-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, LUfgeukhbFjbTK6tvug0Ta9vH/vOAZMsjtM/DhO3akvnQD9bqDRuzTIC41wg1ObS vE5IJ1IeeFOFKKtnZMAo1g== 0000950144-00-014959.txt : 20001215 0000950144-00-014959.hdr.sgml : 20001215 ACCESSION NUMBER: 0000950144-00-014959 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 19991231 FILED AS OF DATE: 20001214 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TD ASSET MANAGEMENT INC CENTRAL INDEX KEY: 0001056053 STANDARD INDUSTRIAL CLASSIFICATION: UNKNOWN SIC - 0000 [0000] STATE OF INCORPORATION: A6 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: SEC FILE NUMBER: 028-05987 FILM NUMBER: 789183 BUSINESS ADDRESS: STREET 1: 55 KING ST WEST 7TH FL P O BOX 3TD CENT STREET 2: P O BOX 3 TD CENTER TORONTO ONTARIO CITY: TORONTO STATE: A6 ZIP: 00000 MAIL ADDRESS: STREET 1: P O BOX 3 TD CENTER 7TH FLOOR STREET 2: 55 KING ST W TORONTO DOMINION CENTRE CITY: TORONTO STATE: A6 ZIP: 00000 13F-HR 1 t23465dce13f-hr.txt TD ASSET MANAGEMENT - DECEMBER 31, 1999 1 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 1999 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: TD Asset Management Inc. Address: 55 King Street West, 7th Floor TD Bank Tower, P.O. Box 3, TD Centre Toronto, Ontario M5K 1A2 Form 13F File Number: 28 - The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Paul Riccardi Title: Chief Institutional Compliance Officer Phone: 416-983-6532 Signature, Place and Date of Signing: /s/ PAUL RICCARDI Toronto, Ontario, Canada ------------------ ------------------------ ------------- [Signature] [City, Province, Country] [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 report manager are reported in this report and a portion are reported by other reporting manager(s). 2
CUSIP SECURITY SHARES MARKET VALUE - ----- -------- ------ ------------ 891160509 TORONTO DOMINION BK ONT 13329485 516,517,544.00 811850106 SEAGRAM LTD 5420782 353,531,313.00 063671101 BANK MONTREAL QUE 6542390 322,539,827.00 067901108 BARRICK GOLD CORP 9922099 254,694,523.00 013716105 ALCAN ALUMINIUM LTD NEW 4020349 240,317,714.00 15101Q108 CELESTICA INC 2705957 218,641,326.00 87425E103 TALISMAN ENERGY INC 3456341 129,168,223.00 741477103 PRICE T ROWE & ASSOCIATES 2835839 124,836,302.94 453258402 INCO LTD 3245855 109,365,659.50 594918104 MICROSOFT CORP 3922986 104,435,540.25 746927102 QLT PHOTOTHERAPEUTICS INC 1171326 99,872,868.00 775109200 ROGERS COMMUNICATIONS INC 2711902 97,411,687.00 89677M106 TRITON PCS HLDGS INC 2975698 94,775,981.30 725906101 PLACER DOME INC 6001609 93,634,960.00 650901101 NEWBRIDGE NETWORKS CORP 2549315 83,476,257.00 17275R102 CISCO SYS INC 1350551 71,478,503.38 172967101 CITIGROUP INC 950837 70,436,664.00 369604103 GENERAL ELEC CO 982259 70,098,627.75 09058T108 BIOCHEM PHARMA INC 2159791 67,385,479.00 68389X105 ORACLE CORP 804596 62,422,221.13 654902204 NOKIA CORP 219924 60,644,036.00 934488107 WARNER LAMBERT CO 704021 59,216,058.94 197677107 COLUMBIA/HCA HEALTHCARE CORP 3411325 58,940,564.63 025816109 AMERICAN EXPRESS CO 351645 55,715,191.25 458140100 INTEL CORP 1133196 53,374,842.63 760975102 RESEARCH IN MOTION LTD 792732 52,875,224.00 872375100 TECO ENERGY INC 2270000 51,431,754.00 459200101 INTERNATIONAL BUSINESS MACHS 662069 46,064,570.00 244199105 DEERE & CO 894665 45,763,424.38 478160104 JOHNSON & JOHNSON 619503 45,341,749.13 984332106 YAHOO INC 195679 45,159,546.06 02364J104 AMERICA ONLINE INC DEL 1053122 43,106,270.31 931142103 WAL MART STORES INC 1337400 42,984,115.13 50730K503 LAIDLAW INC 5504840 41,943,616.00 81013T705 SCOTTISH PWR PLC 1158200 39,856,173.00 589331107 MERCK & CO INC 891617 39,559,668.06 717081103 PFIZER INC 2272020 37,957,241.88 30231G102 EXXON MOBIL CORP 1028875 37,822,369.56 737679100 POTOMAC ELEC PWR CO 1340000 37,252,889.00 949746101 WELLS FARGO & CO NEW 1048081 36,893,915.44 36225X100 GPU INC 1032032 36,426,699.94 35100E104 FOUR SEASONS HOTEL INC 469993 36,095,462.00 247025109 DELL COMPUTER CORP 1150093 35,611,207.00 032654105 ANALOG DEVICES INC 291933 34,593,507.00 209115104 CONSOLIDATED EDISON INC 859207 34,357,379.50 549463107 LUCENT TECHNOLOGIES INC 958682 34,141,600.63 866810104 SUN MICROSYSTEMS INC 932576 32,559,780.31 254687106 DISNEY WALT CO 1207217 30,313,375.25
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CUSIP SECURITY SHARES MARKET VALUE - ----- -------- ------ ------------ 110122108 BRISTOL MYERS SQUIBB CO 714998 28,862,369.19 59501T304 MICROCELL TELECOMMUNICATIONS 600200 28,509,500.00 060505104 BANK OF AMERICA CORPORATION 427221 28,218,935.00 184902104 CLEARNET COMMUNICATIONS INC 564919 28,048,228.00 001957109 AT&T CORP 376217 27,709,988.00 31428X106 FEDEX CORP 513424 26,793,306.00 759930100 RENAL CARE GROUP INC 892235 26,697,853.00 16161A108 CHASE MANHATTAN CORP NEW 433802 26,407,983.69 835699307 SONY CORP 63592 26,280,165.00 026874107 AMERICAN INTL GROUP INC 478265 25,427,585.13 461202103 INTUIT 277000 24,095,539.00 92857T107 VODAFONE AIRTOUCH PLC 334756 24,048,912.00 456866102 INGERSOLL-RAND CO 374552 23,912,030.06 699173100 PARAMETRIC TECHNOLOGY CORP 661976 23,839,472.06 670006105 NOVELL INC 480064 23,807,330.94 031162100 AMGEN INC 479797 23,636,087.06 834182107 SOLECTRON CORP 230536 23,566,322.13 747525103 QUALCOMM INC 224780 23,023,716.13 742718109 PROCTER & GAMBLE CO 413040 22,996,156.56 983919101 XILINX INC 401726 22,211,747.47 783890106 SCI SYS INC 185000 22,066,666.00 57772K101 MAXIM INTEGRATED PRODS INC 320400 21,942,027.00 055921100 BMC SOFTWARE INC 237910 21,858,242.94 205638109 COMPUWARE CORP 508514 21,570,400.25 882508104 TEXAS INSTRS INC 316319 21,442,704.88 590188108 MERRILL LYNCH & CO INC 281303 21,217,955.50 368710406 GENENTECH INC 108300 21,140,371.00 268648102 E M C CORP MASS 409899 20,941,374.50 064057102 BANK NEW YORK INC 545275 20,431,786.00 428236103 HEWLETT PACKARD CO 330909 20,302,505.94 67019E107 NSTAR 404140 20,061,163.00 191216100 COCA COLA CO 739234 19,844,774.25 008916108 AGRIUM INC 1767675 19,797,960.00 78387G103 SBC COMMUNICATIONS INC 975861 19,745,910.75 437076102 HOME DEPOT INC 666439 19,521,128.56 806605101 SCHERING PLOUGH CORP 603809 18,597,638.19 885535104 3COM CORP 341503 18,487,569.00 460919103 INTERTAPE POLYMER GROUP INC 450957 18,399,046.00 584699102 MEDIMMUNE INC 76000 18,296,010.00 871607107 SYNOPSYS INC 188800 18,290,060.00 319963104 FIRST DATA CORP 339503 18,171,553.31 019228402 ALLIED IRISH BKS P L C 690955 17,996,535.00 86074Q102 STILLWATER MNG CO 398400 17,379,362.00 780257804 ROYAL DUTCH PETE CO 635515 17,327,181.44 026609107 AMERICAN HOME PRODS CORP 567495 17,216,545.44 902124106 TYCO INTL LTD NEW 649539 17,186,666.88 375766102 GILLETTE CO 524176 16,747,646.19 204493100 COMPAQ COMPUTER CORP 805736 16,677,717.06 038222105 APPLIED MATLS INC 167270 16,543,919.69
