UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended:December 31,
2000
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: Teachers' Retirement System of the State of
Kentucky
Address: 479 Versailles Road
Frankfort, Ky. 40601-3868
13F File Number: 28-1067
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: Stuart A. Reagan
Title: Investment Officer
Phone: 502-573-2057
Signature, Place, and Date of Signing:
Stuart A. Reagan Frankfort, Ky
January 17, 2001
Report Type (check only one.):
[ x ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES
EXCHANGE ACT OF 1934.
FORM 13F SUMMARY PAGE
Report summary:
Number of other Included Managers:
6
Form 13F Information Table Entry Total:
988
Form 13F Information Table Value Total: $6,907,609
List of Other Included Managers:
No. 13F File Number Name
01 500 Stock Index
02 NAMC
03 TODD STOCKS
04 28-517 WELLINGTON MGMT. CO.
05 BRINSON PARTNERS, INC.
06 28-517 SMALL CAP (WELLINGTON)
<TABLE> <C> <C>
FORM 13F INFORMATION TABLE
FORM 13F TEACHERS' RETIREMENT STATE OF
KENTUCKY
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5:
TITLE OF VALUE SHARES/
SH/PUT/INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT
PRNCALLDSCRETNMANAGERS SOLE SHAREDNONE
A T & T Corp Com 00195710 17,441 1,011,06SH
DEFINED01 1,011,069 0 0
Abbott Laboratories Com 00282410 19,753 407,800SH
DEFINED01 407,800 0 0
Adaptec Inc Com 00651F10 284 27,700SH
DEFINED01 27,700 0 0
ADC Telecommunications Inc Com 00088610 3,717 205,100SH
DEFINED01 205,100 0 0
Adobe Systems Inc Com 00724F10 3,817 65,600SH
DEFINED01 65,600 0 0
Advanced Micro Devices Com 00790310 1,091 79,000SH
DEFINED01 79,000 0 0
AES Corp Com 00130H10 5,704 103,000SH
DEFINED01 103,000 0 0
Aetna U S Healthcare Inc Com 00811710 1,552 37,805SH
DEFINED01 37,805 0 0
AFLAC Inc Com 00105510 5,147 71,300SH
DEFINED01 71,300 0 0
Agilent Technologies Inc A Com 00846U10 6,611 120,750SH
DEFINED01 120,750 0 0
Air Products & Chemicals Com 00915810 2,522 61,500SH
DEFINED01 61,500 0 0
Alberto-Culver Com 01306810 480 11,200SH
DEFINED01 11,200 0 0
Albertson's Com 01310410 2,985 112,654SH
DEFINED01 112,654 0 0
Alcan Aluminium Com 01371610 2,072 60,600SH
DEFINED01 60,600 0 0
Alcoa Inc Com 01381710 7,786 232,428SH
DEFINED01 232,428 0 0
Allegheny Energy Inc Com 1,383 28,700SH
DEFINED01 28,700 0 0
Allegheny Technologies Inc Com 01741R10 405 25,537SH
DEFINED01 25,537 0 0
Allergan Inc Com 01849010 3,427 35,400SH
DEFINED01 35,400 0 0
Allied Waste Industries Inc Com 01958930 735 50,500SH
DEFINED01 50,500 0 0
Allstate Corp Com 02000210 8,508 195,314SH
DEFINED01 195,314 0 0
Alltel Corp Com 02003910 5,107 81,800SH
DEFINED01 81,800 0 0
Altera Corp Com 02144110 2,789 106,000SH
DEFINED01 106,000 0 0
Alza Corp Com 02261510 2,312 54,400SH
DEFINED01 54,400 0 0
Ambac Financial Gr Inc Com 1,467 25,150SH
DEFINED01 25,150 0 0
Amerada Hess Com 02355110 1,775 24,300SH
DEFINED01 24,300 0 0
Ameren Corp Com 02360810 1,704 36,800SH
DEFINED01 36,800 0 0
America Online Inc Com 02364J10 21,228 610,000SH
DEFINED01 610,000 0 0
American Electric Power Com 02553710 3,999 86,000SH
DEFINED01 86,000 0 0
American Express Com 02581610 19,404 353,200SH
DEFINED01 353,200 0 0
American General Corp Com 02635110 5,439 66,742SH
DEFINED01 66,742 0 0
American Greetings Com 02637510 171 18,100SH
DEFINED01 18,100 0 0
American Home Products Com 02660910 22,255 350,200SH
DEFINED01 350,200 0 0
American International Group Com 02687410 60,762 616,486SH
DEFINED01 616,486 0 0
American Power Conversion Com 02906610 573 46,300SH
DEFINED01 46,300 0 0
Amgen Inc Com 03116210 17,481 273,400SH
DEFINED01 273,400 0 0
AMR Corp Com 00176510 1,579 40,300SH
DEFINED01 40,300 0 0
Amsouth Bancorp Com 03216510 1,604 105,200SH
DEFINED01 105,200 0 0
Anadarko Petroleum Corp Com 03251110 4,614 64,912SH
DEFINED01 64,912 0 0
Analog Devices Inc Com 03265410 4,719 92,200SH
DEFINED01 92,200 0 0
Andrew Corp Com 03442510 382 17,562SH
DEFINED01 17,562 0 0
Anheuser-Busch Co Inc Com 03522910 10,929 240,200SH
DEFINED01 240,200 0 0
Aon Corp Com 03738910 2,352 68,675SH
DEFINED01 68,675 0 0
Apache Corp Com 03741110 2,137 30,500SH
DEFINED01 30,500 0 0
Apple Computer Com 03783310 1,282 86,200SH
DEFINED01 86,200 0 0
Applera Corp Com 69332S10 5,136 54,600SH
DEFINED01 54,600 0 0
Applied Materials Inc Com 03822210 8,210 215,000SH
DEFINED01 215,000 0 0
Archer-Daniels Midland Com 03948310 2,607 173,778SH
DEFINED01 173,778 0 0
Ashland Inc Com 04420410 693 19,300SH
DEFINED01 19,300 0 0
Autodesk Inc Com 05276910 426 15,800SH
DEFINED01 15,800 0 0
Automatic Data Processing In Com 05301510 10,504 165,900SH
DEFINED01 165,900 0 0
Autozone Inc Com 05333210 1,137 39,900SH
DEFINED01 39,900 0 0
Avaya Inc Com 764 74,041SH
DEFINED01 74,041 0 0
Avery Dennison Corp Com 05361110 1,674 30,500SH
DEFINED01 30,500 0 0
Avon Products Com 05430310 3,346 69,900SH
DEFINED01 69,900 0 0
B B & T Corp Com 05493710 3,198 85,700SH
DEFINED01 85,700 0 0
Baker Hughes Com 05722410 3,663 88,140SH
DEFINED01 88,140 0 0
Ball Corp Com 05849810 336 7,300SH
DEFINED01 7,300 0 0
Bank of America Corp Com 06050510 20,242 441,236SH
DEFINED01 441,236 0 0
Bank of New York Inc Com 06405710 10,877 197,100SH
DEFINED01 197,100 0 0
Bank One Corp Com 06423A10 11,513 314,348SH
DEFINED01 314,348 0 0
Bard (CR) Inc Com 06738310 638 13,700SH
DEFINED01 13,700 0 0
Barrick Gold Corp Com 06790110 1,712 104,500SH
DEFINED01 104,500 0 0
Bausch & Lomb Com 07170710 623 15,400SH
DEFINED01 15,400 0 0
Baxter International Inc Com 07181310 6,888 78,000SH
DEFINED01 78,000 0 0
Bear Stearns Companies Inc Com 07390210 1,663 32,807SH
DEFINED01 32,807 0 0
Becton Dickinson Com 07588710 2,323 67,100SH
DEFINED01 67,100 0 0
Bed Bath & Beyond Inc Com 07589610 1,674 74,800SH
DEFINED01 74,800 0 0
BellSouth Com 07986010 20,690 505,400SH
DEFINED01 505,400 0 0
Bemis Co Com 08143710 470 14,000SH
DEFINED01 14,000 0 0
Best Buy Co Inc Com 08651610 1,614 54,600SH
DEFINED01 54,600 0 0
Biogen Inc Com 09059710 2,409 40,100SH
DEFINED01 40,100 0 0
Biomet Inc Com 09061310 1,792 45,150SH
DEFINED01 45,150 0 0
Black & Decker Corp Com 09179710 915 23,300SH
DEFINED01 23,300 0 0
Block H&R Com 09367110 1,084 26,200SH
DEFINED01 26,200 0 0
BMC Software Inc Com 05592110 897 64,100SH
DEFINED01 64,100 0 0
Boeing Co Com 09702310 15,313 232,014SH
DEFINED01 232,014 0 0
Boise Cascade Com 09738310 514 15,300SH
DEFINED01 15,300 0 0
Boston Scientific Corp Com 10113710 1,518 110,900SH
DEFINED01 110,900 0 0
Briggs & Stratton Com 10904310 266 6,000SH
DEFINED01 6,000 0 0
Bristol-Myers Squibb Co Com 11012210 38,662 522,900SH
DEFINED01 522,900 0 0
Broadcom Corp Cl A Com 11132010 4,813 57,300SH
DEFINED01 57,300 0 0
Broadvision Inc Com 840 71,100SH
DEFINED01 71,100 0 0
Brown-Forman Inc Com 11563720 1,224 18,400SH
DEFINED01 18,400 0 0
Brunswick Corp Com 11704310 406 24,700SH
DEFINED01 24,700 0 0
Burlington Northern Santa Fe Com 12189T10 3,529 124,635SH
DEFINED01 124,635 0 0
Burlington Resources Com 12201410 2,401 47,545SH
DEFINED01 47,545 0 0
Cabletron Systems Inc Com 12692010 703 46,700SH
DEFINED01 46,700 0 0
Calpine Corp Com 13134710 3,290 73,000SH
DEFINED01 73,000 0 0
Campbell Soup Com 13442910 4,030 116,400SH
DEFINED01 116,400 0 0
Capital One Financial Corp Com 14040H10 3,481 52,900SH
DEFINED01 52,900 0 0
Cardinal Health Inc Com 14149Y10 7,278 73,050SH
DEFINED01 73,050 0 0
Carnival Corp Com 14365810 5,066 164,400SH
DEFINED01 164,400 0 0
Caterpillar Inc Com 14912310 4,509 95,300SH
DEFINED01 95,300 0 0
Cendant Corp Com 15131310 1,859 193,123SH
DEFINED01 193,123 0 0
Centex Corp Com 15231210 601 16,000SH
DEFINED01 16,000 0 0
Centurytel Inc Com 15670010 1,335 37,350SH
DEFINED01 37,350 0 0
Ceridian Corp Com 15677T10 774 38,800SH
DEFINED01 38,800 0 0
Charter One Financial Inc Com 16090310 1,692 58,590SH
DEFINED01 58,590 0 0
Chase Manhattan Corp Com 16161A10 15,207 334,674SH
DEFINED01 334,674 0 0
Chevron Corp Com 16675110 14,844 175,800SH
DEFINED01 175,800 0 0
Chiron Corp Com 2,149 48,300SH
DEFINED01 48,300 0 0
Chubb Corp Com 17123210 4,083 47,200SH
DEFINED01 47,200 0 0
Cigna Corp Com 12550910 5,385 40,700SH
DEFINED01 40,700 0 0
Cincinnati Financial Corp Com 17206210 1,749 44,200SH
DEFINED01 44,200 0 0
Cinergy Corp Com 17247410 1,497 42,618SH
DEFINED01 42,618 0 0
Circuit City Stores Com 17273710 620 53,900SH
DEFINED01 53,900 0 0
Cisco Systems Com 17275R10 73,065 1,910,20SH
DEFINED01 1,910,200 0 0
CIT Group Inc A Com 1,409 70,000SH
DEFINED01 70,000 0 0
Citigroup Inc Com 17296710 68,417 1,339,86SH
