0001145443-13-000705.txt : 20130227 0001145443-13-000705.hdr.sgml : 20130227 20130227162459 ACCESSION NUMBER: 0001145443-13-000705 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20010331 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: 13647050 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_9.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: March 31, 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: 552 Form 13F Information Table Value Total: US $1,811,834 (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 7,578 355,761 SH DEFINED 1 355,761 0 0 ABBOTT LABS COMMON 002824100 17,584 372,614 SH DEFINED 1 372,614 0 0 ACCREDO HEALTH, INC COMMON 00437V104 1,471 45,000 SH DEFINED 1 45,000 0 0 ACE LTD ORD G0070K103 1,283 34,900 SH DEFINED 1 34,900 0 0 ACTIVISION INC COMMON 004930202 729 30,000 SH DEFINED 1 30,000 0 0 ADC TELECOMMUNICATIONS INC COMMON 000886101 347 40,855 SH DEFINED 1 40,855 0 0 ADOBE SYSTEMS INC COMMON 00724F101 445 12,730 SH DEFINED 1 12,730 0 0 ADVANCED DIGITAL INFO CORP COMMON 007525108 693 40,000 SH DEFINED 1 40,000 0 0 ADVANCED MICRO DEVICES INC COMMON 007903107 671 25,281 SH DEFINED 1 25,281 0 0 ADVANCEPCS COMMON 00790K109 814 15,000 SH DEFINED 1 15,000 0 0 ADVENT SOFTWARE INC COMMON 007974108 886 20,000 SH DEFINED 1 20,000 0 0 AEROFLEX INC COMMON 007768104 670 65,000 SH DEFINED 1 65,000 0 0 AEROGEN INC COMMON 007779101 3,845 904,762 SH DEFINED 1 904,762 0 0 AES CORP COMMON 00130H105 1,300 26,023 SH DEFINED 1 26,023 0 0 AETHER SYSTEMS COMMON 00808V105 470 36,118 SH DEFINED 1 36,118 0 0 AFLAC INC COMMON 001055102 945 34,298 SH DEFINED 1 34,298 0 0 AGILENT TECHNOLOGIES INC COMMON 00846U101 8,888 289,242 SH DEFINED 1 289,242 0 0 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 652 16,988 SH DEFINED 1 16,988 0 0 ALBANY MOLECULAR RESEARCH COMMON 012423109 648 18,500 SH DEFINED 1 18,500 0 0 ALBERTSONS INC COMMON 013104104 852 26,783 SH DEFINED 1 26,783 0 0 ALCAN ALUMINIUM LTD COMMON 013716105 554 15,389 SH DEFINED 1 15,389 0 0 ALCOA INC COMMON 013817101 2,258 62,804 SH DEFINED 1 62,804 0 0 ALLEGIANCE TELECOM INC COMMON 01747T102 291 22,375 SH DEFINED 1 22,375 0 0 ALLERGAN INC COMMON 018490102 778 10,490 SH DEFINED 1 10,490 0 0 ALLIANCE RESOURCE PARTNERS UTD LTD PART 01877R108 982 45,000 SH DEFINED 1 45,000 0 0 ALLIANT TECHSYSTEMS INC COMMON 018804104 1,550 17,500 SH DEFINED 1 17,500 0 0 ALLSTATE CORP COMMON 020002101 2,052 48,934 SH DEFINED 1 48,934 0 0 ALLTEL CORP COMMON 020039103 1,940 36,973 SH DEFINED 1 36,973 0 0 ALZA CORP COMMON 022615108 581 14,348 SH DEFINED 1 14,348 0 0 AMBAC FINANCIAL GROUP INC COMMON 023139108 3,571 56,300 SH DEFINED 1 56,300 0 0 AMDOCS LTD ORD G02602103 2,836 59,200 SH DEFINED 1 59,200 0 0 AMEREN CORP COMMON 023608102 528 12,883 SH DEFINED 1 12,883 0 0 AMERICAN CAPITAL STRATEGIES COMMON 024937104 839 33,000 SH DEFINED 1 33,000 0 0 AMERICAN EAGLE OUTFITTERS COMMON 02553E106 647 22,500 SH DEFINED 1 22,500 0 0 AMERICAN ELECTRIC POWER COMMON 025537101 949 20,196 SH DEFINED 1 20,196 0 0 AMERICAN EXPRESS COMPANY COMMON 025816109 4,832 117,002 SH DEFINED 1 117,002 0 0 AMERICAN GEN CORP COMMON 026351106 1,123 29,352 SH DEFINED 1 29,352 0 0 AMERICAN HOME PRODUCTS CORP COMMON 026609107 10,485 178,473 SH DEFINED 1 178,473 0 0 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 34,572 429,464 SH DEFINED 1 429,464 0 0 AMERICAN PWR CONVERSION CORP COMMON 029066107 245 19,000 SH DEFINED 1 19,000 0 0 AMERISOURCE HEALTH CORP CL A 03071P102 981 20,000 SH DEFINED 1 20,000 0 0 AMETEK INC COMMON 031100100 552 20,000 SH DEFINED 1 20,000 0 0 AMGEN COMMON 031162100 3,771 62,648 SH DEFINED 1 62,648 0 0 AMPHENOL CORP CL A 032095101 473 15,000 SH DEFINED 1 15,000 0 0 AMSOUTH BANCORPORATION COMMON 032165102 390 23,187 SH DEFINED 1 23,187 0 0 ANADARKO PETROLEUM CORP COMMON 032511107 4,245 67,624 SH DEFINED 1 67,624 0 0 ANALOG DEVICES INC COMMON 032654105 861 23,754 SH DEFINED 1 23,754 0 0 ANAREN MICROWAVE INC COMMON 032744104 628 50,000 SH DEFINED 1 50,000 0 0 ANHEUSER BUSCH COMMON 035229103 2,626 57,177 SH DEFINED 1 57,177 0 0 AOL TIME WARNER INC COMMON 00184A105 12,673 315,649 SH DEFINED 1 315,649 0 0 AON CORP COMMON 037389103 491 13,836 SH DEFINED 1 13,836 0 0 APPLE COMPUTER INC COMMON 037833100 460 20,829 SH DEFINED 1 20,829 0 0 APPLERA CORP COM AP BIO GRP 038020103 395 14,230 SH DEFINED 1 14,230 0 0 APPLIED MATERIALS INC COMMON 038222105 6,794 156,177 SH DEFINED 1 156,177 0 0 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 4,552 275,900 SH DEFINED 1 275,900 0 0 APRIA HEALTHCARE GROUP INC COMMON 037933108 1,209 50,000 SH DEFINED 1 50,000 0 0 ARCHER DANIELS - MIDLAND CO COMMON 039483102 483 36,754 SH DEFINED 1 36,754 0 0 AREMISSOFT CORPORATION COMMON 040026106 780 60,000 SH DEFINED 1 60,000 0 0 ARQULE INC COMMON 04269E107 795 60,000 SH DEFINED 1 60,000 0 0 ASYST TECHNOLOGIES INC COMMON 04648X107 1,040 80,000 SH DEFINED 1 80,000 0 0 AURORA BIOSCIENCES CORP COMMON 051920106 536 30,000 