0001145443-13-000706.txt : 20130227 0001145443-13-000706.hdr.sgml : 20130227 20130227162528 ACCESSION NUMBER: 0001145443-13-000706 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20010630 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: 13647057 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_10.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: June 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: 561 Form 13F Information Table Value Total: US $1,674,803 (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 5,287 240,308 SH DEFINED 1 240,308 0 0 ABBOTT LABS COMMON 002824100 5,451 113,569 SH DEFINED 1 113,569 0 0 ABERCROMBIE & FITCH CO CL A 002896207 3,235 72,700 SH DEFINED 1 72,700 0 0 ACTIVISION INC COMMON 004930202 1,178 30,000 SH DEFINED 1 30,000 0 0 ADC TELECOMMUNICATIONS INC COMMON 000886101 338 51,155 SH DEFINED 1 51,155 0 0 ADOBE SYSTEMS INC COMMON 00724F101 743 15,816 SH DEFINED 1 15,816 0 0 ADVANCED DIGITAL INFO CORP COMMON 007525108 692 40,000 SH DEFINED 1 40,000 0 0 ADVANCED MICRO DEVICES INC COMMON 007903107 663 22,926 SH DEFINED 1 22,926 0 0 ADVENT SOFTWARE INC COMMON 007974108 1,270 20,000 SH DEFINED 1 20,000 0 0 AEROFLEX INC COMMON 007768104 578 55,000 SH DEFINED 1 55,000 0 0 AEROGEN INC COMMON 007779101 6,098 904,762 SH DEFINED 1 904,762 0 0 AES CORP COMMON 00130H105 1,509 35,056 SH DEFINED 1 35,056 0 0 AFFILIATED COMPUTER SVCS CL A 008190100 1,294 18,000 SH DEFINED 1 18,000 0 0 AFLAC INC COMMON 001055102 1,128 35,823 SH DEFINED 1 35,823 0 0 AGERE SYSTEMS INC CL A 00845V100 2,964 395,200 SH DEFINED 1 395,200 0 0 AGILENT TECHNOLOGIES INC COMMON 00846U101 8,890 273,551 SH DEFINED 1 273,551 0 0 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 787 17,197 SH DEFINED 1 17,197 0 0 ALBANY MOLECULAR RESEARCH COMMON 012423109 1,045 27,500 SH DEFINED 1 27,500 0 0 ALBERTSONS INC COMMON 013104104 817 27,234 SH DEFINED 1 27,234 0 0 ALCAN INC COMMON 013716105 882 20,986 SH DEFINED 1 20,986 0 0 ALCOA INC COMMON 013817101 2,397 60,838 SH DEFINED 1 60,838 0 0 ALLEGIANCE TELECOM INC COMMON 01747T102 336 22,375 SH DEFINED 1 22,375 0 0 ALLIANCE RESOURCE PARTNERS UTD LTD PART 01877R108 455 20,000 SH DEFINED 1 20,000 0 0 ALLIANT TECHSYSTEMS INC COMMON 018804104 1,573 17,500 SH DEFINED 1 17,500 0 0 ALLIED WASTE INDUSTRIES INC COMMON 019589308 519 27,784 SH DEFINED 1 27,784 0 0 ALLSTATE CORP COMMON 020002101 2,224 50,553 SH DEFINED 1 50,553 0 0 ALLTEL COMMON 020039103 1,344 21,939 SH DEFINED 1 21,939 0 0 ALTERA CORP COMMON 021441100 748 25,790 SH DEFINED 1 25,790 0 0 AMDOCS LTD ORD G02602103 2,423 45,000 SH DEFINED 1 45,000 0 0 AMEREN CORP COMMON 023608102 494 11,561 SH DEFINED 1 11,561 0 0 AMERICAN CAPITAL STRATEGIES COMMON 024937104 926 33,000 SH DEFINED 1 33,000 0 0 AMERICAN EAGLE OUTFITTERS COMMON 02553E106 793 22,500 SH DEFINED 1 22,500 0 0 AMERICAN ELECTRIC POWER COMMON 025537101 968 20,974 SH DEFINED 1 20,974 0 0 AMERICAN EXPRESS COMPANY COMMON 025816109 3,536 91,143 SH DEFINED 1 91,143 0 0 AMERICAN GEN CORP COMMON 026351106 1,625 34,989 SH DEFINED 1 34,989 0 0 AMERICAN HOME PRODUCTS CORP COMMON 026609107 8,559 145,989 SH DEFINED 1 145,989 0 0 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 34,654 404,802 SH DEFINED 1 404,802 0 0 AMERICAN ITALIAN PASTA CO CL A 027070101 1,299 28,000 SH DEFINED 1 28,000 0 0 AMERICAN MEDICAL SYS HLDGS COMMON 02744M108 1,535 100,000 SH DEFINED 1 100,000 0 0 AMERICAN PWR CONVERSION CORP COMMON 029066107 874 55,500 SH DEFINED 1 55,500 0 0 AMERISOURCE HEALTH CORP CL A 03071P102 1,106 20,000 SH DEFINED 1 20,000 0 0 AMETEK INC COMMON 031100100 1,375 45,000 SH DEFINED 1 45,000 0 0 AMGEN COMMON 031162100 4,281 70,545 SH DEFINED 1 70,545 0 0 AMSOUTH BANCORPORATION COMMON 032165102 467 25,237 SH DEFINED 1 25,237 0 0 ANADARKO PETE CORP COMMON 032511107 889 16,489 SH DEFINED 1 16,489 0 0 ANALOG DEVICES INC COMMON 032654105 1,062 24,555 SH DEFINED 1 24,555 0 0 ANCHOR GAMING COMMON 033037102 1,292 20,000 SH DEFINED 1 20,000 0 0 ANHEUSER BUSCH COMMON 035229103 2,565 62,261 SH DEFINED 1 62,261 0 0 AOL TIME WARNER INC COMMON 00184A105 15,800 298,105 SH DEFINED 1 298,105 0 0 AON CORP COMMON 037389103 573 16,381 SH DEFINED 1 16,381 0 0 APOLLO GROUP INC. CL A 037604105 2,938 69,200 SH DEFINED 1 69,200 0 0 APPLE COMPUTER INC COMMON 037833100 1,072 46,088 SH DEFINED 1 46,088 0 0 APPLERA CORP COM AP BIO GRP 038020103 390 14,566 SH DEFINED 1 14,566 0 0 APPLIED MATERIALS INC COMMON 038222105 4,274 87,041 SH DEFINED 1 87,041 0 0 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 6,757 392,876 SH DEFINED 1 392,876 0 0 APRIA HEALTHCARE GROUP INC COMMON 037933108 1,443 50,000 SH DEFINED 1 50,000 0 0 ARCHER DANIELS - MIDLAND CO COMMON 039483102 525 40,243 SH DEFINED 1 40,243 0 0 ARQULE INC COMMON 04269E107 1,300 60,000 SH DEFINED 1 60,000 0 0 ASTORIA FINANCIAL CORP COMMON 046265104 2,888 52,500 SH DEFINED 1 52,500 0 0 ASYST TECHNOLOGIES INC COMMON 04648X107 540 40,000 SH DEFINED 1 40,000 0 0 AURORA BIOSCIENCES CORP COMMON 051920106 930 30,000 SH DEFINED 1 30,000 0 0 AUTODESK INC COMMON 052769106 1,306 35,000 SH DEFINED 1 35,000 0 0 AUTOMATIC DATA PROCESSING INC COMMON 053015103 2,082 41,885 SH DEFINED 1 41,885 0 0 AVAYA INC COMMON 