-----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, JiB8To1Gq/lKaYdJfK8onPmFWPdYKCADM7btZhYYAD1SbuIkiEifwMn7QJBbQDUD IHXbF+/dey+3Nz53A7jGZg== 0000907595-02-000001.txt : 20031216 0000907595-02-000001.hdr.sgml : 20031216 20020205101959 ACCESSION NUMBER: 0000907595-02-000001 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20011231 FILED AS OF DATE: 20020205 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SECURITIES MANAGEMENT & RESEARCH INC/ CENTRAL INDEX KEY: 0000907595 IRS NUMBER: 591145041 STATE OF INCORPORATION: FL FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-03361 FILM NUMBER: 02526788 BUSINESS ADDRESS: STREET 1: ONE MOODY PLZ - 14 FL STREET 2: C/O GREER HERZ & ADAMS CITY: GALVESTON STATE: TX ZIP: 77550 BUSINESS PHONE: 8005268346 MAIL ADDRESS: STREET 1: ONE MOODY PLAZA CITY: GALVESTON STATE: TX ZIP: 77550 13F-HR 1 a13f1201.txt FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- ABN Amro Holdings NV ADR COM 000937102 20 1200.0000SH SOLE 1200.0000 225 13800.0000SH DEFINED 01 13800.0000 AES Corporation COM 00130h105 69 4200.0000SH SOLE 4200.0000 685 41900.0000SH DEFINED 01 41900.0000 AGL Resources Inc. COM 001204106 325 14100.0000SH DEFINED 01 14100.0000 AOL Time Warner Inc. COM 00184a105 9880 307800.0000SH DEFINED 01 307800.0000 AT&T Wireless Group COM 001957406 257 17879.0000SH SOLE 17879.0000 7506 522313.0000SH DEFINED 01 522313.0000 AXA ADR COM 054536107 65 3100.0000SH SOLE 3100.0000 763 36300.0000SH DEFINED 01 36300.0000 Abitibi-Consolidated Inc. COM 003924107 327 44700.0000SH DEFINED 01 44700.0000 Adecco SA ADR COM 006754105 15 1100.0000SH SOLE 1100.0000 174 12900.0000SH DEFINED 01 12900.0000 Aegon NV ADR COM 007924103 29 1100.0000SH SOLE 1100.0000 337 12600.0000SH DEFINED 01 12600.0000 Alberta Energy Co. LTD COM 012873105 329 8700.0000SH DEFINED 01 8700.0000 Alcatel Alsthom ADR COM 013904305 33 2000.0000SH SOLE 2000.0000 379 22900.0000SH DEFINED 01 22900.0000 Alcoa Inc. COM 013817101 411 11550.0000SH SOLE 11550.0000 6914 194500.0000SH DEFINED 01 194500.0000 Allegheny Energy Inc. COM 017361106 283 7800.0000SH SOLE 7800.0000 4491 124000.0000SH DEFINED 01 124000.0000 Allergan, Inc. COM 018490102 717 9550.0000SH SOLE 9550.0000 4315 57500.0000SH DEFINED 01 57500.0000 Alliance Capital Mgmt. Holding COM 01855a101 275 5700.0000SH DEFINED 01 5700.0000 Alliance Gaming Corp. COM 01859p609 985 33500.0000SH DEFINED 01 33500.0000 Alliant Energy Corp. COM 018802108 319 10500.0000SH DEFINED 01 10500.0000 Allied Capital Corp. COM 01903q108 312 12000.0000SH DEFINED 01 12000.0000 Alltel Corp. COM 020039103 1080 17500.0000SH SOLE 17500.0000 20183 326950.0000SH DEFINED 01 326950.0000 AmSouth Bancorporation COM 032165102 306 16200.0000SH DEFINED 01 16200.0000 American Home