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, 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: 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: 502-848-8600 Signature, Place, and Date of Signing: Stuart A. Reagan Frankfort, Ky July 10, 2002 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: 978 Form 13F Information Table Value Total: $5,842,323 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: TITLE OF VALUE SHARES/ SH/PUT/INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRNCALLDSCRETNMANAGERS SOLE SHAREDNONE 3M Co Com 88579Y101 12,952 105,300SH DEFINED01 105,300 0 0 A T & T Corp Com 001957109 9,814 917,169SH DEFINED01 917,169 0 0 A T & T Wireless Services Com 00209A106 3,933 672,372SH DEFINED01 672,372 0 0 Abbott Labs Com 002824100 19,416 515,700SH DEFINED01 515,700 0 0 Ace Ltd Com G0070K103 2,124 67,200SH DEFINED01 67,200 0 0 ADC Telecommunications Inc Com 000886101 477 208,100SH DEFINED01 208,100 0 0 Adobe Systems Inc Com 00724F101 1,870 65,600SH DEFINED01 65,600 0 0 Advanced Micro Devices Com 007903107 883 90,800SH DEFINED01 90,800 0 0 AES Corp Com 00130H105 754 139,100SH DEFINED01 139,100 0 0 Aetna Inc Com 00817Y108 1,818 37,905SH DEFINED01 37,905 0 0 AFLAC Inc Com 001055102 4,563 142,600SH DEFINED01 142,600 0 0 Agilent Technologies Inc A Com 00846U101 2,877 121,650SH DEFINED01 121,650 0 0 Air Products & Chemicals Com 009158106 3,104 61,500SH DEFINED01 61,500 0 0 Alberto-Culver Com 013068101 707 14,800SH DEFINED01 14,800 0 0 Albertson's Com 013104104 3,279 107,654SH DEFINED01 107,654 0 0 Alcan Inc Com 013716105 3,129 83,400SH DEFINED01 83,400 0 0 Alcoa Inc Com 013817101 7,602 229,328SH DEFINED01 229,328 0 0 Allegheny Energy Inc Com 017361106 847 32,900SH DEFINED01 32,900 0 0 Allegheny Technologies Inc Com 01741R102 403 25,537SH DEFINED01 25,537 0 0 Allergan Inc Com 018490102 2,363 35,400SH DEFINED01 35,400 0 0 Allied Waste Industries Inc Com 019589308 503 52,400SH DEFINED01 52,400 0 0 Allstate Corp Com 020002101 7,115 192,414SH DEFINED01 192,414 0 0 Alltel Corp Com 020039103 3,915 83,300SH DEFINED01 83,300 0 0 Altera Corp Com 021441100 1,442 106,000SH DEFINED01 106,000 0 0 Ambac Financial Group Inc Com 023139108 1,878 27,950SH DEFINED01 27,950 0 0 Amerada Hess Com 023551104 2,005 24,300SH DEFINED01 24,300 0 0 Ameren Corp Com 023608102 1,583 36,800SH DEFINED01 36,800 0 0 American Electric Power Com 025537101 3,442 86,000SH DEFINED01 86,000 0 0 American Express Com 025816109 12,774 351,700SH DEFINED01 351,700 0 0 American Greetings Com 026375105 302 18,100SH DEFINED01 18,100 0 0 American International Group Com 026874107 47,495 696,107SH DEFINED01 696,107 0 0 American Power Conversion Com 029066107 652 51,600SH DEFINED01 51,600 0 0 American Standard Cos Inc Com 029712106 1,412 18,800SH DEFINED01 18,800 0 0 Amerisourcebergen Corp Com 03073E105 2,075 27,300SH DEFINED01 27,300 0 0 Amgen Inc Com 031162100 17 400SH DEFINED01 400 0 0 AMR Corp Com 001765106 690 40,900SH DEFINED01 40,900 0 0 Amsouth Bancorporation Com 032165102 2,354 105,200SH DEFINED01 