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 No
Amendment Number: 0
This Amendment (choose one):
Institutional Investment Manager Filing this Report:
Name: Prudential Financial, Inc.
Address: 751 Broad Street
Newark, New Jersey 07102-3777
Form 13F File Number: 28-10077
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: Ellen McGlynn Koke
Title: Vice President
Phone: 973-802-5037
Signature, Place, and Date of Signing:
/s/ Ellen McGlynn Koke Newark, New Jersey August 14, 2002
Report Type (Check only one.): 13F Holdings 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: 3
Form 13F Information Table Entry Total: 2,273
Form 13F Information Table Value Total: $23,314,264,000
List of Other Included Managers:
No. 13F File Number Name
0 28-0256 The Prudential Insurance Company of America
3 28-4217 Prudential Investment Management, Inc.
9 28-6737 Prudential investment Management Services, LLC
Prudential Securities Group Inc., a wholly-owned subsidiary of Prudential
Financial, Inc., is reporting with respect to securities over which it
exercises investment discretion.
Jennison Associates, LLC., a wholly-owned subsidiary of Prudential
Financial, Inc., is reporting with respect to securities over which it
exercises investment discretion.
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT -VOTING AUTHORITY-
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- X$1000 PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED
NONE
AAR CORP COM 000361105 912 89396 SH DEFINED 03
89396
A D C TELECOMMUNICATIONS COM 000886101 2664 1163411 SH DEFINED 03
1163411
ACTV INC COM 00088E104 13 11700 SH DEFINED 03
11700
ABM INDS INC COM 000957100 2710 156094 SH DEFINED 03
156094
AFC ENTERPRISES INC COM 00104Q107 216 6900 SH DEFINED 03
6900
AFLAC INC COM 001055102 24193 756021 SH DEFINED 03
756021
AGCO CORP COM 001084102 2804 143819 SH DEFINED 03 143819
AGL RES INC COM 001204106 2410 103877 SH DEFINED 03
103877
AES CORP COM 00130H105 4436 818483 SH DEFINED 03
818483
AES CORP COM 00130H105 52 9553 SH DEFINED 09
9553
AK STL HLDG CORP COM 001547108 2082 162544 SH DEFINED 03
162544
AMB PROPERTY CORP COM 00163T109 301 9700 SH DEFINED 03
9700
AMC ENTMT INC COM 001669100 160 11300 SH DEFINED 03
11300
AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 294 11300 SH DEFINED 03
11300
AMR CORP COM 001765106 9256 549013 SH DEFINED 03 549013
AOL TIME WARNER INC COM 00184A105 129334 8792284 SH DEFINED 03
8792284
AOL TIME WARNER INC COM 00184A105 125 8515 SH DEFINED 09
8515
APAC CUSTOMER SERVICES INC COM 00185E106 103 17500 SH DEFINED 03
17500
AT&T CORP COM 001957109 74695 6980819 SH DEFINED 03
6980819
AT&T CORP COM 001957109 801 74893 SH DEFINED 09
74893
ATMI INC COM 00207R101 1923 85967 SH DEFINED 03
85967
AT&T WIRELESS SVCS INC COM 00209A106 43250 7393220 SH DEFINED 03
7393220
AT&T WIRELESS SVCS INC COM 00209A106 134 22902 SH DEFINED 09 22902
ATC HEALTHCARE INC CL A 00209C102 160 85000 SH DEFINED 03
85000
AVX CORP NEW COM 002444107 294 18000 SH DEFINED 03
18000
AXT INC COM 00246W103 553 69256 SH DEFINED 03
69256
AARON RENTS INC COM 002535201 1372 57276 SH DEFINED 03
57276
ABBOTT LABS COM 002824100 117845 3130015 SH DEFINED 03
3130015
ABBOTT LABS COM 002824100 24 633 SH DEFINED 09
633
ABERCROMBIE & FITCH CO CL A 002896207 10230 424123 SH DEFINED 03
424123
ACCLAIM ENTMT INC COM PAR $0.02 004325205 99 27950 SH DEFINED 03 27950
ACCREDO HEALTH INC COM 00437V104 4501 97547 SH DEFINED 03
97547
ACLARA BIOSCIENCES INC COM 00461P106 20 11600 SH DEFINED 03
11600
ACTIVISION INC NEW COM NEW 004930202 1933 66529 SH DEFINED 03
66529
ACTION PERFORMANCE COS INC COM 004933107 4336 137212 SH DEFINED 03
137212
ACTEL CORP COM 004934105 1451 69032 SH DEFINED 03
69032
ACTUATE CORP COM 00508B102 69 15300 SH DEFINED 03
15300
ACXIOM CORP COM 005125109 6083 347800 SH DEFINED 03
347800
ADAPTEC INC COM 00651F108 2872 363951 SH DEFINED 03 363951
ADMINISTAFF INC COM 007094105 847 84703 SH DEFINED 03
84703
ADOBE SYS INC COM 00724F101 10025 351737 SH DEFINED 03
351737
ADOLOR CORP COM 00724X102 160 14200 SH DEFINED 03
14200
ADTRAN INC COM 00738A106 800 42103 SH DEFINED 03
42103
ADVANCED DIGITAL INFORMATION COM 007525108 215 25500 SH DEFINED 03
25500
ADVANCED MARKETING SVCS INC COM 00753T105 922 50361 SH DEFINED 03
50361
ADVANCED FIBRE COMMUNICATION COM 00754A105 1574 95148 SH DEFINED 03
95148
ADVANCED TISSUE SCIENCES INC COM 00755F103 42 28900 SH DEFINED 03 28900
ADVO INC COM 007585102 2403 63126 SH DEFINED 03
63126
ADVANCED MEDICAL OPTICS INC COM 00763M108 755 68600 SH DEFINED 03
68600
AEROFLEX INC COM 007768104 1166 167700 SH DEFINED 03
167700
ADVANCED MICRO DEVICES INC COM 007903107 12948 1332136 SH DEFINED 03
1332136
ADVANCED MICRO DEVICES INC COM 007903107 62 6384 SH DEFINED 09
6384
ADVANCEPCS COM 00790K109 3483 145500 SH DEFINED 03
145500
ADVANCED ENERGY INDS COM 007973100 1994 89881 SH DEFINED 03
89881
ADVENT SOFTWARE INC COM 007974108 507 19727 SH DEFINED 03 19727
AETNA INC NEW COM 00817Y108 24898 519043 SH DEFINED 03
519043
AFFILIATED COMPUTER SERVICES CL A 008190100 5930 124904 SH DEFINED 03
124904
AFFILIATED MANAGERS GROUP COM 008252108 646 10500 SH DEFINED 03
10500
AFFYMETRIX INC COM 00826T108 1281 53400 SH DEFINED 03
53400
AGERE SYS INC CL A 00845V100 177 126235 SH DEFINED 03
126235
AGERE SYS INC CL A 00845V100 0 171 SH DEFINED 09
171
AGERE SYS INC CL B 00845V209 235 156505 SH DEFINED 03
156505
AGERE SYS INC CL B 00845V209 6 4196 SH DEFINED 09 4196
AGILENT TECHNOLOGIES INC COM 00846U101 16224 686001 SH DEFINED 03
686001
AGILENT TECHNOLOGIES INC COM 00846U101 61 2597 SH DEFINED 09
2597
AGILE SOFTWARE CORP DEL COM 00846X105 140 19300 SH DEFINED 03
19300
AGRIUM INC COM 008916108 698 74280 SH DEFINED 03
74280
AIR PRODS & CHEMS INC COM 009158106 21281 421653 SH DEFINED 03
421653
AIRBORNE INC COM 009269101 3775 196631 SH DEFINED 03
196631
AIRGAS INC COM 009363102 3381 195419 SH DEFINED 03
195419
AIRTRAN HLDGS INC COM 00949P108 57 10600 SH DEFINED 03 10600
AKAMAI TECHNOLOGIES INC COM 00971T101 61 47053 SH DEFINED 03
47053
ALABAMA NATL BANCORP DELA COM 010317105 225 5200 SH DEFINED 03
5200
ALAMOSA HLDGS INC COM 011589108 57 40600 SH DEFINED 03
40600
ALASKA AIR GROUP INC COM 011659109 1472 56385 SH DEFINED 03
56385
ALASKA COMMUNICATIONS SYS GR COM 01167P101 73 15400 SH DEFINED 03
15400
ALBANY INTL CORP CL A 012348108 1660 61691 SH DEFINED 03
61691
ALBEMARLE CORP COM 012653101 1406 45734 SH DEFINED 03
45734
ALBERTO CULVER CO CL B CONV 013068101 3969 83033 SH DEFINED 03 83033
ALBERTO CULVER CO CL B CONV 013068101 347 7252 SH DEFINED 09
7252
ALBERTSONS INC COM 013104104 48386 1588523 SH DEFINED 03
1588523
ALCAN INC COM 013716105 31435 837831 SH DEFINED 03
837831
ALCAN INC COM 013716105 2852 76000 SH DEFINED 10
76000
ALCOA INC COM 013817101 59914 1807363 SH DEFINED 03
1807363
ALEXANDER & BALDWIN INC COM 014482103 1100 43089 SH DEFINED 03
43089
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 242 4900 SH DEFINED 03
4900
ALFA CORP COM 015385107 323 27600 SH DEFINED 03 27600
ALLEGHENY ENERGY INC COM 017361106 10454 405998 SH DEFINED 03
405998
ALLEGHENY TECHNOLOGIES INC COM 01741R102 2067 130807 SH DEFINED 03
130807
ALLEGIANCE TELECOM INC COM 01747T102 59 32400 SH DEFINED 03
32400
ALLEN TELECOM INC COM 018091108 349 81068 SH DEFINED 03
81068
ALLERGAN INC COM 018490102 41912 627898 SH DEFINED 03
627898
ALLETE INC COM 018522102 2423 89392 SH DEFINED 03
89392
ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 253 7400 SH DEFINED 03
7400
ALLIANCE IMAGING INC COM NEW 018606202 159 11800 SH DEFINED 03 11800
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 851 119837 SH DEFINED 03
119837
ALLIANT ENERGY CORP COM 018802108 2239 87134 SH DEFINED 03
87134
ALLIANT TECHSYSTEMS INC COM 018804104 6898 108114 SH DEFINED 03
108114
ALLIED CAP CORP NEW COM 01903Q108 247 10900 SH DEFINED 03
10900
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 5692 592955 SH DEFINED 03
592955
ALLMERICA FINL CORP COM 019754100 3277 70926 SH DEFINED 03
70926
ALLSTATE CORP COM 020002101 64245 1737303 SH DEFINED 03
1737303
ALLTEL CORP COM 020039103 28887 614610 SH DEFINED 03 614610
ALPHARMA INC CL A 020813101 2397 141137 SH DEFINED 03
141137
ALTERA CORP COM 021441100 23247 1709353 SH DEFINED 03
1709353
ALTERA CORP COM 021441100 51 3785 SH DEFINED 09
3785
ALTEON INC COM 02144G107 35 17200 SH DEFINED 03
17200
AMAZON COM INC COM 023135106 660 40600 SH DEFINED 03
40600
AMAZON COM INC COM 023135106 118 7236 SH DEFINED 09
7236
AMBAC FINL GROUP INC COM 023139108 9954 148125 SH DEFINED 03
148125
AMERADA HESS CORP COM 023551104 31617 383237 SH DEFINED 03 383237
AMEREN CORP COM 023608102 8740 203202 SH DEFINED 03
203202
AMCORE FINL INC COM 023912108 211 9100 SH DEFINED 03
9100
AMERICAN AXLE & MFG HLDGS IN COM 024061103 1368 46000 SH DEFINED 03
46000
AMERICAN CAPITAL STRATEGIES COM 024937104 310 11300 SH DEFINED 03
11300
AMERICAN ELEC PWR INC COM 025537101 36783 919117 SH DEFINED 03
919117
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1125 53217 SH DEFINED 03
53217
AMERICAN EXPRESS CO COM 025816109 74581 2053435 SH DEFINED 03
2053435
AMERICAN FINL GROUP INC OHIO COM 025932104 3929 164414 SH DEFINED 03 164414
AMERICAN FINL HLDGS INC COM 026075101 1989 66483 SH DEFINED 03
66483
AMERICAN GREETINGS CORP CL A 026375105 12303 738478 SH DEFINED 03
738478
AMERICAN INTL GROUP INC COM 026874107 334254 4898935 SH DEFINED 03
4898935
AMERICAN INTL GROUP INC COM 026874107 331 4844 SH DEFINED 09
4844
AMERICAN ITALIAN PASTA CO CL A 027070101 2744 53819 SH DEFINED 03
53819
AMERICAN MGMT SYS INC COM 027352103 2542 133003 SH DEFINED 03
133003
AMERICAN NATL INS CO COM 028591105 250 2600 SH DEFINED 03
2600
AMERICAN PWR CONVERSION CORP COM 029066107 3300 261274 SH DEFINED 03 261274
AMERICAN SOFTWARE INC CL A 029683109 49 14800 SH DEFINED 03
14800
AMERICAN STD COS INC DEL COM 029712106 6725 89550 SH DEFINED 03
89550
AMERICAN STS WTR CO COM 029899101 1153 43526 SH DEFINED 03
43526
AMERICAN TOWER CORP CL A 029912201 59 17000 SH DEFINED 03
17000
AMERICAN WTR WKS INC COM 030411102 4504 104232 SH DEFINED 03
104232
AMERICAN WOODMARK CORP COM 030506109 595 10600 SH DEFINED 03
10600
AMERICREDIT CORP COM 03060R101 3415 121764 SH DEFINED 03
121764
AMERIPATH INC COM 03071D109 2083 86800 SH DEFINED 03 86800
AMERITRADE HLDG CORP CL A 03072H109 87 18900 SH DEFINED 03
18900
AMERUS GROUP CO COM 03072M108 2463 66400 SH DEFINED 03
66400
AMERISOURCEBERGEN CORP COM 03073E105 14404 189530 SH DEFINED 03
189530
AMERIGROUP CORP COM 03073T102 50615 1855387 SH DEFINED 03
1855387
AMETEK INC NEW COM 031100100 1803 48398 SH DEFINED 03
48398
AMGEN INC COM 031162100 104658 2499003 SH DEFINED 03
2499003
AMKOR TECHNOLOGY INC COM 031652100 93 14900 SH DEFINED 03
14900
AMSOUTH BANCORPORATION COM 032165102 12039 537949 SH DEFINED 03 537949
AMSURG CORP COM 03232P405 260 9900 SH DEFINED 03
9900
AMYLIN PHARMACEUTICALS INC COM 032346108 253 23100 SH DEFINED 03
23100
ANADARKO PETE CORP COM 032511107 32842 666167 SH DEFINED 03
666167
ANALOG DEVICES INC COM 032654105 20590 693281 SH DEFINED 03
693281
ANALOG DEVICES INC COM 032654105 57 1928 SH DEFINED 09
1928
ANALOGIC CORP COM PAR $0.05 032657207 1816 36941 SH DEFINED 03
36941
ANALYSTS INTL CORP COM 032681108 257 60547 SH DEFINED 03
60547
ANCHOR BANCORP WIS INC COM 032839102 1742 72247 SH DEFINED 03 72247
ANDERSEN GROUP INC COM 033501107 103 12500 SH DEFINED 03
12500
ANDREW CORP COM 034425108 7725 517747 SH DEFINED 03
517747
ANGELICA CORP COM 034663104 370 21506 SH DEFINED 03
21506
ANHEUSER BUSCH COS INC COM 035229103 111595 2231901 SH DEFINED 03
2231901
ANHEUSER BUSCH COS INC COM 035229103 2909 58176 SH DEFINED 09
58176
ANIXTER INTL INC COM 035290105 2813 119681 SH DEFINED 03
119681
ANNALY MTG MGMT INC COM 035710409 551 28400 SH DEFINED 03
28400
ANNTAYLOR STORES CORP COM 036115103 3614 142348 SH DEFINED 03 142348
ANSYS INC COM 03662Q105 801 39850 SH DEFINED 03
39850
ANTHEM INC COM 03674B104 790 11700 SH DEFINED 03
11700
ANSWERTHINK INC COM 036916104 47 12500 SH DEFINED 03
12500
ANTHRACITE CAP INC COM 037023108 553 41700 SH DEFINED 03
41700
ANTIGENICS INC DEL COM 037032109 106 10800 SH DEFINED 03
10800
AO TATNEFT SPON ADR REG S 03737P306 243 17600 SH DEFINED 03
17600
AON CORP COM 037389103 17570 595988 SH DEFINED 03
595988
APACHE CORP COM 037411105 16829 292774 SH DEFINED 03 292774
APARTMENT INVT & MGMT CO CL A 03748R101 387 7867 SH DEFINED 03
7867
APOGEE ENTERPRISES INC COM 037598109 1248 86918 SH DEFINED 03
86918
APOLLO GROUP INC CL A 037604105 20384 517109 SH DEFINED 03
517109
APOLLO GROUP INC COM UNV PHOENX 037604204 560 18900 SH DEFINED 03
18900
APOGENT TECHNOLOGIES INC COM 03760A101 3509 170572 SH DEFINED 03
170572
APPLE COMPUTER INC COM 037833100 9525 537521 SH DEFINED 03
537521
APPLEBEES INTL INC COM 037899101 3925 171021 SH DEFINED 03
171021
APRIA HEALTHCARE GROUP INC COM 037933108 3946 176153 SH DEFINED 03 176153
APPLERA CORP COM AP BIO GRP 038020103 6222 319256 SH DEFINED 03
319256
APPLICA INC COM 03815A106 785 63325 SH DEFINED 03
63325
APPLIED INDL TECHNOLOGIES IN COM 03820C105 1292 66261 SH DEFINED 03
66261
APPLIED MATLS INC COM 038222105 47622 2503771 SH DEFINED 03
2503771
APPLIED MATLS INC COM 038222105 4607 242194 SH DEFINED 09
242194
APPLIED MICRO CIRCUITS CORP COM 03822W109 1996 421985 SH DEFINED 03
421985
APTARGROUP INC COM 038336103 3326 108167 SH DEFINED 03
108167
AQUILA INC COM 03840P102 2751 343892 SH DEFINED 03 343892
ARBITRON INC COM 03875Q108 2576 82550 SH DEFINED 03
82550
ARCH CHEMICALS INC COM 03937R102 1665 67418 SH DEFINED 03
67418
ARCH COAL INC COM 039380100 1469 64672 SH DEFINED 03
64672
ARCHER DANIELS MIDLAND CO COM 039483102 27896 2181089 SH DEFINED 03
2181089
ARCHSTONE SMITH TR COM 039583109 492 18420 SH DEFINED 03
18420
ARCTIC CAT INC COM 039670104 1520 87427 SH DEFINED 03
87427
ARGOSY GAMING CO COM 040228108 2489 87639 SH DEFINED 03
87639
ARIBA INC COM 04033V104 78 24500 SH DEFINED 03 24500
ARKANSAS BEST CORP DEL COM 040790107 2121 83254 SH DEFINED 03
83254
ARMOR HOLDINGS INC COM 042260109 2248 88160 SH DEFINED 03
88160
ARMSTRONG HLDGS INC COM 042384107 31 17100 SH DEFINED 03
17100
ARQULE INC COM 04269E107 376 55769 SH DEFINED 03
55769
ARRIS GROUP INC COM 04269Q100 64 14200 SH DEFINED 03
14200
ARROW ELECTRS INC COM 042735100 4316 208018 SH DEFINED 03
208018
ARROW INTL INC COM 042764100 226 5800 SH DEFINED 03
5800
ART TECHNOLOGY GROUP INC COM 04289L107 11 10700 SH DEFINED 03 10700
ARTESYN TECHNOLOGIES INC COM 043127109 798 122202 SH DEFINED 03
122202
ARTHROCARE CORP COM 043136100 1060 82411 SH DEFINED 03
82411
ARVINMERITOR INC COM 043353101 6946 289411 SH DEFINED 03
289411
ASCENTIAL SOFTWARE CORP COM 04362P108 710 254347 SH DEFINED 03
254347
ASHLAND INC COM 044204105 18882 466226 SH DEFINED 03
466226
ASHLAND INC COM 044204105 1067 26339 SH DEFINED 09
26339
ASHWORTH INC COM 04516H101 298 33091 SH DEFINED 03
33091
ASPECT COMMUNICATIONS CORP COM 04523Q102 460 143700 SH DEFINED 03 143700
ASPEN TECHNOLOGY INC COM 045327103 829 99381 SH DEFINED 03
99381
ASSOCIATED BANC CORP COM 045487105 4633 122859 SH DEFINED 03
122859
ASSOCIATED ESTATES RLTY CORP COM 045604105 112 10600 SH DEFINED 03
10600
ASTEC INDS INC COM 046224101 841 52254 SH DEFINED 03
52254
ASTORIA FINL CORP COM 046265104 24130 752891 SH DEFINED 03
752891
ASTROPOWER INC COM 04644A101 1228 62532 SH DEFINED 03
62532
ASYST TECHNOLOGY CORP COM 04648X107 287 14100 SH DEFINED 03
14100
ATLANTIC COAST AIRLINES HLDG COM 048396105 3175 146309 SH DEFINED 03 146309
ATLAS AIR WORLDWIDE HLDGS IN COM 049164106 120 32448 SH DEFINED 03
32448
ATMEL CORP COM 049513104 2283 364723 SH DEFINED 03
364723
ATMEL CORP COM 049513104 53 8428 SH DEFINED 09
8428
ATMOS ENERGY CORP COM 049560105 2861 122045 SH DEFINED 03
122045
ATWOOD OCEANICS INC COM 050095108 1405 37455 SH DEFINED 03
37455
AUDIOVOX CORP CL A 050757103 593 74575 SH DEFINED 03
74575
AUSPEX SYS INC COM 052116100 3 10500 SH DEFINED 03
10500
AUTODESK INC COM 052769106 6230 470197 SH DEFINED 03 470197
AUTOMATIC DATA PROCESSING IN COM 053015103 47717 1095684 SH DEFINED 03
1095684
AUTOMATIC DATA PROCESSING IN COM 053015103 1596 36642 SH DEFINED 09
36642
AUTONATION INC COM 05329W102 982 67700 SH DEFINED 03
67700
AUTOZONE INC COM 053332102 30565 395412 SH DEFINED 03
395412
AVALONBAY CMNTYS INC COM 053484101 358 7669 SH DEFINED 03
7669
AVAYA INC COM 053499109 2410 486859 SH DEFINED 03
486859
AVERY DENNISON CORP COM 053611109 10059 160298 SH DEFINED 03
160298
AVIALL INC NEW COM 05366B102 146 10425 SH DEFINED 03 10425
AVID TECHNOLOGY INC COM 05367P100 829 89575 SH DEFINED 03
89575
AVISTA CORP COM 05379B107 2289 165872 SH DEFINED 03
165872
AVNET INC COM 053807103 2173 98803 SH DEFINED 03
98803
AVOCENT CORP COM 053893103 3604 226412 SH DEFINED 03
226412
AVON PRODS INC COM 054303102 28643 548295 SH DEFINED 03
548295
AWARE INC MASS COM 05453N100 237 62425 SH DEFINED 03
62425
AXCELIS TECHNOLOGIES INC COM 054540109 2881 254960 SH DEFINED 03
254960
AZTAR CORP COM 054802103 3679 176874 SH DEFINED 03 176874
BB&T CORP COM 054937107 26604 689235 SH DEFINED 03
689235
BEI TECHNOLOGIES INC COM 05538P104 571 49912 SH DEFINED 03
49912
BISYS GROUP INC COM 055472104 5599 168147 SH DEFINED 03
168147
BJ SVCS CO COM 055482103 9073 267799 SH DEFINED 03
267799
BJS WHOLESALE CLUB INC COM 05548J106 5049 131134 SH DEFINED 03
131134
BOK FINL CORP COM NEW 05561Q201 282 8420 SH DEFINED 03
8420
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 141 12400 SH DEFINED 03
12400
BRE PROPERTIES INC CL A 05564E106 401 12900 SH DEFINED 03 12900
BMC SOFTWARE INC COM 055921100 8070 486154 SH DEFINED 03
486154
BAKER HUGHES INC COM 057224107 16014 481056 SH DEFINED 03
481056
BALDOR ELEC CO COM 057741100 2404 95389 SH DEFINED 03
95389
BALL CORP COM 058498106 10495 253016 SH DEFINED 03
253016
BALLY TOTAL FITNESS HLDG COR COM 05873K108 1664 88932 SH DEFINED 03
88932
BANCO SANTANDER CHILE SPON ADR SER A 05965F108 134 10300 SH DEFINED 03
10300
BANCORPSOUTH INC COM 059692103 417 20625 SH DEFINED 03
20625
BANDAG INC COM 059815100 716 25278 SH DEFINED 03 25278
BANK OF AMERICA CORPORATION COM 060505104 270999 3851601 SH DEFINED 03
3851601
BANK HAWAII CORP COM 062540109 2470 88207 SH DEFINED 03
88207
BANK NEW YORK INC COM 064057102 36066 1068629 SH DEFINED 03
1068629
BANK NOVA SCOTIA HALIFAX COM 064149107 28 828 SH DEFINED 03
828
BANK NOVA SCOTIA HALIFAX COM 064149107 2565 77000 SH DEFINED 10
77000
BANK ONE CORP COM 06423A103 95021 2469356 SH DEFINED 03
2469356
BANKATLANTIC BANCORP CL A 065908501 357 28800 SH DEFINED 03
28800
BANKNORTH GROUP INC NEW COM 06646R107 4331 166450 SH DEFINED 03 166450
BANKUNITED FINL CORP CL A 06652B103 255 13300 SH DEFINED 03
13300
BANTA CORP COM 066821109 2518 70127 SH DEFINED 03
