UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: _June 30, 2000
Check here if Amendment [ ]; Amendment Number: ____
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new 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. _August 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: ____393_
Form 13F Information Table Value Total: $129,875_____
(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 117 3000 SOLE SOLE
AAR CORP 361105 138 11500 SOLE SOLE
ABIOMED INC 3654100 19 626 SOLE SOLE
ACCRUE SOFTWARE 00437W102 52 1476 SOLE SOLE
ACTIVE SOFTWARE 5.04E+102 81 1042 SOLE SOLE
ADAC LABORATORIES NEW 5313200 29 1190 SOLE SOLE
ADAPTEC INC 00651F108 41 1800 SOLE SOLE
ADTRAN INC 00738A106 84 1400 SOLE SOLE
ADVANCED MICRO DEVICES INC 7903107 317 4100 SOLE SOLE
ADVANTA CORP CL-B 7942204 215 25000 SOLE SOLE
AES CORP. (THE) 00130H105 110 2400 SOLE SOLE
AFLAC INC 1055102 243 5300 SOLE SOLE
AIRGATE PCS INC 9367103 34 654 SOLE SOLE
ALBANY INTL CORP NEW CL-A 12348108 64 4400 SOLE SOLE
ALBEMARLE CORP 12653101 111 5600 SOLE SOLE
ALBERTSONS INC 13104104 83 2500 SOLE SOLE
ALCOA INC 13817101 87 3000 SOLE SOLE
ALEXANDER & BALDWIN 14482103 86 3900 SOLE SOLE
ALEXION PHARMACEUTICALS INC 15351109 57 800 SOLE SOLE
ALLIANCE PHARMACEUTICAL CORP 18773101 31 2760 SOLE SOLE
ALLIED RISER COMMUNICATIONS 19496108 38 2648 SOLE SOLE
ALLMERICA FINC'L CORP. 19754100 257 4900 SOLE SOLE
ALLSCRIPTS INC. 19886100 40 1742 SOLE SOLE
ALLSTATE CORPORATION (THE) 20002101 1905 85600 SOLE SOLE
AMER. GREETING CORP CLASS A 26375105 621 32700 SOLE SOLE
AMERADA HESS CORP 23551104 1198 19400 SOLE SOLE
AMERICAN CAP STRATEGIES LTD 24937104 35 1504 SOLE SOLE
AMERICAN EAGLE OUTFITTERS INC 2.55E+109 52 3700 SOLE SOLE
AMERICAN FINCL HOLDINGS 26075101 27 1680 SOLE SOLE
AMERICAN NAT'L CAN GROUP INC 27714104 60 3532 SOLE SOLE
AMERICAN STD COS INC DEL 29712106 94 2300 SOLE SOLE
AMERICREDIT CORP 03060R101 100 5900 SOLE SOLE
AMR CORPORATION 1765106 198 7500 SOLE SOLE
AMSOUTH BANCORP 32165102 830 52700 SOLE SOLE
AMYLIN PHARMACEUTICALS INC 32346108 47 3076 SOLE SOLE
ANAREN MICROWAVE INC 32744104 73 555 SOLE SOLE
APAC CUSTOMER SERVICES INC. 1.85E+108 34 3106 SOLE SOLE
APPLIED MATERIALS INC 38222105 118 1300 SOLE SOLE
ARCHER DANIELS MIDLAND CO 39483102 203 20700 SOLE SOLE
ARNOLD INDUSTRIES INC 42595108 97 8100 SOLE SOLE
ARROW ELECTRS INC 42735100 127 4100 SOLE SOLE
ARTHROCARE CORP 43136100 40 748 SOLE SOLE
ASHLAND INC. 44204105 102 2900 SOLE SOLE
ASK JEEVES INC 45174109 35 1940 SOLE SOLE
ASSOCIATED BANC CORP 45487105 87 4000 SOLE SOLE
ASSOCIATES FIRST CAPITOL 46008108 1194 53500 SOLE SOLE
AURORA BIOSCIENCES CORP 51920106 63 918 SOLE SOLE