105,200 0 0 Anadarko Petroleum Corp Com 032511107 3,284 66,612SH DEFINED01 66,612 0 0 Analog Devices Com 032654105 2,839 95,600SH DEFINED01 95,600 0 0 Andrew Corp Com 034425108 319 21,362SH DEFINED01 21,362 0 0 Anheuser-Busch Co Inc Com 035229103 11,925 238,500SH DEFINED01 238,500 0 0 AOL Time Warner Inc Com 00184A105 17,317 1,177,250SH DEFINED01 1,177,250 0 0 Aon Corp Com 037389103 2,054 69,675SH DEFINED01 69,675 0 0 Apache Corp Com 037411105 2,099 36,520SH DEFINED01 36,520 0 0 Apollo Group Inc Cl A Com 037604105 1,829 46,400SH DEFINED01 46,400 0 0 Apple Computer Com 037833100 1,639 92,500SH DEFINED01 92,500 0 0 Applied Biosystems Group-App Com 038020103 1,095 56,200SH DEFINED01 56,200 0 0 Applied Materials Inc Com 038222105 8,220 432,200SH DEFINED01 432,200 0 0 Applied Micro Circuits Corp Com 03822W109 378 80,000SH DEFINED01 80,000 0 0 Archer-Daniels Midland Com 039483102 2,334 182,466SH DEFINED01 182,466 0 0 Ashland Inc Com 044204105 782 19,300SH DEFINED01 19,300 0 0 Autodesk Inc Com 052769106 419 31,600SH DEFINED01 31,600 0 0 Automatic Data Processing In Com 053015103 7,225 165,900SH DEFINED01 165,900 0 0 Autozone Inc Com 053332102 2,304 29,800SH DEFINED01 29,800 0 0 Avaya Inc Com 053499109 374 75,541SH DEFINED01 75,541 0 0 Avery Dennison Corp Com 053611109 1,914 30,500SH DEFINED01 30,500 0 0 Avon Products Com 054303102 3,302 63,200SH DEFINED01 63,200 0 0 B B & T Corp Com 054937107 4,427 114,700SH DEFINED01 114,700 0 0 Baker Hughes Com 057224107 2,974 89,340SH DEFINED01 89,340 0 0 Ball Corp Com 058498106 606 14,600SH DEFINED01 14,600 0 0 Bank of America Corp Com 060505104 29,504 419,336SH DEFINED01 419,336 0 0 Bank of New York Inc Com 064057102 6,598 195,503SH DEFINED01 195,503 0 0 Bank One Corp Com 06423A103 11,919 309,748SH DEFINED01 309,748 0 0 Bard (CR) Inc Com 067383109 775 13,700SH DEFINED01 13,700 0 0 Barrick Gold Corp Com 067901108 2,709 142,653SH DEFINED01 142,653 0 0 Bausch & Lomb Com 071707103 521 15,400SH DEFINED01 15,400 0 0 Baxter International Inc Com 071813109 7,010 157,700SH DEFINED01 157,700 0 0 Bear Stearns Companies Inc Com 073902108 1,708 27,907SH DEFINED01 27,907 0 0 Becton Dickinson Com 075887109 2,360 68,500SH DEFINED01 68,500 0 0 Bed Bath & Beyond Inc Com 075896100 2,898 76,800SH DEFINED01 76,800 0 0 BellSouth Com 079860102 15,696 498,300SH DEFINED01 498,300 0 0 Bemis Company Com 081437105 670 14,100SH DEFINED01 14,100 0 0 Best Buy Co Inc Com 086516101 3,033 83,550SH DEFINED01 83,550 0 0 Big Lots Inc Com 089302103 592 30,100SH DEFINED01 30,100 0 0 Biogen Inc Com 090597105 4,164 100,500SH DEFINED01 100,500 0 0 Biomet Inc Com 090613100 1,932 71,225SH DEFINED01 71,225 0 0 BJ Services Co Com 055482103 1,426 42,100SH DEFINED01 42,100 0 0 Black & Decker Corp Com 091797100 1,123 23,300SH DEFINED01 23,300 0 0 Block H&R Com 093671105 2,418 52,400SH DEFINED01 52,400 0 0 BMC Software Com 055921100 1,077 64,900SH DEFINED01 64,900 0 0 Boeing Co Com 097023105 10,432 231,814SH DEFINED01 231,814 0 0 Boise Cascade Com 097383103 528 15,300SH DEFINED01 15,300 0 0 