-----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, Tg9ztJwOxAJvzBGq0pkngcsCO3vk783YAniN+S44nPA0HziQHtuBHmPkj/WOShce lLcK5+78dQfrP3ildWiTYg== 0000846516-02-000003.txt : 20020819 0000846516-02-000003.hdr.sgml : 20020819 20020819145116 ACCESSION NUMBER: 0000846516-02-000003 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020630 FILED AS OF DATE: 20020819 FILER: COMPANY DATA: COMPANY CONFORMED NAME: ROLL & ROSS ASSET MANAGEMENT CORP CENTRAL INDEX KEY: 0000846516 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: 02742392 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 form13f2q02.txt Form 13F Cover Page Report for Calendar year or Quarter ended: June 30, 2002 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 manger filing this report and the person by whom it is signed hereby represent hat the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that 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: Alan T. Yuhas, Blue Bell, Pennsylvania August 19, 2002 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: 258 Form 13F information table value total: 283,209,000 List of other included managers: None Roll & Ross Asset Management Corporation FORM 13F June 30, 2002 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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ - - ------- -------- -------- 3M CO COM 88579Y101 2134 17350 SH Sole 4650 12700 ABBOTT LABS COM COM 002824100 2233 59300 SH Sole 16900 42400 ADVANCED FIBRE COMMNCT COM COM 00754A105 538 32550 SH Sole 7000 25550 AFFILIATED COMPUTER CL A COM 008190100 570 12000 SH Sole 2100 9900 AGERE SYSTEMS INC - CL B COM 00845V209 27 17890 SH Sole 5326 12564 AIR PRODS & CHEMS INC COM COM 009158106 641 12700 SH Sole 800 11900 ALBERTSON'S INC COM 013104104 265 8700 SH Sole 2700 6000 ALCAN INC COM 013716105 454 12100 SH Sole 3200 8900 ALCOA INC COM COM 013817101 1671 50400 SH Sole 8600 41800 ALLIANT ENERGY CORP COM 018802108 296 11500 SH Sole 3600 7900 ALLIANT TECHSYSTEMS INC COM 018804104 555 8700 SH Sole 2100 6600 ALLMERICA FINL CORP COM COM 019754100 547 11850 SH Sole 1600 10250 ALLSTATE CORP COM COM 020002101 1727 46694 SH Sole 9294 37400 ALLTEL CORP COM COM 020039103 644 13700 SH Sole 2400 11300 ALTERA CORP COM COM 021441100 290 21300 SH Sole 9600 11700 AMERICAN ELEC PWR INC COM COM 025537101 868 21700 SH Sole 3600 18100 AMERICAN EXPRESS CO COM COM 025816109 2094 57650 SH Sole 10900 46750 AMERICAN INTL GROUP COM COM 026874107 4295 62949 SH Sole 14837 48112 AMERN EAGLE OUTFIT NEW COM COM 02553E106 355 16800 SH Sole 5300 11500 AMGEN INC COM COM 031162100 1520 36300 SH Sole 10700 25600 AMSOUTH BANCORPORATION COM 032165102 1052 47000 SH Sole 10900 36100 ANADARKO PETE CORP COM COM 032511107 569 11550 SH Sole 4300 7250 ANALOG DEVICES INC COM COM 032654105 573 19300 SH Sole 6900 12400 ANHEUSER BUSCH COS INC COM COM 035229103 805 16100 SH Sole 3600 12500 AOL TIME WARNER INC COM 00184A105 1642 111600 SH Sole 31700 79900 APACHE CORP COM 037411105 