053499109 271 19,777 SH DEFINED 1 19,777 0 0 AVERY DENNISON CORP COMMON 053611109 664 13,000 SH DEFINED 1 13,000 0 0 AVON PRODUCTS COMMON 054303102 737 15,923 SH DEFINED 1 15,923 0 0 BAKER HUGHES INC COMMON 057224107 777 23,188 SH DEFINED 1 23,188 0 0 BANK OF AMERICA CORP COMMON 060505104 6,570 109,447 SH DEFINED 1 109,447 0 0 BANK OF NEW YORK COMMON 064057102 12,708 264,749 SH DEFINED 1 264,749 0 0 BANK ONE CORP COMMON 06423A103 4,050 113,133 SH DEFINED 1 113,133 0 0 BARRICK GOLD CORP COMMON 067901108 427 28,212 SH DEFINED 1 28,212 0 0 BAXTER INTERNATIONAL INC COMMON 071813109 12,530 254,522 SH DEFINED 1 254,522 0 0 BB&T CORPORATION COMMON 054937107 960 26,154 SH DEFINED 1 26,154 0 0 BCE INC COMMON 05534B109 660 25,100 SH DEFINED 1 25,100 0 0 BEA SYSTEMS INC COMMON 073325102 3,387 110,300 SH DEFINED 1 110,300 0 0 BEBE STORES INC COMMON 075571109 350 12,000 SH DEFINED 1 12,000 0 0 BECTON DICKINSON COMMON 075887109 597 16,678 SH DEFINED 1 16,678 0 0 BED BATH & BEYOND COMMON 075896100 578 18,537 SH DEFINED 1 18,537 0 0 BELLSOUTH CORP COMMON 079860102 5,024 124,747 SH DEFINED 1 124,747 0 0 BEST BUY INC COMMON 086516101 887 13,960 SH DEFINED 1 13,960 0 0 BIOGEN INC COMMON 090597105 558 10,259 SH DEFINED 1 10,259 0 0 BIOMET INC COMMON 090613100 610 12,700 SH DEFINED 1 12,700 0 0 BIOSITE DIAGNOSTICS INC COMMON 090945106 1,008 22,500 SH DEFINED 1 22,500 0 0 BJ'S WHOLESALE CLUB INC COMMON 05548J106 2,924 54,900 SH DEFINED 1 54,900 0 0 BMC SOFTWARE INC COMMON 055921100 376 16,662 SH DEFINED 1 16,662 0 0 BOEING COMPANY COMMON 097023105 3,259 58,617 SH DEFINED 1 58,617 0 0 BOSTON SCIENTIFIC COMMON 101137107 457 26,889 SH DEFINED 1 26,889 0 0 BP AMOCO PLC SPNSRD ADR 055622104 7,004 140,500 SH DEFINED 1 140,500 0 0 BRISTOL MYERS SQUIBB CO COMMON 110122108 10,712 204,809 SH DEFINED 1 204,809 0 0 BROADCOM CORP CL A 111320107 767 17,948 SH DEFINED 1 17,948 0 0 BURLINGTON NORTHERN SANTA FE CORP COMMON 12189T104 796 26,274 SH DEFINED 1 26,274 0 0 BURLINGTON RESOURCES INC COMMON 122014103 582 14,647 SH DEFINED 1 14,647 0 0 CABLETRON SYS INC COMMON 126920107 310 13,559 SH DEFINED 1 13,559 0 0 CALPINE CORPORATION COMMON 131347106 3,281 86,795 SH DEFINED 1 86,795 0 0 CAMPBELL SOUP CO LTD COMMON 134429109 707 27,449 SH DEFINED 1 27,449 0 0 CAPITAL ONE FINL CO. COMMON 14040H105 830 13,803 SH DEFINED 1 13,803 0 0 CARDINAL HEALTH CARE COMMON 14149Y108 2,042 29,587 SH DEFINED 1 29,587 0 0 CAREER EDUCATION CORP COMMON 141665109 1,198 20,000 SH DEFINED 1 20,000 0 0 CAREMARK RX INC COMMON 141705103 1,086 66,000 SH DEFINED 1 66,000 0 0 CARNIVAL CRUISE LINES COMMON 143658102 7,775 253,261 SH DEFINED 1 253,261 0 0 CATERPILLAR INC COMMON 149123101 1,249 24,956 SH DEFINED 1 24,956 0 0 CBRL GROUP INC COMMON 12489V106 297 17,500 SH DEFINED 1 17,500 0 0 CELL GENESYS INC COMMON 150921104 1,078 52,600 SH DEFINED 1 52,600 0 0 CENDANT CORP COMMON 151313103 1,080 55,377 SH DEFINED 1 55,377 0 0 CHARTER COMMUNICATIONS INC. CL A 16117M107 1,649 70,600 SH DEFINED 1 70,600 0 0 CHARTER ONE FINL COMMON 160903100 403 12,646 SH DEFINED 1 12,646 0 0 CHECKPOINT SYSTEMS INC COMMON 162825103 712 40,000 SH DEFINED 1 40,000 0 0 CHEVRON CORP COMMON 166751107 3,934 43,471 SH DEFINED 1 43,471 0 0 CHICO'S FAS INC COMMON 168615102 968 32,550 SH DEFINED 1 32,550 0 0 CHIRON CORP COMMON 170040109 627 12,301 SH DEFINED 1 12,301 0 0 CHUBB CORP COMMON 171232101 853 11,015 SH DEFINED 1 11,015 0 0 CHURCH & DWIGHT CO., INC. COMMON 171340102 822 32,300 SH DEFINED 1 32,300 0 0 CIENA CORP COMMON 171779101 4,621 121,600 SH DEFINED 1 121,600 0 0 CIGNA CORP COMMON 125509109 11,242 117,319 SH DEFINED 1 117,319 0 0 CINCINNATI FINANCIAL CORP COMMON 172062101 448 11,344 SH DEFINED 1 11,344 0 0 CINERGY CORP COMMON 172474108 496 14,184 SH DEFINED 1 14,184 0 0 CINTAS CORP COMMON 172908105 505 10,915 SH DEFINED 1 10,915 0 0 CIRCUIT CITY STORES INC CIRCT CITY GRP 172737108 3,041 168,918 SH DEFINED 1 168,918 0 0 CISCO SYSTEMS INC COMMON 17275R102 13,888 763,093 SH DEFINED 1 763,093 0 0 CITIGROUP INC COMMON 172967101 37,709 713,643 SH DEFINED 1 713,643 0 0 CITIZENS COMMUNICATIONS CO COMMON 17453B101 216 17,884 SH DEFINED 1 17,884 0 0 CITRIX SYS INC COMMON 177376100 450 12,880 SH DEFINED 1 12,880 0 0 CLEAR CHANNEL COMMUN COMMON 184502102 2,478 39,515 SH DEFINED 1 39,515 0 0 CLOROX CO COMMON 189054109 542 16,024 SH DEFINED 1 16,024 0 0 COCA COLA CO. COMMON 191216100 7,524 167,192 SH DEFINED 1 167,192 0 0 COCA COLA ENTERPRISES COMMON 191219104 485 29,650 SH DEFINED 1 29,650 0 0 COGNIZANT TECH SOLUTIONS CRP CL A 192446102 934 22,000 SH DEFINED 1 22,000 0 0 COLGATE-PALMOLIVE COMMON 194162103 2,223 37,686 SH DEFINED 1 37,686 0 0 COMCAST CORP CL A SPL 200300200 2,857 65,834 SH DEFINED 1 65,834 0 0 COMERICA INC COMMON 200340107 646 11,219 SH DEFINED 1 11,219 0 0 COMMERCE BANCSHARES INC COMMON 200525103 1,112 30,125 SH DEFINED 1 30,125 0 0 COMPAQ COMPUTER CORPORATION COMMON 204493100 1,776 115,910 SH DEFINED 1 115,910 0 0 COMPUTER ASSOCIATES INTL INC COMMON 204912109 1,435 39,864 SH DEFINED 1 39,864 0 0 COMPUTER NETWORK TECH CORP COMMON 204925101 552 52,000 SH DEFINED 1 52,000 0 0 COMPUTER SCIENCES CORP COMMON 205363104 387 11,193 SH DEFINED 1 11,193 0 0 COMPUWARE CORP COMMON 