AUTOZONE INC 53332102 785 35700 SOLE SOLE
AVIGEN INC 53690103 39 896 SOLE SOLE
AVNET INC 53807103 77 1300 SOLE SOLE
AVX CORP 2444107 96 4200 SOLE SOLE
AXA FINANCIAL INC 2451102 105 3100 SOLE SOLE
AZTAR CORPORATION 54802103 153 9900 SOLE SOLE
BANCWEST CORP 59790105 91 5519 SOLE SOLE
BANDAG INC 59815100 211 8700 SOLE SOLE
BANK OF AMERICA CORP 60505104 3943 91700 SOLE SOLE
BANTA CORP 66821109 30 1600 SOLE SOLE
BARRETT RES CORP NEW 68480201 49 1600 SOLE SOLE
BB&T CORP 54937107 1366 57200 SOLE SOLE
BECKMAN COULTER INC 75811109 204 3500 SOLE SOLE
BELO (A.H.) CORP 80555105 106 6100 SOLE SOLE
BEST BUY CO INC 86516101 209 3300 SOLE SOLE
BIOCRYST PHARMACEUTICALS INC 09058V103 29 1004 SOLE SOLE
BIOPURE CORP 09065H105 24 1254 SOLE SOLE
BJ'S WHOLESALE CLUB INC 05548J106 116 3500 SOLE SOLE
BLOCK H & R INC 93671105 139 4300 SOLE SOLE
BOEING CO 97023105 54 1300 SOLE SOLE
BOISE CASCADE CORP 97383103 80 3100 SOLE SOLE
BORDERS GROUP INC 99709107 468 30100 SOLE SOLE
BOWATER INC 102183100 146 3300 SOLE SOLE
BP AMOCO PLC ADS 55622104 102 1800 SOLE SOLE
BREAKWAY SOLUTIONS INC 106372105 46 1722 SOLE SOLE
BRINKER INTERNATIONAL INC 109641100 105 3600 SOLE SOLE
BRISTOL MYERS SQUIBB CO 110122108 2779 47700 SOLE SOLE
BROADBASE SOFTWARE INC 11130R100 73 2396 SOLE SOLE
BRUNSWICK CORP 117043109 154 9300 SOLE SOLE
CABLETRON SYSTEMS INC 126920107 119 4700 SOLE SOLE
CABOT CORP 127055101 98 3600 SOLE SOLE
CALLAWAY GOLF CO. 131193104 76 4650 SOLE SOLE
CARDINAL HEALTH INC 14149Y108 814 11000 SOLE SOLE
CARNIVAL CORPORATION 143658102 78 4000 SOLE SOLE
CATERPILLAR INC 149123101 1975 58300 SOLE SOLE
CELERITEK INC 150926103 24 592 SOLE SOLE
CELL GENESYS INC 150921104 44 1554 SOLE SOLE
CENTURYTEL INC 156700106 12 400 SOLE SOLE
CHECKFREE HLDGS CORP 162816102 119 2300 SOLE SOLE
CHEVRON CORP 166751107 195 2300 SOLE SOLE
CHUBB CORP 171232101 418 6800 SOLE SOLE
CIRCUIT CITY STORES-CIRCUIT 172737108 63 1900 SOLE SOLE
CIRRUS LOGIC INC 172755100 299 18700 SOLE SOLE
CITRIX SYSTEMS INC 177376100 49 2600 SOLE SOLE
CITY NATIONAL CORP 178566105 302 8700 SOLE SOLE
CLARENT CORP 180461105 118 1654 SOLE SOLE
CLEAR CHANNEL COMMUN INC 184502102 2265 30200 SOLE SOLE
COASTCAST CORPORATION 19057T108 16 900 SOLE SOLE
COBALT NETWORKS INC 19074R101 112 1930 SOLE SOLE
COMDISCO INC 200336105 134 6000 SOLE SOLE
COMERICA INC 200340107 171 3800 SOLE SOLE
COMPAQ COMPUTER CORP 204493100 15 600 SOLE SOLE
COMPUTER ASSOCIATES INTL INC 204912109 72 1400 SOLE SOLE
COMPUWARE CORP 205638109 100 9700 SOLE SOLE
CONEXANT SYSTEMS (S/D 01/07/99 207142100 63 1300 SOLE SOLE
CONSOLIDATED EDISON INC (HOLDN 209115104 101 3400 SOLE SOLE