Boston Scientific Corp Com 101137107 3,252 110,900SH DEFINED01 110,900 0 0 Bristol-Myers Squibb Co Com 110122108 13,274 516,510SH DEFINED01 516,510 0 0 Broadcom Corp Cl A Com 111320107 1,207 68,800SH DEFINED01 68,800 0 0 Brown-Forman Inc Com 115637209 1,270 18,400SH DEFINED01 18,400 0 0 Brunswick Corp Com 117043109 692 24,700SH DEFINED01 24,700 0 0 Burlington Northern Santa Fe Com 12189T104 3,148 104,935SH DEFINED01 104,935 0 0 Burlington Resources Com 122014103 2,118 55,745SH DEFINED01 55,745 0 0 Calpine Corp Com 131347106 556 79,100SH DEFINED01 79,100 0 0 Campbell Soup Com 134429109 3,001 108,500SH DEFINED01 108,500 0 0 Capital One Financial Corp Com 14040H105 3,382 55,400SH DEFINED01 55,400 0 0 Cardinal Health Inc Com 14149Y108 7,257 118,175SH DEFINED01 118,175 0 0 Carnival Corp Com 143658102 4,300 155,300SH DEFINED01 155,300 0 0 Caterpillar Inc Com 149123101 4,464 91,200SH DEFINED01 91,200 0 0 Cendant Corp Com 151313103 4,026 253,523SH DEFINED01 253,523 0 0 Centex Corp Com 152312104 925 16,000SH DEFINED01 16,000 0 0 Century Tel Inc Com 156700106 1,108 37,550SH DEFINED01 37,550 0 0 Charter One Fin Inc Com 160903100 2,115 61,519SH DEFINED01 61,519 0 0 Chevrontexaco Corp Com 166764100 25,067 283,241SH DEFINED01 283,241 0 0 Chiron Corp Com 170040109 4,147 117,300SH DEFINED01 117,300 0 0 Chubb Corp Com 171232101 3,342 47,200SH DEFINED01 47,200 0 0 Ciena Corp Com 171779101 365 87,000SH DEFINED01 87,000 0 0 Cigna Corp Com 125509109 3,965 40,700SH DEFINED01 40,700 0 0 Cincinnati Financial Corp Com 172062101 2,057 44,200SH DEFINED01 44,200 0 0 Cinergy Corp Com 172474108 1,534 42,618SH DEFINED01 42,618 0 0 Cintas Corp Com 172908105 2,224 45,000SH DEFINED01 45,000 0 0 Circuit City Group Com 172737108 1,037 55,300SH DEFINED01 55,300 0 0 Cisco System Inc Com 17275R102 27,137 1,945,300SH DEFINED01 1,945,300 0 0 Citigroup Inc Com 172967101 53,142 1,371,400SH DEFINED01 1,371,400 0 0 Citizens Communications Co Com 17453B101 633 75,700SH DEFINED01 75,700 0 0 Citrix Systems Inc Com 177376100 297 49,100SH DEFINED01 49,100 0 0 Clear Channel Communication Com 184502102 4,998 156,100SH DEFINED01 156,100 0 0 Clorox Co Com 189054109 2,617 63,300SH DEFINED01 63,300 0 0 CMS Energy Corp Com 125896100 383 34,900SH DEFINED01 34,900 0 0 Coca Cola Co Com 191216100 44,237 789,945SH DEFINED01 789,945 0 0 Coca Cola Enterprises Com 191219104 2,612 118,300SH DEFINED01 118,300 0 0 Colgate-Palmolive Com 194162103 7,462 149,100SH DEFINED01 149,100 0 0 Comcast Corp-Special Cl A Com 200300200 5,972 250,500SH DEFINED01 250,500 0 0 Comerica Inc Com 200340107 2,898 47,200SH DEFINED01 47,200 0 0 Computer Associates Int'l Com 204912109 2,431 153,012SH DEFINED01 153,012 0 0 Computer Sciences Corp Com 205363104 2,141 44,800SH DEFINED01 44,800 0 0 Compuware Corp Com 205638109 594 97,900SH DEFINED01 97,900 0 0 Comverse Technology Com 205862402 454 49,000SH DEFINED01 49,000 0 0 Conagra Foods Inc Com 205887102 3,935 142,300SH DEFINED01 142,300 0 0 Concord EFS Inc Com 206197105 3,858 128,000SH DEFINED01 128,000 0 0 Conexant Systems