0001068800-01-500285.txt : 20011112
0001068800-01-500285.hdr.sgml : 20011112
ACCESSION NUMBER: 0001068800-01-500285
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20010930
FILED AS OF DATE: 20011105
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CONNING CORP
CENTRAL INDEX KEY: 0000801051
STANDARD INDUSTRIAL CLASSIFICATION: INVESTMENT ADVICE [6282]
IRS NUMBER: 431719355
STATE OF INCORPORATION: MO
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-04513
FILM NUMBER: 1774818
BUSINESS ADDRESS:
STREET 1: 700 MARKET ST
CITY: ST LOUIS
STATE: MO
ZIP: 63101
BUSINESS PHONE: 3144440498
MAIL ADDRESS:
STREET 1: CONNING CORP
STREET 2: 700 MARKET ST
CITY: ST LOUIS
STATE: MO
ZIP: 63101
13F-HR
1
con13f.txt
CONNING ASSET MANAGEMENT COMPANY FORM 13F
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, 2001
----------------------
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: Conning Asset Management Company
-----------------------------------------------
Address: CityPlace II, 185 Asylum St.
-----------------------------------------------
Hartford, Connecticut 06103-4105
-----------------------------------------------
Form 13F File Number: 28-4332
-------
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. All information contained herein is true, correct
and complete, and it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: William M. Bourque
------------------------------------------------------
Title: Vice President and Assistant General Counsel
------------------------------------------------------
Phone: (860) 541-5628
------------------------------------------------------
Signature, Place and Date of Signing:
/s/ William M. Bourque Hartford, Connecticut 10/26/01
---------------------- --------------------- --------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[ X ] 13F HOLDINGS REPORT. (Check here if all holdings of this
reporting manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this
report, and all holdings are reported by other reporting
manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for
this reporting manager are reported in this report and a portion are
reported by other reporting manager(s).)
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 1109
Form 13F Information Table Value Total: $ 965,716
FORM 13F HOLDINGS AS OF: 9/30/01
------------------------------------------------------------------------------------------------------------------------------------
NAME OF REPORTING MANAGER: CONNING ASSET MANAGEMENT COMPANY
------------------------------------------------------------------------------------------------------------------------------------
ITEM 8:
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: Voting Auth. (Shs)
---------------------------- -------------- ---------- ------------- ----------- ------------------ --------- --------------------
Name of Issuer Title of Class CUSIP Fair Market Shares/Par (A) (B) (C) Manager (A) (B) (C)
Number Value Value Inv. Shared Shared Instr. Sole Shared None
(000's) Disc. as Other V
Sole def.
in
Instr.
V
====================================================================================================================================
AAR CORPORATION Common Stock 000361105 3 333 x 333
ADC TELECOMMUNICATIONS Common Stock 000886101 272 77,900 x 77,900
ABM INDUSTRIES INC Common Stock 000957100 5 200 x 200
AFLAC INC Common Stock 001055102 1,402 51,930 x 51,930
AES CORP Common Stock 00130H105 722 56,350 x 56,350
AMR CORP Common Stock 001765106 314 16,430 x 16,430
AOL TIME WARNER INC Common Stock 00184A105 14,757 445,836 x 445,836
A T & T CORP Common Stock 001957109 7,064 366,029 x 366,029
A T & T WIRELESS SERVICES Common Stock 001957406 299 20,000 x 20,000
AT&T WIRELESS SERVICES INC Common Stock 00209A106 3,139 210,125 x 210,125
AXT INC Common Stock 00246W103 2 200 x 200
AARON RENTS INC Common Stock 002535201 3 200 x 200
ABBOTT LABORATORIES Common Stock 002824100 8,213 158,397 x 158,397
ACCREDO HEALTH INC Common Stock 00437V104 9 250 x 250
ACTEL CORP Common Stock 004934105 4 200 x 200
ADAPTEC INC Common Stock 00651F108 1 100 x 100
ADMINISTAFF INC Common Stock 007094105 8 300 x 300
ADOBE SYSTEMS INC Common Stock 00724F101 603 25,161 x 25,161
ADVANCED TISSUE SCIENCES INC Common Stock 00755F103 2 610 x 610
ADVO INC Common Stock 007585102 8 233 x 233
AEROFLEX INC Common Stock 007768104 7 600 x 600
ADVANCED MICRO DEVICES INC Common Stock 007903107 268 32,900 x 32,900
ADVANCEPCS Common Stock 00790K109 22 300 x 300
ADVANCED ENERGY INDUSTRIES Common Stock 007973100 5 300 x 300
AETNA INC - NEW Common Stock 00817Y108 402 13,917 x 13,917
AGILENT TECHNOLOGIES INC Common Stock 00846U101 929 47,508 x 47,508
AIR PRODUCTS & CHEMICALS INC Common Stock 009158106 907 23,500 x 23,500
ALBERTO CULVER CO 'B' Common Stock 013068101 198 5,100 x 5,100
ALBERTSONS INC Common Stock 013104104 1,354 42,469 x 42,469
ALCAN INC Common Stock 013716105 1,000 33,324 x 33,324
ALCOA INC Common Stock 013817101 2,883 92,956 x 92,956
ALLEGHENY ENERGY INC Common Stock 017361106 415 11,300 x 11,300
ALLEGHENY TECHNOLOGIES INC Common Stock 01741R102 94 7,050 x 7,050
ALLEN TELECOM INC Common Stock 018091108 3 288 x 288
ALLERGAN INC Common Stock 018490102 882 13,300 x 13,300
ALLIANCE CAPITAL MGMT -LP Common Stock 01855A101 27 590 x 590
ALLIANCE PHARMACEUTICAL CORP Common Stock 018773101 0 432 x 432
ALLIANCE SEMICONDUCTOR CORP Common Stock 01877H100 3 400 x 400
ALLIANT TECHSYSTEMS INC Common Stock 018804104 13 148 x 148
ALLIED WASTE INDUSTRIES INC Common Stock 019589308 262 20,524 x 20,524
ALLSTATE INSURANCE Common Stock 020002101 2,815 75,358 x 75,358
ALLTEL Common Stock 020039103 1,827 31,524 x 31,524
ALPHA INDUSTRIES INC Common Stock 020753109 8 400 x 400
ALPHARMA INC Common Stock 020813101 12 433 x 433
ALTERA CORPORATION Common Stock 021441100 639 38,989 x 38,989
AMBAC FINANCIAL GROUP INC Common Stock 023139108 536 9,800 x 9,800
AMERADA HESS CORP Common Stock 023551104 572 9,000 x 9,000
AMEREN CORP Common Stock 023608102 521 13,562 x 13,562
AMERICA FIRST MORTGAGE
INVESTMENTS, INC. Common Stock 023934102 559 63,137 x 63,137
AMERICAN COUNTRY HOLDINGS Common Stock 025278201 922 555,471 x 555,471
AMERICAN ELECTRIC POWER
CO INC Common Stock 025537101 1,401 32,398 x 32,398
AMERICAN EXPRESS CO Common Stock 025816109 3,894 133,997 x 133,997
AMERICAN GENERAL CORP Common Stock 026351106 0 0 x 0
AMERICAN GREETINGS Common Stock 026375105 45 3,400 x 3,400
AMERICAN HOME PRODUCTS CORP Common Stock 026609107 7,814 134,153 x 134,153
AMERICAN INTERNATIONAL
GROUP INC Common Stock 026874107 19,979 256,141 x 256,141
AMERICAN ITALIAN PASTA CO Common Stock 027070101 9 200 x 200
AMERICAN MANAGEMENT SYSTEMS Common Stock 027352103 5 444 x 444
AMERICAN PHYSICIANS SERVICES
GROUP Common Stock 028882108 0 100 x 100
AMERICAN PHYSICIANS CAP INC Common Stock 028884104 2 100 x 100
AMERICAN POWER CONVERSION Common Stock 029066107 209 17,900 x 17,900
AMERICAN STATES WATER CO Common Stock 029899101 4 100 x 100
AMERISOURCEBERGEN CORP Common Stock 03073E105 125 1,766 x 1,766
AMGEN Common Stock 031162100 6,232 106,032 x 106,032
AMSOUTH BANCORPORATION Common Stock 032165102 645 35,700 x 35,700
ANADARKO PETROLEUM CO Common Stock 032511107 1,325 27,562 x 27,562
ANALOG DEVICES Common Stock 032654105 1,187 36,292 x 36,292
ANALOGIC CORP Common Stock 032657207 4 100 x 100
ANALYSTS INTERNATIONAL CORP Common Stock 032681108 1 249 x 249
ANCHOR GAMING Common Stock 033037102 8 200 x 200
ANDREW CORP Common Stock 034425108 118 6,500 x 6,500
ANHEUSER-BUSCH COS INC Common Stock 035229103 3,905 93,248 x 93,248
ANIXTER INTERNATIONAL INC Common Stock 035290105 10 400 x 400
ANN TAYLOR STORES CORP Common Stock 036115103 7 300 x 300
AON CORP Common Stock 037389103 1,088 25,904 x 25,904
APACHE Common Stock 037411105 564 13,117 x 13,117
APOGEE ENTERPRISES INC Common Stock 037598109 4 333 x 333
APPLE COMPUTER INC Common Stock 037833100 524 33,800 x 33,800
APPLEBEE'S INTL INC Common Stock 037899101 13 432 x 432
APPLERA CORP - APPLIED
BIOSYSTEM Common Stock 038020103 508 20,800 x 20,800
APPLIED INDUSTRIAL TECH INC Common Stock 03820C105 3 200 x 200
APPLIED MATERIALS INC Common Stock 038222105 2,369 83,296 x 83,296
APTARGROUP INC Common Stock 038336103 14 444 x 444
ARBITRON INC Common Stock 03875Q108 8 301 x 301
ARCH CHEMICALS INC Common Stock 03937R102 5 200 x 200
ARCHER-DANIELS-MIDLAND CO Common Stock 039483102 852 67,681 x 67,681
ARCHSTONE COMMUNITIES TRUST Common Stock 039581103 76 2,900 x 2,900
ARCTIC CAT INC Common Stock 039670104 4 321 x 321