DEFINED01 1,339,864 0 0
Citrix Systems Inc Com 17737610 1,058 47,000SH
DEFINED01 47,000 0 0
Clear Channel Communications Com 18450210 7,532 155,500SH
DEFINED01 155,500 0 0
Clorox Co Com 18905410 2,247 63,300SH
DEFINED01 63,300 0 0
CMS Energy Corp Com 12589610 1,001 31,600SH
DEFINED01 31,600 0 0
Coastal Corp Com 19044110 5,051 57,200SH
DEFINED01 57,200 0 0
Coca Cola Co Com 19121610 40,335 661,900SH
DEFINED01 661,900 0 0
Coca Cola Enterprises Com 19121910 2,164 113,900SH
DEFINED01 113,900 0 0
Colgate-Palmolive Com 19416210 10,089 156,300SH
DEFINED01 156,300 0 0
Comcast Corp CL A Spl Com 20030020 9,678 231,800SH
DEFINED01 231,800 0 0
Comerica Inc Com 20034010 2,488 41,900SH
DEFINED01 41,900 0 0
Compaq Computer Com 20449310 6,858 455,713SH
DEFINED01 455,713 0 0
Computer Associates Int'l Com 20491210 2,810 144,112SH
DEFINED01 144,112 0 0
Computer Sciences Corp Com 20536310 2,579 42,900SH
DEFINED01 42,900 0 0
Compuware Corp Com 20563810 598 95,700SH
DEFINED01 95,700 0 0
Comverse Technology Inc Com 20586240 4,497 41,400SH
DEFINED01 41,400 0 0
Conagra Foods Inc Com 20588710 3,403 130,900SH
DEFINED01 130,900 0 0
Conexant Systems Inc Com 20714210 807 52,500SH
DEFINED01 52,500 0 0
Conoco Inc CL B Com 20825140 4,864 168,100SH
DEFINED01 168,100 0 0
Conseco Inc Com 20846410 1,156 87,652SH
DEFINED01 87,652 0 0
Consolidated Edison Inc Com 20911510 2,279 59,200SH
DEFINED01 59,200 0 0
Consolidated Stores Corp Com 21014910 313 29,500SH
DEFINED01 29,500 0 0
Constellation Energy Group I Com 21037110 1,805 40,050SH
DEFINED01 40,050 0 0
Convergys Corp Com 21248510 1,835 40,500SH
DEFINED01 40,500 0 0
Cooper Industries Com 21666910 1,162 25,300SH
DEFINED01 25,300 0 0
Cooper Tire & Rubber Com 21683110 169 15,900SH
DEFINED01 15,900 0 0
Coors (Adolph) Com 21701610 795 9,900SH
DEFINED01 9,900 0 0
Corning Inc Com 21935010 12,390 234,600SH
DEFINED01 234,600 0 0
Costco Wholesale Corp Com 22160K10 4,731 118,472SH
DEFINED01 118,472 0 0
Countrywide Credit Ind Inc Com 22237210 1,523 30,300SH
DEFINED01 30,300 0 0
Crane Co Com 22439910 392 13,800SH
DEFINED01 13,800 0 0
CSX Corp Com 12640810 1,512 58,300SH
DEFINED01 58,300 0 0
Cummins Engine Co Inc Com 23102110 425 11,200SH
DEFINED01 11,200 0 0
CVS Corp Com 12665010 6,293 105,000SH
DEFINED01 105,000 0 0
Dana Corp Com 23581110 680 44,418SH
DEFINED01 44,418 0 0
Danaher Corp Com 23585110 2,605 38,100SH
DEFINED01 38,100 0 0
Darden Restaurants Inc Com 23719410 810 35,400SH
DEFINED01 35,400 0 0
Deere & Co Com 24419910 2,868 62,600SH
DEFINED01 62,600 0 0
Dell Computer Corp Com 24702510 11,877 681,100SH
DEFINED01 681,100 0 0
Delphi Automotive Systems Com 24712610 1,704 151,427SH
DEFINED01 151,427 0 0
Delta Airlines Inc Com 24736110 1,887 37,600SH
DEFINED01 37,600 0 0
Deluxe Corp Com 24801910 513 20,300SH
DEFINED01 20,300 0 0
Devon Energy Corp Com 25179M10 2,055 33,700SH
DEFINED01 33,700 0 0
Dillard's Inc Com 25406710 339 28,700SH
DEFINED01 28,700 0 0
Disney Walt Co (Holding Co) Com 25468710 15,996 552,782SH
DEFINED01 552,782 0 0
Dollar General Corp Com 25666910 1,421 75,288SH
DEFINED01 75,288 0 0
Dominion Resources Com 25746U10 4,259 63,562SH
DEFINED01 63,562 0 0
Donnelley (RR) & Sons Com 25786710 923 34,200SH
DEFINED01 34,200 0 0
Dover Corp Com 26000310 2,267 55,900SH
DEFINED01 55,900 0 0
Dow Chemical Co Com 26054310 6,483 177,000SH
DEFINED01 177,000 0 0
Dow Jones & Co Inc Com 26056110 1,382 24,400SH
DEFINED01 24,400 0 0
DTE Energy Co Com 23333110 1,515 38,900SH
DEFINED01 38,900 0 0
Duke Energy Corp Com 26439910 8,337 97,794SH
DEFINED01 97,794 0 0
DuPont (EI) De Nemours Com 26353410 13,477 278,962SH
DEFINED01 278,962 0 0
Dynegy Inc Com 4,597 82,000SH
DEFINED01 82,000 0 0
Eastman Chemical Co Com 27743210 1,021 20,950SH
DEFINED01 20,950 0 0
Eastman Kodak Com 27746110 3,339 84,800SH
DEFINED01 84,800 0 0
Eaton Corp Com 27805810 1,459 19,400SH
DEFINED01 19,400 0 0
Ecolab Inc Com 27886510 1,499 34,700SH
DEFINED01 34,700 0 0
Edison International Com 28102010 1,455 93,100SH
DEFINED01 93,100 0 0
El Paso Energy Corp Com 28390510 4,376 61,100SH
DEFINED01 61,100 0 0
Electronic Data Systems Com 28566110 7,629 132,100SH
DEFINED01 132,100 0 0
EMC Corp Com 26864810 38,423 577,786SH
DEFINED01 577,786 0 0
Emerson Electric Com 29101110 9,182 116,500SH
DEFINED01 116,500 0 0
Engelhard Corp Com 29284510 687 33,737SH
DEFINED01 33,737 0 0
Enron Corp Com 29356110 15,902 191,300SH
DEFINED01 191,300 0 0
Entergy Corp Com 29364G10 2,801 66,200SH
DEFINED01 66,200 0 0
EOG Resources Inc Com 26875P10 1,682 30,800SH
DEFINED01 30,800 0 0
Equifax Inc Com 29442910 1,104 38,500SH
DEFINED01 38,500 0 0
Exelon Corp Com 69330410 6,422 91,475SH
DEFINED01 91,475 0 0
Exxon Mobil Corp Com 30231G10 80,191 922,399SH
DEFINED01 922,399 0 0
Fannie Mae Com 31358610 23,171 267,100SH
DEFINED01 267,100 0 0
Federated Dept Stores Com 31410H10 1,957 55,900SH
DEFINED01 55,900 0 0
Fedex Corp Com 31428X10 3,186 79,720SH
DEFINED01 79,720 0 0
Fifth Third Bancorp Com 31677310 6,520 109,125SH
DEFINED01 109,125 0 0
First Data Corp Com 31996310 5,522 104,800SH
DEFINED01 104,800 0 0
First Union Corp Com 33735810 7,132 256,414SH
DEFINED01 256,414 0 0
Firstar Corp Com 33763V10 6,136 263,912SH
DEFINED01 263,912 0 0
Firstenergy Corp Com 33793210 1,979 62,700SH
DEFINED01 62,700 0 0
Fleetboston Financial Corp Com 33903010 9,261 246,557SH
DEFINED01 246,557 0 0
Fluor Corp Com 671 20,300SH
DEFINED01 20,300 0 0
FMC Corp Com 30249130 487 6,800SH
DEFINED01 6,800 0 0
Ford Motor Co Com 34537086 11,684 498,500SH
DEFINED01 498,500 0 0
Forest Labs Inc Com 3,056 23,000SH
DEFINED01 23,000 0 0
Fortune Brands Inc Com 34963110 1,338 44,600SH
DEFINED01 44,600 0 0
FPL Group Com 30257110 3,444 48,000SH
DEFINED01 48,000 0 0
Franklin Resources Inc Com 35461310 2,576 67,600SH
DEFINED01 67,600 0 0
Freddie Mac Com 31340030 12,831 186,300SH
DEFINED01 186,300 0 0
Freeport-McMoran Copper & Go Com 35671D85 375 43,800SH
DEFINED01 43,800 0 0
Gannett Co Com 36473010 4,730 75,000SH
DEFINED01 75,000 0 0
Gap (The) Com 36476010 5,861 229,850SH
DEFINED01 229,850 0 0
Gateway Inc Com 36762610 1,511 84,000SH
DEFINED01 84,000 0 0
General Dynamics Com 36955010 4,165 53,400SH
DEFINED01 53,400 0 0
General Electric Co Com 36960410 126,018 2,628,80SH
DEFINED01 2,628,800 0 0
General Mills Com 37033410 3,654 82,000SH
DEFINED01 82,000 0 0
General Motors Corp Com 37044210 7,539 148,000SH
DEFINED01 148,000 0 0
Genuine Parts Com 37246010 1,256 47,975SH
DEFINED01 47,975 0 0
Georgia Pacific Corp Com 37329810 1,919 61,652SH
DEFINED01 61,652 0 0
Gillette Co Com 37576610 10,057 278,400SH
DEFINED01 278,400 0 0
Global Crossing Ltd Com G3921A10 3,348 233,945SH
DEFINED01 233,945 0 0
Golden West Financial Com 38131710 2,977 44,100SH
DEFINED01 44,100 0 0
Goodrich (BF) Com 38238810 1,069 29,400SH
DEFINED01 29,400 0 0
Goodyear Tire & Rubber Com 38255010 963 41,900SH
DEFINED01 41,900 0 0
GPU Inc Com 36225X10 1,237 33,600SH
DEFINED01 33,600 0 0
Grainger (WW) Inc Com 38480210 913 25,000SH
DEFINED01 25,000 0 0
Great Lakes Chemical Com 39056810 584 15,700SH
DEFINED01 15,700 0 0
Guidant Corp Com 40169810 4,369 81,000SH
DEFINED01 81,000 0 0
Halliburton Co Com 40621610 4,288 118,300SH
DEFINED01 118,300 0 0
Harcourt General Corp Com 41163G10 1,093 19,100SH
DEFINED01 19,100 0 0
Harley Davidson Inc Com 41282210 3,212 80,800SH
DEFINED01 80,800 0 0
Harrah's Entertainment Inc Com 41361910 907 34,400SH
DEFINED01 34,400 0 0
Hartford Finl Svcs Group Com 41651510 4,280 60,600SH
DEFINED01 60,600 0 0
Hasbro Inc Com 41805610 554 52,175SH
DEFINED01 52,175 0 0
HCA-The Healthcare Co Com 40411910 6,656 151,230SH
DEFINED01 151,230 0 0
Healthsouth Corp Com 42192410 1,814 111,200SH
DEFINED01 111,200 0 0
Heinz (HJ) Co Com 42307410 4,559 96,100SH
DEFINED01 96,100 0 0
Hercules Inc Com 42705610 541 28,400SH
DEFINED01 28,400 0 0
Hershey Foods Com 42786610 2,408 37,400SH
DEFINED01 37,400 0 0
Hewlett Packard Co Com 42823610 16,810 532,600SH
DEFINED01 532,600 0 0
Hilton Hotels Com 43284810 717 68,300SH
DEFINED01 68,300 0 0
Home Depot Com 43707610 28,090 614,822SH
DEFINED01 614,822 0 0
Homestake Mining Com 43761410 292 69,800SH
DEFINED01 69,800 0 0
Honeywell International Inc Com 43851610 10,013 211,625SH
DEFINED01 211,625 0 0
Household International Com 44181510 7,054 128,252SH
DEFINED01 128,252 0 0
Humana Inc Com 44485910 520 34,100SH
DEFINED01 34,100 0 0
Huntington Bancshares Com 44615010 1,099 67,883SH
DEFINED01 67,883 0 0
Illinois Tool Works Com 45230810 4,783 80,300SH
DEFINED01 80,300 0 0