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CUSIP SECURITY SHARES MARKET VALUE - ----- -------- ------ ------------ 075887109 BECTON DICKINSON & CO 536780 15,862,078.75 717265102 PHELPS DODGE CORP 199163 15,845,975.13 629526104 NABISCO HLDGS CORP 400000 15,504,571.00 372460105 GENUINE PARTS CO 547254 15,365,091.81 887315109 TIME WARNER INC 457082 14,961,045.88 362320103 GTE CORP 344492 14,951,906.56 616880100 MORGAN J P & CO INC 115935 14,806,704.63 532457108 LILLY ELI & CO 375599 14,752,965.50 371933102 GENESIS MICROCHIP INC 480000 14,716,340.00 204912109 COMPUTER ASSOC INTL INC 254383 14,645,295.94 879287308 TELECOMUNICACOES BRASILEIRAS S 78054 14,556,607.00 941848103 WATERS CORP 183700 14,130,154.00 902973106 US BANCORP DEL 621308 14,025,514.81 94973H108 WELLPOINT HEALTH NETWORK NEW 158798 13,952,454.94 45245E109 IMAX CORP 342449 13,605,418.00 194162103 COLGATE PALMOLIVE CO 259119 13,219,018.00 857477103 STATE STR CORP 179685 13,181,087.06 881624209 TEVA PHARMACEUTICAL INDS LTD 126600 13,171,523.00 021441100 ALTERA CORP 179300 12,897,068.00 12490K107 CBS CORP 294538 12,881,462.94 313586109 FEDERAL NATL MTG ASSN 345840 12,367,668.44 716941109 PHARMACIA & UPJOHN INC 294692 12,329,704.00 615785102 MOORE LTD 1390639 12,234,668.00 620076109 MOTOROLA INC 181406 12,181,188.25 95988E204 WESTERN WIRELESS CORP 125700 12,177,227.00 713448108 PEPSICO INC 533568 12,085,910.25 090597105 BIOGEN INC 93400 11,454,218.00 651639106 NEWMONT MINING CORP 354265 11,379,441.50 923436109 VERITAS SOFTWARE CO 54318 11,282,910.00 852061100 SPRINT CORP 290636 11,004,367.31 928615103 VOICESTREAM WIRELESS CORP 53000 10,946,600.00 548661107 LOWES COS INC 204150 10,934,787.75 604059105 MINNESOTA MNG & MFG CO 158537 10,875,965.88 683715106 OPEN TEXT CORP 414897 10,838,637.00 013104104 ALBERTSONS INC 351362 10,822,168.25 35671D105 FREEPORT-MCMORAN COPPER & GOLD 400000 10,775,728.00 37936U104 GLOBAL TELESYSTEMS GROUP 277938 10,722,079.50 285512109 ELECTRONIC ARTS INC 87600 10,679,361.00 461156101 INTIMATE BRANDS INC 168688 10,557,842.00 74437C101 PSINET INC 117400 10,521,240.00 077914109 BELL CDA INTL INC 316267 10,405,184.00 001957208 AT&T CORP 119845 9,870,693.00 929309300 WPP GROUP PLC 80182 9,673,205.00 001693100 AMFM INC 84725 9,621,833.00 293561106 ENRON CORP 293797 9,507,924.38 077853109 BELL ATLANTIC CORP 421303 9,305,078.56 879403780 TELEFONOS DE MEXICO S A 56780 9,270,641.00 718154107 PHILIP MORRIS COS INC 758083 9,247,464.19 438516106 HONEYWELL INTL INC 105527 8,834,905.00
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CUSIP SECURITY SHARES MARKET VALUE - ----- -------- ------ ------------ 628530107 MYLAN LABS INC 241500 8,827,860.00 78462F103 SPDR TR 41980 8,735,524.88 58440J104 MEDIAONE GROUP INC 203082 8,704,871.81 46059C106 INTERNET CAP GROUP INC 35000 8,635,328.00 482480100 KLA-TENCOR CORP 71260 8,548,942.38 00826T108 AFFYMETRIX INC 34500 8,496,294.00 189054109 CLOROX CO DEL 182257 8,366,895.38 652487703 NEWS CORP LTD 150000 8,326,923.00 617446448 MORGAN STANLEY DEAN WITTER&CO 153308 8,193,718.75 529771107 LEXMARK INTL GROUP INC 87928 8,122,407.50 767204100 RIO TINTO PLC 59000 8,113,217.00 580135101 MCDONALDS CORP 959634 8,078,276.63 166751107 CHEVRON CORPORATION 197890 8,027,070.63 313400301 FEDERAL HOME LN MTG CORP 257741 7,906,050.06 079860102 BELLSOUTH CORP 497848 7,703,240.81 002824100 ABBOTT LABS 459720 7,679,716.31 45662S102 INFINITY BROADCASTING CP NEW 146075 7,671,678.00 184502102 CLEAR CHANNEL COMMUNICATIONS 128302 7,663,468.25 800907107 SANMINA CORP 52500 7,609,883.00 577913106 MAXXAM INC 120400 7,491,909.00 200300200 COMCAST CORP 256026 7,474,795.56 494368103 KIMBERLY CLARK CORP 190046 7,468,261.25 339030108 FLEETBOSTON FINL CORP 334655 7,459,835.81 263534109 DU PONT E I DE NEMOURS & CO 290142 7,342,370.88 126650100 CVS CORP 206017 7,301,700.94 852061506 SPRINT CORP 137031 7,290,971.50 55262L100 MBNA CORP 345440 7,184,998.25 697933109 PANAMSAT CORP NEW 83000 7,152,265.00 N07059111 ASM LITHOGRAPHY HLDG N V 43000 7,098,748.00 36229U102 GSI LUMONICS INC 550250 7,043,200.00 172737108 CIRCUIT CITY STORE INC 148264 6,980,100.06 228227104 GLOBAL CROSSING LTD 225874 6,812,140.00 715684106 P T TELEKOMUNIKASI INDONESIA 426316 6,805,903.00 449934108 IMS HEALTH INC 232004 6,672,586.19 364760108 GAP INC DEL 274525.5 6,652,314.00 452528102 IMMUNEX CORP NEW 40700 6,456,901.00 460146103 INTL PAPER CO 162679 6,397,309.44 87612E106 TARGET CORP 59584 6,350,479.00 25179M103 DEVON ENERGY CORP NEW 131000 6,250,272.00 269246104 E TRADE GROUP INC 170500 6,218,188.13 913017109 UNITED TECHNOLOGIES CORP 162539 6,108,856.00 635621105 NATIONAL DATA CORP 123500 6,082,782.00 72346N101 PINNACLE HLDGS INC 98600 6,063,851.00 16867C101 CHIEFTAIN INTL INC 239234 5,989,270.00 681919106 OMNICOM GROUP INC 77168 5,939,609.00 518439104 LAUDER ESTEE COS INC 80000 5,856,000.00 571748102 MARSH & MCLENNAN COS INC 95793 5,735,441.69 705904100 PEGASUS COMMUNICATIONS CORP 40300 5,717,204.00
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CUSIP SECURITY SHARES MARKET VALUE - ----- -------- ------ ------------ 669784100 NOVA CORP GA 124500 5,702,900.00 82481R106 SHIRE PHARMACEUTICALS GRP PLC 134000 5,664,122.00 224044107 COX COMMUNICATIONS INC NEW 75600 5,650,552.00 803054204 SAP AKTIENGESELLSCHAFT 74700 5,644,212.00 749084109 QUORUM HEALTH GROUP INC 504400 5,641,252.00 219350105 CORNING INC 79978 5,610,421.94 55268N100 MDSI MOBILE DATA SOLUTIONS INC 150000 5,605,707.00 286082102 ELECTRONICS FOR IMAGING INC 66000 5,567,610.00 375558103 GILEAD SCIENCES INC 70700 5,553,659.00 192423101 COGNICASE INC 266187 5,523,380.00 101137107 BOSTON SCIENTIFIC CORP 256779 5,463,009.88 055482103 BJ SVCS CO 90000 5,461,417.00 784178105 SFX ENTMT INC 103800 5,451,447.00 40049J206 GRUPO TELEVISA SA DE CV 54816 5,429,650.00 000886101 A D C TELECOMMUNICATIONS 81970 5,414,604.56 149123101 CATERPILLAR INC DEL 151706 5,401,628.06 14040H105 CAPITAL ONE FINL CORP 117374 5,392,001.19 582266102 MCLEODUSA INC 63000 5,383,111.00 370442105 GENERAL MTRS CORP 181376 5,339,433.69 629050204 NEC CORP 30000 5,306,373.00 138006309 CANON INC 88795 5,227,208.00 46612J101 JDS UNIPHASE CORP 22280 5,216,074.00 207142100 CONEXANT SYSTEMS INC 54046 5,206,309.00 364730101 GANNETT INC 100854 5,198,396.56 G90751101 TRITON ENERGY LTD 172500 5,163,509.00 90331R101 U S FOODSERVICE 208824 5,076,415.00 904784709 UNILEVER N V 63424 5,010,830.00 Y2573F102 FLEXTRONICS INTL LTD 74800 4,993,687.00 501556203 KYOCERA CORP 12817 4,873,596.00 969457100 WILLIAMS COS INC DEL 198290 4,856,737.56 817315104 SEPRACOR INC 33600 4,836,775.00 053015103 AUTOMATIC DATA PROCESSING INC 188666 4,768,682.88 008190100 AFFILIATED COMPUTER SERVICES 71000 4,739,997.00 151313103 CENDANT CORP 267443 4,711,434.56 03235E100 MVESCAP PLC 57425 4,708,812.00 013817101 ALCOA INC 38589 4,648,400.00 629407107 NTL INC 25500 4,616,816.00 277461109 EASTMAN KODAK CO 111309 4,504,389.25 00846U101 AGILENT TECHNOLOGIES INC 40000 4,488,165.00 457191104 INHALE THERAPEUTIC SYS INC 72600 4,484,567.00 17163B102 CIBER INC 110000 4,390,230.00 896047107 TRIBUNE CO NEW 102882 4,342,971.06 097023105 BOEING CO 262063 4,293,770.56 761389402 REVENUE PPTYS LTD 3254900 4,272,056.00 046008108 ASSOCIATES FIRST CAP CORP 255870 4,265,757.44 235851102 DANAHER CORP DEL 89774 4,250,625.25 760759100 REPUBLIC SVCS INC 202000 4,214,258.00 16117M107 CHARTER COMMUNICATIONS INC DEL 132000 4,190,674.00 192422103 COGNEX CORP 74000 4,188,497.00