205638109 373 26,669 SH DEFINED 1 26,669 0 0 COMVERSE TECHNOLOGY COM PAR $0.10 205862402 660 11,560 SH DEFINED 1 11,560 0 0 CONAGRA FOODS INC COMMON 205887102 683 34,483 SH DEFINED 1 34,483 0 0 CONCORD EFS INC COMMON 206197105 738 14,185 SH DEFINED 1 14,185 0 0 CONOCO INC CL A 208251306 9,506 337,100 SH DEFINED 1 337,100 0 0 CONOCO INC CL B 208251405 1,661 57,463 SH DEFINED 1 57,463 0 0 CONSECO INC COMMON 208464107 336 24,259 SH DEFINED 1 24,259 0 0 CONSOLIDATED EDISON INC COMMON 209115104 567 14,237 SH DEFINED 1 14,237 0 0 CONSTELLATION BRANDS INC CL A 21036P108 1,230 30,000 SH DEFINED 1 30,000 0 0 CONVERGYS CORPORATION COMMON 212485106 332 10,977 SH DEFINED 1 10,977 0 0 COOPER COMPANIES INC COM NEW 216648402 1,028 20,000 SH DEFINED 1 20,000 0 0 COPART INC. COMMON 217204106 702 24,000 SH DEFINED 1 24,000 0 0 CORINTHIAN COLLEGES INC COMMON 218868107 941 20,000 SH DEFINED 1 20,000 0 0 CORNING INCORPORATED COMMON 219350105 5,166 309,183 SH DEFINED 1 309,183 0 0 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 840 20,000 SH DEFINED 1 20,000 0 0 COSTCO WHOLESALE CORP COMMON 22160K105 1,274 31,010 SH DEFINED 1 31,010 0 0 COUNTRYWIDE CREDIT COMMON 222372104 3,469 75,600 SH DEFINED 1 75,600 0 0 CREDENCE SYSTEMS CORP COMMON 225302108 727 30,000 SH DEFINED 1 30,000 0 0 CSG SYSTEMS INTL INC COMMON 126349109 965 17,000 SH DEFINED 1 17,000 0 0 CSX CORPORATION COMMON 126408103 508 14,007 SH DEFINED 1 14,007 0 0 CVS CORP DELAWARE COMMON 126650100 10,526 272,703 SH DEFINED 1 272,703 0 0 CYTYC CORPORATION COMMON 232946103 1,037 45,000 SH DEFINED 1 45,000 0 0 DAL-TILE INTERNATIONAL INC COMMON 23426R108 523 28,200 SH DEFINED 1 28,200 0 0 DANA CORP COMMON 235811106 234 10,011 SH DEFINED 1 10,011 0 0 DARDEN RESTAURANTS COMMON 237194105 1,348 48,300 SH DEFINED 1 48,300 0 0 DEERE + CO COMMON 244199105 2,952 77,991 SH DEFINED 1 77,991 0 0 DELL COMPUTER CORP COMMON 247025109 4,609 176,263 SH DEFINED 1 176,263 0 0 DELPHI AUTOMOTIVE SYSTEMS CORP COMMON 247126105 599 37,617 SH DEFINED 1 37,617 0 0 DEUTSCHE TELEKOM AG SPNSRD ADR 251566105 1,813 79,124 SH DEFINED 1 79,124 0 0 DEVON ENERGY CORPORATION COMMON 25179M103 2,436 46,400 SH DEFINED 1 46,400 0 0 DIAGEO PLC SPON ADR NEW 25243Q205 1,907 43,400 SH DEFINED 1 43,400 0 0 DISNEY (WALT) CO COMMON 254687106 4,093 141,680 SH DEFINED 1 141,680 0 0 DOLLAR GENERAL CP COMMON 256669102 421 21,608 SH DEFINED 1 21,608 0 0 DOMINION RES INC VA COMMON 25746U109 1,652 27,479 SH DEFINED 1 27,479 0 0 DOVER CORP COMMON 260003108 506 13,440 SH DEFINED 1 13,440 0 0 DOW CHEMICAL CO COMMON 260543103 1,943 58,445 SH DEFINED 1 58,445 0 0 DSP GROUP COMMON 23332B106 1,931 90,000 SH DEFINED 1 90,000 0 0 DST SYSTEMS INC COMMON 233326107 1,360 25,800 SH DEFINED 1 25,800 0 0 DTE ENERGY COMMON 233331107 547 11,770 SH DEFINED 1 11,770 0 0 DUKE ENERGY CORP COMMON 264399106 10,142 259,982 SH DEFINED 1 259,982 0 0 DUPONT (E.I.) DE NEMOURS & CO COMMON 263534109 3,463 71,788 SH DEFINED 1 71,788 0 0 DYNEGY INC CL A 26816Q101 967 21,260 SH DEFINED 1 21,260 0 0 E M C CORP MASS COMMON 268648102 13,253 455,203 SH DEFINED 1 455,203 0 0 EASTMAN KODAK COMMON 277461109 1,032 22,118 SH DEFINED 1 22,118 0 0 ECOLAB INC COMMON 278865100 750 18,300 SH DEFINED 1 18,300 0 0 EDISON INTL COMMON 281020107 223 20,023 SH DEFINED 1 20,023 0 0 EL PASO CORPORATION COMMON 28336L109 10,396 197,877 SH DEFINED 1 197,877 0 0 ELASTIC NETWORKS INC COMMON 284159100 2,604 1,407,394 SH DEFINED 1 1,407,394 0 0 ELECTRONIC DATA SYSTEMS COMMON 285661104 1,978 31,641 SH DEFINED 1 31,641 0 0 EMERSON ELECTRIC CO COMMON 291011104 3,468 57,322 SH DEFINED 1 57,322 0 0 ENRON CORP COMMON 293561106 16,946 345,732 SH DEFINED 1 345,732 0 0 ENTERGY CORP COMMON 29364G103 574 14,942 SH DEFINED 1 14,942 0 0 EOG RESOURCES INC COMMON 26875P101 818 23,000 SH DEFINED 1 23,000 0 0 EQUITY OFFICE PROPERTIES TR COMMON 294741103 408 12,900 SH DEFINED 1 12,900 0 0 ERICSSON L M TEL CO ADR CL B SEK 10 294821400 1,247 230,000 SH DEFINED 1 230,000 0 0 ESCO TECHNOLOGIES INC COMMON 296315104 1,004 33,300 SH DEFINED 1 33,300 0 0 ESPEED INC CL A 296643109 462 21,000 SH DEFINED 1 21,000 0 0 EVEREST RE GROUP LTD COMMON G3223R108 2,902 38,800 SH DEFINED 1 38,800 0 0 EXELON CORPORATION COMMON 30161N101 1,402 21,858 SH DEFINED 1 21,858 0 0 EXPEDITORS INTL WASH INC COMMON 302130109 900 15,000 SH DEFINED 1 15,000 0 0 EXTENDED STAY AMERICA INC COMMON 30224P101 399 26,600 SH DEFINED 1 26,600 0 0 EXXON MOBIL CORP COMMON 30231G102 20,448 234,094 SH DEFINED 1 234,094 0 0 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 668 18,700 SH DEFINED 1 18,700 0 0 FEDERAL HOME LOAN MTG CORP COMMON 313400301 3,233 47,508 SH DEFINED 1 47,508 0 0 FEDERAL NATIONAL MTG ASSOCIATION COMMON 313586109 24,516 288,011 SH DEFINED 1 288,011 0 0 FEDERATED DEPARTMENT STORES INC COMMON 31410H101 564 13,275 SH DEFINED 1 13,275 0 0 FEDERATED INVESTORS INC CL B 314211103 1,185 36,800 SH DEFINED 1 36,800 0 0 FEDEX CORP COMMON 31428X106 802 19,944 SH DEFINED 1 19,944 0 0 FIDELITY NATL FINL COMMON 316326107 2,118 86,200 SH DEFINED 1 86,200 0 0 FIFTH THIRD BANKCORP COMMON 316773100 2,279 37,953 SH DEFINED 1 37,953 0 0 FIRST DATA CORP COMMON 319963104 1,730 26,881 SH DEFINED 1 26,881 0 0 FIRST