UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C.  20549

Form 13F

Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:	September 30, 2002

Check here if Amendment			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 	November 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:	 2,269
Form 13F Information Table Value Total:	 $19,965,940,000.00

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      398    83826 SH       DEFINED 03
83826
 A D C TELECOMMUNICATIONS           COM            000886101     1361  1183811 SH       DEFINED 03
1183811
 ABM INDS INC                       COM            000957100     2172   154014 SH       DEFINED 03
154014
 AFLAC INC                          COM            001055102    24516   798815 SH       DEFINED 03
798815
 AGCO CORP                          COM            001084102     2460   106019 SH       DEFINED 03
106019
 AGL RES INC                        COM            001204106     2380   107754 SH       DEFINED 03
107754
 AES CORP                           COM            00130H105     2168   863583 SH       DEFINED 03
863583
 AES CORP                           COM            00130H105       23     9027 SH       DEFINED 09
9027
 AK STL HLDG CORP                   COM            001547108     2108   288344 SH       DEFINED 03
288344
 AMB PROPERTY CORP                  COM            00163T109      286     9900 SH       DEFINED 03
9900
 AMC ENTMT INC                      COM            001669100       84    11300 SH       DEFINED 03
11300
 AMLI RESIDENTIAL PPTYS TR          SH BEN INT     001735109      250    11300 SH       DEFINED 03
11300
 AMR CORP                           COM            001765106     2359   564413 SH       DEFINED 03
564413
 AOL TIME WARNER INC                COM            00184A105   103250  8824790 SH       DEFINED 03
8824790
 AOL TIME WARNER INC                COM            00184A105       94     7999 SH       DEFINED 09
7999
 APAC CUSTOMER SERVICES INC         COM            00185E106       51    17500 SH       DEFINED 03
17500
 AT&T CORP                          COM            001957109    86226  7179544 SH       DEFINED 03
7179544
 AT&T CORP                          COM            001957109       42     3535 SH       DEFINED 09
3535
 ATMI INC                           COM            00207R101     1198    84967 SH       DEFINED 03
84967
 AT&T WIRELESS SVCS INC             COM            00209A106    31387  7618297 SH       DEFINED 03
7618297
 ATC HEALTHCARE INC                 CL A           00209C102       77    85000 SH       DEFINED 03
85000
 AVX CORP NEW                       COM            002444107      156    18000 SH       DEFINED 03
18000
 AXT INC                            COM            00246W103      144    69256 SH       DEFINED 03
69256
 AAIPHARMA INC                      COM            00252W104      227    18900 SH       DEFINED 03
18900
 AARON RENTS INC                    COM            002535201     1304    56676 SH       DEFINED 03
56676
 ABBOTT LABS                        COM            002824100   129925  3215968 SH       DEFINED 03
3215968
 ABBOTT LABS                        COM            002824100       24      601 SH       DEFINED 09
601
 ABERCROMBIE & FITCH CO             CL A           002896207    10325   524888 SH       DEFINED 03
524888
 ABGENIX INC                        COM            00339B107      160    24700 SH       DEFINED 03
24700
 ABRAXAS PETE CORP                  COM            003830106       14    18206 SH       DEFINED 03
18206
 ACCLAIM ENTMT INC                  COM PAR $0.02  004325205       31    27950 SH       DEFINED 03
27950
 ACCREDO HEALTH INC                 COM            00437V104     4094    85861 SH       DEFINED 03
85861
 ACTIVISION INC NEW                 COM NEW        004930202     1785    74597 SH       DEFINED 03
74597
 ACTION PERFORMANCE COS INC         COM            004933107     4140   161072 SH       DEFINED 03
161072
 ACTEL CORP                         COM            004934105      712    68432 SH       DEFINED 03
68432
 ACTUATE CORP                       COM            00508B102       15    16100 SH       DEFINED 03
16100
 ACUITY BRANDS INC                  COM            00508Y102     3244   264608 SH       DEFINED 03
264608
 ACXIOM CORP                        COM            005125109     3509   247449 SH       DEFINED 03
247449
 ADAPTEC INC                        COM            00651F108     1506   341451 SH       DEFINED 03
341451
 ADMINISTAFF INC                    COM            007094105      322    83603 SH       DEFINED 03
83603
 ADOBE SYS INC                      COM            00724F101     7301   382235 SH       DEFINED 03
382235
 ADOLOR CORP                        COM            00724X102      199    14200 SH       DEFINED 03
14200
 ADTRAN INC                         COM            00738A106      696    44603 SH       DEFINED 03
44603
 ADVANCED DIGITAL INFORMATION       COM            007525108      124    25800 SH       DEFINED 03
25800
 ADVANCED MARKETING SVCS INC        COM            00753T105      685    49661 SH       DEFINED 03
49661
 ADVANCED FIBRE COMMUNICATION       COM            00754A105     4753   358157 SH       DEFINED 03
358157
 ADVANCED TISSUE SCIENCES INC       COM            00755F103       22    28900 SH       DEFINED 03
28900
 ADVO INC                           COM            007585102     1980    62356 SH       DEFINED 03
62356
 ADVANCED MEDICAL OPTICS INC        COM            00763M108     1316   138404 SH       DEFINED 03
138404
 AEROFLEX INC                       COM            007768104      835   165600 SH       DEFINED 03
165600
 ADVANCED MICRO DEVICES INC         COM            007903107     7143  1337661 SH       DEFINED 03
1337661
 ADVANCED MICRO DEVICES INC         COM            007903107       29     5364 SH       DEFINED 09
5364
 ADVANCEPCS                         COM            00790K109     3468   153914 SH       DEFINED 03
153914
 ADVANCED ENERGY INDS               COM            007973100      795    89381 SH       DEFINED 03
89381
 ADVENT SOFTWARE INC                COM            007974108      278    24260 SH       DEFINED 03
24260
 AETNA INC NEW                      COM            00817Y108    13421   374796 SH       DEFINED 03
374796
 AFFILIATED COMPUTER SERVICES       CL A           008190100     5824   136873 SH       DEFINED 03
136873
 AFFILIATED MANAGERS GROUP          COM            008252108      259     5810 SH       DEFINED 03
5810
 AFFYMETRIX INC                     COM            00826T108     2800   134600 SH       DEFINED 03
134600
 AGERE SYS INC                      CL A           00845V100      199   180642 SH       DEFINED 03
180642
 AGERE SYS INC                      CL A           00845V100        0      147 SH       DEFINED 09
147
 AGILENT TECHNOLOGIES INC           COM            00846U101     9101   696837 SH       DEFINED 03
696837
 AGILENT TECHNOLOGIES INC           COM            00846U101       29     2185 SH       DEFINED 09
2185
 AGILE SOFTWARE CORP DEL            COM            00846X105      128    19900 SH       DEFINED 03
19900
 AGRIUM INC                         COM            008916108      305    33380 SH       DEFINED 03
33380
 AIR PRODS & CHEMS INC              COM            009158106    17330   412521 SH       DEFINED 03
412521
 AIRBORNE INC                       COM            009269101     2325   205031 SH       DEFINED 03
205031
 AIRGAS INC                         COM            009363102     2789   212419 SH       DEFINED 03
212419
 AIRTRAN HLDGS INC                  COM            00949P108       33    10600 SH       DEFINED 03
10600
 AKAMAI TECHNOLOGIES INC            COM            00971T101       40    47853 SH       DEFINED 03
47853
 ALABAMA NATL BANCORP DELA          COM            010317105      235     5200 SH       DEFINED 03
5200
 ALAMOSA HLDGS INC                  COM            011589108        9    40600 SH       DEFINED 03
40600
 ALASKA AIR GROUP INC               COM            011659109      994    56185 SH       DEFINED 03
56185
 ALASKA COMMUNICATIONS SYS GR       COM            01167P101       26    15400 SH       DEFINED 03
15400
 ALBANY INTL CORP                   CL A           012348108     1374    72391 SH       DEFINED 03
72391
 ALBANY MOLECULAR RESH INC          COM            012423109      272    16000 SH       DEFINED 03
16000
 ALBEMARLE CORP                     COM            012653101     1207    47734 SH       DEFINED 03
47734
 ALBERTO CULVER CO                  CL B CONV      013068101     4007    81720 SH       DEFINED 03
81720
 ALBERTO CULVER CO                  CL B CONV      013068101      443     9028 SH       DEFINED 09
9028
 ALBERTSONS INC                     COM            013104104    40545  1678178 SH       DEFINED 03
1678178
 ALCAN INC                          COM            013716105     6954   281785 SH       DEFINED 03
281785
 ALCAN INC                          COM            013716105     1876    76000 SH       DEFINED 10
76000
 ALCOA INC                          COM            013817101    32508  1684348 SH       DEFINED 03
1684348
 ALEXANDER & BALDWIN INC            COM            014482103     1048    47089 SH       DEFINED 03
47089
 ALEXANDRIA REAL ESTATE EQ IN       COM            015271109      208     4900 SH       DEFINED 03
4900
 ALFA CORP                          COM            015385107      289    23600 SH       DEFINED 03
23600
 ALKERMES INC                       COM            01642T108      103    13000 SH       DEFINED 03
13000
 ALLEGHENY ENERGY INC               COM            017361106     9027   689073 SH       DEFINED 03
689073
 ALLEGHENY TECHNOLOGIES INC         COM            01741R102      906   130913 SH       DEFINED 03
130913
 ALLEGIANCE TELECOM INC             COM            01747T102       30    35900 SH       DEFINED 03
35900
 ALLEN TELECOM INC                  COM            018091108      429    80368 SH       DEFINED 03
80368
 ALLERGAN INC                       COM            018490102    16450   302382 SH       DEFINED 03
302382
 ALLETE INC                         COM            018522102     2116    97971 SH       DEFINED 03
97971
 ALLIANCE CAP MGMT HLDG L P         UNIT LTD PARTN 01855A101      205     7400 SH       DEFINED 03
7400
 ALLIANCE SEMICONDUCTOR CORP        COM            01877H100      431   113537 SH       DEFINED 03
113537
 ALLIANT ENERGY CORP                COM            018802108     2122   110234 SH       DEFINED 03
110234
 ALLIANT TECHSYSTEMS INC            COM            018804104     7066   102041 SH       DEFINED 03
102041
 ALLIED CAP CORP NEW                COM            01903Q108      298    13600 SH       DEFINED 03
13600
 ALLIED WASTE INDS INC              COM PAR$.01NEW 019589308     4476   609019 SH       DEFINED 03
609019
 ALLMERICA FINL CORP                COM            019754100     1632   136026 SH       DEFINED 03
136026
 ALLOY INC                          COM            019855105      116    13900 SH       DEFINED 03
13900
 ALLSTATE CORP                      COM            020002101    62501  1758120 SH       DEFINED 03
1758120
 ALLTEL CORP                        COM            020039103    26190   652620 SH       DEFINED 03
652620
 ALPHARMA INC                       CL A           020813101     1382   143967 SH       DEFINED 03
143967
 ALTERA CORP                        COM            021441100    11472  1323136 SH       DEFINED 03
1323136
 ALTERA CORP                        COM            021441100       28     3181 SH       DEFINED 09
3181
 ALTEON INC                         COM            02144G107       30    17200 SH       DEFINED 03
17200
 AMAZON COM INC                     COM            023135106      647    40600 SH       DEFINED 03
40600
 AMAZON COM INC                     COM            023135106      107     6712 SH       DEFINED 09
6712
 AMBAC FINL GROUP INC               COM            023139108     8615   159865 SH       DEFINED 03
159865
 AMERADA HESS CORP                  COM            023551104    29915   440697 SH       DEFINED 03
440697
 AMEREN CORP                        COM            023608102     8709   209088 SH       DEFINED 03
209088
 AMCORE FINL INC                    COM            023912108      202     9200 SH       DEFINED 03
9200
 AMERICAN AXLE & MFG HLDGS IN       COM            024061103     1326    53100 SH       DEFINED 03
53100
 AMERICAN CAPITAL STRATEGIES        COM            024937104      309    16400 SH       DEFINED 03
16400
 AMERICAN ELEC PWR INC              COM            025537101    34898  1224046 SH       DEFINED 03
1224046
 AMERICAN EAGLE OUTFITTERS NE       COM            02553E106      586    48617 SH       DEFINED 03
48617
 AMERICAN EXPRESS CO                COM            025816109    65529  2101633 SH       DEFINED 03
2101633
 AMERICAN FINL GROUP INC OHIO       COM            025932104     4656   202267 SH       DEFINED 03
202267
 AMERICAN FINL HLDGS INC            COM            026075101     1785    58683 SH       DEFINED 03
58683
 AMERICAN GREETINGS CORP            CL A           026375105    12028   747102 SH       DEFINED 03
747102
 AMERICAN INTL GROUP INC            COM            026874107   272249  4977127 SH       DEFINED 03
4977127
 AMERICAN INTL GROUP INC            COM            026874107      248     4540 SH       DEFINED 09
4540
 AMERICAN ITALIAN PASTA CO          CL A           027070101     1882    52719 SH       DEFINED 03
52719
 AMERICAN MGMT SYS INC              COM            027352103     1678   131803 SH       DEFINED 03
131803
 AMERICAN MED SEC GROUP INC         COM            02744P101      154    10900 SH       DEFINED 03
10900
 AMERICAN PWR CONVERSION CORP       COM            029066107     2586   270474 SH       DEFINED 03
270474
 AMERICAN SOFTWARE INC              CL A           029683109       40    14800 SH       DEFINED 03
14800
 AMERICAN STD COS INC DEL           COM            029712106     6419   100900 SH       DEFINED 03
100900
 AMERICAN STS WTR CO                COM            029899101     1178    44926 SH       DEFINED 03
44926
 AMERICAN TOWER CORP                CL A           029912201       55    34400 SH       DEFINED 03
34400
 AMERICAN WTR WKS INC               COM            030411102     5128   114832 SH       DEFINED 03
114832
 AMERICAN WOODMARK CORP             COM            030506109      649    12800 SH       DEFINED 03
12800
 AMERICREDIT CORP                   COM            03060R101      765    94845 SH       DEFINED 03
94845
 AMERIPATH INC                      COM            03071D109     1280    85900 SH       DEFINED 03
85900
 AMERUS GROUP CO                    COM            03072M108     3710   130821 SH       DEFINED 03
130821
 AMERISOURCEBERGEN CORP             COM            03073E105    13831   193661 SH       DEFINED 03
193661
 AMERIGROUP CORP                    COM            03073T102      228     6800 SH       DEFINED 03
6800
 AMERITRADE HLDG CORP NEW           COM            03074K100      126    33700 SH       DEFINED 03
33700
 AMETEK INC NEW                     COM            031100100     1540    52898 SH       DEFINED 03
52898
 AMGEN INC                          COM            031162100   136113  3264090 SH       DEFINED 03
3264090
 AMKOR TECHNOLOGY INC               COM            031652100       37    15700 SH       DEFINED 03
15700
 AMSOUTH BANCORPORATION             COM            032165102    11219   540949 SH       DEFINED 03
540949
 AMSURG CORP                        COM            03232P405     1677    55600 SH       DEFINED 03
55600
 AMYLIN PHARMACEUTICALS INC         COM            032346108      384    23100 SH       DEFINED 03
23100
 ANADARKO PETE CORP                 COM            032511107    29799   669034 SH       DEFINED 03
669034
 ANALOG DEVICES INC                 COM            032654105    12158   617171 SH       DEFINED 03
617171
 ANALOG DEVICES INC                 COM            032654105       32     1620 SH       DEFINED 09
1620
 ANALOGIC CORP                      COM PAR $0.05  032657207     1535    36641 SH       DEFINED 03
36641
 ANALYSTS INTL CORP                 COM            032681108      173    59647 SH       DEFINED 03
59647
 ANCHOR BANCORP WIS INC             COM            032839102     1447    71647 SH       DEFINED 03
71647
 ANDERSEN GROUP INC                 COM            033501107       42    12500 SH       DEFINED 03
12500
 ANDREW CORP                        COM            034425108     3357   512547 SH       DEFINED 03
512547
 ANGELICA CORP                      COM            034663104      514    23906 SH       DEFINED 03
23906
 ANHEUSER BUSCH COS INC             COM            035229103   105803  2090964 SH       DEFINED 03
2090964
 ANHEUSER BUSCH COS INC             COM            035229103     2858    56473 SH       DEFINED 09
56473
 ANIXTER INTL INC                   COM            035290105     2445   118681 SH       DEFINED 03
118681
 ANNALY MTG MGMT INC                COM            035710409      262    14200 SH       DEFINED 03
14200
 ANNTAYLOR STORES CORP              COM            036115103     3568   154948 SH       DEFINED 03
154948
 ANSYS INC                          COM            03662Q105      708    41080 SH       DEFINED 03
41080
 ANTHEM INC                         COM            03674B104    14564   224068 SH       DEFINED 03
224068
 ANSWERTHINK INC                    COM            036916104       20    13800 SH       DEFINED 03
13800
 ANTHRACITE CAP INC                 COM            037023108      548    48500 SH       DEFINED 03
48500
 ANTIGENICS INC DEL                 COM            037032109       87    10800 SH       DEFINED 03
10800
 AO TATNEFT                         SPON ADR REG S 03737P306      348    22300 SH       DEFINED 03
22300
 AON CORP                           COM            037389103    10843   529168 SH       DEFINED 03
529168
 APACHE CORP                        COM            037411105    12202   205252 SH       DEFINED 03
205252
 APARTMENT INVT & MGMT CO           CL A           03748R101      383     9867 SH       DEFINED 03
9867
 APOGEE ENTERPRISES INC             COM            037598109      955    87318 SH       DEFINED 03
87318
 APOLLO GROUP INC                   CL A           037604105    20301   467438 SH       DEFINED 03
467438
 APOLLO GROUP INC                   COM UNV PHOENX 037604204      627    19500 SH       DEFINED 03
19500
 APOGENT TECHNOLOGIES INC           COM            03760A101     3173   170032 SH       DEFINED 03
170032
 APPLE COMPUTER INC                 COM            037833100     7459   514421 SH       DEFINED 03
514421
 APPLEBEES INTL INC                 COM            037899101     3600   164221 SH       DEFINED 03
164221
 APRIA HEALTHCARE GROUP INC         COM            037933108     3357   142499 SH       DEFINED 03
142499
 APPLERA CORP                       COM AP BIO GRP 038020103     6153   336256 SH       DEFINED 03
336256
 APPLERA CORP                       COM CE GEN GRP 038020202      204    25692 SH       DEFINED 03
25692
 APPLICA INC                        COM            03815A106      332    62625 SH       DEFINED 03
62625
 APPLIED INDL TECHNOLOGIES IN       COM            03820C105     1023    60361 SH       DEFINED 03
60361
 APPLIED MATLS INC                  COM            038222105    29477  2552154 SH       DEFINED 03
2552154
 APPLIED MATLS INC                  COM            038222105     1973   170851 SH       DEFINED 09
170851
 APPLIED MICRO CIRCUITS CORP        COM            03822W109     1264   442085 SH       DEFINED 03
442085
 APTARGROUP INC                     COM            038336103     2792   103897 SH       DEFINED 03
103897
 AQUILA INC                         COM            03840P102     1615   393850 SH       DEFINED 03
393850
 ARBITRON INC                       COM            03875Q108     2798    82050 SH       DEFINED 03
82050
 ARCH CHEMICALS INC                 COM            03937R102     1175    66318 SH       DEFINED 03
66318
 ARCH COAL INC                      COM            039380100      961    58072 SH       DEFINED 03
58072
 ARCHER DANIELS MIDLAND CO          COM            039483102    22140  1769781 SH       DEFINED 03
1769781
 ARCHSTONE SMITH TR                 COM            039583109      452    18920 SH       DEFINED 03
18920
 ARCTIC CAT INC                     COM            039670104     1201    86027 SH       DEFINED 03
86027
 ARGOSY GAMING CO                   COM            040228108     1965    85569 SH       DEFINED 03
85569
 ARIBA INC                          COM            04033V104       93    68700 SH       DEFINED 03
68700
 ARKANSAS BEST CORP DEL             COM            040790107     1996    69554 SH       DEFINED 03
69554
 ARMOR HOLDINGS INC                 COM            042260109     1241    82760 SH       DEFINED 03
82760
 ARQULE INC                         COM            04269E107      283    54899 SH       DEFINED 03
54899
 ARRIS GROUP INC                    COM            04269Q100       57    15500 SH       DEFINED 03
15500
 ARROW ELECTRS INC                  COM            042735100     1090    86274 SH       DEFINED 03
86274
 ARTESYN TECHNOLOGIES INC           COM            043127109      183   121002 SH       DEFINED 03
121002
 ARTHROCARE CORP                    COM            043136100      841    69401 SH       DEFINED 03
69401
 ARVINMERITOR INC                   COM            043353101     6032   322593 SH       DEFINED 03
322593
 ASCENTIAL SOFTWARE CORP            COM            04362P108      528   283947 SH       DEFINED 03
283947
 ASHLAND INC                        COM            044204105    13219   493426 SH       DEFINED 03
493426
 ASHLAND INC                        COM            044204105      734    27383 SH       DEFINED 09
27383
 ASHWORTH INC                       COM            04516H101      162    32691 SH       DEFINED 03
32691
 ASPECT COMMUNICATIONS CORP         COM            04523Q102       20    13600 SH       DEFINED 03
13600
 ASPEN TECHNOLOGY INC               COM            045327103      297    98881 SH       DEFINED 03
98881
 ASSOCIATED BANC CORP               COM            045487105     3930   123859 SH       DEFINED 03
123859
 ASSOCIATED ESTATES RLTY CORP       COM            045604105      142    17500 SH       DEFINED 03
17500
 ASTEC INDS INC                     COM            046224101      556    51554 SH       DEFINED 03
51554
 ASTORIA FINL CORP                  COM            046265104    15445   632974 SH       DEFINED 03
632974
 ASTROPOWER INC                     COM            04644A101      439    61832 SH       DEFINED 03
61832
 ASYST TECHNOLOGY CORP              COM            04648X107       86    14300 SH       DEFINED 03
14300
 ATLANTIC COAST AIRLINES HLDG       COM            048396105     1438   155509 SH       DEFINED 03
155509
 ATLAS AIR WORLDWIDE HLDGS IN       COM            049164106       86    35848 SH       DEFINED 03
35848
 ATMEL CORP                         COM            049513104      434   409723 SH       DEFINED 03
409723
 ATMEL CORP                         COM            049513104        8     7080 SH       DEFINED 09
7080
 ATMOS ENERGY CORP                  COM            049560105     2590   120445 SH       DEFINED 03
120445
 ATWOOD OCEANICS INC                COM            050095108     1101    37655 SH       DEFINED 03
37655
 AUDIOVOX CORP                      CL A           050757103      497    71075 SH       DEFINED 03
71075
 AUSPEX SYS INC                     COM            052116100        4    10500 SH       DEFINED 03
10500
 AUTODESK INC                       COM            052769106     4168   328946 SH       DEFINED 03
328946
 AUTOMATIC DATA PROCESSING IN       COM            053015103    33500   963479 SH       DEFINED 03
963479
 AUTOMATIC DATA PROCESSING IN       COM            053015103     1267    36431 SH       DEFINED 09
36431
 AUTONATION INC                     COM            05329W102     1175   102000 SH       DEFINED 03
102000
 AUTOZONE INC                       COM            053332102    15000   190212 SH       DEFINED 03
190212
 AVALONBAY CMNTYS INC               COM            053484101      331     7919 SH       DEFINED 03
7919
 AVANEX CORP                        COM            05348W109       14    10000 SH       DEFINED 03
10000
 AVAYA INC                          COM            053499109      708   495092 SH       DEFINED 03
495092
 AVERY DENNISON CORP                COM            053611109     9222   161848 SH       DEFINED 03
161848
 AVIALL INC NEW                     COM            05366B102      106    10425 SH       DEFINED 03
10425
 AVID TECHNOLOGY INC                COM            05367P100      913    88675 SH       DEFINED 03
88675
 AVISTA CORP                        COM            05379B107     1761   157272 SH       DEFINED 03
157272
 AVNET INC                          COM            053807103     1174   108785 SH       DEFINED 03
108785
 AVOCENT CORP                       COM            053893103     2469   184544 SH       DEFINED 03
184544
 AVON PRODS INC                     COM            054303102    24454   530462 SH       DEFINED 03
530462
 AWARE INC MASS                     COM            05453N100      123    59025 SH       DEFINED 03
59025
 AXCELIS TECHNOLOGIES INC           COM            054540109     1334   273460 SH       DEFINED 03
273460
 AZTAR CORP                         COM            054802103     2307   174674 SH       DEFINED 03
174674
 BB&T CORP                          COM            054937107    24717   705380 SH       DEFINED 03
705380
 BEI TECHNOLOGIES INC               COM            05538P104      530    48142 SH       DEFINED 03
48142
 BISYS GROUP INC                    COM            055472104     1377    82379 SH       DEFINED 03
82379
 BJ SVCS CO                         COM            055482103     8070   310383 SH       DEFINED 03
310383
 BJS WHOLESALE CLUB INC             COM            05548J106     2626   138134 SH       DEFINED 03
138134
 BP PRUDHOE BAY RTY TR              UNIT BEN INT   055630107      180    12400 SH       DEFINED 03
12400
 BMC SOFTWARE INC                   COM            055921100     6404   489968 SH       DEFINED 03
489968
 BAKER HUGHES INC                   COM            057224107    14376   495221 SH       DEFINED 03
495221
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96389
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175633
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88232
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12735
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25778
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4027473
 BANK HAWAII CORP                   COM            062540109     1998    71607 SH       DEFINED 03
71607
 BANK MONTREAL QUE                  COM            063671101      342    14801 SH       DEFINED 03
14801
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1075467
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9628
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77000
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2663816
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28800
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424782
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12600
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64627
 BARD C R INC                       COM            067383109    29610   542019 SH       DEFINED 03
542019
 BARNES & NOBLE INC                 COM            067774109     1326    62683 SH       DEFINED 03
62683
 BARNES GROUP INC                   COM            067806109     1204    59940 SH       DEFINED 03
59940
 BARR LABS INC                      COM            068306109     5388    86504 SH       DEFINED 03
86504
 BARRA INC                          COM            068313105     2121    77647 SH       DEFINED 03
