUP INC COM 025932104 114,500.00 4000 SOLE SOLE
AMERICAN POWER CONVERSION CO COM 029066107 523,075.00 12200 SOLE SOLE
AMERICAN STANDARD CO COM 029712106 162,800.00 4400 SOLE SOLE
AMERICAN WATER WORKS INC COM 030411102 135,375.00 5700 SOLE SOLE
AMETEK INC. COM 031100100 40,425.00 2100 SOLE SOLE
APOLLO GROUP INC. COM 037604105 160,668.75 5700 SOLE SOLE
APPRIA HEALTHCARE GROUP COM 037933108 47,643.75 3300 SOLE SOLE
ARNOLD INDUSTRIES, INC. COM 042595108 17,937.50 1400 SOLE SOLE
ARROW ELECTRONICS, INC. COM 042735100 196,483.50 5574 SOLE SOLE
ARVIN INDS INC COM 043339100 27,150.00 1200 SOLE SOLE
ASSOCIATED BANC CORP COM 045487105 117,498.38 3933 SOLE SOLE
ASTORIA FINANCIAL CORP COM 046265104 99,312.50 3500 SOLE SOLE
ATMEL CORPORATION COM 049513104 725,847.50 14060 SOLE SOLE
AVNET INC COM 053807103 152,901.00 2427 SOLE SOLE
BJ SERVICES COM 055482103 354,600.00 4800 SOLE SOLE
BJ'S WHOLESALE CLUB COM 05548J106 169,950.00 4400 SOLE SOLE
BANDAG INC COM 059815100 32,200.00 1400 SOLE SOLE
BANTA CORPORATION COM 066821109 36,750.00 2000 SOLE SOLE
BARNES & NOBLE INC COM 067774109 98,900.00 4300 SOLE SOLE
BECKMAN COULTER INC. COM 075811109 121,956.25 1900 SOLE SOLE
BELO (A.H.) CORP-COM SER A COM 080555105 143,000.00 8000 SOLE SOLE
BERGEN BRUNSWIG CORP CL A COM 083739102 54,837.00 8124 SOLE SOLE
BEVERLY ENTERPRISES INC COM 087851309 25,443.75 6900 SOLE SOLE
BLACK HILLS CORP COM 092113109 26,475.00 1200 SOLE SOLE
BLYTH INDUSTRIES INC COM 09643P108 81,937.50 3000 SOLE SOLE
BOB EVANS FARMS COM 096761101 27,500.00 2200 SOLE SOLE
BORDERS GROUP COM 099709107 82,500.00 4800 SOLE SOLE
BORG-WARNER AUTOMOTIVE INC COM 099724106 59,062.50 1500 SOLE SOLE
BOWATER INC. COM 102183100 192,150.00 3600 SOLE SOLE
BRINKER INTERNATIONAL COM 109641100 122,015.63 4110 SOLE SOLE
BROADWING INC COM 111620100 487,156.25 13100 SOLE SOLE
BUFFETS INC COM 119882108 16,256.25 1800 SOLE SOLE
BURLINGTON INDUSTRIES INC. COM 121693105 14,875.00 3400 SOLE SOLE
CCB FINANCIAL CORP COM 124875105 108,855.00 2460 SOLE SOLE
CBRL GROUP INC COM 12489V106 40,000.00 4000 SOLE SOLE
CDW COMPUTER CENTERS COM 125129106 210,249.38 2490 SOLE SOLE
C.H. ROBINSON WORLDWIDE INC COM 12541W100 85,675.00 2300 SOLE SOLE
CLECO CORPORATION COM 12561W105 39,900.00 1200 SOLE SOLE
CK WITCO CORPORATION COM 12562C108 79,238.38 7778 SOLE SOLE
CMP GROUP INC COM 125887109 49,512.50 1700 SOLE SOLE
CNF TRANSPORTATION, INC. COM 12612W104 74,925.00 2700 SOLE SOLE
CSG SYSTEMS INTERNATIONAL IN COM 126349109 146,437.50 3000 SOLE SOLE
CABOT CORP COM 127055101 131,150.00 4300 SOLE SOLE
CADENCE DESIGN SYS INC COM 127387108 297,555.00 14340 SOLE SOLE
CALLAWAY GOLF COMPANY COM 131193104 71,300.00 4600 SOLE SOLE
CALPINE CORPORATION COM 131347106 319,600.00 3400 SOLE SOLE
CAMBRIDGE TECH PARTNERS COM 132524109 50,181.25 3700 SOLE SOLE
CARLISLE COS INC COM 142339100 80,000.00 2000 SOLE SOLE
CARPENTER TECHNOLOGY COM 144285103 24,975.00 1200 SOLE SOLE
CARTER-WALLACE INC COM 146285101 45,000.00 2400 SOLE SOLE
CHARTER ONE FINANCIAL INC COM 160903100 252,798.00 12038 SOLE SOLE
CHECKFREE HOLDINGS CORPORATI COM 162816102 269,310.00 3820 SOLE SOLE
CHESAPEAKE CORPORATION COM 165159104 38,431.25 1300 SOLE SOLE
CHIRON CORP COM 170040109 559,198.50 11212 SOLE SOLE
CHRIS CRAFT INDUSTRIES COM 170520100 141,626.35 2224 SOLE SOLE
CHURCH AND DWIGHT COM 171340102 37,812.50 2200 SOLE SOLE
CIRRUS LOGIC INC COM 172755100 78,475.00 4300 SOLE SOLE
CINTAS GROUP COM 172908105 376,200.00 9600 SOLE SOLE
CITY NATIONAL CORP COM 178566105 100,523.50 2984 SOLE SOLE
CLAIRE'S STORES INC. COM 179584107 65,203.13 3250 SOLE SOLE
CLAYTON HOMES, INC. COM 184190106 98,222.63 9701 SOLE SOLE
CLEVELAND CLIFFS CORP COM 185896107 14,287.50 600 SOLE SOLE
COMDISCO COM 200336105 405,950.00 9200 SOLE SOLE
COMPASS BANCSHARES INC COM 20449H109 143,550.00 7200 SOLE SOLE
COMSAT CORP COM 20564D107 29,782.50 1444 SOLE SOLE
CONCORD EFS INC COM 206197105 271,809.38 11850 SOLE SOLE
CONECTIV INC COM 206829103 103,250.00 5900 SOLE SOLE
CONSOLIDATED PAPERS COM 209759109 230,625.00 6000 SOLE SOLE
CONVERGYS CORP COM 212485106 316,725.00 8200 SOLE SOLE
CORDANT TECHNOLOGIES INC COM 218412104 118,781.25 2100 SOLE SOLE
COVANCE INC COM 222816100 39,775.00 3700 SOLE SOLE
CYPRESS SEMI-CONDUCTOR COM 232806109 318,558.75 6460 SOLE SOLE
CYTEC IND COM 232820100 88,812.50 2900 SOLE SOLE
DPL INC COM 233293109 217,437.50 9800 SOLE SOLE
DQE, INC. COM 23329J104 204,750.00 4500 SOLE SOLE
DEAN FOODS CO COM 242361103 61,525.00 2300 SOLE SOLE
DENTSPLY INTERNATIONAL INC COM 249030107 87,962.50 3100 SOLE SOLE
DEVON ENERGY CORPORATION COM 25179M103 208,333.13 4290 SOLE SOLE
DEVRY INC COM 251893103 132,797.00 4354 SOLE SOLE
DEXTER CORP COM 252165105 68,900.00 1300 SOLE SOLE
DIAL CORP. COM 25247D101 83,875.00 6100 SOLE SOLE
DIEBOLD COM 253651103 123,750.00 4500 SOLE SOLE
DIME BANCORP INC.(NEW) COM 25429Q102 127,520.50 6893 SOLE SOLE
DOLE FOOD COMPANY COM 256605106 77,750.00 4000 SOLE SOLE
DOLLAR TREE STORES, INC COM 256747106 192,862.50 3700 SOLE SOLE
DONALDSON CO INC COM 257651109 76,712.50 3400 SOLE SOLE
DREYER GRAND ICE CREAM COM 261878102 41,200.00 1600 SOLE SOLE
DYNEGY INC COM 26816Q101 574,790.00 9160 SOLE SOLE
ENSCO INTERNATIONAL INC COM 26874Q100 325,125.00 9000 SOLE SOLE
E*TRADE GROUP INC COM 269246104 502,485.00 16680 SOLE SOLE
EDWARDS AG COM 281760108 251,480.00 6287 SOLE SOLE
ELECTRONIC ARTS COM 285512109 256,275.00 3600 SOLE SOLE
ENERGY EAST CORPORATION COM 29266M109 147,583.31 7449 SOLE SOLE
ETHYL CORP COM 297659104 15,925.00 5200 SOLE SOLE
EXPRESS SCRIPTS INC. COM 302182100 106,932.00 2546 SOLE SOLE
FAMILY DOLLAR STORES COM 307000109 235,181.25 11300 SOLE SOLE
FASTENAL CO COM 311900104 119,687.50 2500 SOLE SOLE
FEDERAL MOGUL CORP COM 313549107 56,737.50 3400 SOLE SOLE
FEDERAL SIGNAL COM 313855108 48,768.75 2700 SOLE SOLE
FERRO CORP COM 315405100 40,968.75 2300 SOLE SOLE
FINOVA GROUP INC. . COM 317928109 63,887.50 3800 SOLE SOLE
FIRST HEALTH GROUP CORP COM 320960107 126,500.00 4000 SOLE SOLE
FIRST SECURTIY CORP/DEL COM 336294103 148,644.00 12387 SOLE SOLE
FIRST TENNESSEE NATL CORP COM 337162101 164,531.25 8100 SOLE SOLE
FIRST VIRGINIA BANKS INC COM 337477103 127,712.50 3400 SOLE SOLE
FISERV, INC. COM 337738108 262,171.88 7050 SOLE SOLE
FIRSTMERIT CORP COM 337915102 98,419.38 5338 SOLE SOLE
FLOWERS INDUSTRIES INC COM 343496105 93,782.81 6175 SOLE SOLE
FLOWSERVE CORPORATION COM 34354P105 33,938.50 2636 SOLE SOLE
FOREST LABORATORIES CL A COM 345838106 447,850.00 5300 SOLE SOLE
FOUNDATION HEALTH SYSTEMS-A COM 350404109 63,200.00 7900 SOLE SOLE
FULLER (H. B.) CO COM 359694106 31,950.00 800 SOLE SOLE
FURNITURE BRANDS INT'L INC. COM 360921100 60,200.00 3200 SOLE SOLE
GATX CORP COM 361448103 117,800.00 3100 SOLE SOLE
GARTNER GROUP, INC-CL B COM 366651206 83,882.06 6301 SOLE SOLE
GENZYME CORP COM 372917104 257,141.25 5130 SOLE SOLE
GEORGIA GULF CORP COM 373200203 62,400.00 2400 SOLE SOLE
GEORGIA PACIFIC CO TIMBER GR COM 373298702 142,218.75 5550 SOLE SOLE
GILEAD SCIENCES INC. COM 375558103 152,100.00 2400 SOLE SOLE
GLATFELER (P.H.) CO. COM 377316104 27,625.00 2600 SOLE SOLE
GLOBAL MARINE INC COM 379352404 281,662.50 11100 SOLE SOLE
GRANITE CONSTRUCTION INC COM 387328107 41,175.00 1525 SOLE SOLE
GREENPOINT FINANCIAL CORP COM 395384100 113,825.00 5800 SOLE SOLE
GTECH HOLDINGS CORP . COM 400518106 51,566.63 2778 SOLE SOLE
HSB GROUP, INC COM 40428N109 59,321.88 2050 SOLE SOLE
HANNA (M.A.) CO COM 410522106 35,917.19 3175 SOLE SOLE
HANNAFORD BROTHERS COMPANY COM 410550107 188,357.50 2554 SOLE SOLE
HANOVER COMPRESSOR CO COM 410768105 102,375.00 1800 SOLE SOLE
HARRIS CORP COM 413875105 172,121.25 4980 SOLE SOLE