Products COM 026609107 479 7800.0000SH SOLE 7800.0000 10327 168300.0000SH DEFINED 01 168300.0000 American International Group, COM 026874107 908 11441.0000SH SOLE 11441.0000 15868 199848.0000SH DEFINED 01 199848.0000 American Telephone & Telegraph COM 001957109 673 37092.0000SH SOLE 37092.0000 13896 766018.0000SH DEFINED 01 766018.0000 Amgen Inc. COM 031162100 646 11450.0000SH SOLE 11450.0000 6237 110500.0000SH DEFINED 01 110500.0000 Anadarko Petroleum Corp. COM 032511107 109 1924.0000SH SOLE 1924.0000 1737 30559.0000SH DEFINED 01 30559.0000 Anheuser-Busch COM 035229103 1178 26050.0000SH SOLE 26050.0000 7116 157400.0000SH DEFINED 01 157400.0000 AstraZeneca Group PLC ADR COM 046353108 98 2100.0000SH SOLE 2100.0000 1137 24400.0000SH DEFINED 01 24400.0000 Avalonbay Communities, Inc. COM 053484101 298 6300.0000SH DEFINED 01 6300.0000 Aventis ADR COM 053561106 99 1400.0000SH SOLE 1400.0000 1122 15800.0000SH DEFINED 01 15800.0000 BG Group Plc ADR COM 055434203 19 900.0000 SH SOLE 900.0000 219 10600.0000SH DEFINED 01 10600.0000 BP plc ADR COM 055622104 1274 27392.0000SH SOLE 27392.0000 15489 333030.0000SH DEFINED 01 333030.0000 BRE Properties COM 05564E106 307 9900.0000SH DEFINED 01 9900.0000 BT Group PLC ADR COM 05577e101 39 1062.0000SH SOLE 1062.0000 401 10900.0000SH DEFINED 01 10900.0000 Banco Bilbao Vizcaya Argentari COM 059458208 39 3100.0000SH SOLE 3100.0000 454 36500.0000SH DEFINED 01 36500.0000 Banco Santander Central Hispan COM 05964h105 37 4500.0000SH SOLE 4500.0000 433 52200.0000SH DEFINED 01 52200.0000 Bank of Ireland ADR COM 46267q103 44 1200.0000SH SOLE 1200.0000 530 14500.0000SH DEFINED 01 14500.0000 Banta Corp. COM 066821109 602 20400.0000SH SOLE 20400.0000 6857 232300.0000SH DEFINED 01 232300.0000 Barclays PLC ADR COM 06738e204 54 400.0000 SH SOLE 400.0000 686 5100.0000SH DEFINED 01 5100.0000 Beckman Coulter Inc. COM 075811109 359 8100.0000SH SOLE 8100.0000 13897 313700.0000SH DEFINED 01 313700.0000 Black & Decker COM 091797100 307 8150.0000SH SOLE 8150.0000 2347 62200.0000SH DEFINED 01 62200.0000 Boeing Company COM 097023105 456 11750.0000SH SOLE 11750.0000 6104 157400.0000SH DEFINED 01 157400.0000 Bristol Myers Squibb COM 110122108 1255 24600.0000SH SOLE 24600.0000 12663 248300.0000SH DEFINED 01 248300.0000 Broadcom Corp COM 111320107 17 425.0000 SH SOLE 425.0000 2338 57200.0000SH DEFINED 01 57200.0000 Brocade Communications Systems COM 111621108 2494 75300.0000SH DEFINED 01 75300.0000 Brown & Brown Inc. COM 115236101 748 27400.0000SH DEFINED 01 27400.0000 Brunswick Corp. COM 117043109 346 15900.0000SH SOLE 15900.0000 1710 78600.0000SH DEFINED 01 78600.0000 Burlington Northern, Inc. COM 12189T104 341 11950.0000SH SOLE 11950.0000 CIENA Corp. COM 171779101 980 68500.0000SH DEFINED 01 