CONSTELLATION ENERGY 210371100 107 3300 SOLE SOLE
CONTINENTAL AIRLINES INC CL-B 210795308 108 2300 SOLE SOLE
COOPER CAMERON CORP 216640102 99 1500 SOLE SOLE
COREL CORP 21868Q109 19 5000 SOLE SOLE
CORSAIR COMMUNICATIONS INC 220406102 33 1146 SOLE SOLE
CROSS TIMBERS OIL CO 227573102 168 7600 SOLE SOLE
CROSSROADS SYSTEMS INC 22765D100 34 1342 SOLE SOLE
CUBIST PHARMACEUTICALS INC 229678107 65 1316 SOLE SOLE
CUMMINS ENGINE INC 231021106 95 3500 SOLE SOLE
CURAGEN CORP 23126R101 71 1878 SOLE SOLE
CV THERAPEUTICS INC 126667104 77 1114 SOLE SOLE
CYLINK CORP 232565101 30 1808 SOLE SOLE
CYPRESS SEMICONDUCTOR CORP 232806109 467 11050 SOLE SOLE
DARDEN RESTAURANTS INC 237194105 161 9900 SOLE SOLE
DEAN FOODS CO 242361103 421 13300 SOLE SOLE
DEERE & CO 244199105 355 9600 SOLE SOLE
DELTA AIR LINES INC DEL 247361108 293 5800 SOLE SOLE
DIAMOND OFFSHORE DRILLING INC 25271C102 1451 41300 SOLE SOLE
DIEBOLD INC 253651103 39 1400 SOLE SOLE
DIGITAL INSIGHT CORPORATION 25385P106 45 1292 SOLE SOLE
DIGITAL ISLAND INC 25385N101 143 2938 SOLE SOLE
DIGITAL LIGHTWAVE INC 253855100 125 1242 SOLE SOLE
DOLE FOOD INC 256605106 56 4000 SOLE SOLE
DONALDSON & CO 257651109 6 300 SOLE SOLE
DONALDSON LUFKIN JENRETTE 257661108 93 2200 SOLE SOLE
DONNELLEY R R & SONS CO 257867101 111 4900 SOLE SOLE
DOVER CORP 260003108 1399 34500 SOLE SOLE
DOW CHEM CO 260543103 649 21500 SOLE SOLE
DREYERS GRAND ICE CREAM INC 261878102 98 4700 SOLE SOLE
DU PONT E I DE NEMOURS & CO 263534109 1046 23900 SOLE SOLE
DUANE READE INC 263578106 165 6400 SOLE SOLE
E TRADE GROUP INC 269246104 155 9400 SOLE SOLE
E.MEDSOFT.COM 26873Q101 35 4374 SOLE SOLE
EASTMAN CHEMICAL CO 277432100 110 2300 SOLE SOLE
EATON CORP 278058102 168 2500 SOLE SOLE
EDISON SCHOOLS INC CL-A 281033100 61 2618 SOLE SOLE
EL PASO ELECTRIC NEW 283677854 97 8700 SOLE SOLE
ELANTEC SEMICONDUCTOR INC 284155108 66 950 SOLE SOLE
ELECTRONIC DATA SYS CORP 285661104 140 3400 SOLE SOLE
EMISPHERE TECHNOLOGIES INC 291345106 39 928 SOLE SOLE
ENERGY EAST CORP (HOLDING CO) 29266M109 71 3700 SOLE SOLE
ENGELHARD CORP 292845104 78 4600 SOLE SOLE
ENSCO INTL DEV 26874Q100 11 300 SOLE SOLE
ENTERGY CORP NEW 29364G103 92 3400 SOLE SOLE
EQUITABLE RESOURCE INC 294549100 125 2600 SOLE SOLE
EXXON MOBIL CORP. 30231G102 102 1300 SOLE SOLE
FEDERAL NATL MTG ASSN 313586109 1393 26700 SOLE SOLE
FEDERAL SIGNAL CORP 313855108 137 8300 SOLE SOLE
FEDERATED DEPT STORES INC NEW 31410H101 128 3800 SOLE SOLE
FILA HOLDINGS 316850106 64 6100 SOLE SOLE
FIRST UNION CORP 337358105 2928 118000 SOLE SOLE
FIRST VIRGINIA BANKS INC 337477103 352 10100 SOLE SOLE
FLEETBOSTON FINANCIAL CCRP 339030108 235 6900 SOLE SOLE
FLEMING COMPANIES INC 339130106 111 8500 SOLE SOLE