IMS Health Inc Com 44993410 2,265 83,900SH
DEFINED01 83,900 0 0
Inco Ltd Com 45325840 863 51,500SH
DEFINED01 51,500 0 0
Ingersoll-Rand Com 45686610 1,853 44,250SH
DEFINED01 44,250 0 0
Intel Corp Com 45814010 53,698 1,786,20SH
DEFINED01 1,786,200 0 0
International Business Machi Com 45920010 39,687 466,900SH
DEFINED01 466,900 0 0
International Flavors/Frag Com 45950610 577 28,400SH
DEFINED01 28,400 0 0
International Paper Co Com 46014610 5,266 129,038SH
DEFINED01 129,038 0 0
Interpublic Group Cos Inc Com 46069010 3,218 75,600SH
DEFINED01 75,600 0 0
Intuit Inc Com 2,126 53,900SH
DEFINED01 53,900 0 0
ITT Inds Inc Com 45091110 891 23,000SH
DEFINED01 23,000 0 0
JDS Uniphase Corp Com 46612J10 10,430 250,200SH
DEFINED01 250,200 0 0
Jefferson-Pilot Com 47507010 2,114 28,287SH
DEFINED01 28,287 0 0
Johnson & Johnson Com 47816010 39,041 371,600SH
DEFINED01 371,600 0 0
Johnson Controls Com 47836610 1,191 22,900SH
DEFINED01 22,900 0 0
K Mart Corp Com 48258410 703 132,300SH
DEFINED01 132,300 0 0
Kaufman & Broad Home Corp Com 48616810 307 9,100SH
DEFINED01 9,100 0 0
Kellogg Co Com 48783610 2,851 108,600SH
DEFINED01 108,600 0 0
Kerr-McGee Com 49238610 1,551 23,170SH
DEFINED01 23,170 0 0
Keycorp New Com 49326710 3,368 120,300SH
DEFINED01 120,300 0 0
Keyspan Corp Com 1,509 35,600SH
DEFINED01 35,600 0 0
Kimberly Clark Corp Com 49436810 10,092 142,768SH
DEFINED01 142,768 0 0
Kinder Morgan Inc Com 1,581 30,300SH
DEFINED01 30,300 0 0
King Pharmaceuticals CL A Com 49558210 2,274 44,000SH
DEFINED01 44,000 0 0
KLA-Tencor Corp Com 48248010 1,590 47,200SH
DEFINED01 47,200 0 0
Knight-Ridder News Com 49904010 1,234 21,700SH
DEFINED01 21,700 0 0
Kohls Corp Com 50025510 5,319 87,200SH
DEFINED01 87,200 0 0
Kroger Co Com 50104410 6,016 222,300SH
DEFINED01 222,300 0 0
Leggett and Platt Com 52466010 994 52,500SH
DEFINED01 52,500 0 0
Lehman Brothers Com 52490810 4,342 64,200SH
DEFINED01 64,200 0 0
Lexmark International Inc Com 52977110 1,529 34,500SH
DEFINED01 34,500 0 0
Lilly (Eli) & Co Com 53245710 27,258 292,900SH
DEFINED01 292,900 0 0
Limited Inc Com 53271610 1,959 114,800SH
DEFINED01 114,800 0 0
Lincoln National Corp Com 53418710 2,522 53,300SH
DEFINED01 53,300 0 0
Linear Technology Corp Com 53567810 3,682 79,600SH
DEFINED01 79,600 0 0
Liz Claiborne Inc Com 53932010 554 13,300SH
DEFINED01 13,300 0 0
Lockheed Martin Com 53983010 3,597 105,942SH
DEFINED01 105,942 0 0
Loew's Corp Com 54042410 2,983 28,800SH
DEFINED01 28,800 0 0
Longs Drug Stores Com 54316210 188 7,800SH
DEFINED01 7,800 0 0
Louisiana Pacific Com 54634710 292 28,800SH
DEFINED01 28,800 0 0
Lowe's Cos Com 54866110 4,548 102,200SH
DEFINED01 102,200 0 0
LSI Logic Corp Com 50216110 1,350 79,000SH
DEFINED01 79,000 0 0
Lucent Technologies Inc Com 54946310 11,995 888,501SH
DEFINED01 888,501 0 0
Manor Care Inc Com 56405510 592 28,700SH
DEFINED01 28,700 0 0
Marriott International CL A Com 57190320 2,818 66,700SH
DEFINED01 66,700 0 0
Marsh & McLennan Inc Com 57174810 8,284 70,800SH
DEFINED01 70,800 0 0
Masco Corp Com 57459910 3,049 118,700SH
DEFINED01 118,700 0 0
Massey Energy Co Com 34386110 259 20,300SH
DEFINED01 20,300 0 0
Mattel Inc Com 57708110 1,627 112,666SH
DEFINED01 112,666 0 0
Maxim Integrated Products Com 57772K10 3,529 73,800SH
DEFINED01 73,800 0 0
May Dept Stores Co Com 57777810 2,589 79,050SH
DEFINED01 79,050 0 0
Maytag Co Com 57859210 756 23,400SH
DEFINED01 23,400 0 0
MBIA Inc Com 55262C10 1,987 26,800SH
DEFINED01 26,800 0 0
MBNA Corp Com 55262L10 7,940 214,952SH
DEFINED01 214,952 0 0
McDermott International Com 58003710 130 12,100SH
DEFINED01 12,100 0 0
McDonald's Corp Com 58013510 11,937 351,100SH
DEFINED01 351,100 0 0
McGraw-Hill Com 58064510 3,095 52,800SH
DEFINED01 52,800 0 0
Mckesson HBOC Inc Com 58155Q10 2,707 75,432SH
DEFINED01 75,432 0 0
Mead Corp Com 58283410 860 27,400SH
DEFINED01 27,400 0 0
Medimmune Inc Com 58469910 2,680 56,200SH
DEFINED01 56,200 0 0
Medtronic Inc Com 58505510 18,994 314,600SH
DEFINED01 314,600 0 0
Mellon Financial Corp Com 58551A10 6,778 137,800SH
DEFINED01 137,800 0 0
Merck & Co Com 58933110 57,317 612,200SH
DEFINED01 612,200 0 0
Mercury Interactive Corp Com 58940510 1,913 21,200SH
DEFINED01 21,200 0 0
Meredith Corp Com 58943310 447 13,900SH
DEFINED01 13,900 0 0
Merrill Lynch Com 59018810 13,515 198,200SH
DEFINED01 198,200 0 0
Metlife Inc Com 7,000 200,000SH
DEFINED01 200,000 0 0
MGIC Investment Corp Com 55284810 1,976 29,300SH
DEFINED01 29,300 0 0
Micron Technology Com 59511210 5,297 149,200SH
DEFINED01 149,200 0 0
Microsoft Com 59491810 60,777 1,401,20SH
DEFINED01 1,401,200 0 0
Millipore Corp Com 60107310 643 10,200SH
DEFINED01 10,200 0 0
Minnesota Mining & Manufactu Com 60405910 13,014 108,000SH
DEFINED01 108,000 0 0
Molex Inc Com 60855410 1,842 51,875SH
DEFINED01 51,875 0 0
Moody's Corp Com 26483B10 1,110 43,200SH
DEFINED01 43,200 0 0
Morgan (JP) & Co Com 61688010 7,166 43,300SH
DEFINED01 43,300 0 0
Morgan Stanley Dean Witter & Com 61744644 23,856 301,022SH
DEFINED01 301,022 0 0
Motorola Inc Com 62007610 11,514 568,611SH
DEFINED01 568,611 0 0
Nabors Industries Inc Com 2,295 38,800SH
DEFINED01 38,800 0 0
National City Corp Com 63540510 4,764 165,700SH
DEFINED01 165,700 0 0
National Semiconductor Com 63764010 906 45,000SH
DEFINED01 45,000 0 0
National Service Industries Com 63765710 218 8,500SH
DEFINED01 8,500 0 0
Navistar International Com 63934E10 464 17,720SH
DEFINED01 17,720 0 0
NCR Corp Com 62886E10 1,267 25,800SH
DEFINED01 25,800 0 0
Network Appliance Inc Com 64120L10 5,328 83,000SH
DEFINED01 83,000 0 0
New York Times CL A Com 65011110 1,871 46,700SH
DEFINED01 46,700 0 0
Newell Rubbermaid Inc Com 65122910 1,719 75,543SH
DEFINED01 75,543 0 0
Newmont Mining Com 65163910 765 44,858SH
DEFINED01 44,858 0 0
Nextel Communications Inc A Com 65332V10 4,797 193,800SH
DEFINED01 193,800 0 0
Niagara Mohawk Holdings Inc Com 65352010 838 50,200SH
DEFINED01 50,200 0 0
Nicor Inc Com 65408610 544 12,600SH
DEFINED01 12,600 0 0
Nike Inc Com 65410610 4,208 75,400SH
DEFINED01 75,400 0 0
Nisource Inc Com 802 26,079SH
DEFINED01 26,079 0 0
Nisource Inc Sails Com 18 6,433SH
DEFINED01 6,433 0 0
Nordstrom Com 65566410 684 37,600SH
DEFINED01 37,600 0 0
Norfolk Southern Corp Com 65584410 1,358 102,000SH
DEFINED01 102,000 0 0
Nortel Networks Corp Com 65656810 26,357 822,040SH
DEFINED01 822,040 0 0
Northern Trust Corp Com 66585910 4,877 59,800SH
DEFINED01 59,800 0 0
Northrop Gruman Corp Com 66680710 1,544 18,600SH
DEFINED01 18,600 0 0
Novell Com 67000610 469 89,800SH
DEFINED01 89,800 0 0
Novellus Systems Inc Com 67000810 1,251 34,800SH
DEFINED01 34,800 0 0
Nucor Corp Com 67034610 929 23,400SH
DEFINED01 23,400 0 0
Occidental Petroleum Com 67459910 2,265 93,400SH
DEFINED01 93,400 0 0
Office Depot Inc Com 67622010 716 100,500SH
DEFINED01 100,500 0 0
Old Kentucky Financial Corp Com 67983310 1,461 33,390SH
DEFINED01 33,390 0 0
Omnicom Group Com 68191910 3,945 47,600SH
DEFINED01 47,600 0 0
Oneok Inc Com 68268010 361 7,500SH
DEFINED01 7,500 0 0
Oracle Corp Com 68389X10 43,674 1,502,77SH
DEFINED01 1,502,772 0 0
Owens Corning Com 69073F10 8 10,200SH
DEFINED01 10,200 0 0
P G & E Corp Com 69331C10 2,058 102,900SH
DEFINED01 102,900 0 0
Paccar Inc Com 69371810 1,032 20,960SH
DEFINED01 20,960 0 0
PACTIV CORP Com 69525710 566 45,700SH
DEFINED01 45,700 0 0
Pall Corp Com 69642930 708 33,233SH
DEFINED01 33,233 0 0
Palm Inc Com 69664210 4,251 150,139SH
DEFINED01 150,139 0 0
Parametric Technology Corp Com 69917310 970 72,200SH
DEFINED01 72,200 0 0
Parker-Hannifin Com 70109410 1,285 29,125SH
DEFINED01 29,125 0 0
Paychex Inc Com 70432610 4,810 98,925SH
DEFINED01 98,925 0 0
Penney (JC) Com 70816010 768 70,600SH
DEFINED01 70,600 0 0
Peoples Energy Com 71103010 322 7,200SH
DEFINED01 7,200 0 0
Peoplesoft Inc Com 71271310 2,763 74,300SH
DEFINED01 74,300 0 0
Pepsico Inc Com 71344810 19,002 383,400SH
DEFINED01 383,400 0 0
Perkinelmer Inc Com 71404610 1,113 10,600SH
DEFINED01 10,600 0 0
Pfizer Inc Com 71708110 76,761 1,668,72SH
DEFINED01 1,668,725 0 0
Pharmacia Corp Com 71713U10 20,222 331,502SH
DEFINED01 331,502 0 0
Phelps Dodge Com 71726510 1,292 23,147SH
DEFINED01 23,147 0 0
Philip Morris Companies Inc Com 71815410 26,330 598,400SH
DEFINED01 598,400 0 0
Phillips Petroleum Com 71850710 3,862 67,900SH
DEFINED01 67,900 0 0
Pinnacle West Capital Com 72348410 1,076 22,600SH
DEFINED01 22,600 0 0
Pitney-Bowes Inc Com 72447910 2,375 71,700SH
DEFINED01 71,700 0 0
Placer Dome Com 72590610 840 87,300SH
DEFINED01 87,300 0 0
