UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2000
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement
[ ] adds new holdings entries
Institutional Investment Manager Filing this Report:
Name: CalPERS
Address: 400 P Street
Sacramento, CA 95814
13F File Number:
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 Behald of Reporting Manager:
Name: Denise M. Arend
Title: Div Chief Investment Ops
Phone: 916-341-2374
Signature, Place, and Date of Signing:
Denise M. Arend Sacramento, CA 8/4/99
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT.
[X] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 3480
Form 13F Information Table Value Total: 61666331
List of Other Included Managers:
No. 13F File Number Name
<PAGE>
<TABLE> <C> <C>
BEN FRANKLIN RETAIL ST 081499105 0 21816.00 SH SOLE 21816.00
50 OFF STORES INC 316811108 0 421200.00 SH SOLE 421200.00
HAPPINESS EXPRESS INC COM 411381106 0 27500.00 SH SOLE 27500.00
IMPERIAL CORP AMER COM 452722101 0 40700.00 SH SOLE 40700.00
KLEVER MARKETING INC COM 498589100 0 262.00 SH SOLE 262.00
MERRY GO ROUND ENTERPRISES INC COM RTS CALLABLE THRU 30SEP01 590436101 0 425250.00 SH SOLE 425250.00
MONARCH CAP CORP COM 609023106 0 112700.00 SH SOLE 112700.00
PNP PRIME CORP PFD EXCH 17. 69347R206 0 18634.00 SH SOLE 18634.00
SOUTHEAST BKG CORP COM 841338106 0 396068.00 SH SOLE 396068.00
TREGA BIOSCIENCES INC COM 894699107 2577 777900.00 SH SOLE 777900.00
EVI INC SUB DEB CONV 5 PCT 268939402 10349 217300.00 SH SOLE 217300.00
WINSTAR COMMUNICATIONS INC SR PFD CONV SER F 144A 975515867 2850 5000.00 SH SOLE 5000.00
QWEST TRENDS TR TR ENHANCED DISTR SECS TRENDS 74912L105 5255 66000.00 SH SOLE 66000.00
TXI CAP TR I TR PFD SEC 873119200 6414 209000.00 SH SOLE 209000.00
GEORGIA PAC CORP PREMIUM EQUITY PART SEC UNITS 373298801 2950 100000.00 SH SOLE 100000.00
TRIBUNE CO NEW EXCHG 2PCT SUB DB FOR CASH VAL 896047305 12733 107000.00 SH SOLE 107000.00
NEWFIELD FIN TR I QUARTERLY INC CONV PFD SER.A 651291205 7035 100500.00 SH SOLE 100500.00
DOUBLECLICK INC 4.75% 15 Mar 2006 258609AC0 3006 3000000.00 SH SOLE 3000000.00
PETSMART INC 6.75% 01 Nov 2004 716768AB2 7020 9000000.00 SH SOLE 9000000.00
GLOBAL TELESYSTEMS GROUP INC DEPOSITARY SH REPSTG 1/100TH 37936U609 2360 227500.00 SH SOLE 227500.00
TOWER AUTOMOTIVE INC 5% 01 Aug 2004 891707AE1 3911 5102000.00 SH SOLE 5102000.00
ELAN FIN CORP LTD 0.01% 14 Dec 2018 284129AC7 3994 5000000.00 SH SOLE 5000000.00
MEDIAONE GROUP INC PREM INCOME EXCHANGEABLE SECS 58440J500 11995 322000.00 SH SOLE 322000.00
TEKELEC 3.25% 02 Nov 2004 879101AA1 5811 3000000.00 SH SOLE 3000000.00
VERITAS SOFTWARE CORP 1.856% 13 Aug 2006 92343RAA1 21708 5310000.00 SH SOLE 5310000.00
BROADWING INC DEP SH REPSTG PFD CONV 6.75PCT 111620407 4243 91000.00 SH SOLE 91000.00
WIND RIV SYS INC 5% 01 Aug 2002 973149AC1 9807 6500000.00 SH SOLE 6500000.00
CHECKFREE HLDGS CORP 6.5% 01 Dec 2006 162816AA0 6375 7250000.00 SH SOLE 7250000.00
UNITED GLOBAL COM DEPOSITORY SHS REP STG SER D 913247805 6600 200000.00 SH SOLE 200000.00
ECHOSTAR COMMUNICATIONS CORP 4.875% 01 Jan 2007 278762AB5 15710 12000000.00 SH SOLE 12000000.00
GLOBAL CROSSINGS CV PFD CONV 144A 37932J301 4641 24000.00 SH SOLE 24000.00
BEA SYS INC 4% 15 Dec 2006 073325AC6 24353 10420000.00 SH SOLE 10420000.00
ANTEC CORP 4.5% 15 May 2003 03664PAB1 3779 3100000.00 SH SOLE 3100000.00
CYPRESS SEMICONDUCTOR CORP 4% 01 Feb 2005 232806AE9 7963 7000000.00 SH SOLE 7000000.00
NEXTEL COMMUNICATIONS INC 5.25% 15 Jan 2010 65332VAW3 13065 14000000.00 SH SOLE 14000000.00
HUMAN GENOME SCIENCES INC 5% 01 Feb 2007 444903AE8 10742 6500000.00 SH SOLE 6500000.00
ALLIANT ENERGY RES INC EXCHANGEABLE SUB NT EXCH 144A 018803205 4046 65000.00 SH SOLE 65000.00
PSINET INC PFD CONV SER D 144A 74437C408 2702 165000.00 SH SOLE 165000.00
RATIONAL SOFTWARE CORP 5% 01 Feb 2007 75409PAA1 5073 2500000.00 SH SOLE 2500000.00
INHALE THERAPEUTIC SYS INC 5% 08 Feb 2007 457191AD6 6318 4000000.00 SH SOLE 4000000.00
E TRADE GROUP INC 6% 01 Feb 2007 269246AA2 5454 6000000.00 SH SOLE 6000000.00
KERR MCGEE CORP 5.25% 15 Feb 2010 492386AP2 9909 8000000.00 SH SOLE 8000000.00
ALKERMES INC 3.75% 15 Feb 2007 01642TAA6 2293 3000000.00 SH SOLE 3000000.00
BURR BROWN CORP 4.25% 15 Feb 2007 122574AD8 3936 3000000.00 SH SOLE 3000000.00
COR THERAPUTICS INC 0% 217753AC6 5966 3000000.00 SH SOLE 3000000.00
SEPRACOR INC 7% 15 Dec 2005 817315AH7 23772 12000000.00 SH SOLE 12000000.00
JUNIPER NETWORKS INC 4.75% 15 Mar 2007 48203RAA2 10695 7000000.00 SH SOLE 7000000.00
INTEL CORP COM 458140100 5362 128999.00 SH SOLE 128999.00
VITESSE SEMICONDUCTOR CORP 4% 15 Mar 2005 928497AA4 6011 6000000.00 SH SOLE 6000000.00
JACOR COMMUNICATIONS INC 0.01% 09 Feb 2018 469858AB0 4334 8600000.00 SH SOLE 8600000.00
SCI SYS INC 3% 15 Mar 2007 783890AF3 7898 8000000.00 SH SOLE 8000000.00
COMVERSE TECHNOLOGY INC 4.5% 01 Jul 2005 205862AG0 21747 4320000.00 SH SOLE 4320000.00
METLIFE CAP TR I CONVERTIBLE PREFERRED 59156R207 11050 130000.00 SH SOLE 130000.00
PSINET INC PFD CONV SER C 74437C309 5359 221000.00 SH SOLE 221000.00
SIEBEL SYS INC 5.5% 15 Sep 2006 826170AC6 16913 3500000.00 SH SOLE 3500000.00
LOEWS CORP 3.125% 15 Sep 2007 540424AL2 7178 8000000.00 SH SOLE 8000000.00
COX COMMUNICATIONS INC 0.425% 19 Apr 2020 224044AX5 13873 33000000.00 SH SOLE 33000000.00
AFFYMETRIX INC 5% 01 Oct 2006 00826TAB4 3780 3750000.00 SH SOLE 3750000.00
SOLECTRON CORP 0.01% 08 May 2020 834182AK3 13295 20000000.00 SH SOLE 20000000.00
IVAX CORP 5.5% 15 May 2007 465823AB8 4355 3000000.00 SH SOLE 3000000.00
CENDANT CORP NEW INCOME PRIDES PUR TOPRS 151313509 3740 146666.00 SH SOLE 146666.00
TRANSOCEAN SEDCO FOREX INC 0.01% 24 May 2020 893830AA7 2678 4300000.00 SH SOLE 4300000.00
NEWELL FINL TR I CONV QUARTERLY INCOME PFD SECS 651195307 5652 157000.00 SH SOLE 157000.00
CONEXANT SYS INC 4.25% 01 May 2006 207142AB6 6585 3643000.00 SH SOLE 3643000.00
COMMSCOPE INC 4% 15 Dec 2006 203372AB3 5308 6250000.00 SH SOLE 6250000.00
EFFICIENT NETWORKS INC 5% 15 Mar 2005 282056AA8 1913 3000000.00 SH SOLE 3000000.00
TELEWEST FIN JERSEY LTD 6% 07 Jul 2005 879563AA2 6020 8000000.00 SH SOLE 8000000.00
ADVANCED MICRO DEVICES INC 6% 15 May 2005 007903AC1 5301 4000000.00 SH SOLE 4000000.00
ARCHSTONE CMNTYS TR PFD SER A CONV 039581202 8818 262500.00 SH SOLE 262500.00
CLEAR CHANNEL COMMUNICATIONS 2.625% 01 Apr 2003 184502AB8 13847 12600000.00 SH SOLE 12600000.00
EL PASO ENERGY CAP TR 1 PFD CONV TR SECS 283678209 8984 115000.00 SH SOLE 115000.00
FINANCIAL FED CORP 4.5% 01 May 2005 317492AA4 2322 2500000.00 SH SOLE 2500000.00
FINANCIAL FED CORP 4.5% 01 May 2005 317492AC0 2225 2500000.00 SH SOLE 2500000.00
GENERAL GROWTH PPTYS INC DEPOSITORY SH REPSTG PFD INCOM 370021206 4438 200000.00 SH SOLE 200000.00
GLENBOROUGH RLTY TR INC PRD CONV SER A PCT 37803P204 6800 400000.00 SH SOLE 400000.00
INTERNATIONAL RECTIFIER CORP 4.25% 15 Jul 2007 460254AD7 2730 3000000.00 SH SOLE 3000000.00
INTERMEDIA COMMUNICATIONS INC DEPOSITARY SH JR PFD CONV SERE 458801834 3770 145000.00 SH SOLE 145000.00
CNET INC 5% 01 Mar 2006 125945AC9 4319 5000000.00 SH SOLE 5000000.00
PHILADELPHIA CONS HLDGS PFD INCOME PRIDES 717528301 2700 300000.00 SH SOLE 300000.00
SIX FLAGS INC PREM INCOME EQUITY SECS PINES 83001P208 13334 423300.00 SH SOLE 423300.00
ROUSE CO PFD CONV SER B PCT 779273309 5363 150000.00 SH SOLE 150000.00
SEALED AIR CORP NEW PFD CONV SER A 2.00 81211K209 3587 79721.00 SH SOLE 79721.00
CELESTICA INC 0.01% 01 Aug 2020 15101QAA6 8397 17000000.00 SH SOLE 17000000.00
LSI LOGIC CORP 4.25% 15 Mar 2004 502161AD4 7696 4000000.00 SH SOLE 4000000.00
SUIZA CAP TR II TR CONV PFD SECS 144A 86507G200 3988 100000.00 SH SOLE 100000.00
UNION PAC CAP TR TERM INCOME DEFERRABLE EQUITY 907824403 3415 87000.00 SH SOLE 87000.00
CALPINE CAP TR III PFD CONV PCT TERM INCOME 144A 13134R201 18528 275000.00 SH SOLE 275000.00
GLOBAL CROSSING LTD PFD CONV G3921A134 10362 41300.00 SH SOLE 41300.00
AES TR VII TR COV PFD SECS 144A 00103V206 8100 100000.00 SH SOLE 100000.00
CYRAS SYS INC 4.5% 15 Aug 2005 23281WAA9 3615 3000000.00 SH SOLE 3000000.00
TRIQUINT SEMICONDUCTOR INC 4% 01 Mar 2007 89674KAB9 3981 5000000.00 SH SOLE 5000000.00
SANMINA CORP 0.01% 12 Sep 2020 800907AC1 6529 15500000.00 SH SOLE 15500000.00
VERTEX PHARMACEUTICALS INC 5% 19 Sep 2007 92532FAC4 3424 3000000.00 SH SOLE 3000000.00
BELL ATLANTIC FINL SVCS INC 4.25% 15 Sep 2005 07785GAC4 16922 15000000.00 SH SOLE 15000000.00
COSTCO COS INC 0.01% 19 Aug 2017 22160QAA0 10212 12000000.00 SH SOLE 12000000.00
ELAN FIN CORP LTD 0.01% 14 Dec 2018 284129AA1 11182 14000000.00 SH SOLE 14000000.00
PHOTRONICS INC 6% 01 Jun 2004 719405AA0 5318 5500000.00 SH SOLE 5500000.00
SOLECTRON CORP 0.06% 27 Jan 2019 834182AG2 14608 20000000.00 SH SOLE 20000000.00
TOWER AUTOMOTIVE INC 5% 01 Aug 2004 891707AA9 1150 1500000.00 SH SOLE 1500000.00
AT+T CORP COM LIBERTY MEDIA GRP CL A 001957208 6064 336896.00 SH SOLE 336896.00
CNF TR I GTD TERM CONV SECS SER A CONV 12612V205 5293 142100.00 SH SOLE 142100.00
INTERMEDIA COMMUNICATIONS INC COM 458801107 377 12780.06 SH SOLE 12780.06
NISOURCE INC PREMIUM INCOME EQUITY SECS 65473P303 3840 80000.00 SH SOLE 80000.00
SENSORMATIC ELECTRS CORP DEPOSITARY SH PFD 144A 817265200 3420 160000.00 SH SOLE 160000.00
UNOCAL CAP TR TR CONV PFD SECS 91528T207 12046 245220.00 SH SOLE 245220.00
TIME WARNER INC COM 887315109 6404 81843.00 SH SOLE 81843.00
CREDENCE SYSTEMS CORP COM 225302108 2777 92552.00 SH SOLE 92552.00
SENSORMATIC ELECTRS CORP COM 817265101 114 7594.00 SH SOLE 7594.00
WINSTAR COMMUNICATIONS INC COM 975515107 139 8959.00 SH SOLE 8959.00
VENTANA MED SYS INC COM 92276H106 2538 100000.00 SH SOLE 100000.00
VERTEL CORP COM 924907108 228 24700.00 SH SOLE 24700.00
VIATEL INC COM 925529208 1473 143700.00 SH SOLE 143700.00
MARCHFIRST INC COM 566244109 10115 644779.00 SH SOLE 644779.00
XIRCOM INC COM 983922105 4040 160000.00 SH SOLE 160000.00
NEXTLINK COMMUNICATIONS INC CL A PAR 0.02 65333H707 26571 755120.00 SH SOLE 755120.00
SABRE HLDGS CORP CL A 785905100 15459 534221.00 SH SOLE 534221.00
SIEBEL SYS INC COM 826170102 134693 1210040.00 SH SOLE 1210040.00
MAXTOR CORP COM NEW 577729205 5082 484000.00 SH SOLE 484000.00
AMERICAN EAGLE OUTFITTERS INC COM 02553E106 5188 164700.00 SH SOLE 164700.00
WIND RIV SYS INC COM 973149107 4626 96500.00 SH SOLE 96500.00
INFOSPACE INC COM 45678T102 25518 843584.00 SH SOLE 843584.00
SCIENT CORP COM 80864H109 5624 268624.00 SH SOLE 268624.00
ETOYS INC COM 297862104 2039 381500.00 SH SOLE 381500.00
WHITMAN CORP NEW COM 96647R107 9481 820000.00 SH SOLE 820000.00
BARNESANDNOBLE COM INC CL A 067846105 123 25000.00 SH SOLE 25000.00
EMCORE CORP COM 290846104 14369 345600.00 SH SOLE 345600.00
OSICOM TECHNOLOGIES INC COM PAR USD0.30PCT 688271501 532 21500.00 SH SOLE 21500.00
STARMEDIA NETWORK INC COM 855546107 1041 138758.00 SH SOLE 138758.00
PERICOM SEMICONDUCTOR CORP COM 713831105 1965 53100.00 SH SOLE 53100.00
WIT SOUNDVIEW GROUP INC COM 977383108 450 50000.00 SH SOLE 50000.00
DRKOOP COM INC COM 262098106 121 104554.00 SH SOLE 104554.00
SPORTSLINE USA INC COM 848934105 646 46750.00 SH SOLE 46750.00
RADIAN GROUP INC COM 750236101 6926 102600.00 SH SOLE 102600.00
IMMUNEX CORP NEW COM 452528102 76754 1764462.00 SH SOLE 1764462.00
REYNOLDS R J TOB HLDGS INC COM 76182K105 9805 304026.00 SH SOLE 304026.00
PHONE COM INC COM 71920Q100 29480 259452.00 SH SOLE 259452.00
US ONCOLOGY INC COM 90338W103 2127 469500.00 SH SOLE 469500.00
COVAD COMMUNICATIONS GROUP INC COM 222814204 3519 263100.00 SH SOLE 263100.00
GOTO COM INC COM 38348T107 2587 156799.00 SH SOLE 156799.00
MANDALAY RESORT GROUP COM 562567107 8238 321500.00 SH SOLE 321500.00
MSC INDL DIRECT INC CL A 553530106 1023 67100.00 SH SOLE 67100.00
RAMP NETWORKS INC COM 751567108 177 50000.00 SH SOLE 50000.00
GLOBESPAN SEMICONDUCTOR INC COM 379571102 31293 256500.00 SH SOLE 256500.00
SOFTWARE COM INC OC COM 83402P104 28718 158280.00 SH SOLE 158280.00
JUNIPER NETWORKS INC COM 48203R104 251494 1148700.00 SH SOLE 1148700.00
PERSISTENCE SOFTWARE INC COM 715329108 273 25000.00 SH SOLE 25000.00
STAMPS COM INC COM 852857101 308 80200.00 SH SOLE 80200.00
GENZYME CORP COM SURGICAL PRODS DIVISION 372917609 473 63094.00 SH SOLE 63094.00
DIGITAL IS INC DEL COM 25385N101 5157 275024.00 SH SOLE 275024.00
UNUMPROVIDENT CORP COM 91529Y106 22857 838798.00 SH SOLE 838798.00
PRIMUS KNOWLEDGE SOLUTIONS INC COM 74163Q100 421 28400.00 SH SOLE 28400.00
ROSS STORES INC COM 778296103 3551 247000.00 SH SOLE 247000.00
SYMANTEC CORP COM 871503108 3287 74700.00 SH SOLE 74700.00
COMMERCE ONE INC DEL COM 200693109 48965 623758.00 SH SOLE 623758.00
TIBCO SOFTWARE INC COM 88632Q103 57248 677996.00 SH SOLE 677996.00
NATIONAL INFORMATION CONSORTM COM 636491102 377 94900.00 SH SOLE 94900.00
EFFICIENT NETWORKS INC COM 282056100 10474 280700.00 SH SOLE 280700.00
GENENTECH INC COM 368710406 55651 299700.00 SH SOLE 299700.00
BE INC COM 073309106 718 176700.00 SH SOLE 176700.00
TALK CITY INC COM 874263106 53 45000.00 SH SOLE 45000.00
MP3 COM INC COM 62473M109 805 204400.00 SH SOLE 204400.00
VOYAGER NET INC COM 92906W101 121 20000.00 SH SOLE 20000.00
INSWEB CORP OC COM 45809K103 133 64700.00 SH SOLE 64700.00
ALLSCRIPTS INC COM 019886100 1766 125000.00 SH SOLE 125000.00
GARTNER GROUP INC NEW CL B 366651206 14645 1346647.00 SH SOLE 1346647.00
VENTRO CORP COM 922815105 1268 115302.00 SH SOLE 115302.00
LIBERATE TECHNOLOGIES COM 530129105 14680 507300.00 SH SOLE 507300.00
PACKETEER INC COM 695210104 9602 253100.00 SH SOLE 253100.00
SIERRA PAC RES NEW COM 826428104 7715 428600.00 SH SOLE 428600.00
DRUGSTORE COM INC COM 262241102 425 125887.00 SH SOLE 125887.00
AMERITRADE HLDG CORP CL A 03072H109 3858 217358.00 SH SOLE 217358.00
BEYOND COM CORP COM 08860E101 250 245721.00 SH SOLE 245721.00
ITC DELTACOM COM 45031T104 741 64419.00 SH SOLE 64419.00
METROMEDIA FIBER NETWORK INC CL A 591689104 42811 1760874.00 SH SOLE 1760874.00
NET2PHONE INC COM 64108N106 379 16866.00 SH SOLE 16866.00
PILGRIMS PRIDE CORP CL A 721467207 886 168700.00 SH SOLE 168700.00
ACCRUE SOFTWARE INC COM 00437W102 1392 116588.00 SH SOLE 116588.00
DIGEX INC DEL CL A 253756100 5048 107700.00 SH SOLE 107700.00
QUANTUM CORP DSSG COM 747906204 16152 1072300.00 SH SOLE 1072300.00
QUANTUM CORP HDDG COM 747906303 5328 536150.00 SH SOLE 536150.00
FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 141 5000.00 SH SOLE 5000.00
HOMESTORE COM INC COM 437852106 10285 219998.00 SH SOLE 219998.00
TUMBLEWEED COMMUNICATIONS CORP COM 899690101 4080 80000.00 SH SOLE 80000.00
GO2NET COM 383486107 6525 120250.00 SH SOLE 120250.00
GUITAR CTR INC COM 402040109 1544 125400.00 SH SOLE 125400.00
KING PHARMACEUTICALS INC COM 495582108 17231 515309.00 SH SOLE 515309.00
MICROMUSE INC COM 595094103 25640 127600.00 SH SOLE 127600.00
PATTERSON DENTAL CO COM 703412106 3488 155000.00 SH SOLE 155000.00
ALLEGIANCE TELECOM INC COM 01747T102 13501 362450.00 SH SOLE 362450.00
MCLEODUSA INC COM 582266102 25086 1752706.00 SH SOLE 1752706.00
QUEST SOFTWARE INC COM 74834T103 21809 351140.00 SH SOLE 351140.00
CONOCO INC CL B 208251405 64579 2397355.00 SH SOLE 2397355.00
DEVON ENERGY CORPORATION NEW COM 25179M103 18348 305040.00 SH SOLE 305040.00
AXT INC COM 00246W103 1463 35000.00 SH SOLE 35000.00
MERCURY COMPUTER SYS INC COM 589378108 3338 120000.00 SH SOLE 120000.00
I2 TECHNOLOGIES INC COM 465754109 125040 668441.00 SH SOLE 668441.00
NETWORK ACCESS SOLUTIONS CORP COM 64120S109 1114 270000.00 SH SOLE 270000.00
STARTEK INC COM 85569C107 2320 80000.00 SH SOLE 80000.00
BROADCOM CORP CL A 111320107 168581 691613.00 SH SOLE 691613.00
CROMPTON CORP COM 227116100 3637 461858.00 SH SOLE 461858.00
DELHAIZE AMER INC CL A 246688105 6059 347483.00 SH SOLE 347483.00
VITRIA TECHNOLOGY INC COM 92849Q104 22197 476066.00 SH SOLE 476066.00
APPLIED MICRO CIRCUITS CORP CDT COM 03822W109 93737 452700.00 SH SOLE 452700.00
E PIPHANY INC COM 26881V100 15898 206300.00 SH SOLE 206300.00
NSTAR COM 67019E107 7316 181765.00 SH SOLE 181765.00
EGAIN COMMUNICATIONS CORP COM 28225C103 1522 161800.00 SH SOLE 161800.00
ALTEON WEBSYSTEMS INC COM 02145A109 10059 92800.00 SH SOLE 92800.00
PROMOTION COM INC COM 74341U106 41 25000.00 SH SOLE 25000.00
KEYNOTE SYS INC COM 493308100 6201 231800.00 SH SOLE 231800.00
ENTRADE INC COM 29382L100 90 23700.00 SH SOLE 23700.00
VENTIV HEALTH INC COM 922793104 268 21200.00 SH SOLE 21200.00
GLOBAL CROSSING LTD SHS G3921A100 26296 848262.00 SH SOLE 848262.00
FOUNDRY NETWORKS INC COM 35063R100 28174 420900.00 SH SOLE 420900.00
ITXC CORP COM 45069F109 2486 170000.00 SH SOLE 170000.00
