0001145443-13-000707.txt : 20130227 0001145443-13-000707.hdr.sgml : 20130227 20130227162558 ACCESSION NUMBER: 0001145443-13-000707 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20010930 FILED AS OF DATE: 20130227 DATE AS OF CHANGE: 20130227 EFFECTIVENESS DATE: 20130227 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MANUFACTURERES LIFE INSURANCE CO CENTRAL INDEX KEY: 0000928047 IRS NUMBER: 380788610 STATE OF INCORPORATION: MI FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-04428 FILM NUMBER: 13647064 BUSINESS ADDRESS: STREET 1: 200 BLOOR STREET EAST ST-11 STREET 2: TORONTO ONTARIO CITY: CANADA M4W 1E5 STATE: A6 BUSINESS PHONE: 4169266302 MAIL ADDRESS: STREET 1: GEORGENA MOORE, OPER. DEPT. NT-5 STREET 2: 200 FLOOR ST., E CITY: TORONTO M4W1E5 STATE: A6 13F-HR/A 1 d30184_11.txt 13F-HR/A UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2001 Check here if Amendment [X]; Amendment Number: 1 This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Name: The Manufacturers Life Insurance Company Address: 200 Bloor Street East Compliance Dept. NT Main Toronto, Ontario, Canada M4W 1E5 Form 13F File Number: 028-04428 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: Kenneth Pogrin Title: Attorney in Fact* Phone: (416) 852-3758 Kenneth Pogrin Toronto, Ontario, Canada February 25, 2013 -------------- ------------------------ ----------------- [Signature] [City, State] [Date] * Signed pursuant to a Power of Attorney dated January 20, 2009, included as an attachment to the Form 13F filed with the Securities and Exchange Commission by The Manufacturers Life Insurance Company on January 23, 2009. 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). List of Other Managers Reporting for this Manager: NONE Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 594 Form 13F Information Table Value Total: US $1,598,964 (thousands) List of Other Included Managers: No. Form 13F File Number Name 1 028-11519 Manulife Financial Corporation

Shares CUSIP Value or Prn SH/ Put/ Investment Other VOTING AUTHORITY Name of Issuer Title of Class Number (x$1000) Amount PRN Call Discretion Manager SOLE SHARED NONE A T & T COMMON 001957109 6,198 321,117 SH DEFINED 1 321,117 0 0 A T & T WIRELESS SERVICES COMMON 00209A106 3,480 232,948 SH DEFINED 1 232,948 0 0 ABBOTT LABS COMMON 002824100 7,860 151,599 SH DEFINED 1 151,599 0 0 ABERCROMBIE & FITCH CO CL A 002896207 226 12,850 SH DEFINED 1 12,850 0 0 ACCENTURE LTD CL A G1150G111 1,038 81,400 SH DEFINED 1 81,400 0 0 ACTIVISION INC COMMON 004930202 817 30,000 SH DEFINED 1 30,000 0 0 ADC TELECOMMUNICATIONS INC COMMON 000886101 240 68,854 SH DEFINED 1 68,854 0 0 ADOBE SYSTEMS INC COMMON 00724F101 505 21,056 SH DEFINED 1 21,056 0 0 ADVANCED DIGITAL INFO CORP COMMON 007525108 1,153 111,800 SH DEFINED 1 111,800 0 0 ADVANCED MICRO DEVICES INC COMMON 007903107 246 30,184 SH DEFINED 1 30,184 0 0 ADVENT SOFTWARE INC COMMON 007974108 3,223 85,600 SH DEFINED 1 85,600 0 0 AEROGEN INC COMMON 007779101 4,479 904,762 SH DEFINED 1 904,762 0 0 AES CORP COMMON 00130H105 601 46,851 SH DEFINED 1 46,851 0 0 AETNA INC COMMON 00817Y108 360 12,463 SH DEFINED 1 12,463 0 0 AFLAC INC COMMON 001055102 1,253 46,424 SH DEFINED 1 46,424 0 0 AGERE SYSTEMS INC CL A 00845V100 1,021 247,150 SH DEFINED 1 247,150 0 0 AGILENT TECHNOLOGIES INC COMMON 00846U101 3,027 154,838 SH DEFINED 1 154,838 0 0 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 800 20,737 SH DEFINED 1 20,737 0 0 ALBERTSONS INC COMMON 013104104 1,146 35,943 SH DEFINED 1 35,943 0 0 ALCAN INC COMMON 013716105 842 28,070 SH DEFINED 1 28,070 0 0 ALCOA INC COMMON 013817101 2,392 77,143 SH DEFINED 1 77,143 0 0 ALLEGHENY ENERGY INC COMMON 017361106 517 14,090 SH DEFINED 1 14,090 0 0 ALLERGAN INC COMMON 018490102 1,098 16,566 SH DEFINED 1 16,566 0 0 ALLIANCE RESOURCE PARTNERS UTD LTD PART 01877R108 470 20,000 SH DEFINED 1 20,000 0 0 ALLIED WASTE INDUSTRIES INC COMMON 019589308 221 17,313 SH DEFINED 1 17,313 0 0 ALLSTATE CORP COMMON 020002101 2,386 63,882 SH DEFINED 1 63,882 0 0 ALLTEL CORP COMMON 020039103 2,602 44,896 SH DEFINED 1 44,896 0 0 ALTERA CORP COMMON 021441100 566 34,562 SH DEFINED 1 34,562 0 0 AMBAC FINL GROUP INC COMMON 023139108 732 13,382 SH DEFINED 1 13,382 0 0 AMDOCS LTD ORD G02602103 1,945 73,000 SH DEFINED 1 73,000 0 0 AMEREN CORP COMMON 023608102 521 13,560 SH DEFINED 1 13,560 0 0 AMERICAN CAPITAL STRATEGIES COMMON 024937104 904 33,000 SH DEFINED 1 33,000 0 0 AMERICAN EAGLE OUTFITTERS COMMON 02553E106 448 22,500 SH DEFINED 1 22,500 0 0 AMERICAN ELECTRIC POWER COMMON 025537101 1,192 27,580 SH DEFINED 1 27,580 0 0 AMERICAN EXPRESS COMPANY COMMON 025816109 3,593 123,646 SH DEFINED 1 123,646 0 0 AMERICAN HOME PRODUCTS CORP COMMON 026609107 10,922 187,494 SH DEFINED 1 187,494 0 0 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 36,209 464,220 SH DEFINED 1 464,220 0 0 AMERICAN PWR CONVERSION CORP COMMON 029066107 648 55,500 SH DEFINED 1 55,500 0 0 AMERICREDIT CORP COMMON 03060R101 1,904 60,200 SH DEFINED 1 60,200 0 0 AMERISOURCEBERGEN CORP COMMON 03073E105 1,419 20,000 SH DEFINED 1 20,000 0 0 AMETEK INC COMMON 031100100 962 36,600 SH DEFINED 1 36,600 0 0 AMGEN INC COMMON 031162100 6,494 110,502 SH DEFINED 1 110,502 0 0 AMR CORP COMMON 001765106 255 13,327 SH DEFINED 1 13,327 0 0 AMSOUTH BANCORPORATION COMMON 032165102 584 32,310 SH DEFINED 1 