13F-HR 1 formjun.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended:June 30, 2001 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Teachers' Retirement System of the State of Kentucky Address: 479 Versailles Road Frankfort, Ky. 40601-3868 13F File Number: 28-1067 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Stuart A. Reagan Title: Investment Officer Phone: 502-573-2057 Signature, Place, and Date of Signing: Stuart A. Reagan Frankfort, Ky July 17, 2001 Report Type (check only one.): [ x ] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE Report summary: Number of other Included Managers: 6 Form 13F Information Table Entry Total: 989 Form 13F Information Table Value Total: $6,613,093 List of Other Included Managers: No. 13F File Number Name 01 500 Stock Index 02 NAMC 03 TODD STOCKS 04 28-517 WELLINGTON MGMT. CO. 05 BRINSON PARTNERS, INC. 06 28-517 SMALL CAP (WELLINGTON) FORM 13F INFORMATION TABLE FORM 13F TEACHERS' RETIREMENT STATE OF KENTUCKY ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: INV Price TITLE OF VALUE SHARES/ SH/PUT/INVSTMT OTHER VOTING AUTHORITY NO NAME OF ISSUER 06/30/01 CLASS CUSIP (X$1000) PRN AMT PRNCALLDSCRETNMANAGERS SOLE SHAREDNONE -------- 50030-3 A T & T Corp 22.0000 Com 001957109 19,489 885,869SH DEFINED01 885,869 0 0 50005-3 Abbott Labs 48.0000 Com 002824100 19,574 407,800SH DEFINED01 407,800 0 0 50870-3 Adaptec Inc 9.9400 Com 00651F108 275 27,700SH DEFINED01 27,700 0 0 50863-3 ADC Telecommunications Inc 6.6000 Com 000886101 1,354 205,100SH DEFINED01 205,100 0 0 50723-3 Adobe Systems Inc 47.0000 Com 00724F101 3,083 65,600SH DEFINED01 65,600 0 0 50007-3 Advanced Micro Devices 28.9000 Com 007903107 2,283 79,000SH DEFINED01 79,000 0 0 50810-3 AES Corp 43.0500 Com 00130H105 4,434 103,000SH DEFINED01 103,000 0 0 50958-3 Aetna U S Healthcare Inc 25.8900 Com 00817Y108 979 37,805SH DEFINED01 37,805 0 0 50849-3 AFLAC Inc 31.4900 Com 001055102 4,490 142,600SH DEFINED01 142,600 0 0 50912-3 Agilent Technologies Inc A 32.5000 Com 00846U101 3,924 120,750SH DEFINED01 120,750 0 0 50010-3 Air Products & Chemicals 45.7500 Com 009158106 2,814 61,500SH DEFINED01 61,500 0 0 50011-3 Alberto-Culver 42.0400 Com 013068101 471 11,200SH DEFINED01 11,200 0 0 50012-3 Albertson's 29.9900 Com 013104104 3,378 112,654SH DEFINED01 112,654 0 0 50529-3 Alcan Inc 42.0200 Com 013716105 2,546 60,600SH DEFINED01 60,600 0 0 50017-3 Alcoa Inc 39.4000 Com 013817101 9,158 232,428SH DEFINED01 232,428 0 0 50948-3 Allegheny Energy Inc 48.2500 Com 017361106 1,385 28,700SH DEFINED01 28,700 0 0 50437-3 Allegheny Technologies Inc 18.0900 Com 01741R102 462 25,537SH DEFINED01 25,537 0 0 50563-3 Allergan Inc 84.0300 Com 018490102 2,975 35,400SH DEFINED01 35,400 0 0 50872-3 Allied Waste Industries Inc 18.6800 Com 019589308 943 50,500SH DEFINED01 50,500 0 0 50649-3 Allstate Corp 43.9900 