68500.0000 CMS Energy Corp. COM 125896100 317 13200.0000SH DEFINED 01 13200.0000 CNA Surety Corp. COM 12612L108 312 20100.0000SH DEFINED 01 20100.0000 CVS Corp. COM 126650100 118 4000.0000SH SOLE 4000.0000 574 19400.0000SH DEFINED 01 19400.0000 Cable & Wireless PLC ADR COM 126830207 16 1100.0000SH SOLE 1100.0000 190 12800.0000SH DEFINED 01 12800.0000 Calpine Corp. COM 131347106 6135 365400.0000SH DEFINED 01 365400.0000 Canadian Pacific Railway Limit COM 13645t100 431 22100.0000SH DEFINED 01 22100.0000 Canon Inc. ADR COM 138006309 70 2000.0000SH SOLE 2000.0000 831 23700.0000SH DEFINED 01 23700.0000 Carpenter Technology Corp. COM 144285103 327 12300.0000SH DEFINED 01 12300.0000 Caterpillar Inc. COM 149123101 888 17000.0000SH DEFINED 01 17000.0000 Centerpoint Properties Corp. COM 151895109 2440 49000.0000SH DEFINED 01 49000.0000 Centex COM 152312104 685 12000.0000SH SOLE 12000.0000 9979 174800.0000SH DEFINED 01 174800.0000 Charter One Financial, Inc. COM 160903100 285 10500.0000SH DEFINED 01 10500.0000 Cheung Kong Limited ADR COM 166744201 33 3200.0000SH SOLE 3200.0000 386 37200.0000SH DEFINED 01 37200.0000 ChevronTexaco Corp. COM 166764100 1211 13510.0000SH SOLE 13510.0000 22023 245770.0000SH DEFINED 01 245770.0000 Cigna Corp. COM 125509109 584 6300.0000SH SOLE 6300.0000 9385 101300.0000SH DEFINED 01 101300.0000 Cinergy Corp. COM 172474108 321 9600.0000SH DEFINED 01 9600.0000 Cisco Systems COM 17275R102 1038 57300.0000SH SOLE 57300.0000 13275 733000.0000SH DEFINED 01 733000.0000 Citigroup Inc. COM 172967101 3088 61164.0001SH SOLE 61164.0001 35220 697698.9998SH DEFINED 01 697698.9998 Coca-Cola COM 191216100 545 11550.0000SH SOLE 11550.0000 14183 300800.0000SH DEFINED 01 300800.0000 Comcast Corp A COM 200300200 245 6800.0000SH SOLE 6800.0000 5616 156000.0000SH DEFINED 01 156000.0000 Compass Bancshares, Inc. COM 20449h109 323 11400.0000SH DEFINED 01 11400.0000 ConAgra Foods, Inc. COM 205887102 592 24900.0000SH SOLE 24900.0000 15345 645555.0000SH DEFINED 01 645555.0000 Conexant Systems, Inc. COM 207142100 9 625.0000 SH SOLE 625.0000 2079 144800.0000SH DEFINED 01 144800.0000 Conseco, Inc. COM 208464107 90 20283.0000SH SOLE 20283.0000 706 158300.0000SH DEFINED 01 158300.0000 Constellation Energy Group COM 210371100 698 26300.0000SH DEFINED 01 26300.0000 Cooper Industries, Inc. COM 216669101 272 7800.0000SH DEFINED 01 7800.0000 Countrywide Credit Industries COM 222372104 746 18200.0000SH SOLE 18200.0000 10947 267200.0000SH DEFINED 01 267200.0000 Cox Communications Inc. Class COM 224044107 153 3650.0000SH SOLE 3650.0000 3206 76500.0000SH DEFINED 01 76500.0000 Crescent Real Estate Trust COM 225756105 306 16900.0000SH DEFINED 01 16900.0000 DTE Energy Co. COM 233331107 839 20000.0000SH SOLE 20000.0000 8631 