HARSCO CORPORATION COM 415864107 92,600.00 3200 SOLE SOLE
HARTE-HANKS, INC COM 416196103 95,287.50 4200 SOLE SOLE
HAWAIIAN ELECTRIC INDS COM 419870100 54,081.25 1700 SOLE SOLE
HEALTH MGMT. ASSOC. CL.A COM 421933102 221,587.50 15550 SOLE SOLE
HEILIG-MYERS CO COM 422893107 11,812.50 3000 SOLE SOLE
HELMERICH & PAYNE COM 423452101 97,340.00 3140 SOLE SOLE
HIBERNIA CORP COM 428656102 100,800.00 9600 SOLE SOLE
HILLENBRAND INDUSTRIES COM 431573104 138,040.00 4060 SOLE SOLE
HISPANIC BROADCASTING CORP COM 43357B104 351,075.00 3100 SOLE SOLE
HON INDUSTRIES COM 438092108 87,550.00 3400 SOLE SOLE
HORACE MANN EDUCATORS COM 440327104 47,937.50 2600 SOLE SOLE
HORMEL FOODS CORPORATION COM 440452100 161,087.50 9800 SOLE SOLE
HOUGHTON MIFFLIN CO COM 441560109 67,900.00 1600 SOLE SOLE
HUBBELL INC. CL B COM 443510201 121,271.25 4430 SOLE SOLE
HUNT (J.B.) COM 445658107 34,218.75 2500 SOLE SOLE
ICN PHARMACEUTICALS, INC COM 448924100 124,123.75 4555 SOLE SOLE
IOWA BEEF PROCESSING COM 449223106 97,650.00 6200 SOLE SOLE
IMC GLOBAL INC. COM 449669100 102,812.50 7000 SOLE SOLE
IDACORP INC COM 451107106 76,450.00 2200 SOLE SOLE
IMATION CORPORATION COM 45245A107 69,387.50 2600 SOLE SOLE
INDIANA ENERGY INC COM 454707100 72,150.00 3700 SOLE SOLE
INFORMIX CORP COM 456779107 262,531.25 15500 SOLE SOLE
INTEGRATED DEVICE TECH COM 458118106 182,275.00 4600 SOLE SOLE
INTERNATIONAL GAME TECHNOLOG COM 459902102 120,365.63 5550 SOLE SOLE
INTERNATIONAL MULTIFOODS INC COM 460043102 14,712.50 1100 SOLE SOLE
INTL SPEEDWAY CORP-CL A COM 460335201 139,306.25 3100 SOLE SOLE
INTERSTATE BAKERIES CORP COM 46072H108 68,713.50 4822 SOLE SOLE
INTUIT INC COM 461202103 603,562.50 11100 SOLE SOLE
INVESTMENT TECHNOLOGY GROUP COM 46145F105 63,450.00 1800 SOLE SOLE
IPALCO COM 462613100 111,150.00 5700 SOLE SOLE
IVAX CORP COM 465823102 318,825.00 11700 SOLE SOLE
JABIL CIRCUIT INC COM 466313103 432,500.00 10000 SOLE SOLE
JACOBS ENGINEERING GROUP INC COM 469814107 54,825.00 1700 SOLE SOLE
JONES APPAREL GROUP COM 480074103 235,938.75 7402 SOLE SOLE
KANSAS CITY POWER & LIGHT COM 485134100 118,900.00 4100 SOLE SOLE
KAYDON CORP COM 486587108 49,162.50 1800 SOLE SOLE
KEANE, INC COM 486665102 107,817.50 4270 SOLE SOLE
KELLY SERVICES INC CLA COM 488152208 52,662.50 2200 SOLE SOLE
KENNAMETAL INC COM 489170100 48,100.00 1600 SOLE SOLE
KEYSPAN CORPORATION COM 49337W100 236,746.25 8570 SOLE SOLE
KEYSTONE FIN INC COM 493482103 58,800.00 3200 SOLE SOLE
KINDER MORGAN INC COM 49455P101 242,742.00 7036 SOLE SOLE
LG&E ENERGY CORP COM 501917108 185,287.50 8100 SOLE SOLE
L-3 COMMUNICATIONS HOLDINGS COM 502424104 98,800.00 1900 SOLE SOLE
LANCASTER COLONY CORP COM 513847103 80,409.94 2631 SOLE SOLE
LANCE INC COM 514606102 18,062.50 1700 SOLE SOLE
LANDS END COM 515086106 110,700.00 1800 SOLE SOLE
LEAR CORPORATION COM 521865105 115,312.50 4100 SOLE SOLE
LEE ENTERPRISES COM 523768109 73,150.00 2800 SOLE SOLE
LEGATO SYSTEMS INC. COM 524651106 214,200.00 4800 SOLE SOLE
LEGG MASON INC COM 524901105 146,704.00 3392 SOLE SOLE
LINCARE HOLDINGS INC COM 532791100 102,093.25 3598 SOLE SOLE
LINEAR TECHNOLOGY CORP COM 535678106 451,000.00 8200 SOLE SOLE
LITTON INDS COM 538021106 132,562.50 3000 SOLE SOLE
LONE STAR STEAKHOUSE COM 542307103 26,487.50 2600 SOLE SOLE
LONGVIEW FIBRE CO COM 543213102 50,150.00 3400 SOLE SOLE
LUBRIZOL CORP COM 549271104 103,725.00 3600 SOLE SOLE
LYONDELL CHEMICAL COMPANY COM 552078107 103,250.00 7000 SOLE SOLE
MCN ENERGY GROUP, INC. COM 55267J100 122,500.00 4900 SOLE SOLE
MACROMEDIA INC COM 556100105 261,906.25 2900 SOLE SOLE
MAGNETEK INC COM 559424106 12,775.00 1400 SOLE SOLE
MANDALAY RESORT GROUP COM 562567107 106,312.50 6300 SOLE SOLE
MANPOWER INC COMMON STOCK COM 56418H100 191,700.00 5400 SOLE SOLE
MARK IV INDUSTRIES INC COM 570387100 92,993.44 4215 SOLE SOLE
MARSHALL & ISLEY CORP COM 571834100 368,445.00 6380 SOLE SOLE
MARTIN MARIETTA MATERIALS COM 573284106 137,750.00 2900 SOLE SOLE
MAXIM INTEGRATED PRODUCTS COM 57772K101 1,021,168.13 14370 SOLE SOLE
MAXXAM INC COM 577913106 11,400.00 400 SOLE SOLE
MCCORMICK AND CO COM 579780206 150,285.00 4660 SOLE SOLE
MEDIA GENERAL INC CL A COM 584404107 94,275.00 1800 SOLE SOLE
MEDIMMUNE INC COM 584699102 644,436.63 3701 SOLE SOLE
MENTOR GRAPHICS COM 587200106 63,525.00 4200 SOLE SOLE
MERCANTILE BANKSHARES CORP COM 587405101 131,418.75 4300 SOLE SOLE
MERITOR AUTOMOTIVE INC. COM 59000G100 68,088.63 4306 SOLE SOLE
MICROCHIP TECH COM 595017104 308,992.13 4700 SOLE SOLE
MILLENNIUM PHARMACEUTICALS COM 599902103 355,857.50 2740 SOLE SOLE
MILLER HERMAN INC COM 600544100 156,800.00 5600 SOLE SOLE
MINERALS TECHNOLOGIES INC COM 603158106 66,843.75 1500 SOLE SOLE
MINIMED INC COM 60365K108 233,100.00 1800 SOLE SOLE
MINNESOTA POWER & LIGHT COM 604110106 63,175.00 3800 SOLE SOLE
MODINE MANUFACTURING CO COM 607828100 50,250.00 2000 SOLE SOLE
MODIS PROFESSIONAL SERVICES COM 607830106 84,150.00 6800 SOLE SOLE
MOHAWK INDUSTRIES COM 608190104 83,481.13 3731 SOLE SOLE
MONTANA POWER CO COM 612085100 409,600.00 6400 SOLE SOLE
MURPHY OIL CORP COM 626717102 172,875.00 3000 SOLE SOLE
MYLAN LABORATORIES COM 628530107 220,000.00 8000 SOLE SOLE
NCH CORP COM 628850109 22,656.25 500 SOLE SOLE
NCO GROUP INC COM 628858102 47,906.25 1500 SOLE SOLE
NABORS INDUSTRIES COM 629568106 299,089.13 7706 SOLE SOLE
NATIONAL COMMERCE BANCORP COM 635449101 118,400.00 6400 SOLE SOLE
NATIONAL FUEL GAS CO COM 636180101 98,037.50 2200 SOLE SOLE
NAVIGANT CONSULTING CO COM 63935N107 28,600.00 2600 SOLE SOLE
NETWORK ASSOCIATES INC COM 640938106 257,387.25 7981 SOLE SOLE
NEWPORT NEWS SHIPBUILDING IN COM 652228107 61,710.00 2040 SOLE SOLE
NISOURCE INC. COM 65473P105 121,230.00 7184 SOLE SOLE
NOBLE AFFILIATES COM 654894104 114,843.75 3500 SOLE SOLE
NOBLE DRILLING CORPORATION COM 655042109 348,489.38 8410 SOLE SOLE
NORDSON CORP COM 655663102 46,062.50 1000 SOLE SOLE
NORTH FORK BANCORP COM 659424105 171,617.88 9601 SOLE SOLE
NORTHEAST UTILITIES COM 664397106 180,600.00 8400 SOLE SOLE
NOVA CORP/ GEORGIA COM 669784100 128,586.88 4415 SOLE SOLE
NOVELLUS SYSTEMS, INC. COM 670008101 390,461.63 6957 SOLE SOLE
NSTAR -W/I COM 67019E107 163,800.00 3900 SOLE SOLE
NVIDIA CORP COM 67066G104 185,865.63 2200 SOLE SOLE
OGE ENERGY CORP COM 670837103 101,693.75 5300 SOLE SOLE
OCEAN ENERGY INC COM 67481E106 148,335.63 10319 SOLE SOLE
OFFICEMAX INC COM 67622M108 52,000.00 8000 SOLE SOLE
OGDEN CORP COM 676346109 39,393.75 3300 SOLE SOLE
OHIO CASUALTY CORP COM 677240103 67,925.00 3800 SOLE SOLE
OLD REPUBLIC COM 680223104 111,375.00 8100 SOLE SOLE
OLIN CORPORATION COM 680665205 56,800.00 3200 SOLE SOLE
OMNICARE INC COM 681904108 63,328.13 5250 SOLE SOLE
OREGON STEEL MILLS INC COM 686079104 0 SOLE SOLE
OUTBACK STEAKHOUSE INC COM 689899102 144,281.25 4500 SOLE SOLE
OVERSEAS SHIPHOLDING GROUP COM 690368105 43,581.25 1900 SOLE SOLE
OXFORD HEALTH PLANS COM 691471106 76,250.00 5000 SOLE SOLE
THE PMI GROUP INC COM 69344M101 149,428.13 3150 SOLE SOLE
PSS WORLD MEDICAL INC COM 69366A100 29,328.91 4325 SOLE SOLE
PACIFIC CENTURY FINACIAL COR COM 694058108 109,687.50 5400 SOLE SOLE
PACIFICARE HEALTH SYSTEMS COM 695112102 141,445.50 2836 SOLE SOLE
PAPA JOHNS INTL INC COM 698813102 56,100.00 1700 SOLE SOLE
PARK PLACE ENTERTAINMENT COM 700690100 212,750.00 18400 SOLE SOLE
PAYLESS SHOESOURCE COM 704379106 116,028.38 2234 SOLE SOLE
PENNZOIL-QUAKER STATE CO COM 709323109 35,424.88 3394 SOLE SOLE
PENTAIR INC COM 709631105 81,537.50 2200 SOLE SOLE
PERRIGO CO COM 714290103 37,968.75 5000 SOLE SOLE
PIONEER NATURAL RESOURCES COM 723787107 65,875.00 6200 SOLE SOLE
PITTSTON BRINK'S GROUP COM 725701106 50,303.00 2959 SOLE SOLE