ARDEN REALTY INC Common Stock 039793104 59 2,300 x 2,300
ARKANSAS BEST CORP Common Stock 040790107 4 200 x 200
ARMOR HOLDING INC Common Stock 042260109 4 200 x 200
ARNOLD INDUSTRIES INC Common Stock 042595108 8 400 x 400
ARTESYN TECHNOLOGIES INC Common Stock 043127109 2 400 x 400
ARTHROCARE CORP Common Stock 043136100 8 400 x 400
ASHLAND INC Common Stock 044204105 295 7,648 x 7,648
ASPECT COMMUNICATIONS CORP Common Stock 04523Q102 1 455 x 455
ASPEN TECHNOLOGY INC Common Stock 045327103 3 300 x 300
ASTEC INDUSTRIES INC Common Stock 046224101 3 200 x 200
ATLANTIC COAST AIRLINES
HOLDINGS INC Common Stock 048396105 5 400 x 400
ATMOS ENERGY CORP Common Stock 049560105 7 333 x 333
ATWOOD OCEANICS INC Common Stock 050095108 3 100 x 100
AUDIOVOX CORP CL A Common Stock 050757103 2 200 x 200
AUSPEX SYSTEMS INC Common Stock 052116100 1 266 x 266
AUTODESK INC Common Stock 052769106 151 4,700 x 4,700
AUTOMATIC DATA PROCESSING
INC Common Stock 053015103 3,264 69,380 x 69,380
AUTOZONE INC Common Stock 053332102 555 10,700 x 10,700
AVANT CORPORATION Common Stock 053487104 1 400 x 400
AVAYA INC Common Stock 053499109 274 27,650 x 27,650
AVERY DENNISON CORP Common Stock 053611109 582 12,300 x 12,300
AVID TECHNOLOGY INC Common Stock 05367P100 1 200 x 200
AVISTA CORP Common Stock 05379B107 5 400 x 400
AVNET Common Stock 053807103 4 241 x 241
AVON PRODUCTS INC Common Stock 054303102 1,240 26,814 x 26,814
AWARE INC MASS Common Stock 05453N100 1 200 x 200
AXCELIS TECHNOLOGIES INC Common Stock 054540109 9 900 x 900
AZTAR CORP Common Stock 054802103 5 400 x 400
BB&T CORP Common Stock 054937107 1,579 43,306 x 43,306
BMC INDUSTRIES Common Stock 055607105 1 600 x 600
BP PLC SPONS ADR Common Stock 055622104 237 4,825 x 4,825
BMC SOFTWARE INC Common Stock 055921100 291 22,900 x 22,900
BAKER HUGHES INC Common Stock 057224107 991 34,227 x 34,227
BALDOR ELECTRIC CO Common Stock 057741100 7 370 x 370
BALL CORP Common Stock 058498106 132 2,200 x 2,200
BALLY TOTAL FITNESS HLDGS Common Stock 05873K108 6 300 x 300
BANGOR HYDRO-ELECTRIC CO Common Stock 060077104 3 100 x 100
BANK OF AMERICA CORP Common Stock 060505104 9,729 166,600 x 166,600
BANK OF NEW YORK Common Stock 064057102 2,640 75,432 x 75,432
BANK ONE CORP Common Stock 06423A103 3,783 120,225 x 120,225
BARD C R INC Common Stock 067383109 267 5,200 x 5,200
BARNES GROUP INC Common Stock 067806109 4 200 x 200
BARRICK GOLD CORP Common Stock 067901108 762 43,900 x 43,900
BARRA INC Common Stock 068313105 11 250 x 250
BASSETT FURNITURE Common Stock 070203104 4 278 x 278
BAUSCH & LOMB INC Common Stock 071707103 161 5,700 x 5,700
BAXTER INTERNATIONAL Common Stock 071813109 3,502 63,620 x 63,620
BE AEROSPACE INC Common Stock 073302101 2 222 x 222
BEAR STEARNS COMPANIES INC Common Stock 073902108 537 10,734 x 10,734
BECTON DICKINSON & CO Common Stock 075887109 1,069 28,900 x 28,900
BED BATH & BEYOND INC Common Stock 075896100 695 27,300 x 27,300
BEL FUSE INC Common Stock 077347300 4 200 x 200
BELDEN INC Common Stock 077459105 5 278 x 278
BELLSOUTH Common Stock 079860102 8,009 192,762 x 192,762
BEMIS CO INC Common Stock 081437105 303 7,600 x 7,600
BENCHMARK ELECTRONICS INC Common Stock 08160H101 3 200 x 200
BERKSHIRE HATHAWAY INC CL B Common Stock 084670207 23 10 x 10
BEST BUY INC Common Stock 086516101 991 21,800 x 21,800
BIG LOTS INC Common Stock 089302103 77 9,325 x 9,325
BIO-TECHNOLOGY GENERAL CORP Common Stock 090578105 5 610 x 610
BIOGEN INC Common Stock 090597105 815 14,671 x 14,671
BIOMET INC Common Stock 090613100 725 24,770 x 24,770
BLACK & DECKER CORP Common Stock 091797100 217 6,967 x 6,967
BLACK BOX CORP Common Stock 091826107 8 200 x 200
BOEING CO Common Stock 097023105 3,271 97,646 x 97,646
BOISE CASCADE CORP Common Stock 097383103 126 4,266 x 4,266
BOSTON SCIENTIFIC CORP Common Stock 101137107 821 40,072 x 40,072
BOWNE & CO INC Common Stock 103043105 5 444 x 444
BRADY (WH) CO Common Stock 104674106 8 278 x 278
BRIGGS & STRATTON Common Stock 109043109 6 200 x 200
BRIGHTPOINT INC Common Stock 109473108 2 500 x 500
BRISTOL-MYERS SQUIBB CO Common Stock 110122108 11,119 200,131 x 200,131
BROADCOM CORP Common Stock 111320107 526 25,900 x 25,900
BROADVISION INC Common Stock 111412102 15 16,700 x 16,700
BROOKS AUTOMATION INC Common Stock 11434A100 5 200 x 200
BROOKTROUT INC Common Stock 114580103 0 100 x 100
BROWN FORMAN CORP 'B' Common Stock 115637209 455 7,200 x 7,200
TOM BROWN INC Common Stock 115660201 8 400 x 400
BROWN SHOE COMPANY INC Common Stock 115736100 2 199 x 199
BRUNSWICK CORP Common Stock 117043109 158 9,600 x 9,600
BRUSH ENGINEERED MATERIALS Common Stock 117421107 3 200 x 200
BUCKEYE TECHNOLOGIES INC Common Stock 118255108 4 444 x 444
BURLINGTON COAT FACTORY WRHS Common Stock 121579106 6 400 x 400
BURLINGTON NORTHERN SANTA FE Common Stock 12189T104 1,070 39,989 x 39,989
BURLINGTON RESOURCES Common Stock 122014103 736 21,514 x 21,514
C&D TECHNOLOGIES INC Common Stock 124661109 6 300 x 300
C-COR ELECTRONICS Common Stock 125010108 7 1,000 x 1,000
CDI CORP Common Stock 125071100 4 222 x 222
CEC ENTERTAINMENT INC Common Stock 125137109 10 300 x 300
CH ENERGY GROUP Common Stock 12541M102 9 222 x 222
CIGNA CORP Common Stock 125509109 1,299 15,661 x 15,661
CMS ENERGY CORP Common Stock 125896100 272 13,600 x 13,600
CNA FINANCIAL CORP Common Stock 126117100 8 300 x 300
CSX CORP Common Stock 126408103 726 23,036 x 23,036
CTS CORP Common Stock 126501105 4 300 x 300
CUNO INCORPORATED Common Stock 126583103 6 200 x 200
CVS CORP Common Stock 126650100 1,312 39,518 x 39,518
CABLE DESIGN TECHNOLOGIES Common Stock 126924109 5 399 x 399
CABOT INDUSTRIAL TRUST Common Stock 127072106 64 3,100 x 3,100
CABOT OIL & GAS CORP Common Stock 127097103 6 300 x 300
CACI INTERNATIONAL INC-CL A Common Stock 127190304 5 100 x 100
CAL DIVE INTERNATIONAL INC Common Stock 127914109 7 400 x 400
CALGON CARBON CORP Common Stock 129603106 15 2,500 x 2,500
CALIFORNIA COASTAL COMM INC Common Stock 129915203 0 100 x 100
CALPINE CORP Common Stock 131347106 688 30,156 x 30,156
CAMBREX CORP Common Stock 132011107 8 232 x 232
CAMPBELL SOUP CO Common Stock 134429109 1,216 43,414 x 43,414
CAPITAL ONE FINANCIAL CORP Common Stock 14040H105 962 20,900 x 20,900
CARAUSTAR INDUSTRIES INC Common Stock 140909102 3 278 x 278
CARDINAL HEALTH INC Common Stock 14149Y108 3,420 46,250 x 46,250
CARNIVAL CORP Common Stock 143658102 1,366 62,050 x 62,050
CARRAMERICA REALTY CORP Common Stock 144418100 75 2,500 x 2,500
CARREKER CORPORATION Common Stock 144433109 2 300 x 300
CASCADE NATURAL GAS CORP Common Stock 147339105 4 200 x 200
CASEY'S GENERAL STORES INC Common Stock 147528103 6 466 x 466
CASH AMERICA INTL INC Common Stock 14754D100 3 310 x 310
CATERPILLAR INC Common Stock 149123101 1,627 36,325 x 36,325
CATO CORP CL A Common Stock 149205106 9 600 x 600
CENDANT CORP Common Stock 151313103 1,104 86,282 x 86,282
CENTER BANKCORP INC COM Common Stock 151408101 20 1,000 x 1,000
CENTEX CORP Common Stock 152312104 152 4,500 x 4,500
CENTRAL PARKING CORP Common Stock 154785109 5 349 x 349
CENTURY TEL INC Common Stock 156700106 459 13,703 x 13,703
CEPHALON INC Common Stock 156708109 21 421 x 421
CERNER CORP Common Stock 156782104 19 388 x 388
CERTEGY INC Common Stock 156880106 69 2,659 x 2,659
CHAMPION ENTERPRISES INC Common Stock 158496109 3 499 x 499
CHARTER ONE FINANCIAL INC Common Stock 160903100 567 20,104 x 20,104
CHECKPOINT SYSTEMS INC Common Stock 162825103 3 299 x 299
CHEESECAKE FACTORY (THE) Common Stock 163072101 12 488 x 488
CHEMED CORP Common Stock 163596109 2 66 x 66
CHEMFIRST INC Common Stock 16361A106 4 200 x 200
CHESAPEAKE CORP Common Stock 165159104 5 200 x 200
CHEVRON CORP Common Stock 166751107 1,211 14,284 x 14,284
CHICOS FAS INC Common Stock 168615102 7 300 x 300
CHIRON CORP Common Stock 170040109 785 17,694 x 17,694
CHITTENDEN CORP Common Stock 170228100 10 375 x 375
CHOICEPOINT INC Common Stock 170388102 30 720 x 720
CHUBB CORP Common Stock 171232101 1,210 16,946 x 16,946
CIBER INC Common Stock 17163B102 3 544 x 544
CIENA CORP Common Stock 171779101 32 3,100 x 3,100
CINCINNATI FINANCIAL CORP Common Stock 172062101 624 15,000 x 15,000
CINERGY CORP Common Stock 172474108 540 17,477 x 17,477
CIRCUIT CITY STORES-CIRCUIT Common Stock 172737108 259 21,600 x 21,600
CISCO SYSTEMS INC Common Stock 17275R102 9,058 743,643 x 743,643
CINTAS CORP Common Stock 172908105 641 15,900 x 15,900
CITIGROUP INC Common Stock 172967101 20,870 515,317 x 515,317
CITIZENS COMMUNICATIONS CO Common Stock 17453B101 244 26,000 x 26,000
CITRIX SYSTEMS INC Common Stock 177376100 331 16,700 x 16,700
CLARCOR INC Common Stock 179895107 5 217 x 217