FOOTSTAR INC 344912100 96 2875 SOLE SOLE
FORD MTR CO DEL 345370100 211 4900 SOLE SOLE
FORTUNE BRANDS INC 349631101 145 6300 SOLE SOLE
FOUNDATION HEALTH SYSTEMS INC 350404109 212 16300 SOLE SOLE
FRANKLIN RES INC 354613101 118 3900 SOLE SOLE
FRONTLINE CAP GROUP 35921N101 44 2082 SOLE SOLE
GANNETT INC 364730101 1908 31900 SOLE SOLE
GASONICS INTERNATIONAL CORP 367278108 30 754 SOLE SOLE
GENE LOGIC INC 368689105 35 980 SOLE SOLE
GENERAL DYNAMICS CORP 369550108 214 4100 SOLE SOLE
GENERAL MTRS CORP. 370442105 81 1400 SOLE SOLE
GENUINE PARTS CO 372460105 26 1300 SOLE SOLE
GEON COMPANY (THE) 37246W105 63 3400 SOLE SOLE
GEORGIA GULF CORP NEW 373200203 166 8000 SOLE SOLE
GERON CORP 374163103 32 1012 SOLE SOLE
GLATFELTER P H CO 377316104 18 1800 SOLE SOLE
GLOBAL MARINE INC (NEW) 379352404 116 4100 SOLE SOLE
GOAMERICA INC 38020R106 196 12700 SOLE SOLE
GOLDEN STATE BANCORP INC 381197102 216 12000 SOLE SOLE
GOODRICH B F CO 382388106 211 6200 SOLE SOLE
GOODYEAR TIRE & RUBBER CO 382550101 428 21400 SOLE SOLE
GPU INC. 36225X100 73 2700 SOLE SOLE
GRACE W.R. & CO NEW 38388F108 67 5556 SOLE SOLE
GRANITE CONSTRUCTION INC 387328107 103 4200 SOLE SOLE
GREENPOINT FINANCIAL CORP 395384100 324 17300 SOLE SOLE
HAEMONETICS CORP 405024100 91 4350 SOLE SOLE
HARLAND JOHN H CO 412693103 91 6100 SOLE SOLE
HARSCO CORP 415864107 277 10875 SOLE SOLE
HARTE-HANKS INC 416196103 90 3600 SOLE SOLE
HASBRO INC 418056107 95 6300 SOLE SOLE
HERCULES INC 427056106 98 7000 SOLE SOLE
HERSHEY FOODS CORP 427866108 829 17100 SOLE SOLE
HERTZ CORP CL A 428040109 149 5300 SOLE SOLE
HIBERNIA CORP CLASS-A 428656102 210 19300 SOLE SOLE
HILLENBRAND INDS INC 431573104 103 3300 SOLE SOLE
HISPANIC BROADCASTING CORP 43357B104 66 2000 SOLE SOLE
HOME DEPOT INC 437076102 105 2100 SOLE SOLE
HONEYWELL INT'L INC 438516106 2338 69400 SOLE SOLE
HORMEL FOODS CORPORATION 440452100 202 12000 SOLE SOLE
HOUSEHOLD INTL INC 441815107 108 2600 SOLE SOLE
IBP INC 449223106 105 6800 SOLE SOLE
ICG COMMUNICATION INC 449246107 95 4300 SOLE SOLE
ICN PHARMACEUTICALS INC NEW 448924100 36 1300 SOLE SOLE
IDEX CORP 45167R104 126 4000 SOLE SOLE
IDT CORP 448947101 1376 40550 SOLE SOLE
ILEX ONCOLOGY INC 451923106 46 1298 SOLE SOLE
ILLUMINET HOLDINGS INC 452334105 101 1986 SOLE SOLE
IMATION CORP 45245A107 276 9400 SOLE SOLE
IMMUNOMEDICS INC 452907108 52 2150 SOLE SOLE
INCYTE GENOMICS INC 45337C102 172 2100 SOLE SOLE
INFORMIX CORP 456779107 50 6800 SOLE SOLE
INGERSOLL RAND CO 456866102 97 2400 SOLE SOLE
INSIGHT COMMUN 45768V108 54 3464 SOLE SOLE
INTEGRATED DEVICE TECH INC 458118106 120 2000 SOLE SOLE
INTEGRATED SILICON SOLUTIONS 45812P107 56 1488 SOLE SOLE