SH DEFINED 1 30,000 0 0 AUTOMATIC DATA PROCESSING INC COMMON 053015103 3,095 56,923 SH DEFINED 1 56,923 0 0 AVAYA INC COMMON 053499109 392 30,138 SH DEFINED 1 30,138 0 0 AVON PRODUCTS COMMON 054303102 1,677 41,946 SH DEFINED 1 41,946 0 0 BAKER HUGHES INC COMMON 057224107 873 24,053 SH DEFINED 1 24,053 0 0 BANCWEST CORPORATION COMMON 059790105 600 25,000 SH DEFINED 1 25,000 0 0 BANK OF AMERICA CORP COMMON 060505104 5,661 103,392 SH DEFINED 1 103,392 0 0 BANK OF NEW YORK COMMON 064057102 18,472 375,147 SH DEFINED 1 375,147 0 0 BANK ONE CORP COMMON 06423A103 4,479 123,802 SH DEFINED 1 123,802 0 0 BANK TOKYO MITSUBISHI LTD SPNSRD ADR 065379109 261 27,200 SH DEFINED 1 27,200 0 0 BARRA INC COMMON 068313105 1,013 18,750 SH DEFINED 1 18,750 0 0 BARRICK GOLD CORP COMMON 067901108 551 38,559 SH DEFINED 1 38,559 0 0 BAXTER INTERNATIONAL INC COMMON 071813109 12,580 133,632 SH DEFINED 1 133,632 0 0 BB&T CORPORATION COMMON 054937107 723 20,567 SH DEFINED 1 20,567 0 0 BEAR STEARNS COMPANIES INC COMMON 073902108 1,134 24,800 SH DEFINED 1 24,800 0 0 BEBE STORES INC COMMON 075571109 332 15,000 SH DEFINED 1 15,000 0 0 BECTON DICKINSON COMMON 075887109 586 16,598 SH DEFINED 1 16,598 0 0 BED BATH & BEYOND COMMON 075896100 326 13,286 SH DEFINED 1 13,286 0 0 BELLSOUTH CORP COMMON 079860102 5,157 126,037 SH DEFINED 1 126,037 0 0 BEST BUY INC COMMON 086516101 426 11,842 SH DEFINED 1 11,842 0 0 BIOGEN INC COMMON 090597105 673 10,626 SH DEFINED 1 10,626 0 0 BIOMET INC COMMON 090613100 1,292 32,801 SH DEFINED 1 32,801 0 0 BIOSITE DIAGNOSTICS INC COMMON 090945106 788 21,000 SH DEFINED 1 21,000 0 0 BJ'S WHOLESALE CLUB INC COMMON 05548J106 1,196 25,000 SH DEFINED 1 25,000 0 0 BLACK & DECKER CORP COMMON 091797100 1,966 53,500 SH DEFINED 1 53,500 0 0 BMC SOFTWARE INC COMMON 055921100 340 15,810 SH DEFINED 1 15,810 0 0 BOEING COMPANY COMMON 097023105 4,650 83,465 SH DEFINED 1 83,465 0 0 BOSTON SCIENTIFIC COMMON 101137107 530 26,277 SH DEFINED 1 26,277 0 0 BP AMOCO PLC SPNSRD ADR 055622104 670 13,500 SH DEFINED 1 13,500 0 0 BRISTOL MYERS SQUIBB CO COMMON 110122108 10,591 178,308 SH DEFINED 1 178,308 0 0 BROADCOM CORP CL A 111320107 2,378 82,300 SH DEFINED 1 82,300 0 0 BROCADE COMMUNICATIONS SYSTEMS COMMON 111621108 2,885 138,100 SH DEFINED 1 138,100 0 0 BUCA, INC. COMMON 117769109 931 50,000 SH DEFINED 1 50,000 0 0 BURLINGTON NORTHERN SANTA FE CORP COMMON 12189T104 740 24,343 SH DEFINED 1 24,343 0 0 BURLINGTON RESOURCES INC COMMON 122014103 2,898 64,766 SH DEFINED 1 64,766 0 0 CABLETRON SYS INC COMMON 126920107 601 46,598 SH DEFINED 1 46,598 0 0 CALLAWAY GOLF COMPANY COMMON 131193104 888 40,000 SH DEFINED 1 40,000 0 0 CALPINE CORPORATION COMMON 131347106 5,223 94,836 SH DEFINED 1 94,836 0 0 CAMPBELL SOUP CO LTD COMMON 134429109 803 26,886 SH DEFINED 1 26,886 0 0 CAPITAL ONE FINL CO. COMMON 14040H105 653 11,769 SH DEFINED 1 11,769 0 0 CARDINAL HEALTH CARE COMMON 14149Y108 1,825 18,866 SH DEFINED 1 18,866 0 0 CARNIVAL CRUISE LINES COMMON 143658102 7,398 267,363 SH DEFINED 1 267,363 0 0 CARREKER CORP COMMON 144433109 380 20,000 SH DEFINED 1 20,000 0 0 CATERPILLAR INC COMMON 149123101 1,237 27,878 SH DEFINED 1 27,878 0 0 CELL GENESYS INC COMMON 150921104 750 52,600 SH DEFINED 1 52,600 0 0 CENDANT CORP COMMON 151313103 1,055 72,313 SH DEFINED 1 72,313 0 0 CHARTER COMMUNICATIONS INC. CL A 16117M107 3,011 133,100 SH DEFINED 1 133,100 0 0 CHECKPOINT SOFTWARE ORD M22465104 1,658 34,900 SH DEFINED 1 34,900 0 0 CHELSEA PROPERTY GROUP INC COMMON 163421100 890 21,100 SH DEFINED 1 21,100 0 0 CHEVRON CORP COMMON 166751107 4,273 48,663 SH DEFINED 1 48,663 0 0 CHUBB CORP COMMON 171232101 742 10,248 SH DEFINED 1 10,248 0 0 CHURCH & DWIGHT CO., INC. COMMON 171340102 322 14,800 SH DEFINED 1 14,800 0 0 CIENA CORP COMMON 171779101 6,614 158,900 SH DEFINED 1 158,900 0 0 CIGNA CORP COMMON 125509109 11,316 105,400 SH DEFINED 1 105,400 0 0 CINCINNATI FINANCIAL CORP COMMON 172062101 491 12,932 SH DEFINED 1 12,932 0 0 CINERGY CORP COMMON 172474108 520 15,505 SH DEFINED 1 15,505 0 0 CINTAS CORP COMMON 172908105 702 17,800 SH DEFINED 1 17,800 0 0 CIRCUIT CITY STORES INC CIRCT CITY GRP 172737108 1,760 166,000 SH DEFINED 1 166,000 0 0 CISCO SYSTEMS INC COMMON 17275R102 11,758 743,587 SH DEFINED 1 743,587 0 0 CITIGROUP INC COMMON 172967101 34,770 773,007 SH DEFINED 1 773,007 0 0 CITRIX SYS INC COMMON 177376100 279 13,212 SH DEFINED 1 13,212 0 0 CITY NATIONAL CORP COMMON 178566105 768 20,000 SH DEFINED 1 20,000 0 0 CLEAR CHANNEL COMMUN COMMON 184502102 1,275 23,418 SH DEFINED 1 23,418 0 0 CLOROX CO COMMON 189054109 439 13,970 SH DEFINED 1 13,970 0 0 CMS ENERGY CORP COMMON 125896100 740 25,000 SH DEFINED 1 25,000 0 0 COCA COLA CO. COMMON 191216100 7,091 157,025 SH DEFINED 1 157,025 0 0 COCA COLA ENTERPRISES COMMON 191219104 470 26,443 SH DEFINED 1 26,443 0 0 COGNEX CORP COMMON 192422103 866 35,000 SH DEFINED 1 35,000 0 0 COHERENT INC COMMON 192479103 710 20,000 SH DEFINED 1 20,000 0 0 COLGATE-PALMOLIVE COMMON 