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:
Name: Verizon Investment Management Corp.
Address: 695 Main Street, 6th Floor
Stamford, Connecticut 06901
Form 13F File Number: 028-04063
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: Marie LoGiudice
---------------
Title: Vice President-Operations
-------------------------
Phone: 203 965-3726
-------------------------
Signature, Place, and Date of Signing:
/s/ STAMFORD, CONNECTICUT 5/06/02
--------------------- --------------------- -------
[Signature] [City, State] [Date]
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 reporting manager(s).)
Form 13F SUMMARY PAGE
Report summary:
Number of Other Included Managers: 0
----------
Form 13F Information Table Entry Total: 885
----------
Form 13F Information Table Value Total: $7,356,842
----------
(thousands)
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.
NONE
------------------------------------------------------------------
VERIZON INVESTMENT MANAGEMENT CORP.
FORM 13F - SOLE INSTR V. NONE AUTHORITY
MARCH 31, 2002
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
ACE LTD ORD G0070K103 1,425 34,166 X 34,166
EVEREST RE GROUP LTD COM G3223R108 811 11,700 X 11,700
GLOBALSANTAFE CORP SHS G3930E101 4,925 150,622 X 150,622
INGERSOLL-RAND COMPANY LTD CL A G4776G101 5,817 116,297 X 116,297
O2MICRO INTERNATIONAL LIMITE ORD G6797E106 880 50,400 X 50,400
TRANSOCEAN SEDCO FOREX INC ORD G90078109 1,396 42,011 X 42,011
WHITE MTNS INS GROUP LTD COM G9618E107 3,523 10,200 X 10,200
XL CAP LTD CL A G98255105 7,461 79,929 X 79,929
A D C TELECOMMUNICATIONS COM 000886101 807 198,339 X 198,339
AFLAC INC COM 001055102 5,884 199,447 X 199,447
AGL RES INC COM 001204106 964 41,000 X 41,000
AES CORP COM 00130H105 1,865 207,189 X 207,189
AK STL HLDG CORP COM 001547108 326 22,800 X 22,800
AMR CORP COM 001765106 1,289 48,811 X 48,811
AOL TIME WARNER INC COM 00184A105 82,793 3,500,746 X 3,500,746
AT&T CORP COM 001957109 31,937 2,034,225 X 2,034,225
AT&T WIRELESS SVCS INC COM 00209A106 10,623 1,186,947 X 1,186,947
ABBOTT LABS COM 002824100 63,613 1,209,378 X 1,209,378
ABERCROMBIE & FITCH CO CL A 002896207 1,981 64,326 X 64,326
ABGENIX INC COM 00339B107 361 19,102 X 19,102
ACTIVISION INC NEW COM NEW 004930202 2,718 91,100 X 91,100
ACTION PERFORMANCE COS INC COM 004933107 569 11,550 X 11,550
ACTERNA CORP COM 00503U105 53 35,174 X 35,174
ADOBE SYS INC COM 00724F101 8,318 206,462 X 206,462
ADVANCED FIBRE COMMUNICATION COM 00754A105 678 35,312 X 35,312
ADVO INC COM 007585102 300 7,100 X 7,100
ADVANCEPCS COM 00790K109 2,120 70,467 X 70,467
ADVANCED MICRO DEVICES INC COM 007903107 3,480 236,565 X 236,565
ADVENT SOFTWARE INC COM 007974108 436 7,375 X 7,375
AETNA INC NEW COM 00817Y108 1,053 27,132 X 27,132
AFFILIATED COMPUTER SERVICES CL A 008190100 9,572 170,534 X 170,534
AFFYMETRIX INC COM 00826T108 276 9,531 X 9,531
AGERE SYS INC CL A 00845V100 492 126,591 X 126,591
AGILENT TECHNOLOGIES INC COM 00846U101 4,124 117,968 X 117,968
AIR PRODS & CHEMS INC COM 009158106 10,069 194,938 X 194,938
ALBANY MOLECULAR RESH INC COM 012423109 736 30,700 X 30,700
ALBERTO CULVER CO CL B CONV 013068101 518 9,590 X 9,590
ALBERTSONS INC COM 013104104 13,155 396,955 X 396,955
ALCAN INC COM 013716105 3,729 94,098 X 94,098
ALCOA INC COM 013817101 24,617 652,285 X 652,285
ALKERMES INC COM 01642T108 415 15,939 X 15,939
ALLEGHENY ENERGY INC COM 017361106 2,527 61,123 X 61,123
ALLEGHENY TECHNOLOGIES INC COM 01741R102 981 59,305 X 59,305
ALLEGIANCE TELECOM INC COM 01747T102 53 17,587 X 17,587
ALLERGAN INC COM 018490102 6,788 104,989 X 104,989
ALLIED CAP CORP NEW COM 01903Q108 412 14,981 X 14,981
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 584 44,918 X 44,918
ALLSTATE CORP COM 020002101 17,632 466,814 X 466,814
ALLTEL CORP COM 020039103 13,261 238,714 X 238,714
ALTERA CORP COM 021441100 9,241 422,553 X 422,553
AMAZON COM INC COM 023135106 2,071 144,851 X 144,851
AMBAC FINL GROUP INC COM 023139108 10,183 172,393 X 172,393
AMERADA HESS CORP COM 023551104 5,890 74,219 X 74,219
AMEREN CORP COM 023608102 2,175 50,877 X 50,877
1
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 304 12,284 X 12,284
AMERICAN ELEC PWR INC COM 025537101 2,806 60,878 X 60,878
AMERICAN EXPRESS CO COM 025816109 20,612 503,212 X 503,212
AMERICAN INTL GROUP INC COM 026874107 116,490 1,614,781 X 1,614,781
AMERICAN PWR CONVERSION CORP COM 029066107 519 35,136 X 35,136
AMERICAN STD COS INC DEL COM 029712106 3,627 51,269 X 51,269
AMERICAN TOWER CORP CL A 029912201 135 24,582 X 24,582
AMERICAN WTR WKS INC COM 030411102 9,903 226,100 X 226,100
AMERICAN WOODMARK CORP COM 030506109 593 9,400 X 9,400
AMERICREDIT CORP COM 03060R101 834 21,959 X 21,959
AMERITRADE HLDG CORP CL A 03072H109 203 31,279 X 31,279
AMERISOURCEBERGEN CORP COM 03073E105 6,527 95,558 X 95,558
AMETEK INC NEW COM 031100100 2,999 80,600 X 80,600
AMGEN INC COM 031162100 46,956 786,795 X 786,795
AMKOR TECHNOLOGY INC COM 031652100 584 26,163 X 26,163
AMPHENOL CORP NEW CL A 032095101 1,161 24,810 X 24,810
AMSOUTH BANCORPORATION COM 032165102 2,327 105,852 X 105,852
ANADARKO PETE CORP COM 032511107 13,293 235,530 X 235,530
ANALOG DEVICES INC COM 032654105 7,579 168,282 X 168,282
ANDREW CORP COM 034425108 180 10,753 X 10,753
ANDRX GROUP COM 034553107 2,228 58,725 X 58,725
ANHEUSER BUSCH COS INC COM 035229103 28,114 538,577 X 538,577
AON CORP COM 037389103 1,714 48,973 X 48,973
APACHE CORP COM 037411105 2,072 36,429 X 36,429
APOGENT TECHNOLOGIES INC COM 03760A101 328 13,273 X 13,273
APOLLO GROUP INC CL A 037604105 8,699 162,441 X 162,441
APOLLO GROUP INC COM UNV PHOENX 037604204 2,154 51,475 X 51,475
APPLE COMPUTER INC COM 037833100 2,278 96,249 X 96,249
APPLERA CORP COM AP BIO GRP 038020103 3,158 141,292 X 141,292
APPLIED MICRO CIRCUITS CORP COM 03822W109 1,118 139,799 X 139,799
APPLIED MATLS INC COM 038222105 40,347 743,449 X 743,449
ARCHER DANIELS MIDLAND CO COM 039483102 3,941 282,912 X 282,912
ARIBA INC COM 04033V104 145 31,939 X 31,939
ASHLAND INC COM 044204105 3,897 85,621 X 85,621
ASSOCIATED BANC CORP COM 045487105 3,077 80,900 X 80,900
ATMEL CORP COM 049513104 628 61,942 X 61,942
AUTODESK INC COM 052769106 1,141 24,433 X 24,433
AUTOMATIC DATA PROCESSING IN COM 053015103 15,218 261,158 X 261,158
AUTONATION INC COM 05329W102 200 14,300 X 14,300
AUTOZONE INC COM 053332102 4,971 72,206 X 72,206