POLICY MANAGEMENT SYSTEMS CO COM 731108106 27,600.00 2300 SOLE SOLE
POLYCOM INC COM 73172K104 142,537.50 1800 SOLE SOLE
POTOMAC ELECTRIC POWER CO COM 737679100 156,859.13 6933 SOLE SOLE
POWERWAVE TECHNOLOGIES INC COM 739363109 125,000.00 1000 SOLE SOLE
PRECISION CASTPARTS COM 740189105 56,575.00 1550 SOLE SOLE
PREMIER PARKS INC COM 740540208 100,800.00 4800 SOLE SOLE
PROTECTIVE LIFE CORP COM 743674103 123,094.75 3877 SOLE SOLE
PROVIDENT FINANCIAL GROUP COM 743866105 93,229.06 2737 SOLE SOLE
PUBLIC SERVICE COMP OF N MEX COM 744499104 36,225.00 2300 SOLE SOLE
PUGET SOUND ENERGY, INC. COM 745332106 118,192.81 5327 SOLE SOLE
QLOGIC CORPORATION COM 747277101 596,200.00 4400 SOLE SOLE
QUANTUM CORP-DLT & STORAGE COM 747906204 125,701.88 10530 SOLE SOLE
QUESTAR COM 748356102 102,093.75 5500 SOLE SOLE
QUORUM HEALTH GROUP, INC. COM 749084109 47,293.75 4700 SOLE SOLE
RPM INC OHIO COM 749685103 62,898.00 5718 SOLE SOLE
RATIONAL SOFTWARE CORP COM 75409P202 405,450.00 5300 SOLE SOLE
RAYONIER INC COM 754907103 97,500.00 2000 SOLE SOLE
READERS DIGEST ASSOC COM 755267101 237,012.50 6700 SOLE SOLE
RELIASTAR FINL CORP COM 75952U103 189,700.00 5600 SOLE SOLE
REYNOLDS & REYNOLDS CLASS A COM 761695105 145,800.00 5400 SOLE SOLE
RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 111,622.00 6566 SOLE SOLE
ROBERT HALF INTERNATIONAL COM 770323103 247,054.50 5208 SOLE SOLE
ROLLINS INC COM 775711104 34,212.50 2300 SOLE SOLE
ROSS STORES INC COM 778296103 143,797.50 5976 SOLE SOLE
RUDDICK CORP COM 781258108 26,250.00 2400 SOLE SOLE
RYERSON TULL INC COM 78375P107 19,499.00 1258 SOLE SOLE
SCI SYSTEMS INC. COM 783890106 477,209.25 8868 SOLE SOLE
SPX CORP. COM 784635104 210,784.38 1850 SOLE SOLE
SAKS INC. COM 79377W108 127,107.00 8766 SOLE SOLE
SANMINA CORP COM 800907107 512,394.00 7584 SOLE SOLE
SANTA FE SYNDER CORP COM 80218K105 107,039.63 11121 SOLE SOLE
SAWTEK INC COM 805468105 120,893.75 2300 SOLE SOLE
SCANA CORP COM 80589M102 96,849.94 3943 SOLE SOLE
SCHOLASTIC CORP COM 807066105 48,543.75 900 SOLE SOLE
SCHULMAN (A.) INC. COM 808194104 31,800.00 2400 SOLE SOLE
SENSORMATIC ELECTRONICS CORP COM 817265101 109,943.75 4900 SOLE SOLE
SEPRACOR INC COM 817315104 308,725.00 4240 SOLE SOLE
SEQUA CORPORATION COM 817320104 19,812.50 500 SOLE SOLE
SHAW INDUSTRIES INC COM 820286102 118,462.50 7800 SOLE SOLE
SIEBEL SYSTEMS INC COM 826170102 1,374,725.63 11510 SOLE SOLE
SIERRA PACIFIC RESOURCES COM 826428104 60,925.00 4874 SOLE SOLE
SMITH INTERNATIONAL INC COM 832110100 209,250.00 2700 SOLE SOLE
SMUCKER (J.M.) CLASS - A COM 832696108 29,400.00 1600 SOLE SOLE
SOLUTIA INC COM 834376105 97,878.25 7318 SOLE SOLE
SONOCO PRODUCTS INC COM 835495102 158,907.00 6762 SOLE SOLE
SOTHEBY'S COM 835898107 70,062.50 3800 SOLE SOLE
SOUTHDOWN INC COM 841297104 140,066.00 2374 SOLE SOLE
SOVEREIGN BANCORP INC COM 845905108 64,598.88 8542 SOLE SOLE
STANDARD REGISTER CO COM 853887107 20,600.00 1600 SOLE SOLE
STARBUCKS CORP COM 855244109 492,937.50 11000 SOLE SOLE
STERIS CORP COM 859152100 42,168.50 4114 SOLE SOLE
STERLING SOFTWARE INC COM 859547101 150,487.00 4934 SOLE SOLE
STEWART AND STEVENSON SVCS COM 860342104 24,750.00 2200 SOLE SOLE
STEWART ENTERPRISES INC CL A COM 860370105 27,156.25 5500 SOLE SOLE
STORAGE TECHNOLOGY CORP COM 862111200 104,358.75 6548 SOLE SOLE
STRUCTURAL DYNAMICS RESEARCH COM 863555108 24,300.00 1800 SOLE SOLE
STRYKER CORP COM 863667101 446,400.00 6400 SOLE SOLE
SUIZA FOODS CORP COM 865077101 88,550.00 2200 SOLE SOLE
SUNGARD DATA SYSTEMS, INC. COM 867363103 305,322.00 8088 SOLE SOLE
SUPERIOR INDUSTRIES COM 868168105 63,375.00 2000 SOLE SOLE
SWIFT TRANSPORTATION CO., IN COM 870756103 61,500.00 3000 SOLE SOLE
SYBASE INC . COM 871130100 99,531.25 4900 SOLE SOLE
SYBRON INTERNATIONAL CORP COM 87114F106 171,970.00 5930 SOLE SOLE
SYKES ENTERPRISES INC COM 871237103 49,562.50 2600 SOLE SOLE
SYLVAN LEARNING SYSTEMS, INC COM 871399101 51,000.00 3200 SOLE SOLE
SYMANTEC CORP COM 871503108 225,375.00 3000 SOLE SOLE
SYMBOL TECHNOLOGIES INC COM 871508107 432,140.63 5250 SOLE SOLE
SYNOPSYS INC COM 871607107 200,313.75 4109 SOLE SOLE
TCF FINANCIAL CORP COM 872275102 135,469.31 5689 SOLE SOLE
TECO ENERGY INC COM 872375100 155,500.00 8000 SOLE SOLE
TECH DATA CORP COM 878237106 107,468.38 3269 SOLE SOLE
TECUMSEH PRODUCTS CO-CL A COM 878895200 57,200.00 1300 SOLE SOLE
TELEFLEX, INC. COM 879369106 81,650.00 2300 SOLE SOLE
TELEPHONE & DATA COM 879433100 432,900.00 3900 SOLE SOLE
TIDEWATER INC COM 886423102 124,068.75 3900 SOLE SOLE
TIFFANY & CO COM 886547108 374,640.00 4480 SOLE SOLE
TOTAL RENAL CARE HOLDINGS COM 89151A107 15,446.88 4943 SOLE SOLE
TRANSACTION SYSTEMS ARCHIT-A COM 893416107 51,975.00 1800 SOLE SOLE
TRANSWITCH CORP COM 894065101 221,087.50 2300 SOLE SOLE
TRIGON HEALTHCARE INC COM 89618L100 100,100.00 2800 SOLE SOLE
TRINITY INDUSTRIES COM 896522109 59,218.75 2500 SOLE SOLE
TRIQUINT SEMICONDUCTOR COM 89674K103 161,700.00 2200 SOLE SOLE
TYSON FOODS INC CL A COM 902494103 156,306.25 14050 SOLE SOLE
UCAR INTERNATIONAL, INC COM 90262K109 38,243.75 2900 SOLE SOLE
USG CORP COM 903293405 134,200.00 3200 SOLE SOLE
U.S. FOODSERVICE, INC. COM 90331R101 144,818.00 5624 SOLE SOLE
ULTRAMAR DIAMOND SHAMROCK COM 904000106 139,562.50 5500 SOLE SOLE
UNIFI, INC COM 904677101 34,856.25 3900 SOLE SOLE
UNITRIN, INC. COM 913275103 182,850.00 4600 SOLE SOLE
UNIVERSAL CORPORATION COM 913456109 34,643.75 2300 SOLE SOLE
UNIVERSAL FOODS CORP COM 913538104 61,987.50 2900 SOLE SOLE
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UTILICORP UNITED INC COM 918005109 92,118.75 5100 SOLE SOLE
VALASSIS COMMUNICATION COM 918866104 116,860.25 3508 SOLE SOLE
VALERO ENERGY CORP COM 91913Y100 104,125.00 3400 SOLE SOLE
VARCO INTERNATIONAL INC COM 922126107 51,762.50 4100 SOLE SOLE
VERITAS SOFTWARE CORPORATION COM 923436109 622,250.00 4750 SOLE SOLE
VIAD CORPORATION COM 92552R109 137,250.00 6000 SOLE SOLE
VISHAY INTERTECHNOLOGY INC COM 928298108 310,109.38 5575 SOLE SOLE
VISX INC COM 92844S105 68,182.00 3736 SOLE SOLE
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WASHINGTON POST CLASS B COM 939640108 333,797.00 617 SOLE SOLE
WATERS CORP COM 941848103 361,950.00 3800 SOLE SOLE
WAUSAU-MOSINEE PAPER MILLS COM 943315101 48,412.13 3742 SOLE SOLE
WEATHERFORD INTERNATIONAL COM 947074100 356,925.50 6056 SOLE SOLE
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WELLMAN, INC COM 949702104 43,587.50 2200 SOLE SOLE
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WHITMAN CORP COM 96647R107 121,535.00 8720 SOLE SOLE
WILLIAMS-SONOMA INC. COM 969904101 131,254.00 4234 SOLE SOLE
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EVEREST RE GROUP LTD COM G3223R108 101,137.50 3100 SOLE SOLE
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ADOBE SYSTEMS INC COM 00724F101 55,656.25 500 SOLE SOLE
ALCOA INC COM 013817101 210,750.00 3000 SOLE SOLE
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AMERICAN GENERAL CORP COM 026351106 134,700.00 2400 SOLE SOLE
AUTOMATIC DATA PROCESSING IN COM 053015103 24,125.00 500 SOLE SOLE
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BCE INC COM 05534B109 112,893.75 900 SOLE SOLE
BANK OF NEW YORK COM 064057102 70,656.25 1700 SOLE SOLE
BARD C.R. INC COM 067383109 23,212.50 600 SOLE SOLE
BAXTER INTERNATIONAL INC COM 071813109 84,628.13 1350 SOLE SOLE
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H & R BLOCK COM 093671105 26,850.00 600 SOLE SOLE
BOISE CASCADE COM 097383103 69,500.00 2000 SOLE SOLE
BOWATER INC. COM 102183100 32,025.00 600 SOLE SOLE
BRISTOL-MEYER/SQUIBB COM 110122108 129,360.00 2240 SOLE SOLE
