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

Form 13F

Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:	March 31, 2003

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:		Frank P. Adamo
Title:		Second Vice President
Phone:		973-802-5632

Signature, Place, and Date of Signing:
/s/  Frank P. Adamo	Newark,  New Jersey 	May 8, 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:	 2,371
Form 13F Information Table Value Total:	 $20,340,886,000.00

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      308    81526 SH       DEFINED 03
81526
 A D C TELECOMMUNICATIONS           COM            000886101     2441  1184711 SH       DEFINED 03
1184711
 ABM INDS INC                       COM            000957100     1959   149114 SH       DEFINED 03
149114
 AFC ENTERPRISES INC                COM            00104Q107     1032    76700 SH       DEFINED 03
76700
 AFLAC INC                          COM            001055102    29030   905757 SH       DEFINED 03
905757
 AGCO CORP                          COM            001084102     1251    77719 SH       DEFINED 03
77719
 AGL RES INC                        COM            001204106     3706   156854 SH       DEFINED 03
156854
 AES CORP                           COM            00130H105     3166   874583 SH       DEFINED 03
874583
 AES CORP                           COM            00130H105       21     5723 SH       DEFINED 09
5723
 AK STL HLDG CORP                   COM            001547108      510   156848 SH       DEFINED 03
156848
 AMB PROPERTY CORP                  COM            00163T109     1896    67100 SH       DEFINED 03
67100
 AMC ENTMT INC                      COM            001669100      148    17100 SH       DEFINED 03
17100
 AMLI RESIDENTIAL PPTYS TR          SH BEN INT     001735109      240    11400 SH       DEFINED 03
11400
 AMR CORP                           COM            001765106       38    18100 SH       DEFINED 03
18100
 AOL TIME WARNER INC                COM            00184A105   108003  9944983 SH       DEFINED 03
9944983
 AOL TIME WARNER INC                COM            00184A105       38     3474 SH       DEFINED 09
3474
 APAC CUSTOMER SERVICES INC         COM            00185E106       41    17500 SH       DEFINED 03
17500
 AT&T CORP                          COM NEW        001957505    48145  2971928 SH       DEFINED 03
2971928
 AT&T CORP                          COM NEW        001957505     9736   600993 SH       DEFINED 09
600993
 ATMI INC                           COM            00207R101     1656    85967 SH       DEFINED 03
85967
 AT&T WIRELESS SVCS INC             COM            00209A106    39311  5956153 SH       DEFINED 03
5956153
 ATC HEALTHCARE INC                 CL A           00209C102       67    85000 SH       DEFINED 03
85000
 AVX CORP NEW                       COM            002444107      162    18000 SH       DEFINED 03
18000
 AXT INC                            COM            00246W103        7    10500 SH       DEFINED 03
10500
 AAIPHARMA INC                      COM            00252W104      105    12150 SH       DEFINED 03
12150
 AARON RENTS INC                    COM            002535201     1153    56576 SH       DEFINED 03
56576
 ABBOTT LABS                        COM            002824100   119156  3168193 SH       DEFINED 03
3168193
 ABBOTT LABS                        COM            002824100       18      478 SH       DEFINED 09
478
 ABERCROMBIE & FITCH CO             CL A           002896207    19311   643054 SH       DEFINED 03
643054
 ABGENIX INC                        COM            00339B107      388    44600 SH       DEFINED 03
44600
 ACCLAIM ENTMT INC                  COM PAR $0.02  004325205        6    14550 SH       DEFINED 03
14550
 ACCREDO HEALTH INC                 COM            00437V104     2970   122016 SH       DEFINED 03
122016
 ACTIVISION INC NEW                 COM NEW        004930202      767    53103 SH       DEFINED 03
53103
 ACTION PERFORMANCE COS INC         COM            004933107     1275    60272 SH       DEFINED 03
60272
 ACTEL CORP                         COM            004934105     1224    71732 SH       DEFINED 03
71732
 ACTUATE CORP                       COM            00508B102       21    15300 SH       DEFINED 03
15300
 ACTUANT CORP                       CL A NEW       00508X203      360    10250 SH       DEFINED 03
10250
 ACUITY BRANDS INC                  COM            00508Y102     2893   215108 SH       DEFINED 03
215108
 ACXIOM CORP                        COM            005125109     2221   131974 SH       DEFINED 03
131974
 ADAPTEC INC                        COM            00651F108     1806   299451 SH       DEFINED 03
299451
 ADMINISTAFF INC                    COM            007094105      507    81103 SH       DEFINED 03
81103
 ADOBE SYS INC                      COM            00724F101    11125   360835 SH       DEFINED 03
360835
 ADOLOR CORP                        COM            00724X102      181    18300 SH       DEFINED 03
18300
 ADTRAN INC                         COM            00738A106     7051   196344 SH       DEFINED 03
196344
 ADVANCED DIGITAL INFORMATION       COM            007525108      221    32100 SH       DEFINED 03
32100
 ADVANCED MARKETING SVCS INC        COM            00753T105      562    50261 SH       DEFINED 03
50261
 ADVANCED FIBRE COMMUNICATION       COM            00754A105     1956   129207 SH       DEFINED 03
129207
 ADVO INC                           COM            007585102     2163    65556 SH       DEFINED 03
65556
 ADVANCED MEDICAL OPTICS INC        COM            00763M108     1163    86432 SH       DEFINED 03
86432
 AEROFLEX INC                       COM            007768104      954   168600 SH       DEFINED 03
168600
 AEROPOSTALE                        COM            007865108      148    11200 SH       DEFINED 03
11200
 ADVANCED MICRO DEVICES INC         COM            007903107     7435  1203036 SH       DEFINED 03
1203036
 ADVANCED MICRO DEVICES INC         COM            007903107       25     4008 SH       DEFINED 09
4008
 ADVANCEPCS                         COM            00790K109    13833   488115 SH       DEFINED 03
488115
 ADVANCED ENERGY INDS               COM            007973100      753    87681 SH       DEFINED 03
87681
 ADVENT SOFTWARE INC                COM            007974108      317    26017 SH       DEFINED 03
26017
 AETHER SYS INC                     COM            00808V105       39    12400 SH       DEFINED 03
12400
 AETNA INC NEW                      COM            00817Y108    11670   236721 SH       DEFINED 03
236721
 AFFILIATED COMPUTER SERVICES       CL A           008190100     5304   119847 SH       DEFINED 03
119847
 AFFILIATED MANAGERS GROUP          COM            008252108      229     5500 SH       DEFINED 03
5500
 AGERE SYS INC                      CL A           00845V100      286   178876 SH       DEFINED 03
178876
 AGERE SYS INC                      CL A           00845V100        0      112 SH       DEFINED 09
112
 AGERE SYS INC                      CL B           00845V209     2183  1455294 SH       DEFINED 03
1455294
 AGERE SYS INC                      CL B           00845V209        4     2638 SH       DEFINED 09
2638
 AGILENT TECHNOLOGIES INC           COM            00846U101     9394   714353 SH       DEFINED 03
714353
 AGILENT TECHNOLOGIES INC           COM            00846U101       22     1635 SH       DEFINED 09
1635
 AGILE SOFTWARE CORP DEL            COM            00846X105      164    25500 SH       DEFINED 03
25500
 AGRIUM INC                         COM            008916108      143    13300 SH       DEFINED 03
13300
 AIR PRODS & CHEMS INC              COM            009158106    15391   371497 SH       DEFINED 03
371497
 AIRBORNE INC                       COM            009269101     1065    54331 SH       DEFINED 03
54331
 AIRGAS INC                         COM            009363102     3225   174219 SH       DEFINED 03
174219
 AIRTRAN HLDGS INC                  COM            00949P108      133    19700 SH       DEFINED 03
19700
 AKAMAI TECHNOLOGIES INC            COM            00971T101       84    59853 SH       DEFINED 03
59853
 ALABAMA NATL BANCORP DELA          COM            010317105      271     6600 SH       DEFINED 03
6600
 ALAMOSA HLDGS INC                  COM            011589108       10    26800 SH       DEFINED 03
26800
 ALASKA AIR GROUP INC               COM            011659109      510    32585 SH       DEFINED 03
32585
 ALASKA COMMUNICATIONS SYS GR       COM            01167P101       37    18600 SH       DEFINED 03
18600
 ALBANY INTL CORP                   CL A           012348108     2208    96392 SH       DEFINED 03
96392
 ALBANY MOLECULAR RESH INC          COM            012423109      168    11300 SH       DEFINED 03
11300
 ALBEMARLE CORP                     COM            012653101     1391    57134 SH       DEFINED 03
57134
 ALBERTO CULVER CO                  CL B CONV      013068101     4160    84416 SH       DEFINED 03
84416
 ALBERTO CULVER CO                  CL B CONV      013068101      401     8136 SH       DEFINED 09
8136
 ALBERTSONS INC                     COM            013104104    24294  1288817 SH       DEFINED 03
1288817
 ALCAN INC                          COM            013716105        7      260 SH       DEFINED 03
260
 ALCAN INC                          COM            013716105     2120    76000 SH       DEFINED 10
76000
 ALCOA INC                          COM            013817101    34054  1757157 SH       DEFINED 03
1757157
 ALCOA INC                          COM            013817101     3499   180543 SH       DEFINED 09
180543
 ALDERWOODS GROUP INC               COM            014383103       46    13100 SH       DEFINED 03
13100
 ALEXANDER & BALDWIN INC            COM            014482103     1220    49089 SH       DEFINED 03
49089
 ALEXANDRIA REAL ESTATE EQ IN       COM            015271109      320     7600 SH       DEFINED 03
7600
 ALFA CORP                          COM            015385107      274    23600 SH       DEFINED 03
23600
 ALKERMES INC                       COM            01642T108      321    35400 SH       DEFINED 03
35400
 ALLEGHENY ENERGY INC               COM            017361106     1532   246634 SH       DEFINED 03
246634
 ALLEGHENY TECHNOLOGIES INC         COM            01741R102      383   132200 SH       DEFINED 03
132200
 ALLEGIANCE TELECOM INC             COM            01747T102        9    32400 SH       DEFINED 03
32400
 ALLEN TELECOM INC                  COM            018091108      842    86368 SH       DEFINED 03
86368
 ALLERGAN INC                       COM            018490102    28958   424542 SH       DEFINED 03
424542
 ALLETE INC                         COM            018522102     2109   101571 SH       DEFINED 03
101571
 ALLIANCE CAP MGMT HLDG L P         UNIT LTD PARTN 01855A101      213     7400 SH       DEFINED 03
7400
 ALLIANCE GAMING CORP               COM NEW        01859P609      297    19800 SH       DEFINED 03
19800
 ALLIANCE SEMICONDUCTOR CORP        COM            01877H100      333   103937 SH       DEFINED 03
103937
 ALLIANT ENERGY CORP                COM            018802108     5992   372848 SH       DEFINED 03
372848
 ALLIANT TECHSYSTEMS INC            COM            018804104     5370    99417 SH       DEFINED 03
99417
 ALLIED CAP CORP NEW                COM            01903Q108      402    20100 SH       DEFINED 03
20100
 ALLIED WASTE INDS INC              COM PAR$.01NEW 019589308     4460   558212 SH       DEFINED 03
558212
 ALLMERICA FINL CORP                COM            019754100     1478   105326 SH       DEFINED 03
105326
 ALLOY INC                          COM            019855105       89    17800 SH       DEFINED 03
17800
 ALLSTATE CORP                      COM            020002101    65298  1968580 SH       DEFINED 03
1968580
 ALLTEL CORP                        COM            020039103    25166   562236 SH       DEFINED 03
562236
 ALPHARMA INC                       CL A           020813101     2841   158467 SH       DEFINED 03
158467
 ALTERA CORP                        COM            021441100    15153  1119158 SH       DEFINED 03
1119158
 ALTERA CORP                        COM            021441100       32     2378 SH       DEFINED 09
2378
 ALTEON INC                         COM            02144G107       68    17200 SH       DEFINED 03
17200
 ALTRIA GROUP INC                   COM            02209S103   124520  4156206 SH       DEFINED 03
4156206
 ALTRIA GROUP INC                   COM            02209S103    15774   526492 SH       DEFINED 09
526492
 AMAZON COM INC                     COM            023135106     1384    53160 SH       DEFINED 03
53160
 AMBAC FINL GROUP INC               COM            023139108     8747   173137 SH       DEFINED 03
173137
 AMERADA HESS CORP                  COM            023551104    22314   504156 SH       DEFINED 03
504156
 AMEREN CORP                        COM            023608102     8961   229480 SH       DEFINED 03
229480
 AMCORE FINL INC                    COM            023912108      259    11900 SH       DEFINED 03
11900
 AMERICAN AXLE & MFG HLDGS IN       COM            024061103      844    40100 SH       DEFINED 03
40100
 AMERICAN CAPITAL STRATEGIES        COM            024937104      461    20600 SH       DEFINED 03
20600
 AMERICAN ELEC PWR INC              COM            025537101    24160  1057350 SH       DEFINED 03
1057350
 AMERICAN EAGLE OUTFITTERS NE       COM            02553E106      643    44317 SH       DEFINED 03
44317
 AMERICAN EXPRESS CO                COM            025816109    74815  2251423 SH       DEFINED 03
2251423
 AMERICAN FINL GROUP INC OHIO       COM            025932104     4011   202067 SH       DEFINED 03
202067
 AMERICAN GREETINGS CORP            CL A           026375105     7356   561514 SH       DEFINED 03
561514
 AMERICAN INTL GROUP INC            COM            026874107   253938  5135252 SH       DEFINED 03
5135252
 AMERICAN INTL GROUP INC            COM            026874107       80     1618 SH       DEFINED 09
1618
 AMERICAN ITALIAN PASTA CO          CL A           027070101     2284    52819 SH       DEFINED 03
52819
 AMERICAN MGMT SYS INC              COM            027352103     1563   129403 SH       DEFINED 03
129403
 AMERICAN MED SYS HLDGS INC         COM            02744M108     1316    91100 SH       DEFINED 03
91100
 AMERICAN NATL INS CO               COM            028591105      203     2600 SH       DEFINED 03
2600
 AMERICAN PHARMACEUTICALS PTN       COM            02886P109      320    16700 SH       DEFINED 03
16700
 AMERICAN PWR CONVERSION CORP       COM            029066107     4064   285374 SH       DEFINED 03
285374
 AMERICAN SOFTWARE INC              CL A           029683109       46    14800 SH       DEFINED 03
14800
 AMERICAN STD COS INC DEL           COM            029712106     7152   104000 SH       DEFINED 03
104000
 AMERICAN STS WTR CO                COM            029899101     1133    47426 SH       DEFINED 03
47426
 AMERICAN TOWER CORP                CL A           029912201      373    67500 SH       DEFINED 03
67500
 AMERICAN SUPERCONDUCTOR CORP       COM            030111108       36    10100 SH       DEFINED 03
10100
 AMERICAN WOODMARK CORP             COM            030506109      609    13800 SH       DEFINED 03
13800
 AMERICREDIT CORP                   COM            03060R101      653   197845 SH       DEFINED 03
197845
 AMERUS GROUP CO                    COM            03072M108     4210   171555 SH       DEFINED 03
171555
 AMERISOURCEBERGEN CORP             COM            03073E105     8735   166380 SH       DEFINED 03
166380
 AMERIGROUP CORP                    COM            03073T102     1747    59700 SH       DEFINED 03
59700
 AMERITRADE HLDG CORP NEW           COM            03074K100      517   104200 SH       DEFINED 03
104200
 AMETEK INC NEW                     COM            031100100     1614    48898 SH       DEFINED 03
48898
 AMGEN INC                          COM            031162100   145445  2527286 SH       DEFINED 03
2527286
 AMKOR TECHNOLOGY INC               COM            031652100       77    14900 SH       DEFINED 03
14900
 AMSOUTH BANCORPORATION             COM            032165102    11344   570605 SH       DEFINED 03
570605
 AMSURG CORP                        COM            03232P405     1512    60000 SH       DEFINED 03
60000
 AMYLIN PHARMACEUTICALS INC         COM            032346108      505    31200 SH       DEFINED 03
31200
 ANADARKO PETE CORP                 COM            032511107    43102   947286 SH       DEFINED 03
947286
 ANALOG DEVICES INC                 COM            032654105    16377   595510 SH       DEFINED 03
595510
 ANALOG DEVICES INC                 COM            032654105       33     1210 SH       DEFINED 09
1210
 ANALOGIC CORP                      COM PAR $0.05  032657207     1861    40841 SH       DEFINED 03
40841
 ANCHOR BANCORP WIS INC             COM            032839102     1555    70847 SH       DEFINED 03
70847
 ANDERSEN GROUP INC                 COM            033501107       50    12500 SH       DEFINED 03
12500
 ANDREW CORP                        COM            034425108     2784   506224 SH       DEFINED 03
506224
 ANGELICA CORP                      COM            034663104      420    24606 SH       DEFINED 03
24606
 ANHEUSER BUSCH COS INC             COM            035229103   102105  2190634 SH       DEFINED 03
2190634
 ANHEUSER BUSCH COS INC             COM            035229103     2406    51616 SH       DEFINED 09
51616
 ANIXTER INTL INC                   COM            035290105     2588   114181 SH       DEFINED 03
114181
 ANNALY MTG MGMT INC                COM            035710409      292    16700 SH       DEFINED 03
16700
 ANNTAYLOR STORES CORP              COM            036115103     3452   168148 SH       DEFINED 03
168148
 ANSYS INC                          COM            03662Q105     1377    57480 SH       DEFINED 03
57480
 ANTHEM INC                         COM            03674B104    17342   261773 SH       DEFINED 03
261773
 ANSWERTHINK INC                    COM            036916104       38    17100 SH       DEFINED 03
17100
 ANTHRACITE CAP INC                 COM            037023108      618    54000 SH       DEFINED 03
54000
 ANTIGENICS INC DEL                 COM            037032109      120    14500 SH       DEFINED 03
14500
 AON CORP                           COM            037389103     9310   450196 SH       DEFINED 03
450196
 APACHE CORP                        COM            037411105    17730   287167 SH       DEFINED 03
287167
 APARTMENT INVT & MGMT CO           CL A           03748R101     4344   119067 SH       DEFINED 03
119067
 APEX MORTGAGE CAPITAL              COM            037564101       62    10300 SH       DEFINED 03
10300
 APOGEE ENTERPRISES INC             COM            037598109      770    93618 SH       DEFINED 03
93618
 APHTON CORP                        COM            03759P101       43    17200 SH       DEFINED 03
17200
 APOLLO GROUP INC                   CL A           037604105    28188   564880 SH       DEFINED 03
564880
 APOLLO GROUP INC                   COM UNV PHOENX 037604204      691    16200 SH       DEFINED 03
16200
 APOGENT TECHNOLOGIES INC           COM            03760A101     2307   158252 SH       DEFINED 03
158252
 APPLE COMPUTER INC                 COM            037833100     7543   533421 SH       DEFINED 03
533421
 APPLEBEES INTL INC                 COM            037899101     1654    58975 SH       DEFINED 03
58975
 APRIA HEALTHCARE GROUP INC         COM            037933108     1869    79999 SH       DEFINED 03
79999
 APPLERA CORP                       COM AP BIO GRP 038020103     6016   380023 SH       DEFINED 03
380023
 APPLERA CORP                       COM CE GEN GRP 038020202      399    46255 SH       DEFINED 03
46255
 APPLICA INC                        COM            03815A106      296    60625 SH       DEFINED 03
60625
 APPLIED INDL TECHNOLOGIES IN       COM            03820C105     1101    65861 SH       DEFINED 03
65861
 APPLIED MATLS INC                  COM            038222105    32831  2609772 SH       DEFINED 03
2609772
 APPLIED MATLS INC                  COM            038222105     2413   191822 SH       DEFINED 09
191822
 APPLIED MICRO CIRCUITS CORP        COM            03822W109     1468   450385 SH       DEFINED 03
450385
 APTARGROUP INC                     COM            038336103     3261   100797 SH       DEFINED 03
100797
 AQUILA INC                         COM            03840P102      563   270650 SH       DEFINED 03
270650
 ARBITRON INC                       COM            03875Q108     2655    83750 SH       DEFINED 03
83750
 ARCH CHEMICALS INC                 COM            03937R102     1261    67418 SH       DEFINED 03
67418
 ARCH COAL INC                      COM            039380100     1375    72342 SH       DEFINED 03
72342
 ARCHER DANIELS MIDLAND CO          COM            039483102    14664  1357793 SH       DEFINED 03
1357793
 ARCHER DANIELS MIDLAND CO          COM            039483102     1904   176279 SH       DEFINED 09
176279
 ARCHSTONE SMITH TR                 COM            039583109      405    18420 SH       DEFINED 03
18420
 ARCTIC CAT INC                     COM            039670104     1132    72527 SH       DEFINED 03
72527
 ARGOSY GAMING CO                   COM            040228108     1734    86769 SH       DEFINED 03
86769
 ARIBA INC                          COM            04033V104      302   107100 SH       DEFINED 03
107100
 ARKANSAS BEST CORP DEL             COM            040790107     1880    73954 SH       DEFINED 03
73954
 ARMOR HOLDINGS INC                 COM            042260109     1315   131460 SH       DEFINED 03
131460
 ARQULE INC                         COM            04269E107      128    53299 SH       DEFINED 03
53299
 ARRIS GROUP INC                    COM            04269Q100       89    24100 SH       DEFINED 03
24100
 ARROW ELECTRS INC                  COM            042735100     1309    89074 SH       DEFINED 03
89074
 ARTESYN TECHNOLOGIES INC           COM            043127109      370   119302 SH       DEFINED 03
119302
 ARTHROCARE CORP                    COM            043136100      786    63001 SH       DEFINED 03
63001
 ARVINMERITOR INC                   COM            043353101     1657   118468 SH       DEFINED 03
118468
 ASCENTIAL SOFTWARE CORP            COM            04362P108      777   277647 SH       DEFINED 03
277647
 ASHLAND INC                        COM            044204105    10893   367144 SH       DEFINED 03
367144
 ASHLAND INC                        COM            044204105      303    10226 SH       DEFINED 09
10226
 ASHWORTH INC                       COM            04516H101      197    31091 SH       DEFINED 03
31091
 ASPECT COMMUNICATIONS CORP         COM            04523Q102       71    23000 SH       DEFINED 03
23000
 ASPEN TECHNOLOGY INC               COM            045327103       30    12300 SH       DEFINED 03
12300
 ASSOCIATED BANC CORP               COM            045487105     3733   115479 SH       DEFINED 03
115479
 ASSOCIATED ESTATES RLTY CORP       COM            045604105       78    14100 SH       DEFINED 03
14100
 ASTEC INDS INC                     COM            046224101      297    51154 SH       DEFINED 03
51154
 ASTORIA FINL CORP                  COM            046265104     9163   394446 SH       DEFINED 03
394446
 ASTROPOWER INC                     COM            04644A101      262    62732 SH       DEFINED 03
62732
 ASYST TECHNOLOGY CORP              COM            04648X107      106    19500 SH       DEFINED 03
19500
 ATLANTIC COAST AIRLINES HLDG       COM            048396105      864   139209 SH       DEFINED 03
139209
 ATMEL CORP                         COM            049513104      598   373723 SH       DEFINED 03
373723
 ATMEL CORP                         COM            049513104        8     5291 SH       DEFINED 09
5291
 ATMOS ENERGY CORP                  COM            049560105     2819   132595 SH       DEFINED 03
132595
 ATWOOD OCEANICS INC                COM            050095108     1089    43155 SH       DEFINED 03
43155
 AUDIOVOX CORP                      CL A           050757103      469    63675 SH       DEFINED 03
63675
 AUSPEX SYS INC                     COM            052116100        2    10500 SH       DEFINED 03
10500
 AUTODESK INC                       COM            052769106     2811   184209 SH       DEFINED 03
184209
 AUTOMATIC DATA PROCESSING IN       COM            053015103    47735  1550342 SH       DEFINED 03
1550342
 AUTOMATIC DATA PROCESSING IN       COM            053015103     1980    64296 SH       DEFINED 09
64296
 AUTONATION INC                     COM            05329W102     5123   401800 SH       DEFINED 03
401800
 AUTOZONE INC                       COM            053332102    22637   329451 SH       DEFINED 03
329451
 AVALONBAY CMNTYS INC               COM            053484101      283     7669 SH       DEFINED 03
7669
 AVAYA INC                          COM            053499109     1044   511884 SH       DEFINED 03
511884
 AVERY DENNISON CORP                COM            053611109     9774   166598 SH       DEFINED 03
166598
 AVIALL INC NEW                     COM            05366B102       85    10925 SH       DEFINED 03
10925
 AVID TECHNOLOGY INC                COM            05367P100     1815    81775 SH       DEFINED 03
81775
 AVISTA CORP                        COM            05379B107     1686   159172 SH       DEFINED 03
159172
 AVNET INC                          COM            053807103     1011    96485 SH       DEFINED 03
96485
 AVOCENT CORP                       COM            053893103     3635   155740 SH       DEFINED 03
155740
 AVON PRODS INC                     COM            054303102    29275   513140 SH       DEFINED 03
513140
 AXCELIS TECHNOLOGIES INC           COM            054540109     1326   280360 SH       DEFINED 03
280360
 AZTAR CORP                         COM            054802103     2091   155674 SH       DEFINED 03
155674
 BB&T CORP                          COM            054937107    24071   765870 SH       DEFINED 03
765870
 BEI TECHNOLOGIES INC               COM            05538P104      441    45442 SH       DEFINED 03
45442
 BISYS GROUP INC                    COM            055472104     1218    74654 SH       DEFINED 03
74654
 BJ SVCS CO                         COM            055482103    11414   331900 SH       DEFINED 03
331900
 BJS WHOLESALE CLUB INC             COM            05548J106     5293   468432 SH       DEFINED 03
468432
 BMC SOFTWARE INC                   COM            055921100     5510   365143 SH       DEFINED 03
365143
 BAKER HUGHES INC                   COM            057224107    17865   596892 SH       DEFINED 03
596892
 BALDOR ELEC CO                     COM            057741100     2073    96889 SH       DEFINED 03
96889
 BALL CORP                          COM            058498106    13658   245209 SH       DEFINED 03
245209
 BALLY TOTAL FITNESS HLDG COR       COM            05873K108      452    89232 SH       DEFINED 03
89232
 BANDAG INC                         COM            059815100      653    20478 SH       DEFINED 03
20478
 BANK OF AMERICA CORPORATION        COM            060505104   258365  3865428 SH       DEFINED 03
3865428
 BANK HAWAII CORP                   COM            062540109     1688    54807 SH       DEFINED 03
54807
 BANK MUT CORP                      COM            063748107      235     9300 SH       DEFINED 03
9300
 BANK NEW YORK INC                  COM            064057102    23494  1146042 SH       DEFINED 03
1146042
 BANK NOVA SCOTIA HALIFAX           COM            064149107      485    13779 SH       DEFINED 03