ALLAIRE CORP COM 016714107 611 71834.00 SH SOLE 71834.00
FLEETBOSTON FINL CORP COM 339030108 130119 3336395.00 SH SOLE 3336395.00
INTERNAP NETWORK SVCS CORP COM 45885A102 22141 685200.00 SH SOLE 685200.00
OMNOVA SOLUTIONS INC COM 682129101 3292 591800.00 SH SOLE 591800.00
WILLIAMS COMMUNICATIONS GROUP COM 969455104 3000 150000.00 SH SOLE 150000.00
DALEEN TECHNOLOGIES INC COM 23437N104 1111 75000.00 SH SOLE 75000.00
TIVO INC COM 888706108 1215 62700.00 SH SOLE 62700.00
SILICON IMAGE INC COM 82705T102 4861 195900.00 SH SOLE 195900.00
ACTUATE CORP COM 00508B102 1672 48400.00 SH SOLE 48400.00
MIPS TECHNOLOGIES INC CL A 604567107 4034 87700.00 SH SOLE 87700.00
NANOGEN INC COM 630075109 4055 209300.00 SH SOLE 209300.00
PROGENICS PHAARMACEUTICALS INC COM 743187106 705 25700.00 SH SOLE 25700.00
INTERWOVEN INC 46114T102 6863 60700.00 SH SOLE 60700.00
E STAMP CORP COM 269154100 131 144200.00 SH SOLE 144200.00
BANK AMER CORP COM 060505104 320459 6118553.00 SH SOLE 6118553.00
NETCENTIVES INC COM 64108P101 1148 150000.00 SH SOLE 150000.00
ECHELON CORP OC COM 27874N105 1519 51700.00 SH SOLE 51700.00
AETHER SYSTEMS INC COM 00808V105 16922 160400.00 SH SOLE 160400.00
ABGENIX INC COM 00339B107 28163 348500.00 SH SOLE 348500.00
MPOWER COMMUNICATIONS CORP COM 62473J106 1511 173250.00 SH SOLE 173250.00
MCK COMMUNICATIONS INC COM 581243102 2263 100000.00 SH SOLE 100000.00
NORTHEAST UTILS COM 664397106 7616 351153.00 SH SOLE 351153.00
NAVISITE INC COM 63935M109 5565 206600.00 SH SOLE 206600.00
SYCAMORE NETWORKS INC COM 871206108 95872 887700.00 SH SOLE 887700.00
JNI CORP COM 46622G105 3711 41700.00 SH SOLE 41700.00
INFOUSA INC NEW COM 456818301 485 97000.00 SH SOLE 97000.00
INTERTRUST TECHNOLOGIES CORP COM 46113Q109 2874 238300.00 SH SOLE 238300.00
DATA RETURN CORP COM 23785M104 1543 76200.00 SH SOLE 76200.00
TRITON PCS HLDGS INC CL A 89677M106 2602 94600.00 SH SOLE 94600.00
SPANISH BROADCASTING SYS INC CL A NEW 846425882 294 25000.00 SH SOLE 25000.00
INTRANET SOLUTIONS INC COM NEW 460939309 4760 95200.00 SH SOLE 95200.00
AKAMAI TECHNOLOGIES INC COM 00971T101 3334 63495.00 SH SOLE 63495.00
ALLIED RISER COMMUNCTNS CORP COM 019496108 667 100700.00 SH SOLE 100700.00
BE FREE INC COM 073308108 2349 552600.00 SH SOLE 552600.00
PE CORP COM PE BIOSYSTEMS GROUP 69332S102 93319 801020.00 SH SOLE 801020.00
PAC WEST TELECOMM INC COM 69371Y101 913 100000.00 SH SOLE 100000.00
PACTIV CORP COM 695257105 7242 647297.00 SH SOLE 647297.00
WIRELESS FACS INC COM 97653A103 1431 24800.00 SH SOLE 24800.00
CHARTER COMMUNICATIONS INC DEL CL A 16117M107 4000 245900.00 SH SOLE 245900.00
UNITED PARCEL SVC INC CL B 911312106 18260 323900.00 SH SOLE 323900.00
NEXT LEVEL COMMUNICATIONS INC CL A 65333U104 17107 258700.00 SH SOLE 258700.00
IBASIS INC COM 450732102 3861 243200.00 SH SOLE 243200.00
SONICWALL INC COM 835470105 5700 200000.00 SH SOLE 200000.00
RUDOLPH TECHNOLOGIES INC COM 781270103 201 6000.00 SH SOLE 6000.00
SOMERA COMMUNICATIONS INC COM 834458101 950 100000.00 SH SOLE 100000.00
QUINTUS CORP COM 748798105 2060 240600.00 SH SOLE 240600.00
VIRATA CORP COM 927646109 10501 158800.00 SH SOLE 158800.00
METASOLV SOFTWARE INC COM 591393103 4047 99000.00 SH SOLE 99000.00
AGILENT TECHNOLOGIES INC COM 00846U101 80375 1642395.00 SH SOLE 1642395.00
RETEK INC COM 76128Q109 22159 418100.00 SH SOLE 418100.00
SCIQUEST COM INC COM 80908Q107 477 69000.00 SH SOLE 69000.00
LIFEMINDERS INC COM 53220Q105 115 5000.00 SH SOLE 5000.00
MEDIAPLEX INC COM 58446B105 496 120300.00 SH SOLE 120300.00
CACHEFLOW INC COM 126946102 16116 112700.00 SH SOLE 112700.00
GETTHERE INC COM 374266104 88 5000.00 SH SOLE 5000.00
MANAGEMENT NETWORK GROUP INC COM 561693102 472 22600.00 SH SOLE 22600.00
DIGITAL IMPACT INC DEL COM 25385G106 989 150000.00 SH SOLE 150000.00
DELTATHREE COM COM 24783N102 269 74100.00 SH SOLE 74100.00
WATER PIK TECH INC COM 94113U100 365 37652.00 SH SOLE 37652.00
ALLEGHENY TECHNOLOGIES INC COM 01741R102 7734 426727.00 SH SOLE 426727.00
EXXON MOBIL CORP COM 30231G102 1125302 12626104.00 SH SOLE 12626104.00
AMDOCS LIMITED SHS G02602103 156 2507.37 SH SOLE 2507.37
ASSOCIATES FIRST CAP CORP CL A 046008108 104720 2755788.00 SH SOLE 2755788.00
BANK NEW YORK INC COM 064057102 154377 2753660.00 SH SOLE 2753660.00
HONEYWELL INTL INC COM 438516106 105464 2960400.00 SH SOLE 2960400.00
CITIGROUP INC COM 172967101 896239 16577822.00 SH SOLE 16577822.00
GILLETTE CO COM 375766102 123336 3994690.00 SH SOLE 3994690.00
MCAFEE COM CORP CL A 579062100 335 22500.00 SH SOLE 22500.00
LUCENT TECHNOLOGIES INC COM 549463107 377824 12362348.00 SH SOLE 12362348.00
SCHWAB CHARLES CORP NEW COM STK 808513105 203960 5745341.00 SH SOLE 5745341.00
NETRATINGS INC COM 64116M108 94 5000.00 SH SOLE 5000.00
HARRIS INTERACTIVE INC COM 414549105 95 21200.00 SH SOLE 21200.00
VA LINUX SYS INC COM 91819B105 6026 130300.00 SH SOLE 130300.00
FOGDOG INC COM 344167101 2 2500.00 SH SOLE 2500.00
EBENX INC COM 278668108 57 5000.00 SH SOLE 5000.00
TRITEL INC CL A 89675X104 4461 311700.00 SH SOLE 311700.00
ESPEED INC CL A 296643109 1345 47300.00 SH SOLE 47300.00
CALIPER TECHNOLOGIES CORP OC COM 130876105 7868 135800.00 SH SOLE 135800.00
INFONET SVCS CORP CL B 45666T106 10504 994500.00 SH SOLE 994500.00
XPEDIOR INC COM 98413B100 861 265000.00 SH SOLE 265000.00
C BRDG INTERNET SOLUTIONS INC COM 12500B105 375 20000.00 SH SOLE 20000.00
SAFEGUARD SCIENTIFICS INC COM 786449108 6512 326600.00 SH SOLE 326600.00
INTERNET SEC SYS INC COM 46060X107 11376 151426.00 SH SOLE 151426.00
MACROVISION CORP COM 555904101 1782 22000.00 SH SOLE 22000.00
TRANSOCEAN SEDCO FOREX INC SHS G90078109 35294 602025.00 SH SOLE 602025.00
AMKOR TECHNOLOGY INC COM 031652100 9533 364900.00 SH SOLE 364900.00
ASK JEEVES INC OC COM 045174109 4210 219400.00 SH SOLE 219400.00
AUDIBLE INC COM 05069A104 241 202653.00 SH SOLE 202653.00
CYBERSOURCE CORP DEL COM 23251J106 1059 93632.00 SH SOLE 93632.00
E LOAN INC COM 26861P107 860 205411.00 SH SOLE 205411.00
INTERNET COM CORP COM 460967102 2116 68400.00 SH SOLE 68400.00
LOOKSMART LTD COM 543442107 3833 342600.00 SH SOLE 342600.00
MAIL COM INC CL A 560311102 714 136728.00 SH SOLE 136728.00
MICROSTRATEGY INC CL A 594972101 1956 71600.00 SH SOLE 71600.00
VERTICALNET INC OC COM 92532L107 11111 316323.00 SH SOLE 316323.00
VIGNETTE CORP COM 926734104 22872 765576.00 SH SOLE 765576.00
ART TECHNOLOGY GROUP INC OC COM 04289L107 24568 259290.00 SH SOLE 259290.00
RF MICRO DEVICES INC COM 749941100 11201 357000.00 SH SOLE 357000.00
BROCADE COMMUNICATIONS SYS INC COM 111621108 96099 407200.00 SH SOLE 407200.00
CROWN CASTLE INTL CORP COM 228227104 11596 373300.00 SH SOLE 373300.00
RED HAT INC COM 756577102 8365 490256.00 SH SOLE 490256.00
PORTAL SOFTWARE INC COM 736126103 25072 626810.00 SH SOLE 626810.00
VISX INC COM 92844S105 8081 300000.00 SH SOLE 300000.00
LENNOX INTL INC COM 526107107 597 63717.00 SH SOLE 63717.00
ARIBA INC COM 04033V104 122482 854928.00 SH SOLE 854928.00
FEDEX CORP COM 31428X106 53537 1207420.00 SH SOLE 1207420.00
REDBACK NETWORKS INC COM 757209101 92412 563700.00 SH SOLE 563700.00
NEOFORMA COM INC COM 640475109 278 74800.00 SH SOLE 74800.00
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T R SYS INC COM 87263U102 178 20000.00 SH SOLE 20000.00
DOMINION RES INC VA NEW COM 25746U109 49099 845622.00 SH SOLE 845622.00
SEQUENOM INC COM 817337108 8450 200600.00 SH SOLE 200600.00
SKILLSOFT CORP COM 83066P101 1562 85000.00 SH SOLE 85000.00
IRON MTN INC PA COM 462846106 1887 51000.00 SH SOLE 51000.00
DYNEGY INC NEW CL A 26816Q101 52337 918200.00 SH SOLE 918200.00
HEARME COM 421903105 232 58100.00 SH SOLE 58100.00
CALICO COMM INC COM 129897104 1103 180000.00 SH SOLE 180000.00
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QUANTA SERVICES INC COM 74762E102 1293 47000.00 SH SOLE 47000.00
ALAMOSA PCS HLDGS INC COM 011593100 1781 110000.00 SH SOLE 110000.00
AVANEX CORP COM 05348W109 5061 47000.00 SH SOLE 47000.00
CENTRA SOFTWARE INC COM 15234X103 780 120000.00 SH SOLE 120000.00
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EARTHLINK INC COM 270321102 2418 264970.00 SH SOLE 264970.00
PROVIDENT FINL GROUP INC COM 743866105 1337 45500.00 SH SOLE 45500.00
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THERMA WAVE INC COM 88343A108 2156 75000.00 SH SOLE 75000.00
FIREPOND INC COM 318224102 979 67500.00 SH SOLE 67500.00
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CONSTELLATION ENERGY GROUP INC COM 210371100 27363 550000.00 SH SOLE 550000.00
AVX CORP NEW COM 002444107 14947 573500.00 SH SOLE 573500.00
AGILE SOFTWARE CORP DEL COM 00846X105 22979 255500.00 SH SOLE 255500.00
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ENGAGE INC COM 292827102 3266 402000.00 SH SOLE 402000.00
UNITEDGLOBALCOM CL A 913247508 4515 150500.00 SH SOLE 150500.00
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BUY COM INC COM 124269101 408 146600.00 SH SOLE 146600.00
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CYPRESS COMMUNICATIONS INC COM 232743104 159 60000.00 SH SOLE 60000.00
XCARE NET INC COM 98388Y101 653 145000.00 SH SOLE 145000.00
ENTRUST TECHNOLOGIES INC COM 293848107 5522 199900.00 SH SOLE 199900.00
HANOVER COMPRESSOR CO COM 410768105 7312 222000.00 SH SOLE 222000.00
INFORMATICA CORP COM 45666Q102 3886 41675.00 SH SOLE 41675.00
PROXICOM INC COM 744282104 1213 62200.00 SH SOLE 62200.00
LIGHTSPAN INC COM 53226T103 37 15000.00 SH SOLE 15000.00
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LENDINGTREE INC COM 52602Q105 68 15000.00 SH SOLE 15000.00
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ALCOA INC COM 013817101 79104 3125104.00 SH SOLE 3125104.00
AUTODESK INCORPORATED COM STK NPV 052769106 9350 368482.00 SH SOLE 368482.00
BAKER HUGHES INC COM 057224107 37457 1008934.00 SH SOLE 1008934.00
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CHASE MANHATTAN CORP NEW COM 16161A108 211643 4582258.00 SH SOLE 4582258.00
SCANA CORP NEW COM 80589M102 1544 50000.00 SH SOLE 50000.00
EVEREST REINSURANCE GROUP LTD SHS G3223R108 5861 118400.00 SH SOLE 118400.00
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MYPOINTS COM INC COM 62855T102 1740 316300.00 SH SOLE 316300.00
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DIGITALTHINK INC COM 25388M100 1201 28500.00 SH SOLE 28500.00
CONSECO INC COM STK 208464107 11066 1451312.00 SH SOLE 1451312.00
ECHOSTAR COMMUNICATIONS CORP N CL A 278762109 35416 671400.00 SH SOLE 671400.00
HOTEL RESERVATIONS NETWORK INC CL A 441451101 183 5000.00 SH SOLE 5000.00
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PERKINELMER INC COM 714046109 32659 312900.00 SH SOLE 312900.00
E MEDSOFT COM COM 26873Q101 1313 500000.00 SH SOLE 500000.00
AVENUE A INC COM 053566105 1232 246400.00 SH SOLE 246400.00
ONVIA COM INC COM 68338T106 2032 457900.00 SH SOLE 457900.00
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ETHYL CORP COM 297659104 1086 755400.00 SH SOLE 755400.00
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PALM INC COM 696642107 110690 2090960.00 SH SOLE 2090960.00
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HEWLETT PACKARD CO COM 428236103 352246 3631400.00 SH SOLE 3631400.00
INTEL CORP COM 458140100 1037151 24954012.00 SH SOLE 24954012.00
INTERNATIONAL BUSINESS MACHS COM 459200101 735030 6533600.00 SH SOLE 6533600.00
LIZ CLAIBORNE INC COM 539320101 11415 296500.00 SH SOLE 296500.00
CLARUS CORP DEL COM 182707109 570 25000.00 SH SOLE 25000.00
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MAXYGEN INC COM 577776107 6173 119000.00 SH SOLE 119000.00
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TELECORP PCS INC CL A 879299105 3441 181100.00 SH SOLE 181100.00
MATTEL INC COM 577081102 23291 2081842.00 SH SOLE 2081842.00
MELLON FINL CORP COM 58551A108 86749 1870596.00 SH SOLE 1870596.00
OTG SOFTWARE INC COM 671059103 2657 65000.00 SH SOLE 65000.00
SELECTICA INC DEL COM 816288104 3190 80000.00 SH SOLE 80000.00
MERRILL LYNCH + CO INC COM 590188108 185638 2812700.00 SH SOLE 2812700.00
ORAPHARMA INC OC COM 68554E106 269 20000.00 SH SOLE 20000.00
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DIGITAS INC COM 25388K104 266 15000.00 SH SOLE 15000.00
RAYTHEON CO CL B 755111408 20806 731635.00 SH SOLE 731635.00
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SAFECO CORP COM 786429100 17285 634300.00 SH SOLE 634300.00
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LOUDEYE TECHNOLOGIES INC COM 545754103 68 10000.00 SH SOLE 10000.00
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TXU CORP COM 873168108 42112 1062752.00 SH SOLE 1062752.00
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SCHLUMBERGER LTD COM 806857108 170724 2074100.00 SH SOLE 2074100.00
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BLAZE SOFTWARE INC COM 09347T109 1015 80400.00 SH SOLE 80400.00
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TULARIK INC COM 899165104 6600 200000.00 SH SOLE 200000.00
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AON CORP COM 037389103 50549 1287875.00 SH SOLE 1287875.00
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CVS CORP COM 126650100 53806 1161800.00 SH SOLE 1161800.00
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CHARTER ONE FINL INC COM 160903100 31684 1299872.10 SH SOLE 1299872.10
HOUGHTON MIFFLIN CO COM 441560109 3328 84800.00 SH SOLE 84800.00
TANNING TECHNOLOGY CORP COM 87588P101 1375 100000.00 SH SOLE 100000.00
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TJX COS INC NEW COM 872540109 25826 1147800.00 SH SOLE 1147800.00
IXL ENTERPRISES INC COM 450718101 1211 276900.00 SH SOLE 276900.00
TOSCO CORP COM NEW 891490302 18376 589200.00 SH SOLE 589200.00
WEYERHAEUSER CO COM 962166104 31840 788600.00 SH SOLE 788600.00
LILLY ELI + CO COM 532457108 333176 4106948.00 SH SOLE 4106948.00
FINISAR CORP COM 31787A101 23757 491100.00 SH SOLE 491100.00
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MBNA CORP COM 55262L100 119163 3095145.00 SH SOLE 3095145.00
MEDTRONIC INC COM 585055106 224836 4339424.00 SH SOLE 4339424.00
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MERCK + CO INC COM 589331107 640192 8600400.00 SH SOLE 8600400.00
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LANDS END INC COM 515086106 1808 86100.00 SH SOLE 86100.00
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PC TEL INC COM 69325Q105 1860 80000.00 SH SOLE 80000.00
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SAKS INC COM 79377W108 1400 141800.00 SH SOLE 141800.00
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TIME WARNER TELECOM INC CL A 887319101 4276 88500.00 SH SOLE 88500.00
TRIGON HEALTHCARE INC COM 89618L100 6124 116500.00 SH SOLE 116500.00
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DANAHER CORP COM 235851102 27282 548375.00 SH SOLE 548375.00
RAMBUS INC DEL COM 750917106 21858 276900.00 SH SOLE 276900.00
DOLLAR GEN CORP 256669102 20852 1244900.00 SH SOLE 1244900.00
FRANKLIN RES INC COM 354613101 47003 1057908.00 SH SOLE 1057908.00
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ILLINOIS TOOL WKS INC COM 452308109 65632 1174617.00 SH SOLE 1174617.00
STATE STREET CORPORATION COM 857477103 88894 683800.00 SH SOLE 683800.00
JOHNSON + JOHNSON COM 478160104 473857 5044389.00 SH SOLE 5044389.00
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PRICE T ROWE + ASSOC INC COM 741477103 22197 472900.00 SH SOLE 472900.00
AMERICAN HOME PRODUCTS CORP COM 026609107 271749 4804400.00 SH SOLE 4804400.00
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MINIMED INC COM 60365K108 13960 156200.00 SH SOLE 156200.00
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CATERPILLAR INC COM 149123101 43767 1296800.00 SH SOLE 1296800.00
DONNELLEY R R + SONS CO COM 257867101 13308 541800.00 SH SOLE 541800.00
DOW CHEM CO COM 260543103 61820 2479000.00 SH SOLE 2479000.00
DU PONT E I DE NEMOURS + CO COM 263534109 157405 3798615.00 SH SOLE 3798615.00
7 ELEVEN INC COM NEW 817826209 3258 255560.00 SH SOLE 255560.00
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EMERSON ELEC CO COM 291011104 109009 1627000.00 SH SOLE 1627000.00
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C CUBE MICROSYSTEMS INC NEW COM 12501N108 6816 332500.00 SH SOLE 332500.00
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MCDONALDS CORP COM 580135101 151900 5031900.00 SH SOLE 5031900.00
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NETGURU COM INC COM 64111K107 1360 80000.00 SH SOLE 80000.00
