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: Teachers' Retirement System of the State of
Kentucky
Address: 479 Versailles Road
Frankfort, Ky. 40601-3868
13F File Number: 28-1067
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: Stuart A. Reagan
Title: Investment Officer
Phone: 502-573-2057
Signature, Place, and Date of Signing:
Stuart A. Reagan Frankfort, Ky
July 18, 2000
Report Type (check only one.):
[ x ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES
EXCHANGE ACT OF 1934.
FORM 13F SUMMARY PAGE
Report summary:
Number of other Included Managers:
6
Form 13F Information Table Entry Total:
1014
Form 13F Information Table Value Total: $7,393,214
List of Other Included Managers:
No. 13F File Number Name
01 500 Stock Index
02 NAMC
03 TODD STOCKS
04 28-517 WELLINGTON MGMT. CO.
05 BRINSON PARTNERS, INC.
06 28-517 SMALL CAP (WELLINGTON)
FORM 13F
INFORMATION TABLE
FORM 13F TEACHERS'
RETIREMENT STATE OF KENTUCKY
ITEM 1: ITEM 2: ITEM 3: ITEM
4: ITEM 5:
Price TITLE OF
VALUE SHARES/ SH/PUT/INVSTMT OTHER
VOTING AUTHORITY
NAME OF ISSUER 06/30/00 CLASS CUSIP
(X$1000) PRN AMT PRNCALLDSCRETNMANAGERS SOLE
SHAREDNONE
--------
3 Com Corp 57.6250 Com 88553510
5,526 95,900SH DEFINED01 95,900 0
0
A T & T Corp 31.6250 Com 00195710
27,090 856,599SH DEFINED01 856,599 0
0
Abbott Laboratories 44.5625 Com 00282410
18,173 407,800SH DEFINED01 407,800 0
0
Adaptec Inc 22.7500 Com 00651F10
630 27,700SH DEFINED01 27,700 0 0
ADC Telecommunications Inc 83.8750 Com 00088610
6,089 72,600SH DEFINED01 72,600 0
0
Adobe Systems Inc 130.0000 Com 00724F10
4,264 32,800SH DEFINED01 32,800 0
0
Advanced Micro Devices 77.2500 Com 00790310
3,051 39,500SH DEFINED01 39,500 0
0
AES Corp 45.6250 Com 00130H10
4,699 103,000SH DEFINED01 103,000 0
0
Aetna Inc 64.1875 Com 00811710
2,427 37,805SH DEFINED01 37,805 0
0
AFLAC Inc 45.9375 Com 00105510
3,275 71,300SH DEFINED01 71,300 0
0
Agilent Technologies Inc A 73.7500 Com
8,905 120,750SH DEFINED01 120,750 0
0
Air Products & Chemicals 30.8125 Com 00915810
1,895 61,500SH DEFINED01 61,500 0
0
Alberto-Culver 30.5625 Com 01306810
342 11,200SH DEFINED01 11,200 0 0
Albertson's 33.2500 Com 01310410
3,746 112,654SH DEFINED01 112,654 0
0
Alcan Aluminium 31.0000 Com 01371610
1,879 60,600SH DEFINED01 60,600 0
0
Alcoa Inc 29.0000 Com 01381710
6,740 232,428SH DEFINED01 232,428 0
0
Allegheny Technologies Inc 18.0000 Com 01741R10
460 25,537SH DEFINED01 25,537 0 0
Allergan Inc 74.5000 Com 01849010
2,637 35,400SH DEFINED01 35,400 0
0
Allied Waste Industries Inc 10.0000 Com 01958930
505 50,500SH DEFINED01 50,500 0 0
Allstate Corp 22.2500 Com 02000210
4,762 214,014SH DEFINED01 214,014 0
0
Alltel Corp 61.9375 Com 02003910
5,066 81,800SH DEFINED01 81,800 0
0
Altera Corp 101.9375 Com 02144110
5,403 53,000SH DEFINED01 53,000 0
0
Alza Corp 59.1250 Com 02261510
1,608 27,200SH DEFINED01 27,200 0
0
Amerada Hess 61.7500 Com 02355110
1,501 24,300SH DEFINED01 24,300 0
0
Ameren Corp 33.7500 Com 02360810
1,242 36,800SH DEFINED01 36,800 0
0
America Online Inc 52.6875 Com 02364J10
32,139 610,000SH DEFINED01 610,000 0
0
American Electric Power 29.6250 Com 02553710
2,548 86,000SH DEFINED01 86,000 0
0
American Express 52.1250 Com 02581610
18,828 361,200SH DEFINED01 361,200 0
0
American General Corp 61.0000 Com 02635110
4,071 66,742SH DEFINED01 66,742 0
0
American Greetings 19.0000 Com 02637510
344 18,100SH DEFINED01 18,100 0 0
American Home Products 58.7500 Com 02660910
20,574 350,200SH DEFINED01 350,200 0
0
American International Group 117.5000 Com 02687410
48,761 414,991SH DEFINED01 414,991 0
0
American Power Conversion 40.8125 Com
1,890 46,300SH DEFINED01 46,300 0
0
Amgen Inc 70.2500 Com 03116210
19,206 273,400SH DEFINED01 273,400 0
0
AMR Corp 26.4375 Com 00176510
1,065 40,300SH DEFINED01 40,300 0
0
Amsouth Bancorp 15.7500 Com 03216510
1,657 105,200SH DEFINED01 105,200 0
0
Anadarko Petroleum Corp 49.3125 Com 03251110
1,686 34,200SH DEFINED01 34,200 0
0
Analog Devices Inc 76.0000 Com 03265410
7,007 92,200SH DEFINED01 92,200 0
0
Andrew Corp 33.5625 Com 03442510
589 17,562SH DEFINED01 17,562 0 0
Anheuser-Busch Co Inc 74.6875 Com 03522910
9,358 125,300SH DEFINED01 125,300 0
0
Aon Corp 31.0625 Com 03738910
2,133 68,675SH DEFINED01 68,675 0
0
Apache Corp 58.8125 Com 03741110
1,794 30,500SH DEFINED01 30,500 0
0
Apple Computer 52.3750 Com 03783310
4,515 86,200SH DEFINED01 86,200 0
0
Applied Materials Inc 90.6250 Com 03822210
19,484 215,000SH DEFINED01 215,000 0
0
Archer-Daniels Midland 9.8125 Com 03948310
1,624 165,503SH DEFINED01 165,503 0
0
Armstrong Holdings Inc 15.3125 Com 04247610
164 10,700SH DEFINED01 10,700 0 0
Ashland Inc 35.0625 Com 04420410
677 19,300SH DEFINED01 19,300 0 0
Associates First Capital - A 22.3125 Com 04600810
4,354 195,124SH DEFINED01 195,124 0
0
Autodesk Inc 34.6875 Com 05276910
548 15,800SH DEFINED01 15,800 0 0
Automatic Data Processing In 53.5625 Com 05301510
8,886 165,900SH DEFINED01 165,900 0
0
Autozone Inc 22.0000 Com 05333210
878 39,900SH DEFINED01 39,900 0 0
Avery Dennison Corp 67.1250 Com 05361110
2,047 30,500SH DEFINED01 30,500 0
0
Avon Products 44.5000 Com 05430310
3,111 69,900SH DEFINED01 69,900 0
0
B B & T Corp 23.8750 Com 05493710
2,046 85,700SH DEFINED01 85,700 0
0
Baker Hughes 32.0000 Com 05722410
2,820 88,140SH DEFINED01 88,140 0
0
Ball Corp 32.1875 Com 05849810
235 7,300SH DEFINED01 7,300 0 0
Bank New York Inc 46.5000 Com 06405710
9,165 197,100SH DEFINED01 197,100 0
0
Bank of America Corp 43.0000 Com 06050510
18,973 441,236SH DEFINED01 441,236 0
0
Bank One Corp 26.5625 Com 06423A10
8,350 314,348SH DEFINED01 314,348 0
0
Bard (CR) Inc 48.1250 Com 06738310
659 13,700SH DEFINED01 13,700 0 0
Barrick Gold Corp 18.1875 Com 06790110
1,901 104,500SH DEFINED01 104,500 0
0
Bausch & Lomb 77.3750 Com 07170710
1,192 15,400SH DEFINED01 15,400 0
0
Baxter International Inc 70.3125 Com 07181310
5,484 78,000SH DEFINED01 78,000 0
0
Bear Stearns Companies Inc 41.6250 Com 07390210
1,366 32,807SH DEFINED01 32,807 0
0
Becton Dickinson 28.6875 Com 07588710
1,925 67,100SH DEFINED01 67,100 0
0
Bed Bath & Beyond Inc 36.2500 Com 07589610
1,356 37,400SH DEFINED01 37,400 0
0
Bell Atlantic Corp 50.8125 Com 07785310
21,147 416,176SH DEFINED01 416,176 0
0
BellSouth 42.6250 Com 07986010
21,543 505,400SH DEFINED01 505,400 0
0
Bemis Co 33.6250 Com 08143710
471 14,000SH DEFINED01 14,000 0 0
Best Buy Co Inc 63.2500 Com 08651610
3,453 54,600SH DEFINED01 54,600 0
0
Bestfoods 69.2500 Com 08658U10
5,180 74,800SH DEFINED01 74,800 0
0
Bethlehem Steel 3.5625 Com 08750910
110 30,800SH DEFINED01 30,800 0 0
Biogen Inc 64.5000 Com
2,586 40,100SH DEFINED01 40,100 0
0
Biomet Inc 38.4375 Com 09061310
1,157 30,100SH DEFINED01 30,100 0
0
Black & Decker Corp 39.3125 Com 09179710
916 23,300SH DEFINED01 23,300 0 0
Block H&R 32.3750 Com 09367110
848 26,200SH DEFINED01 26,200 0 0
BMC Software Inc 36.4844 Com 05592110
2,339 64,100SH DEFINED01 64,100 0
0
Boeing Co 41.8125 Com 09702310
9,701 232,014SH DEFINED01 232,014 0
0
Boise Cascade 25.8750 Com 09738310
396 15,300SH DEFINED01 15,300 0 0
Boston Scientific Corp 21.9375 Com 10113710
2,433 110,900SH DEFINED01 110,900 0
0
Briggs & Stratton 34.2500 Com 10904310
206 6,000SH DEFINED01 6,000 0 0
Bristol-Myers Squibb Co 58.2500 Com 11012210
31,012 532,400SH DEFINED01 532,400 0
0
Brown-Forman Inc 53.7500 Com 11563720
989 18,400SH DEFINED01 18,400 0 0
Brunswick Corp 16.5625 Com 11704310
409 24,700SH DEFINED01 24,700 0 0
Burlington Northern Santa Fe 22.9375 Com 12189T10
2,859 124,635SH DEFINED01 124,635 0
0
Burlington Resources 38.2500 Com 12201410
1,819 47,545SH DEFINED01 47,545 0
0
C P & L Energy Inc 31.9375 Com 14414110
1,367 42,800SH DEFINED01 42,800 0
0
Cabletron Systems Inc 25.2500 Com 12692010
1,179 46,700SH DEFINED01 46,700 0
0
Campbell Soup 29.1250 Com 13442910
3,390 116,400SH DEFINED01 116,400 0
0
Capital One Financial Corp 44.6250 Com 14040H10
2,361 52,900SH DEFINED01 52,900 0
0
Cardinal Health Inc 74.0000 Com 14149Y10
5,406 73,050SH DEFINED01 73,050 0
0
Carnival Corp 19.5000 Com 14365810
3,206 164,400SH DEFINED01 164,400 0
0
Caterpillar Inc 33.8750 Com 14912310
3,228 95,300SH DEFINED01 95,300 0
0
Cendant Corp 14.0000 Com 15131310
2,704 193,123SH DEFINED01 193,123 0
0
Centex Corp 23.5000 Com 15231210
376 16,000SH DEFINED01 16,000 0 0
Centurytel Inc 28.7500 Com 15670010
1,074 37,350SH DEFINED01 37,350 0
0
Ceridian Corp 24.0625 Com 15677T10
934 38,800SH DEFINED01 38,800 0 0
Champion International 72.0625 Com 15852510
1,852 25,700SH DEFINED01 25,700 0
0
Charter One Financial Inc 23.0000 Com 16090310
1,283 55,800SH DEFINED01 55,800 0
0
Chase Manhattan Corp 46.0625 Com 16161A10
15,416 334,674SH DEFINED01 334,674 0
0
Chevron Corp 84.8125 Com 16675110
14,910 175,800SH DEFINED01 175,800 0
0
Chubb Corp 61.5000 Com 17123210
2,903 47,200SH DEFINED01 47,200 0
0
Cigna Corp 93.5000 Com 12550910
4,217 45,100SH DEFINED01 45,100 0
0
Cincinnati Financial Corp 31.4375 Com 17206210
1,390 44,200SH DEFINED01 44,200 0
0
Cinergy Corp 25.4375 Com 17247410
1,084 42,618SH DEFINED01 42,618 0
0
Circuit City Stores 33.1875 Com 17273710
1,789 53,900SH DEFINED01 53,900 0
0
Cisco Systems 63.5625 Com 17275R10
117,724 1,852,10SH DEFINED01 1,852,100 0
0
Citigroup Inc 60.2500 Com 17296710
54,544 905,296SH DEFINED01 905,296 0
0
Citrix Systems Inc 18.9375 Com 17737610
890 47,000SH DEFINED01 47,000 0 0
Clear Channel Communications 75.0000 Com 18450210
6,788 90,500SH DEFINED01 90,500 0
0
Clorox Co 44.8125 Com 18905410
2,837 63,300SH DEFINED01 63,300 0
0
CMS Energy Corp 22.1250 Com 12589610
699 31,600SH DEFINED01 31,600 0 0
Coastal Corp 60.8750 Com 19044110
3,482 57,200SH DEFINED01 57,200 0
0
Coca Cola Co 57.4375 Com 19121610
