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

Form 13F

Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:	March 31, 2002

Check here if Amendment			No
 Amendment Number:			0
This Amendment (choose one):

Institutional Investment Manager Filing this Report:

Name:		Prudential Financial, Inc.
Address:	751 Broad Street
		Newark, New Jersey  07102-3777

Form 13F File Number:    28-10077

The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

Name:		Ellen McGlynn Koke
Title:		Vice President
Phone:		973-802-5037

Signature, Place, and Date of Signing:
/s/  Ellen McGlynn Koke 	Newark,  New Jersey 	May 9, 2002

Report Type (Check only one.): 13F Holdings Report

List of Other Managers Reporting for this Manager:

I am signing this report as required by the Securities Exchange Act of 1934.


FORM 13F SUMMARY PAGE

Report Summary:

Number of Other Included Managers:	 3
Form 13F Information Table Entry Total:	 2,285
Form 13F Information Table Value Total:	 $25,961,698,000

List of Other Included Managers:

No.	13F File Number        	Name
0	28-0256			The Prudential Insurance Company of America
3	28-4217			Prudential Investment Management, Inc.
9	28-6737			Prudential Investment Management Services, LLC


Prudential Securities Group Inc., wholly-owned subsidiary of Prudential
Financial, Inc., is reporting with respect to securities over which it
exercises investment discretion.

Jennison Associates, LLC., a wholly-owned subsidiary of Prudential
Financial, Inc., is reporting with respect to securities over which
it exercises investment discretion.


 
                                                                             
                                                                 FORM 13F INFORMATION TABLE
                                                              VALUE    SHARES/ SH/ PUT/ INVSTMT            -VOTING AUTHORITY-
   NAME OF ISSUER                 -TITLE OF CLASS- --CUSIP-- X$1000    PRN AMT PRN CALL DSCRETN -MANAGERS-     SOLE   SHARED
NONE
 AAR CORP                           COM            000361105      860    79871 SH       DEFINED 03
79871
 A D C TELECOMMUNICATIONS           COM            000886101     4672  1147932 SH       DEFINED 03
1147932
 ACTV INC                           COM            00088E104       18    11700 SH       DEFINED 03
11700
 ABM INDS INC                       COM            000957100     2934    79947 SH       DEFINED 03
79947
 AFLAC INC                          COM            001055102    22473   761788 SH       DEFINED 03
761788
 AGCO CORP                          COM            001084102     1609    70519 SH       DEFINED 03
70519
 AGL RES INC                        COM            001204106     1791    76204 SH       DEFINED 03             76204

 AES CORP                           COM            00130H105     7101   788983 SH       DEFINED 03
788983
 AES CORP                           COM            00130H105       72     7998 SH       DEFINED 09
7998
 AK STL HLDG CORP                   COM            001547108     1669   116744 SH       DEFINED 03
116744
 AMB PROPERTY CORP                  COM            00163T109      440    16000 SH       DEFINED 03
16000
 AMLI RESIDENTIAL PPTYS TR          SH BEN INT     001735109      209     8300 SH       DEFINED 03
8300
 AMR CORP                           COM            001765106    14859   562613 SH       DEFINED 03
562613
 AOL TIME WARNER INC                COM            00184A105   172873  7309646 SH       DEFINED 03
7309646
 AOL TIME WARNER INC                COM            00184A105      201     8514 SH       DEFINED 09              8514

 APAC CUSTOMER SERVICES INC         COM            00185E106       56    17500 SH       DEFINED 03
17500
 AT&T CORP                          COM            001957109   107980  6877726 SH       DEFINED 03
6877726
 AT&T CORP                          COM            001957109     1210    77055 SH       DEFINED 09
77055
 ATMI INC                           COM            00207R101     2789    88667 SH       DEFINED 03
88667
 AT&T WIRELESS SVCS INC             COM            00209A106    65960  7369807 SH       DEFINED 03
7369807
 AT&T WIRELESS SVCS INC             COM            00209A106      214    23944 SH       DEFINED 09
23944
 AVX CORP NEW                       COM            002444107      377    18000 SH       DEFINED 03
18000
 AXT INC                            COM            00246W103      784    73281 SH       DEFINED 03             73281

 AAIPHARMA INC                      COM            00252W104      230     6400 SH       DEFINED 03
6400
 AARON RENTS INC                    COM            002535201     1272    55676 SH       DEFINED 03
55676
 ABBOTT LABS                        COM            002824100   157842  3000791 SH       DEFINED 03
3000791
 ABBOTT LABS                        COM            002824100       24      450 SH       DEFINED 09
450
 ABERCROMBIE & FITCH CO             CL A           002896207     4380   142218 SH       DEFINED 03
142218
 ACCLAIM ENTMT INC                  COM PAR $0.02  004325205      105    23150 SH       DEFINED 03
23150
 ACCREDO HEALTH INC                 COM            00437V104     6024   105186 SH       DEFINED 03
105186
 ACLARA BIOSCIENCES INC             COM            00461P106       39    11600 SH       DEFINED 03             11600

 ACTIVISION INC NEW                 COM NEW        004930202     1758    58940 SH       DEFINED 03
58940
 ACTION PERFORMANCE COS INC         COM            004933107     7936   161137 SH       DEFINED 03
161137
 ACTEL CORP                         COM            004934105     1461    70532 SH       DEFINED 03
70532
 ACTUATE CORP                       COM            00508B102      110    15300 SH       DEFINED 03
15300
 ACXIOM CORP                        COM            005125109    12623   736492 SH       DEFINED 03
736492
 ADAPTEC INC                        COM            00651F108     6865   513451 SH       DEFINED 03
513451
 ADELPHIA BUSINESS SOLUTIONS        CL A           006847107        1    23693 SH       DEFINED 03
23693
 ADELPHIA COMMUNICATIONS CORP       CL A           006848105     2829   189877 SH       DEFINED 03            189877

 ADMINISTAFF INC                    COM            007094105     2401    86903 SH       DEFINED 03
86903
 ADOBE SYS INC                      COM            00724F101    14049   348692 SH       DEFINED 03
348692
 ADOLOR CORP                        COM            00724X102      158    14200 SH       DEFINED 03
14200
 ADTRAN INC                         COM            00738A106      474    19623 SH       DEFINED 03
19623
 ADVANCED DIGITAL INFORMATION       COM            007525108      217    16700 SH       DEFINED 03
16700
 ADVANCED MARKETING SVCS INC        COM            00753T105     1261    52561 SH       DEFINED 03
52561
 ADVANCED FIBRE COMMUNICATION       COM            00754A105      617    32150 SH       DEFINED 03
32150
 ADVANCED TISSUE SCIENCES INC       COM            00755F103      691   219751 SH       DEFINED 03            219751

 ADVO INC                           COM            007585102     2747    65026 SH       DEFINED 03
65026
 AEROFLEX INC                       COM            007768104     2239   174100 SH       DEFINED 03
174100
 ADVANCED MICRO DEVICES INC         COM            007903107    19847  1349186 SH       DEFINED 03
1349186
 ADVANCED MICRO DEVICES INC         COM            007903107       51     3493 SH       DEFINED 09
3493
 ADVANCEPCS                         COM            00790K109     7828   260151 SH       DEFINED 03
260151
 ADVANCED ENERGY INDS               COM            007973100     3340    92881 SH       DEFINED 03
92881
 ADVENT SOFTWARE INC                COM            007974108      624    10552 SH       DEFINED 03
10552
 AETNA INC NEW                      COM            00817Y108    17118   440965 SH       DEFINED 03            440965

 AFFILIATED COMPUTER SERVICES       CL A           008190100     3375    60129 SH       DEFINED 03
60129
 AFFILIATED MANAGERS GROUP          COM            008252108     2679    37300 SH       DEFINED 03
37300
 AGERE SYS INC                      CL A           00845V100      307    78900 SH       DEFINED 03
78900
 AGILENT TECHNOLOGIES INC           COM            00846U101    25100   717951 SH       DEFINED 03
717951
 AGILE SOFTWARE CORP DEL            COM            00846X105      234    19300 SH       DEFINED 03
19300
 AGRIUM INC                         COM            008916108     1295   123080 SH       DEFINED 03
123080
 AIR PRODS & CHEMS INC              COM            009158106    23559   456130 SH       DEFINED 03
456130
 AIRBORNE INC                       COM            009269101     2426   138681 SH       DEFINED 03            138681

 AIRGAS INC                         COM            009363102     1730    86069 SH       DEFINED 03
86069
 AIRTRAN HLDGS INC                  COM            00949P108       64    10600 SH       DEFINED 03
10600
 AKAMAI TECHNOLOGIES INC            COM            00971T101      188    47053 SH       DEFINED 03
47053
 ALAMOSA HLDGS INC                  COM            011589108      204    40600 SH       DEFINED 03
40600
 ALASKA AIR GROUP INC               COM            011659109     1601    48085 SH       DEFINED 03
48085
 ALASKA COMMUNICATIONS SYS GR       COM            01167P101      116    15400 SH       DEFINED 03
15400
 ALBANY INTL CORP                   CL A           012348108     1412    46591 SH       DEFINED 03
46591
 ALBANY MOLECULAR RESH INC          COM            012423109      223     9300 SH       DEFINED 03              9300

 ALBEMARLE CORP                     COM            012653101      753    27334 SH       DEFINED 03
27334
 ALBERTO CULVER CO                  CL B CONV      013068101     4422    81898 SH       DEFINED 03
81898
 ALBERTSONS INC                     COM            013104104    48271  1456593 SH       DEFINED 03
1456593
 ALCAN INC                          COM            013716105    32731   825910 SH       DEFINED 03
825910
 ALCAN INC                          COM            013716105     3012    76000 SH       DEFINED 10
76000
 ALCOA INC                          COM            013817101    70377  1864780 SH       DEFINED 03
1864780
 ALEXANDER & BALDWIN INC            COM            014482103      918    33239 SH       DEFINED 03
33239
 ALFA CORP                          COM            015385107      385    13800 SH       DEFINED 03             13800

 ALLEGHENY ENERGY INC               COM            017361106    12737   308034 SH       DEFINED 03
308034
 ALLEGHENY TECHNOLOGIES INC         COM            01741R102     2096   126698 SH       DEFINED 03
126698
 ALLEGIANCE TELECOM INC             COM            01747T102       97    32400 SH       DEFINED 03
32400
 ALLEN TELECOM INC                  COM            018091108      527    78918 SH       DEFINED 03
78918
 ALLERGAN INC                       COM            018490102    20547   317812 SH       DEFINED 03
317812
 ALLETE INC                         COM            018522102     1456    50042 SH       DEFINED 03
50042
 ALLIANCE CAP MGMT HLDG L P         UNIT LTD PARTN 01855A101      343     7400 SH       DEFINED 03
7400
 ALLIANCE IMAGING INC               COM NEW        018606202      145    11800 SH       DEFINED 03             11800

 ALLIANCE SEMICONDUCTOR CORP        COM            01877H100     1432   124337 SH       DEFINED 03
124337
 ALLIANCE SEMICONDUCTOR CORP        COM            01877H100      103     8940 SH       DEFINED 09
8940
 ALLIANT ENERGY CORP                COM            018802108     1358    44934 SH       DEFINED 03
44934
 ALLIANT TECHSYSTEMS INC            COM            018804104     7747    75960 SH       DEFINED 03
75960
 ALLIED CAP CORP NEW                COM            01903Q108      250     9100 SH       DEFINED 03
9100
 ALLIED WASTE INDS INC              COM PAR$.01NEW 019589308     7753   596355 SH       DEFINED 03
596355
 ALLMERICA FINL CORP                COM            019754100     2100    46766 SH       DEFINED 03
46766
 ALLSTATE CORP                      COM            020002101    70930  1877935 SH       DEFINED 03           1877935

 ALLTEL CORP                        COM            020039103    35497   639002 SH       DEFINED 03
639002
 ALPHA INDS INC                     COM            020753109     1982   129966 SH       DEFINED 03
129966
 ALPHARMA INC                       CL A           020813101     1756   122787 SH       DEFINED 03
122787
 ALTERA CORP                        COM            021441100    29827  1363811 SH       DEFINED 03
1363811
 ALTERA CORP                        COM            021441100       86     3955 SH       DEFINED 09
3955
 ALTEON INC                         COM            02144G107       60    17200 SH       DEFINED 03
17200
 AMAZON COM INC                     COM            023135106      581    40600 SH       DEFINED 03
40600
 AMAZON COM INC                     COM            023135106      134     9338 SH       DEFINED 09              9338

 AMBAC FINL GROUP INC               COM            023139108     8682   146975 SH       DEFINED 03
146975
 AMERADA HESS CORP                  COM            023551104    34008   428531 SH       DEFINED 03
428531
 AMEREN CORP                        COM            023608102     8247   192914 SH       DEFINED 03
192914
 AMCORE FINL INC                    COM            023912108      214     9100 SH       DEFINED 03
9100
 AMERICAN AXLE & MFG HLDGS IN       COM            024061103      296    10200 SH       DEFINED 03
10200
 AMERICAN CAPITAL STRATEGIES        COM            024937104      350    11300 SH       DEFINED 03
11300
 AMERICAN ELEC PWR INC              COM            025537101    41733   905460 SH       DEFINED 03
905460
 AMERICAN EAGLE OUTFITTERS NE       COM            02553E106      628    25349 SH       DEFINED 03             25349

 AMERICAN EXPRESS CO                COM            025816109    79875  1950068 SH       DEFINED 03
1950068
 AMERICAN FINL GROUP INC OHIO       COM            025932104     2267    78950 SH       DEFINED 03
78950
 AMERICAN FINL HLDGS INC            COM            026075101     1812    68083 SH       DEFINED 03
68083
 AMERICAN GREETINGS CORP            CL A           026375105    15385   847652 SH       DEFINED 03
847652
 AMERICAN INTL GROUP INC            COM            026874107   355640  4929865 SH       DEFINED 03
4929865
 AMERICAN INTL GROUP INC            COM            026874107      388     5375 SH       DEFINED 09
5375
 AMERICAN ITALIAN PASTA CO          CL A           027070101     2660    58594 SH       DEFINED 03
58594
 AMERICAN MGMT SYS INC              COM            027352103     2567   137428 SH       DEFINED 03            137428

 AMERICAN NATL INS CO               COM            028591105      246     2600 SH       DEFINED 03
2600
 AMERICAN PWR CONVERSION CORP       COM            029066107     3865   261474 SH       DEFINED 03
261474
 AMERICAN SOFTWARE INC              CL A           029683109       53    14800 SH       DEFINED 03
14800
 AMERICAN STD COS INC DEL           COM            029712106     5222    73815 SH       DEFINED 03
73815
 AMERICAN STS WTR CO                COM            029899101     1064    30184 SH       DEFINED 03
30184
 AMERICAN TOWER CORP                CL A           029912201       94    17000 SH       DEFINED 03
17000
 AMERICAN WTR WKS INC               COM            030411102     2568    58632 SH       DEFINED 03
58632
 AMERICAN WOODMARK CORP             COM            030506109      530     8400 SH       DEFINED 03              8400

 AMERICREDIT CORP                   COM            03060R101      975    25676 SH       DEFINED 03
25676
 AMERIPATH INC                      COM            03071D109      239     8900 SH       DEFINED 03
8900
 AMERITRADE HLDG CORP               CL A           03072H109      123    18900 SH       DEFINED 03
18900
 AMERUS GROUP CO                    COM            03072M108     1307    34000 SH       DEFINED 03
34000
 AMERISOURCEBERGEN CORP             COM            03073E105    10337   151341 SH       DEFINED 03
151341
 AMERIGROUP CORP                    COM            03073T102    52229  1855387 SH       DEFINED 03
1855387
 AMETEK INC NEW                     COM            031100100     1485    39898 SH       DEFINED 03
39898
 AMGEN INC                          COM            031162100   129179  2164532 SH       DEFINED 03           2164532

 AMKOR TECHNOLOGY INC               COM            031652100      332    14900 SH       DEFINED 03
14900
 AMPHENOL CORP NEW                  CL A           032095101      206     4400 SH       DEFINED 03
4400
 AMSOUTH BANCORPORATION             COM            032165102    11661   530549 SH       DEFINED 03
530549
 AMSURG CORP                        COM            03232P405      258     9500 SH       DEFINED 03
9500
 AMYLIN PHARMACEUTICALS INC         COM            032346108      198    19800 SH       DEFINED 03
19800
 ANADARKO PETE CORP                 COM            032511107    37023   655971 SH       DEFINED 03
655971
 ANALOG DEVICES INC                 COM            032654105    26344   584893 SH       DEFINED 03
584893
 ANALOG DEVICES INC                 COM            032654105      103     2276 SH       DEFINED 09              2276

 ANALOGIC CORP                      COM PAR $0.05  032657207     1597    38391 SH       DEFINED 03
38391
 ANALYSTS INTL CORP                 COM            032681108      252    63047 SH       DEFINED 03
63047
 ANCHOR BANCORP WIS INC             COM            032839102     1523    76047 SH       DEFINED 03
76047
 ANDERSEN GROUP INC                 COM            033501107      103    12500 SH       DEFINED 03
12500
 ANDREW CORP                        COM            034425108     8703   520197 SH       DEFINED 03
520197
 ANDRX GROUP                        COM            034553107      273     7200 SH       DEFINED 03
7200
 ANGELICA CORP                      COM            034663104      348    22456 SH       DEFINED 03
22456
 ANHEUSER BUSCH COS INC             COM            035229103   115942  2221117 SH       DEFINED 03           2221117

 ANHEUSER BUSCH COS INC             COM            035229103     2687    51477 SH       DEFINED 09
51477
 ANIXTER INTL INC                   COM            035290105     3656   123381 SH       DEFINED 03
123381
 ANNALY MTG MGMT INC                COM            035710409      391    23000 SH       DEFINED 03
23000
 ANNTAYLOR STORES CORP              COM            036115103     3935    91057 SH       DEFINED 03
91057
 ANSYS INC                          COM            03662Q105     1095    40400 SH       DEFINED 03
40400
 ANTHEM INC                         COM            03674B104      701    12173 SH       DEFINED 03
12173
 ANSWERTHINK INC                    COM            036916104       81    12500 SH       DEFINED 03
12500
 ANTHRACITE CAP INC                 COM            037023108      521    45300 SH       DEFINED 03             45300

 ANTIGENICS INC DEL                 COM            037032109      151    10800 SH       DEFINED 03
10800
 AO TATNEFT                         SPON ADR REG S 03737P306      254    18100 SH       DEFINED 03
18100
 AON CORP                           COM            037389103    24177   690768 SH       DEFINED 03
690768
 APACHE CORP                        COM            037411105    12031   211517 SH       DEFINED 03
211517
 APARTMENT INVT & MGMT CO           CL A           03748R101      356     7367 SH       DEFINED 03
7367
 APOGEE ENTERPRISES INC             COM            037598109     1097    89918 SH       DEFINED 03
89918
 APOLLO GROUP INC                   CL A           037604105    22687   423668 SH       DEFINED 03
423668
 APOLLO GROUP INC                   COM UNV PHOENX 037604204      590    14100 SH       DEFINED 03             14100

 APOGENT TECHNOLOGIES INC           COM            03760A101     4589   185937 SH       DEFINED 03
185937
 APPLE COMPUTER INC                 COM            037833100    19353   817621 SH       DEFINED 03
817621
 APPLEBEES INTL INC                 COM            037899101     4620   127281 SH       DEFINED 03
127281
 APRIA HEALTHCARE GROUP INC         COM            037933108      649    26499 SH       DEFINED 03
26499
 APPLERA CORP                       COM AP BIO GRP 038020103     7380   330206 SH       DEFINED 03
330206
 APPLICA INC                        COM            03815A106      558    64925 SH       DEFINED 03
64925
 APPLIED INDL TECHNOLOGIES IN       COM            03820C105     1319    68536 SH       DEFINED 03
68536
 APPLIED MATLS INC                  COM            038222105    67241  1239006 SH       DEFINED 03           1239006

 APPLIED MATLS INC                  COM            038222105     9468   174458 SH       DEFINED 09
174458
 APPLIED MICRO CIRCUITS CORP        COM            03822W109     3878   484785 SH       DEFINED 03
484785
 APPLIED MICRO CIRCUITS CORP        COM            03822W109       38     4733 SH       DEFINED 09
4733
 APTARGROUP INC                     COM            038336103     3940   112417 SH       DEFINED 03
112417
 ARBITRON INC                       COM            03875Q108     2892    85550 SH       DEFINED 03
85550
 ARCH CHEMICALS INC                 COM            03937R102     1524    69118 SH       DEFINED 03
69118
 ARCH COAL INC                      COM            039380100      864    40422 SH       DEFINED 03
40422
 ARCHER DANIELS MIDLAND CO          COM            039483102    26649  1913052 SH       DEFINED 03           1913052

 ARCHSTONE SMITH TR                 COM            039583109      493    18420 SH       DEFINED 03
18420
 ARCTIC CAT INC                     COM            039670104     1812    89927 SH       DEFINED 03
89927
 ARGOSY GAMING CO                   COM            040228108     3271    89139 SH       DEFINED 03
89139
 ARIBA INC                          COM            04033V104      111    24500 SH       DEFINED 03
24500
 ARKANSAS BEST CORP DEL             COM            040790107     2322    83554 SH       DEFINED 03
83554
 ARMOR HOLDINGS INC                 COM            042260109     2251    83060 SH       DEFINED 03
83060
 ARMSTRONG HLDGS INC                COM            042384107       53    17100 SH       DEFINED 03
17100
 ARQULE INC                         COM            04269E107      707    55969 SH       DEFINED 03             55969

 ARRIS GROUP INC                    COM            04269Q100       96    10300 SH       DEFINED 03
10300
 ARROW ELECTRS INC                  COM            042735100     4622   165265 SH       DEFINED 03
165265
 ARROW INTL INC                     COM            042764100      274     5800 SH       DEFINED 03
5800
 ART TECHNOLOGY GROUP INC           COM            04289L107       22    10700 SH       DEFINED 03
10700
 ARTESYN TECHNOLOGIES INC           COM            043127109     1174   126052 SH       DEFINED 03
126052
 ARTHROCARE CORP                    COM            043136100     1524    84611 SH       DEFINED 03
84611
 ARVINMERITOR INC                   COM            043353101     3435   120325 SH       DEFINED 03
120325
 ASCENTIAL SOFTWARE CORP            COM            04362P108      637   165422 SH       DEFINED 03            165422

 ASHLAND INC                        COM            044204105    21985   483076 SH       DEFINED 03
483076
 ASHLAND INC                        COM            044204105      829    18215 SH       DEFINED 09
18215
 ASHWORTH INC                       COM            04516H101      272    34641 SH       DEFINED 03
34641
 ASPECT COMMUNICATIONS CORP         COM            04523Q102      579   148075 SH       DEFINED 03
148075
 ASPEN TECHNOLOGY INC               COM            045327103     2283    99681 SH       DEFINED 03
99681
 ASSOCIATED BANC CORP               COM            045487105     3303    86855 SH       DEFINED 03
86855
 ASSOCIATED ESTATES RLTY CORP       COM            045604105      107    10500 SH       DEFINED 03
10500
 ASTEC INDS INC                     COM            046224101      953    54229 SH       DEFINED 03             54229

 ASTORIA FINL CORP                  COM            046265104    22761   783497 SH       DEFINED 03
783497
 ASTROPOWER INC                     COM            04644A101     1794    42955 SH       DEFINED 03
42955
 ASYST TECHNOLOGY CORP              COM            04648X107      257    14100 SH       DEFINED 03
14100
 ATLANTIC COAST AIRLINES HLDG       COM            048396105     3493   145659 SH       DEFINED 03
145659
 ATLAS AIR WORLDWIDE HLDGS IN       COM            049164106      291    22098 SH       DEFINED 03
22098
 ATMEL CORP                         COM            049513104     1428   140823 SH       DEFINED 03
140823
 ATMEL CORP                         COM            049513104       90     8878 SH       DEFINED 09
8878
 ATMOS ENERGY CORP                  COM            049560105     2976   126120 SH       DEFINED 03            126120

 ATWOOD OCEANICS INC                COM            050095108     1782    38830 SH       DEFINED 03
38830
 AUDIOVOX CORP                      CL A           050757103      554    77125 SH       DEFINED 03
77125
 AUSPEX SYS INC                     COM            052116100       20    15600 SH       DEFINED 03
15600
 AUTODESK INC                       COM            052769106     4766   102068 SH       DEFINED 03
102068
 AUTOMATIC DATA PROCESSING IN       COM            053015103    70602  1211639 SH       DEFINED 03
1211639
 AUTOMATIC DATA PROCESSING IN       COM            053015103     1691    29014 SH       DEFINED 09
29014
 AUTONATION INC                     COM            05329W102      946    67700 SH       DEFINED 03
67700
 AUTOZONE INC                       COM            053332102    33138   481312 SH       DEFINED 03            481312

 AVALONBAY CMNTYS INC               COM            053484101      382     7669 SH       DEFINED 03
7669
 AVANT CORP                         COM            053487104     3299   164688 SH       DEFINED 03
164688
 AVAYA INC                          COM            053499109     3198   433327 SH       DEFINED 03
433327
 AVENTIS                            SPONSORED ADR  053561106     1619    23556 SH       DEFINED 03
23556
 AVERY DENNISON CORP                COM            053611109     9637   157898 SH       DEFINED 03
157898
 AVIALL INC NEW                     COM            05366B102       94    10425 SH       DEFINED 03
10425
 AVID TECHNOLOGY INC                COM            05367P100     1282    92150 SH       DEFINED 03
92150
 AVISTA CORP                        COM            05379B107     2686   172972 SH       DEFINED 03            172972

 AVNET INC                          COM            053807103     1484    54845 SH       DEFINED 03
54845
 AVOCENT CORP                       COM            053893103      596    22237 SH       DEFINED 03
22237
 AVON PRODS INC                     COM            054303102    22186   408426 SH       DEFINED 03
408426
 AWARE INC MASS                     COM            05453N100      447    70325 SH       DEFINED 03
70325
 AXCELIS TECHNOLOGIES INC           COM            054540109     3785   264660 SH       DEFINED 03
264660
 AZTAR CORP                         COM            054802103     3036   138649 SH       DEFINED 03
138649
 BB&T CORP                          COM            054937107    25837   677960 SH       DEFINED 03
677960
 BEI TECHNOLOGIES INC               COM            05538P104     1266    67162 SH       DEFINED 03             67162

 BISYS GROUP INC                    COM            055472104     9487   269143 SH       DEFINED 03
269143
 BJ SVCS CO                         COM            055482103     8025   232799 SH       DEFINED 03
232799
 BJS WHOLESALE CLUB INC             COM            05548J106     6749   150975 SH       DEFINED 03
150975
 BOK FINL CORP                      COM NEW        05561Q201      210     6202 SH       DEFINED 03
6202
 BP PRUDHOE BAY RTY TR              UNIT BEN INT   055630107      168    12400 SH       DEFINED 03
12400
 BRE PROPERTIES INC                 CL A           05564E106      419    12900 SH       DEFINED 03
12900
 BMC SOFTWARE INC                   COM            055921100     9294   477849 SH       DEFINED 03
477849
 BAKER HUGHES INC                   COM            057224107    18350   479750 SH       DEFINED 03            479750

