UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington D.C. 20549
Form 13F
Form 13F Cover Page
Report for Calendar Year or Quarter Ended: March 31, 2002
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Check here if amendment [_] Amendment Number [_]
Institutional Investment Manager filing this report:
Name: State Street Corporation
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Address: 225 Franklin Street
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Boston, Massachusetts 02110
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Form 13F File Number: 28-399
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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 the reporting manager:
Name: Frederick P. Baughman
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Title Senior Vice President, Controller and Chief Accounting Officer
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Telephone: 617-786-3000
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Signature, Place, and Date of Signing:
/s/ FREDERICK P. BAUGHMAN Boston, Massachusetts April 26, 2002
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[Signature] [City, State] [Date]
Report Type (Check only one):
[_] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[_] 13F NOTICE. (Check here if no holdings reported are in this report and all
holdings are reported by other reporting manager(s).)
[X] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
List of Other Managers Reporting for this Manager:
(if there are no entries in this list, omit this section.)
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13F File Number Name
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28-5798 Roy A. Hammer
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Form 13F Summary Page
Report Summary:
Number of Other Included Managers: 10
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Form 13F Information Table Entry Total: 3,261
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Form 13F Information Table Value Total: 336,452,442
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(thousands)
List of Other Included Managers:
Provide a numbered list of the names(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
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NO. Form 13F File Number Name
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1 28-1932 Frederick Ballou
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2 28-3602 Francis L. Coolidge
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3 28-2710 F. Davis Dossori, Jr.
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4 28-3488 Nicholas A. Grace
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5 28-5798 Roy A. Hammer
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6 28-6740 Edward J. Joyce
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7 28-5796 George H. Kidder
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8 28-1487 Peter B. Loring
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9 28-4282 Dean Ridlon
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10 28-6281 Michael B. Elefante
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State Street Corporation
SEC13F Report - March 31, 2002
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Investment Discretion Voting Authority
Name of Title of Cusip Fair Market Shares Sole Shared as Shared Sole Shared None
Issuer Class Number Value Prin Amt Defined Other
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DAIMLERCHRYSLER AG ORD D1668R12 2,182,649 48,471 48,303 168 48,471
DEUTSCHE BANK AG NAM ORD D1819089 2,222,508 34,511 34,511 34,511
ACE LTD ORD G0070K10 193,294,595 4,635,362 4,624,030 11,332 4,322,551 52,400 260,411
AMDOCS LTD ORD G0260210 14,696,568 551,466 483,762 61,204 6,500 483,871 6,500 61,095
ARCH CAP GROUP LTD ORD G0450A10 325,386 12,607 12,607 12,607
ACCENTURE LTD BERMUD CL A G1150G11 3,098,268 116,040 116,040 5,900 110,140
BUNGE LIMITED COM G1696210 1,158,275 53,500 53,500 53,500
EVEREST RE GROUP LTD COM G3223R10 13,796,233 198,965 198,965 198,665 300
FOSTER WHEELER LTD SHS G3653510 252,491 73,186 73,186 73,186
FRESH DEL MONTE PROD ORD G3673810 754,256 40,120 39,120 1,000 40,120
GARMIN LTD ORD G3726010 334,632 14,600 14,600 14,600
GLOBALSANTAFE CORP SHS G3930E10 21,387,075 654,039 623,104 3,993 26,942 437,786 26,942 185,811
HELEN OF TROY CORP L COM G4388N10 283,730 19,981 19,981 19,981
INGERSOLL-RAND COMPA CL A G4776G10 151,903,787 3,036,861 3,022,923 7,288 6,650 2,613,318 50,144 370,699
IPC HLDGS LTD ORD G4933P10 582,108 17,889 17,889 17,889
LORAL SPACE & COMMUN COM G5646210 685,121 318,661 305,498 13,163 318,661
PARTNERRE LTD COM G6852T10 682,227 12,495 12,495 11,995 500
RENAISSANCE RE HLDGS COM G7496G10 3,481,194 33,798 33,798 33,798
HILFIGER TOMMY CORP ORD G8915Z10 356,798 24,864 24,864 24,864
TRANSOCEAN SEDCO FOR ORD G9007810 189,271,434 5,695,800 5,618,013 45,544 32,243 4,875,451 193,480 621,969
WHITE MTNS INS GROUP COM G9618E10 7,524,193 21,784 21,724 60 21,684 100
WILLIS GROUP HOLDING SHS G9665510 1,260,688 51,040 50,700 340 51,040
XOMA LTD ORD G9825R10 579,386 67,449 67,449 67,449
XL CAP LTD CL A G9825510 197,946,341 2,120,475 2,118,575 1,900 1,882,527 28,600 207,191
UBS AG NAMEN AKT H8920M85 41,250,361 829,153 212,943 616,210 412,719 411,634 4,800
CHECK POINT SOFTWARE ORD M2246510 8,220,068 270,397 270,322 75 157,500 75,971 36,926
VERISITY LTD ORD M9738511 441,871 19,700 19,700 19,700
ASML HLDG NV N Y SHS N0705911 13,662,303 538,522 71,341 467,181 527,922 10,600
CORE LABORATORIES N COM N2271710 269,827 18,281 18,281 18,281
ROYAL CARIBBEAN CRUI COM V7780T10 4,776,879 211,835 205,835 6,000 211,835
FLEXTRONICS INTL LTD ORD Y2573F10 62,666,047 3,433,756 2,533,863 899,893 3,247,478 186,278
GENERAL MARITIME COR SHS Y2692M10 260,400 21,700 21,700 21,700
OMI CORP NEW COM Y6476W10 201,832 50,458 50,458 50,458
TEEKAY SHIPPING MARS COM Y8564W10 8,071,414 211,737 163,817 40,440 7,480 204,257 7,480
AAR CORP COM 00036110 4,328,042 401,861 401,761 100 382,461 19,400
ABB LTD SPONSORED 00037520 438,773 56,253 56,253 56,253
ACTV INC COM 00088E10 529,975 351,210 351,110 100 326,110 25,100
A D C TELECOMMUNICAT COM 00088610 69,357,545 17,041,166 16,980,941 57,795 2,430 14,662,485 218,975 2,149,306
Page Total 1,022,535,280
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Page 1 of 80
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Investment Discretion Voting Authority
Name of Title of Cusip Fair Market Shares Sole Shared as Shared Sole Shared None
Issuer Class Number Value Prin Amt Defined Other
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ADE CORP MASS COM 00089C10 1,313,479 86,017 85,817 200 79,917 6,100
ABN AMRO HLDG NV SPONSORED 00093710 2,427,107 128,012 128,012 128,012
ABM INDS INC COM 00095710 7,466,211 203,439 203,339 100 191,739 11,700
AEP INDS INC COM 00103110 523,292 15,212 15,212 15,212
AFC ENTERPRISES INC COM 00104Q10 3,408,387 101,895 101,895 95,895 6,000
AFLAC INC COM 00105510 349,013,143 11,830,954 11,688,099 119,505 23,350 9,975,149 184,023 1,663,455
AGCO CORP COM 00108410 31,388,476 1,375,481 1,374,761 720 1,333,621 41,860
AGL RES INC COM 00120410 20,297,326 863,716 863,116 600 813,316 50,400
AES CORP COM 00130H10 94,686,849 10,520,761 10,462,820 56,401 1,540 9,070,788 168,901 1,275,472
AK STL HLDG CORP COM 00154710 14,484,298 1,012,888 1,006,558 5,950 380 947,736 3,980 61,172
AMB PROPERTY CORP COM 00163T10 21,165,952 769,671 769,451 220 699,512 2,700 67,459
AMC ENTMT INC COM 00166910 2,459,796 180,337 180,337 168,737 11,600
AMLI RESIDENTIAL PPT SH BEN INT 00173510 5,853,814 232,110 232,110 216,544 15,566
AMN HEALTHCARE SERVI COM 00174410 1,109,087 41,230 41,230 41,230
AMR CORP COM 00176510 106,153,463 4,019,442 3,131,226 887,776 440 2,712,158 963,746 343,538
AOL TIME WARNER INC COM 00184A10 2,348,379,442 99,297,228 98,128,019 1,019,313 149,896 84,667,314 1,560,906 13,003,791
APAC CUSTOMER SERVIC COM 00185E10 757,030 236,572 236,572 221,272 15,300
AT&T CORP COM 00195710 1,478,181,627 94,151,696 82,568,084 11,262,221 321,391 71,455,856 11,920,338 10,721,386
ATMI INC COM 00207R10 10,947,776 348,101 347,061 1,040 330,701 17,400
ATP OIL & GAS CORP COM 00208J10 314,737 77,713 77,713 74,633 3,080
ATS MED INC COM 00208310 645,264 322,632 322,632 307,232 15,400
AT&T WIRELESS SVCS I COM 00209A10 492,876,007 55,069,945 54,677,911 309,970 82,064 46,736,230 945,190 7,355,947
AVI BIOPHARMA INC COM 00234610 1,134,834 139,758 139,758 139,758
AVX CORP NEW COM 00244410 12,811,887 611,838 610,338 1,500 576,214 2,100 33,524
AXT INC COM 00246W10 2,568,684 240,064 239,964 100 227,764 12,300
AAIPHARMA INC COM 00252W10 3,614,809 100,579 100,579 94,479 6,100
AARON RENTS INC COM 00253520 2,888,537 126,413 126,413 113,513 12,900
AARON RENTS INC CL A 00253530 337,365 15,300 15,300 15,300
ABBOTT LABS COM 00282410 1,879,808,122 35,737,797 34,281,728 799,944 656,125 29,563,905 1,908,045 4,242,464
ABERCROMBIE & FITCH CL A 00289620 31,733,671 1,030,314 1,021,698 6,366 2,250 965,200 5,750 59,364
ABGENIX INC COM 00339B10 9,347,829 494,856 492,806 1,950 100 442,294 3,000 49,562
ABIOMED INC COM 00365410 1,467,897 132,243 131,643 600 121,943 10,300
ACACIA RESH CORP COM 00388110 1,948,679 170,787 170,765 22 158,776 22 11,989
ACADIA RLTY TR COM SH BEN 00423910 1,405,283 202,199 202,199 180,699 21,500
ACCLAIM ENTMT INC COM PAR $0 00432520 2,184,030 481,064 481,064 454,464 26,600
ACCREDO HEALTH INC COM 00437V10 14,404,607 251,521 251,491 30 235,206 16,315
ACKERLEY GROUP INC COM 00452710 2,570,875 143,946 143,946 136,346 7,600
ACLARA BIOSCIENCES I COM 00461P10 1,004,832 300,848 300,848 278,648 22,200
ACME COMMUNICATION I COM 00463110 615,871 59,562 56,862 2,700 59,562
ACTIVISION INC NEW COM NEW 00493020 26,316,831 882,227 882,227 860,378 21,849
ACTION PERFORMANCE C COM 00493310 12,869,419 261,308 261,008 300 251,708 300 9,300
Page Total 7,002,886,625
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Page 2 of 80
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Investment Discretion Voting Authority
Name of Title of Cusip Fair Market Shares Sole Shared as Shared Sole Shared None
Issuer Class Number Value Prin Amt Defined Other
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ACTEL CORP COM 00493410 7,117,240 343,662 343,642 20 329,162 14,500
ACTERNA CORP COM 00503U10 1,702,065 1,134,710 1,134,470 100 140 1,008,570 7,440 118,700
ACTIVE POWER INC COM 00504W10 2,077,498 395,714 395,714 376,314 19,400
ACTRADE FINL TECHNOL COM 00507P10 972,448 63,393 63,393 59,193 4,200
ACTUATE CORP COM 00508B10 3,128,570 433,320 430,020 3,200 100 397,920 100 35,300
ACTUANT CORP CL A NEW 00508X20 1,139,548 26,409 26,369 40 25,899 510
ACUITY BRANDS INC COM 00508Y10 10,967,026 663,462 663,217 245 637,043 26,419
ACXIOM CORP COM 00512510 15,333,169 894,584 893,844 340 400 833,686 3,700 57,198
ADAPTEC INC COM 00651F10 14,829,576 1,109,168 1,088,353 20,815 1,014,525 94,643
ADECCO SA SPONSORED 00675410 324,976 20,311 20,311 20,311
ADELPHIA COMMUNICATI CL A 00684810 9,654,425 647,948 642,368 2,520 3,060 588,526 5,760 53,662
ADMINISTAFF INC COM 00709410 8,397,751 303,936 303,916 20 287,436 16,500
ADOBE SYS INC COM 00724F10 210,335,234 5,220,532 5,209,267 10,385 880 4,412,586 160,334 643,912
ADOLOR CORP COM 00724X10 4,599,163 412,481 356,037 56,344 100 394,981 100 17,400
ADTRAN INC COM 00738A10 8,068,722 334,247 333,997 150 100 320,747 100 13,400
ADVANCED AUTO PARTS COM 00751Y10 1,182,706 25,711 25,711 25,711
ADVANCED DIGITAL INF COM 00752510 7,553,410 580,585 579,565 920 100 545,015 100 35,470
ADVANCED MARKETING S COM 00753T10 3,005,472 125,228 125,228 117,378 7,850
ADVANCED FIBRE COMMU COM 00754A10 15,402,546 802,634 801,034 1,300 300 744,008 3,400 55,226
ADVANCED TISSUE SCIE COM 00755F10 1,965,936 625,099 625,099 583,399 41,700
ADVANCED NEUROMODULA COM 00757T10 2,165,275 64,558 64,558 59,958 4,600
ADVO INC COM 00758510 12,070,037 285,749 285,749 274,149 11,600
AEGIS RLTY INC COM 00760P10 2,703,928 239,710 239,710 239,710
ADVANTEST CORP SPONSORED 00762U10 4,315,142 228,920 20,375 208,545 224,395 4,525
ADVISORY BRD CO COM 00762W10 913,161 28,080 28,080 28,080
AEROFLEX INC COM 00776810 13,059,754 1,015,533 1,014,733 700 100 980,613 100 34,820
ADVANCEPCS COM 00790K10 19,391,259 644,442 641,922 2,120 400 581,272 3,900 59,270
ADVANCED MICRO DEVIC COM 00790310 108,598,001 7,382,597 7,365,497 16,660 440 6,322,891 89,796 963,610
AEGON N V ORD AMER R 00792410 2,715,235 111,098 111,094 4 111,098
ADVANTA CORP CL A 00794210 2,759,388 216,253 216,253 203,153 13,100
ADVANCED ENERGY INDS COM 00797310 6,844,194 190,328 190,328 178,728 11,600
ADVENT SOFTWARE INC COM 00797410 24,118,703 407,686 406,949 737 376,776 1,200 29,710
AETHER SYS INC COM 00808V10 1,011,886 231,553 228,653 2,900 218,253 13,300
AETNA INC NEW COM 00817Y10 117,096,337 3,016,392 3,011,042 4,445 905 2,616,062 29,481 368,249
AFFILIATED COMPUTER CL A 00819010 74,960,267 1,335,476 1,329,036 5,880 560 1,267,960 4,060 63,456
AFFILIATED MANAGERS COM 00825210 22,106,041 307,755 279,880 23,570 4,305 288,950 4,305 14,500
AFFYMETRIX INC COM 00826T10 7,553,810 260,656 259,586 970 100 235,056 1,600 24,000
AFTERMARKET TECHNOLO COM 00831810 322,020 17,248 17,248 17,248
AGERE SYS INC CL A 00845V10 15,651,663 4,023,564 4,011,414 12,050 100 3,612,312 23,000 388,252
AGILENT TECHNOLOGIES COM 00846U10 395,386,447 11,309,681 11,049,197 122,777 137,707 9,684,047 344,949 1,274,025
AGILE SOFTWARE CORP COM 00846X10 3,677,165 303,898 303,748 150 287,858 16,040
Page Total 1,165,177,194
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Page 3 of 80
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Investment Discretion Voting Authority
Name of Title of Cusip Fair Market Shares Sole Shared as Shared Sole Shared None
Issuer Class Number Value Prin Amt Defined Other
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AIR PRODS & CHEMS IN COM 00915810 751,481,106 14,549,489 5,046,393 9,327,194 175,902 4,519,554 9,368,765 657,704
AIRBORNE INC COM 00926910 19,640,640 1,122,964 1,121,444 1,520 1,075,864 47,100
AIRGAS INC COM 00936310 25,310,965 1,259,252 1,259,202 50 1,222,832 36,420
AIRGATE PCS INC COM 00936710 2,820,636 201,474 201,474 186,774 14,700
AIRNET SYS INC COM 00941710 440,813 42,264 3,800 38,464 3,800 38,464
AIRTRAN HLDGS INC COM 00949P10 3,561,163 588,622 588,622 550,802 37,820
AKAMAI TECHNOLOGIES COM 00971T10 3,742,611 935,419 756,191 3,578 175,650 716,269 175,650 43,500
AKSYS LTD COM 01019610 1,497,446 170,552 170,552 159,852 10,700
AKZO NOBEL NV SPONSORED 01019930 1,190,754 25,373 25,373 25,373
ALABAMA NATL BANCORP COM 01031710 5,305,773 143,983 143,983 138,983 5,000
ALAMOSA HLDGS INC COM 01158910 4,254,826 845,890 797,825 18,630 29,435 769,955 29,435 46,500
ALASKA AIR GROUP INC COM 01165910 11,707,726 351,689 350,109 80 1,500 325,989 1,500 24,200
ALASKA COMMUNICATION COM 01167P10 875,497 116,733 116,733 116,733
ALBANY INTL CORP CL A 01234810 9,162,629 302,397 302,397 292,897 9,500
ALBANY MOLECULAR RES COM 01242310 5,415,398 225,924 225,524 400 212,724 13,200
ALBEMARLE CORP COM 01265310 11,475,460 416,381 415,431 400 550 391,331 6,650 18,400
ALBERTA ENERGY LTD COM 01287310 9,876,841 224,985 27,936 197,049 220,095 4,890
ALBERTO CULVER CO CL B CONV 01306810 61,760,718 1,143,717 1,142,167 1,450 100 1,029,996 23,003 90,718
ALBERTSONS INC COM 01310410 316,123,155 9,539,021 9,488,296 28,028 22,697 8,196,439 167,621 1,168,586
ALCAN INC COM 01371610 198,292,866 5,003,605 5,002,030 1,575 4,602,846 79,200 321,559
ALCOA INC COM 01381710 837,809,696 22,199,515 22,116,638 72,677 10,200 19,613,698 334,505 2,238,470
ALCATEL SPONSORED 01390430 750,712 52,979 50,887 2,092 52,979
ALEXANDER & BALDWIN COM 01448210 13,969,666 505,964 505,864 100 478,664 27,300
ALEXANDERS INC COM 01475210 1,042,702 17,249 17,249 15,789 1,460
ALEXANDRIA REAL ESTA COM 01527110 21,765,558 488,017 401,860 86,157 473,633 14,384
ALEXION PHARMACEUTIC COM 01535110 3,653,736 155,412 155,112 300 145,912 9,500
ALFA CORP COM 01538510 10,419,840 373,471 373,371 100 347,751 25,720
ALICO INC COM 01623010 922,900 31,693 31,693 31,593 100
ALIGN TECHNOLOGY INC COM 01625510 657,088 123,979 90,866 6,600 26,513 93,166 26,513 4,300
ALKERMES INC COM 01642T10 10,625,469 407,731 404,091 2,540 1,100 361,843 3,600 42,288
ALLEGHANY CORP DEL COM 01717510 7,073,437 37,725 35,466 2,259 32,479 1,857 3,389
ALLEGHENY ENERGY INC COM 01736110 130,339,417 3,152,102 3,127,179 8,058 16,865 2,790,222 58,408 301,072
ALLEGHENY TECHNOLOGI COM 01741R10 28,565,357 1,727,047 1,725,047 2,000 1,576,949 21,572 128,526
ALLEGIANCE TELECOM I COM 01747T10 1,706,628 568,876 559,491 6,435 2,950 511,326 5,650 51,900
ALLEN TELECOM INC COM 01809110 1,751,349 262,178 262,118 60 243,178 19,000
ALLERGAN INC COM 01849010 173,984,980 2,691,183 2,684,223 6,660 300 2,252,632 124,246 314,305
ALLETE INC COM 01852210 27,964,507 961,310 953,814 6,096 1,400 903,502 4,500 53,308
ALLIANCE CAP MGMT HL UNIT LTD P 01855A10 4,655,683 100,338 98,188 100 2,050 97,788 2,050 500
ALLIANCE GAMING CORP COM NEW 01859P60 10,706,260 350,680 350,680 341,680 9,000
ALLIANCE IMAGING INC COM NEW 01860620 413,280 33,600 33,600 33,600
ALLIANCE SEMICONDUCT COM 01877H10 4,233,358 367,479 367,479 350,079 17,400
Page Total 2,736,948,646
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Page 4 of 80
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Investment Discretion Voting Authority
Name of Title of Cusip Fair Market Shares Sole Shared as Shared Sole Shared None
Issuer Class Number Value Prin Amt Defined Other
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ALLIANT ENERGY CORP COM 01880210 30,726,215 1,016,751 995,648 11,820 9,283 949,824 13,033 53,894
ALLIANT TECHSYSTEMS COM 01880410 23,788,351 233,242 232,335 907 217,492 15,750
ALLIANZ AKTIENGESELL SP ADR 1/1 01880510 12,424,838 532,113 120,794 411,319 523,513 8,600
ALLIED CAP CORP NEW COM 01903Q10 24,100,697 876,389 865,325 2,800 8,264 800,459 12,064 63,866
ALLIED IRISH BKS P L SPON ADR O 01922840 492,240 20,510 20,510 20,510
ALLIED RESH CORP COM 01948310 1,008,750 43,294 43,294 43,294
ALLIED WASTE INDS IN COM PAR$.0 01958930 52,597,480 4,045,960 4,036,855 9,005 100 3,705,325 57,971 282,664
ALLMERICA FINL CORP COM 01975410 64,339,140 1,432,943 519,508 912,804 631 485,808 911,355 35,780
ALLOS THERAPEUTICS I COM 01977710 1,278,598 183,971 183,971 183,971
ALLOY INC COM 01985510 2,122,762 141,235 141,235 137,535 3,700
ALLSCRIPTS HEALTHCAR COM 01988P10 1,653,000 262,381 262,281 100 243,081 19,300
ALLSTATE CORP COM 02000210 631,834,576 16,728,477 16,675,916 43,973 8,588 14,528,663 287,647 1,901,642
ALLTEL CORP COM 02003910 416,532,787 7,498,340 6,645,757 720,840 131,743 6,603,834 225,574 668,932
ALLTRISTA CORP COM 02004010 594,887 21,593 20,993 600 21,593
ALPHA INDS INC COM 02075310 8,193,428 537,274 536,554 620 100 509,574 100 27,600
ALPHARMA INC CL A 02081310 4,098,737 286,625 286,315 310 269,225 17,400
ALTERA CORP COM 02144110 183,698,792 8,399,579 8,268,339 95,940 35,300 7,296,855 294,052 808,672
AMAZON COM INC COM 02313510 28,235,006 1,974,476 1,968,960 5,376 140 1,580,868 7,540 382,768
AMBAC FINL GROUP INC COM 02313910 122,966,905 2,081,715 2,073,264 5,251 3,200 1,845,749 31,310 204,656
AMBASSADORS GROUP IN COM 02317710 261,795 19,012 18,912 100 17,612 100 1,300
AMBASSADORS INTL INC COM 02317810 524,935 61,396 61,296 100 59,996 100 1,300
AMCOL INTL CORP COM 02341W10 1,268,787 209,717 209,717 192,117 17,600
AMERADA HESS CORP COM 02355110 140,086,192 1,765,199 1,757,339 4,485 3,375 1,576,932 35,110 153,157
AMERCO COM 02358610 2,216,623 127,319 127,319 121,819 5,500
AMEREN CORP COM 02360810 125,621,687 2,938,519 2,933,554 4,795 170 2,533,205 62,918 339,996
AMERICA MOVIL S A DE SPON ADR L 02364W10 7,474,489 376,359 376,359 169,286 178,594 28,479
AMERICA ONLINE LATIN CL A 02365B10 489,969 217,764 217,664 100 212,764 100 4,900
AMERICA WEST HLDG CO CL B 02365720 1,725,500 308,125 308,125 283,925 24,200
AMCORE FINL INC COM 02391210 5,707,828 242,783 242,783 224,483 18,300
AMERICA FIRST MTG IN COM 02393410 230,910 25,800 25,800 25,800
AMERICAN AXLE & MFG COM 02406110 3,774,379 130,151 129,951 200 123,151 200 6,800
AMERICAN CAPITAL STR COM 02493710 11,373,991 367,377 366,877 500 347,177 500 19,700
AMERICAN EAGLE OUTFI COM 02553E10 16,224,944 655,024 652,454 2,380 190 620,998 2,090 31,936
AMERICAN ELEC PWR IN COM 02553710 317,006,420 6,877,987 6,852,213 17,675 8,099 5,889,293 137,679 845,960
AMERICAN EXPRESS CO COM 02581610 1,477,920,194 36,082,036 35,144,847 764,184 173,005 28,247,123 3,880,062 3,937,303
AMERICAN FINL GROUP COM 02593210 15,436,770 537,492 536,052 1,440 508,706 1,600 27,186
AMERICAN FINL HLDGS COM 02607510 5,070,429 190,546 190,131 415 170,531 415 19,600
AMERICAN GREETINGS C CL A 02637510 45,019,151 2,480,394 2,477,090 3,304 2,313,267 18,183 148,944
AMERICAN HEALTHWAYS COM 02649V10 2,903,844 106,995 106,995 100,095 6,900
AMERICAN INTL GROUP COM 02687410 4,243,710,453 58,826,039 55,396,271 2,236,027 1,193,741 49,458,053 2,050,726 7,285,404
AMERICAN ITALIAN PAS CL A 02707010 7,607,224 167,560 165,140 20 2,400 152,860 2,400 12,300
Page Total 8,042,343,703
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Name of Title of Cusip Fair Market Shares Sole Shared as Shared Sole Shared None
Issuer Class Number Value Prin Amt Defined Other
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AMERICAN MGMT SYS IN COM 02735210 9,073,081 485,685 483,485 2,200 458,485 27,200
AMERICAN MED SYS HLD COM 02744M10 6,630,500 294,558 293,833 725 277,058 17,500
AMERICAN NATL INS CO COM 02859110 8,843,404 93,581 92,821 760 85,881 500 7,200
AMERICAN PHYSICIANS COM 02888410 1,980,069 101,542 101,542 94,342 7,200
AMERICAN PWR CONVERS COM 02906610 59,738,424 4,041,842 4,031,067 10,535 240 3,465,140 57,845 516,757
AMERICAN REAL ESTATE DEPOSITRY 02916910 257,950 28,725 28,725 28,725
AMERICAN RLTY INVS I COM 02917410 222,780 31,600 31,600 31,600
AMERICAN STD COS INC COM 02971210 53,823,911 760,762 758,707 1,855 200 719,342 2,500 38,920
AMERICAN STS WTR CO COM 02989910 4,247,202 120,488 120,488 112,988 7,500
AMERICAN TOWER CORP CL A 02991220 6,956,515 1,264,821 1,132,236 108,615 23,970 1,126,873 30,570 107,378
AMERICAN SUPERCONDUC COM 03011110 1,541,166 204,128 202,303 1,825 191,228 12,900
AMERICAN WTR WKS INC COM 03041110 39,116,466 893,070 890,000 1,770 1,300 809,796 4,400 78,874
AMERICAN WOODMARK CO COM 03050610 3,249,159 51,511 51,400 11 100 47,911 100 3,500
AMERICREDIT CORP COM 03060R10 29,498,779 776,488 774,338 1,850 300 723,442 3,400 49,646
AMERISTAR CASINOS IN COM 03070Q10 1,209,559 44,016 44,016 44,016
AMERIPATH INC COM 03071D10 6,659,692 248,496 248,456 40 233,196 15,300
AMERON INTL INC COM 03071010 2,620,238 36,519 36,409 110 34,019 2,500
AMERSHAM PLC SPONSORED 03071910 851,617 15,626 15,626 15,626
AMERITRADE HLDG CORP CL A 03072H10 5,510,931 849,142 847,142 2,000 774,502 4,800 69,840
AMERUS GROUP CO COM 03072M10 15,207,551 395,515 395,515 368,715 26,800
AMERISOURCEBERGEN CO COM 03073E10 136,753,948 2,002,254 1,996,628 5,341 285 1,779,474 55,667 167,113
AMERIGROUP CORP COM 03073T10 363,135 12,900 12,900 12,900
AMETEK INC NEW COM 03110010 16,908,782 454,415 452,065 2,100 250 431,025 250 23,140
AMGEN INC COM 03116210 1,406,203,077 23,562,384 23,269,413 189,237 103,734 19,463,722 889,340 3,194,224
AMKOR TECHNOLOGY INC COM 03165210 19,239,006 862,349 860,149 2,100 100 776,529 5,000 80,820
AMPCO-PITTSBURGH COR COM 03203710 1,940,528 166,569 166,569 166,569
AMPHENOL CORP NEW CL A 03209510 21,494,116 459,276 458,556 620 100 430,694 1,700 26,882
AMSOUTH BANCORPORATI COM 03216510 167,871,326 7,637,458 7,573,582 39,917 23,959 6,683,932 128,935 824,591
AMSURG CORP COM 03232P40 5,245,652 192,784 192,784 177,984 14,800
AMTRAN INC COM 03234G10 416,570 29,755 29,755 29,755
AMYLIN PHARMACEUTICA COM 03234610 5,954,318 594,837 594,637 100 100 556,937 100 37,800
AMVESCAP PLC SPONSORED 03235E10 710,171 25,601 25,601 25,601
ANADARKO PETE CORP COM 03251110 373,655,940 6,620,410 6,042,509 431,980 145,921 5,602,309 254,241 759,878
ANADIGICS INC COM 03251510 3,528,265 285,921 285,901 20 266,121 19,800
ANALOG DEVICES INC COM 03265410 383,117,716 8,506,166 8,023,711 376,635 105,820 7,061,246 353,404 1,085,834
ANALOGIC CORP COM PAR $0 03265720 3,535,690 85,013 84,613 400 81,013 4,000
ANAREN MICROWAVE INC COM 03274410 2,887,561 198,731 198,731 185,631 13,100
ANCHOR BANCORP WIS I COM 03283910 4,728,462 236,069 236,049 20 219,469 16,600
ANDREW CORP COM 03442510 32,342,553 1,933,207 1,930,057 3,050 100 1,734,411 19,837 178,959
ANDRX GROUP COM 03455310 14,477,790 381,597 380,672 925 341,189 2,300 38,108
ANGELICA CORP COM 03466310 206,078 13,304 13,304 10,804 2,500
Page Total 2,858,819,678
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Name of Title of Cusip Fair Market Shares Sole Shared as Shared Sole Shared None
Issuer Class Number Value Prin Amt Defined Other
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ANHEUSER BUSCH COS I COM 03522910 1,028,686,294 19,706,634 19,225,943 267,830 212,861 16,496,288 743,031 2,454,156
ANIXTER INTL INC COM 03529010 11,025,737 372,114 371,794 320 357,214 14,900
ANNALY MTG MGMT INC COM 03571040 17,903,847 1,054,408 1,054,408 1,004,508 49,900
ANNTAYLOR STORES COR COM 03611510 10,661,855 246,688 246,328 360 229,988 16,700
ANSOFT CORP COM 03638410 1,916,694 104,452 53,529 50,923 53,529 50,923
ANSYS INC COM 03662Q10 8,520,321 314,403 314,403 305,503 8,900
ANTHEM INC COM 03674B10 4,187,699 72,741 71,952 307 482 72,259 482
ANSWERTHINK INC COM 03691610 2,476,833 380,466 380,366 100 357,966 22,500
ANTHRACITE CAP INC COM 03702310 4,152,972 361,128 354,528 6,600 339,008 22,120
ANTIGENICS INC DEL COM 03703210 1,924,562 137,567 137,567 129,167 8,400
AO TATNEFT SPON ADR R 03737P30 1,263,047 90,089 90,089 46,294 29,087 14,708
AON CORP COM 03738910 197,305,395 5,637,297 5,614,500 12,051 10,746 4,814,636 82,501 736,360
APACHE CORP COM 03741110 180,079,634 3,165,957 3,080,916 63,636 21,405 2,727,169 48,368 388,220
APACHE CORP PFD C DP 1 03741160 519,500 10,000 10,000 10,000
APARTMENT INVT & MGM CL A 03748R10 45,041,805 931,193 856,773 74,420 867,782 2,800 60,611
APEX MORTGAGE CAPITA COM 03756410 928,359 80,100 80,100 80,100
APHTON CORP COM 03759P10 1,544,724 130,798 130,758 40 120,998 9,800
APOGEE ENTERPRISES I COM 03759810 18,743,018 1,536,313 1,536,213 100 613,137 897,576 25,600
APOGENT TECHNOLOGIES COM 03760A10 32,454,002 1,314,992 1,306,472 7,420 1,100 1,240,828 5,400 68,764
APOLLO GROUP INC CL A 03760410 65,373,572 1,220,795 1,213,411 7,084 300 1,160,649 3,600 56,546
APOLLO GROUP INC COM UNV PH 03760420 2,084,217 49,814 49,714 100 44,314 5,500
APPLE COMPUTER INC COM 03783310 186,916,025 7,896,748 7,872,168 22,020 2,560 6,729,536 107,792 1,054,220
APPLEBEES INTL INC COM 03789910 18,559,754 511,288 494,788 16,500 488,388 22,900
APPLIED INNOVATION I COM 03791610 331,420 75,840 75,840 75,840
APRIA HEALTHCARE GRO COM 03793310 15,487,844 631,899 631,819 80 605,999 25,900
APPLERA CORP COM AP BIO 03802010 133,117,829 5,956,055 5,647,998 256,807 51,250 5,025,347 238,936 687,872
APPLERA CORP COM CE GEN 03802020 12,255,588 596,379 594,229 1,450 700 491,237 2,800 101,542
APPLICA INC COM 03815A10 1,917,903 223,012 223,012 208,412 14,600
APPLIED INDL TECHNOL COM 03820C10 5,568,120 289,253 289,253 274,453 14,800
APPLIED MICRO CIRCUI COM 03822W10 49,799,968 6,224,996 6,205,924 8,792 10,280 5,424,852 89,453 706,891
APPLIED MATLS INC COM 03822210 1,112,959,499 20,507,822 19,560,369 761,704 185,749 17,198,037 811,806 2,485,820
APPLIED MOLECULAR EV COM 03823E10 1,236,723 143,805 143,805 133,705 10,100
APTARGROUP INC COM 03833610 28,502,064 813,183 552,861 174,312 86,010 705,561 86,010 21,612
ARACRUZ CELULOSE S A SPON ADR C 03849620 9,769,102 473,080 473,080 416,597 39,747 16,736
ARAMARK CORP CL B 03852110 501,600 19,000 19,000 19,000
ARBITRON INC COM 03875Q10 12,838,828 379,847 378,141 1,706 362,973 16,874
ARCH CHEMICALS INC COM 03937R10 4,245,176 192,525 192,525 178,825 13,700
ARCH COAL INC COM 03938010 8,945,071 418,385 417,761 183 441 393,042 2,241 23,102
ARCHER DANIELS MIDLA COM 03948310 208,163,693 14,943,553 14,904,353 28,895 10,305 12,858,766 357,316 1,717,771
ARCHSTONE SMITH TR COM 03958310 47,296,298 1,765,446 1,764,047 1,399 1,565,939 6,300 193,207
ARCTIC CAT INC COM 03967010 4,673,772 231,949 231,929 20 221,049 10,900
Page Total 3,499,880,364
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Issuer Class Number Value Prin Amt Defined Other
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ARDEN GROUP INC CL A 03976210 1,117,091 16,673 16,673 16,673
ARDEN RLTY INC COM 03979310 18,352,477 646,214 644,834 1,380 590,505 2,200 53,509
ARENA PHARMACEUTICAL COM 04004710 2,550,785 256,103 256,103 246,803 9,300
ARGONAUT GROUP INC COM 04015710 4,563,660 215,878 215,758 120 201,678 14,200
ARGOSY GAMING CO COM 04022810 15,840,393 431,736 431,736 416,936 14,800
ARIAD PHARMACEUTICAL COM 04033A10 1,302,117 244,759 244,759 229,559 15,200
ARIBA INC COM 04033V10 7,797,892 1,721,389 1,711,628 9,641 120 1,570,851 11,020 139,518
ARKANSAS BEST CORP D COM 04079010 7,276,616 261,843 261,843 251,743 10,100
ARM HLDGS PLC SPONSORED 04206810 207,035 16,764 16,764 16,764
ARMOR HOLDINGS INC COM 04226010 4,975,993 183,616 183,616 169,116 14,500
ARMSTRONG HLDGS INC COM 04238410 1,051,181 336,917 336,657 260 313,898 23,019
ARQULE INC COM 04269E10 3,045,598 241,140 238,440 2,700 229,240 11,900
ARRIS GROUP INC COM 04269Q10 8,700,289 935,515 933,695 1,620 200 903,615 200 31,700
ARRAY BIOPHARMA INC COM 04269X10 1,858,843 143,540 143,540 134,240 9,300
ARROW ELECTRS INC COM 04273510 32,456,332 1,160,398 1,153,888 5,060 1,450 1,011,350 5,450 143,598
ARROW FINL CORP COM 04274410 1,571,006 54,564 54,564 52,359 2,205
ARROW INTL INC COM 04276410 5,702,420 120,814 116,714 4,100 112,423 8,391
ART TECHNOLOGY GROUP COM 04289L10 1,085,183 526,788 511,758 4,930 10,100 483,788 10,100 32,900
ARTISAN COMPONENTS I COM 04292310 1,957,970 117,950 117,950 112,850 5,100
ARTESYN TECHNOLOGIES COM 04312710 3,031,214 325,587 325,587 305,087 20,500
ARTHROCARE CORP COM 04313610 3,909,862 217,094 217,094 202,962 14,132
ARVINMERITOR INC COM 04335310 34,876,137 1,221,581 1,220,022 1,160 399 1,165,162 5,899 50,520
ASCENTIAL SOFTWARE C COM 04362P10 12,338,145 3,204,713 3,171,891 20,522 12,300 3,017,813 12,300 174,600
ASHLAND INC COM 04420410 84,900,998 1,865,546 1,858,362 5,290 1,894 1,700,265 25,843 139,438
ASIAINFO HLDGS INC COM 04518A10 5,346,157 406,243 405,743 500 389,743 16,500
ASPECT COMMUNICATION COM 04523Q10 2,714,599 694,271 694,271 660,571 33,700
ASPECT MED SYS INC COM 04523510 995,554 111,860 111,384 476 104,160 7,700
ASPEN TECHNOLOGY INC COM 04532710 7,042,895 307,550 304,250 3,300 288,550 19,000
ASSOCIATED BANC CORP COM 04548710 32,459,936 853,535 851,495 1,860 180 798,688 7,480 47,367
ASSOCIATED ESTATES R COM 04560410 2,147,215 209,894 209,894 199,162 10,732
ASTEC INDS INC COM 04622410 2,890,317 164,503 164,343 100 60 158,443 60 6,000
ASTORIA FINL CORP COM 04626510 36,200,076 1,246,130 1,238,300 7,230 600 1,165,522 14,500 66,108
ASTRAZENECA PLC SPONSORED 04635310 15,226,113 307,040 112,438 194,602 303,083 3,957
ASTROPOWER INC COM 04644A10 5,070,958 121,431 119,919 1,200 312 109,319 312 11,800
AT RD INC COM 04648K10 229,100 29,000 29,000 29,000
ASYST TECHNOLOGY COR COM 04648X10 6,080,128 334,073 333,253 820 311,673 22,400
AT & T LATIN AMER CO COM 04649A10 553,611 369,074 369,074 342,174 26,900
ATHEROGENICS INC COM 04743910 202,720 28,000 26,000 2,000 28,000
ATLANTIC COAST AIRLI COM 04839610 18,580,087 774,816 773,216 1,600 752,066 22,750
ATLAS AIR WORLDWIDE COM 04916410 8,168,113 620,206 618,396 1,810 609,706 10,500
ATMEL CORP COM 04951310 54,074,865 5,332,827 5,310,467 20,360 2,000 4,694,845 18,150 614,532
Page Total 458,451,681
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Issuer Class Number Value Prin Amt Defined Other
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ATMOS ENERGY CORP COM 04956010 9,297,503 393,962 393,662 300 368,142 25,820
ATRIX LABS INC COM 04962L10 3,708,071 162,849 162,849 153,349 9,500
ATWOOD OCEANICS INC COM 05009510 9,300,349 202,622 201,022 1,600 195,922 6,700
AUDIOVOX CORP CL A 05075710 1,210,009 168,525 168,525 158,625 9,900
AUGUST TECHNOLOGY CO COM 05106U10 859,219 58,891 58,891 58,891
AURORA FOODS INC COM 05164B10 1,042,145 248,722 248,722 236,522 12,200
AUSPEX SYS INC COM 05211610 473,528 378,823 378,823 350,723 28,100
AUSTRALIA&NEW ZEALAN SPONSORED 05252830 618,996 13,059 13,059 13,059
AUTODESK INC COM 05276910 52,664,359 1,127,958 1,124,208 3,550 200 1,003,324 18,120 106,514
AUTOLIV INC COM 05280010 16,122,630 665,125 639,719 17,108 8,298 586,581 11,998 66,546
AUTOMATIC DATA PROCE COM 05301510 1,032,531,114 17,719,772 14,662,480 2,049,354 1,007,938 14,267,496 1,536,538 1,906,874
AUTONATION INC COM 05329W10 29,442,271 2,106,028 2,093,328 12,060 640 1,799,082 22,540 284,406
AUTOZONE INC COM 05333210 187,875,057 2,728,759 2,724,424 4,135 200 2,328,232 128,082 272,445
AVANIR PHARMACEUTICA CL A 05348P10 1,498,050 523,794 523,694 100 487,994 35,800
AVANEX CORP COM 05348W10 1,234,590 307,878 306,290 1,588 289,565 18,313
AVALONBAY CMNTYS INC COM 05348410 43,692,279 877,355 828,905 48,450 789,858 2,400 84,097
AVANT CORP COM 05348710 7,325,051 365,704 365,104 600 338,204 27,500
AVANT IMMUNOTHERAPEU COM 05349110 930,840 538,058 538,038 20 502,758 35,300
AVATAR HLDGS INC COM 05349410 1,185,138 43,894 43,894 42,794 1,100
AVAYA INC COM 05349910 46,360,658 6,281,932 6,240,609 37,578 3,745 5,349,428 193,437 735,167
AVENTIS SPONSORED 05356110 7,793,431 113,359 38,044 75,315 111,759 1,600
AVERY DENNISON CORP COM 05361110 185,044,302 3,032,022 2,782,438 181,741 67,843 2,515,720 141,560 373,142
AVIALL INC NEW COM 05366B10 1,583,780 175,391 175,391 163,891 11,500
AVICI SYS INC COM 05367L10 786,394 413,892 409,574 4,318 383,292 30,600
AVID TECHNOLOGY INC COM 05367P10 3,125,604 224,702 224,602 100 207,502 100 17,100
AVIGEN INC COM 05369010 1,954,110 176,046 176,046 166,246 9,800
AVISTA CORP COM 05379B10 7,305,653 470,422 470,382 40 438,622 31,800
AVNET INC COM 05380710 39,941,885 1,476,049 1,464,250 10,727 1,072 1,327,661 5,572 142,816
AVOCENT CORP COM 05389310 14,898,776 556,132 555,023 909 200 527,287 200 28,645
AVON PRODS INC COM 05430310 305,562,656 5,625,233 5,594,154 26,199 4,880 4,721,002 181,287 719,161
