-----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, QrXCdvVbuyCE6zsaVTqIJLFQOj/pEkU9saLcwgU4dunvRPHZIwLMQ+/dW2vgYKRQ RL1p4jhl/gasTdBH5r+ERw== 0000846516-01-500005.txt : 20020410 0000846516-01-500005.hdr.sgml : 20020410 ACCESSION NUMBER: 0000846516-01-500005 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20010930 FILED AS OF DATE: 20011114 FILER: COMPANY DATA: COMPANY CONFORMED NAME: ROLL & ROSS ASSET MANAGEMENT CORP CENTRAL INDEX KEY: 0000846516 STANDARD INDUSTRIAL CLASSIFICATION: [] IRS NUMBER: 232433501 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-02413 FILM NUMBER: 1786418 BUSINESS ADDRESS: STREET 1: 583 SKIPPACK PIKE STREET 2: SUITE 500 CITY: BLUE BELL STATE: PA ZIP: 19422 BUSINESS PHONE: 215-641-1448 MAIL ADDRESS: STREET 1: 583 SKIPPACK PIKE STREET 2: STE 500 CITY: BLUE BELL STATE: PA ZIP: 19422 13F-HR 1 form13f3q0111.txt Form 13F Form 13F Cover Page Report for calendar quarter ended: September 30, 2001 Institutional Investment Manager Filing this Report: Name: Roll and Ross Asset Management Address: 583 Skippack Pike Suite 500 Blue Bell, PA 19422 13F File No: 28-2413 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: Alan T. Yuhas Title: President Phone: 215 641-1448 Signature, Place and Date of signing: Alan T. Yuhas, Blue Bell, Pennsylvania 11/13/2001 Report type: 13F Holdings Report List other managers reporting for this manager: None Form 13F Summary Page Report Summary: Number of other included managers: 0 Form 13F information table entry total: 256 Form 13F information table value total: 279,105,000.00 List of other included managers: None Roll & Ross Asset Management Corporation FORM 13F September 30, 2001 Voting Authority - -- - ------------------------ Value Shares/ Sh/ Put/ Invstmt Other Name of Issuer Title of class CUSIP (x$1000) Prn Amt Prn Call Dscretn Managers Sole Shared None - ------------------------------ ---------------- --------- -------- -------- --- - ---- ------- ------------ - - ------- -------- -------- ABBOTT LABS COM COM 002824100 2867 55300 SH Sole 13100 42200 ACE LTD ORD COM G0070K103 497 17200 SH Sole 4900 12300 ADVANCED MICRO DEVICES COM COM 007903107 224 27500 SH Sole 4600 22900 AFFILIATED COMPUTER CL A COM 008190100 550 6750 SH Sole 400 6350 AIR PRODS & CHEMS INC COM COM 009158106 552 14300 SH Sole 400 13900 ALBERTSON'S INC COM 013104104 797 25000 SH Sole 5000 20000 ALCAN INC COM 013716105 453 15100 SH Sole 3200 11900 ALCATEL SPONSORED ADR COM 013904305 145 12512 SH Sole 12512 ALCOA INC COM COM 013817101 1436 46300 SH Sole 5300 41000 ALLERGAN INC COM COM 018490102 318 4800 SH Sole 1700 3100 ALLIANT TECHSYSTEMS INC COM 018804104 599 7000 SH Sole 1500 5500 ALLMERICA FINL CORP COM COM 019754100 296 6600 SH Sole 6600 ALLSTATE CORP COM COM 020002101 1729 46294 SH Sole 8194 38100 ALLTEL CORP COM COM 020039103 800 13800 SH Sole 2400 11400 ALPHARMA INC COM 020813101 305 10600 SH Sole 3800 6800 ALTERA CORP COM COM 021441100 318 19400 SH Sole 7600 11800 AMERADA HESS CORP COM COM 023551104 257 4050 SH Sole 4050 AMERICAN