AVAYA INC COM 053499109 876 118,640 X 118,640
AVERY DENNISON CORP COM 053611109 2,320 38,021 X 38,021
AVON PRODS INC COM 054303102 6,074 111,815 X 111,815
AXCELIS TECHNOLOGIES INC COM 054540109 348 24,339 X 24,339
AZTAR CORP COM 054802103 920 42,000 X 42,000
BB&T CORP COM 054937107 3,795 99,581 X 99,581
BCE INC COM 05534B109 583 33,100 X 33,100
BISYS GROUP INC COM 055472104 4,522 128,294 X 128,294
BJS WHOLESALE CLUB INC COM 05548J106 4,463 99,843 X 99,843
BJ SVCS CO COM 055482103 4,807 139,463 X 139,463
BMC SOFTWARE INC COM 055921100 1,668 85,748 X 85,748
BAKER HUGHES INC COM 057224107 7,978 208,564 X 208,564
BALL CORP COM 058498106 6,311 133,641 X 133,641
BANK OF AMERICA CORPORATION COM 060505104 86,861 1,276,988 X 1,276,988
2
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
BANK NEW YORK INC COM 064057102 10,660 253,691 X 253,691
BANK ONE CORP COM 06423A103 19,059 456,168 X 456,168
BANKNORTH GROUP INC NEW COM 06646R107 11,367 431,400 X 431,400
BARD C R INC COM 067383109 1,999 33,853 X 33,853
BARNES GROUP INC COM 067806109 203 8,300 X 8,300
BARRICK GOLD CORP COM 067901108 1,597 86,035 X 86,035
BARR LABS INC COM 068306109 2,242 34,066 X 34,066
BAUSCH & LOMB INC COM 071707103 454 10,185 X 10,185
BAXTER INTL INC COM 071813109 25,446 427,516 X 427,516
BEA SYS INC COM 073325102 2,286 166,751 X 166,751
BEAR STEARNS COS INC COM 073902108 9,956 158,659 X 158,659
BECKMAN COULTER INC COM 075811109 4,750 93,007 X 93,007
BECTON DICKINSON & CO COM 075887109 3,812 101,062 X 101,062
BED BATH & BEYOND INC COM 075896100 7,023 208,086 X 208,086
BELLSOUTH CORP COM 079860102 46,569 1,263,404 X 1,263,404
BEMIS INC COM 081437105 1,716 31,576 X 31,576
BERKSHIRE HATHAWAY INC DEL CL A 084670108 9,243 130 X 130
BEST BUY INC COM 086516101 14,580 184,096 X 184,096
BIG LOTS INC COM 089302103 323 22,981 X 22,981
BIOGEN INC COM 090597105 2,753 56,113 X 56,113
BIOMET INC COM 090613100 6,345 234,487 X 234,487
BLACK & DECKER CORP COM 091797100 868 18,656 X 18,656
BLACKROCK INC CL A 09247X101 1,436 32,200 X 32,200
BLOCK H & R INC COM 093671105 8,161 183,590 X 183,590
BOEING CO COM 097023105 32,796 679,704 X 679,704
BOISE CASCADE CORP COM 097383103 814 22,468 X 22,468
BORG WARNER INC COM 099724106 2,215 35,200 X 35,200
BOSTON SCIENTIFIC CORP COM 101137107 4,624 184,282 X 184,282
BOWATER INC COM 102183100 2,136 42,900 X 42,900
BRINKER INTL INC COM 109641100 1,420 43,812 X 43,812
BRISTOL MYERS SQUIBB CO COM 110122108 52,452 1,295,435 X 1,295,435
BROADCOM CORP CL A 111320107 5,874 163,613 X 163,613
BROADVISION INC COM 111412102 93 53,960 X 53,960
BROADWING INC COM 111620100 87 12,500 X 12,500
BROCADE COMMUNICATIONS SYS I COM 111621108 3,405 126,110 X 126,110
BROWN FORMAN CORP CL B 115637209 809 11,121 X 11,121
BRUNSWICK CORP COM 117043109 453 16,593 X 16,593
BURLINGTON NORTHN SANTA FE C COM 12189T104 5,277 174,854 X 174,854
BURLINGTON RES INC COM 122014103 2,174 54,216 X 54,216
CDW COMPUTER CTRS INC COM 125129106 2,000 39,737 X 39,737
C H ROBINSON WORLDWIDE INC COM 12541W100 2,292 68,200 X 68,200
CIGNA CORP COM 125509109 13,841 136,510 X 136,510
CMGI INC COM 125750109 23 16,800 X 16,800
CMS ENERGY CORP COM 125896100 3,208 141,771 X 141,771
CNET NETWORKS INC COM 12613R104 90 16,470 X 16,470
CSG SYS INTL INC COM 126349109 329 11,548 X 11,548
CSX CORP COM 126408103 3,146 82,562 X 82,562
CVS CORP COM 126650100 4,935 143,756 X 143,756
CABLEVISION SYS CORP CL A RAINB MED 12686C844 563 22,817 X 22,817
CABOT CORP COM 127055101 1,334 36,200 X 36,200
CABOT MICROELECTRONICS CORP COM 12709P103 404 5,975 X 5,975
CACI INTL INC CL A 127190304 5,396 153,700 X 153,700
CADENCE DESIGN SYSTEM INC COM 127387108 6,775 299,638 X 299,638
CALIFORNIA PIZZA KITCHEN INC COM 13054D109 635 25,400 X 25,400
3
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
CALPINE CORP COM 131347106 2,170 170,835 X 170,835
CAMPBELL SOUP CO COM 134429109 2,558 95,446 X 95,446
CANADIAN NATL RY CO COM 136375102 2,583 51,700 X 51,700
CAPITAL ONE FINL CORP COM 14040H105 13,908 217,830 X 217,830
CAPSTONE TURBINE CORP COM 14067D102 36 10,900 X 10,900
CARDINAL HEALTH INC COM 14149Y108 25,187 355,301 X 355,301
CAREMARK RX INC COM 141705103 2,592 132,908 X 132,908
CARNIVAL CORP COM 143658102 2,529 77,450 X 77,450
CATALINA MARKETING CORP COM 148867104 445 12,200 X 12,200
CATERPILLAR INC DEL COM 149123101 13,380 235,355 X 235,355
CELGENE CORP COM 151020104 462 18,656 X 18,656
CENDANT CORP COM 151313103 12,715 662,225 X 662,225
CENTEX CORP COM 152312104 2,188 42,126 X 42,126
CENTURYTEL INC COM 156700106 7,131 209,744 X 209,744
CEPHALON INC COM 156708109 7,216 114,534 X 114,534
CERIDIAN CORP NEW COM 156779100 1,263 57,300 X 57,300
CERNER CORP COM 156782104 900 18,874 X 18,874
CERTEGY INC COM 156880106 1,395 35,140 X 35,140
CHARTER ONE FINL INC COM 160903100 3,458 110,773 X 110,773
CHARTER COMMUNICATIONS INC D CL A 16117M107 285 25,200 X 25,200
CHECKFREE CORP NEW COM 162813109 230 15,009 X 15,009
CHEESECAKE FACTORY INC COM 163072101 432 11,700 X 11,700
CHEVRONTEXACO CORP COM 166764100 66,194 733,285 X 733,285
CHICOS FAS INC COM 168615102 591 17,550 X 17,550
CHIRON CORP COM 170040109 3,081 67,132 X 67,132
CHOICEPOINT INC COM 170388102 5,100 88,545 X 88,545
CHUBB CORP COM 171232101 2,349 32,135 X 32,135
CHURCH & DWIGHT INC COM 171340102 1,647 55,900 X 55,900
CIENA CORP COM 171779101 2,603 289,277 X 289,277
CINCINNATI FINL CORP COM 172062101 1,268 29,043 X 29,043
CINERGY CORP COM 172474108 1,896 53,032 X 53,032
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 699 38,723 X 38,723
CISCO SYS INC COM 17275R102 103,405 6,107,823 X 6,107,823
CIRRUS LOGIC INC COM 172755100 245 12,969 X 12,969
CINTAS CORP COM 172908105 2,993 60,034 X 60,034
CITIGROUP INC COM 172967101 173,035 3,494,236 X 3,494,236
CITIZENS COMMUNICATIONS CO COM 17453B101 854 79,447 X 79,447
CITRIX SYS INC COM 177376100 1,463 84,665 X 84,665
CLEAR CHANNEL COMMUNICATIONS COM 184502102 7,516 146,200 X 146,200
CLOROX CO DEL COM 189054109 3,849 88,230 X 88,230
COACH INC COM 189754104 546 10,767 X 10,767
COCA COLA CO COM 191216100 76,690 1,467,464 X 1,467,464
COCA COLA ENTERPRISES INC COM 191219104 2,169 115,510 X 115,510
COLGATE PALMOLIVE CO COM 194162103 16,907 295,839 X 295,839
COLUMBIA SPORTSWEAR CO COM 198516106 1,319 39,306 X 39,306
COMCAST CORP CL A SPL 200300200 16,417 516,262 X 516,262
COMERICA INC COM 200340107 2,104 33,630 X 33,630