77647
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36377
 BAUSCH & LOMB INC                  COM            071707103     2698    81338 SH       DEFINED 03
81338
 BAXTER INTL INC                    COM            071813109    31734  1038761 SH       DEFINED 03
1038761
 BAY VIEW CAP CORP DEL              COM            07262L101      218    38400 SH       DEFINED 03
38400
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112245
 BEA SYS INC                        COM            073325102      236    45500 SH       DEFINED 03
45500
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348057
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12000
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75606
 BECTON DICKINSON & CO              COM            075887109    26424   930438 SH       DEFINED 03
930438
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13237
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502636
 BEDFORD PPTY INVS INC              COM PAR $0.02  076446301      250    10100 SH       DEFINED 03
10100
 BEL FUSE INC                       CL B           077347300      616    28705 SH       DEFINED 03
28705
 BELDEN INC                         COM            077459105     1181    88011 SH       DEFINED 03
88011
 BELL MICROPRODUCTS INC             COM            078137106      209    50005 SH       DEFINED 03
50005
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4003585
 BELO CORP                          COM SER A      080555105     3693   168791 SH       DEFINED 03
168791
 BEMIS INC                          COM            081437105     4064    82273 SH       DEFINED 03
82273
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8906
 BENCHMARK ELECTRS INC              COM            08160H101     2908   138161 SH       DEFINED 03
138161
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130
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494
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617148
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562
 BEVERLY ENTERPRISES INC            COM NEW        087851309      198    81800 SH       DEFINED 03
81800
 BIG LOTS INC                       COM            089302103     2691   169984 SH       DEFINED 03
169984
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7600
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171778
 BIOGEN INC                         COM            090597105     6262   213955 SH       DEFINED 03
213955
 BIOMET INC                         COM            090613100    10426   391508 SH       DEFINED 03
391508
 BIOMARIN PHARMACEUTICAL INC        COM            09061G101       60    10300 SH       DEFINED 03
10300
 BIOSITE INC                        COM            090945106     2748    94800 SH       DEFINED 03
94800
 BLACK & DECKER CORP                COM            091797100    16381   390671 SH       DEFINED 03
390671
 BLACK BOX CORP DEL                 COM            091826107     1878    56559 SH       DEFINED 03
56559
 BLACK HILLS CORP                   COM            092113109      923    35237 SH       DEFINED 03
35237
 BLOCK H & R INC                    COM            093671105    30369   722908 SH       DEFINED 03
722908
 BLOCK H & R INC                    COM            093671105     2591    61672 SH       DEFINED 09
61672
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76973
 BOB EVANS FARMS INC                COM            096761101     2960   124890 SH       DEFINED 03
124890
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14400
 BOEING CO                          COM            097023105    68100  1995298 SH       DEFINED 03
1995298
 BOISE CASCADE CORP                 COM            097383103     2153    94444 SH       DEFINED 03
94444
 BORDERS GROUP INC                  COM            099709107     1474    93290 SH       DEFINED 03
93290
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179926
 BORLAND SOFTWARE CORP              COM            099849101      155    19900 SH       DEFINED 03
19900
 BOSTON COMMUNICATIONS GROUP        COM            100582105      578    56012 SH       DEFINED 03
56012
 BOSTON PRIVATE FINL HLDGS IN       COM            101119105     1332    62554 SH       DEFINED 03
62554
 BOSTON PROPERTIES INC              COM            101121101   168149  4520143 SH       DEFINED 03
4520143
 BOSTON SCIENTIFIC CORP             COM            101137107    22643   717453 SH       DEFINED 03
717453
 BOSTON SCIENTIFIC CORP             COM            101137107       42     1315 SH       DEFINED 09
1315
 BOWATER INC                        COM            102183100     1716    48600 SH       DEFINED 03
48600
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104417
 BOYD GAMING CORP                   COM            103304101      291    15600 SH       DEFINED 03
15600
 BOYDS COLLECTION LTD               COM            103354106       70    10800 SH       DEFINED 03
10800
 BOYKIN LODGING CO                  COM            103430104      166    17300 SH       DEFINED 03
17300
 BRADY CORP                         CL A           104674106     2290    71118 SH       DEFINED 03
71118
 BRANDYWINE RLTY TR                 SH BEN INT NEW 105368203      259    11500 SH       DEFINED 03
11500
 BRIGGS & STRATTON CORP             COM            109043109     2467    65708 SH       DEFINED 03
65708
 BRINKER INTL INC                   COM            109641100     2049    79096 SH       DEFINED 03
79096
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4059456
 BRISTOL MYERS SQUIBB CO            COM            110122108      769    32308 SH       DEFINED 09
32308
 BROADCOM CORP                      CL A           111320107     4234   396396 SH       DEFINED 03
396396
 BROADCOM CORP                      CL A           111320107      108    10088 SH       DEFINED 09
10088
 BROADWING INC                      COM            111620100      584   295006 SH       DEFINED 03
295006
 BROCADE COMMUNICATIONS SYS I       COM            111621108     1120   148800 SH       DEFINED 03
148800
 BROOKLINE BANCORP INC DEL          COM            11373M107      313    26673 SH       DEFINED 03
26673
 BROOK-PRI AUTOMATION INC           COM            11442E102     1081    94437 SH       DEFINED 03
94437
 BROOKTROUT INC                     COM            114580103      139    30420 SH       DEFINED 03
30420
 BROWN & BROWN INC                  COM            115236101     1595    53175 SH       DEFINED 03
53175
 BROWN FORMAN CORP                  CL B           115637209     6554    97890 SH       DEFINED 03
97890
 BROWN TOM INC                      COM NEW        115660201     2444   106716 SH       DEFINED 03
106716
 BROWN SHOE INC NEW                 COM            115736100     1177    65771 SH       DEFINED 03
65771
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14800
 BRUNSWICK CORP                     COM            117043109    10479   498045 SH       DEFINED 03
498045
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47305
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111738
 BUILDING MATLS HLDG CORP           COM            120113105      579    49484 SH       DEFINED 03
49484
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120816
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1204750
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552270
 BUTLER MFG CO DEL                  COM            123655102      524    24270 SH       DEFINED 03
24270
 C&D TECHNOLOGIES INC               COM            124661109     1203    82082 SH       DEFINED 03
82082
 CBL & ASSOC PPTYS INC              COM            124830100      364     9400 SH       DEFINED 03
9400
 CBRL GROUP INC                     COM            12489V106     3866   169416 SH       DEFINED 03
169416
 CCBT FINL COS INC                  COM            12500Q102      238     9100 SH       DEFINED 03
9100
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99396
 C D I CORP                         COM            125071100     1488    56897 SH       DEFINED 03
56897
 CDW COMPUTER CTRS INC              COM            125129106     2424    57220 SH       DEFINED 03
57220
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80485
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44398
 C H ROBINSON WORLDWIDE INC         COM            12541W100     2088    77279 SH       DEFINED 03
77279
 CIGNA CORP                         COM            125509109    51877   733243 SH       DEFINED 03
733243
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15598
 CLECO CORP NEW                     COM            12561W105     1408   104525 SH       DEFINED 03
104525
 CMGI INC                           COM            125750109       26    73086 SH       DEFINED 03
73086
 CMS ENERGY CORP                    COM            125896100     5709   708279 SH       DEFINED 03
708279
 CPI CORP                           COM            125902106      355    25849 SH       DEFINED 03
25849
 CNA FINL CORP                      COM            126117100      610    24400 SH       DEFINED 03
24400
 CNA SURETY CORP                    COM            12612L108      164    12400 SH       DEFINED 03
12400
 CNF INC                            COM            12612W104     2371    75543 SH       DEFINED 03
75543
 CNS INC                            COM            126136100      109    19000 SH       DEFINED 03
19000
 CNET NETWORKS INC                  COM            12613R104       27    24638 SH       DEFINED 03
24638
 CSG SYS INTL INC                   COM            126349109      466    42770 SH       DEFINED 03
42770
 CSX CORP                           COM            126408103     9879   374471 SH       DEFINED 03
374471
 CTS CORP                           COM            126501105      419    91182 SH       DEFINED 03
91182
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50998
 CVB FINL CORP                      COM            126600105      235    10712 SH       DEFINED 03
10712
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647128
 CVS CORP                           COM            126650100    14387   567532 SH       DEFINED 03
567532
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13000
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134682
 CABOT CORP                         COM            127055101     1954    93049 SH       DEFINED 03
93049
 CABOT OIL & GAS CORP               COM            127097103     1943    90377 SH       DEFINED 03
90377
 CABOT MICROELECTRONICS CORP        COM            12709P103     4028   108170 SH       DEFINED 03
108170
 CACI INTL INC                      CL A           127190304     2873    81048 SH       DEFINED 03
81048
 CADENCE DESIGN SYSTEM INC          COM            127387108     3649   358778 SH       DEFINED 03
358778
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106496
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13500
 CALLAWAY GOLF CO                   COM            131193104      780    74975 SH       DEFINED 03
74975
 CALPINE CORP                       COM            131347106     1356   548980 SH       DEFINED 03
548980
 CAMBREX CORP                       COM            132011107     3439    93448 SH       DEFINED 03
93448
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2444
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77100
 CAPITAL ONE FINL CORP              COM            14040H105    32742   937642 SH       DEFINED 03
937642
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10900
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78496
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38876
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765535
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24488
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49158
 CARNIVAL CORP                      COM            143658102    34930  1391633 SH       DEFINED 03
1391633
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2030
 CARPENTER TECHNOLOGY CORP          COM            144285103      340    26157 SH       DEFINED 03
26157
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14800
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68941
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29434
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11500
 CASEYS GEN STORES INC              COM            147528103     1693   146615 SH       DEFINED 03
146615
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77434
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36772
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111398
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45334
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10750
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727870
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439210
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7800
 CATO CORP NEW                      CL A           149205106     1651    86968 SH       DEFINED 03
86968
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11000
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10500
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344
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1000000
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4277720
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11500
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286121
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106350
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37662
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53476
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18900
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633238
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164311
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104835
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126788
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79960
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145680
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91600
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424061
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13900
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39200
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28400
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3996
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8755
 CHECKFREE CORP NEW                 COM            162813109     5493   482673 SH       DEFINED 03
482673
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98031
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57465
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11700
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28091
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39711
 CHEMICAL FINL CORP                 COM            163731102      214     7424 SH       DEFINED 03
7424
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48776
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56700
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2706586
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251100
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73800
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18800
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18250
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19046
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322723
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91413
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73753
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114011
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442944
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34216
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173844
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547084
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238110
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593556
 CIRCUIT CITY STORE INC             CIRCT CITY GRP 172737108     5275   348213 SH       DEFINED 03
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87657
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17151123
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507973
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246101
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388939
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285810
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8155
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49616
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68092
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74861
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40534
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803417
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151858
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42890
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24520
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4485147
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660651
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121301
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80971
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1005444
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37575
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578751
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154681
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63083
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1562391
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220637
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8000
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9525
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187489
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17100
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868485
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53983
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620442
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1769190
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31334
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71353
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52855
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38500
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85571
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2168133
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583202
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41641
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119700
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294546
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88087
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41469
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593432
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171477
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65684
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134360
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18306
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1382544
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10425
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27320
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34000
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53595
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63090
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213569
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762943
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54564
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194513
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62797
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9459
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467814
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12200
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64800
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18400
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78774
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34200
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183915
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56012
 CROSS CTRY INC                     COM            22748P105      912    64600 SH       DEFINED 03
64600
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12609
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53200
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38275
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10100
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51297
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145346
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222117
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30334
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18800
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31150
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30300
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14500
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90860
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239402
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83038
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80774
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137428
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95021
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47498
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208753
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162579
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194450
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507193
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12900
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10300
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577738
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219219
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12290
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386356
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47969
 DAVITA INC                         COM            23918K108      470    19907 SH       DEFINED 03
19907
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193410
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513127
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26300
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6079143
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355585
 DELPHI CORP                        COM            247126105    12076  1412361 SH       DEFINED 03
1412361
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60720
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114194
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546559
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31520
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558965
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109757
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118675
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48934
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459207
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72827
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84625
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335464
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72784
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113015
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56126
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13500
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102568
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242743
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154600
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107398
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60449
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4048705
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9183
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14100
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10700
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13800
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12100
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309413
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489914
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17500
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105355
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585758
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91606
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663800
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19550
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36310
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296033
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2010571
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125332
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129750
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130166
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23580
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48749
 DSL NET INC                        COM            262506108        6    17500 SH       DEFINED 03
17500
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1729179
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659306
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66248
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1823194
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14616
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190204
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38700
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66226
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14700
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58687
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659384
 EGL INC                            COM            268484102      518    47022 SH       DEFINED 03
47022
 E M C CORP MASS                    COM            268648102    18151  3971865 SH       DEFINED 03
3971865
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355616
 EOG RES INC                        COM            26875P101     6128   170414 SH       DEFINED 03
170414
 E PIPHANY INC                      COM            26881V100      105    29150 SH       DEFINED 03
29150
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382176
 E TRADE GROUP INC                  COM            269246104     4433   996075 SH       DEFINED 03
996075
 E Z EM INC                         CL A           269305207       76    10200 SH       DEFINED 03
10200
 EARTHLINK INC                      COM            270321102      205    38445 SH       DEFINED 03
38445
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74425
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291927
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1113546
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1466774
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220340
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57268
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492339
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2142
 ECHOSTAR COMMUNICATIONS NEW        CL A           278762109      433    25005 SH       DEFINED 03
25005
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8975
 ECLIPSYS CORP                      COM            278856109       67    13200 SH       DEFINED 03
13200
 ECOLAB INC                         COM            278865100     7955   190642 SH       DEFINED 03
190642