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CUSIP SECURITY SHARES MARKET VALUE - ----- -------- ------ ------------ D1668R123 DAIMLERCHRYSLER AG 36858 4,185,795.00 05548J106 BJS WHOLESALE CLUB INC 79000 4,184,869.00 654624105 NIPPON TELEG & TEL CORP 33022 4,127,570.00 251566105 DEUTSCHE TELEKOM AG 40000 4,121,736.00 914906102 UNIVISION COMMUNICATIONS INC 27500 4,078,404.00 651718504 NEWPARK RES INC 450000 4,000,189.00 148867104 CATALINA MARKETING CORP 23700 3,981,358.00 87114F106 SYBRON INTL CORP 111100 3,980,561.00 966837106 WHOLE FOODS MKT INC 59000 3,970,981.00 423074103 HEINZ H J CO 141417 3,941,660.81 65332V103 NEXTEL COMMUNICATIONS INC 10391 3,915,642.25 585055106 MEDTRONIC INC 317134 3,860,392.44 065379109 BANK TOKYO-MITSUBISHI LTD 190122 3,845,595.00 587188103 MENTOR CORP MINN 102500 3,839,789.00 06423A103 BANK ONE CORP 316684 3,835,738.06 291011104 EMERSON ELEC CO 134608 3,818,701.38 930059100 WADDELL & REED FINL INC 97000 3,818,593.00 260543103 DOW CHEM CO 64289 3,781,420.63 22160K105 COSTCO WHSL CORP NEW 73721 3,762,632.25 01642T108 ALKERMES INC 52700 3,757,293.00 832110100 SMITH INTL INC 52000 3,749,799.00 89151E109 TOTAL FINA S A 37188 3,737,528.00 512815101 LAMAR ADVERTISING CO 42500 3,735,520.00 278751102 ECHO BAY MINES LTD 2145294 3,695,723.00 806857108 SCHLUMBERGER LTD 157424 3,683,332.25 177376100 CITRIX SYS INC 38803 3,659,615.00 480074103 JONES APPAREL GROUP INC 92588 3,644,906.00 428040109 HERTZ CORP 50000 3,637,360.00 294821400 ERICSSON L M TEL CO 38033 3,625,784.00 925524308 VIACOM INC 183410 3,600,685.44 608554200 MOLEX INC 54600 3,585,693.00 01747T102 ALLEGIANCE TELECOM INC 26700 3,574,699.00 881694103 TEXACO INC 158162 3,562,813.31 786514208 SAFEWAY INC 68830 3,552,432.00 958259103 WESTERN GAS RES INC 183800 3,517,656.00 337358105 FIRST UN CORP 275064 3,491,429.81 978093102 WOLVERINE TUBE INC 200000 3,487,483.00 33935K205 FLETCHERS FINE FOODS LTD 125000 3,468,750.00 50063P103 KOREA TELECOM 31850 3,455,274.00 62936P103 NPS PHARMACEUTICALS INC 194200 3,452,607.00 026351106 AMERICAN GENERAL CORP 81602 3,427,846.88 084670108 BERKSHIRE HATHAWAY INC DEL 42 3,419,590.00 92552R109 VIAD CORP 84500 3,418,483.00 486665102 KEANE INC 74000 3,409,866.00 15677T106 CERIDIAN CORP 137893 3,390,647.56 804099109 SATYAM INFOWAY LTD 15000 3,374,309.00 35671D857 FREEPORT-MCMORAN COPPER & GOLD 142675 3,350,533.13 681904108 OMNICARE INC 191000 3,326,415.00 58551A108 MELLON FINL CORP 67150 3,319,541.00
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CUSIP SECURITY SHARES MARKET VALUE - ----- -------- ------ ------------ 427866108 HERSHEY FOODS CORP 76035 3,293,398.50 14170M106 CAREINSITE INC 28000 3,271,265.00 872540109 TJX COS INC NEW 173532 3,268,552.44 25243Q205 DIAGEO P L C 69949 3,248,578.00 709631105 PENTAIR INC 58000 3,240,788.00 N50919104 KPNQWEST N V 35000 3,238,248.00 931422109 WALGREEN CO 281112 3,232,671.25 171232101 CHUBB CORP 74961 3,189,514.31 143658102 CARNIVAL CORP 171526 3,158,694.81 595112103 MICRON TECHNOLOGY INC 82443 3,083,650.75 00207Q202 AT & T CDA INC 52090 3,042,861.00 552848103 MGIC INVT CORP WIS 56259 3,028,321.19 020039103 ALLTEL CORP 89336 3,026,126.69 33763V109 FIRSTAR CORP NEW WIS 298889 3,025,639.13 69344F106 PMC-SIERRA INC 13000 3,024,623.00 500467303 KONINKLIJKE AHOLD N V 69600 3,023,983.00 56418H100 MANPOWER INC 55300 3,019,698.00 65333H707 NEXTLINK COMMUNICATIONS INC -55000 3,013,812.06 439104100 HOOPER HOLMES INC 80000 2,989,710.00 307000109 FAMILY DLR STORES INC 125000 2,959,233.00 601073109 MILLIPORE CORP 61934 2,953,629.63 91273H101 U S WEST INC NEW 28238 2,950,722.00 253756100 DIGEX INC DEL 29100 2,903,538.00 984121103 XEROX CORP 223458 2,890,332.69 346091606 FOREST OIL CORP 150000 2,870,775.00 V7780T103 ROYAL CARIBBEAN CRUISES LTD 40051 2,866,341.00 314211103 FEDERATED INVS INC PA 98000 2,853,397.00 423328103 HELLER FINANCIAL INC 98000 2,853,397.00 009158106 AIR PRODS & CHEMS INC 105172 2,841,524.56 035229103 ANHEUSER BUSCH COS INC 122475 2,822,603.88 749121109 QWEST COMMUNICATIONS INTL INC 45200 2,820,777.00 03071P102 AMERISOURCE HEALTH CORP 127000 2,799,224.00 111013108 BRITISH SKY BROADCASTING GROUP 20000 2,798,485.00 887319101 TIME WARNER TELECOM INC 38300 2,775,768.00 987425105 YOUNG & RUBICAM INC 27000 2,772,376.00 363547100 GALILEO INTERNATIONAL INC 63300 2,750,261.00 268258100 ECI TELECOM LTD 59749 2,742,351.00 950813105 WESCAST INDS INC 88284 2,722,719.00 89151A107 TOTAL RENAL CARE HLDGS INC 278000 2,697,975.00 285661104 ELECTRONIC DATA SYS NEW 123888 2,694,042.94 071813109 BAXTER INTL INC 88903 2,687,460.81 205887102 CONAGRA INC 182539 2,684,914.56 808513105 SCHWAB CHARLES CORP NEW 220741 2,676,852.75 78648R203 SAFETY-KLEEN CORP NEW 162500 2,667,808.00 72581R106 PIVOTAL CORP 43430 2,663,044.00 501044101 KROGER CO 265740 2,624,542.88 867363103 SUNGARD DATA SYS INC 75900 2,616,178.00 03822W109 APPLIED MICRO CIRCUITS CORP 14100 2,603,987.00 879433100 TELEPHONE & DATA SYS INC 14134 2,584,625.00
9
CUSIP SECURITY SHARES MARKET VALUE - ----- -------- ------ ------------ 750236101 RADIAN GROUP INC 37000 2,564,112.00 404280406 HSBC HLDGS PLC 24698 2,558,408.00 35138T107 FOX ENTMT GROUP INC 70500 2,551,498.00 475070108 JEFFERSON PILOT CORP 47073 2,544,028.25 879664100 TELLABS INC 108993 2,499,242.19 14149Y108 CARDINAL HEALTH INC 92750 2,467,274.88 G0070K103 ACE LTD 101200 2,450,872.00 406216101 HALLIBURTON CO 131497 2,410,787.25 689899102 OUTBACK STEAKHOUSE INC 64000 2,409,137.00 743674103 PROTECTIVE LIFE CORP 52000 2,400,801.00 55068R202 LUXOTTICA GROUP S P A 93900 2,393,324.00 048825103 ATLANTIC RICHFIELD CO 84803 2,370,886.50 987434107 YOUNG BROADCASTING INC 31700 2,346,342.00 291345106 EMISPHERE TECHNOLOGIES INC 52800 2,303,635.00 262241102 DRUGSTORE COM INC 43800 2,300,322.00 45337C102 INCYTE PHARMACEUTICALS INC 26400 2,298,884.00 04516V100 ASIA PULP & PAPER LTD 200000 2,285,822.00 92829S104 VISIBLE GENETICS INC 52500 2,285,822.00 803111103 SARA LEE CORP 256499 2,270,100.06 824911101 SHOPKO STORES INC 68000 2,269,858.00 390568103 GREAT LAKES CHEM CORP 52644 2,266,607.19 929771103 WACHOVIA CORP 64212 2,250,385.00 686091109 O REILLY AUTOMOTIVE INC 72000 2,246,637.00 902984103 USA NETWORKS INC 28000 2,245,185.00 911300200 UNITED PAN-EUROPE COMMUNCTN NV 12000 2,220,513.00 907818108 UNION PAC CORP 85341 2,188,859.63 659424105 NORTH FORK BANCORPORATION NY 85000 2,158,832.00 091797100 BLACK & DECKER CORP 46101 2,150,626.25 210149100 CONSOLIDATED STORES CORP 113711 2,148,507.25 151290889 CEMEX S A 52143 2,109,467.00 354613101 FRANKLIN RES INC 96748 2,105,543.06 878237106 TECH DATA CORP 53000 2,086,448.00 055622104 BP AMOCO P L C 23953 2,061,885.00 337162101 FIRST TENN NATL CORP 48600 2,010,217.00 654106103 NIKE INC 84952 1,996,397.56 499040103 KNIGHT RIDDER INC 40242 1,994,647.50 652487802 NEWS CORP LTD 41100 1,994,486.00 879369106 TELEFLEX INC 43700 1,985,885.00 057224107 BAKER HUGHES INC 131359 1,959,955.06 M51474100 GILAT SATELLITE NETWORKS LTD 11358 1,957,480.00 611662107 MONSANTO CO 166968 1,931,095.63 500631106 KOREA ELECTRIC PWR 79303 1,927,819.00 158525105 CHAMPION INTL CORP 41011 1,920,294.94 31410H101 FEDERATED DEPT STORES INC DEL 68915 1,910,535.56 093210102 BLANCH E W HLDGS INC 21400 1,902,312.00 125577106 CIT GROUP INC 62000 1,900,861.00 871829107 SYSCO CORP 100115 1,885,554.56 204448104 COMPANIA DE MINAS BUENAVENTURA 80000 1,864,883.00 867914103 SUNTRUST BKS INC 83759 1,838,237.81
