0001145443-13-000699.txt : 20130227 0001145443-13-000699.hdr.sgml : 20130227 20130227162201 ACCESSION NUMBER: 0001145443-13-000699 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 19990930 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: 13647014 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_3.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, 1999 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: 501 Form 13F Information Table Value Total: US $3,357,738 (thousands) List of Other Included Managers: No. Form 13F File Number Name 1 028-11519 Manulife Financial Corporation
VOTING AUTHORITY Title of CUSIP Value Shares or SH/ Put/ Investment Other Name of Issuer Class Number (x$1000) Prn Amount PRN Call Discretion Manager SOLE SHARED NONE 3COM CORPORATION COMMON 885535104 4,776 166,111 SH DEFINED 1 166,111 0 0 ABBOTT LABS COMMON 002824100 10,465 285,106 SH DEFINED 1 285,106 0 0 ABERCROMBIE & FITCH CO CL A 002896207 3,718 109,150 SH DEFINED 1 109,150 0 0 ACCLAIM ENMNT INC COM PAR $.02 004325205 1,064 140,100 SH DEFINED 1 140,100 0 0 ADAPTEC INC COMMON 00651F108 5,540 139,600 SH DEFINED 1 139,600 0 0 ADELPHIA COMMUNICATIONS CORP. CL A 006848105 3,599 61,200 SH DEFINED 1 61,200 0 0 ADVANCED ENERGY INDUSTRIES COMMON 007973100 1,544 50,000 SH DEFINED 1 50,000 0 0 ADVANCED MICRO DEVICES INC COMMON 007903107 217 12,600 SH DEFINED 1 12,600 0 0 ADVANCED RADIO TELECOM CORP COMMON 00754U101 648 53,960 SH DEFINED 1 53,960 0 0 AEGON N.V. ORD AMER REG 007924103 1,244 14,383 SH DEFINED 1 14,383 0 0 AETNA INC COMMON 008117103 2,104 42,726 SH DEFINED 1 42,726 0 0 AFFILIATED MANAGERS GROUP, INC COMMON 008252108 368 13,500 SH DEFINED 1 13,500 0 0 AFLAC INC COMMON 001055102 540 12,890 SH DEFINED 1 12,890 0 0 AIR PRODUCTS AND CHEMICALS INC COMMON 009158106 1,253 42,895 SH DEFINED 1 42,895 0 0 ALBERTSON'S INC COMMON 013104104 9,197 232,470 SH DEFINED 1 232,470 0 0 ALCAN ALUMINUM LTD COMMON 013716105 1,083 365,606 SH DEFINED 1 365,606 0 0 ALCOA INC. COMMON 013817101 4,252 68,504 SH DEFINED 1 68,504 0 0 ALLEGHENY TELEDYNE COMMON 017415100 558 33,070 SH DEFINED 1 33,070 0 0 ALLERGAN INC COMMON 018490102 4,297 39,065 SH DEFINED 1 39,065 0 0 ALLIANCE RESOURCE PARTNERS UT LTD PART 01877R108 1,294 90,000 SH DEFINED 1 90,000 0 0 ALLIEDSIGNAL INC COMMON 019512102 8,497 141,769 SH DEFINED 1 141,769 0 0 ALLSTATE CORP COMMON 020002101 3,988 159,916 SH DEFINED 1 159,916 0 0 ALLTEL CORP COMMON 020039103 2,438 34,645 SH DEFINED 1 34,645 0 0 AMAZON.COM INC COMMON 023135106 3,780 47,400 SH DEFINED 1 47,400 0 0 AMEREN CORP COMMON 023608102 2,201 58,200 SH DEFINED 1 58,200 0 0 AMERICA ONLINE INC COMMON 02364J104 17,706 170,217 SH DEFINED 1 170,217 0 0 AMERICAN CAPITAL STRATEGIES COMMON 024937104 925 50,000 SH DEFINED 1 50,000 0 0 AMERICAN ELECTRIC POWER COMMON 025537101 505 14,800 SH DEFINED 1 14,800 0 0 AMERICAN EXPRESS COMPANY COMMON 025816109 22,980 170,487 SH DEFINED 1 170,487 0 0 AMERICAN FREIGHTWAYS CORP COMMON 02629V108 782 43,000 SH DEFINED 1 43,000 0 0 AMERICAN GENERAL COMMON 026351106 2,907 45,992 SH DEFINED 1 45,992 0 0 AMERICAN HOME PRODUCTS CORP COMMON 026609107 17,561 423,161 SH DEFINED 1 423,161 0 0 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 66,484 764,733 SH DEFINED 1 764,733 0 0 AMERICAN PWR CONVERSION CORP COMMON 029066107 3,135 165,000 SH DEFINED 1 165,000 0 0 AMERITECH CORPORATION COMMON 030954101 13,702 204,927 SH DEFINED 1 204,927 0 0 AMGEN INC COMMON 031162100 26,896 330,013 SH DEFINED 1 330,013 0 0 AMR CORP COMMON 001765106 665 12,200 SH DEFINED 1 12,200 0 0 AMSOUTH BANCORPORATION COMMON 032165102 3,134 133,734 SH DEFINED 1 133,734 0 0 ANADARKO PETROLEUM CORP COMMON 032511107 2,925 95,710 SH DEFINED 1 95,710 0 0 ANADIGICS, INC. COMMON 032515108 1,325 47,100 SH DEFINED 1 47,100 0 0 ANDRX CORP COMMON 034551101 1,346 23,000 SH DEFINED 1 23,000 0 0 ANHEUSER BUSCH COS COMMON 035229103 6,691 95,495 SH DEFINED 1 95,495 0 0 ANTEC CORP COMMON 03664P105 1,328 25,000 SH DEFINED 1 25,000 0 0 AON CORP COMMON 037389103 365 12,336 SH DEFINED 1 12,336 0 0 APPLIED MATERIALS INC COMMON 038222105 15,146 194,567 SH DEFINED 1 194,567 0 0 ARCH COAL INC COMMON 039380100 528 42,900 SH DEFINED 1 42,900 0 0 ARCHER-DANIELS-MIDLAND COMMON 039483102 1,241 102,231 SH DEFINED 1 102,231 0 0 ARDENT SOFTWARE INC COMMON 039794102 1,913 71,000 SH DEFINED 1 71,000 0 0 ARTIC CAT INC. COMMON 039670104 980 102,500 SH DEFINED 1 102,500 0 0 ASSOCIATES FIRST CAPITAL CORP CL A 046008108 7,284 202,344 SH DEFINED 1 202,344 0 0 ASYST TECHNOLOGIES INC COMMON 04648X107 908 27,500 SH DEFINED 1 27,500 0 0 AT&T CORP COMMON 001957109 45,034 1,035,275 SH DEFINED 1 1,035,275 0 0 ATLANTIC RICHFIELD CO COMMON 048825103 3,404 