 ECOLAB INC                         COM            278865100      754    18062 SH       DEFINED 09
18062
 EDISON INTL                        COM            281020107    13831  1383087 SH       DEFINED 03
1383087
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62143
 J D EDWARDS & CO                   COM            281667105      160    17247 SH       DEFINED 03
17247
 EDWARDS AG INC                     COM            281760108     4560   142585 SH       DEFINED 03
142585
 EDWARDS LIFESCIENCES CORP          COM            28176E108     2807   109692 SH       DEFINED 03
109692
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160620
 EL PASO CORP                       COM            28336L109    10369  1253769 SH       DEFINED 03
1253769
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145229
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75996
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56697
 ELECTRONIC ARTS INC                COM            285512109    37438   567591 SH       DEFINED 03
567591
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734253
 ELECTRONICS FOR IMAGING INC        COM            286082102      252    16900 SH       DEFINED 03
16900
 ELKCORP                            COM            287456107     1338    78381 SH       DEFINED 03
78381
 EMCORE CORP                        COM            290846104       16    10400 SH       DEFINED 03
10400
 EMCOR GROUP INC                    COM            29084Q100     2150    43269 SH       DEFINED 03
43269
 EMERSON ELEC CO                    COM            291011104    39272   893761 SH       DEFINED 03
893761
 EMMIS COMMUNICATIONS CORP          CL A           291525103     1318    69368 SH       DEFINED 03
69368
 EMPRESA NACIONAL DE ELCTRCID       SPONSORED ADR  29244T101      187    28400 SH       DEFINED 03
28400
 EMULEX CORP                        COM NEW        292475209      967    85900 SH       DEFINED 03
85900
 ENDO PHARMACEUTICALS HLDGS I       COM            29264F205      125    14600 SH       DEFINED 03
14600
 ENERGEN CORP                       COM            29265N108     2935   115967 SH       DEFINED 03
115967
 ENERGY EAST CORP                   COM            29266M109     3409   172110 SH       DEFINED 03
172110
 ENERGIZER HLDGS INC                COM            29266R108    13716   451172 SH       DEFINED 03
451172
 ENERSIS S A                        SPONSORED ADR  29274F104       56    12463 SH       DEFINED 03
12463
 ENGELHARD CORP                     COM            292845104    18468   774989 SH       DEFINED 03
774989
 ENGINEERED SUPPORT SYS INC         COM            292866100     1840    32250 SH       DEFINED 03
32250
 ENESCO GROUP INC                   COM            292973104      239    34048 SH       DEFINED 03
34048
 ENNIS BUSINESS FORMS INC           COM            293389102      241    18487 SH       DEFINED 03
18487
 ENPRO INDS INC                     COM            29355X107      107    31272 SH       DEFINED 03
31272
 ENTERASYS NETWORKS INC             COM            293637104       37    28300 SH       DEFINED 03
28300
 ENTERCOM COMMUNICATIONS CORP       CL A           293639100     1633    34480 SH       DEFINED 03
34480
 ENTERGY CORP NEW                   COM            29364G103    29534   709955 SH       DEFINED 03
709955
 ENTERPRISE PRODS PARTNERS L        COM            293792107      240    12300 SH       DEFINED 03
12300
 ENTRUST INC                        COM            293848107       67    21300 SH       DEFINED 03
21300
 ENZON INC                          COM            293904108      248    12900 SH       DEFINED 03
12900
 ENZO BIOCHEM INC                   COM            294100102     1389    97149 SH       DEFINED 03
97149
 EPRESENCE INC                      COM            294348107       57    34700 SH       DEFINED 03
34700
 EQUIFAX INC                        COM            294429105     4573   210333 SH       DEFINED 03
210333
 EQUINIX INC                        COM            29444U106        5    15400 SH       DEFINED 03
15400
 EQUITABLE RES INC                  COM            294549100     3281    94973 SH       DEFINED 03
94973
 EQUITY INNS INC                    COM            294703103      252    40700 SH       DEFINED 03
40700
 EQUITY OFFICE PROPERTIES TRU       COM            294741103    28059  1086716 SH       DEFINED 03
1086716
 EQUITY RESIDENTIAL                 SH BEN INT     29476L107     9340   390146 SH       DEFINED 03
390146
 ERICSSON L M TEL CO                ADR CL B SEK10 294821400      911  2530781 SH       DEFINED 09
2530781
 ERIE INDTY CO                      CL A           29530P102      317     7600 SH       DEFINED 03
7600
 ESCO TECHNOLOGIES INC              COM            296315104      207     6400 SH       DEFINED 03
6400
 ESSEX PPTY TR INC                  COM            297178105     2595    52490 SH       DEFINED 03
52490
 ESTERLINE TECHNOLOGIES CORP        COM            297425100     1323    79481 SH       DEFINED 03
79481
 ETHAN ALLEN INTERIORS INC          COM            297602104     3269   101023 SH       DEFINED 03
101023
 EVERGREEN RES INC                  COM NO PAR     299900308     2479    60490 SH       DEFINED 03
60490
 EXAR CORP                          COM            300645108     1610   139416 SH       DEFINED 03
139416
 EXCELON CORP                       COM            300691102        3    10029 SH       DEFINED 03
10029
 EXELON CORP                        COM            30161N101    41347   870472 SH       DEFINED 03
870472
 EXELIXIS INC                       COM            30161Q104       57    11500 SH       DEFINED 03
11500
 EXPEDITORS INTL WASH INC           COM            302130109     3000   107390 SH       DEFINED 03
107390
 EXPRESS SCRIPTS INC                COM            302182100    26592   487750 SH       DEFINED 03
487750
 EXPRESSJET HOLDINGS INC            CL A           30218U108      239    26000 SH       DEFINED 03
26000
 EXTENDED STAY AMER INC             COM            30224P101     1039    81803 SH       DEFINED 03
81803
 EXTREME NETWORKS INC               COM            30226D106      139    33100 SH       DEFINED 03
33100
 EXULT INC DEL                      COM            302284104       51    17300 SH       DEFINED 03
17300
 EXXON MOBIL CORP                   COM            30231G102   414104 12981322 SH       DEFINED 03
12981322
 EXXON MOBIL CORP                   COM            30231G102    26535   831829 SH       DEFINED 09
831829
 FBR ASSET INVT CORP                COM            30241E303      522    16700 SH       DEFINED 03
16700
 FEI CO                             COM            30241L109      412    28537 SH       DEFINED 03
28537
 FLIR SYS INC                       COM            302445101     1610    46000 SH       DEFINED 03
46000
 F M C CORP                         COM NEW        302491303     4482   173570 SH       DEFINED 03
173570
 FMC TECHNOLOGIES INC               COM            30249U101     1253    74784 SH       DEFINED 03
74784
 FNB CORP PA                        COM            302520101      306    10912 SH       DEFINED 03
10912
 FPL GROUP INC                      COM            302571104    13956   259398 SH       DEFINED 03
259398
 FACTORY 2-U INC                    COM            303072102       67    34284 SH       DEFINED 03
34284
 FACTSET RESH SYS INC               COM            303075105     2724   102617 SH       DEFINED 03
102617
 FAIR ISAAC & CO INC                COM            303250104     7087   216726 SH       DEFINED 03
216726
 FAIRCHILD SEMICONDUCTOR INTL       CL A           303726103     5260   555426 SH       DEFINED 03
555426
 FAMILY DLR STORES INC              COM            307000109     6690   248868 SH       DEFINED 03
248868
 FAMILY DLR STORES INC              COM            307000109     1579    58756 SH       DEFINED 09
58756
 FASTENAL CO                        COM            311900104     1636    51796 SH       DEFINED 03
51796
 FEDDERS CORP                       COM NEW        313135501      263   104523 SH       DEFINED 03
104523
 FEDERAL HOME LN MTG CORP           COM            313400301    84764  1516349 SH       DEFINED 03
1516349
 FEDERAL NATL MTG ASSN              COM            313586109   129490  2174842 SH       DEFINED 03
2174842
 FEDERAL REALTY INVT TR             SH BEN INT NEW 313747206      324    12000 SH       DEFINED 03
12000
 FEDERAL SIGNAL CORP                COM            313855108      724    39309 SH       DEFINED 03
39309
 FEDERATED DEPT STORES INC DE       COM            31410H101    31305  1063366 SH       DEFINED 03
1063366
 FEDERATED INVS INC PA              CL B           314211103      397    14700 SH       DEFINED 03
14700
 FEDEX CORP                         COM            31428X106    31174   622607 SH       DEFINED 03
622607
 FELCOR LODGING TR INC              COM            31430F101      913    71190 SH       DEFINED 03
71190
 FERRO CORP                         COM            315405100     1178    50977 SH       DEFINED 03
50977
 FIDELITY NATL FINL INC             COM            316326107    13917   484228 SH       DEFINED 03
484228
 FIFTH THIRD BANCORP                COM            316773100    52849   863116 SH       DEFINED 03
863116
 FILENET CORP                       COM            316869106     1340   129460 SH       DEFINED 03
129460
 FINANCIAL FED CORP                 COM            317492106     1628    51105 SH       DEFINED 03
51105
 FINISAR                            COM            31787A101       26    37200 SH       DEFINED 03
37200
 FIRST AMERN CORP CALIF             COM            318522307     4308   210866 SH       DEFINED 03
210866
 FIRST BANCORP P R                  COM            318672102     2871    75319 SH       DEFINED 03
75319
 FIRST CHARTER CORP                 COM            319439105      192    11600 SH       DEFINED 03
11600
 FIRST CTZNS BANCSHARES INC N       CL A           31946M103      268     2600 SH       DEFINED 03
2600
 FIRST COMWLTH FINL CORP PA         COM            319829107      274    22100 SH       DEFINED 03
22100
 FIRST DATA CORP                    COM            319963104    35715  1277821 SH       DEFINED 03
1277821
 FIRST FINL BANCORP OH              COM            320209109      200    11220 SH       DEFINED 03
11220
 FIRST FINL BANKSHARES              COM            32020R109      252     6925 SH       DEFINED 03
6925
 FIRST INDUSTRIAL REALTY TRUS       COM            32054K103      462    14900 SH       DEFINED 03
14900
 FIRST MIDWEST BANCORP DEL          COM            320867104     3862   143767 SH       DEFINED 03
143767
 FIRST HEALTH GROUP CORP            COM            320960107     3055   112634 SH       DEFINED 03
112634
 FIRST NIAGARA FINL GROUP INC       COM            33582U100      294     9300 SH       DEFINED 03
9300
 FIRST REP BK SAN FRANCISCO         COM            336158100      871    40048 SH       DEFINED 03
40048
 FIRST SENTINEL BANCORP INC         COM            33640T103      172    12700 SH       DEFINED 03
12700
 FIRST TENN NATL CORP               COM            337162101     6484   187010 SH       DEFINED 03
187010
 FIRST VA BANKS INC                 COM            337477103     3289    88165 SH       DEFINED 03
88165
 FISERV INC                         COM            337738108     7834   278981 SH       DEFINED 03
278981
 FIRSTFED FINL CORP                 COM            337907109     1543    59919 SH       DEFINED 03
59919
 FIRSTMERIT CORP                    COM            337915102     2181   101798 SH       DEFINED 03
101798
 FLAGSTAR BANCORP INC               COM            337930101      321    15500 SH       DEFINED 03
15500
 FIRSTENERGY CORP                   COM            337932107    25246   844621 SH       DEFINED 03
844621
 FISHER SCIENTIFIC INTL INC         COM NEW        338032204      236     7775 SH       DEFINED 03
7775
 FLEETBOSTON FINL CORP              COM            339030108    68811  3384714 SH       DEFINED 03
3384714
 FLEETWOOD ENTERPRISES INC          COM            339099103      868   128745 SH       DEFINED 03
128745
 FLEMING COS INC                    COM            339130106      779   155809 SH       DEFINED 03
155809
 FLORIDA EAST COAST INDS            CL A           340632108      234     9900 SH       DEFINED 03
9900
 FLORIDA ROCK INDS INC              COM            341140101     2442    79914 SH       DEFINED 03
79914
 FLUOR CORP NEW                     COM            343412102     9775   399949 SH       DEFINED 03
399949
 FLOW INTL CORP                     COM            343468104      123    38176 SH       DEFINED 03
38176
 FLOWERS FOODS INC                  COM            343498101      355    15635 SH       DEFINED 03
15635
 FLOWSERVE CORP                     COM            34354P105      416    41636 SH       DEFINED 03
41636
 FOOT LOCKER INC                    COM            344849104      138    13800 SH       DEFINED 03
13800
 FOOTSTAR INC                       COM            344912100      452    57920 SH       DEFINED 03
57920
 FORD MTR CO DEL                    COM PAR $0.01  345370860    32366  3302633 SH       DEFINED 03
3302633
 FOREST CITY ENTERPRISES INC        CL A           345550107      234     7200 SH       DEFINED 03
7200
 FOREST LABS INC                    COM            345838106    28217   344067 SH       DEFINED 03
344067
 FOREST OIL CORP                    COM PAR $0.01  346091705     1165    45705 SH       DEFINED 03
45705
 FORGENT NETWORKS INC               COM            34629U103       37    21726 SH       DEFINED 03
21726
 FORTUNE BRANDS INC                 COM            349631101    11054   233754 SH       DEFINED 03
233754
 FORWARD AIR CORP                   COM            349853101     1027    56747 SH       DEFINED 03
56747
 FOSSIL INC                         COM            349882100     2784   138854 SH       DEFINED 03
138854
 FOUNDRY NETWORKS INC               COM            35063R100      168    30600 SH       DEFINED 03
30600
 4 KIDS ENTMT INC                   COM            350865101      772    32520 SH       DEFINED 03
32520
 FOX ENTMT GROUP INC                CL A           35138T107      840    38145 SH       DEFINED 03
38145
 FRANKLIN RES INC                   COM            354613101    11855   381202 SH       DEFINED 03
381202
 FRANKLIN RES INC                   COM            354613101       35     1127 SH       DEFINED 09
1127
 FREDS INC                          CL A           356108100     2064    69125 SH       DEFINED 03
69125
 FREEMARKETS INC                    COM            356602102       91    18300 SH       DEFINED 03
18300
 FREEPORT-MCMORAN COPPER & GO       CL B           35671D857     2926   217375 SH       DEFINED 03
217375
 FREMONT GEN CORP                   COM            357288109      979   199719 SH       DEFINED 03
199719
 FRIEDMAN INDS INC                  COM            358435105       54    22902 SH       DEFINED 03
22902
 FRONTIER AIRLINES INC NEW          COM            359065109      382    78378 SH       DEFINED 03
78378
 FRONTIER FINL CORP WASH            COM            35907K105      206     8100 SH       DEFINED 03
8100
 FRONTIER OIL CORP                  COM            35914P105     1019    82200 SH       DEFINED 03
82200
 FUELCELL ENERGY INC                COM            35952H106      142    22500 SH       DEFINED 03
22500
 FULLER H B CO                      COM            359694106     1051    39493 SH       DEFINED 03
39493
 FURNITURE BRANDS INTL INC          COM            360921100     1925    83898 SH       DEFINED 03
83898
 G & K SVCS INC                     CL A           361268105     2298    67890 SH       DEFINED 03
67890
 GATX CORP                          COM            361448103      880    44439 SH       DEFINED 03
44439
 GBC BANCORP CALIF                  COM            361475106      746    38412 SH       DEFINED 03
38412
 GABLES RESIDENTIAL TR              SH BEN INT     362418105      224     8400 SH       DEFINED 03
8400
 GALLAGHER ARTHUR J & CO            COM            363576109     1452    58899 SH       DEFINED 03
58899
 GALYANS TRADING INC                COM            36458R101      116    11600 SH       DEFINED 03
11600
 GANNETT INC                        COM            364730101    51586   714681 SH       DEFINED 03
714681
 GAP INC DEL                        COM            364760108    13583  1251929 SH       DEFINED 03
1251929
 GAP INC DEL                        COM            364760108      120    11027 SH       DEFINED 09
11027
 GARDNER DENVER INC                 COM            365558105      659    41933 SH       DEFINED 03
41933
 GARTNER INC                        COM            366651107      129    15900 SH       DEFINED 03
15900
 GARTNER INC                        CL B           366651206      699    87380 SH       DEFINED 03
87380
 GATEWAY INC                        COM            367626108     1496   503836 SH       DEFINED 03
503836
 GATEWAY INC                        COM            367626108       46    15576 SH       DEFINED 09
15576
 GEMSTAR-TV GUIDE INTL INC          COM            36866W106      115    45500 SH       DEFINED 03
45500
 GENCORP INC                        COM            368682100     1339   133087 SH       DEFINED 03
133087
 GENE LOGIC INC                     COM            368689105      103    13300 SH       DEFINED 03
13300
 GENENTECH INC                      COM NEW        368710406     8257   253039 SH       DEFINED 03
253039
 GENERAL CABLE CORP DEL NEW         COM            369300108       42    10950 SH       DEFINED 03
10950
 GENERAL COMMUNICATION INC          CL A           369385109      595   158307 SH       DEFINED 03
158307
 GENERAL DYNAMICS CORP              COM            369550108    41751   513353 SH       DEFINED 03
513353
 GENERAL DYNAMICS CORP              COM            369550108     2059    25315 SH       DEFINED 09
25315
 GENERAL ELEC CO                    COM            369604103   462180 18749690 SH       DEFINED 03
18749690
 GENERAL ELEC CO                    COM            369604103     9453   383484 SH       DEFINED 09
383484
 GENERAL GROWTH PPTYS INC           COM            370021107      412     8000 SH       DEFINED 03
8000
 GENERAL MLS INC                    COM            370334104    23523   529551 SH       DEFINED 03
529551
 GENERAL MLS INC                    COM            370334104      594    13364 SH       DEFINED 09
13364
 GENERAL MTRS CORP                  COM            370442105    71329  1833640 SH       DEFINED 03
1833640
 GENERAL MTRS CORP                  COM            370442105    16711   429583 SH       DEFINED 09
429583
 GENERAL MTRS CORP                  CL H NEW       370442832     1396   152614 SH       DEFINED 03
152614
 GENESCO INC                        COM            371532102      938    68004 SH       DEFINED 03
68004
 GENESIS HEALTH VENTURE INC N       COM            37183F107      179    10900 SH       DEFINED 03
10900
 GENTEX CORP                        COM            371901109     3378   124222 SH       DEFINED 03
124222
 GENLYTE GROUP INC                  COM            372302109      206     5800 SH       DEFINED 03
5800
 GENTA INC                          COM NEW        37245M207       94    14600 SH       DEFINED 03
14600
 GENUINE PARTS CO                   COM            372460105     8097   264263 SH       DEFINED 03
264263
 GENZYME CORP                       COM GENL DIV   372917104     6383   309728 SH       DEFINED 03
309728
 GEORGIA GULF CORP                  COM PAR $0.01  373200203     1969    86081 SH       DEFINED 03
86081
 GEORGIA PAC CORP                   COM            373298108    19419  1483477 SH       DEFINED 03
1483477
 GERBER SCIENTIFIC INC              COM            373730100      253    65804 SH       DEFINED 03
65804
 GILEAD SCIENCES INC                COM            375558103    11011   328394 SH       DEFINED 03
328394
 GILLETTE CO                        COM            375766102    50971  1721992 SH       DEFINED 03
1721992
 GLAMIS GOLD LTD                    COM            376775102      109    11800 SH       DEFINED 03
11800
 GLATFELTER                         COM            377316104      801    69333 SH       DEFINED 03
69333
 GLENBOROUGH RLTY TR INC            COM            37803P105     1967    96900 SH       DEFINED 03
96900
 GLOBAL INDS LTD                    COM            379336100       77    18700 SH       DEFINED 03
18700
 GLOBAL PMTS INC                    COM            37940X102     2820   110155 SH       DEFINED 03
110155
 GLOBESPANVIRATA INC                COM            37957V106       85    35998 SH       DEFINED 03
35998
 GOAMERICA INC                      COM            38020R106        4    11100 SH       DEFINED 03
11100
 GOLDEN ENTERPRISES INC             COM            381010107      111    29154 SH       DEFINED 03
29154
 GOLDEN ST BANCORP INC              COM            381197102     6257   193580 SH       DEFINED 03
193580
 GOLDEN WEST FINL CORP DEL          COM            381317106    54230   872147 SH       DEFINED 03
872147
 GOLDMAN SACHS GROUP INC            COM            38141G104    52793   799529 SH       DEFINED 03
799529
 GOOD GUYS INC                      COM            382091106       21    11000 SH       DEFINED 03
11000
 GOODRICH CORP                      COM            382388106    18399   973506 SH       DEFINED 03
973506
 GOODYEAR TIRE & RUBR CO            COM            382550101     2129   239476 SH       DEFINED 03
239476
 GOODYS FAMILY CLOTHING INC         COM            382588101      380    80496 SH       DEFINED 03
80496
 GRACE W R & CO DEL NEW             COM            38388F108       26    16100 SH       DEFINED 03
16100
 GRACO INC                          COM            384109104     3377   136175 SH       DEFINED 03
136175
 GRAFTECH INTL LTD                  COM            384313102      354    48869 SH       DEFINED 03
48869
 GRAINGER W W INC                   COM            384802104     5879   138162 SH       DEFINED 03
138162
 GRANITE CONSTR INC                 COM            387328107      870    52802 SH       DEFINED 03
52802
 GRANT PRIDECO INC                  COM            38821G101      641    75016 SH       DEFINED 03
75016
 GRAPHIC PACKAGING INTL CORP        COM            388690109      129    16200 SH       DEFINED 03
16200
 GREAT ATLANTIC & PAC TEA INC       COM            390064103      992   118416 SH       DEFINED 03
118416
 GREAT LAKES CHEM CORP              COM            390568103     2036    84765 SH       DEFINED 03
84765
 GREAT PLAINS ENERGY INC            COM            391164100     1379    72031 SH       DEFINED 03
72031
 GREATER BAY BANCORP                COM            391648102     7079   389157 SH       DEFINED 03
389157
 GREEN MOUNTAIN PWR CORP            COM            393154109      255    14406 SH       DEFINED 03
14406
 GREENPOINT FINL CORP               COM            395384100    14051   336641 SH       DEFINED 03
336641
 GREY GLOBAL GROUP INC              COM            39787M108      236      400 SH       DEFINED 03
400
 GREY WOLF INC                      COM            397888108      239    66300 SH       DEFINED 03
66300
 GRIFFON CORP                       COM            398433102      984    92349 SH       DEFINED 03
92349
 GROUP 1 AUTOMOTIVE INC             COM            398905109     1986    88868 SH       DEFINED 03
88868
 GTECH HLDGS CORP                   COM            400518106     3255   131132 SH       DEFINED 03
131132
 GUIDANT CORP                       COM            401698105    35049  1084769 SH       DEFINED 03
1084769
 GYMBOREE CORP                      COM            403777105     1434    87925 SH       DEFINED 03
87925
 HCA INC                            COM            404119109    41501   871687 SH       DEFINED 03
871687
 HCC INS HLDGS INC                  COM            404132102     1270    52911 SH       DEFINED 03
52911
 HRPT PPTYS TR                      COM SH BEN INT 40426W101      455    55100 SH       DEFINED 03
55100
 HAEMONETICS CORP                   COM            405024100     1692    71289 SH       DEFINED 03
71289
 HAGGAR CORP                        COM            405173105      174    15827 SH       DEFINED 03
15827
 HAIN CELESTIAL GROUP INC           COM            405217100     1390    94847 SH       DEFINED 03
94847
 HALL KINION ASSOCIATES INC         COM            406069104      243    40441 SH       DEFINED 03
40441
 HALLIBURTON CO                     COM            406216101     8250   639053 SH       DEFINED 03
639053
 HALLIBURTON CO                     COM            406216101      399    30941 SH       DEFINED 09
30941
 HANCOCK FABRICS INC                COM            409900107      906    56077 SH       DEFINED 03
56077
 HANCOCK HLDG CO                    COM            410120109      298     6345 SH       DEFINED 03
6345
 HANCOCK JOHN FINL SVCS INC         COM            41014S106    29666  1067107 SH       DEFINED 03
1067107
 HANDLEMAN CO DEL                   COM            410252100      158    17300 SH       DEFINED 03
17300
 HANDSPRING INC                     COM            410293104       15    15700 SH       DEFINED 03
15700
 HANOVER COMPRESSOR CO              COM            410768105      850   102458 SH       DEFINED 03
102458
 HANSEN NAT CORP                    COM            411310105      103    24800 SH       DEFINED 03
24800
 HARBOR FLA BANCSHARES INC          COM            411901101      241    11800 SH       DEFINED 03
11800
 HARLAND JOHN H CO                  COM            412693103     3228   118882 SH       DEFINED 03
118882
 HARLEY DAVIDSON INC                COM            412822108    33546   722205 SH       DEFINED 03
722205
 HARLEY DAVIDSON INC                COM            412822108     1873    40333 SH       DEFINED 09
40333
 HARLEYSVILLE GROUP INC             COM            412824104      228     8700 SH       DEFINED 03
8700
 HARMAN INTL INDS INC               COM            413086109     5226   100988 SH       DEFINED 03
100988
 HARMONIC INC                       COM            413160102      311   177571 SH       DEFINED 03
177571
 HARRAHS ENTMT INC                  COM            413619107    14881   308680 SH       DEFINED 03
308680
 HARRIS CORP DEL                    COM            413875105     4178   124752 SH       DEFINED 03
124752
 HARSCO CORP                        COM            415864107     2726   100244 SH       DEFINED 03
100244
 HARTE-HANKS INC                    COM            416196103     2925   157196 SH       DEFINED 03
157196
 HARTFORD FINL SVCS GROUP INC       COM            416515104    29307   714795 SH       DEFINED 03
714795
 HARTMARX CORP                      COM            417119104       20    10250 SH       DEFINED 03
10250
 HASBRO INC                         COM            418056107     9623   864598 SH       DEFINED 03
864598
 HAVERTY FURNITURE INC              COM            419596101      703    56200 SH       DEFINED 03
56200
 HAWAIIAN ELEC INDUSTRIES           COM            419870100     1658    38470 SH       DEFINED 03
38470
 HEALTH CARE PPTY INVS INC          COM            421915109      239     5600 SH       DEFINED 03
5600
 HEALTHSOUTH CORP                   COM            421924101     6006  1447122 SH       DEFINED 03
1447122
 HEALTH MGMT ASSOC INC NEW          CL A           421933102    10533   520896 SH       DEFINED 03
520896
 HEALTHCARE RLTY TR                 COM            421946104      460    14800 SH       DEFINED 03
14800
 HEALTH CARE REIT INC               COM            42217K106      315    11500 SH       DEFINED 03
11500
 HEALTH MGMT SYS INC                COM            42219M100       44    12200 SH       DEFINED 03
12200
 HEALTH NET INC                     COM            42222G108     5710   266194 SH       DEFINED 03
266194
 HEARST-ARGYLE TELEVISION INC       COM            422317107      248     9969 SH       DEFINED 03
