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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13f Cover Page
Report for the Calendar Year or Quarter Ended December 31, 2002
If amended report check here: |_| Amendment Number: ____
This Amendment (Check only one): |_| is a restatement
|_| adds new holding
entries.
Nomura Securities Co., Ltd.
--------------------------------------------------------------------------------
Name of Institutional Investment Manager
1-9-1, Nihonbashi, Chuo-ku, Tokyo 103-8011, Japan
--------------------------------------------------------------------------------
Business Address (Street) (City) (State) (Zip)
13F File Number: 28-04979
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, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
David A. Leibowitz Head of Compliance and Surveillance 212-667-9387
--------------------------------------------------------------------------------
Name (Title) (Phone)
/s/ David A.Leibowitz
------------------------------------------
(Manual Signature of Person Duly
Authorized to Submit This Report)
New York, NY February 13, 2003
------------------------------------------
(Place and Date of Signing)
Report Type:
[ ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[X] 13F COMBINATION REPORT.
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 4
Form 13F Information Table Entry Total: 825
Form 13F Information Table Value Total: $10,575,687
(thousands)
List of Other Included Managers:
Name and 13F file numbers of ALL Institutional Investment Managers with respect
to which this schedule is filed (other than the one filing this report): (List
in alphabetical order).
13F File No.: Name:
------------- ---------------------
6. 28-05739 Global Funds Management, S.A.
------------- ---------------------
2. 28-04985 Nomura International plc
------------- ---------------------
4. 28-04993 Nomura Securities (Bermuda)
------------- ---------------------
1. 28-04983 Nomura Securities International, Inc.
------------- ---------------------
1Page 1 03-02-12 14:47:43
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INFORMATION TABLE
QUARTER ENDING
12/31/2002
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0DAIMLERCHRYSLER AG ORD D1668R123 217 000000007100 SH DEFINED 01 SOLE
ACE LTD ORD G0070K103 8,544 000000291215 SH DEFINED 01 SOLE
ACCENTURE LTD BERMUDA CL A G1150G111 250 000000013900 SH DEFINED 01 SOLE
COOPER INDS LTD CL A G24182100 3,546 000000097293 SH DEFINED 01 SOLE
INGERSOLL-RAND COMPANY LTD CL A G4776G101 7,873 000000182857 SH DEFINED 01 SOLE
NABORS INDUSTRIES LTD SHS G6359F103 5,308 000000150502 SH DEFINED 01 SOLE
NOBLE CORPORATION SHS G65422100 5,232 000000148875 SH DEFINED 01 SOLE
TRANSOCEAN INC ORD G90078109 8,223 000000354463 SH DEFINED 01 SOLE
XL CAP LTD CL A G98255105 11,242 000000145529 SH DEFINED 01 SOLE
CHECK POINT SOFTWARE TECH LT ORD M22465104 770 000000059425 SH DEFINED 01 SOLE
PRECISE SOFTWARE SOLUTIONS L ORD M41450103 1,651 000000100000 SH DEFINED 01 SOLE
PANAMERICAN BEVERAGES INC CL A P74823108 1,039 000000050000 SH DEFINED 01 SOLE
FLEXTRONICS INTL LTD ORD Y2573F102 125 000000015326 SH DEFINED 01 SOLE
A D C TELECOMMUNICATIONS COM 000886101 1,756 000000840633 SH DEFINED 01 SOLE
AFLAC INC COM 001055102 16,466 000000546695 SH DEFINED 01 SOLE
AES CORP COM 00130H105 1,677 000000555319 SH DEFINED 01 SOLE
AMR CORP COM 001765106 1,051 000000159285 SH DEFINED 01 SOLE
AOL TIME WARNER INC COM 00184A105 60,220 000004597001 SH DEFINED 01 SOLE
AT&T CORP COM NEW 001957505 20,630 000000790123 SH DEFINED 01 SOLE
AT&T CORP COM NEW 001957505 5,274 000000202000 SH DEFINED 04 SOLE
AT&T WIRELESS SVCS INC COM 00209A106 15,999 000002831852 SH DEFINED 01 SOLE
ABBOTT LABS COM 002824100 65,552 000001638814 SH DEFINED 01 SOLE
ACTIVISION INC NEW COM NEW 004930202 924 000000063396 SH DEFINED 01 SOLE
ADOBE SYS INC COM 00724F101 6,199 000000249963 SH DEFINED 01 SOLE
ADVANCED AUTO PARTS INC COM 00751Y106 205 000000004200 SH DEFINED 01 SOLE
ADVANCED FIBRE COMMUNICATION COM 00754A105 289 000000017378 SH DEFINED 01 SOLE
ADVANCEPCS COM 00790K109 492 000000022180 SH DEFINED 01 SOLE
ADVANCED MICRO DEVICES INC COM 007903107 2,310 000000357724 SH DEFINED 01 SOLE
AETNA INC NEW COM 00817Y108 6,320 000000153719 SH DEFINED 01 SOLE
AGERE SYS INC CL B 00845V209 719 000000514000 SH DEFINED 04 SOLE
AGILENT TECHNOLOGIES INC COM 00846U101 8,648 000000481568 SH DEFINED 01 SOLE
AIR PRODS & CHEMS INC COM 009158106 10,115 000000236615 SH DEFINED 01 SOLE
ALBERTO CULVER CO CL B CONV 013068101 2,989 000000059323 SH DEFINED 01 SOLE
ALBERTO CULVER CO CL A 013068200 32,871 000000676500 SH DEFINED 01 SOLE
ALBERTSONS INC COM 013104104 8,896 000000399670 SH DEFINED 01 SOLE
ALCOA INC COM 013817101 19,902 000000873668 SH DEFINED 01 SOLE
ALCATEL SPONSORED 013904305 73 000000016600 SH DEFINED 01 SOLE
ALLEGHENY ENERGY INC COM 017361106 970 000000128353 SH DEFINED 01 SOLE
ALLEGHENY TECHNOLOGIES INC COM 01741R102 513 000000082354 SH DEFINED 01 SOLE
ALLERGAN INC COM 018490102 8,214 000000142559 SH DEFINED 01 SOLE
ALLIED WASTE INDS INC COM PAR$.0 019589308 2,013 000000201341 SH DEFINED 01 SOLE
ALLSTATE CORP COM 020002101 26,718 000000722325 SH DEFINED 01 SOLE
ALLTEL CORP COM 020039103 16,218 000000318005 SH DEFINED 01 SOLE
ALTERA CORP COM 021441100 5,022 000000407306 SH DEFINED 01 SOLE
AMAZON COM INC COM 023135106 343 000000018171 SH DEFINED 01 SOLE
AMBAC FINL GROUP INC COM 023139108 6,395 000000113711 SH DEFINED 01 SOLE
1Page 2 03-02-12 14:47:43
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INFORMATION TABLE
QUARTER ENDING
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0AMERADA HESS CORP COM 023551104 5,333 000000096892 SH DEFINED 01 SOLE
AMEREN CORP COM 023608102 6,549 000000157550 SH DEFINED 01 SOLE
AMERICA MOVIL S A DE C V SPON ADR L 02364W105 185 000000012900 SH DEFINED 01 SOLE
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 145 000000010549 SH DEFINED 01 SOLE
AMERICAN ELEC PWR INC COM 025537101 9,475 000000346712 SH DEFINED 01 SOLE
AMERICAN EXPRESS CO COM 025816109 47,918 000001355543 SH DEFINED 01 SOLE
AMERICAN EXPRESS CO COM 025816109 14,140 000000400000 SH DEFINED 04 SOLE
AMERICAN FINL HLDGS INC COM 026075101 319 000000010700 SH DEFINED 01 SOLE
AMERICAN GREETINGS CORP CL A 026375105 1,062 000000067229 SH DEFINED 01 SOLE
AMERICAN INTL GROUP INC COM 026874107 154,631 000002672976 SH DEFINED 01 SOLE
AMERICAN PWR CONVERSION CORP COM 029066107 3,157 000000208423 SH DEFINED 01 SOLE
AMERICAN STD COS INC DEL COM 029712106 5,521 000000077612 SH DEFINED 01 SOLE
AMERICAN WTR WKS INC COM 030411102 10,233 000000225000 SH DEFINED 01 SOLE
AMERIPATH INC COM 03071D109 537 000000025000 SH DEFINED 01 SOLE
AMERISOURCEBERGEN CORP COM 03073E105 6,355 000000117028 SH DEFINED 01 SOLE
AMERITRADE HLDG CORP NEW COM 03074K100 71 000000012631 SH DEFINED 01 SOLE
AMGEN INC COM 031162100 64,900 000001342577 SH DEFINED 01 SOLE
AMSOUTH BANCORPORATION COM 032165102 7,075 000000368530 SH DEFINED 01 SOLE
ANADARKO PETE CORP COM 032511107 13,223 000000276067 SH DEFINED 01 SOLE
ANALOG DEVICES INC COM 032654105 9,007 000000377337 SH DEFINED 01 SOLE
ANDREW CORP COM 034425108 1,095 000000106547 SH DEFINED 01 SOLE
ANHEUSER BUSCH COS INC COM 035229103 42,355 000000875105 SH DEFINED 01 SOLE
ANNTAYLOR STORES CORP COM 036115103 263 000000012900 SH DEFINED 01 SOLE
ANTHEM INC COM 03674B104 9,576 000000152247 SH DEFINED 01 SOLE