Com 020002101 8,592 195,314SH DEFINED01 195,314 0 0 50632-3 Alltel Corp 61.2600 Com 020039103 5,011 81,800SH DEFINED01 81,800 0 0 50902-3 Altera Corp 29.0000 Com 021441100 3,074 106,000SH DEFINED01 106,000 0 0 50951-3 Ambac Financial Gr Inc 58.2000 Com 023139108 1,464 25,150SH DEFINED01 25,150 0 0 50020-3 Amerada Hess 80.8000 Com 023551104 1,963 24,300SH DEFINED01 24,300 0 0 50559-3 Ameren Corp 42.7000 Com 023608102 1,571 36,800SH DEFINED01 36,800 0 0 50023-3 American Electric Power 46.1700 Com 025537101 3,971 86,000SH DEFINED01 86,000 0 0 50024-3 American Express 38.8000 Com 025816109 13,704 353,200SH DEFINED01 353,200 0 0 50025-3 American General Corp 46.4500 Com 026351106 6,202 133,519SH DEFINED01 133,519 0 0 50514-3 American Greetings 11.0000 Com 026375105 199 18,100SH DEFINED01 18,100 0 0 50026-3 American Home Products 58.7500 Com 026609107 20,574 350,200SH DEFINED01 350,200 0 0 50975-3 American International Group 85.0100 Com 34,667 407,800SH DEFINED01 407,800 0 0 50908-3 American Power Conversion 15.7500 Com 029066107 729 46,300SH DEFINED01 46,300 0 0 50564-3 Amgen Inc 60.6800 Com 031162100 16,590 273,400SH DEFINED01 273,400 0 0 50002-3 AMR Corp 36.1300 Com 001765106 1,456 40,300SH DEFINED01 40,300 0 0 50840-3 Amsouth Bancorp 18.4900 Com 032165102 1,945 105,200SH DEFINED01 105,200 0 0 50735-3 Anadarko Petroleum Corp 53.9100 Com 032511107 3,499 64,912SH DEFINED01 64,912 0 0 50875-3 Analog Devices Inc 43.2500 Com 032654105 3,988 92,200SH DEFINED01 92,200 0 0 50033-3 Andrew Corp 18.4500 Com 034425108 324 17,562SH DEFINED01 17,562 0 0 50034-3 Anheuser-Busch Co Inc 41.2000 Com 035229103 9,896 240,200SH DEFINED01 240,200 0 0 50964-3 AOL Time Warner Inc 53.0000 Com 00184A105 59,893 1,130,050SH DEFINED01 1,130,050 0 0 50683-3 Aon Corp 35.0000 Com 037389103 2,404 68,675SH DEFINED01 68,675 0 0 50734-3 Apache Corp 50.7500 Com 037411105 1,548 30,500SH DEFINED01 30,500 0 0 50035-3 Apple Computer 23.2500 Com 037833100 2,004 86,200SH DEFINED01 86,200 0 0 50357-3 Applera Corp 26.7500 Com 038020103 1,461 54,600SH DEFINED01 54,600 0 0 50639-3 Applied Materials Inc 49.1000 Com 038222105 10,557 215,000SH DEFINED01 215,000 0 0 50961-3 Applied Micro Circuits Corp 17.2000 Com 03822W109 1,348 78,400SH DEFINED01 78,400 0 0 50119-3 Arbitron Inc 24.1000 Com 15677T106 187 7,760SH DEFINED01 7,760 0 0 50036-3 Archer-Daniels Midland 13.0500 Com 039483102 2,268 173,778SH DEFINED01 173,778 0 0 50501-3 Ashland Inc 40.1000 Com 044204105 774 19,300SH DEFINED01 19,300 0 0 50517-3 Autodesk Inc 37.3000 Com 052769106 589 15,800SH DEFINED01 15,800 0 0 50041-3 Automatic Data Processing In 49.7000 Com 053015103 8,245 165,900SH DEFINED01 165,900 0 0 50714-3 Autozone Inc 37.5000 Com 053332102 1,496 39,900SH DEFINED01 39,900 0 0 50932-3 Avaya Inc 13.7000 Com 053499109 1,014 74,041SH DEFINED01 74,041 0 0 50042-3 Avery Dennison