38,018 661,900SH DEFINED01 661,900 0
0
Coca Cola Enterprises 16.3125 Com 19121910
1,858 113,900SH DEFINED01 113,900 0
0
Colgate-Palmolive 59.8750 Com 19416210
9,358 156,300SH DEFINED01 156,300 0
0
Columbia Energy Group 65.6250 Com 19764810
1,444 22,000SH DEFINED01 22,000 0
0
Comcast Corp CL A Spl 40.5000 Com 20030020
9,388 231,800SH DEFINED01 231,800 0
0
Comerica Inc 44.8750 Com 20034010
1,880 41,900SH DEFINED01 41,900 0
0
Compaq Computer 25.5625 Com 20449310
11,649 455,713SH DEFINED01 455,713 0
0
Computer Associates Int'l 51.1875 Com 20491210
7,377 144,112SH DEFINED01 144,112 0
0
Computer Sciences Corp 74.6875 Com 20536310
3,204 42,900SH DEFINED01 42,900 0
0
Compuware Corp 10.3750 Com 20563810
993 95,700SH DEFINED01 95,700 0 0
Comverse Technology Inc 93.0000 Com 20586240
3,478 37,400SH DEFINED01 37,400 0
0
Conagra Inc 19.0625 Com 20588710
2,495 130,900SH DEFINED01 130,900 0
0
Conexant Systems Inc 48.6250 Com
2,553 52,500SH DEFINED01 52,500 0
0
Conoco Inc Cl B 24.5625 Com 20825140
4,129 168,100SH DEFINED01 168,100 0
0
Conseco Inc 9.7500 Com 20846410
855 87,652SH DEFINED01 87,652 0 0
Consolidated Edison Inc 29.6250 Com 20911510
1,754 59,200SH DEFINED01 59,200 0
0
Consolidated Stores Corp 12.0000 Com 21014910
354 29,500SH DEFINED01 29,500 0 0
Constellation Energy Group I 32.5625 Com 21037110
1,304 40,050SH DEFINED01 40,050 0
0
Convergys Corp 51.8750 Com
2,101 40,500SH DEFINED01 40,500 0
0
Cooper Industries 32.5625 Com 21666910
824 25,300SH DEFINED01 25,300 0 0
Cooper Tire & Rubber 11.1250 Com 21683110
177 15,900SH DEFINED01 15,900 0 0
Coors (Adolph) 60.5000 Com 21701610
599 9,900SH DEFINED01 9,900 0 0
Corning Inc 269.8750 Com 21935010
19,890 73,700SH DEFINED01 73,700 0
0
Costco Wholesale Corp 33.0000 Com 22160K10
3,910 118,472SH DEFINED01 118,472 0
0
Countrywide Credit Ind Inc 30.3125 Com 22237210
918 30,300SH DEFINED01 30,300 0 0
Crane Co 24.3125 Com 22439910
336 13,800SH DEFINED01 13,800 0 0
Crown Cork & Seal Co 15.0000 Com 22825510
492 32,800SH DEFINED01 32,800 0 0
CSX Corp 21.1875 Com 12640810
1,235 58,300SH DEFINED01 58,300 0
0
Cummins Engine Co Inc 27.2500 Com 23102110
305 11,200SH DEFINED01 11,200 0 0
CVS Corp 40.0000 Com 12665010
4,200 105,000SH DEFINED01 105,000 0
0
Dana Corp 21.1875 Com 23581110
941 44,418SH DEFINED01 44,418 0 0
Danaher Corp 49.4375 Com 23585110
1,884 38,100SH DEFINED01 38,100 0
0
Darden Restaurants Inc 16.2500 Com 23719410
575 35,400SH DEFINED01 35,400 0 0
Deere & Co 37.0000 Com 24419910
2,316 62,600SH DEFINED01 62,600 0
0
Dell Computer Corp 49.3125 Com 24702510
33,587 681,100SH DEFINED01 681,100 0
0
Delphi Automotive Systems 14.5625 Com 24712610
2,205 151,427SH DEFINED01 151,427 0
0
Delta Airlines Inc 50.5625 Com 24736110
1,901 37,600SH DEFINED01 37,600 0
0
Deluxe Corp 23.5625 Com 24801910
478 20,300SH DEFINED01 20,300 0 0
Dillard's Inc 12.2500 Com 25406710
352 28,700SH DEFINED01 28,700 0 0
Disney Walt Co (Holding Co) 38.8125 Com 25468710
21,455 552,782SH DEFINED01 552,782 0
0
Dollar General Corp 19.5000 Com 25666910
1,468 75,288SH DEFINED01 75,288 0
0
Dominion Resources 42.8750 Com 25746U10
2,725 63,562SH DEFINED01 63,562 0
0
Donnelley (RR) & Sons 22.5625 Com 25786710
772 34,200SH DEFINED01 34,200 0 0
Dover Corp 40.5625 Com 26000310
2,267 55,900SH DEFINED01 55,900 0
0
Dow Chemical Co 30.1875 Com 26054310
5,343 177,000SH DEFINED01 177,000 0
0
Dow Jones & Co Inc 73.2500 Com 26056110
1,787 24,400SH DEFINED01 24,400 0
0
DTE Energy Co 30.5625 Com 23333110
1,189 38,900SH DEFINED01 38,900 0
0
Duke Energy Corp 56.3750 Com 26439910
5,513 97,794SH DEFINED01 97,794 0
0
Dun & Bradstreet Corp 28.6250 Com 26483B10
1,237 43,200SH DEFINED01 43,200 0
0
DuPont (EI) De Nemours 43.7500 Com 26353410
12,205 278,962SH DEFINED01 278,962 0
0
Eastern Enterprises 63.0000 Com 27637F10
454 7,200SH DEFINED01 7,200 0 0
Eastman Chemical Co 47.7500 Com 27743210
1,000 20,950SH DEFINED01 20,950 0
0
Eastman Kodak 59.5000 Com 27746110
5,046 84,800SH DEFINED01 84,800 0
0
Eaton Corp 67.0000 Com 27805810
1,300 19,400SH DEFINED01 19,400 0
0
Ecolab Inc 39.0625 Com 27886510
1,355 34,700SH DEFINED01 34,700 0
0
Edison International 20.5000 Com 28102010
1,909 93,100SH DEFINED01 93,100 0
0
El Paso Energy Corp 50.9375 Com 28390510
3,112 61,100SH DEFINED01 61,100 0
0
Electronic Data Systems 41.2500 Com 28566110
5,449 132,100SH DEFINED01 132,100 0
0
EMC Corp 76.9375 Com 26864810
44,453 577,786SH DEFINED01 577,786 0
0
Emerson Electric 60.3750 Com 29101110
7,034 116,500SH DEFINED01 116,500 0
0
Englehard Corp 17.0625 Com 29284510
576 33,737SH DEFINED01 33,737 0 0
Enron Corp 64.5000 Com 29356110
12,339 191,300SH DEFINED01 191,300 0
0
Entergy Corp 27.1875 Com 29364G10
1,800 66,200SH DEFINED01 66,200 0
0
Equifax Inc 26.2500 Com 29442910
1,011 38,500SH DEFINED01 38,500 0
0
Exxon Mobil Corp 78.5000 Com 30231G10
72,408 922,399SH DEFINED01 922,399 0
0
Fannie Mae 52.1875 Com 31358610
14,336 274,700SH DEFINED01 274,700 0
0
Federal Home Loan Mortgage 40.5000 Com 31340030
7,545 186,300SH DEFINED01 186,300 0
0
Federated Dept Stores Inc De 33.7500 Com 31410H10
1,887 55,900SH DEFINED01 55,900 0
0
Fedex Corp 38.0000 Com 31428X10
3,029 79,720SH DEFINED01 79,720 0
0
Fifth Third Bancorp 63.2500 Com 31677310
4,601 72,750SH DEFINED01 72,750 0
0
First Data Corp 49.6250 Com 31996310
5,707 115,000SH DEFINED01 115,000 0
0
First Union Corp 24.8125 Com 33735810
6,362 256,414SH DEFINED01 256,414 0
0
Firstar Corp 21.0625 Com 33763V10
5,559 263,912SH DEFINED01 263,912 0
0
Firstenergy Corp 23.3750 Com 33793210
1,466 62,700SH DEFINED01 62,700 0
0
Fleetboston Financial Corp 34.0000 Com 33903010
8,383 246,557SH DEFINED01 246,557 0
0
Florida Progress Corp 46.8750 Com 34110910
1,233 26,300SH DEFINED01 26,300 0
0
Fluor Corp 31.6250 Com 34386110
642 20,300SH DEFINED01 20,300 0 0
FMC Corp 58.0000 Com 30249130
394 6,800SH DEFINED01 6,800 0 0
Ford Motor Co 43.0000 Com 34537010
13,945 324,300SH DEFINED01 324,300 0
0
Fort James Corp 23.1250 Com 34747110
1,369 59,200SH DEFINED01 59,200 0
0
Fortune Brands Inc 23.0625 Com 34963110
1,029 44,600SH DEFINED01 44,600 0
0
FPL Group 49.5000 Com 30257110
2,376 48,000SH DEFINED01 48,000 0
0
Franklin Resources Inc 30.3750 Com 35461310
2,053 67,600SH DEFINED01 67,600 0
0
Freeport-McMoran Copper & Go 9.2500 Com 35671D85
405 43,800SH DEFINED01 43,800 0 0
Gannett Co 59.8125 Com 36473010
4,486 75,000SH DEFINED01 75,000 0
0
Gap (The) 31.2500 Com 36476010
7,183 229,850SH DEFINED01 229,850 0
0
Gateway Inc 56.7500 Com 36762610
4,767 84,000SH DEFINED01 84,000 0
0
General Dynamics 52.2500 Com 36955010
2,790 53,400SH DEFINED01 53,400 0
0
General Electric Co 53.0000 Com 36960410
139,326 2,628,80SH DEFINED01 2,628,800 0
0
General Mills 38.2500 Com 37033410
3,137 82,000SH DEFINED01 82,000 0
0
General Motors Corp 58.0625 Com 37044210
8,593 148,000SH DEFINED01 148,000 0
0
Genuine Parts 20.0000 Com 37246010
960 47,975SH DEFINED01 47,975 0 0
Georgia Pacific Corp 26.2500 Com 37329810
1,208 46,000SH DEFINED01 46,000 0
0
Gillette Co 34.9375 Com 37576610
10,160 290,800SH DEFINED01 290,800 0
0
Global Crossing 26.3125 Com G3921A10
5,419 205,945SH DEFINED01 205,945 0
0
Golden West Financial 40.8125 Com 38131710
1,800 44,100SH DEFINED01 44,100 0
0
Goodrich (BF) 34.0625 Com 38238810
1,001 29,400SH DEFINED01 29,400 0
0
Goodyear Tire & Rubber 20.0000 Com 38255010
838 41,900SH DEFINED01 41,900 0 0
GPU Inc 27.0625 Com 36225X10
909 33,600SH DEFINED01 33,600 0 0
Grace W R & Co New 12.1250 Com 38388F10
217 17,900SH DEFINED01 17,900 0 0
Grainger (WW) Inc 30.8125 Com 38480210
770 25,000SH DEFINED01 25,000 0 0
Great A & P 16.6250 Com 39006410
153 9,200SH DEFINED01 9,200 0 0
Great Lakes Chemical 31.5000 Com 39056810
495 15,700SH DEFINED01 15,700 0 0
GTE Corp 62.2500 Com 36232010
16,366 262,900SH DEFINED01 262,900 0
0
Guidant Corp 49.5000 Com 40169810
4,010 81,000SH DEFINED01 81,000 0
0
Halliburton Co 47.1875 Com 40621610
5,582 118,300SH DEFINED01 118,300 0
0
Harcourt General Corp. 54.3750 Com 41163G10
1,039 19,100SH DEFINED01 19,100 0
0
Harley Davidson Inc 38.5000 Com
3,111 80,800SH DEFINED01 80,800 0
0
Harrah's Entertainment Inc 20.9375 Com 41361910
720 34,400SH DEFINED01 34,400 0 0
Hartford Finl Svcs Group 55.9375 Com 41651510
3,390 60,600SH DEFINED01 60,600 0
0
Hasbro Inc 15.0625 Com 41805610
786 52,175SH DEFINED01 52,175 0 0
HCA-The Healthcare Co 30.3750 Com 19767710
4,594 151,230SH DEFINED01 151,230 0
0
Healthsouth Corp 7.1875 Com 42192410
799 111,200SH DEFINED01 111,200 0 0
Heinz (HJ) Co 43.7500 Com 42307410
4,204 96,100SH DEFINED01 96,100 0
0
Hercules Inc 14.0625 Com 42705610
399 28,400SH DEFINED01 28,400 0 0
Hershey Foods 48.5000 Com 42786610
1,814 37,400SH DEFINED01 37,400 0
0
Hewlett Packard Co 124.8750 Com 42823610
33,254 266,300SH DEFINED01 266,300 0
0
Hilton Hotels 9.3750 Com 43284810
640 68,300SH DEFINED01 68,300 0 0
Home Depot 49.9375 Com 43707610
30,703 614,822SH DEFINED01 614,822 0
0
Homestake Mining 6.8750 Com 43761410
480 69,800SH DEFINED01 69,800 0 0
Honeywell International Inc 33.6875 Com 43851610
7,129 211,625SH DEFINED01 211,625 0
0
Household International 41.5625 Com 44181510
5,330 128,252SH DEFINED01 128,252 0
0
Humana Inc 4.8750 Com 44485910
166 34,100SH DEFINED01 34,100 0 0
Huntington Bancshares 15.8125 Com 44615010
976 61,712SH DEFINED01 61,712 0 0
Ikon Office Solutions Inc 3.8750 Com 45171310
126 32,500SH DEFINED01 32,500 0 0
Illinois Tool Works 57.0000 Com 45230810
4,577 80,300SH DEFINED01 80,300 0
0
IMS Health Inc 18.0000 Com 44993410
1,510 83,900SH DEFINED01 83,900 0
0
Inco Ltd 15.3750 Com 45325840
792 51,500SH DEFINED01 51,500 0 0
Ingersoll-Rand 40.2500 Com 45686610
1,781 44,250SH DEFINED01 44,250 0
0
Intel Corp 133.6875 Com 45814010