ELEC PWR INC COM COM 025537101 1089 25200 SH Sole 4300 20900 AMERICAN EXPRESS CO COM COM 025816109 1157 39800 SH Sole 9500 30300 AMERICAN HOME PRODS CP COM COM 026609107 1963 33700 SH Sole 8900 24800 AMERICAN INTL GROUP COM COM 026874107 4820 61799 SH Sole 12437 49362 AMERISOURCE BERGEN CORP COM 03073E105 223 3144 SH Sole 2000 1144 AMERN EAGLE OUTFIT NEW COM COM 02553E106 336 16900 SH Sole 4900 12000 AMGEN INC COM COM 031162100 2116 36000 SH Sole 8400 27600 AMR CORP COM COM 001765106 362 18900 SH Sole 2900 16000 AMSOUTH BANCORPORATION COM 032165102 869 48100 SH Sole 9500 38600 ANADARKO PETE CORP COM COM 032511107 801 16650 SH Sole 3800 12850 ANALOG DEVICES INC COM COM 032654105 490 15000 SH Sole 3600 11400 ANHEUSER BUSCH COS INC COM COM 035229103 1369 32700 SH Sole 8000 24700 AOL TIME WARNER INC COM 00184A105 2274 68700 SH Sole 14300 54400 APACHE CORP COM 037411105 492 11450 SH Sole 2100 9350 APPLIED MATLS INC COM COM 038222105 1098 38600 SH Sole 9900 28700 ASHLAND INC COM 044204105 289 7500 SH Sole 7500 AT&T CORP COM COM 001957109 2791 144600 SH Sole 25100 119500 AT&T WIRELESS COM 00209A106 642 42984 SH Sole 7561 35423 ATMEL CORP COM COM 049513104 180 26900 SH Sole 2600 24300 AUDIOVOX CORP CL A COM 050757103 420 45950 SH Sole 10000 35950 BANK NEW YORK INC COM COM 064057102 864 24700 SH Sole 6600 18100 BANK OF AMERICA CORP COM COM 060505104 4786 81949 SH Sole 14200 67749 BANK ONE CORP COM COM 06423A103 1146 36400 SH Sole 6700 29700 BAXTER INTL INC COM COM 071813109 374 6800 SH Sole 700 6100 BEAR STEARNS COS INC COM COM 073902108 575 11500 SH Sole 700 10800 BELLSOUTH CORP COM COM 079860102 2983 71800 SH Sole 12300 59500 BEST BUY INC COM COM 086516101 741 16300 SH Sole 2700 13600 BIOGEN INC COM COM 090597105 400 7200 SH Sole 1000 6200 BIOMET INC COM COM 090613100 368 12575 SH Sole 2600 9975 BOEING CO COM COM 097023105 1698 50700 SH Sole 8200 42500 BRISTOL MYERS SQUIBB COM COM 110122108 2239 40300 SH Sole 12500 27800 BURLINGTON RESOURCES COM 122014103 257 7500 SH Sole 7500 CALPINE CORP COM COM 131347106 693 30400 SH Sole 6900 23500 CANADIAN PACIFIC RAILWAY LTD COM 13645T100 815 25400 SH Sole 3800 21600 CARDINAL HEALTH INC COM COM 14149Y108 789 10675 SH Sole 3750 6925 CARNIVAL CORP COM COM 143658102 205 9300 SH Sole 2100 7200 CATERPILLAR INC DEL COM COM 149123101 699 15600 SH Sole 3100 12500 CENDANT CORP COM 151313103 298 23300 SH Sole 6000 17300 CHEVRON CORPORATION COM COM 166751107 2373 28000 SH Sole 5100 22900 CISCO SYS INC COM COM 17275R102 2703 221904 SH Sole 64356 157548 CITIGROUP INC COM COM 172967101 6309 155784 SH Sole 26700 129084 CMS ENERGY CORP COM COM 125896100 822 41100 SH Sole 7400 33700 COCA COLA CO COM COM 191216100 1940 41400 SH Sole 11200 30200 COLGATE PALMOLIVE CO COM COM 194162103 868 14900 SH Sole 4600 10300 COMERICA INC COM COM 200340107 465 8400 SH Sole 8400 COMPASS BANCSHARES INC COM COM 20449H109 778 29900 SH Sole 29900 COMPUTER SCIENCES CORP COM COM 205363104 305 9200 SH Sole 9200 CONAGRA FOODS INC COM COM 205887102 858 38200 SH Sole 6900 31300 CONOCO