CLEAR CHANNEL COMMUNICATIONS Common Stock 184502102 2,401 60,400 x 60,400
CLOROX CO Common Stock 189054109 874 23,624 x 23,624
COCA-COLA BOTTLING CO CONSOL Common Stock 191098102 4 100 x 100
COCA-COLA COMPANY Common Stock 191216100 12,537 267,606 x 267,606
COCA-COLA ENTERPRISES Common Stock 191219104 693 45,200 x 45,200
COGNEX CORP Common Stock 192422103 9 444 x 444
COHERENT INC Common Stock 192479103 9 300 x 300
COHU INC Common Stock 192576106 3 200 x 200
COLGATE-PALMOLIVE CO Common Stock 194162103 3,386 58,123 x 58,123
COLONIAL PROPERTIES TRUST Common Stock 195872106 56 1,900 x 1,900
COMCAST CORP Common Stock 200300200 3,452 96,244 x 96,244
COMERICA INC Common Stock 200340107 1,005 18,140 x 18,140
COMMERCE BANCORP Common Stock 200519106 21 310 x 310
COMMERCIAL FEDERAL CORP Common Stock 201647104 13 533 x 533
COMMERCIAL METALS CO Common Stock 201723103 6 222 x 222
COMMUNITY BANKCORP OF NJ COM Common Stock 20343B109 21 1,400 x 1,400
COMMUNITY FIRST BANKSHARES Common Stock 203902101 10 400 x 400
COMPAQ COMPUTER CORP Common Stock 204493100 1,456 175,199 x 175,199
COMPUTER ASSOC INTL Common Stock 204912109 1,516 58,912 x 58,912
COMPUTER SCIENCES Common Stock 205363104 626 18,864 x 18,864
COMPUTER TASK GROUP Common Stock 205477102 0 200 x 200
COMPUWARE CORP Common Stock 205638109 292 35,000 x 35,000
COMVERSE TECHNOLOGY INC Common Stock 205862402 355 17,346 x 17,346
CONAGRA FOODS INC Common Stock 205887102 1,239 55,200 x 55,200
CONCORD COMMUNICATIONS INC Common Stock 206186108 2 200 x 200
CONCORD EFS INC Common Stock 206197105 1,180 24,100 x 24,100
CONEXANT SYSTEMS INC Common Stock 207142100 215 25,900 x 25,900
CONOCO INC - CLASS B Common Stock 208251405 364 14,365 x 14,365
CONSECO INC Common Stock 208464107 238 32,744 x 32,744
CONSOLIDATED EDISON INC Common Stock 209115104 898 22,060 x 22,060
CONSOLIDATED GRAPHICS INC Common Stock 209341106 2 100 x 100
CONSTELLATION BRANDS INC Common Stock 21036P108 18 444 x 444
CONSTELLATION ENERGY GROUP
INC Common Stock 210371100 419 17,300 x 17,300
CONVERGYS CORP Common Stock 212485106 461 16,626 x 16,626
COOPER CO INC Common Stock 216648402 5 100 x 100
COOPER INDUSTRIES INC Common Stock 216669101 361 8,700 x 8,700
COOPER TIRE & RUBBER Common Stock 216831107 75 5,300 x 5,300
ADOLPH COORS Common Stock 217016104 140 3,100 x 3,100
COPART INC Common Stock 217204106 14 500 x 500
CORN PRODUCTS INTL INC Common Stock 219023108 18 610 x 610
CORNING INC Common Stock 219350105 862 97,763 x 97,763
COST PLUS INC CALIFORNIA Common Stock 221485105 4 200 x 200
COSTCO WHOLESALE CORPORATION Common Stock 22160K105 1,643 46,214 x 46,214
COUNTRYWIDE CREDIT Common Stock 222372104 525 11,956 x 11,956
COVENTRY CORPORATION Common Stock 222862104 14 599 x 599
CRANE & CO Common Stock 224399105 133 6,050 x 6,050
CROWN CORK & SEAL CO INC Common Stock 228255105 2 1,000 x 1,000
CRYOLIFE INC Common Stock 228903100 11 300 x 300
CULLEN/FROST BANKERS INC Common Stock 229899109 15 544 x 544
CUMMINS INC Common Stock 231021106 92 2,800 x 2,800
CURATIVE HEALTH SERVICES Common Stock 231264102 3 300 x 300
CYGNUS INC Common Stock 232560102 1 200 x 200
CYMER INC Common Stock 232572107 5 300 x 300
DMC STRATEX NETWORLS INC Common Stock 23322L106 4 744 x 744
DR HORTON INC Common Stock 23331A109 15 713 x 713
DTE ENERGY CO Common Stock 233331107 728 16,900 x 16,900
DANA CORP Common Stock 235811106 224 14,351 x 14,351
DANAHER CORPORATION Common Stock 235851102 703 14,901 x 14,901
DARDEN RESTAURANTS Common Stock 237194105 305 11,600 x 11,600
DATASCOPE CORP Common Stock 238113104 8 200 x 200
DEERE & CO Common Stock 244199105 931 24,763 x 24,763
DELL COMPUTERS Common Stock 247025109 4,895 264,144 x 264,144
DELPHI AUTOMOTIVE SYSTEMS Common Stock 247126105 715 60,889 x 60,889
DELPHI FINANCIAL GROUP-
CL A Common Stock 247131105 7 208 x 208
DELTA & PINE LAND COMPANY Common Stock 247357106 6 344 x 344
DELTA AIR LINES INC Common Stock 247361108 322 12,221 x 12,221
DELUXE CORP Common Stock 248019101 242 7,000 x 7,000
DENDRITE INTERNATIONAL Common Stock 248239105 3 350 x 350
DEVELOPERS DIVERS REALTY
CORP Common Stock 251591103 50 2,800 x 2,800
DEVON ENERGY CORPORATION Common Stock 25179M103 402 11,682 x 11,682
DIAGEO PLC - ADR Common Stock 25243Q205 83 2,000 x 2,000
DIAGNOSTIC PRODUCTS CORP Common Stock 252450101 8 200 x 200
DIGI INTERNATIONAL INC Common Stock 253798102 2 400 x 400
DILLARDS INC, CLASS A
COMMON STOCK, 0.000 Common Stock 254067101 122 9,300 x 9,300
DIMON INC Common Stock 254394109 3 499 x 499
DIONEX CORP Common Stock 254546104 6 232 x 232
WALT DISNEY PRODUCTIONS Common Stock 254687106 3,974 213,453 x 213,453
DOLLAR GENERAL Common Stock 256669102 359 30,722 x 30,722
DOMINION RESOURCES Common Stock 25746U109 1,538 25,918 x 25,918
R R DONNELLEY & SONS CO Common Stock 257867101 319 11,800 x 11,800
DOVER CORP Common Stock 260003108 660 21,908 x 21,908
DOW CHEMICAL Common Stock 260543103 3,251 99,226 x 99,226
DOW JONES & CO Common Stock 260561105 400 8,800 x 8,800
DOWNEY FINANCIAL CORP Common Stock 261018105 13 291 x 291
DRESS BARN INC Common Stock 261570105 6 278 x 278
DRIL QUIP Common Stock 262037104 3 200 x 200
E I DU PONT DE NEMOURS & CO Common Stock 263534109 4,098 109,231 x 109,231
DUKE ENERGY CORP Common Stock 264399106 3,009 79,490 x 79,490
DUPONT PHOTOMASKS INC Common Stock 26613X101 6 200 x 200
DYNEGY INC - CL A Common Stock 26816Q101 1,182 34,100 x 34,100
EMC CORP/MASS Common Stock 268648102 2,699 229,740 x 229,740
EOG RESOURCES INC Common Stock 26875P101 320 11,077 x 11,077
ESS TECHNOLOGY Common Stock 269151106 4 400 x 400
EAST WEST BANCORP INC Common Stock 27579R104 7 300 x 300
EASTMAN CHEMICAL Common Stock 277432100 279 7,675 x 7,675
EASTMAN KODAK CO Common Stock 277461109 1,035 31,818 x 31,818
EATON CORP Common Stock 278058102 426 7,200 x 7,200
EATON VANCE CORP Common Stock 278265103 22 700 x 700
ECOLAB, INC Common Stock 278865100 476 13,100 x 13,100
EDGEWATER TECHNOLOGY INC Common Stock 280358102 0 100 x 100
EDISON INTERNATIONAL Common Stock 281020107 424 32,220 x 32,220
EFUNDS CORP Common Stock 28224R101 5 275 x 275
EL PASO CORPORATION Common Stock 28336L109 2,169 52,198 x 52,198
ELAN CORP PLC Common Stock 284131208 97 2,000 x 2,000
ELANTEC SEMICONDUCTOR INC Common Stock 284155108 5 200 x 200
ELCOR CORP Common Stock 284443108 4 200 x 200
ELECTRO SCIENTIFIC
INDUSTRIES INC Common Stock 285229100 7 300 x 300
ELECTROGLAS INC Common Stock 285324109 2 188 x 188
ELECTRONIC DATA SYSTEMS CORP Common Stock 285661104 2,811 48,823 x 48,823
ELOYALTY CORP Common Stock 290151109 0 600 x 600
EMERSON ELECTRIC CO Common Stock 291011104 2,243 47,658 x 47,658
ENERGEN CORP Common Stock 29265N108 7 300 x 300
ENERGIZER HOLDINGS INC Common Stock 29266R108 0 0 x 0
ENGELHARD CORP Common Stock 292845104 292 12,650 x 12,650
ENESCO GROUP INC Common Stock 292973104 2 400 x 400
ENRON CORP Common Stock 293561106 2,153 79,078 x 79,078
ENTERSYS NETWORKS INC Common Stock 293637104 5 800 x 800
ENTERGY CORP Common Stock 29364G103 793 22,300 x 22,300
ENZO BIOCHEM INC Common Stock 294100102 4 234 x 234
EPRESENCE INC Common Stock 294348107 1 200 x 200
EQUIFAX INC Common Stock 294429105 373 17,018 x 17,018
EQUITY OFFICE PROPERTIES
TRUST Common Stock 294741103 32 1,000 x 1,000
EQUITY RESIDENTIAL
PROPERTIES TRUST Common Stock 29476L107 58 1,000 x 1,000
ESTERLINE TECHNOLOGIES CORP Common Stock 297425100 3 200 x 200
ETHAN ALLEN INTERIORS Common Stock 297602104 11 399 x 399
EXXON MOBIL CORP Common Stock 30231G102 27,778 705,030 x 705,030
FMC CORP Common Stock 302491303 162 3,309 x 3,309
FPIC INSURANCE GROUP INC Common Stock 302563101 1 100 x 100
FPL GROUP INC Common Stock 302571104 1,001 18,686 x 18,686
F Y I INC Common Stock 302712104 8 200 x 200
FACTORY 2U STORES INC Common Stock 303072102 1 100 x 100
FACTSET RESEARCH SYSTEMS INC Common Stock 303075105 7 300 x 300
FAIR, ISAAC AND COMPANY Common Stock 303250104 12 249 x 249
FAMILY DOLLAR STORES Common Stock 307000109 350 12,700 x 12,700
FEDERAL HOME LOAN MORTGAGE
CORP Common Stock 313400301 4,426 68,093 x 68,093
FEDERAL NATIONAL MORTGAGE
ASSOCIATION Common Stock 313586109 8,450 105,544 x 105,544
FEDERATED DEPARTMENT STORES Common Stock 31410H101 561 19,900 x 19,900
FEDEX CORPORATION Common Stock 31428X106 1,154 31,400 x 31,400
FELCOR LODGING TRUST INC Common Stock 31430F101 30 2,200 x 2,200
FIDELITY NATIONAL FINANCIAL
INC Common Stock 316326107 22 814 x 814
FIFTH THIRD BANC Common Stock 316773100 3,584 58,291 x 58,291
FILENET CORPORATION Common Stock 316869106 4 356 x 356
FIRST AMERICAN FINANCIAL
CORP Common Stock 318522307 12 599 x 599