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NETIQ COM 64115P102 7172 109190.00 SH SOLE 109190.00
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VARCO INTL INC DEL COM 922122106 12462 598785.00 SH SOLE 598785.00
ALBERTSONS INC COM 013104104 36272 1727260.00 SH SOLE 1727260.00
VIANT CORP COM 92553N107 634 107900.00 SH SOLE 107900.00
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TELIGENT INC CL A 87959Y103 2206 169700.00 SH SOLE 169700.00
INTERLIANT INC COM 458742103 600 75000.00 SH SOLE 75000.00
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DILLARDS INC CL A 254067101 4606 433500.00 SH SOLE 433500.00
EATON CORP COM 278058102 16528 268200.00 SH SOLE 268200.00
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HASBRO INC COM 418056107 13743 1201562.00 SH SOLE 1201562.00
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LEHMAN BROTHERS HLDGS INC COM 524908100 73550 497800.00 SH SOLE 497800.00
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INFOGRAMES INC COM 45665T107 390 53760.00 SH SOLE 53760.00
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NIKE INC CL B 654106103 45840 1144200.00 SH SOLE 1144200.00
OGDEN CORP COM 676346109 3719 274200.00 SH SOLE 274200.00
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BURLINGTON RES INC COM 122014103 31858 865423.00 SH SOLE 865423.00
CENTEX CORP COM 152312104 8632 268700.00 SH SOLE 268700.00
CHUBB CORP COM 171232101 53481 675900.00 SH SOLE 675900.00
COASTAL CORP COM 190441105 63243 853200.00 SH SOLE 853200.00
COCA COLA ENTERPRISES INC COM STK 191219104 24271 1522900.00 SH SOLE 1522900.00
COLGATE PALMOLIVE CO COM 194162103 98794 2093100.00 SH SOLE 2093100.00
DARDEN RESTAURANTS INC COM 237194105 10348 497200.00 SH SOLE 497200.00
DOW JONES + CO INC COM 260561105 13455 222400.00 SH SOLE 222400.00
EASTERN ENTERPRISES COM 27637F100 9387 147100.00 SH SOLE 147100.00
EDISON INTL COM 281020107 27825 1440800.00 SH SOLE 1440800.00
ENGELHARD CORP COM 292845104 12584 774400.00 SH SOLE 774400.00
FLUOR CORP COM 343861100 12279 409300.00 SH SOLE 409300.00
FOSTER WHEELER CORP COM 350244109 1546 213300.00 SH SOLE 213300.00
GEORGIA PAC CORP COM 373298108 16147 687100.00 SH SOLE 687100.00
GREAT ATLANTIC + PAC TEA INC COM 390064103 2195 198400.00 SH SOLE 198400.00
HARCOURT GEN INC COM 41163G101 22493 381235.00 SH SOLE 381235.00
HARTFORD FINANCIAL SVCS GRP COM 416515104 39642 543500.00 SH SOLE 543500.00
ITT INDS INC COM 450911102 10625 327550.00 SH SOLE 327550.00
JEFFERSON PILOT CORP COM 475070108 35795 527362.00 SH SOLE 527362.00
KAUFMAN + BROAD HOME CORP COM 486168107 10562 392100.00 SH SOLE 392100.00
KERR MCGEE CORP COM 492386107 21867 330075.00 SH SOLE 330075.00
LONGS DRUG STORES CORP COM 543162101 2896 151400.00 SH SOLE 151400.00
MBIA INC COM 55262C100 32653 459100.00 SH SOLE 459100.00
MALLINCKRODT INC NEW COM 561232109 7031 154100.00 SH SOLE 154100.00
MARRIOTT INTL INC NEW CL A 571903202 33224 911800.00 SH SOLE 911800.00
MCDERMOTT INTL INC COM 580037109 3421 311000.00 SH SOLE 311000.00
MEAD CORP COM 582834107 8833 377900.00 SH SOLE 377900.00
MILACRON INC COM 598709103 1790 134430.00 SH SOLE 134430.00
MILLIPORE CORP COM 601073109 14095 291000.00 SH SOLE 291000.00
NATIONAL CITY CORP COM 635405103 56352 2546988.00 SH SOLE 2546988.00
NUCOR CORP COM 670346105 9788 324900.00 SH SOLE 324900.00
OCCIDENTAL PETE CORP COM 674599105 34062 1561600.00 SH SOLE 1561600.00
OWENS CORNING COM 69073F103 376 143400.00 SH SOLE 143400.00
PALL CORP COM 696429307 10966 550000.00 SH SOLE 550000.00
PEOPLES ENERGY CORP COM 711030106 10363 310500.00 SH SOLE 310500.00
PEP BOYS MANNY MOE + JACK COM 713278109 1513 302685.00 SH SOLE 302685.00
NABISCO GROUP HLDG CORP COM 62952P102 25940 910180.00 SH SOLE 910180.00
ROHM + HAAS CO COM 775371107 24777 852550.00 SH SOLE 852550.00
RUSSELL CORP COM 782352108 3854 242800.00 SH SOLE 242800.00
SERVICE CORP INTL COM 817565104 866 355128.00 SH SOLE 355128.00
SUMMIT BANCORP COM 866005101 22733 658929.00 SH SOLE 658929.00
SUNOCO INC COM 86764P109 10845 402602.00 SH SOLE 402602.00
SYNOVUS FINL CORP COM 87161C105 15117 713475.00 SH SOLE 713475.00
SYSCO CORP COM 871829107 55899 1207000.00 SH SOLE 1207000.00
RADIOSHACK CORP COM 750438103 50433 780400.00 SH SOLE 780400.00
TEKTRONIX INC COM 879131100 18627 242500.00 SH SOLE 242500.00
THOMAS + BETTS CORP COM 884315102 5701 326936.00 SH SOLE 326936.00
TORCHMARK INC COM 891027104 7304 262600.00 SH SOLE 262600.00
TUPPERWARE CORP COM 899896104 8874 493000.00 SH SOLE 493000.00
WADDELL + REED FINL INC CL A 930059100 748 24118.00 SH SOLE 24118.00
WENDYS INTL INC COM 950590109 11432 569810.00 SH SOLE 569810.00
WESTVACO CORP COM 961548104 9668 362250.00 SH SOLE 362250.00
WINN DIXIE STORES INC COM 974280109 4197 291999.00 SH SOLE 291999.00
WRIGLEY WM JR CO COM 982526105 31769 424300.00 SH SOLE 424300.00
ABM INDS INC COM 000957100 3594 132200.00 SH SOLE 132200.00
AK STL HLDG CORP COM 001547108 7277 776239.00 SH SOLE 776239.00
COMCAST CORP CL A SPL 200300200 102707 2508876.00 SH SOLE 2508876.00
ACKERLEY COMMUNICATIONS INC COM 004527107 669 66900.00 SH SOLE 66900.00
ALBEMARLE CORP COM 012653101 1244 61600.00 SH SOLE 61600.00
ALEXANDER + BALDWIN INC COM 014482103 7740 297700.00 SH SOLE 297700.00
ALLEGHENY ENERGY INC COM 017361106 15672 410400.00 SH SOLE 410400.00
AMERICAN FINL GROUP INC OHIO COM 025932104 4566 196900.00 SH SOLE 196900.00
AMETEK AEROSPACE PRODS INC COM 031100100 7257 342500.00 SH SOLE 342500.00
ANALOGIC CORP COM PAR 0.05 032657207 3844 100000.00 SH SOLE 100000.00
ANGELICA CORP COM 034663104 639 66000.00 SH SOLE 66000.00
APTARGROUP INC COM 038336103 4788 200000.00 SH SOLE 200000.00
ARGONAUT GROUP INC COM 040157109 4718 269600.00 SH SOLE 269600.00
AVNET INC COM 053807103 10624 374400.00 SH SOLE 374400.00
BALDOR ELEC CO COM 057741100 4989 245606.00 SH SOLE 245606.00
BECKMAN COULTER INC COM 075811109 13181 170900.00 SH SOLE 170900.00
BLANCH E W HLDGS INC 093210102 3725 179500.00 SH SOLE 179500.00
BLOCK DRUG INC CL A 093644102 5400 125219.00 SH SOLE 125219.00
BOB EVANS FARMS INC COM 096761101 4551 246022.00 SH SOLE 246022.00
BOWNE + CO INC COM 103043105 2874 294800.00 SH SOLE 294800.00
BROWN SHOE INC NEW COM 115736100 949 103300.00 SH SOLE 103300.00
CIT GROUP INC CL A 125577106 9905 566000.00 SH SOLE 566000.00
CNA SURETY CORP COM 12612L108 1610 140000.00 SH SOLE 140000.00
CNF TRANSN INC COM 12612W104 3066 137800.00 SH SOLE 137800.00
CALLAWAY GOLF CO COM 131193104 9961 647900.00 SH SOLE 647900.00
CARAUSTAR INDS INC COM 140909102 4235 382800.00 SH SOLE 382800.00
CARTER WALLACE INC. COM 146285101 12426 508500.00 SH SOLE 508500.00
CHURCH + DWIGHT INC COM 171340102 7435 404600.00 SH SOLE 404600.00
BROADWING INC COM 111620100 21531 842304.00 SH SOLE 842304.00
CLAIRE S STORES INC COM 179584107 8450 469425.00 SH SOLE 469425.00
CLARCOR INC 179895107 3712 190350.00 SH SOLE 190350.00
CLAYTON HOMES INC COM 184190106 6833 683275.00 SH SOLE 683275.00
COMDISCO INC COM 200336105 13715 719500.00 SH SOLE 719500.00
COMPUTER TASK GROUP INC COM 205477102 801 256454.00 SH SOLE 256454.00
CONECTIV INC COM 206829103 8790 491750.00 SH SOLE 491750.00
CORN PRODUCTS INTL INC COM 219023108 4054 178200.00 SH SOLE 178200.00
DQE COM STK 23329J104 13301 331500.00 SH SOLE 331500.00
DPL INC COM 233293109 1937 65116.00 SH SOLE 65116.00
D.R.HORTON INC COM 23331A109 4023 234040.44 SH SOLE 234040.44
DALLAS SEMICONDUCTOR CORP COM 235204104 11713 356300.00 SH SOLE 356300.00
DEXTER CORP COM 252165105 9296 154940.00 SH SOLE 154940.00
DIAMOND OFFSHORE DRILLING INC COM 25271C102 7970 194400.00 SH SOLE 194400.00
DIEBOLD INC COM 253651103 9917 373357.00 SH SOLE 373357.00
DOW JONES + CO INC CL B CONV 260561204 6695 103000.00 SH SOLE 103000.00
DREYERS GRAND ICE CREAM INC COM NPV 261878102 2156 100000.00 SH SOLE 100000.00
EARTHGRAINS CO COM 270319106 3862 209440.00 SH SOLE 209440.00
EATON VANCE CORP COM NON VTG 278265103 19074 374000.00 SH SOLE 374000.00
EDWARDS A G INC COM 281760108 12089 231100.00 SH SOLE 231100.00
ELCOR CHEM CORP COM 284443108 5478 377775.00 SH SOLE 377775.00
EOG RESOURCES INC COM 26875P101 16592 426800.00 SH SOLE 426800.00
FAMILY DLR STORES INC COM 307000109 11712 608400.00 SH SOLE 608400.00
FIDELITY NATL FINL INC COM 316326107 4812 194431.00 SH SOLE 194431.00
FIRST MIDWEST BANCORP INC DEL COM 320867104 7837 294333.00 SH SOLE 294333.00
FIRST VA BKS INC COM 337477103 11623 272675.00 SH SOLE 272675.00
FLOWSERVE CORP COM 34354P105 1936 117759.00 SH SOLE 117759.00
TUCKER ANTHONY SUTRO COM 898647102 7044 277600.00 SH SOLE 277600.00
FULLER H B CO COM 359694106 8614 299600.00 SH SOLE 299600.00
G + K SERVICES CL A 361268105 4722 168268.00 SH SOLE 168268.00
GATX COM 361448103 16557 395400.00 SH SOLE 395400.00
GALILEO INTL INC COM 363547100 3134 202200.00 SH SOLE 202200.00
GALLAGHER ARTHUR J + CO COM 363576109 21841 369400.00 SH SOLE 369400.00
GENCORP INC COM 368682100 4636 570600.00 SH SOLE 570600.00
GEORGIA GULF CORP COM 373200203 2185 191000.00 SH SOLE 191000.00
GEORGIA PAC CORP COM TIMBER GROUP 373298702 7684 285900.00 SH SOLE 285900.00
GERBER SCIENTIFIC INC COM 373730100 3080 357075.00 SH SOLE 357075.00
GLATFELTER P H CO COM 377316104 3167 261200.00 SH SOLE 261200.00
GRANITE CONSTR INC 387328107 808 33300.00 SH SOLE 33300.00
HSB GROUP INC COM 40428N109 14264 355500.00 SH SOLE 355500.00
HAWAIIAN ELEC INDS INC COM 419870100 5988 171700.00 SH SOLE 171700.00
HEILIG MEYERS CO COM 422893107 44 261400.00 SH SOLE 261400.00
HELIX TECHNOLOGY CORP COM 423319102 3788 126800.00 SH SOLE 126800.00
HILLENBRAND INDS INC COM 431573104 10431 233100.00 SH SOLE 233100.00
HORMEL FOODS CORP COM 440452100 11211 671800.00 SH SOLE 671800.00
HUNT J B TRANS SVCS INC COM 445658107 3052 239400.00 SH SOLE 239400.00
ICN PHARMACEUTICALS INC COM 448924100 20176 606805.00 SH SOLE 606805.00
IBP INC COM STK 449223106 4358 238000.00 SH SOLE 238000.00
IDACORP INC COM 451107106 4112 88900.00 SH SOLE 88900.00
IDEX CORP COM 45167R104 4165 149100.00 SH SOLE 149100.00
INNOVEX INC COM 457647105 5769 423400.00 SH SOLE 423400.00
INTER TEL INC COM 458372109 1614 141900.00 SH SOLE 141900.00
INTERFACE INC CL A 458665106 2391 300000.00 SH SOLE 300000.00
INTERMET CORP COM 45881K104 834 115000.00 SH SOLE 115000.00
INVACARE CORP COM 461203101 7267 226200.00 SH SOLE 226200.00
INVESTORS FINL SERVICES CORP COM 461915100 11282 178724.00 SH SOLE 178724.00
IPALCO ENTERPRISES INC COM 462613100 8532 373000.00 SH SOLE 373000.00
JLG INDS INC COM 466210101 2019 165700.00 SH SOLE 165700.00
KAMAN CORP CL A 483548103 1148 90900.00 SH SOLE 90900.00
KENNAMETAL INC COM 489170100 3839 149100.00 SH SOLE 149100.00
KIMBALL INTL INC CL B 494274103 4259 238292.00 SH SOLE 238292.00
LG + E ENERGY CORP COM 501917108 13336 545723.00 SH SOLE 545723.00
LTV CORP NEW COM 501921100 265 202100.00 SH SOLE 202100.00
LACLEDE GAS CO COM 505588103 4853 224400.00 SH SOLE 224400.00
LANCE INC COM 514606102 2655 273200.00 SH SOLE 273200.00
LEE ENTERPRISES INC COM 523768109 8293 287200.00 SH SOLE 287200.00
LENNAR CORP COM 526057104 6847 230650.00 SH SOLE 230650.00
LIBBEY INC COM 529898108 8002 257100.00 SH SOLE 257100.00
LILLY INDL INC CL A 532491107 1555 52700.00 SH SOLE 52700.00
LONGVIEW FIBRE CO WASHINGTON COM 543213102 4927 410600.00 SH SOLE 410600.00
M + T BK CORP COM 55261F104 25046 49110.00 SH SOLE 49110.00
MARCUS CORP COM 566330106 6130 583762.00 SH SOLE 583762.00
MASCOTECH INC COM 574670105 5664 342000.00 SH SOLE 342000.00
MCCLATCHY CO CL A 579489105 6470 183875.00 SH SOLE 183875.00
MCCORMICK + CO INC COM NON VTG 579780206 16434 552400.00 SH SOLE 552400.00
MENTOR CORP MINN COM 587188103 1098 69700.00 SH SOLE 69700.00
MERCANTILE BANKSHARES CORP COM 587405101 15473 426300.00 SH SOLE 426300.00
MICHAEL FOODS INC NEW COM 594079105 3798 162500.00 SH SOLE 162500.00
MIDAS INC COM 595626102 1913 136666.00 SH SOLE 136666.00
MITCHELL ENERGY + DEV CORP CL A 606592202 10209 218950.00 SH SOLE 218950.00
MOLEX INC COM 608554101 13556 249018.00 SH SOLE 249018.00
MONTANA PWR CO COM 612085100 16277 487700.00 SH SOLE 487700.00
MURPHY OIL CORP COM 626717102 13539 208895.00 SH SOLE 208895.00
MYLAN LABS INC COM 628530107 22610 839350.00 SH SOLE 839350.00
NL INDS INC COM NEW 629156407 4981 235104.00 SH SOLE 235104.00
NATIONAL DATA CORP COM 635621105 18293 557500.00 SH SOLE 557500.00
NATIONAL FUEL GAS CO N J COM 636180101 11846 211300.00 SH SOLE 211300.00
NISOURCE INC COM 65473P105 12339 506200.00 SH SOLE 506200.00
NOBLE AFFILIATES INC COM 654894104 15206 409600.00 SH SOLE 409600.00
NORTH FORK BANCORPORATION INC COM 659424105 2266 104800.00 SH SOLE 104800.00
OLD KENT FINL CORP COM 679833103 20093 694353.00 SH SOLE 694353.00
PMI GROUP INC COM 69344M101 7917 116850.00 SH SOLE 116850.00
PXRE GROUP LIMITED BERMUDA SHS G73018106 3358 213200.00 SH SOLE 213200.00
PAINE WEBBER GROUP INC COM 695629105 33362 489712.00 SH SOLE 489712.00
PIER 1 IMPORTS INC COM 720279108 9882 728617.00 SH SOLE 728617.00
PITTSTON BRINKS GROUP COM 725701106 6403 413110.00 SH SOLE 413110.00
POGO PRODUCING CO COM 730448107 11698 461000.00 SH SOLE 461000.00
POPULAR INC COM 733174106 17324 640152.00 SH SOLE 640152.00
POTOMAC ELEC PWR CO COM 737679100 13677 543000.00 SH SOLE 543000.00
PRECISION CASTPARTS CORP COM 740189105 19920 519100.00 SH SOLE 519100.00
PRESIDENTIAL LIFE CORP COM 740884101 693 46400.00 SH SOLE 46400.00
CORECTIONS CORP AMER NEW COM 22025Y100 278 234100.00 SH SOLE 234100.00
PROTECTIVE LIFE CORP COM 743674103 21399 716300.00 SH SOLE 716300.00
PUGET SOUND ENERGY INC COM RTS CALLABLE THRU 25JAN01 745332106 12066 475508.00 SH SOLE 475508.00
PULITZER INC COM 745769109 4359 101500.00 SH SOLE 101500.00
RLI CORP COM 749607107 2172 56312.00 SH SOLE 56312.00
R.P.M. INC OHIO COM 749685103 7762 856463.00 SH SOLE 856463.00
RAYMOND JAMES FINANCIAL INC COM 754730109 8234 249975.00 SH SOLE 249975.00
RAYONIER INC COM 754907103 5698 158562.00 SH SOLE 158562.00
REGAL BELOIT CORP COM 758750103 4211 248300.00 SH SOLE 248300.00
REINSURANCE GROUP AMER INC COM 759351109 12905 376800.00 SH SOLE 376800.00
RELIANCE GROUP HLDGS INC COM 759464100 196 966600.00 SH SOLE 966600.00
RELIANCE STL + ALUM CO COM 759509102 3460 164250.00 SH SOLE 164250.00
REYNOLDS + REYNOLDS CO CL A 761695105 12919 650000.00 SH SOLE 650000.00
ROADWAY EXPRESS INC DEL COM 769742107 2949 164400.00 SH SOLE 164400.00
R G S ENERGY GROUP INC COM 74956K104 6475 229700.00 SH SOLE 229700.00
ROLLINS INC COM 775711104 8039 542700.00 SH SOLE 542700.00
ROLLINS TRUCK LEASING CORP COM 775741101 2130 337500.00 SH SOLE 337500.00
ROPER INDS COM 776696106 8625 259900.00 SH SOLE 259900.00
RUDDICK CORP COM 781258108 2463 177500.00 SH SOLE 177500.00
RYERSON TULL INC NEW COM 78375P107 2072 219600.00 SH SOLE 219600.00
ST JOE CO COM 790148100 8755 315500.00 SH SOLE 315500.00
SCHULMAN A INC COM 808194104 5177 470591.00 SH SOLE 470591.00
SEITEL INC COM NEW 816074306 2415 168000.00 SH SOLE 168000.00
SELECTIVE INS GROUP INC COM 816300107 10164 568600.00 SH SOLE 568600.00
SERVICE MASTER COMPANY COM 81760N109 10075 1020234.00 SH SOLE 1020234.00
SMITH A O CORP COM 831865209 2259 179850.00 SH SOLE 179850.00
SOTHEBYS HLDGS INC CL A 835898107 11465 460900.00 SH SOLE 460900.00
SOUTHTRUST CORP COM 844730101 29409 935483.00 SH SOLE 935483.00
SOVEREIGN BANCORP INC COM 845905108 13208 1427940.00 SH SOLE 1427940.00
SPARTECH CORP COM NEW 847220209 778 50000.00 SH SOLE 50000.00
STANDARD MTR PRODS INC CL A 853666105 1042 130300.00 SH SOLE 130300.00
STANDARD PAC CORP NEW COM 85375C101 1978 109900.00 SH SOLE 109900.00
STEWART + STEVENSON SVCS INC COM 860342104 6096 349596.00 SH SOLE 349596.00
STEWART ENTERPRISES INC CL A 860370105 1711 883100.00 SH SOLE 883100.00
SUNSOURCE CAP TR TR PFD SECS 11.60 867949208 2149 128326.00 SH SOLE 128326.00
SUPERIOR INDS INTL INC COM 868168105 3254 108450.00 SH SOLE 108450.00
TCF FINANCIAL CORP COM 872275102 17898 475700.00 SH SOLE 475700.00
TECO ENERGY INC COM 872375100 18311 636900.00 SH SOLE 636900.00
TELEGLOBE INC COM 87941V100 3403 162050.00 SH SOLE 162050.00
TELEPHONE + DATA SYS INC COM 879433100 25992 234800.00 SH SOLE 234800.00
TEXAS REGL BANCSHARES INC CL A VTG 882673106 4381 154400.00 SH SOLE 154400.00
THOMAS INDS INC COM 884425109 2914 143907.00 SH SOLE 143907.00
TORO CO COM 891092108 3430 108900.00 SH SOLE 108900.00
TOTAL SYS SVCS INC COM 891906109 5357 318650.00 SH SOLE 318650.00
TRUE NORTH COMMUNICATIONS COM 897844106 6950 194400.00 SH SOLE 194400.00
UNITED DOMINION INDS LTD COM 909914103 4738 200000.00 SH SOLE 200000.00
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UNITED TELEVISION INC COM 913066106 23094 157100.00 SH SOLE 157100.00