PNC Financial Services Group Com 69347510 5,955 81,500SH
DEFINED01 81,500 0 0
Polaroid Corp Com 73109510 47 8,100SH
DEFINED01 8,100 0 0
Potlatch Corp Com 73762810 228 6,800SH
DEFINED01 6,800 0 0
Power One Inc Com 73930810 731 18,600SH
DEFINED01 18,600 0 0
PPG Industries Com 69350610 2,154 46,500SH
DEFINED01 46,500 0 0
PPL Corp Com 69351T10 1,911 42,300SH
DEFINED01 42,300 0 0
Praxair Inc Com 74005P10 1,895 42,700SH
DEFINED01 42,700 0 0
Price T Rowe Association Com 74147710 1,369 32,400SH
DEFINED01 32,400 0 0
Procter & Gamble Com 74271810 27,359 348,800SH
DEFINED01 348,800 0 0
Progress Energy Inc Com 12614C10 2,683 54,543SH
DEFINED01 54,543 0 0
Progress Energy Inc - CVO Com 0 26,300SH
DEFINED01 26,300 0 0
Progressive Corp Ohio Com 74331510 2,031 19,600SH
DEFINED01 19,600 0 0
Providian Financial Corp Com 74406A10 4,376 76,100SH
DEFINED01 76,100 0 0
Public Service Enterprise In Com 74457310 2,859 58,800SH
DEFINED01 58,800 0 0
Pulte Corp Com 74586710 371 8,800SH
DEFINED01 8,800 0 0
Qlogic Corp Com 1,848 24,000SH
DEFINED01 24,000 0 0
Quaker Oats Com 74740210 3,496 35,900SH
DEFINED01 35,900 0 0
Qualcomm Inc Com 74752510 16,150 196,500SH
DEFINED01 196,500 0 0
Quintiles Transnational Com 74876710 643 30,700SH
DEFINED01 30,700 0 0
Qwest Communications Intl Com 74912110 17,792 435,276SH
DEFINED01 435,276 0 0
RadioShack Corp Com 75043810 2,218 51,800SH
DEFINED01 51,800 0 0
Ralston Purina Com 75127730 2,265 86,700SH
DEFINED01 86,700 0 0
Raytheon Co CL B Com 75511140 2,811 90,500SH
DEFINED01 90,500 0 0
Reebok International Com 75811010 358 13,100SH
DEFINED01 13,100 0 0
Regions Financial Corp Com 75894010 1,639 60,000SH
DEFINED01 60,000 0 0
Reliant Energy Inc Com 75952J10 3,433 79,262SH
DEFINED01 79,262 0 0
Robert Half Intl Inc Com 1,259 47,500SH
DEFINED01 47,500 0 0
Rockwell International Com 77390310 2,443 51,300SH
DEFINED01 51,300 0 0
Rohm & Haas Com 77537110 2,118 58,330SH
DEFINED01 58,330 0 0
Rowan Companies Inc Com 77938210 591 21,900SH
DEFINED01 21,900 0 0
Royal Dutch Petroleum Co Com 78025780 34,811 574,800SH
DEFINED01 574,800 0 0
Ryder System Com 78354910 249 15,000SH
DEFINED01 15,000 0 0
Sabre Holdings Corp Com 78590510 1,493 34,622SH
DEFINED01 34,622 0 0
Safeco Corp Com 78642910 1,160 35,300SH
DEFINED01 35,300 0 0
Safeway Inc Com 78651420 8,256 132,100SH
DEFINED01 132,100 0 0
Sanmina Corp Com 80090710 3,034 39,600SH
DEFINED01 39,600 0 0
Sapient Corp Com 80306210 372 31,200SH
DEFINED01 31,200 0 0
Sara Lee Corp Com 80311110 5,679 231,200SH
DEFINED01 231,200 0 0
SBC Communications Inc Com 78387G10 43,059 901,769SH
DEFINED01 901,769 0 0
Schering-Plough Corp Com 80660510 22,337 393,600SH
DEFINED01 393,600 0 0
Schlumberger Ltd Com 80685710 11,735 146,800SH
DEFINED01 146,800 0 0
Schwab (Charles) Corp Com 80851310 10,277 362,200SH
DEFINED01 362,200 0 0
Scientific-Atlanta Com 80865510 1,335 41,000SH
DEFINED01 41,000 0 0
Sealed Air Corp Com 81211K10 683 22,397SH
DEFINED01 22,397 0 0
Sears Roebuck & Co Com 81238710 3,169 91,200SH
DEFINED01 91,200 0 0
Sempra Energy Com 81685110 1,498 64,426SH
DEFINED01 64,426 0 0
Sherwin-Williams Com 82434810 1,195 45,400SH
DEFINED01 45,400 0 0
Siebel Systems Inc Com 82617010 7,439 110,000SH
DEFINED01 110,000 0 0
Sigma Aldrich Corp Com 82655210 1,061 27,000SH
DEFINED01 27,000 0 0
Snap-on Inc Com 83303410 489 17,550SH
DEFINED01 17,550 0 0
Solectron Corp Com 83418210 5,736 169,200SH
DEFINED01 169,200 0 0
Southern Co Com 84258710 6,088 183,100SH
DEFINED01 183,100 0 0
Southtrust Corp Com 84473010 1,827 44,900SH
DEFINED01 44,900 0 0
Southwest Airlines Com 84474110 4,529 135,075SH
DEFINED01 135,075 0 0
Sprint Corp Com 85206110 4,723 232,500SH
DEFINED01 232,500 0 0
Sprint Corp (PCS Group) Com 85206150 4,817 235,700SH
DEFINED01 235,700 0 0
St Jude Medical Inc Com 79084910 1,395 22,700SH
DEFINED01 22,700 0 0
St Paul Cos Com 79286010 3,300 60,760SH
DEFINED01 60,760 0 0
Stanley Works Com 85461610 742 23,800SH
DEFINED01 23,800 0 0
Staples Inc Com 85503010 1,471 124,550SH
DEFINED01 124,550 0 0
Starbucks Corp Com 85524410 2,168 49,000SH
DEFINED01 49,000 0 0
Starwood Hotel & Resorts Wor Com 1,798 51,000SH
DEFINED01 51,000 0 0
State Street Corp Com 85747710 5,366 43,200SH
DEFINED01 43,200 0 0
Stilwell Financial Inc Com 86083110 2,335 59,200SH
DEFINED01 59,200 0 0
Stryker Corp Com 2,580 51,000SH
DEFINED01 51,000 0 0
Summit Bancorp Com 86600510 1,814 47,500SH
DEFINED01 47,500 0 0
Sun Microsystems Inc Com 86681010 23,504 843,200SH
DEFINED01 843,200 0 0
Sunoco Inc Com 86764P10 819 24,300SH
DEFINED01 24,300 0 0
Suntrust Banks Com 86791410 5,431 86,200SH
DEFINED01 86,200 0 0
Super Valu Stores Com 86853610 516 37,200SH
DEFINED01 37,200 0 0
Symbol Technologies Inc Com 1,206 33,500SH
DEFINED01 33,500 0 0
Synovus Financial Corp Com 87161C10 1,960 72,750SH
DEFINED01 72,750 0 0
Sysco Corp Com 87182910 5,322 177,400SH
DEFINED01 177,400 0 0
Target Corp Com 87612E10 7,643 237,000SH
DEFINED01 237,000 0 0
Tektronix Inc Com 87913110 822 24,400SH
DEFINED01 24,400 0 0
Tellabs Inc Com 87966410 5,933 105,000SH
DEFINED01 105,000 0 0
Temple-Inland Com 87986810 804 15,000SH
DEFINED01 15,000 0 0
Tenet Healthcare Corp Com 88033G10 3,697 83,200SH
DEFINED01 83,200 0 0
Teradyne Inc Com 88077010 1,710 45,900SH
DEFINED01 45,900 0 0
Texaco Inc Com 88169410 9,207 148,200SH
DEFINED01 148,200 0 0
Texas Instruments Inc Com 88250810 21,726 458,600SH
DEFINED01 458,600 0 0
Textron Inc Com 88320310 1,874 40,300SH
DEFINED01 40,300 0 0
Thermo Electron Corp Com 88355610 1,258 42,300SH
DEFINED01 42,300 0 0
Thomas & Betts Com 88431510 248 15,300SH
DEFINED01 15,300 0 0
Tiffany & Co Com 88654710 1,221 38,600SH
DEFINED01 38,600 0 0
Time Warner Inc Com 88731510 18,112 346,700SH
DEFINED01 346,700 0 0
Timken Co Com 88738910 192 12,700SH
DEFINED01 12,700 0 0
TJX Cos Inc Com 87254010 2,364 85,200SH
DEFINED01 85,200 0 0
Torchmark Corp Com 89102710 1,372 35,700SH
DEFINED01 35,700 0 0
Tosco Corp Com 89149030 1,385 40,800SH
DEFINED01 40,800 0 0
Toys 'R' Us (Holding Co) Com 89233510 1,108 66,400SH
DEFINED01 66,400 0 0
Transocean Sedco Forex Inc Com G9007810 2,568 55,820SH
DEFINED01 55,820 0 0
Tribune Co Com 89604710 3,471 82,150SH
DEFINED01 82,150 0 0
Tricon Global Restaurants In Com 89595310 1,360 41,200SH
DEFINED01 41,200 0 0
TRW Inc Com 87264910 1,259 32,500SH
DEFINED01 32,500 0 0
Tupperware Corp Com 89989610 290 14,200SH
DEFINED01 14,200 0 0
TXU Corp Com 87316810 3,285 74,135SH
DEFINED01 74,135 0 0
Tyco International Ltd Com 90212410 24,864 447,997SH
DEFINED01 447,997 0 0
U S Bancorp Com 90297310 5,723 196,080SH
DEFINED01 196,080 0 0
U S Surgical Value Support R Com 92529710 0 47SH
DEFINED01 47 0 0
Unilever NV Com 90478470 9,645 153,250SH
DEFINED01 153,250 0 0
Union Carbide Com 90558110 1,921 35,700SH
DEFINED01 35,700 0 0
Union Pacific Corp Com 90781810 3,370 66,400SH
DEFINED01 66,400 0 0
Union Planters Corp Com 90806810 1,369 38,300SH
DEFINED01 38,300 0 0
Unisys Corp Com 90921410 1,199 82,000SH
DEFINED01 82,000 0 0
United Health Group Inc Com 91324P10 5,241 85,400SH
DEFINED01 85,400 0 0
United Technologies Corp Com 91301710 10,150 129,100SH
DEFINED01 129,100 0 0
Unocal Corp Com 91528910 2,515 65,000SH
DEFINED01 65,000 0 0
Unumprovident Corp Com 91529Y10 1,719 63,975SH
DEFINED01 63,975 0 0
US Airways Group Inc Com 91190510 738 18,200SH
DEFINED01 18,200 0 0
USA Educational Inc Com 90390U10 2,931 43,100SH
DEFINED01 43,100 0 0
UST Inc Com 90291110 1,311 46,700SH
DEFINED01 46,700 0 0
USX-Marathon Group Com 90290582 2,298 82,800SH
DEFINED01 82,800 0 0
USX-US Steel Group Com 90337T10 426 23,680SH
DEFINED01 23,680 0 0
V F Corp Com 91820410 1,156 31,900SH
DEFINED01 31,900 0 0
Veritas Software Corp Com 92343610 9,403 107,458SH
DEFINED01 107,458 0 0
Verizon Communications Com 92343V10 36,266 723,514SH
DEFINED01 723,514 0 0
Viacom Inc CL B Com 92552430 19,098 408,524SH
DEFINED01 408,524 0 0
Visteon Corp Com 92839U10 488 42,461SH
DEFINED01 42,461 0 0
Vitesse Semiconductor Corp Com 92849710 2,605 47,100SH
DEFINED01 47,100 0 0
Vulcan Materials Com 92916010 1,283 26,800SH
DEFINED01 26,800 0 0
Wachovia Corp Com 92977110 3,150 54,200SH
DEFINED01 54,200 0 0
Walgreen Com 93142210 11,248 269,000SH
DEFINED01 269,000 0 0
Wal-Mart Stores Inc Com 93114210 63,368 1,192,80SH
DEFINED01 1,192,800 0 0
Washington Mutual Inc Com 93932210 7,582 142,895SH
DEFINED01 142,895 0 0
Waste Management Inc Com 94106L10 4,607 166,005SH
DEFINED01 166,005 0 0
Watson Pharmaceuticals Inc Com 94268310 1,316 25,700SH