38,413 SH DEFINED 1 38,413 0 0 ATMI INC COMMON 00207R101 1,026 27,500 SH DEFINED 1 27,500 0 0 ATWOOD OCEANICS INC COMMON 050095108 764 25,000 SH DEFINED 1 25,000 0 0 AURORA BIOSCIENCES CORP COMMON 051920106 260 19,100 SH DEFINED 1 19,100 0 0 AUTOMATIC DATA PROCESSING INC COMMON 053015103 4,613 103,377 SH DEFINED 1 103,377 0 0 AVON PRODUCTS COMMON 054303102 7,204 290,330 SH DEFINED 1 290,330 0 0 AVT CORPORATION COMMON 002420107 536 17,500 SH DEFINED 1 17,500 0 0 BAKER HUGHES INC COMMON 057224107 1,115 38,446 SH DEFINED 1 38,446 0 0 BALLANTYNE OMAHA INC COMMON 058516105 1,492 265,282 SH DEFINED 1 265,282 0 0 BANK OF AMERICA CORP. COMMON 060505104 37,773 678,296 SH DEFINED 1 678,296 0 0 BANK OF NEW YORK COMMON 064057102 5,301 158,532 SH DEFINED 1 158,532 0 0 BANK ONE CORP. COMMON 06423A103 14,037 403,220 SH DEFINED 1 403,220 0 0 BANK TOKYO MITSUBISHI LTD SPNSRD ADR 065379109 475 31,000 SH DEFINED 1 31,000 0 0 BANKBOSTON CORP COMMON 06605R106 4,092 94,342 SH DEFINED 1 94,342 0 0 BARRICK GOLD CORP COMMON 067901108 1,188 54,617 SH DEFINED 1 54,617 0 0 BAXTER INTERNATIONAL INC COMMON 071813109 3,090 51,281 SH DEFINED 1 51,281 0 0 BB&T CORPORATION COMMON 054937107 493 15,219 SH DEFINED 1 15,219 0 0 BECTON DICKINSON & CO COMMON 075887109 16,063 572,412 SH DEFINED 1 572,412 0 0 BELL ATLANTIC CORP COMMON 077853109 21,843 324,496 SH DEFINED 1 324,496 0 0 BELLSOUTH CORP COMMON 079860102 17,398 386,625 SH DEFINED 1 386,625 0 0 BEST BUY COMPANY INC COMMON 086516101 4,513 72,721 SH DEFINED 1 72,721 0 0 BESTFOODS INC COMMON 08658U101 1,761 36,280 SH DEFINED 1 36,280 0 0 BIOGEN INC COMMON 090597105 1,332 16,900 SH DEFINED 1 16,900 0 0 BJ'S WHOLESALE CLUB INC COMMON 05548J106 331 11,200 SH DEFINED 1 11,200 0 0 BMC SOFTWARE COMMON 055921100 816 11,399 SH DEFINED 1 11,399 0 0 BOEING COMPANY COMMON 097023105 8,841 207,413 SH DEFINED 1 207,413 0 0 BOISE CASCADE COMMON 097383103 3,322 91,169 SH DEFINED 1 91,169 0 0 BOSTON SCIENTIFIC COMMON 101137107 1,580 63,890 SH DEFINED 1 63,890 0 0 BP AMOCO PLC SPNSRD ADR 055622104 8,916 80,457 SH DEFINED 1 80,457 0 0 BRINKER INTERNATIONAL INC COMMON 109641100 3,905 143,950 SH DEFINED 1 143,950 0 0 BRISTOL MYERS SQUIBB CO COMMON 110122108 38,692 573,212 SH DEFINED 1 573,212 0 0 BRITISH AMERN TOB PLC SPNSRD ADR 110448107 344 19,800 SH DEFINED 1 19,800 0 0 BROOKS AUTOMATION, INC. COMMON 11434A100 817 46,500 SH DEFINED 1 46,500 0 0 BROWN FORMAN CORP CL B 115637209 2,052 32,900 SH DEFINED 1 32,900 0 0 BROWN SHOE COMPANY INC. COMMON 115736100 791 43,200 SH DEFINED 1 43,200 0 0 BRUNSWICK CORP COMMON 117043109 726 29,200 SH DEFINED 1 29,200 0 0 BURLINGTON NORTHERN SANTA FE CORP COMMON 12189T104 2,010 73,096 SH DEFINED 1 73,096 0 0 BURLINGTON RESOURCES COMMON 122014103 5,577 151,761 SH DEFINED 1 151,761 0 0 BUSINESS OBJECTS SA-SP SPNSRD ADR 12328X107 1,180 20,000 SH DEFINED 1 20,000 0 0 CABLETRON SYS INC COMMON 126920107 712 45,400 SH DEFINED 1 45,400 0 0 CADENCE DESIGN SYS COMMON 127387108 1,826 136,500 SH DEFINED 1 136,500 0 0 CALPINE CORPORATION COMMON 131347106 876 10,300 SH DEFINED 1 10,300 0 0 CAMPBELL SOUP CO LTD COMMON 134429109 3,187 81,460 SH DEFINED 1 81,460 0 0 CANON INC ADR 138006309 438 14,800 SH DEFINED 1 14,800 0 0 CAPITAL ONE FINANCIAL COMMON 14040H105 1,539 39,459 SH DEFINED 1 39,459 0 0 CARDINAL HEALTH COMMON 14149Y108 717 13,163 SH DEFINED 1 13,163 0 0 CARNIVAL CRUISE LINES COMMON 143658102 20,358 468,004 SH DEFINED 1 468,004 0 0 CAROLINA POWER & LIGHT COMMON 144141108 425 12,000 SH DEFINED 1 12,000 0 0 CARRIER ACCESS CORP COMMON 144460102 1,652 39,500 SH DEFINED 1 39,500 0 0 CATERPILLAR INC COMMON 149123101 5,295 96,609 SH DEFINED 1 96,609 0 0 CBS CORPORATION COMMON 12490K107 5,850 126,497 SH DEFINED 1 126,497 0 0 CENDANT CORP COMMON 151313103 1,440 81,120 SH DEFINED 1 81,120 0 0 CENTEX CONSTRUCTION PRODUCTS COMMON 15231R109 976 26,300 SH DEFINED 1 26,300 0 0 CENTRAL & SOUTHWEST COMMON 152357109 218 10,327 SH DEFINED 1 10,327 0 0 CHAMPION INTERNATIONAL CORP COMMON 158525105 1,089 21,200 SH DEFINED 1 21,200 0 0 CHARTER ONE FINANCIAL, INC. COMMON 160903100 2,587 111,878 SH DEFINED 1 111,878 0 0 CHASE MANHATTAN CORPORATION COMMON 16161A108 24,911 330,497 SH DEFINED 1 330,497 0 0 CHEVRON CORP COMMON 166751107 10,886 122,664 SH DEFINED 1 122,664 0 0 CHILDREN'S PLACE COMMON 168905107 1,526 57,300 SH DEFINED 1 57,300 0 0 CHIRON CORP COMMON 170040109 969 35,000 SH DEFINED 1 35,000 0 0 CIGNA CORP COMMON 125509109 1,353 17,400 SH DEFINED 1 17,400 0 0 CINERGY CORP COMMON 172474108 351 12,400 SH DEFINED 1 12,400 0 0 CIRCUIT CITY STORES INC CIRCT CITY GRP 172737108 650 15,400 SH DEFINED 1 15,400 0 0 CISCO SYSTEMS INC COMMON 17275R102 69,476 1,013,316 SH DEFINED 1 1,013,316 