AON CORP COM 037389103 6,049 000000320228 SH DEFINED 01 SOLE
APACHE CORP COM 037411105 8,777 000000154023 SH DEFINED 01 SOLE
APACHE CORP COM 037411105 242 000000004500 SH DEFINED 06 SOLE
APARTMENT INVT & MGMT CO CL A 03748R101 213 000000005700 SH DEFINED 01 SOLE
APOLLO GROUP INC CL A 037604105 8,287 000000188343 SH DEFINED 01 SOLE
APPLE COMPUTER INC COM 037833100 5,590 000000390122 SH DEFINED 01 SOLE
APPLEBEES INTL INC COM 037899101 270 000000011653 SH DEFINED 01 SOLE
APPLERA CORP COM AP BIO 038020103 3,857 000000219923 SH DEFINED 01 SOLE
APPLIED MICRO CIRCUITS CORP COM 03822W109 1,138 000000308529 SH DEFINED 01 SOLE
APPLIED MATLS INC COM 038222105 22,640 000001737569 SH DEFINED 01 SOLE
ARCHER DANIELS MIDLAND CO COM 039483102 8,711 000000702535 SH DEFINED 01 SOLE
ARROW ELECTRS INC COM 042735100 446 000000034900 SH DEFINED 01 SOLE
ASHLAND INC COM 044204105 2,122 000000074389 SH DEFINED 01 SOLE
AUTODESK INC COM 052769106 2,074 000000145103 SH DEFINED 01 SOLE
AUTOMATIC DATA PROCESSING IN COM 053015103 24,500 000000624223 SH DEFINED 01 SOLE
AUTOZONE INC COM 053332102 8,161 000000115519 SH DEFINED 01 SOLE
AUTOZONE INC COM 053332102 408 000000005000 SH DEFINED 06 SOLE
AVAYA INC COM 053499109 905 000000369575 SH DEFINED 01 SOLE
AVENTIS SPONSORED 053561106 270 000000005000 SH DEFINED 01 SOLE
AVERY DENNISON CORP COM 053611109 7,051 000000115440 SH DEFINED 01 SOLE
AVON PRODS INC COM 054303102 12,939 000000240193 SH DEFINED 01 SOLE
BB&T CORP COM 054937107 18,111 000000489619 SH DEFINED 01 SOLE
1Page 3 03-02-12 14:47:43
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0BJS WHOLESALE CLUB INC COM 05548J106 481 000000026301 SH DEFINED 01 SOLE
BJ SVCS CO COM 055482103 5,194 000000160783 SH DEFINED 01 SOLE
BMC SOFTWARE INC COM 055921100 4,483 000000262018 SH DEFINED 01 SOLE
BWAY CORP COM 056039100 989 000000050000 SH DEFINED 01 SOLE
BAKER HUGHES INC COM 057224107 11,057 000000343507 SH DEFINED 01 SOLE
BALL CORP COM 058498106 3,089 000000060344 SH DEFINED 01 SOLE
BANDAG INC CL A 059815308 7,322 000000211700 SH DEFINED 01 SOLE
BANK OF AMERICA CORPORATION COM 060505104 106,507 000001530939 SH DEFINED 01 SOLE
BANK OF AMERICA CORPORATION COM 060505104 280 000000004000 SH DEFINED 06 SOLE
BANK NEW YORK INC COM 064057102 22,334 000000932161 SH DEFINED 01 SOLE
BANK ONE CORP COM 06423A103 43,890 000001200830 SH DEFINED 01 SOLE
BANK UTD CORP LITIGATN CONT RIGHT 99/9 065416117 24 000000248800 SH DEFINED 01 SOLE
BANKNORTH GROUP INC NEW COM 06646R107 296 000000013100 SH DEFINED 01 SOLE
BARD C R INC COM 067383109 3,061 000000052789 SH DEFINED 01 SOLE
BARNES & NOBLE INC COM 067774109 303 000000016800 SH DEFINED 01 SOLE
BARR LABS INC COM 068306109 520 000000008000 SH DEFINED 01 SOLE
BAUSCH & LOMB INC COM 071707103 1,982 000000055056 SH DEFINED 01 SOLE
BAXTER INTL INC COM 071813109 18,027 000000643825 SH DEFINED 01 SOLE
BAY VIEW CAP CORP DEL COM 07262L101 1,380 000000240000 SH DEFINED 01 SOLE
BEA SYS INC NOTE 4.00 073325AD4 905 000000010000 PRN DEFINED 01 SOLE
BEA SYS INC COM 073325102 119 000000010405 SH DEFINED 01 SOLE
BEAR STEARNS COS INC COM 073902108 6,289 000000105887 SH DEFINED 01 SOLE
BEAR STEARNS COS INC COM 073902108 288 000000004500 SH DEFINED 06 SOLE
BECKMAN COULTER INC COM 075811109 487 000000016500 SH DEFINED 01 SOLE
BECTON DICKINSON & CO COM 075887109 8,150 000000265567 SH DEFINED 01 SOLE
BED BATH & BEYOND INC COM 075896100 10,752 000000311383 SH DEFINED 01 SOLE
BELLSOUTH CORP COM 079860102 50,634 000001957277 SH DEFINED 01 SOLE
BELLSOUTH CORP COM 079860102 3,880 000000150000 SH DEFINED 04 SOLE
BELO CORP COM SER A 080555105 434 000000020400 SH DEFINED 01 SOLE
BEMIS INC COM 081437105 2,792 000000056258 SH DEFINED 01 SOLE
BEST BUY INC DBCV 0.68 086516AD3 3,387 000000050000 PRN DEFINED 01 SOLE
BEST BUY INC COM 086516101 8,009 000000331676 SH DEFINED 01 SOLE
BIG LOTS INC COM 089302103 1,576 000000119170 SH DEFINED 01 SOLE
BIOGEN INC COM 090597105 6,403 000000159841 SH DEFINED 01 SOLE
BIOMARIN PHARMACEUTICAL INC COM 09061G101 113 000000016106 SH DEFINED 01 SOLE
BIOMET INC COM 090613100 8,188 000000285700 SH DEFINED 01 SOLE
BIOTECH HOLDERS TR DEPOSTRY R 09067D201 39,151 000000463000 SH DEFINED 01 SOLE
BIOVAIL CORP COM 09067J109 805 000000030500 SH DEFINED 01 SOLE
BLACK & DECKER CORP COM 091797100 4,150 000000096771 SH DEFINED 01 SOLE
BLOCK H & R INC COM 093671105 7,602 000000189123 SH DEFINED 01 SOLE
BLOCKBUSTER INC CL A 093679108 133 000000010900 SH DEFINED 01 SOLE
BOEING CO COM 097023105 28,859 000000874805 SH DEFINED 01 SOLE
BOISE CASCADE CORP COM 097383103 1,500 000000059509 SH DEFINED 01 SOLE
BORDERS GROUP INC COM 099709107 449 000000027900 SH DEFINED 01 SOLE
BOSTON PROPERTIES INC COM 101121101 224 000000006100 SH DEFINED 01 SOLE
BOSTON SCIENTIFIC CORP COM 101137107 17,818 000000419069 SH DEFINED 01 SOLE
1Page 4 03-02-12 14:47:43
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INFORMATION TABLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0BRINKER INTL INC COM 109641100 328 000000010200 SH DEFINED 01 SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 46,112 000001991906 SH DEFINED 01 SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 77,089 000003330000 SH DEFINED 04 SOLE
BROADBAND HOLDRS TR DEPOSITRY 11130P104 1,887 000000250000 SH DEFINED 01 SOLE
BROADCOM CORP CL A 111320107 4,381 000000290967 SH DEFINED 01 SOLE
BROCADE COMMUNICATIONS SYS I COM 111621108 164 000000039733 SH DEFINED 01 SOLE
BROWN FORMAN CORP CL A 115637100 8,354 000000124700 SH DEFINED 01 SOLE
BROWN FORMAN CORP CL B 115637209 4,591 000000070248 SH DEFINED 01 SOLE
BRUNSWICK CORP COM 117043109 1,851 000000093249 SH DEFINED 01 SOLE
BURLINGTON NORTHN SANTA FE C COM 12189T104 10,285 000000395447 SH DEFINED 01 SOLE
BURLINGTON RES INC COM 122014103 8,840 000000207275 SH DEFINED 01 SOLE
CDW COMPUTER CTRS INC COM 125129106 228 000000005210 SH DEFINED 01 SOLE
CIGNA CORP COM 125509109 6,087 000000148036 SH DEFINED 01 SOLE
CIGNA CORP COM 125509109 239 000000005500 SH DEFINED 06 SOLE
CMS ENERGY CORP COM 125896100 1,389 000000147144 SH DEFINED 01 SOLE
CSX CORP COM 126408103 6,158 000000217539 SH DEFINED 01 SOLE
CVS CORP COM 126650100 10,580 000000423743 SH DEFINED 01 SOLE
CABOT MICROELECTRONICS CORP COM 12709P103 326 000000006908 SH DEFINED 01 SOLE
CACI INTL INC CL A 127190304 224 000000006300 SH DEFINED 01 SOLE
CADENCE DESIGN SYSTEM INC COM 127387108 378 000000032100 SH DEFINED 01 SOLE
CALPINE CORP COM 131347106 1,258 000000386009 SH DEFINED 01 SOLE
CAMPBELL SOUP CO COM 134429109 9,900 000000421827 SH DEFINED 01 SOLE
CANADA LIFE FINL CORP COM 135113108 3,367 000000132000 SH DEFINED 01 SOLE
CANADIAN NATL RY CO COM 136375102 245 000000005900 SH DEFINED 01 SOLE
CAPITAL ONE FINL CORP COM 14040H105 7,104 000000239051 SH DEFINED 01 SOLE
CARDINAL HEALTH INC COM 14149Y108 27,165 000000458959 SH DEFINED 01 SOLE
CAREMARK RX INC COM 141705103 295 000000018200 SH DEFINED 01 SOLE
CARNIVAL CORP DBCV 2.00 143658AN2 4,713 000000045000 PRN DEFINED 01 SOLE
CARNIVAL CORP NOTE 143658AS1 2,893 000005000000 SH DEFINED 01 SOLE
CARNIVAL CORP COM 143658102 15,673 000000628191 SH DEFINED 01 SOLE
CATERPILLAR INC DEL COM 149123101 16,372 000000358100 SH DEFINED 01 SOLE
CELL THERAPEUTICS INC COM 150934107 101 000000014000 SH DEFINED 01 SOLE
CELESTICA INC SUB VTG SH 15101Q108 228 000000016200 SH DEFINED 01 SOLE
CENDANT CORP COM 151313103 11,270 000001075423 SH DEFINED 01 SOLE
CENTERPOINT ENERGY INC COM 15189T107 2,639 000000310502 SH DEFINED 01 SOLE