AWARE INC MASS COM 05453N10 1,312,900 206,756 200,716 6,040 195,156 11,600
AXA SPONSORED 05453610 16,062,413 715,475 171,174 544,301 700,974 14,501
AXCELIS TECHNOLOGIES COM 05454010 15,447,903 1,080,273 1,008,157 72,016 100 951,023 66,321 62,929
AZTAR CORP COM 05480210 15,155,194 692,018 682,629 9,389 666,618 25,400
BB&T CORP COM 05493710 353,444,487 9,274,324 9,250,271 23,553 500 8,223,731 131,483 919,110
B A S F A G SPONSORED 05526250 2,000,751 49,002 49,002 49,002
BCE INC COM 05534B10 539,542 30,621 30,621 30,621
BEI TECHNOLOGIES INC COM 05538P10 4,044,286 214,551 214,551 207,851 6,700
BG PLC ADR FIN IN 05543420 883,369 39,613 39,613 39,613
BISYS GROUP INC COM 05547210 42,419,286 1,203,384 1,194,274 8,710 400 1,126,450 4,600 72,334
BKF CAP GROUP INC COM 05548G10 1,402,532 46,986 46,986 43,186 3,800
Page Total 2,468,081,111
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BJS WHOLESALE CLUB I COM 05548J10 43,912,788 982,389 967,936 8,703 5,750 927,145 8,550 46,694
BJ SVCS CO COM 05548210 85,811,203 2,489,446 2,480,784 8,118 544 2,284,341 6,644 195,561
BMC INDS INC MINN COM 05560710 491,457 297,853 297,853 292,953 4,900
BOK FINL CORP COM NEW 05561Q20 4,759,831 140,408 140,408 133,507 6,901
BOC GROUP PLC SPONSORED 05561760 354,318 11,617 11,617 11,617
BP PLC SPONSORED 05562210 3,555,192,671 66,952,781 66,639,419 313,362 824,192 66,122,229 6,360
BRE PROPERTIES INC CL A 05564E10 19,334,834 594,735 594,735 552,399 42,336
BSB BANCORP COM 05565210 2,725,155 91,295 91,175 120 84,395 6,900
BT GROUP PLC ADR 05577E10 1,644,326 40,924 40,664 260 40,924
BMC SOFTWARE INC COM 05592110 101,318,842 5,209,195 5,198,510 10,305 380 4,432,815 72,238 699,442
BWAY CORP COM 05603910 355,705 28,119 1,500 26,619 28,119
BAKER HUGHES INC COM 05722410 308,117,596 8,055,362 7,496,601 504,325 54,436 7,045,684 147,690 856,988
BALDOR ELEC CO COM 05774110 5,403,999 239,115 239,095 20 213,015 26,100
BALDWIN & LYONS INC CL B 05775520 1,608,184 64,240 64,240 57,640 6,600
BALL CORP COM 05849810 76,485,917 1,619,778 1,615,668 3,910 200 1,501,125 19,200 99,453
BALLY TOTAL FITNESS COM 05873K10 5,663,692 258,027 257,792 235 241,827 16,200
BANCFIRST CORP COM 05945F10 1,743,217 44,579 44,579 41,779 2,800
BANCO BILBAO VIZCAYA SPONSORED 05946K10 1,918,926 162,897 162,897 162,897
BANCO BRADESCO S A SP ADR PFD 05946020 1,764,036 58,296 58,296 48,607 9,689
BANCO SANTANDER CENT ADR 05964H10 10,666,296 1,297,603 307,405 990,198 1,275,903 21,700
BANCO SANTANDER CHIL SPON ADR S 05965F10 418,453 26,997 26,997 5,443 16,948 4,606
BANCORPSOUTH INC COM 05969210 15,892,841 805,925 805,695 230 751,125 54,800
BANDAG INC COM 05981510 13,162,603 349,326 349,326 338,226 11,100
BANK OF AMERICA CORP COM 06050510 2,498,751,974 36,735,548 36,444,942 229,340 61,266 31,420,553 595,179 4,696,059
BANK OF GRANITE CORP COM 06240110 2,527,838 109,906 109,906 100,306 9,600
BANK MONTREAL QUE COM 06367110 631,966 26,039 26,039 26,039
BANK MUT CORP COM 06374810 1,786,581 105,093 105,093 102,993 2,100
BANK NEW YORK INC COM 06405710 683,690,527 16,270,598 16,037,452 126,469 106,677 13,674,671 611,328 1,973,889
BANK ONE CORP COM 06423A10 1,087,759,596 26,035,414 25,892,168 111,519 31,727 21,856,111 661,918 3,500,011
BANKATLANTIC BANCORP CL A 06590850 10,178,077 782,929 782,929 768,629 14,300
BANKNORTH GROUP INC COM 06646R10 69,658,464 2,643,585 1,860,457 727,386 55,742 2,470,629 68,442 104,514
BANKUNITED FINL CORP CL A 06652B10 2,870,662 191,633 191,633 182,833 8,800
BANNER CORP COM 06652V10 2,120,193 96,636 96,636 90,036 6,600
BANTA CORP COM 06682110 19,221,943 538,279 529,079 4,100 5,100 508,802 5,100 24,377
BARCLAYS PLC ADR 06738E20 16,519,804 133,872 34,844 99,028 131,802 2,070
BARD C R INC COM 06738310 64,001,224 1,083,848 1,077,563 6,285 972,580 30,616 80,652
BARNES & NOBLE INC COM 06777410 17,061,916 550,562 547,542 2,820 200 518,414 2,000 30,148
BARNES GROUP INC COM 06780610 5,688,973 232,203 231,703 500 220,003 12,200
BARRICK GOLD CORP COM 06790110 155,699,357 8,388,974 8,381,492 7,482 7,653,524 172,938 562,512
BARR LABS INC COM 06830610 27,653,878 420,144 419,054 990 100 402,169 1,000 16,975
BARRA INC COM 06831310 11,440,219 188,876 188,526 350 181,326 7,550
Page Total 8,936,010,082
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BASSETT FURNITURE IN COM 07020310 2,755,302 134,405 134,405 128,405 6,000
BAUSCH & LOMB INC COM 07170710 51,504,601 1,155,589 1,153,939 1,550 100 989,750 34,506 131,333
BAXTER INTL INC COM 07181310 1,048,149,937 17,610,046 13,213,436 4,377,169 19,441 11,085,706 4,732,892 1,782,938
BAY VIEW CAP CORP DE COM 07262L10 4,172,495 610,014 607,014 3,000 574,814 35,200
BAYER A G SPONSORED 07273030 1,676,129 49,531 49,311 220 49,531
BE AEROSPACE INC COM 07330210 3,859,721 388,693 384,793 3,900 371,593 17,100
BEA SYS INC COM 07332510 37,791,848 2,756,517 2,728,636 26,326 1,555 2,197,217 13,555 540,045
BEAR STEARNS COS INC COM 07390210 134,922,540 2,150,160 2,145,201 4,754 205 1,904,976 27,921 217,263
BEASLEY BROADCAST GR CL A 07401410 1,534,149 102,894 102,894 97,294 5,600
BEAZER HOMES USA INC COM 07556Q10 6,308,537 81,348 81,348 76,048 5,300
BEBE STORES INC COM 07557110 983,077 46,702 46,702 45,102 1,600
BECKMAN COULTER INC COM 07581110 36,665,757 717,951 701,151 2,150 14,650 663,603 16,850 37,498
BECTON DICKINSON & C COM 07588710 441,472,315 11,703,932 11,685,327 12,525 6,080 6,014,152 4,927,493 758,487
BED BATH & BEYOND IN COM 07589610 203,650,571 6,034,091 5,907,437 113,764 12,890 5,180,353 210,875 638,663
BEDFORD PPTY INVS IN COM PAR $0 07644630 7,325,977 286,171 286,171 270,223 15,948
BEL FUSE INC CL A 07734720 238,360 10,100 10,100 10,100
BEL FUSE INC CL B 07734730 1,918,617 78,439 78,419 20 72,339 6,100
BELDEN INC COM 07745910 7,546,865 316,696 315,336 1,360 300,496 16,200
BELL MICROPRODUCTS I COM 07813710 2,156,377 207,344 207,344 198,744 8,600
BELLSOUTH CORP COM 07986010 6,323,267,905 171,548,234 167,431,308 3,725,429 391,497 35,095,546 130,759,886 5,664,328
BELO CORP COM SER A 08055510 21,851,117 939,833 936,443 2,990 400 886,657 3,200 49,976
BEMIS INC COM 08143710 59,217,368 1,089,556 1,073,795 5,985 9,776 960,014 29,285 100,257
BENCHMARK ELECTRS IN COM 08160H10 14,037,968 501,356 501,156 200 488,556 12,800
BERKLEY W R CORP COM 08442310 17,399,483 302,705 302,705 290,945 11,760
BERKSHIRE HATHAWAY I CL B 08467020 409,763,561 172,969 168,578 2,072 2,319 2,316 170,564 89
BERRY PETE CO CL A 08578910 3,298,065 213,467 213,467 200,167 13,300
BEST BUY INC COM 08651610 371,703,816 4,693,230 4,663,757 25,513 3,960 4,024,316 147,517 518,515
BETHLEHEM STL CORP COM 08750910 497,740 1,106,090 1,105,990 100 1,012,130 93,960
BEVERLY ENTERPRISES COM NEW 08785130 6,802,812 944,835 944,835 884,835 60,000
BHP BILLITON LTD SPONSORED 08860610 8,373,726 684,128 138,877 545,251 672,318 11,810
BIG LOTS INC COM 08930210 31,480,584 2,240,611 2,237,276 3,235 100 2,031,392 25,470 183,749
BIO RAD LABS INC CL A 09057220 6,066,502 161,558 161,358 200 151,558 10,000
BIO TECHNOLOGY GEN C COM 09057810 3,648,949 743,167 741,684 1,483 706,467 36,700
BIOGEN INC COM 09059710 189,565,681 3,863,956 3,135,649 724,007 4,300 3,309,640 135,506 416,510
BIOMARIN PHARMACEUTI COM 09061G10 2,711,635 258,991 258,991 247,791 11,200
BIOMET INC COM 09061310 150,358,944 5,556,502 5,527,413 28,909 180 4,649,146 217,018 686,238
BIOPURE CORP CL A 09065H10 3,471,563 327,506 224,846 99,910 2,750 314,656 2,750 10,100
BIOSPHERE MEDICAL IN COM 09066V10 235,707 32,249 32,249 32,249
BIOSITE INC COM 09094510 5,889,188 237,947 237,947 230,247 7,700
BIORELIANCE CORP COM 09095110 250,046 10,900 10,900 10,900
BLACK & DECKER CORP COM 09179710 97,221,780 2,088,994 2,082,779 5,715 500 1,823,417 17,385 246,592
Page Total 9,721,747,315
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BLACK BOX CORP DEL COM 09182610 12,343,516 254,926 253,506 1,420 242,826 12,100
BLACK HILLS CORP COM 09211310 8,927,274 266,645 265,705 840 100 248,281 1,100 17,264
BLACKROCK INC CL A 09247X10 3,626,292 81,307 81,307 71,815 700 8,792
BLOCK H & R INC COM 09367110 186,062,766 4,185,889 4,147,179 24,010 14,700 3,504,472 138,126 540,706
BLOCKBUSTER INC CL A 09367910 20,266,391 863,502 863,382 120 821,574 7,900 34,028
BLUE MARTINI SOFTWAR COM 09569810 384,595 270,842 270,842 267,342 3,500
BLYTH INC COM 09643P10 14,999,367 565,587 565,507 80 543,287 22,300
BOB EVANS FARMS INC COM 09676110 12,856,608 455,585 455,585 421,985 33,600
BOCA RESORTS INC CL A 09688T10 3,716,924 287,243 287,203 40 268,343 18,900
BOEING CO COM 09702310 4,356,459,931 90,289,325 89,056,726 1,180,520 52,079 18,307,677 69,676,412 2,293,212
BOISE CASCADE CORP COM 09738310 79,529,513 2,194,523 1,278,584 915,939 1,138,373 926,349 129,801
BONE CARE INTL INC COM 09807210 1,186,078 86,323 86,323 81,023 5,300
BORDERS GROUP INC COM 09970910 20,228,864 846,042 843,302 2,440 300 790,222 3,400 52,420
BORG WARNER INC COM 09972410 28,875,498 458,924 458,284 440 200 436,324 3,400 19,200
BORLAND SOFTWARE COR COM 09984910 8,608,821 661,708 661,708 612,108 49,600
BORON LEPORE & ASSOC COM 10001P10 752,494 62,087 62,087 62,087
BOSTON ACOUSTICS INC COM 10053410 232,584 22,025 22,025 22,025
BOSTON BEER INC CL A 10055710 1,317,339 87,241 87,241 87,241
BOSTON COMMUNICATION COM 10058210 2,995,944 347,961 347,961 338,661 9,300
BOSTON PRIVATE FINL COM 10111910 6,224,430 232,689 213,539 150 19,000 206,389 19,000 7,300
BOSTON PROPERTIES IN COM 10112110 38,730,984 981,774 943,439 38,335 909,163 3,000 69,611
BOSTON SCIENTIFIC CO COM 10113710 208,065,273 8,292,757 8,260,182 17,520 15,055 7,014,647 254,621 1,018,289
BOTTOMLINE TECH DEL COM 10138810 239,413 28,333 28,133 200 28,133 200
BOWATER INC COM 10218310 29,948,574 601,377 599,157 2,120 100 549,939 2,300 49,138
BOWNE & CO INC COM 10304310 4,668,426 331,800 331,640 160 305,500 26,300
BOYD GAMING CORP COM 10330410 4,856,807 322,926 322,926 299,126 23,800
BOYDS COLLECTION LTD COM 10335410 3,244,182 495,295 495,295 462,495 32,800
BOYKIN LODGING CO COM 10343010 2,075,667 223,190 223,090 100 205,383 17,807
BRADY CORP CL A 10467410 11,517,009 317,273 313,833 3,340 100 298,873 100 18,300
BRANDYWINE RLTY TR SH BEN INT 10536820 8,914,652 372,998 372,978 20 348,129 24,869
BRASCAN CORP CL A LTD V 10549P60 292,319 13,403 13,403 13,403
BRASIL TELECOM PARTI SPON ADR P 10553010 827,246 20,733 20,733 2,000 14,880 3,853
BRAUN CONSULTING INC COM 10565110 308,936 71,679 71,679 71,679
BRIGGS & STRATTON CO COM 10904310 22,637,888 492,128 491,828 300 478,001 14,127
BRIGHT HORIZON FAMIL COM 10919510 4,249,953 144,208 109,533 34,675 131,708 12,500
BRIGHTPOINT INC COM 10947310 487,036 535,205 535,205 497,905 37,300
BRINKER INTL INC COM 10964110 48,791,602 1,505,449 1,481,733 16,491 7,225 1,410,974 11,575 82,900
BRIO SOFTWARE INC COM 10970410 426,237 155,561 155,561 155,561
BRISTOL MYERS SQUIBB COM 11012210 1,850,231,525 45,696,012 43,254,605 1,280,929 1,160,478 37,717,222 2,657,394 5,291,964
BRITESMILE INC COM 11041510 757,212 141,008 141,008 141,008
BRITISH AMERN TOB PL SPONSORED 11044810 22,868,912 1,194,823 31,395 1,163,428 31,395 1,163,428
Page Total 7,033,735,082
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BROADCOM CORP CL A 11132010 186,342,647 5,190,603 5,180,758 9,150 695 4,532,178 74,467 580,858
BROADVISION INC COM 11141210 2,463,141 1,423,781 1,418,161 5,480 140 1,294,506 11,775 117,500
BROADWING INC COM 11162010 15,509,572 2,218,823 2,210,787 6,200 1,836 2,006,118 11,536 201,169
BROCADE COMMUNICATIO COM 11162110 50,596,326 1,873,938 1,835,348 26,035 12,555 1,520,241 20,955 329,042
BROOKLINE BANCORP IN COM 11373910 2,152,391 126,166 124,506 1,660 117,366 8,800
BROOKS AUTOMATION IN COM 11434A10 12,480,323 274,655 243,025 27,175 4,455 258,100 4,455 12,100
BROOKTROUT INC COM 11458010 339,021 55,036 55,036 55,036
BROWN & BROWN INC COM 11523610 16,538,003 526,688 526,688 500,688 26,000
BROWN FORMAN CORP CL B 11563720 85,850,033 1,179,907 1,177,867 2,040 1,065,291 12,315 102,301
BROWN TOM INC COM NEW 11566020 10,459,858 383,145 382,685 360 100 363,545 100 19,500
BROWN SHOE INC NEW COM 11573610 3,301,350 169,648 169,488 60 100 160,348 100 9,200
BRUKER DALTONICS INC COM 11679510 4,317,236 450,651 450,651 422,051 28,600
BRUNSWICK CORP COM 11704310 55,288,631 2,023,742 2,021,062 2,680 1,817,166 27,636 178,940
BRUSH ENGINEERED MAT COM 11742110 2,000,072 157,486 157,486 145,686 11,800
BSQUARE CORP COM 11776U10 615,729 168,232 138,032 200 30,000 129,732 30,000 8,500
BUCA INC COM 11776910 2,094,019 115,246 115,106 140 110,396 4,850
BUCKEYE PARTNERS L P UNIT LTD P 11823010 1,296,750 32,500 20,700 10,800 1,000 30,800 1,000 700
BUCKEYE TECHNOLOGIES COM 11825510 2,826,320 274,400 273,900 500 255,700 18,700
BUCKLE INC COM 11844010 4,419,555 180,390 180,390 175,390 5,000
BUILDING MATLS HLDG COM 12011310 3,194,064 221,810 221,810 213,810 8,000
BURLINGTON COAT FACT COM 12157910 3,791,980 196,986 196,986 183,986 13,000
BURLINGTON NORTHN SA COM 12189T10 307,420,089 10,186,219 9,933,037 198,694 54,488 8,896,959 186,233 1,096,643
BURLINGTON RES INC COM 12201410 186,478,875 4,651,506 4,566,412 72,350 12,744 4,001,753 128,884 517,569
BURNHAM PAC PPTYS IN COM 12232C10 484,168 286,490 286,490 261,390 25,100
BUSH INDS INC CL A 12316410 1,041,777 81,708 81,708 76,508 5,200
BUTLER MFG CO DEL COM 12365510 1,874,479 69,813 69,813 67,613 2,200
C&D TECHNOLOGIES INC COM 12466110 8,942,874 425,446 425,106 340 407,596 17,850
CBL & ASSOC PPTYS IN COM 12483010 21,487,957 607,863 527,513 80,350 588,250 19,613
CCC INFORMATION SVCS COM 12487Q10 958,257 105,303 105,303 91,603 13,700
CBRL GROUP INC COM 12489V10 29,846,182 1,048,338 1,044,378 3,760 200 1,010,538 200 37,600
CCBT FINL COS INC COM 12500Q10 2,623,559 97,894 80,794 9,100 8,000 84,494 8,000 5,400
C COR NET CORP COM 12501010 6,248,430 347,135 345,675 1,460 327,735 19,400
C D I CORP COM 12507110 3,477,911 151,543 151,543 144,543 7,000
CDW COMPUTER CTRS IN COM 12512910 38,423,162 763,273 761,053 1,920 300 732,559 1,900 28,814
CEC ENTMT INC COM 12513710 15,106,060 326,971 326,551 420 309,171 17,800
CFS BANCORP INC COM 12525D10 1,831,488 134,175 134,175 124,175 10,000
CH ENERGY GROUP INC COM 12541M10 7,772,215 163,798 162,685 1,013 100 151,998 100 11,700
C H ROBINSON WORLDWI COM 12541W10 26,985,772 803,148 800,247 2,601 300 758,660 2,800 41,688
CIGNA CORP COM 12550910 386,089,064 3,807,960 3,763,734 23,814 20,412 3,282,228 49,934 473,497
CKE RESTAURANTS INC COM 12561E10 436,956 48,822 48,822 48,822
CLECO CORP NEW COM 12561W10 15,299,991 640,167 635,327 3,440 1,400 594,487 1,400 44,280
Page Total 1,528,706,287
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CMGI INC COM 12575010 2,676,507 1,982,598 1,969,548 11,735 1,315 1,804,083 16,315 162,200
CMS ENERGY CORP COM 12589610 59,432,490 2,626,270 2,616,760 9,510 2,334,972 36,439 254,859
CPI CORP COM 12590210 1,594,761 96,946 96,946 90,746 6,200
CPB INC COM 12590310 2,336,830 68,030 68,030 63,230 4,800
CSS INDS INC COM 12590610 1,330,699 40,932 40,932 37,932 3,000
CSK AUTO CORP COM 12596510 2,366,913 250,467 250,387 80 238,567 11,900
CNA FINL CORP COM 12611710 10,204,088 343,572 343,172 400 326,352 1,100 16,120
CNA SURETY CORP COM 12612L10 4,122,751 273,937 273,937 263,537 10,400
CNF INC COM 12612W10 32,459,619 983,923 982,583 1,240 100 950,251 2,000 31,672
CNET NETWORKS INC COM 12613R10 4,814,766 878,607 878,138 369 100 802,207 5,500 70,900
CNS INC COM 12613610 217,980 31,500 11,500 20,000 31,500
CRH PLC ADR 12626K20 7,654,798 421,056 54,309 366,747 413,756 7,300
CSG SYS INTL INC COM 12634910 15,203,264 534,010 533,160 650 200 501,366 2,100 30,544
CSX CORP COM 12640810 174,184,956 4,570,584 4,538,436 25,740 6,408 3,940,175 67,809 559,200
CT COMMUNICATIONS IN COM NEW 12642640 2,349,417 157,679 157,639 40 145,879 11,800
CTS CORP COM 12650110 4,517,760 278,016 277,996 20 260,416 17,600
CUNO INC COM 12658310 5,785,931 155,871 155,831 40 143,171 12,700
CVB FINL CORP COM 12660010 5,074,110 251,692 251,692 233,955 17,737
CVS CORP COM 12665010 315,583,125 9,192,634 8,913,857 185,413 93,364 7,845,994 202,224 1,138,516
CV THERAPEUTICS INC COM 12666710 10,817,392 298,823 269,818 23,725 5,280 279,643 5,280 13,900
CABLE & WIRELESS PUB SPONSORED 12683020 602,857 61,266 59,916 1,350 61,266
CABLEVISION SYS CORP CL A NY CA 12686C10 23,712,620 697,430 693,443 1,460 2,527 607,499 5,927 84,004
CABLEVISION SYS CORP CL A RAINB 12686C84 7,259,572 294,148 292,220 665 1,263 261,785 3,363 29,000
CABLE DESIGN TECHNOL COM 12692410 6,826,442 511,344 510,244 1,100 483,344 28,000
CABOT CORP COM 12705510 94,319,528 2,559,553 761,935 50,179 1,747,439 732,375 1,749,839 77,339
CABOT MICROELECTRONI COM 12709P10 54,932,747 812,014 364,186 21,716 426,112 369,292 427,112 15,610
CABOT OIL & GAS CORP CL A 12709710 11,341,986 458,077 403,941 14,150 39,986 399,511 39,986 18,580
CACI INTL INC CL A 12719030 15,894,928 452,718 452,718 440,718 12,000
CADBURY SCHWEPPES PL ADR 12720930 673,520 24,271 24,271 24,271
CADENCE DESIGN SYSTE COM 12738710 77,584,451 3,431,422 3,412,439 16,303 2,680 3,055,772 12,280 358,970
CADIZ INC COM 12753710 2,837,475 315,275 315,275 290,175 25,100
CADMUS COMMUNICATION COM 12758710 300,124 25,115 25,115 25,115
CAL DIVE INTL INC COM 12791410 7,363,776 295,734 289,934 5,800 275,534 20,200
CALGON CARBON CORP COM 12960310 2,757,656 329,076 329,076 296,276 32,800
CALIFORNIA PIZZA KIT COM 13054D10 3,526,359 140,998 140,998 131,798 9,200
CALIFORNIA WTR SVC G COM 13078810 3,673,088 143,480 143,480 133,680 9,800
CALIPER TECHNOLOGIES COM 13087610 2,662,831 205,307 204,950 357 192,107 13,200
CALLAWAY GOLF CO COM 13119310 18,534,246 962,818 961,158 1,460 200 908,248 3,200 51,370
CALLON PETE CO DEL COM 13123X10 631,651 80,981 80,981 73,781 7,200
CALPINE CORP COM 13134710 86,447,668 6,806,903 6,781,241 18,331 7,331 5,937,560 103,625 761,818
CAMBREX CORP COM 13201110 12,103,455 287,493 258,493 26,345 2,655 270,738 2,655 14,100
Page Total 1,096,715,137
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CAMDEN PPTY TR SH BEN INT 13313110 23,616,470 603,693 565,843 37,850 569,333 34,360
CAMINUS CORP COM 13376610 2,105,392 93,573 93,573 87,873 5,700
CAMPBELL SOUP CO COM 13442910 217,535,412 8,116,993 8,073,274 32,567 11,152 6,795,645 290,959 1,026,589
CDN IMPERIAL BK OF C COM 13606910 695,977 19,605 19,605 19,605
CANON INC ADR 13800630 22,866,753 615,525 222,947 392,578 604,425 11,100
CAPITAL CITY BK GROU COM 13967410 1,653,345 61,235 61,235 57,035 4,200
CAPITAL AUTOMOTIVE R COM SH BEN 13973310 9,924,546 431,502 431,402 100 420,302 11,200
CAPITAL ONE FINL COR COM 14040H10 273,388,396 4,281,729 4,259,746 20,918 1,065 3,732,577 56,301 492,851
CAPITOL FED FINL COM 14057C10 7,122,640 313,911 310,711 3,200 301,211 12,700
CAPSTONE TURBINE COR COM 14067D10 1,442,533 442,495 441,615 820 60 398,335 4,660 39,500
CAPSTEAD MTG CORP COM NO PAR 14067E50 1,851,833 95,702 95,002 650 50 90,402 50 5,250
CAPTARIS INC COM 14071N10 783,783 226,527 226,527 226,527
CARBO CERAMICS INC COM 14078110 2,872,115 70,120 69,720 400 66,620 3,500
CARAUSTAR INDS INC COM 14090910 8,616,328 824,529 287,653 536,876 797,329 27,200
CARDINAL HEALTH INC COM 14149Y10 753,427,993 10,628,128 10,248,632 334,828 44,668 9,084,252 314,069 1,223,181
CARDIODYNAMICS INTL COM 14159710 1,134,184 266,867 266,867 261,167 5,700
CAREER EDUCATION COR COM 14166510 16,377,451 413,572 412,492 1,080 382,872 30,700
CAREMARK RX INC COM 14170510 43,099,075 2,210,209 1,613,427 596,320 462 1,396,699 602,062 211,448
CARLISLE COS INC COM 14233910 21,721,363 496,829 496,429 400 475,820 21,009
CARLTON COMMUNICATIO ADR 14287220 379,182 19,596 19,596 19,596
CARNIVAL CORP COM 14365810 313,369,312 9,597,835 9,565,285 27,000 5,550 8,456,781 158,050 978,004
CARRIAGE SVCS INC CL A 14390510 261,590 51,800 51,800 51,800
CARPENTER TECHNOLOGY COM 14428510 7,711,236 266,456 266,456 254,056 12,400
CARRAMERICA RLTY COR COM 14441810 18,551,154 590,613 589,903 710 538,505 2,300 49,808
CARREKER CORP COM 14443310 1,282,284 147,051 147,051 140,051 7,000
CARRIER ACCESS CORP COM 14446010 270,642 90,214 90,214 90,214
CASCADE CORP COM 14719510 566,312 40,164 40,164 40,164
CASCADE NAT GAS CORP COM 14733910 3,700,746 174,399 174,399 162,399 12,000
CASELLA WASTE SYS IN CL A 14744810 2,149,783 180,351 180,331 20 168,431 20 11,900
CASEYS GEN STORES IN COM 14752810 6,056,572 448,635 447,915 720 418,035 30,600
CASH AMER INTL INC COM 14754D10 2,163,717 245,877 245,877 229,877 16,000
CASS INFORMATION SYS COM 14808P10 1,342,431 53,494 53,494 53,494
CASTLE A M & CO COM 14841110 718,236 66,258 66,258 66,258
CATALINA MARKETING C COM 14886710 18,023,700 493,800 491,380 520 1,900 466,808 3,200 23,792
CATALYTICA ENERGY SY COM 14888410 499,258 148,148 148,148 139,668 8,480
CATAPULT COMMUNICATI COM 14901610 2,358,980 93,462 93,462 92,462 1,000
CATELLUS DEV CORP COM 14911110 17,260,661 877,512 812,427 65,085 805,080 3,700 68,732
CATERPILLAR INC DEL COM 14912310 575,847,294 10,129,240 10,022,410 70,725 36,105 9,054,662 139,691 929,672
CATHAY BANCORP INC COM 14915010 6,011,049 83,371 76,371 7,000 69,971 7,000 6,400
CATO CORP NEW CL A 14920510 6,950,713 311,971 311,971 303,371 8,600
CEDAR FAIR L P DEPOSITRY 15018510 1,165,918 49,050 37,850 7,000 4,200 44,850 4,200
Page Total 2,396,876,359
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CELL GENESYS INC COM 15092110 6,738,896 397,575 397,075 400 100 375,275 100 22,200
CELERITEK INC COM 15092610 1,106,426 107,420 107,320 100 99,020 100 8,300
CELL THERAPEUTICS IN COM 15093410 7,530,094 303,266 302,866 400 284,666 18,600
CELESTICA INC SUB VTG SH 15101Q10 2,062,795 56,889 56,889 56,061 828
CELGENE CORP COM 15102010 11,973,876 483,793 481,643 2,050 100 432,455 2,900 48,438
CELL PATHWAYS INC NE COM 15114R10 974,065 236,999 236,999 232,499 4,500
CELLTECH GROUP PLC SPONSORED 15115810 4,968,640 269,303 30,862 238,441 264,333 4,970
CEMEX S A SPON ADR 5 15129088 1,300,114 44,012 44,012 44,012
CENDANT CORP COM 15131310 410,211,916 21,365,204 21,278,881 51,888 34,435 18,417,176 316,534 2,617,598
CENTENNIAL BANCORP COM 15133T10 2,213,907 277,432 277,432 273,353 4,079
CENTENNIAL COMMUNCTN CL A NEW 15133V20 479,019 133,061 133,061 128,461 4,600
CENTER TR INC COM 15184510 501,915 94,880 94,880 88,290 6,590
CENTERPOINT PPTYS TR SH BEN INT 15189510 24,625,720 455,610 402,045 53,565 436,282 19,328
CENTEX CONSTRUCTION COM 15231R10 4,050,996 101,835 101,635 200 97,435 4,400
CENTEX CORP COM 15231210 69,825,753 1,344,613 1,341,663 2,850 100 1,170,357 16,466 156,590
CENTILLIUM COMMUNICA COM 15231910 2,941,364 243,088 243,088 227,288 15,800
CENTRA SOFTWARE INC COM 15234X10 936,424 194,279 193,599 680 181,079 13,200
CENTRAL COAST BANCOR COM 15314510 1,275,326 64,443 64,443 63,068 1,375
CENTRAL PKG CORP COM 15478510 4,139,050 180,037 179,937 100 172,137 7,900
CENTRAL VT PUB SVC C COM 15577110 5,111,889 286,220 286,220 277,720 8,500
CENTURY ALUM CO COM 15643110 1,948,423 119,903 119,903 112,103 7,800
CENTURY BANCORP INC CL A NON V 15643210 1,342,110 58,100 4,100 54,000 4,100 54,000
CENTURY BUSINESS SVC COM 15649010 2,757,664 794,716 744,716 50,000 747,916 46,800
CEPHEID COM 15670R10 226,100 53,200 53,200 53,200
CENTURYTEL INC COM 15670010 103,146,888 3,033,732 2,771,992 201,079 60,661 2,709,333 92,103 232,296
CEPHALON INC COM 15670810 27,204,723 431,821 411,823 16,713 3,285 397,772 5,185 28,864
CERIDIAN CORP NEW COM 15677910 37,344,343 1,693,621 1,688,411 4,910 300 1,420,973 5,530 265,218
CERNER CORP COM 15678210 12,322,586 258,281 256,669 1,612 241,035 900 16,346
CERTEGY INC COM 15688010 38,670,142 974,059 966,771 6,088 1,200 856,786 3,820 111,853
CERUS CORP COM 15708510 5,790,274 108,088 108,088 100,988 7,100
CHAMPION ENTERPRISES COM 15849610 4,939,992 617,499 617,399 100 573,999 100 43,400
CHAMPIONSHIP AUTO RA COM 15871110 2,298,194 162,877 162,637 240 154,377 8,500
CHARLES RIV LABS INT COM 15986410 13,258,545 427,695 408,895 18,800 401,595 26,100
CHARTER ONE FINL INC COM 16090310 142,279,936 4,557,333 4,541,601 15,323 409 4,026,235 63,274 467,824
CHARTER MUN MTG ACCE SH BEN INT 16090810 6,597,444 418,089 418,069 20 396,569 20 21,500
CHARLOTTE RUSSE HLDG COM 16104810 4,853,659 187,111 187,111 174,111 13,000
CHARMING SHOPPES INC COM 16113310 7,794,507 984,155 984,155 887,655 96,500
CHARTER COMMUNICATIO CL A 16117M10 10,601,942 939,056 926,796 12,260 862,002 4,300 72,754
CHATEAU CMNTYS INC COM 16172610 8,399,560 292,362 292,362 271,101 21,261
CHECKFREE CORP NEW COM 16281310 10,313,932 672,794 672,569 25 200 621,762 2,500 48,532
CHECKPOINT SYS INC COM 16282510 6,251,602 391,950 390,950 1,000 373,850 18,100
Page Total 1,011,310,751
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CHEESECAKE
FACTORY I COM 16307210 14,354,469 389,010 384,148 4,712 150 362,210 150 26,650
CHELSEA PPTY
GROUP I COM 16342110 19,301,196 357,165 305,975 51,190 343,792 13,373
CHEMED CORP COM 16359610 4,880,636 130,673 130,673 123,673 7,000
CHEMFIRST INC COM 16361A10 2,854,412 106,707 106,707 99,707 7,000
CHEMICAL FINL
CORP COM 16373110 6,301,941 210,275 210,275 196,100 14,175
CHESAPEAKE CORP COM 16515910 4,546,403 167,455 167,275 100 80 156,075 80 11,300
CHESAPEAKE ENERGY
CO COM 16516710 10,341,847 1,336,156 1,329,356 6,800 1,256,356 79,800
CHEVRONTEXACO CORP COM 16676410 4,114,915,974 45,584,535 29,261,041 16,127,632 195,862 26,322,826 16,460,971 2,784,990
CHICOS FAS INC COM 16861510 14,845,254 440,512 407,688 26,789 6,035 412,927 6,035 21,550
CHILES OFFSHORE INC COM 16888M10 2,180,147 94,789 94,789 92,689 2,100
CHILDRENS PL RETAIL COM 16890510 3,812,358 115,526 115,326 200 107,126 8,400
CHIPPAC INC CL A 16965710 3,468,777 353,236 353,236 333,036 20,200
CHOICE HOTELS
INTL I COM 16990510 7,793,410 322,976 321,026 1,800 150 300,626 150 22,200
CHIRON CORP COM 17004010 171,412,045 3,735,281 3,725,133 7,987 2,161 3,195,689 164,887 372,805
CHITTENDEN CORP COM 17022810 11,261,519 386,330 370,785 6,672 8,873 348,031 8,873 29,426
CHOICEPOINT INC COM 17038810 41,677,516 723,568 721,292 2,026 250 678,416 2,750 42,402
CHORDIANT
SOFTWARE I COM 17040410 2,063,175 283,793 283,793 265,693 18,100
CHRISTOPHER & BANKS COM 17104610 6,826,065 207,795 207,795 194,195 13,600
CHUBB CORP COM 17123210 300,925,141 4,116,623 4,045,698 37,462 33,463 3,486,899 126,746 500,217
CHURCH & DWIGHT INC COM 17134010 16,358,696 555,285 555,185 100 517,545 37,740
CHURCHILL DOWNS INC COM 17148410 1,227,266 33,395 33,395 31,695 1,700
CIBER INC COM 17163B10 4,498,103 491,596 489,312 2,284 458,696 32,900
CIENA CORP COM 17177910 60,582,753 6,731,417 6,720,449 10,648 320 5,849,093 97,870 780,654
CIMA LABS INC COM 17179610 3,633,327 136,335 136,315 20 127,215 20 9,100
CINCINNATI FINL CORP COM 17206210 150,797,885 3,453,914 3,446,350 7,344 220 3,002,924 39,165 409,525
CINERGY CORP COM 17247410 128,110,732 3,583,517 3,574,900 7,837 780 3,099,509 64,099 417,009
CIPHERGEN BIOSYSTEMS COM 17252Y10 964,867 160,277 160,277 160,277
CIRCOR INTL INC COM 17273K10 1,538,073 74,124 74,124 72,424 1,700
CIRCUIT CITY CIRCT
STORE I CITY 17273710 87,803,079 4,867,133 4,853,726 13,247 160 4,125,339 52,582 686,612
CIRCUIT CITY CARMAX
STORE I GRO 17273730 8,190,896 316,740 316,740 293,840 22,900
CISCO SYS INC COM 17275R10 2,974,365,182 175,686,071 170,320,587 3,779,136 1,586,348 146,106,407 6,957,227 22,510,345
CIRRUS LOGIC INC COM 17275510 15,356,877 813,825 810,345 2,310 1,170 767,321 3,370 43,134
CINTAS CORP COM 17290810 160,866,957 3,226,373 3,203,181 6,192 17,000 2,724,227 134,373 365,773
CITIGROUP INC COM 17296710 11,198,170,288 226,134,295 223,470,198 2,094,883 569,214 103,757,538 108,359,325 13,938,642
CITIZENS BKG CORP MI COM 17442010 14,104,675 434,391 433,391 1,000 403,591 30,800
CITIZENS COMMUNICATI COM 17453B10 61,778,272 5,746,816 5,733,672 12,944 200 5,063,839 65,885 617,092
CITIZENS INC CL A 17474010 2,024,429 188,319 188,319 176,119 12,200
CITRIX SYS INC COM 17737610 68,968,713 3,991,245 3,983,685 7,440 120 3,416,098 128,421 444,326
CITY BK LYNNWOOD WAS COM 17770A10 1,978,564 79,942 79,942 74,042 5,900
CITY HLDG CO COM 17783510 2,597,956 169,248 168,948 300 158,648 10,600
CITY NATL CORP COM 17856610 28,852,323 548,419 548,319 100 520,439 1,950 26,030
Page Total 19,736,532,198
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CLAIRES STORES INC COM 17958410 11,670,487 599,101 598,621 280 200 558,301 200 40,600
CLARCOR INC COM 17989510 10,284,416 321,388 321,288 100 297,438 23,950
CLARK / BARDES INC COM 18066810 2,606,515 90,504 90,504 85,104 5,400
CLARK DICK PRODTNS I COM 18151210 201,460 14,000 14,000 14,000
CLAYTON HOMES INC COM 18419010 18,964,551 1,132,212 1,129,342 1,950 920 1,060,448 4,620 67,144
CLEAR CHANNEL COMMUN COM 18450210 645,022,094 12,546,627 12,338,655 194,084 13,888 10,908,252 179,755 1,451,185
CLEVELAND CLIFFS INC COM 18589610 4,256,164 193,462 193,362 100 186,962 6,500
CLICK COMMERCE INC COM 18681D10 207,302 163,230 163,230 152,530 10,700
CLOROX CO DEL COM 18905410 227,224,167 5,207,980 5,189,950 8,350 9,680 4,340,379 183,650 681,151
CLOSURE MED CORP COM 18909310 1,067,935 54,265 54,265 50,965 3,300
COACH INC COM 18975410 52,028,358 1,025,998 1,020,457 5,157 384 989,546 2,084 34,368
COACHMEN INDS INC COM 18987310 3,009,811 184,651 184,651 176,351 8,300
COASTAL BANCORP INC COM 19041P10 1,306,357 37,756 37,756 36,856 900
COBALT CORP COM 19074W10 889,361 99,370 99,370 99,370
COBIZ INC COM 19089710 982,227 61,198 61,198 61,198
COCA COLA BOTTLING C COM 19109810 1,399,146 28,554 28,554 27,794 760
COCA COLA CO COM 19121610 2,959,164,177 56,623,884 53,930,782 1,361,166 1,331,936 46,612,814 3,136,146 6,842,601
COCA COLA ENTERPRISE COM 19121910 139,317,213 7,418,382 7,406,762 10,990 630 6,637,281 109,321 671,780
COCA-COLA FEMSA S A SPON ADR R 19124110 1,561,643 57,287 57,287 27,887 19,800 9,600
COGNEX CORP COM 19242210 9,412,330 323,893 311,333 460 12,100 291,193 12,100 20,600
COGNIZANT TECHNOLOGY CL A 19244610 10,081,771 239,472 239,472 235,572 3,900
COHERENT INC COM 19247910 9,227,342 272,193 271,783 410 254,393 17,800
COHU INC COM 19257610 7,451,303 261,541 261,521 20 246,741 14,800
COINSTAR INC COM 19259P30 6,781,156 201,281 201,241 40 185,881 15,400
COLDWATER CREEK INC COM 19306810 670,511 37,754 37,754 37,754
COLE NATIONAL CORP N CL A 19329010 1,810,126 94,771 94,771 92,371 2,400
COLE KENNETH PRODTNS CL A 19329410 1,957,346 97,526 97,526 92,026 5,500
COLES MYER LTD SPON ADR N 19387040 439,825 12,050 12,050 12,050
COLGATE PALMOLIVE CO COM 19416210 703,967,299 12,317,888 11,790,456 450,778 76,654 10,417,195 547,678 1,353,015
COLLINS & AIKMAN COR COM 19483010 7,320,105 1,092,553 1,092,553 1,017,933 74,620
COLONIAL BANCGROUP I COM 19549330 32,877,697 2,203,599 2,192,023 11,576 2,130,679 72,920
COLONIAL PPTYS TR COM SH BEN 19587210 7,390,076 214,516 214,516 200,434 14,082
COLUMBIA BKG SYS INC COM 19723610 1,481,300 111,376 111,376 109,066 2,310
COLUMBIA LABS INC COM 19777910 1,101,424 222,510 222,510 207,310 15,200
COLUMBIA SPORTSWEAR COM 19851610 2,915,293 86,894 86,344 550 79,694 7,200
COMARCO INC COM 20008010 258,168 24,800 24,800 24,800
COMCAST CORP CL A 20030010 426,320 12,745 8,600 3,545 600 10,645 600 1,500
COMCAST CORP CL A SPL 20030020 646,516,323 20,330,702 19,863,473 418,644 48,585 17,400,480 321,047 2,595,670
COMDISCO INC COM 20033610 342,441 1,037,700 1,037,300 400 964,900 72,800
COMERICA INC COM 20034010 261,577,639 4,180,560 4,016,501 156,919 7,140 3,603,730 57,626 516,504
COMMERCE BANCORP INC COM 20051910 33,115,141 737,531 735,589 1,742 200 698,403 2,400 36,728
Page Total 5,828,284,320
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COMMERCE BANCSHARES COM 20052510 25,344,471 573,145 530,593 40,158 2,394 525,531 4,922 42,692
COMMERCE GROUP INC M COM 20064110 12,748,592 329,421 292,921 36,500 312,521 16,900
COMMERCE ONE INC DEL COM 20069310 4,206,221 2,696,296 2,576,357 79,290 40,649 2,473,997 40,649 181,650
COMMERCIAL FEDERAL C COM 20164710 24,959,111 927,848 927,748 100 891,608 100 36,140
COMMERCIAL METALS CO COM 20172310 7,241,220 172,410 172,410 162,410 10,000
COMMERCIAL NET LEASE COM 20221810 5,080,490 363,932 363,912 20 341,632 22,300
COMMONWEALTH BANCORP COM 20268X10 1,930,366 77,806 77,806 75,906 1,900
COMMONWEALTH INDS IN COM 20300410 207,747 28,074 28,074 28,074
COMMONWEALTH TEL ENT COM 20334910 6,163,796 161,145 160,645 500 153,345 7,800
COMMSCOPE INC COM 20337210 11,105,532 638,249 636,699 1,250 300 605,649 300 32,300
COMMUNITY BK SYS INC COM 20360710 3,118,263 103,425 103,425 98,405 5,020
COMMUNITY BKS INC MI COM 20362810 1,978,667 71,613 71,613 67,313 4,300
COMMUNITY HEALTH SYS COM 20366810 10,090,981 456,399 403,412 47,557 5,430 424,191 7,130 25,078
COMMUNITY FIRST BANK COM 20390210 10,676,921 412,874 412,874 388,874 24,000
COMMUNITY TR BANCORP COM 20414910 2,602,982 101,560 101,560 95,160 6,400
COMPANHIA BRASILEIRA ADR 20440T20 292,852 12,901 12,901 12,901
COMPANHIA SIDERURGIC SPONSORED 20440W10 500,501 27,652 27,652 3,415 17,828 6,409
COMPANHIA ENERGETICA SP ADR N-V 20440960 357,406 23,987 23,987 6,367 17,620
COMPANHIA DE BEBIDAS SPONSORED 20441W10 470,016 29,376 29,376 29,376
COMPANHIA DE BEBIDAS SPON ADR P 20441W20 1,337,683 68,564 68,564 6,310 62,254
COMPANHIA VALE DO RI SPON ADR P 20441210 1,180,893 44,562 44,562 39,283 5,279
COMPANIA CERVECERIAS SPONSORED 20442910 454,744 27,477 27,477 6,788 17,769 2,920
COMPANIA DE TELECOMU SPON ADR N 20444930 787,646 52,615 52,615 10,988 33,228 8,399
COMPASS BANCSHARES I COM 20449H10 56,991,483 1,846,177 1,839,277 6,500 400 1,749,607 5,300 91,270
COMPAQ COMPUTER CORP COM 20449310 379,768,225 36,341,457 36,170,249 134,798 36,410 31,787,303 624,101 3,930,053
COMPUCREDIT CORP COM 20478N10 971,456 169,835 169,835 161,035 8,800
COMPUTER ASSOC INTL COM 20491210 272,323,376 12,440,538 12,419,510 20,276 752 10,690,129 165,697 1,576,663
COMPUTER NETWORK TEC COM 20492510 3,791,601 286,808 277,448 9,360 270,708 16,100
COMPUTER SCIENCES CO COM 20536310 194,745,411 3,837,348 3,750,090 42,288 44,970 3,270,060 93,156 471,632
COMPUTER TASK GROUP COM 20547710 375,162 64,907 64,907 64,907
COMPUTERIZED THERMAL COM 20557C10 536,401 510,859 510,859 471,359 39,500
COMPX INTERNATIONAL CL A 20563P10 341,080 27,396 27,296 100 26,696 700
COMPUWARE CORP COM 20563810 110,902,490 8,590,433 8,577,398 12,395 640 7,385,737 152,678 1,045,018
COMSTOCK RES INC COM NEW 20576820 3,243,668 424,564 424,464 100 410,564 14,000
COMVERSE TECHNOLOGY COM PAR $0 20586240 47,696,240 3,764,502 3,755,012 9,270 220 3,270,872 51,410 440,020
