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

Form 13F

Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:	December 31, 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 	February 7, 2003

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:	 2
Form 13F Information Table Entry Total:	 2,293
Form 13F Information Table Value Total:	 $21,104,223,000.00

List of Other Included Managers:

No.	13F File Number        	Name
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      413    80226 SH       DEFINED 03
80226
 A D C TELECOMMUNICATIONS           COM            000886101     2516  1203811 SH       DEFINED 03
1203811
 ABM INDS INC                       COM            000957100     2243   144714 SH       DEFINED 03
144714
 AFLAC INC                          COM            001055102    24438   811347 SH       DEFINED 03
811347
 AGCO CORP                          COM            001084102     1541    69719 SH       DEFINED 03
69719
 AGL RES INC                        COM            001204106     2631   108254 SH       DEFINED 03
108254
 AES CORP                           COM            00130H105     2644   875483 SH       DEFINED 03            875483

 AES CORP                           COM            00130H105       19     6228 SH       DEFINED 09
6228
 AK STL HLDG CORP                   COM            001547108     2486   310730 SH       DEFINED 03
310730
 AMB PROPERTY CORP                  COM            00163T109      268     9800 SH       DEFINED 03
9800
 AMC ENTMT INC                      COM            001669100      121    13700 SH       DEFINED 03
13700
 AMLI RESIDENTIAL PPTYS TR          SH BEN INT     001735109      213    10000 SH       DEFINED 03
10000
 AMR CORP                           COM            001765106     1570   237813 SH       DEFINED 03
237813
 AOL TIME WARNER INC                COM            00184A105   115330  8803816 SH       DEFINED 03
8803816
 AOL TIME WARNER INC                COM            00184A105       50     3782 SH       DEFINED 09              3782

 APAC CUSTOMER SERVICES INC         COM            00185E106       41    17500 SH       DEFINED 03
17500
 AT&T CORP                          COM NEW        001957505    36175  1385473 SH       DEFINED 03
1385473
 AT&T CORP                          COM NEW        001957505     1071    41024 SH       DEFINED 09
41024
 ATMI INC                           COM            00207R101     1514    81767 SH       DEFINED 03
81767
 AT&T WIRELESS SVCS INC             COM            00209A106    42690  7555715 SH       DEFINED 03
7555715
 ATC HEALTHCARE INC                 CL A           00209C102       80    85000 SH       DEFINED 03
85000
 AVX CORP NEW                       COM            002444107      176    18000 SH       DEFINED 03
18000
 AXT INC                            COM            00246W103       19    10600 SH       DEFINED 03             10600

 AARON RENTS INC                    COM            002535201     1198    54776 SH       DEFINED 03
54776
 ABBOTT LABS                        COM            002824100   124675  3116868 SH       DEFINED 03
3116868
 ABBOTT LABS                        COM            002824100       21      521 SH       DEFINED 09
521
 ABERCROMBIE & FITCH CO             CL A           002896207    11933   583221 SH       DEFINED 03
583221
 ABGENIX INC                        COM            00339B107      273    37100 SH       DEFINED 03
37100
 ACCLAIM ENTMT INC                  COM PAR $0.02  004325205       18    27950 SH       DEFINED 03
27950
 ACCREDO HEALTH INC                 COM            00437V104     4255   120716 SH       DEFINED 03
120716
 ACTIVISION INC NEW                 COM NEW        004930202      784    53703 SH       DEFINED 03             53703

 ACTION PERFORMANCE COS INC         COM            004933107     1191    62672 SH       DEFINED 03
62672
 ACTEL CORP                         COM            004934105     1061    65432 SH       DEFINED 03
65432
 ACTUATE CORP                       COM            00508B102       27    15500 SH       DEFINED 03
15500
 ACUITY BRANDS INC                  COM            00508Y102     2975   219708 SH       DEFINED 03
219708
 ACXIOM CORP                        COM            005125109     2767   179909 SH       DEFINED 03
179909
 ADAPTEC INC                        COM            00651F108     1682   297751 SH       DEFINED 03
297751
 ADMINISTAFF INC                    COM            007094105      484    80603 SH       DEFINED 03
80603
 ADOBE SYS INC                      COM            00724F101     9100   366935 SH       DEFINED 03            366935

 ADOLOR CORP                        COM            00724X102      213    15300 SH       DEFINED 03
15300
 ADTRAN INC                         COM            00738A106     2386    72523 SH       DEFINED 03
72523
 ADVANCED DIGITAL INFORMATION       COM            007525108      172    25700 SH       DEFINED 03
25700
 ADVANCED MARKETING SVCS INC        COM            00753T105      714    48561 SH       DEFINED 03
48561
 ADVANCED FIBRE COMMUNICATION       COM            00754A105     2809   168394 SH       DEFINED 03
168394
 ADVO INC                           COM            007585102     1985    60456 SH       DEFINED 03
60456
 ADVANCED MEDICAL OPTICS INC        COM            00763M108     1166    97409 SH       DEFINED 03
97409
 AEROFLEX INC                       COM            007768104     1112   161100 SH       DEFINED 03            161100

 AEROPOSTALE                        COM            007865108      106    10000 SH       DEFINED 03
10000
 ADVANCED MICRO DEVICES INC         COM            007903107     7781  1204436 SH       DEFINED 03
1204436
 ADVANCED MICRO DEVICES INC         COM            007903107       31     4854 SH       DEFINED 09
4854
 ADVANCEPCS                         COM            00790K109     5773   259906 SH       DEFINED 03
259906
 ADVANCED ENERGY INDS               COM            007973100     1094    85981 SH       DEFINED 03
85981
 ADVENT SOFTWARE INC                COM            007974108      383    28132 SH       DEFINED 03
28132
 AETNA INC NEW                      COM            00817Y108     9790   238077 SH       DEFINED 03
238077
 AFFILIATED COMPUTER SERVICES       CL A           008190100     6850   130104 SH       DEFINED 03            130104

 AFFILIATED MANAGERS GROUP          COM            008252108      282     5600 SH       DEFINED 03
5600
 AFFYMETRIX INC                     COM            00826T108     1062    46400 SH       DEFINED 03
46400
 AGERE SYS INC                      CL A           00845V100      261   181234 SH       DEFINED 03
181234
 AGERE SYS INC                      CL A           00845V100        0      135 SH       DEFINED 09
135
 AGILENT TECHNOLOGIES INC           COM            00846U101    12758   710337 SH       DEFINED 03
710337
 AGILENT TECHNOLOGIES INC           COM            00846U101       36     1979 SH       DEFINED 09
1979
 AGILE SOFTWARE CORP DEL            COM            00846X105      167    21600 SH       DEFINED 03
21600
 AGRIUM INC                         COM            008916108      352    31100 SH       DEFINED 03             31100

 AIR PRODS & CHEMS INC              COM            009158106    15911   372197 SH       DEFINED 03
372197
 AIRBORNE INC                       COM            009269101     1079    72731 SH       DEFINED 03
72731
 AIRGAS INC                         COM            009363102     3349   194119 SH       DEFINED 03
194119
 AIRTRAN HLDGS INC                  COM            00949P108       53    13600 SH       DEFINED 03
13600
 AKAMAI TECHNOLOGIES INC            COM            00971T101       81    47053 SH       DEFINED 03
47053
 ALABAMA NATL BANCORP DELA          COM            010317105      248     5700 SH       DEFINED 03
5700
 ALAMOSA HLDGS INC                  COM            011589108       21    40600 SH       DEFINED 03
40600
 ALASKA AIR GROUP INC               COM            011659109      662    30585 SH       DEFINED 03             30585

 ALASKA COMMUNICATIONS SYS GR       COM            01167P101       28    15400 SH       DEFINED 03
15400
 ALBANY INTL CORP                   CL A           012348108     1570    75991 SH       DEFINED 03
75991
 ALBANY MOLECULAR RESH INC          COM            012423109      214    14500 SH       DEFINED 03
14500
 ALBEMARLE CORP                     COM            012653101     1065    37434 SH       DEFINED 03
37434
 ALBERTO CULVER CO                  CL B CONV      013068101     4193    83186 SH       DEFINED 03
83186
 ALBERTO CULVER CO                  CL B CONV      013068101      440     8732 SH       DEFINED 09
8732
 ALBERTSONS INC                     COM            013104104    30445  1367717 SH       DEFINED 03
1367717
 ALCAN INC                          COM            013716105      793    26860 SH       DEFINED 03             26860

 ALCAN INC                          COM            013716105     2244    76000 SH       DEFINED 10
76000
 ALCOA INC                          COM            013817101    39867  1750091 SH       DEFINED 03
1750091
 ALCOA INC                          COM            013817101     2071    90920 SH       DEFINED 09
90920
 ALDERWOODS GROUP INC               COM            014383103       47    10000 SH       DEFINED 03
10000
 ALEXANDER & BALDWIN INC            COM            014482103     1199    46489 SH       DEFINED 03
46489
 ALEXANDRIA REAL ESTATE EQ IN       COM            015271109      239     5600 SH       DEFINED 03
5600
 ALFA CORP                          COM            015385107      283    23600 SH       DEFINED 03
23600
 ALKERMES INC                       COM            01642T108      189    30200 SH       DEFINED 03             30200

 ALLEGHENY ENERGY INC               COM            017361106     2208   292034 SH       DEFINED 03
292034
 ALLEGHENY TECHNOLOGIES INC         COM            01741R102      825   132400 SH       DEFINED 03
132400
 ALLEGIANCE TELECOM INC             COM            01747T102       22    32400 SH       DEFINED 03
32400
 ALLEN TELECOM INC                  COM            018091108      734    77468 SH       DEFINED 03
77468
 ALLERGAN INC                       COM            018490102    25409   440978 SH       DEFINED 03
440978
 ALLETE INC                         COM            018522102     2220    97871 SH       DEFINED 03
97871
 ALLIANCE CAP MGMT HLDG L P         UNIT LTD PARTN 01855A101      229     7400 SH       DEFINED 03
7400
 ALLIANCE GAMING CORP               COM NEW        01859P609      267    15700 SH       DEFINED 03             15700

 ALLIANCE SEMICONDUCTOR CORP        COM            01877H100      408   103937 SH       DEFINED 03
103937
 ALLIANT ENERGY CORP                COM            018802108     5846   353229 SH       DEFINED 03
353229
 ALLIANT TECHSYSTEMS INC            COM            018804104     6199    99417 SH       DEFINED 03
99417
 ALLIED CAP CORP NEW                COM            01903Q108      716    32800 SH       DEFINED 03
32800
 ALLIED WASTE INDS INC              COM PAR$.01NEW 019589308     5455   545492 SH       DEFINED 03
545492
 ALLMERICA FINL CORP                COM            019754100     1097   108626 SH       DEFINED 03
108626
 ALLOY INC                          COM            019855105      152    13900 SH       DEFINED 03
13900
 ALLSTATE CORP                      COM            020002101    61762  1669697 SH       DEFINED 03           1669697

 ALLTEL CORP                        COM            020039103    33339   653699 SH       DEFINED 03
653699
 ALPHARMA INC                       CL A           020813101     1792   150467 SH       DEFINED 03
150467
 ALTERA CORP                        COM            021441100    16417  1331428 SH       DEFINED 03
1331428
 ALTERA CORP                        COM            021441100       35     2879 SH       DEFINED 09
2879
 ALTEON INC                         COM            02144G107       35    17200 SH       DEFINED 03
17200
 AMAZON COM INC                     COM            023135106      973    51500 SH       DEFINED 03
51500
 AMBAC FINL GROUP INC               COM            023139108     8870   157725 SH       DEFINED 03
157725
 AMERADA HESS CORP                  COM            023551104    22102   401494 SH       DEFINED 03            401494

 AMEREN CORP                        COM            023608102     9097   218847 SH       DEFINED 03
218847
 AMERICAN AXLE & MFG HLDGS IN       COM            024061103     1021    43600 SH       DEFINED 03
43600
 AMERICAN CAPITAL STRATEGIES        COM            024937104      302    14000 SH       DEFINED 03
14000
 AMERICAN ELEC PWR INC              COM            025537101    26011   951737 SH       DEFINED 03
951737
 AMERICAN EAGLE OUTFITTERS NE       COM            02553E106      622    45117 SH       DEFINED 03
45117
 AMERICAN EXPRESS CO                COM            025816109    75078  2123842 SH       DEFINED 03
2123842
 AMERICAN FINL GROUP INC OHIO       COM            025932104     4498   194967 SH       DEFINED 03
194967
 AMERICAN FINL HLDGS INC            COM            026075101     1727    57783 SH       DEFINED 03             57783

 AMERICAN GREETINGS CORP            CL A           026375105     8834   559124 SH       DEFINED 03
559124
 AMERICAN INTL GROUP INC            COM            026874107   290547  5022417 SH       DEFINED 03
5022417
 AMERICAN INTL GROUP INC            COM            026874107      102     1760 SH       DEFINED 09
1760
 AMERICAN ITALIAN PASTA CO          CL A           027070101     1810    50319 SH       DEFINED 03
50319
 AMERICAN MGMT SYS INC              COM            027352103     1498   124903 SH       DEFINED 03
124903
 AMERICAN MED SYS HLDGS INC         COM            02744M108      222    13700 SH       DEFINED 03
13700
 AMERICAN NATL INS CO               COM            028591105      221     2700 SH       DEFINED 03
2700
 AMERICAN PWR CONVERSION CORP       COM            029066107     4249   280474 SH       DEFINED 03            280474

 AMERICAN SOFTWARE INC              CL A           029683109       41    14800 SH       DEFINED 03
14800
 AMERICAN STD COS INC DEL           COM            029712106     7342   103200 SH       DEFINED 03
103200
 AMERICAN STS WTR CO                COM            029899101     1054    45526 SH       DEFINED 03
45526
 AMERICAN TOWER CORP                CL A           029912201      163    46200 SH       DEFINED 03
46200
 AMERICAN WTR WKS INC               COM            030411102     4436    97532 SH       DEFINED 03
97532
 AMERICAN WOODMARK CORP             COM            030506109      532    11200 SH       DEFINED 03
11200
 AMERICREDIT CORP                   COM            03060R101     1322   170745 SH       DEFINED 03
170745
 AMERIPATH INC                      COM            03071D109     1778    82700 SH       DEFINED 03             82700

 AMERUS GROUP CO                    COM            03072M108     4268   150976 SH       DEFINED 03
150976
 AMERISOURCEBERGEN CORP             COM            03073E105    10008   184284 SH       DEFINED 03
184284
 AMERIGROUP CORP                    COM            03073T102     1652    54500 SH       DEFINED 03
54500
 AMERITRADE HLDG CORP NEW           COM            03074K100      222    39300 SH       DEFINED 03
39300
 AMETEK INC NEW                     COM            031100100     1871    48598 SH       DEFINED 03
48598
 AMGEN INC                          COM            031162100   155742  3221806 SH       DEFINED 03
3221806
 AMKOR TECHNOLOGY INC               COM            031652100       72    15200 SH       DEFINED 03
15200
 AMSOUTH BANCORPORATION             COM            032165102    12682   660509 SH       DEFINED 03            660509

 AMSURG CORP                        COM            03232P405     1175    57500 SH       DEFINED 03
57500
 AMYLIN PHARMACEUTICALS INC         COM            032346108      373    23100 SH       DEFINED 03
23100
 ANADARKO PETE CORP                 COM            032511107    31962   667261 SH       DEFINED 03
667261
 ANALOG DEVICES INC                 COM            032654105    14412   603787 SH       DEFINED 03
603787
 ANALOG DEVICES INC                 COM            032654105       35     1466 SH       DEFINED 09
1466
 ANALOGIC CORP                      COM PAR $0.05  032657207     1767    35141 SH       DEFINED 03
35141
 ANALYSTS INTL CORP                 COM            032681108      113    56947 SH       DEFINED 03
56947
 ANCHOR BANCORP WIS INC             COM            032839102     1410    67947 SH       DEFINED 03             67947

 ANDERSEN GROUP INC                 COM            033501107       50    12500 SH       DEFINED 03
12500
 ANDREW CORP                        COM            034425108     4646   451947 SH       DEFINED 03
451947
 ANGELICA CORP                      COM            034663104      485    23506 SH       DEFINED 03
23506
 ANHEUSER BUSCH COS INC             COM            035229103   113926  2353844 SH       DEFINED 03
2353844
 ANHEUSER BUSCH COS INC             COM            035229103     2920    60337 SH       DEFINED 09
60337
 ANIXTER INTL INC                   COM            035290105     2671   114881 SH       DEFINED 03
114881
 ANNALY MTG MGMT INC                COM            035710409      335    17800 SH       DEFINED 03
17800
 ANNTAYLOR STORES CORP              COM            036115103     3638   178148 SH       DEFINED 03            178148

 ANSYS INC                          COM            03662Q105      945    46780 SH       DEFINED 03
46780
 ANTHEM INC                         COM            03674B104    16344   259836 SH       DEFINED 03
259836
 ANSWERTHINK INC                    COM            036916104       31    12500 SH       DEFINED 03
12500
 ANTHRACITE CAP INC                 COM            037023108      529    48500 SH       DEFINED 03
48500
 ANTIGENICS INC DEL                 COM            037032109      135    13200 SH       DEFINED 03
13200
 AO TATNEFT                         SPON ADR REG S 03737P306      198    13100 SH       DEFINED 03
13100
 AON CORP                           COM            037389103     8453   447496 SH       DEFINED 03
447496
 APACHE CORP                        COM            037411105    11904   208887 SH       DEFINED 03            208887

 APARTMENT INVT & MGMT CO           CL A           03748R101      362     9667 SH       DEFINED 03
9667
 APOGEE ENTERPRISES INC             COM            037598109      806    90018 SH       DEFINED 03
90018
 APOLLO GROUP INC                   CL A           037604105    22247   505619 SH       DEFINED 03
505619
 APOLLO GROUP INC                   COM UNV PHOENX 037604204      699    19500 SH       DEFINED 03
19500
 APOGENT TECHNOLOGIES INC           COM            03760A101     3217   154677 SH       DEFINED 03
154677
 APPLE COMPUTER INC                 COM            037833100     7542   526321 SH       DEFINED 03
526321
 APPLEBEES INTL INC                 COM            037899101     3593   154921 SH       DEFINED 03
154921
 APRIA HEALTHCARE GROUP INC         COM            037933108     2322   104399 SH       DEFINED 03            104399

 APPLERA CORP                       COM AP BIO GRP 038020103     7894   450038 SH       DEFINED 03
450038
 APPLERA CORP                       COM CE GEN GRP 038020202      353    36992 SH       DEFINED 03
36992
 APPLICA INC                        COM            03815A106      301    60125 SH       DEFINED 03
60125
 APPLIED INDL TECHNOLOGIES IN       COM            03820C105     1129    59761 SH       DEFINED 03
59761
 APPLIED MATLS INC                  COM            038222105    33687  2585338 SH       DEFINED 03
2585338
 APPLIED MATLS INC                  COM            038222105     1600   122793 SH       DEFINED 09
122793
 APPLIED MICRO CIRCUITS CORP        COM            03822W109     1665   451185 SH       DEFINED 03
451185
 APTARGROUP INC                     COM            038336103     3118    99797 SH       DEFINED 03             99797

 AQUILA INC                         COM            03840P102      490   277050 SH       DEFINED 03
277050
 ARBITRON INC                       COM            03875Q108     2675    79850 SH       DEFINED 03
79850
 ARCH CHEMICALS INC                 COM            03937R102     1183    64818 SH       DEFINED 03
64818
 ARCH COAL INC                      COM            039380100     1378    63829 SH       DEFINED 03
63829
 ARCHER DANIELS MIDLAND CO          COM            039483102    17016  1372256 SH       DEFINED 03
1372256
 ARCHER DANIELS MIDLAND CO          COM            039483102     1134    91430 SH       DEFINED 09
91430
 ARCHSTONE SMITH TR                 COM            039583109      441    18720 SH       DEFINED 03
18720
 ARCTIC CAT INC                     COM            039670104     1167    72927 SH       DEFINED 03             72927

 ARGOSY GAMING CO                   COM            040228108     1591    84069 SH       DEFINED 03
84069
 ARIBA INC                          COM            04033V104      197    79500 SH       DEFINED 03
79500
 ARKANSAS BEST CORP DEL             COM            040790107     1828    70354 SH       DEFINED 03
70354
 ARMOR HOLDINGS INC                 COM            042260109     1251    90860 SH       DEFINED 03
90860
 ARQULE INC                         COM            04269E107      162    52999 SH       DEFINED 03
52999
 ARRIS GROUP INC                    COM            04269Q100       51    14300 SH       DEFINED 03
14300
 ARROW ELECTRS INC                  COM            042735100     1027    80274 SH       DEFINED 03
80274
 ARROW INTL INC                     COM            042764100      236     5800 SH       DEFINED 03              5800

 ARTESYN TECHNOLOGIES INC           COM            043127109      439   114402 SH       DEFINED 03
114402
 ARTHROCARE CORP                    COM            043136100      656    66601 SH       DEFINED 03
66601
 ARVINMERITOR INC                   COM            043353101     3887   233146 SH       DEFINED 03
233146
 ASCENTIAL SOFTWARE CORP            COM            04362P108      736   306847 SH       DEFINED 03
306847
 ASHLAND INC                        COM            044204105    11353   397944 SH       DEFINED 03
397944
 ASHLAND INC                        COM            044204105      313    10974 SH       DEFINED 09
10974
 ASHWORTH INC                       COM            04516H101      202    31491 SH       DEFINED 03
31491
 ASPECT COMMUNICATIONS CORP         COM            04523Q102       34    11800 SH       DEFINED 03             11800

 ASSOCIATED BANC CORP               COM            045487105     4169   122849 SH       DEFINED 03
122849
 ASSOCIATED ESTATES RLTY CORP       COM            045604105       86    12700 SH       DEFINED 03
12700
 ASTEC INDS INC                     COM            046224101      490    49354 SH       DEFINED 03
49354
 ASTORIA FINL CORP                  COM            046265104    13192   485911 SH       DEFINED 03
485911
 ASTROPOWER INC                     COM            04644A101      476    59532 SH       DEFINED 03
59532
 ASYST TECHNOLOGY CORP              COM            04648X107      118    16000 SH       DEFINED 03
16000
 ATLANTIC COAST AIRLINES HLDG       COM            048396105     1855   154209 SH       DEFINED 03
154209
 ATLAS AIR WORLDWIDE HLDGS IN       COM            049164106       25    16748 SH       DEFINED 03             16748

 ATMEL CORP                         COM            049513104      851   381723 SH       DEFINED 03
381723
 ATMEL CORP                         COM            049513104       14     6406 SH       DEFINED 09
6406
 ATMOS ENERGY CORP                  COM            049560105     2757   118245 SH       DEFINED 03
118245
 ATWOOD OCEANICS INC                COM            050095108     1516    50355 SH       DEFINED 03
50355
 AUDIOVOX CORP                      CL A           050757103      696    67275 SH       DEFINED 03
67275
 AUSPEX SYS INC                     COM            052116100        4    10500 SH       DEFINED 03
10500
 AUTODESK INC                       COM            052769106     2495   174446 SH       DEFINED 03
174446
 AUTOMATIC DATA PROCESSING IN       COM            053015103    41319  1052718 SH       DEFINED 03           1052718

 AUTOMATIC DATA PROCESSING IN       COM            053015103     2507    63870 SH       DEFINED 09
63870
 AUTONATION INC                     COM            05329W102     1295   103100 SH       DEFINED 03
103100
 AUTOZONE INC                       COM            053332102    22465   317976 SH       DEFINED 03
317976
 AVALONBAY CMNTYS INC               COM            053484101      304     7769 SH       DEFINED 03
7769
 AVAYA INC                          COM            053499109     1254   511634 SH       DEFINED 03
511634
 AVERY DENNISON CORP                COM            053611109    10069   164848 SH       DEFINED 03
164848
 AVIALL INC NEW                     COM            05366B102       84    10425 SH       DEFINED 03
10425
 AVID TECHNOLOGY INC                COM            05367P100     1909    83175 SH       DEFINED 03             83175

 AVISTA CORP                        COM            05379B107     1775   153572 SH       DEFINED 03
153572
 AVNET INC                          COM            053807103     1104   101985 SH       DEFINED 03
101985
 AVOCENT CORP                       COM            053893103     3281   147640 SH       DEFINED 03
147640
 AVON PRODS INC                     COM            054303102    29430   546319 SH       DEFINED 03
546319
 AWARE INC MASS                     COM            05453N100      123    56325 SH       DEFINED 03
56325
 AXCELIS TECHNOLOGIES INC           COM            054540109     1507   268660 SH       DEFINED 03
268660
 AZTAR CORP                         COM            054802103     2269   158874 SH       DEFINED 03
158874
 BB&T CORP                          COM            054937107    26480   715880 SH       DEFINED 03            715880

 BEI TECHNOLOGIES INC               COM            05538P104      504    45042 SH       DEFINED 03
45042
 BISYS GROUP INC                    COM            055472104     1210    76078 SH       DEFINED 03
76078
 BJ SVCS CO                         COM            055482103    10729   332065 SH       DEFINED 03
332065
 BJS WHOLESALE CLUB INC             COM            05548J106     2581   141034 SH       DEFINED 03
141034
 BP PRUDHOE BAY RTY TR              UNIT BEN INT   055630107      183    12400 SH       DEFINED 03
12400
 BMC SOFTWARE INC                   COM            055921100     6357   371553 SH       DEFINED 03
371553
 BAKER HUGHES INC                   COM            057224107    18224   566133 SH       DEFINED 03
566133
 BALDOR ELEC CO                     COM            057741100     1837    92989 SH       DEFINED 03             92989

 BALL CORP                          COM            058498106    15609   304931 SH       DEFINED 03
304931
 BALLY TOTAL FITNESS HLDG COR       COM            05873K108      601    84832 SH       DEFINED 03
84832
 BANDAG INC                         COM            059815100      788    20378 SH       DEFINED 03
20378
 BANK OF AMERICA CORPORATION        COM            060505104   269430  3872797 SH       DEFINED 03
3872797
 BANK HAWAII CORP                   COM            062540109     1818    59807 SH       DEFINED 03
59807
 BANK NEW YORK INC                  COM            064057102    26223  1094453 SH       DEFINED 03
1094453
 BANK NOVA SCOTIA HALIFAX           COM            064149107      309     9230 SH       DEFINED 03
9230
 BANK NOVA SCOTIA HALIFAX           COM            064149107     2580    77000 SH       DEFINED 10             77000

 BANK ONE CORP                      COM            06423A103    94952  2597873 SH       DEFINED 03
2597873
 BANKATLANTIC BANCORP               CL A           065908501      298    31500 SH       DEFINED 03
31500
 BANKNORTH GROUP INC NEW            COM            06646R107     9673   428020 SH       DEFINED 03
428020
 BANKUNITED FINL CORP               CL A           06652B103      218    13500 SH       DEFINED 03
13500
 BANTA CORP                         COM            066821109     1977    63227 SH       DEFINED 03
63227
 BARD C R INC                       COM            067383109    26288   453248 SH       DEFINED 03
453248
 BARNES & NOBLE INC                 COM            067774109      979    54183 SH       DEFINED 03
54183
 BARNES GROUP INC                   COM            067806109     1144    56240 SH       DEFINED 03             56240

 BARR LABS INC                      COM            068306109     1774    27254 SH       DEFINED 03
27254
 BARRA INC                          COM            068313105     2231    73547 SH       DEFINED 03
73547
 BASSETT FURNITURE INDS INC         COM            070203104      501    34977 SH       DEFINED 03
34977
 BAUSCH & LOMB INC                  COM            071707103     2995    83188 SH       DEFINED 03
83188
 BAXTER INTL INC                    COM            071813109    27297   974887 SH       DEFINED 03
974887
 BAY VIEW CAP CORP DEL              COM            07262L101      221    38400 SH       DEFINED 03
38400
 BE AEROSPACE INC                   COM            073302101      353    96845 SH       DEFINED 03
96845
 BEA SYS INC                        COM            073325102      518    45200 SH       DEFINED 03             45200

 BEAR STEARNS COS INC               COM            073902108    18064   304107 SH       DEFINED 03
304107
 BEARINGPOINT INC                   COM            074002106      244    35384 SH       DEFINED 03
35384
 BEAZER HOMES USA INC               COM            07556Q105      297     4900 SH       DEFINED 03
4900
 BECKMAN COULTER INC                COM            075811109     2356    79806 SH       DEFINED 03
79806
 BECTON DICKINSON & CO              COM            075887109    28935   942824 SH       DEFINED 03
942824
 BECTON DICKINSON & CO              COM            075887109     1584    51629 SH       DEFINED 09
51629
 BED BATH & BEYOND INC              COM            075896100    18986   549828 SH       DEFINED 03
549828
 BEDFORD PPTY INVS INC              COM PAR $0.02  076446301      259    10100 SH       DEFINED 03             10100