BURLINGTON RESOURCES, INC COM 122014103 92,500.00 2500 SOLE SOLE
CIGNA CORP CI COM 125509109 151,500.00 2000 SOLE SOLE
CHASE MANHATTAN COM 16161A108 305,156.25 3500 SOLE SOLE
CITY NATIONAL CORP COM 178566105 26,950.00 800 SOLE SOLE
COMDISCO COM 200336105 17,650.00 400 SOLE SOLE
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CONOCO INC CLASS B COM 208251405 59,783.13 2333 SOLE SOLE
COORS (ADOLPH) COM 217016104 23,906.25 500 SOLE SOLE
CORNING CORP COM 219350105 77,600.00 400 SOLE SOLE
ELECTRONIC DATA SYSTEMS CORP COM 285661104 25,675.00 400 SOLE SOLE
ENRON COM 293561106 82,362.50 1100 SOLE SOLE
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EXXON MOBIL CORPORATION COM 30231G102 415,518.75 5340 SOLE SOLE
FANNIE MAE COM 313586109 84,656.25 1500 SOLE SOLE
FIRST DATA COM 319963104 44,250.00 1000 SOLE SOLE
FLEET BOSTON FINANCIAL CORP COM 339030108 102,200.00 2800 SOLE SOLE
GANNETT CO INC COM 364730101 52,781.25 750 SOLE SOLE
GENERAL ELECTRIC COM 369604103 574,193.75 3700 SOLE SOLE
HELIX TECHNOLOGY CORP COM 423319102 18,018.75 300 SOLE SOLE
HEWLETT-PACKARD CO COM 428236103 132,562.50 1000 SOLE SOLE
HOUSEHOLD INTERNATIONAL COM 441815107 111,937.50 3000 SOLE SOLE
INTEL CORP COM 458140100 356,231.25 2700 SOLE SOLE
INT'L BUSINESS MACHINES COM 459200101 165,200.00 1400 SOLE SOLE
JOHNSON CONTROLS COM 478366107 97,312.50 1800 SOLE SOLE
KAUFMAN & BROAD HOME CORP COM 486168107 96,468.75 4500 SOLE SOLE
KNIGHT RIDDER INC COM 499040103 35,656.25 700 SOLE SOLE
LA-Z-BOY CHAIR CO COM 505336107 76,875.00 5000 SOLE SOLE
THE LIMITED LTD COM 532716107 90,990.00 2160 SOLE SOLE
LIZ CLAIBORNE INC COM 539320101 36,650.00 800 SOLE SOLE
LUCENT TECHNOLOGIES COM 549463107 151,875.00 2500 SOLE SOLE
MBNA CORPORATION COM 55262L100 56,100.00 2200 SOLE SOLE
MARSH & MCLENNAN CO COM 571748102 347,484.38 3150 SOLE SOLE
MCCORMICK AND CO COM 579780206 29,025.00 900 SOLE SOLE
MCGRAW HILL COS INC. COM 580645109 182,000.00 4000 SOLE SOLE
MEDTRONIC INC COM 585055106 92,587.50 1800 SOLE SOLE
MELLON FINANCIAL CORP COM 58551A108 118,000.00 4000 SOLE SOLE
MERITOR AUTOMOTIVE INC. COM 59000G100 63,250.00 4000 SOLE SOLE
MILLIPORE CORP COM 601073109 45,150.00 800 SOLE SOLE
MOTOROLA INC COM 620076109 242,037.50 1700 SOLE SOLE
NEW YORK TIMES CLASS A COM 650111107 85,875.00 2000 SOLE SOLE
NOKIA CORP-ADR A COM 654902204 130,350.00 600 SOLE SOLE
NORTEL NETWORKS CORP COM 656569100 126,000.00 1000 SOLE SOLE
PE CORP-PE BIOSYSTEMS GROUP COM 69332S102 96,500.00 1000 SOLE SOLE
PAYCHEX INC COM 704326107 20,950.00 400 SOLE SOLE
PITNEY BOWES INC COM 724479100 232,375.00 5200 SOLE SOLE
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TIDEWATER INC COM 886423102 28,631.25 900 SOLE SOLE
USX-MARATHON COM 902905827 104,250.00 4000 SOLE SOLE
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VIAD CORPORATION COM 92552R109 25,162.50 1100 SOLE SOLE
WELLS FARGO COMPANY COM 949746101 153,515.63 3750 SOLE SOLE
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AMES DEPARTMENT STORES COM 030789507 14,737.50 600 SOLE SOLE
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ASPECT COMMUNICATIONS CORP COM 04523Q102 53,666.50 1448 SOLE SOLE
ASPEN TECHNOLOGY, INC COM 045327103 52,487.50 1300 SOLE SOLE
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BRUSH WELLMAN INC COM 117421107 10,575.00 600 SOLE SOLE
BUCKEYE TECHNOLOGIES INC COM 118255108 17,871.75 1014 SOLE SOLE
BURR-BROWN CORP COM 122574106 87,924.38 1617 SOLE SOLE
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CTS CORP COM 126501105 44,916.00 788 SOLE SOLE
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CASCADE NATURAL GAS CORP. COM 147339105 7,578.75 470 SOLE SOLE
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CASH AMERICA INTERNATIONAL COM 14754D100 9,850.50 792 SOLE SOLE
CASTLE (A.M.) & CO. COM 148411101 6,487.50 519 SOLE SOLE
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CATO CORP NEW CL A COM 149205106 10,551.50 898 SOLE SOLE
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CEPHALON INC COM 156708109 32,287.50 861 SOLE SOLE
CERNER CORP COM 156782104 22,896.00 848 SOLE SOLE
CHAMPION ENTERPRISES INC COM 158496109 6,532.00 1136 SOLE SOLE
CHECKPOINT SYSTEMS INC COM 162825103 8,073.50 964 SOLE SOLE
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CHOICE POINT INC COM 170388102 29,900.00 800 SOLE SOLE
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CIRCLE INTERNATIONAL GRP INC COM 172574105 13,000.00 500 SOLE SOLE
CLARCOR INC. COM 179895107 13,561.00 764 SOLE SOLE
COACHMEN INDUSTRIES INC COM 189873102 5,525.00 400 SOLE SOLE
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COEUR D ALENE MINES COM 192108108 1,653.81 563 SOLE SOLE
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COHU INC COM 192576106 25,012.50 600 SOLE SOLE
COMMERCE BANCORP INC NJ COM 200519106 25,567.00 691 SOLE SOLE
COMMERCIAL FEDERAL CORP COM 201647104 25,519.38 1535 SOLE SOLE
COMMERCIAL METALS COMPANY COM 201723103 15,746.25 570 SOLE SOLE
COMMSCOPE INC COM 203372107 69,760.63 1529 SOLE SOLE
COMMUNITY FIRST BANKSHARES COM 203902101 19,200.00 1200 SOLE SOLE
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CONMED COM 207410101 12,531.25 500 SOLE SOLE
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COPART INC COM 217204106 24,500.00 1400 SOLE SOLE
COR THERAPEUTICS INC COM 217753102 48,386.66 734 SOLE SOLE
CORN PRODUCTS INTL COM 219023108 22,185.63 922 SOLE SOLE
COST PLUS INC COM 221485105 16,906.25 500 SOLE SOLE
COVENTRY HEALTH CARE INC COM 222862104 13,634.00 1604 SOLE SOLE
CROSS TIMBERS OIL COMPANY COM 227573102 15,831.75 1212 SOLE SOLE
CULLEN/FROST BANKERS INC COM 229899109 33,575.63 1270 SOLE SOLE
CURATIVE HEALTH SERVICES COM 231264102 2,100.00 350 SOLE SOLE
CYBEX CORPORATION COM 232522102 19,753.13 525 SOLE SOLE
CYGNUS INC COM 232560102 8,439.00 582 SOLE SOLE
DBT ONLINE INC COM 233044106 8,724.38 470 SOLE SOLE
D.R. HORTON INC COM 23331A109 17,634.38 1350 SOLE SOLE
DAIN RAUSCHER CORP COM 233856103 22,814.38 346 SOLE SOLE
DALLAS SEMICONDUCTOR CORP COM 235204104 49,807.25 1418 SOLE SOLE
DATASCOPE CORP COM 238113104 15,557.50 490 SOLE SOLE
DELPHI FINANCIAL GROUP, INC COM 247131105 15,400.13 507 SOLE SOLE
DELTA & PINE LAND COMPANY COM 247357106 18,802.00 952 SOLE SOLE
DELTIC TIMBER CORP COM 247850100 7,106.25 300 SOLE SOLE
DENDRITE INTERNATIONAL INC COM 248239105 18,843.75 900 SOLE SOLE
DEPT 56, INC. COM 249509100 7,406.25 500 SOLE SOLE
DIAGNOSTIC PRODUCTS CORP COM 252450101 10,263.75 420 SOLE SOLE
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DIMON INC COM 254394109 2,056.75 866 SOLE SOLE
DIONEX CORP COM 254546104 21,080.00 640 SOLE SOLE
DISCOUNT AUTO PARTS, INC. COM 254642101 5,049.69 565 SOLE SOLE
DOWNEY FINANCIAL CORP COM 261018105 16,638.75 783 SOLE SOLE
DRESS BARN, INC COM 261570105 10,703.00 556 SOLE SOLE
DRIL-QUIP, INC COM 262037104 42,412.50 900 SOLE SOLE
DURA PHARMACEUTICALS INC COM 26632S109 16,006.25 1300 SOLE SOLE
DYCOM INDUSTRIES COM 267475101 43,875.00 900 SOLE SOLE
EGL INC COM 268484102 32,725.00 1400 SOLE SOLE
EARTHGRAINS COMPANY COM 270319106 16,689.75 1122 SOLE SOLE
EASTERN UTILITIES ASSOCIATIO COM 277173100 19,201.50 612 SOLE SOLE
EATON VANCE CORP COM 278265103 44,225.63 1030 SOLE SOLE
ELCOR CO. COM 284443108 17,077.50 495 SOLE SOLE
ELECTRO SCIENTIFIC INDS INC COM 285229100 39,672.00 684 SOLE SOLE
ELECTROGLAS INC COM 285324109 15,755.00 460 SOLE SOLE
ELOYALTY CORPORATION COM 290151109 24,089.88 1009 SOLE SOLE
ENERGEN CORP COM 29265N108 13,865.63 870 SOLE SOLE
ENESCO GROUP INC COM 292973104 7,062.50 1000 SOLE SOLE
ENHANCE FINANCIAL SVCS GROUP COM 293310108 14,266.25 1010 SOLE SOLE