COMMERCE BANCORP INC NJ COM 200519106 5,198 115,759 X 115,759
COMMERCIAL FEDERAL CORPORATI COM 201647104 1,450 53,900 X 53,900
COMMUNITY HEALTH SYS INC NEW COM 203668108 248 11,201 X 11,201
COMPASS BANCSHARES INC COM 20449H109 3,118 101,000 X 101,000
COMPAQ COMPUTER CORP COM 204493100 6,316 604,359 X 604,359
COMPUTER ASSOC INTL INC COM 204912109 7,255 331,439 X 331,439
COMPUTER SCIENCES CORP COM 205363104 1,609 31,703 X 31,703
4
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
COMPUWARE CORP COM 205638109 2,292 177,510 X 177,510
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 2,240 176,825 X 176,825
CONAGRA FOODS INC COM 205887102 7,711 317,991 X 317,991
CONCORD EFS INC COM 206197105 18,173 546,570 X 546,570
CONEXANT SYSTEMS INC COM 207142100 1,316 109,232 X 109,232
CONOCO INC COM 208251504 7,034 241,045 X 241,045
CONSECO INC COM 208464107 226 62,351 X 62,351
CONSOLIDATED EDISON INC COM 209115104 5,245 125,144 X 125,144
CONSTELLATION BRANDS INC CL A 21036P108 2,484 45,200 X 45,200
CONSTELLATION ENERGY GROUP I COM 210371100 954 30,931 X 30,931
CONVERGYS CORP COM 212485106 2,763 93,453 X 93,453
COOPER CAMERON CORP COM 216640102 1,063 20,793 X 20,793
COOPER INDS INC COM 216669101 729 17,377 X 17,377
COOPER TIRE & RUBR CO COM 216831107 208 9,590 X 9,590
COORS ADOLPH CO CL B 217016104 410 6,072 X 6,072
CORNING INC COM 219350105 2,597 340,840 X 340,840
CORVIS CORP COM 221009103 80 64,111 X 64,111
COSTCO WHSL CORP NEW COM 22160K105 15,170 380,976 X 380,976
COUNTRYWIDE CR INDS INC DEL COM 222372104 6,706 149,848 X 149,848
COX COMMUNICATIONS INC NEW CL A 224044107 410 10,900 X 10,900
COX RADIO INC CL A 224051102 2,699 95,047 X 95,047
CRANE CO COM 224399105 298 10,884 X 10,884
CREE INC COM 225447101 244 17,937 X 17,937
CROWN CASTLE INTL CORP COM 228227104 181 27,318 X 27,318
CUMMINS INC COM 231021106 348 7,358 X 7,358
CURAGEN CORP COM 23126R101 162 10,095 X 10,095
CYPRESS SEMICONDUCTOR CORP COM 232806109 1,357 59,008 X 59,008
CYTYC CORP COM 232946103 1,607 59,699 X 59,699
DST SYS INC DEL COM 233326107 893 17,927 X 17,927
DTE ENERGY CO COM 233331107 12,794 281,191 X 281,191
DANA CORP COM 235811106 604 28,124 X 28,124
DANAHER CORP DEL COM 235851102 4,923 69,313 X 69,313
DARDEN RESTAURANTS INC COM 237194105 4,879 120,201 X 120,201
DAVITA INC COM 23918K108 411 16,260 X 16,260
DEERE & CO COM 244199105 3,394 74,506 X 74,506
DELL COMPUTER CORP COM 247025109 61,111 2,340,509 X 2,340,509
DELPHI CORP COM 247126105 1,694 105,926 X 105,926
DELTA AIR LINES INC DEL COM 247361108 762 23,285 X 23,285
DELUXE CORP COM 248019101 5,938 128,368 X 128,368
DENTSPLY INTL INC NEW COM 249030107 480 12,942 X 12,942
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 430 28,706 X 28,706
DEVON ENERGY CORP NEW COM 25179M103 2,030 42,062 X 42,062
DEVRY INC DEL COM 251893103 426 14,123 X 14,123
DIAMOND OFFSHORE DRILLING IN COM 25271C102 4,408 141,000 X 141,000
DIEBOLD INC COM 253651103 1,605 39,400 X 39,400
DIGITAL INSIGHT CORP COM 25385P106 1,014 36,800 X 36,800
DILLARDS INC CL A 254067101 264 11,061 X 11,061
DISNEY WALT CO COM DISNEY 254687106 26,856 1,163,616 X 1,163,616
DOLLAR GEN CORP COM 256669102 1,796 110,304 X 110,304
DOLLAR TREE STORES INC COM 256747106 1,848 56,339 X 56,339
DOMINION RES INC VA NEW COM 25746U109 3,238 49,699 X 49,699
DONALDSON INC COM 257651109 4,552 113,200 X 113,200
DONNELLEY R R & SONS CO COM 257867101 647 20,797 X 20,797
DORAL FINL CORP COM 25811P100 3,307 97,400 X 97,400
5
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
DOUBLECLICK INC COM 258609304 331 27,646 X 27,646
DOVER CORP COM 260003108 1,693 41,305 X 41,305
DOW CHEM CO COM 260543103 19,228 587,662 X 587,662
DOW JONES & CO INC COM 260561105 1,056 18,137 X 18,137
DU PONT E I DE NEMOURS & CO COM 263534109 22,729 482,058 X 482,058
DUKE ENERGY CORP WHEN ISSUED 264399106 16,809 444,684 X 444,684
DUN & BRADSTREET CORP DEL NE COM 26483E100 3,809 95,200 X 95,200
DYNEGY INC NEW CL A 26816Q101 10,184 351,186 X 351,186
E M C CORP MASS COM 268648102 18,581 1,558,780 X 1,558,780
ENSCO INTL INC COM 26874Q100 844 28,014 X 28,014
EOG RES INC COM 26875P101 1,441 35,525 X 35,525
ESS TECHNOLOGY INC COM 269151106 774 37,300 X 37,300
E TRADE GROUP INC COM 269246104 398 42,272 X 42,272
EARTHLINK INC COM 270321102 112 11,039 X 11,039
EASTMAN CHEM CO COM 277432100 2,688 55,088 X 55,088
EASTMAN KODAK CO COM 277461109 4,988 160,037 X 160,037
EATON CORP COM 278058102 1,808 22,324 X 22,324
EATON VANCE CORP COM NON VTG 278265103 770 19,264 X 19,264
EBAY INC COM 278642103 7,389 130,449 X 130,449
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 1,500 52,951 X 52,951
ECOLAB INC COM 278865100 3,941 86,188 X 86,188
EDISON INTL COM 281020107 3,847 229,651 X 229,651
J D EDWARDS & CO COM 281667105 776 43,000 X 43,000
EDWARDS AG INC COM 281760108 4,442 101,000 X 101,000
EL PASO CORP COM 28336L109 21,894 497,251 X 497,251
ELECTRONIC ARTS INC COM 285512109 3,782 62,210 X 62,210
ELECTRONIC DATA SYS NEW COM 285661104 32,031 552,361 X 552,361
ELECTRONICS FOR IMAGING INC COM 286082102 300 16,400 X 16,400
EMERSON ELEC CO COM 291011104 11,036 192,293 X 192,293
EMULEX CORP COM NEW 292475209 1,645 49,944 X 49,944
ENGELHARD CORP COM 292845104 2,130 68,651 X 68,651
ENGINEERED SUPPORT SYS INC COM 292866100 3,349 72,400 X 72,400
ENTERASYS NETWORKS INC COM 293637104 256 60,516 X 60,516
ENTERGY CORP NEW COM 29364G103 12,016 276,807 X 276,807
ENZON INC COM 293904108 469 10,579 X 10,579
EQUIFAX INC COM 294429105 2,840 94,992 X 94,992
EQUITABLE RES INC COM 294549100 2,673 76,800 X 76,800
EQUITY OFFICE PROPERTIES TRU COM 294741103 4,898 163,313 X 163,313
EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 1,471 51,181 X 51,181
EXELON CORP COM 30161N101 9,577 180,800 X 180,800
EXPEDITORS INTL WASH INC COM 302130109 1,320 21,645 X 21,645
EXPRESS SCRIPTS INC COM 302182100 1,127 19,570 X 19,570
EXTENDED STAY AMER INC COM 30224P101 452 26,000 X 26,000
EXTREME NETWORKS INC COM 30226D106 261 25,060 X 25,060
EXULT INC DEL COM 302284104 219 20,096 X 20,096
EXXON MOBIL CORP COM 30231G102 201,762 4,603,280 X 4,603,280
FLIR SYS INC COM 302445101 4,995 104,600 X 104,600
FPL GROUP INC COM 302571104 4,081 68,538 X 68,538
FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 3,113 108,841 X 108,841
FAMILY DLR STORES INC COM 307000109 3,450 102,947 X 102,947