194162103 3,059 55,350 SH DEFINED 1 55,350 0 0 COLLATERAL THERAPEUTICS INC COMMON 193921103 281 29,300 SH DEFINED 1 29,300 0 0 COMCAST CORP CL A SPL 200300200 2,932 69,913 SH DEFINED 1 69,913 0 0 COMERICA INC COMMON 200340107 787 12,800 SH DEFINED 1 12,800 0 0 COMMERCE BANCSHARES INC COMMON 200525103 489 13,125 SH DEFINED 1 13,125 0 0 COMPAQ COMPUTER CORPORATION COMMON 204493100 2,123 116,642 SH DEFINED 1 116,642 0 0 COMPUTER ASSOCIATION COMMON 204912109 3,856 141,761 SH DEFINED 1 141,761 0 0 COMPUTER NETWORK TECH CORP COMMON 204925101 579 52,000 SH DEFINED 1 52,000 0 0 COMPUTER SCIENCES COMMON 205363104 1,672 51,700 SH DEFINED 1 51,700 0 0 COMPUWARE CORP COMMON 205638109 267 27,419 SH DEFINED 1 27,419 0 0 COMVERSE TECHNOLOGY COM PAR $0.10 205862402 597 10,145 SH DEFINED 1 10,145 0 0 CONAGRA FOODS INC COMMON 205887102 555 30,419 SH DEFINED 1 30,419 0 0 CONOCO INC CL A 208251306 10,257 365,000 SH DEFINED 1 365,000 0 0 CONOCO INC CL B 208251405 990 35,027 SH DEFINED 1 35,027 0 0 CONSECO INC COMMON 208464107 511 31,735 SH DEFINED 1 31,735 0 0 CONSOLIDATED EDISON INC COMMON 209115104 528 14,237 SH DEFINED 1 14,237 0 0 CONSTELLATION BRANDS INC CL A 21036P108 1,076 15,000 SH DEFINED 1 15,000 0 0 COOPER COMPANIES INC COM NEW 216648402 947 20,000 SH DEFINED 1 20,000 0 0 COPART INC. COMMON 217204106 492 24,000 SH DEFINED 1 24,000 0 0 CORINTHIAN COLLEGES INC COMMON 218868107 1,208 30,000 SH DEFINED 1 30,000 0 0 CORNING INCORPORATED COMMON 219350105 6,302 304,578 SH DEFINED 1 304,578 0 0 COSTCO WHOLESALE CORP COMMON 22160K105 1,053 26,827 SH DEFINED 1 26,827 0 0 COUNTRYWIDE CREDIT COMMON 222372104 3,563 72,200 SH DEFINED 1 72,200 0 0 CREDENCE SYSTEMS CORP COMMON 225302108 615 30,000 SH DEFINED 1 30,000 0 0 CROSS TIMBERS OIL CO COMMON 227573102 743 30,000 SH DEFINED 1 30,000 0 0 CSX CORPORATION COMMON 126408103 456 13,526 SH DEFINED 1 13,526 0 0 CVS CORP DELAWARE COMMON 126650100 19,998 341,904 SH DEFINED 1 341,904 0 0 CYTYC CORPORATION COMMON 232946103 743 45,000 SH DEFINED 1 45,000 0 0 D.R. HORTON INC COMMON 23331A109 826 39,072 SH DEFINED 1 39,072 0 0 DARDEN RESTAURANTS COMMON 237194105 1,591 67,000 SH DEFINED 1 67,000 0 0 DEERE + CO COMMON 244199105 3,846 105,829 SH DEFINED 1 105,829 0 0 DELL COMPUTER CORP COMMON 247025109 5,153 200,616 SH DEFINED 1 200,616 0 0 DELPHI AUTOMOTIVE SYSTEMS CORP COMMON 247126105 442 31,163 SH DEFINED 1 31,163 0 0 DEVRY INC COMMON 251893103 902 30,000 SH DEFINED 1 30,000 0 0 DIAGEO PLC SPON ADR NEW 25243Q205 2,516 62,200 SH DEFINED 1 62,200 0 0 DIGITAL LIGHTWAVE INC COMMON 253855100 458 26,000 SH DEFINED 1 26,000 0 0 DISNEY (WALT) CO COMMON 254687106 12,297 429,958 SH DEFINED 1 429,958 0 0 DOLLAR GENERAL CP COMMON 256669102 369 18,039 SH DEFINED 1 18,039 0 0 DOLLAR THRIFTY AUTOMOTIVE COMMON 256743105 218 10,600 SH DEFINED 1 10,600 0 0 DOMINION RES INC VA COMMON 25746U109 1,689 26,203 SH DEFINED 1 26,203 0 0 DOVER CORP COMMON 260003108 414 11,545 SH DEFINED 1 11,545 0 0 DOW CHEMICAL CO COMMON 260543103 1,575 49,893 SH DEFINED 1 49,893 0 0 DST SYSTEMS INC COMMON 233326107 2,891 60,000 SH DEFINED 1 60,000 0 0 DTE ENERGY COMMON 233331107 495 12,436 SH DEFINED 1 12,436 0 0 DUKE ENERGY CORP COMMON 264399106 14,553 340,512 SH DEFINED 1 340,512 0 0 DUPONT (E.I.) DE NEMOURS & CO COMMON 263534109 2,698 66,286 SH DEFINED 1 66,286 0 0 DYNEGY INC CL A 26816Q101 3,964 77,716 SH DEFINED 1 77,716 0 0 E.M.C. CORP COMMON 268648102 15,166 515,861 SH DEFINED 1 515,861 0 0 EASTMAN KODAK COMMON 277461109 1,053 26,409 SH DEFINED 1 26,409 0 0 EDISON INTL COMMON 281020107 242 19,143 SH DEFINED 1 19,143 0 0 EL PASO CORPORATION COMMON 28336L109 16,232 248,577 SH DEFINED 1 248,577 0 0 ELASTIC NETWORKS INC COMMON 284159100 1,407 1,407,394 SH DEFINED 1 1,407,394 0 0 ELECTRONIC DATA SYSTEMS COMMON 285661104 1,575 28,192 SH DEFINED 1 28,192 0 0 ELIZABETH ARDEN INC COMMON 28660G106 2,823 166,046 SH DEFINED 1 166,046 0 0 EMERSON ELECTRIC CO COMMON 291011104 4,531 73,078 SH DEFINED 1 73,078 0 0 ENRON CORP COMMON 293561106 16,060 276,427 SH DEFINED 1 276,427 0 0 ENTERGY CORP COMMON 29364G103 554 14,587 SH DEFINED 1 14,587 0 0 EOG RESOURCES INC COMMON 26875P101 948 23,000 SH DEFINED 1 23,000 0 0 EQUITY OFFICE PROPERTIES TR COMMON 294741103 960 34,300 SH DEFINED 1 34,300 0 0 ERICSSON L M TEL CO ADR CL B SEK 10 294821400 1,524 272,500 SH DEFINED 1 272,500 0 0 ESPEED INC CL A 296643109 429 21,000 SH DEFINED 1 21,000 0 0 EVEREST RE GROUP LTD COMMON G3223R108 3,419 51,400 SH DEFINED 1 51,400 0 0 EXAR CORP COMMON 300645108 981 50,000 SH DEFINED 1 50,000 0 0 EXELON CORPORATION COMMON 30161N101 1,404 21,403 SH DEFINED 1 21,403 0 0 EXPEDITORS INTL WASH INC COMMON 302130109 757 15,000 SH DEFINED 1 15,000 0 0 EXTENDED STAY AMERICA INC COMMON 30224P101 750 50,000 SH DEFINED 1 50,000 0 0 EXXON MOBIL CORP COMMON 30231G102 17,221 212,600 SH DEFINED 1 212,600 0 0 FEDERATED DEPARTMENT STORES INC COMMON 31410H101 533 12,830 SH DEFINED 1 12,830 0 0 FEDERATED INVESTORS INC CL