ENZO BIOCHEM INC COM 294100102 58,797.00 834 SOLE SOLE
EPICOR SOFTWARE CORP COM 29426L108 9,154.50 1077 SOLE SOLE
ESTERLINE TECHNOLOGIES COM 297425100 5,850.00 450 SOLE SOLE
ETHAN ALLEN INTERIORS COM 297602104 27,375.00 1095 SOLE SOLE
EXPEDITORS INTL WASH INC COM 302130109 50,085.00 1260 SOLE SOLE
FYI INC COM 302712104 13,562.50 500 SOLE SOLE
FACTSET RESEARCH SYSTEMS INC COM 303075105 19,755.63 730 SOLE SOLE
FAIR ISSAC & COMPANY INC. COM 303250104 13,411.88 345 SOLE SOLE
FEDDERS CORP COM 313135105 8,071.19 1451 SOLE SOLE
FIDELITY NATIONAL FINL INC COM 316326107 18,177.25 1316 SOLE SOLE
FILENET CORPORATION COM 316869106 23,443.00 788 SOLE SOLE
FIRST AMERICAN FINL CORP. COM 318522307 21,238.69 1497 SOLE SOLE
FIRST BANKCORP/PUERTO RICO COM 318672102 13,324.50 756 SOLE SOLE
FIRST MIDWEST BANCORP INC/IL COM 320867104 25,899.00 1068 SOLE SOLE
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FLEMING COMPANIES INC COM 339130106 16,613.94 1103 SOLE SOLE
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FOOTSTAR INC COM 344912100 19,972.75 707 SOLE SOLE
FOSSIL INC COM 349882100 17,578.13 750 SOLE SOLE
FOSTER WHEELER CORP COM 350244109 3,712.50 550 SOLE SOLE
FRANKLIN COVEY CO COM 353469109 4,589.25 633 SOLE SOLE
FREMONT GENERAL CORP COM 357288109 9,939.38 1674 SOLE SOLE
FRIEDE GOLDMAN HALTER INC COM 358430106 2,894.38 421 SOLE SOLE
FRITZ COMPANIES INC COM 358846103 11,208.38 1107 SOLE SOLE
G & K SEREVICES INC -CL A COM 361268105 10,398.94 532 SOLE SOLE
GC COMPANIES COM 36155Q109 8,791.75 253 SOLE SOLE
GALLAGHER ARTHUR J & CO COM 363576109 27,885.00 858 SOLE SOLE
GARDNER DENVER, INC COM 365558105 9,218.13 490 SOLE SOLE
GENCORP INC COM 368682100 20,150.00 2600 SOLE SOLE
GENERAL COMMUNICATION COM 369385109 9,148.25 1702 SOLE SOLE
GENERAL SEMICONDUCTOR INC COM 370787103 19,768.50 1146 SOLE SOLE
GENTEX CORP COM 371901109 77,312.38 2086 SOLE SOLE
GEON COMPANY COM 37246W105 15,824.00 736 SOLE SOLE
GERBER SCIENTIFIC INC COM 373730100 13,344.94 691 SOLE SOLE
GOODYS FAMILY CLOTHING INC COM 382588101 4,850.00 800 SOLE SOLE
GRACO INCORPORATED COM 384109104 15,892.00 548 SOLE SOLE
GREAT PLAINS SOFTWARE INC COM 39119E105 21,350.00 400 SOLE SOLE
GRIFFON CORPORATION COM 398433102 6,492.19 831 SOLE SOLE
GUILFORD MILLS INC COM 401794102 5,781.00 752 SOLE SOLE
GYMBOREE CORP COM 403777105 2,755.50 668 SOLE SOLE
HNC SOFTWARE COM 40425P107 55,488.13 770 SOLE SOLE
HS RESOURCES INC COM 404297103 10,182.25 482 SOLE SOLE
HA-LO INDUSTRIES INC. COM 404429102 8,883.00 1128 SOLE SOLE
HADCO CORP COM 404681108 23,911.25 370 SOLE SOLE
HAIN FOOD GROUP INC COM 405219106 14,156.25 500 SOLE SOLE
HANGER ORTHOPEDIC GROUP INC COM 41043F208 2,656.25 500 SOLE SOLE
HARBINGER CORP COM 41145C103 30,872.50 1060 SOLE SOLE
HARLAND JOHN H CO COM 412693103 9,045.00 670 SOLE SOLE
HARMAN INTERNATIONAL COM 413086109 29,100.00 485 SOLE SOLE
HARMON INDUSTRIES INC COM 413136102 5,618.75 310 SOLE SOLE
HARTMAX CORP COM 417119104 4,600.75 1673 SOLE SOLE
HEARTLAND EXPRESS INC COM 422347104 11,377.97 810 SOLE SOLE
HELIX TECHNOLOGY CORP COM 423319102 38,139.69 635 SOLE SOLE
HENRY (JACK) & ASSOCIATES COM 426281101 37,096.25 1006 SOLE SOLE
HILB, ROGAL & HAMILTON CO COM 431294107 11,471.25 420 SOLE SOLE
HOOPER HOLMES INC COM 439104100 27,450.00 800 SOLE SOLE
HUDSON UNITED BANCORP COM 444165104 24,029.75 1108 SOLE SOLE
HUGHES SUPPLY INC. COM 444482103 8,664.50 559 SOLE SOLE
HUTCHINSON TECHNOLOGY COM 448407106 9,517.50 540 SOLE SOLE
HYPERION SOLUTIONS CORP COM 44914M104 25,187.50 775 SOLE SOLE
IDEC PHARMACEUTICALS CORP COM 449370105 127,725.00 1300 SOLE SOLE
IHOP CORP COM 449623107 8,148.00 582 SOLE SOLE
IMCO RECYCLING COM 449681105 5,863.13 530 SOLE SOLE
IDEX CORP COM 45167R104 21,800.00 800 SOLE SOLE
IDEXX LABORATORIES INC COM 45168D104 23,965.25 1028 SOLE SOLE
IMMUNE RESPONSE CORP COM 45252T106 8,165.00 710 SOLE SOLE
INACOM CORP COM 45323G109 2,057.00 748 SOLE SOLE
INCYTE PHARMACEUTICALS COM 45337C102 76,507.81 875 SOLE SOLE
INFORMATION RESOURCES COM 456905108 5,600.00 700 SOLE SOLE
INNOVEX INC COM 457647105 3,491.91 357 SOLE SOLE
INPUT/OUTPUT, INC COM 457652105 8,801.63 1437 SOLE SOLE
INSIGHT ENTERPRISES INC COM 45765U103 21,862.50 600 SOLE SOLE
INSITUFORM TECHNOL CL A COM 457667103 21,437.50 700 SOLE SOLE
INTER TEL INC COM 458372109 19,545.75 714 SOLE SOLE
INTERFACE INC COM 458665106 5,737.50 1350 SOLE SOLE
INTERIM SERVICES INC COM 45868P100 35,157.38 1894 SOLE SOLE
INTERMET CORP COM 45881K104 6,232.38 683 SOLE SOLE
INTERNATIONAL RECTIFIER CORP COM 460254105 60,771.25 1594 SOLE SOLE
INTERVOICE-BRITE INC COM 461142101 21,656.25 750 SOLE SOLE
INVACARE CORP COM 461203101 20,029.38 730 SOLE SOLE
INVESTORS FINANCIAL SVS COM 461915100 23,550.00 400 SOLE SOLE
IONICS INC COM 462218108 9,509.25 372 SOLE SOLE
ITRON INC COM 465741106 2,657.06 383 SOLE SOLE
J & J SNACK FOODS COM 466032109 5,565.00 280 SOLE SOLE
JLG INDUSTRIES INC COM 466210101 9,125.00 1000 SOLE SOLE
JACK IN THE BOX INC COM 466367109 23,102.75 1084 SOLE SOLE
JEFFERIES GROUP INC (NEW) COM 472319102 11,437.50 500 SOLE SOLE
JO-ANN STORES INC-CL A COM 47758P109 4,530.88 541 SOLE SOLE
JONES PHARMA INC COM 480236108 58,441.50 1924 SOLE SOLE
JUSTIN INDUSTRIES COM 482171105 18,216.00 1012 SOLE SOLE
K2 INC COM 482732104 3,405.19 429 SOLE SOLE
KAMAN CORPORATION COM 483548103 6,532.50 670 SOLE SOLE
KELLWOOD CO COM 488044108 11,643.94 663 SOLE SOLE
KEMET CORP COM 488360108 67,551.00 1068 SOLE SOLE
KENT ELECTRONCIS CORP COM 490553104 22,591.13 774 SOLE SOLE
KIRBY CORP COM 497266106 13,647.25 691 SOLE SOLE
KOMAG INC. COM 500453105 5,539.64 1459 SOLE SOLE
KROLL-O'GARA COMPANY COM 501050108 5,250.00 480 SOLE SOLE
KRONOS INC COM 501052104 11,109.38 375 SOLE SOLE
KULICKE & SOFFA INDUSTRIES COM 501242101 40,807.81 637 SOLE SOLE
LA-Z-BOY CHAIR CO COM 505336107 23,339.25 1518 SOLE SOLE
LABOR READY INC COM 505401208 10,744.00 1088 SOLE SOLE
LACLEDE GAS CO COM 505588103 10,000.00 500 SOLE SOLE
LANDRYS SEAFOOD RESTAURANTS COM 51508L103 4,870.50 764 SOLE SOLE
LANDSTAR COM 515098101 16,151.25 295 SOLE SOLE
LASON HOLDINGS, INC. COM 51808R107 2,637.50 400 SOLE SOLE
LATTICE SEMICONDUCTOR CORP COM 518415104 95,168.63 1406 SOLE SOLE
LAWSON PRODUCTS COM 520776105 11,906.25 500 SOLE SOLE
LENNOX INTERNATIONAL INC COM 526107107 11,095.00 1268 SOLE SOLE
LIBBEY INC COM 529898108 12,045.00 440 SOLE SOLE
LILLY INDUSTRIES INC COM 532491107 9,132.75 738 SOLE SOLE
LINDSAY MANUFACTURING CO COM 535555106 8,031.63 469 SOLE SOLE
LINENS 'N THINGS COM 535679104 34,250.00 1000 SOLE SOLE
LIPOSOME COMPANY INC COM 536310105 17,748.25 1016 SOLE SOLE
LUBY'S CAFETERIAS INC COM 549282101 8,295.56 879 SOLE SOLE
LYDALL INC COM 550819106 3,543.75 405 SOLE SOLE
MAF BANCORP, INC. COM 55261R108 17,806.25 1100 SOLE SOLE
MDC HOLDINGS INC COM 552676108 8,610.00 480 SOLE SOLE
M S CARRIERS, INC COM 553533100 9,611.50 409 SOLE SOLE
MACDERMID INC COM 554273102 17,755.00 670 SOLE SOLE
MAGELLAN HEALTH SERVICES COR COM 559079108 3,493.88 726 SOLE SOLE
MANITOWOC COMPANY INC COM 563571108 17,780.06 657 SOLE SOLE
MARCHFIRST INC COM 566244109 124,906.25 3500 SOLE SOLE
MARCUS CORPORATION COM 566330106 12,614.06 975 SOLE SOLE
MASCOTECH INC COM 574670105 14,100.00 1200 SOLE SOLE
MATERIAL SCIENCES COM 576674105 5,373.00 398 SOLE SOLE
MAXIMUS INC COM 577933104 15,250.00 500 SOLE SOLE
MCWHORTER TECHNOLOGIES INC COM 582803102 4,200.00 350 SOLE SOLE
MEDICIS PHARMACEUTICAL CL A COM 584690309 28,000.00 700 SOLE SOLE
MEDQUIST INC COM 584949101 22,293.75 820 SOLE SOLE
MENS WEARHOUSE INC COM 587118100 25,477.50 860 SOLE SOLE
MENTOR CORP. COM 587188103 15,687.00 581 SOLE SOLE