70127
BARD C R INC COM 067383109 30397 537235 SH DEFINED 03
537235
BARNES & NOBLE INC COM 067774109 2521 95383 SH DEFINED 03
95383
BARNES GROUP INC COM 067806109 1288 56240 SH DEFINED 03
56240
BARRICK GOLD CORP COM 067901108 13566 714360 SH DEFINED 03
714360
BARR LABS INC COM 068306109 3193 50254 SH DEFINED 03
50254
BARRA INC COM 068313105 3233 86947 SH DEFINED 03 86947
BASSETT FURNITURE INDS INC COM 070203104 700 35877 SH DEFINED 03
35877
BAUSCH & LOMB INC COM 071707103 2696 79638 SH DEFINED 03
79638
BAXTER INTL INC COM 071813109 55676 1252559 SH DEFINED 03
1252559
BAY VIEW CAP CORP DEL COM 07262L101 285 44400 SH DEFINED 03
44400
BE AEROSPACE INC COM 073302101 1465 111145 SH DEFINED 03
111145
BEA SYS INC COM 073325102 422 44400 SH DEFINED 03
44400
BEAR STEARNS COS INC COM 073902108 23795 388803 SH DEFINED 03
388803
BEAZER HOMES USA INC COM 07556Q105 2680 33500 SH DEFINED 03 33500
BECKMAN COULTER INC COM 075811109 4217 84506 SH DEFINED 03
84506
BECTON DICKINSON & CO COM 075887109 23802 690914 SH DEFINED 03
690914
BECTON DICKINSON & CO COM 075887109 366 10633 SH DEFINED 09
10633
BED BATH & BEYOND INC COM 075896100 18516 490617 SH DEFINED 03
490617
BEDFORD PPTY INVS INC COM PAR $0.02 076446301 257 9500 SH DEFINED 03
9500
BEL FUSE INC CL B 077347300 785 29005 SH DEFINED 03
29005
BELDEN INC COM 077459105 1926 92411 SH DEFINED 03
92411
BELL MICROPRODUCTS INC COM 078137106 407 50605 SH DEFINED 03 50605
BELLSOUTH CORP COM 079860102 108465 3443328 SH DEFINED 03
3443328
BELO CORP COM SER A 080555105 3123 138115 SH DEFINED 03
138115
BEMIS INC COM 081437105 3801 80016 SH DEFINED 03
80016
BEMIS INC COM 081437105 340 7154 SH DEFINED 09
7154
BENCHMARK ELECTRS INC COM 08160H101 2852 98361 SH DEFINED 03
98361
BERKLEY W R CORP COM 084423102 352 6400 SH DEFINED 03
6400
BERKSHIRE HATHAWAY INC DEL CL A 084670108 8684 130 SH DEFINED 03
130
BERKSHIRE HATHAWAY INC DEL CL B 084670207 1180 528 SH DEFINED 09 528
BEST BUY INC COM 086516101 29940 824802 SH DEFINED 03
824802
BEST BUY INC COM 086516101 21 592 SH DEFINED 09
592
BEVERLY ENTERPRISES INC COM NEW 087851309 431 56700 SH DEFINED 03
56700
BIG LOTS INC COM 089302103 3383 171884 SH DEFINED 03
171884
BIO RAD LABS INC CL A 090572207 346 7600 SH DEFINED 03
7600
BIO TECHNOLOGY GEN CORP COM 090578105 1044 173778 SH DEFINED 03
173778
BIOGEN INC COM 090597105 8599 207555 SH DEFINED 03
207555
BIOMET INC COM 090613100 10433 384708 SH DEFINED 03 384708
BIOMARIN PHARMACEUTICAL INC COM 09061G101 54 10300 SH DEFINED 03
10300
BIOSITE INC COM 090945106 1560 55400 SH DEFINED 03
55400
BLACK & DECKER CORP COM 091797100 18107 375671 SH DEFINED 03
375671
BLACK BOX CORP DEL COM 091826107 2337 57369 SH DEFINED 03
57369
BLACK HILLS CORP COM 092113109 1002 28937 SH DEFINED 03
28937
BLOCK H & R INC COM 093671105 26257 568947 SH DEFINED 03
568947
BLOCK H & R INC COM 093671105 2909 63035 SH DEFINED 09
63035
BLYTH INC COM 09643P108 1266 40560 SH DEFINED 03 40560
BOB EVANS FARMS INC COM 096761101 3645 115790 SH DEFINED 03
115790
BOCA RESORTS INC CL A 09688T106 191 14400 SH DEFINED 03
14400
BOEING CO COM 097023105 76561 1701366 SH DEFINED 03
1701366
BOISE CASCADE CORP COM 097383103 3137 90844 SH DEFINED 03
90844
BORDERS GROUP INC COM 099709107 1704 92590 SH DEFINED 03
92590
BORG WARNER INC COM 099724106 11029 190952 SH DEFINED 03
190952
BORLAND SOFTWARE CORP COM 099849101 202 19600 SH DEFINED 03
19600
BOSTON COMMUNICATIONS GROUP COM 100582105 425 52912 SH DEFINED 03 52912
BOSTON PRIVATE FINL HLDGS IN COM 101119105 1565 63254 SH DEFINED 03
63254
BOSTON PROPERTIES INC COM 101121101 106719 2671314 SH DEFINED 03
2671314
BOSTON SCIENTIFIC CORP COM 101137107 18351 625874 SH DEFINED 03
625874
BOSTON SCIENTIFIC CORP COM 101137107 41 1385 SH DEFINED 09
1385
BOWATER INC COM 102183100 3871 71200 SH DEFINED 03
71200
BOWNE & CO INC COM 103043105 1558 105717 SH DEFINED 03
105717
BOYDS COLLECTION LTD COM 103354106 68 10800 SH DEFINED 03
10800
BRADY CORP CL A 104674106 2514 71818 SH DEFINED 03 71818
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 282 10900 SH DEFINED 03
10900
BRIGGS & STRATTON CORP COM 109043109 2385 62208 SH DEFINED 03
62208
BRINKER INTL INC COM 109641100 1888 59471 SH DEFINED 03
59471
BRISTOL MYERS SQUIBB CO COM 110122108 102529 3989463 SH DEFINED 03
3989463
BRISTOL MYERS SQUIBB CO COM 110122108 896 34869 SH DEFINED 09
34869
BROADCOM CORP CL A 111320107 6648 378996 SH DEFINED 03
378996
BROADCOM CORP CL A 111320107 195 11124 SH DEFINED 09
11124
BROADVISION INC COM 111412102 24 77100 SH DEFINED 03 77100
BROADWING INC COM 111620100 632 243006 SH DEFINED 03
243006
BROCADE COMMUNICATIONS SYS I COM 111621108 1926 110200 SH DEFINED 03
110200
BROOKLINE BANCORP INC COM 113739106 362 14300 SH DEFINED 03
14300
BROOK-PRI AUTOMATION INC COM 11442E102 2439 95433 SH DEFINED 03
95433
BROOKTROUT INC COM 114580103 176 30820 SH DEFINED 03
30820
BROWN & BROWN INC COM 115236101 2199 69800 SH DEFINED 03
69800
BROWN FORMAN CORP CL B 115637209 7237 104890 SH DEFINED 03
104890
BROWN TOM INC COM NEW 115660201 3127 110316 SH DEFINED 03 110316
BROWN SHOE INC NEW COM 115736100 1871 66571 SH DEFINED 03
66571
BRUKER DALTONICS INC COM 116795105 58 14800 SH DEFINED 03
14800
BRUNSWICK CORP COM 117043109 13861 495045 SH DEFINED 03
495045
BRUSH ENGINEERED MATLS INC COM 117421107 595 48005 SH DEFINED 03
48005
BUCKEYE TECHNOLOGIES INC COM 118255108 1100 112238 SH DEFINED 03
112238
BUILDING MATLS HLDG CORP COM 120113105 718 49984 SH DEFINED 03
49984
BURLINGTON COAT FACTORY COM 121579106 2597 122216 SH DEFINED 03
122216
BURLINGTON NORTHN SANTA FE C COM 12189T104 37436 1247877 SH DEFINED 03 1247877
BURLINGTON RES INC COM 122014103 21036 553577 SH DEFINED 03
553577
BUTLER MFG CO DEL COM 123655102 674 24570 SH DEFINED 03
24570
C&D TECHNOLOGIES INC COM 124661109 1495 82982 SH DEFINED 03
82982
CBL & ASSOC PPTYS INC COM 124830100 377 9300 SH DEFINED 03
9300
CBRL GROUP INC COM 12489V106 4440 145906 SH DEFINED 03
145906
CCBT FINL COS INC COM 12500Q102 259 9100 SH DEFINED 03
9100
C COR NET CORP COM 125010108 835 119296 SH DEFINED 03
119296
C D I CORP COM 125071100 1933 59397 SH DEFINED 03 59397
CDW COMPUTER CTRS INC COM 125129106 3535 75526 SH DEFINED 03
75526
CEC ENTMT INC COM 125137109 3481 84295 SH DEFINED 03
84295
CH ENERGY GROUP INC COM 12541M102 2349 47698 SH DEFINED 03
47698
C H ROBINSON WORLDWIDE INC COM 12541W100 2118 63179 SH DEFINED 03
63179
CIGNA CORP COM 125509109 65442 671754 SH DEFINED 03
671754
CLECO CORP NEW COM 12561W105 1183 54025 SH DEFINED 03
54025
CMGI INC COM 125750109 35 73086 SH DEFINED 03
73086
CMS ENERGY CORP COM 125896100 7165 652581 SH DEFINED 03 652581
CPI CORP COM 125902106 512 26249 SH DEFINED 03
26249
CNA FINL CORP COM 126117100 700 26420 SH DEFINED 03
26420
CNA SURETY CORP COM 12612L108 180 12400 SH DEFINED 03
12400
CNF INC COM 12612W104 1726 45443 SH DEFINED 03
45443
CNS INC COM 126136100 114 19000 SH DEFINED 03
19000
CNET NETWORKS INC COM 12613R104 25 12638 SH DEFINED 03
12638
CSG SYS INTL INC COM 126349109 2340 122270 SH DEFINED 03
122270
CSX CORP COM 126408103 12302 350971 SH DEFINED 03 350971
CTS CORP COM 126501105 1110 92182 SH DEFINED 03
92182
CUNO INC COM 126583103 1863 51498 SH DEFINED 03
51498
CVB FINL CORP COM 126600105 243 10712 SH DEFINED 03
10712
CVF TECHNOLOGIES CORP COM 12660F102 104 647128 SH DEFINED 03
647128
CVS CORP COM 126650100 17105 558976 SH DEFINED 03
558976
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 123 13000 SH DEFINED 03
13000
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 7 791 SH DEFINED 09
791
CABLE DESIGN TECHNOLOGIES CO COM 126924109 1441 140582 SH DEFINED 03 140582
CABOT CORP COM 127055101 2497 87149 SH DEFINED 03
87149
CABOT OIL & GAS CORP CL A 127097103 2088 91377 SH DEFINED 03
91377
CABOT MICROELECTRONICS CORP COM 12709P103 894 20706 SH DEFINED 03
20706
CACI INTL INC CL A 127190304 3449 90318 SH DEFINED 03
90318
CADENCE DESIGN SYSTEM INC COM 127387108 6290 390178 SH DEFINED 03
390178
CAL DIVE INTL INC COM 127914109 2614 118796 SH DEFINED 03
118796
CALLAWAY GOLF CO COM 131193104 1173 74075 SH DEFINED 03
74075
CALPINE CORP COM 131347106 3798 540280 SH DEFINED 03 540280
CAMBREX CORP COM 132011107 3891 97023 SH DEFINED 03
97023
CAMDEN PPTY TR SH BEN INT 133131102 376 10156 SH DEFINED 03
10156
CAMPBELL SOUP CO COM 134429109 18409 665529 SH DEFINED 03
665529
CAMPBELL SOUP CO COM 134429109 71 2574 SH DEFINED 09
2574
CANADIAN NATL RY CO COM 136375102 217 4188 SH DEFINED 03
4188
CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 344 14400 SH DEFINED 03
14400
CAPITAL ONE FINL CORP COM 14040H105 19516 319676 SH DEFINED 03
319676
CAPITOL FED FINL COM 14057C106 441 16900 SH DEFINED 03 16900
CAPTARIS INC COM 14071N104 235 79496 SH DEFINED 03
79496
CARBO CERAMICS INC COM 140781105 1448 39176 SH DEFINED 03
39176
CARAUSTAR INDS INC COM 140909102 945 75710 SH DEFINED 03
75710
CARDINAL HEALTH INC COM 14149Y108 51253 834604 SH DEFINED 03
834604
CAREER EDUCATION CORP COM 141665109 491 10900 SH DEFINED 03
10900
CAREMARK RX INC COM 141705103 412 24988 SH DEFINED 03
24988
CARLISLE COS INC COM 142339100 1982 44058 SH DEFINED 03
44058
CARNIVAL CORP COM 143658102 36561 1320366 SH DEFINED 03 1320366
CARNIVAL CORP COM 143658102 59 2138 SH DEFINED 09
2138
CARPENTER TECHNOLOGY CORP COM 144285103 805 27957 SH DEFINED 03
27957
CARRAMERICA RLTY CORP COM 144418100 444 14400 SH DEFINED 03
14400
CARREKER CORP COM 144433109 698 60711 SH DEFINED 03
60711
CASCADE NAT GAS CORP COM 147339105 621 29734 SH DEFINED 03
29734
CASELLA WASTE SYS INC CL A 147448104 148 12300 SH DEFINED 03
12300
CASEYS GEN STORES INC COM 147528103 1783 148115 SH DEFINED 03
148115
CASH AMER INTL INC COM 14754D100 675 73334 SH DEFINED 03 73334
CASTLE A M & CO COM 148411101 466 37359 SH DEFINED 03
37359
CATALINA MARKETING CORP COM 148867104 5910 209435 SH DEFINED 03
209435
CATAPULT COMMUNICATIONS CORP COM 149016107 1011 46234 SH DEFINED 03
46234
CATELLUS DEV CORP COM 149111106 215 10550 SH DEFINED 03
10550
CATERPILLAR INC DEL COM 149123101 35184 718770 SH DEFINED 03
718770
CATERPILLAR INC DEL COM 149123101 23702 484211 SH DEFINED 09
484211
CATHAY BANCORP INC COM 149150104 324 7800 SH DEFINED 03
7800
CATO CORP NEW CL A 149205106 1957 87768 SH DEFINED 03 87768
CELL GENESYS INC COM 150921104 148 11000 SH DEFINED 03
11000
CELL THERAPEUTICS INC COM 150934107 57 10500 SH DEFINED 03
10500
CELESTICA INC SUB VTG SHS 15101Q108 8 344 SH DEFINED 03
344
CELESTICA INC SUB VTG SHS 15101Q108 22710 1000000 SH DEFINED 10
1000000
CELGENE CORP COM 151020104 341 22300 SH DEFINED 03
22300
CENDANT CORP COM 151313103 48932 3081366 SH DEFINED 03
3081366
CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 28 11500 SH DEFINED 03
11500
CENTERPOINT PPTYS TR SH BEN INT 151895109 464 8000 SH DEFINED 03 8000
CENTEX CORP COM 152312104 16350 282927 SH DEFINED 03
282927
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 204 5600 SH DEFINED 03
5600
CENTRAL PKG CORP COM 154785109 2455 107420 SH DEFINED 03
107420
CENTRAL VT PUB SVC CORP COM 155771108 685 38062 SH DEFINED 03
38062
CENTURY ALUM CO COM 156431108 807 54176 SH DEFINED 03
54176
CENTURY BUSINESS SVCS INC COM 156490104 62 18900 SH DEFINED 03
18900
CENTURYTEL INC COM 156700106 12887 436842 SH DEFINED 03
436842
CEPHALON INC COM 156708109 6777 149936 SH DEFINED 03 149936
CERIDIAN CORP NEW COM 156779100 1680 88540 SH DEFINED 03
88540
CERNER CORP COM 156782104 5151 107688 SH DEFINED 03
107688
CERTEGY INC COM 156880106 2456 66173 SH DEFINED 03
66173
CHAMPION ENTERPRISES INC COM 158496109 826 146980 SH DEFINED 03
146980
CHAMPIONSHIP AUTO RACING TEA COM 158711101 296 30100 SH DEFINED 03
30100
CHARLES RIV LABS INTL INC COM 159864107 1728 49300 SH DEFINED 03
49300
CHARTER ONE FINL INC COM 160903100 11184 325296 SH DEFINED 03
325296
CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 268 15000 SH DEFINED 03 15000
CHARMING SHOPPES INC COM 161133103 339 39200 SH DEFINED 03
39200
CHARTER COMMUNICATIONS INC D CL A 16117M107 116 28400 SH DEFINED 03
28400
CHARTER COMMUNICATIONS INC D CL A 16117M107 18 4308 SH DEFINED 09
4308
CHATEAU CMNTYS INC COM 161726104 268 8755 SH DEFINED 03
8755
CHECKFREE CORP NEW COM 162813109 6284 401795 SH DEFINED 03
401795
CHECKPOINT SYS INC COM 162825103 1161 99231 SH DEFINED 03
99231
CHEESECAKE FACTORY INC COM 163072101 1725 48625 SH DEFINED 03
48625
CHELSEA PPTY GROUP INC COM 163421100 388 11600 SH DEFINED 03 11600
CHEMED CORP COM 163596109 1066 28291 SH DEFINED 03
28291
CHEMFIRST INC COM 16361A106 1278 44611 SH DEFINED 03
44611
CHEMICAL FINL CORP COM 163731102 278 7424 SH DEFINED 03
7424
CHESAPEAKE CORP COM 165159104 1290 48976 SH DEFINED 03
48976
CHESAPEAKE ENERGY CORP COM 165167107 408 56700 SH DEFINED 03
56700
CHEVRONTEXACO CORP COM 166764100 214785 2426954 SH DEFINED 03
2426954
CHICOS FAS INC COM 168615102 4828 132925 SH DEFINED 03
132925
CHILDRENS PL RETAIL STORES I COM 168905107 1980 74700 SH DEFINED 03 74700
CHIPPAC INC CL A 169657103 116 18800 SH DEFINED 03
18800
CHOICE HOTELS INTL INC COM 169905106 387 19350 SH DEFINED 03
19350
CHIRON CORP COM 170040109 9429 266723 SH DEFINED 03
266723
CHITTENDEN CORP COM 170228100 2675 92288 SH DEFINED 03
92288
CHOICEPOINT INC COM 170388102 3067 67453 SH DEFINED 03
67453
CHRISTOPHER & BANKS CORP COM 171046105 3634 85911 SH DEFINED 03
85911
CHUBB CORP COM 171232101 31362 442972 SH DEFINED 03
442972
CHURCH & DWIGHT INC COM 171340102 969 30916 SH DEFINED 03 30916
CIBER INC COM 17163B102 1207 166514 SH DEFINED 03
166514
CIENA CORP COM 171779101 2098 500758 SH DEFINED 03
500758
CINCINNATI FINL CORP COM 172062101 10926 234810 SH DEFINED 03
234810
CINERGY CORP COM 172474108 21492 597156 SH DEFINED 03
597156
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 6349 338637 SH DEFINED 03
338637
CIRRUS LOGIC INC COM 172755100 488 66257 SH DEFINED 03
66257
CISCO SYS INC COM 17275R102 225565 16169512 SH DEFINED 03
16169512
CISCO SYS INC COM 17275R102 8663 620995 SH DEFINED 09 620995
CINTAS CORP COM 172908105 12136 245511 SH DEFINED 03
245511
CITIGROUP INC COM 172967101 394306 10175629 SH DEFINED 03
10175629
CITIGROUP INC COM 172967101 23 593 SH DEFINED 09
593
CITIZENS BKG CORP MICH COM 174420109 367 12650 SH DEFINED 03
12650
CITIZENS COMMUNICATIONS CO COM 17453B101 3181 380496 SH DEFINED 03
380496
CITRIX SYS INC COM 177376100 1686 279140 SH DEFINED 03
279140
CITY NATL CORP COM 178566105 2410 44837 SH DEFINED 03
44837
CLAIRES STORES INC COM 179584107 1388 60592 SH DEFINED 03 60592
CLARCOR INC COM 179895107 2439 77061 SH DEFINED 03
77061
CLAYTON HOMES INC COM 184190106 2036 128839 SH DEFINED 03
128839
CLEAR CHANNEL COMMUNICATIONS COM 184502102 44574 1392053 SH DEFINED 03
1392053
CLEAR CHANNEL COMMUNICATIONS COM 184502102 20 633 SH DEFINED 09
633
CLEVELAND CLIFFS INC COM 185896107 1102 39934 SH DEFINED 03
39934
CLOROX CO DEL COM 189054109 28205 682093 SH DEFINED 03
682093
COACH INC COM 189754104 3937 71716 SH DEFINED 03
71716
COACHMEN INDS INC COM 189873102 631 43490 SH DEFINED 03 43490
COCA COLA BOTTLING CO CONS COM 191098102 1067 24820 SH DEFINED 03
24820
COCA COLA CO COM 191216100 241589 4314095 SH DEFINED 03
4314095
COCA COLA ENTERPRISES INC COM 191219104 14056 636607 SH DEFINED 03
636607
COGNEX CORP COM 192422103 2464 122901 SH DEFINED 03
122901
COHERENT INC COM 192479103 2425 80871 SH DEFINED 03
80871
COHU INC COM 192576106 1190 68876 SH DEFINED 03
68876
COLGATE PALMOLIVE CO COM 194162103 52093 1040823 SH DEFINED 03
1040823
COLGATE PALMOLIVE CO COM 194162103 2027 40493 SH DEFINED 09 40493
COLLINS & AIKMAN CORP NEW COM NEW 194830204 5267 578750 SH DEFINED 03
578750
COLONIAL BANCGROUP INC COM 195493309 2047 136444 SH DEFINED 03
136444
COLONIAL PPTYS TR COM SH BEN INT 195872106 2496 64083 SH DEFINED 03
64083
COLUMBIA SPORTSWEAR CO COM 198516106 904 28250 SH DEFINED 03
28250
COMCAST CORP CL A SPL 200300200 64460 2703844 SH DEFINED 03
2703844
COMCAST CORP CL A SPL 200300200 4468 187432 SH DEFINED 09
187432
COMERICA INC COM 200340107 33817 550771 SH DEFINED 03
550771
COMMERCE BANCORP INC NJ COM 200519106 3051 69021 SH DEFINED 03 69021
COMMERCE BANCSHARES INC COM 200525103 287 6481 SH DEFINED 03
6481
COMMERCE GROUP INC MASS COM 200641108 312 7900 SH DEFINED 03
7900
COMMERCE ONE INC DEL COM 200693109 27 70840 SH DEFINED 03
70840
COMMERCIAL FEDERAL CORPORATI COM 201647104 5405 186380 SH DEFINED 03
186380
COMMERCIAL METALS CO COM 201723103 2335 49738 SH DEFINED 03
49738
COMMERCIAL NET LEASE RLTY IN COM 202218103 382 23900 SH DEFINED 03
23900
COMMONWEALTH INDS INC DEL COM 203004106 291 40405 SH DEFINED 03
40405
COMMONWEALTH TEL ENTERPRISES COM 203349105 541 13433 SH DEFINED 03 13433
COMMSCOPE INC COM 203372107 719 57507 SH DEFINED 03
57507
COMMUNITY HEALTH SYS INC NEW COM 203668108 228 8500 SH DEFINED 03
8500
COMMUNITY FIRST BANKSHARES I COM 203902101 3307 126745 SH DEFINED 03
126745
COMPANIA DE TELECOMUNICS CHI SPON ADR NEW 204449300 341 27850 SH DEFINED 03
27850
COMPASS BANCSHARES INC COM 20449H109 6292 187270 SH DEFINED 03
187270
COMPUCREDIT CORP COM 20478N100 117 17100 SH DEFINED 03
17100
COMPUTER ASSOC INTL INC COM 204912109 13476 848078 SH DEFINED 03
848078
COMPUTER NETWORK TECHNOLOGY COM 204925101 80 13000 SH DEFINED 03 13000
COMPUTER SCIENCES CORP COM 205363104 21009 439513 SH DEFINED 03
439513
COMPUTER TASK GROUP INC COM 205477102 272 54683 SH DEFINED 03
54683
COMPUWARE CORP COM 205638109 3546 584264 SH DEFINED 03
584264
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 2485 268332 SH DEFINED 03
268332
CONAGRA FOODS INC COM 205887102 48894 1768306 SH DEFINED 03
1768306
CONCERTO SOFTWARE INC COM 20602T106 201 31934 SH DEFINED 03
31934
CONCORD CAMERA CORP COM 206156101 369 72353 SH DEFINED 03
72353
CONCORD COMMUNICATIONS INC COM 206186108 866 52555 SH DEFINED 03 52555
CONCORD EFS INC COM 206197105 23118 767024 SH DEFINED 03
767024
CONCURRENT COMPUTER CORP NEW COM 206710204 86 18600 SH DEFINED 03
18600
CONE MLS CORP N C COM 206814105 42 15600 SH DEFINED 03
15600
CONECTIV INC COM 206829103 2559 99150 SH DEFINED 03
99150
CONEXANT SYSTEMS INC COM 207142100 210 129450 SH DEFINED 03
129450
CONMED CORP COM 207410101 2190 98071 SH DEFINED 03
98071
CONOCO INC COM 208251504 60957 2192701 SH DEFINED 03
2192701
CONSECO INC COM 208464107 964 481757 SH DEFINED 03 481757
CONSOL ENERGY INC COM 20854P109 213 10000 SH DEFINED 03
10000
CONSOLIDATED EDISON INC COM 209115104 24294 581902 SH DEFINED 03
581902
CONSOLIDATED GRAPHICS INC COM 209341106 778 40941 SH DEFINED 03
40941
CONSTELLATION BRANDS INC CL A 21036P108 2701 84400 SH DEFINED 03
84400
CONSTELLATION ENERGY GROUP I COM 210371100 13953 475571 SH DEFINED 03
475571
CONVERGYS CORP COM 212485106 5451 279828 SH DEFINED 03
279828
