UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: _September 30, 2000
Check here if Amendment [ ]; Amendment Number: ____
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings
entries.
Institutional Investment Manager Filing this Report:
Name: Jemmco Investment Management LLC
Address: 111 Broadway, 7th Floor___
_________New York, N.Y. 10006__
__________________________________________
Form 13F File Number: 28-7696_
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 list and tables are considered integral parts of
this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: David Muschel____
Title: Manager_
Phone: (212) 433-7624_
Signature Place and Date of Signing:
David Muschel__ _New York, N.Y. _November 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 if a portion of the
holdings for this reporting manager are reported in this
report and a portion are reported by other reporting
manager(s).)
List of Other Managers Reporting for this Manager:
[If there are no entries in this list omit this section.]
Form 13F File Number Name
28-____________ _______________________________
[Repeat as necessary.]
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: ___0_____
Form 13F Information Table Entry Total: ____385_
Form 13F Information Table Value Total: $211,221_____
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file
number(s) of all institutional investment managers with respect
to which this report is filed other than the manager filing this
report.
[If there are no entries in this list " state ""NONE"" and omit the"
column headings and list entries.]
No. Form 13F File Number Name
____ 28-____________ _NONE________
[Repeat as necessary.]
<TABLE>
FORM 13F INFORMATION TABLE
<C> <C> <C> <C> <C> <C>
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
NAME OF TITLE OF CUSIP MARKET AMNT OF INVSTMNT MGRS VOTING
ISSUER CLASS NUMBER VALUE SECURITY DISCRTN AUTHRTY
(000) (SHARES) (A) (A)
A.G. EDWARDS INC 281760108 256 4900 SOLE SOLE
ADVANCED MICRO DEVICES 7903107 132 5600 SOLE SOLE
ADVANTA CORP CL-B 7942204 203 25000 SOLE SOLE
ADVO INC 7585102 168 5100 SOLE SOLE
AFFILIATED MANAGERS GROU8252108 1799 31600 SOLE SOLE
AK STEEL HOLDING CORP 1547108 158 16800 SOLE SOLE
ALBANY INTL CORP CL-A 12348108 57 4772 SOLE SOLE
ALBEMARLE CORP 12653101 113 5600 SOLE SOLE
ALBERTO CULVER CO 13068101 104 3600 SOLE SOLE
ALBERTSONS INC 13104104 86 4100 SOLE SOLE
ALCOA INC 13817101 84 3300 SOLE SOLE
ALEXANDER & BALDWIN 14482103 114 4400 SOLE SOLE
ALLEGHENY ENERGY INC 17361106 1802 47200 SOLE SOLE