CENTEX CORP COM 152312104 3,273 000000065207 SH DEFINED 01 SOLE
CENTRA SOFTWARE INC COM 15234X103 16 000000016300 SH DEFINED 01 SOLE
CENTURYTEL INC COM 156700106 4,301 000000146419 SH DEFINED 01 SOLE
CEPHALON INC COM 156708109 480 000000009864 SH DEFINED 01 SOLE
CERNER CORP COM 156782104 592 000000018947 SH DEFINED 01 SOLE
CHARTER ONE FINL INC COM 160903100 7,332 000000255215 SH DEFINED 01 SOLE
CHARMING SHOPPES INC COM 161133103 71 000000017160 SH DEFINED 01 SOLE
CHECKFREE CORP NEW COM 162813109 221 000000011300 SH DEFINED 06 SOLE
CHEVRONTEXACO CORP COM 166764100 87,318 000001313459 SH DEFINED 01 SOLE
CHIRON CORP NOTE 170040AE9 5,712 000010000000 SH DEFINED 01 SOLE
CHIRON CORP COM 170040109 7,715 000000205208 SH DEFINED 01 SOLE
1Page 5 03-02-12 14:47:43
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INFORMATION TABLE
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12/31/2002
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CHUBB CORP COM 171232101 9,269 000000177579 SH DEFINED 01 SOLE
CIENA CORP COM 171779101 2,337 000000454743 SH DEFINED 01 SOLE
CIENA CORP COM 171779101 73 000000011000 SH DEFINED 06 SOLE
CINCINNATI FINL CORP COM 172062101 6,563 000000174782 SH DEFINED 01 SOLE
CINERGY CORP COM 172474108 5,796 000000171888 SH DEFINED 01 SOLE
CIRCUIT CITY STORE INC COM 172737108 1,888 000000254550 SH DEFINED 01 SOLE
CISCO SYS INC COM 17275R102 98,098 000007488414 SH DEFINED 01 SOLE
CISCO SYS INC COM 17275R102 196 000000013200 SH DEFINED 06 SOLE
CINTAS CORP COM 172908105 8,447 000000184647 SH DEFINED 01 SOLE
CITIGROUP INC COM 172967101 191,097 000005430440 SH DEFINED 01 SOLE
CITIZENS COMMUNICATIONS CO COM 17453B101 3,040 000000288186 SH DEFINED 01 SOLE
CITRIX SYS INC COM 177376100 2,283 000000185334 SH DEFINED 01 SOLE
CITRIX SYS INC COM 177376100 125 000000010700 SH DEFINED 06 SOLE
CITY NATL CORP COM 178566105 1,957 000000044501 SH DEFINED 01 SOLE
CLEAR CHANNEL COMMUNICATIONS COM 184502102 23,626 000000633598 SH DEFINED 01 SOLE
CLOROX CO DEL COM 189054109 9,928 000000240691 SH DEFINED 01 SOLE
COCA COLA CO COM 191216100 111,305 000002538892 SH DEFINED 01 SOLE
COCA COLA ENTERPRISES INC COM 191219104 10,236 000000471294 SH DEFINED 01 SOLE
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COMCAST CORP NEW CL A 20030N101 60,862 000002582216 SH DEFINED 01 SOLE
COMCAST CORP NEW CL A SPL 20030N200 48,358 000002140724 SH DEFINED 01 SOLE
COMERICA INC COM 200340107 8,379 000000193797 SH DEFINED 01 SOLE
COMMERCE BANCSHARES INC COM 200525103 542 000000013810 SH DEFINED 01 SOLE
COMMONWEALTH BANCORP INC COM 20268X102 2,782 000000060000 SH DEFINED 01 SOLE
COMMUNITY HEALTH SYS INC NEW COM 203668108 440 000000021400 SH DEFINED 01 SOLE
COMPASS BANCSHARES INC COM 20449H109 847 000000027103 SH DEFINED 01 SOLE
COMPUTER ASSOC INTL INC COM 204912109 7,902 000000585393 SH DEFINED 01 SOLE
COMPUTER ASSOC INTL INC COM 204912109 24,300 000001800000 SH DEFINED 04 SOLE
COMPUTER SCIENCES CORP COM 205363104 6,317 000000183382 SH DEFINED 01 SOLE
COMPUWARE CORP COM 205638109 1,950 000000406451 SH DEFINED 01 SOLE
COMPUWARE CORP COM 205638109 181 000000033200 SH DEFINED 06 SOLE
COMVERSE TECHNOLOGY INC COM PAR $0 205862402 2,054 000000204994 SH DEFINED 01 SOLE
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CONCORD EFS INC COM 206197105 8,210 000000521618 SH DEFINED 01 SOLE
CONOCOPHILLIPS COM 20825C104 33,967 000000701943 SH DEFINED 01 SOLE
CONSOLIDATED EDISON INC COM 209115104 9,340 000000218135 SH DEFINED 01 SOLE
CONSTELLATION ENERGY GROUP I COM 210371100 4,694 000000168736 SH DEFINED 01 SOLE
CONVERGYS CORP COM 212485106 3,104 000000204907 SH DEFINED 01 SOLE
COOPER COS INC COM NEW 216648402 240 000000009600 SH DEFINED 01 SOLE
COOPER TIRE & RUBR CO COM 216831107 1,176 000000076710 SH DEFINED 01 SOLE
COORS ADOLPH CO CL B 217016104 3,011 000000049166 SH DEFINED 01 SOLE
COORSTEK INC COM 217020106 1,149 000000045000 SH DEFINED 01 SOLE
CORNING INC COM 219350105 3,927 000001186680 SH DEFINED 01 SOLE
COSTCO WHSL CORP NEW COM 22160K105 14,008 000000499248 SH DEFINED 01 SOLE
COUNTRYWIDE FINANCIAL CORP COM 222372104 6,774 000000131152 SH DEFINED 01 SOLE
COX COMMUNICATIONS INC NEW CL A 224044107 349 000000012300 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CRANE CO COM 224399105 1,285 000000064508 SH DEFINED 01 SOLE
CUMMINS INC COM 231021106 1,212 000000043086 SH DEFINED 01 SOLE
CURTISS WRIGHT CORP CL B 231561408 11,917 000000191300 SH DEFINED 01 SOLE
CYTYC CORP COM 232946103 268 000000026340 SH DEFINED 01 SOLE
DPL INC COM 233293109 282 000000018400 SH DEFINED 01 SOLE
D R HORTON INC COM 23331A109 466 000000026900 SH DEFINED 01 SOLE
DTE ENERGY CO COM 233331107 8,018 000000172816 SH DEFINED 01 SOLE
DANA CORP COM 235811106 1,867 000000158787 SH DEFINED 01 SOLE
DANAHER CORP DEL COM 235851102 10,225 000000155637 SH DEFINED 01 SOLE
DARDEN RESTAURANTS INC COM 237194105 3,568 000000174514 SH DEFINED 01 SOLE
DEERE & CO COM 244199105 15,743 000000343367 SH DEFINED 01 SOLE
DEERE & CO COM 244199105 235 000000004600 SH DEFINED 06 SOLE
DEL MONTE FOODS CO COM 24522P103 3,094 000000401940 SH DEFINED 04 SOLE
DELL COMPUTER CORP COM 247025109 71,535 000002675209 SH DEFINED 01 SOLE
DELL COMPUTER CORP COM 247025109 564 000000021000 SH DEFINED 02 SOLE
DELL COMPUTER CORP COM 247025109 242 000000008500 SH DEFINED 06 SOLE
DELPHI CORP COM 247126105 4,595 000000570914 SH DEFINED 01 SOLE
DELTA AIR LINES INC DEL COM 247361108 1,524 000000125969 SH DEFINED 01 SOLE
DELUXE CORP COM 248019101 2,661 000000063216 SH DEFINED 01 SOLE
DEVON ENERGY CORP NEW COM 25179M103 7,839 000000170796 SH DEFINED 01 SOLE
DIAMOND OFFSHORE DRILLING IN COM 25271C102 290 000000013300 SH DEFINED 01 SOLE
DIAMONDS TR UNIT SER 1 252787106 167,020 000002000000 SH DEFINED 01 SOLE
DIANON SYS INC COM 252826102 3,268 000000068500 SH DEFINED 01 SOLE
DILLARDS INC CL A 254067101 1,483 000000093557 SH DEFINED 01 SOLE
DISNEY WALT CO COM DISNEY 254687106 34,800 000002133693 SH DEFINED 01 SOLE
DISNEY WALT CO COM DISNEY 254687106 261 000000013200 SH DEFINED 06 SOLE
DOLE FOOD INC COM 256605106 2,746 000000084300 SH DEFINED 01 SOLE
DOLLAR GEN CORP COM 256669102 4,142 000000346623 SH DEFINED 01 SOLE
DOLLAR TREE STORES INC COM 256747106 484 000000019703 SH DEFINED 01 SOLE
DOMINION RES INC VA NEW COM 25746U109 17,223 000000313731 SH DEFINED 01 SOLE
DONNELLEY R R & SONS CO COM 257867101 2,521 000000115823 SH DEFINED 01 SOLE
DOVER CORP COM 260003108 6,103 000000209306 SH DEFINED 01 SOLE
DOW CHEM CO COM 260543103 27,632 000000930376 SH DEFINED 01 SOLE
DOW CHEM CO COM 260543103 412,370 000014000000 SH DEFINED 02 SOLE
DOW CHEM CO COM 260543103 7,425 000000250000 SH DEFINED 04 SOLE
DOW JONES & CO INC COM 260561105 4,080 000000094389 SH DEFINED 01 SOLE
DREYERS GRAND ICE CREAM INC COM 261878102 4,463 000000062900 SH DEFINED 01 SOLE
DU PONT E I DE NEMOURS & CO COM 263534109 43,829 000001033712 SH DEFINED 01 SOLE
DUKE ENERGY CORP COM 264399106 17,806 000000911261 SH DEFINED 01 SOLE
DYNEGY INC NEW CL A 26816Q101 447 000000379221 SH DEFINED 01 SOLE
E M C CORP MASS COM 268648102 13,792 000002246330 SH DEFINED 01 SOLE
EOG RES INC COM 26875P101 5,328 000000133484 SH DEFINED 01 SOLE
ESS TECHNOLOGY INC COM 269151106 91 000000014498 SH DEFINED 01 SOLE
E TRADE GROUP INC COM 269246104 67 000000011800 SH DEFINED 06 SOLE
EASTMAN CHEM CO COM 277432100 3,042 000000082736 SH DEFINED 01 SOLE