32,310 0 0 ANADARKO PETE CORP COMMON 032511107 1,069 22,232 SH DEFINED 1 22,232 0 0 ANALOG DEVICES INC COMMON 032654105 1,042 31,870 SH DEFINED 1 31,870 0 0 ANDREW CORP COMMON 034425108 1,858 102,200 SH DEFINED 1 102,200 0 0 ANHEUSER BUSCH COMMON 035229103 3,562 85,054 SH DEFINED 1 85,054 0 0 AOL TIME WARNER INC COMMON 00184A105 13,549 409,345 SH DEFINED 1 409,345 0 0 AON CORP COMMON 037389103 956 22,750 SH DEFINED 1 22,750 0 0 APACHE CORPORATION COMMON 037411105 492 11,431 SH DEFINED 1 11,431 0 0 APOLLO GROUP INC CL A 037604105 1,280 30,450 SH DEFINED 1 30,450 0 0 APPLE COMPUTER INC COMMON 037833100 1,743 112,371 SH DEFINED 1 112,371 0 0 APPLERA CORP COM AP BIO GRP 038020103 449 18,411 SH DEFINED 1 18,411 0 0 APPLIED MATERIALS INC COMMON 038222105 4,817 169,364 SH DEFINED 1 169,364 0 0 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 1,616 231,200 SH DEFINED 1 231,200 0 0 ARCHER DANIELS - MIDLAND CO COMMON 039483102 750 59,608 SH DEFINED 1 59,608 0 0 ARQULE INC COMMON 04269E107 627 60,000 SH DEFINED 1 60,000 0 0 AUTODESK INC COMMON 052769106 1,122 35,000 SH DEFINED 1 35,000 0 0 AUTOMATIC DATA PROCESSING INC COMMON 053015103 2,601 55,287 SH DEFINED 1 55,287 0 0 AVAYA INC COMMON 053499109 252 25,458 SH DEFINED 1 25,458 0 0 AVIRON COMMON 053762100 871 35,000 SH DEFINED 1 35,000 0 0 AVON PRODUCTS COMMON 054303102 969 20,951 SH DEFINED 1 20,951 0 0 AZTAR CORP COMMON 054802103 2,263 173,000 SH DEFINED 1 173,000 0 0 BAKER HUGHES INC COMMON 057224107 1,072 37,019 SH DEFINED 1 37,019 0 0 BANK NEW YORK INC COMMON 064057102 2,276 65,015 SH DEFINED 1 65,015 0 0 BANK OF AMERICA CORP COMMON 060505104 8,298 142,091 SH DEFINED 1 142,091 0 0 BANK ONE CORP COMMON 06423A103 4,644 147,568 SH DEFINED 1 147,568 0 0 BANTA CORP COMMON 066821109 365 13,100 SH DEFINED 1 13,100 0 0 BARRA INC COMMON 068313105 840 20,000 SH DEFINED 1 20,000 0 0 BARRICK GOLD CORP COMMON 067901108 645 37,148 SH DEFINED 1 37,148 0 0 BAXTER INTERNATIONAL INC COMMON 071813109 2,876 52,243 SH DEFINED 1 52,243 0 0 BB&T CORPORATION COMMON 054937107 1,362 37,374 SH DEFINED 1 37,374 0 0 BCE INC COMMON 05534B109 463 21,000 SH DEFINED 1 21,000 0 0 BEA SYSTEMS INC COMMON 073325102 2,011 209,700 SH DEFINED 1 209,700 0 0 BECTON DICKINSON COMMON 075887109 850 22,971 SH DEFINED 1 22,971 0 0 BED BATH & BEYOND COMMON 075896100 644 25,306 SH DEFINED 1 25,306 0 0 BELLSOUTH CORP COMMON 079860102 7,178 172,757 SH DEFINED 1 172,757 0 0 BEST BUY INC COMMON 086516101 840 18,476 SH DEFINED 1 18,476 0 0 BIOGEN INC COMMON 090597105 726 13,060 SH DEFINED 1 13,060 0 0 BIOMET INC COMMON 090613100 685 23,422 SH DEFINED 1 23,422 0 0 BJS WHOLESALE CLUB INC COMMON 05548J106 1,940 40,750 SH DEFINED 1 40,750 0 0 BLOCK H & R COMMON 093671105 604 15,653 SH DEFINED 1 15,653 0 0 BMC SOFTWARE INC COMMON 055921100 270 21,259 SH DEFINED 1 21,259 0 0 BOB EVANS FARMS COMMON 096761101 466 25,800 SH DEFINED 1 25,800 0 0 BOEING COMPANY COMMON 097023105 2,924 87,279 SH DEFINED 1 87,279 0 0 BOSTON SCIENTIFIC COMMON 101137107 722 35,213 SH DEFINED 1 35,213 0 0 BRISTOL MYERS SQUIBB CO COMMON 110122108 11,826 212,844 SH DEFINED 1 212,844 0 0 BROADCOM CORP CL A 111320107 466 22,979 SH DEFINED 1 22,979 0 0 BROCADE COMMUNICATIONS SYSTEMS COMMON 111621108 2,559 182,400 SH DEFINED 1 182,400 0 0 BURLINGTON NORTHERN SANTA FE CORP COMMON 12189T104 926 34,628 SH DEFINED 1 34,628 0 0 BURLINGTON RESOURCES INC COMMON 122014103 811 23,699 SH DEFINED 1 23,699 0 0 CACI INTERNATIONAL INC CL A 127190304 1,367 25,000 SH DEFINED 1 25,000 0 0 CALPINE CORPORATION COMMON 131347106 4,160 182,394 SH DEFINED 1 182,394 0 0 CAMPBELL SOUP CO LTD COMMON 134429109 1,018 36,348 SH DEFINED 1 36,348 0 0 CAPITAL ONE FINL CO. COMMON 14040H105 3,090 67,135 SH DEFINED 1 67,135 0 0 CARDINAL HEALTH CARE COMMON 14149Y108 11,789 159,424 SH DEFINED 1 159,424 0 0 CAREER EDUCATION CORP COMMON 141665109 1,100 20,000 SH DEFINED 1 20,000 0 0 CAREMARK RX INC COMMON 141705103 1,349 80,900 SH DEFINED 1 80,900 0 0 CARNIVAL CRUISE LINES COMMON 143658102 4,138 187,915 SH DEFINED 1 187,915 0 0 CATERPILLAR INC COMMON 149123101 1,385 30,917 SH DEFINED 1 30,917 0 0 CELL GENESYS INC COMMON 150921104 842 52,600 SH DEFINED 1 52,600 0 0 CENDANT CORP COMMON 151313103 1,105 86,296 SH DEFINED 1 86,296 0 0 CENTEX CORP COMMON 152312104 347 10,295 SH DEFINED 1 10,295 0 0 CENTURYTEL INC COMMON 156700106 556 16,609 SH DEFINED 1 16,609 0 0 CHARLES RIVER LABORATORIES COMMON 159864107 916 25,900 SH DEFINED 1 25,900 0 0 CHARTER ONE FINL COMMON 160903100 528 18,712 SH DEFINED 1 18,712 0 0 CHICOS FAS INC COMMON 168615102 767 32,550 SH DEFINED 1 32,550 0 0 CHIRON CORP COMMON 170040109 750 16,899 SH DEFINED 1 16,899 0 0 CHUBB CORP COMMON 171232101 1,084 15,179 SH DEFINED 1 15,179 0 0 CHURCH & DWIGHT CO INC COMMON 171340102 2,350 90,900 SH DEFINED 1 90,900 0 0 CIENA CORP COMMON 171779101 1,225 119,025 SH DEFINED 1 119,025 0 0 CIGNA CORP COMMON 125509109 1,095 13,198 SH DEFINED 1 13,198 0 0 CINCINNATI FINANCIAL CORP COMMON 172062101 635 15,257 SH DEFINED 1 15,257 0 0 CINERGY CORP COMMON 172474108 479 15,524 SH DEFINED 1 15,524 0 0 CINTAS CORP COMMON 172908105 604 14,983 SH DEFINED 1 14,983 0 0 CIRCUIT CITY STORES INC CIRCT CITY GRP 172737108 2,087 173,953 SH DEFINED 1 173,953 0 0 CISCO SYSTEMS INC COMMON 17275R102 9,865 809,939 SH DEFINED 1 809,939 0 0 CITIGROUP INC COMMON 172967101 28,656 