UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2003
Check here if Amendment No
Amendment Number: 0
This Amendment (choose one):
Institutional Investment Manager Filing this Report:
Name: Prudential Financial Inc.
Address: 751 Broad Street
Newark, New Jersey 07102-3777
Form 13F File Number: 28-10077
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Frank P. Adamo
Title: Second Vice President
Phone: 973-802-5632
Signature, Place, and Date of Signing:
/s/ Frank P. Adamo Newark, New Jersey August 13, 2003
Report Type (Check only one.): 13F Holdings Report
List of Other Managers Reporting for this Manager:
I am signing this report as required by the Securities Exchange Act of 1934.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 2
Form 13F Information Table Entry Total: 2,383
Form 13F Information Table Value Total: $23,566,802,000
List of Other Included Managers:
No. 13F File Number Name
3 28-4217 Prudential Investment Management, Inc.
9 28-6737 Prudential Investment Management Services, LLC
Prudential Securities Group Inc., 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 544 77026 SH DEFINED 03
77026
A D C TELECOMMUNICATIONS COM 000886101 2708 1177411 SH DEFINED 03
1177411
ABM INDS INC COM 000957100 2215 143814 SH DEFINED 03
143814
AFC ENTERPRISES INC COM 00104Q107 1200 73300 SH DEFINED 03
73300
AFLAC INC COM 001055102 26202 852110 SH DEFINED 03
852110
AGCO CORP COM 001084102 1070 62619 SH DEFINED 03
62619
AGL RES INC COM 001204106 3370 132454 SH DEFINED 03 132454
AES CORP COM 00130H105 5972 940413 SH DEFINED 03
940413
AK STL HLDG CORP COM 001547108 532 147044 SH DEFINED 03
147044
AMB PROPERTY CORP COM 00163T109 1656 58800 SH DEFINED 03
58800
AMC ENTMT INC COM 001669100 220 19200 SH DEFINED 03
19200
AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 266 11300 SH DEFINED 03
11300
AMR CORP COM 001765106 336 30500 SH DEFINED 03
30500
AOL TIME WARNER INC COM 00184A105 133299 8284570 SH DEFINED 03
8284570
APAC CUSTOMER SERVICES INC COM 00185E106 44 17500 SH DEFINED 03 17500
AT&T CORP COM NEW 001957505 56778 2949482 SH DEFINED 03
2949482
AT&T CORP COM NEW 001957505 20500 1064937 SH DEFINED 09
1064937
ATMI INC COM 00207R101 2073 83067 SH DEFINED 03
83067
AT&T WIRELESS SVCS INC COM 00209A106 59746 7277179 SH DEFINED 03
7277179
ATC HEALTHCARE INC CL A 00209C102 54 85000 SH DEFINED 03
85000
AVX CORP NEW COM 002444107 198 18000 SH DEFINED 03
18000
AAIPHARMA INC COM 00252W104 267 13450 SH DEFINED 03
13450
AARON RENTS INC COM 002535201 1393 53976 SH DEFINED 03 53976
ABBOTT LABS COM 002824100 131531 3005727 SH DEFINED 03
3005727
ABERCROMBIE & FITCH CO CL A 002896207 9927 349419 SH DEFINED 03
349419
ABGENIX INC COM 00339B107 345 33000 SH DEFINED 03
33000
ACCLAIM ENTMT INC COM PAR $0.02 004325205 11 14550 SH DEFINED 03
14550
ACCREDO HEALTH INC COM 00437V104 2596 119916 SH DEFINED 03
119916
ACTIVISION INC NEW COM NEW 004930202 2365 183754 SH DEFINED 03
183754
ACTION PERFORMANCE COS INC COM 004933107 877 46172 SH DEFINED 03
46172
ACTEL CORP COM 004934105 1454 70632 SH DEFINED 03 70632
ACTUATE CORP COM 00508B102 42 15300 SH DEFINED 03
15300
ACTUANT CORP CL A NEW 00508X203 868 18350 SH DEFINED 03
18350
ACUITY BRANDS INC COM 00508Y102 3798 209008 SH DEFINED 03
209008
ACXIOM CORP COM 005125109 1864 122242 SH DEFINED 03
122242
ADAPTEC INC COM 00651F108 2197 276351 SH DEFINED 03
276351
ADMINISTAFF INC COM 007094105 746 72403 SH DEFINED 03
72403
ADOBE SYS INC COM 00724F101 20567 641321 SH DEFINED 03
641321
ADOLOR CORP COM 00724X102 255 20800 SH DEFINED 03 20800
ADTRAN INC COM 00738A106 9908 191944 SH DEFINED 03
191944
ADVANCED AUTO PARTS INC COM 00751Y106 225 3700 SH DEFINED 03
3700
ADVANCED DIGITAL INFORMATION COM 007525108 367 37000 SH DEFINED 03
37000
ADVANCED MARKETING SVCS INC COM 00753T105 631 48561 SH DEFINED 03
48561
ADVANCED FIBRE COMMUNICATION COM 00754A105 1794 109531 SH DEFINED 03
109531
ADVO INC COM 007585102 2831 63756 SH DEFINED 03
63756
ADVISORY BRD CO COM 00762W107 229 5700 SH DEFINED 03
5700
ADVANCED MEDICAL OPTICS INC COM 00763M108 1436 84232 SH DEFINED 03 84232
AEROFLEX INC COM 007768104 1253 163100 SH DEFINED 03
163100
AEROPOSTALE COM 007865108 339 15800 SH DEFINED 03
15800
ADVANCED MICRO DEVICES INC COM 007903107 7736 1206836 SH DEFINED 03
1206836
ADVANCED MICRO DEVICES INC COM 007903107 24 3724 SH DEFINED 09
3724
ADVANCEPCS COM 00790K109 19303 504658 SH DEFINED 03
504658
ADVANCED ENERGY INDS COM 007973100 1204 84181 SH DEFINED 03
84181
ADVENT SOFTWARE INC COM 007974108 391 22817 SH DEFINED 03
22817
AETHER SYS INC COM 00808V105 81 16900 SH DEFINED 03 16900
AETNA INC NEW COM 00817Y108 16596 275681 SH DEFINED 03
275681
AFFILIATED COMPUTER SERVICES CL A 008190100 5045 110331 SH DEFINED 03
110331
AFFILIATED MANAGERS GROUP COM 008252108 433 7100 SH DEFINED 03
7100
AGERE SYS INC CL A 00845V100 417 178820 SH DEFINED 03
178820
AGERE SYS INC CL B 00845V209 2687 1168363 SH DEFINED 03
1168363
AGILENT TECHNOLOGIES INC COM 00846U101 14328 732878 SH DEFINED 03
732878
AGILENT TECHNOLOGIES INC COM 00846U101 34 1731 SH DEFINED 09
1731
AGILE SOFTWARE CORP DEL COM 00846X105 271 28100 SH DEFINED 03 28100
AGRIUM INC COM 008916108 372 33900 SH DEFINED 03
33900
AIR PRODS & CHEMS INC COM 009158106 15009 360797 SH DEFINED 03
360797
AIRBORNE INC COM 009269101 1127 53931 SH DEFINED 03
53931
AIRGAS INC COM 009363102 3033 181069 SH DEFINED 03
181069
AIRTRAN HLDGS INC COM 00949P108 259 24700 SH DEFINED 03
24700
AKAMAI TECHNOLOGIES INC COM 00971T101 360 75253 SH DEFINED 03
75253
AKSYS LTD COM 010196103 134 10400 SH DEFINED 03
10400
ALABAMA NATL BANCORP DELA COM 010317105 355 7400 SH DEFINED 03 7400
ALASKA AIR GROUP INC COM 011659109 690 32185 SH DEFINED 03
32185
ALBANY INTL CORP CL A 012348108 3545 129392 SH DEFINED 03
129392
ALBANY MOLECULAR RESH INC COM 012423109 194 12900 SH DEFINED 03
12900
ALBEMARLE CORP COM 012653101 1576 56334 SH DEFINED 03
56334
ALBERTO CULVER CO CL B CONV 013068101 4426 86616 SH DEFINED 03
86616
ALBERTSONS INC COM 013104104 25264 1315817 SH DEFINED 03
1315817
ALCAN INC COM 013716105 4 137 SH DEFINED 03
137
ALCAN INC COM 013716105 2563 81900 SH DEFINED 10 81900
ALCOA INC COM 013817101 48105 1886451 SH DEFINED 03
1886451
ALCOA INC COM 013817101 7938 311292 SH DEFINED 09
311292
ALDERWOODS GROUP INC COM 014383103 90 16800 SH DEFINED 03
16800
ALEXANDER & BALDWIN INC COM 014482103 1307 50089 SH DEFINED 03
50089
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 468 10400 SH DEFINED 03
10400
ALFA CORP COM 015385107 204 16300 SH DEFINED 03
16300
ALIGN TECHNOLOGY INC COM 016255101 304 24100 SH DEFINED 03
24100
ALKERMES INC COM 01642T108 251 23600 SH DEFINED 03 23600
ALLEGHENY ENERGY INC COM 017361106 2231 264034 SH DEFINED 03
264034
ALLEGHENY TECHNOLOGIES INC COM 01741R102 900 136350 SH DEFINED 03
136350
ALLEN TELECOM INC COM 018091108 1384 83768 SH DEFINED 03
83768
ALLERGAN INC COM 018490102 32229 418022 SH DEFINED 03
418022
ALLETE INC COM 018522102 2442 91971 SH DEFINED 03
91971
ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 270 7400 SH DEFINED 03
7400
ALLIANCE GAMING CORP COM NEW 01859P609 439 23200 SH DEFINED 03
23200
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 476 97537 SH DEFINED 03 97537
ALLIANT ENERGY CORP COM 018802108 6953 365364 SH DEFINED 03
365364
ALLIANT TECHSYSTEMS INC COM 018804104 4849 93411 SH DEFINED 03
93411
ALLIED CAP CORP NEW COM 01903Q108 541 23400 SH DEFINED 03
23400
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 4005 398504 SH DEFINED 03
398504
ALLMERICA FINL CORP COM 019754100 1882 104626 SH DEFINED 03
104626
ALLOY INC COM 019855105 115 17800 SH DEFINED 03
17800
ALLSTATE CORP COM 020002101 72335 2029037 SH DEFINED 03
2029037
ALLTEL CORP COM 020039103 26288 545173 SH DEFINED 03 545173
ALPHARMA INC CL A 020813101 3870 179167 SH DEFINED 03
179167
ALTERA CORP COM 021441100 26240 1597054 SH DEFINED 03
1597054
ALTERA CORP COM 021441100 26 1589 SH DEFINED 09
1589
ALTEON INC COM 02144G107 83 17200 SH DEFINED 03
17200
ALTRIA GROUP INC COM 02209S103 190992 4203161 SH DEFINED 03
4203161
ALTRIA GROUP INC COM 02209S103 26246 577605 SH DEFINED 09
577605
AMAZON COM INC COM 023135106 2127 58560 SH DEFINED 03
58560
AMBAC FINL GROUP INC COM 023139108 11222 169387 SH DEFINED 03 169387
AMERADA HESS CORP COM 023551104 23617 480225 SH DEFINED 03
480225
AMEREN CORP COM 023608102 10594 240230 SH DEFINED 03
240230
AMCORE FINL INC COM 023912108 323 13900 SH DEFINED 03
13900
AMERICAN AXLE & MFG HLDGS IN COM 024061103 1401 58600 SH DEFINED 03
58600
AMERICAN CAPITAL STRATEGIES COM 024937104 589 23550 SH DEFINED 03
23550
AMERICAN ELEC PWR INC COM 025537101 24393 817733 SH DEFINED 03
817733
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 953 51817 SH DEFINED 03
51817
AMERICAN EXPRESS CO COM 025816109 98157 2347680 SH DEFINED 03 2347680
AMERICAN FINL GROUP INC OHIO COM 025932104 3309 145150 SH DEFINED 03
145150
AMERICAN GREETINGS CORP CL A 026375105 10146 516599 SH DEFINED 03
516599
AMERICAN HEALTHWAYS INC COM 02649V104 283 7850 SH DEFINED 03
7850
AMERICAN INTL GROUP INC COM 026874107 284245 5151240 SH DEFINED 03
5151240
AMERICAN ITALIAN PASTA CO CL A 027070101 2187 52519 SH DEFINED 03
52519
AMERICAN MGMT SYS INC COM 027352103 1657 115803 SH DEFINED 03
115803
AMERICAN MED SYS HLDGS INC COM 02744M108 1491 88200 SH DEFINED 03
88200
AMERICAN NATL INS CO COM 028591105 224 2600 SH DEFINED 03 2600
AMERICAN PHARMACEUTICALS PTN COM 02886P109 617 18200 SH DEFINED 03
18200
AMERICAN PWR CONVERSION CORP COM 029066107 4556 291854 SH DEFINED 03
291854
AMERICAN SOFTWARE INC CL A 029683109 65 14800 SH DEFINED 03
14800
AMERICAN STD COS INC DEL COM 029712106 8156 110325 SH DEFINED 03
110325
AMERICAN STS WTR CO COM 029899101 1278 46826 SH DEFINED 03
46826
AMERICAN TOWER CORP CL A 029912201 623 70350 SH DEFINED 03
70350
AMERICAN WOODMARK CORP COM 030506109 531 11300 SH DEFINED 03
11300
AMERICREDIT CORP COM 03060R101 1585 185345 SH DEFINED 03 185345
AMERISTAR CASINOS INC COM 03070Q101 203 9500 SH DEFINED 03
9500
AMERUS GROUP CO COM 03072M108 4868 172679 SH DEFINED 03
172679
AMERISOURCEBERGEN CORP COM 03073E105 11758 169542 SH DEFINED 03
169542
AMERIGROUP CORP COM 03073T102 2135 57400 SH DEFINED 03
57400
AMERITRADE HLDG CORP NEW COM 03074K100 825 111500 SH DEFINED 03
111500
AMETEK INC NEW COM 031100100 1722 46998 SH DEFINED 03
46998
AMGEN INC COM 031162100 193027 2927313 SH DEFINED 03
2927313
AMKOR TECHNOLOGY INC COM 031652100 196 14900 SH DEFINED 03 14900
AMPHENOL CORP NEW CL A 032095101 206 4400 SH DEFINED 03
4400
AMSOUTH BANCORPORATION COM 032165102 12556 574898 SH DEFINED 03
574898
AMSURG CORP COM 03232P405 1734 56800 SH DEFINED 03
56800
AMYLIN PHARMACEUTICALS INC COM 032346108 638 29000 SH DEFINED 03
29000
ANADARKO PETE CORP COM 032511107 40643 913951 SH DEFINED 03
913951
ANALOG DEVICES INC COM 032654105 25863 742769 SH DEFINED 03
742769
ANALOG DEVICES INC COM 032654105 28 807 SH DEFINED 09
807
ANALOGIC CORP COM PAR $0.05 032657207 2614 53541 SH DEFINED 03 53541
ANAREN INC COM 032744104 112 11800 SH DEFINED 03
11800
ANCHOR BANCORP WIS INC COM 032839102 1635 68447 SH DEFINED 03
68447
ANDERSEN GROUP INC COM 033501107 49 12500 SH DEFINED 03
12500
ANDREW CORP COM 034425108 4268 456960 SH DEFINED 03
456960
ANGELICA CORP COM 034663104 397 23406 SH DEFINED 03
23406
ANHEUSER BUSCH COS INC COM 035229103 112967 2212876 SH DEFINED 03
2212876
ANHEUSER BUSCH COS INC COM 035229103 2127 41664 SH DEFINED 09
41664
ANIXTER INTL INC COM 035290105 2516 107381 SH DEFINED 03 107381
ANNALY MTG MGMT INC COM 035710409 699 35100 SH DEFINED 03
35100
ANNTAYLOR STORES CORP COM 036115103 4133 142748 SH DEFINED 03
142748
ANSYS INC COM 03662Q105 1477 47080 SH DEFINED 03
47080
ANTHEM INC COM 03674B104 39567 512854 SH DEFINED 03
512854
ANTEON INTL CORP COM 03674E108 276 9900 SH DEFINED 03
9900
ANTHRACITE CAP INC COM 037023108 684 56700 SH DEFINED 03
56700
ANTIGENICS INC DEL COM 037032109 215 18700 SH DEFINED 03
18700
ANWORTH MORTGAGE ASSET CP COM 037347101 160 10400 SH DEFINED 03 10400
AON CORP COM 037389103 11346 471196 SH DEFINED 03
471196
APACHE CORP COM 037411105 20726 318575 SH DEFINED 03
318575
APARTMENT INVT & MGMT CO CL A 03748R101 5977 172746 SH DEFINED 03
172746
APEX MORTGAGE CAPITAL COM 037564101 74 13500 SH DEFINED 03
13500
APOGEE ENTERPRISES INC COM 037598109 804 90418 SH DEFINED 03
90418
APHTON CORP COM 03759P101 142 17200 SH DEFINED 03
17200
APOLLO GROUP INC CL A 037604105 37588 608214 SH DEFINED 03
608214
APOLLO GROUP INC COM UNV PHOENX 037604204 664 13200 SH DEFINED 03 13200
APOGENT TECHNOLOGIES INC COM 03760A101 2623 131165 SH DEFINED 03
131165
APPLE COMPUTER INC COM 037833100 10687 560688 SH DEFINED 03
560688
APPLEBEES INTL INC COM 037899101 1602 50975 SH DEFINED 03
50975
APRIA HEALTHCARE GROUP INC COM 037933108 1526 61349 SH DEFINED 03
61349
APPLERA CORP COM AP BIO GRP 038020103 6154 323393 SH DEFINED 03
323393
APPLERA CORP COM CE GEN GRP 038020202 365 35355 SH DEFINED 03
35355
APPLICA INC COM 03815A106 482 56725 SH DEFINED 03
56725
APPLIED INDL TECHNOLOGIES IN COM 03820C105 1649 78161 SH DEFINED 03 78161
APPLIED MATLS INC COM 038222105 41717 2633639 SH DEFINED 03
2633639
APPLIED MATLS INC COM 038222105 2941 185685 SH DEFINED 09
185685
APPLIED MICRO CIRCUITS CORP COM 03822W109 2760 456985 SH DEFINED 03
456985
APTARGROUP INC COM 038336103 3297 91597 SH DEFINED 03
91597
AQUANTIVE INC COM 03839G105 144 13700 SH DEFINED 03
13700
AQUILA INC COM 03840P102 677 262350 SH DEFINED 03
262350
ARBITRON INC COM 03875Q108 2904 81350 SH DEFINED 03
81350
ARCH CHEMICALS INC COM 03937R102 1240 64918 SH DEFINED 03 64918
ARCH COAL INC COM 039380100 1641 71425 SH DEFINED 03
71425
ARCHER DANIELS MIDLAND CO COM 039483102 17672 1373103 SH DEFINED 03
1373103
ARCHER DANIELS MIDLAND CO COM 039483102 2206 171390 SH DEFINED 09
171390
ARCHSTONE SMITH TR COM 039583109 442 18420 SH DEFINED 03
18420
ARCTIC CAT INC COM 039670104 1301 68527 SH DEFINED 03
68527
ARDEN RLTY INC COM 039793104 272 10500 SH DEFINED 03
10500
ARGONAUT GROUP INC COM 040157109 139 11318 SH DEFINED 03
11318
ARGOSY GAMING CO COM 040228108 1752 83769 SH DEFINED 03 83769
ARIBA INC COM 04033V104 385 128200 SH DEFINED 03
128200
ARKANSAS BEST CORP DEL COM 040790107 1685 71354 SH DEFINED 03
71354
ARMOR HOLDINGS INC COM 042260109 1689 126060 SH DEFINED 03
126060
ARQULE INC COM 04269E107 208 50599 SH DEFINED 03
50599
ARRIS GROUP INC COM 04269Q100 138 27800 SH DEFINED 03
27800
ARROW ELECTRS INC COM 042735100 2164 141974 SH DEFINED 03
141974
ARTESYN TECHNOLOGIES INC COM 043127109 634 113202 SH DEFINED 03
113202
ARTHROCARE CORP COM 043136100 944 58001 SH DEFINED 03 58001
ARVINMERITOR INC COM 043353101 2157 106868 SH DEFINED 03
106868
ASHLAND INC COM 044204105 11102 361876 SH DEFINED 03
361876
ASHWORTH INC COM 04516H101 202 28491 SH DEFINED 03
28491
ASIAINFO HLDGS INC COM 04518A104 95 11600 SH DEFINED 03
11600
ASPECT COMMUNICATIONS CORP COM 04523Q102 81 23000 SH DEFINED 03
23000
ASPEN TECHNOLOGY INC COM 045327103 82 17400 SH DEFINED 03
17400
ASSOCIATED BANC CORP COM 045487105 4246 115973 SH DEFINED 03
115973
ASSOCIATED ESTATES RLTY CORP COM 045604105 93 14100 SH DEFINED 03 14100
ASTEC INDS INC COM 046224101 436 49954 SH DEFINED 03
49954
ASTORIA FINL CORP COM 046265104 6429 230193 SH DEFINED 03
230193
ASTROPOWER INC COM 04644A101 178 52732 SH DEFINED 03
52732
ASYST TECHNOLOGY CORP COM 04648X107 152 22600 SH DEFINED 03
22600
ATHEROGENICS INC COM 047439104 185 12400 SH DEFINED 03
12400
ATLANTIC COAST AIRLINES HLDG COM 048396105 1788 134309 SH DEFINED 03
134309
ATMEL CORP COM 049513104 850 334823 SH DEFINED 03
334823
ATMOS ENERGY CORP COM 049560105 3601 145195 SH DEFINED 03 145195
ATWOOD OCEANICS INC COM 050095108 960 35355 SH DEFINED 03
35355
AUDIOVOX CORP CL A 050757103 659 59275 SH DEFINED 03
59275
AUTODESK INC COM 052769106 2845 175936 SH DEFINED 03
175936
AUTOLIV INC COM 052800109 333 12300 SH DEFINED 03
12300
AUTOMATIC DATA PROCESSING IN COM 053015103 46947 1386497 SH DEFINED 03
1386497
AUTOMATIC DATA PROCESSING IN COM 053015103 1828 54001 SH DEFINED 09
54001
AUTONATION INC COM 05329W102 6672 424400 SH DEFINED 03
424400
AUTOZONE INC COM 053332102 22944 302011 SH DEFINED 03 302011
AVALONBAY CMNTYS INC COM 053484101 327 7669 SH DEFINED 03
7669
AVANEX CORP COM 05348W109 81 20400 SH DEFINED 03
20400
AVAYA INC COM 053499109 3540 548029 SH DEFINED 03
548029
AVERY DENNISON CORP COM 053611109 8501 169348 SH DEFINED 03
169348
AVIALL INC NEW COM 05366B102 164 14425 SH DEFINED 03
14425
AVID TECHNOLOGY INC COM 05367P100 2963 83875 SH DEFINED 03
83875
AVISTA CORP COM 05379B107 2204 155772 SH DEFINED 03
155772
AVNET INC COM 053807103 1433 112985 SH DEFINED 03 112985
AVOCENT CORP COM 053893103 5722 191443 SH DEFINED 03
191443
AVON PRODS INC COM 054303102 30360 488102 SH DEFINED 03
488102
AXCELIS TECHNOLOGIES INC COM 054540109 1659 271560 SH DEFINED 03
271560
AZTAR CORP COM 054802103 2331 144674 SH DEFINED 03
144674
BB&T CORP COM 054937107 34285 999569 SH DEFINED 03
999569
BEI TECHNOLOGIES INC COM 05538P104 486 40542 SH DEFINED 03
40542
BISYS GROUP INC COM 055472104 1142 62154 SH DEFINED 03
62154
BJ SVCS CO COM 055482103 14514 388494 SH DEFINED 03 388494
BJS WHOLESALE CLUB INC COM 05548J106 3585 238034 SH DEFINED 03
238034
BOK FINL CORP COM NEW 05561Q201 226 5848 SH DEFINED 03
5848
BMC SOFTWARE INC COM 055921100 5923 362698 SH DEFINED 03
362698
BAKER HUGHES INC COM 057224107 20352 606248 SH DEFINED 03
606248
BALDOR ELEC CO COM 057741100 2089 101389 SH DEFINED 03
101389
BALL CORP COM 058498106 10782 236906 SH DEFINED 03
236906
BALLY TOTAL FITNESS HLDG COR COM 05873K108 762 84332 SH DEFINED 03
84332
BANDAG INC COM 059815100 733 19678 SH DEFINED 03 19678
BANK OF AMERICA CORPORATION COM 060505104 302559 3828406 SH DEFINED 03
3828406
BANK OF GRANITE CORP COM 062401104 180 10575 SH DEFINED 03
10575
BANK HAWAII CORP COM 062540109 1591 48007 SH DEFINED 03
48007
BANK NEW YORK INC COM 064057102 33994 1182383 SH DEFINED 03
1182383
BANK NOVA SCOTIA HALIFAX COM 064149107 996 21526 SH DEFINED 03
21526
BANK NOVA SCOTIA HALIFAX COM 064149107 2569 55500 SH DEFINED 10
55500
BANK ONE CORP COM 06423A103 122703 3300252 SH DEFINED 03
3300252
BANKATLANTIC BANCORP CL A 065908501 275 23100 SH DEFINED 03 23100
BANKNORTH GROUP INC NEW COM 06646R107 5441 213191 SH DEFINED 03
213191
BANKUNITED FINL CORP CL A 06652B103 1504 74900 SH DEFINED 03
74900
BANTA CORP COM 066821109 1784 55127 SH DEFINED 03
55127
BARD C R INC COM 067383109 24733 346833 SH DEFINED 03
346833
BARNES & NOBLE INC COM 067774109 1207 52383 SH DEFINED 03
52383
BARNES GROUP INC COM 067806109 1365 62740 SH DEFINED 03
62740
BARRICK GOLD CORP COM 067901108 218 12151 SH DEFINED 03
12151
BARR LABS INC COM 068306109 2196 33530 SH DEFINED 03 33530
BARRA INC COM 068313105 2323 64947 SH DEFINED 03
64947
BASSETT FURNITURE INDS INC COM 070203104 424 32277 SH DEFINED 03
32277
BAUSCH & LOMB INC COM 071707103 3447 91924 SH DEFINED 03
91924
BAXTER INTL INC COM 071813109 23499 903822 SH DEFINED 03
903822
BAY VIEW CAP CORP DEL COM 07262L101 179 30900 SH DEFINED 03
30900
BEA SYS INC COM 073325102 479 44000 SH DEFINED 03
44000
BEAR STEARNS COS INC COM 073902108 35133 485135 SH DEFINED 03
485135
BEARINGPOINT INC COM 074002106 352 36495 SH DEFINED 03 36495
BEAZER HOMES USA INC COM 07556Q105 585 7000 SH DEFINED 03
7000
BECKMAN COULTER INC COM 075811109 4288 105506 SH DEFINED 03
105506
BECTON DICKINSON & CO COM 075887109 35642 917414 SH DEFINED 03
917414
BECTON DICKINSON & CO COM 075887109 1393 35867 SH DEFINED 09
35867