ALLEN TELECOM INC 18091108 102 6000 SOLE SOLE
ALLETE 18522102 918 41500 SOLE SOLE
ALLIANT ENERGY CORP 18802108 317 10800 SOLE SOLE
ALLMERICA FINC'L CORP. 19754100 102 1600 SOLE SOLE
ALLTEL CORPORATION COM 20039103 1185 22700 SOLE SOLE
AMBAC FINANCIAL GROUP IN23139108 154 2100 SOLE SOLE
AMERADA HESS CORP 23551104 7 100 SOLE SOLE
AMERICAN FIN'L GROUP INC25932104 21 900 SOLE SOLE
AMERICAN GENERAL CORP 26351106 780 10000 SOLE SOLE
AMERICAN PWR CONV CORP 29066107 67 3500 SOLE SOLE
AMERICREDIT CORP 03060R101 196 6800 SOLE SOLE
AMSOUTH BANCORP 32165102 880 70400 SOLE SOLE
AON CORPORATION 37389103 1853 47200 SOLE SOLE
APACHE CORP 37411105 3477 58800 SOLE SOLE
APPLIED MATERIALS INC 38222105 77 1300 SOLE SOLE
ARCHER DANIELS MIDLAND 39483102 188 21839 SOLE SOLE
ARNOLD INDUSTRIES INC 42595108 149 8900 SOLE SOLE
ARROW ELECTRS INC 42735100 167 4900 SOLE SOLE
ASHLAND INC. 44204105 98 2900 SOLE SOLE
AT & T CORPORATION 1957109 6213 211500 SOLE SOLE
AUTODESK INC 52769106 89 3500 SOLE SOLE
AUTOZONE INC 53332102 100 4400 SOLE SOLE
AVERY DENNISON CORP 53611109 195 4200 SOLE SOLE
AVNET INC 53807103 261 9200 SOLE SOLE
AVX CORP 2444107 109 4200 SOLE SOLE
AZTAR CORPORATION 54802103 152 9900 SOLE SOLE
BANCWEST CORP 59790105 115 5900 SOLE SOLE
BANDAG INC 59815100 147 4100 SOLE SOLE
BANK OF AMERICA CORP 60505104 37 700 SOLE SOLE
BARD C R INC 67383109 541 12800 SOLE SOLE
BAUSCH & LOMB INC 71707103 1799 46200 SOLE SOLE
BEAR STEARNS COS INC 73902108 1808 28700 SOLE SOLE
BECKMAN COULTER INC 75811109 216 2800 SOLE SOLE
BECTON DICKINSON & CO 75887109 2620 99100 SOLE SOLE
BED BATH & BEYOND INC 75896100 8 300 SOLE SOLE
BELDEN INC 77459105 92 3900 SOLE SOLE
BELL SOUTH CORP 79860102 2399 59600 SOLE SOLE
BELO (A.H.) CORP 80555105 112 6100 SOLE SOLE
BEST BUY CO INC 86516101 102 1600 SOLE SOLE
BJ SERVICES CO 55482103 1877 30700 SOLE SOLE
BJ'S WHOLESALE CLUB INC 05548J106 119 3500 SOLE SOLE
BLYTH INC 09643P108 96 4100 SOLE SOLE
BOEING CO 97023105 145 2300 SOLE SOLE
BOISE CASCADE CORP 97383103 356 13400 SOLE SOLE
BORDERS GROUP INC 99709107 99 7100 SOLE SOLE
BP AMOCO PLC ADS 55622104 101 1900 SOLE SOLE
BRINKER INTERNATIONAL IN109641100 96 3200 SOLE SOLE
BRUNSWICK CORP 117043109 173 9500 SOLE SOLE
BURLINGTON RES INC 122014103 1414 38400 SOLE SOLE
CABLETRON SYSTEMS INC 126920107 2465 83900 SOLE SOLE
CALLAWAY GOLF CO. 131193104 165 10700 SOLE SOLE
CAMPBELL SOUP CO 134429109 1177 45500 SOLE SOLE
CARDINAL HEALTH INC 14149Y108 331 3750 SOLE SOLE
CARPENTER TECHNOLOGY COR144285103 3 100 SOLE SOLE
CATERPILLAR INC 149123101 3149 93300 SOLE SOLE