B 314211103 567 20,000 SH DEFINED 1 20,000 0 0 FEDEX CORP COMMON 31428X106 701 16,814 SH DEFINED 1 16,814 0 0 FIDELITY NATL FINL COMMON 316326107 535 20,000 SH DEFINED 1 20,000 0 0 FIFTH THIRD BANKCORP COMMON 316773100 2,208 41,322 SH DEFINED 1 41,322 0 0 FILENET CORP COMMON 316869106 628 40,000 SH DEFINED 1 40,000 0 0 FIRST DATA CORP COMMON 319963104 1,651 27,646 SH DEFINED 1 27,646 0 0 FIRST HEALTH GROUP CORP COMMON 320960107 878 20,000 SH DEFINED 1 20,000 0 0 FIRST UNION CORP COMMON 337358105 2,461 74,561 SH DEFINED 1 74,561 0 0 FIRSTENERGY CORP COMMON 337932107 2,112 75,659 SH DEFINED 1 75,659 0 0 FLEETBOSTON FINL CORP COMMON 339030108 7,220 191,265 SH DEFINED 1 191,265 0 0 FNMA COMMON 313586109 29,818 374,604 SH DEFINED 1 374,604 0 0 FORD MOTOR CO COMMON 345370860 2,103 74,784 SH DEFINED 1 74,784 0 0 FOREST LABORATORIES INC COMMON 345838106 2,950 49,800 SH DEFINED 1 49,800 0 0 FORRESTER RESEARCH INC COMMON 346563109 476 20,000 SH DEFINED 1 20,000 0 0 FPL GROUP INC COMMON 302571104 653 10,655 SH DEFINED 1 10,655 0 0 FRANKLIN RESOURCES INC COMMON 354613101 515 13,173 SH DEFINED 1 13,173 0 0 FREDDIE MAC COMMON 313400301 2,895 44,656 SH DEFINED 1 44,656 0 0 GADZOOKS INC COMMON 362553109 1,265 57,500 SH DEFINED 1 57,500 0 0 GALLAGHER (ARTHUR J.) & CO COMMON 363576109 825 29,800 SH DEFINED 1 29,800 0 0 GANNETT INC DEL COMMON 364730101 1,077 18,036 SH DEFINED 1 18,036 0 0 GAP INC COMMON 364760108 1,275 53,768 SH DEFINED 1 53,768 0 0 GATEWAY INC COMMON 367626108 345 20,510 SH DEFINED 1 20,510 0 0 GAYLORD ENTMT CO NEW COMMON 367905106 1,942 73,000 SH DEFINED 1 73,000 0 0 GENERAL DYNAMICS CORP COMMON 369550108 2,409 38,395 SH DEFINED 1 38,395 0 0 GENERAL ELECTRIC CO COMMON 369604103 46,820 1,118,494 SH DEFINED 1 1,118,494 0 0 GENERAL MILLS INC COMMON 370334104 818 19,011 SH DEFINED 1 19,011 0 0 GENERAL MOTORS CORP COMMON 370442105 1,870 36,057 SH DEFINED 1 36,057 0 0 GENERAL MTRS CORP COMMON 370442832 3,180 163,100 SH DEFINED 1 163,100 0 0 GENUINE PARTS CO COMMON 372460105 266 10,250 SH DEFINED 1 10,250 0 0 GEORGIA PACIFIC GROUP COM GA PAC GRP 373298108 397 13,493 SH DEFINED 1 13,493 0 0 GILLETTE COMPANY COMMON 375766102 5,668 181,846 SH DEFINED 1 181,846 0 0 GLOBAL CROSSING LTD COMMON G3921A100 817 60,531 SH DEFINED 1 60,531 0 0 GOLDEN STATE BANCORP COMMON 381197102 558 20,000 SH DEFINED 1 20,000 0 0 GOLDEN WEST FINANCIAL CORP COMMON 381317106 4,361 67,188 SH DEFINED 1 67,188 0 0 GOODRICH BF COMMON 382388106 1,581 41,200 SH DEFINED 1 41,200 0 0 GRACO INC COMMON 384109104 1,445 51,600 SH DEFINED 1 51,600 0 0 GREATER BAY BANCORP COMMON 391648102 1,171 46,500 SH DEFINED 1 46,500 0 0 GREENPOINT FINANCIAL CORP COMMON 395384100 1,819 55,800 SH DEFINED 1 55,800 0 0 GUIDANT CORP COMMON 401698105 2,997 66,608 SH DEFINED 1 66,608 0 0 GUILFORD PHARMACEUTICALS INC COMMON 401829106 660 35,700 SH DEFINED 1 35,700 0 0 HAIN CELESTIAL GROUP INC COMMON 405217100 870 30,000 SH DEFINED 1 30,000 0 0 HALLIBURTON COMMON 406216101 958 26,065 SH DEFINED 1 26,065 0 0 HARLEY-DAVIDSON INC COMMON 412822108 3,011 79,347 SH DEFINED 1 79,347 0 0 HARTFORD FINL SVCS GROUP INC COMMON 416515104 797 13,516 SH DEFINED 1 13,516 0 0 HCA -THE HEALTHCARE CO COMMON 404119109 1,389 34,485 SH DEFINED 1 34,485 0 0 HEALTH MGMT ASSOCIATES INC CL A 421933102 700 45,000 SH DEFINED 1 45,000 0 0 HEALTH NET INC COMMON 42222G108 1,092 53,000 SH DEFINED 1 53,000 0 0 HEALTHSOUTH CORP COMMON 421924101 371 28,752 SH DEFINED 1 28,752 0 0 HEINZ H J CO COMMON 423074103 5,019 124,846 SH DEFINED 1 124,846 0 0 HENRY (JACK) & ASSOCIATES COMMON 426281101 794 33,500 SH DEFINED 1 33,500 0 0 HERSHEY FOODS CORP COMMON 427866108 790 11,397 SH DEFINED 1 11,397 0 0 HEWLETT PACKARD CO COMMON 428236103 8,481 271,230 SH DEFINED 1 271,230 0 0 HILTON HOTELS COMMON 432848109 214 20,493 SH DEFINED 1 20,493 0 0 HOME DEPOT INC COMMON 437076102 8,034 186,412 SH DEFINED 1 186,412 0 0 HONEYWELL INTERNATIONAL INC COMMON 438516106 13,761 337,288 SH DEFINED 1 337,288 0 0 HOST MARRIOTT CORP COMMON 44107P104 1,096 93,800 SH DEFINED 1 93,800 0 0 HOT TOPIC INC COMMON 441339108 1,036 37,000 SH DEFINED 1 37,000 0 0 HOUSEHOLD INTERNATIONAL INC COMMON 441815107 1,671 28,207 SH DEFINED 1 28,207 0 0 HUNTINGTON BANCSHARE COMMON 446150104 203 14,264 SH DEFINED 1 14,264 0 0 I2 TECHNOLOGIES INC COMMON 465754109 500 34,500 SH DEFINED 1 34,500 0 0 IDEC PHARMACEUTICALS CORP COMMON 449370105 1,408 35,200 SH DEFINED 1 35,200 0 0 ILEX ONCOLOGY INC COMMON 451923106 419 27,500 SH DEFINED 1 27,500 0 0 ILLINOIS TOOL WKS INC COMMON 452308109 1,378 24,236 SH DEFINED 1 24,236 0 0 IMMUNOGEN INC COMMON 45253H101 268 20,000 SH DEFINED 1 20,000 0 0 IMS HEALTH INC COMMON 449934108 5,045 202,624 SH DEFINED 1 202,624 0 0 INKTOMI CORP COMMON 457277101 828 124,500 SH DEFINED 1 124,500 0 0 INSITUFORM TECHNOLOGIES CL A 457667103 979 30,000 SH DEFINED 1 30,000 0 0 INTEL CORP COMMON 458140100 12,988 493,600 SH DEFINED 1 493,600 0 0 INTERNATIONAL BUSINESS MACHINES CORP