BED BATH & BEYOND INC COM 075896100 20898 538327 SH DEFINED 03
538327
BEDFORD PPTY INVS INC COM PAR $0.02 076446301 429 15100 SH DEFINED 03
15100
BEL FUSE INC CL B 077347300 623 27505 SH DEFINED 03
27505
BELDEN INC COM 077459105 1109 69811 SH DEFINED 03 69811
BELL MICROPRODUCTS INC COM 078137106 209 49105 SH DEFINED 03
49105
BELLSOUTH CORP COM 079860102 147950 5555754 SH DEFINED 03
5555754
BELO CORP COM SER A 080555105 3711 165977 SH DEFINED 03
165977
BEMIS INC COM 081437105 4545 97123 SH DEFINED 03
97123
BEMIS INC COM 081437105 2629 56169 SH DEFINED 09
56169
BENCHMARK ELECTRS INC COM 08160H101 3318 107861 SH DEFINED 03
107861
BERKLEY W R CORP COM 084423102 2303 43700 SH DEFINED 03
43700
BERKSHIRE HATHAWAY INC DEL CL A 084670108 9425 130 SH DEFINED 03 130
BEST BUY INC COM 086516101 30174 687022 SH DEFINED 03
687022
BEVERLY ENTERPRISES INC COM NEW 087851309 186 53100 SH DEFINED 03
53100
BIG LOTS INC COM 089302103 2734 181780 SH DEFINED 03
181780
BIO RAD LABS INC CL A 090572207 587 10600 SH DEFINED 03
10600
BIOGEN INC COM 090597105 8523 224455 SH DEFINED 03
224455
BIOMET INC COM 090613100 11369 396133 SH DEFINED 03
396133
BIOMARIN PHARMACEUTICAL INC COM 09061G101 213 21800 SH DEFINED 03
21800
BIOPURE CORP CL A 09065H105 70 11600 SH DEFINED 03 11600
BIOSITE INC COM 090945106 2038 42300 SH DEFINED 03
42300
BLACK & DECKER CORP COM 091797100 12073 277871 SH DEFINED 03
277871
BLACK BOX CORP DEL COM 091826107 2068 57259 SH DEFINED 03
57259
BLACK HILLS CORP COM 092113109 1340 43637 SH DEFINED 03
43637
BLOCK H & R INC COM 093671105 37204 860211 SH DEFINED 03
860211
BLOCK H & R INC COM 093671105 2734 63208 SH DEFINED 09
63208
BLYTH INC COM 09643P108 1517 55760 SH DEFINED 03
55760
BOB EVANS FARMS INC COM 096761101 2488 88896 SH DEFINED 03 88896
BOCA RESORTS INC CL A 09688T106 267 20500 SH DEFINED 03
20500
BOEING CO COM 097023105 53328 1553846 SH DEFINED 03
1553846
BOISE CASCADE CORP COM 097383103 2605 108987 SH DEFINED 03
108987
BOMBAY CO INC COM 097924104 138 13000 SH DEFINED 03
13000
BORDERS GROUP INC COM 099709107 1386 78690 SH DEFINED 03
78690
BORG WARNER INC COM 099724106 3547 55082 SH DEFINED 03
55082
BORLAND SOFTWARE CORP COM 099849101 347 35400 SH DEFINED 03
35400
BOSTON COMMUNICATIONS GROUP COM 100582105 1461 86412 SH DEFINED 03 86412
BOSTON PRIVATE FINL HLDGS IN COM 101119105 1306 61854 SH DEFINED 03
61854
BOSTON PROPERTIES INC COM 101121101 133007 3036685 SH DEFINED 03
3036685
BOSTON SCIENTIFIC CORP COM 101137107 40734 666677 SH DEFINED 03
666677
BOWATER INC COM 102183100 1858 49600 SH DEFINED 03
49600
BOWNE & CO INC COM 103043105 1344 103117 SH DEFINED 03
103117
BOYD GAMING CORP COM 103304101 330 19100 SH DEFINED 03
19100
BOYDS COLLECTION LTD COM 103354106 51 10800 SH DEFINED 03
10800
BOYKIN LODGING CO COM 103430104 219 28100 SH DEFINED 03 28100
BRADY CORP CL A 104674106 2218 66518 SH DEFINED 03
66518
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 423 17200 SH DEFINED 03
17200
BRIGGS & STRATTON CORP COM 109043109 3505 69408 SH DEFINED 03
69408
BRINKER INTL INC COM 109641100 6071 168532 SH DEFINED 03
168532
BRINKS CO COM 109696104 855 58665 SH DEFINED 03
58665
BRISTOL MYERS SQUIBB CO COM 110122108 126469 4658170 SH DEFINED 03
4658170
BROADCOM CORP CL A 111320107 10342 415166 SH DEFINED 03
415166
BROADCOM CORP CL A 111320107 33 1339 SH DEFINED 09 1339
BROCADE COMMUNICATIONS SYS I COM 111621108 252 42600 SH DEFINED 03
42600
BROOKLINE BANCORP INC DEL COM 11373M107 358 25573 SH DEFINED 03
25573
BROOKS AUTOMATION INC COM 114340102 1138 100333 SH DEFINED 03
100333
BROOKTROUT INC COM 114580103 215 27320 SH DEFINED 03
27320
BROWN & BROWN INC COM 115236101 7801 240022 SH DEFINED 03
240022
BROWN FORMAN CORP CL B 115637209 7402 94143 SH DEFINED 03
94143
BROWN FORMAN CORP CL B 115637209 567 7214 SH DEFINED 09
7214
BROWN TOM INC COM NEW 115660201 2891 104016 SH DEFINED 03 104016
BROWN SHOE INC NEW COM 115736100 1897 63671 SH DEFINED 03
63671
BRUKER DALTONICS INC COM 116795105 79 14800 SH DEFINED 03
14800
BRUNSWICK CORP COM 117043109 3511 140345 SH DEFINED 03
140345
BRUSH ENGINEERED MATLS INC COM 117421107 384 46005 SH DEFINED 03
46005
BUCKEYE TECHNOLOGIES INC COM 118255108 665 97838 SH DEFINED 03
97838
BUILDING MATLS HLDG CORP COM 120113105 613 41384 SH DEFINED 03
41384
BURLINGTON COAT FACTORY COM 121579106 2071 115716 SH DEFINED 03
115716
BURLINGTON NORTHN SANTA FE C COM 12189T104 30752 1081299 SH DEFINED 03 1081299
BURLINGTON RES INC COM 122014103 42340 783052 SH DEFINED 03
783052
BUTLER MFG CO DEL COM 123655102 328 19870 SH DEFINED 03
19870
C&D TECHNOLOGIES INC COM 124661109 1147 79882 SH DEFINED 03
79882
CBL & ASSOC PPTYS INC COM 124830100 864 20100 SH DEFINED 03
20100
CBL & ASSOC PPTYS INC COM 124830100 1829 42532 SH DEFINED 09
42532
CBRL GROUP INC COM 12489V106 5971 153706 SH DEFINED 03
153706
CCBT FINL COS INC COM 12500Q102 263 11000 SH DEFINED 03
11000
C COR NET CORP COM 125010108 458 93496 SH DEFINED 03 93496
C D I CORP COM 125071100 1430 55097 SH DEFINED 03
55097
CEC ENTMT INC COM 125137109 2695 72985 SH DEFINED 03
72985
CH ENERGY GROUP INC COM 12541M102 1980 43998 SH DEFINED 03
43998
C H ROBINSON WORLDWIDE INC COM 12541W100 5381 151840 SH DEFINED 03
151840
CIGNA CORP COM 125509109 24855 529502 SH DEFINED 03
529502
CIGNA CORP COM 125509109 1803 38416 SH DEFINED 09
38416
CIT GROUP INC COM 125581108 537 21800 SH DEFINED 03
21800
CKE RESTAURANTS INC COM 12561E105 137 24498 SH DEFINED 03 24498
CLECO CORP NEW COM 12561W105 3679 212426 SH DEFINED 03
212426
CMGI INC COM 125750109 110 73086 SH DEFINED 03
73086
CMS ENERGY CORP COM 125896100 2316 285979 SH DEFINED 03
285979
CPI CORP COM 125902106 439 24849 SH DEFINED 03
24849
CSK AUTO CORP COM 125965103 211 14600 SH DEFINED 03
14600
CNA FINL CORP COM 126117100 598 24300 SH DEFINED 03
24300
CNA SURETY CORP COM 12612L108 143 14500 SH DEFINED 03
14500
CNF INC COM 12612W104 1562 61543 SH DEFINED 03 61543
CNS INC COM 126136100 162 19000 SH DEFINED 03
19000
CNET NETWORKS INC COM 12613R104 365 61338 SH DEFINED 03
61338
CSG SYS INTL INC COM 126349109 2575 181475 SH DEFINED 03
181475
CSX CORP COM 126408103 10278 341591 SH DEFINED 03
341591
CTS CORP COM 126501105 947 90582 SH DEFINED 03
90582
CUNO INC COM 126583103 1655 45698 SH DEFINED 03
45698
CVB FINL CORP COM 126600105 376 19439 SH DEFINED 03
19439
CVF TECHNOLOGIES CORP COM 12660F102 188 647128 SH DEFINED 03 647128
CVS CORP COM 126650100 16787 598878 SH DEFINED 03
598878
CV THERAPEUTICS INC COM 126667104 393 13200 SH DEFINED 03
13200
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 480 23100 SH DEFINED 03
23100
CABLE DESIGN TECHNOLOGIES CO COM 126924109 910 127282 SH DEFINED 03
127282
CABOT CORP COM 127055101 1818 63349 SH DEFINED 03
63349
CABOT OIL & GAS CORP COM 127097103 2424 87777 SH DEFINED 03
87777
CABOT MICROELECTRONICS CORP COM 12709P103 1085 21506 SH DEFINED 03
21506
CACI INTL INC CL A 127190304 3778 110148 SH DEFINED 03 110148
CADENCE DESIGN SYSTEM INC COM 127387108 2366 196178 SH DEFINED 03
196178
CAL DIVE INTL INC COM 127914109 2289 105096 SH DEFINED 03
105096
CALGON CARBON CORP COM 129603106 68 11800 SH DEFINED 03
11800
CALLAWAY GOLF CO COM 131193104 862 65175 SH DEFINED 03
65175
CALPINE CORP COM 131347106 3620 548430 SH DEFINED 03
548430
CAMBREX CORP COM 132011107 2135 92751 SH DEFINED 03
92751
CAMPBELL SOUP CO COM 134429109 16463 671949 SH DEFINED 03
671949
CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 2491 89000 SH DEFINED 03 89000
CAPITAL ONE FINL CORP COM 14040H105 29764 605208 SH DEFINED 03
605208
CAPITOL FED FINL COM 14057C106 308 10900 SH DEFINED 03
10900
CAPTARIS INC COM 14071N104 229 66696 SH DEFINED 03
66696
CARBO CERAMICS INC COM 140781105 2111 56676 SH DEFINED 03
56676
CARAUSTAR INDS INC COM 140909102 583 72810 SH DEFINED 03
72810
CARDIAC SCIENCE INC COM NEW 141410209 58 21500 SH DEFINED 03
21500
CARDINAL HEALTH INC COM 14149Y108 44071 685396 SH DEFINED 03
685396
CARDIODYNAMICS INTL CORP COM 141597104 38 11100 SH DEFINED 03 11100
CAREER EDUCATION CORP COM 141665109 4098 60000 SH DEFINED 03
60000
CAREMARK RX INC COM 141705103 721 28088 SH DEFINED 03
28088
CARLISLE COS INC COM 142339100 1126 26702 SH DEFINED 03
26702
CARMAX INC COM 143130102 4858 161114 SH DEFINED 03
161114
CARNIVAL CORP PAIRED CTF 143658300 39446 1213348 SH DEFINED 03
1213348
CARPENTER TECHNOLOGY CORP COM 144285103 403 25857 SH DEFINED 03
25857
CARRAMERICA RLTY CORP COM 144418100 684 24600 SH DEFINED 03
24600
CARREKER CORP COM 144433109 250 56641 SH DEFINED 03 56641
CASCADE NAT GAS CORP COM 147339105 553 28934 SH DEFINED 03
28934
CASEYS GEN STORES INC COM 147528103 2000 141615 SH DEFINED 03
141615
CASH AMER INTL INC COM 14754D100 1094 82734 SH DEFINED 03
82734
CASTLE A M & CO COM 148411101 224 34272 SH DEFINED 03
34272
CATALINA MARKETING CORP COM 148867104 1859 105320 SH DEFINED 03
105320
CATAPULT COMMUNICATIONS CORP COM 149016107 301 28734 SH DEFINED 03
28734
CATELLUS DEV CORP COM 149111106 232 10550 SH DEFINED 03
10550
CATERPILLAR INC DEL COM 149123101 29178 524220 SH DEFINED 03 524220
CATERPILLAR INC DEL COM 149123101 20662 371218 SH DEFINED 09
371218
CATHAY BANCORP INC COM 149150104 272 6100 SH DEFINED 03
6100
CATO CORP NEW CL A 149205106 1654 78468 SH DEFINED 03
78468
CELL GENESYS INC COM 150921104 149 16900 SH DEFINED 03
16900
CELL THERAPEUTICS INC COM 150934107 272 27900 SH DEFINED 03
27900
CELESTICA INC SUB VTG SHS 15101Q108 15760 1000000 SH DEFINED 10
1000000
CELGENE CORP COM 151020104 2309 76100 SH DEFINED 03
76100
CENDANT CORP COM 151313103 39796 2172296 SH DEFINED 03 2172296
CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 46 11500 SH DEFINED 03
11500
CENTENE CORP DEL COM 15135B101 1009 26200 SH DEFINED 03
26200
CENTERPOINT ENERGY INC COM 15189T107 3869 474749 SH DEFINED 03
474749
CENTEX CORP COM 152312104 16678 214404 SH DEFINED 03
214404
CENTILLIUM COMMUNICATIONS IN COM 152319109 139 14200 SH DEFINED 03
14200
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 261 6500 SH DEFINED 03
6500
CENTRAL PKG CORP COM 154785109 1227 99250 SH DEFINED 03
99250
CENTRAL VT PUB SVC CORP COM 155771108 758 38762 SH DEFINED 03 38762
CENTURY ALUM CO COM 156431108 354 50576 SH DEFINED 03
50576
CENTURY BUSINESS SVCS INC COM 156490104 126 39200 SH DEFINED 03
39200
CENTURYTEL INC COM 156700106 7684 220500 SH DEFINED 03
220500
CEPHALON INC COM 156708109 5781 140836 SH DEFINED 03
140836
CERIDIAN CORP NEW COM 156779100 2162 127383 SH DEFINED 03
127383
CERNER CORP COM 156782104 2116 92788 SH DEFINED 03
92788
CERTEGY INC COM 156880106 2283 82260 SH DEFINED 03
82260
CHAMPION ENTERPRISES INC COM 158496109 788 152080 SH DEFINED 03 152080
CHARLES RIV LABS INTL INC COM 159864107 914 28400 SH DEFINED 03
28400
CHARTER ONE FINL INC COM 160903100 15549 498694 SH DEFINED 03
498694
CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 422 22200 SH DEFINED 03
22200
CHARMING SHOPPES INC COM 161133103 294 60800 SH DEFINED 03
60800
CHARTER COMMUNICATIONS INC D CL A 16117M107 158 42400 SH DEFINED 03
42400
CHATEAU CMNTYS INC COM 161726104 374 12655 SH DEFINED 03
12655
CHATTEM INC COM 162456107 485 25800 SH DEFINED 03
25800
CHECKFREE CORP NEW COM 162813109 11463 409376 SH DEFINED 03 409376
CHECKPOINT SYS INC COM 162825103 1323 93531 SH DEFINED 03
93531
CHEESECAKE FACTORY INC COM 163072101 935 26100 SH DEFINED 03
26100
CHELSEA PPTY GROUP INC COM 163421100 657 16300 SH DEFINED 03
16300
CHEMICAL FINL CORP COM 163731102 388 13124 SH DEFINED 03
13124
CHESAPEAKE CORP COM 165159104 1042 47676 SH DEFINED 03
47676
CHESAPEAKE ENERGY CORP COM 165167107 730 72300 SH DEFINED 03
72300
CHEVRONTEXACO CORP COM 166764100 177866 2463522 SH DEFINED 03
2463522
CHICAGO MERCANTILE HLDGS INC CL A 167760107 244 3500 SH DEFINED 03 3500
CHICOS FAS INC COM 168615102 1448 68800 SH DEFINED 03
68800
CHILDRENS PL RETAIL STORES I COM 168905107 1382 68700 SH DEFINED 03
68700
CHIPPAC INC CL A 169657103 234 30800 SH DEFINED 03
30800
CHOICE HOTELS INTL INC COM 169905106 261 9550 SH DEFINED 03
9550
CHIQUITA BRANDS INTL INC COM 170032809 708 48830 SH DEFINED 03
48830
CHIRON CORP COM 170040109 13184 300591 SH DEFINED 03
300591
CHITTENDEN CORP COM 170228100 2720 99458 SH DEFINED 03
99458
CHOICEPOINT INC COM 170388102 1516 43920 SH DEFINED 03 43920
CHRISTOPHER & BANKS CORP COM 171046105 4609 124611 SH DEFINED 03
124611
CHUBB CORP COM 171232101 25595 426580 SH DEFINED 03
426580
CHURCH & DWIGHT INC COM 171340102 940 28716 SH DEFINED 03
28716
CIBER INC COM 17163B102 1226 174644 SH DEFINED 03
174644
CIENA CORP COM 171779101 3316 641458 SH DEFINED 03
641458
CIMA LABS INC COM 171796105 1635 60800 SH DEFINED 03
60800
CIMAREX ENERGY CO COM 171798101 2556 107612 SH DEFINED 03
107612
CINCINNATI BELL INC NEW COM 171871106 1842 274906 SH DEFINED 03 274906
CINCINNATI FINL CORP COM 172062101 8992 242770 SH DEFINED 03
242770
CINERGY CORP COM 172474108 19871 540106 SH DEFINED 03
540106
CIRCUIT CITY STORE INC COM 172737108 2861 325062 SH DEFINED 03
325062
CIRRUS LOGIC INC COM 172755100 144 36000 SH DEFINED 03
36000
CISCO SYS INC COM 17275R102 278920 16612259 SH DEFINED 03
16612259
CISCO SYS INC COM 17275R102 4641 276438 SH DEFINED 09
276438
CINTAS CORP COM 172908105 9161 258580 SH DEFINED 03
258580
CINTAS CORP COM 172908105 593 16739 SH DEFINED 09 16739
CITIGROUP INC COM 172967101 517801 12098148 SH DEFINED 03
12098148
CITIZENS COMMUNICATIONS CO COM 17453B101 5348 414928 SH DEFINED 03
414928
CITRIX SYS INC COM 177376100 23964 1176997 SH DEFINED 03
1176997
CITY HLDG CO COM 177835105 441 15055 SH DEFINED 03
15055
CITY NATL CORP COM 178566105 3920 87979 SH DEFINED 03
87979
CLAIRES STORES INC COM 179584107 2258 89042 SH DEFINED 03
89042
CLARCOR INC COM 179895107 2870 74461 SH DEFINED 03
74461
CLAYTON HOMES INC COM 184190106 1280 102008 SH DEFINED 03 102008
CLEAR CHANNEL COMMUNICATIONS COM 184502102 67179 1584791 SH DEFINED 03
1584791
CLEVELAND CLIFFS INC COM 185896107 682 38234 SH DEFINED 03
38234
CLOROX CO DEL COM 189054109 32576 763805 SH DEFINED 03
763805
COACH INC COM 189754104 14671 294951 SH DEFINED 03
294951
COACHMEN INDS INC COM 189873102 486 40690 SH DEFINED 03
40690
COCA COLA BOTTLING CO CONS COM 191098102 1262 23120 SH DEFINED 03
23120
COCA COLA CO COM 191216100 208151 4485039 SH DEFINED 03
4485039
COCA COLA ENTERPRISES INC COM 191219104 12487 687991 SH DEFINED 03 687991
COGNEX CORP COM 192422103 3175 142201 SH DEFINED 03
142201
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 530 21750 SH DEFINED 03
21750
COHERENT INC COM 192479103 2055 84671 SH DEFINED 03
84671
COHU INC COM 192576106 1040 66676 SH DEFINED 03
66676
COINSTAR INC COM 19259P300 2605 137600 SH DEFINED 03
137600
COLGATE PALMOLIVE CO COM 194162103 51042 880798 SH DEFINED 03
880798
COLONIAL BANCGROUP INC COM 195493309 1929 139107 SH DEFINED 03
139107
COLONIAL PPTYS TR COM SH BEN INT 195872106 2515 71483 SH DEFINED 03 71483
COLUMBIA LABS INC COM 197779101 116 10300 SH DEFINED 03
10300
COMCAST CORP NEW CL A 20030N101 122880 4071566 SH DEFINED 03
4071566
COMCAST CORP NEW CL A 20030N101 2270 75228 SH DEFINED 09
75228
COMCAST CORP NEW CL A SPL 20030N200 12 426 SH DEFINED 03
426
COMCAST CORP NEW CL A SPL 20030N200 2400 82776 SH DEFINED 09
82776
COMERICA INC COM 200340107 21801 468829 SH DEFINED 03
468829
COMMERCE BANCORP INC NJ COM 200519106 10936 294770 SH DEFINED 03
294770
COMMERCE BANCSHARES INC COM 200525103 269 6915 SH DEFINED 03 6915
COMMERCE GROUP INC MASS COM 200641108 467 12900 SH DEFINED 03
12900
COMMERCIAL FEDERAL CORPORATI COM 201647104 2923 137880 SH DEFINED 03
137880
COMMERCIAL METALS CO COM 201723103 1745 98076 SH DEFINED 03
98076
COMMERCIAL NET LEASE RLTY IN COM 202218103 384 22300 SH DEFINED 03
22300
COMMONWEALTH INDS INC DEL COM 203004106 173 35305 SH DEFINED 03
35305
COMMONWEALTH TEL ENTERPRISES COM 203349105 204 4633 SH DEFINED 03
4633
COMMSCOPE INC COM 203372107 965 101554 SH DEFINED 03
101554
COMMUNITY HEALTH SYS INC NEW COM 203668108 1356 70300 SH DEFINED 03 70300
COMMUNITY FIRST BANKSHARES I COM 203902101 3209 117845 SH DEFINED 03
117845
COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 628 21188 SH DEFINED 03
21188
COMPASS BANCSHARES INC COM 20449H109 4744 136601 SH DEFINED 03
136601
COMPUCREDIT CORP COM 20478N100 261 21500 SH DEFINED 03
21500
COMPUTER ASSOC INTL INC COM 204912109 19600 879717 SH DEFINED 03
879717
COMPUTER NETWORK TECHNOLOGY COM 204925101 140 17700 SH DEFINED 03
17700
COMPUTER SCIENCES CORP COM 205363104 10758 282227 SH DEFINED 03
282227
COMPUWARE CORP COM 205638109 3304 577542 SH DEFINED 03 577542
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 4323 287982 SH DEFINED 03
287982
CONAGRA FOODS INC COM 205887102 34057 1443087 SH DEFINED 03
1443087
CONAGRA FOODS INC COM 205887102 1004 42539 SH DEFINED 09
42539
COMPUTER HORIZONS CORP COM 205908106 56 12300 SH DEFINED 03
12300
CONCERTO SOFTWARE INC COM 20602T106 235 25534 SH DEFINED 03
25534
CONCORD CAMERA CORP COM 206156101 490 70353 SH DEFINED 03
70353
CONCORD COMMUNICATIONS INC COM 206186108 658 47755 SH DEFINED 03
47755
CONCORD EFS INC COM 206197105 11078 752559 SH DEFINED 03 752559
CONCURRENT COMPUTER CORP NEW COM 206710204 99 34200 SH DEFINED 03
34200
CONE MLS CORP N C COM 206814105 25 15600 SH DEFINED 03
15600
CONEXANT SYSTEMS INC COM 207142100 207 49300 SH DEFINED 03
49300
CONMED CORP COM 207410101 1515 82371 SH DEFINED 03
82371
CONNECTICUT BANCSHARES INC COM 207540105 274 7000 SH DEFINED 03
7000
CONNETICS CORP COM 208192104 180 12000 SH DEFINED 03
12000
CONOCOPHILLIPS COM 20825C104 89536 1633873 SH DEFINED 03
1633873
CONOCOPHILLIPS COM 20825C104 1933 35280 SH DEFINED 09 35280
CONSOL ENERGY INC COM 20854P109 227 10000 SH DEFINED 03
10000
CONSOLIDATED EDISON INC COM 209115104 24088 556552 SH DEFINED 03
556552
CONSOLIDATED GRAPHICS INC COM 209341106 900 39341 SH DEFINED 03
39341
CONSTELLATION BRANDS INC CL A 21036P108 2540 80900 SH DEFINED 03
80900
CONSTELLATION ENERGY GROUP I COM 210371100 8945 260785 SH DEFINED 03
260785
CONTINENTAL AIRLS INC CL B 210795308 204 13600 SH DEFINED 03
13600
CONVERGYS CORP COM 212485106 7545 471579 SH DEFINED 03
471579
COOPER CAMERON CORP COM 216640102 2282 45287 SH DEFINED 03 45287
COOPER COS INC COM NEW 216648402 3304 95038 SH DEFINED 03
95038
COOPER TIRE & RUBR CO COM 216831107 8904 506182 SH DEFINED 03
506182
COORS ADOLPH CO CL B 217016104 7980 162927 SH DEFINED 03
162927
COORS ADOLPH CO CL B 217016104 573 11696 SH DEFINED 09
11696
COPART INC COM 217204106 656 69450 SH DEFINED 03
69450
CORINTHIAN COLLEGES INC COM 218868107 7918 163900 SH DEFINED 03
163900
CORIXA CORP COM 21887F100 218 28106 SH DEFINED 03
28106
CORN PRODS INTL INC COM 219023108 3481 115910 SH DEFINED 03 115910
CORNERSTONE RLTY INCOME TR I COM 21922V102 335 45845 SH DEFINED 03
45845
CORNING INC COM 219350105 13630 1844394 SH DEFINED 03
1844394
CORPORATE EXECUTIVE BRD CO COM 21988R102 2427 59450 SH DEFINED 03
59450
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 203 12000 SH DEFINED 03
12000
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 278 10970 SH DEFINED 03
10970
CORUS BANKSHARES INC COM 220873103 322 6700 SH DEFINED 03
6700
CORVIS CORP COM 221009103 48 32900 SH DEFINED 03
32900
COST PLUS INC CALIF COM 221485105 2020 56622 SH DEFINED 03 56622
COSTCO WHSL CORP NEW COM 22160K105 31052 848410 SH DEFINED 03
848410
COSTCO WHSL CORP NEW COM 22160K105 4186 114361 SH DEFINED 09
114361
COUNTRYWIDE FINANCIAL CORP COM 222372104 37516 539250 SH DEFINED 03
539250
COVANCE INC COM 222816100 1015 56064 SH DEFINED 03
56064
COVENTRY HEALTH CARE INC COM 222862104 1385 30000 SH DEFINED 03
30000
COX COMMUNICATIONS INC NEW CL A 224044107 2070 64897 SH DEFINED 03