707,560 SH DEFINED 1 707,560 0 0 CITIZENS COMMUNICATIONS CO COMMON 17453B101 226 24,035 SH DEFINED 1 24,035 0 0 CITRIX SYSTEMS INC COMMON 177376100 1,100 55,556 SH DEFINED 1 55,556 0 0 CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 2,066 51,967 SH DEFINED 1 51,967 0 0 CLOROX CO COMMON 189054109 763 20,614 SH DEFINED 1 20,614 0 0 CMS ENERGY CORP COMMON 125896100 207 10,340 SH DEFINED 1 10,340 0 0 COACH INC. COMMON 189754104 398 15,000 SH DEFINED 1 15,000 0 0 COCA COLA CO. COMMON 191216100 10,507 224,266 SH DEFINED 1 224,266 0 0 COCA COLA ENTERPRISES COMMON 191219104 585 38,130 SH DEFINED 1 38,130 0 0 COGNEX CORP COMMON 192422103 1,199 61,100 SH DEFINED 1 61,100 0 0 COGNIZANT TECH SOLUTIONS CRP CL A 192446102 773 34,500 SH DEFINED 1 34,500 0 0 COLGATE-PALMOLIVE COMMON 194162103 3,090 53,049 SH DEFINED 1 53,049 0 0 COMCAST CORP CL A SPL 200300200 3,022 84,255 SH DEFINED 1 84,255 0 0 COMERICA INC COMMON 200340107 853 15,396 SH DEFINED 1 15,396 0 0 COMPAQ COMPUTER CORPORATION COMMON 204493100 1,252 150,649 SH DEFINED 1 150,649 0 0 COMPUTER ASSOCIATION COMMON 204912109 6,054 235,203 SH DEFINED 1 235,203 0 0 COMPUTER NETWORK TECH CORP COMMON 204925101 416 39,500 SH DEFINED 1 39,500 0 0 COMPUTER SCIENCES CORP COMMON 205363104 491 14,793 SH DEFINED 1 14,793 0 0 COMPUWARE CORP COMMON 205638109 276 33,164 SH DEFINED 1 33,164 0 0 COMVERSE TECHNOLOGY COM PAR $0.10 205862402 322 15,735 SH DEFINED 1 15,735 0 0 CONAGRA FOODS INC COMMON 205887102 1,057 47,102 SH DEFINED 1 47,102 0 0 CONCORD EFS INC COMMON 206197105 1,011 20,657 SH DEFINED 1 20,657 0 0 CONOCO INC CL B 208251405 1,368 53,986 SH DEFINED 1 53,986 0 0 CONSECO INC COMMON 208464107 217 29,862 SH DEFINED 1 29,862 0 0 CONSOLIDATED EDISON INC COMMON 209115104 770 18,898 SH DEFINED 1 18,898 0 0 CONSTELLATION ENERGY GROUP COMMON 210371100 334 13,810 SH DEFINED 1 13,810 0 0 CONVERGYS CORPORATION COMMON 212485106 412 14,861 SH DEFINED 1 14,861 0 0 CORNING INCORPORATED COMMON 219350105 2,207 250,271 SH DEFINED 1 250,271 0 0 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 522 20,000 SH DEFINED 1 20,000 0 0 COSTCO WHOLESALE CORP COMMON 22160K105 1,411 39,690 SH DEFINED 1 39,690 0 0 COUNTRYWIDE CREDIT INDUS COMMON 222372104 6,882 156,658 SH DEFINED 1 156,658 0 0 CSG SYSTEMS INTL INC COMMON 126349109 1,046 25,500 SH DEFINED 1 25,500 0 0 CSX CORPORATION COMMON 126408103 593 18,826 SH DEFINED 1 18,826 0 0 CVS CORP DELAWARE COMMON 126650100 5,493 165,450 SH DEFINED 1 165,450 0 0 CYPRESS SEMICONDUCTOR CORP. COMMON 232806109 501 33,700 SH DEFINED 1 33,700 0 0 CYTYC CORPORATION COMMON 232946103 1,206 45,000 SH DEFINED 1 45,000 0 0 DAL-TILE INTERNATIONAL INC COMMON 23426R108 1,267 82,300 SH DEFINED 1 82,300 0 0 DANA CORP COMMON 235811106 201 12,911 SH DEFINED 1 12,911 0 0 DANAHER CORP. COMMON 235851102 588 12,457 SH DEFINED 1 12,457 0 0 DARDEN RESTAURANTS COMMON 237194105 1,449 55,214 SH DEFINED 1 55,214 0 0 DEERE + CO COMMON 244199105 2,754 73,233 SH DEFINED 1 73,233 0 0 DELL COMPUTER CORP COMMON 247025109 4,270 230,437 SH DEFINED 1 230,437 0 0 DELPHI AUTOMOTIVE SYSTEMS CORP COMMON 247126105 706 60,108 SH DEFINED 1 60,108 0 0 DELTA AIR LINES INC COMMON 247361108 287 10,915 SH DEFINED 1 10,915 0 0 DEVON ENERGY CORPORATION COMMON 25179M103 1,103 32,068 SH DEFINED 1 32,068 0 0 DIAGEO PLC COMMON 25243Q205 1,245 30,000 SH DEFINED 1 30,000 0 0 DISNEY (WALT) CO COMMON 254687106 3,625 194,699 SH DEFINED 1 194,699 0 0 DOLLAR GENERAL CP COMMON 256669102 337 28,812 SH DEFINED 1 28,812 0 0 DOMINION RES INC VA COMMON 25746U109 6,153 103,681 SH DEFINED 1 103,681 0 0 DONNELLEY R.R. AND SONS COMPANY COMMON 257867101 281 10,395 SH DEFINED 1 10,395 0 0 DOVER CORP COMMON 260003108 533 17,715 SH DEFINED 1 17,715 0 0 DOW CHEMICAL CO COMMON 260543103 2,772 84,623 SH DEFINED 1 84,623 0 0 DOWNEY FINANCIAL CORP COMMON 261018105 2,251 51,000 SH DEFINED 1 51,000 0 0 DSP GROUP COMMON 23332B106 1,750 87,700 SH DEFINED 1 87,700 0 0 DTE ENERGY COMMON 233331107 652 15,153 SH DEFINED 1 15,153 0 0 DUKE ENERGY CORP COMMON 264399106 8,623 227,811 SH DEFINED 1 227,811 0 0 DUPONT (E.I.) DE NEMOURS & CO COMMON 263534109 3,458 92,166 SH DEFINED 1 92,166 0 0 DYNEGY INC CL A 26816Q101 1,113 32,128 SH DEFINED 1 32,128 0 0 E M C CORP MASS COMMON 268648102 4,892 416,331 SH DEFINED 1 416,331 0 0 EASTMAN KODAK COMMON 277461109 878 26,998 SH DEFINED 1 26,998 0 0 ECOLAB INC COMMON 278865100 822 22,638 SH DEFINED 1 22,638 0 0 EDISON INTL COMMON 281020107 371 28,179 SH DEFINED 1 28,179 0 0 EDUCATION MANAGEMENT CORP COMMON 28139T101 2,447 80,600 SH DEFINED 1 80,600 0 0 EL PASO CORPORATION COMMON 28336L109 6,232 149,980 SH DEFINED 1 149,980 0 0 ELASTIC NETWORKS INC COMMON 284159100 816 1,407,394 SH DEFINED 1 1,407,394 0 0 ELECTRONIC ARTS COMMON 285512109 1,640 35,900 SH DEFINED 1 35,900 0 0 ELECTRONIC DATA SYSTEMS COMMON 285661104 2,406 41,780 SH DEFINED 1 41,780 0 0 EMCOR GROUP INC COMMON 29084Q100 941 29,500 SH DEFINED 1 29,500 0 0 EMERSON ELECTRIC CO COMMON 291011104 3,074 65,316 SH DEFINED 1 65,316 0 0 ENGELHARD CORP COMMON 292845104 2,510 108,665 SH DEFINED 1 108,665 0 0 ENGINEERED SUPPORT SYSTEMS COMMON 292866100 966 20,500 SH DEFINED 1 20,500 0 0 ENRON CORP COMMON 293561106 11,204 411,460 SH DEFINED 1 411,460 0 0 ENTERGY CORP COMMON 29364G103 1,651 46,426 SH DEFINED 1 46,426 0 0 EOG RESOURCES COMMON 26875P101 308 10,640 SH DEFINED 