13779
 BANK NOVA SCOTIA HALIFAX           COM            064149107     1818    51700 SH       DEFINED 10
51700
 BANK ONE CORP                      COM            06423A103   104828  3027974 SH       DEFINED 03
3027974
 BANKATLANTIC BANCORP               CL A           065908501      290    29600 SH       DEFINED 03
29600
 BANKNORTH GROUP INC NEW            COM            06646R107     6983   320176 SH       DEFINED 03
320176
 BANKUNITED FINL CORP               CL A           06652B103     1334    75600 SH       DEFINED 03
75600
 BANTA CORP                         COM            066821109     1693    57427 SH       DEFINED 03
57427
 BARD C R INC                       COM            067383109    23870   378534 SH       DEFINED 03
378534
 BARNES & NOBLE INC                 COM            067774109     1238    65183 SH       DEFINED 03
65183
 BARNES GROUP INC                   COM            067806109     1224    57840 SH       DEFINED 03
57840
 BARR LABS INC                      COM            068306109     2299    40330 SH       DEFINED 03
40330
 BARRA INC                          COM            068313105     2356    79347 SH       DEFINED 03
79347
 BASSETT FURNITURE INDS INC         COM            070203104      383    36477 SH       DEFINED 03
36477
 BAUSCH & LOMB INC                  COM            071707103     3297   100252 SH       DEFINED 03
100252
 BAXTER INTL INC                    COM            071813109    18122   972189 SH       DEFINED 03
972189
 BAY VIEW CAP CORP DEL              COM            07262L101      141    25900 SH       DEFINED 03
25900
 BE AEROSPACE INC                   COM            073302101      192   101045 SH       DEFINED 03
101045
 BEA SYS INC                        COM            073325102      449    44300 SH       DEFINED 03
44300
 BEAR STEARNS COS INC               COM            073902108    19578   298440 SH       DEFINED 03
298440
 BEARINGPOINT INC                   COM            074002106      232    36445 SH       DEFINED 03
36445
 BEAZER HOMES USA INC               COM            07556Q105      353     6000 SH       DEFINED 03
6000
 BECKMAN COULTER INC                COM            075811109     3723   109406 SH       DEFINED 03
109406
 BECTON DICKINSON & CO              COM            075887109    31240   907075 SH       DEFINED 03
907075
 BECTON DICKINSON & CO              COM            075887109     1706    49544 SH       DEFINED 09
49544
 BED BATH & BEYOND INC              COM            075896100    17940   519399 SH       DEFINED 03
519399
 BEDFORD PPTY INVS INC              COM PAR $0.02  076446301      280    10700 SH       DEFINED 03
10700
 BEL FUSE INC                       CL B           077347300      593    29505 SH       DEFINED 03
29505
 BELDEN INC                         COM            077459105      815    75811 SH       DEFINED 03
75811
 BELL MICROPRODUCTS INC             COM            078137106      287    56205 SH       DEFINED 03
56205
 BELLSOUTH CORP                     COM            079860102   121536  5608495 SH       DEFINED 03
5608495
 BELO CORP                          COM SER A      080555105     3802   187677 SH       DEFINED 03
187677
 BEMIS INC                          COM            081437105     3765    89523 SH       DEFINED 03
89523
 BEMIS INC                          COM            081437105     2196    52203 SH       DEFINED 09
52203
 BENCHMARK ELECTRS INC              COM            08160H101     3367   118861 SH       DEFINED 03
118861
 BERKLEY W R CORP                   COM            084423102      253     5900 SH       DEFINED 03
5900
 BERKSHIRE HATHAWAY INC DEL         CL A           084670108     8294      130 SH       DEFINED 03
130
 BERKSHIRE HATHAWAY INC DEL         CL B           084670207      316      148 SH       DEFINED 09
148
 BEST BUY INC                       COM            086516101    12689   470501 SH       DEFINED 03
470501
 BEST BUY INC                       COM            086516101       12      448 SH       DEFINED 09
448
 BEVERLY ENTERPRISES INC            COM NEW        087851309       96    47700 SH       DEFINED 03
47700
 BIG LOTS INC                       COM            089302103     2024   179919 SH       DEFINED 03
179919
 BIO RAD LABS INC                   CL A           090572207      347     9700 SH       DEFINED 03
9700
 BIO TECHNOLOGY GEN CORP            COM            090578105      480   177878 SH       DEFINED 03
177878
 BIOGEN INC                         COM            090597105     6626   221155 SH       DEFINED 03
221155
 BIOMET INC                         COM            090613100    11988   391133 SH       DEFINED 03
391133
 BIOMARIN PHARMACEUTICAL INC        COM            09061G101      211    18600 SH       DEFINED 03
18600
 BIOSITE INC                        COM            090945106     2973    77400 SH       DEFINED 03
77400
 BLACK & DECKER CORP                COM            091797100     9706   278421 SH       DEFINED 03
278421
 BLACK BOX CORP DEL                 COM            091826107     1815    61259 SH       DEFINED 03
61259
 BLACK HILLS CORP                   COM            092113109     1103    40137 SH       DEFINED 03
40137
 BLOCK H & R INC                    COM            093671105    37595   880648 SH       DEFINED 03
880648
 BLOCK H & R INC                    COM            093671105     2684    62872 SH       DEFINED 09
62872
 BLYTH INC                          COM            09643P108     1543    60660 SH       DEFINED 03
60660
 BOB EVANS FARMS INC                COM            096761101     2206    91590 SH       DEFINED 03
91590
 BOCA RESORTS INC                   CL A           09688T106      200    18200 SH       DEFINED 03
18200
 BOEING CO                          COM            097023105    54061  2157247 SH       DEFINED 03
2157247
 BOISE CASCADE CORP                 COM            097383103     2405   110053 SH       DEFINED 03
110053
 BOMBAY CO INC                      COM            097924104       58    10700 SH       DEFINED 03
10700
 BORDERS GROUP INC                  COM            099709107     1274    86690 SH       DEFINED 03
86690
 BORG WARNER INC                    COM            099724106     3688    77082 SH       DEFINED 03
77082
 BORLAND SOFTWARE CORP              COM            099849101      250    27200 SH       DEFINED 03
27200
 BOSTON COMMUNICATIONS GROUP        COM            100582105      968    61812 SH       DEFINED 03
61812
 BOSTON PRIVATE FINL HLDGS IN       COM            101119105      958    64054 SH       DEFINED 03
64054
 BOSTON PROPERTIES INC              COM            101121101   115090  3036685 SH       DEFINED 03
3036685
 BOSTON SCIENTIFIC CORP             COM            101137107    49990  1226457 SH       DEFINED 03
1226457
 BOSTON SCIENTIFIC CORP             COM            101137107       43     1046 SH       DEFINED 09
1046
 BOWATER INC                        COM            102183100     2021    54400 SH       DEFINED 03
54400
 BOWNE & CO INC                     COM            103043105     1062   106217 SH       DEFINED 03
106217
 BOYD GAMING CORP                   COM            103304101      214    16800 SH       DEFINED 03
16800
 BOYDS COLLECTION LTD               COM            103354106       58    10800 SH       DEFINED 03
10800
 BOYKIN LODGING CO                  COM            103430104      141    19100 SH       DEFINED 03
19100
 BRADY CORP                         CL A           104674106     2025    71618 SH       DEFINED 03
71618
 BRANDYWINE RLTY TR                 SH BEN INT NEW 105368203      422    19200 SH       DEFINED 03
19200
 BRIGGS & STRATTON CORP             COM            109043109     2707    69708 SH       DEFINED 03
69708
 BRINKER INTL INC                   COM            109641100     6696   219541 SH       DEFINED 03
219541
 BRISTOL MYERS SQUIBB CO            COM            110122108    95783  4533047 SH       DEFINED 03
4533047
 BROADCOM CORP                      CL A           111320107     4958   401496 SH       DEFINED 03
401496
 BROADCOM CORP                      CL A           111320107       30     2450 SH       DEFINED 09
2450
 BROADWING INC                      COM            111620100     1106   276606 SH       DEFINED 03
276606
 BROCADE COMMUNICATIONS SYS I       COM            111621108      209    42900 SH       DEFINED 03
42900
 BROOKLINE BANCORP INC DEL          COM            11373M107      404    32273 SH       DEFINED 03
32273
 BROOKS AUTOMATION INC              COM            114340102      995   102933 SH       DEFINED 03
102933
 BROOKTROUT INC                     COM            114580103      139    28820 SH       DEFINED 03
28820
 BROWN & BROWN INC                  COM            115236101     5914   188900 SH       DEFINED 03
188900
 BROWN FORMAN CORP                  CL B           115637209     7001    91043 SH       DEFINED 03
91043
 BROWN TOM INC                      COM NEW        115660201     2597   107316 SH       DEFINED 03
107316
 BROWN SHOE INC NEW                 COM            115736100     1761    65071 SH       DEFINED 03
65071
 BRUKER DALTONICS INC               COM            116795105       44    14800 SH       DEFINED 03
14800
 BRUNSWICK CORP                     COM            117043109     8306   437145 SH       DEFINED 03
437145
 BRUSH ENGINEERED MATLS INC         COM            117421107      249    49105 SH       DEFINED 03
49105
 BUCKEYE TECHNOLOGIES INC           COM            118255108      498   104738 SH       DEFINED 03
104738
 BUILDING MATLS HLDG CORP           COM            120113105      557    41884 SH       DEFINED 03
41884
 BURLINGTON COAT FACTORY            COM            121579106     1948   119516 SH       DEFINED 03
119516
 BURLINGTON NORTHN SANTA FE C       COM            12189T104    27115  1088949 SH       DEFINED 03
1088949
 BURLINGTON RES INC                 COM            122014103    34044   713565 SH       DEFINED 03
713565
 BUTLER MFG CO DEL                  COM            123655102      382    23270 SH       DEFINED 03
23270
 C&D TECHNOLOGIES INC               COM            124661109      986    82282 SH       DEFINED 03
82282
 CBL & ASSOC PPTYS INC              COM            124830100      438    10800 SH       DEFINED 03
10800
 CBL & ASSOC PPTYS INC              COM            124830100     1119    27559 SH       DEFINED 09
27559
 CBRL GROUP INC                     COM            12489V106     3862   140706 SH       DEFINED 03
140706
 CCBT FINL COS INC                  COM            12500Q102      224    10200 SH       DEFINED 03
10200
 C COR NET CORP                     COM            125010108      329    99696 SH       DEFINED 03
99696
 C D I CORP                         COM            125071100     1330    57097 SH       DEFINED 03
57097
 CDW COMPUTER CTRS INC              COM            125129106     2106    51618 SH       DEFINED 03
51618
 CEC ENTMT INC                      COM            125137109     2133    78385 SH       DEFINED 03
78385
 CH ENERGY GROUP INC                COM            12541M102     1922    46098 SH       DEFINED 03
46098
 C H ROBINSON WORLDWIDE INC         COM            12541W100     4276   130779 SH       DEFINED 03
130779
 CIGNA CORP                         COM            125509109    28482   622969 SH       DEFINED 03
622969
 CIGNA CORP                         COM            125509109     1138    24892 SH       DEFINED 09
24892
 CIT GROUP INC                      COM            125581108      366    21700 SH       DEFINED 03
21700
 CKE RESTAURANTS INC                COM            12561E105       90    20498 SH       DEFINED 03
20498
 CLECO CORP NEW                     COM            12561W105     2704   215477 SH       DEFINED 03
215477
 CMGI INC                           COM            125750109       57    73086 SH       DEFINED 03
73086
 CMS ENERGY CORP                    COM            125896100     1162   263479 SH       DEFINED 03
263479
 CPI CORP                           COM            125902106      342    26049 SH       DEFINED 03
26049
 CSK AUTO CORP                      COM            125965103      112    12300 SH       DEFINED 03
12300
 CNA FINL CORP                      COM            126117100      544    24300 SH       DEFINED 03
24300
 CNA SURETY CORP                    COM            12612L108      116    14500 SH       DEFINED 03
14500
 CNF INC                            COM            12612W104     2002    65743 SH       DEFINED 03
65743
 CNS INC                            COM            126136100      129    19000 SH       DEFINED 03
19000
 CNET NETWORKS INC                  COM            12613R104      129    51438 SH       DEFINED 03
51438
 CSG SYS INTL INC                   COM            126349109     2115   243919 SH       DEFINED 03
243919
 CSX CORP                           COM            126408103     9255   324509 SH       DEFINED 03
324509
 CTS CORP                           COM            126501105      571    93682 SH       DEFINED 03
93682
 CUNO INC                           COM            126583103     1734    51598 SH       DEFINED 03
51598
 CVB FINL CORP                      COM            126600105      326    16839 SH       DEFINED 03
16839
 CVF TECHNOLOGIES CORP              COM            12660F102       65   647128 SH       DEFINED 03
647128
 CVS CORP                           COM            126650100    13961   585378 SH       DEFINED 03
585378
 CV THERAPEUTICS INC                COM            126667104      200    11100 SH       DEFINED 03
11100
 CABLEVISION SYS CORP               CL A NY CABLVS 12686C109      439    23100 SH       DEFINED 03
23100
 CABLEVISION SYS CORP               CL A NY CABLVS 12686C109       11      597 SH       DEFINED 09
597
 CABLE DESIGN TECHNOLOGIES CO       COM            126924109      908   136582 SH       DEFINED 03
136582
 CABOT CORP                         COM            127055101     1483    62149 SH       DEFINED 03
62149
 CABOT OIL & GAS CORP               COM            127097103     2179    90777 SH       DEFINED 03
90777
 CABOT MICROELECTRONICS CORP        COM            12709P103      939    22380 SH       DEFINED 03
22380
 CACI INTL INC                      CL A           127190304     2947    88348 SH       DEFINED 03
88348
 CADENCE DESIGN SYSTEM INC          COM            127387108     1756   175578 SH       DEFINED 03
175578
 CAL DIVE INTL INC                  COM            127914109     1940   107696 SH       DEFINED 03
107696
 CALGON CARBON CORP                 COM            129603106       58    11800 SH       DEFINED 03
11800
 CALLAWAY GOLF CO                   COM            131193104      749    63075 SH       DEFINED 03
63075
 CALPINE CORP                       COM            131347106     1797   544680 SH       DEFINED 03
544680
 CAMBREX CORP                       COM            132011107     2429   101142 SH       DEFINED 03
101142
 CAMPBELL SOUP CO                   COM            134429109    13806   657429 SH       DEFINED 03
657429
 CAMPBELL SOUP CO                   COM            134429109       41     1946 SH       DEFINED 09
1946
 CAPITAL AUTOMOTIVE REIT            COM SH BEN INT 139733109     2008    80500 SH       DEFINED 03
80500
 CAPITAL ONE FINL CORP              COM            14040H105    15614   520306 SH       DEFINED 03
520306
 CAPITOL FED FINL                   COM            14057C106      327    10900 SH       DEFINED 03
10900
 CAPTARIS INC                       COM            14071N104      217    75096 SH       DEFINED 03
75096
 CARBO CERAMICS INC                 COM            140781105     1310    39876 SH       DEFINED 03
39876
 CARAUSTAR INDS INC                 COM            140909102      526    77710 SH       DEFINED 03
77710
 CARDIAC SCIENCE INC                COM NEW        141410209       33    14300 SH       DEFINED 03
14300
 CARDINAL HEALTH INC                COM            14149Y108    71322  1251929 SH       DEFINED 03
1251929
 CARDIODYNAMICS INTL CORP           COM            141597104       34    11100 SH       DEFINED 03
11100
 CAREER EDUCATION CORP              COM            141665109     3258    66600 SH       DEFINED 03
66600
 CAREMARK RX INC                    COM            141705103      508    27988 SH       DEFINED 03
27988
 CARLISLE COS INC                   COM            142339100     1339    33058 SH       DEFINED 03
33058
 CARMAX INC                         COM            143130102     2482   170335 SH       DEFINED 03
170335
 CARNIVAL CORP                      COM            143658102    28458  1180345 SH       DEFINED 03
1180345
 CARNIVAL CORP                      COM            143658102       39     1618 SH       DEFINED 09
1618
 CARPENTER TECHNOLOGY CORP          COM            144285103      267    26257 SH       DEFINED 03
26257
 CARRAMERICA RLTY CORP              COM            144418100      322    12700 SH       DEFINED 03
12700
 CARREKER CORP                      COM            144433109      140    68441 SH       DEFINED 03
68441
 CASCADE NAT GAS CORP               COM            147339105      581    29934 SH       DEFINED 03
29934
 CASEYS GEN STORES INC              COM            147528103     1748   146915 SH       DEFINED 03
146915
 CASH AMER INTL INC                 COM            14754D100      733    77334 SH       DEFINED 03
77334
 CASTLE A M & CO                    COM            148411101      175    36872 SH       DEFINED 03
36872
 CATALINA MARKETING CORP            COM            148867104     2282   118686 SH       DEFINED 03
118686
 CATAPULT COMMUNICATIONS CORP       COM            149016107      200    31434 SH       DEFINED 03
31434
 CATELLUS DEV CORP                  COM            149111106      222    10550 SH       DEFINED 03
10550
 CATERPILLAR INC DEL                COM            149123101    29912   607970 SH       DEFINED 03
607970
 CATERPILLAR INC DEL                COM            149123101    22050   448176 SH       DEFINED 09
448176
 CATHAY BANCORP INC                 COM            149150104      359     9200 SH       DEFINED 03
9200
 CATO CORP NEW                      CL A           149205106     1557    81768 SH       DEFINED 03
81768
 CELL GENESYS INC                   COM            150921104      106    14300 SH       DEFINED 03
14300
 CELL THERAPEUTICS INC              COM            150934107      132    15900 SH       DEFINED 03
15900
 CELESTICA INC                      SUB VTG SHS    15101Q108    11430  1000000 SH       DEFINED 10
1000000
 CENDANT CORP                       COM            151313103    27570  2170875 SH       DEFINED 03
2170875
 CENTENNIAL COMMUNCTNS CORP N       CL A NEW       15133V208       21    11500 SH       DEFINED 03
11500
 CENTERPOINT ENERGY INC             COM            15189T107     4483   635923 SH       DEFINED 03
635923
 CENTEX CORP                        COM            152312104    13347   245525 SH       DEFINED 03
245525
 CENTEX CONSTRUCTION PRODUCTS       COM            15231R109      212     5900 SH       DEFINED 03
5900
 CENTRAL PKG CORP                   COM            154785109     1053   105250 SH       DEFINED 03
105250
 CENTRAL VT PUB SVC CORP            COM            155771108      679    39462 SH       DEFINED 03
39462
 CENTURY ALUM CO                    COM            156431108      335    53076 SH       DEFINED 03
53076
 CENTURY BUSINESS SVCS INC          COM            156490104       84    32700 SH       DEFINED 03
32700
 CENTURYTEL INC                     COM            156700106     6748   244503 SH       DEFINED 03
244503
 CEPHALON INC                       COM            156708109     6132   153536 SH       DEFINED 03
153536
 CERIDIAN CORP NEW                  COM            156779100     1965   140572 SH       DEFINED 03
140572
 CERNER CORP                        COM            156782104     3328   102788 SH       DEFINED 03
102788
 CERTEGY INC                        COM            156880106     1400    55560 SH       DEFINED 03
55560
 CHAMPION ENTERPRISES INC           COM            158496109      277   150380 SH       DEFINED 03
150380
 CHARLES RIV LABS INTL INC          COM            159864107     1210    47400 SH       DEFINED 03
47400
 CHARTER ONE FINL INC               COM            160903100    16802   607463 SH       DEFINED 03
607463
 CHARTER MUN MTG ACCEP CO           SH BEN INT     160908109      334    19000 SH       DEFINED 03
19000
 CHARMING SHOPPES INC               COM            161133103      183    52200 SH       DEFINED 03
52200
 CHARTER COMMUNICATIONS INC D       CL A           16117M107       24    28400 SH       DEFINED 03
28400
 CHATEAU CMNTYS INC                 COM            161726104      205    10855 SH       DEFINED 03
10855
 CHECKFREE CORP NEW                 COM            162813109     7804   347148 SH       DEFINED 03
347148
 CHECKPOINT SYS INC                 COM            162825103      993   100931 SH       DEFINED 03
100931
 CHEESECAKE FACTORY INC             COM            163072101      997    30900 SH       DEFINED 03
30900
 CHELSEA PPTY GROUP INC             COM            163421100      562    15100 SH       DEFINED 03
15100
 CHEMED CORP                        COM            163596109      916    28891 SH       DEFINED 03
28891
 CHEMICAL FINL CORP                 COM            163731102      314    11824 SH       DEFINED 03
11824
 CHESAPEAKE CORP                    COM            165159104      824    48776 SH       DEFINED 03
48776
 CHESAPEAKE ENERGY CORP             COM            165167107      576    73300 SH       DEFINED 03
73300
 CHEVRONTEXACO CORP                 COM            166764100   158100  2445471 SH       DEFINED 03
2445471
 CHICOS FAS INC                     COM            168615102     2016   100800 SH       DEFINED 03
100800
 CHILDRENS PL RETAIL STORES I       COM            168905107      662    71900 SH       DEFINED 03
71900
 CHIPPAC INC                        CL A           169657103       85    23500 SH       DEFINED 03
23500
 CHOICE HOTELS INTL INC             COM            169905106      335    13750 SH       DEFINED 03
13750
 CHIQUITA BRANDS INTL INC           COM            170032809      302    27546 SH       DEFINED 03
27546
 CHIRON CORP                        COM            170040109    11952   318710 SH       DEFINED 03
318710
 CHITTENDEN CORP                    COM            170228100     2657   101658 SH       DEFINED 03
101658
 CHOICEPOINT INC                    COM            170388102     2179    64286 SH       DEFINED 03
64286
 CHRISTOPHER & BANKS CORP           COM            171046105     1395    78811 SH       DEFINED 03
78811
 CHUBB CORP                         COM            171232101    18408   415346 SH       DEFINED 03
415346
 CHURCH & DWIGHT INC                COM            171340102     1024    33716 SH       DEFINED 03
33716
 CIBER INC                          COM            17163B102      867   182144 SH       DEFINED 03
182144
 CIENA CORP                         COM            171779101     2652   606758 SH       DEFINED 03
606758
 CIMA LABS INC                      COM            171796105     1057    48700 SH       DEFINED 03
48700
 CIMAREX ENERGY CO                  COM            171798101     2167   111412 SH       DEFINED 03
111412
 CINCINNATI FINL CORP               COM            172062101     8407   239710 SH       DEFINED 03
239710
 CINERGY CORP                       COM            172474108    18471   548906 SH       DEFINED 03
548906
 CIRCUIT CITY STORE INC             COM            172737108     1663   319862 SH       DEFINED 03
319862
 CIRRUS LOGIC INC                   COM            172755100       61    30200 SH       DEFINED 03
30200
 CISCO SYS INC                      COM            17275R102   219690 16925251 SH       DEFINED 03
16925251
 CISCO SYS INC                      COM            17275R102     3773   290694 SH       DEFINED 09
290694
 CINTAS CORP                        COM            172908105     8312   252630 SH       DEFINED 03
252630
 CITIGROUP INC                      COM            172967101   414016 12017887 SH       DEFINED 03
12017887
 CITIGROUP INC                      COM            172967101       15      449 SH       DEFINED 09
449
 CITIZENS COMMUNICATIONS CO         COM            17453B101     4112   412028 SH       DEFINED 03
412028
 CITRIX SYS INC                     COM            177376100    14475  1099893 SH       DEFINED 03
1099893
 CITY HLDG CO                       COM            177835105      275    10055 SH       DEFINED 03
10055
 CITY NATL CORP                     COM            178566105     1818    41379 SH       DEFINED 03
41379
 CLAIRES STORES INC                 COM            179584107     1811    76692 SH       DEFINED 03
76692
 CLARCOR INC                        COM            179895107     2772    76561 SH       DEFINED 03
76561
 CLAYTON HOMES INC                  COM            184190106     1327   120239 SH       DEFINED 03
120239
 CLEAR CHANNEL COMMUNICATIONS       COM            184502102    53008  1562747 SH       DEFINED 03
1562747
 CLEAR CHANNEL COMMUNICATIONS       COM            184502102       16      478 SH       DEFINED 09
478
 CLEVELAND CLIFFS INC               COM            185896107      694    37234 SH       DEFINED 03
37234
 CLOROX CO DEL                      COM            189054109    36663   794089 SH       DEFINED 03
794089
 COACH INC                          COM            189754104    11896   310370 SH       DEFINED 03
310370
 COACHMEN INDS INC                  COM            189873102      457    41590 SH       DEFINED 03
41590
 COCA COLA BOTTLING CO CONS         COM            191098102     1229    24620 SH       DEFINED 03
24620
 COCA COLA CO                       COM            191216100   180126  4449742 SH       DEFINED 03
4449742
 COCA COLA ENTERPRISES INC          COM            191219104    12589   673551 SH       DEFINED 03
673551
 COGNEX CORP                        COM            192422103     3512   165801 SH       DEFINED 03
165801
 COGNIZANT TECHNOLOGY SOLUTIO       CL A           192446102      538     8000 SH       DEFINED 03
8000
 COHERENT INC                       COM            192479103     1629    86871 SH       DEFINED 03
86871
 COHU INC                           COM            192576106     1002    68476 SH       DEFINED 03
68476
 COINSTAR INC                       COM            19259P300     1098    65400 SH       DEFINED 03
65400
 COLGATE PALMOLIVE CO               COM            194162103    52517   964672 SH       DEFINED 03
964672
 COLLINS & AIKMAN CORP NEW          COM NEW        194830204       63    15480 SH       DEFINED 03
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 FEI CO                             COM            30241L109     1443    90400 SH       DEFINED 03
90400
 FLIR SYS INC                       COM            302445101     2589    54600 SH       DEFINED 03
54600
 F M C CORP                         COM NEW        302491303     2924   186474 SH       DEFINED 03
186474
 FMC TECHNOLOGIES INC               COM            30249U101     1616    84182 SH       DEFINED 03
84182
 FNB CORP PA                        COM            302520101      255     8912 SH       DEFINED 03
8912
 FPL GROUP INC                      COM            302571104    16041   272206 SH       DEFINED 03
272206
 FTI CONSULTING INC                 COM            302941109      478    10350 SH       DEFINED 03
10350
 FACTSET RESH SYS INC               COM            303075105     3379   104117 SH       DEFINED 03
104117
 FAIR ISAAC & CO INC                COM            303250104     3747    73729 SH       DEFINED 03
73729
 FAIRCHILD SEMICONDUCTOR INTL       CL A           303726103      962    91926 SH       DEFINED 03
91926
 FALCONSTOR SOFTWARE INC            COM            306137100       43    11100 SH       DEFINED 03