64897
CRANE CO COM 224399105 10011 442357 SH DEFINED 03
442357
CRAWFORD & CO CL B 224633107 79 16100 SH DEFINED 03 16100
CRAY INC COM 225223106 176 22300 SH DEFINED 03
22300
CREDENCE SYS CORP COM 225302108 677 78800 SH DEFINED 03
78800
CREDIT ACCEP CORP MICH COM 225310101 184 18400 SH DEFINED 03
18400
CREE INC COM 225447101 2453 150933 SH DEFINED 03
150933
CRESCENT REAL ESTATE EQUITIE COM 225756105 507 30500 SH DEFINED 03
30500
CROMPTON CORP COM 227116100 1142 161915 SH DEFINED 03
161915
CROSS A T CO CL A 227478104 296 49912 SH DEFINED 03
49912
CROSS CTRY HEALTHCARE INC COM 227483104 261 19800 SH DEFINED 03 19800
CROWN AMERN RLTY TR SH BEN INT 228186102 126 11700 SH DEFINED 03
11700
CROWN ANDERSEN INC COM 228190104 30 12609 SH DEFINED 03
12609
CROWN CASTLE INTL CORP COM 228227104 706 90900 SH DEFINED 03
90900
CROWN HOLDINGS INC COM 228368106 551 77175 SH DEFINED 03
77175
CROWN MEDIA HLDGS INC CL A 228411104 60 14800 SH DEFINED 03
14800
CRYOLIFE INC COM 228903100 526 50797 SH DEFINED 03
50797
CUBIC CORP COM 229669106 1484 66800 SH DEFINED 03
66800
CUBIST PHARMACEUTICALS INC COM 229678107 147 13600 SH DEFINED 03 13600
CULLEN FROST BANKERS INC COM 229899109 4149 129246 SH DEFINED 03
129246
CUMMINS INC COM 231021106 2283 63617 SH DEFINED 03
63617
CUMMINS INC COM 231021106 2357 65660 SH DEFINED 09
65660
CUMULUS MEDIA INC CL A 231082108 233 12400 SH DEFINED 03
12400
CURATIVE HEALTH SVCS INC COM 231264102 552 32634 SH DEFINED 03
32634
CURAGEN CORP COM 23126R101 140 26400 SH DEFINED 03
26400
CURTISS WRIGHT CORP COM 231561101 2291 36250 SH DEFINED 03
36250
CYBERONICS INC COM 23251P102 254 11800 SH DEFINED 03 11800
CYBEX INTL INC COM 23252E106 20 14500 SH DEFINED 03
14500
CYMER INC COM 232572107 2725 84960 SH DEFINED 03
84960
CYPRESS SEMICONDUCTOR CORP COM 232806109 2081 173402 SH DEFINED 03
173402
CYTEC INDS INC COM 232820100 3796 112313 SH DEFINED 03
112313
CYTYC CORP COM 232946103 7012 664675 SH DEFINED 03
664675
DPL INC COM 233293109 1805 113228 SH DEFINED 03
113228
DQE INC COM 23329J104 996 66121 SH DEFINED 03
66121
DRS TECHNOLOGIES INC COM 23330X100 1720 61598 SH DEFINED 03 61598
D R HORTON INC COM 23331A109 7504 267053 SH DEFINED 03
267053
DST SYS INC DEL COM 233326107 3085 81179 SH DEFINED 03
81179
DSP GROUP INC COM 23332B106 1820 83650 SH DEFINED 03
83650
DTE ENERGY CO COM 233331107 19190 496643 SH DEFINED 03
496643
DANA CORP COM 235811106 5699 493029 SH DEFINED 03
493029
DANAHER CORP DEL COM 235851102 32722 480846 SH DEFINED 03
480846
DARDEN RESTAURANTS INC COM 237194105 5087 268008 SH DEFINED 03
268008
DATASCOPE CORP COM 238113104 1312 45169 SH DEFINED 03 45169
DAVITA INC COM 23918K108 1211 45207 SH DEFINED 03
45207
DEAN FOODS CO NEW COM 242370104 12101 384146 SH DEFINED 03
384146
DECODE GENETICS INC COM 243586104 42 13300 SH DEFINED 03
13300
DEERE & CO COM 244199105 19045 416742 SH DEFINED 03
416742
DEL MONTE FOODS CO COM 24522P103 1066 120638 SH DEFINED 03
120638
DELL COMPUTER CORP COM 247025109 180123 5657125 SH DEFINED 03
5657125
DELL COMPUTER CORP COM 247025109 4410 138490 SH DEFINED 09
138490
DELPHI CORP COM 247126105 11252 1303856 SH DEFINED 03 1303856
DELPHI CORP COM 247126105 1610 186592 SH DEFINED 09
186592
DELPHI FINL GROUP INC CL A 247131105 2701 57720 SH DEFINED 03
57720
DELTA & PINE LD CO COM 247357106 2279 103694 SH DEFINED 03
103694
DELTA AIR LINES INC DEL COM 247361108 5723 389823 SH DEFINED 03
389823
DELTIC TIMBER CORP COM 247850100 905 31820 SH DEFINED 03
31820
DENBURY RES INC COM NEW 247916208 328 24400 SH DEFINED 03
24400
DELUXE CORP COM 248019101 16110 359606 SH DEFINED 03
359606
DENDRITE INTL INC COM 248239105 1362 106457 SH DEFINED 03 106457
DENTSPLY INTL INC NEW COM 249030107 1992 48625 SH DEFINED 03
48625
DEPARTMENT 56 INC COM 249509100 677 44134 SH DEFINED 03
44134
DEVELOPERS DIVERSIFIED RLTY COM 251591103 265 9330 SH DEFINED 03
9330
DEVELOPERS DIVERSIFIED RLTY COM 251591103 2118 74480 SH DEFINED 09
74480
DEVON ENERGY CORP NEW COM 25179M103 51304 960750 SH DEFINED 03
960750
DEVRY INC DEL COM 251893103 1348 57877 SH DEFINED 03
57877
DIAGNOSTIC PRODS CORP COM 252450101 3063 74625 SH DEFINED 03
74625
DIAL CORP NEW COM 25247D101 5985 307704 SH DEFINED 03 307704
DIAMOND OFFSHORE DRILLING IN COM 25271C102 279 13300 SH DEFINED 03
13300
DIEBOLD INC COM 253651103 3062 70794 SH DEFINED 03
70794
DIGENE CORP COM 253752109 640 23400 SH DEFINED 03
23400
DIGI INTL INC COM 253798102 264 46526 SH DEFINED 03
46526
DIGITAL INSIGHT CORP COM 25385P106 398 21000 SH DEFINED 03
21000
DIGITAL RIV INC COM 25388B104 201 10500 SH DEFINED 03
10500
DIGITAS INC COM 25388K104 76 15203 SH DEFINED 03
15203
DIME CMNTY BANCSHARES COM 253922108 2569 101393 SH DEFINED 03 101393
DILLARDS INC CL A 254067101 1975 146643 SH DEFINED 03
146643
DIME BANCORP INC NEW *W EXP 99/99/9 25429Q110 23 154600 SH DEFINED 03
154600
DIMON INC COM 254394109 674 94098 SH DEFINED 03
94098
DIONEX CORP COM 254546104 2327 58549 SH DEFINED 03
58549
DISNEY WALT CO COM DISNEY 254687106 76372 3866913 SH DEFINED 03
3866913
DIVERSA CORP COM 255064107 106 11100 SH DEFINED 03
11100
DIXIE GROUP INC CL A 255519100 37 10700 SH DEFINED 03
10700
DOCUMENTUM INC COM 256159104 453 23100 SH DEFINED 03 23100
DOLLAR GEN CORP COM 256669102 9672 529675 SH DEFINED 03
529675
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 230 12400 SH DEFINED 03
12400
DOLLAR TREE STORES INC COM 256747106 2065 64997 SH DEFINED 03
64997
DOMINION RES INC VA NEW COM 25746U109 41936 652493 SH DEFINED 03
652493
DONALDSON INC COM 257651109 2449 55106 SH DEFINED 03
55106
DONNELLEY R R & SONS CO COM 257867101 10443 399516 SH DEFINED 03
399516
DORAL FINL CORP COM 25811P100 699 15650 SH DEFINED 03
15650
DOUBLECLICK INC COM 258609304 486 52510 SH DEFINED 03 52510
DOVER CORP COM 260003108 9067 302633 SH DEFINED 03
302633
DOW CHEM CO COM 260543103 52683 1701633 SH DEFINED 03
1701633
DOW CHEM CO COM 260543103 1717 55468 SH DEFINED 09
55468
DOW JONES & CO INC COM 260561105 5742 133434 SH DEFINED 03
133434
DOWNEY FINL CORP COM 261018105 3311 80160 SH DEFINED 03
80160
DRESS BARN INC COM 261570105 1239 98966 SH DEFINED 03
98966
DRIL-QUIP INC COM 262037104 807 44349 SH DEFINED 03
44349
DRUGSTORE COM INC COM 262241102 73 12500 SH DEFINED 03 12500
DSL NET INC COM 262506108 9 17500 SH DEFINED 03
17500
DU PONT E I DE NEMOURS & CO COM 263534109 64206 1541923 SH DEFINED 03
1541923
DU PONT E I DE NEMOURS & CO COM 263534109 21474 515717 SH DEFINED 09
515717
DUANE READE INC COM 263578106 964 65348 SH DEFINED 03
65348
DUKE ENERGY CORP COM 264399106 36987 1853975 SH DEFINED 03
1853975
DUKE REALTY CORP COM NEW 264411505 392 14216 SH DEFINED 03
14216
DUKE REALTY CORP COM NEW 264411505 1820 66052 SH DEFINED 09
66052
DUN & BRADSTREET CORP DEL NE COM 26483E100 2796 68024 SH DEFINED 03 68024
DUPONT PHOTOMASKS INC COM 26613X101 901 47926 SH DEFINED 03
47926
DURECT CORP COM 266605104 35 14700 SH DEFINED 03
14700
DYCOM INDS INC COM 267475101 992 60887 SH DEFINED 03
60887
DYNEGY INC NEW CL A 26816Q101 2357 561084 SH DEFINED 03
561084
EGL INC COM 268484102 2221 146122 SH DEFINED 03
146122
E M C CORP MASS COM 268648102 40419 3860417 SH DEFINED 03
3860417
ENSCO INTL INC COM 26874Q100 6747 250819 SH DEFINED 03
250819
EOG RES INC COM 26875P101 9161 218962 SH DEFINED 03 218962
E PIPHANY INC COM 26881V100 210 41150 SH DEFINED 03
41150
ESS TECHNOLOGY INC COM 269151106 1024 105076 SH DEFINED 03
105076
E TRADE GROUP INC COM 269246104 3715 437021 SH DEFINED 03
437021
E Z EM INC COM NEW 269305405 86 10200 SH DEFINED 03
10200
EARTHLINK INC COM 270321102 630 78945 SH DEFINED 03
78945
EAST WEST BANCORP INC COM 27579R104 2328 64425 SH DEFINED 03
64425
EASTGROUP PPTY INC COM 277276101 292 10800 SH DEFINED 03
10800
EASTMAN CHEM CO COM 277432100 8378 264527 SH DEFINED 03 264527
EASTMAN KODAK CO COM 277461109 25309 925393 SH DEFINED 03
925393
EASTMAN KODAK CO COM 277461109 30235 1105475 SH DEFINED 09
1105475
EATON CORP COM 278058102 13713 174440 SH DEFINED 03
174440
EATON VANCE CORP COM NON VTG 278265103 1759 55668 SH DEFINED 03
55668
EBAY INC COM 278642103 49764 478501 SH DEFINED 03
478501
ECHELON CORP COM 27874N105 281 20200 SH DEFINED 03
20200
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 3186 92023 SH DEFINED 03
92023
ECLIPSYS CORP COM 278856109 196 18600 SH DEFINED 03 18600
ECOLAB INC COM 278865100 13429 524576 SH DEFINED 03
524576
EDISON INTL COM 281020107 21166 1288283 SH DEFINED 03
1288283
EDO CORP COM 281347104 889 50200 SH DEFINED 03
50200
EDUCATION MGMT CORP COM 28139T101 8222 155012 SH DEFINED 03
155012
J D EDWARDS & CO COM 281667105 172 12000 SH DEFINED 03
12000
EDWARDS AG INC COM 281760108 2698 78885 SH DEFINED 03
78885
EDWARDS LIFESCIENCES CORP COM 28176E108 6038 187865 SH DEFINED 03
187865
EFUNDS CORP COM 28224R101 1874 162220 SH DEFINED 03 162220
EL PASO CORP COM 28336L109 9235 1142894 SH DEFINED 03
1142894
EL PASO ELEC CO COM NEW 283677854 1744 141429 SH DEFINED 03
141429
ELECTRO SCIENTIFIC INDS COM 285229100 1170 77196 SH DEFINED 03
77196
ELECTRONIC ARTS INC COM 285512109 16560 224082 SH DEFINED 03
224082
ELECTRONIC DATA SYS NEW COM 285661104 21831 1017750 SH DEFINED 03
1017750
ELECTRONICS FOR IMAGING INC COM 286082102 1018 50400 SH DEFINED 03
50400
ELKCORP COM 287456107 1149 51081 SH DEFINED 03
51081
EMCOR GROUP INC COM 29084Q100 1988 40269 SH DEFINED 03 40269
EMERSON ELEC CO COM 291011104 42205 825926 SH DEFINED 03
825926
EMMIS COMMUNICATIONS CORP CL A 291525103 968 41868 SH DEFINED 03
41868
ENCYSIVE PHARMACEUTICALS INC COM 29256X107 87 18200 SH DEFINED 03
18200
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 429 25600 SH DEFINED 03
25600
ENERGEN CORP COM 29265N108 3915 117567 SH DEFINED 03
117567
ENERGY EAST CORP COM 29266M109 3274 157710 SH DEFINED 03
157710
ENERGIZER HLDGS INC COM 29266R108 16787 534607 SH DEFINED 03
534607
ENGELHARD CORP COM 292845104 15267 616341 SH DEFINED 03 616341
ENGINEERED SUPPORT SYS INC COM 292866100 2933 70325 SH DEFINED 03
70325
ENESCO GROUP INC COM 292973104 227 30648 SH DEFINED 03
30648
ENTEGRIS INC COM 29362U104 415 30800 SH DEFINED 03
30800
ENTERASYS NETWORKS INC COM 293637104 243 80100 SH DEFINED 03
80100
ENTERCOM COMMUNICATIONS CORP CL A 293639100 1822 37180 SH DEFINED 03
37180
ENTERGY CORP NEW COM 29364G103 30977 586901 SH DEFINED 03
586901
ENTERPRISE PRODS PARTNERS L COM 293792107 333 14800 SH DEFINED 03
14800
ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 276 9600 SH DEFINED 03 9600
ENTRUST INC COM 293848107 69 24400 SH DEFINED 03
24400
ENZON PHARMACEUTICALS INC COM 293904108 257 20500 SH DEFINED 03
20500
ENZO BIOCHEM INC COM 294100102 2134 99169 SH DEFINED 03
99169
EON LABS INC COM 29412E100 395 11250 SH DEFINED 03
11250
EQUIFAX INC COM 294429105 5736 220631 SH DEFINED 03
220631
EQUITABLE RES INC COM 294549100 3894 95573 SH DEFINED 03
95573
EQUITY INNS INC COM 294703103 186 26900 SH DEFINED 03
26900
EQUITY OFFICE PROPERTIES TRU COM 294741103 22212 822349 SH DEFINED 03 822349
EQUITY ONE COM 294752100 505 30800 SH DEFINED 03
30800
EQUITY RESIDENTIAL SH BEN INT 29476L107 10734 413646 SH DEFINED 03
413646
ERICSSON L M TEL CO ADR B SEK 10 294821608 2086 196248 SH DEFINED 09
196248
ERIE INDTY CO CL A 29530P102 309 7500 SH DEFINED 03
7500
ESCO TECHNOLOGIES INC COM 296315104 312 7100 SH DEFINED 03
7100
ESPEED INC CL A 296643109 318 16100 SH DEFINED 03
16100
ESPERION THERAPEUTICS INC COM 29664R106 223 11500 SH DEFINED 03
11500
ESSEX PPTY TR INC COM 297178105 3197 55840 SH DEFINED 03 55840
ESTERLINE TECHNOLOGIES CORP COM 297425100 1295 74381 SH DEFINED 03
74381
ETHAN ALLEN INTERIORS INC COM 297602104 3032 86223 SH DEFINED 03
86223
EVERGREEN RES INC COM NO PAR 299900308 3166 58290 SH DEFINED 03
58290
EXAR CORP COM 300645108 1857 119016 SH DEFINED 03
119016
EXELON CORP COM 30161N101 67884 1134999 SH DEFINED 03
1134999
EXELIXIS INC COM 30161Q104 154 22300 SH DEFINED 03
22300
EXPEDIA INC CL A 302125109 335 4400 SH DEFINED 03
4400
EXPEDITORS INTL WASH INC COM 302130109 3606 104640 SH DEFINED 03 104640
EXPRESS SCRIPTS INC COM 302182100 26986 394473 SH DEFINED 03
394473
EXPRESSJET HOLDINGS INC CL A 30218U108 1885 124821 SH DEFINED 03
124821
EXTENDED STAY AMER INC COM 30224P101 1043 77303 SH DEFINED 03
77303
EXTREME NETWORKS INC COM 30226D106 333 63300 SH DEFINED 03
63300
EXULT INC DEL COM 302284104 256 29900 SH DEFINED 03
29900
EXXON MOBIL CORP COM 30231G102 519790 14474802 SH DEFINED 03
14474802
EXXON MOBIL CORP COM 30231G102 5125 142710 SH DEFINED 09
142710
F&M BANCORP MD COM 302367107 207 4200 SH DEFINED 03 4200
FEI CO COM 30241L109 1650 87900 SH DEFINED 03
87900
FLIR SYS INC COM 302445101 3011 100000 SH DEFINED 03
100000
F M C CORP COM NEW 302491303 3831 169270 SH DEFINED 03
169270
FMC TECHNOLOGIES INC COM 30249U101 2608 123906 SH DEFINED 03
123906
FNB CORP PA COM 302520101 224 7410 SH DEFINED 03
7410
FPL GROUP INC COM 302571104 21117 315890 SH DEFINED 03
315890
FTI CONSULTING INC COM 302941109 459 18375 SH DEFINED 03
18375
FACTSET RESH SYS INC COM 303075105 4192 95167 SH DEFINED 03 95167
FAIR ISAAC CORP COM 303250104 1831 35583 SH DEFINED 03
35583
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 1047 81826 SH DEFINED 03
81826
FALCONSTOR SOFTWARE INC COM 306137100 97 14500 SH DEFINED 03
14500
FAMILY DLR STORES INC COM 307000109 9696 254161 SH DEFINED 03
254161
FAMILY DLR STORES INC COM 307000109 3344 87644 SH DEFINED 09
87644
FARMER BROS CO COM 307675108 254 750 SH DEFINED 03
750
FASTENAL CO COM 311900104 1349 39590 SH DEFINED 03
39590
FEDDERS CORP COM NEW 313135501 279 90923 SH DEFINED 03 90923
FEDERAL HOME LN MTG CORP COM 313400301 63844 1257515 SH DEFINED 03
1257515
FEDERAL NATL MTG ASSN COM 313586109 139036 2061627 SH DEFINED 03
2061627
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 574 17950 SH DEFINED 03
17950
FEDERAL SIGNAL CORP COM 313855108 928 52809 SH DEFINED 03
52809
FEDERATED DEPT STORES INC DE COM 31410H101 35663 967790 SH DEFINED 03
967790
FEDERATED INVS INC PA CL B 314211103 6427 234406 SH DEFINED 03
234406
FEDEX CORP COM 31428X106 40990 660805 SH DEFINED 03
660805
FELCOR LODGING TR INC COM 31430F101 210 26790 SH DEFINED 03 26790
FERRO CORP COM 315405100 1559 69177 SH DEFINED 03
69177
F5 NETWORKS INC COM 315616102 176 10600 SH DEFINED 03
10600
FIDELITY NATIONAL SOLTNS INC COM 31620P109 318 12192 SH DEFINED 03
12192
FIDELITY NATL FINL INC COM 316326107 12881 418765 SH DEFINED 03
418765
FIFTH THIRD BANCORP COM 316773100 50524 879903 SH DEFINED 03
879903
FILENET CORP COM 316869106 2121 117860 SH DEFINED 03
117860
FINANCIAL FED CORP COM 317492106 1225 50205 SH DEFINED 03
50205
FINISAR COM 31787A101 104 68300 SH DEFINED 03 68300
FINISH LINE INC CL A 317923100 239 10800 SH DEFINED 03
10800
FIRST AMERN CORP CALIF COM 318522307 2403 91200 SH DEFINED 03
91200
FIRST BANCORP P R COM 318672102 3008 109578 SH DEFINED 03
109578
FIRST CHARTER CORP COM 319439105 315 17900 SH DEFINED 03
17900
FIRST CTZNS BANCSHARES INC N CL A 31946M103 393 3900 SH DEFINED 03
3900
FIRST COMWLTH FINL CORP PA COM 319829107 433 33400 SH DEFINED 03
33400
FIRST DATA CORP COM 319963104 50525 1219235 SH DEFINED 03
1219235
FIRST FINL BANCORP OH COM 320209109 295 18620 SH DEFINED 03 18620
FIRST FINL BANKSHARES COM 32020R109 398 11905 SH DEFINED 03
11905
FIRST HORIZON PHARMACEUTICAL COM 32051K106 48 12550 SH DEFINED 03
12550
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 812 25700 SH DEFINED 03
25700
FIRST IND CORP COM 32054R108 194 11315 SH DEFINED 03
11315
FIRST MIDWEST BANCORP DEL COM 320867104 3611 125342 SH DEFINED 03
125342
FIRST HEALTH GROUP CORP COM 320960107 4416 159877 SH DEFINED 03
159877
FIRST NIAGARA FINL GP INC COM 33582V108 335 24056 SH DEFINED 03
24056
FIRST REP BK SAN FRANCISCO COM 336158100 1097 41248 SH DEFINED 03 41248
FIRST SENTINEL BANCORP INC COM 33640T103 243 15300 SH DEFINED 03
15300
1ST SOURCE CORP COM 336901103 195 10521 SH DEFINED 03
10521
FIRST TENN NATL CORP COM 337162101 8380 190853 SH DEFINED 03
190853
FIRST VA BANKS INC COM 337477103 2178 50515 SH DEFINED 03
50515
FISERV INC COM 337738108 10208 286251 SH DEFINED 03
286251
FIRSTFED FINL CORP COM 337907109 2217 62819 SH DEFINED 03
62819
FIRSTMERIT CORP COM 337915102 2015 88398 SH DEFINED 03
88398
FLAGSTAR BANCORP INC COM 337930101 3846 157300 SH DEFINED 03 157300
FIRSTENERGY CORP COM 337932107 42500 1105343 SH DEFINED 03
1105343
FISHER SCIENTIFIC INTL INC COM NEW 338032204 1170 33527 SH DEFINED 03
33527
FLEETBOSTON FINL CORP COM 339030108 80945 2724509 SH DEFINED 03
2724509
FLEETWOOD ENTERPRISES INC COM 339099103 726 98045 SH DEFINED 03
98045
FLORIDA EAST COAST INDS CL A 340632108 365 14300 SH DEFINED 03
14300
FLORIDA ROCK INDS INC COM 341140101 3117 75514 SH DEFINED 03
75514
FLUOR CORP NEW COM 343412102 11879 353126 SH DEFINED 03
353126
FLOWERS FOODS INC COM 343498101 2681 135702 SH DEFINED 03 135702
FLOWSERVE CORP COM 34354P105 864 43936 SH DEFINED 03
43936
FOOT LOCKER INC COM 344849104 183 13800 SH DEFINED 03
13800
FOOTSTAR INC COM 344912100 749 57620 SH DEFINED 03
57620
FORD MTR CO DEL COM PAR $0.01 345370860 48789 4439389 SH DEFINED 03
4439389
FOREST CITY ENTERPRISES INC CL A 345550107 298 7200 SH DEFINED 03
7200
FOREST LABS INC COM 345838106 48663 888824 SH DEFINED 03
888824
FOREST OIL CORP COM PAR $0.01 346091705 1865 74247 SH DEFINED 03
74247
FORGENT NETWORKS INC COM 34629U103 59 21726 SH DEFINED 03 21726
FORTUNE BRANDS INC COM 349631101 13301 254815 SH DEFINED 03
254815
FORWARD AIR CORP COM 349853101 1314 52047 SH DEFINED 03
52047
FOSSIL INC COM 349882100 3057 129354 SH DEFINED 03
129354
FOUNDRY NETWORKS INC COM 35063R100 598 41950 SH DEFINED 03
41950
4 KIDS ENTMT INC COM 350865101 618 33220 SH DEFINED 03
33220
FOX ENTMT GROUP INC CL A 35138T107 1111 38600 SH DEFINED 03
38600
FRANKLIN RES INC COM 354613101 15153 387844 SH DEFINED 03
387844
FREDS INC CL A 356108100 3789 101225 SH DEFINED 03 101225
FREEMARKETS INC COM 356602102 179 25800 SH DEFINED 03
25800
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 5608 228901 SH DEFINED 03
228901
FREMONT GEN CORP COM 357288109 2733 199519 SH DEFINED 03
199519
FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 1013 75615 SH DEFINED 03
75615
FRIEDMAN INDS INC COM 358435105 62 22902 SH DEFINED 03
22902
FRONTIER AIRLINES INC NEW COM 359065109 679 74978 SH DEFINED 03
74978
FRONTIER FINL CORP WASH COM 35907K105 315 11200 SH DEFINED 03
11200
FRONTIER OIL CORP COM 35914P105 1474 97000 SH DEFINED 03 97000
FUELCELL ENERGY INC COM 35952H106 226 27600 SH DEFINED 03
27600
FULLER H B CO COM 359694106 1795 81500 SH DEFINED 03
81500
FULTON FINL CORP PA COM 360271100 200 10060 SH DEFINED 03
10060
FURNITURE BRANDS INTL INC COM 360921100 1013 38798 SH DEFINED 03
38798
G & K SVCS INC CL A 361268105 1846 62690 SH DEFINED 03
62690
GATX CORP COM 361448103 784 47939 SH DEFINED 03
47939
GBC BANCORP CALIF COM 361475106 1251 32712 SH DEFINED 03
32712
GABLES RESIDENTIAL TR SH BEN INT 362418105 1956 64700 SH DEFINED 03 64700
GALLAGHER ARTHUR J & CO COM 363576109 1212 44549 SH DEFINED 03
44549
GANNETT INC COM 364730101 60936 793331 SH DEFINED 03
793331
GAP INC DEL COM 364760108 25703 1370118 SH DEFINED 03
1370118
GARDNER DENVER INC COM 365558105 899 43933 SH DEFINED 03
43933
GARTNER INC COM 366651107 246 32400 SH DEFINED 03
32400
GARTNER INC CL B 366651206 565 75280 SH DEFINED 03
75280
GATEWAY INC COM 367626108 1855 508336 SH DEFINED 03
508336
GAYLORD ENTMT CO NEW COM 367905106 242 12373 SH DEFINED 03 12373
GEN-PROBE INC NEW COM 36866T103 221 5400 SH DEFINED 03
5400
GEMSTAR-TV GUIDE INTL INC COM 36866W106 225 44900 SH DEFINED 03