FASTENAL CO COM 311900104 708 9,394 X 9,394
FEDERAL HOME LN MTG CORP COM 313400301 35,435 559,183 X 559,183
FEDERAL NATL MTG ASSN COM 313586109 53,640 671,503 X 671,503
FEDERATED DEPT STORES INC DE COM 31410H101 3,410 83,470 X 83,470
6
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
FEDERATED INVS INC PA CL B 314211103 3,407 105,329 X 105,329
FEDEX CORP COM 31428X106 9,545 164,291 X 164,291
FERRO CORP COM 315405100 3,044 105,700 X 105,700
FIFTH THIRD BANCORP COM 316773100 25,238 374,007 X 374,007
FINISAR COM 31787A101 331 43,025 X 43,025
FIRST DATA CORP COM 319963104 41,497 475,610 X 475,610
FIRST HEALTH GROUP CORP COM 320960107 712 29,495 X 29,495
FIRST TENN NATL CORP COM 337162101 7,998 228,200 X 228,200
FISERV INC COM 337738108 8,163 177,487 X 177,487
FLAGSTAR BANCORP INC COM 337930101 1,229 52,800 X 52,800
FIRSTENERGY CORP COM 337932107 1,937 56,024 X 56,024
FLEETBOSTON FINL CORP COM 339030108 26,400 754,278 X 754,278
FLUOR CORP NEW COM 343412102 619 15,185 X 15,185
FLOWERS FOODS INC COM 343498101 1,765 69,300 X 69,300
FLOWSERVE CORP COM 34354P105 1,722 53,800 X 53,800
FOOT LOCKER INC COM 344849104 618 38,168 X 38,168
FORD MTR CO DEL COM PAR $0.01 345370860 14,209 861,677 X 861,677
FOREST LABS INC COM 345838106 18,078 221,273 X 221,273
FORTUNE BRANDS INC COM 349631101 11,135 225,533 X 225,533
FOUNDRY NETWORKS INC COM 35063R100 153 21,248 X 21,248
FOX ENTMT GROUP INC CL A 35138T107 2,507 105,989 X 105,989
FRANKLIN RES INC COM 354613101 4,312 102,857 X 102,857
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 957 54,328 X 54,328
GALLAGHER ARTHUR J & CO COM 363576109 687 20,954 X 20,954
GANNETT INC COM 364730101 14,915 195,995 X 195,995
GAP INC DEL COM 364760108 5,495 365,361 X 365,361
GATEWAY INC COM 367626108 348 55,106 X 55,106
GAYLORD ENTMT CO NEW COM 367905106 604 22,700 X 22,700
GEMSTAR-TV GUIDE INTL INC COM 36866W106 405 27,385 X 27,385
GENENTECH INC COM NEW 368710406 3,363 66,660 X 66,660
GENERAL DYNAMICS CORP COM 369550108 10,641 113,262 X 113,262
GENERAL ELEC CO COM 369604103 288,565 7,705,353 X 7,705,353
GENERAL MLS INC COM 370334104 7,935 162,431 X 162,431
GENERAL MTRS CORP COM 370442105 29,397 486,307 X 486,307
GENERAL MTRS CORP CL H NEW 370442832 2,432 147,828 X 147,828
GENTEX CORP COM 371901109 550 18,578 X 18,578
GENUINE PARTS CO COM 372460105 9,571 260,284 X 260,284
GENZYME CORP COM GENL DIV 372917104 5,897 135,046 X 135,046
GEORGIA PAC CORP COM 373298108 4,593 153,360 X 153,360
GILEAD SCIENCES INC COM 375558103 5,730 159,206 X 159,206
GILLETTE CO COM 375766102 18,726 550,603 X 550,603
GLOBAL PMTS INC COM 37940X102 1,400 38,200 X 38,200
GOLDEN WEST FINL CORP DEL COM 381317106 10,790 169,926 X 169,926
GOLDMAN SACHS GROUP INC COM 38141G104 4,919 54,500 X 54,500
GOODRICH CORP COM 382388106 1,426 45,070 X 45,070
GOODYEAR TIRE & RUBR CO COM 382550101 758 29,656 X 29,656
GRAINGER W W INC COM 384802104 1,139 20,260 X 20,260
GRANT PRIDECO INC COM 38821G101 137 10,000 X 10,000
GREAT LAKES CHEM CORP COM 390568103 1,170 41,531 X 41,531
GREENPOINT FINL CORP COM 395384100 210 4,800 X 4,800
GUIDANT CORP COM 401698105 9,249 213,500 X 213,500
HCA INC COM 404119109 6,843 155,241 X 155,241
HCC INS HLDGS INC COM 404132102 456 16,300 X 16,300
HALLIBURTON CO COM 406216101 3,918 229,517 X 229,517
7
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
HANCOCK JOHN FINL SVCS INC COM 41014S106 4,261 111,565 X 111,565
HANOVER COMPRESSOR CO COM 410768105 593 32,972 X 32,972
HARLEY DAVIDSON INC COM 412822108 14,370 260,665 X 260,665
HARRAHS ENTMT INC COM 413619107 1,015 22,927 X 22,927
HARRIS CORP DEL COM 413875105 215 5,982 X 5,982
HARTFORD FINL SVCS GROUP INC COM 416515104 11,260 165,295 X 165,295
HASBRO INC COM 418056107 1,089 68,826 X 68,826
HEALTHSOUTH CORP COM 421924101 1,064 74,135 X 74,135
HEALTH MGMT ASSOC INC NEW CL A 421933102 2,460 118,670 X 118,670
HEINZ H J CO COM 423074103 3,780 91,085 X 91,085
HELMERICH & PAYNE INC COM 423452101 1,247 31,100 X 31,100
HENRY JACK & ASSOC INC COM 426281101 354 15,971 X 15,971
HERCULES INC COM 427056106 335 25,137 X 25,137
HERSHEY FOODS CORP COM 427866108 3,154 46,011 X 46,011
HEWLETT PACKARD CO COM 428236103 10,031 559,135 X 559,135
HIBERNIA CORP CL A 428656102 877 45,900 X 45,900
HILLENBRAND INDS INC COM 431573104 5,140 83,400 X 83,400
HILTON HOTELS CORP COM 432848109 968 67,697 X 67,697
HISPANIC BROADCASTING CORP CL A 43357B104 448 15,392 X 15,392
HOME DEPOT INC COM 437076102 77,151 1,587,146 X 1,587,146
HOMESTORE COM INC COM 437852106 53 19,800 X 19,800
HONEYWELL INTL INC COM 438516106 14,965 391,034 X 391,034
HORMEL FOODS CORP COM 440452100 2,861 104,600 X 104,600
HOST MARRIOTT CORP NEW COM 44107P104 157 13,100 X 13,100
HOUSEHOLD INTL INC COM 441815107 17,171 302,312 X 302,312
HUDSON CITY BANCORP COM 443683107 1,827 56,300 X 56,300
HUMANA INC COM 444859102 431 31,891 X 31,891
HUMAN GENOME SCIENCES INC COM 444903108 1,876 86,095 X 86,095
HUNTINGTON BANCSHARES INC COM 446150104 936 47,491 X 47,491
ICN PHARMACEUTICALS INC NEW COM 448924100 407 12,822 X 12,822
ICOS CORP COM 449295104 1,183 25,719 X 25,719
IDEC PHARMACEUTICALS CORP COM 449370105 8,506 132,288 X 132,288
IMS HEALTH INC COM 449934108 4,083 181,885 X 181,885
ITT INDS INC IND COM 450911102 9,612 152,480 X 152,480
IDEX CORP COM 45167R104 807 21,800 X 21,800
ILLINOIS TOOL WKS INC COM 452308109 5,387 74,458 X 74,458
IMCLONE SYS INC COM 45245W109 374 15,183 X 15,183
IMMUNEX CORP NEW COM 452528102 8,024 265,175 X 265,175
INCO LTD COM 453258402 934 47,729 X 47,729
INDEPENDENCE CMNTY BK CORP COM 453414104 1,660 59,000 X 59,000
INFORMATICA CORP COM 45666Q102 117 16,202 X 16,202
INGRAM MICRO INC CL A 457153104 536 32,400 X 32,400
INHALE THERAPEUTIC SYS INC COM 457191104 117 11,080 X 11,080
INTEGRATED DEVICE TECHNOLOGY COM 458118106 2,208 66,432 X 66,432
INTEL CORP COM 458140100 170,952 5,621,582 X 5,621,582
INTERNATIONAL BUSINESS MACHS COM 459200101 143,584 1,380,614 X 1,380,614
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 3,481 99,529 X 99,529
INTERNATIONAL GAME TECHNOLOG COM 459902102 9,896 158,798 X 158,798
INTL PAPER CO COM 460146103 9,939 231,083 X 231,083
INTERNATIONAL RECTIFIER CORP COM 460254105 713 15,701 X 15,701
INTERNATIONAL SPEEDWAY CORP CL A 460335201 358 7,830 X 7,830
INTERNET SEC SYS INC COM 46060X107 217 9,497 X 9,497
INTERSIL CORP CL A 46069S109 726 25,617 X 25,617
