UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 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:
Intel Corporation
2200 Mission College Boulevard
Santa Clara, CA 95052-8119
Form 13F File Number: 28-5160
Person Signing this Report on Behalf of Reporting Manager:
Arvind Sodhani, Vice President and Treasurer (408) 765-1240
---------------------------------------------------------------
ATTENTION--Intentional misstatements or omissions of facts
constitute Federal Criminal Violations. See 18 U.S.C. 1001 and
15 U.S.C. 78ff(a)
---------------------------------------------------------------
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.
Signature, Place and Date of Signing:
/S/Mike Burns (for Arvind Sodhani) Santa Clara, California
May 15, 2001
---------------------------------
Report Type (Check only one):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this
reporting manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this
report, and all holdings are reported by other reporting
manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the
holdings for this reporting manager are reported in this
report and a portion are reported by other manager(s).)
Form 13F SUMMARY PAGE
REPORTING MANAGER: INTEL CORPORATION
Report Summary:
Number of Other Included Managers: -3-
Form 13F Information Table Entry Total: 516
Form 13F Information Table Value Total: $3,296,603
*Confidential Treatment Requested: Confidential information has
been omitted from this Form 13F and filed separately with the
Commission.
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file
number(s) of all institutional investment managers with respect
to which this report is filed, other than the manager filing this
report.
1. MORGAN STANLEY DEAN WITTER & CO., File No: 28-3432
2. HEWLETT PACKARD & CO. INC., File No: 28-2187
3. INTEL PACIFIC, INC., File No: 28-6331
Note: items marked with "**" on Information Table reflect shares
held in the Intel 64 Fund LLC, with Manager 1's and Manager 2's
indirect pro rata interest reported separately. All fund
investors participating in this investment (including Manager 1,
Manager 2 and the Reporting Person) share investment discretion
and voting authority over the combined shares shown as Shared-
Other. Manager 1 and Manager 2 have informed the Reporting Person
that they are required to file Forms 13F for fund holdings. The
remaining fund investors have informed the reporting person that
they are not separately required to file reports on Form 13F.
3/31/02
FORM 13F INFORMATION TABLE
REPORTING MANAGER: INTEL CORPORATION
ITEM 4: ITEM 5:
FAIR SHARES ITEM 8:
ITEM 2: ITEM 3: MARKET OR ITEM 6: VOTING AUTHORITY
ITEM 1: TITLE OF CUSIP VALUE PRINCIPAL SH INVESTMENT ITEM 7: (A) (B) (C)
/
NAME OF ISSUER CLASS NUMBER (000) AMOUNT PR DISCRETION MANAGERS SOLE SHARED NONE
N
>
ABBOTT LABS COM 002824100 24,592 467,534 SH SOLE 467,534
ACE LTD ORD G0070K103 3,240 77,700 SH SOLE 77,700
A D C TELECOMMUNICATIONS COM 000886101 967 237,700 SH SOLE 237,700
ADOBE SYS INC COM 00724F101 2,877 71,400 SH SOLE 71,400
ADVANCED MICRO DEVICES INC COM 007903107 1,506 102,358 SH SOLE 102,358
AES CORP COM 00130H105 1,445 160,600 SH SOLE 160,600
AETNA INC NEW COM 00817Y108 1,675 43,145 SH SOLE 43,145
AFLAC INC COM 001055102 4,637 157,200 SH SOLE 157,200
AGILENT TECHNOLOGIES INC COM 00846U101 4,850 138,723 SH SOLE 138,723
AIR PRODS & CHEMS INC COM 009158106 3,538 68,500 SH SOLE 68,500
ALBERTO CULVER CO CL B CONV 013068101 923 17,100 SH SOLE 17,100
ALBERTSONS INC COM 013104104 4,051 122,241 SH SOLE 122,241
ALCAN INC COM 013716105 3,830 96,649 SH SOLE 96,649
ALCOA INC COM 013817101 9,654 255,792 SH SOLE 255,792
ALLEGHENY ENERGY INC COM 017361106 1,559 37,700 SH SOLE 37,700
ALLEGHENY TECHNOLOGIES INC COM 01741R102 400 24,164 SH SOLE 24,164
ALLERGAN INC COM 018490102 2,554 39,500 SH SOLE 39,500
ALLIED WASTE INDS INC COM PAR 019589308 771 59,300 SH SOLE 59,300
$0.01NEW
ALLSTATE CORP COM 020002101 8,108 214,660 SH SOLE 214,660
ALLTEL CORP COM 020039103 5,194 93,500 SH SOLE 93,500
ALTERA CORP COM 021441100 2,537 116,000 SH SOLE 116,000
AMBAC FINANCIAL GROUP INC COM 023139108 1,878 31,800 SH SOLE 31,800
AMERADA HESS CORP COM 023551104 2,119 26,700 SH SOLE 26,700
AMEREN CORP COM 023608102 1,772 41,450 SH SOLE 41,450
AMERICAN ELEC PWR INC COM 025537101 4,472 97,032 SH SOLE 97,032