44900
GENCORP INC COM 368682100 1060 119287 SH DEFINED 03
119287
GENE LOGIC INC COM 368689105 123 20700 SH DEFINED 03
20700
GENENTECH INC COM NEW 368710406 30033 416436 SH DEFINED 03
416436
GENERAL CABLE CORP DEL NEW COM 369300108 79 14650 SH DEFINED 03
14650
GENERAL COMMUNICATION INC CL A 369385109 1353 154607 SH DEFINED 03
154607
GENERAL DYNAMICS CORP COM 369550108 34472 475481 SH DEFINED 03 475481
GENERAL DYNAMICS CORP COM 369550108 1953 26932 SH DEFINED 09
26932
GENERAL ELEC CO COM 369604103 558407 19470261 SH DEFINED 03
19470261
GENERAL ELEC CO COM 369604103 30849 1075614 SH DEFINED 09
1075614
GENERAL GROWTH PPTYS INC COM 370021107 1205 19300 SH DEFINED 03
19300
GENERAL GROWTH PPTYS INC COM 370021107 2081 33320 SH DEFINED 09
33320
GENERAL MLS INC COM 370334104 45973 969681 SH DEFINED 03
969681
GENERAL MTRS CORP COM 370442105 56170 1560264 SH DEFINED 03
1560264
GENERAL MTRS CORP COM 370442105 19009 528035 SH DEFINED 09 528035
GENERAL MTRS CORP CL H NEW 370442832 3485 272037 SH DEFINED 03
272037
GENESCO INC COM 371532102 1105 62404 SH DEFINED 03
62404
GENESIS HEALTH VENTURE INC N COM 37183F107 280 15900 SH DEFINED 03
15900
GENESIS MICROCHIP INC DEL COM 37184C103 162 11956 SH DEFINED 03
11956
GENTEX CORP COM 371901109 10052 327975 SH DEFINED 03
327975
GENLYTE GROUP INC COM 372302109 387 11100 SH DEFINED 03
11100
GENTA INC COM NEW 37245M207 342 25700 SH DEFINED 03
25700
GENUINE PARTS CO COM 372460105 8638 269863 SH DEFINED 03 269863
GENTIVA HEALTH SERVICES INC COM 37247A102 106 11731 SH DEFINED 03
11731
GENZYME CORP COM GENL DIV 372917104 13539 323428 SH DEFINED 03
323428
GEORGIA GULF CORP COM PAR $0.01 373200203 2384 120381 SH DEFINED 03
120381
GEORGIA PAC CORP COM 373298108 15352 810108 SH DEFINED 03
810108
GERBER SCIENTIFIC INC COM 373730100 398 59804 SH DEFINED 03
59804
GETTY IMAGES INC COM 374276103 727 17600 SH DEFINED 03
17600
GILEAD SCIENCES INC COM 375558103 14523 261443 SH DEFINED 03
261443
GILLETTE CO COM 375766102 67990 2134029 SH DEFINED 03 2134029
GLACIER BANCORP INC NEW COM 37637Q105 203 8230 SH DEFINED 03
8230
GLAMIS GOLD LTD COM 376775102 135 11800 SH DEFINED 03
11800
GLATFELTER COM 377316104 1272 86233 SH DEFINED 03
86233
GLENBOROUGH RLTY TR INC COM 37803P105 1708 89200 SH DEFINED 03
89200
GLIMCHER RLTY TR SH BEN INT 379302102 370 16500 SH DEFINED 03
16500
GLOBAL INDS LTD COM 379336100 176 36500 SH DEFINED 03
36500
GLOBAL IMAGING SYSTEMS COM 37934A100 1295 56100 SH DEFINED 03
56100
GLOBAL PMTS INC COM 37940X102 3448 97115 SH DEFINED 03 97115
GLOBESPANVIRATA INC COM 37957V106 480 57396 SH DEFINED 03
57396
GOLD BANC CORP INC COM 379907108 138 13200 SH DEFINED 03
13200
GOAMERICA INC COM 38020R106 4 11100 SH DEFINED 03
11100
GOLDEN ENTERPRISES INC COM 381010107 69 29154 SH DEFINED 03
29154
GOLDEN WEST FINL CORP DEL COM 381317106 42897 536147 SH DEFINED 03
536147
GOLDMAN SACHS GROUP INC COM 38141G104 100864 1204344 SH DEFINED 03
1204344
GOOD GUYS INC COM 382091106 16 11000 SH DEFINED 03
11000
GOODRICH CORP COM 382388106 9948 473713 SH DEFINED 03 473713
GOODYEAR TIRE & RUBR CO COM 382550101 1620 308646 SH DEFINED 03
308646
GOODYS FAMILY CLOTHING INC COM 382588101 642 74696 SH DEFINED 03
74696
GRACE W R & CO DEL NEW COM 38388F108 157 35600 SH DEFINED 03
35600
GRACO INC COM 384109104 5484 171375 SH DEFINED 03
171375
GRAFTECH INTL LTD COM 384313102 128 23400 SH DEFINED 03
23400
GRAINGER W W INC COM 384802104 12555 268496 SH DEFINED 03
268496
GRANITE CONSTR INC COM 387328107 948 49502 SH DEFINED 03
49502
GRANT PRIDECO INC COM 38821G101 720 61316 SH DEFINED 03 61316
GRAPHIC PACKAGING INTL CORP COM 388690109 82 18200 SH DEFINED 03
18200
GREAT ATLANTIC & PAC TEA INC COM 390064103 870 98916 SH DEFINED 03
98916
GREAT LAKES CHEM CORP COM 390568103 1771 86815 SH DEFINED 03
86815
GREAT PLAINS ENERGY INC COM 391164100 1950 67531 SH DEFINED 03
67531
GREATER BAY BANCORP COM 391648102 800 39911 SH DEFINED 03
39911
GREEN MOUNTAIN PWR CORP COM 393154109 228 11406 SH DEFINED 03
11406
GREENPOINT FINL CORP COM 395384100 5887 115565 SH DEFINED 03
115565
GREY GLOBAL GROUP INC COM 39787M108 387 500 SH DEFINED 03 500
GREY WOLF INC COM 397888108 400 98900 SH DEFINED 03
98900
GRIFFON CORP COM 398433102 1732 108249 SH DEFINED 03
108249
GROUP 1 AUTOMOTIVE INC COM 398905109 2076 64068 SH DEFINED 03
64068
GTECH HLDGS CORP COM 400518106 2592 68848 SH DEFINED 03
68848
GUIDANT CORP COM 401698105 23601 531684 SH DEFINED 03
531684
GYMBOREE CORP COM 403777105 1783 106325 SH DEFINED 03
106325
HCA INC COM 404119109 25083 782853 SH DEFINED 03
782853
HCC INS HLDGS INC COM 404132102 1511 51111 SH DEFINED 03 51111
HMS HLDGS CORP COM 40425J101 34 12200 SH DEFINED 03
12200
HRPT PPTYS TR COM SH BEN INT 40426W101 650 70600 SH DEFINED 03
70600
HAEMONETICS CORP COM 405024100 1217 65089 SH DEFINED 03
65089
HAGGAR CORP COM 405173105 177 14127 SH DEFINED 03
14127
HAIN CELESTIAL GROUP INC COM 405217100 1595 99847 SH DEFINED 03
99847
HALLIBURTON CO COM 406216101 18673 811866 SH DEFINED 03
811866
HANCOCK FABRICS INC COM 409900107 925 57277 SH DEFINED 03
57277
HANCOCK HLDG CO COM 410120109 423 9045 SH DEFINED 03 9045
HANCOCK JOHN FINL SVCS INC COM 41014S106 35073 1141316 SH DEFINED 03
1141316
HANDLEMAN CO DEL COM 410252100 598 37400 SH DEFINED 03
37400
HANDSPRING INC COM 410293104 14 12600 SH DEFINED 03
12600
HANOVER COMPRESSOR CO COM 410768105 1495 132258 SH DEFINED 03
132258
HANSEN NAT CORP COM 411310105 108 24800 SH DEFINED 03
24800
HARBOR FLA BANCSHARES INC COM 411901101 386 16100 SH DEFINED 03
16100
HARLAND JOHN H CO COM 412693103 4251 162482 SH DEFINED 03
162482
HARLEY DAVIDSON INC COM 412822108 21240 532863 SH DEFINED 03 532863
HARLEYSVILLE GROUP INC COM 412824104 327 14200 SH DEFINED 03
14200
HARLEYSVILLE NATL CORP PA COM 412850109 369 13690 SH DEFINED 03
13690
HARMAN INTL INDS INC COM 413086109 16357 206688 SH DEFINED 03
206688
HARMONIC INC COM 413160102 713 175171 SH DEFINED 03
175171
HARRAHS ENTMT INC COM 413619107 18078 449262 SH DEFINED 03
449262
HARRIS CORP DEL COM 413875105 1485 49409 SH DEFINED 03
49409
HARRIS INTERACTIVE INC COM 414549105 100 15500 SH DEFINED 03
15500
HARSCO CORP COM 415864107 1375 38147 SH DEFINED 03 38147
HARTE-HANKS INC COM 416196103 2287 120343 SH DEFINED 03
120343
HARTFORD FINL SVCS GROUP INC COM 416515104 33495 665109 SH DEFINED 03
665109
HARTMARX CORP COM 417119104 31 10250 SH DEFINED 03
10250
HARVEST NATURAL RESOURCES IN COM 41754V103 89 13900 SH DEFINED 03
13900
HASBRO INC COM 418056107 4828 276017 SH DEFINED 03
276017
HAVERTY FURNITURE INC COM 419596101 980 56000 SH DEFINED 03
56000
HAWAIIAN ELEC INDUSTRIES COM 419870100 1218 26570 SH DEFINED 03
26570
HEALTH CARE PPTY INVS INC COM 421915109 229 5400 SH DEFINED 03 5400
HEALTH MGMT ASSOC INC NEW CL A 421933102 6698 363060 SH DEFINED 03
363060
HEALTHCARE RLTY TR COM 421946104 593 20350 SH DEFINED 03
20350
HEADWATERS INC COM 42210P102 195 13400 SH DEFINED 03
13400
HEALTH CARE REIT INC COM 42217K106 541 17750 SH DEFINED 03
17750
HEALTH NET INC COM 42222G108 5100 154782 SH DEFINED 03
154782
HEARST-ARGYLE TELEVISION INC COM 422317107 258 9969 SH DEFINED 03
9969
HEARTLAND EXPRESS INC COM 422347104 2950 130363 SH DEFINED 03
130363
HECLA MNG CO COM 422704106 241 57000 SH DEFINED 03 57000
HEIDRICK & STRUGGLES INTL IN COM 422819102 650 51483 SH DEFINED 03
51483
HEINZ H J CO COM 423074103 21625 655706 SH DEFINED 03
655706
HELIX TECHNOLOGY CORP COM 423319102 895 68405 SH DEFINED 03
68405
HELMERICH & PAYNE INC COM 423452101 2246 76923 SH DEFINED 03
76923
HENRY JACK & ASSOC INC COM 426281101 788 44026 SH DEFINED 03
44026
HERCULES INC COM 427056106 3867 390576 SH DEFINED 03
390576
HERITAGE PPTY INVT TR INC COM 42725M107 133742 4938755 SH DEFINED 03
4938755
HERLEY INDS INC DEL COM 427398102 339 20200 SH DEFINED 03 20200
HERSHEY FOODS CORP COM 427866108 14092 202297 SH DEFINED 03
202297
HEWLETT PACKARD CO COM 428236103 134189 6299930 SH DEFINED 03
6299930
HEWLETT PACKARD CO COM 428236103 34 1592 SH DEFINED 09
1592
HEXCEL CORP NEW COM 428291108 39 12200 SH DEFINED 03
12200
HIBERNIA CORP CL A 428656102 4608 253736 SH DEFINED 03
253736
HIGH YIELD INCOME FD INC COM 429904105 61 11000 SH DEFINED 03
11000
HIGHWOODS PPTYS INC COM 431284108 297 13300 SH DEFINED 03
13300
HILB ROGAL & HAMILTON CO COM 431294107 3124 91775 SH DEFINED 03 91775
HILLENBRAND INDS INC COM 431573104 7597 150582 SH DEFINED 03
150582
HILTON HOTELS CORP COM 432848109 7440 581681 SH DEFINED 03
581681
HISPANIC BROADCASTING CORP CL A 43357B104 1407 55284 SH DEFINED 03
55284
HOLLINGER INTL INC CL A 435569108 271 25200 SH DEFINED 03
25200
HOLLYWOOD ENTMT CORP COM 436141105 704 40500 SH DEFINED 03
40500
HOLOGIC INC COM 436440101 673 51433 SH DEFINED 03
51433
HOME DEPOT INC COM 437076102 173787 5247186 SH DEFINED 03
5247186
HOME PPTYS N Y INC COM 437306103 515 14600 SH DEFINED 03 14600
HOMESTORE INC COM 437852106 33 19100 SH DEFINED 03
19100
HON INDS INC COM 438092108 3003 98460 SH DEFINED 03
98460
HONEYWELL INTL INC COM 438516106 57471 2140440 SH DEFINED 03
2140440
HONEYWELL INTL INC COM 438516106 33578 1250565 SH DEFINED 09
1250565
HOOPER HOLMES INC COM 439104100 1115 173148 SH DEFINED 03
173148
HORACE MANN EDUCATORS CORP N COM 440327104 950 58875 SH DEFINED 03
58875
HORMEL FOODS CORP COM 440452100 2308 97363 SH DEFINED 03
97363
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 3742 119745 SH DEFINED 03 119745
HOST MARRIOTT CORP NEW COM 44107P104 263 28700 SH DEFINED 03
28700
HOT TOPIC INC COM 441339108 3136 116304 SH DEFINED 03
116304
HOUSTON EXPL CO COM 442120101 645 18600 SH DEFINED 03
18600
HOVNANIAN ENTERPRISES INC CL A 442487203 790 13400 SH DEFINED 03
13400
HUBBELL INC CL B 443510201 2402 72573 SH DEFINED 03
72573
HUDSON CITY BANCORP COM 443683107 571 22400 SH DEFINED 03
22400
HUDSON UNITED BANCORP COM 444165104 3975 116385 SH DEFINED 03
116385
HUFFY CORP COM 444356109 231 32948 SH DEFINED 03 32948
HUGHES SUPPLY INC COM 444482103 2291 66032 SH DEFINED 03
66032
HUMANA INC COM 444859102 14113 934663 SH DEFINED 03
934663
HUMAN GENOME SCIENCES INC COM 444903108 447 35319 SH DEFINED 03
35319
HUNT J B TRANS SVCS INC COM 445658107 12140 318630 SH DEFINED 03
318630
HUNTINGTON BANCSHARES INC COM 446150104 7235 370860 SH DEFINED 03
370860
HUTCHINSON TECHNOLOGY INC COM 448407106 3535 106811 SH DEFINED 03
106811
HYDRIL CO COM 448774109 1655 60709 SH DEFINED 03
60709
ICN PHARMACEUTICALS INC NEW COM 448924100 1116 66593 SH DEFINED 03 66593
HYPERCOM CORP COM 44913M105 46 11200 SH DEFINED 03
11200
HYPERION SOLUTIONS CORP COM 44914M104 3449 102239 SH DEFINED 03
102239
ICOS CORP COM 449295104 206 5600 SH DEFINED 03
5600
ICU MED INC COM 44930G107 1085 34900 SH DEFINED 03
34900
IDEC PHARMACEUTICALS CORP COM 449370105 3413 100491 SH DEFINED 03
100491
IGEN INC COM 449536101 263 8400 SH DEFINED 03
8400
IHOP CORP COM 449623107 1992 63083 SH DEFINED 03
63083
IMC GLOBAL INC COM 449669100 584 86999 SH DEFINED 03 86999
IMCO RECYCLING INC COM 449681105 224 33769 SH DEFINED 03
33769
IMS HEALTH INC COM 449934108 7266 403906 SH DEFINED 03
403906
ISTAR FINL INC COM 45031U101 346 9485 SH DEFINED 03
9485
ITT EDUCATIONAL SERVICES INC COM 45068B109 8190 279994 SH DEFINED 03
279994
IXIA COM 45071R109 155 24100 SH DEFINED 03
24100
ITT INDS INC IND COM 450911102 9053 138295 SH DEFINED 03
138295
ITT INDS INC IND COM 450911102 28 430 SH DEFINED 09
430
IDACORP INC COM 451107106 785 29886 SH DEFINED 03 29886
IDEX CORP COM 45167R104 3427 94567 SH DEFINED 03
94567
IDEXX LABS INC COM 45168D104 4471 134147 SH DEFINED 03
134147
IKON OFFICE SOLUTIONS INC COM 451713101 127 14216 SH DEFINED 03
14216
IDENTIX INC COM 451906101 209 32900 SH DEFINED 03
32900
ILEX ONCOLOGY INC COM 451923106 308 15900 SH DEFINED 03
15900
ILLINOIS TOOL WKS INC COM 452308109 32022 486284 SH DEFINED 03
486284
IMATION CORP COM 45245A107 2878 76108 SH DEFINED 03
76108
IMCLONE SYS INC COM 45245W109 646 20221 SH DEFINED 03 20221
IMAGISTICS INTERNATIONAL INC COM 45247T104 1276 49475 SH DEFINED 03
49475
IMMUNOGEN INC COM 45253H101 94 22100 SH DEFINED 03
22100
IMPAC MTG HLDGS INC COM 45254P102 1247 74700 SH DEFINED 03
74700
IMPATH INC COM 45255G101 643 45590 SH DEFINED 03
45590
IMPAX LABORATORIES INC COM 45256B101 281 23500 SH DEFINED 03
23500
IMMUNOMEDICS INC COM 452907108 163 25700 SH DEFINED 03
25700
INAMED CORP COM 453235103 3713 69576 SH DEFINED 03
69576
INCYTE CORP COM 45337C102 164 33700 SH DEFINED 03 33700
INDEPENDENCE CMNTY BK CORP COM 453414104 2343 83277 SH DEFINED 03
83277
INDEVUS PHARMACEUTICALS INC COM 454072109 186 29800 SH DEFINED 03
29800
INDYMAC BANCORP INC COM 456607100 3872 152339 SH DEFINED 03
152339
INFOCUS CORP COM 45665B106 188 39821 SH DEFINED 03
39821
INFORMATICA CORP COM 45666Q102 212 30700 SH DEFINED 03
30700
INFONET SVCS CORP CL B 45666T106 116 73000 SH DEFINED 03
73000
INFORMATION HLDGS INC COM 456727106 1047 57397 SH DEFINED 03
57397
INFOUSA INC NEW COM 456818301 232 28700 SH DEFINED 03 28700
INFORMATION RES INC COM 456905108 51 13100 SH DEFINED 03
13100
INGRAM MICRO INC CL A 457153104 177 16100 SH DEFINED 03
16100
INPUT/OUTPUT INC COM 457652105 745 138443 SH DEFINED 03
138443
INSIGHT ENTERPRISES INC COM 45765U103 1230 122987 SH DEFINED 03
122987
INSITUFORM TECHNOLOGIES INC CL A 457667103 1345 76289 SH DEFINED 03
76289
INSIGHT COMMUNICATIONS INC CL A 45768V108 240 18000 SH DEFINED 03
18000
INNKEEPERS USA TR COM 4576J0104 131 19200 SH DEFINED 03
19200
INSURANCE AUTO AUCTIONS INC COM 457875102 362 28577 SH DEFINED 03 28577
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1871 71000 SH DEFINED 03
71000
INTEGRATED DEVICE TECHNOLOGY COM 458118106 3101 281109 SH DEFINED 03
281109
INTEGRATED ELECTRICAL SVC COM 45811E103 98 13500 SH DEFINED 03
13500
INTEGRATED CIRCUIT SYS INC COM 45811K208 333 10600 SH DEFINED 03
10600
INTEL CORP COM 458140100 310248 14908622 SH DEFINED 03
14908622
INTEL CORP COM 458140100 4228 203169 SH DEFINED 09
203169
INTELIDATA TECHNOLOGIES CORP COM 45814T107 45 14800 SH DEFINED 03
14800
INTER TEL INC COM 458372109 1836 85747 SH DEFINED 03 85747
INTERACTIVE DATA CORP COM 45840J107 492 29100 SH DEFINED 03
29100
INTERFACE INC CL A 458665106 687 148936 SH DEFINED 03
148936
INTERDIGITAL COMMUNICATIONS COM 45866A105 584 24950 SH DEFINED 03
24950
INTERGRAPH CORP COM 458683109 412 19500 SH DEFINED 03
19500
INTERGRAPH CORP COM 458683109 27 1294 SH DEFINED 09
1294
INTERLAND INC COM 458727104 51 52100 SH DEFINED 03
52100
INTERMAGNETICS GEN CORP COM 458771102 1190 60062 SH DEFINED 03
60062
INTERMET CORP COM 45881K104 198 57468 SH DEFINED 03 57468
INTERMUNE INC COM 45884X103 220 13600 SH DEFINED 03
13600
INTERNAP NETWORK SVCS CORP COM 45885A102 13 12800 SH DEFINED 03
12800
INTERNATIONAL BANCSHARES COR COM 459044103 595 16750 SH DEFINED 03
16750
INTERNATIONAL BUSINESS MACHS COM 459200101 326158 3953435 SH DEFINED 03
3953435
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 7578 237327 SH DEFINED 03
237327
INTERNATIONAL GAME TECHNOLOG COM 459902102 15923 155601 SH DEFINED 03
155601
INTERNATIONAL MULTIFOODS COR COM 460043102 2954 128947 SH DEFINED 03
128947
INTL PAPER CO COM 460146103 46625 1304936 SH DEFINED 03 1304936
INTL PAPER CO COM 460146103 16977 475159 SH DEFINED 09
475159
INTERNATIONAL RECTIFIER CORP COM 460254105 3767 140458 SH DEFINED 03
140458
INTERNATIONAL SPEEDWAY CORP CL A 460335201 1583 40075 SH DEFINED 03
40075
INTERNET CAP GROUP INC COM 46059C106 14 28500 SH DEFINED 03
28500
INTERNET SEC SYS INC COM 46060X107 705 49422 SH DEFINED 03
49422
INTERPUBLIC GROUP COS INC COM 460690100 7780 581444 SH DEFINED 03
581444
INTERSIL CORP CL A 46069S109 2548 95756 SH DEFINED 03
95756
INTERSTATE BAKERIES CORP DEL COM 46072H108 1656 130373 SH DEFINED 03 130373
INTERVOICE INC NEW COM 461142101 55 11500 SH DEFINED 03
11500
INTERWOVEN INC COM 46114T102 112 51100 SH DEFINED 03
51100
INTUIT COM 461202103 15008 336506 SH DEFINED 03
336506
INVACARE CORP COM 461203101 3120 94560 SH DEFINED 03
94560
INTUITIVE SURGICAL INC COM 46120E107 90 11800 SH DEFINED 03
11800
INTRUSION INC COM 46121E106 9 12300 SH DEFINED 03
12300
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 1118 60089 SH DEFINED 03
60089
INVESTORS REAL ESTATE TR SH BEN INT 461730103 164 15400 SH DEFINED 03 15400
INVISION TECHNOLOGIES INC COM 461851107 2016 82000 SH DEFINED 03
82000
INVITROGEN CORP COM 46185R100 4489 116900 SH DEFINED 03
116900
INVESTORS FINL SERVICES CORP COM 461915100 2043 70372 SH DEFINED 03
70372
IOMEGA CORP COM NEW 462030305 409 38540 SH DEFINED 03
38540
IONICS INC COM 462218108 1031 46069 SH DEFINED 03
46069
IRON MTN INC PA COM 462846106 310 8350 SH DEFINED 03
8350
IRWIN FINL CORP COM 464119106 2199 84900 SH DEFINED 03
84900
ISHARES TR S&P MIDCAP 400 464287507 9379 97700 SH DEFINED 03 97700
ISHARES TR S&P MIDCP GROW 464287606 5256 51400 SH DEFINED 03
51400
ISHARES TR RUSSELL 2000 464287655 10846 122000 SH DEFINED 03
122000
ISHARES TR S&P MIDCP VALU 464287705 6326 71200 SH DEFINED 03
71200
ISHARES TR S&P SMLCAP 600 464287804 34540 315000 SH DEFINED 03
315000
ISIS PHARMACEUTICALS INC COM 464330109 135 25200 SH DEFINED 03
25200
ITRON INC COM 465741106 1329 61833 SH DEFINED 03
61833
IVANHOE ENERGY INC COM 465790103 151 149693 SH DEFINED 03
149693
IVAX CORP COM 465823102 2131 119365 SH DEFINED 03 119365
J & J SNACK FOODS CORP COM 466032109 820 26113 SH DEFINED 03
26113
JDS UNIPHASE CORP COM 46612J101 7435 2125979 SH DEFINED 03
2125979
JDS UNIPHASE CORP COM 46612J101 29 8341 SH DEFINED 09
8341
JDA SOFTWARE GROUP INC COM 46612K108 896 80800 SH DEFINED 03
80800
J JILL GROUP INC COM 466189107 835 49800 SH DEFINED 03
49800
JLG INDS INC COM 466210101 765 112509 SH DEFINED 03
112509
J P MORGAN CHASE & CO COM 46625H100 187803 5494530 SH DEFINED 03
5494530
J P MORGAN CHASE & CO COM 46625H100 54393 1591377 SH DEFINED 09 1591377
JABIL CIRCUIT INC COM 466313103 6648 300801 SH DEFINED 03
300801
JACK IN THE BOX INC COM 466367109 2689 120566 SH DEFINED 03
120566
JACOBS ENGR GROUP INC DEL COM 469814107 1780 42230 SH DEFINED 03
42230
JACUZZI BRANDS INC COM 469865109 204 38530 SH DEFINED 03
38530
JAKKS PAC INC COM 47012E106 854 64333 SH DEFINED 03
64333
JANUS CAP GROUP INC COM 47102X105 12787 779723 SH DEFINED 03
779723
JARDEN CORP COM 471109108 612 22100 SH DEFINED 03
22100
JEFFERIES GROUP INC NEW COM 472319102 3523 70761 SH DEFINED 03 70761
JEFFERSON PILOT CORP COM 475070108 19092 460500 SH DEFINED 03
460500
JETBLUE AWYS CORP COM 477143101 10415 248100 SH DEFINED 03
248100
JO-ANN STORES INC CL A 47758P109 1340 52983 SH DEFINED 03
52983
JOHNSON & JOHNSON COM 478160104 332066 6422936 SH DEFINED 03
6422936
JOHNSON CTLS INC COM 478366107 21265 248425 SH DEFINED 03
248425
JOHNSON CTLS INC COM 478366107 2914 34042 SH DEFINED 09
34042
JONES APPAREL GROUP INC COM 480074103 16309 557367 SH DEFINED 03
557367
JONES LANG LASALLE INC COM 48020Q107 258 16300 SH DEFINED 03 16300
JOURNAL REGISTER CO COM 481138105 376 20800 SH DEFINED 03
20800
JOY GLOBAL INC COM 481165108 395 26700 SH DEFINED 03
26700
JUNIPER NETWORKS INC COM 48203R104 515 41300 SH DEFINED 03
41300
KLA-TENCOR CORP COM 482480100 14569 313583 SH DEFINED 03
313583
KLA-TENCOR CORP COM 482480100 32 687 SH DEFINED 09
687
K-SWISS INC CL A 482686102 2376 68840 SH DEFINED 03
68840
KT CORP SPONSORED ADR 48268K101 238 12100 SH DEFINED 03
12100
K2 INC COM 482732104 927 75676 SH DEFINED 03 75676
K V PHARMACEUTICAL CO CL A 482740206 386 13900 SH DEFINED 03
13900
KAMAN CORP CL A 483548103 732 64111 SH DEFINED 03
64111
KANSAS CITY SOUTHERN COM NEW 485170302 2014 167385 SH DEFINED 03
167385