814 14155 SH Sole 4170 9985 APPLIED MATLS INC COM COM 038222105 1622 85300 SH Sole 27600 57700 APPLIED MICRO CIRCUITS COM COM 03822W109 255 53900 SH Sole 12000 41900 ASHLAND INC COM 044204105 774 19100 SH Sole 2800 16300 AT&T CORP COM COM 001957109 1569 146600 SH Sole 26600 120000 AT&T WIRELESS COM 00209A106 67 11455 SH Sole 11455 BANK NEW YORK INC COM COM 064057102 405 12000 SH Sole 2100 9900 BANK OF AMERICA CORP COM COM 060505104 5006 71149 SH Sole 12000 59149 BANK ONE CORP COM COM 06423A103 1505 39100 SH Sole 6700 32400 BEAR STEARNS COS INC COM COM 073902108 838 13700 SH Sole 700 13000 BELLSOUTH CORP COM COM 079860102 1682 53400 SH Sole 8400 45000 BEST BUY INC COM COM 086516101 790 21750 SH Sole 5550 16200 BIOGEN INC COM COM 090597105 232 5600 SH Sole 1500 4100 BIOMET INC COM COM 090613100 449 16550 SH Sole 7000 9550 BJ SERVICES CO COM 055482103 271 8000 SH Sole 1700 6300 BOEING CO COM COM 097023105 2115 47000 SH Sole 9900 37100 BOSTON SCIENTIFIC CORP COM 101137107 950 32400 SH Sole 8000 24400 BRISTOL MYERS SQUIBB COM COM 110122108 1097 42700 SH Sole 14700 28000 BROCADE COMMUNICATIONS COM 111621108 212 12100 SH Sole 4700 7400 BURLINGTON NRTHN SANTA COM COM 12189T104 366 12200 SH Sole 4300 7900 BURLINGTON RESOURCES COM 122014103 239 6300 SH Sole 6300 CACI INTERNATIONAL COM 127190304 229 6000 SH Sole 1200 4800 CALPINE CORP COM COM 131347106 326 46400 SH Sole 12100 34300 CARDINAL HEALTH INC COM COM 14149Y108 568 9250 SH Sole 2350 6900 CATERPILLAR INC DEL COM COM 149123101 744 15200 SH Sole 3100 12100 CENDANT CORP COM 151313103 837 52700 SH Sole 10600 42100 CENTURYTEL INC COM 156700106 248 8400 SH Sole 1600 6800 CHEVRON TEXACO CORP COM 166764100 3558 40205 SH Sole 6800 33405 CIENA CORP COM COM 171779101 220 52500 SH Sole 11700 40800 CIGNA CORP COM COM 125509109 794 8150 SH Sole 2300 5850 CISCO SYS INC COM COM 17275R102 3723 266904 SH Sole 86956 179948 CITIGROUP INC COM COM 172967101 6601 170351 SH Sole 27700 142651 CLEAR CHANNEL COMMUN COM COM 184502102 519 16200 SH Sole 3000 13200 COCA COLA CO COM COM 191216100 2934 52400 SH Sole 17700 34700 COLGATE PALMOLIVE CO COM COM 194162103 490 9800 SH Sole 3600 6200 COMCAST CORP CL A SPL COM 200300200 498 20900 SH Sole 2800 18100 COMERICA INC COM COM 200340107 626 10200 SH Sole 1300 8900 COMPASS BANCSHARES INC COM COM 20449H109 864 25700 SH Sole 2300 23400 COMPUTER SCIENCES CORP COM COM 205363104 626 13100 SH Sole 500 12600 CONAGRA FOODS INC COM COM 205887102 1037 37500 SH Sole 8000 29500 CONOCO INC COM 208251504 653 23500 SH Sole 4500 19000 CONSOLIDATED EDISON COM COM 209115104 647 15500 SH Sole 3100 12400 CORNING INC COM COM 219350105 266 74800 SH Sole 19000 55800 COSTCO WHSL CORP NEW COM COM 22160K105 1147 29700 SH Sole 6500 23200 COX COMMUNICATIONS NEW CL A COM 224044107 289 10500 SH Sole 1000 9500 CVS CORP COM COM 126650100 517 16900 SH Sole 4400 12500 CYPRESS SEMICONDUCTOR COM COM 232806109 390 25700 SH Sole 5500 20200 DANAHER CORP DEL COM COM 235851102 484 7300 SH