COMMON 459200101 12,341 128,312 SH DEFINED 1 128,312 0 0 INTERNATIONAL PAPER CO COMMON 460146103 979 27,140 SH DEFINED 1 27,140 0 0 INTERNET SECURITY SYSTEMS COMMON 46060X107 410 15,000 SH DEFINED 1 15,000 0 0 INTERPUBLIC GROUP COS COMMON 460690100 529 15,409 SH DEFINED 1 15,409 0 0 INTL GAME TECHNOLOGY COMMON 459902102 3,202 63,600 SH DEFINED 1 63,600 0 0 INTRANET SOLUTIONS INC COM NEW 460939309 598 25,000 SH DEFINED 1 25,000 0 0 ISHARES MSCI AUSTRALIA INDEX MSCI AUSTRALIA 464286103 208 25,000 SH DEFINED 1 25,000 0 0 ISHARES MSCI FRANCE INDEX MSCI FRANCE 464286707 735 36,216 SH DEFINED 1 36,216 0 0 ISHARES MSCI GERMANY INDEX MSCI GERMAN 464286806 610 36,520 SH DEFINED 1 36,520 0 0 ISHARES MSCI ITALY INDEX MSCI ITALY 464286855 325 16,800 SH DEFINED 1 16,800 0 0 ISHARES MSCI JAPAN INDEX MSCI JAPAN 464286848 1,431 139,711 SH DEFINED 1 139,711 0 0 ISHARES MSCI NETHERLANDS INDEX MSCI NETHERLND 464286814 374 19,310 SH DEFINED 1 19,310 0 0 ISHARES MSCI SPAIN INDEX MSCI SPAIN 464286764 249 10,900 SH DEFINED 1 10,900 0 0 ISHARES MSCI SWITZERLAND INDEX MSCI SWITZERLD 464286749 498 35,467 SH DEFINED 1 35,467 0 0 ISHARES MSCI UNITED KINGDOM INDEX MSCI UTD KINGD 464286699 1,437 91,654 SH DEFINED 1 91,654 0 0 ISHARES S&P 500/BARRA GROWTH INDEX FUND S&P500/BAR GRW 464287309 1,004 17,774 SH DEFINED 1 17,774 0 0 ISHARES S&P 500/BARRA VALUE INDEX FUND S&P500/BAR VAL 464287408 1,031 17,368 SH DEFINED 1 17,368 0 0 JACK IN THE BOX INC COMMON 466367109 899 30,000 SH DEFINED 1 30,000 0 0 JACOBS ENGINEERING GROUP INC COMMON 469814107 1,160 20,000 SH DEFINED 1 20,000 0 0 JDA SOFTWARE GROUP INC COMMON 46612K108 858 75,000 SH DEFINED 1 75,000 0 0 JDS UNIPHASE CORP COMMON 46612J101 3,829 207,662 SH DEFINED 1 207,662 0 0 JEFFERIES GROUP, INC. COMMON 472319102 565 19,600 SH DEFINED 1 19,600 0 0 JOHN HANCOCK FINANCIAL SRVCS COMMON 41014S106 3,793 98,660 SH DEFINED 1 98,660 0 0 JOHNSON + JOHNSON COMMON 478160104 13,887 158,764 SH DEFINED 1 158,764 0 0 JP MORGAN CHASE & CO COMMON 46625H100 5,269 117,353 SH DEFINED 1 117,353 0 0 JUNIPER NETWORKS INC COMMON 48203R104 4,574 120,500 SH DEFINED 1 120,500 0 0 K MART CORP COMMON 482584109 295 31,387 SH DEFINED 1 31,387 0 0 KELLOGG CO COMMON 487836108 638 23,588 SH DEFINED 1 23,588 0 0 KEY ENERGY SERVICES COMMON 492914106 963 90,000 SH DEFINED 1 90,000 0 0 KEYCORP COMMON 493267108 2,571 99,647 SH DEFINED 1 99,647 0 0 KEYSPAN CORPORATION COMMON 49337W100 3,222 84,500 SH DEFINED 1 84,500 0 0 KIMBERLY-CLARK CORP COMMON 494368103 2,148 31,673 SH DEFINED 1 31,673 0 0 KLA-TENCORP CORP COMMON 482480100 2,084 52,922 SH DEFINED 1 52,922 0 0 KOHLS CORPORATION COMMON 500255104 10,655 172,721 SH DEFINED 1 172,721 0 0 KROGER CO COMMON 501044101 12,332 478,179 SH DEFINED 1 478,179 0 0 L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 947 12,000 SH DEFINED 1 12,000 0 0 LAFARGE CORP COMMON 505862102 6,948 229,000 SH DEFINED 1 229,000 0 0 LEARNING TREE INTERNATIONAL COMMON 522015106 414 20,000 SH DEFINED 1 20,000 0 0 LEGGET & PLATT COMMON 524660107 207 10,754 SH DEFINED 1 10,754 0 0 LEHMAN BROTHERS HOLDING INC. COMMON 524908100 2,427 38,707 SH DEFINED 1 38,707 0 0 LENNAR CORP COMMON 526057104 797 20,000 SH DEFINED 1 20,000 0 0 LIFEPOINT HOSPITALS, INC. COMMON 53219L109 812 22,700 SH DEFINED 1 22,700 0 0 LILLY ELI & CO COMMON 532457108 5,697 74,310 SH DEFINED 1 74,310 0 0 LIMITED INC COMMON 532716107 344 21,886 SH DEFINED 1 21,886 0 0 LINCOLN NATL CORP IND COMMON 534187109 480 11,308 SH DEFINED 1 11,308 0 0 LINEAR TECHNOLOGY CORP COMMON 535678106 7,987 194,500 SH DEFINED 1 194,500 0 0 LOCKHEED MARTIN COMMON 539830109 4,242 119,004 SH DEFINED 1 119,004 0 0 LOEWS CORP COMMON 540424108 1,204 20,268 SH DEFINED 1 20,268 0 0 LOWE'S COMPANIES INC COMMON 548661107 11,648 199,287 SH DEFINED 1 199,287 0 0 LSI LOGIC CORP COMMON 502161102 4,059 258,059 SH DEFINED 1 258,059 0 0 LUCENT TECHNOLOGIES INC COMMON 549463107 3,533 354,368 SH DEFINED 1 354,368 0 0 MACROMEDIA INC COMMON 556100105 410 25,500 SH DEFINED 1 25,500 0 0 MACROVISION CORP COMMON 555904101 653 15,000 SH DEFINED 1 15,000 0 0 MANHATTAN ASSOCIATES INC COMMON 562750109 451 29,000 SH DEFINED 1 29,000 0 0 MANPOWER INC WIS COMMON 56418H100 3,830 133,000 SH DEFINED 1 133,000 0 0 MAPINFO CORP COMMON 565105103 666 37,500 SH DEFINED 1 37,500 0 0 MARINE DRILLING COM PAR $0.01 568240204 800 30,000 SH DEFINED 1 30,000 0 0 MARRIOTT INTL INC CL A 571903202 590 14,323 SH DEFINED 1 14,323 0 0 MARSH & MCLENNAN CO INC COMMON 571748102 13,703 144,194 SH DEFINED 1 144,194 0 0 MASCO CORPORATION COMMON 574599106 630 26,112 SH DEFINED 1 26,112 0 0 MATSUSHITA ELEC INDL LTD ADR 576879209 941 51,000 SH DEFINED 1 51,000 0 0 MATTEL INC COMMON 577081102 388 21,856 SH DEFINED 1 21,856 0 0 MAY DEPT STORES COMMON 577778103 2,756 77,678 SH DEFINED 1 77,678 0 0 MBNA CORP COMMON 55262L100 15,122 456,847 SH DEFINED 1 456,847 0 0 MCDONALD'S CORP COMMON 580135101 2,070 77,982 SH DEFINED 1 77,982 0 0 MCGRAW HILL INC COMMON 580645109 