INC COM 208251405 479 18900 SH Sole 18900 CONSOLIDATED EDISON COM COM 209115104 790 19400 SH Sole 5500 13900 CORNING INC COM COM 219350105 122 13800 SH Sole 3000 10800 COSTCO WHSL CORP NEW COM COM 22160K105 1106 31100 SH Sole 6600 24500 COX COMMUNICATIONS NEW CL A COM 224044107 618 14800 SH Sole 3200 11600 CVS CORP COM COM 126650100 857 25800 SH Sole 6200 19600 CYPRESS SEMICONDUCTOR COM COM 232806109 406 27300 SH Sole 5500 21800 DAIMLER-CHRYSLER COM D1668R123 525 17500 SH Sole 3600 13900 DANAHER CORP DEL COM COM 235851102 231 4900 SH Sole 4900 DELL COMPUTER CORP COM COM 247025109 1540 83100 SH Sole 21600 61500 DELPHI AUTOMOBIVE SYSTEMS INC COM 247126105 361 30700 SH Sole 30700 DISNEY WALT CO COM DISNEY COM 254687106 1217 65350 SH Sole 11550 53800 DOMINION RES VA NEW COM COM 25746U109 404 6800 SH Sole 6800 DOW CHEM CO COM COM 260543103 1410 43050 SH Sole 7900 35150 DST SYSTEMS INC COM 233326107 229 5300 SH Sole 500 4800 DU PONT E I DE NEMOURS COM COM 263534109 1051 28006 SH Sole 3677 24329 DUKE ENERGY CORP COM COM 264399106 613 16200 SH Sole 800 15400 DYNEGY INC NEW CL A COM 26816Q101 974 28100 SH Sole 5700 22400 E M C CORP MASS COM COM 268648102 972 82700 SH Sole 22700 60000 EASTMAN KODAK CO COM COM 277461109 537 16500 SH Sole 3500 13000 EATON CORP COM COM 278058102 258 4350 SH Sole 4350 EDWARDS AG INC COM COM 281760108 453 12900 SH Sole 3300 9600 EMERSON ELEC CO COM COM 291011104 678 14400 SH Sole 1100 13300 ENRON CORP COM COM 293561106 694 25500 SH Sole 6000 19500 ENTERGY CORP NEW COM COM 29364G103 832 23400 SH Sole 4500 18900 EOG RES INC COM COM 26875P101 755 26100 SH Sole 6000 20100 EVEREST RE GROUP LTD COM COM G3223R108 582 9000 SH Sole 2000 7000 EXXON MOBIL CORP COM COM 30231G102 8235 209000 SH Sole 31300 177700 FEDERAL HOME LN MTG CP COM COM 313400301 598 9200 SH Sole 700 8500 FEDERAL NATL MTG ASSN COM COM 313586109 1329 16600 SH Sole 3400 13200 FEDEX CORP COM COM 31428X106 636 17300 SH Sole 3400 13900 FIRST DATA CORP COM COM 319963104 1008 17300 SH Sole 4600 12700 FIRSTENERGY CORP COM COM 337932107 1474 41000 SH Sole 6700 34300 FLEETBOSTON FINL CORP COM COM 339030108 2059 56029 SH Sole 9700 46329 FORD MTR CO DEL COM COM 345370860 617 35550 SH Sole 7800 27750 FOREST LABS INC COM COM 345838106 1183 16400 SH Sole 2700 13700 FPL GROUP INC COM COM 302571104 439 8200 SH Sole 2600 5600 GANNETT INC COM COM 364730101 872 14500 SH Sole 3700 10800 GENERAL DYNAMICS CORP COM COM 369550108 2058 23300 SH Sole 4500 18800 GENERAL ELEC CO COM COM 369604103 9248 248600 SH Sole 62300 186300 GENERAL MTRS CORP COM COM 370442105 1096 25557 SH Sole 4259 21298 GENESIS MICROCHIP INC COM 371933102 355 12600 SH Sole 12600 GENZYME CORP COM GENL DIV COM 372917104 763 16800 SH Sole 2900 13900 GEORGIA PAC CORP COM GA PAC GR COM 373298108 322 11200 SH Sole 11200 GILLETTE CO COM COM 375766102 891 29900 SH Sole 7500 22400 GOLDMAN SACHS COM 38141G104 335 4700 SH Sole 400 4300 GUIDANT CORP COM COM 401698105 1014 26350 SH Sole 5500 20850 HARTFORD FINL SVCS COM COM 416515104 1234 21000 SH Sole 3800 17200 