CONAGRA FOODS INC COM 20588710 889,852,537 36,694,950 12,206,603 24,466,807 21,540 9,977,666 25,284,648 1,424,102
CONCEPTUS INC COM 20601610 1,941,331 90,085 88,085 2,000 81,885 2,000 6,200
CONCORD CAMERA CORP COM 20615610 1,899,091 210,776 210,776 196,676 14,100
CONCORD COMMUNICATIO COM 20618610 393,093 18,586 15,586 3,000 18,586
CONCORD EFS INC COM 20619710 358,387,120 10,778,560 10,738,330 39,510 720 9,165,109 342,484 1,263,453
CONCURRENT COMPUTER COM 20671020 4,829,464 581,163 578,863 2,300 546,063 35,100
Page Total 2,461,826,330
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CONECTIV INC COM 20682910 22,609,254 908,367 900,267 7,500 600 846,495 3,900 57,972
CONESTOGA ENTERPRISE COM 20701510 2,306,447 76,221 76,221 71,221 5,000
CONEXANT SYSTEMS INC COM 20714210 61,197,130 5,078,600 5,045,102 18,969 14,529 4,448,791 141,052 488,757
CONMED CORP COM 20741010 6,394,050 255,762 255,222 540 242,112 13,650
CONNECTICUT BANCSHAR COM 20754010 3,107,029 113,024 113,024 106,024 7,000
CONNECTICUT WTR SVC COM 20779710 1,967,177 71,821 71,821 66,121 5,700
CONNETICS CORP COM 20819210 2,724,768 280,904 280,904 262,104 18,800
CONOCO INC COM 20825150 394,526,585 13,520,445 13,418,879 78,803 22,763 12,087,580 204,320 1,228,545
CONSECO INC COM 20846410 23,454,885 6,479,250 6,452,886 20,950 5,414 5,764,363 74,516 640,371
CONSOL ENERGY INC COM 20854P10 9,977,913 380,111 380,011 100 367,311 12,800
CONSOLIDATED EDISON COM 20911510 188,760,167 4,503,941 4,482,431 14,452 7,058 3,871,754 77,789 551,098
CONSOLIDATED FREIGHT COM 20923210 792,036 151,152 151,152 141,852 9,300
CONSOLIDATED GRAPHIC COM 20934110 6,738,498 338,618 96,920 241,698 94,820 241,698 2,100
CONSTELLATION BRANDS CL A 21036P10 28,427,730 517,244 486,831 26,663 3,750 483,520 5,050 28,674
CONSTELLATION ENERGY COM 21037110 112,239,518 3,638,234 3,623,010 10,904 4,320 3,145,375 50,815 438,944
CONTINENTAL AIRLS IN CL B 21079530 13,616,595 480,812 477,702 3,090 20 438,018 2,020 40,774
CONVERA CORP CL A 21191910 612,301 174,445 174,445 173,145 1,300
CONVERGYS CORP COM 21248510 124,261,360 4,202,278 3,908,302 200,930 93,046 3,526,164 299,042 374,272
COOPER CAMERON CORP COM 21664010 27,082,984 529,896 529,496 300 100 478,592 2,200 49,104
COOPER COS INC COM NEW 21664840 15,637,971 329,915 328,515 1,400 320,115 9,800
COOPER INDS INC COM 21666910 112,179,543 2,674,125 2,664,853 8,772 500 2,345,535 30,351 296,239
COOPER TIRE & RUBR C COM 21683110 34,719,152 1,603,656 1,598,971 3,685 1,000 1,444,611 21,000 138,045
COORS ADOLPH CO CL B 21701610 54,119,576 802,128 800,678 1,450 692,109 6,975 103,044
COORSTEK INC COM 21702010 3,308,115 86,104 86,104 80,904 5,200
COPART INC COM 21720410 18,331,199 1,021,806 1,019,988 1,334 484 982,652 484 38,670
COPPER MTN NETWORKS COM 21751010 449,464 473,120 467,795 5,325 443,020 30,100
CORDIANT COMMS GRP P SPON ADR N 21851420 629,669 91,655 91,655 91,655
CORILLIAN CORP COM 21872510 506,510 153,488 153,488 153,488
CORINTHIAN COLLEGES COM 21886810 4,387,942 86,804 86,804 80,304 6,500
CORIXA CORP COM 21887F10 2,343,804 379,871 379,251 520 100 354,639 100 25,132
CORN PRODS INTL INC COM 21902310 14,266,306 443,053 436,296 1,815 4,942 415,111 4,942 23,000
CORNERSTONE RLTY INC COM 21922V10 6,194,906 555,597 555,597 511,017 44,580
CORNING INC COM 21935010 154,583,000 20,286,483 20,023,268 209,053 54,162 17,482,400 318,106 2,470,077
CORPORATE EXECUTIVE COM 21988R10 12,173,219 324,524 324,324 200 302,924 21,600
CORPORATE OFFICE PPT SH BEN INT 22002T10 10,055,389 767,587 557,892 209,695 759,761 7,826
CORRECTIONAL PPTYS T COM 22025E10 238,656 12,594 12,594 12,594
CORRECTIONS CORP AME COM NEW 22025Y40 3,409,016 262,232 262,228 4 246,732 15,500
CORUS BANKSHARES INC COM 22087310 5,811,540 122,271 122,271 115,571 6,700
CORUS ENTERTAINMENT COM CL B N 22087410 1,225,360 53,000 53,000 53,000
CORVAS INTL INC COM 22100510 1,504,902 264,482 264,482 247,482 17,000
CORVEL CORP COM 22100610 1,994,177 66,829 66,829 61,579 5,250
Page Total 1,488,865,843
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CORVIS CORP COM 22100910 2,014,094 1,612,566 1,593,686 18,700 180 1,442,186 12,380 158,000
COSINE COMMUNICATION COM 22122210 850,098 739,216 739,216 684,916 54,300
COST PLUS INC CALIF COM 22148510 5,468,158 199,845 199,805 40 184,945 14,900
COSTCO WHSL CORP NEW COM 22160K10 389,592,628 9,783,843 9,752,056 30,971 816 8,346,477 124,717 1,305,864
COSTAR GROUP INC COM 22160N10 2,717,657 119,405 119,405 110,805 8,600
COUNTRYWIDE CR INDS COM 22237210 130,059,610 2,906,360 2,901,630 4,630 100 2,559,850 33,730 310,580
COUSINS PPTYS INC COM 22279510 14,972,654 574,766 574,766 540,871 33,895
COVANTA ENERGY CORP COM 22281N10 340,360 472,723 472,273 450 440,023 32,700
COVANSYS CORP COM 22281W10 1,492,380 198,984 198,984 184,784 14,200
COVANCE INC COM 22281610 19,785,391 975,611 919,121 56,490 936,011 39,600
COVENANT TRANS INC CL A 22284P10 1,019,573 69,548 69,548 68,148 1,400
COVENTRY HEALTH CARE COM 22286210 29,132,402 1,120,477 1,118,437 1,940 100 1,082,077 100 38,300
COX COMMUNICATIONS I CL A 22404410 85,255,879 2,265,034 2,251,616 8,550 4,868 1,855,420 12,468 394,298
COX RADIO INC CL A 22405110 7,017,327 247,089 242,529 4,560 223,775 1,500 21,814
CRANE CO COM 22439910 37,841,512 1,384,108 1,375,745 3,130 5,233 1,260,894 21,162 102,052
CRAWFORD & CO CL B 22463310 4,640,658 342,484 342,484 315,984 26,500
CREDENCE SYS CORP COM 22530210 16,242,823 739,655 738,405 1,050 200 701,835 200 37,620
CREDIT ACCEP CORP MI COM 22531010 1,590,537 147,272 147,272 140,672 6,600
CREDIT SUISSE GROUP SPONSORED 22540110 2,404,946 64,355 64,355 64,355
CREE INC COM 22544710 14,024,738 1,028,961 1,027,661 1,000 300 979,463 3,100 46,398
CRESCENT REAL ESTATE COM 22575610 22,537,387 1,161,721 1,158,901 2,820 1,007,113 3,500 149,508
CRESTLINE CAP CORP COM 22615310 4,597,915 136,680 136,640 40 128,380 8,300
CROMPTON CORP COM 22711610 17,796,584 1,441,019 1,431,082 8,190 1,747 1,360,312 1,747 78,960
CROSS CTRY INC COM 22748P10 572,400 21,200 21,200 21,200
CROSSMANN CMNTYS INC COM 22764E10 3,300,297 72,967 72,967 68,467 4,500
CROSSROADS SYS INC COM 22765D10 586,218 165,132 163,332 1,800 164,032 1,100
CROWN AMERN RLTY TR SH BEN INT 22818610 3,670,265 376,824 376,824 362,368 14,456
CROWN CASTLE INTL CO COM 22822710 8,894,131 1,345,557 1,340,482 4,875 200 1,216,619 8,000 120,938
CROWN CORK & SEAL IN COM 22825510 11,307,063 1,263,359 1,261,359 2,000 1,145,676 117,683
CROWN MEDIA HLDGS IN CL A 22841110 3,384,009 272,904 272,824 80 255,584 80 17,240
CRYOLIFE INC COM 22890310 3,046,446 145,763 145,763 134,963 10,800
CUBIC CORP COM 22966910 3,501,544 53,565 53,565 50,165 3,400
CUBIST PHARMACEUTICA COM 22967810 4,554,673 246,465 246,065 400 228,965 17,500
CULLEN FROST BANKERS COM 22989910 13,259,381 369,651 368,451 1,100 100 332,864 2,100 34,687
CUMMINS INC COM 23102110 56,111,176 1,188,041 1,186,041 2,000 1,101,200 12,618 74,223
CUMULUS MEDIA INC CL A 23108210 8,229,721 459,761 401,471 46,395 11,895 425,566 11,895 22,300
CURAGEN CORP COM 23126R10 6,046,300 376,482 272,598 103,584 300 245,638 104,884 25,960
CURATIVE HEALTH SVCS COM 23126410 432,999 40,581 40,581 40,581
CURIS INC COM 23126910 652,627 306,398 266,398 40,000 246,798 40,000 19,600
CURTISS WRIGHT CORP COM 23156110 6,612,494 99,436 97,736 1,700 92,936 6,500
CYBERONICS INC COM 23251P10 2,961,731 185,224 178,964 6,260 172,724 12,500
Page Total 948,518,786
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CYBEROPTICS CORP COM 23251710 602,339 46,441 46,441 46,441
CYGNUS INC COM 23256010 1,245,100 318,440 316,440 2,000 300,740 2,000 15,700
CYMER INC COM 23257210 15,263,249 307,355 306,695 560 100 287,755 100 19,500
CYPRESS SEMICONDUCTO COM 23280610 32,137,003 1,397,261 1,393,431 3,310 520 1,282,588 4,820 109,853
CYSIVE INC COM 23281T10 322,006 132,024 132,024 132,024
CYTEC INDS INC COM 23282010 15,895,788 522,544 509,364 680 12,500 484,224 12,500 25,820
CYTOGEN CORP COM 23282410 1,637,183 765,039 764,039 1,000 712,039 53,000
CYTYC CORP COM 23294610 34,290,076 1,273,777 1,265,937 7,540 300 1,194,261 5,100 74,416
DDI CORP COM 23316210 4,343,237 509,172 509,172 483,372 25,800
DMC STRATEX NETWORKS COM 23322L10 4,996,835 918,536 918,236 200 100 871,636 100 46,800
DQE INC COM 23329J10 18,048,078 846,930 842,955 3,375 600 662,956 143,494 40,480
DPL INC COM 23329310 44,186,093 1,729,397 1,721,292 7,355 750 1,639,607 6,350 83,440
DRS TECHNOLOGIES INC COM 23330X10 9,407,284 226,955 226,855 100 216,555 100 10,300
D R HORTON INC COM 23331A10 31,187,852 827,264 824,227 3,037 765,854 2,800 58,610
DSP GROUP INC COM 23332B10 7,183,516 350,929 349,929 800 200 333,229 200 17,500
DST SYS INC DEL COM 23332610 63,650,127 1,278,115 1,236,556 1,740 39,819 1,148,942 42,419 85,154
DTE ENERGY CO COM 23333110 161,707,682 3,554,015 3,547,933 5,188 894 3,054,152 63,806 433,357
DVI INC COM 23334310 4,109,603 223,348 202,348 21,000 216,908 6,440
DAISYTEK INTL CORP COM 23405310 2,579,026 162,101 162,061 40 150,761 40 11,300
DAKTRONICS INC COM 23426410 974,692 121,989 121,989 113,589 8,400
DANA CORP COM 23581110 87,520,114 4,076,391 4,064,708 9,017 2,666 3,595,576 35,776 443,039
DANAHER CORP DEL COM 23585110 218,720,578 3,079,704 3,048,566 30,488 650 2,720,776 47,103 310,225
DARDEN RESTAURANTS I COM 23719410 118,072,453 2,908,905 2,900,320 5,785 2,800 2,515,097 45,207 348,601
DATASCOPE CORP COM 23811310 4,113,285 140,146 139,646 500 131,746 8,400
DATASTREAM SYS INC COM 23812410 1,669,005 185,445 185,445 173,045 12,400
DAVITA INC COM 23918K10 42,011,712 1,660,542 1,659,162 1,280 100 1,577,678 18,300 64,564
DEAN FOODS CO NEW COM 24237010 44,638,378 589,519 586,162 3,173 184 561,226 184 28,109
DEB SHOPS INC COM 24272810 2,831,071 105,637 105,637 105,637
DECODE GENETICS INC COM 24358610 1,437,111 252,568 252,568 233,568 19,000
DEERE & CO COM 24419910 235,565,560 5,171,582 5,156,274 12,953 2,355 4,428,841 50,858 688,004
DEL MONTE FOODS CO COM 24522P10 2,602,463 267,468 265,128 2,340 251,388 16,080
DELIAS CORP CL A 24688Q10 1,971,906 309,610 308,753 857 292,810 16,800
DELL COMPUTER CORP COM 24702510 1,568,097,565 60,057,356 58,920,638 974,292 162,426 50,262,689 2,024,954 7,734,054
DELPHI CORP COM 24712610 948,097,196 59,293,133 59,242,736 44,574 5,823 10,158,609 47,499,510 1,626,314
DELPHI FINL GROUP IN CL A 24713110 6,834,969 174,317 159,981 300 14,036 148,881 14,036 11,400
DELTA & PINE LD CO COM 24735710 7,785,895 410,432 409,952 480 389,932 20,500
DELTA AIR LINES INC COM 24736110 81,331,613 2,485,685 2,480,085 5,400 200 2,181,420 27,218 277,047
DELTAGEN INC COM 24783R10 713,388 105,844 105,844 105,844
DELTIC TIMBER CORP COM 24785010 5,140,261 169,926 169,926 163,526 6,400
DENBURY RES INC COM NEW 24791620 1,717,954 202,589 202,589 192,289 10,300
DELUXE CORP COM 24801910 83,777,183 1,811,007 1,787,347 12,070 11,590 1,584,716 59,966 166,325
Page Total 3,918,416,429
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DENDREON CORP COM 24823Q10 830,642 134,191 134,091 100 124,591 100 9,500
DENDRITE INTL INC COM 24823910 4,768,080 445,615 445,555 60 425,315 20,300
DENTSPLY INTL INC NE COM 24903010 36,435,946 983,161 965,251 2,610 15,300 916,564 18,050 48,547
DESERT CMNTY BK VICT COM 25037Y10 316,741 11,930 11,930 11,930
DEUTSCHE TELEKOM AG SPONSORED 25156610 2,400,619 160,255 158,514 1,741 159,889 366
DEVELOPERS DIVERSIFI COM 25159110 20,191,500 961,500 875,030 86,470 910,644 50,856
DEVON ENERGY CORP NE COM 25179M10 151,368,589 3,135,873 3,120,549 8,204 7,120 2,698,635 76,409 358,529
DEVRY INC DEL COM 25189310 24,119,245 800,506 796,486 3,720 300 736,622 2,600 61,284
DIAGEO P L C SPON ADR N 25243Q20 6,586,926 125,537 66,136 59,401 119,037 6,500
DIAGNOSTIC PRODS COR COM 25245010 12,092,716 279,924 279,924 266,424 13,500
DIAL CORP NEW COM 25247D10 27,529,424 1,527,715 1,525,840 1,575 300 1,465,815 300 61,600
DIAMOND OFFSHORE DRI COM 25271C10 13,919,702 445,288 441,818 3,330 140 386,141 2,240 56,907
DIAMONDCLUSTER INTL CL A 25278P10 3,245,878 251,229 246,229 5,000 232,829 5,000 13,400
DIANON SYS INC COM 25282610 5,359,866 82,612 82,612 75,822 6,790
DIEBOLD INC COM 25365110 39,691,026 974,252 933,832 29,996 10,424 912,526 13,324 48,402
DIGENE CORP COM 25375210 7,818,024 218,686 218,686 210,886 7,800
DIGEX INC DEL CL A 25375610 234,047 188,748 186,828 920 1,000 172,748 1,000 15,000
DIGI INTL INC COM 25379810 254,231 46,648 46,622 26 46,648
DIGIMARC CORP COM 25380710 1,823,199 93,163 93,163 86,463 6,700
DIGITAL INSIGHT CORP COM 25385P10 6,888,354 250,031 250,011 20 235,331 14,700
DIGITAL LIGHTWAVE IN COM 25385510 761,916 122,298 122,198 100 114,798 100 7,400
DIGITAL RIV INC COM 25388B10 546,785 36,920 36,920 36,920
DIGITAS INC COM 25388K10 699,675 127,678 95,378 30,300 2,000 125,678 2,000
DIGITALTHINK INC COM 25388M10 474,293 210,797 210,797 198,697 12,100
DIGITAL GENERATION S COM 25392110 271,315 237,996 237,996 237,996
DIME CMNTY BANCSHARE COM 25392210 4,198,409 136,312 136,312 127,612 8,700
DILLARDS INC CL A 25406710 58,877,794 2,467,636 2,465,186 2,350 100 2,260,063 21,200 186,373
DIMON INC COM 25439410 3,095,885 448,679 448,679 447,779 900
DIONEX CORP COM 25454610 5,248,345 215,715 215,575 40 100 194,715 100 20,900
DISNEY WALT CO COM DISNEY 25468710 1,179,547,505 51,106,911 48,188,524 1,984,883 933,504 43,389,679 1,540,945 6,144,798
DISTRIBUCION Y SERVI SPONSORED 25475310 240,307 16,688 16,688 4,361 10,374 1,953
DIRECT FOCUS INC COM 25493110 16,797,020 441,446 440,664 782 421,871 19,575
DITECH COMMUNICATION COM 25500M10 1,035,904 231,746 227,537 4,209 214,746 17,000
DIVERSA CORP COM 25506410 4,374,273 344,431 344,424 7 327,031 17,400
DIVINE INC CL A 25540210 816,584 1,633,169 1,632,971 198 1,569,186 63,983
DOBSON COMMUNICATION CL A 25606910 756,718 240,228 240,128 100 221,828 18,400
DOCENT INC COM 25608L10 530,824 299,901 299,901 277,201 22,700
DR REDDYS LABS LTD ADR 25613520 956,080 43,242 43,242 43,242
DOCUMENTUM INC COM 25615910 9,460,859 371,743 364,123 1,420 6,200 341,243 6,200 24,300
DOLE FOOD INC COM 25660510 29,224,661 942,731 941,031 1,000 700 898,031 9,000 35,700
DOLLAR GEN CORP COM 25666910 102,761,704 6,312,144 6,303,128 8,520 496 5,543,133 92,653 676,358
Page Total 1,786,551,611
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DOLLAR THRIFTY AUTOM COM 25674310 4,561,843 215,690 215,450 240 198,090 17,600
DOLLAR TREE STORES I COM 25674710 37,831,504 1,153,048 1,144,727 8,071 250 1,083,260 4,250 65,538
DOMINION RES INC VA COM 25746U10 367,568,732 5,641,018 5,554,895 54,764 31,359 4,828,388 111,636 696,893
DONALDSON INC COM 25765110 23,280,102 578,963 573,058 5,905 540,063 38,900
DONNELLEY R R & SONS COM 25786710 86,119,943 2,769,130 2,761,545 7,425 160 2,364,758 46,318 355,654
DORAL FINL CORP COM 25811P10 13,024,510 383,638 383,638 360,738 22,900
DOUBLECLICK INC COM 25860930 10,961,066 914,184 910,344 3,740 100 835,520 4,800 73,864
DOVER CORP COM 26000310 197,869,116 4,826,076 4,730,859 18,139 77,078 4,066,118 143,385 613,473
DOW CHEM CO COM 26054310 675,347,507 20,640,205 20,451,860 101,682 86,663 17,986,646 343,115 2,297,073
DOW JONES & CO INC COM 26056110 276,863,346 4,755,468 1,697,140 49,187,009,141 1,483,412 3,076,834 194,222
DOWNEY FINL CORP COM 26101810 12,807,991 280,877 280,877 267,077 13,800
DRESS BARN INC COM 26157010 5,637,536 190,393 190,353 40 179,893 10,500
DREXLER TECHNOLOGY C COM 26187610 387,952 17,250 6,400 950 9,900 7,350 9,900
DREYERS GRAND ICE CR COM 26187810 17,841,530 433,152 402,212 25,530 5,410 415,442 5,410 12,300
DRIL-QUIP INC COM 26203710 1,696,311 66,133 66,133 62,233 3,900
DU PONT E I DE NEMOU COM 26353410 1,713,773,026 36,347,254 35,605,278 437,181 304,795 32,974,663 667,373 2,689,760
DUANE READE INC COM 26357810 3,701,407 108,929 108,509 320 100 103,829 100 5,000
DUKE ENERGY CORP WHEN ISSUE 26439910 2,422,641,992 64,091,058 17,379,444 46,512,700 198,914 15,571,383 46,313,116 2,193,865
DUKE REALTY CORP COM NEW 26441150 35,615,086 1,369,811 1,368,131 1,680 1,247,740 5,400 116,671
DUN & BRADSTREET COR COM 26483E10 38,710,435 967,519 961,675 4,669 1,175 886,776 4,215 76,528
DURA AUTOMOTIVE SYST CL A 26590310 3,791,174 197,766 197,766 195,366 2,400
DUPONT PHOTOMASKS IN COM 26613X10 5,956,340 114,545 114,545 110,245 4,300
DURECT CORP COM 26660510 1,927,822 247,474 247,474 234,674 12,800
DUSA PHARMACEUTICALS COM 26689810 443,141 110,509 110,509 100,709 9,800
DURASWITCH INDUSTRIE COM NEW 26690520 235,567 32,050 32,050 32,050
DYAX CORP COM 26746E10 615,940 167,375 164,130 3,145 100 155,275 100 12,000
DYCOM INDS INC COM 26747510 17,618,395 1,178,488 1,175,488 3,000 1,151,488 27,000
DYNACQ INTL INC COM PAR $. 26791930 653,265 43,063 43,063 43,063
DYNEGY INC NEW CL A 26816Q10 209,228,301 7,214,769 7,201,524 12,685 560 6,397,261 92,369 720,639
EDP-ELECTRICIDADE DE SPONSORED 26835310 714,013 33,664 33,664 33,664
EEX CORP COM NEW 26842V20 635,182 308,341 308,341 302,941 5,400
EGL INC COM 26848410 7,525,786 474,813 474,773 40 453,313 21,500
E M C CORP MASS COM 26864810 641,829,431 53,844,751 51,276,202 1,852,941 715,608 44,770,221 2,360,519 6,680,759
EMC INS GROUP INC COM 26866410 558,610 28,085 28,085 28,085
ENSCO INTL INC COM 26874Q10 45,885,738 1,522,420 1,514,450 7,670 300 1,385,769 5,400 131,251
ENI S P A SPONSORED 26874R10 770,935 10,700 10,700 10,700
EOG RES INC COM 26875P10 107,585,805 2,652,510 2,559,935 65,050 27,525 2,274,207 50,694 327,609
E ON AG SPONSORED 26878010 8,695,393 172,186 49,296 122,890 169,776 2,410
E PIPHANY INC COM 26881V10 4,933,587 652,591 650,441 2,050 100 609,391 100 43,100
EPIQ SYS INC COM 26882D10 2,486,513 156,090 156,090 154,190 1,900
ESS TECHNOLOGY INC COM 26915110 12,005,701 578,867 578,767 100 559,267 19,600
Page Total 7,020,337,574
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E TRADE GROUP INC COM 26924610 41,123,499 4,365,552 4,345,291 17,801 2,460 4,160,908 14,260 190,384
EARTHSHELL CORP COM 27032B10 591,783 405,331 402,831 2,500 396,831 2,500 6,000
EARTHLINK INC COM 27032110 9,210,922 907,480 901,150 3,000 3,330 850,450 6,230 50,800
EAST WEST BANCORP IN COM 27579R10 8,738,495 298,344 298,344 277,144 21,200
EASTGROUP PPTY INC COM 27727610 4,778,969 185,519 185,519 168,615 16,904
EASTMAN CHEM CO COM 27743210 81,327,075 1,666,880 1,663,164 2,208 1,508 1,485,190 21,454 160,236
EASTMAN KODAK CO COM 27746110 293,134,649 9,404,384 9,357,431 21,010 25,943 8,511,015 123,759 764,910
EATON CORP COM 27805810 125,996,620 1,555,898 1,501,524 54,074 300 1,301,322 71,798 181,678
EATON VANCE CORP COM NON VT 27826510 28,612,509 716,208 715,428 740 40 676,020 2,340 37,848
EBAY INC COM 27864210 81,752,590 1,443,372 1,437,963 4,309 1,100 1,184,727 6,700 249,813
ECHELON CORP COM 27874N10 4,197,888 233,216 231,946 1,270 219,716 13,500
ECHOSTAR COMMUNICATI CL A 27876210 43,189,444 1,525,051 1,516,571 8,380 100 1,274,148 8,300 242,603
ECLIPSYS CORP COM 27885610 7,660,483 466,818 465,367 1,411 40 439,828 40 26,950
ECOLAB INC COM 27886510 173,462,091 3,794,009 3,280,370 416,275 97,364 3,262,370 189,338 342,301
EDEN BIOSCIENCE CORP COM 27944510 417,914 174,131 174,031 100 161,731 12,400
EDGAR ONLINE INC COM 27976510 374,680 116,000 116,000 116,000
EDISON INTL COM 28102010 531,855,664 31,752,577 31,735,907 15,830 840 6,055,975 24,818,786 872,116
EDISON SCHOOLS INC CL A 28103310 6,436,645 463,068 386,158 66,760 10,150 436,758 10,150 16,160
EDO CORP COM 28134710 2,665,184 98,674 98,674 93,474 5,200
EDUCATION MGMT CORP COM 28139T10 21,689,802 514,342 514,342 500,342 14,000
J D EDWARDS & CO COM 28166710 17,629,030 977,219 976,019 1,100 100 914,619 100 62,500
EDWARDS LIFESCIENCES COM 28176E10 66,119,162 2,365,623 1,285,665 1,079,375 583 1,247,598 1,078,105 39,920
EDWARDS AG INC COM 28176010 45,448,668 1,033,394 1,012,386 19,815 1,193 932,435 4,693 96,266
EFUNDS CORP COM 28224R10 7,066,606 440,287 433,838 2,926 3,523 407,624 3,523 29,140
EL PASO CORP COM 28336L10 514,629,112 11,688,147 11,566,298 77,859 43,990 10,031,459 270,015 1,378,740
EL PASO ELEC CO COM NEW 28367785 11,897,818 760,244 759,424 820 720,744 39,500
ELAN PLC ADR 28413120 363,092 26,103 24,773 1,330 25,403 700
ELANTEC SEMICONDUCTO COM 28415510 15,077,964 352,536 352,236 300 339,036 13,500
ELCOR CORP COM 28444310 4,519,853 203,597 203,597 189,197 14,400
ELECTRO RENT CORP COM 28521810 2,909,120 212,035 212,035 203,035 9,000
ELECTRO SCIENTIFIC I COM 28522910 14,975,373 408,605 408,145 460 391,005 17,600
ELECTROGLAS INC COM 28532410 4,593,352 271,796 271,796 256,096 15,700
ELECTRONIC ARTS INC COM 28551210 110,094,390 1,810,763 1,806,898 3,430 435 1,618,825 5,235 184,503
ELECTRONIC DATA SYS COM 28566110 846,422,851 14,596,014 14,562,610 30,300 3,104 9,310,814 3,792,139 1,486,019
ELECTRONICS BOUTIQUE COM 28604510 3,662,838 106,077 106,077 102,577 3,500
ELECTRONICS FOR IMAG COM 28608210 16,145,669 882,277 880,777 1,400 100 847,677 100 34,500
ELIZABETH ARDEN INC COM 28660G10 1,044,294 89,639 89,639 83,839 5,800
ELSEVIER N V SPON ADR N 29025910 2,369,464 88,545 88,545 24,858 63,687
EMBARCADERO TECHNOLO COM 29078710 1,501,575 109,925 109,925 104,325 5,600
EMBRAER-EMPRESA BRAS SP ADR PFD 29081M10 1,696,310 84,059 84,059 49,427 25,610 9,022
EMBRATEL PARTICIPACO SPON ADR P 29081N10 253,009 73,336 73,336 9,981 49,945 13,410
Page Total 3,155,636,456
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EMBREX INC COM 29081710 371,130 17,800 6,800 8,500 2,500 15,300 2,500
EMCOR GROUP INC COM 29084Q10 9,366,478 161,491 161,491 154,791 6,700
EMCORE CORP COM 29084610 2,194,395 228,345 228,105 240 212,645 15,700
EMERSON ELEC CO COM 29101110 601,737,593 10,485,060 9,443,173 683,511 358,376 8,651,863 547,444 1,280,019
EMEX CORP COM 29120610 320,613 99,261 99,261 98,461 800
EMISPHERE TECHNOLOGI COM 29134510 2,520,779 148,194 147,794 400 137,694 10,500
EMMIS COMMUNICATIONS CL A 29152510 10,466,303 391,410 390,910 400 100 359,510 1,200 30,700
EMPIRE DIST ELEC CO COM 29164110 4,599,534 215,032 214,132 800 100 202,332 100 12,600
EMPRESA NACIONAL DE SPONSORED 29244T10 409,652 43,580 43,580 12,993 25,093 5,494
EMULEX CORP COM NEW 29247520 21,224,965 644,548 599,549 34,929 10,070 577,714 13,070 53,764
ENCOMPASS SVCS CORP COM 29255U10 1,009,930 570,582 570,422 160 523,582 47,000
ENCORE ACQUISITION C COM 29255W10 1,286,406 87,214 87,214 84,314 2,900
ENCORE WIRE CORP COM 29256210 3,959,777 239,117 239,117 230,917 8,200
ENDESA S A SPONSORED 29258N10 8,907,845 597,441 163,644 433,797 589,161 8,280
ENDO PHARMACEUTICALS COM 29264F20 2,427,646 240,361 240,361 236,861 3,500
ENDOCARE INC COM 29264P10 2,368,964 120,191 120,091 100 112,891 100 7,200
ENERGEN CORP COM 29265N10 9,930,996 375,463 374,943 520 348,763 26,700
ENERGY CONVERSION DE COM 29265910 3,062,119 147,572 147,572 139,672 7,900
ENERGY EAST CORP COM 29266M10 27,744,300 1,275,600 1,270,121 4,694 785 1,194,413 5,585 75,602
ENERGIZER HLDGS INC COM 29266R10 27,746,887 1,168,290 1,166,285 1,639 366 1,077,958 4,066 86,266
ENERGY PARTNERS LTD COM 29270U10 1,813,287 226,378 226,378 212,778 13,600
ENERSIS S A SPONSORED 29274F10 235,654 26,068 26,068 6,465 15,494 4,109
ENGELHARD CORP COM 29284510 90,373,044 2,912,441 2,906,956 5,485 2,502,416 124,581 285,444
ENGINEERED SUPPORT S COM 29286610 10,377,621 224,381 224,381 220,281 4,100
ENESCO GROUP INC COM 29297310 413,199 59,884 59,884 59,884
ENTEGRIS INC COM 29362U10 9,889,323 612,342 612,342 587,842 24,500
ENTERASYS NETWORKS I COM 29363710 8,247,814 1,949,838 1,937,471 11,547 820 1,776,956 9,810 163,072
ENTERCOM COMMUNICATI CL A 29363910 22,590,308 411,706 410,821 685 200 392,140 1,200 18,366
ENTERGY CORP NEW COM 29364G10 241,214,957 5,556,668 5,463,601 73,107 19,960 4,837,343 104,665 611,160
ENTERPRISE PRODS PAR COM 29379210 1,787,257 36,965 36,965 36,965
ENTERTAINMENT PPTYS COM SH BEN 29380T10 4,289,593 189,805 189,805 178,605 11,200
ENTREMED INC COM 29382F10 1,163,111 153,041 144,741 5,500 2,800 140,141 2,800 10,100
ENTRAVISION COMMUNIC CL A 29382R10 4,227,782 285,661 282,661 3,000 259,125 1,800 24,736
ENTRUST INC COM 29384810 2,297,485 452,261 451,971 190 100 423,661 100 28,500
ENZON INC COM 29390410 16,644,226 375,801 321,981 48,100 5,720 341,459 7,420 26,922
ENZO BIOCHEM INC COM 29410010 4,547,397 224,452 214,249 10,203 208,156 16,296
EQUIFAX INC COM 29442910 93,223,296 3,117,836 3,102,029 9,807 6,000 2,633,399 110,621 371,116
EQUITABLE RES INC COM 29454910 28,255,102 811,695 805,891 980 4,824 740,647 7,424 63,624
EQUITY INNS INC COM 29470310 4,270,440 533,805 533,805 501,102 32,703
EQUITY OFFICE PROPER COM 29474110 308,889,352 10,299,745 10,189,526 110,219 9,052,386 111,725 1,129,260
EQUITY ONE COM 29475210 698,391 51,925 51,925 48,825 3,100
Page Total 1,597,104,951
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EQUITY RESIDENTIAL P SH BEN INT 29476L10 183,874,812 6,397,871 6,396,271 1,600 5,661,893 66,600 665,178
ERICSSON L M TEL CO ADR CL B S 29482140 11,352,227 2,715,844 543,954 2,171,890 2,668,864 46,980
ERIE INDTY CO CL A 29530P10 6,754,181 166,032 165,192 840 152,432 700 12,900
ESCO TECHNOLOGIES IN COM 29631510 6,664,633 171,592 171,591 1 163,597 7,995
ESPERION THERAPEUTIC COM 29664R10 1,216,148 199,696 199,696 187,096 12,600
ESPEED INC CL A 29664310 1,620,750 153,190 152,890 300 146,790 300 6,100
ESSEX PPTY TR INC COM 29717810 13,988,153 268,075 254,275 13,800 254,482 13,593
ESTERLINE TECHNOLOGI COM 29742510 8,565,409 419,873 419,833 40 407,573 12,300
ETHAN ALLEN INTERIOR COM 29760210 15,913,418 418,114 415,938 2,076 100 396,992 1,300 19,822
EVERGREEN RES INC COM NO PAR 29990030 8,687,319 208,329 208,329 197,129 11,200
EXACT SCIENCES CORP COM 30063P10 527,395 54,203 54,003 200 54,203
EXAR CORP COM 30064510 9,684,075 471,474 470,534 940 447,874 23,600
EXCEL TECHNOLOGY INC COM 30067T10 1,861,241 84,756 84,646 110 77,856 6,900
EXE TECHNOLOGIES INC COM 30150410 578,792 269,206 269,206 250,006 19,200
EXELON CORP COM 30161N10 383,603,178 7,241,895 7,199,973 35,656 6,266 6,213,468 116,545 906,970
EXELIXIS INC COM 30161Q10 5,130,017 372,010 371,910 100 350,670 100 21,240
EXFO ELECTRO OPTICAL SUB VTG SH 30204310 1,304,003 207,975 116,100 91,875 207,975
EXPEDIA INC CL A 30212510 950,312 13,607 13,547 60 13,483 124
EXPEDITORS INTL WASH COM 30213010 33,367,671 547,011 544,014 2,817 180 512,871 2,080 32,060
EXPRESS SCRIPTS INC COM 30218210 56,185,495 975,612 973,982 1,430 200 921,024 3,200 51,388
EXTENDED STAY AMER I COM 30224P10 13,201,606 758,713 752,993 5,640 80 715,993 2,980 39,740
EXTREME NETWORKS INC COM 30226D10 10,794,586 1,037,941 943,346 82,515 12,080 926,434 15,980 95,527
EXULT INC DEL COM 30228410 5,692,707 521,788 519,888 1,800 100 472,570 3,100 46,118
EXXON MOBIL CORP COM 30231G10 7,031,281,664 160,421,667 152,580,324 4,222,008,619,335 136,725,681 5,933,827 17,658,453
F&M BANCORP MD COM 30236710 2,879,563 106,690 106,690 98,790 7,900
FBL FINL GROUP INC CL A 30239F10 2,177,193 116,117 116,117 109,617 6,500
FEI CO COM 30241L10 15,504,777 436,140 436,040 100 425,840 100 10,200
FLIR SYS INC COM 30244510 13,592,371 284,657 284,657 277,957 6,700
FMC TECHNOLOGIES INC COM 30249U10 12,181,634 611,221 609,902 1,234 85 578,924 1,366 30,931
F M C CORP COM NEW 30249130 19,893,722 474,564 473,494 720 350 458,857 1,202 14,505
FNB CORP PA COM 30252010 13,883,805 473,850 472,968 882 445,426 28,424
FPL GROUP INC COM 30257110 227,264,654 3,816,367 3,714,741 56,216 45,410 3,240,960 105,097 467,610
FSI INTL INC COM 30263310 4,397,425 392,277 392,077 200 376,277 16,000
FTD COM INC CL A 30265F10 375,390 67,022 67,022 67,022
FTI CONSULTING INC COM 30294110 4,245,437 137,038 137,038 127,888 9,150
FACTORY 2-U INC COM 30307210 1,490,337 115,530 115,510 20 106,630 8,900
FACTSET RESH SYS INC COM 30307510 9,097,714 225,470 210,470 15,000 197,070 15,000 13,400
FAIR ISAAC & CO INC COM 30325010 15,545,890 245,242 244,642 600 233,292 11,950
FAIRCHILD CORP CL A 30369810 228,717 90,761 90,761 90,761
FAIRCHILD SEMICONDUC CL A 30372610 30,398,997 1,062,902 1,059,802 3,100 994,230 3,300 65,372
FALCONSTOR SOFTWARE COM 30613710 2,530,319 399,104 398,004 1,100 371,104 28,000
Page Total 8,188,487,737
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FAMILY DLR STORES IN COM 30700010 108,198,227 3,228,834 3,218,234 7,000 3,600 2,786,901 119,700 322,233
FARMERS CAP BK CORP COM 30956210 2,224,874 63,117 63,117 59,317 3,800
FASTENAL CO COM 31190010 33,391,690 443,331 442,711 520 100 412,031 1,200 30,100
FEDERAL AGRIC MTG CO CL C 31314830 6,367,994 143,101 143,001 100 137,901 100 5,100
FEDERAL HOME LN MTG COM 31340030 1,074,520,984 16,956,304 16,392,516 454,205 109,583 14,481,189 409,549 2,055,173
FEDERAL MOGUL CORP COM 31354910 9,555,860 11,797,359 11,797,359 607,936 11,144,823 44,600
FEDERAL NATL MTG ASS COM 31358610 1,912,315,138 23,939,849 23,681,911 201,692 56,246 20,079,241 766,160 3,079,290
FEDERAL REALTY INVT SH BEN INT 31374720 12,362,030 481,575 481,575 449,808 31,767
FEDERAL SIGNAL CORP COM 31385510 14,846,158 625,892 613,572 12,120 200 594,927 200 30,765
FEDERATED DEPT STORE COM 31410H10 208,849,219 5,112,588 5,097,580 14,768 240 4,517,091 59,946 532,451
FEDERATED INVS INC P CL B 31421110 21,326,446 659,241 658,941 300 603,677 3,300 52,264
FEDEX CORP COM 31428X10 383,202,733 6,595,572 6,501,316 20,936 73,320 5,499,888 208,065 883,214
FELCOR LODGING TR IN COM 31430F10 13,692,437 644,350 643,950 400 612,995 31,355
FERRO CORP COM 31540510 11,681,020 405,591 405,011 580 387,891 17,700
F5 NETWORKS INC COM 31561610 4,397,984 189,242 189,242 177,442 11,800
FIBERCORE INC COM 31563B10 395,617 247,261 246,261 1,000 227,661 19,600
FIDELITY BANKSHARES COM 31604Q10 2,641,968 146,776 146,776 136,976 9,800
FIDELITY NATIONAL SO COM 31620P10 333,704 15,778 15,635 143 15,778
FIDELITY NATL FINL I COM 31632610 34,353,227 1,302,739 1,301,052 1,577 110 1,237,883 3,360 61,496
FIFTH THIRD BANCORP COM 31677310 891,152,621 13,206,174 11,893,378 941,995 370,801 10,869,671 776,614 1,552,719
FILENET CORP COM 31686910 8,430,428 493,296 491,556 1,740 471,196 22,100
FINANCIAL FED CORP COM 31749210 7,671,142 233,805 233,805 227,305 6,500
FINANCIAL INSTNS INC COM 31758540 2,173,731 74,673 74,673 73,073 1,600
FINISAR COM 31787A10 7,057,758 916,592 914,392 2,100 100 835,646 4,900 76,046
FINISH LINE INC CL A 31792310 3,275,557 177,537 177,537 166,737 10,800
FIRST AMERN CORP CAL COM 31852230 23,772,228 1,117,116 1,116,016 1,100 1,074,556 42,560
FIRST BANCORP P R COM 31867210 6,615,296 228,903 228,803 100 214,103 14,800
FIRST BANCORP N C COM 31891010 1,479,192 64,820 63,920 900 62,620 2,200
FIRST BKS AMER INC COM 31928N10 502,168 12,254 12,254 12,254
FIRST BUSEY CORP COM 31938310 1,765,414 82,496 82,496 75,496 7,000
FIRST CHARTER CORP COM 31943910 5,627,698 301,430 301,430 280,030 21,400
FIRST CTZNS BANCSHAR CL A 31946M10 6,467,947 62,820 62,820 58,540 4,280
FIRST COMWLTH FINL C COM 31982910 7,419,020 560,349 560,349 521,349 39,000
FIRST CMNTY BANCSHAR COM 31983A10 2,372,148 78,134 78,134 72,634 5,500
FIRST CMNTY BANCORP COM 31983B10 624,099 23,730 23,730 23,730
FIRST CONSULTING GRO COM 31986R10 1,677,332 168,238 168,238 156,938 11,300
FIRST FED CAP CORP COM 31996010 3,177,242 168,554 168,554 158,354 10,200
FIRST DATA CORP COM 31996310 823,033,176 9,433,045 9,295,653 108,842 28,550 7,921,077 399,482 1,106,909
FIRST ESSEX BANCORP COM 32010310 2,982,602 97,983 96,983 1,000 96,683 1,300
FIRST FINL BANKSHARE COM 32020R10 3,483,529 104,894 104,894 98,144 6,750
FIRST FINL BANCORP O COM 32020910 5,723,321 364,079 361,374 2,705 339,194 24,885
Page Total 5,671,140,959
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FIRST FINL CORP IND COM 32021810 2,844,248 65,259 65,259 60,959 4,300
FIRST FINL HLDGS INC COM 32023910 3,456,409 127,637 127,637 119,237 8,400
FIRST HORIZON PHARMA COM 32051K10 5,103,491 228,242 226,742 1,500 221,292 6,950
FIRST INDUSTRIAL REA COM 32054K10 18,152,945 530,013 530,013 496,117 33,896
FIRST IND CORP COM 32054R10 2,153,776 110,734 110,734 103,484 7,250
FIRST MERCHANTS CORP COM 32081710 2,913,818 111,172 111,172 101,302 9,870
FIRST MIDWEST BANCOR COM 32086710 15,622,939 537,980 537,955 25 504,355 33,625
FIRST HEALTH GROUP C COM 32096010 24,910,412 1,032,342 1,030,822 1,320 200 971,348 3,600 57,394
FIRST NIAGARA FINL G COM 33582U10 1,777,484 101,920 101,920 94,420 7,500
FIRST PL FINL CORP COM 33610T10 2,428,388 144,118 144,118 134,518 9,600
FIRST REP BK SAN FRA COM 33615810 3,099,263 109,129 109,129 102,229 6,900
FIRST SENTINEL BANCO COM 33640T10 3,420,936 261,940 261,940 245,240 16,700
1ST SOURCE CORP COM 33690110 3,105,750 131,155 131,155 123,490 7,665
FIRST TENN NATL CORP COM 33716210 53,494,712 1,526,240 1,515,820 8,120 2,300 1,361,456 7,100 157,684
FIRST VA BANKS INC COM 33747710 31,514,489 587,628 580,676 5,550 1,402 539,181 3,702 44,745
FISERV INC COM 33773810 230,405,484 5,009,904 4,994,999 14,605 300 4,402,021 147,081 458,002
FISHER COMMUNICATION COM 33775620 1,566,818 34,428 34,428 31,528 2,900
FIRSTFED FINL CORP COM 33790710 11,314,634 432,682 432,582 100 412,282 20,400
FIRSTMERIT CORP COM 33791510 28,774,741 999,470 961,370 37,700 400 943,001 3,500 52,969
FLAGSTAR BANCORP INC COM 33793010 6,302,990 270,747 269,097 1,650 266,447 4,300
FIRSTENERGY CORP COM 33793210 695,076,327 20,100,530 20,080,586 17,498 2,446 5,883,648 13,340,430 871,514
FISHER SCIENTIFIC IN COM NEW 33803220 25,637,934 912,382 911,682 600 100 870,182 5,300 36,900
FLEETBOSTON FINL COR COM 33903010 918,619,240 26,246,264 25,357,121 618,527 270,616 22,745,342 654,489 2,831,166
FLEETWOOD ENTERPRISE COM 33909910 3,962,779 366,924 366,924 334,624 32,300
FLEMING COS INC COM 33913010 21,935,580 979,267 976,567 1,200 1,500 938,067 1,500 39,700
FLORIDA EAST COAST I CL A 34063210 6,411,705 226,482 222,242 240 4,000 208,182 4,000 14,300
FLORIDA ROCK INDS IN COM 34114010 7,518,445 188,716 187,936 630 150 176,776 150 11,790
FLUOR CORP NEW COM 34341210 67,575,936 1,656,679 1,653,814 2,865 1,430,473 20,932 203,574
FLOW INTL CORP COM 34346810 1,076,044 110,025 110,025 107,625 2,400
FLOWERS FOODS INC COM 34349810 13,298,269 522,115 252,057 269,968 90 235,837 267,378 18,900
FLOWSERVE CORP COM 34354P10 29,674,390 927,035 926,720 315 900,555 26,480
FLUSHING FINL CORP COM 34387310 1,587,269 94,368 94,368 92,118 2,250
FOAMEX INTL INC COM 34412310 1,449,795 148,697 148,697 148,697
FOMENTO ECONOMICO ME SPON ADR U 34441910 11,501,488 243,934 243,934 216,600 12,600 14,734
FOOT LOCKER INC COM 34484910 17,556,448 1,085,071 1,079,390 3,601 2,080 947,191 7,380 130,500