205800.0000SH DEFINED 01 205800.0000 DaimlerChrysler COM D1668R123 249 5981.0000SH SOLE 5981.0000 3049 73168.0000SH DEFINED 01 73168.0000 Deere & Co COM 244199105 39 900.0000 SH SOLE 900.0000 1790 41000.0000SH DEFINED 01 41000.0000 Delhaize Le Loin ADR COM 29759w101 20 400.0000 SH SOLE 400.0000 255 5000.0000SH DEFINED 01 5000.0000 Deluxe Corp. COM 248019101 8 200.0000 SH SOLE 200.0000 877 21100.0000SH DEFINED 01 21100.0000 Deutsche Bank GDR COM D18190898 63 900.0000 SH SOLE 900.0000 701 10000.0000SH DEFINED 01 10000.0000 Deutsche Telekom AG ADR COM 251566105 73 4300.0000SH SOLE 4300.0000 848 50200.0000SH DEFINED 01 50200.0000 Dillard's Inc. COM 254067101 5 300.0000 SH SOLE 300.0000 5616 351000.0000SH DEFINED 01 351000.0000 Donnelley R.R. & Sons COM 257867101 321 10800.0000SH DEFINED 01 10800.0000 Dow Chemical COM 260543103 7 200.0000 SH SOLE 200.0000 1115 33000.0000SH DEFINED 01 33000.0000 Du Ponte EI de Nemours COM 263534109 325 7650.0000SH SOLE 7650.0000 4319 101600.0000SH DEFINED 01 101600.0000 Duke Realty Corp. COM 264411505 299 12300.0000SH DEFINED 01 12300.0000 EMC Corp. COM 268648102 294 21850.0000SH SOLE 21850.0000 8670 645100.0000SH DEFINED 01 645100.0000 ENI SPA ADR COM 26874r108 43 700.0000 SH SOLE 700.0000 496 8000.0000SH DEFINED 01 8000.0000 Eastman Chemical COM 277432100 144 3700.0000SH SOLE 3700.0000 1137 29150.0000SH DEFINED 01 29150.0000 Emerson Electric COM 291011104 594 10400.0000SH SOLE 10400.0000 7366 129000.0000SH DEFINED 01 129000.0000 Emulex Corp. COM 292475209 3121 79000.0000SH DEFINED 01 79000.0000 Endesa SA ADR COM 29258n107 16 1000.0000SH SOLE 1000.0000 188 12000.0000SH DEFINED 01 12000.0000 Enzon, Inc. COM 293904108 10 175.0000 SH SOLE 175.0000 1795 31900.0000SH DEFINED 01 31900.0000 Equity Office Properties Trust COM 294741103 298 9900.0000SH DEFINED 01 9900.0000 Equity Residential Properties COM 29476l107 11 400.0000 SH SOLE 400.0000 310 10800.0000SH DEFINED 01 10800.0000 Ericsson LM ADR COM 294821400 96 18400.0000SH SOLE 18400.0000 1127 215900.0000SH DEFINED 01 215900.0000 Exodus Communications, Inc. COM 302088109 0 600.0000 SH SOLE 600.0000 4 110600.0000SH DEFINED 01 110600.0000 Exxon Mobil Corp. COM 30231g102 118 3000.0000SH SOLE 3000.0000 3576 91000.0000SH DEFINED 01 91000.0000 Fairmont Hotels & Resorts COM 305204109 238 9950.0000SH DEFINED 01 9950.0000 Federal Realty Investment Trus COM 313747206 304 13200.0000SH DEFINED 01 13200.0000 Federated Department Stores, I COM 31410h101 546 13350.0000SH SOLE 13350.0000 7399 180900.0000SH DEFINED 01 180900.0000 First Data Corp. COM 319963104 1228 15650.0000SH SOLE 15650.0000 Fleet Boston Financial Corp. COM 339030108 296 8100.0000SH DEFINED 01 8100.0000 Ford Motor Co. COM 345370860 309 19625.0000SH SOLE 19625.0000 