DEFINED01 25,700 0 0
Wellpoint Health Networks In Com 94973H10 2,028 17,600SH
DEFINED01 17,600 0 0
Wells Fargo & Co Com 94974610 25,260 453,600SH
DEFINED01 453,600 0 0
Wendy's Int'l Com 95059010 856 32,600SH
DEFINED01 32,600 0 0
Westvaco Corp Com 96154810 785 26,900SH
DEFINED01 26,900 0 0
Weyerhaeuser Corp Com 96216610 2,735 53,900SH
DEFINED01 53,900 0 0
Whirlpool Corp Com 96332010 963 20,200SH
DEFINED01 20,200 0 0
Willamette Ind Inc Com 96913310 1,403 29,900SH
DEFINED01 29,900 0 0
Williams Cos Com 96945710 4,649 116,400SH
DEFINED01 116,400 0 0
Winn-Dixie Com 97428010 771 39,800SH
DEFINED01 39,800 0 0
Worldcom Inc GA Com 98157D10 10,591 753,171SH
DEFINED01 753,171 0 0
Worthington Industries Com 98181110 182 22,625SH
DEFINED01 22,625 0 0
Wrigley, (Wm) Jr Com 98252610 2,989 31,200SH
DEFINED01 31,200 0 0
Xcel Energy Inc Com 66577210 2,592 89,195SH
DEFINED01 89,195 0 0
Xerox Corp Com 98412110 822 177,700SH
DEFINED01 177,700 0 0
Xilinx Com 98391910 3,902 84,600SH
DEFINED01 84,600 0 0
Yahoo Inc Com 98433210 4,245 141,200SH
DEFINED01 141,200 0 0
Alcoa Inc Com 01381710 11,202 334,400SH
DEFINED02 334,400 0 0
Altera Corp Com 02144110 10,675 405,700SH
DEFINED02 405,700 0 0
American General Corp Com 02635110 11,891 145,900SH
DEFINED02 145,900 0 0
American International Group Com 02687410 37,366 379,113SH
DEFINED02 379,113 0 0
Applied Micro Circuits Corp Com 03822W10 17,516 233,400SH
DEFINED02 233,400 0 0
Automatic Data Processing In Com 05301510 30,156 476,300SH
DEFINED02 476,300 0 0
Bristol-Myers Squibb Co Com 11012210 21,886 296,000SH
DEFINED02 296,000 0 0
Caterpillar Inc Com 14912310 10,158 214,700SH
DEFINED02 214,700 0 0
Chase Manhattan Corp Com 16161A10 15,219 334,950SH
DEFINED02 334,950 0 0
Chevron Corp Com 16675110 11,965 141,700SH
DEFINED02 141,700 0 0
Cintas Corp Com 17290810 11,465 215,550SH
DEFINED02 215,550 0 0
Cisco Systems Com 17275R10 21,048 550,280SH
DEFINED02 550,280 0 0
Citigroup Inc Com 17296710 17,560 343,883SH
DEFINED02 343,883 0 0
Comerica Inc Com 20034010 9,530 160,500SH
DEFINED02 160,500 0 0
Commerce Bancshares Inc Com 20052510 9,764 229,751SH
DEFINED02 229,751 0 0
Computer Sciences Corp Com 20536310 12,031 200,100SH
DEFINED02 200,100 0 0
Costco Wholesale Corp Com 22160K10 10,571 264,700SH
DEFINED02 264,700 0 0
CVS Corp Com 12665010 18,736 312,600SH
DEFINED02 312,600 0 0
Deere & Co Com 24419910 17,377 379,300SH
DEFINED02 379,300 0 0
Dell Computer Corp Com 24702510 3,979 228,200SH
DEFINED02 228,200 0 0
DuPont (EI) De Nemours Com 26353410 9,566 197,997SH
DEFINED02 197,997 0 0
EMC Corp Com 26864810 8,246 124,000SH
DEFINED02 124,000 0 0
Exxon Mobil Corp Com 30231G10 36,783 423,100SH
DEFINED02 423,100 0 0
Fannie Mae Com 31358610 22,425 258,500SH
DEFINED02 258,500 0 0
Fiserv Inc Com 33773810 14,042 296,000SH
DEFINED02 296,000 0 0
Freddie Mac Com 31340030 25,835 375,100SH
DEFINED02 375,100 0 0
General Electric Co Com 36960410 26,978 562,780SH
DEFINED02 562,780 0 0
Home Depot Com 43707610 18,428 403,350SH
DEFINED02 403,350 0 0
Ingersoll-Rand Com 45686610 13,618 325,200SH
DEFINED02 325,200 0 0
Intel Corp Com 45814010 13,285 441,900SH
DEFINED02 441,900 0 0
Interpublic Group Cos Inc Com 46069010 13,752 323,100SH
DEFINED02 323,100 0 0
JDS Uniphase Corp Com 46612J10 1,042 25,000SH
DEFINED02 25,000 0 0
Johnson & Johnson Com 47816010 17,955 170,900SH
DEFINED02 170,900 0 0
Kimberly Clark Corp Com 49436810 10,208 144,400SH
DEFINED02 144,400 0 0
Marsh & McLennan Inc Com 57174810 5,043 43,100SH
DEFINED02 43,100 0 0
Masco Corp Com 57459910 16,705 650,300SH
DEFINED02 650,300 0 0
Maxim Integrated Products Com 57772K10 12,909 270,000SH
DEFINED02 270,000 0 0
Medtronic Inc Com 58505510 25,418 420,998SH
DEFINED02 420,998 0 0
Merck & Co Com 58933110 27,320 291,800SH
DEFINED02 291,800 0 0
MGIC Investment Corp Com 55284810 11,242 166,700SH
DEFINED02 166,700 0 0
Microsoft Com 59491810 15,277 352,200SH
DEFINED02 352,200 0 0
Oracle Corp Com 68389X10 8,722 300,100SH
DEFINED02 300,100 0 0
Pfizer Inc Com 71708110 15,438 335,600SH
DEFINED02 335,600 0 0
Pitney-Bowes Inc Com 72447910 8,387 253,200SH
DEFINED02 253,200 0 0
PMI Group Inc Com 69344M10 10,366 153,150SH
DEFINED02 153,150 0 0
Praxair Inc Com 74005P10 13,689 308,490SH
DEFINED02 308,490 0 0
Radian Group Inc Com 75023610 20,492 273,000SH
DEFINED02 273,000 0 0
Safeway Inc Com 78651420 15,500 248,000SH
DEFINED02 248,000 0 0
SBC Communications Inc Com 78387G10 10,949 229,300SH
DEFINED02 229,300 0 0
Schlumberger Ltd Com 80685710 15,828 198,000SH
DEFINED02 198,000 0 0
Siebel Systems Inc Com 82617010 10,151 150,100SH
DEFINED02 150,100 0 0
SPX Corp Com 78463510 11,728 108,400SH
DEFINED02 108,400 0 0
Sun Microsystems Inc Com 86681010 5,820 208,800SH
DEFINED02 208,800 0 0
Target Corp Com 87612E10 16,535 512,700SH
DEFINED02 512,700 0 0
Tellabs Inc Com 87966410 7,628 135,000SH
DEFINED02 135,000 0 0
Tenet Healthcare Corp Com 88033G10 16,100 362,300SH
DEFINED02 362,300 0 0
Texaco Inc Com 88169410 11,655 187,600SH
DEFINED02 187,600 0 0
Vitesse Semiconductor Corp Com 92849710 7,379 133,400SH
DEFINED02 133,400 0 0
Walgreen Com 93142210 21,002 502,300SH
DEFINED02 502,300 0 0
Wal-Mart Stores Inc Com 93114210 21,431 403,400SH
DEFINED02 403,400 0 0
Willamette Ind Inc Com 96913310 13,894 296,020SH
DEFINED02 296,020 0 0
Worldcom Inc GA Com 98157D10 4,925 350,200SH
DEFINED02 350,200 0 0
Abbott Laboratories Com 00282410 27,706 572,000SH
DEFINED03 572,000 0 0
Agilent Technologies Inc A Com 00846U10 14,965 273,335SH
DEFINED03 273,335 0 0
American International Group Com 02687410 12,450 126,312SH
DEFINED03 126,312 0 0
Applied Materials Com 5,843 153,000SH
DEFINED03 153,000 0 0
Automatic Data Processing In Com 05301510 29,567 467,000SH
DEFINED03 467,000 0 0
Bank of America Corp Com 06050510 39,636 864,000SH
DEFINED03 864,000 0 0
Bank One Corp Com 06423A10 14,559 397,520SH
DEFINED03 397,520 0 0
Block H&R Com 09367110 23,667 572,000SH
DEFINED03 572,000 0 0
BP Amoco PLC Spons Com 8 18,058 377,200SH
DEFINED03 377,200 0 0
Cisco Systems Com 17275R10 20,158 527,000SH
DEFINED03 527,000 0 0
Citigroup Inc Com 17296710 21,174 414,666SH
DEFINED03 414,666 0 0
Coastal Corp Com 19044110 23,050 261,000SH
DEFINED03 261,000 0 0
Coca Cola Co Com 19121610 9,019 148,000SH
DEFINED03 148,000 0 0
Computer Associates Int'l Com 20491210 8,497 435,750SH
DEFINED03 435,750 0 0
Computer Sciences Corp Com 20536310 29,040 483,000SH
DEFINED03 483,000 0 0
Conoco Inc Cl A Com 7,156 250,000SH
DEFINED03 250,000 0 0
Delta Airlines Inc Com 24736110 13,350 266,000SH
DEFINED03 266,000 0 0
Dow Chemical Co Com 26054310 10,900 297,600SH
DEFINED03 297,600 0 0
Duke Energy Corp Com 26439910 39,727 466,000SH
DEFINED03 466,000 0 0
Emerson Electric Com 29101110 18,521 235,000SH
DEFINED03 235,000 0 0
Engelhard Corp Com 29284510 5,522 271,000SH
DEFINED03 271,000 0 0
Exxon Mobil Corp Com 30231G10 38,873 447,139SH
DEFINED03 447,139 0 0
Fannie Mae Com 31358610 22,121 255,000SH
DEFINED03 255,000 0 0
Federal Realty Com 31374720 3,135 165,000SH
DEFINED03 165,000 0 0
Ford Motor Co Com 34537086 9,516 406,000SH
DEFINED03 406,000 0 0
Gannett Co Com 36473010 13,054 207,000SH
DEFINED03 207,000 0 0
General Electric Co Com 36960410 41,130 858,000SH
DEFINED03 858,000 0 0
Heinz (HJ) Co Com 42307410 13,472 284,000SH
DEFINED03 284,000 0 0
Hewlett Packard Co Com 42823610 13,572 430,000SH
DEFINED03 430,000 0 0
Home Depot Com 43707610 24,740 541,500SH
DEFINED03 541,500 0 0
Household International Com 44181510 13,750 250,000SH
DEFINED03 250,000 0 0
Intel Corp Com 45814010 28,740 956,000SH
DEFINED03 956,000 0 0
International Paper Co Com 46014610 6,326 155,000SH
DEFINED03 155,000 0 0
Johnson & Johnson Com 47816010 17,545 167,000SH
DEFINED03 167,000 0 0
Kerr-McGee Com 49238610 14,057 210,000SH
DEFINED03 210,000 0 0
Keyspan Corp Com 15,255 360,000SH
DEFINED03 360,000 0 0
Kimberly Clark Corp Com 49436810 58,107 822,000SH
DEFINED03 822,000 0 0
Lucent Technologies Inc Com 54946310 2,025 150,000SH
DEFINED03 150,000 0 0
MBNA Corp Com 55262L10 37,907 1,026,25SH
DEFINED03 1,026,250 0 0
Merck & Co Com 58933110 33,331 356,000SH
DEFINED03 356,000 0 0
Microsoft Com 59491810 33,702 777,000SH
DEFINED03 777,000 0 0
Morgan (JP) & Co Com 61688010 22,343 135,000SH
DEFINED03 135,000 0 0
Pfizer Inc Com 71708110 28,980 630,000SH
DEFINED03 630,000 0 0
Raytheon Co CL B Com 75511140 7,890 254,000SH
DEFINED03 254,000 0 0
Regions Financial Corp Com 75894010 11,936 437,000SH
DEFINED03 437,000 0 0