9969
 HEARTLAND EXPRESS INC              COM            422347104     2561   136663 SH       DEFINED 03
136663
 HECLA MNG CO                       COM            422704106       78    21800 SH       DEFINED 03
21800
 HEIDRICK & STRUGGLES INTL IN       COM            422819102      805    52983 SH       DEFINED 03
52983
 HEINZ H J CO                       COM            423074103    17071   511558 SH       DEFINED 03
511558
 HELIX TECHNOLOGY CORP              COM            423319102      672    69605 SH       DEFINED 03
69605
 HELMERICH & PAYNE INC              COM            423452101     1905    55656 SH       DEFINED 03
55656
 HENRY JACK & ASSOC INC             COM            426281101      742    59726 SH       DEFINED 03
59726
 HERCULES INC                       COM            427056106     5938   644698 SH       DEFINED 03
644698
 HERITAGE PPTY INVT TR INC          COM            42725M107   123191  4935555 SH       DEFINED 03
4935555
 HERSHEY FOODS CORP                 COM            427866108    12413   200042 SH       DEFINED 03
200042
 HEWLETT PACKARD CO                 COM            428236103    95937  8220846 SH       DEFINED 03
8220846
 HEWLETT PACKARD CO                 COM            428236103       93     7988 SH       DEFINED 09
7988
 HEXCEL CORP NEW                    COM            428291108       30    12200 SH       DEFINED 03
12200
 HIBERNIA CORP                      CL A           428656102     4443   222245 SH       DEFINED 03
222245
 HIGH YIELD INCOME FD INC           COM            429904105       50    11000 SH       DEFINED 03
11000
 HIGHWOODS PPTYS INC                COM            431284108      480    20500 SH       DEFINED 03
20500
 HILB ROGAL & HAMILTON CO           COM            431294107     3629    87975 SH       DEFINED 03
87975
 HILLENBRAND INDS INC               COM            431573104    10305   189784 SH       DEFINED 03
189784
 HILTON HOTELS CORP                 COM            432848109     6213   545981 SH       DEFINED 03
545981
 HISPANIC BROADCASTING CORP         CL A           43357B104     2489   133484 SH       DEFINED 03
133484
 HOLLINGER INTL INC                 CL A           435569108      175    19200 SH       DEFINED 03
19200
 HOLLYWOOD ENTMT CORP               COM            436141105      269    18500 SH       DEFINED 03
18500
 HOLOGIC INC                        COM            436440101      503    51333 SH       DEFINED 03
51333
 HOME DEPOT INC                     COM            437076102   134855  5166858 SH       DEFINED 03
5166858
 HOME DEPOT INC                     COM            437076102       70     2674 SH       DEFINED 09
2674
 HOME PPTYS N Y INC                 COM            437306103     6809   209500 SH       DEFINED 03
209500
 HOMESTORE INC                      COM            437852106        3    10100 SH       DEFINED 03
10100
 HON INDS INC                       COM            438092108     2024    79524 SH       DEFINED 03
79524
 HONEYWELL INTL INC                 COM            438516106    51579  2381290 SH       DEFINED 03
2381290
 HONEYWELL INTL INC                 COM            438516106    11137   514184 SH       DEFINED 09
514184
 HOOPER HOLMES INC                  COM            439104100     1139   183648 SH       DEFINED 03
183648
 HORACE MANN EDUCATORS CORP N       COM            440327104      879    59775 SH       DEFINED 03
59775
 HORMEL FOODS CORP                  COM            440452100     2583   118063 SH       DEFINED 03
118063
 HOSPITALITY PPTYS TR               COM SH BEN INT 44106M102     3784   114245 SH       DEFINED 03
114245
 HOST MARRIOTT CORP NEW             COM            44107P104      322    34700 SH       DEFINED 03
34700
 HOT TOPIC INC                      COM            441339108     1622    89954 SH       DEFINED 03
89954
 HOUSEHOLD INTL INC                 COM            441815107    47498  1677770 SH       DEFINED 03
1677770
 HOUSTON EXPL CO                    COM            442120101      854    27400 SH       DEFINED 03
27400
 HUBBELL INC                        CL B           443510201     2241    77073 SH       DEFINED 03
77073
 HUDSON CITY BANCORP                COM            443683107      367    22600 SH       DEFINED 03
22600
 HUDSON UNITED BANCORP              COM            444165104     3891   146282 SH       DEFINED 03
146282
 HUFFY CORP                         COM            444356109      200    25948 SH       DEFINED 03
25948
 HUGHES SUPPLY INC                  COM            444482103     1895    65032 SH       DEFINED 03
65032
 HUGOTON RTY TR TEX                 UNIT BEN INT   444717102      154    13400 SH       DEFINED 03
13400
 HUMANA INC                         COM            444859102    15666  1263351 SH       DEFINED 03
1263351
 HUMAN GENOME SCIENCES INC          COM            444903108      146    12100 SH       DEFINED 03
12100
 HUNT J B TRANS SVCS INC            COM            445658107     2542   107938 SH       DEFINED 03
107938
 HUNTINGTON BANCSHARES INC          COM            446150104     6831   375516 SH       DEFINED 03
375516
 HUTCHINSON TECHNOLOGY INC          COM            448407106     1310    81111 SH       DEFINED 03
81111
 HYDRIL CO                          COM            448774109      214     8600 SH       DEFINED 03
8600
 ICN PHARMACEUTICALS INC NEW        COM            448924100     1005   110893 SH       DEFINED 03
110893
 HYPERION SOLUTIONS CORP            COM            44914M104     1790    97539 SH       DEFINED 03
97539
 HYSEQ INC                          COM            449163302       20    10600 SH       DEFINED 03
10600
 ICU MED INC                        COM            44930G107     1318    36100 SH       DEFINED 03
36100
 IDEC PHARMACEUTICALS CORP          COM            449370105     5837   140591 SH       DEFINED 03
140591
 IHOP CORP                          COM            449623107     1776    73683 SH       DEFINED 03
73683
 IMC GLOBAL INC                     COM            449669100      944    78299 SH       DEFINED 03
78299
 IMCO RECYCLING INC                 COM            449681105      228    37669 SH       DEFINED 03
37669
 IMS HEALTH INC                     COM            449934108     6303   421024 SH       DEFINED 03
421024
 IRT PPTY CO                        COM            450058102      249    21200 SH       DEFINED 03
21200
 ISTAR FINL INC                     COM            45031U101      312    11185 SH       DEFINED 03
11185
 ITT EDUCATIONAL SERVICES INC       COM            45068B109     2752   146594 SH       DEFINED 03
146594
 IXIA                               COM            45071R109       99    24100 SH       DEFINED 03
24100
 ITT INDS INC IND                   COM            450911102     8205   131635 SH       DEFINED 03
131635
 ITT INDS INC IND                   COM            450911102       60      962 SH       DEFINED 09
962
 IDACORP INC                        COM            451107106     1206    49586 SH       DEFINED 03
49586
 IDEX CORP                          COM            45167R104     2814    98567 SH       DEFINED 03
98567
 IDEXX LABS INC                     COM            45168D104     3446   111347 SH       DEFINED 03
111347
 IKON OFFICE SOLUTIONS INC          COM            451713101      115    14616 SH       DEFINED 03
14616
 IDENTIX INC                        COM            451906101       70    11700 SH       DEFINED 03
11700
 ILLINOIS TOOL WKS INC              COM            452308109    33529   574819 SH       DEFINED 03
574819
 IMATION CORP                       COM            45245A107     2159    76208 SH       DEFINED 03
76208
 IMCLONE SYS INC                    COM            45245W109      148    18971 SH       DEFINED 03
18971
 IMAGISTICS INTERNATIONAL INC       COM            45247T104      965    55615 SH       DEFINED 03
55615
 IMMUNOGEN INC                      COM            45253H101       43    13400 SH       DEFINED 03
13400
 IMPAC MTG HLDGS INC                COM            45254P102      196    17600 SH       DEFINED 03
17600
 IMPATH INC                         COM            45255G101      618    47890 SH       DEFINED 03
47890
 IMPAX LABORATORIES INC             COM            45256B101       86    17700 SH       DEFINED 03
17700
 IMMUNOMEDICS INC                   COM            452907108      100    16600 SH       DEFINED 03
16600
 INAMED CORP                        COM            453235103     1711    74376 SH       DEFINED 03
74376
 INCYTE GENOMICS INC                COM            45337C102      326    70217 SH       DEFINED 03
70217
 INDEPENDENCE CMNTY BK CORP         COM            453414104     3281   130777 SH       DEFINED 03
130777
 INDEVUS PHARMACEUTICALS INC        COM            454072109       23    15000 SH       DEFINED 03
15000
 INDYMAC BANCORP INC                COM            456607100     4176   216715 SH       DEFINED 03
216715
 INFOCUS CORP                       COM            45665B106      319    41921 SH       DEFINED 03
41921
 INFORMATICA CORP                   COM            45666Q102       65    20900 SH       DEFINED 03
20900
 INFONET SVCS CORP                  CL B           45666T106      129    57400 SH       DEFINED 03
57400
 INFORMATION HLDGS INC              COM            456727106     1370    63297 SH       DEFINED 03
63297
 INFOUSA INC NEW                    COM            456818301      111    25600 SH       DEFINED 03
25600
 INFORMATION RES INC                COM            456905108      343    92332 SH       DEFINED 03
92332
 INGRAM MICRO INC                   CL A           457153104     3385   254539 SH       DEFINED 03
254539
 INHALE THERAPEUTIC SYS INC         COM            457191104       83    16500 SH       DEFINED 03
16500
 INKTOMI CORP                       COM            457277101       14    56800 SH       DEFINED 03
56800
 INPUT/OUTPUT INC                   COM            457652105      683   142643 SH       DEFINED 03
142643
 INSIGHT ENTERPRISES INC            COM            45765U103     1265   124587 SH       DEFINED 03
124587
 INSITUFORM TECHNOLOGIES INC        CL A           457667103     1136    79189 SH       DEFINED 03
79189
 INSIGHT COMMUNICATIONS INC         CL A           45768V108      130    14100 SH       DEFINED 03
14100
 INRANGE TECHNOLOGIES CORP          CL B           45769V206       41    14700 SH       DEFINED 03
14700
 INNKEEPERS USA TR                  COM            4576J0104      149    18600 SH       DEFINED 03
18600
 INSURANCE AUTO AUCTIONS INC        COM            457875102      498    32977 SH       DEFINED 03
32977
 INTEGRATED DEVICE TECHNOLOGY       COM            458118106      940    90009 SH       DEFINED 03
90009
 INTEGRATED CIRCUIT SYS INC         COM            45811K208      303    19300 SH       DEFINED 03
19300
 INTEL CORP                         COM            458140100   199771 14382353 SH       DEFINED 03
14382353
 INTEL CORP                         COM            458140100     4541   326940 SH       DEFINED 09
326940
 INTELIDATA TECHNOLOGIES CORP       COM            45814T107       14    14800 SH       DEFINED 03
14800
 INTER TEL INC                      COM            458372109     3261   160247 SH       DEFINED 03
160247
 INTERACTIVE DATA CORP              COM            45840J107      512    41800 SH       DEFINED 03
41800
 INTERCEPT INC                      COM            45845L107      115    11600 SH       DEFINED 03
11600
 INTERFACE INC                      CL A           458665106      625   157936 SH       DEFINED 03
157936
 INTERDIGITAL COMMUNICATIONS        COM            45866A105      217    24900 SH       DEFINED 03
24900
 INTERGRAPH CORP                    COM            458683109      429    25100 SH       DEFINED 03
25100
 INTERLAND INC                      COM            458727104       62    30100 SH       DEFINED 03
30100
 INTERMAGNETICS GEN CORP            COM            458771102     1261    73862 SH       DEFINED 03
73862
 INTERMET CORP                      COM            45881K104      335    69668 SH       DEFINED 03
69668
 INTERMUNE INC                      COM            45884X103      338    10300 SH       DEFINED 03
10300
 INTERNAP NETWORK SVCS CORP         COM            45885A102        3    13000 SH       DEFINED 03
13000
 INTERNATIONAL BANCSHARES COR       COM            459044103      409    10526 SH       DEFINED 03
10526
 INTERNATIONAL BUSINESS MACHS       COM            459200101   201212  3450721 SH       DEFINED 03
3450721
 INTERNATIONAL FLAVORS&FRAGRA       COM            459506101     8553   268527 SH       DEFINED 03
268527
 INTERNATIONAL GAME TECHNOLOG       COM            459902102     8619   124662 SH       DEFINED 03
124662
 INTERNATIONAL MULTIFOODS COR       COM            460043102     2310   117847 SH       DEFINED 03
117847
 INTL PAPER CO                      COM            460146103    45765  1370627 SH       DEFINED 03
1370627
 INTL PAPER CO                      COM            460146103    33092   991088 SH       DEFINED 09
991088
 INTERNATIONAL RECTIFIER CORP       COM            460254105      660    42258 SH       DEFINED 03
42258
 INTERNATIONAL SPEEDWAY CORP        CL A           460335201     2309    58112 SH       DEFINED 03
58112
 INTL SPECIALTY PRODS INC NEW       COM            460337108      152    15700 SH       DEFINED 03
15700
 INTERNET CAP GROUP INC             COM            46059C106        6    28500 SH       DEFINED 03
28500
 INTERNET SEC SYS INC               COM            46060X107      614    49822 SH       DEFINED 03
49822
 INTERPUBLIC GROUP COS INC          COM            460690100     8797   555047 SH       DEFINED 03
555047
 INTERSIL CORP                      CL A           46069S109     1189    91780 SH       DEFINED 03
91780
 INTERSTATE BAKERIES CORP DEL       COM            46072H108     4662   175473 SH       DEFINED 03
175473
 INTERTRUST TECHNOLOGIES CORP       COM            46113Q109       63    19800 SH       DEFINED 03
19800
 INTERVOICE-BRITE INC               COM            461142101       22    13900 SH       DEFINED 03
13900
 INTERWOVEN INC                     COM            46114T102       50    24800 SH       DEFINED 03
24800
 INTUIT                             COM            461202103    14454   317471 SH       DEFINED 03
317471
 INVACARE CORP                      COM            461203101     3674   107260 SH       DEFINED 03
107260
 INTRUSION INC                      COM            46121E106        5    12300 SH       DEFINED 03
12300
 INVESTMENT TECHNOLOGY GRP NE       COM            46145F105      973    33239 SH       DEFINED 03
33239
 INVITROGEN CORP                    COM            46185R100      624    18301 SH       DEFINED 03
18301
 INVESTORS FINL SERVICES CORP       COM            461915100     3260   120418 SH       DEFINED 03
120418
 IOMEGA CORP                        COM NEW        462030305      864    80820 SH       DEFINED 03
80820
 IONICS INC                         COM            462218108     1111    46669 SH       DEFINED 03
46669
 IRON MTN INC PA                    COM            462846106      209     8350 SH       DEFINED 03
8350
 ISHARES TR                         S&P MIDCAP 400 464287507     8145   100000 SH       DEFINED 03
100000
 ISHARES TR                         S&P MIDCP GROW 464287606     1074    12300 SH       DEFINED 03
12300
 ISHARES TR                         RUSSELL 2000   464287655     9357   130775 SH       DEFINED 03
130775
 ISHARES TR                         S&P MIDCP VALU 464287705     2571    33900 SH       DEFINED 03
33900
 ISHARES TR                         S&P SMLCAP 600 464287804    20258   217500 SH       DEFINED 03
217500
 ISIS PHARMACEUTICALS INC           COM            464330109      140    14200 SH       DEFINED 03
14200
 ITRON INC                          COM            465741106     1236    67233 SH       DEFINED 03
67233
 I2 TECHNOLOGIES INC                COM            465754109       22    42760 SH       DEFINED 03
42760
 I2 TECHNOLOGIES INC                COM            465754109       15    28386 SH       DEFINED 09
28386
 IVANHOE ENERGY INC                 COM            465790103      120   149693 SH       DEFINED 03
149693
 IVAX CORP                          COM            465823102     1592   129765 SH       DEFINED 03
129765
 JDN RLTY CORP                      COM            465917102      164    13600 SH       DEFINED 03
13600
 J & J SNACK FOODS CORP             COM            466032109      966    26213 SH       DEFINED 03
26213
 JDS UNIPHASE CORP                  COM            46612J101     3964  2034879 SH       DEFINED 03
2034879
 JDS UNIPHASE CORP                  COM            46612J101       46    23847 SH       DEFINED 09
23847
 JDA SOFTWARE GROUP INC             COM            46612K108      559    80000 SH       DEFINED 03
80000
 J JILL GROUP INC                   COM            466189107      874    50200 SH       DEFINED 03
50200
 JLG INDS INC                       COM            466210101      989   122909 SH       DEFINED 03
122909
 J P MORGAN CHASE & CO              COM            46625H100   110895  5839643 SH       DEFINED 03
5839643
 J P MORGAN CHASE & CO              COM            46625H100    26177  1378449 SH       DEFINED 09
1378449
 JABIL CIRCUIT INC                  COM            466313103     9391   635411 SH       DEFINED 03
635411
 JACK IN THE BOX INC                COM            466367109     3070   134666 SH       DEFINED 03
134666
 JACOBS ENGR GROUP INC DEL          COM            469814107     1619    52430 SH       DEFINED 03
52430
 JAKKS PAC INC                      COM            47012E106      656    59033 SH       DEFINED 03
59033
 JEFFERIES GROUP INC NEW            COM            472319102     2830    74161 SH       DEFINED 03
74161
 JEFFERSON PILOT CORP               COM            475070108    20573   513050 SH       DEFINED 03
513050
 JETBLUE AWYS CORP                  COM            477143101     1504    37300 SH       DEFINED 03
37300
 JO-ANN STORES INC                  CL A           47758P109     1413    50383 SH       DEFINED 03
50383
 JOHN NUVEEN CO                     CL A           478035108      266    11700 SH       DEFINED 03
11700
 JOHNSON & JOHNSON                  COM            478160104   353275  6532456 SH       DEFINED 03
6532456
 JOHNSON CTLS INC                   COM            478366107    21950   285735 SH       DEFINED 03
285735
 JONES APPAREL GROUP INC            COM            480074103    14750   480467 SH       DEFINED 03
480467
 JONES LANG LASALLE INC             COM            48020Q107      208    10100 SH       DEFINED 03
10100
 JOURNAL REGISTER CO                COM            481138105      418    22200 SH       DEFINED 03
22200
 JOY GLOBAL INC                     COM            481165108      148    17800 SH       DEFINED 03
17800
 JUNIPER NETWORKS INC               COM            48203R104      174    36200 SH       DEFINED 03
36200
 JUNIPER NETWORKS INC               COM            48203R104       25     5175 SH       DEFINED 09
5175
 KLA-TENCOR CORP                    COM            482480100     8722   312165 SH       DEFINED 03
312165
 K MART CORP                        COM            482584109       50   101100 SH       DEFINED 03
101100
 KPMG CONSULTING INC                COM            48265R109      137    21252 SH       DEFINED 03
21252
 K-SWISS INC                        CL A           482686102     1225    57340 SH       DEFINED 03
57340
 KT CORP                            SPONSORED ADR  48268K101      257    11600 SH       DEFINED 03
11600
 K2 INC                             COM            482732104      428    54176 SH       DEFINED 03
54176
 KAMAN CORP                         CL A           483548103      794    64811 SH       DEFINED 03
64811
 KANSAS CITY SOUTHERN               COM NEW        485170302     2074   167285 SH       DEFINED 03
167285
 KAYDON CORP                        COM            486587108     1312    65471 SH       DEFINED 03
65471
 KEANE INC                          COM            486665102      575    85183 SH       DEFINED 03
85183
 KB HOME                            COM            48666K109    15728   322037 SH       DEFINED 03
322037
 KEITHLEY INSTRS INC                COM            487584104      517    42540 SH       DEFINED 03
42540
 KELLOGG CO                         COM            487836108    22462   675557 SH       DEFINED 03
675557
 KELLWOOD CO                        COM            488044108     1912    83640 SH       DEFINED 03
83640
 KELLY SVCS INC                     CL A           488152208     1062    49022 SH       DEFINED 03
49022
 KEMET CORP                         COM            488360108      643    75166 SH       DEFINED 03
75166
 KENNAMETAL INC                     COM            489170100     1240    38590 SH       DEFINED 03
38590
 KERR MCGEE CORP                    COM            492386107    16022   368828 SH       DEFINED 03
368828
 KEY ENERGY SVCS INC                COM            492914106      232    29500 SH       DEFINED 03
29500
 KEY PRODTN INC                     COM            493138101      667    41155 SH       DEFINED 03
41155
 KEYCORP NEW                        COM            493267108    33232  1330862 SH       DEFINED 03
1330862
 KEYNOTE SYS INC                    COM            493308100       86    13100 SH       DEFINED 03
13100
 KEYSPAN CORP                       COM            49337W100     6732   200944 SH       DEFINED 03
200944
 KFORCE INC                         COM            493732101       38    12100 SH       DEFINED 03
12100
 KIMBALL INTL INC                   CL B           494274103      173    12500 SH       DEFINED 03
12500
 KILROY RLTY CORP                   COM            49427F108     2249    94853 SH       DEFINED 03
94853
 KIMBERLY CLARK CORP                COM            494368103    80586  1422781 SH       DEFINED 03
1422781
 KIMCO REALTY CORP                  COM            49446R109      341    10950 SH       DEFINED 03
10950
 KINDER MORGAN INC KANS             COM            49455P101     6216   175346 SH       DEFINED 03
175346
 KING PHARMACEUTICALS INC           COM            495582108     6490   357170 SH       DEFINED 03
357170
 KIRBY CORP                         COM            497266106     1545    68290 SH       DEFINED 03
68290
 KNIGHT RIDDER INC                  COM            499040103     8700   154228 SH       DEFINED 03
154228
 KNIGHT TRADING GROUP INC           COM            499063105      154    41000 SH       DEFINED 03
41000
 KOGER EQUITY INC                   COM            500228101      171    10100 SH       DEFINED 03
10100
 KOHLS CORP                         COM            500255104    38655   635674 SH       DEFINED 03
635674
 KOPIN CORP                         COM            500600101      981   281829 SH       DEFINED 03
281829
 KOREA ELECTRIC PWR                 SPONSORED ADR  500631106       95    10200 SH       DEFINED 03
10200
 KORN FERRY INTL                    COM NEW        500643200      339    43244 SH       DEFINED 03
43244
 KRAFT FOODS INC                    CL A           50075N104     2220    60900 SH       DEFINED 03
60900
 KRISPY KREME DOUGHNUTS INC         COM            501014104     1138    36400 SH       DEFINED 03
36400
 KROGER CO                          COM            501044101    36496  2588347 SH       DEFINED 03
2588347
 KROLL INC                          COM            501049100     2033   102511 SH       DEFINED 03
102511
 KRONOS INC                         COM            501052104     1637    66445 SH       DEFINED 03
66445
 KULICKE & SOFFA INDS INC           COM            501242101      476   158601 SH       DEFINED 03
158601
 LNR PPTY CORP                      COM            501940100      223     6700 SH       DEFINED 03
6700
 LSI LOGIC CORP                     COM            502161102     9826  1547433 SH       DEFINED 03
1547433
 LSI LOGIC CORP                     COM            502161102       32     5049 SH       DEFINED 09
5049
 LTX CORP                           COM            502392103      231    50739 SH       DEFINED 03
50739
 L-3 COMMUNICATIONS HLDGS INC       COM            502424104     5149    97697 SH       DEFINED 03
97697
 LA QUINTA CORP                     PAIRED CTF     50419U202      215    44793 SH       DEFINED 03
44793
 LA Z BOY INC                       COM            505336107     4028   173621 SH       DEFINED 03
173621
 LABOR READY INC                    COM NEW        505401208      743   117548 SH       DEFINED 03
117548
 LABORATORY CORP AMER HLDGS         COM NEW        50540R409      517    15310 SH       DEFINED 03
15310
 LABRANCHE & CO INC                 COM            505447102     1215    60023 SH       DEFINED 03
60023
 LACLEDE GROUP INC                  COM            505597104     1220    52347 SH       DEFINED 03
52347
 LAFARGE NORTH AMERICA INC          COM            505862102      687    23700 SH       DEFINED 03
23700
 LAM RESEARCH CORP                  COM            512807108      751    84349 SH       DEFINED 03
84349
 LAMAR ADVERTISING CO               CL A           512815101     3527   116199 SH       DEFINED 03
116199
 LANCASTER COLONY CORP              COM            513847103     2748    65250 SH       DEFINED 03
65250
 LANCE INC                          COM            514606102     1048    82232 SH       DEFINED 03
82232
 LANDAMERICA FINL GROUP INC         COM            514936103     3125    95013 SH       DEFINED 03
95013
 LANDRYS RESTAURANTS INC            COM            51508L103     1647    72897 SH       DEFINED 03
72897
 LANDSTAR SYS INC                   COM            515098101     2721    55498 SH       DEFINED 03
55498
 LATTICE SEMICONDUCTOR CORP         COM            518415104      697   112101 SH       DEFINED 03
112101
 LAUDER ESTEE COS INC               CL A           518439104      385    13400 SH       DEFINED 03
13400
 LAUDER ESTEE COS INC               CL A           518439104      116     4048 SH       DEFINED 09
4048
 LAWSON PRODS INC                   COM            520776105      819    28084 SH       DEFINED 03
28084
 LEAR CORP                          COM            521865105    10802   259359 SH       DEFINED 03
259359
 LEARNING TREE INTL INC             COM            522015106      187    12700 SH       DEFINED 03
12700
 LEE ENTERPRISES INC                COM            523768109     2399    73007 SH       DEFINED 03
73007
 LEGATO SYS INC                     COM            524651106      358   129951 SH       DEFINED 03
129951
 LEGGETT & PLATT INC                COM            524660107     5685   287291 SH       DEFINED 03
287291
 LEGG MASON INC                     COM            524901105     2874    67522 SH       DEFINED 03
67522
 LEHMAN BROS HLDGS INC              COM            524908100    32254   657567 SH       DEFINED 03
657567
 LENNAR CORP                        COM            526057104    14397   258105 SH       DEFINED 03
258105
 LENNOX INTL INC                    COM            526107107     2396   181125 SH       DEFINED 03
181125
 LEUCADIA NATL CORP                 COM            527288104     1738    51113 SH       DEFINED 03
51113
 LEVEL 3 COMMUNICATIONS INC         COM            52729N100      144    36900 SH       DEFINED 03
36900
 LEXICON GENETICS INC               COM            528872104       81    20200 SH       DEFINED 03
20200
 LEXMARK INTL NEW                   CL A           529771107    20705   440522 SH       DEFINED 03
440522
 LIBBEY INC                         COM            529898108     1449    45476 SH       DEFINED 03
45476
 LIBERATE TECHNOLOGIES              COM            530129105       48    30700 SH       DEFINED 03
30700
 LIBERTY MEDIA CORP NEW             COM SER A      530718105     3333   464156 SH       DEFINED 03
464156
 LIBERTY MEDIA CORP NEW             COM SER A      530718105      105    14558 SH       DEFINED 09
