UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2002
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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.
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Address: 695 Main Street, 6th Floor
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Stamford, Connecticut 06901
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Form 13F File Number: 28-04063
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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
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Title: Vice President-Operations
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Phone: 203 965-3726
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Signature, Place, and Date of Signing:
/S/ Stamford, Connecticut 10/29/02
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[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
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Form 13F Information Table Entry Total: 906
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Form 13F Information Table Value Total: $5,190,163
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(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
FORM 13F INFORMATION TABLE
VERIZON INVESTMENT MANAGEMENT CORP.
FORM 13F - SOLE INSTR V. NONE AUTHORITY
SEPTEMBER 30, 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 948 32,005 X 32,005
COOPER INDS LTD CL A G24182100 1,121 36,930 X 36,930
FRESH DEL MONTE PRODUCE INC ORD G36738105 2,687 105,000 X 105,000
GLOBALSANTAFE CORP SHS G3930E101 380 17,022 X 17,022
INGERSOLL-RAND COMPANY LTD CL A G4776G101 2,304 66,904 X 66,904
NABORS INDUSTRIES LTD SHS G6359F103 786 23,994 X 23,994
NOBLE CORPORATION SHS G65422100 732 23,623 X 23,623
TRANSOCEAN INC ORD G90078109 810 38,937 X 38,937
WEATHERFORD INTERNATIONAL LT COM G95089101 969 26,100 X 26,100
WHITE MTNS INS GROUP LTD COM G9618E107 295 1,000 X 1,000
XL CAP LTD CL A G98255105 2,015 27,410 X 27,410
A D C TELECOMMUNICATIONS COM 000886101 227 197,701 X 197,701
AFLAC INC COM 001055102 9,797 319,215 X 319,215
AGCO CORP COM 001084102 1,224 52,760 X 52,760
AGL RES INC COM 001204106 552 25,000 X 25,000
AES CORP COM 00130H105 344 137,149 X 137,149
AMR CORP COM 001765106 119 28,376 X 28,376
AOL TIME WARNER INC COM 00184A105 28,708 2,453,646 X 2,453,646
AT&T CORP COM 001957109 24,454 2,036,128 X 2,036,128
AT & T CDA INC DEPS RCPT CL B 00207Q202 1,366 42,600 X 42,600
AT&T WIRELESS SVCS INC COM 00209A106 4,079 989,935 X 989,935
ABBOTT LABS COM 002824100 42,919 1,062,342 X 1,062,342
ABERCROMBIE & FITCH CO CL A 002896207 441 22,406 X 22,406
ACCREDO HEALTH INC COM 00437V104 310 6,506 X 6,506
ACTIVISION INC NEW COM NEW 004930202 3,066 128,114 X 128,114
ACXIOM CORP COM 005125109 196 13,827 X 13,827
ADAPTEC INC COM 00651F108 66 15,078 X 15,078
ADOBE SYS INC COM 00724F101 2,356 123,361 X 123,361
ADVANCED FIBRE COMMUNICATION COM 00754A105 158 11,917 X 11,917
ADVANCEPCS COM 00790K109 488 21,660 X 21,660
ADVANCED MICRO DEVICES INC COM 007903107 549 102,799 X 102,799
ADVENT SOFTWARE INC COM 007974108 129 11,243 X 11,243
AETNA INC NEW COM 00817Y108 2,101 58,681 X 58,681
AFFILIATED COMPUTER SERVICES CL A 008190100 7,157 168,196 X 168,196
AFFYMETRIX INC COM 00826T108 233 11,222 X 11,222
AGERE SYS INC CL B 00845V209 320 323,659 X 323,659
AGILENT TECHNOLOGIES INC COM 00846U101 1,579 120,922 X 120,922
AIR PRODS & CHEMS INC COM 009158106 6,415 152,691 X 152,691
ALBEMARLE CORP COM 012653101 1,008 39,873 X 39,873
ALBERTO CULVER CO CL B CONV 013068101 3,735 76,178 X 76,178
ALBERTSONS INC COM 013104104 5,103 211,222 X 211,222
ALCOA INC COM 013817101 10,279 532,599 X 532,599
ALLEGHENY ENERGY INC COM 017361106 485 37,004 X 37,004
ALLEGHENY TECHNOLOGIES INC COM 01741R102 103 14,817 X 14,817
ALLERGAN INC COM 018490102 2,628 48,302 X 48,302
ALLIANCE DATA SYSTEMS CORP COM 018581108 168 11,076 X 11,076
ALLIANT TECHSYSTEMS INC COM 018804104 4,782 69,049 X 69,049
ALLIED CAP CORP NEW COM 01903Q108 423 19,317 X 19,317
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 368 50,015 X 50,015
ALLSTATE CORP COM 020002101 21,128 594,327 X 594,327
ALLTEL CORP COM 020039103 9,291 231,525 X 231,525
ALTERA CORP COM 021441100 1,471 169,662 X 169,662
AMAZON COM INC COM 023135106 2,283 143,289 X 143,289
AMBAC FINL GROUP INC COM 023139108 8,317 154,331 X 154,331
AMERADA HESS CORP COM 023551104 5,927 87,318 X 87,318
AMEREN CORP COM 023608102 3,013 72,353 X 72,353
AMERICAN AXLE & MFG HLDGS IN COM 024061103 1,022 40,911 X 40,911
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 133 11,065 X 11,065
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 ELEC PWR INC COM 025537101 3,964 139,037 X 139,037
AMERICAN EXPRESS CO COM 025816109 21,665 694,825 X 694,825
AMERICAN GREETINGS CORP CL A 026375105 197 12,205 X 12,205
AMERICAN INTL GROUP INC COM 026874107 74,361 1,359,429 X 1,359,429
AMERICAN NATL INS CO COM 028591105 1,141 16,529 X 16,529
AMERICAN PWR CONVERSION CORP COM 029066107 359 37,533 X 37,533
AMERICAN STD COS INC DEL COM 029712106 3,597 56,541 X 56,541
AMERICAN WTR WKS INC COM 030411102 4,565 102,213 X 102,213
AMERICREDIT CORP COM 03060R101 129 15,939 X 15,939
AMERISOURCEBERGEN CORP COM 03073E105 6,972 97,620 X 97,620
AMETEK INC NEW COM 031100100 1,273 43,700 X 43,700
AMGEN INC COM 031162100 36,846 883,591 X 883,591
AMKOR TECHNOLOGY INC COM 031652100 34 14,283 X 14,283
AMPHENOL CORP NEW CL A 032095101 2,156 69,560 X 69,560
AMSOUTH BANCORPORATION COM 032165102 3,429 165,340 X 165,340
ANADARKO PETE CORP COM 032511107 4,410 99,008 X 99,008
ANALOG DEVICES INC COM 032654105 3,557 180,542 X 180,542
ANDREW CORP COM 034425108 240 36,666 X 36,666
ANDRX GROUP COM 034553107 312 14,081 X 14,081
ANHEUSER BUSCH COS INC COM 035229103 35,657 704,684 X 704,684
ANNTAYLOR STORES CORP COM 036115103 902 39,150 X 39,150
ANSYS INC COM 03662Q105 283 16,400 X 16,400
ANTHEM INC COM 03674B104 4,604 70,824 X 70,824
AON CORP COM 037389103 977 47,687 X 47,687
APACHE CORP COM 037411105 5,877 98,851 X 98,851
APOGENT TECHNOLOGIES INC COM 03760A101 278 14,900 X 14,900
APOLLO GROUP INC CL A 037604105 11,602 267,140 X 267,140
APOLLO GROUP INC COM UNV PHOENX 037604204 444 13,812 X 13,812
APPLE COMPUTER INC COM 037833100 1,958 135,049 X 135,049
APPLEBEES INTL INC COM 037899101 1,848 84,323 X 84,323
APPLERA CORP COM AP BIO GRP 038020103 1,469 80,299 X 80,299
APPLIED MICRO CIRCUITS CORP COM 03822W109 226 78,850 X 78,850
APPLIED MATLS INC COM 038222105 15,551 1,346,443 X 1,346,443
ARCHER DANIELS MIDLAND CO COM 039483102 2,180 174,237 X 174,237
ARCHSTONE SMITH TR COM 039583109 256 10,740 X 10,740
ARROW ELECTRS INC COM 042735100 439 34,733 X 34,733