0 0 CITIGROUP INC. COMMON 172967101 66,933 1,521,194 SH DEFINED 1 1,521,194 0 0 CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 1,284 16,071 SH DEFINED 1 16,071 0 0 CLOROX CO COMMON 189054109 1,081 28,270 SH DEFINED 1 28,270 0 0 CNF TRANSPORTATION INC COMMON 12612W104 745 20,000 SH DEFINED 1 20,000 0 0 COASTAL CORP COMMON 190441105 19,242 470,028 SH DEFINED 1 470,028 0 0 COCA-COLA CO COMMON 191216100 25,077 520,193 SH DEFINED 1 520,193 0 0 COCA-COLA ENTERPRISES COMMON 191219104 462 20,484 SH DEFINED 1 20,484 0 0 COFLEXIP SPNSRD ADR 192384105 597 12,500 SH DEFINED 1 12,500 0 0 COLGATE-PALMOLIVE COMMON 194162103 4,718 103,121 SH DEFINED 1 103,121 0 0 COLUMBIA/HCA HEALTHCARE CORP COMMON 197677107 2,322 109,612 SH DEFINED 1 109,612 0 0 COMCAST CORP CL A SPL 200300200 4,005 100,450 SH DEFINED 1 100,450 0 0 COMERICA INC COMMON 200340107 683 13,500 SH DEFINED 1 13,500 0 0 COMMERCIAL INTERTECH CORP. COMMON 201709102 526 43,600 SH DEFINED 1 43,600 0 0 COMPAQ COMPUTER CORPORATION COMMON 204493100 12,448 543,241 SH DEFINED 1 543,241 0 0 COMPUTER ASSOCIATION COMMON 204912109 6,425 105,061 SH DEFINED 1 105,061 0 0 COMPUWARE CORP COMMON 205638109 463 17,777 SH DEFINED 1 17,777 0 0 CONAGRA INC COMMON 205887102 2,616 115,960 SH DEFINED 1 115,960 0 0 CONOCO INC CL A 208251306 9,260 333,700 SH DEFINED 1 333,700 0 0 CONSECO INC COMMON 208464107 303 15,673 SH DEFINED 1 15,673 0 0 CONSOLIDATED EDISON INC COMMON 209115104 1,256 30,261 SH DEFINED 1 30,261 0 0 CONSTELLATION ENERGY GROUP COMMON 210371100 2,183 77,600 SH DEFINED 1 77,600 0 0 COOPER INDUSTRIES INC COMMON 216669101 2,101 44,933 SH DEFINED 1 44,933 0 0 CORNING INCORPORATED COMMON 219350105 6,681 97,451 SH DEFINED 1 97,451 0 0 COSTCO WHOLESALE CORP. COMMON 22160K105 766 10,643 SH DEFINED 1 10,643 0 0 CREDENCE SYSTEMS CORP COMMON 225302108 1,391 31,000 SH DEFINED 1 31,000 0 0 CROWN CORK & SEAL INC COMMON 228255105 257 10,600 SH DEFINED 1 10,600 0 0 CSG SYSTEMS INTL INC COMMON 126349109 822 30,000 SH DEFINED 1 30,000 0 0 CSX CORPORATION COMMON 126408103 1,251 29,522 SH DEFINED 1 29,522 0 0 CVS CORP DELAWARE COMMON 126650100 13,828 338,807 SH DEFINED 1 338,807 0 0 DAIMLERCHRYSLER AG COMMON D1668R123 4,745 68,334 SH DEFINED 1 68,334 0 0 DARDEN RESTAURANTS COMMON 237194105 4,406 225,230 SH DEFINED 1 225,230 0 0 DAYTON HUDSON CORP COMMON 239753106 11,410 189,972 SH DEFINED 1 189,972 0 0 DEERE + CO COMMON 244199105 6,358 164,335 SH DEFINED 1 164,335 0 0 DELL COMPUTER CORP COMMON 247025109 15,441 369,294 SH DEFINED 1 369,294 0 0 DELPHI AUTOMOTIVE SYSTEMS CORP COMMON 247126105 2,913 181,331 SH DEFINED 1 181,331 0 0 DELTA AIR LINES INC COMMON 247361108 708 14,600 SH DEFINED 1 14,600 0 0 DOLLAR GENERAL COMMON 256669102 330 10,674 SH DEFINED 1 10,674 0 0 DOLLAR THRIFTY AUTOMOTIVE COMMON 256743105 1,796 86,800 SH DEFINED 1 86,800 0 0 DOMINION RES INC VA COMMON 257470104 659 14,600 SH DEFINED 1 14,600 0 0 DONNELLEY R.R. AND SONS COMPANY COMMON 257867101 2,937 101,700 SH DEFINED 1 101,700 0 0 DOVER CORP COMMON 260003108 1,176 28,763 SH DEFINED 1 28,763 0 0 DOW CHEMICAL CO COMMON 260543103 5,743 50,544 SH DEFINED 1 50,544 0 0 DOW JONES & CO INC COMMON 260561105 1,852 34,700 SH DEFINED 1 34,700 0 0 DTE ENERGY COMMON 233331107 2,845 78,200 SH DEFINED 1 78,200 0 0 DUKE ENERGY CORP COMMON 264399106 2,684 48,686 SH DEFINED 1 48,686 0 0 DUN + BRADSTREET CORP DEL COMMON 26483B106 3,884 130,000 SH DEFINED 1 130,000 0 0 DUPONT (E.I.) DE NEMOURS & CO COMMON 263534109 20,862 344,487 SH DEFINED 1 344,487 0 0 EASTMAN CHEMICAL CO COMMON 277432100 786 19,700 SH DEFINED 1 19,700 0 0 EASTMAN KODAK CO COMMON 277461109 6,586 87,180 SH DEFINED 1 87,180 0 0 EATON CORP COMMON 278058102 2,566 29,727 SH DEFINED 1 29,727 0 0 EDISON INTL COMMON 281020107 1,426 58,642 SH DEFINED 1 58,642 0 0 EL PASO ENERGY CORPORATION COMMON 283905107 2,980 74,850 SH DEFINED 1 74,850 0 0 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 2,078 39,261 SH DEFINED 1 39,261 0 0 ELECTRONICS FOR IMAGING COMMON 286082102 3,259 63,400 SH DEFINED 1 63,400 0 0 EMC CORP COMMON 268648102 28,535 399,521 SH DEFINED 1 399,521 0 0 EMERSON ELECTRIC CO COMMON 291011104 15,020 237,706 SH DEFINED 1 237,706 0 0 ENERGY EAST CORPORATION COMMON 29266M109 1,218 51,300 SH DEFINED 1 51,300 0 0 ENRON CORP COMMON 293561106 3,028 73,576 SH DEFINED 1 73,576 0 0 ENTERGY CORP COMMON 29364G103 870 30,053 SH DEFINED 1 30,053 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 640 15,100 SH DEFINED 1 15,100 0 0 ESTEE LAUDER COMPANIES CL A 518439104 2,498 63,950 SH DEFINED 1 63,950 0 0 EXXON CORP COMMON 302290101 43,451 571,821 SH DEFINED 1 571,821 0 0 FDX CORPORATION COMMON 31304N107 1,360 35,020 SH DEFINED 1 35,020 0 0 FEDERATED