10
CUSIP SECURITY SHARES MARKET VALUE - ----- -------- ------ ------------ 724479100 PITNEY BOWES INC 80379 1,837,086.31 911363109 UNITED RENTALS INC 73200 1,819,297.00 316773100 FIFTH THIRD BANCORP 80120 1,817,543.38 367626108 GATEWAY INC 17360 1,815,591.00 71366Q101 PEREGRINE SYSTEMS INC 15000 1,798,724.00 67481E106 OCEAN ENERGY INC TEX 158962 1,787,956.00 037604105 APOLLO GROUP INC 61400 1,787,740.00 874039100 TAIWAN SEMICONDUCTOR MFG LTD 27183 1,775,300.00 574599106 MASCO CORP 139480 1,774,356.38 90458E107 UNIBANCO-UNIAO DE BANCOS BRASL 40385 1,765,668.00 452308109 ILLINOIS TOOL WKS INC 79278 1,755,818.56 05964H105 BANCO SANTANDER CENT HISPANO 103216 1,750,701.00 281760108 EDWARDS AG INC 37500 1,744,899.00 879273209 TELECOMM ARGENTINA STET-FRANCE 34510 1,715,408.00 384109104 GRACO INC 32500 1,692,143.00 020002101 ALLSTATE CORP 212913 1,686,255.00 043743202 ASHANTI GOLDFIELDS LTD 435000 1,657,221.00 052528304 AUSTRALIA&NEW ZEALAND BKG GRP 31780 1,651,750.00 125509109 CIGNA CORP 52091 1,649,834.56 902911106 UST INC 79751 1,637,840.19 12541W100 C H ROBINSON WORLDWIDE INC 28300 1,632,621.00 573284106 MARTIN MARIETTA MATLS INC 27000 1,606,606.00 716597109 PETROLEUM GEO-SVCS A/S 61400 1,587,241.00 264399106 DUKE ENERGY CORP 96434 1,581,792.13 441815107 HOUSEHOLD INTL INC 124769 1,553,927.25 703412106 PATTERSON DENTAL CO 25000 1,546,558.00 730450103 POHANG IRON & STL LTD 30000 1,523,881.00 87929A102 TELECOMUNICACOES DE SAO PAULO 42622 1,511,623.00 89589H104 TRIANGLE PHARMACEUTICALS INC 81100 1,507,994.00 879242105 TELE DANMARK A/S 27400 1,501,168.00 449370105 IDEC PHARMACEUTICALS CORP 10300 1,468,695.00 216640102 COOPER CAMERON CORP 20600 1,463,074.00 758212872 REED INTL PLC 33500 1,452,495.00 755111309 RAYTHEON CO 40300 1,451,205.00 344419106 FOMENTO ECONOMICO MEXICANO SA 22424 1,448,221.00 205862402 COMVERSE TECHNOLOGY INC 21436 1,444,850.75 76132M102 REUTERS GROUP PLC 12300 1,442,590.00 284131208 ELAN PLC 33582 1,437,773.00 962166104 WEYERHAEUSER CO 61849 1,434,340.63 190441105 COASTAL CORP 71362 1,426,299.44 879378206 TELEFONICA DE ARGENTINA S A 31737 1,422,115.00 134429109 CAMPBELL SOUP CO 112689 1,420,727.69 812387108 SEARS ROEBUCK & CO 109127 1,410,496.44 111021408 BRITISH TELECOMMUNICATIONS PLC 4075 1,407,558.00 909214108 UNISYS CORP 93554 1,402,417.94 842587107 SOUTHERN CO 178538 1,400,378.50 460690100 INTERPUBLIC GROUP COS INC 73877 1,385,992.69 928241108 VIROPHARMA INC 25700 1,380,056.00 037833100 APPLE COMPUTER INC 42074 1,374,947.81
11
CUSIP SECURITY SHARES MARKET VALUE - ----- -------- ------ ------------ 770323103 ROBERT HALF INTL INC 33000 1,367,932.00 94106L109 WASTE MGMT INC DEL 181380 1,367,459.19 283905107 EL PASO ENERGY CORP DEL 24150 1,360,332.00 053561106 AVENTIS 16455 1,358,255.00 421924101 HEALTHSOUTH CORP 252910 1,357,481.38 205363104 COMPUTER SCIENCES CORP 43831 1,349,506.63 00130H105 AES CORP 54534 1,343,129.75 495582108 KING PHARMACEUTICALS INC 16400 1,334,364.00 747906204 QUANTUM CORP 60000 1,317,069.00 939322103 WASHINGTON MUT INC 152147 1,291,781.00 127209302 CADBURY SCHWEPPES PLC 36700 1,288,279.00 635405103 NATIONAL CITY CORP 163284 1,284,050.69 099709107 BORDERS GROUP INC 55000 1,282,107.00 45666T106 INFONET SVCS CORP 33400 1,272,441.00 037411105 APACHE CORP 47016 1,271,332.94 784076101 SDL INC 4000 1,265,547.00 704326107 PAYCHEX INC 72116 1,262,685.00 775371107 ROHM & HAAS CO 65604 1,234,001.69 208251405 CONOCO INC 161813 1,223,864.88 635905102 NATIONAL HEALTH REALTY INC 118768 1,200,944.00 053487104 AVANT CORP 55100 1,199,512.00 92343P107 VERITAS DGC INC 58650 1,191,675.00 08658U101 BESTFOODS 72534 1,187,184.56 553530106 MSC INDL DIRECT INC 61700 1,186,487.00 456837103 ING GROEP N V 13300 1,177,452.00 868168105 SUPERIOR INDS INTL INC 30200 1,175,163.00 358029106 FRESENIUS MED CARE AG 28500 1,173,661.00 171779101 CIENA CORP 14025 1,170,395.00 930059209 WADDELL & REED FINL INC 32000 1,166,858.00 013904305 ALCATEL 17805 1,162,830.00 401698105 GUIDANT CORP 79804 1,161,422.00 74406A102 PROVIDIAN FINL CORP 37713 1,151,863.06 951018100 WESLEY JESSEN VISIONCARE INC 20900 1,148,843.00 79377W108 SAKS INC 50000 1,129,269.00 518415104 LATTICE SEMICONDUCTOR CORP 16500 1,128,489.00 78440P108 SK TELECOM LTD 19961 1,111,713.00 638539403 NATIONAL WESTMINSTER BK PLC 5900 1,106,737.00 693475105 PNC BK CORP 77182 1,106,489.50 206197105 CONCORD EFS INC 29350 1,096,850.00 191219104 COCA COLA ENTERPRISES INC 123713 1,075,156.13 15114R101 CELL PATHWAYS INC NEW 80000 1,073,974.00 580645109 MCGRAW HILL COS INC 51941 1,063,292.63 879382208 TELEFONICA S A 9200 1,052,306.00 001055102 AFLAC INC 69610 1,044,759.19 465823102 IVAX CORP 27700 1,035,187.00 87952L108 TELESP CELULAR PART S A 16793 1,032,761.00 879246106 TELE NORTE LESTE PART S A 27577 1,020,585.00 780287108 ROYAL GOLD INC 192500 1,012,746.00 69332S102 PE CORP 26837 1,010,068.31
12
CUSIP SECURITY SHARES MARKET VALUE - ----- -------- ------ ------------ 582834107 MEAD CORP 36881 1,003,400.44 487836108 KELLOGG CO 105222 1,002,517.81 835898107 SOTHEBYS HLDGS INC 23000 1,001,408.00 502161102 LSI LOGIC CORP 40532 994,889.50 974168106 WINK COMMUNICATIONS 11200 976,292.00 718507106 PHILLIPS PETE CO 65995 972,884.00 229678107 CUBIST PHARMACEUTICALS INC 34800 972,236.00 87956P105 TELEWEST COMMUNICATIONS PLC 12000 962,222.00 343861100 FLUOR CORP 29917 958,851.88 891490302 TOSCO CORP 53699 958,830.19 883203101 TEXTRON INC 38990 958,344.69 665859104 NORTHERN TR CORP 57765 946,166.00 632525408 NATIONAL AUSTRALIA BK LTD 8525 943,401.00 91529Y106 UNUMPROVIDENT CORP 20177 938,849.00 23251J106 CYBERSOURCE CORP 12500 938,820.00 693506107 PPG INDS INC 4 5826 937,816.56 12189T104 BURLINGTON NORTHN SANTA FE CP 119751 929,825.25 64120L104 NETWORK APPLIANCE INC 38202 928,312.06 577778103 MAY DEPT STORES CO 87971 923,119.25 009367103 AIRGATE PCS INC 12000 918,683.00 370334104 GENERAL MLS INC 79607 910,505.75 416515104 HARTFORD FINL SVCS GROUP INC 58418 904,327.38 500255104 KOHLS CORP 41882 901,061.19 604567107 MIPS TECHNOLOGIES INC 11900 898,074.00 110448107 BRITISH AMERN TOB PLC 60000 892,559.00 G98255105 XL CAP LTD 11837 891,172.00 892335100 TOYS R US INC 92867 890,518.31 369550108 GENERAL DYNAMICS CORP 52573 882,294.75 880770102 TERADYNE INC 44126 881,305.00 037389103 AON CORP 67542 878,086.00 302130109 EXPEDITORS INTL WASH INC 13800 877,474.00 670100205 NOVO-NORDISK A S 9100 853,501.00 811804103 SEAGATE TECHNOLOGY 55171 853,195.56 493267108 KEYCORP NEW 117792 848,699.13 747402105 QUAKER OATS CO 36062 832,009.63 373298108 GEORGIA PAC CORP 46188 829,692.75 855030102 STAPLES INC 122338 827,424.75 001765106 AMR CORP 38684 820,562.00 532716107 LIMITED INC 56844 816,524.31 986670107 YORK INTL CORP NEW 20400 812,323.00 806407102 SCHEIN HENRY INC 42000 811,436.00 086516101 BEST BUY INC 53026 808,543.19 281020107 EDISON INTL 91952 799,474.19 M22465104 CHECK POINT SOFTWARE TECH LTD 2770 799,004.00 550375109 LUNDIN OIL AB 200000 798,078.00 007903107 ADVANCED MICRO DEVICES INC 48891 790,532.94 45245W109 IMCLONE SYS INC 13700 787,865.00 260003108 DOVER CORP 53525 785,940.38 89675X104 TRITEL INC 17000 781,793.00