ARVINMERITOR INC COM 043353101 616 32,923 X 32,923
ASHLAND INC COM 044204105 695 25,949 X 25,949
ASSOCIATED BANC CORP COM 045487105 1,892 59,639 X 59,639
ATMEL CORP COM 049513104 75 71,181 X 71,181
AUTODESK INC COM 052769106 330 26,023 X 26,023
AUTOLIV INC COM 052800109 1,022 48,480 X 48,480
AUTOMATIC DATA PROCESSING IN COM 053015103 8,710 250,493 X 250,493
AUTONATION INC COM 05329W102 140 12,125 X 12,125
AUTOZONE INC COM 053332102 6,571 83,327 X 83,327
AVAYA INC COM 053499109 105 73,350 X 73,350
AVERY DENNISON CORP COM 053611109 8,761 153,751 X 153,751
AVID TECHNOLOGY INC COM 05367P100 337 32,700 X 32,700
AVNET INC COM 053807103 973 90,187 X 90,187
AVON PRODS INC COM 054303102 5,695 123,538 X 123,538
AZTAR CORP COM 054802103 448 33,900 X 33,900
BB&T CORP COM 054937107 3,071 87,643 X 87,643
BISYS GROUP INC COM 055472104 1,445 86,494 X 86,494
BJS WHOLESALE CLUB INC COM 05548J106 301 15,831 X 15,831
BJ SVCS CO COM 055482103 3,037 116,811 X 116,811
BMC SOFTWARE INC COM 055921100 863 66,013 X 66,013
BAKER HUGHES INC COM 057224107 4,450 153,292 X 153,292
BALL CORP COM 058498106 6,754 134,034 X 134,034
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 OF AMERICA CORPORATION COM 060505104 86,906 1,362,170 X 1,362,170
BANK HAWAII CORP COM 062540109 3,031 108,652 X 108,652
BANK NEW YORK INC COM 064057102 5,018 174,584 X 174,584
BANK ONE CORP COM 06423A103 27,721 741,204 X 741,204
BANKNORTH GROUP INC NEW COM 06646R107 8,252 347,465 X 347,465
BARD C R INC COM 067383109 1,673 30,632 X 30,632
BARR LABS INC COM 068306109 2,019 32,411 X 32,411
BAUSCH & LOMB INC COM 071707103 318 9,583 X 9,583
BAXTER INTL INC COM 071813109 11,000 360,071 X 360,071
BEA SYS INC COM 073325102 416 80,270 X 80,270
BEAR STEARNS COS INC COM 073902108 12,414 220,111 X 220,111
BECKMAN COULTER INC COM 075811109 5,429 140,272 X 140,272
BECTON DICKINSON & CO COM 075887109 3,016 106,201 X 106,201
BED BATH & BEYOND INC COM 075896100 5,183 159,132 X 159,132
BELLSOUTH CORP COM 079860102 18,416 1,003,073 X 1,003,073
BELO CORP COM SER A 080555105 991 45,270 X 45,270
BEMIS INC COM 081437105 2,455 49,703 X 49,703
BERKSHIRE HATHAWAY INC DEL CL A 084670108 8,203 111 X 111
BEST BUY INC COM 086516101 4,501 201,755 X 201,755
BIG LOTS INC COM 089302103 499 31,526 X 31,526
BIOGEN INC COM 090597105 1,499 51,198 X 51,198
BIOMET INC COM 090613100 2,459 92,340 X 92,340
BLACK & DECKER CORP COM 091797100 1,129 26,929 X 26,929
BLACKROCK INC CL A 09247X101 2,666 64,373 X 64,373
BLOCK H & R INC COM 093671105 10,438 248,473 X 248,473
BLOCKBUSTER INC CL A 093679108 801 32,302 X 32,302
BOEING CO COM 097023105 18,267 535,216 X 535,216
BOISE CASCADE CORP COM 097383103 464 20,362 X 20,362
BORG WARNER INC COM 099724106 3,695 74,433 X 74,433
BOSTON SCIENTIFIC CORP COM 101137107 6,858 217,296 X 217,296
BOWATER INC COM 102183100 1,611 45,646 X 45,646
BRINKER INTL INC COM 109641100 2,475 95,574 X 95,574
BRISTOL MYERS SQUIBB CO COM 110122108 20,552 863,520 X 863,520
BROADCOM CORP CL A 111320107 800 74,920 X 74,920
BROCADE COMMUNICATIONS SYS I COM 111621108 396 52,629 X 52,629
BROWN & BROWN INC COM 115236101 482 16,065 X 16,065
BROWN FORMAN CORP CL B 115637209 2,603 38,873 X 38,873
BRUNSWICK CORP COM 117043109 347 16,482 X 16,482
BURLINGTON NORTHN SANTA FE C COM 12189T104 5,988 250,329 X 250,329
BURLINGTON RES INC COM 122014103 1,673 43,602 X 43,602
CDW COMPUTER CTRS INC COM 125129106 1,885 44,507 X 44,507
C H ROBINSON WORLDWIDE INC COM 12541W100 535 19,805 X 19,805
CIGNA CORP COM 125509109 11,706 165,458 X 165,458
CMS ENERGY CORP COM 125896100 673 83,456 X 83,456
CSG SYS INTL INC COM 126349109 148 13,535 X 13,535
CSX CORP COM 126408103 1,028 38,961 X 38,961
CVS CORP COM 126650100 2,879 113,585 X 113,585
CABOT CORP COM 127055101 561 26,732 X 26,732
CACI INTL INC CL A 127190304 1,726 48,700 X 48,700
CADENCE DESIGN SYSTEM INC COM 127387108 1,742 171,327 X 171,327
CALPINE CORP COM 131347106 266 107,747 X 107,747
CAMPBELL SOUP CO COM 134429109 1,406 63,685 X 63,685
CANADIAN NATL RY CO COM 136375102 1,191 31,900 X 31,900
CAPITAL ONE FINL CORP COM 14040H105 6,190 177,273 X 177,273
CARDINAL HEALTH INC COM 14149Y108 21,905 352,171 X 352,171
CAREER EDUCATION CORP COM 141665109 1,754 36,532 X 36,532
CAREMARK RX INC COM 141705103 1,241 73,005 X 73,005
CARLISLE COS INC COM 142339100 1,742 47,500 X 47,500
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
-------------- -------------- ------ ------------ --------- ---- -------- ------ --------- ---- ------ ----
CARNIVAL CORP COM 143658102 2,459 97,983 X 97,983
CATALINA MARKETING CORP COM 148867104 496 17,672 X 17,672
CATELLUS DEV CORP COM 149111106 282 15,277 X 15,277
CATERPILLAR INC DEL COM 149123101 7,330 196,941 X 196,941
CELGENE CORP COM 151020104 283 16,813 X 16,813
CENDANT CORP COM 151313103 4,294 399,054 X 399,054
CENTEX CORP COM 152312104 1,530 34,500 X 34,500
CENTURYTEL INC COM 156700106 3,944 175,832 X 175,832
CEPHALON INC COM 156708109 714 17,490 X 17,490
CERIDIAN CORP NEW COM 156779100 538 37,748 X 37,748
CERNER CORP COM 156782104 474 13,475 X 13,475
CERTEGY INC COM 156880106 284 14,117 X 14,117
CHARLES RIV LABS INTL INC COM 159864107 385 9,820 X 9,820
CHARTER ONE FINL INC COM 160903100 1,927 64,830 X 64,830
CHEESECAKE FACTORY INC COM 163072101 431 14,434 X 14,434
CHEVRONTEXACO CORP COM 166764100 41,763 603,078 X 603,078
CHICOS FAS INC COM 168615102 830 52,120 X 52,120
CHIRON CORP COM 170040109 1,755 50,220 X 50,220
CHOICEPOINT INC COM 170388102 5,810 163,023 X 163,023
CHUBB CORP COM 171232101 1,687 30,762 X 30,762
CHURCH & DWIGHT INC COM 171340102 792 23,892 X 23,892
CIENA CORP COM 171779101 354 119,287 X 119,287
CINCINNATI FINL CORP COM 172062101 3,939 110,698 X 110,698
CINERGY CORP COM 172474108 4,121 131,116 X 131,116
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 643 42,449 X 42,449
CISCO SYS INC COM 17275R102 61,150 5,834,911 X 5,834,911
CINTAS CORP COM 172908105 2,678 63,876 X 63,876
CITIGROUP INC COM 172967101 101,711 3,430,395 X 3,430,395
CITIZENS COMMUNICATIONS CO COM 17453B101 527 77,774 X 77,774
CITRIX SYS INC COM 177376100 356 59,074 X 59,074
CITY HLDG CO COM 177835105 1,151 44,700 X 44,700
CLARCOR INC COM 179895107 2,121 69,100 X 69,100
CLEAR CHANNEL COMMUNICATIONS COM 184502102 5,152 148,266 X 148,266
CLOROX CO DEL COM 189054109 3,683 91,668 X 91,668
COACH INC COM 189754104 3,976 155,300 X 155,300
COCA COLA CO COM 191216100 73,160 1,525,434 X 1,525,434
COCA COLA ENTERPRISES INC COM 191219104 2,384 112,245 X 112,245
COLGATE PALMOLIVE CO COM 194162103 14,260 264,321 X 264,321
COLUMBIA SPORTSWEAR CO COM 198516106 547 15,768 X 15,768
COMCAST CORP CL A SPL 200300200 5,596 268,276 X 268,276