119,396 893,100SH DEFINED01 893,100 0
0
International Business Machi 109.5625 Com 45920010
51,714 472,000SH DEFINED01 472,000 0
0
International Flavors/Frag 30.1875 Com 45950610
857 28,400SH DEFINED01 28,400 0 0
International Paper 29.8125 Com 46014610
3,305 110,861SH DEFINED01 110,861 0
0
Interpublic Group Cos Inc 43.0000 Com 46069010
3,251 75,600SH DEFINED01 75,600 0
0
ITT Inds Inc 30.3750 Com 45091110
699 23,000SH DEFINED01 23,000 0 0
Jefferson-Pilot 56.4375 Com 47507010
1,596 28,287SH DEFINED01 28,287 0
0
Johnson & Johnson 101.8750 Com 47816010
37,857 371,600SH DEFINED01 371,600 0
0
Johnson Controls 51.3125 Com 47836610
1,175 22,900SH DEFINED01 22,900 0
0
K Mart Corp 6.8125 Com 48258410
901 132,300SH DEFINED01 132,300 0 0
Kansas City Southern Inds 88.6875 Com 48517010
2,625 29,600SH DEFINED01 29,600 0
0
Kaufman & Broad Home Corp 19.8125 Com 48616810
180 9,100SH DEFINED01 9,100 0 0
Kellogg Co 29.7500 Com 48783610
3,231 108,600SH DEFINED01 108,600 0
0
Kerr-McGee 58.9375 Com 49238610
1,366 23,170SH DEFINED01 23,170 0
0
Keycorp New 17.6250 Com 49326710
2,120 120,300SH DEFINED01 120,300 0
0
Kimberly Clark Corp 57.3750 Com 49436810
8,191 142,768SH DEFINED01 142,768 0
0
KLA-Tencor Corp 58.5625 Com 48248010
2,764 47,200SH DEFINED01 47,200 0
0
Knight-Ridder News 53.1875 Com 49904010
1,154 21,700SH DEFINED01 21,700 0
0
Kohls Corp 55.6250 Com 50025510
4,851 87,200SH DEFINED01 87,200 0
0
Kroger Co 22.0625 Com 50104410
4,904 222,300SH DEFINED01 222,300 0
0
Leggett and Platt 16.5000 Com 52466010
866 52,500SH DEFINED01 52,500 0 0
Lehman Brothers 94.5625 Com 52490810
3,035 32,100SH DEFINED01 32,100 0
0
Lexmark International Group 67.2500 Com 52977110
2,320 34,500SH DEFINED01 34,500 0
0
Lilly (Eli) & Co 99.8750 Com 53245710
29,253 292,900SH DEFINED01 292,900 0
0
Limited Inc 21.6250 Com 53271610
2,483 114,800SH DEFINED01 114,800 0
0
Lincoln National 36.1250 Com 53418710
1,925 53,300SH DEFINED01 53,300 0
0
Linear Technology Corp 63.9375 Com 53567810
5,089 79,600SH DEFINED01 79,600 0
0
Liz Claiborne Inc 35.2500 Com 53932010
469 13,300SH DEFINED01 13,300 0 0
Lockheed Martin 24.8125 Com 53983010
2,629 105,942SH DEFINED01 105,942 0
0
Loew's Corp 60.0000 Com 54042410
1,728 28,800SH DEFINED01 28,800 0
0
Longs Drug Stores 21.7500 Com 54316210
170 7,800SH DEFINED01 7,800 0 0
Louisiana Pacific 10.8750 Com 54634710
313 28,800SH DEFINED01 28,800 0 0
Lowe's Cos 41.0625 Com 54866110
4,197 102,200SH DEFINED01 102,200 0
0
LSI Logic Corp 54.1250 Com 50216110
4,276 79,000SH DEFINED01 79,000 0
0
Lucent Technologies Inc 59.2500 Com 54946310
50,434 851,201SH DEFINED01 851,201 0
0
Mallinckrodt Inc 43.4375 Com 56123210
825 19,000SH DEFINED01 19,000 0 0
Manor Care Inc 7.0000 Com 56405510
201 28,700SH DEFINED01 28,700 0 0
Marriott International Cl A 36.0625 Com 57190320
2,405 66,700SH DEFINED01 66,700 0
0
Marsh & McLennan Inc 104.4375 Com 57174810
7,394 70,800SH DEFINED01 70,800 0
0
Masco Corp 18.0625 Com 57459910
2,144 118,700SH DEFINED01 118,700 0
0
Mattel Inc 13.1875 Com 57708110
1,486 112,666SH DEFINED01 112,666 0
0
Maxim Integrated Products 67.9375 Com 57772K10
5,014 73,800SH DEFINED01 73,800 0
0
May Dept Stores Co 24.0000 Com 57777810
2,149 89,550SH DEFINED01 89,550 0
0
Maytag Co 36.8750 Com 57859210
863 23,400SH DEFINED01 23,400 0 0
MBIA Inc 48.1875 Com 55262C10
1,291 26,800SH DEFINED01 26,800 0
0
MBNA Corp 27.1250 Com 55262L10
5,831 214,952SH DEFINED01 214,952 0
0
McDermott International 8.8125 Com 58003710
107 12,100SH DEFINED01 12,100 0 0
McDonald's Corp 32.9375 Com 58013510
11,960 363,100SH DEFINED01 363,100 0
0
McGraw-Hill 54.0000 Com 58064510
2,851 52,800SH DEFINED01 52,800 0
0
Mckesson HBOC Inc 20.9375 Com 58155Q10
1,579 75,432SH DEFINED01 75,432 0
0
Mead Corp 25.2500 Com 58283410
692 27,400SH DEFINED01 27,400 0 0
Mediaone Group Inc 66.1250 Com 58440J10
10,752 162,600SH DEFINED01 162,600 0
0
Medimmune Inc 74.0000 Com
4,159 56,200SH DEFINED01 56,200 0
0
Medtronic Inc 49.8125 Com 58505510
15,671 314,600SH DEFINED01 314,600 0
0
Mellon Financial Corp 36.4375 Com 58551A10
5,021 137,800SH DEFINED01 137,800 0
0
Merck & Co 76.6250 Com 58933110
46,910 612,200SH DEFINED01 612,200 0
0
Meredith Corp 33.7500 Com 58943310
469 13,900SH DEFINED01 13,900 0 0
Merrill Lynch 115.0000 Com 59018810
11,397 99,100SH DEFINED01 99,100 0
0
MGIC Investment Corp 45.5000 Com 55284810
1,333 29,300SH DEFINED01 29,300 0
0
Micron Technology 88.0625 Com 59511210
11,818 134,200SH DEFINED01 134,200 0
0
Microsoft 80.0000 Com 59491810
112,096 1,401,20SH DEFINED01 1,401,200 0
0
Milacron Inc 14.5000 Com 59870910
135 9,300SH DEFINED01 9,300 0 0
Millipore Corp 75.3750 Com 60107310
769 10,200SH DEFINED01 10,200 0 0
Minnesota Mining & Manufactu 82.5000 Com 60405910
8,910 108,000SH DEFINED01 108,000 0
0
MIPS Technologies Inc. Cl B 38.5000 Com
270 7,012SH DEFINED01 7,012 0 0
Molex Inc 48.1250 Com 60855410
2,496 51,875SH DEFINED01 51,875 0
0
Morgan (JP) & Co 110.1250 Com 61688010
5,187 47,100SH DEFINED01 47,100 0
0
Morgan Stanley Dean Witter & 83.2500 Com 61744644
25,460 305,822SH DEFINED01 305,822 0
0
Motorola Inc 29.0625 Com 62007610
16,525 568,611SH DEFINED01 568,611 0
0
Nabisco Group Holding 25.9375 Com 62952P10
2,267 87,400SH DEFINED01 87,400 0
0
Nacco Ind Cl A 35.1250 Com 62957910
70 2,000SH DEFINED01 2,000 0 0
National City Corp 17.0625 Com 63540510
2,827 165,700SH DEFINED01 165,700 0
0
National Semiconductor 56.7500 Com 63764010
2,554 45,000SH DEFINED01 45,000 0
0
National Service Industries 20.0000 Com 63765710
170 8,500SH DEFINED01 8,500 0 0
Navistar International 31.0625 Com 63934E10
550 17,720SH DEFINED01 17,720 0 0
NCR Corp 38.9375 Com
1,005 25,800SH DEFINED01 25,800 0
0
Network Appliance Inc 80.5000 Com 64120L10
6,343 78,800SH DEFINED01 78,800 0
0
New Century Energies 30.0000 Com 64352U10
927 30,900SH DEFINED01 30,900 0 0
New York Times Cl A 39.5000 Com 65011110
1,845 46,700SH DEFINED01 46,700 0
0
Newell Rubbermaid Inc 25.7500 Com 65122910
1,945 75,543SH DEFINED01 75,543 0
0
Newmont Mining 21.6250 Com 65163910
970 44,858SH DEFINED01 44,858 0 0
Nextel Communications Inc A 61.1875 Com 65332V10
11,858 193,800SH DEFINED01 193,800 0
0
Niagara Mohawk Holdings Inc 13.9375 Com 65352010
700 50,200SH DEFINED01 50,200 0 0
Nicor Inc 32.6250 Com 65408610
411 12,600SH DEFINED01 12,600 0 0
Nike Inc 39.8125 Com 65410610
3,002 75,400SH DEFINED01 75,400 0
0
Nordstrom 24.1250 Com 65566410
907 37,600SH DEFINED01 37,600 0 0
Norfolk Southern Corp 14.8750 Com 65584410
1,517 102,000SH DEFINED01 102,000 0
0
Nortel Networks Corp 68.2500 Com 65656910
53,832 788,740SH DEFINED01 788,740 0
0
Northern States Power 20.1875 Com 66577210
834 41,300SH DEFINED01 41,300 0 0
Northern Trust Corp 65.0625 Com 66585910
3,891 59,800SH DEFINED01 59,800 0
0
Northrop Gruman Corp 66.2500 Com 66680710
1,232 18,600SH DEFINED01 18,600 0
0
Novell 9.2500 Com 67000610
831 89,800SH DEFINED01 89,800 0 0
Novellus Systems Inc 56.5625 Com 67000810
1,968 34,800SH DEFINED01 34,800 0
0
Nucor Corp 33.1875 Com 67034610
777 23,400SH DEFINED01 23,400 0 0
Occidental Petroleum 21.0625 Com 67459910
1,967 93,400SH DEFINED01 93,400 0
0
Office Depot Inc 6.2500 Com 67622010
628 100,500SH DEFINED01 100,500 0 0
Old Kentucky Financial Corp 26.7500 Com 67983310
893 33,390SH DEFINED01 33,390 0 0
Omnicom Group 89.0625 Com 68191910
4,239 47,600SH DEFINED01 47,600 0
0
Oneok Inc 25.9375 Com 68268010
195 7,500SH DEFINED01 7,500 0 0
Oracle Corp 84.0625 Com 68389X10
63,163 751,386SH DEFINED01 751,386 0
0
Owens Corning 9.2500 Com 69073F10
103 11,100SH DEFINED01 11,100 0 0
Owens-Illinois Inc 11.6875 Com 69076840
489 41,800SH DEFINED01 41,800 0 0
P G & E Corp 24.6250 Com 69331C10
2,534 102,900SH DEFINED01 102,900 0
0
Paccar Inc 39.6875 Com 69371810
832 20,960SH DEFINED01 20,960 0 0
PACTIV CORP 7.8750 Com 69525710
360 45,700SH DEFINED01 45,700 0 0
Paine Webber Group Inc 45.5000 Com 69562910
1,775 39,000SH DEFINED01 39,000 0
0
Pall Corp 18.5000 Com 69642930
615 33,233SH DEFINED01 33,233 0 0
Parametric Technology Corp 11.0000 Com 69917310
794 72,200SH DEFINED01 72,200 0 0
Parker-Hannifin 34.2500 Com 70109410
998 29,125SH DEFINED01 29,125 0 0
Paychex Inc 42.0000 Com 70432610
4,155 98,925SH DEFINED01 98,925 0
0
PE Corp Biosystems Group 65.8750 Com 69332S10
3,597 54,600SH DEFINED01 54,600 0
0
PECO Energy Co 40.3125 Com 69330410
2,016 50,000SH DEFINED01 50,000 0
0
Penney (JC) 18.4375 Com 70816010
1,302 70,600SH DEFINED01 70,600 0
0
Peoples Energy 32.3750 Com 71103010
233 7,200SH DEFINED01 7,200 0 0
Peoplesoft Inc 16.7500 Com 71271310
1,092 65,200SH DEFINED01 65,200 0
0
Pepsico Inc 44.4375 Com 71344810
17,420 392,000SH DEFINED01 392,000 0
0
Perkinelmer Inc 66.1250 Com 71404610
701 10,600SH DEFINED01 10,600 0 0
Pfizer Inc 48.0000 Com 71708110
80,099 1,668,72SH DEFINED01 1,668,725 0
0
Pharmacia Corp 51.6875 Com 61166210
17,135 331,502SH DEFINED01 331,502 0
0
Phelps Dodge 37.1875 Com 71726510
861 23,147SH DEFINED01 23,147 0 0
Philip Morris Companies Inc 26.5625 Com 71815410
16,174 608,900SH DEFINED01 608,900 0
0
Phillips Petroleum 50.6875 Com 71850710
3,442 67,900SH DEFINED01 67,900 0
0
Pinnacle West Capital 33.8750 Com 72348410
766 22,600SH DEFINED01 22,600 0 0
Pitney-Bowes Inc 40.0000 Com 72447910
2,868 71,700SH DEFINED01 71,700 0
0
Placer Dome 9.5625 Com 72590610
835 87,300SH DEFINED01 87,300 0 0
PNC Financial Services Group 46.8750 Com 69347510
3,820 81,500SH DEFINED01 81,500 0
0
Polaroid Corp 18.0625 Com 73109510
215 11,900SH DEFINED01 11,900 0 0
Potlatch Corp 33.1250 Com 73762810
225 6,800SH DEFINED01 6,800 0 0
PPG Industries 44.3125 Com 69350610
2,061 46,500SH DEFINED01 46,500 0
0
PPL Corp 21.9375 Com 69349910
928 42,300SH DEFINED01 42,300 0 0