13
CUSIP SECURITY SHARES MARKET VALUE - ----- -------- ------ ------------ 751277302 RALSTON PURINA CO 85227 775,477.88 773903109 ROCKWELL INTL CORP NEW 49987 773,657.88 982526105 WRIGLEY WM JR CO 30046 770,556.94 252787106 DIAMONDS TR 4600 768,994.00 905581104 UNION CARBIDE CORP 35260 767,319.75 524908100 LEHMAN BROS HLDGS INC 30713 762,111.69 247126105 DELPHI AUTOMOTIVE SYS CORP 1648727 761,804.50 832727101 SMURFIT-STONE CONTAINER CORP 21400 760,925.00 755111408 RAYTHEON CO 88578 750,013.56 650111107 NEW YORK TIMES CO 45445 746,232.13 023551104 AMERADA HESS CORP 27529 741,727.75 054303102 AVON PRODS INC 64779 732,228.00 907834105 UNION PAC RES GROUP INC 89880 710,571.50 008117103 AETNA INC 39320 708,731.81 054937107 BB&T CORP 85380 706,422.38 29258N107 ENDESA S A 24025 703,877.00 559776109 MAGYAR TAVKOZLESI RT 13323 696,092.00 844741108 SOUTHWEST AIRLS CO 132623 695,228.19 539830109 LOCKHEED MARTIN CORP 102719 693,578.88 74005P104 PRAXAIR INC 41963 693,508.31 651229106 NEWELL RUBBERMAID INC 16457 692,645.00 69331C108 PG&E CORP 101706 692,586.50 608554101 MOLEX INC 40420 691,130.69 053611109 AVERY DENNISON CORP 29502 686,273.88 534187109 LINCOLN NATL CORP IND 51735 685,642.00 204421101 COMPANIA ANONIMA NACIONL TEL 19070 681,536.00 817523103 SEROLOGICALS CORP 78200 680,957.00 915289102 UNOCAL CORP 63491 680,839.56 571903202 MARRIOTT INTL INC NEW 65626 678,516.56 674599105 OCCIDENTAL PETE CORP DEL 21480 674,143.00 942683103 WATSON PHARMACEUTICALS INC 12900 670,471.00 302571104 FPL GROUP INC 47359 667,917.81 792860108 ST PAUL COS INC 59899 659,174.69 00724F101 ADOBE SYS INC 31290 657,898.25 85590A203 STARWOOD HOTELS&RESORTS WRLDWD 19200 654,834.00 902905827 USX MARATHON GROUP 81738 654,756.69 655844108 NORFOLK SOUTHERN CORP 99463 646,233.50 204449300 COMPANIA DE TELECOMUNICS CHILE 24383 645,821.00 947074100 WEATHERFORD INTL INC 11135 645,398.00 039483102 ARCHER DANIELS MIDLAND CO 160540 641,738.19 88033G100 TENET HEALTHCARE CORP 82346 639,407.50 M75253100 ORBOTECH LTD 5640 634,370.00 132524109 CAMBRIDGE TECH PARTNERS MASS 16600 632,411.00 744573106 PUBLIC SVC ENTERPRISE GROUP 57054 626,875.81 904911104 UNICOM CORP 57193 620,655.50 577776107 MAXYGEN INC 6000 618,260.00 74730W101 QUADRAMED CORP 126578 613,112.00 25746U109 DOMINION RES INC VA NEW 10749 612,308.00 200340107 COMERICA INC 40851 603,630.69
14
CUSIP SECURITY SHARES MARKET VALUE - ----- -------- ------ ------------ 418056107 HASBRO INC 61253 599,713.06 126408103 CSX CORP 57655 594,673.38 247361108 DELTA AIR LINES INC DEL 35354 594,008.81 032165102 AMSOUTH BANCORPORATION 21050 589,985.00 400131306 GRUMA S A DE CV 100000 589,524.00 579062100 MCAFEE COM CORP 9000 587,783.00 130876105 CALIPER TECHNOLOGIES CORP 6000 581,252.00 637640103 NATIONAL SEMICONDUCTOR CORP 44316 576,829.81 228569109 CROWN RES CORP 211950 576,762.00 75952J108 RELIANT ENERGY INC 17372 576,730.00 12613R104 CNET NETWORKS INC 7000 576,535.00 122014103 BURLINGTON RES INC 82612 572,541.19 879239101 TELE CENTRO SUL PART S A 4300 566,340.00 872649108 TRW INC 32340 565,529.94 693304107 PECO ENERGY CO 49073 561,154.75 58155Q103 MCKESSON HBOC INC 74394 552,718.56 257661108 DONALDSON LUFKIN & JENRETTE NW 7800 547,618.00 29364G103 ENTERGY CORP NEW 65048 546,843.75 893939108 TRAVELERS PPTY CAS CORP 11000 546,783.00 866005101 SUMMIT BANCORP 47796 537,833.63 156700106 CENTURYTEL INC 7800 536,297.00 006848105 ADELPHIA COMMUNICATIONS CORP 5500 523,834.00 879384105 TELEFONICA DEL PERU S A 26755 519,351.00 260561105 DOW JONES & CO INC 23477 513,549.00 540424108 LOEWS CORP 27490 513,455.69 844730101 SOUTHTRUST CORP 43574 510,394.81 025537101 AMERICAN ELEC PWR INC 50586 510,093.13 018490102 ALLERGAN INC 33901 508,647.75 577081102 MATTEL INC 112554 506,894.13 29244T101 EMPRESA NACIONAL DE ELCTRCIDAD 24551 505,501.00 208251306 CONOCO INC 14000 502,881.00 74838Y108 QUILMES INDL QUINSA SOCIETE 29006 502,510.00 895953107 TRICON GLOBAL RESTAURANTS 40261 499,058.63 49455P101 KINDER MORGAN INC KANS 17000 498,061.00 G02602103 AMDOCS LTD 9860 493,694.00 256669102 DOLLAR GEN CORP 69257 493,005.75 257661504 DONALDSON LUFKIN & JENRETTE NW 25000 492,069.00 208464107 CONSECO INC 85711 490,248.88 204429104 COMPANIA CERVECERIAS UNIDAS SA 10530 489,968.00 811371707 SEA CONTAINERS LTD 12500 483,016.00 278058102 EATON CORP 19567 477,964.63 761763101 REYNOLDS METALS CO 327209 477,787.25 349631101 FORTUNE BRANDS INC 43362 472,574.06 337932107 FIRSTENERGY CORP 61916 471,555.69 347471104 FORT JAMES CORP 56047 470,944.38 701094104 PARKER HANNIFIN CORP 29172 468,988.31 651290108 NEWFIELD EXPL CO 12000 465,872.00 743315103 PROGRESSIVE CORP OHIO 19252 458,437.13 712713106 PEOPLESOFT INC 69585 456,307.31
15
CUSIP SECURITY SHARES MARKET VALUE - ----- -------- ------ ------------ 381317106 GOLDEN WEST FINL CORP DEL 42378 455,545.50 29274F104 ENERSIS S A 13315 454,120.00 478366107 JOHNSON CTLS INC 22921 453,468.88 41163G101 HARCOURT GEN INC 65880 452,531.00 695629105 PAINE WEBBER GROUP INC 8000 450,628.00 G90078109 TRANSOCEAN SEDCO FOREX INC 9169 448,262.00 934390105 WARNACO GROUP INC 25000 446,715.00 00651F108 ADAPTEC INC 27004 445,068.88 197648108 COLUMBIA ENERGY GROUP 21423 442,977.25 758940100 REGIONS FINL CORP 56759 441,243.13 908068109 UNION PLANTERS CORP 36506 440,753.44 446150104 HUNTINGTON BANCSHARES INC 59509 435,957.88 65333U104 NEXT LEVEL COMM INC 4000 434,669.00 55262C100 MBIA INC 25965 431,267.81 708160106 PENNEY J C INC 67943 428,024.94 23332B106 DSP GROUP INC 3164 427,053.00 482584109 K MART CORP 129904 424,465.06 87161C105 SYNOVUS FINL CORP 71745 421,010.88 65332K107 NEXTCARD INC 10000 419,067.00 26483B106 DUN & BRADSTREET CORP DEL 42629 418,277.50 235811106 DANA CORP 43094 412,481.94 879252104 TELE SUDESTE CELULAR PART S A 7223 406,860.00 743312100 PROGRESS SOFTWARE CORP 4900 403,575.00 969133107 WILLAMETTE INDS INC 28764 402,932.44 172062101 CINCINNATI FINL CORP 42420 402,864.19 492386107 KERR MCGEE CORP 22099 399,400.00 053332102 AUTOZONE INC 37868 393,187.31 073902108 BEAR STEARNS COS INC 30650 391,414.75 382550101 GOODYEAR TIRE & RUBR CO 41455 389,638.19 278865100 ECOLAB INC 33319 389,114.13 963320106 WHIRLPOOL CORP 19270 384,188.06 038496204 ARACRUZ CELULOSE S A 10048 382,799.00 38141G104 GOLDMAN SACHS GROUP INC 2800 382,746.00 670346105 NUCOR CORP 22610 381,653.81 075896100 BED BATH & BEYOND INC 36062 378,283.75 P74823108 PANAMERICAN BEVERAGES INC 12600 376,009.00 233331107 DTE ENERGY CO 37865 375,240.38 432848109 HILTON HOTELS CORP 101676 368,020.63 384802104 GRAINGER W W INC 24369 367,538.81 090613100 BIOMET INC 29227 358,979.00 459506101 INTERNATIONAL FLAVORS&FRAGRANC 28000 357,907.75 152357109 CENTRAL & SOUTH WEST CORP 55695 355,941.00 578592107 MAYTAG CORP 22338 354,912.00 023608102 AMEREN CORP 35481 354,373.75 929160109 VULCAN MATLS CO 26535 353,602.94 093671105 BLOCK H & R INC 25495 349,456.75 679833103 OLD KENT FINL CORP 30845 349,149.38 690768403 OWENS ILL INC 40182 346,258.06 816851109 SEMPRA ENERGY 62779 345,157.38