EASTMAN KODAK CO COM 277461109 10,900 000000311076 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0EASTMAN KODAK CO COM 277461109 457 000000012400 SH DEFINED 06 SOLE
EATON CORP COM 278058102 5,709 000000073098 SH DEFINED 01 SOLE
EBAY INC COM 278642103 21,867 000000322431 SH DEFINED 01 SOLE
EBENX INC COM 278668108 476 000000100000 SH DEFINED 01 SOLE
ECOLAB INC COM 278865100 6,835 000000138099 SH DEFINED 01 SOLE
EDISON INTL COM 281020107 4,211 000000355411 SH DEFINED 01 SOLE
J D EDWARDS & CO COM 281667105 152 000000013500 SH DEFINED 01 SOLE
EFUNDS CORP COM 28224R101 1,439 000000158000 SH DEFINED 01 SOLE
EL PASO CORP COM 28336L109 4,256 000000611616 SH DEFINED 01 SOLE
ELECTRONIC ARTS INC COM 285512109 8,255 000000165877 SH DEFINED 01 SOLE
ELECTRONIC DATA SYS NEW COM 285661104 9,076 000000492475 SH DEFINED 01 SOLE
ELECTRONICS FOR IMAGING INC COM 286082102 208 000000012800 SH DEFINED 01 SOLE
EMERSON ELEC CO COM 291011104 22,590 000000444264 SH DEFINED 01 SOLE
ENERGIZER HLDGS INC COM 29266R108 320 000000011500 SH DEFINED 01 SOLE
ENGELHARD CORP COM 292845104 3,077 000000137704 SH DEFINED 01 SOLE
ENTERCOM COMMUNICATIONS CORP CL A 293639100 304 000000006500 SH DEFINED 01 SOLE
ENTERGY CORP NEW COM 29364G103 10,335 000000226697 SH DEFINED 01 SOLE
ENZON PHARMACEUTICALS INC NOTE 4.50 293904AB4 1,110 000000015000 PRN DEFINED 01 SOLE
ENZON PHARMACEUTICALS INC COM 293904108 329 000000019687 SH DEFINED 01 SOLE
EQUIFAX INC COM 294429105 3,361 000000145274 SH DEFINED 01 SOLE
EQUIFAX INC COM 294429105 235 000000009700 SH DEFINED 06 SOLE
EQUITY OFFICE PROPERTIES TRU COM 294741103 10,550 000000422367 SH DEFINED 01 SOLE
EQUITY RESIDENTIAL SH BEN INT 29476L107 6,847 000000278590 SH DEFINED 01 SOLE
EXELON CORP COM 30161N101 17,663 000000334728 SH DEFINED 01 SOLE
EXPEDITORS INTL WASH INC COM 302130109 228 000000006986 SH DEFINED 01 SOLE
EXPRESS SCRIPTS INC COM 302182100 462 000000009621 SH DEFINED 01 SOLE
EXTREME NETWORKS INC COM 30226D106 46 000000014358 SH DEFINED 01 SOLE
EXXON MOBIL CORP COM 30231G102 248,770 000007119933 SH DEFINED 01 SOLE
FPL GROUP INC COM 302571104 11,236 000000186863 SH DEFINED 01 SOLE
FACTSET RESH SYS INC COM 303075105 203 000000007200 SH DEFINED 01 SOLE
FAMILY DLR STORES INC COM 307000109 5,512 000000176626 SH DEFINED 01 SOLE
FEDERAL HOME LN MTG CORP COM 313400301 42,274 000000715913 SH DEFINED 01 SOLE
FEDERAL NATL MTG ASSN COM 313586109 65,439 000001017248 SH DEFINED 01 SOLE
FEDERAL NATL MTG ASSN COM 313586109 334 000000005300 SH DEFINED 06 SOLE
FEDERATED DEPT STORES INC DE COM 31410H101 6,376 000000221728 SH DEFINED 01 SOLE
FEDERATED DEPT STORES INC DE COM 31410H101 339 000000010400 SH DEFINED 06 SOLE
FEDERATED INVS INC PA CL B 314211103 487 000000019200 SH DEFINED 01 SOLE
FEDEX CORP COM 31428X106 16,628 000000306694 SH DEFINED 01 SOLE
FIDELITY NATL FINL INC COM 316326107 636 000000019400 SH DEFINED 01 SOLE
FIFTH THIRD BANCORP COM 316773100 34,633 000000591524 SH DEFINED 01 SOLE
FIFTH THIRD BANCORP COM 316773100 5,855 000000100000 SH DEFINED 04 SOLE
FIRST DATA CORP COM 319963104 27,221 000000768759 SH DEFINED 01 SOLE
FIRST DATA CORP COM 319963104 405 000000011700 SH DEFINED 06 SOLE
FIRST TENN NATL CORP COM 337162101 6,797 000000189131 SH DEFINED 01 SOLE
FIRST TENN NATL CORP COM 337162101 236 000000006400 SH DEFINED 06 SOLE
FISERV INC COM 337738108 6,856 000000201959 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0FIRSTMERIT CORP COM 337915102 215 000000009927 SH DEFINED 01 SOLE
FIRSTENERGY CORP COM 337932107 10,020 000000303929 SH DEFINED 01 SOLE
FLEETBOSTON FINL CORP COM 339030108 26,307 000001082593 SH DEFINED 01 SOLE
FLORIDA EAST COAST INDS CL B 340632207 2,588 000000117300 SH DEFINED 01 SOLE
FLORIDAFIRST BANCORP INC NEW COM 343258109 1,621 000000067800 SH DEFINED 01 SOLE
FLUOR CORP NEW COM 343412102 2,334 000000083360 SH DEFINED 01 SOLE
FORD MTR CO DEL COM PAR $0 345370860 17,427 000001873922 SH DEFINED 01 SOLE
FORDING INC COM 345426100 2,664 000000127100 SH DEFINED 01 SOLE
FOREST LABS INC COM 345838106 18,721 000000190610 SH DEFINED 01 SOLE
FOREST LABS INC COM 345838106 214 000000002000 SH DEFINED 06 SOLE
FORTUNE BRANDS INC COM 349631101 7,535 000000162020 SH DEFINED 01 SOLE
FOX ENTMT GROUP INC CL A 35138T107 235 000000009100 SH DEFINED 01 SOLE
FRANKLIN RES INC COM 354613101 9,045 000000265422 SH DEFINED 01 SOLE
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 2,526 000000150558 SH DEFINED 01 SOLE
GANNETT INC COM 364730101 19,597 000000272942 SH DEFINED 01 SOLE
GAP INC DEL COM 364760108 14,182 000000913804 SH DEFINED 01 SOLE
GARTNER INC COM 366651107 290 000000031600 SH DEFINED 01 SOLE
GATEWAY INC COM 367626108 1,039 000000330905 SH DEFINED 01 SOLE
GENERAL DYNAMICS CORP COM 369550108 17,173 000000216372 SH DEFINED 01 SOLE
GENERAL ELEC CO COM 369604103 248,437 000010202778 SH DEFINED 01 SOLE
GENERAL ELEC CO COM 369604103 123,698 000005080000 SH DEFINED 04 SOLE
GENERAL MLS INC COM 370334104 18,611 000000396401 SH DEFINED 01 SOLE
GENERAL MTRS CORP COM 370442105 22,975 000000623330 SH DEFINED 01 SOLE
GENESIS MICROCHIP INC DEL COM 37184C103 176 000000013538 SH DEFINED 01 SOLE
GENUINE PARTS CO COM 372460105 5,560 000000180539 SH DEFINED 01 SOLE
GENZYME CORP COM GENL D 372917104 6,913 000000233816 SH DEFINED 01 SOLE
GEORGIA PAC CORP COM 373298108 4,692 000000290352 SH DEFINED 01 SOLE
GILEAD SCIENCES INC COM 375558103 521 000000015352 SH DEFINED 01 SOLE
GILLETTE CO COM 375766102 32,706 000001077302 SH DEFINED 01 SOLE
GLOBAL MARINE INC DBCV 379352AN7 2,700 000005000000 SH DEFINED 01 SOLE
GOLDEN WEST FINL CORP DEL COM 381317106 11,754 000000163691 SH DEFINED 01 SOLE
GOLDMAN SACHS GROUP INC COM 38141G104 33,229 000000487947 SH DEFINED 01 SOLE
GOODRICH CORP COM 382388106 2,281 000000124550 SH DEFINED 01 SOLE
GOODYEAR TIRE & RUBR CO COM 382550101 1,233 000000181129 SH DEFINED 01 SOLE
GRAINGER W W INC COM 384802104 4,813 000000093381 SH DEFINED 01 SOLE
GRAY TELEVISION INC CL A 389375205 336 000000028400 SH DEFINED 01 SOLE
GREAT LAKES CHEM CORP COM 390568103 1,223 000000051252 SH DEFINED 01 SOLE
GREATER BAY BANCORP COM 391648102 337 000000019500 SH DEFINED 01 SOLE
GREENPOINT FINL CORP COM 395384100 289 000000006400 SH DEFINED 01 SOLE
GREENPOINT FINL CORP COM 395384100 273 000000006400 SH DEFINED 06 SOLE
GTECH HLDGS CORP COM 400518106 273 000000009800 SH DEFINED 01 SOLE
GUCCI GROUP N V COM NY REG 401566104 567 000000006200 SH DEFINED 01 SOLE
GUIDANT CORP COM 401698105 9,679 000000313754 SH DEFINED 01 SOLE
HCA INC COM 404119109 21,872 000000527049 SH DEFINED 01 SOLE
HALLIBURTON CO COM 406216101 9,559 000000510939 SH DEFINED 01 SOLE
HANCOCK JOHN FINL SVCS INC COM 41014S106 8,366 000000299892 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0HANCOCK JOHN FINL SVCS INC COM 41014S106 311 000000010200 SH DEFINED 06 SOLE
HARLEY DAVIDSON INC COM 412822108 14,370 000000311055 SH DEFINED 01 SOLE
HARRAHS ENTMT INC COM 413619107 5,082 000000128337 SH DEFINED 01 SOLE
HARRAHS ENTMT INC COM 413619107 448 000000011200 SH DEFINED 06 SOLE
HARRIS CORP DEL COM 413875105 210 000000008000 SH DEFINED 01 SOLE
HARTFORD FINL SVCS GROUP INC COM 416515104 11,950 000000263052 SH DEFINED 01 SOLE
HASBRO INC COM 418056107 2,534 000000219438 SH DEFINED 01 SOLE
HEALTHSOUTH CORP COM 421924101 1,826 000000434826 SH DEFINED 01 SOLE
HEALTH MGMT ASSOC INC NEW CL A 421933102 4,550 000000254235 SH DEFINED 01 SOLE
HEINZ H J CO COM 423074103 12,020 000000365694 SH DEFINED 01 SOLE