14558
 LIBERTY PPTY TR                    SH BEN INT     531172104      248     8000 SH       DEFINED 03
8000
 LIFEPOINT HOSPITALS INC            COM            53219L109     2109    67617 SH       DEFINED 03
67617
 LIGAND PHARMACEUTICALS INC         CL B           53220K207      126    18500 SH       DEFINED 03
18500
 LILLY ELI & CO                     COM            532457108   106114  1917500 SH       DEFINED 03
1917500
 LIMITED BRANDS INC                 COM            532716107    10856   757048 SH       DEFINED 03
757048
 LINCARE HLDGS INC                  COM            532791100     9063   291988 SH       DEFINED 03
291988
 LINCOLN ELEC HLDGS INC             COM            533900106      297    13400 SH       DEFINED 03
13400
 LINCOLN NATL CORP IND              COM            534187109    17799   582613 SH       DEFINED 03
582613
 LINDSAY MFG CO                     COM            535555106      758    31278 SH       DEFINED 03
31278
 LINEAR TECHNOLOGY CORP             COM            535678106     9899   477743 SH       DEFINED 03
477743
 LINEAR TECHNOLOGY CORP             COM            535678106       32     1560 SH       DEFINED 09
1560
 LINENS N THINGS INC                COM            535679104     2225   121145 SH       DEFINED 03
121145
 LIZ CLAIBORNE INC                  COM            539320101    13921   557954 SH       DEFINED 03
557954
 LIZ CLAIBORNE INC                  COM            539320101     1756    70388 SH       DEFINED 09
70388
 LOCAL FINL CORP                    COM            539553107      141    10200 SH       DEFINED 03
10200
 LOCKHEED MARTIN CORP               COM            539830109    66883  1034227 SH       DEFINED 03
1034227
 LOEWS CORP                         COM            540424108    26140   609463 SH       DEFINED 03
609463
 LOEWS CORP                         COM            540424108       27      638 SH       DEFINED 09
638
 LONE STAR STEAKHOUSE SALOON        COM            542307103     1921    91540 SH       DEFINED 03
91540
 LONE STAR TECHNOLOGIES INC         COM            542312103      908    76598 SH       DEFINED 03
76598
 LONGS DRUG STORES CORP             COM            543162101      938    40644 SH       DEFINED 03
40644
 LONGVIEW FIBRE CO                  COM            543213102      634    91333 SH       DEFINED 03
91333
 LOUISIANA PAC CORP                 COM            546347105     6593  1018996 SH       DEFINED 03
1018996
 LOWES COS INC                      COM            548661107    85418  2063239 SH       DEFINED 03
2063239
 LUBRIZOL CORP                      COM            549271104     3256   115174 SH       DEFINED 03
115174
 LUBYS INC                          COM            549282101      309    62714 SH       DEFINED 03
62714
 LUCENT TECHNOLOGIES INC            COM            549463107     3789  4985084 SH       DEFINED 03
4985084
 LUCENT TECHNOLOGIES INC            COM            549463107       10    13325 SH       DEFINED 09
13325
 LYDALL INC DEL                     COM            550819106      518    43890 SH       DEFINED 03
43890
 LYONDELL CHEMICAL CO               COM            552078107     4153   347814 SH       DEFINED 03
347814
 M & T BK CORP                      COM            55261F104     8677   110106 SH       DEFINED 03
110106
 MAF BANCORP INC                    COM            55261R108     2377    76936 SH       DEFINED 03
76936
 MAI SYSTEMS CORP                   COM            552620205        6    34800 SH       DEFINED 03
34800
 MBIA INC                           COM            55262C100    20204   505723 SH       DEFINED 03
505723
 MBNA CORP                          COM            55262L100    47296  2573214 SH       DEFINED 03
2573214
 MBNA CORP                          COM            55262L100       76     4141 SH       DEFINED 09
4141
 M D C HLDGS INC                    COM            552676108     2947    83486 SH       DEFINED 03
83486
 MDU RES GROUP INC                  COM            552690109     2356   103214 SH       DEFINED 03
103214
 MEMC ELECTR MATLS INC              COM            552715104       70    21200 SH       DEFINED 03
21200
 MGIC INVT CORP WIS                 COM            552848103    22784   558012 SH       DEFINED 03
558012
 MGI PHARMA INC                     COM            552880106      537    76647 SH       DEFINED 03
76647
 MGM MIRAGE                         COM            552953101      594    15930 SH       DEFINED 03
15930
 MPS GROUP INC                      COM            553409103      743   128018 SH       DEFINED 03
128018
 MRV COMMUNICATIONS INC             COM            553477100       34    40444 SH       DEFINED 03
40444
 MRO SOFTWARE INC                   COM            55347W105      680    78154 SH       DEFINED 03
78154
 MTR GAMING GROUP INC               COM            553769100      103    11200 SH       DEFINED 03
11200
 MACDERMID INC                      COM            554273102     1805    90489 SH       DEFINED 03
90489
 MACERICH CO                        COM            554382101      362    11700 SH       DEFINED 03
11700
 MACROVISION CORP                   COM            555904101      653    53428 SH       DEFINED 03
53428
 MACROMEDIA INC                     COM            556100105     1119   144724 SH       DEFINED 03
144724
 MADDEN STEVEN LTD                  COM            556269108      333    23100 SH       DEFINED 03
23100
 MAGNETEK INC                       COM            559424106      190    59348 SH       DEFINED 03
59348
 MAIL-WELL INC                      COM            560321200       17    16300 SH       DEFINED 03
16300
 MANDALAY RESORT GROUP              COM            562567107     5267   156982 SH       DEFINED 03
156982
 MANHATTAN ASSOCS INC               COM            562750109     1064    78710 SH       DEFINED 03
78710
 MANITOWOC INC                      COM            563571108     2605    95265 SH       DEFINED 03
95265
 MANOR CARE INC NEW                 COM            564055101     7583   337322 SH       DEFINED 03
337322
 MANPOWER INC                       COM            56418H100     1575    53692 SH       DEFINED 03
53692
 MANUFACTURED HOME CMNTYS INC       COM            564682102      239     7500 SH       DEFINED 03
7500
 MANUGISTICS GROUP INC              COM            565011103       35    12500 SH       DEFINED 03
12500
 MAPINFO CORP                       COM            565105103      157    39719 SH       DEFINED 03
39719
 MARATHON OIL CORP                  COM            565849106    31002  1366929 SH       DEFINED 03
1366929
 MARCUS CORP                        COM            566330106     1107    84472 SH       DEFINED 03
84472
 MARSH & MCLENNAN COS INC           COM            571748102    33542   805524 SH       DEFINED 03
805524
 MARSHALL & ILSLEY CORP             COM            571834100     8512   305208 SH       DEFINED 03
305208
 MARRIOTT INTL INC NEW              CL A           571903202    11417   393813 SH       DEFINED 03
393813
 MARRIOTT INTL INC NEW              CL A           571903202      556    19186 SH       DEFINED 09
19186
 MARTIN MARIETTA MATLS INC          COM            573284106     1434    44039 SH       DEFINED 03
44039
 MASCO CORP                         COM            574599106    21016  1074972 SH       DEFINED 03
1074972
 MASSEY ENERGY CORP                 COM            576206106     1396   216395 SH       DEFINED 03
216395
 MATERIAL SCIENCES CORP             COM            576674105      473    38894 SH       DEFINED 03
38894
 MATRIXONE INC                      COM            57685P304       48    11000 SH       DEFINED 03
11000
 MATTEL INC                         COM            577081102    12502   694186 SH       DEFINED 03
694186
 MATTHEWS INTL CORP                 CL A           577128101      250    10700 SH       DEFINED 03
10700
 MAXTOR CORP                        COM NEW        577729205      143    54704 SH       DEFINED 03
54704
 MAXIM INTEGRATED PRODS INC         COM            57772K101    12705   513107 SH       DEFINED 03
513107
 MAXIM INTEGRATED PRODS INC         COM            57772K101       31     1265 SH       DEFINED 09
1265
 MAXYGEN INC                        COM            577776107       70    11200 SH       DEFINED 03
11200
 MAY DEPT STORES CO                 COM            577778103    21457   942353 SH       DEFINED 03
942353
 MAVERICK TUBE CORP                 COM            577914104      960   108200 SH       DEFINED 03
108200
 MAXIMUS INC                        COM            577933104     1398    62395 SH       DEFINED 03
62395
 MAYTAG CORP                        COM            578592107    16323   704182 SH       DEFINED 03
704182
 MCCLATCHY CO                       CL A           579489105      297     4875 SH       DEFINED 03
4875
 MCCORMICK & CO INC                 COM NON VTG    579780206     3323   145730 SH       DEFINED 03
145730
 MCDATA CORP                        CL A           580031201     4222   777457 SH       DEFINED 03
777457
 MCDERMOTT INTL INC                 COM            580037109     4071   664102 SH       DEFINED 03
664102
 MCDONALDS CORP                     COM            580135101    47159  2670364 SH       DEFINED 03
2670364
 MCG CAPITAL CORP                   COM            58047P107      140    10600 SH       DEFINED 03
10600
 MCGRAW HILL COS INC                COM            580645109    19052   311210 SH       DEFINED 03
311210
 MCKESSON CORP                      COM            58155Q103    18439   650854 SH       DEFINED 03
650854
 MEADE INSTRUMENTS CORP             COM            583062104      127    40755 SH       DEFINED 03
40755
 MEADWESTVACO CORP                  COM            583334107    18260   950550 SH       DEFINED 03
950550
 MEDAREX INC                        COM            583916101       71    21300 SH       DEFINED 03
21300
 MEDIA GEN INC                      CL A           584404107     2313    45481 SH       DEFINED 03
45481
 MEDIACOM COMMUNICATIONS CORP       CL A           58446K105      110    20500 SH       DEFINED 03
20500
 MEDICIS PHARMACEUTICAL CORP        CL A NEW       584690309     3627    88753 SH       DEFINED 03
88753
 MEDIMMUNE INC                      COM            584699102     7650   365696 SH       DEFINED 03
365696
 MEDTRONIC INC                      COM            585055106    91655  2176049 SH       DEFINED 03
2176049
 MELLON FINL CORP                   COM            58551A108    17117   660133 SH       DEFINED 03
660133
 MEMBERWORKS INC                    COM            586002107     1921   110280 SH       DEFINED 03
110280
 MENS WEARHOUSE INC                 COM            587118100     1697   115455 SH       DEFINED 03
115455
 MENTOR CORP MINN                   COM            587188103     3414   107092 SH       DEFINED 03
107092
 MENTOR GRAPHICS CORP               COM            587200106      297    60932 SH       DEFINED 03
60932
 MERCANTILE BANKSHARES CORP         COM            587405101     3087    80877 SH       DEFINED 03
80877
 MERCK & CO INC                     COM            589331107   223423  4887842 SH       DEFINED 03
4887842
 MERCK & CO INC                     COM            589331107    12691   277632 SH       DEFINED 09
277632
 MERCURY COMPUTER SYS               COM            589378108     2726   115497 SH       DEFINED 03
115497
 MERCURY GENL CORP NEW              COM            589400100      235     5500 SH       DEFINED 03
5500
 MERCURY INTERACTIVE CORP           COM            589405109     2110   122983 SH       DEFINED 03
122983
 MEREDITH CORP                      COM            589433101     3285    76296 SH       DEFINED 03
76296
 MERISTAR HOSPITALITY CORP          COM            58984Y103      131    15300 SH       DEFINED 03
15300
 MERRILL LYNCH & CO INC             COM            590188108    62016  1882117 SH       DEFINED 03
1882117
 MESA AIR GROUP INC                 COM            590479101      430   117909 SH       DEFINED 03
117909
 METHODE ELECTRS INC                CL A           591520200     1626   177167 SH       DEFINED 03
177167
 METLIFE INC                        COM            59156R108    49735  2185200 SH       DEFINED 03
2185200
 METRIS COS INC                     COM            591598107      903   390816 SH       DEFINED 03
390816
 METRO GOLDWYN MAYER INC            COM            591610100      311    26000 SH       DEFINED 03
26000
 METRO GOLDWYN MAYER INC            COM            591610100       62     5204 SH       DEFINED 09
5204
 METRO ONE TELECOMMUNICATIONS       COM            59163F105      712    83741 SH       DEFINED 03
83741
 MICHAELS STORES INC                COM            594087108     2093    45800 SH       DEFINED 03
45800
 MICREL INC                         COM            594793101      375    60901 SH       DEFINED 03
60901
 MICROS SYS INC                     COM            594901100     1214    52369 SH       DEFINED 03
52369
 MICROSOFT CORP                     COM            594918104   458951 10492698 SH       DEFINED 03
10492698
 MICROSOFT CORP                     COM            594918104     7547   172534 SH       DEFINED 09
172534
 MICROCHIP TECHNOLOGY INC           COM            595017104     7149   349562 SH       DEFINED 03
349562
 MICROCHIP TECHNOLOGY INC           COM            595017104       41     1988 SH       DEFINED 09
1988
 MICROMUSE INC                      COM            595094103       59    23600 SH       DEFINED 03
23600
 MICRON TECHNOLOGY INC              COM            595112103    11169   902924 SH       DEFINED 03
902924
 MICRON TECHNOLOGY INC              COM            595112103       32     2619 SH       DEFINED 09
2619
 MICROSEMI CORP                     COM            595137100      456    81255 SH       DEFINED 03
81255
 MICROTUNE INC DEL                  COM            59514P109       35    14700 SH       DEFINED 03
14700
 MICROTEK MEDICAL HLDGS INC         COM            59515B109       30    20000 SH       DEFINED 03
20000
 MID ATLANTIC MED SVCS INC          COM            59523C107     5128   141644 SH       DEFINED 03
141644
 MIDAS GROUP INC                    COM            595626102      217    43342 SH       DEFINED 03
43342
 MIDWEST EXPRESS HLDGS INC          COM            597911106      191    47855 SH       DEFINED 03
47855
 MIDWAY GAMES INC                   COM            598148104      729   132976 SH       DEFINED 03
132976
 MILACRON INC                       COM            598709103      529   117360 SH       DEFINED 03
117360
 MILLENNIUM PHARMACEUTICALS I       COM            599902103     2346   251758 SH       DEFINED 03
251758
 MILLENNIUM CHEMICALS INC           COM            599903101      274    27700 SH       DEFINED 03
27700
 MILLER HERMAN INC                  COM            600544100      953    53684 SH       DEFINED 03
53684
 MILLIPORE CORP                     COM            601073109     2439    76732 SH       DEFINED 03
76732
 MILLS CORP                         COM            601148109      240     8100 SH       DEFINED 03
8100
 MINERALS TECHNOLOGIES INC          COM            603158106     2415    65151 SH       DEFINED 03
65151
 MIPS TECHNOLOGIES INC              CL A           604567107       35    26300 SH       DEFINED 03
26300
 MIRANT CORP                        COM            604675108     5371  2430370 SH       DEFINED 03
2430370
 MISSISSIPPI CHEM CORP              COM NEW        605288208        9    13400 SH       DEFINED 03
13400
 MOBILE MINI INC                    COM            60740F105      517    39905 SH       DEFINED 03
39905
 MODINE MFG CO                      COM            607828100      659    34656 SH       DEFINED 03
34656
 MOHAWK INDS INC                    COM            608190104     3150    63442 SH       DEFINED 03
63442
 MOLEX INC                          COM            608554101     6677   283871 SH       DEFINED 03
283871
 MONACO COACH CORP                  COM            60886R103     1756    87675 SH       DEFINED 03
87675
 MONOLITHIC SYS TECHNOLOGY IN       COM            609842109      108    10800 SH       DEFINED 03
10800
 MONSANTO CO NEW                    COM            61166W101     7816   511157 SH       DEFINED 03
511157
 MONY GROUP INC                     COM            615337102     1576    63872 SH       DEFINED 03
63872
 MOODYS CORP                        COM            615369105    13610   280628 SH       DEFINED 03
280628
 MORGAN STANLEY                     COM NEW        617446448    81697  2411360 SH       DEFINED 03
2411360
 MOTOROLA INC                       COM            620076109    49283  4841143 SH       DEFINED 03
4841143
 MOTOROLA INC                       COM            620076109       40     3902 SH       DEFINED 09
3902
 MUELLER INDS INC                   COM            624756102     2622   101224 SH       DEFINED 03
101224
 MULTIMEDIA GAMES INC               COM            625453105      382    19400 SH       DEFINED 03
19400
 MURPHY OIL CORP                    COM            626717102     2653    32325 SH       DEFINED 03
32325
 MYERS INDS INC                     COM            628464109     1086    86676 SH       DEFINED 03
86676
 MYKROLIS CORP                      COM            62852P103      114    18518 SH       DEFINED 03
18518
 MYLAN LABS INC                     COM            628530107    17472   533647 SH       DEFINED 03
533647
 NBT BANCORP INC                    COM            628778102      178    10300 SH       DEFINED 03
10300
 NBTY INC                           COM            628782104     2739   210999 SH       DEFINED 03
210999
 NCI BUILDING SYS INC               COM            628852105      320    17000 SH       DEFINED 03
17000
 NCO GROUP INC                      COM            628858102      191    16750 SH       DEFINED 03
16750
 NCR CORP NEW                       COM            62886E108     4571   230877 SH       DEFINED 03
230877
 NIC INC                            COM            62914B100       30    17600 SH       DEFINED 03
17600
 NL INDS INC                        COM NEW        629156407      178    12300 SH       DEFINED 03
12300
 NN INC                             COM            629337106      114    12300 SH       DEFINED 03
12300
 NUI CORP                           COM            629431107     1059    49048 SH       DEFINED 03
49048
 NVR INC                            COM            62944T105     8774    29264 SH       DEFINED 03
29264
 NABI BIOPHARMACEUTICALS            COM            629519109      201    37100 SH       DEFINED 03
37100
 NASH FINCH CO                      COM            631158102      835    61412 SH       DEFINED 03
61412
 NATIONAL CITY CORP                 COM            635405103    59310  2078869 SH       DEFINED 03
2078869
 NATIONAL COMMERCE FINL CORP        COM            63545P104     6206   247744 SH       DEFINED 03
247744
 NATIONAL FUEL GAS CO N J           COM            636180101     2402   120904 SH       DEFINED 03
120904
 NATIONAL HEALTH INVS INC           COM            63633D104      271    17800 SH       DEFINED 03
17800
 NATIONAL INSTRS CORP               COM            636518102      829    37886 SH       DEFINED 03
37886
 NATIONAL-OILWELL INC               COM            637071101     1339    69081 SH       DEFINED 03
69081
 NATIONAL PENN BANCSHARES INC       COM            637138108      213     7608 SH       DEFINED 03
7608
 NATIONAL PRESTO INDS INC           COM            637215104      527    18234 SH       DEFINED 03
18234
 NATIONAL SEMICONDUCTOR CORP        COM            637640103     8094   677916 SH       DEFINED 03
677916
 NATIONAL SEMICONDUCTOR CORP        COM            637640103       24     1969 SH       DEFINED 09
1969
 NATIONWIDE HEALTH PPTYS INC        COM            638620104      334    19600 SH       DEFINED 03
19600
 NATURES SUNSHINE PRODUCTS IN       COM            639027101      435    40200 SH       DEFINED 03
40200
 NAUTICA ENTERPRISES INC            COM            639089101     1136   109217 SH       DEFINED 03
109217
 NAUTILUS GROUP INC                 COM            63910B102      220    11300 SH       DEFINED 03
11300
 NAVISTAR INTL CORP NEW             COM            63934E108     5637   260005 SH       DEFINED 03
260005
 NAVIGANT CONSULTING INC            COM            63935N107       61    11050 SH       DEFINED 03
11050
 NDCHEALTH CORP                     COM            639480102     1898   122053 SH       DEFINED 03
122053
 NEIMAN MARCUS GROUP INC            CL A           640204202     2154    82062 SH       DEFINED 03
82062
 NELSON THOMAS INC                  COM            640376109      311    35315 SH       DEFINED 03
35315
 NETBANK INC                        COM            640933107      175    16836 SH       DEFINED 03
16836
 NETWORKS ASSOCS INC                COM            640938106     1302   122484 SH       DEFINED 03
122484
 NETEGRITY INC                      COM            64110P107      189    91724 SH       DEFINED 03
91724
 NETRO CORP                         COM            64114R109       24    11600 SH       DEFINED 03
11600
 NETIQ CORP                         COM            64115P102      207    14295 SH       DEFINED 03
14295
 NETWORK EQUIP TECHNOLOGIES         COM            641208103      248    66061 SH       DEFINED 03
66061
 NETWORK APPLIANCE INC              COM            64120L104     3722   507836 SH       DEFINED 03
507836
 NEUBERGER BERMAN INC               COM            641234109     1733    64290 SH       DEFINED 03
64290
 NEUROCRINE BIOSCIENCES INC         COM            64125C109      365     8900 SH       DEFINED 03
8900
 NEW ENGLAND BUSINESS SVC INC       COM            643872104      815    38527 SH       DEFINED 03
38527
 NEW FOCUS INC                      COM            644383101       38    13900 SH       DEFINED 03
13900
 NEW JERSEY RES                     COM            646025106     2516    76489 SH       DEFINED 03
76489
 NEW PLAN EXCEL RLTY TR INC         COM            648053106     1549    84001 SH       DEFINED 03
84001
 NEW YORK CMNTY BANCORP INC         COM            649445103     7578   269005 SH       DEFINED 03
269005
 NEW YORK TIMES CO                  CL A           650111107    16949   372914 SH       DEFINED 03
372914
 NEWELL RUBBERMAID INC              COM            651229106    12130   392950 SH       DEFINED 03
392950
 NEWFIELD EXPL CO                   COM            651290108     4632   137909 SH       DEFINED 03
137909
 NEWMONT MINING CORP                COM            651639106    15822   575154 SH       DEFINED 03
575154
 NEWPARK RES INC                    COM PAR $.01NE 651718504      110    27800 SH       DEFINED 03
27800
 NEWPORT CORP                       COM            651824104      470    41652 SH       DEFINED 03
41652
 NEXTEL COMMUNICATIONS INC          CL A           65332V103    29925  3963542 SH       DEFINED 03
3963542
 NEXTEL COMMUNICATIONS INC          CL A           65332V103       42     5585 SH       DEFINED 09
5585
 NEXTEL PARTNERS INC                CL A           65333F107      188    35000 SH       DEFINED 03
35000
 NICOR INC                          COM            654086107    15745   558346 SH       DEFINED 03
558346
 NIKE INC                           CL B           654106103    17691   409704 SH       DEFINED 03
409704
 NIKE INC                           CL B           654106103      421     9761 SH       DEFINED 09
9761
 NIKU CORP                          COM            654113109        2    14400 SH       DEFINED 03
14400
 99 CENTS ONLY STORES               COM            65440K106     6599   318772 SH       DEFINED 03
318772
 NISOURCE INC                       COM            65473P105    11869   688864 SH       DEFINED 03
688864
 NOKIA CORP                         SPONSORED ADR  654902204      859    64805 SH       DEFINED 03
64805
 NOBLE ENERGY INC                   COM            655044105     1686    49622 SH       DEFINED 03
49622
 NORDSON CORP                       COM            655663102      888    37406 SH       DEFINED 03
37406
 NORDSTROM INC                      COM            655664100     3635   202641 SH       DEFINED 03
202641
 NORFOLK SOUTHERN CORP              COM            655844108    11495   569366 SH       DEFINED 03
569366
 NORTEK INC                         COM            656559101     1043    24100 SH       DEFINED 03
24100
 NORTH FORK BANCORPORATION NY       COM            659424105     8914   235574 SH       DEFINED 03
235574
 NORTHEAST UTILS                    COM            664397106     3636   215166 SH       DEFINED 03
215166
 NORTHERN TR CORP                   COM            665859104    12205   323576 SH       DEFINED 03
323576
 NORTHROP GRUMMAN CORP              COM            666807102    28158   227010 SH       DEFINED 03
227010
 NORTHWEST AIRLS CORP               CL A           667280101       77    11600 SH       DEFINED 03
11600
 NORTHWEST BANCORP INC PA           COM            667328108      207    16300 SH       DEFINED 03
16300
 NORTHWEST NAT GAS CO               COM            667655104     2169    73871 SH       DEFINED 03
73871
 NORTHWESTERN CORP                  COM            668074107     1491   152803 SH       DEFINED 03
152803
 NOVATEL WIRELESS INC               COM            66987M109        2    11900 SH       DEFINED 03
11900
 NOVELL INC                         COM            670006105     1299   618806 SH       DEFINED 03
618806
 NOVELLUS SYS INC                   COM            670008101     4671   224467 SH       DEFINED 03
224467
 NOVELLUS SYS INC                   COM            670008101       27     1279 SH       DEFINED 09
1279
 NOVEN PHARMACEUTICALS INC          COM            670009109     1277   104311 SH       DEFINED 03
104311
 NOVOSTE CORP                       COM            67010C100      179    38500 SH       DEFINED 03
38500
 NU SKIN ENTERPRISES INC            CL A           67018T105      174    14300 SH       DEFINED 03
14300
 NSTAR                              COM            67019E107     2535    64084 SH       DEFINED 03
64084
 NUCOR CORP                         COM            670346105    12679   334537 SH       DEFINED 03
334537
 NUEVO ENERGY CO                    COM            670509108      765    70205 SH       DEFINED 03
70205
 NVIDIA CORP                        COM            67066G104     1894   221262 SH       DEFINED 03
221262
 NVIDIA CORP                        COM            67066G104       14     1673 SH       DEFINED 09
1673
 NYFIX INC                          COM            670712108      329    84460 SH       DEFINED 03
84460
 O CHARLEYS INC                     COM            670823103     1047    55870 SH       DEFINED 03
55870
 OGE ENERGY CORP                    COM            670837103     1514    89727 SH       DEFINED 03
89727
 OM GROUP INC                       COM            670872100     3709    86650 SH       DEFINED 03
86650
 OSI PHARMACEUTICALS INC            COM            671040103      192    11300 SH       DEFINED 03
11300
 OAK TECHNOLOGY INC                 COM            671802106      101    31800 SH       DEFINED 03
31800
 OAKLEY INC                         COM            673662102      122    12100 SH       DEFINED 03
12100
 OCCIDENTAL PETE CORP DEL           COM            674599105    53630  1889704 SH       DEFINED 03
1889704
 OCEAN ENERGY INC DEL               COM            67481E106     6000   300728 SH       DEFINED 03
300728
 OCEANEERING INTL INC               COM            675232102     2348    92240 SH       DEFINED 03
92240
 OCWEN FINL CORP                    COM            675746101      101    34800 SH       DEFINED 03
34800
 OFFICE DEPOT INC                   COM            676220106    12805  1037686 SH       DEFINED 03
1037686
 OFFICEMAX INC                      COM            67622M108      161    39500 SH       DEFINED 03
39500
 OFFSHORE LOGISTICS INC             COM            676255102     1151    64104 SH       DEFINED 03