KAYDON CORP COM 486587108 1783 85700 SH DEFINED 03
85700
KEANE INC COM 486665102 2296 168428 SH DEFINED 03
168428
KB HOME COM 48666K109 27490 443532 SH DEFINED 03
443532
KEITHLEY INSTRS INC COM 487584104 558 38640 SH DEFINED 03
38640
KELLOGG CO COM 487836108 22492 654417 SH DEFINED 03 654417
KELLOGG CO COM 487836108 2320 67504 SH DEFINED 09
67504
KELLWOOD CO COM 488044108 3477 109940 SH DEFINED 03
109940
KELLY SVCS INC CL A 488152208 1069 45022 SH DEFINED 03
45022
KEMET CORP COM 488360108 695 68766 SH DEFINED 03
68766
KENNAMETAL INC COM 489170100 1303 38490 SH DEFINED 03
38490
KERR MCGEE CORP COM 492386107 15231 339983 SH DEFINED 03
339983
KEY ENERGY SVCS INC COM 492914106 524 48900 SH DEFINED 03
48900
KEYCORP NEW COM 493267108 19964 790023 SH DEFINED 03 790023
KEYNOTE SYS INC COM 493308100 180 17200 SH DEFINED 03
17200
KEYSPAN CORP COM 49337W100 8276 233444 SH DEFINED 03
233444
KFORCE INC COM 493732101 59 12100 SH DEFINED 03
12100
KIMBALL INTL INC CL B 494274103 293 18800 SH DEFINED 03
18800
KILROY RLTY CORP COM 49427F108 2443 88853 SH DEFINED 03
88853
KIMBERLY CLARK CORP COM 494368103 64041 1228244 SH DEFINED 03
1228244
KIMCO REALTY CORP COM 49446R109 411 10850 SH DEFINED 03
10850
KINDER MORGAN INC KANS COM 49455P101 21128 386605 SH DEFINED 03 386605
KING PHARMACEUTICALS INC COM 495582108 5445 368876 SH DEFINED 03
368876
KIRBY CORP COM 497266106 1838 65190 SH DEFINED 03
65190
KNIGHT RIDDER INC COM 499040103 13160 190924 SH DEFINED 03
190924
KNIGHT TRADING GROUP INC COM 499063105 327 51900 SH DEFINED 03
51900
KNIGHT TRANSN INC COM 499064103 2696 108625 SH DEFINED 03
108625
KOGER EQUITY INC COM 500228101 221 12800 SH DEFINED 03
12800
KOHLS CORP COM 500255104 28744 559437 SH DEFINED 03
559437
KOPIN CORP COM 500600101 1307 212829 SH DEFINED 03 212829
KOREA ELECTRIC PWR SPONSORED ADR 500631106 314 35200 SH DEFINED 03
35200
KORN FERRY INTL COM NEW 500643200 365 45044 SH DEFINED 03
45044
KOS PHARMACEUTICALS INC COM 500648100 345 14700 SH DEFINED 03
14700
KRAFT FOODS INC CL A 50075N104 9413 289189 SH DEFINED 03
289189
KRISPY KREME DOUGHNUTS INC COM 501014104 1198 29100 SH DEFINED 03
29100
KROGER CO COM 501044101 38725 2321657 SH DEFINED 03
2321657
KROLL INC COM 501049100 2902 107511 SH DEFINED 03
107511
KRONOS INC COM 501052104 3122 61395 SH DEFINED 03 61395
KULICKE & SOFFA INDS INC COM 501242101 865 135401 SH DEFINED 03
135401
LNR PPTY CORP COM 501940100 1025 27400 SH DEFINED 03
27400
LSI LOGIC CORP COM 502161102 4032 569491 SH DEFINED 03
569491
LTX CORP COM 502392103 450 52139 SH DEFINED 03
52139
L-3 COMMUNICATIONS HLDGS INC COM 502424104 16757 385299 SH DEFINED 03
385299
LA JOLLA PHARMACEUTICAL CO COM 503459109 58 17900 SH DEFINED 03
17900
LA QUINTA CORP PAIRED CTF 50419U202 300 69693 SH DEFINED 03
69693
LA Z BOY INC COM 505336107 3214 143621 SH DEFINED 03 143621
LABOR READY INC COM NEW 505401208 797 111148 SH DEFINED 03
111148
LABORATORY CORP AMER HLDGS COM NEW 50540R409 538 17847 SH DEFINED 03
17847
LABRANCHE & CO INC COM 505447102 847 40923 SH DEFINED 03
40923
LACLEDE GROUP INC COM 505597104 1398 52147 SH DEFINED 03
52147
LAFARGE NORTH AMERICA INC COM 505862102 578 18700 SH DEFINED 03
18700
LAM RESEARCH CORP COM 512807108 1294 71049 SH DEFINED 03
71049
LAMAR ADVERTISING CO CL A 512815101 320 9000 SH DEFINED 03
9000
LANCASTER COLONY CORP COM 513847103 1499 38740 SH DEFINED 03 38740
LANCE INC COM 514606102 732 80132 SH DEFINED 03
80132
LANDAMERICA FINL GROUP INC COM 514936103 3900 82113 SH DEFINED 03
82113
LANDRYS RESTAURANTS INC COM 51508L103 1864 78997 SH DEFINED 03
78997
LANDSTAR SYS INC COM 515098101 3215 51398 SH DEFINED 03
51398
LATTICE SEMICONDUCTOR CORP COM 518415104 923 111301 SH DEFINED 03
111301
LAUDER ESTEE COS INC CL A 518439104 638 19019 SH DEFINED 03
19019
LAWSON PRODS INC COM 520776105 715 26084 SH DEFINED 03
26084
LEAR CORP COM 521865105 4939 107322 SH DEFINED 03 107322
LEARNING TREE INTL INC COM 522015106 226 14400 SH DEFINED 03
14400
LEE ENTERPRISES INC COM 523768109 2368 63107 SH DEFINED 03
63107
LEGATO SYS INC COM 524651106 2391 283944 SH DEFINED 03
283944
LEGGETT & PLATT INC COM 524660107 6164 300691 SH DEFINED 03
300691
LEGG MASON INC COM 524901105 3613 55622 SH DEFINED 03
55622
LEHMAN BROS HLDGS INC COM 524908100 43328 651751 SH DEFINED 03
651751
LENNAR CORP CL A 526057104 5928 82916 SH DEFINED 03
82916
LENNAR CORP CL B 526057302 348 5070 SH DEFINED 03 5070
LENNOX INTL INC COM 526107107 2359 183325 SH DEFINED 03
183325
LEUCADIA NATL CORP COM 527288104 1730 46613 SH DEFINED 03
46613
LEVEL 3 COMMUNICATIONS INC COM 52729N100 310 46600 SH DEFINED 03
46600
LEXAR MEDIA INC COM 52886P104 131 13800 SH DEFINED 03
13800
LEXICON GENETICS INC COM 528872104 178 27000 SH DEFINED 03
27000
LEXINGTON CORP PPTYS TR COM 529043101 411 23200 SH DEFINED 03
23200
LEXMARK INTL NEW CL A 529771107 37104 524295 SH DEFINED 03
524295
LIBBEY INC COM 529898108 898 39549 SH DEFINED 03 39549
LIBERTY CORP S C COM 530370105 369 8678 SH DEFINED 03
8678
LIBERTY MEDIA CORP NEW COM SER A 530718105 7119 615789 SH DEFINED 03
615789
LIBERTY PPTY TR SH BEN INT 531172104 3280 94800 SH DEFINED 03
94800
LIFEPOINT HOSPITALS INC COM 53219L109 616 29170 SH DEFINED 03
29170
LIGAND PHARMACEUTICALS INC CL B 53220K207 402 29600 SH DEFINED 03
29600
LILLY ELI & CO COM 532457108 130528 1892539 SH DEFINED 03
1892539
LIMITED BRANDS INC COM 532716107 18681 1205233 SH DEFINED 03
1205233
LINCARE HLDGS INC COM 532791100 7561 239201 SH DEFINED 03 239201
LINCOLN ELEC HLDGS INC COM 533900106 382 18700 SH DEFINED 03
18700
LINCOLN NATL CORP IND COM 534187109 16353 458971 SH DEFINED 03
458971
LINDSAY MFG CO COM 535555106 703 30278 SH DEFINED 03
30278
LINEAR TECHNOLOGY CORP COM 535678106 36828 1137370 SH DEFINED 03
1137370
LINEAR TECHNOLOGY CORP COM 535678106 26 809 SH DEFINED 09
809
LINENS N THINGS INC COM 535679104 2771 117345 SH DEFINED 03
117345
LITTELFUSE INC COM 537008104 301 13700 SH DEFINED 03
13700
LIZ CLAIBORNE INC COM 539320101 16752 475227 SH DEFINED 03 475227
LIZ CLAIBORNE INC COM 539320101 2631 74638 SH DEFINED 09
74638
LOCAL FINL CORP COM 539553107 218 15200 SH DEFINED 03
15200
LOCKHEED MARTIN CORP COM 539830109 56594 1189703 SH DEFINED 03
1189703
LOEWS CORP COM 540424108 24175 511197 SH DEFINED 03
511197
LONE STAR STEAKHOUSE SALOON COM 542307103 1367 61840 SH DEFINED 03
61840
LONE STAR TECHNOLOGIES INC COM 542312103 2412 113898 SH DEFINED 03
113898
LONGS DRUG STORES CORP COM 543162101 665 40044 SH DEFINED 03
40044
LONGVIEW FIBRE CO COM 543213102 709 86456 SH DEFINED 03 86456
LOOKSMART LTD COM 543442107 103 36800 SH DEFINED 03
36800
LOUISIANA PAC CORP COM 546347105 5120 472285 SH DEFINED 03
472285
LOWES COS INC COM 548661107 62518 1455591 SH DEFINED 03
1455591
LUBRIZOL CORP COM 549271104 3327 107365 SH DEFINED 03
107365
LUCENT TECHNOLOGIES INC COM 549463107 12246 6032317 SH DEFINED 03
6032317
LUCENT TECHNOLOGIES INC COM 549463107 24 11729 SH DEFINED 09
11729
LUMINEX CORP DEL COM 55027E102 52 10100 SH DEFINED 03
10100
LYDALL INC DEL COM 550819106 443 41390 SH DEFINED 03 41390
LYONDELL CHEMICAL CO COM 552078107 2506 185201 SH DEFINED 03
185201
M & T BK CORP COM 55261F104 7555 89706 SH DEFINED 03
89706
MAF BANCORP INC COM 55261R108 2663 71836 SH DEFINED 03
71836
MBIA INC COM 55262C100 21101 432848 SH DEFINED 03
432848
MBNA CORP COM 55262L100 48678 2335778 SH DEFINED 03
2335778
MB FINANCIAL INC NEW COM 55264U108 257 6400 SH DEFINED 03
6400
M D C HLDGS INC COM 552676108 3947 81742 SH DEFINED 03
81742
MDU RES GROUP INC COM 552690109 2696 80514 SH DEFINED 03 80514
MEMC ELECTR MATLS INC COM 552715104 406 41450 SH DEFINED 03
41450
MFA MTG INVTS INC COM 55272X102 172 17100 SH DEFINED 03
17100
MGE ENERGY INC COM 55277P104 320 10200 SH DEFINED 03
10200
MGIC INVT CORP WIS COM 552848103 15358 329281 SH DEFINED 03
329281
MGI PHARMA INC COM 552880106 2055 80347 SH DEFINED 03
80347
MGM MIRAGE COM 552953101 589 17230 SH DEFINED 03
17230
M/I SCHOTTENSTEIN HOMES INC COM 55305B101 248 5800 SH DEFINED 03
5800
MPS GROUP INC COM 553409103 868 126118 SH DEFINED 03 126118
MRV COMMUNICATIONS INC COM 553477100 113 58444 SH DEFINED 03
58444
MRO SOFTWARE INC COM 55347W105 607 70554 SH DEFINED 03
70554
MSC SOFTWARE CORP COM 553531104 113 16700 SH DEFINED 03
16700
MACDERMID INC COM 554273102 3300 125489 SH DEFINED 03
125489
MACERICH CO COM 554382101 587 16700 SH DEFINED 03
16700
MACK CALI RLTY CORP COM 554489104 1641 45100 SH DEFINED 03
45100
MACROVISION CORP COM 555904101 816 40928 SH DEFINED 03
40928
MACROMEDIA INC COM 556100105 3610 171837 SH DEFINED 03 171837
MADDEN STEVEN LTD COM 556269108 469 21700 SH DEFINED 03
21700
MAGMA DESIGN AUTOMATION COM 559181102 262 15300 SH DEFINED 03
15300
MAGNA ENTMT CORP CL A 559211107 95 18900 SH DEFINED 03
18900
MAGNETEK INC COM 559424106 134 52748 SH DEFINED 03
52748
MAGNUM HUNTER RES INC COM PAR $0.002 55972F203 151 18950 SH DEFINED 03
18950
MAIL-WELL INC COM 560321200 41 16300 SH DEFINED 03
16300
MANDALAY RESORT GROUP COM 562567107 6570 206270 SH DEFINED 03
206270
MANHATTAN ASSOCS INC COM 562750109 1981 76210 SH DEFINED 03 76210
MANITOWOC INC COM 563571108 107 4800 SH DEFINED 00
4800
MANITOWOC INC COM 563571108 1817 81469 SH DEFINED 03
81469
MANOR CARE INC NEW COM 564055101 3496 139791 SH DEFINED 03
139791
MANPOWER INC COM 56418H100 1840 49604 SH DEFINED 03
49604
MANUFACTURED HOME CMNTYS INC COM 564682102 323 9200 SH DEFINED 03
9200
MANUGISTICS GROUP INC COM 565011103 119 29000 SH DEFINED 03
29000
MAPINFO CORP COM 565105103 263 36819 SH DEFINED 03
36819
MARATHON OIL CORP COM 565849106 33936 1287908 SH DEFINED 03 1287908
MARCUS CORP COM 566330106 1209 80872 SH DEFINED 03
80872
MARKEL CORP COM 570535104 282 1100 SH DEFINED 03
1100
MARSH & MCLENNAN COS INC COM 571748102 42165 825631 SH DEFINED 03
825631
MARSHALL & ILSLEY CORP COM 571834100 10068 329220 SH DEFINED 03
329220
MARRIOTT INTL INC NEW CL A 571903202 14973 389717 SH DEFINED 03
389717
MARTEK BIOSCIENCES CORP COM 572901106 1262 29400 SH DEFINED 03
29400
MARTIN MARIETTA MATLS INC COM 573284106 1319 39239 SH DEFINED 03
39239
MARVEL ENTERPRISES INC COM 57383M108 711 37250 SH DEFINED 03 37250
MASCO CORP COM 574599106 21699 909799 SH DEFINED 03
909799
MASSEY ENERGY CORP COM 576206106 2744 208695 SH DEFINED 03
208695
MASTEC INC COM 576323109 73 12650 SH DEFINED 03
12650
MATERIAL SCIENCES CORP COM 576674105 339 34994 SH DEFINED 03
34994
MATRIXONE INC COM 57685P304 133 22700 SH DEFINED 03
22700
MATTEL INC COM 577081102 20210 1068186 SH DEFINED 03
1068186
MATTHEWS INTL CORP CL A 577128101 490 19800 SH DEFINED 03
19800
MAXTOR CORP COM NEW 577729205 607 80800 SH DEFINED 03 80800
MAXIM INTEGRATED PRODS INC COM 57772K101 18086 530382 SH DEFINED 03
530382
MAXIM INTEGRATED PRODS INC COM 57772K101 25 735 SH DEFINED 09
735
MAXYGEN INC COM 577776107 189 17300 SH DEFINED 03
17300
MAY DEPT STORES CO COM 577778103 17610 791103 SH DEFINED 03
791103
MAVERICK TUBE CORP COM 577914104 2486 129800 SH DEFINED 03
129800
MAXIMUS INC COM 577933104 1536 55595 SH DEFINED 03
55595
MAYTAG CORP COM 578592107 10962 448914 SH DEFINED 03
448914
MCCLATCHY CO CL A 579489105 281 4875 SH DEFINED 03 4875
MCCORMICK & CO INC COM NON VTG 579780206 5607 206150 SH DEFINED 03
206150
MCCORMICK & CO INC COM NON VTG 579780206 642 23603 SH DEFINED 09
23603
MCDATA CORP CL A 580031201 4924 336126 SH DEFINED 03
336126
MCDERMOTT INTL INC COM 580037109 564 89102 SH DEFINED 03
89102
MCDONALDS CORP COM 580135101 62517 2833963 SH DEFINED 03
2833963
MCG CAPITAL CORP COM 58047P107 212 14600 SH DEFINED 03
14600
MCGRAW HILL COS INC COM 580645109 37120 598708 SH DEFINED 03
598708
MCKESSON CORP COM 58155Q103 16409 459121 SH DEFINED 03 459121
MEADE INSTRUMENTS CORP COM 583062104 138 43255 SH DEFINED 03
43255
MEADWESTVACO CORP COM 583334107 15414 624056 SH DEFINED 03
624056
MEDAREX INC COM 583916101 228 34900 SH DEFINED 03
34900
MEDIA GEN INC CL A 584404107 2144 37481 SH DEFINED 03
37481
MEDIACOM COMMUNICATIONS CORP CL A 58446K105 335 34400 SH DEFINED 03
34400
MEDICINES CO COM 584688105 349 17900 SH DEFINED 03
17900
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 4063 71653 SH DEFINED 03
71653
MEDIMMUNE INC COM 584699102 20130 553465 SH DEFINED 03 553465
MEDTRONIC INC COM 585055106 97422 2030899 SH DEFINED 03
2030899
MELLON FINL CORP COM 58551A108 18900 681076 SH DEFINED 03
681076
MEMBERWORKS INC COM 586002107 1371 69180 SH DEFINED 03
69180
MENS WEARHOUSE INC COM 587118100 2282 104455 SH DEFINED 03
104455
MENTOR CORP MINN COM 587188103 4213 217184 SH DEFINED 03
217184
MENTOR GRAPHICS CORP COM 587200106 3520 242280 SH DEFINED 03
242280
MERCANTILE BANKSHARES CORP COM 587405101 3946 100277 SH DEFINED 03
100277
MERCK & CO INC COM 589331107 322310 5323044 SH DEFINED 03 5323044
MERCK & CO INC COM 589331107 10685 176458 SH DEFINED 09
176458
MERCURY COMPUTER SYS COM 589378108 2815 154697 SH DEFINED 03
154697
MERCURY GENL CORP NEW COM 589400100 247 5400 SH DEFINED 03
5400
MERCURY INTERACTIVE CORP COM 589405109 4916 126843 SH DEFINED 03
126843
MEREDITH CORP COM 589433101 10839 246351 SH DEFINED 03
246351
MERISTAR HOSPITALITY CORP COM 58984Y103 113 22000 SH DEFINED 03
22000
MERITAGE CORP COM 59001A102 394 8000 SH DEFINED 03
8000
MERRILL LYNCH & CO INC COM 590188108 91259 1954995 SH DEFINED 03 1954995
MESA AIR GROUP INC COM 590479101 711 89309 SH DEFINED 03
89309
METALS USA INC COM NEW 591324207 598 144000 SH DEFINED 00
144000
METHODE ELECTRS INC CL A 591520200 1743 162167 SH DEFINED 03
162167
METLIFE INC COM 59156R108 63009 2224890 SH DEFINED 03
2224890
METRIS COS INC COM 591598107 110 19750 SH DEFINED 03
19750
METRO GOLDWYN MAYER INC COM 591610100 333 26800 SH DEFINED 03
26800
METRO ONE TELECOMMUNICATIONS COM 59163F105 333 64691 SH DEFINED 03
64691
MICHAELS STORES INC COM 594087108 1309 34400 SH DEFINED 03 34400
MICREL INC COM 594793101 1891 181801 SH DEFINED 03
181801
MICROS SYS INC COM 594901100 1626 49269 SH DEFINED 03
49269
MICROSOFT CORP COM 594918104 558927 21799010 SH DEFINED 03
21799010
MICROSOFT CORP COM 594918104 3745 146072 SH DEFINED 09
146072
MICROCHIP TECHNOLOGY INC COM 595017104 2945 118995 SH DEFINED 03
118995
MICROCHIP TECHNOLOGY INC COM 595017104 34 1375 SH DEFINED 09
1375
MICROMUSE INC COM 595094103 847 106300 SH DEFINED 03
106300
MICRON TECHNOLOGY INC COM 595112103 11073 952140 SH DEFINED 03 952140
MICRON TECHNOLOGY INC COM 595112103 31 2678 SH DEFINED 09
2678
MICROSEMI CORP COM 595137100 1265 79455 SH DEFINED 03
79455
MICROTUNE INC DEL COM 59514P109 64 20100 SH DEFINED 03
20100
MICROTEK MEDICAL HLDGS INC COM 59515B109 42 20000 SH DEFINED 03
20000
MID-AMER APT CMNTYS INC COM 59522J103 292 10800 SH DEFINED 03
10800
MID ATLANTIC MED SVCS INC COM 59523C107 6242 119344 SH DEFINED 03
119344
MID-STATE BANCSHARES COM 595440108 268 13900 SH DEFINED 03
13900
MIDAS GROUP INC COM 595626102 480 39642 SH DEFINED 03 39642
MIDWAY GAMES INC COM 598148104 445 122576 SH DEFINED 03
122576
MILACRON INC COM 598709103 458 93660 SH DEFINED 03
93660
MILLENNIUM PHARMACEUTICALS I COM 599902103 3384 215158 SH DEFINED 03
215158
MILLENNIUM CHEMICALS INC COM 599903101 373 39200 SH DEFINED 03
39200
MILLER HERMAN INC COM 600544100 808 40284 SH DEFINED 03
40284
MILLIPORE CORP COM 601073109 3393 76468 SH DEFINED 03
76468
MILLS CORP COM 601148109 431 12850 SH DEFINED 03
12850
MINE SAFETY APPLIANCES CO COM 602720104 218 5000 SH DEFINED 03 5000
MINERALS TECHNOLOGIES INC COM 603158106 2061 42351 SH DEFINED 03
42351
MIPS TECHNOLOGIES INC CL A 604567107 82 32200 SH DEFINED 03
32200
MIRANT CORP COM 604675108 1785 615395 SH DEFINED 03
615395
MOBILE MINI INC COM 60740F105 649 39805 SH DEFINED 03
39805
MODINE MFG CO COM 607828100 666 35056 SH DEFINED 03
35056
MOHAWK INDS INC COM 608190104 7160 128942 SH DEFINED 03
128942
MOLEX INC COM 608554101 7789 288686 SH DEFINED 03
288686
MONACO COACH CORP COM 60886R103 1182 77075 SH DEFINED 03 77075
MONOLITHIC SYS TECHNOLOGY IN COM 609842109 129 14100 SH DEFINED 03
14100
MONSANTO CO NEW COM 61166W101 23551 1088289 SH DEFINED 03
1088289
MONSTER WORLDWIDE INC COM 611742107 3335 169015 SH DEFINED 03
169015
MONY GROUP INC COM 615337102 1616 59972 SH DEFINED 03
59972
MOODYS CORP COM 615369105 27481 521360 SH DEFINED 03
521360
MOOG INC CL A 615394202 205 5900 SH DEFINED 03
5900
MORGAN STANLEY COM NEW 617446448 119935 2805492 SH DEFINED 03
2805492
MOTOROLA INC COM 620076109 33311 3532442 SH DEFINED 03 3532442
MOTOROLA INC COM 620076109 30 3142 SH DEFINED 09
3142
MOVIE GALLERY INC COM 624581104 1623 87100 SH DEFINED 03
87100
MUELLER INDS INC COM 624756102 2384 87924 SH DEFINED 03
87924
MURPHY OIL CORP COM 626717102 2922 55550 SH DEFINED 03
55550
MYERS INDS INC COM 628464109 787 82876 SH DEFINED 03
82876
MYKROLIS CORP COM 62852P103 259 25518 SH DEFINED 03
25518
MYLAN LABS INC COM 628530107 11969 344245 SH DEFINED 03
344245
MYRIAD GENETICS INC COM 62855J104 171 12600 SH DEFINED 03 12600
NBT BANCORP INC COM 628778102 397 20500 SH DEFINED 03
20500
NBTY INC COM 628782104 3657 173799 SH DEFINED 03
173799
NCO GROUP INC COM 628858102 1247 69450 SH DEFINED 03
69450
NCR CORP NEW COM 62886E108 3679 143607 SH DEFINED 03
143607
NIC INC COM 62914B100 51 17600 SH DEFINED 03
17600
NN INC COM 629337106 232 18300 SH DEFINED 03
18300
NPS PHARMACEUTICALS INC COM 62936P103 372 15300 SH DEFINED 03
15300
NTL INC DEL COM 62940M104 1952 56697 SH DEFINED 00 56697
NTL INC DEL COM 62940M104 293 8500 SH DEFINED 03
8500
NUI CORP COM 629431107 840 54148 SH DEFINED 03
54148
NVR INC COM 62944T105 10786 26244 SH DEFINED 03
26244
NABI BIOPHARMACEUTICALS COM 629519109 109 15700 SH DEFINED 03
15700
NACCO INDS INC CL A 629579103 206 3500 SH DEFINED 03
3500
NASH FINCH CO COM 631158102 660 39612 SH DEFINED 03
39612
NATIONAL CITY CORP COM 635405103 61916 1892878 SH DEFINED 03
1892878
NATIONAL COMMERCE FINL CORP COM 63545P104 4938 222544 SH DEFINED 03 222544
NATIONAL FUEL GAS CO N J COM 636180101 2832 108704 SH DEFINED 03
108704
NATIONAL HEALTH INVS INC COM 63633D104 1335 72400 SH DEFINED 03
72400
NATIONAL INSTRS CORP COM 636518102 990 26086 SH DEFINED 03
26086
NATIONAL-OILWELL INC COM 637071101 1542 70081 SH DEFINED 03
70081
NATIONAL PENN BANCSHARES INC COM 637138108 340 12087 SH DEFINED 03
12087
NATIONAL PRESTO INDS INC COM 637215104 526 16634 SH DEFINED 03
16634
NATIONAL SEMICONDUCTOR CORP COM 637640103 9118 462362 SH DEFINED 03
462362
NATIONAL SEMICONDUCTOR CORP COM 637640103 24 1203 SH DEFINED 09 1203
NATIONAL WESTN LIFE INS CO CL A 638522102 210 1900 SH DEFINED 03
1900
NATIONWIDE HEALTH PPTYS INC COM 638620104 1717 107800 SH DEFINED 03
107800
NATURES SUNSHINE PRODUCTS IN COM 639027101 269 33700 SH DEFINED 03
33700
NAUTICA ENTERPRISES INC COM 639089101 1390 105817 SH DEFINED 03
105817
NAUTILUS GROUP INC COM 63910B102 1214 97900 SH DEFINED 03
97900
NAVISTAR INTL CORP NEW COM 63934E108 5235 160444 SH DEFINED 03
160444
NAVIGANT CONSULTING INC COM 63935N107 463 39050 SH DEFINED 03
39050
NDCHEALTH CORP COM 639480102 1731 94353 SH DEFINED 03 94353
NEIMAN MARCUS GROUP INC CL A 640204202 2491 68073 SH DEFINED 03
68073
NEKTAR THERAPEUTICS COM 640268108 241 26300 SH DEFINED 03
26300
NELSON THOMAS INC COM 640376109 395 31615 SH DEFINED 03
31615
NETBANK INC COM 640933107 367 28136 SH DEFINED 03
28136
NETWORKS ASSOCS INC COM 640938106 1624 128084 SH DEFINED 03
128084
NETFLIX COM INC COM 64110L106 1806 70700 SH DEFINED 03
70700
NETEGRITY INC COM 64110P107 522 87124 SH DEFINED 03
87124
NETIQ CORP COM 64115P102 251 16195 SH DEFINED 03 16195
NETSCREEN TECHNOLOGIES INC COM 64117V107 2562 114900 SH DEFINED 03
114900
NETWORK EQUIP TECHNOLOGIES COM 641208103 557 66161 SH DEFINED 03