Royal Dutch Petroleum Co Com 78025780 7,146 118,000SH
DEFINED03 118,000 0 0
Safeway Inc Com 78651420 20,125 322,000SH
DEFINED03 322,000 0 0
SBC Communications Inc Com 78387G10 48,065 1,006,60SH
DEFINED03 1,006,600 0 0
Schlumberger Ltd Com 80685710 7,994 100,000SH
DEFINED03 100,000 0 0
Sprint Corp Com 85206110 4,814 237,000SH
DEFINED03 237,000 0 0
Target Corp Com 87612E10 51,600 1,600,00SH
DEFINED03 1,600,000 0 0
Teco Energy Inc Com 87237510 13,177 407,000SH
DEFINED03 407,000 0 0
Texaco Inc Com 88169410 14,972 241,000SH
DEFINED03 241,000 0 0
Union Pacific Corp Com 90781810 6,445 127,000SH
DEFINED03 127,000 0 0
United Health Group Inc Com 91324P10 16,694 272,000SH
DEFINED03 272,000 0 0
United Technologies Corp Com 91301710 48,197 613,000SH
DEFINED03 613,000 0 0
Unocal Corp Com 91528910 14,701 380,000SH
DEFINED03 380,000 0 0
Verizon Communications Com 92343V10 50,585 1,009,18SH
DEFINED03 1,009,180 0 0
Wachovia Corp Com 92977110 22,204 382,000SH
DEFINED03 382,000 0 0
Wellpoint Health Networks In Com 94973H10 31,694 275,000SH
DEFINED03 275,000 0 0
Xcel Energy Inc Com 66577210 10,317 355,000SH
DEFINED03 355,000 0 0
Abbott Laboratories Com 00282410 14,598 301,380SH
DEFINED04 301,380 0 0
Alcoa Inc Com 01381710 7,719 230,420SH
DEFINED04 230,420 0 0
America Online Inc Com 02364J10 9,201 264,400SH
DEFINED04 264,400 0 0
American Home Products Com 02660910 13,587 213,800SH
DEFINED04 213,800 0 0
American International Group Com 02687410 17,372 176,250SH
DEFINED04 176,250 0 0
Analog Devices Inc Com 03265410 7,269 142,000SH
DEFINED04 142,000 0 0
Astrazeneca Plc Com 04635310 4,764 92,500SH
DEFINED04 92,500 0 0
AT&T Corp - Liberty Media A Com 00195720 7,571 558,200SH
DEFINED04 558,200 0 0
Automatic Data Processing In Com 05301510 12,643 199,690SH
DEFINED04 199,690 0 0
Bank One Corp Com 06423A10 9,523 260,000SH
DEFINED04 260,000 0 0
Baxter International Inc Com 07181310 8,990 101,800SH
DEFINED04 101,800 0 0
Boeing Co Com 09702310 5,940 90,000SH
DEFINED04 90,000 0 0
Bristol-Myers Squibb Co Com 11012210 10,174 137,600SH
DEFINED04 137,600 0 0
Chase Manhattan Corp Com 16161A10 9,006 198,200SH
DEFINED04 198,200 0 0
Cisco Systems Com 17275R10 23,929 625,600SH
DEFINED04 625,600 0 0
Citigroup Inc Com 17296710 20,280 397,160SH
DEFINED04 397,160 0 0
Conoco Inc CL B Com 20825140 11,100 383,600SH
DEFINED04 383,600 0 0
CVS Corp Com 12665010 11,538 192,500SH
DEFINED04 192,500 0 0
Dell Computer Corp Com 24702510 4,931 282,800SH
DEFINED04 282,800 0 0
Dow Chemical Co Com 26054310 7,647 208,800SH
DEFINED04 208,800 0 0
Duke Energy Corp Com 26439910 8,099 95,000SH
DEFINED04 95,000 0 0
DuPont (EI) De Nemours Com 26353410 7,860 162,700SH
DEFINED04 162,700 0 0
El Paso Energy Corp Com 28390510 8,953 125,000SH
DEFINED04 125,000 0 0
EMC Corp Com 26864810 9,603 144,400SH
DEFINED04 144,400 0 0
Emerson Electric Com 29101110 10,246 130,000SH
DEFINED04 130,000 0 0
Exxon Mobil Corp Com 30231G10 25,308 291,110SH
DEFINED04 291,110 0 0
First Data Corp Com 31996310 8,530 161,900SH
DEFINED04 161,900 0 0
Fleetboston Financial Corp Com 33903010 8,823 234,900SH
DEFINED04 234,900 0 0
FPL Group Com 30257110 3,588 50,000SH
DEFINED04 50,000 0 0
Gannett Co Com 36473010 9,062 143,700SH
DEFINED04 143,700 0 0
General Electric Co Com 36960410 22,306 465,310SH
DEFINED04 465,310 0 0
General Mills Com 37033410 9,510 213,400SH
DEFINED04 213,400 0 0
General Motors Cl H Com 37044283 2,663 115,800SH
DEFINED04 115,800 0 0
Gillette Co Com 37576610 3,851 106,600SH
DEFINED04 106,600 0 0
Global Crossing Ltd Com G3921A10 3,292 230,000SH
DEFINED04 230,000 0 0
Hartford Finl Svcs Group Com 41651510 12,734 180,300SH
DEFINED04 180,300 0 0
HCA-The Healthcare Co Com 40411910 4,775 108,500SH
DEFINED04 108,500 0 0
Hewlett Packard Co Com 42823610 7,228 229,000SH
DEFINED04 229,000 0 0
Home Depot Com 43707610 8,103 177,350SH
DEFINED04 177,350 0 0
Illinois Tool Works Com 45230810 5,444 91,400SH
DEFINED04 91,400 0 0
Immunex Corp Com 3,063 75,400SH
DEFINED04 75,400 0 0
Intel Corp Com 45814010 14,063 467,800SH
DEFINED04 467,800 0 0
International Business Machi Com 45920010 12,598 148,210SH
DEFINED04 148,210 0 0
JDS Uniphase Corp Com 46612J10 4,752 114,000SH
DEFINED04 114,000 0 0
Johnson & Johnson Com 47816010 12,629 120,200SH
DEFINED04 120,200 0 0
Juniper Networks Inc Com 4,248 33,700SH
DEFINED04 33,700 0 0
Kimberly Clark Corp Com 49436810 12,604 178,300SH
DEFINED04 178,300 0 0
Marsh & McLennan Inc Com 57174810 14,894 127,300SH
DEFINED04 127,300 0 0
McDonald's Corp Com 58013510 10,744 316,000SH
DEFINED04 316,000 0 0
Merck & Co Com 58933110 17,579 187,760SH
DEFINED04 187,760 0 0
Merrill Lynch Com 59018810 12,519 183,600SH
DEFINED04 183,600 0 0
Micron Technology Com 59511210 7,211 203,140SH
DEFINED04 203,140 0 0
Microsoft Com 59491810 17,328 399,500SH
DEFINED04 399,500 0 0
Minnesota Mining & Manufactu Com 60405910 7,230 60,000SH
DEFINED04 60,000 0 0
Morgan Stanley Dean Witter & Com 61744644 15,065 190,100SH
DEFINED04 190,100 0 0
Motorola Inc Com 62007610 6,239 308,100SH
DEFINED04 308,100 0 0
News Corp Ltd Com 65248770 2,199 68,200SH
DEFINED04 68,200 0 0
Nortel Networks Corp Com 65656810 6,259 195,200SH
DEFINED04 195,200 0 0
Oracle Corp Com 68389X10 8,271 284,600SH
DEFINED04 284,600 0 0
Pepsico Inc Com 71344810 18,477 372,800SH
DEFINED04 372,800 0 0
Pfizer Inc Com 71708110 25,056 544,700SH
DEFINED04 544,700 0 0
Pharmacia Corp Com 71713U10 15,088 247,341SH
DEFINED04 247,341 0 0
Procter & Gamble Com 74271810 14,315 182,500SH
DEFINED04 182,500 0 0
Royal Dutch Petroleum Co Com 78025780 9,826 162,240SH
DEFINED04 162,240 0 0
Safeway Inc Com 78651420 16,379 262,060SH
DEFINED04 262,060 0 0
SBC Communications Inc Com 78387G10 16,999 356,000SH
DEFINED04 356,000 0 0
Schering-Plough Corp Com 80660510 10,726 189,000SH
DEFINED04 189,000 0 0
Schlumberger Ltd Com 80685710 11,495 143,800SH
DEFINED04 143,800 0 0
Solectron Corp Com 83418210 7,166 211,400SH
DEFINED04 211,400 0 0
Sony Corp Com 83569930 1,738 25,000SH
DEFINED04 25,000 0 0
State Street Corp Com 85747710 9,375 75,480SH
DEFINED04 75,480 0 0
Target Corp Com 87612E10 7,805 242,000SH
DEFINED04 242,000 0 0
Tellabs Inc Com 87966410 8,588 152,000SH
DEFINED04 152,000 0 0
Teradyne Inc Com 88077010 8,735 234,500SH
DEFINED04 234,500 0 0
Texaco Inc Com 88169410 7,033 113,200SH
DEFINED04 113,200 0 0
Tyco International Ltd Com 90212410 10,428 187,898SH
DEFINED04 187,898 0 0
United Technologies Corp Com 91301710 10,882 138,400SH
DEFINED04 138,400 0 0
Unocal Corp Com 91528910 4,902 126,700SH
DEFINED04 126,700 0 0
Verisign Inc Com 92343E10 1,969 26,545SH
DEFINED04 26,545 0 0
Veritas Software Corp Com 92343610 4,069 46,500SH
DEFINED04 46,500 0 0
Verizon Communications Com 92343V10 8,192 163,440SH
DEFINED04 163,440 0 0
Viacom Inc CL B Com 92552430 7,623 163,055SH
DEFINED04 163,055 0 0
Wachovia Corp Com 92977110 2,774 47,730SH
DEFINED04 47,730 0 0
Wal-Mart Stores Inc Com 93114210 15,061 283,500SH
DEFINED04 283,500 0 0
Worldcom Inc GA Com 98157D10 10,501 746,750SH
DEFINED04 746,750 0 0
Advanced Micro Devices Com 00790310 7,615 551,300SH
DEFINED05 551,300 0 0
Allergan Inc Com 01849010 15,887 164,100SH
DEFINED05 164,100 0 0
Alza Corp Com 02261510 11,339 266,800SH
DEFINED05 266,800 0 0
American Electric Power Com 02553710 6,566 141,200SH
DEFINED05 141,200 0 0
American General Corp Com 02635110 4,898 60,100SH
DEFINED05 60,100 0 0
American Standard Companies Com 02971210 4,266 86,500SH
DEFINED05 86,500 0 0
Amsouth Bancorp Com 03216510 2,799 183,560SH
DEFINED05 183,560 0 0
Baxter International Inc Com 07181310 8,955 101,400SH
DEFINED05 101,400 0 0
Burlington Northern Santa Fe Com 12189T10 15,354 542,300SH
DEFINED05 542,300 0 0
Cardinal Health Inc Com 14149Y10 8,897 89,300SH
DEFINED05 89,300 0 0
Carnival Corp Com 14365810 6,785 220,200SH
DEFINED05 220,200 0 0
Cigna Corp Com 12550910 9,473 71,600SH
DEFINED05 71,600 0 0
Citigroup Inc Com 17296710 3,209 62,852SH
DEFINED05 62,852 0 0
Clear Channel Communications Com 18450210 2,751 56,800SH
DEFINED05 56,800 0 0
CMS Energy Corp Com 12589610 3,169 100,000SH
DEFINED05 100,000 0 0
Commscope Inc Com 20337210 1,633 98,600SH
DEFINED05 98,600 0 0
Compaq Computer Com 20449310 5,102 339,000SH
DEFINED05 339,000 0 0
Computer Sciences Corp Com 20536310 920 15,300SH
DEFINED05 15,300 0 0
Compuware Corp Com 20563810 2,987 477,900SH
DEFINED05 477,900 0 0
COR Therapeutics Com 1,865 53,000SH
DEFINED05 53,000 0 0
Dell Computer Corp Com 24702510 1,690 96,900SH
DEFINED05 96,900 0 0