AMERICAN EXPRESS CO COM 025816109 16,461 401,884 SH SOLE 401,884
AMERICAN GREETINGS CORP CL A 026375105 347 19,145 SH SOLE 19,145
AMERICAN INTL GROUP INC COM 026874107 56,767 786,906 SH SOLE 786,906
AMERICAN PWR CONVERSION CORP COM 029066107 871 58,900 SH SOLE 58,900
FAIR MARKET VALUE PAGE TOTAL 173,595
AMERISOURCEBERGEN CORP COM 03073E105 2,117 31,000 SH SOLE 31,000
AMGEN INC COM 031162100 18,793 314,900 SH SOLE 314,900
AMR CORP COM 001765106 1,228 46,500 SH SOLE 46,500
AMSOUTH BANCORPORATION COM 032165102 2,413 109,800 SH SOLE 109,800
ANADARKO PETE CORP COM 032511107 4,232 74,976 SH SOLE 74,976
ANALOG DEVICES INC COM 032654105 4,909 109,000 SH SOLE 109,000
ANDREW CORP COM 034425108 410 24,525 SH SOLE 24,525
ANHEUSER BUSCH COS INC COM 035229103 13,901 266,300 SH SOLE 266,300
AOL TIME WARNER INC COM 00184A105 31,531 1,333,246 SH SOLE 1,333,246
AON CORP COM 037389103 2,838 81,090 SH SOLE 81,090
APACHE CORP COM 037411105 2,351 41,330 SH SOLE 41,330
APPLE COMPUTER INC COM 037833100 2,500 105,600 SH SOLE 105,600
APPLERA CORP COM AP 038020103 1,426 63,800 SH SOLE 63,800
BIO GRP
APPLIED MATLS INC COM 038222105 13,345 245,900 SH SOLE 245,900
APPLIED MICRO CIRCUITS CORP COM 03822W109 718 89,800 SH SOLE 89,800
ARCHER DANIELS MIDLAND CO COM 039483102 2,774 199,136 SH SOLE 199,136
ASHLAND INC COM 044204105 947 20,800 SH SOLE 20,800
ASIACONTENT COM LTD SHS CL A G05354116 404 561,134 SH DEFINED 561,134
NEW
AT&T CORP COM 001957109 16,729 1,065,572 SH SOLE 1,065,572
AT&T WIRELESS SVCS INC COM 00209A106 7,282 813,643 SH SOLE 813,643
AUTODESK INC COM 052769106 770 16,500 SH SOLE 16,500
AUTOMATIC DATA PROCESSING IN COM 053015103 10,821 185,702 SH SOLE 185,702
AUTOZONE INC COM 053332102 2,238 32,500 SH SOLE 32,500
AVAYA INC COM 053499109 638 86,436 SH SOLE 86,436
AVERY DENNISON CORP COM 053611109 2,020 33,100 SH SOLE 33,100
AVON PRODS INC COM 054303102 3,868 71,214 SH SOLE 71,214
BAKER HUGHES INC COM 057224107 3,868 101,130 SH SOLE 101,130
BALL CORP COM 058498106 779 16,500 SH SOLE 16,500
BANK NEW YORK INC COM 064057102 9,320 221,804 SH SOLE 221,804
FAIR MARKET VALUE PAGE TOTAL 197,402
BANK ONE CORP COM 06423A103 14,675 351,238 SH SOLE 351,238
BARD C R INC COM 067383109 903 15,300 SH SOLE 15,300
BARRICK GOLD CORP COM 067901108 2,995 161,378 SH SOLE 161,378
BAUSCH & LOMB INC COM 071707103 718 16,100 SH SOLE 16,100
BAXTER INTL INC COM 071813109 10,585 177,840 SH SOLE 177,840
BB&T CORP COM 054937107 5,198 136,400 SH SOLE 136,400
BEAR STEARNS COS INC COM 073902108 1,780 28,361 SH SOLE 28,361
BECTON DICKINSON & CO COM 075887109 2,935 77,800 SH SOLE 77,800
BED BATH & BEYOND INC COM 075896100 2,950 87,400 SH SOLE 87,400
BELLSOUTH CORP COM 079860102 20,839 565,344 SH SOLE 565,344
BEMIS INC COM 081437105 864 15,900 SH SOLE 15,900
BEST BUY INC COM 086516101 5,029 63,500 SH SOLE 63,500
BIG LOTS INC COM 089302103 482 34,300 SH SOLE 34,300
BIOGEN INC COM 090597105 2,188 44,600 SH SOLE 44,600
BIOMET INC COM 090613100 2,197 81,200 SH SOLE 81,200
BLACK & DECKER CORP COM 091797100 1,117 24,000 SH SOLE 24,000
BLOCK H & R INC COM 093671105 2,458 55,300 SH SOLE 55,300
BMC SOFTWARE INC COM 055921100 1,430 73,500 SH SOLE 73,500
BOEING CO COM 097023105 12,172 252,261 SH SOLE 252,261
BOISE CASCADE CORP COM 097383103 636 17,555 SH SOLE 17,555
BOSTON SCIENTIFIC CORP COM 101137107 3,046 121,404 SH SOLE 121,404
BRISTOL MYERS SQUIBB CO COM 110122108 23,597 582,784 SH SOLE 582,784
BROADCOM CORP CL A 111320107 2,836 79,000 SH SOLE 79,000
BROWN FORMAN CORP CL B 115637209 1,499 20,600 SH SOLE 20,600
BRUNSWICK CORP COM 117043109 724 26,500 SH SOLE 26,500
BURLINGTON NORTH SANTA FE C COM 12189T104 3,515 116,473 SH SOLE 116,473
BURLINGTON RES INC COM 122014103 2,425 60,480 SH SOLE 60,480
CADENCE DESIGN SYSTEMS, INC. COM 127387108 557 24,901 SH SOLE 24,901
CALPINE CORP COM 131347106 1,168 92,000 SH SOLE 92,000
CAMPBELL SOUP CO COM 134429109 3,307 123,400 SH SOLE 123,400
CAPITAL ONE FINL CORP COM 14040H105 4,131 64,700 SH SOLE 64,700
FAIR MARKET VALUE PAGE TOTAL 138,956
CARDINAL HEALTH INC COM 14149Y108 9,623 135,750 SH SOLE 135,750
CARNIVAL CORP COM 143658102 5,766 176,600 SH SOLE 176,600
CATERPILLAR INC DEL COM 149123101 5,875 103,344 SH SOLE 103,344
CENDANT CORP COM 151313103 5,674 295,536 SH SOLE 295,536
CENTEX CORP COM 152312104 950 18,300 SH SOLE 18,300
CENTURYTEL INC COM 156700106 1,445 42,500 SH SOLE 42,500