11100
 FAMILY DLR STORES INC              COM            307000109     8495   275111 SH       DEFINED 03
275111
 FAMILY DLR STORES INC              COM            307000109     2624    84958 SH       DEFINED 09
84958
 FARMER BROS CO                     COM            307675108      230      750 SH       DEFINED 03
750
 FASTENAL CO                        COM            311900104     1339    47490 SH       DEFINED 03
47490
 FEDDERS CORP                       COM NEW        313135501      318    96723 SH       DEFINED 03
96723
 FEDERAL HOME LN MTG CORP           COM            313400301    95994  1807802 SH       DEFINED 03
1807802
 FEDERAL NATL MTG ASSN              COM            313586109   156438  2393841 SH       DEFINED 03
2393841
 FEDERAL REALTY INVT TR             SH BEN INT NEW 313747206      498    16400 SH       DEFINED 03
16400
 FEDERAL SIGNAL CORP                COM            313855108      628    44209 SH       DEFINED 03
44209
 FEDERATED DEPT STORES INC DE       COM            31410H101    29226  1043029 SH       DEFINED 03
1043029
 FEDERATED INVS INC PA              CL B           314211103      366    14400 SH       DEFINED 03
14400
 FEDEX CORP                         COM            31428X106    38995   708105 SH       DEFINED 03
708105
 FELCOR LODGING TR INC              COM            31430F101      288    46190 SH       DEFINED 03
46190
 FERRO CORP                         COM            315405100     1455    68077 SH       DEFINED 03
68077
 F5 NETWORKS INC                    COM            315616102      144    11400 SH       DEFINED 03
11400
 FIDELITY NATIONAL SOLTNS INC       COM            31620P109      195    10992 SH       DEFINED 03
10992
 FIDELITY NATL FINL INC             COM            316326107    12005   351551 SH       DEFINED 03
351551
 FIFTH THIRD BANCORP                COM            316773100    43878   873519 SH       DEFINED 03
873519
 FILENET CORP                       COM            316869106     1362   129860 SH       DEFINED 03
129860
 FINANCIAL FED CORP                 COM            317492106     1014    53105 SH       DEFINED 03
53105
 FINISAR                            COM            31787A101       49    62300 SH       DEFINED 03
62300
 FIRST AMERN CORP CALIF             COM            318522307     1379    56500 SH       DEFINED 03
56500
 FIRST BANCORP P R                  COM            318672102     3083   114278 SH       DEFINED 03
114278
 FIRST CHARTER CORP                 COM            319439105      267    15400 SH       DEFINED 03
15400
 FIRST CTZNS BANCSHARES INC N       CL A           31946M103      320     3400 SH       DEFINED 03
3400
 FIRST COMWLTH FINL CORP PA         COM            319829107      334    28700 SH       DEFINED 03
28700
 FIRST DATA CORP                    COM            319963104    44785  1210083 SH       DEFINED 03
1210083
 FIRST FINL BANCORP OH              COM            320209109      249    15720 SH       DEFINED 03
15720
 FIRST FINL BANKSHARES              COM            32020R109      303     8525 SH       DEFINED 03
8525
 FIRST HORIZON PHARMACEUTICAL       COM            32051K106       32    12550 SH       DEFINED 03
12550
 FIRST INDUSTRIAL REALTY TRUS       COM            32054K103      252     8900 SH       DEFINED 03
8900
 FIRST IND CORP                     COM            32054R108      179    11315 SH       DEFINED 03
11315
 FIRST MIDWEST BANCORP DEL          COM            320867104     3449   133642 SH       DEFINED 03
133642
 FIRST HEALTH GROUP CORP            COM            320960107     1722    67670 SH       DEFINED 03
67670
 FIRST NIAGARA FINL GP INC          COM            33582V108      283    24056 SH       DEFINED 03
24056
 FIRST REP BK SAN FRANCISCO         COM            336158100      900    41648 SH       DEFINED 03
41648
 FIRST SENTINEL BANCORP INC         COM            33640T103      195    14100 SH       DEFINED 03
14100
 FIRST TENN NATL CORP               COM            337162101     7448   187560 SH       DEFINED 03
187560
 FIRST VA BANKS INC                 COM            337477103     2666    67965 SH       DEFINED 03
67965
 FISERV INC                         COM            337738108     8781   278926 SH       DEFINED 03
278926
 FIRSTFED FINL CORP                 COM            337907109     1957    64819 SH       DEFINED 03
64819
 FIRSTMERIT CORP                    COM            337915102     1792    97198 SH       DEFINED 03
97198
 FLAGSTAR BANCORP INC               COM            337930101     2489    94400 SH       DEFINED 03
94400
 FIRSTENERGY CORP                   COM            337932107    36505  1158888 SH       DEFINED 03
1158888
 FISHER SCIENTIFIC INTL INC         COM NEW        338032204      602    21519 SH       DEFINED 03
21519
 FLEETBOSTON FINL CORP              COM            339030108    72273  3026519 SH       DEFINED 03
3026519
 FLEETWOOD ENTERPRISES INC          COM            339099103      417   102745 SH       DEFINED 03
102745
 FLEMING COS INC                    COM            339130106        8    16500 SH       DEFINED 03
16500
 FLORIDA EAST COAST INDS            CL A           340632108      306    12500 SH       DEFINED 03
12500
 FLORIDA ROCK INDS INC              COM            341140101     2664    78714 SH       DEFINED 03
78714
 FLUOR CORP NEW                     COM            343412102    11912   353684 SH       DEFINED 03
353684
 FLOW INTL CORP                     COM            343468104       73    36376 SH       DEFINED 03
36376
 FLOWERS FOODS INC                  COM            343498101      354    12935 SH       DEFINED 03
12935
 FLOWSERVE CORP                     COM            34354P105      619    53136 SH       DEFINED 03
53136
 FOOT LOCKER INC                    COM            344849104      148    13800 SH       DEFINED 03
13800
 FOOTSTAR INC                       COM            344912100      488    58120 SH       DEFINED 03
58120
 FORD MTR CO DEL                    COM PAR $0.01  345370860    24509  3259125 SH       DEFINED 03
3259125
 FOREST CITY ENTERPRISES INC        CL A           345550107      250     7200 SH       DEFINED 03
7200
 FOREST LABS INC                    COM            345838106    63548  1177469 SH       DEFINED 03
1177469
 FOREST OIL CORP                    COM PAR $0.01  346091705      950    42605 SH       DEFINED 03
42605
 FORGENT NETWORKS INC               COM            34629U103       29    21726 SH       DEFINED 03
21726
 FORTUNE BRANDS INC                 COM            349631101     9987   232954 SH       DEFINED 03
232954
 FORWARD AIR CORP                   COM            349853101     1204    55347 SH       DEFINED 03
55347
 FOSSIL INC                         COM            349882100     2331   135354 SH       DEFINED 03
135354
 FOUNDRY NETWORKS INC               COM            35063R100      310    38500 SH       DEFINED 03
38500
 4 KIDS ENTMT INC                   COM            350865101      391    33120 SH       DEFINED 03
33120
 FOX ENTMT GROUP INC                CL A           35138T107     1503    56350 SH       DEFINED 03
56350
 FRANKLIN RES INC                   COM            354613101    12839   390112 SH       DEFINED 03
390112
 FRANKLIN RES INC                   COM            354613101       30      897 SH       DEFINED 09
897
 FREDS INC                          CL A           356108100     2582    92725 SH       DEFINED 03
92725
 FREEMARKETS INC                    COM            356602102      112    20500 SH       DEFINED 03
20500
 FREEPORT-MCMORAN COPPER & GO       CL B           35671D857     5066   297110 SH       DEFINED 03
297110
 FREMONT GEN CORP                   COM            357288109     1430   205819 SH       DEFINED 03
205819
 FRIEDMAN INDS INC                  COM            358435105       55    22902 SH       DEFINED 03
22902
 FRONTIER AIRLINES INC NEW          COM            359065109      388    78078 SH       DEFINED 03
78078
 FRONTIER FINL CORP WASH            COM            35907K105      242     9800 SH       DEFINED 03
9800
 FRONTIER OIL CORP                  COM            35914P105     1421    83100 SH       DEFINED 03
83100
 FUELCELL ENERGY INC                COM            35952H106      128    25400 SH       DEFINED 03
25400
 FULLER H B CO                      COM            359694106     1866    80700 SH       DEFINED 03
80700
 FURNITURE BRANDS INTL INC          COM            360921100      863    44098 SH       DEFINED 03
44098
 G & K SVCS INC                     CL A           361268105     1586    66090 SH       DEFINED 03
66090
 GATX CORP                          COM            361448103      593    40939 SH       DEFINED 03
40939
 GBC BANCORP CALIF                  COM            361475106      936    38712 SH       DEFINED 03
38712
 GABLES RESIDENTIAL TR              SH BEN INT     362418105     1828    68300 SH       DEFINED 03
68300
 GALLAGHER ARTHUR J & CO            COM            363576109     1302    53049 SH       DEFINED 03
53049
 GANNETT INC                        COM            364730101    55095   782266 SH       DEFINED 03
782266
 GAP INC DEL                        COM            364760108    18968  1309019 SH       DEFINED 03
1309019
 GAP INC DEL                        COM            364760108       62     4255 SH       DEFINED 09
4255
 GARDNER DENVER INC                 COM            365558105      830    45133 SH       DEFINED 03
45133
 GARTNER INC                        COM            366651107      179    25800 SH       DEFINED 03
25800
 GARTNER INC                        CL B           366651206      672    89280 SH       DEFINED 03
89280
 GATEWAY INC                        COM            367626108     1199   508236 SH       DEFINED 03
508236
 GAYLORD ENTMT CO NEW               COM            367905106      192    10673 SH       DEFINED 03
10673
 GEMSTAR-TV GUIDE INTL INC          COM            36866W106      165    44900 SH       DEFINED 03
44900
 GENCORP INC                        COM            368682100      831   132887 SH       DEFINED 03
132887
 GENE LOGIC INC                     COM            368689105       89    17600 SH       DEFINED 03
17600
 GENENTECH INC                      COM NEW        368710406     8014   228894 SH       DEFINED 03
228894
 GENERAL CABLE CORP DEL NEW         COM            369300108       51    13650 SH       DEFINED 03
13650
 GENERAL COMMUNICATION INC          CL A           369385109      960   160507 SH       DEFINED 03
160507
 GENERAL DYNAMICS CORP              COM            369550108    29301   532074 SH       DEFINED 03
532074
 GENERAL DYNAMICS CORP              COM            369550108     1526    27710 SH       DEFINED 09
27710
 GENERAL ELEC CO                    COM            369604103   486378 19073645 SH       DEFINED 03
19073645
 GENERAL ELEC CO                    COM            369604103    25863  1014254 SH       DEFINED 09
1014254
 GENERAL GROWTH PPTYS INC           COM            370021107      361     6700 SH       DEFINED 03
6700
 GENERAL GROWTH PPTYS INC           COM            370021107     1165    21590 SH       DEFINED 09
21590
 GENERAL MLS INC                    COM            370334104    39522   867653 SH       DEFINED 03
867653
 GENERAL MTRS CORP                  COM            370442105    46718  1389600 SH       DEFINED 03
1389600
 GENERAL MTRS CORP                  COM            370442105    16172   481012 SH       DEFINED 09
481012
 GENERAL MTRS CORP                  CL H NEW       370442832     1181   105454 SH       DEFINED 03
105454
 GENESCO INC                        COM            371532102      917    64504 SH       DEFINED 03
64504
 GENESIS HEALTH VENTURE INC N       COM            37183F107      202    13600 SH       DEFINED 03
13600
 GENTEX CORP                        COM            371901109     5596   219873 SH       DEFINED 03
219873
 GENLYTE GROUP INC                  COM            372302109      240     7300 SH       DEFINED 03
7300
 GENTA INC                          COM NEW        37245M207      159    22300 SH       DEFINED 03
22300
 GENUINE PARTS CO                   COM            372460105     8074   264620 SH       DEFINED 03
264620
 GENZYME CORP                       COM GENL DIV   372917104    11559   317128 SH       DEFINED 03
317128
 GEORGIA GULF CORP                  COM PAR $0.01  373200203     2307   114581 SH       DEFINED 03
114581
 GEORGIA PAC CORP                   COM            373298108    11961   860477 SH       DEFINED 03
860477
 GERBER SCIENTIFIC INC              COM            373730100      422    64204 SH       DEFINED 03
64204
 GILEAD SCIENCES INC                COM            375558103    12454   296594 SH       DEFINED 03
296594
 GILLETTE CO                        COM            375766102    49357  1595248 SH       DEFINED 03
1595248
 GLAMIS GOLD LTD                    COM            376775102      122    11800 SH       DEFINED 03
11800
 GLATFELTER                         COM            377316104      975    91433 SH       DEFINED 03
91433
 GLENBOROUGH RLTY TR INC            COM            37803P105     1498    96900 SH       DEFINED 03
96900
 GLIMCHER RLTY TR                   SH BEN INT     379302102      271    14100 SH       DEFINED 03
14100
 GLOBAL INDS LTD                    COM            379336100      145    31200 SH       DEFINED 03
31200
 GLOBAL IMAGING SYSTEMS             COM            37934A100     1112    60100 SH       DEFINED 03
60100
 GLOBAL PMTS INC                    COM            37940X102     3148   103155 SH       DEFINED 03
103155
 GLOBESPANVIRATA INC                COM            37957V106      219    48596 SH       DEFINED 03
48596
 GOLD BANC CORP INC                 COM            379907108       85    10500 SH       DEFINED 03
10500
 GOAMERICA INC                      COM            38020R106        3    11100 SH       DEFINED 03
11100
 GOLDEN ENTERPRISES INC             COM            381010107       64    29154 SH       DEFINED 03
29154
 GOLDEN WEST FINL CORP DEL          COM            381317106    44307   615977 SH       DEFINED 03
615977
 GOLDMAN SACHS GROUP INC            COM            38141G104    55050   808601 SH       DEFINED 03
808601
 GOOD GUYS INC                      COM            382091106       17    11000 SH       DEFINED 03
11000
 GOODRICH CORP                      COM            382388106     7903   562118 SH       DEFINED 03
562118
 GOODYEAR TIRE & RUBR CO            COM            382550101     1339   258976 SH       DEFINED 03
258976
 GOODYS FAMILY CLOTHING INC         COM            382588101      315    78196 SH       DEFINED 03
78196
 GRACE W R & CO DEL NEW             COM            38388F108       44    29600 SH       DEFINED 03
29600
 GRACO INC                          COM            384109104     3649   129875 SH       DEFINED 03
129875
 GRAFTECH INTL LTD                  COM            384313102       67    23600 SH       DEFINED 03
23600
 GRAINGER W W INC                   COM            384802104    12532   292110 SH       DEFINED 03
292110
 GRANITE CONSTR INC                 COM            387328107      793    50502 SH       DEFINED 03
50502
 GRANT PRIDECO INC                  COM            38821G101     1156    95816 SH       DEFINED 03
95816
 GRAPHIC PACKAGING INTL CORP        COM            388690109      100    18200 SH       DEFINED 03
18200
 GREAT ATLANTIC & PAC TEA INC       COM            390064103      482   111916 SH       DEFINED 03
111916
 GREAT LAKES CHEM CORP              COM            390568103     2005    90315 SH       DEFINED 03
90315
 GREAT PLAINS ENERGY INC            COM            391164100     1944    81431 SH       DEFINED 03
81431
 GREATER BAY BANCORP                COM            391648102      784    54611 SH       DEFINED 03
54611
 GREEN MOUNTAIN PWR CORP            COM            393154109      245    12106 SH       DEFINED 03
12106
 GREENPOINT FINL CORP               COM            395384100    16853   376091 SH       DEFINED 03
376091
 GREY GLOBAL GROUP INC              COM            39787M108      247      400 SH       DEFINED 03
400
 GREY WOLF INC                      COM            397888108      337    85600 SH       DEFINED 03
85600
 GRIFFON CORP                       COM            398433102     1217    94349 SH       DEFINED 03
94349
 GROUP 1 AUTOMOTIVE INC             COM            398905109     1448    67668 SH       DEFINED 03
67668
 GTECH HLDGS CORP                   COM            400518106     2448    74948 SH       DEFINED 03
74948
 GUIDANT CORP                       COM            401698105    18051   498634 SH       DEFINED 03
498634
 GYMBOREE CORP                      COM            403777105     1402    93225 SH       DEFINED 03
93225
 HCA INC                            COM            404119109    37208   899607 SH       DEFINED 03
899607
 HCC INS HLDGS INC                  COM            404132102     1237    48411 SH       DEFINED 03
48411
 HMS HLDGS CORP                     COM            40425J101       27    12200 SH       DEFINED 03
12200
 HRPT PPTYS TR                      COM SH BEN INT 40426W101      557    65500 SH       DEFINED 03
65500
 HAEMONETICS CORP                   COM            405024100     1501    68689 SH       DEFINED 03
68689
 HAGGAR CORP                        COM            405173105      163    15327 SH       DEFINED 03
15327
 HAIN CELESTIAL GROUP INC           COM            405217100     1581   104647 SH       DEFINED 03
104647
 HALLIBURTON CO                     COM            406216101    15430   744348 SH       DEFINED 03
744348
 HANCOCK FABRICS INC                COM            409900107      834    59977 SH       DEFINED 03
59977
 HANCOCK HLDG CO                    COM            410120109      342     7945 SH       DEFINED 03
7945
 HANCOCK JOHN FINL SVCS INC         COM            41014S106    25925   933216 SH       DEFINED 03
933216
 HANDLEMAN CO DEL                   COM            410252100      315    21400 SH       DEFINED 03
21400
 HANDSPRING INC                     COM            410293104        8    12600 SH       DEFINED 03
12600
 HANOVER COMPRESSOR CO              COM            410768105      872   134158 SH       DEFINED 03
134158
 HANSEN NAT CORP                    COM            411310105      108    24800 SH       DEFINED 03
24800
 HARBOR FLA BANCSHARES INC          COM            411901101      336    14400 SH       DEFINED 03
14400
 HARLAND JOHN H CO                  COM            412693103     3099   127482 SH       DEFINED 03
127482
 HARLEY DAVIDSON INC                COM            412822108    20315   511595 SH       DEFINED 03
511595
 HARLEYSVILLE GROUP INC             COM            412824104      297    11900 SH       DEFINED 03
11900
 HARLEYSVILLE NATL CORP PA          COM            412850109      297    12190 SH       DEFINED 03
12190
 HARMAN INTL INDS INC               COM            413086109     7947   135688 SH       DEFINED 03
135688
 HARMONIC INC                       COM            413160102      600   180271 SH       DEFINED 03
180271
 HARRAHS ENTMT INC                  COM            413619107    15818   443095 SH       DEFINED 03
443095
 HARRIS CORP DEL                    COM            413875105     1547    55709 SH       DEFINED 03
55709
 HARRIS INTERACTIVE INC             COM            414549105       65    11900 SH       DEFINED 03
11900
 HARSCO CORP                        COM            415864107     1420    46586 SH       DEFINED 03
46586
 HARTE-HANKS INC                    COM            416196103     2770   145009 SH       DEFINED 03
145009
 HARTFORD FINL SVCS GROUP INC       COM            416515104    23059   653417 SH       DEFINED 03
653417
 HARTMARX CORP                      COM            417119104       21    10250 SH       DEFINED 03
10250
 HARVEST NATURAL RESOURCES IN       COM            41754V103       52    10800 SH       DEFINED 03
10800
 HASBRO INC                         COM            418056107     6100   439198 SH       DEFINED 03
439198
 HAVERTY FURNITURE INC              COM            419596101      616    57300 SH       DEFINED 03
57300
 HAWAIIAN ELEC INDUSTRIES           COM            419870100     1201    29470 SH       DEFINED 03
29470
 HEALTH MGMT ASSOC INC NEW          CL A           421933102     6954   366025 SH       DEFINED 03
366025
 HEALTHCARE RLTY TR                 COM            421946104      457    18700 SH       DEFINED 03
18700
 HEADWATERS INC                     COM            42210P102      157    11200 SH       DEFINED 03
11200
 HEALTH CARE REIT INC               COM            42217K106      409    15600 SH       DEFINED 03
15600
 HEALTH NET INC                     COM            42222G108     4726   176556 SH       DEFINED 03
176556
 HEARST-ARGYLE TELEVISION INC       COM            422317107      206     9969 SH       DEFINED 03
9969
 HEARTLAND EXPRESS INC              COM            422347104     2612   136163 SH       DEFINED 03
136163
 HECLA MNG CO                       COM            422704106      135    41000 SH       DEFINED 03
41000
 HEIDRICK & STRUGGLES INTL IN       COM            422819102      620    53483 SH       DEFINED 03
53483
 HEINZ H J CO                       COM            423074103    17535   600526 SH       DEFINED 03
600526
 HELIX TECHNOLOGY CORP              COM            423319102      609    70705 SH       DEFINED 03
70705
 HELMERICH & PAYNE INC              COM            423452101     1297    50623 SH       DEFINED 03
50623
 HENRY JACK & ASSOC INC             COM            426281101      723    68226 SH       DEFINED 03
68226
 HERCULES INC                       COM            427056106     4332   497934 SH       DEFINED 03
497934
 HERITAGE PPTY INVT TR INC          COM            42725M107   123716  4938755 SH       DEFINED 03
4938755
 HERSHEY FOODS CORP                 COM            427866108    12632   201597 SH       DEFINED 03
201597
 HEWLETT PACKARD CO                 COM            428236103    94248  6060982 SH       DEFINED 03
6060982
 HEWLETT PACKARD CO                 COM            428236103       39     2487 SH       DEFINED 09
2487
 HEXCEL CORP NEW                    COM            428291108       36    12200 SH       DEFINED 03
12200
 HIBERNIA CORP                      CL A           428656102     4488   264623 SH       DEFINED 03
264623
 HIGH YIELD INCOME FD INC           COM            429904105       61    11000 SH       DEFINED 03
11000
 HIGHWOODS PPTYS INC                COM            431284108      256    12500 SH       DEFINED 03
12500
 HILB ROGAL & HAMILTON CO           COM            431294107     2755    88175 SH       DEFINED 03
88175
 HILLENBRAND INDS INC               COM            431573104     8784   172303 SH       DEFINED 03
172303
 HILTON HOTELS CORP                 COM            432848109     6532   562581 SH       DEFINED 03
562581
 HISPANIC BROADCASTING CORP         CL A           43357B104     1562    75584 SH       DEFINED 03
75584
 HOLLINGER INTL INC                 CL A           435569108      199    25200 SH       DEFINED 03
25200
 HOLLY CORP                         COM PAR $0.01  435758305      243     8500 SH       DEFINED 03
8500
 HOLLYWOOD ENTMT CORP               COM            436141105      369    23100 SH       DEFINED 03
23100
 HOLOGIC INC                        COM            436440101      446    51833 SH       DEFINED 03
51833
 HOME DEPOT INC                     COM            437076102   128743  5285006 SH       DEFINED 03
5285006
 HOME DEPOT INC                     COM            437076102       24      988 SH       DEFINED 09
988
 HOME PPTYS N Y INC                 COM            437306103     4213   126900 SH       DEFINED 03
126900
 HOMESTORE INC                      COM            437852106        6    10100 SH       DEFINED 03
10100
 HON INDS INC                       COM            438092108     1628    57124 SH       DEFINED 03
57124
 HONEYWELL INTL INC                 COM            438516106    44666  2091123 SH       DEFINED 03
2091123
 HONEYWELL INTL INC                 COM            438516106    20348   952619 SH       DEFINED 09
952619
 HOOPER HOLMES INC                  COM            439104100      898   179548 SH       DEFINED 03
179548
 HORACE MANN EDUCATORS CORP N       COM            440327104      769    58575 SH       DEFINED 03
58575
 HORMEL FOODS CORP                  COM            440452100     2368   111863 SH       DEFINED 03
111863
 HOSPITALITY PPTYS TR               COM SH BEN INT 44106M102     3872   126745 SH       DEFINED 03
126745
 HOST MARRIOTT CORP NEW             COM            44107P104      199    28700 SH       DEFINED 03
28700
 HOT TOPIC INC                      COM            441339108     2392   102604 SH       DEFINED 03
102604
 HOUSTON EXPL CO                    COM            442120101      529    19600 SH       DEFINED 03
19600
 HOVNANIAN ENTERPRISES INC          CL A           442487203      269     7800 SH       DEFINED 03
7800
 HUBBELL INC                        CL B           443510201     2519    80473 SH       DEFINED 03
80473
 HUDSON CITY BANCORP                COM            443683107      453    22400 SH       DEFINED 03
22400
 HUDSON UNITED BANCORP              COM            444165104     3949   128223 SH       DEFINED 03
128223
 HUFFY CORP                         COM            444356109      181    36748 SH       DEFINED 03
36748
 HUGHES SUPPLY INC                  COM            444482103     1596    68532 SH       DEFINED 03
68532
 HUGOTON RTY TR TEX                 UNIT BEN INT   444717102      187    13400 SH       DEFINED 03
13400
 HUMANA INC                         COM            444859102     9434   982755 SH       DEFINED 03
982755
 HUMAN GENOME SCIENCES INC          COM            444903108      103    12100 SH       DEFINED 03
12100
 HUNT J B TRANS SVCS INC            COM            445658107     7305   271347 SH       DEFINED 03
271347
 HUNTINGTON BANCSHARES INC          COM            446150104     6889   370576 SH       DEFINED 03
370576
 HUTCHINSON TECHNOLOGY INC          COM            448407106     2969   120111 SH       DEFINED 03
120111
 HYDRIL CO                          COM            448774109     1622    64909 SH       DEFINED 03
64909
 ICN PHARMACEUTICALS INC NEW        COM            448924100      585    65693 SH       DEFINED 03
65693
 HYPERION SOLUTIONS CORP            COM            44914M104     2557   105439 SH       DEFINED 03
105439
 ICU MED INC                        COM            44930G107     1023    37200 SH       DEFINED 03
37200
 IDEC PHARMACEUTICALS CORP          COM            449370105     3962   115791 SH       DEFINED 03
115791
 IGEN INC                           COM            449536101      251     7100 SH       DEFINED 03
7100
 IHOP CORP                          COM            449623107     1568    69583 SH       DEFINED 03
69583
 IMC GLOBAL INC                     COM            449669100      676    70299 SH       DEFINED 03
70299
 IMCO RECYCLING INC                 COM            449681105      228    35969 SH       DEFINED 03
35969
 IMS HEALTH INC                     COM            449934108     6300   403619 SH       DEFINED 03
403619
 ISTAR FINL INC                     COM            45031U101      277     9485 SH       DEFINED 03
9485
 ITT EDUCATIONAL SERVICES INC       COM            45068B109     6381   227894 SH       DEFINED 03
227894
 IXIA                               COM            45071R109      117    24100 SH       DEFINED 03
24100
 ITT INDS INC IND                   COM            450911102     7290   136495 SH       DEFINED 03
136495
 ITT INDS INC IND                   COM            450911102       38      720 SH       DEFINED 09
720
 IDACORP INC                        COM            451107106      973    42686 SH       DEFINED 03
42686