DEPARTMENT STORES INC COMMON 31410H101 1,224 28,014 SH DEFINED 1 28,014 0 0 FIFTH THIRD BANCORP COMMON 316773100 790 12,986 SH DEFINED 1 12,986 0 0 FIRST DATA CORP COMMON 319963104 3,098 70,618 SH DEFINED 1 70,618 0 0 FIRST UNION CORP COMMON 337358105 10,454 293,755 SH DEFINED 1 293,755 0 0 FIRSTAR CORPORATION COMMON 33763V109 1,228 47,941 SH DEFINED 1 47,941 0 0 FIRSTENERGY CORP COMMON 337932107 917 36,143 SH DEFINED 1 36,143 0 0 FLUOR CORPORATION COMMON 343861100 3,771 93,700 SH DEFINED 1 93,700 0 0 FMC CORP COMMON 302491303 1,882 39,000 SH DEFINED 1 39,000 0 0 FNMA COMMON 313586109 25,504 406,841 SH DEFINED 1 406,841 0 0 FORD MOTOR CREDIT COMMON 345370100 21,841 434,963 SH DEFINED 1 434,963 0 0 FOREST OIL CORP COM NEW 346091606 648 38,000 SH DEFINED 1 38,000 0 0 FORT JAMES CORP COMMON 347471104 285 10,686 SH DEFINED 1 10,686 0 0 FORTUNE BRANDS COMMON 349631101 458 14,200 SH DEFINED 1 14,200 0 0 FOSSIL INC COMMON 349882100 727 26,850 SH DEFINED 1 26,850 0 0 FPL GROUP INC COMMON 302571104 1,350 26,800 SH DEFINED 1 26,800 0 0 FRANKLIN RESOURCES INC, COMMON 354613101 375 12,198 SH DEFINED 1 12,198 0 0 FREDDIE MAC COMMON 313400301 6,533 125,635 SH DEFINED 1 125,635 0 0 FREEDOM SECURITIES CORP COMMON 35644K103 261 19,300 SH DEFINED 1 19,300 0 0 FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 345 22,200 SH DEFINED 1 22,200 0 0 FRONTIER CORP COMMON 35906P105 1,298 23,900 SH DEFINED 1 23,900 0 0 FURNITURE BRANDS INTL INC COMMON 360921100 906 46,000 SH DEFINED 1 46,000 0 0 GALLAHER GROUP PLC COMMON 363595109 386 14,200 SH DEFINED 1 14,200 0 0 GANNETT INC DEL COMMON 364730101 3,484 50,359 SH DEFINED 1 50,359 0 0 GAP INC COMMON 364760108 13,230 413,428 SH DEFINED 1 413,428 0 0 GATEWAY INC COMMON 367626108 676 15,204 SH DEFINED 1 15,204 0 0 GAYLORD ENTMT CO NEW COMMON 367905106 2,124 72,000 SH DEFINED 1 72,000 0 0 GENERAL ELECTRIC CO COMMON 369604103 106,024 894,247 SH DEFINED 1 894,247 0 0 GENERAL INSTR CORP DEL COMMON 370120107 4,259 88,500 SH DEFINED 1 88,500 0 0 GENERAL MILLS INC COMMON 370334104 3,601 44,384 SH DEFINED 1 44,384 0 0 GENERAL MOTORS CORP COMMON 370442105 23,871 379,276 SH DEFINED 1 379,276 0 0 GENERAL MTRS CORP CL H NEW 370442832 4,294 75,000 SH DEFINED 1 75,000 0 0 GENESIS MICROCHIP INC COMMON 371933102 531 30,000 SH DEFINED 1 30,000 0 0 GENUINE PARTS CO COMMON 372460105 474 17,850 SH DEFINED 1 17,850 0 0 GEON COMPANY COMMON 37246W105 342 13,300 SH DEFINED 1 13,300 0 0 GEORGIA PACIFIC (TIMBER GROUP) COM-TIMBER 373298702 261 11,400 SH DEFINED 1 11,400 0 0 GEORGIA PACIFIC GROUP COMMON 373298108 7,786 192,286 SH DEFINED 1 192,286 0 0 GILLETTE COMPANY COMMON 375766102 8,210 241,902 SH DEFINED 1 241,902 0 0 GLOBAL MARINE INC COMMON 379352404 522 31,750 SH DEFINED 1 31,750 0 0 GOODRICH B F CO COMMON 382388106 348 12,014 SH DEFINED 1 12,014 0 0 GOODYEAR TIRE + RUBBER CO COMMON 382550101 621 12,900 SH DEFINED 1 12,900 0 0 GPU INC COMMON 36225X100 2,078 63,700 SH DEFINED 1 63,700 0 0 GRACE-WR & CO COMMON 38388F108 395 24,100 SH DEFINED 1 24,100 0 0 GRANITE CONSTRUCTION INC COMMON 387328107 391 15,000 SH DEFINED 1 15,000 0 0 GTE CORP COMMON 362320103 19,327 251,403 SH DEFINED 1 251,403 0 0 GUIDANT CORP COMMON 401698105 11,214 209,112 SH DEFINED 1 209,112 0 0 GUILFORD PHARMACEUTICALS INC COMMON 401829106 590 38,700 SH DEFINED 1 38,700 0 0 HADCO CORP COMMON 404681108 952 22,000 SH DEFINED 1 22,000 0 0 HALLIBURTON CO COMMON 406216101 8,869 216,311 SH DEFINED 1 216,311 0 0 HAMBRECHT & QUIST GROUP COMMON 406545103 2,349 48,000 SH DEFINED 1 48,000 0 0 HARRAHS ENTERTAINMENT COMMON 413619107 1,280 46,142 SH DEFINED 1 46,142 0 0 HARTFORD FINANCIAL SERVICES GROUP INC COMMON 416515104 1,143 27,971 SH DEFINED 1 27,971 0 0 HASBRO INC COMMON 418056107 339 15,750 SH DEFINED 1 15,750 0 0 HEINZ HJ COMMON 423074103 8,985 208,957 SH DEFINED 1 208,957 0 0 HELIX TECHNOLOGY CORP COMMON 423319102 998 30,000 SH DEFINED 1 30,000 0 0 HELMERICH & PAYNE COMMON 423452101 552 21,824 SH DEFINED 1 21,824 0 0 HERCULES INC COMMON 427056106 1,093 38,200 SH DEFINED 1 38,200 0 0 HERSHEY FOODS CORP COMMON 427866108 594 12,200 SH DEFINED 1 12,200 0 0 HEWLETT PACKARD CO COMMON 428236103 33,732 368,729 SH DEFINED 1 368,729 0 0 HOME DEPOT INC. (THE) COMMON 437076102 27,339 398,382 SH DEFINED 1 398,382 0 0 HOUSEHOLD INTL COMMON 441815107 2,374 59,165 SH DEFINED 1 59,165 0 0 HUNTINGTON BANCSHARES COMMON 446150104 296 11,138 SH DEFINED 1 11,138 0 0 ILLINOIS TOOL WORKS COMMON 452308109 3,782 50,719 SH DEFINED 1 50,719 0 0 IMS HEALTH INC -WI COMMON 449934108 5,482 240,291 SH DEFINED 1 240,291 0 0 IN FOCUS SYSTEMS INC COMMON 452919103 1,993 119,000 SH DEFINED 1 119,000 0 0 INCO LTD COMMON 453258402 475 22,200 SH DEFINED 1 22,200 