CHARTER ONE FINL INC COM 160903100 2,116 67,772 SH SOLE 67,772
CHEVRONTEXACO CORP COM 166764100 29,007 321,332 SH SOLE 321,332
CHIRON CORP COM 170040109 2,611 56,900 SH SOLE 56,900
CHUBB CORP COM 171232101 3,734 51,077 SH SOLE 51,077
CIENA CORP COM 171779101 887 98,500 SH SOLE 98,500
CIGNA CORP COM 125509109 4,421 43,600 SH SOLE 43,600
CINCINNATI FINL CORP COM 172062101 2,122 48,600 SH SOLE 48,600
CINERGY CORP COM 172474108 1,712 47,900 SH SOLE 47,900
CINTAS CORP COM 172908105 2,548 51,100 SH SOLE 51,100
CIRCUIT CITY STORE INC CIRCT 172737108 1,131 62,700 SH SOLE 62,700
CITY GRP
CISCO SYSTEMS, INC. COM 17275R102 37,973 2,240,001 SH SOLE 2,240,001
CITIGROUP INC COM 172967101 76,732 1,549,510 SH SOLE 1,549,510
CITIZENS COMMUNICATIONS CO COM 17453B101 907 84,400 SH SOLE 84,400
CITRIX SYS INC COM 177376100 976 56,500 SH SOLE 56,500
CLEAR CHANNEL COMMUNICATIONS COM 184502102 9,254 180,000 SH SOLE 180,000
CLOROX CO DEL COM 189054109 3,058 70,100 SH SOLE 70,100
CMS ENERGY CORP COM 125896100 905 40,000 SH SOLE 40,000
COCA COLA CO COM 191216100 39,138 748,904 SH SOLE 748,904
COCA COLA ENTERPRISES INC COM 191219104 2,517 134,000 SH SOLE 134,000
COLGATE PALMOLIVE CO COM 194162103 9,493 166,100 SH SOLE 166,100
COMCAST CORP CL A SPL 200300200 9,050 284,600 SH SOLE 284,600
COMERICA INC COM 200340107 3,358 53,667 SH SOLE 53,667
COMPAQ COMPUTER CORP COM 204493100 5,332 510,200 SH SOLE 510,200
COMPUTER ASSOC INTL INC COM 204912109 3,796 173,425 SH SOLE 173,425
COMPUTER SCIENCES CORP COM 205363104 2,603 51,300 SH SOLE 51,300
FAIR MARKET VALUE PAGE TOTAL 284,714
COMPUWARE CORP COM 205638109 1,446 112,000 SH SOLE 112,000
COMVERSE TECHNOLOGY INC COM PAR 205862402 707 55,800 SH SOLE 55,800
$0.10
CONAGRA FOODS INC COM 205887102 3,924 161,814 SH SOLE 161,814
CONCORD EFS INC COM 206197105 5,044 151,700 SH SOLE 151,700
CONEXANT SYSTEMS INC COM 207142100 924 76,700 SH SOLE 76,700
CONOCO INC COM 208251504 5,498 188,400 SH SOLE 188,400
CONSECO INC COM 208464107 376 103,845 SH SOLE 103,845
CONSOLIDATED EDISON INC COM 209115104 2,678 63,900 SH SOLE 63,900
CONSTELLATION ENGY GRP I COM 210371100 1,521 49,300 SH SOLE 49,300
CONVERGYS CORP COM 212485106 1,532 51,800 SH SOLE 51,800
COOPER INDS INC COM 216669101 1,183 28,200 SH SOLE 28,200
COOPER TIRE & RUBR CO COM 216831107 474 21,900 SH SOLE 21,900
COORS ADOLPH CO CL B 217016104 735 10,900 SH SOLE 10,900
CORNING INC COM 219350105 2,171 284,900 SH SOLE 284,900
COSTCO WHSL CORP NEW COM 22160K105 5,423 136,200 SH SOLE 136,200
COUNTRYWIDE CR INDS INC DEL COM 222372104 1,647 36,800 SH SOLE 36,800
CRANE CO COM 224399105 489 17,900 SH SOLE 17,900
CSX CORP COM 126408103 2,447 64,200 SH SOLE 64,200
CUMMINS INC COM 231021106 590 12,500 SH SOLE 12,500
CVS CORP COM 126650100 4,041 117,700 SH SOLE 117,700
DANA CORP COM 235811106 960 44,710 SH SOLE 44,710
DANAHER CORP DEL COM 235851102 3,054 43,000 SH SOLE 43,000
DARDEN RESTAURANTS INC COM 237194105 1,425 35,100 SH SOLE 35,100
DEERE & CO COM 244199105 3,220 70,700 SH SOLE 70,700
DELL COMPUTER CORP COM 247025109 20,525 786,100 SH SOLE 786,100
DELPHI CORP COM 247126105 2,697 168,675 SH SOLE 168,675
DELTA AIR LINES INC DEL COM 247361108 1,214 37,100 SH SOLE 37,100
DELUXE CORP COM 248019101 925 20,000 SH SOLE 20,000
DEVON ENERGY CORP NEW COM 25179M103 2,259 46,800 SH SOLE 46,800
DILLARDS INC CL A 254067101 601 25,200 SH SOLE 25,200
FAIR MARKET VALUE PAGE TOTAL 79,730
DISNEY WALT CO COM 254687106 14,172 614,042 SH SOLE 614,042
DISNEY
DOLLAR GEN CORP COM 256669102 1,622 99,611 SH SOLE 99,611
DOMINION RES INC VA NEW COM 25746U109 5,160 79,184 SH SOLE 79,184
DONNELLEY R R & SONS CO COM 257867101 1,073 34,500 SH SOLE 34,500
DOVER CORP COM 260003108 2,497 60,900 SH SOLE 60,900
DOW CHEM CO COM 260543103 8,889 271,659 SH SOLE 271,659
DOW JONES & CO INC COM 260561105 1,490 25,600 SH SOLE 25,600
DTE ENERGY CO COM 233331107 2,230 49,000 SH SOLE 49,000
DU PONT E I DE NEMOURS & CO COM 263534109 14,560 308,794 SH SOLE 308,794
DUKE ENERGY CORP WHEN 264399106 8,837 233,794 SH SOLE 233,794
ISSUED
DYNEGY INC NEW CL A 26816Q101 3,062 105,600 SH SOLE 105,600
EASTMAN CHEM CO COM 277432100 1,134 23,246 SH SOLE 23,246
EASTMAN KODAK CO COM 277461109 2,731 87,631 SH SOLE 87,631
EATON CORP COM 278058102 1,692 20,900 SH SOLE 20,900
ECOLAB INC COM 278865100 1,760 38,500 SH SOLE 38,500
EDISON INTL COM 281020107 1,643 98,100 SH SOLE 98,100