 IDEX CORP                          COM            45167R104     2873    99067 SH       DEFINED 03
99067
 IDEXX LABS INC                     COM            45168D104     4048   115747 SH       DEFINED 03
115747
 IKON OFFICE SOLUTIONS INC          COM            451713101      101    14216 SH       DEFINED 03
14216
 IDENTIX INC                        COM            451906101      118    26200 SH       DEFINED 03
26200
 ILEX ONCOLOGY INC                  COM            451923106      130    14000 SH       DEFINED 03
14000
 ILLINOIS TOOL WKS INC              COM            452308109    33274   572211 SH       DEFINED 03
572211
 IMATION CORP                       COM            45245A107     2449    65808 SH       DEFINED 03
65808
 IMCLONE SYS INC                    COM            45245W109      395    23871 SH       DEFINED 03
23871
 IMAGISTICS INTERNATIONAL INC       COM            45247T104      988    53075 SH       DEFINED 03
53075
 IMMUNOGEN INC                      COM            45253H101       41    17400 SH       DEFINED 03
17400
 IMPAC MTG HLDGS INC                COM            45254P102      965    74300 SH       DEFINED 03
74300
 IMPATH INC                         COM            45255G101      630    46790 SH       DEFINED 03
46790
 IMPAX LABORATORIES INC             COM            45256B101      106    23500 SH       DEFINED 03
23500
 IMMUNOMEDICS INC                   COM            452907108       56    20900 SH       DEFINED 03
20900
 INAMED CORP                        COM            453235103     2832    79176 SH       DEFINED 03
79176
 INCYTE GENOMICS INC                COM            45337C102       80    26600 SH       DEFINED 03
26600
 INDEPENDENCE CMNTY BK CORP         COM            453414104     3962   149777 SH       DEFINED 03
149777
 INDEVUS PHARMACEUTICALS INC        COM            454072109       58    24000 SH       DEFINED 03
24000
 INDYMAC BANCORP INC                COM            456607100     4188   215339 SH       DEFINED 03
215339
 INFOCUS CORP                       COM            45665B106      214    43221 SH       DEFINED 03
43221
 INFORMATICA CORP                   COM            45666Q102      168    26100 SH       DEFINED 03
26100
 INFONET SVCS CORP                  CL B           45666T106       93    73000 SH       DEFINED 03
73000
 INFORMATION HLDGS INC              COM            456727106      992    61597 SH       DEFINED 03
61597
 INFOUSA INC NEW                    COM            456818301      123    25600 SH       DEFINED 03
25600
 INFORMATION RES INC                COM            456905108       24    18500 SH       DEFINED 03
18500
 INGRAM MICRO INC                   CL A           457153104      178    16100 SH       DEFINED 03
16100
 INPUT/OUTPUT INC                   COM            457652105      512   142143 SH       DEFINED 03
142143
 INSIGHT ENTERPRISES INC            COM            45765U103      896   127087 SH       DEFINED 03
127087
 INSITUFORM TECHNOLOGIES INC        CL A           457667103     1065    79189 SH       DEFINED 03
79189
 INSIGHT COMMUNICATIONS INC         CL A           45768V108      336    28100 SH       DEFINED 03
28100
 INNKEEPERS USA TR                  COM            4576J0104      126    19400 SH       DEFINED 03
19400
 INSURANCE AUTO AUCTIONS INC        COM            457875102      354    32177 SH       DEFINED 03
32177
 INTEGRA LIFESCIENCES HLDGS C       COM NEW        457985208     1750    76100 SH       DEFINED 03
76100
 INTEGRATED DEVICE TECHNOLOGY       COM            458118106      653    82209 SH       DEFINED 03
82209
 INTEGRATED ELECTRICAL SVC          COM            45811E103       46    10700 SH       DEFINED 03
10700
 INTEGRATED CIRCUIT SYS INC         COM            45811K208      703    32400 SH       DEFINED 03
32400
 INTEL CORP                         COM            458140100   221524 13607124 SH       DEFINED 03
13607124
 INTEL CORP                         COM            458140100     3358   206287 SH       DEFINED 09
206287
 INTELIDATA TECHNOLOGIES CORP       COM            45814T107       20    14800 SH       DEFINED 03
14800
 INTER TEL INC                      COM            458372109     1361    90647 SH       DEFINED 03
90647
 INTERACTIVE DATA CORP              COM            45840J107      429    30600 SH       DEFINED 03
30600
 INTERFACE INC                      CL A           458665106      502   152036 SH       DEFINED 03
152036
 INTERDIGITAL COMMUNICATIONS        COM            45866A105      681    30100 SH       DEFINED 03
30100
 INTERGRAPH CORP                    COM            458683109      430    24800 SH       DEFINED 03
24800
 INTERLAND INC                      COM            458727104       28    43100 SH       DEFINED 03
43100
 INTERMAGNETICS GEN CORP            COM            458771102     1505    84362 SH       DEFINED 03
84362
 INTERMET CORP                      COM            45881K104      252    69168 SH       DEFINED 03
69168
 INTERMUNE INC                      COM            45884X103      248    11600 SH       DEFINED 03
11600
 INTERNAP NETWORK SVCS CORP         COM            45885A102        5    12800 SH       DEFINED 03
12800
 INTERNATIONAL BANCSHARES COR       COM            459044103      485    12501 SH       DEFINED 03
12501
 INTERNATIONAL BUSINESS MACHS       COM            459200101   281357  3587362 SH       DEFINED 03
3587362
 INTERNATIONAL FLAVORS&FRAGRA       COM            459506101     7061   227127 SH       DEFINED 03
227127
 INTERNATIONAL GAME TECHNOLOG       COM            459902102    10795   131812 SH       DEFINED 03
131812
 INTERNATIONAL MULTIFOODS COR       COM            460043102     2294   118747 SH       DEFINED 03
118747
 INTL PAPER CO                      COM            460146103    47338  1400519 SH       DEFINED 03
1400519
 INTL PAPER CO                      COM            460146103    21686   641610 SH       DEFINED 09
641610
 INTERNATIONAL RECTIFIER CORP       COM            460254105     2476   125858 SH       DEFINED 03
125858
 INTERNATIONAL SPEEDWAY CORP        CL A           460335201     1834    45775 SH       DEFINED 03
45775
 INTERNET CAP GROUP INC             COM            46059C106        8    28500 SH       DEFINED 03
28500
 INTERNET SEC SYS INC               COM            46060X107      419    42122 SH       DEFINED 03
42122
 INTERPUBLIC GROUP COS INC          COM            460690100     5245   563997 SH       DEFINED 03
563997
 INTERSIL CORP                      CL A           46069S109     1675   107656 SH       DEFINED 03
107656
 INTERSTATE BAKERIES CORP DEL       COM            46072H108     2099   199873 SH       DEFINED 03
199873
 INTERVOICE INC NEW                 COM            461142101       19    11500 SH       DEFINED 03
11500
 INTERWOVEN INC                     COM            46114T102       76    41900 SH       DEFINED 03
41900
 INTUIT                             COM            461202103    31630   850275 SH       DEFINED 03
850275
 INVACARE CORP                      COM            461203101     3211   101960 SH       DEFINED 03
101960
 INTRUSION INC                      COM            46121E106        3    12300 SH       DEFINED 03
12300
 INVESTMENT TECHNOLOGY GRP NE       COM            46145F105      684    48989 SH       DEFINED 03
48989
 INVISION TECHNOLOGIES INC          COM            461851107     1124    50000 SH       DEFINED 03
50000
 INVITROGEN CORP                    COM            46185R100      622    20300 SH       DEFINED 03
20300
 INVESTORS FINL SERVICES CORP       COM            461915100     3062   125866 SH       DEFINED 03
125866
 IOMEGA CORP                        COM NEW        462030305      932    83940 SH       DEFINED 03
83940
 IONICS INC                         COM            462218108      789    47669 SH       DEFINED 03
47669
 IRON MTN INC PA                    COM            462846106      319     8350 SH       DEFINED 03
8350
 IRWIN FINL CORP                    COM            464119106     1553    79700 SH       DEFINED 03
79700
 ISHARES TR                         S&P MIDCAP 400 464287507     8042    98000 SH       DEFINED 03
98000
 ISHARES TR                         S&P MIDCP GROW 464287606     4067    45700 SH       DEFINED 03
45700
 ISHARES TR                         RUSSELL 2000   464287655     8928   124000 SH       DEFINED 03
124000
 ISHARES TR                         S&P MIDCP VALU 464287705     4844    64300 SH       DEFINED 03
64300
 ISHARES TR                         S&P SMLCAP 600 464287804    27234   297700 SH       DEFINED 03
297700
 ISIS PHARMACEUTICALS INC           COM            464330109       78    21800 SH       DEFINED 03
21800
 ITRON INC                          COM            465741106     1082    64733 SH       DEFINED 03
64733
 I2 TECHNOLOGIES INC                COM            465754109       32    40060 SH       DEFINED 03
40060
 IVANHOE ENERGY INC                 COM            465790103       75   149693 SH       DEFINED 03
149693
 IVAX CORP                          COM            465823102     1461   119265 SH       DEFINED 03
119265
 J & J SNACK FOODS CORP             COM            466032109      849    28013 SH       DEFINED 03
28013
 JDS UNIPHASE CORP                  COM            46612J101     5998  2104679 SH       DEFINED 03
2104679
 JDS UNIPHASE CORP                  COM            46612J101       31    10892 SH       DEFINED 09
10892
 JDA SOFTWARE GROUP INC             COM            46612K108      841    83200 SH       DEFINED 03
83200
 J JILL GROUP INC                   COM            466189107      599    51600 SH       DEFINED 03
51600
 JLG INDS INC                       COM            466210101      569   120509 SH       DEFINED 03
120509
 J P MORGAN CHASE & CO              COM            46625H100   120957  5101537 SH       DEFINED 03
5101537
 J P MORGAN CHASE & CO              COM            46625H100    37775  1593219 SH       DEFINED 09
1593219
 JABIL CIRCUIT INC                  COM            466313103     5380   307411 SH       DEFINED 03
307411
 JACK IN THE BOX INC                COM            466367109     2267   125166 SH       DEFINED 03
125166
 JACOBS ENGR GROUP INC DEL          COM            469814107     1787    42530 SH       DEFINED 03
42530
 JAKKS PAC INC                      COM            47012E106      684    66033 SH       DEFINED 03
66033
 JANUS CAP GROUP INC                COM            47102X105     8550   750681 SH       DEFINED 03
750681
 JARDEN CORP                        COM            471109108      325    12500 SH       DEFINED 03
12500
 JEFFERIES GROUP INC NEW            COM            472319102     2627    73061 SH       DEFINED 03
73061
 JEFFERSON PILOT CORP               COM            475070108    17722   460550 SH       DEFINED 03
460550
 JETBLUE AWYS CORP                  COM            477143101      840    30300 SH       DEFINED 03
30300
 JO-ANN STORES INC                  CL A           47758P109     1090    54483 SH       DEFINED 03
54483
 JOHNSON & JOHNSON                  COM            478160104   373043  6446218 SH       DEFINED 03
6446218
 JOHNSON CTLS INC                   COM            478366107    17910   247233 SH       DEFINED 03
247233
 JOHNSON CTLS INC                   COM            478366107     1978    27308 SH       DEFINED 09
27308
 JONES APPAREL GROUP INC            COM            480074103    18368   669649 SH       DEFINED 03
669649
 JONES LANG LASALLE INC             COM            48020Q107      190    13900 SH       DEFINED 03
13900
 JOURNAL REGISTER CO                COM            481138105      359    23500 SH       DEFINED 03
23500
 JOY GLOBAL INC                     COM            481165108      249    23000 SH       DEFINED 03
23000
 JUNIPER NETWORKS INC               COM            48203R104      290    35500 SH       DEFINED 03
35500
 KLA-TENCOR CORP                    COM            482480100    10832   301384 SH       DEFINED 03
301384
 K-SWISS INC                        CL A           482686102     1378    53940 SH       DEFINED 03
53940
 KT CORP                            SPONSORED ADR  48268K101      208    12100 SH       DEFINED 03
12100
 K2 INC                             COM            482732104      416    53876 SH       DEFINED 03
53876
 K V PHARMACEUTICAL CO              CL A           482740206      219    12100 SH       DEFINED 03
12100
 KAMAN CORP                         CL A           483548103      636    65011 SH       DEFINED 03
65011
 KANSAS CITY SOUTHERN               COM NEW        485170302     1922   171185 SH       DEFINED 03
171185
 KAYDON CORP                        COM            486587108     2199   116833 SH       DEFINED 03
116833
 KEANE INC                          COM            486665102      694    84883 SH       DEFINED 03
84883
 KB HOME                            COM            48666K109    20026   440616 SH       DEFINED 03
440616
 KEITHLEY INSTRS INC                COM            487584104      440    40740 SH       DEFINED 03
40740
 KELLOGG CO                         COM            487836108    19694   642557 SH       DEFINED 03
642557
 KELLOGG CO                         COM            487836108      969    31623 SH       DEFINED 09
31623
 KELLWOOD CO                        COM            488044108     2493    86140 SH       DEFINED 03
86140
 KELLY SVCS INC                     CL A           488152208     1040    48322 SH       DEFINED 03
48322
 KEMET CORP                         COM            488360108      539    69166 SH       DEFINED 03
69166
 KENNAMETAL INC                     COM            489170100     1091    38790 SH       DEFINED 03
38790
 KERR MCGEE CORP                    COM            492386107    13495   332303 SH       DEFINED 03
332303
 KEY ENERGY SVCS INC                COM            492914106      448    44400 SH       DEFINED 03
44400
 KEYCORP NEW                        COM            493267108    26474  1173479 SH       DEFINED 03
1173479
 KEYNOTE SYS INC                    COM            493308100      136    14600 SH       DEFINED 03
14600
 KEYSPAN CORP                       COM            49337W100     7409   229744 SH       DEFINED 03
229744
 KFORCE INC                         COM            493732101       33    12100 SH       DEFINED 03
12100
 KIMBALL INTL INC                   CL B           494274103      225    16100 SH       DEFINED 03
16100
 KILROY RLTY CORP                   COM            49427F108     2103    95153 SH       DEFINED 03
95153
 KIMBERLY CLARK CORP                COM            494368103    68897  1515553 SH       DEFINED 03
1515553
 KIMCO REALTY CORP                  COM            49446R109      374    10650 SH       DEFINED 03
10650
 KINDER MORGAN INC KANS             COM            49455P101    14689   326427 SH       DEFINED 03
326427
 KING PHARMACEUTICALS INC           COM            495582108     4570   383041 SH       DEFINED 03
383041
 KIRBY CORP                         COM            497266106     1663    67590 SH       DEFINED 03
67590
 KNIGHT RIDDER INC                  COM            499040103     9054   154765 SH       DEFINED 03
154765
 KNIGHT TRADING GROUP INC           COM            499063105      188    48200 SH       DEFINED 03
48200
 KNIGHT TRANSN INC                  COM            499064103     1901    96525 SH       DEFINED 03
96525
 KOGER EQUITY INC                   COM            500228101      170    11100 SH       DEFINED 03
11100
 KOHLS CORP                         COM            500255104    30761   543668 SH       DEFINED 03
543668
 KOPIN CORP                         COM            500600101     1125   223129 SH       DEFINED 03
223129
 KOREA ELECTRIC PWR                 SPONSORED ADR  500631106      273    34200 SH       DEFINED 03
34200
 KORN FERRY INTL                    COM NEW        500643200      294    44844 SH       DEFINED 03
44844
 KOS PHARMACEUTICALS INC            COM            500648100      217    12400 SH       DEFINED 03
12400
 KRAFT FOODS INC                    CL A           50075N104      866    30700 SH       DEFINED 03
30700
 KRISPY KREME DOUGHNUTS INC         COM            501014104     1161    34300 SH       DEFINED 03
34300
 KROGER CO                          COM            501044101    32615  2480191 SH       DEFINED 03
2480191
 KROLL INC                          COM            501049100     2323   108511 SH       DEFINED 03
108511
 KRONOS INC                         COM            501052104     2250    64195 SH       DEFINED 03
64195
 KULICKE & SOFFA INDS INC           COM            501242101      673   141701 SH       DEFINED 03
141701
 LNR PPTY CORP                      COM            501940100      762    22600 SH       DEFINED 03
22600
 LSI LOGIC CORP                     COM            502161102     2571   568874 SH       DEFINED 03
568874
 LSI LOGIC CORP                     COM            502161102       17     3774 SH       DEFINED 09
3774
 LTX CORP                           COM            502392103      313    62539 SH       DEFINED 03
62539
 L-3 COMMUNICATIONS HLDGS INC       COM            502424104     6543   162880 SH       DEFINED 03
162880
 LA JOLLA PHARMACEUTICAL CO         COM            503459109       22    13200 SH       DEFINED 03
13200
 LA QUINTA CORP                     PAIRED CTF     50419U202      179    58693 SH       DEFINED 03
58693
 LA Z BOY INC                       COM            505336107     2713   157021 SH       DEFINED 03
157021
 LABOR READY INC                    COM NEW        505401208      667   116948 SH       DEFINED 03
116948
 LABORATORY CORP AMER HLDGS         COM NEW        50540R409      445    15000 SH       DEFINED 03
15000
 LABRANCHE & CO INC                 COM            505447102      892    48523 SH       DEFINED 03
48523
 LACLEDE GROUP INC                  COM            505597104     1245    53647 SH       DEFINED 03
53647
 LAFARGE NORTH AMERICA INC          COM            505862102      543    18700 SH       DEFINED 03
18700
 LAM RESEARCH CORP                  COM            512807108      870    76349 SH       DEFINED 03
76349
 LAMAR ADVERTISING CO               CL A           512815101     1580    53859 SH       DEFINED 03
53859
 LANCASTER COLONY CORP              COM            513847103     1781    46440 SH       DEFINED 03
46440
 LANCE INC                          COM            514606102      668    83032 SH       DEFINED 03
83032
 LANDAMERICA FINL GROUP INC         COM            514936103     3475    87413 SH       DEFINED 03
87413
 LANDRYS RESTAURANTS INC            COM            51508L103     1386    82497 SH       DEFINED 03
82497
 LANDSTAR SYS INC                   COM            515098101     3030    52698 SH       DEFINED 03
52698
 LATTICE SEMICONDUCTOR CORP         COM            518415104      861   114201 SH       DEFINED 03
114201
 LAUDER ESTEE COS INC               CL A           518439104      407    13400 SH       DEFINED 03
13400
 LAUDER ESTEE COS INC               CL A           518439104       55     1796 SH       DEFINED 09
1796
 LAWSON PRODS INC                   COM            520776105      697    27084 SH       DEFINED 03
27084
 LEAR CORP                          COM            521865105     7869   222605 SH       DEFINED 03
222605
 LEARNING TREE INTL INC             COM            522015106      178    13200 SH       DEFINED 03
13200
 LEE ENTERPRISES INC                COM            523768109     2118    67207 SH       DEFINED 03
67207
 LEGATO SYS INC                     COM            524651106      914   178251 SH       DEFINED 03
178251
 LEGGETT & PLATT INC                COM            524660107     5394   295091 SH       DEFINED 03
295091
 LEGG MASON INC                     COM            524901105     2404    49322 SH       DEFINED 03
49322
 LEHMAN BROS HLDGS INC              COM            524908100    32854   568905 SH       DEFINED 03
568905
 LENNAR CORP                        COM            526057104     8978   167657 SH       DEFINED 03
167657
 LENNOX INTL INC                    COM            526107107     2722   189025 SH       DEFINED 03
189025
 LEUCADIA NATL CORP                 COM            527288104     1795    50213 SH       DEFINED 03
50213
 LEVEL 3 COMMUNICATIONS INC         COM            52729N100      240    46600 SH       DEFINED 03
46600
 LEXAR MEDIA INC                    COM            52886P104       37    11300 SH       DEFINED 03
11300
 LEXICON GENETICS INC               COM            528872104       91    22700 SH       DEFINED 03
22700
 LEXINGTON CORP PPTYS TR            COM            529043101      249    14600 SH       DEFINED 03
14600
 LEXMARK INTL NEW                   CL A           529771107    35359   528147 SH       DEFINED 03
528147
 LIBBEY INC                         COM            529898108      946    38449 SH       DEFINED 03
38449
 LIBERTY CORP S C                   COM            530370105      322     7378 SH       DEFINED 03
7378
 LIBERTY MEDIA CORP NEW             COM SER A      530718105     6692   687799 SH       DEFINED 03
687799
 LIBERTY MEDIA CORP NEW             COM SER A      530718105       57     5842 SH       DEFINED 09
5842
 LIBERTY PPTY TR                    SH BEN INT     531172104     2567    82000 SH       DEFINED 03
82000
 LIFEPOINT HOSPITALS INC            COM            53219L109      612    24370 SH       DEFINED 03
24370
 LIGAND PHARMACEUTICALS INC         CL B           53220K207      235    36200 SH       DEFINED 03
36200
 LILLY ELI & CO                     COM            532457108   110787  1938522 SH       DEFINED 03
1938522
 LIMITED BRANDS INC                 COM            532716107    15374  1194548 SH       DEFINED 03
1194548
 LINCARE HLDGS INC                  COM            532791100     5878   191522 SH       DEFINED 03
191522
 LINCOLN ELEC HLDGS INC             COM            533900106      291    16100 SH       DEFINED 03
16100
 LINCOLN NATL CORP IND              COM            534187109    14701   525033 SH       DEFINED 03
525033
 LINDSAY MFG CO                     COM            535555106      675    31378 SH       DEFINED 03
31378
 LINEAR TECHNOLOGY CORP             COM            535678106    23852   772653 SH       DEFINED 03
772653
 LINEAR TECHNOLOGY CORP             COM            535678106       36     1166 SH       DEFINED 09
1166
 LINENS N THINGS INC                COM            535679104     2474   121745 SH       DEFINED 03
121745
 LITTELFUSE INC                     COM            537008104      216    12100 SH       DEFINED 03
12100
 LIZ CLAIBORNE INC                  COM            539320101    14965   483981 SH       DEFINED 03
483981
 LIZ CLAIBORNE INC                  COM            539320101     2825    91379 SH       DEFINED 09
91379
 LOCAL FINL CORP                    COM            539553107      177    12300 SH       DEFINED 03
12300
 LOCKHEED MARTIN CORP               COM            539830109    41939   881993 SH       DEFINED 03
881993
 LOEWS CORP                         COM            540424108    22848   573484 SH       DEFINED 03
573484
 LOEWS CORP                         COM            540424108       20      508 SH       DEFINED 09
508
 LONE STAR STEAKHOUSE SALOON        COM            542307103     1514    71440 SH       DEFINED 03
71440
 LONE STAR TECHNOLOGIES INC         COM            542312103     1633    77298 SH       DEFINED 03
77298
 LONGS DRUG STORES CORP             COM            543162101      623    41544 SH       DEFINED 03
41544
 LONGVIEW FIBRE CO                  COM            543213102      580    87256 SH       DEFINED 03
87256
 LOOKSMART LTD                      COM            543442107       83    29900 SH       DEFINED 03
29900
 LOUISIANA PAC CORP                 COM            546347105     3767   475045 SH       DEFINED 03
475045
 LOWES COS INC                      COM            548661107    91904  2251437 SH       DEFINED 03
2251437
 LUBRIZOL CORP                      COM            549271104     3339   111265 SH       DEFINED 03
111265
 LUCENT TECHNOLOGIES INC            COM            549463107     8110  5516672 SH       DEFINED 03
5516672
 LUCENT TECHNOLOGIES INC            COM            549463107       15     9959 SH       DEFINED 09
9959
 LUMINEX CORP DEL                   COM            55027E102       47    10100 SH       DEFINED 03
10100
 LYDALL INC DEL                     COM            550819106      387    43990 SH       DEFINED 03
43990
 LYONDELL CHEMICAL CO               COM            552078107     3479   249407 SH       DEFINED 03
249407
 M & T BK CORP                      COM            55261F104     6483    82506 SH       DEFINED 03
82506
 MAF BANCORP INC                    COM            55261R108     2649    78736 SH       DEFINED 03
78736
 MAI SYSTEMS CORP                   COM            552620205       10    34800 SH       DEFINED 03
34800
 MBIA INC                           COM            55262C100    16949   438648 SH       DEFINED 03
438648
 MBNA CORP                          COM            55262L100    39532  2626744 SH       DEFINED 03
2626744
 MBNA CORP                          COM            55262L100       26     1708 SH       DEFINED 09
1708
 MB FINANCIAL INC NEW               COM            55264U108      200     5600 SH       DEFINED 03
5600
 M D C HLDGS INC                    COM            552676108     3043    79286 SH       DEFINED 03
79286
 MDU RES GROUP INC                  COM            552690109     2348    84114 SH       DEFINED 03
84114
 MEMC ELECTR MATLS INC              COM            552715104      441    39200 SH       DEFINED 03
39200
 MFA MTG INVTS INC                  COM            55272X102      183    21200 SH       DEFINED 03
21200
 MGE ENERGY INC                     COM            55277P104      236     8900 SH       DEFINED 03
8900
 MGIC INVT CORP WIS                 COM            552848103    21109   537523 SH       DEFINED 03
537523
 MGI PHARMA INC                     COM            552880106     1058    83947 SH       DEFINED 03
83947
 MGM MIRAGE                         COM            552953101      504    17230 SH       DEFINED 03
17230
 MPS GROUP INC                      COM            553409103      688   131718 SH       DEFINED 03
131718
 MRV COMMUNICATIONS INC             COM            553477100       57    50444 SH       DEFINED 03
50444
 MRO SOFTWARE INC                   COM            55347W105      548    79854 SH       DEFINED 03
79854
 MSC SOFTWARE CORP                  COM            553531104      108    13900 SH       DEFINED 03
13900
 MACDERMID INC                      COM            554273102     2280   111489 SH       DEFINED 03
111489
 MACERICH CO                        COM            554382101      589    18600 SH       DEFINED 03
18600
 MACK CALI RLTY CORP                COM            554489104     1567    50600 SH       DEFINED 03
50600
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42528
 MACROMEDIA INC                     COM            556100105     2255   186547 SH       DEFINED 03
186547
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20600
 MAGMA DESIGN AUTOMATION            COM            559181102      102    13200 SH       DEFINED 03
13200
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14800
 MAGNETEK INC                       COM            559424106      153    63548 SH       DEFINED 03
63548
 MAGNUM HUNTER RES INC              COM PAR $0.002 55972F203       86    15450 SH       DEFINED 03
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16300
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476975
 MANHATTAN ASSOCS INC               COM            562750109     1380    78710 SH       DEFINED 03
78710
 MANITOWOC INC                      COM            563571108       81     4800 SH       DEFINED 00
4800
 MANITOWOC INC                      COM            563571108     1440    85669 SH       DEFINED 03