66161
NETWORK APPLIANCE INC COM 64120L104 8131 505646 SH DEFINED 03
505646
NEUBERGER BERMAN INC COM 641234109 2270 56890 SH DEFINED 03
56890
NEUROCRINE BIOSCIENCES INC COM 64125C109 574 11500 SH DEFINED 03
11500
NEW CENTURY FINANCIAL CORP COM 64352D101 4212 96950 SH DEFINED 03
96950
NEW ENGLAND BUSINESS SVC INC COM 643872104 1231 41027 SH DEFINED 03
41027
NEW FOCUS INC COM 644383101 101 27100 SH DEFINED 03 27100
NEW JERSEY RES COM 646025106 2818 79389 SH DEFINED 03
79389
NEW PLAN EXCEL RLTY TR INC COM 648053106 2259 105801 SH DEFINED 03
105801
NEW YORK CMNTY BANCORP INC COM 649445103 19391 666595 SH DEFINED 03
666595
NEW YORK TIMES CO CL A 650111107 14911 327721 SH DEFINED 03
327721
NEWELL RUBBERMAID INC COM 651229106 11687 417409 SH DEFINED 03
417409
NEWFIELD EXPL CO COM 651290108 5125 136495 SH DEFINED 03
136495
NEWHALL LAND & FARMING CO CA DEPOSITARY REC 651426108 218 7200 SH DEFINED 03
7200
NEWMONT MINING CORP COM 651639106 23056 710283 SH DEFINED 03 710283
NEWPARK RES INC COM PAR $.01NE 651718504 240 43800 SH DEFINED 03
43800
NEWPORT CORP COM 651824104 653 44052 SH DEFINED 03
44052
NEWS CORP LTD SP ADR PFD 652487802 4818 192343 SH DEFINED 03
192343
NEWTEK BUSINESS SVCS INC COM 652526104 67 12600 SH DEFINED 03
12600
NEXTEL COMMUNICATIONS INC CL A 65332V103 904 50000 SH DEFINED 00
50000
NEXTEL COMMUNICATIONS INC CL A 65332V103 70325 3891788 SH DEFINED 03
3891788
NEXTEL COMMUNICATIONS INC CL A 65332V103 2672 147863 SH DEFINED 09
147863
NEXTEL PARTNERS INC CL A 65333F107 292 39800 SH DEFINED 03 39800
NICOR INC COM 654086107 12413 334484 SH DEFINED 03
334484
NIKE INC CL B 654106103 21409 400234 SH DEFINED 03
400234
NIKE INC CL B 654106103 588 10996 SH DEFINED 09
10996
99 CENTS ONLY STORES COM 65440K106 4687 136559 SH DEFINED 03
136559
NISOURCE INC COM 65473P105 9666 508745 SH DEFINED 03
508745
NOKIA CORP SPONSORED ADR 654902204 835 50804 SH DEFINED 03
50804
NOBLE ENERGY INC COM 655044105 4105 108599 SH DEFINED 03
108599
NORDSON CORP COM 655663102 857 35006 SH DEFINED 03 35006
NORDSTROM INC COM 655664100 4229 216660 SH DEFINED 03
216660
NORFOLK SOUTHERN CORP COM 655844108 11500 598966 SH DEFINED 03
598966
NORTEL NETWORKS CORP NEW NOTE 4.250% 9 656568AB8 16703 20370000 PRN DEFINED 00
20370000
NORTH FORK BANCORPORATION NY COM 659424105 10235 300512 SH DEFINED 03
300512
NORTHEAST UTILS COM 664397106 3404 203366 SH DEFINED 03
203366
NORTHERN TR CORP COM 665859104 13790 331484 SH DEFINED 03
331484
NORTHROP GRUMMAN CORP COM 666807102 32541 377110 SH DEFINED 03
377110
NORTHWEST NAT GAS CO COM 667655104 1994 73171 SH DEFINED 03 73171
NORTHWESTERN CORP COM 668074107 184 92103 SH DEFINED 03
92103
NOVASTAR FINL INC COM 669947400 466 7800 SH DEFINED 03
7800
NUANCE COMMUNICATIONS INC COM 669967101 54 10500 SH DEFINED 03
10500
NOVELL INC COM 670006105 2151 691609 SH DEFINED 03
691609
NOVELLUS SYS INC COM 670008101 9179 250440 SH DEFINED 03
250440
NOVELLUS SYS INC COM 670008101 36 971 SH DEFINED 09
971
NOVEN PHARMACEUTICALS INC COM 670009109 649 63411 SH DEFINED 03
63411
NU SKIN ENTERPRISES INC CL A 67018T105 182 17400 SH DEFINED 03 17400
NSTAR COM 67019E107 2837 62284 SH DEFINED 03
62284
NUCOR CORP COM 670346105 12551 256932 SH DEFINED 03
256932
NUEVO ENERGY CO COM 670509108 1236 70805 SH DEFINED 03
70805
NVIDIA CORP COM 67066G104 5357 233842 SH DEFINED 03
233842
NYFIX INC COM 670712108 530 83760 SH DEFINED 03
83760
O CHARLEYS INC COM 670823103 1225 56870 SH DEFINED 03
56870
OGE ENERGY CORP COM 670837103 1475 69027 SH DEFINED 03
69027
OM GROUP INC COM 670872100 5566 377850 SH DEFINED 03 377850
NUVEEN INVTS INC CL A 67090F106 406 14900 SH DEFINED 03
14900
OSI PHARMACEUTICALS INC COM 671040103 605 18788 SH DEFINED 03
18788
OAK TECHNOLOGY INC COM 671802106 234 37900 SH DEFINED 03
37900
OAKLEY INC COM 673662102 230 19500 SH DEFINED 03
19500
OCCIDENTAL PETE CORP DEL COM 674599105 51231 1526990 SH DEFINED 03
1526990
OCEANEERING INTL INC COM 675232102 2382 93240 SH DEFINED 03
93240
OCULAR SCIENCES INC COM 675744106 222 11200 SH DEFINED 03
11200
OCWEN FINL CORP COM 675746101 182 40000 SH DEFINED 03 40000
ODYSSEY HEALTHCARE INC COM 67611V101 474 12800 SH DEFINED 03
12800
ODYSSEY RE HLDGS CORP COM 67612W108 243 11500 SH DEFINED 03
11500
OFFICE DEPOT INC COM 676220106 13758 948186 SH DEFINED 03
948186
OFFICEMAX INC COM 67622M108 396 60500 SH DEFINED 03
60500
OFFSHORE LOGISTICS INC COM 676255102 1599 73504 SH DEFINED 03
73504
OHIO CAS CORP COM 677240103 1092 82616 SH DEFINED 03
82616
OIL STS INTL INC COM 678026105 269 22200 SH DEFINED 03
22200
OLD REP INTL CORP COM 680223104 7966 232449 SH DEFINED 03 232449
OLIN CORP COM PAR $1 680665205 1014 59315 SH DEFINED 03
59315
OMNICARE INC COM 681904108 2420 71611 SH DEFINED 03
71611
OMNICOM GROUP INC COM 681919106 20288 282953 SH DEFINED 03
282953
OMNICOM GROUP INC COM 681919106 723 10085 SH DEFINED 09
10085
OMNIVISION TECHNOLOGIES INC COM 682128103 610 19600 SH DEFINED 03
19600
OMNOVA SOLUTIONS INC COM 682129101 443 109530 SH DEFINED 03
109530
ON ASSIGNMENT INC COM 682159108 230 56818 SH DEFINED 03
56818
ON SEMICONDUCTOR CORP COM 682189105 41 15200 SH DEFINED 03 15200
ONEOK INC NEW COM 682680103 3113 158594 SH DEFINED 03
158594
ON2 TECHNOLOGIES INC COM 68338A107 13 10100 SH DEFINED 03
10100
OPENWAVE SYS INC COM 683718100 149 74647 SH DEFINED 03
74647
OPLINK COMMUNICATIONS INC COM 68375Q106 89 49900 SH DEFINED 03
49900
ORACLE CORP COM 68389X105 145177 12088040 SH DEFINED 03
12088040
ORACLE CORP COM 68389X105 4331 360641 SH DEFINED 09
360641
ORASURE TECHNOLOGIES INC COM 68554V108 83 10900 SH DEFINED 03
10900
ORBITAL SCIENCES CORP COM 685564106 155 21200 SH DEFINED 03 21200
O REILLY AUTOMOTIVE INC COM 686091109 4186 125072 SH DEFINED 03
125072
ORIENTAL FINL GROUP INC COM 68618W100 299 11644 SH DEFINED 03
11644
ORTHOLOGIC CORP COM 68750J107 51 11200 SH DEFINED 03
11200
ORTHODONTIC CTRS AMER INC COM 68750P103 988 123322 SH DEFINED 03
123322
OSHKOSH B GOSH INC CL A 688222207 1167 43322 SH DEFINED 03
43322
OSHKOSH TRUCK CORP COM 688239201 2996 50505 SH DEFINED 03
50505
OSTEOTECH INC COM 688582105 732 53855 SH DEFINED 03
53855
OSTEX INTL INC COM 68859Q101 102 46500 SH DEFINED 03 46500
OTTER TAIL CORP COM 689648103 272 10100 SH DEFINED 03
10100
OUTBACK STEAKHOUSE INC COM 689899102 2418 62000 SH DEFINED 03
62000
OVERSEAS SHIPHOLDING GROUP I COM 690368105 1148 52137 SH DEFINED 03
52137
OVERTURE SVCS INC COM 69039R100 943 52000 SH DEFINED 03
52000
OWENS & MINOR INC NEW COM 690732102 2378 106403 SH DEFINED 03
106403
OWENS ILL INC COM NEW 690768403 536 38900 SH DEFINED 03
38900
OXFORD HEALTH PLANS INC COM 691471106 4917 116984 SH DEFINED 03
116984
OXFORD INDS INC COM 691497309 803 19341 SH DEFINED 03 19341
PC-TEL INC COM 69325Q105 647 54561 SH DEFINED 03
54561
PDF SOLUTIONS INC COM 693282105 154 13200 SH DEFINED 03
13200
PG&E CORP COM 69331C108 20491 968865 SH DEFINED 03
968865
PFF BANCORP INC COM 69331W104 298 7700 SH DEFINED 03
7700
P F CHANGS CHINA BISTRO INC COM 69333Y108 4423 89890 SH DEFINED 03
89890
PMA CAP CORP CL A 693419202 130 10400 SH DEFINED 03
10400
PMC-SIERRA INC COM 69344F106 2780 236418 SH DEFINED 03
236418
PMI GROUP INC COM 69344M101 2086 77728 SH DEFINED 03 77728
PNC FINL SVCS GROUP INC COM 693475105 30444 623727 SH DEFINED 03
623727
POSCO SPONSORED ADR 693483109 642 24500 SH DEFINED 03
24500
PNM RES INC COM 69349H107 2950 110295 SH DEFINED 03
110295
PPG INDS INC COM 693506107 24174 476434 SH DEFINED 03
476434
PPL CORP COM 69351T106 23331 542583 SH DEFINED 03
542583
PRG-SCHULTZ INTERNATIONAL IN COM 69357C107 1077 182251 SH DEFINED 03
182251
PS BUSINESS PKS INC CALIF COM 69360J107 328 9300 SH DEFINED 03
9300
PSS WORLD MED INC COM 69366A100 257 44900 SH DEFINED 03 44900
PTEK HLDGS INC COM 69366M104 122 24300 SH DEFINED 03
24300
PACCAR INC COM 693718108 12627 186373 SH DEFINED 03
186373
PACIFIC CAP BANCORP NEW COM 69404P101 695 19899 SH DEFINED 03
19899
PACIFIC NORTHWEST BANCORP COM 69466M103 365 10500 SH DEFINED 03
10500
PACIFIC SUNWEAR CALIF INC COM 694873100 7760 322265 SH DEFINED 03
322265
PACIFICARE HEALTH SYS DEL COM 695112102 10300 208802 SH DEFINED 03
208802
PACKAGING CORP AMER COM 695156109 1674 90833 SH DEFINED 03
90833
PACKETEER INC COM 695210104 194 12500 SH DEFINED 03 12500
PACTIV CORP COM 695257105 12582 638367 SH DEFINED 03
638367
PALL CORP COM 696429307 4269 189751 SH DEFINED 03
189751
PALM INC COM NEW 696642206 314 19554 SH DEFINED 03
19554
PANAMSAT CORP NEW COM 697933109 406 22026 SH DEFINED 03
22026
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 561 14254 SH DEFINED 03
14254
PANERA BREAD CO CL A 69840W108 3192 79810 SH DEFINED 03
79810
PAPA JOHNS INTL INC COM 698813102 4256 151500 SH DEFINED 03
151500
PARAMETRIC TECHNOLOGY CORP COM 699173100 1603 530821 SH DEFINED 03 530821
PAREXEL INTL CORP COM 699462107 1143 81954 SH DEFINED 03
81954
PARK ELECTROCHEMICAL CORP COM 700416209 1279 64104 SH DEFINED 03
64104
PARK PL ENTMT CORP COM 700690100 7286 801589 SH DEFINED 03
801589
PARKER DRILLING CO COM 701081101 89 30500 SH DEFINED 03
30500
PARKER HANNIFIN CORP COM 701094104 11521 274375 SH DEFINED 03
274375
PARKWAY PPTYS INC COM 70159Q104 257 6100 SH DEFINED 03
6100
PATINA OIL & GAS CORP COM 703224105 3635 113062 SH DEFINED 03
113062
PATHMARK STORES INC NEW COM 70322A101 124 16800 SH DEFINED 03 16800
PATTERSON DENTAL CO COM 703412106 1573 34639 SH DEFINED 03
34639
PATTERSON UTI ENERGY INC COM 703481101 2884 89096 SH DEFINED 03
89096
PAXAR CORP COM 704227107 1767 160660 SH DEFINED 03
160660
PAXSON COMMUNICATIONS CORP COM 704231109 177 29500 SH DEFINED 03
29500
PAYCHEX INC COM 704326107 16696 568076 SH DEFINED 03
568076
PAYLESS SHOESOURCE INC COM 704379106 2795 223608 SH DEFINED 03
223608
PEABODY ENERGY CORP COM 704549104 1488 44300 SH DEFINED 03
44300
PEDIATRIX MED GROUP COM 705324101 2266 63554 SH DEFINED 03 63554
PEGASUS SOLUTIONS INC COM 705906105 1312 80511 SH DEFINED 03
80511
PENFORD CORP COM 707051108 205 18384 SH DEFINED 03
18384
PENN NATL GAMING INC COM 707569109 361 17600 SH DEFINED 03
17600
PENNEY J C INC COM 708160106 17215 1021667 SH DEFINED 03
1021667
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 392 13100 SH DEFINED 03
13100
PENTAIR INC COM 709631105 6199 158710 SH DEFINED 03
158710
PEOPLES ENERGY CORP COM 711030106 10664 248625 SH DEFINED 03
248625
PEOPLESOFT INC COM 712713106 8369 476576 SH DEFINED 03 476576
PEP BOYS MANNY MOE & JACK COM 713278109 2324 172050 SH DEFINED 03
172050
PEPCO HOLDINGS INC COM 713291102 4504 235075 SH DEFINED 03
235075
PEPSI BOTTLING GROUP INC COM 713409100 26354 1316375 SH DEFINED 03
1316375
PEPSIAMERICAS INC COM 71343P200 3813 303576 SH DEFINED 03
303576
PEPSICO INC COM 713448108 160387 3604207 SH DEFINED 03
3604207
PEPSICO INC COM 713448108 1081 24301 SH DEFINED 09
24301
PER-SE TECHNOLOGIES INC COM NEW 713569309 178 16033 SH DEFINED 03
16033
PEREGRINE PHARMACEUTICALS IN COM 713661106 20 14000 SH DEFINED 03 14000
PERFORMANCE FOOD GROUP CO COM 713755106 3933 106309 SH DEFINED 03
106309
PERICOM SEMICONDUCTOR CORP COM 713831105 664 69261 SH DEFINED 03
69261
PERKINELMER INC COM 714046109 2545 184284 SH DEFINED 03
184284
PEROT SYS CORP CL A 714265105 136 12000 SH DEFINED 03
12000
PERRIGO CO COM 714290103 1701 108747 SH DEFINED 03
108747
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2577 130400 SH DEFINED 10
130400
PETSMART INC COM 716768106 13102 784105 SH DEFINED 03
784105
PFIZER INC COM 717081103 528537 15476938 SH DEFINED 03 15476938
PFIZER INC COM 717081103 1805 52848 SH DEFINED 09
52848
PHARMACEUTICAL PROD DEV INC COM 717124101 4055 141250 SH DEFINED 03
141250
PHARMACEUTICAL RES INC COM 717125108 1131 23250 SH DEFINED 03
23250
PHARMACOPEIA INC COM 71713B104 96 11600 SH DEFINED 03
11600
PHELPS DODGE CORP COM 717265102 11588 302234 SH DEFINED 03
302234
PHILADELPHIA CONS HLDG CORP COM 717528103 2342 58483 SH DEFINED 03
58483
PHILADELPHIA SUBN CORP COM PAR $0.50 718009608 911 37350 SH DEFINED 03
37350
PHILLIPS VAN HEUSEN CORP COM 718592108 1122 82353 SH DEFINED 03 82353
PHOENIX COS INC NEW COM 71902E109 122 13500 SH DEFINED 03
13500
PHOENIX TECHNOLOGY LTD COM 719153108 350 61561 SH DEFINED 03
61561
PHOTON DYNAMICS INC COM 719364101 1170 42155 SH DEFINED 03
42155
PHOTRONICS INC COM 719405102 1864 108450 SH DEFINED 03
108450
PIEDMONT NAT GAS INC COM 720186105 3456 89039 SH DEFINED 03
89039
PIER 1 IMPORTS INC COM 720279108 3001 147100 SH DEFINED 03
147100
PINNACLE ENTMT INC COM 723456109 502 73768 SH DEFINED 03
73768
PINNACLE SYS INC COM 723481107 2047 191317 SH DEFINED 03 191317
PINNACLE WEST CAP CORP COM 723484101 5099 136149 SH DEFINED 03
136149
PIONEER NAT RES CO COM 723787107 12608 483079 SH DEFINED 03
483079
PIONEER STD ELECTRS INC COM 723877106 779 92188 SH DEFINED 03
92188
PITNEY BOWES INC COM 724479100 13959 363432 SH DEFINED 03
363432
PIXAR COM 725811103 351 5800 SH DEFINED 03
5800
PIXELWORKS INC COM 72581M107 181 30400 SH DEFINED 03
30400
PLAINS EXPL & PRODTN CO L P COM 726505100 284 26255 SH DEFINED 03
26255
PLAINS RES INC COM PAR $0.10 726540503 1025 72432 SH DEFINED 03 72432
PLANAR SYS INC COM 726900103 929 47450 SH DEFINED 03
47450
PLANTRONICS INC NEW COM 727493108 1787 82484 SH DEFINED 03
82484
PLEXUS CORP COM 729132100 673 58612 SH DEFINED 03
58612
PLUM CREEK TIMBER CO INC COM 729251108 7562 291424 SH DEFINED 03
291424
POGO PRODUCING CO COM 730448107 5784 135300 SH DEFINED 03
135300
POLARIS INDS INC COM 731068102 3537 57612 SH DEFINED 03
57612
POLO RALPH LAUREN CORP CL A 731572103 474 18393 SH DEFINED 03
18393
POLYCOM INC COM 73172K104 962 69412 SH DEFINED 03 69412
POLYMEDICA CORP COM 731738100 2106 45927 SH DEFINED 03
45927
POLYONE CORP COM 73179P106 1171 263131 SH DEFINED 03
263131
POPE & TALBOT INC COM 732827100 528 47808 SH DEFINED 03
47808
POPULAR INC COM 733174106 4124 107016 SH DEFINED 03
107016
PORTAL SOFTWARE INC COM 736126103 95 50500 SH DEFINED 03
50500
POSSIS MEDICAL INC COM 737407106 657 48400 SH DEFINED 03
48400
POST PPTYS INC COM 737464107 355 13400 SH DEFINED 03
13400
POTLATCH CORP COM 737628107 814 31625 SH DEFINED 03 31625
POWER INTEGRATIONS INC COM 739276103 2247 92418 SH DEFINED 03
92418
POWER-ONE INC COM 739308104 1042 146342 SH DEFINED 03
146342
POWERWAVE TECHNOLOGIES INC COM 739363109 445 72229 SH DEFINED 03
72229
PRAECIS PHARMACEUTICALS INC COM 739421105 128 26100 SH DEFINED 03
26100
PRAXAIR INC COM 74005P104 31372 521992 SH DEFINED 03
521992
PRE PAID LEGAL SVCS INC COM 740065107 1245 50770 SH DEFINED 03
50770
PRECISION CASTPARTS CORP COM 740189105 2860 91967 SH DEFINED 03
91967
PREMCOR INC COM 74045Q104 1134 52600 SH DEFINED 03 52600
PRENTISS PPTYS TR SH BEN INT 740706106 552 18400 SH DEFINED 03
18400
PRESIDENTIAL LIFE CORP COM 740884101 1208 85619 SH DEFINED 03
85619
PRESSTEK INC COM 741113104 95 15400 SH DEFINED 03
15400
PRICE COMMUNICATIONS CORP COM NEW 741437305 1841 142604 SH DEFINED 03
142604
PRICE T ROWE GROUP INC COM 74144T108 6924 183307 SH DEFINED 03
183307
PRIDE INTL INC DEL COM 74153Q102 8342 443233 SH DEFINED 03
443233
PRIMEDIA INC COM 74157K101 189 61813 SH DEFINED 03
61813
PRIMA ENERGY CORP COM PAR $0.015 741901201 673 32214 SH DEFINED 03 32214
PRIME HOSPITALITY CORP COM 741917108 798 118960 SH DEFINED 03
118960
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 33768 1047071 SH DEFINED 03
1047071
PRIORITY HEALTHCARE CORP CL B 74264T102 2415 129842 SH DEFINED 03
129842
PROASSURANCE CORP COM 74267C106 382 14144 SH DEFINED 03
14144
PROCTER & GAMBLE CO COM 742718109 239357 2683977 SH DEFINED 03
2683977
PROGRESS ENERGY INC COM 743263105 16325 371868 SH DEFINED 03
371868
PROGRESS SOFTWARE CORP COM 743312100 2363 113860 SH DEFINED 03
113860
PROGRESSIVE CORP OHIO COM 743315103 24678 337593 SH DEFINED 03 337593
PROLOGIS SH BEN INT 743410102 590 21608 SH DEFINED 03
21608
PROQUEST COMPANY COM 74346P102 237 9200 SH DEFINED 03
9200
PROTECTION ONE INC COM 743663304 13 13600 SH DEFINED 03
13600
PROTECTIVE LIFE CORP COM 743674103 1933 72256 SH DEFINED 03
72256
PROTEIN DESIGN LABS INC COM 74369L103 1382 97309 SH DEFINED 03
97309
PROVIDENT BANKSHARES CORP COM 743859100 2168 85907 SH DEFINED 03
85907
PROVIDENT FINL GROUP INC COM 743866105 1616 62739 SH DEFINED 03
62739
PROVINCE HEALTHCARE CO COM 743977100 1473 133061 SH DEFINED 03 133061
PROVIDIAN FINL CORP COM 74406A102 4200 453587 SH DEFINED 03
453587
PROXIM CORP CL A 744283102 72 49727 SH DEFINED 03
49727
PRUDENTIAL FINL INC COM 744320102 28797 855788 SH DEFINED 03
855788
PUBLIC SVC ENTERPRISE GROUP COM 744573106 24662 583706 SH DEFINED 03
583706
PUBLIC STORAGE INC COM 74460D109 474 14000 SH DEFINED 03
14000
PUGET ENERGY INC NEW COM 745310102 2199 92133 SH DEFINED 03
92133
PULITZER INC COM 745769109 860 17400 SH DEFINED 03
17400
PULTE HOMES INC COM 745867101 20577 333725 SH DEFINED 03 333725
PUMATECH INC COM 745887109 37 11000 SH DEFINED 03
11000
QRS CORP COM 74726X105 196 36933 SH DEFINED 03
36933
QLOGIC CORP COM 747277101 33274 689754 SH DEFINED 03
689754
QLOGIC CORP COM 747277101 29 606 SH DEFINED 09
606
QAD INC COM 74727D108 145 19500 SH DEFINED 03
19500
QUAKER CHEM CORP COM 747316107 706 28177 SH DEFINED 03
28177
QUALCOMM INC COM 747525103 80739 2246482 SH DEFINED 03
2246482
QUANEX CORP COM 747620102 1518 51073 SH DEFINED 03 51073
QUANTA SVCS INC COM 74762E102 781 110011 SH DEFINED 03
110011
QUANTUM CORP COM DSSG 747906204 886 218693 SH DEFINED 03
218693
QUEST DIAGNOSTICS INC COM 74834L100 10222 160216 SH DEFINED 03
160216
QUEST SOFTWARE INC COM 74834T103 263 22200 SH DEFINED 03
22200
QUESTAR CORP COM 748356102 2865 85590 SH DEFINED 03
85590
QUICKSILVER RESOURCES INC COM 74837R104 213 8900 SH DEFINED 03
8900
QUIKSILVER INC COM 74838C106 2448 148436 SH DEFINED 03
148436
QUINTILES TRANSNATIONAL CORP COM 748767100 2617 184700 SH DEFINED 03 184700
QWEST COMMUNICATIONS INTL IN COM 749121109 12241 2560932 SH DEFINED 03
2560932
R & G FINANCIAL CORP CL B 749136107 389 13100 SH DEFINED 03
13100
QUOVADX INC COM 74913K106 30 11200 SH DEFINED 03
11200
RAIT INVT TR COM 749227104 220 8300 SH DEFINED 03
8300
RCN CORP COM 749361101 0 156 SH DEFINED 00
156
RCN CORP COM 749361101 25 12600 SH DEFINED 03
12600
RFS HOTEL INVS INC COM 74955J108 191 15500 SH DEFINED 03
15500
R H DONNELLEY CORP COM NEW 74955W307 531 14554 SH DEFINED 03 14554
RLI CORP COM 749607107 2113 64214 SH DEFINED 03
64214
RPM INTL INC COM 749685103 6089 442854 SH DEFINED 03
442854
RSA SEC INC COM 749719100 528 48980 SH DEFINED 03
48980
RTI INTL METALS INC COM 74973W107 632 58383 SH DEFINED 03
58383
RF MICRODEVICES INC COM 749941100 977 165652 SH DEFINED 03
165652
RADIAN GROUP INC COM 750236101 2957 80695 SH DEFINED 03
80695
RADIANT SYSTEMS INC COM 75025N102 458 66910 SH DEFINED 03
66910
RADIO ONE INC CL A 75040P108 200 11200 SH DEFINED 03 11200
RADIOSHACK CORP COM 750438103 10103 383982 SH DEFINED 03
383982
RADISYS CORP COM 750459109 716 53412 SH DEFINED 03
53412
RAILAMERICA INC COM 750753105 95 11200 SH DEFINED 03
11200
RAINBOW TECHNOLOGIES INC COM 750862104 737 87589 SH DEFINED 03
87589
RAINDANCE COMM COM 75086X106 43 17400 SH DEFINED 03
17400
RAMBUS INC DEL COM 750917106 529 32050 SH DEFINED 03
32050
RALCORP HLDGS INC NEW COM 751028101 2922 117060 SH DEFINED 03
117060
RANGE RES CORP COM 75281A109 126 20100 SH DEFINED 03 20100
RARE HOSPITALITY INTL INC COM 753820109 1918 59090 SH DEFINED 03
59090
RAYMOND JAMES FINANCIAL INC COM 754730109 3748 113396 SH DEFINED 03
113396
RAYONIER INC COM 754907103 1525 46222 SH DEFINED 03
46222
RAYOVAC CORP COM 755081106 253 19500 SH DEFINED 03
19500
RAYTECH CORP DEL COM 755103108 71 16600 SH DEFINED 03