0 0 INFORMIX CORP COMMON 456779107 3,594 452,750 SH DEFINED 1 452,750 0 0 INGERSOLL-RAND COMMON 456866102 6,315 114,941 SH DEFINED 1 114,941 0 0 INTEGRATED DEVICE TECH INC COMMON 458118106 925 50,000 SH DEFINED 1 50,000 0 0 INTEL CORP COMMON 458140100 64,662 870,130 SH DEFINED 1 870,130 0 0 INTERNATIONAL BUSINESS MACHINES CORP COMMON 459200101 61,355 506,508 SH DEFINED 1 506,508 0 0 INTERNATIONAL PAPER CO COMMON 460146103 10,641 221,387 SH DEFINED 1 221,387 0 0 INTERPUBLIC GROUP COMMON 460690100 561 13,639 SH DEFINED 1 13,639 0 0 INTERVOICE - BRITE INC COMMON 461142101 423 38,200 SH DEFINED 1 38,200 0 0 ISS GROUP INC COMMON 450306105 1,008 37,000 SH DEFINED 1 37,000 0 0 JAKKS PACIFIC INC COMMON 47012E106 1,699 45,300 SH DEFINED 1 45,300 0 0 JDS UNIPHASE CORP. COMMON 46612J101 1,935 17,000 SH DEFINED 1 17,000 0 0 JETFORM CORP COMMON 477155105 332 83,000 SH DEFINED 1 83,000 0 0 JOHNSON + JOHNSON COMMON 478160104 34,822 379,014 SH DEFINED 1 379,014 0 0 K MART CORP COMMON 482584109 279 23,913 SH DEFINED 1 23,913 0 0 KEEBLER FOODS CO COMMON 487256109 896 30,000 SH DEFINED 1 30,000 0 0 KELLOGG CO COMMON 487836108 3,040 81,190 SH DEFINED 1 81,190 0 0 KERR-MCGEE CORPORATION COMMON 492386107 3,517 63,878 SH DEFINED 1 63,878 0 0 KEYCORP COMMON 493267108 1,483 57,467 SH DEFINED 1 57,467 0 0 KIMBERLY-CLARK CORP COMMON 494368103 7,389 140,318 SH DEFINED 1 140,318 0 0 KLA-TENCOR CORPORATION COMMON 482480100 8,290 127,543 SH DEFINED 1 127,543 0 0 KNIGHT/TRIMARK GROUP INC CL A 499067106 1,618 54,600 SH DEFINED 1 54,600 0 0 KONINKLIJKE AHOLD NV SP ADR NW 500467303 364 11,000 SH DEFINED 1 11,000 0 0 KROGER CO COMMON 501044101 10,428 472,640 SH DEFINED 1 472,640 0 0 K-SWISS INC CL A 482686102 1,774 56,200 SH DEFINED 1 56,200 0 0 LAFARGE CORPORATION COMMON 505862102 1,985 61,800 SH DEFINED 1 61,800 0 0 LAM RESEARCH CORP COMMON 512807108 915 15,000 SH DEFINED 1 15,000 0 0 LANDSTAR SYSTEM INC COMMON 515098101 827 23,800 SH DEFINED 1 23,800 0 0 LASER VISION CENTERS INC COMMON 51807H100 547 39,000 SH DEFINED 1 39,000 0 0 LATTICE SEMICONDUCTOR CORP COMMON 518415104 594 20,000 SH DEFINED 1 20,000 0 0 LEXMARK INTERNATIONAL GROUP CL A 529771107 3,083 38,300 SH DEFINED 1 38,300 0 0 LILLY ELI & CO COMMON 532457108 20,343 317,407 SH DEFINED 1 317,407 0 0 LIMITED INC COMMON 532716107 1,089 28,472 SH DEFINED 1 28,472 0 0 LINEAR TECHNOLOGY CORP COMMON 535678106 2,257 38,400 SH DEFINED 1 38,400 0 0 LIZ CLAIBORNE INC COMMON 539320101 1,187 38,300 SH DEFINED 1 38,300 0 0 LOCKHEED MARTIN COMMON 539830109 2,429 74,316 SH DEFINED 1 74,316 0 0 LOWE'S CO COMMON 548661107 10,868 222,943 SH DEFINED 1 222,943 0 0 LUCENT TECHNOLOGIES INC COMMON 549463107 54,083 833,643 SH DEFINED 1 833,643 0 0 MANPOWER INC WIS COMMON 56418H100 9,221 316,600 SH DEFINED 1 316,600 0 0 MARRIOTT INTL INC CL A 571903202 2,836 86,757 SH DEFINED 1 86,757 0 0 MARSH & MCLENNAN COS INC COMMON 571748102 15,648 228,433 SH DEFINED 1 228,433 0 0 MASCO CORPORATION COMMON 574599106 11,874 383,037 SH DEFINED 1 383,037 0 0 MATTEL INC COMMON 577081102 2,371 124,796 SH DEFINED 1 124,796 0 0 MAY DEPT STORES COMMON 577778103 2,337 64,141 SH DEFINED 1 64,141 0 0 MBNA CORP COMMON 55262L100 28,004 1,227,547 SH DEFINED 1 1,227,547 0 0 MCDONALD'S CORP COMMON 580135101 14,812 342,843 SH DEFINED 1 342,843 0 0 MCGRAW HILL INC COMMON 580645109 3,067 63,400 SH DEFINED 1 63,400 0 0 MCI WORLDCOM INC COMMON 55268B106 58,713 816,882 SH DEFINED 1 816,882 0 0 MCKESSON HBOC INC COMMON 58155Q103 7,274 250,814 SH DEFINED 1 250,814 0 0 MEAD CORP COMMON 582834107 1,479 43,017 SH DEFINED 1 43,017 0 0 MEDAREX INC COMMON 583916101 362 50,800 SH DEFINED 1 50,800 0 0 MEDCO RESEARCH INC COMMON 584059109 751 30,100 SH DEFINED 1 30,100 0 0 MEDIAONE GROUP INC COMMON 58440J104 7,211 105,552 SH DEFINED 1 105,552 0 0 MEDIMMUNE INC COMMON 584699102 3,598 36,100 SH DEFINED 1 36,100 0 0 MEDTRONIC INC COMMON 585055106 24,166 680,508 SH DEFINED 1 680,508 0 0 MELLON BK CORP COMMON 585509102 4,222 125,260 SH DEFINED 1 125,260 0 0 MERCK + CO INC COMMON 589331107 40,865 630,513 SH DEFINED 1 630,513 0 0 MERITOR AUTOMOTIVE COMMON 59000G100 522 25,000 SH DEFINED 1 25,000 0 0 MERRILL LYNCH & CO. COMMON 590188108 3,861 57,356 SH DEFINED 1 57,356 0 0 METRIS COMPANIES INC COMMON 591598107 1,331 45,200 SH DEFINED 1 45,200 0 0 METROMEDIA FIBER NETWORK, INC. CL A 591689104 2,182 89,050 SH DEFINED 1 89,050 0 0 MGM GRAND INC COMMON 552953101 2,657 51,900 SH DEFINED 1 51,900 0 0 MICRON TECHNOLOGY INC COMMON 595112103 2,125 31,944 SH DEFINED 1 31,944 0 0 MICROSOFT CORP COMMON 594918104 123,412 1,362,719 SH DEFINED 1 1,362,719 0 0 MINNESOTA MINING & MFG COMMON 604059105 14,093 146,701 SH DEFINED 1 146,701 0 0 MOBIL CORP COMMON 