HEINZ H J CO COM 423074103 29,583 000000900000 SH DEFINED 04 SOLE
HERCULES INC COM 427056106 981 000000111496 SH DEFINED 01 SOLE
HERSHEY FOODS CORP COM 427866108 9,457 000000140232 SH DEFINED 01 SOLE
HEWLETT PACKARD CO COM 428236103 54,290 000003127341 SH DEFINED 01 SOLE
HIBERNIA CORP CL A 428656102 201 000000010300 SH DEFINED 06 SOLE
HILTON HOTELS CORP COM 432848109 5,213 000000410160 SH DEFINED 01 SOLE
HISPANIC BROADCASTING CORP CL A 43357B104 2,466 000000120000 SH DEFINED 01 SOLE
HOLLYWOOD CASINO CORP CL A 436132203 1,289 000000105000 SH DEFINED 01 SOLE
HOLLYWOOD ENTMT CORP COM 436141105 320 000000021232 SH DEFINED 01 SOLE
HOME DEPOT INC COM 437076102 57,171 000002380167 SH DEFINED 01 SOLE
HONEYWELL INTL INC COM 438516106 20,360 000000848352 SH DEFINED 01 SOLE
HOUSEHOLD INTL INC COM 441815107 22,875 000000822550 SH DEFINED 01 SOLE
HOUSEHOLD INTL INC COM 441815107 71,673 000002575400 SH DEFINED 02 SOLE
HOUSEHOLD INTL INC COM 441815107 27,810 000001000000 SH DEFINED 04 SOLE
HOVNANIAN ENTERPRISES INC CL A 442487203 345 000000010900 SH DEFINED 01 SOLE
HUBBELL INC CL A 443510102 7,264 000000219600 SH DEFINED 01 SOLE
HUMANA INC COM 444859102 2,006 000000200698 SH DEFINED 01 SOLE
HUNTINGTON BANCSHARES INC COM 446150104 4,598 000000245761 SH DEFINED 01 SOLE
IDT CORP COM 448947101 371 000000021500 SH DEFINED 01 SOLE
IDT CORP CL B 448947309 696 000000044900 SH DEFINED 01 SOLE
ICOS CORP COM 449295104 626 000000026753 SH DEFINED 01 SOLE
IDEC PHARMACEUTICALS CORP COM 449370105 414 000000012486 SH DEFINED 01 SOLE
IMS HEALTH INC COM 449934108 4,929 000000308067 SH DEFINED 01 SOLE
ITT INDS INC IND COM 450911102 6,448 000000106251 SH DEFINED 01 SOLE
IDEXX LABS INC COM 45168D104 260 000000007927 SH DEFINED 01 SOLE
ILLINOIS TOOL WKS INC COM 452308109 20,411 000000314703 SH DEFINED 01 SOLE
ILLINOIS TOOL WKS INC COM 452308109 32,430 000000500000 SH DEFINED 04 SOLE
INDEPENDENCE CMNTY BK CORP COM 453414104 226 000000008910 SH DEFINED 01 SOLE
INGRAM MICRO INC CL A 457153104 221 000000017900 SH DEFINED 01 SOLE
INGRAM MICRO INC CL A 457153104 170 000000012200 SH DEFINED 06 SOLE
INKTOMI CORP COM 457277101 121 000000075800 SH DEFINED 01 SOLE
INTEGRATED CIRCUIT SYS INC COM 45811K208 429 000000023522 SH DEFINED 01 SOLE
INTEL CORP COM 458140100 106,878 000006864376 SH DEFINED 01 SOLE
INTEL CORP COM 458140100 926 000000058000 SH DEFINED 02 SOLE
INTEL CORP COM 458140100 244 000000011700 SH DEFINED 06 SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 140,729 000001815867 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0INTERNATIONAL FLAVORS&FRAGRA COM 459506101 3,381 000000096340 SH DEFINED 01 SOLE
INTERNATIONAL GAME TECHNOLOG COM 459902102 6,976 000000091888 SH DEFINED 01 SOLE
INTL PAPER CO COM 460146103 18,315 000000523749 SH DEFINED 01 SOLE
INTL SPECIALTY PRODS INC NEW COM 460337108 153 000000015000 SH DEFINED 01 SOLE
INTERNET HOLDRS TR DEPOSIT RC 46059W102 12,003 000000484000 SH DEFINED 01 SOLE
INTERNET ARCHITECTURE HOLDR DEPOSTRY R 46060A107 386 000000015000 SH DEFINED 01 SOLE
INTERSIL CORP CL A 46069S109 178 000000012800 SH DEFINED 01 SOLE
INTERPUBLIC GROUP COS INC COM 460690100 5,790 000000411282 SH DEFINED 01 SOLE
INTERSTATE BAKERIES CORP DEL COM 46072H108 221 000000009600 SH DEFINED 06 SOLE
INTROGEN THERAPEUTICS INC COM 46119F107 2,144 000000940581 SH DEFINED 02 SOLE
INTUIT COM 461202103 10,178 000000216942 SH DEFINED 01 SOLE
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 1,205 000000053900 SH DEFINED 01 SOLE
INVESTORS FINL SERVICES CORP COM 461915100 284 000000010400 SH DEFINED 01 SOLE
ISHARES INC MSCI JAPAN 464286848 117 000000017000 SH DEFINED 02 SOLE
ISHARES TR RUSSELL 20 464287655 432 000000005700 SH DEFINED 01 SOLE
JDN RLTY CORP COM 465917102 2,102 000000192000 SH DEFINED 01 SOLE
JDS UNIPHASE CORP COM 46612J101 4,383 000001774557 SH DEFINED 01 SOLE
J P MORGAN CHASE & CO COM 46625H100 49,119 000002046658 SH DEFINED 01 SOLE
J P MORGAN CHASE & CO COM 46625H100 13,200 000000550000 SH DEFINED 04 SOLE
JABIL CIRCUIT INC COM 466313103 3,654 000000203957 SH DEFINED 01 SOLE
JABIL CIRCUIT INC COM 466313103 330 000000015400 SH DEFINED 06 SOLE
JEFFERSON PILOT CORP COM 475070108 5,771 000000151443 SH DEFINED 01 SOLE
JO-ANN STORES INC CL B NON V 47758P208 7,538 000000389800 SH DEFINED 01 SOLE
JOHNSON & JOHNSON COM 478160104 177,987 000003313863 SH DEFINED 01 SOLE
JOHNSON & JOHNSON COM 478160104 216 000000003800 SH DEFINED 06 SOLE
JOHNSON CTLS INC COM 478366107 7,524 000000093856 SH DEFINED 01 SOLE
JONES APPAREL GROUP INC COM 480074103 4,798 000000135389 SH DEFINED 01 SOLE
KLA-TENCOR CORP COM 482480100 7,075 000000200029 SH DEFINED 01 SOLE
K V PHARMACEUTICAL CO CL B CONV 482740107 1,885 000000079400 SH DEFINED 01 SOLE
KB HOME COM 48666K109 2,257 000000052689 SH DEFINED 01 SOLE
KB HOME COM 48666K109 272 000000006100 SH DEFINED 06 SOLE
KELLOGG CO COM 487836108 14,519 000000423683 SH DEFINED 01 SOLE
KERR MCGEE CORP COM 492386107 4,970 000000112197 SH DEFINED 01 SOLE
KEYCORP NEW COM 493267108 11,216 000000446174 SH DEFINED 01 SOLE
KEYSPAN CORP COM 49337W100 5,110 000000145031 SH DEFINED 01 SOLE
KIMBERLY CLARK CORP COM 494368103 26,697 000000562414 SH DEFINED 01 SOLE
KINDER MORGAN INC KANS COM 49455P101 5,312 000000125681 SH DEFINED 01 SOLE
KING PHARMACEUTICALS INC COM 495582108 4,727 000000275029 SH DEFINED 01 SOLE
KNIGHT RIDDER INC COM 499040103 5,419 000000085682 SH DEFINED 01 SOLE
KOHLS CORP COM 500255104 19,667 000000351513 SH DEFINED 01 SOLE
KROGER CO COM 501044101 12,217 000000790797 SH DEFINED 01 SOLE
LSI LOGIC CORP COM 502161102 2,190 000000379712 SH DEFINED 01 SOLE
LABORATORY CORP AMER HLDGS NOTE 50540RAC6 11,326 000017000000 SH DEFINED 01 SOLE
LAM RESEARCH CORP COM 512807108 146 000000013586 SH DEFINED 01 SOLE
LAUDER ESTEE COS INC CL A 518439104 319 000000012100 SH DEFINED 01 SOLE
LEAR CORP COM 521865105 569 000000017101 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0LEAR CORP COM 521865105 242 000000006600 SH DEFINED 06 SOLE
LEGGETT & PLATT INC COM 524660107 4,466 000000199046 SH DEFINED 01 SOLE
LEHMAN BROS HLDGS INC COM 524908100 13,229 000000248260 SH DEFINED 01 SOLE
LENNAR CORP COM 526057104 536 000000010400 SH DEFINED 01 SOLE
LEVEL 3 COMMUNICATIONS INC COM 52729N100 3,430 000000700044 SH DEFINED 01 SOLE
LEXMARK INTL NEW CL A 529771107 7,883 000000130298 SH DEFINED 01 SOLE
LIBERTY MEDIA CORP NEW COM SER A 530718105 3,551 000000397300 SH DEFINED 01 SOLE
LIFEPOINT HOSPITALS INC COM 53219L109 362 000000012107 SH DEFINED 01 SOLE
LILLY ELI & CO COM 532457108 75,866 000001194746 SH DEFINED 01 SOLE
LIMITED BRANDS INC COM 532716107 7,700 000000552832 SH DEFINED 01 SOLE
LINCARE HLDGS INC COM 532791100 467 000000014786 SH DEFINED 01 SOLE
LINCOLN NATL CORP IND COM 534187109 5,876 000000186088 SH DEFINED 01 SOLE
LINEAR TECHNOLOGY CORP COM 535678106 8,854 000000344270 SH DEFINED 01 SOLE
LINENS N THINGS INC COM 535679104 427 000000018900 SH DEFINED 01 SOLE
LIZ CLAIBORNE INC COM 539320101 3,540 000000119408 SH DEFINED 01 SOLE
LOCKHEED MARTIN CORP COM 539830109 26,895 000000465719 SH DEFINED 01 SOLE
LOEWS CORP COM 540424108 8,418 000000189349 SH DEFINED 01 SOLE
LOUISIANA PAC CORP COM 546347105 860 000000106803 SH DEFINED 01 SOLE
LOWES COS INC COM 548661107 42,659 000001137593 SH DEFINED 01 SOLE
LUCENT TECHNOLOGIES INC COM 549463107 4,416 000003505301 SH DEFINED 01 SOLE
MBIA INC COM 55262C100 7,170 000000163476 SH DEFINED 01 SOLE
MBNA CORP COM 55262L100 25,526 000001342087 SH DEFINED 01 SOLE