Sole 7300 DELL COMPUTER CORP COM COM 247025109 2507 95900 SH Sole 28700 67200 DELPHI AUTOMOBIVE SYSTEMS INC COM 247126105 579 43900 SH Sole 7000 36900 DISNEY WALT CO COM DISNEY COM 254687106 2096 110900 SH Sole 19400 91500 DOMINION RES VA NEW COM COM 25746U109 245 3700 SH Sole 3700 DOW CHEM CO COM COM 260543103 629 18300 SH Sole 3400 14900 DU PONT E I DE NEMOURS COM COM 263534109 1368 30806 SH Sole 5177 25629 DUKE ENERGY CORP COM COM 264399106 379 12200 SH Sole 12200 E M C CORP MASS COM COM 268648102 588 77900 SH Sole 24800 53100 EATON CORP COM COM 278058102 236 3250 SH Sole 3250 EDWARDS AG INC COM COM 281760108 470 12100 SH Sole 3300 8800 ELECTRO SCIENTIFIC IND COM COM 285229100 299 12300 SH Sole 3900 8400 EMERSON ELEC CO COM COM 291011104 1041 19450 SH Sole 3100 16350 ENSCO INTL INC COM COM 26874Q100 207 7600 SH Sole 2000 5600 ENTERGY CORP NEW COM COM 29364G103 768 18100 SH Sole 2500 15600 EOG RES INC COM COM 26875P101 834 21000 SH Sole 5600 15400 ESS TECHNOLOGY COM 269151106 501 28550 SH Sole 7200 21350 EVEREST RE GROUP LTD COM COM G3223R108 333 5950 SH Sole 1400 4550 EXXON MOBIL CORP COM COM 30231G102 8425 205900 SH Sole 30400 175500 FEDERAL HOME LN MTG CP COM COM 313400301 532 8700 SH Sole 1600 7100 FEDERAL NATL MTG ASSN COM COM 313586109 1003 13600 SH Sole 2900 10700 FEDERATED DEPT STORES COM COM 31410H101 651 16400 SH Sole 4300 12100 FEDEX CORP COM COM 31428X106 1073 20100 SH Sole 3900 16200 FEI CO COM 30241L109 387 15800 SH Sole 3800 12000 FIRST DATA CORP COM COM 319963104 1220 32800 SH Sole 11400 21400 FIRSTENERGY CORP COM COM 337932107 1102 33000 SH Sole 5400 27600 FLEETBOSTON FINL CORP COM COM 339030108 1910 59029 SH Sole 11900 47129 FORD MTR CO DEL COM COM 345370860 871 54450 SH Sole 7800 46650 FOREST LABS INC COM COM 345838106 1090 15400 SH Sole 4100 11300 FPL GROUP INC COM COM 302571104 687 11450 SH Sole 2000 9450 GANNETT INC COM COM 364730101 1355 17850 SH Sole 4300 13550 GENERAL DYNAMICS CORP COM COM 369550108 1872 17600 SH Sole 3500 14100 GENERAL ELEC CO COM COM 369604103 7631 262700 SH Sole 87100 175600 GENERAL MILLS INC COM 370334104 855 19400 SH Sole 3700 15700 GENERAL MTRS CORP COM COM 370442105 1350 25256 SH Sole 4259 20997 GENESIS MICROCHIP INC COM 37184C103 196 23500 SH Sole 5300 18200 GENZYME CORP COM GENL DIV COM 372917104 429 22300 SH Sole 5200 17100 GILLETTE CO COM COM 375766102 1619 47800 SH Sole 13300 34500 GOLDMAN SACHS COM 38141G104 913 12450 SH Sole 2950 9500 GUIDANT CORP COM COM 401698105 772 25550 SH Sole 6100 19450 H&R BLOCK INC COM 093671105 983 21300 SH Sole 5900 15400 HARTFORD FINL SVCS COM COM 416515104 1273 21400 SH Sole 4700 16700 HCA-HEALTHCARE CO COM COM 404119109 323 6800 SH Sole 1100 5700 HEINZ H J CO COM COM 423074103 1118 27200 SH Sole 5800 21400 HEWLETT PACKARD CO COM COM 428236103 1283 83977 SH Sole 15300 68677 HOME DEPOT INC COM COM 437076102 1903 51800 SH Sole 19950 31850 HONEYWELL INTL INC COM COM 438516106 1531 43450 SH Sole 7600 35850 HOUSEHOLD INTL INC COM COM 