MERCURY COMPUTER SYSTEMS INC COM 589378108 29,325.00 600 SOLE SOLE
MERCURY INTERACTIVE CORP COM 589405109 142,650.00 1800 SOLE SOLE
MESA AIR GROUP INC. COM 590479101 5,125.00 820 SOLE SOLE
METHODE ELECTRONICS CL A COM 591520200 52,166.50 1033 SOLE SOLE
MICHAEL FOODS INC COM 594079105 10,500.00 500 SOLE SOLE
MICHAELS STORES COM 594087108 33,252.00 816 SOLE SOLE
MICREL INC COM 594793101 153,600.00 1600 SOLE SOLE
MICRO SYSTEMS INC. COM 594901100 27,063.13 430 SOLE SOLE
MICROAGE COM 594928103 1,563.28 667 SOLE SOLE
MIDAS INC COM 595626102 9,600.00 400 SOLE SOLE
MIDWEST EXPRESS HOLDINGS COM 597911106 12,812.50 500 SOLE SOLE
MIDWAY GAMES INC. COM 598148104 13,210.25 997 SOLE SOLE
MISSISSIPPI CHEMICAL CORP COM 605288208 5,593.06 821 SOLE SOLE
MONOCO COACH CORP COM 60886R103 9,500.00 500 SOLE SOLE
MORGAN KEEGAN INC. COM 617410105 14,000.00 800 SOLE SOLE
MORRISON KNUDSEN CORP COM 61844A109 20,672.13 2803 SOLE SOLE
MUELLER INDUSTRIES COM 624756102 30,314.25 998 SOLE SOLE
MUTUAL RISK MGMT LTD COM 628351108 19,420.00 971 SOLE SOLE
MYERS INDUSTRIES INC COM 628464109 6,924.00 577 SOLE SOLE
NBTY INC COM 628782104 24,815.44 1813 SOLE SOLE
NFO WORLDWIDE INC COM 62910N108 13,420.00 610 SOLE SOLE
NASH-FINCH CO COM 631158102 4,062.50 500 SOLE SOLE
NATIONAL COMPUTER SYSTEMS IN COM 635519101 41,615.00 820 SOLE SOLE
NATIONAL DATA CORP COM 635621105 22,958.00 883 SOLE SOLE
NATIONAL DISCOUNT BROKERS COM 635646102 19,750.00 400 SOLE SOLE
NATIONAL INSTRUMENTS CORP COM 636518102 58,061.69 1237 SOLE SOLE
NATIONAL PRESTO INDUSTRIES COM 637215104 7,503.75 230 SOLE SOLE
NATURES SUNSHINE PRODUCT INC COM 639027101 4,488.00 561 SOLE SOLE
NAUTICA ENTERPRISES INC. COM 639089101 11,891.00 1012 SOLE SOLE
NETWORK EQUIPMENT TECH INC COM 641208103 7,430.00 743 SOLE SOLE
NEW ENGLAND BUSINESS SERVICE COM 643872104 8,176.50 474 SOLE SOLE
NEW JERSEY RESOURCES COM 646025106 20,862.00 488 SOLE SOLE
NEWFIELD EXPLORATION COMPANY COM 651290108 36,378.00 1032 SOLE SOLE
99 CENTS ONLY STORES COM 65440K106 36,620.25 933 SOLE SOLE
NORTH AMERICAN VACCINE INC COM 657201109 2,018.31 751 SOLE SOLE
NORTHWEST NATURAL GAS COM 667655104 10,666.50 547 SOLE SOLE
NORTHWESTERN CORPORATION COM 668074107 12,375.00 600 SOLE SOLE
NOVEN PHARMACEUTICALS COM 670009109 6,562.50 600 SOLE SOLE
OM GROUP INC COM 670872100 26,936.00 592 SOLE SOLE
OAKWOOD HOMES CORP COM 674098108 4,460.63 1170 SOLE SOLE
OCEANEERING INTERNATIONAL COM 675232102 12,900.00 688 SOLE SOLE
OFFSHORE LOGISTICS INC COM 676255102 9,102.00 656 SOLE SOLE
OMNOVA SOLUTIONS INC COM 682129101 3,656.25 650 SOLE SOLE
ORBITAL SCIENCES CORP COM 685564106 14,295.00 953 SOLE SOLE
ORGANOGENESIS INC. COM 685906109 8,443.75 700 SOLE SOLE
O'REILLY AUTOMOTIVE INC COM 686091109 16,287.25 1148 SOLE SOLE
ORTHODONTIC CENTERS OF AMERI COM 68750P103 22,518.75 1201 SOLE SOLE
OSHKOSH B GOSH COM 688222207 9,540.00 530 SOLE SOLE
OWENS & MINOR HLDG CO COM 690732102 9,360.63 881 SOLE SOLE
OXFORD INDUSTRIES INC COM 691497309 6,271.25 346 SOLE SOLE
P COM INC COM 693262107 34,410.00 1860 SOLE SOLE
PACIFIC SUNWEAR OF CALIFORNI COM 694873100 28,875.00 750 SOLE SOLE
PAREXEL INTERNATIONAL CORP COM 699462107 5,889.00 624 SOLE SOLE
PARK ELECTROCHEMICAL CORP COM 700416209 7,987.00 326 SOLE SOLE
PATTERSON DENTAL CO COM 703412106 32,550.75 851 SOLE SOLE
PAXAR CORPORATION COM 704227107 12,271.88 1275 SOLE SOLE
PEDIATRIX MEDICAL GROUP INC. COM 705324101 2,827.50 390 SOLE SOLE
PEP BOYS-MANNY, MO, JACK COM 713278109 6,489.69 1093 SOLE SOLE
PERFORMANCE FOOD GROUP CO COM 713755106 8,750.00 400 SOLE SOLE
PHARMACEUTICAL PRODUCT DEVEL COM 717124101 10,670.63 630 SOLE SOLE
PHILADELPHIA SUBURBAN CORP COM 718009608 18,831.88 1039 SOLE SOLE
PHILLIPS VAN HEUSEN CORP COM 718592108 8,771.44 1141 SOLE SOLE
PHOTRONICS INC COM 719405102 22,917.81 649 SOLE SOLE
PICTURETEL CORPORATION COM 720035302 8,610.00 984 SOLE SOLE
PIEDMONT NATURAL GAS COM 720186105 18,817.13 722 SOLE SOLE
PIER 1 IMPORTS COM 720279108 26,086.25 2545 SOLE SOLE
PILLOWTEX CORP COM 721501104 1,496.00 374 SOLE SOLE
PINNACLE ENTERTAINMENT INC COM 723456109 17,570.31 865 SOLE SOLE
PINNACLE SYSTEMS, INC COM 723481107 86,450.00 2600 SOLE SOLE
PIONEER GROUP INC COM 723684106 15,833.25 681 SOLE SOLE
PIONEER STANDARD ELECTRONICS COM 723877106 12,001.50 762 SOLE SOLE
PLAINS RESOURCES INC. COM 726540503 4,937.50 395 SOLE SOLE
PLANTRONICS INC COM 727493108 37,275.00 400 SOLE SOLE
PLEXUS CORP COM 729132100 30,181.13 453 SOLE SOLE
POGO PRODUCING CO COM 730448107 31,961.44 1119 SOLE SOLE
POLARIS INDUSTRIES INC. COM 731068102 18,075.00 600 SOLE SOLE
POPE & TALBOT INC COM 732827100 18,025.88 981 SOLE SOLE
PREPAID LEGAL SERVICES INC COM 740065107 16,328.13 550 SOLE SOLE
PRIMARK CORP COM 741903108 12,303.75 510 SOLE SOLE
PRIME HOSPITALITY CORP COM 741917108 10,374.75 1431 SOLE SOLE
PRIDE INTERNATIONAL INC COM 741932107 39,739.38 1742 SOLE SOLE
PRIORITY HEALTHCARE CORP-B COM 74264T102 30,401.25 605 SOLE SOLE
THE PROFIT RECOVERY GROUP IN COM 743168106 19,425.00 1050 SOLE SOLE
PROGRESS SOFTWARE CORP COM 743312100 21,093.75 900 SOLE SOLE
PROJECT SOFTWARE & DEVELOPME COM 74339P101 33,900.00 600 SOLE SOLE
PROTEIN DESIGN LABS INC COM 74369L103 46,030.50 579 SOLE SOLE
PROVIDENT BANKSHARES CORP COM 743859100 9,922.50 630 SOLE SOLE
PROXIM INC COM 744284100 35,906.25 300 SOLE SOLE
QRS CORP COM 74726X105 30,100.00 400 SOLE SOLE
QUANEX CORP. COM 747620102 9,522.00 529 SOLE SOLE
QUEENS COUNTY BANCORP INC COM 748242104 8,128.13 450 SOLE SOLE
QUICKSILVER, INC. COM 74838C106 10,537.50 600 SOLE SOLE
RLI CORPORATION COM 749607107 10,050.00 300 SOLE SOLE
RSA SECURITY INC COM 749719100 51,812.50 1000 SOLE SOLE
RTI INTERNATIONAL METALS COM 74973W107 4,406.25 500 SOLE SOLE
RADIAN GROUP INC COM 750236101 45,767.63 961 SOLE SOLE
RADISYS CORP COM 750459109 24,050.00 400 SOLE SOLE
RALCORP HOLDINGS INC. COM 751028101 11,600.00 800 SOLE SOLE
RAYMOND JAMES FINANCIAL CORP COM 754730109 25,833.75 1245 SOLE SOLE
READ-RITE CORP COM 755246105 6,187.50 1320 SOLE SOLE
REGAL-BELOIT COM 758750103 9,345.00 534 SOLE SOLE
REGENERON PHARMACEUTICAL COM 75886F107 29,237.31 989 SOLE SOLE
REGIS CORP COM 758932107 12,324.00 832 SOLE SOLE
RELIANCE STEEL AND ALUMINUM COM 759509102 15,774.38 705 SOLE SOLE
REMEDY CORP COM 759548100 37,912.50 900 SOLE SOLE
RENAL CARE GROUP INC COM 759930100 22,446.56 1035 SOLE SOLE
REPUBLIC GROUP COM 760473108 3,655.00 340 SOLE SOLE
RESMED INC COM 761152107 28,550.00 400 SOLE SOLE
RESPIRONICS COM 761230101 12,247.50 852 SOLE SOLE
RIGGS NATL CORP WASH DC COM 766570105 11,553.75 948 SOLE SOLE
ROBBINS & MYERS COM 770196103 8,410.50 356 SOLE SOLE
ROLLINS TRUCK LEASING COM 775741101 12,563.44 1489 SOLE SOLE
ROPER INDUSTRIES INC COM 776696106 26,742.75 788 SOLE SOLE
RUBY TUESDAY INC. COM 781182100 17,570.00 1004 SOLE SOLE
RUSS BERRIE & CO INC COM 782233100 11,951.00 646 SOLE SOLE
RYAN'S FAMILY STEAK HOUSE COM 783519101 10,910.81 1141 SOLE SOLE
RYLAND GROUP INC COM 783764103 10,031.25 535 SOLE SOLE
SCPIE HOLDINGS INC COM 78402P104 9,187.50 300 SOLE SOLE
SEI INVESTMENTS COMPANY COM 784117103 57,739.69 509 SOLE SOLE
SLI INC. COM 78442T108 13,600.00 800 SOLE SOLE
SPS TECHNOLOGIES INC COM 784626103 19,703.00 646 SOLE SOLE
S3 INCORPORATED COM 784849101 46,746.00 2226 SOLE SOLE
SAGA SYSTEMS INC COM 786610105 26,812.50 750 SOLE SOLE
ST MARY LAND & EXPLORATION COM 792228108 9,052.13 303 SOLE SOLE
SALTON INC COM 795757103 13,012.50 300 SOLE SOLE
SCHWEITZER-MAUDUIT INTL, INC COM 808541106 5,343.19 413 SOLE SOLE
SCOTT TECHNOLOGIES INC COM 810022301 10,570.00 560 SOLE SOLE
SCOTTS COMPANY CLASS A COM 810186106 34,860.00 830 SOLE SOLE