COMERICA INC COM 200340107 7,039 145,983 X 145,983
COMMERCE BANCORP INC NJ COM 200519106 3,320 79,975 X 79,975
COMMERCE BANCSHARES INC COM 200525103 1,253 32,077 X 32,077
COMMERCIAL FEDERAL CORPORATI COM 201647104 570 26,200 X 26,200
COMMUNITY HEALTH SYS INC NEW COM 203668108 234 8,798 X 8,798
COMPASS BANCSHARES INC COM 20449H109 1,477 50,087 X 50,087
COMPUTER ASSOC INTL INC COM 204912109 1,439 149,847 X 149,847
COMPUTER SCIENCES CORP COM 205363104 1,902 68,448 X 68,448
COMPUWARE CORP COM 205638109 361 118,403 X 118,403
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 452 64,633 X 64,633
CONAGRA FOODS INC COM 205887102 8,124 326,908 X 326,908
CONCORD EFS INC COM 206197105 5,279 332,415 X 332,415
CONEXANT SYSTEMS INC COM 207142100 41 36,623 X 36,623
CONOCOPHILLIPS COM 20825C104 23,211 501,963 X 501,963
CONSOLIDATED EDISON INC COM 209115104 4,829 120,053 X 120,053
CONSTELLATION BRANDS INC CL A 21036P108 3,855 166,881 X 166,881
CONSTELLATION ENERGY GROUP I COM 210371100 872 35,171 X 35,171
CONVERGYS CORP COM 212485106 1,116 74,256 X 74,256
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
-------------- -------------- ------ ------------ --------- ---- -------- ------ --------- ---- ------ ----
COOPER CAMERON CORP COM 216640102 2,859 68,463 X 68,463
COOPER TIRE & RUBR CO COM 216831107 737 45,664 X 45,664
COORS ADOLPH CO CL B 217016104 3,350 59,496 X 59,496
COPART INC COM 217204106 162 14,889 X 14,889
CORNING INC COM 219350105 444 277,235 X 277,235
COSTCO WHSL CORP NEW COM 22160K105 6,354 196,290 X 196,290
COUNTRYWIDE CR INDS INC DEL COM 222372104 10,094 214,085 X 214,085
COVENTRY HEALTH CARE INC COM 222862104 2,073 63,792 X 63,792
COX COMMUNICATIONS INC NEW CL A 224044107 543 22,102 X 22,102
COX RADIO INC CL A 224051102 1,984 75,838 X 75,838
CRANE CO COM 224399105 505 25,576 X 25,576
CYPRESS SEMICONDUCTOR CORP COM 232806109 274 41,803 X 41,803
CYTYC CORP COM 232946103 693 64,654 X 64,654
D R HORTON INC COM 23331A109 361 19,399 X 19,399
DST SYS INC DEL COM 233326107 1,150 39,032 X 39,032
DTE ENERGY CO COM 233331107 10,567 259,630 X 259,630
DAISYTEK INTL CORP COM 234053106 138 10,600 X 10,600
DANA CORP COM 235811106 355 27,179 X 27,179
DANAHER CORP DEL COM 235851102 4,574 80,464 X 80,464
DARDEN RESTAURANTS INC COM 237194105 1,612 66,498 X 66,498
DAVITA INC COM 23918K108 309 13,113 X 13,113
DEAN FOODS CO NEW COM 242370104 5,545 139,392 X 139,392
DEERE & CO COM 244199105 5,077 111,698 X 111,698
DELL COMPUTER CORP COM 247025109 53,487 2,275,056 X 2,275,056
DELPHI CORP COM 247126105 877 102,526 X 102,526
DELTA AIR LINES INC DEL COM 247361108 209 22,551 X 22,551
DELUXE CORP COM 248019101 6,376 141,511 X 141,511
DENTSPLY INTL INC NEW COM 249030107 2,760 68,709 X 68,709
DEVON ENERGY CORP NEW COM 25179M103 6,272 129,981 X 129,981
DEVRY INC DEL COM 251893103 237 12,709 X 12,709
DIAGEO P L C SPON ADR NEW 25243Q205 898 18,000 X 18,000
DIAGNOSTIC PRODS CORP COM 252450101 222 4,825 X 4,825
DIAL CORP NEW COM 25247D101 969 45,169 X 45,169
DIAMOND OFFSHORE DRILLING IN COM 25271C102 847 42,463 X 42,463
DIEBOLD INC COM 253651103 2,913 88,492 X 88,492
DIGITAL INSIGHT CORP COM 25385P106 179 11,400 X 11,400
DILLARDS INC CL A 254067101 669 33,159 X 33,159
DISNEY WALT CO COM DISNEY 254687106 17,999 1,188,850 X 1,188,850
DOCUCORP INTL INC COM 255911109 520 48,100 X 48,100
DOLE FOOD INC COM 256605106 2,826 97,360 X 97,360
DOLLAR GEN CORP COM 256669102 1,386 103,243 X 103,243
DOLLAR TREE STORES INC COM 256747106 939 42,589 X 42,589
DOMINION RES INC VA NEW COM 25746U109 5,416 106,758 X 106,758
DONALDSON INC COM 257651109 3,123 90,980 X 90,980
DONNELLEY R R & SONS CO COM 257867101 532 22,617 X 22,617
DORAL FINL CORP COM 25811P100 3,157 130,795 X 130,795
DOVER CORP COM 260003108 940 37,055 X 37,055
DOW CHEM CO COM 260543103 17,536 642,094 X 642,094
DOW JONES & CO INC COM 260561105 705 18,366 X 18,366
DREYERS GRAND ICE CREAM INC COM 261878102 287 4,107 X 4,107
DU PONT E I DE NEMOURS & CO COM 263534109 18,223 505,225 X 505,225
DUKE ENERGY CORP COM 264399106 7,270 371,883 X 371,883
DUKE REALTY CORP COM NEW 264411505 202 8,195 X 8,195
DUN & BRADSTREET CORP DEL NE COM 26483E100 3,851 114,568 X 114,568
DYNEGY INC NEW CL A 26816Q101 105 90,554 X 90,554
E M C CORP MASS COM 268648102 4,227 925,055 X 925,055
ENSCO INTL INC COM 26874Q100 3,255 129,975 X 129,975
ENI S P A SPONSORED ADR 26874R108 3,397 49,500 X 49,500
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
-------------- -------------- ------ ------------ --------- ---- -------- ------ --------- ---- ------ ----
EOG RES INC COM 26875P101 1,200 33,359 X 33,359
E TRADE GROUP INC COM 269246104 171 38,464 X 38,464
EASTMAN CHEM CO COM 277432100 3,612 94,618 X 94,618
EASTMAN KODAK CO COM 277461109 4,333 159,074 X 159,074
EATON CORP COM 278058102 2,253 35,350 X 35,350
EATON VANCE CORP COM NON VTG 278265103 361 13,045 X 13,045
EBAY INC COM 278642103 9,522 180,316 X 180,316
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 931 53,820 X 53,820
ECOLAB INC COM 278865100 4,686 112,298 X 112,298
EDISON INTL COM 281020107 1,997 199,717 X 199,717
EDUCATION MGMT CORP COM 28139T101 240 5,424 X 5,424
J D EDWARDS & CO COM 281667105 366 39,576 X 39,576
EDWARDS LIFESCIENCES CORP COM 28176E108 263 10,260 X 10,260
EDWARDS AG INC COM 281760108 2,281 71,319 X 71,319
EL PASO CORP COM 28336L109 2,302 278,402 X 278,402
ELECTRONIC ARTS INC COM 285512109 7,717 116,995 X 116,995
ELECTRONIC DATA SYS NEW COM 285661104 3,227 230,829 X 230,829
EMERSON ELEC CO COM 291011104 9,008 204,998 X 204,998
EMULEX CORP COM NEW 292475209 243 21,555 X 21,555
ENERGEN CORP COM 29265N108 671 26,500 X 26,500
ENERGY EAST CORP COM 29266M109 1,068 53,929 X 53,929
ENERGIZER HLDGS INC COM 29266R108 3,884 127,760 X 127,760
ENGELHARD CORP COM 292845104 2,153 90,340 X 90,340
ENGINEERED SUPPORT SYS INC COM 292866100 4,164 73,000 X 73,000
ENTERCOM COMMUNICATIONS CORP CL A 293639100 1,955 41,267 X 41,267
ENTERGY CORP NEW COM 29364G103 11,356 272,977 X 272,977
EQUIFAX INC COM 294429105 1,271 58,481 X 58,481
EQUITABLE RES INC COM 294549100 2,362 68,366 X 68,366
EQUITY OFFICE PROPERTIES TRU COM 294741103 5,175 200,443 X 200,443
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,205 50,323 X 50,323
ERIE INDTY CO CL A 29530P102 2,262 54,302 X 54,302
EXELON CORP COM 30161N101 5,328 112,173 X 112,173
EXPEDIA INC CL A 302125109 808 15,961 X 15,961
EXPEDITORS INTL WASH INC COM 302130109 1,001 35,818 X 35,818
EXPRESS SCRIPTS INC COM 302182100 766 14,055 X 14,055
EXXON MOBIL CORP COM 30231G102 132,413 4,150,871 X 4,150,871
FLIR SYS INC COM 302445101 1,690 48,300 X 48,300
F M C CORP COM NEW 302491303 328 12,700 X 12,700
FPL GROUP INC COM 302571104 4,863 90,383 X 90,383