4923 313197.0000SH DEFINED 01 313197.0000 Fortis ADR COM 34956j309 44 1700.0000SH SOLE 1700.0000 516 19900.0000SH DEFINED 01 19900.0000 France Telecom ADR COM 35177q105 76 1900.0000SH SOLE 1900.0000 896 22400.0000SH DEFINED 01 22400.0000 GATX Corp. COM 361448103 341 10500.0000SH DEFINED 01 10500.0000 General Electric Co. COM 369604103 2916 72750.0000SH SOLE 72750.0000 33860 844800.0000SH DEFINED 01 844800.0000 General Motors, Inc. COM 370442105 554 11400.0000SH SOLE 11400.0000 5531 113800.0000SH DEFINED 01 113800.0000 Genetech, Inc. COM 368710406 884 16300.0000SH DEFINED 01 16300.0000 Gillette Co. COM 375766102 377 11300.0000SH SOLE 11300.0000 5845 175000.0000SH DEFINED 01 175000.0000 Glatfelter COM 377316104 812 52100.0000SH DEFINED 01 52100.0000 GlaxoSmithKline plc ADR COM 37733W105 184 3700.0000SH SOLE 3700.0000 2147 43099.0000SH DEFINED 01 43099.0000 GlobalSantaFe Corp. COM g7805c108 216 7579.0000SH SOLE 7579.0000 3457 121229.0000SH DEFINED 01 121229.0000 Goodrich Corp. COM 382388106 253 9518.0000SH SOLE 9518.0000 793 29800.0000SH DEFINED 01 29800.0000 GreensPoint Financial Corp. COM 395384100 300 8400.0000SH DEFINED 01 8400.0000 Groupe Danone ADR COM 399449107 31 1300.0000SH SOLE 1300.0000 357 14900.0000SH DEFINED 01 14900.0000 H. J. Heinz Co. COM 423074103 319 7750.0000SH SOLE 7750.0000 5403 131400.0000SH DEFINED 01 131400.0000 Harley-Davidson, Inc. COM 412822108 907 16700.0000SH DEFINED 01 16700.0000 Health Care Property Investors COM 421915109 1745 48200.0000SH DEFINED 01 48200.0000 Health Management Assc. Inc. COM 421933102 124 6750.0000SH SOLE 6750.0000 2611 141900.0000SH DEFINED 01 141900.0000 Hellenic Telecom Organization COM 423325307 37 4800.0000SH SOLE 4800.0000 425 55800.0000SH DEFINED 01 55800.0000 Hibernia Corp. Cl A COM 428656102 326 18300.0000SH DEFINED 01 18300.0000 Hitachi Ltd. ADR COM 433578507 59 800.0000 SH SOLE 800.0000 659 9000.0000SH DEFINED 01 9000.0000 Hollinger International Inc. COM 435569108 351 30000.0000SH DEFINED 01 30000.0000 Honda Motor Co Ltd. ADR COM 438128308 90 1100.0000SH SOLE 1100.0000 1068 13100.0000SH DEFINED 01 13100.0000 Honeywell International, Inc. COM 438506107 7 200.0000 SH SOLE 200.0000 906 26800.0000SH DEFINED 01 26800.0000 Hospitality Properties Trust COM 44106M102 327 11100.0000SH DEFINED 01 11100.0000 Hutchison Whampoa Limited ADR COM 448415208 58 1200.0000SH SOLE 1200.0000 656 13600.0000SH DEFINED 01 13600.0000 Imperial Chemical Industries P COM 452704505 426 19500.0000SH SOLE 19500.0000 5460 249900.0000SH DEFINED 01 249900.0000 Ing Groep NV ADR COM 456837103 38 1500.0000SH SOLE 1500.0000 450 17700.0000SH DEFINED 01 17700.0000 Inktomi Corp. COM 457277101 4 625.0000 SH SOLE 625.0000 2055 306300.0000SH DEFINED 01 306300.0000 Intel Corp. COM 