-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, KNcI6Gv56yu9KmWJrKwz2jGtKa3KsCPd1nVVXfwi5GofF2RzI8yckBq0zDQ2MoIU S7J+is59LF3gQlxxv2bw+w== 0001012709-02-001470.txt : 20021106 0001012709-02-001470.hdr.sgml : 20021106 20021106112307 ACCESSION NUMBER: 0001012709-02-001470 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020930 FILED AS OF DATE: 20021106 EFFECTIVENESS DATE: 20021106 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PITCAIRN GROUP L P CENTRAL INDEX KEY: 0000801588 STANDARD INDUSTRIAL CLASSIFICATION: INVESTORS, NEC [6799] IRS NUMBER: 232419636 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-01980 FILM NUMBER: 02810641 BUSINESS ADDRESS: STREET 1: 165 TOWNSHIP LINE ROAD CITY: JENKINTOWN STATE: PA ZIP: 19046 BUSINESS PHONE: 2158876700 MAIL ADDRESS: STREET 1: 165 TOWNSHIP LINE ROAD CITY: JENKINTOWN STATE: PA ZIP: 19046 13F-HR 1 x13f1-1102.txt PITCAIRN GROUP L.P. UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F COVER PAGE Report for the Calendar Year of Quarter Ended: September 30, 2002 Check here if Amendment [ ] ; Amendment Number: This Amendment (Check only one.): [ ] is a restatement [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: PITCAIRN GROUP L.P. Address: 165 Township Line Road, Suite 3000 Jenkintown, PA 19046 13F File Number: _____________________ 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: Lawrence R. Bardfeld Title: Counsel Phone: 215-881-6116 Signature, Place and Date of Signing: /s/ Lawrence R. Bardfeld ------------------------ Lawrence R. Bardfeld Jenkintown, Pennsylvania November 6, 2002 Report Type (Check only one): [X] 13F HOLDINGS REPORT [ ] 13F NOTICE [ ] 13F COMBINATION REPORT List of Other Managers Reporting for this Manager: Pitcairn Company Pitcairn Trust Company I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE --------------------- REPORT SUMMARY: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 1,099 Form 13F Information Table Value Total: $ 797,034,368 List of Other Included Managers: No. 13F File Number Name 01 _______________ PITCAIRN GROUP, L.P. 02 _______________ PITCAIRN COMPANY 03 _______________ PITCAIRN TRUST COMPANY Statement Pursuant to Form 13-F, General Instruction B Pitcairn Group L.P. is reporting, on behalf of its wholly-owned subsidiary and general partner, Pitcairn Company, on those securities over which Pitcairn Company exercises investment discretion. PITCAIRN COMPANY /S/ Lawrence R. Bardfeld --------------------------------- By: Lawrence R. Bardfeld Executive Vice President Secretary and General Counsel Statement Pursuant to Form 13-F, General Instruction B Pitcairn Group L.P. is reporting, on behalf of Pitcairn Trust Company, a wholly-owned subsidiary of Pitcairn Company, on those securities over which Pitcairn Trust Company exercises investment discretion. PITCAIRN TRUST COMPANY /S/ Lawrence R. Bardfeld --------------------------------- By: Lawrence R. Bardfeld Executive Vice President Secretary and General Counsel PITCAIRN TRUST COMPANY FORM 13
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: NAME OF ISSUER TITLE OF CLASS CUSIP FAIR SHARES OR INVESTMENT MANAGERS VOTING AUTHORITY NUMBER MARKET PRINCIPAL DISCRETION (A) (B) (C) VALUE AMOUNT SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------- 3 COM CORP COMMON 885535104 14,720 3,736 DEFINED 123 3,736 3M COMPANY COMMON 88579Y101 324,000 2,946 DEFINED 123 2,946 3M COMPANY COMMON 88579Y101 103,000 940 DEFINED 123 940 3M COMPANY COMMON 88579Y101 1,554,976 14,140 DEFINED 123 14,140 99 CENTS ONLY STORES COMMON 65440K106 2,194 106 DEFINED 123 106 A D C TELECOMMUNICATN COM COMMON 000886101 1,150 1,000 DEFINED 123 1,000 ABBOTT LABS COMMON 002824100 649,000 16,060 DEFINED 123 16,060 ABBOTT LABS COMMON 002824100 512,000 12,674 DEFINED 123 12,674 ABBOTT LABS COMMON 002824100 1,270,903 31,458 DEFINED 123 31,458 ABERCROMBIE & FITCH COMMON 002896207 181,000 9,226 DEFINED 123 9,226 ABERCROMBIE & FITCH COMMON 002896207 76,000 3,861 DEFINED 123 3,861 ABERCROMBIE & FITCH CO CL A COMMON 002896207 340,921 17,332 DEFINED 123 17,332 ACCREDO HEALTH INC COMMON 00437V104 10,966 230 DEFINED 123 230 ACE*COMM CORP COMMON 004404109 53,000 65,327 DEFINED 123 65,327 ACXIOM CORP COM COMMON 005125109 199,087 14,040 DEFINED 123 14,040 ADAPTEC INC COMMON 00651F108 6,350 1,440 DEFINED 123 1,440 ADVANCED MICRO DEVICES COMMON 007903107 255,000 47,767 DEFINED 123 47,767 ADVANCED MICRO DEVICES COMMON 007903107 212,000 39,752 DEFINED 123 39,752 ADVANCED MICRO DEVICES COMMON 007903107 1,465,328 274,406 DEFINED 123 274,406 ADVANCEPCS COMMON 00790k109 446,094 19,800 DEFINED 123 19,800 ADVENT SOFTWARE INC COMMON 007974108 515 45 DEFINED 123 45 AEROFLEX INC COMMON 007768104 458,277 90,928 DEFINED 123 90,928 AGERE SYS INC COMMON 00845V100 23 21 DEFINED 123 21 AGERE SYS INC CL B COMMON 00845V209 517 522 DEFINED 123 522 AIR PRODS & CHEMS INC COMMON 009158106 45,581 1,085 DEFINED 123 1,085 AIRGAS INC COMMON 009363102 803,727 61,213 DEFINED 123 61,213 ALABAMA NATL BANCORPORATION COMMON 010317105 1,806,718 