INTERPUBLIC GROUP COS INC COM 460690100 4,659 135,922 X 135,922
8
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
INTERWOVEN INC COM 46114T102 110 21,967 X 21,967
INTUIT COM 461202103 2,345 61,121 X 61,121
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 4,459 84,538 X 84,538
INVITROGEN CORP COM 46185R100 450 13,098 X 13,098
INVESTORS FINL SERVICES CORP COM 461915100 600 7,894 X 7,894
IRON MTN INC PA COM 462846106 714 22,510 X 22,510
ISHARES TR RUSSELL1000VAL 464287598 12,678 219,458 X 219,458
ISHARES TR RUSSELL1000GRW 464287614 3,899 78,500 X 78,500
ITRON INC COM 465741106 1,071 36,000 X 36,000
I2 TECHNOLOGIES INC COM 465754109 349 69,008 X 69,008
IVAX CORP COM 465823102 743 46,275 X 46,275
JDS UNIPHASE CORP COM 46612J101 6,152 1,044,406 X 1,044,406
J P MORGAN CHASE & CO COM 46625H100 29,355 823,419 X 823,419
JABIL CIRCUIT INC COM 466313103 1,503 63,869 X 63,869
JACOBS ENGR GROUP INC DEL COM 469814107 4,196 58,862 X 58,862
JEFFERSON PILOT CORP COM 475070108 1,426 28,480 X 28,480
JOHN NUVEEN CO CL A 478035108 5,708 103,500 X 103,500
JOHNSON & JOHNSON COM 478160104 178,347 2,745,914 X 2,745,914
JOHNSON CTLS INC COM 478366107 11,094 125,631 X 125,631
JONES APPAREL GROUP INC COM 480074103 3,408 97,511 X 97,511
JUNIPER NETWORKS INC COM 48203R104 1,457 115,467 X 115,467
KLA-TENCOR CORP COM 482480100 16,627 250,036 X 250,036
K MART CORP COM 482584109 220 137,400 X 137,400
KPMG CONSULTING INC COM 48265R109 401 19,838 X 19,838
KANSAS CITY SOUTHN INDS INC COM NEW 485170302 717 45,000 X 45,000
KB HOME COM 48666K109 289 6,649 X 6,649
KELLOGG CO COM 487836108 3,540 105,464 X 105,464
KEMET CORP COM 488360108 217 11,200 X 11,200
KERR MCGEE CORP COM 492386107 4,427 70,438 X 70,438
KEYCORP NEW COM 493267108 8,513 319,454 X 319,454
KEYSPAN CORP COM 49337W100 956 26,278 X 26,278
KIMBERLY CLARK CORP COM 494368103 15,249 235,867 X 235,867
KINDER MORGAN INC KANS COM 49455P101 4,887 100,903 X 100,903
KING PHARMACEUTICALS INC COM 495582108 5,109 145,919 X 145,919
KNIGHT RIDDER INC COM 499040103 10,689 155,617 X 155,617
KNIGHT TRADING GROUP INC COM 499063105 110 15,458 X 15,458
KOHLS CORP COM 500255104 25,867 363,551 X 363,551
KRAFT FOODS INC CL A 50075N104 989 25,600 X 25,600
KRISPY KREME DOUGHNUTS INC COM 501014104 419 10,249 X 10,249
KROGER CO COM 501044101 10,611 478,836 X 478,836
KRONOS INC COM 501052104 576 12,250 X 12,250
LNR PPTY CORP COM 501940100 1,098 31,300 X 31,300
LSI LOGIC CORP COM 502161102 1,831 107,695 X 107,695
L-3 COMMUNICATIONS HLDGS INC COM 502424104 4,466 39,871 X 39,871
LABORATORY CORP AMER HLDGS COM NEW 50540R409 2,861 29,842 X 29,842
LABRANCHE & CO INC COM 505447102 334 10,758 X 10,758
LAFARGE NORTH AMERICA INC COM 505862102 1,427 33,000 X 33,000
LAM RESEARCH CORP COM 512807108 3,798 129,549 X 129,549
LANDAUER INC COM 51476K103 1,746 46,000 X 46,000
LATTICE SEMICONDUCTOR CORP COM 518415104 919 52,401 X 52,401
LAUDER ESTEE COS INC CL A 518439104 1,034 30,271 X 30,271
LEAR CORP COM 521865105 1,837 38,600 X 38,600
LEGGETT & PLATT INC COM 524660107 922 37,162 X 37,162
LEHMAN BROS HLDGS INC COM 524908100 21,992 340,230 X 340,230
9
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
LEVEL 3 COMMUNICATIONS INC COM 52729N100 190 53,430 X 53,430
LEXMARK INTL NEW CL A 529771107 7,366 128,816 X 128,816
LIBERTY MEDIA CORP NEW COM SER A 530718105 7,305 577,928 X 577,928
LILLY ELI & CO COM 532457108 52,714 691,780 X 691,780
LIMITED INC COM 532716107 1,990 111,200 X 111,200
LINCARE HLDGS INC COM 532791100 1,160 42,779 X 42,779
LINCOLN NATL CORP IND COM 534187109 1,818 35,833 X 35,833
LINEAR TECHNOLOGY CORP COM 535678106 8,482 191,816 X 191,816
LIZ CLAIBORNE INC COM 539320101 564 19,903 X 19,903
LOCKHEED MARTIN CORP COM 539830109 14,510 251,994 X 251,994
LOEWS CORP COM 540424108 8,816 150,502 X 150,502
LOUISIANA PAC CORP COM 546347105 148 13,802 X 13,802
LOWES COS INC COM 548661107 28,016 644,204 X 644,204
LUBRIZOL CORP COM 549271104 612 17,600 X 17,600
LUCENT TECHNOLOGIES INC COM 549463107 10,726 2,267,668 X 2,267,668
M & T BK CORP COM 55261F104 4,452 55,400 X 55,400
MBIA INC COM 55262C100 8,584 156,960 X 156,960
MBNA CORP COM 55262L100 21,313 552,592 X 552,592
MGIC INVT CORP WIS COM 552848103 3,570 52,163 X 52,163
MACROVISION CORP COM 555904101 271 10,153 X 10,153
MANOR CARE INC NEW COM 564055101 1,427 61,226 X 61,226
MANPOWER INC COM 56418H100 645 16,600 X 16,600
MANUGISTICS GROUP INC COM 565011103 272 12,657 X 12,657
MARATHON OIL CORP COM 565849106 4,175 144,981 X 144,981
MARSH & MCLENNAN COS INC COM 571748102 16,774 148,784 X 148,784
MARSHALL & ILSLEY CORP COM 571834100 4,029 64,739 X 64,739
MARRIOTT INTL INC NEW CL A 571903202 4,989 110,994 X 110,994
MASCO CORP COM 574599106 4,366 159,039 X 159,039
MATTEL INC COM 577081102 7,893 378,732 X 378,732
MAXIM INTEGRATED PRODS INC COM 57772K101 14,802 265,700 X 265,700
MAXTOR CORP COM NEW 577729205 135 19,401 X 19,401
MAY DEPT STORES CO COM 577778103 2,614 75,002 X 75,002
MAYTAG CORP COM 578592107 1,086 24,543 X 24,543
MCCORMICK & CO INC COM NON VTG 579780206 1,811 35,414 X 35,414
MCDATA CORP CL A 580031201 241 20,278 X 20,278
MCDONALDS CORP COM 580135101 12,311 443,650 X 443,650
MCGRAW HILL COS INC COM 580645109 3,800 55,685 X 55,685
MCKESSON CORP COM 58155Q103 5,474 146,244 X 146,244
MEADWESTVACO CORP COM 583334107 4,668 140,826 X 140,826
MEDAREX INC COM 583916101 290 18,006 X 18,006
MEDIA GEN INC CL A 584404107 2,464 38,800 X 38,800
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 449 8,099 X 8,099
MEDIMMUNE INC COM 584699102 7,367 187,309 X 187,309
MEDTRONIC INC COM 585055106 29,646 655,747 X 655,747
MELLON FINL CORP COM 58551A108 9,397 243,516 X 243,516
MENTOR GRAPHICS CORP COM 587200106 337 15,951 X 15,951
MERCK & CO INC COM 589331107 78,329 1,360,356 X 1,360,356
MERCURY INTERACTIVE CORP COM 589405109 2,116 56,190 X 56,190
MEREDITH CORP COM 589433101 371 8,716 X 8,716
MERRILL LYNCH & CO INC COM 590188108 27,638 499,059 X 499,059
METLIFE INC COM 59156R108 11,150 353,966 X 353,966
METROMEDIA FIBER NETWORK INC CL A 591689104 3 30,100 X 30,100
METTLER TOLEDO INTERNATIONAL COM 592688105 354 7,816 X 7,816
MICREL INC COM 594793101 496 19,660 X 19,660
10
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
MICROSOFT CORP COM 594918104 248,663 4,123,076 X 4,123,076
MICROCHIP TECHNOLOGY INC COM 595017104 3,862 92,323 X 92,323
MICROMUSE INC COM 595094103 160 18,210 X 18,210