Praxair Inc 37.4375 Com 74005P10
1,599 42,700SH DEFINED01 42,700 0
0
Price T.Rowe Assciation 42.5000 Com 74147710
1,377 32,400SH DEFINED01 32,400 0
0
Procter & Gamble 57.2500 Com 74271810
20,387 356,100SH DEFINED01 356,100 0
0
Progressive Corp Ohio 74.0000 Com 74331510
1,450 19,600SH DEFINED01 19,600 0
0
Providian Corp 90.0000 Com 74406A10
3,425 38,050SH DEFINED01 38,050 0
0
Public Service Enterprise In 34.6250 Com 74457310
2,036 58,800SH DEFINED01 58,800 0
0
Pulte Corp 21.6250 Com 74586710
190 8,800SH DEFINED01 8,800 0 0
Quaker Oats 75.1250 Com 74740210
2,697 35,900SH DEFINED01 35,900 0
0
Qualcomm Inc 60.0000 Com 74752510
11,790 196,500SH DEFINED01 196,500 0
0
Quintiles Transnational Cp 14.1250 Com 74876710
434 30,700SH DEFINED01 30,700 0 0
RadioShack Corp 47.3750 Com 87538210
2,454 51,800SH DEFINED01 51,800 0
0
Ralston Purina 19.9375 Com 75127730
1,729 86,700SH DEFINED01 86,700 0
0
Raytheon Co Cl B 19.2500 Com 75511140
1,742 90,500SH DEFINED01 90,500 0
0
Reebok International 15.9375 Com 75811010
209 13,100SH DEFINED01 13,100 0 0
Regions Financial Corp 19.8750 Com 75894010
1,193 60,000SH DEFINED01 60,000 0
0
Reliant Energy Inc 29.5625 Com 75952J10
2,343 79,262SH DEFINED01 79,262 0
0
Rite Aid 6.5625 Com 76775410
455 69,400SH DEFINED01 69,400 0 0
Rockwell International 31.5000 Com 77390310
1,616 51,300SH DEFINED01 51,300 0
0
Rohm & Haas 34.5000 Com 77537110
2,012 58,330SH DEFINED01 58,330 0
0
Rowan Companies Inc 30.3750 Com 77938210
665 21,900SH DEFINED01 21,900 0 0
Royal Dutch Petroleum Co 61.5625 Com 78025780
35,386 574,800SH DEFINED01 574,800 0
0
Russell Corp 20.0000 Com 78235210
126 6,300SH DEFINED01 6,300 0 0
Ryder System 18.9375 Com 78354910
284 15,000SH DEFINED01 15,000 0 0
Sabre Holdings Corp 28.5000 Com
987 34,622SH DEFINED01 34,622 0 0
Safeco Corp 19.8750 Com 78642910
702 35,300SH DEFINED01 35,300 0 0
Safeway Inc 45.0000 Com 78651420
6,156 136,800SH DEFINED01 136,800 0
0
Sanmina Corp 85.5000 Com
2,933 34,300SH DEFINED01 34,300 0
0
Sapient Corp 106.9375 Com
1,668 15,600SH DEFINED01 15,600 0
0
Sara Lee Corp 19.3125 Com 80311110
4,677 242,200SH DEFINED01 242,200 0
0
SBC Communications Inc 43.2500 Com 78387G10
39,581 915,169SH DEFINED01 915,169 0
0
Schering-Plough Corp 50.5000 Com 80660510
19,877 393,600SH DEFINED01 393,600 0
0
Schlumberger Ltd 74.6250 Com 80685710
10,955 146,800SH DEFINED01 146,800 0
0
Schwab (Charles) Corp 33.6250 Com 80851310
11,056 328,800SH DEFINED01 328,800 0
0
Scientific-Atlanta 74.5000 Com 80865510
3,055 41,000SH DEFINED01 41,000 0
0
Seagate Technology Inc 55.0000 Com 81180410
3,284 59,700SH DEFINED01 59,700 0
0
Seagram Ltd 58.0000 Com 81185010
6,722 115,900SH DEFINED01 115,900 0
0
Sealed Air Corp 52.3750 Com 81211K10
1,173 22,397SH DEFINED01 22,397 0
0
Sears Roebuck & Co 32.6250 Com 81238710
3,328 102,000SH DEFINED01 102,000 0
0
Sempra Energy 17.0000 Com 81685110
1,095 64,426SH DEFINED01 64,426 0
0
Shared Medical Systems 72.9375 Com 81948610
387 5,300SH DEFINED01 5,300 0 0
Sherwin-Williams 21.1875 Com 82434810
962 45,400SH DEFINED01 45,400 0 0
Siebel Systems Inc 163.5625 Com
8,342 51,000SH DEFINED01 51,000 0
0
Sigma Aldrich Corp 29.2500 Com 82655210
790 27,000SH DEFINED01 27,000 0 0
Silicon Graphics 3.7500 Com 82705610
190 50,600SH DEFINED01 50,600 0 0
SLM Holding Corp 37.4375 Com 78442A10
1,614 43,100SH DEFINED01 43,100 0
0
Snap-on Inc 26.6250 Com 83303410
467 17,550SH DEFINED01 17,550 0 0
Solectron Corp 41.8750 Com 83418210
6,055 144,600SH DEFINED01 144,600 0
0
Southern Co 23.3125 Com 84258710
4,269 183,100SH DEFINED01 183,100 0
0
Southtrust Corp 22.6250 Com 84473010
1,016 44,900SH DEFINED01 44,900 0
0
Southwest Airlines 18.9375 Com 84474110
2,558 135,075SH DEFINED01 135,075 0
0
Springs Industries Inc 32.0000 Com 85178310
157 4,900SH DEFINED01 4,900 0 0
Sprint Corp 51.0000 Com 85206110
11,858 232,500SH DEFINED01 232,500 0
0
Sprint Corp (PCS Group) 59.5000 Com 85206150
14,024 235,700SH DEFINED01 235,700 0
0
St Jude Medical Inc 45.8750 Com 79084910
1,041 22,700SH DEFINED01 22,700 0
0
St Paul Cos 34.1250 Com 79286010
2,073 60,760SH DEFINED01 60,760 0
0
Stanley Works 23.7500 Com 85461610
565 23,800SH DEFINED01 23,800 0 0
Staples Inc 15.3750 Com 85503010
1,915 124,550SH DEFINED01 124,550 0
0
Starbucks Corp 38.1875 Com
1,871 49,000SH DEFINED01 49,000 0
0
State Street Corp 106.0625 Com 85747710
4,582 43,200SH DEFINED01 43,200 0
0
Summit Bancorp 24.6250 Com 86600510
1,170 47,500SH DEFINED01 47,500 0
0
Sun Microsystems Inc 90.9375 Com 86681010
37,721 414,800SH DEFINED01 414,800 0
0
Sunoco Inc 29.4375 Com 86764P10
715 24,300SH DEFINED01 24,300 0 0
Suntrust Banks 45.6875 Com 86791410
3,938 86,200SH DEFINED01 86,200 0
0
Super Valu Stores 19.0625 Com 86853610
709 37,200SH DEFINED01 37,200 0 0
Synovus Financial Corp 17.6250 Com 87161C10
1,282 72,750SH DEFINED01 72,750 0
0
Sysco Corp 42.1250 Com 87182910
3,736 88,700SH DEFINED01 88,700 0
0
Target Corp 58.0000 Com 87612E10
6,873 118,500SH DEFINED01 118,500 0
0
Tektronix Inc 74.0000 Com 87913110
903 12,200SH DEFINED01 12,200 0 0
Tellabs Inc 68.4375 Com 87966410
7,186 105,000SH DEFINED01 105,000 0
0
Temple-Inland 42.0000 Com 87986810
630 15,000SH DEFINED01 15,000 0 0
Tenet Healthcare Corp 27.0000 Com 88033G10
2,246 83,200SH DEFINED01 83,200 0
0
Teradyne Inc 73.5000 Com 88077010
3,374 45,900SH DEFINED01 45,900 0
0
Texaco Inc 53.2500 Com 88169410
7,892 148,200SH DEFINED01 148,200 0
0
Texas Instruments 68.6875 Com 88250810
29,824 434,200SH DEFINED01 434,200 0
0
Texas Utilities Co 29.5000 Com 88284810
2,187 74,135SH DEFINED01 74,135 0
0
Textron Inc 54.3125 Com 88320310
2,189 40,300SH DEFINED01 40,300 0
0
Thermo Electron Corp 21.0625 Com 88355610
891 42,300SH DEFINED01 42,300 0 0
Thomas & Betts 19.1250 Com 88431510
293 15,300SH DEFINED01 15,300 0 0
Tiffany & Co 67.5000 Com
1,303 19,300SH DEFINED01 19,300 0
0
Time Warner Inc 76.0000 Com 88731510
26,349 346,700SH DEFINED01 346,700 0
0
Timken Co 18.6250 Com 88738910
237 12,700SH DEFINED01 12,700 0 0
TJX Cos Inc 18.7500 Com 87254010
1,598 85,200SH DEFINED01 85,200 0
0
Torchmark Corp 24.6875 Com 89102710
881 35,700SH DEFINED01 35,700 0 0
Tosco Corp 28.3125 Com 89149030
1,155 40,800SH DEFINED01 40,800 0
0
Toys 'R' Us (Holding Co) 14.5625 Com 89233510
967 66,400SH DEFINED01 66,400 0 0
Tranocean Sedco Forex Inc 53.4375 Com G9007810
2,983 55,820SH DEFINED01 55,820 0
0
Tribune Co 35.0000 Com 89604710
2,875 82,150SH DEFINED01 82,150 0
0
Tricon Global Restaurants In 28.2500 Com 89595310
1,164 41,200SH DEFINED01 41,200 0
0
TRW Inc 43.3750 Com 87264910
1,410 32,500SH DEFINED01 32,500 0
0
Tupperware Corp 22.0000 Com 89989610
312 14,200SH DEFINED01 14,200 0 0
Tyco International Ltd 47.3750 Com 90212410
21,251 448,568SH DEFINED01 448,568 0
0
U S Bancorp 19.2500 Com 90297310
3,775 196,080SH DEFINED01 196,080 0
0
U S Surgical Value Support R 0.0000 Com 92529710
0 47SH DEFINED01 47 0 0
U S West Inc 85.7500 Com 91273H10
11,602 135,300SH DEFINED01 135,300 0
0
Unicom Corp 38.6875 Com 90491110
2,255 58,300SH DEFINED01 58,300 0
0
Unilever NV 43.0000 Com 90478470
6,590 153,250SH DEFINED01 153,250 0
0
Union Carbide 49.5000 Com 90558110
1,767 35,700SH DEFINED01 35,700 0
0
Union Pacific Corp 37.1875 Com 90781810
2,469 66,400SH DEFINED01 66,400 0
0
Union Pacific Resources Grou 22.0000 Com 90783410
1,485 67,501SH DEFINED01 67,501 0
0
Union Planters Corp 27.9375 Com 90806810
1,070 38,300SH DEFINED01 38,300 0
0
Unisys Corp 14.5625 Com 90921410
1,194 82,000SH DEFINED01 82,000 0
0
United Health Group Inc 85.7500 Com 91058110
3,987 46,500SH DEFINED01 46,500 0
0
United Technologies Corp 58.8750 Com 91301710
7,601 129,100SH DEFINED01 129,100 0
0
Unocal Corp 33.1250 Com 91528910
2,153 65,000SH DEFINED01 65,000 0
0
Unumprovident Corp 20.0625 Com 91529Y10
1,283 63,975SH DEFINED01 63,975 0
0
US Airways Group Inc 39.0000 Com 91190510
710 18,200SH DEFINED01 18,200 0 0
UST Inc 14.6875 Com 90291110
686 46,700SH DEFINED01 46,700 0 0
USX-Marathon Group 25.0625 Com 90290582
2,075 82,800SH DEFINED01 82,800 0
0
USX-US Steel Group 18.5625 Com 90337T10
440 23,680SH DEFINED01 23,680 0 0
V F Corp 23.8125 Com 91820410
760 31,900SH DEFINED01 31,900 0 0
Veritas Software Corp 113.0156 Com
11,415 101,000SH DEFINED01 101,000 0
0
Viacom Inc Class B 68.1875 Com 92552430
27,856 408,524SH DEFINED01 408,524 0
0
Visteon Corp 12.1250 Com
515 42,461SH DEFINED01 42,461 0 0
Vulcan Materials 42.6875 Com 92916010
1,144 26,800SH DEFINED01 26,800 0
0
Wachovia Corp 54.2500 Com 92977110
2,940 54,200SH DEFINED01 54,200 0
0
Walgreen 32.1875 Com 93142210
8,658 269,000SH DEFINED01 269,000 0
0
Wal-Mart Stores 57.6250 Com 93114210
68,735 1,192,80SH DEFINED01 1,192,800 0
0
Washington Mutual Inc 28.8750 Com 93932210
4,481 155,195SH DEFINED01 155,195 0
0
Waste Management Inc 19.0000 Com 94106L10
3,154 166,005SH DEFINED01 166,005 0
0
Watson Pharmaceuticals Inc 53.7500 Com 94268310
1,381 25,700SH DEFINED01 25,700 0
0
Wellpoint Health Newworks In 72.4375 Com 94973H10
1,275 17,600SH DEFINED01 17,600 0
0
Wells Fargo & Co 38.7500 Com 94974610
17,131 442,100SH DEFINED01 442,100 0
0
Wendy's Int'l 17.8125 Com 95059010
581 32,600SH DEFINED01 32,600 0 0
Westvaco Corp 24.8125 Com 96154810
667 26,900SH DEFINED01 26,900 0 0
Weyerhaeuser Corp 43.0000 Com 96216610
2,318 53,900SH DEFINED01 53,900 0
0
Whirlpool Corp 46.6250 Com 96332010
942 20,200SH DEFINED01 20,200 0 0
Willamette Ind Inc 27.2500 Com 96913310
815 29,900SH DEFINED01 29,900 0 0
Williams Cos 41.6875 Com 96945710
4,852 116,400SH DEFINED01 116,400 0
0
Winn-Dixie 14.3125 Com 97428010
570 39,800SH DEFINED01 39,800 0 0
Worldcom Inc Ga 45.8750 Com 55268B10
34,552 753,171SH DEFINED01 753,171 0
0
Worthington Industries 10.5000 Com 98181110