Inc Com 207142100 105 64,900SH DEFINED01 64,900 0 0 Conoco Inc Com 208251504 4,673 168,100SH DEFINED01 168,100 0 0 Conseco Inc Com 208464107 180 89,852SH DEFINED01 89,852 0 0 Consolidated Edison Inc Com 209115104 2,472 59,200SH DEFINED01 59,200 0 0 Constellation Energy Group I Com 210371100 1,272 43,350SH DEFINED01 43,350 0 0 Convergys Corp Com 212485106 880 45,200SH DEFINED01 45,200 0 0 Cooper Industries Ltd Cl A Com G24182100 994 25,300SH DEFINED01 25,300 0 0 Cooper Tire & Rubber Com 216831107 393 19,100SH DEFINED01 19,100 0 0 Coors (Adolph) Com 217016104 617 9,900SH DEFINED01 9,900 0 0 Corning Inc Com 219350105 879 247,600SH DEFINED01 247,600 0 0 Costco Wholesale Corp Com 22160K105 4,618 119,572SH DEFINED01 119,572 0 0 Countrywide Credit Ind Inc Com 222372104 1,520 31,500SH DEFINED01 31,500 0 0 Crane Company Com 224399105 401 15,800SH DEFINED01 15,800 0 0 CSX Corp Com 126408103 2,043 58,300SH DEFINED01 58,300 0 0 Cummins Inc Com 231021106 371 11,200SH DEFINED01 11,200 0 0 CVS Corp Com 126650100 3,213 105,000SH DEFINED01 105,000 0 0 Dana Corp Com 235811106 823 44,418SH DEFINED01 44,418 0 0 Danaher Corp Com 235851102 2,528 38,100SH DEFINED01 38,100 0 0 Darden Restaurants Inc Com 237194105 1,312 53,100SH DEFINED01 53,100 0 0 Deere & Co Com 244199105 2,999 62,600SH DEFINED01 62,600 0 0 Dell Computer Corp Com 247025109 18,063 691,000SH DEFINED01 691,000 0 0 Delphi Corp Com 247126105 1,999 151,427SH DEFINED01 151,427 0 0 Delta Airlines Com 247361108 654 32,700SH DEFINED01 32,700 0 0 Deluxe Corp Com 248019101 789 20,300SH DEFINED01 20,300 0 0 Devon Energy Corp Com 25179M103 1,695 34,400SH DEFINED01 34,400 0 0 Dillard's Inc Cl A Com 254067101 755 28,700SH DEFINED01 28,700 0 0 Disney Walt Co (Holding Co) Com 254687106 10,493 555,182SH DEFINED01 555,182 0 0 Dollar General Corp Com 256669102 1,659 87,188SH DEFINED01 87,188 0 0 Dominion Resources Inc Com 25746U109 4,353 65,762SH DEFINED01 65,762 0 0 Donnelley (RR) & Sons Com 257867101 942 34,200SH DEFINED01 34,200 0 0 Dover Corp Com 260003108 1,957 55,900SH DEFINED01 55,900 0 0 Dow Chemical Com 260543103 8,214 238,912SH DEFINED01 238,912 0 0 Dow Jones & Co Inc Com 260561105 1,182 24,400SH DEFINED01 24,400 0 0 DTE Energy Co Com 233331107 1,946 43,600SH DEFINED01 43,600 0 0 Duke Energy Corp Com 264399106 6,375 204,988SH DEFINED01 204,988 0 0 DuPont (EI) De Nemours Com 263534109 12,306 277,162SH DEFINED01 277,162 0 0 Dynegy Cl A Com 26816Q101 623 86,500SH DEFINED01 86,500 0 0 Eastman Chemical Co Com 277432100 983 20,950SH DEFINED01 20,950 0 0 Eastman Kodak Com 277461109 2,328 79,800SH DEFINED01 79,800 0 0 Eaton Corp Com 278058102 1,411 19,400SH DEFINED01 19,400 0 0 Ecolab Inc Com 278865100 1,604 34,700SH DEFINED01 34,700 0 0 Edison International Com 281020107 1,583 93,100SH DEFINED01 93,100 0 0 El Paso Corp Com 28336L109 2,790 135,356SH DEFINED01 135,356 0 0 Electronic Data Systems Com 285661104 4,621 124,400SH DEFINED01 124,400 0 0 EMC Corp Com 268648102 4,426 586,286SH DEFINED01 586,286 0 0 Emerson Electric Com 291011104 6,089 113,800SH