EL PASO CORP COM 28336L109 6,767 153,680 SH SOLE 153,680
ELECTRONIC DATA SYS NEW COM 285661104 8,281 142,800 SH SOLE 142,800
E M C CORP MASS COM 268648102 7,954 667,306 SH SOLE 667,306
EMERSON ELEC CO COM 291011104 7,398 128,900 SH SOLE 128,900
EMULEX CORPORATION COM NEW 292475209 3,158 78,016 SH SOLE 78,016
ENGELHARD CORP COM 292845104 1,213 39,100 SH SOLE 39,100
ENTERGY CORP NEW COM 29364G103 2,891 66,600 SH SOLE 66,600
EOG RES INC COM 26875P101 1,411 34,800 SH SOLE 34,800
EQUIFAX INC COM 294429105 1,304 43,600 SH SOLE 43,600
EQUITY OFFICE PROPOERTIES TRU COM 294741103 3,743 124,800 SH SOLE 124,800
EQUITY RESIDENTIAL PPTYS TR SH BEN 29476L107 2,342 81,500 SH SOLE 81,500
INT
EXELON CORP COM 30161N101 5,116 96,587 SH SOLE 96,587
EXXON MOBIL CORP COM 30231G102 90,304 2,060,318 SH SOLE 2,060,318
FAMILY DLR STORES INC COM 307000109 1,739 51,900 SH SOLE 51,900
FEDERAL NATL MTG ASSN COM 313586109 24,036 300,900 SH SOLE 300,900
FAIR MARKET VALUE PAGE TOTAL 240,209
FEDERATED DEPT STORES INC DE COM 31410H101 2,369 58,002 SH SOLE 58,002
FEDEX CORP COM 31428X106 5,214 89,740 SH SOLE 89,740
FIFTH THIRD BANCORP COM 316773100 11,740 173,973 SH SOLE 173,973
FIRST DATA CORP COM 319963104 10,025 114,900 SH SOLE 114,900
FIRSTENERGY CORP COM 337932107 3,098 89,600 SH SOLE 89,600
FISERV INC COM 337738108 2,594 56,400 SH SOLE 56,400
FLEETBOSTON FINL CORP COM 339030108 11,015 314,721 SH SOLE 314,721
FLUOR CORP NEW COM 343412102 983 24,100 SH SOLE 24,100
FORD MTR CO DEL COM PAR 345370860 8,994 545,443 SH SOLE 545,443
$0.O1
FOREST LABS INC CL A CL A 345838106 4,379 53,600 SH SOLE 53,600
FORTUNE BRANDS INC COM 349631101 2,211 44,776 SH SOLE 44,776
FPL GROUP INC COM 302571104 3,152 52,935 SH SOLE 52,935
FRANKLIN RES INC COM 354613101 3,291 78,500 SH SOLE 78,500
FEDERAL HOME LN MTG CORP COM 313400301 13,272 209,432 SH SOLE 209,432
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 764 43,380 SH SOLE 43,380
GANNETT INC COM 364730101 6,065 79,700 SH SOLE 79,700
GAP INC DEL COM 364760108 3,907 259,774 SH SOLE 259,774
GATEWAY INC COM 367626108 616 97,500 SH SOLE 97,500
GENERAL DYNAMICS CORP COM 369550108 5,712 60,800 SH SOLE 60,800
GENERAL ELEC CO COM 369604103 111,975 2,989,980 SH SOLE 2,989,980
GENERAL MLS INC COM 370334104 5,364 109,800 SH SOLE 109,800
GENERAL MTRS CORP COM 370442105 10,118 167,370 SH SOLE 167,370
GENUINE PARTS CO COM 372460105 1,918 52,150 SH SOLE 52,150
GENZYME CORP COM GENL 372917104 2,791 63,900 SH SOLE 63,900
DIV
GEORGIA PAC CORP COM 373298108 2,073 69,206 SH SOLE 69,206
GILLETTE CO COM 375766102 10,808 317,800 SH SOLE 317,800
GOLDEN WEST FINL CORP DEL COM 381317106 3,016 47,500 SH SOLE 47,500
GOODRICH CORP COM 382388106 971 30,700 SH SOLE 30,700
GOODYEAR TIRE & RUBR CO COM 382550101 1,255 49,100 SH SOLE 49,100
GRAINGER W W INC COM 384802104 1,580 28,100 SH SOLE 28,100
GREAT LAKES CHEM CORP COM 390568103 425 15,100 SH SOLE 15,100
FAIR MARKET VALUE PAGE TOTAL 251,695
GUIDANT CORP COM 401698105 3,972 91,700 SH SOLE 91,700
HALLIBURTON CO COM 406216101 2,206 129,250 SH SOLE 129,250
HANCOCK JOHN FINL SVCS INC COM 41014S106 3,437 90,000 SH SOLE 90,000
HARLEY DAVIDSON INC COM 412822108 5,028 91,200 SH SOLE 91,200
HARRAHS ENTMT INC COM 413619107 1,494 33,750 SH SOLE 33,750
HARTFORD FINL SVCS GROUP INC COM 416515104 5,030 73,836 SH SOLE 73,836
HASBRO INC COM 418056107 822 51,950 SH SOLE 51,950
HCA INC COM 404119109 6,835 155,050 SH SOLE 155,050
HEALTH MGMT ASSOC INC NEW CL A 421933102 1,530 73,800 SH SOLE 73,800
HEALTHSOUTH CORP COM 421924101 1,696 118,200 SH SOLE 118,200
HEINZ H J CO COM 423074103 4,374 105,400 SH SOLE 105,400
HERCULES INC COM 427056106 435 32,704 SH SOLE 32,704
HERSHEY FOODS CORP COM 427866108 2,796 40,800 SH SOLE 40,800
HEWLETT PACKARD CO COM 428236103 10,482 584,276 SH SOLE 584,276
HILTON HOTELS CORP COM 432848109 1,590 111,200 SH SOLE 111,200
HOME DEPOT INC COM 437076102 34,307 705,750 SH SOLE 705,750
HONEYWELL INTL INC COM 438516106 9,374 244,944 SH SOLE 244,944
HOUSEHOLD INTL INC COM 441815107 7,830 137,848 SH SOLE 137,848
HUMANA INC COM 444859102 687 50,800 SH SOLE 50,800
HUNTINGTON BANCSHARES INC COM 446150104 1,492 75,722 SH SOLE 75,722
INTERNATIONAL BUSINESS MACHS COM 459200101 53,955 518,796 SH SOLE 518,796
ILLINOIS TOOL WKS INC COM 452308109 6,634 91,700 SH SOLE 91,700
IMMUNEX CORP NEW COM 452528102 4,963 164,000 SH SOLE 164,000