FAIR ISAAC & CO INC COM 303250104 366 11,197 X 11,197
FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 524 55,290 X 55,290
FAMILY DLR STORES INC COM 307000109 2,733 101,693 X 101,693
FASTENAL CO COM 311900104 902 28,551 X 28,551
FEDERAL HOME LN MTG CORP COM 313400301 28,136 503,331 X 503,331
FEDERAL NATL MTG ASSN COM 313586109 43,534 731,178 X 731,178
FEDERATED DEPT STORES INC DE COM 31410H101 1,749 59,396 X 59,396
FEDERATED INVS INC PA CL B 314211103 1,096 40,591 X 40,591
FEDEX CORP COM 31428X106 8,189 163,561 X 163,561
FERRO CORP COM 315405100 3,583 155,100 X 155,100
FIFTH THIRD BANCORP COM 316773100 21,097 344,556 X 344,556
FIRST AMERN CORP CALIF COM 318522307 641 31,360 X 31,360
FIRST DATA CORP COM 319963104 23,019 823,577 X 823,577
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 806 26,003 X 26,003
FIRST HEALTH GROUP CORP COM 320960107 612 22,550 X 22,550
FIRST TENN NATL CORP COM 337162101 9,588 276,547 X 276,547
FISERV INC COM 337738108 3,637 129,540 X 129,540
FLAGSTAR BANCORP INC COM 337930101 932 45,000 X 45,000
FIRSTENERGY CORP COM 337932107 4,762 159,305 X 159,305
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
-------------- -------------- ------ ------------ --------- ---- -------- ------ --------- ---- ------ ----
FISHER SCIENTIFIC INTL INC COM NEW 338032204 369 12,143 X 12,143
FLEETBOSTON FINL CORP COM 339030108 12,465 613,116 X 613,116
FLUOR CORP NEW COM 343412102 410 16,781 X 16,781
FLOWERS FOODS INC COM 343498101 330 14,500 X 14,500
FLOWSERVE CORP COM 34354P105 418 41,754 X 41,754
FOOT LOCKER INC COM 344849104 172 17,187 X 17,187
FORD MTR CO DEL COM PAR $0.01 345370860 6,821 696,050 X 696,050
FOREST LABS INC COM 345838106 14,637 178,481 X 178,481
FORTUNE BRANDS INC COM 349631101 10,629 224,764 X 224,764
FOX ENTMT GROUP INC CL A 35138T107 3,612 163,975 X 163,975
FRANKLIN RES INC COM 354613101 2,248 72,298 X 72,298
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 827 61,476 X 61,476
GALLAGHER ARTHUR J & CO COM 363576109 1,598 64,809 X 64,809
GALLAHER GROUP PLC SPONSORED ADR 363595109 1,624 42,400 X 42,400
GANNETT INC COM 364730101 18,150 251,448 X 251,448
GAP INC DEL COM 364760108 2,923 269,396 X 269,396
GATEWAY INC COM 367626108 149 50,306 X 50,306
GAYLORD ENTMT CO NEW COM 367905106 329 17,400 X 17,400
GEMSTAR-TV GUIDE INTL INC COM 36866W106 80 31,887 X 31,887
GENENTECH INC COM NEW 368710406 1,494 45,791 X 45,791
GENERAL DYNAMICS CORP COM 369550108 6,309 77,570 X 77,570
GENERAL ELEC CO COM 369604103 177,874 7,215,970 X 7,215,970
GENERAL GROWTH PPTYS INC COM 370021107 2,018 39,193 X 39,193
GENERAL MLS INC COM 370334104 6,848 154,160 X 154,160
GENERAL MTRS CORP COM 370442105 18,951 487,174 X 487,174
GENERAL MTRS CORP CL H NEW 370442832 1,168 127,611 X 127,611
GENTEX CORP COM 371901109 456 16,778 X 16,778
GENUINE PARTS CO COM 372460105 4,156 135,644 X 135,644
GENZYME CORP COM GENL DIV 372917104 1,426 69,175 X 69,175
GEORGIA PAC CORP COM 373298108 2,356 179,964 X 179,964
GILEAD SCIENCES INC COM 375558103 3,840 114,533 X 114,533
GILLETTE CO COM 375766102 10,339 349,307 X 349,307
GLOBAL PMTS INC COM 37940X102 281 10,963 X 10,963
GOLDEN WEST FINL CORP DEL COM 381317106 10,609 170,623 X 170,623
GOLDMAN SACHS GROUP INC COM 38141G104 16,260 246,251 X 246,251
GOODRICH CORP COM 382388106 486 25,707 X 25,707
GOODYEAR TIRE & RUBR CO COM 382550101 254 28,584 X 28,584
GRACO INC COM 384109104 416 16,785 X 16,785
GRAFTECH INTL LTD COM 384313102 125 17,200 X 17,200
GRAINGER W W INC COM 384802104 1,164 27,361 X 27,361
GRANT PRIDECO INC COM 38821G101 169 19,796 X 19,796
GREAT LAKES CHEM CORP COM 390568103 2,763 115,020 X 115,020
GREENPOINT FINL CORP COM 395384100 2,362 56,595 X 56,595
GTECH HLDGS CORP COM 400518106 697 28,089 X 28,089
GUIDANT CORP COM 401698105 5,619 173,912 X 173,912
HCA INC COM 404119109 15,301 321,389 X 321,389
HALLIBURTON CO COM 406216101 2,220 171,947 X 171,947
HANCOCK JOHN FINL SVCS INC COM 41014S106 1,497 53,848 X 53,848
HARLEY DAVIDSON INC COM 412822108 11,285 242,954 X 242,954
HARMAN INTL INDS INC COM 413086109 296 5,717 X 5,717
HARRAHS ENTMT INC COM 413619107 4,933 102,319 X 102,319
HARRIS CORP DEL COM 413875105 3,651 109,021 X 109,021
HARTE-HANKS INC COM 416196103 2,466 132,504 X 132,504
HARTFORD FINL SVCS GROUP INC COM 416515104 3,680 89,745 X 89,745
HASBRO INC COM 418056107 330 29,645 X 29,645
HAWAIIAN ELEC INDUSTRIES COM 419870100 4,625 107,306 X 107,306
HEALTH CARE PPTY INVS INC COM 421915109 1,154 27,091 X 27,091
HEALTHSOUTH CORP COM 421924101 317 76,308 X 76,308
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
-------------- -------------- ------ ------------ --------- ---- -------- ------ --------- ---- ------ ----
HEALTH MGMT ASSOC INC NEW CL A 421933102 1,682 83,165 X 83,165
HEALTH NET INC COM 42222G108 211 9,843 X 9,843
HEINZ H J CO COM 423074103 3,054 91,531 X 91,531
HELMERICH & PAYNE INC COM 423452101 2,651 77,445 X 77,445
HENRY JACK & ASSOC INC COM 426281101 188 15,119 X 15,119
HERCULES INC COM 427056106 308 33,480 X 33,480
HERSHEY FOODS CORP COM 427866108 3,490 56,247 X 56,247
HEWLETT PACKARD CO COM 428236103 12,656 1,084,458 X 1,084,458
HIBERNIA CORP CL A 428656102 2,136 106,869 X 106,869
HILLENBRAND INDS INC COM 431573104 3,082 56,750 X 56,750
HILTON HOTELS CORP COM 432848109 866 76,066 X 76,066
HISPANIC BROADCASTING CORP CL A 43357B104 371 19,901 X 19,901
HOME DEPOT INC COM 437076102 40,356 1,546,191 X 1,546,191
HONEYWELL INTL INC COM 438516106 8,454 390,309 X 390,309
HORMEL FOODS CORP COM 440452100 887 40,556 X 40,556
HOST MARRIOTT CORP NEW COM 44107P104 133 14,345 X 14,345
HOUSEHOLD INTL INC COM 441815107 3,721 131,441 X 131,441
HUBBELL INC CL B 443510201 1,058 36,383 X 36,383
HUDSON CITY BANCORP COM 443683107 1,327 81,743 X 81,743
HUDSON UNITED BANCORP COM 444165104 1,243 46,719 X 46,719
HUMANA INC COM 444859102 383 30,895 X 30,895
HUMAN GENOME SCIENCES INC COM 444903108 206 17,074 X 17,074
HUNTINGTON BANCSHARES INC COM 446150104 832 45,763 X 45,763
IDT CORP COM 448947101 622 38,131 X 38,131
IDEC PHARMACEUTICALS CORP COM 449370105 3,012 72,538 X 72,538
IMS HEALTH INC COM 449934108 1,564 104,463 X 104,463
ITT INDS INC IND COM 450911102 9,459 151,754 X 151,754
IDEX CORP COM 45167R104 311 10,900 X 10,900
IKON OFFICE SOLUTIONS INC COM 451713101 325 41,284 X 41,284
ILLINOIS TOOL WKS INC COM 452308109 6,756 115,820 X 115,820
IMATION CORP COM 45245A107 742 26,200 X 26,200
INCO LTD COM 453258402 289 18,000 X 18,000
INDEPENDENCE CMNTY BK CORP COM 453414104 2,435 97,059 X 97,059
INGRAM MICRO INC CL A 457153104 1,101 82,802 X 82,802
INTEGRATED CIRCUIT SYS INC COM 45811K208 786 50,056 X 50,056