MGIC INVT CORP WIS COM 552848103 5,071 000000122797 SH DEFINED 01 SOLE
MANOR CARE INC NEW COM 564055101 1,846 000000099200 SH DEFINED 01 SOLE
MARATHON OIL CORP COM 565849106 7,280 000000341982 SH DEFINED 01 SOLE
MARSH & MCLENNAN COS INC COM 571748102 25,365 000000548923 SH DEFINED 01 SOLE
MARSHALL & ILSLEY CORP COM 571834100 6,104 000000222967 SH DEFINED 01 SOLE
MARSHALL & ILSLEY CORP COM 571834100 215 000000007600 SH DEFINED 06 SOLE
MARRIOTT INTL INC NEW CL A 571903202 8,250 000000250989 SH DEFINED 01 SOLE
MARTHA STEWART LIVING OMNIME CL A 573083102 294 000000029800 SH DEFINED 01 SOLE
MASCO CORP COM 574599106 10,771 000000511711 SH DEFINED 01 SOLE
MASCO CORP COM 574599106 4,420 000000210000 SH DEFINED 04 SOLE
MATTEL INC COM 577081102 8,602 000000449196 SH DEFINED 01 SOLE
MAXIM INTEGRATED PRODS INC COM 57772K101 11,289 000000341683 SH DEFINED 01 SOLE
MAY DEPT STORES CO COM 577778103 6,864 000000298728 SH DEFINED 01 SOLE
MAY DEPT STORES CO COM 577778103 234 000000009600 SH DEFINED 06 SOLE
MAYTAG CORP COM 578592107 2,297 000000080604 SH DEFINED 01 SOLE
MCDATA CORP CL B 580031102 5,990 000000852110 SH DEFINED 01 SOLE
MCDERMOTT INTL INC COM 580037109 285 000000065105 SH DEFINED 01 SOLE
MCDONALDS CORP COM 580135101 21,704 000001349787 SH DEFINED 01 SOLE
MCGRAW HILL COS INC COM 580645109 11,961 000000197912 SH DEFINED 01 SOLE
MCKESSON CORP COM 58155Q103 8,230 000000304495 SH DEFINED 01 SOLE
MEADWESTVACO CORP COM 583334107 5,047 000000204266 SH DEFINED 01 SOLE
MEDIMMUNE INC COM 584699102 7,285 000000268137 SH DEFINED 01 SOLE
MEDTRONIC INC DBCV 1.25 585055AB2 10,475 000000100000 PRN DEFINED 01 SOLE
MEDTRONIC INC COM 585055106 57,342 000001257512 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0MEDTRONIC INC COM 585055106 122,664 000002690000 SH DEFINED 04 SOLE
MELLON FINL CORP COM 58551A108 15,195 000000581966 SH DEFINED 01 SOLE
MENTOR GRAPHICS CORP COM 587200106 96 000000012300 SH DEFINED 01 SOLE
MERCK & CO INC COM 589331107 135,288 000002389835 SH DEFINED 01 SOLE
MERCURY INTERACTIVE CORP COM 589405109 2,665 000000089894 SH DEFINED 01 SOLE
MEREDITH CORP COM 589433101 2,164 000000052650 SH DEFINED 01 SOLE
MERIDIAN MED TECHNOLOGIES IN COM 589658103 2,248 000000050636 SH DEFINED 01 SOLE
MERRILL LYNCH & CO INC COM 590188108 33,522 000000883323 SH DEFINED 01 SOLE
METLIFE INC COM 59156R108 19,855 000000734290 SH DEFINED 01 SOLE
METLIFE INC COM 59156R108 319 000000011900 SH DEFINED 06 SOLE
METROMEDIA INTL GROUP INC COM 591695101 210 000000021000 SH DEFINED 01 SOLE
METROPOLITAN FINL CORP COM 59189N108 373 000000077100 SH DEFINED 01 SOLE
MICROSOFT CORP COM 594918104 285,105 000005514621 SH DEFINED 01 SOLE
MICRON TECHNOLOGY INC COM 595112103 6,243 000000641065 SH DEFINED 01 SOLE
MID ATLANTIC MED SVCS INC COM 59523C107 311 000000009600 SH DEFINED 01 SOLE
MIDCAP SPDR TR UNIT SER 1 595635103 259 000000003300 SH DEFINED 01 SOLE
MILLENNIUM PHARMACEUTICALS I COM 599902103 170 000000021421 SH DEFINED 01 SOLE
MILLER HERMAN INC COM 600544100 507 000000027576 SH DEFINED 01 SOLE
MILLIPORE CORP COM 601073109 1,849 000000054407 SH DEFINED 01 SOLE
MIPS TECHNOLOGIES INC CL B 604567206 2,500 000000868247 SH DEFINED 01 SOLE
MIRANT CORP COM 604675108 769 000000411446 SH DEFINED 01 SOLE
MOLEX INC COM 608554101 4,630 000000200987 SH DEFINED 01 SOLE
MOLEX INC CL A 608554200 8,413 000000423010 SH DEFINED 01 SOLE
MONSANTO CO NEW COM 61166W101 9,396 000000488127 SH DEFINED 01 SOLE
MOODYS CORP COM 615369105 6,514 000000157783 SH DEFINED 01 SOLE
MORGAN STANLEY COM NEW 617446448 44,318 000001110172 SH DEFINED 01 SOLE
MOTOROLA INC COM 620076109 20,324 000002349638 SH DEFINED 01 SOLE
MOVIE GALLERY INC COM 624581104 184 000000014192 SH DEFINED 01 SOLE
MURPHY OIL CORP COM 626717102 299 000000007000 SH DEFINED 01 SOLE
MYLAN LABS INC COM 628530107 589 000000016900 SH DEFINED 01 SOLE
MYLAN LABS INC COM 628530107 317 000000009400 SH DEFINED 06 SOLE
NCR CORP NEW COM 62886E108 2,455 000000103424 SH DEFINED 01 SOLE
NAM TAI ELECTRS INC COM PAR $0 629865205 366 000000015000 SH DEFINED 01 SOLE
NATIONAL CITY CORP COM 635405103 17,105 000000626125 SH DEFINED 01 SOLE
NATIONAL GOLF PPTYS INC COM 63623G109 279 000000023800 SH DEFINED 01 SOLE
NATIONAL SEMICONDUCTOR CORP COM 637640103 3,343 000000222776 SH DEFINED 01 SOLE
NAVISTAR INTL CORP NEW COM 63934E108 1,547 000000063654 SH DEFINED 01 SOLE
NETWORK APPLIANCE INC COM 64120L104 3,559 000000355924 SH DEFINED 01 SOLE
NEW YORK CMNTY BANCORP INC COM 649445103 340 000000011800 SH DEFINED 01 SOLE
NEW YORK TIMES CO CL A 650111107 7,082 000000154870 SH DEFINED 01 SOLE
NEWELL RUBBERMAID INC COM 651229106 8,468 000000279217 SH DEFINED 01 SOLE
NEWFIELD EXPL CO COM 651290108 684 000000019000 SH DEFINED 01 SOLE
NEWMONT MINING CORP COM 651639106 11,934 000000411115 SH DEFINED 01 SOLE
NEXTEL COMMUNICATIONS INC CL A 65332V103 11,860 000001026893 SH DEFINED 01 SOLE
NICOR INC COM 654086107 1,614 000000047455 SH DEFINED 01 SOLE
NIKE INC CL B 654106103 12,095 000000271998 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0NISOURCE INC COM 65473P105 5,323 000000266162 SH DEFINED 01 SOLE
NOBLE ENERGY INC COM 655044105 341 000000009100 SH DEFINED 01 SOLE
NORDSTROM INC COM 655664100 2,742 000000144586 SH DEFINED 01 SOLE
NORFOLK SOUTHERN CORP COM 655844108 7,973 000000398881 SH DEFINED 01 SOLE
NORTEK HOLDINGS INC COM 656557105 4,117 000000090000 SH DEFINED 01 SOLE
NORTH FORK BANCORPORATION NY COM 659424105 6,002 000000177898 SH DEFINED 01 SOLE
NORTHERN TR CORP COM 665859104 8,142 000000232299 SH DEFINED 01 SOLE
NORTHROP GRUMMAN CORP COM 666807102 18,515 000000190886 SH DEFINED 01 SOLE
NOVELL INC COM 670006105 1,290 000000386507 SH DEFINED 01 SOLE
NOVELLUS SYS INC COM 670008101 4,451 000000158521 SH DEFINED 01 SOLE
NUCOR CORP COM 670346105 3,755 000000090938 SH DEFINED 01 SOLE
NVIDIA CORP COM 67066G104 1,948 000000169300 SH DEFINED 01 SOLE
OSI PHARMACEUTICALS INC COM 671040103 195 000000011895 SH DEFINED 01 SOLE
OCCIDENTAL PETE CORP DEL COM 674599105 11,110 000000390518 SH DEFINED 01 SOLE
OCCIDENTAL PETE CORP DEL COM 674599105 373 000000013400 SH DEFINED 06 SOLE
OFFICE DEPOT INC COM 676220106 5,080 000000344182 SH DEFINED 01 SOLE
OLD REP INTL CORP COM 680223104 526 000000018801 SH DEFINED 01 SOLE
OLD REP INTL CORP COM 680223104 263 000000008800 SH DEFINED 06 SOLE
OMNICOM GROUP INC COM 681919106 12,443 000000192626 SH DEFINED 01 SOLE
ORACLE CORP COM 68389X105 59,832 000005540056 SH DEFINED 01 SOLE
OPTION CARE INC COM 683948103 119 000000015000 SH DEFINED 01 SOLE
OSHKOSH B GOSH INC CL A 688222207 206 000000007375 SH DEFINED 01 SOLE
OSMONICS INC COM 688350107 2,541 000000150000 SH DEFINED 01 SOLE
OWENS ILL INC COM NEW 690768403 615 000000042200 SH DEFINED 01 SOLE
OXFORD HEALTH PLANS INC COM 691471106 729 000000020000 SH DEFINED 01 SOLE
OXFORD HEALTH PLANS INC COM 691471106 365 000000010000 SH DEFINED 06 SOLE
P & O PRINCESS CRUISES PLC ADR 693070104 4,743 000000171000 SH DEFINED 01 SOLE
PG&E CORP COM 69331C108 5,744 000000413265 SH DEFINED 01 SOLE
PMC-SIERRA INC COM 69344F106 951 000000171194 SH DEFINED 01 SOLE
PNC FINL SVCS GROUP INC COM 693475105 12,172 000000290511 SH DEFINED 01 SOLE
PPG INDS INC COM 693506107 8,761 000000174707 SH DEFINED 01 SOLE
PPL CORP COM 69351T106 5,878 000000169515 SH DEFINED 01 SOLE
PACCAR INC COM 693718108 6,203 000000134486 SH DEFINED 01 SOLE
PACTIV CORP COM 695257105 3,600 000000164716 SH DEFINED 01 SOLE