16600
RAYTHEON CO COM NEW 755111507 27530 838314 SH DEFINED 03
838314
READERS DIGEST ASSN INC COM 755267101 1881 139530 SH DEFINED 03
139530
REALNETWORKS INC COM 75605L104 170 25200 SH DEFINED 03 25200
REALTY INCOME CORP COM 756109104 585 15350 SH DEFINED 03
15350
RECKSON ASSOCS RLTY CORP COM 75621K106 1329 63700 SH DEFINED 03
63700
RED HAT INC COM 756577102 406 53900 SH DEFINED 03
53900
REDBACK NETWORKS INC COM 757209101 77 87000 SH DEFINED 03
87000
REDWOOD TR INC COM 758075402 371 9300 SH DEFINED 03
9300
REEBOK INTL LTD COM 758110100 13623 405098 SH DEFINED 03
405098
REGAL BELOIT CORP COM 758750103 1242 65048 SH DEFINED 03
65048
REGAL ENTMT GROUP CL A 758766109 200 8500 SH DEFINED 03 8500
REGENCY CTRS CORP COM 758849103 367 10500 SH DEFINED 03
10500
REGENT COMMUNICATIONS INC DE COM 758865109 64 10500 SH DEFINED 03
10500
REGENERON PHARMACEUTICALS COM 75886F107 1934 122701 SH DEFINED 03
122701
REGIS CORP MINN COM 758932107 3644 125455 SH DEFINED 03
125455
REGIONS FINL CORP COM 758940100 22261 658989 SH DEFINED 03
658989
REHABCARE GROUP INC COM 759148109 613 41812 SH DEFINED 03
41812
REGISTER COM INC COM 75914G101 63 10400 SH DEFINED 03
10400
RELIANCE STEEL & ALUMINUM CO COM 759509102 1827 88285 SH DEFINED 03 88285
RELIANT RES INC COM 75952B105 280 45721 SH DEFINED 03
45721
REMEC INC COM 759543101 201 29100 SH DEFINED 03
29100
REMINGTON OIL & GAS CORP COM 759594302 1228 66811 SH DEFINED 03
66811
RENAISSANCE LEARNING INC COM 75968L105 347 16000 SH DEFINED 03
16000
RENAL CARE GROUP INC COM 759930100 4495 127666 SH DEFINED 03
127666
RENT A CTR INC NEW COM 76009N100 288 3800 SH DEFINED 03
3800
REPUBLIC BANCORP INC COM 760282103 2276 169840 SH DEFINED 03
169840
REPUBLIC SVCS INC COM 760759100 9552 421350 SH DEFINED 03 421350
RESMED INC COM 761152107 3494 89139 SH DEFINED 03
89139
RESOURCES CONNECTION INC COM 76122Q105 234 9800 SH DEFINED 03
9800
RESPIRONICS INC COM 761230101 3665 98429 SH DEFINED 03
98429
RETEK INC COM 76128Q109 314 49766 SH DEFINED 03
49766
REYNOLDS & REYNOLDS CO CL A 761695105 3800 133052 SH DEFINED 03
133052
REYNOLDS R J TOB HLDGS INC COM 76182K105 4137 111178 SH DEFINED 03
111178
REYNOLDS R J TOB HLDGS INC COM 76182K105 2429 65273 SH DEFINED 09
65273
RIGGS NATL CORP WASH DC COM 766570105 1221 80225 SH DEFINED 03 80225
RIGHT MGMT CONSULTANTS INC COM 766573109 550 43500 SH DEFINED 03
43500
RITE AID CORP COM 767754104 227 50970 SH DEFINED 03
50970
RIVERSTONE NETWORKS INC COM 769320102 74 62868 SH DEFINED 03
62868
ROADWAY CORP COM 769742107 2462 86254 SH DEFINED 03
86254
ROBBINS & MYERS INC COM 770196103 723 39062 SH DEFINED 03
39062
ROBERT HALF INTL INC COM 770323103 5220 275612 SH DEFINED 03
275612
ROCK-TENN CO CL A 772739207 1603 94600 SH DEFINED 03
94600
ROCKWELL AUTOMATION INC COM 773903109 6872 288248 SH DEFINED 03 288248
ROCKWELL AUTOMATION INC COM 773903109 29 1235 SH DEFINED 09
1235
ROCKWELL COLLINS INC COM 774341101 15726 638472 SH DEFINED 03
638472
ROGERS CORP COM 775133101 1408 42283 SH DEFINED 03
42283
ROHM & HAAS CO COM 775371107 17365 559614 SH DEFINED 03
559614
ROHN INDS INC COM 775381106 2 13300 SH DEFINED 03
13300
ROLLINS INC COM 775711104 798 42326 SH DEFINED 03
42326
ROPER INDS INC NEW COM 776696106 3213 86374 SH DEFINED 03
86374
ROSLYN BANCORP INC COM 778162107 2278 105505 SH DEFINED 03 105505
ROSS STORES INC COM 778296103 2812 65464 SH DEFINED 03
65464
ROTO ROOTER INC NEW COM 778787101 1060 27791 SH DEFINED 03
27791
ROUSE CO COM 779273101 362 9500 SH DEFINED 03
9500
ROWAN COS INC COM 779382100 8323 371553 SH DEFINED 03
371553
ROXIO INC COM 780008108 377 58012 SH DEFINED 03
58012
ROYAL GOLD INC COM 780287108 240 11200 SH DEFINED 03
11200
RUBY TUESDAY INC COM 781182100 854 34548 SH DEFINED 03
34548
RUDDICK CORP COM 781258108 729 46395 SH DEFINED 03 46395
RUDOLPH TECHNOLOGIES INC COM 781270103 684 42828 SH DEFINED 03
42828
RUSS BERRIE & CO COM 782233100 1959 53669 SH DEFINED 03
53669
RUSSELL CORP COM 782352108 1989 104696 SH DEFINED 03
104696
RYANS FAMILY STEAK HOUSE INC COM 783519101 3138 229208 SH DEFINED 03
229208
RYDER SYS INC COM 783549108 12708 496004 SH DEFINED 03
496004
RYERSON TULL INC NEW COM 78375P107 578 65813 SH DEFINED 03
65813
RYLAND GROUP INC COM 783764103 6013 86646 SH DEFINED 03
86646
S & T BANCORP INC COM 783859101 456 16600 SH DEFINED 03 16600
SBC COMMUNICATIONS INC COM 78387G103 189157 7403409 SH DEFINED 03
7403409
SBC COMMUNICATIONS INC COM 78387G103 42161 1650130 SH DEFINED 09
1650130
SBS TECHNOLOGIES INC COM 78387P103 351 35962 SH DEFINED 03
35962
SCM MICROSYSTEMS INC COM 784018103 201 36755 SH DEFINED 03
36755
SCP POOL CORP COM 784028102 4412 128282 SH DEFINED 03
128282
SCPIE HLDGS INC COM 78402P104 168 21870 SH DEFINED 03
21870
SEI INVESTMENTS CO COM 784117103 2930 91579 SH DEFINED 03
91579
SL GREEN RLTY CORP COM 78440X101 475 13600 SH DEFINED 03 13600
SLM CORP COM 78442P106 54197 1383627 SH DEFINED 03
1383627
SPS TECHNOLOGIES INC COM 784626103 1075 39741 SH DEFINED 03
39741
SPDR TR UNIT SER 1 78462F103 5674 58120 SH DEFINED 03
58120
SPSS INC COM 78462K102 774 46638 SH DEFINED 03
46638
SPX CORP COM 784635104 2781 63118 SH DEFINED 03
63118
S1 CORPORATION COM 78463B101 117 29200 SH DEFINED 03
29200
SWS GROUP INC COM 78503N107 1265 62792 SH DEFINED 03
62792
SABRE HLDGS CORP CL A 785905100 8419 341533 SH DEFINED 03 341533
SAFECO CORP COM 786429100 7479 211938 SH DEFINED 03
211938
SAFEGUARD SCIENTIFICS INC COM 786449108 154 57100 SH DEFINED 03
57100
SAFEWAY INC COM NEW 786514208 30974 1513903 SH DEFINED 03
1513903
ST JOE CO COM 790148100 337 10800 SH DEFINED 03
10800
ST JUDE MED INC COM 790849103 15605 271395 SH DEFINED 03
271395
ST MARY LD & EXPL CO COM 792228108 2236 81918 SH DEFINED 03
81918
ST PAUL COS INC COM 792860108 24518 671553 SH DEFINED 03
671553
SAKS INC COM 79377W108 1199 123594 SH DEFINED 03 123594
SALTON INC COM 795757103 230 25505 SH DEFINED 03
25505
SANDISK CORP COM 80004C101 7151 176251 SH DEFINED 03
176251
SANDY SPRING BANCORP INC COM 800363103 263 8250 SH DEFINED 03
8250
SANMINA SCI CORP COM 800907107 4897 774830 SH DEFINED 03
774830
SANMINA SCI CORP COM 800907107 31 4882 SH DEFINED 09
4882
SANGSTAT MED CORP COM 801003104 202 15400 SH DEFINED 03
15400
SANTANDER BANCORP COM 802809103 193 11770 SH DEFINED 03
11770
SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 3060 104737 SH DEFINED 03 104737
SAPIENT CORP COM 803062108 114 41400 SH DEFINED 03
41400
SARA LEE CORP COM 803111103 48794 2594058 SH DEFINED 03
2594058
SAVVIS COMMUNICATIONS CORP COM 805423100 12 13200 SH DEFINED 03
13200
SAXON CAPITAL INC COM 80556P302 327 18900 SH DEFINED 03
18900
SCANA CORP NEW COM 80589M102 4209 122777 SH DEFINED 03
122777
SCANSOFT INC COM 80603P107 188 34575 SH DEFINED 03
34575
SCHEIN HENRY INC COM 806407102 1303 24815 SH DEFINED 03
24815
SCHERING PLOUGH CORP COM 806605101 52596 2827759 SH DEFINED 03 2827759
SCHLUMBERGER LTD COM 806857108 63543 1335781 SH DEFINED 03
1335781
SCHOLASTIC CORP COM 807066105 852 28595 SH DEFINED 03
28595
SCHOOL SPECIALTY INC COM 807863105 1315 46619 SH DEFINED 03
46619
SCHULMAN A INC COM 808194104 1594 99100 SH DEFINED 03
99100
SCHWAB CHARLES CORP NEW COM 808513105 20897 2071036 SH DEFINED 03
2071036
SCHWEITZER-MAUDUIT INTL INC COM 808541106 752 31169 SH DEFINED 03
31169
SCIENTIFIC ATLANTA INC COM 808655104 5674 238011 SH DEFINED 03
238011
SCIENTIFIC GAMES CORP CL A 80874P109 167 17900 SH DEFINED 03 17900
SCOTTS CO CL A 810186106 4174 84325 SH DEFINED 03
84325
SCRIPPS E W CO OHIO CL A 811054204 1156 13030 SH DEFINED 03
13030
SCS TRANSN INC COM 81111T102 180 14150 SH DEFINED 03
14150
SEACHANGE INTL INC COM 811699107 121 12700 SH DEFINED 03
12700
SEACOAST FINL SVCS CORP COM 81170Q106 1502 75800 SH DEFINED 03
75800
SEACOR SMIT INC COM 811904101 2085 57140 SH DEFINED 03
57140
SEALED AIR CORP NEW COM 81211K100 5962 125091 SH DEFINED 03
125091
SEARS ROEBUCK & CO COM 812387108 26236 779892 SH DEFINED 03 779892
SEARS ROEBUCK & CO COM 812387108 2123 63112 SH DEFINED 09
63112
SECURE COMPUTING CORP COM 813705100 101 11500 SH DEFINED 03
11500
SEEBEYOND TECHNOLOGIES CORP COM 815704101 96 42500 SH DEFINED 03
42500
SELECT MEDICAL CORP COM 816196109 353 14200 SH DEFINED 03
14200
SELECTIVE INS GROUP INC COM 816300107 2005 80025 SH DEFINED 03
80025
SEMTECH CORP COM 816850101 594 41685 SH DEFINED 03
41685
SEMPRA ENERGY COM 816851109 31425 1101486 SH DEFINED 03
1101486
SENIOR HSG PPTYS TR SH BEN INT 81721M109 327 24100 SH DEFINED 03 24100
SENSIENT TECHNOLOGIES CORP COM 81725T100 2865 124615 SH DEFINED 03
124615
SEPRACOR INC COM 817315104 2101 117176 SH DEFINED 03
117176
SEQUA CORPORATION CL A 817320104 358 10438 SH DEFINED 03
10438
SERENA SOFTWARE INC COM 817492101 2122 102600 SH DEFINED 03
102600
SEROLOGICALS CORP COM 817523103 180 13200 SH DEFINED 03
13200
SERVICE CORP INTL COM 817565104 584 150850 SH DEFINED 03
150850
SERVICEMASTER CO COM 81760N109 383 35833 SH DEFINED 03
35833
7-ELEVEN INC COM NEW 817826209 191 18100 SH DEFINED 03 18100
SHAW GROUP INC COM 820280105 2601 215859 SH DEFINED 03
215859
SHERWIN WILLIAMS CO COM 824348106 15191 565145 SH DEFINED 03
565145
SHOPKO STORES INC COM 824911101 1529 117639 SH DEFINED 03
117639
SHUFFLE MASTER INC COM 825549108 1503 51500 SH DEFINED 03
51500
SHURGARD STORAGE CTRS INC COM 82567D104 3209 96999 SH DEFINED 03
96999
SICOR INC COM 825846108 2071 101800 SH DEFINED 03
101800
SIEBEL SYS INC COM 826170102 6858 723148 SH DEFINED 03
723148
SIERRA HEALTH SVCS INC COM 826322109 1901 95043 SH DEFINED 03 95043
SIERRA PAC RES NEW COM 826428104 957 161168 SH DEFINED 03
161168
SIGMA ALDRICH CORP COM 826552101 6517 119967 SH DEFINED 03
119967
SILICON LABORATORIES INC COM 826919102 1748 65650 SH DEFINED 03
65650
SILICON GRAPHICS INC COM 827056102 144 126000 SH DEFINED 03
126000
SILICON STORAGE TECHNOLOGY I COM 827057100 226 53800 SH DEFINED 03
53800
SILICON IMAGE INC COM 82705T102 226 41000 SH DEFINED 03
41000
SILICON VY BANCSHARES COM 827064106 761 31947 SH DEFINED 03
31947
SIMON PPTY GROUP INC NEW COM 828806109 11715 300154 SH DEFINED 03 300154
SIMPSON MANUFACTURING CO INC COM 829073105 2527 69040 SH DEFINED 03
69040
SINCLAIR BROADCAST GROUP INC CL A 829226109 203 17500 SH DEFINED 03
17500
SIRIUS SATELLITE RADIO INC COM 82966U103 481 284650 SH DEFINED 03
284650
SITEL CORP COM 82980K107 24 15500 SH DEFINED 03
15500
SIPEX CORP COM 829909100 68 14400 SH DEFINED 03
14400
SIX FLAGS INC COM 83001P109 469 69190 SH DEFINED 03
69190
SIZELER PPTY INVS INC COM 830137105 107 10400 SH DEFINED 03
10400
SKYLINE CORP COM 830830105 740 24664 SH DEFINED 03 24664
SKYWEST INC COM 830879102 2659 139350 SH DEFINED 03
139350
SKYWORKS SOLUTIONS INC COM 83088M102 2556 377596 SH DEFINED 03
377596
SMITH A O COM 831865209 2664 94643 SH DEFINED 03
94643
SMITH INTL INC COM 832110100 1914 52106 SH DEFINED 03
52106
SMITHFIELD FOODS INC COM 832248108 2447 106743 SH DEFINED 03
106743
SMUCKER J M CO COM NEW 832696405 2007 50317 SH DEFINED 03
50317
SMURFIT-STONE CONTAINER CORP COM 832727101 346 26586 SH DEFINED 03
26586
SNAP ON INC COM 833034101 10511 362075 SH DEFINED 03 362075
SOLA INTL INC COM 834092108 1374 78947 SH DEFINED 03
78947
SOLECTRON CORP COM 834182107 6709 1793973 SH DEFINED 03
1793973
SOLUTIA INC COM 834376105 119 54580 SH DEFINED 03
54580
SOMERA COMMUNICATION COM 834458101 18 11800 SH DEFINED 03
11800
SONIC CORP COM 835451105 2923 115184 SH DEFINED 03
115184
SONICWALL INC COM 835470105 121 25000 SH DEFINED 03
25000
SONOCO PRODS CO COM 835495102 2021 84119 SH DEFINED 03
84119
SOTHEBYS HLDGS INC CL A 835898107 451 60674 SH DEFINED 03 60674
SONUS NETWORKS INC COM 835916107 431 89100 SH DEFINED 03
89100
SOURCECORP COM 836167106 1226 56756 SH DEFINED 03
56756
SOUTH FINL GROUP INC COM 837841105 2930 126666 SH DEFINED 03
126666
SOUTH JERSEY INDS INC COM 838518108 268 7276 SH DEFINED 03
7276
SOUTHERN CO COM 842587107 46040 1477534 SH DEFINED 03
1477534
SOUTHERN PERU COPPER CORP COM 843611104 185 12100 SH DEFINED 03
12100
SOUTHERN UN CO NEW COM 844030106 3315 195707 SH DEFINED 03
195707
SOUTHTRUST CORP COM 844730101 24968 924729 SH DEFINED 03 924729
SOUTHWEST AIRLS CO COM 844741108 20402 1186161 SH DEFINED 03
1186161
SOUTHWEST BANCORPORATION TEX COM 84476R109 2926 90003 SH DEFINED 03
90003
SOUTHWEST GAS CORP COM 844895102 2087 98539 SH DEFINED 03
98539
SOUTHWESTERN ENERGY CO COM 845467109 1527 101761 SH DEFINED 03
101761
SOVEREIGN BANCORP INC COM 845905108 6408 409465 SH DEFINED 03
409465
SOVRAN SELF STORAGE INC COM 84610H108 224 7100 SH DEFINED 03
7100
SPANISH BROADCASTING SYS INC CL A 846425882 115 14200 SH DEFINED 03
14200
SPARTAN MTRS INC COM 846819100 94 11400 SH DEFINED 03 11400
SPARTECH CORP COM NEW 847220209 216 10200 SH DEFINED 03
10200
SPEEDWAY MOTORSPORTS INC COM 847788106 273 10200 SH DEFINED 03
10200
SPHERION CORP COM 848420105 1208 173812 SH DEFINED 03
173812
SPINNAKER EXPL CO COM 84855W109 3932 150083 SH DEFINED 03
150083
SPORTS AUTH INC COM 849176102 201 18800 SH DEFINED 03
18800
SPORTS RESORTS INTL INC COM 84918U108 48 10500 SH DEFINED 03
10500
SPRINT CORP COM FON GROUP 852061100 47995 3332997 SH DEFINED 03
3332997
SPRINT CORP PCS COM SER 1 852061506 11533 2005690 SH DEFINED 03 2005690
STAGE STORES INC COM NEW 85254C305 228 9700 SH DEFINED 03
9700
STAMPS COM INC COM 852857101 76 15900 SH DEFINED 03
15900
STANCORP FINL GROUP INC COM 852891100 1752 33549 SH DEFINED 03
33549
STANDARD MICROSYSTEMS CORP COM 853626109 845 56098 SH DEFINED 03
56098
STANDARD MTR PRODS INC COM 853666105 337 30377 SH DEFINED 03
30377
STANDARD PAC CORP NEW COM 85375C101 7242 218389 SH DEFINED 03
218389
STANDARD REGISTER CO COM 853887107 1234 74868 SH DEFINED 03
74868
STANDEX INTL CORP COM 854231107 654 31120 SH DEFINED 03 31120
STANLEY WKS COM 854616109 10128 366971 SH DEFINED 03
366971
STAPLES INC COM 855030102 13260 722625 SH DEFINED 03
722625
STARBUCKS CORP COM 855244109 16712 680740 SH DEFINED 03
680740
STARTEK INC COM 85569C107 1022 38855 SH DEFINED 03
38855
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 8793 307540 SH DEFINED 03
307540
STATE STR CORP COM 857477103 20063 509215 SH DEFINED 03
509215
STATEN IS BANCORP INC COM 857550107 3210 164793 SH DEFINED 03
164793
STATION CASINOS INC COM 857689103 441 17450 SH DEFINED 03 17450
STEAK N SHAKE CO COM 857873103 1198 78555 SH DEFINED 03
78555
STEEL DYNAMICS INC COM 858119100 1795 130137 SH DEFINED 03
130137
STEEL TECHNOLOGIES INC COM 858147101 219 21648 SH DEFINED 03
21648
STEIN MART INC COM 858375108 591 100809 SH DEFINED 03
100809
STERLING BANCSHARES INC COM 858907108 1705 131268 SH DEFINED 03
131268
STERICYCLE INC COM 858912108 1463 38150 SH DEFINED 03
38150
STERIS CORP COM 859152100 3977 172256 SH DEFINED 03
172256
STEWART & STEVENSON SVCS INC COM 860342104 1230 78100 SH DEFINED 03 78100
STEWART ENTERPRISES INC CL A 860370105 203 47100 SH DEFINED 03
47100
STEWART INFORMATION SVCS COR COM 860372101 1703 61166 SH DEFINED 03
61166
STILLWATER MNG CO COM 86074Q102 376 73113 SH DEFINED 03
73113
STMICROELECTRONICS N V NY REGISTRY 861012102 2073 99728 SH DEFINED 03
99728
STONE ENERGY CORP COM 861642106 3776 90085 SH DEFINED 03
90085
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 3444 133784 SH DEFINED 03
133784
STORAGE COMPUTER CORP COM 86211A101 19 25258 SH DEFINED 03
25258
STRATEX NETWORKS INC COM 86279T109 160 51200 SH DEFINED 03 51200
STRAYER ED INC COM 863236105 286 3600 SH DEFINED 03
3600
STRIDE RITE CORP COM 863314100 1124 112866 SH DEFINED 03
112866
STRYKER CORP COM 863667101 49198 709206 SH DEFINED 03
709206
STUDENT LN CORP COM 863902102 353 2800 SH DEFINED 03
2800
STURM RUGER & CO INC COM 864159108 798 79796 SH DEFINED 03
79796
SUMMIT PPTYS INC COM 866239106 328 15900 SH DEFINED 03
15900
SUN COMMUNITIES INC COM 866674104 228 5800 SH DEFINED 03
5800
SUN MICROSYSTEMS INC COM 866810104 22997 4945557 SH DEFINED 03 4945557
SUN MICROSYSTEMS INC COM 866810104 4676 1005594 SH DEFINED 09
1005594
SUNGARD DATA SYS INC COM 867363103 10708 413290 SH DEFINED 03
413290
SUNOCO INC COM 86764P109 12074 319938 SH DEFINED 03
319938
SUNOCO INC COM 86764P109 2042 54096 SH DEFINED 09
54096
SUNRISE SENIOR LIVING INC COM 86768K106 1615 72154 SH DEFINED 03
72154
SUNTRUST BKS INC COM 867914103 45148 760836 SH DEFINED 03
760836
SUPERGEN INC COM 868059106 59 11100 SH DEFINED 03
11100
SUPERIOR ENERGY SVCS INC COM 868157108 345 36400 SH DEFINED 03 36400
SUPERIOR INDS INTL INC COM 868168105 1163 27896 SH DEFINED 03
27896
SUPERTEX INC COM 868532102 592 32277 SH DEFINED 03
32277
SUPERVALU INC COM 868536103 14494 679848 SH DEFINED 03
679848
SUREBEAM CORP CL A 86866R102 90 33328 SH DEFINED 03
33328
SUREWEST COMMUNICATIONS COM 868733106 221 7300 SH DEFINED 03
7300
SURMODICS INC COM 868873100 1419 46505 SH DEFINED 03
46505
SUSQUEHANNA BANCSHARES INC P COM 869099101 2611 111869 SH DEFINED 03
111869
SWIFT ENERGY CO COM 870738101 885 80454 SH DEFINED 03 80454
SWIFT TRANSN CO COM 870756103 1902 102280 SH DEFINED 03
102280
SYBASE INC COM 871130100 3018 216982 SH DEFINED 03
216982
SYBRON DENTAL SPECIALTIES IN COM 871142105 2904 123061 SH DEFINED 03
123061
SYCAMORE NETWORKS INC COM 871206108 342 89400 SH DEFINED 03
89400
SYKES ENTERPRISES INC COM 871237103 99 20500 SH DEFINED 03
20500
SYLVAN LEARNING SYS INC COM 871399101 1815 79661 SH DEFINED 03
79661
SYMANTEC CORP COM 871503108 9607 218786 SH DEFINED 03
218786
SYMBOL TECHNOLOGIES INC COM 871508107 4660 358152 SH DEFINED 03 358152
SYMMETRICOM INC COM 871543104 471 107061 SH DEFINED 03
107061
SYMYX TECHNOLOGIES COM 87155S108 320 19400 SH DEFINED 03
19400
SYNOPSYS INC COM 871607107 6217 100385 SH DEFINED 03
100385
SYNOVUS FINL CORP COM 87161C105 9887 459882 SH DEFINED 03
459882
SYNTEL INC COM 87162H103 177 11250 SH DEFINED 03
11250
SYSCO CORP COM 871829107 30337 1009880 SH DEFINED 03
1009880
SYSCO CORP COM 871829107 646 21502 SH DEFINED 09
21502
SYSTEMAX INC COM 871851101 49 14400 SH DEFINED 03 14400
SYSTEMS & COMPUTER TECHNOLOG COM 871873105 766 86903 SH DEFINED 03
86903
TBC CORP COM 872180104 1389 72936 SH DEFINED 03
72936
TCF FINL CORP COM 872275102 3940 98908 SH DEFINED 03
98908
TECO ENERGY INC COM 872375100 2977 248253 SH DEFINED 03
248253
THQ INC COM NEW 872443403 1992 110532 SH DEFINED 03
110532
TJX COS INC NEW COM 872540109 15306 812395 SH DEFINED 03
812395
TXU CORP COM 873168108 19400 864153 SH DEFINED 03
864153
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 398 39480 SH DEFINED 03 39480
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 3539 124973 SH DEFINED 03
124973
TALBOTS INC COM 874161102 236 8000 SH DEFINED 03
8000
TALK AMERICA HLDGS INC COM NEW 87426R202 193 17266 SH DEFINED 03
17266
TALX CORP COM 874918105 1338 59770 SH DEFINED 03
59770
TANOX INC COM 87588Q109 304 19000 SH DEFINED 03
19000
TARGET CORP COM 87612E106 52473 1386715 SH DEFINED 03
1386715
TARGET CORP COM 87612E106 3338 88208 SH DEFINED 09
88208
TAUBMAN CTRS INC COM 876664103 353 18400 SH DEFINED 03 18400
TECH DATA CORP COM 878237106 2512 93908 SH DEFINED 03
93908
TECHNE CORP COM 878377100 5168 170273 SH DEFINED 03
170273
TECHNITROL INC COM 878555101 1766 117347 SH DEFINED 03
117347
TECUMSEH PRODS CO CL A 878895200 2062 53789 SH DEFINED 03
53789
TEKELEC COM 879101103 284 25200 SH DEFINED 03
25200
TEKTRONIX INC COM 879131100 8387 388299 SH DEFINED 03
388299
TELEDYNE TECHNOLOGIES INC COM 879360105 1217 92892 SH DEFINED 03
92892
TELEFLEX INC COM 879369106 1192 28012 SH DEFINED 03 28012
TELEPHONE & DATA SYS INC COM 879433100 3128 62931 SH DEFINED 03
62931
TELIK INC COM 87959M109 296 18500 SH DEFINED 03
18500
TELLABS INC COM 879664100 4042 616161 SH DEFINED 03