9,839 164,946 SH DEFINED 1 164,946 0 0 MCKESSON HBOC INC COMMON 58155Q103 477 17,848 SH DEFINED 1 17,848 0 0 MEDTRONIC INC COMMON 585055106 7,844 171,487 SH DEFINED 1 171,487 0 0 MELLON FINL CORP COMMON 58551A108 1,246 30,758 SH DEFINED 1 30,758 0 0 MENTOR GRAPHICS CORP COMMON 587200106 703 34,100 SH DEFINED 1 34,100 0 0 MERCK + CO INC COMMON 589331107 18,654 245,772 SH DEFINED 1 245,772 0 0 MERCURY COMPUTER SYSTEMS, INC. COMMON 589378108 641 16,700 SH DEFINED 1 16,700 0 0 MERCURY INTERACTIVE CORP COMMON 589405109 628 15,000 SH DEFINED 1 15,000 0 0 MEREDITH CORP COMMON 589433101 4,416 126,500 SH DEFINED 1 126,500 0 0 MERIX CORP COMMON 590049102 372 27,700 SH DEFINED 1 27,700 0 0 MERRILL LYNCH & CO COMMON 590188108 11,016 198,842 SH DEFINED 1 198,842 0 0 METLIFE INC COMMON 59156R108 549 18,262 SH DEFINED 1 18,262 0 0 METROMEDIA FIBER NETWORK, INC CL A 591689104 435 79,300 SH DEFINED 1 79,300 0 0 METTLER-TOLEDO INTERNATIONAL COMMON 592688105 741 18,000 SH DEFINED 1 18,000 0 0 MGM MIRAGE COMMON 552953101 3,138 125,000 SH DEFINED 1 125,000 0 0 MICRON TECHNOLOGY INC COMMON 595112103 1,549 37,302 SH DEFINED 1 37,302 0 0 MICROSOFT CORP COMMON 594918104 32,719 598,291 SH DEFINED 1 598,291 0 0 MINNESOTA MINING & MFG COMMON 604059105 2,838 27,316 SH DEFINED 1 27,316 0 0 MOLEX INC COMMON 608554101 407 11,547 SH DEFINED 1 11,547 0 0 MONTANA POWER CO COMMON 612085100 1,410 100,000 SH DEFINED 1 100,000 0 0 MOODYS CORP COMMON 615369105 4,093 148,500 SH DEFINED 1 148,500 0 0 MORGAN STANLEY DEAN WITTER & CO COMMON 617446448 17,820 333,091 SH DEFINED 1 333,091 0 0 MOTOROLA INC COMMON 620076109 10,313 723,191 SH DEFINED 1 723,191 0 0 NABORS INDUSTRIES COMMON 629568106 3,002 57,900 SH DEFINED 1 57,900 0 0 NATIONAL CITY CORP COMMON 635405103 977 36,526 SH DEFINED 1 36,526 0 0 NATIONAL SEMICONDUCTOR COMMON 637640103 290 10,825 SH DEFINED 1 10,825 0 0 NATIONAL SERVICE INDUS COMMON 637657107 1,372 58,500 SH DEFINED 1 58,500 0 0 NATURAL MICROSYSTEMS CORP COMMON 638882100 311 35,000 SH DEFINED 1 35,000 0 0 NCO GROUP INC COMMON 628858102 511 20,000 SH DEFINED 1 20,000 0 0 NEOPHARM INC COMMON 640919106 256 12,000 SH DEFINED 1 12,000 0 0 NETWORK APPLIANCE INC COMMON 64120L104 5,738 341,317 SH DEFINED 1 341,317 0 0 NEW YORK TIMES CL A 650111107 427 10,419 SH DEFINED 1 10,419 0 0 NEWELL RUBBERMAID INC COMMON 651229106 420 15,862 SH DEFINED 1 15,862 0 0 NEWFIELD EXPLORATION COMMON 651290108 733 21,000 SH DEFINED 1 21,000 0 0 NEWMONT MNG CORP COMMON 651639106 3,546 220,000 SH DEFINED 1 220,000 0 0 NEWPORT NEWS SHIPBUILDING COMMON 652228107 734 15,000 SH DEFINED 1 15,000 0 0 NEXTEL COMMUNICATIONS INC CL A 65332V103 4,827 335,824 SH DEFINED 1 335,824 0 0 NICOR INC COMMON 654086107 466 12,507 SH DEFINED 1 12,507 0 0 NIKE INC CL B 654106103 836 20,619 SH DEFINED 1 20,619 0 0 NOKIA CORPORATION PE SPNSRD ADR 654902204 4,049 168,700 SH DEFINED 1 168,700 0 0 NORFOLK SOUTHERN CORP COMMON 655844108 356 21,296 SH DEFINED 1 21,296 0 0 NORTEL NETWORKS CORP COMMON 656568102 4,748 337,946 SH DEFINED 1 337,946 0 0 NORTHERN TR CORP COMMON 665859104 881 14,090 SH DEFINED 1 14,090 0 0 NOVATEL WIRELESS INC COMMON 66987M109 2,950 1,429,932 SH DEFINED 1 1,429,932 0 0 OAKLEY INC. COMMON 673662102 274 15,400 SH DEFINED 1 15,400 0 0 OCCIDENTAL PETROLEUM COMMON 674599105 582 23,518 SH DEFINED 1 23,518 0 0 OLD REPUBLIC INTL CORP COMMON 680223104 966 34,000 SH DEFINED 1 34,000 0 0 OMNICOM GROUP INC COMMON 681919106 14,579 175,907 SH DEFINED 1 175,907 0 0 ONYX PHARMACEUTICALS INC COMMON 683399109 780 80,000 SH DEFINED 1 80,000 0 0 OPEN TEXT CORP COMMON 683715106 782 40,000 SH DEFINED 1 40,000 0 0 OPTIMAL ROBOTICS CORP CL A NEW 68388R208 808 31,000 SH DEFINED 1 31,000 0 0 ORACLE CORP COMMON 68389X105 13,855 924,882 SH DEFINED 1 924,882 0 0 ORATEC INTERVENTIONS INC COMMON 68554M108 7,589 941,176 SH DEFINED 1 941,176 0 0 OXFORD HEALTH PLANS COMMON 691471106 2,573 96,200 SH DEFINED 1 96,200 0 0 P.P.G. INDUSTRIES INC COMMON 693506107 2,423 52,579 SH DEFINED 1 52,579 0 0 PACIFIC SUNWEAR OF CALIFORNIA COMMON 694873100 688 25,000 SH DEFINED 1 25,000 0 0 PALM INC COMMON 696642107 346 41,187 SH DEFINED 1 41,187 0 0 PANAMERICAN BEVERAGES INC CL A P74823108 1,114 63,500 SH DEFINED 1 63,500 0 0 PARAMETRIC TECHNOL COMMON 699173100 345 38,044 SH DEFINED 1 38,044 0 0 PATHMARK STORES COMMON 70322A101 682 38,972 SH DEFINED 1 38,972 0 0 PATTERSON DENTAL COMPANY COMMON 703412106 923 30,000 SH DEFINED 1 30,000 0 0 PATTERSON ENERGY COMMON 703414102 949 30,000 SH DEFINED 1 30,000 0 0 PAYCHEX INC COMMON 704326107 1,981 53,450 SH DEFINED 1 53,450 0 0 PENNY J.C. INC. COMMON 708160106 264 16,509 SH DEFINED 1 16,509 0 0 PEOPLESOFT INC COMMON 712713106 469 20,018 SH DEFINED 1 20,018 0 0 PEPSI BOTTLING GROUP INC COMMON 713409100 14,102 371,000 SH DEFINED 1 371,000 0 0 PEPSICO INC COMMON 713448108 3,609 82,107 SH DEFINED 1 82,107 0 0 PERKINELMER INC. COMMON 714046109 593 11,300 SH DEFINED 1 11,300 0 0 PFIZER INC COMMON 717081103 