 BEL FUSE INC                       CL B           077347300      554    27605 SH       DEFINED 03
27605
 BELDEN INC                         COM            077459105     1107    72711 SH       DEFINED 03
72711
 BELL MICROPRODUCTS INC             COM            078137106      268    48305 SH       DEFINED 03
48305
 BELLSOUTH CORP                     COM            079860102   116017  4484623 SH       DEFINED 03
4484623
 BELO CORP                          COM SER A      080555105     4080   191391 SH       DEFINED 03
191391
 BEMIS INC                          COM            081437105     4163    83873 SH       DEFINED 03
83873
 BEMIS INC                          COM            081437105     1588    31993 SH       DEFINED 09
31993
 BENCHMARK ELECTRS INC              COM            08160H101     2581    90061 SH       DEFINED 03             90061

 BERKSHIRE HATHAWAY INC DEL         CL A           084670108     9458      130 SH       DEFINED 03
130
 BERKSHIRE HATHAWAY INC DEL         CL B           084670207      393      162 SH       DEFINED 09
162
 BEST BUY INC                       COM            086516101    11251   465892 SH       DEFINED 03
465892
 BEST BUY INC                       COM            086516101       12      487 SH       DEFINED 09
487
 BEVERLY ENTERPRISES INC            COM NEW        087851309      123    43100 SH       DEFINED 03
43100
 BIG LOTS INC                       COM            089302103     4277   323276 SH       DEFINED 03
323276
 BIO RAD LABS INC                   CL A           090572207      313     8100 SH       DEFINED 03
8100
 BIO TECHNOLOGY GEN CORP            COM            090578105      532   166078 SH       DEFINED 03            166078

 BIOGEN INC                         COM            090597105     8767   218855 SH       DEFINED 03
218855
 BIOMET INC                         COM            090613100    11371   396758 SH       DEFINED 03
396758
 BIOMARIN PHARMACEUTICAL INC        COM            09061G101       94    13400 SH       DEFINED 03
13400
 BIOSITE INC                        COM            090945106     2494    73300 SH       DEFINED 03
73300
 BLACK & DECKER CORP                COM            091797100    13020   303571 SH       DEFINED 03
303571
 BLACK BOX CORP DEL                 COM            091826107     2480    55359 SH       DEFINED 03
55359
 BLACK HILLS CORP                   COM            092113109      932    35137 SH       DEFINED 03
35137
 BLOCK H & R INC                    COM            093671105    33876   842681 SH       DEFINED 03            842681

 BLOCK H & R INC                    COM            093671105     2733    67974 SH       DEFINED 09
67974
 BLYTH INC                          COM            09643P108     1733    64760 SH       DEFINED 03
64760
 BOB EVANS FARMS INC                COM            096761101     2197    94090 SH       DEFINED 03
94090
 BOCA RESORTS INC                   CL A           09688T106      166    15500 SH       DEFINED 03
15500
 BOEING CO                          COM            097023105    75065  2275372 SH       DEFINED 03
2275372
 BOISE CASCADE CORP                 COM            097383103     2879   114162 SH       DEFINED 03
114162
 BORDERS GROUP INC                  COM            099709107     1401    86990 SH       DEFINED 03
86990
 BORG WARNER INC                    COM            099724106     6760   134082 SH       DEFINED 03            134082

 BORLAND SOFTWARE CORP              COM            099849101      266    21600 SH       DEFINED 03
21600
 BOSTON COMMUNICATIONS GROUP        COM            100582105      761    59912 SH       DEFINED 03
59912
 BOSTON PRIVATE FINL HLDGS IN       COM            101119105     1218    61354 SH       DEFINED 03
61354
 BOSTON PROPERTIES INC              COM            101121101   125366  3401143 SH       DEFINED 03
3401143
 BOSTON SCIENTIFIC CORP             COM            101137107    31651   744369 SH       DEFINED 03
744369
 BOSTON SCIENTIFIC CORP             COM            101137107       48     1140 SH       DEFINED 09
1140
 BOWATER INC                        COM            102183100     2039    48600 SH       DEFINED 03
48600
 BOWNE & CO INC                     COM            103043105     1224   102417 SH       DEFINED 03            102417

 BOYD GAMING CORP                   COM            103304101      270    19200 SH       DEFINED 03
19200
 BOYDS COLLECTION LTD               COM            103354106       72    10800 SH       DEFINED 03
10800
 BOYKIN LODGING CO                  COM            103430104      149    16000 SH       DEFINED 03
16000
 BRADY CORP                         CL A           104674106     2318    69518 SH       DEFINED 03
69518
 BRANDYWINE RLTY TR                 SH BEN INT NEW 105368203      251    11500 SH       DEFINED 03
11500
 BRIGGS & STRATTON CORP             COM            109043109     2795    65808 SH       DEFINED 03
65808
 BRINKER INTL INC                   COM            109641100     4057   125797 SH       DEFINED 03
125797
 BRISTOL MYERS SQUIBB CO            COM            110122108    91733  3962548 SH       DEFINED 03           3962548

 BRISTOL MYERS SQUIBB CO            COM            110122108      707    30535 SH       DEFINED 09
30535
 BROADCOM CORP                      CL A           111320107     6056   402096 SH       DEFINED 03
402096
 BROADCOM CORP                      CL A           111320107       43     2885 SH       DEFINED 09
2885
 BROADWING INC                      COM            111620100      897   254806 SH       DEFINED 03
254806
 BROCADE COMMUNICATIONS SYS I       COM            111621108      239    57700 SH       DEFINED 03
57700
 BROOKLINE BANCORP INC DEL          COM            11373M107      317    26673 SH       DEFINED 03
26673
 BROOK-PRI AUTOMATION INC           COM            11442E102     1047    91337 SH       DEFINED 03
91337
 BROOKTROUT INC                     COM            114580103      154    29020 SH       DEFINED 03             29020

 BROWN & BROWN INC                  COM            115236101     1865    57700 SH       DEFINED 03
57700
 BROWN FORMAN CORP                  CL B           115637209     6597   100940 SH       DEFINED 03
100940
 BROWN TOM INC                      COM NEW        115660201     2588   103116 SH       DEFINED 03
103116
 BROWN SHOE INC NEW                 COM            115736100     1532    64271 SH       DEFINED 03
64271
 BRUKER DALTONICS INC               COM            116795105       72    14800 SH       DEFINED 03
14800
 BRUNSWICK CORP                     COM            117043109     8740   440095 SH       DEFINED 03
440095
 BRUSH ENGINEERED MATLS INC         COM            117421107      250    45405 SH       DEFINED 03
45405
 BUCKEYE TECHNOLOGIES INC           COM            118255108      621   100938 SH       DEFINED 03            100938

 BUILDING MATLS HLDG CORP           COM            120113105      583    40784 SH       DEFINED 03
40784
 BURLINGTON COAT FACTORY            COM            121579106     2106   117316 SH       DEFINED 03
117316
 BURLINGTON NORTHN SANTA FE C       COM            12189T104    29882  1148849 SH       DEFINED 03
1148849
 BURLINGTON RES INC                 COM            122014103    22052   517053 SH       DEFINED 03
517053
 BUTLER MFG CO DEL                  COM            123655102      431    22270 SH       DEFINED 03
22270
 C&D TECHNOLOGIES INC               COM            124661109     1389    78582 SH       DEFINED 03
78582
 CBL & ASSOC PPTYS INC              COM            124830100      376     9400 SH       DEFINED 03
9400
 CBRL GROUP INC                     COM            12489V106     4818   159906 SH       DEFINED 03            159906

 CCBT FINL COS INC                  COM            12500Q102      234     9100 SH       DEFINED 03
9100
 C COR NET CORP                     COM            125010108      316    95096 SH       DEFINED 03
95096
 C D I CORP                         COM            125071100     1503    55697 SH       DEFINED 03
55697
 CDW COMPUTER CTRS INC              COM            125129106     2391    54518 SH       DEFINED 03
54518
 CEC ENTMT INC                      COM            125137109     2400    78185 SH       DEFINED 03
78185
 CH ENERGY GROUP INC                COM            12541M102     2061    44198 SH       DEFINED 03
44198
 C H ROBINSON WORLDWIDE INC         COM            12541W100     3032    97179 SH       DEFINED 03
97179
 CIGNA CORP                         COM            125509109    27514   669108 SH       DEFINED 03            669108

 CIT GROUP INC                      COM            125581108      431    22000 SH       DEFINED 03
22000
 CKE RESTAURANTS INC                COM            12561E105       67    15598 SH       DEFINED 03
15598
 CLECO CORP NEW                     COM            12561W105     2778   198407 SH       DEFINED 03
198407
 CMGI INC                           COM            125750109       72    73086 SH       DEFINED 03
73086
 CMS ENERGY CORP                    COM            125896100     6030   638788 SH       DEFINED 03
638788
 CPI CORP                           COM            125902106      363    25049 SH       DEFINED 03
25049
 CNA FINL CORP                      COM            126117100      625    24400 SH       DEFINED 03
24400
 CNA SURETY CORP                    COM            12612L108       97    12400 SH       DEFINED 03             12400

 CNF INC                            COM            12612W104     2355    70843 SH       DEFINED 03
70843
 CNS INC                            COM            126136100      129    19000 SH       DEFINED 03
19000
 CNET NETWORKS INC                  COM            12613R104       84    31038 SH       DEFINED 03
31038
 CSG SYS INTL INC                   COM            126349109      541    39670 SH       DEFINED 03
39670
 CSX CORP                           COM            126408103    10426   368282 SH       DEFINED 03
368282
 CTS CORP                           COM            126501105      686    88482 SH       DEFINED 03
88482
 CUNO INC                           COM            126583103     1643    49598 SH       DEFINED 03
49598
 CVB FINL CORP                      COM            126600105      272    10712 SH       DEFINED 03             10712

 CVF TECHNOLOGIES CORP              COM            12660F102      104   647128 SH       DEFINED 03
647128
 CVS CORP                           COM            126650100    14504   580869 SH       DEFINED 03
580869
 CABLEVISION SYS CORP               CL A NY CABLVS 12686C109      387    23100 SH       DEFINED 03
23100
 CABLEVISION SYS CORP               CL A NY CABLVS 12686C109       11      651 SH       DEFINED 09
651
 CABLE DESIGN TECHNOLOGIES CO       COM            126924109      766   129882 SH       DEFINED 03
129882
 CABOT CORP                         COM            127055101     1803    67949 SH       DEFINED 03
67949
 CABOT OIL & GAS CORP               COM            127097103     2140    86377 SH       DEFINED 03
86377
 CABOT MICROELECTRONICS CORP        COM            12709P103     2807    59480 SH       DEFINED 03             59480

 CACI INTL INC                      CL A           127190304     2985    83748 SH       DEFINED 03
83748
 CADENCE DESIGN SYSTEM INC          COM            127387108     2862   242778 SH       DEFINED 03
242778
 CAL DIVE INTL INC                  COM            127914109     2411   102596 SH       DEFINED 03
102596
 CALIFORNIA PIZZA KITCHEN INC       COM            13054D109      323    12800 SH       DEFINED 03
12800
 CALLAWAY GOLF CO                   COM            131193104      853    64375 SH       DEFINED 03
64375
 CALPINE CORP                       COM            131347106     1778   545480 SH       DEFINED 03
545480
 CAMBREX CORP                       COM            132011107     2907    96212 SH       DEFINED 03
96212
 CAMPBELL SOUP CO                   COM            134429109    16291   694129 SH       DEFINED 03            694129

 CAMPBELL SOUP CO                   COM            134429109       50     2119 SH       DEFINED 09
2119
 CAPITAL AUTOMOTIVE REIT            COM SH BEN INT 139733109     1799    75900 SH       DEFINED 03
75900
 CAPITAL ONE FINL CORP              COM            14040H105    19280   648705 SH       DEFINED 03
648705
 CAPITOL FED FINL                   COM            14057C106      314    10900 SH       DEFINED 03
10900
 CAPTARIS INC                       COM            14071N104      180    74896 SH       DEFINED 03
74896
 CARBO CERAMICS INC                 COM            140781105     1303    38676 SH       DEFINED 03
38676
 CARAUSTAR INDS INC                 COM            140909102      681    71810 SH       DEFINED 03
71810
 CARDINAL HEALTH INC                COM            14149Y108    71484  1207710 SH       DEFINED 03           1207710

 CAREER EDUCATION CORP              COM            141665109     2228    55700 SH       DEFINED 03
55700
 CAREMARK RX INC                    COM            141705103      398    24488 SH       DEFINED 03
24488
 CARLISLE COS INC                   COM            142339100     1716    41458 SH       DEFINED 03
41458
 CARMAX INC                         COM            143130102     4424   247412 SH       DEFINED 03
247412
 CARNIVAL CORP                      COM            143658102    32370  1297395 SH       DEFINED 03
1297395
 CARNIVAL CORP                      COM            143658102       44     1760 SH       DEFINED 09
1760
 CARPENTER TECHNOLOGY CORP          COM            144285103      311    24957 SH       DEFINED 03
24957
 CARRAMERICA RLTY CORP              COM            144418100      323    12900 SH       DEFINED 03             12900

 CARREKER CORP                      COM            144433109      295    65041 SH       DEFINED 03
65041
 CASCADE NAT GAS CORP               COM            147339105      563    28134 SH       DEFINED 03
28134
 CASEYS GEN STORES INC              COM            147528103     1722   141015 SH       DEFINED 03
141015
 CASH AMER INTL INC                 COM            14754D100      733    77034 SH       DEFINED 03
77034
 CASTLE A M & CO                    COM            148411101      165    36172 SH       DEFINED 03
36172
 CATALINA MARKETING CORP            COM            148867104     2488   134487 SH       DEFINED 03
134487
 CATAPULT COMMUNICATIONS CORP       COM            149016107      452    37834 SH       DEFINED 03
37834
 CATELLUS DEV CORP                  COM            149111106      211    10650 SH       DEFINED 03             10650

 CATERPILLAR INC DEL                COM            149123101    32062   701270 SH       DEFINED 03
701270
 CATERPILLAR INC DEL                COM            149123101    20184   441475 SH       DEFINED 09
441475
 CATHAY BANCORP INC                 COM            149150104      296     7800 SH       DEFINED 03
7800
 CATO CORP NEW                      CL A           149205106     1716    79468 SH       DEFINED 03
79468
 CELL GENESYS INC                   COM            150921104      123    11000 SH       DEFINED 03
11000
 CELL THERAPEUTICS INC              COM            150934107       76    10500 SH       DEFINED 03
10500
 CELESTICA INC                      SUB VTG SHS    15101Q108    14100  1000000 SH       DEFINED 10
1000000
 CENDANT CORP                       COM            151313103    41591  3968620 SH       DEFINED 03           3968620

 CENTENNIAL COMMUNCTNS CORP N       CL A NEW       15133V208       30    11500 SH       DEFINED 03
11500
 CENTERPOINT ENERGY INC             COM            15189T107     7097   834981 SH       DEFINED 03
834981
 CENTEX CORP                        COM            152312104    12348   245970 SH       DEFINED 03
245970
 CENTRAL PKG CORP                   COM            154785109     1934   102550 SH       DEFINED 03
102550
 CENTRAL VT PUB SVC CORP            COM            155771108      677    37062 SH       DEFINED 03
37062
 CENTURY ALUM CO                    COM            156431108      379    51176 SH       DEFINED 03
51176
 CENTURY BUSINESS SVCS INC          COM            156490104       67    25100 SH       DEFINED 03
25100
 CENTURYTEL INC                     COM            156700106    18219   620117 SH       DEFINED 03            620117

 CEPHALON INC                       COM            156708109     7730   158836 SH       DEFINED 03
158836
 CERIDIAN CORP NEW                  COM            156779100     1948   135102 SH       DEFINED 03
135102
 CERNER CORP                        COM            156782104     3438   109988 SH       DEFINED 03
109988
 CERTEGY INC                        COM            156880106     1413    57560 SH       DEFINED 03
57560
 CHAMPION ENTERPRISES INC           COM            158496109      413   144880 SH       DEFINED 03
144880
 CHARLES RIV LABS INTL INC          COM            159864107     3803    98825 SH       DEFINED 03
98825
 CHARTER ONE FINL INC               COM            160903100    14100   490762 SH       DEFINED 03
490762
 CHARTER MUN MTG ACCEP CO           SH BEN INT     160908109      261    15000 SH       DEFINED 03             15000

 CHARMING SHOPPES INC               COM            161133103      186    44400 SH       DEFINED 03
44400
 CHARTER COMMUNICATIONS INC D       CL A           16117M107       34    28400 SH       DEFINED 03
28400
 CHATEAU CMNTYS INC                 COM            161726104      201     8755 SH       DEFINED 03
8755
 CHECKFREE CORP NEW                 COM            162813109     5699   356188 SH       DEFINED 03
356188
 CHECKPOINT SYS INC                 COM            162825103      998    96531 SH       DEFINED 03
96531
 CHEESECAKE FACTORY INC             COM            163072101     1139    31500 SH       DEFINED 03
31500
 CHELSEA PPTY GROUP INC             COM            163421100      410    12300 SH       DEFINED 03
12300
 CHEMED CORP                        COM            163596109      979    27691 SH       DEFINED 03             27691

 CHEMICAL FINL CORP                 COM            163731102      258     8024 SH       DEFINED 03
8024
 CHESAPEAKE CORP                    COM            165159104      837    46876 SH       DEFINED 03
46876
 CHESAPEAKE ENERGY CORP             COM            165167107      461    59600 SH       DEFINED 03
59600
 CHEVRONTEXACO CORP                 COM            166764100   175630  2641850 SH       DEFINED 03
2641850
 CHICOS FAS INC                     COM            168615102     4671   247000 SH       DEFINED 03
247000
 CHILDRENS PL RETAIL STORES I       COM            168905107      754    70900 SH       DEFINED 03
70900
 CHIPPAC INC                        CL A           169657103       67    18800 SH       DEFINED 03
18800
 CHOICE HOTELS INTL INC             COM            169905106      382    16850 SH       DEFINED 03             16850

 CHIQUITA BRANDS INTL INC           COM            170032809      329    24846 SH       DEFINED 03
24846
 CHIRON CORP                        COM            170040109    23250   618361 SH       DEFINED 03
618361
 CHITTENDEN CORP                    COM            170228100     2222    87213 SH       DEFINED 03
87213
 CHOICEPOINT INC                    COM            170388102     3193    80852 SH       DEFINED 03
80852
 CHRISTOPHER & BANKS CORP           COM            171046105     1708    82311 SH       DEFINED 03
82311
 CHUBB CORP                         COM            171232101    21618   414146 SH       DEFINED 03
414146
 CHURCH & DWIGHT INC                COM            171340102     1017    33416 SH       DEFINED 03
33416
 CIBER INC                          COM            17163B102      874   169744 SH       DEFINED 03            169744

 CIENA CORP                         COM            171779101     2954   574684 SH       DEFINED 03
574684
 CIMAREX ENERGY CO                  COM            171798101     1946   108712 SH       DEFINED 03
108712
 CINCINNATI FINL CORP               COM            172062101     9148   243610 SH       DEFINED 03
243610
 CINERGY CORP                       COM            172474108    18357   544406 SH       DEFINED 03
544406
 CIRCUIT CITY STORE INC             COM            172737108     2767   372977 SH       DEFINED 03
372977
 CIRRUS LOGIC INC                   COM            172755100      238    82557 SH       DEFINED 03
82557
 CISCO SYS INC                      COM            17275R102   222555 16988932 SH       DEFINED 03
16988932
 CISCO SYS INC                      COM            17275R102     5603   427675 SH       DEFINED 09            427675

 CINTAS CORP                        COM            172908105    11480   250930 SH       DEFINED 03
250930
 CITIGROUP INC                      COM            172967101   426144 12109818 SH       DEFINED 03
12109818
 CITIGROUP INC                      COM            172967101       17      488 SH       DEFINED 09
488
 CITIZENS COMMUNICATIONS CO         COM            17453B101     4625   438428 SH       DEFINED 03
438428
 CITRIX SYS INC                     COM            177376100     8861   719250 SH       DEFINED 03
719250
 CITY HLDG CO                       COM            177835105      230     8155 SH       DEFINED 03
8155
 CITY NATL CORP                     COM            178566105     2265    51479 SH       DEFINED 03
51479
 CLAIRES STORES INC                 COM            179584107     1362    61692 SH       DEFINED 03             61692

 CLARCOR INC                        COM            179895107     2361    73161 SH       DEFINED 03
73161
 CLAYTON HOMES INC                  COM            184190106     1486   122039 SH       DEFINED 03
122039
 CLEAR CHANNEL COMMUNICATIONS       COM            184502102    58034  1556276 SH       DEFINED 03
1556276
 CLEAR CHANNEL COMMUNICATIONS       COM            184502102       19      521 SH       DEFINED 09
521
 CLEVELAND CLIFFS INC               COM            185896107      747    37634 SH       DEFINED 03
37634
 CLOROX CO DEL                      COM            189054109    31427   761861 SH       DEFINED 03
761861
 COACH INC                          COM            189754104     4557   138423 SH       DEFINED 03
138423
 COACHMEN INDS INC                  COM            189873102      641    40590 SH       DEFINED 03             40590

 COCA COLA BOTTLING CO CONS         COM            191098102     1562    24220 SH       DEFINED 03
24220
 COCA COLA CO                       COM            191216100   197559  4506374 SH       DEFINED 03
4506374
 COCA COLA ENTERPRISES INC          COM            191219104    14636   673851 SH       DEFINED 03
673851
 COGNEX CORP                        COM            192422103     2263   122801 SH       DEFINED 03
122801
 COGNIZANT TECHNOLOGY SOLUTIO       CL A           192446102      209     2900 SH       DEFINED 03
2900
 COHERENT INC                       COM            192479103     1645    82471 SH       DEFINED 03
82471
 COHU INC                           COM            192576106      965    65676 SH       DEFINED 03
65676
 COINSTAR INC                       COM            19259P300      242    10700 SH       DEFINED 03             10700

 COLGATE PALMOLIVE CO               COM            194162103    52542  1002143 SH       DEFINED 03
1002143
 COLGATE PALMOLIVE CO               COM            194162103     1284    24490 SH       DEFINED 09
24490
 COLLINS & AIKMAN CORP NEW          COM NEW        194830204       69    15480 SH       DEFINED 03
15480
 COLONIAL BANCGROUP INC             COM            195493309     1858   155781 SH       DEFINED 03
155781
 COLONIAL PPTYS TR                  COM SH BEN INT 195872106     2087    61483 SH       DEFINED 03
61483
 COMFORT SYS USA INC                COM            199908104       48    14200 SH       DEFINED 03
14200
 COMCAST CORP NEW                   CL A           20030N101    88431  3751831 SH       DEFINED 03
3751831
 COMCAST CORP NEW                   CL A           20030N101       36     1522 SH       DEFINED 09              1522

 COMCAST CORP NEW                   CL A SPL       20030N200     2967   131334 SH       DEFINED 03
131334
 COMCAST CORP NEW                   CL A SPL       20030N200     5354   237027 SH       DEFINED 09
237027
 COMERICA INC                       COM            200340107    28144   650889 SH       DEFINED 03
650889
 COMMERCE BANCORP INC NJ            COM            200519106     3873    89684 SH       DEFINED 03
89684
 COMMERCE BANCSHARES INC            COM            200525103      280     7132 SH       DEFINED 03
7132
 COMMERCE GROUP INC MASS            COM            200641108      326     8700 SH       DEFINED 03
8700
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167680
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15800
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38205
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13733
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66207
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10700
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119245
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12650
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17100
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871585
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13100
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263427
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51583
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609542
 COMVERSE TECHNOLOGY INC            COM PAR $0.10  205862402     2825   281932 SH       DEFINED 03
281932
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28534
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69753
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47155
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751859
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18800
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15600
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26300
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2006312
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10000
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544052
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39341
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111200
 CONSTELLATION ENERGY GROUP I       COM            210371100     6636   238546 SH       DEFINED 03
238546
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257457
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 COOPER COS INC                     COM NEW        216648402     2100    83938 SH       DEFINED 03
83938
 COOPER TIRE & RUBR CO              COM            216831107     7790   507814 SH       DEFINED 03
507814
 COORS ADOLPH CO                    CL B           217016104     4615    75351 SH       DEFINED 03
75351
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77950
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135110
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19906
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114310
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 CORNING INC                        COM            219350105     5086  1536444 SH       DEFINED 03
1536444
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10800
 CORRECTIONS CORP AMER NEW          COM NEW        22025Y407      355    20720 SH       DEFINED 03
20720
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4900
 CORVIS CORP                        COM            221009103       23    32900 SH       DEFINED 03
32900
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60890
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717693
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775488
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51864
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156113
 COX COMMUNICATIONS INC NEW         CL A           224044107     1860    65497 SH       DEFINED 03
65497
 COX COMMUNICATIONS INC NEW         CL A           224044107      137     4825 SH       DEFINED 09
4825
 CRANE CO                           COM            224399105     8709   437004 SH       DEFINED 03
437004
 CRAWFORD & CO                      CL B           224633107       61    12200 SH       DEFINED 03
12200
 CREDENCE SYS CORP                  COM            225302108      684    73300 SH       DEFINED 03             73300

 CREDIT ACCEP CORP MICH             COM            225310101      117    18400 SH       DEFINED 03
18400
 CREE INC                           COM            225447101     3889   237883 SH       DEFINED 03
237883
 CRESCENT REAL ESTATE EQUITIE       COM            225756105      228    13700 SH       DEFINED 03
13700
 CROMPTON CORP                      COM            227116100     1048   176215 SH       DEFINED 03
176215
 CROSS A T CO                       CL A           227478104      285    53312 SH       DEFINED 03
53312
 CROSS CTRY INC                     COM            22748P105      197    14100 SH       DEFINED 03
14100
 CROWN ANDERSEN INC                 COM            228190104       31    12609 SH       DEFINED 03
12609
 CROWN CASTLE INTL CORP             COM            228227104      283    75500 SH       DEFINED 03             75500

 CROWN CORK & SEAL INC              COM            228255105      403    50675 SH       DEFINED 03
50675
 CROWN MEDIA HLDGS INC              CL A           228411104       23    10100 SH       DEFINED 03
10100
 CRYOLIFE INC                       COM            228903100      337    49397 SH       DEFINED 03
49397
 CULLEN FROST BANKERS INC           COM            229899109     4550   139146 SH       DEFINED 03
139146
 CUMMINS INC                        COM            231021106     5404   192117 SH       DEFINED 03
192117
 CUMULUS MEDIA INC                  CL A           231082108      184    12400 SH       DEFINED 03
12400
 CURATIVE HEALTH SVCS INC           COM            231264102      522    30234 SH       DEFINED 03
30234
 CURAGEN CORP                       COM            23126R101       87    18800 SH       DEFINED 03             18800

 CURTISS WRIGHT CORP                COM            231561101     1937    30350 SH       DEFINED 03
30350
 CYBERONICS INC                     COM            23251P102      556    30200 SH       DEFINED 03
30200
 CYBEX INTL INC                     COM            23252E106       20    14500 SH       DEFINED 03
14500
 CYMER INC                          COM            232572107     2830    87760 SH       DEFINED 03
87760
 CYPRESS SEMICONDUCTOR CORP         COM            232806109     1027   179502 SH       DEFINED 03
179502
 CYTEC INDS INC                     COM            232820100     3427   125625 SH       DEFINED 03
125625
 CYTYC CORP                         COM            232946103     1853   181671 SH       DEFINED 03
181671
 DPL INC                            COM            233293109     2025   132028 SH       DEFINED 03            132028

 DQE INC                            COM            23329J104     1201    78821 SH       DEFINED 03
78821
 DRS TECHNOLOGIES INC               COM            23330X100     1466    46798 SH       DEFINED 03
46798
 D R HORTON INC                     COM            23331A109     6571   378759 SH       DEFINED 03
378759
 DST SYS INC DEL                    COM            233326107     4233   119079 SH       DEFINED 03
119079
 DSP GROUP INC                      COM            23332B106     2255   142550 SH       DEFINED 03
142550
 DTE ENERGY CO                      COM            233331107    21569   464843 SH       DEFINED 03
464843
 DAISYTEK INTL CORP                 COM            234053106       98    12300 SH       DEFINED 03
12300
 DANA CORP                          COM            235811106     5785   491924 SH       DEFINED 03            491924

 DANAHER CORP DEL                   COM            235851102    14627   222640 SH       DEFINED 03
222640
 DANAHER CORP DEL                   COM            235851102       45      684 SH       DEFINED 09
684
 DARDEN RESTAURANTS INC             COM            237194105     5717   279583 SH       DEFINED 03
279583
 DATASCOPE CORP                     COM            238113104     1167    47069 SH       DEFINED 03
47069
 DAVITA INC                         COM            23918K108      365    14807 SH       DEFINED 03
14807
 DEAN FOODS CO NEW                  COM            242370104     7784   209819 SH       DEFINED 03
209819
 DEERE & CO                         COM            244199105    16875   368057 SH       DEFINED 03
368057
 DEL MONTE FOODS CO                 COM            24522P103     1133   147084 SH       DEFINED 03            147084