HEALTH GROUP CORP COMMON 320960107 1,206 50,000 SH DEFINED 1 50,000 0 0 FIRST UNION CORP COMMON 337358105 2,402 68,756 SH DEFINED 1 68,756 0 0 FIRSTENERGY CORP COMMON 337932107 508 15,803 SH DEFINED 1 15,803 0 0 FISERV INC COMMON 337738108 761 11,900 SH DEFINED 1 11,900 0 0 FLEETBOSTON FINL CORP COMMON 339030108 6,857 173,810 SH DEFINED 1 173,810 0 0 FORD MOTOR CREDIT COMMON 345370860 3,370 137,266 SH DEFINED 1 137,266 0 0 FOREST LABORATORIES INC COMMON 345838106 3,512 49,469 SH DEFINED 1 49,469 0 0 FPL GROUP INC COMMON 302571104 663 11,012 SH DEFINED 1 11,012 0 0 FRANKLIN RESOURCES INC COMMON 354613101 781 17,060 SH DEFINED 1 17,060 0 0 GADZOOKS INC COMMON 362553109 655 50,000 SH DEFINED 1 50,000 0 0 GALILEO INTERNATIONAL INC COMMON 363547100 1,037 31,900 SH DEFINED 1 31,900 0 0 GALLAGHER (ARTHUR J.) & CO COMMON 363576109 1,108 42,600 SH DEFINED 1 42,600 0 0 GANNETT INC DEL COMMON 364730101 1,219 18,493 SH DEFINED 1 18,493 0 0 GAP INC COMMON 364760108 1,695 58,465 SH DEFINED 1 58,465 0 0 GATEWAY INC COMMON 367626108 360 21,866 SH DEFINED 1 21,866 0 0 GAYLORD ENTMT CO NEW COMMON 367905106 1,094 38,000 SH DEFINED 1 38,000 0 0 GENERAL DYNAMICS CORP COMMON 369550108 1,829 23,507 SH DEFINED 1 23,507 0 0 GENERAL ELECTRIC CO COMMON 369604103 51,371 1,053,773 SH DEFINED 1 1,053,773 0 0 GENERAL GROWTH PROPERTIES COMMON 370021107 405 10,300 SH DEFINED 1 10,300 0 0 GENERAL MILLS INC COMMON 370334104 835 19,079 SH DEFINED 1 19,079 0 0 GENERAL MOTORS CORP COMMON 370442105 2,389 37,129 SH DEFINED 1 37,129 0 0 GENERAL MTRS CORP COMMON 370442832 2,379 117,500 SH DEFINED 1 117,500 0 0 GENESCO INC COMMON 371532102 840 25,000 SH DEFINED 1 25,000 0 0 GENUINE PARTS CO COMMON 372460105 334 10,602 SH DEFINED 1 10,602 0 0 GEORGIA PACIFIC GROUP COM GA PAC GRP 373298108 516 15,236 SH DEFINED 1 15,236 0 0 GILLETTE COMPANY COMMON 375766102 4,859 167,617 SH DEFINED 1 167,617 0 0 GLOBAL CROSSING LTD COMMON G3921A100 4,717 545,922 SH DEFINED 1 545,922 0 0 GOLDEN STATE BANCORP COMMON 381197102 616 20,000 SH DEFINED 1 20,000 0 0 GOLDEN WEST FINANCIAL CORP COMMON 381317106 3,365 52,389 SH DEFINED 1 52,389 0 0 GREENPOINT FINANCIAL CORP COMMON 395384100 768 20,000 SH DEFINED 1 20,000 0 0 GUIDANT CORP COMMON 401698105 766 21,267 SH DEFINED 1 21,267 0 0 GUILFORD PHARMACEUTICALS INC COMMON 401829106 704 20,700 SH DEFINED 1 20,700 0 0 HALLIBURTON COMMON 406216101 1,036 29,100 SH DEFINED 1 29,100 0 0 HARLEY-DAVIDSON INC COMMON 412822108 3,731 79,254 SH DEFINED 1 79,254 0 0 HARRIS CORPORATION COMMON 413875105 1,306 48,000 SH DEFINED 1 48,000 0 0 HARTFORD FINANCIAL SERVICES GROUP INC COMMON 416515104 1,053 15,389 SH DEFINED 1 15,389 0 0 HCA INC COMMON 404119109 1,670 36,964 SH DEFINED 1 36,964 0 0 HEALTH NET INC COMMON 42222G108 922 53,000 SH DEFINED 1 53,000 0 0 HEALTHSOUTH CORP COMMON 421924101 427 26,750 SH DEFINED 1 26,750 0 0 HEINZ H J CO COMMON 423074103 2,512 61,445 SH DEFINED 1 61,445 0 0 HENRY (JACK) & ASSOCIATES COMMON 426281101 1,860 60,000 SH DEFINED 1 60,000 0 0 HENRY SCHEIN INC COMMON 806407102 1,078 26,900 SH DEFINED 1 26,900 0 0 HERSHEY FOODS CORP COMMON 427866108 2,596 42,061 SH DEFINED 1 42,061 0 0 HEWLETT-PACKARD CO COMMON 428236103 5,798 202,739 SH DEFINED 1 202,739 0 0 HILTON HOTELS COMMON 432848109 279 24,035 SH DEFINED 1 24,035 0 0 HOME DEPOT INC COMMON 437076102 7,309 157,015 SH DEFINED 1 157,015 0 0 HONEYWELL INTERNATIONAL INC COMMON 438516106 9,730 278,067 SH DEFINED 1 278,067 0 0 HOT TOPIC INC COMMON 441339108 1,151 37,000 SH DEFINED 1 37,000 0 0 HOUSEHOLD INTERNATIONAL INC COMMON 441815107 2,078 31,152 SH DEFINED 1 31,152 0 0 HUNTINGTON BANCSHARE COMMON 446150104 247 15,087 SH DEFINED 1 15,087 0 0 IDEC PHARMACEUTICALS CORP COMMON 449370105 2,227 32,900 SH DEFINED 1 32,900 0 0 ILEX ONCOLOGY INC COMMON 451923106 822 27,500 SH DEFINED 1 27,500 0 0 ILLINOIS TOOL WKS INC COMMON 452308109 1,417 22,384 SH DEFINED 1 22,384 0 0 IMMUNOGEN INC COMMON 45253H101 400 20,000 SH DEFINED 1 20,000 0 0 IMS HEALTH INC COMMON 449934108 2,175 76,327 SH DEFINED 1 76,327 0 0 INDEPENDENCE COMMUNITY BANK COMMON 453414104 494 25,000 SH DEFINED 1 25,000 0 0 INTEL CORP COMMON 458140100 13,313 455,142 SH DEFINED 1 455,142 0 0 INTERCEPT GROUP INC. COMMON 45845L107 1,045 27,500 SH DEFINED 1 27,500 0 0 INTERNATIONAL BUSINESS MACHINES CORP COMMON 459200101 13,376 118,376 SH DEFINED 1 118,376 0 0 INTERNATIONAL PAPER CO COMMON 460146103 1,147 32,142 SH DEFINED 1 32,142 0 0 INTERPUBLIC GROUP COS COMMON 460690100 611 20,822 SH DEFINED 1 20,822 0 0 INTERSIL CORP CL A 46069S109 1,456 40,000 SH DEFINED 1 40,000 0 0 INTL GAME TECHNOLOGY COMMON 459902102 3,119 49,700 SH DEFINED 1 49,700 0 0 INTUIT INC COMMON 461202103 536 13,408 SH DEFINED 1 13,408 0 0 ISHARES MSCI AUSTRALIA INDEX MSCI AUSTRALIA 464286103 281 29,000 SH DEFINED 1 29,000 0 0 ISHARES MSCI FRANCE INDEX MSCI FRANCE 464286707 1,001 50,036 SH DEFINED 1 50,036 0 0 ISHARES MSCI GERMANY INDEX MSCI GERMANY 464286806 815 49,085 SH DEFINED 1 49,085 0 0 ISHARES MSCI ITALY INDEX MSCI ITALY 464286855 427 23,860 SH DEFINED 1 23,860 0 0 ISHARES MSCI JAPAN INDEX MSCI JAPAN 464286848 2,115 206,711 SH DEFINED 1 206,711 0 0 ISHARES MSCI NETHERLANDS INDEX MSCI NETHERLNDS 464286814 487 