41,851 1,022,010 SH DEFINED 1 1,022,010 0 0 PG&E CORPORATION COMMON 69331C108 686 56,243 SH DEFINED 1 56,243 0 0 PHARMACEUTICAL PRODUCT DEVEL COMMON 717124101 1,032 24,500 SH DEFINED 1 24,500 0 0 PHARMACIA CORPORATION COMMON 71713U102 20,571 408,399 SH DEFINED 1 408,399 0 0 PHILIP MORRIS COS INC COMMON 718154107 13,388 282,158 SH DEFINED 1 282,158 0 0 PHILLIPS PETROLEUM CO COMMON 718507106 3,182 57,801 SH DEFINED 1 57,801 0 0 PIER 1 IMPORTS INC COMMON 720279108 1,300 100,000 SH DEFINED 1 100,000 0 0 PITNEY BOWES COMMON 724479100 2,310 66,482 SH DEFINED 1 66,482 0 0 PLACER DOME INC COMMON 725906101 258 29,825 SH DEFINED 1 29,825 0 0 PMI GROUP INC COMMON 69344M101 780 12,000 SH DEFINED 1 12,000 0 0 PNC FINANCIAL SERVICES GROUP COMMON 693475105 1,178 17,382 SH DEFINED 1 17,382 0 0 POGO PRODUCING CO COMMON 730448107 708 24,000 SH DEFINED 1 24,000 0 0 POLO RALPH LAUREN CORP CL A 731572103 1,040 37,800 SH DEFINED 1 37,800 0 0 POLYCOM INC COMMON 73172K104 545 44,000 SH DEFINED 1 44,000 0 0 POPULAR INC COMMON 733174106 736 25,000 SH DEFINED 1 25,000 0 0 POWERTEL INC COMMON 73936C109 1,624 29,802 SH DEFINED 1 29,802 0 0 PPL CORPORATION COMMON 69351T106 1,670 37,987 SH DEFINED 1 37,987 0 0 PRIDE INTERNATIONAL INC COMMON 741932107 950 40,000 SH DEFINED 1 40,000 0 0 PRIME HOSPITALITY CORP COMMON 741917108 589 54,500 SH DEFINED 1 54,500 0 0 PRIORITY HEALTHCARE CORP CL B 74264T102 566 15,001 SH DEFINED 1 15,001 0 0 PROCTER & GAMBLE CO COMMON 742718109 5,777 92,283 SH DEFINED 1 92,283 0 0 PROGRESS ENERGY INC COMMON 743263105 802 18,618 SH DEFINED 1 18,618 0 0 PROTEIN DESIGN LABS COMMON 74369L103 890 20,000 SH DEFINED 1 20,000 0 0 PROVIDIAN FINANCIAL CORP COMMON 74406A102 850 17,324 SH DEFINED 1 17,324 0 0 PUBLIC SVC ENTERPRISE COMMON 744573106 630 14,602 SH DEFINED 1 14,602 0 0 QUAKER OATS COMMON 747402105 3,067 31,600 SH DEFINED 1 31,600 0 0 QUALCOMM INC COMMON 747525103 2,490 43,973 SH DEFINED 1 43,973 0 0 QUANTA SERVICES INC COMMON 74762E102 1,608 72,050 SH DEFINED 1 72,050 0 0 QUEST DIAGNOSTICS INC COMMON 74834L100 3,137 35,300 SH DEFINED 1 35,300 0 0 QWEST COMMUNICATIONS INTL INC COMMON 749121109 14,327 408,751 SH DEFINED 1 408,751 0 0 RADIOSHACK CORP COMMON 750438103 397 10,821 SH DEFINED 1 10,821 0 0 RADWARE LTD ORD M81873107 650 57,500 SH DEFINED 1 57,500 0 0 RALSTON PURINA GROUP COMMON 751277302 750 24,066 SH DEFINED 1 24,066 0 0 RARE HOSPITALITY INTL INC COMMON 753820109 373 15,000 SH DEFINED 1 15,000 0 0 RATIONAL SOFTWARE CORP COM NEW 75409P202 1,502 84,600 SH DEFINED 1 84,600 0 0 REGIONS FINANCIAL CORP COMMON 758940100 366 12,885 SH DEFINED 1 12,885 0 0 RELIANT ENERGY INC COMMON 75952J108 835 18,464 SH DEFINED 1 18,464 0 0 RESPIRONICS INC COMMON 761230101 915 30,000 SH DEFINED 1 30,000 0 0 REUTERS GROUP PLC SPNSRD ADR 76132M102 1,545 20,675 SH DEFINED 1 20,675 0 0 ROCKWELL INTERNATIONAL COMMON 773903109 385 10,590 SH DEFINED 1 10,590 0 0 ROHM & HAAS & CO COMMON 775371107 375 12,162 SH DEFINED 1 12,162 0 0 ROPER INDUSTRIES INC COMMON 776696106 537 15,000 SH DEFINED 1 15,000 0 0 ROYAL DUTCH PETROLEUM COMMON 780257804 7,748 139,755 SH DEFINED 1 139,755 0 0 RPM INC OHIO COMMON 749685103 5,024 492,500 SH DEFINED 1 492,500 0 0 SAFEWAY INC COMMON 786514208 17,796 322,678 SH DEFINED 1 322,678 0 0 SARA LEE CORP COMMON 803111103 3,141 145,563 SH DEFINED 1 145,563 0 0 SBC COMMUNICATIONS INC COMMON 78387G103 12,589 282,074 SH DEFINED 1 282,074 0 0 SBS TECHNOLOGIES INC COMMON 78387P103 446 30,000 SH DEFINED 1 30,000 0 0 SCHERING-PLOUGH CORP COMMON 806605101 14,296 391,340 SH DEFINED 1 391,340 0 0 SCHLUMBERGER LTD COMMON 806857108 5,615 97,459 SH DEFINED 1 97,459 0 0 SCHOLASTIC CORP COMMON 807066105 541 15,000 SH DEFINED 1 15,000 0 0 SCHULMAN A INC COMMON 808194104 1,104 92,500 SH DEFINED 1 92,500 0 0 SCHWAB CHARLES CORP COMMON 808513105 1,536 99,591 SH DEFINED 1 99,591 0 0 SCIENTIFIC-ATLANTA INC COMMON 808655104 2,832 68,100 SH DEFINED 1 68,100 0 0 SEALED AIR CORP NEW COMMON 81211K100 2,833 85,000 SH DEFINED 1 85,000 0 0 SEARS ROEBUCK & CO COMMON 812387108 683 19,353 SH DEFINED 1 19,353 0 0 SEI INVESTMENTS COMPANY COMMON 784117103 717 23,000 SH DEFINED 1 23,000 0 0 SEMPRA ENERGY COMMON 816851109 398 17,091 SH DEFINED 1 17,091 0 0 SENSORMATIC ELECTRONICS CORP COMMON 817265101 950 50,000 SH DEFINED 1 50,000 0 0 SERENA SOFTWARE INC COMMON 817492101 381 41,750 SH DEFINED 1 41,750 0 0 SIEBEL SYSTEMS INC COMMON 826170102 6,966 256,093 SH DEFINED 1 256,093 0 0 SKYWEST INC COMMON 830879102 465 20,000 SH DEFINED 1 20,000 0 0 SMITH INTERNATIONAL INC COMMON 832110100 3,524 50,200 SH DEFINED 1 50,200 0 0 SOLECTRON CORPORATION COMMON 834182107 4,762 250,491 SH DEFINED 1 250,491 0 0 SONY CORP ADR NEW 835699307 2,153 29,800 SH DEFINED 1 29,800 0 0 SOUTHERN CO COMMON 842587107 1,334 38,006 SH DEFINED 1 38,006 0 0 SOUTHTRUST CORPORATION COMMON 844730101 1,318 28,800 SH DEFINED 1 28,800 0 0 SOUTHWEST AIRLINES COMMON 844741108 13,432 756,706 SH DEFINED 1 756,706 0 0 SPRINT