 BALDOR ELEC CO                     COM            057741100     2241    99139 SH       DEFINED 03
99139
 BALL CORP                          COM            058498106    12399   262588 SH       DEFINED 03
262588
 BALLY TOTAL FITNESS HLDG COR       COM            05873K108     1812    82532 SH       DEFINED 03
82532
 BANCO SANTANDER CHILE              SPON ADR SER A 05965F108      181    11700 SH       DEFINED 03
11700
 BANCOLOMBIA S A                    SPON ADR PREF  05968L102       28    18900 SH       DEFINED 03
18900
 BANCORPSOUTH INC                   COM            059692103      466    23625 SH       DEFINED 03
23625
 BANDAG INC                         COM            059815100      632    16778 SH       DEFINED 03
16778
 BANK OF AMERICA CORPORATION        COM            060505104   271117  3985841 SH       DEFINED 03           3985841

 BANK NEW YORK INC                  COM            064057102    45004  1071016 SH       DEFINED 03
1071016
 BANK ONE CORP                      COM            06423A103    99579  2383404 SH       DEFINED 03
2383404
 BANKATLANTIC BANCORP               CL A           065908501      374    28800 SH       DEFINED 03
28800
 BANKNORTH GROUP INC NEW            COM            06646R107     3622   137442 SH       DEFINED 03
137442
 BANKUNITED FINL CORP               CL A           06652B103      160    10700 SH       DEFINED 03
10700
 BANTA CORP                         COM            066821109     1854    51927 SH       DEFINED 03
51927
 BARD C R INC                       COM            067383109    30476   516101 SH       DEFINED 03
516101
 BARNES & NOBLE INC                 COM            067774109     1693    54627 SH       DEFINED 03             54627

 BARNES GROUP INC                   COM            067806109     1407    57440 SH       DEFINED 03
57440
 BARRICK GOLD CORP                  COM            067901108    13045   702860 SH       DEFINED 03
702860
 BARR LABS INC                      COM            068306109    14346   217954 SH       DEFINED 03
217954
 BARRA INC                          COM            068313105     8674   143209 SH       DEFINED 03
143209
 BASSETT FURNITURE INDS INC         COM            070203104      710    34627 SH       DEFINED 03
34627
 BAUSCH & LOMB INC                  COM            071707103     3460    77638 SH       DEFINED 03
77638
 BAXTER INTL INC                    COM            071813109    72505  1218165 SH       DEFINED 03
1218165
 BAY VIEW CAP CORP DEL              COM            07262L101      271    39600 SH       DEFINED 03             39600

 BE AEROSPACE INC                   COM            073302101     1139   114745 SH       DEFINED 03
114745
 BEA SYS INC                        COM            073325102      609    44400 SH       DEFINED 03
44400
 BEAR STEARNS COS INC               COM            073902108    24022   382816 SH       DEFINED 03
382816
 BEAZER HOMES USA INC               COM            07556Q105      938    12100 SH       DEFINED 03
12100
 BECKMAN COULTER INC                COM            075811109     5728   112156 SH       DEFINED 03
112156
 BECTON DICKINSON & CO              COM            075887109    17862   473539 SH       DEFINED 03
473539
 BED BATH & BEYOND INC              COM            075896100    16407   486144 SH       DEFINED 03
486144
 BEDFORD PPTY INVS INC              COM PAR $0.02  076446301      340    13300 SH       DEFINED 03             13300

 BEL FUSE INC                       CL B           077347300      729    29805 SH       DEFINED 03
29805
 BELDEN INC                         COM            077459105     2346    98461 SH       DEFINED 03
98461
 BELL MICROPRODUCTS INC             COM            078137106      511    49105 SH       DEFINED 03
49105
 BELLSOUTH CORP                     COM            079860102   122161  3314200 SH       DEFINED 03
3314200
 BELO CORP                          COM SER A      080555105     1956    84115 SH       DEFINED 03
84115
 BEMIS INC                          COM            081437105     4285    78841 SH       DEFINED 03
78841
 BENCHMARK ELECTRS INC              COM            08160H101     1625    58036 SH       DEFINED 03
58036
 BERKLEY W R CORP                   COM            084423102      368     6400 SH       DEFINED 03              6400

 BERKSHIRE HATHAWAY INC DEL         CL A           084670108     9243      130 SH       DEFINED 03
130
 BERKSHIRE HATHAWAY INC DEL         CL B           084670207     1507      636 SH       DEFINED 09
636
 BEST BUY INC                       COM            086516101    28647   361699 SH       DEFINED 03
361699
 BEST BUY INC                       COM            086516101       22      281 SH       DEFINED 09
281
 BETHLEHEM STL CORP                 COM            087509105       17    37300 SH       DEFINED 03
37300
 BEVERLY ENTERPRISES INC            COM NEW        087851309      256    35500 SH       DEFINED 03
35500
 BIG LOTS INC                       COM            089302103    12658   900934 SH       DEFINED 03
900934
 BIO RAD LABS INC                   CL A           090572207      285     7600 SH       DEFINED 03              7600

 BIO TECHNOLOGY GEN CORP            COM            090578105      883   179928 SH       DEFINED 03
179928
 BIOGEN INC                         COM            090597105    10659   217255 SH       DEFINED 03
217255
 BIOMET INC                         COM            090613100    10700   395433 SH       DEFINED 03
395433
 BIOMARIN PHARMACEUTICAL INC        COM            09061G101      108    10300 SH       DEFINED 03
10300
 BIOSITE INC                        COM            090945106      928    37500 SH       DEFINED 03
37500
 BLACK & DECKER CORP                COM            091797100    17816   382821 SH       DEFINED 03
382821
 BLACK BOX CORP DEL                 COM            091826107     2833    58519 SH       DEFINED 03
58519
 BLACK HILLS CORP                   COM            092113109      585    17487 SH       DEFINED 03             17487

 BLOCK H & R INC                    COM            093671105    23636   531746 SH       DEFINED 03
531746
 BLOCK H & R INC                    COM            093671105     2414    54317 SH       DEFINED 09
54317
 BLOCKBUSTER INC                    CL A           093679108      338    14400 SH       DEFINED 03
14400
 BLYTH INC                          COM            09643P108      728    27460 SH       DEFINED 03
27460
 BOB EVANS FARMS INC                COM            096761101     3259   115493 SH       DEFINED 03
115493
 BOCA RESORTS INC                   CL A           09688T106      186    14400 SH       DEFINED 03
14400
 BOEING CO                          COM            097023105    83003  1720263 SH       DEFINED 03
1720263
 BOISE CASCADE CORP                 COM            097383103     3812   105199 SH       DEFINED 03            105199

 BORDERS GROUP INC                  COM            099709107     1312    54890 SH       DEFINED 03
54890
 BORG WARNER INC                    COM            099724106     9308   147933 SH       DEFINED 03
147933
 BORLAND SOFTWARE CORP              COM            099849101      255    19600 SH       DEFINED 03
19600
 BOSTON COMMUNICATIONS GROUP        COM            100582105      470    54612 SH       DEFINED 03
54612
 BOSTON PROPERTIES INC              COM            101121101   105383  2671314 SH       DEFINED 03
2671314
 BOSTON SCIENTIFIC CORP             COM            101137107    15656   623974 SH       DEFINED 03
623974
 BOSTON SCIENTIFIC CORP             COM            101137107       25      985 SH       DEFINED 09
985
 BOWATER INC                        COM            102183100     3825    76800 SH       DEFINED 03             76800

 BOWNE & CO INC                     COM            103043105     1523   108267 SH       DEFINED 03
108267
 BOYDS COLLECTION LTD               COM            103354106       71    10800 SH       DEFINED 03
10800
 BRADY CORP                         CL A           104674106     2694    74218 SH       DEFINED 03
74218
 BRANDYWINE RLTY TR                 SH BEN INT NEW 105368203      261    10900 SH       DEFINED 03
10900
 BRIGGS & STRATTON CORP             COM            109043109     2972    64608 SH       DEFINED 03
64608
 BRINKER INTL INC                   COM            109641100     8482   261721 SH       DEFINED 03
261721
 BRISTOL MYERS SQUIBB CO            COM            110122108   163241  4031634 SH       DEFINED 03
4031634
 BRISTOL MYERS SQUIBB CO            COM            110122108     1420    35066 SH       DEFINED 09             35066

 BROADCOM CORP                      CL A           111320107    13574   378096 SH       DEFINED 03
378096
 BROADCOM CORP                      CL A           111320107      476    13252 SH       DEFINED 09
13252
 BROADVISION INC                    COM            111412102      133    77100 SH       DEFINED 03
77100
 BROADWING INC                      COM            111620100      993   142006 SH       DEFINED 03
142006
 BROCADE COMMUNICATIONS SYS I       COM            111621108      637    23600 SH       DEFINED 03
23600
 BROOKLINE BANCORP INC              COM            113739106      244    14300 SH       DEFINED 03
14300
 BROOKS AUTOMATION INC              COM            11434A100     2592    57033 SH       DEFINED 03
57033
 BROOKTROUT INC                     COM            114580103      202    32820 SH       DEFINED 03             32820

 BROWN & BROWN INC                  COM            115236101      452    14400 SH       DEFINED 03
14400
 BROWN FORMAN CORP                  CL B           115637209     7665   105340 SH       DEFINED 03
105340
 BROWN TOM INC                      COM NEW        115660201     3216   117816 SH       DEFINED 03
117816
 BROWN SHOE INC NEW                 COM            115736100     1327    68171 SH       DEFINED 03
68171
 BRUKER DALTONICS INC               COM            116795105      142    14800 SH       DEFINED 03
14800
 BRUNSWICK CORP                     COM            117043109    18942   693345 SH       DEFINED 03
693345
 BRUSH ENGINEERED MATLS INC         COM            117421107      633    49805 SH       DEFINED 03
49805
 BUCKEYE TECHNOLOGIES INC           COM            118255108     1195   115988 SH       DEFINED 03            115988

 BUILDING MATLS HLDG CORP           COM            120113105      738    51234 SH       DEFINED 03
51234
 BURLINGTON COAT FACTORY            COM            121579106     2395   124416 SH       DEFINED 03
124416
 BURLINGTON NORTHN SANTA FE C       COM            12189T104    38243  1267165 SH       DEFINED 03
1267165
 BURLINGTON RES INC                 COM            122014103    19002   473978 SH       DEFINED 03
473978
 BUTLER MFG CO DEL                  COM            123655102      679    25270 SH       DEFINED 03
25270
 C&D TECHNOLOGIES INC               COM            124661109     1812    86182 SH       DEFINED 03
86182
 CBL & ASSOC PPTYS INC              COM            124830100      329     9300 SH       DEFINED 03
9300
 CBRL GROUP INC                     COM            12489V106     6172   216806 SH       DEFINED 03            216806

 CCBT FINL COS INC                  COM            12500Q102      244     9100 SH       DEFINED 03
9100
 C COR NET CORP                     COM            125010108     2740   152221 SH       DEFINED 03
152221
 C D I CORP                         COM            125071100     1287    56097 SH       DEFINED 03
56097
 CDW COMPUTER CTRS INC              COM            125129106     4582    91022 SH       DEFINED 03
91022
 CEC ENTMT INC                      COM            125137109     3982    86195 SH       DEFINED 03
86195
 CH ENERGY GROUP INC                COM            12541M102     2352    49573 SH       DEFINED 03
49573
 C H ROBINSON WORLDWIDE INC         COM            12541W100     1587    47245 SH       DEFINED 03
47245
 CIGNA CORP                         COM            125509109    45439   448157 SH       DEFINED 03            448157

 CLECO CORP NEW                     COM            12561W105      794    33227 SH       DEFINED 03
33227
 CMGI INC                           COM            125750109       99    73086 SH       DEFINED 03
73086
 CMS ENERGY CORP                    COM            125896100    12185   538426 SH       DEFINED 03
538426
 CPI CORP                           COM            125902106      440    26749 SH       DEFINED 03
26749
 CNA FINL CORP                      COM            126117100      722    24300 SH       DEFINED 03
24300
 CNA SURETY CORP                    COM            12612L108      187    12400 SH       DEFINED 03
12400
 CNF INC                            COM            12612W104     1281    38843 SH       DEFINED 03
38843
 CNS INC                            COM            126136100      131    19000 SH       DEFINED 03             19000

 CNET NETWORKS INC                  COM            12613R104       69    12638 SH       DEFINED 03
12638
 CP HOLDRS                          DEP RCPTS  CP  12616K106     3105    69824 SH       DEFINED 03
69824
 CSG SYS INTL INC                   COM            126349109     1195    41987 SH       DEFINED 03
41987
 CSX CORP                           COM            126408103    12787   335521 SH       DEFINED 03
335521
 CTS CORP                           COM            126501105     1371    84357 SH       DEFINED 03
84357
 CUNO INC                           COM            126583103     1967    52998 SH       DEFINED 03
52998
 CVF TECHNOLOGIES CORP              COM            12660F102      104   647128 SH       DEFINED 03
647128
 CVS CORP                           COM            126650100    21013   612080 SH       DEFINED 03            612080

 CV THERAPEUTICS INC                COM            126667104      246     6800 SH       DEFINED 03
6800
 CABLEVISION SYS CORP               CL A NY CABLVS 12686C109     3817   112278 SH       DEFINED 03
112278
 CABLEVISION SYS CORP               CL A NY CABLVS 12686C109       19      563 SH       DEFINED 09
563
 CABLE DESIGN TECHNOLOGIES CO       COM            126924109     1935   144919 SH       DEFINED 03
144919
 CABOT CORP                         COM            127055101     1841    49949 SH       DEFINED 03
49949
 CABOT OIL & GAS CORP               CL A           127097103     2317    93577 SH       DEFINED 03
93577
 CABOT MICROELECTRONICS CORP        COM            12709P103      551     8143 SH       DEFINED 03
8143
 CACI INTL INC                      CL A           127190304     3231    92018 SH       DEFINED 03             92018

 CADENCE DESIGN SYSTEM INC          COM            127387108     7120   314889 SH       DEFINED 03
314889
 CAL DIVE INTL INC                  COM            127914109     2721   109296 SH       DEFINED 03
109296
 CALLAWAY GOLF CO                   COM            131193104      668    34725 SH       DEFINED 03
34725
 CALPINE CORP                       COM            131347106     6220   489780 SH       DEFINED 03
489780
 CAMBREX CORP                       COM            132011107     3964    94168 SH       DEFINED 03
94168
 CAMDEN PPTY TR                     SH BEN INT     133131102      397    10156 SH       DEFINED 03
10156
 CAMINUS CORP                       COM            133766105      542    24100 SH       DEFINED 03
24100
 CAMPBELL SOUP CO                   COM            134429109    18214   679641 SH       DEFINED 03            679641

 CAMPBELL SOUP CO                   COM            134429109       49     1830 SH       DEFINED 09
1830
 CANADIAN NATL RY CO                COM            136375102      234     4688 SH       DEFINED 03
4688
 CAPITAL AUTOMOTIVE REIT            COM SH BEN INT 139733109      331    14400 SH       DEFINED 03
14400
 CAPITAL ONE FINL CORP              COM            14040H105    19565   306428 SH       DEFINED 03
306428
 CAPITOL FED FINL                   COM            14057C106      383    16900 SH       DEFINED 03
16900
 CAPTARIS INC                       COM            14071N104      287    82996 SH       DEFINED 03
82996
 CARBO CERAMICS INC                 COM            140781105     1654    40376 SH       DEFINED 03
40376
 CARAUSTAR INDS INC                 COM            140909102      823    78710 SH       DEFINED 03             78710

 CARDINAL HEALTH INC                COM            14149Y108    55335   780582 SH       DEFINED 03
780582
 CAREER EDUCATION CORP              COM            141665109      491    12400 SH       DEFINED 03
12400
 CAREMARK RX INC                    COM            141705103      946    48488 SH       DEFINED 03
48488
 CARLISLE COS INC                   COM            142339100     1349    30852 SH       DEFINED 03
30852
 CARNIVAL CORP                      COM            143658102    63725  1951767 SH       DEFINED 03
1951767
 CARNIVAL CORP                      COM            143658102       50     1520 SH       DEFINED 09
1520
 CARPENTER TECHNOLOGY CORP          COM            144285103      721    24907 SH       DEFINED 03
24907
 CARRAMERICA RLTY CORP              COM            144418100      261     8300 SH       DEFINED 03              8300

 CARREKER CORP                      COM            144433109      517    59311 SH       DEFINED 03
59311
 CASCADE NAT GAS CORP               COM            147339105      659    31034 SH       DEFINED 03
31034
 CASEYS GEN STORES INC              COM            147528103     1987   147215 SH       DEFINED 03
147215
 CASH AMER INTL INC                 COM            14754D100      670    76134 SH       DEFINED 03
76134
 CASTLE A M & CO                    COM            148411101      404    37259 SH       DEFINED 03
37259
 CATALINA MARKETING CORP            COM            148867104     5728   156924 SH       DEFINED 03
156924
 CATAPULT COMMUNICATIONS CORP       COM            149016107     1387    54934 SH       DEFINED 03
54934
 CATELLUS DEV CORP                  COM            149111106      274    13950 SH       DEFINED 03             13950

 CATERPILLAR INC DEL                COM            149123101    41205   724807 SH       DEFINED 03
724807
 CATERPILLAR INC DEL                COM            149123101    33336   586382 SH       DEFINED 09
586382
 CATHAY BANCORP INC                 COM            149150104      281     3900 SH       DEFINED 03
3900
 CATO CORP NEW                      CL A           149205106     2016    90468 SH       DEFINED 03
90468
 CELL GENESYS INC                   COM            150921104      186    11000 SH       DEFINED 03
11000
 CELL THERAPEUTICS INC              COM            150934107      261    10500 SH       DEFINED 03
10500
 CELESTICA INC                      SUB VTG SHS    15101Q108       12      344 SH       DEFINED 03
344
 CELESTICA INC                      SUB VTG SHS    15101Q108    36260  1000000 SH       DEFINED 10           1000000

 CELGENE CORP                       COM            151020104     1146    46300 SH       DEFINED 03
46300
 CENDANT CORP                       COM            151313103    55755  2903917 SH       DEFINED 03
2903917
 CENTENNIAL COMMUNCTNS CORP N       CL A NEW       15133V208       41    11500 SH       DEFINED 03
11500
 CENTERPOINT PPTYS TR               SH BEN INT     151895109      432     8000 SH       DEFINED 03
8000
 CENTEX CORP                        COM            152312104    15002   288881 SH       DEFINED 03
288881
 CENTRAL PKG CORP                   COM            154785109     2551   110970 SH       DEFINED 03
110970
 CENTRAL VT PUB SVC CORP            COM            155771108      699    39162 SH       DEFINED 03
39162
 CENTURY ALUM CO                    COM            156431108      905    55676 SH       DEFINED 03             55676

 CENTURY BUSINESS SVCS INC          COM            156490104       66    18900 SH       DEFINED 03
18900
 CENTURYTEL INC                     COM            156700106    12121   356489 SH       DEFINED 03
356489
 CEPHALON INC                       COM            156708109     9446   149936 SH       DEFINED 03
149936
 CERIDIAN CORP NEW                  COM            156779100     1025    46500 SH       DEFINED 03
46500
 CERNER CORP                        COM            156782104     5199   108963 SH       DEFINED 03
108963
 CERTEGY INC                        COM            156880106     2027    51060 SH       DEFINED 03
51060
 CERUS CORP                         COM            157085101      241     4500 SH       DEFINED 03
4500
 CHAMPION ENTERPRISES INC           COM            158496109     1209   151180 SH       DEFINED 03            151180

 CHAMPIONSHIP AUTO RACING TEA       COM            158711101      539    38200 SH       DEFINED 03
38200
 CHARLES RIV LABS INTL INC          COM            159864107     1277    41200 SH       DEFINED 03
41200
 CHARTER ONE FINL INC               COM            160903100    11237   359922 SH       DEFINED 03
359922
 CHARTER MUN MTG ACCEP CO           SH BEN INT     160908109      423    26800 SH       DEFINED 03
26800
 CHARMING SHOPPES INC               COM            161133103      285    36000 SH       DEFINED 03
36000
 CHARTER COMMUNICATIONS INC D       CL A           16117M107      321    28400 SH       DEFINED 03
28400
 CHARTER COMMUNICATIONS INC D       CL A           16117M107       64     5648 SH       DEFINED 09
5648
 CHATEAU CMNTYS INC                 COM            161726104      252     8755 SH       DEFINED 03              8755

 CHECKFREE CORP NEW                 COM            162813109      851    55513 SH       DEFINED 03
55513
 CHECKPOINT SYS INC                 COM            162825103     1571    98481 SH       DEFINED 03
98481
 CHEESECAKE FACTORY INC             COM            163072101     5331   144459 SH       DEFINED 03
144459
 CHELSEA PPTY GROUP INC             COM            163421100      313     5800 SH       DEFINED 03
5800
 CHEMED CORP                        COM            163596109     1105    29591 SH       DEFINED 03
29591
 CHEMFIRST INC                      COM            16361A106     1103    41236 SH       DEFINED 03
41236
 CHEMICAL FINL CORP                 COM            163731102      222     7424 SH       DEFINED 03
7424
 CHESAPEAKE CORP                    COM            165159104     1362    50176 SH       DEFINED 03             50176

 CHESAPEAKE ENERGY CORP             COM            165167107      439    56700 SH       DEFINED 03
56700
 CHEVRONTEXACO CORP                 COM            166764100   210066  2327081 SH       DEFINED 03
2327081
 CHICOS FAS INC                     COM            168615102     4587   136100 SH       DEFINED 03
136100
 CHILDRENS PL RETAIL STORES I       COM            168905107      277     8400 SH       DEFINED 03
8400
 CHIPPAC INC                        CL A           169657103      151    15400 SH       DEFINED 03
15400
 CHOICE HOTELS INTL INC             COM            169905106      457    18950 SH       DEFINED 03
18950
 CHIRON CORP                        COM            170040109    23236   506332 SH       DEFINED 03
506332
 CHITTENDEN CORP                    COM            170228100     2787    95594 SH       DEFINED 03             95594

 CHOICEPOINT INC                    COM            170388102     2044    35491 SH       DEFINED 03
35491
 CHRISTOPHER & BANKS CORP           COM            171046105     2633    80161 SH       DEFINED 03
80161
 CHUBB CORP                         COM            171232101    35418   484509 SH       DEFINED 03
484509
 CHURCH & DWIGHT INC                COM            171340102      581    19716 SH       DEFINED 03
19716
 CIBER INC                          COM            17163B102     1578   172439 SH       DEFINED 03
172439
 CIENA CORP                         COM            171779101     3732   414674 SH       DEFINED 03
414674
 CINCINNATI FINL CORP               COM            172062101    11762   269410 SH       DEFINED 03
269410
 CINERGY CORP                       COM            172474108    21659   605833 SH       DEFINED 03            605833

 CIRCUIT CITY STORE INC             CIRCT CITY GRP 172737108     5404   299562 SH       DEFINED 03
299562
 CIRRUS LOGIC INC                   COM            172755100      543    28757 SH       DEFINED 03
28757
 CIRRUS LOGIC INC                   COM            172755100       89     4698 SH       DEFINED 09
4698
 CISCO SYS INC                      COM            17275R102   267799 15817996 SH       DEFINED 03
15817996
 CISCO SYS INC                      COM            17275R102    12350   729456 SH       DEFINED 09
729456
 CINTAS CORP                        COM            172908105    11708   234820 SH       DEFINED 03
234820
 CITIGROUP INC                      COM            172967101   491560  9926503 SH       DEFINED 03
9926503
 CITIGROUP INC                      COM            172967101       21      422 SH       DEFINED 09               422

 CITIZENS BKG CORP MICH             COM            174420109      411    12650 SH       DEFINED 03
12650
 CITIZENS COMMUNICATIONS CO         COM            17453B101     3913   364046 SH       DEFINED 03
364046
 CITRIX SYS INC                     COM            177376100     4709   272485 SH       DEFINED 03
272485
 CITY NATL CORP                     COM            178566105     1128    21440 SH       DEFINED 03
21440
 CLAIRES STORES INC                 COM            179584107      839    43092 SH       DEFINED 03
43092
 CLARCOR INC                        COM            179895107     2541    79411 SH       DEFINED 03
79411
 CLAYTON HOMES INC                  COM            184190106     1106    66039 SH       DEFINED 03
66039
 CLEAR CHANNEL COMMUNICATIONS       COM            184502102    64012  1245137 SH       DEFINED 03           1245137

 CLEAR CHANNEL COMMUNICATIONS       COM            184502102       23      450 SH       DEFINED 09
450
 CLEVELAND CLIFFS INC               COM            185896107      880    39984 SH       DEFINED 03
39984
 CLOROX CO DEL                      COM            189054109    27204   623524 SH       DEFINED 03
623524
 COACH INC                          COM            189754104     3142    61969 SH       DEFINED 03
61969
 COACHMEN INDS INC                  COM            189873102      728    44690 SH       DEFINED 03
44690
 COCA COLA BOTTLING CO CONS         COM            191098102     1264    25795 SH       DEFINED 03
25795
 COCA COLA CO                       COM            191216100   227136  4346261 SH       DEFINED 03
4346261
 COCA COLA ENTERPRISES INC          COM            191219104    11936   635557 SH       DEFINED 03            635557

 COGNEX CORP                        COM            192422103     3651   125651 SH       DEFINED 03
125651
 COHERENT INC                       COM            192479103     2803    82671 SH       DEFINED 03
82671
 COHU INC                           COM            192576106     2126    74626 SH       DEFINED 03
74626
 COLGATE PALMOLIVE CO               COM            194162103    60809  1064025 SH       DEFINED 03
1064025
 COLGATE PALMOLIVE CO               COM            194162103     2364    41371 SH       DEFINED 09
41371
 COLLINS & AIKMAN CORP NEW          COM            194830105     9694  1446876 SH       DEFINED 03
1446876
 COLONIAL BANCGROUP INC             COM            195493309     1125    75415 SH       DEFINED 03
75415
 COLONIAL PPTYS TR                  COM SH BEN INT 195872106     2208    64083 SH       DEFINED 03             64083