458140100 2134 67850.0000SH SOLE 67850.0000 18486 587800.0000SH DEFINED 01 587800.0000 International Business Machine COM 459200101 816 6750.0000SH SOLE 6750.0000 12096 100000.0000SH DEFINED 01 100000.0000 International Paper COM 460146103 379 9400.0000SH DEFINED 01 9400.0000 J C Penney COM 708160106 398 14800.0000SH SOLE 14800.0000 4716 175300.0000SH DEFINED 01 175300.0000 J.P. Morgan Chase & Co. COM 46625h100 989 27210.0000SH SOLE 27210.0000 16186 445290.0000SH DEFINED 01 445290.0000 Johnson & Johnson COM 478160104 1418 24000.0000SH SOLE 24000.0000 22032 372800.0000SH DEFINED 01 372800.0000 Juniper Networks Inc. COM 48203r104 1160 61200.0000SH DEFINED 01 61200.0000 Kelly Services, Inc. Cl A COM 488152208 276 12600.0000SH DEFINED 01 12600.0000 Kennametal Inc. COM 489170100 854 21200.0000SH DEFINED 01 21200.0000 Kerr-McGee Corp. COM 492386107 203 3700.0000SH SOLE 3700.0000 301 5500.0000SH DEFINED 01 5500.0000 Kimberly Clark Corp. COM 494368103 341 5700.0000SH SOLE 5700.0000 6321 105700.0000SH DEFINED 01 105700.0000 Kimco Realty Corp. COM 49446r109 294 9000.0000SH DEFINED 01 9000.0000 Kirin Brewery Co. Ltd ADR COM 497350207 14 200.0000 SH SOLE 200.0000 197 2800.0000SH DEFINED 01 2800.0000 Kohl's Corp. COM 500255104 1543 21900.0000SH DEFINED 01 21900.0000 Koninklijke Ahold NV ADR COM 500467303 21 712.0000 SH SOLE 712.0000 225 7668.0000SH DEFINED 01 7668.0000 Koninklijke KPN NV ADR COM 780641205 5 1015.0000SH SOLE 1015.0000 56 11144.0000SH DEFINED 01 11144.0000 Koninklijke Philips Electronic COM 500472204 29 1000.0000SH SOLE 1000.0000 343 11800.0000SH DEFINED 01 11800.0000 Kroger Co. COM 501044101 336 16100.0000SH SOLE 16100.0000 7169 343500.0000SH DEFINED 01 343500.0000 Liberty Property Trust COM 531172104 809 27100.0000SH DEFINED 01 27100.0000 Louisiana Pacific COM 546347105 180 21350.0000SH SOLE 21350.0000 1648 195300.0000SH DEFINED 01 195300.0000 Lowe's Co. COM 548661107 575 12400.0000SH SOLE 12400.0000 4924 106100.0000SH DEFINED 01 106100.0000 Matsushita Electric Industrial COM 576879209 60 4800.0000SH SOLE 4800.0000 706 56000.0000SH DEFINED 01 56000.0000 McCormick & Co. COM 579780206 292 6950.0000SH SOLE 6950.0000 8524 203100.0000SH DEFINED 01 203100.0000 McDATA Corp.- Class A COM 580031201 529 21578.0000SH DEFINED 01 21578.0000 McDATA Corp.- Class B COM 580031102 1025 40824.0000SH DEFINED 01 40824.0000 Medtronic, Inc. COM 585055106 1250 24400.0000SH DEFINED 01 24400.0000 Merck & Co., Inc. COM 589331107 864 14700.0000SH SOLE 14700.0000 14776 251300.0000SH DEFINED 01 251300.0000 Microsoft Corp COM 594918104 2292 34600.0000SH SOLE 34600.0000 23804 359300.0000SH DEFINED 01 359300.0000 Millennium Chemicals Inc. COM 599903101 333 26400.0000SH DEFINED 01 26400.0000 Minnesota Mining & Mfg. Co. COM 