CORP (FON GROUP) COM FON GRP 852061100 4,524 205,720 SH DEFINED 1 205,720 0 0 SPRINT CORP (PCS GROUP) PCS COM SER 1 852061506 1,319 69,445 SH DEFINED 1 69,445 0 0 ST PAUL COS INC COMMON 792860108 530 12,028 SH DEFINED 1 12,028 0 0 STAPLES INC COMMON 855030102 13,425 902,537 SH DEFINED 1 902,537 0 0 STATE STREET CORPORATION COMMON 857477103 1,345 14,400 SH DEFINED 1 14,400 0 0 STERICYCLE INC COMMON 858912108 893 20,000 SH DEFINED 1 20,000 0 0 STILWELL FINANCIAL INC COMMON 860831106 367 13,697 SH DEFINED 1 13,697 0 0 SUN MICROSYSTEMS INC COMMON 866810104 6,371 414,502 SH DEFINED 1 414,502 0 0 SUNOCO INC. COMMON 86764P109 1,622 50,000 SH DEFINED 1 50,000 0 0 SUNRISE ASSISTED LIVING INC COMMON 86768K106 2,993 152,000 SH DEFINED 1 152,000 0 0 SUNTRUST BKS INC COMMON 867914103 1,203 18,559 SH DEFINED 1 18,559 0 0 SURMODICS INC COMMON 868873100 1,289 35,800 SH DEFINED 1 35,800 0 0 SYBASE INC COMMON 871130100 659 42,500 SH DEFINED 1 42,500 0 0 SYNOVUS FINANCIAL COMMON 87161C105 410 15,203 SH DEFINED 1 15,203 0 0 SYSCO CORP COMMON 871829107 5,865 221,248 SH DEFINED 1 221,248 0 0 TALBOTS INC COMMON 874161102 4,834 113,800 SH DEFINED 1 113,800 0 0 TARGET CORP COMMON 87612E106 13,636 377,929 SH DEFINED 1 377,929 0 0 TEKTRONIX INC COMMON 879131100 3,580 131,200 SH DEFINED 1 131,200 0 0 TELECORP PCS INC NEW CL A 879300101 34,602 2,297,149 SH DEFINED 1 2,297,149 0 0 TELEFONICA S A COMMON 879382208 1,322 27,600 SH DEFINED 1 27,600 0 0 TELLABS INC COMMON 879664100 2,195 53,948 SH DEFINED 1 53,948 0 0 TENET HEALTHCARE CORP COMMON 88033G100 1,004 22,809 SH DEFINED 1 22,809 0 0 TERADYNE INC COMMON 880770102 2,541 77,000 SH DEFINED 1 77,000 0 0 TEXACO INC COMMON 881694103 10,237 154,169 SH DEFINED 1 154,169 0 0 TEXAS INSTRUMENTS COMMON 882508104 4,718 152,304 SH DEFINED 1 152,304 0 0 THERMA-WAVE INC COMMON 88343A108 1,256 99,500 SH DEFINED 1 99,500 0 0 THERMO ELECTRON COMMON 883556102 345 15,344 SH DEFINED 1 15,344 0 0 TIFFANY & CO COMMON 886547108 1,553 57,000 SH DEFINED 1 57,000 0 0 TITAN PHARMACEUTICALS INC COMMON 888314101 444 20,000 SH DEFINED 1 20,000 0 0 TJX COS INC COMMON 872540109 514 16,064 SH DEFINED 1 16,064 0 0 TMP WORLDWIDE INC. COMMON 872941109 1,904 50,700 SH DEFINED 1 50,700 0 0 TOLLGRADE COMMUNICATIONS INC COMMON 889542106 842 32,700 SH DEFINED 1 32,700 0 0 TORCHMARK CORP COMMON 891027104 428 11,011 SH DEFINED 1 11,011 0 0 TOSCO CORP COM NEW 891490302 608 14,213 SH DEFINED 1 14,213 0 0 TOYS R US CO COMMON 892335100 328 13,056 SH DEFINED 1 13,056 0 0 TRANSOCEAN SEDCO FOREX INC ORD G90078109 2,047 47,222 SH DEFINED 1 47,222 0 0 TRIBUNE CO COMMON 896047107 906 22,237 SH DEFINED 1 22,237 0 0 TRIGON HEALTHCARE INC COMMON 89618L100 1,185 23,000 SH DEFINED 1 23,000 0 0 TRIQUINT SEMICINDUCTOR INC COMMON 89674K103 518 35,000 SH DEFINED 1 35,000 0 0 TXU CORPORATION COMMON 873168108 660 15,963 SH DEFINED 1 15,963 0 0 TYCO INTERNATIONAL COMMON 902124106 18,931 437,924 SH DEFINED 1 437,924 0 0 UNILEVER N.V. 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CORP COMMON 918204108 390 11,140 SH DEFINED 1 11,140 0 0 VARCO INTL INC DEL COMMON 922122106 301 14,600 SH DEFINED 1 14,600 0 0 VARIAN INC COMMON 922206107 695 27,200 SH DEFINED 1 27,200 0 0 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 1,216 20,000 SH DEFINED 1 20,000 0 0 VARIAN SEMICONDUCTOR EQUIP COMMON 922207105 798 25,000 SH DEFINED 1 25,000 0 0 VERITAS DGC INC COMMON 92343P107 959 30,000 SH DEFINED 1 30,000 0 0 VERITAS SOFTWARE CORP COMMON 923436109 3,869 83,666 SH DEFINED 1 83,666 0 0 VERITY INC COMMON 92343C106 1,157 51,000 SH DEFINED 1 51,000 0 0 VERIZON COMMUNICATIONS COMMON 92343V104 16,875 342,300 SH DEFINED 1 342,300 0 0 VIACOM INC CL B 925524308 5,127 116,596 SH DEFINED 1 116,596 0 0 VINTAGE PETROLEUM INC COMMON 927460105 672 33,000 SH DEFINED 1 33,000 0 0 VODAFONE GROUP PLC COMMON 92857W100 5,510 202,950 SH DEFINED 1 202,950 0 0 WACHOVIA CORP COMMON 929771103 696 11,550 SH DEFINED 1 11,550 0 0 WALGREEN COMPANY COMMON 931422109 2,529 61,997 SH DEFINED 1 61,997 0 0 WAL-MART STORES INC COMMON 931142103 16,925 335,143 SH DEFINED 1 335,143 0 0 WASHINGTON MUTUAL COMMON 939322103 3,054 55,780 SH DEFINED 1 55,780 0 0 WASTE MANAGEMENT INC COMMON 94106L109 911 36,871 SH DEFINED 1 36,871 0 0 WATERS CORP COMMON 941848103 2,996 64,500 SH DEFINED 1 64,500 0 0 WEATHERFORD INTERNATIONAL COMMON 947074100 987 20,000 SH DEFINED 1 20,000 0 0 WELLS FARGO COMPANY COMMON 949746101 20,656 417,538 SH DEFINED 1 417,538 0 0 WENDY'S INTL COMMON 950590109 737 33,000 SH DEFINED 1 33,000 0 0 WEYERHAEUSER CO COMMON 962166104 673 13,255 SH DEFINED 1 13,255 0 0 WGL HOLDINGS INC COMMON 92924F106 799 28,900 SH DEFINED 1 28,900 0 0 WILLIAMS COMMUNICATIONS GRP CL A 969455104 419 46,500 SH DEFINED 1 46,500 0 0 WILLIAMS COS INC COMMON 969457100 3,551 82,859 SH DEFINED 1 82,859 0 0 WORLDCOM INC COMMON 98157D106 12,342 660,420 SH DEFINED 1 660,420 0 0 WRIGLEY (WM) JR. 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