SEACOR SMIT INC. COM 811904101 18,112.50 300 SOLE SOLE
SEITEL INC COM 816074306 5,453.06 687 SOLE SOLE
SELECTIVE INSURANCE GROUP COM 816300107 12,575.06 737 SOLE SOLE
SHOPKO STORES, INC. COM 824911101 13,490.00 760 SOLE SOLE
SIERRA HEALTH SERVICES COM 826322109 3,629.06 735 SOLE SOLE
SILICON VALLEY BANCSHARES COM 827064106 40,250.00 560 SOLE SOLE
SILICON VALLEY GROUP INC COM 827066101 24,750.00 900 SOLE SOLE
SIMPSON INDUSTRIES COM 829060102 6,770.63 690 SOLE SOLE
SIMPSON MANUFACTURING COM 829073105 11,850.00 300 SOLE SOLE
SKYLINE CORP. COM 830830105 6,072.50 280 SOLE SOLE
SKYWEST INC. COM 830879102 24,883.50 636 SOLE SOLE
A. O. SMITH COMMON STOCK COM 831865209 9,090.00 505 SOLE SOLE
SMITHFIELD FOODS, INC. COM 832248108 18,720.00 936 SOLE SOLE
SNYDER COMMUNICATIONS INC COM 832914105 90,000.00 4000 SOLE SOLE
SOLA INTERNATIONAL COM 834092108 3,503.50 572 SOLE SOLE
SONIC CORP COM 835451105 15,587.00 572 SOLE SOLE
SOUTHERN UNION COMPANY COM 844030106 13,113.38 726 SOLE SOLE
SOUTHWEST BANCORP OF TEXAS COM 84476R109 13,606.25 700 SOLE SOLE
SOUTHWEST GAS COMMON STOCK COM 844895102 13,191.25 692 SOLE SOLE
SOUTHWESTERN ENERGY COMPANY COM 845467109 7,897.00 1192 SOLE SOLE
SPECIALTY EQUIP. CO. COM 847497203 10,375.00 500 SOLE SOLE
SPEEDFAM-IPEC INC COM 847705100 8,764.88 441 SOLE SOLE
THE SPORTS AUTHORITY INC COM 849176102 2,132.00 832 SOLE SOLE
STAFFMARK INC COM 852389105 6,350.00 800 SOLE SOLE
STANDARD MOTOR PRODUCTS COM 853666105 5,801.25 390 SOLE SOLE
STANDARD PACIFIC CORP COM 85375C101 9,230.00 923 SOLE SOLE
STANDEX INTERNATIONAL CORP COM 854231107 7,037.00 454 SOLE SOLE
STARTEK INC COM 85569C107 29,500.00 400 SOLE SOLE
STATEN ISLAND BANCORP INC COM 857550107 17,125.00 1000 SOLE SOLE
STEEL DYNAMICS INC COM 858119100 13,875.00 1200 SOLE SOLE
STEIN MART INC. COM 858375108 9,207.00 1116 SOLE SOLE
STILLWATER MINING COMPANY COM 86074Q102 36,400.00 910 SOLE SOLE
STONE & WEBSTER INC COM 861572105 6,496.00 448 SOLE SOLE
STONE ENERGY CORPORATION COM 861642106 19,700.00 400 SOLE SOLE
STRIDE RITE CORP COM 863314100 11,255.25 1396 SOLE SOLE
STURM RUGER & CO INC COM 864159108 6,151.25 703 SOLE SOLE
SUMMIT TECHNOLOGY INC COM 86627E101 10,950.00 1200 SOLE SOLE
SUNRISE MEDICAL COM 867910101 5,618.75 899 SOLE SOLE
SUSQUEHANNA BANKSHARES INC. COM 869099101 11,906.38 862 SOLE SOLE
SYMMETRICOM INC COM 871543104 4,024.31 381 SOLE SOLE
SYNCOR INTL CORP COM 87157J106 9,900.00 300 SOLE SOLE
THQ INC COM 872443403 8,043.75 450 SOLE SOLE
TNP ENTERPRISES INC COM 872594106 17,656.44 403 SOLE SOLE
TALK.COM INC COM 874264104 21,264.00 1329 SOLE SOLE
TECHNE CORP COM 878377100 34,500.00 500 SOLE SOLE
TECHNITROL COM 878555101 25,863.00 444 SOLE SOLE
TELXON CORP COM 879700102 15,648.19 891 SOLE SOLE
TENNECO AUTOMOTIVE INC COM 880349105 6,746.88 850 SOLE SOLE
TETRA TECHNOLIGIES INC COM 88162F105 4,601.00 344 SOLE SOLE
TETRA TECH INC COM 88162G103 20,781.25 875 SOLE SOLE
TEXAS INDUSTRIES INC COM 882491103 15,936.00 512 SOLE SOLE
THREAGENICS CORP COM 883375107 10,700.00 800 SOLE SOLE
THOMAS INDUSTRIES INC COM 884425109 8,250.00 440 SOLE SOLE
THOR INDUSTRIES INC COM 885160101 8,752.50 360 SOLE SOLE
THREE FIVE SYSTEMS INC COM 88554L108 18,000.00 300 SOLE SOLE
TIMBERLAND COMPANY COM 887100105 40,494.00 794 SOLE SOLE
TITAN INTERNATIONAL INC COM 88830M102 5,297.19 737 SOLE SOLE
TOLL BROS COM 889478103 17,740.00 887 SOLE SOLE
TORO COMPANY COM 891092108 13,142.56 439 SOLE SOLE
TOWER AUTOMOTIVE COM 891707101 19,650.00 1200 SOLE SOLE
TREDEGAR CORPORATION COM 894650100 27,557.06 1023 SOLE SOLE
TRENWICK GROUP INC COM 895290104 5,904.25 418 SOLE SOLE
TRIARC COMPANIES COM 895927101 16,400.00 820 SOLE SOLE
TRIMBLE NAVIGATION LTD COM 896239100 19,492.75 757 SOLE SOLE
TRUE NORTH COMMUNICATIONS COM 897844106 56,531.38 1438 SOLE SOLE
TRUSTCO BANK CORP NY COM 898349105 15,357.38 1314 SOLE SOLE
TUBOSCOPE INC. COM 898600101 16,507.00 971 SOLE SOLE
URS CORPORATION COM 903236107 5,250.00 400 SOLE SOLE
US ONCOLOGY INC COM 90338W103 9,810.00 2180 SOLE SOLE
ULTRATECH STEPPER INC COM 904034105 8,450.25 593 SOLE SOLE
UNITED BANKSHARES INC COM 909907107 22,000.00 1000 SOLE SOLE
UNITED ILLUMINATING COM 910637107 14,718.75 375 SOLE SOLE
UNITED NATURAL FOODS, INC. COM 911163103 6,675.00 445 SOLE SOLE
U S HOME CORPORATION COM 911920106 15,200.00 400 SOLE SOLE
U.S. TRUST CORP. COM 91288L105 108,297.00 573 SOLE SOLE
UNITED STATIONERS INC COM 913004107 32,118.75 900 SOLE SOLE
UNITED WATER RESOURCES INC COM 913190104 39,858.25 1147 SOLE SOLE
UNIVERSAL FOREST PRODUCTS COM 913543104 7,437.38 601 SOLE SOLE
UNIVERSAL HEALTH SERVICES - COM 913903100 40,180.00 820 SOLE SOLE
USFREIGHTWAYS CORP COM 916906100 25,270.31 675 SOLE SOLE
VALENCE TECHNOLOGY INC COM 918914102 21,206.25 900 SOLE SOLE
VALMONT INDUSTRIES COM 920253101 12,195.75 707 SOLE SOLE
VARIAN MEDICAL SYSTEMS INC COM 92220P105 34,218.75 750 SOLE SOLE
VERITY INC COM 92343C106 36,675.00 900 SOLE SOLE
VERITAS DGC INC COM 92343P107 18,281.25 650 SOLE SOLE
VERTEX PHARMACEUTICALS, INC. COM 92532F100 31,317.56 669 SOLE SOLE
VICOR CORP COM 925815102 19,368.00 1076 SOLE SOLE
VINTAGE PETROLEUM, INC. COM 927460105 30,107.00 1496 SOLE SOLE
VITAL SIGNS INC COM 928469105 10,895.31 475 SOLE SOLE
VOLT INFO SCIENCES, INC. COM 928703107 14,734.38 410 SOLE SOLE
W D-40 CO COM 929236107 10,416.00 496 SOLE SOLE
WHX CORPORATION COM 929248102 4,881.25 710 SOLE SOLE
WICOR INC COM 929253102 24,924.00 804 SOLE SOLE
WABASH NATL CORP COM 929566107 8,669.13 622 SOLE SOLE
WATSCO INC COM 942622200 6,940.94 665 SOLE SOLE
WATTS INDUSTRY COM 942749102 19,800.00 1600 SOLE SOLE
WERNER ENTERPRISES INC COM 950755108 21,471.00 1263 SOLE SOLE
WESLEY JESSEN VISIONCARE COM 951018100 14,375.00 400 SOLE SOLE
WHITNEY HOLDINGS COMPANY COM 966612103 19,444.50 596 SOLE SOLE
WHOLE FOODS MARKET INC. COM 966837106 27,100.13 654 SOLE SOLE
WINDMERE-DURABLE HOLDINGS COM 973411101 8,850.00 600 SOLE SOLE
WINNEBAGO INDUSTRIES COM 974637100 11,921.25 660 SOLE SOLE
WOLVERINE TUBE INC COM 978093102 5,880.94 459 SOLE SOLE
WOLVERINE WORLD WIDE COM 978097103 12,221.00 1111 SOLE SOLE
WYNN'S INTERNATIONAL INC COM 983195108 7,389.69 535 SOLE SOLE
X-RITE INC COM 983857103 10,995.75 1086 SOLE SOLE
XIRCOM INC COM 983922105 22,940.00 620 SOLE SOLE
YELLOW CORPORATION COM 985509108 13,201.25 716 SOLE SOLE
ZALE CORP COM 988858106 44,073.13 934 SOLE SOLE
ZEBRA TECH CL A COM 989207105 40,150.00 803 SOLE SOLE
ZENITH NATIONAL INSURANCE CP COM 989390109 13,312.50 600 SOLE SOLE
ZIXIT CORPORATION COM 98974P100 29,125.00 400 SOLE SOLE
ADC TELECOMMUNICATIONS INC COM 000886101 71,115.00 1320 SOLE SOLE
ADAPTEC INC COM 00651F108 14,291.25 370 SOLE SOLE
ADELPHIA COMMUNICATIONS CL-A COM 006848105 20,090.00 410 SOLE SOLE
ADOBE SYSTEMS INC COM 00724F101 44,525.00 400 SOLE SOLE
ALTERA CORP COM 021441100 83,895.00 940 SOLE SOLE
AMAZON.COM INC COM 023135106 53,600.00 800 SOLE SOLE
AMERICAN POWER CONVERSION CO COM 029066107 39,445.00 920 SOLE SOLE
AMGEN COM 031162100 104,951.25 1710 SOLE SOLE
APOLLO GROUP INC. COM 037604105 7,328.75 260 SOLE SOLE
APPLE COMPUTER INC COM 037833100 107,291.88 790 SOLE SOLE
APPLIED MATERIALS INC COM 038222105 145,145.00 1540 SOLE SOLE
APPLIED MICRO CIRCUITS CORP COM 03822W109 78,032.50 520 SOLE SOLE
AT HOME CORPORATION - SER A COM 045919107 30,961.25 940 SOLE SOLE
ATMEL CORPORATION COM 049513104 27,877.50 540 SOLE SOLE
BMC SOFTWARE, INC. COM 055921100 32,587.50 660 SOLE SOLE
BED BATH AND BEYOND INC COM 075896100 25,987.50 660 SOLE SOLE
BIOGEN INC COM 090597105 46,117.50 660 SOLE SOLE
BIOMET, INC. COM 090613100 19,278.75 530 SOLE SOLE
BROADVISION INC. COM 111412102 50,708.75 1130 SOLE SOLE