39,901 DEFINED 123 39,901 ALBANY MOLECULAR RESEARCH INC COMMON 012423109 178,000 10,455 DEFINED 123 10,455 ALBANY MOLECULAR RESEARCH INC COMMON 012423109 103,000 6,064 DEFINED 123 6,064 ALBANY MOLECULAR RESH INC COMMON 012423109 2,256,747 132,516 DEFINED 123 132,516 ALBERTO-CULVER CO COMMON 013068101 307,000 6,267 DEFINED 123 6,267 ALBERTO-CULVER CO COMMON 013068101 172,000 3,502 DEFINED 123 3,502 ALBERTO-CULVER CO CL B COMMON 013068101 325,216 6,633 DEFINED 123 6,633 ALBERTSONS INC COMMON 013104104 547,611 22,666 DEFINED 123 22,666 ALCOA INC COMMON 013817101 136,000 7,069 DEFINED 123 7,069 ALCOA INC COMMON 013817101 115,000 5,975 DEFINED 123 5,975 ALCOA INC COMMON 013817101 899,476 46,605 DEFINED 123 46,605 ALIGN TECHNOLOGY INC COMMON 016255101 303 110 DEFINED 123 110 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 791,466 52,242 DEFINED 123 52,242 ALLIED CAP CORP NEW COMMON 01903Q108 214,850 9,815 DEFINED 123 9,815 ALLSTATE CORP COMMON 020002101 170,000 4,770 DEFINED 123 4,770 ALLSTATE CORP COMMON 020002101 117,000 3,285 DEFINED 123 3,285 ALLSTATE CORP COMMON 020002101 1,989,840 55,973 DEFINED 123 55,973 ALLTEL CORP COMMON 020039103 231,000 5,759 DEFINED 123 5,759 ALLTEL CORP COMMON 020039103 247,000 6,149 DEFINED 123 5,549 600 ALLTEL CORP COMMON 020039103 398,250 9,924 DEFINED 123 9,924 ALTERA CORP COMMON 021441100 7,604 877 DEFINED 123 877 AMB PROPERTY CORP COMMON 00163T109 1,441,821 49,890 DEFINED 123 49,890 AMCORE FINL INC COMMON 023912108 837,000 38,115 DEFINED 123 38,115 AMER EXPRESS CO COMMON 025816109 859,000 27,563 DEFINED 123 27,563 AMER EXPRESS CO COMMON 025816109 553,000 17,740 DEFINED 123 17,740 AMER INTL GRP COMMON 026874107 1,139,000 20,821 DEFINED 123 20,821 AMER INTL GRP COMMON 026874107 1,298,000 23,730 DEFINED 123 23,648 82 AMERADA HESS CORP COMMON 023551104 729,000 10,742 DEFINED 123 10,742 AMERADA HESS CORP COMMON 023551104 775,000 11,411 DEFINED 123 11,411 AMERADA HESS CORP COMMON 023551104 2,686,351 39,575 DEFINED 123 39,575 AMERICAN EXPRESS CO COMMON 025816109 4,559,919 146,245 DEFINED 123 146,245 AMERICAN INTL GROUP INC COMMON 026874107 6,777,603 123,905 DEFINED 123 123,905 AMERICAN ITALIAN PASTA CO CL A COMMON 027070101 785,894 22,020 DEFINED 123 22,020 AMERICAN POWER CONVERSION COMMON 029066107 154,000 16,109 DEFINED 123 16,109 AMERICAN POWER CONVERSION COMMON 029066107 56,000 5,901 DEFINED 123 5,901 AMERICAN PWR CONVERSION CORP COMMON 029066107 34,177 3,575 DEFINED 123 3,575 AMERICREDIT CORP COMMON 03060R101 220,836 27,365 DEFINED 123 27,365 AMERIGROUP CORP COMMON 03073T102 135,878 4,050 DEFINED 123 4,050 AMERIPATH INC COMMON 03071D109 72,786 4,885 DEFINED 123 4,885 AMEX COMMON 81369Y605 193,000 9,355 DEFINED 123 9,355 AMEX COMMON 81369Y605 373,000 18,045 DEFINED 123 18,045 AMGEN INC COMMON 031162100 269,000 6,441 DEFINED 123 6,441 AMGEN INC COMMON 031162100 411,000 9,867 DEFINED 123 9,867 AMGEN INC COMMON 031162100 1,116,684 26,779 DEFINED 123 26,779 AMKOR TECHNOLOGY INC COMMON 031652100 12,317 5,175 DEFINED 123 5,175 AMR CORP COMMON 01765106 2,479 593 DEFINED 123 593 AMSOUTH BANCORP COMMON 032165102 29,430 1,419 DEFINED 123 1,419 AMSURG CORP COMMON 03232P405 4,978 165 DEFINED 123 165 ANADARKO PETE CORP COMMON 032511107 431,459 9,687 DEFINED 123 9,687 ANDREW CORP COMMON 034425108 48,000 7,255 DEFINED 123 7,255 ANDREW CORP COMMON 034425108 21,000 3,180 DEFINED 123 3,180 ANDREW CORP COMMON 034425108 81,881 12,501 DEFINED 123 12,501 ANHEUSER BUSCH COS INC COMMON 035229103 372,416 7,360 DEFINED 123 7,360 ANHEUSER-BUSCH COS INC COMMON 035229103 561,000 11,079 DEFINED 123 11,079 ANHEUSER-BUSCH COS INC COMMON 035229103 733,000 14,478 DEFINED 123 14,478 ANNALY MTG MGMT INC COMMON 035710409 90,719 4,917 DEFINED 123 4,917 ANSYS INC COMMON 03662Q105 747,799 43,401 DEFINED 123 43,401 AOL TIME WARNER COMMON 00184A105 135,000 11,567 DEFINED 123 11,567 AOL TIME WARNER COMMON 00184A105 216,000 18,425 DEFINED 123 18,425 AOL TIME WARNER COMMON 00184A105 646,109 55,223 DEFINED 123 55,223 APACHE CORP COMMON 037411105 29,487 496 DEFINED 123 496 APARTMENT INV & MGMT COMMON 03748R101 202,000 5,201 DEFINED 123 5,201 APARTMENT INV & MGMT COMMON 03748R101 94,000 2,416 DEFINED 123 2,416 APARTMENT INVESTMENT & MANAGEM COMMON 03748R101 1,070,706 27,560 DEFINED 123 27,560 APEX MORTGAGE CAPITAL INC COMMON 037564101 174,000 15,580 DEFINED 123 15,580 APEX MORTGAGE CAPITAL INC COMMON 037564101 122,000 10,900 DEFINED 123 10,900 APEX MTG CAP INC COMMON 037564101 1,592,729 142,335 DEFINED 123 142,335 APPLEBEES INTL INC COMMON 037899101 1,335,060 60,906 DEFINED 123 60,906 APPLIED MATERIALS INC COMMON 038222105 121,000 10,473 DEFINED 123 10,473 APPLIED MATERIALS INC COMMON 038222105 112,000 9,698 DEFINED 123 9,698 APPLIED MATLS INC COMMON 038222105 472,406 40,901 DEFINED 123 40,901 APRIA HEALTHCARE GROUP INC COMMON 037933108 130,169 5,525 DEFINED 123 5,525 APTARGROUP INC COMMON 038336103 684,648 25,480 DEFINED 123 25,480 ARCHER DANIELS MIDLAND CO COMMON 039483102 14,000 1,117 DEFINED 123 1,117 ARCHER DANIELS MIDLAND CO COMMON 