238 22,625SH DEFINED01 22,625 0 0
Wrigley, (Wm) Jr 80.1875 Com 98252610
2,502 31,200SH DEFINED01 31,200 0
0
Xerox Corp 20.7500 Com 98412110
3,687 177,700SH DEFINED01 177,700 0
0
Xilinx 82.5625 Com 98391910
6,985 84,600SH DEFINED01 84,600 0
0
Yahoo Inc 123.8750 Com 98433210
17,491 141,200SH DEFINED01 141,200 0
0
Alcoa Inc 29.0000 Com 01381710
9,698 334,400SH DEFINED02 334,400 0
0
Altera Corp 101.9375 Com 02144110
24,037 235,800SH DEFINED02 235,800 0
0
American General Corp 61.0000 Com 02635110
6,893 113,000SH DEFINED02 113,000 0
0
American International Group 117.5000 Com 02687410
23,415 199,275SH DEFINED02 199,275 0
0
Applied Materials Inc 90.6250 Com 03822210
21,792 240,460SH DEFINED02 240,460 0
0
Applied Micro Circuits Corp 98.7500 Com
8,789 89,000SH DEFINED02 89,000 0
0
Associates First Capital - A 22.3125 Com 04600810
5,295 237,300SH DEFINED02 237,300 0
0
Automatic Data Processing In 53.5625 Com 05301510
24,478 457,000SH DEFINED02 457,000 0
0
Bristol-Myers Squibb Co 58.2500 Com 11012210
13,351 229,200SH DEFINED02 229,200 0
0
Caterpillar Inc 33.8750 Com 14912310
5,759 170,000SH DEFINED02 170,000 0
0
Centex Corp 23.5000 Com 15231210
1,175 50,000SH DEFINED02 50,000 0
0
Chase Manhattan Corp 46.0625 Com 16161A10
12,886 279,750SH DEFINED02 279,750 0
0
Chevron Corp 84.8125 Com 16675110
9,499 112,000SH DEFINED02 112,000 0
0
Cintas Corp 36.6875 Com 17290810
7,908 215,550SH DEFINED02 215,550 0
0
Cisco Systems 63.5625 Com 17275R10
27,623 434,580SH DEFINED02 434,580 0
0
Citigroup Inc 60.2500 Com 17296710
12,037 199,787SH DEFINED02 199,787 0
0
Comerica Inc 44.8750 Com 20034010
5,578 124,300SH DEFINED02 124,300 0
0
Commerce Bancshares Inc 29.7500 Com 20052510
5,132 172,511SH DEFINED02 172,511 0
0
Computer Sciences Corp 74.6875 Com 20536310
11,801 158,000SH DEFINED02 158,000 0
0
Costco Wholesale Corp 33.0000 Com 22160K10
6,897 209,000SH DEFINED02 209,000 0
0
CVS Corp 40.0000 Com 12665010
9,684 242,100SH DEFINED02 242,100 0
0
Deere & Co 37.0000 Com 24419910
11,137 301,000SH DEFINED02 301,000 0
0
DuPont (EI) De Nemours 43.7500 Com 26353410
6,869 156,997SH DEFINED02 156,997 0
0
Exxon Mobil Corp 78.5000 Com 30231G10
26,533 338,000SH DEFINED02 338,000 0
0
Fannie Mae 52.1875 Com 31358610
10,443 200,100SH DEFINED02 200,100 0
0
Fiserv Inc 43.2500 Com 33773810
9,913 229,200SH DEFINED02 229,200 0
0
General Electric Co 53.0000 Com 36960410
23,573 444,780SH DEFINED02 444,780 0
0
Home Depot 49.9375 Com 43707610
15,918 318,750SH DEFINED02 318,750 0
0
Ingersoll-Rand 40.2500 Com 45686610
10,344 257,000SH DEFINED02 257,000 0
0
Intel Corp 133.6875 Com 45814010
27,713 207,300SH DEFINED02 207,300 0
0
International Paper Co 29.8125 Com 46014610
3,777 126,677SH DEFINED02 126,677 0
0
Interpublic Group Cos Inc 43.0000 Com 46069010
10,961 254,900SH DEFINED02 254,900 0
0
Johnson & Johnson 101.8750 Com 47816010
13,488 132,400SH DEFINED02 132,400 0
0
Lexmark International Group 67.2500 Com 52977110
4,708 70,000SH DEFINED02 70,000 0
0
Marsh & McLennan Inc 104.4375 Com 57174810
3,551 34,000SH DEFINED02 34,000 0
0
Masco Corp 18.0625 Com 57459910
9,284 514,000SH DEFINED02 514,000 0
0
Maxim Integrated Products 67.9375 Com 57772K10
17,541 258,200SH DEFINED02 258,200 0
0
Medtronic Inc 49.8125 Com 58505510
16,582 332,898SH DEFINED02 332,898 0
0
Merck & Co 76.6250 Com 58933110
17,700 231,000SH DEFINED02 231,000 0
0
MGIC Investment Corp 45.5000 Com 55284810
5,874 129,100SH DEFINED02 129,100 0
0
Microsoft 80.0000 Com 59491810
21,984 274,800SH DEFINED02 274,800 0
0
Pfizer Inc 48.0000 Com 71708110
12,576 262,000SH DEFINED02 262,000 0
0
Pitney-Bowes Inc 40.0000 Com 72447910
8,896 222,400SH DEFINED02 222,400 0
0
PMI Group Inc 47.5000 Com 69344M10
6,291 132,450SH DEFINED02 132,450 0
0
Praxair Inc 37.4375 Com 74005P10
9,123 243,690SH DEFINED02 243,690 0
0
Radian Group Inc 51.7500 Com 75023610
10,940 211,400SH DEFINED02 211,400 0
0
Safeway Inc 45.0000 Com 78651420
9,095 202,100SH DEFINED02 202,100 0
0
SBC Communications Inc 43.2500 Com 78387G10
7,828 181,000SH DEFINED02 181,000 0
0
Schlumberger Ltd 74.6250 Com 80685710
11,440 153,300SH DEFINED02 153,300 0
0
Siebel Systems Inc 163.5625 Com
9,650 59,000SH DEFINED02 59,000 0
0
SPX Corp 120.9375 Com 78463510
7,740 64,000SH DEFINED02 64,000 0
0
Target Corp 58.0000 Com 87612E10
11,751 202,600SH DEFINED02 202,600 0
0
Tellabs Inc 68.4375 Com 87966410
11,977 175,000SH DEFINED02 175,000 0
0
Texaco Inc 53.2500 Com 88169410
7,737 145,300SH DEFINED02 145,300 0
0
Tranocean Sedco Forex Inc 53.4375 Com G9007810
1,586 29,679SH DEFINED02 29,679 0
0
Vitesse Semiconductor Corp 73.5625 Com
7,356 100,000SH DEFINED02 100,000 0
0
Walgreen 32.1875 Com 93142210
12,875 400,000SH DEFINED02 400,000 0
0
Wal-Mart Stores 57.6250 Com 93114210
14,095 244,600SH DEFINED02 244,600 0
0
Willamette Ind Inc 27.2500 Com 96913310
6,279 230,420SH DEFINED02 230,420 0
0
Worldcom Inc Ga 45.8750 Com 55268B10
12,707 277,000SH DEFINED02 277,000 0
0
Abbott Laboratories 44.5625 Com 00282410
25,490 572,000SH DEFINED03 572,000 0
0
Agilent Technologies Inc A 73.7500 Com
3,122 42,335SH DEFINED03 42,335 0
0
American International Group 117.5000 Com 02687410
42,638 362,875SH DEFINED03 362,875 0
0
Automatic Data Processing In 53.5625 Com 05301510
25,014 467,000SH DEFINED03 467,000 0
0
Bank of America Corp 43.0000 Com 06050510
44,118 1,026,00SH DEFINED03 1,026,000 0
0
Bank One Corp 26.5625 Com 06423A10
10,559 397,520SH DEFINED03 397,520 0
0
Bell Atlantic Corp 50.8125 Com 07785310
20,345 400,400SH DEFINED03 400,400 0
0
BellSouth 42.6250 Com 07986010
13,862 325,200SH DEFINED03 325,200 0
0
Bestfoods 69.2500 Com 08658U10
9,280 134,000SH DEFINED03 134,000 0
0
Block H&R 32.3750 Com 09367110
18,519 572,000SH DEFINED03 572,000 0
0
BP Amoco PLC Spons 56.5625 Com
21,335 377,200SH DEFINED03 377,200 0
0
Bristol-Myers Squibb Co 58.2500 Com 11012210
22,543 387,000SH DEFINED03 387,000 0
0
Cisco Systems 63.5625 Com 17275R10
36,167 569,000SH DEFINED03 569,000 0
0
Citigroup Inc 60.2500 Com 17296710
18,738 311,000SH DEFINED03 311,000 0
0
Coca Cola Co 57.4375 Com 19121610
8,501 148,000SH DEFINED03 148,000 0
0
Computer Associates Int'l 51.1875 Com 20491210
22,305 435,750SH DEFINED03 435,750 0
0
Computer Sciences Corp 74.6875 Com 20536310
36,074 483,000SH DEFINED03 483,000 0
0
Delta Airlines Inc 50.5625 Com 24736110
13,450 266,000SH DEFINED03 266,000 0
0
Dollar General Corp 19.5000 Com 25666910
13,114 672,500SH DEFINED03 672,500 0
0
Dow Chemical Co 30.1875 Com 26054310
8,984 297,600SH DEFINED03 297,600 0
0
Duke Energy Corp 56.3750 Com 26439910
26,271 466,000SH DEFINED03 466,000 0
0
Dun & Bradstreet Corp 28.6250 Com 26483B10
3,550 124,000SH DEFINED03 124,000 0
0
Englehard Corp 17.0625 Com 29284510
4,624 271,000SH DEFINED03 271,000 0
0
Exxon Mobil Corp 78.5000 Com 30231G10
60,063 765,139SH DEFINED03 765,139 0
0
Fannie Mae 52.1875 Com 31358610
13,308 255,000SH DEFINED03 255,000 0
0
Federal Realty 20.0000 Com 31374720
3,300 165,000SH DEFINED03 165,000 0
0
Ford Motor Co 43.0000 Com 34537010
17,458 406,000SH DEFINED03 406,000 0
0
Gannett Co 59.8125 Com 36473010
12,381 207,000SH DEFINED03 207,000 0
0
General Electric Co 53.0000 Com 36960410
70,914 1,338,00SH DEFINED03 1,338,000 0
0
GTE Corp 62.2500 Com 36232010
31,063 499,000SH DEFINED03 499,000 0
0
Heinz (HJ) Co 43.7500 Com 42307410
8,925 204,000SH DEFINED03 204,000 0
0
Hewlett Packard Co 124.8750 Com 42823610
13,861 111,000SH DEFINED03 111,000 0
0
Home Depot 49.9375 Com 43707610
27,041 541,500SH DEFINED03 541,500 0
0
Honeywell International Inc 33.6875 Com 43851610
28,196 837,000SH DEFINED03 837,000 0
0
IMS Health Inc 18.0000 Com 44993410
3,528 196,000SH DEFINED03 196,000 0
0
Intel Corp 133.6875 Com 45814010
63,903 478,000SH DEFINED03 478,000 0
0
International Business Machi 109.5625 Com 45920010
29,034 265,000SH DEFINED03 265,000 0
0
International Paper 29.8125 Com 46014610
4,621 155,000SH DEFINED03 155,000 0
0
Johnson & Johnson 101.8750 Com 47816010
17,013 167,000SH DEFINED03 167,000 0
0
Kimberly Clark Corp 57.3750 Com 49436810
47,162 822,000SH DEFINED03 822,000 0
0
Lucent Technologies Inc 59.2500 Com 54946310
14,813 250,000SH DEFINED03 250,000 0
0
MBNA Corp 27.1250 Com 55262L10
27,837 1,026,25SH DEFINED03 1,026,250 0
0
Merck & Co 76.6250 Com 58933110
27,279 356,000SH DEFINED03 356,000 0
0
Microsoft 80.0000 Com 59491810
53,760 672,000SH DEFINED03 672,000 0
0
Morgan (JP) & Co 110.1250 Com 61688010
14,867 135,000SH DEFINED03 135,000 0
0
Northern States Power 20.1875 Com 66577210
7,167 355,000SH DEFINED03 355,000 0
0
Pfizer Inc 48.0000 Com 71708110
30,240 630,000SH DEFINED03 630,000 0
0
Raytheon Co Cl B 19.2500 Com 75511140
4,890 254,000SH DEFINED03 254,000 0
0
Regions Financial Corp 19.8750 Com 75894010
8,685 437,000SH DEFINED03 437,000 0
0
Rohm & Haas 34.5000 Com 77537110
8,694 252,000SH DEFINED03 252,000 0
0
Royal Dutch Petroleum Co 61.5625 Com 78025780
7,264 118,000SH DEFINED03 118,000 0
0
SBC Communications Inc 43.2500 Com 78387G10
43,535 1,006,60SH DEFINED03 1,006,600 0
0
Sprint Corp (FON GROUP) 51.0000 Com 85206110
12,087 237,000SH DEFINED03 237,000 0
0
Target Corp 58.0000 Com 87612E10
46,400 800,000SH DEFINED03 800,000 0
0
Teco Energy Inc 20.0625 Com 87237510
8,165 407,000SH DEFINED03 407,000 0
0
Texaco Inc 53.2500 Com 88169410
12,833 241,000SH DEFINED03 241,000 0
0
Texas Utilities Co 29.5000 Com 88284810
8,498 288,080SH DEFINED03 288,080 0
0
Union Pacific Corp 37.1875 Com 90781810
2,678 72,000SH DEFINED03 72,000 0
0
United Health Group Inc 85.7500 Com 91058110
11,662 136,000SH DEFINED03 136,000 0
0
United Technologies Corp 58.8750 Com 91301710
36,090 613,000SH DEFINED03 613,000 0
0
Visteon Corp 12.1250 Com