COOPER CAMERON CORP COM 216640102 3181 65687 SH DEFINED 03
65687
COOPER COS INC COM NEW 216648402 2429 51569 SH DEFINED 03 51569
COOPER TIRE & RUBR CO COM 216831107 12365 601682 SH DEFINED 03
601682
COORS ADOLPH CO CL B 217016104 7384 118527 SH DEFINED 03
118527
COPART INC COM 217204106 1016 62584 SH DEFINED 03
62584
CORINTHIAN COLLEGES INC COM 218868107 5171 152580 SH DEFINED 03
152580
CORIXA CORP COM 21887F100 125 18306 SH DEFINED 03
18306
CORN PRODS INTL INC COM 219023108 4233 136010 SH DEFINED 03
136010
CORNERSTONE RLTY INCOME TR I COM 21922V102 235 20800 SH DEFINED 03
20800
CORNING INC COM 219350105 5029 1416544 SH DEFINED 03 1416544
CORPORATE EXECUTIVE BRD CO COM 21988R102 349 10200 SH DEFINED 03
10200
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 486 28120 SH DEFINED 03
28120
CORUS BANKSHARES INC COM 220873103 225 4900 SH DEFINED 03
4900
CORVIS CORP COM 221009103 21 32900 SH DEFINED 03
32900
CORVIS CORP COM 221009103 38 57779 SH DEFINED 09
57779
COST PLUS INC CALIF COM 221485105 1934 63490 SH DEFINED 03
63490
COSTCO WHSL CORP NEW COM 22160K105 27241 705350 SH DEFINED 03
705350
COSTCO WHSL CORP NEW COM 22160K105 10068 260705 SH DEFINED 09 260705
COUNTRYWIDE CR INDS INC DEL COM 222372104 33363 691462 SH DEFINED 03
691462
COUSINS PPTYS INC COM 222795106 261 10550 SH DEFINED 03
10550
COVANCE INC COM 222816100 911 48564 SH DEFINED 03
48564
COVENTRY HEALTH CARE INC COM 222862104 6440 226613 SH DEFINED 03
226613
COX COMMUNICATIONS INC NEW CL A 224044107 1749 63497 SH DEFINED 03
63497
COX COMMUNICATIONS INC NEW CL A 224044107 277 10059 SH DEFINED 09
10059
CRANE CO COM 224399105 11942 470514 SH DEFINED 03
470514
CRAWFORD & CO CL B 224633107 99 12200 SH DEFINED 03 12200
CREDENCE SYS CORP COM 225302108 1018 57300 SH DEFINED 03
57300
CREDIT ACCEP CORP MICH COM 225310101 231 18400 SH DEFINED 03
18400
CREE INC COM 225447101 739 55874 SH DEFINED 03
55874
CRESCENT REAL ESTATE EQUITIE COM 225756105 619 33100 SH DEFINED 03
33100
CROMPTON CORP COM 227116100 2121 166315 SH DEFINED 03
166315
CROSS A T CO CL A 227478104 425 56612 SH DEFINED 03
56612
CROSS CTRY INC COM 22748P105 268 7100 SH DEFINED 03
7100
CROWN ANDERSEN INC COM 228190104 68 12609 SH DEFINED 03 12609
CROWN CASTLE INTL CORP COM 228227104 76 19400 SH DEFINED 03
19400
CROWN CORK & SEAL INC COM 228255105 262 38275 SH DEFINED 03
38275
CROWN MEDIA HLDGS INC CL A 228411104 80 10100 SH DEFINED 03
10100
CRYOLIFE INC COM 228903100 837 52097 SH DEFINED 03
52097
CULLEN FROST BANKERS INC COM 229899109 5268 146546 SH DEFINED 03
146546
CUMMINS INC COM 231021106 7276 219817 SH DEFINED 03
219817
CUMULUS MEDIA INC CL A 231082108 258 18700 SH DEFINED 03
18700
CURATIVE HEALTH SVCS INC COM 231264102 480 28634 SH DEFINED 03 28634
CURTISS WRIGHT CORP COM 231561101 2508 31350 SH DEFINED 03
31350
CYBERONICS INC COM 23251P102 391 29800 SH DEFINED 03
29800
CYBEX INTL INC COM 23252E106 23 14500 SH DEFINED 03
14500
CYGNUS INC COM 232560102 216 100260 SH DEFINED 03
100260
CYMER INC COM 232572107 3320 94760 SH DEFINED 03
94760
CYPRESS SEMICONDUCTOR CORP COM 232806109 2825 186102 SH DEFINED 03
186102
CYTEC INDS INC COM 232820100 2016 64126 SH DEFINED 03
64126
CYTOGEN CORP COM 232824102 25 23200 SH DEFINED 03 23200
CYTYC CORP COM 232946103 894 117274 SH DEFINED 03
117274
DMC STRATEX NETWORKS INC COM 23322L106 482 239718 SH DEFINED 03
239718
DPL INC COM 233293109 3148 119028 SH DEFINED 03
119028
DQE INC COM 23329J104 1309 93521 SH DEFINED 03
93521
DRS TECHNOLOGIES INC COM 23330X100 2039 47698 SH DEFINED 03
47698
D R HORTON INC COM 23331A109 5572 214075 SH DEFINED 03
214075
DST SYS INC DEL COM 233326107 8762 191679 SH DEFINED 03
191679
DSP GROUP INC COM 23332B106 2816 143654 SH DEFINED 03 143654
DTE ENERGY CO COM 233331107 22288 499293 SH DEFINED 03
499293
DAISYTEK INTL CORP COM 234053106 170 10000 SH DEFINED 03
10000
DANA CORP COM 235811106 10138 547138 SH DEFINED 03
547138
DANAHER CORP DEL COM 235851102 14122 212835 SH DEFINED 03
212835
DANAHER CORP DEL COM 235851102 875 13184 SH DEFINED 09
13184
DARDEN RESTAURANTS INC COM 237194105 9337 378029 SH DEFINED 03
378029
DATASCOPE CORP COM 238113104 1340 48469 SH DEFINED 03
48469
DAVITA INC COM 23918K108 357 15007 SH DEFINED 03 15007
DEAN FOODS CO NEW COM 242370104 5918 158652 SH DEFINED 03
158652
DEERE & CO COM 244199105 24473 510915 SH DEFINED 03
510915
DEL MONTE FOODS CO COM 24522P103 310 26300 SH DEFINED 03
26300
DELL COMPUTER CORP COM 247025109 144873 5542193 SH DEFINED 03
5542193
DELL COMPUTER CORP COM 247025109 11397 435984 SH DEFINED 09
435984
DELPHI CORP COM 247126105 18069 1368861 SH DEFINED 03
1368861
DELPHI FINL GROUP INC CL A 247131105 2650 61120 SH DEFINED 03
61120
DELTA & PINE LD CO COM 247357106 2323 115564 SH DEFINED 03 115564
DELTA AIR LINES INC DEL COM 247361108 10891 544551 SH DEFINED 03
544551
DELTIC TIMBER CORP COM 247850100 1101 31920 SH DEFINED 03
31920
DELUXE CORP COM 248019101 22535 579450 SH DEFINED 03
579450
DENDRITE INTL INC COM 248239105 1119 115727 SH DEFINED 03
115727
DENTSPLY INTL INC NEW COM 249030107 4439 120275 SH DEFINED 03
120275
DEPARTMENT 56 INC COM 249509100 766 47034 SH DEFINED 03
47034
DEVELOPERS DIVERSIFIED RLTY COM 251591103 363 16128 SH DEFINED 03
16128
DEVON ENERGY CORP NEW COM 25179M103 21776 441876 SH DEFINED 03 441876
DEVRY INC DEL COM 251893103 1406 61577 SH DEFINED 03
61577
DIAGNOSTIC PRODS CORP COM 252450101 3324 89825 SH DEFINED 03
89825
DIAL CORP NEW COM 25247D101 4658 232666 SH DEFINED 03
232666
DIAMOND OFFSHORE DRILLING IN COM 25271C102 2324 81552 SH DEFINED 03
81552
DIEBOLD INC COM 253651103 4371 117369 SH DEFINED 03
117369
DIGI INTL INC COM 253798102 188 56926 SH DEFINED 03
56926
DIGITAS INC COM 25388K104 61 13500 SH DEFINED 03
13500
DIME CMNTY BANCSHARES COM 253922108 2545 112143 SH DEFINED 03 112143
DILLARDS INC CL A 254067101 6698 254756 SH DEFINED 03
254756
DIME BANCORP INC NEW *W EXP 99/99/9 25429Q110 15 154600 SH DEFINED 03
154600
DIMON INC COM 254394109 755 109098 SH DEFINED 03
109098
DIONEX CORP COM 254546104 1637 61104 SH DEFINED 03
61104
DISNEY WALT CO COM DISNEY 254687106 76034 4022977 SH DEFINED 03
4022977
DISNEY WALT CO COM DISNEY 254687106 185 9813 SH DEFINED 09
9813
DIXIE GROUP INC CL A 255519100 66 10700 SH DEFINED 03
10700
DOBSON COMMUNICATIONS CORP CL A 256069105 12 13800 SH DEFINED 03 13800
DOCUMENTUM INC COM 256159104 139 11600 SH DEFINED 03
11600
DOLE FOOD INC COM 256605106 5347 185321 SH DEFINED 03
185321
DOLLAR GEN CORP COM 256669102 8994 472609 SH DEFINED 03
472609
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 834 32200 SH DEFINED 03
32200
DOLLAR TREE STORES INC COM 256747106 4332 109930 SH DEFINED 03
109930
DOMINION RES INC VA NEW COM 25746U109 37726 569878 SH DEFINED 03
569878
DONALDSON INC COM 257651109 3024 86306 SH DEFINED 03
86306
DONNELLEY R R & SONS CO COM 257867101 19541 709300 SH DEFINED 03 709300
DORAL FINL CORP COM 25811P100 688 20600 SH DEFINED 03
20600
DOUBLECLICK INC COM 258609304 78 10710 SH DEFINED 03
10710
DOVER CORP COM 260003108 10067 287633 SH DEFINED 03
287633
DOW CHEM CO COM 260543103 64493 1875875 SH DEFINED 03
1875875
DOW JONES & CO INC COM 260561105 5893 121632 SH DEFINED 03
121632
DOWNEY FINL CORP COM 261018105 6591 139350 SH DEFINED 03
139350
DRESS BARN INC COM 261570105 2145 138666 SH DEFINED 03
138666
DREYERS GRAND ICE CREAM INC COM 261878102 1700 24780 SH DEFINED 03 24780
DRIL-QUIP INC COM 262037104 1231 49319 SH DEFINED 03
49319
DSL NET INC COM 262506108 6 17500 SH DEFINED 03
17500
DU PONT E I DE NEMOURS & CO COM 263534109 68405 1540643 SH DEFINED 03
1540643
DU PONT E I DE NEMOURS & CO COM 263534109 34706 781659 SH DEFINED 09
781659
DUANE READE INC COM 263578106 2281 67000 SH DEFINED 03
67000
DUKE ENERGY CORP COM 264399106 56407 1813741 SH DEFINED 03
1813741
DUKE REALTY CORP COM NEW 264411505 412 14216 SH DEFINED 03
14216
DUN & BRADSTREET CORP DEL NE COM 26483E100 7218 218400 SH DEFINED 03 218400
DURA AUTOMOTIVE SYSTEMS CORP CL A 265903104 623 30000 SH DEFINED 03
30000
DUPONT PHOTOMASKS INC COM 26613X101 2119 65226 SH DEFINED 03
65226
DURECT CORP COM 266605104 118 14700 SH DEFINED 03
14700
DYCOM INDS INC COM 267475101 847 72487 SH DEFINED 03
72487
DYNEGY INC NEW CL A 26816Q101 4676 649384 SH DEFINED 03
649384
EEX CORP COM NEW 26842V207 29 14523 SH DEFINED 03
14523
EGL INC COM 268484102 876 51622 SH DEFINED 03
51622
E M C CORP MASS COM 268648102 25331 3355150 SH DEFINED 03 3355150
ENSCO INTL INC COM 26874Q100 8579 314692 SH DEFINED 03
314692
EOG RES INC COM 26875P101 6579 165714 SH DEFINED 03
165714
E PIPHANY INC COM 26881V100 121 27550 SH DEFINED 03
27550
ESS TECHNOLOGY INC COM 269151106 6375 363466 SH DEFINED 03
363466
E TRADE GROUP INC COM 269246104 5742 1051694 SH DEFINED 03
1051694
E Z EM INC CL A 269305207 99 10200 SH DEFINED 03
10200
EARTHLINK INC COM 270321102 73 11045 SH DEFINED 03
11045
EAST WEST BANCORP INC COM 27579R104 2583 74825 SH DEFINED 03 74825
EASTMAN CHEM CO COM 277432100 16383 349327 SH DEFINED 03
349327
EASTMAN KODAK CO COM 277461109 28460 975649 SH DEFINED 03
975649
EASTMAN KODAK CO COM 277461109 41164 1411161 SH DEFINED 09
1411161
EATON CORP COM 278058102 15360 211140 SH DEFINED 03
211140
EATON VANCE CORP COM NON VTG 278265103 1569 50283 SH DEFINED 03
50283
EBAY INC COM 278642103 2875 46654 SH DEFINED 03
46654
EBAY INC COM 278642103 141 2284 SH DEFINED 09
2284
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 503 27090 SH DEFINED 03 27090
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 178 9585 SH DEFINED 09
9585
ECLIPSYS CORP COM 278856109 87 13200 SH DEFINED 03
13200
ECOLAB INC COM 278865100 8656 187242 SH DEFINED 03
187242
ECOLAB INC COM 278865100 897 19400 SH DEFINED 09
19400
EDISON INTL COM 281020107 8102 476563 SH DEFINED 03
476563
EDUCATION MGMT CORP COM 28139T101 2572 63147 SH DEFINED 03
63147
J D EDWARDS & CO COM 281667105 403 33200 SH DEFINED 03
33200
EDWARDS AG INC COM 281760108 2940 75630 SH DEFINED 03 75630
EDWARDS LIFESCIENCES CORP COM 28176E108 3342 144061 SH DEFINED 03
144061
EFUNDS CORP COM 28224R101 1279 134820 SH DEFINED 03
134820
EL PASO CORP COM 28336L109 33468 1623883 SH DEFINED 03
1623883
EL PASO ELEC CO COM NEW 283677854 2032 146729 SH DEFINED 03
146729
ELCOR CORP COM 284443108 2282 83451 SH DEFINED 03
83451
ELECTRO SCIENTIFIC INDS COM 285229100 1869 76896 SH DEFINED 03
76896
ELECTROGLAS INC COM 285324109 661 66097 SH DEFINED 03
66097
ELECTRONIC ARTS INC COM 285512109 34825 527258 SH DEFINED 03 527258
ELECTRONIC DATA SYS NEW COM 285661104 36071 970958 SH DEFINED 03
970958
ELECTRONICS FOR IMAGING INC COM 286082102 832 52300 SH DEFINED 03
52300
EMBOTELLADORA ANDINA S A SPON ADR A 29081P204 72 10000 SH DEFINED 03
10000
EMCOR GROUP INC COM 29084Q100 2511 42769 SH DEFINED 03
42769
EMERSON ELEC CO COM 291011104 47605 889648 SH DEFINED 03
889648
EMMIS COMMUNICATIONS CORP CL A 291525103 1292 60968 SH DEFINED 03
60968
EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 227 28400 SH DEFINED 03
28400
EMULEX CORP COM NEW 292475209 3029 134500 SH DEFINED 03 134500
ENCOMPASS SVCS CORP COM 29255U104 9 16492 SH DEFINED 03
16492
ENERGEN CORP COM 29265N108 3371 122567 SH DEFINED 03
122567
ENERGY EAST CORP COM 29266M109 3581 158441 SH DEFINED 03
158441
ENERGIZER HLDGS INC COM 29266R108 10493 382672 SH DEFINED 03
382672
ENERSIS S A SPONSORED ADR 29274F104 101 17463 SH DEFINED 03
17463
ENGAGE INC COM 292827102 2 17100 SH DEFINED 03
17100
ENGELHARD CORP COM 292845104 19443 686546 SH DEFINED 03
686546
ENGINEERED SUPPORT SYS INC COM 292866100 220 4200 SH DEFINED 03 4200
ENESCO GROUP INC COM 292973104 303 34648 SH DEFINED 03
34648
ENNIS BUSINESS FORMS INC COM 293389102 196 14987 SH DEFINED 03
14987
ENPRO INDS INC COM 29355X107 204 38840 SH DEFINED 03
38840
ENTERASYS NETWORKS INC COM 293637104 30 16700 SH DEFINED 03
16700
ENTERCOM COMMUNICATIONS CORP CL A 293639100 1353 29480 SH DEFINED 03
29480
ENTERGY CORP NEW COM 29364G103 33951 799969 SH DEFINED 03
799969
ENTERPRISE PRODS PARTNERS L COM 293792107 163 10000 SH DEFINED 03
10000
ENTRUST INC COM 293848107 53 19400 SH DEFINED 03 19400
ENZO BIOCHEM INC COM 294100102 1407 98219 SH DEFINED 03
98219
EPRESENCE INC COM 294348107 230 61225 SH DEFINED 03
61225
EQUIFAX INC COM 294429105 5509 204033 SH DEFINED 03
204033
EQUINIX INC COM 29444U106 5 15400 SH DEFINED 03
15400
EQUITABLE RES INC COM 294549100 2983 86973 SH DEFINED 03
86973
EQUITY INNS INC COM 294703103 324 40200 SH DEFINED 03
40200
EQUITY OFFICE PROPERTIES TRU COM 294741103 24269 806286 SH DEFINED 03
806286
EQUITY RESIDENTIAL SH BEN INT 29476L107 11013 383046 SH DEFINED 03 383046
ERICSSON L M TEL CO ADR CL B SEK10 294821400 3598 2498660 SH DEFINED 09
2498660
ERIE INDTY CO CL A 29530P102 304 7500 SH DEFINED 03
7500
ESCO TECHNOLOGIES INC COM 296315104 245 7000 SH DEFINED 03
7000
ESSEX PPTY TR INC COM 297178105 2921 53400 SH DEFINED 03
53400
ESTERLINE TECHNOLOGIES CORP COM 297425100 1802 79381 SH DEFINED 03
79381
ETHAN ALLEN INTERIORS INC COM 297602104 4110 117923 SH DEFINED 03
117923
ETHYL CORP COM 297659104 16 21800 SH DEFINED 03
21800
EVERGREEN RES INC COM NO PAR 299900308 4475 105290 SH DEFINED 03 105290
EXAR CORP COM 300645108 2633 133516 SH DEFINED 03
133516
EXCELON CORP COM 300691102 9 10029 SH DEFINED 03
10029
EXELON CORP COM 30161N101 39767 760366 SH DEFINED 03
760366
EXELIXIS INC COM 30161Q104 87 11500 SH DEFINED 03
11500
EXPEDITORS INTL WASH INC COM 302130109 3210 96790 SH DEFINED 03
96790
EXPRESS SCRIPTS INC COM 302182100 25176 502424 SH DEFINED 03
502424
EXPRESSJET HOLDINGS INC CL A 30218U108 137 10510 SH DEFINED 03
10510
EXTENDED STAY AMER INC COM 30224P101 1179 72703 SH DEFINED 03 72703
EXTREME NETWORKS INC COM 30226D106 101 10000 SH DEFINED 03
10000
EXULT INC DEL COM 302284104 73 11300 SH DEFINED 03
11300
EXXON MOBIL CORP COM 30231G102 518701 12675969 SH DEFINED 03
12675969
EXXON MOBIL CORP COM 30231G102 35264 861789 SH DEFINED 09
861789
FEI CO COM 30241L109 555 22637 SH DEFINED 03
22637
FLIR SYS INC COM 302445101 1931 46000 SH DEFINED 03
46000
F M C CORP COM NEW 302491303 3705 122789 SH DEFINED 03
122789
FMC TECHNOLOGIES INC COM 30249U101 1243 59876 SH DEFINED 03 59876
FNB CORP PA COM 302520101 407 14812 SH DEFINED 03
14812
FPL GROUP INC COM 302571104 15125 252124 SH DEFINED 03
252124
FACTORY 2-U INC COM 303072102 480 34684 SH DEFINED 03
34684
FACTSET RESH SYS INC COM 303075105 3085 103617 SH DEFINED 03
103617
FAIR ISAAC & CO INC COM 303250104 3177 96652 SH DEFINED 03
96652
FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 3323 136750 SH DEFINED 03
136750
FAMILY DLR STORES INC COM 307000109 8675 246103 SH DEFINED 03
246103
FAMILY DLR STORES INC COM 307000109 2093 59373 SH DEFINED 09 59373
FARMER BROS CO COM 307675108 218 600 SH DEFINED 03
600
FASTENAL CO COM 311900104 2002 51996 SH DEFINED 03
51996
FEDDERS CORP COM NEW 313135501 284 112223 SH DEFINED 03
112223
FEDERAL HOME LN MTG CORP COM 313400301 97143 1587297 SH DEFINED 03
1587297
FEDERAL NATL MTG ASSN COM 313586109 150433 2039764 SH DEFINED 03
2039764
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 330 11900 SH DEFINED 03
11900
FEDERAL SIGNAL CORP COM 313855108 1121 46709 SH DEFINED 03
46709
FEDERATED DEPT STORES INC DE COM 31410H101 37198 936976 SH DEFINED 03 936976
FEDERATED INVS INC PA CL B 314211103 498 14400 SH DEFINED 03
14400
FEDEX CORP COM 31428X106 33667 630469 SH DEFINED 03
630469
FELCOR LODGING TR INC COM 31430F101 1275 69490 SH DEFINED 03
69490
FERRO CORP COM 315405100 1425 47277 SH DEFINED 03
47277
FIDELITY NATL FINL INC COM 316326107 11885 376120 SH DEFINED 03
376120
FIFTH THIRD BANCORP COM 316773100 57741 866333 SH DEFINED 03
866333
FILENET CORP COM 316869106 1890 130360 SH DEFINED 03
130360
FINANCIAL FED CORP COM 317492106 1622 49005 SH DEFINED 03 49005
FINISAR COM 31787A101 42 17700 SH DEFINED 03
17700
FIRST AMERN CORP CALIF COM 318522307 5078 220766 SH DEFINED 03
220766
FIRST BANCORP P R COM 318672102 2869 76089 SH DEFINED 03
76089
FIRST CHARTER CORP COM 319439105 210 11600 SH DEFINED 03
11600
FIRST CTZNS BANCSHARES INC N CL A 31946M103 288 2600 SH DEFINED 03
2600
FIRST COMWLTH FINL CORP PA COM 319829107 298 22100 SH DEFINED 03
22100
FIRST DATA CORP COM 319963104 46753 1256812 SH DEFINED 03
1256812
FIRST FINL BANCORP OH COM 320209109 220 11220 SH DEFINED 03 11220
FIRST FINL BANKSHARES COM 32020R109 290 6925 SH DEFINED 03
6925
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 808 24600 SH DEFINED 03
24600
FIRST IND CORP COM 32054R108 211 9715 SH DEFINED 03
9715
FIRST MIDWEST BANCORP DEL COM 320867104 4331 155899 SH DEFINED 03
155899
FIRST HEALTH GROUP CORP COM 320960107 3607 128643 SH DEFINED 03
128643
FIRST NIAGARA FINL GROUP INC COM 33582U100 258 9300 SH DEFINED 03
9300
FIRST REP BK SAN FRANCISCO COM 336158100 1049 38148 SH DEFINED 03
38148
FIRST SENTINEL BANCORP INC COM 33640T103 173 12600 SH DEFINED 03 12600
FIRST TENN NATL CORP COM 337162101 7764 202710 SH DEFINED 03
202710
FIRST VA BANKS INC COM 337477103 2953 55077 SH DEFINED 03
55077
FISERV INC COM 337738108 10334 281499 SH DEFINED 03
281499
FIRSTFED FINL CORP COM 337907109 1755 60519 SH DEFINED 03
60519
FIRSTMERIT CORP COM 337915102 2596 94111 SH DEFINED 03
94111
FLAGSTAR BANCORP INC COM 337930101 403 17450 SH DEFINED 03
17450
FIRSTENERGY CORP COM 337932107 28912 866137 SH DEFINED 03
866137
FISHER SCIENTIFIC INTL INC COM NEW 338032204 511 18240 SH DEFINED 03 18240
FLEETBOSTON FINL CORP COM 339030108 106785 3300932 SH DEFINED 03
3300932
FLEETWOOD ENTERPRISES INC COM 339099103 1130 129845 SH DEFINED 03
129845
FLEMING COS INC COM 339130106 2822 155509 SH DEFINED 03
155509
FLORIDA EAST COAST INDS CL A 340632108 347 13700 SH DEFINED 03
13700
FLORIDA ROCK INDS INC COM 341140101 2887 80614 SH DEFINED 03
80614
FLUOR CORP NEW COM 343412102 15601 400549 SH DEFINED 03
400549
FLOW INTL CORP COM 343468104 261 38776 SH DEFINED 03
38776
FLOWERS FOODS INC COM 343498101 407 15735 SH DEFINED 03 15735
FLOWSERVE CORP COM 34354P105 1232 41336 SH DEFINED 03
41336
FOOT LOCKER INC COM 344849104 199 13800 SH DEFINED 03
13800
FOOTSTAR INC COM 344912100 1437 58720 SH DEFINED 03
58720
FORD MTR CO DEL COM PAR $0.01 345370860 51955 3247173 SH DEFINED 03
3247173
FOREST CITY ENTERPRISES INC CL A 345550107 401 11550 SH DEFINED 03
11550
FOREST LABS INC COM 345838106 18594 262622 SH DEFINED 03
262622
FOREST OIL CORP COM PAR $0.01 346091705 1174 41305 SH DEFINED 03
41305
FORGENT NETWORKS INC COM 34629U103 109 21726 SH DEFINED 03 21726
FORTUNE BRANDS INC COM 349631101 13499 241054 SH DEFINED 03
241054
FORWARD AIR CORP COM 349853101 1886 57547 SH DEFINED 03
57547
FOSSIL INC COM 349882100 2978 144854 SH DEFINED 03
144854
FOUNDRY NETWORKS INC COM 35063R100 82 11600 SH DEFINED 03
11600
4 KIDS ENTMT INC COM 350865101 681 32920 SH DEFINED 03