 COLUMBIA SPORTSWEAR CO             COM            198516106      960    28600 SH       DEFINED 03
28600
 COMCAST CORP                       CL A SPL       200300200    49384  1552945 SH       DEFINED 03
1552945
 COMCAST CORP                       CL A SPL       200300200     5123   161108 SH       DEFINED 09
161108
 COMDISCO INC                       COM            200336105        6    17870 SH       DEFINED 03
17870
 COMERICA INC                       COM            200340107    35354   565027 SH       DEFINED 03
565027
 COMMERCE BANCORP INC NJ            COM            200519106     2228    49621 SH       DEFINED 03
49621
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6481
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1087096
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787661
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57550
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360858
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98596
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1973995
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10000
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136751
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237368
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17087
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53969
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508388
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108427
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59650
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89490
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18306
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139710
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27120
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65690
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319162
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10550
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31764
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16155
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252538
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63497
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10125
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482564
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29200
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18400
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22424
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13700
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213915
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59812
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12609
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38275
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52722
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152746
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239117
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18700
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23534
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31100
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14500
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95060
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90560
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170002
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5065
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48626
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23200
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13900
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248668
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94828
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40721
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47498
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57777
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167879
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 DTE ENERGY CO                      COM            233331107    23742   521793 SH       DEFINED 03
521793
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16200
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552788
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211635
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13654
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197818
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54419
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 DAVOX CORP                         COM            239208101      259    32434 SH       DEFINED 03
32434
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88331
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510201
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26300
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4968465
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528997
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1363211
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 DELTA & PINE LD CO                 COM            247357106     2280   120214 SH       DEFINED 03
120214
 DELTA AIR LINES INC DEL            COM            247361108    17178   524992 SH       DEFINED 03
524992
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33170
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597850
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133952
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140475
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48134
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 DEVON ENERGY CORP NEW              COM            25179M103    18529   383863 SH       DEFINED 03
383863
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51977
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94825
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232937
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158195
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120344
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6800
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 DIGITAL INSIGHT CORP               COM            25385P106      220     8000 SH       DEFINED 03
8000
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13500
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78762
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449543
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154600
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114048
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64304
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 DISNEY WALT CO                     COM DISNEY     254687106      246    10661 SH       DEFINED 09
10661
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10200
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14229
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10700
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13800
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11600
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81921
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61544
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704923
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77206
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724000
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21600
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10710
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288983
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124032
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143550
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71433
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15730
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51194
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17500
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1517008
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6800
 DUKE ENERGY CORP                   WHEN ISSUED    264399106    70139  1855522 SH       DEFINED 03
1855522
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14216
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49024
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30000
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67426
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14700
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691784
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14523
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26472
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3608583
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248480
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159014
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27550
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 E TRADE GROUP INC                  COM            269246104     8213   871894 SH       DEFINED 03
871894
 E Z EM INC                         CL A           269305207      122    10200 SH       DEFINED 03
10200
 EARTHLINK INC                      COM            270321102      112    11045 SH       DEFINED 03
11045
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77025
 EASTMAN CHEM CO                    COM            277432100    18624   381727 SH       DEFINED 03
381727
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817417
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1339859
 EATON CORP                         COM            278058102    17029   210290 SH       DEFINED 03            210290

 EATON VANCE CORP                   COM NON VTG    278265103     1307    32725 SH       DEFINED 03
32725
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30100
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2469
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41100
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10420
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13200
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191292
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 EDISON INTL                        COM            281020107     8122   484870 SH       DEFINED 03
484870
 EDISON SCHOOLS INC                 CL A           281033100      156    11200 SH       DEFINED 03
11200
 EDUCATION MGMT CORP                COM            28139T101     4777   113278 SH       DEFINED 03
113278
 J D EDWARDS & CO                   COM            281667105     1082    60000 SH       DEFINED 03
60000
 EDWARDS AG INC                     COM            281760108     2383    54190 SH       DEFINED 03
54190
 EDWARDS LIFESCIENCES CORP          COM            28176E108     2559    91574 SH       DEFINED 03
91574
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136520
 EL PASO CORP                       COM            28336L109    37538   852555 SH       DEFINED 03            852555

 EL PASO ELEC CO                    COM NEW        283677854     2378   151929 SH       DEFINED 03
151929
 ELANTEC SEMICONDUCTOR INC          COM            284155108     3572    83511 SH       DEFINED 03
83511
 ELCOR CORP                         COM            284443108     2021    91026 SH       DEFINED 03
91026
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80071
 ELECTROGLAS INC                    COM            285324109     1154    68297 SH       DEFINED 03
68297
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342220
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1260479
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 EMBOTELLADORA ANDINA S A           SPON ADR A     29081P204       89    11000 SH       DEFINED 03
11000
 EMCOR GROUP INC                    COM            29084Q100     2533    43669 SH       DEFINED 03
43669
 EMERSON ELEC CO                    COM            291011104    55779   971928 SH       DEFINED 03
971928
 EMMIS COMMUNICATIONS CORP          CL A           291525103      946    35368 SH       DEFINED 03
35368
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28400
 EMULEX CORP                        COM NEW        292475209     4031   122400 SH       DEFINED 03
122400
 ENCOMPASS SVCS CORP                COM            29255U104       29    16492 SH       DEFINED 03
16492
 ENERGEN CORP                       COM            29265N108     3033   114667 SH       DEFINED 03            114667

 ENERGY EAST CORP                   COM            29266M109     2554   117441 SH       DEFINED 03
117441
 ENERGIZER HLDGS INC                COM            29266R108     7320   308210 SH       DEFINED 03
308210
 ENERSIS S A                        SPONSORED ADR  29274F104      158    17463 SH       DEFINED 03
17463
 ENGAGE INC                         COM            292827102        4    17100 SH       DEFINED 03
17100
 ENGELHARD CORP                     COM            292845104    21642   697441 SH       DEFINED 03
697441
 ENGINEERED SUPPORT SYS INC         COM            292866100      236     5100 SH       DEFINED 03
5100
 ENESCO GROUP INC                   COM            292973104      248    35898 SH       DEFINED 03
35898
 ENNIS BUSINESS FORMS INC           COM            293389102      183    14987 SH       DEFINED 03             14987

 ENTERASYS NETWORKS INC             COM            293637104      770   182051 SH       DEFINED 03
182051
 ENTERCOM COMMUNICATIONS CORP       CL A           293639100      836    15230 SH       DEFINED 03
15230
 ENTERGY CORP NEW                   COM            29364G103    36642   844094 SH       DEFINED 03
844094
 ENTERPRISE PRODS PARTNERS L        COM            293792107      222     4600 SH       DEFINED 03
4600
 ENTRUST INC                        COM            293848107       99    19400 SH       DEFINED 03
19400
 ENZON INC                          COM            293904108      868    19600 SH       DEFINED 03
19600
 ENZO BIOCHEM INC                   COM            294100102     2055   101411 SH       DEFINED 03
101411
 EPRESENCE INC                      COM            294348107      273    64425 SH       DEFINED 03             64425

 EQUIFAX INC                        COM            294429105     6302   210783 SH       DEFINED 03
210783
 EQUINIX INC                        COM            29444U106       19    15400 SH       DEFINED 03
15400
 EQUITABLE RES INC                  COM            294549100     1301    37373 SH       DEFINED 03
37373
 EQUITY INNS INC                    COM            294703103      301    37600 SH       DEFINED 03
37600
 EQUITY OFFICE PROPERTIES TRU       COM            294741103    21815   727412 SH       DEFINED 03
727412
 EQUITY RESIDENTIAL PPTYS TR        SH BEN INT     29476L107    10773   374846 SH       DEFINED 03
374846
 ERICSSON L M TEL CO                ADR CL B SEK10 294821400    11443  2737520 SH       DEFINED 09
2737520
 ERIE INDTY CO                      CL A           29530P102      305     7500 SH       DEFINED 03              7500

 ESCO TECHNOLOGIES INC              COM            296315104      249     6400 SH       DEFINED 03
6400
 ESSEX PPTY TR INC                  COM            297178105      339     6500 SH       DEFINED 03
6500
 ESTERLINE TECHNOLOGIES CORP        COM            297425100     1713    83981 SH       DEFINED 03
83981
 ETHAN ALLEN INTERIORS INC          COM            297602104     4648   122123 SH       DEFINED 03
122123
 ETHYL CORP                         COM            297659104       25    21800 SH       DEFINED 03
21800
 EVERGREEN RES INC                  COM NO PAR     299900308     3567    85540 SH       DEFINED 03
85540
 EXAR CORP                          COM            300645108     2344   114116 SH       DEFINED 03
114116
 EXCELON CORP                       COM            300691102       15    10029 SH       DEFINED 03             10029

 EXELON CORP                        COM            30161N101    38342   723840 SH       DEFINED 03
723840
 EXELIXIS INC                       COM            30161Q104      159    11500 SH       DEFINED 03
11500
 EXPEDIA INC                        CL A           302125109      405     5800 SH       DEFINED 03
5800
 EXPEDITORS INTL WASH INC           COM            302130109     1822    29866 SH       DEFINED 03
29866
 EXPRESS SCRIPTS INC                COM            302182100     9102   158045 SH       DEFINED 03
158045
 EXTENDED STAY AMER INC             COM            30224P101      541    31103 SH       DEFINED 03
31103
 EXTREME NETWORKS INC               COM            30226D106     1189   114300 SH       DEFINED 03
114300
 EXULT INC DEL                      COM            302284104      123    11300 SH       DEFINED 03             11300

 EXXON MOBIL CORP                   COM            30231G102   558359 12739195 SH       DEFINED 03
12739195
 EXXON MOBIL CORP                   COM            30231G102    30722   700944 SH       DEFINED 09
700944
 FEI CO                             COM            30241L109      504    14187 SH       DEFINED 03
14187
 FLIR SYS INC                       COM            302445101      621    13000 SH       DEFINED 03
13000
 F M C CORP                         COM NEW        302491303     2514    59970 SH       DEFINED 03
59970
 FMC TECHNOLOGIES INC               COM            30249U101      814    40838 SH       DEFINED 03
40838
 FNB CORP PA                        COM            302520101      413    14107 SH       DEFINED 03
14107
 FPL GROUP INC                      COM            302571104    15591   261808 SH       DEFINED 03            261808

 FACTORY 2-U INC                    COM            303072102      462    35834 SH       DEFINED 03
35834
 FACTSET RESH SYS INC               COM            303075105     4287   106242 SH       DEFINED 03
106242
 FAIR ISAAC & CO INC                COM            303250104     4274    67430 SH       DEFINED 03
67430
 FAIRCHILD SEMICONDUCTOR INTL       CL A           303726103     1530    53489 SH       DEFINED 03
53489
 FAIRCHILD SEMICONDUCTOR INTL       CL A           303726103      150     5257 SH       DEFINED 09
5257
 FAMILY DLR STORES INC              COM            307000109     7625   227553 SH       DEFINED 03
227553
 FAMILY DLR STORES INC              COM            307000109     1605    47882 SH       DEFINED 09
47882
 FASTENAL CO                        COM            311900104     1220    16195 SH       DEFINED 03             16195

 FEDERAL HOME LN MTG CORP           COM            313400301   102650  1619854 SH       DEFINED 03
1619854
 FEDERAL MOGUL CORP                 COM            313549107       16    19900 SH       DEFINED 03
19900
 FEDERAL NATL MTG ASSN              COM            313586109   161243  2018569 SH       DEFINED 03
2018569
 FEDERAL REALTY INVT TR             SH BEN INT NEW 313747206      305    11900 SH       DEFINED 03
11900
 FEDERAL SIGNAL CORP                COM            313855108      547    23059 SH       DEFINED 03
23059
 FEDERATED DEPT STORES INC DE       COM            31410H101    38187   934802 SH       DEFINED 03
934802
 FEDERATED INVS INC PA              CL B           314211103     1307    40400 SH       DEFINED 03
40400
 FEDEX CORP                         COM            31428X106    29601   509491 SH       DEFINED 03            509491

 FELCOR LODGING TR INC              COM            31430F101      788    37090 SH       DEFINED 03
37090
 FERRO CORP                         COM            315405100     1033    35877 SH       DEFINED 03
35877
 FIDELITY NATL FINL INC             COM            316326107    10229   387906 SH       DEFINED 03
387906
 FIFTH THIRD BANCORP                COM            316773100    56811   841894 SH       DEFINED 03
841894
 FILENET CORP                       COM            316869106     2306   134910 SH       DEFINED 03
134910
 FINANCIAL FED CORP                 COM            317492106     1634    49805 SH       DEFINED 03
49805
 FINISAR                            COM            31787A101      136    17700 SH       DEFINED 03
17700
 FIRST AMERN CORP CALIF             COM            318522307     5317   249866 SH       DEFINED 03            249866

 FIRST BANCORP P R                  COM            318672102     2225    76989 SH       DEFINED 03
76989
 FIRST CHARTER CORP                 COM            319439105      217    11600 SH       DEFINED 03
11600
 FIRST CTZNS BANCSHARES INC N       CL A           31946M103      268     2600 SH       DEFINED 03
2600
 FIRST COMWLTH FINL CORP PA         COM            319829107      293    22100 SH       DEFINED 03
22100
 FIRST DATA CORP                    COM            319963104    84779   971681 SH       DEFINED 03
971681
 FIRST FINL BANCORP OH              COM            320209109      176    11220 SH       DEFINED 03
11220
 FIRST FINL BANKSHARES              COM            32020R109      230     6925 SH       DEFINED 03
6925
 FIRST INDUSTRIAL REALTY TRUS       COM            32054K103      839    24500 SH       DEFINED 03             24500

 FIRST MIDWEST BANCORP DEL          COM            320867104     4702   161899 SH       DEFINED 03
161899
 FIRST HEALTH GROUP CORP            COM            320960107     2585   107147 SH       DEFINED 03
107147
 FIRST NIAGARA FINL GROUP INC       COM            33582U100      281    16100 SH       DEFINED 03
16100
 FIRST REP BK SAN FRANCISCO         COM            336158100     1072    37748 SH       DEFINED 03
37748
 FIRST SENTINEL BANCORP INC         COM            33640T103      165    12600 SH       DEFINED 03
12600
 FIRST TENN NATL CORP               COM            337162101     5191   148106 SH       DEFINED 03
148106
 FIRST VA BANKS INC                 COM            337477103     1693    31577 SH       DEFINED 03
31577
 FISERV INC                         COM            337738108    12252   266401 SH       DEFINED 03            266401

 FIRSTFED FINL CORP                 COM            337907109     1632    62419 SH       DEFINED 03
62419
 FIRSTMERIT CORP                    COM            337915102     1535    53311 SH       DEFINED 03
53311
 FLAGSTAR BANCORP INC               COM            337930101      221     9500 SH       DEFINED 03
9500
 FIRSTENERGY CORP                   COM            337932107    36624  1059099 SH       DEFINED 03
1059099
 FISHER SCIENTIFIC INTL INC         COM NEW        338032204      427    15200 SH       DEFINED 03
15200
 FLEETBOSTON FINL CORP              COM            339030108   112346  3209893 SH       DEFINED 03
3209893
 FLEETWOOD ENTERPRISES INC          COM            339099103     1150   106495 SH       DEFINED 03
106495
 FLEMING COS INC                    COM            339130106     3107   138684 SH       DEFINED 03            138684

 FLORIDA EAST COAST INDS            CL A           340632108      388    13700 SH       DEFINED 03
13700
 FLORIDA ROCK INDS INC              COM            341140101     3324    83426 SH       DEFINED 03
83426
 FLUOR CORP NEW                     COM            343412102    16377   401499 SH       DEFINED 03
401499
 FLOW INTL CORP                     COM            343468104      394    40276 SH       DEFINED 03
40276
 FLOWERS FOODS INC                  COM            343498101      439    17235 SH       DEFINED 03
17235
 FLOWSERVE CORP                     COM            34354P105      792    24736 SH       DEFINED 03
24736
 FOOT LOCKER INC                    COM            344849104      296    18300 SH       DEFINED 03
18300
 FOOTSTAR INC                       COM            344912100     1845    60520 SH       DEFINED 03             60520

 FORD MTR CO DEL                    COM PAR $0.01  345370860    53856  3266008 SH       DEFINED 03
3266008
 FOREST CITY ENTERPRISES INC        CL A           345550107      439    11550 SH       DEFINED 03
11550
 FOREST LABS INC                    COM            345838106    21471   262801 SH       DEFINED 03
262801
 FOREST OIL CORP                    COM PAR $0.01  346091705      582    19655 SH       DEFINED 03
19655
 FORGENT NETWORKS INC               COM            34629U103       63    21726 SH       DEFINED 03
21726
 FORTUNE BRANDS INC                 COM            349631101    11501   232954 SH       DEFINED 03
232954
 FORWARD AIR CORP                   COM            349853101     1885    59547 SH       DEFINED 03
59547
 FOSSIL INC                         COM            349882100     2630    98928 SH       DEFINED 03             98928

 FOUNDRY NETWORKS INC               COM            35063R100       83    11600 SH       DEFINED 03
11600
 4 KIDS ENTMT INC                   COM            350865101      666    33420 SH       DEFINED 03
33420
 FOX ENTMT GROUP INC                CL A           35138T107      766    32400 SH       DEFINED 03
32400
 FRANKLIN COVEY CO                  COM            353469109      145    56561 SH       DEFINED 03
56561
 FRANKLIN RES INC                   COM            354613101    15615   372504 SH       DEFINED 03
372504
 FRANKLIN RES INC                   COM            354613101       35      844 SH       DEFINED 09
844
 FREDS INC                          CL A           356108100     2708    75225 SH       DEFINED 03
75225
 FREEMARKETS INC                    COM            356602102      983    42800 SH       DEFINED 03             42800

 FREEPORT-MCMORAN COPPER & GO       CL B           35671D857     3632   206142 SH       DEFINED 03
206142
 FREMONT GEN CORP                   COM            357288109     1255   205819 SH       DEFINED 03
205819
 FRIEDMAN INDS INC                  COM            358435105       61    22902 SH       DEFINED 03
22902
 FRONTIER AIRLINES INC NEW          COM            359065109     1463    79878 SH       DEFINED 03
79878
 FRONTIER FINL CORP WASH            COM            35907K105      215     8100 SH       DEFINED 03
8100
 FRONTIER OIL CORP                  COM            35914P105     1181    55000 SH       DEFINED 03
55000
 FRONTLINE CAP GROUP                COM            35921N101        0    15400 SH       DEFINED 03
15400
 FUELCELL ENERGY INC                COM            35952H106      303    19200 SH       DEFINED 03             19200

 FULLER H B CO                      COM            359694106      809    27019 SH       DEFINED 03
27019
 FURNITURE BRANDS INTL INC          COM            360921100     1804    49498 SH       DEFINED 03
49498
 G & K SVCS INC                     CL A           361268105     3040    81590 SH       DEFINED 03
81590
 GATX CORP                          COM            361448103      547    17189 SH       DEFINED 03
17189
 GBC BANCORP CALIF                  COM            361475106     1372    41012 SH       DEFINED 03
41012
 GABLES RESIDENTIAL TR              SH BEN INT     362418105      239     7700 SH       DEFINED 03
7700
 GALLAGHER ARTHUR J & CO            COM            363576109     2423    73949 SH       DEFINED 03
73949
 GANNETT INC                        COM            364730101    46674   613329 SH       DEFINED 03            613329

 GAP INC DEL                        COM            364760108    18744  1246296 SH       DEFINED 03
1246296
 GAP INC DEL                        COM            364760108      174    11566 SH       DEFINED 09
11566
 GARDNER DENVER INC                 COM            365558105     1068    43583 SH       DEFINED 03
43583
 GARTNER INC                        COM            366651107      205    15900 SH       DEFINED 03
15900
 GARTNER INC                        CL B           366651206      708    54480 SH       DEFINED 03
54480
 GATEWAY INC                        COM            367626108     2964   468986 SH       DEFINED 03
468986
 GATEWAY INC                        COM            367626108      130    20529 SH       DEFINED 09
20529
 GAYLORD ENTMT CO NEW               COM            367905106      215     8073 SH       DEFINED 03              8073

 GEMSTAR-TV GUIDE INTL INC          COM            36866W106      673    45500 SH       DEFINED 03
45500
 GENCORP INC                        COM            368682100     2277   144862 SH       DEFINED 03
144862
 GENE LOGIC INC                     COM            368689105      290    14900 SH       DEFINED 03
14900
 GENENTECH INC                      COM NEW        368710406     3094    61336 SH       DEFINED 03
61336
 GENERAL CABLE CORP DEL NEW         COM            369300108      148    10350 SH       DEFINED 03
10350
 GENERAL COMMUNICATION INC          CL A           369385109     1432   164607 SH       DEFINED 03
164607
 GENERAL DYNAMICS CORP              COM            369550108    63594   676894 SH       DEFINED 03
676894
 GENERAL DYNAMICS CORP              COM            369550108     2621    27901 SH       DEFINED 09             27901

 GENERAL ELEC CO                    COM            369604103   687773 18365088 SH       DEFINED 03
18365088
 GENERAL GROWTH PPTYS INC           COM            370021107      230     5200 SH       DEFINED 03
5200
 GENERAL MLS INC                    COM            370334104    25090   513608 SH       DEFINED 03
513608
 GENERAL MLS INC                    COM            370334104      741    15179 SH       DEFINED 09
15179
 GENERAL MTRS CORP                  COM            370442105    85811  1419535 SH       DEFINED 03
1419535
 GENERAL MTRS CORP                  COM            370442105    27065   447733 SH       DEFINED 09
447733
 GENERAL MTRS CORP                  CL H NEW       370442832     5114   310854 SH       DEFINED 03
310854
 GENESCO INC                        COM            371532102     1872    67904 SH       DEFINED 03             67904

 GENTEX CORP                        COM            371901109      802    27075 SH       DEFINED 03
27075
 GENTA INC                          COM NEW        37245M207      245    14600 SH       DEFINED 03
14600
 GENUINE PARTS CO                   COM            372460105     9312   253263 SH       DEFINED 03
253263
 GENUITY INC                        CL A           37248E103       38    43400 SH       DEFINED 03
43400
 GENZYME CORP                       COM GENL DIV   372917104    13003   297754 SH       DEFINED 03
297754
 GEORGIA GULF CORP                  COM PAR $0.01  373200203     2395    89181 SH       DEFINED 03
89181
 GEORGIA PAC CORP                   COM            373298108    37425  1249581 SH       DEFINED 03
1249581
 GERBER SCIENTIFIC INC              COM            373730100      534    72704 SH       DEFINED 03             72704

 GETTY IMAGES INC                   COM            374276103      306    10200 SH       DEFINED 03
10200
 GILEAD SCIENCES INC                COM            375558103     3428    95244 SH       DEFINED 03
95244
 GILLETTE CO                        COM            375766102    54147  1592089 SH       DEFINED 03
1592089
 GLATFELTER                         COM            377316104      493    27483 SH       DEFINED 03
27483
 GLENBOROUGH RLTY TR INC            COM            37803P105      280    13000 SH       DEFINED 03
13000
 GLOBAL INDS LTD                    COM            379336100      204    21900 SH       DEFINED 03
21900
 GLOBAL PMTS INC                    COM            37940X102     4284   116895 SH       DEFINED 03
116895
 GLOBESPANVIRATA INC                COM            37957V106     2319   155396 SH       DEFINED 03            155396

 GOAMERICA INC                      COM            38020R106       15    11100 SH       DEFINED 03
11100
 GOLDEN ENTERPRISES INC             COM            381010107      113    29154 SH       DEFINED 03
29154
 GOLDEN ST BANCORP INC              COM            381197102     7179   241815 SH       DEFINED 03
241815
 GOLDEN WEST FINL CORP DEL          COM            381317106    53793   847129 SH       DEFINED 03
847129
 GOLDMAN SACHS GROUP INC            COM            38141G104     7011    77680 SH       DEFINED 03
77680
 GOOD GUYS INC                      COM            382091106       30    11000 SH       DEFINED 03
11000
 GOODRICH CORP                      COM            382388106    30892   976363 SH       DEFINED 03
976363
 GOODYEAR TIRE & RUBR CO            COM            382550101     5892   230426 SH       DEFINED 03            230426

 GOODYS FAMILY CLOTHING INC         COM            382588101      670    85396 SH       DEFINED 03
85396
 GRACO INC                          COM            384109104     4063    99467 SH       DEFINED 03
99467
 GRAINGER W W INC                   COM            384802104     7541   134112 SH       DEFINED 03
134112
 GRANITE CONSTR INC                 COM            387328107     1030    41852 SH       DEFINED 03
41852
 GRANT PRIDECO INC                  COM            38821G101      478    34916 SH       DEFINED 03
34916
 GRAPHIC PACKAGING INTL CORP        COM            388690109       72    11300 SH       DEFINED 03
11300
 GREAT ATLANTIC & PAC TEA INC       COM            390064103     3586   128616 SH       DEFINED 03
128616
 GREAT LAKES CHEM CORP              COM            390568103     2177    77265 SH       DEFINED 03             77265

 GREAT PLAINS ENERGY INC            COM            391164100      702    28131 SH       DEFINED 03
28131
 GREATER BAY BANCORP                COM            391648102      818    23961 SH       DEFINED 03
23961
 GREEN MOUNTAIN PWR CORP            COM            393154109      278    15206 SH       DEFINED 03
15206
 GREENPOINT FINL CORP               COM            395384100    11971   273935 SH       DEFINED 03
273935
 GREY GLOBAL GROUP INC              COM            39787M108      272      400 SH       DEFINED 03
400
 GREY WOLF INC                      COM            397888108      263    66300 SH       DEFINED 03
66300
 GRIFFON CORP                       COM            398433102     1642    98059 SH       DEFINED 03
98059
 GROUP 1 AUTOMOTIVE INC             COM            398905109     3429    87818 SH       DEFINED 03             87818

 GTECH HLDGS CORP                   COM            400518106     8006   164224 SH       DEFINED 03
164224
 GUIDANT CORP                       COM            401698105    49476  1142110 SH       DEFINED 03
1142110
 GYMBOREE CORP                      COM            403777105     1173    79525 SH       DEFINED 03
79525
 HCA INC                            COM            404119109    50590  1147691 SH       DEFINED 03
1147691
 HCC INS HLDGS INC                  COM            404132102      501    17911 SH       DEFINED 03
17911
 HNC SOFTWARE INC                   COM            40425P107     1788   106452 SH       DEFINED 03
106452
 HRPT PPTYS TR                      COM SH BEN INT 40426W101      353    39200 SH       DEFINED 03
39200
 H POWER CORP                       COM            40427A108       26    10100 SH       DEFINED 03             10100

 HAEMONETICS CORP                   COM            405024100     2498    78689 SH       DEFINED 03
78689
 HAGGAR CORP                        COM            405173105      206    16727 SH       DEFINED 03
16727
 HAIN CELESTIAL GROUP INC           COM            405217100     2216    99592 SH       DEFINED 03
99592
 HALL KINION ASSOCIATES INC         COM            406069104      362    43641 SH       DEFINED 03
43641
 HALLIBURTON CO                     COM            406216101    10604   621225 SH       DEFINED 03
621225
 HALLIBURTON CO                     COM            406216101      600    35143 SH       DEFINED 09
35143
 HANCOCK FABRICS INC                COM            409900107      992    54977 SH       DEFINED 03
54977
 HANCOCK HLDG CO                    COM            410120109      227     4230 SH       DEFINED 03              4230

 HANCOCK JOHN FINL SVCS INC         COM            41014S106    23621   618501 SH       DEFINED 03
618501
 HANDLEMAN CO DEL                   COM            410252100      126    12300 SH       DEFINED 03
12300
 HANDSPRING INC                     COM            410293104       59    12600 SH       DEFINED 03
12600
 HANOVER COMPRESSOR CO              COM            410768105      343    19039 SH       DEFINED 03
19039
 HANSEN NAT CORP                    COM            411310105      105    24800 SH       DEFINED 03
24800
 HARBOR FLA BANCSHARES INC          COM            411901101      224    11700 SH       DEFINED 03
11700
 HARLAND JOHN H CO                  COM            412693103     3185   109557 SH       DEFINED 03
109557
 HARLEY DAVIDSON INC                COM            412822108    52090   944858 SH       DEFINED 03            944858