039483102 189,000 15,077 DEFINED 123 15,077 ARROW ELECTRONICS COMMON 042735100 1,225 97 DEFINED 123 97 ARVINMENTOR, INC COMMON 043353101 14,156 757 DEFINED 123 757 ASHLAND INC. COMMON 044204105 28,317 1,057 DEFINED 123 1,057 ASTRAZENECA PLC ORD COMMON G0593M107 20,762 685 DEFINED 123 685 ASYST TECHNOLOGIES INC COMMON 04648X107 577,678 95,642 DEFINED 123 95,642 AT & T CORP COMMON 01957109 1,190,612 99,135 DEFINED 123 99,135 AT & T WIRELESS COMMON 00209A106 4,359 1,058 DEFINED 123 1,058 AT&T COMMON 001957109 98,000 8,138 DEFINED 123 8,138 AT&T COMMON 001957109 149,000 12,443 DEFINED 123 12,443 ATWOOD ENTERPRISES INC COMMON 050994102 7,321,000 58,571 DEFINED 123 58,571 ATWOOD ENTERPRISES INC COMMON 050994102 35,862,000 286,898 DEFINED 123 286,898 AUTODESK INC COMMON 052769106 115,000 9,085 DEFINED 123 9,085 AUTODESK INC COMMON 052769106 150,000 11,850 DEFINED 123 11,850 AUTODESK INC COMMON 052769106 1,311,864 103,541 DEFINED 123 103,541 AUTOMATIC DATA PROCESSING COMMON 053015103 765,740 22,023 DEFINED 123 22,023 AUTOMATIC DATA PROCESSING INC COMMON 053015103 111,000 3,187 DEFINED 123 3,187 AUTOMATIC DATA PROCESSING INC COMMON 053015103 135,000 3,872 DEFINED 123 3,872 AUTOZONE INC COMMON 053332102 303,000 3,840 DEFINED 123 3,840 AUTOZONE INC COMMON 053332102 119,000 1,503 DEFINED 123 1,503 AUTOZONE INC COMMON 053332102 80,989 1,027 DEFINED 123 1,027 AVAYA INC COMMON 053499109 70 49 DEFINED 123 49 AVERY DENNISON CORP COMMON 053611109 392,000 6,883 DEFINED 123 6,883 AVERY DENNISON CORP COMMON 053611109 440,000 7,717 DEFINED 123 7,717 AVERY DENNISON CORP COMMON 053611109 767,463 13,469 DEFINED 123 13,469 AVNET INC COMMON 053807103 105,000 9,754 DEFINED 123 9,754 AVNET INC COMMON 053807103 79,000 7,293 DEFINED 123 7,293 AVNET INC COMMON 053807103 147,661 13,685 DEFINED 123 13,685 BALLYS HEALTH & TENNIS CORP COMMON 05873K108 3,072 310 DEFINED 123 310 BANC ONE CORP COMMON 06423A103 112,000 3,006 DEFINED 123 3,006 BANC ONE CORP COMMON 06423A103 1,299,000 34,730 DEFINED 123 34,730 BANK NEW YORK INC COMMON 064057102 713,039 24,810 DEFINED 123 24,810 BANK OF AMERICA COMMON 060505104 3,422,104 53,638 DEFINED 123 53,638 BANK OF AMERICA CORP COMMON 060505104 319,000 4,996 DEFINED 123 4,996 BANK OF AMERICA CORP COMMON 060505104 231,000 3,621 DEFINED 123 3,621 BANK ONE CORP COMMON 06423A103 1,348,868 36,066 DEFINED 123 36,066 BARNES & NOBLE INC COMMON 067774109 168,000 7,934 DEFINED 123 7,934 BARNES & NOBLE INC COMMON 067774109 154,000 7,286 DEFINED 123 7,286 BARNES & NOBLE INC COMMON 067774109 2,859,393 135,132 DEFINED 123 77 135,055 BAXTER INTL INC COMMON 071813109 563,525 18,446 DEFINED 123 18,446 BB&T CORP COMMON 054937107 1,044,000 29,789 DEFINED 123 29,789 BB&T CORP COMMON 054937107 811,000 23,148 DEFINED 123 23,148 BB&T CORP COMMON 054937107 5,169,136 147,521 DEFINED 123 147,521 BECTON DICKINSON & CO COMMON 075887109 82,616 2,909 DEFINED 123 2,909 BED BATH & BEYOND INC COMMON 075896100 53,285 1,636 DEFINED 123 1,636 BELLSOUTH CORP COMMON 079860102 232,000 12,638 DEFINED 123 12,638 BELLSOUTH CORP COMMON 079860102 233,000 12,672 DEFINED 123 12,672 BELLSOUTH CORP COMMON 079860102 2,231,511 121,542 DEFINED 123 121,542 BEMIS CO COMMON 081437105 462,000 9,353 DEFINED 123 9,353 BEMIS CO COMMON 081437105 378,000 7,651 DEFINED 123 7,651 BEMIS INC COMMON 081437105 3,101,827 62,790 DEFINED 123 62,790 BERK HATH COMMON 084670108 2,956,000 40 DEFINED 123 40 BERK HATH COMMON 084670207 256,000 104 DEFINED 123 104 BERK HATH COMMON 084670207 626,000 254 DEFINED 123 254 BERKSHIRE HATHAWAY INC DEL CL COMMON 084670207 2,558,670 1,038 DEFINED 123 1,038 BEST BUY COMPANY INC COMMON 086516101 393,000 17,598 DEFINED 123 17,598 BEST BUY COMPANY INC COMMON 086516101 310,000 13,876 DEFINED 123 13,876 BEST BUY INC COMMON 086516101 829,263 37,170 DEFINED 123 37,170 BIOGEN N V COMMON 090597105 8,664 296 DEFINED 123 296 BISYS GROUP INC COMMON 055472104 84,736 5,071 DEFINED 123 5,071 BKF CAP GROUP INC COMMON 05548G102 422 20 DEFINED 123 20 BOEING CO COMMON 097023105 112,000 3,278 DEFINED 123 3,278 BOEING CO COMMON 097023105 213,000 6,231 DEFINED 123 6,231 BOEING CO COMMON 097023105 1,239,021 36,303 DEFINED 123 36,303 BORDERS GROUP INC COMMON 099709107 26,560 1,681 DEFINED 123 1,681 BP P L C SHS COMMON G12793181 34,208 5,121 DEFINED 123 5,121 BP PLC SPONSORED ADR COMMON 055622104 23,541 590 DEFINED 123 590 BRIGHT HORIZONS FAMILY SOLUTIO COMMON 109195107 38,180 1,367 DEFINED 123 1,367 BRINKER INTL COMMON 109641100 202,000 7,781 DEFINED 123 7,781 BRINKER INTL COMMON 109641100 273,000 10,527 DEFINED 123 10,527 BRINKER INTL INC COMMON 109641100 1,367,649 52,805 DEFINED 123 52,805 BRISTOL MYERS SQUIBB CO COMMON 110122108 287,075 12,062 DEFINED 123 12,062 BRITANNIC PLC ORD GBP0.05 COMMON G1487C106 5,844 860 DEFINED 123 860 BROADCOM CORP COMMON 111320107 283,223 26,519 DEFINED 123 26,519 BROCADE COMMUNICATIONS SYS COMMON 111621108 94,050 12,490 DEFINED 123 12,490 BRUNSWICK CORP COMMON 117043109 44,205 2,101 DEFINED 123 2,101 C H ROBINSON WORLDWIDE INC COMMON 12541W100 946 35 