441815107 432 8700 SH Sole 2100 6600 IDEC PHARMACEUTICALS COM COM 449370105 425 11975 SH Sole 2700 9275 ILLINOIS TOOL WKS INC COM COM 452308109 779 11400 SH Sole 2800 8600 INGERSOLL-RAND CO COM COM G4776G101 516 11300 SH Sole 3500 7800 INTEL CORP COM COM 458140100 4321 236500 SH Sole 78900 157600 INTERNATIONAL BUS MACH COM COM 459200101 2894 40200 SH Sole 12850 27350 INTERNATL RECTIFIER CP COM COM 460254105 325 11150 SH Sole 2150 9000 INTERPUBLIC GROUP COS COM COM 460690100 510 20600 SH Sole 7700 12900 INTL PAPER CO COM COM 460146103 1037 23800 SH Sole 3800 20000 JDS UNIPHASE CORP COM COM 46612J101 190 71111 SH Sole 10480 60631 JEFFERSON PILOT CORP COM COM 475070108 743 15800 SH Sole 2700 13100 JOHN HANCOCK FINANCIAL SERVICE COM 41014S106 568 16150 SH Sole 3100 13050 JOHNSON & JOHNSON COM COM 478160104 5208 99650 SH Sole 31300 68350 JOHNSON CTLS INC COM COM 478366107 559 6850 SH Sole 1200 5650 JP MORGAN CHASE & CO COM 46625H100 2530 74578 SH Sole 11300 63278 JUNIPER NETWORKS INC COM 48203R104 91 16100 SH Sole 3400 12700 KB HOME COM 48666K109 227 4400 SH Sole 4400 KELLOGG COM 487836108 997 27800 SH Sole 6100 21700 KERR MCGEE CORP COM COM 492386107 353 6600 SH Sole 6600 KEYCORP NEW COM COM 493267108 1578 57800 SH Sole 12500 45300 KIMBERLY CLARK CORP COM COM 494368103 1107 17850 SH Sole 4700 13150 KLA-TENCOR CORP COM COM 482480100 792 18000 SH Sole 5400 12600 KOHLS CORP COM COM 500255104 1289 18400 SH Sole 5300 13100 LAM RESEARCH CORP COM COM 512807108 467 26000 SH Sole 8500 17500 LEGG MASON INC COM COM 524901105 378 7666 SH Sole 7666 LEHMAN BROS HLDGS INC COM COM 524908100 1322 21150 SH Sole 4000 17150 LILLY ELI & CO COM COM 532457108 1717 30450 SH Sole 9500 20950 LIMITED INC COM COM 532716107 351 16500 SH Sole 1500 15000 LINCOLN NATL CORP IND COM COM 534187109 294 7000 SH Sole 7000 LOCKHEED MARTIN CORP COM COM 539830109 1258 18100 SH Sole 3300 14800 LOWES COS INC COM COM 548661107 1466 32300 SH Sole 11000 21300 LUCENT TECHNOLOGIES COM COM 549463107 159 95730 SH Sole 20130 75600 MACK-CALI REALTY CORP COM 554489104 260 7400 SH Sole 7400 MARATHON OIL CORP COM 565849106 597 22000 SH Sole 6100 15900 MARSH & MCLENNAN COS COM COM 571748102 1207 12500 SH Sole 3400 9100 MCDONALDS CORP COM COM 580135101 1420 49900 SH Sole 9600 40300 MCGRAW HILL COS INC COM COM 580645109 746 12500 SH Sole 1900 10600 MCKESSON HBOC INC COM 58155Q103 239 7300 SH Sole 4000 3300 MEDTRONIC INC COM COM 585055106 980 22861 SH Sole 7100 15761 MELLON FINL CORP COM COM 58551A108 742 23600 SH Sole 4000 19600 MERCK & CO INC COM COM 589331107 2664 52600 SH Sole 16800 35800 MERCURY INTERACTIVE CP COM COM 589405109 315 13700 SH Sole 4300 9400 MERRILL LYNCH & CO INC COM COM 590188108 1685 41600 SH Sole 7900 33700 MICRON TECHNOLOGY INC COM 595112103 346 17100 SH Sole 4500 12600 MICROSOFT CORP COM COM 594918104 8938 163400 SH Sole 53000 110400 MORGAN STAN DEAN WITTR COM NEW COM 617446448 2180 50610 SH Sole 8500 42110 MOTOROLA INC COM COM 620076109 1743 119468 