 HARLEY DAVIDSON INC                COM            412822108     2453    44487 SH       DEFINED 09
44487
 HARLEYSVILLE GROUP INC             COM            412824104      306    11600 SH       DEFINED 03
11600
 HARMAN INTL INDS INC               COM            413086109     4944   100188 SH       DEFINED 03
100188
 HARMONIC INC                       COM            413160102     3084   265871 SH       DEFINED 03
265871
 HARRAHS ENTMT INC                  COM            413619107    26252   593130 SH       DEFINED 03
593130
 HARRIS CORP DEL                    COM            413875105     3294    91733 SH       DEFINED 03
91733
 HARSCO CORP                        COM            415864107     1931    49329 SH       DEFINED 03
49329
 HARTE-HANKS INC                    COM            416196103     2523    79753 SH       DEFINED 03             79753

 HARTFORD FINL SVCS GROUP INC       COM            416515104    44339   650895 SH       DEFINED 03
650895
 HARTMARX CORP                      COM            417119104       22    10250 SH       DEFINED 03
10250
 HASBRO INC                         COM            418056107    14017   886048 SH       DEFINED 03
886048
 HAWAIIAN ELEC INDUSTRIES           COM            419870100     1779    40420 SH       DEFINED 03
40420
 HEALTH CARE PPTY INVS INC          COM            421915109      219     5400 SH       DEFINED 03
5400
 HEALTHSOUTH CORP                   COM            421924101    22441  1563823 SH       DEFINED 03
1563823
 HEALTH MGMT ASSOC INC NEW          CL A           421933102     7383   356169 SH       DEFINED 03
356169
 HEALTHCARE RLTY TR                 COM            421946104      404    13300 SH       DEFINED 03             13300

 HEALTH CARE REIT INC               COM            42217K106      276     9900 SH       DEFINED 03
9900
 HEALTH MGMT SYS INC                COM            42219M100       61    12200 SH       DEFINED 03
12200
 HEALTH NET INC                     COM            42222G108     4589   167223 SH       DEFINED 03
167223
 HEARST-ARGYLE TELEVISION INC       COM            422317107      247     9969 SH       DEFINED 03
9969
 HEARTLAND EXPRESS INC              COM            422347104     2874   143974 SH       DEFINED 03
143974
 HECLA MNG CO                       COM            422704106       27    14100 SH       DEFINED 03
14100
 HEIDRICK & STRUGGLES INTL IN       COM            422819102     1220    58633 SH       DEFINED 03
58633
 HEINZ H J CO                       COM            423074103    21226   511468 SH       DEFINED 03            511468

 HELIX TECHNOLOGY CORP              COM            423319102     1784    70475 SH       DEFINED 03
70475
 HELMERICH & PAYNE INC              COM            423452101     1177    29356 SH       DEFINED 03
29356
 HENRY JACK & ASSOC INC             COM            426281101      598    26942 SH       DEFINED 03
26942
 HERBALIFE INTL INC                 CL A           426908208      152    10433 SH       DEFINED 03
10433
 HERCULES INC                       COM            427056106     8630   648419 SH       DEFINED 03
648419
 HERSHEY FOODS CORP                 COM            427866108    13951   203540 SH       DEFINED 03
203540
 HEWLETT PACKARD CO                 COM            428236103    96943  5403716 SH       DEFINED 03
5403716
 HEWLETT PACKARD CO                 COM            428236103      120     6680 SH       DEFINED 09              6680

 HEXCEL CORP NEW                    COM            428291108       49    12200 SH       DEFINED 03
12200
 HIBERNIA CORP                      CL A           428656102     2954   154666 SH       DEFINED 03
154666
 HIGH YIELD INCOME FD INC           COM            429904105       59    11000 SH       DEFINED 00
11000
 HIGHWOODS PPTYS INC                COM            431284108      632    22500 SH       DEFINED 03
22500
 HILB ROGAL & HAMILTON CO           COM            431294107     3870   124025 SH       DEFINED 03
124025
 HILLENBRAND INDS INC               COM            431573104     6831   110845 SH       DEFINED 03
110845
 HILTON HOTELS CORP                 COM            432848109     7409   518081 SH       DEFINED 03
518081
 HISPANIC BROADCASTING CORP         CL A           43357B104     2035    69884 SH       DEFINED 03             69884

 HOLLYWOOD ENTMT CORP               COM            436141105     1996   118800 SH       DEFINED 03
118800
 HOLOGIC INC                        COM            436440101      754    48783 SH       DEFINED 03
48783
 HOME DEPOT INC                     COM            437076102   230807  4748130 SH       DEFINED 03
4748130
 HOME DEPOT INC                     COM            437076102      149     3067 SH       DEFINED 09
3067
 HOME PPTYS N Y INC                 COM            437306103      276     8000 SH       DEFINED 03
8000
 HOMESTORE COM INC                  COM            437852106       27    10100 SH       DEFINED 03
10100
 HON INDS INC                       COM            438092108     1673    58874 SH       DEFINED 03
58874
 HONEYWELL INTL INC                 COM            438516106    82350  2151814 SH       DEFINED 03           2151814

 HONEYWELL INTL INC                 COM            438516106    26235   685527 SH       DEFINED 09
685527
 HOOPER HOLMES INC                  COM            439104100     2045   194992 SH       DEFINED 03
194992
 HORACE MANN EDUCATORS CORP N       COM            440327104      850    37745 SH       DEFINED 03
37745
 HORMEL FOODS CORP                  COM            440452100     1585    57960 SH       DEFINED 03
57960
 HOSPITALITY PPTYS TR               COM SH BEN INT 44106M102     1038    30245 SH       DEFINED 03
30245
 HOST MARRIOTT CORP NEW             COM            44107P104      344    28800 SH       DEFINED 03
28800
 HOT TOPIC INC                      COM            441339108     1947    93174 SH       DEFINED 03
93174
 HOUSEHOLD INTL INC                 COM            441815107    53379   939774 SH       DEFINED 03            939774

 HOUSTON EXPL CO                    COM            442120101      322    10400 SH       DEFINED 03
10400
 HUBBELL INC                        CL B           443510201     1720    52273 SH       DEFINED 03
52273
 HUDSON CITY BANCORP                COM            443683107      364    11200 SH       DEFINED 03
11200
 HUDSON UNITED BANCORP              COM            444165104     4991   156908 SH       DEFINED 03
156908
 HUFFY CORP                         COM            444356109      187    27498 SH       DEFINED 03
27498
 HUGHES SUPPLY INC                  COM            444482103     2765    70982 SH       DEFINED 03
70982
 HUGOTON RTY TR TEX                 UNIT BEN INT   444717102      161    13400 SH       DEFINED 03
13400
 HUMANA INC                         COM            444859102    17595  1300479 SH       DEFINED 03           1300479

 HUMAN GENOME SCIENCES INC          COM            444903108      264    12100 SH       DEFINED 03
12100
 HUNT J B TRANS SVCS INC            COM            445658107     1043    36679 SH       DEFINED 03
36679
 HUNTINGTON BANCSHARES INC          COM            446150104     7245   367766 SH       DEFINED 03
367766
 HUTCHINSON TECHNOLOGY INC          COM            448407106     1822    84461 SH       DEFINED 03
84461
 ICN PHARMACEUTICALS INC NEW        COM            448924100      908    28593 SH       DEFINED 03
28593
 IDT CORP                           COM            448947101      246    12200 SH       DEFINED 03
12200
 HYPERION SOLUTIONS CORP            COM            44914M104     2992   110784 SH       DEFINED 03
110784
 HYSEQ INC                          COM            449163302       66    12400 SH       DEFINED 03             12400

 ICOS CORP                          COM            449295104      258     5600 SH       DEFINED 03
5600
 IDEC PHARMACEUTICALS CORP          COM            449370105     7611   118370 SH       DEFINED 03
118370
 IHOP CORP                          COM            449623107     2615    77583 SH       DEFINED 03
77583
 IMC GLOBAL INC                     COM            449669100     1246    84499 SH       DEFINED 03
84499
 IMCO RECYCLING INC                 COM            449681105      345    38719 SH       DEFINED 03
38719
 IMS HEALTH INC                     COM            449934108     9718   432869 SH       DEFINED 03
432869
 IRT PPTY CO                        COM            450058102      245    21200 SH       DEFINED 03
21200
 ISTAR FINL INC                     COM            45031U101      815    28185 SH       DEFINED 03             28185

 ITT EDUCATIONAL SERVICES INC       COM            45068B109     5303   117847 SH       DEFINED 03
117847
 IXIA                               COM            45071R109      205    24100 SH       DEFINED 03
24100
 ITT INDS INC IND                   COM            450911102    10130   160685 SH       DEFINED 03
160685
 IDACORP INC                        COM            451107106     1785    44086 SH       DEFINED 03
44086
 IDEX CORP                          COM            45167R104     3385    91492 SH       DEFINED 03
91492
 IDEXX LABS INC                     COM            45168D104     2677    99742 SH       DEFINED 03
99742
 IKON OFFICE SOLUTIONS INC          COM            451713101      480    40916 SH       DEFINED 03
40916
 ILLINOIS TOOL WKS INC              COM            452308109    38851   536989 SH       DEFINED 03            536989

 IMATION CORP                       COM            45245A107     1043    39328 SH       DEFINED 03
39328
 IMMUNEX CORP NEW                   COM            452528102    51183  1691445 SH       DEFINED 03
1691445
 IMMUNOGEN INC                      COM            45253H101      148    13400 SH       DEFINED 03
13400
 IMPATH INC                         COM            45255G101     2031    49490 SH       DEFINED 03
49490
 IMPAX LABORATORIES INC             COM            45256B101      123    17700 SH       DEFINED 03
17700
 IMMUNOMEDICS INC                   COM            452907108      315    16600 SH       DEFINED 03
16600
 INAMED CORP                        COM            453235103     3023    91876 SH       DEFINED 03
91876
 INCO LTD                           COM            453258402    13822   706263 SH       DEFINED 03            706263

 INCYTE GENOMICS INC                COM            45337C102      388    32617 SH       DEFINED 03
32617
 INDEPENDENCE CMNTY BK CORP         COM            453414104     1310    46577 SH       DEFINED 03
46577
 INDYMAC BANCORP INC                COM            456607100     6296   254915 SH       DEFINED 03
254915
 INFOCUS CORP                       COM            45665B106      360    19752 SH       DEFINED 03
19752
 INFONET SVCS CORP                  CL B           45666T106      204    92200 SH       DEFINED 03
92200
 INFORMATION HLDGS INC              COM            456727106     1879    65247 SH       DEFINED 03
65247
 INFOSPACE INC                      COM            45678T102      147    96696 SH       DEFINED 03
96696
 INFOUSA INC NEW                    COM            456818301      195    25600 SH       DEFINED 03             25600

 INFORMATION RES INC                COM            456905108      881    95872 SH       DEFINED 03
95872
 INGRAM MICRO INC                   CL A           457153104     2335   141117 SH       DEFINED 03
141117
 INKTOMI CORP                       COM            457277101      191    55400 SH       DEFINED 03
55400
 INPUT/OUTPUT INC                   COM            457652105     1352   148543 SH       DEFINED 03
148543
 INSIGHT ENTERPRISES INC            COM            45765U103     2751   121499 SH       DEFINED 03
121499
 INSITUFORM TECHNOLOGIES INC        CL A           457667103     2093    82839 SH       DEFINED 03
82839
 INNKEEPERS USA TR                  COM            4576J0104      158    13900 SH       DEFINED 03
13900
 INSTINET GROUP INC                 COM            457750107      204    31400 SH       DEFINED 03             31400

 INSURANCE AUTO AUCTIONS INC        COM            457875102      576    34427 SH       DEFINED 03
34427
 INTEGRATED DEVICE TECHNOLOGY       COM            458118106     1376    41409 SH       DEFINED 03
41409
 INTEGRATED CIRCUIT SYS INC         COM            45811K208      328    16100 SH       DEFINED 03
16100
 INTEL CORP                         COM            458140100   417327 13723337 SH       DEFINED 03
13723337
 INTEL CORP                         COM            458140100    14609   480396 SH       DEFINED 09
480396
 INTELIDATA TECHNOLOGIES CORP       COM            45814T107       40    26600 SH       DEFINED 03
26600
 INTER TEL INC                      COM            458372109     1742    94297 SH       DEFINED 03
94297
 INTERACTIVE DATA CORP              COM            45840J107     1088    62000 SH       DEFINED 03             62000

 INTERCEPT INC                      COM            45845L107      515    14200 SH       DEFINED 03
14200
 INTERFACE INC                      CL A           458665106     1073   168936 SH       DEFINED 03
168936
 INTERDIGITAL COMMUNICATIONS        COM            45866A105      232    24200 SH       DEFINED 03
24200
 INTERGRAPH CORP                    COM            458683109      322    18300 SH       DEFINED 03
18300
 INTERLAND INC                      COM            458727104       57    22100 SH       DEFINED 03
22100
 INTERMAGNETICS GEN CORP            COM            458771102     2084    76495 SH       DEFINED 03
76495
 INTERMET CORP                      COM            45881K104    17067  2431168 SH       DEFINED 03
2431168
 INTERMUNE INC                      COM            45884X103      280     9300 SH       DEFINED 03              9300

 INTERNAP NETWORK SVCS CORP         COM            45885A102       27    34800 SH       DEFINED 03
34800
 INTERNATIONAL BANCSHARES COR       COM            459044103      372     8421 SH       DEFINED 03
8421
 INTERNATIONAL BUSINESS MACHS       COM            459200101   348594  3351863 SH       DEFINED 03
3351863
 INTERNATIONAL FLAVORS&FRAGRA       COM            459506101     9556   273277 SH       DEFINED 03
273277
 INTERNATIONAL GAME TECHNOLOG       COM            459902102    17295   277522 SH       DEFINED 03
277522
 INTERNATIONAL MULTIFOODS COR       COM            460043102     2197    92447 SH       DEFINED 03
92447
 INTL PAPER CO                      COM            460146103    51024  1186333 SH       DEFINED 03
1186333
 INTL PAPER CO                      COM            460146103    54228  1260831 SH       DEFINED 09           1260831

 INTERNATIONAL RECTIFIER CORP       COM            460254105      879    19358 SH       DEFINED 03
19358
 INTERNATIONAL SPEEDWAY CORP        CL A           460335201     4239    92747 SH       DEFINED 03
92747
 INTL SPECIALTY PRODS INC NEW       COM            460337108      150    15700 SH       DEFINED 03
15700
 INTERNEURON PHARMACEUTICALS        COM            460573108      182    20800 SH       DEFINED 03
20800
 INTERNET CAP GROUP INC             COM            46059C106       31    49200 SH       DEFINED 03
49200
 INTERNET SEC SYS INC               COM            46060X107     3303   144568 SH       DEFINED 03
144568
 INTERPUBLIC GROUP COS INC          COM            460690100    18084   527528 SH       DEFINED 03
527528
 INTERSIL CORP                      CL A           46069S109     1877    66200 SH       DEFINED 03             66200

 INTERSTATE BAKERIES CORP DEL       COM            46072H108     3918   161823 SH       DEFINED 03
161823
 INTERTRUST TECHNOLOGIES CORP       COM            46113Q109       25    19800 SH       DEFINED 03
19800
 INTERVOICE-BRITE INC               COM            461142101      769   120210 SH       DEFINED 03
120210
 INTERWOVEN INC                     COM            46114T102       68    13600 SH       DEFINED 03
13600
 INTUIT                             COM            461202103    14140   368613 SH       DEFINED 03
368613
 INVACARE CORP                      COM            461203101     4079   108485 SH       DEFINED 03
108485
 INTRUSION INC                      COM            46121E106       21    12300 SH       DEFINED 03
12300
 INVESTMENT TECHNOLOGY GRP NE       COM            46145F105     2209    41876 SH       DEFINED 03             41876

 INVITROGEN CORP                    COM            46185R100      559    16300 SH       DEFINED 03
16300
 INVESTORS FINL SERVICES CORP       COM            461915100     2170    28536 SH       DEFINED 03
28536
 IOMEGA CORP                        COM NEW        462030305      528    59580 SH       DEFINED 03
59580
 IONICS INC                         COM            462218108     1914    59694 SH       DEFINED 03
59694
 IRON MTN INC PA                    COM            462846106      265     8350 SH       DEFINED 03
8350
 ISHARES TR                         S&P MIDCAP 400 464287507     7546    69900 SH       DEFINED 03
69900
 ISHARES TR                         RUSSELL 2000   464287655    13091   130775 SH       DEFINED 03
130775
 ISHARES TR                         S&P SMLCAP 600 464287804    23457   191500 SH       DEFINED 03            191500

 ISIS PHARMACEUTICALS INC           COM            464330109      228    14200 SH       DEFINED 03
14200
 ISOLYSER INC                       COM            464888106       59    20000 SH       DEFINED 03
20000
 ITRON INC                          COM            465741106     2710    91083 SH       DEFINED 03
91083
 I2 TECHNOLOGIES INC                COM            465754109      203    40060 SH       DEFINED 03
40060
 I2 TECHNOLOGIES INC                COM            465754109      180    35657 SH       DEFINED 09
35657
 IVANHOE ENERGY INC                 COM            465790103      290   149693 SH       DEFINED 03
149693
 IVAX CORP                          COM            465823102     3463   215765 SH       DEFINED 03
215765
 JDN RLTY CORP                      COM            465917102      130    10200 SH       DEFINED 03             10200

 J & J SNACK FOODS CORP             COM            466032109      982    26263 SH       DEFINED 03
26263
 JDS UNIPHASE CORP                  COM            46612J101    11392  1934179 SH       DEFINED 03
1934179
 JDS UNIPHASE CORP                  COM            46612J101       72    12237 SH       DEFINED 09
12237
 JDA SOFTWARE GROUP INC             COM            46612K108      325    10200 SH       DEFINED 03
10200
 JLG INDS INC                       COM            466210101     1840   124309 SH       DEFINED 03
124309
 J P MORGAN CHASE & CO              COM            46625H100   163150  4576435 SH       DEFINED 03
4576435
 J P MORGAN CHASE & CO              COM            46625H100    46659  1308814 SH       DEFINED 09
1308814
 JABIL CIRCUIT INC                  COM            466313103     6445   273901 SH       DEFINED 03            273901

 JACK IN THE BOX INC                COM            466367109     3861   130216 SH       DEFINED 03
130216
 JACOBS ENGR GROUP INC DEL          COM            469814107     1846    25890 SH       DEFINED 03
25890
 JAKKS PAC INC                      COM            47012E106     1709    75108 SH       DEFINED 03
75108
 JANUS HOTELS & RESORTS INC         COM NEW        47102C309      464   421930 SH       DEFINED 03
421930
 JEFFERIES GROUP INC NEW            COM            472319102     3637    75461 SH       DEFINED 03
75461
 JEFFERSON PILOT CORP               COM            475070108    30734   613700 SH       DEFINED 03
613700
 JO-ANN STORES INC                  CL A           47758P109      787    48733 SH       DEFINED 03
48733
 JOHN NUVEEN CO                     CL A           478035108      323     5850 SH       DEFINED 03              5850

 JOHNSON & JOHNSON                  COM            478160104   393503  6058550 SH       DEFINED 03
6058550
 JOHNSON CTLS INC                   COM            478366107    29965   339311 SH       DEFINED 03
339311
 JONES APPAREL GROUP INC            COM            480074103     5676   162393 SH       DEFINED 03
162393
 JONES LANG LASALLE INC             COM            48020Q107      224    10100 SH       DEFINED 03
10100
 JOURNAL REGISTER CO                COM            481138105      413    19500 SH       DEFINED 03
19500
 JUNIPER NETWORKS INC               COM            48203R104      443    35100 SH       DEFINED 03
35100
 JUNIPER NETWORKS INC               COM            48203R104       82     6513 SH       DEFINED 09
6513
 KLA-TENCOR CORP                    COM            482480100    20789   312611 SH       DEFINED 03            312611

 K MART CORP                        COM            482584109       80    49900 SH       DEFINED 03
49900
 KPMG CONSULTING INC                COM            48265R109      309    15300 SH       DEFINED 03
15300
 K-SWISS INC                        CL A           482686102     1482    35295 SH       DEFINED 03
35295
 K2 INC                             COM            482732104      371    56876 SH       DEFINED 03
56876
 KAISER ALUMINUM CORP               COM            483007100        5    13200 SH       DEFINED 03
13200
 KAMAN CORP                         CL A           483548103     1148    67711 SH       DEFINED 03
67711
 KANSAS CITY SOUTHN INDS INC        COM NEW        485170302     2724   170885 SH       DEFINED 03
170885
 KAYDON CORP                        COM            486587108      833    30847 SH       DEFINED 03             30847

 KEANE INC                          COM            486665102      731    42883 SH       DEFINED 03
42883
 KB HOME                            COM            48666K109    14267   328737 SH       DEFINED 03
328737
 KEITHLEY INSTRS INC                COM            487584104      981    44640 SH       DEFINED 03
44640
 KELLOGG CO                         COM            487836108    23179   690457 SH       DEFINED 03
690457
 KELLWOOD CO                        COM            488044108     1962    80790 SH       DEFINED 03
80790
 KELLY SVCS INC                     CL A           488152208     1239    43898 SH       DEFINED 03
43898
 KEMET CORP                         COM            488360108      811    41861 SH       DEFINED 03
41861
 KENNAMETAL INC                     COM            489170100     1159    28666 SH       DEFINED 03             28666

 KERR MCGEE CORP                    COM            492386107    26587   423030 SH       DEFINED 03
423030
 KEY ENERGY SVCS INC                COM            492914106      299    27900 SH       DEFINED 03
27900
 KEY PRODTN INC                     COM            493138101      774    40855 SH       DEFINED 03
40855
 KEYCORP NEW                        COM            493267108    34160  1281815 SH       DEFINED 03
1281815
 KEY3MEDIA GROUP INC                COM            49326R104       99    21650 SH       DEFINED 03
21650
 KEYNOTE SYS INC                    COM            493308100      122    12600 SH       DEFINED 03
12600
 KEYSPAN CORP                       COM            49337W100     7235   198830 SH       DEFINED 03
198830
 KFORCE INC                         COM            493732101       62    12100 SH       DEFINED 03             12100

 KIMBALL INTL INC                   CL B           494274103      170    10400 SH       DEFINED 03
10400
 KILROY RLTY CORP                   COM            49427F108     2316    82103 SH       DEFINED 03
82103
 KIMBERLY CLARK CORP                COM            494368103    77737  1202434 SH       DEFINED 03
1202434
 KIMCO REALTY CORP                  COM            49446R109      348    10650 SH       DEFINED 03
10650
 KINDER MORGAN INC KANS             COM            49455P101     8290   171170 SH       DEFINED 03
171170
 KING PHARMACEUTICALS INC           COM            495582108    14979   427843 SH       DEFINED 03
427843
 KIRBY CORP                         COM            497266106     2160    72240 SH       DEFINED 03
72240
 KNIGHT RIDDER INC                  COM            499040103     8881   129296 SH       DEFINED 03            129296

 KNIGHT TRADING GROUP INC           COM            499063105       84    11800 SH       DEFINED 03
11800
 KOGER EQUITY INC                   COM            500228101      179    10000 SH       DEFINED 03
10000
 KOHLS CORP                         COM            500255104    63222   888577 SH       DEFINED 03
888577
 KOPIN CORP                         COM            500600101     1823   200099 SH       DEFINED 03
200099
 KOREA TELECOM                      SPONSORED ADR  50063P103      278    11600 SH       DEFINED 03
11600
 KORN FERRY INTL                    COM NEW        500643200      222    22294 SH       DEFINED 03
22294
 KOS PHARMACEUTICALS INC            COM            500648100      203     7300 SH       DEFINED 03
7300
 KRAFT FOODS INC                    CL A           50075N104     1175    30400 SH       DEFINED 03             30400

 KRISPY KREME DOUGHNUTS INC         COM            501014104      270     6600 SH       DEFINED 03
6600
 KROGER CO                          COM            501044101    38858  1753542 SH       DEFINED 03
1753542
 KROLL INC                          COM            501049100     1029    61811 SH       DEFINED 03
61811
 KRONOS INC                         COM            501052104     3381    71970 SH       DEFINED 03
71970
 KULICKE & SOFFA INDS INC           COM            501242101     3008   144551 SH       DEFINED 03
144551
 LNR PPTY CORP                      COM            501940100      231     6600 SH       DEFINED 03
6600
 LSI LOGIC CORP                     COM            502161102     8840   519991 SH       DEFINED 03
519991
 LSI LOGIC CORP                     COM            502161102       91     5327 SH       DEFINED 09              5327

 LTX CORP                           COM            502392103      633    23289 SH       DEFINED 03
23289
 L-3 COMMUNICATIONS HLDGS INC       COM            502424104     5958    53192 SH       DEFINED 03
53192
 LA Z BOY INC                       COM            505336107     5006   182371 SH       DEFINED 03
182371
 LABOR READY INC                    COM NEW        505401208      954   122298 SH       DEFINED 03
122298
 LABONE INC NEW                     COM            50540L105      189    10950 SH       DEFINED 03
10950
 LABORATORY CORP AMER HLDGS         COM NEW        50540R409     1898    19800 SH       DEFINED 03
19800
 LABRANCHE & CO INC                 COM            505447102     3719   119773 SH       DEFINED 03
119773
 LAFARGE NORTH AMERICA INC          COM            505862102      406     9400 SH       DEFINED 03              9400

 LAM RESEARCH CORP                  COM            512807108     5093   173699 SH       DEFINED 03
173699
 LAM RESEARCH CORP                  COM            512807108      104     3530 SH       DEFINED 09
3530
 LAMAR ADVERTISING CO               CL A           512815101     2477    60986 SH       DEFINED 03
60986
 LANCASTER COLONY CORP              COM            513847103      857    23140 SH       DEFINED 03
23140
 LANCE INC                          COM            514606102     1232    86132 SH       DEFINED 03
86132
 LANDAMERICA FINL GROUP INC         COM            514936103     3454    99733 SH       DEFINED 03
99733
 LANDS END INC                      COM            515086106     1694    37743 SH       DEFINED 03
37743
 LANDRYS RESTAURANTS INC            COM            51508L103     1437    62597 SH       DEFINED 03             62597

 LANDSTAR SYS INC                   COM            515098101     2612    28149 SH       DEFINED 03
28149
 LATTICE SEMICONDUCTOR CORP         COM            518415104      571    32601 SH       DEFINED 03
32601
 LATTICE SEMICONDUCTOR CORP         COM            518415104       78     4426 SH       DEFINED 09
4426
 LAUDER ESTEE COS INC               CL A           518439104      458    13400 SH       DEFINED 03
13400
 LAUDER ESTEE COS INC               CL A           518439104      151     4407 SH       DEFINED 09
4407
 LAWSON PRODS INC                   COM            520776105      850    29484 SH       DEFINED 03
29484
 LEAP WIRELESS INTL INC             COM            521863100      128    15200 SH       DEFINED 03
15200
 LEAR CORP                          COM            521865105    13303   279482 SH       DEFINED 03            279482

 LEARNING TREE INTL INC             COM            522015106      605    25000 SH       DEFINED 03
25000
 LEE ENTERPRISES INC                COM            523768109     1343    36407 SH       DEFINED 03
36407
 LEGATO SYS INC                     COM            524651106     1192   132339 SH       DEFINED 03
132339
 LEGGETT & PLATT INC                COM            524660107     7045   284091 SH       DEFINED 03
284091
 LEGG MASON INC                     COM            524901105     2140    40322 SH       DEFINED 03
40322
 LEHMAN BROS HLDGS INC              COM            524908100    63800   987007 SH       DEFINED 03
987007
 LENNAR CORP                        COM            526057104     2965    56195 SH       DEFINED 03
56195
 LENNOX INTL INC                    COM            526107107     2551   192950 SH       DEFINED 03            192950