INTEL CORP 458140100 80 600 SOLE SOLE
INTERNATIONAL PAPER CO 460146103 2123 71200 SOLE SOLE
INTERNATIONAL RECTIFIER CORP 460254105 379 6775 SOLE SOLE
INTERNET PICTURES CORP 46059S101 44 2934 SOLE SOLE
INTERPUBLIC GROUP COS INC 460690100 542 12600 SOLE SOLE
INTERWOVEN INC 46114T102 151 1378 SOLE SOLE
INTIMATE BRANDS INC. 461156101 1517 76800 SOLE SOLE
INTUIT INC 461202103 190 4600 SOLE SOLE
IXL ENTERPRISES 450718101 63 4216 SOLE SOLE
JACOBS ENGR GROUP INC 469814107 105 3200 SOLE SOLE
JEFFERSON PILOT CORP 475070108 514 9100 SOLE SOLE
JONES APPAREL GROUP INC 480074103 303 12900 SOLE SOLE
KANSAS CITY SOUTHN INDS INC 485170104 302 3400 SOLE SOLE
KELLY SERVICES INC CL A 488152208 92 4000 SOLE SOLE
KENNAMETAL INC 489170100 75 3500 SOLE SOLE
KENT ELECTRONICS CORP 490553104 128 4300 SOLE SOLE
KERR MCGEE CORP 492386107 106 1800 SOLE SOLE
KEYCORP 493267108 187 10600 SOLE SOLE
KLA-TENCOR CORP 482480100 111 1900 SOLE SOLE
KNIGHT RIDDER INC 499040103 96 1800 SOLE SOLE
LABRANCHE & CO INC 505447102 38 2676 SOLE SOLE
LAFARGE CORP 505862102 267 12700 SOLE SOLE
LEAR CORPORATION 521865105 172 8600 SOLE SOLE
LEGGETT & PLATT INC 524660107 1120 67900 SOLE SOLE
LEHMAN BROTHERS HOLDINGS INC 524908100 378 4000 SOLE SOLE
LENNOX INT'L INC 526107107 46 3434 SOLE SOLE
LIFEMINDERS INC 53220Q105 40 1342 SOLE SOLE
LINCOLN NATL CORP 534187109 639 17700 SOLE SOLE
LINENS N THINGS INC 535679104 184 6800 SOLE SOLE
LITTON INDS INC 538021106 97 2300 SOLE SOLE
LIZ CLAIBORNE INC 539320101 88 2500 SOLE SOLE
LOEWS CORP 540424108 198 3300 SOLE SOLE
LONE STAR STEAKHOUSE SALOON 542307103 94 9400 SOLE SOLE
LONGVIEW FIBRE CO 543213102 56 5025 SOLE SOLE
LOOKSMART LTD 543442107 86 4608 SOLE SOLE
LOUISIANA PACIFIC CORPORATION 546347105 124 11400 SOLE SOLE
LOWE'S COMPANIES INC. 548661107 1039 25300 SOLE SOLE
LSI LOGIC CORP 502161102 108 2000 SOLE SOLE
LYONDELL CHEMICAL CO 552078107 94 5600 SOLE SOLE
M B N A CORP 55262L100 46 1700 SOLE SOLE
M.A. HANNA CO 410522106 81 9000 SOLE SOLE
MAGNA INTL CL A 559222401 99 2100 SOLE SOLE
MALLINCKRODT INC 561232109 504 11600 SOLE SOLE
MANPOWER INC 56418H100 211 6600 SOLE SOLE
MARINE DRILLING COS INC (NEW) 568240204 1120 40000 SOLE SOLE
MARSHALL & ILSEY CORP 571834100 21 500 SOLE SOLE
MARTIN MARIETTA MATERIALS INC 573284106 485 12000 SOLE SOLE
MASCOTECH INC 574670105 72 6675 SOLE SOLE
MATTSON TECHNOLOGY INC 577223100 40 1234 SOLE SOLE
MAXIM PHARMACEUTICALS INC 57772M107 51 992 SOLE SOLE
MERCK & CO INC 589331107 176 2300 SOLE SOLE
MERITOR AUTOMOTIVE INC 59000G100 80 7300 SOLE SOLE
MERRILL LYNCH PIERCE FENNER & 590188108 161 1400 SOLE SOLE
METASOLV SOFTWARE INC 591393103 83 1890 SOLE SOLE