616161
TELLIUM INC COM 87967E107 30 33900 SH DEFINED 03
33900
TEMPLE INLAND INC COM 879868107 11510 268234 SH DEFINED 03
268234
TELETECH HOLDINGS INC COM 879939106 87 22600 SH DEFINED 03
22600
TENET HEALTHCARE CORP COM 88033G100 12802 1098918 SH DEFINED 03
1098918
TENNECO AUTOMOTIVE INC COM 880349105 59 16413 SH DEFINED 03 16413
TERADYNE INC COM 880770102 4875 281604 SH DEFINED 03
281604
TERAYON COMMUNICATION SYS COM 880775101 86 31600 SH DEFINED 03
31600
TEREX CORP NEW COM 880779103 474 24300 SH DEFINED 03
24300
TERREMARK WORLDWIDE INC COM 881448104 29 33800 SH DEFINED 03
33800
TESORO PETE CORP COM 881609101 480 69700 SH DEFINED 03
69700
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 726 12759 SH DEFINED 03
12759
TETRA TECHNOLOGIES INC DEL COM 88162F105 1357 45755 SH DEFINED 03
45755
TETRA TECH INC NEW COM 88162G103 2586 148642 SH DEFINED 03 148642
TEXAS INDS INC COM 882491103 1504 63183 SH DEFINED 03
63183
TEXAS INSTRS INC COM 882508104 70168 3986792 SH DEFINED 03
3986792
TEXAS INSTRS INC COM 882508104 25 1431 SH DEFINED 09
1431
TEXAS REGL BANCSHARES INC CL A VTG 882673106 355 10414 SH DEFINED 03
10414
TEXTRON INC COM 883203101 17015 436069 SH DEFINED 03
436069
THERAGENICS CORP COM 883375107 357 82946 SH DEFINED 03
82946
THERASENSE INC COM 883381105 145 14500 SH DEFINED 03
14500
THERMO ELECTRON CORP COM 883556102 6592 313629 SH DEFINED 03 313629
THOMAS & BETTS CORP COM 884315102 1734 119993 SH DEFINED 03
119993
THOMAS INDS INC COM 884425109 1261 46626 SH DEFINED 03
46626
THOR INDS INC COM 885160101 3119 76402 SH DEFINED 03
76402
THORATEC CORP COM NEW 885175307 452 30811 SH DEFINED 03
30811
THORNBURG MTG INC COM 885218107 488 19750 SH DEFINED 03
19750
3COM CORP COM 885535104 1184 253449 SH DEFINED 03
253449
THREE FIVE SYS INC COM 88554L108 384 55638 SH DEFINED 03
55638
3M CO COM 88579Y101 108382 840302 SH DEFINED 03 840302
TIBCO SOFTWARE INC COM 88632Q103 257 50100 SH DEFINED 03
50100
TIDEWATER INC COM 886423102 3293 112108 SH DEFINED 03
112108
TIFFANY & CO NEW COM 886547108 9710 297130 SH DEFINED 03
297130
TIMBERLAND CO CL A 887100105 3042 57546 SH DEFINED 03
57546
TIME WARNER TELECOM INC CL A 887319101 177 28800 SH DEFINED 03
28800
TIMKEN CO COM 887389104 3507 200307 SH DEFINED 03
200307
TITAN CORP COM 888266103 600 58271 SH DEFINED 03
58271
TOLL BROTHERS INC COM 889478103 1435 50700 SH DEFINED 03 50700
TOLLGRADE COMMUNICATIONS INC COM 889542106 722 38698 SH DEFINED 03
38698
TOO INC COM 890333107 2177 107530 SH DEFINED 03
107530
TOOTSIE ROLL INDS INC COM 890516107 814 26687 SH DEFINED 03
26687
TOPPS INC COM 890786106 124 14600 SH DEFINED 03
14600
TORCHMARK CORP COM 891027104 16879 453138 SH DEFINED 03
453138
TORO CO COM 891092108 2889 72668 SH DEFINED 03
72668
TOTAL S A SPONSORED ADR 89151E109 6045 79748 SH DEFINED 03
79748
TOWER AUTOMOTIVE INC COM 891707101 604 164917 SH DEFINED 03 164917
TOTAL SYS SVCS INC COM 891906109 498 22350 SH DEFINED 03
22350
TOYS R US INC COM 892335100 12525 1033411 SH DEFINED 03
1033411
TRACTOR SUPPLY CO COM 892356106 2368 50000 SH DEFINED 03
50000
TRAMMELL CROW CO COM 89288R106 175 16500 SH DEFINED 03
16500
TRANSACTION SYS ARCHITECTS CL A 893416107 267 29522 SH DEFINED 03
29522
TRANSATLANTIC HLDGS INC COM 893521104 354 5125 SH DEFINED 03
5125
TRANSKARYOTIC THERAPIES INC COM 893735100 161 14000 SH DEFINED 03
14000
TRANSMETA CORP DEL COM 89376R109 76 47500 SH DEFINED 03 47500
TRANSPRO INC COM 893885103 45 10065 SH DEFINED 03
10065
TRAVELERS PPTY CAS CORP NEW CL A 89420G109 5034 316594 SH DEFINED 03
316594
TRAVELERS PPTY CAS CORP NEW CL B 89420G406 48266 3060648 SH DEFINED 03
3060648
TREDEGAR CORP COM 894650100 1519 101352 SH DEFINED 03
101352
TREX INC COM 89531P105 1291 32900 SH DEFINED 03
32900
TRIAD HOSPITALS INC COM 89579K109 1513 60979 SH DEFINED 03
60979
TRIDENT MICROSYSTEMS INC COM 895919108 127 14200 SH DEFINED 03
14200
TRIAD GTY INC COM 895925105 201 5300 SH DEFINED 03 5300
TRIARC COS INC CL A 895927101 1700 56676 SH DEFINED 03
56676
TRIBUNE CO NEW COM 896047107 35200 728769 SH DEFINED 03
728769
TRIMBLE NAVIGATION LTD COM 896239100 2456 106661 SH DEFINED 03
106661
TRIMERIS INC COM 896263100 370 8100 SH DEFINED 03
8100
TRINITY INDS INC COM 896522109 2967 160308 SH DEFINED 03
160308
TRIQUINT SEMICONDUCTOR INC COM 89674K103 599 145998 SH DEFINED 03
145998
TRIUMPH GROUP INC NEW COM 896818101 1150 40820 SH DEFINED 03
40820
TRIZEC PROPERTIES INC COM 89687P107 244 21500 SH DEFINED 03 21500
TRIZETTO GROUP INC COM 896882107 136 22700 SH DEFINED 03
22700
TRUST CO NJ JERSEY CITY NEW COM 898304100 370 12200 SH DEFINED 03
12200
TRUSTCO BK CORP N Y COM 898349105 2222 200879 SH DEFINED 03
200879
TUESDAY MORNING CORP COM NEW 899035505 234 8900 SH DEFINED 03
8900
TULARIK INC COM 899165104 202 20400 SH DEFINED 03
20400
TUPPERWARE CORP COM 899896104 7324 510005 SH DEFINED 03
510005
TURNSTONE SYSTEMS INC COM 900423104 34 13500 SH DEFINED 03
13500
II VI INC COM 902104108 259 11400 SH DEFINED 03 11400
TYCO INTL LTD NEW COM 902124106 106797 5626801 SH DEFINED 03
5626801
TYLER TECHNOLOGIES INC COM 902252105 121 28400 SH DEFINED 03
28400
TYSON FOODS INC CL A 902494103 9766 919609 SH DEFINED 03
919609
UCBH HOLDINGS INC COM 90262T308 3804 132594 SH DEFINED 03
132594
UGI CORP NEW COM 902681105 4245 133919 SH DEFINED 03
133919
UICI COM 902737105 1902 126220 SH DEFINED 03
126220
UIL HLDG CORP COM 902748102 1750 43154 SH DEFINED 03
43154
UMB FINL CORP COM 902788108 395 9302 SH DEFINED 03 9302
UST INC COM 902911106 11143 318085 SH DEFINED 03
318085
UST INC COM 902911106 1324 37802 SH DEFINED 09
37802
US BANCORP DEL COM NEW 902973304 120744 4928339 SH DEFINED 03
4928339
URS CORP NEW COM 903236107 1678 86233 SH DEFINED 03
86233
U S G CORP COM NEW 903293405 386 20342 SH DEFINED 03
20342
USEC INC COM 90333E108 323 46000 SH DEFINED 03
46000
U S I HLDGS COM 90333H101 124 10600 SH DEFINED 03
10600
US ONCOLOGY INC COM 90338W103 2586 349882 SH DEFINED 03 349882
UBIQUITEL INC COM 903474302 15 11400 SH DEFINED 03
11400
ULTIMATE ELECTRS INC COM 903849107 448 35098 SH DEFINED 03
35098
ULTRA PETE CORP COM 903914109 142 11000 SH DEFINED 03
11000
ULTRATECH INC COM 904034105 1578 85254 SH DEFINED 03
85254
UMPQUA HLDGS CORP COM 904214103 321 17256 SH DEFINED 03
17256
UNIFI INC COM 904677101 509 82136 SH DEFINED 03
82136
UNILEVER N V N Y SHS NEW 904784709 221 4100 SH DEFINED 03
4100
UNION PAC CORP COM 907818108 39304 677423 SH DEFINED 03 677423
UNION PAC CORP COM 907818108 1621 27934 SH DEFINED 09
27934
UNION PLANTERS CORP COM 908068109 15561 501467 SH DEFINED 03
501467
UNIONBANCAL CORP COM 908906100 1597 38610 SH DEFINED 03
38610
UNISOURCE ENERGY CORP COM 909205106 1955 104010 SH DEFINED 03
104010
UNISYS CORP COM 909214108 16020 1304557 SH DEFINED 03
1304557
UNIT CORP COM 909218109 4115 196790 SH DEFINED 03
196790
UNITED CMNTY FINL CORP OHIO COM 909839102 193 20900 SH DEFINED 03
20900
UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P105 312 12500 SH DEFINED 03 12500
UNITED BANKSHARES INC WEST V COM 909907107 3422 119520 SH DEFINED 03
119520
UNITED DEFENSE INDS INC COM 91018B104 394 15200 SH DEFINED 03
15200
UNITED DOMINION REALTY TR IN COM 910197102 988 57400 SH DEFINED 03
57400
UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 159 42460 SH DEFINED 03
42460
UNITED NATL BANCORP N J COM 910909100 226 8200 SH DEFINED 03
8200
UNITED NAT FOODS INC COM 911163103 1544 54440 SH DEFINED 03
54440
UNITED ONLINE INC COM 911268100 386 15223 SH DEFINED 03
15223
UNITED PARCEL SERVICE INC CL B 911312106 138731 2177883 SH DEFINED 03 2177883
UNITED RENTALS INC COM 911363109 767 55209 SH DEFINED 03
55209
UNITED STATES CELLULAR CORP COM 911684108 221 8700 SH DEFINED 03
8700
UNITED STATES STL CORP NEW COM 912909108 16205 989906 SH DEFINED 03
989906
UNITED STATIONERS INC COM 913004107 3587 100124 SH DEFINED 03
100124
UNITED SURGICAL PARTNERS INT COM 913016309 282 12500 SH DEFINED 03
12500
UNITED TECHNOLOGIES CORP COM 913017109 88891 1254995 SH DEFINED 03
1254995
UNITEDGLOBALCOM CL A 913247508 0 2 SH DEFINED 00
2
UNITEDGLOBALCOM CL A 913247508 123 24100 SH DEFINED 03 24100
UNITEDHEALTH GROUP INC COM 91324P102 85734 1706150 SH DEFINED 03
1706150
UNITRIN INC COM 913275103 1752 64590 SH DEFINED 03
64590
UNIVERSAL ACCESS GLOBAL HLDG COM 91336M105 5 11300 SH DEFINED 03
11300
UNIVERSAL COMPRESSION HLDGS COM 913431102 215 10300 SH DEFINED 03
10300
UNIVERSAL CORP VA COM 913456109 1002 23691 SH DEFINED 03
23691
UNIVERSAL FST PRODS INC COM 913543104 1388 66261 SH DEFINED 03
66261
UNIVERSAL HLTH SVCS INC CL B 913903100 7609 192045 SH DEFINED 03
192045
UNIVISION COMMUNICATIONS INC CL A 914906102 11439 376285 SH DEFINED 03 376285
UNOCAL CORP COM 915289102 17278 602242 SH DEFINED 03
602242
UNIZAN FINANCIAL CORP COM 91528W101 290 16487 SH DEFINED 03
16487
UNOVA INC COM 91529B106 256 23040 SH DEFINED 03
23040
UNUMPROVIDENT CORP COM 91529Y106 18243 1360384 SH DEFINED 03
1360384
URBAN OUTFITTERS INC COM 917047102 1776 49400 SH DEFINED 03
49400
USF CORP COM 91729Q101 2213 82082 SH DEFINED 03
82082
VCA ANTECH INC COM 918194101 330 16700 SH DEFINED 03
16700
V F CORP COM 918204108 15018 442107 SH DEFINED 03 442107
VALASSIS COMMUNICATIONS INC COM 918866104 3182 123729 SH DEFINED 03
123729
VALHI INC NEW COM 918905100 204 21250 SH DEFINED 03
21250
VALERO ENERGY CORP NEW COM 91913Y100 8926 245706 SH DEFINED 03
245706
VALLEY NATL BANCORP COM 919794107 294 11156 SH DEFINED 03
11156
VALMONT INDS INC COM 920253101 1202 61761 SH DEFINED 03
61761
VALSPAR CORP COM 920355104 2246 53206 SH DEFINED 03
53206
VALUECLICK INC COM 92046N102 154 25359 SH DEFINED 03
25359
VALUEVISION MEDIA INC CL A 92047K107 224 16400 SH DEFINED 03 16400
VARCO INTL INC DEL COM 922122106 1755 89521 SH DEFINED 03
89521
VARIAN INC COM 922206107 1298 37800 SH DEFINED 03
37800
VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 2905 97596 SH DEFINED 03
97596
VARIAN MED SYS INC COM 92220P105 5954 103430 SH DEFINED 03
103430
VASTERA INC COM 92239N109 131 22100 SH DEFINED 03
22100
VECTREN CORP COM 92240G101 1521 60737 SH DEFINED 03
60737
VEECO INSTRS INC DEL COM 922417100 1300 76318 SH DEFINED 03
76318
VENTAS INC COM 92276F100 557 36779 SH DEFINED 03 36779
VERITAS SOFTWARE CO COM 923436109 17927 622020 SH DEFINED 03
622020
VERITY INC COM 92343C106 2170 170865 SH DEFINED 03
170865
VERISIGN INC COM 92343E102 796 57707 SH DEFINED 03
57707
VERITAS DGC INC COM 92343P107 1177 102367 SH DEFINED 03
102367
VERIZON COMMUNICATIONS COM 92343V104 250013 6337474 SH DEFINED 03
6337474
VERTEX PHARMACEUTICALS INC COM 92532F100 652 44585 SH DEFINED 03
44585
VIACOM INC CL B 925524308 200094 4583003 SH DEFINED 03
4583003
VIAD CORP COM 92552R109 3032 135422 SH DEFINED 03 135422
VIASAT INC COM 92552V100 1001 69754 SH DEFINED 03
69754
VIASYS HEALTHCARE INC COM NEW 92553Q209 1676 80982 SH DEFINED 03
80982
VICOR CORP COM 925815102 1033 106480 SH DEFINED 03
106480
VICURON PHARMACEUTICALS INC COM 926471103 216 15200 SH DEFINED 03
15200
VIGNETTE CORP COM 926734104 205 104144 SH DEFINED 03
104144
VINTAGE PETE INC COM 927460105 2083 184663 SH DEFINED 03
184663
VISHAY INTERTECHNOLOGY INC COM 928298108 1782 134996 SH DEFINED 03
134996
VISTEON CORP COM 92839U107 1585 230725 SH DEFINED 03 230725
VISX INC DEL COM 92844S105 914 52704 SH DEFINED 03
52704
VITAL SIGNS INC COM 928469105 922 35448 SH DEFINED 03
35448
VITALWORKS INC COM 928483106 64 16500 SH DEFINED 03
16500
VITESSE SEMICONDUCTOR CORP COM 928497106 512 104800 SH DEFINED 03
104800
VIVUS INC COM 928551100 130 25700 SH DEFINED 03
25700
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 559 28432 SH DEFINED 03
28432
VOLT INFORMATION SCIENCES IN COM 928703107 536 39276 SH DEFINED 03
39276
VORNADO RLTY TR SH BEN INT 929042109 493 11300 SH DEFINED 03 11300
VULCAN MATLS CO COM 929160109 5592 150854 SH DEFINED 03
150854
WD-40 CO COM 929236107 1498 52633 SH DEFINED 03
52633
WFS FINL INC COM 92923B106 220 6600 SH DEFINED 03
6600
WGL HLDGS INC COM 92924F106 2124 79539 SH DEFINED 03
79539
W HLDG CO INC COM 929251106 411 24300 SH DEFINED 03
24300
W-H ENERGY SVCS INC COM 92925E108 1432 73200 SH DEFINED 03
73200
WJ COMMUNICATIONS INC COM 929284107 18 17300 SH DEFINED 03
17300
WMS INDS INC COM 929297109 1289 82696 SH DEFINED 03 82696
WPS RESOURCES CORP COM 92931B106 1326 32980 SH DEFINED 03
32980
WABASH NATL CORP COM 929566107 1505 107282 SH DEFINED 03
107282
WABTEC CORP COM 929740108 292 21000 SH DEFINED 03
21000
WACHOVIA CORP 2ND NEW COM 929903102 151190 3783524 SH DEFINED 03
3783524
WADDELL & REED FINL INC CL A 930059100 1846 71928 SH DEFINED 03
71928
WAL MART STORES INC COM 931142103 456180 8499713 SH DEFINED 03
8499713
WALGREEN CO COM 931422109 46948 1559738 SH DEFINED 03
1559738
WALTER INDS INC COM 93317Q105 234 19900 SH DEFINED 03 19900
WASHINGTON FED INC COM 938824109 3946 170375 SH DEFINED 03
170375
WASHINGTON MUT INC COM 939322103 117273 2839533 SH DEFINED 03
2839533
WASHINGTON POST CO CL B 939640108 7384 10075 SH DEFINED 03
10075
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 511 18800 SH DEFINED 03
18800
WASTE CONNECTIONS INC COM 941053100 3029 86410 SH DEFINED 03
86410
WASTE MGMT INC DEL COM 94106L109 26928 1117793 SH DEFINED 03
1117793
WATCHGUARD TECHNOLOGIES INC COM 941105108 61 13400 SH DEFINED 03
13400
WATERS CORP COM 941848103 5593 191995 SH DEFINED 03 191995
WATSCO INC COM 942622200 1391 83970 SH DEFINED 03
83970
WATSON PHARMACEUTICALS INC COM 942683103 6365 157658 SH DEFINED 03
157658
WATSON WYATT & CO HLDGS CL A 942712100 2049 88400 SH DEFINED 03
88400
WATTS INDS INC CL A 942749102 1344 75296 SH DEFINED 03
75296
WAUSAU-MOSINEE PAPER CORP COM 943315101 610 54445 SH DEFINED 03
54445
WAVE SYSTEMS CORP CL A 943526103 11 12200 SH DEFINED 03
12200
WAYPOINT FINL CORP COM 946756103 1700 94000 SH DEFINED 03
94000
WEBEX INC COM 94767L109 190 13700 SH DEFINED 03 13700
WEBSENSE INC COM 947684106 956 61000 SH DEFINED 03
61000
WEBMETHODS INC COM 94768C108 244 30112 SH DEFINED 03
30112
WEBMD CORP COM 94769M105 381 35050 SH DEFINED 03
35050
WEBSTER FINL CORP CONN COM 947890109 4774 126298 SH DEFINED 03
126298
WEIGHT WATCHERS INTL INC NEW COM 948626106 519 11400 SH DEFINED 03
11400
WEINGARTEN RLTY INVS SH BEN INT 948741103 226 5400 SH DEFINED 03
5400
WEIS MKTS INC COM 948849104 265 8550 SH DEFINED 03
8550
WELLMAN INC COM 949702104 1153 102926 SH DEFINED 03 102926
WELLPOINT HEALTH NETWORK NEW COM 94973H108 23742 281640 SH DEFINED 03
281640
WELLS FARGO & CO NEW COM 949746101 188960 3749199 SH DEFINED 03
3749199
WELLS GARDNER ELECTRS CORP COM 949765101 42 16079 SH DEFINED 03
16079
WENDYS INTL INC COM 950590109 5315 183482 SH DEFINED 03
183482
WENDYS INTL INC COM 950590109 1145 39510 SH DEFINED 09
39510
WERNER ENTERPRISES INC COM 950755108 1380 65116 SH DEFINED 03
65116
WESBANCO INC COM 950810101 320 13300 SH DEFINED 03
13300
WESCO FINL CORP COM 950817106 281 900 SH DEFINED 03 900
WESTAMERICA BANCORPORATION COM 957090103 906 21034 SH DEFINED 03
21034
WESTAR ENERGY INC COM 95709T100 3345 206081 SH DEFINED 03
206081
WESTERN DIGITAL CORP COM 958102105 2426 235500 SH DEFINED 03
235500
WESTERN GAS RES INC COM 958259103 956 24150 SH DEFINED 03
24150
WESTERN WIRELESS CORP CL A 95988E204 320 27700 SH DEFINED 03
27700
WESTPORT RES CORP NEW COM 961418100 331 14567 SH DEFINED 03
14567
WESTWOOD ONE INC COM 961815107 2031 59857 SH DEFINED 03
59857
WET SEAL INC CL A 961840105 887 84241 SH DEFINED 03 84241
WEYERHAEUSER CO COM 962166104 22638 419216 SH DEFINED 03
419216
WEYERHAEUSER CO COM 962166104 1789 33124 SH DEFINED 09
33124
WHIRLPOOL CORP COM 963320106 15449 242527 SH DEFINED 03
242527
WHITNEY HLDG CORP COM 966612103 3126 97701 SH DEFINED 03
97701
WHOLE FOODS MKT INC COM 966837106 5715 120244 SH DEFINED 03
120244
WILEY JOHN & SONS INC CL A 968223206 241 9200 SH DEFINED 03
9200
WILLIAMS COS INC DEL COM 969457100 6607 836266 SH DEFINED 03
836266
WILLIAMS SONOMA INC COM 969904101 5875 201192 SH DEFINED 03 201192
WILMINGTON TRUST CORP COM 971807102 1470 50096 SH DEFINED 03
50096
WILSON GREATBATCH TECHNOLOGI COM 972232102 397 11000 SH DEFINED 03
11000
WIND RIVER SYSTEMS INC COM 973149107 315 82637 SH DEFINED 03
82637
WINN DIXIE STORES INC COM 974280109 12745 1035307 SH DEFINED 03
1035307
WINNEBAGO INDS INC COM 974637100 1879 49576 SH DEFINED 03
49576
WINTRUST FINANCIAL CORP COM 97650W108 2403 80648 SH DEFINED 03
80648
WIRELESS FACILITIES INC COM 97653A103 155 13000 SH DEFINED 03
13000
WISCONSIN ENERGY CORP COM 976657106 4166 143660 SH DEFINED 03 143660
WISER OIL CO DEL COM 977284108 151 26300 SH DEFINED 03
26300
WOLVERINE TUBE INC COM 978093102 152 26570 SH DEFINED 03
26570
WOLVERINE WORLD WIDE INC COM 978097103 2303 119576 SH DEFINED 03
119576
WOODWARD GOVERNOR CO COM 980745103 1665 38705 SH DEFINED 03
38705
WORTHINGTON INDS INC COM 981811102 2393 178579 SH DEFINED 03
178579
WRIGHT MED GROUP INC COM 98235T107 272 14300 SH DEFINED 03
14300
WRIGLEY WM JR CO COM 982526105 19321 343613 SH DEFINED 03
343613
WRIGLEY WM JR CO COM 982526105 2238 39801 SH DEFINED 09 39801
WYETH COM 983024100 141282 3101683 SH DEFINED 03
3101683
WYNDHAM INTL INC CL A 983101106 9 19841 SH DEFINED 03
19841
XM SATELLITE RADIO HLDGS INC CL A 983759101 412 37500 SH DEFINED 03
37500
X-RITE INC COM 983857103 649 64890 SH DEFINED 03
64890
XTO ENERGY INC COM 98385X106 2497 124149 SH DEFINED 03
124149
XCEL ENERGY INC COM 98389B100 9103 605259 SH DEFINED 03
605259
XILINX INC COM 983919101 12935 511266 SH DEFINED 03
511266
XILINX INC COM 983919101 25 993 SH DEFINED 09 993
XEROX CORP COM 984121103 23860 2253023 SH DEFINED 03
2253023
YAHOO INC COM 984332106 65512 2003410 SH DEFINED 03
2003410
YANKEE CANDLE INC COM 984757104 822 35400 SH DEFINED 03
35400
YELLOW CORP COM 985509108 1972 84654 SH DEFINED 03
84654
YORK INTL CORP NEW COM 986670107 2166 92572 SH DEFINED 03
92572
YUM BRANDS INC COM 988498101 27050 915084 SH DEFINED 03
915084
ZALE CORP NEW COM 988858106 3359 83975 SH DEFINED 03
83975
ZEBRA TECHNOLOGIES CORP CL A 989207105 5899 78389 SH DEFINED 03 78389
ZENITH NATL INS CORP COM 989390109 1334 46819 SH DEFINED 03
46819
ZIMMER HLDGS INC COM 98956P102 13418 297843 SH DEFINED 03
297843
ZIONS BANCORPORATION COM 989701107 12821 253375 SH DEFINED 03
253375
ZIX CORP COM 98974P100 186 49462 SH DEFINED 03
49462
ZORAN CORP COM 98975F101 275 14350 SH DEFINED 03
14350
ZYMOGENETICS INC COM 98985T109 185 15900 SH DEFINED 03
15900
ZOMAX INC MINN COM 989929104 54 16300 SH DEFINED 03
16300
ACE LTD ORD G0070K103 17899 522001 SH DEFINED 03 522001
ANNUITY AND LIFE RE HLDGS ORD G03910109 1285 1028369 SH DEFINED 03
1028369
BUNGE LIMITED COM G16962105 306 10700 SH DEFINED 03
10700
COOPER INDS LTD CL A G24182100 16760 405811 SH DEFINED 03
405811
EVEREST RE GROUP LTD COM G3223R108 9649 126128 SH DEFINED 03
126128
GLOBALSANTAFE CORP SHS G3930E101 4034 172845 SH DEFINED 03
172845
INGERSOLL-RAND COMPANY LTD CL A G4776G101 20715 437764 SH DEFINED 03
437764
NABORS INDUSTRIES LTD SHS G6359F103 25329 640755 SH DEFINED 03
640755
NOBLE CORPORATION SHS G65422100 7945 231643 SH DEFINED 03 231643
SEAGATE TECHNOLOGY SHS G7945J104 208 11800 SH DEFINED 03
11800
TRANSOCEAN INC ORD G90078109 11241 511650 SH DEFINED 03
511650
WEATHERFORD INTERNATIONAL LT COM G95089101 4403 105091 SH DEFINED 03
105091
WHITE MTNS INS GROUP LTD COM G9618E107 354 896 SH DEFINED 03
896
WILLIS GROUP HOLDINGS LTD SHS G96655108 434 14107 SH DEFINED 03
14107
XL CAP LTD CL A G98255105 20270 244219 SH DEFINED 03
244219
XOMA LTD ORD G9825R107 59 11100 SH DEFINED 03
11100
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 482 20800 SH DEFINED 03 20800