 LEUCADIA NATL CORP                 COM            527288104      783    21913 SH       DEFINED 03
21913
 LEVEL 3 COMMUNICATIONS INC         COM            52729N100      128    35900 SH       DEFINED 03
35900
 LEXICON GENETICS INC               COM            528872104      191    20200 SH       DEFINED 03
20200
 LEXMARK INTL NEW                   CL A           529771107    13048   228189 SH       DEFINED 03
228189
 LIBBEY INC                         COM            529898108     1824    47351 SH       DEFINED 03
47351
 LIBERATE TECHNOLOGIES              COM            530129105      171    28800 SH       DEFINED 03
28800
 LIBERTY CORP S C                   COM            530370105      206     5178 SH       DEFINED 03
5178
 LIBERTY MEDIA CORP NEW             COM SER A      530718105     8593   679790 SH       DEFINED 03            679790

 LIBERTY MEDIA CORP NEW             COM SER A      530718105      207    16404 SH       DEFINED 09
16404
 LIBERTY PPTY TR                    SH BEN INT     531172104      252     7800 SH       DEFINED 03
7800
 LIFEPOINT HOSPITALS INC            COM            53219L109     7018   189892 SH       DEFINED 03
189892
 LIGAND PHARMACEUTICALS INC         CL B           53220K207      560    28400 SH       DEFINED 03
28400
 LILLY ELI & CO                     COM            532457108   151850  1992777 SH       DEFINED 03
1992777
 LIMITED INC                        COM            532716107    12859   718385 SH       DEFINED 03
718385
 LINCARE HLDGS INC                  COM            532791100     1484    54733 SH       DEFINED 03
54733
 LINCOLN ELEC HLDGS INC             COM            533900106      383    13400 SH       DEFINED 03             13400

 LINCOLN NATL CORP IND              COM            534187109    30280   596883 SH       DEFINED 03
596883
 LINDSAY MFG CO                     COM            535555106      794    32628 SH       DEFINED 03
32628
 LINEAR TECHNOLOGY CORP             COM            535678106    20511   463843 SH       DEFINED 03
463843
 LINEAR TECHNOLOGY CORP             COM            535678106       93     2094 SH       DEFINED 09
2094
 LINENS N THINGS INC                COM            535679104     3621   118620 SH       DEFINED 03
118620
 LITTELFUSE INC                     COM            537008104      240     9700 SH       DEFINED 03
9700
 LIZ CLAIBORNE INC                  COM            539320101    14182   500059 SH       DEFINED 03
500059
 LIZ CLAIBORNE INC                  COM            539320101     1671    58918 SH       DEFINED 09             58918

 LOCKHEED MARTIN CORP               COM            539830109    63435  1101676 SH       DEFINED 03
1101676
 LOEWS CORP                         COM            540424108    47775   815553 SH       DEFINED 03
815553
 LOEWS CORP                         COM            540424108       28      478 SH       DEFINED 09
478
 LONE STAR STEAKHOUSE SALOON        COM            542307103     2019    96640 SH       DEFINED 03
96640
 LONE STAR TECHNOLOGIES INC         COM            542312103     1605    70368 SH       DEFINED 03
70368
 LONGS DRUG STORES CORP             COM            543162101      791    28394 SH       DEFINED 03
28394
 LONGVIEW FIBRE CO                  COM            543213102      526    51033 SH       DEFINED 03
51033
 LOUISIANA PAC CORP                 COM            546347105     9295   865458 SH       DEFINED 03            865458

 LOWES COS INC                      COM            548661107    89118  2049169 SH       DEFINED 03
2049169
 LUBRIZOL CORP                      COM            549271104     1929    55435 SH       DEFINED 03
55435
 LUBYS INC                          COM            549282101      450    66114 SH       DEFINED 03
66114
 LUCENT TECHNOLOGIES INC            COM            549463107    26089  5515602 SH       DEFINED 03
5515602
 LYDALL INC DEL                     COM            550819106      654    46090 SH       DEFINED 03
46090
 LYONDELL CHEMICAL CO               COM            552078107     2314   139307 SH       DEFINED 03
139307
 M & T BK CORP                      COM            55261F104     5337    66406 SH       DEFINED 03
66406
 MAF BANCORP INC                    COM            55261R108     2844    80686 SH       DEFINED 03             80686

 MAI SYSTEMS CORP                   COM            552620205        9    34800 SH       DEFINED 03
34800
 MBIA INC                           COM            55262C100    26548   485423 SH       DEFINED 03
485423
 MBNA CORP                          COM            55262L100    51864  1344662 SH       DEFINED 03
1344662
 MBNA CORP                          COM            55262L100      118     3065 SH       DEFINED 09
3065
 M D C HLDGS INC                    COM            552676108     3550    82175 SH       DEFINED 03
82175
 MDU RES GROUP INC                  COM            552690109     1797    57964 SH       DEFINED 03
57964
 MEMC ELECTR MATLS INC              COM            552715104       91    15500 SH       DEFINED 03
15500
 MGIC INVT CORP WIS                 COM            552848103    26296   384273 SH       DEFINED 03            384273

 MGI PHARMA INC                     COM            552880106     1272    92447 SH       DEFINED 03
92447
 MGM MIRAGE                         COM            552953101      566    15630 SH       DEFINED 03
15630
 MKS INSTRUMENT INC                 COM            55306N104      252     7357 SH       DEFINED 03
7357
 MPS GROUP INC                      COM            553409103      581    66418 SH       DEFINED 03
66418
 MRV COMMUNICATIONS INC             COM            553477100      112    39544 SH       DEFINED 03
39544
 MRO SOFTWARE INC                   COM            55347W105     1048    84254 SH       DEFINED 03
84254
 MSC INDL DIRECT INC                CL A           553530106      327    14300 SH       DEFINED 03
14300
 MSC SOFTWARE CORP                  COM            553531104      225     9800 SH       DEFINED 03              9800

 MACDERMID INC                      COM            554273102     1898    87639 SH       DEFINED 03
87639
 MACERICH CO                        COM            554382101      314    10400 SH       DEFINED 03
10400
 MACROVISION CORP                   COM            555904101      422    15834 SH       DEFINED 03
15834
 MACROMEDIA INC                     COM            556100105     2269   111124 SH       DEFINED 03
111124
 MAGNETEK INC                       COM            559424106      731    62518 SH       DEFINED 03
62518
 MAIL-WELL INC                      COM            560321200      102    16300 SH       DEFINED 03
16300
 MANDALAY RESORT GROUP              COM            562567107    11533   375682 SH       DEFINED 03
375682
 MANHATTAN ASSOCS INC               COM            562750109     2980    78210 SH       DEFINED 03             78210

 MANITOWOC INC                      COM            563571108     3289    83269 SH       DEFINED 03
83269
 MANOR CARE INC NEW                 COM            564055101     5953   255491 SH       DEFINED 03
255491
 MANPOWER INC                       COM            56418H100     1158    29792 SH       DEFINED 03
29792
 MANUFACTURED HOME CMNTYS INC       COM            564682102      244     7400 SH       DEFINED 03
7400
 MAPINFO CORP                       COM            565105103      413    41269 SH       DEFINED 03
41269
 MARATHON OIL CORP                  COM            565849106    34333  1192105 SH       DEFINED 03
1192105
 MARCUS CORP                        COM            566330106     1427    88497 SH       DEFINED 03
88497
 MARSH & MCLENNAN COS INC           COM            571748102    54596   484269 SH       DEFINED 03            484269

 MARSHALL & ILSLEY CORP             COM            571834100    10065   161709 SH       DEFINED 03
161709
 MARRIOTT INTL INC NEW              CL A           571903202    17114   380737 SH       DEFINED 03
380737
 MARRIOTT INTL INC NEW              CL A           571903202      968    21545 SH       DEFINED 09
21545
 MARTEK BIOSCIENCES CORP            COM            572901106      236     7500 SH       DEFINED 03
7500
 MARTIN MARIETTA MATLS INC          COM            573284106      721    17089 SH       DEFINED 03
17089
 MASCO CORP                         COM            574599106    22017   802083 SH       DEFINED 03
802083
 MASSEY ENERGY CORP                 COM            576206106     3602   213165 SH       DEFINED 03
213165
 MATERIAL SCIENCES CORP             COM            576674105      403    38594 SH       DEFINED 03             38594

 MATRIXONE INC                      COM            57685P304       89    10000 SH       DEFINED 03
10000
 MATTEL INC                         COM            577081102    16059   770592 SH       DEFINED 03
770592
 MATTHEWS INTL CORP                 CL A           577128101      248     9900 SH       DEFINED 03
9900
 MAXTOR CORP                        COM NEW        577729205      164    23600 SH       DEFINED 03
23600
 MAXIM INTEGRATED PRODS INC         COM            57772K101    26611   477662 SH       DEFINED 03
477662
 MAXIM INTEGRATED PRODS INC         COM            57772K101      116     2082 SH       DEFINED 09
2082
 MAXYGEN INC                        COM            577776107      140    11200 SH       DEFINED 03
11200
 MAY DEPT STORES CO                 COM            577778103    30510   875453 SH       DEFINED 03            875453

 MAXIMUS INC                        COM            577933104     2017    65625 SH       DEFINED 03
65625
 MAYTAG CORP                        COM            578592107    18800   424853 SH       DEFINED 03
424853
 MCAFEE COM CORP                    CL A           579062100     1015    61600 SH       DEFINED 03
61600
 MCCLATCHY CO                       CL A           579489105      289     4875 SH       DEFINED 03
4875
 MCCORMICK & CO INC                 COM NON VTG    579780206     2350    45965 SH       DEFINED 03
45965
 MCDATA CORP                        CL A           580031201     1622   136632 SH       DEFINED 03
136632
 MCDERMOTT INTL INC                 COM            580037109    14264   917275 SH       DEFINED 03
917275
 MCDONALDS CORP                     COM            580135101    53841  1940217 SH       DEFINED 03           1940217

 MCGRAW HILL COS INC                COM            580645109    19042   279009 SH       DEFINED 03
279009
 MCKESSON CORP                      COM            58155Q103    24316   649641 SH       DEFINED 03
649641
 MEADE INSTRUMENTS CORP             COM            583062104      155    43305 SH       DEFINED 03
43305
 MEADWESTVACO CORP                  COM            583334107    32184   970862 SH       DEFINED 03
970862
 MEDIA GEN INC                      CL A           584404107     2306    36321 SH       DEFINED 03
36321
 MEDIACOM COMMUNICATIONS CORP       CL A           58446K105      167    11900 SH       DEFINED 03
11900
 MEDICIS PHARMACEUTICAL CORP        CL A NEW       584690309     6689   120528 SH       DEFINED 03
120528
 MEDIMMUNE INC                      COM            584699102    15143   385021 SH       DEFINED 03            385021

 MEDTRONIC INC                      COM            585055106    99324  2196944 SH       DEFINED 03
2196944
 MELLON FINL CORP                   COM            58551A108    27061   701235 SH       DEFINED 03
701235
 MEMBERWORKS INC                    COM            586002107     1597    84380 SH       DEFINED 03
84380
 MENS WEARHOUSE INC                 COM            587118100     2845   121830 SH       DEFINED 03
121830
 MENTOR CORP MINN                   COM            587188103     3436    95232 SH       DEFINED 03
95232
 MENTOR GRAPHICS CORP               COM            587200106     2551   120682 SH       DEFINED 03
120682
 MERCANTILE BANKSHARES CORP         COM            587405101     1673    38677 SH       DEFINED 03
38677
 MERCK & CO INC                     COM            589331107   261093  4534433 SH       DEFINED 03           4534433

 MERCK & CO INC                     COM            589331107     4735    82234 SH       DEFINED 09
82234
 MERCURY COMPUTER SYS               COM            589378108     2569    80372 SH       DEFINED 03
80372
 MERCURY GENL CORP NEW              COM            589400100      251     5400 SH       DEFINED 03
5400
 MERCURY INTERACTIVE CORP           COM            589405109     4209   111793 SH       DEFINED 03
111793
 MEREDITH CORP                      COM            589433101     3362    79096 SH       DEFINED 03
79096
 MERIDIAN GOLD INC                  COM            589975101      218    15000 SH       DEFINED 03
15000
 MERRILL LYNCH & CO INC             COM            590188108   102518  1851182 SH       DEFINED 03
1851182
 MESA AIR GROUP INC                 COM            590479101     1137   101489 SH       DEFINED 03            101489

 METHODE ELECTRS INC                CL A           591520200     2252   180917 SH       DEFINED 03
180917
 METLIFE INC                        COM            59156R108    54323  1724540 SH       DEFINED 03
1724540
 METRIS COS INC                     COM            591598107      390    19516 SH       DEFINED 03
19516
 METRO GOLDWYN MAYER INC            COM            591610100      432    26000 SH       DEFINED 03
26000
 METRO GOLDWYN MAYER INC            COM            591610100      102     6159 SH       DEFINED 09
6159
 METRO ONE TELECOMMUNICATIONS       COM            59163F105     3342   131841 SH       DEFINED 03
131841
 METROMEDIA FIBER NETWORK INC       CL A           591689104        5    46220 SH       DEFINED 03
46220
 METROMEDIA FIBER NETWORK INC       CL A           591689104        1     5022 SH       DEFINED 09              5022

 METROMEDIA INTL GROUP INC          COM            591695101        4    12900 SH       DEFINED 03
12900
 MICHAELS STORES INC                COM            594087108     7641   202149 SH       DEFINED 03
202149
 MICREL INC                         COM            594793101      694    27501 SH       DEFINED 03
27501
 MICROS SYS INC                     COM            594901100     1423    55919 SH       DEFINED 03
55919
 MICROSOFT CORP                     COM            594918104   621708 10308542 SH       DEFINED 03
10308542
 MICROSOFT CORP                     COM            594918104    14456   239693 SH       DEFINED 09
239693
 MICROCHIP TECHNOLOGY INC           COM            595017104     2711    64805 SH       DEFINED 03
64805
 MICROCHIP TECHNOLOGY INC           COM            595017104      170     4076 SH       DEFINED 09              4076

 MICROCELL TELECOMMUNICATIONS       CL B NON VTG   59501T304      150   121601 SH       DEFINED 03
121601
 MICRON TECHNOLOGY INC              COM            595112103    29088   884124 SH       DEFINED 03
884124
 MICRON TECHNOLOGY INC              COM            595112103       88     2681 SH       DEFINED 09
2681
 MICROSEMI CORP                     COM            595137100     1378    84425 SH       DEFINED 03
84425
 MICROTUNE INC DEL                  COM            59514P109      144    10000 SH       DEFINED 03
10000
 MID ATLANTIC MED SVCS INC          COM            59523C107     5181   181794 SH       DEFINED 03
181794
 MIDAS GROUP INC                    COM            595626102      647    45392 SH       DEFINED 03
45392
 MIDWEST EXPRESS HLDGS INC          COM            597911106      842    46030 SH       DEFINED 03             46030

 MIDWAY GAMES INC                   COM            598148104     1696   126026 SH       DEFINED 03
126026
 MILACRON INC                       COM            598709103     1825   125110 SH       DEFINED 03
125110
 MILLENNIUM PHARMACEUTICALS I       COM            599902103     6054   271356 SH       DEFINED 03
271356
 MILLENNIUM CHEMICALS INC           COM            599903101      408    27700 SH       DEFINED 03
27700
 MILLER HERMAN INC                  COM            600544100      630    26484 SH       DEFINED 03
26484
 MILLIPORE CORP                     COM            601073109     3118    70468 SH       DEFINED 03
70468
 MINERALS TECHNOLOGIES INC          COM            603158106     1367    26059 SH       DEFINED 03
26059
 MINNESOTA MNG & MFG CO             COM            604059105    72505   630427 SH       DEFINED 03            630427

 MINNESOTA MNG & MFG CO             COM            604059105    15535   135079 SH       DEFINED 09
135079
 MIPS TECHNOLOGIES INC              CL A           604567107      194    26300 SH       DEFINED 03
26300
 MIPS TECHNOLOGIES INC              CL B           604567206       99    14815 SH       DEFINED 03
14815
 MIRANT CORP                        COM            604675108    16933  1171862 SH       DEFINED 03
1171862
 MIRAVANT MED TECHNOLOGIES          COM            604690107       14    13400 SH       DEFINED 03
13400
 MISSISSIPPI CHEM CORP              COM NEW        605288208      224    81450 SH       DEFINED 03
81450
 MOBILE MINI INC                    COM            60740F105     1247    38755 SH       DEFINED 03
38755
 MODINE MFG CO                      COM            607828100      432    16006 SH       DEFINED 03             16006

 MOHAWK INDS INC                    COM            608190104     8558   142425 SH       DEFINED 03
142425
 MOLEX INC                          COM            608554101     9674   279021 SH       DEFINED 03
279021
 MONACO COACH CORP                  COM            60886R103     2018    83037 SH       DEFINED 03
83037
 MONSANTO CO NEW                    COM            61166W101      278     8800 SH       DEFINED 03
8800
 MONY GROUP INC                     COM            615337102     2604    64572 SH       DEFINED 03
64572
 MOODYS CORP                        COM            615369105     9650   234788 SH       DEFINED 03
234788
 MORGAN STANLEY DEAN WITTER&C       COM NEW        617446448   142727  2490439 SH       DEFINED 03
2490439
 MOTOROLA INC                       COM            620076109    55310  3895079 SH       DEFINED 03           3895079

 MUELLER INDS INC                   COM            624756102     3727   106524 SH       DEFINED 03
106524
 MURPHY OIL CORP                    COM            626717102     3972    41375 SH       DEFINED 03
41375
 MYERS INDS INC                     COM            628464109     1054    72659 SH       DEFINED 03
72659
 MYKROLIS CORP                      COM            62852P103      223    14553 SH       DEFINED 03
14553
 MYLAN LABS INC                     COM            628530107    14917   506352 SH       DEFINED 03
506352
 NBTY INC                           COM            628782104     3703   217074 SH       DEFINED 03
217074
 NCO GROUP INC                      COM            628858102      595    21425 SH       DEFINED 03
21425
 NCR CORP NEW                       COM            62886E108    15032   335912 SH       DEFINED 03            335912

 NL INDS INC                        COM NEW        629156407      204    12300 SH       DEFINED 03
12300
 NMS COMMUNICATIONS CORP            COM            629248105       49    11500 SH       DEFINED 03
11500
 NN INC                             COM            629337106      135    12300 SH       DEFINED 03
12300
 NPS PHARMACEUTICALS INC            COM            62936P103      303     9300 SH       DEFINED 03
9300
 NRG ENERGY INC                     COM            629377102      197    16300 SH       DEFINED 03
16300
 NTL INC                            COM            629407107        8    27276 SH       DEFINED 03
27276
 NUI CORP                           COM            629431107     1103    44348 SH       DEFINED 03
44348
 NVR INC                            COM            62944T105     7778    24654 SH       DEFINED 03             24654

 NABI BIOPHARMACEUTICALS            COM            629519109      234    38000 SH       DEFINED 03
38000
 NABORS INDS INC                    COM            629568106    22261   526886 SH       DEFINED 03
526886
 NASH FINCH CO                      COM            631158102     1697    62262 SH       DEFINED 03
62262
 NATIONAL CITY CORP                 COM            635405103    59191  1924301 SH       DEFINED 03
1924301
 NATIONAL COMMERCE FINL CORP        COM            63545P104     3676   132244 SH       DEFINED 03
132244
 NATIONAL FUEL GAS CO N J           COM            636180101     1260    51754 SH       DEFINED 03
51754
 NATIONAL INFO CONSORTIUM INC       COM            636491102       69    17600 SH       DEFINED 03
17600
 NATIONAL INSTRS CORP               COM            636518102      938    22436 SH       DEFINED 03             22436

 NATIONAL-OILWELL INC               COM            637071101      619    24449 SH       DEFINED 03
24449
 NATIONAL PRESTO INDS INC           COM            637215104      547    19009 SH       DEFINED 03
19009
 NATIONAL PROCESSING INC            COM            637229105      260     9100 SH       DEFINED 03
9100
 NATIONAL SEMICONDUCTOR CORP        COM            637640103    26759   794261 SH       DEFINED 03
794261
 NATIONAL SEMICONDUCTOR CORP        COM            637640103      143     4233 SH       DEFINED 09
4233
 NATIONWIDE HEALTH PPTYS INC        COM            638620104      282    14000 SH       DEFINED 03
14000
 NATURES SUNSHINE PRODUCTS IN       COM            639027101      483    43050 SH       DEFINED 03
43050
 NAUTICA ENTERPRISES INC            COM            639089101     1713   112967 SH       DEFINED 03            112967

 NAVISTAR INTL CORP NEW             COM            63934E108    13584   306632 SH       DEFINED 03
306632
 NAVIGANT CONSULTING INC            COM            63935N107       72    11050 SH       DEFINED 03
11050
 NDCHEALTH CORP                     COM            639480102     4872   133878 SH       DEFINED 03
133878
 NEIMAN MARCUS GROUP INC            CL A           640204202     1529    44372 SH       DEFINED 03
44372
 NELSON THOMAS INC                  COM            640376109      454    37365 SH       DEFINED 03
37365
 NETBANK INC                        COM            640933107      706    41800 SH       DEFINED 03
41800
 NETWORKS ASSOCS INC                COM            640938106    12799   528887 SH       DEFINED 03
528887
 NETEGRITY INC                      COM            64110P107     1406    95074 SH       DEFINED 03             95074

 NETMANAGE INC                      COM            641144100       32    41194 SH       DEFINED 03
41194
 NETRO CORP                         COM            64114R109       32    11400 SH       DEFINED 03
11400
 NETIQ CORP                         COM            64115P102      307    14095 SH       DEFINED 03
14095
 NETWORK EQUIP TECHNOLOGIES         COM            641208103      355    68911 SH       DEFINED 03
68911
 NETWORK APPLIANCE INC              COM            64120L104    10192   500086 SH       DEFINED 03
500086
 NEUBERGER BERMAN INC               COM            641234109     2253    48090 SH       DEFINED 03
48090
 NEUROCRINE BIOSCIENCES INC         COM            64125C109      329     8100 SH       DEFINED 03
8100
 NEW ENGLAND BUSINESS SVC INC       COM            643872104     1002    39027 SH       DEFINED 03             39027

 NEW FOCUS INC                      COM            644383101       36    12100 SH       DEFINED 03
12100
 NEW JERSEY RES                     COM            646025106     2412    79776 SH       DEFINED 03
79776
 NEW PLAN EXCEL RLTY TR INC         COM            648053106      600    29901 SH       DEFINED 03
29901
 NEW YORK CMNTY BANCORP INC         COM            649445103     3950   142852 SH       DEFINED 03
142852
 NEW YORK TIMES CO                  CL A           650111107    18573   388075 SH       DEFINED 03
388075
 NEWELL RUBBERMAID INC              COM            651229106    12412   388350 SH       DEFINED 03
388350
 NEWFIELD EXPL CO                   COM            651290108     4916   132909 SH       DEFINED 03
132909
 NEWHALL LAND & FARMING CO CA       DEPOSITARY REC 651426108      225     7200 SH       DEFINED 03              7200

 NEWMONT MINING CORP                COM            651639106    45185  1631799 SH       DEFINED 03
1631799
 NEWPARK RES INC                    COM PAR $.01NE 651718504      215    27800 SH       DEFINED 03
27800
 NEWPORT CORP                       COM            651824104      482    20172 SH       DEFINED 03
20172
 NEWPOWER HLDGS INC                 COM            652463100        8    21200 SH       DEFINED 03
21200
 NEWS CORP LTD                      ADR NEW        652487703      221     7798 SH       DEFINED 09
7798
 NEXTEL COMMUNICATIONS INC          CL A           65332V103     6286  1168467 SH       DEFINED 03
1168467
 NEXTEL COMMUNICATIONS INC          CL A           65332V103       42     7832 SH       DEFINED 09
7832
 NEXTEL PARTNERS INC                CL A           65333F107      352    58400 SH       DEFINED 03             58400

 NICOR INC                          COM            654086107    16211   355890 SH       DEFINED 03
355890
 NIKE INC                           CL B           654106103    29184   486321 SH       DEFINED 03
486321
 NIKE INC                           CL B           654106103       44      732 SH       DEFINED 09
732
 NIKU CORP                          COM            654113109       28    14400 SH       DEFINED 03
14400
 99 CENTS ONLY STORES               COM            65440K106     8880   231620 SH       DEFINED 03
231620
 NISOURCE INC                       COM            65473P105    11833   515600 SH       DEFINED 03
515600
 NOBLE AFFILIATES INC               COM            654894104      734    18800 SH       DEFINED 03
18800
 NOKIA CORP                         SPONSORED ADR  654902204     4188   201921 SH       DEFINED 03            201921

 NOBLE DRILLING CORP                COM            655042109     7707   186205 SH       DEFINED 03
186205
 NORDSON CORP                       COM            655663102      763    25306 SH       DEFINED 03
25306
 NORDSTROM INC                      COM            655664100     4859   198341 SH       DEFINED 03
198341
 NORFOLK SOUTHERN CORP              COM            655844108    13243   553166 SH       DEFINED 03
553166
 NORTEK INC                         COM            656559101      547    15200 SH       DEFINED 03
15200
 NORTEL NETWORKS CORP NEW           COM            656568102    19478  4338122 SH       DEFINED 03
4338122
 NORTH FORK BANCORPORATION NY       COM            659424105     7906   222318 SH       DEFINED 03
222318
 NORTHEAST UTILS                    COM            664397106     2584   130066 SH       DEFINED 03            130066

 NORTHERN TR CORP                   COM            665859104    19097   317693 SH       DEFINED 03
317693
 NORTHROP GRUMMAN CORP              COM            666807102    37252   329521 SH       DEFINED 03
329521
 NORTHWEST AIRLS CORP               CL A           667280101      221    11600 SH       DEFINED 03
11600
 NORTHWEST BANCORP INC PA           COM            667328108      193    16300 SH       DEFINED 03
16300
 NORTHWEST NAT GAS CO               COM            667655104     2162    77171 SH       DEFINED 03
77171
 NORTHWESTERN CORP                  COM            668074107     2493   113303 SH       DEFINED 03
113303
 NOVATEL WIRELESS INC               COM            66987M109        8    11900 SH       DEFINED 03
11900
 NOVELL INC                         COM            670006105     2335   600159 SH       DEFINED 03            600159

 NOVELLUS SYS INC                   COM            670008101    10821   199879 SH       DEFINED 03
199879
 NOVEN PHARMACEUTICALS INC          COM            670009109     1400    67511 SH       DEFINED 03
67511
 NOVOSTE CORP                       COM            67010C100      892   108100 SH       DEFINED 03
108100
 NU SKIN ENTERPRISES INC            CL A           67018T105      112    10500 SH       DEFINED 03
10500
 NSTAR                              COM            67019E107     1564    34498 SH       DEFINED 03
34498
 NUCOR CORP                         COM            670346105    22329   347582 SH       DEFINED 03
347582
 NUEVO ENERGY CO                    COM            670509108     1068    71705 SH       DEFINED 03
71705
 NUMERICAL TECHNOLOGIES INC         COM            67053T101      288    21300 SH       DEFINED 03             21300