FIRST BANCORP/PUERTO RICO Common Stock 318672102 8 300 x 300
FIRST DATA CORP Common Stock 319963104 2,526 43,357 x 43,357
FIRST MIDWEST BANCORP INC/IL Common Stock 320867104 15 450 x 450
FISERV INC Common Stock 337738108 605 17,700 x 17,700
FIRSTFED FINANCIAL CORP Common Stock 337907109 5 200 x 200
FIRSTENERGY CORP Common Stock 337932107 833 23,172 x 23,172
FLEET BOSTON FINANCIAL CORP Common Stock 339030108 4,202 114,337 x 114,337
FLEETWOOD ENTERPRISES Common Stock 339099103 3 300 x 300
FLEMING COMPANIES INC Common Stock 339130106 12 400 x 400
FLORIDA ROCK INDS Common Stock 341140101 9 300 x 300
FLUOR CORP Common Stock 343412102 454 11,800 x 11,800
FLOW INTERNATIONAL CORP Common Stock 343468104 2 200 x 200
FOOTSTAR INC Common Stock 344912100 8 233 x 233
FORD MOTOR CO Common Stock 345370860 3,393 195,556 x 195,556
FOREST LABORATORIES INC Common Stock 345838106 1,343 18,618 x 18,618
FORTUNE BRANDS INC Common Stock 349631101 529 15,800 x 15,800
FORWARD AIR CORPORATION Common Stock 349853101 5 200 x 200
FOSSIL INC Common Stock 349882100 5 300 x 300
FOX ENTERTAINMENT Common Stock 35138T107 38 2,000 x 2,000
FRANKLIN COVEY COMPANY Common Stock 353469109 1 333 x 333
FRANKLIN RESOURCES INC Common Stock 354613101 907 26,149 x 26,149
FREEPORT-MCMORAN COPPER - B Common Stock 35671D857 120 10,900 x 10,900
FREMONT GENERAL CORPORATION Common Stock 357288109 4 666 x 666
FRONTIER AIRLINES Common Stock 359065109 2 300 x 300
G & K SERVICES INC - A Common Stock 361268105 6 222 x 222
GBC BANCORP/CALIFORNIA Common Stock 361475106 3 100 x 100
GPU INC Common Stock 36225X100 521 12,900 x 12,900
GABLES RESIDENTIAL TRUST Common Stock 362418105 64 2,100 x 2,100
GANNETT CO INC Common Stock 364730101 1,623 27,000 x 27,000
GAP INC Common Stock 364760108 1,051 87,986 x 87,986
GARDNER DENVER MACHINERY,
INC Common Stock 365558105 4 200 x 200
GATEWAY INC Common Stock 367626108 169 31,000 x 31,000
GENCORP INC Common Stock 368682100 5 400 x 400
GENERAL COMMUNICATION
CLASS A Common Stock 369385109 6 500 x 500
GENERAL DYNAMICS CORP Common Stock 369550108 1,823 20,639 x 20,639
GENERAL ELECTRIC CORP Common Stock 369604103 37,453 1,006,806 x 006,806
GENERAL MILLS CORP Common Stock 370334104 1,283 28,203 x 28,203
GENERAL MOTORS Common Stock 370442105 2,506 58,411 x 58,411
GENERAL SEMICONDUCTOR INC Common Stock 370787103 4 400 x 400
GENESCO INC Common Stock 371532102 5 300 x 300
GENUINE PARTS CO Common Stock 372460105 582 18,275 x 18,275
GEORGIA GULF CORP Common Stock 373200203 6 400 x 400
GEORGIA-PACIFIC CORP Common Stock 373298108 719 24,966 x 24,966
GERBER SCIENTIFIC INC Common Stock 373730100 2 188 x 188
GILLETTE CO Common Stock 375766102 3,270 109,736 x 109,736
GLENBOROUGH REALTY TRUST Common Stock 37803P105 50 2,700 x 2,700
GLIMCHER REALTY TRUST Common Stock 379302102 52 3,200 x 3,200
GLOBAL PAYMENTS INC Common Stock 37940X102 9 322 x 322
GOLDEN WEST FINANCIAL Common Stock 381317106 962 16,564 x 16,564
GOLDMAN SACHS GROUP INC Common Stock 38141G104 27 385 x 385
GOODRICH CORP Common Stock 382388106 208 10,700 x 10,700
GOODYEAR TIRE & RUBBER CO Common Stock 382550101 416 22,572 x 22,572
GRACO INC Common Stock 384109104 9 300 x 300
W W GRAINGER INC Common Stock 384802104 420 10,806 x 10,806
GREAT ATLANTIC & PACIFIC
TEA CO Common Stock 390064103 6 400 x 400
GREAT LAKES CHEMICAL Common Stock 390568103 111 5,000 x 5,000
GRIFFON CORPORATION Common Stock 398433102 7 549 x 549
GROUP 1 AUTOMOTIVE INC Common Stock 398905109 5 200 x 200
GUIDANT CORP Common Stock 401698105 1,220 31,700 x 31,700
GYMBOREE CORP Common Stock 403777105 2 333 x 333
HCA INC Common Stock 404119109 2,447 55,228 x 55,228
HNC SOFTWARE Common Stock 40425P107 6 300 x 300
HAEMONETICS CORP/MASS Common Stock 405024100 10 300 x 300
HAIN CELESTIAL GROUP INC Common Stock 405217100 6 300 x 300
HALLIBURTON CO Common Stock 406216101 1,091 48,363 x 48,363
HANCOCK FABRICS INC Common Stock 409900107 5 555 x 555
JOHN HANCOCK FINL Common Stock 41014S106 1,115 27,900 x 27,900
JOHN H. HARLAND CO Common Stock 412693103 7 300 x 300
HARLEY DAVIDSON INC Common Stock 412822108 1,239 30,600 x 30,600
HARMAN INTERNATIONAL Common Stock 413086109 13 400 x 400
HARMONIC Common Stock 413160102 6 800 x 800
HARRAH'S ENTERTAINMENT INC Common Stock 413619107 316 11,700 x 11,700
HARTFORD FINANCIAL SERVICES
GROUP Common Stock 416515104 1,508 25,679 x 25,679
HASBRO INC Common Stock 418056107 251 17,950 x 17,950
HEALTHSOUTH CORP Common Stock 421924101 634 38,972 x 38,972
HEARTLAND EXPRESS INC Common Stock 422347104 10 416 x 416
HEIDRICK & STRUGGLES INTL Common Stock 422819102 3 200 x 200
H J HEINZ CO Common Stock 423074103 1,488 35,296 x 35,296
HELIX TECHNOLOGY CORP Common Stock 423319102 3 200 x 200
HERCULES INC Common Stock 427056106 78 9,463 x 9,463
HERSHEY FOODS CORP Common Stock 427866108 883 13,509 x 13,509
HEWLETT-PACKARD CO Common Stock 428236103 3,416 212,845 x 212,845
HIGHWOODS PROPERTIES INC Common Stock 431284108 57 2,300 x 2,300
HILB ROGAL AND HAMILTON
COMPANY Common Stock 431294107 5 100 x 100
HILTON HOTELS CORP Common Stock 432848109 274 34,915 x 34,915
HOLOGIC INC Common Stock 436440101 4 700 x 700
HOME DEPOT INC Common Stock 437076102 9,269 241,567 x 241,567
HOME PROPERTIES OF
NEW YORK, INC Common Stock 437306103 63 2,000 x 2,000
HOMESTAKE MINING Common Stock 437614100 186 20,052 x 20,052
HONEYWELL INTERNATIONAL INC Common Stock 438516106 2,307 87,383 x 87,383
HOOPER HOLMES INC Common Stock 439104100 4 600 x 600
HORACE MANN EDUCATORS Common Stock 440327104 4 200 x 200
HOST MARRIOTT CORP Common Stock 44107P401 130 5,650 x 5,650
HOT TOPIC INC Common Stock 441339108 5 200 x 200
HOUSEHOLD INTERNATIONAL INC Common Stock 441815107 2,709 48,043 x 48,043
HUDSON UNITED BANCORP Common Stock 444165104 43 1,563 x 1,563
HUGHES SUPPLY INC Common Stock 444482103 5 222 x 222
HUMANA INC Common Stock 444859102 158 13,100 x 13,100
HUNTINGTON BANCSHARES Common Stock 446150104 440 25,422 x 25,422
HUTCHINSON TECHNOLOGY INC Common Stock 448407106 5 300 x 300
HYPERION SOLUTIONS
CORPORATION Common Stock 44914M104 4 310 x 310
IHOP CORP Common Stock 449623107 5 200 x 200
IMS HEALTH INC Common Stock 449934108 787 31,400 x 31,400
ITT EDUCATIONAL SERVICES
INC Common Stock 45068B109 6 200 x 200
ITT INDUSTRIES INC Common Stock 450911102 376 8,400 x 8,400
IDEXX LABORATORIES INC Common Stock 45168D104 7 300 x 300
ILLINOIS TOOL WORKS INC Common Stock 452308109 1,699 31,397 x 31,397
IMMUNEX CORP Common Stock 452528102 103 5,500 x 5,500
IMPATH INC Common Stock 45255G101 7 200 x 200
INAMED CORP Common Stock 453235103 3 200 x 200
INCO LTD Common Stock 453258402 228 18,400 x 18,400
INFORMATION HOLDINGS INC Common Stock 456727106 6 300 x 300
INGERSOLL-RAND CO Common Stock 456866102 529 15,650 x 15,650
INFORMATION RESOURCES INC Common Stock 456905108 2 300 x 300
INPUT/OUTPUT INC Common Stock 457652105 4 499 x 499
INSIGHT ENTERPRISES INC Common Stock 45765U103 6 450 x 450
INSITUFORM TECHNOLOGIES-
CLASS A Common Stock 457667103 3 200 x 200
INTEL CORP Common Stock 458140100 14,127 691,147 x 691,147
INTER-TEL INC Common Stock 458372109 3 300 x 300
INTERCHANGE FINANCIAL SVS
CORP COM Common Stock 458447109 18 1,000 x 1,000
INTERFACE INC Common Stock 458665106 2 556 x 556
INTERMAGNETICS GENERAL CORP Common Stock 458771102 2 102 x 102
INTERMET CORP Common Stock 45881K104 1 500 x 500
INTERNATIONAL ALUMINUM CO Common Stock 458884103 19 800 x 800
INTL BUSINESS MACHINES CORP Common Stock 459200101 15,590 169,973 x 169,973
INTERNATIONAL FLAVORS
& FRAGRANCES Common Stock 459506101 316 11,426 x 11,426
INTL FIBERCOM INC Common Stock 45950T101 1 1,100 x 1,100
INTL GAME TECHNOLOGY Common Stock 459902102 30 700 x 700
INTL MULTIFOODS CORP Common Stock 460043102 4 200 x 200
INTERNATIONAL PAPER CO Common Stock 460146103 1,759 50,499 x 50,499
INTERPUBLIC GROUP CO Common Stock 460690100 767 37,596 x 37,596
INTERVOICE BRITE INC Common Stock 461142101 3 300 x 300
INTUIT INC Common Stock 461202103 759 21,200 x 21,200
INVACARE CORP Common Stock 461203101 13 333 x 333
IONICS INC Common Stock 462218108 4 200 x 200
NOVOZYMES A/S-B Common Stock 4658535K1 5 215 x 215
J&J SNACK FOODS CORP Common Stock 466032109 2 100 x 100
JDS UNIPHASE CORP Common Stock 46612J101 868 137,264 x 137,264
JLG INDUSTRIES INC Common Stock 466210101 6 610 x 610
JP MORGAN CHASE & CO Common Stock 46625H100 6,946 203,396 x 203,396
JABIL CIRCUIT INC Common Stock 466313103 306 17,100 x 17,100
JACK IN THE BOX Common Stock 466367109 14 499 x 499
JEFFERIES GROUP INC (NEW) Common Stock 472319102 7 200 x 200
JEFFERSON PILOT CORP Common Stock 475070108 635 14,275 x 14,275