Eastman Chemical Co Com 27743210 1,687 34,600SH
DEFINED05 34,600 0 0
Electronic Data Systems Com 28566110 14,455 250,300SH
DEFINED05 250,300 0 0
Emerson Electric Com 29101110 10,648 135,100SH
DEFINED05 135,100 0 0
Entergy Corp Com 29364G10 3,732 88,200SH
DEFINED05 88,200 0 0
Exelon Corp Com 69330410 11,374 162,000SH
DEFINED05 162,000 0 0
Exxon Mobil Corp Com 30231G10 5,834 67,100SH
DEFINED05 67,100 0 0
Federated Dept Stores Com 31410H10 2,832 80,900SH
DEFINED05 80,900 0 0
Fedex Corp Com 31428X10 13,746 344,000SH
DEFINED05 344,000 0 0
First Data Corp Com 31996310 9,315 176,800SH
DEFINED05 176,800 0 0
Fleetboston Financial Corp Com 33903010 6,475 172,374SH
DEFINED05 172,374 0 0
Freddie Mac Com 31340030 10,882 158,000SH
DEFINED05 158,000 0 0
Gateway Inc Com 36762610 2,758 153,300SH
DEFINED05 153,300 0 0
Gatx Corp Com 36144810 1,915 38,400SH
DEFINED05 38,400 0 0
General Mills Com 37033410 6,417 144,000SH
DEFINED05 144,000 0 0
Genzyme Corp Com 37291710 5,990 66,600SH
DEFINED05 66,600 0 0
Grainger (WW) Inc Com 38480210 4,380 120,000SH
DEFINED05 120,000 0 0
Greenpoint Financial Corp Com 39538410 8,527 208,300SH
DEFINED05 208,300 0 0
Household International Com 44181510 5,588 101,600SH
DEFINED05 101,600 0 0
Illinois Tool Works Com 45230810 8,458 142,000SH
DEFINED05 142,000 0 0
IMC Global Inc Com 44966910 3,593 230,900SH
DEFINED05 230,900 0 0
Johnson & Johnson Com 47816010 8,048 76,600SH
DEFINED05 76,600 0 0
Johnson Controls Com 47836610 3,635 69,900SH
DEFINED05 69,900 0 0
Kimberly Clark Corp Com 49436810 2,919 41,300SH
DEFINED05 41,300 0 0
Kroger Co Com 50104410 3,970 146,700SH
DEFINED05 146,700 0 0
Lear Corp Com 52186510 3,863 155,700SH
DEFINED05 155,700 0 0
Lincoln National Corp Com 53418710 3,511 74,200SH
DEFINED05 74,200 0 0
Lyondell Chemical Co Com 55207810 2,066 134,900SH
DEFINED05 134,900 0 0
Martin Marietta Materials Com 57328410 3,715 87,828SH
DEFINED05 87,828 0 0
Masco Corp Com 57459910 10,039 390,800SH
DEFINED05 390,800 0 0
Mattel Inc Com 57708110 6,112 423,300SH
DEFINED05 423,300 0 0
Mead Corp Com 58283410 3,194 101,800SH
DEFINED05 101,800 0 0
Microsoft Com 59491810 4,511 104,000SH
DEFINED05 104,000 0 0
Motorola Inc Com 62007610 4,064 200,700SH
DEFINED05 200,700 0 0
National Semiconductor Com 63764010 2,330 115,800SH
DEFINED05 115,800 0 0
New York Times CL A Com 65011110 3,413 85,200SH
DEFINED05 85,200 0 0
Newell Rubbermaid Inc Com 65122910 5,014 220,400SH
DEFINED05 220,400 0 0
Nextel Communications Inc A Com 65332V10 5,908 238,700SH
DEFINED05 238,700 0 0
Pentair Inc Com 70963110 2,784 115,100SH
DEFINED05 115,100 0 0
Pepsico Inc Com 71344810 2,880 58,100SH
DEFINED05 58,100 0 0
PNC Financial Services Group Com 69347510 6,444 88,200SH
DEFINED05 88,200 0 0
Praxair Inc Com 74005P10 5,116 115,300SH
DEFINED05 115,300 0 0
Raytheon Co CL B Com 75511140 4,737 152,500SH
DEFINED05 152,500 0 0
Sara Lee Corp Com 80311110 6,600 268,700SH
DEFINED05 268,700 0 0
SBC Communications Inc Com 78387G10 8,547 179,000SH
DEFINED05 179,000 0 0
SCI Systems Inc Com 2,197 83,300SH
DEFINED05 83,300 0 0
St Jude Medical Inc Com 79084910 5,658 92,100SH
DEFINED05 92,100 0 0
St Paul Cos Com 79286010 3,405 62,700SH
DEFINED05 62,700 0 0
Target Corp Com 87612E10 4,428 137,300SH
DEFINED05 137,300 0 0
Tellabs Inc Com 87966410 6,000 106,200SH
DEFINED05 106,200 0 0
Texas Instruments Inc Com 88250810 4,141 87,400SH
DEFINED05 87,400 0 0
Ultramar Diamond Shamrock Co Com 90400010 3,449 111,700SH
DEFINED05 111,700 0 0
Unisys Corp Com 90921410 1,755 120,000SH
DEFINED05 120,000 0 0
United Health Group Inc Com 91324P10 8,470 138,000SH
DEFINED05 138,000 0 0
USG Corp Com 90329340 1,116 49,600SH
DEFINED05 49,600 0 0
Viad Corp Com 92552R10 2,450 106,500SH
DEFINED05 106,500 0 0
Wal-Mart Stores Inc Com 93114210 5,759 108,400SH
DEFINED05 108,400 0 0
Wells Fargo & Co Com 94974610 13,098 235,200SH
DEFINED05 235,200 0 0
York International Corp Com 98667010 2,498 81,400SH
DEFINED05 81,400 0 0
99 Cent Only Stores Com 3,359 122,700SH
DEFINED06 122,700 0 0
Ade Corp/Mass Com 00089C10 545 30,900SH
DEFINED06 30,900 0 0
Advance Paradigm Inc Com 3,035 66,700SH
DEFINED06 66,700 0 0
Affiliated Computer Services Com 00819010 2,919 48,100SH
DEFINED06 48,100 0 0
Agile Software Corp Com 2,232 45,200SH
DEFINED06 45,200 0 0
Airtran Holdings Inc Com 1,301 179,500SH
DEFINED06 179,500 0 0
Albany Intl Corp CL A Com 01234810 777 57,840SH
DEFINED06 57,840 0 0
Alliance Pharmaceutical CP Com 01877310 479 55,500SH
DEFINED06 55,500 0 0
Amcore Financial Inc Com 579 28,000SH
DEFINED06 28,000 0 0
American Eagle Outfitters Com 02553E10 3,760 89,000SH
DEFINED06 89,000 0 0
American Freightways Com 3,330 119,200SH
DEFINED06 119,200 0 0
Anaren Microwave Inc Com 03274410 739 11,000SH
DEFINED06 11,000 0 0
Argosy Gaming Co Com 132 6,900SH
DEFINED06 6,900 0 0
Atlas Air Inc Com 04916410 683 20,950SH
DEFINED06 20,950 0 0
ATMI Inc Com 00207R10 1,162 59,600SH
DEFINED06 59,600 0 0
Atwood Oceanies Inc Com 05009510 1,573 35,900SH
DEFINED06 35,900 0 0
Avista Corp Com 05379B10 1,968 96,000SH
DEFINED06 96,000 0 0
Axys Pharmaceuticals Com 05463510 1,184 210,500SH
DEFINED06 210,500 0 0
Bancfirst Corp Com 05945F10 1,627 41,000SH
DEFINED06 41,000 0 0
Bancorp South Com 05969210 463 38,000SH
DEFINED06 38,000 0 0
Bancwest Corp Com 969 37,100SH
DEFINED06 37,100 0 0
Beckman Coulter Inc Com 07581110 2,105 50,200SH
DEFINED06 50,200 0 0
Beverly Enterprises Com 769 93,900SH
DEFINED06 93,900 0 0
Bisys Group Inc Com 05547210 4,889 93,800SH
DEFINED06 93,800 0 0
Borg-Warner Automotive Inc Com 09972410 1,792 44,800SH
DEFINED06 44,800 0 0
Boston Properties Reit Com 2,184 50,200SH
DEFINED06 50,200 0 0
Briggs & Stratton Com 10904310 1,771 39,900SH
DEFINED06 39,900 0 0
Brinker International Inc Com 10964110 304 7,200SH
DEFINED06 7,200 0 0
Broadbase Software Inc Com 11130R10 544 87,000SH
DEFINED06 87,000 0 0
C & D Technologies Inc Com 12466110 544 12,600SH
DEFINED06 12,600 0 0
Cabot Oil & Gas Corp Com 1,460 46,800SH
DEFINED06 46,800 0 0
Calico Commerce Inc Com 12989710 156 160,700SH
DEFINED06 160,700 0 0
Cambrex Corp Com 13201110 1,489 32,900SH
DEFINED06 32,900 0 0
Caraustar Industries Inc Com 14090910 842 89,800SH
DEFINED06 89,800 0 0
Carmark Rx Inc Com 4,680 345,100SH
DEFINED06 345,100 0 0
Celeritek Inc Com 15092610 1,014 26,600SH
DEFINED06 26,600 0 0
Cephalon Inc Com 15670810 3,678 58,100SH
DEFINED06 58,100 0 0
Ciphergen Biosystems Com 350 26,400SH
DEFINED06 26,400 0 0
Citizens Banking Corp Mich Com 17442010 1,372 47,200SH
DEFINED06 47,200 0 0
Cleveland Cliffs Inc Com 18589610 1,404 65,100SH
DEFINED06 65,100 0 0
Coach Inc Com 173 6,000SH
DEFINED06 6,000 0 0
Columbia Banking System Inc Com 19723610 1,467 94,246SH
DEFINED06 94,246 0 0
CompuCredit Corp Com 881 48,600SH
DEFINED06 48,600 0 0
Connetics Corp Com 330 72,300SH
DEFINED06 72,300 0 0
CPB Inc Com 12590310 1,394 50,000SH
DEFINED06 50,000 0 0
Crane Co Com 22439910 2,969 104,400SH
DEFINED06 104,400 0 0
Credence Systems Corp Com 22530210 1,451 63,100SH
DEFINED06 63,100 0 0
Critical Path Inc Com 22674V10 504 16,400SH
DEFINED06 16,400 0 0
Crompton Corp Com 22711610 941 89,600SH
DEFINED06 89,600 0 0
Cross Timbers Oil Co Com 22757310 561 20,200SH
DEFINED06 20,200 0 0
CSG Systems Intl Inc Com 12634910 1,333 28,400SH
DEFINED06 28,400 0 0
Cullen/Frost Bankers Inc Com 22989910 3,132 74,900SH
DEFINED06 74,900 0 0
CV Therapeutics Inc Com 12666710 750 10,600SH
DEFINED06 10,600 0 0
Cytec Inds Inc Com 23282010 1,114 27,900SH
DEFINED06 27,900 0 0
D R Horton Inc Com 23331A10 2,920 119,482SH
DEFINED06 119,482 0 0
Devry Inc Com 25189310 1,903 50,400SH
DEFINED06 50,400 0 0
DMC Stratex Networks Inc Com 25385910 1,064 70,900SH
DEFINED06 70,900 0 0
Documentum Inc Com 25615910 3,826 77,000SH
DEFINED06 77,000 0 0
E Piphany Inc Com 26881V10 2,015 37,350SH
DEFINED06 37,350 0 0
Edwards Lifesciences Corp Com 28176E10 2,226 125,400SH
DEFINED06 125,400 0 0
EEX Corp Com 26842V20 1,171 240,200SH
DEFINED06 240,200 0 0
EGL Inc Com 565 23,600SH
DEFINED06 23,600 0 0
Elantec Semiconductor Inc Com 28415510 622 22,400SH
DEFINED06 22,400 0 0
Electronics For Imaging Com 28608210 852 61,100SH
DEFINED06 61,100 0 0
Exelixis Inc Com 30161Q10 687 47,000SH
DEFINED06 47,000 0 0
First Citizens Bankshares CL Com 31946M10 2,309 28,600SH
DEFINED06 28,600 0 0
FirstFed Financial Corp Com 1,406 43,500SH
DEFINED06 43,500 0 0
Fuelcell Energy Inc Com 795 11,600SH
DEFINED06 11,600 0 0
Furniture Brands Intl Inc Com 36092110 255 12,100SH
DEFINED06 12,100 0 0