IMS HEALTH INC COM 449934108 1,998 89,000 SH SOLE 89,000
INCO LTD COM 453258402 1,073 54,842 SH SOLE 54,842
INGERSOLL-RAND PANY LTD CL A G4776G101 2,529 50,550 SH SOLE 50,550
INTEL CORP COM 458140100 55,281 1,817,871 SH SOLE 1,817,871
INTERACTIVE INTELLIGENCE, INC COM 45839M103 2,466 450,000 SH DEFINED 450,000
INTERNATIONAL GAME TECHNOLOG COM 459902102 1,651 26,500 SH SOLE 26,500
INTL PAPER CO COM 460146103 6,244 145,165 SH SOLE 145,165
INTERPUBLIC GROUP COS INC COM 460690100 3,901 113,800 SH SOLE 113,800
FAIR MARKET VALUE PAGE TOTAL 246,112
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 998 28,543 SH SOLE 28,543
INTUIT COM 461202103 2,447 63,800 SH SOLE 63,800
ITT INDS INC IND COM 450911102 1,682 26,685 SH SOLE 26,685
J P MORGAN CHASE & CO COM 46625H100 21,182 594,177 SH SOLE 594,177
JABIL CIRCUIT INC COM 466313103 1,398 59,400 SH SOLE 59,400
PENNY J C INC COM 708160106 1,646 79,478 SH SOLE 79,478
JDS UNIPHASE CORP COM 46612J101 2,355 399,900 SH SOLE 399,900
JEFFERSON PILOT CORP COM 475070108 2,269 45,312 SH SOLE 45,312
JOHNSON & JOHNSON COM 478160104 60,000 923,780 SH SOLE 923,780
JOHNSON CTLS INC COM 478366107 2,314 26,200 SH SOLE 26,200
JONES APPAREL GROUP INC COM 480074103 1,321 37,800 SH SOLE 37,800
KB HOME COM 48666K109 659 15,174 SH SOLE 15,174
KELLOGG CO COM 487836108 4,112 122,478 SH SOLE 122,478
KERR MCGEE CORP COM 492386107 1,896 30,167 SH SOLE 30,167
KEYCORP NEW COM 493267108 3,400 127,582 SH SOLE 127,582
KEYSPAN CORP COM 49337W100 1,525 41,900 SH SOLE 41,900
KIMBERLY CLARK CORP COM 494368103 10,221 158,100 SH SOLE 158,100
KINDER MORGAN INC KANS COM 49455P101 1,627 33,600 SH SOLE 33,600
KING PHARMACEUTICALS INC COM 495582108 2,590 73,966 SH SOLE 73,966
KLA-TENCOR CORP COM 482480100 3,711 55,800 SH SOLE 55,800
KNIGHT RIDDER INC COM 499040103 1,745 25,400 SH SOLE 25,400
KOHLS CORP COM 500255104 7,179 100,900 SH SOLE 100,900
KROGER CO COM 501044101 5,363 242,000 SH SOLE 242,000
LEGGETT & PLATT INC COM 524660107 1,468 59,200 SH SOLE 59,200
LEHMAN BROS HLDGS INC COM 524908100 4,635 71,700 SH SOLE 71,700
LEXMARK INTL NEW CL A 529771107 2,236 39,100 SH SOLE 39,100
LILLY ELI & CO COM 532457108 25,799 338,570 SH SOLE 338,570
LIMITED INC COM 532716107 2,310 129,066 SH SOLE 129,066
LINCOLN NATL CORP IND COM 534187109 2,892 57,000 SH SOLE 57,000
LINEAR TECHNOLOGY CORP COM 535678106 4,214 95,300 SH SOLE 95,300
LIZ CLAIBORNE INC COM 539320101 899 31,700 SH SOLE 31,700
FAIR MARKET VALUE PAGE TOTAL 186,093
LOCKHEED MARTIN CORP COM 539830109 7,638 132,644 SH SOLE 132,644
LOEWS CORP COM 540424108 3,380 57,700 SH SOLE 57,700
LOGICVISION INC COM 54140W107 3,651 341,176 SH SOLE 341,176
LOUISIANA PAC CORP COM 546347105 338 31,500 SH SOLE 31,500
LOWES COS INC COM 548661107 10,142 233,200 SH SOLE 233,200
LSI LOGIC CORP COM 502161102 1,878 110,480 SH SOLE 110,480
LUCENT TECHNOLOGIES INC COM 549463107 4,864 1,028,246 SH SOLE 1,028,246
MAGMA DESIGN AUTOMATION COM 559181102 21,169 710,627 SH SOLE 710,627
MANOR CARE INC NEW COM 564055101 718 30,800 SH SOLE 30,800
MARATHON OIL CORP COM 565849106 2,684 93,200 SH SOLE 93,200
MARRIOTT INTL INC NEW CL A 571903202 3,260 72,534 SH SOLE 72,534
MARSH & MCLENNAN COS INC COM 571748102 9,333 82,779 SH SOLE 82,779
MARSHALL & ILSLEY CORP COM 571834100 1,967 31,600 SH SOLE 31,600
MASCO CORP COM 574599106 3,794 138,200 SH SOLE 138,200
MATTEL INC COM 577081102 2,710 130,016 SH SOLE 130,016
MAXIM INTEGRATED PRODS INC COM 57772K101 5,421 97,300 SH SOLE 97,300
MAY DEPT STORES CO COM 577778103 3,140 90,100 SH SOLE 90,100
MAYTAG CORP COM 578592107 1,021 23,073 SH SOLE 23,073
MBIA INC COM 55262C100 2,442 44,650 SH SOLE 44,650
MBNA CORP COM 55262L100 9,898 256,630 SH SOLE 256,630
MCDERMOTT INTL INC COM 580037109 289 18,600 SH SOLE 18,600
MCDONALDS CORP COM 580135101 10,743 387,128 SH SOLE 387,128
MCGRAW HILL COS INC COM 580645109 3,973 58,216 SH SOLE 58,216
MCKESSON CORP COM 58155Q103 3,224 86,138 SH SOLE 86,138
MEADWESTVACO CORP COM 583334107 1,980 59,724 SH SOLE 59,724
MEDIMMUNE INC COM 584699102 2,930 74,500 SH SOLE 74,500
MEDTRONIC INC COM 585055106 16,484 364,612 SH SOLE 364,612
MELLON FINL CORP COM 58551A108 5,436 140,860 SH SOLE 140,860
MERCK & CO INC COM 589331107 39,446 685,058 SH SOLE 685,058
MERCURY INTERACTIVE CORP COM 589405109 937 24,900 SH SOLE 24,900
MEREDITH CORP COM 589433101 633 14,900 SH SOLE 14,900
FAIR MARKET VALUE PAGE TOTAL 185,523