MGIC INVESTMENT CORP 552848103 141 3100 SOLE SOLE
MILLENNIUM CHEMICALS INC 599903101 82 4800 SOLE SOLE
MILLENNIUM PHARA INC 599902103 134 1200 SOLE SOLE
MINNESOTA MNG & MFG CO 604059105 173 2100 SOLE SOLE
MOLEX INC. CLASS A 608554200 3150 90000 SOLE SOLE
MORGAN J P & CO INC 616880100 1685 15300 SOLE SOLE
MORGAN STANLEY DEAN WITTER CO 617446448 300 3600 SOLE SOLE
MUELLER INDUSTRIES INC 624756102 356 12718 SOLE SOLE
MURPHY OIL CORP 626717102 208 3500 SOLE SOLE
MYLAN LABS INC 628530107 1747 95700 SOLE SOLE
MYRIAD GENETICS INC 62855J104 71 482 SOLE SOLE
NABISCO HOLDINGS CP CL A 629526104 1313 25000 SOLE SOLE
NANOGEN INC 630075109 39 928 SOLE SOLE
NATIONAL SEMICONDUCTOR CORP 637640103 420 7400 SOLE SOLE
NATIONAL SVC INDS INC 637657107 127 6500 SOLE SOLE
NATURAL MICROSYSTEMS CORP 638882100 96 852 SOLE SOLE
NCH CORP 628850109 29 800 SOLE SOLE
NCO GROUP INC 628858102 74 3200 SOLE SOLE
NEIMAN MARCUS GROUP CL-A 640204202 130 4400 SOLE SOLE
NETEGRITY INC 64110P107 80 1068 SOLE SOLE
NETIQ CORP. 64115P102 102 1704 SOLE SOLE
NETWORKS ASSOCIATES INC 640938106 212 10400 SOLE SOLE
NETZERO INC 64122R109 37 7010 SOLE SOLE
NEUROCRINE BIOSCIENCES INC 64125C109 40 1120 SOLE SOLE
NEWFIELD EXPLORATION CO 651290108 759 19400 SOLE SOLE
NEXTEL COMMUNICATIONS INC CL-A 65332V103 171 2800 SOLE SOLE
NOBLE AFFILIATES INC 654894104 108 2900 SOLE SOLE
NORTHEAST UTILS 664397106 109 5000 SOLE SOLE
NORTHROP GRUMMAN CORP 666807102 106 1600 SOLE SOLE
NOVEN PHARMACEUTICALS INC 670009109 38 1270 SOLE SOLE
NRG ENERGY 629377102 32 1744 SOLE SOLE
NUCOR CORP 670346105 229 6900 SOLE SOLE
NYFIX INC 670712108 49 1178 SOLE SOLE
OAK TECHNOLOGY INC 671802106 60 2792 SOLE SOLE
OAKLEY INC. 673662102 106 9200 SOLE SOLE
OCCIDENTAL PETE CORP 674599105 101 4800 SOLE SOLE
OCEAN ENERGY INC (NEW) 6.75E+110 255 18000 SOLE SOLE
OFFICE DEPOT INC 676220106 122 19500 SOLE SOLE
OGDEN CORP 676346109 87 9700 SOLE SOLE
OLD REP INTL CORP 680223104 335 20300 SOLE SOLE
OLIN CORP 680665205 207 12550 SOLE SOLE
OSICOM TECHNOLOGIES INC (NEW) 688271501 42 502 SOLE SOLE
OWENS & MINOR INC 690732102 156 9100 SOLE SOLE
OWENS CORNING 69073F103 40 4300 SOLE SOLE
OXFORD HEALTH PLANS INC 691471106 171 7200 SOLE SOLE
PACCAR INC 693718108 131 3300 SOLE SOLE
PACIFIC CENTURY FINANCIAL CORP 694058108 73 5000 SOLE SOLE
PACKAGING CORP OF AMERICA 695156109 70 6950 SOLE SOLE
PAINE WEBBER GROUP INC 695629105 2534 55700 SOLE SOLE
PALL CORP 696429307 78 4200 SOLE SOLE
PARKER HANNIFIN CORP 701094104 709 20700 SOLE SOLE
PENNZOIL QUAKER STATE CO 709323109 205 16975 SOLE SOLE
PENTAIR INC 709631105 96 2700 SOLE SOLE
PEOPLESOFT INC 712713106 37 2200 SOLE SOLE