DEFINED01 113,800 0 0 Engelhard Corp Com 292845104 984 34,737SH DEFINED01 34,737 0 0 Entergy Corp Com 29364G103 2,491 58,700SH DEFINED01 58,700 0 0 EOG Resources Inc Com 26875P101 1,227 30,900SH DEFINED01 30,900 0 0 Equifax Inc Com 294429105 1,040 38,500SH DEFINED01 38,500 0 0 Equity Office Properties Tr Com 294741103 3,245 107,800SH DEFINED01 107,800 0 0 Equity Residential Com 29476L107 1,990 69,200SH DEFINED01 69,200 0 0 Exelon Corp Com 30161N101 4,455 85,175SH DEFINED01 85,175 0 0 Exxon Mobil Corp Com 30231G102 74,614 1,823,400SH DEFINED01 1,823,400 0 0 Family Dollar Stores Com 307000109 1,607 45,600SH DEFINED01 45,600 0 0 Fannie Mae Com 313586109 19,618 266,000SH DEFINED01 266,000 0 0 Federated Dept Stores Inc De Com 31410H101 2,219 55,900SH DEFINED01 55,900 0 0 Fedex Corp Com 31428X106 4,364 81,720SH DEFINED01 81,720 0 0 Fifth Third Bancorp Com 316773100 10,133 152,033SH DEFINED01 152,033 0 0 First Data Corp Com 319963104 7,745 208,200SH DEFINED01 208,200 0 0 First Tennessee Natl Corp Com 337162101 1,268 33,100SH DEFINED01 33,100 0 0 Firstenergy Corp Com 337932107 2,837 84,990SH DEFINED01 84,990 0 0 Fiserve Inc Com 337738108 1,819 49,550SH DEFINED01 49,550 0 0 Fleetboston Financial Corp Com 339030108 9,317 288,007SH DEFINED01 288,007 0 0 Fluor Corp Com 343412102 822 21,100SH DEFINED01 21,100 0 0 Ford Motor Com 345370860 7,778 486,100SH DEFINED01 486,100 0 0 Forest Labs Inc Com 345838106 3,321 46,900SH DEFINED01 46,900 0 0 Fortune Brands Inc Com 349631101 2,498 44,600SH DEFINED01 44,600 0 0 FPL Group Com 302571104 2,880 48,000SH DEFINED01 48,000 0 0 Franklin Resources Inc Com 354613101 2,998 70,300SH DEFINED01 70,300 0 0 Freddie Mac Com 313400301 11,267 184,100SH DEFINED01 184,100 0 0 Freeport-McMoran Copper & Go Com 35671D857 782 43,800SH DEFINED01 43,800 0 0 Gannett Co Com 364730101 5,336 70,300SH DEFINED01 70,300 0 0 Gap (The) Com 364760108 3,264 229,850SH DEFINED01 229,850 0 0 Gateway Inc Com 367626108 381 85,900SH DEFINED01 85,900 0 0 General Dynamics Com 369550108 5,690 53,500SH DEFINED01 53,500 0 0 General Electric Co Com 369604103 76,666 2,639,100SH DEFINED01 2,639,100 0 0 General Mills Inc Com 370334104 4,280 97,100SH DEFINED01 97,100 0 0 General Motors Com 370442105 7,788 145,700SH DEFINED01 145,700 0 0 Genuine Parts Com 372460105 1,673 47,975SH DEFINED01 47,975 0 0 Genzyme Corp Com 372917104 1,058 55,000SH DEFINED01 55,000 0 0 Georgia Pacific Corp Com 373298108 1,515 61,652SH DEFINED01 61,652 0 0 Gillette Co Com 375766102 9,511 280,800SH DEFINED01 280,800 0 0 Golden West Financial Com 381317106 3,033 44,100SH DEFINED01 44,100 0 0 Goodrich Corp Com 382388106 803 29,400SH DEFINED01 29,400 0 0 Goodyear Tire & Rubber Com 382550101 791 42,300SH DEFINED01 42,300 0 0 Grainger (WW) Inc Com 384802104 1,268 25,300SH DEFINED01 25,300 0 0 Great Lakes Chemical Com 390568103 416 15,700SH DEFINED01 15,700 0 0 Guidant Corp Com 401698105 2,473 81,800SH DEFINED01 81,800 0 0 Halliburton Co Com 406216101 1,817 114,000SH DEFINED01 114,000 0 0 Harley Davidson Inc Com 412822108 4,143 