1 10,640 0 0 EQUIFAX INC COMMON 294429105 268 12,216 SH DEFINED 1 12,216 0 0 ERICSSON L M TEL CO ADR CL B SEK 10 294821400 611 175,000 SH DEFINED 1 175,000 0 0 ESCO TECHNOLOGIES INC COMMON 296315104 692 27,800 SH DEFINED 1 27,800 0 0 ESTEE LAUDER COMPANIES CL A 518439104 1,180 35,600 SH DEFINED 1 35,600 0 0 EVEREST RE GROUP LTD COMMON G3223R108 738 11,400 SH DEFINED 1 11,400 0 0 EXELON CORPORATION COMMON 30161N101 2,701 60,560 SH DEFINED 1 60,560 0 0 EXPEDITORS INTL WASH INC COMMON 302130109 710 15,000 SH DEFINED 1 15,000 0 0 EXXON MOBIL CORP COMMON 30231G102 24,662 625,935 SH DEFINED 1 625,935 0 0 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 2,843 117,200 SH DEFINED 1 117,200 0 0 FAMILY DOLLAR STORES COMMON 307000109 437 15,869 SH DEFINED 1 15,869 0 0 FEDERAL HOME LOAN MTG CORP COMMON 313400301 10,684 164,364 SH DEFINED 1 164,364 0 0 FEDERAL NATIONAL MTG ASSOCIATION COMMON 313586109 13,087 163,462 SH DEFINED 1 163,462 0 0 FEDERATED DEPARTMENT STORES INC COMMON 31410H101 701 24,865 SH DEFINED 1 24,865 0 0 FEDERATED INVESTORS INC CL B 314211103 1,089 36,800 SH DEFINED 1 36,800 0 0 FEDEX CORP COMMON 31428X106 987 26,854 SH DEFINED 1 26,854 0 0 FEI COMPANY COMMON 30241L109 1,216 55,900 SH DEFINED 1 55,900 0 0 FIDELITY NATL FINL COMMON 316326107 3,168 117,830 SH DEFINED 1 117,830 0 0 FIFTH THIRD BANKCORP COMMON 316773100 3,098 50,390 SH DEFINED 1 50,390 0 0 FIRST DATA CORP COMMON 319963104 2,017 34,621 SH DEFINED 1 34,621 0 0 FIRST HEALTH GROUP CORP COMMON 320960107 1,469 50,000 SH DEFINED 1 50,000 0 0 FIRST HORIZON PHARMACEUTICAL COMMON 32051K106 1,035 39,750 SH DEFINED 1 39,750 0 0 FIRSTENERGY CORP COMMON 337932107 772 21,475 SH DEFINED 1 21,475 0 0 FISERV INC COMMON 337738108 1,118 32,682 SH DEFINED 1 32,682 0 0 FLEETBOSTON FINL CORP COMMON 339030108 6,542 178,024 SH DEFINED 1 178,024 0 0 FLEMING COMPANIES COMMON 339130106 1,033 35,000 SH DEFINED 1 35,000 0 0 FORD MOTOR CO COMMON 345370860 2,945 169,747 SH DEFINED 1 169,747 0 0 FOREST LABORATORIES INC COMMON 345838106 4,201 58,233 SH DEFINED 1 58,233 0 0 FORTUNE BRANDS COMMON 349631101 447 13,334 SH DEFINED 1 13,334 0 0 FPL GROUP INC COMMON 302571104 795 14,838 SH DEFINED 1 14,838 0 0 FRANKLIN RESOURCES INC COMMON 354613101 1,544 44,541 SH DEFINED 1 44,541 0 0 GALLAGHER (ARTHUR J) & CO COMMON 363576109 2,630 77,700 SH DEFINED 1 77,700 0 0 GANNETT INC DEL COMMON 364730101 1,601 26,635 SH DEFINED 1 26,635 0 0 GAP INC COMMON 364760108 909 76,063 SH DEFINED 1 76,063 0 0 GAYLORD ENTMT CO NEW COMMON 367905106 764 38,000 SH DEFINED 1 38,000 0 0 GENERAL DYNAMICS CORP COMMON 369550108 1,554 17,592 SH DEFINED 1 17,592 0 0 GENERAL ELECTRIC CO COMMON 369604103 55,103 1,481,252 SH DEFINED 1 1,481,252 0 0 GENERAL GROWTH PROPERTIES COMMON 370021107 428 12,300 SH DEFINED 1 12,300 0 0 GENERAL MILLS INC COMMON 370334104 1,793 39,412 SH DEFINED 1 39,412 0 0 GENERAL MOTORS CORP COMMON 370442105 2,090 48,714 SH DEFINED 1 48,714 0 0 GENERAL MTRS CORP COMMON 370442832 1,366 102,500 SH DEFINED 1 102,500 0 0 GENESCO INC COMMON 371532102 406 25,000 SH DEFINED 1 25,000 0 0 GENESIS MICROCHIP INC COMMON 371933102 1,950 69,300 SH DEFINED 1 69,300 0 0 GENUINE PARTS CO COMMON 372460105 483 15,160 SH DEFINED 1 15,160 0 0 GEORGIA PACIFIC GROUP COM GA PAC GRP 373298108 1,498 52,020 SH DEFINED 1 52,020 0 0 GILLETTE COMPANY COMMON 375766102 5,508 184,823 SH DEFINED 1 184,823 0 0 GLOBAL CROSSING LTD COMMON G3921A100 544 302,300 SH DEFINED 1 302,300 0 0 GOLDEN STATE BANCORP COMMON 381197102 3,548 116,700 SH DEFINED 1 116,700 0 0 GOLDEN WEST FINANCIAL CORP COMMON 381317106 7,903 136,029 SH DEFINED 1 136,029 0 0 GOODYEAR TIRE + RUBBER CO COMMON 382550101 257 13,919 SH DEFINED 1 13,919 0 0 GPU INC COMMON 36225X100 470 11,648 SH DEFINED 1 11,648 0 0 GREEN MOUNTAIN COFFEE INC COMMON 393122106 1,261 54,700 SH DEFINED 1 54,700 0 0 GREENPOINT FINANCIAL CORP COMMON 395384100 4,612 131,400 SH DEFINED 1 131,400 0 0 GUIDANT CORP COMMON 401698105 1,042 27,057 SH DEFINED 1 27,057 0 0 HALLIBURTON CO COMMON 406216101 1,288 57,109 SH DEFINED 1 57,109 0 0 HARLEY-DAVIDSON INC COMMON 412822108 6,734 166,272 SH DEFINED 1 166,272 0 0 HARMAN INTERNATIONAL COMMON 413086109 1,477 44,100 SH DEFINED 1 44,100 0 0 HARRAH'S ENTERTAINMENT COMMON 413619107 274 10,138 SH DEFINED 1 10,138 0 0 HARRIS CORPORATION COMMON 413875105 2,355 74,000 SH DEFINED 1 74,000 0 0 HARTFORD FINANCIAL SERVICES GRP INC COMMON 416515104 1,216 20,708 SH DEFINED 1 20,708 0 0 HASBRO INC COMMON 418056107 202 14,435 SH DEFINED 1 14,435 0 0 HCA INC COMMON 404119109 2,143 48,359 SH DEFINED 1 48,359 0 0 HEALTH NET INC COMMON 42222G108 1,019 53,000 SH DEFINED 1 53,000 0 0 HEALTHSOUTH CORP COMMON 421924101 574 35,281 SH DEFINED 1 35,281 0 0 HEINZ H J CO COMMON 423074103 2,226 52,823 SH DEFINED 1 52,823 0 0 HENRY (JACK) & ASSOCIATES COMMON 426281101 3,249 143,200 SH DEFINED 1 143,200 0 0 HENRY SCHEIN INC COMMON 806407102 540 14,000 SH DEFINED 1 14,000 0 0 HERSHEY FOODS CORP COMMON 427866108 835 12,766 SH DEFINED 1 12,766 0 0 HEWLETT-PACKARD CO COMMON 428236103 3,861 240,330 SH DEFINED 1 240,330 0 0 HILTON HOTELS COMMON 432848109 250 31,818 SH DEFINED 1 31,818 0 0 HOME DEPOT INC COMMON 437076102 9,920 258,531 SH DEFINED 1 258,531 0 0 HONEYWELL INTERNATIONAL INC COMMON 438516106 1,883 71,321 SH DEFINED 1 71,321 0 0 HOT TOPIC INC COMMON 441339108 929 37,000 SH DEFINED 1 