25,310 SH DEFINED 1 25,310 0 0 ISHARES MSCI SPAIN INDEX MSCI SPAIN 464286764 317 14,900 SH DEFINED 1 14,900 0 0 ISHARES MSCI SWEDEN INDEX MSCI SWEDON 464286756 230 17,000 SH DEFINED 1 17,000 0 0 ISHARES MSCI SWITZERLAND INDEX MSCI SWITZERLD 464286749 602 44,762 SH DEFINED 1 44,762 0 0 ISHARES MSCI UNITED KINGDOM INDEX MSCI UTD KINGDOM 464286699 1,991 126,419 SH DEFINED 1 126,419 0 0 ISHARES S&P 500/BARRA GROWTH INDEX FUND S&P500/BAR GRW 464287309 1,344 21,904 SH DEFINED 1 21,904 0 0 ISHARES S&P 500/BARRA VALUE INDEX FUND S&P500/BAR VAL 464287408 829 13,412 SH DEFINED 1 13,412 0 0 JABIL CIRCUIT INC COMMON 466313103 385 12,465 SH DEFINED 1 12,465 0 0 JACOBS ENGINEERING GROUP INC COMMON 469814107 1,305 20,000 SH DEFINED 1 20,000 0 0 JDS UNIPHASE CORP COMMON 46612J101 4,979 398,337 SH DEFINED 1 398,337 0 0 JEFFERIES GROUP, INC. COMMON 472319102 635 19,600 SH DEFINED 1 19,600 0 0 JEFFERSON PILOT CORP COMMON 475070108 546 11,291 SH DEFINED 1 11,291 0 0 JOHN HANCOCK FINANCIAL SERVICES COMMON 41014S106 1,289 32,017 SH DEFINED 1 32,017 0 0 JOHNSON + JOHNSON COMMON 478160104 24,379 487,587 SH DEFINED 1 487,587 0 0 JP MORGAN CHASE & CO COMMON 46625H100 6,659 149,294 SH DEFINED 1 149,294 0 0 JUNIPER NETWORKS INC COMMON 48203R104 5,906 189,900 SH DEFINED 1 189,900 0 0 K MART CORP COMMON 482584109 402 35,015 SH DEFINED 1 35,015 0 0 KELLOGG CO COMMON 487836108 725 25,005 SH DEFINED 1 25,005 0 0 KEY ENERGY SERVICES COMMON 492914106 542 50,000 SH DEFINED 1 50,000 0 0 KEYCORP COMMON 493267108 766 29,420 SH DEFINED 1 29,420 0 0 KEYSPAN CORPORATION COMMON 49337W100 2,867 78,600 SH DEFINED 1 78,600 0 0 KIMBERLY-CLARK CORP COMMON 494368103 1,969 35,227 SH DEFINED 1 35,227 0 0 KING PHARMACEUTICALS INC COMMON 495582108 597 11,108 SH DEFINED 1 11,108 0 0 KLA-TENCORP CORP COMMON 482480100 2,768 47,347 SH DEFINED 1 47,347 0 0 KOHLS CORPORATION COMMON 500255104 11,815 188,345 SH DEFINED 1 188,345 0 0 KRAFT FOODS INC CL A 50075N104 800 25,800 SH DEFINED 1 25,800 0 0 KROGER CO COMMON 501044101 12,247 489,886 SH DEFINED 1 489,886 0 0 L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 916 12,000 SH DEFINED 1 12,000 0 0 LAFARGE CORP COMMON 505862102 3,351 100,000 SH DEFINED 1 100,000 0 0 LEGGET & PLATT COMMON 524660107 275 12,502 SH DEFINED 1 12,502 0 0 LEHMAN BROS HLDGS COMMON 524908100 1,279 16,556 SH DEFINED 1 16,556 0 0 LENNAR CORP COMMON 526057104 2,489 59,700 SH DEFINED 1 59,700 0 0 LEXMARK INTERNATIONAL INC CL A 529771107 2,065 30,700 SH DEFINED 1 30,700 0 0 LILLY ELI & CO COMMON 532457108 5,636 76,167 SH DEFINED 1 76,167 0 0 LIMITED INC COMMON 532716107 443 26,812 SH DEFINED 1 26,812 0 0 LINCOLN NATL CORP IND COMMON 534187109 642 12,412 SH DEFINED 1 12,412 0 0 LINEAR TECHNOLOGY INC COMMON 535678106 6,822 154,269 SH DEFINED 1 154,269 0 0 LOCKHEED MARTIN COMMON 539830109 4,361 117,704 SH DEFINED 1 117,704 0 0 LOEWS CORP COMMON 540424108 940 14,586 SH DEFINED 1 14,586 0 0 LOWE'S COMPANIES INC COMMON 548661107 11,136 153,488 SH DEFINED 1 153,488 0 0 LSI LOGIC CORP COMMON 502161102 450 23,933 SH DEFINED 1 23,933 0 0 LUCENT TECHNOLOGIES INC COMMON 549463107 1,446 232,873 SH DEFINED 1 232,873 0 0 MACROVISION CORP COMMON 555904101 1,980 28,900 SH DEFINED 1 28,900 0 0 MANOR CARE INC COMMON 564055101 794 25,000 SH DEFINED 1 25,000 0 0 MANPOWER INC WIS COMMON 56418H100 2,781 93,000 SH DEFINED 1 93,000 0 0 MAPINFO CORP COMMON 565105103 825 37,500 SH DEFINED 1 37,500 0 0 MARINE DRILLING COM PAR $0.01 568240204 573 30,000 SH DEFINED 1 30,000 0 0 MARRIOTT INTL INC CL A 571903202 766 16,182 SH DEFINED 1 16,182 0 0 MARSH & MCLENNAN CO INC COMMON 571748102 11,587 114,720 SH DEFINED 1 114,720 0 0 MASCO CORPORATION COMMON 574599106 741 29,675 SH DEFINED 1 29,675 0 0 MATSUSHITA ELEC INDL LTD ADR COMMON 576879209 777 49,200 SH DEFINED 1 49,200 0 0 MATTEL INC COMMON 577081102 540 28,553 SH DEFINED 1 28,553 0 0 MAXIM INTEGRATED PRODUCTS COMMON 57772K101 986 22,298 SH DEFINED 1 22,298 0 0 MAY DEPT STORES COMMON 577778103 769 22,457 SH DEFINED 1 22,457 0 0 MBIA INC COMMON 55262C100 588 10,561 SH DEFINED 1 10,561 0 0 MBNA CORP COMMON 55262L100 11,679 354,363 SH DEFINED 1 354,363 0 0 MCDONALD'S CORP COMMON 580135101 2,336 86,323 SH DEFINED 1 86,323 0 0 MCGRAW HILL INC COMMON 580645109 8,896 134,486 SH DEFINED 1 134,486 0 0 MCKESSON HBOC INC COMMON 58155Q103 701 18,876 SH DEFINED 1 18,876 0 0 MEDIMMUNE INC COMMON 584699102 658 13,947 SH DEFINED 1 13,947 0 0 MEDTRONIC INC COMMON 585055106 6,333 137,646 SH DEFINED 1 137,646 0 0 MELLON BANK COMMON 58551A108 1,462 32,622 SH DEFINED 1 32,622 0 0 MENTOR GRAPHICS CORP COMMON 587200106 665 38,000 SH DEFINED 1 38,000 0 0 MERCK + CO INC COMMON 589331107 11,481 179,647 SH DEFINED 1 179,647 0 0 MERCURY COMPUTER SYSTEMS, INC. COMMON 589378108 882 20,000 SH DEFINED 1 20,000 0 0 MEREDITH CORP COMMON 589433101 2,381 66,500 SH DEFINED 1 66,500 0 0 MERRILL LYNCH & CO COMMON 590188108 11,630 196,292 SH DEFINED 1 196,292 0 0 METLIFE INC COMMON 59156R108 1,569 50,635 SH DEFINED 1 50,635 0 0 METTLER-TOLEDO INTERNATIONAL COMMON 592688105 1,263 29,200 SH DEFINED 1 29,200 0 0 MGM MIRAGE COMMON 552953101 2,708 90,400 SH DEFINED 1 90,400 0 0 MICROMUSE INC. COMMON 595094103 2,088 74,600 SH DEFINED 1 74,600 