64104
 OHIO CAS CORP                      COM            677240103     1079    66248 SH       DEFINED 03
66248
 OIL STS INTL INC                   COM            678026105      232    23200 SH       DEFINED 03
23200
 OLD REP INTL CORP                  COM            680223104     8194   288731 SH       DEFINED 03
288731
 OLIN CORP                          COM PAR $1     680665205      843    51493 SH       DEFINED 03
51493
 OMNICARE INC                       COM            681904108     1800    85211 SH       DEFINED 03
85211
 OMNICOM GROUP INC                  COM            681919106    15141   271928 SH       DEFINED 03
271928
 OMNICOM GROUP INC                  COM            681919106      299     5368 SH       DEFINED 09
5368
 OMNIVISION TECHNOLOGIES INC        COM            682128103      267    40500 SH       DEFINED 03
40500
 OMNOVA SOLUTIONS INC               COM            682129101      528   114930 SH       DEFINED 03
114930
 ON ASSIGNMENT INC                  COM            682159108      592    71618 SH       DEFINED 03
71618
 ONEOK INC NEW                      COM            682680103     1717    90844 SH       DEFINED 03
90844
 ON2 TECHNOLOGIES INC               COM            68338A107        3    10100 SH       DEFINED 03
10100
 ONYX SOFTWARE CORP                 COM            683402101       24    12700 SH       DEFINED 03
12700
 OPENWAVE SYS INC                   COM            683718100       25    40847 SH       DEFINED 03
40847
 OPLINK COMMUNICATIONS INC          COM            68375Q106       16    28200 SH       DEFINED 03
28200
 ORACLE CORP                        COM            68389X105    78762 10020590 SH       DEFINED 03
10020590
 ORACLE CORP                        COM            68389X105     5616   714458 SH       DEFINED 09
714458
 ORBITAL SCIENCES CORP              COM            685564106       35    10200 SH       DEFINED 03
10200
 O REILLY AUTOMOTIVE INC            COM            686091109     4015   140272 SH       DEFINED 03
140272
 ORTHODONTIC CTRS AMER INC          COM            68750P103     1620   151422 SH       DEFINED 03
151422
 OSHKOSH B GOSH INC                 CL A           688222207     1626    47322 SH       DEFINED 03
47322
 OSHKOSH TRUCK CORP                 COM            688239201     3012    53405 SH       DEFINED 03
53405
 OSTEOTECH INC                      COM            688582105      210    40755 SH       DEFINED 03
40755
 OSTEX INTL INC                     COM            68859Q101       61    46500 SH       DEFINED 03
46500
 OTTER TAIL CORP                    COM            689648103      213     8100 SH       DEFINED 03
8100
 OUTBACK STEAKHOUSE INC             COM            689899102     2756   100300 SH       DEFINED 03
100300
 OVERSEAS SHIPHOLDING GROUP I       COM            690368105     1193    78079 SH       DEFINED 03
78079
 OVERTURE SVCS INC                  COM            69039R100      405    17200 SH       DEFINED 03
17200
 OWENS & MINOR INC NEW              COM            690732102     1845   129103 SH       DEFINED 03
129103
 OWENS ILL INC                      COM NEW        690768403      694    61300 SH       DEFINED 03
61300
 OXFORD HEALTH PLANS INC            COM            691471106     8185   210184 SH       DEFINED 03
210184
 OXFORD INDS INC                    COM            691497309      413    18841 SH       DEFINED 03
18841
 PC-TEL INC                         COM            69325Q105      333    63861 SH       DEFINED 03
63861
 PG&E CORP                          COM            69331C108    11226   996963 SH       DEFINED 03
996963
 P F CHANGS CHINA BISTRO INC        COM            69333Y108     2119    73000 SH       DEFINED 03
73000
 PMC-SIERRA INC                     COM            69344F106      807   208018 SH       DEFINED 03
208018
 PMI GROUP INC                      COM            69344M101     7645   280948 SH       DEFINED 03
280948
 PNC FINL SVCS GROUP INC            COM            693475105    39306   932083 SH       DEFINED 03
932083
 PNM RES INC                        COM            69349H107     2029   102495 SH       DEFINED 03
102495
 PPG INDS INC                       COM            693506107    23129   517434 SH       DEFINED 03
517434
 PPL CORP                           COM            69351T106     8139   250128 SH       DEFINED 03
250128
 PRG-SCHULTZ INTERNATIONAL IN       COM            69357C107     2361   190751 SH       DEFINED 03
190751
 PS BUSINESS PKS INC CALIF          COM            69360J107      241     7100 SH       DEFINED 03
7100
 PSS WORLD MED INC                  COM            69366A100      296    44500 SH       DEFINED 03
44500
 PTEK HLDGS INC                     COM            69366M104       72    15500 SH       DEFINED 03
15500
 PACCAR INC                         COM            693718108    13445   397911 SH       DEFINED 03
397911
 PACIFIC CAP BANCORP NEW            COM            69404P101      348    12799 SH       DEFINED 03
12799
 PACIFIC SUNWEAR CALIF INC          COM            694873100     1942    95377 SH       DEFINED 03
95377
 PACIFICARE HEALTH SYS DEL          COM            695112102     4931   213557 SH       DEFINED 03
213557
 PACKAGING CORP AMER                COM            695156109     1888   107833 SH       DEFINED 03
107833
 PACTIV CORP                        COM            695257105     4558   277062 SH       DEFINED 03
277062
 PALL CORP                          COM            696429307     2847   180301 SH       DEFINED 03
180301
 PALM INC                           COM            696642107      116   156087 SH       DEFINED 03
156087
 PANAMSAT CORP NEW                  COM            697933109     2350   135426 SH       DEFINED 03
135426
 PAN PACIFIC RETAIL PPTYS INC       COM            69806L104      479    13904 SH       DEFINED 03
13904
 PANERA BREAD CO                    CL A           69840W108     2160    80010 SH       DEFINED 03
80010
 PAPA JOHNS INTL INC                COM            698813102     3741   128421 SH       DEFINED 03
128421
 PARAMETRIC TECHNOLOGY CORP         COM            699173100      822   456421 SH       DEFINED 03
456421
 PAREXEL INTL CORP                  COM            699462107      645    75854 SH       DEFINED 03
75854
 PARK ELECTROCHEMICAL CORP          COM            700416209     1119    67004 SH       DEFINED 03
67004
 PARK NATL CORP                     COM            700658107      244     2600 SH       DEFINED 03
2600
 PARK PL ENTMT CORP                 COM            700690100     7639   960862 SH       DEFINED 03
960862
 PARKER DRILLING CO                 COM            701081101       31    14300 SH       DEFINED 03
14300
 PARKER HANNIFIN CORP               COM            701094104    17973   470375 SH       DEFINED 03
470375
 PARKWAY PPTYS INC                  COM            70159Q104      227     6700 SH       DEFINED 03
6700
 PATINA OIL & GAS CORP              COM            703224105     4508   158187 SH       DEFINED 03
158187
 PATHMARK STORES INC NEW            COM            70322A101      111    12100 SH       DEFINED 03
12100
 PATHMARK STORES INC NEW            *W EXP 09/10/2 70322A119       24    17625 SH       DEFINED 03
17625
 PATTERSON DENTAL CO                COM            703412106     3121    60989 SH       DEFINED 03
60989
 PATTERSON UTI ENERGY INC           COM            703481101     1380    54096 SH       DEFINED 03
54096
 PAXAR CORP                         COM            704227107     2692   185160 SH       DEFINED 03
185160
 PAXSON COMMUNICATIONS CORP         COM            704231109       53    24100 SH       DEFINED 03
24100
 PAYCHEX INC                        COM            704326107    13307   548293 SH       DEFINED 03
548293
 PAYCHEX INC                        COM            704326107     1429    58896 SH       DEFINED 09
58896
 PAYLESS SHOESOURCE INC             COM            704379106     4053    75042 SH       DEFINED 03
75042
 PEARSON PLC                        SPONSORED ADR  705015105       91    11063 SH       DEFINED 03
11063
 PEDIATRIX MED GROUP                COM            705324101     2248    72554 SH       DEFINED 03
72554
 PEGASUS SOLUTIONS INC              COM            705906105      868    82311 SH       DEFINED 03
82311
 PENFORD CORP                       COM            707051108      252    18684 SH       DEFINED 03
18684
 PENNEY J C INC                     COM            708160106    12803   804232 SH       DEFINED 03
804232
 PENNSYLVANIA RL ESTATE INVT        SH BEN INT     709102107      247     9600 SH       DEFINED 03
9600
 PENNZOIL-QUAKER STATE COMPAN       COM            709323109     2889   131505 SH       DEFINED 03
131505
 PENTAIR INC                        COM            709631105     7626   205176 SH       DEFINED 03
205176
 PENTON MEDIA INC                   COM            709668107        2    10000 SH       DEFINED 03
10000
 PEOPLES ENERGY CORP                COM            711030106    10325   306475 SH       DEFINED 03
306475
 PEOPLESOFT INC                     COM            712713106     5861   473776 SH       DEFINED 03
473776
 PEP BOYS MANNY MOE & JACK          COM            713278109     2155   175950 SH       DEFINED 03
175950
 PEPCO HOLDINGS INC                 COM            713291102     5291   265225 SH       DEFINED 03
265225
 PEPSI BOTTLING GROUP INC           COM            713409100    19161   818845 SH       DEFINED 03
818845
 PEPSIAMERICAS INC                  COM            71343P200     5525   389099 SH       DEFINED 03
389099
 PEPSICO INC                        COM            713448108   127843  3459884 SH       DEFINED 03
3459884
 PER-SE TECHNOLOGIES INC            COM NEW        713569309      119    12033 SH       DEFINED 03
12033
 PEREGRINE PHARMACEUTICALS IN       COM            713661106        6    14000 SH       DEFINED 03
14000
 PERFORMANCE FOOD GROUP CO          COM            713755106     4422   130209 SH       DEFINED 03
130209
 PERICOM SEMICONDUCTOR CORP         COM            713831105      659    76461 SH       DEFINED 03
76461
 PERKINELMER INC                    COM            714046109      966   177282 SH       DEFINED 03
177282
 PEROT SYS CORP                     CL A           714265105       95    10200 SH       DEFINED 03
10200
 PERRIGO CO                         COM            714290103     1184   111347 SH       DEFINED 03
111347
 PETROLEO BRASILEIRO SA PETRO       SPONSORED ADR  71654V101      129    13500 SH       DEFINED 03
13500
 PETSMART INC                       COM            716768106     8030   450864 SH       DEFINED 03
450864
 PFIZER INC                         COM            717081103   391942 13505937 SH       DEFINED 03
13505937
 PFIZER INC                         COM            717081103      386    13298 SH       DEFINED 09
13298
 PHARMACEUTICAL PROD DEV INC        COM            717124101     3024   156350 SH       DEFINED 03
156350
 PHARMACEUTICAL RES INC             COM            717125108     1052    37600 SH       DEFINED 03
37600
 PHARMACIA CORP                     COM            71713U102    89665  2306188 SH       DEFINED 03
2306188
 PHELPS DODGE CORP                  COM            717265102     8459   330054 SH       DEFINED 03
330054
 PHILADELPHIA CONS HLDG CORP        COM            717528103     1769    59983 SH       DEFINED 03
59983
 PHILADELPHIA SUBN CORP             COM PAR $0.50  718009608     3756   185032 SH       DEFINED 03
185032
 PHILIP MORRIS COS INC              COM            718154107   154413  3979723 SH       DEFINED 03
3979723
 PHILIP MORRIS COS INC              COM            718154107    17899   461323 SH       DEFINED 09
461323
 PHILLIPS VAN HEUSEN CORP           COM            718592108     1234    97953 SH       DEFINED 03
97953
 PHOENIX COS INC NEW                COM            71902E109      143    10500 SH       DEFINED 03
10500
 PHOENIX TECHNOLOGY LTD             COM            719153108      626    86361 SH       DEFINED 03
86361
 PHOTON DYNAMICS INC                COM            719364101      851    45655 SH       DEFINED 03
45655
 PHOTRONICS INC                     COM            719405102     1101   109450 SH       DEFINED 03
109450
 PIEDMONT NAT GAS INC               COM            720186105     3270    92189 SH       DEFINED 03
92189
 PIER 1 IMPORTS INC                 COM            720279108     1507    79000 SH       DEFINED 03
79000
 PINNACLE ENTMT INC                 COM            723456109      552    75568 SH       DEFINED 03
75568
 PINNACLE SYS INC                   COM            723481107     2490   230517 SH       DEFINED 03
230517
 PINNACLE WEST CAP CORP             COM            723484101     4786   172399 SH       DEFINED 03
172399
 PIONEER NAT RES CO                 COM            723787107     3522   145229 SH       DEFINED 03
145229
 PIONEER STD ELECTRS INC            COM            723877106      700    96688 SH       DEFINED 03
96688
 PITNEY BOWES INC                   COM            724479100    13812   452990 SH       DEFINED 03
452990
 PITTSTON CO                        COM BRINKS GRP 725701106     2543   113542 SH       DEFINED 03
113542
 PIXAR                              COM            725811103      226     4700 SH       DEFINED 03
4700
 PLAINS RES INC                     COM PAR $0.10  726540503     1826    70832 SH       DEFINED 03
70832
 PLAN VISTA CORP                    COM            72701P105       14    13000 SH       DEFINED 03
13000
 PLANTRONICS INC NEW                COM            727493108     2750   168742 SH       DEFINED 03
168742
 PLEXUS CORP                        COM            729132100      693    74912 SH       DEFINED 03
74912
 PLUM CREEK TIMBER CO INC           COM            729251108     6100   269814 SH       DEFINED 03
269814
 POGO PRODUCING CO                  COM            730448107     5695   167216 SH       DEFINED 03
167216
 POLARIS INDS INC                   COM            731068102     4316    69612 SH       DEFINED 03
69612
 POLYCOM INC                        COM            73172K104      594    87412 SH       DEFINED 03
87412
 POLYMEDICA CORP                    COM            731738100     1546    58527 SH       DEFINED 03
58527
 POLYONE CORP                       COM            73179P106     2480   288731 SH       DEFINED 03
288731
 POPE & TALBOT INC                  COM            732827100      607    47208 SH       DEFINED 03
47208
 POPULAR INC                        COM            733174106      825    26116 SH       DEFINED 03
26116
 PORTAL SOFTWARE INC                COM            736126103       10    40300 SH       DEFINED 03
40300
 POSSIS MEDICAL INC                 COM            737407106      207    20300 SH       DEFINED 03
20300
 POST PPTYS INC                     COM            737464107      275    10600 SH       DEFINED 03
10600
 POTLATCH CORP                      COM            737628107      916    31925 SH       DEFINED 03
31925
 POWER INTEGRATIONS INC             COM            739276103     1049    86018 SH       DEFINED 03
86018
 POWER-ONE INC                      COM            739308104      362   121442 SH       DEFINED 03
121442
 POWERWAVE TECHNOLOGIES INC         COM            739363109     3592  1059729 SH       DEFINED 03
1059729
 PRAECIS PHARMACEUTICALS INC        COM            739421105       40    13300 SH       DEFINED 03
13300
 PRAXAIR INC                        COM            74005P104    29611   579363 SH       DEFINED 03
579363
 PRE PAID LEGAL SVCS INC            COM            740065107     1435    72170 SH       DEFINED 03
72170
 PRECISION CASTPARTS CORP           COM            740189105     4752   219176 SH       DEFINED 03
219176
 PRENTISS PPTYS TR                  SH BEN INT     740706106      321    11100 SH       DEFINED 03
11100
 PRESIDENTIAL LIFE CORP             COM            740884101     1201    83419 SH       DEFINED 03
83419
 PRICE COMMUNICATIONS CORP          COM NEW        741437305     1819   161008 SH       DEFINED 03
161008
 PRICE T ROWE GROUP INC             COM            74144T108     4354   174457 SH       DEFINED 03
174457
 PRICELINE COM INC                  COM            741503106       51    35200 SH       DEFINED 03
35200
 PRIDE INTL INC DEL                 COM            74153Q102     1469   113033 SH       DEFINED 03
113033
 PRIMEDIA INC                       COM            74157K101       94    67413 SH       DEFINED 03
67413
 PRIMA ENERGY CORP                  COM PAR $0.015 741901201      707    33714 SH       DEFINED 03
33714
 PRIME HOSPITALITY CORP             COM            741917108     1011   123260 SH       DEFINED 03
123260
 PRINCIPAL FINANCIAL GROUP IN       COM            74251V102    18789   717702 SH       DEFINED 03
717702
 PRIORITY HEALTHCARE CORP           CL B           74264T102     5482   217542 SH       DEFINED 03
217542
 PROCTER & GAMBLE CO                COM            742718109   222939  2494282 SH       DEFINED 03
2494282
 PROGRESS ENERGY INC                COM            743263105    13307   325596 SH       DEFINED 03
325596
 PROGRESS SOFTWARE CORP             COM            743312100     1258   103960 SH       DEFINED 03
103960
 PROGRESSIVE CORP OHIO              COM            743315103    17879   353123 SH       DEFINED 03
353123
 PROLOGIS                           SH BEN INT     743410102      552    22154 SH       DEFINED 03
22154
 PROTECTION ONE INC                 COM            743663304       37    13600 SH       DEFINED 03
13600
 PROTECTIVE LIFE CORP               COM            743674103     2497    81156 SH       DEFINED 03
81156
 PROTEIN DESIGN LABS INC            COM            74369L103      802    96659 SH       DEFINED 03
96659
 PROVIDENT BANKSHARES CORP          COM            743859100     1925    89180 SH       DEFINED 03
89180
 PROVIDENT FINL GROUP INC           COM            743866105     1805    71939 SH       DEFINED 03
71939
 PROVINCE HEALTHCARE CO             COM            743977100     2315   134961 SH       DEFINED 03
134961
 PROVIDIAN FINL CORP                COM            74406A102     2123   433264 SH       DEFINED 03
433264
 PROXIM CORP                        CL A           744283102       49    27727 SH       DEFINED 03
27727
 PRUDENTIAL FINL INC                COM            744320102    16331   571800 SH       DEFINED 03
571800
 PUBLIC SVC ENTERPRISE GROUP        COM            744573106    18731   614132 SH       DEFINED 03
614132
 PUBLIC STORAGE INC                 COM            74460D109      453    14200 SH       DEFINED 03
14200
 PUGET ENERGY INC NEW               COM            745310102     2195   107533 SH       DEFINED 03
107533
 PULITZER INC                       COM            745769109      254     6100 SH       DEFINED 03
6100
 PULTE HOMES INC                    COM            745867101    16892   396246 SH       DEFINED 03
396246
 PULTE HOMES INC                    COM            745867101     2036    47754 SH       DEFINED 09
47754
 PUMATECH INC                       COM            745887109        2    11000 SH       DEFINED 03
11000
 PURE RES INC                       COM            74622E102      280    12500 SH       DEFINED 03
12500
 QRS CORP                           COM            74726X105      283    42733 SH       DEFINED 03
42733
 QLOGIC CORP                        COM            747277101    25191   967386 SH       DEFINED 03
967386
 QLOGIC CORP                        COM            747277101       33     1263 SH       DEFINED 09
1263
 QAD INC                            COM            74727D108       45    24500 SH       DEFINED 03
24500
 QUAKER CHEM CORP                   COM            747316107      546    28377 SH       DEFINED 03
28377
 QUALCOMM INC                       COM            747525103    51479  1863828 SH       DEFINED 03
1863828
 QUANEX CORP                        COM            747620102     1685    48573 SH       DEFINED 03
48573
 QUANTA SVCS INC                    COM            74762E102      191    91611 SH       DEFINED 03
91611
 QUANTUM CORP                       COM DSSG       747906204      420   190093 SH       DEFINED 03
190093
 QUEST DIAGNOSTICS INC              COM            74834L100     8680   141065 SH       DEFINED 03
141065
 QUEST SOFTWARE INC                 COM            74834T103      149    15800 SH       DEFINED 03
15800
 QUESTAR CORP                       COM            748356102     2976   130298 SH       DEFINED 03
130298
 QUIKSILVER INC                     COM            74838C106     1435    63518 SH       DEFINED 03
63518
 QUINTILES TRANSNATIONAL CORP       COM            748767100     1691   177800 SH       DEFINED 03
177800
 QWEST COMMUNICATIONS INTL IN       COM            749121109     5654  2479754 SH       DEFINED 03
2479754
 QWEST COMMUNICATIONS INTL IN       COM            749121109       40    17545 SH       DEFINED 09
17545
 R & G FINANCIAL CORP               CL B           749136107      238    10900 SH       DEFINED 03
10900
 RFS HOTEL INVS INC                 COM            74955J108      377    34300 SH       DEFINED 03
34300
 R H DONNELLEY CORP                 COM NEW        74955W307      256     9854 SH       DEFINED 03
9854
 RLI CORP                           COM            749607107     1406    26207 SH       DEFINED 03
26207
 RPM INC OHIO                       COM            749685103     3714   264168 SH       DEFINED 03
264168
 RSA SEC INC                        COM            749719100      185    55130 SH       DEFINED 03
55130
 RTI INTL METALS INC                COM            74973W107      628    59783 SH       DEFINED 03
59783
 RF MICRODEVICES INC                COM            749941100     2549   424760 SH       DEFINED 03
424760
 RADIAN GROUP INC                   COM            750236101    11115   340319 SH       DEFINED 03
340319
 RADIANT SYSTEMS INC                COM            75025N102      680    85010 SH       DEFINED 03
85010
 RADIO ONE INC                      CL A           75040P108      187    11200 SH       DEFINED 03
11200
 RADIOSHACK CORP                    COM            750438103    10854   541082 SH       DEFINED 03
541082
 RADISYS CORP                       COM            750459109      254    64212 SH       DEFINED 03
64212
 RAINBOW TECHNOLOGIES INC           COM            750862104      215    75689 SH       DEFINED 03
75689
 RAMBUS INC DEL                     COM            750917106      120    27750 SH       DEFINED 03
27750
 RALCORP HLDGS INC NEW              COM            751028101     2360   110960 SH       DEFINED 03
110960
 RARE HOSPITALITY INTL INC          COM            753820109     1419    60590 SH       DEFINED 03
60590
 RATIONAL SOFTWARE CORP             COM NEW        75409P202     1141   264066 SH       DEFINED 03
264066
 RAYMOND JAMES FINANCIAL INC        COM            754730109     3411   125996 SH       DEFINED 03
125996
 RAYONIER INC                       COM            754907103     1540    36748 SH       DEFINED 03
36748
 RAYOVAC CORP                       COM            755081106      161    13200 SH       DEFINED 03
13200
 RAYTHEON CO                        COM NEW        755111507    29300  1000013 SH       DEFINED 03
1000013
 READ-RITE CORP                     COM            755246105       26    49400 SH       DEFINED 03
49400
 READERS DIGEST ASSN INC            CL A NON VTG   755267101     2418   154530 SH       DEFINED 03
154530
 REALNETWORKS INC                   COM            75605L104       56    15500 SH       DEFINED 03
15500
 REALTY INCOME CORP                 COM            756109104      369    10800 SH       DEFINED 03
10800
 RECOTON CORP                       COM            756268108       91   151429 SH       DEFINED 03
151429
 RED HAT INC                        COM            756577102      186    39100 SH       DEFINED 03
39100
 REDBACK NETWORKS INC               COM            757209101       20    63100 SH       DEFINED 03
63100
 REEBOK INTL LTD                    COM            758110100    16999   678620 SH       DEFINED 03
678620
 REGAL BELOIT CORP                  COM            758750103     1144    66848 SH       DEFINED 03
66848
 REGAL ENTMT GROUP                  CL A           758766109      199    11200 SH       DEFINED 03
11200
 REGENERON PHARMACEUTICALS          COM            75886F107     1643   121701 SH       DEFINED 03
121701
 REGIS CORP MINN                    COM            758932107     3679   130055 SH       DEFINED 03
130055
 REGIONS FINL CORP                  COM            758940100    25549   782037 SH       DEFINED 03
782037
 REHABCARE GROUP INC                COM            759148109     1099    47512 SH       DEFINED 03
47512
 RELIANCE STEEL & ALUMINUM CO       COM            759509102     1999    91485 SH       DEFINED 03
91485
 RELIANT RES INC                    COM            75952B105      277   158200 SH       DEFINED 03
158200
 RELIANT ENERGY INC                 COM            75952J108     9083   907381 SH       DEFINED 03
907381
 REMEC INC                          COM            759543101       50    14700 SH       DEFINED 03
14700
 REMINGTON OIL & GAS CORP           COM            759594302      950    67411 SH       DEFINED 03
67411
 RENAL CARE GROUP INC               COM            759930100     4377   133066 SH       DEFINED 03
133066
 RENT A CTR INC NEW                 COM            76009N100      275     5300 SH       DEFINED 03
5300
 REPUBLIC BANCORP INC               COM            760282103      302    23195 SH       DEFINED 03
23195
 REPUBLIC SVCS INC                  COM            760759100    11011   585682 SH       DEFINED 03
585682
 RESMED INC                         COM            761152107     2601    90939 SH       DEFINED 03
90939
 RESPIRONICS INC                    COM            761230101     4021   125629 SH       DEFINED 03
125629
 RETEK INC                          COM            76128Q109      221    61466 SH       DEFINED 03
61466
 REYNOLDS & REYNOLDS CO             CL A           761695105     3822   170306 SH       DEFINED 03
170306
 REYNOLDS R J TOB HLDGS INC         COM            76182K105     6977   173049 SH       DEFINED 03
173049
 RIGGS NATL CORP WASH DC            COM            766570105     1192    83425 SH       DEFINED 03
83425
 RIGHT MGMT CONSULTANTS INC         COM            766573109      399    16200 SH       DEFINED 03
16200
 RITE AID CORP                      COM            767754104      107    50970 SH       DEFINED 03
50970
 RIVERSTONE NETWORKS INC            COM            769320102       13    25621 SH       DEFINED 03
25621
 ROADWAY CORP                       COM            769742107     2243    61154 SH       DEFINED 03
61154
 ROBBINS & MYERS INC                COM            770196103      669    35862 SH       DEFINED 03
35862
 ROBERT HALF INTL INC               COM            770323103     3975   250456 SH       DEFINED 03
250456
 ROCK-TENN CO                       CL A           772739207     1419    92000 SH       DEFINED 03
92000
 ROCKWELL AUTOMATION INC            COM            773903109    15045   924681 SH       DEFINED 03
924681
 ROCKWELL COLLINS INC               COM            774341101    15499   706422 SH       DEFINED 03
706422
 ROGERS CORP                        COM            775133101      985    42183 SH       DEFINED 03
42183
 ROHM & HAAS CO                     COM            775371107    17779   573520 SH       DEFINED 03
573520
 ROHN INDS INC                      COM            775381106        1    13300 SH       DEFINED 03
13300
 ROLLINS INC                        COM            775711104      474    24451 SH       DEFINED 03
24451
 ROPER INDS INC NEW                 COM            776696106     3083    89374 SH       DEFINED 03
89374
 ROSLYN BANCORP INC                 COM            778162107     4750   272856 SH       DEFINED 03
272856