CENDANT CORP 151313103 446 41000 SOLE SOLE
CHASE MANHATTAN CORP 16161A108 2249 48700 SOLE SOLE
CHECKFREE CORP NEW 162813109 88 2100 SOLE SOLE
CHESAPEAKE CORP 165159104 83 4300 SOLE SOLE
CHEVRON CORP 166751107 2643 31000 SOLE SOLE
CHURCH & DWIGHT CO INC 171340102 127 6900 SOLE SOLE
CIGNA CORP 125509109 3299 31600 SOLE SOLE
CINERGY CORP 172474108 1296 39200 SOLE SOLE
CIRCUIT CITY STORES-CIRC172737108 115 5000 SOLE SOLE
CIRRUS LOGIC INC 172755100 743 18400 SOLE SOLE
CITY NATIONAL CORP 178566105 919 23800 SOLE SOLE
CLEAR CHANNEL COMMUN INC184502102 910 16100 SOLE SOLE
CLECO CCORPORATION NEW 12561W105 935 20000 SOLE SOLE
CNA FINL CORP 126117100 340 8900 SOLE SOLE
COCA COLA CO 191216100 44 800 SOLE SOLE
COLGATE PALMOLIVE CO 194162103 104 2200 SOLE SOLE
COMPAQ COMPUTER CORP 204493100 163 5900 SOLE SOLE
COMPUTER ASSOCIATES INTL204912109 50 2000 SOLE SOLE
CONAGRA FOODS INC 205887102 130 6500 SOLE SOLE
CONTINENTAL AIRLINE CL-B210795308 1808 39800 SOLE SOLE
COREL CORP 21868Q109 18 5000 SOLE SOLE
COUNTRYWIDE CR INDS 222372104 3669 97200 SOLE SOLE
CRACKER BARREL GROUP IN12489V106 101 7000 SOLE SOLE
CROWN CORK & SEAL INC 228255105 140 13100 SOLE SOLE
CYPRESS SEMICONDUCTOR CO232806109 478 11500 SOLE SOLE
D.R. HORTON INC 23331A109 102 5930 SOLE SOLE
DEERE & CO 244199105 259 7800 SOLE SOLE
DELTA AIR LINES INC DEL 247361108 2290 51600 SOLE SOLE
DENTSPLY INT'L INC NEW 249030107 102 2900 SOLE SOLE
DEVON ENERGY CORP (NEW) 25179M103 36 600 SOLE SOLE
DIEBOLD INC 253651103 165 6200 SOLE SOLE
DILLARDS INC 254067101 277 26100 SOLE SOLE
DOLE FOOD INC 256605106 62 4100 SOLE SOLE
DOLLAR GENERAL CORP 256669102 1616 96497 SOLE SOLE
DOMINION RES INC (NEW) 25746U109 714 12300 SOLE SOLE
DONNELLEY R R & SONS CO 257867101 12 500 SOLE SOLE
DOW CHEM CO 260543103 534 21400 SOLE SOLE
DOW JONES & CO INC 260561105 296 4900 SOLE SOLE
DREYERS GRAND ICE CREAM 261878102 118 5600 SOLE SOLE
DTE ENERGY CO (HOLDING 233331107 765 20000 SOLE SOLE
DU PONT E I DE NEMOURS &263534109 25 600 SOLE SOLE
DUANE READE INC 263578106 340 14000 SOLE SOLE
E TRADE GROUP INC 269246104 46 2800 SOLE SOLE
EASTMAN CHEMICAL CO 277432100 1256 34000 SOLE SOLE
EDISON INTERNATIONAL 281020107 98 5100 SOLE SOLE
EL PASO ELECTRIC NEW 283677854 409 29700 SOLE SOLE
EMISPHERE TECHNOLOGIES 291345106 3 100 SOLE SOLE
ENGELHARD CORP 292845104 75 4600 SOLE SOLE
ENSCO INTL DEV 26874Q100 119 3100 SOLE SOLE
ENTERGY CORP NEW 29364G103 127 3400 SOLE SOLE
EQUITABLE RESOURCE INC 294549100 184 2900 SOLE SOLE
FEDERAL NATL MTG ASSN 313586109 265 3700 SOLE SOLE