FOOTSTAR INC COM 34491210 7,516,791 246,533 246,513 20 234,433 12,100
FORD MTR CO DEL COM PAR $0 34537086 672,124,072 40,759,495 40,530,861 192,395 36,239 35,043,116 672,042 5,018,944
FOREST CITY ENTERPRI CL A 34555010 13,046,426 343,327 341,927 1,400 326,327 17,000
FOREST LABS INC COM 34583810 334,567,709 4,095,076 4,062,766 10,390 21,920 3,501,288 170,739 423,049
FOREST OIL CORP COM PAR $0 34609170 11,223,403 378,913 378,363 450 100 360,677 600 17,636
FORRESTER RESH INC COM 34656310 5,171,630 270,766 270,766 261,866 8,900
Page Total 3,318,895,407
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FORTUNE BRANDS INC COM 34963110 175,118,500 3,547,063 3,145,712 356,644 44,707 2,746,692 417,892 380,079
FORWARD AIR CORP COM 34985310 7,257,186 229,295 189,905 39,390 219,995 9,300
FOSSIL INC COM 34988210 5,930,686 223,042 223,042 214,642 8,400
FOUNDRY NETWORKS INC COM 35063R10 6,190,935 861,048 854,338 6,610 100 800,748 4,500 55,800
4 KIDS ENTMT INC COM 35086510 2,606,830 130,865 130,845 20 127,265 3,600
FOX ENTMT GROUP INC CL A 35138T10 27,458,666 1,161,043 1,154,263 4,730 2,050 1,017,949 7,550 135,544
FRANCE TELECOM SPONSORED 35177Q10 1,033,179 33,975 33,975 33,975
FRANKLIN ELEC INC COM 35351410 5,165,496 101,964 101,964 95,364 6,600
FRANKLIN RES INC COM 35461310 214,173,388 5,109,098 4,860,101 192,465 56,532 4,415,326 132,197 561,575
FREDS INC CL A 35610810 6,905,340 191,815 190,165 1,500 150 181,165 150 10,500
FREEMARKETS INC COM 35660210 17,425,570 758,623 370,544 202,536 185,543 554,380 185,543 18,700
FREEPORT-MCMORAN COP CL B 35671D85 56,173,811 3,188,071 3,171,404 3,350 13,317 2,844,115 53,886 290,070
FREMONT GEN CORP COM 35728810 3,620,081 593,456 593,456 558,656 34,800
FRESENIUS MED CARE A SPONSORED 35802910 314,601 15,613 15,613 15,613
FRIEDMAN BILLINGS RA CL A 35843310 1,439,550 205,650 205,650 190,650 15,000
FRIEDMANS INC CL A 35843810 1,433,104 133,312 133,312 124,712 8,600
FRONTIER AIRLINES IN COM 35906510 6,937,710 378,696 378,696 359,946 18,750
FRONTIER FINL CORP W COM 35907K10 4,336,651 163,032 163,032 152,032 11,000
FRONTIER OIL CORP COM 35914P10 13,533,968 630,073 630,073 612,753 17,320
FUELCELL ENERGY INC COM 35952H10 5,038,598 319,708 307,208 200 12,300 292,808 12,300 14,600
FUJI PHOTO FILM LTD ADR 35958630 1,022,007 32,342 32,342 32,342
FULLER H B CO COM 35969410 11,251,795 375,686 374,886 600 200 348,126 200 27,360
FULTON FINL CORP PA COM 36027110 18,309,398 731,206 729,674 1,532 677,570 3,100 50,536
FURNITURE BRANDS INT COM 36092110 30,838,741 846,056 845,056 1,000 813,356 32,700
G & K SVCS INC CL A 36126810 10,895,606 292,421 292,226 75 120 278,401 120 13,900
GATX CORP COM 36144810 16,269,611 511,623 500,003 4,505 7,115 462,480 8,615 40,528
GBC BANCORP CALIF COM 36147510 2,808,027 83,947 77,447 6,500 72,547 6,500 4,900
GABELLI ASSET MGMT I CL A 36239Y10 2,011,599 50,670 50,670 47,270 3,400
GABLES RESIDENTIAL T SH BEN INT 36241810 9,644,968 310,627 310,527 100 289,017 21,610
GAIAM INC CL A 36268Q10 359,170 19,500 19,500 19,500
GALLAGHER ARTHUR J & COM 36357610 38,225,287 1,166,472 1,095,462 45,590 25,420 1,084,026 28,620 53,826
GALLAHER GROUP PLC SPONSORED 36359510 674,568 21,859 20,799 1,060 21,859
GALYANS TRADING INC COM 36458R10 201,960 13,200 13,200 13,200
GAMESTOP CORP CL A 36466R10 236,340 11,700 11,700 11,700
GANNETT INC COM 36473010 445,843,265 5,858,650 5,722,709 58,367 77,574 4,961,151 202,448 691,015
GAP INC DEL COM 36476010 247,874,751 16,481,034 16,441,290 38,744 1,000 14,188,647 215,541 2,066,646
GARAN INC COM 36480210 1,774,717 33,018 32,318 700 33,018
GARDNER DENVER INC COM 36555810 4,661,198 190,253 190,178 75 181,953 8,300
GARTNER INC COM 36665110 8,497,488 658,720 657,800 920 610,420 48,300
GARTNER INC CL B 36665120 5,476,900 421,300 420,343 332 625 420,675 625
GATEWAY INC COM 36762610 36,945,835 5,845,860 5,834,382 10,000 1,478 5,261,086 82,588 502,186
Page Total 1,455,917,081
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GAYLORD ENTMT CO NEW COM 36790510 5,691,282 213,958 213,708 150 100 201,558 100 12,300
GEMSTAR-TV GUIDE INT COM 36866W10 28,934,712 1,956,370 1,950,478 5,892 1,601,211 7,700 343,459
GENAISSANCE PHARMACE COM 36867W10 450,381 152,156 152,056 100 140,756 100 11,300
GENCORP INC COM 36868210 5,032,066 320,106 316,906 3,200 300,706 19,400
GENE LOGIC INC COM 36868910 4,862,022 249,847 249,447 400 232,447 17,400
GENELABS TECHNOLOGIE COM 36870610 602,203 342,161 342,161 316,961 25,200
GENENCOR INTL INC COM 36870910 2,212,943 194,973 194,973 188,773 6,200
GENENTECH INC COM NEW 36871040 104,207,602 2,065,562 2,050,331 12,811 2,420 1,732,684 10,970 318,365
GENERAL BINDING CORP COM 36915410 211,939 14,457 14,457 14,457
GENERAL CABLE CORP D COM 36930010 11,023,074 771,924 771,924 754,224 17,700
GENERAL COMMUNICATIO CL A 36938510 3,817,438 438,786 438,786 415,486 23,300
GENERAL DYNAMICS COR COM 36955010 429,559,505 4,572,214 4,485,152 74,317 12,745 3,975,585 54,935 538,762
GENERAL ELEC CO COM 36960410 8,924,450,945 238,303,096 226,249,506 6,699,757 5,353,833 191,599,214 19,489,321 27,061,654
GENERAL GROWTH PPTYS COM 37002110 28,454,722 643,772 641,612 2,160 586,556 2,450 54,766
GENERAL MLS INC COM 37033410 424,121,757 8,682,124 8,228,340 194,902 258,882 7,073,984 526,902 1,076,616
GENERAL MTRS CORP COM 37044210 5,077,170,655 83,989,589 83,879,830 82,296 27,463 13,046,264 69,551,010 1,384,434
GENERAL MTRS CORP CL H NEW 37044283 825,521,700 50,183,690 50,140,989 28,478 14,223 6,084,186 42,869,272 1,216,098
GENESCO INC COM 37153210 5,689,262 206,357 206,357 190,957 15,400
GENESIS HEALTH VENTU COM 37183F10 470,906 25,874 25,700 174 25,700 174
GENESIS MICROCHIP IN COM 37184C10 336,674 12,949 12,949 8,895 4,054
GENTEX CORP COM 37190110 73,145,832 2,468,641 1,935,157 412,954 120,530 2,229,179 123,430 116,032
GENLYTE GROUP INC COM 37230210 4,261,444 113,457 113,157 300 104,757 8,700
GENOME THERAPEUTICS COM 37243010 1,165,620 205,940 205,340 600 189,840 16,100
GENTA INC COM NEW 37245M20 4,234,995 252,534 252,534 240,134 12,400
GENZYME TRANSGENICS COM 37246E10 613,529 185,918 185,918 172,618 13,300
GENUINE PARTS CO COM 37246010 140,337,301 3,816,625 3,788,687 19,913 8,025 3,255,443 56,874 501,508
GENTIVA HEALTH SERVI COM 37247A10 4,823,173 194,797 194,797 184,297 10,500
GENUITY INC CL A 37248E10 1,336,014 1,535,649 1,505,249 30,400 1,411,149 30,400 94,100
GENZYME CORP COM
GENL D 37291710 194,498,232 4,453,818 4,425,867 21,834 6,117 3,809,747 174,017 466,480
GENZYME CORP COM-
MOLECU 37291750 835,078 143,979 134,426 6,445 3,108 138,271 3,108 2,600
GENZYME CORP COM
BIOSUR 37291770 2,192,261 321,918 321,206 265 447 297,735 447 23,736
GEORGIA GULF CORP COM PAR
$0 37320020 6,566,060 244,546 244,446 100 229,446 15,100
GEORGIA PAC CORP COM 37329810 162,421,335 5,423,083 5,402,062 16,573 4,448 4,661,139 75,470 682,474
GERBER SCIENTIFIC IN COM 37373010 1,915,233 260,576 255,850 2,726 2,000 240,476 2,000 18,100
GERMAN AMERN BANCORP COM 37386510 1,477,819 88,228 88,228 84,868 3,360
GERON CORP COM 37416310 1,601,189 210,406 210,406 195,706 14,700
GETTY IMAGES INC COM 37427610 10,258,873 342,419 341,969 450 318,519 23,900
GETTY RLTY CORP NEW COM 37429710 2,047,884 108,930 108,930 101,930 7,000
GIBRALTAR STL CORP COM 37476F10 1,407,850 64,699 64,699 59,899 4,800
GILEAD SCIENCES INC COM 37555810 78,234,486 2,173,784 2,143,961 19,623 10,200 2,029,444 17,900 126,440
GILLETTE CO COM 37576610 1,140,050,026 33,521,024 22,879,927 10,365,140 275,957 19,563,678 10,865,056 3,078,200
Page Total 17,716,246,022
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GLACIER BANCORP INC COM 37637Q10 2,956,586 130,476 130,476 122,076 8,400
GLAMIS GOLD LTD COM 37677510 263,755 49,300 49,300 49,300
GLATFELTER COM 37731610 5,582,694 311,187 310,887 300 303,387 7,800
GLAXOSMITHKLINE PLC SPONSORED 37733W10 910,113,170 19,364,110 19,001,043 363,067 19,353,981 10,129
GLENBOROUGH RLTY TR COM 37803P10 12,442,609 578,726 512,236 66,490 558,295 20,431
GLIMCHER RLTY TR SH BEN INT 37930210 6,572,617 354,319 354,299 20 326,528 27,791
GLOBAL INDS LTD COM 37933610 4,528,455 485,365 480,340 5,025 439,265 2,400 43,700
GLOBAL IMAGING SYSTE COM 37934A10 1,335,748 72,595 72,595 72,595
GLOBAL SPORTS INC COM 37937A10 2,317,511 135,527 135,527 128,227 7,300
GLOBAL PMTS INC COM 37940X10 19,131,263 521,999 521,039 960 498,959 23,040
GLOBAL POWER EQUIPME COM 37941P10 812,308 65,141 65,041 100 42,841 22,300
GLOBESPANVIRATA INC COM 37957V10 15,258,072 1,022,659 1,021,359 1,300 956,441 66,218
GOLD BANC CORP INC COM 37990710 2,782,908 309,212 305,912 3,300 288,212 21,000
GOLDEN ST BANCORP IN COM 38119710 50,850,924 1,712,729 1,706,619 5,910 200 1,635,271 14,800 62,658
GOLDEN TELECOM INC COM 38122G10 1,098,770 70,980 70,980 70,980
GOLDEN WEST FINL COR COM 38131710 208,419,065 3,282,190 3,275,365 6,725 100 2,804,956 50,165 424,669
GOLDMAN SACHS GROUP COM 38141G10 203,706,885 2,257,140 1,849,711 362,735 44,694 1,753,236 227,644 273,632
GOODRICH CORP COM 38238810 83,012,096 2,623,644 2,613,431 9,653 560 2,126,225 287,580 209,839
GOODYEAR TIRE & RUBR COM 38255010 87,048,820 3,404,334 3,388,996 15,238 100 2,971,861 33,686 395,687
GORMAN RUPP CO COM 38308210 3,472,818 129,825 129,825 125,225 4,600
GRACO INC COM 38410910 16,408,791 401,684 398,604 3,080 372,322 29,362
GRAINGER W W INC COM 38480210 120,994,252 2,151,774 2,140,240 10,810 724 1,866,486 35,028 248,960
GRANITE CONSTR INC COM 38732810 12,046,668 489,503 489,503 457,878 31,625
GRANITE ST BANKSHARE COM 38747210 551,027 20,630 4,300 14,757 1,573 19,057 1,573
GRANT PRIDECO INC COM 38821G10 16,343,154 1,194,675 1,190,230 4,145 300 1,121,138 4,650 68,887
GRAY COMMUNICATIONS COM 38919010 1,514,450 94,535 94,535 88,335 6,200
GREAT AMERN FINL RES COM 38991510 1,857,002 102,881 102,881 98,261 4,620
GREAT ATLANTIC & PAC COM 39006410 6,193,848 222,161 222,161 199,861 22,300
GREAT LAKES CHEM COR COM 39056810 28,260,144 1,003,200 1,001,865 1,335 917,821 11,093 74,286
GREAT LAKES REIT INC COM 39075210 2,861,352 168,911 168,911 153,963 14,948
GREAT SOUTHN BANCORP COM 39090510 1,477,416 46,314 46,314 45,214 1,100
GREAT PLAINS ENERGY COM 39116410 16,601,206 665,379 660,369 4,310 700 621,829 3,000 40,550
GREATER BAY BANCORP COM 39164810 23,784,813 697,093 694,109 2,984 663,371 33,722
GREEN MTN COFFEE INC COM 39312210 815,681 39,291 39,291 37,391 1,900
GREEN MOUNTAIN PWR C COM 39315410 832,656 45,625 45,625 45,625
GREENPOINT FINL CORP COM 39538410 69,549,992 1,591,533 1,586,433 4,800 300 1,450,248 11,400 129,885
GREIF BROS CORP CL A 39762410 4,735,283 132,641 132,641 123,441 9,200
GREY WOLF INC COM 39788810 8,333,907 2,104,522 1,864,852 239,670 2,015,822 88,700
GRIFFON CORP COM 39843310 7,307,505 436,269 436,269 418,339 17,930
GROUP 1 AUTOMOTIVE I COM 39890510 11,136,083 285,175 285,095 80 275,375 9,800
GROUPE DANONE SPONSORED 39944910 1,456,317 61,448 61,448 61,448
Page Total 1,974,768,621
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GRUPO TELEVISA SA DE SP ADR REP 40049J20 14,906,152 307,280 307,280 258,518 39,263 9,499
GRUPO AEROPORTUARIO SPON ADR S 40051E20 765,766 50,713 50,713 24,875 17,317 8,521
GTECH HLDGS CORP COM 40051810 30,704,310 629,832 629,632 80 120 612,212 120 17,500
GUCCI GROUP N V COM NY REG 40156610 7,557,126 81,681 9,897 71,784 80,131 1,550
GUESS INC COM 40161710 781,290 100,423 100,423 100,423
GUIDANT CORP COM 40169810 325,815,005 7,521,122 7,497,847 21,855 1,420 6,275,842 326,034 914,448
GUILFORD PHARMACEUTI COM 40182910 1,616,738 227,070 227,070 211,370 15,700
GUITAR CTR MGMT INC COM 40204010 2,847,438 162,525 162,425 100 152,125 10,400
GULF ISLAND FABRICAT COM 40230710 1,503,401 100,160 100,160 94,760 5,400
GULFMARK OFFSHORE IN COM 40262910 1,505,356 41,665 41,665 40,865 800
GYMBOREE CORP COM 40377710 4,147,183 281,165 281,165 263,665 17,500
HCA INC COM 40411910 517,165,867 11,732,438 11,415,789 265,090 51,559 10,201,794 156,389 1,366,919
HCC INS HLDGS INC COM 40413210 15,728,024 562,720 556,634 6,086 526,398 2,000 34,322
HNC SOFTWARE INC COM 40425P10 5,680,836 338,145 337,795 350 316,845 21,300
HPL TECHNOLOGIES INC COM 40426C10 530,656 32,200 32,200 32,200
HRPT PPTYS TR COM SH BEN 40426W10 14,002,470 1,555,830 1,555,830 1,465,430 90,400
H POWER CORP COM 40427A10 569,659 223,396 223,096 300 208,096 15,300
HSBC HLDGS PLC SPON ADR N 40428040 27,888,844 478,532 265,222 213,310 474,032 4,500
HAEMONETICS CORP COM 40502410 7,527,331 237,156 236,896 260 225,056 12,100
HAIN CELESTIAL GROUP COM 40521710 5,452,362 245,050 238,595 1,955 4,500 216,250 4,500 24,300
HALL KINION ASSOCIAT COM 40606910 351,371 42,385 42,385 42,385
HALLIBURTON CO COM 40621610 314,191,956 18,406,090 9,575,075 8,823,273 7,742 8,322,525 8,944,871 1,131,394
HAMPSHIRE GROUP LTD COM 40885910 201,562 10,750 10,750 10,750
HANCOCK FABRICS INC COM 40990010 4,853,951 268,917 268,917 258,717 10,200
HANCOCK HLDG CO COM 41012010 4,015,149 74,770 74,770 69,970 4,800
HANCOCK JOHN FINL SV COM 41014S10 259,657,552 6,799,098 6,782,957 14,543 1,598 5,885,902 107,711 800,618
HANDLEMAN CO DEL COM 41025210 3,980,272 387,563 387,563 367,263 20,300
HANDSPRING INC COM 41029310 1,410,633 302,711 300,811 1,900 300,011 2,700
HANGER ORTHOPEDIC GR COM NEW 41043F20 327,712 31,663 31,663 31,663
HANMI FINL CORP COM 41049510 344,811 20,283 20,283 20,283
HANOVER COMPRESSOR C COM 41076810 12,275,386 682,345 680,805 1,340 200 631,457 3,200 47,688
HANSON PLC SPON ADR N 41135240 477,572 12,453 12,453 12,453
HARBOR FLA BANCSHARE COM 41190110 4,183,215 218,103 218,023 80 201,203 16,900
HARDINGE INC COM 41232430 7,960,933 581,090 581,090 7,700 573,390
HARLAND JOHN H CO COM 41269310 16,308,967 561,024 560,904 120 532,424 28,600
HARLEY DAVIDSON INC COM 41282210 426,047,727 7,728,056 7,494,147 214,983 18,926 6,497,528 234,218 991,647
HARLEYSVILLE GROUP I COM 41282410 7,368,855 278,912 278,512 400 260,312 400 18,200
HARLEYSVILLE NATL CO COM 41285010 3,972,295 170,558 170,558 156,958 13,600
HARMAN INTL INDS INC COM 41308610 16,143,372 327,120 326,560 460 100 295,560 100 31,460
HARMONIC INC COM 41316010 6,994,359 602,962 601,262 1,700 569,262 33,700
HARRAHS ENTMT INC COM 41361910 252,756,024 5,710,710 5,706,630 3,880 200 2,217,306 3,168,516 323,488
Page Total 2,330,519,488
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HARRIS CORP DEL COM 41387510 30,007,940 835,643 833,933 1,410 300 772,401 2,900 60,342
HARSCO CORP COM 41586410 19,972,398 510,281 510,081 200 482,681 200 27,400
HARTE-HANKS INC COM 41619610 18,168,194 574,216 573,796 220 200 543,240 1,500 29,476
HARTFORD FINL SVCS G COM 41651510 377,293,519 5,538,660 5,437,343 49,337 51,980 4,575,318 190,946 768,626
HARVARD BIOSCIENCE I COM 41690610 632,932 72,006 72,006 72,006
HASBRO INC COM 41805610 54,907,185 3,470,745 3,463,188 7,557 3,079,027 50,451 341,267
HAVERTY FURNITURE IN COM 41959610 2,658,480 154,473 154,473 144,173 10,300
HAWAIIAN ELEC INDUST COM 41987010 19,708,646 447,822 447,722 100 425,422 22,400
HEALTH CARE PPTY INV COM 42191510 14,972,357 369,232 369,232 333,408 2,100 33,724
HEALTHSOUTH CORP COM 42192410 134,325,083 9,360,633 9,309,298 51,005 330 8,261,816 79,891 1,011,726
HEALTH MGMT ASSOC IN CL A 42193310 115,993,450 5,595,439 5,582,784 11,975 680 5,004,745 50,730 535,364
HEALTHCARE RLTY TR COM 42194610 13,236,565 435,987 435,987 409,887 26,100
HEADWATERS INC COM 42210P10 3,401,970 222,351 222,351 208,051 14,300
HEALTH CARE REIT INC COM 42217K10 8,486,619 303,962 303,962 284,462 19,500
HEALTHEXTRAS INC COM 42221110 279,768 102,856 102,856 102,856
HEALTH NET INC COM 42222G10 31,475,984 1,147,084 1,143,949 2,870 265 1,084,061 3,765 59,258
HEARST-ARGYLE TELEVI COM 42231710 8,186,643 331,041 330,581 460 320,141 100 10,800
HEARTLAND EXPRESS IN COM 42234710 4,947,485 247,870 247,870 230,525 17,345
HEICO CORP NEW COM 42280610 1,598,309 101,933 101,933 96,833 5,100
HEIDRICK & STRUGGLES COM 42281910 5,373,430 258,338 257,298 1,040 245,118 13,220
HEINZ H J CO COM 42307410 348,965,200 8,408,800 8,324,782 42,123 41,895 7,070,735 288,343 1,044,302
HELIX TECHNOLOGY COR COM 42331910 5,753,033 227,213 218,173 8,440 600 211,513 600 15,100
HELLENIC TELECOM ORG SPONSORED 42332530 358,381 47,912 47,912 47,912
HELMERICH & PAYNE IN COM 42345210 27,894,942 695,808 693,988 1,120 700 644,102 2,600 49,106
HEMISPHERX BIOPHARMA COM 42366C10 658,488 164,622 164,622 160,022 4,600
HENRY JACK & ASSOC I COM 42628110 21,861,761 985,652 984,372 880 400 937,358 2,900 45,394
HERBALIFE INTL INC CL A 42690820 1,905,450 130,421 130,088 333 127,621 2,800
HERCULES INC COM 42705610 29,567,685 2,221,464 2,213,533 7,535 396 2,023,305 23,805 174,354
HERSHEY FOODS CORP COM 42786610 176,145,401 2,569,965 2,504,652 36,249 29,064 2,169,512 126,227 274,226
HEWLETT PACKARD CO COM 42823610 862,344,727 48,068,268 45,551,669 1,236,558 1,280,041 40,717,566 1,948,882 5,377,141
HEXCEL CORP NEW COM 42829110 883,780 220,945 220,945 209,045 11,900
HI / FN INC COM 42835810 1,161,025 98,392 98,392 93,592 4,800
HIBBETT SPORTING GOO COM 42856510 2,495,277 106,182 106,182 104,007 2,175
HIBERNIA CORP CL A 42865610 40,320,940 2,111,044 2,066,304 8,040 36,700 1,966,956 43,200 100,888
HICKORY TECH CORP COM 42906010 2,011,492 123,632 123,632 113,532 10,100
HIGHWOODS PPTYS INC COM 43128410 20,143,591 717,109 717,109 670,986 46,123
HILB ROGAL & HAMILTO COM 43129410 11,942,486 382,772 382,772 364,172 18,600
HILLENBRAND INDS INC COM 43157310 44,043,139 714,638 709,208 4,400 1,030 649,799 2,930 61,909
HILTON HOTELS CORP COM 43284810 139,354,501 9,745,070 9,721,827 21,603 1,640 7,463,795 1,341,843 932,732
HISPANIC BROADCASTIN CL A 43357B10 28,194,770 968,227 961,847 6,080 300 902,385 3,900 61,942
HITACHI LIMITED ADR 10 COM 43357850 1,391,492 18,919 18,919 18,919
Page Total 2,633,024,518
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HOLLINGER INTL INC CL A 43556910 4,175,521 318,499 317,339 1,160 290,999 27,500
HOLLY CORP COM PAR $0 43575830 3,823,581 206,123 205,923 200 200,923 5,200
HOLLYWOOD CASINO COR CL A 43613220 1,578,109 95,701 95,701 93,601 2,100
HOLLYWOOD ENTMT CORP COM 43614110 18,971,853 1,129,277 1,129,277 1,102,477 26,800
HOLOGIC INC COM 43644010 498,957 32,295 32,295 32,295
HOME DEPOT INC COM 43707610 2,785,449,490 57,301,985 54,491,117 2,145,863 665,005 47,853,624 2,321,947 7,092,299
HOME PPTYS N Y INC COM 43730610 10,711,400 310,926 310,926 293,395 17,531
HOMESTORE COM INC COM 43785210 1,160,262 429,727 429,327 300 100 382,727 3,200 43,800
HON INDS INC COM 43809210 23,180,003 815,910 813,890 1,820 200 757,904 2,500 55,506
HONDA MOTOR LTD AMERN SHS 43812830 30,974,631 1,463,138 640,024 823,114 1,445,538 17,600
HONEYWELL INTL INC COM 43851610 3,433,021,984 89,705,304 19,608,295 70,036,793 60,216 17,940,269 70,123,654 1,641,381
HOOPER HOLMES INC COM 43910410 5,555,514 529,601 529,461 140 494,001 35,600
HORACE MANN EDUCATOR COM 44032710 12,998,354 577,448 577,272 176 549,863 27,585
HORIZON OFFSHORE INC COM 44043J10 1,657,402 141,296 141,296 134,496 6,800
HORMEL FOODS CORP COM 44045210 31,891,768 1,166,061 1,162,416 3,520 125 1,112,610 2,925 50,526
HOSPITALITY PPTYS TR COM SH BEN 44106M10 31,279,264 911,135 909,735 1,400 853,744 2,400 54,991
HOST MARRIOTT CORP N COM 44107P10 34,912,869 2,921,579 2,908,389 13,190 2,483,245 8,300 426,734
HOT TOPIC INC COM 44133910 5,538,625 265,006 264,946 60 245,806 19,200
HOTEL RESERVATIONS N CL A 44145110 3,340,034 56,678 56,678 53,278 3,400
HOUSEHOLD INTL INC COM 44181510 603,319,773 10,621,827 10,590,832 26,655 4,340 9,031,971 148,291 1,434,818
HOUSTON EXPL CO COM 44212010 4,348,277 140,267 140,267 134,667 5,600
HOVNANIAN ENTERPRISE CL A 44248720 3,608,661 135,715 135,715 127,415 8,300
HUBBELL INC CL B 44351020 18,500,426 562,323 538,785 15,610 7,928 507,635 9,728 44,960
HUDSON CITY BANCORP COM 44368310 10,624,222 327,302 326,982 320 298,334 1,400 27,568
HUDSON RIV BANCORP I COM 44412810 3,512,097 145,549 143,449 2,100 136,049 9,500
HUDSON UNITED BANCOR COM 44416510 17,661,580 555,221 553,596 1,625 525,581 29,640
HUGHES SUPPLY INC COM 44448210 17,212,878 441,809 441,788 21 425,209 16,600
HUGOTON RTY TR TEX UNIT BEN I 44471710 305,765 25,523 25,523 25,523
HUMANA INC COM 44485910 48,075,932 3,553,284 3,545,824 7,240 220 3,141,451 35,270 376,563
HUMAN GENOME SCIENCE COM 44490310 20,898,549 959,089 954,314 3,675 1,100 812,873 6,100 138,716
HUNT J B TRANS SVCS COM 44565810 8,630,210 303,560 303,540 20 293,160 10,400
HUNTINGTON BANCSHARE COM 44615010 104,534,622 5,306,326 5,296,306 8,700 1,320 4,632,688 58,256 610,982
HUTCHINSON TECHNOLOG COM 44840710 12,255,362 568,167 567,047 1,120 543,967 24,200
HYDRIL CO COM 44877410 3,280,713 134,621 134,621 126,621 8,000
ICN PHARMACEUTICALS COM 44892410 33,131,950 1,043,526 1,041,084 2,242 200 987,704 3,400 52,422
IDT CORP COM 44894710 8,128,514 402,601 402,061 540 375,701 26,900
IDT CORP CL B 44894730 576,343 32,654 32,314 340 32,654
HYPERCOM CORP COM 44913M10 209,142 36,059 35,959 100 36,059
HYPERION SOLUTIONS C COM 44914M10 8,775,224 324,888 324,888 302,288 22,600
HYSEQ INC COM 44916330 633,404 119,061 119,061 111,761 7,300
ICICI LTD SPONSORED 44926P20 278,101 34,249 34,249 22,622 11,627
Page Total 7,369,221,366
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ICT GROUP INC COM 44929Y10 637,753 26,084 26,084 26,084
ICOS CORP COM 44929510 15,994,678 347,786 329,486 18,200 100 314,106 1,800 31,880
ICU MED INC COM 44930G10 3,245,314 89,157 89,157 83,757 5,400
IDEC PHARMACEUTICALS COM 44937010 122,342,195 1,902,678 1,882,748 7,140 12,790 1,726,360 17,090 156,928
IDX SYS CORP COM 44949110 3,266,001 185,991 185,991 175,491 10,500
IGEN INC COM 44953610 5,316,192 140,343 131,443 2,100 6,800 127,043 6,800 6,500
IHOP CORP COM 44962310 6,138,186 182,088 182,088 170,788 11,300
IMC GLOBAL INC COM 44966910 20,146,744 1,365,881 1,363,391 1,470 1,020 1,292,541 1,020 72,320
IMCO RECYCLING INC COM 44968110 220,942 24,825 24,825 20,325 4,500
I-MANY INC COM 44973Q10 2,043,748 412,046 322,899 89,147 391,346 20,700
IMS HEALTH INC COM 44993410 143,384,962 6,386,858 6,362,676 14,062 10,120 5,242,483 218,529 920,646
IRT PPTY CO COM 45005810 4,473,107 387,282 387,282 354,407 32,875
ISTAR FINL INC COM 45031U10 17,542,271 606,999 606,399 600 548,505 3,600 54,894
I-STAT CORP COM 45031210 1,398,316 191,813 181,813 10,000 179,913 11,900
ITT EDUCATIONAL SERV COM 45068B10 14,913,225 331,405 331,405 316,505 14,900
ITXC CORP COM 45069F10 1,441,158 238,208 238,108 100 230,708 7,500
IXIA COM 45071R10 3,331,762 391,972 391,972 365,872 26,100
IBASIS INC COM 45073210 305,711 359,660 227,583 132,077 359,560 100
IBERIABANK CORP COM 45082810 1,659,895 47,877 47,877 45,477 2,400
ITT INDS INC IND COM 45091110 118,027,648 1,872,266 1,856,817 3,380 12,069 1,596,453 59,021 215,292
IDACORP INC COM 45110710 17,299,980 427,160 422,300 1,310 3,550 386,294 5,050 35,816
IDEX CORP COM 45167R10 10,960,547 296,231 293,971 2,260 276,531 19,700
IDEXX LABS INC COM 45168D10 15,471,193 576,423 565,623 800 10,000 543,823 10,000 22,600
IKON OFFICE SOLUTION COM 45171310 25,691,036 2,192,068 2,188,548 3,520 2,058,188 133,880
IDENTIX INC COM 45190610 2,744,475 309,411 307,311 2,100 290,611 18,800
ILEX ONCOLOGY INC COM 45192310 4,884,856 283,016 283,016 265,416 17,600
ILLINOIS TOOL WKS IN COM 45230810 550,212,127 7,604,867 6,682,674 630,395 291,798 6,329,505 379,657 891,752
ILLUMINA INC COM 45232710 1,596,819 168,797 168,797 157,297 11,500
IMATION CORP COM 45245A10 19,664,991 741,236 738,575 1,401 1,260 705,776 1,260 34,200
IMCLONE SYS INC COM 45245W10 8,675,966 352,252 350,380 1,794 78 317,904 2,906 31,442
IMAGISTICS INTERNATI COM 45247T10 2,469,254 155,299 153,842 1,159 298 134,667 1,180 19,452
IMMUCOR INC COM 45252610 260,400 18,600 18,600 18,600
IMMUNEX CORP NEW COM 45252810 308,438,122 10,192,932 10,104,946 64,971 23,015 8,689,873 430,182 1,067,477
IMMUNOGEN INC COM 45253H10 4,084,353 368,957 366,457 2,500 344,657 2,500 21,800
IMPAC MTG HLDGS INC COM 45254P10 236,442 25,100 25,100 25,100
IMPATH INC COM 45255G10 6,312,403 153,811 153,401 410 143,711 10,100
IMPCO TECHNOLOGIES I COM 45255W10 902,832 69,663 69,663 64,763 4,900
IMPAX LABORATORIES I COM 45256B10 1,233,168 177,690 177,690 167,590 10,100
IMPERIAL CHEM INDS P ADR NEW 45270450 559,141 29,413 29,413 29,413
IMMUNOMEDICS INC COM 45290710 11,042,095 582,389 582,389 561,089 21,300
IMPERIAL OIL LTD COM NEW 45303840 620,791 20,804 20,804 20,804
Page Total 1,479,190,799
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IMPERIAL TOBACCO GRO SPONSORED 45314210 413,558 12,382 12,382 12,382
INAMED CORP COM 45323510 4,636,103 140,915 140,595 320 131,615 9,300
INCO LTD COM 45325840 58,957,951 3,012,670 3,011,770 900 2,720,815 44,700 247,155
INCYTE GENOMICS INC COM 45337C10 9,691,038 814,373 812,983 1,090 300 772,253 300 41,820
INDEPENDENCE CMNTY B COM 45341410 25,989,307 923,900 923,850 50 882,000 41,900
INDEPENDENT BANK COR COM 45383610 3,100,760 119,813 116,392 3,421 110,522 9,291
INDEPENDENT BANK COR COM 45383810 4,130,424 143,617 143,617 136,162 7,455
INDIA FD INC COM 45408910 2,215,922 212,050 212,050 212,050
INDUS INTL INC COM 45578L10 1,467,399 281,111 281,111 262,011 19,100
INDYMAC BANCORP INC COM 45660710 19,174,980 776,315 776,255 60 737,275 39,040
INFINEON TECHNOLOGIE SPONSORED 45662N10 626,675 27,729 27,729 27,729
INET TECHNOLOGIES IN COM 45662V10 1,151,198 121,949 121,949 116,149 5,800
INFOCUS CORP COM 45665B10 8,857,453 486,406 484,806 1,400 200 461,106 200 25,100
INFOGRAMES INC COM 45665T10 1,006,172 162,548 162,548 162,548
INFORMATICA CORP COM 45666Q10 3,114,372 430,162 425,842 4,220 100 386,762 3,200 40,200
INFONET SVCS CORP CL B 45666T10 1,034,580 468,136 467,036 1,100 430,536 100 37,500
INFORMATION HLDGS IN COM 45672710 5,396,572 187,381 185,831 1,300 250 172,331 250 14,800
INFOSPACE INC COM 45678T10 3,531,797 2,323,551 2,323,171 200 180 2,166,371 180 157,000
INFOSYS TECHNOLOGIES SPONSORED 45678810 823,466 12,572 12,572 12,572
INFOUSA INC NEW COM 45681830 2,215,652 290,387 290,387 272,787 17,600
ING GROUP N V SPONSORED 45683710 13,332,371 495,443 121,287 374,156 487,443 8,000
INFORMATION RES INC COM 45690510 3,906,264 425,056 425,056 408,156 16,900
INGLES MKTS INC CL A 45703010 1,210,423 103,455 97,955 5,000 500 94,655 500 8,300
INGRAM MICRO INC CL A 45715310 10,438,333 630,715 628,155 2,560 584,691 2,800 43,224
INHALE THERAPEUTIC S COM 45719110 3,297,729 312,581 310,481 1,900 200 284,681 1,900 26,000
INKINE PHARMACEUTICA COM 45721410 462,844 251,546 251,546 230,346 21,200
INKTOMI CORP COM 45727710 4,108,104 1,190,755 1,184,205 6,450 100 1,116,965 100 73,690
INNKEEPERS USA TR COM 4576J010 4,031,395 355,189 355,189 328,680 26,509
INNKEEPERS USA TR PFD CV A 8 4576J030 360,380 14,800 400 14,400 400 14,400
INSIGHT ENTERPRISES COM 45765U10 8,645,106 381,851 381,441 410 356,851 25,000
INPUT/OUTPUT INC COM 45765210 3,982,369 437,623 437,623 409,523 28,100
INSITUFORM TECHNOLOG CL A 45766710 5,427,970 214,799 214,799 198,299 16,500
INSMED INC COM NEW 45766920 797,420 284,793 284,793 264,393 20,400
INSIGNIA FINL GROUP COM 45767A10 2,121,593 185,292 185,292 173,592 11,700
INSIGHT COMMUNICATIO CL A 45768V10 7,910,133 377,572 376,632 940 348,746 1,900 26,926
INNOGY HLDGS PLC SPONSORED 45769A10 2,429,214 63,592 63,592 63,592
INNOVATIVE SOLUTIONS COM 45769N10 781,010 79,210 73,310 5,800 100 74,160 100 4,950
INRANGE TECHNOLOGIES CL B 45769V20 778,726 96,377 96,177 200 94,677 1,700
INSPIRE PHARMACEUTIC COM 45773310 284,957 141,770 141,770 131,670 10,100
INSTINET GROUP INC COM 45775010 1,309,707 201,184 201,084 100 181,284 19,900
INSURANCE AUTO AUCTI COM 45787510 3,030,442 181,030 180,930 100 173,430 7,600
Page Total 236,181,869
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INTEGRA LIFESCIENCES COM NEW 45798520 3,226,904 114,714 114,714 109,514 5,200
INTEGRAL SYS INC MD COM 45810H10 1,701,870 84,043 84,043 78,143 5,900
INTEGRATED ELECTRICA COM 45811E10 1,437,335 287,467 287,327 140 266,667 20,800
INTEGRATED CIRCUIT S COM 45811K20 9,663,051 473,679 473,479 200 456,479 17,200
INTEGRATED DEVICE TE COM 45811810 38,193,690 1,149,028 1,146,648 2,080 300 1,048,292 4,200 96,536
INTEGRATED SILICON S COM 45812P10 5,803,872 451,312 378,772 72,540 432,712 18,600
INTEGRA BK CORP COM 45814P10 3,324,945 170,510 170,510 158,250 12,260
INTELIDATA TECHNOLOG COM 45814T10 574,012 380,141 380,141 351,041 29,100
INTEL CORP COM 45814010 5,003,584,189 164,537,461 157,191,410 4,742,479 2,603,572 136,293,423 7,476,443 20,664,989
INTEGRATED DEFENSE T COM 45819B10 2,818,151 101,555 64,100 30,890 6,565 94,990 6,565
INTER TEL INC COM 45837210 4,220,210 228,490 228,390 100 217,890 10,600
INTERACTIVE INTELLIG COM 45839M10 271,621 49,566 49,566 49,566
INTERACTIVE DATA COR COM 45840J10 6,922,088 394,421 394,421 371,621 22,800
INTERCEPT INC COM 45845L10 4,618,177 127,398 127,298 100 118,598 100 8,700
INTERDIGITAL COMMUNI COM 45866A10 4,997,933 521,161 520,461 600 100 485,161 100 35,900
INTERFACE INC CL A 45866510 4,498,086 708,360 708,360 661,780 46,580
INTERGRAPH CORP COM 45868310 8,025,845 455,755 455,755 422,655 33,100
INTERLAND INC COM 45872710 1,303,613 509,224 508,904 320 476,824 32,400
INTERMAGNETICS GEN C COM 45877110 7,294,225 267,678 267,678 259,212 8,466
INTERMUNE INC COM 45884X10 7,933,909 263,848 262,948 900 245,848 18,000
INTERNAP NETWORK SVC COM 45885A10 1,042,853 1,354,355 1,353,775 580 1,304,955 49,400
INTERNATIONAL BANCSH COM 45904410 8,077,555 183,040 182,759 281 172,640 10,400
INTERNATIONAL BUSINE COM 45920010 7,586,512,024 72,947,231 71,704,462 949,369 293,400 36,456,814 31,651,658 4,812,326
INTERNATIONAL FLAVOR COM 45950610 75,621,680 2,162,473 2,150,413 7,160 4,900 1,779,960 156,411 224,302
INTERNATIONAL GAME T COM 45990210 135,432,079 2,173,172 2,170,741 2,131 300 1,896,822 61,700 213,250
INTERNATIONAL MULTIF COM 46004310 3,804,047 160,103 160,003 100 147,503 12,600
INTL PAPER CO COM 46014610 1,571,422,392 36,536,210 13,350,926 23,173,577 11,707 16,380,270 18,907,088 1,241,643
INTERNATIONAL RECTIF COM 46025410 33,304,965 733,428 726,163 6,815 450 688,806 2,850 41,772
INTERNATIONAL SPEEDW CL A 46033520 17,010,911 372,230 365,284 1,120 5,826 347,126 6,726 18,378
INTL SPECIALTY PRODS COM 46033710 1,491,337 155,672 155,572 100 146,872 8,800
INTERNET CAP GROUP I COM 46059C10 1,318,920 2,060,814 2,059,674 1,140 1,952,024 1,140 107,650
INTERNET SEC SYS INC COM 46060X10 11,631,129 509,021 488,906 20,015 100 483,693 1,900 23,428
INTERPOOL INC COM 46062R10 2,802,026 149,841 149,841 142,041 7,800
INTERSIL CORP CL A 46069S10 26,118,571 921,290 918,700 2,490 100 846,816 4,000 70,474
INTERPUBLIC GROUP CO COM 46069010 290,401,614 8,471,459 7,967,680 363,110 140,669 7,123,302 403,302 938,593
INTERSTATE BAKERIES COM 46072H10 23,188,338 957,800 957,800 937,700 20,100
INTERTAN INC COM 46112010 2,415,529 212,822 212,822 192,122 20,700
INTERTRUST TECHNOLOG COM 46113Q10 821,136 651,696 651,696 605,496 46,200
INTERWOVEN INC COM 46114T10 2,998,465 599,693 593,743 5,850 100 541,793 3,400 54,500
INTERVOICE-BRITE INC COM 46114210 4,156,294 649,421 649,421 625,521 23,900
INTRADO INC COM 46117A10 2,438,301 111,900 111,900 104,500 7,400
Page Total 14,922,423,892
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INTUITIVE SURGICAL I COM 46120E10 2,655,838 282,536 282,346 190 263,536 19,000
INTUIT COM 46120210 171,243,259 4,464,110 4,443,348 18,842 1,920 3,771,828 142,283 546,999
INVACARE CORP COM 46120310 9,591,308 255,088 254,828 260 240,287 14,801
INVESTMENT TECHNOLOG COM 46145F10 30,875,209 585,423 584,303 820 300 550,655 2,150 32,618
INVESTORS REAL ESTAT SH BEN INT 46173010 2,200,850 220,085 212,385 7,700 205,485 14,600
INVITROGEN CORP COM 46185R10 30,139,755 878,198 730,081 125,342 22,775 778,637 24,875 74,686
INVESTORS FINL SERVI COM 46191510 26,537,267 348,945 347,285 1,660 326,735 1,200 21,010
IOMEGA CORP COM NEW 46203030 7,057,211 796,525 796,125 400 761,905 34,620
IONICS INC COM 46221810 5,648,202 176,176 174,326 450 1,400 157,876 1,400 16,900
IRELAND BK SPONSORED 46267Q10 532,852 12,326 12,326 12,326
IRON MTN INC PA COM 46284610 12,078,151 380,774 378,273 2,351 150 341,256 2,250 37,268
IRWIN FINL CORP COM 46411910 3,441,610 183,945 183,945 176,885 7,060
ISHARES TR RUSSELL100 46428759 3,273,132 56,658 56,658 56,658
ISHARES TR RUSL 2000 46428763 2,944,055 21,044 21,044 21,044
ISIS PHARMACEUTICALS COM 46433010 8,227,991 511,691 511,691 489,091 22,600
ISLE OF CAPRI CASINO COM 46459210 3,725,405 201,919 201,839 80 182,819 19,100
ITO YOKADO LTD ADR NEW 46571430 898,473 22,775 22,775 22,775
ITRON INC COM 46574110 4,920,441 165,393 165,393 156,693 8,700
I2 TECHNOLOGIES INC COM 46575410 12,310,114 2,432,829 2,421,069 11,560 200 2,056,388 12,000 360,641
IVAX CORP COM 46582310 31,325,282 1,951,731 1,946,538 3,193 2,000 1,785,879 7,900 157,952
IVEX PACKAGING CORP COM 46585510 3,773,296 164,629 164,569 60 152,329 12,300
JDN RLTY CORP COM 46591710 5,986,573 468,433 468,433 436,785 31,648
IXYS CORP COM 46600W10 1,140,078 97,526 97,326 200 97,526
J & J SNACK FOODS CO COM 46603210 3,155,769 84,424 84,424 83,124 1,300
JDS UNIPHASE CORP COM 46612J10 166,555,812 28,277,727 28,208,333 65,906 3,488 24,528,717 381,077 3,348,033
JDA SOFTWARE GROUP I COM 46612K10 6,612,709 207,425 207,425 191,925 15,500
J JILL GROUP INC COM 46618910 2,577,939 90,613 90,513 100 83,913 100 6,600
JLG INDS INC COM 46621010 6,017,650 406,598 406,578 20 378,258 28,340
JNI CORP COM 46622G10 1,426,086 200,293 200,293 186,193 14,100
JP REALTY INC COM 46624A10 7,934,825 296,629 296,629 282,977 13,652
J P MORGAN CHASE & C COM 46625H10 1,727,600,639 48,460,046 47,270,069 713,458 476,519 41,257,754 1,195,361 5,977,231
JABIL CIRCUIT INC COM 46631310 90,778,339 3,857,983 3,770,950 65,338 21,695 3,412,384 75,901 366,498
JACK IN THE BOX INC COM 46636710 14,121,138 476,261 475,481 780 451,661 24,600
JACOBS ENGR GROUP IN COM 46981410 24,936,243 349,786 348,786 900 100 334,382 1,000 14,404
JAKKS PAC INC COM 47012E10 5,651,236 248,406 248,406 237,206 11,200
JEFFERIES GROUP INC COM 47231910 12,576,440 260,922 259,522 1,400 244,522 16,400
JEFFERSON PILOT CORP COM 47507010 164,706,809 3,288,874 3,263,869 12,117 12,888 2,791,054 54,095 441,425
JEFFERSON SMURFIT GR SPONSORED 47508W10 530,995 22,171 22,071 100 22,171
JO-ANN STORES INC CL A 47758P10 866,459 53,684 53,684 53,684
JOHN NUVEEN CO CL A 47803510 6,329,289 114,765 114,765 106,775 500 7,490
JOHNSON & JOHNSON COM 47816010 7,416,205,464 114,183,302 109,112,565 3,115,922 1,954,815 63,419,946 41,360,424 9,356,263