85669
 MANOR CARE INC NEW                 COM            564055101     3530   183591 SH       DEFINED 03
183591
 MANPOWER INC                       COM            56418H100     1665    55728 SH       DEFINED 03
55728
 MANUFACTURED HOME CMNTYS INC       COM            564682102      243     8200 SH       DEFINED 03
8200
 MANUGISTICS GROUP INC              COM            565011103       57    25100 SH       DEFINED 03
25100
 MAPINFO CORP                       COM            565105103      159    41019 SH       DEFINED 03
41019
 MARATHON OIL CORP                  COM            565849106    30970  1292050 SH       DEFINED 03
1292050
 MARCUS CORP                        COM            566330106     1147    84372 SH       DEFINED 03
84372
 MARKEL CORP                        COM            570535104      246     1100 SH       DEFINED 03
1100
 MARSH & MCLENNAN COS INC           COM            571748102    34625   812224 SH       DEFINED 03
812224
 MARSHALL & ILSLEY CORP             COM            571834100     8141   318522 SH       DEFINED 03
318522
 MARRIOTT INTL INC NEW              CL A           571903202    12392   389566 SH       DEFINED 03
389566
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508
 MARTEK BIOSCIENCES CORP            COM            572901106      297    10400 SH       DEFINED 03
10400
 MARTIN MARIETTA MATLS INC          COM            573284106     1202    43539 SH       DEFINED 03
43539
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730325
 MASSEY ENERGY CORP                 COM            576206106     2034   216395 SH       DEFINED 03
216395
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12650
 MATERIAL SCIENCES CORP             COM            576674105      373    36994 SH       DEFINED 03
36994
 MATRIXONE INC                      COM            57685P304       64    18800 SH       DEFINED 03
18800
 MATTEL INC                         COM            577081102    14460   642686 SH       DEFINED 03
642686
 MATTHEWS INTL CORP                 CL A           577128101      303    13100 SH       DEFINED 03
13100
 MAXTOR CORP                        COM NEW        577729205      483    85800 SH       DEFINED 03
85800
 MAXIM INTEGRATED PRODS INC         COM            57772K101    19064   527795 SH       DEFINED 03
527795
 MAXIM INTEGRATED PRODS INC         COM            57772K101       34      945 SH       DEFINED 09
945
 MAXYGEN INC                        COM            577776107      109    15000 SH       DEFINED 03
15000
 MAY DEPT STORES CO                 COM            577778103    15988   803803 SH       DEFINED 03
803803
 MAVERICK TUBE CORP                 COM            577914104     2081   111900 SH       DEFINED 03
111900
 MAXIMUS INC                        COM            577933104     1318    62095 SH       DEFINED 03
62095
 MAYTAG CORP                        COM            578592107     8920   468714 SH       DEFINED 03
468714
 MCCLATCHY CO                       CL A           579489105      261     4875 SH       DEFINED 03
4875
 MCCORMICK & CO INC                 COM NON VTG    579780206     4002   165800 SH       DEFINED 03
165800
 MCDATA CORP                        CL A           580031201     2593   301872 SH       DEFINED 03
301872
 MCDERMOTT INTL INC                 COM            580037109      247    85202 SH       DEFINED 03
85202
 MCDONALDS CORP                     COM            580135101    53892  3726989 SH       DEFINED 03
3726989
 MCG CAPITAL CORP                   COM            58047P107      131    13100 SH       DEFINED 03
13100
 MCGRAW HILL COS INC                COM            580645109    31063   558789 SH       DEFINED 03
558789
 MCKESSON CORP                      COM            58155Q103    13359   535851 SH       DEFINED 03
535851
 MEADE INSTRUMENTS CORP             COM            583062104      125    46655 SH       DEFINED 03
46655
 MEADWESTVACO CORP                  COM            583334107    18144   796495 SH       DEFINED 03
796495
 MEDAREX INC                        COM            583916101       95    29400 SH       DEFINED 03
29400
 MEDIA GEN INC                      CL A           584404107     1895    38481 SH       DEFINED 03
38481
 MEDIACOM COMMUNICATIONS CORP       CL A           58446K105      266    30200 SH       DEFINED 03
30200
 MEDICINES CO                       COM            584688105      268    14400 SH       DEFINED 03
14400
 MEDICIS PHARMACEUTICAL CORP        CL A NEW       584690309     5101    91753 SH       DEFINED 03
91753
 MEDIMMUNE INC                      COM            584699102    12254   373246 SH       DEFINED 03
373246
 MEDTRONIC INC                      COM            585055106    97373  2158096 SH       DEFINED 03
2158096
 MELLON FINL CORP                   COM            58551A108    13890   653326 SH       DEFINED 03
653326
 MEMBERWORKS INC                    COM            586002107     1569    75780 SH       DEFINED 03
75780
 MENS WEARHOUSE INC                 COM            587118100     1640   109655 SH       DEFINED 03
109655
 MENTOR CORP MINN                   COM            587188103     4507   263284 SH       DEFINED 03
263284
 MENTOR GRAPHICS CORP               COM            587200106     2194   245426 SH       DEFINED 03
245426
 MERCANTILE BANKSHARES CORP         COM            587405101     3064    90277 SH       DEFINED 03
90277
 MERCK & CO INC                     COM            589331107   291388  5319240 SH       DEFINED 03
5319240
 MERCK & CO INC                     COM            589331107    13304   242866 SH       DEFINED 09
242866
 MERCURY COMPUTER SYS               COM            589378108     3816   140297 SH       DEFINED 03
140297
 MERCURY GENL CORP NEW              COM            589400100      205     5400 SH       DEFINED 03
5400
 MERCURY INTERACTIVE CORP           COM            589405109     3726   125529 SH       DEFINED 03
125529
 MEREDITH CORP                      COM            589433101     9173   240261 SH       DEFINED 03
240261
 MERISTAR HOSPITALITY CORP          COM            58984Y103       63    18600 SH       DEFINED 03
18600
 MERITAGE CORP                      COM            59001A102      245     7300 SH       DEFINED 03
7300
 MERRILL LYNCH & CO INC             COM            590188108    61763  1744715 SH       DEFINED 03
1744715
 MESA AIR GROUP INC                 COM            590479101      462    93009 SH       DEFINED 03
93009
 METHODE ELECTRS INC                CL A           591520200     1452   179267 SH       DEFINED 03
179267
 METLIFE INC                        COM            59156R108    58111  2202855 SH       DEFINED 03
2202855
 METRIS COS INC                     COM            591598107       34    14550 SH       DEFINED 03
14550
 METRO GOLDWYN MAYER INC            COM            591610100      281    26800 SH       DEFINED 03
26800
 METRO GOLDWYN MAYER INC            COM            591610100       18     1737 SH       DEFINED 09
1737
 METRO ONE TELECOMMUNICATIONS       COM            59163F105      371    74541 SH       DEFINED 03
74541
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41700
 MICREL INC                         COM            594793101      508    55101 SH       DEFINED 03
55101
 MICROS SYS INC                     COM            594901100     1212    51569 SH       DEFINED 03
51569
 MICROSOFT CORP                     COM            594918104   535024 22099289 SH       DEFINED 03
22099289
 MICROSOFT CORP                     COM            594918104     4233   174826 SH       DEFINED 09
174826
 MICROCHIP TECHNOLOGY INC           COM            595017104     3343   167973 SH       DEFINED 03
167973
 MICROCHIP TECHNOLOGY INC           COM            595017104       30     1487 SH       DEFINED 09
1487
 MICROMUSE INC                      COM            595094103      200    38400 SH       DEFINED 03
38400
 MICRON TECHNOLOGY INC              COM            595112103     7508   922384 SH       DEFINED 03
922384
 MICRON TECHNOLOGY INC              COM            595112103       16     1958 SH       DEFINED 09
1958
 MICROSEMI CORP                     COM            595137100      901    82255 SH       DEFINED 03
82255
 MICROTUNE INC DEL                  COM            59514P109       42    20100 SH       DEFINED 03
20100
 MICROTEK MEDICAL HLDGS INC         COM            59515B109       46    20000 SH       DEFINED 03
20000
 MID-AMER APT CMNTYS INC            COM            59522J103      206     8700 SH       DEFINED 03
8700
 MID ATLANTIC MED SVCS INC          COM            59523C107     5265   129844 SH       DEFINED 03
129844
 MID-STATE BANCSHARES               COM            595440108      201    12000 SH       DEFINED 03
12000
 MIDAS GROUP INC                    COM            595626102      307    42042 SH       DEFINED 03
42042
 MIDWAY GAMES INC                   COM            598148104      432   130576 SH       DEFINED 03
130576
 MILACRON INC                       COM            598709103      412    99360 SH       DEFINED 03
99360
 MILLENNIUM PHARMACEUTICALS I       COM            599902103     1845   234758 SH       DEFINED 03
234758
 MILLENNIUM CHEMICALS INC           COM            599903101      399    34200 SH       DEFINED 03
34200
 MILLER HERMAN INC                  COM            600544100      777    48284 SH       DEFINED 03
48284
 MILLIPORE CORP                     COM            601073109     2440    74618 SH       DEFINED 03
74618
 MILLS CORP                         COM            601148109      371    11900 SH       DEFINED 03
11900
 MINERALS TECHNOLOGIES INC          COM            603158106     2327    61051 SH       DEFINED 03
61051
 MIPS TECHNOLOGIES INC              CL A           604567107       59    32200 SH       DEFINED 03
32200
 MIRANT CORP                        COM            604675108      963   601856 SH       DEFINED 03
601856
 MOBILE MINI INC                    COM            60740F105      655    41005 SH       DEFINED 03
41005
 MODINE MFG CO                      COM            607828100      536    35756 SH       DEFINED 03
35756
 MOHAWK INDS INC                    COM            608190104     4695    97942 SH       DEFINED 03
97942
 MOLEX INC                          COM            608554101     6158   286671 SH       DEFINED 03
286671
 MONACO COACH CORP                  COM            60886R103      825    79675 SH       DEFINED 03
79675
 MONOLITHIC SYS TECHNOLOGY IN       COM            609842109       84    11900 SH       DEFINED 03
11900
 MONSANTO CO NEW                    COM            61166W101    14533   886146 SH       DEFINED 03
886146
 MONY GROUP INC                     COM            615337102     1222    58472 SH       DEFINED 03
58472
 MOODYS CORP                        COM            615369105    10916   236128 SH       DEFINED 03
236128
 MORGAN STANLEY                     COM NEW        617446448    95304  2485098 SH       DEFINED 03
2485098
 MOTOROLA INC                       COM            620076109    31501  3813654 SH       DEFINED 03
3813654
 MOTOROLA INC                       COM            620076109       24     2917 SH       DEFINED 09
2917
 MOVIE GALLERY INC                  COM            624581104      254    14600 SH       DEFINED 03
14600
 MUELLER INDS INC                   COM            624756102     2473    99024 SH       DEFINED 03
99024
 MURPHY OIL CORP                    COM            626717102     4216    95450 SH       DEFINED 03
95450
 MYERS INDS INC                     COM            628464109      823    86176 SH       DEFINED 03
86176
 MYKROLIS CORP                      COM            62852P103      186    22318 SH       DEFINED 03
22318
 MYLAN LABS INC                     COM            628530107    15500   539145 SH       DEFINED 03
539145
 MYRIAD GENETICS INC                COM            62855J104      105    10400 SH       DEFINED 03
10400
 NBT BANCORP INC                    COM            628778102      315    18100 SH       DEFINED 03
18100
 NBTY INC                           COM            628782104     3836   202299 SH       DEFINED 03
202299
 NCI BUILDING SYS INC               COM            628852105      175    11300 SH       DEFINED 03
11300
 NCO GROUP INC                      COM            628858102     1064    73350 SH       DEFINED 03
73350
 NCR CORP NEW                       COM            62886E108     2713   147919 SH       DEFINED 03
147919
 NIC INC                            COM            62914B100       31    17600 SH       DEFINED 03
17600
 NL INDS INC                        COM NEW        629156407      233    14500 SH       DEFINED 03
14500
 NN INC                             COM            629337106      131    15000 SH       DEFINED 03
15000
 NPS PHARMACEUTICALS INC            COM            62936P103      201    13000 SH       DEFINED 03
13000
 NTL INC DEL                        COM            62940M104      503    56696 SH       DEFINED 00
56696
 NTL INC DEL                        COM            62940M104       75     8500 SH       DEFINED 03
8500
 NUI CORP                           COM            629431107      817    55948 SH       DEFINED 03
55948
 NVR INC                            COM            62944T105     8845    26884 SH       DEFINED 03
26884
 NABI BIOPHARMACEUTICALS            COM            629519109       62    10400 SH       DEFINED 03
10400
 NASH FINCH CO                      COM            631158102      351    41612 SH       DEFINED 03
41612
 NATIONAL CITY CORP                 COM            635405103    54823  1968507 SH       DEFINED 03
1968507
 NATIONAL COMMERCE FINL CORP        COM            63545P104     5348   225644 SH       DEFINED 03
225644
 NATIONAL FUEL GAS CO N J           COM            636180101     2474   113104 SH       DEFINED 03
113104
 NATIONAL HEALTH INVS INC           COM            63633D104      557    36300 SH       DEFINED 03
36300
 NATIONAL INSTRS CORP               COM            636518102     1386    39286 SH       DEFINED 03
39286
 NATIONAL-OILWELL INC               COM            637071101     2183    97481 SH       DEFINED 03
97481
 NATIONAL PENN BANCSHARES INC       COM            637138108      260     9787 SH       DEFINED 03
9787
 NATIONAL PRESTO INDS INC           COM            637215104      461    17634 SH       DEFINED 03
17634
 NATIONAL SEMICONDUCTOR CORP        COM            637640103    10520   617362 SH       DEFINED 03
617362
 NATIONAL SEMICONDUCTOR CORP        COM            637640103       25     1473 SH       DEFINED 09
1473
 NATIONWIDE HEALTH PPTYS INC        COM            638620104     1121    87200 SH       DEFINED 03
87200
 NATURES SUNSHINE PRODUCTS IN       COM            639027101      339    38700 SH       DEFINED 03
38700
 NAUTICA ENTERPRISES INC            COM            639089101     1057   109017 SH       DEFINED 03
109017
 NAUTILUS GROUP INC                 COM            63910B102     1245    87300 SH       DEFINED 03
87300
 NAVISTAR INTL CORP NEW             COM            63934E108     6354   258178 SH       DEFINED 03
258178
 NAVIGANT CONSULTING INC            COM            63935N107       92    17350 SH       DEFINED 03
17350
 NDCHEALTH CORP                     COM            639480102     1633    97353 SH       DEFINED 03
97353
 NEIMAN MARCUS GROUP INC            CL A           640204202     2136    73669 SH       DEFINED 03
73669
 NEKTAR THERAPEUTICS                COM            640268108      138    21900 SH       DEFINED 03
21900
 NELSON THOMAS INC                  COM            640376109      290    34115 SH       DEFINED 03
34115
 NETBANK INC                        COM            640933107      251    27036 SH       DEFINED 03
27036
 NETWORKS ASSOCS INC                COM            640938106     1492   108036 SH       DEFINED 03
108036
 NETEGRITY INC                      COM            64110P107      344    92824 SH       DEFINED 03
92824
 NETRO CORP                         COM            64114R109       31    11400 SH       DEFINED 03
11400
 NETIQ CORP                         COM            64115P102      213    19095 SH       DEFINED 03
19095
 NETSCREEN TECHNOLOGIES INC         COM            64117V107     1067    63600 SH       DEFINED 03
63600
 NETWORK EQUIP TECHNOLOGIES         COM            641208103      394    65261 SH       DEFINED 03
65261
 NETWORK APPLIANCE INC              COM            64120L104     5655   505386 SH       DEFINED 03
505386
 NEUBERGER BERMAN INC               COM            641234109     1685    59690 SH       DEFINED 03
59690
 NEUROCRINE BIOSCIENCES INC         COM            64125C109      517    12400 SH       DEFINED 03
12400
 NEW CENTURY FINANCIAL CORP         COM            64352D101     2692    86350 SH       DEFINED 03
86350
 NEW ENGLAND BUSINESS SVC INC       COM            643872104     1091    42627 SH       DEFINED 03
42627
 NEW FOCUS INC                      COM            644383101       85    27100 SH       DEFINED 03
27100
 NEW JERSEY RES                     COM            646025106     2563    78489 SH       DEFINED 03
78489
 NEW PLAN EXCEL RLTY TR INC         COM            648053106     1604    81901 SH       DEFINED 03
81901
 NEW YORK CMNTY BANCORP INC         COM            649445103    16906   567307 SH       DEFINED 03
567307
 NEW YORK TIMES CO                  CL A           650111107    13754   318750 SH       DEFINED 03
318750
 NEWELL RUBBERMAID INC              COM            651229106    11270   397543 SH       DEFINED 03
397543
 NEWFIELD EXPL CO                   COM            651290108     4636   136795 SH       DEFINED 03
136795
 NEWHALL LAND & FARMING CO CA       DEPOSITARY REC 651426108      209     7200 SH       DEFINED 03
7200
 NEWMONT MINING CORP                COM            651639106    17888   684050 SH       DEFINED 03
684050
 NEWPARK RES INC                    COM PAR $.01NE 651718504      164    36100 SH       DEFINED 03
36100
 NEWPORT CORP                       COM            651824104      521    44152 SH       DEFINED 03
44152
 NEWTEK BUSINESS SVCS INC           COM            652526104       53    12600 SH       DEFINED 03
12600
 NEXTEL COMMUNICATIONS INC          CL A           65332V103      670    50000 SH       DEFINED 00
50000
 NEXTEL COMMUNICATIONS INC          CL A           65332V103    42504  3174328 SH       DEFINED 03
3174328
 NEXTEL COMMUNICATIONS INC          CL A           65332V103     1631   121831 SH       DEFINED 09
121831
 NEXTEL PARTNERS INC                CL A           65333F107      188    37400 SH       DEFINED 03
37400
 NICOR INC                          COM            654086107    11276   412728 SH       DEFINED 03
412728
 NIKE INC                           CL B           654106103    20260   394004 SH       DEFINED 03
394004
 NIKE INC                           CL B           654106103      447     8695 SH       DEFINED 09
8695
 99 CENTS ONLY STORES               COM            65440K106     1508    59150 SH       DEFINED 03
59150
 NISOURCE INC                       COM            65473P105     9453   519415 SH       DEFINED 03
519415
 NOKIA CORP                         SPONSORED ADR  654902204      755    53890 SH       DEFINED 03
53890
 NOBLE ENERGY INC                   COM            655044105     3474   101299 SH       DEFINED 03
101299
 NORDSON CORP                       COM            655663102      889    36906 SH       DEFINED 03
36906
 NORDSTROM INC                      COM            655664100     3291   203141 SH       DEFINED 03
203141
 NORFOLK SOUTHERN CORP              COM            655844108    10838   583966 SH       DEFINED 03
583966
 NORTEL NETWORKS CORP NEW           NOTE  4.250% 9 656568AB8    14724 20170000 PRN      DEFINED 00
20170000
 NORTH FORK BANCORPORATION NY       COM            659424105     8134   276188 SH       DEFINED 03
276188
 NORTHEAST UTILS                    COM            664397106     2866   205866 SH       DEFINED 03
205866
 NORTHERN TR CORP                   COM            665859104    10043   329826 SH       DEFINED 03
329826
 NORTHROP GRUMMAN CORP              COM            666807102    32424   377898 SH       DEFINED 03
377898
 NORTHWEST AIRLS CORP               CL A           667280101       80    11600 SH       DEFINED 03
11600
 NORTHWEST BANCORP INC PA           COM            667328108      250    15500 SH       DEFINED 03
15500
 NORTHWEST NAT GAS CO               COM            667655104     1879    74871 SH       DEFINED 03
74871
 NORTHWESTERN CORP                  COM            668074107      236   112403 SH       DEFINED 03
112403
 NOVASTAR FINL INC                  COM            669947400      389    11400 SH       DEFINED 03
11400
 NOVELL INC                         COM            670006105     1410   655709 SH       DEFINED 03
655709
 NOVELLUS SYS INC                   COM            670008101     6491   238023 SH       DEFINED 03
238023
 NOVELLUS SYS INC                   COM            670008101       26      957 SH       DEFINED 09
957
 NOVEN PHARMACEUTICALS INC          COM            670009109     1222    86511 SH       DEFINED 03
86511
 NU SKIN ENTERPRISES INC            CL A           67018T105      162    16100 SH       DEFINED 03
16100
 NSTAR                              COM            67019E107     2301    57484 SH       DEFINED 03
57484
 NUCOR CORP                         COM            670346105     9792   256532 SH       DEFINED 03
256532
 NUEVO ENERGY CO                    COM            670509108      982    72505 SH       DEFINED 03
72505
 NVIDIA CORP                        COM            67066G104     2864   222342 SH       DEFINED 03
222342
 NVIDIA CORP                        COM            67066G104       16     1251 SH       DEFINED 09
1251
 NYFIX INC                          COM            670712108      318    85760 SH       DEFINED 03
85760
 O CHARLEYS INC                     COM            670823103     1098    57270 SH       DEFINED 03
57270
 OGE ENERGY CORP                    COM            670837103     1355    75427 SH       DEFINED 03
75427
 OM GROUP INC                       COM            670872100     1871   213850 SH       DEFINED 03
213850
 NUVEEN INVTS INC                   CL A           67090F106      261    11700 SH       DEFINED 03
11700
 OSI PHARMACEUTICALS INC            COM            671040103      310    19400 SH       DEFINED 03
19400
 OAK TECHNOLOGY INC                 COM            671802106      122    34700 SH       DEFINED 03
34700
 OAKLEY INC                         COM            673662102      146    17700 SH       DEFINED 03
17700
 OCCIDENTAL PETE CORP DEL           COM            674599105    53730  1793403 SH       DEFINED 03
1793403
 OCEAN ENERGY INC DEL               COM            67481E106     6309   315451 SH       DEFINED 03
315451
 OCEANEERING INTL INC               COM            675232102     2018    92340 SH       DEFINED 03
92340
 OCULAR SCIENCES INC                COM            675744106      142    10200 SH       DEFINED 03
10200
 OCWEN FINL CORP                    COM            675746101      121    40000 SH       DEFINED 03
40000
 ODYSSEY HEALTHCARE INC             COM            67611V101      271    11400 SH       DEFINED 03
11400
 ODYSSEY RE HLDGS CORP              COM            67612W108      195    10800 SH       DEFINED 03
10800
 OFFICE DEPOT INC                   COM            676220106    11170   944186 SH       DEFINED 03
944186
 OFFICEMAX INC                      COM            67622M108      264    51300 SH       DEFINED 03
51300
 OFFSHORE LOGISTICS INC             COM            676255102     1545    85604 SH       DEFINED 03
85604
 OHIO CAS CORP                      COM            677240103     1128    87301 SH       DEFINED 03
87301
 OIL STS INTL INC                   COM            678026105      311    25900 SH       DEFINED 03
25900
 OLD REP INTL CORP                  COM            680223104     7405   276833 SH       DEFINED 03
276833
 OLIN CORP                          COM PAR $1     680665205     1116    61393 SH       DEFINED 03
61393
 OMNICARE INC                       COM            681904108     2180    80111 SH       DEFINED 03
80111
 OMNICOM GROUP INC                  COM            681919106    15135   279393 SH       DEFINED 03
279393
 OMNICOM GROUP INC                  COM            681919106      262     4838 SH       DEFINED 09
4838
 OMNIVISION TECHNOLOGIES INC        COM            682128103      953    46000 SH       DEFINED 03
46000
 OMNOVA SOLUTIONS INC               COM            682129101      328   111130 SH       DEFINED 03
111130
 ON ASSIGNMENT INC                  COM            682159108      291    68718 SH       DEFINED 03
68718
 ON SEMICONDUCTOR CORP              COM            682189105       19    15200 SH       DEFINED 03
15200
 ONEOK INC NEW                      COM            682680103     2535   138244 SH       DEFINED 03
138244
 ON2 TECHNOLOGIES INC               COM            68338A107        4    10100 SH       DEFINED 03
10100
 ONYX SOFTWARE CORP                 COM            683402101       11    12700 SH       DEFINED 03
12700
 OPENWAVE SYS INC                   COM            683718100       92    64447 SH       DEFINED 03
64447
 OPLINK COMMUNICATIONS INC          COM            68375Q106       33    33900 SH       DEFINED 03
33900
 ORACLE CORP                        COM            68389X105   135395 12479927 SH       DEFINED 03
12479927
 ORACLE CORP                        COM            68389X105     4290   395438 SH       DEFINED 09
395438
 ORBITAL SCIENCES CORP              COM            685564106       91    17600 SH       DEFINED 03
17600
 O REILLY AUTOMOTIVE INC            COM            686091109     3608   133272 SH       DEFINED 03
133272
 ORIENTAL FINL GROUP INC            COM            68618W100      228    10544 SH       DEFINED 03
10544
 ORTHOLOGIC CORP                    COM            68750J107       38    11200 SH       DEFINED 03
11200
 ORTHODONTIC CTRS AMER INC          COM            68750P103      728   139722 SH       DEFINED 03
139722
 OSHKOSH B GOSH INC                 CL A           688222207     1181    45422 SH       DEFINED 03
45422
 OSHKOSH TRUCK CORP                 COM            688239201     3365    54005 SH       DEFINED 03
54005
 OSTEOTECH INC                      COM            688582105      259    41555 SH       DEFINED 03
41555
 OSTEX INTL INC                     COM            68859Q101       89    46500 SH       DEFINED 03
46500
 OTTER TAIL CORP                    COM            689648103      282    10900 SH       DEFINED 03
10900
 OUTBACK STEAKHOUSE INC             COM            689899102     2809    79400 SH       DEFINED 03
79400
 OVERSEAS SHIPHOLDING GROUP I       COM            690368105      808    48379 SH       DEFINED 03
48379
 OVERTURE SVCS INC                  COM            69039R100      793    52300 SH       DEFINED 03
52300
 OWENS & MINOR INC NEW              COM            690732102     1938   110403 SH       DEFINED 03
110403
 OWENS ILL INC                      COM NEW        690768403      352    38900 SH       DEFINED 03
38900
 OXFORD HEALTH PLANS INC            COM            691471106     6542   215484 SH       DEFINED 03
215484
 OXFORD INDS INC                    COM            691497309      494    20041 SH       DEFINED 03
20041
 PC-TEL INC                         COM            69325Q105      550    61061 SH       DEFINED 03
61061
 PDF SOLUTIONS INC                  COM            693282105       84    13200 SH       DEFINED 03
13200
 PG&E CORP                          COM            69331C108    13051   970365 SH       DEFINED 03
970365
 PFF BANCORP INC                    COM            69331W104      263     8200 SH       DEFINED 03
8200
 P F CHANGS CHINA BISTRO INC        COM            69333Y108     2897    78290 SH       DEFINED 03
78290