 DELL COMPUTER CORP                 COM            247025109   165284  6181154 SH       DEFINED 03
6181154
 DELL COMPUTER CORP                 COM            247025109     7266   271739 SH       DEFINED 09
271739
 DELPHI CORP                        COM            247126105    10364  1287461 SH       DEFINED 03
1287461
 DELPHI FINL GROUP INC              CL A           247131105     2237    58920 SH       DEFINED 03
58920
 DELTA & PINE LD CO                 COM            247357106     2092   102494 SH       DEFINED 03
102494
 DELTA AIR LINES INC DEL            COM            247361108     6254   516840 SH       DEFINED 03
516840
 DELTIC TIMBER CORP                 COM            247850100      844    31620 SH       DEFINED 03
31620
 DENBURY RES INC                    COM NEW        247916208      163    14400 SH       DEFINED 03             14400

 DELUXE CORP                        COM            248019101    19146   454769 SH       DEFINED 03
454769
 DENDRITE INTL INC                  COM            248239105      794   106257 SH       DEFINED 03
106257
 DENTSPLY INTL INC NEW              COM            249030107     3920   105375 SH       DEFINED 03
105375
 DEPARTMENT 56 INC                  COM            249509100      587    45534 SH       DEFINED 03
45534
 DEVON ENERGY CORP NEW              COM            25179M103    18066   393586 SH       DEFINED 03
393586
 DEVRY INC DEL                      COM            251893103     1149    69177 SH       DEFINED 03
69177
 DIAGNOSTIC PRODS CORP              COM            252450101     3017    78125 SH       DEFINED 03
78125
 DIAL CORP NEW                      COM            25247D101     7469   366686 SH       DEFINED 03            366686

 DIAMOND OFFSHORE DRILLING IN       COM            25271C102      291    13300 SH       DEFINED 03
13300
 DIANON SYS INC                     COM            252826102     1584    33191 SH       DEFINED 03
33191
 DIEBOLD INC                        COM            253651103     4410   106994 SH       DEFINED 03
106994
 DIGI INTL INC                      COM            253798102      156    53726 SH       DEFINED 03
53726
 DIGITAS INC                        COM            25388K104       47    13500 SH       DEFINED 03
13500
 DIME CMNTY BANCSHARES              COM            253922108     1924   100468 SH       DEFINED 03
100468
 DILLARDS INC                       CL A           254067101     3908   246411 SH       DEFINED 03
246411
 DIME BANCORP INC NEW               *W EXP 99/99/9 25429Q110       19   154600 SH       DEFINED 03            154600

 DIMON INC                          COM            254394109      617   102798 SH       DEFINED 03
102798
 DIONEX CORP                        COM            254546104     1728    58249 SH       DEFINED 03
58249
 DISNEY WALT CO                     COM DISNEY     254687106    62272  3818010 SH       DEFINED 03
3818010
 DISNEY WALT CO                     COM DISNEY     254687106       49     3031 SH       DEFINED 09
3031
 DISTRIBUCION Y SERVICIO D&S        SPONSORED ADR  254753106      104    10400 SH       DEFINED 03
10400
 DIXIE GROUP INC                    CL A           255519100       41    10700 SH       DEFINED 03
10700
 DOCUMENTUM INC                     COM            256159104      204    13000 SH       DEFINED 03
13000
 DOLE FOOD INC                      COM            256605106     8700   267026 SH       DEFINED 03            267026

 DOLLAR GEN CORP                    COM            256669102     5951   497975 SH       DEFINED 03
497975
 DOLLAR TREE STORES INC             COM            256747106     1759    71597 SH       DEFINED 03
71597
 DOMINION RES INC VA NEW            COM            25746U109    40582   739206 SH       DEFINED 03
739206
 DONALDSON INC                      COM            257651109     3219    89406 SH       DEFINED 03
89406
 DONNELLEY R R & SONS CO            COM            257867101    13020   598059 SH       DEFINED 03
598059
 DORAL FINL CORP                    COM            25811P100     1906    66650 SH       DEFINED 03
66650
 DOUBLECLICK INC                    COM            258609304      206    36310 SH       DEFINED 03
36310
 DOVER CORP                         COM            260003108     8761   300433 SH       DEFINED 03            300433

 DOW CHEM CO                        COM            260543103    52240  1758934 SH       DEFINED 03
1758934
 DOW JONES & CO INC                 COM            260561105     5494   127082 SH       DEFINED 03
127082
 DOWNEY FINL CORP                   COM            261018105     3824    98050 SH       DEFINED 03
98050
 DRESS BARN INC                     COM            261570105     1536   115466 SH       DEFINED 03
115466
 DREYERS GRAND ICE CREAM INC        COM            261878102     1567    22080 SH       DEFINED 03
22080
 DRIL-QUIP INC                      COM            262037104      792    46849 SH       DEFINED 03
46849
 DSL NET INC                        COM            262506108        9    17500 SH       DEFINED 03
17500
 DU PONT E I DE NEMOURS & CO        COM            263534109    71303  1681674 SH       DEFINED 03           1681674

 DU PONT E I DE NEMOURS & CO        COM            263534109    21057   496616 SH       DEFINED 09
496616
 DUANE READE INC                    COM            263578106     1104    64948 SH       DEFINED 03
64948
 DUKE ENERGY CORP                   COM            264399106    36301  1857759 SH       DEFINED 03
1857759
 DUKE REALTY CORP                   COM NEW        264411505      367    14416 SH       DEFINED 03
14416
 DUN & BRADSTREET CORP DEL NE       COM            26483E100     5056   146583 SH       DEFINED 03
146583
 DURA AUTOMOTIVE SYSTEMS CORP       CL A           265903104      107    10700 SH       DEFINED 03
10700
 DUPONT PHOTOMASKS INC              COM            26613X101     1486    63926 SH       DEFINED 03
63926
 DURECT CORP                        COM            266605104       30    14700 SH       DEFINED 03             14700

 DYCOM INDS INC                     COM            267475101      743    56087 SH       DEFINED 03
56087
 DYNEGY INC NEW                     CL A           26816Q101      622   527384 SH       DEFINED 03
527384
 EGL INC                            COM            268484102      719    50422 SH       DEFINED 03
50422
 E M C CORP MASS                    COM            268648102    21288  3467056 SH       DEFINED 03
3467056
 ENSCO INTL INC                     COM            26874Q100    10770   365714 SH       DEFINED 03
365714
 EOG RES INC                        COM            26875P101     6913   173164 SH       DEFINED 03
173164
 E PIPHANY INC                      COM            26881V100      120    28750 SH       DEFINED 03
28750
 ESS TECHNOLOGY INC                 COM            269151106      817   129876 SH       DEFINED 03            129876

 E TRADE GROUP INC                  COM            269246104     2242   461221 SH       DEFINED 03
461221
 E Z EM INC                         COM NEW        269305405       89    10200 SH       DEFINED 03
10200
 EARTHLINK INC                      COM            270321102      210    38445 SH       DEFINED 03
38445
 EAST WEST BANCORP INC              COM            27579R104     2613    72425 SH       DEFINED 03
72425
 EASTMAN CHEM CO                    COM            277432100    10298   280077 SH       DEFINED 03
280077
 EASTMAN KODAK CO                   COM            277461109    30763   877946 SH       DEFINED 03
877946
 EASTMAN KODAK CO                   COM            277461109    50980  1454902 SH       DEFINED 09
1454902
 EATON CORP                         COM            278058102    15176   194290 SH       DEFINED 03            194290

 EATON VANCE CORP                   COM NON VTG    278265103     1522    53868 SH       DEFINED 03
53868
 EBAY INC                           COM            278642103    41164   606959 SH       DEFINED 03
606959
 EBAY INC                           COM            278642103       60      880 SH       DEFINED 09
880
 ECHELON CORP                       COM            27874N105      178    15900 SH       DEFINED 03
15900
 ECHOSTAR COMMUNICATIONS NEW        CL A           278762109     3460   155432 SH       DEFINED 03
155432
 ECHOSTAR COMMUNICATIONS NEW        CL A           278762109       70     3162 SH       DEFINED 09
3162
 ECLIPSYS CORP                      COM            278856109       71    13200 SH       DEFINED 03
13200
 ECOLAB INC                         COM            278865100     9622   194392 SH       DEFINED 03            194392

 EDISON INTL                        COM            281020107    16499  1392356 SH       DEFINED 03
1392356
 EDO CORP                           COM            281347104     1035    49800 SH       DEFINED 03
49800
 EDUCATION MGMT CORP                COM            28139T101     4972   132242 SH       DEFINED 03
132242
 J D EDWARDS & CO                   COM            281667105      290    25749 SH       DEFINED 03
25749
 EDWARDS AG INC                     COM            281760108     3620   109820 SH       DEFINED 03
109820
 EDWARDS LIFESCIENCES CORP          COM            28176E108     2660   104438 SH       DEFINED 03
104438
 EFUNDS CORP                        COM            28224R101     1702   186820 SH       DEFINED 03
186820
 EL PASO CORP                       COM            28336L109     7810  1122096 SH       DEFINED 03           1122096

 EL PASO ELEC CO                    COM NEW        283677854     1534   139429 SH       DEFINED 03
139429
 ELECTRO SCIENTIFIC INDS            COM            285229100     1528    76396 SH       DEFINED 03
76396
 ELECTRONIC ARTS INC                COM            285512109    21548   432960 SH       DEFINED 03
432960
 ELECTRONIC DATA SYS NEW            COM            285661104    18240   989700 SH       DEFINED 03
989700
 ELECTRONICS FOR IMAGING INC        COM            286082102      293    18000 SH       DEFINED 03
18000
 ELKCORP                            COM            287456107      859    49681 SH       DEFINED 03
49681
 EMCOR GROUP INC                    COM            29084Q100     2219    41869 SH       DEFINED 03
41869
 EMERSON ELEC CO                    COM            291011104    42798   841653 SH       DEFINED 03            841653

 EMMIS COMMUNICATIONS CORP          CL A           291525103      891    42768 SH       DEFINED 03
42768
 EMPRESA NACIONAL DE ELCTRCID       SPONSORED ADR  29244T101       96    12500 SH       DEFINED 03
12500
 EMULEX CORP                        COM NEW        292475209     1534    82700 SH       DEFINED 03
82700
 ENDO PHARMACEUTICALS HLDGS I       COM            29264F205      153    19900 SH       DEFINED 03
19900
 ENERGEN CORP                       COM            29265N108     3116   107067 SH       DEFINED 03
107067
 ENERGY EAST CORP                   COM            29266M109     3325   150510 SH       DEFINED 03
150510
 ENERGIZER HLDGS INC                COM            29266R108    13289   476297 SH       DEFINED 03
476297
 ENGELHARD CORP                     COM            292845104    15181   679241 SH       DEFINED 03            679241

 ENGINEERED SUPPORT SYS INC         COM            292866100     1779    48525 SH       DEFINED 03
48525
 ENESCO GROUP INC                   COM            292973104      233    32848 SH       DEFINED 03
32848
 ENNIS BUSINESS FORMS INC           COM            293389102      215    18487 SH       DEFINED 03
18487
 ENTEGRIS INC                       COM            29362U104      234    22700 SH       DEFINED 03
22700
 ENTERASYS NETWORKS INC             COM            293637104       56    35700 SH       DEFINED 03
35700
 ENTERCOM COMMUNICATIONS CORP       CL A           293639100     2415    51480 SH       DEFINED 03
51480
 ENTERGY CORP NEW                   COM            29364G103    27333   599535 SH       DEFINED 03
599535
 ENTERPRISE PRODS PARTNERS L        COM            293792107      287    14800 SH       DEFINED 03             14800

 ENTRUST INC                        COM            293848107       69    20600 SH       DEFINED 03
20600
 ENZON PHARMACEUTICALS INC          COM            293904108      216    12900 SH       DEFINED 03
12900
 ENZO BIOCHEM INC                   COM            294100102     1318    94149 SH       DEFINED 03
94149
 EPRESENCE INC                      COM            294348107       25    12935 SH       DEFINED 03
12935
 EQUIFAX INC                        COM            294429105     5001   216133 SH       DEFINED 03
216133
 EQUINIX INC                        COM            29444U106       88    15400 SH       DEFINED 03
15400
 EQUITABLE RES INC                  COM            294549100     3104    88573 SH       DEFINED 03
88573
 EQUITY INNS INC                    COM            294703103      134    22200 SH       DEFINED 03             22200

 EQUITY OFFICE PROPERTIES TRU       COM            294741103    20857   834946 SH       DEFINED 03
834946
 EQUITY RESIDENTIAL                 SH BEN INT     29476L107     9941   404446 SH       DEFINED 03
404446
 ERICSSON L M TEL CO                ADR B SEK 10   294821608     1332   197605 SH       DEFINED 09
197605
 ERIE INDTY CO                      CL A           29530P102      276     7600 SH       DEFINED 03
7600
 ESCO TECHNOLOGIES INC              COM            296315104      255     6900 SH       DEFINED 03
6900
 ESPEED INC                         CL A           296643109      207    12200 SH       DEFINED 03
12200
 ESSEX PPTY TR INC                  COM            297178105     2552    50190 SH       DEFINED 03
50190
 ESTERLINE TECHNOLOGIES CORP        COM            297425100     1293    73181 SH       DEFINED 03             73181

 ETHAN ALLEN INTERIORS INC          COM            297602104     3256    94723 SH       DEFINED 03
94723
 EVERGREEN RES INC                  COM NO PAR     299900308     2664    59390 SH       DEFINED 03
59390
 EXAR CORP                          COM            300645108     1596   128716 SH       DEFINED 03
128716
 EXELON CORP                        COM            30161N101    44519   843649 SH       DEFINED 03
843649
 EXELIXIS INC                       COM            30161Q104      114    14300 SH       DEFINED 03
14300
 EXPEDITORS INTL WASH INC           COM            302130109     3686   112890 SH       DEFINED 03
112890
 EXPRESS SCRIPTS INC                COM            302182100    22036   458691 SH       DEFINED 03
458691
 EXPRESSJET HOLDINGS INC            CL A           30218U108      132    12900 SH       DEFINED 03             12900

 EXTENDED STAY AMER INC             COM            30224P101     1136    77003 SH       DEFINED 03
77003
 EXTREME NETWORKS INC               COM            30226D106      149    45600 SH       DEFINED 03
45600
 EXULT INC DEL                      COM            302284104       68    21500 SH       DEFINED 03
21500
 EXXON MOBIL CORP                   COM            30231G102   463165 13255999 SH       DEFINED 03
13255999
 EXXON MOBIL CORP                   COM            30231G102    21346   610941 SH       DEFINED 09
610941
 FBR ASSET INVT CORP                COM            30241E303      671    19800 SH       DEFINED 03
19800
 FEI CO                             COM            30241L109      496    32437 SH       DEFINED 03
32437
 FLIR SYS INC                       COM            302445101     2489    51000 SH       DEFINED 03             51000

 F M C CORP                         COM NEW        302491303     3676   134570 SH       DEFINED 03
134570
 FMC TECHNOLOGIES INC               COM            30249U101     1584    77516 SH       DEFINED 03
77516
 FNB CORP PA                        COM            302520101      248     9012 SH       DEFINED 03
9012
 FPL GROUP INC                      COM            302571104    16078   267390 SH       DEFINED 03
267390
 FTI CONSULTING INC                 COM            302941109      299     7450 SH       DEFINED 03
7450
 FACTSET RESH SYS INC               COM            303075105     2859   101117 SH       DEFINED 03
101117
 FAIR ISAAC & CO INC                COM            303250104     9404   220223 SH       DEFINED 03
220223
 FAIRCHILD SEMICONDUCTOR INTL       CL A           303726103      972    90726 SH       DEFINED 03             90726

 FAMILY DLR STORES INC              COM            307000109     7653   245203 SH       DEFINED 03
245203
 FAMILY DLR STORES INC              COM            307000109     2955    94681 SH       DEFINED 09
94681
 FASTENAL CO                        COM            311900104     1955    52290 SH       DEFINED 03
52290
 FEDDERS CORP                       COM NEW        313135501      288   101823 SH       DEFINED 03
101823
 FEDERAL HOME LN MTG CORP           COM            313400301   104649  1772209 SH       DEFINED 03
1772209
 FEDERAL NATL MTG ASSN              COM            313586109   153694  2389155 SH       DEFINED 03
2389155
 FEDERAL REALTY INVT TR             SH BEN INT NEW 313747206      360    12800 SH       DEFINED 03
12800
 FEDERAL SIGNAL CORP                COM            313855108      769    39609 SH       DEFINED 03             39609

 FEDERATED DEPT STORES INC DE       COM            31410H101    32784  1139918 SH       DEFINED 03
1139918
 FEDERATED INVS INC PA              CL B           314211103      368    14500 SH       DEFINED 03
14500
 FEDEX CORP                         COM            31428X106    39298   724781 SH       DEFINED 03
724781
 FELCOR LODGING TR INC              COM            31430F101      684    59790 SH       DEFINED 03
59790
 FERRO CORP                         COM            315405100     1304    53377 SH       DEFINED 03
53377
 FIDELITY NATL FINL INC             COM            316326107    12694   386669 SH       DEFINED 03
386669
 FIFTH THIRD BANCORP                COM            316773100    51140   873445 SH       DEFINED 03
873445
 FILENET CORP                       COM            316869106     1482   121460 SH       DEFINED 03            121460

 FINANCIAL FED CORP                 COM            317492106     1272    50605 SH       DEFINED 03
50605
 FINISAR                            COM            31787A101       38    40300 SH       DEFINED 03
40300
 FIRST AMERN CORP CALIF             COM            318522307     4421   199166 SH       DEFINED 03
199166
 FIRST BANCORP P R                  COM            318672102     2474   109478 SH       DEFINED 03
109478
 FIRST CHARTER CORP                 COM            319439105      225    12500 SH       DEFINED 03
12500
 FIRST CTZNS BANCSHARES INC N       CL A           31946M103      270     2800 SH       DEFINED 03
2800
 FIRST COMWLTH FINL CORP PA         COM            319829107      266    23100 SH       DEFINED 03
23100
 FIRST DATA CORP                    COM            319963104    45870  1295396 SH       DEFINED 03           1295396

 FIRST FINL BANCORP OH              COM            320209109      202    12320 SH       DEFINED 03
12320
 FIRST FINL BANKSHARES              COM            32020R109      278     7325 SH       DEFINED 03
7325
 FIRST INDUSTRIAL REALTY TRUS       COM            32054K103      230     8200 SH       DEFINED 03
8200
 FIRST MIDWEST BANCORP DEL          COM            320867104     3471   129967 SH       DEFINED 03
129967
 FIRST HEALTH GROUP CORP            COM            320960107     1529    62807 SH       DEFINED 03
62807
 FIRST NIAGARA FINL GROUP INC       COM            33582U100      243     9300 SH       DEFINED 03
9300
 FIRST REP BK SAN FRANCISCO         COM            336158100      777    38848 SH       DEFINED 03
38848
 FIRST SENTINEL BANCORP INC         COM            33640T103      183    12700 SH       DEFINED 03             12700

 FIRST TENN NATL CORP               COM            337162101     7012   195110 SH       DEFINED 03
195110
 FIRST VA BANKS INC                 COM            337477103     2798    75165 SH       DEFINED 03
75165
 FISERV INC                         COM            337738108     9623   283451 SH       DEFINED 03
283451
 FIRSTFED FINL CORP                 COM            337907109     1717    59319 SH       DEFINED 03
59319
 FIRSTMERIT CORP                    COM            337915102     2092    96598 SH       DEFINED 03
96598
 FLAGSTAR BANCORP INC               COM            337930101      402    18600 SH       DEFINED 03
18600
 FIRSTENERGY CORP                   COM            337932107    29376   890989 SH       DEFINED 03
890989
 FISHER SCIENTIFIC INTL INC         COM NEW        338032204      361    12005 SH       DEFINED 03             12005

 FLEETBOSTON FINL CORP              COM            339030108    73648  3030788 SH       DEFINED 03
3030788
 FLEETWOOD ENTERPRISES INC          COM            339099103      848   108045 SH       DEFINED 03
108045
 FLEMING COS INC                    COM            339130106      977   148709 SH       DEFINED 03
148709
 FLORIDA EAST COAST INDS            CL A           340632108      230     9900 SH       DEFINED 03
9900
 FLORIDA ROCK INDS INC              COM            341140101     2923    76814 SH       DEFINED 03
76814
 FLUOR CORP NEW                     COM            343412102     9903   353691 SH       DEFINED 03
353691
 FLOW INTL CORP                     COM            343468104       93    36576 SH       DEFINED 03
36576
 FLOWERS FOODS INC                  COM            343498101      344    17635 SH       DEFINED 03             17635

 FLOWSERVE CORP                     COM            34354P105      703    47536 SH       DEFINED 03
47536
 FOOT LOCKER INC                    COM            344849104      145    13800 SH       DEFINED 03
13800
 FOOTSTAR INC                       COM            344912100      386    55420 SH       DEFINED 03
55420
 FORD MTR CO DEL                    COM PAR $0.01  345370860    30185  3245733 SH       DEFINED 03
3245733
 FOREST CITY ENTERPRISES INC        CL A           345550107      240     7200 SH       DEFINED 03
7200
 FOREST LABS INC                    COM            345838106    37207   378810 SH       DEFINED 03
378810
 FOREST OIL CORP                    COM PAR $0.01  346091705     1236    44705 SH       DEFINED 03
44705
 FORGENT NETWORKS INC               COM            34629U103       36    21726 SH       DEFINED 03             21726

 FORTUNE BRANDS INC                 COM            349631101    10328   222054 SH       DEFINED 03
222054
 FORWARD AIR CORP                   COM            349853101     1041    53647 SH       DEFINED 03
53647
 FOSSIL INC                         COM            349882100     2706   133054 SH       DEFINED 03
133054
 FOUNDRY NETWORKS INC               COM            35063R100      215    30500 SH       DEFINED 03
30500
 4 KIDS ENTMT INC                   COM            350865101      700    31720 SH       DEFINED 03
31720
 FOX ENTMT GROUP INC                CL A           35138T107     1159    44710 SH       DEFINED 03
44710
 FRANKLIN RES INC                   COM            354613101    13104   384512 SH       DEFINED 03
384512
 FRANKLIN RES INC                   COM            354613101       33      977 SH       DEFINED 09               977

 FREDS INC                          CL A           356108100     2280    88725 SH       DEFINED 03
88725
 FREEMARKETS INC                    COM            356602102      118    18300 SH       DEFINED 03
18300
 FREEPORT-MCMORAN COPPER & GO       CL B           35671D857     3625   216019 SH       DEFINED 03
216019
 FREMONT GEN CORP                   COM            357288109      886   197219 SH       DEFINED 03
197219
 FRIEDMAN INDS INC                  COM            358435105       57    22902 SH       DEFINED 03
22902
 FRONTIER AIRLINES INC NEW          COM            359065109      508    75178 SH       DEFINED 03
75178
 FRONTIER FINL CORP WASH            COM            35907K105      207     8100 SH       DEFINED 03
8100
 FRONTIER OIL CORP                  COM            35914P105     1386    80500 SH       DEFINED 03             80500

 FUELCELL ENERGY INC                COM            35952H106      147    22500 SH       DEFINED 03
22500
 FULLER H B CO                      COM            359694106      906    34993 SH       DEFINED 03
34993
 FURNITURE BRANDS INTL INC          COM            360921100     1071    44898 SH       DEFINED 03
44898
 G & K SVCS INC                     CL A           361268105     2276    64290 SH       DEFINED 03
64290
 GATX CORP                          COM            361448103      950    41639 SH       DEFINED 03
41639
 GBC BANCORP CALIF                  COM            361475106      728    37612 SH       DEFINED 03
37612
 GABLES RESIDENTIAL TR              SH BEN INT     362418105      209     8400 SH       DEFINED 03
8400
 GALLAGHER ARTHUR J & CO            COM            363576109     1576    53649 SH       DEFINED 03             53649

 GANNETT INC                        COM            364730101    59383   827060 SH       DEFINED 03
827060
 GAP INC DEL                        COM            364760108    19961  1286119 SH       DEFINED 03
1286119
 GAP INC DEL                        COM            364760108       72     4630 SH       DEFINED 09
4630
 GARDNER DENVER INC                 COM            365558105      863    42533 SH       DEFINED 03
42533
 GARTNER INC                        COM            366651107      165    17900 SH       DEFINED 03
17900
 GARTNER INC                        CL B           366651206      854    90380 SH       DEFINED 03
90380
 GATEWAY INC                        COM            367626108     1596   508436 SH       DEFINED 03
508436
 GEMSTAR-TV GUIDE INTL INC          COM            36866W106      146    44900 SH       DEFINED 03             44900

 GENCORP INC                        COM            368682100     1022   129087 SH       DEFINED 03
129087
 GENE LOGIC INC                     COM            368689105       84    13300 SH       DEFINED 03
13300
 GENENTECH INC                      COM NEW        368710406     7803   235321 SH       DEFINED 03
235321
 GENERAL CABLE CORP DEL NEW         COM            369300108       40    10450 SH       DEFINED 03
10450
 GENERAL COMMUNICATION INC          CL A           369385109     1027   153107 SH       DEFINED 03
153107
 GENERAL DYNAMICS CORP              COM            369550108    40413   509173 SH       DEFINED 03
509173
 GENERAL DYNAMICS CORP              COM            369550108     2427    30577 SH       DEFINED 09
30577
 GENERAL ELEC CO                    COM            369604103   461486 18952196 SH       DEFINED 03          18952196

 GENERAL ELEC CO                    COM            369604103    13729   563830 SH       DEFINED 09
563830
 GENERAL GROWTH PPTYS INC           COM            370021107      369     7100 SH       DEFINED 03
7100
 GENERAL MLS INC                    COM            370334104    26487   564145 SH       DEFINED 03
564145
 GENERAL MTRS CORP                  COM            370442105    56290  1527119 SH       DEFINED 03
1527119
 GENERAL MTRS CORP                  COM            370442105    16424   445581 SH       DEFINED 09
445581
 GENERAL MTRS CORP                  CL H NEW       370442832     1534   143354 SH       DEFINED 03
143354
 GENESCO INC                        COM            371532102     1168    62704 SH       DEFINED 03
62704
 GENESIS HEALTH VENTURE INC N       COM            37183F107      181    11700 SH       DEFINED 03             11700

 GENTEX CORP                        COM            371901109     8767   277079 SH       DEFINED 03
277079
 GENTA INC                          COM NEW        37245M207      140    18200 SH       DEFINED 03
18200
 GENUINE PARTS CO                   COM            372460105     8093   262746 SH       DEFINED 03
262746
 GENZYME CORP                       COM GENL DIV   372917104     9159   309728 SH       DEFINED 03
309728
 GEORGIA GULF CORP                  COM PAR $0.01  373200203     2401   103781 SH       DEFINED 03
103781
 GEORGIA PAC CORP                   COM            373298108    16618  1028319 SH       DEFINED 03
1028319
 GERBER SCIENTIFIC INC              COM            373730100      258    63504 SH       DEFINED 03
63504
 GILEAD SCIENCES INC                COM            375558103     8585   252494 SH       DEFINED 03            252494

 GILLETTE CO                        COM            375766102    52156  1717925 SH       DEFINED 03
1717925
 GLAMIS GOLD LTD                    COM            376775102      134    11800 SH       DEFINED 03
11800
 GLATFELTER                         COM            377316104      916    69633 SH       DEFINED 03
69633
 GLENBOROUGH RLTY TR INC            COM            37803P105     1672    93800 SH       DEFINED 03
93800
 GLIMCHER RLTY TR                   SH BEN INT     379302102      201    11300 SH       DEFINED 03
11300
 GLOBAL INDS LTD                    COM            379336100      103    24800 SH       DEFINED 03
24800
 GLOBAL IMAGING SYSTEMS             COM            37934A100     1068    58100 SH       DEFINED 03
58100
 GLOBAL PMTS INC                    COM            37940X102     3273   102255 SH       DEFINED 03            102255

 GLOBESPANVIRATA INC                COM            37957V106      177    40198 SH       DEFINED 03
40198
 GOAMERICA INC                      COM            38020R106        3    11100 SH       DEFINED 03
11100
 GOLDEN ENTERPRISES INC             COM            381010107      106    29154 SH       DEFINED 03
29154
 GOLDEN WEST FINL CORP DEL          COM            381317106    50755   706789 SH       DEFINED 03
706789
 GOLDMAN SACHS GROUP INC            COM            38141G104    56046   822991 SH       DEFINED 03
822991
 GOOD GUYS INC                      COM            382091106       20    11000 SH       DEFINED 03
11000
 GOODRICH CORP                      COM            382388106    12624   689078 SH       DEFINED 03
689078
 GOODYEAR TIRE & RUBR CO            COM            382550101     1764   259076 SH       DEFINED 03            259076