Page Total 10,039,110,193
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JOHNSON CTLS INC COM 47836610 172,315,240 1,951,254 1,940,455 7,399 3,400 1,675,030 33,097 241,890
JONES APPAREL GROUP COM 48007410 84,627,545 2,421,389 2,416,677 4,312 400 2,114,607 41,250 263,432
JONES LANG LASALLE I COM 48020Q10 6,620,059 298,874 298,874 276,474 22,400
JOURNAL REGISTER CO COM 48113810 5,888,999 277,783 259,833 17,950 261,183 16,600
JOY GLOBAL INC COM 48116510 464,550 28,500 28,500 28,500
JUNIPER NETWORKS INC COM 48203R10 28,835,021 2,284,867 2,234,853 49,834 180 1,905,687 9,780 366,700
KCS ENERGY INC COM 48243420 687,167 220,246 220,246 204,646 15,600
KLA-TENCOR CORP COM 48248010 289,289,164 4,350,213 4,331,722 18,151 340 3,704,855 129,358 512,915
K MART CORP COM 48258410 5,572,716 3,482,948 3,457,118 25,070 760 3,031,314 27,251 424,383
KPMG CONSULTING INC COM 48265R10 16,055,465 794,825 791,925 2,800 100 716,387 4,400 74,038
K-SWISS INC CL A 48268610 4,150,184 98,861 98,861 97,261 1,600
K2 INC COM 48273210 1,088,155 166,895 166,895 155,695 11,200
K V PHARMACEUTICAL C CL B CONV 48274010 6,290,335 192,365 192,365 179,865 12,500
K V PHARMACEUTICAL C CL A 48274020 731,835 25,149 25,149 25,149
KADANT INC COM 48282T10 3,684,311 258,005 257,321 557 127 250,007 166 7,832
KAMAN CORP CL A 48354810 5,285,671 311,839 311,819 20 295,039 16,800
KANA SOFTWARE INC COM NEW 48360030 3,060,432 170,024 170,024 165,104 4,920
KANEB SERVICES LLC COM 48417310 253,426 11,339 11,339 11,339
KANSAS CITY LIFE INS COM 48483610 2,442,886 62,961 62,961 59,561 3,400
KANSAS CITY SOUTHN I COM NEW 48517030 10,747,114 674,223 630,496 3,550 40,177 576,546 40,177 57,500
KATY INDS INC COM 48602610 231,904 37,404 37,404 37,404
KAYDON CORP COM 48658710 10,033,173 371,599 370,659 940 351,799 19,800
KB HOME COM 48666K10 53,335,301 1,228,924 1,227,374 1,550 1,129,917 7,600 91,407
KEANE INC COM 48666510 14,404,709 844,851 842,271 1,080 1,500 805,551 1,500 37,800
KEITHLEY INSTRS INC COM 48758410 5,081,155 231,277 231,277 225,377 5,900
KELLOGG CO COM 48783610 256,926,316 7,653,450 7,608,686 42,004 2,760 6,540,462 279,596 833,392
KELLWOOD CO COM 48804410 5,444,992 224,166 224,106 60 207,546 16,620
KELLY SVCS INC CL A 48815220 10,327,917 365,849 361,926 3,923 342,974 22,875
KEMET CORP COM 48836010 17,676,848 912,589 911,809 480 300 852,709 3,600 56,280
KENDLE INTERNATIONAL COM 48880L10 1,634,172 87,906 87,906 81,906 6,000
KENNAMETAL INC COM 48917010 16,076,059 397,627 397,567 60 377,527 20,100
KERR MCGEE CORP COM 49238610 295,384,126 4,699,827 4,691,892 6,560 1,375 2,155,456 2,297,646 244,925
KERYX BIOPHARMACEUTI COM 49251510 533,984 97,265 97,265 97,265
KEY ENERGY SVCS INC COM 49291410 10,366,818 967,054 965,904 1,150 904,354 62,700
KEY PRODTN INC COM 49313810 2,307,276 121,756 121,756 112,756 9,000
KEY3MEDIA GROUP INC COM 49326R10 1,417,263 308,772 308,322 450 296,272 12,500
KEYCORP NEW COM 49326710 1,042,554,502 39,120,244 39,044,789 45,121 30,334 9,634,255 28,233,492 1,246,097
KEYNOTE SYS INC COM 49330810 2,193,205 226,337 226,317 20 214,337 12,000
KEYSPAN CORP COM 49337W10 114,197,023 3,138,143 3,121,875 12,643 3,625 2,717,593 44,216 373,634
KEYSTONE PPTY TR COR COM 49359610 1,031,823 73,179 73,179 73,179
KFORCE INC COM 49373210 1,494,571 290,208 290,208 267,008 23,200
Page Total 2,510,743,412
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KILROY RLTY CORP COM 49427F10 10,079,122 357,289 357,289 332,947 24,342
KIMBALL INTL INC CL B 49427410 5,304,729 325,244 325,244 303,544 21,700
KIMBERLY CLARK CORP COM 49436810 851,541,030 13,171,555 12,506,932 449,674 214,949 11,046,134 531,054 1,586,739
KIMCO REALTY CORP COM 49446R10 31,591,044 966,087 964,587 1,500 882,398 3,200 80,489
KINDER MORGAN INC KA COM 49455P10 114,889,375 2,372,277 2,363,699 5,003 3,575 2,075,062 35,313 260,302
KINDER MORGAN MANAGE SHS 49455U10 817,567 24,289 24,289 24,289
KINDER MORGAN ENERGY UT LTD PAR 49455010 421,344 12,768 6,700 5,468 600 10,468 600 1,700
KINDRED HEALTHCARE I COM 49458010 680,886 16,812 16,776 36 16,812
KING PHARMACEUTICALS COM 49558210 167,089,706 4,772,628 4,766,466 5,696 466 4,142,167 142,448 488,013
KIRBY CORP COM 49726610 12,496,824 417,954 417,934 20 406,354 11,600
KNIGHT RIDDER INC COM 49904010 129,223,268 1,881,253 1,873,208 7,665 380 1,684,559 25,060 171,634
KNIGHT TRADING GROUP COM 49906310 4,895,362 685,625 682,670 2,855 100 627,525 3,500 54,600
KNIGHT TRANSN INC COM 49906410 3,573,378 169,034 169,034 159,134 9,900
KOGER EQUITY INC COM 50022810 6,141,061 343,652 343,652 318,306 25,346
KOHLS CORP COM 50025510 516,210,681 7,255,245 7,224,579 28,971 1,695 6,212,530 225,178 813,018
KONINKLIJKE AHOLD N SPON ADR N 50046730 1,366,127 52,222 51,340 882 52,222
KONINKLIJKE PHILIPS NY REG SH 50047230 18,444,293 610,334 129,608 480,726 599,634 10,700
KOOKMIN BK NEW SPONSORED 50049M10 1,614,459 38,330 38,330 38,330
KOPIN CORP COM 50060010 7,664,516 841,330 695,600 14,130 131,600 668,430 131,600 41,300
KOREA ELECTRIC PWR SPONSORED 50063110 2,121,649 201,295 201,295 59,712 141,583
KOSAN BIOSCIENCES IN COM 50064W10 1,296,364 168,359 168,359 166,059 2,300
KORN FERRY INTL COM NEW 50064320 5,593,671 562,178 561,178 1,000 537,578 24,600
KOS PHARMACEUTICALS COM 50064810 1,509,707 54,228 54,228 51,228 3,000
KRAFT FOODS INC CL A 50075N10 19,070,025 493,403 409,022 76,717 7,664 353,439 7,664 132,300
KRAMONT RLTY TR COM SH BEN 50075Q10 2,394,366 176,706 176,706 165,006 11,700
KRISPY KREME DOUGHNU COM 50101410 12,340,948 302,104 300,874 1,230 274,434 1,600 26,070
KROGER CO COM 50104410 422,398,230 19,061,292 18,995,317 63,275 2,700 16,061,806 571,293 2,415,882
KROLL INC COM 50104910 3,719,893 223,417 223,417 214,117 9,300
KRONOS INC COM 50105210 16,383,288 348,729 347,969 760 335,579 13,150
KULICKE & SOFFA INDS COM 50124210 13,109,259 629,950 629,250 700 597,450 32,500
KYOCERA CORP ADR 50155620 779,310 11,133 11,133 11,133
LNR PPTY CORP COM 50194010 8,143,148 232,197 232,197 216,597 15,600
LSI INDS INC COM 50216C10 2,645,127 133,795 133,795 124,945 8,850
LSI LOGIC CORP COM 50216110 124,426,536 7,319,208 7,294,077 24,591 540 6,410,946 90,611 817,651
LTX CORP COM 50239210 19,592,597 720,581 671,196 1,000 48,385 640,096 48,385 32,100
L-3 COMMUNICATIONS H COM 50242410 57,793,568 516,014 515,194 720 100 491,432 2,100 22,482
LVMH MOET HENNESSY L SPONSORED 50244120 1,201,008 118,326 118,326 118,326
LA JOLLA PHARMACEUTI COM 50345910 2,214,241 302,492 302,492 282,692 19,800
LA QUINTA CORP PAIRED CTF 50419U20 18,050,110 2,524,491 2,443,041 81,450 2,438,491 86,000
LA Z BOY INC COM 50533610 21,625,466 787,813 787,773 40 756,453 31,360
LABORATORY CORP AMER COM NEW 50540R40 36,512,786 380,897 378,717 2,140 40 345,777 1,840 33,280
Page Total 2,676,966,069
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LABOR READY INC COM NEW 50540120 2,929,625 375,593 375,593 349,053 26,540
LABRANCHE & CO INC COM 50544710 14,344,820 461,991 460,991 800 200 430,793 1,900 29,298
LACLEDE GROUP INC COM 50559710 4,224,686 181,317 180,717 600 167,517 13,800
LADISH INC COM NEW 50575420 854,569 76,643 76,643 70,943 5,700
LAFARGE COPPEE S A SPON ADR N 50586140 374,572 16,501 16,501 16,501
LAFARGE NORTH AMERIC COM 50586210 20,325,870 470,071 467,991 2,080 448,045 1,000 21,026
LAKELAND BANCORP INC COM 51163710 1,681,196 95,198 95,198 87,953 7,245
LAKES GAMING INC COM 51206P10 237,078 34,112 34,112 34,112
LAM RESEARCH CORP COM 51280710 42,674,673 1,455,480 1,451,460 3,520 500 1,366,570 5,700 83,210
LAMAR ADVERTISING CO CL A 51281510 17,099,598 420,965 419,945 920 100 381,461 2,400 37,104
LANCASTER COLONY COR COM 51384710 24,212,751 653,692 653,592 100 634,255 19,437
LANCE INC COM 51460610 3,155,252 220,647 219,927 720 208,827 720 11,100
LANDAUER INC COM 51476K10 6,395,675 168,529 126,512 42,017 121,512 42,017 5,000
LANDAMERICA FINL GRO COM 51493610 15,931,808 460,058 460,058 448,858 11,200
LANDRYS RESTAURANTS COM 51508L10 5,412,728 235,746 235,626 20 100 222,046 100 13,600
LANDS END INC COM 51508610 12,730,426 283,718 283,318 300 100 267,822 100 15,796
LANDSTAR SYS INC COM 51509810 14,642,262 157,783 157,783 151,883 5,900
LANTRONIX INC COM 51654810 489,087 188,837 188,837 177,837 11,000
LARGE SCALE BIOLOGY COM 51705310 299,103 90,913 90,913 90,913
LASALLE HOTEL PPTYS COM SH BEN 51794210 2,630,637 162,385 162,305 80 150,676 11,709
LATTICE SEMICONDUCTO COM 51841510 18,817,490 1,073,445 1,067,975 1,870 3,600 1,005,009 7,000 61,436
LAUDER ESTEE COS INC CL A 51843910 23,927,406 700,451 686,461 12,110 1,880 608,397 5,780 86,274
LAWSON PRODS INC COM 52077610 3,262,856 113,215 113,215 107,015 6,200
LEAP WIRELESS INTL I COM 52186310 2,987,971 354,866 353,402 1,349 115 337,851 115 16,900
LEAR CORP COM 52186510 124,464,384 2,614,798 2,597,116 13,622 4,060 2,545,950 15,260 53,588
LEARNING TREE INTL I COM 52201510 4,522,931 186,898 186,878 20 179,298 7,600
LECROY CORP COM 52324W10 1,325,663 75,151 75,151 70,751 4,400
LEE ENTERPRISES INC COM 52376810 24,576,876 666,040 665,740 300 627,940 38,100
LEGATO SYS INC COM 52465110 11,060,946 1,227,630 1,225,630 1,700 300 1,169,430 300 57,900
LEGGETT & PLATT INC COM 52466010 100,925,608 4,069,581 3,903,646 158,005 7,930 3,576,561 55,268 437,752
LEGG MASON INC COM 52490110 42,572,867 802,051 789,416 6,695 5,940 752,177 8,890 40,984
LEHMAN BROS HLDGS IN COM 52490810 335,755,350 5,194,235 5,155,786 36,858 1,591 4,501,730 78,209 610,511
LENNAR CORP COM 52605710 51,188,965 970,223 962,520 5,603 2,100 920,713 8,900 40,610
LENNOX INTL INC COM 52610710 5,551,434 419,927 419,727 200 390,927 29,000
LEUCADIA NATL CORP COM 52728810 17,937,955 501,761 501,661 100 475,469 1,400 24,892
LEVEL 3 COMMUNICATIO COM 52729N10 11,941,920 3,354,472 3,334,333 17,319 2,820 2,836,247 14,720 503,505
LEXAR MEDIA INC COM 52886P10 825,597 305,777 305,777 303,377 2,400
LEXENT INC COM 52886Q10 518,246 161,952 161,952 161,952
LEXICON GENETICS INC COM 52887210 3,050,582 322,813 321,113 1,700 302,913 19,900
LEXINGTON CORP PPTYS COM 52904310 2,990,225 187,123 187,123 174,323 12,800
LEXMARK INTL NEW CL A 52977110 153,836,671 2,690,393 2,670,585 19,708 100 2,310,066 87,693 292,634
Page Total 1,132,688,359
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LIBBEY INC COM 52989810 7,099,274 184,301 184,001 300 173,601 10,700
LIBERATE TECHNOLOGIE COM 53012910 5,912,628 993,719 992,219 1,400 100 927,219 100 66,400
LIBERTY CORP S C COM 53037010 9,817,899 246,557 245,457 1,100 234,757 11,800
LIBERTY LIVEWIRE COR CL A 53070910 257,990 44,635 44,635 43,935 700
LIBERTY MEDIA CORP N COM SER A 53071810 329,534,317 26,070,753 22,957,789 3,038,108 74,856 21,978,589 187,856 3,871,588
LIBERTY PPTY TR SH BEN INT 53117210 30,690,873 951,655 883,270 68,385 881,715 2,800 67,140
LIFEPOINT HOSPITALS COM 53219L10 19,587,136 529,955 529,347 593 15 504,140 15 25,800
LIGAND PHARMACEUTICA CL B 53220K20 7,308,685 370,623 369,973 650 345,723 24,900
LIGHTBRIDGE INC COM 53222610 2,764,555 237,709 237,709 221,009 16,700
LIGHTPATH TECHNOLOGI CL A 53225710 263,041 169,704 168,494 1,210 159,104 10,600
LILLY ELI & CO COM 53245710 1,773,720,201 23,277,168 23,088,706 153,173 35,289 19,373,712 955,000 2,933,038
LIMITED INC COM 53271610 186,716,564 10,431,093 10,398,638 31,615 840 8,909,979 143,620 1,371,694
LINCARE HLDGS INC COM 53279110 33,278,436 1,227,081 1,225,161 1,520 400 1,163,799 4,300 58,982
LINCOLN ELEC HLDGS I COM 53390010 9,253,880 323,902 323,822 80 291,602 32,300
LINCOLN NATL CORP IN COM 53418710 212,691,257 4,192,613 4,169,758 17,534 5,321 3,550,692 68,985 570,283
LINDSAY MFG CO COM 53555510 2,265,037 93,020 93,020 85,220 7,800
LINEAR TECHNOLOGY CO COM 53567810 350,422,274 7,924,520 6,960,380 772,697 191,443 6,646,704 407,517 865,199
LINENS N THINGS INC COM 53567910 22,803,192 746,911 686,121 48,740 12,050 710,561 12,050 24,300
LIONBRIDGE TECHNOLOG COM 53625210 236,587 102,864 6,621 96,243 6,621 96,243
LIQUI BOX CORP COM 53631410 1,647,817 24,742 24,742 22,842 1,900
LITHIA MTRS INC CL A 53679710 5,583,953 226,071 98,543 127,528 97,243 127,528 1,300
LITTELFUSE INC COM 53700810 4,794,778 193,572 183,732 440 9,400 170,567 9,400 13,605
LIZ CLAIBORNE INC COM 53932010 90,238,372 3,181,889 3,173,929 5,960 2,000 2,781,124 27,464 371,901
LLOYDS TSB GROUP PLC SPONSORED 53943910 16,429,227 395,885 99,961 295,924 389,385 6,500
LOCAL FINL CORP COM 53955310 3,073,156 195,245 195,245 183,445 11,800
LOCKHEED MARTIN CORP COM 53983010 4,762,224,090 82,706,219 82,683,303 20,800 2,116 7,984,863 134,024 74,580,725
LODGENET ENTMT CORP COM 54021110 1,670,635 97,698 97,698 89,698 8,000
LOEWS CORP COM 54042410 190,826,048 3,257,529 3,247,299 9,030 1,200 3,111,017 37,252 109,260
LONE STAR STEAKHOUSE COM 54230710 6,059,290 290,057 290,057 274,857 15,200
LONE STAR TECHNOLOGI COM 54231210 5,416,462 237,460 237,160 200 100 222,260 100 15,100
LONGS DRUG STORES CO COM 54316210 13,886,171 498,248 494,788 3,460 467,501 30,747
LONGVIEW FIBRE CO COM 54321310 7,115,569 690,832 674,482 1,350 15,000 637,745 15,000 38,087
LOUDCLOUD INC COM 54573510 580,038 253,292 253,292 246,392 6,900
LOUISIANA PAC CORP COM 54634710 28,655,888 2,668,146 2,659,359 4,585 4,202 2,471,898 21,502 174,746
LOWES COS INC COM 54866110 3,135,141,259 72,088,785 16,798,583 55,191,377 98,825 14,029,805 55,801,403 2,245,935
LUBRIZOL CORP COM 54927110 25,686,222 738,322 735,762 1,160 1,400 673,420 11,100 53,802
LUBYS INC COM 54928210 1,429,611 210,237 207,637 2,600 189,637 20,600
LUCENT TECHNOLOGIES COM 54946310 362,914,443 76,726,098 76,181,001 443,391 101,706 65,470,549 1,083,333 10,120,417
LUFKIN INDS INC COM 54976410 1,315,116 48,708 48,708 47,608 1,100
LUMINEX CORP DEL COM 55027E10 1,932,745 153,881 153,881 143,981 9,900
LUXOTTICA GROUP S P SPONSORED 55068R20 332,115 17,137 15,805 1,332 17,137
Page Total 11,671,576,831
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LYDALL INC DEL COM 55081910 1,822,640 128,536 128,536 117,726 10,810
LYNCH INTERACTIVE CO COM 55114610 883,916 20,089 20,089 20,089
LYONDELL CHEMICAL CO COM 55207810 19,185,563 1,155,061 1,148,941 5,820 300 1,053,099 4,400 97,562
M & T BK CORP COM 55261F10 76,236,088 948,564 912,285 6,068 30,211 857,695 33,311 57,558
MAF BANCORP INC COM 55261R10 11,946,542 338,909 338,469 440 326,969 440 11,500
MBIA INC COM 55262C10 182,328,365 3,333,852 3,306,026 19,276 8,550 2,730,010 154,776 446,766
MBNA CORP COM 55262L10 695,985,043 18,044,725 17,913,468 106,501 24,756 15,361,062 272,471 2,400,524
MB FINANCIAL INC NEW COM 55264U10 4,127,409 137,810 133,710 4,100 129,110 8,700
M D C HLDGS INC COM 55267610 8,688,513 201,123 201,112 11 189,671 11,452
MDU RES GROUP INC COM 55269010 27,611,204 890,684 745,649 117,360 27,675 815,441 30,275 44,968
MCSI INC COM 55270M10 2,088,108 175,324 175,324 167,624 7,700
MEMC ELECTR MATLS IN COM 55271510 2,286,438 387,532 387,432 100 359,032 28,500
MGIC INVT CORP WIS COM 55284810 173,458,485 2,534,831 2,524,541 6,290 4,000 2,138,317 100,400 294,414
MGI PHARMA INC COM 55288010 2,876,596 209,055 208,955 100 197,655 100 11,300
MGM MIRAGE COM 55295310 50,906,265 1,405,086 1,401,906 3,080 100 1,304,994 18,200 81,892
MIM CORP COM 55304410 237,600 14,400 14,400 14,400
M/I SCHOTTENSTEIN HO COM 55305B10 3,241,456 57,219 57,219 53,519 3,700
MKS INSTRUMENT INC COM 55306N10 6,799,071 198,571 197,971 600 185,671 12,900
MMO2 PLC ADR 55309W10 379,391 38,753 38,588 165 37,853 900
MPS GROUP INC COM 55340910 14,595,078 1,668,009 1,659,409 8,300 300 1,602,409 300 65,300
MRO SOFTWARE INC COM 55347W10 1,994,679 160,344 160,344 150,744 9,600
MRV COMMUNICATIONS I COM 55347710 2,293,311 813,231 813,131 100 765,731 100 47,400
MSC INDL DIRECT INC CL A 55353010 8,439,634 368,543 366,323 2,220 344,043 24,500
MSC SOFTWARE CORP COM 55353110 6,073,863 264,081 264,081 246,081 18,000
MTR GAMING GROUP INC COM 55376910 2,942,423 190,695 190,695 180,195 10,500
MTS SYS CORP COM 55377710 2,428,797 221,808 221,808 209,008 12,800
MACDERMID INC COM 55427310 4,698,703 216,930 216,730 200 204,130 12,800
MACERICH CO COM 55438210 12,544,269 416,062 415,962 100 386,560 29,502
MACK CALI RLTY CORP COM 55448910 17,987,891 518,682 514,792 3,890 471,700 1,600 45,382
MACROCHEM CORP DEL COM 55590310 540,193 171,490 171,490 167,390 4,100
MACROVISION CORP COM 55590410 14,644,548 549,514 549,264 210 40 520,982 1,940 26,592
MACROMEDIA INC COM 55610010 16,589,412 812,410 810,330 1,820 260 774,110 260 38,040
MADDEN STEVEN LTD COM 55626910 1,404,200 80,240 80,240 74,540 5,700
MADISON GAS & ELEC C COM 55749710 6,990,893 245,985 242,734 2,801 450 228,135 450 17,400
MAGELLAN HEALTH SVCS COM 55907910 1,465,851 257,167 257,167 242,767 14,400
MAGMA DESIGN AUTOMAT COM 55918110 418,390 21,500 21,500 21,500
MAGNA ENTMT CORP CL A 55921110 1,685,990 208,147 208,147 194,447 13,700
MAGNETEK INC COM 55942410 2,348,880 200,759 200,759 188,059 12,700
MAGNUM HUNTER RES IN COM PAR $0 55972F20 4,335,744 555,153 469,248 85,905 537,153 18,000
MAGYAR TAVKOZLESI RT SPONSORED 55977610 883,894 50,595 50,595 9,853 33,886 6,856
MAIL-WELL INC COM 56032120 1,999,866 318,450 318,450 289,150 29,300
Page Total 1,398,395,202
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MAIN STR BKS INC NEW COM 56034R10 1,614,206 86,091 86,091 80,191 5,900
MANAGEMENT NETWORK G COM 56169310 527,391 96,064 96,064 96,064
MANDALAY RESORT GROU COM 56256710 26,690,487 869,397 867,877 1,320 200 824,005 2,400 42,992
MANHATTAN ASSOCS INC COM 56275010 7,180,592 188,467 188,067 400 179,467 9,000
MANITOWOC INC COM 56357110 12,032,924 304,631 304,271 260 100 288,031 100 16,500
MANOR CARE INC NEW COM 56405510 47,815,374 2,052,162 2,048,037 2,875 1,250 1,816,214 22,202 213,746
MANPOWER INC COM 56418H10 46,441,032 1,194,471 1,191,461 2,810 200 1,088,189 3,450 101,832
MANUFACTURED HOME CM COM 56468210 6,904,953 209,241 209,241 194,599 14,642
MAPICS INC COM 56491010 381,129 50,017 50,017 50,017
MANUFACTURERS SVCS L COM 56500510 717,153 136,341 134,441 1,900 136,341
MANUGISTICS GROUP IN COM 56501110 7,858,651 365,859 359,853 5,946 60 331,689 2,060 32,110
MAPINFO CORP COM 56510510 1,539,260 153,926 153,926 144,326 9,600
MARATHON OIL CORP COM 56584910 241,868,304 8,398,205 8,376,028 16,747 5,430 7,341,748 168,284 883,273
MARCUS CORP COM 56633010 2,963,275 183,826 183,826 170,341 13,485
MARKEL CORP COM 57053510 11,505,844 56,537 55,937 600 51,167 300 5,070
MARSH & MCLENNAN COS COM 57174810 787,892,283 6,988,578 6,405,670 455,482 127,426 5,770,143 363,416 850,984
MARSHALL & ILSLEY CO COM 57183410 125,327,148 2,013,611 2,011,061 2,250 300 1,790,883 22,200 200,528
MARRIOTT INTL INC NE CL A 57190320 217,038,063 4,828,433 4,794,493 33,680 260 4,175,450 68,558 581,325
MARTEK BIOSCIENCES C COM 57290110 4,625,555 146,941 146,941 137,441 9,500
MARTHA STEWART LIVIN CL A 57308310 1,511,368 84,434 84,234 100 100 78,434 100 5,900
MARTIN MARIETTA MATL COM 57328410 54,265,070 1,285,293 1,284,493 700 100 582,812 670,413 32,068
MASCO CORP COM 57459910 274,108,068 9,985,722 9,937,298 27,140 21,284 8,510,268 143,827 1,324,571
MASISA S A SPONSORED 57479910 243,542 20,995 20,995 1,324 14,355 5,316
MASSEY ENERGY CORP COM 57620610 9,036,294 534,692 533,477 1,215 483,211 2,850 48,631
MASTEC INC COM 57632310 1,774,992 220,496 220,296 200 206,796 13,700
MATERIAL SCIENCES CO COM 57667410 394,675 37,768 37,768 37,768
MATRIXONE INC COM 57685P30 4,766,384 534,348 298,873 235,357 118 515,530 118 18,700
MATSUSHITA ELEC INDL ADR 57687920 6,386,654 517,138 186,566 330,572 510,088 7,050
MATTEL INC COM 57708110 203,435,786 9,761,794 9,704,052 55,120 2,622 8,139,323 313,485 1,301,986
MATTHEWS INTL CORP CL A 57712810 6,957,318 277,184 277,184 257,384 19,800
MATTSON TECHNOLOGY I COM 57722310 2,015,818 287,974 287,974 268,574 19,400
MAUI LD & PINEAPPLE COM 57734510 380,439 18,558 18,558 18,558
MAXIM INTEGRATED PRO COM 57772K10 398,197,308 7,147,681 7,109,318 31,632 6,731 6,057,681 229,327 855,957
MAXIM PHARMACEUTICAL COM 57772M10 1,276,017 239,853 239,853 225,253 14,600
MAXTOR CORP COM NEW 57772920 9,636,320 1,386,521 1,377,691 8,488 342 1,261,091 7,442 117,988
MAXWELL TECHNOLOGIES COM 57776710 801,055 86,135 86,135 79,935 6,200
MAXYGEN INC COM 57777610 3,578,403 285,815 285,477 307 31 267,784 31 18,000
MAY DEPT STORES CO COM 57777810 266,141,783 7,636,780 7,367,208 176,065 93,507 6,570,914 178,830 882,636
MAVERICK TUBE CORP COM 57791410 5,981,018 366,484 366,184 200 100 344,984 100 21,400
MAXIMUS INC COM 57793310 6,546,411 213,030 212,930 100 204,530 8,500
MAYTAG CORP COM 57859210 198,289,737 4,481,124 1,666,763 2,809,121 5,240 1,380,839 2,857,770 241,615
Page Total 3,006,648,084
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MCAFEE COM CORP CL A 57906210 1,281,860 77,830 77,830 77,830
MCCLATCHY CO CL A 57948910 10,806,942 182,027 179,747 2,180 100 164,413 1,000 16,614
MCCORMICK & CO INC COM NON VT 57978020 40,618,132 794,409 784,414 9,695 300 746,155 2,900 45,354
MCDATA CORP CL A 58003120 11,500,961 968,910 963,185 4,102 1,623 931,144 2,267 35,499
MCDERMOTT INTL INC COM 58003710 21,704,674 1,395,799 1,395,599 200 1,320,689 10,300 64,810
MCDONALDS CORP COM 58013510 872,200,565 31,430,651 30,320,916 820,690 289,045 26,846,027 791,880 3,773,817
MCG CAPITAL CORP COM 58047P10 386,060 19,800 19,800 19,800
MCGRATH RENTCORP COM 58058910 2,080,575 67,661 67,661 62,161 5,500
MCGRAW HILL COS INC COM 58064510 326,583,689 4,785,109 4,619,679 71,610 93,820 3,940,197 241,532 600,300
MCKESSON CORP COM 58155Q10 254,233,618 6,792,242 6,777,527 14,315 400 5,779,694 148,236 859,912
MCMORAN EXPLORATION COM 58241110 426,713 129,307 129,245 62 119,307 10,000
MEADWESTVACO CORP COM 58333410 656,419,625 19,801,497 19,784,309 11,184 6,004 4,444,104 14,806,170 548,381
MEASUREMENT SPECIALT COM 58342110 633,096 91,093 91,093 89,793 1,300
MECHANICAL TECHNOLOG COM 58353810 647,335 186,552 186,552 182,152 4,400
MEDAREX INC COM 58391610 7,489,614 464,357 463,717 540 100 416,557 2,900 44,900
MED-DESIGN CORP COM 58392610 989,906 70,456 70,456 65,956 4,500
MEDALLION FINL CORP COM 58392810 1,217,403 156,680 156,080 600 154,480 2,200
MEDCATH CORP COM 58404W10 200,790 11,500 11,500 11,500
MEDFORD BANCORP INC COM 58413110 1,397,412 55,365 51,765 3,600 54,165 1,200
MEDIA GEN INC CL A 58440410 13,191,299 207,737 207,637 100 193,037 100 14,600
MEDIACOM COMMUNICATI CL A 58446K10 3,456,323 246,704 246,504 200 232,304 14,400
MEDICINES CO COM 58468810 3,153,228 221,124 221,124 208,824 12,300
MEDICIS PHARMACEUTIC CL A NEW 58469030 17,024,181 306,742 305,782 960 277,222 1,200 28,320
MEDIMMUNE INC COM 58469910 209,568,921 5,328,475 5,268,907 41,690 17,878 4,409,563 221,812 693,600
MEDQUIST INC COM 58494910 7,365,240 245,508 245,373 135 236,708 8,800
MEDIS TECHNOLOGIES L COM 58500P10 1,041,331 84,730 84,730 82,811 1,919
MEDTRONIC INC COM 58505510 1,248,240,821 27,609,839 26,506,063 899,932 203,844 22,612,034 1,201,395 3,778,385
MEEMIC HLDGS INC COM 58513510 305,083 10,742 10,742 10,742
MELLON FINL CORP COM 58551A10 436,137,774 11,301,834 10,923,365 302,684 75,785 9,573,143 388,915 1,333,351
MEMBERWORKS INC COM 58600210 1,842,702 97,343 97,343 90,443 6,900
MENS WEARHOUSE INC COM 58711810 7,775,666 333,005 331,405 1,500 100 300,205 100 32,700
MENTOR CORP MINN COM 58718810 7,332,177 203,220 203,180 40 188,120 15,100
MENTOR GRAPHICS CORP COM 58720010 25,317,242 1,197,599 1,194,109 3,090 400 1,152,113 2,900 42,586
MERCANTILE BANKSHARE COM 58740510 30,252,756 699,324 687,554 7,870 3,900 644,194 7,100 48,030
MERCK & CO INC COM 58933110 3,272,482,315 56,833,663 53,235,955 1,983,179,614,529 46,508,815 3,367,075 6,922,928
MERCURY COMPUTER SYS COM 58937810 9,326,343 291,813 291,373 440 279,603 12,210
MERCURY GENL CORP NE COM 58940010 12,586,294 270,673 261,193 880 8,600 243,719 9,500 17,454
MERCURY INTERACTIVE COM 58940510 66,630,861 1,769,744 1,732,584 31,360 5,800 1,509,345 61,135 197,464
MEREDITH CORP COM 58943310 39,903,711 938,690 935,606 880 2,204 840,259 12,603 85,828
MERIDIAN MED TECHNOL COM 58965810 531,047 14,682 14,682 14,682
MERIDIAN RESOURCE CO COM 58977Q10 1,479,961 302,033 302,033 290,833 11,200
Page Total 7,625,764,246
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MERISTAR HOSPITALITY COM 58984Y10 16,495,718 903,875 788,555 115,320 869,942 33,933
MERIDIAN GOLD INC COM 58997510 1,109,144 76,440 76,440 76,440
MERITAGE CORP COM 59001A10 1,884,027 29,484 29,484 28,684 800
MERIX CORP COM 59004910 2,295,431 122,816 122,316 500 110,866 11,950
MERRILL LYNCH & CO I COM 59018810 5,593,066,161 100,994,333 18,478,063 82,494,474 21,796 15,811,894 82,632,599 2,537,243
MESA AIR GROUP INC COM 59047910 4,132,632 368,985 368,985 348,885 20,100
MESABA HLDGS INC COM 59066B10 916,087 103,047 103,047 95,647 7,400
MESTEK INC COM 59082910 852,272 38,133 29,133 9,000 29,133 9,000
METASOLV INC COM 59139P10 5,984,060 794,696 794,596 100 777,696 100 16,900
METHODE ELECTRS INC CL A 59152020 4,877,598 391,775 389,975 1,800 369,275 22,500
METLIFE INC COM 59156R10 430,963,155 13,681,370 13,650,598 28,893 1,879 12,018,938 223,320 1,435,140
METRIS COS INC COM 59159810 14,815,440 740,772 740,192 480 100 717,706 1,700 21,366
METRO GOLDWYN MAYER COM 59161010 8,092,261 486,899 476,699 100 10,100 448,949 12,000 25,950
METRO ONE TELECOMMUN COM 59163F10 8,671,981 342,090 341,490 600 330,740 11,350
METROMEDIA FIBER NET CL A 59168910 345,508 3,455,080 3,424,520 30,300 260 3,158,420 30,560 266,100
METROMEDIA INTL GROU COM 59169510 215,697 695,797 695,797 642,297 53,500
METTLER TOLEDO INTER COM 59268810 13,566,639 299,749 297,809 1,240 700 277,617 1,900 20,232
MICHAELS STORES INC COM 59408710 26,258,904 694,680 693,860 820 650,360 44,320
MICREL INC COM 59479310 21,081,851 835,918 832,578 3,040 300 789,308 2,900 43,710
MICRO GENERAL CORP COM NEW 59483830 1,076,329 77,882 77,882 77,782 100
MICROS SYS INC COM 59490110 6,825,053 268,175 268,135 40 255,575 12,600
MICROSOFT CORP COM 59491810 7,491,770,138 124,221,027 121,294,837 2,106,016 820,174 103,991,823 4,704,733 15,454,205
MICROVISION INC WASH COM 59496010 1,095,120 95,895 95,895 87,595 8,300
MICROSTRATEGY INC CL A 59497210 803,071 263,302 263,302 245,202 18,100
MICROCHIP TECHNOLOGY COM 59501710 70,113,730 1,676,159 1,664,967 10,792 400 1,583,765 5,500 86,894
MICROFINANCIAL INC COM 59507210 555,784 65,004 65,004 65,004
MICROMUSE INC COM 59509410 6,473,447 738,978 729,988 2,530 6,460 683,218 9,260 46,500
MICRON TECHNOLOGY IN COM 59511210 424,850,596 12,913,392 12,877,002 34,010 2,380 11,015,976 175,515 1,713,710
MICROSEMI CORP COM 59513710 7,269,972 445,464 445,464 427,664 17,800
MICROTUNE INC DEL COM 59514P10 4,257,356 296,267 296,267 282,067 14,200
MID-AMER APT CMNTYS COM 59522J10 5,186,172 198,324 198,324 184,753 13,571
MID ATLANTIC MED SVC COM 59523C10 27,400,128 961,408 961,388 20 932,508 28,900
MID-ATLANTIC RLTY TR SH BEN INT 59523210 2,336,126 152,688 152,688 143,122 9,566
MID-STATE BANCSHARES COM 59544010 5,378,927 304,066 304,066 287,866 16,200
MIDAS GROUP INC COM 59562610 2,241,515 157,189 153,049 4,140 147,589 9,600
MIDDLESEX WATER CO COM 59668010 1,461,076 62,761 62,761 60,761 2,000
MIDLAND CO COM 59748610 1,679,973 39,436 39,436 37,136 2,300
MIDWEST EXPRESS HLDG COM 59791110 2,895,947 158,335 157,935 400 147,635 10,700
MIDWAY GAMES INC COM 59814810 4,032,871 299,619 297,989 1,630 280,419 19,200
MIDWEST BANC HOLDING COM 59825110 1,146,351 51,754 51,754 50,554 1,200
MILACRON INC COM 59870910 2,820,684 193,330 193,058 260 12 173,718 12 19,600
Page Total 14,227,294,932
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MILLENNIUM PHARMACEU COM 59990210 81,060,573 3,633,374 3,623,119 9,499 756 3,235,653 11,298 382,523
MILLENNIUM CHEMICALS COM 59990310 9,205,763 624,967 624,867 100 581,927 43,040
MILLENNIUM CELL INC COM 60038B10 574,562 144,726 144,726 142,026 2,700
MILLER HERMAN INC COM 60054410 19,743,725 830,266 827,996 1,970 300 753,986 3,200 73,080
MILLIPORE CORP COM 60107310 46,077,906 1,041,544 1,039,504 1,440 600 891,318 44,906 105,320
MILLS CORP COM 60114810 11,111,499 397,407 367,617 29,790 378,510 18,897
MINE SAFETY APPLIANC COM 60272010 3,327,418 88,613 88,613 83,413 5,200
MINERALS TECHNOLOGIE COM 60315810 48,026,368 915,311 915,311 276,896 619,015 19,400
MINNESOTA MNG & MFG COM 60405910 73,726,470 641,044 347,053 293,991 347,053 293,991
MIPS TECHNOLOGIES IN CL A 60456710 2,639,803 358,669 358,549 20 100 333,969 100 24,600
MIPS TECHNOLOGIES IN CL B 60456720 1,120,454 167,232 167,172 60 167,232
MIRANT CORP COM 60467510 128,663,681 8,904,061 8,814,589 57,491 31,981 7,710,598 134,712 1,049,951
MISSION WEST PPTYS I COM 60520310 1,834,052 140,004 140,004 129,604 10,400
MISSISSIPPI VY BANCS COM 60572010 2,251,079 55,997 55,997 51,997 4,000
MITSUBISHI TOKYO FIN SPONSORED 60681610 12,178,346 1,980,219 497,302 1,482,917 1,946,469 33,750
MOBILE MINI INC COM 60740F10 3,888,470 120,835 120,835 112,535 8,300
MOBILE TELESYSTEMS O SPONSORED 60740910 465,701 12,738 12,738 8,397 2,841 1,500
MOCON INC COM 60749410 816,000 80,000 80,000 80,000
MODINE MFG CO COM 60782810 10,206,781 378,169 377,649 420 100 351,223 100 26,846
MOHAWK INDS INC COM 60819010 50,025,706 832,513 831,255 1,058 200 786,952 2,200 43,361
MOLDFLOW CORP COM 60850710 2,442,555 180,930 173,630 7,300 180,930
MOLECULAR DEVICES CO COM 60851C10 2,534,097 139,466 139,466 129,266 10,200
MOLEX INC COM 60855410 131,477,411 3,792,253 3,782,760 8,317 1,176 3,377,246 51,572 363,435
MOLEX INC CL A 60855420 1,270,647 41,538 34,219 5,569 1,750 18,341 1,750 21,447
MONACO COACH CORP COM 60886R10 6,029,316 248,120 248,110 10 230,420 17,700
MONDAVI ROBERT CORP CL A 60920010 3,050,874 84,888 84,888 78,908 5,980
MONOLITHIC SYS TECHN COM 60984210 200,100 17,400 17,400 17,400
MONSANTO CO NEW COM 61166W10 9,036,793 286,065 285,865 200 260,443 1,500 24,122
MONY GROUP INC COM 61533710 19,001,001 471,255 469,122 2,133 437,301 1,800 32,154
MOODYS CORP COM 61536910 139,584,724 3,396,222 3,385,199 8,753 2,270 2,814,992 122,980 455,850
MOOG INC CL A 61539420 6,130,112 191,566 191,566 185,116 6,450
MORGAN STANLEY DEAN COM NEW 61744644 6,227,999,712 108,672,129 23,755,023 84,836,600 80,506 22,206,629 83,653,938 2,795,166
MOTOROLA INC COM 62007610 721,472,762 50,807,941 48,935,815 1,233,403 638,723 43,411,799 1,359,751 6,003,426
MOVADO GROUP INC COM 62458010 2,128,491 96,970 96,970 94,570 2,400
MOVIE GALLERY INC COM 62458110 9,603,215 559,302 559,302 557,952 1,350
MUELLER INDS INC COM 62475610 20,645,744 590,047 589,647 300 100 571,447 100 18,500
MULTEX COM INC COM 62536710 1,198,560 264,583 264,383 200 247,883 16,700
MULTIMEDIA GAMES INC COM 62545310 694,627 19,650 19,650 19,650
MURPHY OIL CORP COM 62671710 39,740,928 413,968 397,635 7,730 8,603 380,171 10,103 23,694
MUTUAL RISK MGMT LTD COM 62835110 220,112 258,956 258,916 40 258,956
MYERS INDS INC COM 62846410 3,517,758 242,604 242,604 230,787 11,817
Page Total 7,854,923,896
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MYKROLIS CORP COM 62852P10 3,490,370 228,278 226,516 1,356 406 206,811 1,602 19,865
MYLAN LABS INC COM 62853010 70,108,908 2,379,800 2,372,670 6,280 850 2,200,119 14,200 165,481
MYRIAD GENETICS INC COM 62855J10 5,145,024 153,537 153,037 500 137,711 900 14,926
NBC CAP CORP COM 62872910 1,288,819 43,018 43,018 38,918 4,100
NBT BANCORP INC COM 62877810 3,673,532 249,222 248,592 630 231,422 17,800
NBTY INC COM 62878210 20,514,496 1,202,491 1,202,491 1,175,891 26,600
NCI BUILDING SYS INC COM 62885210 5,591,115 248,494 247,394 1,100 234,994 13,500
NCO GROUP INC COM 62885810 7,752,229 279,259 279,039 220 265,609 13,650
NCR CORP NEW COM 62886E10 85,817,298 1,917,705 1,909,724 7,633 348 1,724,179 28,489 165,037
NS GROUP INC COM 62891610 1,531,901 168,156 168,156 157,956 10,200
NEC CORP ADR 62905020 1,014,274 121,470 121,470 121,470
NL INDS INC COM NEW 62915640 3,053,055 183,919 183,819 100 177,919 6,000
NMS COMMUNICATIONS C COM 62924810 1,547,283 363,212 342,987 20,225 340,412 22,800
NN INC COM 62933710 1,105,324 100,484 100,484 100,484
NPS PHARMACEUTICALS COM 62936P10 8,373,314 256,614 256,214 400 239,114 17,500
NRG ENERGY INC COM 62937710 4,145,540 343,743 333,548 9,995 200 309,145 2,300 32,298
NTL INC COM 62940710 334,431 1,216,116 1,208,418 7,498 200 1,090,480 15,200 110,436
NTT DOCOMO INC SPONS ADR 62942M20 13,573,159 198,438 50,105 148,333 194,928 3,510
NUI CORP COM 62943110 3,552,515 142,786 142,786 133,286 9,500
NVR INC COM 62944T10 45,595,744 144,519 143,699 820 140,399 4,120
NYMAGIC INC COM 62948410 605,894 31,906 31,906 31,906
NABI BIOPHARMACEUTIC COM 62951910 2,130,103 345,796 345,796 323,296 22,500
NABORS INDS INC COM 62956810 157,902,741 3,737,343 3,546,725 155,333 35,285 3,347,752 86,016 301,075
NACCO INDS INC CL A 62957910 6,991,208 105,464 87,832 17,132 500 100,924 500 4,040
NANOGEN INC COM 63007510 472,521 112,505 112,405 100 109,705 2,800
NANOMETRICS INC COM 63007710 3,374,040 182,974 133,209 49,765 178,474 4,500
NANOPHASE TCHNOLOGIE COM 63007910 838,985 100,961 100,961 100,961
NAPRO BIOTHERAPUTICS COM 63079510 1,925,096 220,011 220,011 205,411 14,600
NASH FINCH CO COM 63115810 9,799,072 359,599 359,599 352,899 6,700
NASSDA CORP COM 63172M10 231,040 15,200 15,200 15,200
NATCO GROUP INC CL A 63227W20 820,115 101,374 101,374 101,374
NATIONAL AUSTRALIA B SPONSORED 63252540 2,080,355 22,761 22,761 22,761
NATIONAL BK GREECE S SPONSORED 63364340 470,568 109,946 109,946 109,946
NATIONAL BEVERAGE CO COM 63501710 530,709 39,903 39,903 39,903
NATIONAL CITY CORP COM 63540510 438,652,057 14,260,470 13,882,185 52,481 325,804 11,957,989 505,901 1,788,063
NATIONAL COMMERCE FI COM 63545P10 62,968,918 2,265,069 2,261,379 2,900 790 2,014,515 8,490 238,664
NATIONAL HEALTHCARE COM 63590610 1,011,197 61,471 61,471 61,471
NATIONAL FUEL GAS CO COM 63618010 25,933,139 1,065,016 1,052,456 11,760 800 986,552 4,000 74,464
NATIONAL GOLF PPTYS COM 63623G10 1,479,319 199,908 199,908 193,708 6,200
NATIONAL GRID GROUP SPONSORED 63627410 572,380 17,504 17,475 29 17,504
NATIONAL HEALTH INVS COM 63633D10 4,790,187 328,095 328,095 312,695 15,400
Page Total 1,010,787,975
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NATIONAL INSTRS CORP COM 63651810 17,818,414 426,074 425,574 400 100 406,976 1,200 17,898
NATIONAL-OILWELL INC COM 63707110 20,516,717 809,977 771,131 31,396 7,450 745,479 10,750 53,748
NATIONAL PENN BANCSH COM 63713810 4,383,066 178,391 178,391 164,573 13,818
NATIONAL PRESTO INDS COM 63721510 1,576,105 54,802 54,702 100 51,702 3,100
NATIONAL PROCESSING COM 63722910 2,733,248 95,635 95,635 91,735 3,900