607059102 31,201 309,686 SH DEFINED 1 309,686 0 0 MONACO COACH CORP COMMON 60886R103 1,473 60,450 SH DEFINED 1 60,450 0 0 MONSANTO COMPANY COMMON 611662107 14,881 416,988 SH DEFINED 1 416,988 0 0 MORGAN J.P. CO INC COMMON 616880100 3,932 34,418 SH DEFINED 1 34,418 0 0 MORGAN STANLEY DEAN WITTER & CO COMMON 617446448 13,819 154,940 SH DEFINED 1 154,940 0 0 MOTIVEPOWER COMMON 61980K101 483 43,900 SH DEFINED 1 43,900 0 0 MOTOROLA INC COMMON 620076109 35,485 403,244 SH DEFINED 1 403,244 0 0 MUELLER INDUSTRIES INC COMMON 624756102 727 24,500 SH DEFINED 1 24,500 0 0 MUSICLAND STORES CORP COMMON 62758B109 1,402 160,200 SH DEFINED 1 160,200 0 0 MYERS INDUSTRIES INC COMMON 628464109 231 13,000 SH DEFINED 1 13,000 0 0 NABISCO GROUP HOLDINGS COMMON 62952P102 3,238 215,843 SH DEFINED 1 215,843 0 0 NABISCO HOLDINGS CORP CL A 629526104 1,189 34,400 SH DEFINED 1 34,400 0 0 NACCO INDUS INC CL A 629579103 830 11,881 SH DEFINED 1 11,881 0 0 NATIONAL CITY CORP COMMON 635405103 3,387 126,908 SH DEFINED 1 126,908 0 0 NATIONAL COMPUTER SYS INC COMMON 635519101 767 20,000 SH DEFINED 1 20,000 0 0 NEW YORK TIMES CL A 650111107 593 15,800 SH DEFINED 1 15,800 0 0 NEWELL RUBBERMAID INC COMMON 651229106 3,413 119,478 SH DEFINED 1 119,478 0 0 NEWMONT MNG CORP COMMON 651639106 5,307 205,100 SH DEFINED 1 205,100 0 0 NEXTEL COMMUNICATIONS INC. CL A 65332V103 971 14,312 SH DEFINED 1 14,312 0 0 NIKE INC CL B 654106103 3,019 53,088 SH DEFINED 1 53,088 0 0 NOBLE DRILLING CORP COMMON 655042109 3,150 144,000 SH DEFINED 1 144,000 0 0 NORFOLK SOUTHERN CORP COMMON 655844108 1,207 49,256 SH DEFINED 1 49,256 0 0 NORTEL NETWORKS CORP COMMON 656569100 11,593 227,308 SH DEFINED 1 227,308 0 0 NORTHERN TR CORP COMMON 665859104 5,766 69,048 SH DEFINED 1 69,048 0 0 NOVELL INC COMMON 670006105 337 16,271 SH DEFINED 1 16,271 0 0 NPS PHARMACEUTICALS, INC. COMMON 62936P103 288 50,000 SH DEFINED 1 50,000 0 0 NUCOR CORP COMMON 670346105 1,195 25,100 SH DEFINED 1 25,100 0 0 NVR INC COMMON 62944T105 1,697 33,600 SH DEFINED 1 33,600 0 0 OCCIDENTAL PETROLEUM COMMON 674599105 390 16,870 SH DEFINED 1 16,870 0 0 ORACLE CORP COMMON 68389X105 23,376 513,769 SH DEFINED 1 513,769 0 0 OSHKOSH B' GOSH INC CL A 688222207 821 51,400 SH DEFINED 1 51,400 0 0 PACCAR INC COMMON 693718108 2,510 49,341 SH DEFINED 1 49,341 0 0 PACIFICORP COMMON 695114108 289 14,342 SH DEFINED 1 14,342 0 0 PARK PLACE ENTERTAINMENT COMMON 700690100 236 18,900 SH DEFINED 1 18,900 0 0 PAYCHEX INC COMMON 704326107 9,407 275,669 SH DEFINED 1 275,669 0 0 PECO ENERGY CO COMMON 693304107 3,990 106,403 SH DEFINED 1 106,403 0 0 PENNY J.C. INC. COMMON 708160106 1,043 30,278 SH DEFINED 1 30,278 0 0 PEPSI BOTTLING GROUP INC COMMON 713409100 5,250 307,700 SH DEFINED 1 307,700 0 0 PEPSICO INC COMMON 713448108 12,882 423,019 SH DEFINED 1 423,019 0 0 PFIZER INC COMMON 717081103 39,185 1,091,948 SH DEFINED 1 1,091,948 0 0 PG&E CORPORATION COMMON 69331C108 1,441 55,692 SH DEFINED 1 55,692 0 0 PHARMACIA & UPJOHN INC COMMON 716941109 4,326 87,165 SH DEFINED 1 87,165 0 0 PHELPS DODGE CORP COMMON 717265102 1,294 23,500 SH DEFINED 1 23,500 0 0 PHILIP MORRIS COS INC COMMON 718154107 32,168 940,926 SH DEFINED 1 940,926 0 0 PHILLIPS PETROLEUM COMMON 718507106 596 12,224 SH DEFINED 1 12,224 0 0 PILGRIM'S PRIDE CL B 721467108 429 49,400 SH DEFINED 1 49,400 0 0 PIONEER HI-BRED INTL COMMON 723686101 1,259 31,691 SH DEFINED 1 31,691 0 0 PITNEY BOWES COMMON 724479100 12,921 212,040 SH DEFINED 1 212,040 0 0 PLACER DOME INC COMMON 725906101 1,552 104,354 SH DEFINED 1 104,354 0 0 PMC - SIERRA INC COMMON 69344F106 2,202 23,800 SH DEFINED 1 23,800 0 0 PNC FINANCIAL CORP COMMON 693475105 1,759 33,385 SH DEFINED 1 33,385 0 0 POWER INTEGRATIONS INC COMMON 739276103 914 13,200 SH DEFINED 1 13,200 0 0 POWERWAVE TECHNOLOGIES, INC. COMMON 739363109 1,085 22,500 SH DEFINED 1 22,500 0 0 PP + L RESOURCES HOLDING CO COMMON 693499105 880 32,500 SH DEFINED 1 32,500 0 0 PPG INDUSTRIES INC COMMON 693506107 3,511 58,513 SH DEFINED 1 58,513 0 0 PRAXAIR INC COMMON 74005P104 980 21,300 SH DEFINED 1 21,300 0 0 PRECISION DRILLING CORP COMMON 74022D100 872 37,600 SH DEFINED 1 37,600 0 0 PRICE T ROWE + ASSOC COMMON 741477103 1,065 38,800 SH DEFINED 1 38,800 0 0 PROCTER + GAMBLE CO COMMON 742718109 39,427 420,552 SH DEFINED 1 420,552 0 0 PROGRESS SOFTWARE CORP COMMON 743312100 960 30,600 SH DEFINED 1 30,600 0 0 PROVIDIAN FINANCIAL CORP COMMON 74406A102 4,035 50,949 SH DEFINED 1 50,949 0 0 PUBLIC SERVICE ENTERPRISE COMMON 744573106 4,098 106,091 SH DEFINED 1 106,091 0 0 QLOGIC CORPORATION COMMON 747277101 1,258 18,000 SH DEFINED 1 18,000 0 0 QUAKER OATS CO. (THE) COMMON 747402105 4,597 74,300 SH DEFINED 1 74,300 0 0 QWEST COMMUNICATIONS INTL