0 0 MICRON TECHNOLOGY INC COMMON 595112103 1,655 40,276 SH DEFINED 1 40,276 0 0 MICROSOFT CORP COMMON 594918104 45,572 624,275 SH DEFINED 1 624,275 0 0 MID ATLANTIC MEDICAL SERVICES COMMON 59523C107 807 45,000 SH DEFINED 1 45,000 0 0 MINNESOTA MINING & MFG CO COMMON 604059105 3,118 27,328 SH DEFINED 1 27,328 0 0 MIRANT CORP COMMON 604675108 739 21,496 SH DEFINED 1 21,496 0 0 MOLEX INC COMMON 608554101 488 13,356 SH DEFINED 1 13,356 0 0 MOODY'S CORPORATION COMMON 615369105 1,845 55,065 SH DEFINED 1 55,065 0 0 MORGAN STANLEY DEAN WITTER & CO COMMON 617446448 4,930 76,749 SH DEFINED 1 76,749 0 0 MOTOROLA INC COMMON 620076109 8,968 541,537 SH DEFINED 1 541,537 0 0 NABORS INDUSTRIES COMMON 629568106 2,691 72,351 SH DEFINED 1 72,351 0 0 NATIONAL CITY CORP COMMON 635405103 1,356 44,040 SH DEFINED 1 44,040 0 0 NATIONAL INSTRUMENTS CORP COMMON 636518102 974 30,000 SH DEFINED 1 30,000 0 0 NATIONAL SEMICONDUCTOR COMMON 637640103 357 12,264 SH DEFINED 1 12,264 0 0 NAUTICA ENTERPRISES COMMON 639089101 1,022 50,000 SH DEFINED 1 50,000 0 0 NCO GROUP INC COMMON 628858102 619 20,000 SH DEFINED 1 20,000 0 0 NEOPHARM INC COMMON 640919106 306 12,000 SH DEFINED 1 12,000 0 0 NETWORK APPLIANCE INC COMMON 64120L104 3,722 271,684 SH DEFINED 1 271,684 0 0 NEW YORK TIMES CL A 650111107 483 11,491 SH DEFINED 1 11,491 0 0 NEWELL RUBBERMAID INC COMMON 651229106 412 16,403 SH DEFINED 1 16,403 0 0 NEWFIELD EXPLORATION COMMON 651290108 673 21,000 SH DEFINED 1 21,000 0 0 NEWMONT MNG CORP COMMON 651639106 1,675 90,000 SH DEFINED 1 90,000 0 0 NEXTEL COMMUNICATIONS INC CL A 65332V103 5,544 316,821 SH DEFINED 1 316,821 0 0 NICOR INC COMMON 654086107 631 16,200 SH DEFINED 1 16,200 0 0 NIKE INC CL B 654106103 810 19,296 SH DEFINED 1 19,296 0 0 NISOURCE INC COMMON 65473P105 307 11,233 SH DEFINED 1 11,233 0 0 NMS COMMUNICATIONS COMMON 629248105 245 35,000 SH DEFINED 1 35,000 0 0 NOKIA CORPORATION PE SPNSRD ADR 654902204 3,590 162,900 SH DEFINED 1 162,900 0 0 NORFOLK SOUTHERN CORP COMMON 655844108 524 25,255 SH DEFINED 1 25,255 0 0 NORTH FORK BANCORP COMMON 659424105 2,347 75,700 SH DEFINED 1 75,700 0 0 NORTHERN TR CORP COMMON 665859104 923 14,769 SH DEFINED 1 14,769 0 0 NOVATEL WIRELESS INC COMMON 66987M109 2,903 1,429,932 SH DEFINED 1 1,429,932 0 0 OAKLEY INC. COMMON 673662102 655 35,400 SH DEFINED 1 35,400 0 0 OCCIDENTAL PETROLEUM COMMON 674599105 648 24,374 SH DEFINED 1 24,374 0 0 OFFICE DEPOT INC COMMON 676220106 220 21,198 SH DEFINED 1 21,198 0 0 OLD REPUBLIC INTL CORP COMMON 680223104 632 21,800 SH DEFINED 1 21,800 0 0 OMNICOM GROUP INC COMMON 681919106 11,171 129,894 SH DEFINED 1 129,894 0 0 ONYX PHARMACEUTICALS INC COMMON 683399109 950 80,000 SH DEFINED 1 80,000 0 0 OPTIMAL ROBOTICS CORP CL A NEW 68388R208 1,178 31,000 SH DEFINED 1 31,000 0 0 ORACLE CORP COMMON 68389X105 16,696 878,713 SH DEFINED 1 878,713 0 0 ORATEC INTERVENTIONS INC COMMON 68554M108 8,389 904,976 SH DEFINED 1 904,976 0 0 OXFORD HEALTH PLANS COMMON 691471106 2,217 77,500 SH DEFINED 1 77,500 0 0 P G & E CORP COMMON 69331C108 264 23,606 SH DEFINED 1 23,606 0 0 P.P.G. INDUSTRIES INC COMMON 693506107 593 11,283 SH DEFINED 1 11,283 0 0 PACIFIC SUNWEAR OF CALIFORNIA COMMON 694873100 561 25,000 SH DEFINED 1 25,000 0 0 PALM INC COMMON 696642107 246 40,565 SH DEFINED 1 40,565 0 0 PANAMERICAN BEVERAGES INC CL A P74823108 1,188 58,500 SH DEFINED 1 58,500 0 0 PARAMETRIC TECHNOL COMMON 699173100 280 20,029 SH DEFINED 1 20,029 0 0 PATHMARK STORES COMMON 70322A101 935 38,972 SH DEFINED 1 38,972 0 0 PATTERSON DENTAL COMPANY COMMON 703412106 900 30,000 SH DEFINED 1 30,000 0 0 PAYCHEX INC COMMON 704326107 993 24,832 SH DEFINED 1 24,832 0 0 PENNY J.C. INC. COMMON 708160106 449 17,028 SH DEFINED 1 17,028 0 0 PEOPLESOFT INC COMMON 712713106 2,080 42,246 SH DEFINED 1 42,246 0 0 PEPSI BOTTLING GROUP INC COMMON 713409100 9,885 246,500 SH DEFINED 1 246,500 0 0 PEPSICO INC COMMON 713448108 5,145 116,408 SH DEFINED 1 116,408 0 0 PFIZER INC COMMON 717081103 40,851 1,019,996 SH DEFINED 1 1,019,996 0 0 PHARMACEUTICAL PRODUCT DEVEL COMMON 717124101 1,495 49,000 SH DEFINED 1 49,000 0 0 PHARMACIA CORPORATION COMMON 71713U102 10,267 223,443 SH DEFINED 1 223,443 0 0 PHILIP MORRIS COS INC COMMON 718154107 13,834 272,589 SH DEFINED 1 272,589 0 0 PHILLIPS PETROLEUM CO COMMON 718507106 1,011 17,745 SH DEFINED 1 17,745 0 0 PHOTORONICS INC COMMON 719405102 513 20,000 SH DEFINED 1 20,000 0 0 PITNEY BOWES COMMON 724479100 717 17,029 SH DEFINED 1 17,029 0 0 PITTSTON BRINK'S GROUP COM BRINKS GRP 725701106 334 15,000 SH DEFINED 1 15,000 0 0 PIXELWORKS INC COMMON 72581M107 518 14,500 SH DEFINED 1 14,500 0 0 PLACER DOME INC COMMON 725906101 247 25,197 SH DEFINED 1 25,197 0 0 PMI GROUP INC COMMON 69344M101 872 12,000 SH DEFINED 1 12,000 0 0 PNC FINANCIAL SERVICES GROUP COMMON 693475105 1,282 19,482 SH DEFINED 1 19,482 0 0 POPULAR INC COMMON 733174106 1,038 31,500 SH DEFINED 1 31,500 0 0 PPL CORPORATION COMMON 69351T106 562 10,224 SH DEFINED 1 10,224 0 0 PRAXAIR INC COMMON 74005P104 484 10,293 SH DEFINED 1 10,293 0 0 PRECISION CASTPARTS CORP COMMON 740189105 1,010 27,000 SH DEFINED 1 27,000 0 0 PRIME HOSPITALITY CORP COMMON 741917108 646 54,500 SH DEFINED 1 54,500 0 0 PRIORITY HEALTHCARE CORP