Corp 51.0500 Com 053611109 1,557 30,500SH DEFINED01 30,500 0 0 50043-3 Avon Products 46.2800 Com 054303102 2,925 63,200SH DEFINED01 63,200 0 0 50761-3 B B & T Corp 36.7000 Com 054937107 3,145 85,700SH DEFINED01 85,700 0 0 50044-3 Baker Hughes 33.5000 Com 057224107 2,953 88,140SH DEFINED01 88,140 0 0 50045-3 Ball Corp 47.5600 Com 058498106 347 7,300SH DEFINED01 7,300 0 0 50050-3 Bank of America Corp 60.0300 Com 060505104 26,487 441,236SH DEFINED01 441,236 0 0 50640-3 Bank of New York Inc 48.0000 Com 064057102 9,048 188,503SH DEFINED01 188,503 0 0 50048-3 Bank One Corp 35.8000 Com 06423A103 11,254 314,348SH DEFINED01 314,348 0 0 50052-3 Bard (CR) Inc 56.9500 Com 067383109 780 13,700SH DEFINED01 13,700 0 0 50590-3 Barrick Gold Corp 15.1500 Com 067901108 1,583 104,500SH DEFINED01 104,500 0 0 50055-3 Bausch & Lomb 36.2400 Com 071707103 558 15,400SH DEFINED01 15,400 0 0 50056-3 Baxter International Inc 50.5000 Com 071813109 7,878 156,000SH DEFINED01 156,000 0 0 50794-3 Bear Stearns Companies Inc 58.9700 Com 073902108 1,935 32,807SH DEFINED01 32,807 0 0 50057-3 Becton Dickinson 35.7900 Com 075887109 2,402 67,100SH DEFINED01 67,100 0 0 50869-3 Bed Bath & Beyond Inc 31.2000 Com 075896100 2,334 74,800SH DEFINED01 74,800 0 0 50059-3 BellSouth 40.2700 Com 079860102 20,352 505,400SH DEFINED01 505,400 0 0 50060-3 Bemis Co 40.1700 Com 081437105 562 14,000SH DEFINED01 14,000 0 0 50854-3 Best Buy Co Inc 63.5200 Com 086516101 3,468 54,600SH DEFINED01 54,600 0 0 50779-3 Big Lots Inc 13.6800 Com 210149100 404 29,500SH DEFINED01 29,500 0 0 50894-3 Biogen Inc 54.3600 Com 090597105 2,180 40,100SH DEFINED01 40,100 0 0 50539-3 Biomet Inc 48.0600 Com 090613100 2,170 45,150SH DEFINED01 45,150 0 0 50064-3 Black & Decker Corp 39.4600 Com 091797100 919 23,300SH DEFINED01 23,300 0 0 50065-3 Block H&R 64.5500 Com 093671105 1,691 26,200SH DEFINED01 26,200 0 0 50812-3 BMC Software Inc 22.5400 Com 055921100 1,445 64,100SH DEFINED01 64,100 0 0 50066-3 Boeing Co 55.6000 Com 097023105 12,900 232,014SH DEFINED01 232,014 0 0 50067-3 Boise Cascade 35.1700 Com 097383103 538 15,300SH DEFINED01 15,300 0 0 50647-3 Boston Scientific Corp 17.0000 Com 101137107 1,885 110,900SH DEFINED01 110,900 0 0 50069-3 Briggs & Stratton 42.1000 Com 109043109 253 6,000SH DEFINED01 6,000 0 0 50070-3 Bristol-Myers Squibb Co 52.3000 Com 110122108 35,449 677,810SH DEFINED01 677,810 0 0 50922-3 Broadcom Corp Cl A 42.7600 Com 111320107 2,673 62,500SH DEFINED01 62,500 0 0 50938-3 Broadvision Inc 5.0000 Com 111412102 356 71,100SH DEFINED01 71,100 0 0 50073-3 Brown-Forman Inc 63.9400 Com 115637209 1,176 18,400SH DEFINED01 18,400 0 0 50075-3 Brunswick Corp 24.0300 Com 117043109 594 24,700SH DEFINED01 24,700 0 0 50076-3 Burlington Northern Santa Fe 30.3000 Com 12189T104 3,180 104,935SH DEFINED01 104,935 0 0 50591-3 Burlington Resources 39.7500 Com 122014103 