645 53,158SH DEFINED03 53,158 0 0
Wachovia Corp 54.2500 Com 92977110
20,724 382,000SH DEFINED03 382,000 0
0
Wellpoint Health Newworks In 72.4375 Com 94973H10
19,920 275,000SH DEFINED03 275,000 0
0
Willamette Inds Inc 27.2500 Com 96913310
16,350 600,000SH DEFINED03 600,000 0
0
A T & T Corp 31.6250 Com 00195710
9,117 288,300SH DEFINED04 288,300 0
0
Abbott Laboratories 44.5625 Com 00282410
13,430 301,380SH DEFINED04 301,380 0
0
Alcoa Inc 29.0000 Com 01381710
6,682 230,420SH DEFINED04 230,420 0
0
America Online Inc 52.6875 Com 02364J10
10,632 201,800SH DEFINED04 201,800 0
0
American Home Products 58.7500 Com 02660910
12,561 213,800SH DEFINED04 213,800 0
0
American International Group 117.5000 Com 02687410
13,806 117,500SH DEFINED04 117,500 0
0
AMR Corp 26.4375 Com 00176510
4,124 156,000SH DEFINED04 156,000 0
0
Analog Devices Inc 76.0000 Com 03265410
10,792 142,000SH DEFINED04 142,000 0
0
Applied Materials Inc 90.6250 Com 03822210
9,026 99,600SH DEFINED04 99,600 0
0
Associates First Capital - A 22.3125 Com 04600810
11,330 507,800SH DEFINED04 507,800 0
0
Astrazeneca Plc ADR 46.5000 Com
4,301 92,500SH DEFINED04 92,500 0
0
At&t Corp - Liberty Media A 24.2500 Com 00195720
13,536 558,200SH DEFINED04 558,200 0
0
Automatic Data Processing In 53.5625 Com 05301510
10,696 199,690SH DEFINED04 199,690 0
0
Baxter International Inc 70.3125 Com 07181310
7,158 101,800SH DEFINED04 101,800 0
0
Bell Atlantic Corp 50.8125 Com 07785310
12,624 248,440SH DEFINED04 248,440 0
0
Bristol-Myers Squibb Co 58.2500 Com 11012210
8,015 137,600SH DEFINED04 137,600 0
0
Cardinal Health Inc 74.0000 Com 14149Y10
11,753 158,830SH DEFINED04 158,830 0
0
Caterpillar Inc 33.8750 Com 14912310
4,492 132,600SH DEFINED04 132,600 0
0
Cisco Systems 63.5625 Com 17275R10
35,442 557,600SH DEFINED04 557,600 0
0
Citigroup Inc 60.2500 Com 17296710
17,947 297,870SH DEFINED04 297,870 0
0
Coca Cola Co 57.4375 Com 19121610
7,852 136,700SH DEFINED04 136,700 0
0
Computer Sciences Corp 74.6875 Com 20536310
8,410 112,600SH DEFINED04 112,600 0
0
Conoco Inc Cl B 24.5625 Com 20825140
9,422 383,600SH DEFINED04 383,600 0
0
Corning Inc 269.8750 Com 21935010
14,525 53,820SH DEFINED04 53,820 0
0
CVS Corp 40.0000 Com 12665010
7,700 192,500SH DEFINED04 192,500 0
0
Dell Computer Corp 49.3125 Com 24702510
8,521 172,800SH DEFINED04 172,800 0
0
Disney Walt Co (Holding Co) 38.8125 Com 25468710
5,465 140,800SH DEFINED04 140,800 0
0
Dow Chemical Co 30.1875 Com 26054310
6,303 208,800SH DEFINED04 208,800 0
0
Duke Energy Corp 56.3750 Com 26439910
5,356 95,000SH DEFINED04 95,000 0
0
DuPont (EI) De Nemours 43.7500 Com 26353410
7,118 162,700SH DEFINED04 162,700 0
0
Electronic Data Systems 41.2500 Com 28566110
5,219 126,520SH DEFINED04 126,520 0
0
EMC Corp 76.9375 Com 26864810
11,110 144,400SH DEFINED04 144,400 0
0
Exxon Mobil Corp 78.5000 Com 30231G10
22,852 291,110SH DEFINED04 291,110 0
0
First Data Corp 49.6250 Com 31996310
8,034 161,900SH DEFINED04 161,900 0
0
Gannett Co 59.8125 Com 36473010
8,595 143,700SH DEFINED04 143,700 0
0
General Electric Co 53.0000 Com 36960410
32,050 604,710SH DEFINED04 604,710 0
0
General Motors Cl H 87.7500 Com
3,387 38,600SH DEFINED04 38,600 0
0
Gillette Co 34.9375 Com 37576610
3,724 106,600SH DEFINED04 106,600 0
0
Global Crossing Ltd 26.3125 Com G3921A10
6,052 230,000SH DEFINED04 230,000 0
0
Goldman Sachs Group 94.8750 Com
5,636 59,400SH DEFINED04 59,400 0
0
Guidant Corp 49.5000 Com 40169810
6,978 140,960SH DEFINED04 140,960 0
0
Hartford Finl Svcs Group 55.9375 Com 41651510
10,086 180,300SH DEFINED04 180,300 0
0
Hewlett Packard Co 124.8750 Com 42823610
9,940 79,600SH DEFINED04 79,600 0
0
Home Depot 49.9375 Com 43707610
8,856 177,350SH DEFINED04 177,350 0
0
Honeywell International Inc 33.6875 Com 43851610
2,923 86,770SH DEFINED04 86,770 0
0
Illinois Tool Works 57.0000 Com 45230810
5,210 91,400SH DEFINED04 91,400 0
0
Intel Corp 133.6875 Com 45814010
19,104 142,900SH DEFINED04 142,900 0
0
International Business Machi 109.5625 Com 45920010
16,238 148,210SH DEFINED04 148,210 0
0
JDS Uniphase Corp 119.8750 Com
2,098 17,500SH DEFINED04 17,500 0
0
Johnson & Johnson 101.8750 Com 47816010
12,245 120,200SH DEFINED04 120,200 0
0
Kimberly Clark Corp 57.3750 Com 49436810
10,230 178,300SH DEFINED04 178,300 0
0
Lucent Technologies Inc 59.2500 Com 54946310
11,963 201,900SH DEFINED04 201,900 0
0
Marsh & McLennan Inc 104.4375 Com 57174810
11,634 111,400SH DEFINED04 111,400 0
0
McDonald's Corp 32.9375 Com 58013510
10,408 316,000SH DEFINED04 316,000 0
0
Merck & Co 76.6250 Com 58933110
14,387 187,760SH DEFINED04 187,760 0
0
Merrill Lynch 115.0000 Com 59018810
10,557 91,800SH DEFINED04 91,800 0
0
Micron Technology 88.0625 Com 59511210
21,658 245,940SH DEFINED04 245,940 0
0
Microsoft 80.0000 Com 59491810
31,960 399,500SH DEFINED04 399,500 0
0
Motorola Inc 29.0625 Com 62007610
8,954 308,100SH DEFINED04 308,100 0
0
News Corp Ltd ADR 54.5000 Com
3,717 68,200SH DEFINED04 68,200 0
0
Nokia Corp Spon ADR 49.9375 Com
4,295 86,000SH DEFINED04 86,000 0
0
Nortel Networks Corp 68.2500 Com 65656910
6,770 99,200SH DEFINED04 99,200 0
0
Oracle Corp 84.0625 Com 68389X10
11,962 142,300SH DEFINED04 142,300 0
0
Pepsico Inc 44.4375 Com 71344810
16,566 372,800SH DEFINED04 372,800 0
0
Pfizer Inc 48.0000 Com 71708110
31,464 655,500SH DEFINED04 655,500 0
0
Pharmacia Corp 51.6875 Com 61166210
12,784 247,341SH DEFINED04 247,341 0
0
Pinnacle West Capital 33.8750 Com 72348410
1,911 56,410SH DEFINED04 56,410 0
0
Praxair Inc 37.4375 Com 74005P10
6,653 177,710SH DEFINED04 177,710 0
0
Procter & Gamble 57.2500 Com 74271810
7,689 134,300SH DEFINED04 134,300 0
0
Royal Dutch Petroleum Co 61.5625 Com 78025780
9,988 162,240SH DEFINED04 162,240 0
0
Safeway Inc 45.0000 Com 78651420
11,793 262,060SH DEFINED04 262,060 0
0
SBC Communications Inc 43.2500 Com 78387G10
15,397 356,000SH DEFINED04 356,000 0
0
Schlumberger Ltd 74.6250 Com 80685710
15,880 212,800SH DEFINED04 212,800 0
0
Sealed Air Corp 52.3750 Com 81211K10
4,372 83,470SH DEFINED04 83,470 0
0
Sony Corp ADR 94.3125 Com
2,358 25,000SH DEFINED04 25,000 0
0
Sprint Corp (PCS Group) 59.5000 Com 85206150
16,071 270,100SH DEFINED04 270,100 0
0
State Street Corp 106.0625 Com 85747710
8,006 75,480SH DEFINED04 75,480 0
0
Target Corp 58.0000 Com 87612E10
7,018 121,000SH DEFINED04 121,000 0
0
Tellabs Inc 68.4375 Com 87966410
5,270 77,000SH DEFINED04 77,000 0
0
Teradyne Inc 73.5000 Com 88077010
5,807 79,000SH DEFINED04 79,000 0
0
Texaco Inc 53.2500 Com 88169410
6,028 113,200SH DEFINED04 113,200 0
0
Texas Instruments 68.6875 Com 88250810
13,999 203,800SH DEFINED04 203,800 0
0
Tyco International Ltd 47.3750 Com 90212410
8,902 187,898SH DEFINED04 187,898 0
0
U S Bancorp 19.2500 Com 90297310
2,641 137,200SH DEFINED04 137,200 0
0
United Technologies Corp 58.8750 Com 91301710
8,148 138,400SH DEFINED04 138,400 0
0
Verisign Inc 176.5000 Com
4,685 26,545SH DEFINED04 26,545 0
0
Viacom Inc Class B 68.1875 Com 92552430
16,717 245,155SH DEFINED04 245,155 0
0
Wachovia Corp 54.2500 Com 92977110
2,589 47,730SH DEFINED04 47,730 0
0
Wal-Mart Stores 57.6250 Com 93114210
16,337 283,500SH DEFINED04 283,500 0
0
Weyerhaeuser Corp 43.0000 Com 96216610
6,635 154,300SH DEFINED04 154,300 0
0
Worldcom Inc Ga 45.8750 Com 55268B10
22,495 490,350SH DEFINED04 490,350 0
0
Advanced Micro Devices 77.2500 Com 00790310
32,059 415,000SH DEFINED05 415,000 0
0
Allergan Inc 74.5000 Com 01849010
18,774 252,000SH DEFINED05 252,000 0
0
Alza Corp 59.1250 Com 02261510
15,432 261,000SH DEFINED05 261,000 0
0
American Electric Power 29.6250 Com 02553710
9,563 322,800SH DEFINED05 322,800 0
0
American Standard Companies 41.0000 Com 02971210
8,688 211,900SH DEFINED05 211,900 0
0
Amsouth Bancorp 15.7500 Com 03216510
3,838 243,660SH DEFINED05 243,660 0
0
Aon Corp 31.0625 Com 03738910
11,897 383,012SH DEFINED05 383,012 0
0
Associates First Capital - A 22.3125 Com 04600810
10,219 458,000SH DEFINED05 458,000 0
0
Baxter International Inc 70.3125 Com 07181310
15,891 226,000SH DEFINED05 226,000 0
0
Burlington Northern Santa Fe 22.9375 Com 12189T10
23,683 1,032,50SH DEFINED05 1,032,500 0
0
Cigna Corp 93.5000 Com 12550910
16,017 171,300SH DEFINED05 171,300 0
0
Circuit City Stores 33.1875 Com 17273710
4,387 132,200SH DEFINED05 132,200 0
0
CMS Energy Corp 22.1250 Com 12589610
4,345 196,400SH DEFINED05 196,400 0
0
Compaq Computer 25.5625 Com 20449310
12,296 481,000SH DEFINED05 481,000 0
0
Computer Sciences Corp 74.6875 Com 20536310
10,382 139,000SH DEFINED05 139,000 0
0
Compuware Corp 10.3750 Com 20563810
6,765 652,000SH DEFINED05 652,000 0
0
CVS Corp 40.0000 Com 12665010
4,040 101,000SH DEFINED05 101,000 0
0
Dell Computer Corp 49.3125 Com 24702510
4,192 85,000SH DEFINED05 85,000 0
0
Dominion Resources 42.8750 Com 25746U10
7,495 174,800SH DEFINED05 174,800 0
0
DuPont (EI) De Nemours 43.7500 Com 26353410
6,388 146,000SH DEFINED05 146,000 0
0
Eastman Chemical Co 47.7500 Com 27743210
5,854 122,600SH DEFINED05 122,600 0
0
Electronic Data Systems 41.2500 Com 28566110
9,463 229,400SH DEFINED05 229,400 0
0
Emerson Electric 60.3750 Com 29101110
15,275 253,000SH DEFINED05 253,000 0
0
Entergy Corp 27.1875 Com 29364G10
7,493 275,600SH DEFINED05 275,600 0
0
Exxon Mobil Corp 78.5000 Com 30231G10
9,656 123,000SH DEFINED05 123,000 0
0
Federated Dept Stores 33.7500 Com 31410H10
5,009 148,400SH DEFINED05 148,400 0
0
Fedex Corp 38.0000 Com 31428X10
24,540 645,800SH DEFINED05 645,800 0
0
First Data Corp 49.6250 Com 31996310
13,116 264,300SH DEFINED05 264,300 0
0
Fleetboston Financial Corp 34.0000 Com 33903010
10,832 318,574SH DEFINED05 318,574 0
0
Fort James Corp 23.1250 Com 34747110
8,591 371,500SH DEFINED05 371,500 0
0
Gateway Inc 56.7500 Com 36762610