 PLX TECHNOLOGY INC                 COM            693417107       25    10400 SH       DEFINED 03
10400
 PMC-SIERRA INC                     COM            69344F106     1297   217918 SH       DEFINED 03
217918
 PMI GROUP INC                      COM            69344M101     3856   150928 SH       DEFINED 03
150928
 PNC FINL SVCS GROUP INC            COM            693475105    26044   614524 SH       DEFINED 03
614524
 POSCO                              SPONSORED ADR  693483109      502    25500 SH       DEFINED 03
25500
 PNM RES INC                        COM            69349H107     2262   100595 SH       DEFINED 03
100595
 PPG INDS INC                       COM            693506107    21248   471334 SH       DEFINED 03
471334
 PPL CORP                           COM            69351T106    14023   393781 SH       DEFINED 03
393781
 PRG-SCHULTZ INTERNATIONAL IN       COM            69357C107     1418   196651 SH       DEFINED 03
196651
 PS BUSINESS PKS INC CALIF          COM            69360J107      211     7100 SH       DEFINED 03
7100
 PSS WORLD MED INC                  COM            69366A100      256    39300 SH       DEFINED 03
39300
 PTEK HLDGS INC                     COM            69366M104       74    19900 SH       DEFINED 03
19900
 PACCAR INC                         COM            693718108    10069   200298 SH       DEFINED 03
200298
 PACIFIC CAP BANCORP NEW            COM            69404P101      514    17099 SH       DEFINED 03
17099
 PACIFIC NORTHWEST BANCORP          COM            69466M103      255     9200 SH       DEFINED 03
9200
 PACIFIC SUNWEAR CALIF INC          COM            694873100     2905   142765 SH       DEFINED 03
142765
 PACIFICARE HEALTH SYS DEL          COM            695112102     6627   274526 SH       DEFINED 03
274526
 PACKAGING CORP AMER                COM            695156109     1459    81033 SH       DEFINED 03
81033
 PACKETEER INC                      COM            695210104      108    11000 SH       DEFINED 03
11000
 PACTIV CORP                        COM            695257105    10575   520921 SH       DEFINED 03
520921
 PALL CORP                          COM            696429307     3710   185501 SH       DEFINED 03
185501
 PALM INC                           COM NEW        696642206      172    17254 SH       DEFINED 03
17254
 PANAMSAT CORP NEW                  COM            697933109      382    27026 SH       DEFINED 03
27026
 PAN PACIFIC RETAIL PPTYS INC       COM            69806L104      674    17804 SH       DEFINED 03
17804
 PANERA BREAD CO                    CL A           69840W108     2494    81810 SH       DEFINED 03
81810
 PAPA JOHNS INTL INC                COM            698813102     4175   166809 SH       DEFINED 03
166809
 PARAMETRIC TECHNOLOGY CORP         COM            699173100     1085   500221 SH       DEFINED 03
500221
 PAREXEL INTL CORP                  COM            699462107     1081    78754 SH       DEFINED 03
78754
 PARK ELECTROCHEMICAL CORP          COM            700416209     1019    67304 SH       DEFINED 03
67304
 PARK PL ENTMT CORP                 COM            700690100     5903   829048 SH       DEFINED 03
829048
 PARKER DRILLING CO                 COM            701081101       56    23800 SH       DEFINED 03
23800
 PARKER HANNIFIN CORP               COM            701094104    10513   271375 SH       DEFINED 03
271375
 PATINA OIL & GAS CORP              COM            703224105     3981   121012 SH       DEFINED 03
121012
 PATHMARK STORES INC NEW            COM            70322A101       96    14400 SH       DEFINED 03
14400
 PATHMARK STORES INC NEW            *W EXP 09/10/2 70322A119       18    17625 SH       DEFINED 00
17625
 PATTERSON DENTAL CO                COM            703412106     2188    47639 SH       DEFINED 03
47639
 PATTERSON UTI ENERGY INC           COM            703481101     3150    97496 SH       DEFINED 03
97496
 PAXAR CORP                         COM            704227107     2008   175360 SH       DEFINED 03
175360
 PAXSON COMMUNICATIONS CORP         COM            704231109       64    29500 SH       DEFINED 03
29500
 PAYCHEX INC                        COM            704326107    15409   560939 SH       DEFINED 03
560939
 PAYLESS SHOESOURCE INC             COM            704379106     3945   252074 SH       DEFINED 03
252074
 PEABODY ENERGY CORP                COM            704549104     1149    41200 SH       DEFINED 03
41200
 PEARSON PLC                        SPONSORED ADR  705015105      151    19337 SH       DEFINED 03
19337
 PEDIATRIX MED GROUP                COM            705324101     1759    69954 SH       DEFINED 03
69954
 PEGASUS SOLUTIONS INC              COM            705906105      923    82411 SH       DEFINED 03
82411
 PENFORD CORP                       COM            707051108      254    21184 SH       DEFINED 03
21184
 PENN NATL GAMING INC               COM            707569109      270    15200 SH       DEFINED 03
15200
 PENNEY J C INC                     COM            708160106    12185   620432 SH       DEFINED 03
620432
 PENTAIR INC                        COM            709631105     5870   166043 SH       DEFINED 03
166043
 PEOPLES ENERGY CORP                COM            711030106     9391   262525 SH       DEFINED 03
262525
 PEOPLESOFT INC                     COM            712713106     7282   475976 SH       DEFINED 03
475976
 PEP BOYS MANNY MOE & JACK          COM            713278109     1354   178150 SH       DEFINED 03
178150
 PEPCO HOLDINGS INC                 COM            713291102     4173   239825 SH       DEFINED 03
239825
 PEPSI BOTTLING GROUP INC           COM            713409100    22236  1240176 SH       DEFINED 03
1240176
 PEPSIAMERICAS INC                  COM            71343P200     3799   323076 SH       DEFINED 03
323076
 PEPSICO INC                        COM            713448108   140021  3500525 SH       DEFINED 03
3500525
 PEPSICO INC                        COM            713448108     1019    25484 SH       DEFINED 09
25484
 PER-SE TECHNOLOGIES INC            COM NEW        713569309      108    13633 SH       DEFINED 03
13633
 PEREGRINE PHARMACEUTICALS IN       COM            713661106        7    14000 SH       DEFINED 03
14000
 PERFORMANCE FOOD GROUP CO          COM            713755106     3468   113109 SH       DEFINED 03
113109
 PERICOM SEMICONDUCTOR CORP         COM            713831105      595    76461 SH       DEFINED 03
76461
 PERKINELMER INC                    COM            714046109     1643   184852 SH       DEFINED 03
184852
 PEROT SYS CORP                     CL A           714265105      103    10000 SH       DEFINED 03
10000
 PERRIGO CO                         COM            714290103     1306   109947 SH       DEFINED 03
109947
 PETROLEO BRASILEIRO SA PETRO       SPONSORED ADR  71654V101      172    12500 SH       DEFINED 03
12500
 PETSMART INC                       COM            716768106    10037   796612 SH       DEFINED 03
796612
 PFIZER INC                         COM            717081103   419483 13462235 SH       DEFINED 03
13462235
 PFIZER INC                         COM            717081103      373    11985 SH       DEFINED 09
11985
 PHARMACEUTICAL PROD DEV INC        COM            717124101     4093   152450 SH       DEFINED 03
152450
 PHARMACEUTICAL RES INC             COM            717125108     1083    25500 SH       DEFINED 03
25500
 PHARMACIA CORP                     COM            71713U102   100013  2309769 SH       DEFINED 03
2309769
 PHARMACIA CORP                     COM            71713U102     1133    26157 SH       DEFINED 09
26157
 PHELPS DODGE CORP                  COM            717265102     9804   301854 SH       DEFINED 03
301854
 PHILADELPHIA CONS HLDG CORP        COM            717528103     2163    60083 SH       DEFINED 03
60083
 PHILADELPHIA SUBN CORP             COM PAR $0.50  718009608      945    43050 SH       DEFINED 03
43050
 PHILLIPS VAN HEUSEN CORP           COM            718592108     1060    85853 SH       DEFINED 03
85853
 PHOENIX COS INC NEW                COM            71902E109       76    10500 SH       DEFINED 03
10500
 PHOENIX TECHNOLOGY LTD             COM            719153108      283    66661 SH       DEFINED 03
66661
 PHOTON DYNAMICS INC                COM            719364101      762    46555 SH       DEFINED 03
46555
 PHOTRONICS INC                     COM            719405102     1326   111550 SH       DEFINED 03
111550
 PIEDMONT NAT GAS INC               COM            720186105     3311    92889 SH       DEFINED 03
92889
 PIER 1 IMPORTS INC                 COM            720279108     1442    90900 SH       DEFINED 03
90900
 PINNACLE ENTMT INC                 COM            723456109      382    78268 SH       DEFINED 03
78268
 PINNACLE SYS INC                   COM            723481107     2348   225517 SH       DEFINED 03
225517
 PINNACLE WEST CAP CORP             COM            723484101     4328   130199 SH       DEFINED 03
130199
 PIONEER NAT RES CO                 COM            723787107     7396   294652 SH       DEFINED 03
294652
 PIONEER STD ELECTRS INC            COM            723877106      804    95288 SH       DEFINED 03
95288
 PITNEY BOWES INC                   COM            724479100    11390   356832 SH       DEFINED 03
356832
 PITTSTON CO                        COM BRINKS GRP 725701106     1154    83265 SH       DEFINED 03
83265
 PIXAR                              COM            725811103      254     4700 SH       DEFINED 03
4700
 PIXELWORKS INC                     COM            72581M107       96    17600 SH       DEFINED 03
17600
 PLAINS EXPL & PRODTN CO L P        COM            726505100      138    16700 SH       DEFINED 03
16700
 PLAINS RES INC                     COM PAR $0.10  726540503      802    75132 SH       DEFINED 03
75132
 PLANAR SYS INC                     COM            726900103      617    52450 SH       DEFINED 03
52450
 PLANTRONICS INC NEW                COM            727493108     1238    84710 SH       DEFINED 03
84710
 PLAYTEX PRODS INC                  COM            72813P100      162    20100 SH       DEFINED 03
20100
 PLEXUS CORP                        COM            729132100      548    59912 SH       DEFINED 03
59912
 PLUM CREEK TIMBER CO INC           COM            729251108     6100   282524 SH       DEFINED 03
282524
 POGO PRODUCING CO                  COM            730448107     2553    64200 SH       DEFINED 03
64200
 POLARIS INDS INC                   COM            731068102     3267    65712 SH       DEFINED 03
65712
 POLO RALPH LAUREN CORP             CL A           731572103      420    18350 SH       DEFINED 03
18350
 POLYCOM INC                        COM            73172K104      832   103012 SH       DEFINED 03
103012
 POLYMEDICA CORP                    COM            731738100     1465    48127 SH       DEFINED 03
48127
 POLYONE CORP                       COM            73179P106     1062   272331 SH       DEFINED 03
272331
 POPE & TALBOT INC                  COM            732827100      614    48908 SH       DEFINED 03
48908
 POPULAR INC                        COM            733174106     1584    46616 SH       DEFINED 03
46616
 PORTAL SOFTWARE INC                COM            736126103       30    40500 SH       DEFINED 03
40500
 POSSIS MEDICAL INC                 COM            737407106      748    46300 SH       DEFINED 03
46300
 POST PPTYS INC                     COM            737464107      319    13200 SH       DEFINED 03
13200
 POTLATCH CORP                      COM            737628107      632    32525 SH       DEFINED 03
32525
 POWER INTEGRATIONS INC             COM            739276103     1978    95418 SH       DEFINED 03
95418
 POWER-ONE INC                      COM            739308104      602   136842 SH       DEFINED 03
136842
 POWERWAVE TECHNOLOGIES INC         COM            739363109      249    73129 SH       DEFINED 03
73129
 PRAECIS PHARMACEUTICALS INC        COM            739421105       90    22500 SH       DEFINED 03
22500
 PRAXAIR INC                        COM            74005P104    29185   517923 SH       DEFINED 03
517923
 PRE PAID LEGAL SVCS INC            COM            740065107     1188    68770 SH       DEFINED 03
68770
 PRECISION CASTPARTS CORP           COM            740189105     2537   106467 SH       DEFINED 03
106467
 PRENTISS PPTYS TR                  SH BEN INT     740706106      428    15800 SH       DEFINED 03
15800
 PRESIDENTIAL LIFE CORP             COM            740884101      559    88919 SH       DEFINED 03
88919
 PRESSTEK INC                       COM            741113104       55    12200 SH       DEFINED 03
12200
 PRICE COMMUNICATIONS CORP          COM NEW        741437305     2039   170504 SH       DEFINED 03
170504
 PRICE T ROWE GROUP INC             COM            74144T108     4859   179157 SH       DEFINED 03
179157
 PRICELINE COM INC                  COM            741503106       92    56200 SH       DEFINED 03
56200
 PRIDE INTL INC DEL                 COM            74153Q102     1487   110233 SH       DEFINED 03
110233
 PRIMEDIA INC                       COM            74157K101      251   102513 SH       DEFINED 03
102513
 PRIMA ENERGY CORP                  COM PAR $0.015 741901201      645    34414 SH       DEFINED 03
34414
 PRIME HOSPITALITY CORP             COM            741917108      638   123560 SH       DEFINED 03
123560
 PRINCIPAL FINANCIAL GROUP IN       COM            74251V102    25795   950432 SH       DEFINED 03
950432
 PRIORITY HEALTHCARE CORP           CL B           74264T102     5486   205842 SH       DEFINED 03
205842
 PROASSURANCE CORP                  COM            74267C106      288    12244 SH       DEFINED 03
12244
 PROCTER & GAMBLE CO                COM            742718109   235043  2639448 SH       DEFINED 03
2639448
 PROGRESS ENERGY INC                COM            743263105    13853   353842 SH       DEFINED 03
353842
 PROGRESS SOFTWARE CORP             COM            743312100     1963   109360 SH       DEFINED 03
109360
 PROGRESSIVE CORP OHIO              COM            743315103    19377   326699 SH       DEFINED 03
326699
 PROLOGIS                           SH BEN INT     743410102      547    21608 SH       DEFINED 03
21608
 PROTECTION ONE INC                 COM            743663304       22    13600 SH       DEFINED 03
13600
 PROTECTIVE LIFE CORP               COM            743674103     2051    71856 SH       DEFINED 03
71856
 PROTEIN DESIGN LABS INC            COM            74369L103      735    98959 SH       DEFINED 03
98959
 PROVIDENT BANKSHARES CORP          COM            743859100     2003    86775 SH       DEFINED 03
86775
 PROVIDENT FINL GROUP INC           COM            743866105     1270    59839 SH       DEFINED 03
59839
 PROVINCE HEALTHCARE CO             COM            743977100     1212   136961 SH       DEFINED 03
136961
 PROVIDIAN FINL CORP                COM            74406A102     2915   444434 SH       DEFINED 03
444434
 PROXIM CORP                        CL A           744283102       24    39727 SH       DEFINED 03
39727
 PRUDENTIAL FINL INC                COM            744320102    15450   528200 SH       DEFINED 03
528200
 PUBLIC SVC ENTERPRISE GROUP        COM            744573106    20512   559056 SH       DEFINED 03
559056
 PUBLIC STORAGE INC                 COM            74460D109      424    14000 SH       DEFINED 03
14000
 PUGET ENERGY INC NEW               COM            745310102     2187   102633 SH       DEFINED 03
102633
 PULITZER INC                       COM            745769109      562    12900 SH       DEFINED 03
12900
 PULTE HOMES INC                    COM            745867101    16922   337433 SH       DEFINED 03
337433
 PUMATECH INC                       COM            745887109       29    11000 SH       DEFINED 03
11000
 QRS CORP                           COM            74726X105      216    43933 SH       DEFINED 03
43933
 QLOGIC CORP                        COM            747277101    26878   723698 SH       DEFINED 03
723698
 QLOGIC CORP                        COM            747277101       35      944 SH       DEFINED 09
944
 QAD INC                            COM            74727D108      113    24500 SH       DEFINED 03
24500
 QUAKER CHEM CORP                   COM            747316107      583    28577 SH       DEFINED 03
28577
 QUALCOMM INC                       COM            747525103    80895  2247089 SH       DEFINED 03
2247089
 QUANEX CORP                        COM            747620102     1676    52873 SH       DEFINED 03
52873
 QUANTA SVCS INC                    COM            74762E102      311    97311 SH       DEFINED 03
97311
 QUANTUM CORP                       COM DSSG       747906204      800   221493 SH       DEFINED 03
221493
 QUEST DIAGNOSTICS INC              COM            74834L100     8987   150554 SH       DEFINED 03
150554
 QUEST SOFTWARE INC                 COM            74834T103      173    19200 SH       DEFINED 03
19200
 QUESTAR CORP                       COM            748356102     2593    87690 SH       DEFINED 03
87690
 QUIKSILVER INC                     COM            74838C106     2355    76918 SH       DEFINED 03
76918
 QUINTILES TRANSNATIONAL CORP       COM            748767100     2195   180500 SH       DEFINED 03
180500
 QWEST COMMUNICATIONS INTL IN       COM            749121109     8688  2489493 SH       DEFINED 03
2489493
 QWEST COMMUNICATIONS INTL IN       COM            749121109       27     7610 SH       DEFINED 09
7610
 R & G FINANCIAL CORP               CL B           749136107      352    16000 SH       DEFINED 03
16000
 QUOVADX INC                        COM            74913K106       22    11200 SH       DEFINED 03
11200
 RFS HOTEL INVS INC                 COM            74955J108      180    18600 SH       DEFINED 03
18600
 R H DONNELLEY CORP                 COM NEW        74955W307      370    12454 SH       DEFINED 03
12454
 RLI CORP                           COM            749607107     1779    66214 SH       DEFINED 03
66214
 RPM INTL INC                       COM            749685103     4709   448454 SH       DEFINED 03
448454
 RSA SEC INC                        COM            749719100      437    61580 SH       DEFINED 03
61580
 RTI INTL METALS INC                COM            74973W107      606    61883 SH       DEFINED 03
61883
 RF MICRODEVICES INC                COM            749941100     1664   276952 SH       DEFINED 03
276952
 RADIAN GROUP INC                   COM            750236101     4337   129922 SH       DEFINED 03
129922
 RADIANT SYSTEMS INC                COM            75025N102      592    80010 SH       DEFINED 03
80010
 RADIO ONE INC                      CL A           75040P108      148    11200 SH       DEFINED 03
11200
 RADIOSHACK CORP                    COM            750438103    11873   532682 SH       DEFINED 03
532682
 RADISYS CORP                       COM            750459109      361    54512 SH       DEFINED 03
54512
 RAILAMERICA INC                    COM            750753105       68    11200 SH       DEFINED 03
11200
 RAINBOW TECHNOLOGIES INC           COM            750862104      941    99689 SH       DEFINED 03
99689
 RAINDANCE COMM                     COM            75086X106       29    17400 SH       DEFINED 03
17400
 RAMBUS INC DEL                     COM            750917106      493    37300 SH       DEFINED 03
37300
 RALCORP HLDGS INC NEW              COM            751028101     3046   116960 SH       DEFINED 03
116960
 RANGE RES CORP                     COM            75281A109       92    16100 SH       DEFINED 03
16100
 RARE HOSPITALITY INTL INC          COM            753820109     1692    60790 SH       DEFINED 03
60790
 RAYMOND JAMES FINANCIAL INC        COM            754730109     3182   122996 SH       DEFINED 03
122996
 RAYONIER INC                       COM            754907103     1487    33748 SH       DEFINED 03
33748
 RAYOVAC CORP                       COM            755081106      193    17800 SH       DEFINED 03
17800
 RAYTECH CORP DEL                   COM            755103108       79    13400 SH       DEFINED 03
13400
 RAYTHEON CO                        COM NEW        755111507    23747   837049 SH       DEFINED 03
837049
 READERS DIGEST ASSN INC            COM            755267101     1530   149830 SH       DEFINED 03
149830
 REALNETWORKS INC                   COM            75605L104      104    25200 SH       DEFINED 03
25200
 REALTY INCOME CORP                 COM            756109104      501    14000 SH       DEFINED 03
14000
 RECOTON CORP                       COM            756268108       36   151429 SH       DEFINED 03
151429
 RED HAT INC                        COM            756577102      268    49400 SH       DEFINED 03
49400
 REDBACK NETWORKS INC               COM            757209101       50    87000 SH       DEFINED 03
87000
 REDWOOD TR INC                     COM            758075402      234     7200 SH       DEFINED 03
7200
 REEBOK INTL LTD                    COM            758110100    12873   391882 SH       DEFINED 03
391882
 REGAL BELOIT CORP                  COM            758750103     1030    67248 SH       DEFINED 03
67248
 REGAL ENTMT GROUP                  CL A           758766109      219    12200 SH       DEFINED 03
12200
 REGENCY CTRS CORP                  COM            758849103      204     6200 SH       DEFINED 03
6200
 REGENERON PHARMACEUTICALS          COM            75886F107      916   121801 SH       DEFINED 03
121801
 REGIS CORP MINN                    COM            758932107     3267   131155 SH       DEFINED 03
131155
 REGIONS FINL CORP                  COM            758940100    21414   660915 SH       DEFINED 03
660915
 REHABCARE GROUP INC                COM            759148109      807    45212 SH       DEFINED 03
45212
 RELIANCE STEEL & ALUMINUM CO       COM            759509102     1383    91585 SH       DEFINED 03
91585
 RELIANT RES INC                    COM            75952B105      164    46121 SH       DEFINED 03
46121
 REMEC INC                          COM            759543101      118    24500 SH       DEFINED 03
24500
 REMINGTON OIL & GAS CORP           COM            759594302     1180    69311 SH       DEFINED 03
69311
 RENAISSANCE LEARNING INC           COM            75968L105      226    12800 SH       DEFINED 03
12800
 RENAL CARE GROUP INC               COM            759930100     4713   151166 SH       DEFINED 03
151166
 RENT A CTR INC NEW                 COM            76009N100      264     4800 SH       DEFINED 03
4800
 REPUBLIC BANCORP INC               COM            760282103      346    29340 SH       DEFINED 03
29340
 REPUBLIC SVCS INC                  COM            760759100    10331   520696 SH       DEFINED 03
520696
 RESMED INC                         COM            761152107     2982    93239 SH       DEFINED 03
93239
 RESPIRONICS INC                    COM            761230101     3400    98929 SH       DEFINED 03
98929
 RETEK INC                          COM            76128Q109      349    60466 SH       DEFINED 03
60466
 REYNOLDS & REYNOLDS CO             CL A           761695105     3852   152252 SH       DEFINED 03
152252
 REYNOLDS R J TOB HLDGS INC         COM            76182K105     3513   108892 SH       DEFINED 03
108892
 REYNOLDS R J TOB HLDGS INC         COM            76182K105     1663    51564 SH       DEFINED 09
51564
 RIGGS NATL CORP WASH DC            COM            766570105     1201    83725 SH       DEFINED 03
83725
 RIGHT MGMT CONSULTANTS INC         COM            766573109      547    42100 SH       DEFINED 03
42100
 RITE AID CORP                      COM            767754104      114    50970 SH       DEFINED 03
50970
 RIVERSTONE NETWORKS INC            COM            769320102       73    52368 SH       DEFINED 03
52368
 ROADWAY CORP                       COM            769742107     3022    90154 SH       DEFINED 03
90154
 ROBBINS & MYERS INC                COM            770196103      542    40262 SH       DEFINED 03
40262
 ROBERT HALF INTL INC               COM            770323103     4277   321334 SH       DEFINED 03
321334
 ROCK-TENN CO                       CL A           772739207     1265    98800 SH       DEFINED 03
98800
 ROCKWELL AUTOMATION INC            COM            773903109     5837   281981 SH       DEFINED 03
281981
 ROCKWELL COLLINS INC               COM            774341101    11752   639722 SH       DEFINED 03
639722
 ROGERS CORP                        COM            775133101     1292    43483 SH       DEFINED 03
43483
 ROHM & HAAS CO                     COM            775371107    15864   532707 SH       DEFINED 03
532707
 ROHN INDS INC                      COM            775381106        1    13300 SH       DEFINED 03
13300
 ROLLINS INC                        COM            775711104     1096    47576 SH       DEFINED 03
47576
 ROPER INDS INC NEW                 COM            776696106     2501    86674 SH       DEFINED 03
86674
 ROSLYN BANCORP INC                 COM            778162107     3152   175284 SH       DEFINED 03
175284
 ROSS STORES INC                    COM            778296103     3195    88464 SH       DEFINED 03
88464
 ROSTELECOM OPEN JT STK LNG D       SPONSORED ADR  778529107       92    11500 SH       DEFINED 03
11500
 ROUSE CO                           COM            779273101      328     9500 SH       DEFINED 03
9500
 ROWAN COS INC                      COM            779382100     7110   361644 SH       DEFINED 03
361644
 ROXIO INC                          COM            780008108      337    54412 SH       DEFINED 03
54412
 ROYAL APPLIANCE MFG CO             COM            780076105      330    44905 SH       DEFINED 03
44905
 ROYAL DUTCH PETE CO                NY REG EUR .56 780257804    12487   306430 SH       DEFINED 03
306430
 ROYAL GOLD INC                     COM            780287108      148    10100 SH       DEFINED 03
10100
 RUBY TUESDAY INC                   COM            781182100      780    38248 SH       DEFINED 03
38248
 RUDDICK CORP                       COM            781258108      593    48195 SH       DEFINED 03
48195
 RUDOLPH TECHNOLOGIES INC           COM            781270103      649    44928 SH       DEFINED 03
44928
 RUSS BERRIE & CO                   COM            782233100     1797    56169 SH       DEFINED 03
56169
 RUSSELL CORP                       COM            782352108     1904   108796 SH       DEFINED 03
108796
 RYANS FAMILY STEAK HOUSE INC       COM            783519101     2255   214708 SH       DEFINED 03
214708
 RYDER SYS INC                      COM            783549108    10581   515884 SH       DEFINED 03
515884
 RYERSON TULL INC NEW               COM            78375P107      420    67213 SH       DEFINED 03
67213
 RYLAND GROUP INC                   COM            783764103     4351   100746 SH       DEFINED 03
100746
 S & T BANCORP INC                  COM            783859101      371    14500 SH       DEFINED 03
14500
 SBC COMMUNICATIONS INC             COM            78387G103   149764  7465807 SH       DEFINED 03
7465807
 SBC COMMUNICATIONS INC             COM            78387G103    31420  1566305 SH       DEFINED 09
1566305
 SBS TECHNOLOGIES INC               COM            78387P103      280    38562 SH       DEFINED 03
38562
 SCM MICROSYSTEMS INC               COM            784018103      106    42355 SH       DEFINED 03
42355
 SCP POOL CORP                      COM            784028102     3404   114582 SH       DEFINED 03
114582
 SCPIE HLDGS INC                    COM            78402P104      147    23570 SH       DEFINED 03
23570
 SEI INVESTMENTS CO                 COM            784117103     2706   103279 SH       DEFINED 03
103279