PALL CORP COM 696429307 2,220 000000133146 SH DEFINED 01 SOLE
PANAMSAT CORP NEW COM 697933109 251 000000017181 SH DEFINED 01 SOLE
PARAMETRIC TECHNOLOGY CORP COM 699173100 672 000000266707 SH DEFINED 01 SOLE
PARKER HANNIFIN CORP COM 701094104 5,611 000000121640 SH DEFINED 01 SOLE
PATTERSON DENTAL CO COM 703412106 437 000000010013 SH DEFINED 01 SOLE
PAYCHEX INC COM 704326107 11,257 000000403485 SH DEFINED 01 SOLE
PENNEY J C INC COM 708160106 6,341 000000275606 SH DEFINED 01 SOLE
PEOPLES ENERGY CORP COM 711030106 1,398 000000036193 SH DEFINED 01 SOLE
PEOPLESOFT INC COM 712713106 6,512 000000355865 SH DEFINED 01 SOLE
PEPSI BOTTLING GROUP INC COM 713409100 8,080 000000314403 SH DEFINED 01 SOLE
PEPSICO INC COM 713448108 74,470 000001763875 SH DEFINED 01 SOLE
PERKINELMER INC COM 714046109 1,081 000000131117 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0PETROLEO BRASILEIRO SA PETRO SPONSORED 71654V101 2,410 000000179900 SH DEFINED 01 SOLE
PETSMART INC COM 716768106 570 000000033317 SH DEFINED 01 SOLE
PFIZER INC COM 717081103 192,849 000006308447 SH DEFINED 01 SOLE
PHARMACIA CORP COM 71713U102 74,501 000001782330 SH DEFINED 01 SOLE
PHARMACIA CORP COM 71713U102 4,380 000000104300 SH DEFINED 02 SOLE
PHELPS DODGE CORP COM 717265102 2,895 000000091490 SH DEFINED 01 SOLE
PHILIP MORRIS COS INC COM 718154107 86,216 000002127222 SH DEFINED 01 SOLE
PHILIP MORRIS COS INC COM 718154107 248,940 000006000000 SH DEFINED 02 SOLE
PHILIP MORRIS COS INC COM 718154107 50,459 000001245000 SH DEFINED 04 SOLE
PHOENIX COS INC NEW COM 71902E109 1,254 000000165000 SH DEFINED 01 SOLE
PIER 1 IMPORTS INC COM 720279108 331 000000017500 SH DEFINED 01 SOLE
PILGRIMS PRIDE CORP CL A 721467207 100 000000017100 SH DEFINED 01 SOLE
PINNACLE WEST CAP CORP COM 723484101 3,179 000000093256 SH DEFINED 01 SOLE
PITNEY BOWES INC COM 724479100 8,885 000000272046 SH DEFINED 01 SOLE
PLAYTEX PRODS INC COM 72813P100 99 000000010100 SH DEFINED 01 SOLE
PLUM CREEK TIMBER CO INC COM 729251108 4,738 000000200764 SH DEFINED 01 SOLE
POLARIS INDS INC COM 731068102 462 000000007900 SH DEFINED 01 SOLE
POLO RALPH LAUREN CORP CL A 731572103 367 000000016900 SH DEFINED 01 SOLE
POWER-ONE INC COM 739308104 462 000000081594 SH DEFINED 01 SOLE
PRAXAIR INC COM 74005P104 9,561 000000165518 SH DEFINED 01 SOLE
PRICE T ROWE GROUP INC COM 74144T108 3,542 000000129852 SH DEFINED 01 SOLE
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 10,473 000000347619 SH DEFINED 01 SOLE
PROCTER & GAMBLE CO COM 742718109 114,405 000001331228 SH DEFINED 01 SOLE
PROCTER & GAMBLE CO COM 742718109 226 000000002700 SH DEFINED 06 SOLE
PROGRESS ENERGY INC COM 743263105 10,823 000000249674 SH DEFINED 01 SOLE
PROGRESSIVE CORP OHIO COM 743315103 11,493 000000231584 SH DEFINED 01 SOLE
PROGRESSIVE CORP OHIO COM 743315103 277 000000004900 SH DEFINED 06 SOLE
PROTEIN DESIGN LABS INC COM 74369L103 145 000000017103 SH DEFINED 01 SOLE
PROVIDIAN FINL CORP COM 74406A102 1,915 000000295165 SH DEFINED 01 SOLE
PRUDENTIAL FINL INC COM 744320102 18,348 000000578101 SH DEFINED 01 SOLE
PUBLIC SVC ENTERPRISE GROUP COM 744573106 7,370 000000229610 SH DEFINED 01 SOLE
PULTE HOMES INC COM 745867101 2,991 000000062492 SH DEFINED 01 SOLE
QLOGIC CORP COM 747277101 3,478 000000100785 SH DEFINED 01 SOLE
QLOGIC CORP COM 747277101 238 000000005500 SH DEFINED 06 SOLE
QUALCOMM INC COM 747525103 30,137 000000828188 SH DEFINED 01 SOLE
QUEST DIAGNOSTICS INC COM 74834L100 6,194 000000108860 SH DEFINED 01 SOLE
QUINTILES TRANSNATIONAL CORP COM 748767100 1,575 000000130226 SH DEFINED 01 SOLE
QWEST COMMUNICATIONS INTL IN COM 749121109 8,665 000001733119 SH DEFINED 01 SOLE
RPM INTL INC COM 749685103 194 000000012700 SH DEFINED 01 SOLE
RADIAN GROUP INC COM 750236101 613 000000016501 SH DEFINED 01 SOLE
RADIO ONE INC CL A 75040P108 12,331 000000843443 SH DEFINED 01 SOLE
RADIOSHACK CORP COM 750438103 3,586 000000191396 SH DEFINED 01 SOLE
RATIONAL SOFTWARE CORP COM NEW 75409P202 8,280 000000796942 SH DEFINED 01 SOLE
RAYTHEON CO COM NEW 755111507 12,852 000000417968 SH DEFINED 01 SOLE
REEBOK INTL LTD COM 758110100 1,903 000000064736 SH DEFINED 01 SOLE
REGIONS FINL CORP COM 758940100 7,786 000000233412 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0REGIONAL BK HOLDRS TR DEPOSITRY 75902E100 41,100 000000400000 SH DEFINED 01 SOLE
RESMED INC COM 761152107 311 000000010200 SH DEFINED 01 SOLE
RESPIRONICS INC COM 761230101 263 000000008657 SH DEFINED 01 SOLE
RETEK INC COM 76128Q109 29 000000010753 SH DEFINED 01 SOLE
REYNOLDS R J TOB HLDGS INC COM 76182K105 3,791 000000090046 SH DEFINED 01 SOLE
ROADWAY CORP COM 769742107 349 000000009500 SH DEFINED 01 SOLE
ROBERT HALF INTL INC COM 770323103 3,305 000000205168 SH DEFINED 01 SOLE
ROCKWELL AUTOMATION INC COM 773903109 3,960 000000191245 SH DEFINED 01 SOLE
ROCKWELL COLLINS INC COM 774341101 4,472 000000192298 SH DEFINED 01 SOLE
ROGERS COMMUNICATIONS INC CL B 775109200 93 000000010000 SH DEFINED 01 SOLE
ROHM & HAAS CO COM 775371107 7,865 000000242177 SH DEFINED 01 SOLE
ROSS STORES INC COM 778296103 473 000000011180 SH DEFINED 01 SOLE
ROWAN COS INC COM 779382100 2,168 000000095541 SH DEFINED 01 SOLE
RYDER SYS INC COM 783549108 1,873 000000083510 SH DEFINED 01 SOLE
RYLAND GROUP INC COM 783764103 253 000000007600 SH DEFINED 01 SOLE
SBC COMMUNICATIONS INC COM 78387G103 92,029 000003394656 SH DEFINED 01 SOLE
SBC COMMUNICATIONS INC COM 78387G103 11,386 000000420000 SH DEFINED 04 SOLE
SEI INVESTMENTS CO COM 784117103 3,303 000000121539 SH DEFINED 01 SOLE
SLM CORP COM 78442P106 16,500 000000158876 SH DEFINED 01 SOLE
SPDR TR UNIT SER 1 78462F103 529 000000006007 SH DEFINED 01 SOLE
SPX CORP COM 784635104 644 000000017201 SH DEFINED 01 SOLE
SABRE HLDGS CORP CL A 785905100 2,803 000000154788 SH DEFINED 01 SOLE
SAFECO CORP COM 786429100 5,028 000000145029 SH DEFINED 01 SOLE
SAFEWAY INC COM NEW 786514208 10,522 000000450446 SH DEFINED 01 SOLE
ST JUDE MED INC COM 790849103 7,201 000000181301 SH DEFINED 01 SOLE
ST PAUL COS INC COM 792860108 8,089 000000237572 SH DEFINED 01 SOLE
ST PAUL COS INC COM 792860108 3,405 000000100000 SH DEFINED 04 SOLE
SANMINA SCI CORP COM 800907107 2,540 000000565768 SH DEFINED 01 SOLE
SANMINA SCI CORP COM 800907107 74 000000015600 SH DEFINED 06 SOLE
SARA LEE CORP COM 803111103 18,784 000000834494 SH DEFINED 01 SOLE
SAVIA S A DE C V SPON ADR R 805175106 1,548 000000737444 SH DEFINED 04 SOLE
SCHERING PLOUGH CORP COM 806605101 33,281 000001499188 SH DEFINED 01 SOLE
SCHLUMBERGER LTD COM 806857108 25,020 000000594458 SH DEFINED 01 SOLE
SCHOLASTIC CORP COM 807066105 262 000000007300 SH DEFINED 01 SOLE
SCHWAB CHARLES CORP NEW COM 808513105 14,910 000001374255 SH DEFINED 01 SOLE
SCIENTIFIC ATLANTA INC COM 808655104 2,105 000000177498 SH DEFINED 01 SOLE
SCOTTS CO CL A 810186106 225 000000004600 SH DEFINED 01 SOLE
SEALED AIR CORP NEW COM 81211K100 3,197 000000085717 SH DEFINED 01 SOLE
SEARS ROEBUCK & CO COM 812387108 8,004 000000334197 SH DEFINED 01 SOLE
SEMTECH CORP COM 816850101 322 000000029500 SH DEFINED 01 SOLE
SEMPRA ENERGY COM 816851109 5,037 000000213002 SH DEFINED 01 SOLE
SEMPRA ENERGY COM 816851109 3,547 000000150000 SH DEFINED 04 SOLE
SHELL TRANS & TRADING PLC ADR NY SHS 822703609 214 000000005500 SH DEFINED 01 SOLE
SHERWIN WILLIAMS CO COM 824348106 4,323 000000153049 SH DEFINED 01 SOLE
SHERWIN WILLIAMS CO COM 824348106 259 000000009000 SH DEFINED 06 SOLE