INTEGRATED DEVICE TECHNOLOGY COM 458118106 551 52,740 X 52,740
INTEL CORP COM 458140100 72,953 5,252,185 X 5,252,185
INTER TEL INC COM 458372109 861 42,300 X 42,300
INTERACTIVE DATA CORP COM 45840J107 616 50,306 X 50,306
INTERNATIONAL BUSINESS MACHS COM 459200101 71,207 1,221,177 X 1,221,177
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2,771 86,998 X 86,998
INTERNATIONAL GAME TECHNOLOG COM 459902102 3,476 50,279 X 50,279
INTL PAPER CO COM 460146103 8,987 269,138 X 269,138
INTERNATIONAL RECTIFIER CORP COM 460254105 395 25,301 X 25,301
INTERSIL CORP CL A 46069S109 448 34,575 X 34,575
INTERPUBLIC GROUP COS INC COM 460690100 2,219 140,018 X 140,018
INTUIT COM 461202103 5,519 121,209 X 121,209
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 1,553 53,066 X 53,066
INVITROGEN CORP COM 46185R100 237 6,961 X 6,961
INVESTORS FINL SERVICES CORP COM 461915100 387 14,291 X 14,291
IOMEGA CORP COM NEW 462030305 571 53,400 X 53,400
IRON MTN INC PA COM 462846106 256 10,230 X 10,230
I2 TECHNOLOGIES INC COM 465754109 22 42,324 X 42,324
IVAX CORP COM 465823102 414 33,761 X 33,761
JDS UNIPHASE CORP COM 46612J101 1,432 734,981 X 734,981
J P MORGAN CHASE & CO COM 46625H100 18,509 974,676 X 974,676
JABIL CIRCUIT INC COM 466313103 940 63,576 X 63,576
JACOBS ENGR GROUP INC DEL COM 469814107 3,241 104,946 X 104,946
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
-------------- -------------- ------ ------------ --------- ---- -------- ------ --------- ---- ------ ----
JEFFERSON PILOT CORP COM 475070108 1,103 27,518 X 27,518
JETBLUE AWYS CORP COM 477143101 968 24,007 X 24,007
JOHN NUVEEN CO CL A 478035108 3,364 147,855 X 147,855
JOHNSON & JOHNSON COM 478160104 140,232 2,593,046 X 2,593,046
JOHNSON CTLS INC COM 478366107 16,655 216,811 X 216,811
JONES APPAREL GROUP INC COM 480074103 6,056 197,249 X 197,249
JUNIPER NETWORKS INC COM 48203R104 340 70,734 X 70,734
KLA-TENCOR CORP COM 482480100 3,557 127,300 X 127,300
K MART CORP COM 482584109 10 20,100 X 20,100
KPMG CONSULTING INC COM 48265R109 205 31,761 X 31,761
KANSAS CITY SOUTHERN COM NEW 485170302 308 24,800 X 24,800
KB HOME COM 48666K109 2,970 60,813 X 60,813
KELLOGG CO COM 487836108 3,722 111,938 X 111,938
KERR MCGEE CORP COM 492386107 1,005 23,136 X 23,136
KEYCORP NEW COM 493267108 8,787 351,914 X 351,914
KEYSPAN CORP COM 49337W100 855 25,533 X 25,533
KIMBERLY CLARK CORP COM 494368103 10,238 180,758 X 180,758
KINDER MORGAN INC KANS COM 49455P101 1,970 55,583 X 55,583
KING PHARMACEUTICALS INC COM 495582108 1,882 103,581 X 103,581
KNIGHT RIDDER INC COM 499040103 8,160 144,647 X 144,647
KOHLS CORP COM 500255104 17,780 292,394 X 292,394
KRAFT FOODS INC CL A 50075N104 8,162 223,863 X 223,863
KRISPY KREME DOUGHNUTS INC COM 501014104 286 9,141 X 9,141
KROGER CO COM 501044101 4,343 308,045 X 308,045
LNR PPTY CORP COM 501940100 1,734 52,000 X 52,000
LSI LOGIC CORP COM 502161102 620 97,636 X 97,636
L-3 COMMUNICATIONS HLDGS INC COM 502424104 4,872 92,456 X 92,456
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,432 42,382 X 42,382
LAFARGE NORTH AMERICA INC COM 505862102 615 21,227 X 21,227
LAM RESEARCH CORP COM 512807108 729 81,933 X 81,933
LAMAR ADVERTISING CO CL A 512815101 514 16,933 X 16,933
LANCASTER COLONY CORP COM 513847103 1,644 39,022 X 39,022
LANDAUER INC COM 51476K103 1,091 32,900 X 32,900
LAUDER ESTEE COS INC CL A 518439104 537 18,698 X 18,698
LEAR CORP COM 521865105 4,706 112,982 X 112,982
LEGGETT & PLATT INC COM 524660107 908 45,865 X 45,865
LEGG MASON INC COM 524901105 2,916 68,505 X 68,505
LEHMAN BROS HLDGS INC COM 524908100 12,186 248,439 X 248,439
LENNAR CORP COM 526057104 210 3,756 X 3,756
LEUCADIA NATL CORP COM 527288104 1,911 56,198 X 56,198
LEVEL 3 COMMUNICATIONS INC COM 52729N100 282 72,419 X 72,419
LEXMARK INTL NEW CL A 529771107 3,340 71,055 X 71,055
LIBERTY MEDIA CORP NEW COM SER A 530718105 3,729 519,353 X 519,353
LIFEPOINT HOSPITALS INC COM 53219L109 271 8,701 X 8,701
LILLY ELI & CO COM 532457108 30,652 553,884 X 553,884
LIMITED BRANDS INC COM 532716107 1,659 115,658 X 115,658
LINCARE HLDGS INC COM 532791100 743 23,947 X 23,947
LINCOLN NATL CORP IND COM 534187109 1,448 47,408 X 47,408
LINEAR TECHNOLOGY CORP COM 535678106 4,897 236,349 X 236,349
LIZ CLAIBORNE INC COM 539320101 1,153 46,202 X 46,202
LOCKHEED MARTIN CORP COM 539830109 18,635 288,163 X 288,163
LOEWS CORP COM 540424108 6,461 150,635 X 150,635
LOUISIANA PAC CORP COM 546347105 82 12,738 X 12,738
LOWES COS INC COM 548661107 27,806 671,654 X 671,654
LUCENT TECHNOLOGIES INC COM 549463107 1,724 2,268,701 X 2,268,701
M & T BK CORP COM 55261F104 4,376 55,520 X 55,520
MBIA INC COM 55262C100 2,176 54,470 X 54,470
MBNA CORP COM 55262L100 12,309 669,721 X 669,721
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
-------------- -------------- ------ ------------ --------- ---- -------- ------ --------- ---- ------ ----
MGIC INVT CORP WIS COM 552848103 3,831 93,837 X 93,837
MTS SYS CORP COM 553777103 251 26,500 X 26,500
MACROMEDIA INC COM 556100105 86 11,141 X 11,141
MANOR CARE INC NEW COM 564055101 834 37,085 X 37,085
MANPOWER INC COM 56418H100 565 19,252 X 19,252
MARATHON OIL CORP COM 565849106 4,482 197,629 X 197,629
MARSH & MCLENNAN COS INC COM 571748102 13,089 314,342 X 314,342
MARSHALL & ILSLEY CORP COM 571834100 1,349 48,368 X 48,368
MARRIOTT INTL INC NEW CL A 571903202 1,751 60,384 X 60,384
MASCO CORP COM 574599106 3,639 186,159 X 186,159
MATTEL INC COM 577081102 6,897 382,940 X 382,940
MAXIM INTEGRATED PRODS INC COM 57772K101 6,501 262,545 X 262,545
MAY DEPT STORES CO COM 577778103 1,195 52,470 X 52,470
MAYTAG CORP COM 578592107 618 26,679 X 26,679
MCCLATCHY CO CL A 579489105 2,622 43,020 X 43,020
MCCORMICK & CO INC COM NON VTG 579780206 1,526 66,918 X 66,918
MCDONALDS CORP COM 580135101 7,894 446,996 X 446,996
MCGRAW HILL COS INC COM 580645109 5,878 96,020 X 96,020
MCKESSON CORP COM 58155Q103 3,519 124,215 X 124,215
MEADWESTVACO CORP COM 583334107 2,652 138,033 X 138,033
MEDIA GEN INC CL A 584404107 1,483 29,173 X 29,173
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 232 5,668 X 5,668
MEDIMMUNE INC COM 584699102 2,473 118,198 X 118,198
MEDTRONIC INC COM 585055106 22,855 542,622 X 542,622
MELLON FINL CORP COM 58551A108 4,157 160,318 X 160,318
MERCK & CO INC COM 589331107 70,922 1,551,575 X 1,551,575
MERCURY INTERACTIVE CORP COM 589405109 539 31,401 X 31,401
MEREDITH CORP COM 589433101 864 20,065 X 20,065
MERRILL LYNCH & CO INC COM 590188108 11,213 340,305 X 340,305
METLIFE INC COM 59156R108 4,242 186,363 X 186,363
METTLER TOLEDO INTERNATIONAL COM 592688105 204 7,852 X 7,852
MICHAELS STORES INC COM 594087108 673 14,735 X 14,735
MICREL INC COM 594793101 86 13,910 X 13,910