MERRILL LYNCH & CO INC COM 590188108 14,116 254,888 SH SOLE 254,888
METLIFE INC COM 59156R108 6,876 218,300 SH SOLE 218,300
MGIC INVT CORP WIS COM 552848103 2,210 32,300 SH SOLE 32,300
MICRON TECHNOLOGY INC COM 595112103 5,938 180,500 SH SOLE 180,500
MICROSOFT CORP COM 594918104 97,829 1,622,100 SH SOLE 1,622,100
MILLIPORE CORP COM 601073109 633 14,300 SH SOLE 14,300
MINNESOTA MNG & MFG CO COM 604059105 13,583 118,100 SH SOLE 118,100
MIRANT CORP COM 604675108 1,744 120,682 SH SOLE 120,682
MOLEX INC COM 608554101 2,042 58,900 SH SOLE 58,900
MOODYS CORP COM 615369105 1,932 47,000 SH SOLE 47,000
MORGAN STANLEY DEAN WTTER&C COM NEW 617446448 18,927 330,258 SH SOLE 330,258
MOTOROLA INC COM 620076109 9,518 670,305 SH SOLE 670,305
NABORS INDS INC COM 629568106 1,796 42,500 SH SOLE 42,500
NATIONAL CITY CORP COM 635405103 5,614 182,526 SH SOLE 182,526
NATIONAL SEMICONDUCTOR CORP COM 637640103 1,782 52,900 SH SOLE 52,900
NAVISTAR INTL CORP NEW COM 63934E108 791 17,860 SH SOLE 17,860
NCR CORP NEW COM 62886E108 1,307 29,200 SH SOLE 29,200
NETWORK APPLIANCE INC COM 64120L104 2,032 99,700 SH SOLE 99,700
NEW YORK TIMES CO CL A 650111107 2,187 45,700 SH SOLE 45,700
NEWELL RUBBERMAID INC COM 651229106 2,567 80,306 SH SOLE 80,306
NEWMONT MINING CORP COM 651639106 3,254 117,514 SH SOLE 117,514
NEXTEL COMMUNICATIONS INC CL A 65332V103 1,293 240,400 SH SOLE 240,400
NICOR INC COM 654086107 615 13,500 SH SOLE 13,500
NIKE INC CL B 654106103 4,855 80,900 SH SOLE 80,900
NISOURCE INC COM 65473P105 1,430 62,300 SH SOLE 62,300
NOBLE DRILLING CORP COM 655042109 1,647 39,800 SH SOLE 39,800
NORDSTROM INC COM 655664100 992 40,500 SH SOLE 40,500
NORFOLK SOUTHN CORP COM 655844108 2,780 116,124 SH SOLE 116,124
NORTEL NETWORKS CORP NEW COM 656568102 4,329 964,036 SH SOLE 964,036
NORTHERN TR CORP COM 665859104 4,021 66,900 SH SOLE 66,900
NORTHROP GRUMMAN CORP COM 666807102 3,766 33,309 SH SOLE 33,309
FAIR MARKET VALUE PAGE TOTAL 222,406
NOVELL INC COM 670006105 424 108,995 SH SOLE 108,995
NOVELLUS SYS INC COM 670008101 2,333 43,100 SH SOLE 43,100
NUCOR CORP COM 670346105 1,510 23,500 SH SOLE 23,500
NVIDIA CORP COM 67066G104 1,934 43,600 SH SOLE 43,600
OCCIDENTAL PETE CORP DEL COM 674599105 3,279 112,500 SH SOLE 112,500
OFFICE DEPOT INC COM 676220106 1,834 92,400 SH SOLE 92,400
OMNICOM GROUP INC COM 681919106 5,277 55,900 SH SOLE 55,900
ORACLE CORP COM 68389X105 21,440 1,674,984 SH SOLE 1,674,984
PACCAR INC COM 693718108 1,691 23,100 SH SOLE 23,100
PACTIV CORP COM 695257105 960 47,930 SH SOLE 47,930
PALL CORP COM 696429307 754 36,800 SH SOLE 36,800
PALM INC COM 696642107 683 171,067 SH SOLE 171,067
PARAMETRIC TECHNOLOGY CORP COM 699173100 478 79,100 SH SOLE 79,100
PARKER HANNIFIN CORP COM 701094104 1,764 35,350 SH SOLE 35,350
PAYCHEX INC COM 704326107 4,477 112,775 SH SOLE 112,775
PEOPLES ENERGY CORP ILL COM 711030106 419 10,649 SH SOLE 10,649
PEOPLESOFT INC COM 712713106 3,332 91,200 SH SOLE 91,200
PEPSI BOTTLING GROUP INC COM 713409100 2,212 85,500 SH SOLE 85,500
PEPSICO INC COM 713448108 27,135 526,902 SH SOLE 526,902
PEREGRINE SYSTEMS INC COM 71366Q101 128 13,510 SH SOLE 13,510
PEREGRINE SYSTEMS INC COM 71366Q101 66 6,942 SH OTHER 1 6,942
PEREGRINE SYSTEMS INC COM 71366Q101 7 837 SH OTHER 2 837
PEREGRINE SYSTEMS INC COM 71366Q101 174 18,278 SH OTHER* 18,278
PERKINELMER INC COM 714046109 686 37,096 SH SOLE 37,096
PFIZER INC COM 717081103 75,246 1,893,470 SH SOLE 1,893,470
PG&E CORP COM 69331C108 2,747 116,598 SH SOLE 116,598
PHARMACIA CORP COM 71713U102 17,506 388,329 SH SOLE 388,329
PHELPS DODGE CORP COM 717265102 994 23,618 SH SOLE 23,618
PHILIP MORRIS COS INC COM 718154107 34,368 652,509 SH SOLE 652,509
PHILLIPS PETE CO COM 718507106 7,208 114,780 SH SOLE 114,780
PINNACLE SYS INC COM 723481107 164 20,749 SH SOLE 20,749
FAIR MARKET VALUE PAGE TOTAL 221,230
PINNACLE WEST CAP CORP COM 723484101 1,156 25,500 SH SOLE 25,500
PITNEY BOWES INC COM 724479100 3,142 73,400 SH SOLE 73,400
PLACER DOME INC COM 725906101 1,212 98,900 SH SOLE 98,900
PLUM CREEK TIMBER CO INC COM 729251108 1,634 55,000 SH SOLE 55,000
PMC-SIERRA INC COM 69344F106 809 49,700 SH SOLE 49,700
PNC FINL SVCS GROUP INC COM 693475105 5,257 85,500 SH SOLE 85,500
POLYCOM INC COM 73172K104 7,577 210,777 SH DEFINED 210,777
POWER-ONE INC COM 739308104 195 23,800 SH SOLE 23,800
PPL CORP COM 69351T106 1,747 44,100 SH SOLE 44,100