FEDEX CORP 31428X106 111 2500 SOLE SOLE
FIDELITY NATL FINL 316326107 265 10700 SOLE SOLE
FILA HOLDINGS 316850106 83 9100 SOLE SOLE
FIRST DATA CORPORATION 319963104 168 4300 SOLE SOLE
FIRST VIRGINIA BANKS IN 337477103 234 5500 SOLE SOLE
FLEETBOSTON FINANCIAL CC339030108 3931 100800 SOLE SOLE
FLOWER INDUSTRIES INC 343496105 215 11000 SOLE SOLE
FOOTSTAR INC 344912100 100 3100 SOLE SOLE
FORD MOTOR CO (NEW) 345370860 91 3600 SOLE SOLE
FOUNDATION HEALTH SYSTEM350404109 123 7400 SOLE SOLE
FPL GROUP INC 302571104 809 12300 SOLE SOLE
GANNETT INC 364730101 2528 47700 SOLE SOLE
GATEWAY INC 367626108 79 1700 SOLE SOLE
GENERAL MTRS CORP. 370442105 91 1400 SOLE SOLE
GENUINE PARTS CO 372460105 31 1650 SOLE SOLE
GEORGIA GULF CORP NEW 373200203 42 3700 SOLE SOLE
GLATFELTER P H CO 377316104 24 2000 SOLE SOLE
GLOBAL CROSSING LTD G3921A100 96 3100 SOLE SOLE
GLOBAL MARINE INC (NEW) 379352404 4008 129800 SOLE SOLE
GOAMERICA INC 38020R106 112 12700 SOLE SOLE
GOLDEN WEST FINL CORP DE381317106 332 6200 SOLE SOLE
GOLDMAN SACHS GROUP INC 38141G104 752 6600 SOLE SOLE
GRACE W.R. & CO NEW 38388F108 41 6000 SOLE SOLE
GRANITE CONSTRUCTION IN 387328107 102 4200 SOLE SOLE
HALLIBURTON CO 406216101 2349 48000 SOLE SOLE
HARLAND JOHN H CO 412693103 93 6100 SOLE SOLE
HARRIS CORP 413875105 94 3300 SOLE SOLE
HARSCO CORP 415864107 154 7000 SOLE SOLE
HARTFORD FINANCIAL SERVI416515104 292 4000 SOLE SOLE
HCA-THE HEALTHCARE CO 404119109 11 300 SOLE SOLE
HCC INSURANCE HOLDINGS 404132102 95 4700 SOLE SOLE
HEINZ H J CO 423074103 2854 77000 SOLE SOLE
HELMERICH & PAYNE INC 423452101 231 6400 SOLE SOLE
HEWLETT PACKARD CO 428236103 87 900 SOLE SOLE
HIBERNIA CORP CLASS-A 428656102 510 41600 SOLE SOLE
HISPANIC BROADCASTING C 43357B104 28 1000 SOLE SOLE
HON INDUSTRIES INC 438092108 123 5000 SOLE SOLE
HORMEL FOODS CORPORATION440452100 90 5400 SOLE SOLE
HOUGHTON MIFFLIN CO 441560109 181 4600 SOLE SOLE
ICN PHARMACEUTICALS INC 448924100 249 7500 SOLE SOLE
IMATION CORP 45245A107 63 3400 SOLE SOLE
INCYTE GENOMICS INC 45337C102 164 4000 SOLE SOLE
INGERSOLL RAND CO 456866102 1152 34000 SOLE SOLE
INGRAM MICRO INC 457153104 81 5900 SOLE SOLE
INTEGRATED DEVICE TECH I458118106 145 1600 SOLE SOLE
INTERNATIONAL GAME TECHN459902102 198 5900 SOLE SOLE
INTERNATIONAL PAPER CO 460146103 3629 126500 SOLE SOLE
INTERNATIONAL RECTIFIER 460254105 354 7000 SOLE SOLE
INTERSTATE BAKERIES (DEL46072H108 429 29300 SOLE SOLE
INTUIT INC 461202103 97 1700 SOLE SOLE
J L G INDUSTRIES INC 466210101 113 9300 SOLE SOLE
JACK IN THE BOX INC 466367109 272 12700 SOLE SOLE
JACOBS ENGR GROUP INC 469814107 113 2800 SOLE SOLE