MICROSOFT CORP COM 594918104 166,114 3,797,755 X 3,797,755
MICROCHIP TECHNOLOGY INC COM 595017104 3,011 147,248 X 147,248
MICRON TECHNOLOGY INC COM 595112103 1,925 155,659 X 155,659
MID ATLANTIC MED SVCS INC COM 59523C107 3,429 94,710 X 94,710
MILLENNIUM PHARMACEUTICALS I COM 599902103 402 43,084 X 43,084
MILLER HERMAN INC COM 600544100 300 16,888 X 16,888
MILLIPORE CORP COM 601073109 527 16,588 X 16,588
MIRANT CORP COM 604675108 185 83,876 X 83,876
MODINE MFG CO COM 607828100 719 37,800 X 37,800
MOHAWK INDS INC COM 608190104 1,085 21,847 X 21,847
MOLEX INC COM 608554101 1,169 49,717 X 49,717
MONSANTO CO NEW COM 61166W101 2,909 190,250 X 190,250
MOODYS CORP COM 615369105 5,311 109,499 X 109,499
MOOG INC CL A 615394202 359 12,700 X 12,700
MORGAN STANLEY COM NEW 617446448 18,835 555,941 X 555,941
MOTOROLA INC COM 620076109 13,981 1,373,382 X 1,373,382
MURPHY OIL CORP COM 626717102 5,971 72,750 X 72,750
MYLAN LABS INC COM 628530107 4,795 146,464 X 146,464
NCR CORP NEW COM 62886E108 1,126 56,855 X 56,855
NVR INC COM 62944T105 1,078 3,595 X 3,595
NATIONAL CITY CORP COM 635405103 15,752 552,129 X 552,129
NATIONAL COMMERCE FINL CORP COM 63545P104 315 12,590 X 12,590
NATIONAL GRID GROUP PLC SPONSORED ADR 636274102 1,179 33,115 X 33,115
NATIONAL-OILWELL INC COM 637071101 256 13,220 X 13,220
NATIONAL SEMICONDUCTOR CORP COM 637640103 802 67,188 X 67,188
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
-------------- -------------- ------ ------------ --------- ---- -------- ------ --------- ---- ------ ----
NATIONWIDE FINL SVCS INC CL A 638612101 242 9,059 X 9,059
NATIONWIDE HEALTH PPTYS INC COM 638620104 605 35,500 X 35,500
NAVISTAR INTL CORP NEW COM 63934E108 852 39,304 X 39,304
NEOWARE SYS INC COM 64065P102 203 14,600 X 14,600
NETWORKS ASSOCS INC COM 640938106 453 42,624 X 42,624
NETWORK APPLIANCE INC COM 64120L104 835 113,943 X 113,943
NEUBERGER BERMAN INC COM 641234109 653 24,238 X 24,238
NEW CENTURY FINANCIAL CORP COM 64352D101 753 32,200 X 32,200
NEW YORK CMNTY BANCORP INC COM 649445103 344 12,221 X 12,221
NEW YORK TIMES CO CL A 650111107 1,894 41,676 X 41,676
NEWELL RUBBERMAID INC COM 651229106 3,935 127,484 X 127,484
NEWFIELD EXPL CO COM 651290108 231 6,880 X 6,880
NEWMONT MINING CORP COM 651639106 6,553 238,204 X 238,204
NEXTEL COMMUNICATIONS INC CL A 65332V103 2,223 294,480 X 294,480
NICOR INC COM 654086107 230 8,170 X 8,170
NIKE INC CL B 654106103 3,204 74,209 X 74,209
99 CENTS ONLY STORES COM 65440K106 310 14,955 X 14,955
NISOURCE INC COM 65473P105 653 37,873 X 37,873
NOKIA CORP SPONSORED ADR 654902204 3,430 258,900 X 258,900
NOBLE ENERGY INC COM 655044105 294 8,646 X 8,646
NORDSTROM INC COM 655664100 398 22,166 X 22,166
NORFOLK SOUTHERN CORP COM 655844108 3,001 148,660 X 148,660
NORTEL NETWORKS CORP NEW COM 656568102 526 973,828 X 973,828
NORTH FORK BANCORPORATION NY COM 659424105 6,748 178,331 X 178,331
NORTHERN TR CORP COM 665859104 2,061 54,630 X 54,630
NORTHROP GRUMMAN CORP COM 666807102 15,601 125,775 X 125,775
NOVELL INC COM 670006105 93 44,164 X 44,164
NOVELLUS SYS INC COM 670008101 1,002 48,160 X 48,160
NSTAR COM 67019E107 1,160 29,336 X 29,336
NUCOR CORP COM 670346105 1,124 29,646 X 29,646
NVIDIA CORP COM 67066G104 719 84,044 X 84,044
OCCIDENTAL PETE CORP DEL COM 674599105 12,111 426,730 X 426,730
OCEAN ENERGY INC DEL COM 67481E106 1,326 66,451 X 66,451
OFFICE DEPOT INC COM 676220106 1,136 92,041 X 92,041
OLD REP INTL CORP COM 680223104 207 7,286 X 7,286
OMNICARE INC COM 681904108 263 12,462 X 12,462
OMNICOM GROUP INC COM 681919106 6,449 115,819 X 115,819
OMNOVA SOLUTIONS INC COM 682129101 243 53,000 X 53,000
ORACLE CORP COM 68389X105 25,555 3,251,295 X 3,251,295
O REILLY AUTOMOTIVE INC COM 686091109 227 7,935 X 7,935
OUTBACK STEAKHOUSE INC COM 689899102 237 8,626 X 8,626
OWENS ILL INC COM NEW 690768403 255 22,483 X 22,483
OXFORD HEALTH PLANS INC COM 691471106 3,330 85,525 X 85,525
PG&E CORP COM 69331C108 2,052 182,266 X 182,266
PMC-SIERRA INC COM 69344F106 222 57,305 X 57,305
PMI GROUP INC COM 69344M101 2,767 101,699 X 101,699
PNC FINL SVCS GROUP INC COM 693475105 3,433 81,402 X 81,402
PPG INDS INC COM 693506107 3,197 71,528 X 71,528
PPL CORP COM 69351T106 3,083 94,732 X 94,732
PACCAR INC COM 693718108 2,903 85,926 X 85,926
PACTIV CORP COM 695257105 951 57,790 X 57,790
PALL CORP COM 696429307 361 22,861 X 22,861
PALM INC COM 696642107 38 51,500 X 51,500
PARAMETRIC TECHNOLOGY CORP COM 699173100 57 31,677 X 31,677
PARK PL ENTMT CORP COM 700690100 132 16,573 X 16,573
PARKER HANNIFIN CORP COM 701094104 821 21,483 X 21,483
PATINA OIL & GAS CORP COM 703224105 483 16,950 X 16,950
PATTERSON DENTAL CO COM 703412106 4,123 80,552 X 80,552
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
-------------- -------------- ------ ------------ --------- ---- -------- ------ --------- ---- ------ ----
PATTERSON UTI ENERGY INC COM 703481101 762 29,863 X 29,863
PAYCHEX INC COM 704326107 4,251 175,145 X 175,145
PENNEY J C INC COM 708160106 825 51,827 X 51,827
PENTAIR INC COM 709631105 937 25,201 X 25,201
PEOPLES ENERGY CORP COM 711030106 218 6,480 X 6,480
PEOPLESOFT INC COM 712713106 1,347 108,897 X 108,897
PEPSI BOTTLING GROUP INC COM 713409100 5,063 216,358 X 216,358
PEPSIAMERICAS INC COM 71343P200 613 43,171 X 43,171
PEPSICO INC COM 713448108 48,733 1,318,893 X 1,318,893
PERFORMANCE FOOD GROUP CO COM 713755106 481 14,157 X 14,157
PERKINELMER INC COM 714046109 160 29,344 X 29,344
PEROT SYS CORP CL A 714265105 137 14,772 X 14,772
PETSMART INC COM 716768106 528 29,646 X 29,646
PFIZER INC COM 717081103 124,720 4,297,720 X 4,297,720
PHARMACEUTICAL PROD DEV INC COM 717124101 293 15,168 X 15,168
PHARMACIA CORP COM 71713U102 45,851 1,179,292 X 1,179,292
PHELPS DODGE CORP COM 717265102 392 15,306 X 15,306
PHILIP MORRIS COS INC COM 718154107 62,127 1,601,200 X 1,601,200
PIER 1 IMPORTS INC COM 720279108 204 10,702 X 10,702
PINNACLE WEST CAP CORP COM 723484101 6,697 241,231 X 241,231
PIONEER NAT RES CO COM 723787107 619 25,515 X 25,515
PITNEY BOWES INC COM 724479100 2,060 67,569 X 67,569
PITTSTON CO COM BRINKS GRP 725701106 722 32,211 X 32,211
PIXAR COM 725811103 2,799 58,196 X 58,196
PLANTRONICS INC NEW COM 727493108 1,038 63,700 X 63,700
PLUM CREEK TIMBER CO INC COM 729251108 991 43,825 X 43,825
POGO PRODUCING CO COM 730448107 2,133 62,634 X 62,634
POLARIS INDS INC COM 731068102 2,159 34,830 X 34,830
POLYCOM INC COM 73172K104 143 20,997 X 20,997
POPULAR INC COM 733174106 2,381 75,334 X 75,334
PRAXAIR INC COM 74005P104 7,957 155,683 X 155,683
PRICE T ROWE GROUP INC COM 74144T108 1,436 57,547 X 57,547
PRIDE INTL INC DEL COM 74153Q102 204 15,705 X 15,705
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 1,633 62,374 X 62,374