604059105 1099 9300.0000SH SOLE 9300.0000 8097 68500.0000SH DEFINED 01 68500.0000 Mirant Corp. COM 604675108 3 159.0000 SH SOLE 159.0000 2161 134900.0000SH DEFINED 01 134900.0000 Mitsubishi Tokyo Financial Gro COM 606816106 70 10800.0000SH SOLE 10800.0000 820 126700.0000SH DEFINED 01 126700.0000 Morgan Stanley, Dean Witter, D COM 617446448 1365 24400.0000SH SOLE 24400.0000 11725 209600.0000SH DEFINED 01 209600.0000 NRG Energy, Inc. COM 629377102 51 3300.0000SH SOLE 3300.0000 1958 126300.0000SH DEFINED 01 126300.0000 National Fuel Gas Co. COM 636180101 333 13500.0000SH DEFINED 01 13500.0000 Nec Corp. ADR COM 629050204 39 3800.0000SH SOLE 3800.0000 459 44300.0000SH DEFINED 01 44300.0000 Network Appliance, Inc. COM 64120l104 208 9500.0000SH SOLE 9500.0000 1548 70800.0000SH DEFINED 01 70800.0000 New Plan Excel Realty Trust COM 648053106 314 16500.0000SH DEFINED 01 16500.0000 News Corp Ltd ADR COM 652487703 121 3800.0000SH SOLE 3800.0000 1409 44300.0000SH DEFINED 01 44300.0000 Nextel Communications, Inc. COM 65332v103 165 15050.0000SH SOLE 15050.0000 1063 97000.0000SH DEFINED 01 97000.0000 Nippon Telegraph & Telephone C COM 654624105 118 7300.0000SH SOLE 7300.0000 1387 85600.0000SH DEFINED 01 85600.0000 Nokia Oyj ADR COM 654902204 108 4400.0000SH SOLE 4400.0000 1273 51900.0000SH DEFINED 01 51900.0000 Norsk Hydro ASA ADR COM 656531605 42 1000.0000SH SOLE 1000.0000 508 12100.0000SH DEFINED 01 12100.0000 Novartis ADR COM 66987v109 142 3900.0000SH SOLE 3900.0000 1679 46000.0000SH DEFINED 01 46000.0000 Novo Nordisk ADR COM 670100205 40 1000.0000SH SOLE 1000.0000 477 11900.0000SH DEFINED 01 11900.0000 O'Reilly Automotive, Inc. COM 686091109 897 24600.0000SH DEFINED 01 24600.0000 Oracle Corp. COM 68389x105 230 16650.0000SH SOLE 16650.0000 6478 469100.0000SH DEFINED 01 469100.0000 PMC-Sierra, Inc. COM 69344f106 9 425.0000 SH SOLE 425.0000 1361 64000.0000SH DEFINED 01 64000.0000 PNC Financial Services Group COM 693475105 812 14450.0000SH SOLE 14450.0000 13263 236000.0000SH DEFINED 01 236000.0000 PanCanadian Energy Corp. COM 69831a107 708 27223.0000SH DEFINED 01 27223.0000 Peoples Energy Corp. COM 711030106 296 7800.0000SH DEFINED 01 7800.0000 PepsiCo, Inc. COM 713448108 360 7400.0000SH SOLE 7400.0000 7094 145700.0000SH DEFINED 01 145700.0000 Peregrine Systems, Inc. COM 71366q101 17 1150.0000SH SOLE 1150.0000 1903 128300.0000SH DEFINED 01 128300.0000 Pfizer, Inc. COM 717081103 1797 45100.0000SH SOLE 45100.0000 28068 704350.0000SH DEFINED 01 704350.0000 Pharmacia Corp. COM 71713u102 264 6200.0000SH SOLE 6200.0000 7297 171100.0000SH DEFINED 01 171100.0000 Philip Morris Cos., Inc. COM 718154107 211 4601.0000SH SOLE 4601.0000 5323 116100.0000SH DEFINED 01 116100.0000 Plum Creek Timber Co., Inc. COM 729251108 