1,890 47,545SH DEFINED01 47,545 0 0 50641-3 Cabletron Systems Inc 22.8500 Com 126920107 1,067 46,700SH DEFINED01 46,700 0 0 50946-3 Calpine Corp 37.8000 Com 131347106 2,759 73,000SH DEFINED01 73,000 0 0 50083-3 Campbell Soup 25.7500 Com 134429109 2,997 116,400SH DEFINED01 116,400 0 0 50795-3 Capital One Financial Corp 60.1500 Com 14040H105 3,182 52,900SH DEFINED01 52,900 0 0 50724-3 Cardinal Health Inc 69.0000 Com 14149Y108 7,561 109,575SH DEFINED01 109,575 0 0 50830-3 Carnival Corp 30.7000 Com 143658102 5,047 164,400SH DEFINED01 164,400 0 0 50087-3 Caterpillar Inc 50.0500 Com 149123101 4,770 95,300SH DEFINED01 95,300 0 0 50642-3 Cendant Corp 19.5000 Com 151313103 3,766 193,123SH DEFINED01 193,123 0 0 50088-3 Centex Corp 40.7500 Com 152312104 652 16,000SH DEFINED01 16,000 0 0 50842-3 Centurytel Inc 30.3000 Com 156700106 1,132 37,350SH DEFINED01 37,350 0 0 50978-3 Ceridian Corp 19.1700 Com 744 38,800SH DEFINED01 38,800 0 0 50915-3 Charter One Financial Inc 31.9000 Com 160903100 1,869 58,590SH DEFINED01 58,590 0 0 50095-3 Chevron Corp 90.5000 Com 166751107 14,986 165,587SH DEFINED01 165,587 0 0 50943-3 Chiron Corp 51.0000 Com 170040109 2,463 48,300SH DEFINED01 48,300 0 0 50097-3 Chubb Corp 77.4300 Com 171232101 3,655 47,200SH DEFINED01 47,200 0 0 50078-3 Cigna Corp 95.8200 Com 125509109 3,900 40,700SH DEFINED01 40,700 0 0 50762-3 Cincinnati Financial Corp 39.5000 Com 172062101 1,746 44,200SH DEFINED01 44,200 0 0 50625-3 Cinergy Corp 34.9500 Com 172474108 1,489 42,618SH DEFINED01 42,618 0 0 50971-3 Cintas Corp 46.2500 Com 172908105 2,058 44,500SH DEFINED01 44,500 0 0 50503-3 Circuit City Stores 18.0000 Com 172737108 970 53,900SH DEFINED01 53,900 0 0 50607-3 Cisco Systems 18.2000 Com 17275R102 34,766 1,910,200SH DEFINED01 1,910,200 0 0 50974-3 Citigroup Inc 52.8400 Com 172967101 57,680 1,091,600SH DEFINED01 1,091,600 0 0 50970-3 Citizens Communications Co 12.0500 Com 862 71,500SH DEFINED01 71,500 0 0 50887-3 Citrix Systems Inc 34.9000 Com 177376100 1,640 47,000SH DEFINED01 47,000 0 0 50747-3 Clear Channel Communications 62.7000 Com 184502102 9,750 155,500SH DEFINED01 155,500 0 0 50101-3 Clorox Co 33.8500 Com 189054109 2,143 63,300SH DEFINED01 63,300 0 0 50843-3 CMS Energy Corp 27.8500 Com 125896100 880 31,600SH DEFINED01 31,600 0 0 50103-3 Coca Cola Co 45.0000 Com 191216100 32,200 715,545SH DEFINED01 715,545 0 0 50815-3 Coca Cola Enterprises 16.3500 Com 191219104 1,862 113,900SH DEFINED01 113,900 0 0 50104-3 Colgate-Palmolive 58.9900 Com 194162103 8,972 152,100SH DEFINED01 152,100 0 0 50608-3 Comcast Corp CL A Spl 43.4000 Com 200300200 10,060 231,800SH DEFINED01 231,800 0 0 50663-3 Comerica Inc 57.6000 Com 200340107 2,413 41,900SH DEFINED01 41,900 0 0 50110-3 Compaq Computer 15.3200 Com 204493100 6,982 455,713SH DEFINED01 455,713 0 0 50111-3 Computer Associates Int'l 36.0000 Com 204912109 