PRAXAIR INC COM 74005P104 2,893 48,378 SH SOLE 48,378
PRICE T ROWE GROUP INC COM 74144T108 1,444 37,100 SH SOLE 37,100
PROCTER & GAMBLE CO COM 742718109 35,152 390,190 SH SOLE 390,190
PROGRESS ENERGY INC COM 743263105 3,296 65,876 SH SOLE 65,876
PROGRESSIVE CORP OHIO COM 743315103 3,682 22,100 SH SOLE 22,100
PROVIDIAN FINL CORP COM 74406A102 646 85,600 SH SOLE 85,600
PUBLIC SVC ENTERPRISE GROUP COM 744573106 2,860 62,444 SH SOLE 62,444
PULTE HOMES INC COM 745867101 852 17,800 SH SOLE 17,800
QLOGIC CORP COM 747277101 1,382 27,900 SH SOLE 27,900
QUALCOMM INC COM 747525103 8,665 230,200 SH SOLE 230,200
QUINTILES TRANSNATIONAL CORP COM 748767100 639 36,000 SH SOLE 36,000
QWEST COMMUNICATIONS INTL IN COM 749121109 4,122 501,487 SH SOLE 501,487
RADIOSHACK CORP COM 750438103 1,619 53,900 SH SOLE 53,900
RADISYS CORP COM 750459109 23,000 1,150,030 SH SOLE 1,150,030
RATIONAL SOFTWARE CORP COM NEW 75409P202 920 58,100 SH SOLE 58,100
RAYTHEON CO COM NEW 755111507 4,834 117,756 SH SOLE 117,756
REEBOK INTL LTD COM 758110100 481 17,800 SH SOLE 17,800
REGIONS FINL CORP COM 758940100 2,353 68,500 SH SOLE 68,500
RELIANT ENERGY INC COM 75952J108 2,315 89,745 SH SOLE 89,745
ROBERT HALF INTL INC COM 770323103 1,559 52,800 SH SOLE 52,800
ROCKWELL AUTOMATION INC COM 773903109 1,111 55,400 SH SOLE 55,400
FAIR MARKET VALUE PAGE TOTAL 126,554
ROCKWELL COLLINS INC COM 774341101 1,395 55,300 SH SOLE 55,300
ROHM & HAAS CO COM 775371107 2,807 66,405 SH SOLE 66,405
ROWAN COS INC COM 779382100 650 28,200 SH SOLE 28,200
ROYAL DUTCH PETE CO N Y NY REG 780257804 34,750 639,720 SH SOLE 639,720
GLD1.25
RYDER SYS INC COM 783549108 538 18,200 SH SOLE 18,200
SABRE HLDGS CORP CL A 785905100 1,876 40,163 SH SOLE 40,163
SAFECO CORP COM 786429100 1,234 38,500 SH SOLE 38,500
SAFEWAY INC COM NEW 786514208 6,803 151,100 SH SOLE 151,100
SANMINA SCI CORP COM 800907107 1,844 156,900 SH SOLE 156,900
SAPIENT CORP COM 803062108 181 38,000 SH SOLE 38,000
SARA LEE CORP COM 803111103 4,899 236,000 SH SOLE 236,000
SBC COMMUNICATIONS INC COM 78387G103 37,906 1,012,456 SH SOLE 1,012,456
SCHERING PLOUGH CORP COM 806605101 13,801 440,940 SH SOLE 440,940
SCHLUMBERGER LTD COM 806857108 10,199 173,400 SH SOLE 173,400
SCHWAB CHARLES CORP NEW COM 808513105 5,388 411,650 SH SOLE 411,650
SCIENTIFIC ATLANTA INC COM 808655104 1,086 47,000 SH SOLE 47,000
SEALED AIR CORP NEW COM 81211K100 1,189 25,262 SH SOLE 25,262
SEARS ROEBUCK & CO COM 812387108 4,983 97,200 SH SOLE 97,200
SEMPRA ENERGY COM 816851109 1,569 62,372 SH SOLE 62,372
SHERWIN WILLIAMS CO COM 824348106 1,324 46,500 SH SOLE 46,500
SIEBEL SYS INC COM 826170102 4,539 139,200 SH SOLE 139,200
SIGMA ALDRICH CORP COM 826552101 1,038 22,100 SH SOLE 22,100
SIGNALSOFT CORP COM 82668M102 595 343,757 SH SOLE 343,757
SNAP ON INC COM 833034101 596 17,500 SH SOLE 17,500
SOLECTRON CORP COM 834182107 1,928 247,200 SH SOLE 247,200
SOUTHERN CO COM 842587107 5,547 209,400 SH SOLE 209,400
SOUTHTRUST CORP COM 844730101 2,724 103,200 SH SOLE 103,200
SOUTHWEST AIRLS CO COM 844741108 4,460 230,514 SH SOLE 230,514
SPEECHWORKS INTL INC COM 84764M101 880 76,617 SH DEFINED 76,617
SPRINT CORP COM FON 852061100 4,085 267,196 SH SOLE 267,196
GROUP
SPRINT CORP PCS COM 852061506 3,055 296,848 SH SOLE 296,848
SER 1
FAIR MARKET VALUE PAGE TOTAL 163,869
ST JUDE MED INC COM 790849103 2,020 26,188 SH SOLE 26,188
ST PAUL COS INC COM 792860108 2,863 62,446 SH SOLE 62,446
STANDARD MICROSYSTEMS CORP COM 853626109 25,327 1,542,506 SH SOLE 1,542,506
STANLEY WKS COM 854616109 1,190 25,740 SH SOLE 25,740
STAPLES INC COM 855030102 2,777 139,050 SH SOLE 139,050
STARBUCKS CORP COM 855244109 2,658 114,900 SH SOLE 114,900
STARWOOD HOTELS&RESORTS WRLD PAIRED 85590A203 2,242 59,600 SH SOLE 59,600
CTF
STATE STR CORP COM 857477103 5,427 98,000 SH SOLE 98,000
STILWELL FINL INC COM 860831106 1,631 66,600 SH SOLE 66,600
STRYKER CORP COM 863667101 3,578 59,300 SH SOLE 59,300
SUN MICROSYSTEMS INC COM 866810104 8,612 976,364 SH SOLE 976,364
SUNOCO INC COM 86764P109 946 23,645 SH SOLE 23,645
SUNTRUST BKS INC COM 867914103 5,809 87,050 SH SOLE 87,050
SUPERVALU INC COM 868536103 1,035 40,100 SH SOLE 40,100
SYMBOL TECHNOLOGIES INC COM 871508107 51,799 3,248,001 SH SOLE 3,248,001
SYNOVUS FINL CORP COM 87161C105 2,673 87,700 SH SOLE 87,700
SYSCO CORP COM 871829107 5,985 200,700 SH SOLE 200,700