32920
FOX ENTMT GROUP INC CL A 35138T107 791 36385 SH DEFINED 03
36385
FRANKLIN COVEY CO COM 353469109 158 54461 SH DEFINED 03
54461
FRANKLIN RES INC COM 354613101 16020 375712 SH DEFINED 03 375712
FRANKLIN RES INC COM 354613101 51 1187 SH DEFINED 09
1187
FREDS INC CL A 356108100 2553 69425 SH DEFINED 03
69425
FREEMARKETS INC COM 356602102 209 14800 SH DEFINED 03
14800
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 3750 210095 SH DEFINED 03
210095
FREMONT GEN CORP COM 357288109 844 201919 SH DEFINED 03
201919
FRIEDMAN INDS INC COM 358435105 60 22902 SH DEFINED 03
22902
FRONTIER AIRLINES INC NEW COM 359065109 645 79278 SH DEFINED 03
79278
FRONTIER FINL CORP WASH COM 35907K105 238 8100 SH DEFINED 03 8100
FRONTIER OIL CORP COM 35914P105 1779 101100 SH DEFINED 03
101100
FUELCELL ENERGY INC COM 35952H106 232 22500 SH DEFINED 03
22500
FULLER H B CO COM 359694106 1031 35193 SH DEFINED 03
35193
FURNITURE BRANDS INTL INC COM 360921100 2117 69998 SH DEFINED 03
69998
G & K SVCS INC CL A 361268105 2722 79490 SH DEFINED 03
79490
GATX CORP COM 361448103 1199 39839 SH DEFINED 03
39839
GBC BANCORP CALIF COM 361475106 1118 38612 SH DEFINED 03
38612
GSI COMMERCE INC COM 36238G102 448 59300 SH DEFINED 03 59300
GABLES RESIDENTIAL TR SH BEN INT 362418105 268 8400 SH DEFINED 03
8400
GALLAGHER ARTHUR J & CO COM 363576109 3345 96549 SH DEFINED 03
96549
GANNETT INC COM 364730101 50234 661839 SH DEFINED 03
661839
GAP INC DEL COM 364760108 17639 1242174 SH DEFINED 03
1242174
GAP INC DEL COM 364760108 167 11755 SH DEFINED 09
11755
GARDNER DENVER INC COM 365558105 849 42433 SH DEFINED 03
42433
GARTNER INC COM 366651107 161 15900 SH DEFINED 03
15900
GARTNER INC CL B 366651206 715 76080 SH DEFINED 03 76080
GATEWAY INC COM 367626108 2133 480336 SH DEFINED 03
480336
GATEWAY INC COM 367626108 75 16792 SH DEFINED 09
16792
GEMSTAR-TV GUIDE INTL INC COM 36866W106 245 45500 SH DEFINED 03
45500
GENCORP INC COM 368682100 1925 134587 SH DEFINED 03
134587
GENE LOGIC INC COM 368689105 209 14900 SH DEFINED 03
14900
GENENTECH INC COM NEW 368710406 3119 93103 SH DEFINED 03
93103
GENERAL CABLE CORP DEL NEW COM 369300108 65 10350 SH DEFINED 03
10350
GENERAL COMMUNICATION INC CL A 369385109 1069 160207 SH DEFINED 03 160207
GENERAL DYNAMICS CORP COM 369550108 56965 535641 SH DEFINED 03
535641
GENERAL DYNAMICS CORP COM 369550108 2901 27278 SH DEFINED 09
27278
GENERAL ELEC CO COM 369604103 525337 18083885 SH DEFINED 03
18083885
GENERAL ELEC CO COM 369604103 2884 99263 SH DEFINED 09
99263
GENERAL GROWTH PPTYS INC COM 370021107 342 6700 SH DEFINED 03
6700
GENERAL MLS INC COM 370334104 22871 518861 SH DEFINED 03
518861
GENERAL MLS INC COM 370334104 633 14354 SH DEFINED 09
14354
GENERAL MTRS CORP COM 370442105 89273 1670212 SH DEFINED 03 1670212
GENERAL MTRS CORP COM 370442105 22272 416689 SH DEFINED 09
416689
GENERAL MTRS CORP CL H NEW 370442832 2603 250254 SH DEFINED 03
250254
GENESCO INC COM 371532102 1675 68804 SH DEFINED 03
68804
GENTEX CORP COM 371901109 2524 91865 SH DEFINED 03
91865
GENTA INC COM NEW 37245M207 121 14600 SH DEFINED 03
14600
GENUINE PARTS CO COM 372460105 8646 247963 SH DEFINED 03
247963
GENZYME CORP COM GENL DIV 372917104 5789 300874 SH DEFINED 03
300874
GEORGIA GULF CORP COM PAR $0.01 373200203 2281 86281 SH DEFINED 03 86281
GEORGIA PAC CORP COM 373298108 36991 1504917 SH DEFINED 03
1504917
GERBER SCIENTIFIC INC COM 373730100 247 70404 SH DEFINED 03
70404
GETTY IMAGES INC COM 374276103 422 19400 SH DEFINED 03
19400
GILEAD SCIENCES INC COM 375558103 5359 162994 SH DEFINED 03
162994
GILLETTE CO COM 375766102 53303 1573744 SH DEFINED 03
1573744
GLATFELTER COM 377316104 980 52133 SH DEFINED 03
52133
GLENBOROUGH RLTY TR INC COM 37803P105 325 13700 SH DEFINED 03
13700
GLOBAL INDS LTD COM 379336100 99 14100 SH DEFINED 03 14100
GLOBAL PMTS INC COM 37940X102 3432 115355 SH DEFINED 03
115355
GLOBESPANVIRATA INC COM 37957V106 134 34696 SH DEFINED 03
34696
GOAMERICA INC COM 38020R106 5 11100 SH DEFINED 03
11100
GOLDEN ENTERPRISES INC COM 381010107 113 29154 SH DEFINED 03
29154
GOLDEN ST BANCORP INC COM 381197102 7250 200002 SH DEFINED 03
200002
GOLDEN WEST FINL CORP DEL COM 381317106 58110 844874 SH DEFINED 03
844874
GOLDMAN SACHS GROUP INC COM 38141G104 5592 76232 SH DEFINED 03
76232
GOOD GUYS INC COM 382091106 39 11000 SH DEFINED 03 11000
GOODRICH CORP COM 382388106 23060 844056 SH DEFINED 03
844056
GOODYEAR TIRE & RUBR CO COM 382550101 4350 232476 SH DEFINED 03
232476
GOODYS FAMILY CLOTHING INC COM 382588101 947 82096 SH DEFINED 03
82096
GORMAN RUPP CO COM 383082104 217 6900 SH DEFINED 03
6900
GRACO INC COM 384109104 3679 146350 SH DEFINED 03
146350
GRAFTECH INTL LTD COM 384313102 535 43469 SH DEFINED 03
43469
GRAINGER W W INC COM 384802104 6742 134562 SH DEFINED 03
134562
GRANITE CONSTR INC COM 387328107 1457 57602 SH DEFINED 03 57602
GRANT PRIDECO INC COM 38821G101 872 64116 SH DEFINED 03
64116
GRAPHIC PACKAGING INTL CORP COM 388690109 105 11300 SH DEFINED 03
11300
GREAT ATLANTIC & PAC TEA INC COM 390064103 2237 119716 SH DEFINED 03
119716
GREAT LAKES CHEM CORP COM 390568103 2037 76915 SH DEFINED 03
76915
GREAT PLAINS ENERGY INC COM 391164100 1154 56731 SH DEFINED 03
56731
GREATER BAY BANCORP COM 391648102 1142 37111 SH DEFINED 03
37111
GREEN MOUNTAIN PWR CORP COM 393154109 265 14606 SH DEFINED 03
14606
GREENPOINT FINL CORP COM 395384100 14840 302235 SH DEFINED 03 302235
GREY GLOBAL GROUP INC COM 39787M108 276 400 SH DEFINED 03
400
GREY WOLF INC COM 397888108 271 66300 SH DEFINED 03
66300
GRIFFON CORP COM 398433102 1728 95449 SH DEFINED 03
95449
GROUP 1 AUTOMOTIVE INC COM 398905109 3219 84368 SH DEFINED 03
84368
GTECH HLDGS CORP COM 400518106 3020 118248 SH DEFINED 03
118248
GUIDANT CORP COM 401698105 33952 1123132 SH DEFINED 03
1123132
GYMBOREE CORP COM 403777105 1425 88925 SH DEFINED 03
88925
HCA INC COM 404119109 47162 992885 SH DEFINED 03 992885
HCC INS HLDGS INC COM 404132102 1236 46911 SH DEFINED 03
46911
HNC SOFTWARE INC COM 40425P107 1723 103152 SH DEFINED 03
103152
HRPT PPTYS TR COM SH BEN INT 40426W101 396 44700 SH DEFINED 03
44700
HAEMONETICS CORP COM 405024100 2207 75589 SH DEFINED 03
75589
HAGGAR CORP COM 405173105 257 16027 SH DEFINED 03
16027
HAIN CELESTIAL GROUP INC COM 405217100 1778 96117 SH DEFINED 03
96117
HALL KINION ASSOCIATES INC COM 406069104 307 40941 SH DEFINED 03
40941
HALLIBURTON CO COM 406216101 9890 620477 SH DEFINED 03 620477
HALLIBURTON CO COM 406216101 530 33233 SH DEFINED 09
33233
HANCOCK FABRICS INC COM 409900107 1051 56577 SH DEFINED 03
56577
HANCOCK HLDG CO COM 410120109 285 4230 SH DEFINED 03
4230
HANCOCK JOHN FINL SVCS INC COM 41014S106 36161 1027306 SH DEFINED 03
1027306
HANDLEMAN CO DEL COM 410252100 178 12300 SH DEFINED 03
12300
HANDSPRING INC COM 410293104 22 12600 SH DEFINED 03
12600
HANOVER COMPRESSOR CO COM 410768105 954 70661 SH DEFINED 03
70661
HANSEN NAT CORP COM 411310105 105 24800 SH DEFINED 03 24800
HARBOR FLA BANCSHARES INC COM 411901101 243 11700 SH DEFINED 03
11700
HARLAND JOHN H CO COM 412693103 3166 112282 SH DEFINED 03
112282
HARLEY DAVIDSON INC COM 412822108 40065 781457 SH DEFINED 03
781457
HARLEY DAVIDSON INC COM 412822108 2228 43457 SH DEFINED 09
43457
HARLEYSVILLE GROUP INC COM 412824104 241 8700 SH DEFINED 03
8700
HARMAN INTL INDS INC COM 413086109 4890 99288 SH DEFINED 03
99288
HARMONIC INC COM 413160102 1119 305871 SH DEFINED 03
305871
HARRAHS ENTMT INC COM 413619107 14528 327580 SH DEFINED 03 327580
HARRIS CORP DEL COM 413875105 4362 120378 SH DEFINED 03
120378
HARSCO CORP COM 415864107 2604 69429 SH DEFINED 03
69429
HARTE-HANKS INC COM 416196103 2957 143880 SH DEFINED 03
143880
HARTFORD FINL SVCS GROUP INC COM 416515104 39787 669033 SH DEFINED 03
669033
HARTMARX CORP COM 417119104 26 10250 SH DEFINED 03
10250
HASBRO INC COM 418056107 11606 855898 SH DEFINED 03
855898
HAVERTY FURNITURE INC COM 419596101 1074 54400 SH DEFINED 03
54400
HAWAIIAN ELEC INDUSTRIES COM 419870100 2079 48870 SH DEFINED 03 48870
HEALTH CARE PPTY INVS INC COM 421915109 232 5400 SH DEFINED 03
5400
HEALTHSOUTH CORP COM 421924101 18697 1461823 SH DEFINED 03
1461823
HEALTH MGMT ASSOC INC NEW CL A 421933102 11571 574260 SH DEFINED 03
574260
HEALTHCARE RLTY TR COM 421946104 426 13300 SH DEFINED 03
13300
HEALTH CARE REIT INC COM 42217K106 297 9900 SH DEFINED 03
9900
HEALTH MGMT SYS INC COM 42219M100 38 12200 SH DEFINED 03
12200
HEALTH NET INC COM 42222G108 5753 214923 SH DEFINED 03
214923
HEARST-ARGYLE TELEVISION INC COM 422317107 225 9969 SH DEFINED 03 9969
HEARTLAND EXPRESS INC COM 422347104 3306 138163 SH DEFINED 03
138163
HECLA MNG CO COM 422704106 66 14100 SH DEFINED 03
14100
HEIDRICK & STRUGGLES INTL IN COM 422819102 1166 58383 SH DEFINED 03
58383
HEINZ H J CO COM 423074103 20980 510458 SH DEFINED 03
510458
HELIX TECHNOLOGY CORP COM 423319102 1453 70525 SH DEFINED 03
70525
HELMERICH & PAYNE INC COM 423452101 1474 41256 SH DEFINED 03
41256
HENRY JACK & ASSOC INC COM 426281101 847 50726 SH DEFINED 03
50726
HERBALIFE INTL INC CL A 426908208 199 10433 SH DEFINED 03 10433
HERCULES INC COM 427056106 6984 602046 SH DEFINED 03
602046
HERITAGE PPTY INVT TR INC COM 42725M107 131829 4935555 SH DEFINED 03
4935555
HERSHEY FOODS CORP COM 427866108 13015 208240 SH DEFINED 03
208240
HEWLETT PACKARD CO COM 428236103 117306 7677100 SH DEFINED 03
7677100
HEWLETT PACKARD CO COM 428236103 137 8984 SH DEFINED 09
8984
HEXCEL CORP NEW COM 428291108 53 12200 SH DEFINED 03
12200
HIBERNIA CORP CL A 428656102 4754 240243 SH DEFINED 03
240243
HIGH YIELD INCOME FD INC COM 429904105 51 11000 SH DEFINED 03 11000
HIGHWOODS PPTYS INC COM 431284108 608 23400 SH DEFINED 03
23400
HILB ROGAL & HAMILTON CO COM 431294107 5764 127375 SH DEFINED 03
127375
HILLENBRAND INDS INC COM 431573104 9908 176453 SH DEFINED 03
176453
HILTON HOTELS CORP COM 432848109 7333 527581 SH DEFINED 03
527581
HISPANIC BROADCASTING CORP CL A 43357B104 3220 123384 SH DEFINED 03
123384
HOLLYWOOD ENTMT CORP COM 436141105 695 33600 SH DEFINED 03
33600
HOLOGIC INC COM 436440101 696 48133 SH DEFINED 03
48133
HOME DEPOT INC COM 437076102 174293 4745251 SH DEFINED 03 4745251
HOME DEPOT INC COM 437076102 105 2852 SH DEFINED 09
2852
HOME PPTYS N Y INC COM 437306103 304 8000 SH DEFINED 03
8000
HOMESTORE INC COM 437852106 15 10100 SH DEFINED 03
10100
HON INDS INC COM 438092108 2208 81124 SH DEFINED 03
81124
HONEYWELL INTL INC COM 438516106 77725 2206221 SH DEFINED 03
2206221
HONEYWELL INTL INC COM 438516106 22272 632201 SH DEFINED 09
632201
HOOPER HOLMES INC COM 439104100 1531 191392 SH DEFINED 03
191392
HORACE MANN EDUCATORS CORP N COM 440327104 1056 56575 SH DEFINED 03 56575
HORMEL FOODS CORP COM 440452100 2518 105163 SH DEFINED 03
105163
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 3009 82445 SH DEFINED 03
82445
HOST MARRIOTT CORP NEW COM 44107P104 384 34000 SH DEFINED 03
34000
HOT TOPIC INC COM 441339108 2434 91124 SH DEFINED 03
91124
HOUSEHOLD INTL INC COM 441815107 66410 1336222 SH DEFINED 03
1336222
HOUSTON EXPL CO COM 442120101 809 27900 SH DEFINED 03
27900
HUBBELL INC CL B 443510201 1809 52973 SH DEFINED 03
52973
HUDSON CITY BANCORP COM 443683107 446 22400 SH DEFINED 03 22400
HUDSON UNITED BANCORP COM 444165104 4526 158482 SH DEFINED 03
158482
HUFFY CORP COM 444356109 227 26348 SH DEFINED 03
26348
HUGHES SUPPLY INC COM 444482103 2947 65632 SH DEFINED 03
65632
HUGOTON RTY TR TEX UNIT BEN INT 444717102 142 13400 SH DEFINED 03
13400
HUMANA INC COM 444859102 18252 1167750 SH DEFINED 03
1167750
HUMAN GENOME SCIENCES INC COM 444903108 162 12100 SH DEFINED 03
12100
HUNT J B TRANS SVCS INC COM 445658107 1581 53553 SH DEFINED 03
53553
HUNTINGTON BANCSHARES INC COM 446150104 8685 447216 SH DEFINED 03 447216
HUTCHINSON TECHNOLOGY INC COM 448407106 1337 85511 SH DEFINED 03
85511
ICN PHARMACEUTICALS INC NEW COM 448924100 4999 206468 SH DEFINED 03
206468
IDT CORP COM 448947101 206 12200 SH DEFINED 03
12200
HYPERION SOLUTIONS CORP COM 44914M104 2119 116209 SH DEFINED 03
116209
HYSEQ INC COM 449163302 24 10600 SH DEFINED 03
10600
ICU MED INC COM 44930G107 1075 34800 SH DEFINED 03
34800
IDEC PHARMACEUTICALS CORP COM 449370105 5258 148322 SH DEFINED 03
148322
IHOP CORP COM 449623107 2229 75683 SH DEFINED 03 75683
IMC GLOBAL INC COM 449669100 1084 86699 SH DEFINED 03
86699
IMCO RECYCLING INC COM 449681105 378 38369 SH DEFINED 03
38369
IMS HEALTH INC COM 449934108 7846 437119 SH DEFINED 03
437119
IRT PPTY CO COM 450058102 270 21200 SH DEFINED 03
21200
ISTAR FINL INC COM 45031U101 336 11785 SH DEFINED 03
11785
ITT EDUCATIONAL SERVICES INC COM 45068B109 5280 242194 SH DEFINED 03
242194
IXIA COM 45071R109 140 24100 SH DEFINED 03
24100
ITT INDS INC IND COM 450911102 8990 127335 SH DEFINED 03 127335
ITT INDS INC IND COM 450911102 81 1142 SH DEFINED 09
1142
IDACORP INC COM 451107106 1537 55486 SH DEFINED 03
55486
IDEX CORP COM 45167R104 3218 96067 SH DEFINED 03
96067
IDEXX LABS INC COM 45168D104 2501 96967 SH DEFINED 03
96967
IKON OFFICE SOLUTIONS INC COM 451713101 385 40916 SH DEFINED 03
40916
ILLINOIS TOOL WKS INC COM 452308109 38563 564617 SH DEFINED 03
564617
IMATION CORP COM 45245A107 1756 59008 SH DEFINED 03
59008
IMAGISTICS INTERNATIONAL INC COM 45247T104 1122 52275 SH DEFINED 03 52275
IMMUNEX CORP NEW COM 452528102 28017 1254104 SH DEFINED 03
1254104
IMMUNOGEN INC COM 45253H101 36 13400 SH DEFINED 03
13400
IMPATH INC COM 45255G101 869 48390 SH DEFINED 03
48390
IMPAX LABORATORIES INC COM 45256B101 133 17700 SH DEFINED 03
17700
IMMUNOMEDICS INC COM 452907108 86 16600 SH DEFINED 03
16600
INAMED CORP COM 453235103 2361 88376 SH DEFINED 03
88376
INCO LTD COM 453258402 14949 660313 SH DEFINED 03
660313
INCYTE GENOMICS INC COM 45337C102 464 63817 SH DEFINED 03 63817
INDEPENDENCE CMNTY BK CORP COM 453414104 2493 86777 SH DEFINED 03
86777
INDEVUS PHARMACEUTICALS INC COM 454072109 17 15000 SH DEFINED 03
15000
INDYMAC BANCORP INC COM 456607100 5625 248015 SH DEFINED 03
248015
INFOCUS CORP COM 45665B106 448 38033 SH DEFINED 03
38033
INFONET SVCS CORP CL B 45666T106 229 92200 SH DEFINED 03
92200
INFORMATION HLDGS INC COM 456727106 1564 64097 SH DEFINED 03
64097
INFOSPACE INC COM 45678T102 40 96696 SH DEFINED 03
96696
INFOUSA INC NEW COM 456818301 140 25600 SH DEFINED 03 25600
INFORMATION RES INC COM 456905108 876 93332 SH DEFINED 03
93332
INGRAM MICRO INC CL A 457153104 3579 260268 SH DEFINED 03
260268
INKTOMI CORP COM 457277101 49 55400 SH DEFINED 03
55400
INPUT/OUTPUT INC COM 457652105 1300 144443 SH DEFINED 03
144443
INSIGHT ENTERPRISES INC COM 45765U103 3179 126187 SH DEFINED 03
126187
INSITUFORM TECHNOLOGIES INC CL A 457667103 1696 80089 SH DEFINED 03
80089
INRANGE TECHNOLOGIES CORP CL B 45769V206 70 14700 SH DEFINED 03
14700
INNKEEPERS USA TR COM 4576J0104 166 17300 SH DEFINED 03 17300
INSURANCE AUTO AUCTIONS INC COM 457875102 651 33377 SH DEFINED 03
33377
INTEGRATED DEVICE TECHNOLOGY COM 458118106 1459 80409 SH DEFINED 03
80409
INTEGRATED CIRCUIT SYS INC COM 45811K208 325 16100 SH DEFINED 03
16100
INTEL CORP COM 458140100 255699 13995552 SH DEFINED 03
13995552
INTEL CORP COM 458140100 7113 389345 SH DEFINED 09
389345
INTELIDATA TECHNOLOGIES CORP COM 45814T107 35 26600 SH DEFINED 03
26600
INTER TEL INC COM 458372109 2525 147547 SH DEFINED 03
147547
INTERACTIVE DATA CORP COM 45840J107 778 53400 SH DEFINED 03 53400
INTERCEPT INC COM 45845L107 307 14800 SH DEFINED 03
14800
INTERFACE INC CL A 458665106 1316 163736 SH DEFINED 03
163736
INTERDIGITAL COMMUNICATIONS COM 45866A105 219 24200 SH DEFINED 03
24200
INTERGRAPH CORP COM 458683109 359 20600 SH DEFINED 03
20600
INTERLAND INC COM 458727104 70 22100 SH DEFINED 03
22100
INTERMAGNETICS GEN CORP COM 458771102 1504 74462 SH DEFINED 03
74462
INTERMET CORP COM 45881K104 2111 196568 SH DEFINED 03
196568
INTERMUNE INC COM 45884X103 217 10300 SH DEFINED 03 10300
INTERNAP NETWORK SVCS CORP COM 45885A102 3 12800 SH DEFINED 03
12800
INTERNATIONAL BANCSHARES COR COM 459044103 445 10526 SH DEFINED 03
10526
INTERNATIONAL BUSINESS MACHS COM 459200101 241829 3358733 SH DEFINED 03
3358733
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 9114 280527 SH DEFINED 03
280527
INTERNATIONAL GAME TECHNOLOG COM 459902102 12897 227469 SH DEFINED 03
227469
INTERNATIONAL MULTIFOODS COR COM 460043102 2617 100647 SH DEFINED 03
100647
INTL PAPER CO COM 460146103 56163 1288744 SH DEFINED 03
1288744
INTL PAPER CO COM 460146103 47884 1098760 SH DEFINED 09 1098760
INTERNATIONAL RECTIFIER CORP COM 460254105 1045 35858 SH DEFINED 03
35858
INTERNATIONAL SPEEDWAY CORP CL A 460335201 4186 104385 SH DEFINED 03
104385
INTL SPECIALTY PRODS INC NEW COM 460337108 121 15700 SH DEFINED 03
15700
INTERNET CAP GROUP INC COM 46059C106 13 49200 SH DEFINED 03
49200
INTERNET SEC SYS INC COM 46060X107 488 37179 SH DEFINED 03
37179
INTERPUBLIC GROUP COS INC COM 460690100 13420 542003 SH DEFINED 03
542003
INTERSIL CORP CL A 46069S109 1732 81020 SH DEFINED 03
81020
INTERSTATE BAKERIES CORP DEL COM 46072H108 4354 150773 SH DEFINED 03 150773
INTERTRUST TECHNOLOGIES CORP COM 46113Q109 60 19800 SH DEFINED 03
19800
INTERVOICE-BRITE INC COM 461142101 166 103010 SH DEFINED 03
103010
INTERWOVEN INC COM 46114T102 41 13600 SH DEFINED 03
13600
INTUIT COM 461202103 22220 446908 SH DEFINED 03
446908
INVACARE CORP COM 461203101 3928 106160 SH DEFINED 03
106160
INTRUSION INC COM 46121E106 12 12300 SH DEFINED 03
12300
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 928 28389 SH DEFINED 03
28389
INVITROGEN CORP COM 46185R100 590 18445 SH DEFINED 03 18445
INVESTORS FINL SERVICES CORP COM 461915100 3824 114014 SH DEFINED 03
114014
IOMEGA CORP COM NEW 462030305 1005 78180 SH DEFINED 03
78180
IONICS INC COM 462218108 1379 56869 SH DEFINED 03
56869
IRON MTN INC PA COM 462846106 258 8350 SH DEFINED 03
8350
ISHARES TR S&P MIDCAP 400 464287507 9267 94800 SH DEFINED 03
94800
ISHARES TR S&P MIDCP GROW 464287606 813 8000 SH DEFINED 03
8000
ISHARES TR RUSSELL 2000 464287655 11855 130775 SH DEFINED 03
130775
ISHARES TR S&P SMLCAP 600 464287804 30194 263700 SH DEFINED 03 263700
ISIS PHARMACEUTICALS INC COM 464330109 135 14200 SH DEFINED 03
14200
ISOLYSER INC COM 464888106 51 20000 SH DEFINED 03
20000
ITRON INC COM 465741106 2457 93683 SH DEFINED 03
93683
I2 TECHNOLOGIES INC COM 465754109 59 40060 SH DEFINED 03
40060
I2 TECHNOLOGIES INC COM 465754109 45 30602 SH DEFINED 09
30602
IVANHOE ENERGY INC COM 465790103 189 149693 SH DEFINED 03
149693
IVAX CORP COM 465823102 1194 110565 SH DEFINED 03
110565
JDN RLTY CORP COM 465917102 158 12600 SH DEFINED 03 12600
J & J SNACK FOODS CORP COM 466032109 1192 26513 SH DEFINED 03
26513
JDS UNIPHASE CORP COM 46612J101 5244 1963958 SH DEFINED 03
1963958
JDS UNIPHASE CORP COM 46612J101 73 27343 SH DEFINED 09
27343