1355 47800.0000SH DEFINED 01 47800.0000 Portugal Telecom SGPS SA ADR COM 737273102 35 4638.0000SH SOLE 4638.0000 410 53904.0000SH DEFINED 01 53904.0000 Procter & Gamble, Inc. COM 742718109 2255 28500.0000SH SOLE 28500.0000 14512 183400.0000SH DEFINED 01 183400.0000 Public Storage, Inc. COM 74460d109 1443 43200.0000SH DEFINED 01 43200.0000 QLogic Corp COM 747277101 23 525.0000 SH SOLE 525.0000 4549 102200.0000SH DEFINED 01 102200.0000 Qwest Communications Int'l. In COM 749121109 436 30881.0000SH SOLE 30881.0000 9125 645810.0000SH DEFINED 01 645810.0000 RJ Reynolds Tobacco Holdings, COM 76182k105 5599 99449.0000SH DEFINED 01 99449.0000 Reliant Energy Inc. COM 75952j108 183 6900.0000SH SOLE 6900.0000 1331 50200.0000SH DEFINED 01 50200.0000 Repsol-YPF SA ADR COM 76026t205 17 1200.0000SH SOLE 1200.0000 203 14000.0000SH DEFINED 01 14000.0000 Rouse Co. COM 779273101 299 10200.0000SH DEFINED 01 10200.0000 Royal Dutch Petroleum Co. ADR COM 780257804 358 7300.0000SH SOLE 7300.0000 15201 310100.0000SH DEFINED 01 310100.0000 Russ Berrie & Co. Inc. COM 782233100 306 10200.0000SH DEFINED 01 10200.0000 SAP ADR COM 803054204 57 1800.0000SH SOLE 1800.0000 667 20900.0000SH DEFINED 01 20900.0000 SBC Communications Inc. COM 78387G103 517 13200.0000SH SOLE 13200.0000 Safeway Inc. COM 786514208 714 17100.0000SH SOLE 17100.0000 7344 175900.0000SH DEFINED 01 175900.0000 San Paolo-IMI ADR COM 799175104 26 1200.0000SH SOLE 1200.0000 315 14400.0000SH DEFINED 01 14400.0000 Schering Plough Co. COM 806605101 1320 36850.0000SH SOLE 36850.0000 5884 164300.0000SH DEFINED 01 164300.0000 Schlumberger Ltd. COM 806857108 745 13550.0000SH SOLE 13550.0000 8550 155600.0000SH DEFINED 01 155600.0000 Sensient Technologies Corp. COM 81725t100 543 26100.0000SH SOLE 26100.0000 6913 332200.0000SH DEFINED 01 332200.0000 Shell Transport & Trading Co. COM 822703609 79 1900.0000SH SOLE 1900.0000 937 22600.0000SH DEFINED 01 22600.0000 Siemens AG ADR COM 826197501 85 1300.0000SH SOLE 1300.0000 963 14700.0000SH DEFINED 01 14700.0000 Singapore Telecom-SP ADR COM 82929r106 33 3500.0000SH SOLE 3500.0000 393 41200.0000SH DEFINED 01 41200.0000 Skyline Corp. COM 830830105 368 11400.0000SH DEFINED 01 11400.0000 Smithfield Foods Inc COM 832248108 3136 142300.0000SH DEFINED 01 142300.0000 Solutia Inc. COM 834376105 105 7500.0000SH SOLE 7500.0000 1051 75000.0000SH DEFINED 01 75000.0000 Sony Corp. ADR COM 835699307 95 2100.0000SH SOLE 2100.0000 1109 24600.0000SH DEFINED 01 24600.0000 Sun Microsystems COM 866810104 908 73850.0000SH SOLE 73850.0000 3439 279600.0000SH DEFINED 01 279600.0000 Supervalu Inc. COM 868536103 191 8650.0000SH SOLE 8650.0000 4409 199300.0000SH DEFINED 01 199300.0000 Sysco Corp. 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