UNITRIN INC COM 913275103 14129 445900.00 SH SOLE 445900.00
UNIVERSAL CORP VA COM 913456109 4057 138100.00 SH SOLE 138100.00
UNIVERSAL FOODS CORP COM 913538104 1912 93848.00 SH SOLE 93848.00
VALHI INC NEW 918905100 4749 378000.00 SH SOLE 378000.00
VALERO ENERGY CORP COM 91913Y100 7664 217800.00 SH SOLE 217800.00
VARIAN MED SYS INC COM 92220P105 9697 214600.00 SH SOLE 214600.00
WFS FINL INC COM 92923B106 1662 98100.00 SH SOLE 98100.00
WD 40 CO COM 929236107 3931 185000.00 SH SOLE 185000.00
WADDELL + REED FINL INC CL B 930059209 3011 103812.00 SH SOLE 103812.00
WARNACO GROUP INC COM CL A 934390105 1102 275556.00 SH SOLE 275556.00
WASHINGTON POST CO CL B 939640108 2397 4541.00 SH SOLE 4541.00
WAUSAU MOSINEE PAPER CORP COM 943315101 3839 495374.00 SH SOLE 495374.00
WEIS MKTS INC COM 948849104 3303 83225.00 SH SOLE 83225.00
WERNER ENTERPRISES INC 950755108 4545 386812.00 SH SOLE 386812.00
WEST PHARMACEUTICAL SVCS INC COM 955306105 5003 215202.00 SH SOLE 215202.00
WESTERN GAS RES INC COM 958259103 2506 100000.00 SH SOLE 100000.00
WILLIAMS COS INC COM 969457100 79967 1892701.00 SH SOLE 1892701.00
WILMINGTON TR CORP COM 971807102 16629 310100.00 SH SOLE 310100.00
ZENITH NATL INS CORP COM 989390109 2168 99100.00 SH SOLE 99100.00
ADVANCED MICRO DEVICES INC COM 007903107 22847 967080.00 SH SOLE 967080.00
ALLERGAN INC COM 018490102 49075 581200.00 SH SOLE 581200.00
ALZA CORP COM 022615108 40366 466660.00 SH SOLE 466660.00
AMERICAN STD COS INC DEL COM 029712106 13291 299100.00 SH SOLE 299100.00
CHAMPION ENTERPRISES INC COM 158496109 957 225100.00 SH SOLE 225100.00
COMMSCOPE INC COM 203372107 10449 426500.00 SH SOLE 426500.00
COVANCE INC COM 222816100 2468 301480.00 SH SOLE 301480.00
CUMMINS ENGINE INC COM 231021106 5218 174300.00 SH SOLE 174300.00
FIRST UN CORP COM 337358105 118926 3694803.00 SH SOLE 3694803.00
GENZYME CORP COM 372917104 25352 371800.00 SH SOLE 371800.00
GREENPOINT FINL CORP COM 395384100 3860 130300.00 SH SOLE 130300.00
MANOR CARE INC NEW COM 564055101 5950 379300.00 SH SOLE 379300.00
LEAR CORP COM 521865105 2017 98100.00 SH SOLE 98100.00
LYONDELL CHEMICAL CO COM 552078107 1977 167400.00 SH SOLE 167400.00
NEW YORK TIMES CO CL A 650111107 24589 625488.00 SH SOLE 625488.00
PRAXAIR INC COM 74005P104 23012 615700.00 SH SOLE 615700.00
ST JUDE MED INC COM 790849103 15241 298850.00 SH SOLE 298850.00
ULTRAMAR DIAMOND SHAMROCK COM 904000106 3462 136426.00 SH SOLE 136426.00
ARCH COAL INC COM 039380100 1123 112318.00 SH SOLE 112318.00
CTS CORP COM 126501105 5063 100000.00 SH SOLE 100000.00
AVANT CORP COM 053487104 5046 276500.00 SH SOLE 276500.00
EBT INTL INC COM 268248101 537 108100.00 SH SOLE 108100.00
MANUGISTICS GROUP INC COM 565011103 3925 40000.00 SH SOLE 40000.00
OBJECTIVE SYS INTEGRATORS INC COM 674424106 1189 136900.00 SH SOLE 136900.00
OPEN MKT INC COM 68370M100 1445 230000.00 SH SOLE 230000.00
URBAN OUTFITTERS INC COM 917047102 623 60000.00 SH SOLE 60000.00
AMERICAN INTL GROUP INC COM 026874107 809295 8457686.00 SH SOLE 8457686.00
ANADARKO PETE CORP COM 032511107 60597 911786.00 SH SOLE 911786.00
ANALOG DEVICES INC COM 032654105 111129 1345994.00 SH SOLE 1345994.00
BJ SVCS CO COM 055482103 18244 298474.00 SH SOLE 298474.00
BERKSHIRE HATHAWAY INC DEL CL B 084670207 51969 25106.00 SH SOLE 25106.00
CONEXANT SYS INC COM 207142100 43663 1042700.00 SH SOLE 1042700.00
HARLEY DAVIDSON INC COM 412822108 60337 1260300.00 SH SOLE 1260300.00
INTERNATIONAL PAPER CO COM 460146103 37708 1314433.00 SH SOLE 1314433.00
APPLIED MATERIALS INC COM 038222105 176512 2975974.00 SH SOLE 2975974.00
ASPECT COMMUNICATIONS INC COM 04523Q102 11583 561600.00 SH SOLE 561600.00
ATMEL CORP COM 049513104 20749 1366200.00 SH SOLE 1366200.00
CIENA CORP COM 171779101 138176 1125100.00 SH SOLE 1125100.00
MAXIM INTEGRATED PRODS INC COM 57772K101 87395 1086500.00 SH SOLE 1086500.00
PARAMETRIC TECHNOLOGY CORP 699173100 12762 1166774.00 SH SOLE 1166774.00
SYNOPSYS INC COM 871607107 7639 201700.00 SH SOLE 201700.00
JDS UNIPHASE CORP COM 46612J101 294338 3108524.00 SH SOLE 3108524.00
ADC TELECOMMUNICATIONS INC COM 000886101 81949 3047492.00 SH SOLE 3047492.00
AFLAC INC COM 001055102 72005 1123974.00 SH SOLE 1123974.00
AUTOZONE INC COM 053332102 15226 671100.00 SH SOLE 671100.00
BOSTON SCIENTIFIC CORP COM 101137107 28051 1706502.00 SH SOLE 1706502.00
CBRL GROUP INC COM 12489V106 3150 219150.00 SH SOLE 219150.00
EQUIFAX INC COM 294429105 17798 660700.00 SH SOLE 660700.00
FISERV INC 337738108 29719 496350.00 SH SOLE 496350.00
GUIDANT CORP COM 401698105 89880 1271508.00 SH SOLE 1271508.00
WORLDCOM INC COM 98157D106 335704 11051970.00 SH SOLE 11051970.00
NETWORKS ASSOCS INC COM 640938106 12120 535701.00 SH SOLE 535701.00
PE CORP COM CELERA GENOMICS GROUP 69332S201 26135 262330.00 SH SOLE 262330.00
ROBERT HALF INTL INC COM 770323103 18828 542800.00 SH SOLE 542800.00
USA ED INC COM 90390U102 42737 886900.00 SH SOLE 886900.00
SOLECTRON CORP COM 834182107 95820 2077400.00 SH SOLE 2077400.00
STAPLES INC COM 855030102 26001 1832700.00 SH SOLE 1832700.00
AMR CORP DEL COM 001765106 17972 549800.00 SH SOLE 549800.00
CADENCE DESIGN SYS INC COM 127387108 28232 1099043.00 SH SOLE 1099043.00
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DOVER CORP COM 260003108 35203 750000.00 SH SOLE 750000.00
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ALLMERICA FINL CORP COM 019754100 17340 271200.00 SH SOLE 271200.00
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BLACK + DECKER CORPORATION COM 091797100 11186 327200.00 SH SOLE 327200.00
BUFFETS INC COM STK 119882108 2336 169900.00 SH SOLE 169900.00
COLUMBIA ENERGY GROUP COM 197648108 27246 383750.00 SH SOLE 383750.00
COMPUWARE CORP COM 205638109 13595 1623300.00 SH SOLE 1623300.00
COPPER MTN NETWORKS INC COM 217510106 3731 99500.00 SH SOLE 99500.00
DIME BANCORP INC NEW COM USD0.01 25429Q102 14827 687635.00 SH SOLE 687635.00
FOOTSTAR INC COM 344912100 5809 179764.00 SH SOLE 179764.00
GOLDMAN SACHS GROUP INC COM 38141G104 30831 270600.00 SH SOLE 270600.00
KELLY SVCS INC CL A 488152208 10435 441687.00 SH SOLE 441687.00
LITTON INDS INC COM 538021106 7311 163600.00 SH SOLE 163600.00
MARIMBA INC COM 56781Q109 2757 225600.00 SH SOLE 225600.00
NTL INC COM 629407107 14859 320850.00 SH SOLE 320850.00
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SPRINT CORP PCS COM SER 1 852061506 92562 2639916.00 SH SOLE 2639916.00
SUN MICROSYSTEMS INC COM 866810104 682439 5845300.00 SH SOLE 5845300.00
UNISYS CORP COM 909214108 12144 1079500.00 SH SOLE 1079500.00
VIACOM INC CL A 925524100 20794 355456.00 SH SOLE 355456.00
VOICESTREAM WIRELESS CORP COM 928615103 67865 584724.00 SH SOLE 584724.00
WELLPOINT HEALTH NETWORKS INC COM 94973H108 16946 176516.00 SH SOLE 176516.00
ZALE CORP NEW COM 988858106 3665 113000.00 SH SOLE 113000.00
AUTONATION INC DEL COM 05329W102 8589 1431500.00 SH SOLE 1431500.00
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NET PERCEPTIONS INC COM 64107U101 344 72820.00 SH SOLE 72820.00
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THESTREET COM INC COM 88368Q103 194 43031.00 SH SOLE 43031.00
USINTERNETWORKING INC COM 917311805 3459 518500.00 SH SOLE 518500.00
ABERCROMBIE AND FITCH CO COM CL A 002896207 10167 533351.00 SH SOLE 533351.00
ADELPHIA COMMUNICATIONS CORP CL A 006848105 13067 474100.00 SH SOLE 474100.00
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AT HOME CORP COM SER A 045919107 18637 1319423.00 SH SOLE 1319423.00
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BED BATH + BEYOND INC COM 075896100 30120 1234900.00 SH SOLE 1234900.00
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COX COMMUNICATIONS INC NEW CL A 224044107 59818 1563882.00 SH SOLE 1563882.00
DST SYS INC DEL COM 233326107 17132 145800.00 SH SOLE 145800.00
DISNEY WALT CO DISNEY COM 254687106 297703 7783092.00 SH SOLE 7783092.00
DOUBLECLICK INC COM 258609304 14539 454332.00 SH SOLE 454332.00
E TRADE GROUP INC COM 269246104 23765 1445800.00 SH SOLE 1445800.00
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GAP INC COM 364760108 64288 3194412.00 SH SOLE 3194412.00
SPHERION CORP COM 848420105 3892 326000.00 SH SOLE 326000.00
INTUIT COM 461202103 36070 632800.00 SH SOLE 632800.00
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KOHLS CORP COM 500255104 72588 1258300.00 SH SOLE 1258300.00
KROGER CO COM 501044101 66036 2926800.00 SH SOLE 2926800.00
LEGATO SYSTEMS INC COM 524651106 6902 513600.00 SH SOLE 513600.00
LYCOS INC COM 550818108 28397 412948.00 SH SOLE 412948.00
IGATE CAP CORP COM 45169U105 677 125949.00 SH SOLE 125949.00
MEDIMMUNE INC COM 584699102 36041 466551.00 SH SOLE 466551.00
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ORACLE CORP COM 68389X105 848022 10768536.00 SH SOLE 10768536.00
OUTBACK STEAKHOUSE INC 689899102 6704 247150.00 SH SOLE 247150.00
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STERIS CORP COM 859152100 3276 273000.00 SH SOLE 273000.00
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USA NETWORKS INC COM 902984103 38380 1749508.00 SH SOLE 1749508.00
WATERS CORP COM 941848103 51353 577000.00 SH SOLE 577000.00
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YAHOO INC COM 984332106 174997 1923046.00 SH SOLE 1923046.00
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MICRON TECHNOLOGY INC COM 595112103 89461 1944800.00 SH SOLE 1944800.00
QUALCOMM INC COM 747525103 191256 2684300.00 SH SOLE 2684300.00
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VIACOM INC CL B 925524308 342008 5846291.00 SH SOLE 5846291.00
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CREE INC COM 225447101 14485 124600.00 SH SOLE 124600.00
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POLYCOM INC COM 73172K104 7380 110200.00 SH SOLE 110200.00
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PSINET INC COM 74437C101 8530 886280.00 SH SOLE 886280.00
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SDL INC COM 784076101 91611 297439.00 SH SOLE 297439.00
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VALENTIS INC COM 91913E104 988 119751.00 SH SOLE 119751.00
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CONOCO INC CL B 208251405 1141 42354.00 SH SOLE 42354.00
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PE CORP COM PE BIOSYSTEMS GROUP 69332S102 1650 14164.00 SH SOLE 14164.00
PACTIV CORP COM 695257105 133 11897.00 SH SOLE 11897.00
AGILENT TECHNOLOGIES INC COM 00846U101 1502 30685.00 SH SOLE 30685.00
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ASSOCIATES FIRST CAP CORP CL A 046008108 1875 49345.00 SH SOLE 49345.00
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CITIGROUP INC COM 172967101 16493 305064.00 SH SOLE 305064.00
GILLETTE CO COM 375766102 2185 70769.00 SH SOLE 70769.00
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SCHWAB CHARLES CORP NEW COM STK 808513105 3278 92336.00 SH SOLE 92336.00
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FEDEX CORP COM 31428X106 871 19640.00 SH SOLE 19640.00
DOMINION RES INC VA NEW COM 25746U109 936 16124.00 SH SOLE 16124.00
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ALCOA INC COM 013817101 1484 58618.00 SH SOLE 58618.00
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CONSECO INC COM STK 208464107 173 22728.00 SH SOLE 22728.00
COOPER INDS INC COM 216669101 222 6296.00 SH SOLE 6296.00
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HEWLETT PACKARD CO COM 428236103 6581 67846.00 SH SOLE 67846.00
INTEL CORP COM 458140100 18872 454068.00 SH SOLE 454068.00
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TXU CORP COM 873168108 709 17902.00 SH SOLE 17902.00
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AON CORP COM 037389103 686 17465.00 SH SOLE 17465.00
CVS CORP COM 126650100 1231 26585.00 SH SOLE 26585.00
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CP + L ENERGY INC COM 12614C106 451 10820.00 SH SOLE 10820.00
CHARTER ONE FINL INC COM 160903100 369 15120.00 SH SOLE 15120.00
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WEYERHAEUSER CO COM 962166104 642 15896.00 SH SOLE 15896.00
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MBNA CORP COM 55262L100 2224 57766.00 SH SOLE 57766.00
MEDTRONIC INC COM 585055106 4203 81129.00 SH SOLE 81129.00
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DOLLAR GEN CORP 256669102 376 22476.00 SH SOLE 22476.00
FRANKLIN RES INC COM 354613101 733 16491.00 SH SOLE 16491.00
GENERAL ELEC CO COM 369604103 38693 670732.00 SH SOLE 670732.00
ILLINOIS TOOL WKS INC COM 452308109 1143 20462.00 SH SOLE 20462.00
STATE STREET CORPORATION COM 857477103 1422 10935.00 SH SOLE 10935.00
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AVON PRODS INC COM 054303102 662 16194.00 SH SOLE 16194.00
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BOEING CO COM 097023105 3862 61297.00 SH SOLE 61297.00
CATERPILLAR INC COM 149123101 799 23682.00 SH SOLE 23682.00
DONNELLEY R R + SONS CO COM 257867101 205 8326.00 SH SOLE 8326.00
DOW CHEM CO COM 260543103 1133 45429.00 SH SOLE 45429.00
DU PONT E I DE NEMOURS + CO COM 263534109 2942 71010.00 SH SOLE 71010.00
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EMERSON ELEC CO COM 291011104 1940 28952.00 SH SOLE 28952.00
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CIGNA CORP COM 125509109 1157 11084.00 SH SOLE 11084.00
DILLARDS INC CL A 254067101 68 6401.00 SH SOLE 6401.00
EATON CORP COM 278058102 305 4955.00 SH SOLE 4955.00
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HASBRO INC COM 418056107 135 11813.00 SH SOLE 11813.00
INGERSOLL RAND CO COM 456866102 376 11086.00 SH SOLE 11086.00
JOHNSON CTLS INC COM 478366107 310 5832.00 SH SOLE 5832.00
LEHMAN BROTHERS HLDGS INC COM 524908100 1214 8219.00 SH SOLE 8219.00
NIKE INC CL B 654106103 741 18495.00 SH SOLE 18495.00
VISTEON CORP COM 92839U107 135 8951.00 SH SOLE 8951.00
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WAL MART STORES INC COM 931142103 14542 302174.00 SH SOLE 302174.00
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STILWELL FINANCIAL INC COM 860831106 661 15200.00 SH SOLE 15200.00
ABBOTT LABS COM NPV 002824100 4995 105027.00 SH SOLE 105027.00
ALLTEL CORP COM 020039103 1117 21400.00 SH SOLE 21400.00
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CAPITAL ONE FINL CORP COM 14040H105 933 13321.00 SH SOLE 13321.00
CENTURYTEL INC COM 156700106 265 9707.00 SH SOLE 9707.00
CLOROX CO COM 189054109 633 16003.00 SH SOLE 16003.00
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COMERICA INC COM 200340107 618 10573.00 SH SOLE 10573.00
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ECOLAB INC COM 278865100 322 8936.00 SH SOLE 8936.00
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GANNETT INC COM 364730101 959 18101.00 SH SOLE 18101.00
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OMNICOM GROUP COM 681919106 882 12086.00 SH SOLE 12086.00
PAYCHEX INC COM 704326107 1328 25290.00 SH SOLE 25290.00
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XEROX CORP COM 984121103 680 45151.00 SH SOLE 45151.00
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IMS HEALTH INC COM 449934108 421 20313.00 SH SOLE 20313.00
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TYCO INTL LTD NEW COM 902124106 5939 114478.00 SH SOLE 114478.00
XCEL ENERGY INC COM 98389B100 636 23120.00 SH SOLE 23120.00
SYNAVANT INC COM 87157A105 7 1015.00 SH SOLE 1015.00
AETNA INC COM 008117103 557 9596.00 SH SOLE 9596.00
ARMSTRONG HLDGS INC COM 042384107 33 2791.00 SH SOLE 2791.00
AUTOMATIC DATA PROCESSING INC COM 053015103 2846 42554.00 SH SOLE 42554.00
BAXTER INTL INC COM 071813109 1568 19651.00 SH SOLE 19651.00
BURLINGTON NORTHN SANTA FE COM 12189T104 626 29016.00 SH SOLE 29016.00
CMS ENERGY CORP COM 125896100 203 7521.00 SH SOLE 7521.00
CIRCUIT CITY STORES INC COM 172737108 317 13764.00 SH SOLE 13764.00
CORNING INC COM 219350105 5944 20015.00 SH SOLE 20015.00
CROWN CORK + SEAL INC COM 228255105 90 8467.00 SH SOLE 8467.00
ALCAN ALUM LTD COM 013716105 429 14823.00 SH SOLE 14823.00
EASTMAN CHEM CO COM 277432100 195 5272.00 SH SOLE 5272.00
ENTERGY CORP COM 29364G103 587 15752.00 SH SOLE 15752.00
FORT JAMES CORP COM 347471104 431 14115.00 SH SOLE 14115.00
GRAINGER W W INC COM 384802104 170 6473.00 SH SOLE 6473.00
MASCO CORP COM 574599106 566 30406.00 SH SOLE 30406.00
NATIONAL SVC INDS INC 637657107 55 2796.00 SH SOLE 2796.00
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PNC FINL SVCS GROUP INC COM 693475105 1279 19683.00 SH SOLE 19683.00