NATIONAL SEMICONDUCT COM 63764010 123,240,546 3,658,075 3,645,630 11,325 1,120 3,198,688 46,628 412,759
NATIONAL SVC INDS IN COM NEW 63765720 2,837,038 271,747 271,686 61 261,168 10,579
NATIONAL WESTN LIFE CL A 63852210 3,006,717 26,317 26,317 25,417 900
NATIONWIDE FINL SVCS CL A 63861210 11,365,625 265,552 264,392 1,060 100 249,020 1,100 15,432
NATIONWIDE HEALTH PP COM 63862010 10,049,852 498,752 498,752 468,252 30,500
NATURES SUNSHINE PRO COM 63902710 3,366,441 300,307 300,307 288,207 12,100
NAUTICA ENTERPRISES COM 63908910 5,550,788 366,147 366,047 100 350,587 15,560
NAVISTAR INTL CORP N COM 63934E10 58,378,274 1,317,794 1,316,599 1,095 100 1,163,753 17,662 136,379
NAVIGANT CONSULTING COM 63935N10 2,500,910 385,943 384,643 1,300 363,043 22,900
NAVIGANT INTL INC COM 63935R10 1,898,398 130,924 130,924 123,624 7,300
NDCHEALTH CORP COM 63948010 17,399,914 478,151 477,451 700 456,551 21,600
NEIMAN MARCUS GROUP CL A 64020420 16,533,829 479,937 477,195 2,442 300 454,839 1,700 23,398
NEIMAN MARCUS GROUP CL B 64020430 1,332,532 40,688 36,789 3,869 30 40,568 30 90
NEOFORMA COM INC COM NEW 64047550 553,435 28,179 28,179 28,179
NEOSE TECHNOLOGIES I COM 64052210 3,458,707 107,916 107,816 100 99,916 100 7,900
NEOPHARM INC COM 64091910 2,288,577 106,495 106,495 99,455 7,040
NETBANK INC COM 64093310 3,903,950 231,003 227,003 4,000 216,203 14,800
NETWORKS ASSOCS INC COM 64093810 40,954,676 1,692,342 1,687,002 4,840 500 1,595,808 6,000 90,534
NET2PHONE COM 64108N10 808,913 159,235 159,235 148,335 10,900
NETEGRITY INC COM 64110P10 4,545,484 307,335 307,115 200 20 291,215 20 16,100
NETRO CORP COM 64114R10 1,000,179 357,207 354,687 2,520 333,707 23,500
NETIQ CORP COM 64115P10 16,137,328 739,905 738,755 1,050 100 697,337 11,100 31,468
NETSCOUT SYS INC COM 64115T10 1,255,341 175,327 175,327 163,927 11,400
NETRATINGS INC COM 64116M10 1,254,953 103,544 103,544 103,544
NETWORK APPLIANCE IN COM 64120L10 143,237,120 7,028,318 7,007,493 19,860 965 5,950,884 230,405 841,729
NEUBERGER BERMAN INC COM 64123410 31,682,312 676,250 674,640 1,460 150 638,828 2,150 35,272
NEUROGEN CORP COM 64124E10 1,491,133 116,860 116,860 106,760 10,100
NEUROCRINE BIOSCIENC COM 64125C10 10,053,858 247,693 247,173 520 230,393 17,300
NEW CENTURY FINANCIA COM 64352D10 5,382,578 237,118 207,118 30,000 200,418 30,000 6,700
NEW ENGLAND BUSINESS COM 64387210 2,975,307 115,906 115,906 104,506 11,400
NEW FOCUS INC COM 64438310 1,547,423 517,533 516,233 1,300 484,933 32,600
NEW HORIZONS WORLDWI COM 64552610 662,783 55,278 55,278 54,778 500
NEW JERSEY RES COM 64602510 9,001,329 297,663 295,863 300 1,500 278,063 1,500 18,100
NEW PLAN EXCEL RLTY COM 64805310 24,922,891 1,243,037 1,241,987 1,050 1,158,467 3,600 80,970
NEW YORK CMNTY BANCO COM 64944510 30,119,919 1,089,328 1,089,328 1,036,793 52,535
NEW YORK TIMES CO CL A 65011110 176,709,649 3,692,220 3,527,369 164,631 220 3,104,614 108,848 476,558
Page Total 818,436,259
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NEWELL RUBBERMAID IN COM 65122910 209,096,158 6,542,433 6,510,531 30,002 1,900 5,657,244 94,134 786,855
NEWFIELD EXPL CO COM 65129010 19,021,293 514,228 482,938 28,695 2,595 483,005 4,095 27,128
NEWHALL LAND & FARMI DEPOSITARY 65142610 516,450 16,500 16,500 16,500
NEWMARK HOMES CORP COM 65157810 347,936 20,432 20,432 19,932 500
NEWMONT MINING CORP COM 65163910 224,492,438 8,107,347 8,075,352 8,924 23,071 7,047,972 126,742 927,413
NEWPARK RES INC COM PAR $. 65171850 4,788,074 617,816 616,866 950 569,996 47,820
NEWPORT CORP COM 65182410 10,538,633 440,947 440,127 800 20 420,827 20 20,100
NEWS CORP LTD ADR NEW 65248770 3,148,988 110,958 110,958 48,158 62,800
NEWS CORP LTD SP ADR PFD 65248780 1,023,000 42,625 41,897 728 42,625
NEXTEL COMMUNICATION CL A 65332V10 83,331,750 15,489,173 15,423,756 42,307 23,110 13,149,089 510,092 1,822,792
NEXTEL PARTNERS INC CL A 65333F10 3,483,629 578,676 577,966 710 554,876 300 23,500
NEXT LEVEL COMM INC COM 65333U10 306,656 212,956 211,256 1,700 201,956 11,000
NICOR INC COM 65408610 45,111,854 990,381 987,931 2,450 892,596 11,821 85,964
NIKE INC CL B 65410610 285,512,697 4,757,752 4,743,399 7,253 7,100 4,161,255 76,749 517,148
99 CENTS ONLY STORES COM 65440K10 27,021,916 704,797 704,797 688,147 16,650
NIPPON TELEG & TEL C SPONSORED 65462410 392,998 20,310 18,200 2,110 20,310
NISOURCE INC COM 65473P10 100,842,873 4,394,025 4,380,266 11,527 2,232 3,731,270 59,609 599,146
NISSAN MOTORS SPONSORED 65474440 455,384 31,712 31,712 31,712
NOBLE AFFILIATES INC COM 65489410 23,780,899 608,830 584,024 6,425 18,381 532,609 20,981 55,240
NOKIA CORP SPONSORED 65490220 22,802,924 1,099,466 935,818 163,648 1,096,241 3,225
NOBLE DRILLING CORP COM 65504210 146,643,942 3,542,980 3,475,773 53,017 14,190 3,203,213 51,554 285,713
NORANDA INC COM 65542210 349,322 29,429 29,429 2,700 26,729
NORDSON CORP COM 65566310 11,614,563 385,226 384,866 360 360,626 24,600
NORDSTROM INC COM 65566410 61,237,358 2,499,484 2,490,609 4,795 4,080 2,196,246 30,253 272,985
NORFOLK SOUTHERN COR COM 65584410 201,137,990 8,401,754 8,296,526 60,583 44,645 7,102,969 156,325 1,136,460
NORSK HYDRO A S SPONSORED 65653160 924,663 19,300 19,300 19,300
NORTEK INC COM 65655910 3,120,876 86,691 86,691 81,191 5,500
NORTEL NETWORKS CORP COM 65656810 222,328,757 49,516,427 49,502,277 14,150 45,169,967 930,394 3,416,066
NORTH AMERN SCIENTIF COM 65715D10 749,873 57,950 57,950 57,950
NORTH FORK BANCORPOR COM 65942410 85,959,401 2,417,306 2,393,411 11,995 11,900 2,202,176 18,850 193,480
NORTH PITTSBURGH SYS COM 66156210 2,900,784 207,347 207,287 60 197,047 10,300
NORTHEAST UTILS COM 66439710 30,402,212 1,530,056 1,497,709 11,937 20,410 1,376,066 26,310 127,680
NORTHERN TR CORP COM 66585910 422,785,368 7,033,528 5,216,333 1,438,971 378,224 5,845,049 525,380 660,317
NORTHFIELD LABS INC COM 66613510 573,907 81,521 81,521 79,521 2,000
NORTHROP GRUMMAN COR COM 66680710 714,894,737 6,323,704 6,318,279 5,133 292 1,951,417 4,147,791 224,496
NORTHWEST AIRLS CORP CL A 66728010 33,429,729 1,753,001 360,724 1,392,277 338,087 1,384,354 30,560
NORTHWEST BANCORP IN COM 66732810 1,656,582 139,796 139,796 130,696 9,100
NORTHWEST NAT GAS CO COM 66765510 13,888,702 495,848 495,248 600 471,248 24,600
NORTHWESTERN CORP COM 66807410 8,744,186 397,463 396,757 240 466 373,497 466 23,500
NOVARTIS A G SPONSORED 66987V10 4,707,450 118,875 118,875 118,875
NU HORIZONS ELECTRS COM 66990810 1,329,740 134,999 134,999 132,499 2,500
Page Total 3,035,396,692
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NOVADIGM INC COM 66993710 920,250 118,589 118,589 115,989 2,600
NUANCE COMMUNICATION COM 66996710 1,699,467 248,824 248,649 75 100 232,224 100 16,500
NOVAVAX INC COM 67000210 1,566,490 136,931 136,931 128,131 8,800
NOVELL INC COM 67000610 31,688,570 8,146,162 8,125,797 19,425 940 7,291,876 64,040 790,246
NOVELLUS SYS INC COM 67000810 156,766,755 2,895,581 2,888,476 6,805 300 2,541,709 43,393 308,179
NOVEN PHARMACEUTICAL COM 67000910 8,472,497 408,510 408,510 394,510 14,000
NOVOSTE CORP COM 67010C10 1,148,837 139,253 139,253 128,053 11,200
NOVO-NORDISK A S ADR 67010020 767,329 19,377 19,377 19,377
NU SKIN ENTERPRISES CL A 67018T10 4,354,096 406,545 406,545 378,345 28,200
NSTAR COM 67019E10 25,501,210 562,444 548,098 7,751 6,595 518,449 8,695 35,300
NTELOS INC COM 67019U10 647,041 157,815 157,815 147,815 10,000
NUCOR CORP COM 67034610 118,885,884 1,850,652 1,803,749 21,616 25,287 1,555,222 49,113 244,917
NUEVO ENERGY CO COM 67050910 2,950,095 197,993 197,993 186,493 11,500
NUMERICAL TECHNOLOGI COM 67053T10 2,479,368 183,521 183,521 172,021 11,500
NVIDIA CORP COM 67066G10 123,851,123 2,791,955 2,786,565 4,410 980 2,460,555 99,030 232,370
NYFIX INC COM 67071210 4,775,187 319,197 319,057 40 100 305,197 100 13,900
O CHARLEYS INC COM 67082310 3,284,758 152,425 152,425 142,025 10,400
OGE ENERGY CORP COM 67083710 21,051,892 878,260 867,651 8,610 1,999 800,769 4,999 72,492
OM GROUP INC COM 67087210 15,575,733 215,432 209,546 2,706 3,180 193,072 4,180 18,180
OSI PHARMACEUTICALS COM 67104010 10,166,472 259,680 248,275 11,405 235,282 1,400 22,998
OSI SYSTEMS INC COM 67104410 262,080 10,400 10,400 10,400
OTG SOFTWARE INC COM 67105910 1,461,766 169,382 169,382 169,382
OAK TECHNOLOGY INC COM 67180210 6,928,128 465,600 465,500 100 437,800 27,800
OAKLEY INC COM 67366210 3,548,728 198,253 198,053 200 182,753 15,500
OCCIDENTAL PETE CORP COM 67459910 282,592,022 9,694,409 9,669,477 23,852 1,080 8,498,256 163,461 1,026,992
OCEAN ENERGY INC DEL COM 67481E10 33,926,274 1,714,314 1,706,734 7,180 400 1,595,232 7,800 111,282
OCEANEERING INTL INC COM 67523210 7,781,686 268,334 268,334 252,834 15,500
OCEANFIRST FINL CORP COM 67523410 2,474,034 82,799 82,799 75,999 6,800
OCTEL CORP COM 67572710 1,511,694 80,196 80,146 50 73,996 6,200
OCULAR SCIENCES INC COM 67574410 5,868,868 209,580 209,540 40 199,880 9,700
OCWEN FINL CORP COM 67574610 4,536,733 688,427 643,227 2,600 42,600 623,227 42,600 22,600
ODYSSEY HEALTHCARE I COM 67611V10 301,823 11,300 11,300 11,300
ODYSSEY RE HLDGS COR COM 67612W10 3,597,750 225,000 225,000 225,000
OFFICEMAX INC COM 67622M10 5,905,604 1,058,352 1,058,352 976,152 82,200
OFFICE DEPOT INC COM 67622010 189,138,918 9,528,409 9,510,837 16,952 620 6,787,995 2,030,326 710,088
OFFSHORE LOGISTICS I COM 67625510 5,453,292 253,053 251,733 1,320 242,053 11,000
OHIO CAS CORP COM 67724010 14,178,313 748,591 744,141 4,450 707,691 40,900
OIL STS INTL INC COM 67802610 1,485,194 137,518 137,318 200 133,018 4,500
OLD NATL BANCORP IND COM 68003310 11,056,563 451,657 446,596 5,061 406,477 2,323 42,857
OLD REP INTL CORP COM 68022310 89,999,386 2,815,120 2,808,969 5,451 700 2,669,887 17,300 127,933
OLD SECOND BANCORP I COM 68027710 2,351,333 58,520 58,520 54,920 3,600
Page Total 1,210,913,243
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OLIN CORP COM PAR $1 68066520 9,154,039 486,917 486,817 100 462,817 24,100
OMNICARE INC COM 68190410 22,989,310 887,961 883,821 3,740 400 830,555 3,500 53,906
OMNICOM GROUP INC COM 68191910 384,206,961 4,069,989 4,046,100 20,949 2,940 3,370,575 135,652 560,906
OMEGA HEALTHCARE INV COM 68193610 526,296 100,247 100,247 100,247
1-800 CONTACTS INC COM 68197710 1,910,397 179,380 179,380 175,180 4,200
OMEGA FINL CORP COM 68209210 2,551,136 78,400 78,400 72,300 6,100
OMNIVISION TECHNOLOG COM 68212810 359,578 32,600 32,600 32,600
OMNOVA SOLUTIONS INC COM 68212910 3,163,993 381,204 381,104 100 359,604 21,600
ON ASSIGNMENT INC COM 68215910 5,564,555 310,869 285,234 21,125 4,510 291,759 4,510 14,600
ON COMMAND CORP COM 68216010 321,216 70,597 70,597 70,597
ON SEMICONDUCTOR COR COM 68218910 1,664,401 396,286 396,086 200 373,486 22,800
1 800 FLOWERS COM CL A 68243Q10 1,150,835 84,496 84,496 84,496
ONEIDA LTD COM 68250510 2,230,395 148,693 148,693 135,193 13,500
ONEOK INC NEW COM 68268010 17,139,200 822,024 819,418 110 2,496 785,618 2,496 33,910
ONI SYSTEMS CORP COM 68273F10 4,707,827 763,019 757,129 5,890 695,799 3,900 63,320
ONYX PHARMACEUTICALS COM 68339910 726,314 158,584 158,584 147,084 11,500
ONYX SOFTWARE CORP COM 68340210 1,735,966 347,889 347,869 20 327,489 20,400
OPENWAVE SYS INC COM 68371810 8,852,827 1,391,954 1,388,774 3,020 160 1,162,269 7,340 222,345
OPLINK COMMUNICATION COM 68375Q10 1,655,252 1,067,905 1,067,905 996,005 71,900
OPNET TECHNOLOGIES I COM 68375710 1,150,290 120,702 92,233 28,469 115,602 5,100
ORACLE CORP COM 68389X10 1,484,127,564 115,947,466 115,417,722 396,678 133,066 98,160,138 4,097,500 13,626,034
OPTION CARE INC COM 68394810 1,256,047 76,078 76,078 76,078
ORASURE TECHNOLOGIES COM 68554V10 1,500,478 248,013 248,013 232,113 15,900
ORBITAL SCIENCES COR COM 68556410 1,791,351 341,861 341,861 314,161 27,700
ORCHID BIOSCIENCES I COM 68571P10 975,544 376,658 376,658 355,858 20,800
ORGANOGENESIS INC COM 68590610 504,532 362,973 361,273 1,700 337,473 1,700 23,800
OREGON STL MLS INC COM 68607910 1,738,408 228,738 228,738 212,738 16,000
O REILLY AUTOMOTIVE COM 68609110 12,026,970 380,962 380,942 20 356,362 24,600
ORIENTAL FINL GROUP COM 68618W10 2,259,559 106,583 106,583 98,663 7,920
ORIX CORP SPONSORED 68633010 408,479 10,835 10,835 10,835
ORTHODONTIC CTRS AME COM 68750P10 11,582,864 419,517 419,497 20 391,685 1,500 26,332
OSCA INC CL A 68783610 2,199,240 78,939 78,939 76,039 2,900
OSHKOSH B GOSH INC CL A 68822220 5,733,467 133,772 133,772 125,372 8,400
OSHKOSH TRUCK CORP COM 68823920 13,535,884 237,889 207,342 26,927 3,620 224,369 3,620 9,900
OSMONICS INC COM 68835010 1,547,954 105,303 105,303 94,603 10,700
OTTER TAIL CORP COM 68964810 7,160,454 231,880 229,415 465 2,000 212,580 2,000 17,300
OUTBACK STEAKHOUSE I COM 68989910 35,339,865 987,975 978,955 8,320 700 937,075 3,500 47,400
OVERSEAS SHIPHOLDING COM 69036810 9,713,147 399,718 399,698 20 382,518 17,200
OVERTURE SVCS INC COM 69039R10 15,050,722 539,066 538,466 600 527,266 11,800
OWENS & MINOR INC NE COM 69073210 6,249,742 318,215 318,135 80 295,715 22,500
OWENS ILL INC COM NEW 69076840 344,292,330 20,252,490 12,520,288 7,732,202 1,269,906 18,885,450 97,134
Page Total 2,430,755,389
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OXFORD HEALTH PLANS COM 69147110 63,328,607 1,515,401 1,510,185 4,676 540 1,377,854 4,140 133,407
OXFORD INDS INC COM 69149730 1,394,606 52,826 52,666 160 51,366 160 1,300
P C CONNECTION COM 69318J10 743,909 70,446 70,146 300 70,446
PC-TEL INC COM 69325Q10 1,362,643 157,531 157,531 153,631 3,900
PDF SOLUTIONS INC COM 69328210 300,125 17,500 17,500 17,500
PDI INC COM 69329V10 1,165,932 68,746 68,746 63,946 4,800
PG&E CORP COM 69331C10 671,071,966 28,483,530 28,466,755 16,195 580 7,037,533 20,403,686 1,036,211
PFF BANCORP INC COM 69331W10 6,033,799 193,391 193,391 185,891 7,500
P F CHANGS CHINA BIS COM 69333Y10 11,582,825 173,838 146,563 21,910 5,365 163,573 5,365 4,900
PICO HLDGS INC COM NEW 69336620 1,752,746 117,634 117,594 40 109,234 8,400
PLX TECHNOLOGY INC COM 69341710 2,124,056 174,103 174,003 100 163,103 11,000
PMA CAP CORP CL A 69341920 3,771,267 164,397 164,397 151,797 12,600
PMC-SIERRA INC COM 69344F10 55,239,407 3,393,084 3,386,054 6,710 320 2,889,269 110,220 391,695
PMI GROUP INC COM 69344M10 53,426,936 705,213 703,433 1,680 100 662,752 1,800 40,661
PNC FINL SVCS GROUP COM 69347510 401,774,307 6,533,978 6,433,047 70,794 30,137 5,538,370 113,197 878,001
PNM RES INC COM 69349H10 31,934,045 1,041,554 1,041,554 1,003,354 9,000 29,200
PPG INDS INC COM 69350610 222,564,341 4,053,257 4,009,592 35,145 8,520 3,552,922 63,877 433,858
PPL CORP COM 69351T10 156,012,699 3,938,720 3,927,030 9,690 2,000 3,484,878 57,465 393,577
PRG-SCHULTZ INTERNAT COM 69357C10 5,369,488 382,170 382,170 357,170 25,000
PRI AUTOMATION INC COM 69357H10 5,071,875 217,593 217,373 220 203,093 14,500
PS BUSINESS PKS INC COM 69360J10 9,060,576 260,736 260,656 80 246,994 13,742
PSS WORLD MED INC COM 69366A10 12,669,939 1,292,851 1,292,691 160 1,248,051 44,800
PTEK HLDGS INC COM 69366M10 498,277 121,531 26,531 95,000 121,531
PACCAR INC COM 69371810 113,907,146 1,555,896 1,549,946 3,600 2,350 1,395,193 21,731 138,972
PACIFIC CAP BANCORP COM 69404P10 9,423,471 305,461 305,421 40 289,161 16,300
PACIFIC CENTY FINL C COM 69405810 22,690,676 870,709 867,759 2,950 814,365 3,300 53,044
PACIFIC NORTHWEST BA COM 69466M10 3,560,283 135,372 135,372 126,672 8,700
PACIFIC SUNWEAR CALI COM 69487310 7,178,575 291,812 289,152 2,560 100 270,312 100 21,400
PACIFICARE HEALTH SY COM 69511210 8,415,646 482,272 482,172 100 461,752 20,520
PACKAGING CORP AMER COM 69515610 14,783,090 746,998 746,898 100 710,264 2,500 34,234
PACKETEER INC COM 69521010 1,527,138 206,370 203,455 2,915 194,870 11,500
PACTIV CORP COM 69525710 69,784,014 3,485,715 3,478,635 7,080 3,143,631 59,363 282,721
PAIN THERAPEUTICS IN COM 69562K10 1,658,956 173,531 173,531 170,631 2,900
PALL CORP COM 69642930 62,581,398 3,054,241 3,042,481 11,760 2,799,190 29,615 225,436
PALM HARBOR HOMES COM 69663910 3,238,976 155,720 155,720 145,520 10,200
PALM INC COM 69664210 50,359,070 12,621,321 12,387,144 221,531 12,646 10,625,734 318,392 1,668,995
PANAMSAT CORP NEW COM 69793310 9,861,168 431,561 431,281 280 411,663 1,100 18,798
PAN PACIFIC RETAIL P COM 69806L10 14,959,215 489,343 437,382 51,961 469,718 19,625
PANERA BREAD CO CL A 69840W10 14,172,926 222,460 222,460 216,460 6,000
PAPA JOHNS INTL INC COM 69881310 17,011,651 610,174 610,074 100 601,074 9,100
PARADIGM GENETICS IN COM 69900R10 302,883 186,965 186,086 879 176,165 10,800
Page Total 2,143,670,653
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PARAMETRIC TECHNOLOG COM 69917310 35,805,065 5,927,991 5,911,726 16,085 180 5,075,583 164,767 684,141
PAREXEL INTL CORP COM 69946210 3,927,955 244,885 244,585 300 230,085 14,800
PARK ELECTROCHEMICAL COM 70041620 8,434,824 290,856 290,566 290 280,256 10,600
PARK NATL CORP COM 70065810 11,151,640 112,928 112,928 105,308 7,620
PARK PL ENTMT CORP COM 70069010 35,395,988 3,355,070 3,343,690 10,780 600 2,989,913 11,800 349,457
PARKER DRILLING CO COM 70108110 4,081,939 921,431 820,131 1,300 100,000 769,131 100,000 52,300
PARKER HANNIFIN CORP COM 70109410 134,691,676 2,699,232 2,638,629 30,806 29,797 2,306,685 72,301 318,346
PARKERVISION INC COM 70135410 1,622,789 79,901 79,901 74,401 5,500
PARKWAY PPTYS INC COM 70159Q10 3,816,038 104,549 104,549 93,836 10,713
PATHMARK STORES INC COM 70322A10 6,985,664 291,677 283,177 8,500 272,877 18,800
PATINA OIL & GAS COR COM 70322410 16,953,189 537,855 537,855 529,455 8,400
PATTERSON DENTAL CO COM 70341210 27,049,803 618,564 612,799 5,665 100 584,490 2,000 32,074
PATTERSON UTI ENERGY COM 70348110 29,987,109 1,008,309 976,914 25,770 5,625 955,860 8,125 44,324
PAXAR CORP COM 70422710 8,561,425 498,627 498,587 40 472,127 26,500
PAXSON COMMUNICATION COM 70423110 3,752,736 342,403 340,703 1,700 318,043 24,360
PAYCHEX INC COM 70432610 325,286,396 8,193,612 8,001,445 114,843 77,324 6,771,681 340,245 1,076,303
PAYLESS SHOESOURCE I COM 70437910 21,260,479 348,247 347,042 1,105 100 332,801 1,000 14,446
PEABODY ENERGY CORP COM 70454910 3,825,163 132,130 132,130 122,030 800 9,300
PEARSON PLC SPONSORED 70501510 644,825 48,374 48,374 48,374
PEC SOLUTIONS INC COM 70510710 739,396 30,069 30,069 30,069
PECHINEY SPONSORED 70515120 475,636 17,935 17,935 17,935
PECO II INC COM 70522110 577,291 115,922 115,922 113,722 2,200
PEDIATRIX MED GROUP COM 70532410 10,664,568 261,643 261,643 249,243 12,400
PEETS COFFEE & TEA I COM 70556010 223,645 17,310 3,900 410 13,000 4,310 13,000
PEGASYSTEMS INC COM 70557310 250,609 29,553 22,553 7,000 29,553
PEGASUS COMMUNICATIO CL A 70590410 1,241,195 410,992 408,492 2,400 100 383,892 100 27,000
PEGASUS SOLUTIONS IN COM 70590610 4,642,408 250,941 250,901 40 233,941 17,000
PEMSTAR INC COM 70655210 2,004,883 208,842 208,842 198,542 10,300
PENN ENGR & MFG CORP COM NON VT 70738930 2,251,703 119,899 119,899 109,299 10,600
PENN NATL GAMING INC COM 70756910 3,451,256 98,551 98,551 93,251 5,300
PENN VA CORP COM 70788210 2,936,370 73,135 73,135 68,635 4,500
PENNEY J C INC COM 70816010 928,628,613 44,839,624 44,824,908 14,116 600 4,810,005 39,300,756 728,863
PENNFED FINL SVCS IN COM 70816710 1,471,772 54,010 54,010 52,810 1,200
PENNSYLVANIA RL ESTA SH BEN INT 70910210 4,000,261 156,873 156,773 100 144,384 12,489
PENNZOIL-QUAKER STAT COM 70932310 22,206,785 1,034,317 1,032,567 1,450 300 979,757 300 54,260
PENTAIR INC COM 70963110 23,941,848 532,396 531,496 900 501,894 1,600 28,902
PENTON MEDIA INC COM 70966810 2,332,240 308,906 233,686 220 75,000 219,806 75,000 14,100
PENWEST PHARMACEUTIC COM 70975410 2,329,629 120,084 120,084 116,484 3,600
PEOPLES BK BRIDGEPOR COM 71019810 5,405,917 219,307 207,997 5,060 6,250 197,017 6,250 16,040
PEOPLES ENERGY CORP COM 71103010 32,562,928 826,890 825,573 1,117 200 747,308 8,650 70,932
PEOPLES HLDG CO COM 71114810 1,424,592 37,293 37,293 37,293
Page Total 1,736,998,248
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PEOPLESOFT INC COM 71271310 236,767,697 6,481,459 6,468,026 13,073 360 5,384,853 206,949 885,357
PEP BOYS MANNY MOE & COM 71327810 17,563,170 1,055,479 1,055,479 1,010,979 44,500
PEPSI BOTTLING GROUP COM 71340910 293,851,819 11,358,787 11,350,028 8,559 200 4,961,303 5,968,825 428,659
PEPSIAMERICAS INC COM 71343P20 25,206,722 1,748,039 1,743,669 3,970 400 1,609,839 3,400 134,800
PEPSICO INC COM 71344810 2,166,750,590 42,072,827 39,318,986 1,759,688 994,153 34,479,103 2,377,081 5,190,009
PER-SE TECHNOLOGIES COM NEW 71356930 3,731,669 308,913 308,913 290,013 18,900
PEREGRINE SYSTEMS IN COM 71366Q10 14,851,104 1,559,990 1,555,549 4,341 100 1,337,400 5,750 214,340
PEREGRINE PHARMACEUT COM 71366110 2,006,733 924,762 924,762 864,662 60,100
PERFORMANCE FOOD GRO COM 71375510 15,279,981 467,850 467,850 436,250 31,600
PERFORMANCE TECHNOLO COM 71376K10 697,037 87,348 87,348 85,348 2,000
PERICOM SEMICONDUCTO COM 71383110 7,519,948 531,821 531,801 20 517,521 14,300
PERINI CORP COM 71383910 628,394 109,286 109,286 109,286
PERKINELMER INC COM 71404610 59,121,523 3,195,758 3,191,438 4,200 120 2,777,337 129,601 286,120
PEROT SYS CORP CL A 71426510 12,338,117 618,452 618,402 50 579,352 39,100
PERRIGO CO COM 71429010 10,003,368 837,102 837,102 798,802 38,300
PETRO-CDA COM 71644E10 333,103 12,906 12,906 12,906
PETROLEO BRASILEIRO SPONSORED 71654V10 7,791,273 312,526 312,526 102,837 180,135 29,554
PETROLEO BRASILEIRO SPONSORED 71654V40 3,684,571 139,198 139,198 30,140 95,958 13,100
PETROQUEST ENERGY IN COM 71674810 1,096,097 191,291 191,291 177,391 13,900
PETSMART INC COM 71676810 13,779,007 1,016,151 1,016,151 939,371 76,780
PHARMACYCLICS INC COM 71693310 1,241,338 159,146 158,946 200 148,746 10,400
PFIZER INC COM 71708110 5,908,005,795 148,666,477 141,917,974 3,987,032 2,761,471 122,172,757 9,135,272 17,261,964
PHARMACEUTICAL PROD COM 71712410 34,476,651 989,287 988,607 680 953,319 1,500 34,468
PHARMACEUTICAL RES I COM 71712510 3,756,393 177,272 177,172 100 166,072 100 11,100
PHARMACOPEIA INC COM 71713B10 2,805,188 210,758 210,758 196,358 14,400
PHARMACIA CORP COM 71713U10 1,228,048,307 27,241,533 27,017,680 168,620 55,233 22,880,614 830,736 3,511,738
PHARMOS CORP COM NEW 71713920 752,262 447,775 447,775 413,975 33,800
PHELPS DODGE CORP COM 71726510 72,965,572 1,733,149 1,728,844 4,205 100 1,507,521 21,465 203,063
PHILADELPHIA CONS HL COM 71752810 5,271,589 132,452 132,452 125,252 7,200
PHILADELPHIA SUBN CO COM PAR $0 71800960 13,238,842 563,355 561,273 964 1,118 527,491 1,118 34,746
PHILIP MORRIS COS IN COM 71815410 2,552,643,438 48,464,846 47,664,736 495,816 304,294 43,789,652 1,600,185 3,041,790
PHILLIPS PETE CO COM 71850710 548,750,168 8,738,060 8,633,248 68,023 36,789 7,798,475 148,011 791,574
PHILLIPS VAN HEUSEN COM 71859210 5,305,162 375,986 375,986 355,486 20,500
PHOENIX COS INC NEW COM 71902E10 1,391,731 72,486 71,400 1,086 72,486
PHOENIX TECHNOLOGY L COM 71915310 3,642,475 266,848 265,948 900 249,948 16,900
PHOTON DYNAMICS INC COM 71936410 7,857,924 154,410 152,925 1,485 145,910 8,500
PHOTRONICS INC COM 71940510 11,706,502 347,065 346,745 320 330,065 17,000
PIEDMONT NAT GAS INC COM 72018610 10,860,563 305,072 304,522 550 284,772 20,300
PIER 1 IMPORTS INC COM 72027910 30,702,552 1,491,139 1,488,079 3,060 1,429,559 61,580
PILGRIMS PRIDE CORP CL B 72146710 2,101,990 149,928 149,928 142,828 7,100
PINNACLE ENTMT INC COM 72345610 2,061,570 255,778 255,518 40 220 242,358 220 13,200
Page Total 13,340,587,935
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PINNACLE SYS INC COM 72348110 4,267,895 535,495 535,395 100 504,695 30,800
PINNACLE WEST CAP CO COM 72348410 83,203,055 1,834,687 1,830,075 4,612 1,640,638 28,606 165,443
PIONEER NAT RES CO COM 72378710 27,986,343 1,255,556 1,252,480 2,020 1,056 1,185,072 4,956 65,528
PIONEER STD ELECTRS COM 72387710 6,609,394 467,095 467,075 20 445,195 21,900
PITNEY BOWES INC COM 72447910 243,810,670 5,696,511 5,674,016 17,265 5,230 4,797,300 183,070 712,028
PITTSTON CO COM BRINKS 72570110 18,653,617 743,172 741,952 1,020 200 706,852 200 36,120
PIXELWORKS INC COM 72581M10 2,845,372 220,914 218,628 2,286 207,414 13,500
PIXAR COM 72581110 4,896,129 133,047 131,587 1,400 60 121,659 160 11,228
PLACER DOME INC COM 72590610 62,713,985 5,119,509 5,117,309 2,200 4,703,805 92,350 323,354
PLAINS ALL AMERN PIP UNIT LTD P 72650310 771,325 30,669 30,669 30,669
PLAINS RES INC COM PAR $0 72654050 5,595,711 224,908 224,908 212,708 12,200
PLANAR SYS INC COM 72690010 2,496,112 95,090 95,090 88,690 6,400
PLANTRONICS INC NEW COM 72749310 11,947,600 571,109 570,409 300 400 548,809 400 21,900
PLATO LEARNING INC COM 72764Y10 3,861,833 218,306 218,306 210,173 8,133
PLAYBOY ENTERPRISES CL B 72811730 2,285,918 133,836 133,836 125,536 8,300
PLAYTEX PRODS INC COM 72813P10 3,136,813 288,841 286,541 2,200 100 266,961 100 21,780
PLEXUS CORP COM 72913210 15,559,102 659,284 623,884 35,200 200 632,584 200 26,500
PLUG POWER INC COM 72919P10 955,419 92,133 91,633 500 86,833 5,300
PLUM CREEK TIMBER CO COM 72925110 110,573,073 3,721,746 3,718,323 3,423 3,313,636 114,774 293,336
POGO PRODUCING CO COM 73044810 11,543,650 364,153 362,863 1,290 327,215 2,000 34,938
POLARIS INDS INC COM 73106810 14,188,538 222,740 221,800 860 80 206,460 80 16,200
POLO RALPH LAUREN CO CL A 73157210 10,298,555 352,932 352,112 720 100 315,812 2,100 35,020
POLYCOM INC COM 73172K10 26,306,575 1,069,373 1,067,553 1,520 300 1,002,246 3,800 63,327
POLYMEDICA CORP COM 73173810 5,397,156 212,069 212,069 205,169 6,900
POLYONE CORP COM 73179P10 87,846,356 7,200,521 1,026,128 6,174,393 976,128 6,174,233 50,160
POMEROY COMPUTER RES COM 73182210 1,510,440 99,502 99,502 97,702 1,800
POPE & TALBOT INC COM 73282710 2,240,326 152,819 152,819 142,319 10,500
POPULAR INC COM 73317410 28,312,514 968,943 968,173 770 875,087 5,200 88,656
PORT FINL CORP COM 73411910 2,664,183 84,470 84,470 80,270 4,200
PORTAL SOFTWARE INC COM 73612610 1,809,663 947,468 944,528 2,840 100 888,368 100 59,000
PORTUGAL TELECOM SGP SPONSORED 73727310 285,314 38,713 38,713 38,713
POSSIS MEDICAL INC COM 73740710 3,119,376 158,344 158,344 147,944 10,400
POST PPTYS INC COM 73746410 16,572,830 493,239 493,019 220 459,192 34,047
POTLATCH CORP COM 73762810 12,153,499 360,745 358,973 420 1,352 340,823 1,352 18,570
POTOMAC ELEC PWR CO COM 73767910 28,430,586 1,217,584 1,206,460 9,210 1,914 1,076,356 12,714 128,514
POWELL INDS INC COM 73912810 1,243,626 55,994 55,994 54,994 1,000
POWER INTEGRATIONS I COM 73927610 6,376,854 334,743 334,523 220 315,143 19,600
POWER-ONE INC COM 73930810 12,806,992 1,565,647 1,563,937 1,610 100 1,428,817 24,190 112,640
POWERWAVE TECHNOLOGI COM 73936310 10,998,611 854,593 852,243 1,750 600 815,973 600 38,020
POZEN INC COM 73941U10 1,512,822 261,734 261,734 249,634 12,100
PRAECIS PHARMACEUTIC COM 73942110 2,501,278 481,015 480,415 600 448,815 600 31,600
Page Total 900,289,110
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PRAXAIR INC COM 74005P10 231,129,152 3,865,036 3,855,136 9,530 370 3,354,520 45,973 462,043
PRE PAID LEGAL SVCS COM 74006510 4,984,091 174,513 174,513 162,013 12,500
PRECISION CASTPARTS COM 74018910 31,011,900 875,795 871,798 3,697 300 839,401 2,300 34,094
PREFORMED LINE PRODS COM 74044410 400,050 21,000 21,000 21,000
PRENTISS PPTYS TR SH BEN INT 74070610 21,417,793 725,535 656,340 69,195 697,400 28,135
PRESIDENTIAL LIFE CO COM 74088410 5,179,242 227,659 222,819 4,400 440 211,399 440 15,820
PRESSTEK INC COM 74111310 1,681,576 289,927 289,367 560 270,627 19,300
PRICE COMMUNICATIONS COM NEW 74143730 12,149,038 688,721 687,771 850 100 658,021 100 30,600
PRICE T ROWE GROUP I COM 74144T10 107,526,372 2,762,044 2,547,276 176,168 38,600 2,496,294 74,468 191,282
PRICELINE COM INC COM 74150310 9,198,769 1,758,847 1,749,207 9,540 100 1,696,447 100 62,300
PRICESMART INC COM 74151110 1,308,190 35,890 35,890 33,590 2,300
PRIDE INTL INC DEL COM 74153Q10 25,311,321 1,591,907 1,588,757 2,590 560 1,499,901 6,360 85,646
PRIMEDIA INC COM 74157K10 5,028,599 1,586,309 1,582,639 3,550 120 1,439,714 11,620 134,975
PRIME GROUP REALTY T SH BEN INT 74158J10 972,406 126,946 126,906 40 114,789 12,157
PRIMA ENERGY CORP COM PAR $0 74190120 3,746,180 150,449 150,449 143,699 6,750
PRIME HOSPITALITY CO COM 74191710 7,702,402 585,734 585,634 100 554,334 31,400
PRINCIPAL FINANCIAL COM 74251V10 6,516,774 257,580 254,780 1,600 1,200 256,380 1,200
PRIORITY HEALTHCARE CL B 74264T10 5,452,892 209,646 209,626 20 194,162 1,000 14,484
PRIVATE MEDIA GROUP COM 74266R10 601,675 106,680 106,680 106,680
PROASSURANCE CORP COM 74267C10 4,007,118 222,001 222,001 206,277 15,724
PROBUSINESS SERVICES COM 74267410 4,117,389 190,885 190,585 300 180,205 10,680
PROCTER & GAMBLE CO COM 74271810 3,068,847,021 34,064,236 31,929,775 1,226,159 908,302 28,219,476 1,905,602 3,919,346
PROGENICS PHARMACEUT COM 74318710 1,018,515 67,901 67,901 66,201 1,700
PROGRESS ENERGY INC COM 74326310 1,147,769,731 22,937,045 22,919,402 12,333 5,310 4,058,303 18,290,853 584,589
PROGRESS SOFTWARE CO COM 74331210 7,546,058 415,990 415,910 80 397,555 18,435
PROGRESSIVE CORP OHI COM 74331510 292,211,324 1,753,759 1,742,361 8,098 3,300 1,508,359 26,160 218,116
PROLOGIS TR SH BEN INT 74341010 40,256,357 1,724,041 1,647,551 76,490 1,595,079 4,700 124,262
PROQUEST COMPANY COM 74346P10 5,789,979 134,682 134,682 126,382 8,300
PROSPERITY BANCSHARE COM 74360610 1,557,094 47,837 47,837 47,837
PROTECTIVE LIFE CORP COM 74367410 37,839,050 1,213,568 1,207,348 5,020 1,200 1,159,502 3,600 50,466
PROTEIN DESIGN LABS COM 74369L10 18,009,831 1,051,362 1,050,022 1,140 200 991,862 3,800 55,700
PROTON ENERGY SYS IN COM 74371K10 1,956,682 301,028 301,028 280,428 20,600
PROVIDENT BANCORP IN COM 74383510 862,389 32,543 32,543 32,543
PROVIDENT BANKSHARES COM 74385910 13,078,992 544,958 542,144 2,814 529,523 15,435
PROVIDENT FINL GROUP COM 74386610 16,076,851 558,224 557,224 1,000 476,616 200 81,408
PROVINCE HEALTHCARE COM 74397710 9,718,760 305,910 304,825 1,085 286,410 19,500
PROVIDIAN FINL CORP COM 74406A10 44,866,335 5,942,561 5,920,751 21,590 220 5,200,139 60,560 681,862
PRUDENTIAL FINL INC COM 74432010 21,269,312 685,002 683,225 1,462 315 684,687 315
PRUDENTIAL PLC ADR 74435K20 1,217,879 58,693 58,693 58,693
PUBLIC SVC ENTERPRIS COM 74457310 216,631,160 4,729,938 4,709,329 14,528 6,081 4,086,207 77,463 563,068
PUBLIC STORAGE INC COM 74460D10 40,666,365 1,098,794 1,084,054 14,740 1,010,876 3,700 84,218
Page Total 5,476,632,614
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Issuer Class Number Value Prin Amt Defined Other
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PUGET ENERGY INC NEW COM 74531010 24,836,627 1,194,643 1,186,378 7,890 375 1,105,823 3,975 84,845
PULITZER INC COM 74576910 4,488,757 83,902 83,102 700 100 77,402 100 6,400
PULTE HOMES INC COM 74586710 53,226,426 1,112,360 1,109,246 2,925 189 985,125 19,996 107,239
PUMATECH INC COM 74588710 458,842 344,994 344,994 318,394 26,600
PURE RES INC COM 74622E10 3,543,614 156,936 156,586 350 148,636 8,300
QRS CORP COM 74726X10 2,558,735 216,842 215,892 950 204,242 12,600
QLOGIC CORP COM 74727710 104,406,284 2,108,366 2,101,681 6,385 300 1,824,116 63,802 218,748
QUAKER CITY BANCORP COM 74731K10 1,131,356 35,712 35,712 34,712 1,000
QUAKER CHEM CORP COM 74731610 4,155,295 177,957 177,957 175,257 2,700
QUAKER FABRIC CORP N COM 74739910 1,134,257 101,545 101,545 101,545
QUALCOMM INC COM 74752510 632,657,636 16,808,120 16,751,830 36,032 20,258 13,914,126 559,112 2,323,817
QUANTA SVCS INC COM 74762E10 6,693,443 387,128 385,928 1,100 100 371,028 1,000 15,100
QUANEX CORP COM 74762010 6,732,078 189,636 189,636 178,736 10,900
QUANTUM CORP COM DSSG 74790620 13,810,982 1,735,048 1,729,788 4,860 400 1,610,948 6,300 117,800
QUEST DIAGNOSTICS IN COM 74834L10 87,211,058 1,052,638 1,048,463 3,975 200 964,426 2,900 84,266
QUEST SOFTWARE INC COM 74834T10 3,851,539 254,900 254,220 680 232,880 1,600 20,420
QUESTAR CORP COM 74835610 23,467,779 912,788 889,603 12,430 10,755 823,123 13,655 76,010
QUICKSILVER RESOURCE COM 74837R10 1,663,866 72,342 72,342 70,842 1,500
QUIKSILVER INC COM 74838C10 4,607,052 210,560 210,560 194,760 15,800
QUINTILES TRANSNATIO COM 74876710 46,898,162 2,642,150 2,555,230 76,180 10,740 2,365,082 53,698 223,370
QUIXOTE CORP COM 74905610 970,463 52,030 52,030 48,230 3,800
QWEST COMMUNICATIONS COM 74912110 275,464,283 33,511,470 33,390,200 86,032 35,238 28,787,658 622,453 4,078,457
QUOVADX INC COM 74913K10 328,909 39,580 39,580 39,580
R & G FINANCIAL CORP CL B 74913610 2,168,922 108,827 108,827 102,427 6,400
RAIT INVT TR COM 74922710 223,665 11,100 11,100 9,100 2,000
RCN CORP COM 74936110 550,259 390,255 388,955 300 1,000 358,755 1,000 30,500
RFS HOTEL INVS INC COM 74955J10 9,421,200 640,898 534,538 106,360 616,726 24,172
R H DONNELLEY CORP COM NEW 74955W30 9,956,148 327,182 326,613 569 306,282 20,900
R G S ENERGY GROUP I COM 74956K10 19,440,485 495,299 491,870 2,829 600 471,999 600 22,700
RLI CORP COM 74960710 3,710,870 71,777 71,277 500 65,977 5,800
RPC INC COM 74966010 1,664,076 111,683 111,683 103,283 8,400
RPM INC OHIO COM 74968510 27,751,431 1,784,658 1,779,326 2,120 3,212 1,711,646 3,212 69,800
RSA SEC INC COM 74971910 4,830,075 536,675 535,570 905 200 499,275 2,200 35,200
RTI INTL METALS INC COM 74973W10 2,836,876 245,617 244,557 1,060 230,717 14,900
RF MICRODEVICES INC COM 74994110 28,588,877 1,597,144 1,593,364 3,380 400 1,507,088 5,500 84,556
RACING CHAMPIONS COR COM 75006910 589,050 30,600 30,600 30,600
RADIAN GROUP INC COM 75023610 48,415,064 986,452 984,082 2,370 930,322 3,300 52,830
RADIANT SYSTEMS INC COM 75025N10 1,456,651 160,956 160,936 20 148,856 12,100
RADIO ONE INC CL A 75040P10 7,408,344 340,457 258,937 68,100 13,420 279,482 13,420 47,555
RADIO ONE INC CL D NON V 75040P40 7,250,705 351,976 346,096 5,880 348,024 2,600 1,352
RADIOSHACK CORP COM 75043810 123,205,755 4,101,390 4,087,013 7,837 6,540 3,390,096 126,230 581,764
Page Total 1,603,765,896
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Issuer Class Number Value Prin Amt Defined Other
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RADISYS CORP COM 75045910 2,786,615 154,726 153,986 740 144,076 10,650
RAILAMERICA INC COM 75075310 3,460,585 328,953 328,953 318,553 10,400
RAINDANCE COMM COM 75086X10 244,875 70,165 38,765 31,400 70,165
RAINBOW TECHNOLOGIES COM 75086210 3,561,783 354,054 354,054 339,854 14,200
RAMBUS INC DEL COM 75091710 6,524,498 837,548 835,748 1,720 80 785,508 80 51,960
RALCORP HLDGS INC NE COM 75102810 9,995,782 367,492 367,392 100 347,792 19,700