80,800SH DEFINED01 80,800 0 0 Harrah's Entertainment Inc Com 413619107 1,526 34,400SH DEFINED01 34,400 0 0 Hartford Financial Services Com 416515104 3,747 63,000SH DEFINED01 63,000 0 0 Hasbro Inc Com 418056107 707 52,175SH DEFINED01 52,175 0 0 HCA Inc Com 404119109 6,784 142,830SH DEFINED01 142,830 0 0 Health Mgmt Associates Inc A Com 421933102 1,318 65,400SH DEFINED01 65,400 0 0 Healthsouth Corp Com 421924101 1,422 111,200SH DEFINED01 111,200 0 0 Heinz (HJ) Co Com 423074103 3,818 92,900SH DEFINED01 92,900 0 0 Hercules Inc Com 427056106 334 28,800SH DEFINED01 28,800 0 0 Hershey Foods Com 427866108 2,338 37,400SH DEFINED01 37,400 0 0 Hewlett-Packard Co Com 428236103 12,232 800,537SH DEFINED01 800,537 0 0 Hilton Hotels Com 432848109 1,337 96,200SH DEFINED01 96,200 0 0 Home Depot Com 437076102 22,792 620,522SH DEFINED01 620,522 0 0 Honeywell International Inc Com 438516106 7,568 214,825SH DEFINED01 214,825 0 0 Household International Inc Com 441815107 6,126 123,252SH DEFINED01 123,252 0 0 Humana Inc Com 444859102 696 44,500SH DEFINED01 44,500 0 0 Huntington Bancshares Com 446150104 1,318 67,883SH DEFINED01 67,883 0 0 Illinois Tool Works Com 452308109 5,532 81,000SH DEFINED01 81,000 0 0 Immunex Com 452528102 3,172 142,000SH DEFINED01 142,000 0 0 IMS Health Inc Com 449934108 1,506 83,900SH DEFINED01 83,900 0 0 Inco Ltd Com 453258402 1,166 51,500SH DEFINED01 51,500 0 0 Ingersoll-Rand Co-Cl A Com G4776G101 2,048 44,850SH DEFINED01 44,850 0 0 Intel Corp Com 458140100 32,641 1,786,600SH DEFINED01 1,786,600 0 0 International Business Machi Com 459200101 33,235 461,600SH DEFINED01 461,600 0 0 International Flavors/Frag Com 459506101 923 28,400SH DEFINED01 28,400 0 0 International Game Technolog Com 459902102 1,111 19,600SH DEFINED01 19,600 0 0 International Paper Com 460146103 5,623 129,038SH DEFINED01 129,038 0 0 Interpublic Group Cos Inc Com 460690100 2,434 98,300SH DEFINED01 98,300 0 0 Intuit Inc Com 461202103 2,759 55,500SH DEFINED01 55,500 0 0 ITT Inds Inc Com 450911102 1,652 23,400SH DEFINED01 23,400 0 0 Jabil Circuit Inc Com 466313103 1,074 50,900SH DEFINED01 50,900 0 0 JDS Uniphase Corp Com 46612J101 935 350,300SH DEFINED01 350,300 0 0 Jefferson-Pilot Com 475070108 1,994 42,430SH DEFINED01 42,430 0 0 John Hancock Financial Servi Com 41014S106 2,869 81,500SH DEFINED01 81,500 0 0 Johnson & Johnson Com 478160104 3 54SH DEFINED01 54 0 0 Johnson Controls Com 478366107 1,885 23,100SH DEFINED01 23,100 0 0 Jones Apparel Group Com 480074103 1,253 33,400SH DEFINED01 33,400 0 0 JP Morgan Chase & Co Com 46625H100 17,841 525,984SH DEFINED01 525,984 0 0 KB Home Com 48666K109 598 11,600SH DEFINED01 11,600 0 0 Kellogg Co Com 487836108 3,894 108,600SH DEFINED01 108,600 0 0 Kerr-McGee Com 492386107 1,412 26,370SH DEFINED01 26,370 0 0 Keycorp Com 493267108 3,079 112,800SH DEFINED01 112,800 0 0 Keyspan Corp Com 49337W100 1,374 36,500SH DEFINED01 36,500 0 0 Kimberly Clark Corp Com 494368103 8,771 141,468SH DEFINED01 141,468 0 0 Kinder Morgan Inc Com 49455P101 1,160 30,500SH DEFINED01 30,500 0 0 King