CMG INFORMATION SERVICES COM 125750109 120,111.25 1060 SOLE SOLE
CNET NETWORKS INC. COM 12613R104 18,754.38 370 SOLE SOLE
CHIRON CORP COM 170040109 45,885.00 920 SOLE SOLE
CIENA CORP COM 171779101 68,107.50 540 SOLE SOLE
CISCO SYSTEMS INC COM 17275R102 637,055.00 8240 SOLE SOLE
CINTAS GROUP COM 172908105 24,296.25 620 SOLE SOLE
CITRIX SYSTEMS INC. COM 177376100 51,675.00 780 SOLE SOLE
COMCAST CORP CL A SPECIAL COM 200300200 54,652.50 1260 SOLE SOLE
COMPUWARE CORPORATION COM 205638109 16,639.38 790 SOLE SOLE
COMVERSE TECHNOLOGY COM 205862402 51,030.00 270 SOLE SOLE
CONCORD EFS INC COM 206197105 18,350.00 800 SOLE SOLE
CONEXANT SYSTEMS INC COM 207142100 56,090.00 790 SOLE SOLE
COSTCO WHOLESALE CORPORATION COM 22160K105 42,050.00 800 SOLE SOLE
DELL COMPUTER CORP COM 247025109 178,533.13 3310 SOLE SOLE
DOLLAR TREE STORES, INC COM 256747106 7,818.75 150 SOLE SOLE
EBAY INC COM 278642103 66,880.00 380 SOLE SOLE
ECHOSTAR COMMUNICATIONS - A COM 278762109 63,200.00 800 SOLE SOLE
ELECTRONIC ARTS COM 285512109 18,508.75 260 SOLE SOLE
ERICSSON TEL ADR COM 294821400 75,988.13 810 SOLE SOLE
FISERV, INC. COM 337738108 19,709.38 530 SOLE SOLE
GENZYME CORP COM 372917104 19,548.75 390 SOLE SOLE
IMMUNEX INC COM 452528102 152,250.00 2400 SOLE SOLE
INTEL CORP COM 458140100 542,263.13 4110 SOLE SOLE
INTUIT INC COM 461202103 50,025.00 920 SOLE SOLE
I2 TECHNOLOGIES INC. COM 465754109 65,947.50 540 SOLE SOLE
JDS UNIPHASE CORP COM 46612J101 285,733.13 2370 SOLE SOLE
KLA-TENCOR CORPORATION COM 482480100 66,557.50 790 SOLE SOLE
LEGATO SYSTEMS INC. COM 524651106 16,957.50 380 SOLE SOLE
LEVEL 3 COMMUNICATIONS INC COM 52729N100 86,715.00 820 SOLE SOLE
LINEAR TECHNOLOGY CORP COM 535678106 85,800.00 1560 SOLE SOLE
LYCOS INC COM 550818108 29,505.00 420 SOLE SOLE
MCI WORLDCOM INC. COM 55268B106 166,750.00 3680 SOLE SOLE
MAXIM INTEGRATED PRODUCTS COM 57772K101 103,040.63 1450 SOLE SOLE
MCLEOD INC COM 582266102 34,773.13 410 SOLE SOLE
MEDIMMUNE INC COM 584699102 45,272.50 260 SOLE SOLE
METROMEDIA FIBER NETWORK COM 591689104 76,432.50 790 SOLE SOLE
MICROSOFT CORP COM 594918104 663,000.00 6240 SOLE SOLE
MICROCHIP TECH COM 595017104 17,095.00 260 SOLE SOLE
MILLER HERMAN INC COM 600544100 7,280.00 260 SOLE SOLE
MOLEX INC COM 608554101 19,387.50 330 SOLE SOLE
NTL INCORPORATED COM 629407107 38,981.25 420 SOLE SOLE
NETWORK ASSOCIATES INC COM 640938106 17,092.50 530 SOLE SOLE
NETWORK APPLIANCE INC COM 64120L104 89,370.00 1080 SOLE SOLE
NETWORK SOLUTIONS INC CL A COM 64121Q102 41,499.84 270 SOLE SOLE
NEXTEL COMMUNICATIONS INC-A COM 65332V103 235,717.50 1590 SOLE SOLE
NEXTLINK COMMUNICATIONS INC COM 65333H707 45,764.38 370 SOLE SOLE
NORTHWEST AIRLINES CORP-CL A COM 667280101 5,882.50 260 SOLE SOLE
NOVELL COM 670006105 38,643.75 1350 SOLE SOLE
ORACLE SYSTEMS COM 68389X105 330,204.38 4230 SOLE SOLE
PMC - SIERRA INC COM 69344F106 107,954.38 530 SOLE SOLE
PACCAR INC COM 693718108 19,000.00 380 SOLE SOLE
PACIFICARE HEALTH SYSTEMS COM 695112102 6,982.50 140 SOLE SOLE
PANAMSAT CORP COM 697933109 37,778.13 770 SOLE SOLE
PARAMETRIC TECH CO COM 699173100 27,802.50 1320 SOLE SOLE
PAYCHEX INC COM 704326107 41,900.00 800 SOLE SOLE
PEOPLESOFT INC COM 712713106 26,600.00 1330 SOLE SOLE
QLOGIC CORPORATION COM 747277101 35,230.00 260 SOLE SOLE
QUALCOM INC COM 747525103 437,485.63 2930 SOLE SOLE
QUINTILES TRANSNATIONAL CORP COM 748767100 9,213.75 540 SOLE SOLE
RF MICRO DEVICES INC COM 749941100 51,062.50 380 SOLE SOLE
REALNETWORKS INC COM 75605L104 29,607.50 520 SOLE SOLE
SDL INC COM 784076101 55,347.50 260 SOLE SOLE
SANMINA CORP COM 800907107 35,132.50 520 SOLE SOLE
SIEBEL SYSTEMS INC COM 826170102 94,355.63 790 SOLE SOLE
SIGMA-ALDRICH CORP COM 826552101 10,481.25 390 SOLE SOLE
SMURFIT-STONE CONTAINER CORP COM 832727101 13,380.63 790 SOLE SOLE
STAPLES INC COM 855030102 23,400.00 1170 SOLE SOLE
STARBUCKS CORP COM 855244109 41,227.50 920 SOLE SOLE
SUN MICROSYSTEMS COM 866810104 233,320.78 2490 SOLE SOLE
SYNOPSYS INC COM 871607107 13,162.50 270 SOLE SOLE
TELLABS INC COM 879664100 50,387.50 800 SOLE SOLE
3 COM CORPORATION COM 885535104 36,156.25 650 SOLE SOLE
USA NETWORKS INC COM 902984103 26,398.13 1170 SOLE SOLE
VERITAS SOFTWARE CORPORATION COM 923436109 182,090.00 1390 SOLE SOLE
VISX INC COM 92844S105 4,745.00 260 SOLE SOLE
VITESSE SEMICONDUCTOR COM 928497106 51,975.00 540 SOLE SOLE
VOICESTREAM WIRELESS CORP COM 928615103 57,965.63 450 SOLE SOLE
XILINX INC COM 983919101 130,015.63 1570 SOLE SOLE
YAHOO! INC COM 984332106 157,665.00 920 SOLE SOLE
GEMSTAR INTERNATIONAL GROUP COM G3788V106 67,080.00 780 SOLE SOLE
GLOBAL CROSSING LTD COM G3921A100 119,537.50 2920 SOLE SOLE
ABN AMRO ADR COM 000937102 6,108.75 270 SOLE SOLE
AEGON NV ADR COM 007924103 10,473.13 130 SOLE SOLE
ALCATEL COM 013904305 7,886.25 180 SOLE SOLE
AXA SPONS ADR COM 054536107 27,958.13 390 SOLE SOLE
BP AMOCO PLC-SPONS ADR COM 055622104 33,429.38 630 SOLE SOLE
BANCO BILBAO VIZCAYA-SP ADR COM 05946K101 5,652.50 380 SOLE SOLE
BANCO SANTANDER CEN-SPON ADR COM 05964H105 7,481.25 700 SOLE SOLE
BARCLAYS PLC SPONS ADR COM 06738E204 14,300.00 130 SOLE SOLE
BAYER A G ADR SPONSORED COM 072730302 6,282.84 140 SOLE SOLE
BRITISH TELECOM PLC-ADR COM 111021408 24,456.25 130 SOLE SOLE
CREDIT SUISSE GROUP -SPON AD COM 225401108 9,456.00 190 SOLE SOLE
DEUTSCHE BANK A G ADR SPONSO COM 251525309 7,310.04 110 SOLE SOLE
DEUTSCHE TELEKOM AG-SPON ADR COM 251566105 44,940.00 560 SOLE SOLE
DIAGEO PLC SPONSORED ADR COM 25243Q205 3,916.25 130 SOLE SOLE
ENI COM 26874R108 5,582.50 110 SOLE SOLE
ENERSIS SA SPONSORED ADR COM 29274F104 609.38 30 SOLE SOLE
ERICSSON TEL ADR COM 294821400 31,896.25 340 SOLE SOLE
EUROPE FUND INC COM 29874M103 97,597.50 5460 SOLE SOLE
FRANCE TELECOM SA-SPONS ADR COM 35177Q105 33,618.13 190 SOLE SOLE
GLAXO WELLCOME PLC SPONS ADR COM 37733W105 19,486.25 340 SOLE SOLE
HSBC HOLDINGS PLC-SPONS ADR COM 404280406 19,500.00 320 SOLE SOLE
ING GROEP NV ADR COM 456837103 9,900.00 180 SOLE SOLE
KONINKLIJKE AHOLD NV-SP ADR COM 500467303 12,720.00 480 SOLE SOLE
PHILIPS ELECTRONICS NV-W/I COM 500472204 10,278.75 60 SOLE SOLE
L'OREAL -UNSPONSORED ADR COM 502117203 7,750.67 60 SOLE SOLE
MANNESMAN AG SPONS. ADR REPS COM 563775303 19,175.75 60 SOLE SOLE
MARCONI PLC-UNSPONSORED ADR COM 566306106 6,089.81 510 SOLE SOLE
NATIONAL WESTMINSTER BANK AD COM 638539403 12,250.00 100 SOLE SOLE
NESTLE S.A. ADR COM 641069406 13,442.00 150 SOLE SOLE
NOKIA CORP-ADR A COM 654902204 47,795.00 220 SOLE SOLE
NOVARTIS AG-ADR COM 66987V109 16,411.87 240 SOLE SOLE
PRUDENTIAL CORP PLC-SPON ADR COM 74435K204 6,049.39 80 SOLE SOLE
ROCHE HOLDING AG SPONS ADR COM 771195104 15,206.59 140 SOLE SOLE
ROYAL DUTCH PETROLEUM ADR COM 780257804 23,600.63 410 SOLE SOLE
ROYAL PTT NEDERLAND-SP ADR COM 780641205 10,350.00 90 SOLE SOLE
SHELL TRANSPORT & TRADING AD COM 822703609 15,700.00 320 SOLE SOLE
SIEMENS AG SPONS ADR COM 826197402 15,841.05 110 SOLE SOLE
SMITHKLINE BEECHAM - PLC ADR COM 832378301 14,533.75 220 SOLE SOLE
SWISS REINSURANCE CO-SP ADR COM 870887205 7,797.26 90 SOLE SOLE
TELECOM ITALIA SPA ADR COM 87927W106 15,200.00 100 SOLE SOLE
TELEFONICA ESPANA A ADR COM 879382208 14,925.00 200 SOLE SOLE
TOTAL S.A. ADR COM 89151E109 20,615.00 280 SOLE SOLE
UBS AG-ADR COM 90261R105 10,381.63 790 SOLE SOLE
UNILEVER PLC-SPONSORED ADR COM 904767704 3,396.25 130 SOLE SOLE
VEBA AG - SPONSORED ADR COM 92239H102 5,068.75 100 SOLE SOLE
VIVENDI (EX-GEN EAUX)-SP ADR COM 92851S105 12,913.99 560 SOLE SOLE
VODAFONE AIRTOUCH PUBLIC LTD COM 92857T107 60,563.13 1090 SOLE SOLE
DAIMLERCHRYSLER AG COM D1668R123 12,433.13 190 SOLE SOLE
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