PROCTER & GAMBLE CO COM 742718109 96,975 1,084,973 X 1,084,973
PROGRESS ENERGY INC COM 743263105 5,822 142,440 X 142,440
PROGRESSIVE CORP OHIO COM 743315103 9,350 184,671 X 184,671
PROLOGIS SH BEN INT 743410102 244 9,796 X 9,796
PROTECTIVE LIFE CORP COM 743674103 2,590 84,189 X 84,189
PROVIDIAN FINL CORP COM 74406A102 895 182,739 X 182,739
PRUDENTIAL FINL INC COM 744320102 9,340 327,020 X 327,020
PUBLIC SVC ENTERPRISE GROUP COM 744573106 2,100 68,855 X 68,855
PUBLIC STORAGE INC COM 74460D109 247 7,758 X 7,758
PUGET ENERGY INC NEW COM 745310102 984 48,229 X 48,229
PULITZER INC COM 745769109 383 9,200 X 9,200
PULTE HOMES INC COM 745867101 1,352 31,726 X 31,726
QLOGIC CORP COM 747277101 2,083 79,977 X 79,977
QUALCOMM INC COM 747525103 14,540 526,432 X 526,432
QUANTUM CORP COM DSSG 747906204 45 20,300 X 20,300
QUEST DIAGNOSTICS INC COM 74834L100 2,499 40,614 X 40,614
QUESTAR CORP COM 748356102 205 8,979 X 8,979
QUINTILES TRANSNATIONAL CORP COM 748767100 299 31,424 X 31,424
QWEST COMMUNICATIONS INTL IN COM 749121109 906 397,219 X 397,219
RPM INC OHIO COM 749685103 451 32,090 X 32,090
RF MICRODEVICES INC COM 749941100 192 32,015 X 32,015
RADIAN GROUP INC COM 750236101 4,938 151,182 X 151,182
RADIO ONE INC CL D NON VTG 75040P405 176 10,690 X 10,690
RADIOSHACK CORP COM 750438103 1,201 59,874 X 59,874
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
-------------- -------------- ------ ------------ --------- ---- -------- ------ --------- ---- ------ ----
RATIONAL SOFTWARE CORP COM NEW 75409P202 253 58,631 X 58,631
RAYTHEON CO COM NEW 755111507 7,126 243,220 X 243,220
READERS DIGEST ASSN INC CL A NON VTG 755267101 165 10,524 X 10,524
REALNETWORKS INC COM 75605L104 63 17,393 X 17,393
REEBOK INTL LTD COM 758110100 255 10,195 X 10,195
REGENCY CTRS CORP COM 758849103 1,248 40,254 X 40,254
REGIONS FINL CORP COM 758940100 7,570 231,713 X 231,713
RELIANT ENERGY INC COM 75952J108 535 53,430 X 53,430
RENAL CARE GROUP INC COM 759930100 297 9,030 X 9,030
RENT A CTR INC NEW COM 76009N100 1,506 28,998 X 28,998
REPUBLIC SVCS INC COM 760759100 1,378 73,301 X 73,301
REYNOLDS & REYNOLDS CO CL A 761695105 819 36,513 X 36,513
REYNOLDS R J TOB HLDGS INC COM 76182K105 1,875 46,506 X 46,506
RITE AID CORP COM 767754104 106 50,497 X 50,497
ROBERT HALF INTL INC COM 770323103 1,065 67,110 X 67,110
ROCKWELL AUTOMATION INC COM 773903109 1,946 119,577 X 119,577
ROCKWELL COLLINS INC COM 774341101 878 40,023 X 40,023
ROHM & HAAS CO COM 775371107 4,456 143,730 X 143,730
ROSLYN BANCORP INC COM 778162107 1,140 65,488 X 65,488
ROSS STORES INC COM 778296103 4,497 126,166 X 126,166
ROUSE CO COM 779273101 207 6,488 X 6,488
ROWAN COS INC COM 779382100 483 25,935 X 25,935
ROYAL DUTCH PETE CO NY REG EUR .56 780257804 1,956 48,700 X 48,700
RUBY TUESDAY INC COM 781182100 272 14,488 X 14,488
RYDER SYS INC COM 783549108 1,375 55,166 X 55,166
SBC COMMUNICATIONS INC COM 78387G103 38,889 1,934,784 X 1,934,784
SEI INVESTMENTS CO COM 784117103 401 16,788 X 16,788
SLM CORP COM 78442P106 14,385 154,441 X 154,441
SPX CORP COM 784635104 892 8,840 X 8,840
SABRE HLDGS CORP CL A 785905100 1,121 57,912 X 57,912
SAFECO CORP COM 786429100 3,883 122,181 X 122,181
SAFEWAY INC COM NEW 786514208 8,583 384,897 X 384,897
ST JOE CO COM 790148100 1,008 36,511 X 36,511
ST JUDE MED INC COM 790849103 8,272 231,699 X 231,699
ST PAUL COS INC COM 792860108 1,250 43,541 X 43,541
SANMINA SCI CORP COM 800907107 391 141,233 X 141,233
SARA LEE CORP COM 803111103 6,935 379,158 X 379,158
SCANA CORP NEW COM 80589M102 281 10,791 X 10,791
SCHEIN HENRY INC COM 806407102 2,267 42,972 X 42,972
SCHERING PLOUGH CORP COM 806605101 18,067 847,408 X 847,408
SCHLUMBERGER LTD COM 806857108 4,254 110,599 X 110,599
SCHOLASTIC CORP COM 807066105 988 22,108 X 22,108
SCHWAB CHARLES CORP NEW COM 808513105 5,198 597,511 X 597,511
SCIENTIFIC ATLANTA INC COM 808655104 2,358 188,512 X 188,512
SCOTTS CO CL A 810186106 860 20,634 X 20,634
SCRIPPS E W CO OHIO CL A 811054204 4,525 65,289 X 65,289
SEALED AIR CORP NEW COM 81211K100 466 27,580 X 27,580
SEARS ROEBUCK & CO COM 812387108 7,741 198,477 X 198,477
SEMTECH CORP COM 816850101 393 40,515 X 40,515
SEMPRA ENERGY COM 816851109 2,536 129,040 X 129,040
SEQUA CORPORATION CL A 817320104 2,272 43,600 X 43,600
SERVICEMASTER CO COM 81760N109 200 18,418 X 18,418
SHERWIN WILLIAMS CO COM 824348106 5,707 241,022 X 241,022
SICOR INC COM 825846108 239 15,705 X 15,705
SIEBEL SYS INC COM 826170102 1,240 215,665 X 215,665
SIGMA ALDRICH CORP COM 826552101 2,893 58,711 X 58,711
SIMON PPTY GROUP INC NEW COM 828806109 1,092 30,573 X 30,573
SKYWEST INC COM 830879102 659 50,306 X 50,306
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
-------------- -------------- ------ ------------ --------- ---- -------- ------ --------- ---- ------ ----
SMITH INTL INC COM 832110100 1,464 49,951 X 49,951
SMITHFIELD FOODS INC COM 832248108 1,166 74,254 X 74,254
SMUCKER J M CO COM NEW 832696405 1,849 50,392 X 50,392
SMURFIT-STONE CONTAINER CORP COM 832727101 132 10,525 X 10,525
SNAP ON INC COM 833034101 244 10,609 X 10,609
SOLECTRON CORP COM 834182107 530 251,017 X 251,017
SONOCO PRODS CO COM 835495102 407 19,082 X 19,082
SOUTHERN CO COM 842587107 12,660 439,900 X 439,900
SOUTHTRUST CORP COM 844730101 11,192 461,519 X 461,519
SOUTHWEST AIRLS CO COM 844741108 11,974 916,816 X 916,816
SOUTHWEST GAS CORP COM 844895102 1,762 79,200 X 79,200
SOVEREIGN BANCORP INC COM 845905108 1,922 148,992 X 148,992
SOVRAN SELF STORAGE INC COM 84610H108 648 21,300 X 21,300
SPRINT CORP COM FON GROUP 852061100 2,897 317,668 X 317,668
SPRINT CORP PCS COM SER 1 852061506 706 360,113 X 360,113
SS&C TECHNOLOGIES INC COM 85227Q100 450 56,600 X 56,600
STANLEY WKS COM 854616109 706 21,604 X 21,604
STAPLES INC COM 855030102 2,060 161,085 X 161,085
STARBUCKS CORP COM 855244109 3,250 157,476 X 157,476
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 1,903 85,339 X 85,339
STATE STR CORP COM 857477103 4,364 112,928 X 112,928
STERICYCLE INC COM 858912108 1,021 30,100 X 30,100
STERIS CORP COM 859152100 1,277 51,263 X 51,263
STILWELL FINL INC COM 860831106 540 44,764 X 44,764
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 304 28,960 X 28,960
STRYKER CORP COM 863667101 4,723 81,989 X 81,989
STUDENT LN CORP COM 863902102 348 3,844 X 3,844
SUN MICROSYSTEMS INC COM 866810104 4,194 1,619,208 X 1,619,208
SUNGARD DATA SYS INC COM 867363103 4,366 224,483 X 224,483
SUNOCO INC COM 86764P109 3,295 109,241 X 109,241
SUNTRUST BKS INC COM 867914103 13,493 219,472 X 219,472
SUPERVALU INC COM 868536103 1,160 71,816 X 71,816
SYBASE INC COM 871130100 342 29,471 X 29,471
SYMANTEC CORP COM 871503108 3,155 93,808 X 93,808