16,117 284,000SH DEFINED05 284,000 0
0
Gatx Corp 34.0000 Com 36144810
2,788 82,000SH DEFINED05 82,000 0
0
Genzyme Corp 59.4375 Com 37291710
7,965 134,000SH DEFINED05 134,000 0
0
Grainger (WW) Inc 30.8125 Com 38480210
4,468 145,000SH DEFINED05 145,000 0
0
Greenpoint Financial Corp 18.7500 Com 39538410
7,380 393,600SH DEFINED05 393,600 0
0
Household International 41.5625 Com 44181510
8,728 210,000SH DEFINED05 210,000 0
0
Illinois Tool Works 57.0000 Com 45230810
14,888 261,200SH DEFINED05 261,200 0
0
IMC Global Inc 13.0000 Com 44966910
5,624 432,600SH DEFINED05 432,600 0
0
International Paper Co 29.8125 Com 46014610
1,377 46,186SH DEFINED05 46,186 0
0
Johnson & Johnson 101.8750 Com 47816010
14,375 141,100SH DEFINED05 141,100 0
0
Johnson Controls 51.3125 Com 47836610
6,671 130,000SH DEFINED05 130,000 0
0
Kimberly Clark Corp 57.3750 Com 49436810
9,777 170,400SH DEFINED05 170,400 0
0
Kroger Co 22.0625 Com 50104410
11,693 530,000SH DEFINED05 530,000 0
0
Lafarge Corp 21.0000 Com 50586210
1,953 93,000SH DEFINED05 93,000 0
0
Lear Corp 20.0000 Com 52186510
5,080 254,000SH DEFINED05 254,000 0
0
Lexmark International Group 67.2500 Com 52977110
8,070 120,000SH DEFINED05 120,000 0
0
Lincoln National Corp 36.1250 Com 53418710
7,189 199,000SH DEFINED05 199,000 0
0
Lyondell Chemical Co 16.7500 Com 55207810
4,142 247,300SH DEFINED05 247,300 0
0
Martin Marietta Materials 40.4375 Com 57328410
4,906 121,328SH DEFINED05 121,328 0
0
Masco Corp 18.0625 Com 57459910
13,240 733,000SH DEFINED05 733,000 0
0
Mattel Inc 13.1875 Com 57708110
10,576 802,000SH DEFINED05 802,000 0
0
Mead Corp 25.2500 Com 58283410
4,747 188,000SH DEFINED05 188,000 0
0
Microsoft 80.0000 Com 59491810
9,600 120,000SH DEFINED05 120,000 0
0
Motorola Inc 29.0625 Com 62007610
5,057 174,000SH DEFINED05 174,000 0
0
New York Times Cl A 39.5000 Com 65011110
5,491 139,000SH DEFINED05 139,000 0
0
Newell Rubbermaid Inc 25.7500 Com 65122910
10,622 412,500SH DEFINED05 412,500 0
0
Nextel Communications Inc A 61.1875 Com 65332V10
13,620 222,600SH DEFINED05 222,600 0
0
Norfolk Southern Corp 14.8750 Com 65584410
5,772 388,000SH DEFINED05 388,000 0
0
PECO Energy Co 40.3125 Com 69330410
11,924 295,800SH DEFINED05 295,800 0
0
Pentair Inc 35.5000 Com 70963110
6,237 175,700SH DEFINED05 175,700 0
0
Pepsico Inc 44.4375 Com 71344810
11,065 249,000SH DEFINED05 249,000 0
0
PNC Financial Services Group 46.8750 Com 69347510
8,156 174,000SH DEFINED05 174,000 0
0
Praxair Inc 37.4375 Com 74005P10
7,375 197,000SH DEFINED05 197,000 0
0
Raytheon Co Cl B 19.2500 Com 75511140
7,993 415,200SH DEFINED05 415,200 0
0
SBC Communications Inc 43.2500 Com 78387G10
10,133 234,300SH DEFINED05 234,300 0
0
Smurfit Stone Container Corp 12.8750 Com
2,730 212,000SH DEFINED05 212,000 0
0
Southdown Inc 57.7500 Com 84129710
8,097 140,200SH DEFINED05 140,200 0
0
St Jude Medical Inc 45.8750 Com 79084910
15,506 338,000SH DEFINED05 338,000 0
0
Tellabs Inc 68.4375 Com 87966410
8,076 118,000SH DEFINED05 118,000 0
0
Texas Instruments Inc 68.6875 Com 88250810
6,731 98,000SH DEFINED05 98,000 0
0
Tyson Foods Inc Cl A 8.7500 Com 90249410
3,486 398,450SH DEFINED05 398,450 0
0
Ultramar Diamond Shamrock Co 24.8125 Com 90400010
6,392 257,600SH DEFINED05 257,600 0
0
Unisys Corp 14.5625 Com 90921410
3,272 224,700SH DEFINED05 224,700 0
0
United Health Group Inc 85.7500 Com 91058110
13,463 157,000SH DEFINED05 157,000 0
0
USG Corp 30.3750 Com 90329340
3,432 113,000SH DEFINED05 113,000 0
0
Viad Corp 27.2500 Com 92552R10
5,434 199,400SH DEFINED05 199,400 0
0
Wal-Mart Stores 57.6250 Com 93114210
5,993 104,000SH DEFINED05 104,000 0
0
Watson Pharmaceuticals Inc 53.7500 Com 94268310
9,777 181,900SH DEFINED05 181,900 0
0
Wells Fargo & Co 38.7500 Com 94974610
14,415 372,000SH DEFINED05 372,000 0
0
Westvaco Corp 24.8125 Com 96154810
5,898 237,700SH DEFINED05 237,700 0
0
Xerox Corp 20.7500 Com 98412110
9,836 474,000SH DEFINED05 474,000 0
0
York International Corp 25.2500 Com 98667010
3,846 152,300SH DEFINED05 152,300 0
0
ABC Bancorp 9.6250 Com 00040010
412 42,760SH DEFINED06 42,760 0 0
ADAC Laboratories 24.0000 Com 00531320
2,033 84,700SH DEFINED06 84,700 0
0
Ade Corp/Mass 19.1250 Com
591 30,900SH DEFINED06 30,900 0 0
Advanced Fibre Commn 45.3125 Com 00754A10
1,174 25,900SH DEFINED06 25,900 0
0
Affiliated Computer Services 33.0625 Com 00819010
1,580 47,800SH DEFINED06 47,800 0
0
Airgas Inc 5.6875 Com 00936310
627 110,200SH DEFINED06 110,200 0 0
Airgate PCS Inc 52.5625 Com
1,035 19,700SH DEFINED06 19,700 0
0
Albany Intl Corp Cl A 14.5000 Com 01234810
887 61,140SH DEFINED06 61,140 0 0
Alliance Pharmaceutical CP 11.2500 Com 01877310
505 44,900SH DEFINED06 44,900 0 0
Allscripts Inc 23.0000 Com 01988610
122 5,300SH DEFINED06 5,300 0 0
American Eagle Outfitters 14.0000 Com 02553E10
921 65,800SH DEFINED06 65,800 0 0
Amerisource Health Corp Cl A 31.0000 Com 03071P10
4,715 152,100SH DEFINED06 152,100 0
0
Anaren Microwave Inc 131.2344 Com
1,378 10,500SH DEFINED06 10,500 0
0
Annunity & Life Re (Hldgs) 24.5000 Com G0391010
3,658 149,300SH DEFINED06 149,300 0
0
Answerthink Inc 16.6250 Com
813 48,900SH DEFINED06 48,900 0 0
Applebee's Intl Inc 30.3125 Com
685 22,600SH DEFINED06 22,600 0 0
Arrow International Inc 33.5000 Com
603 18,000SH DEFINED06 18,000 0 0
Atlas Air Inc 35.8750 Com 04916410
1,745 48,650SH DEFINED06 48,650 0
0
ATMI Inc 46.5000 Com
2,771 59,600SH DEFINED06 59,600 0
0
Atwood Oceanies Inc 44.3750 Com 05009510
1,593 35,900SH DEFINED06 35,900 0
0
Avista Corp 17.4375 Com
565 32,400SH DEFINED06 32,400 0 0
Axys Pharmaceuticals 5.9375 Com 05463510
474 79,800SH DEFINED06 79,800 0 0
Bancfirst Corp 31.5000 Com 05945F10
1,257 39,900SH DEFINED06 39,900 0
0
Bancorp South 14.0625 Com 05969210
460 32,700SH DEFINED06 32,700 0 0
Beasley Broadcast Group Inc 13.6250 Com
263 19,300SH DEFINED06 19,300 0 0
Beringer Wine Estate - B 35.3125 Com 08410210
1,886 53,400SH DEFINED06 53,400 0
0
Bisys Group Inc 61.5000 Com 05547210
4,213 68,500SH DEFINED06 68,500 0
0
Borders Group Inc 15.5625 Com
1,251 80,400SH DEFINED06 80,400 0
0
Borg-Warner Automotive Inc 35.1250 Com 09972410
1,574 44,800SH DEFINED06 44,800 0
0
Briggs & Stratton 34.2500 Com 10904310
1,367 39,900SH DEFINED06 39,900 0
0
Broadbase Software Inc 30.6250 Com
1,188 38,800SH DEFINED06 38,800 0
0
Brooks Automations Inc 63.9375 Com
543 8,500SH DEFINED06 8,500 0 0
C & D Technologies Inc 56.5156 Com
712 12,600SH DEFINED06 12,600 0 0
Calico Commerce Inc 16.2500 Com 12989710
1,225 75,400SH DEFINED06 75,400 0
0
Cambrex Corp 45.0000 Com 13201110
1,215 27,000SH DEFINED06 27,000 0
0
Cambridge Tech Partner 8.7188 Com 13252410
926 106,200SH DEFINED06 106,200 0 0
Caraustar Industries Inc 15.1250 Com 14090910
1,137 75,200SH DEFINED06 75,200 0
0
Carrier Access Corp 52.8750 Com 14446010
1,047 19,800SH DEFINED06 19,800 0
0
Celeritek Inc 40.8125 Com
2,914 71,400SH DEFINED06 71,400 0
0
Century Bancorp Inc Cl A 12.2500 Com 15643210
518 42,300SH DEFINED06 42,300 0 0
Cephalon Inc 59.8750 Com 15670810
3,479 58,100SH DEFINED06 58,100 0
0
Charles River Laboratories 22.1875 Com
95 4,300SH DEFINED06 4,300 0 0
Charter One Financial 23.0000 Com 16090310
240 10,416SH DEFINED06 10,416 0 0
Circle Intl Group Inc 25.1250 Com
2,098 83,500SH DEFINED06 83,500 0
0
Citizens Banking Corp Mich 16.2344 Com
318 19,600SH DEFINED06 19,600 0 0
Cleveland Cliffs Inc 25.8125 Com 18589610
1,680 65,100SH DEFINED06 65,100 0
0
Columbia Banking System Inc 12.2500 Com 19723610
1,155 94,246SH DEFINED06 94,246 0
0
Commercial Bankshares Inc 17.7500 Com 20160710
179 10,092SH DEFINED06 10,092 0 0
Commscope Inc 41.0000 Com 20337210
2,427 59,200SH DEFINED06 59,200 0
0
Covenant Transport Inc Cl A 8.0000 Com 22284P10
630 78,700SH DEFINED06 78,700 0 0
CPB Inc 25.0000 Com 12590310
1,250 50,000SH DEFINED06 50,000 0
0
Crane Co 24.3125 Com 22439910
2,064 84,900SH DEFINED06 84,900 0
0
Credence Systems Corp 55.1875 Com 22530210
3,482 63,100SH DEFINED06 63,100 0
0
Critical Path Inc 58.3125 Com
956 16,400SH DEFINED06 16,400 0 0
Crompton Corp 12.2500 Com
1,098 89,600SH DEFINED06 89,600 0
0
Cross Timbers Oil Co 22.1250 Com 22757310
2,755 124,500SH DEFINED06 124,500 0
0
CSG Systems Intl Inc 56.0625 Com 12634910
2,697 48,100SH DEFINED06 48,100 0
0
Cullen/Frost Bankers Inc 26.3125 Com 22989910
1,881 71,500SH DEFINED06 71,500 0
0
CV Therapeutics Inc 69.3125 Com
180 2,600SH DEFINED06 2,600 0 0
Cypress Semiconductor 42.2500 Com 23280610
3,473 82,200SH DEFINED06 82,200 0
0
Cytec Inds Inc 24.6875 Com 23282010
622 25,200SH DEFINED06 25,200 0 0
D R Horton Inc 13.5625 Com 23331A10
1,128 83,200SH DEFINED06 83,200 0
0
Devon Energy Corp 56.1875 Com 25179M10
966 17,186SH DEFINED06 17,186 0 0
Devry Inc 26.4375 Com 25189310
1,473 55,700SH DEFINED06 55,700 0
0
Diamond Tech Partners Inc 88.0000 Com
730 8,300SH DEFINED06 8,300 0 0
Digital Microwave Corp 38.1250 Com 25385910
3,046 79,900SH DEFINED06 79,900 0
0
Documentum Inc 89.3750 Com
679 7,600SH DEFINED06 7,600 0 0
E.Piphany Inc 107.1875 Com 26881V10
1,436 13,400SH DEFINED06 13,400 0
0
Edwards Lifesciences Corp 18.5000 Com
986 53,300SH DEFINED06 53,300 0 0
EEX Corp 5.8125 Com 26842V20
1,675 288,200SH DEFINED06 288,200 0
0
Electronics For Imaging 25.3125 Com
1,167 46,100SH DEFINED06 46,100 0
0
EOG Resources Inc 33.5000 Com 26875P10
1,812 54,100SH DEFINED06 54,100 0
0
First Citizens Bankshares Cl 59.5000 Com 31946M10
1,636 27,500SH DEFINED06 27,500 0
0
Furniture Brands Intl Inc 15.1250 Com
1,051 69,500SH DEFINED06 69,500 0
0
FVNB Corp 33.7500 Com 30267410
415 12,300SH DEFINED06 12,300 0 0
Gartner Grop Inc Cl A 9.8750 Com
713 72,200SH DEFINED06 72,200 0 0
Geltex Pharmaceuticals Inc 20.4375 Com 36853810
1,089 53,300SH DEFINED06 53,300 0
0