5,217 144,912SH DEFINED01 144,912 0 0 50112-3 Computer Sciences Corp 34.6000 Com 205363104 1,484 42,900SH DEFINED01 42,900 0 0 50831-3 Compuware Corp 13.9900 Com 205638109 1,339 95,700SH DEFINED01 95,700 0 0 50879-3 Comverse Technology Inc 57.1000 Com 205862402 2,501 43,800SH DEFINED01 43,800 0 0 50113-3 Conagra Foods Inc 19.8100 Com 205887102 2,593 130,900SH DEFINED01 130,900 0 0 50895-3 Conexant Systems Inc 8.9500 Com 207142100 470 52,500SH DEFINED01 52,500 0 0 50864-3 Conoco Inc CL B 28.9000 Com 208251405 4,858 168,100SH DEFINED01 168,100 0 0 50715-3 Conseco Inc 13.8500 Com 208464107 1,214 87,652SH DEFINED01 87,652 0 0 50114-3 Consolidated Edison Inc 39.8000 Com 209115104 2,356 59,200SH DEFINED01 59,200 0 0 50047-3 Constellation Energy Group I 42.6000 Com 210371100 1,706 40,050SH DEFINED01 40,050 0 0 50913-3 Convergys Corp 30.2500 Com 212485106 1,225 40,500SH DEFINED01 40,500 0 0 50518-3 Cooper Industries 39.5900 Com 216669101 1,002 25,300SH DEFINED01 25,300 0 0 50526-3 Cooper Tire & Rubber 14.2000 Com 216831107 226 15,900SH DEFINED01 15,900 0 0 50121-3 Coors (Adolph) 50.1800 Com 217016104 497 9,900SH DEFINED01 9,900 0 0 50122-3 Corning Inc 16.7100 Com 219350105 4,082 244,300SH DEFINED01 244,300 0 0 50587-3 Costco Wholesale Corp 41.0800 Com 22160K105 4,690 114,172SH DEFINED01 114,172 0 0 50729-3 Countrywide Credit Ind Inc 45.8800 Com 222372104 1,390 30,300SH DEFINED01 30,300 0 0 50124-3 Crane Co 31.0000 Com 224399105 428 13,800SH DEFINED01 13,800 0 0 50082-3 CSX Corp 36.2400 Com 126408103 2,113 58,300SH DEFINED01 58,300 0 0 50129-3 Cummins Inc 38.7000 Com 231021106 433 11,200SH DEFINED01 11,200 0 0 50291-3 CVS Corp 38.6000 Com 126650100 4,053 105,000SH DEFINED01 105,000 0 0 50131-3 Dana Corp 23.3400 Com 235811106 1,037 44,418SH DEFINED01 44,418 0 0 50823-3 Danaher Corp 56.0000 Com 235851102 2,134 38,100SH DEFINED01 38,100 0 0 50638-3 Darden Restaurants Inc 27.9000 Com 237194105 988 35,400SH DEFINED01 35,400 0 0 50135-3 Deere & Co 37.8500 Com 244199105 2,369 62,600SH DEFINED01 62,600 0 0 50704-3 Dell Computer Corp 26.1500 Com 247025109 17,811 681,100SH DEFINED01 681,100 0 0 50850-3 Delphi Automotive Systems 15.9300 Com 247126105 2,412 151,427SH DEFINED01 151,427 0 0 50136-3 Delta Airlines Inc 44.0800 Com 247361108 1,657 37,600SH DEFINED01 37,600 0 0 50137-3 Deluxe Corp 28.9000 Com 248019101 587 20,300SH DEFINED01 20,300 0 0 50930-3 Devon Energy Corp 52.5000 Com 25179M103 1,769 33,700SH DEFINED01 33,700 0 0 50140-3 Dillard's Inc 15.2700 Com 254067101 438 28,700SH DEFINED01 28,700 0 0 50477-3 Disney Walt Co (Holding Co) 28.8900 Com 254687106 15,970 552,782SH DEFINED01 552,782 0 0 50798-3 Dollar General Corp 19.5000 Com 256669102 1,468 75,288SH DEFINED01 75,288 0 0 50141-3 Dominion Resources 60.1300 Com 25746U109 3,822 63,562SH DEFINED01 63,562 0 0 50142-3 Donnelley (RR) & Sons 29.7000 Com 