37,000 0 0 HOUSEHOLD INTL COMMON 441815107 10,832 192,124 SH DEFINED 1 192,124 0 0 HUNTINGTON BANCSHARE COMMON 446150104 358 20,663 SH DEFINED 1 20,663 0 0 IDEC PHARMACEUTICALS CORP COMMON 449370105 535 10,800 SH DEFINED 1 10,800 0 0 ILEX ONCOLOGY INC COMMON 451923106 722 27,500 SH DEFINED 1 27,500 0 0 ILLINOIS TOOL WKS INC COMMON 452308109 1,705 31,511 SH DEFINED 1 31,511 0 0 IMMUNEX CORP COMMON 452528102 785 42,050 SH DEFINED 1 42,050 0 0 IMS HEALTH INC COMMON 449934108 1,797 71,749 SH DEFINED 1 71,749 0 0 INDEPENDENCE COMMUNITY BANK COMMON 453414104 543 25,000 SH DEFINED 1 25,000 0 0 INGERSOLL RAND CO COMMON 456866102 484 14,331 SH DEFINED 1 14,331 0 0 INTEGRATED DEVICE TECH INC COMMON 458118106 402 20,000 SH DEFINED 1 20,000 0 0 INTEL CORP COMMON 458140100 12,497 611,414 SH DEFINED 1 611,414 0 0 INTERCEPT GROUP INC COMMON 45845L107 1,057 31,600 SH DEFINED 1 31,600 0 0 INTERNATIONAL BUSINESS MACHINES COMMON 459200101 14,140 154,167 SH DEFINED 1 154,167 0 0 INTERNATIONAL PAPER CO COMMON 460146103 6,556 188,356 SH DEFINED 1 188,356 0 0 INTERPUBLIC GROUP COS COMMON 460690100 636 31,165 SH DEFINED 1 31,165 0 0 INTERSIL CORP CL A 46069S109 1,354 48,500 SH DEFINED 1 48,500 0 0 INTL GAME TECHNOLOGY COMMON 459902102 1,985 46,700 SH DEFINED 1 46,700 0 0 INTUIT INC COMMON 461202103 654 18,277 SH DEFINED 1 18,277 0 0 INVITROGEN CORP COMMON 46185R100 2,607 39,650 SH DEFINED 1 39,650 0 0 ISHARES MSCI AUSTRALIA INDEX MSCI AUSTRALIA 464286103 200 26,000 SH DEFINED 1 26,000 0 0 ISHARES MSCI FRANCE INDEX MSCI FRANCE 464286707 710 42,036 SH DEFINED 1 42,036 0 0 ISHARES MSCI GERMANY INDEX MSCI GERMANY 464286806 536 43,085 SH DEFINED 1 43,085 0 0 ISHARES MSCI ITALY INDEX MSCI ITALY 464286855 285 18,860 SH DEFINED 1 18,860 0 0 ISHARES MSCI JAPAN INDEX MSCI JAPAN 464286848 1,758 209,311 SH DEFINED 1 209,311 0 0 ISHARES MSCI NETHERLANDS INDEX MSCI NETHERLNDS 464286814 341 21,310 SH DEFINED 1 21,310 0 0 ISHARES MSCI SPAIN INDEX MSCI SPAIN 464286764 223 11,900 SH DEFINED 1 11,900 0 0 ISHARES MSCI SWITZERLAND INDEX MSCI SWITZERLD 464286749 431 35,762 SH DEFINED 1 35,762 0 0 ISHARES MSCI UNITED KINGDOM INDEX MSCI UTD KINGDOM 464286699 1,775 126,819 SH DEFINED 1 126,819 0 0 ISHARES S&P 500/BARRA GROWTH INDEX FUND S&P/BAR GRW 464287309 1,249 23,640 SH DEFINED 1 23,640 0 0 ISHARES S&P 500/BARRA VALUE INDEX FUND S&P/BAR VAL 464287408 588 11,390 SH DEFINED 1 11,390 0 0 JABIL CIRCUIT INC COMMON 466313103 301 16,841 SH DEFINED 1 16,841 0 0 JACOBS ENGINEERING GROUP INC COMMON 469814107 1,248 20,000 SH DEFINED 1 20,000 0 0 JDA SOFTWARE GROUP INC COMMON 46612K108 657 50,000 SH DEFINED 1 50,000 0 0 JDS UNIPHASE CORP COMMON 46612J101 1,951 308,721 SH DEFINED 1 308,721 0 0 JEFFERIES GROUP INC COMMON 472319102 647 19,600 SH DEFINED 1 19,600 0 0 JEFFERSON PILOT CORP COMMON 475070108 636 14,289 SH DEFINED 1 14,289 0 0 JOHN HANCOCK FINANCIAL SERVICES COMMON 41014S106 1,522 38,096 SH DEFINED 1 38,096 0 0 JOHNSON + JOHNSON COMMON 478160104 24,950 450,368 SH DEFINED 1 450,368 0 0 JP MORGAN CHASE & CO COMMON 46625H100 6,339 185,622 SH DEFINED 1 185,622 0 0 JUNIPER NETWORKS INC COMMON 48203R104 1,144 117,900 SH DEFINED 1 117,900 0 0 K MART CORP COMMON 482584109 408 58,305 SH DEFINED 1 58,305 0 0 KELLOGG CO COMMON 487836108 1,056 35,197 SH DEFINED 1 35,197 0 0 KEY ENERGY SERVICES COMMON 492914106 1,402 220,400 SH DEFINED 1 220,400 0 0 KEYCORP COMMON 493267108 892 36,931 SH DEFINED 1 36,931 0 0 KEYSPAN CORPORATION COMMON 49337W100 2,223 66,885 SH DEFINED 1 66,885 0 0 KIMBERLY-CLARK CORP COMMON 494368103 3,172 51,156 SH DEFINED 1 51,156 0 0 KINDER MORGAN INC COMMON 49455P101 645 13,116 SH DEFINED 1 13,116 0 0 KING PHARMACEUTICALS INC COMMON 495582108 1,652 39,381 SH DEFINED 1 39,381 0 0 KLA-TENCORP CORP COMMON 482480100 3,081 97,571 SH DEFINED 1 97,571 0 0 KOHLS CORPORATION COMMON 500255104 9,064 188,836 SH DEFINED 1 188,836 0 0 KROGER CO COMMON 501044101 11,114 451,056 SH DEFINED 1 451,056 0 0 L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 1,425 16,300 SH DEFINED 1 16,300 0 0 LAFARGE NORTH AMERICA INC COMMON 505862102 3,006 90,000 SH DEFINED 1 90,000 0 0 LANDRY'S RESTAURANTS INC COMMON 51508L103 450 30,400 SH DEFINED 1 30,400 0 0 LEGGET & PLATT COMMON 524660107 331 16,963 SH DEFINED 1 16,963 0 0 LEHMAN BROS HLDGS COMMON 524908100 1,247 21,930 SH DEFINED 1 21,930 0 0 LENNAR CORP COMMON 526057104 2,498 69,300 SH DEFINED 1 69,300 0 0 LEXMARK INTERNATIONAL INC CL A 529771107 1,500 33,550 SH DEFINED 1 33,550 0 0 LIBERTY PROPERTY TRUST SH BEN INT 531172104 373 13,000 SH DEFINED 1 13,000 0 0 LILLY ELI & CO COMMON 532457108 9,441 116,986 SH DEFINED 1 116,986 0 0 LIMITED INC COMMON 532716107 355 37,362 SH DEFINED 1 37,362 0 0 LINCARE HOLDINGS INC COMMON 532791100 664 25,000 SH DEFINED 1 25,000 0 0 LINCOLN NATL CORP IND COMMON 534187109 1,426 30,580 SH DEFINED 1 30,580 0 0 LINEAR TECHNOLOGY INC COMMON 535678106 3,713 113,200 SH DEFINED 1 113,200 0 0 LOCKHEED MARTIN COMMON 539830109 1,689 38,615 SH DEFINED 1 38,615 0 0 LOEWS CORP COMMON 540424108 842 18,199 SH DEFINED 1 18,199 0 0 LOWE'S COMPANIES INC COMMON 548661107 9,307 294,045 SH DEFINED 1 294,045 0 0 LSI LOGIC CORP COMMON 502161102 370 31,459 SH DEFINED 1 31,459 0 0 LUCENT TECHNOLOGIES INC COMMON 549463107 3,147 549,234 SH DEFINED 1 549,234 0 0 MANOR CARE INC COMMON 564055101 703 25,000 SH DEFINED 1 25,000 0 0 MANPOWER