JOHNSON & JOHNSON Common Stock 478160104 17,154 309,648 x 309,648
JOHNSON CONTROLS INC Common Stock 478366107 701 10,750 x 10,750
KLA-TENCOR CORP Common Stock 482480100 594 18,800 x 18,800
K MART CORP Common Stock 482584109 326 46,671 x 46,671
KADANT INC Common Stock 48282T104 2 171 x 171
KAMAN CORP CL A Common Stock 483548103 3 200 x 200
KB HOME Common Stock 48666K109 77 2,700 x 2,700
KEITHLEY INSTRUMENTS INC Common Stock 487584104 3 200 x 200
KELLOGGS Common Stock 487836108 1,264 42,124 x 42,124
KELLWOOD CO Common Stock 488044108 4 222 x 222
KELLY SERVICES CL A Common Stock 488152208 20 1,000 x 1,000
KERR-MCGEE CORP Common Stock 492386107 536 10,332 x 10,332
KEY PRODUCTION COMPANY INC Common Stock 493138101 2 200 x 200
KEYCORP Common Stock 493267108 1,056 43,752 x 43,752
KEYSPAN CORP Common Stock 49337W100 427 12,844 x 12,844
KIMBERLY-CLARK CORP Common Stock 494368103 3,663 59,085 x 59,085
KINDER MORGAN INC Common Stock 49455P101 517 10,500 x 10,500
KING PHARMACEUTICALS Common Stock 495582108 896 21,347 x 21,347
KIRBY CORP Common Stock 497266106 4 188 x 188
KNIGHT RIDDER INC Common Stock 499040103 452 8,100 x 8,100
KOHLS CORP Common Stock 500255104 1,668 34,755 x 34,755
KOPIN CORP Common Stock 500600101 7 700 x 700
KROGER CO Common Stock 501044101 2,038 82,700 x 82,700
KROLL INC Common Stock 501049100 6 500 x 500
KRONOS INC Common Stock 501052104 4 100 x 100
KULICKE & SOFFA INDUSTRIES Common Stock 501242101 5 456 x 456
LSI LOGIC CORP Common Stock 502161102 408 34,685 x 34,685
LA-Z-BOY INC Common Stock 505336107 11 666 x 666
LABOR READY INC Common Stock 505401208 4 1,100 x 1,100
LACLEDE GAS COMPANY Common Stock 505588103 5 200 x 200
LAKELAND BANKCORP INC Common Stock 511637100 8 600 x 600
LANDAMERICA FINANCIAL GROUP Common Stock 514936103 7 200 x 200
LANDRY'S RESTAURANTS INC Common Stock 51508L103 4 278 x 278
LANDSTAR SYSTEM INC Common Stock 515098101 6 100 x 100
LAWSON PRODUCTS INC Common Stock 520776105 2 100 x 100
LEGGETT & PLATT Common Stock 524660107 449 23,000 x 23,000
LEHMAN BROTHERS HOLDINGS
INC Common Stock 524908100 1,443 25,386 x 25,386
LENNOX INTERNATIONAL INC Common Stock 526107107 5 500 x 500
LEXMARK INTERNATIONAL INC Common Stock 529771107 586 13,100 x 13,100
LIBBEY Common Stock 529898108 6 200 x 200
LIBERTY PROPERTY TRUST Common Stock 531172104 63 2,200 x 2,200
LILLY (ELI) & CO Common Stock 532457108 9,530 118,087 x 118,087
LIMITED INC Common Stock 532716107 393 41,400 x 41,400
LINCOLN NATIONAL CORP Common Stock 534187109 849 18,200 x 18,200
LINEAR TECHNOLOGY CORP Common Stock 535678106 1,050 32,000 x 32,000
LINENS N THINGS INC Common Stock 535679104 7 400 x 400
LIZ CLAIBORNE INC Common Stock 539320101 245 6,500 x 6,500
LOCKHEED MARTIN CORP Common Stock 539830109 1,956 44,710 x 44,710
LOEWS CORP Common Stock 540424108 862 18,628 x 18,628
LONE STAR TECHNOLOGIES INC Common Stock 542312103 2 200 x 200
LOUIS DREYFUS NATURAL GAS Common Stock 546011107 16 400 x 400
LOUISIANA PACIFIC CORP Common Stock 546347105 50 7,753 x 7,753
LOWE'S COMPANIES Common Stock 548661107 2,497 78,884 x 78,884
LUBYS CAFETERIA Common Stock 549282101 3 388 x 388
LUCENT TECHNOLOGIES Common Stock 549463107 2,027 353,672 x 353,672
MAF BANCORP INC Common Stock 55261R108 9 300 x 300
MBIA INC Common Stock 55262C100 750 15,000 x 15,000
MBNA CORP Common Stock 55262L100 2,673 88,231 x 88,231
MDC HOLDINGS INC Common Stock 552676108 6 220 x 220
MGIC INVESTMENT CORP Common Stock 552848103 748 11,442 x 11,442
MRO SOFTWARE INC Common Stock 55347W105 2 200 x 200
MACDERMID INC Common Stock 554273102 4 333 x 333
MACK-CALI REALTY CORP Common Stock 554489104 62 2,000 x 2,000
MANITOWOC COMPANY Common Stock 563571108 5 200 x 200
MANOR CARE INC Common Stock 564055101 278 9,900 x 9,900
MAPINFO CORP Common Stock 565105103 1 100 x 100
MARCUS CORPORATION Common Stock 566330106 4 300 x 300
MARKEL CORP Common Stock 570535104 21 107 x 107
MARSH & MCLENNAN COS INC Common Stock 571748102 2,694 27,863 x 27,863
MARRIOTT INTERNATIONAL-
CL A Common Stock 571903202 807 24,150 x 24,150
MASCO CORP Common Stock 574599106 1,074 52,526 x 52,526
MASSEY ENERGY COMPANY Common Stock 576206106 12 800 x 800
MATTEL INC Common Stock 577081102 705 45,051 x 45,051
MAXIM INTEGRATED PRODUCTS,
INC Common Stock 57772K101 1,136 32,520 x 32,520
MAY DEPARTMENT STORES CO Common Stock 577778103 883 30,433 x 30,433
MAXIMUS INC Common Stock 577933104 8 200 x 200
MAYTAG CORP Common Stock 578592107 165 6,700 x 6,700
MCDATA CORPORATION - A Common Stock 580031201 3 361 x 361
MCDERMOTT INTL Common Stock 580037109 45 5,400 x 5,400
MCDONALDS CORP Common Stock 580135101 3,777 139,184 x 139,184
MCGRAW HILL INC Common Stock 580645109 1,187 20,395 x 20,395
MCKESSON CORP Common Stock 58155Q103 1,120 29,625 x 29,625
MEAD CORP Common Stock 582834107 287 10,351 x 10,351
MEADOWBROOK INSURANCE GROUP Common Stock 58319P108 0 100 x 100
MEDICIS PHARMACEUTICAL Common Stock 584690309 15 300 x 300
MEDIMMUNE INC Common Stock 584699102 745 20,900 x 20,900
MEDTRONIC INC Common Stock 585055106 5,401 124,172 x 124,172
MELLON FINANCIAL CORP Common Stock 58551A108 1,638 50,678 x 50,678
MEMBERWORKS INC Common Stock 586002107 4 200 x 200
MEN'S WEARHOUSE INC Common Stock 587118100 8 433 x 433
MENTOR CORPORATION Common Stock 587188103 7 278 x 278
MERCK & CO INC Common Stock 589331107 15,721 236,048 x 236,048
MERCURY COMPUTER SYSTEMS
INC Common Stock 589378108 8 200 x 200
MERCURY INTERACTIVE CORP Common Stock 589405109 149 7,840 x 7,840
MEREDITH CORP Common Stock 589433101 125 3,900 x 3,900
MERISTAR HOSPITALITY CORP Common Stock 58984Y103 23 2,200 x 2,200
MERRILL LYNCH & CO INC Common Stock 590188108 3,471 85,481 x 85,481
MESA AIR GROUP INC Common Stock 590479101 1 300 x 300
METHODE ELECTRONICS INC Common Stock 591520200 3 388 x 388
METLIFE INC Common Stock 59156R108 2,219 74,700 x 74,700
METRO ONE
TELECOMMUNICATIONS Common Stock 59163F105 7 300 x 300
MICHAELS STORES INC Common Stock 594087108 11 300 x 300
MICROS SYSTEMS INC Common Stock 594901100 4 200 x 200
MICROSOFT CORP Common Stock 594918104 27,799 543,260 x 543,260
MICRON TECHNOLOGY INC Common Stock 595112103 1,157 61,454 x 61,454
MID ATLANTIC MEDICAL SVCS Common Stock 59523C107 11 500 x 500
MIDAS INC Common Stock 595626102 3 300 x 300
MIDWAY GAMES INC Common Stock 598148104 5 398 x 398
MIIX GROUP INC Common Stock 59862V104 1 100 x 100
MILACRON INC Common Stock 598709103 4 300 x 300
MILLIPORE CORP Common Stock 601073109 261 4,929 x 4,929
MILLS CORP Common Stock 601148109 69 3,250 x 3,250
MINNESOTA MINING & MFG CO Common Stock 604059105 4,417 44,886 x 44,886
MIPS TECHNOLOGIES INC - CL B Common Stock 604567206 2 318 x 318
MIRANT CORP Common Stock 604675108 772 35,251 x 35,251
MISSISSIPPI CHEMICAL
CORPORATION Common Stock 605288208 1 388 x 388
TELSTRA CORPORATION LIMITED Common Stock 6087289Q6 11 3,751 x 3,751
MONACO COACH CORP Common Stock 60886R103 4 300 x 300
MOODY'S CORPORATION Common Stock 615369105 598 16,158 x 16,158
MORGAN ST DEAN WITTER & CO Common Stock 617446448 5,305 114,448 x 114,448
MOTOROLA INC Common Stock 620076109 3,510 225,028 x 225,028
MUELLER INDUSTRIES INC Common Stock 624756102 10 332 x 332
MUTUAL RISK MANAGEMENT LTD Common Stock 628351108 6 788 x 788
MYERS INDUSTRIES INC Common Stock 628464109 4 330 x 330
NBTY INC Common Stock 628782104 8 599 x 599
NCRIC GROUP INC Common Stock 628866105 1 100 x 100
NCR CORPORATION (NEW) Common Stock 62886E108 250 8,443 x 8,443
NUI CORP Common Stock 629431107 4 200 x 200
NVR INC Common Stock 62944T105 14 100 x 100
NABORS INDUSTRIES INC Common Stock 629568106 326 15,553 x 15,553
NASH FINCH COMPANY Common Stock 631158102 3 100 x 100
NATIONAL CITY CORP Common Stock 635405103 1,871 62,472 x 62,472
NATIONAL DATA CORPORATION Common Stock 635621105 10 278 x 278
NATIONAL SEMICONDUCTOR CORP Common Stock 637640103 376 17,100 x 17,100
NATIONAL SERVICE INDS INC Common Stock 637657107 93 4,500 x 4,500
NATIONWIDE HEALTH
PROPERTIES INC Common Stock 638620104 47 2,400 x 2,400
NATURES SUNSHINE PRODUCTS
INC Common Stock 639027101 7 600 x 600
NAUTICA ENTERPRISES INC Common Stock 639089101 5 400 x 400
NAVISTAR INTERNATIONAL Common Stock 63934E108 143 5,049 x 5,049
NETWORK EQUIPMENT
TECHNOLOGIES Common Stock 641208103 1 499 x 499
NEW ENGLAND BUSINESS
SERVICE Common Stock 643872104 2 100 x 100
NEW JERSEY RESOURCES CORP Common Stock 646025106 10 222 x 222
NEW PLAN EXCEL REALITY
TRUST Common Stock 648053106 75 4,400 x 4,400
NEW VALLEY CORP NEW Common Stock 649080116 2 12,840 x 12,840
NEW VALLEY CORP NEW Common Stock 649080504 3 855 x 855
NEW YORK COMMUNITY BANCORP Common Stock 649445103 16 675 x 675