 GOODYS FAMILY CLOTHING INC         COM            382588101      345    77796 SH       DEFINED 03
77796
 GRACE W R & CO DEL NEW             COM            38388F108       46    23300 SH       DEFINED 03
23300
 GRACO INC                          COM            384109104     3758   131175 SH       DEFINED 03
131175
 GRAFTECH INTL LTD                  COM            384313102      276    46369 SH       DEFINED 03
46369
 GRAINGER W W INC                   COM            384802104     7323   142062 SH       DEFINED 03
142062
 GRANITE CONSTR INC                 COM            387328107      777    50102 SH       DEFINED 03
50102
 GRANT PRIDECO INC                  COM            38821G101     1026    88116 SH       DEFINED 03
88116
 GRAPHIC PACKAGING INTL CORP        COM            388690109       91    16200 SH       DEFINED 03             16200

 GREAT ATLANTIC & PAC TEA INC       COM            390064103      893   110816 SH       DEFINED 03
110816
 GREAT LAKES CHEM CORP              COM            390568103     2053    85965 SH       DEFINED 03
85965
 GREAT PLAINS ENERGY INC            COM            391164100     1671    73031 SH       DEFINED 03
73031
 GREATER BAY BANCORP                COM            391648102     3452   199648 SH       DEFINED 03
199648
 GREENPOINT FINL CORP               COM            395384100    20075   444339 SH       DEFINED 03
444339
 GREY GLOBAL GROUP INC              COM            39787M108      244      400 SH       DEFINED 03
400
 GREY WOLF INC                      COM            397888108      277    69400 SH       DEFINED 03
69400
 GRIFFON CORP                       COM            398433102     1216    89249 SH       DEFINED 03             89249

 GROUP 1 AUTOMOTIVE INC             COM            398905109     1984    83068 SH       DEFINED 03
83068
 GTECH HLDGS CORP                   COM            400518106     2446    87797 SH       DEFINED 03
87797
 GUIDANT CORP                       COM            401698105    29878   968483 SH       DEFINED 03
968483
 GYMBOREE CORP                      COM            403777105     1437    90625 SH       DEFINED 03
90625
 HCA INC                            COM            404119109    37753   909699 SH       DEFINED 03
909699
 HCC INS HLDGS INC                  COM            404132102     1218    49511 SH       DEFINED 03
49511
 HRPT PPTYS TR                      COM SH BEN INT 40426W101      447    54300 SH       DEFINED 03
54300
 HAEMONETICS CORP                   COM            405024100     1444    67289 SH       DEFINED 03             67289

 HAGGAR CORP                        COM            405173105      190    15127 SH       DEFINED 03
15127
 HAIN CELESTIAL GROUP INC           COM            405217100     1378    90647 SH       DEFINED 03
90647
 HALL KINION ASSOCIATES INC         COM            406069104      184    32941 SH       DEFINED 03
32941
 HALLIBURTON CO                     COM            406216101    12161   649953 SH       DEFINED 03
649953
 HANCOCK FABRICS INC                COM            409900107      880    57677 SH       DEFINED 03
57677
 HANCOCK HLDG CO                    COM            410120109      297     6645 SH       DEFINED 03
6645
 HANCOCK JOHN FINL SVCS INC         COM            41014S106    25864   927026 SH       DEFINED 03
927026
 HANDLEMAN CO DEL                   COM            410252100      178    15500 SH       DEFINED 03             15500

 HANDSPRING INC                     COM            410293104       12    12600 SH       DEFINED 03
12600
 HANOVER COMPRESSOR CO              COM            410768105     1232   134158 SH       DEFINED 03
134158
 HANSEN NAT CORP                    COM            411310105      105    24800 SH       DEFINED 03
24800
 HARBOR FLA BANCSHARES INC          COM            411901101      279    12400 SH       DEFINED 03
12400
 HARLAND JOHN H CO                  COM            412693103     2584   116782 SH       DEFINED 03
116782
 HARLEY DAVIDSON INC                COM            412822108    41154   890788 SH       DEFINED 03
890788
 HARLEY DAVIDSON INC                COM            412822108     1146    24800 SH       DEFINED 09
24800
 HARLEYSVILLE GROUP INC             COM            412824104      230     8700 SH       DEFINED 03              8700

 HARLEYSVILLE NATL CORP PA          COM            412850109      276    10390 SH       DEFINED 03
10390
 HARMAN INTL INDS INC               COM            413086109     6348   106688 SH       DEFINED 03
106688
 HARMONIC INC                       COM            413160102      393   170671 SH       DEFINED 03
170671
 HARRAHS ENTMT INC                  COM            413619107    26056   657968 SH       DEFINED 03
657968
 HARRIS CORP DEL                    COM            413875105     3138   119300 SH       DEFINED 03
119300
 HARSCO CORP                        COM            415864107     2653    83178 SH       DEFINED 03
83178
 HARTE-HANKS INC                    COM            416196103     3077   164792 SH       DEFINED 03
164792
 HARTFORD FINL SVCS GROUP INC       COM            416515104    28492   627160 SH       DEFINED 03            627160

 HARTMARX CORP                      COM            417119104       25    10250 SH       DEFINED 03
10250
 HASBRO INC                         COM            418056107     8850   766198 SH       DEFINED 03
766198
 HAVERTY FURNITURE INC              COM            419596101      753    54200 SH       DEFINED 03
54200
 HAWAIIAN ELEC INDUSTRIES           COM            419870100     1371    31170 SH       DEFINED 03
31170
 HEALTH CARE PPTY INVS INC          COM            421915109      211     5500 SH       DEFINED 03
5500
 HEALTHSOUTH CORP                   COM            421924101     5482  1305141 SH       DEFINED 03
1305141
 HEALTH MGMT ASSOC INC NEW          CL A           421933102     6479   361955 SH       DEFINED 03
361955
 HEALTHCARE RLTY TR                 COM            421946104      433    14800 SH       DEFINED 03             14800

 HEALTH CARE REIT INC               COM            42217K106      333    12300 SH       DEFINED 03
12300
 HEALTH MGMT SYS INC                COM            42219M100       44    12200 SH       DEFINED 03
12200
 HEALTH NET INC                     COM            42222G108     4218   159756 SH       DEFINED 03
159756
 HEARST-ARGYLE TELEVISION INC       COM            422317107      240     9969 SH       DEFINED 03
9969
 HEARTLAND EXPRESS INC              COM            422347104     3028   132163 SH       DEFINED 03
132163
 HECLA MNG CO                       COM            422704106      151    29800 SH       DEFINED 03
29800
 HEIDRICK & STRUGGLES INTL IN       COM            422819102      748    50983 SH       DEFINED 03
50983
 HEINZ H J CO                       COM            423074103    17917   545099 SH       DEFINED 03            545099

 HELIX TECHNOLOGY CORP              COM            423319102      747    66705 SH       DEFINED 03
66705
 HELMERICH & PAYNE INC              COM            423452101     1470    52656 SH       DEFINED 03
52656
 HENRY JACK & ASSOC INC             COM            426281101      649    53926 SH       DEFINED 03
53926
 HERCULES INC                       COM            427056106     4001   454657 SH       DEFINED 03
454657
 HERITAGE PPTY INVT TR INC          COM            42725M107   123321  4938755 SH       DEFINED 03
4938755
 HERSHEY FOODS CORP                 COM            427866108    13732   203623 SH       DEFINED 03
203623
 HEWLETT PACKARD CO                 COM            428236103   113468  6536158 SH       DEFINED 03
6536158
 HEWLETT PACKARD CO                 COM            428236103       52     3010 SH       DEFINED 09              3010

 HEXCEL CORP NEW                    COM            428291108       37    12200 SH       DEFINED 03
12200
 HIBERNIA CORP                      CL A           428656102     4947   256863 SH       DEFINED 03
256863
 HIGH YIELD INCOME FD INC           COM            429904105       57    11000 SH       DEFINED 03
11000
 HIGHWOODS PPTYS INC                COM            431284108      360    16300 SH       DEFINED 03
16300
 HILB ROGAL & HAMILTON CO           COM            431294107     4498   109975 SH       DEFINED 03
109975
 HILLENBRAND INDS INC               COM            431573104     9629   199312 SH       DEFINED 03
199312
 HILTON HOTELS CORP                 COM            432848109     7067   555981 SH       DEFINED 03
555981
 HISPANIC BROADCASTING CORP         CL A           43357B104     1545    75184 SH       DEFINED 03             75184

 HOLLINGER INTL INC                 CL A           435569108      195    19200 SH       DEFINED 03
19200
 HOLLYWOOD ENTMT CORP               COM            436141105      272    18000 SH       DEFINED 03
18000
 HOLOGIC INC                        COM            436440101      606    49633 SH       DEFINED 03
49633
 HOME DEPOT INC                     COM            437076102   123357  5135605 SH       DEFINED 03
5135605
 HOME DEPOT INC                     COM            437076102       26     1075 SH       DEFINED 09
1075
 HOME PPTYS N Y INC                 COM            437306103     6701   194500 SH       DEFINED 03
194500
 HOMESTORE INC                      COM            437852106        9    10100 SH       DEFINED 03
10100
 HON INDS INC                       COM            438092108     1635    57824 SH       DEFINED 03             57824

 HONEYWELL INTL INC                 COM            438516106    54672  2278004 SH       DEFINED 03
2278004
 HONEYWELL INTL INC                 COM            438516106    16334   680601 SH       DEFINED 09
680601
 HOOPER HOLMES INC                  COM            439104100     1073   174748 SH       DEFINED 03
174748
 HORACE MANN EDUCATORS CORP N       COM            440327104      881    57475 SH       DEFINED 03
57475
 HORMEL FOODS CORP                  COM            440452100     2600   111463 SH       DEFINED 03
111463
 HOSPITALITY PPTYS TR               COM SH BEN INT 44106M102     2807    79745 SH       DEFINED 03
79745
 HOST MARRIOTT CORP NEW             COM            44107P104      258    29100 SH       DEFINED 03
29100
 HOT TOPIC INC                      COM            441339108     1992    87054 SH       DEFINED 03             87054

 HOUSEHOLD INTL INC                 COM            441815107    48080  1728890 SH       DEFINED 03
1728890
 HOUSTON EXPL CO                    COM            442120101      747    24400 SH       DEFINED 03
24400
 HUBBELL INC                        CL B           443510201     2613    74373 SH       DEFINED 03
74373
 HUDSON CITY BANCORP                COM            443683107      419    22500 SH       DEFINED 03
22500
 HUDSON UNITED BANCORP              COM            444165104     4042   129982 SH       DEFINED 03
129982
 HUFFY CORP                         COM            444356109      213    35748 SH       DEFINED 03
35748
 HUGHES SUPPLY INC                  COM            444482103     1801    65932 SH       DEFINED 03
65932
 HUGOTON RTY TR TEX                 UNIT BEN INT   444717102      172    13400 SH       DEFINED 03             13400

 HUMANA INC                         COM            444859102     9340   933985 SH       DEFINED 03
933985
 HUMAN GENOME SCIENCES INC          COM            444903108      107    12100 SH       DEFINED 03
12100
 HUNT J B TRANS SVCS INC            COM            445658107     3473   118548 SH       DEFINED 03
118548
 HUNTINGTON BANCSHARES INC          COM            446150104     6876   367516 SH       DEFINED 03
367516
 HUTCHINSON TECHNOLOGY INC          COM            448407106     1662    80311 SH       DEFINED 03
80311
 HYDRIL CO                          COM            448774109     1195    50700 SH       DEFINED 03
50700
 ICN PHARMACEUTICALS INC NEW        COM            448924100      730    66893 SH       DEFINED 03
66893
 HYPERION SOLUTIONS CORP            COM            44914M104     2673   104139 SH       DEFINED 03            104139

 ICU MED INC                        COM            44930G107     1335    35800 SH       DEFINED 03
35800
 IDEC PHARMACEUTICALS CORP          COM            449370105     3940   118791 SH       DEFINED 03
118791
 IGEN INC                           COM            449536101      240     5600 SH       DEFINED 03
5600
 IHOP CORP                          COM            449623107     1692    70483 SH       DEFINED 03
70483
 IMC GLOBAL INC                     COM            449669100      809    75799 SH       DEFINED 03
75799
 IMCO RECYCLING INC                 COM            449681105      292    35869 SH       DEFINED 03
35869
 IMS HEALTH INC                     COM            449934108     6826   426619 SH       DEFINED 03
426619
 IRT PPTY CO                        COM            450058102      269    22700 SH       DEFINED 03             22700

 ISTAR FINL INC                     COM            45031U101      269     9585 SH       DEFINED 03
9585
 ITT EDUCATIONAL SERVICES INC       COM            45068B109     3353   142394 SH       DEFINED 03
142394
 IXIA                               COM            45071R109       88    24100 SH       DEFINED 03
24100
 ITT INDS INC IND                   COM            450911102     8389   138235 SH       DEFINED 03
138235
 ITT INDS INC IND                   COM            450911102       53      872 SH       DEFINED 09
872
 IDACORP INC                        COM            451107106     1132    45586 SH       DEFINED 03
45586
 IDEX CORP                          COM            45167R104     3109    95067 SH       DEFINED 03
95067
 IDEXX LABS INC                     COM            45168D104     3599   109547 SH       DEFINED 03            109547

 IKON OFFICE SOLUTIONS INC          COM            451713101      105    14616 SH       DEFINED 03
14616
 IDENTIX INC                        COM            451906101       93    18100 SH       DEFINED 03
18100
 ILLINOIS TOOL WKS INC              COM            452308109    38030   586340 SH       DEFINED 03
586340
 IMATION CORP                       COM            45245A107     3582   102108 SH       DEFINED 03
102108
 IMCLONE SYS INC                    COM            45245W109      201    18971 SH       DEFINED 03
18971
 IMAGISTICS INTERNATIONAL INC       COM            45247T104     1014    50715 SH       DEFINED 03
50715
 IMMUNOGEN INC                      COM            45253H101       42    13400 SH       DEFINED 03
13400
 IMPAC MTG HLDGS INC                COM            45254P102      830    72200 SH       DEFINED 03             72200

 IMPATH INC                         COM            45255G101      889    45090 SH       DEFINED 03
45090
 IMPAX LABORATORIES INC             COM            45256B101       81    20100 SH       DEFINED 03
20100
 IMMUNOMEDICS INC                   COM            452907108       85    18500 SH       DEFINED 03
18500
 INAMED CORP                        COM            453235103     2269    73676 SH       DEFINED 03
73676
 INCYTE GENOMICS INC                COM            45337C102      304    66717 SH       DEFINED 03
66717
 INDEPENDENCE CMNTY BK CORP         COM            453414104     3672   144677 SH       DEFINED 03
144677
 INDEVUS PHARMACEUTICALS INC        COM            454072109       32    15000 SH       DEFINED 03
15000
 INDYMAC BANCORP INC                COM            456607100     4209   227663 SH       DEFINED 03            227663

 INFOCUS CORP                       COM            45665B106      243    39521 SH       DEFINED 03
39521
 INFORMATICA CORP                   COM            45666Q102      120    20800 SH       DEFINED 03
20800
 INFONET SVCS CORP                  CL B           45666T106      128    64400 SH       DEFINED 03
64400
 INFORMATION HLDGS INC              COM            456727106      945    60897 SH       DEFINED 03
60897
 INFOUSA INC NEW                    COM            456818301      127    25600 SH       DEFINED 03
25600
 INFORMATION RES INC                COM            456905108      142    89032 SH       DEFINED 03
89032
 INGRAM MICRO INC                   CL A           457153104     2171   175781 SH       DEFINED 03
175781
 INHALE THERAPEUTIC SYS INC         COM            457191104      133    16500 SH       DEFINED 03             16500

 INKTOMI CORP                       COM            457277101       89    55400 SH       DEFINED 03
55400
 INPUT/OUTPUT INC                   COM            457652105      584   137443 SH       DEFINED 03
137443
 INSIGHT ENTERPRISES INC            COM            45765U103     1006   121087 SH       DEFINED 03
121087
 INSITUFORM TECHNOLOGIES INC        CL A           457667103     1299    76189 SH       DEFINED 03
76189
 INSIGHT COMMUNICATIONS INC         CL A           45768V108      298    24100 SH       DEFINED 03
24100
 INNKEEPERS USA TR                  COM            4576J0104      141    18400 SH       DEFINED 03
18400
 INSURANCE AUTO AUCTIONS INC        COM            457875102      524    31577 SH       DEFINED 03
31577
 INTEGRATED DEVICE TECHNOLOGY       COM            458118106      701    83709 SH       DEFINED 03             83709

 INTEGRATED CIRCUIT SYS INC         COM            45811K208      341    18700 SH       DEFINED 03
18700
 INTEL CORP                         COM            458140100   232606 14939377 SH       DEFINED 03
14939377
 INTEL CORP                         COM            458140100     4235   271992 SH       DEFINED 09
271992
 INTELIDATA TECHNOLOGIES CORP       COM            45814T107       13    14800 SH       DEFINED 03
14800
 INTER TEL INC                      COM            458372109     1893    90547 SH       DEFINED 03
90547
 INTERACTIVE DATA CORP              COM            45840J107      437    31800 SH       DEFINED 03
31800
 INTERFACE INC                      CL A           458665106      456   148636 SH       DEFINED 03
148636
 INTERDIGITAL COMMUNICATIONS        COM            45866A105      354    24300 SH       DEFINED 03             24300

 INTERGRAPH CORP                    COM            458683109      423    23800 SH       DEFINED 03
23800
 INTERLAND INC                      COM            458727104       48    37100 SH       DEFINED 03
37100
 INTERMAGNETICS GEN CORP            COM            458771102     1517    77262 SH       DEFINED 03
77262
 INTERMET CORP                      COM            45881K104      290    68968 SH       DEFINED 03
68968
 INTERMUNE INC                      COM            45884X103      263    10300 SH       DEFINED 03
10300
 INTERNAP NETWORK SVCS CORP         COM            45885A102        5    12800 SH       DEFINED 03
12800
 INTERNATIONAL BANCSHARES COR       COM            459044103      406    10301 SH       DEFINED 03
10301
 INTERNATIONAL BUSINESS MACHS       COM            459200101   276903  3572936 SH       DEFINED 03           3572936

 INTERNATIONAL FLAVORS&FRAGRA       COM            459506101     7858   223877 SH       DEFINED 03
223877
 INTERNATIONAL GAME TECHNOLOG       COM            459902102    10106   133112 SH       DEFINED 03
133112
 INTERNATIONAL MULTIFOODS COR       COM            460043102     2328   109847 SH       DEFINED 03
109847
 INTL PAPER CO                      COM            460146103    54377  1554952 SH       DEFINED 03
1554952
 INTL PAPER CO                      COM            460146103    30882   883088 SH       DEFINED 09
883088
 INTERNATIONAL RECTIFIER CORP       COM            460254105      955    51758 SH       DEFINED 03
51758
 INTERNATIONAL SPEEDWAY CORP        CL A           460335201     1823    48875 SH       DEFINED 03
48875
 INTL SPECIALTY PRODS INC NEW       COM            460337108      160    15700 SH       DEFINED 03             15700

 INTERNET CAP GROUP INC             COM            46059C106       10    28500 SH       DEFINED 03
28500
 INTERNET SEC SYS INC               COM            46060X107      715    39022 SH       DEFINED 03
39022
 INTERPUBLIC GROUP COS INC          COM            460690100     7950   564621 SH       DEFINED 03
564621
 INTERSIL CORP                      CL A           46069S109     1535   110080 SH       DEFINED 03
110080
 INTERSTATE BAKERIES CORP DEL       COM            46072H108     2559   167773 SH       DEFINED 03
167773
 INTERTRUST TECHNOLOGIES CORP       COM            46113Q109       99    23400 SH       DEFINED 03
23400
 INTERVOICE INC NEW                 COM            461142101       25    11500 SH       DEFINED 03
11500
 INTERWOVEN INC                     COM            46114T102       83    32100 SH       DEFINED 03             32100

 INTUIT                             COM            461202103    18463   393506 SH       DEFINED 03
393506
 INVACARE CORP                      COM            461203101     3349   100560 SH       DEFINED 03
100560
 INTRUSION INC                      COM            46121E106        4    12300 SH       DEFINED 03
12300
 INVESTMENT TECHNOLOGY GRP NE       COM            46145F105     1003    44839 SH       DEFINED 03
44839
 INVESTORS FINL SERVICES CORP       COM            461915100     2900   105866 SH       DEFINED 03
105866
 IOMEGA CORP                        COM NEW        462030305      627    79920 SH       DEFINED 03
79920
 IONICS INC                         COM            462218108     1037    45469 SH       DEFINED 03
45469
 IRON MTN INC PA                    COM            462846106      276     8350 SH       DEFINED 03              8350

 IRWIN FINL CORP                    COM            464119106     1208    73200 SH       DEFINED 03
73200
 ISHARES TR                         S&P MIDCAP 400 464287507     8354    97000 SH       DEFINED 03
97000
 ISHARES TR                         S&P MIDCP GROW 464287606     3658    40000 SH       DEFINED 03
40000
 ISHARES TR                         S&P MIDCP VALU 464287705     5343    66800 SH       DEFINED 03
66800
 ISHARES TR                         S&P SMLCAP 600 464287804    16674   171100 SH       DEFINED 03
171100
 ISIS PHARMACEUTICALS INC           COM            464330109      112    17000 SH       DEFINED 03
17000
 ITRON INC                          COM            465741106     1335    69633 SH       DEFINED 03
69633
 I2 TECHNOLOGIES INC                COM            465754109       46    40060 SH       DEFINED 03             40060

 IVANHOE ENERGY INC                 COM            465790103       67   149693 SH       DEFINED 03
149693
 IVAX CORP                          COM            465823102     1526   125765 SH       DEFINED 03
125765
 JDN RLTY CORP                      COM            465917102      244    22300 SH       DEFINED 03
22300
 J & J SNACK FOODS CORP             COM            466032109      965    27013 SH       DEFINED 03
27013
 JDS UNIPHASE CORP                  COM            46612J101     5132  2077779 SH       DEFINED 03
2077779
 JDS UNIPHASE CORP                  COM            46612J101       33    13187 SH       DEFINED 09
13187
 JDA SOFTWARE GROUP INC             COM            46612K108      766    79300 SH       DEFINED 03
79300
 J JILL GROUP INC                   COM            466189107      695    49700 SH       DEFINED 03             49700

 JLG INDS INC                       COM            466210101      885   117509 SH       DEFINED 03
117509
 J P MORGAN CHASE & CO              COM            46625H100   141331  5888801 SH       DEFINED 03
5888801
 J P MORGAN CHASE & CO              COM            46625H100    36250  1510415 SH       DEFINED 09
1510415
 JABIL CIRCUIT INC                  COM            466313103     6718   374911 SH       DEFINED 03
374911
 JACK IN THE BOX INC                COM            466367109     2192   126766 SH       DEFINED 03
126766
 JACOBS ENGR GROUP INC DEL          COM            469814107     1774    49830 SH       DEFINED 03
49830
 JAKKS PAC INC                      COM            47012E106      833    61833 SH       DEFINED 03
61833
 JARDEN CORP                        COM            471109108      215     9000 SH       DEFINED 03              9000

 JEFFERIES GROUP INC NEW            COM            472319102     2999    71461 SH       DEFINED 03
71461
 JEFFERSON PILOT CORP               COM            475070108    17803   467150 SH       DEFINED 03
467150
 JO-ANN STORES INC                  CL A           47758P109     1224    53283 SH       DEFINED 03
53283
 JOHN NUVEEN CO                     CL A           478035108      297    11700 SH       DEFINED 03
11700
 JOHNSON & JOHNSON                  COM            478160104   361112  6723368 SH       DEFINED 03
6723368
 JOHNSON CTLS INC                   COM            478366107    19753   246394 SH       DEFINED 03
246394
 JOHNSON CTLS INC                   COM            478366107     1149    14333 SH       DEFINED 09
14333
 JONES APPAREL GROUP INC            COM            480074103    16860   475734 SH       DEFINED 03            475734

 JONES LANG LASALLE INC             COM            48020Q107      168    10900 SH       DEFINED 03
10900
 JOURNAL REGISTER CO                COM            481138105      379    21300 SH       DEFINED 03
21300
 JOY GLOBAL INC                     COM            481165108      200    17800 SH       DEFINED 03
17800
 JUNIPER NETWORKS INC               COM            48203R104      247    36300 SH       DEFINED 03
36300
 KLA-TENCOR CORP                    COM            482480100    10501   296893 SH       DEFINED 03
296893
 K MART CORP                        COM            482584109       24   121100 SH       DEFINED 03
121100
 K-SWISS INC                        CL A           482686102     1160    53440 SH       DEFINED 03
53440
 KT CORP                            SPONSORED ADR  48268K101      261    12100 SH       DEFINED 03             12100

 K2 INC                             COM            482732104      491    52276 SH       DEFINED 03
52276
 K V PHARMACEUTICAL CO              CL A           482740206      230     9900 SH       DEFINED 03
9900
 KAMAN CORP                         CL A           483548103      685    62311 SH       DEFINED 03
62311
 KANSAS CITY SOUTHERN               COM NEW        485170302     1964   163685 SH       DEFINED 03
163685
 KAYDON CORP                        COM            486587108     1280    60371 SH       DEFINED 03
60371
 KEANE INC                          COM            486665102      712    79183 SH       DEFINED 03
79183
 KB HOME                            COM            48666K109    17609   410946 SH       DEFINED 03
410946
 KEITHLEY INSTRS INC                COM            487584104      512    40940 SH       DEFINED 03             40940

 KELLOGG CO                         COM            487836108    21924   639757 SH       DEFINED 03
639757
 KELLWOOD CO                        COM            488044108     2138    82240 SH       DEFINED 03
82240
 KELLY SVCS INC                     CL A           488152208     1179    47722 SH       DEFINED 03
47722
 KEMET CORP                         COM            488360108      615    70366 SH       DEFINED 03
70366
 KENNAMETAL INC                     COM            489170100     1241    35990 SH       DEFINED 03
35990
 KERR MCGEE CORP                    COM            492386107    14655   330803 SH       DEFINED 03
330803
 KEY ENERGY SVCS INC                COM            492914106      289    32200 SH       DEFINED 03
32200
 KEYCORP NEW                        COM            493267108    29977  1192388 SH       DEFINED 03           1192388

 KEYNOTE SYS INC                    COM            493308100       98    12700 SH       DEFINED 03
12700
 KEYSPAN CORP                       COM            49337W100     7356   208744 SH       DEFINED 03
208744
 KFORCE INC                         COM            493732101       51    12100 SH       DEFINED 03
12100
 KIMBALL INTL INC                   CL B           494274103      178    12500 SH       DEFINED 03
12500
 KILROY RLTY CORP                   COM            49427F108     2129    92353 SH       DEFINED 03
92353
 KIMBERLY CLARK CORP                COM            494368103    70468  1484479 SH       DEFINED 03
1484479
 KIMCO REALTY CORP                  COM            49446R109      329    10750 SH       DEFINED 03
10750
 KINDER MORGAN INC KANS             COM            49455P101    14890   352258 SH       DEFINED 03            352258

 KING PHARMACEUTICALS INC           COM            495582108     9120   530528 SH       DEFINED 03
530528
 KIRBY CORP                         COM            497266106     1788    65290 SH       DEFINED 03
65290
 KNIGHT RIDDER INC                  COM            499040103     8986   142069 SH       DEFINED 03
142069
 KNIGHT TRADING GROUP INC           COM            499063105      194    40500 SH       DEFINED 03
40500
 KNIGHT TRANSN INC                  COM            499064103     1825    86925 SH       DEFINED 03
86925
 KOGER EQUITY INC                   COM            500228101      158    10100 SH       DEFINED 03
10100
 KOHLS CORP                         COM            500255104    30272   541051 SH       DEFINED 03
541051
 KOPIN CORP                         COM            500600101      840   214229 SH       DEFINED 03            214229

 KOREA ELECTRIC PWR                 SPONSORED ADR  500631106      159    18700 SH       DEFINED 03
18700
 KORN FERRY INTL                    COM NEW        500643200      308    41144 SH       DEFINED 03
41144
 KRAFT FOODS INC                    CL A           50075N104     1195    30700 SH       DEFINED 03
30700
 KRISPY KREME DOUGHNUTS INC         COM            501014104     1158    34300 SH       DEFINED 03
34300
 KROGER CO                          COM            501044101    44396  2873500 SH       DEFINED 03
2873500
 KROLL INC                          COM            501049100     1971   103311 SH       DEFINED 03
103311
 KRONOS INC                         COM            501052104     2264    61195 SH       DEFINED 03
61195
 KULICKE & SOFFA INDS INC           COM            501242101      773   135101 SH       DEFINED 03            135101