COMMON 749121109 7,711 260,822 SH DEFINED 1 260,822 0 0 R.P.M. INC OHIO COMMON 749685103 4,144 340,000 SH DEFINED 1 340,000 0 0 RALSTON-PURINA GROUP ComRal-Pur Gp 751277302 1,106 39,729 SH DEFINED 1 39,729 0 0 RAYMOND JAMES FINANCIAL INC COMMON 754730109 4,052 203,250 SH DEFINED 1 203,250 0 0 RAYTHEON CO CL A 755111309 681 14,048 SH DEFINED 1 14,048 0 0 RAYTHEON CO CL B 755111408 1,751 35,292 SH DEFINED 1 35,292 0 0 REGIONS FINANCIAL CORP COMMON 758940100 326 10,857 SH DEFINED 1 10,857 0 0 RELIANT ENERGY INC. COMMON 75952J108 388 14,332 SH DEFINED 1 14,332 0 0 REYNOLDS METALS CO COMMON 761763101 924 15,300 SH DEFINED 1 15,300 0 0 RF MICRO DEVICES INC COMMON 749941100 942 20,600 SH DEFINED 1 20,600 0 0 ROCKWELL INTERNATIONAL COMMON 773903109 893 17,000 SH DEFINED 1 17,000 0 0 ROHM & HAAS CO COMMON 775371107 1,186 32,820 SH DEFINED 1 32,820 0 0 ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 3,587 79,700 SH DEFINED 1 79,700 0 0 ROYAL DUTCH PETROLEUM NY REG GLD 780257804 25,998 440,168 SH DEFINED 1 440,168 0 0 RYLAND GROUP COMMON 783764103 669 29,400 SH DEFINED 1 29,400 0 0 S & P 500 DEPOSITARY RECEIPT UNIT SER 1 78462F103 8,073 62,700 SH DEFINED 1 62,700 0 0 SAFEGUARD SCIENTIFICS INC COMMON 786449108 1,700 25,000 SH DEFINED 1 25,000 0 0 SAFEWAY INC COMMON 786514208 14,229 373,830 SH DEFINED 1 373,830 0 0 SANTA FE INTERNATIONAL CORP COMMON G7805C108 701 32,500 SH DEFINED 1 32,500 0 0 SARA LEE CORP COMMON 803111103 4,069 173,941 SH DEFINED 1 173,941 0 0 SBC COMMUNICATIONS INC COMMON 78387G103 22,169 434,150 SH DEFINED 1 434,150 0 0 SCHERING-PLOUGH CORP COMMON 806605101 12,125 277,926 SH DEFINED 1 277,926 0 0 SCHLUMBERGER LTD COMMON 806857108 11,691 187,613 SH DEFINED 1 187,613 0 0 SCHULMAN A INC COMMON 808194104 3,090 178,500 SH DEFINED 1 178,500 0 0 SCHWAB CHARLES CORP COMMON 808513105 8,790 261,255 SH DEFINED 1 261,255 0 0 SCIENTIFIC-ATLANTA INC COMMON 808655104 3,041 61,356 SH DEFINED 1 61,356 0 0 SEAGATE TECHNOLOGY INC COMMON 811804103 1,210 39,449 SH DEFINED 1 39,449 0 0 SEAGRAM CO COMMON 811850106 3,211 71,119 SH DEFINED 1 71,119 0 0 SEALED AIR CORP NEW COMMON 81211K100 4,793 93,417 SH DEFINED 1 93,417 0 0 SEARS ROEBUCK & CO COMMON 812387108 7,269 231,688 SH DEFINED 1 231,688 0 0 SEMPRA ENERGY COMMON 816851109 242 11,620 SH DEFINED 1 11,620 0 0 SHAW INDUSTRIES INC COMMON 820286102 3,447 217,150 SH DEFINED 1 217,150 0 0 SHERWIN WILLIAMS CO COMMON 824348106 285 13,600 SH DEFINED 1 13,600 0 0 SIEBEL SYSTEMS COMMON 826170102 3,425 51,400 SH DEFINED 1 51,400 0 0 SIMON PROPERTY GROUP INC COMMON 828806109 3,007 134,000 SH DEFINED 1 134,000 0 0 SMITH (A. O.) CORP COMMON 831865209 466 15,400 SH DEFINED 1 15,400 0 0 SOLECTRON CORPORATION COMMON 834182107 880 12,258 SH DEFINED 1 12,258 0 0 SOLUTIA INC COMMON 834376105 302 16,920 SH DEFINED 1 16,920 0 0 SOUTHERN CO COMMON 842587107 2,561 99,440 SH DEFINED 1 99,440 0 0 SOUTHWEST AIRLS CO COMMON 844741108 3,486 229,510 SH DEFINED 1 229,510 0 0 SPIEGEL INC CL A 848457107 1,959 193,500 SH DEFINED 1 193,500 0 0 SPRINT CORP (FON GROUP) COM FON GRP 852061100 8,486 156,419 SH DEFINED 1 156,419 0 0 SPRINT CORP (PCS GROUP) PCS COM SER 1 852061506 3,721 49,900 SH DEFINED 1 49,900 0 0 ST PAUL COS COMMON 792860108 300 10,901 SH DEFINED 1 10,901 0 0 STAPLES INC COMMON 855030102 15,755 722,295 SH DEFINED 1 722,295 0 0 STARWOOD HOTELS & RESORTS WRLDWD COMBND CTF 85590A203 399 17,898 SH DEFINED 1 17,898 0 0 STATION CASINOS INC COMMON 857689103 2,069 89,000 SH DEFINED 1 89,000 0 0 STURM RUGER & CO INC COMMON 864159108 673 74,800 SH DEFINED 1 74,800 0 0 SUN MICROSYSTEMS INC COMMON 866810104 80,626 866,950 SH DEFINED 1 866,950 0 0 SUNGLASS HUT INTL COMMON 86736F106 739 70,000 SH DEFINED 1 70,000 0 0 SUNOCO INC. COMMON 86764P109 7,451 272,189 SH DEFINED 1 272,189 0 0 SUNRISE ASSISTED LIVING INC COMMON 86768K106 2,975 112,000 SH DEFINED 1 112,000 0 0 SUNTRUST BKS INC COMMON 867914103 2,203 33,509 SH DEFINED 1 33,509 0 0 SUPERIOR INDUSTRIES COMMON 868168105 924 33,000 SH DEFINED 1 33,000 0 0 SUPERVALU INC COMMON 868536103 3,637 166,749 SH DEFINED 1 166,749 0 0 SWIFT TRANSPORTATION CO INC COMMON 870756103 1,075 54,600 SH DEFINED 1 54,600 0 0 SYMANTEC CORP COMMON 871503108 1,115 31,000 SH DEFINED 1 31,000 0 0 SYNOVUS FINANCIAL COMMON 87161C105 245 13,136 SH DEFINED 1 13,136 0 0 SYSCO CORP COMMON 871829107 563 16,059 SH DEFINED 1 16,059 0 0 TECUMSEH PRODUCTS CO CL A 878895200 752 15,000 SH DEFINED 1 15,000 0 0 TELLABS INC COMMON 879664100 6,215 109,151 SH DEFINED 1 109,151 0 0 TENET HEALTHCARE CORP COMMON 88033G100 543 30,912 SH DEFINED 1 30,912 0 0 TENNECO INC COMMON 88037E101 493 29,000 SH DEFINED 1 29,000 0 0 TERADYNE INC COMMON 880770102 7,931 225,000 SH DEFINED 1 