NEW YORK TIMES CO Common Stock 650111107 592 15,166 x 15,166
NEWELL RUBBERMAID INC. Common Stock 651229106 640 28,164 x 28,164
NEWFIELD EXPLORATION COMPANY Common Stock 651290108 11 388 x 388
NEWMONT MINING CORP Common Stock 651639106 477 20,233 x 20,233
NEXTEL COMMUNICATIONS INC-
CL A Common Stock 65332V103 660 76,356 x 76,356
NIAGRA MOHAWK POWER CO Common Stock 653520106 263 15,500 x 15,500
NICOR INC Common Stock 654086107 171 4,400 x 4,400
NIKE INC CL B Common Stock 654106103 1,352 28,890 x 28,890
99 CENTS ONLY STORES Common Stock 65440K106 18 550 x 550
NISOURCE INC Common Stock 65473P105 516 22,136 x 22,136
NOKIA CORP - ADR A Common Stock 654902204 97 6,200 x 6,200
NOBLE DRILLING CORP Common Stock 655042109 312 13,000 x 13,000
NORDSTROM INC Common Stock 655664100 202 14,007 x 14,007
NORFOLK SOUTHERN CORP Common Stock 655844108 635 39,375 x 39,375
NORTEL NETWORKS CORP Common Stock 656568102 1,816 323,746 x 323,746
NORTHERN TRUST CORPORATION Common Stock 665859104 1,186 22,606 x 22,606
NORTHROP CORP Common Stock 666807102 747 7,400 x 7,400
NORTH WEST NATURAL GAS Common Stock 667655104 8 333 x 333
NORTHWESTERN CORPORATION Common Stock 668074107 4 200 x 200
NOVARTIS AG-ADR Common Stock 66987V109 156 4,000 x 4,000
NOVELL INC Common Stock 670006105 102 27,800 x 27,800
NOVELLUS SYSTEMS INC Common Stock 670008101 371 13,000 x 13,000
NOVEN PHARMACEUTICALS INC Common Stock 670009109 4 200 x 200
NUCOR CORP Common Stock 670346105 401 10,100 x 10,100
NYFIX INC Common Stock 670712108 3 200 x 200
O'CHARLEYS INC Common Stock 670823103 3 200 x 200
OM GROUP INC Common Stock 670872100 12 222 x 222
OCCIDENTAL PETROLEUM CORP Common Stock 674599105 974 40,000 x 40,000
OCEANEERING INTL INC Common Stock 675232102 3 200 x 200
OFFICE DEPOT INC Common Stock 676220106 358 26,333 x 26,333
OFFSHORE LOGISITICS INC Common Stock 676255102 4 188 x 188
OMNICOM GROUP Common Stock 681919106 1,233 19,000 x 19,000
ON ASSIGNMENT INC Common Stock 682159108 3 200 x 200
ONEOK Common Stock 682680103 43 2,600 x 2,600
ORACLE CORPORATION Common Stock 68389X105 7,174 570,294 x 570,294
ORBITAL SCIENCES
CORPORATION Common Stock 685564106 1 333 x 333
ORGANOGENESIS INC Common Stock 685906109 2 300 x 300
O'REILLY AUTOMOTIVE INC Common Stock 686091109 13 466 x 466
ORTHODONTIC CENTERS OF AMER Common Stock 68750P103 12 499 x 499
OSHKOSH TRUCK CORP Common Stock 688239201 7 200 x 200
OVERSEAS SHIPHOLDING GROUP Common Stock 690368105 22 1,000 x 1,000
OWENS & MINOR INC HLDG CO Common Stock 690732102 7 355 x 355
P G & E CORP Common Stock 69331C108 588 38,694 x 38,694
P F CHANGS CHINA BISTRO INC Common Stock 69333Y108 4 100 x 100
PICO HOLDINGS INC Common Stock 693366205 1 100 x 100
PMA CAPITAL CORPORATION Common Stock 693419202 2 100 x 100
PMC - SIERRA INC Common Stock 69344F106 114 11,100 x 11,100
PNC FINANCIAL CORP Common Stock 693475105 1,673 29,226 x 29,226
PPG INDUSTRIES INC Common Stock 693506107 774 16,912 x 16,912
PPL CORPORATION Common Stock 69351T106 477 14,643 x 14,643
PACCAR INC Common Stock 693718108 402 8,190 x 8,190
PACIFIC SUNWEAR OF
CALIFORNIA Common Stock 694873100 4 300 x 300
PACTIV CORP Common Stock 695257105 182 12,563 x 12,563
PALL CORP Common Stock 696429307 243 12,500 x 12,500
PALM INC Common Stock 696642107 75 51,497 x 51,497
PANERA BREAD COMPANY Common Stock 69840W108 3 100 x 100
PARAMETRIC TECHNOLOGY CORP Common Stock 699173100 116 22,326 x 22,326
PAREXEL INT'L Common Stock 699462107 2 200 x 200
PARK ELECTROCHEMICAL Common Stock 700416209 3 117 x 117
PARKER-HANNIFIN Common Stock 701094104 372 10,838 x 10,838
PATINA OIL & GAS CORP Common Stock 703224105 5 200 x 200
PATTERSON DENTAL COMPANY Common Stock 703412106 25 666 x 666
PAXAR CORP Common Stock 704227107 7 555 x 555
PAYCHEX INC Common Stock 704326107 1,200 38,075 x 38,075
PEDIATRIX MEDICAL GROUP INC Common Stock 705324101 7 166 x 166
PEGASUS SOLUTIONS INC Common Stock 705906105 2 200 x 200
PENFORD CORPORATION Common Stock 707051108 2 200 x 200
J C PENNEY CO INC Common Stock 708160106 584 26,687 x 26,687
PENTON MEDIA INC Common Stock 709668107 1 300 x 300
PEOPLES ENERGY CORP Common Stock 711030106 135 3,400 x 3,400
PEOPLESOFT INC Common Stock 712713106 530 29,392 x 29,392
PEP BOYS Common Stock 713278109 6 500 x 500
PEPSI BOTTLING GROUP INC Common Stock 713409100 622 13,500 x 13,500
PEPSICO INC Common Stock 713448108 8,788 181,196 x 181,196
PEREGRINE SYSTEMS INC Common Stock 71366Q101 3 271 x 271
PERFORMANCE FOOD GROUP CO Common Stock 713755106 11 400 x 400
PERICOM SEMICONDUCTOR CORP Common Stock 713831105 3 200 x 200
PERKINELMER INC Common Stock 714046109 260 9,914 x 9,914
PFIZER INC Common Stock 717081103 26,046 649,518 x 649,518
PHARMACEUTICAL PRODUCT
DEVELOPMENT Common Stock 717124101 18 600 x 600
PHARMACIA CORP Common Stock 71713U102 5,380 132,634 x 132,634
PHELPS DODGE CORP Common Stock 717265102 237 8,620 x 8,620
PHILADELPHIA SUBURBAN CORP Common Stock 718009608 13 500 x 500
PHILIP MORRIS COMPANIES INC Common Stock 718154107 10,842 224,527 x 224,527
PHILLIPS PETROLEUM CO Common Stock 718507106 2,156 39,968 x 39,968
PHILLIPS-VAN HEUSEN Common Stock 718592108 3 300 x 300
PHOTON DYNAMICS INC Common Stock 719364101 2 100 x 100
PHOTRONICS INC Common Stock 719405102 6 332 x 332
PIEDMONT NATURAL GAS CO Common Stock 720186105 10 333 x 333
PIER 1 IMPORTS INC Common Stock 720279108 7 881 x 881
PINNACLE ENTERTAINMENT Common Stock 723456109 2 388 x 388
PINNACLE SYSTEMS INC Common Stock 723481107 1 500 x 500
PINNACLE WEST CAPITAL Common Stock 723484101 324 8,149 x 8,149
PIONEER STANDARD
ELECTRONICS Common Stock 723877106 3 300 x 300
PITNEY BOWES INC Common Stock 724479100 997 26,100 x 26,100
PLACER DOME INC Common Stock 725906101 414 32,400 x 32,400
PLAINS RESOURCES INC Common Stock 726540503 8 300 x 300
PLUM CREEK TIMBER CO Common Stock 729251108 27 1,000 x 1,000
POGO PRODUCING CORP Common Stock 730448107 14 588 x 588
POLARIS INDUSTRIES Common Stock 731068102 12 300 x 300
POLYMEDICA CORP Common Stock 731738100 2 100 x 100
POLYONE CORP Common Stock 73179P106 10 1,300 x 1,300
POPE & TALBOT INC Common Stock 732827100 3 244 x 244
POST PROPERTIES INC Common Stock 737464107 52 1,400 x 1,400
POTLATCH CORP Common Stock 737628107 5 200 x 200
POWER INTEGRATIONS INC Common Stock 739276103 5 300 x 300
POWER-ONE INC Common Stock 739308104 31 5,000 x 5,000
PRAXAIR Common Stock 74005P104 701 16,700 x 16,700
PREPAID LEGAL SERVICES INC Common Stock 740065107 3 200 x 200
PRENTISS PROPERTIES TRUST Common Stock 740706106 74 2,700 x 2,700
T. ROWE PRICE GROUP INC Common Stock 74144T108 345 11,773 x 11,773
PRIME HOSPITALITY CORP Common Stock 741917108 4 444 x 444
PRIDE INTERNATIONAL INC Common Stock 741932107 7 699 x 699
PRIORITY HEALTHCARE
CORPORATION Common Stock 74264T102 12 500 x 500
PROASSURANCE CORP Common Stock 74267C106 5 308 x 308
PROCTER & GAMBLE CO Common Stock 742718109 10,032 137,819 x 137,819
PROFIT RECOVERY GROUP INTL Common Stock 743168106 4 400 x 400
PROGRESS ENERGY INC Common Stock 743263105 915 21,281 x 21,281
PROGRESS SOFTWARE CORP Common Stock 743312100 6 400 x 400
PROGRESSIVE CORP Common Stock 743315103 975 7,282 x 7,282
PROLOGIS TRUST Common Stock 743410102 51 2,400 x 2,400
PROVIDENT BANKSHARES CORP Common Stock 743859100 7 346 x 346
PROVINCE HEALTHCARE CO Common Stock 743977100 11 300 x 300
PROVIDIAN FINANCIAL CORP Common Stock 74406A102 589 29,248 x 29,248
PROXIM INC Common Stock 744284100 3 300 x 300
PUBLIC SERVICE ENTERPRISE
GROUP Common Stock 744573106 917 21,550 x 21,550
PULTE HOMES INC Common Stock 745867101 110 3,578 x 3,578
QRS CORP Common Stock 74726X105 1 100 x 100
QLOGIC CORP Common Stock 747277101 184 9,700 x 9,700
QUALCOMM INC Common Stock 747525103 3,719 78,220 x 78,220
QUANEX CORP Common Stock 747620102 6 278 x 278
QUIKSILVER INC Common Stock 74838C106 2 200 x 200
QUINTILES TRANSNATIONAL
CORP Common Stock 748767100 155 10,600 x 10,600
QWEST COMMUNICATIONS Common Stock 749121109 2,813 168,456 x 168,456
RGS ENERGY GROUP INC Common Stock 74956K104 15 400 x 400
RLI CORP Common Stock 749607107 4 100 x 100
RPM INC Common Stock 749685103 27 2,500 x 2,500
RSA SECURITY INC Common Stock 749719100 8 600 x 600
RTI INTERNATIONAL METALS Common Stock 74973W107 2 200 x 200
RADIANT SYSTEMS INC Common Stock 75025N102 3 300 x 300
RADIO SHACK CORP Common Stock 750438103 461 19,005 x 19,005
RADISYS CORP Common Stock 750459109 2 200 x 200
RALCORP HOLDINGS INC Common Stock 751028101 6 300 x 300
RALSTON PURINA CO Common Stock 751277302 969 29,546 x 29,546
RARE HOSPITALITY INTL INC Common Stock 753820109 5 300 x 300