 ROSS STORES INC                    COM            778296103     4464   125239 SH       DEFINED 03
125239
 ROSTELECOM OPEN JT STK LNG D       SPONSORED ADR  778529107      190    32580 SH       DEFINED 03
32580
 ROUSE CO                           COM            779273101      259     8100 SH       DEFINED 03
8100
 ROWAN COS INC                      COM            779382100    11248   603444 SH       DEFINED 03
603444
 ROXIO INC                          COM            780008108      337   111228 SH       DEFINED 03
111228
 ROYAL APPLIANCE MFG CO             COM            780076105      182    45805 SH       DEFINED 03
45805
 ROYAL DUTCH PETE CO                NY REG EUR .56 780257804    36250   902422 SH       DEFINED 03
902422
 RUBY TUESDAY INC                   COM            781182100     3696   196829 SH       DEFINED 03
196829
 RUDDICK CORP                       COM            781258108      750    49395 SH       DEFINED 03
49395
 RUDOLPH TECHNOLOGIES INC           COM            781270103      463    45028 SH       DEFINED 03
45028
 RUSS BERRIE & CO                   COM            782233100     1698    56569 SH       DEFINED 03
56569
 RUSSELL CORP                       COM            782352108     1664   110996 SH       DEFINED 03
110996
 RYANS FAMILY STEAK HOUSE INC       COM            783519101     3239   266158 SH       DEFINED 03
266158
 RYDER SYS INC                      COM            783549108    13470   540315 SH       DEFINED 03
540315
 RYERSON TULL INC NEW               COM            78375P107      448    69613 SH       DEFINED 03
69613
 RYLAND GROUP INC                   COM            783764103     3325    89446 SH       DEFINED 03
89446
 S & T BANCORP INC                  COM            783859101      295    11700 SH       DEFINED 03
11700
 SBC COMMUNICATIONS INC             COM            78387G103   164768  8197404 SH       DEFINED 03
8197404
 SBC COMMUNICATIONS INC             COM            78387G103    26354  1311145 SH       DEFINED 09
1311145
 SBS TECHNOLOGIES INC               COM            78387P103      273    38162 SH       DEFINED 03
38162
 SCM MICROSYSTEMS INC               COM            784018103      172    43555 SH       DEFINED 03
43555
 SCP POOL CORP                      COM            784028102     2664    97182 SH       DEFINED 03
97182
 SCPIE HLDGS INC                    COM            78402P104      119    23370 SH       DEFINED 03
23370
 SEI INVESTMENTS CO                 COM            784117103     2071    86729 SH       DEFINED 03
86729
 SL GREEN RLTY CORP                 COM            78440X101      350    11400 SH       DEFINED 03
11400
 SLM CORP                           COM            78442P106    22834   245160 SH       DEFINED 03
245160
 SPS TECHNOLOGIES INC               COM            784626103      976    39141 SH       DEFINED 03
39141
 SPDR TR                            UNIT SER 1     78462F103    27843   340422 SH       DEFINED 03
340422
 SPSS INC                           COM            78462K102      542    46838 SH       DEFINED 03
46838
 SPX CORP                           COM            784635104     6832    67709 SH       DEFINED 03
67709
 S1 CORPORATION                     COM            78463B101      145    27100 SH       DEFINED 03
27100
 SWS GROUP INC                      COM            78503N107      847    69112 SH       DEFINED 03
69112
 SABRE HLDGS CORP                   CL A           785905100     9769   504843 SH       DEFINED 03
504843
 SAFECO CORP                        COM            786429100     6055   190538 SH       DEFINED 03
190538
 SAFEGUARD SCIENTIFICS INC          COM            786449108       31    28100 SH       DEFINED 03
28100
 SAFEWAY INC                        COM NEW        786514208    42978  1927268 SH       DEFINED 03
1927268
 ST JOE CO                          COM            790148100      301    10900 SH       DEFINED 03
10900
 ST JUDE MED INC                    COM            790849103    10178   285086 SH       DEFINED 03
285086
 ST MARY LD & EXPL CO               COM            792228108     1953    81718 SH       DEFINED 03
81718
 ST PAUL COS INC                    COM            792860108    17689   615909 SH       DEFINED 03
615909
 SAKS INC                           COM            79377W108     1610   152860 SH       DEFINED 03
152860
 SALTON INC                         COM            795757103      248    29105 SH       DEFINED 03
29105
 SANDISK CORP                       COM            80004C101     1191    90851 SH       DEFINED 03
90851
 SANMINA SCI CORP                   COM            800907107     2122   766070 SH       DEFINED 03
766070
 SANMINA SCI CORP                   COM            800907107       14     4897 SH       DEFINED 09
4897
 SANTANDER BANCORP                  COM            802809103      147    10670 SH       DEFINED 03
10670
 SAPIENT CORP                       COM            803062108       25    23900 SH       DEFINED 03
23900
 SARA LEE CORP                      COM            803111103    42435  2320104 SH       DEFINED 03
2320104
 SAVVIS COMMUNICATIONS CORP         COM            805423100        4    13200 SH       DEFINED 03
13200
 SCANA CORP NEW                     COM            80589M102     3533   135777 SH       DEFINED 03
135777
 SCANSOFT INC                       COM            80603P107       63    19175 SH       DEFINED 03
19175
 SCHEIN HENRY INC                   COM            806407102     2451    46467 SH       DEFINED 03
46467
 SCHERING PLOUGH CORP               COM            806605101    62980  2954045 SH       DEFINED 03
2954045
 SCHLUMBERGER LTD                   COM            806857108    33290   865576 SH       DEFINED 03
865576
 SCHOLASTIC CORP                    COM            807066105     2162    48391 SH       DEFINED 03
48391
 SCHOOL SPECIALTY INC               COM            807863105     1459    58319 SH       DEFINED 03
58319
 SCHULMAN A INC                     COM            808194104      751    43310 SH       DEFINED 03
43310
 SCHWAB CHARLES CORP NEW            COM            808513105    17486  2009934 SH       DEFINED 03
2009934
 SCHWAB CHARLES CORP NEW            COM            808513105      109    12500 SH       DEFINED 09
12500
 SCHWEITZER-MAUDUIT INTL INC        COM            808541106      766    35869 SH       DEFINED 03
35869
 SCIENTIFIC ATLANTA INC             COM            808655104     3206   256271 SH       DEFINED 03
256271
 SCIOS INC                          COM            808905103      369    14500 SH       DEFINED 03
14500
 SCOTTS CO                          CL A           810186106     3253    78025 SH       DEFINED 03
78025
 SCRIPPS E W CO OHIO                CL A           811054204     1319    19030 SH       DEFINED 03
19030
 SEACOAST FINL SVCS CORP            COM            81170Q106     1469    73200 SH       DEFINED 03
73200
 SEACOR SMIT INC                    COM            811904101     2559    62440 SH       DEFINED 03
62440
 SEALED AIR CORP NEW                COM            81211K100     2775   164270 SH       DEFINED 03
164270
 SEARS ROEBUCK & CO                 COM            812387108    56203  1441101 SH       DEFINED 03
1441101
 SECURE COMPUTING CORP              COM            813705100       66    20700 SH       DEFINED 03
20700
 SEEBEYOND TECHNOLOGIES CORP        COM            815704101       41    29300 SH       DEFINED 03
29300
 SELECTIVE INS GROUP INC            COM            816300107     3047   140225 SH       DEFINED 03
140225
 SEMTECH CORP                       COM            816850101     2847   293555 SH       DEFINED 03
293555
 SEMPRA ENERGY                      COM            816851109    23094  1175252 SH       DEFINED 03
1175252
 SENIOR HSG PPTYS TR                SH BEN INT     81721M109      181    16100 SH       DEFINED 03
16100
 SENSIENT TECHNOLOGIES CORP         COM            81725T100     2331   110315 SH       DEFINED 03
110315
 SEPRACOR INC                       COM            817315104      368    70226 SH       DEFINED 03
70226
 SEQUA CORPORATION                  CL A           817320104      580    11138 SH       DEFINED 03
11138
 SERENA SOFTWARE INC                COM            817492101     1292   107700 SH       DEFINED 03
107700
 SERVICE CORP INTL                  COM            817565104      305    87250 SH       DEFINED 03
87250
 SERVICEMASTER CO                   COM            81760N109      390    35933 SH       DEFINED 03
35933
 7-ELEVEN INC                       COM NEW        817826209      115    13400 SH       DEFINED 03
13400
 SHAW GROUP INC                     COM            820280105     4739   333759 SH       DEFINED 03
333759
 SHERWIN WILLIAMS CO                COM            824348106    22877   966072 SH       DEFINED 03
966072
 SHOPKO STORES INC                  COM            824911101     1410   107939 SH       DEFINED 03
107939
 SHURGARD STORAGE CTRS INC          COM            82567D104     3203   101299 SH       DEFINED 03
101299
 SICOR INC                          COM            825846108     2710   178200 SH       DEFINED 03
178200
 SIEBEL SYS INC                     COM            826170102     4003   696133 SH       DEFINED 03
696133
 SIEBEL SYS INC                     COM            826170102       25     4406 SH       DEFINED 09
4406
 SIERRA HEALTH SVCS INC             COM            826322109     1789    99743 SH       DEFINED 03
99743
 SIERRA PAC RES NEW                 COM            826428104      880   144268 SH       DEFINED 03
144268
 SIGMA ALDRICH CORP                 COM            826552101     5413   109857 SH       DEFINED 03
109857
 SILICON LABORATORIES INC           COM            826919102      709    38700 SH       DEFINED 03
38700
 SILICON GRAPHICS INC               COM            827056102       84   102100 SH       DEFINED 03
102100
 SILICON STORAGE TECHNOLOGY I       COM            827057100      149    38000 SH       DEFINED 03
38000
 SILICON IMAGE INC                  COM            82705T102      121    29700 SH       DEFINED 03
29700
 SILICON VY BANCSHARES              COM            827064106      736    43447 SH       DEFINED 03
43447
 SIMON PPTY GROUP INC NEW           COM            828806109     9183   257004 SH       DEFINED 03
257004
 SIMPSON MANUFACTURING CO INC       COM            829073105     2252    71740 SH       DEFINED 03
71740
 SINCLAIR BROADCAST GROUP INC       CL A           829226109      182    13300 SH       DEFINED 03
13300
 SIRIUS SATELLITE RADIO INC         COM            82966U103       12    11600 SH       DEFINED 03
11600
 SITEL CORP                         COM            82980K107       52    29900 SH       DEFINED 03
29900
 SIPEX CORP                         COM            829909100       18    10500 SH       DEFINED 03
10500
 SIX FLAGS INC                      COM            83001P109      277    78690 SH       DEFINED 03
78690
 SKY FINL GROUP INC                 COM            83080P103      202    10159 SH       DEFINED 03
10159
 SKYLINE CORP                       COM            830830105      703    25864 SH       DEFINED 03
25864
 SKYWEST INC                        COM            830879102     1938   147950 SH       DEFINED 03
147950
 SKYWORKS SOLUTIONS INC             COM            83088M102     1692   373541 SH       DEFINED 03
373541
 SMITH A O                          COM            831865209     2661    93643 SH       DEFINED 03
93643
 SMITH INTL INC                     COM            832110100     2415    82406 SH       DEFINED 03
82406
 SMITHFIELD FOODS INC               COM            832248108     4359   277643 SH       DEFINED 03
277643
 SMUCKER J M CO                     COM NEW        832696405     1581    43074 SH       DEFINED 03
43074
 SMURFIT-STONE CONTAINER CORP       COM            832727101      450    35823 SH       DEFINED 03
35823
 SNAP ON INC                        COM            833034101    10132   440905 SH       DEFINED 03
440905
 SOLA INTL INC                      COM            834092108      801    79747 SH       DEFINED 03
79747
 SOLECTRON CORP                     COM            834182107     3623  1716868 SH       DEFINED 03
1716868
 SOLECTRON CORP                     NOTE         5 834182AK3     3162  5647000 PRN      DEFINED 03
5647000
 SOLUTIA INC                        COM            834376105      827   158390 SH       DEFINED 03
158390
 SOMERA COMMUNICATION               COM            834458101       35    17300 SH       DEFINED 03
17300
 SONIC CORP                         COM            835451105     2899   125484 SH       DEFINED 03
125484
 SONICBLUE INC                      COM            83546Q109        8    32256 SH       DEFINED 03
32256
 SONICWALL INC                      COM            835470105       38    13800 SH       DEFINED 03
13800
 SONOCO PRODS CO                    COM            835495102     2057    96519 SH       DEFINED 03
96519
 SOTHEBYS HLDGS INC                 CL A           835898107      432    61674 SH       DEFINED 03
61674
 SONUS NETWORKS INC                 COM            835916107        9    40500 SH       DEFINED 03
40500
 SOUNDVIEW TECHNOLOGY GROUP N       COM            83611Q109       41    31600 SH       DEFINED 03
31600
 SOURCECORP                         COM            836167106     1065    52156 SH       DEFINED 03
52156
 SOUTH FINL GROUP INC               COM            837841105     2610   123766 SH       DEFINED 03
123766
 SOUTHERN CO                        COM            842587107    42863  1489319 SH       DEFINED 03
1489319
 SOUTHERN UN CO NEW                 COM            844030106     1765   156212 SH       DEFINED 03
156212
 SOUTHTRUST CORP                    COM            844730101    26578  1095990 SH       DEFINED 03
1095990
 SOUTHWEST AIRLS CO                 COM            844741108    14377  1100878 SH       DEFINED 03
1100878
 SOUTHWEST BANCORPORATION TEX       COM            84476R109     3696   101503 SH       DEFINED 03
101503
 SOUTHWEST GAS CORP                 COM            844895102     2186    98239 SH       DEFINED 03
98239
 SOUTHWESTERN ENERGY CO             COM            845467109      924    76961 SH       DEFINED 03
76961
 SOVEREIGN BANCORP INC              COM            845905108     8989   696810 SH       DEFINED 03
696810
 SPARTAN MTRS INC                   COM            846819100      129    11400 SH       DEFINED 03
11400
 SPECTRASITE HLDGS INC              COM            84760T100        4    55600 SH       DEFINED 03
55600
 SPEEDWAY MOTORSPORTS INC           COM            847788106      257    10900 SH       DEFINED 03
10900
 SPHERION CORP                      COM            848420105     1239   175712 SH       DEFINED 03
175712
 SPINNAKER EXPL CO                  COM            84855W109      232     8100 SH       DEFINED 03
8100
 SPORTS AUTH INC                    COM            849176102       91    15200 SH       DEFINED 03
15200
 SPRINT CORP                        COM FON GROUP  852061100    37840  4149102 SH       DEFINED 03
4149102
 SPRINT CORP                        PCS COM SER 1  852061506     2852  1455298 SH       DEFINED 03
1455298
 STAGE STORES INC                   COM NEW        85254C305      371    17098 SH       DEFINED 03
17098
 STANCORP FINL GROUP INC            COM            852891100     1621    30649 SH       DEFINED 03
30649
 STANDARD MICROSYSTEMS CORP         COM            853626109      873    57098 SH       DEFINED 03
57098
 STANDARD MTR PRODS INC             COM            853666105      339    31377 SH       DEFINED 03
31377
 STANDARD PAC CORP NEW              COM            85375C101     3357   143589 SH       DEFINED 03
143589
 STANDARD REGISTER CO               COM            853887107     1900    79168 SH       DEFINED 03
79168
 STANDEX INTL CORP                  COM            854231107      649    32020 SH       DEFINED 03
32020
 STANLEY WKS                        COM            854616109    13556   414923 SH       DEFINED 03
414923
 STAPLES INC                        COM            855030102    10505   821375 SH       DEFINED 03
821375
 STARBUCKS CORP                     COM            855244109    12679   614278 SH       DEFINED 03
614278
 STARTEK INC                        COM            85569C107      849    38555 SH       DEFINED 03
38555
 STARWOOD HOTELS&RESORTS WRLD       PAIRED CTF     85590A203     6378   286006 SH       DEFINED 03
286006
 STATE STR CORP                     COM            857477103    18424   476815 SH       DEFINED 03
476815
 STATEN IS BANCORP INC              COM            857550107     3471   199493 SH       DEFINED 03
199493
 STATION CASINOS INC                COM            857689103      214    12600 SH       DEFINED 03
12600
 STEAK N SHAKE CO                   COM            857873103      812    73855 SH       DEFINED 03
73855
 STEEL DYNAMICS INC                 COM            858119100     3986   304537 SH       DEFINED 03
304537
 STEEL TECHNOLOGIES INC             COM            858147101      481    28348 SH       DEFINED 03
28348
 STEIN MART INC                     COM            858375108      634   108509 SH       DEFINED 03
108509
 STERLING BANCSHARES INC            COM            858907108     1839   140718 SH       DEFINED 03
140718
 STERICYCLE INC                     COM            858912108      343    10100 SH       DEFINED 03
10100
 STERIS CORP                        COM            859152100     9474   380315 SH       DEFINED 03
380315
 STEWART & STEVENSON SVCS INC       COM            860342104      500    51100 SH       DEFINED 03
51100
 STEWART ENTERPRISES INC            CL A           860370105      135    26500 SH       DEFINED 03
26500
 STEWART INFORMATION SVCS COR       COM            860372101     1415    66266 SH       DEFINED 03
66266
 STILLWATER MNG CO                  COM            86074Q102      714   119013 SH       DEFINED 03
119013
 STILWELL FINL INC                  COM            860831106    11603   961281 SH       DEFINED 03
961281
 STMICROELECTRONICS N V             NY REGISTRY    861012102      536    39592 SH       DEFINED 03
39592
 STONE ENERGY CORP                  COM            861642106     2700    83085 SH       DEFINED 03
83085
 STORAGE TECHNOLOGY CORP            COM PAR $0.10  862111200     3518   334700 SH       DEFINED 03
334700
 STORAGE COMPUTER CORP              COM            86211A101        6    25258 SH       DEFINED 03
25258
 STRATEX NETWORKS INC               COM            86279T109       62    53000 SH       DEFINED 03
53000
 STRATOS LIGHTWAVE INC              COM            863100103       10    28935 SH       DEFINED 03
28935
 STRIDE RITE CORP                   COM            863314100      969   122566 SH       DEFINED 03
122566
 STRYKER CORP                       COM            863667101    39053   677998 SH       DEFINED 03
677998
 STUDENT LN CORP                    COM            863902102      253     2800 SH       DEFINED 03
2800
 STURM RUGER & CO INC               COM            864159108     1003    82196 SH       DEFINED 03
82196
 SUMMIT PPTYS INC                   COM            866239106      241    12400 SH       DEFINED 03
12400
 SUN COMMUNITIES INC                COM            866674104      290     7900 SH       DEFINED 03
7900
 SUN LIFE FINL SVCS CDA INC         COM            866796105      166    10478 SH       DEFINED 03
10478
 SUN MICROSYSTEMS INC               COM            866810104    12625  4874569 SH       DEFINED 03
4874569
 SUN MICROSYSTEMS INC               COM            866810104     2442   942808 SH       DEFINED 09
942808
 SUNGARD DATA SYS INC               COM            867363103     7548   388050 SH       DEFINED 03
388050
 SUNOCO INC                         COM            86764P109    12756   422933 SH       DEFINED 03
422933
 SUNRISE ASSISTED LIVING INC        COM            86768K106     1957    91254 SH       DEFINED 03
91254
 SUNTRUST BKS INC                   COM            867914103    46564   757380 SH       DEFINED 03
757380
 SUPERIOR ENERGY SVCS INC           COM            868157108       82    12600 SH       DEFINED 03
12600
 SUPERIOR INDS INTL INC             COM            868168105     1332    28296 SH       DEFINED 03
28296
 SUPERTEX INC                       COM            868532102      343    32977 SH       DEFINED 03
32977
 SUPERVALU INC                      COM            868536103    15539   962174 SH       DEFINED 03
962174
 SUREBEAM CORP                      CL A           86866R102       18    10134 SH       DEFINED 03
10134
 SURMODICS INC                      COM            868873100     1535    48305 SH       DEFINED 03
48305
 SUSQUEHANNA BANCSHARES INC P       COM            869099101     2465   113869 SH       DEFINED 03
113869
 SWIFT ENERGY CO                    COM            870738101      859    82554 SH       DEFINED 03
82554
 SWIFT TRANSN CO                    COM            870756103     1382    88590 SH       DEFINED 03
88590
 SYBASE INC                         COM            871130100     3778   325087 SH       DEFINED 03
325087
 SYBRON DENTAL SPECIALTIES IN       COM            871142105     1842   131661 SH       DEFINED 03
131661
 SYCAMORE NETWORKS INC              COM            871206108      125    53200 SH       DEFINED 03
53200
 SYCAMORE NETWORKS INC              COM            871206108       74    31409 SH       DEFINED 09
31409
 SYKES ENTERPRISES INC              COM            871237103      352    83566 SH       DEFINED 03
83566
 SYLVAN LEARNING SYS INC            COM            871399101     2220   162261 SH       DEFINED 03
162261
 SYMANTEC CORP                      COM            871503108    25833   768158 SH       DEFINED 03
768158
 SYMBOL TECHNOLOGIES INC            COM            871508107     2484   323874 SH       DEFINED 03
323874
 SYMMETRICOM INC                    COM            871543104      179    69861 SH       DEFINED 03
69861
 SYMYX TECHNOLOGIES                 COM            87155S108      162    15500 SH       DEFINED 03
15500
 SYNCOR INTL CORP DEL               COM            87157J106     2195    68347 SH       DEFINED 03
68347
 SYNOPSYS INC                       COM            871607107     6242   163626 SH       DEFINED 03
163626
 SYNOVUS FINL CORP                  COM            87161C105     9013   437095 SH       DEFINED 03
437095
 SYNTEL INC                         COM            87162H103      132    11250 SH       DEFINED 03
11250
 SYSCO CORP                         COM            871829107    27635   973421 SH       DEFINED 03
973421
 SYSTEMAX INC                       COM            871851101       24    14400 SH       DEFINED 03
14400
 SYSTEMS & COMPUTER TECHNOLOG       COM            871873105      700   100003 SH       DEFINED 03
100003
 TBC CORP                           COM            872180104      799    77036 SH       DEFINED 03
77036
 TCF FINL CORP                      COM            872275102     3865    91308 SH       DEFINED 03
91308
 TECO ENERGY INC                    COM            872375100     3575   225153 SH       DEFINED 03
225153
 THQ INC                            COM NEW        872443403     2594   124707 SH       DEFINED 03
124707
 TJX COS INC NEW                    COM            872540109    16619   977616 SH       DEFINED 03
977616
 TRW INC                            COM            872649108    20241   345701 SH       DEFINED 03
345701
 TMP WORLDWIDE INC                  COM            872941109     1462   162415 SH       DEFINED 03
162415
 TXU CORP                           COM            873168108    33676   807384 SH       DEFINED 03
807384
 TAIWAN SEMICONDUCTOR MFG LTD       SPONSORED ADR  874039100      162    25480 SH       DEFINED 03
25480
 TAKE-TWO INTERACTIVE SOFTWAR       COM            874054109     5793   199773 SH       DEFINED 03
199773
 TALBOTS INC                        COM            874161102      224     8000 SH       DEFINED 03
8000
 TALISMAN ENERGY INC                COM            87425E103     3609    90004 SH       DEFINED 03
90004
 TALK AMERICA HLDGS INC             COM            87426R103       31    13400 SH       DEFINED 03
13400
 TALX CORP                          COM            874918105      574    43570 SH       DEFINED 03
43570
 TANOX INC                          COM            87588Q109      150    14300 SH       DEFINED 03
14300
 TARGET CORP                        COM            87612E106    40497  1371840 SH       DEFINED 03
1371840
 TAUBMAN CTRS INC                   COM            876664103      192    13500 SH       DEFINED 03
13500
 TECH DATA CORP                     COM            878237106     2836   107422 SH       DEFINED 03
107422
 TECHNE CORP                        COM            878377100     5028   153348 SH       DEFINED 03
153348
 TECHNITROL INC                     COM            878555101     1751   117147 SH       DEFINED 03
117147
 TECUMSEH PRODS CO                  CL A           878895200     1357    32338 SH       DEFINED 03
32338
 TEKELEC                            COM            879101103      174    20200 SH       DEFINED 03
20200
 TEKTRONIX INC                      COM            879131100     7188   437499 SH       DEFINED 03
437499
 TELEDYNE TECHNOLOGIES INC          COM            879360105     1654    91092 SH       DEFINED 03
91092
 TELEFLEX INC                       COM            879369106     1290    28312 SH       DEFINED 03
28312
 TELEPHONE & DATA SYS INC           COM            879433100     4088    81031 SH       DEFINED 03
81031
 TELLABS INC                        COM            879664100     2528   621061 SH       DEFINED 03
621061
 TELLIUM INC                        COM            87967E107       13    33900 SH       DEFINED 03
33900
 TEMPLE INLAND INC                  COM            879868107    12659   327694 SH       DEFINED 03
327694
 TELETECH HOLDINGS INC              COM            879939106       83    13200 SH       DEFINED 03
13200
 TENET HEALTHCARE CORP              COM            88033G100    38487   777522 SH       DEFINED 03
777522
 TENNECO AUTOMOTIVE INC             COM            880349105       50    11813 SH       DEFINED 03
11813
 TERADYNE INC                       COM            880770102     2536   264154 SH       DEFINED 03
264154
 TERAYON COMMUNICATION SYS          COM            880775101       43    18700 SH       DEFINED 03
18700
 TEREX CORP NEW                     COM            880779103      223    13200 SH       DEFINED 03
13200
 TERREMARK WORLDWIDE INC            COM            881448104       11    33800 SH       DEFINED 03
33800
 TESORO PETE CORP                   COM            881609101       60    21600 SH       DEFINED 03
21600
 TETRA TECHNOLOGIES INC DEL         COM            88162F105      966    47955 SH       DEFINED 03
47955
 TETRA TECH INC NEW                 COM            88162G103     1204   150642 SH       DEFINED 03
150642
 TEXAS INDS INC                     COM            882491103     1592    65583 SH       DEFINED 03
65583
 TEXAS INSTRS INC                   COM            882508104    63964  4330640 SH       DEFINED 03
4330640
 TEXAS INSTRS INC                   COM            882508104       30     2025 SH       DEFINED 09
2025
 TEXAS REGL BANCSHARES INC          CL A VTG       882673106      322     9605 SH       DEFINED 03
9605
 TEXTRON INC                        COM            883203101    17077   500779 SH       DEFINED 03
500779
 THERAGENICS CORP                   COM            883375107      567   128846 SH       DEFINED 03
128846
 THERMO ELECTRON CORP               COM            883556102     9318   577702 SH       DEFINED 03
577702
 THOMAS & BETTS CORP                COM            884315102     1566   111143 SH       DEFINED 03
111143
 THOMAS INDS INC                    COM            884425109     1159    46726 SH       DEFINED 03
46726
 THOR INDS INC                      COM            885160101     2684    77202 SH       DEFINED 03
77202