JEFFERSON PILOT CORP 475070108 216 3175 SOLE SOLE
JOHNSON & JOHNSON 478160104 3945 42000 SOLE SOLE
JOHNSON CTLS INC 478366107 266 5000 SOLE SOLE
KELLY SERVICES INC CL A 488152208 57 2400 SOLE SOLE
KENNAMETAL INC 489170100 216 8400 SOLE SOLE
KENT ELECTRONICS CORP 490553104 103 4300 SOLE SOLE
KERR MCGEE CORP 492386107 113 1700 SOLE SOLE
KLA-TENCOR CORP 482480100 82 2000 SOLE SOLE
KNIGHT RIDDER INC 499040103 396 7800 SOLE SOLE
LAFARGE CORP 505862102 561 25800 SOLE SOLE
LANDS END INC 515086106 1443 68700 SOLE SOLE
LEAR CORPORATION 521865105 53 2600 SOLE SOLE
LEGGETT & PLATT INC 524660107 14 900 SOLE SOLE
LINCOLN NATL CORP 534187109 3802 79000 SOLE SOLE
LIZ CLAIBORNE INC 539320101 258 6700 SOLE SOLE
LOEWS CORP 540424108 7154 85800 SOLE SOLE
LONE STAR STEAKHOUSE 542307103 68 9400 SOLE SOLE
LONE STAR TECHNOLOGIE 542312103 102 2200 SOLE SOLE
LOUISIANA PACIFIC COR 546347105 63 6900 SOLE SOLE
LSI LOGIC CORP 502161102 91 3100 SOLE SOLE
LUBRIZOL CORP 549271104 69 3500 SOLE SOLE
LYONDELL CHEMICAL CO 552078107 141 11900 SOLE SOLE
M B N A CORP 55262L100 1559 40494 SOLE SOLE
MAGNA INTL CL A 559222401 87 2000 SOLE SOLE
MANDALAY RESORT GROUP 562567107 192 7500 SOLE SOLE
MANITOWOC COMPANY INC 563571108 323 16800 SOLE SOLE
MANPOWER INC 56418H100 731 22900 SOLE SOLE
MARCH FIRST INC 566244109 80 5100 SOLE SOLE
MARINE DRILLING COS INC 568240204 120 4200 SOLE SOLE
MARSHALL & ILSEY CORP 571834100 105 2100 SOLE SOLE
MAXIMUS INC 577933104 2 100 SOLE SOLE
MAY DEPT STORES CO 577778103 1609 78500 SOLE SOLE
MEDICIS PHARMACEUTICL-A 584690309 947 15400 SOLE SOLE
MEDTRONIC INC. 585055106 394 7600 SOLE SOLE
MENTOR GRAPHICS CORP 587200106 73 3100 SOLE SOLE
MERCANTILE BANKSHARES CO587405101 112 3100 SOLE SOLE
MERCK & CO INC 589331107 253 3400 SOLE SOLE
MERRILL LYNCH PIERCE FEN590188108 2046 31000 SOLE SOLE
MGIC INVESTMENT CORP 552848103 263 4300 SOLE SOLE
MICROSOFT CORP 594918104 97 1600 SOLE SOLE
MILLENNIUM CHEMICALS IN 599903101 71 4800 SOLE SOLE
MILLENNIUM PHARA INC 599902103 380 2600 SOLE SOLE
MINERALS TECHNOLOGIES IN603158106 60 1300 SOLE SOLE
MINNESOTA MNG & MFG CO 604059105 200 2200 SOLE SOLE
MODINE MFG CO 607828100 70 2500 SOLE SOLE
MOLEX INC. CLASS A 608554200 3729 90000 SOLE SOLE
MONTANA PWR CO 612085100 411 12300 SOLE SOLE
MORGAN STANLEY DEAN WITT617446448 439 4800 SOLE SOLE
MOTOROLA INC 620076109 469 16600 SOLE SOLE
MURPHY OIL CORP 626717102 376 5800 SOLE SOLE
NATIONAL SEMICONDUCTOR C637640103 274 6800 SOLE SOLE
NATIONWIDE FIN'L SVCS IN638612101 568 15200 SOLE SOLE
NCH CORP 628850109 25 700 SOLE SOLE