MICRON TECHNOLOGY INC COM 595112103 6,656 202,316 X 202,316
MILLENNIUM PHARMACEUTICALS I COM 599902103 1,730 77,531 X 77,531
MILLER HERMAN INC COM 600544100 451 18,976 X 18,976
MILLIPORE CORP COM 601073109 803 18,148 X 18,148
MINNESOTA MNG & MFG CO COM 604059105 34,559 300,490 X 300,490
MIRANT CORP COM 604675108 1,806 124,963 X 124,963
MOHAWK INDS INC COM 608190104 2,331 38,800 X 38,800
MOLEX INC COM 608554101 1,427 41,151 X 41,151
MONSANTO CO NEW COM 61166W101 253 8,000 X 8,000
MOODYS CORP COM 615369105 4,167 101,387 X 101,387
MORGAN STANLEY DEAN WITTER&C COM NEW 617446448 37,943 662,069 X 662,069
MOTOROLA INC COM 620076109 19,417 1,367,367 X 1,367,367
MURPHY OIL CORP COM 626717102 5,932 61,788 X 61,788
MYLAN LABS INC COM 628530107 3,656 124,108 X 124,108
NCR CORP NEW COM 62886E108 6,486 144,936 X 144,936
NRG ENERGY INC COM 629377102 137 11,400 X 11,400
NABORS INDS INC COM 629568106 3,164 74,885 X 74,885
NATIONAL CITY CORP COM 635405103 15,379 499,967 X 499,967
NATIONAL COMMERCE FINL CORP COM 63545P104 322 11,600 X 11,600
NATIONAL GRID GROUP PLC SPONSORED ADR 636274102 1,125 34,415 X 34,415
NATIONAL INSTRS CORP COM 636518102 300 7,184 X 7,184
NATIONAL-OILWELL INC COM 637071101 508 20,065 X 20,065
NATIONAL SEMICONDUCTOR CORP COM 637640103 3,062 90,886 X 90,886
NATIONWIDE HEALTH PPTYS INC COM 638620104 1,475 73,200 X 73,200
NAVISTAR INTL CORP NEW COM 63934E108 3,249 73,345 X 73,345
NETWORKS ASSOCS INC COM 640938106 1,144 47,266 X 47,266
NETWORK APPLIANCE INC COM 64120L104 3,385 166,098 X 166,098
NEUBERGER BERMAN INC COM 641234109 1,787 38,148 X 38,148
NEW YORK TIMES CO CL A 650111107 1,361 28,442 X 28,442
NEWELL RUBBERMAID INC COM 651229106 1,590 49,735 X 49,735
NEWFIELD EXPL CO COM 651290108 333 9,000 X 9,000
NEWMONT MINING CORP COM 651639106 4,085 147,517 X 147,517
NEXTEL COMMUNICATIONS INC CL A 65332V103 1,499 278,607 X 278,607
NICOR INC COM 654086107 784 17,219 X 17,219
NIKE INC CL B 654106103 4,372 72,848 X 72,848
99 CENTS ONLY STORES COM 65440K106 1,718 44,800 X 44,800
NISOURCE INC COM 65473P105 2,534 110,421 X 110,421
NOKIA CORP SPONSORED ADR 654902204 6,882 331,800 X 331,800
NOBLE DRILLING CORP COM 655042109 1,941 46,891 X 46,891
NORDSTROM INC COM 655664100 582 23,760 X 23,760
NORFOLK SOUTHERN CORP COM 655844108 1,744 72,836 X 72,836
NORTEL NETWORKS CORP NEW COM 656568102 4,319 961,913 X 961,913
NORTH FORK BANCORPORATION NY COM 659424105 1,753 49,300 X 49,300
NORTHERN TR CORP COM 665859104 3,819 63,527 X 63,527
NORTHROP GRUMMAN CORP COM 666807102 15,167 134,158 X 134,158
NOVELL INC COM 670006105 186 47,853 X 47,853
NOVELLUS SYS INC COM 670008101 4,977 91,930 X 91,930
NSTAR COM 67019E107 1,433 31,600 X 31,600
NUCOR CORP COM 670346105 3,191 49,678 X 49,678
NVIDIA CORP COM 67066G104 7,241 163,237 X 163,237
OSI PHARMACEUTICALS INC COM 671040103 350 8,944 X 8,944
11
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
OCCIDENTAL PETE CORP DEL COM 674599105 7,520 257,964 X 257,964
OCEAN ENERGY INC DEL COM 67481E106 1,453 73,400 X 73,400
OFFICE DEPOT INC COM 676220106 2,643 133,162 X 133,162
OLD REP INTL CORP COM 680223104 217 6,800 X 6,800
OMNICOM GROUP INC COM 681919106 10,467 110,878 X 110,878
ONI SYSTEMS CORP COM 68273F103 114 18,471 X 18,471
OPENWAVE SYS INC COM 683718100 157 24,759 X 24,759
ORACLE CORP COM 68389X105 38,328 2,994,367 X 2,994,367
ORTHODONTIC CTRS AMER INC COM 68750P103 265 9,611 X 9,611
OUTBACK STEAKHOUSE INC COM 689899102 206 5,765 X 5,765
OXFORD HEALTH PLANS INC COM 691471106 1,968 47,096 X 47,096
PG&E CORP COM 69331C108 6,523 276,866 X 276,866
PMC-SIERRA INC COM 69344F106 1,971 121,076 X 121,076
PMI GROUP INC COM 69344M101 6,447 85,100 X 85,100
PNC FINL SVCS GROUP INC COM 693475105 12,319 200,343 X 200,343
PPG INDS INC COM 693506107 2,561 46,646 X 46,646
PPL CORP COM 69351T106 1,820 45,950 X 45,950
PACCAR INC COM 693718108 8,986 122,740 X 122,740
PACIFIC CENTY FINL CORP COM 694058108 3,635 139,500 X 139,500
PACTIV CORP COM 695257105 1,917 95,749 X 95,749
PALL CORP COM 696429307 490 23,939 X 23,939
PALM INC COM 696642107 1,389 348,112 X 348,112
PANAMSAT CORP NEW COM 697933109 233 10,200 X 10,200
PARAMETRIC TECHNOLOGY CORP COM 699173100 661 109,477 X 109,477
PARK PL ENTMT CORP COM 700690100 162 15,400 X 15,400
PARKER HANNIFIN CORP COM 701094104 1,746 34,997 X 34,997
PATINA OIL & GAS CORP COM 703224105 738 23,400 X 23,400
PATTERSON DENTAL CO COM 703412106 535 12,229 X 12,229
PATTERSON UTI ENERGY INC COM 703481101 494 16,612 X 16,612
PAYCHEX INC COM 704326107 7,565 190,557 X 190,557
PENN VA CORP COM 707882106 1,124 28,000 X 28,000
PENNEY J C INC COM 708160106 3,099 149,658 X 149,658
PEOPLESOFT INC COM 712713106 4,782 130,911 X 130,911
PEPSI BOTTLING GROUP INC COM 713409100 7,286 281,643 X 281,643
PEPSIAMERICAS INC COM 71343P200 314 21,800 X 21,800
PEPSICO INC COM 713448108 80,341 1,560,016 X 1,560,016
PEREGRINE SYSTEMS INC COM 71366Q101 399 41,877 X 41,877
PERFORMANCE FOOD GROUP CO COM 713755106 993 30,400 X 30,400
PERKINELMER INC COM 714046109 1,312 70,938 X 70,938
PFIZER INC COM 717081103 194,717 4,899,776 X 4,899,776
PHARMACEUTICAL PROD DEV INC COM 717124101 332 9,514 X 9,514
PHARMACIA CORP COM 71713U102 37,993 842,799 X 842,799
PHELPS DODGE CORP COM 717265102 724 17,199 X 17,199
PHILADELPHIA SUBN CORP COM PAR $0.50 718009608 300 12,750 X 12,750
PHILIP MORRIS COS INC COM 718154107 83,155 1,578,785 X 1,578,785
PHILLIPS PETE CO COM 718507106 17,082 272,000 X 272,000
PINNACLE WEST CAP CORP COM 723484101 15,816 348,754 X 348,754
PITNEY BOWES INC COM 724479100 2,189 51,152 X 51,152
PIXAR COM 725811103 1,104 30,000 X 30,000
PLACER DOME INC COM 725906101 531 43,385 X 43,385
PLANTRONICS INC NEW COM 727493108 1,324 63,300 X 63,300
PLUM CREEK TIMBER CO INC COM 729251108 3,617 121,759 X 121,759
POGO PRODUCING CO COM 730448107 212 6,700 X 6,700
POLO RALPH LAUREN CORP CL A 731572103 344 11,800 X 11,800
12
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
POLYCOM INC COM 73172K104 1,085 44,095 X 44,095
POPULAR INC COM 733174106 973 33,300 X 33,300
POTASH CORP SASK INC COM 73755L107 1,175 18,000 X 18,000
POWER-ONE INC COM 739308104 204 24,992 X 24,992
PRAXAIR INC COM 74005P104 8,004 133,854 X 133,854
PRICE T ROWE GROUP INC COM 74144T108 869 22,313 X 22,313
PRIDE INTL INC DEL COM 74153Q102 354 22,279 X 22,279
PRIMEDIA INC COM 74157K101 193 60,902 X 60,902