PEPSICO INC 713448108 169 3800 SOLE SOLE
PERICOM SEMICONDUCTOR CORP 713831105 47 678 SOLE SOLE
PERKINELMER INC 714046109 106 1600 SOLE SOLE
PFIZER INC 717081103 3946 82200 SOLE SOLE
PG & E CORP 69331C108 116 4700 SOLE SOLE
PHARMACOPEIA INC 71713B104 37 802 SOLE SOLE
PHILLIPS PETE CO 718507106 228 4500 SOLE SOLE
PHOTON DYNAMICS INC 719364101 52 694 SOLE SOLE
PIER 1 IMPORTS INC 720279108 95 9700 SOLE SOLE
PIONEER NAT RES CO 723787107 96 7525 SOLE SOLE
PLACER DOME INC 725906101 91 9500 SOLE SOLE
PNC FINANCIAL SERVICES GROUP I 693475105 998 21300 SOLE SOLE
POGO PRODUCING COMPANY 730448107 69 3100 SOLE SOLE
POLAROID CORP 731095105 211 11700 SOLE SOLE
POLICY MANAGEMNET SYSTEM CORP 731108106 96 6225 SOLE SOLE
POPE & TALBOT INC 732827100 152 9500 SOLE SOLE
POT ASH SASKATCHEWAN 73755L107 17 300 SOLE SOLE
PPG INDS INC 693506107 541 12200 SOLE SOLE
PREMIER PARKS INC (NEW) 740540208 82 3600 SOLE SOLE
PRE-PAID LEGAL SERVICE 740065107 105 3500 SOLE SOLE
PROVIDIAN FIN'L CORP 74406A102 117 1300 SOLE SOLE
PUBLIC SVC ENTERPRISES GROUP 744573106 90 2600 SOLE SOLE
PUGET SOUND ENERGY CO 745332106 90 4200 SOLE SOLE
PULTE CORP 745867101 48 2200 SOLE SOLE
PUMA TECHNOLOGY INC 745887109 41 1544 SOLE SOLE
PURE RESOURCES INC - 7.46E+106 37 2066 SOLE SOLE
PUTNAM MASTER INCOME TRUST 74683K104 923 142000 SOLE SOLE
PUTNAM MASTER INTERMEDIATE TR 746909100 923 147600 SOLE SOLE
PUTNAM PREMIER INCOME 746853100 316 50000 SOLE SOLE
QUAKER OATS CO 747402105 120 1600 SOLE SOLE
QUALCOMM INC 747525103 42 700 SOLE SOLE
RADIAN GROUP INC 750236101 93 1800 SOLE SOLE
RALSTON-RALSTON PURINA GROUP 751277302 94 4700 SOLE SOLE
RAYONIER INC 754907103 205 5725 SOLE SOLE
REEBOK INTL LTD 758110100 261 16400 SOLE SOLE
RELIANT ENERGY INC 75952J108 124 4200 SOLE SOLE
RGS ENERGY GROUP INC 74956K104 93 4200 SOLE SOLE
ROBERT HALF INTL INC 770323103 143 5000 SOLE SOLE
ROBOTIC VISION SYSTEM INC 771074101 34 1854 SOLE SOLE
ROCKWELL INT'L CORP NEW 773903109 148 4700 SOLE SOLE
ROWAN COS INC 779382100 131 4300 SOLE SOLE
ROYAL DUTCH PETROLEUM CO 780257804 222 3600 SOLE SOLE
RUDDICK CORP 781258108 103 8700 SOLE SOLE
RURAL CELLULAR CORP CL-A 781904107 57 740 SOLE SOLE
RUSSELL CORPORATION 782352108 104 5200 SOLE SOLE
RYERSON TULL INC (NEW) 78375P107 165 15900 SOLE SOLE
SABRE HOLDINGS CORP. 785905100 88 3100 SOLE SOLE
SALIENT 3 COMMUNICATIONS CL-A 794721100 72 6000 SOLE SOLE
SALOMON BROS FUND INC 795477108 18 1000 SOLE SOLE
SAWTEK INC 805468105 69 1200 SOLE SOLE
SBA COMMUNICATIONS 78388J106 125 2414 SOLE SOLE
SCHERING PLOUGH CORP 806605101 242 4800 SOLE SOLE
SEACHANGE INTERNATIONAL INC 811699107 41 1422 SOLE SOLE
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