SH Sole 24116 95352 NATIONAL CITY CORP COM COM 635405103 1549 46600 SH Sole 7100 39500 NETWORK APPLIANCE INC COM COM 64120L104 327 26300 SH Sole 8500 17800 NEWPORT CORP COM COM 651824104 474 30250 SH Sole 8100 22150 NISOURCE INC COM COM 65473P105 260 11900 SH Sole 11900 NORTEL NETWORKS NEW COM COM 656568102 77 53400 SH Sole 16000 37400 NORTHROP GRUMMAN CORP COM 666807102 337 2700 SH Sole 300 2400 NORTHWESTERN CORP COM 668074107 461 27200 SH Sole 6800 20400 NOVELLUS SYS INC COM COM 670008101 401 11800 SH Sole 2300 9500 NVIDIA CORP COM 67066G104 311 18100 SH Sole 4700 13400 OCCIDENTAL PETE CP DEL COM COM 674599105 1164 38800 SH Sole 5900 32900 OHIO CASUALTY CORP COM 677240103 625 29900 SH Sole 6700 23200 OLD REPUBLIC INTERNATIONAL COR COM 680223104 309 9800 SH Sole 1500 8300 OMNICOM GROUP INC COM COM 681919106 460 10050 SH Sole 3600 6450 ORACLE CORP COM COM 68389X105 1010 106700 SH Sole 33000 73700 PACTIV CORP COM 695257105 892 37500 SH Sole 6000 31500 PEPSICO INC COM COM 713448108 2882 59800 SH Sole 18200 41600 PFIZER INC COM COM 717081103 5763 164650 SH Sole 57975 106675 PHARMACEUTICAL PRODUCTS COM 717124101 830 31500 SH Sole 7800 23700 PHARMACIA CORP COM COM 71713U102 1554 41500 SH Sole 15100 26400 PHILIP MORRIS COS INC COM COM 718154107 2512 57500 SH Sole 17600 39900 PHILLIPS PETE CO COM COM 718507106 1299 22060 SH Sole 3700 18360 PHOTON DYNAMICS INC COM COM 719364101 435 14500 SH Sole 3000 11500 PLANAR SYS INC COM COM 726900103 339 17600 SH Sole 3500 14100 PNC FINL SVCS GROUP COM COM 693475105 235 4500 SH Sole 1100 3400 PPG INDS INC COM COM 693506107 520 8400 SH Sole 700 7700 PPL CORP COM COM 69351T106 202 6100 SH Sole 6100 PRAXAIR INC COM COM 74005P104 709 12450 SH Sole 1500 10950 PROCTER & GAMBLE CO COM COM 742718109 4023 45050 SH Sole 9600 35450 PUBLIC SVC ENTERPRISE COM COM 744573106 515 11900 SH Sole 11900 QLOGIC CORP COM COM 747277101 575 15100 SH Sole 3300 11800 QUALCOMM INC COM COM 747525103 1006 36600 SH Sole 11100 25500 QUEST DIAGNOSTICS INC COM COM 74834L100 749 8700 SH Sole 2100 6600 QWEST COMMUNICATIONS COM COM 749121109 262 93400 SH Sole 19600 73800 RAMBUS INC COM 750917106 154 37700 SH Sole 12100 25600 RATIONAL SOFTWARE CORP COM NEW COM 75409P202 246 30000 SH Sole 9700 20300 RAYTHEON COMPANY COM 755111507 978 24000 SH Sole 3200 20800 REGIONS FINANCIAL CORP COM 758940100 1118 31800 SH Sole 5700 26100 ROHM & HAAS CO COM COM 775371107 757 18700 SH Sole 4000 14700 ROYAL DUTCH PETE CO NY REG GLD COM 780257804 1934 35000 SH Sole 6800 28200 SANMINA CORP COM COM 800907107 167 26500 SH Sole 8200 18300 SBC COMMUNICATIONS INC COM COM 78387G103 2709 88811 SH Sole 17800 71011 SCHERING PLOUGH CORP COM COM 806605101 781 31750 SH Sole 13700 18050 SEARS ROEBUCK & CO COM COM 812387108 348 6400 SH Sole 1400 5000 SIEBEL SYS INC COM COM 826170102 356 25050 SH Sole 8000 17050 SILICON VY BANCSHARES COM COM 827064106 561 21300 SH Sole 6500 14800 SOLECTRON CORP COM COM 834182107 233 37900 SH Sole 5600 32300 SOUTHERN CO