16
CUSIP SECURITY SHARES MARKET VALUE - ----- -------- ------ ------------ 210371100 CONSTELLATION ENERGY CORP 38741 344,899.00 126920107 CABLETRON SYS INC 45921 341,219.00 032511107 ANADARKO PETE CORP 32836 336,317.13 81211K100 SEALED AIR CORP NEW 21494 333,619.81 341109106 FLORIDA PROGRESS CORP 25458 331,646.31 887364107 TIMES MIRROR CO NEW 15655 330,871.00 653656108 NICE SYS LTD 4591 327,732.00 291525103 EMMIS COMMUNICATIONS CORP 1800 325,606.00 216669101 COOPER INDS INC 24763 324,637.44 524660107 LEGGETT & PLATT INC 50491 323,584.44 19419B100 COLLAGENEX PHARMACEUTICALS INC 8900 322,918.00 277432100 EASTMAN CHEM CO 20624 321,591.69 808655104 SCIENTIFIC ATLANTA INC 19984 317,968.63 918204108 V F CORP 31368 315,343.00 891027104 TORCHMARK CORP 34311 314,045.06 825229107 SHOREWOOD PACKAGING CORP 11400 313,313.00 591520200 METHODE ELECTRS INC 6700 312,378.00 115637209 BROWN FORMAN CORP 17718 309,559.25 824348106 SHERWIN WILLIAMS CO 10145 309,196.00 676220106 OFFICE DEPOT INC 86675 308,582.94 071707103 BAUSCH & LOMB INC 14872 306,482.44 655664100 NORDSTROM INC 36076 295,558.19 059504100 BANCO DE A EDWARDS 12016 289,924.00 413619107 HARRAHS ENTMT INC 33796 288,979.44 831865209 SMITH A O 8950 284,140.00 172474108 CINERGY CORP 40510 281,914.13 911312106 UNITED PARCEL SERVICE INC 2800 280,394.00 879868107 TEMPLE INLAND INC 14333 279,974.94 69351T106 PPL CORP 8433 279,966.00 577128101 MATTHEWS INTL CORP 7000 279,378.00 296643109 ESPEED INC 5400 278,703.00 666807102 NORTHROP GRUMMAN CORP 17732 277,728.06 878555101 TECHNITROL INC 4300 277,709.00 693718108 PACCAR INC 20297 276,580.31 125896100 CMS ENERGY CORP 29752 276,130.19 25385N101 DIGITAL IS INC DEL 2000 276,113.00 974280109 WINN DIXIE STORES INC 38294 275,756.94 29081N100 EMBRATEL PARTICIPACOES S A 6820 269,720.00 294429105 EQUIFAX INC 36665 265,965.56 62952P102 NABISCO GROUP HLDG CORP 83516 260,612.63 786429100 SAFECO CORP 33703 258,077.88 60462E104 MIRAGE RESORTS INC 51070 258,019.31 022615108 ALZA CORP DEL 25988 257,776.63 257867101 DONNELLEY R R & SONS CO 32907 255,011.81 767754104 RITE AID CORP 68566 254,589.19 059538207 BANCO DE GALICIA Y BUENOS AIRE 8841 254,209.00 457667103 INSITUFORM TECHNOLOGIES INC 6200 254,198.00 961548104 WESTVACO CORP 25840 253,492.63 90337T101 USX-U S STL 23300 251,282.00
17
CUSIP SECURITY SHARES MARKET VALUE - ----- -------- ------ ------------ 64352U103 NEW CENTURY ENERGIES INC 5700 251,277.00 427056106 HERCULES INC 27904 250,365.88 63934E108 NAVISTAR INTL CORP NEW 16615 249,494.38 222372104 COUNTRYWIDE CR INDS INC DEL 29916 249,289.25 854616109 STANLEY WKS 23892 246,047.13 450911102 ITT INDS INC IND 23019 245,680.44 12561W105 CLECO CORP NEW 5200 241,959.00 067383109 BARD C R INC 13596 241,658.00 64122W108 NETZEE INC 10000 241,281.00 90328W105 U S CAN CORP 8300 239,413.00 70159Q104 PARKWAY PPTYS INC 5700 238,347.00 382388106 GOODRICH B F CO 28448 237,499.50 786449108 SAFEGUARD SCIENTIFICS INC 1000 235,203.00 643872104 NEW ENGLAND BUSINESS SVC INC 6600 234,074.00 826552101 SIGMA ALDRICH CORP 25913 231,484.06 868536103 SUPERVALU INC 36452 230,431.00 950590109 WENDYS INTL INC 32068 228,891.63 00808V105 AETHER SYS INC 2200 228,691.00 228255105 CROWN CORK & SEAL INC 31800 224,412.38 628891103 NDS GROUP PLC 5000 221,326.00 539320101 LIZ CLAIBORNE INC 16126 221,245.63 122574106 BURR BROWN CORP 4200 220,201.00 665772109 NORTHN STS PWR CO MINN 39290 217,142.50 790849103 ST JUDE MED INC 22049 216,522.69 696429307 PALL CORP 32240 215,287.56 61910V102 MORTGAGE COM INC 25000 210,876.00 653520106 NIAGARA MOHAWK HLDGS INC 10312 208,581.00 883556102 THERMO ELECTRON CORP 41898 208,526.00 032657207 ANALOGIC CORP 4300 205,942.00 26875P101 EOG RES INC 8000 203,904.00 911905107 US AIRWAYS GROUP INC 18974 203,743.06 115236101 BROWN & BROWN INC 3650 202,950.00 03937R102 ARCH CHEMICALS INC 6500 197,510.00 423325307 HELLENIC TELECOM ORGANIZATN SA 11370 196,978.00 117043109 BRUNSWICK CORP 24841 196,517.25 170228100 CHITTENDEN CORP 4500 193,479.00 292845104 ENGELHARD CORP 32614 189,335.88 191241108 COCA-COLA FEMSA S A DE C V 7400 188,611.00 64116M108 NETRATINGS INC 2700 188,580.00 723484101 PINNACLE WEST CAP CORP 21508 186,321.56 237194105 DARDEN RESTAURANTS INC 33877 185,074.13 859823106 STET HELLAS COMMUNICATIONS S A 4110 181,930.00 748767100 QUINTILES TRANSNATIONAL CORP 30179 181,727.69 147528103 CASEYS GEN STORES INC 11900 180,254.00 044204105 ASHLAND INC 18508 180,054.94 537008104 LITTELFUSE INC 5100 179,602.00 G6852T105 PARTNERRE LTD 3800 178,885.00 254753106 DISTRIBUCION Y SERVICIO D&S SA 6375 178,122.00 26861P107 E-LOAN INC 7500 176,879.00
18
CUSIP SECURITY SHARES MARKET VALUE - ----- -------- ------ ------------ 277276101 EASTGROUP PPTY INC 6500 174,521.00 261018105 DOWNEY FINL CORP 5900 172,856.00 302712104 F Y I INC 3500 172,707.00 879131100 TEKTRONIX INC 12702 172,175.88 05965L105 BANCO SANTIAGO 5542 171,923.00 88162G103 TETRA TECH INC NEW 7695 171,706.00 913004107 UNITED STATIONERS INC 4100 169,955.00 784028102 SCP POOL CORP 4500 169,392.00 561232109 MALLINCKRODT INC NEW 17849 167,949.81 748718103 QUINENCO S A 10365 167,352.00 059644104 BANCO RIO DE LA PLATA SA 9420 166,613.00 204925101 COMPUTER NETWORK TECHNOLOGY CP 5000 166,444.00 248019101 DELUXE CORP 19156 165,797.44 589433101 MEREDITH CORP 13279 165,572.69 460043102 INTERNATIONAL MULTIFOODS CORP 8600 165,377.00 802233106 SANTA ISABEL S A 11542 163,323.00 413086109 HARMAN INTL INDS INC 2000 162,910.00 39119E105 GREAT PLAINS SOFTWARE 1500 162,729.00 577933104 MAXIMUS INC 3300 162,536.00 928502301 VITRO SOCIEDAD ANONIMA 20272 161,816.00 489170100 KENNAMETAL INC 3300 161,042.00 125750109 CMGI INC 400 160,733.00 152312104 CENTEX CORP 16563 159,748.69 M47298100 GALILEO TECHNOLOGY LTD 4520 158,259.00 898592506 TUBOS DE ACERO DE MEXICO S A 8003 157,521.00 437614100 HOMESTAKE MNG CO 67036 157,340.81 097383103 BOISE CASCADE CORP 14338 156,860.50 052769106 AUTODESK INC 15659 156,775.75 817565104 SERVICE CORP INTL 70969 155,060.94 217016104 COORS ADOLPH CO 2030 154,674.00 29081P204 EMBOTELLADORA ANDINA S A 5900 152,520.00 254067101 DILLARDS INC 27131 152,515.19 240253302 DE BEERS CONS MINES LTD 3590 150,768.00 01741R102 ALLEGHENY TECHNOLOGIES INC 4625 150,605.00 86764P109 SUNOCO INC 4414 150,544.00 M47095100 FUNDTECH LTD 5000 148,760.00 081437105 BEMIS INC 13615 148,385.88 884315102 THOMAS & BETTS CORP 14980 146,724.88 98975F101 ZORAN CORP 1810 146,449.00 174420109 CITIZENS BKG CORP MICH 4500 146,129.00 564055101 MANOR CARE INC NEW 27339 146,123.00 019589308 ALLIED WASTE INDS INC 49872 144,524.81 50216C108 LSI INDS INC 4600 144,370.00 833034101 SNAP ON INC 15630 141,774.56 034425108 ANDREW CORP 21914 141,696.94 879238103 TELE CELULAR SUL PART S A 3040 140,081.00 827056102 SILICON GRAPHICS INC 47311 139,123.81 37637Q105 GLACIER BANCORP INC NEW 5808 135,922.00 597911106 MIDWEST EXPRESS HLDGS INC 2900 134,156.00