RAYMOND JAMES FINANCIAL INC Common Stock 754730109 14 499 x 499
RAYTHEON CO Common Stock 755111507 1,416 40,760 x 40,760
READ-RITE CORP Common Stock 755246105 4 1,199 x 1,199
REEBOK INTL INC Common Stock 758110100 91 4,400 x 4,400
REGAL BELOIT Common Stock 758750103 5 278 x 278
REGENCY CENTERS CORP Common Stock 758849103 59 2,300 x 2,300
REGENERON PHARMACEUTICAL Common Stock 75886F107 8 377 x 377
REGIS CORP Common Stock 758932107 8 400 x 400
REGIONS FINANCIAL CORP Common Stock 758940100 664 23,000 x 23,000
RELIANCE STEEL & ALUMINUM Common Stock 759509102 6 250 x 250
RELIANT ENERGY INC Common Stock 75952J108 775 29,444 x 29,444
REMINGTON OIL & GAS CORP Common Stock 759594302 3 200 x 200
RENAL CARE GROUP INC Common Stock 759930100 13 433 x 433
REPSOL YPF SA-ADR Common Stock 76026T205 87 6,000 x 6,000
RESMED INC Common Stock 761152107 15 300 x 300
RESPIRONICS INC Common Stock 761230101 12 333 x 333
RIGGS NATIONAL CORPORATION Common Stock 766570105 5 333 x 333
RIVERSTONE NETWORKS INC Common Stock 769320102 10 1,846 x 1,846
ROADWAY CORP Common Stock 769742107 5 200 x 200
ROBBINS & MYERS INC Common Stock 770196103 5 222 x 222
ROBERT HALF INTL INC Common Stock 770323103 333 16,657 x 16,657
ROBOTIC VISION SYSTEMS INC Common Stock 771074101 0 300 x 300
ROCKWELL INTERNATIONAL CORP Common Stock 773903109 317 21,613 x 21,613
ROCKWELL COLLINS Common Stock 774341101 287 20,213 x 20,213
ROGERS CORP Common Stock 775133101 6 200 x 200
ROHM & HAAS CO Common Stock 775371107 759 23,159 x 23,159
ROPER INDUSTRIES Common Stock 776696106 12 333 x 333
ROWAN COMPANIES INC Common Stock 779382100 105 8,500 x 8,500
ROXIO INC Common Stock 780008108 0 16 x 16
ROYAL BANK OF CANADA Common Stock 780087102 19 636 x 636
ROYAL DUTCH PETROLEUM CO Common Stock 780257804 10,970 218,313 x 218,313
RUBY TUESDAY INC Common Stock 781182100 9 600 x 600
RUSS BERRIE & CO INC Common Stock 782233100 5 200 x 200
RUSSELL CORP Common Stock 782352108 5 400 x 400
RYANS FAMILY STEAK HOUSE Common Stock 783519101 7 388 x 388
RYDER SYSTEM INC Common Stock 783549108 88 4,400 x 4,400
RYLAND GROUP INC Common Stock 783764103 4 88 x 88
SBC COMMUNICATIONS INC Common Stock 78387G103 16,575 351,772 x 351,772
SCM MICROSYSTEMS INC Common Stock 784018103 2 300 x 300
SCP POOL CORP Common Stock 784028102 6 300 x 300
SCPIE HOLDINGS INC Common Stock 78402P104 3 200 x 200
SEI INVESTMENT COMPANY Common Stock 784117103 96 3,000 x 3,000
SLI INC Common Stock 78442T108 1 300 x 300
SPS TECHNOLOGIES INC Common Stock 784626103 5 166 x 166
S&P 500 DEPOSITORY RECEIPT Common Stock 78462F103 2,621 25,100 x 25,100
SPSS INC Common Stock 78462K102 2 100 x 100
SABRE HOLDINGS CORP Common Stock 785905100 350 13,103 x 13,103
SAFECO CORP Common Stock 786429100 382 12,600 x 12,600
SAFEWAY INC Common Stock 786514208 2,100 52,865 x 52,865
ST JUDE MEDICAL Common Stock 790849103 567 8,289 x 8,289
ST MARY LAND & EXPLORATION Common Stock 792228108 3 200 x 200
ST PAUL COS Common Stock 792860108 974 23,634 x 23,634
SALTON INC Common Stock 795757103 1 100 x 100
SANMINA CORP Common Stock 800907107 407 30,007 x 30,007
SAPIENT CORPORATION Common Stock 803062108 34 8,800 x 8,800
SARA LEE CORP Common Stock 803111103 1,759 82,600 x 82,600
SCHERING PLOUGH CORP Common Stock 806605101 5,530 149,055 x 149,055
SCHLUMBERGER LTD Common Stock 806857108 2,781 60,849 x 60,849
SCHOOL SPECIALTY INC Common Stock 807863105 6 200 x 200
SCHWAB (CHARLES) CORP Common Stock 808513105 1,609 139,932 x 139,932
SCHWEITZER-MAUDUIT
INTERNATIONAL INC Common Stock 808541106 5 222 x 222
SCIENTIFIC-ATLANTA INC Common Stock 808655104 317 18,100 x 18,100
SCOTTS COMPANY Common Stock 810186106 10 300 x 300
SEACOR HOLDINGS INC Common Stock 811904101 5 150 x 150
SEALED AIR CORPORATION Common Stock 81211K100 396 10,852 x 10,852
SEARS ROEBUCK & CO Common Stock 812387108 1,185 34,223 x 34,223
SEITEL INC Common Stock 816074306 2 200 x 200
SELECTIVE INSURANCE GROUP Common Stock 816300107 5 200 x 200
SEMPRA ENERGY Common Stock 816851109 473 19,117 x 19,117
SERVICE CORP INTERNATIONAL Common Stock 817565104 1 100 x 100
SHAW GROUP INC Common Stock 820280105 11 400 x 400
SHERWIN-WILLIAMS Common Stock 824348106 345 15,545 x 15,545
SHOPKO STORES INC Common Stock 824911101 4 433 x 433
SHURGARD STORAGE CENTERS-A Common Stock 82567D104 60 2,000 x 2,000
SIEBEL SYSTEMS INC Common Stock 826170102 580 44,600 x 44,600
SIERRA HEALTH SERVICES Common Stock 826322109 3 333 x 333
SIGMA-ALDRICH Common Stock 826552101 329 7,270 x 7,270
SIMON PROPERTY GROUP INC Common Stock 828806109 54 2,000 x 2,000
SIMPSON MANUFACTURING CO Common Stock 829073105 5 100 x 100
SKYWEST INC Common Stock 830879102 10 600 x 600
A O SMITH Common Stock 831865209 4 249 x 249
SMITHFIELD FOODS INC Common Stock 832248108 25 1,176 x 1,176
SNAP-ON INC Common Stock 833034101 121 5,400 x 5,400
SOLA INTERNATIONAL INC Common Stock 834092108 4 278 x 278
SOLECTRON CORP Common Stock 834182107 804 69,000 x 69,000
SONIC CORP Common Stock 835451105 9 300 x 300
SONICBLUE INC Common Stock 83546Q109 1 900 x 900
SOUTH FINANCIAL GROUP INC Common Stock 837841105 6 400 x 400
SOUTHERN CO Common Stock 842587107 1,776 74,074 x 74,074
SOUTHERN UNION COMPANY Common Stock 844030106 10 500 x 500
SOUTHTRUST CORP Common Stock 844730101 797 31,300 x 31,300
SOUTHWEST AIRLINES Common Stock 844741108 1,263 85,129 x 85,129
SOUTHWEST BANCORP OF TEXAS Common Stock 84476R109 9 300 x 300
SOUTHWEST GAS CORP Common Stock 844895102 5 244 x 244
SOUTHWEST SECURITIES GROUP Common Stock 845224104 4 220 x 220
SOUTHWESTERN ENERGY COMPANY Common Stock 845467109 4 300 x 300
SPACELABS MEDICAL INC Common Stock 846247104 4 333 x 333
SPEEDFAM-IPEC INC Common Stock 847705100 0 300 x 300
SPHERION CORPORATION Common Stock 848420105 4 544 x 544
SPRINT CORP Common Stock 852061100 2,155 89,744 x 89,744
SPRINT PCS GROUP Common Stock 852061506 2,492 94,800 x 94,800
STANDARD MICROSYSTEMS CORP Common Stock 853626109 1 100 x 100
STANDARD-PACIFIC CORP Common Stock 85375C101 6 310 x 310
STANDARD REGISTER CO Common Stock 853887107 6 400 x 400
STANDEX INTERNATIONAL CORP Common Stock 854231107 4 222 x 222
STANLEY WORKS Common Stock 854616109 313 8,563 x 8,563
STAPLES INC Common Stock 855030102 583 43,650 x 43,650
STARBUCKS Common Stock 855244109 579 38,776 x 38,776
STARTEK INC Common Stock 85569C107 2 100 x 100
STARWOOD HOTELS & RESORTS WO Common Stock 85590A203 431 19,592 x 19,592
STATE STREET CORP Common Stock 857477103 1,525 33,510 x 33,510
STATEN ISLAND BANCORP INC Common Stock 857550107 7 300 x 300
STEEL DYNAMICS INC Common Stock 858119100 4 400 x 400
STEIN MART INC Common Stock 858375108 3 356 x 356
STERLING BANCSHARES INC Common Stock 858907108 8 600 x 600
STILLWATER MINING COMPANY Common Stock 86074Q102 8 382 x 382
STILWELL FINANCIAL INC Common Stock 860831106 430 22,038 x 22,038
STONE ENERGY CORP Common Stock 861642106 10 300 x 300
STRATOS LIGHTWAVE INC Common Stock 863100103 4 1,286 x 1,286
STRIDE RITE CORP Common Stock 863314100 4 666 x 666
STRYKER CORP Common Stock 863667101 1,111 21,000 x 21,000
STURM RUGER & CO INC Common Stock 864159108 4 400 x 400
SUN MICROSYSTEMS INC Common Stock 866810104 2,726 329,660 x 329,660
SUNOCO INC Common Stock 86764P109 342 9,600 x 9,600
SUNTRUST BANKS INC Common Stock 867914103 1,996 29,963 x 29,963
SUPERVALU INC Common Stock 868536103 241 11,900 x 11,900
SUSQUEHANNA BANCSHARES INC Common Stock 869099101 11 500 x 500
SWIFT ENERGY CO Common Stock 870738101 4 200 x 200
SYBRON DENTAL SPECIALTIES Common Stock 871142105 7 400 x 400
SYMBOL TECHNOLOGIES INC Common Stock 871508107 225 21,450 x 21,450
SYMMETRICOM INC Common Stock 871543104 1 232 x 232
SYNAVANT INC Common Stock 87157A105 0 5 x 5
SYNCOR INTL CORP Common Stock 87157J106 6 200 x 200
SYNGENTA AG - ADR Common Stock 87160A100 2 216 x 216
SYNOVUS FINANCIAL CORP Common Stock 87161C105 767 27,800 x 27,800
SYSCO CORP Common Stock 871829107 1,848 72,376 x 72,376
SYSTEMS & COMPUTER TECH
CORP Common Stock 871873105 4 400 x 400
THQ INC Common Stock 872443403 9 200 x 200
TJX COMPANIES INC Common Stock 872540109 974 29,600 x 29,600
TRW INC Common Stock 872649108 358 12,000 x 12,000
TMP WORLDWIDE INC Common Stock 872941109 281 9,900 x 9,900
TXU CORPORATION Common Stock 873168108 1,383 29,853 x 29,853
TARGET CORP Common Stock 87612E106 3,000 94,474 x 94,474
TECHNE CORP Common Stock 878377100 12 400 x 400
TECHNITROL INC Common Stock 878555101 9 400 x 400
TEKTRONIX INC Common Stock 879131100 164 9,400 x 9,400
TELEDYNE TECHNOLOGIES INC Common Stock 879360105 5 300 x 300
TELEFONICA (ADR) Common Stock 879382208 13 371 x 371
TELLABS Common Stock 879664100 430 43,473 x 43,473