 LNR PPTY CORP                      COM            501940100      917    25900 SH       DEFINED 03
25900
 LSI LOGIC CORP                     COM            502161102     3245   562318 SH       DEFINED 03
562318
 LSI LOGIC CORP                     COM            502161102       26     4569 SH       DEFINED 09
4569
 LTX CORP                           COM            502392103      350    58039 SH       DEFINED 03
58039
 L-3 COMMUNICATIONS HLDGS INC       COM            502424104     5202   115824 SH       DEFINED 03
115824
 LA QUINTA CORP                     PAIRED CTF     50419U202      196    44593 SH       DEFINED 03
44593
 LA Z BOY INC                       COM            505336107     3758   156721 SH       DEFINED 03
156721
 LABOR READY INC                    COM NEW        505401208      730   113648 SH       DEFINED 03            113648

 LABORATORY CORP AMER HLDGS         COM NEW        50540R409      349    15000 SH       DEFINED 03
15000
 LABRANCHE & CO INC                 COM            505447102     1319    49523 SH       DEFINED 03
49523
 LACLEDE GROUP INC                  COM            505597104     1230    50847 SH       DEFINED 03
50847
 LAFARGE NORTH AMERICA INC          COM            505862102      591    18000 SH       DEFINED 03
18000
 LAM RESEARCH CORP                  COM            512807108      841    77849 SH       DEFINED 03
77849
 LAMAR ADVERTISING CO               CL A           512815101     2725    80983 SH       DEFINED 03
80983
 LANCASTER COLONY CORP              COM            513847103     3773    96550 SH       DEFINED 03
96550
 LANCE INC                          COM            514606102      934    78932 SH       DEFINED 03             78932

 LANDAMERICA FINL GROUP INC         COM            514936103     3460    97613 SH       DEFINED 03
97613
 LANDRYS RESTAURANTS INC            COM            51508L103     1589    74797 SH       DEFINED 03
74797
 LANDSTAR SYS INC                   COM            515098101     2959    50698 SH       DEFINED 03
50698
 LATTICE SEMICONDUCTOR CORP         COM            518415104      946   107901 SH       DEFINED 03
107901
 LAUDER ESTEE COS INC               CL A           518439104      354    13400 SH       DEFINED 03
13400
 LAUDER ESTEE COS INC               CL A           518439104       52     1955 SH       DEFINED 09
1955
 LAWSON PRODS INC                   COM            520776105      830    26784 SH       DEFINED 03
26784
 LEAR CORP                          COM            521865105     8296   249276 SH       DEFINED 03            249276

 LEARNING TREE INTL INC             COM            522015106      167    12200 SH       DEFINED 03
12200
 LEE ENTERPRISES INC                COM            523768109     2400    71607 SH       DEFINED 03
71607
 LEGATO SYS INC                     COM            524651106      565   112351 SH       DEFINED 03
112351
 LEGGETT & PLATT INC                COM            524660107     6534   291191 SH       DEFINED 03
291191
 LEGG MASON INC                     COM            524901105     2680    55222 SH       DEFINED 03
55222
 LEHMAN BROS HLDGS INC              COM            524908100    32970   618688 SH       DEFINED 03
618688
 LENNAR CORP                        COM            526057104     7841   151957 SH       DEFINED 03
151957
 LENNOX INTL INC                    COM            526107107     2303   183525 SH       DEFINED 03            183525

 LEUCADIA NATL CORP                 COM            527288104     1791    48013 SH       DEFINED 03
48013
 LEVEL 3 COMMUNICATIONS INC         COM            52729N100      180    36700 SH       DEFINED 03
36700
 LEXICON GENETICS INC               COM            528872104       96    20200 SH       DEFINED 03
20200
 LEXINGTON CORP PPTYS TR            COM            529043101      194    12200 SH       DEFINED 03
12200
 LEXMARK INTL NEW                   CL A           529771107    33352   551280 SH       DEFINED 03
551280
 LIBBEY INC                         COM            529898108     1110    42676 SH       DEFINED 03
42676
 LIBERATE TECHNOLOGIES              COM            530129105       42    29100 SH       DEFINED 03
29100
 LIBERTY CORP S C                   COM            530370105      220     5678 SH       DEFINED 03              5678

 LIBERTY MEDIA CORP NEW             COM SER A      530718105     4951   553831 SH       DEFINED 03
553831
 LIBERTY MEDIA CORP NEW             COM SER A      530718105       57     6359 SH       DEFINED 09
6359
 LIBERTY PPTY TR                    SH BEN INT     531172104     2015    63100 SH       DEFINED 03
63100
 LIFEPOINT HOSPITALS INC            COM            53219L109      740    24717 SH       DEFINED 03
24717
 LIGAND PHARMACEUTICALS INC         CL B           53220K207      164    30500 SH       DEFINED 03
30500
 LILLY ELI & CO                     COM            532457108   122721  1932611 SH       DEFINED 03
1932611
 LIMITED BRANDS INC                 COM            532716107    16575  1189848 SH       DEFINED 03
1189848
 LINCARE HLDGS INC                  COM            532791100    10704   338523 SH       DEFINED 03            338523

 LINCOLN ELEC HLDGS INC             COM            533900106      310    13400 SH       DEFINED 03
13400
 LINCOLN NATL CORP IND              COM            534187109    17204   544762 SH       DEFINED 03
544762
 LINDSAY MFG CO                     COM            535555106      642    29978 SH       DEFINED 03
29978
 LINEAR TECHNOLOGY CORP             COM            535678106    12610   490274 SH       DEFINED 03
490274
 LINEAR TECHNOLOGY CORP             COM            535678106       36     1412 SH       DEFINED 09
1412
 LINENS N THINGS INC                COM            535679104     2647   117145 SH       DEFINED 03
117145
 LIZ CLAIBORNE INC                  COM            539320101    14569   491367 SH       DEFINED 03
491367
 LIZ CLAIBORNE INC                  COM            539320101     3242   109326 SH       DEFINED 09            109326

 LOCAL FINL CORP                    COM            539553107      148    10100 SH       DEFINED 03
10100
 LOCKHEED MARTIN CORP               COM            539830109    59498  1030263 SH       DEFINED 03
1030263
 LOEWS CORP                         COM            540424108    29359   660340 SH       DEFINED 03
660340
 LOEWS CORP                         COM            540424108       25      553 SH       DEFINED 09
553
 LONE STAR STEAKHOUSE SALOON        COM            542307103     1674    86540 SH       DEFINED 03
86540
 LONE STAR TECHNOLOGIES INC         COM            542312103     1094    73498 SH       DEFINED 03
73498
 LONGS DRUG STORES CORP             COM            543162101      814    39244 SH       DEFINED 03
39244
 LONGVIEW FIBRE CO                  COM            543213102      643    88878 SH       DEFINED 03             88878

 LOOKSMART LTD                      COM            543442107       51    20400 SH       DEFINED 03
20400
 LOUISIANA PAC CORP                 COM            546347105     6161   764338 SH       DEFINED 03
764338
 LOWES COS INC                      COM            548661107    82198  2191950 SH       DEFINED 03
2191950
 LUBRIZOL CORP                      COM            549271104     3476   113965 SH       DEFINED 03
113965
 LUBYS INC                          COM            549282101      176    60314 SH       DEFINED 03
60314
 LUCENT TECHNOLOGIES INC            COM            549463107     6465  5131172 SH       DEFINED 03
5131172
 LUCENT TECHNOLOGIES INC            COM            549463107       15    12057 SH       DEFINED 09
12057
 LYDALL INC DEL                     COM            550819106      482    42490 SH       DEFINED 03             42490

 LYONDELL CHEMICAL CO               COM            552078107     4345   343726 SH       DEFINED 03
343726
 M & T BK CORP                      COM            55261F104     6737    84906 SH       DEFINED 03
84906
 MAF BANCORP INC                    COM            55261R108     2568    75536 SH       DEFINED 03
75536
 MAI SYSTEMS CORP                   COM            552620205        3    34800 SH       DEFINED 03
34800
 MBIA INC                           COM            55262C100    20650   470823 SH       DEFINED 03
470823
 MBNA CORP                          COM            55262L100    52301  2749809 SH       DEFINED 03
2749809
 MBNA CORP                          COM            55262L100       35     1858 SH       DEFINED 09
1858
 M D C HLDGS INC                    COM            552676108     3018    78886 SH       DEFINED 03             78886

 MDU RES GROUP INC                  COM            552690109     2316    89714 SH       DEFINED 03
89714
 MEMC ELECTR MATLS INC              COM            552715104      255    33700 SH       DEFINED 03
33700
 MFA MTG INVTS INC                  COM            55272X102      143    17000 SH       DEFINED 03
17000
 MGIC INVT CORP WIS                 COM            552848103    22412   542672 SH       DEFINED 03
542672
 MGI PHARMA INC                     COM            552880106      573    79047 SH       DEFINED 03
79047
 MGM MIRAGE                         COM            552953101      568    17230 SH       DEFINED 03
17230
 MPS GROUP INC                      COM            553409103      693   125018 SH       DEFINED 03
125018
 MRV COMMUNICATIONS INC             COM            553477100       43    39944 SH       DEFINED 03             39944

 MRO SOFTWARE INC                   COM            55347W105      924    76054 SH       DEFINED 03
76054
 MTR GAMING GROUP INC               COM            553769100       99    12400 SH       DEFINED 03
12400
 MACDERMID INC                      COM            554273102     2111    92389 SH       DEFINED 03
92389
 MACERICH CO                        COM            554382101      372    12100 SH       DEFINED 03
12100
 MACROVISION CORP                   COM            555904101      632    39428 SH       DEFINED 03
39428
 MACROMEDIA INC                     COM            556100105     2572   241547 SH       DEFINED 03
241547
 MADDEN STEVEN LTD                  COM            556269108      372    20600 SH       DEFINED 03
20600
 MAGMA DESIGN AUTOMATION            COM            559181102      113    11800 SH       DEFINED 03             11800

 MAGNETEK INC                       COM            559424106      263    59148 SH       DEFINED 03
59148
 MAGNUM HUNTER RES INC              COM PAR $0.002 55972F203       62    10450 SH       DEFINED 03
10450
 MAHANAGAR TEL NIGAM LTD            SPONS ADR 2001 559778402       45    11400 SH       DEFINED 03
11400
 MAIL-WELL INC                      COM            560321200       41    16300 SH       DEFINED 03
16300
 MANDALAY RESORT GROUP              COM            562567107     4484   146482 SH       DEFINED 03
146482
 MANHATTAN ASSOCS INC               COM            562750109     1796    75910 SH       DEFINED 03
75910
 MANITOWOC INC                      COM            563571108      122     4800 SH       DEFINED 00
4800
 MANITOWOC INC                      COM            563571108     2146    84169 SH       DEFINED 03             84169

 MANOR CARE INC NEW                 COM            564055101     3752   201617 SH       DEFINED 03
201617
 MANPOWER INC                       COM            56418H100     1608    50392 SH       DEFINED 03
50392
 MANUFACTURED HOME CMNTYS INC       COM            564682102      222     7500 SH       DEFINED 03
7500
 MANUGISTICS GROUP INC              COM            565011103       45    18600 SH       DEFINED 03
18600
 MAPINFO CORP                       COM            565105103      212    38219 SH       DEFINED 03
38219
 MARATHON OIL CORP                  COM            565849106    27486  1291032 SH       DEFINED 03
1291032
 MARCUS CORP                        COM            566330106     1157    81472 SH       DEFINED 03
81472
 MARKEL CORP                        COM            570535104      247     1200 SH       DEFINED 03              1200

 MARSH & MCLENNAN COS INC           COM            571748102    41061   888564 SH       DEFINED 03
888564
 MARSHALL & ILSLEY CORP             COM            571834100     8676   316887 SH       DEFINED 03
316887
 MARRIOTT INTL INC NEW              CL A           571903202    13533   411710 SH       DEFINED 03
411710
 MARRIOTT INTL INC NEW              CL A           571903202       18      553 SH       DEFINED 09
553
 MARTEK BIOSCIENCES CORP            COM            572901106      213     8500 SH       DEFINED 03
8500
 MARTIN MARIETTA MATLS INC          COM            573284106     1264    41239 SH       DEFINED 03
41239
 MASCO CORP                         COM            574599106    21420  1017564 SH       DEFINED 03
1017564
 MASSEY ENERGY CORP                 COM            576206106     2034   209295 SH       DEFINED 03            209295

 MATERIAL SCIENCES CORP             COM            576674105      462    35694 SH       DEFINED 03
35694
 MATRIXONE INC                      COM            57685P304       52    12200 SH       DEFINED 03
12200
 MATTEL INC                         COM            577081102    12254   639886 SH       DEFINED 03
639886
 MATTHEWS INTL CORP                 CL A           577128101      239    10700 SH       DEFINED 03
10700
 MAXTOR CORP                        COM NEW        577729205      341    67304 SH       DEFINED 03
67304
 MAXIM INTEGRATED PRODS INC         COM            57772K101    20997   635490 SH       DEFINED 03
635490
 MAXIM INTEGRATED PRODS INC         COM            57772K101       38     1145 SH       DEFINED 09
1145
 MAXYGEN INC                        COM            577776107       96    12600 SH       DEFINED 03             12600

 MAY DEPT STORES CO                 COM            577778103    18717   814503 SH       DEFINED 03
814503
 MAVERICK TUBE CORP                 COM            577914104     1369   105100 SH       DEFINED 03
105100
 MAXIMUS INC                        COM            577933104     1592    60995 SH       DEFINED 03
60995
 MAYTAG CORP                        COM            578592107    14983   525717 SH       DEFINED 03
525717
 MCCLATCHY CO                       CL A           579489105      277     4875 SH       DEFINED 03
4875
 MCCORMICK & CO INC                 COM NON VTG    579780206     3017   130030 SH       DEFINED 03
130030
 MCDATA CORP                        CL A           580031201     4082   574908 SH       DEFINED 03
574908
 MCDERMOTT INTL INC                 COM            580037109      379    86502 SH       DEFINED 03             86502

 MCDONALDS CORP                     COM            580135101    45848  2851242 SH       DEFINED 03
2851242
 MCG CAPITAL CORP                   COM            58047P107      114    10600 SH       DEFINED 03
10600
 MCGRAW HILL COS INC                COM            580645109    29766   492486 SH       DEFINED 03
492486
 MCKESSON CORP                      COM            58155Q103    15480   572715 SH       DEFINED 03
572715
 MEADE INSTRUMENTS CORP             COM            583062104      139    44555 SH       DEFINED 03
44555
 MEADWESTVACO CORP                  COM            583334107    20538   831172 SH       DEFINED 03
831172
 MEDAREX INC                        COM            583916101       84    21300 SH       DEFINED 03
21300
 MEDIA GEN INC                      CL A           584404107     2481    41381 SH       DEFINED 03             41381

 MEDIACOM COMMUNICATIONS CORP       CL A           58446K105      340    38600 SH       DEFINED 03
38600
 MEDICINES CO                       COM            584688105      194    12100 SH       DEFINED 03
12100
 MEDICIS PHARMACEUTICAL CORP        CL A NEW       584690309     5754   115853 SH       DEFINED 03
115853
 MEDIMMUNE INC                      COM            584699102     9933   365596 SH       DEFINED 03
365596
 MEDTRONIC INC                      COM            585055106    98680  2164031 SH       DEFINED 03
2164031
 MELLON FINL CORP                   COM            58551A108    16930   648407 SH       DEFINED 03
648407
 MEMBERWORKS INC                    COM            586002107     1612    89680 SH       DEFINED 03
89680
 MENS WEARHOUSE INC                 COM            587118100     1857   108255 SH       DEFINED 03            108255

 MENTOR CORP MINN                   COM            587188103     4173   108392 SH       DEFINED 03
108392
 MENTOR GRAPHICS CORP               COM            587200106      458    58232 SH       DEFINED 03
58232
 MERCANTILE BANKSHARES CORP         COM            587405101     2944    76277 SH       DEFINED 03
76277
 MERCK & CO INC                     COM            589331107   267767  4730030 SH       DEFINED 03
4730030
 MERCK & CO INC                     COM            589331107    17986   317717 SH       DEFINED 09
317717
 MERCURY COMPUTER SYS               COM            589378108     4013   131497 SH       DEFINED 03
131497
 MERCURY GENL CORP NEW              COM            589400100      207     5500 SH       DEFINED 03
5500
 MERCURY INTERACTIVE CORP           COM            589405109     3607   121662 SH       DEFINED 03            121662

 MEREDITH CORP                      COM            589433101     6100   148391 SH       DEFINED 03
148391
 MERISTAR HOSPITALITY CORP          COM            58984Y103      101    15300 SH       DEFINED 03
15300
 MERRILL LYNCH & CO INC             COM            590188108    66290  1746767 SH       DEFINED 03
1746767
 MESA AIR GROUP INC                 COM            590479101      368    90309 SH       DEFINED 03
90309
 METHODE ELECTRS INC                CL A           591520200     1892   172467 SH       DEFINED 03
172467
 METLIFE INC                        COM            59156R108    58718  2171509 SH       DEFINED 03
2171509
 METRIS COS INC                     COM            591598107      213    86216 SH       DEFINED 03
86216
 METRO GOLDWYN MAYER INC            COM            591610100      338    26000 SH       DEFINED 03             26000

 METRO GOLDWYN MAYER INC            COM            591610100       25     1891 SH       DEFINED 09
1891
 METRO ONE TELECOMMUNICATIONS       COM            59163F105      463    71841 SH       DEFINED 03
71841
 MICHAELS STORES INC                COM            594087108     1318    42100 SH       DEFINED 03
42100
 MICREL INC                         COM            594793101      502    55901 SH       DEFINED 03
55901
 MICROS SYS INC                     COM            594901100     1109    49469 SH       DEFINED 03
49469
 MICROSOFT CORP                     COM            594918104   581964 11256557 SH       DEFINED 03
11256557
 MICROSOFT CORP                     COM            594918104     6854   132576 SH       DEFINED 09
132576
 MICROCHIP TECHNOLOGY INC           COM            595017104     5878   240424 SH       DEFINED 03            240424

 MICROCHIP TECHNOLOGY INC           COM            595017104       44     1800 SH       DEFINED 09
1800
 MICROMUSE INC                      COM            595094103      121    31600 SH       DEFINED 03
31600
 MICRON TECHNOLOGY INC              COM            595112103     8920   915799 SH       DEFINED 03
915799
 MICRON TECHNOLOGY INC              COM            595112103       23     2371 SH       DEFINED 09
2371
 MICROSEMI CORP                     COM            595137100      475    78055 SH       DEFINED 03
78055
 MICROTUNE INC DEL                  COM            59514P109       46    14700 SH       DEFINED 03
14700
 MICROTEK MEDICAL HLDGS INC         COM            59515B109       48    20000 SH       DEFINED 03
20000
 MID ATLANTIC MED SVCS INC          COM            59523C107     4466   137844 SH       DEFINED 03            137844

 MIDAS GROUP INC                    COM            595626102      268    41742 SH       DEFINED 03
41742
 MIDWEST EXPRESS HLDGS INC          COM            597911106      228    42555 SH       DEFINED 03
42555
 MIDWAY GAMES INC                   COM            598148104      522   125076 SH       DEFINED 03
125076
 MILACRON INC                       COM            598709103      589    98960 SH       DEFINED 03
98960
 MILLENNIUM PHARMACEUTICALS I       COM            599902103     1898   239058 SH       DEFINED 03
239058
 MILLENNIUM CHEMICALS INC           COM            599903101      264    27700 SH       DEFINED 03
27700
 MILLER HERMAN INC                  COM            600544100      911    49484 SH       DEFINED 03
49484
 MILLIPORE CORP                     COM            601073109     2720    80000 SH       DEFINED 03             80000

 MILLS CORP                         COM            601148109      264     9000 SH       DEFINED 03
9000
 MINERALS TECHNOLOGIES INC          COM            603158106     2557    59251 SH       DEFINED 03
59251
 MIPS TECHNOLOGIES INC              CL A           604567107       80    26300 SH       DEFINED 03
26300
 MIRANT CORP                        COM            604675108     1125   601856 SH       DEFINED 03
601856
 MISSISSIPPI CHEM CORP              COM NEW        605288208        4    13400 SH       DEFINED 03
13400
 MOBILE MINI INC                    COM            60740F105      602    38405 SH       DEFINED 03
38405
 MODINE MFG CO                      COM            607828100      590    33356 SH       DEFINED 03
33356
 MOHAWK INDS INC                    COM            608190104     3556    62442 SH       DEFINED 03             62442

 MOLEX INC                          COM            608554101     6826   296271 SH       DEFINED 03
296271
 MONACO COACH CORP                  COM            60886R103     1362    82275 SH       DEFINED 03
82275
 MONOLITHIC SYS TECHNOLOGY IN       COM            609842109      130    10800 SH       DEFINED 03
10800
 MONSANTO CO NEW                    COM            61166W101    11122   577769 SH       DEFINED 03
577769
 MONY GROUP INC                     COM            615337102     1436    59972 SH       DEFINED 03
59972
 MOODYS CORP                        COM            615369105    10039   243128 SH       DEFINED 03
243128
 MORGAN STANLEY                     COM NEW        617446448    88890  2226696 SH       DEFINED 03
2226696
 MOTOROLA INC                       COM            620076109    37942  4386379 SH       DEFINED 03           4386379

 MOTOROLA INC                       COM            620076109       31     3532 SH       DEFINED 09
3532
 MOVIE GALLERY INC                  COM            624581104      170    13100 SH       DEFINED 03
13100
 MUELLER INDS INC                   COM            624756102     2595    95224 SH       DEFINED 03
95224
 MULTIMEDIA GAMES INC               COM            625453105      233     8500 SH       DEFINED 03
8500
 MURPHY OIL CORP                    COM            626717102     2813    65650 SH       DEFINED 03
65650
 MYERS INDS INC                     COM            628464109      902    84276 SH       DEFINED 03
84276
 MYKROLIS CORP                      COM            62852P103      135    18518 SH       DEFINED 03
18518
 MYLAN LABS INC                     COM            628530107    18224   522167 SH       DEFINED 03            522167

 NBT BANCORP INC                    COM            628778102      259    15200 SH       DEFINED 03
15200
 NBTY INC                           COM            628782104     3581   203699 SH       DEFINED 03
203699
 NCI BUILDING SYS INC               COM            628852105      371    17000 SH       DEFINED 03
17000
 NCO GROUP INC                      COM            628858102     1103    69150 SH       DEFINED 03
69150
 NCR CORP NEW                       COM            62886E108     3550   149555 SH       DEFINED 03
149555
 NIC INC                            COM            62914B100       25    17600 SH       DEFINED 03
17600
 NL INDS INC                        COM NEW        629156407      226    13300 SH       DEFINED 03
13300
 NN INC                             COM            629337106      135    13500 SH       DEFINED 03             13500

 NPS PHARMACEUTICALS INC            COM            62936P103      254    10100 SH       DEFINED 03
10100
 NUI CORP                           COM            629431107      881    51048 SH       DEFINED 03
51048
 NVR INC                            COM            62944T105     7344    22494 SH       DEFINED 03
22494
 NASH FINCH CO                      COM            631158102      450    58212 SH       DEFINED 03
58212
 NATIONAL CITY CORP                 COM            635405103    57217  2094343 SH       DEFINED 03
2094343
 NATIONAL COMMERCE FINL CORP        COM            63545P104     5649   236844 SH       DEFINED 03
236844
 NATIONAL FUEL GAS CO N J           COM            636180101     2365   114104 SH       DEFINED 03
114104
 NATIONAL HEALTH INVS INC           COM            63633D104      442    27500 SH       DEFINED 03             27500

 NATIONAL INSTRS CORP               COM            636518102     1033    31786 SH       DEFINED 03
31786
 NATIONAL-OILWELL INC               COM            637071101     1410    64581 SH       DEFINED 03
64581
 NATIONAL PENN BANCSHARES INC       COM            637138108      212     7987 SH       DEFINED 03
7987
 NATIONAL PRESTO INDS INC           COM            637215104      512    17434 SH       DEFINED 03
17434
 NATIONAL SEMICONDUCTOR CORP        COM            637640103     9149   609516 SH       DEFINED 03
609516
 NATIONAL SEMICONDUCTOR CORP        COM            637640103       27     1783 SH       DEFINED 09
1783
 NATIONWIDE HEALTH PPTYS INC        COM            638620104      330    22100 SH       DEFINED 03
22100
 NATURES SUNSHINE PRODUCTS IN       COM            639027101      372    38300 SH       DEFINED 03             38300

 NAUTICA ENTERPRISES INC            COM            639089101     1173   105617 SH       DEFINED 03
105617
 NAUTILUS GROUP INC                 COM            63910B102      151    11300 SH       DEFINED 03
11300
 NAVISTAR INTL CORP NEW             COM            63934E108     5911   243161 SH       DEFINED 03
243161
 NAVIGANT CONSULTING INC            COM            63935N107       71    12050 SH       DEFINED 03
12050
 NDCHEALTH CORP                     COM            639480102     1935    97253 SH       DEFINED 03
97253
 NEIMAN MARCUS GROUP INC            CL A           640204202     2361    77686 SH       DEFINED 03
77686
 NELSON THOMAS INC                  COM            640376109      337    33615 SH       DEFINED 03
33615
 NETBANK INC                        COM            640933107      186    19236 SH       DEFINED 03             19236

 NETWORKS ASSOCS INC                COM            640938106     1800   111876 SH       DEFINED 03
111876
 NETEGRITY INC                      COM            64110P107      284    87224 SH       DEFINED 03
87224
 NETRO CORP                         COM            64114R109       31    11400 SH       DEFINED 03
11400
 NETIQ CORP                         COM            64115P102      185    14995 SH       DEFINED 03
14995
 NETSCREEN TECHNOLOGIES INC         COM            64117V107      771    45800 SH       DEFINED 03
45800
 NETWORK EQUIP TECHNOLOGIES         COM            641208103      251    64061 SH       DEFINED 03
64061
 NETWORK APPLIANCE INC              COM            64120L104     5054   505436 SH       DEFINED 03
505436
 NEUBERGER BERMAN INC               COM            641234109     2036    60790 SH       DEFINED 03             60790

 NEUROCRINE BIOSCIENCES INC         COM            64125C109      443     9700 SH       DEFINED 03
9700
 NEW CENTURY FINANCIAL CORP         COM            64352D101     1886    74300 SH       DEFINED 03
74300
 NEW ENGLAND BUSINESS SVC INC       COM            643872104      999    40927 SH       DEFINED 03
40927
 NEW FOCUS INC                      COM            644383101       80    20900 SH       DEFINED 03
20900
 NEW JERSEY RES                     COM            646025106     2337    73989 SH       DEFINED 03
73989
 NEW PLAN EXCEL RLTY TR INC         COM            648053106     1508    79001 SH       DEFINED 03
79001
 NEW YORK CMNTY BANCORP INC         COM            649445103    14427   499534 SH       DEFINED 03
499534
 NEW YORK TIMES CO                  CL A           650111107    16838   368206 SH       DEFINED 03            368206

 NEWELL RUBBERMAID INC              COM            651229106    12130   399943 SH       DEFINED 03
399943
 NEWFIELD EXPL CO                   COM            651290108     4383   121595 SH       DEFINED 03
121595
 NEWHALL LAND & FARMING CO CA       DEPOSITARY REC 651426108      207     7200 SH       DEFINED 03
7200
 NEWMONT MINING CORP                COM            651639106    17059   587650 SH       DEFINED 03
587650
 NEWPARK RES INC                    COM PAR $.01NE 651718504      121    27800 SH       DEFINED 03
27800
 NEWPORT CORP                       COM            651824104      517    41152 SH       DEFINED 03
41152
 NEXTEL COMMUNICATIONS INC          CL A           65332V103      578    50000 SH       DEFINED 00
50000
 NEXTEL COMMUNICATIONS INC          CL A           65332V103    30824  2668719 SH       DEFINED 03           2668719

 NEXTEL COMMUNICATIONS INC          CL A           65332V103       12     1044 SH       DEFINED 09
1044
 NEXTEL PARTNERS INC                CL A           65333F107      189    31200 SH       DEFINED 03
31200
 NICOR INC                          COM            654086107    15604   458551 SH       DEFINED 03
458551
 NIKE INC                           CL B           654106103    18402   413804 SH       DEFINED 03
413804
 NIKE INC                           CL B           654106103      415     9343 SH       DEFINED 09
9343
 99 CENTS ONLY STORES               COM            65440K106     2940   109471 SH       DEFINED 03
109471
 NISOURCE INC                       COM            65473P105    11039   551963 SH       DEFINED 03
551963
 NOKIA CORP                         SPONSORED ADR  654902204      922    59486 SH       DEFINED 03             59486