INC WIS COMMON 56418H100 2,449 93,000 SH DEFINED 1 93,000 0 0 MARRIOTT INTL INC CL A 571903202 718 21,495 SH DEFINED 1 21,495 0 0 MARSH & MCLENNAN CO INC COMMON 571748102 8,073 83,482 SH DEFINED 1 83,482 0 0 MASCO CORPORATION COMMON 574599106 1,584 77,519 SH DEFINED 1 77,519 0 0 MATSUSHITA ELEC INDL LTD ADR COMMON 576879209 362 30,000 SH DEFINED 1 30,000 0 0 MATTEL INC COMMON 577081102 588 37,571 SH DEFINED 1 37,571 0 0 MAXIM INTEGRATED PRODUCTS COMMON 57772K101 1,015 29,053 SH DEFINED 1 29,053 0 0 MAY DEPT STORES COMMON 577778103 789 27,196 SH DEFINED 1 27,196 0 0 MBIA INC COMMON 55262C100 679 13,570 SH DEFINED 1 13,570 0 0 MBNA CORP COMMON 55262L100 7,929 261,774 SH DEFINED 1 261,774 0 0 MCDONALD'S CORP COMMON 580135101 3,292 121,302 SH DEFINED 1 121,302 0 0 MCGRAW HILL INC COMMON 580645109 5,217 89,643 SH DEFINED 1 89,643 0 0 MCKESSON CORP COMMON 58155Q103 5,941 157,200 SH DEFINED 1 157,200 0 0 MEDIMMUNE INC COMMON 584699102 664 18,631 SH DEFINED 1 18,631 0 0 MEDTRONIC INC COMMON 585055106 18,702 429,923 SH DEFINED 1 429,923 0 0 MELLON BANK COMMON 58551A108 1,526 47,213 SH DEFINED 1 47,213 0 0 MENTOR CORP MINN COMMON 587188103 759 30,000 SH DEFINED 1 30,000 0 0 MENTOR GRAPHICS CORP COMMON 587200106 455 33,000 SH DEFINED 1 33,000 0 0 MERCK + CO INC COMMON 589331107 15,354 230,540 SH DEFINED 1 230,540 0 0 MERCURY COMPUTER SYSTEMS INC COMMON 589378108 751 20,000 SH DEFINED 1 20,000 0 0 MEREDITH CORP COMMON 589433101 1,446 45,000 SH DEFINED 1 45,000 0 0 MERRILL LYNCH & CO COMMON 590188108 7,082 174,422 SH DEFINED 1 174,422 0 0 METLIFE INC COMMON 59156R108 1,975 66,500 SH DEFINED 1 66,500 0 0 METTLER-TOLEDO INTERNATIONAL COMMON 592688105 1,230 29,200 SH DEFINED 1 29,200 0 0 MGM MIRAGE COMMON 552953101 1,394 62,000 SH DEFINED 1 62,000 0 0 MICREL INC COMMON 594793101 1,051 52,700 SH DEFINED 1 52,700 0 0 MICROCHIP TECHNOLOGY INC COMMON 595017104 1,541 57,500 SH DEFINED 1 57,500 0 0 MICRON TECHNOLOGY INC COMMON 595112103 1,108 58,820 SH DEFINED 1 58,820 0 0 MICROSEMI CORP COMMON 595137100 1,928 74,000 SH DEFINED 1 74,000 0 0 MICROSOFT CORP COMMON 594918104 41,837 817,612 SH DEFINED 1 817,612 0 0 MID ATLANTIC MEDICAL SERVICES COMMON 59523C107 1,027 48,900 SH DEFINED 1 48,900 0 0 MINNESOTA MINING & MANUFACTURING CO COMMON 604059105 3,444 34,998 SH DEFINED 1 34,998 0 0 MIRANT CORP COMMON 604675108 643 29,353 SH DEFINED 1 29,353 0 0 MOHAWK INDUSTRIES INC. COMMON 608190104 1,268 34,500 SH DEFINED 1 34,500 0 0 MOLEX INC COMMON 608554101 482 17,143 SH DEFINED 1 17,143 0 0 MOODY'S CORPORATION COMMON 615369105 913 24,688 SH DEFINED 1 24,688 0 0 MORGAN STANLEY DEAN WITTER & CO COMMON 617446448 5,075 109,498 SH DEFINED 1 109,498 0 0 MOTOROLA INC COMMON 620076109 7,648 490,229 SH DEFINED 1 490,229 0 0 MSC SOFTWARE CORP COMMON 553531104 609 37,800 SH DEFINED 1 37,800 0 0 MYRIAD GENETICS INC COMMON 62855J104 613 20,000 SH DEFINED 1 20,000 0 0 NABORS INDS INC COMMON 629568106 287 13,669 SH DEFINED 1 13,669 0 0 NATIONAL CITY CORP COMMON 635405103 1,691 56,455 SH DEFINED 1 56,455 0 0 NATIONAL SEMICONDUCTOR COMMON 637640103 336 15,266 SH DEFINED 1 15,266 0 0 NAVISTAR INT CORP COMMON 63934E108 345 12,212 SH DEFINED 1 12,212 0 0 NETWORK APPLIANCE INC COMMON 64120L104 968 142,300 SH DEFINED 1 142,300 0 0 NEW YORK TIMES CL A 650111107 548 14,046 SH DEFINED 1 14,046 0 0 NEWELL RUBBERMAID INC COMMON 651229106 526 23,141 SH DEFINED 1 23,141 0 0 NEWMONT MNG CORP COMMON 651639106 856 36,259 SH DEFINED 1 36,259 0 0 NEXTEL COMMUNICATIONS INC CL A 65332V103 1,997 231,130 SH DEFINED 1 231,130 0 0 NIAGARA MOHAWK HOLDINGS INC COMMON 653520106 221 13,026 SH DEFINED 1 13,026 0 0 NIKE INC CL B 654106103 1,138 24,302 SH DEFINED 1 24,302 0 0 NISOURCE INC COMMON 65473P105 402 17,226 SH DEFINED 1 17,226 0 0 NOBLE DRILLING CP COMMON 655042109 276 11,498 SH DEFINED 1 11,498 0 0 NOKIA CORPORATION PE SPNSRD ADR 654902204 2,064 131,900 SH DEFINED 1 131,900 0 0 NORFOLK SOUTHERN CORP COMMON 655844108 693 42,990 SH DEFINED 1 42,990 0 0 NORTH FORK BANCORP COMMON 659424105 1,414 47,550 SH DEFINED 1 47,550 0 0 NORTHERN TR CORP COMMON 665859104 1,038 19,786 SH DEFINED 1 19,786 0 0 NORTHROP GRUMMAN COMMON 666807102 1,125 11,136 SH DEFINED 1 11,136 0 0 NOVATEL WIRELESS INC COMMON 66987M109 558 1,429,932 SH DEFINED 1 1,429,932 0 0 NOVELLUS SYSTEMS INC COMMON 670008101 356 12,461 SH DEFINED 1 12,461 0 0 OAKLEY INC COMMON 673662102 586 46,700 SH DEFINED 1 46,700 0 0 OCCIDENTAL PETROLEUM COMMON 674599105 813 33,400 SH DEFINED 1 33,400 0 0 OFFICE DEPOT INC COMMON 676220106 356 26,203 SH DEFINED 1 26,203 0 0 OLD REPUBLIC INTL CORP COMMON 680223104 590 22,500 SH DEFINED 1 22,500 0 0 OMNICOM GROUP INC COMMON 681919106 8,277 127,542 SH DEFINED 1 127,542 0 0 OPTIMAL ROBOTICS CORP CL A NEW 68388R208 2,867 117,000 SH DEFINED 1 117,000 0 0 ORACLE CORP COMMON 68389X105 12,556 998,073 SH DEFINED 1 998,073 0 0 ORATEC INTERVENTIONS INC COMMON 68554M108 2,553 368,976 SH DEFINED 1 368,976 0 0 P G & E CORP COMMON 69331C108 506 33,316 SH DEFINED 1 33,316 0 0 P.P.G. INDUSTRIES INC COMMON 693506107 670 14,652 SH DEFINED 1 14,652 0 0 PACIFIC SUNWEAR OF CALIFORNIA COMMON 694873100 344 25,000 SH DEFINED 1 25,000 0 0 PACTIV CORPORATION COMMON 695257105 225 15,555 SH DEFINED 1 15,555 0 0 PANAMERICAN BEVERAGES INC CL A P74823108 674 40,000 SH DEFINED 1 40,000 0 0 PARKER HANNIFIN CORP COMMON 701094104 471 