 NVIDIA CORP                        COM            67066G104    35695   804656 SH       DEFINED 03
804656
 NYFIX INC                          COM            670712108     1200    80210 SH       DEFINED 03
80210
 O CHARLEYS INC                     COM            670823103     1137    52740 SH       DEFINED 03
52740
 OGE ENERGY CORP                    COM            670837103     1110    46327 SH       DEFINED 03
46327
 OM GROUP INC                       COM            670872100     5967    82525 SH       DEFINED 03
82525
 OAK TECHNOLOGY INC                 COM            671802106      992    66700 SH       DEFINED 03
66700
 OCCIDENTAL PETE CORP DEL           COM            674599105    31166  1069156 SH       DEFINED 03
1069156
 OCEAN ENERGY INC DEL               COM            67481E106     7524   380188 SH       DEFINED 03            380188

 OCEANEERING INTL INC               COM            675232102     2455    84640 SH       DEFINED 03
84640
 OCULAR SCIENCES INC                COM            675744106      204     7300 SH       DEFINED 03
7300
 OCWEN FINL CORP                    COM            675746101      229    34700 SH       DEFINED 03
34700
 OFFICE DEPOT INC                   COM            676220106    20576  1036586 SH       DEFINED 03
1036586
 OFFICEMAX INC                      COM            67622M108      201    36000 SH       DEFINED 03
36000
 OFFSHORE LOGISTICS INC             COM            676255102     1336    62004 SH       DEFINED 03
62004
 OHIO CAS CORP                      COM            677240103      701    36998 SH       DEFINED 03
36998
 OIL STS INTL INC                   COM            678026105      167    15500 SH       DEFINED 03             15500

 OLD REP INTL CORP                  COM            680223104    13143   411103 SH       DEFINED 03
411103
 OLIN CORP                          COM PAR $1     680665205      400    21293 SH       DEFINED 03
21293
 OMNICARE INC                       COM            681904108      902    34828 SH       DEFINED 03
34828
 OMNICOM GROUP INC                  COM            681919106    42557   450816 SH       DEFINED 03
450816
 OMEGA WORLDWIDE INC                COM            68210B108       59    28175 SH       DEFINED 03
28175
 OMNOVA SOLUTIONS INC               COM            682129101      977   117730 SH       DEFINED 03
117730
 ON ASSIGNMENT INC                  COM            682159108     1329    74218 SH       DEFINED 03
74218
 ONEOK INC NEW                      COM            682680103      988    47394 SH       DEFINED 03             47394

 ONI SYSTEMS CORP                   COM            68273F103      228    37000 SH       DEFINED 03
37000
 ON2 TECHNOLOGIES INC               COM            68338A107        4    10100 SH       DEFINED 03
10100
 ONYX SOFTWARE CORP                 COM            683402101       63    12700 SH       DEFINED 03
12700
 OPENWAVE SYS INC                   COM            683718100      104    16347 SH       DEFINED 03
16347
 OPLINK COMMUNICATIONS INC          COM            68375Q106       43    27900 SH       DEFINED 03
27900
 OPTICAL CABLE CORP                 COM            683827109       19    18400 SH       DEFINED 03
18400
 ORACLE CORP                        COM            68389X105   124171  9700874 SH       DEFINED 03
9700874
 ORACLE CORP                        COM            68389X105    11857   926357 SH       DEFINED 09            926357

 ORBITAL SCIENCES CORP              COM            685564106       53    10200 SH       DEFINED 03
10200
 ORGANOGENESIS INC                  COM            685906109       46    33300 SH       DEFINED 03
33300
 O REILLY AUTOMOTIVE INC            COM            686091109     5252   166372 SH       DEFINED 03
166372
 ORTHODONTIC CTRS AMER INC          COM            68750P103     4040   146322 SH       DEFINED 03
146322
 OSHKOSH B GOSH INC                 CL A           688222207     2088    48722 SH       DEFINED 03
48722
 OSHKOSH TRUCK CORP                 COM            688239201     3192    56105 SH       DEFINED 03
56105
 OSTEOTECH INC                      COM            688582105      245    36655 SH       DEFINED 03
36655
 OSTEX INTL INC                     COM            68859Q101      107    46500 SH       DEFINED 03             46500

 OTTER TAIL CORP                    COM            689648103      250     8100 SH       DEFINED 03
8100
 OUTBACK STEAKHOUSE INC             COM            689899102     1874    52400 SH       DEFINED 03
52400
 OVERSEAS SHIPHOLDING GROUP I       COM            690368105     1238    50929 SH       DEFINED 03
50929
 OVERTURE SVCS INC                  COM            69039R100      307    11000 SH       DEFINED 03
11000
 OWENS & MINOR INC NEW              COM            690732102     2420   123203 SH       DEFINED 03
123203
 OWENS ILL INC                      COM NEW        690768403      855    50300 SH       DEFINED 03
50300
 OXFORD HEALTH PLANS INC            COM            691471106     6506   155684 SH       DEFINED 03
155684
 OXFORD INDS INC                    COM            691497309      526    19941 SH       DEFINED 03             19941

 PC-TEL INC                         COM            69325Q105      565    65361 SH       DEFINED 03
65361
 P-COM INC                          COM            693262107        2    10800 SH       DEFINED 03
10800
 PG&E CORP                          COM            69331C108    13177   559277 SH       DEFINED 03
559277
 P F CHANGS CHINA BISTRO INC        COM            69333Y108     3539    53120 SH       DEFINED 03
53120
 PMC-SIERRA INC                     COM            69344F106     3297   202518 SH       DEFINED 03
202518
 PMC-SIERRA INC                     COM            69344F106       46     2803 SH       DEFINED 09
2803
 PMI GROUP INC                      COM            69344M101     5028    66364 SH       DEFINED 03
66364
 PNC FINL SVCS GROUP INC            COM            693475105    51139   831665 SH       DEFINED 03            831665

 PNM RES INC                        COM            69349H107     4130   134715 SH       DEFINED 03
134715
 PPG INDS INC                       COM            693506107    26681   485896 SH       DEFINED 03
485896
 PPL CORP                           COM            69351T106     8512   214906 SH       DEFINED 03
214906
 PRG-SCHULTZ INTERNATIONAL IN       COM            69357C107     2672   190201 SH       DEFINED 03
190201
 PS BUSINESS PKS INC CALIF          COM            69360J107      247     7100 SH       DEFINED 03
7100
 PSS WORLD MED INC                  COM            69366A100      535    54600 SH       DEFINED 03
54600
 PACCAR INC                         COM            693718108    19451   265681 SH       DEFINED 03
265681
 PACIFIC CAP BANCORP NEW            COM            69404P101      296     9600 SH       DEFINED 03              9600

 PACIFIC CENTY FINL CORP            COM            694058108     2979   114307 SH       DEFINED 03
114307
 PACIFIC SUNWEAR CALIF INC          COM            694873100     2449    99572 SH       DEFINED 03
99572
 PACIFICARE HEALTH SYS DEL          COM            695112102     1796   102907 SH       DEFINED 03
102907
 PACKAGING CORP AMER                COM            695156109     1057    53433 SH       DEFINED 03
53433
 PACTIV CORP                        COM            695257105     6650   332162 SH       DEFINED 03
332162
 PALL CORP                          COM            696429307     3694   180301 SH       DEFINED 03
180301
 PALM INC                           COM            696642107     3264   818127 SH       DEFINED 03
818127
 PANAMSAT CORP NEW                  COM            697933109     1511    66126 SH       DEFINED 03             66126

 PAN PACIFIC RETAIL PPTYS INC       COM            69806L104      349    11404 SH       DEFINED 03
11404
 PANERA BREAD CO                    CL A           69840W108     2746    43105 SH       DEFINED 03
43105
 PAPA JOHNS INTL INC                COM            698813102     1933    69317 SH       DEFINED 03
69317
 PARAMETRIC TECHNOLOGY CORP         COM            699173100     2525   418021 SH       DEFINED 03
418021
 PAREXEL INTL CORP                  COM            699462107     1273    79354 SH       DEFINED 03
79354
 PARK ELECTROCHEMICAL CORP          COM            700416209     1934    66704 SH       DEFINED 03
66704
 PARK NATL CORP                     COM            700658107      365     3700 SH       DEFINED 03
3700
 PARK PL ENTMT CORP                 COM            700690100     3421   324218 SH       DEFINED 03            324218

 PARKER DRILLING CO                 COM            701081101       63    14300 SH       DEFINED 03
14300
 PARKER HANNIFIN CORP               COM            701094104    23774   476425 SH       DEFINED 03
476425
 PATINA OIL & GAS CORP              COM            703224105     3662   116190 SH       DEFINED 03
116190
 PATHMARK STORES INC NEW            COM            70322A101      290    12100 SH       DEFINED 03
12100
 PATHMARK STORES INC NEW            *W EXP 09/10/2 70322A119      152    17625 SH       DEFINED 03
17625
 PATTERSON DENTAL CO                COM            703412106     2577    58939 SH       DEFINED 03
58939
 PATTERSON UTI ENERGY INC           COM            703481101      755    25396 SH       DEFINED 03
25396
 PAXAR CORP                         COM            704227107     3292   191730 SH       DEFINED 03            191730

 PAXSON COMMUNICATIONS CORP         COM            704231109      264    24100 SH       DEFINED 03
24100
 PAYCHEX INC                        COM            704326107    21275   535897 SH       DEFINED 03
535897
 PAYCHEX INC                        COM            704326107     2574    64843 SH       DEFINED 09
64843
 PAYLESS SHOESOURCE INC             COM            704379106     3291    53907 SH       DEFINED 03
53907
 PEDIATRIX MED GROUP                COM            705324101     3062    75129 SH       DEFINED 03
75129
 PEGASUS COMMUNICATIONS CORP        CL A           705904100      406   134600 SH       DEFINED 03
134600
 PEGASUS SOLUTIONS INC              COM            705906105     1583    85561 SH       DEFINED 03
85561
 PENFORD CORP                       COM            707051108      313    19434 SH       DEFINED 03             19434

 PENN NATL GAMING INC               COM            707569109      462    13200 SH       DEFINED 03
13200
 PENNEY J C INC                     COM            708160106    17011   821382 SH       DEFINED 03
821382
 PENNSYLVANIA RL ESTATE INVT        SH BEN INT     709102107      245     9600 SH       DEFINED 03
9600
 PENNZOIL-QUAKER STATE COMPAN       COM            709323109     5677   264425 SH       DEFINED 03
264425
 PENTAIR INC                        COM            709631105     3431    76298 SH       DEFINED 03
76298
 PENTON MEDIA INC                   COM            709668107      774   102489 SH       DEFINED 03
102489
 PEOPLES BK BRIDGEPORT CONN         COM            710198102      218     8850 SH       DEFINED 03
8850
 PEOPLES ENERGY CORP                COM            711030106    12590   319703 SH       DEFINED 03            319703

 PEOPLESOFT INC                     COM            712713106    22413   613558 SH       DEFINED 03
613558
 PEP BOYS MANNY MOE & JACK          COM            713278109     3051   183350 SH       DEFINED 03
183350
 PEPSI BOTTLING GROUP INC           COM            713409100    28563  1104082 SH       DEFINED 03
1104082
 PEPSIAMERICAS INC                  COM            71343P200     3059   212154 SH       DEFINED 03
212154
 PEPSICO INC                        COM            713448108   163387  3172572 SH       DEFINED 03
3172572
 PEREGRINE PHARMACEUTICALS IN       COM            713661106       30    14000 SH       DEFINED 03
14000
 PEREGRINE SYSTEMS INC              COM            71366Q101      171    17957 SH       DEFINED 03
17957
 PERFORMANCE FOOD GROUP CO          COM            713755106     4385   134259 SH       DEFINED 03            134259

 PERICOM SEMICONDUCTOR CORP         COM            713831105     1128    79761 SH       DEFINED 03
79761
 PERKINELMER INC                    COM            714046109     3089   166982 SH       DEFINED 03
166982
 PEROT SYS CORP                     CL A           714265105      461    23100 SH       DEFINED 03
23100
 PERRIGO CO                         COM            714290103     1118    93547 SH       DEFINED 03
93547
 PETSMART INC                       COM            716768106      437    32200 SH       DEFINED 03
32200
 PFIZER INC                         COM            717081103   516001 12984435 SH       DEFINED 03
12984435
 PHARMACEUTICAL PROD DEV INC        COM            717124101     5595   160550 SH       DEFINED 03
160550
 PHARMOS CORP                       COM NEW        717139208       18    10800 SH       DEFINED 03             10800

 PHARMACIA CORP                     COM            71713U102   104031  2307691 SH       DEFINED 03
2307691
 PHELPS DODGE CORP                  COM            717265102    13819   328254 SH       DEFINED 03
328254
 PHILADELPHIA CONS HLDG CORP        COM            717528103     2352    59083 SH       DEFINED 03
59083
 PHILADELPHIA SUBN CORP             COM PAR $0.50  718009608     4648   197792 SH       DEFINED 03
197792
 PHILIP MORRIS COS INC              COM            718154107   218069  4140288 SH       DEFINED 03
4140288
 PHILIP MORRIS COS INC              COM            718154107    34236   650013 SH       DEFINED 09
650013
 PHILLIPS PETE CO                   COM            718507106    57219   911136 SH       DEFINED 03
911136
 PHILLIPS VAN HEUSEN CORP           COM            718592108     1136    80503 SH       DEFINED 03             80503

 PHOENIX COS INC NEW                COM            71902E109      202    10500 SH       DEFINED 03
10500
 PHOENIX TECHNOLOGY LTD             COM            719153108     1272    93161 SH       DEFINED 03
93161
 PHOTON DYNAMICS INC                COM            719364101     2384    46855 SH       DEFINED 03
46855
 PHOTRONICS INC                     COM            719405102     3869   114700 SH       DEFINED 03
114700
 PIEDMONT NAT GAS INC               COM            720186105     3717   104414 SH       DEFINED 03
104414
 PIER 1 IMPORTS INC                 COM            720279108     6499   315641 SH       DEFINED 03
315641
 PINNACLE ENTMT INC                 COM            723456109      631    78293 SH       DEFINED 03
78293
 PINNACLE HLDGS INC                 COM            72346N101        1    14100 SH       DEFINED 03             14100

 PINNACLE SYS INC                   COM            723481107     1482   185937 SH       DEFINED 03
185937
 PINNACLE WEST CAP CORP             COM            723484101     6115   134838 SH       DEFINED 03
134838
 PIONEER NAT RES CO                 COM            723787107     1094    49098 SH       DEFINED 03
49098
 PIONEER STD ELECTRS INC            COM            723877106     1435   101388 SH       DEFINED 03
101388
 PITNEY BOWES INC                   COM            724479100    25314   591457 SH       DEFINED 03
591457
 PITTSTON CO                        COM BRINKS GRP 725701106     1929    76865 SH       DEFINED 03
76865
 PLACER DOME INC                    COM            725906101     5372   438512 SH       DEFINED 03
438512
 PLAINS RES INC                     COM PAR $0.10  726540503     1944    78132 SH       DEFINED 03             78132

 PLAN VISTA CORP                    COM            72701P105       83    13000 SH       DEFINED 03
13000
 PLANTRONICS INC NEW                COM            727493108     2007    95960 SH       DEFINED 03
95960
 PLAYTEX PRODS INC                  COM            72813P100      181    16700 SH       DEFINED 03
16700
 PLEXUS CORP                        COM            729132100      518    21962 SH       DEFINED 03
21962
 PLUM CREEK TIMBER CO INC           COM            729251108     7618   256416 SH       DEFINED 03
256416
 POGO PRODUCING CO                  COM            730448107     4950   156136 SH       DEFINED 03
156136
 POLARIS INDS INC                   COM            731068102     4916    77182 SH       DEFINED 03
77182
 POLYCOM INC                        COM            73172K104      775    31486 SH       DEFINED 03             31486

 POLYMEDICA CORP                    COM            731738100     2215    87027 SH       DEFINED 03
87027
 POLYONE CORP                       COM            73179P106     3452   282931 SH       DEFINED 03
282931
 POPE & TALBOT INC                  COM            732827100      724    49408 SH       DEFINED 03
49408
 POPULAR INC                        COM            733174106      474    16216 SH       DEFINED 03
16216
 PORTAL SOFTWARE INC                COM            736126103       66    34500 SH       DEFINED 03
34500
 POSSIS MEDICAL INC                 COM            737407106      290    14700 SH       DEFINED 03
14700
 POST PPTYS INC                     COM            737464107      410    12200 SH       DEFINED 03
12200
 POTLATCH CORP                      COM            737628107      486    14419 SH       DEFINED 03             14419

 POTOMAC ELEC PWR CO                COM            737679100     3067   131346 SH       DEFINED 03
131346
 POWER INTEGRATIONS INC             COM            739276103     1675    87918 SH       DEFINED 03
87918
 POWER-ONE INC                      COM            739308104      926   113142 SH       DEFINED 03
113142
 POWERWAVE TECHNOLOGIES INC         COM            739363109     7149   555479 SH       DEFINED 03
555479
 PRAECIS PHARMACEUTICALS INC        COM            739421105       69    13300 SH       DEFINED 03
13300
 PRAXAIR INC                        COM            74005P104    32735   547409 SH       DEFINED 03
547409
 PRE PAID LEGAL SVCS INC            COM            740065107     2113    73990 SH       DEFINED 03
73990
 PRECISION CASTPARTS CORP           COM            740189105     5588   157810 SH       DEFINED 03            157810

 PRENTISS PPTYS TR                  SH BEN INT     740706106      325    11000 SH       DEFINED 03
11000
 PRESIDENTIAL LIFE CORP             COM            740884101     1985    87239 SH       DEFINED 03
87239
 PRICE COMMUNICATIONS CORP          COM NEW        741437305      443    25104 SH       DEFINED 03
25104
 PRICE T ROWE GROUP INC             COM            74144T108     6710   172357 SH       DEFINED 03
172357
 PRICELINE COM INC                  COM            741503106      184    35200 SH       DEFINED 03
35200
 PRIDE INTL INC DEL                 COM            74153Q102      624    39233 SH       DEFINED 03
39233
 PRIMEDIA INC                       COM            74157K101      188    59413 SH       DEFINED 03
59413
 PRIMA ENERGY CORP                  COM PAR $0.015 741901201      957    38434 SH       DEFINED 03             38434

 PRIME HOSPITALITY CORP             COM            741917108     1715   130430 SH       DEFINED 03
130430
 PRINCIPAL FINANCIAL GROUP IN       COM            74251V102      989    39100 SH       DEFINED 03
39100
 PRIORITY HEALTHCARE CORP           CL B           74264T102     4766   183242 SH       DEFINED 03
183242
 PROCTER & GAMBLE CO                COM            742718109   213850  2373735 SH       DEFINED 03
2373735
 PROCTER & GAMBLE CO                COM            742718109     4866    54016 SH       DEFINED 09
54016
 PROGRESS ENERGY INC                COM            743263105    17336   346444 SH       DEFINED 03
346444
 PROGRESS SOFTWARE CORP             COM            743312100     1973   108760 SH       DEFINED 03
108760
 PROGRESSIVE CORP OHIO              COM            743315103    21226   127391 SH       DEFINED 03            127391

 PROLOGIS TR                        SH BEN INT     743410102      677    29000 SH       DEFINED 03
29000
 PROQUEST COMPANY                   COM            74346P102      249     5800 SH       DEFINED 03
5800
 PROTECTION ONE INC                 COM            743663304       38    13600 SH       DEFINED 03
13600
 PROTECTIVE LIFE CORP               COM            743674103     1271    40756 SH       DEFINED 03
40756
 PROTEIN DESIGN LABS INC            COM            74369L103      527    30771 SH       DEFINED 03
30771
 PROVIDENT BANKSHARES CORP          COM            743859100     2249    93692 SH       DEFINED 03
93692
 PROVIDENT FINL GROUP INC           COM            743866105     1186    41189 SH       DEFINED 03
41189
 PROVINCE HEALTHCARE CO             COM            743977100     2970    93474 SH       DEFINED 03             93474

 PROVIDIAN FINL CORP                COM            74406A102     3090   409269 SH       DEFINED 03
409269
 PUBLIC SVC ENTERPRISE GROUP        COM            744573106    26151   570982 SH       DEFINED 03
570982
 PUBLIC STORAGE INC                 COM            74460D109      518    14000 SH       DEFINED 03
14000
 PUGET ENERGY INC NEW               COM            745310102     1012    48663 SH       DEFINED 03
48663
 PULITZER INC                       COM            745769109      203     3800 SH       DEFINED 03
3800
 PULTE HOMES INC                    COM            745867101    17201   359478 SH       DEFINED 03
359478
 PULTE HOMES INC                    COM            745867101     2522    52709 SH       DEFINED 09
52709
 PUMATECH INC                       COM            745887109       22    16800 SH       DEFINED 03             16800

 PURE RES INC                       COM            74622E102      282    12500 SH       DEFINED 03
12500
 QRS CORP                           COM            74726X105      527    44658 SH       DEFINED 03
44658
 QLOGIC CORP                        COM            747277101    22421   452767 SH       DEFINED 03
452767
 QAD INC                            COM            74727D108      119    24500 SH       DEFINED 03
24500
 QUAKER CHEM CORP                   COM            747316107      624    26727 SH       DEFINED 03
26727
 QUALCOMM INC                       COM            747525103    44428  1180336 SH       DEFINED 03
1180336
 QUANEX CORP                        COM            747620102     1604    45173 SH       DEFINED 03
45173
 QUANTA SVCS INC                    COM            74762E102      895    51739 SH       DEFINED 03             51739

 QUANTUM CORP                       COM DSSG       747906204      732    91993 SH       DEFINED 03
91993
 QUEST DIAGNOSTICS INC              COM            74834L100    16556   199829 SH       DEFINED 03
199829
 QUESTAR CORP                       COM            748356102     1697    65990 SH       DEFINED 03
65990
 QUIKSILVER INC                     COM            74838C106     1427    65218 SH       DEFINED 03
65218
 QUINTILES TRANSNATIONAL CORP       COM            748767100     2993   168624 SH       DEFINED 03
168624
 QWEST COMMUNICATIONS INTL IN       COM            749121109    23349  2840471 SH       DEFINED 03
2840471
 QWEST COMMUNICATIONS INTL IN       COM            749121109      151    18426 SH       DEFINED 09
18426
 R H DONNELLEY CORP                 COM NEW        74955W307      300     9854 SH       DEFINED 03              9854

 R G S ENERGY GROUP INC             COM            74956K104     4292   109345 SH       DEFINED 03
109345
 RLI CORP                           COM            749607107     1413    27327 SH       DEFINED 03
27327
 RPM INC OHIO                       COM            749685103     2033   130762 SH       DEFINED 03
130762
 RSA SEC INC                        COM            749719100      175    19480 SH       DEFINED 03
19480
 RTI INTL METALS INC                COM            74973W107      726    62883 SH       DEFINED 03
62883
 RF MICRODEVICES INC                COM            749941100     4274   238752 SH       DEFINED 03
238752
 RADIAN GROUP INC                   COM            750236101     9305   189595 SH       DEFINED 03
189595
 RADIANT SYSTEMS INC                COM            75025N102      725    80110 SH       DEFINED 03             80110

 RADIOSHACK CORP                    COM            750438103     8020   266982 SH       DEFINED 03
266982
 RADISYS CORP                       COM            750459109     1099    61012 SH       DEFINED 03
61012
 RAINBOW TECHNOLOGIES INC           COM            750862104      786    78089 SH       DEFINED 03
78089
 RAMBUS INC DEL                     COM            750917106      205    26300 SH       DEFINED 03
26300
 RAMBUS INC DEL                     COM            750917106       73     9410 SH       DEFINED 09
9410
 RALCORP HLDGS INC NEW              COM            751028101     2611    95985 SH       DEFINED 03
95985
 RARE HOSPITALITY INTL INC          COM            753820109     1588    62490 SH       DEFINED 03
62490
 RATIONAL SOFTWARE CORP             COM NEW        75409P202    22303  1408889 SH       DEFINED 03           1408889

 RAYMOND JAMES FINANCIAL INC        COM            754730109     5017   146571 SH       DEFINED 03
146571
 RAYONIER INC                       COM            754907103     1657    31098 SH       DEFINED 03
31098
 RAYOVAC CORP                       COM            755081106      185    12000 SH       DEFINED 03
12000
 RAYTHEON CO                        COM NEW        755111507    39963   973520 SH       DEFINED 03
973520
 READ-RITE CORP                     COM            755246105     1093   356007 SH       DEFINED 03
356007
 READERS DIGEST ASSN INC            CL A NON VTG   755267101     2818   125730 SH       DEFINED 03
125730
 REALNETWORKS INC                   COM            75605L104      102    14600 SH       DEFINED 03
14600
 REALTY INCOME CORP                 COM            756109104      302     9100 SH       DEFINED 03              9100

 RECKSON ASSOCS RLTY CORP           COM            75621K106      348    14100 SH       DEFINED 03
14100
 RED HAT INC                        COM            756577102       97    17000 SH       DEFINED 03
17000
 REDBACK NETWORKS INC               COM            757209101      172    50500 SH       DEFINED 03
50500
 REEBOK INTL LTD                    COM            758110100    19283   713380 SH       DEFINED 03
713380
 REGAL BELOIT CORP                  COM            758750103     1573    61558 SH       DEFINED 03
61558
 REGENCY CTRS CORP                  COM            758849103      293    10100 SH       DEFINED 03
10100
 REGENT COMMUNICATIONS INC DE       COM            758865109     6035   732448 SH       DEFINED 03
732448
 REGENERON PHARMACEUTICALS          COM            75886F107     3218   128776 SH       DEFINED 03            128776

 REGIS CORP MINN                    COM            758932107     3743   133300 SH       DEFINED 03
133300
 REGIONS FINL CORP                  COM            758940100    27477   799926 SH       DEFINED 03
799926
 REHABCARE GROUP INC                COM            759148109     1408    49412 SH       DEFINED 03
49412
 REGISTER COM INC                   COM            75914G101      160    17800 SH       DEFINED 03
17800
 RELIANCE STEEL & ALUMINUM CO       COM            759509102     2612    94660 SH       DEFINED 03
94660
 RELIANT RES INC                    COM            75952B105     2824   167000 SH       DEFINED 03
167000
 RELIANT ENERGY INC                 COM            75952J108    19034   738036 SH       DEFINED 03
738036
 REMEC INC                          COM            759543101      128    13800 SH       DEFINED 03             13800

 REMINGTON OIL & GAS CORP           COM            759594302     1429    70861 SH       DEFINED 03
70861
 RENAISSANCE LEARNING INC           COM            75968L105      752    23000 SH       DEFINED 03
23000
 RENAL CARE GROUP INC               COM            759930100     4835   147406 SH       DEFINED 03
147406
 RENT A CTR INC NEW                 COM            76009N100      399     7800 SH       DEFINED 03
7800
 REPUBLIC BANCORP INC               COM            760282103      326    23285 SH       DEFINED 03
23285
 REPUBLIC SVCS INC                  COM            760759100     5218   279329 SH       DEFINED 03
279329
 RESMED INC                         COM            761152107     3972    98989 SH       DEFINED 03
98989
 RESPIRONICS INC                    COM            761230101     5525   170524 SH       DEFINED 03            170524