 SL GREEN RLTY CORP                 COM            78440X101      351    11500 SH       DEFINED 03
11500
 SLM CORP                           COM            78442P106    44843   404286 SH       DEFINED 03
404286
 SPS TECHNOLOGIES INC               COM            784626103      987    40441 SH       DEFINED 03
40441
 SPDR TR                            UNIT SER 1     78462F103     4188    49420 SH       DEFINED 03
49420
 SPSS INC                           COM            78462K102      536    47338 SH       DEFINED 03
47338
 SPX CORP                           COM            784635104     4445   130118 SH       DEFINED 03
130118
 S1 CORPORATION                     COM            78463B101      174    33900 SH       DEFINED 03
33900
 SWS GROUP INC                      COM            78503N107      948    67302 SH       DEFINED 03
67302
 SABRE HLDGS CORP                   CL A           785905100     8024   504344 SH       DEFINED 03
504344
 SAFECO CORP                        COM            786429100     7160   204738 SH       DEFINED 03
204738
 SAFEGUARD SCIENTIFICS INC          COM            786449108       67    47500 SH       DEFINED 03
47500
 SAFEWAY INC                        COM NEW        786514208    27410  1447951 SH       DEFINED 03
1447951
 ST JOE CO                          COM            790148100      294    10800 SH       DEFINED 03
10800
 ST JUDE MED INC                    COM            790849103    13972   286595 SH       DEFINED 03
286595
 ST MARY LD & EXPL CO               COM            792228108     2077    82918 SH       DEFINED 03
82918
 ST PAUL COS INC                    COM            792860108    25426   799572 SH       DEFINED 03
799572
 SAKS INC                           COM            79377W108     1050   136560 SH       DEFINED 03
136560
 SALTON INC                         COM            795757103      304    28905 SH       DEFINED 03
28905
 SANDISK CORP                       COM            80004C101     4270   253851 SH       DEFINED 03
253851
 SANDY SPRING BANCORP INC           COM            800363103      233     7150 SH       DEFINED 03
7150
 SANMINA SCI CORP                   COM            800907107     3208   793970 SH       DEFINED 03
793970
 SANMINA SCI CORP                   COM            800907107       15     3660 SH       DEFINED 09
3660
 SANGSTAT MED CORP                  COM            801003104      132    13500 SH       DEFINED 03
13500
 SANTANDER BANCORP                  COM            802809103      157    11770 SH       DEFINED 03
11770
 SAP AKTIENGESELLSCHAFT             SPONSORED ADR  803054204     1946   102640 SH       DEFINED 03
102640
 SAPIENT CORP                       COM            803062108       47    30900 SH       DEFINED 03
30900
 SARA LEE CORP                      COM            803111103    50110  2679704 SH       DEFINED 03
2679704
 SAVVIS COMMUNICATIONS CORP         COM            805423100        5    13200 SH       DEFINED 03
13200
 SCANA CORP NEW                     COM            80589M102     3754   125477 SH       DEFINED 03
125477
 SCANSOFT INC                       COM            80603P107      140    31175 SH       DEFINED 03
31175
 SCHEIN HENRY INC                   COM            806407102     1683    37326 SH       DEFINED 03
37326
 SCHERING PLOUGH CORP               COM            806605101    40625  2278442 SH       DEFINED 03
2278442
 SCHLUMBERGER LTD                   COM            806857108    37390   983700 SH       DEFINED 03
983700
 SCHOLASTIC CORP                    COM            807066105     1195    44454 SH       DEFINED 03
44454
 SCHOOL SPECIALTY INC               COM            807863105      868    48819 SH       DEFINED 03
48819
 SCHULMAN A INC                     COM            808194104     1812   124700 SH       DEFINED 03
124700
 SCHWAB CHARLES CORP NEW            COM            808513105    14586  2020234 SH       DEFINED 03
2020234
 SCHWAB CHARLES CORP NEW            COM            808513105       17     2367 SH       DEFINED 09
2367
 SCHWEITZER-MAUDUIT INTL INC        COM            808541106      762    33869 SH       DEFINED 03
33869
 SCIENTIFIC ATLANTA INC             COM            808655104     3358   244371 SH       DEFINED 03
244371
 SCIENTIFIC GAMES CORP              CL A           80874P109       77    14300 SH       DEFINED 03
14300
 SCIOS INC                          COM            808905103      855    19400 SH       DEFINED 03
19400
 SCOTTS CO                          CL A           810186106     4068    78525 SH       DEFINED 03
78525
 SCRIPPS E W CO OHIO                CL A           811054204     1032    13630 SH       DEFINED 03
13630
 SCS TRANSN INC                     COM            81111T102      127    12050 SH       DEFINED 03
12050
 SEACHANGE INTL INC                 COM            811699107       73    10100 SH       DEFINED 03
10100
 SEACOAST FINL SVCS CORP            COM            81170Q106     1415    77500 SH       DEFINED 03
77500
 SEACOR SMIT INC                    COM            811904101     2105    60140 SH       DEFINED 03
60140
 SEALED AIR CORP NEW                COM            81211K100     4899   122070 SH       DEFINED 03
122070
 SEARS ROEBUCK & CO                 COM            812387108    27575  1141813 SH       DEFINED 03
1141813
 SEARS ROEBUCK & CO                 COM            812387108      988    40894 SH       DEFINED 09
40894
 SEEBEYOND TECHNOLOGIES CORP        COM            815704101       70    34600 SH       DEFINED 03
34600
 SELECT MEDICAL CORP                COM            816196109      185    13000 SH       DEFINED 03
13000
 SELECTIVE INS GROUP INC            COM            816300107     2001    81525 SH       DEFINED 03
81525
 SEMTECH CORP                       COM            816850101     1633   107785 SH       DEFINED 03
107785
 SEMPRA ENERGY                      COM            816851109    28552  1143895 SH       DEFINED 03
1143895
 SENIOR HSG PPTYS TR                SH BEN INT     81721M109      237    20500 SH       DEFINED 03
20500
 SENSIENT TECHNOLOGIES CORP         COM            81725T100     2196   109715 SH       DEFINED 03
109715
 SEPRACOR INC                       COM            817315104     1238    91443 SH       DEFINED 03
91443
 SEQUA CORPORATION                  CL A           817320104      371    10838 SH       DEFINED 03
10838
 SERENA SOFTWARE INC                COM            817492101     1722   107900 SH       DEFINED 03
107900
 SEROLOGICALS CORP                  COM            817523103       98    11500 SH       DEFINED 03
11500
 SERVICE CORP INTL                  COM            817565104      386   138850 SH       DEFINED 03
138850
 SERVICEMASTER CO                   COM            81760N109      358    35833 SH       DEFINED 03
35833
 7-ELEVEN INC                       COM NEW        817826209      105    15100 SH       DEFINED 03
15100
 SHAW GROUP INC                     COM            820280105     2214   220259 SH       DEFINED 03
220259
 SHERWIN WILLIAMS CO                COM            824348106    16124   610074 SH       DEFINED 03
610074
 SHOPKO STORES INC                  COM            824911101     1394   119639 SH       DEFINED 03
119639
 SHUFFLE MASTER INC                 COM            825549108      959    47600 SH       DEFINED 03
47600
 SHURGARD STORAGE CTRS INC          COM            82567D104     3142   101199 SH       DEFINED 03
101199
 SICOR INC                          COM            825846108     2530   151500 SH       DEFINED 03
151500
 SIEBEL SYS INC                     COM            826170102     5721   714268 SH       DEFINED 03
714268
 SIERRA HEALTH SVCS INC             COM            826322109     1153    89343 SH       DEFINED 03
89343
 SIERRA PAC RES NEW                 COM            826428104      468   147168 SH       DEFINED 03
147168
 SIGMA ALDRICH CORP                 COM            826552101     5259   118207 SH       DEFINED 03
118207
 SILICON LABORATORIES INC           COM            826919102      345    13200 SH       DEFINED 03
13200
 SILICON GRAPHICS INC               COM            827056102      192   125200 SH       DEFINED 03
125200
 SILICON STORAGE TECHNOLOGY I       COM            827057100       98    42600 SH       DEFINED 03
42600
 SILICON IMAGE INC                  COM            82705T102      144    36300 SH       DEFINED 03
36300
 SILICON VY BANCSHARES              COM            827064106      645    35447 SH       DEFINED 03
35447
 SIMON PPTY GROUP INC NEW           COM            828806109     9827   274254 SH       DEFINED 03
274254
 SIMPSON MANUFACTURING CO INC       COM            829073105     2432    71940 SH       DEFINED 03
71940
 SINCLAIR BROADCAST GROUP INC       CL A           829226109      118    15000 SH       DEFINED 03
15000
 SIRIUS SATELLITE RADIO INC         COM            82966U103        8    11600 SH       DEFINED 03
11600
 SITEL CORP                         COM            82980K107       31    29900 SH       DEFINED 03
29900
 SIPEX CORP                         COM            829909100       54    14400 SH       DEFINED 03
14400
 SIX FLAGS INC                      COM            83001P109      404    72190 SH       DEFINED 03
72190
 SKYLINE CORP                       COM            830830105      659    25264 SH       DEFINED 03
25264
 SKYWEST INC                        COM            830879102     1486   143850 SH       DEFINED 03
143850
 SKYWORKS SOLUTIONS INC             COM            83088M102     2501   401496 SH       DEFINED 03
401496
 SMITH A O                          COM            831865209     2630    98143 SH       DEFINED 03
98143
 SMITH INTL INC                     COM            832110100     2206    62606 SH       DEFINED 03
62606
 SMITHFIELD FOODS INC               COM            832248108     2368   133643 SH       DEFINED 03
133643
 SMUCKER J M CO                     COM NEW        832696405     1945    55617 SH       DEFINED 03
55617
 SMURFIT-STONE CONTAINER CORP       COM            832727101      353    26486 SH       DEFINED 03
26486
 SNAP ON INC                        COM            833034101     9038   365005 SH       DEFINED 03
365005
 SOLA INTL INC                      COM            834092108     1004    81247 SH       DEFINED 03
81247
 SOLECTRON CORP                     COM            834182107     5225  1730124 SH       DEFINED 03
1730124
 SOLUTIA INC                        COM            834376105      236   152290 SH       DEFINED 03
152290
 SOMERA COMMUNICATION               COM            834458101       21    22200 SH       DEFINED 03
22200
 SONIC CORP                         COM            835451105     3070   120584 SH       DEFINED 03
120584
 SONICBLUE INC                      COM            83546Q109        0    15356 SH       DEFINED 03
15356
 SONICWALL INC                      COM            835470105       77    21400 SH       DEFINED 03
21400
 SONOCO PRODS CO                    COM            835495102     1941    92719 SH       DEFINED 03
92719
 SOTHEBYS HLDGS INC                 CL A           835898107      603    65674 SH       DEFINED 03
65674
 SONUS NETWORKS INC                 COM            835916107      162    71900 SH       DEFINED 03
71900
 SOUNDVIEW TECHNOLOGY GROUP N       COM            83611Q109       40    31600 SH       DEFINED 03
31600
 SOURCECORP                         COM            836167106      718    51256 SH       DEFINED 03
51256
 SOUTH FINL GROUP INC               COM            837841105     2874   132766 SH       DEFINED 03
132766
 SOUTHERN CO                        COM            842587107    41574  1461804 SH       DEFINED 03
1461804
 SOUTHERN UN CO NEW                 COM            844030106     2007   165207 SH       DEFINED 03
165207
 SOUTHTRUST CORP                    COM            844730101    23751   930329 SH       DEFINED 03
930329
 SOUTHWEST AIRLS CO                 COM            844741108    16294  1134663 SH       DEFINED 03
1134663
 SOUTHWEST BANCORPORATION TEX       COM            84476R109     2847    94803 SH       DEFINED 03
94803
 SOUTHWEST GAS CORP                 COM            844895102     2064   101439 SH       DEFINED 03
101439
 SOUTHWESTERN ENERGY CO             COM            845467109     1279    97661 SH       DEFINED 03
97661
 SOVEREIGN BANCORP INC              COM            845905108     8296   599016 SH       DEFINED 03
599016
 SPANISH BROADCASTING SYS INC       CL A           846425882       69    11300 SH       DEFINED 03
11300
 SPARTAN MTRS INC                   COM            846819100      131    14900 SH       DEFINED 03
14900
 SPEEDWAY MOTORSPORTS INC           COM            847788106      217     9200 SH       DEFINED 03
9200
 SPHERION CORP                      COM            848420105      709   178612 SH       DEFINED 03
178612
 SPINNAKER EXPL CO                  COM            84855W109     1598    82271 SH       DEFINED 03
82271
 SPORTS AUTH INC                    COM            849176102      122    17500 SH       DEFINED 03
17500
 SPRINT CORP                        COM FON GROUP  852061100    43063  3664911 SH       DEFINED 03
3664911
 SPRINT CORP                        PCS COM SER 1  852061506     7246  1661915 SH       DEFINED 03
1661915
 STAGE STORES INC                   COM NEW        85254C305      449    21200 SH       DEFINED 03
21200
 STAMPS COM INC                     COM            852857101       67    15900 SH       DEFINED 03
15900
 STANCORP FINL GROUP INC            COM            852891100     1508    29249 SH       DEFINED 03
29249
 STANDARD MICROSYSTEMS CORP         COM            853626109      920    60598 SH       DEFINED 03
60598
 STANDARD MTR PRODS INC             COM            853666105      363    32677 SH       DEFINED 03
32677
 STANDARD PAC CORP NEW              COM            85375C101     3711   145489 SH       DEFINED 03
145489
 STANDARD REGISTER CO               COM            853887107     1184    79468 SH       DEFINED 03
79468
 STANDEX INTL CORP                  COM            854231107      618    32420 SH       DEFINED 03
32420
 STANLEY WKS                        COM            854616109     8856   369171 SH       DEFINED 03
369171
 STAPLES INC                        COM            855030102    12854   701275 SH       DEFINED 03
701275
 STARBUCKS CORP                     COM            855244109    17235   669063 SH       DEFINED 03
669063
 STARTEK INC                        COM            85569C107      956    41855 SH       DEFINED 03
41855
 STATE AUTO FINL CORP               COM            855707105      191    11300 SH       DEFINED 03
11300
 STARWOOD HOTELS&RESORTS WRLD       PAIRED CTF     85590A203     6928   291206 SH       DEFINED 03
291206
 STATE STR CORP                     COM            857477103    15599   493165 SH       DEFINED 03
493165
 STATEN IS BANCORP INC              COM            857550107     2894   193993 SH       DEFINED 03
193993
 STATION CASINOS INC                COM            857689103      361    17100 SH       DEFINED 03
17100
 STEAK N SHAKE CO                   COM            857873103      711    77755 SH       DEFINED 03
77755
 STEEL DYNAMICS INC                 COM            858119100     2477   211537 SH       DEFINED 03
211537
 STEEL TECHNOLOGIES INC             COM            858147101      275    30648 SH       DEFINED 03
30648
 STEIN MART INC                     COM            858375108      535   104809 SH       DEFINED 03
104809
 STERLING BANCSHARES INC            COM            858907108     1689   142068 SH       DEFINED 03
142068
 STERICYCLE INC                     COM            858912108     1714    45600 SH       DEFINED 03
45600
 STERIS CORP                        COM            859152100    10116   386708 SH       DEFINED 03
386708
 STEWART & STEVENSON SVCS INC       COM            860342104      884    81100 SH       DEFINED 03
81100
 STEWART ENTERPRISES INC            CL A           860370105      106    39400 SH       DEFINED 03
39400
 STEWART INFORMATION SVCS COR       COM            860372101     1633    70366 SH       DEFINED 03
70366
 STILLWATER MNG CO                  COM            86074Q102      299   119413 SH       DEFINED 03
119413
 STMICROELECTRONICS N V             NY REGISTRY    861012102     1432    75786 SH       DEFINED 03
75786
 STONE ENERGY CORP                  COM            861642106     3163    94185 SH       DEFINED 03
94185
 STORAGE TECHNOLOGY CORP            COM PAR $0.10  862111200     3916   193684 SH       DEFINED 03
193684
 STORAGE COMPUTER CORP              COM            86211A101        8    25258 SH       DEFINED 03
25258
 STRATEX NETWORKS INC               COM            86279T109       93    44700 SH       DEFINED 03
44700
 STRIDE RITE CORP                   COM            863314100     1004   118066 SH       DEFINED 03
118066
 STRYKER CORP                       COM            863667101    49272   717729 SH       DEFINED 03
717729
 STUDENT LN CORP                    COM            863902102      273     2800 SH       DEFINED 03
2800
 STURM RUGER & CO INC               COM            864159108      723    82496 SH       DEFINED 03
82496
 SUMMIT PPTYS INC                   COM            866239106      261    14100 SH       DEFINED 03
14100
 SUN COMMUNITIES INC                COM            866674104      326     9100 SH       DEFINED 03
9100
 SUN MICROSYSTEMS INC               COM            866810104    15914  4881664 SH       DEFINED 03
4881664
 SUN MICROSYSTEMS INC               COM            866810104     3202   982359 SH       DEFINED 09
982359
 SUNGARD DATA SYS INC               COM            867363103     8758   411190 SH       DEFINED 03
411190
 SUNOCO INC                         COM            86764P109     4489   122748 SH       DEFINED 03
122748
 SUNOCO INC                         COM            86764P109     1282    35052 SH       DEFINED 09
35052
 SUNRISE ASSISTED LIVING INC        COM            86768K106     2147    89454 SH       DEFINED 03
89454
 SUNTRUST BKS INC                   COM            867914103    39442   749136 SH       DEFINED 03
749136
 SUPERIOR ENERGY SVCS INC           COM            868157108      278    32500 SH       DEFINED 03
32500
 SUPERIOR INDS INTL INC             COM            868168105     1067    29296 SH       DEFINED 03
29296
 SUPERTEX INC                       COM            868532102      459    33377 SH       DEFINED 03
33377
 SUPERVALU INC                      COM            868536103    12491   805887 SH       DEFINED 03
805887
 SUREBEAM CORP                      CL A           86866R102       92    25828 SH       DEFINED 03
25828
 SURMODICS INC                      COM            868873100     1509    48805 SH       DEFINED 03
48805
 SUSQUEHANNA BANCSHARES INC P       COM            869099101     2390   115369 SH       DEFINED 03
115369
 SWIFT ENERGY CO                    COM            870738101      706    82954 SH       DEFINED 03
82954
 SWIFT TRANSN CO                    COM            870756103     2100   131280 SH       DEFINED 03
131280
 SYBASE INC                         COM            871130100     3721   287332 SH       DEFINED 03
287332
 SYBRON DENTAL SPECIALTIES IN       COM            871142105     2474   141761 SH       DEFINED 03
141761
 SYCAMORE NETWORKS INC              COM            871206108      234    76700 SH       DEFINED 03
76700
 SYKES ENTERPRISES INC              COM            871237103       80    20500 SH       DEFINED 03
20500
 SYLVAN LEARNING SYS INC            COM            871399101     1640   103261 SH       DEFINED 03
103261
 SYMANTEC CORP                      COM            871503108     8712   222361 SH       DEFINED 03
222361
 SYMBOL TECHNOLOGIES INC            COM            871508107     2934   340724 SH       DEFINED 03
340724
 SYMMETRICOM INC                    COM            871543104      429   113261 SH       DEFINED 03
113261
 SYMYX TECHNOLOGIES                 COM            87155S108      269    17900 SH       DEFINED 03
17900
 SYNOPSYS INC                       COM            871607107     5545   130257 SH       DEFINED 03
130257
 SYNOVUS FINL CORP                  COM            87161C105     8040   449395 SH       DEFINED 03
449395
 SYNTEL INC                         COM            87162H103      216    11250 SH       DEFINED 03
11250
 SYNTROLEUM CORP                    COM            871630109       31    11900 SH       DEFINED 03
11900
 SYSCO CORP                         COM            871829107    25266   993159 SH       DEFINED 03
993159
 SYSTEMAX INC                       COM            871851101       29    14400 SH       DEFINED 03
14400
 SYSTEMS & COMPUTER TECHNOLOG       COM            871873105      689    89903 SH       DEFINED 03
89903
 TBC CORP                           COM            872180104     1049    74936 SH       DEFINED 03
74936
 TCF FINL CORP                      COM            872275102     2839    70908 SH       DEFINED 03
70908
 TECO ENERGY INC                    COM            872375100     3367   316788 SH       DEFINED 03
316788
 THQ INC                            COM NEW        872443403     1517   116132 SH       DEFINED 03
116132
 TJX COS INC NEW                    COM            872540109    14144   803657 SH       DEFINED 03
803657
 TMP WORLDWIDE INC                  COM            872941109     1771   165065 SH       DEFINED 03
165065
 TXU CORP                           COM            873168108    16306   913508 SH       DEFINED 03
913508
 TAIWAN SEMICONDUCTOR MFG LTD       SPONSORED ADR  874039100      250    36480 SH       DEFINED 03
36480
 TAKE-TWO INTERACTIVE SOFTWAR       COM            874054109     3517   157773 SH       DEFINED 03
157773
 TALBOTS INC                        COM            874161102      206     8000 SH       DEFINED 03
8000
 TALX CORP                          COM            874918105      913    70070 SH       DEFINED 03
70070
 TANOX INC                          COM            87588Q109      227    17500 SH       DEFINED 03
17500
 TARGET CORP                        COM            87612E106    39578  1352647 SH       DEFINED 03
1352647
 TARGET CORP                        COM            87612E106     2084    71213 SH       DEFINED 09
71213
 TAUBMAN CTRS INC                   COM            876664103      274    16100 SH       DEFINED 03
16100
 TECH DATA CORP                     COM            878237106     2454   102489 SH       DEFINED 03
102489
 TECHNE CORP                        COM            878377100     2924   140873 SH       DEFINED 03
140873
 TECHNITROL INC                     COM            878555101     1766   120647 SH       DEFINED 03
120647
 TECUMSEH PRODS CO                  CL A           878895200     1874    45738 SH       DEFINED 03
45738
 TEKELEC                            COM            879101103      187    21500 SH       DEFINED 03
21500
 TEKTRONIX INC                      COM            879131100     6706   390999 SH       DEFINED 03
390999
 TELEDYNE TECHNOLOGIES INC          COM            879360105     1230    97192 SH       DEFINED 03
97192
 TELEFLEX INC                       COM            879369106     1125    31512 SH       DEFINED 03
31512
 TELEPHONE & DATA SYS INC           COM            879433100     3229    78931 SH       DEFINED 03
78931
 TELIK INC                          COM            87959M109      214    15900 SH       DEFINED 03
15900
 TELLABS INC                        COM            879664100     3551   613361 SH       DEFINED 03
613361
 TELLIUM INC                        COM            87967E107       18    33900 SH       DEFINED 03
33900
 TEMPLE INLAND INC                  COM            879868107    10378   277493 SH       DEFINED 03
277493
 TELETECH HOLDINGS INC              COM            879939106       99    18300 SH       DEFINED 03
18300
 TENET HEALTHCARE CORP              COM            88033G100    18649  1116698 SH       DEFINED 03
1116698
 TENNECO AUTOMOTIVE INC             COM            880349105       37    16413 SH       DEFINED 03
16413
 TERADYNE INC                       COM            880770102     3224   276954 SH       DEFINED 03
276954
 TERAYON COMMUNICATION SYS          COM            880775101       40    23400 SH       DEFINED 03
23400
 TEREX CORP NEW                     COM            880779103      257    20800 SH       DEFINED 03
20800
 TERREMARK WORLDWIDE INC            COM            881448104       12    33800 SH       DEFINED 03
33800
 TESORO PETE CORP                   COM            881609101      230    31100 SH       DEFINED 03
31100
 TETRA TECHNOLOGIES INC DEL         COM            88162F105     1085    47155 SH       DEFINED 03
47155
 TETRA TECH INC NEW                 COM            88162G103     2165   153142 SH       DEFINED 03
153142
 TEXAS BIOTECHNOLOGY CORP           COM            88221T104       23    18200 SH       DEFINED 03
18200
 TEXAS INDS INC                     COM            882491103     1253    65183 SH       DEFINED 03
65183
 TEXAS INSTRS INC                   COM            882508104    81654  4988012 SH       DEFINED 03
4988012
 TEXAS INSTRS INC                   COM            882508104       25     1514 SH       DEFINED 09
1514
 TEXAS REGL BANCSHARES INC          CL A VTG       882673106      423    14014 SH       DEFINED 03
14014
 TEXTRON INC                        COM            883203101    11914   433852 SH       DEFINED 03
433852
 THERAGENICS CORP                   COM            883375107      305    88046 SH       DEFINED 03
88046
 THERASENSE INC                     COM            883381105       84    12600 SH       DEFINED 03
12600
 THERMO ELECTRON CORP               COM            883556102     7253   400693 SH       DEFINED 03
400693
 THOMAS & BETTS CORP                COM            884315102     1626   114693 SH       DEFINED 03
114693
 THOMAS INDS INC                    COM            884425109     1176    47426 SH       DEFINED 03
47426
 THOR INDS INC                      COM            885160101     2022    80802 SH       DEFINED 03
80802
 THORATEC CORP                      COM NEW        885175307      342    26911 SH       DEFINED 03
26911
 THORNBURG MTG INC                  COM            885218107      466    22600 SH       DEFINED 03
22600
 3COM CORP                          COM            885535104     2967   602964 SH       DEFINED 03
602964
 THREE FIVE SYS INC                 COM            88554L108      303    59438 SH       DEFINED 03
59438
 3TEC ENERGY CORP                   COM NEW        88575R308      251    16674 SH       DEFINED 03
16674
 3M CO                              COM            88579Y101   114649   881713 SH       DEFINED 03
881713
 TIBCO SOFTWARE INC                 COM            88632Q103      184    43700 SH       DEFINED 03
43700
 TIDEWATER INC                      COM            886423102     5055   176015 SH       DEFINED 03
176015
 TIFFANY & CO NEW                   COM            886547108     7315   292584 SH       DEFINED 03
292584
 TIMBERLAND CO                      CL A           887100105     4940   118146 SH       DEFINED 03
118146
 TIME WARNER TELECOM INC            CL A           887319101       75    23100 SH       DEFINED 03
23100
 TIMKEN CO                          COM            887389104     3474   222407 SH       DEFINED 03
222407
 TITAN CORP                         COM            888266103      625    83871 SH       DEFINED 03
83871
 TOLL BROTHERS INC                  COM            889478103     1106    57300 SH       DEFINED 03
57300
 TOLLGRADE COMMUNICATIONS INC       COM            889542106      565    39398 SH       DEFINED 03
39398
 TOO INC                            COM            890333107     1799   108317 SH       DEFINED 03
108317
 TOOTSIE ROLL INDS INC              COM            890516107      910    31887 SH       DEFINED 03
31887
 TOPPS INC                          COM            890786106       98    11600 SH       DEFINED 03