NCI BUILDING SYSTEMS INC628852105 15 1000 SOLE SOLE
NCO GROUP INC 628858102 41 3500 SOLE SOLE
NEIMAN MARCUS GROUP CL-A640204202 143 4400 SOLE SOLE
NETWORKS ASSOCIATES INC 640938106 208 9200 SOLE SOLE
NEWELL RUBBERMAID INC 651229106 335 14700 SOLE SOLE
NEWFIELD EXPLORATION CO 651290108 280 6000 SOLE SOLE
NEWMONT MINING CORP (HOL651639106 7 400 SOLE SOLE
NEXTEL COMMUNICATIOCL-A 65332V103 47 1000 SOLE SOLE
NICOR INC 654086107 109 3000 SOLE SOLE
NIKE INC CL B 654106103 104 2600 SOLE SOLE
NOBLE AFFILIATES INC 654894104 252 6800 SOLE SOLE
NORTEL NETWORKS CORP (HO656568102 77 1300 SOLE SOLE
NORTHEAST UTILS 664397106 108 5000 SOLE SOLE
NORTHROP GRUMMAN CORP 666807102 145 1600 SOLE SOLE
NUCOR CORP 670346105 1422 47200 SOLE SOLE
NVIDIA CORP 67066G104 8 100 SOLE SOLE
OAKLEY INC. 673662102 165 9400 SOLE SOLE
OCCIDENTAL PETE CORP 674599105 209 9600 SOLE SOLE
OCEAN ENERGY INC (NEW) 6.75E+110 131 8500 SOLE SOLE
OLD REP INTL CORP 680223104 423 17600 SOLE SOLE
OLIN CORP 680665205 214 13200 SOLE SOLE
ORTHODONTIC CENTERS OF 68750P103 763 22900 SOLE SOLE
OWENS & MINOR INC 690732102 143 9100 SOLE SOLE
OWENS CORNING 69073F103 14 5400 SOLE SOLE
OXFORD HEALTH PLANS INC 691471106 214 7000 SOLE SOLE
PACCAR INC 693718108 41 1100 SOLE SOLE
PALL CORP 696429307 84 4200 SOLE SOLE
PALM INC 696642107 593 11203 SOLE SOLE
PANAMERICAN BEVERACL A P74823108 97 5700 SOLE SOLE
PAYLESS SHOESOURCE INC 704379106 409 7300 SOLE SOLE
PECO ENERGY COMPANY 693304107 1690 27900 SOLE SOLE
PENNEY J C INC 708160106 78 6600 SOLE SOLE
PENNZOIL QUAKER STATE CO709323109 100 9500 SOLE SOLE
PFIZER INC 717081103 234 5200 SOLE SOLE
PG & E CORP 69331C108 114 4700 SOLE SOLE
PIER 1 IMPORTS INC 720279108 132 9700 SOLE SOLE
PINNACLE WEST CAPITAL CO723484101 936 18400 SOLE SOLE
PIONEER NAT RES CO 723787107 119 8400 SOLE SOLE
PLACER DOME INC 725906101 88 9300 SOLE SOLE
POGO PRODUCING COMPANY 730448107 96 3800 SOLE SOLE
POLAROID CORP 731095105 403 30000 SOLE SOLE
POPE & TALBOT INC 732827100 199 13900 SOLE SOLE
POWERWAVE TECHNOLOGIES I739363109 110 2900 SOLE SOLE
PPL CORP 69351T106 1645 39400 SOLE SOLE
PRAXAIR INC 74005P104 1674 44800 SOLE SOLE
PRECISION CAST PARTS 740189105 61 1600 SOLE SOLE
PRE-PAID LEGAL SERVICE 740065107 113 3500 SOLE SOLE
PROVIDIAN FIN'L CORP 74406A102 152 1200 SOLE SOLE
PUBLIC SVC CO NEW MEX 744499104 1027 39700 SOLE SOLE
PUBLIC SVC ENTERPRISES G744573106 1385 31000 SOLE SOLE
PULTE CORP 745867101 76 2300 SOLE SOLE
PUTNAM MASTER INCOME TRU74683K104 610 92000 SOLE SOLE
PUTNAM MASTER INTERMEDIA746909100 628 97600 SOLE SOLE