COM COM 842587107 964 35200 SH Sole 5500 29700 SOUTHTRUST CORP COM COM 844730101 285 10900 SH Sole 10900 SOUTHWEST AIRLS CO COM COM 844741108 1098 67962 SH Sole 13675 54287 SOVEREIGN BANCORP INC COM COM 845905108 188 12600 SH Sole 12600 SPRINT CORP COM FON GROUP COM 852061100 558 52600 SH Sole 9200 43400 ST PAUL COS INC COM COM 792860108 743 19100 SH Sole 3100 16000 SUN MICROSYSTEMS INC COM COM 866810104 325 64900 SH Sole 27700 37200 SUNTRUST BKS INC COM COM 867914103 884 13050 SH Sole 2200 10850 SYMANTEC CORP COM 871503108 902 27450 SH Sole 6300 21150 TARGET CORP COM COM 87612E106 1524 40000 SH Sole 10500 29500 TENET HEALTHCARE CORP COM COM 88033G100 1442 20150 SH Sole 4600 15550 TERADYNE INC COM COM 880770102 310 13200 SH Sole 5600 7600 TEXAS INSTRS INC COM COM 882508104 1256 53000 SH Sole 16200 36800 TIFFANY & CO NEW COM COM 886547108 440 12500 SH Sole 1800 10700 TOLL BROTHERS INC COM COM 889478103 428 14600 SH Sole 3200 11400 TRIBUNE CO NEW COM COM 896047107 896 20600 SH Sole 4100 16500 TRW INC COM 872649108 1185 20800 SH Sole 3400 17400 TXU CORP COM COM 873168108 1052 20400 SH Sole 4000 16400 TYCO INTL LTD NEW COM COM 902124106 268 19848 SH Sole 5300 14548 TYSON FOODS INC COM 902494103 464 29900 SH Sole 29900 UNILEVER N V N Y SHS NEW COM 904784709 325 5017 SH Sole 1803 3214 UNION PACIFIC CORP COM 907818108 661 10450 SH Sole 10450 UNITED PARCEL SERVICE INC COM 911312106 985 15950 SH Sole 3500 12450 UNITED TECHNOLOGIES CP COM COM 913017109 1932 28450 SH Sole 6100 22350 UNITEDHEALTH GROUP INC COM 91324P102 1286 14050 SH Sole 3600 10450 UNOCAL CORP COM 915289102 683 18500 SH Sole 3000 15500 US BANCORP DEL COM COM 902973304 1197 51265 SH Sole 5900 45365 VERITAS SOFTWARE CORP COM 923436109 479 24200 SH Sole 6300 17900 VERIZON COMMUNICATIONS COM COM 92343V104 3708 92352 SH Sole 14782 77570 VIACOM INC - CL B COM 925524308 932 21000 SH Sole 1900 19100 VIACOM INC - CL B COM 925524308 563 12700 SH Sole 4600 8100 WACHOVIA CORP COM COM 929903102 2510 65750 SH Sole 11600 54150 WAL MART STORES INC COM COM 931142103 5270 95800 SH Sole 34500 61300 WALGREEN CO COM COM 931422109 730 18900 SH Sole 5200 13700 WASHINGTON FED INC COM COM 938824109 224 8866 SH Sole 8866 WASHINGTON MUT INC COM COM 939322103 1062 28625 SH Sole 3850 24775 WATSON PHARMACEUTICALS INC COM 942683103 614 24300 SH Sole 6000 18300 WELLPOINT HLT NETW NEW COM COM 94973H108 1163 14950 SH Sole 2600 12350 WELLS FARGO & CO NEW COM COM 949746101 1867 37300 SH Sole 5900 31400 WEYERHAEUSER CO COM COM 962166104 1331 20850 SH Sole 3600 17250 WORLDCOM INC GA NEW COM COM 98157D106 23 27900 SH Sole 2100 25800 WYETH COM 983024100 1812 35400 SH Sole 14600 20800 XCEL ENERGY INC COM COM 98389B100 315 18800 SH Sole 4100 14700 XILINX INC COM COM 983919101 247 11000 SH Sole 4200 6800 XTO ENERGY COM 98385X106 749 36350 SH Sole 9300 27050 PORTUGAL TELCM SGPS SA SPONSOR ADR 737273102 80 11220 SH Sole 11220 REPORT SUMMARY 258 DATA RECORDS 283209 0
-----END PRIVACY-ENHANCED MESSAGE-----