RANGE RES CORP COM 75281A10 2,361,699 455,048 455,048 425,448 29,600
RANK GROUP PLC SPONSORED 75303710 477,792 56,880 56,880 56,880
RARE HOSPITALITY INT COM 75382010 6,945,887 273,245 273,245 259,945 13,300
RATIONAL SOFTWARE CO COM NEW 75409P20 67,956,907 4,292,919 4,259,499 18,680 14,740 3,616,782 140,740 531,697
RAVEN INDS INC COM 75421210 465,784 19,745 19,745 19,745
RAYMOND JAMES FINANC COM 75473010 13,325,910 389,305 387,760 1,445 100 363,105 100 26,100
RAYONIER INC COM 75490710 18,521,140 347,619 347,119 400 100 329,519 100 18,000
RAYOVAC CORP COM 75508110 3,009,258 194,774 194,694 80 183,674 11,100
RAYTHEON CO COM NEW 75511150 460,574,965 11,219,853 11,073,578 130,311 15,964 7,091,109 3,163,931 958,757
READ-RITE CORP COM 75524610 3,679,198 1,198,436 1,194,236 4,200 1,123,336 75,100
READERS DIGEST ASSN CL A NON V 75526710 34,238,110 1,527,805 1,359,365 168,040 400 1,199,371 167,980 159,254
READERS DIGEST ASSN CL B 75526720 37,706,506 1,584,307 1,584,307 1,584,307
READING INTERNATIONA CL A 75540810 871,614 310,183 310,183 310,183
REALNETWORKS INC COM 75605L10 4,697,489 669,158 668,918 140 100 608,658 4,900 55,600
REALTY INCOME CORP COM 75610910 10,152,726 305,805 305,705 100 287,905 17,900
RECKSON ASSOCS RLTY COM 75621K10 14,093,559 571,515 571,515 538,708 32,807
RECOTON CORP COM 75626810 359,546 80,256 80,256 78,656 1,600
RED HAT INC COM 75657710 2,264,560 396,665 393,725 1,240 1,700 376,665 1,700 18,300
REDBACK NETWORKS INC COM 75720910 2,926,849 860,838 855,718 5,020 100 772,068 8,000 80,770
REDWOOD TR INC COM 75807540 2,834,289 104,087 104,087 101,787 2,300
REEBOK INTL LTD COM 75811010 32,802,580 1,213,562 1,209,642 2,020 1,900 1,079,016 18,574 115,972
REED INTL PLC SPON ADR N 75821287 3,411,804 86,222 86,222 15,601 70,621
REGAL BELOIT CORP COM 75875010 5,112,529 200,099 199,799 300 183,699 16,400
REGENCY CTRS CORP COM 75884910 12,104,996 417,126 417,126 388,873 28,253
REGENERON PHARMACEUT COM 75886F10 6,569,871 262,900 262,900 246,600 16,300
REGENERATION TECH IN COM 75886N10 854,854 117,911 117,911 115,511 2,400
REGENT COMMUNICATION COM 75886510 1,569,546 190,479 190,479 186,479 4,000
REGIS CORP MINN COM 75893210 14,242,878 507,225 507,205 20 483,825 23,400
REGIONS FINL CORP COM 75894010 154,092,622 4,485,957 4,444,387 30,790 10,780 3,957,814 74,567 453,576
REGISTER COM INC COM 75914G10 2,697,609 300,402 300,302 100 286,402 14,000
REHABCARE GROUP INC COM 75914810 6,004,266 210,676 210,676 200,976 9,700
REINSURANCE GROUP AM COM 75935110 4,760,528 152,045 151,945 100 139,403 100 12,542
RELIANCE STEEL & ALU COM 75950910 9,087,732 329,385 329,385 314,385 15,000
RELIANT RES INC COM 75952B10 6,789,787 401,525 397,525 4,000 315,713 2,000 83,812
RELIANT ENERGY INC COM 75952J10 162,669,857 6,307,478 6,279,101 23,493 4,884 5,416,888 114,562 770,928
Page Total 1,136,809,385
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REMEC INC COM 75954310 4,500,818 486,575 486,575 458,475 28,100
REMINGTON OIL & GAS COM 75959430 4,765,259 236,372 236,372 226,472 9,900
RENAISSANCE LEARNING COM 75968L10 6,374,276 194,932 194,932 189,382 5,550
REPUBLIC BANCSHARES COM 75992910 700,618 40,924 40,924 40,924
RENAL CARE GROUP INC COM 75993010 23,853,209 727,232 726,732 500 695,332 31,900
RENT A CTR INC NEW COM 76009N10 5,525,128 108,145 108,005 40 100 103,545 100 4,500
RENT WAY INC COM 76009U10 2,054,414 243,126 243,126 227,726 15,400
REPSOL YPF S A SPONSORED 76026T20 606,336 47,743 47,743 47,743
REPUBLIC BANCORP KY CL A 76028120 481,860 45,674 45,674 45,674
REPUBLIC BANCORP INC COM 76028210 9,189,922 656,423 655,993 430 621,883 34,540
REPUBLIC SVCS INC COM 76075910 32,010,645 1,713,632 1,707,312 6,220 100 1,595,246 6,500 111,886
RESEARCH FRONTIERS I COM 76091110 1,595,637 90,251 90,251 83,851 6,400
RESTORATION HARDWARE COM 76098110 283,437 22,675 22,675 22,675
RESMED INC COM 76115210 10,639,787 265,133 264,473 660 242,791 1,200 21,142
RESORTQUEST INTL INC COM 76118310 1,050,053 143,843 143,843 133,843 10,000
RESOURCE AMERICA INC CL A 76119520 1,583,588 143,571 143,571 133,971 9,600
RESOURCES CONNECTION COM 76122Q10 3,880,930 134,149 134,149 132,149 2,000
RESPIRONICS INC COM 76123010 10,925,992 337,222 336,842 380 314,222 23,000
RETEK INC COM 76128Q10 14,050,601 535,261 534,253 808 200 502,907 2,000 30,354
REUTERS GROUP PLC SPONSORED 76132M10 569,394 12,066 12,066 12,066
REVLON INC CL A 76152550 428,242 65,985 65,785 200 65,985
REX STORES CORP COM 76162410 325,488 17,884 17,884 17,884
REYNOLDS & REYNOLDS CL A 76169510 41,009,040 1,366,968 1,365,108 1,660 200 1,319,538 2,100 45,330
REYNOLDS R J TOB HLD COM 76182K10 62,271,499 961,722 955,148 6,128 446 953,108 4,296 4,318
RIBOZYME PHARMACEUTI COM 76256710 283,747 97,844 97,844 97,844
RICHARDSON ELECTRS L COM 76316510 607,752 50,062 50,062 46,062 4,000
RIGEL PHARMACEUTICAL COM 76655910 871,606 245,523 245,523 229,423 16,100
RIGGS NATL CORP WASH COM 76657010 2,688,076 175,119 174,919 200 163,619 11,500
RIGHT MGMT CONSULTAN COM 76657310 2,864,882 113,147 113,147 107,197 5,950
RIO TINTO PLC SPONSORED 76720410 12,418,720 155,234 79,030 76,204 153,644 1,590
RITE AID CORP COM 76775410 9,202,548 2,659,696 2,652,156 7,320 220 2,398,148 11,820 249,728
RIVERSTONE NETWORKS COM 76932010 4,988,232 831,372 828,713 2,527 132 747,724 4,353 79,295
RIVIANA FOODS INC COM 76953610 1,340,132 62,623 62,623 58,223 4,400
ROADWAY CORP COM 76974210 4,881,410 131,930 131,930 116,830 15,100
ROANOKE ELEC STL COR COM 76984110 1,716,258 128,079 128,079 121,279 6,800
ROBBINS & MYERS INC COM 77019610 2,740,579 100,204 100,204 94,316 5,888
ROBERT HALF INTL INC COM 77032310 110,408,696 3,740,132 3,734,112 5,780 240 3,169,082 119,871 448,079
ROCK-TENN CO CL A 77273920 5,320,350 248,035 177,803 70,232 240,735 7,300
ROCKWELL AUTOMATION COM 77390310 76,719,068 3,824,480 3,789,219 12,704 22,557 3,248,810 82,503 489,367
ROCKWELL COLLINS INC COM 77434110 96,889,010 3,841,753 3,810,802 11,394 19,557 3,252,695 105,002 480,556
ROGERS CORP COM 77513310 5,535,642 166,686 166,646 40 154,820 11,866
Page Total 578,152,881
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ROHM & HAAS CO COM 77537110 206,496,009 4,885,167 4,789,897 76,445 18,825 4,224,711 83,381 574,275
ROLLINS INC COM 77571110 5,798,111 274,792 274,752 40 262,292 12,500
ROPER INDS INC NEW COM 77669610 17,272,911 347,264 346,604 560 100 326,407 100 20,757
ROSLYN BANCORP INC COM 77816210 20,678,368 998,955 996,645 2,310 933,495 3,350 62,110
ROSS STORES INC COM 77829610 43,718,428 1,155,655 1,153,565 1,690 400 1,086,011 3,650 65,994
ROSTELECOM OPEN JT S SPONSORED 77852910 1,305,682 168,911 168,911 85,485 55,480 27,946
ROUSE CO COM 77927310 22,219,878 717,233 714,413 2,820 636,865 3,100 77,268
ROWAN COS INC COM 77938210 48,278,753 2,095,432 2,087,317 7,755 360 1,884,523 26,853 184,056
ROXIO INC COM 78000810 4,695,355 206,935 205,859 1,076 196,463 10,472
ROYAL & SUN ALLIANCE SPON ADR N 78004V20 292,377 13,302 13,302 13,302
ROYAL APPLIANCE MFG COM 78007610 503,285 94,072 94,072 94,072
ROYAL BANCSHARES PA CL A 78008110 764,640 38,232 38,232 38,232
ROYAL BK CDA MONTREA COM 78008710 449,824 13,488 13,354 134 12,279 1,209
ROYAL DUTCH PETE CO NY REG GLD 78025780 1,771,769,563 32,617,260 32,603,604 13,656 29,713,880 574,950 2,328,430
ROYCE FOCUS TR COM 78080N10 1,823,717 255,101 255,101 255,101
RUBY TUESDAY INC COM 78118210 22,079,711 949,665 895,001 54,664 888,865 60,800
RUDDICK CORP COM 78125810 7,319,320 439,863 439,663 100 100 417,650 100 22,113
RUDOLPH TECHNOLOGIES COM 78127010 6,156,644 142,647 142,647 136,447 6,200
RURAL CELLULAR CORP CL A 78190410 380,737 84,986 84,056 930 80,686 4,300
RUSS BERRIE & CO COM 78223310 6,193,670 192,350 192,350 185,750 6,600
RUSSELL CORP COM 78235210 3,855,166 258,736 258,468 268 229,880 28,856
RYANS FAMILY STEAK H COM 78351910 10,202,592 425,108 421,428 2,720 960 399,748 960 24,400
RYDER SYS INC COM 78354910 47,143,388 1,595,917 1,594,437 1,480 1,470,709 14,600 110,608
RYERSON TULL INC NEW COM 78375P10 2,451,967 223,924 223,924 208,924 15,000
RYLAND GROUP INC COM 78376410 24,535,302 272,010 272,010 262,810 9,200
S & T BANCORP INC COM 78385910 5,869,304 230,621 230,621 215,921 14,700
SBC COMMUNICATIONS I COM 78387G10 3,083,021,622 82,345,663 77,586,316 4,229,705 529,642 67,426,198 4,696,554 10,171,451
SBS TECHNOLOGIES INC COM 78387P10 2,018,140 157,914 157,914 149,214 8,700
SBA COMMUNICATIONS C COM 78388J10 1,172,299 356,322 355,682 540 100 332,122 100 24,100
SCM MICROSYSTEMS INC COM 78401810 1,684,949 144,136 144,136 133,736 10,400
SCPIE HLDGS INC COM 78402P10 1,490,827 87,799 87,799 81,899 5,900
SCP POOL CORP COM 78402810 6,043,746 192,476 190,241 2,085 150 177,739 150 14,587
SEI INVESTMENTS CO COM 78411710 46,201,236 1,079,216 1,053,242 25,714 260 1,031,766 2,860 44,590
SEMCO ENERGY INC COM 78412D10 2,243,107 233,657 233,657 220,157 13,500
SJW CORP COM 78430510 2,359,834 29,062 29,062 27,662 1,400
SK TELECOM LTD SPONSORED 78440P10 1,611,865 65,523 65,523 28,312 37,211
SL GREEN RLTY CORP COM 78440X10 20,711,409 616,411 538,221 78,190 590,748 25,663
SLI INC COM 78442T10 571,026 223,932 223,872 60 208,432 15,500
SPDR TR UNIT SER 1 78462F10 67,046,192 585,454 585,454 378,047 207,407
SPSS INC COM 78462K10 1,994,298 113,700 113,700 106,100 7,600
SPS TECHNOLOGIES INC COM 78462610 5,664,106 133,682 133,262 420 127,282 6,400
Page Total 5,526,089,358
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S1 CORPORATION COM 78463B10 9,886,247 640,301 638,901 1,300 100 602,201 100 38,000
SPX CORP COM 78463510 99,536,686 703,042 639,510 46,893 16,639 632,362 21,639 49,041
SRI/SURGICAL EXPRESS COM 78464W10 223,711 14,660 14,660 14,660
SABA SOFTWARE INC COM 78493210 1,072,824 258,512 258,412 100 243,312 100 15,100
SWS GROUP INC COM 78503N10 4,032,321 199,127 199,006 121 187,028 12,099
S Y BANCORP INC COM 78506010 1,762,051 48,408 48,408 47,308 1,100
SABRE HLDGS CORP CL A 78590510 135,911,900 2,909,696 2,900,453 7,919 1,324 2,506,412 103,428 297,656
SAFECO CORP COM 78642910 107,345,758 3,350,367 3,339,578 4,390 6,399 2,936,782 35,771 375,414
SAFEGUARD SCIENTIFIC COM 78644910 3,487,379 1,158,598 1,157,528 970 100 1,083,498 100 75,000
SAFENET INC COM 78645R10 274,968 17,100 17,100 17,100
SAFEWAY INC COM NEW 78651420 459,447,288 10,205,404 10,141,254 57,270 6,880 8,790,751 162,097 1,245,033
SAGA COMMUNICATIONS CL A 78659810 2,465,794 97,849 97,849 91,749 6,100
ST FRANCIS CAP CORP COM 78937410 1,572,233 66,311 66,311 64,911 1,400
ST JOE CO COM 79014810 7,478,610 249,287 248,167 1,120 219,413 700 29,174
ST JUDE MED INC COM 79084910 182,460,058 2,365,004 2,356,345 5,595 3,064 2,020,600 83,266 259,838
ST MARY LD & EXPL CO COM 79222810 5,805,188 267,397 264,192 3,205 248,897 18,500
ST PAUL COS INC COM 79286010 238,712,018 5,206,369 5,190,145 9,968 6,256 4,527,193 68,547 607,429
SAKS INC COM 79377W10 19,400,024 1,475,287 1,469,957 5,230 100 1,393,267 4,300 77,720
SALEM COMMUNICATIONS CL A 79409310 2,226,093 93,928 93,928 88,428 5,500
SALIX PHARMACEUTICAL COM 79543510 2,629,500 150,000 150,000 150,000
SALTON INC COM 79575710 1,521,006 76,625 76,625 73,125 3,500
SAN PAOLO-IMI S P A SPONSORED 79917510 652,105 27,702 27,702 27,702
SANCHEZ COMPUTER ASS COM 79970210 848,677 125,730 125,610 120 123,230 2,500
SANDERSON FARMS INC COM 80001310 1,724,598 63,874 63,874 63,874
SANDISK CORP COM 80004C10 14,968,247 689,781 689,181 500 100 643,541 2,700 43,540
SANDY SPRING BANCORP COM 80036310 4,253,902 131,091 131,091 122,541 8,550
SANGAMO BIOSCIENCES COM 80067710 949,872 102,800 102,800 101,100 1,700
SANMINA SCI CORP COM 80090710 127,349,895 10,838,289 10,815,920 21,341 1,028 9,367,718 147,619 1,313,952
SANGSTAT MED CORP COM 80100310 6,290,531 234,197 234,197 223,297 10,900
SANTANDER BANCORP COM 80280910 1,854,245 93,981 93,981 88,001 5,980
SANYO ELEC LTD ADR 5 COM 80303830 274,960 11,960 11,960 11,960
SAP AKTIENGESELLSCHA SPONSORED 80305420 430,738 11,579 11,259 320 11,579
SAPIENT CORP COM 80306210 12,552,464 2,642,624 2,633,764 8,460 400 2,415,366 26,100 201,158
SARA LEE CORP COM 80311110 369,547,825 17,800,955 17,616,954 104,282 79,719 14,995,014 646,322 2,147,654
SATCON TECHNOLOGY CO COM 80389310 275,869 84,883 84,883 84,883
SAUER-DANFOSS INC COM 80413710 1,185,320 114,968 114,908 60 102,568 12,400
SAUL CTRS INC COM 80439510 3,629,922 163,510 163,510 151,640 11,870
SAXON CAPITAL INC COM 80556P30 307,216 20,800 20,800 20,800
SCANA CORP NEW COM 80589M10 31,813,963 1,039,672 1,033,116 6,156 400 967,732 4,400 67,540
SCANSOURCE INC COM 80603710 3,205,452 53,322 53,322 49,522 3,800
SCHAWK INC CL A 80637310 785,128 80,197 80,197 80,197
Page Total 1,870,152,586
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SCHEIN HENRY INC COM 80640710 43,450,875 986,399 979,399 500 6,500 935,525 16,900 33,974
SCHERING PLOUGH CORP COM 80660510 980,775,202 31,334,671 30,728,320 326,347 280,004 26,384,472 1,454,400 3,495,799
SCHLUMBERGER LTD COM 80685710 599,931,531 10,199,448 10,046,725 152,723 8,889,328 191,494 1,110,719
SCHOLASTIC CORP COM 80706610 26,593,308 490,742 490,042 500 200 462,542 200 28,000
SCHOOL SPECIALTY INC COM 80786310 6,157,116 230,431 230,191 240 220,831 9,600
SCHULMAN A INC COM 80819410 6,944,859 379,708 379,608 100 360,708 19,000
SCHWAB CHARLES CORP COM 80851310 371,389,362 28,371,991 28,261,755 95,548 14,688 23,599,443 936,754 3,817,633
SCHWEITZER-MAUDUIT I COM 80854110 4,258,966 171,387 171,387 171,387
SCICLONE PHARMACEUTI COM 80862K10 1,291,240 296,837 296,837 276,537 20,300
SCIENTIFIC ATLANTA I COM 80865510 92,028,759 3,983,929 3,974,249 9,060 620 3,479,882 46,047 454,800
SCIENTIFIC GAMES COR CL A 80874P10 1,433,697 171,290 139,290 32,000 139,290 32,000
SCIOS INC COM 80890510 15,126,137 522,853 489,603 33,250 494,053 28,800
SCOTTISH PWR PLC SPON ADR F 81013T70 514,297 25,149 25,149 25,149
SCOTTS CO CL A 81018610 16,350,693 357,158 353,758 3,300 100 346,558 100 10,500
SCRIPPS E W CO OHIO CL A 81105420 22,419,991 273,015 272,295 720 242,664 1,200 29,151
SEACHANGE INTL INC COM 81169910 2,723,779 179,314 179,314 167,214 12,100
SEACOAST FINL SVCS C COM 81170Q10 6,488,662 329,541 326,565 1,876 1,100 308,541 1,100 19,900
SEACOAST BKG CORP FL CL A 81170710 1,632,417 34,512 34,512 32,212 2,300
SEACOR SMIT INC COM 81190410 8,421,777 171,873 171,483 390 160,573 11,300
SEALED AIR CORP NEW COM 81211K10 94,227,748 2,001,439 1,988,600 12,589 250 1,687,167 57,057 255,615
SEARS ROEBUCK & CO COM 81238710 1,650,720,297 32,196,612 32,179,557 14,435 2,620 7,531,010 23,706,734 953,908
SEATTLE GENETICS INC COM 81257810 360,963 68,755 65,900 2,855 63,100 2,855 2,800
SECOND BANCORP INC COM 81311410 1,898,241 78,278 78,278 75,478 2,800
SECTOR SPDR TR SBI CONS S 81369Y30 1,030,950 39,500 39,500 39,500
SECTOR SPDR TR SBI INT-UT 81369Y88 571,490 20,280 20,280 20,280
SECURE COMPUTING COR COM 81370510 5,254,362 267,943 267,143 800 251,043 16,900
SECURITY CAP GROUP I CL B 81413P20 13,826,542 542,856 537,756 5,000 100 489,738 3,000 50,118
SEEBEYOND TECHNOLOGI COM 81570410 2,518,877 329,265 329,265 311,465 17,800
SEITEL INC COM NEW 81607430 3,195,033 349,184 349,184 335,184 14,000
SELECT MEDICAL CORP COM 81619610 1,633,628 102,038 102,038 96,238 5,800
SELECTICA INC COM 81628810 567,118 146,922 146,922 144,622 2,300
SELECTIVE INS GROUP COM 81630010 6,710,591 251,333 251,133 100 100 232,133 100 19,100
SEMTECH CORP COM 81685010 30,576,962 837,725 836,645 880 200 789,221 2,500 46,004
SEMPRA ENERGY COM 81685110 118,826,808 4,724,724 4,711,711 12,113 900 4,095,903 66,684 558,237
SEMITOOL INC COM 81690910 1,936,772 148,868 148,868 139,268 9,600
SENIOR HSG PPTYS TR SH BEN INT 81721M10 4,027,564 279,692 279,632 60 268,592 11,100
SENSIENT TECHNOLOGIE COM 81725T10 14,021,919 609,119 608,819 300 578,508 30,611
SEPRACOR INC COM 81731510 17,498,470 901,983 836,763 5,720 59,500 789,599 62,500 49,884
SEQUA CORPORATION CL A 81732010 3,998,259 76,595 76,595 72,895 3,700
SEQUENOM INC COM 81733710 1,659,305 240,479 240,479 228,779 11,700
SERENA SOFTWARE INC COM 81749210 9,357,094 479,851 479,841 10 469,851 10,000
Page Total 4,192,351,661
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SEROLOGICALS CORP COM 81752310 4,256,802 271,653 246,908 24,745 260,553 11,100
SERVICE CORP INTL COM 81756510 11,539,382 2,177,242 2,151,748 25,274 220 1,891,922 12,320 273,000
SERVICEMASTER CO COM 81760N10 36,827,161 2,678,339 2,668,339 9,780 220 2,184,031 12,320 476,388
7-ELEVEN INC COM NEW 81782620 3,197,630 286,783 286,783 271,983 14,800
SHAW GROUP INC COM 82028010 12,083,967 439,417 438,277 1,140 409,367 1,500 28,550
SHELL TRANS & TRADIN NEW YRK SH 82270360 3,604,923 81,412 81,412 81,412
SHERWIN WILLIAMS CO COM 82434810 116,088,609 4,076,145 4,063,265 6,780 6,100 3,553,778 62,392 456,975
SHOPKO STORES INC COM 82491110 5,636,611 311,415 311,415 298,815 12,600
SHUFFLE MASTER INC COM 82554910 3,378,405 163,524 163,524 153,074 10,450
SHURGARD STORAGE CTR COM 82567D10 14,433,297 425,761 425,661 100 398,393 27,368
SICOR INC COM 82584610 12,988,827 760,470 759,610 860 727,894 2,200 30,376
SIEBEL SYS INC COM 82617010 315,738,955 9,682,274 9,657,674 23,840 760 8,217,538 319,229 1,139,548
SIEMENS A G SPONSORED 82619750 2,680,226 40,702 40,702 40,702
SIERRA HEALTH SVCS I COM 82632210 5,108,721 390,575 390,575 375,475 15,100
SIERRA PAC RES NEW COM 82642810 19,798,940 1,312,057 1,310,726 1,031 300 1,246,157 300 65,600
SIGMA ALDRICH CORP COM 82655210 77,556,694 1,651,548 1,628,376 21,932 1,240 1,425,625 25,905 198,518
SIGNALSOFT CORP COM 82668M10 262,279 151,519 151,519 139,819 11,700
SILICON LABORATORIES COM 82691910 4,745,525 134,320 134,270 50 128,420 5,900
SILGAN HOLDINGS INC COM 82704810 3,364,863 100,654 100,654 94,554 6,100
SILICON IMAGE INC COM 82705T10 4,515,618 528,761 528,741 20 506,161 22,600
SILICON GRAPHICS INC COM 82705610 7,918,345 1,863,140 1,860,290 2,750 100 1,739,060 100 123,980
SILICON STORAGE TECH COM 82705710 7,988,797 757,232 756,042 1,190 709,392 47,840
SILICON VY BANCSHARE COM 82706410 21,187,463 700,412 695,328 4,084 1,000 673,212 1,000 26,200
SILICONIX INC COM NEW 82707920 2,185,440 72,848 72,848 68,948 3,900
SIMMONS 1ST NATL COR CL A $5 PA 82873020 2,298,257 70,607 70,607 66,107 4,500
SIMON PPTY GROUP INC COM 82880610 65,327,054 2,002,055 1,913,735 88,320 1,757,082 4,900 237,273
SIMPLEX SOLUTIONS IN COM 82885410 434,934 43,800 43,800 43,800
SIMPSON MANUFACTURIN COM 82907310 4,628,932 75,698 75,698 69,798 5,900
SINCLAIR BROADCAST G CL A 82922610 4,062,601 299,823 278,863 20,960 284,023 15,800
SIRENZA MICRODEVICES COM 82966T10 505,485 93,263 91,135 2,128 93,263
SIRIUS SATELLITE RAD COM 82966U10 3,432,261 645,162 639,562 5,500 100 604,862 100 40,200
SITEL CORP COM 82980K10 1,758,035 540,934 540,934 511,434 29,500
SIPEX CORP COM 82990910 2,705,747 243,761 243,761 229,561 14,200
SIX FLAGS INC COM 83001P10 15,857,983 887,905 885,595 2,010 300 828,705 3,600 55,600
SIX CONTINENTS PLC SPONSORED 83001810 1,398,112 126,526 126,526 126,526
SKECHERS U S A INC CL A 83056610 4,375,414 231,381 231,381 222,681 8,700
SKILLSOFT CORP COM 83066P10 3,364,493 145,965 145,965 142,765 3,200
SKY FINL GROUP INC COM 83080P10 13,481,457 605,636 603,946 1,690 547,910 3,100 54,626
SKYLINE CORP COM 83083010 3,269,316 105,292 105,292 98,592 6,700
SKYWEST INC COM 83087910 13,784,370 552,923 552,203 620 100 517,041 2,000 33,882
SMART & FINAL INC COM 83168310 1,508,295 145,870 145,570 300 138,370 7,500
Page Total 839,280,226
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SMITH A O COM 83186520 5,331,393 209,485 209,465 20 199,085 10,400
SMITH INTL INC COM 83211010 43,475,107 641,699 629,864 8,395 3,440 578,200 5,340 57,159
SMITHFIELD FOODS INC COM 83224810 60,565,989 2,320,536 2,318,456 1,880 200 2,238,944 4,100 77,492
SMUCKER J M CO COM 83269630 10,261,882 303,606 299,606 1,000 3,000 278,806 3,000 21,800
SMURFIT-STONE CONTAI COM 83272710 26,928,465 1,571,089 1,559,157 10,832 1,100 1,372,483 7,700 190,906
SNAP ON INC COM 83303410 40,151,419 1,179,190 1,177,660 1,530 1,045,988 15,584 117,618
SOCIEDAD QUIMICA MIN SPON ADR S 83363510 340,491 14,489 14,489 1,281 10,750 2,458
SOLA INTL INC COM 83409210 4,314,446 293,101 293,101 279,101 14,000
SOLECTRON CORP COM 83418210 148,321,812 19,015,617 18,677,096 256,803 81,718 16,404,640 310,059 2,287,818
SOLUTIA INC COM 83437610 9,762,722 1,122,152 1,120,222 1,530 400 1,047,476 4,400 70,276
SOMERA COMMUNICATION COM 83445810 2,038,693 278,510 276,250 2,260 257,310 21,200
SONIC AUTOMOTIVE INC CL A 83545G10 16,693,613 556,825 556,765 60 544,225 12,600
SONIC CORP COM 83545110 12,377,333 481,421 481,421 461,906 19,515
SONICBLUE INC COM 83546Q10 2,220,150 881,012 880,512 500 825,512 55,500
SONICWALL INC COM 83547010 5,874,520 450,500 449,880 620 425,600 24,900
SONOCO PRODS CO COM 83549510 152,367,561 5,325,675 1,611,774 3,712,166 1,735 1,502,459 3,721,571 101,645
SONOSITE INC COM 83568G10 1,827,790 94,216 94,116 100 92,316 100 1,800
SONY CORP ADR NEW 83569930 30,678,676 593,398 298,884 294,514 586,898 6,500
SORRENTO NETWORKS CO COM 83586Q10 311,956 121,858 120,938 920 113,958 7,900
SOTHEBYS HLDGS INC CL A 83589810 7,949,035 495,267 494,767 300 200 480,567 200 14,500
SONUS NETWORKS INC COM 83591610 2,549,561 973,115 963,695 9,200 220 871,795 6,520 94,800
SOUNDVIEW TECHNOLOGY COM 83611Q10 1,181,950 522,987 522,987 473,887 49,100
SOURCECORP COM 83616710 6,836,017 231,808 231,708 100 222,658 100 9,050
SOUTH FINL GROUP INC COM 83784110 8,404,427 412,994 411,977 1,017 381,594 31,400
SOUTH JERSEY INDS IN COM 83851810 3,636,358 115,257 115,257 106,657 8,600
SOUTHERN CO COM 84258710 389,724,562 14,712,139 14,655,179 44,161 12,799 12,647,477 251,252 1,802,766
SOUTHERN PERU COPPER COM 84361110 1,689,392 130,455 130,455 121,655 8,800
SOUTHERN UN CO NEW COM 84403010 7,005,348 382,388 375,786 635 5,967 338,586 5,967 37,835
SOUTHTRUST CORP COM 84473010 192,054,086 7,274,776 7,253,758 20,578 440 6,330,949 102,191 835,741
SOUTHWEST AIRLS CO COM 84474110 1,721,614,624 88,972,332 88,907,463 53,262 11,607 13,770,997 73,205,953 1,992,982
SOUTHWEST BANCORPORA COM 84476R10 10,899,612 326,923 326,803 20 100 307,723 100 19,100
SOUTHWEST GAS CORP COM 84489510 8,859,550 354,382 352,482 1,900 333,582 20,800
SOUTHWESTERN ENERGY COM 84546710 3,415,168 271,476 271,476 255,676 15,800
SOVEREIGN BANCORP IN COM 84590510 40,743,342 2,899,882 2,885,828 8,160 5,894 2,720,250 16,094 163,538
SOVRAN SELF STORAGE COM 84610H10 5,644,199 179,580 179,580 167,551 12,029
SPACELABS MED INC COM 84624710 304,441 21,653 21,653 21,653
SPANISH BROADCASTING CL A 84642588 4,704,099 347,166 346,966 200 324,166 23,000
SPARTAN STORES INC COM 84682210 1,379,235 183,409 183,409 171,309 12,100
SPARTECH CORP COM NEW 84722020 3,443,114 139,964 139,964 130,664 9,300
SPECIALTY LABORATORI COM 84749R10 2,749,308 115,082 114,887 195 113,182 1,900
SPECTRALINK CORP COM 84758010 2,166,303 216,198 216,048 150 206,798 9,400
Page Total 3,000,797,749
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SPECTRASITE HLDGS IN COM 84760T10 761,460 711,645 710,145 1,500 675,045 36,600
SPECTRIAN CORP COM 84760810 1,495,967 104,467 104,467 103,167 1,300
SPEECHWORKS INTL INC COM 84764M10 1,854,003 236,480 236,445 35 221,480 15,000
SPEEDWAY MOTORSPORTS COM 84778810 4,457,738 156,357 151,357 5,000 142,857 5,000 8,500
SPHERION CORP COM 84842010 6,244,432 565,107 564,207 900 526,607 38,500
SPIEGEL INC CL A 84845710 279,212 203,805 203,805 203,805
SPINNAKER EXPL CO COM 84855W10 7,886,719 189,357 184,957 200 4,200 173,057 4,200 12,100
SPORTS AUTH INC COM 84917610 322,000 28,000 28,000 28,000
SPORTS RESORTS INTL COM 84918U10 1,475,684 217,332 217,332 202,132 15,200
SPRINT CORP COM FON GR 85206110 271,094,696 17,730,196 17,639,496 71,426 19,274 15,554,878 268,803 1,906,515
SPRINT CORP PCS COM SE 85206150 207,435,821 20,158,972 19,994,455 146,488 18,029 17,459,355 653,363 2,036,454
STAGE STORES INC COM NEW 85254C30 375,060 14,100 14,100 14,100
STAMPS COM INC COM 85285710 1,370,010 306,490 306,490 306,390 100
STANCORP FINL GROUP COM 85289110 30,943,055 562,601 562,601 527,601 9,400 25,600
STANDARD COML CORP COM 85325810 1,747,962 90,945 90,945 88,845 2,100
STANDARD MICROSYSTEM COM 85362610 4,819,351 209,537 209,537 199,237 10,300
STANDARD MTR PRODS I COM 85366610 1,829,628 125,317 125,317 120,817 4,500
STANDARD PAC CORP NE COM 85375C10 7,472,127 265,912 265,552 360 249,412 16,500
STANDARD REGISTER CO COM 85388710 4,444,084 158,040 157,940 100 143,040 15,000
STANDEX INTL CORP COM 85423110 4,015,282 164,426 161,906 2,520 155,006 2,520 6,900
STANLEY FURNITURE IN COM NEW 85430520 1,658,718 51,290 51,290 47,990 3,300
STANLEY WKS COM 85461610 87,135,647 1,884,014 1,846,463 29,191 8,360 1,569,623 69,847 242,944
STAPLES INC COM 85503010 200,006,799 10,015,363 9,592,246 311,293 111,824 8,436,882 234,228 1,337,153
STAR SCIENTIFIC INC COM 85517P10 340,124 170,062 170,062 170,062
STARBUCKS CORP COM 85524410 183,681,922 7,941,285 7,853,485 77,680 10,120 6,703,097 276,070 956,918
STARTEK INC COM 85569C10 1,852,393 80,017 80,017 78,617 1,400
STATE AUTO FINL CORP COM 85570710 2,127,079 146,191 146,191 141,391 4,800
STARWOOD HOTELS&RESO PAIRED CTF 85590A20 214,747,759 5,709,858 4,392,658 1,317,200 3,748,282 1,446,772 511,504
STATE STR CORP COM 85747710 847,142,875 15,296,910 7,246,057 7,585,972 464,881 6,258,114 8,087,717 945,988
STATEN IS BANCORP IN COM 85755010 13,532,578 687,631 687,631 649,331 38,300
STATION CASINOS INC COM 85768910 5,871,073 352,617 352,617 329,617 23,000
STEAK N SHAKE CO COM 85787310 3,065,766 218,204 218,204 203,515 14,689
STEEL DYNAMICS INC COM 85811910 4,166,548 253,903 250,833 3,070 238,303 15,600
STEEL TECHNOLOGIES I COM 85814710 205,752 24,121 24,121 24,121
STEELCASE INC CL A 85815520 8,753,181 522,578 520,838 1,740 458,968 2,800 60,810
STEIN MART INC COM 85837510 2,894,821 289,193 289,193 270,493 18,700
STEINWAY MUSICAL INS COM ORD 85849510 1,084,776 56,352 56,352 52,552 3,800
STELLENT INC COM 85856W10 1,702,776 176,820 176,290 430 100 165,920 100 10,800
STEPAN CO COM 85858610 2,028,544 75,551 75,551 72,051 3,500
STERLING BANCSHARES COM 85890710 7,684,126 575,590 575,590 555,040 20,550
STERICYCLE INC COM 85891210 9,824,141 157,033 157,033 145,333 11,700
Page Total 2,159,831,689
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STERIS CORP COM 85915210 22,309,832 1,069,503 1,068,603 900 1,023,283 46,220
STERLING BANCORP COM 85915810 2,653,123 83,170 83,170 77,480 5,690
STERLING FINL CORP COM 85931710 2,441,215 103,179 103,179 96,179 7,000
STEWART & STEVENSON COM 86034210 6,391,324 330,301 328,891 1,410 314,261 16,040
STEWART ENTERPRISES CL A 86037010 5,598,122 937,552 937,552 879,252 58,300
STEWART INFORMATION COM 86037210 5,301,060 265,053 265,053 257,353 7,700
STILLWATER MNG CO COM 86074Q10 9,517,044 504,883 502,943 1,840 100 468,803 100 35,980
STILWELL FINL INC COM 86083110 111,908,352 4,569,553 4,546,238 17,515 5,800 4,011,634 68,802 489,117
STMICROELECTRONICS N NY REGISTR 86101210 3,090,926 91,124 91,124 91,024 100
STONE ENERGY CORP COM 86164210 8,860,846 228,667 228,267 300 100 212,660 100 15,907
STONERIDGE INC COM 86183P10 1,113,601 113,056 112,956 100 110,656 2,400
STORAGE USA INC COM 86190710 10,838,771 254,491 254,491 236,494 17,997
STORA ENSO CORP SPON ADR R 86210M10 531,852 41,325 40,991 334 41,325
STORAGENETWORKS INC COM 86211E10 1,412,218 404,647 394,464 10,183 368,347 36,300
STORAGE TECHNOLOGY C COM PAR $0 86211120 28,876,614 1,346,857 1,344,007 2,450 400 1,272,963 4,400 69,494
STRATOS LIGHTWAVE IN COM 86310010 2,685,675 607,619 607,618 1 572,515 35,104
STRAYER ED INC COM 86323610 2,025,473 41,252 41,252 36,552 4,700
STRIDE RITE CORP COM 86331410 3,506,134 424,986 424,986 386,586 38,400
STRYKER CORP COM 86366710 286,938,891 4,756,156 4,137,855 495,493 122,808 4,068,091 237,846 448,542
STUDENT LN CORP COM 86390210 4,741,399 51,762 51,762 49,162 2,600
STURM RUGER & CO INC COM 86415910 2,447,968 189,765 189,745 20 183,065 6,700
SUEZ SPONSORED 86468610 14,336,005 508,369 187,510 320,859 501,389 6,980
SUFFOLK BANCORP COM 86473910 3,053,508 106,953 106,953 99,553 7,400
SUMMIT PPTYS INC COM 86623910 7,892,234 322,132 322,132 298,765 23,367
SUN COMMUNITIES INC COM 86667410 12,906,237 328,403 285,868 42,535 314,517 13,886
SUN LIFE FINL SVCS C COM 86679610 434,461 20,049 20,049 20,049
SUN MICROSYSTEMS INC COM 86681010 652,130,602 73,937,710 72,682,902 996,635 258,173 61,808,593 2,580,356 9,500,236
SUNCOR ENERGY INC COM 86722910 534,155 14,772 14,772 14,772
SUNGARD DATA SYS INC COM 86736310 139,668,041 4,236,216 3,693,713 469,703 72,800 3,808,819 84,000 339,097
SUNOCO INC COM 86764P10 87,118,614 2,177,421 2,150,551 26,770 100 1,928,663 40,633 208,125
SUNRISE ASSISTED LIV COM 86768K10 5,133,357 188,311 187,911 400 175,411 12,900
SUNRISE TELECOM INC COM 86769Y10 486,765 157,021 157,021 153,821 3,200
SUNTRUST BKS INC COM 86791410 406,735,965 6,095,249 6,050,467 42,732 2,050 5,193,298 82,967 815,115
SUPERGEN INC COM 86805910 1,216,175 216,017 216,017 205,617 10,400
SUPERIOR ENERGY SVCS COM 86815710 5,182,378 515,147 514,227 400 520 481,527 520 33,100
SUPERIOR INDS INTL I COM 86816810 15,405,358 315,813 315,813 303,213 12,600
SUPERTEX INC COM 86853210 2,908,623 136,812 136,812 135,312 1,500
SUPERVALU INC COM 86853610 116,045,716 4,497,896 4,478,833 6,580 12,483 4,087,507 59,250 351,139
SUPPORT COM INC COM 86858710 612,114 202,687 202,687 189,187 13,500
SUREBEAM CORP CL A 86866R10 320,766 57,900 57,900 57,900
SURMODICS INC COM 86887310 5,685,004 130,390 129,890 500 121,490 8,900
Page Total 2,000,996,518
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SUSQUEHANNA BANCSHAR COM 86909910 9,349,915 381,941 381,281 660 354,781 660 26,500
SWIFT ENERGY CO COM 87073810 4,686,807 237,909 237,709 200 223,809 14,100
SWIFT TRANSN CO COM 87075610 18,338,798 836,624 836,324 100 200 798,704 200 37,720
SWISSCOM AG SPONSORED 87101310 805,894 26,953 26,953 26,953
SYBASE INC COM 87113010 22,496,503 1,287,722 1,283,323 4,099 300 1,219,087 4,100 64,535
SYBRON DENTAL SPECIA COM 87114210 7,367,795 366,557 365,458 1,066 33 344,485 33 22,039
SYCAMORE NETWORKS IN COM 87120610 8,691,386 2,200,351 1,985,253 213,548 1,550 2,103,481 7,850 89,020
SYKES ENTERPRISES IN COM 87123710 3,299,532 340,509 340,509 326,009 14,500
SYLVAN LEARNING SYS COM 87139910 11,672,222 413,176 413,076 100 394,726 18,450
SYMANTEC CORP COM 87150310 101,480,325 2,462,517 2,456,357 5,560 600 2,300,637 14,200 147,680
SYMBOL TECHNOLOGIES COM 87150810 54,232,303 4,824,938 4,815,918 8,720 300 4,268,900 67,761 485,477
SYMMETRICOM INC COM 87154310 1,287,612 208,015 208,015 190,315 17,700
SYMYX TECHNOLOGIES COM 87155S10 5,176,996 250,702 250,362 340 237,102 13,600
SYNAPTICS INC COM 87157D10 229,425 13,300 13,300 13,300
SYNCOR INTL CORP DEL COM 87157J10 5,820,790 213,607 213,607 200,607 13,000
SYNGENTA AG SPONSORED 87160A10 882,156 71,720 71,711 9 71,720
SYNPLICITY INC COM 87160Y10 1,433,616 183,797 183,797 177,397 6,400
SYNOPSYS INC COM 87160710 43,106,271 781,477 767,702 11,420 2,355 737,490 4,655 39,332
SYNOVUS FINL CORP COM 87161C10 167,445,659 5,493,624 5,484,694 8,630 300 4,776,062 74,764 642,798
SYNTEL INC COM 87162H10 971,517 69,098 69,098 69,098
SYNTROLEUM CORP COM 87163010 1,277,506 214,707 214,667 40 192,207 22,500
SYSCO CORP COM 87182910 573,701,254 19,238,808 15,407,358 2,325,299,506,151 15,095,164 1,973,528 2,160,089
SYSTEMS & COMPUTER T COM 87187310 7,768,013 588,932 588,832 100 566,532 22,400
TBC CORP COM 87218010 2,465,841 170,058 170,058 166,558 3,500
TCF FINL CORP COM 87227510 50,186,152 953,928 933,891 10,575 9,462 890,108 12,862 50,958
TC PIPELINES LP UT COM LTD 87233Q10 284,325 11,373 11,373 11,373
TECO ENERGY INC COM 87237510 79,462,994 2,775,515 2,651,562 58,795 65,158 2,414,697 100,408 260,410
TEPPCO PARTNERS L P UT LTD PAR 87238410 1,089,067 34,739 31,339 1,000 2,400 31,639 2,400 700
THQ INC COM NEW 87244340 15,256,106 310,715 310,715 295,115 15,600
TJX COS INC NEW COM 87254010 238,988,292 5,973,214 5,948,686 22,428 2,100 4,931,073 218,451 819,071
TRC COS INC COM 87262510 1,823,598 74,281 74,281 69,481 4,800
TRW INC COM 87264910 133,766,618 2,598,924 2,591,288 5,810 1,826 2,184,461 108,288 304,175
TMP WORLDWIDE INC COM 87294110 70,361,198 2,041,230 2,039,250 1,880 100 1,813,936 29,902 196,592
TTM TECHNOLOGIES IN COM 87305R10 1,128,382 113,863 113,863 113,863
TXU CORP COM 87316810 340,702,926 6,250,283 6,231,644 12,540 6,099 5,441,950 100,603 703,665
TAIWAN SEMICONDUCTOR SPONSORED 87403910 4,060,277 195,676 195,676 195,676
TAKE-TWO INTERACTIVE COM 87405410 6,686,285 332,651 331,191 1,460 312,351 20,300
TALBOTS INC COM 87416110 9,441,888 266,720 265,845 475 400 248,372 1,300 17,048
TALX CORP COM 87491810 2,611,504 163,219 163,219 155,929 7,290
TANDY BRANDS ACCESSO COM 87537810 8,264,280 874,527 6,739 867,788 6,739 867,788
TANGER FACTORY OUTLE COM 87546510 2,439,256 91,085 91,085 84,291 6,794
Page Total 2,020,541,284
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TANOX INC COM 87588Q10 3,916,486 276,588 276,588 261,388 15,200
TARGET CORP COM 87612E10 3,557,623,663 82,505,187 81,607,029 715,085 183,073 17,198,136 62,559,023 2,734,407
TARGETED GENETICS CO COM 87612M10 632,933 302,839 302,839 282,639 20,200
TASTY BAKING CO COM 87655330 1,174,690 64,900 6,900 58,000 6,900 58,000
TAUBMAN CTRS INC COM 87666410 11,659,391 774,196 774,196 742,462 31,734
TECH DATA CORP COM 87823710 30,382,529 662,073 659,493 2,280 300 622,139 2,200 37,734
TECHNE CORP COM 87837710 14,782,510 536,181 535,461 720 509,201 26,980
TECHNITROL INC COM 87855510 8,509,449 356,940 354,920 1,520 500 336,440 500 20,000
TECUMSEH PRODS CO CL A 87889520 11,114,915 208,535 208,035 400 100 197,635 100 10,800
TEJON RANCH CO DEL COM 87908010 2,223,645 71,043 71,043 67,843 3,200
TEKELEC COM 87910110 3,873,594 338,010 337,510 500 304,310 1,700 32,000
TEKTRONIX INC COM 87913110 45,343,774 1,916,474 1,913,619 2,755 100 1,685,540 28,408 202,526
TELE CENTRO OESTE CE SPON ADR P 87923P10 775,096 128,540 128,540 53,348 68,992 6,200
TELE NORTE LESTE PAR SPON ADR P 87924610 2,071,194 164,904 164,904 62,965 85,709 16,230
TELECOM ITALIA SPA SPON ADR O 87927W10 2,170,871 26,555 26,555 26,555
TELEDYNE TECHNOLOGIE COM 87936010 5,157,955 311,095 310,572 509 14 290,596 299 20,200
TELEFLEX INC COM 87936910 25,698,453 470,065 469,345 520 200 445,833 1,500 22,732
TELEFONICA S A SPONSORED 87938220 14,613,893 441,374 122,587 318,787 432,870 8,504
TELEFONOS DE MEXICO SPON ADR O 87940378 19,618,473 485,726 485,726 314,941 139,461 31,324