Gartner Group Inc Cl A Com 36665120 975 141,300SH
DEFINED06 141,300 0 0
Gene Logic Inc Com 36868910 1,196 65,100SH
DEFINED06 65,100 0 0
General Growth Properties Com 37002110 2,186 60,400SH
DEFINED06 60,400 0 0
Genesco Inc Com 37153210 305 12,500SH
DEFINED06 12,500 0 0
Gentex Corp Com 37190110 894 48,000SH
DEFINED06 48,000 0 0
Genzyme Corp Biosurgery Div Com 555 63,838SH
DEFINED06 63,838 0 0
Gerber Scientific Com 37373010 1,359 158,700SH
DEFINED06 158,700 0 0
Granite Construction Com 38732810 640 22,100SH
DEFINED06 22,100 0 0
Great Lakes Chemical Corp Com 39056810 1,342 36,100SH
DEFINED06 36,100 0 0
Great Lakes Reit Inc Com 39075210 1,807 104,000SH
DEFINED06 104,000 0 0
H S Resources Com 2,131 50,300SH
DEFINED06 50,300 0 0
Haemonetics Corp/Mass Com 40502410 966 31,300SH
DEFINED06 31,300 0 0
Hain Celestial Group Inc Com 374 11,500SH
DEFINED06 11,500 0 0
Health Net Inc Com 5,911 225,700SH
DEFINED06 225,700 0 0
Helix Technology Com 42331910 1,129 47,700SH
DEFINED06 47,700 0 0
Helmerich & Payne Com 42345210 2,185 49,800SH
DEFINED06 49,800 0 0
Homestore.Com Inc Com 43785210 2,312 114,900SH
DEFINED06 114,900 0 0
Horace Mann Educators Com 44032710 5,337 249,700SH
DEFINED06 249,700 0 0
Hudson United Bancorp Com 44416510 766 36,578SH
DEFINED06 36,578 0 0
Idexx Laboratories Inc Com 45168D10 1,140 51,800SH
DEFINED06 51,800 0 0
Intermedia Communications Com 216 30,000SH
DEFINED06 30,000 0 0
Internet Pictures Corp Com 46059S10 41 42,629SH
DEFINED06 42,629 0 0
Investment Technology Group Com 46145F10 3,574 85,600SH
DEFINED06 85,600 0 0
Iron Mountain Inc Com 46284610 1,682 45,300SH
DEFINED06 45,300 0 0
ITC Delta Com Com 45031T10 355 65,800SH
DEFINED06 65,800 0 0
ITT Educational Services Com 45068B10 1,624 73,800SH
DEFINED06 73,800 0 0
Jacobs Engineering Group Inc Com 46981410 3,127 67,700SH
DEFINED06 67,700 0 0
Kennametal Inc Com 48917010 3,498 120,100SH
DEFINED06 120,100 0 0
Kenneth Cole Productions A Com 19329410 632 15,700SH
DEFINED06 15,700 0 0
Keynote Systems Inc Com 49330810 765 53,900SH
DEFINED06 53,900 0 0
Kimco Realty Corp Com 49446R10 2,178 49,300SH
DEFINED06 49,300 0 0
KV Pharmaceutical B Com 48274010 804 33,150SH
DEFINED06 33,150 0 0
Lance Inc Com 51460610 990 78,200SH
DEFINED06 78,200 0 0
Lattice Semiconductor Corp Com 51841510 1,893 103,000SH
DEFINED06 103,000 0 0
Liberty Property Trust Com 53117210 2,859 100,100SH
DEFINED06 100,100 0 0
LNR Property Corp Com 50194010 1,186 53,900SH
DEFINED06 53,900 0 0
Manpower Inc Com 56418H10 3,720 97,900SH
DEFINED06 97,900 0 0
McClatchy Co CL A Com 57948910 3,956 92,800SH
DEFINED06 92,800 0 0
Mcleodusa Inc Cl A Com 1,387 98,217SH
DEFINED06 98,217 0 0
MDU Resources Group Inc Com 55269010 3,677 113,150SH
DEFINED06 113,150 0 0
Mesa Air Group Inc Com 59047910 883 126,100SH
DEFINED06 126,100 0 0
Methode Electronics CL A Com 59152020 1,752 76,400SH
DEFINED06 76,400 0 0
Metris Companies Inc Com 59159810 2,134 81,100SH
DEFINED06 81,100 0 0
Midcoast Energy Resources Com 59563W10 606 27,800SH
DEFINED06 27,800 0 0
Minerals Technologies Inc Com 60315810 1,501 43,900SH
DEFINED06 43,900 0 0
Moog Inc Cl A Com 299 10,300SH
DEFINED06 10,300 0 0
MRV Communications Inc Com 55347710 169 12,600SH
DEFINED06 12,600 0 0
Natural Microsystems Com 628 63,600SH
DEFINED06 63,600 0 0
Netro Corp Com 64114R10 161 23,200SH
DEFINED06 23,200 0 0
Northwestern Corp Com 66807410 3,941 170,400SH
DEFINED06 170,400 0 0
Nuevo Energy Co Com 67050910 1,724 99,600SH
DEFINED06 99,600 0 0
Oshkosh Truck Corp B Com 68823920 1,302 29,600SH
DEFINED06 29,600 0 0
P F Changs China Bristro Inc Com 69333Y10 795 25,300SH
DEFINED06 25,300 0 0
Pacific Century Finl Corp Com 69405810 2,772 156,700SH
DEFINED06 156,700 0 0
Pacific Sunwear of Calif Com 69487310 3,866 150,850SH
DEFINED06 150,850 0 0
Packaging Corp of America Com 69515610 2,391 148,300SH
DEFINED06 148,300 0 0
PACTIV CORP Com 69525710 1,535 124,000SH
DEFINED06 124,000 0 0
Pall Corp Com 69642930 1,607 75,400SH
DEFINED06 75,400 0 0
Patina Oil & Gas Corp Com 36 1,500SH
DEFINED06 1,500 0 0
Pega Systems Inc Com 70557310 109 47,300SH
DEFINED06 47,300 0 0
Pegasus Communications Corp Com 70590410 1,800 69,900SH
DEFINED06 69,900 0 0
Peoples Bank Com 71019810 2,005 77,500SH
DEFINED06 77,500 0 0
Peoples Energy Com 71103010 2,654 59,300SH
DEFINED06 59,300 0 0
Perrigo Company Com 71429010 1,521 183,700SH
DEFINED06 183,700 0 0
Pharmacopeia Inc Com 419 19,200SH
DEFINED06 19,200 0 0
Pharmacyclics Inc Com 514 15,000SH
DEFINED06 15,000 0 0
Polaris Industries Com 73106810 1,085 27,300SH
DEFINED06 27,300 0 0
Precision Castparts Corp Com 74018910 1,102 26,200SH
DEFINED06 26,200 0 0
Princeton National Bancorp Com 74228210 640 53,350SH
DEFINED06 53,350 0 0
Proxim Inc Com 155 3,600SH
DEFINED06 3,600 0 0
PSS World Medical Inc Com pss wORL 130 25,900SH
DEFINED06 25,900 0 0
Quantum Corp Hard Disk Drive Com 74790630 4,679 584,900SH
DEFINED06 584,900 0 0
Range Resources Corp Com 75281A10 1,884 274,000SH
DEFINED06 274,000 0 0
Raymond James Financial Inc Com 75473010 1,071 30,700SH
DEFINED06 30,700 0 0
Reckson Assoc Realty Corp Com 2,764 110,300SH
DEFINED06 110,300 0 0
Reinsurance Group of America Com 75935110 5,834 164,342SH
DEFINED06 164,342 0 0
Remec Inc Com 75954310 1,372 142,550SH
DEFINED06 142,550 0 0
Resources Connection Inc Com 564 29,700SH
DEFINED06 29,700 0 0
Respironics Inc Com 76123010 2,314 81,200SH
DEFINED06 81,200 0 0
Robbins & Myers Inc Com 77019610 2,799 116,000SH
DEFINED06 116,000 0 0
Robert Mondavi Corp Cl A Com 698 12,900SH
DEFINED06 12,900 0 0
Schweitzer-Mauduit Com 80854110 1,835 95,800SH
DEFINED06 95,800 0 0
Seacoast Banking Corp Fla A Com 81170710 904 34,100SH
DEFINED06 34,100 0 0
Security Capital Group B Com 81413P20 3,213 160,150SH
DEFINED06 160,150 0 0
Semtech Corp Com 81685010 2,182 98,900SH
DEFINED06 98,900 0 0
Sequeonom Inc Com 540 38,600SH
DEFINED06 38,600 0 0
Six Flags Inc Com 1,308 76,100SH
DEFINED06 76,100 0 0
Sonic Corp Com 83545110 1,444 61,950SH
DEFINED06 61,950 0 0
Speedfam IPEC Inc Com 84770510 1,266 208,800SH
DEFINED06 208,800 0 0
Stillwater Mining Co Com 86074Q10 3,423 87,000SH
DEFINED06 87,000 0 0
Sun Communities Inc Com 86667410 3,263 97,400SH
DEFINED06 97,400 0 0
Supergen Inc Com 486 35,000SH
DEFINED06 35,000 0 0
Swift Transportation Co Inc Com 87075610 1,672 84,375SH
DEFINED06 84,375 0 0
Syncor Intl Corp-Del Com 87157J10 2,681 73,700SH
DEFINED06 73,700 0 0
TCF Financial Corp Com 87227510 3,070 68,900SH
DEFINED06 68,900 0 0
Team Financial Inc Com 87815X10 31 4,400SH
DEFINED06 4,400 0 0
Tekelec Com 1,389 46,300SH
DEFINED06 46,300 0 0
Telecommunication Systems Com 66 19,500SH
DEFINED06 19,500 0 0
Temple-Inland Com 87986810 1,737 32,400SH
DEFINED06 32,400 0 0
Tetra Technologies Inc Com 88162F10 730 47,100SH
DEFINED06 47,100 0 0
Texas Regional Bancshares A Com 88267310 819 25,190SH
DEFINED06 25,190 0 0
Timberland Co CL A Com 88710010 575 8,600SH
DEFINED06 8,600 0 0
TNPC Inc Com 481 49,000SH
DEFINED06 49,000 0 0
Toll Brothers Inc Com 88947810 2,972 72,700SH
DEFINED06 72,700 0 0
Too Inc Com 89033310 2,796 223,700SH
DEFINED06 223,700 0 0
Triangle Pharmaceuticals Inc Com 89589H10 262 53,100SH
DEFINED06 53,100 0 0
Triton Energy Ltd Com G9075110 2,727 90,900SH
DEFINED06 90,900 0 0
Tucker Anthony Sutro Com 89864710 1,808 73,600SH
DEFINED06 73,600 0 0
U S Unwired Inc CL A Com 90338R10 475 102,800SH
DEFINED06 102,800 0 0
Ultratech Stepper Com 2,391 92,400SH
DEFINED06 92,400 0 0
Unifi Inc Com 831 93,000SH
DEFINED06 93,000 0 0
United Natural Foods Inc Com 91116310 777 44,100SH
DEFINED06 44,100 0 0
United Therapeutics Corp Com 594 40,300SH
DEFINED06 40,300 0 0
Valassis Communications Com 91886610 900 28,500SH
DEFINED06 28,500 0 0
Varian Inc Com 1,162 34,300SH
DEFINED06 34,300 0 0
Veeco Instruments Inc Com 92241710 1,791 44,639SH
DEFINED06 44,639 0 0
Venator Group Inc Com 1,189 76,700SH
DEFINED06 76,700 0 0
Verity Inc Com 92343C10 2,151 89,400SH
DEFINED06 89,400 0 0
Watson Wyatt and Co Com 1,154 49,100SH
DEFINED06 49,100 0 0
Wellman Inc Com 94970210 1,251 88,600SH
DEFINED06 88,600 0 0
Werner Enterprises Inc Com 95075510 1,003 59,000SH
DEFINED06 59,000 0 0
WGL Holdings Inc Com 93883710 2,082 68,400SH
DEFINED06 68,400 0 0
Whole Foods Market Com 1,094 17,900SH
DEFINED06 17,900 0 0
Wild Oats Markets Com 96808B10 610 143,450SH
DEFINED06 143,450 0 0
Woodward Governor Co Com 685 15,300SH
DEFINED06 15,300 0 0
York International Corp Com 98667010 540 17,600SH
DEFINED06 17,600 0 0
6,907,609157,879,383
157,879,383
</TABLE>