RADIAN GROUP INC 750236101 142 2100 SOLE SOLE
RALSTON-RALSTON PURINA G751277302 1390 58700 SOLE SOLE
RAY JAMES FINL INC 754730109 102 3100 SOLE SOLE
RAYONIER INC 754907103 313 8700 SOLE SOLE
REEBOK INTL LTD 758110100 310 16500 SOLE SOLE
RELIANT ENERGY INC 75952J108 893 19200 SOLE SOLE
ROBERT HALF INTL INC 770323103 291 8400 SOLE SOLE
ROCKWELL INT'L CORP NEW 773903109 64 2100 SOLE SOLE
ROLLINS INC 775711104 105 7100 SOLE SOLE
ROWAN COS INC 779382100 2680 92400 SOLE SOLE
ROYAL CARIBBEAN CRUISES V7780T103 651 25300 SOLE SOLE
ROYAL DUTCH PETROLEUM CO780257804 3105 51800 SOLE SOLE
RUSSELL CORPORATION 782352108 105 6600 SOLE SOLE
SAWTEK INC 805468105 58 1500 SOLE SOLE
SCANA CORPORATION (NEW) 80589M102 793 25700 SOLE SOLE
SCHOLASTIC CORP 807066105 8 100 SOLE SOLE
SCHULMAN A INC 808194104 51 4600 SOLE SOLE
SCIENTIFIC ATLANTA INC 808655104 102 1600 SOLE SOLE
SENSORMATIC ELECTRONICS 817265101 227 15100 SOLE SOLE
SEPRACOR INC 817315104 86 700 SOLE SOLE
SHERWIN WILLIAMS CO 824348106 308 14400 SOLE SOLE
SIX FLAGS INC 83001P109 101 6500 SOLE SOLE
SMITH INTL INC 832110100 106 1300 SOLE SOLE
SOLECTRON CORP 834182107 101 2200 SOLE SOLE
SOLUTIA INC 834376105 289 25400 SOLE SOLE
SONOCO PRODUCTS CO COM 835495102 154 8500 SOLE SOLE
SOUTHERN CO 842587107 1006 31000 SOLE SOLE
SOUTHTRUST CORP 844730101 94 3000 SOLE SOLE
SPEEDWAY MOTORSPORTS INC847788106 85 4100 SOLE SOLE
SPX CORPORATION 784635104 2122 14950 SOLE SOLE
ST. PAUL COMPANIES INC.792860108 1396 28300 SOLE SOLE
STANDARD PACIFIC CORP 85375C101 140 7800 SOLE SOLE
STANLEY WORKS 854616109 90 3900 SOLE SOLE
STARWOOD HTL & RES WORL 85590A203 94 3000 SOLE SOLE
STEWART & STEVENSON SERV860342104 231 13300 SOLE SOLE
SUIZA FOODS CORP 865077101 142 2800 SOLE SOLE
SUNOCO INC 86764P109 170 6300 SOLE SOLE
SUNTRUST BANKS INC 867914103 737 14800 SOLE SOLE
SUPERIOR INDS INTL INC 868168105 222 7400 SOLE SOLE
SUPERVALU INC 868536103 66 4400 SOLE SOLE
SYBASE INC 871130100 39 1700 SOLE SOLE
SYMANTEC CORP 871503108 57 1300 SOLE SOLE
SYNOVUS FINANCIAL CORP 87161C105 888 41900 SOLE SOLE
TALBOTS INC 874161102 126 1900 SOLE SOLE
TECUMSEH PRODUCTSCL-A 878895200 38 900 SOLE SOLE
TEKTRONIX INC 879131100 69 900 SOLE SOLE
TELEFLEX INC 879369106 83 2400 SOLE SOLE
TELEPHONE & DATA SYSTEMS879433100 89 800 SOLE SOLE
TEMPLE INLAND INC 879868107 352 9300 SOLE SOLE
TENET HEALTHCARE CORP 88033G100 149 4100 SOLE SOLE
TERADYNE INC 880770102 95 2700 SOLE SOLE
TEXACO INC 881694103 95 1800 SOLE SOLE
TEXTRON INC 883203101 1633 35400 SOLE SOLE
THE BLACK AND DECKER COR91797100 38 1100 SOLE SOLE