 RETEK INC                          COM            76128Q109      474    18066 SH       DEFINED 03
18066
 REYNOLDS & REYNOLDS CO             CL A           761695105     3026   100875 SH       DEFINED 03
100875
 REYNOLDS R J TOB HLDGS INC         COM            76182K105    15286   236073 SH       DEFINED 03
236073
 RIGGS NATL CORP WASH DC            COM            766570105     1586   103325 SH       DEFINED 03
103325
 RITE AID CORP                      COM            767754104      176    50970 SH       DEFINED 03
50970
 RIVERSTONE NETWORKS INC            COM            769320102       69    11568 SH       DEFINED 03
11568
 ROADWAY CORP                       COM            769742107     2414    65254 SH       DEFINED 03
65254
 ROBBINS & MYERS INC                COM            770196103      886    32387 SH       DEFINED 03             32387

 ROBERT HALF INTL INC               COM            770323103     7032   238206 SH       DEFINED 03
238206
 ROCKWELL AUTOMATION INC            COM            773903109    21344  1064031 SH       DEFINED 03
1064031
 ROCKWELL COLLINS INC               COM            774341101    18086   717122 SH       DEFINED 03
717122
 ROGERS CORP                        COM            775133101     1461    43983 SH       DEFINED 03
43983
 ROHM & HAAS CO                     COM            775371107    26476   626346 SH       DEFINED 03
626346
 ROHN INDS INC                      COM            775381106       19    13300 SH       DEFINED 03
13300
 ROLLINS INC                        COM            775711104      288    13651 SH       DEFINED 03
13651
 ROPER INDS INC NEW                 COM            776696106     4879    98099 SH       DEFINED 03             98099

 ROSLYN BANCORP INC                 COM            778162107     3919   189306 SH       DEFINED 03
189306
 ROSS STORES INC                    COM            778296103     4202   111064 SH       DEFINED 03
111064
 ROSTELECOM OPEN JT STK LNG D       SPONSORED ADR  778529107      163    21080 SH       DEFINED 03
21080
 ROUSE CO                           COM            779273101      242     7800 SH       DEFINED 03
7800
 ROWAN COS INC                      COM            779382100    17665   766694 SH       DEFINED 03
766694
 ROXIO INC                          COM            780008108     2331   102712 SH       DEFINED 03
102712
 ROYAL APPLIANCE MFG CO             COM            780076105      266    49705 SH       DEFINED 03
49705
 ROYAL DUTCH PETE CO                NY REG GLD1.25 780257804   238505  4390731 SH       DEFINED 03           4390731

 RUBY TUESDAY INC                   COM            781182100     7028   302269 SH       DEFINED 03
302269
 RUDDICK CORP                       COM            781258108      355    21345 SH       DEFINED 03
21345
 RUDOLPH TECHNOLOGIES INC           COM            781270103     2041    47298 SH       DEFINED 03
47298
 RUSS BERRIE & CO                   COM            782233100     1889    58669 SH       DEFINED 03
58669
 RUSSELL CORP                       COM            782352108     1713   114996 SH       DEFINED 03
114996
 RYANS FAMILY STEAK HOUSE INC       COM            783519101     3466   144422 SH       DEFINED 03
144422
 RYDER SYS INC                      COM            783549108    16090   544692 SH       DEFINED 03
544692
 RYERSON TULL INC NEW               COM            78375P107      774    70663 SH       DEFINED 03             70663

 RYLAND GROUP INC                   COM            783764103     4496    49848 SH       DEFINED 03
49848
 S & T BANCORP INC                  COM            783859101      298    11700 SH       DEFINED 03
11700
 SBC COMMUNICATIONS INC             COM            78387G103   233673  6241271 SH       DEFINED 03
6241271
 SBC COMMUNICATIONS INC             COM            78387G103    46179  1233401 SH       DEFINED 09
1233401
 SBS TECHNOLOGIES INC               COM            78387P103      511    39962 SH       DEFINED 03
39962
 SCM MICROSYSTEMS INC               COM            784018103      527    45083 SH       DEFINED 03
45083
 SCP POOL CORP                      COM            784028102     2960    94282 SH       DEFINED 03
94282
 SCPIE HLDGS INC                    COM            78402P104      447    26320 SH       DEFINED 03             26320

 SEI INVESTMENTS CO                 COM            784117103     4349   101595 SH       DEFINED 03
101595
 SL GREEN RLTY CORP                 COM            78440X101      380    11300 SH       DEFINED 03
11300
 SLI INC                            COM            78442T108      239    93667 SH       DEFINED 03
93667
 SPS TECHNOLOGIES INC               COM            784626103     1730    40841 SH       DEFINED 03
40841
 SPDR TR                            UNIT SER 1     78462F103    37674   328972 SH       DEFINED 03
328972
 SPSS INC                           COM            78462K102      860    49008 SH       DEFINED 03
49008
 SPX CORP                           COM            784635104     3803    26859 SH       DEFINED 03
26859
 S1 CORPORATION                     COM            78463B101      252    16300 SH       DEFINED 03             16300

 SABA SOFTWARE INC                  COM            784932105       47    11300 SH       DEFINED 03
11300
 SABRE HLDGS CORP                   CL A           785905100    16352   350074 SH       DEFINED 03
350074
 SAFECO CORP                        COM            786429100    11676   364426 SH       DEFINED 03
364426
 SAFEGUARD SCIENTIFICS INC          COM            786449108       84    27800 SH       DEFINED 03
27800
 SAFEWAY INC                        COM NEW        786514208    65255  1449459 SH       DEFINED 03
1449459
 ST JOE CO                          COM            790148100      324    10800 SH       DEFINED 03
10800
 ST JUDE MED INC                    COM            790849103    14334   185793 SH       DEFINED 03
185793
 ST MARY LD & EXPL CO               COM            792228108     1854    85418 SH       DEFINED 03             85418

 ST PAUL COS INC                    COM            792860108    28961   631645 SH       DEFINED 03
631645
 SAKS INC                           COM            79377W108      636    48340 SH       DEFINED 03
48340
 SALTON INC                         COM            795757103      612    30855 SH       DEFINED 03
30855
 SANDISK CORP                       COM            80004C101     1307    60251 SH       DEFINED 03
60251
 SANMINA SCI CORP                   COM            800907107     8692   739769 SH       DEFINED 03
739769
 SANGSTAT MED CORP                  COM            801003104      720    26800 SH       DEFINED 03
26800
 SAPIENT CORP                       COM            803062108      916   192811 SH       DEFINED 03
192811
 SARA LEE CORP                      COM            803111103    46675  2248328 SH       DEFINED 03           2248328

 SAVVIS COMMUNICATIONS CORP         COM            805423100       10    13200 SH       DEFINED 03
13200
 SCANA CORP NEW                     COM            80589M102     2322    75877 SH       DEFINED 03
75877
 SCANSOFT INC                       COM            80603P107       83    14175 SH       DEFINED 03
14175
 SCHEIN HENRY INC                   COM            806407102     6622   150325 SH       DEFINED 03
150325
 SCHERING PLOUGH CORP               COM            806605101    91924  2936860 SH       DEFINED 03
2936860
 SCHLUMBERGER LTD                   COM            806857108    50970   866542 SH       DEFINED 03
866542
 SCHOLASTIC CORP                    COM            807066105     2360    43545 SH       DEFINED 03
43545
 SCHOOL SPECIALTY INC               COM            807863105     1628    60919 SH       DEFINED 03             60919

 SCHULMAN A INC                     COM            808194104      760    41536 SH       DEFINED 03
41536
 SCHWAB CHARLES CORP NEW            COM            808513105    25859  1975511 SH       DEFINED 03
1975511
 SCHWAB CHARLES CORP NEW            COM            808513105      203    15532 SH       DEFINED 09
15532
 SCHWEITZER-MAUDUIT INTL INC        COM            808541106      944    37969 SH       DEFINED 03
37969
 SCIENTIFIC ATLANTA INC             COM            808655104     8411   364094 SH       DEFINED 03
364094
 SCIOS INC                          COM            808905103      278     9600 SH       DEFINED 03
9600
 SCOTTS CO                          CL A           810186106     3825    83550 SH       DEFINED 03
83550
 SCRIPPS E W CO OHIO                CL A           811054204      733     8930 SH       DEFINED 03              8930

 SEACOAST FINL SVCS CORP            COM            81170Q106      258    13100 SH       DEFINED 03
13100
 SEACOR SMIT INC                    COM            811904101     3017    61577 SH       DEFINED 03
61577
 SEALED AIR CORP NEW                COM            81211K100     5660   120220 SH       DEFINED 03
120220
 SEARS ROEBUCK & CO                 COM            812387108    66864  1304151 SH       DEFINED 03
1304151
 SECURITY CAP GROUP INC             CL B           81413P204      278    10900 SH       DEFINED 03
10900
 SEEBEYOND TECHNOLOGIES CORP        COM            815704101      210    27500 SH       DEFINED 03
27500
 SEITEL INC                         COM NEW        816074306      808    88255 SH       DEFINED 03
88255
 SELECTIVE INS GROUP INC            COM            816300107     4202   157375 SH       DEFINED 03            157375

 SEMTECH CORP                       COM            816850101    11535   316016 SH       DEFINED 03
316016
 SEMPRA ENERGY                      COM            816851109    24740   983701 SH       DEFINED 03
983701
 SENSIENT TECHNOLOGIES CORP         COM            81725T100     1242    53965 SH       DEFINED 03
53965
 SEPRACOR INC                       COM            817315104     1241    63979 SH       DEFINED 03
63979
 SEQUA CORPORATION                  CL A           817320104      273     5238 SH       DEFINED 03
5238
 SERENA SOFTWARE INC                COM            817492101      642    32900 SH       DEFINED 03
32900
 SERVICE CORP INTL                  COM            817565104      249    47050 SH       DEFINED 03
47050
 SERVICEMASTER CO                   COM            81760N109      494    35933 SH       DEFINED 03             35933

 7-ELEVEN INC                       COM NEW        817826209      149    13400 SH       DEFINED 03
13400
 SHAW GROUP INC                     COM            820280105     6937   252259 SH       DEFINED 03
252259
 SHERWIN WILLIAMS CO                COM            824348106    27223   955880 SH       DEFINED 03
955880
 SHOPKO STORES INC                  COM            824911101     1901   105014 SH       DEFINED 03
105014
 SHURGARD STORAGE CTRS INC          COM            82567D104     3261    96199 SH       DEFINED 03
96199
 SICOR INC                          COM            825846108     5438   318400 SH       DEFINED 03
318400
 SIEBEL SYS INC                     COM            826170102    25533   782990 SH       DEFINED 03
782990
 SIEBEL SYS INC                     COM            826170102      187     5745 SH       DEFINED 09              5745

 SIERRA HEALTH SVCS INC             COM            826322109     1289    98518 SH       DEFINED 03
98518
 SIERRA PAC RES NEW                 COM            826428104     1281    84868 SH       DEFINED 03
84868
 SIGMA ALDRICH CORP                 COM            826552101     6751   143757 SH       DEFINED 03
143757
 SILICON LABORATORIES INC           COM            826919102      237     6700 SH       DEFINED 03
6700
 SILICON GRAPHICS INC               COM            827056102      430   101100 SH       DEFINED 03
101100
 SILICON STORAGE TECHNOLOGY I       COM            827057100      398    37700 SH       DEFINED 03
37700
 SILICON IMAGE INC                  COM            82705T102       88    10300 SH       DEFINED 03
10300
 SILICON VY BANCSHARES              COM            827064106      670    22147 SH       DEFINED 03             22147

 SIMON PPTY GROUP INC NEW           COM            828806109      656    20104 SH       DEFINED 03
20104
 SIMPSON MANUFACTURING CO INC       COM            829073105     2285    37370 SH       DEFINED 03
37370
 SINCLAIR BROADCAST GROUP INC       CL A           829226109      180    13300 SH       DEFINED 03
13300
 SIRIUS SATELLITE RADIO INC         COM            82966U103       62    11600 SH       DEFINED 03
11600
 SITEL CORP                         COM            82980K107       97    29900 SH       DEFINED 03
29900
 SIPEX CORP                         COM            829909100      117    10500 SH       DEFINED 03
10500
 SIX FLAGS INC                      COM            83001P109      489    27390 SH       DEFINED 03
27390
 SKYLINE CORP                       COM            830830105      837    26964 SH       DEFINED 03             26964

 SKYWEST INC                        COM            830879102     3858   154750 SH       DEFINED 03
154750
 SMITH A O                          COM            831865209     2182    85743 SH       DEFINED 03
85743
 SMITH INTL INC                     COM            832110100     3320    49003 SH       DEFINED 03
49003
 SMITHFIELD FOODS INC               COM            832248108     4193   160643 SH       DEFINED 03
160643
 SMUCKER J M CO                     COM            832696306      333     9846 SH       DEFINED 03
9846
 SMURFIT-STONE CONTAINER CORP       COM            832727101      454    26486 SH       DEFINED 03
26486
 SNAP ON INC                        COM            833034101    15376   451561 SH       DEFINED 03
451561
 SOLA INTL INC                      COM            834092108     1221    82947 SH       DEFINED 03             82947

 SOLECTRON CORP                     COM            834182107     8854  1135180 SH       DEFINED 03
1135180
 SOLECTRON CORP                     NOTE         5 834182AK3     8100 15000000 PRN      DEFINED 03
15000000
 SOLUTIA INC                        COM            834376105      847    97390 SH       DEFINED 03
97390
 SOMERA COMMUNICATION               COM            834458101      127    17300 SH       DEFINED 03
17300
 SONG NETWORKS HLDG AKTIEBOLA       SPONSORED ADR  83544Q101       12    35222 SH       DEFINED 03
35222
 SONIC CORP                         COM            835451105     3362   130777 SH       DEFINED 03
130777
 SONIC AUTOMOTIVE INC               CL A           83545G102      261     8700 SH       DEFINED 03
8700
 SONICBLUE INC                      COM            83546Q109       81    32256 SH       DEFINED 03             32256

 SONICWALL INC                      COM            835470105      166    12700 SH       DEFINED 03
12700
 SONOCO PRODS CO                    COM            835495102     1693    59169 SH       DEFINED 03
59169
 SOTHEBYS HLDGS INC                 CL A           835898107      636    39624 SH       DEFINED 03
39624
 SONUS NETWORKS INC                 COM            835916107       48    18200 SH       DEFINED 03
18200
 SOUNDVIEW TECHNOLOGY GROUP N       COM            83611Q109       71    31600 SH       DEFINED 03
31600
 SOURCECORP                         COM            836167106     1438    48769 SH       DEFINED 03
48769
 SOUTH FINL GROUP INC               COM            837841105     2474   121566 SH       DEFINED 03
121566
 SOUTHERN CO                        COM            842587107    39904  1506369 SH       DEFINED 03           1506369

 SOUTHERN UN CO NEW                 COM            844030106     2742   149690 SH       DEFINED 03
149690
 SOUTHTRUST CORP                    COM            844730101    31569  1195780 SH       DEFINED 03
1195780
 SOUTHWEST AIRLS CO                 COM            844741108    25421  1313732 SH       DEFINED 03
1313732
 SOUTHWEST BANCORPORATION TEX       COM            84476R109     3632   108953 SH       DEFINED 03
108953
 SOUTHWEST GAS CORP                 COM            844895102     2530   101214 SH       DEFINED 03
101214
 SOUTHWESTERN ENERGY CO             COM            845467109     1003    79761 SH       DEFINED 03
79761
 SOVEREIGN BANCORP INC              COM            845905108     5915   420990 SH       DEFINED 03
420990
 SPACELABS MED INC                  COM            846247104      400    28472 SH       DEFINED 03             28472

 SPARTAN MTRS INC                   COM            846819100       89    11400 SH       DEFINED 03
11400
 SPECTRASITE HLDGS INC              COM            84760T100       70    65200 SH       DEFINED 03
65200
 SPEEDWAY MOTORSPORTS INC           COM            847788106      214     7500 SH       DEFINED 03
7500
 SPHERION CORP                      COM            848420105     2020   182832 SH       DEFINED 03
182832
 SPIEGEL INC                        CL A           848457107       45    32800 SH       DEFINED 03
32800
 SPINNAKER EXPL CO                  COM            84855W109      287     6900 SH       DEFINED 03
6900
 SPRINT CORP                        COM FON GROUP  852061100    43734  2860300 SH       DEFINED 03
2860300
 SPRINT CORP                        PCS COM SER 1  852061506    14463  1405516 SH       DEFINED 03           1405516

 STANCORP FINL GROUP INC            COM            852891100     1136    20649 SH       DEFINED 03
20649
 STANDARD MICROSYSTEMS CORP         COM            853626109     1557    67698 SH       DEFINED 03
67698
 STANDARD MTR PRODS INC             COM            853666105      482    33027 SH       DEFINED 03
33027
 STANDARD PAC CORP NEW              COM            85375C101     3903   138914 SH       DEFINED 03
138914
 STANDARD REGISTER CO               COM            853887107     2275    80918 SH       DEFINED 03
80918
 STANDEX INTL CORP                  COM            854231107      826    33820 SH       DEFINED 03
33820
 STANLEY WKS                        COM            854616109    19350   418373 SH       DEFINED 03
418373
 STAPLES INC                        COM            855030102    13136   657775 SH       DEFINED 03            657775

 STARBUCKS CORP                     COM            855244109    12295   531569 SH       DEFINED 03
531569
 STARTEK INC                        COM            85569C107      923    39855 SH       DEFINED 03
39855
 STARWOOD HOTELS&RESORTS WRLD       PAIRED CTF     85590A203    10465   278256 SH       DEFINED 03
278256
 STATE STR CORP                     COM            857477103    30308   547266 SH       DEFINED 03
547266
 STATEN IS BANCORP INC              COM            857550107     3822   194213 SH       DEFINED 03
194213
 STATION CASINOS INC                COM            857689103      318    19100 SH       DEFINED 03
19100
 STEAK N SHAKE CO                   COM            857873103     1120    79715 SH       DEFINED 03
79715
 STEEL DYNAMICS INC                 COM            858119100     2211   134737 SH       DEFINED 03            134737

 STEEL TECHNOLOGIES INC             COM            858147101      213    24998 SH       DEFINED 03
24998
 STEIN MART INC                     COM            858375108     1138   113659 SH       DEFINED 03
113659
 STERLING BANCSHARES INC            COM            858907108     1980   148327 SH       DEFINED 03
148327
 STERICYCLE INC                     COM            858912108      263     4200 SH       DEFINED 03
4200
 STERIS CORP                        COM            859152100     4529   217136 SH       DEFINED 03
217136
 STEWART & STEVENSON SVCS INC       COM            860342104     1270    65622 SH       DEFINED 03
65622
 STEWART ENTERPRISES INC            CL A           860370105      158    26500 SH       DEFINED 03
26500
 STEWART INFORMATION SVCS COR       COM            860372101      983    49126 SH       DEFINED 03             49126

 STILLWATER MNG CO                  COM            86074Q102     2106   111713 SH       DEFINED 03
111713
 STILWELL FINL INC                  COM            860831106    22666   925531 SH       DEFINED 03
925531
 STMICROELECTRONICS N V             NY REGISTRY    861012102     1883    55512 SH       DEFINED 03
55512
 STONE ENERGY CORP                  COM            861642106     2981    76935 SH       DEFINED 03
76935
 STORAGE USA INC                    COM            861907103      290     6800 SH       DEFINED 03
6800
 STORAGE TECHNOLOGY CORP            COM PAR $0.10  862111200     7402   345263 SH       DEFINED 03
345263
 STORAGE COMPUTER CORP              COM            86211A101      132    25258 SH       DEFINED 03
25258
 STRATOS LIGHTWAVE INC              COM            863100103      889   201073 SH       DEFINED 03            201073

 STRIDE RITE CORP                   COM            863314100     1060   128466 SH       DEFINED 03
128466
 STRYKER CORP                       COM            863667101    38443   637211 SH       DEFINED 03
637211
 STUDENT LN CORP                    COM            863902102      330     3600 SH       DEFINED 03
3600
 STURM RUGER & CO INC               COM            864159108     1109    85996 SH       DEFINED 03
85996
 SUMMIT PPTYS INC                   COM            866239106      304    12400 SH       DEFINED 03
12400
 SUN COMMUNITIES INC                COM            866674104      310     7900 SH       DEFINED 03
7900
 SUN MICROSYSTEMS INC               COM            866810104    43064  4882556 SH       DEFINED 03
4882556
 SUN MICROSYSTEMS INC               COM            866810104     9060  1027192 SH       DEFINED 09           1027192

 SUNGARD DATA SYS INC               COM            867363103     8114   246108 SH       DEFINED 03
246108
 SUNOCO INC                         COM            86764P109    19751   493652 SH       DEFINED 03
493652
 SUNRISE ASSISTED LIVING INC        COM            86768K106     1786    65504 SH       DEFINED 03
65504
 SUNTRUST BKS INC                   COM            867914103    57547   862390 SH       DEFINED 03
862390
 SUPERIOR ENERGY SVCS INC           COM            868157108      242    24100 SH       DEFINED 03
24100
 SUPERIOR INDS INTL INC             COM            868168105      857    17572 SH       DEFINED 03
17572
 SUPERTEX INC                       COM            868532102      740    34827 SH       DEFINED 03
34827
 SUPERVALU INC                      COM            868536103    22485   871506 SH       DEFINED 03            871506

 SURMODICS INC                      COM            868873100     2176    49905 SH       DEFINED 03
49905
 SUSQUEHANNA BANCSHARES INC P       COM            869099101     2872   117319 SH       DEFINED 03
117319
 SWIFT ENERGY CO                    COM            870738101     1636    83054 SH       DEFINED 03
83054
 SWIFT TRANSN CO                    COM            870756103      931    42450 SH       DEFINED 03
42450
 SYBASE INC                         COM            871130100     3266   186927 SH       DEFINED 03
186927
 SYBRON DENTAL SPECIALTIES IN       COM            871142105     2381   118461 SH       DEFINED 03
118461
 SYCAMORE NETWORKS INC              COM            871206108      107    27000 SH       DEFINED 03
27000
 SYCAMORE NETWORKS INC              COM            871206108      168    42650 SH       DEFINED 09             42650

 SYKES ENTERPRISES INC              COM            871237103      613    63236 SH       DEFINED 03
63236
 SYLVAN LEARNING SYS INC            COM            871399101     2749    97304 SH       DEFINED 03
97304
 SYMANTEC CORP                      COM            871503108     8918   216398 SH       DEFINED 03
216398
 SYMBOL TECHNOLOGIES INC            COM            871508107     3453   307174 SH       DEFINED 03
307174
 SYMMETRICOM INC                    COM            871543104      480    77561 SH       DEFINED 03
77561
 SYMYX TECHNOLOGIES                 COM            87155S108      322    15600 SH       DEFINED 03
15600
 SYNCOR INTL CORP DEL               COM            87157J106     2893   106147 SH       DEFINED 03
106147
 SYNOPSYS INC                       COM            871607107     7727   140075 SH       DEFINED 03            140075

 SYNOVUS FINL CORP                  COM            87161C105    12872   422295 SH       DEFINED 03
422295
 SYNTEL INC                         COM            87162H103      158    11250 SH       DEFINED 03
11250
 SYSCO CORP                         COM            871829107    38657  1296345 SH       DEFINED 03
1296345
 SYSTEMAX INC                       COM            871851101       36    14400 SH       DEFINED 03
14400
 SYSTEMS & COMPUTER TECHNOLOG       COM            871873105     1332   101003 SH       DEFINED 03
101003
 TBC CORP                           COM            872180104     1169    80636 SH       DEFINED 03
80636
 TCF FINL CORP                      COM            872275102     3679    69930 SH       DEFINED 03
69930
 TECO ENERGY INC                    COM            872375100     5413   189053 SH       DEFINED 03            189053

 THQ INC                            COM NEW        872443403     4185    85230 SH       DEFINED 03
85230
 TJX COS INC NEW                    COM            872540109    15821   395427 SH       DEFINED 03
395427
 TRW INC                            COM            872649108    25064   486967 SH       DEFINED 03
486967
 TMP WORLDWIDE INC                  COM            872941109     4998   144986 SH       DEFINED 03
144986
 TXU CORP                           COM            873168108    40500   742985 SH       DEFINED 03
742985
 TAIWAN SEMICONDUCTOR MFG LTD       SPONSORED ADR  874039100      656    31600 SH       DEFINED 03
31600
 TAKE-TWO INTERACTIVE SOFTWAR       COM            874054109     2142   106573 SH       DEFINED 03
106573
 TALBOTS INC                        COM            874161102      283     8000 SH       DEFINED 03              8000

 TALISMAN ENERGY INC                COM            87425E103     7397   177221 SH       DEFINED 03
177221
 TANOX INC                          COM            87588Q109      202    14300 SH       DEFINED 03
14300
 TARGET CORP                        COM            87612E106    56631  1313331 SH       DEFINED 03
1313331
 TAUBMAN CTRS INC                   COM            876664103      199    13200 SH       DEFINED 03
13200
 TECH DATA CORP                     COM            878237106     1856    40450 SH       DEFINED 03
40450
 TECHNE CORP                        COM            878377100     3840   139273 SH       DEFINED 03
139273
 TECHNITROL INC                     COM            878555101     2566   107617 SH       DEFINED 03
107617
 TECUMSEH PRODS CO                  CL A           878895200     2662    49938 SH       DEFINED 03             49938

 TEKELEC                            COM            879101103      338    29500 SH       DEFINED 03
29500
 TEKTRONIX INC                      COM            879131100    10822   457399 SH       DEFINED 03
457399
 TELEDYNE TECHNOLOGIES INC          COM            879360105     1480    89292 SH       DEFINED 03
89292
 TELEFLEX INC                       COM            879369106      750    13712 SH       DEFINED 03
13712
 TELEPHONE & DATA SYS INC           COM            879433100     3333    37771 SH       DEFINED 03
37771
 TELLABS INC                        COM            879664100     6247   596661 SH       DEFINED 03
596661
 TELLIUM INC                        COM            87967E107       78    33900 SH       DEFINED 03
33900
 TEMPLE INLAND INC                  COM            879868107    17569   309742 SH       DEFINED 03            309742

 TELETECH HOLDINGS INC              COM            879939106      177    13200 SH       DEFINED 03
13200
 TENET HEALTHCARE CORP              COM            88033G100    72204  1077343 SH       DEFINED 03
1077343
 TERADYNE INC                       COM            880770102     9962   252654 SH       DEFINED 03
252654
 TERAYON COMMUNICATION SYS          COM            880775101      153    18100 SH       DEFINED 03
18100
 TERREMARK WORLDWIDE INC            COM            881448104       25    55600 SH       DEFINED 03
55600
 TESORO PETE CORP                   COM            881609101      233    16600 SH       DEFINED 03
16600
 TETRA TECHNOLOGIES INC DEL         COM            88162F105     1548    53280 SH       DEFINED 03
53280
 TETRA TECH INC NEW                 COM            88162G103     2235   156379 SH       DEFINED 03            156379