 THORATEC CORP                      COM NEW        885175307      145    18511 SH       DEFINED 03
18511
 THORNBURG MTG INC                  COM            885218107      263    14000 SH       DEFINED 03
14000
 3COM CORP                          COM            885535104     2614   663409 SH       DEFINED 03
663409
 THREE FIVE SYS INC                 COM            88554L108      291    62688 SH       DEFINED 03
62688
 3TEC ENERGY CORP                   COM NEW        88575R308     3827   267626 SH       DEFINED 03
267626
 3M CO                              COM            88579Y101    83259   757103 SH       DEFINED 03
757103
 3M CO                              COM            88579Y101     2519    22905 SH       DEFINED 09
22905
 TIBCO SOFTWARE INC                 COM            88632Q103      138    36700 SH       DEFINED 03
36700
 TIDEWATER INC                      COM            886423102     4380   162272 SH       DEFINED 03
162272
 TIFFANY & CO NEW                   COM            886547108     6438   300411 SH       DEFINED 03
300411
 TIMBERLAND CO                      CL A           887100105     1969    62146 SH       DEFINED 03
62146
 TIME WARNER TELECOM INC            CL A           887319101       12    15400 SH       DEFINED 03
15400
 TIMKEN CO                          COM            887389104     2675   159707 SH       DEFINED 03
159707
 TITAN CORP                         COM            888266103      654    68114 SH       DEFINED 03
68114
 TITAN INTL INC ILL                 COM            88830M102      132    50776 SH       DEFINED 03
50776
 TOLL BROTHERS INC                  COM            889478103     4365   200790 SH       DEFINED 03
200790
 TOLLGRADE COMMUNICATIONS INC       COM            889542106      294    37698 SH       DEFINED 03
37698
 TOO INC                            COM            890333107     3381   145217 SH       DEFINED 03
145217
 TOOTSIE ROLL INDS INC              COM            890516107     1029    34636 SH       DEFINED 03
34636
 TORCHMARK CORP                     COM            891027104    23961   699379 SH       DEFINED 03
699379
 TORO CO                            COM            891092108     2283    40584 SH       DEFINED 03
40584
 TOTAL FINA ELF S A                 SPONSORED ADR  89151E109     2178    33074 SH       DEFINED 03
33074
 TOUCH AMERICA HLDGS INC            COM            891539108       20    32700 SH       DEFINED 03
32700
 TOWER AUTOMOTIVE INC               COM            891707101     1355   202217 SH       DEFINED 03
202217
 TOTAL SYS SVCS INC                 COM            891906109      295    22450 SH       DEFINED 03
22450
 TOYS R US INC                      COM            892335100    11251  1105242 SH       DEFINED 03
1105242
 TRANSACTION SYS ARCHITECTS         CL A           893416107      231    37322 SH       DEFINED 03
37322
 TRANSATLANTIC HLDGS INC            COM            893521104      344     5175 SH       DEFINED 03
5175
 TRANSKARYOTIC THERAPIES INC        COM            893735100      275     8500 SH       DEFINED 03
8500
 TRANSMETA CORP DEL                 COM            89376R109       24    25100 SH       DEFINED 03
25100
 TRANSPRO INC                       COM            893885103       49    10065 SH       DEFINED 03
10065
 TRAVELERS PPTY CAS CORP NEW        CL A           89420G109     5220   395488 SH       DEFINED 03
395488
 TRAVELERS PPTY CAS CORP NEW        CL A           89420G109        0       23 SH       DEFINED 09
23
 TRAVELERS PPTY CAS CORP NEW        CL B           89420G406    36315  2684068 SH       DEFINED 03
2684068
 TRAVELERS PPTY CAS CORP NEW        CL B           89420G406        1       49 SH       DEFINED 09
49
 TREDEGAR CORP                      COM            894650100     1756   104852 SH       DEFINED 03
104852
 TRIAD HOSPITALS INC                COM            89579K109     2459    64798 SH       DEFINED 03
64798
 TRIDENT MICROSYSTEMS INC           COM            895919108       45    14200 SH       DEFINED 03
14200
 TRIARC COS INC                     CL A           895927101     1320    58176 SH       DEFINED 03
58176
 TRIBUNE CO NEW                     COM            896047107    29869   714391 SH       DEFINED 03
714391
 TRIMBLE NAVIGATION LTD             COM            896239100     1130   114161 SH       DEFINED 03
114161
 TRIMERIS INC                       COM            896263100      272     6100 SH       DEFINED 03
6100
 TRINITY INDS INC                   COM            896522109     1323    80356 SH       DEFINED 03
80356
 TRIQUINT SEMICONDUCTOR INC         COM            89674K103      502   142298 SH       DEFINED 03
142298
 TRIUMPH GROUP INC NEW              COM            896818101     1238    44220 SH       DEFINED 03
44220
 TRIZEC PROPERTIES INC              COM            89687P107      238    21000 SH       DEFINED 03
21000
 TRIZETTO GROUP INC                 COM            896882107       80    16100 SH       DEFINED 03
16100
 TRUST CO NJ JERSEY CITY NEW        COM            898304100      201     7900 SH       DEFINED 03
7900
 TRUSTCO BK CORP N Y                COM            898349105     2097   198279 SH       DEFINED 03
198279
 TUPPERWARE CORP                    COM            899896104     9512   572303 SH       DEFINED 03
572303
 TYCO INTL LTD NEW                  COM            902124106    80526  5711085 SH       DEFINED 03
5711085
 TYLER TECHNOLOGIES INC             COM            902252105       95    21500 SH       DEFINED 03
21500
 TYSON FOODS INC                    CL A           902494103    13293  1143026 SH       DEFINED 03
1143026
 UAL CORP                           COM PAR $0.01  902549500       41    18972 SH       DEFINED 03
18972
 UCBH HOLDINGS INC                  COM            90262T308     2622    66747 SH       DEFINED 03
66747
 UGI CORP NEW                       COM            902681105     3266    89846 SH       DEFINED 03
89846
 UICI                               COM            902737105     2150   132220 SH       DEFINED 03
132220
 UIL HLDG CORP                      COM            902748102     1619    45684 SH       DEFINED 03
45684
 UMB FINL CORP                      COM            902788108      238     6102 SH       DEFINED 03
6102
 UST INC                            COM            902911106     9288   329235 SH       DEFINED 03
329235
 UST INC                            COM            902911106     2081    73767 SH       DEFINED 09
73767
 US BANCORP DEL                     COM NEW        902973304   109261  5880581 SH       DEFINED 03
5880581
 USA INTERACTIVE                    COM            902984103     1240    63979 SH       DEFINED 03
63979
 URS CORP NEW                       COM            903236107     1101    66433 SH       DEFINED 03
66433
 USEC INC                           COM            90333E108      192    30700 SH       DEFINED 03
30700
 US UNWIRED INC                     COM            90338R104       10    13800 SH       DEFINED 03
13800
 US ONCOLOGY INC                    COM            90338W103     3245   400182 SH       DEFINED 03
400182
 UBIQUITEL INC                      COM            903474302        3    11400 SH       DEFINED 03
11400
 ULTIMATE ELECTRS INC               COM            903849107      472    36998 SH       DEFINED 03
36998
 ULTRA PETE CORP                    COM            903914109      188    22500 SH       DEFINED 03
22500
 ULTRATECH STEPPER INC              COM            904034105      530    65454 SH       DEFINED 03
65454
 UNIFI INC                          COM            904677101      509    81136 SH       DEFINED 03
81136
 UNILEVER N V                       N Y SHS NEW    904784709    10797   181618 SH       DEFINED 03
181618
 UNION PAC CORP                     COM            907818108    52082   899979 SH       DEFINED 03
899979
 UNION PLANTERS CORP                COM            908068109    16640   605983 SH       DEFINED 03
605983
 UNIONBANCAL CORP                   COM            908906100      706    16810 SH       DEFINED 03
16810
 UNISOURCE ENERGY CORP              COM            909205106     1633   107110 SH       DEFINED 03
107110
 UNISYS CORP                        COM            909214108    10694  1527757 SH       DEFINED 03
1527757
 UNIT CORP                          COM            909218109     2275   118790 SH       DEFINED 03
118790
 UNITED AUTO GROUP INC              COM            909440109      611    43600 SH       DEFINED 03
43600
 UNITED CMNTY FINL CORP OHIO        COM            909839102      131    14800 SH       DEFINED 03
14800
 UNITED BANKSHARES INC WEST V       COM            909907107     3708   127820 SH       DEFINED 03
127820
 UNITED DOMINION REALTY TR IN       COM            910197102      401    25200 SH       DEFINED 03
25200
 UNITED MICROELECTRONICS CORP       SPONSORED ADR  910873207      130    36960 SH       DEFINED 03
36960
 UNITED NAT FOODS INC               COM            911163103     1376    59740 SH       DEFINED 03
59740
 UNITED ONLINE INC                  COM            911268100      660    68823 SH       DEFINED 03
68823
 UNITED PARCEL SERVICE INC          CL B           911312106   105525  1687583 SH       DEFINED 03
1687583
 UNITED RENTALS INC                 COM            911363109      683    80909 SH       DEFINED 03
80909
 UNITED STATES CELLULAR CORP        COM            911684108      988    33400 SH       DEFINED 03
33400
 U S INDS INC NEW                   COM            912080108       63    26630 SH       DEFINED 03
26630
 UNITED STATES STL CORP NEW         COM            912909108    12088  1041142 SH       DEFINED 03
1041142
 UNITED STATIONERS INC              COM            913004107     2662   101224 SH       DEFINED 03
101224
 UNITED SURGICAL PARTNERS INT       COM            913016309      206     9300 SH       DEFINED 03
9300
 UNITED TECHNOLOGIES CORP           COM            913017109    64558  1142827 SH       DEFINED 03
1142827
 UNITEDGLOBALCOM                    CL A           913247508       40    24102 SH       DEFINED 03
24102
 UNITEDHEALTH GROUP INC             COM            91324P102    75085   860868 SH       DEFINED 03
860868
 UNITRIN INC                        COM            913275103     2318    75490 SH       DEFINED 03
75490
 UNIVERSAL ACCESS GLOBAL HLDG       COM            91336M105        2    11500 SH       DEFINED 03
11500
 UNIVERSAL CORP VA                  COM            913456109     1055    30094 SH       DEFINED 03
30094
 UNIVERSAL FST PRODS INC            COM            913543104     1435    76261 SH       DEFINED 03
76261
 UNIVERSAL HLTH SVCS INC            CL B           913903100     8312   162502 SH       DEFINED 03
162502
 UNIVISION COMMUNICATIONS INC       CL A           914906102     8029   352167 SH       DEFINED 03
352167
 UNOCAL CORP                        COM            915289102    11473   365506 SH       DEFINED 03
365506
 UNOVA INC                          COM            91529B106       70    14140 SH       DEFINED 03
14140
 UNUMPROVIDENT CORP                 COM            91529Y106    20258   995497 SH       DEFINED 03
995497
 USFREIGHTWAYS CORP                 COM            916906100     2598    90582 SH       DEFINED 03
90582
 VCA ANTECH INC                     COM            918194101      158    12800 SH       DEFINED 03
12800
 V F CORP                           COM            918204108    17631   490025 SH       DEFINED 03
490025
 VALASSIS COMMUNICATIONS INC        COM            918866104     2305    65729 SH       DEFINED 03
65729
 VALHI INC NEW                      COM            918905100      142    14450 SH       DEFINED 03
14450
 VALERO ENERGY CORP NEW             COM            91913Y100    11587   437724 SH       DEFINED 03
437724
 VALLEY NATL BANCORP                COM            919794107      290    10900 SH       DEFINED 03
10900
 VALMONT INDS INC                   COM            920253101     1545    66161 SH       DEFINED 03
66161
 VALSPAR CORP                       COM            920355104     2384    63906 SH       DEFINED 03
63906
 VALUECLICK INC                     COM            92046N102       27    12359 SH       DEFINED 03
12359
 VALUEVISION MEDIA INC              CL A           92047K107      188    16000 SH       DEFINED 03
16000
 VARCO INTL INC DEL                 COM            922122106     2318   137021 SH       DEFINED 03
137021
 VARIAN INC                         COM            922206107     1055    38200 SH       DEFINED 03
38200
 VARIAN SEMICONDUCTOR EQUIPMN       COM            922207105     1516    92196 SH       DEFINED 03
92196
 VARIAN MED SYS INC                 COM            92220P105     3074    71500 SH       DEFINED 03
71500
 VECTREN CORP                       COM            92240G101     1415    64337 SH       DEFINED 03
64337
 VEECO INSTRS INC DEL               COM            922417100      876    81118 SH       DEFINED 03
81118
 VENTAS INC                         COM            92276F100      296    22079 SH       DEFINED 03
22079
 VERITAS SOFTWARE CO                COM            923436109     8859   603918 SH       DEFINED 03
603918
 VERITY INC                         COM            92343C106     1078   108365 SH       DEFINED 03
108365
 VERISIGN INC                       COM            92343E102      133    26307 SH       DEFINED 03
26307
 VERITAS DGC INC                    COM            92343P107      984    91067 SH       DEFINED 03
91067
 VERIZON COMMUNICATIONS             COM            92343V104   187034  6816092 SH       DEFINED 03
6816092
 VERTEX PHARMACEUTICALS INC         COM            92532F100      917    49585 SH       DEFINED 03
49585
 VESTA INS GROUP INC                COM            925391104       26    10200 SH       DEFINED 03
10200
 VIACOM INC                         CL B           925524308   168044  4144112 SH       DEFINED 03
4144112
 VIACOM INC                         CL B           925524308      280     6911 SH       DEFINED 09
6911
 VIAD CORP                          COM            92552R109     2754   134822 SH       DEFINED 03
134822
 VIASAT INC                         COM            92552V100      445    70654 SH       DEFINED 03
70654
 VICOR CORP                         COM            925815102      819   114480 SH       DEFINED 03
114480
 VIGNETTE CORP                      COM            926734104       39    48344 SH       DEFINED 03
48344
 VINTAGE PETE INC                   COM            927460105     1997   184863 SH       DEFINED 03
184863
 VISHAY INTERTECHNOLOGY INC         COM            928298108     1555   176664 SH       DEFINED 03
176664
 VISTEON CORP                       COM            92839U107     3669   387473 SH       DEFINED 03
387473
 VISX INC DEL                       COM            92844S105      730    79104 SH       DEFINED 03
79104
 VITAL SIGNS INC                    COM            928469105     1113    37448 SH       DEFINED 03
37448
 VITESSE SEMICONDUCTOR CORP         COM            928497106       35    51600 SH       DEFINED 03
51600
 VITRIA TECHNOLOGY                  COM            92849Q104       18    23300 SH       DEFINED 03
23300
 VIVUS INC                          COM            928551100       61    14227 SH       DEFINED 03
14227
 VOLT INFORMATION SCIENCES IN       COM            928703107      644    42476 SH       DEFINED 03
42476
 VORNADO RLTY TR                    SH BEN INT     929042109      458    11600 SH       DEFINED 03
11600
 VULCAN MATLS CO                    COM            929160109     5128   141804 SH       DEFINED 03
141804
 WD-40 CO                           COM            929236107     1501    51933 SH       DEFINED 03
51933
 WGL HLDGS INC                      COM            92924F106     1716    71789 SH       DEFINED 03
71789
 W HLDG CO INC                      COM            929251106      243    14900 SH       DEFINED 03
14900
 WJ COMMUNICATIONS INC              COM            929284107       20    17300 SH       DEFINED 03
17300
 WMS INDS INC                       COM            929297109     1280    90796 SH       DEFINED 03
90796
 WPS RESOURCES CORP                 COM            92931B106     1202    33930 SH       DEFINED 03
33930
 WABASH NATL CORP                   COM            929566107      350    64782 SH       DEFINED 03
64782
 WABTEC CORP                        COM            929740108      179    12700 SH       DEFINED 03
12700
 WACHOVIA CORP 2ND NEW              COM            929903102   118094  3612529 SH       DEFINED 03
3612529
 WADDELL & REED FINL INC            CL A           930059100     1468    83128 SH       DEFINED 03
83128
 WAL MART STORES INC                COM            931142103   419095  8511270 SH       DEFINED 03
8511270
 WAL MART STORES INC                COM            931142103     1736    35261 SH       DEFINED 09
35261
 WALGREEN CO                        COM            931422109    45859  1490867 SH       DEFINED 03
1490867
 WALLACE COMPUTER SERVICES IN       COM            932270101     1447    82000 SH       DEFINED 03
82000
 WALTER INDS INC                    COM            93317Q105      265    21600 SH       DEFINED 03
21600
 WASHINGTON FED INC                 COM            938824109     4836   216724 SH       DEFINED 03
216724
 WASHINGTON MUT INC                 COM            939322103    93806  2980794 SH       DEFINED 03
2980794
 WASHINGTON POST CO                 CL B           939640108     5760     8875 SH       DEFINED 03
8875
 WASHINGTON REAL ESTATE INVT        SH BEN INT     939653101      284    11200 SH       DEFINED 03
11200
 WASTE CONNECTIONS INC              COM            941053100     3678   105710 SH       DEFINED 03
105710
 WASTE MGMT INC DEL                 COM            94106L109    23425  1004503 SH       DEFINED 03
1004503
 WATERS CORP                        COM            941848103     4598   189601 SH       DEFINED 03
189601
 WATSCO INC                         COM            942622200     1072    74970 SH       DEFINED 03
74970
 WATSON PHARMACEUTICALS INC         COM            942683103     4190   170958 SH       DEFINED 03
170958
 WATSON WYATT & CO HLDGS            CL A           942712100     1856    92800 SH       DEFINED 03
92800
 WATTS INDS INC                     CL A           942749102     1228    74896 SH       DEFINED 03
74896
 WAUSAU-MOSINEE PAPER CORP          COM            943315101      499    54145 SH       DEFINED 03
54145
 WAVE SYSTEMS CORP                  CL A           943526103       18    12200 SH       DEFINED 03
12200
 WAYPOINT FINL CORP                 COM            946756103      224    13300 SH       DEFINED 03
13300
 WEBEX INC                          COM            94767L109      934    83500 SH       DEFINED 03
83500
 WEBMETHODS INC                     COM            94768C108      109    22612 SH       DEFINED 03
22612
 WEBMD CORP                         COM            94769M105      569   112645 SH       DEFINED 03
112645
 WEBSTER FINL CORP CONN             COM            947890109     8353   248739 SH       DEFINED 03
248739
 WEIGHT WATCHERS INTL INC NEW       COM            948626106     1210    27900 SH       DEFINED 03
27900
 WEINGARTEN RLTY INVS               SH BEN INT     948741103      203     5550 SH       DEFINED 03
5550
 WELLMAN INC                        COM            949702104     1481   108526 SH       DEFINED 03
108526
 WELLPOINT HEALTH NETWORK NEW       COM            94973H108    28030   382405 SH       DEFINED 03
382405
 WELLS FARGO & CO NEW               COM            949746101   151307  3141766 SH       DEFINED 03
3141766
 WELLS GARDNER ELECTRS CORP         COM            949765101       23    15314 SH       DEFINED 03
15314
 WENDYS INTL INC                    COM            950590109     5329   160940 SH       DEFINED 03
160940
 WENDYS INTL INC                    COM            950590109     1992    60156 SH       DEFINED 09
60156
 WERNER ENTERPRISES INC             COM            950755108     3155   171674 SH       DEFINED 03
171674
 WESBANCO INC                       COM            950810101      221     9300 SH       DEFINED 03
9300
 WESCO FINL CORP                    COM            950817106      277      900 SH       DEFINED 03
900
 WEST PHARMACEUTICAL SVSC INC       COM            955306105      343    16034 SH       DEFINED 03
16034
 WESTAMERICA BANCORPORATION         COM            957090103     1190    29534 SH       DEFINED 03
29534
 WESTAR ENERGY INC                  COM            95709T100     1911   189981 SH       DEFINED 03
189981
 WESTERN DIGITAL CORP               COM            958102105      365    77600 SH       DEFINED 03
77600
 WESTERN GAS RES INC                COM            958259103     1434    45900 SH       DEFINED 03
45900
 WESTERN WIRELESS CORP              CL A           95988E204       37    13600 SH       DEFINED 03
13600
 WESTPOINT STEVENS INC              COM            961238102       12    12600 SH       DEFINED 03
12600
 WESTPORT RES CORP NEW              COM            961418100      252    13767 SH       DEFINED 03
13767
 WESTWOOD ONE INC                   COM            961815107     2555    71462 SH       DEFINED 03
71462
 WET SEAL INC                       CL A           961840105     1091   109141 SH       DEFINED 03
109141
 WEYERHAEUSER CO                    COM            962166104    23127   528374 SH       DEFINED 03
528374
 WHIRLPOOL CORP                     COM            963320106    14713   320827 SH       DEFINED 03
320827
 WHITNEY HLDG CORP                  COM            966612103     3434   107051 SH       DEFINED 03
107051
 WHOLE FOODS MKT INC                COM            966837106     6080   141914 SH       DEFINED 03
141914
 WILEY JOHN & SONS INC              CL A           968223206      202     9200 SH       DEFINED 03
9200
 WILLIAMS COS INC DEL               COM            969457100     1944   860102 SH       DEFINED 03
860102
 WILLIAMS SONOMA INC                COM            969904101     4900   207364 SH       DEFINED 03
207364
 WILMINGTON TRUST CORP              COM            971807102     1489    51496 SH       DEFINED 03
51496
 WIND RIVER SYSTEMS INC             COM            973149107      255    79137 SH       DEFINED 03
79137
 WINN DIXIE STORES INC              COM            974280109     8411   641107 SH       DEFINED 03
641107
 WINNEBAGO INDS INC                 COM            974637100     2478    62676 SH       DEFINED 03
62676
 WISCONSIN ENERGY CORP              COM            976657106     4776   196560 SH       DEFINED 03
196560
 WISER OIL CO DEL                   COM            977284108       83    26300 SH       DEFINED 03
26300
 WOLVERINE TUBE INC                 COM            978093102      186    30270 SH       DEFINED 03
30270
 WOLVERINE WORLD WIDE INC           COM            978097103     1951   130076 SH       DEFINED 03
130076
 WOODWARD GOVERNOR CO               COM            980745103     1844    38905 SH       DEFINED 03
38905
 WORLD ACCEP CORP DEL               COM            981419104      348    44000 SH       DEFINED 03
44000
 WORTHINGTON INDS INC               COM            981811102     2664   142479 SH       DEFINED 03
142479
 WRIGLEY WM JR CO                   COM            982526105    16296   329283 SH       DEFINED 03
329283
 WRIGLEY WM JR CO                   COM            982526105     2455    49616 SH       DEFINED 09
49616
 WYETH                              COM            983024100    83601  2628972 SH       DEFINED 03
2628972
 WYNDHAM INTL INC                   CL A           983101106       24    69941 SH       DEFINED 03
69941
 XM SATELLITE RADIO HLDGS INC       CL A           983759101       91    23300 SH       DEFINED 03
23300
 X-RITE INC                         COM            983857103      547    70790 SH       DEFINED 03
70790
 XTO ENERGY CORP                    COM            98385X106     1280    62125 SH       DEFINED 03
62125
 XCEL ENERGY INC                    COM            98389B100     5967   640939 SH       DEFINED 03
640939
 XILINX INC                         COM            983919101     7995   504791 SH       DEFINED 03
504791
 XILINX INC                         COM            983919101       26     1654 SH       DEFINED 09
1654
 XEROX CORP                         COM            984121103    13070  2640329 SH       DEFINED 03
2640329
 YAHOO INC                          COM            984332106     8484   886487 SH       DEFINED 03
886487
 YAHOO INC                          COM            984332106      154    16140 SH       DEFINED 09
16140
 YANKEE CANDLE INC                  COM            984757104     1537    89525 SH       DEFINED 03
89525
 YELLOW CORP                        COM            985509108     2775    94054 SH       DEFINED 03
94054
 YORK INTL CORP NEW                 COM            986670107     1843    65370 SH       DEFINED 03
65370
 YUM BRANDS INC                     COM            988498101    32792  1183389 SH       DEFINED 03
1183389
 ZALE CORP NEW                      COM            988858106     3220   106775 SH       DEFINED 03
106775
 ZEBRA TECHNOLOGIES CORP            CL A           989207105     4863    92289 SH       DEFINED 03
92289
 ZENITH NATL INS CORP               COM            989390109     1261    47719 SH       DEFINED 03
47719
 ZIMMER HLDGS INC                   COM            98956P102    12678   330675 SH       DEFINED 03
330675
 ZIONS BANCORPORATION               COM            989701107     5745   131975 SH       DEFINED 03
131975
 ZIX CORP                           COM            98974P100      168    43662 SH       DEFINED 03
43662
 ZORAN CORP                         COM            98975F101      420    38200 SH       DEFINED 03
38200
 ZYMOGENETICS INC                   COM            98985T109       91    11400 SH       DEFINED 03
11400
 ZOMAX INC MINN                     COM            989929104       83    21400 SH       DEFINED 03
21400
 DEUTSCHE BANK AG NAMEN             ORD            D18190898     4098    90217 SH       DEFINED 03
90217
 ACE LTD                            ORD            G0070K103    11826   399400 SH       DEFINED 03
399400
 ANNUITY AND LIFE RE HLDGS          ORD            G03910109     4319  1028369 SH       DEFINED 03
1028369
 BUNGE LIMITED                      COM            G16962105      206     8500 SH       DEFINED 03
8500
 COOPER INDS LTD                    CL A           G24182100    19700   649098 SH       DEFINED 03
649098
 EVEREST RE GROUP LTD               COM            G3223R108     4108    74874 SH       DEFINED 03
74874
 GLOBALSANTAFE CORP                 SHS            G3930E101     3449   154340 SH       DEFINED 03
154340
 INGERSOLL-RAND COMPANY LTD         CL A           G4776G101    18346   532691 SH       DEFINED 03
532691
 LORAL SPACE & COMMUNICATIONS       COM            G56462107       20    75400 SH       DEFINED 03
75400
 NABORS INDUSTRIES LTD              SHS            G6359F103     6738   205745 SH       DEFINED 03
205745
 NOBLE CORPORATION                  SHS            G65422100     6906   222763 SH       DEFINED 03
222763
 TRANSOCEAN INC                     ORD            G90078109    16502   793350 SH       DEFINED 03
793350
 TRENWICK GROUP LTD                 COM            G9032C109      572   110057 SH       DEFINED 03
110057
 WEATHERFORD INTERNATIONAL LT       COM            G95089101     3963   106714 SH       DEFINED 03
106714
 WHITE MTNS INS GROUP LTD           COM            G9618E107      293      996 SH       DEFINED 03
996
 XL CAP LTD                         CL A           G98255105    18957   257912 SH       DEFINED 03
257912
 XOMA LTD                           ORD            G9825R107       70    11100 SH       DEFINED 03
11100
 ROYAL CARIBBEAN CRUISES LTD        COM            V7780T103      331    20800 SH       DEFINED 03
20800
 CREATIVE TECHNOLOGY LTD            ORD            Y1775U107       84    12850 SH       DEFINED 03
12850