 NOBLE ENERGY INC                   COM            655044105     3177    84599 SH       DEFINED 03
84599
 NORDSON CORP                       COM            655663102      889    35806 SH       DEFINED 03
35806
 NORDSTROM INC                      COM            655664100     3859   203441 SH       DEFINED 03
203441
 NORFOLK SOUTHERN CORP              COM            655844108    11610   580766 SH       DEFINED 03
580766
 NORTEK HOLDINGS INC                COM            656557105      663    14500 SH       DEFINED 03
14500
 NORTH FORK BANCORPORATION NY       COM            659424105     8287   245603 SH       DEFINED 03
245603
 NORTHEAST UTILS                    COM            664397106     3125   205966 SH       DEFINED 03
205966
 NORTHERN TR CORP                   COM            665859104    11518   328626 SH       DEFINED 03            328626

 NORTHROP GRUMMAN CORP              COM            666807102    44921   463105 SH       DEFINED 03
463105
 NORTHWEST AIRLS CORP               CL A           667280101       85    11600 SH       DEFINED 03
11600
 NORTHWEST BANCORP INC PA           COM            667328108      229    15500 SH       DEFINED 03
15500
 NORTHWEST NAT GAS CO               COM            667655104     1939    71671 SH       DEFINED 03
71671
 NORTHWESTERN CORP                  COM            668074107      628   123703 SH       DEFINED 03
123703
 NOVASTAR FINL INC                  COM            669947400      385    12400 SH       DEFINED 03
12400
 NOVELL INC                         COM            670006105     2141   641109 SH       DEFINED 03
641109
 NOVELLUS SYS INC                   COM            670008101     6503   231582 SH       DEFINED 03            231582

 NOVELLUS SYS INC                   COM            670008101       33     1159 SH       DEFINED 09
1159
 NOVEN PHARMACEUTICALS INC          COM            670009109      842    91211 SH       DEFINED 03
91211
 NU SKIN ENTERPRISES INC            CL A           67018T105      267    22300 SH       DEFINED 03
22300
 NSTAR                              COM            67019E107     2698    60784 SH       DEFINED 03
60784
 NUCOR CORP                         COM            670346105    10902   263982 SH       DEFINED 03
263982
 NUEVO ENERGY CO                    COM            670509108      793    71405 SH       DEFINED 03
71405
 NVIDIA CORP                        COM            67066G104     2546   221193 SH       DEFINED 03
221193
 NVIDIA CORP                        COM            67066G104       17     1515 SH       DEFINED 09              1515

 NYFIX INC                          COM            670712108      368    81860 SH       DEFINED 03
81860
 O CHARLEYS INC                     COM            670823103     1106    53870 SH       DEFINED 03
53870
 OGE ENERGY CORP                    COM            670837103     1556    88427 SH       DEFINED 03
88427
 OM GROUP INC                       COM            670872100     1436   208650 SH       DEFINED 03
208650
 OSI PHARMACEUTICALS INC            COM            671040103      261    15900 SH       DEFINED 03
15900
 OAK TECHNOLOGY INC                 COM            671802106       69    26200 SH       DEFINED 03
26200
 OAKLEY INC                         COM            673662102      153    14900 SH       DEFINED 03
14900
 OCCIDENTAL PETE CORP DEL           COM            674599105    52583  1848268 SH       DEFINED 03           1848268

 OCEAN ENERGY INC DEL               COM            67481E106     6098   305351 SH       DEFINED 03
305351
 OCEANEERING INTL INC               COM            675232102     2166    87540 SH       DEFINED 03
87540
 OCWEN FINL CORP                    COM            675746101       97    34800 SH       DEFINED 03
34800
 ODYSSEY HEALTHCARE INC             COM            67611V101      222     6400 SH       DEFINED 03
6400
 OFFICE DEPOT INC                   COM            676220106    13856   938786 SH       DEFINED 03
938786
 OFFICEMAX INC                      COM            67622M108      198    39500 SH       DEFINED 03
39500
 OFFSHORE LOGISTICS INC             COM            676255102     1480    67504 SH       DEFINED 03
67504
 OHIO CAS CORP                      COM            677240103      910    70248 SH       DEFINED 03             70248

 OIL STS INTL INC                   COM            678026105      335    26000 SH       DEFINED 03
26000
 OLD REP INTL CORP                  COM            680223104     7325   261601 SH       DEFINED 03
261601
 OLIN CORP                          COM PAR $1     680665205      889    57193 SH       DEFINED 03
57193
 OMNICARE INC                       COM            681904108     1861    78111 SH       DEFINED 03
78111
 OMNICOM GROUP INC                  COM            681919106    17907   277193 SH       DEFINED 03
277193
 OMNICOM GROUP INC                  COM            681919106      335     5192 SH       DEFINED 09
5192
 OMNIVISION TECHNOLOGIES INC        COM            682128103      541    39900 SH       DEFINED 03
39900
 OMNOVA SOLUTIONS INC               COM            682129101      430   106630 SH       DEFINED 03            106630

 ON ASSIGNMENT INC                  COM            682159108      576    67618 SH       DEFINED 03
67618
 ONEOK INC NEW                      COM            682680103     1593    82944 SH       DEFINED 03
82944
 ON2 TECHNOLOGIES INC               COM            68338A107        3    10100 SH       DEFINED 03
10100
 ONYX SOFTWARE CORP                 COM            683402101       20    12700 SH       DEFINED 03
12700
 OPENWAVE SYS INC                   COM            683718100       94    47247 SH       DEFINED 03
47247
 OPLINK COMMUNICATIONS INC          COM            68375Q106       22    27900 SH       DEFINED 03
27900
 ORACLE CORP                        COM            68389X105   110629 10243456 SH       DEFINED 03
10243456
 ORACLE CORP                        COM            68389X105     6217   575621 SH       DEFINED 09            575621

 ORBITAL SCIENCES CORP              COM            685564106       56    13300 SH       DEFINED 03
13300
 O REILLY AUTOMOTIVE INC            COM            686091109     3396   134272 SH       DEFINED 03
134272
 ORTHODONTIC CTRS AMER INC          COM            68750P103     1512   138622 SH       DEFINED 03
138622
 OSHKOSH B GOSH INC                 CL A           688222207     1221    43522 SH       DEFINED 03
43522
 OSHKOSH TRUCK CORP                 COM            688239201     3248    52805 SH       DEFINED 03
52805
 OSTEOTECH INC                      COM            688582105      255    39555 SH       DEFINED 03
39555
 OSTEX INTL INC                     COM            68859Q101       82    46500 SH       DEFINED 03
46500
 OTTER TAIL CORP                    COM            689648103      218     8100 SH       DEFINED 03              8100

 OUTBACK STEAKHOUSE INC             COM            689899102     2225    64600 SH       DEFINED 03
64600
 OVERSEAS SHIPHOLDING GROUP I       COM            690368105     1380    77079 SH       DEFINED 03
77079
 OVERTURE SVCS INC                  COM            69039R100      890    32600 SH       DEFINED 03
32600
 OWENS & MINOR INC NEW              COM            690732102     1734   105603 SH       DEFINED 03
105603
 OWENS ILL INC                      COM NEW        690768403      567    38900 SH       DEFINED 03
38900
 OXFORD HEALTH PLANS INC            COM            691471106     7348   201584 SH       DEFINED 03
201584
 OXFORD INDS INC                    COM            691497309      488    19041 SH       DEFINED 03
19041
 PC-TEL INC                         COM            69325Q105      409    60261 SH       DEFINED 03             60261

 PDF SOLUTIONS INC                  COM            693282105       79    11400 SH       DEFINED 03
11400
 PG&E CORP                          COM            69331C108    13831   995047 SH       DEFINED 03
995047
 P F CHANGS CHINA BISTRO INC        COM            69333Y108     2650    72990 SH       DEFINED 03
72990
 PMC-SIERRA INC                     COM            69344F106     1214   218318 SH       DEFINED 03
218318
 PMI GROUP INC                      COM            69344M101     5090   169428 SH       DEFINED 03
169428
 PNC FINL SVCS GROUP INC            COM            693475105    35285   842131 SH       DEFINED 03
842131
 PNM RES INC                        COM            69349H107     2325    97595 SH       DEFINED 03
97595
 PPG INDS INC                       COM            693506107    25097   500434 SH       DEFINED 03            500434

 PPL CORP                           COM            69351T106    15886   458075 SH       DEFINED 03
458075
 PRG-SCHULTZ INTERNATIONAL IN       COM            69357C107     1666   187151 SH       DEFINED 03
187151
 PS BUSINESS PKS INC CALIF          COM            69360J107      226     7100 SH       DEFINED 03
7100
 PSS WORLD MED INC                  COM            69366A100      222    32400 SH       DEFINED 03
32400
 PTEK HLDGS INC                     COM            69366M104       68    15500 SH       DEFINED 03
15500
 PACCAR INC                         COM            693718108     8073   174998 SH       DEFINED 03
174998
 PACIFIC CAP BANCORP NEW            COM            69404P101      349    13699 SH       DEFINED 03
13699
 PACIFIC SUNWEAR CALIF INC          COM            694873100     2451   138565 SH       DEFINED 03            138565

 PACIFICARE HEALTH SYS DEL          COM            695112102     5737   204157 SH       DEFINED 03
204157
 PACKAGING CORP AMER                COM            695156109     1493    81833 SH       DEFINED 03
81833
 PACTIV CORP                        COM            695257105     7363   336816 SH       DEFINED 03
336816
 PALL CORP                          COM            696429307     3077   184501 SH       DEFINED 03
184501
 PALM INC                           COM NEW        696642206      227    14454 SH       DEFINED 03
14454
 PANAMSAT CORP NEW                  COM            697933109     1103    75326 SH       DEFINED 03
75326
 PAN PACIFIC RETAIL PPTYS INC       COM            69806L104      512    14004 SH       DEFINED 03
14004
 PANERA BREAD CO                    CL A           69840W108     2743    78810 SH       DEFINED 03             78810

 PAPA JOHNS INTL INC                COM            698813102     3393   121717 SH       DEFINED 03
121717
 PARAMETRIC TECHNOLOGY CORP         COM            699173100     1199   475621 SH       DEFINED 03
475621
 PAREXEL INTL CORP                  COM            699462107      809    73654 SH       DEFINED 03
73654
 PARK ELECTROCHEMICAL CORP          COM            700416209     1244    64804 SH       DEFINED 03
64804
 PARK PL ENTMT CORP                 COM            700690100     7725   919597 SH       DEFINED 03
919597
 PARKER DRILLING CO                 COM            701081101       32    14300 SH       DEFINED 03
14300
 PARKER HANNIFIN CORP               COM            701094104    14922   323475 SH       DEFINED 03
323475
 PARTHUSCEVA INC                    COM            70212E106      142    24080 SH       DEFINED 03             24080

 PATINA OIL & GAS CORP              COM            703224105     4652   146987 SH       DEFINED 03
146987
 PATHMARK STORES INC NEW            COM            70322A101       61    12100 SH       DEFINED 03
12100
 PATHMARK STORES INC NEW            *W EXP 09/10/2 70322A119       14    17625 SH       DEFINED 00
17625
 PATTERSON DENTAL CO                COM            703412106     1853    42356 SH       DEFINED 03
42356
 PATTERSON UTI ENERGY INC           COM            703481101     1526    50596 SH       DEFINED 03
50596
 PAXAR CORP                         COM            704227107     2542   172360 SH       DEFINED 03
172360
 PAXSON COMMUNICATIONS CORP         COM            704231109       50    24100 SH       DEFINED 03
24100
 PAYCHEX INC                        COM            704326107    15635   560393 SH       DEFINED 03            560393

 PAYCHEX INC                        COM            704326107     1072    38440 SH       DEFINED 09
38440
 PAYLESS SHOESOURCE INC             COM            704379106     3739    72636 SH       DEFINED 03
72636
 PEABODY ENERGY CORP                COM            704549104     1228    42000 SH       DEFINED 03
42000
 PEARSON PLC                        SPONSORED ADR  705015105      169    18109 SH       DEFINED 03
18109
 PEDIATRIX MED GROUP                COM            705324101     2714    67754 SH       DEFINED 03
67754
 PEGASUS SOLUTIONS INC              COM            705906105      795    79311 SH       DEFINED 03
79311
 PENFORD CORP                       COM            707051108      275    19484 SH       DEFINED 03
19484
 PENN NATL GAMING INC               COM            707569109      195    12300 SH       DEFINED 03             12300

 PENNEY J C INC                     COM            708160106     8998   391032 SH       DEFINED 03
391032
 PENNSYLVANIA RL ESTATE INVT        SH BEN INT     709102107      268    10300 SH       DEFINED 03
10300
 PENTAIR INC                        COM            709631105     7233   209342 SH       DEFINED 03
209342
 PEOPLES ENERGY CORP                COM            711030106    10147   262545 SH       DEFINED 03
262545
 PEOPLESOFT INC                     COM            712713106     8655   472976 SH       DEFINED 03
472976
 PEP BOYS MANNY MOE & JACK          COM            713278109     2006   172950 SH       DEFINED 03
172950
 PEPCO HOLDINGS INC                 COM            713291102     4761   245525 SH       DEFINED 03
245525
 PEPSI BOTTLING GROUP INC           COM            713409100    20503   797768 SH       DEFINED 03            797768

 PEPSIAMERICAS INC                  COM            71343P200     4128   307389 SH       DEFINED 03
307389
 PEPSICO INC                        COM            713448108   143487  3398555 SH       DEFINED 03
3398555
 PEPSICO INC                        COM            713448108     1110    26301 SH       DEFINED 09
26301
 PER-SE TECHNOLOGIES INC            COM NEW        713569309       99    11033 SH       DEFINED 03
11033
 PEREGRINE PHARMACEUTICALS IN       COM            713661106       11    14000 SH       DEFINED 03
14000
 PERFORMANCE FOOD GROUP CO          COM            713755106     4082   120209 SH       DEFINED 03
120209
 PERICOM SEMICONDUCTOR CORP         COM            713831105      620    74661 SH       DEFINED 03
74661
 PERKINELMER INC                    COM            714046109     1491   180782 SH       DEFINED 03            180782

 PEROT SYS CORP                     CL A           714265105      109    10200 SH       DEFINED 03
10200
 PERRIGO CO                         COM            714290103     1275   104947 SH       DEFINED 03
104947
 PETROLEO BRASILEIRO SA PETRO       SPONSORED ADR  71654V101      168    12500 SH       DEFINED 03
12500
 PETSMART INC                       COM            716768106    12161   709930 SH       DEFINED 03
709930
 PFIZER INC                         COM            717081103   419216 13713303 SH       DEFINED 03
13713303
 PFIZER INC                         COM            717081103      393    12862 SH       DEFINED 09
12862
 PHARMACEUTICAL PROD DEV INC        COM            717124101     4407   150550 SH       DEFINED 03
150550
 PHARMACEUTICAL RES INC             COM            717125108      215     7200 SH       DEFINED 03              7200

 PHARMACIA CORP                     COM            71713U102    96891  2317968 SH       DEFINED 03
2317968
 PHARMACIA CORP                     COM            71713U102     1128    26997 SH       DEFINED 09
26997
 PHELPS DODGE CORP                  COM            717265102     9489   299804 SH       DEFINED 03
299804
 PHILADELPHIA CONS HLDG CORP        COM            717528103     2038    57583 SH       DEFINED 03
57583
 PHILADELPHIA SUBN CORP             COM PAR $0.50  718009608     3575   173532 SH       DEFINED 03
173532
 PHILIP MORRIS COS INC              COM            718154107   166057  4097138 SH       DEFINED 03
4097138
 PHILIP MORRIS COS INC              COM            718154107    19108   471454 SH       DEFINED 09
471454
 PHILLIPS VAN HEUSEN CORP           COM            718592108     1090    94253 SH       DEFINED 03             94253

 PHOENIX COS INC NEW                COM            71902E109       80    10500 SH       DEFINED 03
10500
 PHOENIX TECHNOLOGY LTD             COM            719153108      388    67161 SH       DEFINED 03
67161
 PHOTON DYNAMICS INC                COM            719364101     1007    44155 SH       DEFINED 03
44155
 PHOTRONICS INC                     COM            719405102     1464   106850 SH       DEFINED 03
106850
 PIEDMONT NAT GAS INC               COM            720186105     3178    89889 SH       DEFINED 03
89889
 PIER 1 IMPORTS INC                 COM            720279108     1545    81600 SH       DEFINED 03
81600
 PINNACLE ENTMT INC                 COM            723456109      520    75068 SH       DEFINED 03
75068
 PINNACLE SYS INC                   COM            723481107     2948   216617 SH       DEFINED 03            216617

 PINNACLE WEST CAP CORP             COM            723484101     5558   163049 SH       DEFINED 03
163049
 PIONEER NAT RES CO                 COM            723787107     3521   139429 SH       DEFINED 03
139429
 PIONEER STD ELECTRS INC            COM            723877106      831    90488 SH       DEFINED 03
90488
 PITNEY BOWES INC                   COM            724479100    13439   411482 SH       DEFINED 03
411482
 PITTSTON CO                        COM BRINKS GRP 725701106     1875   101465 SH       DEFINED 03
101465
 PIXAR                              COM            725811103      249     4700 SH       DEFINED 03
4700
 PIXELWORKS INC                     COM            72581M107       81    13900 SH       DEFINED 03
13900
 PLACER DOME INC                    COM            725906101      300    26120 SH       DEFINED 03             26120

 PLAINS EXPL & PRODTN CO L P        COM            726505100      703    72132 SH       DEFINED 03
72132
 PLAINS RES INC                     COM PAR $0.10  726540503      857    72332 SH       DEFINED 03
72332
 PLANAR SYS INC                     COM            726900103     1014    49150 SH       DEFINED 03
49150
 PLANTRONICS INC NEW                COM            727493108     1428    94410 SH       DEFINED 03
94410
 PLAYTEX PRODS INC                  COM            72813P100      165    16700 SH       DEFINED 03
16700
 PLEXUS CORP                        COM            729132100      676    77012 SH       DEFINED 03
77012
 PLUM CREEK TIMBER CO INC           COM            729251108     6493   275114 SH       DEFINED 03
275114
 POGO PRODUCING CO                  COM            730448107     5864   157416 SH       DEFINED 03            157416

 POLARIS INDS INC                   COM            731068102     3821    65212 SH       DEFINED 03
65212
 POLO RALPH LAUREN CORP             CL A           731572103      377    17308 SH       DEFINED 03
17308
 POLYCOM INC                        COM            73172K104      773    81212 SH       DEFINED 03
81212
 POLYMEDICA CORP                    COM            731738100     1740    56427 SH       DEFINED 03
56427
 POLYONE CORP                       COM            73179P106     1060   270431 SH       DEFINED 03
270431
 POPE & TALBOT INC                  COM            732827100      665    46608 SH       DEFINED 03
46608
 POPULAR INC                        COM            733174106     1636    48416 SH       DEFINED 03
48416
 PORTAL SOFTWARE INC                COM            736126103       28    34500 SH       DEFINED 03             34500

 POSSIS MEDICAL INC                 COM            737407106      342    19000 SH       DEFINED 03
19000
 POST PPTYS INC                     COM            737464107      253    10600 SH       DEFINED 03
10600
 POTLATCH CORP                      COM            737628107      719    30125 SH       DEFINED 03
30125
 POWER INTEGRATIONS INC             COM            739276103     1556    91518 SH       DEFINED 03
91518
 POWER-ONE INC                      COM            739308104      747   131742 SH       DEFINED 03
131742
 POWERWAVE TECHNOLOGIES INC         COM            739363109      538    99629 SH       DEFINED 03
99629
 PRAECIS PHARMACEUTICALS INC        COM            739421105       43    13300 SH       DEFINED 03
13300
 PRAXAIR INC                        COM            74005P104    29608   512523 SH       DEFINED 03            512523

 PRE PAID LEGAL SVCS INC            COM            740065107     1776    67770 SH       DEFINED 03
67770
 PRECISION CASTPARTS CORP           COM            740189105     3668   151267 SH       DEFINED 03
151267
 PRENTISS PPTYS TR                  SH BEN INT     740706106      314    11100 SH       DEFINED 03
11100
 PRESIDENTIAL LIFE CORP             COM            740884101      827    83319 SH       DEFINED 03
83319
 PRICE COMMUNICATIONS CORP          COM NEW        741437305     2424   175304 SH       DEFINED 03
175304
 PRICE T ROWE GROUP INC             COM            74144T108     4841   177457 SH       DEFINED 03
177457
 PRICELINE COM INC                  COM            741503106       71    44100 SH       DEFINED 03
44100
 PRIDE INTL INC DEL                 COM            74153Q102     1589   106633 SH       DEFINED 03            106633

 PRIMEDIA INC                       COM            74157K101      168    81413 SH       DEFINED 03
81413
 PRIMA ENERGY CORP                  COM PAR $0.015 741901201      734    32814 SH       DEFINED 03
32814
 PRIME HOSPITALITY CORP             COM            741917108      969   118860 SH       DEFINED 03
118860
 PRINCIPAL FINANCIAL GROUP IN       COM            74251V102     1082    35896 SH       DEFINED 00
35896
 PRINCIPAL FINANCIAL GROUP IN       COM            74251V102    23791   789614 SH       DEFINED 03
789614
 PRIORITY HEALTHCARE CORP           CL B           74264T102     4666   201142 SH       DEFINED 03
201142
 PROASSURANCE CORP                  COM            74267C106      200     9544 SH       DEFINED 03
9544
 PROCTER & GAMBLE CO                COM            742718109   226496  2635516 SH       DEFINED 03           2635516

 PROGRESS ENERGY INC                COM            743263105    15107   348496 SH       DEFINED 03
348496
 PROGRESS SOFTWARE CORP             COM            743312100     1258    97160 SH       DEFINED 03
97160
 PROGRESSIVE CORP OHIO              COM            743315103    18217   367049 SH       DEFINED 03
367049
 PROLOGIS                           SH BEN INT     743410102      550    21854 SH       DEFINED 03
21854
 PROTECTION ONE INC                 COM            743663304       27    13600 SH       DEFINED 03
13600
 PROTECTIVE LIFE CORP               COM            743674103     2200    79956 SH       DEFINED 03
79956
 PROTEIN DESIGN LABS INC            COM            74369L103      780    91759 SH       DEFINED 03
91759
 PROVIDENT BANKSHARES CORP          COM            743859100     1969    85180 SH       DEFINED 03             85180

 PROVIDENT FINL GROUP INC           COM            743866105     1810    69539 SH       DEFINED 03
69539
 PROVINCE HEALTHCARE CO             COM            743977100     1287   132261 SH       DEFINED 03
132261
 PROVIDIAN FINL CORP                COM            74406A102     2860   440601 SH       DEFINED 03
440601
 PROXIM CORP                        CL A           744283102       29    33727 SH       DEFINED 03
33727
 PRUDENTIAL FINL INC                COM            744320102    18635   587100 SH       DEFINED 03
587100
 PUBLIC SVC ENTERPRISE GROUP        COM            744573106    19421   605009 SH       DEFINED 03
605009
 PUBLIC STORAGE INC                 COM            74460D109      456    14100 SH       DEFINED 03
14100
 PUGET ENERGY INC NEW               COM            745310102     2345   106333 SH       DEFINED 03            106333

 PULITZER INC                       COM            745769109      544    12100 SH       DEFINED 03
12100
 PULTE HOMES INC                    COM            745867101    15001   313360 SH       DEFINED 03
313360
 PULTE HOMES INC                    COM            745867101     1373    28675 SH       DEFINED 09
28675
 PUMATECH INC                       COM            745887109        8    11000 SH       DEFINED 03
11000
 QRS CORP                           COM            74726X105      271    41133 SH       DEFINED 03
41133
 QLOGIC CORP                        COM            747277101    33838   980525 SH       DEFINED 03
980525
 QLOGIC CORP                        COM            747277101       39     1143 SH       DEFINED 09
1143
 QAD INC                            COM            74727D108       84    24500 SH       DEFINED 03             24500

 QUAKER CHEM CORP                   COM            747316107      658    28377 SH       DEFINED 03
28377
 QUALCOMM INC                       COM            747525103    69950  1922219 SH       DEFINED 03
1922219
 QUANEX CORP                        COM            747620102     1634    48773 SH       DEFINED 03
48773
 QUANTA SVCS INC                    COM            74762E102      331    94711 SH       DEFINED 03
94711
 QUANTUM CORP                       COM DSSG       747906204      529   197993 SH       DEFINED 03
197993
 QUEST DIAGNOSTICS INC              COM            74834L100     6832   120067 SH       DEFINED 03
120067
 QUEST SOFTWARE INC                 COM            74834T103      162    15700 SH       DEFINED 03
15700
 QUESTAR CORP                       COM            748356102     2693    96790 SH       DEFINED 03             96790

 QUIKSILVER INC                     COM            74838C106     1696    63618 SH       DEFINED 03
63618
 QUINTILES TRANSNATIONAL CORP       COM            748767100     2184   180500 SH       DEFINED 03
180500
 QWEST COMMUNICATIONS INTL IN       COM            749121109    12399  2479854 SH       DEFINED 03
2479854
 QWEST COMMUNICATIONS INTL IN       COM            749121109       41     8282 SH       DEFINED 09
8282
 R & G FINANCIAL CORP               CL B           749136107      353    15200 SH       DEFINED 03
15200
 QUOVADX INC                        COM            74913K106       27    11200 SH       DEFINED 03
11200
 RFS HOTEL INVS INC                 COM            74955J108      173    15900 SH       DEFINED 03
15900
 R H DONNELLEY CORP                 COM NEW        74955W307      289     9854 SH       DEFINED 03              9854

 RLI CORP                           COM            749607107     1758    63014 SH       DEFINED 03
63014
 RPM INTL INC                       COM            749685103     3753   245584 SH       DEFINED 03
245584
 RSA SEC INC                        COM            749719100      346    57830 SH       DEFINED 03
57830
 RTI INTL METALS INC                COM            74973W107      592    58583 SH       DEFINED 03
58583
 RF MICRODEVICES INC                COM            749941100     4774   651275 SH       DEFINED 03
651275
 RADIAN GROUP INC                   COM            750236101     6292   169371 SH       DEFINED 03
169371
 RADIANT SYSTEMS INC                COM            75025N102      752    78110 SH       DEFINED 03
78110
 RADIO ONE INC                      CL A           75040P108      164    11200 SH       DEFINED 03             11200

 RADIOSHACK CORP                    COM            750438103     9922   529482 SH       DEFINED 03
529482
 RADISYS CORP                       COM            750459109      429    53712 SH       DEFINED 03
53712
 RAINBOW TECHNOLOGIES INC           COM            750862104      653    91089 SH       DEFINED 03
91089
 RAMBUS INC DEL                     COM            750917106      190    28300 SH       DEFINED 03
28300
 RALCORP HLDGS INC NEW              COM            751028101     2880   114560 SH       DEFINED 03
114560
 RANGE RES CORP                     COM            75281A109       60    11100 SH       DEFINED 03
11100
 RARE HOSPITALITY INTL INC          COM            753820109     1599    57890 SH       DEFINED 03
57890
 RATIONAL SOFTWARE CORP             COM NEW        75409P202     2780   267566 SH       DEFINED 03            267566

 RAYMOND JAMES FINANCIAL INC        COM            754730109     3549   119996 SH       DEFINED 03
119996
 RAYONIER INC                       COM            754907103     1545    34148 SH       DEFINED 03
34148
 RAYOVAC CORP                       COM            755081106      196    14700 SH       DEFINED 03
14700
 RAYTHEON CO                        COM NEW        755111507    26551   863432 SH       DEFINED 03
863432
 READ-RITE CORP                     COM            755246105       14    41400 SH       DEFINED 03
41400
 READERS DIGEST ASSN INC            CL A NON VTG   755267101     2238   148230 SH       DEFINED 03
148230
 REALNETWORKS INC                   COM            75605L104       98    25600 SH       DEFINED 03
25600
 REALTY INCOME CORP                 COM            756109104      382    10900 SH       DEFINED 03             10900

 RECOTON CORP                       COM            756268108      179   151515 SH       DEFINED 03
151515
 RED HAT INC                        COM            756577102      230    38900 SH       DEFINED 03
38900
 REDBACK NETWORKS INC               COM            757209101       58    68500 SH       DEFINED 03
68500
 REEBOK INTL LTD                    COM            758110100    15009   510520 SH       DEFINED 03
510520
 REGAL BELOIT CORP                  COM            758750103     1326    64048 SH       DEFINED 03
64048
 REGENCY CTRS CORP                  COM            758849103      201     6200 SH       DEFINED 03
6200
 REGENERON PHARMACEUTICALS          COM            75886F107     2175   117501 SH       DEFINED 03
117501
 REGIS CORP MINN                    COM            758932107     3261   125455 SH       DEFINED 03            125455