PROCTER & GAMBLE CO COM 742718109 88,936 987,196 X 987,196
PROGRESS ENERGY INC COM 743263105 4,153 83,003 X 83,003
PROGRESSIVE CORP OHIO COM 743315103 7,112 42,686 X 42,686
PROTEIN DESIGN LABS INC COM 74369L103 372 21,744 X 21,744
PROVIDIAN FINL CORP COM 74406A102 1,666 220,668 X 220,668
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,780 38,869 X 38,869
PUBLIC STORAGE INC COM 74460D109 1,862 50,300 X 50,300
PULTE HOMES INC COM 745867101 503 10,520 X 10,520
QLOGIC CORP COM 747277101 6,412 129,481 X 129,481
QUALCOMM INC COM 747525103 24,158 641,823 X 641,823
QUANTUM CORP COM DSSG 747906204 1,640 206,000 X 206,000
QUEST DIAGNOSTICS INC COM 74834L100 4,734 57,138 X 57,138
QUEST SOFTWARE INC COM 74834T103 179 11,827 X 11,827
QUESTAR CORP COM 748356102 941 36,600 X 36,600
QUINTILES TRANSNATIONAL CORP COM 748767100 570 32,124 X 32,124
QWEST COMMUNICATIONS INTL IN COM 749121109 4,700 571,806 X 571,806
RSA SEC INC COM 749719100 704 78,246 X 78,246
RF MICRODEVICES INC COM 749941100 589 32,928 X 32,928
RADIAN GROUP INC COM 750236101 6,061 123,500 X 123,500
RADIOSHACK CORP COM 750438103 2,096 69,765 X 69,765
RATIONAL SOFTWARE CORP COM NEW 75409P202 1,165 73,608 X 73,608
RAYTHEON CO COM NEW 755111507 3,003 73,154 X 73,154
REALNETWORKS INC COM 75605L104 154 21,972 X 21,972
REDBACK NETWORKS INC COM 757209101 110 32,432 X 32,432
REEBOK INTL LTD COM 758110100 289 10,683 X 10,683
REGIONS FINL CORP COM 758940100 4,378 127,450 X 127,450
RELIANT ENERGY INC COM 75952J108 1,452 56,295 X 56,295
RESMED INC COM 761152107 880 21,918 X 21,918
RETEK INC COM 76128Q109 1,568 59,730 X 59,730
REYNOLDS & REYNOLDS CO CL A 761695105 1,017 33,900 X 33,900
REYNOLDS R J TOB HLDGS INC COM 76182K105 1,412 21,800 X 21,800
RITE AID CORP COM 767754104 231 66,721 X 66,721
RIVERSTONE NETWORKS INC COM 769320102 146 24,284 X 24,284
ROBERT HALF INTL INC COM 770323103 1,810 61,314 X 61,314
ROCKWELL AUTOMATION INC COM 773903109 1,635 81,482 X 81,482
ROCKWELL COLLINS INC COM 774341101 1,314 52,104 X 52,104
ROHM & HAAS CO COM 775371107 5,635 133,320 X 133,320
ROSS STORES INC COM 778296103 3,461 91,500 X 91,500
ROWAN COS INC COM 779382100 752 32,643 X 32,643
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 20,117 370,341 X 370,341
RYDER SYS INC COM 783549108 237 8,016 X 8,016
SBC COMMUNICATIONS INC COM 78387G103 85,137 2,273,956 X 2,273,956
SEI INVESTMENTS CO COM 784117103 995 23,248 X 23,248
SPS TECHNOLOGIES INC COM 784626103 758 17,900 X 17,900
SPX CORP COM 784635104 2,362 16,683 X 16,683
SABRE HLDGS CORP CL A 785905100 2,372 50,772 X 50,772
13
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
SAFECO CORP COM 786429100 775 24,182 X 24,182
SAFEWAY INC COM NEW 786514208 15,493 344,126 X 344,126
ST JUDE MED INC COM 790849103 12,285 159,231 X 159,231
ST PAUL COS INC COM 792860108 3,755 81,906 X 81,906
SANDISK CORP COM 80004C101 246 11,358 X 11,358
SANMINA SCI CORP COM 800907107 2,402 204,412 X 204,412
SAPIENT CORP COM 803062108 79 16,694 X 16,694
SARA LEE CORP COM 803111103 5,866 282,544 X 282,544
SCANA CORP NEW COM 80589M102 1,206 39,400 X 39,400
SCHERING PLOUGH CORP COM 806605101 31,683 1,012,229 X 1,012,229
SCHLUMBERGER LTD COM 806857108 8,886 151,070 X 151,070
SCHWAB CHARLES CORP NEW COM 808513105 10,320 788,381 X 788,381
SCIENTIFIC ATLANTA INC COM 808655104 3,010 130,288 X 130,288
SCRIPPS E W CO OHIO CL A 811054204 1,256 15,300 X 15,300
SEALED AIR CORP NEW COM 81211K100 1,454 30,891 X 30,891
SEARS ROEBUCK & CO COM 812387108 17,607 343,426 X 343,426
SEMTECH CORP COM 816850101 5,131 140,580 X 140,580
SEMPRA ENERGY COM 816851109 1,088 43,278 X 43,278
SEPRACOR INC COM 817315104 723 37,263 X 37,263
SERVICE CORP INTL COM 817565104 88 16,600 X 16,600
SERVICEMASTER CO COM 81760N109 235 17,100 X 17,100
SHAW GROUP INC COM 820280105 272 9,892 X 9,892
SHERWIN WILLIAMS CO COM 824348106 2,891 101,508 X 101,508
SICOR INC COM 825846108 240 14,040 X 14,040
SIEBEL SYS INC COM 826170102 9,618 294,932 X 294,932
SIGMA ALDRICH CORP COM 826552101 1,667 35,493 X 35,493
SIMON PPTY GROUP INC NEW COM 828806109 238 7,300 X 7,300
SKYWEST INC COM 830879102 253 10,145 X 10,145
SMITH INTL INC COM 832110100 835 12,320 X 12,320
SMITHFIELD FOODS INC COM 832248108 1,375 52,700 X 52,700
SNAP ON INC COM 833034101 373 10,951 X 10,951
SOLECTRON CORP COM 834182107 2,231 286,086 X 286,086
SOLUTIA INC COM 834376105 282 32,377 X 32,377
SONUS NETWORKS INC COM 835916107 99 37,864 X 37,864
SOUTHERN CO COM 842587107 9,058 341,950 X 341,950
SOUTHTRUST CORP COM 844730101 15,673 593,662 X 593,662
SOUTHWEST AIRLS CO COM 844741108 13,371 691,021 X 691,021
SOUTHWEST GAS CORP COM 844895102 1,540 61,600 X 61,600
SOVEREIGN BANCORP INC COM 845905108 198 14,100 X 14,100
SOVRAN SELF STORAGE INC COM 84610H108 2,763 87,900 X 87,900
SPRINT CORP COM FON GROUP 852061100 4,836 316,313 X 316,313
SPRINT CORP PCS COM SER 1 852061506 5,453 529,903 X 529,903
STANLEY WKS COM 854616109 2,173 46,979 X 46,979
STAPLES INC COM 855030102 3,079 154,175 X 154,175
STARBUCKS CORP COM 855244109 4,457 192,703 X 192,703
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 1,408 37,430 X 37,430
STATE STR CORP COM 857477103 6,064 109,498 X 109,498
STILWELL FINL INC COM 860831106 1,084 44,277 X 44,277
STORAGENETWORKS INC COM 86211E103 51 14,607 X 14,607
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 2,986 139,279 X 139,279
STRYKER CORP COM 863667101 6,231 103,274 X 103,274
SUN MICROSYSTEMS INC COM 866810104 21,502 2,437,826 X 2,437,826
SUNGARD DATA SYS INC COM 867363103 5,280 160,131 X 160,131
SUNOCO INC COM 86764P109 3,462 86,526 X 86,526
14
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
SUNTRUST BKS INC COM 867914103 16,807 251,864 X 251,864
SUPERVALU INC COM 868536103 2,232 86,517 X 86,517
SYBASE INC COM 871130100 390 22,311 X 22,311
SYCAMORE NETWORKS INC COM 871206108 79 19,900 X 19,900
SYMANTEC CORP COM 871503108 1,440 34,947 X 34,947
SYMBOL TECHNOLOGIES INC COM 871508107 975 86,760 X 86,760
SYNOPSYS INC COM 871607107 3,892 70,565 X 70,565
SYNOVUS FINL CORP COM 87161C105 4,230 138,782 X 138,782
SYSCO CORP COM 871829107 10,327 346,311 X 346,311
TCF FINL CORP COM 872275102 6,024 114,500 X 114,500
TECO ENERGY INC COM 872375100 757 26,438 X 26,438
TJX COS INC NEW COM 872540109 16,096 402,300 X 402,300
TRW INC COM 872649108 1,162 22,586 X 22,586
TMP WORLDWIDE INC COM 872941109 1,198 34,749 X 34,749