DEFINED 123 35 CABOT MICROELECTRONICS CORP COMMON 12709P103 112,241 3,014 DEFINED 123 3,014 CALLAWAY GOLF CO COMMON 131193104 229,000 22,024 DEFINED 123 22,024 CALLAWAY GOLF CO COMMON 131193104 273,000 26,274 DEFINED 123 26,274 CALLAWAY GOLF CO COMMON 131193104 2,226,515 214,088 DEFINED 123 214,088 CAMPBELL SOUP CO COMMON 134429109 173,000 7,819 DEFINED 123 7,819 CAMPBELL SOUP CO COMMON 134429109 218,000 9,877 DEFINED 123 9,877 CAMPBELL SOUP CO COMMON 134429109 1,252,091 56,707 DEFINED 123 56,707 CAPITAL AUTOMOTIVE REIT SBI COMMON 139733109 63,574 2,545 DEFINED 123 2,545 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 89,000 2,542 DEFINED 123 2,542 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 254,000 7,261 DEFINED 123 7,261 CARDINAL HEALTH COMMON 14149Y108 182,000 2,934 DEFINED 123 2,934 CARDINAL HEALTH COMMON 14149Y108 112,000 1,796 DEFINED 123 1,796 CARDINAL HEALTH COMMON 14149y108 576,905 9,275 DEFINED 123 9,275 CARNIVAL CORP CL A COMMON 143658102 996,721 39,710 DEFINED 123 39,710 CARNIVAL CRUISE LINES INC COMMON 143658102 89,000 3,547 DEFINED 123 3,547 CARNIVAL CRUISE LINES INC COMMON 143658102 172,000 6,853 DEFINED 123 6,853 CARRAMERICA REALTY CORP COMMON 144418100 30,456 1,210 DEFINED 123 1,210 CATALINA MARKETING CORP COMMON 148867104 35,240 1,255 DEFINED 123 1,255 CATELLUS DEVEL CORP COMMON 149111106 1,005,710 54,510 DEFINED 123 54,510 CATO CORP NEW CL A COMMON 149205106 4,270 225 DEFINED 123 225 CEC ENTMT INC COMMON 125137109 29,335 860 DEFINED 123 860 CENTEX CORP COMMON 152312104 210,000 4,730 DEFINED 123 4,730 CENTEX CORP COMMON 152312104 156,000 3,520 DEFINED 123 3,520 CENTEX CORPORATION COMMON 152312104 307,612 6,939 DEFINED 123 6,939 CENTURYTEL INC COMMON 156700106 316,000 14,103 DEFINED 123 14,103 CENTURYTEL INC COMMON 156700106 157,000 7,006 DEFINED 123 7,006 CENTURYTEL, INC COMMON 156700106 820,849 36,595 DEFINED 123 36,595 CHARLES RIV ASSOCS INC COMMON 159852102 1,494 90 DEFINED 123 90 CHEVRONTEXACO CORP COMMON 166764100 624,000 9,012 DEFINED 123 9,012 CHEVRONTEXACO CORP COMMON 166764100 800,000 11,553 DEFINED 123 10,797 756 CHEVRONTEXACO CORPORATION COMMON 166764100 4,965,225 71,700 DEFINED 123 71,700 CHICOS FAS INC COMMON 168615102 2,596,861 163,017 DEFINED 123 163,017 CHICO'S FAS INC COMMON 168615102 199,000 12,464 DEFINED 123 12,464 CHICO'S FAS INC COMMON 168615102 17,000 1,052 DEFINED 123 1,052 CHIRON CORP COMMON 170040109 136,000 3,880 DEFINED 123 3,880 CHIRON CORP COMMON 170040109 179,000 5,119 DEFINED 123 5,119 CHIRON CORP COMMON 170040109 826,156 23,645 DEFINED 123 23,645 CHRISTOPHER & BANKS CORP COMMON 171046105 1,206 48 DEFINED 123 48 CHUBB COMMON 171232101 502,000 9,161 DEFINED 123 9,161 CHURCH & DWIGHT CO COMMON 171340102 1,301,601 39,264 DEFINED 123 39,264 CHURCH & DWIGHT INC COMMON 171340102 164,000 4,960 DEFINED 123 4,960 CHURCH & DWIGHT INC COMMON 171340102 247,000 7,448 DEFINED 123 7,448 CIGNA CORP COMMON 125509109 33,323 471 DEFINED 123 471 CINERGY CORP COMMON 172474108 450,000 14,305 DEFINED 123 14,305 CINTAS CORP COMMON 172908105 45,735 1,091 DEFINED 123 1,091 CIRCOR INTERNATIONAL INC COMMON 17273K109 126,000 9,392 DEFINED 123 9,392 CIRCOR INTERNATIONAL INC COMMON 17273K109 11,000 792 DEFINED 123 792 CIRCOR INTL INC COMMON 17273K109 1,641,045 122,466 DEFINED 123 122,466 CISCO SYS INC COMMON 17275R102 2,540,928 242,455 DEFINED 123 242,455 CISCO SYSTEMS INC COMMON 17275R102 653,000 62,279 DEFINED 123 62,279 CISCO SYSTEMS INC COMMON 17275R102 775,000 73,995 DEFINED 123 69,315 4,680 CITIGROUP INC COMMON 172967101 1,491,000 50,284 DEFINED 123 50,284 CITIGROUP INC COMMON 172967101 1,455,000 49,088 DEFINED 123 48,955 133 CITIGROUP INC COMMON 172967101 9,158,678 308,893 DEFINED 123 308,893 CITIZENS COMMUNICATIONS CO COMMON 17453B101 149 22 DEFINED 123 22 CLEAR CHANNEL COMM COMMON 184502102 1,361,888 39,191 DEFINED 123 39,191 CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 444,000 12,781 DEFINED 123 12,781 CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 424,000 12,199 DEFINED 123 12,199 CLEARONE COMMUNICATIONS INC COMMON 185060100 64,000 18,664 DEFINED 123 18,664 CLEARONE COMMUNICATIONS INC COMMON 185060100 5,000 1,575 DEFINED 123 1,575 CLEARONE COMMUNICATIONS INC COMMON 185060100 693,219 203,290 DEFINED 123 203,290 CLECO CORP NEW COMMON 12561W105 19,478 1,446 DEFINED 123 1,446 CLOROX CO COMMON 189054109 14,465 360 DEFINED 123 360 COCA COLA CO COMMON 191216100 838,000 17,471 DEFINED 123 17,471 COCA COLA CO COMMON 191216100 435,000 9,034 DEFINED 123 9,008 26 COCA COLA CO COMMON 194162103 135,000 2,495 DEFINED 123 2,495 COCA COLA CO COMMON 194162103 213,000 3,943 DEFINED 123 3,943 COCA COLA CO COMMON 191216100 2,172,060 45,289 DEFINED 123 45,289 COGNIZANT TECHNLGY COMMON 192446102 6,322 110 DEFINED 123 110 COLGATE PALMOLIVE CO COMMON 194162103 489,866 9,080 DEFINED 123 9,080 COMCAST CORP CL A SPL COMMON 200300200 30,080 1,442 DEFINED 123 1,442 COMMERCE BANCSHARES INC COMMON 200525103 182,000 4,650 DEFINED 123 4,650 COMMERCE BANCSHARES INC COMMON 200525103 351,000 8,975 