JDA SOFTWARE GROUP INC COM 46612K108 288 10200 SH DEFINED 03
10200
J JILL GROUP INC COM 466189107 1230 32400 SH DEFINED 03
32400
JLG INDS INC COM 466210101 1734 123609 SH DEFINED 03
123609
J P MORGAN CHASE & CO COM 46625H100 170870 5037444 SH DEFINED 03
5037444
J P MORGAN CHASE & CO COM 46625H100 46352 1366516 SH DEFINED 09 1366516
JABIL CIRCUIT INC COM 466313103 6994 331301 SH DEFINED 03
331301
JACK IN THE BOX INC COM 466367109 4039 127016 SH DEFINED 03
127016
JACOBS ENGR GROUP INC DEL COM 469814107 2018 58030 SH DEFINED 03
58030
JAKKS PAC INC COM 47012E106 1136 64133 SH DEFINED 03
64133
JANUS HOTELS & RESORTS INC COM NEW 47102C309 346 421930 SH DEFINED 03
421930
JEFFERIES GROUP INC NEW COM 472319102 3152 74861 SH DEFINED 03
74861
JEFFERSON PILOT CORP COM 475070108 26409 561900 SH DEFINED 03
561900
JETBLUE AWYS CORP COM 477143101 200 4400 SH DEFINED 03 4400
JO-ANN STORES INC CL A 47758P109 1395 47783 SH DEFINED 03
47783
JOHN NUVEEN CO CL A 478035108 301 11700 SH DEFINED 03
11700
JOHNSON & JOHNSON COM 478160104 322232 6165944 SH DEFINED 03
6165944
JOHNSON CTLS INC COM 478366107 27248 333885 SH DEFINED 03
333885
JONES APPAREL GROUP INC COM 480074103 7447 198593 SH DEFINED 03
198593
JONES LANG LASALLE INC COM 48020Q107 249 10100 SH DEFINED 03
10100
JOURNAL REGISTER CO COM 481138105 362 18000 SH DEFINED 03
18000
JUNIPER NETWORKS INC COM 48203R104 199 35200 SH DEFINED 03 35200
JUNIPER NETWORKS INC COM 48203R104 32 5579 SH DEFINED 09
5579
KLA-TENCOR CORP COM 482480100 13946 317035 SH DEFINED 03
317035
K MART CORP COM 482584109 51 49900 SH DEFINED 03
49900
KPMG CONSULTING INC COM 48265R109 227 15300 SH DEFINED 03
15300
K-SWISS INC CL A 482686102 1599 61540 SH DEFINED 03
61540
KT CORP SPONSORED ADR 48268K101 251 11600 SH DEFINED 03
11600
K2 INC COM 482732104 561 54776 SH DEFINED 03
54776
KAMAN CORP CL A 483548103 1098 65511 SH DEFINED 03 65511
KANSAS CITY SOUTHERN COM NEW 485170302 2866 168585 SH DEFINED 03
168585
KAYDON CORP COM 486587108 1052 44571 SH DEFINED 03
44571
KEANE INC COM 486665102 965 77783 SH DEFINED 03
77783
KB HOME COM 48666K109 16374 317887 SH DEFINED 03
317887
KEITHLEY INSTRS INC COM 487584104 620 42940 SH DEFINED 03
42940
KELLOGG CO COM 487836108 24975 696460 SH DEFINED 03
696460
KELLWOOD CO COM 488044108 2559 78740 SH DEFINED 03
78740
KELLY SVCS INC CL A 488152208 1267 46922 SH DEFINED 03 46922
KEMET CORP COM 488360108 1202 67329 SH DEFINED 03
67329
KENNAMETAL INC COM 489170100 1555 42490 SH DEFINED 03
42490
KERR MCGEE CORP COM 492386107 19446 363137 SH DEFINED 03
363137
KEY ENERGY SVCS INC COM 492914106 293 27900 SH DEFINED 03
27900
KEY PRODTN INC COM 493138101 814 41755 SH DEFINED 03
41755
KEYCORP NEW COM 493267108 35707 1307958 SH DEFINED 03
1307958
KEY3MEDIA GROUP INC COM 49326R104 8 18050 SH DEFINED 03
18050
KEYNOTE SYS INC COM 493308100 92 12600 SH DEFINED 03 12600
KEYSPAN CORP COM 49337W100 7426 197244 SH DEFINED 03
197244
KFORCE INC COM 493732101 72 12100 SH DEFINED 03
12100
KIMBALL INTL INC CL B 494274103 198 12100 SH DEFINED 03
12100
KILROY RLTY CORP COM 49427F108 2355 88053 SH DEFINED 03
88053
KIMBERLY CLARK CORP COM 494368103 80344 1295866 SH DEFINED 03
1295866
KIMCO REALTY CORP COM 49446R109 357 10650 SH DEFINED 03
10650
KINDER MORGAN INC KANS COM 49455P101 6657 175088 SH DEFINED 03
175088
KING PHARMACEUTICALS INC COM 495582108 7765 348983 SH DEFINED 03 348983
KIRBY CORP COM 497266106 1694 69290 SH DEFINED 03
69290
KNIGHT RIDDER INC COM 499040103 8484 134776 SH DEFINED 03
134776
KNIGHT TRADING GROUP INC COM 499063105 119 22800 SH DEFINED 03
22800
KOGER EQUITY INC COM 500228101 193 10000 SH DEFINED 03
10000
KOHLS CORP COM 500255104 46012 656565 SH DEFINED 03
656565
KOPIN CORP COM 500600101 1873 283799 SH DEFINED 03
283799
KORN FERRY INTL COM NEW 500643200 362 39744 SH DEFINED 03
39744
KRAFT FOODS INC CL A 50075N104 1269 31000 SH DEFINED 03 31000
KROGER CO COM 501044101 46915 2357531 SH DEFINED 03
2357531
KROLL INC COM 501049100 2216 105611 SH DEFINED 03
105611
KRONOS INC COM 501052104 1992 65345 SH DEFINED 03
65345
KULICKE & SOFFA INDS INC COM 501242101 2078 167701 SH DEFINED 03
167701
LNR PPTY CORP COM 501940100 228 6600 SH DEFINED 03
6600
LSI LOGIC CORP COM 502161102 5069 579291 SH DEFINED 03
579291
LSI LOGIC CORP COM 502161102 53 6009 SH DEFINED 09
6009
LTX CORP COM 502392103 653 45739 SH DEFINED 03 45739
L-3 COMMUNICATIONS HLDGS INC COM 502424104 7230 133892 SH DEFINED 03
133892
LA Z BOY INC COM 505336107 4470 177221 SH DEFINED 03
177221
LABOR READY INC COM NEW 505401208 695 118748 SH DEFINED 03
118748
LABONE INC NEW COM 50540L105 285 10950 SH DEFINED 03
10950
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1808 39600 SH DEFINED 03
39600
LABRANCHE & CO INC COM 505447102 2258 98623 SH DEFINED 03
98623
LACLEDE GROUP INC COM 505597104 1243 52947 SH DEFINED 03
52947
LAFARGE NORTH AMERICA INC COM 505862102 531 15100 SH DEFINED 03 15100
LAM RESEARCH CORP COM 512807108 2885 160449 SH DEFINED 03
160449
LAMAR ADVERTISING CO CL A 512815101 4339 116596 SH DEFINED 03
116596
LANCASTER COLONY CORP COM 513847103 1160 32540 SH DEFINED 03
32540
LANCE INC COM 514606102 1212 83132 SH DEFINED 03
83132
LANDAMERICA FINL GROUP INC COM 514936103 3014 95683 SH DEFINED 03
95683
LANDRYS RESTAURANTS INC COM 51508L103 1885 73897 SH DEFINED 03
73897
LANDSTAR SYS INC COM 515098101 2954 27649 SH DEFINED 03
27649
LATTICE SEMICONDUCTOR CORP COM 518415104 725 83001 SH DEFINED 03 83001
LAUDER ESTEE COS INC CL A 518439104 472 13400 SH DEFINED 03
13400
LAUDER ESTEE COS INC CL A 518439104 152 4308 SH DEFINED 09
4308
LAWSON PRODS INC COM 520776105 875 28384 SH DEFINED 03
28384
LEAP WIRELESS INTL INC COM 521863100 16 15200 SH DEFINED 03
15200
LEAR CORP COM 521865105 14857 321235 SH DEFINED 03
321235
LEARNING TREE INTL INC COM 522015106 248 13400 SH DEFINED 03
13400
LEE ENTERPRISES INC COM 523768109 2062 58907 SH DEFINED 03
58907
LEGATO SYS INC COM 524651106 574 159351 SH DEFINED 03 159351
LEGGETT & PLATT INC COM 524660107 6727 287491 SH DEFINED 03
287491
LEGG MASON INC COM 524901105 3026 61322 SH DEFINED 03
61322
LEHMAN BROS HLDGS INC COM 524908100 46362 741559 SH DEFINED 03
741559
LENNAR CORP COM 526057104 8647 141295 SH DEFINED 03
141295
LENNOX INTL INC COM 526107107 3449 191725 SH DEFINED 03
191725
LEUCADIA NATL CORP COM 527288104 1498 47313 SH DEFINED 03
47313
LEVEL 3 COMMUNICATIONS INC COM 52729N100 106 35900 SH DEFINED 03
35900
LEXICON GENETICS INC COM 528872104 99 20200 SH DEFINED 03 20200
LEXMARK INTL NEW CL A 529771107 17145 315170 SH DEFINED 03
315170
LIBBEY INC COM 529898108 1564 45876 SH DEFINED 03
45876
LIBERATE TECHNOLOGIES COM 530129105 76 28800 SH DEFINED 03
28800
LIBERTY CORP S C COM 530370105 206 5178 SH DEFINED 03
5178
LIBERTY MEDIA CORP NEW COM SER A 530718105 5718 571830 SH DEFINED 03
571830
LIBERTY MEDIA CORP NEW COM SER A 530718105 155 15512 SH DEFINED 09
15512
LIBERTY PPTY TR SH BEN INT 531172104 273 7800 SH DEFINED 03
7800
LIFEPOINT HOSPITALS INC COM 53219L109 2804 77219 SH DEFINED 03 77219
LIGAND PHARMACEUTICALS INC CL B 53220K207 1335 92100 SH DEFINED 03
92100
LILLY ELI & CO COM 532457108 110664 1962133 SH DEFINED 03
1962133
LIMITED BRANDS INC COM 532716107 16149 758148 SH DEFINED 03
758148
LINCARE HLDGS INC COM 532791100 3856 119366 SH DEFINED 03
119366
LINCOLN ELEC HLDGS INC COM 533900106 360 13400 SH DEFINED 03
13400
LINCOLN NATL CORP IND COM 534187109 26720 636188 SH DEFINED 03
636188
LINDSAY MFG CO COM 535555106 733 31678 SH DEFINED 03
31678
LINEAR TECHNOLOGY CORP COM 535678106 14843 472243 SH DEFINED 03 472243
LINEAR TECHNOLOGY CORP COM 535678106 58 1856 SH DEFINED 09
1856
LINENS N THINGS INC COM 535679104 4001 121945 SH DEFINED 03
121945
LITTELFUSE INC COM 537008104 224 9700 SH DEFINED 03
9700
LIZ CLAIBORNE INC COM 539320101 16074 505459 SH DEFINED 03
505459
LIZ CLAIBORNE INC COM 539320101 2274 71523 SH DEFINED 09
71523
LOCAL FINL CORP COM 539553107 166 10200 SH DEFINED 03
10200
LOCKHEED MARTIN CORP COM 539830109 78015 1122516 SH DEFINED 03
1122516
LOEWS CORP COM 540424108 40055 755889 SH DEFINED 03 755889
LOEWS CORP COM 540424108 36 672 SH DEFINED 09
672
LONE STAR STEAKHOUSE SALOON COM 542307103 2030 86040 SH DEFINED 03
86040
LONE STAR TECHNOLOGIES INC COM 542312103 1779 77668 SH DEFINED 03
77668
LONGS DRUG STORES CORP COM 543162101 994 35144 SH DEFINED 03
35144
LONGVIEW FIBRE CO COM 543213102 654 69433 SH DEFINED 03
69433
LOUISIANA PAC CORP COM 546347105 10428 984664 SH DEFINED 03
984664
LOWES COS INC COM 548661107 92896 2046178 SH DEFINED 03
2046178
LUBRIZOL CORP COM 549271104 2679 79965 SH DEFINED 03 79965
LUBYS INC COM 549282101 417 63414 SH DEFINED 03
63414
LUCENT TECHNOLOGIES INC COM 549463107 9156 5515928 SH DEFINED 03
5515928
LUCENT TECHNOLOGIES INC COM 549463107 26 15861 SH DEFINED 09
15861
LYDALL INC DEL COM 550819106 682 44690 SH DEFINED 03
44690
LYONDELL CHEMICAL CO COM 552078107 4533 300192 SH DEFINED 03
300192
M & T BK CORP COM 55261F104 9331 108806 SH DEFINED 03
108806
MAF BANCORP INC COM 55261R108 2915 77536 SH DEFINED 03
77536
MAI SYSTEMS CORP COM 552620205 11 34800 SH DEFINED 03 34800
MBIA INC COM 55262C100 26621 470923 SH DEFINED 03
470923
MBNA CORP COM 55262L100 43993 1330312 SH DEFINED 03
1330312
MBNA CORP COM 55262L100 97 2941 SH DEFINED 09
2941
M D C HLDGS INC COM 552676108 4300 82686 SH DEFINED 03
82686
MDU RES GROUP INC COM 552690109 2614 99414 SH DEFINED 03
99414
MEMC ELECTR MATLS INC COM 552715104 76 15500 SH DEFINED 03
15500
MGIC INVT CORP WIS COM 552848103 28817 425023 SH DEFINED 03
425023
MGI PHARMA INC COM 552880106 553 78347 SH DEFINED 03 78347
MGM MIRAGE COM 552953101 528 15630 SH DEFINED 03
15630
MPS GROUP INC COM 553409103 1014 119318 SH DEFINED 03
119318
MRV COMMUNICATIONS INC COM 553477100 61 39544 SH DEFINED 03
39544
MRO SOFTWARE INC COM 55347W105 892 78354 SH DEFINED 03
78354
MSC INDL DIRECT INC CL A 553530106 279 14300 SH DEFINED 03
14300
MACDERMID INC COM 554273102 1915 89089 SH DEFINED 03
89089
MACERICH CO COM 554382101 322 10400 SH DEFINED 03
10400
MACROVISION CORP COM 555904101 517 39428 SH DEFINED 03 39428
MACROMEDIA INC COM 556100105 2578 290624 SH DEFINED 03
290624
MADDEN STEVEN LTD COM 556269108 452 22800 SH DEFINED 03
22800
MAGNETEK INC COM 559424106 596 60218 SH DEFINED 03
60218
MAIL-WELL INC COM 560321200 85 16300 SH DEFINED 03
16300
MANDALAY RESORT GROUP COM 562567107 11442 415029 SH DEFINED 03
415029
MANHATTAN ASSOCS INC COM 562750109 2502 77810 SH DEFINED 03
77810
MANITOWOC INC COM 563571108 2842 80069 SH DEFINED 03
80069
MANOR CARE INC NEW COM 564055101 5706 248091 SH DEFINED 03 248091
MANPOWER INC COM 56418H100 1683 45792 SH DEFINED 03
45792
MANUFACTURED HOME CMNTYS INC COM 564682102 260 7400 SH DEFINED 03
7400
MAPINFO CORP COM 565105103 369 40519 SH DEFINED 03
40519
MARATHON OIL CORP COM 565849106 33305 1228062 SH DEFINED 03
1228062
MARCUS CORP COM 566330106 1421 85372 SH DEFINED 03
85372
MARSH & MCLENNAN COS INC COM 571748102 43000 445131 SH DEFINED 03
445131
MARSHALL & ILSLEY CORP COM 571834100 9641 311693 SH DEFINED 03
311693
MARRIOTT INTL INC NEW CL A 571903202 14665 385425 SH DEFINED 03 385425
MARRIOTT INTL INC NEW CL A 571903202 784 20594 SH DEFINED 09
20594
MARTIN MARIETTA MATLS INC COM 573284106 1534 39339 SH DEFINED 03
39339
MASCO CORP COM 574599106 27709 1022081 SH DEFINED 03
1022081
MASSEY ENERGY CORP COM 576206106 2608 205365 SH DEFINED 03
205365
MATERIAL SCIENCES CORP COM 576674105 521 37194 SH DEFINED 03
37194
MATRIXONE INC COM 57685P304 61 10000 SH DEFINED 03
10000
MATTEL INC COM 577081102 16868 800186 SH DEFINED 03
800186
MATTHEWS INTL CORP CL A 577128101 250 10700 SH DEFINED 03 10700
MAXTOR CORP COM NEW 577729205 107 23600 SH DEFINED 03
23600
MAXIM INTEGRATED PRODS INC COM 57772K101 19134 499198 SH DEFINED 03
499198
MAXIM INTEGRATED PRODS INC COM 57772K101 58 1505 SH DEFINED 09
1505
MAXYGEN INC COM 577776107 134 11200 SH DEFINED 03
11200
MAY DEPT STORES CO COM 577778103 30871 937469 SH DEFINED 03
937469
MAXIMUS INC COM 577933104 1979 62425 SH DEFINED 03
62425
MAYTAG CORP COM 578592107 21072 494073 SH DEFINED 03
494073
MCAFEE COM CORP CL A 579062100 1050 71700 SH DEFINED 03 71700
MCCLATCHY CO CL A 579489105 313 4875 SH DEFINED 03
4875
MCCORMICK & CO INC COM NON VTG 579780206 3299 128130 SH DEFINED 03
128130
MCDATA CORP CL A 580031201 1664 188896 SH DEFINED 03
188896
MCDERMOTT INTL INC COM 580037109 7798 962696 SH DEFINED 03
962696
MCDONALDS CORP COM 580135101 56538 1987280 SH DEFINED 03
1987280
MCGRAW HILL COS INC COM 580645109 16920 283410 SH DEFINED 03
283410
MCKESSON CORP COM 58155Q103 22181 678315 SH DEFINED 03
678315
MEADE INSTRUMENTS CORP COM 583062104 235 41455 SH DEFINED 03 41455
MEADWESTVACO CORP COM 583334107 31814 947967 SH DEFINED 03
947967
MEDIA GEN INC CL A 584404107 2543 42381 SH DEFINED 03
42381
MEDIACOM COMMUNICATIONS CORP CL A 58446K105 93 11900 SH DEFINED 03
11900
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 4360 101953 SH DEFINED 03
101953
MEDIMMUNE INC COM 584699102 10106 382796 SH DEFINED 03
382796
MEDTRONIC INC COM 585055106 92752 2164567 SH DEFINED 03
2164567
MELLON FINL CORP COM 58551A108 21189 674152 SH DEFINED 03
674152
MEMBERWORKS INC COM 586002107 2051 110680 SH DEFINED 03 110680
MENS WEARHOUSE INC COM 587118100 2929 114855 SH DEFINED 03
114855
MENTOR CORP MINN COM 587188103 3301 89932 SH DEFINED 03
89932
MENTOR GRAPHICS CORP COM 587200106 838 58932 SH DEFINED 03
58932
MERCANTILE BANKSHARES CORP COM 587405101 3043 74177 SH DEFINED 03
74177
MERCK & CO INC COM 589331107 231109 4563758 SH DEFINED 03
4563758
MERCK & CO INC COM 589331107 9067 179058 SH DEFINED 09
179058
MERCURY COMPUTER SYS COM 589378108 1670 80697 SH DEFINED 03
80697
MERCURY GENL CORP NEW COM 589400100 262 5400 SH DEFINED 03 5400
MERCURY INTERACTIVE CORP COM 589405109 14325 623908 SH DEFINED 03
623908
MEREDITH CORP COM 589433101 2955 77046 SH DEFINED 03
77046
MERISTAR HOSPITALITY CORP COM 58984Y103 218 14300 SH DEFINED 03
14300
MERRILL LYNCH & CO INC COM 590188108 92394 2281330 SH DEFINED 03
2281330
MESA AIR GROUP INC COM 590479101 1096 119089 SH DEFINED 03
119089
METHODE ELECTRS INC CL A 591520200 2299 180067 SH DEFINED 03
180067
METLIFE INC COM 59156R108 55309 1920456 SH DEFINED 03
1920456
METRIS COS INC COM 591598107 3534 425216 SH DEFINED 03 425216
METRO GOLDWYN MAYER INC COM 591610100 304 26000 SH DEFINED 03
26000
METRO GOLDWYN MAYER INC COM 591610100 65 5556 SH DEFINED 09
5556
METRO ONE TELECOMMUNICATIONS COM 59163F105 1144 81941 SH DEFINED 03
81941
MICHAELS STORES INC COM 594087108 1977 50700 SH DEFINED 03
50700
MICREL INC COM 594793101 742 51601 SH DEFINED 03
51601
MICROS SYS INC COM 594901100 1471 53069 SH DEFINED 03
53069
MICROSOFT CORP COM 594918104 552843 10106813 SH DEFINED 03
10106813
MICROSOFT CORP COM 594918104 10980 200738 SH DEFINED 09 200738
MICROCHIP TECHNOLOGY INC COM 595017104 6148 224141 SH DEFINED 03
224141
MICROCHIP TECHNOLOGY INC COM 595017104 65 2364 SH DEFINED 09
2364
MICROCELL TELECOMMUNICATIONS CL B NON VTG 59501T304 12 121601 SH DEFINED 03
121601
MICROMUSE INC COM 595094103 70 15100 SH DEFINED 03
15100
MICRON TECHNOLOGY INC COM 595112103 17886 884592 SH DEFINED 03
884592
MICRON TECHNOLOGY INC COM 595112103 63 3115 SH DEFINED 09
3115
MICROSEMI CORP COM 595137100 543 82325 SH DEFINED 03
82325
MICROTUNE INC DEL COM 59514P109 131 14700 SH DEFINED 03 14700
MID-AMER APT CMNTYS INC COM 59522J103 203 7600 SH DEFINED 03
7600
MID ATLANTIC MED SVCS INC COM 59523C107 5263 167894 SH DEFINED 03
167894
MIDAS GROUP INC COM 595626102 544 43842 SH DEFINED 03
43842
MIDWEST EXPRESS HLDGS INC COM 597911106 588 44555 SH DEFINED 03
44555
MIDWAY GAMES INC COM 598148104 1154 135756 SH DEFINED 03
135756
MILACRON INC COM 598709103 1203 118560 SH DEFINED 03
118560
MILLENNIUM PHARMACEUTICALS I COM 599902103 2715 223458 SH DEFINED 03
223458
MILLENNIUM CHEMICALS INC COM 599903101 389 27700 SH DEFINED 03 27700
MILLER HERMAN INC COM 600544100 940 46284 SH DEFINED 03
46284
MILLIPORE CORP COM 601073109 2386 74597 SH DEFINED 03
74597
MILLS CORP COM 601148109 248 8000 SH DEFINED 03
8000
MINERALS TECHNOLOGIES INC COM 603158106 2039 41351 SH DEFINED 03
41351
MIPS TECHNOLOGIES INC CL A 604567107 162 26300 SH DEFINED 03
26300
MIPS TECHNOLOGIES INC CL B 604567206 184 32965 SH DEFINED 03
32965
MIRANT CORP COM 604675108 16335 2237638 SH DEFINED 03
2237638
MISSISSIPPI CHEM CORP COM NEW 605288208 15 13400 SH DEFINED 03 13400
MOBILE MINI INC COM 60740F105 691 40405 SH DEFINED 03
40405
MODINE MFG CO COM 607828100 771 31356 SH DEFINED 03
31356
MOHAWK INDS INC COM 608190104 5306 86242 SH DEFINED 03
86242
MOLEX INC COM 608554101 9267 276371 SH DEFINED 03
276371
MONACO COACH CORP COM 60886R103 1925 90375 SH DEFINED 03
90375
MONY GROUP INC COM 615337102 3009 88472 SH DEFINED 03
88472
MOODYS CORP COM 615369105 11583 232828 SH DEFINED 03
232828
MORGAN STANLEY DEAN WITTER&C COM NEW 617446448 124841 2897891 SH DEFINED 03 2897891
MOTOROLA INC COM 620076109 57559 3945098 SH DEFINED 03
3945098
MOTOROLA INC COM 620076109 68 4642 SH DEFINED 09
4642
MUELLER INDS INC COM 624756102 3296 103824 SH DEFINED 03
103824
MURPHY OIL CORP COM 626717102 4177 50625 SH DEFINED 03
50625
MYERS INDS INC COM 628464109 1203 70182 SH DEFINED 03
70182
MYLAN LABS INC COM 628530107 15880 506552 SH DEFINED 03
506552
NBTY INC COM 628782104 3265 210899 SH DEFINED 03
210899
NCI BUILDING SYS INC COM 628852105 244 13700 SH DEFINED 03 13700
NCO GROUP INC COM 628858102 743 34096 SH DEFINED 03
34096
NCR CORP NEW COM 62886E108 6962 201212 SH DEFINED 03
201212
NIC INC COM 62914B100 26 17600 SH DEFINED 03
17600
NL INDS INC COM NEW 629156407 188 12300 SH DEFINED 03
12300
NMS COMMUNICATIONS CORP COM 629248105 28 11500 SH DEFINED 03
11500
NN INC COM 629337106 157 12300 SH DEFINED 03
12300
NUI CORP COM 629431107 1308 47548 SH DEFINED 03
47548
NVR INC COM 62944T105 7214 22334 SH DEFINED 03 22334
NABI BIOPHARMACEUTICALS COM 629519109 204 38000 SH DEFINED 03
38000
NASH FINCH CO COM 631158102 1976 61812 SH DEFINED 03
61812
NATIONAL CITY CORP COM 635405103 59371 1785591 SH DEFINED 03
1785591
NATIONAL COMMERCE FINL CORP COM 63545P104 5998 228044 SH DEFINED 03
228044
NATIONAL FUEL GAS CO N J COM 636180101 2301 102204 SH DEFINED 03
102204
NATIONAL INSTRS CORP COM 636518102 1165 35786 SH DEFINED 03
35786
NATIONAL-OILWELL INC COM 637071101 1298 61681 SH DEFINED 03
61681
NATIONAL PRESTO INDS INC COM 637215104 590 18434 SH DEFINED 03 18434
NATIONAL PROCESSING INC COM 637229105 235 9100 SH DEFINED 03
9100
NATIONAL SEMICONDUCTOR CORP COM 637640103 24634 844507 SH DEFINED 03
844507
NATIONAL SEMICONDUCTOR CORP COM 637640103 68 2341 SH DEFINED 09
2341
NATIONWIDE HEALTH PPTYS INC COM 638620104 313 16700 SH DEFINED 03
16700