CL B 74264T102 854 30,201 SH DEFINED 1 30,201 0 0 PROCTER & GAMBLE CO COMMON 742718109 5,641 88,423 SH DEFINED 1 88,423 0 0 PROGRESS ENERGY INC COMMON 743263105 695 15,482 SH DEFINED 1 15,482 0 0 PROTEIN DESIGN LABS COMMON 74369L103 1,735 20,000 SH DEFINED 1 20,000 0 0 PROVIDENT FINANCIAL GROUP COMMON 743866105 395 12,000 SH DEFINED 1 12,000 0 0 PROVIDIAN FINANCIAL CORP COMMON 74406A102 1,125 18,998 SH DEFINED 1 18,998 0 0 PUBLIC SVC ENTERPRISE COMMON 744573106 716 14,643 SH DEFINED 1 14,643 0 0 QUALCOMM INC COMMON 747525103 2,969 50,773 SH DEFINED 1 50,773 0 0 QUEST DIAGNOSTICS INC COMMON 74834L100 2,463 32,900 SH DEFINED 1 32,900 0 0 QWEST COMMUNICATIONS INTL COMMON 749121109 10,864 340,871 SH DEFINED 1 340,871 0 0 RADIOSHACK CORP COMMON 750438103 385 12,614 SH DEFINED 1 12,614 0 0 RADWARE LTD ORD M81873107 1,038 57,500 SH DEFINED 1 57,500 0 0 RALSTON PURINA GROUP COMMON 751277302 685 22,829 SH DEFINED 1 22,829 0 0 REGIONS FINANCIAL CORP COMMON 758940100 477 14,897 SH DEFINED 1 14,897 0 0 RELIANT ENERGY INC COMMON 75952J108 3,474 107,860 SH DEFINED 1 107,860 0 0 RELIANT RESOURCES INC. COMMON 75952B105 810 32,800 SH DEFINED 1 32,800 0 0 RENAISSANCERE HOLDINGS LTD COMMON G7496G103 1,260 17,000 SH DEFINED 1 17,000 0 0 RESPIRONICS INC COMMON 761230101 893 30,000 SH DEFINED 1 30,000 0 0 RETEK INC COMMON 76128Q109 1,678 35,000 SH DEFINED 1 35,000 0 0 REUTERS GROUP PLC SPNSRD ADR 76132M102 1,322 17,000 SH DEFINED 1 17,000 0 0 ROBERT HALF INTL COMMON 770323103 281 11,284 SH DEFINED 1 11,284 0 0 ROCKWELL INTERNATIONAL COMMON 773903109 467 12,247 SH DEFINED 1 12,247 0 0 ROHM & HAAS & CO COMMON 775371107 473 14,362 SH DEFINED 1 14,362 0 0 ROPER INDUSTRIES INC COMMON 776696106 626 15,000 SH DEFINED 1 15,000 0 0 ROYAL DUTCH PETROLEUM COMMON 780257804 8,413 144,380 SH DEFINED 1 144,380 0 0 RPM INC OHIO COMMON 749685103 2,093 227,500 SH DEFINED 1 227,500 0 0 S & P 500 DEPOSITORY RECEIPT UNIT SER 1 78462F103 3,664 29,885 SH DEFINED 1 29,885 0 0 SAFEWAY INC COMMON 786514208 13,598 283,298 SH DEFINED 1 283,298 0 0 SANMINA CORP COMMON 800907107 483 20,623 SH DEFINED 1 20,623 0 0 SARA LEE CORP COMMON 803111103 1,910 100,838 SH DEFINED 1 100,838 0 0 SBC COMMUNICATIONS INC COMMON 78387G103 9,242 230,712 SH DEFINED 1 230,712 0 0 SCHERING-PLOUGH CORP COMMON 806605101 12,665 349,480 SH DEFINED 1 349,480 0 0 SCHLUMBERGER LTD COMMON 806857108 4,279 81,277 SH DEFINED 1 81,277 0 0 SCHOLASTIC CORP COMMON 807066105 675 15,000 SH DEFINED 1 15,000 0 0 SCHOOL SPECIALTY INC. COMMON 807863105 1,034 40,000 SH DEFINED 1 40,000 0 0 SCHULMAN A INC COMMON 808194104 911 67,500 SH DEFINED 1 67,500 0 0 SCHWAB CHARLES CORP COMMON 808513105 1,491 94,661 SH DEFINED 1 94,661 0 0 SCIENTIFIC-ATLANTA INC COMMON 808655104 2,198 54,134 SH DEFINED 1 54,134 0 0 SEALED AIR CORP NEW COMMON 81211K100 2,142 57,500 SH DEFINED 1 57,500 0 0 SEARS ROEBUCK & CO COMMON 812387108 892 21,079 SH DEFINED 1 21,079 0 0 SEMPRA ENERGY COMMON 816851109 441 16,127 SH DEFINED 1 16,127 0 0 SENSORMATIC ELECTRONICS CORP COMMON 817265101 1,326 78,000 SH DEFINED 1 78,000 0 0 SHAW GROUP INC. COMMON 820280105 2,582 64,400 SH DEFINED 1 64,400 0 0 SHERWIN WILLIAMS CO COMMON 824348106 234 10,529 SH DEFINED 1 10,529 0 0 SIEBEL SYSTEMS INC COMMON 826170102 9,879 210,634 SH DEFINED 1 210,634 0 0 SIGMA-ALDRICH COMMON 826552101 672 17,400 SH DEFINED 1 17,400 0 0 SKYWEST INC COMMON 830879102 560 20,000 SH DEFINED 1 20,000 0 0 SMITH INTERNATIONAL INC COMMON 832110100 2,330 38,900 SH DEFINED 1 38,900 0 0 SOLECTRON CORPORATION COMMON 834182107 4,501 245,930 SH DEFINED 1 245,930 0 0 SONY CORP ADR NEW 835699307 1,599 24,300 SH DEFINED 1 24,300 0 0 SOUTHERN CO COMMON 842587107 958 41,186 SH DEFINED 1 41,186 0 0 SOUTHTRUST CORPORTATION COMMON 844730101 4,257 163,740 SH DEFINED 1 163,740 0 0 SOUTHWEST AIRLINES COMMON 844741108 10,062 544,194 SH DEFINED 1 544,194 0 0 SPRINT CORP (FON GROUP) COM FON GRP 852061100 1,276 59,741 SH DEFINED 1 59,741 0 0 SPRINT CORP (PCS GROUP) PCS COM SER 1 852061506 1,559 64,536 SH DEFINED 1 64,536 0 0 ST PAUL COS INC COMMON 792860108 693 13,677 SH DEFINED 1 13,677 0 0 STAPLES INC COMMON 855030102 10,608 663,414 SH DEFINED 1 663,414 0 0 STARBUCKS CORP COMMON 855244109 560 24,341 SH DEFINED 1 24,341 0 0 STARWOOD HOTELS & RESORTS WORLDWIDE COMMON 85590A203 470 12,619 SH DEFINED 1 12,619 0 0 STATE STREET CORPORATION COMMON 857477103 2,020 40,809 SH DEFINED 1 40,809 0 0 STERICYCLE INC COMMON 858912108 1,409 30,000 SH DEFINED 1 30,000 0 0 STEWART & STEVENSON SERVICES COMMON 860342104 990 30,000 SH DEFINED 1 30,000 0 0 STILWELL FINANCIAL INC COMMON 860831106 521 15,536 SH DEFINED 1 15,536 0 0 STRYKER CORP COMMON 863667101 703 12,825 SH DEFINED 1 12,825 0 0 SUN MICROSYSTEMS INC COMMON 866810104 8,201 521,696 SH DEFINED 1 521,696 0 0 SUNRISE ASSISTED LIVING INC COMMON 86768K106 1,024 39,000 SH DEFINED 1 39,000 0 0 SUNTRUST BKS INC COMMON 867914103 1,339 20,663 SH DEFINED 1 20,663 0 0 SUPERVALU INC COMMON 868536103 237 13,485 SH DEFINED 1 13,485 0 0 SURMODICS INC COMMON 868873100 1,047 17,800 SH DEFINED 1 17,800 0 0 SYMBOL TECHNOLOGIES INC COMMON 871508107 335 15,097 SH DEFINED 1 15,097 0 0 SYNOPSYS INC COMMON 871607107 2,149 44,400 SH DEFINED 1 44,400 