 REGIONS FINL CORP                  COM            758940100    21957   658196 SH       DEFINED 03
658196
 REHABCARE GROUP INC                COM            759148109      824    43212 SH       DEFINED 03
43212
 RELIANCE STEEL & ALUMINUM CO       COM            759509102     1846    88585 SH       DEFINED 03
88585
 RELIANT RES INC                    COM            75952B105      153    47766 SH       DEFINED 03
47766
 REMEC INC                          COM            759543101       63    16200 SH       DEFINED 03
16200
 REMINGTON OIL & GAS CORP           COM            759594302     1088    66311 SH       DEFINED 03
66311
 RENAL CARE GROUP INC               COM            759930100     4150   131166 SH       DEFINED 03
131166
 RENT A CTR INC NEW                 COM            76009N100      240     4800 SH       DEFINED 03              4800

 REPUBLIC BANCORP INC               COM            760282103      283    24061 SH       DEFINED 03
24061
 REPUBLIC SVCS INC                  COM            760759100    12140   578662 SH       DEFINED 03
578662
 RESMED INC                         COM            761152107     2722    89039 SH       DEFINED 03
89039
 RESPIRONICS INC                    COM            761230101     3202   105229 SH       DEFINED 03
105229
 RETEK INC                          COM            76128Q109      149    54766 SH       DEFINED 03
54766
 REYNOLDS & REYNOLDS CO             CL A           761695105     4164   163477 SH       DEFINED 03
163477
 REYNOLDS R J TOB HLDGS INC         COM            76182K105     5120   121575 SH       DEFINED 03
121575
 RIGGS NATL CORP WASH DC            COM            766570105     1260    81325 SH       DEFINED 03             81325

 RIGHT MGMT CONSULTANTS INC         COM            766573109      447    33700 SH       DEFINED 03
33700
 RITE AID CORP                      COM            767754104      125    50970 SH       DEFINED 03
50970
 RIVERSTONE NETWORKS INC            COM            769320102       80    37768 SH       DEFINED 03
37768
 ROADWAY CORP                       COM            769742107     3179    86354 SH       DEFINED 03
86354
 ROBBINS & MYERS INC                COM            770196103      693    37662 SH       DEFINED 03
37662
 ROBERT HALF INTL INC               COM            770323103     4235   262854 SH       DEFINED 03
262854
 ROCK-TENN CO                       CL A           772739207     1289    95600 SH       DEFINED 03
95600
 ROCKWELL AUTOMATION INC            COM            773903109    14453   697881 SH       DEFINED 03            697881

 ROCKWELL COLLINS INC               COM            774341101    14762   634672 SH       DEFINED 03
634672
 ROGERS CORP                        COM            775133101      914    41083 SH       DEFINED 03
41083
 ROHM & HAAS CO                     COM            775371107    17170   528620 SH       DEFINED 03
528620
 ROHN INDS INC                      COM            775381106        1    13300 SH       DEFINED 03
13300
 ROLLINS INC                        COM            775711104      617    24251 SH       DEFINED 03
24251
 ROPER INDS INC NEW                 COM            776696106     3095    84574 SH       DEFINED 03
84574
 ROSLYN BANCORP INC                 COM            778162107     4196   232697 SH       DEFINED 03
232697
 ROSS STORES INC                    COM            778296103     5106   120464 SH       DEFINED 03            120464

 ROSTELECOM OPEN JT STK LNG D       SPONSORED ADR  778529107      138    19380 SH       DEFINED 03
19380
 ROUSE CO                           COM            779273101      250     7900 SH       DEFINED 03
7900
 ROWAN COS INC                      COM            779382100    10797   475644 SH       DEFINED 03
475644
 ROXIO INC                          COM            780008108      250    52512 SH       DEFINED 03
52512
 ROYAL APPLIANCE MFG CO             COM            780076105      320    44005 SH       DEFINED 03
44005
 ROYAL DUTCH PETE CO                NY REG EUR .56 780257804    35314   802234 SH       DEFINED 03
802234
 ROYAL GOLD INC                     COM            780287108      207     8300 SH       DEFINED 03
8300
 RUBY TUESDAY INC                   COM            781182100     2779   160719 SH       DEFINED 03            160719

 RUDDICK CORP                       COM            781258108      627    45795 SH       DEFINED 03
45795
 RUDOLPH TECHNOLOGIES INC           COM            781270103      834    43528 SH       DEFINED 03
43528
 RUSS BERRIE & CO                   COM            782233100     1840    54469 SH       DEFINED 03
54469
 RUSSELL CORP                       COM            782352108     1763   105296 SH       DEFINED 03
105296
 RYANS FAMILY STEAK HOUSE INC       COM            783519101     2414   212708 SH       DEFINED 03
212708
 RYDER SYS INC                      COM            783549108    10793   480952 SH       DEFINED 03
480952
 RYERSON TULL INC NEW               COM            78375P107      406    66513 SH       DEFINED 03
66513
 RYLAND GROUP INC                   COM            783764103     3160    94746 SH       DEFINED 03             94746

 S & T BANCORP INC                  COM            783859101      293    11700 SH       DEFINED 03
11700
 SBC COMMUNICATIONS INC             COM            78387G103   213921  7890869 SH       DEFINED 03
7890869
 SBC COMMUNICATIONS INC             COM            78387G103    39406  1453559 SH       DEFINED 09
1453559
 SBS TECHNOLOGIES INC               COM            78387P103      347    37862 SH       DEFINED 03
37862
 SCM MICROSYSTEMS INC               COM            784018103      178    41955 SH       DEFINED 03
41955
 SCP POOL CORP                      COM            784028102     3080   105482 SH       DEFINED 03
105482
 SCPIE HLDGS INC                    COM            78402P104      153    23270 SH       DEFINED 03
23270
 SEI INVESTMENTS CO                 COM            784117103     2163    79579 SH       DEFINED 03             79579

 SK TELECOM LTD                     SPONSORED ADR  78440P108      205     9600 SH       DEFINED 03
9600
 SL GREEN RLTY CORP                 COM            78440X101      288     9100 SH       DEFINED 03
9100
 SLM CORP                           COM            78442P106    38098   366820 SH       DEFINED 03
366820
 SPS TECHNOLOGIES INC               COM            784626103      918    38641 SH       DEFINED 03
38641
 SPDR TR                            UNIT SER 1     78462F103     4491    50905 SH       DEFINED 03
50905
 SPSS INC                           COM            78462K102      640    45738 SH       DEFINED 03
45738
 SPX CORP                           COM            784635104     5315   141918 SH       DEFINED 03
141918
 S1 CORPORATION                     COM            78463B101      119    26700 SH       DEFINED 03             26700

 SWS GROUP INC                      COM            78503N107      891    65712 SH       DEFINED 03
65712
 SABRE HLDGS CORP                   CL A           785905100     8548   472004 SH       DEFINED 03
472004
 SAFECO CORP                        COM            786429100     7043   203138 SH       DEFINED 03
203138
 SAFEGUARD SCIENTIFICS INC          COM            786449108       49    36200 SH       DEFINED 03
36200
 SAFEWAY INC                        COM NEW        786514208    40121  1717494 SH       DEFINED 03
1717494
 ST JOE CO                          COM            790148100      327    10900 SH       DEFINED 03
10900
 ST JUDE MED INC                    COM            790849103    12966   326445 SH       DEFINED 03
326445
 ST MARY LD & EXPL CO               COM            792228108     1998    79918 SH       DEFINED 03             79918

 ST PAUL COS INC                    COM            792860108    19792   581273 SH       DEFINED 03
581273
 SAKS INC                           COM            79377W108     1634   139160 SH       DEFINED 03
139160
 SALTON INC                         COM            795757103      270    28105 SH       DEFINED 03
28105
 SANDISK CORP                       COM            80004C101     2289   112751 SH       DEFINED 03
112751
 SANMINA SCI CORP                   COM            800907107     3487   776670 SH       DEFINED 03
776670
 SANMINA SCI CORP                   COM            800907107       20     4431 SH       DEFINED 09
4431
 SANGSTAT MED CORP                  COM            801003104      124    11000 SH       DEFINED 03
11000
 SANTANDER BANCORP                  COM            802809103      139    10670 SH       DEFINED 03             10670

 SAPIENT CORP                       COM            803062108       47    23000 SH       DEFINED 03
23000
 SARA LEE CORP                      COM            803111103    49287  2189567 SH       DEFINED 03
2189567
 SAVVIS COMMUNICATIONS CORP         COM            805423100        5    13200 SH       DEFINED 03
13200
 SCANA CORP NEW                     COM            80589M102     4157   134277 SH       DEFINED 03
134277
 SCANSOFT INC                       COM            80603P107      132    25475 SH       DEFINED 03
25475
 SCHEIN HENRY INC                   COM            806407102     1875    41656 SH       DEFINED 03
41656
 SCHERING PLOUGH CORP               COM            806605101    50589  2278783 SH       DEFINED 03
2278783
 SCHLUMBERGER LTD                   COM            806857108    40876   971167 SH       DEFINED 03            971167

 SCHOLASTIC CORP                    COM            807066105     1731    48149 SH       DEFINED 03
48149
 SCHOOL SPECIALTY INC               COM            807863105     1145    57319 SH       DEFINED 03
57319
 SCHULMAN A INC                     COM            808194104     1519    81610 SH       DEFINED 03
81610
 SCHWAB CHARLES CORP NEW            COM            808513105    21905  2018934 SH       DEFINED 03
2018934
 SCHWAB CHARLES CORP NEW            COM            808513105       28     2575 SH       DEFINED 09
2575
 SCHWEITZER-MAUDUIT INTL INC        COM            808541106      842    34369 SH       DEFINED 03
34369
 SCIENTIFIC ATLANTA INC             COM            808655104     2831   238671 SH       DEFINED 03
238671
 SCIOS INC                          COM            808905103      498    15300 SH       DEFINED 03             15300

 SCOTTS CO                          CL A           810186106     3758    76625 SH       DEFINED 03
76625
 SCRIPPS E W CO OHIO                CL A           811054204     1049    13630 SH       DEFINED 03
13630
 SCS TRANSN INC                     COM            81111T102      108    10850 SH       DEFINED 03
10850
 SEACOAST FINL SVCS CORP            COM            81170Q106     1409    70400 SH       DEFINED 03
70400
 SEACOR SMIT INC                    COM            811904101     2569    57740 SH       DEFINED 03
57740
 SEALED AIR CORP NEW                COM            81211K100     4549   121970 SH       DEFINED 03
121970
 SEARS ROEBUCK & CO                 COM            812387108    32961  1376226 SH       DEFINED 03
1376226
 SEEBEYOND TECHNOLOGIES CORP        COM            815704101       67    27500 SH       DEFINED 03             27500

 SELECT MEDICAL CORP                COM            816196109      150    11100 SH       DEFINED 03
11100
 SELECTIVE INS GROUP INC            COM            816300107     2267    90025 SH       DEFINED 03
90025
 SEMTECH CORP                       COM            816850101     1692   154664 SH       DEFINED 03
154664
 SEMPRA ENERGY                      COM            816851109    25431  1075322 SH       DEFINED 03
1075322
 SENIOR HSG PPTYS TR                SH BEN INT     81721M109      171    16100 SH       DEFINED 03
16100
 SENSIENT TECHNOLOGIES CORP         COM            81725T100     1717    76415 SH       DEFINED 03
76415
 SEPRACOR INC                       COM            817315104      641    66326 SH       DEFINED 03
66326
 SEQUA CORPORATION                  CL A           817320104      412    10538 SH       DEFINED 03             10538

 SERENA SOFTWARE INC                COM            817492101     1648   104400 SH       DEFINED 03
104400
 SEROLOGICALS CORP                  COM            817523103      113    10300 SH       DEFINED 03
10300
 SERVICE CORP INTL                  COM            817565104      356   107250 SH       DEFINED 03
107250
 SERVICEMASTER CO                   COM            81760N109      398    35833 SH       DEFINED 03
35833
 7-ELEVEN INC                       COM NEW        817826209      101    13400 SH       DEFINED 03
13400
 SHAW GROUP INC                     COM            820280105     3608   219359 SH       DEFINED 03
219359
 SHERWIN WILLIAMS CO                COM            824348106    20924   740674 SH       DEFINED 03
740674
 SHOPKO STORES INC                  COM            824911101     1364   109539 SH       DEFINED 03            109539

 SHUFFLE MASTER INC                 COM            825549108      852    44600 SH       DEFINED 03
44600
 SHURGARD STORAGE CTRS INC          COM            82567D104     3065    97799 SH       DEFINED 03
97799
 SICOR INC                          COM            825846108     1774   111900 SH       DEFINED 03
111900
 SIEBEL SYS INC                     COM            826170102     5272   712418 SH       DEFINED 03
712418
 SIERRA HEALTH SVCS INC             COM            826322109     1053    87643 SH       DEFINED 03
87643
 SIERRA PAC RES NEW                 COM            826428104      895   137768 SH       DEFINED 03
137768
 SIGMA ALDRICH CORP                 COM            826552101     5379   110457 SH       DEFINED 03
110457
 SILICON LABORATORIES INC           COM            826919102      206    10800 SH       DEFINED 03             10800

 SILICON GRAPHICS INC               COM            827056102      115   101800 SH       DEFINED 03
101800
 SILICON STORAGE TECHNOLOGY I       COM            827057100      161    39800 SH       DEFINED 03
39800
 SILICON IMAGE INC                  COM            82705T102      188    31300 SH       DEFINED 03
31300
 SILICON VY BANCSHARES              COM            827064106      707    38747 SH       DEFINED 03
38747
 SIMON PPTY GROUP INC NEW           COM            828806109     8930   262104 SH       DEFINED 03
262104
 SIMPSON MANUFACTURING CO INC       COM            829073105     2288    69540 SH       DEFINED 03
69540
 SINCLAIR BROADCAST GROUP INC       CL A           829226109      155    13300 SH       DEFINED 03
13300
 SIRIUS SATELLITE RADIO INC         COM            82966U103        7    11600 SH       DEFINED 03             11600

 SITEL CORP                         COM            82980K107       36    29900 SH       DEFINED 03
29900
 SIPEX CORP                         COM            829909100       39    10500 SH       DEFINED 03
10500
 SIX FLAGS INC                      COM            83001P109      420    73590 SH       DEFINED 03
73590
 SKYLINE CORP                       COM            830830105      733    24864 SH       DEFINED 03
24864
 SKYWEST INC                        COM            830879102     1858   142150 SH       DEFINED 03
142150
 SKYWORKS SOLUTIONS INC             COM            83088M102     3318   384906 SH       DEFINED 03
384906
 SMITH A O                          COM            831865209     2581    95543 SH       DEFINED 03
95543
 SMITH INTL INC                     COM            832110100     2447    75006 SH       DEFINED 03             75006

 SMITHFIELD FOODS INC               COM            832248108     4229   213143 SH       DEFINED 03
213143
 SMUCKER J M CO                     COM NEW        832696405     1947    48918 SH       DEFINED 03
48918
 SMURFIT-STONE CONTAINER CORP       COM            832727101      408    26486 SH       DEFINED 03
26486
 SNAP ON INC                        COM            833034101    10260   365005 SH       DEFINED 03
365005
 SOLA INTL INC                      COM            834092108     1009    77647 SH       DEFINED 03
77647
 SOLECTRON CORP                     COM            834182107     6182  1741425 SH       DEFINED 03
1741425
 SOLUTIA INC                        COM            834376105      519   143090 SH       DEFINED 03
143090
 SOMERA COMMUNICATION               COM            834458101       47    17300 SH       DEFINED 03             17300

 SONIC CORP                         COM            835451105     2395   116884 SH       DEFINED 03
116884
 SONICBLUE INC                      COM            83546Q109       15    32256 SH       DEFINED 03
32256
 SONICWALL INC                      COM            835470105       50    13900 SH       DEFINED 03
13900
 SONOCO PRODS CO                    COM            835495102     2110    92019 SH       DEFINED 03
92019
 SOTHEBYS HLDGS INC                 CL A           835898107      556    61774 SH       DEFINED 03
61774
 SONUS NETWORKS INC                 COM            835916107       43    43200 SH       DEFINED 03
43200
 SOUNDVIEW TECHNOLOGY GROUP N       COM            83611Q109       47    31600 SH       DEFINED 03
31600
 SOURCECORP                         COM            836167106      912    49056 SH       DEFINED 03             49056

 SOUTH FINL GROUP INC               COM            837841105     2476   119866 SH       DEFINED 03
119866
 SOUTHERN CO                        COM            842587107    40967  1443004 SH       DEFINED 03
1443004
 SOUTHERN UN CO NEW                 COM            844030106     2551   154607 SH       DEFINED 03
154607
 SOUTHTRUST CORP                    COM            844730101    23900   961776 SH       DEFINED 03
961776
 SOUTHWEST AIRLS CO                 COM            844741108    15625  1124078 SH       DEFINED 03
1124078
 SOUTHWEST BANCORPORATION TEX       COM            84476R109     2697    93603 SH       DEFINED 03
93603
 SOUTHWEST GAS CORP                 COM            844895102     2264    96539 SH       DEFINED 03
96539
 SOUTHWESTERN ENERGY CO             COM            845467109      851    74361 SH       DEFINED 03             74361

 SOVEREIGN BANCORP INC              COM            845905108     8912   634310 SH       DEFINED 03
634310
 SPARTAN MTRS INC                   COM            846819100      154    13500 SH       DEFINED 03
13500
 SPHERION CORP                      COM            848420105     1151   171812 SH       DEFINED 03
171812
 SPORTS AUTH INC                    COM            849176102      100    14300 SH       DEFINED 03
14300
 SPRINT CORP                        COM FON GROUP  852061100    52305  3612226 SH       DEFINED 03
3612226
 SPRINT CORP                        PCS COM SER 1  852061506     6476  1478598 SH       DEFINED 03
1478598
 STAGE STORES INC                   COM NEW        85254C305      252    12000 SH       DEFINED 03
12000
 STANCORP FINL GROUP INC            COM            852891100     1404    28749 SH       DEFINED 03             28749

 STANDARD MICROSYSTEMS CORP         COM            853626109     1143    58698 SH       DEFINED 03
58698
 STANDARD MTR PRODS INC             COM            853666105      390    29977 SH       DEFINED 03
29977
 STANDARD PAC CORP NEW              COM            85375C101     3485   140789 SH       DEFINED 03
140789
 STANDARD REGISTER CO               COM            853887107     1393    77368 SH       DEFINED 03
77368
 STANDEX INTL CORP                  COM            854231107      732    30720 SH       DEFINED 03
30720
 STANLEY WKS                        COM            854616109    12768   369223 SH       DEFINED 03
369223
 STAPLES INC                        COM            855030102    12680   692875 SH       DEFINED 03
692875
 STARBUCKS CORP                     COM            855244109    12657   621031 SH       DEFINED 03            621031

 STARTEK INC                        COM            85569C107     1114    40355 SH       DEFINED 03
40355
 STARWOOD HOTELS&RESORTS WRLD       PAIRED CTF     85590A203     6918   291406 SH       DEFINED 03
291406
 STATE STR CORP                     COM            857477103    18873   483915 SH       DEFINED 03
483915
 STATEN IS BANCORP INC              COM            857550107     3824   189893 SH       DEFINED 03
189893
 STATION CASINOS INC                COM            857689103      242    13700 SH       DEFINED 03
13700
 STEAK N SHAKE CO                   COM            857873103      736    73555 SH       DEFINED 03
73555
 STEEL DYNAMICS INC                 COM            858119100     3652   303537 SH       DEFINED 03
303537
 STEEL TECHNOLOGIES INC             COM            858147101      511    30148 SH       DEFINED 03             30148

 STEIN MART INC                     COM            858375108      636   104309 SH       DEFINED 03
104309
 STERLING BANCSHARES INC            COM            858907108     1676   137118 SH       DEFINED 03
137118
 STERICYCLE INC                     COM            858912108     1120    34600 SH       DEFINED 03
34600
 STERIS CORP                        COM            859152100     9240   381034 SH       DEFINED 03
381034
 STEWART & STEVENSON SVCS INC       COM            860342104     1249    88300 SH       DEFINED 03
88300
 STEWART ENTERPRISES INC            CL A           860370105      168    30100 SH       DEFINED 03
30100
 STEWART INFORMATION SVCS COR       COM            860372101     1490    69666 SH       DEFINED 03
69666
 STILLWATER MNG CO                  COM            86074Q102      615   115013 SH       DEFINED 03            115013

 STILWELL FINL INC                  COM            860831106     9781   748381 SH       DEFINED 03
748381
 STMICROELECTRONICS N V             NY REGISTRY    861012102      743    38059 SH       DEFINED 03
38059
 STONE ENERGY CORP                  COM            861642106     2632    78885 SH       DEFINED 03
78885
 STORAGE TECHNOLOGY CORP            COM PAR $0.10  862111200     5003   233584 SH       DEFINED 03
233584
 STORAGE COMPUTER CORP              COM            86211A101        6    25258 SH       DEFINED 03
25258
 STRATEX NETWORKS INC               COM            86279T109       75    33900 SH       DEFINED 03
33900
 STRIDE RITE CORP                   COM            863314100      815   113666 SH       DEFINED 03
113666
 STRYKER CORP                       COM            863667101    45999   685328 SH       DEFINED 03            685328

 STUDENT LN CORP                    COM            863902102      274     2800 SH       DEFINED 03
2800
 STURM RUGER & CO INC               COM            864159108      757    79096 SH       DEFINED 03
79096
 SUMMIT PPTYS INC                   COM            866239106      221    12400 SH       DEFINED 03
12400
 SUN COMMUNITIES INC                COM            866674104      289     7900 SH       DEFINED 03
7900
 SUN MICROSYSTEMS INC               COM            866810104    15270  4909864 SH       DEFINED 03
4909864
 SUN MICROSYSTEMS INC               COM            866810104     3006   966609 SH       DEFINED 09
966609
 SUNGARD DATA SYS INC               COM            867363103     9585   406850 SH       DEFINED 03
406850
 SUNOCO INC                         COM            86764P109    11940   359848 SH       DEFINED 03            359848

 SUNRISE ASSISTED LIVING INC        COM            86768K106     2192    88054 SH       DEFINED 03
88054
 SUNTRUST BKS INC                   COM            867914103    42999   755436 SH       DEFINED 03
755436
 SUPERIOR ENERGY SVCS INC           COM            868157108      228    27800 SH       DEFINED 03
27800
 SUPERIOR INDS INTL INC             COM            868168105     1146    27696 SH       DEFINED 03
27696
 SUPERTEX INC                       COM            868532102      479    32177 SH       DEFINED 03
32177
 SUPERVALU INC                      COM            868536103    13596   823522 SH       DEFINED 03
823522
 SUREBEAM CORP                      CL A           86866R102       78    19428 SH       DEFINED 03
19428
 SUREWEST COMMUNICATIONS            COM            868733106      272     7300 SH       DEFINED 03              7300

 SURMODICS INC                      COM            868873100     1339    46705 SH       DEFINED 03
46705
 SUSQUEHANNA BANCSHARES INC P       COM            869099101     2300   110369 SH       DEFINED 03
110369
 SWIFT ENERGY CO                    COM            870738101      743    76854 SH       DEFINED 03
76854
 SWIFT TRANSN CO                    COM            870756103     1527    76280 SH       DEFINED 03
76280
 SYBASE INC                         COM            871130100     4312   321762 SH       DEFINED 03
321762
 SYBRON DENTAL SPECIALTIES IN       COM            871142105     2037   137161 SH       DEFINED 03
137161
 SYCAMORE NETWORKS INC              COM            871206108      179    62000 SH       DEFINED 03
62000
 SYKES ENTERPRISES INC              COM            871237103      145    44266 SH       DEFINED 03             44266

 SYLVAN LEARNING SYS INC            COM            871399101     1761   107361 SH       DEFINED 03
107361
 SYMANTEC CORP                      COM            871503108    25983   641397 SH       DEFINED 03
641397
 SYMBOL TECHNOLOGIES INC            COM            871508107     2786   338874 SH       DEFINED 03
338874
 SYMMETRICOM INC                    COM            871543104      451   106761 SH       DEFINED 03
106761
 SYMYX TECHNOLOGIES                 COM            87155S108      195    15500 SH       DEFINED 03
15500
 SYNCOR INTL CORP DEL               COM            87157J106     1965    70847 SH       DEFINED 03
70847
 SYNOPSYS INC                       COM            871607107     5821   126143 SH       DEFINED 03
126143
 SYNOVUS FINL CORP                  COM            87161C105     8557   441095 SH       DEFINED 03            441095

 SYNTEL INC                         COM            87162H103      236    11250 SH       DEFINED 03
11250
 SYSCO CORP                         COM            871829107    30450  1022142 SH       DEFINED 03
1022142
 SYSTEMAX INC                       COM            871851101       22    14400 SH       DEFINED 03
14400
 SYSTEMS & COMPUTER TECHNOLOG       COM            871873105      834    97003 SH       DEFINED 03
97003
 TBC CORP                           COM            872180104      893    74336 SH       DEFINED 03
74336
 TCF FINL CORP                      COM            872275102     3688    84408 SH       DEFINED 03
84408
 TECO ENERGY INC                    COM            872375100     3952   255453 SH       DEFINED 03
255453
 THQ INC                            COM NEW        872443403     1539   116132 SH       DEFINED 03            116132

 TJX COS INC NEW                    COM            872540109    17787   911231 SH       DEFINED 03
911231
 TMP WORLDWIDE INC                  COM            872941109     1867   165115 SH       DEFINED 03
165115
 TXU CORP                           COM            873168108    17028   911580 SH       DEFINED 03
911580
 TAIWAN SEMICONDUCTOR MFG LTD       SPONSORED ADR  874039100      349    49540 SH       DEFINED 03
49540
 TAKE-TWO INTERACTIVE SOFTWAR       COM            874054109     3349   142573 SH       DEFINED 03
142573
 TALBOTS INC                        COM            874161102      220     8000 SH       DEFINED 03
8000
 TALX CORP                          COM            874918105      808    62570 SH       DEFINED 03
62570
 TANOX INC                          COM            87588Q109      129    14300 SH       DEFINED 03             14300

 TARGET CORP                        COM            87612E106    43721  1457378 SH       DEFINED 03
1457378
 TARGET CORP                        COM            87612E106     1119    37295 SH       DEFINED 09
37295
 TAUBMAN CTRS INC                   COM            876664103      214    13200 SH       DEFINED 03
13200
 TECH DATA CORP                     COM            878237106     2850   105722 SH       DEFINED 03
105722
 TECHNE CORP                        COM            878377100     3922   137273 SH       DEFINED 03
137273
 TECHNITROL INC                     COM            878555101     1868   115747 SH       DEFINED 03
115747
 TECUMSEH PRODS CO                  CL A           878895200     1807    40938 SH       DEFINED 03
40938
 TEKELEC                            COM            879101103      179    17100 SH       DEFINED 03             17100

 TEKTRONIX INC                      COM            879131100     7111   390949 SH       DEFINED 03
390949
 TELEDYNE TECHNOLOGIES INC          COM            879360105     1463    93292 SH       DEFINED 03
93292
 TELEFLEX INC                       COM            879369106     1412    32912 SH       DEFINED 03
32912
 TELEPHONE & DATA SYS INC           COM            879433100     3730    79331 SH       DEFINED 03
79331
 TELIK INC                          COM            87959M109      149    12800 SH       DEFINED 03
12800
 TELLABS INC                        COM            879664100     4438   610461 SH       DEFINED 03
610461
 TELLIUM INC                        COM            87967E107       22    33900 SH       DEFINED 03
33900
 TEMPLE INLAND INC                  COM            879868107    13687   305444 SH       DEFINED 03            305444

 TELETECH HOLDINGS INC              COM            879939106      110    15100 SH       DEFINED 03
15100
 TENET HEALTHCARE CORP              COM            88033G100    15108   921205 SH       DEFINED 03
921205
 TENNECO AUTOMOTIVE INC             COM            880349105       48    11813 SH       DEFINED 03
11813
 TERADYNE INC                       COM            880770102     3608   277354 SH       DEFINED 03
277354
 TERAYON COMMUNICATION SYS          COM            880775101       37    18100 SH       DEFINED 03
18100
 TEREX CORP NEW                     COM            880779103      178    16000 SH       DEFINED 03
16000
 TERREMARK WORLDWIDE INC            COM            881448104       17    33800 SH       DEFINED 03
33800
 TESORO PETE CORP                   COM            881609101      113    25000 SH       DEFINED 03             25000

 TETRA TECHNOLOGIES INC DEL         COM            88162F105      965    45155 SH       DEFINED 03
45155
 TETRA TECH INC NEW                 COM            88162G103     1789   146642 SH       DEFINED 03
146642
 TEXAS INDS INC                     COM            882491103     1518    62483 SH       DEFINED 03
62483
 TEXAS INSTRS INC                   COM            882508104    71107  4737323 SH       DEFINED 03
4737323
 TEXAS INSTRS INC                   COM            882508104       28     1833 SH       DEFINED 09
1833
 TEXAS REGL BANCSHARES INC          CL A VTG       882673106      341     9605 SH       DEFINED 03
9605
 TEXTRON INC                        COM            883203101    18842   438279 SH       DEFINED 03
438279
 THERAGENICS CORP                   COM            883375107      340    84246 SH       DEFINED 03             84246