225,000 0 0 TEXACO INC COMMON 881694103 14,418 228,408 SH DEFINED 1 228,408 0 0 TEXAS INSTRUMENTS INC COMMON 882508104 24,880 302,496 SH DEFINED 1 302,496 0 0 TEXAS UTILITIES CO (HLDG) COMMON 882848104 1,221 32,726 SH DEFINED 1 32,726 0 0 TEXTRON INC COMMON 883203101 1,037 13,400 SH DEFINED 1 13,400 0 0 THERMO ELECTRON COMMON 883556102 271 20,200 SH DEFINED 1 20,200 0 0 THQ INC COM NEW 872443403 1,307 30,300 SH DEFINED 1 30,300 0 0 TIME WARNER INC COMMON 887315109 21,283 350,340 SH DEFINED 1 350,340 0 0 TJ INTERNATIONAL, INC. COMMON 872534102 849 33,800 SH DEFINED 1 33,800 0 0 TJX COS INC COMMON 872540109 4,882 173,972 SH DEFINED 1 173,972 0 0 TMP WORLDWIDE INC. COMMON 872941109 2,745 45,100 SH DEFINED 1 45,100 0 0 TOMMY HILFIGER COMMON G8915Z102 2,233 79,216 SH DEFINED 1 79,216 0 0 TOYS R US CO COMMON 892335100 321 21,400 SH DEFINED 1 21,400 0 0 TRANSOCEAN OFFSHORE INC COMMON G90076103 490 16,000 SH DEFINED 1 16,000 0 0 TRANSWITCH CORP COMMON 894065101 1,055 18,500 SH DEFINED 1 18,500 0 0 TRIBUNE CO NEW COMMON 896047107 1,569 31,546 SH DEFINED 1 31,546 0 0 TRICON GLOBAL RESTAURANTS COMMON 895953107 1,395 34,079 SH DEFINED 1 34,079 0 0 TRIGON HEALTHCARE INC COMMON 89618L100 722 25,000 SH DEFINED 1 25,000 0 0 TRIMERIS INC COMMON 896263100 334 20,000 SH DEFINED 1 20,000 0 0 TRW INC COMMON 872649108 517 10,400 SH DEFINED 1 10,400 0 0 TUPPERWARE CORP COMMON 899896104 585 28,900 SH DEFINED 1 28,900 0 0 TYCO INTERNATIONAL COMMON 902124106 26,407 255,758 SH DEFINED 1 255,758 0 0 UNICOM CORP COMMON 904911104 10,039 271,780 SH DEFINED 1 271,780 0 0 UNILEVER NV NY SHS NEW 904784709 7,553 110,866 SH DEFINED 1 110,866 0 0 UNION CARBIDE CORP COMMON 905581104 614 10,800 SH DEFINED 1 10,800 0 0 UNION PACIFIC CORP COMMON 907818108 6,480 134,831 SH DEFINED 1 134,831 0 0 UNION PACIFIC RESOURCES GROUP COMMON 907834105 1,371 85,362 SH DEFINED 1 85,362 0 0 UNISYS CORP COMMON 909214108 589 13,050 SH DEFINED 1 13,050 0 0 UNITED HEALTHCARE CORP COMMON 910581107 4,271 87,724 SH DEFINED 1 87,724 0 0 UNITED TECHNOLOGIES CORP COMMON 913017109 11,181 188,504 SH DEFINED 1 188,504 0 0 UNIVERSAL CORP COMMON 913456109 732 28,000 SH DEFINED 1 28,000 0 0 UNOCAL CORP COMMON 915289102 1,812 48,895 SH DEFINED 1 48,895 0 0 UNUMPROVIDENT CORP COMMON 91529Y106 679 23,050 SH DEFINED 1 23,050 0 0 US BANCORP COMMON 902973106 4,983 165,069 SH DEFINED 1 165,069 0 0 US WEST INC COMMON 91273H101 5,057 88,614 SH DEFINED 1 88,614 0 0 USA NETWORKS, INC COMMON 902984103 3,887 100,300 SH DEFINED 1 100,300 0 0 USFREIGHTWAYS CORP COMMON 916906100 1,615 34,100 SH DEFINED 1 34,100 0 0 UST INC COMMON 902911106 1,668 55,260 SH DEFINED 1 55,260 0 0 USX-MARATHON GROUP COM NEW 902905827 12,297 420,408 SH DEFINED 1 420,408 0 0 V.F. CORP COMMON 918204108 322 10,400 SH DEFINED 1 10,400 0 0 VALASSIS COMMUNICATIONS, INC COMMON 918866104 4,866 110,750 SH DEFINED 1 110,750 0 0 VIACOM INC CL B 925524308 4,581 108,429 SH DEFINED 1 108,429 0 0 VODAFONE AIRTOUCH PLC SPSRD ADR 92857T107 23,763 99,950 SH DEFINED 1 99,950 0 0 WACHOVIA CORP COMMON 929771103 3,155 40,132 SH DEFINED 1 40,132 0 0 WALGREEN COMPANY COMMON 931422109 3,219 126,869 SH DEFINED 1 126,869 0 0 WAL-MART STORES INC COMMON 931142103 78,673 1,654,091 SH DEFINED 1 1,654,091 0 0 WALT DISNEY CO COMMON 254687106 16,554 637,182 SH DEFINED 1 637,182 0 0 WARNER LAMBERT CO COMMON 934488107 21,426 322,796 SH DEFINED 1 322,796 0 0 WASHINGTON MUTUAL COMMON 939322103 10,615 362,899 SH DEFINED 1 362,899 0 0 WASTE MANAGEMENT INC COMMON 94106L109 4,321 224,486 SH DEFINED 1 224,486 0 0 WATERS CORP COMMON 941848103 3,619 59,750 SH DEFINED 1 59,750 0 0 WEBS INDEX FD INC France Webs 92923H509 494 21,400 SH DEFINED 1 21,400 0 0 WEBS INDEX FD INC Germany Webs 92923H608 452 21,600 SH DEFINED 1 21,600 0 0 WEBS INDEX FD INC United Kingdom 92923H798 997 49,100 SH DEFINED 1 49,100 0 0 WEBS INDEX FD INC Japan Webs 92923H889 1,561 112,000 SH DEFINED 1 112,000 0 0 WEBS INDEX INC Switzrlnd Webs 92923H814 348 22,200 SH DEFINED 1 22,200 0 0 WELLS FARGO COMPANY COMMON 949746101 13,618 343,667 SH DEFINED 1 343,667 0 0 WEYERHAEUSER CO COMMON 962166104 3,600 62,473 SH DEFINED 1 62,473 0 0 WHIRLPOOL CORP COMMON 963320106 2,828 43,302 SH DEFINED 1 43,302 0 0 WILLAMETTE INDS INC COMMON 969133107 975 22,600 SH DEFINED 1 22,600 0 0 WILLIAMS COS COMMON 969457100 1,607 42,822 SH DEFINED 1 42,822 0 0 WINN DIXIE STORES INC COMMON 974280109 609 20,500 SH DEFINED 1 20,500 0 0 XEROX CORP COMMON 984121103 15,516 369,989 SH DEFINED 1 369,989 0 0 XIRCOM INC COMMON 983922105 1,302 30,500 SH DEFINED 1 30,500 0 0 YAHOO INC COMMON 984332106 2,316 12,900 SH DEFINED 1 12,900 0 0 ZOMAX INCORPORATED COMMON 989929104 2,065 79,800 SH DEFINED 1 79,800 0 0