HCA-HEALTHCARE CO COM COM 404119109 319 7200 SH Sole 1100 6100 HEALTHSOUTH CORP COM 421924101 260 16000 SH Sole 16000 HEINZ H J CO COM COM 423074103 1054 25000 SH Sole 4600 20400 HEWLETT PACKARD CO COM COM 428236103 653 40700 SH Sole 5900 34800 HOME DEPOT INC COM COM 437076102 1861 48500 SH Sole 13550 34950 HONEYWELL INTL INC COM COM 438516106 1143 43300 SH Sole 6500 36800 HOUSEHOLD INTL INC COM COM 441815107 615 10900 SH Sole 2100 8800 IDEC PHARMACEUTICALS COM COM 449370105 638 12875 SH Sole 2000 10875 ILLINOIS TOOL WKS INC COM COM 452308109 557 10300 SH Sole 2200 8100 INGERSOLL-RAND CO COM COM 456866102 466 13800 SH Sole 3700 10100 INTEGRATED DEVICE TECH COM COM 458118106 340 16900 SH Sole 4200 12700 INTEL CORP COM COM 458140100 4299 210300 SH Sole 56800 153500 INTERNATIONAL BUS MACH COM COM 459200101 4682 51050 SH Sole 13500 37550 INTERNATL RECTIFIER CP COM COM 460254105 387 14200 SH Sole 2200 12000 INTERPUBLIC GROUP COS COM COM 460690100 375 18400 SH Sole 1400 17000 INTL PAPER CO COM COM 460146103 780 22400 SH Sole 2800 19600 IT GROUP INC COM COM 465266104 438 99500 SH Sole 15900 83600 JDS UNIPHASE CORP COM COM 46612J101 442 69864 SH Sole 13592 56272 JEFFERSON PILOT CORP COM COM 475070108 560 12600 SH Sole 1000 11600 JOHNSON & JOHNSON COM COM 478160104 5440 98200 SH Sole 23200 75000 JOHNSON CTLS INC COM COM 478366107 444 6800 SH Sole 6800 JP MORGAN CHASE & CO COM 46625H100 2285 66908 SH Sole 11100 55808 K MART CORP COM 482584109 226 32300 SH Sole 32300 KELLOGG COM 487836108 792 26400 SH Sole 4800 21600 KERR MCGEE CORP COM COM 492386107 322 6200 SH Sole 6200 KEYCORP NEW COM COM 493267108 1591 65900 SH Sole 14000 51900 KIMBERLY CLARK CORP COM COM 494368103 1302 21000 SH Sole 4600 16400 KLA-TENCOR CORP COM COM 482480100 303 9600 SH Sole 900 8700 KOHLS CORP COM COM 500255104 782 16300 SH Sole 3700 12600 KROGER CO COM COM 501044101 281 11400 SH Sole 11400 LAM RESEARCH CORP COM COM 512807108 283 16700 SH Sole 600 16100 LAUDER ESTEE COS INC COM 518439104 242 7300 SH Sole 900 6400 LEGG MASON INC COM COM 524901105 349 8766 SH Sole 8766 LEHMAN BROS HLDGS INC COM COM 524908100 1143 20100 SH Sole 3200 16900 LILLY ELI & CO COM COM 532457108 3167 39250 SH Sole 9300 29950 LINCOLN NATL CORP IND COM COM 534187109 364 7800 SH Sole 7800 LINEAR TECHNOLOGY CORP COM COM 535678106 285 8700 SH Sole 1900 6800 LOCKHEED MARTIN CORP COM COM 539830109 919 21000 SH Sole 2900 18100 LOWES COS INC COM COM 548661107 984 31100 SH Sole 7100 24000 LSI LOGIC CORP COM 502161102 172 14600 SH Sole 6500 8100 LUCENT TECHNOLOGIES COM COM 549463107 1220 212830 SH Sole 41930 170900 MACK-CALI REALTY CORP COM 554489104 257 8300 SH Sole 8300 MARSH & MCLENNAN COS COM COM 571748102 1160 12000 SH Sole 2700 9300 MCDONALDS CORP COM COM 580135101 1170 43100 SH Sole 5200 37900 MCGRAW HILL COS INC COM COM 580645109 896 15400 SH Sole 1500 13900 MCKESSON HBOC INC COM 58155Q103 393 10400 SH Sole 5800 4600 MEDTRONIC INC COM COM 585055106 894 20561 SH Sole 4500 16061 MELLON FINL CORP COM COM 58551A108 417 12900 SH Sole 4000 8900 MERCK & CO INC COM COM 589331107 3563 53500 SH Sole 15000 38500 MERRILL LYNCH & CO INC COM COM 590188108 1415 34850 SH Sole 7400 27450 MICRON TECHNOLOGY INC COM 595112103 459 24400 SH Sole 4900 19500 MICROSEMI CORP COM 595137100 508 19500 SH Sole 5000 14500 MICROSOFT CORP COM COM 594918104 8182 159900 SH Sole 42000 117900 MINNESOTA MNG & MFG CO COM COM 604059105 1171 11900 SH Sole 3500 8400 MORGAN STAN DEAN WITTR COM NEW COM 617446448 1539 33210 SH Sole 3500 29710 MOTOROLA INC COM COM 620076109 1736 111268 SH Sole 18116 93152 NATIONAL CITY CORP COM COM 635405103 1351 45100 SH Sole 1100 44000 NISOURCE INC COM COM 65473P105 270 11600 SH Sole 11600 NORTEL NETWORKS NEW COM COM 656568102 444 79100 SH Sole 16000 63100 NORTHROP GRUMMAN CORP COM 666807102 323 3200 SH Sole 200 3000 NOVELLUS SYS INC COM COM 670008101 251 8800 SH Sole 300 8500 NVIDIA CORP COM 67066G104 451 16400 SH Sole 2100 14300 OCCIDENTAL PETE CP DEL COM COM 674599105 1037 42600 SH Sole 7500 35100 OLD REPUBLIC INTERNATIONAL COR COM 680223104 249 9500 SH Sole 1500 8000 OMNICOM GROUP INC COM COM 681919106 380 5850 SH Sole 1500 4350 ORACLE CORP COM COM 68389X105 487 38700 SH Sole 16300 22400 PACTIV CORP COM 695257105 481 33200 SH Sole 6000 27200 PEPSICO INC COM COM 713448108 2338 48200 SH Sole 11000 37200 PEREGRINE SYSTEMS INC COM COM 71366Q101 479 37900 SH Sole 7300 30600 PFIZER INC COM COM 717081103 6077 151550 SH Sole 38075 113475 PHARMACEUTICAL PRODUCTS COM 717124101 914 31200 SH Sole 5900 25300 PHARMACIA CORP COM COM 71713U102 1286 31700 SH Sole 7000 24700 PHILIP MORRIS COS INC COM COM 718154107 3004 62200 SH Sole 16900 45300 PHILLIPS PETE CO COM COM 718507106 1319 24460 SH Sole 4200 20260 PHOTON DYNAMICS INC COM COM 719364101 444 19200 SH Sole 4100 15100 PLANAR SYS INC COM COM 726900103 374 18600 SH Sole 3500 15100 PMC-SIERRA INC COM COM 69344F106 116 11300 SH Sole 2500 8800 PNC FINL SVCS GROUP COM COM 693475105 1168 20400 SH Sole 4200 16200 PPG INDS INC COM COM 693506107 361 7900 SH Sole 7900 PPL CORP COM COM 69351T106 287 8800 SH Sole 8800 PROCTER & GAMBLE CO COM COM 742718109 1874 25750 SH Sole 4100 21650 PUBLIC SVC ENTERPRISE COM COM 744573106 630 14800 SH Sole 14800 QLOGIC CORP COM COM 747277101 224 11800 SH Sole 2800 9000 QUALCOMM INC COM COM 747525103 1697 35700 SH Sole 8400 27300 QUEST DIAGNOSTICS INC COM COM 74834L100 907 14700 SH Sole 2800 11900 QWEST COMMUNICATIONS COM COM 749121109 391 23400 SH Sole 6200 17200 RAMBUS INC COM 750917106 202 27500 SH Sole 27500 RAYTHEON COMPANY COM 755111507 476 13700 SH Sole 13700 REGIONS FINANCIAL CORP COM 758940100 877 30400 SH Sole 3500 26900 RELIANT ENERGY INC COM COM 75952J108 345 13100 SH Sole 5400 7700 ROHM & HAAS CO COM COM 775371107 711 21700 SH Sole 5400 16300 ROYAL DUTCH PETE CO NY REG GLD COM 780257804 1814 36100 SH Sole 6800 29300 SAFEWAY INC COM NEW COM 786514208 262 6600 SH Sole 3800 2800 SARA LEE CORP COM COM 803111103 498 23400 SH Sole 6500 16900 SBC COMMUNICATIONS INC COM COM 78387G103 3676 78011 SH Sole 17200 60811 SCHERING PLOUGH CORP COM COM 806605101 727 