Pharmaceuticals Inc Com 495582108 1,352 60,766SH DEFINED01 60,766 0 0 KLA-Tencor Corp Com 482480100 2,169 49,300SH DEFINED01 49,300 0 0 Knight-Ridder News Com 499040103 1,366 21,700SH DEFINED01 21,700 0 0 Kohls Corp Com 500255104 6,202 88,500SH DEFINED01 88,500 0 0 Kroger Co Com 501044101 4,288 215,500SH DEFINED01 215,500 0 0 Leggett and Platt Inc Com 524660107 1,229 52,500SH DEFINED01 52,500 0 0 Lehman Brothers Holding Inc Com 524908100 4,101 65,600SH DEFINED01 65,600 0 0 Lexmark International Inc Com 529771107 1,877 34,500SH DEFINED01 34,500 0 0 Lilly (Eli) & Co Com 532457108 29,937 530,800SH DEFINED01 530,800 0 0 Limited Brands Inc Com 532716107 2,445 114,800SH DEFINED01 114,800 0 0 Lincoln National Com 534187109 2,096 49,900SH DEFINED01 49,900 0 0 Linear Technology Corp Com 535678106 2,662 84,700SH DEFINED01 84,700 0 0 Liz Claiborne Inc Com 539320101 890 28,000SH DEFINED01 28,000 0 0 Lockheed Martin Com 539830109 7,995 115,042SH DEFINED01 115,042 0 0 Loew's Corp Com 540424108 2,777 52,400SH DEFINED01 52,400 0 0 Louisiana Pacific Com 546347105 305 28,800SH DEFINED01 28,800 0 0 Lowe's Cos Com 548661107 9,284 204,500SH DEFINED01 204,500 0 0 LSI Logic Corp Com 502161102 832 95,100SH DEFINED01 95,100 0 0 Lucent Technologies Inc Com 549463107 1,504 906,301SH DEFINED01 906,301 0 0 Manor Care Inc Com 564055101 660 28,700SH DEFINED01 28,700 0 0 Marathon Oil Corp Com 565849106 2,246 82,800SH DEFINED01 82,800 0 0 Marriott International CL A Com 571903202 2,538 66,700SH DEFINED01 66,700 0 0 Marsh & McLennan Com 571748102 7,071 73,200SH DEFINED01 73,200 0 0 Marshall & Ilsley Corp Com 571834100 1,738 56,200SH DEFINED01 56,200 0 0 Masco Corp Com 574599106 3,316 122,300SH DEFINED01 122,300 0 0 Mattel Inc Com 577081102 2,417 114,666SH DEFINED01 114,666 0 0 Maxim Integrated Products Com 57772K101 3,316 86,500SH DEFINED01 86,500 0 0 May Dept Stores Co Com 577778103 2,616 79,450SH DEFINED01 79,450 0 0 Maytag Co Com 578592107 998 23,400SH DEFINED01 23,400 0 0 MBIA Inc Com 55262C100 2,273 40,200SH DEFINED01 40,200 0 0 MBNA Corp Com 55262L100 7,479 226,152SH DEFINED01 226,152 0 0 McDermott International Com 580037109 130 16,000SH DEFINED01 16,000 0 0 McDonald's Corp Com 580135101 9,778 343,700SH DEFINED01 343,700 0 0 McGraw-Hill Companies Inc Com 580645109 3,152 52,800SH DEFINED01 52,800 0 0 McKesson Corp Com 58155Q103 2,480 75,832SH DEFINED01 75,832 0 0 Meadwestvaco Corp Com 583334107 1,795 53,493SH DEFINED01 53,493 0 0 Medimmune Inc Com 584699102 1,497 56,700SH DEFINED01 56,700 0 0 Medtronic Inc Com 585055106 13,781 321,600SH DEFINED01 321,600 0 0 Mellon Financial Corp Com 58551A108 3,985 126,800SH DEFINED01 126,800 0 0 Merck & Co Com 589331107 43,477 858,550SH DEFINED01 858,550 0 0 Mercury Interactive Corp Com 589405109 505 22,000SH DEFINED01 22,000 0 0 Meredith Corp Com 589433101 533 13,900SH DEFINED01 13,900 0 0 Merrill Lynch & Co Com 590188108 8,987 221,900SH DEFINED01 221,900 0 0 Metlife Inc Com 59156R108 5,760 200,000SH DEFINED01 200,000 0 0 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