REGIONS FINL CORP COM 758940100 342 15063.00 SH SOLE 15063.00
TRW INC COM 872649108 341 8386.00 SH SOLE 8386.00
UNITEDHEALTH GROUP INC COM 91324P102 1090 11039.00 SH SOLE 11039.00
UNOCAL CORP COM 915289102 585 16522.00 SH SOLE 16522.00
ALLSTATE CORP COM 020002101 1754 50467.00 SH SOLE 50467.00
AMEREN CORP COM 023608102 391 9340.00 SH SOLE 9340.00
BANK ONE CORP COM 06423A103 3003 77745.00 SH SOLE 77745.00
BLOCK H + R INC COM 093671105 251 6770.00 SH SOLE 6770.00
EXELON CORP COM 30161N101 698 11524.00 SH SOLE 11524.00
CAMPBELL SOUP CO COM 134429109 746 28833.00 SH SOLE 28833.00
CINCINNATI FINL CORP COM 172062101 389 10951.00 SH SOLE 10951.00
CONAGRA INC COM 205887102 673 33556.00 SH SOLE 33556.00
COUNTRYWIDE CR INDS INC COM 222372104 295 7805.00 SH SOLE 7805.00
DTE ENERGY CO COM 233331107 371 9694.00 SH SOLE 9694.00
DEERE + CO COM 244199105 527 15849.00 SH SOLE 15849.00
DELUXE CORP COM 248019101 103 5058.00 SH SOLE 5058.00
DUKE ENERGY CO COM STK NPV 264399106 2140 24951.00 SH SOLE 24951.00
EASTMAN KODAK CO COM 277461109 859 21025.00 SH SOLE 21025.00
FORTUNE BRANDS INC COM 349631101 287 10845.00 SH SOLE 10845.00
GPU INC COM 36225X100 267 8245.00 SH SOLE 8245.00
GENERAL MLS INC COM 370334104 708 19938.00 SH SOLE 19938.00
GENERAL MTRS CORP COM 370442105 2355 36225.00 SH SOLE 36225.00
GENUINE PARTS CO COM 372460105 229 12022.00 SH SOLE 12022.00
GOODRICH B F CO COM 382388106 289 7363.00 SH SOLE 7363.00
HEINZ H J CO COM 423074103 884 23863.00 SH SOLE 23863.00
HOMESTAKE MNG CO COM 437614100 93 18009.00 SH SOLE 18009.00
HUNTINGTON BANCSHARES INC COM 446150104 245 16686.00 SH SOLE 16686.00
INTERNATIONAL FLAVOURS COM 459506101 128 7014.00 SH SOLE 7014.00
KEYSPAN CORP COM 49337W100 369 9200.00 SH SOLE 9200.00
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MGIC INVT CORP WIS COM 552848103 444 7262.00 SH SOLE 7262.00
MARSH + MCLENNAN COS INC COM 571748102 2430 18308.00 SH SOLE 18308.00
MORGAN J P + CO INC COM 616880100 1753 10731.00 SH SOLE 10731.00
NICOR INC COM 654086107 116 3200.00 SH SOLE 3200.00
ONEOK INC NEW COM 682680103 86 2155.00 SH SOLE 2155.00
PG+E CORP COM 69331C108 635 26237.00 SH SOLE 26237.00
PPL CORP COM 69351T106 409 9803.00 SH SOLE 9803.00
PPG INDS INC COM 693506107 470 11832.00 SH SOLE 11832.00
PACCAR INC COM 693718108 194 5234.00 SH SOLE 5234.00
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PEPSICO INC COM 713448108 4494 97697.00 SH SOLE 97697.00
PHILLIPS PETE CO COM 718507106 1086 17304.00 SH SOLE 17304.00
PINNACLE WEST CAP CORP COM 723484101 290 5697.00 SH SOLE 5697.00
POTLATCH CORP COM 737628107 65 2063.00 SH SOLE 2063.00
PROCTER + GAMBLE CO COM 742718109 5942 88692.00 SH SOLE 88692.00
PUBLIC SVC ENTERPRISE GROUP COM 744573106 658 14733.00 SH SOLE 14733.00
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SARA LEE CORP COM 803111103 1198 58986.00 SH SOLE 58986.00
SEMPRA ENERGY COM 816851109 294 14138.00 SH SOLE 14138.00
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UNICOM CORP COM 904911104 679 12089.00 SH SOLE 12089.00
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INTERPUBLIC GROUP COS INC COM 460690100 685 20098.00 SH SOLE 20098.00
AMERICA ONLINE INC DEL COM 02364J104 8372 155767.00 SH SOLE 155767.00
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CISCO SYS INC COM 17275R102 26523 480060.00 SH SOLE 480060.00
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HOME DEPOT INC COM 437076102 8324 156868.00 SH SOLE 156868.00
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NEXTEL COMMUNICATIONS INC CL A 65332V103 2403 51406.00 SH SOLE 51406.00
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TELLABS INC COM 879664100 1330 27856.00 SH SOLE 27856.00
TOYS R US INC COM 892335100 241 14821.00 SH SOLE 14821.00
US BANCORP DEL COM 902973106 1146 50393.00 SH SOLE 50393.00
AMGEN INC COM 031162100 4859 69586.00 SH SOLE 69586.00
ANDREW CORP COM 034425108 142 5437.00 SH SOLE 5437.00
DANA CORP COM 235811106 224 10407.00 SH SOLE 10407.00
DELPHI AUTOMOTIVE SYS CORP COM 247126105 581 38408.00 SH SOLE 38408.00
GATEWAY INC COM 367626108 1019 21792.00 SH SOLE 21792.00
HUMANA INC COM 444859102 125 11622.00 SH SOLE 11622.00
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LEXMARK INTL INC CL A 529771107 331 8823.00 SH SOLE 8823.00
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OFFICE DEPOT INC COM 676220106 168 21518.00 SH SOLE 21518.00
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TRICON GLOBAL RESTAURANTS INC COM 895953107 308 10070.00 SH SOLE 10070.00
WALGREEN CO COM 931422109 2594 68377.00 SH SOLE 68377.00
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ADOBE SYS INC COM 00724F101 1266 8152.00 SH SOLE 8152.00
AIR PRODS + CHEMS INC COM 009158106 564 15677.00 SH SOLE 15677.00
ALBERTO CULVER CO CL B CONV 013068101 110 3823.00 SH SOLE 3823.00
AMERICAN ELEC PWR INC COM 025537101 858 21924.00 SH SOLE 21924.00
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COCA COLA ENTERPRISES INC COM STK 191219104 457 28699.00 SH SOLE 28699.00
COLGATE PALMOLIVE CO COM 194162103 1844 39067.00 SH SOLE 39067.00
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ITT INDS INC COM 450911102 197 6065.00 SH SOLE 6065.00
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MBIA INC COM 55262C100 478 6716.00 SH SOLE 6716.00
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OWENS CORNING COM 69073F103 10 3751.00 SH SOLE 3751.00
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RUSSELL CORP COM 782352108 35 2184.00 SH SOLE 2184.00
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SYSCO CORP COM 871829107 1047 22614.00 SH SOLE 22614.00
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TEKTRONIX INC COM 879131100 248 3227.00 SH SOLE 3227.00
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TORCHMARK INC COM 891027104 243 8740.00 SH SOLE 8740.00
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WRIGLEY WM JR CO COM 982526105 583 7785.00 SH SOLE 7785.00
COMCAST CORP CL A SPL 200300200 2493 60907.00 SH SOLE 60907.00
CIT GROUP INC CL A 125577106 312 17800.00 SH SOLE 17800.00
MOLEX INC COM 608554101 727 13363.00 SH SOLE 13363.00
OLD KENT FINL CORP COM 679833103 246 8511.00 SH SOLE 8511.00
PAINE WEBBER GROUP INC COM 695629105 676 9918.00 SH SOLE 9918.00
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WILLIAMS COS INC COM 969457100 1264 29913.00 SH SOLE 29913.00
ADVANCED MICRO DEVICES INC COM 007903107 483 20454.00 SH SOLE 20454.00
ALLERGAN INC COM 018490102 742 8790.00 SH SOLE 8790.00
ALZA CORP COM 022615108 680 7859.00 SH SOLE 7859.00
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NEW YORK TIMES CO CL A 650111107 454 11540.00 SH SOLE 11540.00
PRAXAIR INC COM 74005P104 402 10765.00 SH SOLE 10765.00
ST JUDE MED INC COM 790849103 289 5674.00 SH SOLE 5674.00
TIMKEN CO COM 887389104 58 4245.00 SH SOLE 4245.00
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ANADARKO PETE CORP COM 032511107 1099 16539.00 SH SOLE 16539.00
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HARLEY DAVIDSON INC COM 412822108 969 20232.00 SH SOLE 20232.00
INTERNATIONAL PAPER CO COM 460146103 940 32783.00 SH SOLE 32783.00
APPLIED MATERIALS INC COM 038222105 3247 54752.00 SH SOLE 54752.00
MAXIM INTEGRATED PRODS INC COM 57772K101 1528 18996.00 SH SOLE 18996.00
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JDS UNIPHASE CORP COM 46612J101 5984 63200.00 SH SOLE 63200.00
ADC TELECOMMUNICATIONS INC COM 000886101 1285 47792.00 SH SOLE 47792.00
AFLAC INC COM 001055102 1158 18073.00 SH SOLE 18073.00
AUTOZONE INC COM 053332102 207 9113.00 SH SOLE 9113.00
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USA ED INC COM 90390U102 513 10639.00 SH SOLE 10639.00
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DOVER CORP COM 260003108 651 13874.00 SH SOLE 13874.00
HERCULES INC COM 427056106 103 7327.00 SH SOLE 7327.00
MAY DEPT STORES CO COM 577778103 464 22630.00 SH SOLE 22630.00
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TIME WARNER INC COM 887315109 6982 89221.00 SH SOLE 89221.00
WASTE MGMT INC DEL COM 94106L109 739 42372.00 SH SOLE 42372.00
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SPRINT CORP PCS COM SER 1 852061506 2177 62086.00 SH SOLE 62086.00
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WELLPOINT HEALTH NETWORKS INC COM 94973H108 403 4194.00 SH SOLE 4194.00
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BED BATH + BEYOND INC COM 075896100 464 19022.00 SH SOLE 19022.00
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BIOMET INC COM 090613100 406 11605.00 SH SOLE 11605.00
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COSTCO WHSL CORP NEW COM 22160K105 1058 30283.00 SH SOLE 30283.00
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GAP INC COM 364760108 1160 57648.00 SH SOLE 57648.00
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KOHLS CORP COM 500255104 1273 22066.00 SH SOLE 22066.00
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MEDIMMUNE INC COM 584699102 1097 14200.00 SH SOLE 14200.00
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ORACLE CORP COM 68389X105 14998 190452.00 SH SOLE 190452.00
PITNEY BOWES INC COM 724479100 689 17472.00 SH SOLE 17472.00
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SAFEWAY INC COM NEW 786514208 1570 33624.00 SH SOLE 33624.00
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YAHOO INC COM 984332106 3349 36806.00 SH SOLE 36806.00
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ENRON CORP COM 293561106 4351 49655.00 SH SOLE 49655.00
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QUALCOMM INC COM 747525103 3576 50192.00 SH SOLE 50192.00
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VIACOM INC CL B 925524308 6047 103365.00 SH SOLE 103365.00
CSX CORP COM 126408103 323 14825.00 SH SOLE 14825.00
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TARGET CORP COM 87612E106 1589 62010.00 SH SOLE 62010.00
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UST INC COM USD0.50 902911106 252 11036.00 SH SOLE 11036.00
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ALTERA CORP 021441100 1279 26776.00 SH SOLE 26776.00
CITRIX SYS INC COM 177376100 247 12332.00 SH SOLE 12332.00
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TERADYNE INC COM 880770102 411 11732.00 SH SOLE 11732.00
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XILINX INC COM 983919101 1866 21794.00 SH SOLE 21794.00
YOUNG + RUBICAM INC COM 987425105 237 4795.00 SH SOLE 4795.00
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TIFFANY + CO NEW COM 886547108 160 4160.00 SH SOLE 4160.00
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CONOCO INC CL B 208251405 478 17731.00 SH SOLE 17731.00
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PE CORP COM PE BIOSYSTEMS GROUP 69332S102 683 5866.00 SH SOLE 5866.00
PACTIV CORP COM 695257105 56 4992.00 SH SOLE 4992.00
AGILENT TECHNOLOGIES INC COM 00846U101 632 12917.00 SH SOLE 12917.00
TELEDYNE TECHNOLOGIES INC COM 879360105 0 1.00 SH SOLE 1.00
ALLEGHENY TECHNOLOGIES INC COM 01741R102 49 2697.00 SH SOLE 2697.00
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CITIGROUP INC COM 172967101 6898 127601.00 SH SOLE 127601.00
GILLETTE CO COM 375766102 914 29595.00 SH SOLE 29595.00
LUCENT TECHNOLOGIES INC COM 549463107 2892 94615.00 SH SOLE 94615.00
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HUTTIG BLDG PRODS INC COM 448451104 0 0 SH SOLE 0
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ALCOA INC COM 013817101 620 24476.00 SH SOLE 24476.00
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CONSECO INC COM STK 208464107 72 9424.00 SH SOLE 9424.00
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RAYTHEON CO CL B 755111408 277 9752.00 SH SOLE 9752.00
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ST PAUL COS INC COM 792860108 299 6055.00 SH SOLE 6055.00
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TXU CORP COM 873168108 295 7453.00 SH SOLE 7453.00
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AON CORP COM 037389103 288 7349.00 SH SOLE 7349.00
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CHARTER ONE FINL INC COM 160903100 154 6300.00 SH SOLE 6300.00
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WEYERHAEUSER CO COM 962166104 266 6595.00 SH SOLE 6595.00
LILLY ELI + CO COM 532457108 2595 31986.00 SH SOLE 31986.00
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AVON PRODS INC COM 054303102 276 6749.00 SH SOLE 6749.00
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DOW CHEM CO COM 260543103 475 19059.00 SH SOLE 19059.00
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DILLARDS INC CL A 254067101 33 3116.00 SH SOLE 3116.00
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HASBRO INC COM 418056107 55 4831.00 SH SOLE 4831.00
INGERSOLL RAND CO COM 456866102 159 4704.00 SH SOLE 4704.00
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LEHMAN BROTHERS HLDGS INC COM 524908100 503 3404.00 SH SOLE 3404.00
NIKE INC CL B 654106103 311 7765.00 SH SOLE 7765.00
VISTEON CORP COM 92839U107 55 3660.00 SH SOLE 3660.00
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ABBOTT LABS COM NPV 002824100 2091 43960.00 SH SOLE 43960.00
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CAPITAL ONE FINL CORP COM 14040H105 397 5660.00 SH SOLE 5660.00
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CLOROX CO COM 189054109 267 6760.00 SH SOLE 6760.00
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ECOLAB INC COM 278865100 134 3702.00 SH SOLE 3702.00
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GANNETT INC COM 364730101 407 7674.00 SH SOLE 7674.00
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XEROX CORP COM 984121103 289 19178.00 SH SOLE 19178.00
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IMS HEALTH INC COM 449934108 183 8838.00 SH SOLE 8838.00
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PECO ENERGY CO COM 693304107 297 4899.00 SH SOLE 4899.00
TYCO INTL LTD NEW COM 902124106 2482 47840.24 SH SOLE 47840.24
XCEL ENERGY INC COM 98389B100 265 9648.00 SH SOLE 9648.00
SYNAVANT INC COM 87157A105 3 441.00 SH SOLE 441.00
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ARMSTRONG HLDGS INC COM 042384107 14 1208.00 SH SOLE 1208.00
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BAXTER INTL INC COM 071813109 657 8230.00 SH SOLE 8230.00
BURLINGTON NORTHN SANTA FE COM 12189T104 266 12337.00 SH SOLE 12337.00
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CORNING INC COM 219350105 2465 8299.00 SH SOLE 8299.00
CROWN CORK + SEAL INC COM 228255105 38 3548.00 SH SOLE 3548.00
ALCAN ALUM LTD COM 013716105 183 6307.00 SH SOLE 6307.00
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ENTERGY CORP COM 29364G103 243 6526.00 SH SOLE 6526.00
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GRAINGER W W INC COM 384802104 71 2685.00 SH SOLE 2685.00
MASCO CORP COM 574599106 240 12863.00 SH SOLE 12863.00
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PNC FINL SVCS GROUP INC COM 693475105 535 8235.00 SH SOLE 8235.00
REGIONS FINL CORP COM 758940100 143 6283.00 SH SOLE 6283.00
TRW INC COM 872649108 141 3472.00 SH SOLE 3472.00
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BLOCK H + R INC COM 093671105 104 2804.00 SH SOLE 2804.00
CAMPBELL SOUP CO COM 134429109 310 11991.00 SH SOLE 11991.00
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GPU INC COM 36225X100 115 3535.00 SH SOLE 3535.00
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PEPSICO INC COM 713448108 1882 40904.00 SH SOLE 40904.00
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ADOBE SYS INC COM 00724F101 525 3381.00 SH SOLE 3381.00
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ALBERTO CULVER CO CL B CONV 013068101 45 1561.00 SH SOLE 1561.00
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ITT INDS INC COM 450911102 81 2504.00 SH SOLE 2504.00
JEFFERSON PILOT CORP COM 475070108 200 2950.00 SH SOLE 2950.00
KAUFMAN + BROAD HOME CORP COM 486168107 38 1398.00 SH SOLE 1398.00
KERR MCGEE CORP COM 492386107 168 2534.00 SH SOLE 2534.00
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MBIA INC COM 55262C100 204 2875.00 SH SOLE 2875.00
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MARRIOTT INTL INC NEW CL A 571903202 246 6761.00 SH SOLE 6761.00
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MEAD CORP COM 582834107 68 2912.00 SH SOLE 2912.00