19
CUSIP SECURITY SHARES MARKET VALUE - ----- -------- ------ ------------ 20563P101 COMPX INTERNATIONAL INC 5000 133,340.00 023135106 AMAZON COM INC 3000 132,654.13 695257105 PACTIV CORP 8565 132,074.00 781904107 RURAL CELLULAR CORP 1000 131,344.00 231021106 CUMMINS ENGINE INC 10315 130,394.31 714046109 PERKINELMER INC 2144 129,714.00 546347105 LOUISIANA PAC CORP 27976 128,941.25 64115P102 NETIQ CORP 1700 128,449.00 89531P105 TREX INC 3300 128,115.00 182728204 CLASSIC COMMUNICATIONS INC 2400 127,351.00 783549108 RYDER SYS INC 16665 125,821.44 984846105 YANZHOU COAL MNG CO LTD 6131 125,684.00 981811102 WORTHINGTON INDS INC 23423 125,536.56 013068101 ALBERTO CULVER CO 14695 123,647.81 08160H101 BENCHMARK ELECTRS INC 3700 123,169.00 779382100 ROWAN COS INC 20874 121,734.69 027070101 AMERICAN ITALIAN PASTA CO 2700 120,495.00 819486101 SHARED MED SYS CORP 7114 119,810.94 979438108 WOODHEAD INDS INC 7100 119,788.00 317492106 FINANCIAL FED CORP 3600 119,187.00 302491303 F M C CORP 7677 118,918.31 27637F100 EASTERN ENTERPRISES 6925 117,260.44 039793104 ARDEN RLTY GROUP INC 4000 116,465.00 444859102 HUMANA INC 44018 116,448.19 654086107 NICOR INC 12031 114,272.50 224399105 CRANE CO 17410 114,014.88 198516106 COLUMBIA SPORTSWEAR CO 3600 112,332.00 737628107 POTLATCH CORP 7642 112,023.63 836151209 SOURCE INFORMATION MGMT CO 4600 111,824.00 026375105 AMERICAN GREETINGS CORP 16361 109,160.63 834092108 SOLA INTL INC 5400 108,740.00 N7716A102 SAPIENS INTL CORP N V 4520 107,826.00 863236105 STRAYER ED INC 3700 106,055.00 887389104 TIMKEN CO 16222 105,997.44 711030106 PEOPLES ENERGY CORP 9426 105,877.50 M7531S107 ORCKIT COMMUNICATIONS LTD 2100 104,575.00 03748R101 APARTMENT INVT & MGMT CO 1800 104,004.00 637657107 NATIONAL SVC INDS INC 10736 103,852.50 860370105 STEWART ENTERPRISES INC 15000 103,406.00 829909100 SIPEX CORP 2900 103,377.00 M8743P105 TECNOMATIX TECHNOLOGIES LTD 2460 102,644.00 300645108 EXAR CORP 1200 102,535.00 465855104 IVEX PACKAGING CORP DEL 7000 101,592.00 917047102 URBAN OUTFITTERS INC 2400 101,447.00 216831107 COOPER TIRE & RUBR CO 19961 100,949.56 58977Q109 MERIDIAN RESOURCE CORP 22680 100,788.00 337489504 FIRST WASH RLTY TR INC 3700 100,347.00 285218103 ELECTRO RENT CORP 5900 99,542.00 670823103 O CHARLEYS INC 5200 99,052.00
20
CUSIP SECURITY SHARES MARKET VALUE - ----- -------- ------ ------------ M88258104 TTI TEAM TELECOM INTL LTD 3750 98,644.00 209341106 CONSOLIDATED GRAPHICS INC 4500 97,552.00 206186108 CONCORD COMMUNICATIONS INC 1500 96,603.00 775835101 ROMAC INTL INC 4948 96,493.00 109043109 BRIGGS & STRATTON CORP 5959 96,091.63 390064103 GREAT ATLANTIC & PAC TEA INC 10195 95,461.88 58449U100 MEDICAL ASSURN INC 3100 95,322.00 058498106 BALL CORP 7835 94,443.38 94844D104 WEBTRENDS CORP 800 94,045.00 580589109 MCGRATH RENTCORP 3700 93,973.00 942622200 WATSCO INC 5600 93,969.00 486168107 KAUFMAN & BROAD HOME CORP 12414 93,889.19 37733W105 GLAXO WELLCOME PLC 1150 93,256.00 75621K304 RECKSON ASSOCS RLTY CORP 2817 93,010.00 087509105 BETHLEHEM STL CORP 34409 92,640.38 Y02516105 ASE TEST LTD 2600 91,977.00 278642103 EBAY INC 500 90,843.00 20441B407 COMPANHIA PARANAENSE ENERG COP 6718 90,791.00 576674105 MATERIAL SCIENCIES CORP 6100 90,186.00 69073F103 OWENS CORNING 14329 87,858.31 126583103 CUNO INC 2900 87,135.00 745867101 PULTE CORP 11498 87,014.50 199908104 COMFORT SYS USA INC 8100 86,698.00 84476R109 SOUTHWEST BANCORPORATION TEX 3000 86,260.00 042260109 ARMOR HOLDINGS INC 4500 85,718.00 543162101 LONGS DRUG STORES CORP 10312 85,662.81 055472104 BISYS GROUP INC 900 85,229.00 829226109 SINCLAIR BROADCAST GROUP INC 4800 85,010.00 M81873107 RADWARE LTD 1350 84,494.00 451713101 IKON OFFICE SOLUTIONS INC 38987 84,317.81 78462K102 SPSS INC 2300 84,285.00 370442832 GENERAL MTRS CORP 604 84,153.00 03071D109 AMERIPATH INC 7000 83,163.00 38388F108 GRACE W R & CO DEL NEW 18782 82,977.88 20440X103 COMPANHIA CERVEJARIA BRAHMA 4000 81,274.00 980745103 WOODWARD GOVERNOR CO 2000 79,822.00 899896104 TUPPERWARE CORP 15011 79,511.94 160903100 CHARTER ONE FINL INC 2857 79,300.00 162456107 CHATTEM INC 2800 77,210.00 336294103 FIRST SEC CORP DEL 2050 75,960.00 713755106 PERFORMANCE FOOD GROUP CO 2100 74,289.00 428358105 HI / FN INC 1300 73,110.00 032681108 ANALYSTS INTL CORP 3900 70,752.00 481088102 JOSTENS INC 8799 70,028.31 37803P105 GLENBOROUGH RLTY TR INC 3600 69,881.00 904677101 UNIFI INC 3900 69,688.00 084423102 BERKLEY W R CORP 2300 69,681.00 N44495104 INDIGO N V 14865 68,756.00 542073101 LONDON PAC GROUP LTD 1300 67,922.00
21
CUSIP SECURITY SHARES MARKET VALUE - ----- -------- ------ ------------ 25500M103 DITECH COMMUNICATIONS CORP 500 67,849.00 492914106 KEY ENERGY SVCS INC 9000 67,752.00 700690100 PARK PL ENTMT CORP 3700 67,123.00 731095105 POLAROID CORP 11537 66,717.81 79466P105 SALESLOGIX CORP 1100 65,553.00 412822108 HARLEY DAVIDSON INC 700 65,082.00 292448107 EMPRESAS ICA SOCIEDAD CONTRLAD 13737 64,794.00 87944E105 TELEMIG CELULAR PART S A 963 64,552.00 682680103 ONEOK INC NEW 8223 64,494.13 859152100 STERIS CORP 4300 64,354.00 617444104 MORGAN STAN D WITTER AFRIC INV 4252 64,024.00 829073105 SIMPSON MANUFACTURING CO INC 1000 63,495.00 59133P100 METAMOR WORLDWIDE INC 1500 63,404.00 204780100 COMPUCOM SYS INC 10500 62,860.00 426281101 HENRY JACK & ASSOC INC 800 62,333.00 758110100 REEBOK INTL LTD 16703 61,917.19 235774106 DAN RIV INC GA 8300 61,735.00 863314100 STRIDE RITE CORP 6500 61,318.00 46624A106 JP REALTY INC 2600 58,960.00 851783100 SPRINGS INDS INC 4658 58,232.94 971426101 WILMAR INDS INC 2300 57,998.00 00339B107 ABGENIX INC 300 57,690.00 90334D109 U S AGGREGATES INC 3300 57,472.00 05965F108 BANCO SANTANDER CHILE 2589 57,301.00 339099103 FLEETWOOD ENTERPRISES INC 8572 56,983.63 532192101 LIFELINE SYS INC 2600 56,601.00 68750P103 ORTHODONTIC CTRS AMER INC 3100 53,706.00 598709103 MILACRON INC 9964 53,658.38 222116105 COULTER PHARMACEUTICAL INC 1600 52,682.00 72585Q104 PJ AMER INC 2300 51,739.00 76026T205 REPSOL S A 1532 51,694.00 782352108 RUSSELL CORP 8864 51,358.75 989207105 ZEBRA TECHNOLOGIES CORP 600 50,941.00 053672101 AVIATION SALES CO 2100 50,288.00 06738E204 BARCLAYS PLC 300 50,125.00 913190104 UNITED WTR RES INC 1000 49,616.00 071593107 BATTLE MTN GOLD CO 16500 49,380.06 117769109 BUCA INC 3300 49,091.00 973149107 WIND RIVER SYSTEMS INC 900 48,002.00 412824104 HARLEYSVILLE GROUP INC 2300 47,567.00 37476F103 GIBRALTAR STL CORP 1400 47,494.00 816300107 SELECTIVE INS GROUP INC 1900 47,393.00 553444100 MPW INDUSTRIAL SVCS GROUP 4100 47,228.00 92552U102 VIASOFT INC 5700 47,046.00 539451104 LO-JACK CORP 4800 47,023.00 206814105 CONE MLS CORP N C 7100 46,370.00 521050104 LAYNE CHRISTENSEN CO 4400 46,297.00 M6184R101 JACADA LTD 1140 46,119.00 956188106 WEST TELESERVICES CORP 1300 46,106.00
