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
                                               ------------------

Check Here if Amendment / /; Amendment Number:
                                               ---------
   This Amendment (Check only one.):    / / is a restatement.
                                        / / adds new holdings entries.

Institutional Investment Manager Filing this Report:

   Name:         Verizon Investment Management Corp.
                 -----------------------------------
   Address:      695 Main Street, 6th Floor
                 -----------------------------------
                 Stamford, Connecticut  06901
                 -----------------------------------

Form 13F File Number: 28-04063
                      --------

The institutional investment manager filing this report and the person by
whom it is signed hereby represent that the person signing the report is
authorized to submit it, that all information contained herein is true,
correct and complete, and that it is understood that all required items,
statements, schedules, lists, and tables, are considered integral parts of
this form.

Person Signing this Report on Behalf of Reporting Manager:

Name:    Marie LoGiudice
         -------------------------------
Title:   Vice President-Operations
         -------------------------------
Phone:   203 965-3726
         -------------------------------

Signature, Place, and Date of Signing:

   /S/                                Stamford, Connecticut    10/29/02
   -------------------------------    ---------------------    --------
           [Signature]                    [City, State]        [Date]

Report Type (Check only one.):

/X/ 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
    manager are reported in this report.)

/ / 13F NOTICE. (Check here if no holdings reported are in this report,
    and all holdings are reported by other reporting manager(s).)

/ / 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
    reporting manager are reported in this report and a portion are reported by
    other reporting manager(s).)



                             FORM 13F SUMMARY PAGE

Report Summary:


Number of Other Included Managers:                   0
                                        --------------------

Form 13F Information Table Entry Total:            906
                                        --------------------

Form 13F Information Table Value Total:     $5,190,163
                                        --------------------
                                            (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