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NATIONAL CITY CORP COM 635405103 380 17169.00 SH SOLE 17169.00
NUCOR CORP COM 670346105 75 2476.00 SH SOLE 2476.00
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PALL CORP COM 696429307 72 3618.00 SH SOLE 3618.00
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PULTE CORP COM 745867101 41 1243.00 SH SOLE 1243.00
NABISCO GROUP HLDG CORP COM 62952P102 268 9414.00 SH SOLE 9414.00
ROHM + HAAS CO COM 775371107 183 6300.00 SH SOLE 6300.00
RUSSELL CORP COM 782352108 14 912.00 SH SOLE 912.00
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SUNOCO INC COM 86764P109 71 2625.00 SH SOLE 2625.00
SYNOVUS FINL CORP COM 87161C105 171 8085.00 SH SOLE 8085.00
SYSCO CORP COM 871829107 441 9513.00 SH SOLE 9513.00
RADIOSHACK CORP COM 750438103 341 5280.00 SH SOLE 5280.00
TEKTRONIX INC COM 879131100 105 1369.00 SH SOLE 1369.00
THOMAS + BETTS CORP COM 884315102 29 1655.00 SH SOLE 1655.00
TORCHMARK INC COM 891027104 105 3761.00 SH SOLE 3761.00
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UNION PLANTERS CORP COM 908068109 135 4074.00 SH SOLE 4074.00
WADDELL + REED FINL INC CL A 930059100 0 1.00 SH SOLE 1.00
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WESTVACO CORP COM 961548104 77 2891.00 SH SOLE 2891.00
WINN DIXIE STORES INC COM 974280109 62 4290.00 SH SOLE 4290.00
WRIGLEY WM JR CO COM 982526105 240 3207.00 SH SOLE 3207.00
COMCAST CORP CL A SPL 200300200 1041 25426.00 SH SOLE 25426.00
CIT GROUP INC CL A 125577106 133 7600.00 SH SOLE 7600.00
MOLEX INC COM 608554101 308 5658.25 SH SOLE 5658.25
OLD KENT FINL CORP COM 679833103 103 3556.00 SH SOLE 3556.00
PAINE WEBBER GROUP INC COM 695629105 281 4121.00 SH SOLE 4121.00
SOUTHTRUST CORP COM 844730101 153 4881.00 SH SOLE 4881.00
WILLIAMS COS INC COM 969457100 528 12486.00 SH SOLE 12486.00
ADVANCED MICRO DEVICES INC COM 007903107 203 8580.00 SH SOLE 8580.00
ALLERGAN INC COM 018490102 312 3699.00 SH SOLE 3699.00
ALZA CORP COM 022615108 286 3311.00 SH SOLE 3311.00
CUMMINS ENGINE INC COM 231021106 37 1243.00 SH SOLE 1243.00
FIRST UN CORP COM 337358105 896 27846.00 SH SOLE 27846.00
MANOR CARE INC NEW COM 564055101 46 2932.00 SH SOLE 2932.00
NEW YORK TIMES CO CL A 650111107 193 4909.00 SH SOLE 4909.00
PRAXAIR INC COM 74005P104 172 4605.00 SH SOLE 4605.00
ST JUDE MED INC COM 790849103 121 2369.00 SH SOLE 2369.00
TIMKEN CO COM 887389104 24 1753.00 SH SOLE 1753.00
AMERICAN INTL GROUP INC COM 026874107 6270 65529.00 SH SOLE 65529.00
ANADARKO PETE CORP COM 032511107 463 6966.00 SH SOLE 6966.00
ANALOG DEVICES INC COM 032654105 824 9980.00 SH SOLE 9980.00
CONEXANT SYS INC COM 207142100 256 6112.00 SH SOLE 6112.00
HARLEY DAVIDSON INC COM 412822108 401 8368.00 SH SOLE 8368.00
INTERNATIONAL PAPER CO COM 460146103 394 13739.00 SH SOLE 13739.00
APPLIED MATERIALS INC COM 038222105 1360 22924.00 SH SOLE 22924.00
MAXIM INTEGRATED PRODS INC COM 57772K101 636 7904.00 SH SOLE 7904.00
PARAMETRIC TECHNOLOGY CORP 699173100 85 7766.00 SH SOLE 7766.00
JDS UNIPHASE CORP COM 46612J101 2509 26500.00 SH SOLE 26500.00
ADC TELECOMMUNICATIONS INC COM 000886101 537 19964.00 SH SOLE 19964.00
AFLAC INC COM 001055102 485 7576.00 SH SOLE 7576.00
AUTOZONE INC COM 053332102 87 3835.00 SH SOLE 3835.00
BOSTON SCIENTIFIC CORP COM 101137107 190 11538.00 SH SOLE 11538.00
EQUIFAX INC COM 294429105 110 4082.00 SH SOLE 4082.00
GUIDANT CORP COM 401698105 612 8663.00 SH SOLE 8663.00
WORLDCOM INC COM 98157D106 2466 81187.00 SH SOLE 81187.00
USA ED INC COM 90390U102 221 4595.00 SH SOLE 4595.00
SOLECTRON CORP COM 834182107 777 16836.00 SH SOLE 16836.00
STAPLES INC COM 855030102 191 13464.00 SH SOLE 13464.00
AMR CORP DEL COM 001765106 140 4295.00 SH SOLE 4295.00
COMPUTER ASSOC INTL INC COM 204912109 426 16904.00 SH SOLE 16904.00
DOVER CORP COM 260003108 275 5856.00 SH SOLE 5856.00
HERCULES INC COM 427056106 43 3026.00 SH SOLE 3026.00
MAY DEPT STORES CO COM 577778103 197 9595.00 SH SOLE 9595.00
MINNESOTA MNG + MFG CO COM 604059105 1024 11242.00 SH SOLE 11242.00
TIME WARNER INC COM 887315109 2921 37331.00 SH SOLE 37331.00
WASTE MGMT INC DEL COM 94106L109 310 17785.00 SH SOLE 17785.00
AMERICAN GREETINGS CORP CL A 026375105 33 1894.00 SH SOLE 1894.00
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COLUMBIA ENERGY GROUP COM 197648108 164 2305.00 SH SOLE 2305.00
COMPUWARE CORP COM 205638109 86 10301.00 SH SOLE 10301.00
SPRINT CORP PCS COM SER 1 852061506 913 26028.00 SH SOLE 26028.00
SUN MICROSYSTEMS INC COM 866810104 5248 44950.00 SH SOLE 44950.00
UNISYS CORP COM 909214108 100 8923.00 SH SOLE 8923.00
WELLPOINT HEALTH NETWORKS INC COM 94973H108 177 1846.00 SH SOLE 1846.00
AMERICAN PWR CONVERSION CORP COM 029066107 98 5112.00 SH SOLE 5112.00
BED BATH + BEYOND INC COM 075896100 199 8160.00 SH SOLE 8160.00
BIOGEN INC COM 090597105 261 4284.00 SH SOLE 4284.00
BIOMET INC COM 090613100 167 4774.00 SH SOLE 4774.00
COMPUTER SCIENCES CORP COM 205363104 358 4815.00 SH SOLE 4815.00
COSTCO WHSL CORP NEW COM 22160K105 444 12718.00 SH SOLE 12718.00
DISNEY WALT CO DISNEY COM 254687106 2255 58966.00 SH SOLE 58966.00
GAP INC COM 364760108 485 24120.00 SH SOLE 24120.00
KNIGHT RIDDER INC COM 499040103 110 2158.00 SH SOLE 2158.00
KOHLS CORP COM 500255104 535 9272.00 SH SOLE 9272.00
KROGER CO COM 501044101 540 23953.00 SH SOLE 23953.00
MEDIMMUNE INC COM 584699102 456 5900.00 SH SOLE 5900.00
MERCURY INTERACTIVE CORP COM 589405109 361 2300.00 SH SOLE 2300.00
NETWORK APPLIANCE INC COM 64120L104 1127 8844.00 SH SOLE 8844.00
ORACLE CORP COM 68389X105 6282 79772.00 SH SOLE 79772.00
PITNEY BOWES INC COM 724479100 288 7305.00 SH SOLE 7305.00
PROVIDIAN FINL CORP COM 74406A102 520 4096.00 SH SOLE 4096.00
SAFEWAY INC COM NEW 786514208 657 14065.00 SH SOLE 14065.00
TRIBUNE CO NEW COM 896047107 380 8722.00 SH SOLE 8722.00
WATSON PHARMACEUTICALS INC COM 942683103 180 2777.00 SH SOLE 2777.00
YAHOO INC COM 984332106 1400 15382.00 SH SOLE 15382.00
BEST BUY CO INC COM STK USD0.10 086516101 374 5883.00 SH SOLE 5883.00
ENRON CORP COM 293561106 1826 20837.00 SH SOLE 20837.00
MICRON TECHNOLOGY INC COM 595112103 723 15714.00 SH SOLE 15714.00
QUALCOMM INC COM 747525103 1496 21000.00 SH SOLE 21000.00
SEALED AIR CORP NEW COM 81211K100 110 2423.00 SH SOLE 2423.00
VIACOM INC CL B 925524308 2530 43249.00 SH SOLE 43249.00
CSX CORP COM 126408103 137 6291.00 SH SOLE 6291.00
CENDANT CORP COM 151313103 223 20526.00 SH SOLE 20526.00
CHEVRON CORP COM 166751107 1576 18482.00 SH SOLE 18482.00
CONSOLIDATED EDISON INC COM 209115104 205 6009.00 SH SOLE 6009.00
TARGET CORP COM 87612E106 660 25756.00 SH SOLE 25756.00
FEDERATED DEPT STORES INC DEL COM 31410H101 158 6035.00 SH SOLE 6035.00
FLORIDA PROGRESS CORP COM 341109106 153 2882.00 SH SOLE 2882.00
GRACE W R + CO DEL NEW COM 38388F108 14 2073.00 SH SOLE 2073.00
HILTON HOTELS CORP COM 432848109 123 10627.00 SH SOLE 10627.00
K MART CORP COM 482584109 85 14222.00 SH SOLE 14222.00
NAVISTAR INTL CORP INC COM 63934E108 56 1881.00 SH SOLE 1881.00
NIAGARA MOHAWK HLDGS INC COM 653520106 77 4897.00 SH SOLE 4897.00
NOVELL INC COM 670006105 95 9599.00 SH SOLE 9599.00
PHELPS DODGE CORP COM 717265102 98 2342.00 SH SOLE 2342.00
ROWAN COS INC COM 779382100 71 2464.00 SH SOLE 2464.00
UST INC COM USD0.50 902911106 114 4979.00 SH SOLE 4979.00
USX U S STL GROUP 90337T101 39 2557.00 SH SOLE 2557.00
US AIRWAYS GROUP INC COM 911905107 62 2025.00 SH SOLE 2025.00
V F CORP COM 918204108 85 3428.00 SH SOLE 3428.00
SANMINA CORP COM 800907107 389 4160.00 SH SOLE 4160.00
AES CORP COM 00130H105 879 12838.00 SH SOLE 12838.00
ASHLAND INC COM 044204105 70 2083.00 SH SOLE 2083.00
BALL CORP COM 058498106 26 834.00 SH SOLE 834.00
BARRICK GOLD CORP COM 067901108 174 11425.00 SH SOLE 11425.00
BEMIS INC COM 081437105 47 1472.00 SH SOLE 1472.00
BETHLEHEM STL CORP COM 087509105 11 3810.00 SH SOLE 3810.00
BRUNSWICK CORP COM 117043109 49 2668.00 SH SOLE 2668.00
CABLETRON SYSTEMS INC COM STK 126920107 152 5170.00 SH SOLE 5170.00
CERIDIAN CORP COM 15677T106 118 4212.00 SH SOLE 4212.00
COORS ADOLPH CO CLASS B COM 217016104 64 1014.00 SH SOLE 1014.00
CRANE CO COM 224399105 43 1895.00 SH SOLE 1895.00
MOODYS CORP COM 615369105 158 4589.00 SH SOLE 4589.00
FMC CORP COM NEW 302491303 58 869.00 SH SOLE 869.00
FPL GROUP INC COM 302571104 337 5131.00 SH SOLE 5131.00
FREEPORT MCMORAN COPPER + GOLD CL B 35671D857 41 4690.00 SH SOLE 4690.00
HALLIBURTON CO COM 406216101 621 12683.00 SH SOLE 12683.00
HARRAHS ENTMT INC COM 413619107 101 3690.00 SH SOLE 3690.00
HEALTHSOUTH CORP COM 421924101 90 11098.00 SH SOLE 11098.00
HERSHEY FOODS CORP COM 427866108 213 3942.00 SH SOLE 3942.00
INCO LTD COM 453258402 89 5521.00 SH SOLE 5521.00
KLA TENCOR CORP COM 482480100 212 5136.00 SH SOLE 5136.00
KELLOGG CO COM 487836108 283 11688.00 SH SOLE 11688.00
KEYCORP NEW COM 493267108 313 12353.00 SH SOLE 12353.00
LSI LOGIC CORP COM 502161102 249 8528.00 SH SOLE 8528.00
LIMITED INC COM 532716107 271 12294.00 SH SOLE 12294.00
MCGRAW HILL COS INC COM 580645109 349 5489.00 SH SOLE 5489.00
MEREDITH CORP COM 589433101 45 1512.00 SH SOLE 1512.00
NATIONAL SEMICONDUCTOR CORP COM 637640103 201 4990.00 SH SOLE 4990.00
NEWMONT MNG CORP COM 651639106 83 4855.00 SH SOLE 4855.00
NORDSTROM INC COM 655664100 62 4001.00 SH SOLE 4001.00
NORTHROP GRUMMAN CORP COM 666807102 184 2028.00 SH SOLE 2028.00
OWENS ILL INC COM NEW 690768403 40 4349.00 SH SOLE 4349.00
PARKER HANNIFIN CORP COM 701094104 108 3194.00 SH SOLE 3194.00
PEOPLESOFT INC COM 712713106 221 7925.00 SH SOLE 7925.00
PLACER DOME INC COM 725906101 89 9419.00 SH SOLE 9419.00
RALSTON PURINA CO COM RALSTON PURINA GROUP 751277302 206 8700.00 SH SOLE 8700.00
REEBOK INTL LTD COM 758110100 30 1617.00 SH SOLE 1617.00
RYDER SYS INC COM 783549108 33 1813.00 SH SOLE 1813.00
SCIENTIFIC ATLANTA INC COM 808655104 286 4500.00 SH SOLE 4500.00
SEAGRAM LTD COM 811850106 717 12475.00 SH SOLE 12475.00
SHERWIN WILLIAMS CO COM 824348106 102 4790.00 SH SOLE 4790.00
SIGMA ALDRICH COM 826552101 81 2467.00 SH SOLE 2467.00
SNAP ON INC COM 833034101 40 1701.00 SH SOLE 1701.00
SPRINGS INDS INC COM 851783100 16 560.00 SH SOLE 560.00
STANLEY WORKS COM 854616109 59 2572.00 SH SOLE 2572.00
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SUPERVALU INC COM 868536103 61 4071.00 SH SOLE 4071.00
TEMPLE INLAND INC COM 879868107 59 1564.00 SH SOLE 1564.00
THERMO ELECTRON CORP COM 883556102 119 4572.00 SH SOLE 4572.00
USX MARATHON GROUP COM NEW 902905827 253 8918.00 SH SOLE 8918.00
UNION CARBIDE CORP COM 905581104 145 3843.00 SH SOLE 3843.00
WILLAMETTE INDS INC COM 969133107 90 3231.00 SH SOLE 3231.00
WORTHINGTON INDS IN COM 981811102 24 2578.00 SH SOLE 2578.00
ADAPTEC INC COM 00651F108 58 2901.00 SH SOLE 2901.00
ALLIED WASTE INDUSTRIES INC 019589308 49 5381.00 SH SOLE 5381.00
ALTERA CORP 021441100 526 11024.00 SH SOLE 11024.00
CITRIX SYS INC COM 177376100 102 5094.00 SH SOLE 5094.00
CONVERGYS CORP COM 212485106 171 4400.00 SH SOLE 4400.00
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QWEST COMMUNICATIONS INTL INC COM 749121109 2263 47077.00 SH SOLE 47077.00
SAPIENT CORP COM 803062108 141 3456.00 SH SOLE 3456.00
STARBUCKS CORP COM 855244109 204 5100.00 SH SOLE 5100.00
TERADYNE INC COM 880770102 175 4988.00 SH SOLE 4988.00
VULCAN MATLS CO COM 929160109 116 2888.00 SH SOLE 2888.00
XILINX INC COM 983919101 794 9276.00 SH SOLE 9276.00
YOUNG + RUBICAM INC COM 987425105 99 1992.00 SH SOLE 1992.00
VERITAS DGC INC COM 92343P107 119 4100.00 SH SOLE 4100.00
VERTEL CORP COM 924907108 68 7320.00 SH SOLE 7320.00
VIATEL INC COM 925529208 24 2370.00 SH SOLE 2370.00
ZAMBA CORO COM 988881108 39 9240.00 SH SOLE 9240.00
SABRE HLDGS CORP CL A 785905100 6457 223146.00 SH SOLE 223146.00
SIEBEL SYS INC COM 826170102 1285 11540.00 SH SOLE 11540.00
AFFILIATED MANAGERS GROUP INC COM 008252108 7315 128480.00 SH SOLE 128480.00
CSK AUTO CORP COM 125965103 1412 313760.00 SH SOLE 313760.00
NCO GROUP INC COM 628858102 131 11000.00 SH SOLE 11000.00
PROVINCE HEALTHCARE CO COM 743977100 1024 25650.00 SH SOLE 25650.00
RENAL CARE GROUP INC COM 759930100 3504 188160.00 SH SOLE 188160.00
HIGH SPEED ACCESS CORP COM 42979U102 18 5000.00 SH SOLE 5000.00
SPORTSLINE USA INC COM 848934105 305 22100.00 SH SOLE 22100.00
IMMUNEX CORP NEW COM 452528102 966 22200.00 SH SOLE 22200.00
REYNOLDS R J TOB HLDGS INC COM 76182K105 2694 83550.00 SH SOLE 83550.00
ARCH WIRELESS INC COM 039392105 64 12700.00 SH SOLE 12700.00
JUNIPER NETWORKS INC COM 48203R104 1283 5860.00 SH SOLE 5860.00
STAMPS COM INC COM 852857101 25 6390.00 SH SOLE 6390.00
PRIMUS KNOWLEDGE SOLUTIONS INC COM 74163Q100 440 29700.00 SH SOLE 29700.00
CLECO CORP NEW COM 12561W105 3539 75700.00 SH SOLE 75700.00
COMMERCE ONE INC DEL COM 200693109 198 2520.00 SH SOLE 2520.00
TIBCO SOFTWARE INC COM 88632Q103 536 6350.00 SH SOLE 6350.00
VOYAGER NET INC COM 92906W101 132 21910.00 SH SOLE 21910.00
INSWEB CORP OC COM 45809K103 466 225800.00 SH SOLE 225800.00
ALLSCRIPTS INC COM 019886100 358 25330.00 SH SOLE 25330.00
LIBERATE TECHNOLOGIES COM 530129105 128 4430.00 SH SOLE 4430.00
AMERITRADE HLDG CORP CL A 03072H109 122 6850.00 SH SOLE 6850.00
QUANTUM CORP DSSG COM 747906204 83 5500.00 SH SOLE 5500.00
CONOCO INC CL B 208251405 5470 203052.00 SH SOLE 203052.00
NATIONAL OILWELL INC COM 637071101 8559 273900.00 SH SOLE 273900.00
I2 TECHNOLOGIES INC COM 465754109 1650 8820.00 SH SOLE 8820.00
BINDVIEW DEV CORP COM 090327107 815 107800.00 SH SOLE 107800.00
BROADCOM CORP CL A 111320107 3905 16020.00 SH SOLE 16020.00
SPEEDWAY MOTORSPORTSINC COM 847788106 362 17400.00 SH SOLE 17400.00
CROMPTON CORP COM 227116100 163 20735.00 SH SOLE 20735.00
DELHAIZE AMER INC CL A 246688105 1800 103233.00 SH SOLE 103233.00
APPLIED MICRO CIRCUITS CORP CDT COM 03822W109 435 2100.00 SH SOLE 2100.00
E PIPHANY INC COM 26881V100 102 1320.00 SH SOLE 1320.00
FOUNDRY NETWORKS INC COM 35063R100 177 2650.00 SH SOLE 2650.00
FLEETBOSTON FINL CORP COM 339030108 20040 513848.00 SH SOLE 513848.00
INTERNAP NETWORK SVCS CORP COM 45885A102 89 2750.00 SH SOLE 2750.00
SONIC FDRY INC COM 83545R108 24 2670.00 SH SOLE 2670.00
BANK AMER CORP COM 060505104 54435 1039325.00 SH SOLE 1039325.00
NETCENTIVES INC COM 64108P101 122 15920.00 SH SOLE 15920.00
ECHELON CORP OC COM 27874N105 189 6430.00 SH SOLE 6430.00
ZAPME CORP COM 98912E100 25 14400.00 SH SOLE 14400.00
AETHER SYSTEMS INC COM 00808V105 31 290.00 SH SOLE 290.00
NORTHEAST UTILS COM 664397106 447 20600.00 SH SOLE 20600.00
SYCAMORE NETWORKS INC COM 871206108 2880 26670.00 SH SOLE 26670.00
INFOUSA INC NEW COM 456818301 62 12400.00 SH SOLE 12400.00
INTRANET SOLUTIONS INC COM NEW 460939309 562 11230.00 SH SOLE 11230.00
LANIER WORLDWIDE INC COM 51589L105 136 144700.00 SH SOLE 144700.00
TICKETS COM INC COM 88633M101 16 16130.00 SH SOLE 16130.00
CHARTER COMMUNICATIONS INC DEL CL A 16117M107 204 12540.00 SH SOLE 12540.00
AGILENT TECHNOLOGIES INC COM 00846U101 8150 166549.00 SH SOLE 166549.00
LIFEMINDERS INC COM 53220Q105 99 4320.00 SH SOLE 4320.00
EXXON MOBIL CORP COM 30231G102 196912 2209388.00 SH SOLE 2209388.00
ASSOCIATES FIRST CAP CORP CL A 046008108 39824 1048013.00 SH SOLE 1048013.00
BANK NEW YORK INC COM 064057102 18962 338238.00 SH SOLE 338238.00
HONEYWELL INTL INC COM 438516106 3640 102173.00 SH SOLE 102173.00
CITIGROUP INC COM 172967101 94459 1747227.67 SH SOLE 1747227.67
GILLETTE CO COM 375766102 15207 492537.00 SH SOLE 492537.00
LUCENT TECHNOLOGIES INC COM 549463107 15728 514620.00 SH SOLE 514620.00
SCHWAB CHARLES CORP NEW COM STK 808513105 6403 180372.00 SH SOLE 180372.00
MACROVISION CORP COM 555904101 52 640.00 SH SOLE 640.00
TRANSOCEAN SEDCO FOREX INC SHS G90078109 3945 67292.00 SH SOLE 67292.00
LOOKSMART LTD COM 543442107 7 630.00 SH SOLE 630.00
MAIL COM INC CL A 560311102 44 8440.00 SH SOLE 8440.00
MICROSTRATEGY INC CL A 594972101 64 2330.00 SH SOLE 2330.00
VIGNETTE CORP COM 926734104 161 5400.00 SH SOLE 5400.00
BROCADE COMMUNICATIONS SYS INC COM 111621108 1168 4950.00 SH SOLE 4950.00
CROWN CASTLE INTL CORP COM 228227104 1989 64020.00 SH SOLE 64020.00
PORTAL SOFTWARE INC COM 736126103 89 2230.00 SH SOLE 2230.00
ARIBA INC COM 04033V104 325 2270.00 SH SOLE 2270.00
FEDEX CORP COM 31428X106 16880 380690.00 SH SOLE 380690.00
DOMINION RES INC VA NEW COM 25746U109 14667 252603.48 SH SOLE 252603.48
CONSTELLATION ENERGY GROUP INC COM 210371100 9981 200620.00 SH SOLE 200620.00
ALCOA INC COM 013817101 2572 101600.00 SH SOLE 101600.00
BAKER HUGHES INC COM 057224107 6899 185840.00 SH SOLE 185840.00
BEAR STEARNS COS INC COM 073902108 1638 26000.00 SH SOLE 26000.00
CHASE MANHATTAN CORP NEW COM 16161A108 34857 754675.00 SH SOLE 754675.00