 THERASENSE INC                     COM            883381105       87    10400 SH       DEFINED 03
10400
 THERMO ELECTRON CORP               COM            883556102    11175   555411 SH       DEFINED 03
555411
 THOMAS & BETTS CORP                COM            884315102     1906   112793 SH       DEFINED 03
112793
 THOMAS INDS INC                    COM            884425109     1176    45126 SH       DEFINED 03
45126
 THOR INDS INC                      COM            885160101     2713    78802 SH       DEFINED 03
78802
 THORATEC CORP                      COM NEW        885175307      169    22211 SH       DEFINED 03
22211
 THORNBURG MTG INC                  COM            885218107      308    15300 SH       DEFINED 03
15300
 3COM CORP                          COM            885535104     2968   641056 SH       DEFINED 03            641056

 THREE FIVE SYS INC                 COM            88554L108      388    60088 SH       DEFINED 03
60088
 3TEC ENERGY CORP                   COM NEW        88575R308     3826   269626 SH       DEFINED 03
269626
 3M CO                              COM            88579Y101   111335   902962 SH       DEFINED 03
902962
 TIBCO SOFTWARE INC                 COM            88632Q103      224    36200 SH       DEFINED 03
36200
 TICKETMASTER                       CL B           88633P203      204     9600 SH       DEFINED 03
9600
 TIDEWATER INC                      COM            886423102     4840   155631 SH       DEFINED 03
155631
 TIFFANY & CO NEW                   COM            886547108     7149   299000 SH       DEFINED 03
299000
 TIMBERLAND CO                      CL A           887100105     1725    48446 SH       DEFINED 03             48446

 TIME WARNER TELECOM INC            CL A           887319101       26    12100 SH       DEFINED 03
12100
 TIMKEN CO                          COM            887389104     3123   163507 SH       DEFINED 03
163507
 TITAN CORP                         COM            888266103      595    57171 SH       DEFINED 03
57171
 TITAN INTL INC ILL                 COM            88830M102       26    19700 SH       DEFINED 03
19700
 TOLL BROTHERS INC                  COM            889478103     3868   191490 SH       DEFINED 03
191490
 TOLLGRADE COMMUNICATIONS INC       COM            889542106      425    36198 SH       DEFINED 03
36198
 TOO INC                            COM            890333107     2875   122217 SH       DEFINED 03
122217
 TOOTSIE ROLL INDS INC              COM            890516107      986    32136 SH       DEFINED 03             32136

 TORCHMARK CORP                     COM            891027104    21796   596663 SH       DEFINED 03
596663
 TORO CO                            COM            891092108     2574    40284 SH       DEFINED 03
40284
 TOTAL FINA ELF S A                 SPONSORED ADR  89151E109     5897    82471 SH       DEFINED 03
82471
 TOUCH AMERICA HLDGS INC            COM            891539108       12    32000 SH       DEFINED 03
32000
 TOWER AUTOMOTIVE INC               COM            891707101      806   179217 SH       DEFINED 03
179217
 TOTAL SYS SVCS INC                 COM            891906109      303    22450 SH       DEFINED 03
22450
 TOYS R US INC                      COM            892335100     9326   932602 SH       DEFINED 03
932602
 TRACTOR SUPPLY CO                  COM            892356106      233     6200 SH       DEFINED 03              6200

 TRAMMELL CROW CO                   COM            89288R106       96    10700 SH       DEFINED 03
10700
 TRANSACTION SYS ARCHITECTS         CL A           893416107      227    34922 SH       DEFINED 03
34922
 TRANSATLANTIC HLDGS INC            COM            893521104      345     5175 SH       DEFINED 03
5175
 TRANSMETA CORP DEL                 COM            89376R109       35    30100 SH       DEFINED 03
30100
 TRANSPRO INC                       COM            893885103       56    10065 SH       DEFINED 03
10065
 TRAVELERS PPTY CAS CORP NEW        CL A           89420G109     4184   285629 SH       DEFINED 03
285629
 TRAVELERS PPTY CAS CORP NEW        CL A           89420G109        0       18 SH       DEFINED 09
18
 TRAVELERS PPTY CAS CORP NEW        CL B           89420G406    43009  2935745 SH       DEFINED 03           2935745

 TRAVELERS PPTY CAS CORP NEW        CL B           89420G406        1       39 SH       DEFINED 09
39
 TREDEGAR CORP                      COM            894650100     1547   103152 SH       DEFINED 03
103152
 TRIAD HOSPITALS INC                COM            89579K109     1831    61396 SH       DEFINED 03
61396
 TRIDENT MICROSYSTEMS INC           COM            895919108       53    14200 SH       DEFINED 03
14200
 TRIARC COS INC                     CL A           895927101     1458    55576 SH       DEFINED 03
55576
 TRIBUNE CO NEW                     COM            896047107    33608   739295 SH       DEFINED 03
739295
 TRIMBLE NAVIGATION LTD             COM            896239100     1370   109661 SH       DEFINED 03
109661
 TRIMERIS INC                       COM            896263100      263     6100 SH       DEFINED 03              6100

 TRINITY INDS INC                   COM            896522109     2477   130655 SH       DEFINED 03
130655
 TRIQUINT SEMICONDUCTOR INC         COM            89674K103      575   135498 SH       DEFINED 03
135498
 TRIUMPH GROUP INC NEW              COM            896818101     1317    41220 SH       DEFINED 03
41220
 TRIZEC PROPERTIES INC              COM            89687P107      198    21100 SH       DEFINED 03
21100
 TRIZETTO GROUP INC                 COM            896882107      115    18700 SH       DEFINED 03
18700
 TRUST CO NJ JERSEY CITY NEW        COM            898304100      248     8900 SH       DEFINED 03
8900
 TRUSTCO BK CORP N Y                COM            898349105     2127   197279 SH       DEFINED 03
197279
 TULARIK INC                        COM            899165104      196    26237 SH       DEFINED 03             26237

 TUPPERWARE CORP                    COM            899896104     7474   495653 SH       DEFINED 03
495653
 TYCO INTL LTD NEW                  COM            902124106    97307  5697114 SH       DEFINED 03
5697114
 TYLER TECHNOLOGIES INC             COM            902252105      102    24500 SH       DEFINED 03
24500
 TYSON FOODS INC                    CL A           902494103    12448  1109443 SH       DEFINED 03
1109443
 UAL CORP                           COM PAR $0.01  902549500       27    18972 SH       DEFINED 03
18972
 UCBH HOLDINGS INC                  COM            90262T308     2859    67347 SH       DEFINED 03
67347
 UGI CORP NEW                       COM            902681105     3262    87246 SH       DEFINED 03
87246
 UICI                               COM            902737105     1992   128120 SH       DEFINED 03            128120

 UIL HLDG CORP                      COM            902748102     1527    43784 SH       DEFINED 03
43784
 UMB FINL CORP                      COM            902788108      245     6402 SH       DEFINED 03
6402
 UST INC                            COM            902911106    10578   316435 SH       DEFINED 03
316435
 UST INC                            COM            902911106     3106    92925 SH       DEFINED 09
92925
 US BANCORP DEL                     COM NEW        902973304   107203  5051968 SH       DEFINED 03
5051968
 USA INTERACTIVE                    COM            902984103     3266   142505 SH       DEFINED 03
142505
 USA INTERACTIVE                    COM            902984103      737    32151 SH       DEFINED 09
32151
 URS CORP NEW                       COM            903236107     1126    79133 SH       DEFINED 03             79133

 U S G CORP                         COM NEW        903293405      117    13842 SH       DEFINED 03
13842
 USEC INC                           COM            90333E108      185    30700 SH       DEFINED 03
30700
 US UNWIRED INC                     COM            90338R104        7    13800 SH       DEFINED 03
13800
 US ONCOLOGY INC                    COM            90338W103     3386   390582 SH       DEFINED 03
390582
 UBIQUITEL INC                      COM            903474302        5    11400 SH       DEFINED 03
11400
 ULTIMATE ELECTRS INC               COM            903849107      363    35798 SH       DEFINED 03
35798
 ULTRA PETE CORP                    COM            903914109      223    22500 SH       DEFINED 03
22500
 ULTRATECH STEPPER INC              COM            904034105      621    63154 SH       DEFINED 03             63154

 UNIFI INC                          COM            904677101      410    78136 SH       DEFINED 03
78136
 UNILEVER N V                       N Y SHS NEW    904784709    11382   184449 SH       DEFINED 03
184449
 UNION PAC CORP                     COM            907818108    45906   766758 SH       DEFINED 03
766758
 UNION PLANTERS CORP                COM            908068109    16658   591958 SH       DEFINED 03
591958
 UNIONBANCAL CORP                   COM            908906100     1351    34410 SH       DEFINED 03
34410
 UNISOURCE ENERGY CORP              COM            909205106     1788   103410 SH       DEFINED 03
103410
 UNISYS CORP                        COM            909214108    12778  1290757 SH       DEFINED 03
1290757
 UNIT CORP                          COM            909218109     2140   115390 SH       DEFINED 03            115390

 UNITED AUTO GROUP INC              COM            909440109      683    54800 SH       DEFINED 03
54800
 UNITED CMNTY FINL CORP OHIO        COM            909839102      128    14800 SH       DEFINED 03
14800
 UNITED CMNTY BKS BLAIRSVLE G       CAP STK        90984P105      234     9600 SH       DEFINED 03
9600
 UNITED BANKSHARES INC WEST V       COM            909907107     3543   121920 SH       DEFINED 03
121920
 UNITED DOMINION REALTY TR IN       COM            910197102      191    11700 SH       DEFINED 03
11700
 UNITED MICROELECTRONICS CORP       SPONSORED ADR  910873207      201    59805 SH       DEFINED 03
59805
 UNITED NAT FOODS INC               COM            911163103     1489    58740 SH       DEFINED 03
58740
 UNITED ONLINE INC                  COM            911268100      823    51623 SH       DEFINED 03             51623

 UNITED PARCEL SERVICE INC          CL B           911312106   110219  1747288 SH       DEFINED 03
1747288
 UNITED RENTALS INC                 COM            911363109      790    73409 SH       DEFINED 03
73409
 UNITED STATES CELLULAR CORP        COM            911684108      285    11400 SH       DEFINED 03
11400
 U S INDS INC NEW                   COM            912080108       70    26630 SH       DEFINED 03
26630
 UNITED STATES STL CORP NEW         COM            912909108    12431   947502 SH       DEFINED 03
947502
 UNITED STATIONERS INC              COM            913004107     2832    98324 SH       DEFINED 03
98324
 UNITED TECHNOLOGIES CORP           COM            913017109    69317  1119101 SH       DEFINED 03
1119101
 UNITEDGLOBALCOM                    CL A           913247508        0        2 SH       DEFINED 00                 2

 UNITEDGLOBALCOM                    CL A           913247508       58    24100 SH       DEFINED 03
24100
 UNITEDHEALTH GROUP INC             COM            91324P102    70427   843438 SH       DEFINED 03
843438
 UNITRIN INC                        COM            913275103     2095    71690 SH       DEFINED 03
71690
 UNIVERSAL ACCESS GLOBAL HLDG       COM            91336M105        2    11300 SH       DEFINED 03
11300
 UNIVERSAL CORP VA                  COM            913456109     1068    28891 SH       DEFINED 03
28891
 UNIVERSAL FST PRODS INC            COM            913543104     1560    73161 SH       DEFINED 03
73161
 UNIVERSAL HLTH SVCS INC            CL B           913903100     5453   120902 SH       DEFINED 03
120902
 UNIVISION COMMUNICATIONS INC       CL A           914906102     8711   355559 SH       DEFINED 03            355559

 UNOCAL CORP                        COM            915289102    17778   581367 SH       DEFINED 03
581367
 UNIZAN FINANCIAL CORP              COM            91528W101      249    12587 SH       DEFINED 03
12587
 UNOVA INC                          COM            91529B106       99    16440 SH       DEFINED 03
16440
 UNUMPROVIDENT CORP                 COM            91529Y106    23055  1314437 SH       DEFINED 03
1314437
 USFREIGHTWAYS CORP                 COM            916906100     2524    87782 SH       DEFINED 03
87782
 VCA ANTECH INC                     COM            918194101      192    12800 SH       DEFINED 03
12800
 V F CORP                           COM            918204108    16337   453189 SH       DEFINED 03
453189
 VALASSIS COMMUNICATIONS INC        COM            918866104     2432    82629 SH       DEFINED 03             82629

 VALHI INC NEW                      COM            918905100      140    16850 SH       DEFINED 03
16850
 VALERO ENERGY CORP NEW             COM            91913Y100     6285   170150 SH       DEFINED 03
170150
 VALLEY NATL BANCORP                COM            919794107      282    10700 SH       DEFINED 03
10700
 VALMONT INDS INC                   COM            920253101     1241    63961 SH       DEFINED 03
63961
 VALSPAR CORP                       COM            920355104     2660    60206 SH       DEFINED 03
60206
 VALUECLICK INC                     COM            92046N102       53    19159 SH       DEFINED 03
19159
 VALUEVISION MEDIA INC              CL A           92047K107      225    15000 SH       DEFINED 03
15000
 VARCO INTL INC DEL                 COM            922122106     2073   119121 SH       DEFINED 03            119121

 VARIAN INC                         COM            922206107     1067    37200 SH       DEFINED 03
37200
 VARIAN SEMICONDUCTOR EQUIPMN       COM            922207105     2134    89796 SH       DEFINED 03
89796
 VARIAN MED SYS INC                 COM            92220P105     3675    74100 SH       DEFINED 03
74100
 VASTERA INC                        COM            92239N109       86    15200 SH       DEFINED 03
15200
 VECTREN CORP                       COM            92240G101     1392    60537 SH       DEFINED 03
60537
 VEECO INSTRS INC DEL               COM            922417100      963    83318 SH       DEFINED 03
83318
 VENTAS INC                         COM            92276F100      253    22079 SH       DEFINED 03
22079
 VERITAS SOFTWARE CO                COM            923436109     9619   615835 SH       DEFINED 03            615835

 VERITY INC                         COM            92343C106     1513   112965 SH       DEFINED 03
112965
 VERISIGN INC                       COM            92343E102      211    26307 SH       DEFINED 03
26307
 VERITAS DGC INC                    COM            92343P107      832   105367 SH       DEFINED 03
105367
 VERIZON COMMUNICATIONS             COM            92343V104   247655  6391106 SH       DEFINED 03
6391106
 VERTEX PHARMACEUTICALS INC         COM            92532F100      730    46085 SH       DEFINED 03
46085
 VESTA INS GROUP INC                COM            925391104       28    10200 SH       DEFINED 03
10200
 VIACOM INC                         CL B           925524308   174433  4279503 SH       DEFINED 03
4279503
 VIACOM INC                         CL B           925524308       90     2216 SH       DEFINED 09              2216

 VIAD CORP                          COM            92552R109     2973   133022 SH       DEFINED 03
133022
 VIASAT INC                         COM            92552V100      784    67954 SH       DEFINED 03
67954
 VIASYS HEALTHCARE INC              COM NEW        92553Q209     1014    68082 SH       DEFINED 03
68082
 VICOR CORP                         COM            925815102      904   109580 SH       DEFINED 03
109580
 VIGNETTE CORP                      COM            926734104       73    59744 SH       DEFINED 03
59744
 VINTAGE PETE INC                   COM            927460105     1894   179563 SH       DEFINED 03
179563
 VISHAY INTERTECHNOLOGY INC         COM            928298108     1993   178283 SH       DEFINED 03
178283
 VISTEON CORP                       COM            92839U107     1694   243405 SH       DEFINED 03            243405

 VISX INC DEL                       COM            92844S105      531    55404 SH       DEFINED 03
55404
 VITAL SIGNS INC                    COM            928469105     1083    36248 SH       DEFINED 03
36248
 VITESSE SEMICONDUCTOR CORP         COM            928497106      137    62500 SH       DEFINED 03
62500
 VITRIA TECHNOLOGY                  COM            92849Q104       15    19600 SH       DEFINED 03
19600
 VIVUS INC                          COM            928551100       70    18800 SH       DEFINED 03
18800
 VOLT INFORMATION SCIENCES IN       COM            928703107      697    40776 SH       DEFINED 03
40776
 VORNADO RLTY TR                    SH BEN INT     929042109      424    11400 SH       DEFINED 03
11400
 VULCAN MATLS CO                    COM            929160109     5421   144554 SH       DEFINED 03            144554

 WD-40 CO                           COM            929236107     1354    51233 SH       DEFINED 03
51233
 WGL HLDGS INC                      COM            92924F106     1705    71289 SH       DEFINED 03
71289
 W HLDG CO INC                      COM            929251106      272    16600 SH       DEFINED 03
16600
 W-H ENERGY SVCS INC                COM            92925E108     1039    71200 SH       DEFINED 03
71200
 WJ COMMUNICATIONS INC              COM            929284107       17    17300 SH       DEFINED 03
17300
 WMS INDS INC                       COM            929297109     1269    84696 SH       DEFINED 03
84696
 WPS RESOURCES CORP                 COM            92931B106     1267    32630 SH       DEFINED 03
32630
 WABASH NATL CORP                   COM            929566107      530    63282 SH       DEFINED 03             63282

 WABTEC CORP                        COM            929740108      211    15000 SH       DEFINED 03
15000
 WACHOVIA CORP 2ND NEW              COM            929903102   119199  3271101 SH       DEFINED 03
3271101
 WADDELL & REED FINL INC            CL A           930059100     1558    79228 SH       DEFINED 03
79228
 WAL MART STORES INC                COM            931142103   438074  8673024 SH       DEFINED 03
8673024
 WAL MART STORES INC                COM            931142103      754    14935 SH       DEFINED 09
14935
 WALGREEN CO                        COM            931422109    46121  1580043 SH       DEFINED 03
1580043
 WALLACE COMPUTER SERVICES IN       COM            932270101     1689    78500 SH       DEFINED 03
78500
 WALTER INDS INC                    COM            93317Q105      162    15000 SH       DEFINED 03             15000

 WASHINGTON FED INC                 COM            938824109     5097   205104 SH       DEFINED 03
205104
 WASHINGTON MUT INC                 COM            939322103   104264  3019514 SH       DEFINED 03
3019514
 WASHINGTON POST CO                 CL B           939640108     6476     8775 SH       DEFINED 03
8775
 WASHINGTON REAL ESTATE INVT        SH BEN INT     939653101      316    12400 SH       DEFINED 03
12400
 WASTE CONNECTIONS INC              COM            941053100     3939   102010 SH       DEFINED 03
102010
 WASTE MGMT INC DEL                 COM            94106L109    24433  1066023 SH       DEFINED 03
1066023
 WATERS CORP                        COM            941848103     4184   192091 SH       DEFINED 03
192091
 WATSCO INC                         COM            942622200     1313    80170 SH       DEFINED 03             80170

 WATSON PHARMACEUTICALS INC         COM            942683103     4361   154258 SH       DEFINED 03
154258
 WATSON WYATT & CO HLDGS            CL A           942712100     1931    88800 SH       DEFINED 03
88800
 WATTS INDS INC                     CL A           942749102     1185    75296 SH       DEFINED 03
75296
 WAUSAU-MOSINEE PAPER CORP          COM            943315101      661    58945 SH       DEFINED 03
58945
 WAVE SYSTEMS CORP                  CL A           943526103       16    12200 SH       DEFINED 03
12200
 WAYPOINT FINL CORP                 COM            946756103     1734    97400 SH       DEFINED 03
97400
 WEBEX INC                          COM            94767L109      962    64100 SH       DEFINED 03
64100
 WEBMETHODS INC                     COM            94768C108      183    22212 SH       DEFINED 03             22212

 WEBMD CORP                         COM            94769M105      649    75950 SH       DEFINED 03
75950
 WEBSTER FINL CORP CONN             COM            947890109     7620   218954 SH       DEFINED 03
218954
 WEIGHT WATCHERS INTL INC NEW       COM            948626106      938    20400 SH       DEFINED 03
20400
 WEINGARTEN RLTY INVS               SH BEN INT     948741103      201     5450 SH       DEFINED 03
5450
 WEIS MKTS INC                      COM            948849104      206     6650 SH       DEFINED 03
6650
 WELLMAN INC                        COM            949702104     1382   102426 SH       DEFINED 03
102426
 WELLPOINT HEALTH NETWORK NEW       COM            94973H108    21634   304026 SH       DEFINED 03
304026
 WELLS FARGO & CO NEW               COM            949746101   149175  3182747 SH       DEFINED 03           3182747

 WELLS GARDNER ELECTRS CORP         COM            949765101       25    15314 SH       DEFINED 03
15314
 WENDYS INTL INC                    COM            950590109     4622   170740 SH       DEFINED 03
170740
 WENDYS INTL INC                    COM            950590109     1547    57162 SH       DEFINED 09
57162
 WERNER ENTERPRISES INC             COM            950755108     3573   165974 SH       DEFINED 03
165974
 WESBANCO INC                       COM            950810101      218     9300 SH       DEFINED 03
9300
 WESCO FINL CORP                    COM            950817106      279      900 SH       DEFINED 03
900
 WEST PHARMACEUTICAL SVSC INC       COM            955306105      201     8234 SH       DEFINED 03
8234
 WESTAMERICA BANCORPORATION         COM            957090103     1010    25134 SH       DEFINED 03             25134

 WESTAR ENERGY INC                  COM            95709T100     1849   186781 SH       DEFINED 03
186781
 WESTERN DIGITAL CORP               COM            958102105      509    79600 SH       DEFINED 03
79600
 WESTERN GAS RES INC                COM            958259103     1205    32700 SH       DEFINED 03
32700
 WESTERN WIRELESS CORP              CL A           95988E204       98    18500 SH       DEFINED 03
18500
 WESTPOINT STEVENS INC              COM            961238102        7    12600 SH       DEFINED 03
12600
 WESTPORT RES CORP NEW              COM            961418100      297    14267 SH       DEFINED 03
14267
 WESTWOOD ONE INC                   COM            961815107     2464    65962 SH       DEFINED 03
65962
 WET SEAL INC                       CL A           961840105     1159   107741 SH       DEFINED 03            107741

 WEYERHAEUSER CO                    COM            962166104    24922   506437 SH       DEFINED 03
506437
 WHIRLPOOL CORP                     COM            963320106    12686   242927 SH       DEFINED 03
242927
 WHITNEY HLDG CORP                  COM            966612103     3441   103251 SH       DEFINED 03
103251
 WHOLE FOODS MKT INC                COM            966837106     9170   173909 SH       DEFINED 03
173909
 WILEY JOHN & SONS INC              CL A           968223206      221     9200 SH       DEFINED 03
9200
 WILLIAMS COS INC DEL               COM            969457100     2105   779702 SH       DEFINED 03
779702
 WILLIAMS SONOMA INC                COM            969904101     5558   204722 SH       DEFINED 03
204722
 WILMINGTON TRUST CORP              COM            971807102     1530    48296 SH       DEFINED 03             48296

 WILSON GREATBATCH TECHNOLOGI       COM            972232102      213     7300 SH       DEFINED 03
7300
 WIND RIVER SYSTEMS INC             COM            973149107      320    77937 SH       DEFINED 03
77937
 WINN DIXIE STORES INC              COM            974280109    14391   941830 SH       DEFINED 03
941830
 WINNEBAGO INDS INC                 COM            974637100     2125    54176 SH       DEFINED 03
54176
 WINTRUST FINANCIAL CORP            COM            97650W108     1134    36200 SH       DEFINED 03
36200
 WISCONSIN ENERGY CORP              COM            976657106     4800   190460 SH       DEFINED 03
190460
 WISER OIL CO DEL                   COM            977284108       90    26300 SH       DEFINED 03
26300
 WOLVERINE TUBE INC                 COM            978093102      165    28970 SH       DEFINED 03             28970

 WOLVERINE WORLD WIDE INC           COM            978097103     1870   123776 SH       DEFINED 03
123776
 WOODWARD GOVERNOR CO               COM            980745103     1662    38205 SH       DEFINED 03
38205
 WORLD ACCEP CORP DEL               COM            981419104      157    20600 SH       DEFINED 03
20600
 WORTHINGTON INDS INC               COM            981811102     2725   178829 SH       DEFINED 03
178829
 WRIGHT MED GROUP INC               COM            98235T107      199    11400 SH       DEFINED 03
11400
 WRIGLEY WM JR CO                   COM            982526105    18304   333533 SH       DEFINED 03
333533
 WRIGLEY WM JR CO                   COM            982526105     3124    56920 SH       DEFINED 09
56920
 WYETH                              COM            983024100    96120  2570059 SH       DEFINED 03           2570059

 WYNDHAM INTL INC                   CL A           983101106       14    59941 SH       DEFINED 03
59941
 XM SATELLITE RADIO HLDGS INC       CL A           983759101       63    23300 SH       DEFINED 03
23300
 X-RITE INC                         COM            983857103      466    66690 SH       DEFINED 03
66690
 XTO ENERGY CORP                    COM            98385X106     2533   102550 SH       DEFINED 03
102550
 XCEL ENERGY INC                    COM            98389B100     6495   590439 SH       DEFINED 03
590439
 XILINX INC                         COM            983919101    10341   501966 SH       DEFINED 03
501966
 XILINX INC                         COM            983919101       31     1498 SH       DEFINED 09
1498
 XEROX CORP                         COM            984121103    18924  2350853 SH       DEFINED 03           2350853

 YAHOO INC                          COM            984332106    14787   904419 SH       DEFINED 03
904419
 YANKEE CANDLE INC                  COM            984757104      690    43100 SH       DEFINED 03
43100
 YELLOW CORP                        COM            985509108     2080    82554 SH       DEFINED 03
82554
 YORK INTL CORP NEW                 COM            986670107     2532    99038 SH       DEFINED 03
99038
 YUM BRANDS INC                     COM            988498101    24672  1018677 SH       DEFINED 03
1018677
 ZALE CORP NEW                      COM            988858106     3196   100175 SH       DEFINED 03
100175
 ZEBRA TECHNOLOGIES CORP            CL A           989207105     5684    99189 SH       DEFINED 03
99189
 ZENITH NATL INS CORP               COM            989390109     1108    47119 SH       DEFINED 03             47119

 ZIMMER HLDGS INC                   COM            98956P102    12605   303585 SH       DEFINED 03
303585
 ZIONS BANCORPORATION               COM            989701107     5998   152425 SH       DEFINED 03
152425
 ZIX CORP                           COM            98974P100      191    43362 SH       DEFINED 03
43362
 ZORAN CORP                         COM            98975F101      429    30500 SH       DEFINED 03
30500
 ZYMOGENETICS INC                   COM            98985T109      113    11400 SH       DEFINED 03
11400
 ZOMAX INC MINN                     COM            989929104       91    21400 SH       DEFINED 03
21400
 ACE LTD                            ORD            G0070K103    10559   359900 SH       DEFINED 03
359900
 ANNUITY AND LIFE RE HLDGS          ORD            G03910109     2386  1028369 SH       DEFINED 03           1028369

 BUNGE LIMITED                      COM            G16962105      257    10700 SH       DEFINED 03
10700
 COOPER INDS LTD                    CL A           G24182100    15662   429687 SH       DEFINED 03
429687
 EVEREST RE GROUP LTD               COM            G3223R108     5373    97167 SH       DEFINED 03
97167
 GLOBALSANTAFE CORP                 SHS            G3930E101     4297   176677 SH       DEFINED 03
176677
 INGERSOLL-RAND COMPANY LTD         CL A           G4776G101    18806   436741 SH       DEFINED 03
436741
 LORAL SPACE & COMMUNICATIONS       COM            G56462107       31    71300 SH       DEFINED 03
71300
 NABORS INDUSTRIES LTD              SHS            G6359F103     7582   214970 SH       DEFINED 03
214970
 NOBLE CORPORATION                  SHS            G65422100     7470   212505 SH       DEFINED 03            212505

 TRANSOCEAN INC                     ORD            G90078109    14034   604893 SH       DEFINED 03
604893
 WEATHERFORD INTERNATIONAL LT       COM            G95089101     4276   107085 SH       DEFINED 03
107085
 WHITE MTNS INS GROUP LTD           COM            G9618E107      322      996 SH       DEFINED 03
996
 XL CAP LTD                         CL A           G98255105    19241   249080 SH       DEFINED 03
249080
 XOMA LTD                           ORD            G9825R107       47    11100 SH       DEFINED 03
11100
 ROYAL CARIBBEAN CRUISES LTD        COM            V7780T103      347    20800 SH       DEFINED 03
20800