DEFINED 123 8,975 COMMERCE BANCSHARES INC COMMON 200525103 2,020,739 51,720 DEFINED 123 51,720 COMMONWEALTH TEL ENTERPRISES I COMMON 203349105 1,390,626 39,995 DEFINED 123 39,995 COMPASS BANCSHARES INC COMMON 20449H109 135,000 4,564 DEFINED 123 4,564 COMPASS BANCSHARES INC COMMON 20449H109 269,000 9,126 DEFINED 123 9,126 COMPUTER ASSOC INTL COMMON 204912109 269,280 28,050 DEFINED 123 28,050 COMPUWARE CORP COMMON 205638109 144,969 47,531 DEFINED 123 47,531 COMVERSE TECHNOLOGY INC COMMON 205862402 93,000 13,360 DEFINED 123 13,360 CONAGRA FOODS INC COMMON 205887102 518,000 20,851 DEFINED 123 20,851 CONAGRA FOODS INC COMMON 205887102 352,000 14,156 DEFINED 123 14,156 CONAGRA INC COMMON 205887102 1,649,444 66,376 DEFINED 123 66,376 CONCORD EFS INC COMMON 206197105 20,422 1,286 DEFINED 123 1,286 CONOCOPHILLIPS COMMON 20825c104 779,375 16,855 DEFINED 123 16,855 CONSTELLATION BRANDS INC A COMMON 21036p108 207,092 8,965 DEFINED 123 8,965 CONSUMER DISCRETIONARY SELECT COMMON 81369Y407 47,018 2,074 DEFINED 123 2,074 SECTOR SPDR FUND CONSUMER STAPLES SELECT COMMON 81369Y308 29,506 1,491 DEFINED 123 1,491 SECTOR SPDR FUND CONVERGYS CORP COMMON 212485106 48,892 3,253 DEFINED 123 3,253 COOPER COMMON 216648402 410,000 7,807 DEFINED 123 7,807 COOPER COMMON 216648402 391,000 7,448 DEFINED 123 7,448 COOPER COS INC COMMON 216648402 3,227,491 61,476 DEFINED 123 61,476 COORS ADOLPH CO CL B COMMON 217016104 205,000 3,633 DEFINED 123 3,633 COORS ADOLPH CO CL B COMMON 217016104 216,000 3,833 DEFINED 123 3,833 COORS ADOLPH COMPANY COMMON 217016104 315,617 5,606 DEFINED 123 5,606 COPART INC COMMON 217204106 218,237 20,114 DEFINED 123 20,114 CORNING INC COMMON 219350105 19,000 12,000 DEFINED 123 12,000 CORNING INC COMMON 219350105 1,320 825 DEFINED 123 825 COTT CORP COMMON 22163N106 623,180 41,134 DEFINED 123 41,134 COUNTRYWIDE CR INDS COMMON 222372104 552,000 11,712 DEFINED 123 11,712 COUNTRYWIDE CR INDS COMMON 222372104 221,000 4,683 DEFINED 123 4,683 COUNTRYWIDE CREDIT INDS COMMON 222372104 700,649 14,860 DEFINED 123 37 14,823 COX COMMUNICATIONS INC COMMON 224044107 102,000 4,150 DEFINED 123 4,150 COX COMMUNICATIONS INC COMMON 224044107 197,000 8,007 DEFINED 123 8,007 COX COMMUNICATIONS INC NEW COMMON 224044107 1,137,337 46,252 DEFINED 123 46,252 CREE RESH INC COMMON 225447101 625 50 DEFINED 123 50 CRESCENT REAL ESTATE EQUITIES COMMON 225756105 40,427 2,575 DEFINED 123 2,575 CRESCENT REAL ESTATE COMMON 225756105 164,000 10,422 DEFINED 123 10,422 EQUITIES CO CRESCENT REAL ESTATE COMMON 225756105 60,000 3,800 DEFINED 123 3,800 EQUITIES CO CTI MOLECULAR IMAGING INC COMMON 22943D105 379 15 DEFINED 123 15 CUMULUS MEDIA INC CL A COMMON 231082108 1,647,610 93,349 DEFINED 123 93,349 CVS CORPORATION COMMON 126650100 26,795 1,057 DEFINED 123 1,057 DANAHER CORP SBI COMMON 235851102 680,437 11,969 DEFINED 123 11,969 DEAN FOODS INC COMMON 242370104 131,000 3,284 DEFINED 123 3,284 DEAN FOODS INC COMMON 242370104 232,000 5,842 DEFINED 123 5,842 DEAN FOODS INC NEW COMMON 242370104 442,671 11,128 DEFINED 123 11,128 DEERE & CO. COMMON 244199105 52,677 1,159 DEFINED 123 1,159 DELL COMPUTER COMMON 247025109 568,000 24,141 DEFINED 123 24,141 DELL COMPUTER COMMON 247025109 668,000 28,396 DEFINED 123 28,396 DELL COMPUTER CORP COMMON 247025109 2,491,307 105,968 DEFINED 123 105,968 DENTSPLY INTL INC COMMON 249030107 196,000 4,888 DEFINED 123 4,888 DENTSPLY INTL INC COMMON 249030107 65,000 1,621 DEFINED 123 1,621 DENTSPLY INTL INC COMMON 249030107 44,428 1,106 DEFINED 123 1,106 DEVON ENERGY CORP COMMON 25179M103 274,000 5,670 DEFINED 123 5,670 DEVON ENERGY CORP COMMON 25179M103 214,000 4,425 DEFINED 123 4,425 DEVON ENERGY CORP NEW COMMON 25179m103 3,531,997 73,202 DEFINED 123 73,202 DIAMONDS TRUST SERIES I COMMON 252787106 707,000 9,300 DEFINED 123 9,300 DIANON SYS INC COMMON 252826102 2,129 45 DEFINED 123 45 DOLLAR GENERAL COMMON 256669102 57,000 4,277 DEFINED 123 4,277 DOLLAR GENERAL COMMON 256669102 114,000 8,488 DEFINED 123 8,488 DOLLAR TREE STORES INC COMMON 256747106 473,243 21,472 DEFINED 123 21,472 DORAL FINL CORP COMMON 25811P100 893 37 DEFINED 123 37 DOVER CORP COMMON 260003108 742,746 29,265 DEFINED 123 29,265 DOW CHEM CO COMMON 260543103 774,511 28,360 DEFINED 123 28,360 DPL INC COMMON 233293109 15,002 912 DEFINED 123 912 DU PONT E I DE NEMOURS CO COMMON 263534109 2,893,103 80,208 DEFINED 123 80,208 DUKE PWR CO COMMON 264399106 20,410 1,044 DEFINED 123 1,044 DUPONT PHOTOMASKS INC COMMON 26613X101 373,341 16,389 DEFINED 123 16,389 DYNEGY CLASS A COMMON 26816Q101 1,250 1,078 DEFINED 123 1,078 E I DU PONT COMMON 263534109 424,000 11,746 DEFINED 123 11,746 E I DU PONT COMMON 263534109 269,000 7,444 DEFINED 123 7,444 E M C CORP MASS COMMON 268648102 59,259 12,967 DEFINED 123 12,967 EBAY INC COMMON 278642103 139,000 2,630 DEFINED 123 2,630 EBAY INC COMMON 278642103 209,000 3,949 DEFINED 123 3,949 EBAY INC COMMON 278642103 234,740 4,445 DEFINED 123 4,445 ECOLAB INC COMMON 278865100 396,000 9,482 DEFINED 123 9,482 ECOLAB INC COMMON 278865100 436,000 10,442 DEFINED 123 