NATURES SUNSHINE PRODUCTS IN COM 639027101 460 40700 SH DEFINED 03
40700
NAUTICA ENTERPRISES INC COM 639089101 1434 110417 SH DEFINED 03
110417
NAUTILUS GROUP INC COM 63910B102 312 10200 SH DEFINED 03
10200
NAVISTAR INTL CORP NEW COM 63934E108 8235 257355 SH DEFINED 03 257355
NAVIGANT CONSULTING INC COM 63935N107 77 11050 SH DEFINED 03
11050
NDCHEALTH CORP COM 639480102 3670 131553 SH DEFINED 03
131553
NEIMAN MARCUS GROUP INC CL A 640204202 2227 64172 SH DEFINED 03
64172
NELSON THOMAS INC COM 640376109 378 35815 SH DEFINED 03
35815
NETBANK INC COM 640933107 1262 108336 SH DEFINED 03
108336
NETWORKS ASSOCS INC COM 640938106 5497 285287 SH DEFINED 03
285287
NETEGRITY INC COM 64110P107 566 91824 SH DEFINED 03
91824
NETMANAGE INC COM 641144100 23 41194 SH DEFINED 03 41194
NETRO CORP COM 64114R109 26 11400 SH DEFINED 03
11400
NETIQ CORP COM 64115P102 319 14095 SH DEFINED 03
14095
NETWORK EQUIP TECHNOLOGIES COM 641208103 287 66661 SH DEFINED 03
66661
NETWORK APPLIANCE INC COM 64120L104 6218 499868 SH DEFINED 03
499868
NEUBERGER BERMAN INC COM 641234109 2283 62390 SH DEFINED 03
62390
NEUROCRINE BIOSCIENCES INC COM 64125C109 255 8900 SH DEFINED 03
8900
NEW ENGLAND BUSINESS SVC INC COM 643872104 964 38327 SH DEFINED 03
38327
NEW FOCUS INC COM 644383101 36 12100 SH DEFINED 03 12100
NEW JERSEY RES COM 646025106 2310 77389 SH DEFINED 03
77389
NEW PLAN EXCEL RLTY TR INC COM 648053106 1539 73901 SH DEFINED 03
73901
NEW YORK CMNTY BANCORP INC COM 649445103 7134 263252 SH DEFINED 03
263252
NEW YORK TIMES CO CL A 650111107 19690 382326 SH DEFINED 03
382326
NEWELL RUBBERMAID INC COM 651229106 13374 381450 SH DEFINED 03
381450
NEWFIELD EXPL CO COM 651290108 5632 151509 SH DEFINED 03
151509
NEWHALL LAND & FARMING CO CA DEPOSITARY REC 651426108 230 7200 SH DEFINED 03
7200
NEWMONT MINING CORP COM 651639106 14506 550946 SH DEFINED 03 550946
NEWPARK RES INC COM PAR $.01NE 651718504 204 27800 SH DEFINED 03
27800
NEWPORT CORP COM 651824104 594 37952 SH DEFINED 03
37952
NEXTEL COMMUNICATIONS INC CL A 65332V103 3819 1189805 SH DEFINED 03
1189805
NEXTEL COMMUNICATIONS INC CL A 65332V103 19 6021 SH DEFINED 09
6021
NEXTEL PARTNERS INC CL A 65333F107 176 58400 SH DEFINED 03
58400
NICOR INC COM 654086107 15865 346785 SH DEFINED 03
346785
NIKE INC CL B 654106103 26698 497639 SH DEFINED 03
497639
NIKE INC CL B 654106103 434 8085 SH DEFINED 09 8085
NIKU CORP COM 654113109 6 14400 SH DEFINED 03
14400
99 CENTS ONLY STORES COM 65440K106 8094 315547 SH DEFINED 03
315547
NISOURCE INC COM 65473P105 10332 473290 SH DEFINED 03
473290
NOKIA CORP SPONSORED ADR 654902204 2776 191694 SH DEFINED 03
191694
NOBLE ENERGY INC COM 655044105 1592 44160 SH DEFINED 03
44160
NORDSON CORP COM 655663102 839 34006 SH DEFINED 03
34006
NORDSTROM INC COM 655664100 4504 198841 SH DEFINED 03
198841
NORFOLK SOUTHERN CORP COM 655844108 13064 558766 SH DEFINED 03 558766
NORTEK INC COM 656559101 1091 24200 SH DEFINED 03
24200
NORTEL NETWORKS CORP NEW COM 656568102 6776 4673162 SH DEFINED 03
4673162
NORTH FORK BANCORPORATION NY COM 659424105 8967 225241 SH DEFINED 03
225241
NORTHEAST UTILS COM 664397106 3848 204566 SH DEFINED 03
204566
NORTHERN TR CORP COM 665859104 14024 318293 SH DEFINED 03
318293
NORTHROP GRUMMAN CORP COM 666807102 38298 306384 SH DEFINED 03
306384
NORTHWEST AIRLS CORP CL A 667280101 140 11600 SH DEFINED 03
11600
NORTHWEST BANCORP INC PA COM 667328108 215 16300 SH DEFINED 03 16300
NORTHWEST NAT GAS CO COM 667655104 2150 74771 SH DEFINED 03
74771
NORTHWESTERN CORP COM 668074107 2490 146903 SH DEFINED 03
146903
NOVATEL WIRELESS INC COM 66987M109 4 11900 SH DEFINED 03
11900
NOVELL INC COM 670006105 1940 604309 SH DEFINED 03
604309
NOVELLUS SYS INC COM 670008101 7429 218493 SH DEFINED 03
218493
NOVELLUS SYS INC COM 670008101 52 1519 SH DEFINED 09
1519
NOVEN PHARMACEUTICALS INC COM 670009109 2895 113511 SH DEFINED 03
113511
NOVOSTE CORP COM 67010C100 437 94600 SH DEFINED 03 94600
NU SKIN ENTERPRISES INC CL A 67018T105 153 10500 SH DEFINED 03
10500
NSTAR COM 67019E107 2691 60084 SH DEFINED 03
60084
NUCOR CORP COM 670346105 19908 306082 SH DEFINED 03
306082
NUEVO ENERGY CO COM 670509108 1153 73005 SH DEFINED 03
73005
NVIDIA CORP COM 67066G104 4707 273962 SH DEFINED 03
273962
NVIDIA CORP COM 67066G104 34 1989 SH DEFINED 09
1989
NYFIX INC COM 670712108 726 85460 SH DEFINED 03
85460
O CHARLEYS INC COM 670823103 1463 57840 SH DEFINED 03 57840
OGE ENERGY CORP COM 670837103 1884 82427 SH DEFINED 03
82427
OM GROUP INC COM 670872100 5056 81550 SH DEFINED 03
81550
OAK TECHNOLOGY INC COM 671802106 306 67600 SH DEFINED 03
67600
OCCIDENTAL PETE CORP DEL COM 674599105 50171 1672928 SH DEFINED 03
1672928
OCEAN ENERGY INC DEL COM 67481E106 6081 280628 SH DEFINED 03
280628
OCEANEERING INTL INC COM 675232102 2304 85340 SH DEFINED 03
85340
OCWEN FINL CORP COM 675746101 191 34700 SH DEFINED 03
34700
OFFICE DEPOT INC COM 676220106 17342 1032286 SH DEFINED 03 1032286
OFFICEMAX INC COM 67622M108 233 39500 SH DEFINED 03
39500
OFFSHORE LOGISTICS INC COM 676255102 1441 60304 SH DEFINED 03
60304
OHIO CAS CORP COM 677240103 1349 64548 SH DEFINED 03
64548
OIL STS INTL INC COM 678026105 186 15600 SH DEFINED 03
15600
OLD REP INTL CORP COM 680223104 10049 319029 SH DEFINED 03
319029
OLIN CORP COM PAR $1 680665205 994 44893 SH DEFINED 03
44893
OMNICARE INC COM 681904108 1959 74588 SH DEFINED 03
74588
OMNICOM GROUP INC COM 681919106 13006 283974 SH DEFINED 03 283974
OMNICOM GROUP INC COM 681919106 197 4312 SH DEFINED 09
4312
OMEGA WORLDWIDE INC COM 68210B108 59 28175 SH DEFINED 03
28175
OMNOVA SOLUTIONS INC COM 682129101 977 116330 SH DEFINED 03
116330
ON ASSIGNMENT INC COM 682159108 1488 83618 SH DEFINED 03
83618
ONEOK INC NEW COM 682680103 1595 72644 SH DEFINED 03
72644
ON2 TECHNOLOGIES INC COM 68338A107 2 10100 SH DEFINED 03
10100
ONYX SOFTWARE CORP COM 683402101 43 12700 SH DEFINED 03
12700
OPENWAVE SYS INC COM 683718100 92 16347 SH DEFINED 03 16347
OPLINK COMMUNICATIONS INC COM 68375Q106 20 27900 SH DEFINED 03
27900
OPTICAL CABLE CORP COM 683827109 9 17400 SH DEFINED 03
17400
ORACLE CORP COM 68389X105 99858 10544618 SH DEFINED 03
10544618
ORACLE CORP COM 68389X105 7582 800613 SH DEFINED 09
800613
ORBITAL SCIENCES CORP COM 685564106 81 10200 SH DEFINED 03
10200
O REILLY AUTOMOTIVE INC COM 686091109 4001 145172 SH DEFINED 03
145172
ORTHODONTIC CTRS AMER INC COM 68750P103 3368 146122 SH DEFINED 03
146122
OSHKOSH B GOSH INC CL A 688222207 2128 48922 SH DEFINED 03 48922
OSHKOSH TRUCK CORP COM 688239201 3275 55405 SH DEFINED 03
55405
OSTEOTECH INC COM 688582105 308 41655 SH DEFINED 03
41655
OSTEX INTL INC COM 68859Q101 64 46500 SH DEFINED 03
46500
OTTER TAIL CORP COM 689648103 255 8100 SH DEFINED 03
8100
OUTBACK STEAKHOUSE INC COM 689899102 3370 96000 SH DEFINED 03
96000
OVERSEAS SHIPHOLDING GROUP I COM 690368105 1433 67979 SH DEFINED 03
67979
OVERTURE SVCS INC COM 69039R100 275 11000 SH DEFINED 03
11000
OWENS & MINOR INC NEW COM 690732102 2699 136603 SH DEFINED 03 136603
OWENS ILL INC COM NEW 690768403 610 44400 SH DEFINED 03
44400
OXFORD HEALTH PLANS INC COM 691471106 8172 175884 SH DEFINED 03
175884
OXFORD INDS INC COM 691497309 533 19041 SH DEFINED 03
19041
PC-TEL INC COM 69325Q105 435 64261 SH DEFINED 03
64261
PG&E CORP COM 69331C108 13285 742589 SH DEFINED 03
742589
PFF BANCORP INC COM 69331W104 227 5900 SH DEFINED 03
5900
P F CHANGS CHINA BISTRO INC COM 69333Y108 2340 74490 SH DEFINED 03
74490
PMC-SIERRA INC COM 69344F106 1923 207418 SH DEFINED 03 207418
PMI GROUP INC WHEN ISSUED 69344M101 6243 163428 SH DEFINED 03
163428
PNC FINL SVCS GROUP INC COM 693475105 48469 927098 SH DEFINED 03
927098
PNM RES INC COM 69349H107 3993 164995 SH DEFINED 03
164995
PPG INDS INC COM 693506107 29528 477034 SH DEFINED 03
477034
PPL CORP COM 69351T106 8190 247577 SH DEFINED 03
247577
PRG-SCHULTZ INTERNATIONAL IN COM 69357C107 2413 196051 SH DEFINED 03
196051
PS BUSINESS PKS INC CALIF COM 69360J107 248 7100 SH DEFINED 03
7100
PSS WORLD MED INC COM 69366A100 369 45600 SH DEFINED 03 45600
PACCAR INC COM 693718108 18569 418320 SH DEFINED 03
418320
PACIFIC CAP BANCORP NEW COM 69404P101 306 12799 SH DEFINED 03
12799
PACIFIC SUNWEAR CALIF INC COM 694873100 2174 98047 SH DEFINED 03
98047
PACIFICARE HEALTH SYS DEL COM 695112102 2738 100657 SH DEFINED 03
100657
PACKAGING CORP AMER COM 695156109 1956 98333 SH DEFINED 03
98333
PACTIV CORP COM 695257105 5506 231362 SH DEFINED 03
231362
PALL CORP COM 696429307 3756 181001 SH DEFINED 03
181001
PALM INC COM 696642107 1475 838044 SH DEFINED 03 838044
PANAMSAT CORP NEW COM 697933109 2143 94826 SH DEFINED 03
94826
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 390 11404 SH DEFINED 03
11404
PANERA BREAD CO CL A 69840W108 2786 80810 SH DEFINED 03
80810
PAPA JOHNS INTL INC COM 698813102 2959 88621 SH DEFINED 03
88621
PARAMETRIC TECHNOLOGY CORP COM 699173100 1381 402621 SH DEFINED 03
402621
PAREXEL INTL CORP COM 699462107 1066 76654 SH DEFINED 03
76654
PARK ELECTROCHEMICAL CORP COM 700416209 1792 67604 SH DEFINED 03
67604
PARK NATL CORP COM 700658107 318 3700 SH DEFINED 03 3700
PARK PL ENTMT CORP COM 700690100 7345 716577 SH DEFINED 03
716577
PARKER DRILLING CO COM 701081101 47 14300 SH DEFINED 03
14300
PARKER HANNIFIN CORP COM 701094104 22235 465275 SH DEFINED 03
465275
PATINA OIL & GAS CORP COM 703224105 4394 160187 SH DEFINED 03
160187
PATHMARK STORES INC NEW COM 70322A101 228 12100 SH DEFINED 03
12100
PATHMARK STORES INC NEW *W EXP 09/10/2 70322A119 89 17625 SH DEFINED 03
17625
PATTERSON DENTAL CO COM 703412106 3148 62539 SH DEFINED 03
62539
PATTERSON UTI ENERGY INC COM 703481101 1310 46396 SH DEFINED 03 46396
PAXAR CORP COM 704227107 3196 190830 SH DEFINED 03
190830
PAXSON COMMUNICATIONS CORP COM 704231109 133 24100 SH DEFINED 03
24100
PAYCHEX INC COM 704326107 16811 537273 SH DEFINED 03
537273
PAYCHEX INC COM 704326107 1986 63470 SH DEFINED 09
63470
PAYLESS SHOESOURCE INC COM 704379106 3102 53807 SH DEFINED 03
53807
PEDIATRIX MED GROUP COM 705324101 1979 79154 SH DEFINED 03
79154
PEGASUS SOLUTIONS INC COM 705906105 1465 83711 SH DEFINED 03
83711
PENFORD CORP COM 707051108 342 18884 SH DEFINED 03 18884
PENN NATL GAMING INC COM 707569109 327 18000 SH DEFINED 03
18000
PENNEY J C INC COM 708160106 17408 790532 SH DEFINED 03
790532
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 260 9600 SH DEFINED 03
9600
PENNZOIL-QUAKER STATE COMPAN COM 709323109 4035 187409 SH DEFINED 03
187409
PENTAIR INC COM 709631105 5575 115955 SH DEFINED 03
115955
PENTON MEDIA INC COM 709668107 194 90289 SH DEFINED 03
90289
PEOPLES ENERGY CORP COM 711030106 11405 312803 SH DEFINED 03
312803
PEOPLESOFT INC COM 712713106 6866 461401 SH DEFINED 03 461401
PEP BOYS MANNY MOE & JACK COM 713278109 2995 177750 SH DEFINED 03
177750
PEPSI BOTTLING GROUP INC COM 713409100 26434 858250 SH DEFINED 03
858250
PEPSIAMERICAS INC COM 71343P200 5046 337754 SH DEFINED 03
337754
PEPSICO INC COM 713448108 165231 3428029 SH DEFINED 03
3428029
PER-SE TECHNOLOGIES INC COM NEW 713569309 106 11533 SH DEFINED 03
11533
PEREGRINE PHARMACEUTICALS IN COM 713661106 16 14000 SH DEFINED 03
14000
PEREGRINE SYSTEMS INC COM 71366Q101 5 17957 SH DEFINED 03
17957
PERFORMANCE FOOD GROUP CO COM 713755106 4609 136109 SH DEFINED 03 136109
PERICOM SEMICONDUCTOR CORP COM 713831105 898 77461 SH DEFINED 03
77461
PERKINELMER INC COM 714046109 1879 170082 SH DEFINED 03
170082
PEROT SYS CORP CL A 714265105 252 23100 SH DEFINED 03
23100
PERRIGO CO COM 714290103 1649 126847 SH DEFINED 03
126847
PETSMART INC COM 716768106 720 44900 SH DEFINED 03
44900
PFIZER INC COM 717081103 444953 12712930 SH DEFINED 03
12712930
PFIZER INC COM 717081103 374 10682 SH DEFINED 09
10682
PHARMACEUTICAL PROD DEV INC COM 717124101 4150 157550 SH DEFINED 03 157550
PHARMACEUTICAL RES INC COM 717125108 764 27500 SH DEFINED 03
27500
PHARMOS CORP COM NEW 717139208 10 10800 SH DEFINED 03
10800
PHARMACIA CORP COM 71713U102 88980 2375957 SH DEFINED 03
2375957
PHELPS DODGE CORP COM 717265102 13409 325454 SH DEFINED 03
325454
PHILADELPHIA CONS HLDG CORP COM 717528103 2692 59383 SH DEFINED 03
59383
PHILADELPHIA SUBN CORP COM PAR $0.50 718009608 3871 191632 SH DEFINED 03
191632
PHILIP MORRIS COS INC COM 718154107 178675 4090541 SH DEFINED 03
4090541
PHILIP MORRIS COS INC COM 718154107 22745 520719 SH DEFINED 09 520719
PHILLIPS PETE CO COM 718507106 53767 913158 SH DEFINED 03
913158
PHILLIPS VAN HEUSEN CORP COM 718592108 1258 80653 SH DEFINED 03
80653
PHOENIX COS INC NEW COM 71902E109 193 10500 SH DEFINED 03
10500
PHOENIX TECHNOLOGY LTD COM 719153108 910 90961 SH DEFINED 03
90961
PHOTON DYNAMICS INC COM 719364101 1388 46255 SH DEFINED 03
46255
PHOTRONICS INC COM 719405102 2094 110550 SH DEFINED 03
110550
PIEDMONT NAT GAS INC COM 720186105 3590 97089 SH DEFINED 03
97089
PIER 1 IMPORTS INC COM 720279108 6497 309366 SH DEFINED 03 309366
PINNACLE ENTMT INC COM 723456109 813 76468 SH DEFINED 03
76468
PINNACLE SYS INC COM 723481107 2652 241287 SH DEFINED 03
241287
PINNACLE WEST CAP CORP COM 723484101 7052 178522 SH DEFINED 03
178522
PIONEER NAT RES CO COM 723787107 3371 129398 SH DEFINED 03
129398
PIONEER STD ELECTRS INC COM 723877106 1018 97988 SH DEFINED 03
97988
PITNEY BOWES INC COM 724479100 21879 550831 SH DEFINED 03
550831
PITTSTON CO COM BRINKS GRP 725701106 2541 105888 SH DEFINED 03
105888
PIXAR COM 725811103 207 4700 SH DEFINED 03 4700
PLACER DOME INC COM 725906101 5215 465210 SH DEFINED 03
465210
PLAINS RES INC COM PAR $0.10 726540503 1798 67232 SH DEFINED 03
67232
PLAN VISTA CORP COM 72701P105 46 13000 SH DEFINED 03
13000
PLANTRONICS INC NEW COM 727493108 1892 99510 SH DEFINED 03
99510
PLAYTEX PRODS INC COM 72813P100 216 16700 SH DEFINED 03
16700
PLEXUS CORP COM 729132100 1106 61112 SH DEFINED 03
61112
PLUM CREEK TIMBER CO INC COM 729251108 8050 262214 SH DEFINED 03
262214
POGO PRODUCING CO COM 730448107 5020 153886 SH DEFINED 03 153886
POLARIS INDS INC COM 731068102 4971 76482 SH DEFINED 03
76482
POLYCOM INC COM 73172K104 931 77645 SH DEFINED 03
77645
POLYMEDICA CORP COM 731738100 2246 87927 SH DEFINED 03
87927
POLYONE CORP COM 73179P106 3202 284631 SH DEFINED 03
284631
POPE & TALBOT INC COM 732827100 895 47808 SH DEFINED 03
47808
POPULAR INC COM 733174106 691 20516 SH DEFINED 03
20516
PORTAL SOFTWARE INC COM 736126103 26 34500 SH DEFINED 03
34500
POSSIS MEDICAL INC COM 737407106 251 20300 SH DEFINED 03 20300
POST PPTYS INC COM 737464107 332 11000 SH DEFINED 03
11000
POTLATCH CORP COM 737628107 936 27525 SH DEFINED 03
27525
POTOMAC ELEC PWR CO COM 737679100 4205 195769 SH DEFINED 03
195769
POWER INTEGRATIONS INC COM 739276103 1592 88918 SH DEFINED 03
88918
POWER-ONE INC COM 739308104 710 114142 SH DEFINED 03
114142
POWERWAVE TECHNOLOGIES INC COM 739363109 9857 1076098 SH DEFINED 03
1076098
PRAECIS PHARMACEUTICALS INC COM 739421105 46 13300 SH DEFINED 03
13300
PRAXAIR INC COM 74005P104 34747 609923 SH DEFINED 03 609923
PRE PAID LEGAL SVCS INC COM 740065107 1369 68790 SH DEFINED 03
68790
PRECISION CASTPARTS CORP COM 740189105 5103 154634 SH DEFINED 03
154634
PRENTISS PPTYS TR SH BEN INT 740706106 349 11000 SH DEFINED 03
11000
PRESIDENTIAL LIFE CORP COM 740884101 1709 84289 SH DEFINED 03
84289
PRICE COMMUNICATIONS CORP COM NEW 741437305 1061 66304 SH DEFINED 03
66304
PRICE T ROWE GROUP INC COM 74144T108 5575 169557 SH DEFINED 03
169557
PRICELINE COM INC COM 741503106 98 35200 SH DEFINED 03
35200
PRIDE INTL INC DEL COM 74153Q102 1577 100733 SH DEFINED 03 100733
PRIMEDIA INC COM 74157K101 72 59413 SH DEFINED 03
59413
PRIMA ENERGY CORP COM PAR $0.015 741901201 784 34384 SH DEFINED 03
34384
PRIME HOSPITALITY CORP COM 741917108 1640 126230 SH DEFINED 03
126230
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 1212 39100 SH DEFINED 03
39100
PRIORITY HEALTHCARE CORP CL B 74264T102 6391 271942 SH DEFINED 03
271942
PROCTER & GAMBLE CO COM 742718109 222292 2489276 SH DEFINED 03
2489276
PROCTER & GAMBLE CO COM 742718109 229 2560 SH DEFINED 09
2560
PROGRESS ENERGY INC COM 743263105 16466 316596 SH DEFINED 03 316596
PROGRESS SOFTWARE CORP COM 743312100 1548 104860 SH DEFINED 03
104860
PROGRESSIVE CORP OHIO COM 743315103 22077 381626 SH DEFINED 03
381626
PROLOGIS TR SH BEN INT 743410102 852 32762 SH DEFINED 03
32762
PROQUEST COMPANY COM 74346P102 206 5800 SH DEFINED 03
5800
PROTECTION ONE INC COM 743663304 37 13600 SH DEFINED 03
13600
PROTECTIVE LIFE CORP COM 743674103 2557 77256 SH DEFINED 03
77256
PROTEIN DESIGN LABS INC COM 74369L103 749 68959 SH DEFINED 03
68959
PROVIDENT BANKSHARES CORP COM 743859100 2136 90175 SH DEFINED 03 90175
PROVIDENT FINL GROUP INC COM 743866105 1829 63039 SH DEFINED 03
63039
PROVINCE HEALTHCARE CO COM 743977100 3033 135661 SH DEFINED 03
135661
PROVIDIAN FINL CORP COM 74406A102 2472 420469 SH DEFINED 03
420469
PROXIM CORP CL A 744283102 83 27727 SH DEFINED 03
27727
PUBLIC SVC ENTERPRISE GROUP COM 744573106 24695 570332 SH DEFINED 03
570332
PUBLIC STORAGE INC COM 74460D109 519 14000 SH DEFINED 03
14000
PUGET ENERGY INC NEW COM 745310102 2252 109033 SH DEFINED 03
109033
PULTE HOMES INC COM 745867101 19987 347725 SH DEFINED 03 347725
PULTE HOMES INC COM 745867101 2957 51449 SH DEFINED 09
51449
PUMATECH INC COM 745887109 6 11000 SH DEFINED 03
11000
PURE RES INC COM 74622E102 260 12500 SH DEFINED 03
12500
QRS CORP COM 74726X105 337 43233 SH DEFINED 03
43233
QLOGIC CORP COM 747277101 20510 538320 SH DEFINED 03
538320
QLOGIC CORP COM 747277101 57 1503 SH DEFINED 09
1503
QAD INC COM 74727D108 70 24500 SH DEFINED 03
24500
QUAKER CHEM CORP COM 747316107 700 28577 SH DEFINED 03 28577
QUALCOMM INC COM 747525103 32302 1175031 SH DEFINED 03
1175031
QUANEX CORP COM 747620102 2048 46873 SH DEFINED 03
46873
QUANTA SVCS INC COM 74762E102 902 91421 SH DEFINED 03
91421
QUANTUM CORP COM DSSG 747906204 667 158693 SH DEFINED 03
158693
QUEST DIAGNOSTICS INC COM 74834L100 19435 225859 SH DEFINED 03
225859
QUESTAR CORP COM 748356102 4005 162154 SH DEFINED 03
162154
QUIKSILVER INC COM 74838C106 1553 62618 SH DEFINED 03
62618
QUINTILES TRANSNATIONAL CORP COM 748767100 2146 171800 SH DEFINED 03 171800
QWEST COMMUNICATIONS INTL IN COM 749121109 6751 2411196 SH DEFINED 03
2411196
QWEST COMMUNICATIONS INTL IN COM 749121109 52 18677 SH DEFINED 09
18677
R & G FINANCIAL CORP CL B 749136107 211 8900 SH DEFINED 03
8900
RFS HOTEL INVS INC COM 74955J108 431 31800 SH DEFINED 03
31800
R H DONNELLEY CORP COM NEW 74955W307 276 9854 SH DEFINED 03
9854
R G S ENERGY GROUP INC COM 74956K104 4180 106645 SH DEFINED 03
106645
RLI CORP COM 749607107 1350 26477 SH DEFINED 03
26477
RPM INC OHIO COM 749685103 3232 211912 SH DEFINED 03 211912
RSA SEC INC COM 749719100 220 45680 SH DEFINED 03
45680
RTI INTL METALS INC COM 74973W107 741 60983 SH DEFINED 03
60983