SYMBOL TECHNOLOGIES INC COM 871508107 463 60,354 X 60,354
SYNOPSYS INC COM 871607107 1,847 48,420 X 48,420
SYNOVUS FINL CORP COM 87161C105 2,233 108,297 X 108,297
SYSCO CORP COM 871829107 17,579 619,198 X 619,198
TCF FINL CORP COM 872275102 1,333 31,482 X 31,482
TECO ENERGY INC COM 872375100 431 27,140 X 27,140
TJX COS INC NEW COM 872540109 10,136 596,234 X 596,234
TRW INC COM 872649108 3,160 53,975 X 53,975
TMP WORLDWIDE INC COM 872941109 245 27,258 X 27,258
TXU CORP COM 873168108 7,277 174,470 X 174,470
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 612 96,300 X 96,300
TARGET CORP COM 87612E106 18,964 642,399 X 642,399
TECH DATA CORP COM 878237106 1,797 68,076 X 68,076
TEKTRONIX INC COM 879131100 309 18,833 X 18,833
TELEPHONE & DATA SYS INC COM 879433100 1,810 35,885 X 35,885
TELLABS INC COM 879664100 436 107,207 X 107,207
TEMPLE INLAND INC COM 879868107 352 9,119 X 9,119
TENET HEALTHCARE CORP COM 88033G100 22,704 458,665 X 458,665
TERADYNE INC COM 880770102 663 69,056 X 69,056
TEXAS INSTRS INC COM 882508104 17,099 1,157,675 X 1,157,675
TEXTRON INC COM 883203101 1,503 44,075 X 44,075
THERMO ELECTRON CORP COM 883556102 1,238 76,722 X 76,722
THOMAS & BETTS CORP COM 884315102 241 17,090 X 17,090
THOMAS INDS INC COM 884425109 992 40,000 X 40,000
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
-------------- -------------- ------ ------------ --------- ---- -------- ------ --------- ---- ------ ----
3COM CORP COM 885535104 204 51,856 X 51,856
3M CO COM 88579Y101 32,010 291,075 X 291,075
TIDEWATER INC COM 886423102 485 17,983 X 17,983
TIFFANY & CO NEW COM 886547108 1,034 48,237 X 48,237
TITAN CORP COM 888266103 144 15,011 X 15,011
TORCHMARK CORP COM 891027104 7,650 223,304 X 223,304
TOYS R US INC COM 892335100 405 39,778 X 39,778
TRANSKARYOTIC THERAPIES INC COM 893735100 444 13,700 X 13,700
TRAVELERS PPTY CAS CORP NEW CL A 89420G109 1,342 101,691 X 101,691
TRAVELERS PPTY CAS CORP NEW CL B 89420G406 5,254 388,338 X 388,338
TRIAD HOSPITALS INC COM 89579K109 685 18,040 X 18,040
TRIBUNE CO NEW COM 896047107 2,619 62,631 X 62,631
TRUSTMARK CORP COM 898402102 1,235 54,156 X 54,156
TYCO INTL LTD NEW COM 902124106 9,080 643,999 X 643,999
TYSON FOODS INC CL A 902494103 160 13,718 X 13,718
UST INC COM 902911106 7,982 282,967 X 282,967
US BANCORP DEL COM NEW 902973304 8,747 470,760 X 470,760
USA INTERACTIVE COM 902984103 977 50,425 X 50,425
UNILEVER N V N Y SHS NEW 904784709 5,755 96,800 X 96,800
UNION PAC CORP COM 907818108 8,422 145,541 X 145,541
UNION PLANTERS CORP COM 908068109 2,630 95,784 X 95,784
UNIONBANCAL CORP COM 908906100 10,301 245,201 X 245,201
UNISYS CORP COM 909214108 474 67,786 X 67,786
UNITED ONLINE INC COM 911268100 346 36,100 X 36,100
UNITED PARCEL SERVICE INC CL B 911312106 21,786 348,415 X 348,415
UNITED STATES CELLULAR CORP COM 911684108 368 12,429 X 12,429
UNITED STATES STL CORP NEW COM 912909108 214 18,466 X 18,466
UNITED TECHNOLOGIES CORP COM 913017109 23,301 412,473 X 412,473
UNITEDHEALTH GROUP INC COM 91324P102 18,374 210,662 X 210,662
UNITRIN INC COM 913275103 682 22,224 X 22,224
UNIVERSAL HLTH SVCS INC CL B 913903100 2,393 46,782 X 46,782
UNIVISION COMMUNICATIONS INC CL A 914906102 1,411 61,874 X 61,874
UNOCAL CORP COM 915289102 2,461 78,415 X 78,415
UNUMPROVIDENT CORP COM 91529Y106 902 44,336 X 44,336
UTSTARCOM INC COM 918076100 213 13,921 X 13,921
V F CORP COM 918204108 1,760 48,917 X 48,917
VALASSIS COMMUNICATIONS INC COM 918866104 1,290 36,789 X 36,789
VALERO ENERGY CORP NEW COM 91913Y100 258 9,765 X 9,765
VALLEY NATL BANCORP COM 919794107 1,589 59,742 X 59,742
VALSPAR CORP COM 920355104 1,467 39,335 X 39,335
VARCO INTL INC DEL COM 922122106 327 19,300 X 19,300
VARIAN MED SYS INC COM 92220P105 2,627 61,111 X 61,111
VECTREN CORP COM 92240G101 1,655 75,233 X 75,233
VERISIGN INC COM 92343E102 159 31,412 X 31,412
VERIZON COMMUNICATIONS COM 92343V104 47,195 1,719,941 X 1,719,941
VERITAS SOFTWARE CO COM 923436109 3,135 213,682 X 213,682
VERTEX PHARMACEUTICALS INC COM 92532F100 608 32,891 X 32,891
VIAD CORP COM 92552R109 351 17,166 X 17,166
VIACOM INC CL A 925524100 4,967 122,500 X 122,500
VIACOM INC CL B 925524308 38,676 953,780 X 953,780
VISHAY INTERTECHNOLOGY INC COM 928298108 136 15,463 X 15,463
VISTEON CORP COM 92839U107 227 23,966 X 23,966
VIVENDI UNIVERSAL SPON ADR NEW 92851S204 133 11,700 X 11,700
VULCAN MATLS CO COM 929160109 2,058 56,903 X 56,903
WACHOVIA CORP 2ND NEW COM 929903102 26,455 809,262 X 809,262
WADDELL & REED FINL INC CL A 930059100 286 16,185 X 16,185
WAL MART STORES INC COM 931142103 133,822 2,717,751 X 2,717,751
WALGREEN CO COM 931422109 21,245 690,663 X 690,663
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
-------------- -------------- ------ ------------ --------- ---- -------- ------ --------- ---- ------ ----
WASHINGTON MUT INC COM 939322103 22,210 705,761 X 705,761
WASHINGTON POST CO CL B 939640108 7,291 11,234 X 11,234
WASTE MGMT INC DEL COM 94106L109 6,809 291,978 X 291,978
WATERS CORP COM 941848103 1,570 64,755 X 64,755
WATSON PHARMACEUTICALS INC COM 942683103 616 25,130 X 25,130
WATTS INDS INC CL A 942749102 569 34,700 X 34,700
WEBMD CORP COM 94769M105 207 41,073 X 41,073
WEIGHT WATCHERS INTL INC NEW COM 948626106 3,102 71,538 X 71,538
WELLPOINT HEALTH NETWORK NEW COM 94973H108 10,157 138,574 X 138,574
WELLS FARGO & CO NEW COM 949746101 36,820 764,528 X 764,528
WENDYS INTL INC COM 950590109 1,549 46,794 X 46,794
WESTAMERICA BANCORPORATION COM 957090103 1,043 25,895 X 25,895
WESTWOOD ONE INC COM 961815107 2,931 81,973 X 81,973
WEYERHAEUSER CO COM 962166104 5,532 126,395 X 126,395
WHIRLPOOL CORP COM 963320106 817 17,808 X 17,808
WHOLE FOODS MKT INC COM 966837106 4,352 101,585 X 101,585
WILEY JOHN & SONS INC CL A 968223206 229 10,396 X 10,396
WILLIAMS COS INC DEL COM 969457100 229 101,121 X 101,121
WILLIAMS SONOMA INC COM 969904101 1,017 43,019 X 43,019
WILMINGTON TRUST CORP COM 971807102 581 20,105 X 20,105
WINN DIXIE STORES INC COM 974280109 277 21,089 X 21,089
WISCONSIN ENERGY CORP COM 976657106 8,106 333,585 X 333,585
WORTHINGTON INDS INC COM 981811102 1,056 56,474 X 56,474
WRIGLEY WM JR CO COM 982526105 2,850 57,583 X 57,583
WYETH COM 983024100 25,906 814,648 X 814,648
XTO ENERGY CORP COM 98385X106 1,850 89,752 X 89,752
XCEL ENERGY INC COM 98389B100 1,130 121,425 X 121,425
XILINX INC COM 983919101 2,419 152,765 X 152,765
XEROX CORP COM 984121103 1,285 259,544 X 259,544
YAHOO INC COM 984332106 2,486 259,750 X 259,750
YUM BRANDS INC COM 988498101 3,823 137,966 X 137,966
ZEBRA TECHNOLOGIES CORP CL A 989207105 3,683 69,898 X 69,898
ZIMMER HLDGS INC COM 98956P102 7,266 189,514 X 189,514
ZIONS BANCORPORATION COM 989701107 731 16,789 X 16,789
GRAND TOTAL 5,190,163