10,442 ECOLAB INC COMMON 278865100 531,933 12,747 DEFINED 123 12,747 EDWARD A G INC COMMON 281760108 50,816 1,589 DEFINED 123 1,589 EDWARDS LIFESCIENCES CORP COMMON 28176E108 2,508 98 DEFINED 123 98 EL PASO CORPORATION COMMON 28336L109 4,276 517 DEFINED 123 517 EL PASO ELEC CO COM NEW COMMON 283677854 5,203 438 DEFINED 123 438 ELECTRONIC ARTS COMMON 285512109 881,489 13,364 DEFINED 123 26 13,338 ELECTRONIC ARTS INC COMMON 285512109 105,000 1,594 DEFINED 123 1,594 ELECTRONIC ARTS INC COMMON 285512109 171,000 2,600 DEFINED 123 2,600 ELI LILLY & CO COMMON 532457108 385,000 6,966 DEFINED 123 6,966 ELI LILLY & CO COMMON 532457108 618,000 11,169 DEFINED 123 11,169 EMBARCADERO TECHNOLOGIES INC COMMON 290787100 440 105 DEFINED 123 105 EMC CORPORATION COMMON 268648102 43,000 9,339 DEFINED 123 9,339 EMC CORPORATION COMMON 268648102 67,000 14,762 DEFINED 123 14,762 EMERSON ELEC CO COMMON 291011104 402,000 9,144 DEFINED 123 9,144 EMERSON ELEC CO COMMON 291011104 578,000 13,146 DEFINED 123 13,146 EMERSON ELEC CO COMMON 291011104 2,195,682 49,970 DEFINED 123 49,970 ENDO COMMON 29264F205 167,000 19,615 DEFINED 123 19,615 ENDO COMMON 29264F205 14,000 1,609 DEFINED 123 1,609 ENDO PHARM HLDGS INC COMMON 29264F205 2,749,278 322,307 DEFINED 123 149 322,158 ENERGEN CORP COMMON 29265N108 58,314 2,304 DEFINED 123 2,304 ENERGY SELECT SECTOR SPDR FUND COMMON 81369Y506 27,466 1,298 DEFINED 123 1,298 ENSCO INTERNATIONAL INC COMMON 26874Q100 90,000 3,576 DEFINED 123 3,576 ENSCO INTERNATIONAL INC COMMON 26874Q100 161,000 6,437 DEFINED 123 6,437 ENSCO INTL INC COMMON 26874Q100 296,598 11,845 DEFINED 123 11,845 ENTERCOM COMMUNICATIONS CORP COMMON 293639100 217,000 4,589 DEFINED 123 4,589 ENTERCOM COMMUNICATIONS CORP COMMON 293639100 137,000 2,891 DEFINED 123 2,891 ENTERCOM COMMUNICATIONS CORP C COMMON 293639100 1,016,561 21,460 DEFINED 123 21,460 ENZON INC COMMON 293904108 1,097,103 57,022 DEFINED 123 57,022 EOG RES INC COMMON 26875P101 1,262,592 35,111 DEFINED 123 35,111 EOG RESOURCES INC COMMON 26875P101 569,000 15,818 DEFINED 123 15,818 EOG RESOURCES INC COMMON 26875P101 604,000 16,790 DEFINED 123 16,790 EQUITY OFFICE PROPERTIES TRUST COMMON 294741103 43,481 1,684 DEFINED 123 1,684 ERIE INDEMNITY COMPANY CL A COMMON 29530P102 101,000 2,432 DEFINED 123 2,432 ERIE INDEMNITY COMPANY CL A COMMON 29530P102 196,000 4,698 DEFINED 123 4,698 ERIE INDTY CO CL A COMMON 29530P102 1,120,237 26,890 DEFINED 123 26,890 ESTEE LAUDER COMPANIES CL A COMMON 518439104 159,000 5,524 DEFINED 123 5,524 ESTEE LAUDER COMPANIES CL A COMMON 518439104 230,000 8,010 DEFINED 123 8,010 EURONET WORLDWIDE INC COMMON 298736109 15,306 3,043 DEFINED 123 3,043 EVEREST RE GROUP COMMON G3223R108 49,648 905 DEFINED 123 905 EVEREST RE GROUP LTD COMMON G3223R108 220,000 4,013 DEFINED 123 4,013 EVEREST RE GROUP LTD COMMON G3223R108 80,000 1,457 DEFINED 123 1,457 EXELON CORP COMMON 30161N101 105,688 2,225 DEFINED 123 2,225 EXPEDITORS INTL WASH INC COMMON 302130109 24,364 872 DEFINED 123 872 EXPRESS SCRIPTS INC CL A COMMON 302182100 288,792 5,297 DEFINED 123 5,297 EXXON MBL COMMON 30231G102 1,550,000 48,587 DEFINED 123 48,587 EXXON MBL COMMON 30231G102 2,469,000 77,388 DEFINED 123 72,355 5,033 EXXON MOBIL CORP COMMON 30231G102 6,544,892 205,169 DEFINED 123 205,169 FACTSET RESEARCH SYS INC COMMON 303075105 2,200,199 82,870 DEFINED 123 82,870 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 178,000 6,704 DEFINED 123 6,704 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 161,000 6,077 DEFINED 123 6,077 FAIR ISAAC & CO INC COMMON 303250104 71,253 2,179 DEFINED 123 2,179 FAMILY DLR STORES INC COMMON 307000109 38,277 1,424 DEFINED 123 1,424 FAMILY DOLLAR STORES COMMON 307000109 169,000 6,305 DEFINED 123 6,305 FAMILY DOLLAR STORES COMMON 307000109 62,000 2,313 DEFINED 123 2,313 FANNIE MAE COMMON 313586109 831,000 13,950 DEFINED 123 13,950 FANNIE MAE COMMON 313586109 1,420,000 23,853 DEFINED 123 22,633 1,220 FASTENAL CO COMMON 311900104 85,000 2,703 DEFINED 123 2,703 FASTENAL CO COMMON 311900104 165,000 5,210 DEFINED 123 5,210 FASTENAL CO COMMON 311900104 952,674 30,167 DEFINED 123 30,167 FED HOME LN MTG CORP COMMON 313400301 1,200,173 21,470 DEFINED 123 21,470 FED HOME LOAN MTG COMMON 313400301 130,000 2,328 DEFINED 123 2,328 FED HOME LOAN MTG COMMON 313400301 116,000 2,082 DEFINED 123 2,082 FEDERAL AGRIC MTG CORP CL C COMMON 313148306 2,464,292 83,507 DEFINED 123 83,507 FEDERAL AGRICULTURAL MTG COMMON 313148306 185,000 6,278 DEFINED 123 6,278 FEDERAL AGRICULTURAL MTG COMMON 313148306 16,000 530 DEFINED 123 530 FEDERAL NATL MTG ASSN COMMON 313586109 2,571,711 43,193 DEFINED 123 43,193 FEDERATED DEPARTMENT STORES NE COMMON 31410H101 1,456,397 49,470 DEFINED 123 49,470 FEDERATED DEPT STORES INC COMMON 31410H101 171,000 5,823 DEFINED 123 5,823 FEDERATED DEPT STORES INC COMMON 31410H101 184,000 6,235 DEFINED 123 6,235 FEDERATED INVESTORS INC CL B COMMON 314211103 94,000 3,465 DEFINED 123 3,465 FEDERATED INVESTORS INC CL B COMMON 314211103 181,000 6,700 DEFINED 123 6,700 FEDERATED INVS INC PA CL B