TXU CORP COM 873168108 17,287 317,129 X 317,129
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 5,105 246,000 X 246,000
TALBOTS INC COM 874161102 350 9,874 X 9,874
TARGET CORP COM 87612E106 26,461 613,665 X 613,665
TECH DATA CORP COM 878237106 1,886 41,098 X 41,098
TEKELEC COM 879101103 132 11,511 X 11,511
TEKTRONIX INC COM 879131100 404 17,056 X 17,056
TELEFLEX INC COM 879369106 836 15,300 X 15,300
TELEPHONE & DATA SYS INC COM 879433100 6,447 73,052 X 73,052
TELLABS INC COM 879664100 2,068 197,543 X 197,543
TEMPLE INLAND INC COM 879868107 943 16,620 X 16,620
TENET HEALTHCARE CORP COM 88033G100 26,807 399,986 X 399,986
TERADYNE INC COM 880770102 5,033 127,637 X 127,637
TEXAS INSTRS INC COM 882508104 38,509 1,163,408 X 1,163,408
TEXTRON INC COM 883203101 2,308 45,164 X 45,164
THERMO ELECTRON CORP COM 883556102 987 47,592 X 47,592
THOMAS INDS INC COM 884425109 1,053 36,000 X 36,000
3COM CORP COM 885535104 271 44,307 X 44,307
TIBCO SOFTWARE INC COM 88632Q103 164 13,967 X 13,967
TIDEWATER INC COM 886423102 445 10,500 X 10,500
TIFFANY & CO NEW COM 886547108 2,034 57,215 X 57,215
TIMBERLAND CO CL A 887100105 215 5,100 X 5,100
TIME WARNER TELECOM INC CL A 887319101 108 17,818 X 17,818
TOOTSIE ROLL INDS INC COM 890516107 616 13,390 X 13,390
TORCHMARK CORP COM 891027104 7,792 193,407 X 193,407
TOTAL SYS SVCS INC COM 891906109 371 14,762 X 14,762
TOYS R US INC COM 892335100 2,463 137,141 X 137,141
TRANSKARYOTIC THERAPIES INC COM 893735100 1,184 27,500 X 27,500
TRANSMETA CORP DEL COM 89376R109 93 23,913 X 23,913
TRIAD HOSPITALS INC COM 89579K109 262 7,632 X 7,632
TRICON GLOBAL RESTAURANTS COM 895953107 3,948 67,171 X 67,171
TRIBUNE CO NEW COM 896047107 3,844 84,561 X 84,561
TRIQUINT SEMICONDUCTOR INC COM 89674K103 237 19,700 X 19,700
TRUSTMARK CORP COM 898402102 1,601 63,400 X 63,400
TYCO INTL LTD NEW COM 902124106 19,735 610,614 X 610,614
TYSON FOODS INC CL A 902494103 158 12,681 X 12,681
UST INC COM 902911106 13,455 345,617 X 345,617
US BANCORP DEL COM NEW 902973304 9,309 412,472 X 412,472
USA NETWORKS INC COM 902984103 788 24,800 X 24,800
USA ED INC COM 90390U102 21,476 219,594 X 219,594
15
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
UNILEVER N V N Y SHS NEW 904784709 10,611 186,813 X 186,813
UNION PAC CORP COM 907818108 8,539 137,423 X 137,423
UNION PLANTERS CORP COM 908068109 3,144 66,352 X 66,352
UNIONBANCAL CORP COM 908906100 11,745 266,800 X 266,800
UNISYS CORP COM 909214108 809 64,059 X 64,059
UNITED PARCEL SERVICE INC CL B 911312106 4,180 68,753 X 68,753
UNITED STATES CELLULAR CORP COM 911684108 1,074 26,200 X 26,200
US AIRWAYS GROUP INC COM 911905107 104 16,089 X 16,089
UNITED STATES STL CORP NEW COM 912909108 381 20,986 X 20,986
UNITED TECHNOLOGIES CORP COM 913017109 28,320 381,668 X 381,668
UNITEDHEALTH GROUP INC COM 91324P102 22,999 300,960 X 300,960
UNITRIN INC COM 913275103 3,393 84,400 X 84,400
UNIVERSAL HLTH SVCS INC CL B 913903100 4,511 109,355 X 109,355
UNIVISION COMMUNICATIONS INC CL A 914906102 2,906 69,186 X 69,186
UNOCAL CORP COM 915289102 1,793 46,026 X 46,026
UNUMPROVIDENT CORP COM 91529Y106 1,234 44,183 X 44,183
V F CORP COM 918204108 1,832 42,363 X 42,363
VALERO ENERGY CORP NEW COM 91913Y100 302 6,100 X 6,100
VALLEY NATL BANCORP COM 919794107 2,128 60,600 X 60,600
VALSPAR CORP COM 920355104 2,259 48,000 X 48,000
VARCO INTL INC DEL COM 922122106 302 15,001 X 15,001
VARIAN MED SYS INC COM 92220P105 3,309 80,905 X 80,905
VECTREN CORP COM 92240G101 1,274 49,600 X 49,600
VERISIGN INC COM 92343E102 1,561 57,801 X 57,801
VERIZON COMMUNICATIONS COM 92343V104 80,254 1,740,877 X 1,740,877
VERITAS SOFTWARE CO COM 923436109 15,749 359,313 X 359,313
VERTEX PHARMACEUTICALS INC COM 92532F100 511 18,339 X 18,339
VIAD CORP COM 92552R109 207 7,400 X 7,400
VIACOM INC CL A 925524100 4,622 95,100 X 95,100
VIACOM INC CL B 925524308 43,638 902,173 X 902,173
VIGNETTE CORP COM 926734104 121 35,035 X 35,035
VISTEON CORP COM 92839U107 408 24,626 X 24,626
VITESSE SEMICONDUCTOR CORP COM 928497106 891 90,961 X 90,961
VIVENDI UNIVERSAL SPON ADR NEW 92851S204 466 12,100 X 12,100
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 201 10,900 X 10,900
VULCAN MATLS CO COM 929160109 3,597 75,661 X 75,661
WACHOVIA CORP 2ND NEW COM 929903102 15,938 429,817 X 429,817
WADDELL & REED FINL INC CL A 930059100 691 22,670 X 22,670
WAL MART STORES INC COM 931142103 171,499 2,797,699 X 2,797,699
WALGREEN CO COM 931422109 28,263 721,173 X 721,173
WASHINGTON MUT INC COM 939322103 23,610 712,661 X 712,661
WASHINGTON POST CO CL B 939640108 728 1,200 X 1,200
WASTE MGMT INC DEL COM 94106L109 9,991 366,653 X 366,653
WATERS CORP COM 941848103 2,171 77,614 X 77,614
WATSON PHARMACEUTICALS INC COM 942683103 1,217 44,910 X 44,910
WEATHERFORD INTL INC COM 947074100 3,112 65,327 X 65,327
WEBMD CORP COM 94769M105 249 32,433 X 32,433
WELLPOINT HEALTH NETWORK NEW COM 94973H108 7,620 119,681 X 119,681
WELLS FARGO & CO NEW COM 949746101 28,726 581,493 X 581,493
WENDYS INTL INC COM 950590109 651 18,618 X 18,618
WESTERN WIRELESS CORP CL A 95988E204 141 16,181 X 16,181
WESTWOOD ONE INC COM 961815107 3,524 91,900 X 91,900
WEYERHAEUSER CO COM 962166104 5,738 91,287 X 91,287
WHIRLPOOL CORP COM 963320106 3,826 50,643 X 50,643
16
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
WHOLE FOODS MKT INC COM 966837106 5,641 123,458 X 123,458
WILLIAMS COS INC DEL COM 969457100 4,249 180,364 X 180,364
WILLIAMS SONOMA INC COM 969904101 505 10,982 X 10,982
WIND RIVER SYSTEMS INC COM 973149107 213 15,676 X 15,676
WINN DIXIE STORES INC COM 974280109 396 24,666 X 24,666
WISCONSIN ENERGY CORP COM 976657106 10,764 432,650 X 432,650
WORLDCOM INC GA NEW WRLDCOM GP COM 98157D106 8,510 1,262,623 X 1,262,623
WORLDCOM INC GA NEW MCI GROUP COM 98157D304 230 38,902 X 38,902
WORTHINGTON INDS INC COM 981811102 818 53,283 X 53,283
WRIGLEY WM JR CO COM 982526105 4,283 80,335 X 80,335
WYETH COM 983024100 59,370 904,340 X 904,340
XTO ENERGY CORP COM 98385X106 1,246 62,136 X 62,136
XCEL ENERGY INC COM 98389B100 8,478 334,446 X 334,446
XILINX INC COM 983919101 6,238 156,497 X 156,497
XEROX CORP COM 984121103 3,132 291,334 X 291,334
YAHOO INC COM 984332106 3,997 216,390 X 216,390
ZEBRA TECHNOLOGIES CORP CL A 989207105 3,489 64,500 X 64,500
ZIMMER HLDGS INC COM 98956P102 2,217 65,103 X 65,103
ZIONS BANCORPORATION COM 989701107 1,027 17,323 X 17,323
GRAND TOTAL 7,356,842
17