TARGET CORP COM 87612E106 11,724 271,900 SH SOLE 271,900
TECO ENERGY INC COM 872375100 1,202 42,000 SH SOLE 42,000
TEKTRONIX INC COM 879131100 656 27,734 SH SOLE 27,734
TELLABS INC COM 879664100 1,292 123,400 SH SOLE 123,400
TEMPLE INLAND INC COM 879868107 845 14,900 SH SOLE 14,900
TENET HEALTHCARE CORP COM 88033G100 6,572 98,057 SH SOLE 98,057
TERADYNE INC COM 880770102 2,149 54,500 SH SOLE 54,500
TEXAS INSTRS INC COM 882508104 20,088 620,114 SH SOLE 620,114
TEXTRON INC COM 883203101 2,177 42,600 SH SOLE 42,600
SHARPER IMAGE CORP COM 820013100 322 18,749 SH SOLE 18,749
THERMO ELECTRON CORP COM 883556102 1,111 53,600 SH SOLE 53,600
THOMAS & BETTS CORP COM 884315102 370 17,500 SH SOLE 17,500
TIFFANY & CO NEW COM 886547108 1,564 44,000 SH SOLE 44,000
TJX COS INC NEW COM 872540109 3,289 82,200 SH SOLE 82,200
FAIR MARKET VALUE PAGE TOTAL 179,933
TMP WORLDWIDE INC COM 872941109 1,148 33,300 SH SOLE 33,300
TORCHMARK CORP COM 891027104 1,507 37,400 SH SOLE 37,400
TOYS R US INC COM 892335100 1,074 59,800 SH SOLE 59,800
TRANSOCEAN SEDCO FOREX INC ORD G90078109 3,193 96,086 SH SOLE 96,086
TRIBUNE CO NEW COM 896047107 4,077 89,673 SH SOLE 89,673
TRICON GLOBAL RESTAURANTS COM 895953107 2,582 43,932 SH SOLE 43,932
TRW INC COM 872649108 1,956 38,000 SH SOLE 38,000
TUPPERWARE CORP COM 899896104 399 17,550 SH SOLE 17,550
TXU CORP COM 873168108 4,351 79,817 SH SOLE 79,817
TYCO INTL LTD NEW COM 902124106 19,420 600,865 SH SOLE 600,865
UNILEVER N V NEW YORK N Y SHS 904784709 9,777 172,139 SH SOLE 172,139
NEW
UNION PAC CORP COM 907818108 4,648 74,800 SH SOLE 74,800
UNION PLANTERS CORP COM 908068109 1,962 41,400 SH SOLE 41,400
UNISYS CORP COM 909214108 1,214 96,100 SH SOLE 96,100
UNITEDHEALTH GROUP INC COM 91324P102 7,176 93,896 SH SOLE 93,896
UNITED STATES STL CORP NEW COM 912909108 488 26,900 SH SOLE 26,900
UNITED TECHNOLOGIES CORP COM 913017109 10,470 141,100 SH SOLE 141,100
UNIVISION COMMUNICATIONS INC CL A 914906102 2,659 63,300 SH SOLE 63,300
UNOCAL CORP COM 915289102 2,863 73,500 SH SOLE 73,500
UNUMPROVIDENT CORP COM 91529Y106 2,038 72,976 SH SOLE 72,976
US AIRWAYS GROUP INC COM 911905107 133 20,600 SH SOLE 20,600
US BANCORP DEL COM DEL 902973304 13,262 587,579 SH SOLE 587,579
USA ED INC COM 90390U102 4,626 47,300 SH SOLE 47,300
UST INC COM 902911106 1,938 49,793 SH SOLE 49,793
V F CORP COM 918204108 1,449 33,500 SH SOLE 33,500
VERITAS SOFTWARE CO COM 923436109 5,289 120,680 SH SOLE 120,680
VERIZON MUNICATIONS COM 92343V104 37,356 817,503 SH SOLE 817,503
VIACOM INC CL B 925524308 25,833 534,070 SH SOLE 534,070
VISTEON CORP COM 92839U107 649 39,208 SH SOLE 39,208
VITESSE SEMICONDUCTOR CORP COM 928497106 563 57,400 SH SOLE 57,400
VULCAN MATLS CO COM 929160109 1,450 30,500 SH SOLE 30,500
FAIR MARKET VALUE PAGE TOTAL 175,550
WACHOVIA CORP 2ND NEW COM 929903102 15,199 409,906 SH SOLE 409,906
WAL MART STORES INC COM 931142103 82,281 1,342,466 SH SOLE 1,342,466
WALGREEN CO COM 931422109 12,039 307,200 SH SOLE 307,200
WASHINGTON MUTUAL INC COM 939322103 9,609 290,034 SH SOLE 290,034
WASTE MGMT INC DEL COM 94106L109 5,152 189,071 SH SOLE 189,071
WATERS CORP COM 941848103 1,102 39,400 SH SOLE 39,400
WATSON PHARMACEUTICALS INC COM 942683103 867 32,000 SH SOLE 32,000
WELLPOINT HEALTH NETWORK NEW COM 94973H108 2,776 43,600 SH SOLE 43,600
WELLS FARGO & CO NEW COM 949746101 25,222 510,574 SH SOLE 510,574
WENDYS INTL INC COM 950590109 1,101 31,485 SH SOLE 31,485
WEYERHAEUSER CO COM 962166104 4,090 65,070 SH SOLE 65,070
WHIRLPOOL CORP COM 963320106 1,519 20,100 SH SOLE 20,100
WILLIAMS COS INC DEL COM 969457100 3,656 155,192 SH SOLE 155,192
WINN DIXIE STORES INC COM 974280109 680 42,400 SH SOLE 42,400
WORLDCOM INC GA NEW WRLDCOM 98157D106 5,987 888,268 SH SOLE 888,268
GP COM
WORTHINGTON INDS INC COM 981811102 395 25,700 SH SOLE 25,700
WRIGLEY WM JR CO COM 982526105 3,614 67,800 SH SOLE 67,800
WYETH COM 983024100 26,079 397,236 SH SOLE 397,236
XCEL ENERGY INC COM 98389B100 2,789 110,005 SH SOLE 110,005
XEROX CORP COM 984121103 2,331 216,800 SH SOLE 216,800
XILINX INC COM 983919101 6,026 149,788 SH SOLE 149,788
XL CAP LTD CL A G98255105 3,725 39,900 SH SOLE 39,900
YAHOO INC COM 984332106 3,169 171,600 SH SOLE 171,600
ZIMMER HLDGS INC COM 98956P102 1,988 58,388 SH SOLE 58,388
ZIONS BANCORPORATION COM 989701107 1,636 27,600 SH SOLE 27,600
FAIR MARKET VALUE PAGE TOTAL 223,032
FAIR MARKET VALUE REPORT TOTAL: 3,296,603