0 0 SYNOVUS FINANCIAL COMMON 87161C105 567 18,053 SH DEFINED 1 18,053 0 0 SYSCO CORP COMMON 871829107 4,074 150,042 SH DEFINED 1 150,042 0 0 TALBOTS INC COMMON 874161102 2,651 60,600 SH DEFINED 1 60,600 0 0 TARGET CORP COMMON 87612E106 10,489 303,160 SH DEFINED 1 303,160 0 0 TEKELEC COMMON 879101103 813 30,000 SH DEFINED 1 30,000 0 0 TEKTRONIX INC COMMON 879131100 3,407 125,500 SH DEFINED 1 125,500 0 0 TELECORP PCS INC CL A 879300101 43,721 2,257,149 SH DEFINED 1 2,257,149 0 0 TELEFLEX INC COMMON 879369106 1,175 26,700 SH DEFINED 1 26,700 0 0 TELEFONICA S A COMMON 879382208 894 24,000 SH DEFINED 1 24,000 0 0 TELLABS INC COMMON 879664100 2,114 109,094 SH DEFINED 1 109,094 0 0 TENET HEALTHCARE CORP COMMON 88033G100 1,153 22,345 SH DEFINED 1 22,345 0 0 TERADYNE INC COMMON 880770102 2,056 61,451 SH DEFINED 1 61,451 0 0 TEXACO INC COMMON 881694103 2,479 37,193 SH DEFINED 1 37,193 0 0 TEXAS INSTRUMENTS COMMON 882508104 3,773 118,268 SH DEFINED 1 118,268 0 0 THERMO ELECTRON COMMON 883556102 318 14,449 SH DEFINED 1 14,449 0 0 TIFFANY & CO COMMON 886547108 1,431 39,500 SH DEFINED 1 39,500 0 0 TITAN PHARMACEUTICALS INC COMMON 888314101 600 20,000 SH DEFINED 1 20,000 0 0 TJX COS INC COMMON 872540109 602 18,876 SH DEFINED 1 18,876 0 0 TMP WORLDWIDE INC. COMMON 872941109 2,868 47,800 SH DEFINED 1 47,800 0 0 TOSCO CORP COMMON 891490302 515 11,683 SH DEFINED 1 11,683 0 0 TOYS R US CO COMMON 892335100 344 13,895 SH DEFINED 1 13,895 0 0 TRANSOCEAN SEDCO FOREX INC ORD G90078109 1,678 40,671 SH DEFINED 1 40,671 0 0 TRIBUNE CO COMMON 896047107 864 21,601 SH DEFINED 1 21,601 0 0 TRICON GLOBAL RESTAURANTS COMMON 895953107 445 10,132 SH DEFINED 1 10,132 0 0 TXU CORPORATION COMMON 873168108 828 17,175 SH DEFINED 1 17,175 0 0 TYCO INTERNATIONAL COMMON 902124106 20,875 383,007 SH DEFINED 1 383,007 0 0 ULTICOM INC COMMON 903844108 845 25,000 SH DEFINED 1 25,000 0 0 ULTRATECH STEPPER, INC COMMON 904034105 1,239 48,300 SH DEFINED 1 48,300 0 0 UNILEVER N.V. NY SHS NEW 904784709 2,214 37,170 SH DEFINED 1 37,170 0 0 UNILEVER PLC SPON ADR NEW 904767704 1,121 32,500 SH DEFINED 1 32,500 0 0 UNION PACIFIC CORP COMMON 907818108 871 15,854 SH DEFINED 1 15,854 0 0 UNISYS CORP COMMON 909214108 328 22,313 SH DEFINED 1 22,313 0 0 UNIT CORP COMMON 909218109 555 35,000 SH DEFINED 1 35,000 0 0 UNITED TECHNOLOGIES CORP COMMON 913017109 12,644 172,593 SH DEFINED 1 172,593 0 0 UNITEDHEALTH GROUP INC COMMON 91324P102 14,818 239,962 SH DEFINED 1 239,962 0 0 UNIVERSAL HEALTH SERVICES CL B 913903100 3,076 67,600 SH DEFINED 1 67,600 0 0 UNIVISION COMMUNICATIONS CL A 914906102 559 13,058 SH DEFINED 1 13,058 0 0 UNOCAL CORPORATION COMMON 915289102 526 15,417 SH DEFINED 1 15,417 0 0 UNUMPROVIDENT CORP COMMON 91529Y106 491 15,273 SH DEFINED 1 15,273 0 0 US BANCORP COMMON 902973304 3,812 167,260 SH DEFINED 1 167,260 0 0 USA EDUCATION INC COMMON 90390U102 794 10,870 SH DEFINED 1 10,870 0 0 UST INC COMMON 902911106 1,059 36,680 SH DEFINED 1 36,680 0 0 USX-MARATHON GROUP COMMON 902905827 11,664 395,241 SH DEFINED 1 395,241 0 0 UTSTARCOM INC COMMON 918076100 466 20,000 SH DEFINED 1 20,000 0 0 VARCO INTERNATIONAL INC COMMON 922122106 272 14,600 SH DEFINED 1 14,600 0 0 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 1,430 20,000 SH DEFINED 1 20,000 0 0 VERITAS DGC INC COMMON 92343P107 833 30,000 SH DEFINED 1 30,000 0 0 VERITAS SOFTWARE COMMON 923436109 1,820 27,360 SH DEFINED 1 27,360 0 0 VERIZON COMMUNICATIONS COMMON 92343V104 13,056 244,040 SH DEFINED 1 244,040 0 0 VIACOM INC COMMON 925524308 6,178 119,388 SH DEFINED 1 119,388 0 0 VIAD CORP COMMON 92552R109 1,241 47,000 SH DEFINED 1 47,000 0 0 VINTAGE PETROLEUM INC COMMON 927460105 617 33,000 SH DEFINED 1 33,000 0 0 VITESSE SEMICONDUCTOR CORP COMMON 928497106 260 12,336 SH DEFINED 1 12,336 0 0 VODAFONE GROUP PLC NEW COMMON 92857W100 3,258 145,750 SH DEFINED 1 145,750 0 0 WACHOVIA CORP COMMON 929771103 955 13,428 SH DEFINED 1 13,428 0 0 WALGREEN COMPANY COMMON 931422109 2,376 68,945 SH DEFINED 1 68,945 0 0 WAL-MART STORES INC COMMON 931142103 14,758 302,424 SH DEFINED 1 302,424 0 0 WASHINGTON MUTUAL COMMON 939322103 2,871 76,446 SH DEFINED 1 76,446 0 0 WASTE MANAGEMENT INC COMMON 94106L109 1,260 40,888 SH DEFINED 1 40,888 0 0 WATERS CORP COMMON 941848103 867 31,400 SH DEFINED 1 31,400 0 0 WEATHERFORD INTERNATIONAL COMMON 947074100 960 20,000 SH DEFINED 1 20,000 0 0 WELLS FARGO COMPANY COMMON 949746101 18,906 407,201 SH DEFINED 1 407,201 0 0 WENDY'S INTL COMMON 950590109 317 12,400 SH DEFINED 1 12,400 0 0 WEST CORPORATION COMMON 952355105 781 35,500 SH DEFINED 1 35,500 0 0 WEYERHAEUSER CO COMMON 962166104 753 13,698 SH DEFINED 1 13,698 0 0 WILLIAMS COS INC COMMON 969457100 1,509 45,798 SH DEFINED 1 45,798 0 0 WORLDCOM INC GA NEW WRLDCOM GP COM 98157D106 7,977 561,736 SH DEFINED 1 561,736 0 0 WRIGLEY (WM) JR. CO COMMON 982526105 792 16,907 SH DEFINED 1 16,907 0 0 XCEL ENERGY INC COMMON 98389B100 1,143 40,179 SH DEFINED 1 40,179 0 0 XEROX CORP COMMON 984121103 448 46,775 SH DEFINED 1 46,775 0 0 XILINX INC COMMON 983919101 923 22,379 SH DEFINED 1 22,379 0 0 XTO ENERGY INC COMMON 98385X106 646 45,000 SH DEFINED 1 45,000 0 0 YAHOO! INC COMMON 984332106 770 38,514 SH DEFINED 1 38,514 0 0