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| Fund | Assets |
| California Public Employees | $6,320 |
| New York State Common | $5,718 |
| Washington State Board | $4,571 |
| California State Teachers | $4,095 |
| Michigan Retirement | $3,813 |
| Florida State Board | $3,360 |
| Oregon Public Employees | $3,251 |
| Pa. School Employees | $3,068 |
| IBM | $3,057 |
| General Electric | $2,707 |
| Verizon | $2,507 |
| Louisiana Teachers | $2,140 |
| Colorado Public Employees | $2,096 |
| Minnesota State Board | $1,938 |
| General Motors | $1,865 |
| Pa. State Employees | $1,821 |
| Wisconsin Investment Board | $1,540 |
| Connecticut Retirement | $1,472 |
| Massachusetts PRIM | $1,400 |
| New York State Teachers | $1,382 |
| Virginia Retirement | $1,364 |
| BellSouth | $1,353 |
| DuPont | $1,346 |
| L.A. County Employees | $1,239 |
| AT&T | $1,225 |
| Lucent Technologies | $1,169 |
| Alabama Retirement | $1,061 |
| New York City Retirement | $938 |
| Texas Teachers | $896 |
| DaimlerChrysler | $844 |
| Boeing | $835 |
| Delta Air Lines | $788 |
| Ohio State Teachers | $786 |
| Iowa Public Employees | $775 |
| San Francisco City & County | $764 |
| Illinois Teachers | $606 |
| World Bank | $562 |
| SBC Communications | $495 |
| Arkansas Teachers | $465 |
| Alaska Investment Board | $423 |
| Illinois State Universities | $380 |
| Kentucky Retirement | $380 |
| Kansas Public Employees | $371 |
| United Technologies | $370 |
| American Airlines | $315 |
| University of California | $306 |
| Southern Co. | $300 |
| United Airlines | $300 |
| Louisiana State Employees | $291 |
| Textron | $291 |
| Pfizer | $286 |
| Ohio Public Employees | $282 |
| Rhode Island Employees | $282 |
| Illinois State Board | $260 |
| Northwest Airlines | $254 |
| JPMorgan Chase | $240 |
| Alcoa | $221 |
| Los Angeles City Employees | $216 |
| Unisys | $206 |
| United Parcel Service | $203 |
| Bayer | $186 |
| Xerox | $153 |
| ITT Industries | $150 |
| UMWA Health & Retirement | $150 |
| Idaho Public Employees | $146 |
| Hawaii Employees | $139 |
| Altria | $124 |
| Ohio Police & Fire | $123 |
| 1199 Health Care Employees | $122 |
| Episcopal Church | $122 |
| J.C. Penney | $110 |
| 3M | $102 |
| Missouri State Employees | $91 |
| Tennessee Valley Authority | $87 |
| National Electric | $83 |
| Bakery & Confectionery | $82 |
| Orange County | $79 |
| Ohio School Employees | $73 |
| Maryland State Retirement | $72 |
| Ford Motor | $70 |
| Montana Board of Investments | $62 |
| Georgia-Pacific | $61 |
| Dow Chemical | $51 |
| Presbyterian Church | $51 |
| Chicago Municipal Employees | $45 |
| Reynolds American | $35 |
| Prudential | $34 |
| Siemens | $31 |
| Indiana Teachers | $30 |
| United Methodist Church | $27 |
| Target | $19 |
| Indiana Public Employees | $17 |
| Southern Baptist Convention | $17 |
| Missouri Public Schools | $11 |
| Viacom | $8 |
| ChevronTexaco | $7 |
| Time Warner | $4 |
| National Railroad | $3 |
| Johnson & Johnson | $1 |
| Total | $84,587 |