 TEXAS INDS INC                     COM            882491103     2920    70883 SH       DEFINED 03
70883
 TEXAS INSTRS INC                   COM            882508104   121460  3669484 SH       DEFINED 03
3669484
 TEXAS INSTRS INC                   COM            882508104       92     2766 SH       DEFINED 09
2766
 TEXAS REGL BANCSHARES INC          CL A VTG       882673106      278     6360 SH       DEFINED 03
6360
 TEXTRON INC                        COM            883203101    26427   517166 SH       DEFINED 03
517166
 THERAGENICS CORP                   COM            883375107     1329   134246 SH       DEFINED 03
134246
 THERMA-WAVE INC                    COM            88343A108     1121    77640 SH       DEFINED 03
77640
 THERMO ELECTRON CORP               COM            883556102    14237   686802 SH       DEFINED 03            686802

 THOMAS & BETTS CORP                COM            884315102     2290   108243 SH       DEFINED 03
108243
 THOMAS INDS INC                    COM            884425109     1265    43251 SH       DEFINED 03
43251
 THOR INDS INC                      COM            885160101     1864    39401 SH       DEFINED 03
39401
 THORATEC CORP                      COM NEW        885175307      203    18511 SH       DEFINED 03
18511
 THORNBURG MTG INC                  COM            885218107      218    10900 SH       DEFINED 03
10900
 3COM CORP                          COM            885535104      698   114169 SH       DEFINED 03
114169
 3DO CO                             COM            88553W105       15    14400 SH       DEFINED 03
14400
 THREE FIVE SYS INC                 COM            88554L108     1045    70537 SH       DEFINED 03             70537

 3TEC ENERGY CORP                   COM NEW        88575R308     4563   267626 SH       DEFINED 03
267626
 TIBCO SOFTWARE INC                 COM            88632Q103      219    18600 SH       DEFINED 03
18600
 TICKETMASTER                       CL B           88633P203      284     9600 SH       DEFINED 03
9600
 TIDEWATER INC                      COM            886423102     3672    86708 SH       DEFINED 03
86708
 TIFFANY & CO NEW                   COM            886547108    11230   315897 SH       DEFINED 03
315897
 TIMBERLAND CO                      CL A           887100105      512    12111 SH       DEFINED 03
12111
 TIME WARNER TELECOM INC            CL A           887319101       74    12100 SH       DEFINED 03
12100
 TIMKEN CO                          COM            887389104     4228   183107 SH       DEFINED 03            183107

 TITAN CORP                         COM            888266103      708    34269 SH       DEFINED 03
34269
 TITAN INTL INC ILL                 COM            88830M102      272    53401 SH       DEFINED 03
53401
 TOLL BROTHERS INC                  WHEN ISSUED    889478103     5513   110595 SH       DEFINED 03
110595
 TOLLGRADE COMMUNICATIONS INC       COM            889542106      967    39448 SH       DEFINED 03
39448
 TOO INC                            COM            890333107     4790   162417 SH       DEFINED 03
162417
 TOOTSIE ROLL INDS INC              COM            890516107      742    16136 SH       DEFINED 03
16136
 TORCHMARK CORP                     COM            891027104    28698   712274 SH       DEFINED 03
712274
 TORO CO                            COM            891092108     2630    44134 SH       DEFINED 03             44134

 TOTAL FINA ELF S A                 SPONSORED ADR  89151E109     7576    98897 SH       DEFINED 03
98897
 TOUCH AMERICA HLDGS INC            COM            891539108      274    72000 SH       DEFINED 03
72000
 TOWER AUTOMOTIVE INC               COM            891707101     2155   154062 SH       DEFINED 03
154062
 TOTAL SYS SVCS INC                 COM            891906109      562    22350 SH       DEFINED 03
22350
 TOYS R US INC                      COM            892335100    12703   707280 SH       DEFINED 03
707280
 TRANSACTION SYS ARCHITECTS         CL A           893416107      493    43272 SH       DEFINED 03
43272
 TRANSATLANTIC HLDGS INC            COM            893521104      421     5125 SH       DEFINED 03
5125
 TRANSKARYOTIC THERAPIES INC        COM            893735100      366     8500 SH       DEFINED 03              8500

 TRANSMETA CORP DEL                 COM            89376R109       49    12700 SH       DEFINED 03
12700
 TRANSPRO INC                       COM            893885103       43    10065 SH       DEFINED 03
10065
 TRANSWITCH CORP                    COM            894065101      143    43891 SH       DEFINED 03
43891
 TREDEGAR CORP                      COM            894650100     2057   110002 SH       DEFINED 03
110002
 TRIAD HOSPITALS INC                COM            89579K109      883    25675 SH       DEFINED 03
25675
 TRIDENT MICROSYSTEMS INC           COM            895919108      111    14200 SH       DEFINED 03
14200
 TRIARC COS INC                     CL A           895927101     1692    60876 SH       DEFINED 03
60876
 TRICON GLOBAL RESTAURANTS          COM            895953107    41554   706938 SH       DEFINED 03            706938

 TRIBUNE CO NEW                     COM            896047107    26644   586103 SH       DEFINED 03
586103
 TRIGON HEALTHCARE INC              COM            89618L100     2123    28755 SH       DEFINED 03
28755
 TRIMBLE NAVIGATION LTD             COM            896239100     1449    87161 SH       DEFINED 03
87161
 TRIMERIS INC                       COM            896263100      246     5700 SH       DEFINED 03
5700
 TRINITY INDS INC                   COM            896522109     1703    70056 SH       DEFINED 03
70056
 TRIQUINT SEMICONDUCTOR INC         COM            89674K103      823    68548 SH       DEFINED 03
68548
 TRIUMPH GROUP INC NEW              COM            896818101     1795    45790 SH       DEFINED 03
45790
 TRIZETTO GROUP INC                 COM            896882107      196    16100 SH       DEFINED 03             16100

 TRUSTCO BK CORP N Y                COM            898349105     2673   207076 SH       DEFINED 03
207076
 TRUSTMARK CORP                     COM            898402102      263    10400 SH       DEFINED 03
10400
 TUPPERWARE CORP                    COM            899896104    13335   586153 SH       DEFINED 03
586153
 TYCO INTL LTD NEW                  COM            902124106    95373  2950910 SH       DEFINED 03
2950910
 TYLER TECHNOLOGIES INC             COM            902252105      100    17500 SH       DEFINED 03
17500
 TYSON FOODS INC                    CL A           902494103     9555   765625 SH       DEFINED 03
765625
 UCAR INTL INC                      COM            90262K109      375    26419 SH       DEFINED 03
26419
 UCBH HOLDINGS INC                  COM            90262T308     2509    69747 SH       DEFINED 03             69747

 UGI CORP NEW                       COM            902681105     2962    94496 SH       DEFINED 03
94496
 UICI                               COM            902737105      925    48800 SH       DEFINED 03
48800
 UIL HLDG CORP                      COM            902748102     2753    47384 SH       DEFINED 03
47384
 UMB FINL CORP                      COM            902788108      262     6102 SH       DEFINED 03
6102
 UST INC                            COM            902911106    13973   358935 SH       DEFINED 03
358935
 UST INC                            COM            902911106     2616    67187 SH       DEFINED 09
67187
 US BANCORP DEL                     COM NEW        902973304   109137  4835493 SH       DEFINED 03
4835493
 USA NETWORKS INC                   COM            902984103     1182    37193 SH       DEFINED 03             37193

 URS CORP NEW                       COM            903236107     1583    49933 SH       DEFINED 03
49933
 USEC INC                           COM            90333E108      196    30700 SH       DEFINED 03
30700
 US ONCOLOGY INC                    COM            90338W103     2480   281552 SH       DEFINED 03
281552
 UBIQUITEL INC                      COM            903474302       49    20100 SH       DEFINED 03
20100
 ULTIMATE ELECTRS INC               COM            903849107      861    30698 SH       DEFINED 03
30698
 USA ED INC                         COM            90390U102    24134   246769 SH       DEFINED 03
246769
 ULTRA PETE CORP                    COM            903914109      180    22500 SH       DEFINED 03
22500
 ULTRATECH STEPPER INC              COM            904034105     1618    77779 SH       DEFINED 03             77779

 UNIFI INC                          COM            904677101      482    51286 SH       DEFINED 03
51286
 UNILEVER N V                       N Y SHS NEW    904784709    52676   927390 SH       DEFINED 03
927390
 UNION PAC CORP                     COM            907818108    49929   803496 SH       DEFINED 03
803496
 UNION PLANTERS CORP                COM            908068109    11196   236242 SH       DEFINED 03
236242
 UNIONBANCAL CORP                   COM            908906100      731    16610 SH       DEFINED 03
16610
 UNISOURCE ENERGY CORP              COM            909205106     2275   111210 SH       DEFINED 03
111210
 UNISYS CORP                        COM            909214108    21083  1669307 SH       DEFINED 03
1669307
 UNIT CORP                          COM            909218109     2040   111560 SH       DEFINED 03            111560

 UNITED AUTO GROUP INC              COM            909440109      838    37200 SH       DEFINED 03
37200
 UNITED CMNTY FINL CORP OHIO        COM            909839102      110    14800 SH       DEFINED 03
14800
 UNITED BANKSHARES INC WEST V       COM            909907107     4026   136330 SH       DEFINED 03
136330
 UNITED DOMINION REALTY TR IN       COM            910197102     1120    70700 SH       DEFINED 03
70700
 UNITED INDL CORP                   COM            910671106      258    11600 SH       DEFINED 03
11600
 UNITED MICROELECTRONICS CORP       SPONSORED ADR  910873207      280    26300 SH       DEFINED 03
26300
 UNITED NAT FOODS INC               COM            911163103     2243    90040 SH       DEFINED 03
90040
 UNITED PARCEL SERVICE INC          CL B           911312106     2228    36650 SH       DEFINED 03             36650

 UNITED RENTALS INC                 COM            911363109      705    25644 SH       DEFINED 03
25644
 UNITED STATES CELLULAR CORP        COM            911684108      357     8700 SH       DEFINED 03
8700
 US AIRWAYS GROUP INC               COM            911905107      841   130400 SH       DEFINED 03
130400
 U S INDS INC NEW                   COM            912080108      101    26630 SH       DEFINED 03
26630
 UNITED STATES STL CORP NEW         COM            912909108    10490   577975 SH       DEFINED 03
577975
 UNITED STATIONERS INC              COM            913004107     4413   115824 SH       DEFINED 03
115824
 UNITED TECHNOLOGIES CORP           COM            913017109    77560  1045278 SH       DEFINED 03
1045278
 UNITEDGLOBALCOM                    CL A           913247508      210    38902 SH       DEFINED 03             38902

 UNITEDHEALTH GROUP INC             COM            91324P102    66641   872035 SH       DEFINED 03
872035
 UNITRIN INC                        COM            913275103     1535    38190 SH       DEFINED 03
38190
 UNIVERSAL ACCESS GLOBAL HLDG       COM            91336M105       20    13200 SH       DEFINED 03
13200
 UNIVERSAL CORP VA                  COM            913456109     1129    28694 SH       DEFINED 03
28694
 UNIVERSAL FST PRODS INC            COM            913543104     1459    61061 SH       DEFINED 03
61061
 UNIVERSAL HLTH SVCS INC            CL B           913903100    11419   276821 SH       DEFINED 03
276821
 UNIVISION COMMUNICATIONS INC       CL A           914906102    12259   291884 SH       DEFINED 03
291884
 UNOCAL CORP                        COM            915289102    13502   346660 SH       DEFINED 03            346660

 UNOVA INC                          COM            91529B106      113    14140 SH       DEFINED 03
14140
 UNUMPROVIDENT CORP                 COM            91529Y106    23594   844739 SH       DEFINED 03
844739
 USFREIGHTWAYS CORP                 COM            916906100     3373    95182 SH       DEFINED 03
95182
 V F CORP                           COM            918204108    20802   480971 SH       DEFINED 03
480971
 VALASSIS COMMUNICATIONS INC        COM            918866104     1403    36329 SH       DEFINED 03
36329
 VALENCE TECHNOLOGY INC             COM            918914102      380   124612 SH       DEFINED 03
124612
 VALERO ENERGY CORP NEW             COM            91913Y100     6396   129159 SH       DEFINED 03
129159
 VALLEY NATL BANCORP                COM            919794107      299     8500 SH       DEFINED 03              8500

 VALMONT INDS INC                   COM            920253101     1342    74961 SH       DEFINED 03
74961
 VALSPAR CORP                       COM            920355104     2767    58806 SH       DEFINED 03
58806
 VALUEVISION INTL INC               CL A           92047K107      332    16000 SH       DEFINED 03
16000
 VARCO INTL INC DEL                 COM            922122106     1829    90971 SH       DEFINED 03
90971
 VARIAN INC                         COM            922206107      440    11600 SH       DEFINED 03
11600
 VARIAN SEMICONDUCTOR EQUIPMN       COM            922207105     4284    95196 SH       DEFINED 03
95196
 VARIAN MED SYS INC                 COM            92220P105     7714   188599 SH       DEFINED 03
188599
 VECTREN CORP                       COM            92240G101      574    22337 SH       DEFINED 03             22337

 VEECO INSTRS INC DEL               COM            922417100     2900    82868 SH       DEFINED 03
82868
 VENTAS INC                         COM            92276F100      259    20479 SH       DEFINED 03
20479
 VERITAS SOFTWARE CO                COM            923436109    28106   641239 SH       DEFINED 03
641239
 VERITY INC                         COM            92343C106     2047   115770 SH       DEFINED 03
115770
 VERISIGN INC                       COM            92343E102      697    25807 SH       DEFINED 03
25807
 VERITAS DGC INC                    COM            92343P107     1614    95467 SH       DEFINED 03
95467
 VERIZON COMMUNICATIONS             COM            92343V104   281944  6115929 SH       DEFINED 03
6115929
 VERTEX PHARMACEUTICALS INC         COM            92532F100      617    22135 SH       DEFINED 03             22135

 VESTA INS GROUP INC                COM            925391104       61    10200 SH       DEFINED 03
10200
 VIACOM INC                         CL B           925524308   168112  3475546 SH       DEFINED 03
3475546
 VIACOM INC                         CL B           925524308      393     8119 SH       DEFINED 09
8119
 VIAD CORP                          COM            92552R109     2277    81322 SH       DEFINED 03
81322
 VIASAT INC                         COM            92552V100     1003    71554 SH       DEFINED 03
71554
 VIASYSTEMS GROUP INC               COM            92553H100        5    16600 SH       DEFINED 03
16600
 VICOR CORP                         COM            925815102     2034   120355 SH       DEFINED 03
120355
 VIGNETTE CORP                      COM            926734104       75    21744 SH       DEFINED 03             21744

 VINTAGE PETE INC                   COM            927460105     2771   188513 SH       DEFINED 03
188513
 VISHAY INTERTECHNOLOGY INC         COM            928298108     1102    54162 SH       DEFINED 03
54162
 VISTEON CORP                       COM            92839U107     6698   404697 SH       DEFINED 03
404697
 VISUAL NETWORKS INC                COM            928444108      275    93689 SH       DEFINED 03
93689
 VISX INC DEL                       COM            92844S105      650    36784 SH       DEFINED 03
36784
 VITAL SIGNS INC                    COM            928469105     1447    39248 SH       DEFINED 03
39248
 VITESSE SEMICONDUCTOR CORP         COM            928497106     2532   258334 SH       DEFINED 03
258334
 VITESSE SEMICONDUCTOR CORP         COM            928497106       33     3366 SH       DEFINED 09              3366

 VITRIA TECHNOLOGY                  COM            92849Q104       77    19600 SH       DEFINED 03
19600
 VIVENDI UNIVERSAL                  SPON ADR NEW   92851S204     1112    28880 SH       DEFINED 03
28880
 VIVENDI UNIVERSAL                  SPON ADR NEW   92851S204       26      675 SH       DEFINED 09
675
 VIVUS INC                          COM            928551100      104    11700 SH       DEFINED 03
11700
 VOLT INFORMATION SCIENCES IN       COM            928703107      797    42726 SH       DEFINED 03
42726
 VORNADO RLTY TR                    SH BEN INT     929042109      415     9400 SH       DEFINED 03
9400
 VULCAN MATLS CO                    COM            929160109     6858   144254 SH       DEFINED 03
144254
 WD-40 CO                           COM            929236107     1512    50183 SH       DEFINED 03             50183

 WGL HLDGS INC                      COM            92924F106     1238    46089 SH       DEFINED 03
46089
 W HLDG CO INC                      COM            929251106      282    16000 SH       DEFINED 03
16000
 WJ COMMUNICATIONS INC              COM            929284107       56    17300 SH       DEFINED 03
17300
 WMS INDS INC                       COM            929297109     1818    95696 SH       DEFINED 03
95696
 WPS RESOURCES CORP                 COM            92931B106      568    14400 SH       DEFINED 03
14400
 WABASH NATL CORP                   COM            929566107      676    68282 SH       DEFINED 03
68282
 WABTEC CORP                        COM            929740108      319    21300 SH       DEFINED 03
21300
 WACHOVIA CORP 2ND NEW              COM            929903102   130668  3523944 SH       DEFINED 03           3523944

 WADDELL & REED FINL INC            CL A           930059100     2227    73078 SH       DEFINED 03
73078
 WAL MART STORES INC                COM            931142103   498572  8133311 SH       DEFINED 03
8133311
 WAL MART STORES INC                COM            931142103     2538    41408 SH       DEFINED 09
41408
 WALGREEN CO                        COM            931422109    57604  1469865 SH       DEFINED 03
1469865
 WALLACE COMPUTER SERVICES IN       COM            932270101     1544    76450 SH       DEFINED 03
76450
 WASHINGTON FED INC                 COM            938824109     5262   219813 SH       DEFINED 03
219813
 WASHINGTON MUT INC                 COM            939322103   107968  3258907 SH       DEFINED 03
3258907
 WASHINGTON POST CO                 CL B           939640108     2899     4775 SH       DEFINED 03              4775

 WASHINGTON REAL ESTATE INVT        SH BEN INT     939653101      322    11200 SH       DEFINED 03
11200
 WASTE CONNECTIONS INC              COM            941053100     4085   121910 SH       DEFINED 03
121910
 WASTE MGMT INC DEL                 COM            94106L109    24755   908435 SH       DEFINED 03
908435
 WATERS CORP                        COM            941848103    11712   418741 SH       DEFINED 03
418741
 WATSCO INC                         COM            942622200     1407    78800 SH       DEFINED 03
78800
 WATSON PHARMACEUTICALS INC         COM            942683103     4151   153243 SH       DEFINED 03
153243
 WATSON WYATT & CO HLDGS            CL A           942712100      211     7700 SH       DEFINED 03
7700
 WATTS INDS INC                     CL A           942749102     1415    84221 SH       DEFINED 03             84221

 WAUSAU-MOSINEE PAPER CORP          COM            943315101      284    22245 SH       DEFINED 03
22245
 WAVE SYSTEMS CORP                  CL A           943526103       51    20900 SH       DEFINED 03
20900
 WAYPOINT FINL CORP                 COM            946756103      316    19100 SH       DEFINED 03
19100
 WEATHERFORD INTL INC               COM            947074100     3095    64984 SH       DEFINED 03
64984
 WEBMETHODS INC                     COM            94768C108      279    16212 SH       DEFINED 03
16212
 WEBMD CORP                         COM            94769M105      269    35050 SH       DEFINED 03
35050
 WEBSTER FINL CORP CONN             COM            947890109     7921   211624 SH       DEFINED 03
211624
 WEINGARTEN RLTY INVS               SH BEN INT     948741103      447     8700 SH       DEFINED 03              8700

 WELLMAN INC                        COM            949702104     1772   107696 SH       DEFINED 03
107696
 WELLPOINT HEALTH NETWORK NEW       COM            94973H108    29107   457154 SH       DEFINED 03
457154
 WELLS FARGO & CO NEW               COM            949746101   152866  3094461 SH       DEFINED 03
3094461
 WELLS GARDNER ELECTRS CORP         COM            949765101       41    14585 SH       DEFINED 03
14585
 WENDYS INTL INC                    COM            950590109     5182   148140 SH       DEFINED 03
148140
 WENDYS INTL INC                    COM            950590109     1756    50196 SH       DEFINED 09
50196
 WERNER ENTERPRISES INC             COM            950755108     3760   179474 SH       DEFINED 03
179474
 WESCO FINL CORP                    COM            950817106      281      900 SH       DEFINED 03               900

 WEST CORP                          COM            952355105      225     7100 SH       DEFINED 03
7100
 WEST PHARMACEUTICAL SVSC INC       COM            955306105      566    18634 SH       DEFINED 03
18634
 WESTAMERICA BANCORPORATION         COM            957090103     1002    23434 SH       DEFINED 03
23434
 WESTERN DIGITAL CORP               COM            958102105      430    69100 SH       DEFINED 03
69100
 WESTERN GAS RES INC                COM            958259103     2267    60900 SH       DEFINED 03
60900
 WESTERN RES INC                    COM            959425109     2227   129881 SH       DEFINED 03
129881
 WESTPOINT STEVENS INC              COM            961238102       28    12600 SH       DEFINED 03
12600
 WESTPORT RES CORP NEW              COM            961418100      249    12667 SH       DEFINED 03             12667

 WESTWOOD ONE INC                   COM            961815107     3113    81182 SH       DEFINED 03
81182
 WET SEAL INC                       CL A           961840105     2623    75186 SH       DEFINED 03
75186
 WEYERHAEUSER CO                    COM            962166104    30801   489986 SH       DEFINED 03
489986
 WHIRLPOOL CORP                     COM            963320106    21927   290237 SH       DEFINED 03
290237
 WHITNEY HLDG CORP                  COM            966612103     3961    79434 SH       DEFINED 03
79434
 WHOLE FOODS MKT INC                COM            966837106     9322   204036 SH       DEFINED 03
204036
 WILEY JOHN & SONS INC              CL A           968223206      461    17600 SH       DEFINED 03
17600
 WILLIAMS COS INC DEL               COM            969457100    27041  1147768 SH       DEFINED 03           1147768

 WILLIAMS SONOMA INC                COM            969904101     3732    81154 SH       DEFINED 03
81154
 WILMINGTON TRUST CORP              COM            971807102      935    13898 SH       DEFINED 03
13898
 WIND RIVER SYSTEMS INC             COM            973149107      316    23287 SH       DEFINED 03
23287
 WINN DIXIE STORES INC              COM            974280109     8971   559292 SH       DEFINED 03
559292
 WINNEBAGO INDS INC                 COM            974637100     3039    72376 SH       DEFINED 03
72376
 WISCONSIN ENERGY CORP              COM            976657106     5490   220660 SH       DEFINED 03
220660
 WISER OIL CO DEL                   COM            977284108      139    26300 SH       DEFINED 03
26300
 WOLVERINE TUBE INC                 COM            978093102      299    34320 SH       DEFINED 03             34320

 WOLVERINE WORLD WIDE INC           COM            978097103     2452   136576 SH       DEFINED 03
136576
 WOODWARD GOVERNOR CO               COM            980745103     3138    45605 SH       DEFINED 03
45605
 WORLD ACCEP CORP DEL               COM            981419104      309    44000 SH       DEFINED 03
44000
 WORLDCOM INC GA NEW                WRLDCOM GP COM 98157D106    45938  6815696 SH       DEFINED 03
6815696
 WORLDCOM INC GA NEW                WRLDCOM GP COM 98157D106     6588   977387 SH       DEFINED 09
977387
 WORLDCOM INC GA NEW                MCI GROUP COM  98157D304     2449   414447 SH       DEFINED 03
414447
 WORLDCOM INC GA NEW                MCI GROUP COM  98157D304       35     5937 SH       DEFINED 09
5937
 WORTHINGTON INDS INC               COM            981811102     2105   137029 SH       DEFINED 03            137029

 WRIGLEY WM JR CO                   COM            982526105    18047   338533 SH       DEFINED 03
338533
 WRIGLEY WM JR CO                   COM            982526105     2360    44268 SH       DEFINED 09
44268
 WYETH                              COM            983024100   165220  2516672 SH       DEFINED 03
2516672
 WYNDHAM INTL INC                   CL A           983101106       63    69941 SH       DEFINED 03
69941
 XM SATELLITE RADIO HLDGS INC       CL A           983759101      196    14200 SH       DEFINED 03
14200
 X-RITE INC                         COM            983857103      613    76590 SH       DEFINED 03
76590
 XTO ENERGY CORP                    COM            98385X106     7139   356078 SH       DEFINED 03
356078
 XCEL ENERGY INC                    COM            98389B100    17246   680317 SH       DEFINED 03            680317

 XILINX INC                         COM            983919101    35807   898317 SH       DEFINED 03
898317
 XILINX INC                         COM            983919101       98     2448 SH       DEFINED 09
2448
 XEROX CORP                         COM            984121103    25274  2351108 SH       DEFINED 03
2351108
 YAHOO INC                          COM            984332106    15646   847087 SH       DEFINED 03
847087
 YAHOO INC                          COM            984332106      413    22346 SH       DEFINED 09
22346
 YANKEE CANDLE INC                  COM            984757104      273    11800 SH       DEFINED 03
11800
 YELLOW CORP                        COM            985509108     2894   109654 SH       DEFINED 03
109654
 YORK INTL CORP NEW                 COM            986670107     1907    53111 SH       DEFINED 03             53111

 ZALE CORP NEW                      COM            988858106     4732   116545 SH       DEFINED 03
116545
 ZEBRA TECHNOLOGIES CORP            CL A           989207105     5495   101589 SH       DEFINED 03
101589
 ZENITH NATL INS CORP               COM            989390109     1393    47694 SH       DEFINED 03
47694
 ZIMMER HLDGS INC                   COM            98956P102    12235   359339 SH       DEFINED 03
359339
 ZIONS BANCORPORATION               COM            989701107     7146   120575 SH       DEFINED 03
120575
 ZIXIT CORP                         COM            98974P100      322    49462 SH       DEFINED 03
49462
 ZORAN CORP                         COM            98975F101      249     5700 SH       DEFINED 03
5700
 ZOMAX INC MINN                     COM            989929104      156    21400 SH       DEFINED 03             21400

 DAIMLERCHRYSLER AG                 ORD            D1668R123      219     4870 SH       DEFINED 03
4870
 DEUTSCHE BANK AG NAMEN             ORD            D18190898     5551    86192 SH       DEFINED 03
86192
 ACE LTD                            ORD            G0070K103    14885   356950 SH       DEFINED 03
356950
 ANNUITY AND LIFE RE HLDGS          ORD            G03910109    19899  1028369 SH       DEFINED 03
1028369
 EVEREST RE GROUP LTD               COM            G3223R108     3720    53647 SH       DEFINED 03
53647
 INGERSOLL-RAND COMPANY LTD         CL A           G4776G101    26231   524408 SH       DEFINED 03
524408
 LORAL SPACE & COMMUNICATIONS       COM            G56462107      153    71300 SH       DEFINED 03
71300
 TRANSOCEAN SEDCO FOREX INC         ORD            G90078109    16075   483750 SH       DEFINED 03            483750

 TRENWICK GROUP LTD                 COM            G9032C109     1034   115327 SH       DEFINED 03
115327
 WHITE MTNS INS GROUP LTD           COM            G9618E107      309      896 SH       DEFINED 03
896
 XL CAP LTD                         CL A           G98255105    20661   221328 SH       DEFINED 03
221328
 XOMA LTD                           ORD            G9825R107       95    11100 SH       DEFINED 03
11100
 ROYAL CARIBBEAN CRUISES LTD        COM            V7780T103      469    20800 SH       DEFINED 03
20800
 CREATIVE TECHNOLOGY LTD            ORD            Y1775U107      168    13850 SH       DEFINED 03
13850