HCA HEALTHCARE CO COM 404119109 8093 218000.00 SH SOLE 218000.00
CONSECO INC COM STK 208464107 1362 178600.00 SH SOLE 178600.00
ELECTRONIC DATA SYS CORP NEW COM 285661104 15441 372080.00 SH SOLE 372080.00
FEDERAL NATL MTG ASSN COM 313586109 63986 894910.00 SH SOLE 894910.00
FIRSTENERGY CORP COM 337932107 614 22800.00 SH SOLE 22800.00
PALM INC COM 696642107 9885 186735.00 SH SOLE 186735.00
HEWLETT PACKARD CO COM 428236103 39547 407700.00 SH SOLE 407700.00
INTEL CORP COM 458140100 34800 837284.00 SH SOLE 837284.00
INTERNATIONAL BUSINESS MACHS COM 459200101 32290 287020.00 SH SOLE 287020.00
MAXYGEN INC COM 577776107 46 890.00 SH SOLE 890.00
MATTEL INC COM 577081102 8491 759000.00 SH SOLE 759000.00
MELLON FINL CORP COM 58551A108 15211 328000.00 SH SOLE 328000.00
MERRILL LYNCH + CO INC COM 590188108 31495 477194.00 SH SOLE 477194.00
PHILIP MORRIS COS INC COM 718154107 39801 1352060.00 SH SOLE 1352060.00
RAYTHEON CO CL B 755111408 17361 610490.00 SH SOLE 610490.00
SBC COMMUNICATIONS INC COM 78387G103 37728 754550.00 SH SOLE 754550.00
SAFECO CORP COM 786429100 6934 254460.00 SH SOLE 254460.00
ST PAUL COS INC COM 792860108 14838 300900.00 SH SOLE 300900.00
SEARS ROEBUCK + CO COM 812387108 1801 55560.00 SH SOLE 55560.00
TXU CORP COM 873168108 14206 358520.00 SH SOLE 358520.00
WASHINGTON MUT INC COM 939322103 7534 189242.00 SH SOLE 189242.00
SCHLUMBERGER LTD COM 806857108 21706 263701.00 SH SOLE 263701.00
AMERICAN AXLE + MFG HLDGS INC COM 024061103 286 26630.00 SH SOLE 26630.00
ASHFORD COM INC COM 044093102 38 11140.00 SH SOLE 11140.00
INTERNET CAP GROUP INC COM 46059C106 36 2060.00 SH SOLE 2060.00
JUNO ONLINE SVCS INC COM 482048105 52 13040.00 SH SOLE 13040.00
RADIO UNICA COMMUNICATIONS COM 75040Q106 20 5140.00 SH SOLE 5140.00
US WIRELELESS CORP COM 90339C106 21 1340.00 SH SOLE 1340.00
AON CORP COM 037389103 6524 166220.00 SH SOLE 166220.00
CVS CORP COM 126650100 24566 530450.00 SH SOLE 530450.00
EDWARDS LIFESCIENCES CORP COM 28176E108 1789 82000.00 SH SOLE 82000.00
VECTREN CORP COM 92240G101 2858 140683.00 SH SOLE 140683.00
CARDINAL HEALTH INC COM 14149Y108 498 5650.00 SH SOLE 5650.00
CHARTER ONE FINL INC COM 160903100 2719 111540.45 SH SOLE 111540.45
HOUGHTON MIFFLIN CO COM 441560109 3925 100000.00 SH SOLE 100000.00
NORTHERN TRUST CORP COM 665859104 1676 18860.00 SH SOLE 18860.00
OWENS + MINOR INC NEW COM 690732102 3805 241600.00 SH SOLE 241600.00
RITE AID CORP COM 767754104 127 31680.00 SH SOLE 31680.00
TJX COS INC NEW COM 872540109 799 35500.00 SH SOLE 35500.00
WEYERHAEUSER CO COM 962166104 1042 25800.00 SH SOLE 25800.00
LINEAR TECHNOLOGY CORP COM 535678106 845 13050.00 SH SOLE 13050.00
MBNA CORP COM 55262L100 2440 63370.00 SH SOLE 63370.00
MEDTRONIC INC COM 585055106 15226 293862.00 SH SOLE 293862.00
MERCK + CO INC COM 589331107 16433 220768.00 SH SOLE 220768.00
MORGAN STANLEY DEAN WITTER+CO COM NEW 617446448 22896 250400.00 SH SOLE 250400.00
PC TEL INC COM 69325Q105 40 1740.00 SH SOLE 1740.00
PFIZER INC COM 717081103 28015 623411.00 SH SOLE 623411.00
GRANT PRIDE INC COM 38821G101 85 3880.00 SH SOLE 3880.00
COMPAQ COMPUTER CORP COM 204493100 20245 734047.00 SH SOLE 734047.00
FRANKLIN RES INC COM 354613101 1715 38600.00 SH SOLE 38600.00
GENERAL ELEC CO COM 369604103 50837 881250.00 SH SOLE 881250.00
ILLINOIS TOOL WKS INC COM 452308109 19106 341941.00 SH SOLE 341941.00
STATE STREET CORPORATION COM 857477103 308 2370.00 SH SOLE 2370.00
JOHNSON + JOHNSON COM 478160104 24195 257570.00 SH SOLE 257570.00
PRICE T ROWE + ASSOC INC COM 741477103 817 17400.00 SH SOLE 17400.00
AMERICAN HOME PRODUCTS CORP COM 026609107 20372 360170.00 SH SOLE 360170.00
BECTON DICKINSON + CO COM 075887109 2564 97000.00 SH SOLE 97000.00
BOEING CO COM 097023105 18957 300900.00 SH SOLE 300900.00
CANADIAN PAC LTD NEW COM 135923100 36 1380.00 SH SOLE 1380.00
CATERPILLAR INC COM 149123101 9386 278100.00 SH SOLE 278100.00
DONNELLEY R R + SONS CO COM 257867101 9457 385000.00 SH SOLE 385000.00
DOW CHEM CO COM 260543103 6976 279726.00 SH SOLE 279726.00
DU PONT E I DE NEMOURS + CO COM 263534109 27660 667506.00 SH SOLE 667506.00
EL PASO ENERGY CORP DEL COM 283905107 3482 56500.00 SH SOLE 56500.00
EMERSON ELEC CO COM 291011104 15961 238220.00 SH SOLE 238220.00
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FIRST DATA CORP COM 319963104 15831 405266.00 SH SOLE 405266.00
HOUSEHOLD INTL INC COM 441815107 19703 347960.00 SH SOLE 347960.00
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LOCKHEED MARTIN CORP COM 539830109 1190 36107.00 SH SOLE 36107.00
MCDONALDS CORP COM 580135101 45691 1513580.00 SH SOLE 1513580.00
PHARMACIA CORP COM 71713U102 44109 732852.00 SH SOLE 732852.00
MOTOROLA INC COM 620076109 25187 891569.00 SH SOLE 891569.00
ROCKWELL INTL CORP NEW COM 773903109 9544 315500.00 SH SOLE 315500.00
TEXTRON INC COM 883203101 7163 155300.00 SH SOLE 155300.00
WELLS FARGO + CO NEW COM 949746101 41001 892530.00 SH SOLE 892530.00
INVITROGEN CORP COM 46185R100 55 770.00 SH SOLE 770.00
ALBERTSONS INC COM 013104104 1569 74700.00 SH SOLE 74700.00
AT + T CORP COM 001957109 42854 1458870.00 SH SOLE 1458870.00
AMERICAN GEN CORP COM 026351106 13478 172790.00 SH SOLE 172790.00
CIGNA CORP COM 125509109 35976 344600.00 SH SOLE 344600.00
DILLARDS INC CL A 254067101 3356 315900.00 SH SOLE 315900.00
EATON CORP COM 278058102 672 10900.00 SH SOLE 10900.00
GENERAL DYNAMICS CORP COM 369550108 9252 147300.00 SH SOLE 147300.00
JOHNSON CTLS INC COM 478366107 6843 128650.00 SH SOLE 128650.00
LAFARGE CORP COM 505862102 248 11410.00 SH SOLE 11410.00
LEHMAN BROTHERS HLDGS INC COM 524908100 13534 91600.00 SH SOLE 91600.00
MARTIN MARIETTA MATLS INC COM 573284106 10063 262889.00 SH SOLE 262889.00
NIKE INC CL B 654106103 7784 194300.00 SH SOLE 194300.00
VISTEON CORP COM 92839U107 1068 70625.00 SH SOLE 70625.00
SOUTHDOWN INC COM 841297104 452 6342.00 SH SOLE 6342.00
UNITED TECHNOLOGIES CORP COM 913017109 21336 308100.00 SH SOLE 308100.00
WAL MART STORES INC COM 931142103 27239 566000.00 SH SOLE 566000.00
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AVOCENT CORP COM 053893103 2835 51427.00 SH SOLE 51427.00
ABBOTT LABS COM NPV 002824100 4304 90500.00 SH SOLE 90500.00
ALLTEL CORP COM 020039103 3294 63112.00 SH SOLE 63112.00
AMSOUTH BANCORPORATION COM 032165102 9724 777909.00 SH SOLE 777909.00
ANHEUSER BUSCH COS INC COM 035229103 14285 337600.00 SH SOLE 337600.00
BELLSOUTH CORP COM 079860102 49482 1229360.00 SH SOLE 1229360.00
BRISTOL MYERS SQUIBB CO COM 110122108 18703 327400.00 SH SOLE 327400.00
COCA COLA CO COM 191216100 34977 634500.00 SH SOLE 634500.00
COMERICA INC COM 200340107 6051 103550.00 SH SOLE 103550.00
FORD MTR CO DEL COM PAR USD0.01 345370860 40579 1603118.00 SH SOLE 1603118.00
GANNETT INC COM 364730101 1505 28400.00 SH SOLE 28400.00
PAYCHEX INC COM 704326107 776 14790.00 SH SOLE 14790.00
SCHERING PLOUGH CORP COM 806605101 1096 23580.00 SH SOLE 23580.00
XEROX CORP COM 984121103 7648 507760.00 SH SOLE 507760.00
ZIONS BANCORP COM 989701107 3958 77400.00 SH SOLE 77400.00
AMERICAN EXPRESS CO COM 025816109 33632 553616.00 SH SOLE 553616.00
MCKESSON HBOC INC COM 58155Q103 2830 92584.00 SH SOLE 92584.00
PECO ENERGY CO COM 693304107 21283 351420.00 SH SOLE 351420.00
TYCO INTL LTD NEW COM 902124106 253 4880.00 SH SOLE 4880.00
XCEL ENERGY INC COM 98389B100 8451 307325.00 SH SOLE 307325.00
AMRESCO INC COM 031909203 53 20340.00 SH SOLE 20340.00
AETNA INC COM 008117103 8706 149940.00 SH SOLE 149940.00
ARMSTRONG HLDGS INC COM 042384107 583 48800.00 SH SOLE 48800.00
AUTOMATIC DATA PROCESSING INC COM 053015103 2004 29960.00 SH SOLE 29960.00
BAXTER INTL INC COM 071813109 32723 410000.00 SH SOLE 410000.00
BURLINGTON NORTHN SANTA FE COM 12189T104 5699 264320.00 SH SOLE 264320.00
CMS ENERGY CORP COM 125896100 5973 221750.00 SH SOLE 221750.00
CIRCUIT CITY STORES INC COM 172737108 4629 201260.00 SH SOLE 201260.00
CORNING INC COM 219350105 731 2460.00 SH SOLE 2460.00
CROWN CORK + SEAL INC COM 228255105 1184 110770.00 SH SOLE 110770.00
NEON COMMUNICATIONS INC COM 640506101 338 9700.00 SH SOLE 9700.00
DIAL CORP NEW COM 25247D101 2963 254900.00 SH SOLE 254900.00
EASTMAN CHEM CO COM 277432100 2943 79670.00 SH SOLE 79670.00
ENTERGY CORP COM 29364G103 10851 291300.00 SH SOLE 291300.00
FLEETWOOD ENTERPRISES INC COM 339099103 2251 165970.00 SH SOLE 165970.00
FORT JAMES CORP COM 347471104 17161 561500.00 SH SOLE 561500.00
GRAINGER W W INC COM 384802104 2998 113950.00 SH SOLE 113950.00
HIBERNIA CORP CL A 428656102 5892 481000.00 SH SOLE 481000.00
IMC GLOBAL INC COM 449669100 8159 562690.00 SH SOLE 562690.00
MASCO CORP COM 574599106 11353 609560.00 SH SOLE 609560.00
NATIONAL SVC INDS INC 637657107 4572 233700.00 SH SOLE 233700.00
NORFOLK SOUTHN CORP COM 655844108 3545 242400.00 SH SOLE 242400.00
PNC FINL SVCS GROUP INC COM 693475105 11287 173650.00 SH SOLE 173650.00
PENTAIR INC COM 709631105 6915 258500.00 SH SOLE 258500.00
RAYTHEON CO CL A 755111309 27 992.00 SH SOLE 992.00
TRW INC COM 872649108 780 19200.00 SH SOLE 19200.00
UNITEDHEALTH GROUP INC COM 91324P102 14824 150119.00 SH SOLE 150119.00
UNOCAL CORP COM 915289102 4890 138000.00 SH SOLE 138000.00
VIAD CORP COM 92552R109 9828 370000.00 SH SOLE 370000.00
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ALLSTATE CORP COM 020002101 22208 639090.00 SH SOLE 639090.00
AMEREN CORP COM 023608102 7186 171600.00 SH SOLE 171600.00
ANALYSTS INTL CORP COM 032681108 541 75000.00 SH SOLE 75000.00
ARCH CHEMICALS INC COM 03937R102 595 32600.00 SH SOLE 32600.00
AUTOLIV COM 052800109 2094 107400.00 SH SOLE 107400.00
BANDAG INC COM 059815100 10 280.00 SH SOLE 280.00
BANK ONE CORP COM 06423A103 31306 810521.00 SH SOLE 810521.00
BANTA CORP COM STK 066821109 4821 197800.00 SH SOLE 197800.00
BELO A H CORP COM SER A 080555105 3145 170600.00 SH SOLE 170600.00
BLOCK H + R INC COM 093671105 10255 276700.00 SH SOLE 276700.00
BOWATER INC COM 102183100 219 4720.00 SH SOLE 4720.00
C+D TECHNOLOGIES COM 124661109 291 5130.00 SH SOLE 5130.00
CAMPBELL SOUP CO COM 134429109 20832 805100.00 SH SOLE 805100.00
CH ENERGY GROUP INC COM 12541M102 2564 64300.00 SH SOLE 64300.00
CINCINNATI FINL CORP COM 172062101 1576 44400.00 SH SOLE 44400.00
COMMERCIAL FED CORP COM 201647104 7013 366700.00 SH SOLE 366700.00
CONAGRA INC COM 205887102 5165 257470.00 SH SOLE 257470.00
COUNTRYWIDE CR INDS INC COM 222372104 6119 162100.00 SH SOLE 162100.00
DTE ENERGY CO COM 233331107 1060 27700.00 SH SOLE 27700.00
DAIN RAUSCHER CORP COM 233856103 4511 48500.00 SH SOLE 48500.00
DEERE + CO COM 244199105 3149 94700.00 SH SOLE 94700.00
DELUXE CORP COM 248019101 3012 148300.00 SH SOLE 148300.00
DONALDSON LUFKIN+JENRETTE INC COM 257661108 4167 46590.00 SH SOLE 46590.00
DUKE ENERGY CO COM STK NPV 264399106 40499 472290.00 SH SOLE 472290.00
EASTMAN KODAK CO COM 277461109 10188 249240.00 SH SOLE 249240.00
ENERGY EAST CORP COM 29266M109 5195 229600.00 SH SOLE 229600.00
ENESCO GROUP INC COM 292973104 507 86300.00 SH SOLE 86300.00
EQUITABLE RES INC COM 294549100 5913 93300.00 SH SOLE 93300.00
ETHAN ALLEN INTERIORS INC COM 297602104 136 4800.00 SH SOLE 4800.00
FEDERAL SIGNAL CORP COM STK 313855108 1329 66860.00 SH SOLE 66860.00
FORTUNE BRANDS INC COM 349631101 7462 281600.00 SH SOLE 281600.00
GPU INC COM 36225X100 8834 272345.00 SH SOLE 272345.00
GENERALE CABLE CORP DEL NEW COM 369300108 85 11250.00 SH SOLE 11250.00
GENERAL MLS INC COM 370334104 905 25500.00 SH SOLE 25500.00
GENERAL MTRS CORP COM 370442105 16607 255486.00 SH SOLE 255486.00
GENUINE PARTS CO COM 372460105 1123 58900.00 SH SOLE 58900.00
GOODRICH B F CO COM 382388106 5314 135605.00 SH SOLE 135605.00
HEINZ H J CO COM 423074103 15579 420340.00 SH SOLE 420340.00
HELMERICH AND PAYNE INC COM 423452101 1207 33420.00 SH SOLE 33420.00
HOMESTAKE MNG CO COM 437614100 615 118600.00 SH SOLE 118600.00
HUBBELL INC CLB 443510201 3 100.00 SH SOLE 100.00
HUNTINGTON BANCSHARES INC COM 446150104 3993 271874.00 SH SOLE 271874.00
INTERNATIONAL FLAVOURS COM 459506101 704 38600.00 SH SOLE 38600.00
KINDER MORGAN INC KANS COM 49455P101 1249 30520.00 SH SOLE 30520.00
KEYSPAN CORP COM 49337W100 4039 100672.00 SH SOLE 100672.00
LINCOLN NATL CORP IN COM 534187109 6878 142920.00 SH SOLE 142920.00
LOEWS CORP COM 540424108 34061 408525.00 SH SOLE 408525.00
LOUISIANA PAC CORP COM 546347105 441 48000.00 SH SOLE 48000.00
LUBRIZOL CORP COM 549271104 329 16690.00 SH SOLE 16690.00
MDU RES GROUP INC COM 552690109 3308 111200.00 SH SOLE 111200.00
MGIC INVT CORP WIS COM 552848103 6113 100000.00 SH SOLE 100000.00
MARSH + MCLENNAN COS INC COM 571748102 15399 116000.00 SH SOLE 116000.00
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MORGAN J P + CO INC COM 616880100 15308 93700.00 SH SOLE 93700.00
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NICOR INC COM 654086107 2642 73000.00 SH SOLE 73000.00
NORTHWEST NAT GAS CO COM 667655104 2894 127200.00 SH SOLE 127200.00
OGE ENERGY CORP COM 670837103 5396 253200.00 SH SOLE 253200.00
OLIN CORP COM PAR 1 680665205 741 45800.00 SH SOLE 45800.00
ONEOK INC NEW COM 682680103 5032 126600.00 SH SOLE 126600.00
PG+E CORP COM 69331C108 12323 509480.00 SH SOLE 509480.00
PPL CORP COM 69351T106 6363 152400.00 SH SOLE 152400.00
PPG INDS INC COM 693506107 1068 26900.00 SH SOLE 26900.00
PACCAR INC COM 693718108 455 12268.00 SH SOLE 12268.00
PENNEY J C INC COM 708160106 3717 314700.00 SH SOLE 314700.00
PEPSICO INC COM 713448108 42038 913880.00 SH SOLE 913880.00
PHILADELPHIA SUBN CORP COM PAR 0.50 718009608 1377 59400.00 SH SOLE 59400.00
PHILLIPS PETE CO COM 718507106 3493 55660.00 SH SOLE 55660.00
PINNACLE WEST CAP CORP COM 723484101 1750 34400.00 SH SOLE 34400.00
POTLATCH CORP COM 737628107 3219 101800.00 SH SOLE 101800.00
PROCTER + GAMBLE CO COM 742718109 17695 264100.00 SH SOLE 264100.00
PUBLIC SVC CO NM COM 744499104 10766 416090.00 SH SOLE 416090.00
PUBLIC SVC ENTERPRISE GROUP COM 744573106 9983 223400.00 SH SOLE 223400.00
READERS DIGEST ASSN INC COM CL A NON VTG 755267101 6600 186900.00 SH SOLE 186900.00
RELIANT ENERGY INC COM 75952J108 5901 126900.00 SH SOLE 126900.00
SARA LEE CORP COM 803111103 8763 431430.00 SH SOLE 431430.00
SOUTHERN CO COM 842587107 18687 576100.00 SH SOLE 576100.00
TECHNITROL INC COM 878555101 1204 11920.00 SH SOLE 11920.00
TEXACO INC COM 881694103 15238 290242.00 SH SOLE 290242.00
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TRINITY INDS INC COM 896522109 559 23900.00 SH SOLE 23900.00
UNICOM CORP COM 904911104 2534 45100.00 SH SOLE 45100.00
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UIL HLDG CORP COM 902748102 2274 44200.00 SH SOLE 44200.00
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WASHINGTON FED INC COM 938824109 2808 123420.00 SH SOLE 123420.00
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AMERICA ONLINE INC DEL COM 02364J104 11641 216570.00 SH SOLE 216570.00
AVIATION SALES CO COM 053672101 62 11809.00 SH SOLE 11809.00
BMC SOFTWARE INC COM 055921100 1919 100317.00 SH SOLE 100317.00
CARNIVAL CORP COM 143658102 6935 281620.00 SH SOLE 281620.00
CISCO SYS INC COM 17275R102 26394 477714.00 SH SOLE 477714.00
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DELL COMPUTER CORP COM 247025109 5687 184571.00 SH SOLE 184571.00
E M C CORP MASS COM 268648102 11707 118104.00 SH SOLE 118104.00
ENSCO INTL INC COM 26874Q100 12921 337798.00 SH SOLE 337798.00
HOME DEPOT INC COM 437076102 22317 420588.00 SH SOLE 420588.00
MICROSOFT CORP COM 594918104 34937 579264.00 SH SOLE 579264.00
NEXTEL COMMUNICATIONS INC CL A 65332V103 7777 166346.00 SH SOLE 166346.00
QUINTILES TRANSNATIONAL CORP COM 748767100 2152 135032.00 SH SOLE 135032.00
SYLVAN LEARNING SYS INC COM 871399101 1229 82941.00 SH SOLE 82941.00
TELLABS INC COM 879664100 5063 106040.00 SH SOLE 106040.00
TOYS R US INC COM 892335100 3022 185950.00 SH SOLE 185950.00
US BANCORP DEL COM 902973106 12767 561188.00 SH SOLE 561188.00
DANA CORP COM 235811106 344 16000.00 SH SOLE 16000.00
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GATEWAY INC COM 367626108 5465 116890.00 SH SOLE 116890.00
HARRIS CORP DEL COM 413875105 1031 36250.00 SH SOLE 36250.00
LIFEPOINT HOSPS INC COM 53219L109 600 16910.00 SH SOLE 16910.00
SEAGATE TECHNOLOGY COM 811804103 2054 29770.00 SH SOLE 29770.00
SPRINT CORP COM 852061100 13214 450800.00 SH SOLE 450800.00
3COM CORP COM 885535104 2416 125900.00 SH SOLE 125900.00
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AMERICAN MGMT SYS INC COM 027352103 1865 108500.00 SH SOLE 108500.00
APPLE COMPUTER COM NPV 037833100 1331 51700.00 SH SOLE 51700.00
APRIA HEALTHCARE GROUP INC COM 037933108 952 68320.00 SH SOLE 68320.00