THE CIT GROUP INC CL A 125577106 1365 78000 SOLE SOLE
THE ESTEE LAUDER CO. INC518439104 4688 128000 SOLE SOLE
THE GAP INC 364760108 1644 81700 SOLE SOLE
THE LIMITED INC 532716107 201 9100 SOLE SOLE
TIMKEN CO 887389104 68 5000 SOLE SOLE
TOOTSIE ROLL INDS INC 890516107 126 3200 SOLE SOLE
TORCHMARK CORP 891027104 381 13700 SOLE SOLE
TOWER AUTOMOTIVE INC 891707101 229 24400 SOLE SOLE
TRITON ENERGY LTD ORD G90751101 144 3700 SOLE SOLE
TRUE NORTH COMMUNICATION897844106 644 18000 SOLE SOLE
TRW INC 872649108 122 3000 SOLE SOLE
TXU CORP 873168108 1894 47800 SOLE SOLE
U.S.X MARATHON GROUP 902905827 119 4200 SOLE SOLE
UAL CORPORATION NEW 902549500 71 1700 SOLE SOLE
UIL HOLDINGS CORP 902748102 1399 27200 SOLE SOLE
ULTRAMR-DIAMOND SHAMROCK904000106 91 3600 SOLE SOLE
UNILEVER NV NY SH F (NEW904784709 63 1300 SOLE SOLE
UNION PACIFIC CORP 907818108 105 2700 SOLE SOLE
UNION PLANTERS CORP 908068109 1217 36800 SOLE SOLE
UNISOURCE ENERGY CORP (H909205106 444 27100 SOLE SOLE
UNITEDGLOBALCOM INC CL A913247508 775 25900 SOLE SOLE
UNITEDHEALTH GROUP INC 91324P102 119 1200 SOLE SOLE
UNITRIN INC 913275103 92 2900 SOLE SOLE
UNIVERSAL CORP (HOLDING 913456109 115 3900 SOLE SOLE
UNIVISION COMMUNICATIONS914906102 819 21900 SOLE SOLE
UNUMPROVIDENT CORP 91529Y106 131 4800 SOLE SOLE
US INDUSTRIES 912080108 271 27300 SOLE SOLE
USA EDUCATION INC 90390U102 125 2600 SOLE SOLE
USG CORPORATION (NEW) 903293405 852 34000 SOLE SOLE
USX-U.S. STEEL GROUP 90337T101 219 14400 SOLE SOLE
VALASSIS COMMUNICATIONS 918866104 1128 50700 SOLE SOLE
VERITAS DGC INC 92343P107 107 3700 SOLE SOLE
VERITAS SOFTWARE 923436109 157 1100 SOLE SOLE
VIAD CORP 92552R109 191 7200 SOLE SOLE
VISHAY INTERTECHNOLOGY I928298108 241 7850 SOLE SOLE
VISX INC (DELAWARE) 92844S105 202 7500 SOLE SOLE
VULCAN MATLS CO 929160109 12 300 SOLE SOLE
WASTE MANAGEMENT SVC NEW94106L109 92 5300 SOLE SOLE
WATSON PHARMACEUTICALS I942683103 2855 44000 SOLE SOLE
WEATHERFORD INTERNATIONA947074100 2107 49000 SOLE SOLE
WELLPOINT HEALTH NETWORK94973H108 144 1500 SOLE SOLE
WELLS FARGO CO (NEW) 949746101 106 2300 SOLE SOLE
WENDYS INTERNATIONAL IN 950590109 104 5200 SOLE SOLE
WEYERHAEUSER CO 962166104 436 10800 SOLE SOLE
WHIRLPOOL CORP 963320106 365 9400 SOLE SOLE
WHITMAN CORP 96647R107 157 13600 SOLE SOLE
WILLIAMS COS 969457100 1445 34200 SOLE SOLE
WINN DIXIE STORES INC 974280109 104 7200 SOLE SOLE
WORLDCOM INC 98157D106 103 3400 SOLE SOLE
XCEL ENERGY INC 98389B100 825 30000 SOLE SOLE
YELLOW CORP 985509108 83 5500 SOLE SOLE
ZWEIG TOTAL RETURN FND I989837109 592 86100 SOLE SOLE
</TABLE>