RF MICRODEVICES INC COM 749941100 5253 689306 SH DEFINED 03
689306
RADIAN GROUP INC COM 750236101 9740 199395 SH DEFINED 03
199395
RADIANT SYSTEMS INC COM 75025N102 1277 98010 SH DEFINED 03
98010
RADIOSHACK CORP COM 750438103 7758 258082 SH DEFINED 03
258082
RADISYS CORP COM 750459109 751 64612 SH DEFINED 03
64612
RAINBOW TECHNOLOGIES INC COM 750862104 377 76589 SH DEFINED 03 76589
RAMBUS INC DEL COM 750917106 108 26300 SH DEFINED 03
26300
RALCORP HLDGS INC NEW COM 751028101 2999 95960 SH DEFINED 03
95960
RARE HOSPITALITY INTL INC COM 753820109 1647 61190 SH DEFINED 03
61190
RATIONAL SOFTWARE CORP COM NEW 75409P202 2218 270108 SH DEFINED 03
270108
RAYMOND JAMES FINANCIAL INC COM 754730109 3905 137146 SH DEFINED 03
137146
RAYONIER INC COM 754907103 2189 44548 SH DEFINED 03
44548
RAYOVAC CORP COM 755081106 222 12000 SH DEFINED 03
12000
RAYTHEON CO COM NEW 755111507 35445 869806 SH DEFINED 03 869806
READ-RITE CORP COM 755246105 32 67300 SH DEFINED 03
67300
READERS DIGEST ASSN INC CL A NON VTG 755267101 2450 130830 SH DEFINED 03
130830
REALNETWORKS INC COM 75605L104 59 14600 SH DEFINED 03
14600
REALTY INCOME CORP COM 756109104 336 9100 SH DEFINED 03
9100
RECKSON ASSOCS RLTY CORP COM 75621K106 351 14100 SH DEFINED 03
14100
RED HAT INC COM 756577102 100 17000 SH DEFINED 03
17000
REDBACK NETWORKS INC COM 757209101 90 50500 SH DEFINED 03
50500
REEBOK INTL LTD COM 758110100 22196 752400 SH DEFINED 03 752400
REGAL BELOIT CORP COM 758750103 1643 67583 SH DEFINED 03
67583
REGENCY CTRS CORP COM 758849103 299 10100 SH DEFINED 03
10100
REGENERON PHARMACEUTICALS COM 75886F107 1841 126901 SH DEFINED 03
126901
REGIS CORP MINN COM 758932107 3548 131325 SH DEFINED 03
131325
REGIONS FINL CORP COM 758940100 27956 795342 SH DEFINED 03
795342
REHABCARE GROUP INC COM 759148109 1175 48912 SH DEFINED 03
48912
RELIANCE STEEL & ALUMINUM CO COM 759509102 2796 91685 SH DEFINED 03
91685
RELIANT RES INC COM 75952B105 1384 158200 SH DEFINED 03 158200
RELIANT ENERGY INC COM 75952J108 14355 849436 SH DEFINED 03
849436
REMEC INC COM 759543101 77 13800 SH DEFINED 03
13800
REMINGTON OIL & GAS CORP COM 759594302 1536 77111 SH DEFINED 03
77111
RENAISSANCE LEARNING INC COM 75968L105 328 16200 SH DEFINED 03
16200
RENAL CARE GROUP INC COM 759930100 4495 144306 SH DEFINED 03
144306
RENT A CTR INC NEW COM 76009N100 777 13400 SH DEFINED 03
13400
REPUBLIC BANCORP INC COM 760282103 348 23285 SH DEFINED 03
23285
REPUBLIC SVCS INC COM 760759100 9483 497261 SH DEFINED 03 497261
RESMED INC COM 761152107 2824 96039 SH DEFINED 03
96039
RESPIRONICS INC COM 761230101 5601 164499 SH DEFINED 03
164499
RETEK INC COM 76128Q109 1316 54166 SH DEFINED 03
54166
REYNOLDS & REYNOLDS CO CL A 761695105 3315 118612 SH DEFINED 03
118612
REYNOLDS R J TOB HLDGS INC COM 76182K105 10932 203385 SH DEFINED 03
203385
RIGGS NATL CORP WASH DC COM 766570105 1496 100325 SH DEFINED 03
100325
RITE AID CORP COM 767754104 120 50970 SH DEFINED 03
50970
RIVERSTONE NETWORKS INC COM 769320102 36 11568 SH DEFINED 03 11568
ROADWAY CORP COM 769742107 2269 63154 SH DEFINED 03
63154
ROBBINS & MYERS INC COM 770196103 957 36462 SH DEFINED 03
36462
ROBERT HALF INTL INC COM 770323103 5684 243956 SH DEFINED 03
243956
ROCKWELL AUTOMATION INC COM 773903109 20517 1026881 SH DEFINED 03
1026881
ROCKWELL COLLINS INC COM 774341101 19384 706922 SH DEFINED 03
706922
ROGERS CORP COM 775133101 1171 42883 SH DEFINED 03
42883
ROHM & HAAS CO COM 775371107 24813 612822 SH DEFINED 03
612822
ROHN INDS INC COM 775381106 3 13300 SH DEFINED 03 13300
ROLLINS INC COM 775711104 436 21451 SH DEFINED 03
21451
ROPER INDS INC NEW COM 776696106 3498 93774 SH DEFINED 03
93774
ROSLYN BANCORP INC COM 778162107 3570 163533 SH DEFINED 03
163533
ROSS STORES INC COM 778296103 5206 127764 SH DEFINED 03
127764
ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 778529107 126 21080 SH DEFINED 03
21080
ROUSE CO COM 779273101 257 7800 SH DEFINED 03
7800
ROWAN COS INC COM 779382100 12865 599744 SH DEFINED 03
599744
ROXIO INC COM 780008108 800 111112 SH DEFINED 03 111112
ROYAL APPLIANCE MFG CO COM 780076105 301 46605 SH DEFINED 03
46605
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 241276 4365405 SH DEFINED 03
4365405
RUBY TUESDAY INC COM 781182100 5590 288119 SH DEFINED 03
288119
RUDDICK CORP COM 781258108 785 46295 SH DEFINED 03
46295
RUDOLPH TECHNOLOGIES INC COM 781270103 1137 45598 SH DEFINED 03
45598
RUSS BERRIE & CO COM 782233100 2024 57169 SH DEFINED 03
57169
RUSSELL CORP COM 782352108 2152 111796 SH DEFINED 03
111796
RYANS FAMILY STEAK HOUSE INC COM 783519101 2788 211058 SH DEFINED 03 211058
RYDER SYS INC COM 783549108 14462 533838 SH DEFINED 03
533838
RYERSON TULL INC NEW COM 78375P107 819 70413 SH DEFINED 03
70413
RYLAND GROUP INC COM 783764103 4569 91846 SH DEFINED 03
91846
S & T BANCORP INC COM 783859101 316 11700 SH DEFINED 03
11700
SBC COMMUNICATIONS INC COM 78387G103 224081 7346903 SH DEFINED 03
7346903
SBC COMMUNICATIONS INC COM 78387G103 38477 1261526 SH DEFINED 09
1261526
SBS TECHNOLOGIES INC COM 78387P103 476 38862 SH DEFINED 03
38862
SCM MICROSYSTEMS INC COM 784018103 589 44055 SH DEFINED 03 44055
SCP POOL CORP COM 784028102 2639 95082 SH DEFINED 03
95082
SCPIE HLDGS INC COM 78402P104 154 25270 SH DEFINED 03
25270
SEI INVESTMENTS CO COM 784117103 2476 87906 SH DEFINED 03
87906
SL GREEN RLTY CORP COM 78440X101 403 11300 SH DEFINED 03
11300
SLM CORP COM 78442P106 23761 245210 SH DEFINED 03
245210
SPS TECHNOLOGIES INC COM 784626103 1509 39541 SH DEFINED 03
39541
SPDR TR UNIT SER 1 78462F103 35353 357242 SH DEFINED 03
357242
SPSS INC COM 78462K102 737 47408 SH DEFINED 03 47408
SPX CORP COM 784635104 4431 37709 SH DEFINED 03
37709
S1 CORPORATION COM 78463B101 196 26500 SH DEFINED 03
26500
SABA SOFTWARE INC COM 784932105 29 11300 SH DEFINED 03
11300
SWS GROUP INC COM 78503N107 1367 69672 SH DEFINED 03
69672
SABRE HLDGS CORP CL A 785905100 18411 514276 SH DEFINED 03
514276
SAFECO CORP COM 786429100 9168 296791 SH DEFINED 03
296791
SAFEGUARD SCIENTIFICS INC COM 786449108 56 27800 SH DEFINED 03
27800
SAFEWAY INC COM NEW 786514208 45490 1558407 SH DEFINED 03 1558407
ST JOE CO COM 790148100 324 10800 SH DEFINED 03
10800
ST JUDE MED INC COM 790849103 13584 183943 SH DEFINED 03
183943
ST MARY LD & EXPL CO COM 792228108 1977 82618 SH DEFINED 03
82618
ST PAUL COS INC COM 792860108 23289 598372 SH DEFINED 03
598372
SAKS INC COM 79377W108 1466 114140 SH DEFINED 03
114140
SALTON INC COM 795757103 425 29605 SH DEFINED 03
29605
SANDERSON FARMS INC COM 800013104 213 8500 SH DEFINED 03
8500
SANDISK CORP COM 80004C101 797 64251 SH DEFINED 03 64251
SANMINA SCI CORP COM 800907107 4648 736545 SH DEFINED 03
736545
SANMINA SCI CORP COM 800907107 37 5829 SH DEFINED 09
5829
SANGSTAT MED CORP COM 801003104 552 24000 SH DEFINED 03
24000
SAPIENT CORP COM 803062108 25 23300 SH DEFINED 03
23300
SARA LEE CORP COM 803111103 45627 2210629 SH DEFINED 03
2210629
SAVVIS COMMUNICATIONS CORP COM 805423100 7 13200 SH DEFINED 03
13200
SCANA CORP NEW COM 80589M102 3929 127277 SH DEFINED 03
127277
SCANSOFT INC COM 80603P107 105 14175 SH DEFINED 03 14175
SCHEIN HENRY INC COM 806407102 6776 152271 SH DEFINED 03
152271
SCHERING PLOUGH CORP COM 806605101 74759 3038991 SH DEFINED 03
3038991
SCHLUMBERGER LTD COM 806857108 38548 828988 SH DEFINED 03
828988
SCHOLASTIC CORP COM 807066105 1675 44195 SH DEFINED 03
44195
SCHOOL SPECIALTY INC COM 807863105 1565 58919 SH DEFINED 03
58919
SCHULMAN A INC COM 808194104 1332 62110 SH DEFINED 03
62110
SCHWAB CHARLES CORP NEW COM 808513105 22115 1974573 SH DEFINED 03
1974573
SCHWAB CHARLES CORP NEW COM 808513105 150 13402 SH DEFINED 09 13402
SCHWEITZER-MAUDUIT INTL INC COM 808541106 895 36369 SH DEFINED 03
36369
SCIENTIFIC ATLANTA INC COM 808655104 4454 270732 SH DEFINED 03
270732
SCIOS INC COM 808905103 444 14500 SH DEFINED 03
14500
SCOTTS CO CL A 810186106 3719 81925 SH DEFINED 03
81925
SCRIPPS E W CO OHIO CL A 811054204 688 8930 SH DEFINED 03
8930
SEACOAST FINL SVCS CORP COM 81170Q106 1860 74200 SH DEFINED 03
74200
SEACOR SMIT INC COM 811904101 2857 60340 SH DEFINED 03
60340
SEALED AIR CORP NEW COM 81211K100 4863 120770 SH DEFINED 03 120770
SEARS ROEBUCK & CO COM 812387108 68833 1267642 SH DEFINED 03
1267642
SECURE COMPUTING CORP COM 813705100 175 23200 SH DEFINED 03
23200
SEEBEYOND TECHNOLOGIES CORP COM 815704101 85 27500 SH DEFINED 03
27500
SELECTIVE INS GROUP INC COM 816300107 4179 147525 SH DEFINED 03
147525
SEMTECH CORP COM 816850101 13089 490214 SH DEFINED 03
490214
SEMPRA ENERGY COM 816851109 25474 1151106 SH DEFINED 03
1151106
SENIOR HSG PPTYS TR SH BEN INT 81721M109 195 12400 SH DEFINED 03
12400
SENSIENT TECHNOLOGIES CORP COM 81725T100 1753 77015 SH DEFINED 03 77015
SEPRACOR INC COM 817315104 620 64926 SH DEFINED 03
64926
SEQUA CORPORATION CL A 817320104 656 10038 SH DEFINED 03
10038
SERENA SOFTWARE INC COM 817492101 1631 119100 SH DEFINED 03
119100
SERVICE CORP INTL COM 817565104 227 47050 SH DEFINED 03
47050
SERVICEMASTER CO COM 81760N109 493 35933 SH DEFINED 03
35933
7-ELEVEN INC COM NEW 817826209 108 13400 SH DEFINED 03
13400
SHAW GROUP INC COM 820280105 9758 317859 SH DEFINED 03
317859
SHERWIN WILLIAMS CO COM 824348106 28782 961647 SH DEFINED 03 961647
SHOPKO STORES INC COM 824911101 2007 99339 SH DEFINED 03
99339
SHURGARD STORAGE CTRS INC COM 82567D104 3265 94099 SH DEFINED 03
94099
SICOR INC COM 825846108 4025 217100 SH DEFINED 03
217100
SIEBEL SYS INC COM 826170102 9795 688806 SH DEFINED 03
688806
SIEBEL SYS INC COM 826170102 68 4750 SH DEFINED 09
4750
SIERRA HEALTH SVCS INC COM 826322109 2169 97043 SH DEFINED 03
97043
SIERRA PAC RES NEW COM 826428104 1029 131968 SH DEFINED 03
131968
SIGMA ALDRICH CORP COM 826552101 7659 152715 SH DEFINED 03 152715
SILICON LABORATORIES INC COM 826919102 520 19200 SH DEFINED 03
19200
SILICON GRAPHICS INC COM 827056102 297 101100 SH DEFINED 03
101100
SILICON STORAGE TECHNOLOGY I COM 827057100 294 37700 SH DEFINED 03
37700
SILICON IMAGE INC COM 82705T102 177 29000 SH DEFINED 03
29000
SILICON VY BANCSHARES COM 827064106 1214 46047 SH DEFINED 03
46047
SIMON PPTY GROUP INC NEW COM 828806109 4966 134804 SH DEFINED 03
134804
SIMPSON MANUFACTURING CO INC COM 829073105 2064 36120 SH DEFINED 03
36120
SINCLAIR BROADCAST GROUP INC CL A 829226109 192 13300 SH DEFINED 03 13300
SIRIUS SATELLITE RADIO INC COM 82966U103 44 11600 SH DEFINED 03
11600
SITEL CORP COM 82980K107 94 29900 SH DEFINED 03
29900
SIPEX CORP COM 829909100 51 10500 SH DEFINED 03
10500
SIX FLAGS INC COM 83001P109 1013 70090 SH DEFINED 03
70090
SKYLINE CORP COM 830830105 860 26064 SH DEFINED 03
26064
SKYWEST INC COM 830879102 3503 149750 SH DEFINED 03
149750
SMITH A O COM 831865209 2907 93143 SH DEFINED 03
93143
SMITH INTL INC COM 832110100 2199 32253 SH DEFINED 03 32253
SMITHFIELD FOODS INC COM 832248108 5965 321543 SH DEFINED 03
321543
SMUCKER J M CO COM NEW 832696405 1222 35811 SH DEFINED 03
35811
SMUCKER J M CO COM NEW 832696405 2 51 SH DEFINED 09
51
SMURFIT-STONE CONTAINER CORP COM 832727101 408 26486 SH DEFINED 03
26486
SNAP ON INC COM 833034101 12992 437605 SH DEFINED 03
437605
SOLA INTL INC COM 834092108 927 80647 SH DEFINED 03
80647
SOLECTRON CORP COM 834182107 8962 1457185 SH DEFINED 03
1457185
SOLECTRON CORP NOTE 5 834182AK3 14250 25000000 PRN DEFINED 03 25000000
SOLUTIA INC COM 834376105 849 120990 SH DEFINED 03
120990
SOMERA COMMUNICATION COM 834458101 124 17300 SH DEFINED 03
17300
SONG NETWORKS HLDG AKTIEBOLA SPONSORED ADR 83544Q101 6 35222 SH DEFINED 03
35222
SONIC CORP COM 835451105 3976 126584 SH DEFINED 03
126584
SONIC AUTOMOTIVE INC CL A 83545G102 224 8700 SH DEFINED 03
8700
SONICBLUE INC COM 83546Q109 33 32256 SH DEFINED 03
32256
SONICWALL INC COM 835470105 64 12700 SH DEFINED 03
12700
SONOCO PRODS CO COM 835495102 2413 85219 SH DEFINED 03 85219
SOTHEBYS HLDGS INC CL A 835898107 793 55674 SH DEFINED 03
55674
SONUS NETWORKS INC COM 835916107 37 18200 SH DEFINED 03
18200
SOUNDVIEW TECHNOLOGY GROUP N COM 83611Q109 54 31600 SH DEFINED 03
31600
SOURCECORP COM 836167106 1376 51919 SH DEFINED 03
51919
SOUTH FINL GROUP INC COM 837841105 2572 114766 SH DEFINED 03
114766
SOUTHERN CO COM 842587107 40584 1481186 SH DEFINED 03
1481186
SOUTHERN UN CO NEW COM 844030106 2586 152112 SH DEFINED 03
152112
SOUTHTRUST CORP COM 844730101 30349 1161894 SH DEFINED 03 1161894
SOUTHWEST AIRLS CO COM 844741108 18037 1116128 SH DEFINED 03
1116128
SOUTHWEST BANCORPORATION TEX COM 84476R109 3858 106503 SH DEFINED 03
106503
SOUTHWEST GAS CORP COM 844895102 2454 99139 SH DEFINED 03
99139
SOUTHWESTERN ENERGY CO COM 845467109 1184 77961 SH DEFINED 03
77961
SOVEREIGN BANCORP INC COM 845905108 9370 626741 SH DEFINED 03
626741
SPACELABS MED INC COM 846247104 391 27547 SH DEFINED 03
27547
SPARTAN MTRS INC COM 846819100 175 11400 SH DEFINED 03
11400
SPECTRASITE HLDGS INC COM 84760T100 10 55200 SH DEFINED 03 55200
SPEEDWAY MOTORSPORTS INC COM 847788106 219 8600 SH DEFINED 03
8600
SPHERION CORP COM 848420105 2113 177582 SH DEFINED 03
177582
SPINNAKER EXPL CO COM 84855W109 249 6900 SH DEFINED 03
6900
SPRINT CORP COM FON GROUP 852061100 37773 3560176 SH DEFINED 03
3560176
SPRINT CORP PCS COM SER 1 852061506 6346 1419798 SH DEFINED 03
1419798
STAGE STORES INC COM NEW 85254C305 226 6498 SH DEFINED 03
6498
STANCORP FINL GROUP INC COM 852891100 1873 33749 SH DEFINED 03
33749
STANDARD MICROSYSTEMS CORP COM 853626109 1400 59298 SH DEFINED 03 59298
STANDARD MTR PRODS INC COM 853666105 539 31777 SH DEFINED 03
31777
STANDARD PAC CORP NEW COM 85375C101 4314 122989 SH DEFINED 03
122989
STANDARD REGISTER CO COM 853887107 2693 78768 SH DEFINED 03
78768
STANDEX INTL CORP COM 854231107 811 32320 SH DEFINED 03
32320
STANLEY WKS COM 854616109 16864 411223 SH DEFINED 03
411223
STAPLES INC COM 855030102 13239 672045 SH DEFINED 03
672045
STARBUCKS CORP COM 855244109 14650 589526 SH DEFINED 03
589526
STARTEK INC COM 85569C107 1026 38355 SH DEFINED 03 38355
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 9325 283506 SH DEFINED 03
283506
STATE STR CORP COM 857477103 20951 468712 SH DEFINED 03
468712
STATEN IS BANCORP INC COM 857550107 3582 186563 SH DEFINED 03
186563
STATION CASINOS INC COM 857689103 341 19100 SH DEFINED 03
19100
STEAK N SHAKE CO COM 857873103 1176 75165 SH DEFINED 03
75165
STEEL DYNAMICS INC COM 858119100 2787 169237 SH DEFINED 03
169237
STEEL TECHNOLOGIES INC COM 858147101 317 24048 SH DEFINED 03
24048
STEIN MART INC COM 858375108 1305 109909 SH DEFINED 03 109909
STERLING BANCSHARES INC COM 858907108 2171 146977 SH DEFINED 03
146977
STERICYCLE INC COM 858912108 297 8400 SH DEFINED 03
8400
STERIS CORP COM 859152100 5606 293344 SH DEFINED 03
293344
STEWART & STEVENSON SVCS INC COM 860342104 1271 71646 SH DEFINED 03
71646
STEWART ENTERPRISES INC CL A 860370105 169 26500 SH DEFINED 03
26500
STEWART INFORMATION SVCS COR COM 860372101 1085 52776 SH DEFINED 03
52776
STILLWATER MNG CO COM 86074Q102 2034 124963 SH DEFINED 03
124963
STILWELL FINL INC COM 860831106 16310 896181 SH DEFINED 03 896181
STMICROELECTRONICS N V NY REGISTRY 861012102 1069 43945 SH DEFINED 03
43945
STONE ENERGY CORP COM 861642106 3070 76285 SH DEFINED 03
76285
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 6082 380849 SH DEFINED 03
380849
STORAGE COMPUTER CORP COM 86211A101 101 25258 SH DEFINED 03
25258
STRATOS LIGHTWAVE INC COM 863100103 41 25735 SH DEFINED 03
25735
STRIDE RITE CORP COM 863314100 992 123966 SH DEFINED 03
123966
STRYKER CORP COM 863667101 35058 655159 SH DEFINED 03
655159
STUDENT LN CORP COM 863902102 298 3600 SH DEFINED 03 3600
STURM RUGER & CO INC COM 864159108 1176 83096 SH DEFINED 03
83096
SUMMIT PPTYS INC COM 866239106 290 12400 SH DEFINED 03
12400
SUN COMMUNITIES INC COM 866674104 330 7900 SH DEFINED 03
7900
SUN MICROSYSTEMS INC COM 866810104 24142 4818822 SH DEFINED 03
4818822
SUN MICROSYSTEMS INC COM 866810104 4819 961851 SH DEFINED 09
961851
SUNGARD DATA SYS INC COM 867363103 11203 423090 SH DEFINED 03
423090
SUNOCO INC COM 86764P109 17101 479952 SH DEFINED 03
479952
SUNRISE ASSISTED LIVING INC COM 86768K106 2132 79554 SH DEFINED 03 79554
SUNTRUST BKS INC COM 867914103 55430 818523 SH DEFINED 03
818523
SUPERIOR ENERGY SVCS INC COM 868157108 245 24100 SH DEFINED 03
24100
SUPERIOR INDS INTL INC COM 868168105 1142 24696 SH DEFINED 03
24696
SUPERTEX INC COM 868532102 592 33577 SH DEFINED 03
33577
SUPERVALU INC COM 868536103 20542 837434 SH DEFINED 03
837434
SURMODICS INC COM 868873100 1268 48805 SH DEFINED 03
48805
SUSQUEHANNA BANCSHARES INC P COM 869099101 2602 114569 SH DEFINED 03
114569
SWIFT ENERGY CO COM 870738101 1345 85154 SH DEFINED 03 85154
SWIFT TRANSN CO COM 870756103 1922 82500 SH DEFINED 03
82500
SYBASE INC COM 871130100 3271 310047 SH DEFINED 03
310047
SYBRON DENTAL SPECIALTIES IN COM 871142105 2147 116061 SH DEFINED 03
116061
SYCAMORE NETWORKS INC COM 871206108 104 27000 SH DEFINED 03
27000
SYCAMORE NETWORKS INC COM 871206108 131 33861 SH DEFINED 09
33861
SYKES ENTERPRISES INC COM 871237103 630 81966 SH DEFINED 03
81966
SYLVAN LEARNING SYS INC COM 871399101 1628 81661 SH DEFINED 03
81661
SYMANTEC CORP COM 871503108 23809 724769 SH DEFINED 03 724769
SYMBOL TECHNOLOGIES INC COM 871508107 2677 314974 SH DEFINED 03
314974
SYMMETRICOM INC COM 871543104 274 74961 SH DEFINED 03
74961
SYMYX TECHNOLOGIES COM 87155S108 216 15500 SH DEFINED 03
15500
SYNCOR INTL CORP DEL COM 87157J106 2717 86247 SH DEFINED 03
86247
SYNOPSYS INC COM 871607107 11525 210269 SH DEFINED 03
210269
SYNOVUS FINL CORP COM 87161C105 11668 423995 SH DEFINED 03
423995
SYNTEL INC COM 87162H103 139 11250 SH DEFINED 03
11250
SYSCO CORP COM 871829107 26418 970552 SH DEFINED 03 970552
SYSTEMAX INC COM 871851101 35 14400 SH DEFINED 03
14400
SYSTEMS & COMPUTER TECHNOLOG COM 871873105 1379 102103 SH DEFINED 03
102103
TBC CORP COM 872180104 1236 77836 SH DEFINED 03
77836
TCF FINL CORP COM 872275102 3890 79228 SH DEFINED 03
79228
TECO ENERGY INC COM 872375100 4904 198153 SH DEFINED 03
198153
THQ INC COM NEW 872443403 3693 123832 SH DEFINED 03
123832
TJX COS INC NEW COM 872540109 16408 836724 SH DEFINED 03
836724
TRW INC COM 872649108 25537 448174 SH DEFINED 03 448174
TMP WORLDWIDE INC COM 872941109 3315 154208 SH DEFINED 03
154208
TXU CORP COM 873168108 41116 797598 SH DEFINED 03
797598
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 423 32560 SH DEFINED 03
32560
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 4562 221573 SH DEFINED 03
221573
TALBOTS INC COM 874161102 280 8000 SH DEFINED 03
8000
TALISMAN ENERGY INC COM 87425E103 4102 90862 SH DEFINED 03
90862
TALX CORP COM 874918105 668 35240 SH DEFINED 03
35240
TANOX INC COM 87588Q109 155 14300 SH DEFINED 03 14300
TARGET CORP COM 87612E106 49713 1304808 SH DEFINED 03
1304808