Gene Logic Inc 35.6875 Com
1,781 49,900SH DEFINED06 49,900 0
0
General Growth Properties 31.7656 Com
1,261 39,700SH DEFINED06 39,700 0
0
Genesco Inc 16.0625 Com
291 18,100SH DEFINED06 18,100 0 0
Gentex Corp 25.1250 Com 37190110
1,206 48,000SH DEFINED06 48,000 0
0
Genzyme Surgical Product 9.9375 Com 37291760
753 75,800SH DEFINED06 75,800 0 0
Gerber Scientific 11.5000 Com 37373010
1,825 158,700SH DEFINED06 158,700 0
0
Grace W R & Co New 12.1250 Com 38388F10
1,268 104,600SH DEFINED06 104,600 0
0
Granite Construction 24.5000 Com 38732810
541 22,100SH DEFINED06 22,100 0 0
Great Lakes Chemical Corp 31.5000 Com 39056810
1,137 36,100SH DEFINED06 36,100 0
0
Great Lakes Reit Inc 17.0000 Com 39075210
1,836 108,000SH DEFINED06 108,000 0
0
Grove Property Trust 16.2500 Com 39961310
2,343 144,200SH DEFINED06 144,200 0
0
Haemonetics Corp/Mass 21.0000 Com 40502410
657 31,300SH DEFINED06 31,300 0 0
Hanmi Financial Corp 13.6875 Com 41049310
749 54,712SH DEFINED06 54,712 0 0
Helix Technology 39.0000 Com 42331910
1,860 47,700SH DEFINED06 47,700 0
0
Helmerich & Payne 37.3750 Com 42345210
1,166 31,200SH DEFINED06 31,200 0
0
Homestore.Com Inc 29.1875 Com 43785210
1,556 53,300SH DEFINED06 53,300 0
0
Howmet Inc 20.9375 Com 44320810
758 36,200SH DEFINED06 36,200 0 0
Hudson United Bancorp 22.4375 Com 44416510
1,130 50,344SH DEFINED06 50,344 0
0
Idexx Laboratories Inc 22.8750 Com 45168D10
897 39,200SH DEFINED06 39,200 0 0
Informix Corp 7.4375 Com 45677910
1,974 265,400SH DEFINED06 265,400 0
0
Internet Pictures Corp 15.1250 Com 89
645 42,629SH DEFINED06 42,629 0 0
Investment Technology Group 39.5000 Com 46145F10
3,602 91,200SH DEFINED06 91,200 0
0
Iron Mountain Inc 34.0000 Com 46284610
1,751 51,500SH DEFINED06 51,500 0
0
ITC Delta Com 22.3125 Com 45031T10
1,946 87,200SH DEFINED06 87,200 0
0
ITT Educational Services 17.5625 Com 45068B10
1,082 61,600SH DEFINED06 61,600 0
0
Jacobs Engineering Group Inc 32.6875 Com 46981410
3,109 95,100SH DEFINED06 95,100 0
0
Kennametal Inc 21.4375 Com 48917010
1,859 86,700SH DEFINED06 86,700 0
0
Kenneth Cole Productions A 40.0000 Com
184 4,600SH DEFINED06 4,600 0 0
Keynote Systems Inc 70.5625 Com 49330810
2,286 32,400SH DEFINED06 32,400 0
0
Kilroy Realty Corp 25.9375 Com 49427F10
2,690 103,700SH DEFINED06 103,700 0
0
Kimco Realty Corp 41.0000 Com 49446R10
2,690 65,600SH DEFINED06 65,600 0
0
King Pharmaceuticals Cl A 43.8750 Com
1,185 27,000SH DEFINED06 27,000 0
0
KV Pharmaceutical B 27.1875 Com
601 22,100SH DEFINED06 22,100 0 0
Laboratory Corp of America 77.1250 Com
2,514 32,590SH DEFINED06 32,590 0
0
Lance Inc 9.0000 Com 51460610
556 61,800SH DEFINED06 61,800 0 0
Lattice Semiconductor Corp 69.1250 Com 51841510
4,438 64,200SH DEFINED06 64,200 0
0
Liberty Property Trust 25.9375 Com 53117210
2,786 107,400SH DEFINED06 107,400 0
0
Liz Claiborne Inc 35.2500 Com 53932010
881 25,000SH DEFINED06 25,000 0 0
LNR Property Corp 19.5000 Com 50194010
1,295 66,400SH DEFINED06 66,400 0
0
Looksmart LTD 18.5000 Com
466 25,200SH DEFINED06 25,200 0 0
Manpower Inc 32.0000 Com 56418H10
3,843 120,100SH DEFINED06 120,100 0
0
Manufacturers Services Ltd 20.5625 Com
345 16,800SH DEFINED06 16,800 0 0
McClatchy Co Cl A 33.1250 Com 57948910
2,458 74,200SH DEFINED06 74,200 0
0
MDU Resources Group Inc 21.6250 Com 55269010
2,451 113,350SH DEFINED06 113,350 0
0
Memc Electronic Materials 18.0000 Com
1,838 102,100SH DEFINED06 102,100 0
0
Mesa Air Group Inc 5.5312 Com 59047910
918 165,900SH DEFINED06 165,900 0 0
Methode Electronics Cl A 38.6250 Com
1,460 37,800SH DEFINED06 37,800 0
0
Metris Companies Inc 25.1250 Com
535 21,300SH DEFINED06 21,300 0 0
MGC Communications Inc 59.9375 Com
2,733 45,600SH DEFINED06 45,600 0
0
Micros Systems Inc 18.5625 Com 59490110
509 27,400SH DEFINED06 27,400 0 0
Midcoast Energy Resources 15.7500 Com 59563W10
438 27,800SH DEFINED06 27,800 0 0
Minerals Technologies Inc 46.0000 Com 60315810
1,780 38,700SH DEFINED06 38,700 0
0
MRV Communications Inc 67.2500 Com
330 4,900SH DEFINED06 4,900 0 0
NCO Group Inc 23.1250 Com 62885810
1,977 85,500SH DEFINED06 85,500 0
0
Netro Corp 57.3750 Com
459 8,000SH DEFINED06 8,000 0 0
Nextcard Inc 8.5000 Com 65332K10
292 34,400SH DEFINED06 34,400 0 0
Northwestern Corp 23.1250 Com 66807410
3,395 146,800SH DEFINED06 146,800 0
0
Oshkosh Truck Corp B 35.7500 Com 68823920
1,037 29,000SH DEFINED06 29,000 0
0
P F Changs China Bristro Inc 31.9375 Com
201 6,300SH DEFINED06 6,300 0 0
Pacific Century Finl Corp 14.6250 Com
2,039 139,400SH DEFINED06 139,400 0
0
Pacific Sunwear of Calif 18.7500 Com 69487310
2,191 116,850SH DEFINED06 116,850 0
0
Packaging Corp of America 10.1250 Com
461 45,500SH DEFINED06 45,500 0 0
Pall Corp 18.5000 Com 69642930
969 52,400SH DEFINED06 52,400 0 0
Pathogensis Corp 26.0000 Com 70321E10
666 25,600SH DEFINED06 25,600 0 0
PE Corp Celera Genamics 92.0000 Com 69332S20
718 7,800SH DEFINED06 7,800 0 0
Pega Systems Inc 5.0000 Com 70557310
237 47,300SH DEFINED06 47,300 0 0
Pegasus Communications Corp 49.0625 Com 70590410
3,827 78,000SH DEFINED06 78,000 0
0
Peoples Bank 18.3750 Com
1,327 72,200SH DEFINED06 72,200 0
0
Peoples Energy 32.3750 Com 71103010
2,946 91,000SH DEFINED06 91,000 0
0
Perkinelmer Inc 66.1250 Com 71404610
899 13,600SH DEFINED06 13,600 0 0
Polaris Industries 32.0000 Com 73106810
653 20,400SH DEFINED06 20,400 0 0
Precision Castparts Corp 45.9375 Com
170 3,700SH DEFINED06 3,700 0 0
Princeton National Bancorp 12.2500 Com 74228210
815 66,550SH DEFINED06 66,550 0 0
Profit Recovery Grp 16.6250 Com 74316810
755 45,400SH DEFINED06 45,400 0 0
Quantum Corp Hard Disk Drive 11.0625 Com 74790630
6,654 601,500SH DEFINED06 601,500 0
0
Radiant Systems Inc 24.0000 Com
38 1,600SH DEFINED06 1,600 0 0
Rational Software Corp 92.9375 Com 75409P20
8,996 96,800SH DEFINED06 96,800 0
0
Raymond James Financial Inc 22.5000 Com 75473010
691 30,700SH DEFINED06 30,700 0 0
Reinsurance Group of America 30.1250 Com 75935110
4,785 158,842SH DEFINED06 158,842 0
0
Remec Inc 41.8750 Com
2,559 61,100SH DEFINED06 61,100 0
0
Respironics Inc 18.0000 Com 76123010
1,093 60,700SH DEFINED06 60,700 0
0
Robbins & Myers Inc 22.8125 Com 77019610
2,128 93,300SH DEFINED06 93,300 0
0
Rudolph Technologies Inc 38.7500 Com
349 9,000SH DEFINED06 9,000 0 0
SBA Communications Corp 51.9375 Com 78388J10
1,896 36,500SH DEFINED06 36,500 0
0
Schweitzer-Mauduit 12.5000 Com 80854110
773 61,800SH DEFINED06 61,800 0 0
Seacoast Banking Corp Fla A 27.0000 Com 81170710
829 30,700SH DEFINED06 30,700 0 0
Security Capital Group B 17.0000 Com 81413P20
2,632 154,850SH DEFINED06 154,850 0
0
Semtech Corp 76.4844 Com 81685010
3,954 51,700SH DEFINED06 51,700 0
0
Silicon Storage Tech 88.3125 Com 82705710
5,343 60,500SH DEFINED06 60,500 0
0
Skywest Inc 37.0625 Com 83087910
2,750 74,200SH DEFINED06 74,200 0
0
Software.com inc 129.8750 Com 83402P10
3,104 23,900SH DEFINED06 23,900 0
0
Speedfam IPEC Inc 18.1875 Com
618 34,000SH DEFINED06 34,000 0 0
Stillwater Mining Co 27.8750 Com 86074Q10
2,425 87,000SH DEFINED06 87,000 0
0
Sun Communities Inc 33.4375 Com 86667410
3,257 97,400SH DEFINED06 97,400 0
0
Swift Transportation Co Inc 14.0000 Com 87075610
1,236 88,275SH DEFINED06 88,275 0
0
Syncor Intl Corp-Del 72.0000 Com 87157J10
2,110 29,300SH DEFINED06 29,300 0
0
TCF Financial Corp 25.6875 Com 87227510
1,587 61,800SH DEFINED06 61,800 0
0
Team Financial Inc 8.1250 Com 87815X10
49 6,000SH DEFINED06 6,000 0 0
Tetra Technologies Inc 14.1875 Com 88162F10
817 57,600SH DEFINED06 57,600 0 0
Texas Regional Bancshares A 25.3750 Com 88267310
518 20,400SH DEFINED06 20,400 0 0
Timberland Co Cl A 70.8125 Com 88710010
637 9,000SH DEFINED06 9,000 0 0
Toll Brothers Inc 20.5000 Com 88947810
1,870 91,200SH DEFINED06 91,200 0
0
Too Inc 25.4375 Com 89033310
3,442 135,300SH DEFINED06 135,300 0
0
Transwitch Corp 77.1875 Com 89406510
2,223 28,800SH DEFINED06 28,800 0
0
Triangle Pharmaceuticals Inc 9.0625 Com
252 27,800SH DEFINED06 27,800 0 0
Trigon Healthcare 51.5625 Com 89618L10
1,573 30,500SH DEFINED06 30,500 0
0
Triton Energy Ltd 39.3125 Com G9075110
1,293 32,900SH DEFINED06 32,900 0
0
Tucker Anthony Sutro 18.0000 Com 35644K10
1,325 73,600SH DEFINED06 73,600 0
0
U S Unwired Inc Cl A 13.0000 Com
1,069 82,200SH DEFINED06 82,200 0
0
Umpaqua Holdings Corp 8.0000 Com 90421410
121 15,100SH DEFINED06 15,100 0 0
Union Pacific Resources Grou 22.0000 Com 90783410
453 20,600SH DEFINED06 20,600 0 0
Unionbancorp Inc (Del) 11.0000 Com 90890810
361 32,800SH DEFINED06 32,800 0 0
United Natural Foods Inc 13.7500 Com 91116310
606 44,100SH DEFINED06 44,100 0 0
Valassis Communications 38.1250 Com
1,087 28,500SH DEFINED06 28,500 0
0
Valence Technology Inc 18.4375 Com 91891410
2,659 144,200SH DEFINED06 144,200 0
0
Veeco Instruments Inc 73.2500 Com
1,080 14,739SH DEFINED06 14,739 0
0
Ventana Medical Systems 23.5000 Com 92276H10
310 13,200SH DEFINED06 13,200 0 0
Vertex Pharmaceuticals Inc 105.3750 Com 92532F10
4,478 42,500SH DEFINED06 42,500 0
0
Viant Corp 29.6250 Com
1,369 46,200SH DEFINED06 46,200 0
0
Viatel Inc 28.5625 Com 92552920
520 18,200SH DEFINED06 18,200 0 0
Vignette Corp 52.0156 Com 92673410
4,479 86,100SH DEFINED06 86,100 0
0
Vista Bancorp Inc 14.0000 Com 92830R10
754 53,855SH DEFINED06 53,855 0 0
Washington Gas Light Co 24.0625 Com 93883710
1,335 55,500SH DEFINED06 55,500 0
0
Wausau-Mosinee Paper Corp 8.5625 Com 94331510
539 62,938SH DEFINED06 62,938 0 0
Wellman Inc 16.1875 Com 94970210
510 31,500SH DEFINED06 31,500 0 0
Werner Enterprises Inc 11.5625 Com
682 59,000SH DEFINED06 59,000 0 0
Westell Technology Inc A 15.0000 Com 95754110
941 62,700SH DEFINED06 62,700 0 0
Wild Oats Markets 12.5625 Com 96808B10
1,792 142,650SH DEFINED06 142,650 0
0
7,393,214155,485,924 155,485,924