SIEBEL SYS INC COM 826170102 3,776 000000510281 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0SIEMENS A G SPONSORED 826197501 3,117 000000074000 SH DEFINED 01 SOLE
SIGMA ALDRICH CORP COM 826552101 3,704 000000076070 SH DEFINED 01 SOLE
SILICON STORAGE TECHNOLOGY I COM 827057100 44 000000011000 SH DEFINED 01 SOLE
SILICON VY BANCSHARES COM 827064106 231 000000012700 SH DEFINED 01 SOLE
SIMON PPTY GROUP INC NEW COM 828806109 6,527 000000191597 SH DEFINED 01 SOLE
SNAP ON INC COM 833034101 1,721 000000061234 SH DEFINED 01 SOLE
SOLECTRON CORP COM 834182107 2,994 000000843480 SH DEFINED 01 SOLE
SOLECTRON CORP COM 834182107 93 000000020200 SH DEFINED 06 SOLE
SONOCO PRODS CO COM 835495102 392 000000017100 SH DEFINED 01 SOLE
SOUTHERN CO COM 842587107 21,178 000000745969 SH DEFINED 01 SOLE
SOUTHTRUST CORP COM 844730101 9,119 000000366989 SH DEFINED 01 SOLE
SOUTHWEST AIRLS CO COM 844741108 11,160 000000802925 SH DEFINED 01 SOLE
SOVEREIGN BANCORP INC COM 845905108 174 000000012401 SH DEFINED 01 SOLE
SPRINT CORP COM FON GR 852061100 13,272 000000916587 SH DEFINED 01 SOLE
SPRINT CORP PCS COM SE 852061506 4,468 000001020202 SH DEFINED 01 SOLE
STANLEY WKS COM 854616109 3,131 000000090548 SH DEFINED 01 SOLE
STAPLES INC COM 855030102 9,101 000000497361 SH DEFINED 01 SOLE
STAPLES INC COM 855030102 202 000000010500 SH DEFINED 06 SOLE
STARBUCKS CORP COM 855244109 8,590 000000421493 SH DEFINED 01 SOLE
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 4,956 000000208794 SH DEFINED 01 SOLE
STATE STR CORP COM 857477103 13,381 000000343124 SH DEFINED 01 SOLE
STERICYCLE INC COM 858912108 255 000000007900 SH DEFINED 01 SOLE
STILWELL FINL INC COM 860831106 2,994 000000229101 SH DEFINED 01 SOLE
STMICROELECTRONICS N V NY REGISTR 861012102 263 000000013500 SH DEFINED 01 SOLE
STRYKER CORP COM 863667101 13,715 000000204338 SH DEFINED 01 SOLE
SUN MICROSYSTEMS INC COM 866810104 10,089 000003244267 SH DEFINED 01 SOLE
SUNGARD DATA SYS INC COM 867363103 7,184 000000304964 SH DEFINED 01 SOLE
SUNOCO INC COM 86764P109 2,891 000000087143 SH DEFINED 01 SOLE
SUNTRUST BKS INC COM 867914103 16,618 000000291957 SH DEFINED 01 SOLE
SUPERVALU INC COM 868536103 2,444 000000148054 SH DEFINED 01 SOLE
SUPERVALU INC COM 868536103 183 000000010200 SH DEFINED 06 SOLE
SYMANTEC CORP COM 871503108 549 000000013553 SH DEFINED 01 SOLE
SYMBOL TECHNOLOGIES INC COM 871508107 1,941 000000236156 SH DEFINED 01 SOLE
SYNCOR INTL CORP DEL COM 87157J106 970 000000035000 SH DEFINED 01 SOLE
SYNOPSYS INC COM 871607107 320 000000006948 SH DEFINED 01 SOLE
SYNOVUS FINL CORP COM 87161C105 5,942 000000306295 SH DEFINED 01 SOLE
SYSCO CORP COM 871829107 20,321 000000682175 SH DEFINED 01 SOLE
TECO ENERGY INC COM 872375100 2,774 000000179371 SH DEFINED 01 SOLE
THQ INC COM NEW 872443403 755 000000057000 SH DEFINED 01 SOLE
TJX COS INC NEW COM 872540109 10,552 000000540597 SH DEFINED 01 SOLE
TMP WORLDWIDE INC COM 872941109 1,343 000000118771 SH DEFINED 01 SOLE
TXU CORP COM 873168108 6,144 000000328939 SH DEFINED 01 SOLE
TARGET CORP COM 87612E106 32,205 000001073502 SH DEFINED 01 SOLE
TAUBMAN CTRS INC COM 876664103 324 000000020000 SH DEFINED 01 SOLE
TECH DATA CORP COM 878237106 301 000000011200 SH DEFINED 01 SOLE
TECUMSEH PRODS CO CL B 878895101 4,073 000000096861 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0TEKTRONIX INC COM 879131100 1,703 000000093629 SH DEFINED 01 SOLE
TELEPHONE & DATA SYS INC COM 879433100 4,749 000000101001 SH DEFINED 01 SOLE
TELLABS INC COM 879664100 3,432 000000472104 SH DEFINED 01 SOLE
TEMPLE INLAND INC COM 879868107 2,627 000000058639 SH DEFINED 01 SOLE
TENET HEALTHCARE CORP COM 88033G100 9,038 000000551110 SH DEFINED 01 SOLE
TERADYNE INC COM 880770102 2,432 000000186969 SH DEFINED 01 SOLE
TEXAS INSTRS INC COM 882508104 26,926 000001793903 SH DEFINED 01 SOLE
TEXTRON INC COM 883203101 6,305 000000146671 SH DEFINED 01 SOLE
THERMO ELECTRON CORP COM 883556102 3,365 000000167274 SH DEFINED 01 SOLE
THOMAS & BETTS CORP COM 884315102 1,005 000000059524 SH DEFINED 01 SOLE
3COM CORP COM 885535104 134 000000029147 SH DEFINED 01 SOLE
3M CO COM 88579Y101 50,068 000000406073 SH DEFINED 01 SOLE
TIBCO SOFTWARE INC COM 88632Q103 65 000000010565 SH DEFINED 01 SOLE
TICKETMASTER CL B 88633P203 6,411 000000302126 SH DEFINED 01 SOLE
TIFFANY & CO NEW COM 886547108 3,612 000000151108 SH DEFINED 01 SOLE
TIMKEN CO COM 887389104 222 000000011200 SH DEFINED 06 SOLE
TOLL BROTHERS INC COM 889478103 272 000000013500 SH DEFINED 01 SOLE
TORCHMARK CORP COM 891027104 4,505 000000123341 SH DEFINED 01 SOLE
TORCHMARK CORP COM 891027104 300 000000008100 SH DEFINED 06 SOLE
TOYS R US INC COM 892335100 2,515 000000251576 SH DEFINED 01 SOLE
TRANSACTION SYS ARCHITECTS CL A 893416107 975 000000150000 SH DEFINED 01 SOLE
TRANSOCEAN SEDCO FOREX INC DBCV 1.50 893830AD1 9,187 000010000000 SH DEFINED 01 SOLE
TRAVELERS PPTY CAS CORP NEW CL B 89420G406 42,146 000002876886 SH DEFINED 01 SOLE
TRAVELERS PPTY CAS CORP NEW CL B 89420G406 747 000000050800 SH DEFINED 02 SOLE
TRIAD HOSPITALS INC COM 89579K109 310 000000010400 SH DEFINED 01 SOLE
TRIANGLE PHARMACEUTICALS INC COM 89589H104 772 000000130000 SH DEFINED 01 SOLE
TRIBUNE CO NEW COM 896047107 14,449 000000317845 SH DEFINED 01 SOLE
TUPPERWARE CORP COM 899896104 898 000000059559 SH DEFINED 01 SOLE
TYCO INTL LTD NEW COM 902124106 36,361 000002128882 SH DEFINED 01 SOLE
TYSON FOODS INC CL A 902494103 734 000000065500 SH DEFINED 01 SOLE
UST INC COM 902911106 5,766 000000172489 SH DEFINED 01 SOLE
US BANCORP DEL COM NEW 902973304 41,720 000001966093 SH DEFINED 01 SOLE
US BANCORP DEL COM NEW 902973304 9,549 000000450000 SH DEFINED 04 SOLE
USA INTERACTIVE COM 902984103 503 000000021970 SH DEFINED 01 SOLE
UNILAB CORP NEW COM NEW 904763208 225 000000012300 SH DEFINED 01 SOLE
UNILEVER N V N Y SHS NE 904784709 296 000000004800 SH DEFINED 01 SOLE
UNION PAC CORP COM 907818108 15,687 000000262032 SH DEFINED 01 SOLE
UNION PLANTERS CORP COM 908068109 5,847 000000207809 SH DEFINED 01 SOLE
UNISYS CORP COM 909214108 3,280 000000331330 SH DEFINED 01 SOLE
UNITED PARCEL SERVICE INC CL B 911312106 73,078 000001158498 SH DEFINED 01 SOLE
UNITED STATES STL CORP NEW COM 912909108 1,395 000000106362 SH DEFINED 01 SOLE
UNITED TECHNOLOGIES CORP COM 913017109 30,748 000000496416 SH DEFINED 01 SOLE
UNITEDHEALTH GROUP INC COM 91324P102 26,687 000000319605 SH DEFINED 01 SOLE
UNIVISION COMMUNICATIONS INC CL A 914906102 6,150 000000251053 SH DEFINED 01 SOLE
UNOCAL CORP COM 915289102 8,074 000000264052 SH DEFINED 01 SOLE
UNUMPROVIDENT CORP COM 91529Y106 4,516 000000257521 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0USFREIGHTWAYS CORP COM 916906100 252 000000008794 SH DEFINED 01 SOLE
V F CORP COM 918204108 4,352 000000120742 SH DEFINED 01 SOLE
V F CORP COM 918204108 257 000000006800 SH DEFINED 06 SOLE
VALERO ENERGY CORP NEW COM 91913Y100 295 000000008001 SH DEFINED 01 SOLE
VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 266 000000011200 SH DEFINED 01 SOLE
VEECO INSTRS INC DEL COM 922417100 171 000000014824 SH DEFINED 01 SOLE
VERIZON COMMUNICATIONS COM 92343V104 109,644 000002829524 SH DEFINED 01 SOLE
VERITAS SOFTWARE CO COM 923436109 6,781 000000434160 SH DEFINED 01 SOLE
VIACOM INC CL A 925524100 21,147 000000518200 SH DEFINED 01 SOLE
VIACOM INC CL B 925524308 75,318 000001847847 SH DEFINED 01 SOLE
VISTEON CORP COM 92839U107 930 000000133634 SH DEFINED 01 SOLE
VULCAN MATLS CO COM 929160109 3,888 000000103683 SH DEFINED 01 SOLE
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