COMMON 314211103 1,045,809 38,748 DEFINED 123 38,748 FEDEX CORPORATION COMMON 31428x106 995,642 19,885 DEFINED 123 19,885 FIDELITY NAT FINL CORP COMMON 316326107 267,138 9,295 DEFINED 123 9,295 FIDELITY NATL INFORMATION SOLU COMMON 31620P109 2,125 139 DEFINED 123 139 FIFTH THIRD BANCORP COMMON 316773100 1,075,872 17,571 DEFINED 123 17,571 FINANCIAL FED CORP COMMON 317492106 2,174,719 68,280 DEFINED 123 68,280 FINANCIAL FEDERAL CORP COMMON 317492106 195,000 6,111 DEFINED 123 6,111 FINANCIAL FEDERAL CORP COMMON 317492106 375,000 11,789 DEFINED 123 11,789 FINANCIAL SELECT SECTOR COMMON 81369Y605 2,274,424 110,035 DEFINED 123 110,035 SPDR FUND FIRST BANCORP P R COMMON 318672102 753,479 29,649 DEFINED 123 29,649 FIRST DATA CORP COMMON 319963104 482,000 17,237 DEFINED 123 17,237 FIRST DATA CORP COMMON 319963104 573,000 20,512 DEFINED 123 20,512 FIRST DATA CORP COMMON 319963104 1,208,027 43,221 DEFINED 123 43,221 FIRST HEALTH GROUP CORP COMMON 320960107 235,998 8,702 DEFINED 123 8,702 FISERV INC COMMON 337738108 295,000 10,516 DEFINED 123 10,516 FISERV INC COMMON 337738108 260,000 9,259 DEFINED 123 9,259 FISERV INC COMMON 337738108 338,646 12,060 DEFINED 123 12,060 FISHER SCIENTIFIC INT'L COMMON 338032204 194,000 6,401 DEFINED 123 6,401 FISHER SCIENTIFIC INT'L COMMON 338032204 16,000 540 DEFINED 123 540 FISHER SCIENTIFIC INTL INC NEW COMMON 338032204 3,593,076 118,388 DEFINED 123 55 118,333 FLAGSTAR BANCORP INC COMMON 337930101 102,000 4,925 DEFINED 123 4,925 FLAGSTAR BANCORP INC COMMON 337930101 197,000 9,503 DEFINED 123 9,503 FLAGSTAR BANCORP INC COMMON 337930101 1,138,376 54,994 DEFINED 123 54,994 FLEET BOSTON FINANCIAL CORP COMMON 339030108 609,000 29,971 DEFINED 123 29,971 FLEET BOSTON FINANCIAL CORP COMMON 339030108 615,000 30,247 DEFINED 123 30,247 FLEETBOSTON FINANCIAL CORP COMMON 339030108 4,060,409 199,725 DEFINED 123 199,725 FLEMING COS INC COMMON 339130106 46,200 9,240 DEFINED 123 9,240 FOCUS ENHANCEMENTS INC COMMON 344159108 22,000 17,660 DEFINED 123 17,660 FORD MOTOR CO COMMON 345370860 68,000 6,946 DEFINED 123 6,946 FORD MOTOR CO COMMON 345370860 88,000 8,946 DEFINED 123 8,946 FORD MTR CO DEL PAR $0.01 COMMON 345370860 807,637 82,412 DEFINED 123 82,412 FOREST OIL CORP NEW COMMON 346091705 1,179,859 46,269 DEFINED 123 46,269 FORTUNE BRANDS INC COMMON 349631101 115,000 2,440 DEFINED 123 2,440 FORTUNE BRANDS INC COMMON 349631101 146,000 3,080 DEFINED 123 3,080 FORTUNE BRANDS INC COMMON 349631101 1,454,404 30,755 DEFINED 123 30,755 FPL GROUP INC COMMON 302571104 574,000 10,676 DEFINED 123 10,676 FPL GROUP INC COMMON 302571104 531,000 9,869 DEFINED 123 9,869 FPL GROUP INC COMMON 302571104 2,275,202 42,290 DEFINED 123 42,290 FTI CONSULTING INC COMMON 302941109 3,062 77 DEFINED 123 77 FURNITURE BRANDS INTL INC COMMON 360921100 1,194,203 52,035 DEFINED 123 52,035 G & K SVCS INC CL A COMMON 361268105 1,099,821 32,491 DEFINED 123 32,491 GALYANS TRADING INC COMMON 36458R101 2,963 296 DEFINED 123 296 GEN ELECTRIC COMMON 369604103 2,899,000 117,591 DEFINED 123 117,591 GEN ELECTRIC COMMON 369604103 3,882,000 157,478 DEFINED 123 152,100 5,378 GENENTECH COMMON 368710406 85,000 2,605 DEFINED 123 2,605 GENENTECH COMMON 368710406 116,000 3,555 DEFINED 123 3,555 GENERAL DYNAMICS CORP COMMON 369550108 669,000 8,224 DEFINED 123 8,224 GENERAL DYNAMICS CORP COMMON 369550108 732,000 9,004 DEFINED 123 9,004 GENERAL DYNAMICS CORP COMMON 369550108 3,728,168 45,840 DEFINED 123 45,840 GENERAL ELECTRIC COMMON 369604103 7,385,558 299,617 DEFINED 123 299,617 GENERAL MOTORS COMMON 370442105 224,000 5,748 DEFINED 123 5,748 GENERAL MOTORS COMMON 370442105 238,000 6,118 DEFINED 123 6,118 GENERAL MTRS CORP COMMON 370442105 427,433 10,988 DEFINED 123 10,988 GENESEE & WYOMING INC CL A COMMON 371559105 1,695,695 76,211 DEFINED 123 76,211 GEORGIA PAC CORP COMMON 373298108 1,055,669 80,647 DEFINED 123 80,647 GEORGIA PACIFIC CORP COMMON 373298108 305,000 23,268 DEFINED 123 23,268 GEORGIA PACIFIC CORP COMMON 373298108 249,000 19,009 DEFINED 123 19,009 GETTY IMAGES INC COMMON 374276103 1,003 50 DEFINED 123 50 GIBRALTAR STL CORP COMMON 37476F103 1,258,803 56,550 DEFINED 123 56,550 GILLETTE CO COMMON 375766102 378,258 12,779 DEFINED 123 12,779 GLAXOSMITHKLINE PLC COMMON 37733W105 4,612 120 DEFINED 123 120 GLOBAL IND LTD COMMON 379336100 46,000 11,226 DEFINED 123 11,226 GLOBAL IND LTD COMMON 379336100 89,000 21,654 DEFINED 123 21,654 GLOBAL INDS LTD COMMON 379336100 517,869 125,392 DEFINED 123 125,392 GRAINGER, W W INC COMMON 384802104 17,700 416 DEFINED 123 416 GROUP 1 AUTOMOTIVE INC COMMON 398905109 74,582 3,337 DEFINED 123 3,337 GUIDANT CORP COMMON 401698105 139,000 4,296 DEFINED 123 4,296 GUIDANT CORP COMMON 401698105 206,000 6,361 DEFINED 123 6,361 GUIDANT CORP COMMON 401698105 639,415 19,790 DEFINED 123 19,790 GULFMARK OFFSHORE INC COMMON 402629109 942,832 54,499 DEFINED 123 54,499 HARLEY DAVIDSON INC COMMON 412822108 702,789 15,130 DEFINED 123 15,130 HARLEY-DAVIDSON INC COMMON 412822108 201,000 4,325 DEFINED 123 4,325 HARLEY-DAVIDSON INC COMMON 412822108 271,000 