19600 SH Sole 3600 16000 SILICON STORAGE TECH COM COM 827057100 67 14400 SH Sole 14400 SOLECTRON CORP COM COM 834182107 119 10200 SH Sole 3400 6800 SOUTHERN CO COM COM 842587107 820 34200 SH Sole 2300 31900 SOUTHWEST AIRLS CO COM COM 844741108 1521 102462 SH Sole 21675 80787 SOVEREIGN BANCORP INC COM COM 845905108 188 19800 SH Sole 19800 SPRINT CORP COM FON GROUP COM 852061100 1263 52600 SH Sole 7400 45200 SPX CORP COM COM 784635104 290 3500 SH Sole 800 2700 ST PAUL COS INC COM COM 792860108 861 20900 SH Sole 3100 17800 STMICROELECTRONICS N V COM COM 861012102 505 23500 SH Sole 4900 18600 STRYKER CORP COM COM 863667101 259 4900 SH Sole 900 4000 SUIZA FOODS CORP COM COM 865077101 278 4400 SH Sole 4400 SUN MICROSYSTEMS INC COM COM 866810104 882 106600 SH Sole 23600 83000 SUNTRUST BKS INC COM COM 867914103 559 8400 SH Sole 2200 6200 TARGET CORP COM COM 87612E106 1283 40400 SH Sole 8900 31500 TECHNITROL INC COM COM 878555101 384 17200 SH Sole 4800 12400 TENET HEALTHCARE CORP COM COM 88033G100 1548 25950 SH Sole 5500 20450 TERADYNE INC COM COM 880770102 205 10500 SH Sole 900 9600 TEXACO INC COM COM 881694103 786 12100 SH Sole 12100 TEXAS INSTRS INC COM COM 882508104 1611 64500 SH Sole 12500 52000 THREE FIVE SYS INC COM COM 88554L108 460 28850 SH Sole 6300 22550 TOLL BROTHERS INC COM COM 889478103 202 6800 SH Sole 6800 TOLLGRADE COMMUNICATNS COM COM 889542106 366 19050 SH Sole 3100 15950 TRANSWITCH CORP COM COM 894065101 39 12600 SH Sole 12600 TRIBUNE CO NEW COM COM 896047107 694 22100 SH Sole 3200 18900 TXU CORP COM COM 873168108 1297 28000 SH Sole 5000 23000 TYCO INTL LTD NEW COM COM 902124106 1578 34685 SH Sole 9500 25185 UNILEVER N V N Y SHS NEW COM 904784709 700 12967 SH Sole 4003 8964 UNITED TECHNOLOGIES CP COM COM 913017109 1300 27950 SH Sole 5800 22150 UNITEDHEALTH GROUP INC COM 91324P102 1117 16800 SH Sole 3400 13400 UNOCAL CORP COM 915289102 624 19200 SH Sole 3000 16200 US BANCORP DEL COM COM 902973304 1177 53065 SH Sole 5900 47165 USX MARATHON GROUP COM NEW COM 902905827 519 19400 SH Sole 5100 14300 VERIZON COMMUNICATIONS COM COM 92343V104 5208 96252 SH Sole 11482 84770 VIACOM INC - CL B COM 925524308 493 14300 SH Sole 1900 12400 VIACOM INC - CL B COM 925524308 259 7500 SH Sole 3500 4000 WACHOVIA CORP COM COM 929903102 2133 68800 SH Sole 11600 57200 WAL MART STORES INC COM COM 931142103 4376 88400 SH Sole 26600 61800 WALGREEN CO COM COM 931422109 578 16800 SH Sole 2500 14300 WASHINGTON FED INC COM COM 938824109 202 8060 SH Sole 8060 WASHINGTON MUT INC COM COM 939322103 1821 47325 SH Sole 7650 39675 WELLPOINT HLT NETW NEW COM COM 94973H108 682 6250 SH Sole 1300 4950 WELLS FARGO & CO NEW COM COM 949746101 1738 39100 SH Sole 6600 32500 WEYERHAEUSER CO COM COM 962166104 984 20200 SH Sole 3100 17100 WORLDCOM INC GA NEW COM COM 98157D106 2110 140300 SH Sole 25400 114900 XCEL ENERGY INC COM COM 98389B100 836 29700 SH Sole 4100 25600 XILINX INC COM COM 983919101 214 9100 SH Sole 3700 5400 XTO ENERGY COM 98385X106 507 36350 SH Sole 9300 27050
-----END PRIVACY-ENHANCED MESSAGE-----