AVERY DENNISON CORP COM 053611109 4280 92300.00 SH SOLE 92300.00
COMVERSE TECHNOLOGY INC COM NEW 205862402 6424 59480.00 SH SOLE 59480.00
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COOPER CAMERON CORP COM 216640102 1164 15800.00 SH SOLE 15800.00
AXA FINL INC COM 002451102 9642 189300.00 SH SOLE 189300.00
FEDERAL MOGUL CORP COM 313549107 816 150050.00 SH SOLE 150050.00
FRITZ COMP INC COM 358846103 1877 156400.00 SH SOLE 156400.00
GOLDEN ST BANCORP INC COM 381197102 1228 51960.00 SH SOLE 51960.00
LEGGETT + PLATT INC COM 524660107 1436 90800.00 SH SOLE 90800.00
LEXMARK INTL INC CL A 529771107 464 12360.00 SH SOLE 12360.00
LYDALL INC COM 550819106 430 37600.00 SH SOLE 37600.00
NCR CORP NEW COM 62886E108 355 9400.00 SH SOLE 9400.00
NEWELL RUBBERMAID INC COM 651229106 4093 179400.00 SH SOLE 179400.00
OFFICE DEPOT INC COM 676220106 655 83890.00 SH SOLE 83890.00
SOLUTIA INC COM 834376105 1788 157200.00 SH SOLE 157200.00
SOUTHWEST AIRLS CO COM 844741108 7609 313780.00 SH SOLE 313780.00
TENET HEALTHCARE CORP COM 88033G100 6297 173100.00 SH SOLE 173100.00
TYSON FOODS INC (DEL) CLS A COM 902494103 6889 688850.00 SH SOLE 688850.00
UNIVERSAL HEALTH SVCS INC CL B 913903100 8888 103800.00 SH SOLE 103800.00
VALASSIS COMMUNICATIONS INC COM 918866104 5601 251750.00 SH SOLE 251750.00
WHIRLPOOL CORP COM 963320106 509 13100.00 SH SOLE 13100.00
BEA SYS INC COM 073325102 878 11270.00 SH SOLE 11270.00
VERITAS SOFTWARE CORP COM 923436109 1738 12240.00 SH SOLE 12240.00
ADOBE SYS INC COM 00724F101 193 1240.00 SH SOLE 1240.00
AMERICAN ELEC PWR INC COM 025537101 9744 249058.00 SH SOLE 249058.00
APACHE CORP COM 037411105 471 7960.00 SH SOLE 7960.00
ARCHER DANIELS MIDLAND CO COM 039483102 4820 558810.00 SH SOLE 558810.00
BESTFOODS COM 08658U101 6040 83020.00 SH SOLE 83020.00
BURLINGTON RES INC COM 122014103 4799 130350.00 SH SOLE 130350.00
COASTAL CORP COM 190441105 12526 168990.00 SH SOLE 168990.00
COLGATE PALMOLIVE CO COM 194162103 3066 64960.00 SH SOLE 64960.00
DOW JONES + CO INC COM 260561105 2825 46700.00 SH SOLE 46700.00
ENGELHARD CORP COM 292845104 1495 91990.00 SH SOLE 91990.00
HARTFORD FINANCIAL SVCS GRP COM 416515104 1492 20460.00 SH SOLE 20460.00
KERR MCGEE CORP COM 492386107 475 7170.00 SH SOLE 7170.00
MEAD CORP COM 582834107 3815 163220.00 SH SOLE 163220.00
NATIONAL CITY CORP COM 635405103 4204 190000.00 SH SOLE 190000.00
NABISCO GROUP HLDG CORP COM 62952P102 2612 91640.00 SH SOLE 91640.00
SYSCO CORP COM 871829107 7104 153400.00 SH SOLE 153400.00
TORCHMARK INC COM 891027104 3646 131100.00 SH SOLE 131100.00
WESTVACO CORP COM 961548104 4283 160500.00 SH SOLE 160500.00
WRIGLEY WM JR CO COM 982526105 4990 66640.00 SH SOLE 66640.00
COMCAST CORP CL A SPL 200300200 4657 113750.00 SH SOLE 113750.00
AVNET INC COM 053807103 211 7440.00 SH SOLE 7440.00
CIT GROUP INC CL A 125577106 2391 136630.00 SH SOLE 136630.00
GATX COM 361448103 6265 149600.00 SH SOLE 149600.00
LTV CORP NEW COM 501921100 20 15510.00 SH SOLE 15510.00
PAINE WEBBER GROUP INC COM 695629105 886 13000.00 SH SOLE 13000.00
SOVEREIGN BANCORP INC COM 845905108 925 100000.00 SH SOLE 100000.00
TEXAS REGL BANCSHARES INC CL A VTG 882673106 1030 36300.00 SH SOLE 36300.00
WILLIAMS COS INC COM 969457100 1859 44010.00 SH SOLE 44010.00
ADVANCED MICRO DEVICES INC COM 007903107 3251 137600.00 SH SOLE 137600.00
ALLERGAN INC COM 018490102 14873 176140.00 SH SOLE 176140.00
ALZA CORP COM 022615108 14183 163960.00 SH SOLE 163960.00
AMERICAN STD COS INC DEL COM 029712106 2886 64940.00 SH SOLE 64940.00
CHAMPION ENTERPRISES INC COM 158496109 1066 250730.00 SH SOLE 250730.00
COMMSCOPE INC COM 203372107 4746 193700.00 SH SOLE 193700.00
FIRST UN CORP COM 337358105 26544 824656.00 SH SOLE 824656.00
GENZYME CORP COM 372917104 12073 177050.00 SH SOLE 177050.00
GREENPOINT FINL CORP COM 395384100 8561 288970.00 SH SOLE 288970.00
LEAR CORP COM 521865105 2749 133680.00 SH SOLE 133680.00
LYONDELL CHEMICAL CO COM 552078107 3694 312760.00 SH SOLE 312760.00
NEW YORK TIMES CO CL A 650111107 2036 51800.00 SH SOLE 51800.00
PRAXAIR INC COM 74005P104 4830 129240.00 SH SOLE 129240.00
ST JUDE MED INC COM 790849103 25801 505900.00 SH SOLE 505900.00
USG CORP COM NEW 903293405 497 19830.00 SH SOLE 19830.00
ULTRAMAR DIAMOND SHAMROCK COM 904000106 9832 387481.00 SH SOLE 387481.00
VENTAS INC COM 92276F100 3007 601400.00 SH SOLE 601400.00
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AURORA FOODS INC COM 05164B106 59 17440.00 SH SOLE 17440.00
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CONEXANT SYS INC COM 207142100 2312 55200.00 SH SOLE 55200.00
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INTERNATIONAL PAPER CO COM 460146103 4211 146778.06 SH SOLE 146778.06
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ATMEL CORP COM 049513104 18 1200.00 SH SOLE 1200.00
CIENA CORP COM 171779101 1285 10460.00 SH SOLE 10460.00
MAXIM INTEGRATED PRODS INC COM 57772K101 220 2730.00 SH SOLE 2730.00
JDS UNIPHASE CORP COM 46612J101 2668 28176.00 SH SOLE 28176.00
ADC TELECOMMUNICATIONS INC COM 000886101 326 12130.00 SH SOLE 12130.00
AFLAC INC COM 001055102 5926 92500.00 SH SOLE 92500.00
GUIDANT CORP COM 401698105 1887 26700.00 SH SOLE 26700.00
WORLDCOM INC COM 98157D106 29239 962611.00 SH SOLE 962611.00
PE CORP COM CELERA GENOMICS GROUP 69332S201 46 460.00 SH SOLE 460.00
SOLECTRON CORP COM 834182107 3736 81000.00 SH SOLE 81000.00
STAPLES INC COM 855030102 6413 452040.00 SH SOLE 452040.00
AMR CORP DEL COM 001765106 6743 206287.00 SH SOLE 206287.00
CADENCE DESIGN SYS INC COM 127387108 1385 53900.00 SH SOLE 53900.00
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DOVER CORP COM 260003108 4694 100000.00 SH SOLE 100000.00
MINNESOTA MNG + MFG CO COM 604059105 27769 304740.00 SH SOLE 304740.00
TIME WARNER INC COM 887315109 4952 63290.00 SH SOLE 63290.00
WASTE MGMT INC DEL COM 94106L109 4445 254925.00 SH SOLE 254925.00
AMERICAN GREETINGS CORP CL A 026375105 903 51600.00 SH SOLE 51600.00
BLACK + DECKER CORPORATION COM 091797100 1446 42300.00 SH SOLE 42300.00
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DIME BANCORP INC NEW COM USD0.01 25429Q102 7120 330200.00 SH SOLE 330200.00
NTL INC COM 629407107 181 3900.00 SH SOLE 3900.00
SPRINT CORP PCS COM SER 1 852061506 2745 78300.00 SH SOLE 78300.00
SUN MICROSYSTEMS INC COM 866810104 6053 51850.00 SH SOLE 51850.00
UNISYS CORP COM 909214108 2248 199820.00 SH SOLE 199820.00
VOICESTREAM WIRELESS CORP COM 928615103 1193 10280.00 SH SOLE 10280.00
WESTERN WIRELESS CORP CL A 95988E204 293 8230.00 SH SOLE 8230.00
AMAZON COM INC COM 023135106 143 3720.00 SH SOLE 3720.00
AMERICAN PWR CONVERSION CORP COM 029066107 1134 59090.00 SH SOLE 59090.00
AT HOME CORP COM SER A 045919107 735 52050.00 SH SOLE 52050.00
BJS WHSL CLUB INC COM 05548J106 3071 90000.00 SH SOLE 90000.00
COMPUTER SCIENCES CORP COM 205363104 23589 317700.00 SH SOLE 317700.00
CONSOLIDATED GRAPHICS INC COM 209341106 472 40150.00 SH SOLE 40150.00
COSTCO WHSL CORP NEW COM 22160K105 4523 129452.00 SH SOLE 129452.00
COX COMMUNICATIONS INC NEW CL A 224044107 3276 85660.00 SH SOLE 85660.00
DISNEY WALT CO DISNEY COM 254687106 81707 2136130.00 SH SOLE 2136130.00
DOUBLECLICK INC COM 258609304 12 390.00 SH SOLE 390.00
GAP INC COM 364760108 75 3740.00 SH SOLE 3740.00
KROGER CO COM 501044101 20377 903120.00 SH SOLE 903120.00
LEGATO SYSTEMS INC COM 524651106 108 8070.00 SH SOLE 8070.00
MICROS SYS INC COM 594901100 1695 112510.00 SH SOLE 112510.00
NETWORK APPLIANCE INC COM 64120L104 456 3580.00 SH SOLE 3580.00
ORACLE CORP COM 68389X105 22044 279920.00 SH SOLE 279920.00
PROVIDIAN FINL CORP COM 74406A102 2400 18900.00 SH SOLE 18900.00
SAFEWAY INC COM NEW 786514208 744 15930.00 SH SOLE 15930.00
SWIFT TRANSN INC 870756103 1063 81400.00 SH SOLE 81400.00
TRIBUNE CO NEW COM 896047107 2184 50055.00 SH SOLE 50055.00
WATSON PHARMACEUTICALS INC COM 942683103 12366 190610.00 SH SOLE 190610.00
YAHOO INC COM 984332106 2336 25670.00 SH SOLE 25670.00
BEST BUY CO INC COM STK USD0.10 086516101 9 140.00 SH SOLE 140.00
CMG INFORMATION SVCS INC COM 125750109 338 12100.00 SH SOLE 12100.00
ENRON CORP COM 293561106 28210 321940.00 SH SOLE 321940.00
MICRON TECHNOLOGY INC COM 595112103 8994 195530.00 SH SOLE 195530.00
QUALCOMM INC COM 747525103 10825 151932.00 SH SOLE 151932.00
VIACOM INC CL B 925524308 30675 524360.00 SH SOLE 524360.00
LORAL SPACE + COMMUNICATIONS COM G56462107 386 63000.00 SH SOLE 63000.00
ACME METALS INC COM 004724100 3 14400.00 SH SOLE 14400.00
BUCKLE INC COM 118440106 872 75000.00 SH SOLE 75000.00
CNA FINL CORP COM 126117100 9517 248800.00 SH SOLE 248800.00
CSX CORP COM 126408103 6033 276600.00 SH SOLE 276600.00
CALPINE CORP COM 131347106 8415 80620.00 SH SOLE 80620.00
CENDANT CORP COM 151313103 567 52100.00 SH SOLE 52100.00
CHEMFIRST INC COM 16361A106 3852 185060.00 SH SOLE 185060.00
CHEVRON CORP COM 166751107 35142 412220.00 SH SOLE 412220.00
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CRESTLINE CAP CORP COM 226153104 8 410.00 SH SOLE 410.00
TARGET CORP COM 87612E106 7650 298542.00 SH SOLE 298542.00
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FLORIDA PROGRESS CORP COM 341109106 7930 149800.00 SH SOLE 149800.00
GENERAL MTRS CORP CL H NEW 370442832 19509 524730.00 SH SOLE 524730.00
GLOBAL MARINE INC COM NEW 379352404 1565 50700.00 SH SOLE 50700.00
GRACE W R + CO DEL NEW COM 38388F108 1473 214200.00 SH SOLE 214200.00
HISPANIC BROADCASTING CORP COM 43357B104 3568 128000.00 SH SOLE 128000.00
HILTON HOTELS CORP COM 432848109 479 41400.00 SH SOLE 41400.00
IKON OFFICE SOLUTIONS INC COM 451713101 0 100.00 SH SOLE 100.00
K MART CORP COM 482584109 2924 487400.00 SH SOLE 487400.00
MENS WEARHOUSE INC 587118100 2123 75000.00 SH SOLE 75000.00
MODINE MFG CO 607828100 1716 60920.00 SH SOLE 60920.00
NVR INC COM 62944T105 89 1100.00 SH SOLE 1100.00
NIAGARA MOHAWK HLDGS INC COM 653520106 473 30000.00 SH SOLE 30000.00
NOVELL INC COM 670006105 754 75880.00 SH SOLE 75880.00
OCULAR SCIENCES INC COM 675744106 900 75000.00 SH SOLE 75000.00
OSHKOSH B GOSH INC CL A 688222207 1141 75000.00 SH SOLE 75000.00
PALM HBR HOMES INC COM 696639103 371 27000.00 SH SOLE 27000.00
PARK PL ENTMT CORP COM 700690100 626 41400.00 SH SOLE 41400.00
PHELPS DODGE CORP COM 717265102 1274 30520.00 SH SOLE 30520.00
PIONEER GROUP INC COM 723684106 9137 207800.00 SH SOLE 207800.00
PROJECT SOFTWARE + DEV INC COM 74339P101 230 14800.00 SH SOLE 14800.00
QUESTAR CORP COM 748356102 2384 85700.00 SH SOLE 85700.00
RH DONNELLEY CORP COM NEW 74955W307 2962 140220.00 SH SOLE 140220.00
ROWAN COS INC COM 779382100 4892 168700.00 SH SOLE 168700.00
SPS TECHNOLOGIES INC COM 784626103 3638 75000.00 SH SOLE 75000.00
SANCHEZ COMPUTER ASSOC INC COM 799702105 1955 126100.00 SH SOLE 126100.00
SHAW INDS INC COM 820286102 1622 87700.00 SH SOLE 87700.00
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TOLL BROS INC COM 889478103 126 3670.00 SH SOLE 3670.00
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UGI CORP NEW COM 902681105 890 36700.00 SH SOLE 36700.00
UST INC COM USD0.50 902911106 98 4300.00 SH SOLE 4300.00
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US AIRWAYS GROUP INC COM 911905107 813 26715.00 SH SOLE 26715.00
V F CORP COM 918204108 4288 173700.00 SH SOLE 173700.00
VLASIC FOODS INTL INC COM 928559103 4 3130.00 SH SOLE 3130.00
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BEMIS INC COM 081437105 988 30760.00 SH SOLE 30760.00
CABLETRON SYSTEMS INC COM STK 126920107 4691 159700.00 SH SOLE 159700.00
HALLIBURTON CO COM 406216101 9315 190350.00 SH SOLE 190350.00
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KLA TENCOR CORP COM 482480100 3106 75400.00 SH SOLE 75400.00
KELLOGG CO COM 487836108 4388 181430.00 SH SOLE 181430.00
KEYCORP NEW COM 493267108 1010 39900.00 SH SOLE 39900.00
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NATIONAL SEMICONDUCTOR CORP COM 637640103 3887 96560.00 SH SOLE 96560.00
OWENS ILL INC COM NEW 690768403 611 66000.00 SH SOLE 66000.00
RALSTON PURINA CO COM RALSTON PURINA GROUP 751277302 2652 111940.00 SH SOLE 111940.00
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USX MARATHON GROUP COM NEW 902905827 550 19380.00 SH SOLE 19380.00
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WILLAMETTE INDS INC COM 969133107 546 19500.00 SH SOLE 19500.00
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ADAPTEC INC COM 00651F108 179 8950.00 SH SOLE 8950.00
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CHECKFREE CORP NEW COM 162813109 1034 24690.00 SH SOLE 24690.00
CONCORD EFS INC COM 206197105 1472 41460.00 SH SOLE 41460.00
CRITICAL PATH INC COM 22674V100 219 3610.00 SH SOLE 3610.00
CYPRESS SEMICONDUCTOR CORP COM 232806109 291 7000.00 SH SOLE 7000.00
DOLE FOOD INC COM 256605106 443 29500.00 SH SOLE 29500.00
EBAY INC COM 278642103 578 8420.00 SH SOLE 8420.00
ELECTRONIC ARTS COM 285512109 909 18400.00 SH SOLE 18400.00
ENTERCOM COMMUNICATIONS CORP COM 293639100 4536 151500.00 SH SOLE 151500.00
EXPRESS SCRIPTS INC CL A 302182100 641 8870.00 SH SOLE 8870.00
ICG COMMUNICATIONS INC COM 449246107 0 100.00 SH SOLE 100.00
INFINITY BROADCASTING CORP NEW CL A 45662S102 286 8670.00 SH SOLE 8670.00
INKTOMI CORP COM 457277101 296 2600.00 SH SOLE 2600.00
INTIMATE BRANDS INC CL A 461156101 1853 99170.00 SH SOLE 99170.00
LEVEL 3 COMMUNICATIONS INC COM 52729N100 39 510.00 SH SOLE 510.00
MICROCHIP TECHNOLOGY INC COM 595017104 1186 35880.00 SH SOLE 35880.00
MODIS PROFESSIONAL SVCS INC COM 607830106 277 53350.00 SH SOLE 53350.00
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PAYLESS SHOESOURCE INC COM 704379106 655 11700.00 SH SOLE 11700.00
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PETSMART INC 716768106 836 178300.00 SH SOLE 178300.00
PHARMACEUTICAL PROD DEV INC COM 717124101 2837 106800.00 SH SOLE 106800.00
PRICELINE COM INC COM 741503106 63 5330.00 SH SOLE 5330.00
PROFIT RECOVERY GROUP INTL INC COM 743168106 201 20340.00 SH SOLE 20340.00
QWEST COMMUNICATIONS INTL INC COM 749121109 18429 383445.00 SH SOLE 383445.00
RATIONAL SOFTWARE CORP COM NEW 75409P202 597 8610.00 SH SOLE 8610.00
REAL NETWORKS INC COM 75605L104 802 20180.00 SH SOLE 20180.00
KFORCE COM INC COM 493732101 209 59700.00 SH SOLE 59700.00
SCI SYS INC COM 783890106 195 4750.00 SH SOLE 4750.00
RSA SEC INC COM 749719100 9 220.00 SH SOLE 220.00
SEPRACOR INC COM 817315104 317 2580.00 SH SOLE 2580.00
STARBUCKS CORP COM 855244109 607 15160.00 SH SOLE 15160.00
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TERADYNE INC COM 880770102 1001 28600.00 SH SOLE 28600.00
DAVITA INC COM 23918K108 137 18320.00 SH SOLE 18320.00
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VERISIGN INC COM 92343E102 892 4404.00 SH SOLE 4404.00
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WACKENHUT CORRECTIONS CORP COM 929798106 1746 223500.00 SH SOLE 223500.00
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XILINX INC COM 983919101 693 8090.00 SH SOLE 8090.00
ACTEL CORP COM 004934105 4675 130100.00 SH SOLE 130100.00
MOTIENT CORP COM 619908106 64 4510.00 SH SOLE 4510.00
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ANESTA CORP COM 034603100 745 32400.00 SH SOLE 32400.00
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BROADVISION INC COM 111412102 273 10610.00 SH SOLE 10610.00
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COVENANT TRANS INC CL A 22284P105 1559 167400.00 SH SOLE 167400.00
FOREST OIL CORP COM NEW 346091606 119 7330.00 SH SOLE 7330.00
GENE LOGIC COM 368689105 5 230.00 SH SOLE 230.00
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HESKA CORP COM 42805E108 0 100.00 SH SOLE 100.00
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KEYSTONE AUTOMOTIVE INDS INC COM 49338N109 280 58200.00 SH SOLE 58200.00
LASER VISION CTRS INC 51807H100 1017 234200.00 SH SOLE 234200.00
METALS USA INC COM 591324108 1536 523000.00 SH SOLE 523000.00
OCEANEERING INTL INC COM 675232102 215 12920.00 SH SOLE 12920.00
PEGASUS SYS INC COM 705906105 1810 92520.00 SH SOLE 92520.00
PHOTON DYNAMICS INC COM 719364101 30 800.00 SH SOLE 800.00
PINNACLE SYS INC COM 723481107 401 35600.00 SH SOLE 35600.00
REX STORES CORP COM 761624105 431 21950.00 SH SOLE 21950.00
SDL INC COM 784076101 1618 5230.00 SH SOLE 5230.00
SCOTTS CO CL A 810186106 4424 132060.00 SH SOLE 132060.00
S1 CORP COM 78463B101 46 3880.00 SH SOLE 3880.00
SOFTNET SYS INC COM 833964109 2 410.00 SH SOLE 410.00
TRANS WORLD ENTMT CORP COM 89336Q100 50 4950.00 SH SOLE 4950.00
</TABLE
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