5,844 DEFINED 123 5,844 HARSCO CORP COMMON 415864107 1,002,278 36,862 DEFINED 123 36,862 HAVERTY FURNITURE COS INC COMMON 419596101 1,253,462 100,277 DEFINED 123 100,277 HAWAIIAN ELEC INDUSTRIES COMMON 419870100 21,550 500 DEFINED 123 500 HCA-THE HEALTHCARE COMPANY COMMON 404119109 3,523 74 DEFINED 123 74 HEALTH CARE PPTY INVS INC COMMON 421915109 8,520 200 DEFINED 123 200 HEALTH CARE SELECT SECTOR COMMON 81369Y209 26,598 1,048 DEFINED 123 1,048 SPDR FUND HEALTH MGMT ASSOC INC NEW CL A COMMON 421933102 2,177,289 107,680 DEFINED 123 107,680 HEALTH MGMT ASSOCIATES INC COMMON 421933102 809,000 40,017 DEFINED 123 40,017 HEALTH MGMT ASSOCIATES INC COMMON 421933102 480,000 23,755 DEFINED 123 23,755 HEINZ (HJ) COMMON 423074103 78,000 2,331 DEFINED 123 2,331 HEINZ (HJ) COMMON 423074103 173,000 5,189 DEFINED 123 5,189 HEINZ, H J COMPANY COMMON 423074103 523,308 15,682 DEFINED 123 15,682 HELMERICH & PAYNE INC COMMON 423452101 261,000 7,630 DEFINED 123 7,630 HELMERICH & PAYNE INC COMMON 423452101 94,000 2,748 DEFINED 123 2,748 HELMERICH & PAYNE INC COMMON 423452101 70,377 2,056 DEFINED 123 2,056 HERITAGE COMMON 42725M107 210,000 8,409 DEFINED 123 8,409 HERITAGE COMMON 42725M107 18,000 709 DEFINED 123 709 HERITAGE PPTY INVT TR INC COMMON 42725M107 2,914,579 116,770 DEFINED 123 116,770 HEWLETT PACKARD CO COMMON 428236103 4,028,555 345,206 DEFINED 123 345,206 HEWLETT PCKRD COMMON 428236103 434,000 37,210 DEFINED 123 37,210 HEWLETT PCKRD COMMON 428236103 660,000 56,597 DEFINED 123 56,597 HIBBETT SPORTING GOODS INC COMMON 428565105 830 40 DEFINED 123 40 HIBERNIA CORP COMMON 428656102 1,648,755 82,479 DEFINED 123 82,479 HILLENBRAND INDS COMMON 431573104 82,000 1,511 DEFINED 123 1,511 HILLENBRAND INDS COMMON 431573104 158,000 2,910 DEFINED 123 2,910 HILLENBRAND INDS INC COMMON 431573104 919,679 16,937 DEFINED 123 16,937 HOME DEPOT COMMON 437076102 1,122,000 43,005 DEFINED 123 43,005 HOME DEPOT COMMON 437076102 742,000 28,414 DEFINED 123 28,414 HOME DEPOT INC COMMON 437076102 2,241,546 85,883 DEFINED 123 85,883 HOMESEEKERS COM INC COMMON 437605108 5,000 100,000 DEFINED 123 100,000 HOMESTORE INC COMMON 437852106 344,000 1,146,891 DEFINED 123 1,146,891 HONEYWELL INTERNATIONAL INC COMMON 438516106 126,000 5,830 DEFINED 123 5,830 HONEYWELL INTERNATIONAL INC COMMON 438516106 114,000 5,250 DEFINED 123 5,250 HONEYWELL INTL INC COMMON 438516106 1,664,657 76,854 DEFINED 123 76,854 HUBBELL COMMON 443510201 4,022,000 138,350 DEFINED 123 137,980 370 HUBBELL COMMON 443510201 811,000 27,890 DEFINED 123 27,890 HUBBELL INC CLASS B COMMON 443510201 640,791 22,043 DEFINED 123 22,043 IBM CORP COMMON 459200101 705,000 12,086 DEFINED 123 12,086 IBM CORP COMMON 459200101 963,000 16,523 DEFINED 123 16,523 ICU MED INC COMMON 44930G107 74,172 2,031 DEFINED 123 2,031 IKON OFFICE SOLUTIONS INC COMMON 451713101 17,809 2,260 DEFINED 123 2,260 ILEX ONCOLOGY INC COMMON 451923106 712 150 DEFINED 123 150 ILLINOIS TOOL WORKS INC COMMON 452308109 238,000 4,082 DEFINED 123 4,082 ILLINOIS TOOL WORKS INC COMMON 452308109 273,000 4,684 DEFINED 123 4,684 ILLINOIS TOOL WORKS INC COMMON 452308109 2,755,742 47,244 DEFINED 123 47,244 IMMUNOGEN INC COMMON 45253H101 538 166 DEFINED 123 166 INDUSTRIAL SELECT SECTOR COMMON 81369y704 6,266 321 DEFINED 123 321 SPDR FD INET TECHNOLOGIES INC COMMON 45662V105 77,000 15,173 DEFINED 123 15,173 INET TECHNOLOGIES INC COMMON 45662V105 6,000 1,279 DEFINED 123 1,279 INET TECHNOLOGIES INC COMMON 45662V105 1,017,914 200,772 DEFINED 123 200,772 INTEGRATED CIRCUIT SYS INC COMMON 45811K208 117,436 7,480 DEFINED 123 7,480 INTEL COMMON 458140100 663,000 47,717 DEFINED 123 47,717 INTEL COMMON 458140100 879,000 63,248 DEFINED 123 63,048 200 INTEL CORP COMMON 458140100 2,569,886 185,017 DEFINED 123 185,017 INTERNATIONAL SPEEDWAY CORP CL COMMON 460335201 938,938 23,633 DEFINED 123 23,633 INTERNET AMER INC COMMON 46058y109 75 300 DEFINED 123 300 INTL BUSINESS MACHINES COMMON 459200101 3,324,428 57,013 DEFINED 123 57,013 INTL SPEEDWAY CORP COMMON 460335201 84,000 2,109 DEFINED 123 2,109 INTL SPEEDWAY CORP COMMON 460335201 162,000 4,069 DEFINED 123 4,069 INTUIT INC COMMON 461202103 29,594 650 DEFINED 123 650 INVESTMENT TECHNOLOGY GRP NEW COMMON 46145F105 93,925 3,210 DEFINED 123 3,210 INVITROGEN CORP COMMON 46185R100 331,000 9,707 DEFINED 123 9,707 INVITROGEN CORP COMMON 46185R100 103,000 3,012 DEFINED 123 3,012 INVITROGEN CORP COMMON 46185R100 2,130,295 62,527 DEFINED 123 62,527 IPC HOLDINGS LTD COMMON G4933P101 837,486 28,515 DEFINED 123 28,515 IRIDIUM WORLD COMM LTD CL A COMMON G49398103 58 300 DEFINED 123 300 IRWIN FINANCIAL CORP COMMON 464119106 99,000 5,811 DEFINED 123 5,811 IRWIN FINANCIAL CORP COMMON 464119106 191,000 11,234 DEFINED 123 11,234 IRWIN FINL CORP COMMON 464119106 1,106,003 65,059 DEFINED 123 65,059 ISHARES COMMON 464287465 220,000 2,310 DEFINED 123 2,310 ISHARES COMMON 464287465 1,217,000 12,780 DEFINED 123 10,600 2,180 ISHARES COMMON 464287598 140,000 3,309 DEFINED 123 3,309 ISHARES COMMON 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