11600
 TORCHMARK CORP                     COM            891027104    15983   446460 SH       DEFINED 03
446460
 TORO CO                            COM            891092108     2710    38684 SH       DEFINED 03
38684
 TOTAL FINA ELF S A                 SPONSORED ADR  89151E109     4909    77582 SH       DEFINED 03
77582
 TOUCH AMERICA HLDGS INC            COM            891539108        3    32000 SH       DEFINED 03
32000
 TOWER AUTOMOTIVE INC               COM            891707101      404   170317 SH       DEFINED 03
170317
 TOTAL SYS SVCS INC                 COM            891906109      350    22350 SH       DEFINED 03
22350
 TOYS R US INC                      COM            892335100     7114   849945 SH       DEFINED 03
849945
 TRACTOR SUPPLY CO                  COM            892356106     1664    50400 SH       DEFINED 03
50400
 TRAMMELL CROW CO                   COM            89288R106      110    13800 SH       DEFINED 03
13800
 TRANSACTION SYS ARCHITECTS         CL A           893416107      220    37022 SH       DEFINED 03
37022
 TRANSATLANTIC HLDGS INC            COM            893521104      336     5125 SH       DEFINED 03
5125
 TRANSKARYOTIC THERAPIES INC        COM            893735100       59    10100 SH       DEFINED 03
10100
 TRANSMETA CORP DEL                 COM            89376R109       41    40500 SH       DEFINED 03
40500
 TRANSPRO INC                       COM            893885103       41    10065 SH       DEFINED 03
10065
 TRAVELERS PPTY CAS CORP NEW        CL A           89420G109     2588   183685 SH       DEFINED 03
183685
 TRAVELERS PPTY CAS CORP NEW        CL A           89420G109        0       18 SH       DEFINED 09
18
 TRAVELERS PPTY CAS CORP NEW        CL B           89420G406    42873  3038515 SH       DEFINED 03
3038515
 TRAVELERS PPTY CAS CORP NEW        CL B           89420G406        1       36 SH       DEFINED 09
36
 TREDEGAR CORP                      COM            894650100     1269   106152 SH       DEFINED 03
106152
 TRIAD HOSPITALS INC                COM            89579K109     1615    60024 SH       DEFINED 03
60024
 TRIDENT MICROSYSTEMS INC           COM            895919108       50    14200 SH       DEFINED 03
14200
 TRIARC COS INC                     CL A           895927101     1603    57576 SH       DEFINED 03
57576
 TRIBUNE CO NEW                     COM            896047107    33474   743703 SH       DEFINED 03
743703
 TRIMBLE NAVIGATION LTD             COM            896239100     2086   109961 SH       DEFINED 03
109961
 TRIMERIS INC                       COM            896263100      284     6900 SH       DEFINED 03
6900
 TRINITY INDS INC                   COM            896522109     2781   161491 SH       DEFINED 03
161491
 TRIQUINT SEMICONDUCTOR INC         COM            89674K103      415   146998 SH       DEFINED 03
146998
 TRIUMPH GROUP INC NEW              COM            896818101      955    42520 SH       DEFINED 03
42520
 TRIZEC PROPERTIES INC              COM            89687P107      172    20200 SH       DEFINED 03
20200
 TRIZETTO GROUP INC                 COM            896882107       94    22700 SH       DEFINED 03
22700
 TRUST CO NJ JERSEY CITY NEW        COM            898304100      292    10700 SH       DEFINED 03
10700
 TRUSTCO BK CORP N Y                COM            898349105     1995   207179 SH       DEFINED 03
207179
 TULARIK INC                        COM            899165104       92    18200 SH       DEFINED 03
18200
 TUPPERWARE CORP                    COM            899896104     6923   500953 SH       DEFINED 03
500953
 TURNSTONE SYSTEMS INC              COM            900423104       38    13500 SH       DEFINED 03
13500
 TYCO INTL LTD NEW                  COM            902124106    75823  5896010 SH       DEFINED 03
5896010
 TYLER TECHNOLOGIES INC             COM            902252105      100    28400 SH       DEFINED 03
28400
 TYSON FOODS INC                    CL A           902494103     8059  1039915 SH       DEFINED 03
1039915
 UAL CORP                           COM PAR $0.01  902549500       16    18972 SH       DEFINED 03
18972
 UCBH HOLDINGS INC                  COM            90262T308     2896    65847 SH       DEFINED 03
65847
 UGI CORP NEW                       COM            902681105     4124    90246 SH       DEFINED 03
90246
 UICI                               COM            902737105     1280   133220 SH       DEFINED 03
133220
 UIL HLDG CORP                      COM            902748102     1557    44856 SH       DEFINED 03
44856
 UMB FINL CORP                      COM            902788108      293     8002 SH       DEFINED 03
8002
 UST INC                            COM            902911106     8873   321485 SH       DEFINED 03
321485
 UST INC                            COM            902911106     1411    51130 SH       DEFINED 09
51130
 US BANCORP DEL                     COM NEW        902973304   100209  5279710 SH       DEFINED 03
5279710
 USA INTERACTIVE                    COM            902984103     4763   177805 SH       DEFINED 03
177805
 USA INTERACTIVE                    COM            902984103      821    30645 SH       DEFINED 09
30645
 URS CORP NEW                       COM            903236107     1010    87633 SH       DEFINED 03
87633
 U S G CORP                         COM NEW        903293405       73    17642 SH       DEFINED 03
17642
 USEC INC                           COM            90333E108      217    39500 SH       DEFINED 03
39500
 US ONCOLOGY INC                    COM            90338W103     2822   397482 SH       DEFINED 03
397482
 UBIQUITEL INC                      COM            903474302        4    11400 SH       DEFINED 03
11400
 ULTIMATE ELECTRS INC               COM            903849107      299    37598 SH       DEFINED 03
37598
 ULTRA PETE CORP                    COM            903914109       97    11000 SH       DEFINED 03
11000
 ULTRATECH STEPPER INC              COM            904034105      792    66254 SH       DEFINED 03
66254
 UMPQUA HLDGS CORP                  COM            904214103      271    14956 SH       DEFINED 03
14956
 UNIFI INC                          COM            904677101      400    83236 SH       DEFINED 03
83236
 UNILEVER N V                       N Y SHS NEW    904784709    10292   173143 SH       DEFINED 03
173143
 UNION PAC CORP                     COM            907818108    35413   643871 SH       DEFINED 03
643871
 UNION PAC CORP                     COM            907818108      987    17938 SH       DEFINED 09
17938
 UNION PLANTERS CORP                COM            908068109    16699   635188 SH       DEFINED 03
635188
 UNIONBANCAL CORP                   COM            908906100     1522    38610 SH       DEFINED 03
38610
 UNISOURCE ENERGY CORP              COM            909205106     1855   107210 SH       DEFINED 03
107210
 UNISYS CORP                        COM            909214108    12011  1297057 SH       DEFINED 03
1297057
 UNIT CORP                          COM            909218109     2857   140790 SH       DEFINED 03
140790
 UNITED CMNTY FINL CORP OHIO        COM            909839102      161    18400 SH       DEFINED 03
18400
 UNITED CMNTY BKS BLAIRSVLE G       CAP STK        90984P105      258    11200 SH       DEFINED 03
11200
 UNITED BANKSHARES INC WEST V       COM            909907107     3488   125920 SH       DEFINED 03
125920
 UNITED DEFENSE INDS INC            COM            91018B104      366    16900 SH       DEFINED 03
16900
 UNITED DOMINION REALTY TR IN       COM            910197102     1373    85900 SH       DEFINED 03
85900
 UNITED MICROELECTRONICS CORP       SPONSORED ADR  910873207      144    47960 SH       DEFINED 03
47960
 UNITED NAT FOODS INC               COM            911163103     1559    61140 SH       DEFINED 03
61140
 UNITED ONLINE INC                  COM            911268100      507    29423 SH       DEFINED 03
29423
 UNITED PARCEL SERVICE INC          CL B           911312106   105164  1844988 SH       DEFINED 03
1844988
 UNITED RENTALS INC                 COM            911363109      580    60309 SH       DEFINED 03
60309
 UNITED STATES CELLULAR CORP        COM            911684108      241    10200 SH       DEFINED 03
10200
 U S INDS INC NEW                   COM            912080108      132    33230 SH       DEFINED 03
33230
 UNITED STATES STL CORP NEW         COM            912909108    11564  1176449 SH       DEFINED 03
1176449
 UNITED STATIONERS INC              COM            913004107     2232   104524 SH       DEFINED 03
104524
 UNITED SURGICAL PARTNERS INT       COM            913016309      207    11200 SH       DEFINED 03
11200
 UNITED TECHNOLOGIES CORP           COM            913017109    63669  1101924 SH       DEFINED 03
1101924
 UNITEDGLOBALCOM                    CL A           913247508        0        2 SH       DEFINED 00
2
 UNITEDGLOBALCOM                    CL A           913247508       74    24100 SH       DEFINED 03
24100
 UNITEDHEALTH GROUP INC             COM            91324P102    74549   813235 SH       DEFINED 03
813235
 UNITRIN INC                        COM            913275103     1636    70590 SH       DEFINED 03
70590
 UNIVERSAL ACCESS GLOBAL HLDG       COM            91336M105        2    11300 SH       DEFINED 03
11300
 UNIVERSAL COMPRESSION HLDGS        COM            913431102      180    10300 SH       DEFINED 03
10300
 UNIVERSAL CORP VA                  COM            913456109     1031    27291 SH       DEFINED 03
27291
 UNIVERSAL FST PRODS INC            COM            913543104     1087    70161 SH       DEFINED 03
70161
 UNIVERSAL HLTH SVCS INC            CL B           913903100     2976    73002 SH       DEFINED 03
73002
 UNIVISION COMMUNICATIONS INC       CL A           914906102     8779   358196 SH       DEFINED 03
358196
 UNOCAL CORP                        COM            915289102    15617   593572 SH       DEFINED 03
593572
 UNIZAN FINANCIAL CORP              COM            91528W101      269    14687 SH       DEFINED 03
14687
 UNOVA INC                          COM            91529B106      106    19740 SH       DEFINED 03
19740
 UNUMPROVIDENT CORP                 COM            91529Y106    13166  1343503 SH       DEFINED 03
1343503
 USFREIGHTWAYS CORP                 COM            916906100     2315    91482 SH       DEFINED 03
91482
 VCA ANTECH INC                     COM            918194101      227    14700 SH       DEFINED 03
14700
 V F CORP                           COM            918204108    17766   472127 SH       DEFINED 03
472127
 VALASSIS COMMUNICATIONS INC        COM            918866104     4478   169629 SH       DEFINED 03
169629
 VALHI INC NEW                      COM            918905100      223    20250 SH       DEFINED 03
20250
 VALERO ENERGY CORP NEW             COM            91913Y100     5310   128334 SH       DEFINED 03
128334
 VALLEY NATL BANCORP                COM            919794107      262    10625 SH       DEFINED 03
10625
 VALMONT INDS INC                   COM            920253101     1407    65161 SH       DEFINED 03
65161
 VALSPAR CORP                       COM            920355104     2448    59806 SH       DEFINED 03
59806
 VALUECLICK INC                     COM            92046N102       77    25359 SH       DEFINED 03
25359
 VALUEVISION MEDIA INC              CL A           92047K107      151    15000 SH       DEFINED 03
15000
 VARCO INTL INC DEL                 COM            922122106     1496    81721 SH       DEFINED 03
81721
 VARIAN INC                         COM            922206107     1132    39500 SH       DEFINED 03
39500
 VARIAN SEMICONDUCTOR EQUIPMN       COM            922207105     2079   102196 SH       DEFINED 03
102196
 VARIAN MED SYS INC                 COM            92220P105     4352    80700 SH       DEFINED 03
80700
 VASTERA INC                        COM            92239N109       70    18300 SH       DEFINED 03
18300
 VECTREN CORP                       COM            92240G101     1332    61937 SH       DEFINED 03
61937
 VEECO INSTRS INC DEL               COM            922417100     1332    86018 SH       DEFINED 03
86018
 VENTAS INC                         COM            92276F100      365    31479 SH       DEFINED 03
31479
 VERITAS SOFTWARE CO                COM            923436109    10877   618378 SH       DEFINED 03
618378
 VERITY INC                         COM            92343C106     2529   181965 SH       DEFINED 03
181965
 VERISIGN INC                       COM            92343E102      504    57707 SH       DEFINED 03
57707
 VERITAS DGC INC                    COM            92343P107      745   111967 SH       DEFINED 03
111967
 VERIZON COMMUNICATIONS             COM            92343V104   219707  6215202 SH       DEFINED 03
6215202
 VERTEX PHARMACEUTICALS INC         COM            92532F100      506    45385 SH       DEFINED 03
45385
 VESTA INS GROUP INC                COM            925391104       35    15600 SH       DEFINED 03
15600
 VIACOM INC                         CL B           925524308   165700  4537234 SH       DEFINED 03
4537234
 VIACOM INC                         CL B           925524308       74     2036 SH       DEFINED 09
2036
 VIAD CORP                          COM            92552R109     2798   130522 SH       DEFINED 03
130522
 VIASAT INC                         COM            92552V100      826    72654 SH       DEFINED 03
72654
 VIASYS HEALTHCARE INC              COM NEW        92553Q209      994    70982 SH       DEFINED 03
70982
 VICOR CORP                         COM            925815102      639   112180 SH       DEFINED 03
112180
 VIGNETTE CORP                      COM            926734104      145    95144 SH       DEFINED 03
95144
 VINTAGE PETE INC                   COM            927460105     1806   190063 SH       DEFINED 03
190063
 VISHAY INTERTECHNOLOGY INC         COM            928298108     1585   155731 SH       DEFINED 03
155731
 VISTEON CORP                       COM            92839U107     1306   219805 SH       DEFINED 03
219805
 VISX INC DEL                       COM            92844S105      637    60104 SH       DEFINED 03
60104
 VITAL SIGNS INC                    COM            928469105     1003    37848 SH       DEFINED 03
37848
 VITALWORKS INC                     COM            928483106       45    11800 SH       DEFINED 03
11800
 VITESSE SEMICONDUCTOR CORP         COM            928497106      174    81200 SH       DEFINED 03
81200
 VITRIA TECHNOLOGY                  COM            92849Q104       13    19600 SH       DEFINED 03
19600
 VIVUS INC                          COM            928551100       64    18800 SH       DEFINED 03
18800
 VOLT INFORMATION SCIENCES IN       COM            928703107      431    41976 SH       DEFINED 03
41976
 VORNADO RLTY TR                    SH BEN INT     929042109      405    11300 SH       DEFINED 03
11300
 VULCAN MATLS CO                    COM            929160109     4433   146654 SH       DEFINED 03
146654
 WD-40 CO                           COM            929236107     1333    53733 SH       DEFINED 03
53733
 WGL HLDGS INC                      COM            92924F106     1904    71889 SH       DEFINED 03
71889
 W HLDG CO INC                      COM            929251106      382    20800 SH       DEFINED 03
20800
 W-H ENERGY SVCS INC                COM            92925E108     1294    75600 SH       DEFINED 03
75600
 WJ COMMUNICATIONS INC              COM            929284107       12    17300 SH       DEFINED 03
17300
 WMS INDS INC                       COM            929297109     1122    87996 SH       DEFINED 03
87996
 WPS RESOURCES CORP                 COM            92931B106     1401    35030 SH       DEFINED 03
35030
 WABASH NATL CORP                   COM            929566107      464    73582 SH       DEFINED 03
73582
 WABTEC CORP                        COM            929740108      212    18300 SH       DEFINED 03
18300
 WACHOVIA CORP 2ND NEW              COM            929903102   119918  3519743 SH       DEFINED 03
3519743
 WADDELL & REED FINL INC            CL A           930059100     1380    78528 SH       DEFINED 03
78528
 WAL MART STORES INC                COM            931142103   444724  8547448 SH       DEFINED 03
8547448
 WAL MART STORES INC                COM            931142103      714    13722 SH       DEFINED 09
13722
 WALGREEN CO                        COM            931422109    46969  1593235 SH       DEFINED 03
1593235
 WALLACE COMPUTER SERVICES IN       COM            932270101     1183    47500 SH       DEFINED 03
47500
 WALTER INDS INC                    COM            93317Q105      138    15800 SH       DEFINED 03
15800
 WASHINGTON FED INC                 COM            938824109     4659   221435 SH       DEFINED 03
221435
 WASHINGTON MUT INC                 COM            939322103   110608  3136028 SH       DEFINED 03
3136028
 WASHINGTON POST CO                 CL B           939640108     5979     8775 SH       DEFINED 03
8775
 WASHINGTON REAL ESTATE INVT        SH BEN INT     939653101      413    15900 SH       DEFINED 03
15900
 WASTE CONNECTIONS INC              COM            941053100     3171    91910 SH       DEFINED 03
91910
 WASTE MGMT INC DEL                 COM            94106L109    22347  1055092 SH       DEFINED 03
1055092
 WATERS CORP                        COM            941848103     4184   197741 SH       DEFINED 03
197741
 WATSCO INC                         COM            942622200     1177    86070 SH       DEFINED 03
86070
 WATSON PHARMACEUTICALS INC         COM            942683103     4435   154158 SH       DEFINED 03
154158
 WATSON WYATT & CO HLDGS            CL A           942712100     1851    92100 SH       DEFINED 03
92100
 WATTS INDS INC                     CL A           942749102     1221    78396 SH       DEFINED 03
78396
 WAUSAU-MOSINEE PAPER CORP          COM            943315101      606    59445 SH       DEFINED 03
59445
 WAVE SYSTEMS CORP                  CL A           943526103       13    12200 SH       DEFINED 03
12200
 WAYPOINT FINL CORP                 COM            946756103     1795   103800 SH       DEFINED 03
103800
 WEBEX INC                          COM            94767L109      122    11800 SH       DEFINED 03
11800
 WEBSENSE INC                       COM            947684106      889    60500 SH       DEFINED 03
60500
 WEBMETHODS INC                     COM            94768C108      242    26512 SH       DEFINED 03
26512
 WEBMD CORP                         COM            94769M105      316    35050 SH       DEFINED 03
35050
 WEBSTER FINL CORP CONN             COM            947890109     6188   176188 SH       DEFINED 03
176188
 WEIGHT WATCHERS INTL INC NEW       COM            948626106      525    11400 SH       DEFINED 03
11400
 WEINGARTEN RLTY INVS               SH BEN INT     948741103      211     5400 SH       DEFINED 03
5400
 WEIS MKTS INC                      COM            948849104      234     7650 SH       DEFINED 03
7650
 WELLMAN INC                        COM            949702104      948   101626 SH       DEFINED 03
101626
 WELLPOINT HEALTH NETWORK NEW       COM            94973H108    30117   392399 SH       DEFINED 03
392399
 WELLS FARGO & CO NEW               COM            949746101   144702  3216324 SH       DEFINED 03
3216324
 WELLS GARDNER ELECTRS CORP         COM            949765101       34    15314 SH       DEFINED 03
15314
 WENDYS INTL INC                    COM            950590109     4697   170740 SH       DEFINED 03
170740
 WENDYS INTL INC                    COM            950590109     1441    52397 SH       DEFINED 09
52397
 WERNER ENTERPRISES INC             COM            950755108     1226    63666 SH       DEFINED 03
63666
 WESBANCO INC                       COM            950810101      272    11600 SH       DEFINED 03
11600
 WESCO FINL CORP                    COM            950817106      268      900 SH       DEFINED 03
900
 WESTAMERICA BANCORPORATION         COM            957090103      977    24734 SH       DEFINED 03
24734
 WESTAR ENERGY INC                  COM            95709T100     2389   197081 SH       DEFINED 03
197081
 WESTERN DIGITAL CORP               COM            958102105     1602   176800 SH       DEFINED 03
176800
 WESTERN GAS RES INC                COM            958259103      876    26900 SH       DEFINED 03
26900
 WESTERN WIRELESS CORP              CL A           95988E204      132    23500 SH       DEFINED 03
23500
 WESTPORT RES CORP NEW              COM            961418100      277    13767 SH       DEFINED 03
13767
 WESTWOOD ONE INC                   COM            961815107     2026    64862 SH       DEFINED 03
64862
 WET SEAL INC                       CL A           961840105      765   104741 SH       DEFINED 03
104741
 WEYERHAEUSER CO                    COM            962166104    23935   500422 SH       DEFINED 03
500422
 WEYERHAEUSER CO                    COM            962166104     1027    21463 SH       DEFINED 09
21463
 WHIRLPOOL CORP                     COM            963320106    11889   242477 SH       DEFINED 03
242477
 WHITNEY HLDG CORP                  COM            966612103     3557   104001 SH       DEFINED 03
104001
 WHOLE FOODS MKT INC                COM            966837106    10383   186609 SH       DEFINED 03
186609
 WILEY JOHN & SONS INC              CL A           968223206      209     9200 SH       DEFINED 03
9200
 WILLIAMS COS INC DEL               COM            969457100     3568   779102 SH       DEFINED 03
779102
 WILLIAMS SONOMA INC                COM            969904101     1556    71360 SH       DEFINED 03
71360
 WILMINGTON TRUST CORP              COM            971807102     1326    47696 SH       DEFINED 03
47696
 WILSON GREATBATCH TECHNOLOGI       COM            972232102      260     9300 SH       DEFINED 03
9300
 WIND RIVER SYSTEMS INC             COM            973149107      250    83937 SH       DEFINED 03
83937
 WINN DIXIE STORES INC              COM            974280109    12319   931865 SH       DEFINED 03
931865
 WINNEBAGO INDS INC                 COM            974637100     1604    58976 SH       DEFINED 03
58976
 WINTRUST FINANCIAL CORP            COM            97650W108     1523    53248 SH       DEFINED 03
53248
 WIRELESS FACILITIES INC            COM            97653A103       58    10100 SH       DEFINED 03
10100
 WISCONSIN ENERGY CORP              COM            976657106     3885   152960 SH       DEFINED 03
152960
 WISER OIL CO DEL                   COM            977284108       87    26300 SH       DEFINED 03
26300
 WOLVERINE TUBE INC                 COM            978093102      129    28670 SH       DEFINED 03
28670
 WOLVERINE WORLD WIDE INC           COM            978097103     2050   122376 SH       DEFINED 03
122376
 WOODWARD GOVERNOR CO               COM            980745103     1362    39105 SH       DEFINED 03
39105
 WORLD ACCEP CORP DEL               COM            981419104      205    22800 SH       DEFINED 03
22800
 WORTHINGTON INDS INC               COM            981811102     2252   188779 SH       DEFINED 03
188779
 WRIGHT MED GROUP INC               COM            98235T107      235    13400 SH       DEFINED 03
13400
 WRIGLEY WM JR CO                   COM            982526105    18966   335683 SH       DEFINED 03
335683
 WRIGLEY WM JR CO                   COM            982526105     2816    49842 SH       DEFINED 09
49842
 WYETH                              COM            983024100   101848  2692967 SH       DEFINED 03
2692967
 WYNDHAM INTL INC                   CL A           983101106       13    59941 SH       DEFINED 03
59941
 XM SATELLITE RADIO HLDGS INC       CL A           983759101      180    30500 SH       DEFINED 03
30500
 X-RITE INC                         COM            983857103      575    68390 SH       DEFINED 03
68390
 XTO ENERGY CORP                    COM            98385X106     2428   127797 SH       DEFINED 03
127797
 XCEL ENERGY INC                    COM            98389B100     7632   595774 SH       DEFINED 03
595774
 XILINX INC                         COM            983919101    11929   509566 SH       DEFINED 03
509566
 XILINX INC                         COM            983919101       29     1238 SH       DEFINED 09
1238
 XEROX CORP                         COM            984121103    12601  1448368 SH       DEFINED 03
1448368
 YAHOO INC                          COM            984332106    50005  2081789 SH       DEFINED 03
2081789
 YANKEE CANDLE INC                  COM            984757104      625    36700 SH       DEFINED 03
36700
 YELLOW CORP                        COM            985509108     2091    86754 SH       DEFINED 03
86754
 YORK INTL CORP NEW                 COM            986670107     2061    98123 SH       DEFINED 03
98123
 YUM BRANDS INC                     COM            988498101    21478   882764 SH       DEFINED 03
882764
 ZALE CORP NEW                      COM            988858106     3234    98775 SH       DEFINED 03
98775
 ZEBRA TECHNOLOGIES CORP            CL A           989207105     5351    83089 SH       DEFINED 03
83089
 ZENITH NATL INS CORP               COM            989390109     1049    48919 SH       DEFINED 03
48919
 ZIMMER HLDGS INC                   COM            98956P102    14303   294109 SH       DEFINED 03
294109
 ZIONS BANCORPORATION               COM            989701107    10732   250875 SH       DEFINED 03
250875
 ZIX CORP                           COM            98974P100      192    44662 SH       DEFINED 03
44662
 ZORAN CORP                         COM            98975F101      157    12150 SH       DEFINED 03
12150
 ZYMOGENETICS INC                   COM            98985T109      134    14600 SH       DEFINED 03
14600
 ZOMAX INC MINN                     COM            989929104       68    23500 SH       DEFINED 03
23500
 ACE LTD                            ORD            G0070K103    15517   535991 SH       DEFINED 03
535991
 ANNUITY AND LIFE RE HLDGS          ORD            G03910109      617  1028369 SH       DEFINED 03
1028369
 BUNGE LIMITED                      COM            G16962105      269    10700 SH       DEFINED 03
10700
 COOPER INDS LTD                    CL A           G24182100    14378   402637 SH       DEFINED 03
402637
 EVEREST RE GROUP LTD               COM            G3223R108    15780   275820 SH       DEFINED 03
275820
 GLOBALSANTAFE CORP                 SHS            G3930E101     3484   168708 SH       DEFINED 03
168708
 INGERSOLL-RAND COMPANY LTD         CL A           G4776G101    17121   443664 SH       DEFINED 03
443664
 LORAL SPACE & COMMUNICATIONS       COM            G56462107       24    71300 SH       DEFINED 03
71300
 NABORS INDUSTRIES LTD              SHS            G6359F103     9986   250470 SH       DEFINED 03
250470
 NOBLE CORPORATION                  SHS            G65422100     6909   219905 SH       DEFINED 03
219905
 SEAGATE TECHNOLOGY                 SHS            G7945J104      122    11800 SH       DEFINED 03
11800
 TRANSOCEAN INC                     ORD            G90078109    10452   511108 SH       DEFINED 03
511108
 WEATHERFORD INTERNATIONAL LT       COM            G95089101     3948   104530 SH       DEFINED 03
104530
 WHITE MTNS INS GROUP LTD           COM            G9618E107      305      896 SH       DEFINED 03
896
 WILLIS GROUP HOLDINGS LTD          SHS            G96655108      206     7434 SH       DEFINED 03
7434
 XL CAP LTD                         CL A           G98255105    17490   247110 SH       DEFINED 03
247110
 XOMA LTD                           ORD            G9825R107       44    11100 SH       DEFINED 03
11100
 ROYAL CARIBBEAN CRUISES LTD        COM            V7780T103      313    20800 SH       DEFINED 03
20800