257867101 1,016 34,200SH DEFINED01 34,200 0 0 50143-3 Dover Corp 37.6500 Com 260003108 2,105 55,900SH DEFINED01 55,900 0 0 50144-3 Dow Chemical Co 33.2500 Com 260543103 7,798 234,512SH DEFINED01 234,512 0 0 50145-3 Dow Jones & Co Inc 59.7100 Com 260561105 1,457 24,400SH DEFINED01 24,400 0 0 50138-3 DTE Energy Co 46.4400 Com 233331107 1,807 38,900SH DEFINED01 38,900 0 0 50148-3 Duke Energy Corp 39.0100 Com 264399106 7,630 195,588SH DEFINED01 195,588 0 0 50147-3 DuPont (EI) De Nemours 48.2400 Com 263534109 13,457 278,962SH DEFINED01 278,962 0 0 50933-3 Dynegy Inc 45.5000 Com 26816Q101 3,731 82,000SH DEFINED01 82,000 0 0 50605-3 Eastman Chemical Co 47.6300 Com 277432100 998 20,950SH DEFINED01 20,950 0 0 50154-3 Eastman Kodak 46.6800 Com 277461109 3,725 79,800SH DEFINED01 79,800 0 0 50155-3 Eaton Corp 70.1000 Com 278058102 1,360 19,400SH DEFINED01 19,400 0 0 50157-3 Ecolab Inc 40.9700 Com 278865100 1,422 34,700SH DEFINED01 34,700 0 0 50396-3 Edison International 11.1500 Com 281020107 1,038 93,100SH DEFINED01 93,100 0 0 50878-3 El Paso Corp 52.5400 Com 283905107 6,907 131,456SH DEFINED01 131,456 0 0 50803-3 Electronic Data Systems 62.5000 Com 285661104 8,256 132,100SH DEFINED01 132,100 0 0 50686-3 EMC Corp 29.2500 Com 268648102 17,011 581,586SH DEFINED01 581,586 0 0 50158-3 Emerson Electric 60.5000 Com 291011104 7,048 116,500SH DEFINED01 116,500 0 0 50159-3 Engelhard Corp 25.7900 Com 292845104 870 33,737SH DEFINED01 33,737 0 0 50160-3 Enron Corp 49.1000 Com 293561106 9,393 191,300SH DEFINED01 191,300 0 0 50296-3 Entergy Corp 38.3900 Com 29364G103 2,541 66,200SH DEFINED01 66,200 0 0 50942-3 EOG Resources Inc 35.5500 Com 26875P101 1,095 30,800SH DEFINED01 30,800 0 0 50732-3 Equifax Inc 36.6800 Com 294429105 1,412 38,500SH DEFINED01 38,500 0 0 50360-3 Exelon Corp 64.1200 Com 30161N101 5,865 91,475SH DEFINED01 91,475 0 0 50973-3 Exxon Mobil Corp 87.3500 Com 30231G102 62,735 718,200SH DEFINED01 718,200 0 0 50167-3 Fannie Mae 85.0300 Com 313586109 22,712 267,100SH DEFINED01 267,100 0 0 50664-3 Federated Dept Stores 42.5000 Com 31410H101 2,376 55,900SH DEFINED01 55,900 0 0 50166-3 Fedex Corp 40.2000 Com 31428X106 3,205 79,720SH DEFINED01 79,720 0 0 50690-3 Fifth Third Bancorp 60.0500 Com 316773100 8,037 133,833SH DEFINED01 133,833 0 0 50626-3 First Data Corp 64.3500 Com 319963104 6,744 104,800SH DEFINED01 104,800 0 0 50173-3 First Union Corp 34.9400 Com 337358105 8,959 256,414SH DEFINED01 256,414 0 0 50760-3 Firstenergy Corp 32.1600 Com 337932107 2,016 62,700SH DEFINED01 62,700 0 0 50174-3 Fleetboston Financial Corp 39.4500 Com 339030108 11,638 295,007SH DEFINED01 295,007 0 0 50960-3 Fluor Corp 45.1500 Com 343412102 917 20,300SH DEFINED01 20,300 0 0 50163-3 FMC Corp 68.5600 Com 302491303 466 6,800SH DEFINED01 6,800 0 0 50178-3 Ford Motor Co 24.5500 Com 345370860 12,238 498,500SH DEFINED01 498,500 