TELEPHONE & DATA SYS COM 87943310 54,510,171 617,679 612,724 4,775 180 567,095 2,180 48,404
TELEMIG CELULAR PART SPON ADR P 87944E10 382,690 13,475 13,475 496 12,979
TELENOR ASA SPONSORED 87944W10 366,582 28,550 28,550 28,550
TELE2 AB SPON ADR R 87952P20 487,760 16,151 16,151 16,151
TELIK INC COM 87959M10 2,728,248 225,103 225,103 214,303 10,800
TELLABS INC COM 87966410 92,653,123 8,849,391 8,831,461 15,970 1,960 7,489,586 206,979 1,145,526
TELLIUM INC COM 87967E10 385,915 167,063 167,063 161,463 5,600
TELSTRA CORP LTD SPON ADR F 87969N20 226,161 15,871 15,871 15,871
TELULAR CORP COM NEW 87970T20 219,457 29,300 29,300 29,300
TEMPLE INLAND INC COM 87986810 82,262,717 1,450,330 1,066,747 383,483 100 926,340 391,954 130,936
TELETECH HOLDINGS IN COM 87993910 5,106,180 380,207 380,187 20 363,007 17,200
TENET HEALTHCARE COR COM 88033G10 511,286,800 7,628,869 7,608,067 20,162 640 6,625,142 75,084 924,004
TENNANT CO COM 88034510 3,801,137 90,676 90,676 81,436 9,240
TERADYNE INC COM 88077010 145,472,844 3,689,395 3,677,365 11,710 320 3,193,794 49,471 443,130
TERAYON COMMUNICATIO COM 88077510 5,198,265 613,003 610,403 2,600 574,803 38,200
TEREX CORP NEW COM 88077910 9,461,942 418,670 418,650 20 395,670 23,000
TERRA INDS INC COM 88091510 959,472 367,614 367,614 361,714 5,900
TERRA NETWORKS S A SPONSORED 88100W10 309,699 39,756 39,735 21 39,756
TERREMARK WORLDWIDE COM 88144810 545,079 1,211,288 1,211,288 1,120,688 90,600
TESORO PETE CORP COM 88160910 4,995,702 355,566 351,666 3,900 338,106 17,460
TETRA TECHNOLOGIES I COM 88162F10 4,019,532 138,366 138,366 130,966 7,400
TETRA TECH INC NEW COM 88162G10 6,862,486 480,230 479,605 625 449,730 30,500
Page Total 4,693,585,476
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TEVA PHARMACEUTICAL ADR 88162420 5,877,462 107,508 107,508 72,227 28,484 6,797
TEXAS BIOTECHNOLOGY COM 88221T10 2,422,903 393,968 393,968 366,668 27,300
TEXAS INDS INC COM 88249110 12,056,356 292,630 292,590 40 278,130 14,500
TEXAS INSTRS INC COM 88250810 1,318,115,051 39,822,207 39,579,006 187,292 55,909 33,203,809 1,317,481 5,274,802
TEXAS REGL BANCSHARE CL A VTG 88267310 8,473,663 194,083 194,083 185,563 8,520
TEXTRON INC COM 88320310 177,425,996 3,472,133 3,449,448 16,694 5,991 3,053,758 54,619 361,356
THERAGENICS CORP COM 88337510 4,514,053 455,965 455,965 439,465 16,500
THERASENSE INC COM 88338110 510,300 27,000 27,000 27,000
THERMA-WAVE INC COM 88343A10 2,184,050 151,250 151,230 20 143,750 7,500
THERMO ELECTRON CORP COM 88355610 79,408,711 3,830,618 3,817,770 11,077 1,771 3,311,159 74,473 441,286
THIRD WAVE TECHNOLOG COM 88428W10 251,327 75,023 75,023 71,423 3,600
THOMAS & BETTS CORP COM 88431510 29,121,915 1,376,272 1,373,038 2,284 950 1,246,268 15,200 114,804
THOMAS INDS INC COM 88442510 6,395,746 218,658 218,658 203,058 15,600
THOMSON MULTIMEDIA SPONSORED 88511810 351,300 11,380 11,380 11,380
THOR INDS INC COM 88516010 5,256,070 111,122 111,122 106,722 4,400
THORATEC CORP COM NEW 88517530 3,700,782 337,971 337,971 320,271 17,700
THORNBURG MTG INC COM 88521810 11,988,208 598,214 598,214 577,914 20,300
3DO CO COM 88553W10 272,091 266,756 266,756 246,256 20,500
3COM CORP COM 88553510 23,799,311 3,895,141 3,872,131 21,350 1,660 3,354,980 112,810 427,351
3-D SYS CORP DEL COM NEW 88554D20 1,136,897 71,548 71,548 70,048 1,500
THREE FIVE SYS INC COM 88554L10 3,093,230 208,720 208,505 215 194,320 14,400
3-DIMENSIONAL PHARMA COM 88554W10 1,560,409 228,464 228,464 226,264 2,200
3TEC ENERGY CORP COM NEW 88575R30 2,261,085 132,615 132,515 100 124,015 100 8,500
3M COMPANY COM 88579Y10 3,364,733,365 29,256,007 28,624,839 342,315 288,855 9,417,488 18,698,708 1,139,813
TIBCO SOFTWARE INC COM 88632Q10 6,493,836 552,197 548,827 3,270 100 495,513 2,500 54,184
TICKETMASTER CL B 88633P20 7,046,518 238,219 237,999 220 222,859 100 15,260
TIDEWATER INC COM 88642310 35,467,997 837,497 835,297 1,900 300 799,115 2,400 35,982
TIER TECHNOLOGIES IN CL B 88650Q10 395,360 22,400 22,400 22,400
TIFFANY & CO NEW COM 88654710 107,825,709 3,033,072 3,018,721 10,251 4,100 2,613,650 101,745 315,077
TIMBERLAND CO CL A 88710010 13,650,721 323,094 322,294 680 120 299,896 1,020 22,178
TIME WARNER TELECOM CL A 88731910 2,281,088 375,179 374,429 650 100 335,579 2,300 37,300
TIMKEN CO COM 88738910 11,569,013 501,040 499,680 1,360 468,230 32,810
TITAN CORP COM 88826610 18,543,968 898,013 897,273 640 100 859,013 100 38,900
TITAN PHARMACEUTICAL COM 88831410 1,569,595 223,908 223,908 208,408 15,500
TITANIUM METALS CORP COM 88833910 994,442 184,156 184,156 171,956 12,200
TIVO INC COM 88870610 871,738 164,479 163,779 700 164,479
TOLL BROTHERS INC WHEN ISSUE 88947810 13,548,581 271,787 271,787 257,887 13,900
TOLLGRADE COMMUNICAT COM 88954210 4,790,920 195,468 195,468 187,868 7,600
TOMPKINSTRUSTCO INC COM 89011010 2,668,474 63,234 63,234 58,334 4,900
TOO INC COM 89033310 8,455,785 286,734 286,074 632 28 266,206 28 20,500
TOOTSIE ROLL INDS IN COM 89051610 18,452,567 401,230 399,859 1,165 206 375,615 862 24,753
Page Total 5,319,536,593
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TOPPS INC COM 89078610 5,646,316 588,158 588,058 100 558,358 29,800
TORCH OFFSHORE INC COM 89101910 206,480 23,200 23,200 23,200
TORCHMARK CORP COM 89102710 102,705,293 2,549,151 2,528,741 13,610 6,800 2,221,828 48,753 278,570
TORO CO COM 89109210 8,935,828 149,930 149,630 300 138,130 11,800
TORONTO DOMINION BK COM NEW 89116050 1,277,196 46,579 46,579 46,579
TOTAL FINA ELF S A SPONSORED 89151E10 24,698,291 322,432 199,895 122,537 320,132 2,300
TOUCH AMERICA HLDGS COM 89153910 8,612,546 2,260,511 1,023,620 1,236,891 962,818 1,231,993 65,700
TOWER AUTOMOTIVE INC COM 89170710 6,860,164 490,362 490,362 462,262 28,100
TOTAL SYS SVCS INC COM 89190610 9,940,336 395,242 394,792 450 350,428 1,300 43,514
TOWN & CTRY TR SH BEN INT 89208110 8,618,301 389,792 325,597 64,195 374,156 15,636
TOYOTA MOTOR CORP SP ADR REP 89233130 10,571,728 181,801 84,143 97,658 179,981 1,820
TOYS R US INC COM 89233510 76,192,534 4,242,346 4,231,911 10,295 140 3,622,447 56,617 559,182
TPG N V SPONSORED 89233910 325,868 15,444 15,444 15,444
TRAMMELL CROW CO COM 89288R10 3,361,636 231,837 231,757 80 214,037 17,800
TRANS WORLD ENTMT CO COM 89336Q10 2,401,770 285,925 285,825 100 262,625 23,300
TRANSACTION SYS ARCH CL A 89341610 5,187,387 455,034 454,854 80 100 431,134 100 23,800
TRANSALTA CORP COM 89346D10 1,970,739 141,373 141,373 108,781 32,592
TRANSATLANTIC HLDGS COM 89352110 18,037,165 219,644 218,786 858 199,261 850 19,533
TRANSCANADA PIPELINE COM 89352610 299,893 22,051 22,051 22,051
TRANSGENOMIC INC COM 89365K20 939,265 103,901 103,901 103,901
TRANSKARYOTIC THERAP COM 89373510 12,146,643 282,152 281,452 700 262,952 19,200
TRANSMETA CORP DEL COM 89376R10 2,365,911 609,771 603,821 5,950 545,571 6,800 57,400
TRANSMONTAIGNE INC COM 89393410 766,901 147,481 147,481 139,301 8,180
TRAVELOCITY COM INC COM 89395310 1,835,922 65,639 65,639 59,639 6,000
TRANSWITCH CORP COM 89406510 3,630,847 1,113,757 1,109,317 4,340 100 1,060,957 100 52,700
TREDEGAR CORP COM 89465010 3,272,313 174,990 174,990 165,190 9,800
TREMONT CORP COM PAR $1 89474520 328,345 11,735 11,735 11,735
TREND MICRO INC SPONS ADR 89486M20 481,447 18,697 18,697 18,697
TRENDWEST RESORTS IN COM 89491710 2,227,038 92,716 92,716 87,466 5,250
TREX INC COM 89531P10 1,628,470 68,828 68,828 60,428 8,400
TRI CONTL CORP COM 89543610 1,007,631 52,074 52,074 14,504 37,570
TRIAD HOSPITALS INC COM 89579K10 24,684,393 717,987 716,524 1,368 95 667,054 2,895 48,038
TRIANGLE PHARMACEUTI COM 89589H10 2,217,281 434,761 424,761 5,000 5,000 404,861 5,000 24,900
TRIAD GTY INC COM 89592510 3,031,989 69,749 69,749 65,549 4,200
TRIARC COS INC CL A 89592710 3,449,896 124,097 124,097 114,497 9,600
TRICON GLOBAL RESTAU COM 89595310 265,466,056 4,516,265 4,499,497 12,863 3,905 2,752,108 1,397,038 364,819
TRIBUNE CO NEW COM 89604710 273,961,325 6,026,426 5,864,809 87,340 74,277 5,082,982 155,107 784,537
TRICO MARINE SERVICE COM 89610610 2,222,449 253,415 253,355 60 235,715 17,700
TRIGON HEALTHCARE IN COM 89618L10 30,394,056 411,732 410,582 1,050 100 378,934 1,600 31,198
TRIKON TECHNOLOGIES COM NEW 89618740 1,185,277 80,741 80,741 80,741
TRIMBLE NAVIGATION L COM 89623910 5,019,748 301,849 301,389 460 286,149 15,700
Page Total 938,112,674
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TRIMERIS INC COM 89626310 7,160,400 165,750 165,440 310 154,550 11,200
TRINITY INDS INC COM 89652210 30,355,921 1,248,701 1,247,901 500 300 1,224,001 300 24,400
TRIQUINT SEMICONDUCT COM 89674K10 25,160,133 2,094,932 2,090,355 2,562 2,015 2,011,023 2,015 81,894
TRITON PCS HLDGS INC CL A 89677M10 2,432,149 238,680 237,180 1,400 100 214,480 1,400 22,800
TRIUMPH GROUP INC NE COM 89681810 8,874,135 226,381 226,381 214,381 12,000
TRIZETTO GROUP INC COM 89688210 2,685,733 221,048 221,008 40 206,648 14,400
TRIZEC HAHN CORP SUB VTG 89693810 257,997 16,298 16,298 16,298
TRIPATH IMAGING INC COM 89694210 1,355,614 236,582 236,582 222,282 14,300
TROPICAL SPORTSWEAR COM 89708P10 958,560 39,940 39,940 39,940
TROVER SOLUTIONS INC COM 89724910 2,429,690 400,939 400,939 400,939
TROY FINL CORP COM 89732910 1,223,999 46,015 46,015 44,020 1,995
TRUST CO NJ JERSEY C COM 89830410 5,348,920 226,170 173,926 52,244 164,126 52,244 9,800
TRUSTCO BK CORP N Y COM 89834910 8,573,634 664,108 663,993 115 615,063 49,045
TRUSTMARK CORP COM 89840210 8,571,930 339,348 335,598 3,750 307,446 1,700 30,202
TUBOS DE ACERO DE ME ADR NEW 89859250 678,002 63,424 63,424 25,580 18,796 19,048
TUESDAY MORNING CORP COM NEW 89903550 2,130,394 104,426 104,426 101,726 2,700
TULARIK INC COM 89916510 3,438,787 209,172 209,092 80 197,192 80 11,900
TUPPERWARE CORP COM 89989610 34,594,833 1,520,652 1,519,002 1,650 1,339,292 42,100 139,260
TURKCELL ILETISIM HI SPON ADR N 90011120 401,667 24,718 24,718 14,887 9,831
TURNSTONE SYSTEMS IN COM 90042310 1,336,593 277,878 277,578 300 259,278 18,600
TWEETER HOME ENTMT G COM 90116710 3,528,325 180,477 180,057 420 168,477 12,000
21ST CENTY INS GROUP COM 90130N10 4,643,051 256,664 256,364 300 234,426 22,238
II VI INC COM 90210410 1,416,146 93,475 93,475 87,175 6,300
TYCO INTL LTD NEW COM 90212410 1,163,491,073 35,999,105 35,949,376 49,729 31,683,531 582,643 3,702,452
TYLER TECHNOLOGIES I COM 90225210 205,061 35,725 35,725 35,725
TYSON FOODS INC CL A 90249410 44,434,877 3,560,487 3,552,358 7,063 1,066 3,293,175 30,354 236,958
UAL CORP COM PAR $0 90254950 6,556,964 401,283 398,278 3,005 348,433 4,111 48,739
UCAR INTL INC COM 90262K10 10,636,992 749,084 748,384 700 715,184 33,900
UCBH HOLDINGS INC COM 90262T30 8,507,938 236,463 231,963 4,500 216,063 20,400
UGI CORP NEW COM 90268110 15,542,540 495,933 494,733 1,200 477,933 18,000
UICI COM 90273710 10,280,545 542,509 542,509 514,109 28,400
UIL HLDG CORP COM 90274810 11,669,326 200,849 200,049 700 100 192,449 100 8,300
UMB FINL CORP COM 90278810 9,030,999 210,611 206,306 4,200 105 199,166 105 11,340
U S B HLDG INC COM 90291010 1,872,367 110,269 110,269 103,449 6,820
UST INC COM 90291110 118,906,740 3,054,373 3,036,808 12,485 5,080 2,839,299 102,398 112,676
U S RESTAURANT PPTYS COM 90297110 2,160,730 157,144 157,144 146,044 11,100
US BANCORP DEL COM NEW 90297330 1,069,693,210 47,394,471 46,767,971 529,999 96,501 40,501,489 723,506 6,139,725
USA NETWORKS INC COM 90298410 33,441,038 1,052,598 1,040,886 11,553 159 969,306 4,659 78,633
URS CORP NEW COM 90323610 4,467,702 140,937 140,937 132,637 8,300
U S G CORP COM NEW 90329340 3,034,122 433,446 433,346 100 404,346 29,100
USEC INC COM 90333E10 5,082,604 794,157 794,157 735,957 58,200
Page Total 2,676,571,441
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U S CONCRETE INC COM 90333L10 1,139,955 174,039 174,039 171,039 3,000
U S PHYSICAL THERAPY COM 90337L10 707,343 39,188 39,188 39,188
US UNWIRED INC CL A 90338R10 3,175,700 575,308 449,398 125,910 556,408 18,900
US ONCOLOGY INC COM 90338W10 12,234,367 1,388,691 1,388,591 100 1,328,991 100 59,600
UBIQUITEL INC COM 90347430 1,278,076 521,664 521,664 494,664 27,000
ULTICOM INC COM 90384410 876,109 114,674 114,674 108,974 5,700
ULTIMATE ELECTRS INC COM 90384910 2,637,401 94,025 94,025 87,825 6,200
USA ED INC COM 90390U10 320,214,412 3,274,176 3,267,166 6,790 220 2,787,844 109,915 376,417
ULTRA PETE CORP COM 90391410 419,748 52,600 52,600 52,600
ULTRATECH STEPPER IN COM 90403410 7,810,004 375,481 375,441 40 361,081 14,400
UMPQUA HLDGS CORP COM 90421410 1,843,999 123,262 123,262 112,362 10,900
UNIBANCO-UNIAO DE BA GDR REP PF 90458E10 395,014 16,156 16,156 12,952 3,204
UNIFI INC COM 90467710 6,341,033 674,578 674,558 20 636,778 37,800
UNIFIRST CORP MASS COM 90470810 1,970,879 78,365 78,365 76,265 2,100
UNILAB CORP NEW COM NEW 90476320 561,881 22,850 22,850 22,850
UNILEVER PLC SPON ADR N 90476770 9,603,927 302,963 64,611 238,352 300,763 2,200
UNILEVER N V N Y SHS NE 90478470 495,080,444 8,716,205 8,672,115 44,090 7,677,969 385,517 652,719
UNION PAC CORP COM 90781810 328,464,272 5,285,875 5,181,771 38,033 66,071 4,504,662 143,549 634,175
UNION PLANTERS CORP COM 90806810 134,280,560 2,833,521 2,827,228 5,800 493 2,503,155 43,682 286,684
UNIONBANCAL CORP COM 90890610 23,490,656 533,636 532,516 1,120 497,814 2,100 33,722
UNISOURCE ENERGY COR COM 90920510 14,780,344 722,402 722,062 100 240 701,062 240 21,100
UNISYS CORP COM 90921410 86,293,388 6,832,414 6,819,699 11,640 1,075 5,914,775 84,393 826,846
UNIT CORP COM 90921810 6,044,515 330,482 329,824 200 458 307,524 458 22,500
UNITED AUTO GROUP IN COM 90944010 1,464,040 64,953 64,893 60 63,353 1,600
UNITED BUSINESS MEDI ADR 90969M10 252,108 28,012 28,012 28,012
UNITED CMNTY FINL CO COM 90983910 2,238,855 302,548 302,548 276,648 25,900
UNITED BANKSHARES IN COM 90990710 14,453,192 489,441 488,841 600 460,541 600 28,300
UNITED DEFENSE INDS COM 91018B10 356,440 13,300 13,300 13,300
UNITED DOMINION REAL COM 91019710 28,484,264 1,798,249 1,687,219 111,030 1,706,923 91,326
UNITED FIRE & CAS CO COM 91033110 2,419,320 73,424 65,487 7,937 72,224 1,200
UNITED INDL CORP COM 91067110 3,722,536 167,305 167,305 159,505 7,800
UNITED MICROELECTRON SPONSORED 91087320 1,281,205 120,301 120,301 120,301
UNITED NATL BANCORP COM 91090910 3,350,242 144,407 144,407 131,907 12,500
UNITED NAT FOODS INC COM 91116310 5,852,355 234,940 234,240 700 223,740 11,200
UNITED ONLINE INC COM 91126810 304,723 35,433 35,433 33,573 1,860
UNITED PARCEL SERVIC CL B 91131210 145,602,806 2,394,783 2,154,736 209,568 30,479 1,945,910 39,429 404,345
UNITED RENTALS INC COM 91136310 14,137,745 514,474 512,293 2,181 488,634 1,900 23,940
UNITED STATES CELLUL COM 91168410 7,898,240 192,640 189,440 2,800 400 180,930 1,000 10,710
US AIRWAYS GROUP INC COM 91190510 9,588,550 1,486,597 1,478,427 8,070 100 1,339,238 40,564 106,795
U S INDS INC NEW COM 91208010 2,704,270 711,650 711,610 40 659,270 52,380
UNITED STATES STL CO COM 91290910 33,198,891 1,829,140 1,823,397 5,625 118 1,661,563 19,018 148,559
Page Total 1,736,953,809
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UNITED STATIONERS IN COM 91300410 20,801,685 545,976 543,211 2,765 524,872 21,104
UNITED SURGICAL PART COM 91301630 361,920 15,600 15,600 15,600
UNITED TECHNOLOGIES COM 91301710 1,008,550,218 13,592,321 13,380,606 128,439 83,276 12,056,507 240,947 1,287,908
UNITED THERAPEUTICS COM 91307C10 1,952,884 145,088 145,088 135,588 9,500
UNITED UTILS PLC SPONSORED 91311Q10 232,663 13,071 13,071 13,071
UNITEDHEALTH GROUP I COM 91324P10 563,099,088 7,368,478 7,349,554 17,104 1,820 6,283,670 196,624 883,531
UNITEDGLOBALCOM CL A 91324750 4,007,755 740,805 740,685 20 100 692,405 100 48,300
UNITRIN INC COM 91327510 25,406,118 631,993 630,193 600 1,200 580,131 3,000 48,862
UNIVERSAL ACCESS GLO COM 91336M10 666,079 441,112 441,112 414,912 26,200
UNIVERSAL AMERN FINL COM 91337710 2,878,426 418,376 418,376 393,476 24,900
UNIVERSAL COMPRESSIO COM 91343110 2,929,872 110,980 110,480 500 105,880 5,100
UNIVERSAL CORP VA COM 91345610 20,750,710 527,203 526,053 1,150 526,803 400
UNIVERSAL DISPLAY CO COM 91347P10 1,294,032 134,795 134,795 125,995 8,800
UNIVERSAL ELECTRS IN COM 91348310 2,492,052 170,106 169,906 200 161,406 8,700
UNIVERSAL FST PRODS COM 91354310 4,148,856 173,665 173,405 260 166,965 6,700
UNIVERSAL HEALTH RLT SH BEN INT 91359E10 2,600,068 108,246 108,246 102,646 5,600
UNIVERSAL HLTH SVCS CL B 91390310 24,555,465 595,284 593,573 1,591 120 559,768 1,920 33,596
UNIVISION COMMUNICAT CL A 91490610 210,145,992 5,003,476 4,673,521 287,146 42,809 4,413,118 179,073 411,285
UNIZAN FINANCIAL COR COM 91528W10 3,545,330 186,990 186,990 178,768 8,222
UNOCAL CORP COM 91528910 211,070,673 5,419,016 5,352,291 24,489 42,236 4,686,221 102,507 626,488
UNOVA INC COM 91529B10 3,534,136 443,987 441,427 2,560 416,387 27,600
UNUMPROVIDENT CORP COM 91529Y10 148,894,690 5,330,995 5,299,023 23,212 8,760 4,578,131 87,674 661,790
UPM KYMMENE CORP SPONSORED 91543610 650,755 18,593 18,593 18,593
USFREIGHTWAYS CORP COM 91690610 13,621,293 384,348 384,228 20 100 366,348 100 17,900
URBAN OUTFITTERS INC COM 91704710 1,697,311 72,690 72,690 72,690
UROLOGIX INC COM 91727310 1,863,914 102,582 102,582 95,882 6,700
VI TECHNOLOGIES INC COM 91792010 274,265 52,845 52,845 52,845
UTSTARCOM INC COM 91807610 7,989,658 304,600 304,029 450 121 278,325 1,821 24,454
VA SOFTWARE CORP COM 91819B10 438,360 257,859 254,609 3,200 50 252,909 50 4,900
VCA ANTECH INC COM 91819410 329,400 24,400 24,400 24,400
V F CORP COM 91820410 107,459,209 2,484,606 2,475,791 5,415 3,400 2,139,673 35,125 307,908
VAIL RESORTS INC COM 91879Q10 1,953,457 92,014 92,014 87,114 4,900
VALASSIS COMMUNICATI COM 91886610 26,293,586 680,652 679,032 1,420 200 641,966 2,200 36,486
VALHI INC NEW COM 91890510 1,150,087 102,230 101,990 240 102,230
VALENCE TECHNOLOGY I COM 91891410 2,823,104 925,608 700,283 225,325 904,708 20,900
VALENTIS INC COM 91913E10 922,792 328,396 328,396 309,796 18,600
VALERO ENERGY CORP N COM 91913Y10 72,043,577 1,454,838 1,451,110 3,159 569 1,355,107 8,823 90,908
VALLEY NATL BANCORP COM 91979410 18,976,811 540,342 536,550 3,707 85 486,652 2,960 50,730
VALMONT INDS INC COM 92025310 2,529,180 141,295 141,295 130,695 10,600
VALSPAR CORP COM 92035510 26,442,213 561,883 560,543 840 500 526,943 2,400 32,540
VALUE CITY DEPT STOR COM 92038710 643,322 153,172 153,172 143,472 9,700
Page Total 2,552,021,006
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VALUE LINE INC COM 92043710 1,484,210 30,290 30,290 26,990 3,300
VALUEVISION INTL INC CL A 92047K10 4,919,202 237,070 236,690 380 222,570 14,500
VANS INC COM 92193010 3,819,415 326,167 326,167 318,367 7,800
VARCO INTL INC DEL COM 92212210 19,456,056 967,963 899,946 67,957 60 912,265 2,860 52,838
VARIAN MED SYS INC COM 92220P10 19,992,410 488,812 485,792 1,820 1,200 441,496 3,800 43,516
VARIAN INC COM 92220610 14,513,605 382,541 382,241 300 360,141 22,400
VARIAN SEMICONDUCTOR COM 92220710 18,018,720 400,416 398,276 1,640 500 378,616 500 21,300
VASOMEDICAL INC COM 92232110 1,498,062 523,615 493,615 30,000 461,715 30,000 31,900
VASTERA INC COM 92239N10 2,944,540 198,553 198,553 187,253 11,300
VAXGEN INC COM NEW 92239020 968,461 84,804 84,804 79,704 5,100
VECTREN CORP COM 92240G10 17,634,181 686,422 683,018 3,404 639,790 2,500 44,132
VECTOR GROUP LTD COM 92240M10 6,087,796 212,860 193,107 15,753 4,000 208,560 4,000 300
VEECO INSTRS INC DEL COM 92241710 9,441,775 269,765 269,380 385 254,615 15,150
VELCRO INDS N V COM 92257110 975,127 85,164 85,164 85,164
VENTAS INC COM 92276F10 6,999,295 553,304 553,184 120 508,904 44,400
VENTANA MED SYS INC COM 92276H10 2,364,228 116,752 116,752 108,352 8,400
VENTIV HEALTH INC COM 92279310 291,334 145,667 145,567 100 135,767 100 9,800
VERITY INC COM 92343C10 6,744,371 381,469 381,169 300 362,169 19,300
VERISIGN INC COM 92343E10 62,762,580 2,324,540 2,243,235 71,222 10,083 1,912,533 19,083 389,024
VERITAS DGC INC COM 92343P10 12,532,795 741,147 740,822 325 722,547 18,600
VERIZON COMMUNICATIO COM 92343V10 2,879,971,923 62,472,276 60,812,459 1,053,947 605,870 52,792,594 1,543,122 8,095,007
VERITAS SOFTWARE CO COM 92343610 399,808,581 9,121,802 9,047,817 65,178 8,807 7,876,872 286,109 955,421
VERSICOR INC COM 92531410 2,281,985 126,216 126,116 100 122,416 100 3,700
VERTEX PHARMACEUTICA COM 92532F10 21,992,210 789,383 781,454 6,729 1,200 738,529 3,400 47,454
VERTICALNET INC COM 92532L10 477,225 681,750 676,550 200 5,000 621,850 5,000 54,900
VESTA INS GROUP INC COM 92539110 1,894,266 315,711 315,711 300,511 15,200
VIAD CORP COM 92552R10 26,593,000 949,750 935,510 1,040 13,200 855,235 16,600 77,915
VIASAT INC COM 92552V10 3,135,601 223,652 223,612 40 212,052 11,600
VIACOM INC CL A 92552410 1,494,207 30,745 29,595 950 200 6,746 200 23,799
VIACOM INC CL B 92552430 1,754,411,824 36,270,660 36,035,267 213,098 22,295 31,209,482 563,845 4,474,961
VIANT CORP COM 92553N10 379,021 282,852 282,852 282,852
VIASYS HEALTHCARE IN COM NEW 92553Q20 4,154,915 184,745 183,051 1,436 258 164,219 1,326 19,200
VICAL INC COM 92560210 1,748,055 188,979 188,879 100 175,179 13,800
VICOR CORP COM 92581510 4,178,694 247,260 246,170 990 100 234,660 100 12,500
VIDAMED INC COM 92653010 2,545,712 323,060 323,060 301,260 21,800
VIEWPOINT CORP COM 92672P10 2,290,005 379,140 379,140 355,440 23,700
VIGNETTE CORP COM 92673410 6,035,500 1,754,506 1,703,706 50,640 160 1,588,846 9,460 156,200
VINTAGE PETE INC COM 92746010 11,901,737 809,642 809,642 778,342 31,300
VION PHARMACEUTICALS COM 92762410 1,035,672 252,603 252,503 100 236,203 100 16,300
VIRAGE LOGIC CORP COM 92763R10 1,526,929 100,258 100,258 100,258
VIROPHARMA INC COM 92824110 823,205 161,730 161,730 150,730 11,000
Page Total 5,342,128,430
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VISHAY INTERTECHNOLO COM 92829810 33,012,837 1,623,050 1,617,244 4,512 1,294 1,521,824 5,794 95,432
VISIONICS CORP DEL COM 92831E10 580,635 49,500 49,500 49,500
VISTEON CORP COM 92839U10 46,521,106 2,810,943 2,800,866 8,472 1,605 2,446,408 34,369 328,266
VISX INC DEL COM 92844S10 12,574,555 712,036 711,786 50 200 678,136 200 33,700
VISUAL NETWORKS INC COM 92844410 743,617 252,931 252,931 234,231 18,700
VITAL SIGNS INC COM 92846910 5,594,511 151,695 151,595 100 150,095 1,600
VITRIA TECHNOLOGY COM 92849Q10 2,767,038 700,516 697,276 3,240 658,616 41,900
VITESSE SEMICONDUCTO COM 92849710 38,195,029 3,897,452 3,879,728 15,820 1,904 3,382,663 53,225 459,164
VIVENDI UNIVERSAL SPON ADR N 92851S20 2,253,520 58,533 58,333 200 53,091 5,442
VIVUS INC COM 92855110 247,087 27,888 27,888 27,888
VODAFONE GROUP PLC N SPONSORED 92857W10 26,826,449 1,455,586 829,215 626,371 1,325,983 129,603
VOLT INFORMATION SCI COM 92870310 2,393,932 128,361 128,361 123,161 5,200
VOLVO AKTIEBOLAGET ADR B 92885640 376,998 19,137 19,137 19,137
WMC LTD SPONSORED 92894710 261,472 12,699 12,699 12,699
VORNADO RLTY TR SH BEN INT 92904210 46,623,995 1,055,797 985,272 70,525 981,432 2,600 71,765
VOTORANTIM CELULOSE SPONSORED 92906P10 445,468 23,771 23,771 15,597 8,174
VULCAN MATLS CO COM 92916010 114,508,504 2,408,677 2,406,457 2,220 2,126,487 27,716 252,574
WFS FINL INC COM 92923B10 3,036,379 121,894 121,894 115,194 6,700
WD-40 CO COM 92923610 4,520,861 150,095 149,695 400 139,895 400 9,800
WGL HLDGS INC COM 92924F10 17,192,092 640,063 635,988 3,755 320 595,083 320 44,660
W-H ENERGY SVCS INC COM 92925E10 4,162,298 192,699 192,699 181,299 11,400
W HLDG CO INC COM 92925110 6,104,128 345,843 345,723 120 324,743 21,100
WJ COMMUNICATIONS IN COM 92928410 538,754 165,262 165,262 165,262
WMS INDS INC COM 92929710 6,104,871 321,309 321,309 309,109 12,200
W P CAREY & CO LLC COM 92930Y10 705,334 30,350 28,201 2,149 28,201 2,149
WPP GROUP PLC SPON ADR N 92930930 16,183,129 286,630 138,978 147,652 283,112 3,518
WPS RESOURCES CORP COM 92931B10 92,155,858 2,336,609 386,489 1,949,400 720 370,209 1,948,900 17,500
WSFS FINL CORP COM 92932810 1,259,720 69,521 69,521 62,921 6,600
WABASH NATL CORP COM 92956610 2,931,627 296,124 296,124 282,424 13,700
WABTEC CORP COM 92974010 3,981,613 265,618 265,618 244,918 20,700
WACKENHUT CORP COM SER A 92979410 3,372,856 101,899 101,899 96,999 4,900
WACKENHUT CORRECTION COM 92979810 1,195,665 79,711 79,711 79,711
WACHOVIA CORP 2ND NE COM 92990310 1,186,331,142 31,993,828 31,584,602 272,287 136,939 27,380,593 562,484 4,030,247
WADDELL & REED FINL CL A 93005910 25,318,242 830,651 825,920 1,455 3,276 776,241 5,976 48,434
WAL MART STORES INC COM 93114210 5,719,739,819 93,307,338 90,006,411 2,152,700,148,227 79,288,028 4,322,306 9,652,309
WALGREEN CO COM 93142210 931,019,743 23,756,564 21,988,211 1,167,020 601,333 19,312,131 1,365,991 3,062,929
WALLACE COMPUTER SER COM 93227010 12,803,285 633,826 633,726 100 606,026 27,800
WALTER INDS INC COM 93317Q10 4,024,435 305,576 303,676 1,900 285,376 20,200
WASHINGTON FED INC COM 93882410 19,934,981 832,706 827,966 340 4,400 785,325 6,800 40,581
WASHINGTON MUT INC COM 93932210 729,981,384 22,033,848 21,955,133 73,806 4,909 18,738,002 341,576 2,939,800
WASHINGTON POST CO CL B 93964010 56,052,543 92,339 82,260 2,638 7,441 79,397 7,541 5,401
Page Total 9,182,577,512
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WASHINGTON REAL ESTA SH BEN INT 93965310 13,578,193 472,285 472,065 220 439,521 32,764
WASHINGTON TR BANCOR COM 94061010 2,080,270 107,120 107,120 99,620 7,500
WASTE CONNECTIONS IN COM 94105310 8,528,328 254,501 254,401 100 237,381 17,120
WASTE MGMT INC DEL COM 94106L10 477,703,972 17,530,421 13,453,452 4,074,654 2,315 11,698,117 4,171,578 1,650,983
WATCHGUARD TECHNOLOG COM 94110510 1,246,641 199,144 199,144 191,344 7,800
WATERS CORP COM 94184810 76,916,353 2,749,959 2,744,539 5,020 400 2,332,807 93,950 320,802
WATSCO INC COM 94262220 5,999,759 336,121 336,121 323,421 12,700
WATSON PHARMACEUTICA COM 94268310 71,345,957 2,633,664 2,628,249 4,215 1,200 2,405,472 22,428 205,764
WATSON WYATT & CO HL CL A 94271210 3,109,886 113,707 113,707 107,707 6,000
WATTS INDS INC CL A 94274910 4,272,105 254,292 254,292 238,792 15,500
WAUSAU-MOSINEE PAPER COM 94331510 9,586,804 751,317 750,917 400 720,817 30,500
WAVE SYSTEMS CORP CL A 94352610 1,018,963 417,608 414,408 3,200 386,508 31,100
WAYPOINT FINL CORP COM 94675610 6,681,448 403,957 403,957 381,757 22,200
WEATHERFORD INTL INC COM 94707410 58,351,131 1,225,092 1,219,367 4,000 1,725 1,092,919 5,725 124,548
WEBEX INC COM 94767L10 2,944,829 179,017 179,017 168,517 10,500
WEBMETHODS INC COM 94768C10 4,758,443 276,172 275,772 400 261,372 14,800
WEBSENSE INC COM 94768410 10,816,258 429,899 429,899 419,699 10,200
WEBMD CORP COM 94769M10 16,117,401 2,098,620 2,090,020 8,400 200 1,926,104 8,800 163,716
WEBSTER FINL CORP CO COM 94789010 21,094,537 563,573 555,380 7,939 254 518,788 7,954 36,831
WEIGHT WATCHERS INTL COM 94862610 2,792,980 73,000 73,000 73,000
WEINGARTEN RLTY INVS SH BEN INT 94874110 21,314,706 414,683 414,683 388,715 25,968
WEIS MKTS INC COM 94884910 2,850,138 93,909 92,950 200 759 80,950 859 12,100
WELLMAN INC COM 94970210 5,297,640 322,045 322,045 296,145 25,900
WELLPOINT HEALTH NET COM 94973H10 230,846,854 3,625,677 3,617,665 7,812 200 3,196,924 36,138 390,381
WELLS FARGO & CO NEW COM 94974610 1,931,491,291 39,099,014 37,382,825 1,157,074 559,115 32,905,552 1,103,354 5,064,290
WENDYS INTL INC COM 95059010 74,047,657 2,116,857 2,109,942 6,915 1,845,742 42,329 228,786
WERNER ENTERPRISES I COM 95075510 10,691,015 510,311 510,285 26 482,076 28,235
WESBANCO INC COM 95081010 6,551,372 274,116 270,716 3,400 260,816 13,300
WESCO FINL CORP COM 95081710 5,459,246 17,464 16,744 20 700 13,664 700 3,100
WESCO INTL INC COM 95082P10 1,279,481 182,783 182,643 140 170,583 12,200
WEST COAST BANCORP O COM 95214510 2,308,935 152,859 152,859 142,759 10,100
WEST CORP COM 95235510 7,641,344 241,509 241,509 229,755 100 11,654
WEST MARINE INC COM 95423510 453,005 22,426 21,926 500 21,926 500
WEST PHARMACEUTICAL COM 95530610 9,371,442 308,779 308,759 20 302,079 6,700
WESTAMERICA BANCORPO COM 95709010 19,968,054 467,089 467,039 50 444,089 23,000
WESTCORP INC COM 95790710 2,536,173 116,072 116,072 111,240 4,832
WESTERN DIGITAL CORP COM 95810210 11,313,474 1,815,967 1,812,567 3,400 1,706,207 109,760
WESTERN GAS RES INC COM 95825910 11,943,302 320,884 320,884 306,884 14,000
WESTERN RES INC COM 95942510 12,537,558 731,053 721,993 9,060 681,409 2,700 46,944
WESTERN WIRELESS COR CL A 95988E20 3,702,517 423,629 422,929 600 100 381,929 2,600 39,100
WESTPAC BKG CORP SPONSORED 96121430 875,574 20,997 20,997 20,997
Page Total 3,171,425,036
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WESTPOINT STEVENS IN COM 96123810 9,028,289 4,085,199 265,843 3,819,356 244,923 3,819,356 20,920
WESTPORT RES CORP NE COM 96141810 5,937,522 302,164 302,164 281,603 20,561
WESTWOOD ONE INC COM 96181510 44,604,539 1,163,091 1,155,991 6,800 300 1,115,639 2,900 44,552
WET SEAL INC CL A 96184010 6,543,619 187,550 187,550 178,000 9,550
WEYERHAEUSER CO COM 96216610 302,739,543 4,816,092 4,789,480 13,552 13,060 4,184,892 73,869 554,079
WHIRLPOOL CORP COM 96332010 123,615,967 1,636,214 1,631,524 4,490 200 1,379,522 26,452 229,040
WHITEHALL JEWELLERS COM 96506310 342,824 18,187 18,147 40 18,187
WHITNEY HLDG CORP COM 96661210 12,861,486 257,952 257,952 241,252 16,700
WHOLE FOODS MKT INC COM 96683710 20,295,589 444,202 438,998 5,004 200 388,668 2,100 53,434
WILD OATS MARKETS IN COM 96808B10 1,548,352 183,237 183,067 170 164,287 18,950
WILEY JOHN & SONS IN CL A 96822320 91,206,025 3,481,146 426,322 259,920,794,904 655,582 2,794,904 30,660
WILEY JOHN & SONS IN CL B 96822330 33,785,597 1,263,958 ,263,958 1,263,958
WILLIAMS COS INC DEL COM 96945710 273,046,994 11,589,431 11,538,425 42,816 8,190 9,964,813 141,915 1,474,503
WILLIAMS CLAYTON ENE COM 96949010 546,425 43,714 43,714 43,714
WILLIAMS SONOMA INC COM 96990410 25,381,881 551,900 549,940 1,820 140 520,448 1,740 29,712
WILMINGTON TRUST COR COM 97180710 23,005,817 341,789 336,919 2,570 2,300 319,191 3,800 18,798
WILSON GREATBATCH TE COM 97223210 2,487,699 96,760 96,660 100 91,960 4,800
WILSONS THE LEATHER COM 97246310 1,223,830 102,327 102,287 40 96,027 6,300
WIND RIVER SYSTEMS I COM 97314910 9,858,566 725,428 724,428 600 400 683,028 2,800 39,600
WINN DIXIE STORES IN COM 97428010 44,528,066 2,776,064 2,768,864 7,100 100 2,386,530 39,265 350,269
WINNEBAGO INDS INC COM 97463710 8,845,445 210,656 210,556 100 203,356 7,300
WINSTON HOTELS INC COM 97563A10 2,839,617 302,087 302,087 294,644 7,443
WINTRUST FINANCIAL C COM 97650W10 2,586,789 112,616 112,616 105,416 7,200
WIPRO LTD SPON ADR 1 97651M10 411,354 11,049 11,049 11,049
WIRELESS FACILITIES COM 97653A10 1,521,876 253,646 250,766 2,880 244,246 9,400
WISCONSIN ENERGY COR COM 97665710 30,931,363 1,243,222 1,218,157 4,230 20,835 1,111,665 25,435 106,122
WITNESS SYS INC COM 97742410 1,698,234 120,699 119,424 1,275 113,499 7,200
WOLVERINE TUBE INC COM 97809310 703,047 80,810 80,810 78,510 2,300
WOLVERINE WORLD WIDE COM 97809710 18,096,759 1,008,176 1,001,646 6,530 979,476 28,700
WOODHEAD INDS INC COM 97943810 3,236,538 181,828 181,828 174,628 7,200
WOODWARD GOVERNOR CO COM 98074510 8,972,758 130,418 130,398 20 124,218 6,200
WORLD ACCEP CORP DEL COM 98141910 735,457 104,766 104,766 104,766
WORLD FUEL SVCS CORP COM 98147510 775,297 39,556 39,556 39,556
WORLD WRESTLING FEDN CL A 98156Q10 1,673,729 114,639 114,639 106,439 8,200
WORLDCOM INC GA NEW WRLDCOM GP 98157D10 449,254,612 66,654,987 65,764,492 781,500 108,995 57,665,423 1,009,548 7,935,479
WORLDCOM INC GA NEW MCI GROUP 98157D30 6,129,692 1,037,173 1,029,745 5,748 1,680 838,134 6,269 191,470
WORTHINGTON INDS INC COM 98181110 29,392,711 1,913,588 1,895,503 8,885 9,200 1,722,515 31,200 159,873
WRIGHT MED GROUP INC COM 98235T10 337,512 16,800 16,800 16,800
WRIGLEY WM JR CO COM 98252610 225,770,782 4,235,055 4,217,286 14,569 3,200 3,647,746 160,160 427,149
WYETH COM 98302410 1,975,316,458 30,088,598 28,538,465 879,956 670,177 25,017,468 1,460,287 3,590,793
WYNDHAM INTL INC CL A 98310110 1,215,939 1,351,044 1,334,044 17,000 1,254,344 96,700
Page Total 3,803,034,599
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Investment Discretion Voting Authority
Name of Title of Cusip Fair Market Shares Sole Shared as Shared Sole Shared None
Issuer Class Number Value Prin Amt Defined Other
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XM SATELLITE RADIO H CL A 98375910 3,808,630 276,589 271,789 4,800 267,789 8,800
XTO ENERGY CORP COM 98385X10 32,337,782 1,612,857 1,610,757 2,100 1,522,643 4,400 85,814
X-RITE INC COM 98385710 1,292,336 161,542 161,542 150,842 10,700
XCEL ENERGY INC COM 98389B10 189,765,689 7,485,826 7,445,033 24,248 16,545 6,641,399 131,181 713,246
XANSER CORP COM 98389J10 641,053 238,310 238,310 218,110 20,200
XILINX INC COM 98391910 303,303,230 7,609,213 7,558,337 38,676 12,200 6,404,945 237,365 961,609
XEROX CORP COM 98412110 493,458,615 45,903,127 15,822,935 30,078,742 1,450 13,520,438 30,267,453 2,103,536
XYBERNAUT CORP COM 98414910 716,014 447,509 444,709 2,800 419,809 27,700
YAHOO INC COM 98433210 211,291,129 11,439,693 11,416,765 21,458 1,470 9,581,578 383,130 1,468,985
YANKEE CANDLE INC COM 98475710 3,771,277 163,047 161,547 1,500 153,847 9,200
XICOR INC COM 98490310 2,174,759 204,587 204,487 100 191,087 100 13,400
YELLOW CORP COM 98550910 14,338,241 543,321 336,311 207,010 519,321 24,000
YORK INTL CORP NEW COM 98667010 37,437,812 1,042,836 1,041,306 1,330 200 1,018,636 200 24,000
YOUNG BROADCASTING I CL A 98743410 6,499,799 260,096 260,096 250,896 9,200
ZALE CORP NEW COM 98885810 38,831,748 956,447 955,947 400 100 471,701 462,346 22,400
ZEBRA TECHNOLOGIES C CL A 98920710 20,648,208 381,738 380,868 770 100 364,638 100 17,000
ZENITH NATL INS CORP COM 98939010 2,419,920 82,874 82,874 77,674 5,200
ZIMMER HLDGS INC COM 98956P10 152,155,591 4,468,593 4,322,628 71,575 74,390 3,579,317 307,468 578,608
ZIONS BANCORPORATION COM 98970110 109,974,536 1,855,484 1,852,668 2,616 200 1,637,555 23,003 193,426
ZIXIT CORP COM 98974P10 827,322 126,890 126,890 114,690 12,200
ZORAN CORP COM 98975F10 7,493,915 171,564 170,094 1,470 160,164 11,400
ZYMOGENETICS INC COM 98985T10 333,055 29,500 29,500 29,500
ZYGO CORP COM 98985510 2,147,690 132,410 132,410 123,210 9,200
ZOLL MED CORP COM 98992210 3,222,259 83,913 83,913 77,713 6,200
ZOMAX INC MINN COM 98992910 1,939,172 265,640 265,640 247,040 18,600
Page Total 1,640,829,782
Grand Total 336,452,442,485
TOTAL MARKET VALUE 336,452,442,485
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