TEMPLE INLAND INC Common Stock 879868107 266 5,600 x 5,600
TENET HEALTHCARE Common Stock 88033G100 1,992 33,400 x 33,400
TEREDYNE Common Stock 880770102 333 17,082 x 17,082
TETRA TECHNOLOGIES INC Common Stock 88162F105 2 100 x 100
TETRA TECH INC Common Stock 88162G103 9 400 x 400
TEXACO INC Common Stock 881694103 3,651 56,162 x 56,162
TEXAS INDUSTRIES INC Common Stock 882491103 7 222 x 222
TEXAS INSTRUMENTS INC Common Stock 882508104 4,403 176,242 x 176,242
TEXTRON INC Common Stock 883203101 475 14,129 x 14,129
THERAGENICS CORP Common Stock 883375107 3 300 x 300
THERMO ELECTRON Common Stock 883556102 316 17,500 x 17,500
THOMAS & BETTS CORP Common Stock 884315102 105 6,000 x 6,000
THOMAS INDUSTRIES Common Stock 884425109 4 200 x 200
THOR INDS INC Common Stock 885160101 3 100 x 100
THREE-FIVE SYSTEMS INC Common Stock 88554L108 3 200 x 200
TIFFANY & CO Common Stock 886547108 291 13,446 x 13,446
TIMBERLAND COMPANY Common Stock 887100105 12 444 x 444
TIMKEN CO Common Stock 887389104 4 300 x 300
TITAN INTERNATIONAL INC Common Stock 88830M102 2 388 x 388
TOLL BROTHERS Common Stock 889478103 12 400 x 400
TOOTSIE ROLL INDS Common Stock 890516107 42 1,091 x 1,091
TORCHMARK CORP Common Stock 891027104 471 12,075 x 12,075
TORO Common Stock 891092108 4 100 x 100
TOWER AUTOMOTIVE INC Common Stock 891707101 3 400 x 400
TOYS R US, INC. Common Stock 892335100 328 19,043 x 19,043
TRANSATLANTIC HOLDINGS INC Common Stock 893521104 13 150 x 150
TREDEGAR INDUSTRIES INC Common Stock 894650100 6 333 x 333
TRIARC COMPANIES Common Stock 895927101 8 333 x 333
TRICON GLOBAL RESTAURANTS Common Stock 895953107 558 14,230 x 14,230
TRIBUNE CO Common Stock 896047107 960 30,576 x 30,576
TRIMBLE NAVIGATION LIMITED Common Stock 896239100 3 188 x 188
TRUST CO BANK OF NEW JERSEY Common Stock 898304100 13 500 x 500
TRUSTCO BANK CORP NY Common Stock 898349105 9 690 x 690
TUCKER ANTHONY SUTRO Common Stock 898647102 5 200 x 200
TUPPERWARE CORPORATION Common Stock 899896104 80 4,000 x 4,000
TYCO INTERNATIONAL LTD Common Stock 902124106 8,888 195,339 x 195,339
UCBH HOLDINGS INC Common Stock 90262T308 6 200 x 200
UGI CORP Common Stock 902681105 8 300 x 300
UIL HOLDINGS CORPORATION Common Stock 902748102 5 100 x 100
USX-MARATHON GROUP Common Stock 902905827 844 31,549 x 31,549
UST INC Common Stock 902911106 601 18,100 x 18,100
US BANCORP Common Stock 902973304 4,363 196,699 x 196,699
URS CORP Common Stock 903236107 5 200 x 200
USX STEEL GROUP INC Common Stock 90337T101 100 7,171 x 7,171
US ONCOLOGY INC Common Stock 90338W103 7 900 x 900
ULTIMATE ELECTRONICS INC Common Stock 903849107 2 100 x 100
USA EDUCATION INC Common Stock 90390U102 1,456 17,565 x 17,565
ULTRATECH STEPPER INC Common Stock 904034105 2 200 x 200
UNILEVER NV Common Stock 904784709 3,262 60,393 x 60,393
UNION PACIFIC CORP Common Stock 907818108 1,311 27,963 x 27,963
UNION PLANTERS CORP Common Stock 908068109 541 12,600 x 12,600
UNISOURCE ENERGY CORP HLD Common Stock 909205106 4 300 x 300
UNISYS CORP Common Stock 909214108 273 31,500 x 31,500
UNITED BANKSHARES INC Common Stock 909907107 11 400 x 400
UNITED PARCEL SERVICES CL B Common Stock 911312106 3 60 x 60
US AIRWAYS GROUP INC Common Stock 911905107 27 5,800 x 5,800
UNITED STATIONERS INC Common Stock 913004107 9 300 x 300
UNITED TECHNOLOGIES CORP Common Stock 913017109 2,280 49,026 x 49,026
UNITEDHEALTH GROUP INC Common Stock 91324P102 2,133 32,078 x 32,078
UNIVERSAL FOREST PRODUCTS Common Stock 913543104 4 200 x 200
UNIVERSAL HEALTH SERVICES-B Common Stock 913903100 33 666 x 666
UNIVISION COMMUNICATIONS-A Common Stock 914906102 473 20,600 x 20,600
UNOCAL CORP Common Stock 915289102 800 24,614 x 24,614
UNUMPROVIDENT CORP Common Stock 91529Y106 565 22,379 x 22,379
US FREIGHTWAYS CORP Common Stock 916906100 9 278 x 278
VF CORP Common Stock 918204108 310 10,600 x 10,600
VALENCE TECHNOLOGY INC Common Stock 918914102 1 400 x 400
VALLEY NATIONAL BANKCORP Common Stock 919794107 30 1,000 x 1,000
VALMONT INDUSTRIES Common Stock 920253101 3 200 x 200
VARIAN SEMICONDUCTOR EQUIP Common Stock 922207105 8 300 x 300
VARIAN MEDICAL SYSTEMS INC Common Stock 92220P105 19 300 x 300
VERITY INC Common Stock 92343C106 3 300 x 300
VERITAS DGC INC Common Stock 92343P107 3 300 x 300
VERIZON COMMUNICATIONS Common Stock 92343V104 15,218 281,249 x 281,249
VIACOM INC CL B Common Stock 925524308 6,198 179,662 x 179,662
VIASAT INC Common Stock 92552V100 4 200 x 200
VICOR CORPORATION Common Stock 925815102 6 444 x 444
VINTAGE PETROLEUM INC Common Stock 927460105 10 655 x 655
VISTEON CORP Common Stock 92839U107 310 24,285 x 24,285
VISUCAL NETWORKS INC Common Stock 928444108 1 300 x 300
VITAL SIGNS INC Common Stock 928469105 3 100 x 100
VITESSE SEMICONDUCTOR CORP Common Stock 928497106 141 18,200 x 18,200
VOLT INFORMATION SCIENCES
INC Common Stock 928703107 2 166 x 166
VULCAN MATERIALS CO Common Stock 929160109 471 10,900 x 10,900
WD-40 CO Common Stock 929236107 4 200 x 200
WMS INDUSTRIES INC Common Stock 929297109 7 400 x 400
WACHOVIA CORP Common Stock 929903102 4,380 141,289 x 141,289
WAL-MART STORES, INC Common Stock 931142103 22,669 457,953 x 457,953
WALGREEN CO Common Stock 931422109 3,603 104,652 x 104,652
WASHINGTON FEDERAL INC Common Stock 938824109 14 550 x 550
WASHINGTON MUTUAL INC Common Stock 939322103 3,411 88,650 x 88,650
WASHINGTON REAL ESTATE
INVESTMENT TRUST Common Stock 939653101 59 2,500 x 2,500
WASTE MANAGEMENT INC Common Stock 94106L109 1,708 63,877 x 63,877
WATER PIK TECHNOLOGIES INC Common Stock 94113U100 0 5 x 5
WATSCO INC Common Stock 942622200 4 300 x 300
WATSON PHARMACEUTICALS INC Common Stock 942683103 525 9,600 x 9,600
WATTS INDUSTRIES INC Common Stock 942749102 4 300 x 300
WELLMAN INC Common Stock 949702104 5 400 x 400
WELLPOINT HEALTH NETWORKS Common Stock 94973H108 653 5,982 x 5,982
WELLS FARGO & CO Common Stock 949746101 8,198 184,428 x 184,428
WENDYS INTERNATIONAL INC Common Stock 950590109 299 11,227 x 11,227
WERNER ENTERPRISES INC Common Stock 950755108 9 555 x 555
WESTVACO CORP Common Stock 961548104 240 9,343 x 9,343
WEYERHAEUSER CO Common Stock 962166104 1,081 22,186 x 22,186
WHIRLPOOL CORP Common Stock 963320106 426 7,700 x 7,700
WHITNEY HOLDING CORP Common Stock 966612103 10 222 x 222
WHOLE FOODS MARKET INC Common Stock 966837106 17 556 x 556
WILLAMETTE INDUSTRIES Common Stock 969133107 504 11,200 x 11,200
WILLIAMS COMMUNICATIONS
GROUP Common Stock 969455104 2 1,808 x 1,808
WILLIAMS COMPANIES INC Common Stock 969457100 1,449 53,090 x 53,090
WINN-DIXIE STORES INC Common Stock 974280109 165 14,395 x 14,395
WINNEBAGO INDUSTRIES Common Stock 974637100 4 200 x 200
WOLVERINE TUBE INC Common Stock 978093102 2 222 x 222
WOLVERINE WORLD WIDE INC Common Stock 978097103 5 344 x 344
WOODWARD GOVERNOR Common Stock 980745103 48 1,000 x 1,000
WORLDCOM INC - WORLDCOM
GROUP Common Stock 98157D106 4,436 294,962 x 294,962
WORLDCOM INC - MCI GROUP Common Stock 98157D304 36 2,338 x 2,338
WORTHINGTON INDUSTRIES,
INC. Common Stock 981811102 76 6,781 x 6,781
WM WRIGLEY JR CO Common Stock 982526105 1,188 23,164 x 23,164
X RITE INC Common Stock 983857103 3 388 x 388
XTO ENERGY INC Common Stock 98385X106 16 1,122 x 1,122
XCEL ENERGY INC Common Stock 98389B100 1,073 38,115 x 38,115
XILINX Common Stock 983919101 788 33,500 x 33,500
XEROX CORP Common Stock 984121103 545 70,286 x 70,286
YAHOO! INC Common Stock 984332106 493 56,000 x 56,000
YARDSVILLE NATIONAL BANCORP Common Stock 985021104 22 1,800 x 1,800
YELLOW CORPORATION Common Stock 985509108 7 333 x 333
ZALE CORP Common Stock 988858106 8 300 x 300
ZEBRA TECHNOLOGIES CORP Common Stock 989207105 10 278 x 278
ZENITH NATIONAL INSURANCE
CORP Common Stock 989390109 7 278 x 278
ZIMMER HOLDINGS INC Common Stock 98956P102 584 21,032 x 21,032
ZIONS BANCORPORATION Common Stock 989701107 429 8,000 x 8,000
ZIXIT CORPORATION Common Stock 98974P100 1 200 x 200
AMERICAN SAFETY INS GROUP Common Stock G02995101 1 100 x 100
APW LIMITED Common Stock G04397108 2 372 x 372
EVEREST RE GROUP LTD Common Stock G3223R108 6 100 x 100
FOSTER WHEELER LTD Common Stock G36535105 2 400 x 400
GLOBAL CROSSING LTD Common Stock G3921A100 155 86,320 x 86,320
TRANSOCEAN SEDCO FOREX Common Stock G90078109 893 33,835 x 33,835
TRENWICK GROUP LTD Common Stock G9032C109 2 300 x 300
XL CAPITAL LTD - CLASS A Common Stock G98255105 126 1,591 x 1,591
UBS AG - REG Common Stock H8920G155 1 27 x 27
ASM LITHOGRAPHY HOLDING Common Stock N07059111 4 385 x 385
FLEXTRONICS INTL LTD Common Stock Y2573F102 4 270 x 270
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965,716 29,746,011