0 0 50944-3 Forest Labs Inc 71.0000 Com 345838106 3,266 46,000SH DEFINED01 46,000 0 0 50021-3 Fortune Brands Inc 38.3600 Com 349631101 1,711 44,600SH DEFINED01 44,600 0 0 50164-3 FPL Group 60.2100 Com 302571104 2,890 48,000SH DEFINED01 48,000 0 0 50789-3 Franklin Resources Inc 45.7700 Com 354613101 3,094 67,600SH DEFINED01 67,600 0 0 50565-3 Freddie Mac 68.0500 Com 313400301 12,678 186,300SH DEFINED01 186,300 0 0 50666-3 Freeport-McMoran Copper & Go 11.0500 Com 35671D857 484 43,800SH DEFINED01 43,800 0 0 50181-3 Gannett Co 65.9000 Com 364730101 4,943 75,000SH DEFINED01 75,000 0 0 50182-3 Gap (The) 29.0000 Com 364760108 6,666 229,850SH DEFINED01 229,850 0 0 50790-3 Gateway Inc 16.4500 Com 367626108 1,382 84,000SH DEFINED01 84,000 0 0 50185-3 General Dynamics 77.8100 Com 369550108 4,155 53,400SH DEFINED01 53,400 0 0 50186-3 General Electric Co 48.7500 Com 369604103 99,669 2,044,500SH DEFINED01 2,044,500 0 0 50188-3 General Mills 43.7800 Com 370334104 3,288 75,100SH DEFINED01 75,100 0 0 50189-3 General Motors Corp 64.3500 Com 370442105 9,524 148,000SH DEFINED01 148,000 0 0 50193-3 Genuine Parts 31.5000 Com 372460105 1,511 47,975SH DEFINED01 47,975 0 0 50194-3 Georgia Pacific Corp 33.8500 Com 373298108 2,087 61,652SH DEFINED01 61,652 0 0 50197-3 Gillette Co 28.9900 Com 375766102 8,071 278,400SH DEFINED01 278,400 0 0 50868-3 Global Crossing Ltd 8.6400 Com G3921A100 2,021 233,945SH DEFINED01 233,945 0 0 50198-3 Golden West Financial 64.2400 Com 381317106 2,833 44,100SH DEFINED01 44,100 0 0 50199-3 Goodrich Corp 37.9800 Com 382388106 1,117 29,400SH DEFINED01 29,400 0 0 50200-3 Goodyear Tire & Rubber 28.0000 Com 382550101 1,173 41,900SH DEFINED01 41,900 0 0 50644-3 GPU Inc 35.1500 Com 36225X100 1,181 33,600SH DEFINED01 33,600 0 0 50202-3 Grainger (WW) Inc 41.1600 Com 384802104 1,029 25,000SH DEFINED01 25,000 0 0 50560-3 Great Lakes Chemical Corp 30.8500 Com 390568103 484 15,700SH DEFINED01 15,700 0 0 50717-3 Guidant Corp 36.0000 Com 401698105 2,916 81,000SH DEFINED01 81,000 0 0 50208-3 Halliburton Co 35.6000 Com 406216101 4,211 118,300SH DEFINED01 118,300 0 0 50184-3 Harcourt General Corp 58.1900 Com 41163G101 1,111 19,100SH DEFINED01 19,100 0 0 50896-3 Harley Davidson Inc 47.0800 Com 412822108 3,804 80,800SH DEFINED01 80,800 0 0 50220-3 Harrah's Entertainment Inc 35.3000 Com 413619107 1,214 34,400SH DEFINED01 34,400 0 0 50659-3 Hartford Finl Svcs Group 68.4000 Com 416515104 4,145 60,600SH DEFINED01 60,600 0 0 50213-3 Hasbro Inc 14.4500 Com 418056107 754 52,175SH DEFINED01 52,175 0 0 50584-3 HCA-The Healthcare Co 45.1900 Com 404119109 6,834 151,230SH DEFINED01 151,230 0 0 50718-3 Healthsouth Corp 15.9700 Com 421924101 1,776 111,200SH DEFINED01 111,200 0 0 50214-3 Heinz (HJ) Co 40.8900 Com 423074103 3,766 92,100SH DEFINED01 92,100 0 0 50216-3 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