22
CUSIP SECURITY SHARES MARKET VALUE - ----- -------- ------ ------------ 580037109 MCDERMOTT INTL INC 15652 45,909.06 961238102 WESTPOINT STEVENS INC 1800 45,716.00 G2108N109 CHINA COM CORP 400 45,644.00 637071101 NATIONAL-OILWELL INC 2000 45,534.00 541431102 LOISLAW COM INC 800 45,426.00 60851C107 MOLECULAR DEVICES CORP 600 45,281.00 09776J101 BON-TON STORES INC 8400 44,948.00 034603100 ANESTA CORP 1800 44,899.00 957090103 WESTAMERICA BANCORPORATION 1100 44,600.00 74834T103 QUEST SOFTWARE INC 300 44,410.00 124875105 CCB FINL CORP 700 44,256.00 666135108 NORTHFIELD LABS INC 2700 43,347.00 822703609 SHELL TRANS & TRADING PLC 600 42,886.00 051920106 AURORA BIOSCIENCES CORP 1100 42,306.00 863111100 STRATTEC SEC CORP 900 42,288.00 713278109 PEP BOYS MANNY MOE & JACK 13927 42,083.13 629579103 NACCO INDS INC 2175 41,100.56 156708109 CEPHALON INC 800 40,128.00 19259L101 COINMACH LAUNDRY CORP 2600 40,093.00 87924W109 TELE NORDESTE CELULAR PART S A 545 39,944.00 45068B109 ITT EDUCATIONAL SERVICES INC 1700 38,087.00 705536100 PEERLESS SYS CORP 3300 37,117.00 571834100 MARSHALL & ILSLEY CORP 400 36,464.00 345838106 FOREST LABS INC 400 35,666.00 225756105 CRESCENT REAL ESTATE EQUITIES 1300 34,668.00 90338W103 US ONCOLOGY INC 4800 34,393.00 001084102 AGCO CORP 1721 33,562.00 74837P108 QUICKLOGIC CORP 1400 33,525.00 808194104 SCHULMAN A INC 1400 33,143.00 350244109 FOSTER WHEELER CORP 10840 32,492.88 26873N108 EMS TECHNOLOGIES INC 1900 32,401.00 719153108 PHOENIX TECHNOLOGY LTD 1400 32,127.00 460321201 INTERNATIONAL SHIPHOLDING CORP 1900 32,056.00 217753102 COR THERAPEUTICS INC 812 31,671.00 911163103 UNITED NAT FOODS INC 1800 31,348.00 029912201 AMERICAN TOWER CORP 700 31,049.00 L6388F102 MILLICOM INTL CELLULAR S A 340 30,779.00 453258808 INCO LTD 502 30,053.00 817070501 SENECA FOODS CORP NEW 1800 30,042.00 55308N102 MMC NETWORKS INC 600 29,933.00 64125C109 NEUROCRINE BIOSCIENCES INC 800 28,736.00 465266104 IT GROUP INC 2100 28,000.00 456607100 INDYMAC MTG HLDGS INC 1500 27,756.00 726900103 PLANAR SYS INC 2800 26,922.00 319301107 FIRST BELL BANCORP INC 1200 26,559.00 87943B102 TELESTE CELULAR PART S A 430 26,523.00 927646109 VIRATA CORP 600 26,015.00 030111108 AMERICAN SUPERCONDUCTOR CORP 600 24,382.00 084670207 BERKSHIRE HATHAWAY INC DEL 9 23,903.00
23
CUSIP SECURITY SHARES MARKET VALUE - ----- -------- ------ ------------ 029066107 AMERICAN PWR CONVERSION CORP 600 22,967.00 422347104 HEARTLAND EXPRESS INC 1000 22,858.00 631100104 NASDAQ 100 TR 85 22,544.00 902549500 UAL CORP 200 22,513.00 247918105 DELTA FINANCIAL CORP 3700 22,151.00 25385G106 DIGITAL IMPACT INC DEL 300 21,824.00 294741103 EQUITY OFFICE PROPERTIES TRUST 600 21,443.00 94155N105 WATERLINK INC 5800 21,044.00 670009109 NOVEN PHARMACEUTICALS INC 800 21,044.00 767744105 RITCHIE BROS AUCTIONEERS 500 20,137.00 352128201 FRANKFORT FIRST BANCORP INC 900 19,756.00 361268105 G & K SVCS INC 400 18,795.00 29476L107 EQUITY RESIDENTIAL PPTYS TR 300 18,586.00 64115J106 NETSOLVE INC 400 18,287.00 382588101 GOODYS FAMILY CLOTHING INC 2300 17,942.00 373298702 GEORGIA PAC CORP 500 17,869.00 599902103 MILLENNIUM PHARMACEUTICALS INC 100 17,706.00 832378301 SMITHKLINE BEECHAM PLC 185 17,301.00 450565106 ITLA CAP CORP 900 16,408.00 81760N109 SERVICEMASTER CO 900 16,082.00 741593107 PRIMESOURCE CORP 2300 15,856.00 695112102 PACIFICARE HEALTH SYS DEL 200 15,384.00 817070105 SENECA FOODS CORP NEW 900 15,021.00 867948101 SUNSOURCE INC 2400 14,803.00 49338N109 KEYSTONE AUTOMOTIVE INDS INC 1700 14,495.00 363595109 GALLAHER GROUP PLC 600 13,388.00 828806109 SIMON PPTY GROUP INC NEW 400 13,316.00 151290871 CEMEX S A 2204 13,294.00 68232L100 ONDISPLAY INC 100 13,189.00 257692103 DONCASTERS PLC 1000 13,062.00 909205106 UNISOURCE ENERGY CORP 800 12,989.00 835451105 SONIC CORP 300 12,409.00 536310105 LIPOSOME CO INC 700 12,397.00 904000106 ULTRAMAR DIAMOND SHAMROCK CORP 367 12,084.00 379352404 GLOBAL MARINE INC 500 12,064.00 230215105 CULP INC 1200 10,993.00 16133R106 CHARTERED SEMICONDUCTOR MFG 100 10,595.00 00941P106 AIRNET COMMUNICATIONS CORP 200 10,558.00 44107P104 HOST MARRIOTT CORP NEW 873 10,453.00 10001P102 BORON LEPORE & ASSOCS INC 1100 10,377.00 12612W104 CNF TRANSN INC 200 10,014.00 820286102 SHAW INDS INC 400 8,962.00 664397106 NORTHEAST UTILS 300 8,953.00 443320106 HUB GROUP INC 300 8,708.00 755267101 READERS DIGEST ASSN INC 200 8,490.00 835433202 SONERA GROUP PLC 83 8,342.00 87927W106 TELECOM ITALIA SPA 40 8,127.00 055434203 BG PLC 172 7,707.00 320795107 FIRST MARINER BANCORP 600 7,184.00
24
CUSIP SECURITY SHARES MARKET VALUE - ----- -------- ------ ------------ 438128308 HONDA MOTOR LTD 60 6,662.00 278668108 EBENX INC 100 6,567.00 448451104 HUTTIG BLDG PRODS INC 877 6,284.00 20564D107 COMSAT CORP 200 5,769.00 861012102 STMICROELECTRONICS N V 26 5,714.00 359360104 FROZEN FOOD EXPRESS INDS INC 1000 5,624.00 359586302 FUJI PHOTO FILM LTD 100 5,551.00 419141403 HAUSER INC 1100 4,989.00 576879209 MATSUSHITA ELEC INDL 12 4,859.00 915436109 UPM KYMMENE CORP 55 3,412.00 957541105 WESTELL TECHNOLOGIES INC 200 3,120.00 70321E104 PATHOGENESIS CORP 100 3,111.00 833793102 SODEXHO MARRIOTT SVCS INC 152 2,868.00 749941100 RF MICRODEVICES INC 26 2,582.00 879360105 TELEDYNE TECHNOLOGIES INC 185 2,543.44 904767704 UNILEVER PLC 57 2,508.00 N8715N103 TOOLEX INTL NV 100 2,467.00 035128206 ANGLOGOLD LTD 54 2,013.00 80603P107 SCANSOFT INC 251 1,457.00 366651206 GARTNER GROUP INC NEW 72 1,443.00 256605106 DOLE FOOD INC 60 1,415.00 880349105 TENNECO AUTOMOTIVE INC 100 1,351.00 505862102 LAFARGE CORP 25 1,002.00 94113U100 WATER PIK TECHNOLOGIES INC 65 911.56 226153104 CRESTLINE CAP CORP 16 479.00 880915103 TERRA INDS INC 176 415.00 928559103 VLASIC FOODS INTL INC 40 330.00 808541106 SCHWEITZER-MAUDUIT INTL INC 10 195.00 45245A107 IMATION CORP 4 195.00 55268B106 MCI WORLDCOM INC 836482 159.19 52729N100 LEVEL 3 COMMUNICATIONS INC -97000 81.88 485170104 KANSAS CITY SOUTHN INDS INC 22575 74.63 345370100 FORD MTR CO DEL 246711 53.44 910581107 UNITED HEALTHCARE CORP 34672 53.13 875382103 TANDY CORP 39485 49.19 78442A109 SLM HLDG CORP 32493 42.25 922944103 VENATOR GROUP INC 4 41.00 266898105 DUSA PHARMACEUTICALS INC 1 41.00 882848104 TEXAS UTILS CO 56456 35.56 042476101 ARMSTRONG WORLD INDS INC 8183 33.38 144141108 CAROLINA PWR & LT CO 32596 30.44 413875105 HARRIS CORP DEL 0 26.69 423452101 HELMERICH & PAYNE INC 0 21.81 890333107 TOO INC 0 17.25 366651107 GARTNER GROUP INC NEW 0 15.25 435569108 HOLLINGER INTL INC 3348782 12.94 53219L109 LIFEPOINT HOSPITALS INC 0 0.00 89579K109 TRIAD HOSPITALS INC 0 0.00 217020106 COORSTEK INC 4216 115,742.27
25
CUSIP SECURITY SHARES MARKET VALUE - ----- -------- ------ ------------ 225606102 CREO PRODS INC 25000 --- 005123104 ACX TECHNOLOGIES INC 16864 --- 94769A101 WEBLINK WIRELESS INC 408164 9,141,220.54 87255E108 TLC LASER EYE CENTERS INC 597010 11,223,788.00 19244C109 COGNOS INC 1236309 40,798,197.00 13201L103 CAMBIOR INC 1160264 2,111,680.48 05534B109 BCE INC 12664916 393,891,552.52
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