TAUBMAN CTRS INC COM 876664103 206 13500 SH DEFINED 03
13500
TECH DATA CORP COM 878237106 2691 71086 SH DEFINED 03
71086
TECHNE CORP COM 878377100 4878 172873 SH DEFINED 03
172873
TECHNITROL INC COM 878555101 2808 120517 SH DEFINED 03
120517
TECUMSEH PRODS CO CL A 878895200 1647 31038 SH DEFINED 03
31038
TEKELEC COM 879101103 118 14700 SH DEFINED 03
14700
TEKTRONIX INC COM 879131100 8361 446899 SH DEFINED 03 446899
TELEDYNE TECHNOLOGIES INC COM 879360105 1820 87692 SH DEFINED 03
87692
TELEFLEX INC COM 879369106 1287 22512 SH DEFINED 03
22512
TELEPHONE & DATA SYS INC COM 879433100 3895 64331 SH DEFINED 03
64331
TELLABS INC COM 879664100 3702 597061 SH DEFINED 03
597061
TELLIUM INC COM 87967E107 32 33900 SH DEFINED 03
33900
TEMPLE INLAND INC COM 879868107 18746 323988 SH DEFINED 03
323988
TELETECH HOLDINGS INC COM 879939106 126 13200 SH DEFINED 03
13200
TENET HEALTHCARE CORP COM 88033G100 48813 682227 SH DEFINED 03 682227
TERADYNE INC COM 880770102 6031 256654 SH DEFINED 03
256654
TERAYON COMMUNICATION SYS COM 880775101 24 18100 SH DEFINED 03
18100
TEREX CORP NEW COM 880779103 220 9800 SH DEFINED 03
9800
TERREMARK WORLDWIDE INC COM 881448104 14 55600 SH DEFINED 03
55600
TESORO PETE CORP COM 881609101 167 21600 SH DEFINED 03
21600
TETRA TECHNOLOGIES INC DEL COM 88162F105 1371 51655 SH DEFINED 03
51655
TETRA TECH INC NEW COM 88162G103 2238 152242 SH DEFINED 03
152242
TEXAS INDS INC COM 882491103 2103 66783 SH DEFINED 03 66783
TEXAS INSTRS INC COM 882508104 98378 4150987 SH DEFINED 03
4150987
TEXAS INSTRS INC COM 882508104 57 2409 SH DEFINED 09
2409
TEXAS REGL BANCSHARES INC CL A VTG 882673106 309 6360 SH DEFINED 03
6360
TEXTRON INC COM 883203101 22947 489278 SH DEFINED 03
489278
THERAGENICS CORP COM 883375107 1106 131246 SH DEFINED 03
131246
THERMA-WAVE INC COM 88343A108 852 74840 SH DEFINED 03
74840
THERMO ELECTRON CORP COM 883556102 10200 618202 SH DEFINED 03
618202
THOMAS & BETTS CORP COM 884315102 1994 107193 SH DEFINED 03 107193
THOMAS INDS INC COM 884425109 1213 42126 SH DEFINED 03
42126
THOR INDS INC COM 885160101 2765 38801 SH DEFINED 03
38801
THORATEC CORP COM NEW 885175307 166 18511 SH DEFINED 03
18511
THORNBURG MTG INC COM 885218107 262 13300 SH DEFINED 03
13300
3COM CORP COM 885535104 2862 650495 SH DEFINED 03
650495
THREE FIVE SYS INC COM 88554L108 781 68488 SH DEFINED 03
68488
3TEC ENERGY CORP COM NEW 88575R308 4665 267626 SH DEFINED 03
267626
3M CO COM 88579Y101 80161 651716 SH DEFINED 03 651716
3M CO COM 88579Y101 9446 76794 SH DEFINED 09
76794
TIBCO SOFTWARE INC COM 88632Q103 103 18600 SH DEFINED 03
18600
TIDEWATER INC COM 886423102 4375 132908 SH DEFINED 03
132908
TIFFANY & CO NEW COM 886547108 10579 300552 SH DEFINED 03
300552
TIMBERLAND CO CL A 887100105 1555 43411 SH DEFINED 03
43411
TIME WARNER TELECOM INC CL A 887319101 20 12100 SH DEFINED 03
12100
TIMKEN CO COM 887389104 3747 167807 SH DEFINED 03
167807
TITAN CORP COM 888266103 1304 71319 SH DEFINED 03 71319
TITAN INTL INC ILL COM 88830M102 213 51376 SH DEFINED 03
51376
TOLL BROTHERS INC COM 889478103 6129 209190 SH DEFINED 03
209190
TOLLGRADE COMMUNICATIONS INC COM 889542106 560 38198 SH DEFINED 03
38198
TOO INC COM 890333107 4417 143417 SH DEFINED 03
143417
TOOTSIE ROLL INDS INC COM 890516107 1135 29436 SH DEFINED 03
29436
TORCHMARK CORP COM 891027104 27140 710469 SH DEFINED 03
710469
TORO CO COM 891092108 2307 40584 SH DEFINED 03
40584
TOTAL FINA ELF S A SPONSORED ADR 89151E109 2669 32992 SH DEFINED 03 32992
TOUCH AMERICA HLDGS INC COM 891539108 139 50600 SH DEFINED 03
50600
TOWER AUTOMOTIVE INC COM 891707101 2827 202687 SH DEFINED 03
202687
TOTAL SYS SVCS INC COM 891906109 420 22350 SH DEFINED 03
22350
TOYS R US INC COM 892335100 16771 959998 SH DEFINED 03
959998
TRANSACTION SYS ARCHITECTS CL A 893416107 487 41422 SH DEFINED 03
41422
TRANSATLANTIC HLDGS INC COM 893521104 410 5125 SH DEFINED 03
5125
TRANSKARYOTIC THERAPIES INC COM 893735100 306 8500 SH DEFINED 03
8500
TRANSMETA CORP DEL COM 89376R109 30 12700 SH DEFINED 03 12700
TRANSPRO INC COM 893885103 63 10065 SH DEFINED 03
10065
TRANSWITCH CORP COM 894065101 16 24700 SH DEFINED 03
24700
TRAVELERS PPTY CAS CORP NEW CL A 89420G109 408 23045 SH DEFINED 03
23045
TREDEGAR CORP COM 894650100 2561 106052 SH DEFINED 03
106052
TRIAD HOSPITALS INC COM 89579K109 2425 57222 SH DEFINED 03
57222
TRIDENT MICROSYSTEMS INC COM 895919108 88 14200 SH DEFINED 03
14200
TRIARC COS INC CL A 895927101 1622 58776 SH DEFINED 03
58776
TRIBUNE CO NEW COM 896047107 26785 615752 SH DEFINED 03 615752
TRIGON HEALTHCARE INC COM 89618L100 3113 30955 SH DEFINED 03
30955
TRIMBLE NAVIGATION LTD COM 896239100 1590 102561 SH DEFINED 03
102561
TRIMERIS INC COM 896263100 253 5700 SH DEFINED 03
5700
TRINITY INDS INC COM 896522109 1574 75956 SH DEFINED 03
75956
TRIQUINT SEMICONDUCTOR INC COM 89674K103 828 129098 SH DEFINED 03
129098
TRIUMPH GROUP INC NEW COM 896818101 1971 44190 SH DEFINED 03
44190
TRIZETTO GROUP INC COM 896882107 138 16100 SH DEFINED 03
16100
TRUST CO NJ JERSEY CITY NEW COM 898304100 203 7900 SH DEFINED 03 7900
TRUSTCO BK CORP N Y COM 898349105 2655 201579 SH DEFINED 03
201579
TUPPERWARE CORP COM 899896104 11899 572353 SH DEFINED 03
572353
TYCO INTL LTD NEW COM 902124106 50440 3733567 SH DEFINED 03
3733567
TYLER TECHNOLOGIES INC COM 902252105 93 17500 SH DEFINED 03
17500
TYSON FOODS INC CL A 902494103 15246 982955 SH DEFINED 03
982955
UCBH HOLDINGS INC COM 90262T308 2586 68047 SH DEFINED 03
68047
UGI CORP NEW COM 902681105 2911 91146 SH DEFINED 03
91146
UICI COM 902737105 2711 134200 SH DEFINED 03 134200
UIL HLDG CORP COM 902748102 2510 46084 SH DEFINED 03
46084
UMB FINL CORP COM 902788108 286 6102 SH DEFINED 03
6102
UST INC COM 902911106 11542 339485 SH DEFINED 03
339485
UST INC COM 902911106 2584 75997 SH DEFINED 09
75997
US BANCORP DEL COM NEW 902973304 123338 5282154 SH DEFINED 03
5282154
USA INTERACTIVE COM 902984103 1468 62587 SH DEFINED 03
62587
URS CORP NEW COM 903236107 1387 49533 SH DEFINED 03
49533
USEC INC COM 90333E108 270 30700 SH DEFINED 03 30700
US UNWIRED INC COM 90338R104 39 13800 SH DEFINED 03
13800
US ONCOLOGY INC COM 90338W103 3352 402352 SH DEFINED 03
402352
UBIQUITEL INC COM 903474302 8 11400 SH DEFINED 03
11400
ULTIMATE ELECTRS INC COM 903849107 953 36798 SH DEFINED 03
36798
ULTRA PETE CORP COM 903914109 171 22500 SH DEFINED 03
22500
ULTRATECH STEPPER INC COM 904034105 1129 69754 SH DEFINED 03
69754
UNIFI INC COM 904677101 830 76136 SH DEFINED 03
76136
UNILEVER N V N Y SHS NEW 904784709 64284 992035 SH DEFINED 03 992035
UNION PAC CORP COM 907818108 61223 967498 SH DEFINED 03
967498
UNION PLANTERS CORP COM 908068109 12657 391001 SH DEFINED 03
391001
UNIONBANCAL CORP COM 908906100 778 16610 SH DEFINED 03
16610
UNISOURCE ENERGY CORP COM 909205106 2011 108110 SH DEFINED 03
108110
UNISYS CORP COM 909214108 13354 1483757 SH DEFINED 03
1483757
UNIT CORP COM 909218109 1769 101960 SH DEFINED 03
101960
UNITED AUTO GROUP INC COM 909440109 982 47000 SH DEFINED 03
47000
UNITED CMNTY FINL CORP OHIO COM 909839102 139 14800 SH DEFINED 03 14800
UNITED BANKSHARES INC WEST V COM 909907107 3823 130130 SH DEFINED 03
130130
UNITED DOMINION REALTY TR IN COM 910197102 954 60600 SH DEFINED 03
60600
UNITED INDL CORP COM 910671106 253 11600 SH DEFINED 03
11600
UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 193 26300 SH DEFINED 03
26300
UNITED NAT FOODS INC COM 911163103 1553 79640 SH DEFINED 03
79640
UNITED PARCEL SERVICE INC CL B 911312106 2597 42050 SH DEFINED 03
42050
UNITED RENTALS INC COM 911363109 1538 70540 SH DEFINED 03
70540
UNITED STATES CELLULAR CORP COM 911684108 221 8700 SH DEFINED 03 8700
U S INDS INC NEW COM 912080108 92 26630 SH DEFINED 03
26630
UNITED STATES STL CORP NEW COM 912909108 13010 654075 SH DEFINED 03
654075
UNITED STATIONERS INC COM 913004107 3254 107024 SH DEFINED 03
107024
UNITED TECHNOLOGIES CORP COM 913017109 73353 1080306 SH DEFINED 03
1080306
UNITEDGLOBALCOM CL A 913247508 107 38902 SH DEFINED 03
38902
UNITEDHEALTH GROUP INC COM 91324P102 45004 491580 SH DEFINED 03
491580
UNITRIN INC COM 913275103 2468 68990 SH DEFINED 03
68990
UNIVERSAL ACCESS GLOBAL HLDG COM 91336M105 2 11300 SH DEFINED 03 11300
UNIVERSAL CORP VA COM 913456109 1042 28394 SH DEFINED 03
28394
UNIVERSAL FST PRODS INC COM 913543104 1798 76761 SH DEFINED 03
76761
UNIVERSAL HLTH SVCS INC CL B 913903100 12138 247721 SH DEFINED 03
247721
UNIVISION COMMUNICATIONS INC CL A 914906102 9723 309634 SH DEFINED 03
309634
UNOCAL CORP COM 915289102 13106 354785 SH DEFINED 03
354785
UNOVA INC COM 91529B106 92 14140 SH DEFINED 03
14140
UNUMPROVIDENT CORP COM 91529Y106 22703 892073 SH DEFINED 03
892073
USFREIGHTWAYS CORP COM 916906100 3559 93982 SH DEFINED 03 93982
V F CORP COM 918204108 20335 518607 SH DEFINED 03
518607
VALASSIS COMMUNICATIONS INC COM 918866104 2049 56129 SH DEFINED 03
56129
VALERO ENERGY CORP NEW COM 91913Y100 6604 176472 SH DEFINED 03
176472
VALLEY NATL BANCORP COM 919794107 295 10625 SH DEFINED 03
10625
VALMONT INDS INC COM 920253101 1479 72761 SH DEFINED 03
72761
VALSPAR CORP COM 920355104 2812 62306 SH DEFINED 03
62306
VALUEVISION INTL INC CL A 92047K107 290 16000 SH DEFINED 03
16000
VARCO INTL INC DEL COM 922122106 2235 127421 SH DEFINED 03 127421
VARIAN INC COM 922206107 382 11600 SH DEFINED 03
11600
VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 3518 103696 SH DEFINED 03
103696
VARIAN MED SYS INC COM 92220P105 2372 58500 SH DEFINED 03
58500
VECTREN CORP COM 92240G101 1379 54937 SH DEFINED 03
54937
VEECO INSTRS INC DEL COM 922417100 1882 81418 SH DEFINED 03
81418
VENTAS INC COM 92276F100 282 22079 SH DEFINED 03
22079
VERITAS SOFTWARE CO COM 923436109 11854 599011 SH DEFINED 03
599011
VERITY INC COM 92343C106 1259 113545 SH DEFINED 03 113545
VERISIGN INC COM 92343E102 186 25807 SH DEFINED 03
25807
VERITAS DGC INC COM 92343P107 1160 92067 SH DEFINED 03
92067
VERIZON COMMUNICATIONS COM 92343V104 243843 6073293 SH DEFINED 03
6073293
VERTEX PHARMACEUTICALS INC COM 92532F100 684 41985 SH DEFINED 03
41985
VESTA INS GROUP INC COM 925391104 44 10200 SH DEFINED 03
10200
VIACOM INC CL B 925524308 161634 3642856 SH DEFINED 03
3642856
VIACOM INC CL B 925524308 328 7387 SH DEFINED 09
7387
VIAD CORP COM 92552R109 2954 113622 SH DEFINED 03 113622
VIASAT INC COM 92552V100 604 71654 SH DEFINED 03
71654
VICOR CORP COM 925815102 809 115780 SH DEFINED 03
115780
VIGNETTE CORP COM 926734104 43 21744 SH DEFINED 03
21744
VINTAGE PETE INC COM 927460105 2164 181863 SH DEFINED 03
181863
VISHAY INTERTECHNOLOGY INC COM 928298108 2913 132422 SH DEFINED 03
132422
VISTEON CORP COM 92839U107 5752 405047 SH DEFINED 03
405047
VISUAL NETWORKS INC COM 928444108 15 10900 SH DEFINED 03
10900
VISX INC DEL COM 92844S105 735 67424 SH DEFINED 03 67424
VITAL SIGNS INC COM 928469105 1365 37748 SH DEFINED 03
37748
VITESSE SEMICONDUCTOR CORP COM 928497106 814 261784 SH DEFINED 03
261784
VITRIA TECHNOLOGY COM 92849Q104 19 19600 SH DEFINED 03
19600
VIVENDI UNIVERSAL SPON ADR NEW 92851S204 393 18280 SH DEFINED 03
18280
VIVENDI UNIVERSAL SPON ADR NEW 92851S204 20 949 SH DEFINED 09
949
VIVUS INC COM 928551100 79 11700 SH DEFINED 03
11700
VOLT INFORMATION SCIENCES IN COM 928703107 1008 41176 SH DEFINED 03
41176
VORNADO RLTY TR SH BEN INT 929042109 522 11300 SH DEFINED 03 11300
VULCAN MATLS CO COM 929160109 6404 146204 SH DEFINED 03
146204
WD-40 CO COM 929236107 1419 51133 SH DEFINED 03
51133
WGL HLDGS INC COM 92924F106 1743 67289 SH DEFINED 03
67289
W HLDG CO INC COM 929251106 387 16000 SH DEFINED 03
16000
WJ COMMUNICATIONS INC COM 929284107 20 17300 SH DEFINED 03
17300
WMS INDS INC COM 929297109 1126 91896 SH DEFINED 03
91896
WPS RESOURCES CORP COM 92931B106 1185 29030 SH DEFINED 03
29030
WABASH NATL CORP COM 929566107 659 65882 SH DEFINED 03 65882
WABTEC CORP COM 929740108 304 21300 SH DEFINED 03
21300
WACHOVIA CORP 2ND NEW COM 929903102 124830 3269513 SH DEFINED 03
3269513
WADDELL & REED FINL INC CL A 930059100 2155 94028 SH DEFINED 03
94028
WAL MART STORES INC COM 931142103 450299 8185762 SH DEFINED 03
8185762
WAL MART STORES INC COM 931142103 2068 37585 SH DEFINED 09
37585
WALGREEN CO COM 931422109 56727 1468475 SH DEFINED 03
1468475
WALLACE COMPUTER SERVICES IN COM 932270101 1924 89500 SH DEFINED 03
89500
WASHINGTON FED INC COM 938824109 5910 233982 SH DEFINED 03 233982
WASHINGTON MUT INC COM 939322103 97877 2637472 SH DEFINED 03
2637472
WASHINGTON POST CO CL B 939640108 3910 7175 SH DEFINED 03
7175
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 324 11200 SH DEFINED 03
11200
WASTE CONNECTIONS INC COM 941053100 3512 112410 SH DEFINED 03
112410
WASTE MGMT INC DEL COM 94106L109 25849 992277 SH DEFINED 03
992277
WATERS CORP COM 941848103 5114 191541 SH DEFINED 03
191541
WATSCO INC COM 942622200 1393 76350 SH DEFINED 03
76350
WATSON PHARMACEUTICALS INC COM 942683103 3901 154358 SH DEFINED 03 154358
WATSON WYATT & CO HLDGS CL A 942712100 208 8600 SH DEFINED 03
8600
WATTS INDS INC CL A 942749102 1499 75496 SH DEFINED 03
75496
WAUSAU-MOSINEE PAPER CORP COM 943315101 584 48445 SH DEFINED 03
48445
WAVE SYSTEMS CORP CL A 943526103 31 20900 SH DEFINED 03
20900
WAYPOINT FINL CORP COM 946756103 399 20400 SH DEFINED 03
20400
WEBEX INC COM 94767L109 603 37900 SH DEFINED 03
37900
WEBMETHODS INC COM 94768C108 160 16212 SH DEFINED 03
16212
WEBMD CORP COM 94769M105 629 111750 SH DEFINED 03 111750
WEBSTER FINL CORP CONN COM 947890109 8376 219030 SH DEFINED 03
219030
WEINGARTEN RLTY INVS SH BEN INT 948741103 462 13050 SH DEFINED 03
13050
WELLMAN INC COM 949702104 1725 102996 SH DEFINED 03
102996
WELLPOINT HEALTH NETWORK NEW COM 94973H108 32805 421605 SH DEFINED 03
421605
WELLS FARGO & CO NEW COM 949746101 156809 3132422 SH DEFINED 03
3132422
WELLS GARDNER ELECTRS CORP COM 949765101 34 15314 SH DEFINED 03
15314
WENDYS INTL INC COM 950590109 6179 155140 SH DEFINED 03
155140
WENDYS INTL INC COM 950590109 2433 61086 SH DEFINED 09 61086
WERNER ENTERPRISES INC COM 950755108 3701 173674 SH DEFINED 03
173674
WESBANCO INC COM 950810101 221 9300 SH DEFINED 03
9300
WESCO FINL CORP COM 950817106 271 900 SH DEFINED 03
900
WEST PHARMACEUTICAL SVSC INC COM 955306105 572 17834 SH DEFINED 03
17834
WESTAMERICA BANCORPORATION COM 957090103 1251 31934 SH DEFINED 03
31934
WESTCORP INC COM 957907108 284 8900 SH DEFINED 03
8900
WESTERN DIGITAL CORP COM 958102105 245 75300 SH DEFINED 03
75300
WESTERN GAS RES INC COM 958259103 1866 49900 SH DEFINED 03 49900
WESTPOINT STEVENS INC COM 961238102 49 12600 SH DEFINED 03
12600
WESTPORT RES CORP NEW COM 961418100 208 12667 SH DEFINED 03
12667
WESTWOOD ONE INC COM 961815107 2950 88273 SH DEFINED 03
88273
WET SEAL INC CL A 961840105 2674 110041 SH DEFINED 03
110041
WEYERHAEUSER CO COM 962166104 30447 476853 SH DEFINED 03
476853
WHIRLPOOL CORP COM 963320106 20501 313662 SH DEFINED 03
313662
WHITNEY HLDG CORP COM 966612103 3544 115301 SH DEFINED 03
115301
WHOLE FOODS MKT INC COM 966837106 5029 104300 SH DEFINED 03 104300
WILEY JOHN & SONS INC CL A 968223206 422 17600 SH DEFINED 03
17600
WILLIAMS COS INC DEL COM 969457100 5551 926696 SH DEFINED 03
926696
WILLIAMS SONOMA INC COM 969904101 5774 188331 SH DEFINED 03
188331
WILMINGTON TRUST CORP COM 971807102 1366 44796 SH DEFINED 03
44796
WIND RIVER SYSTEMS INC COM 973149107 299 59737 SH DEFINED 03
59737
WINN DIXIE STORES INC COM 974280109 8983 576206 SH DEFINED 03
576206
WINNEBAGO INDS INC COM 974637100 3255 73976 SH DEFINED 03
73976
WISCONSIN ENERGY CORP COM 976657106 6327 250375 SH DEFINED 03 250375
WISER OIL CO DEL COM 977284108 93 26300 SH DEFINED 03
26300
WOLVERINE TUBE INC COM 978093102 251 33270 SH DEFINED 03
33270
WOLVERINE WORLD WIDE INC COM 978097103 2293 131376 SH DEFINED 03
131376
WOODWARD GOVERNOR CO COM 980745103 2389 40405 SH DEFINED 03
40405
WORLD ACCEP CORP DEL COM 981419104 370 44000 SH DEFINED 03
44000
WORLDCOM INC GA NEW WRLDCOM GP COM 98157D106 1708 2057248 SH DEFINED 03
2057248
WORLDCOM INC GA NEW MCI GROUP COM 98157D304 656 390743 SH DEFINED 03
390743
WORTHINGTON INDS INC COM 981811102 2782 153679 SH DEFINED 03 153679
WRIGLEY WM JR CO COM 982526105 17877 322983 SH DEFINED 03
322983
WRIGLEY WM JR CO COM 982526105 2818 50921 SH DEFINED 09
50921
WYETH COM 983024100 132100 2580072 SH DEFINED 03
2580072
WYNDHAM INTL INC CL A 983101106 81 69941 SH DEFINED 03
69941
XM SATELLITE RADIO HLDGS INC CL A 983759101 103 14200 SH DEFINED 03
14200
X-RITE INC COM 983857103 610 71690 SH DEFINED 03
71690
XTO ENERGY CORP COM 98385X106 7139 346553 SH DEFINED 03
346553
XCEL ENERGY INC COM 98389B100 13733 818876 SH DEFINED 03 818876
XILINX INC COM 983919101 11230 500671 SH DEFINED 03
500671
XILINX INC COM 983919101 44 1966 SH DEFINED 09
1966
XEROX CORP COM 984121103 17377 2493149 SH DEFINED 03
2493149
YAHOO INC COM 984332106 12538 849487 SH DEFINED 03
849487
YAHOO INC COM 984332106 257 17400 SH DEFINED 09
17400
YANKEE CANDLE INC COM 984757104 734 27100 SH DEFINED 03
27100
YELLOW CORP COM 985509108 3585 110654 SH DEFINED 03
110654
YORK INTL CORP NEW COM 986670107 2209 65361 SH DEFINED 03 65361
YUM BRANDS INC WHEN ISSUED 988498101 34892 1192876 SH DEFINED 03
1192876
ZALE CORP NEW COM 988858106 4025 111045 SH DEFINED 03
111045
ZEBRA TECHNOLOGIES CORP CL A 989207105 4749 98489 SH DEFINED 03
98489
ZENITH NATL INS CORP COM 989390109 1539 48319 SH DEFINED 03
48319
ZIMMER HLDGS INC COM 98956P102 12738 357206 SH DEFINED 03
357206
ZIONS BANCORPORATION COM 989701107 6681 128225 SH DEFINED 03
128225
ZIXIT CORP COM 98974P100 259 47262 SH DEFINED 03
47262
ZORAN CORP COM 98975F101 643 28050 SH DEFINED 03 28050
ZYMOGENETICS INC COM 98985T109 101 11400 SH DEFINED 03
11400
ZOMAX INC MINN COM 989929104 83 21400 SH DEFINED 03
21400
DEUTSCHE BANK AG NAMEN ORD D18190898 6144 88387 SH DEFINED 03
88387
ACE LTD ORD G0070K103 11724 371000 SH DEFINED 03
371000
ANNUITY AND LIFE RE HLDGS ORD G03910109 18603 1028369 SH DEFINED 03
1028369
COOPER INDS LTD CL A G24182100 22572 574344 SH DEFINED 03
574344
EVEREST RE GROUP LTD COM G3223R108 5040 90072 SH DEFINED 03
90072
GLOBALSANTAFE CORP SHS G3930E101 4323 158063 SH DEFINED 03 158063
INGERSOLL-RAND COMPANY LTD CL A G4776G101 23571 516219 SH DEFINED 03
516219
LORAL SPACE & COMMUNICATIONS COM G56462107 71 71300 SH DEFINED 03
71300
NOBLE CORPORATION SHS G65422100 7340 190163 SH DEFINED 03
190163
TRANSOCEAN INC ORD G90078109 16951 544173 SH DEFINED 03
544173
TRENWICK GROUP LTD COM G9032C109 834 111227 SH DEFINED 03
111227
WHITE MTNS INS GROUP LTD COM G9618E107 284 896 SH DEFINED 03
896
XL CAP LTD CL A G98255105 20862 246299 SH DEFINED 03
246299
XOMA LTD ORD G9825R107 44 11100 SH DEFINED 03 11100
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 406 20800 SH DEFINED 03
20800
CREATIVE TECHNOLOGY LTD ORD Y1775U107 124 13850 SH DEFINED 03
13850