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 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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 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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 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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 ------- ---------- 965,716 29,746,011