13,723 SH DEFINED 1 13,723 0 0 PATHMARK STORES COMMON 70322A101 881 38,972 SH DEFINED 1 38,972 0 0 PATTERSON DENTAL COMPANY COMMON 703412106 3,362 91,200 SH DEFINED 1 91,200 0 0 PATTERSON UTI ENERGY INC COMMON 703481101 371 30,000 SH DEFINED 1 30,000 0 0 PAYCHEX INC COMMON 704326107 1,238 39,300 SH DEFINED 1 39,300 0 0 PENNY J.C. INC. COMMON 708160106 506 23,087 SH DEFINED 1 23,087 0 0 PEOPLESOFT INC COMMON 712713106 1,995 110,593 SH DEFINED 1 110,593 0 0 PEPSI BOTTLING GROUP INC COMMON 713409100 7,724 167,667 SH DEFINED 1 167,667 0 0 PEPSICO INC COMMON 713448108 14,470 298,343 SH DEFINED 1 298,343 0 0 PERFORMANCE FOOD GROUP CO COMMON 713755106 713 25,000 SH DEFINED 1 25,000 0 0 PEROT SYSTEMS CORP CL A 714265105 891 55,200 SH DEFINED 1 55,200 0 0 PFIZER INC COMMON 717081103 45,251 1,128,450 SH DEFINED 1 1,128,450 0 0 PHARMACEUTICAL PRODUCT DEVEL COMMON 717124101 1,333 45,500 SH DEFINED 1 45,500 0 0 PHARMACIA CORPORATION COMMON 71713U102 9,973 245,879 SH DEFINED 1 245,879 0 0 PHARMACYCLICS INC COMMON 716933106 534 30,000 SH DEFINED 1 30,000 0 0 PHELPS DODGE CORP COMMON 717265102 301 10,949 SH DEFINED 1 10,949 0 0 PHILIP MORRIS COS INC COMMON 718154107 15,835 327,919 SH DEFINED 1 327,919 0 0 PHILLIPS PETROLEUM CO COMMON 718507106 5,314 98,513 SH DEFINED 1 98,513 0 0 PHOENIX COMPANIES INC COMMON 71902E109 14,450 1,000,000 SH DEFINED 1 1,000,000 0 0 PHOTRONICS INC COMMON 719405102 461 25,000 SH DEFINED 1 25,000 0 0 PITNEY BOWES COMMON 724479100 834 21,842 SH DEFINED 1 21,842 0 0 PIXELWORKS INC COMMON 72581M107 1,024 81,300 SH DEFINED 1 81,300 0 0 PLACER DOME INC COMMON 725906101 397 31,035 SH DEFINED 1 31,035 0 0 PLANAR SYSTEMS INC COMMON 726900103 483 24,000 SH DEFINED 1 24,000 0 0 PMI GROUP INC COMMON 69344M101 1,635 26,200 SH DEFINED 1 26,200 0 0 PNC FINANCIAL SERVICES GROUP COMMON 693475105 1,448 25,297 SH DEFINED 1 25,297 0 0 POPULAR INC COMMON 733174106 1,956 62,700 SH DEFINED 1 62,700 0 0 POWER INTEGRATIONS INC COMMON 739276103 778 42,700 SH DEFINED 1 42,700 0 0 POWERWAVE TECHNOLOGIES, INC. COMMON 739363109 387 32,500 SH DEFINED 1 32,500 0 0 PPL CORPORATION COMMON 69351T106 439 13,481 SH DEFINED 1 13,481 0 0 PRAXAIR INC COMMON 74005P104 596 14,194 SH DEFINED 1 14,194 0 0 PRECISION CASTPARTS CORP COMMON 740189105 522 23,500 SH DEFINED 1 23,500 0 0 PRICE T ROWE GROUP INC COMMON 74144T108 310 10,589 SH DEFINED 1 10,589 0 0 PROCTER & GAMBLE CO COMMON 742718109 8,396 115,350 SH DEFINED 1 115,350 0 0 PROGRESS ENERGY INC COMMON 743263105 822 19,125 SH DEFINED 1 19,125 0 0 PROVIDENT FINANCIAL GROUP COMMON 743866105 379 15,000 SH DEFINED 1 15,000 0 0 PROVIDIAN FINANCIAL CORP COMMON 74406A102 505 25,050 SH DEFINED 1 25,050 0 0 PUBLIC SVC ENTERPRISE COMMON 744573106 795 18,682 SH DEFINED 1 18,682 0 0 QLOGIC CORP COMMON 747277101 246 12,929 SH DEFINED 1 12,929 0 0 QUALCOMM INC COMMON 747525103 5,782 121,626 SH DEFINED 1 121,626 0 0 QUEST DIAGNOSTICS INC COMMON 74834L100 1,246 20,200 SH DEFINED 1 20,200 0 0 QUINTILES TRANSNAT COMMON 748767100 280 19,188 SH DEFINED 1 19,188 0 0 QWEST COMMUNICATIONS INTL COMMON 749121109 5,405 323,672 SH DEFINED 1 323,672 0 0 RADIOSHACK CORP COMMON 750438103 392 16,178 SH DEFINED 1 16,178 0 0 RADWARE LTD ORD M81873107 633 72,500 SH DEFINED 1 72,500 0 0 RALSTON PURINA GROUP COMMON 751277302 895 27,294 SH DEFINED 1 27,294 0 0 RAYTHEON COMPANY COM NEW 755111507 1,323 38,060 SH DEFINED 1 38,060 0 0 REEBOK INTERNATIONAL LTD COMMON 758110100 1,505 72,725 SH DEFINED 1 72,725 0 0 REGIONS FINANCIAL CORP COMMON 758940100 564 19,548 SH DEFINED 1 19,548 0 0 RELIANT ENERGY INC COMMON 75952J108 673 25,576 SH DEFINED 1 25,576 0 0 RELIANT RESOURCES INC COMMON 75952B105 306 18,900 SH DEFINED 1 18,900 0 0 RESPIRONICS INC COMMON 761230101 1,067 30,000 SH DEFINED 1 30,000 0 0 REUTERS GROUP PLC SPNSRD ADR 76132M102 784 15,000 SH DEFINED 1 15,000 0 0 RIGHTCHOICE MANAGED CARE COMMON 76657T102 896 17,900 SH DEFINED 1 17,900 0 0 ROBERT HALF INTL COMMON 770323103 307 15,323 SH DEFINED 1 15,323 0 0 ROCKWELL COLLINS COMMON 774341101 225 15,834 SH DEFINED 1 15,834 0 0 ROCKWELL INTERNATIONAL CORP COMMON 773903109 510 34,734 SH DEFINED 1 34,734 0 0 ROHM & HAAS & CO COMMON 775371107 639 19,491 SH DEFINED 1 19,491 0 0 ROYAL DUTCH PETROLEUM COMMON 780257804 9,536 189,780 SH DEFINED 1 189,780 0 0 RPM INC OHIO COMMON 749685103 1,583 167,500 SH DEFINED 1 167,500 0 0 RUBY TUESDAY INC COMMON 781182100 3,261 207,700 SH DEFINED 1 207,700 0 0 RYDER SYSTEMS COMMON 783549108 273 13,677 SH DEFINED 1 13,677 0 0 S & P 500 DEPOSITORY RECEIPT UNIT SER 1 78462F103 3,121 29,885 SH DEFINED 1 29,885 0 0 SABRE HOLDINGS CORP CL A 785905100 309 11,568 SH DEFINED 1 11,568 0 0 SAFECO CORP. COMMON 786429100 365 12,043 SH DEFINED 1 12,043 0 0 SAFEWAY INC COMMON 786514208 8,039 202,398 SH DEFINED 1 202,398 0 0 SANMINA CORP COMMON 800907107 379 27,908 SH DEFINED 1 27,908 0 0 SARA LEE CORP COMMON 803111103 2,294 107,721 SH DEFINED 1 107,721 0 0 SBC COMMUNICATIONS INC COMMON 78387G103 23,930 507,856 SH DEFINED 1 507,856 0 0 SCHERING-PLOUGH CORP COMMON 806605101 10,396 280,226 SH DEFINED 1 280,226 0 0 SCHLUMBERGER LTD COMMON 806857108 4,292 93,927 SH DEFINED 1 93,927 0 0 SCHOOL SPECIALTY INC COMMON 807863105 1,222 40,000 SH DEFINED 1 40,000 0 0 SCHULMAN A INC COMMON 808194104 692 67,500 SH DEFINED 1 67,500 0 0 SCHWAB CHARLES CORP COMMON 808513105 1,425 123,929 SH DEFINED 1 123,929 0 0 SCIENTIFIC-ATLANTA INC COMMON 808655104 248 14,187 SH DEFINED 1 14,187 0 0 SEALED AIR CORP NEW COMMON 81211K100 2,098 57,500 SH DEFINED 1 57,500 0 0 SEARS ROEBUCK & CO COMMON 812387108 1,006 29,047 SH DEFINED 1 29,047 0 0 SEMPRA ENERGY COMMON 816851109 472 19,055 SH DEFINED 1 19,055 0 0 SEMTECH CORPORATION COMMON 816850101 2,043 72,000 SH DEFINED 1 72,000 0 0 SHAW GROUP INC COMMON 820280105 1,385 49,150 SH DEFINED 1 49,150 0 0 SHERWIN WILLIAMS CO COMMON 824348106 304 13,683 SH DEFINED 1 13,683 0 0 SICOR INC COMMON 825846108 1,328 70,300 SH DEFINED 1 70,300 0 0 SIEBEL SYSTEMS INC COMMON 826170102 2,770 212,935 SH DEFINED 1 212,935 0 0 SKYWEST INC COMMON 830879102 502 30,000 SH DEFINED 1 30,000 0 0 SMITH INTERNATIONAL INC COMMON 832110100 615 16,900 SH DEFINED 1 16,900 0 0 SOLECTRON CORPORATION COMMON 834182107 3,026 259,727 SH DEFINED 1 259,727 0 0 SONIC CORP COMMON 835451105 910 30,000 SH DEFINED 1 30,000 0 0 SONY CORP COMMON 835699307 498 15,000 SH DEFINED 1 15,000 0 0 SOUTHERN CO COMMON 842587107 1,400 58,366 SH DEFINED 1 58,366 0 0 SOUTHTRUST CORPORTATION COMMON 844730101 1,211 47,549 SH DEFINED 1 47,549 0 0 SOUTHWEST AIRLINES COMMON 844741108 6,779 456,776 SH DEFINED 1 456,776 0 0 SPRINT CORP (FON GROUP) COM FON GRP 852061100 1,888 78,636 SH DEFINED 1 78,636 0 0 SPRINT CORP (PCS GROUP) PCS COM SER 1 852061506 2,191 83,341 SH DEFINED 1 83,341 0 0 ST PAUL COS INC COMMON 792860108 773 18,745 SH DEFINED 1 18,745 0 0 STAPLES INC COMMON 855030102 5,919 444,283 SH DEFINED 1 444,283 0 0 STARBUCKS CORP COMMON 855244109 499 33,415 SH DEFINED 1 33,415 0 0 STARWOOD HOTELS & RESORTS WORLDWIDE COMMON 85590A203 478 21,713 SH DEFINED 1 21,713 0 0 STATE STREET CORPORATION COMMON 857477103 2,185 48,017 SH DEFINED 1 48,017 0 0 STEWART & STEVENSON SERVICES COMMON 860342104 722 30,000 SH DEFINED 1 30,000 0 0 STILWELL FINANCIAL INC COMMON 860831106 786 40,302 SH DEFINED 1 40,302 0 0 STRYKER CORP COMMON 863667101 4,174 78,912 SH DEFINED 1 78,912 0 0 SUN MICROSYSTEMS INC COMMON 866810104 3,998 483,376 SH DEFINED 1 483,376 0 0 SUNOCO INC. COMMON 86764P109 769 21,600 SH DEFINED 1 21,600 0 0 SUNRISE ASSISTED LIVING INC COMMON 86768K106 581 22,500 SH DEFINED 1 22,500 0 0 SUNTRUST BKS INC COMMON 867914103 1,706 25,609 SH DEFINED 1 25,609 0 0 SUPERVALU INC COMMON 868536103 265 13,082 SH DEFINED 1 13,082 0 0 SURMODICS INC COMMON 868873100 711 17,800 SH DEFINED 1 17,800 0 0 SYMBOL TECHNOLOGIES INC COMMON 871508107 207 19,756 SH DEFINED 1 19,756 0 0 SYNOPSYS INC COMMON 871607107 1,111 27,700 SH DEFINED 1 27,700 0 0 SYNOVUS FINANCIAL COMMON 87161C105 690 25,008 SH DEFINED 1 25,008 0 0 SYSCO CORP COMMON 871829107 1,523 59,632 SH DEFINED 1 59,632 0 0 TALBOTS INC COMMON 874161102 629 28,000 SH DEFINED 1 28,000 0 0 TARGET CORP COMMON 87612E106 7,098 223,552 SH DEFINED 1 223,552 0 0 TARO PHARMACEUTICAL ORD M8737E108 527 15,000 SH DEFINED 1 15,000 0 0 TEKTRONIX INC COMMON 879131100 1,541 88,100 SH DEFINED 1 88,100 0 0 TELECORP PCS INC CL A 879300101 24,941 2,257,149 SH DEFINED 1 2,257,149 0 0 TELEFONICA S A COMMON 879382208 849 25,000 SH DEFINED 1 25,000 0 0 TELLABS INC COMMON 879664100 853 86,327 SH DEFINED 1 86,327 0 0 TENET HEALTHCARE CORP COMMON 88033G100 1,740 29,174 SH DEFINED 1 29,174 0 0 TERADYNE INC COMMON 880770102 1,382 70,854 SH DEFINED 1 70,854 0 0 TEXACO INC COMMON 881694103 3,127 48,114 SH DEFINED 1 48,114 0 0 TEXAS INSTRUMENTS COMMON 882508104 3,850 154,141 SH DEFINED 1 154,141 0 0 TEXTRON INC COMMON 883203101 409 12,160 SH DEFINED 1 12,160 0 0 THERMO ELECTRON COMMON 883556102 301 16,702 SH DEFINED 1 16,702 0 0 TIFFANY AND CO COMMON 886547108 275 12,688 SH DEFINED 1 12,688 0 0 TITAN CORP COMMON 888266103 674 34,400 SH DEFINED 1 34,400 0 0 TJX COS INC COMMON 872540109 818 24,849 SH DEFINED 1 24,849 0 0 TMP WORLDWIDE INC COMMON 872941109 379 13,350 SH DEFINED 1 13,350 0 0 TOMMY HILFIGER ORD G8915Z102 304 34,000 SH DEFINED 1 34,000 0 0 TOO INC. COMMON 890333107 525 25,000 SH DEFINED 1 25,000 0 0 TORCHMARK CORP COMMON 891027104 469 12,026 SH DEFINED 1 12,026 0 0 TOYS R US CO COMMON 892335100 296 17,179 SH DEFINED 1 17,179 0 0 TRANSOCEAN SEDCO FOREX INC ORD G90078109 1,556 58,953 SH DEFINED 1 58,953 0 0 TRIBUNE CO COMMON 896047107 980 31,218 SH DEFINED 1 31,218 0 0 TRICON GLOBAL RESTAURANTS COMMON 895953107 502 12,789 SH DEFINED 1 12,789 0 0 TRIUMPH GROUP INC COMMON 896818101 1,268 54,400 SH DEFINED 1 54,400 0 0 TRW INC COMMON 872649108 319 10,712 SH DEFINED 1 10,712 0 0 TXU CORPORATION COMMON 873168108 1,010 21,812 SH DEFINED 1 21,812 0 0 TYCO INTERNATIONAL COMMON 902124106 16,497 362,566 SH DEFINED 1 362,566 0 0 TYSON FOODS INC CL A 902494103 509 50,800 SH DEFINED 1 50,800 0 0 ULTRATECH STEPPER INC COMMON 904034105 578 48,300 SH DEFINED 1 48,300 0 0 UNILEVER N.V. 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CO COMMON 982526105 1,029 20,067 SH DEFINED 1 20,067 0 0 XCEL ENERGY INC COMMON 98389B100 1,221 43,367 SH DEFINED 1 43,367 0 0 XEROX CORP COMMON 984121103 473 60,993 SH DEFINED 1 60,993 0 0 XILINX INC COMMON 983919101 692 29,390 SH DEFINED 1 29,390 0 0 XL CAPITAL LTD CL A G98255105 850 10,764 SH DEFINED 1 10,764 0 0 XTO ENERGY INC COMMON 98385X106 1,555 111,500 SH DEFINED 1 111,500 0 0 YAHOO! INC COMMON 984332106 557 63,235 SH DEFINED 1 63,235 0 0 ZIMMER HOLDINGS INC COMMON 98956P102 473 17,058 SH DEFINED 1 17,058 0 0