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

Form 13F

Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:	September 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 November 10, 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:	 2,381
Form 13F Information Table Value Total:	 $24,310,565,000.00

List of Other Included Managers:

No.	13F File Number        	Name
3	28-4217			Prudential Investment Management, Inc.
9	28-6737			Prudential Investment Management Services, LLC


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

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


 
                                                                             
                                                                 FORM 13F INFORMATION TABLE
                                                              VALUE    SHARES/ SH/ PUT/ INVSTMT            -VOTING AUTHORITY-
   NAME OF ISSUER                 -TITLE OF CLASS- --CUSIP-- X$1000    PRN AMT PRN CALL DSCRETN -MANAGERS-     SOLE   SHARED
NONE
 AAR CORP                           COM            000361105      605    75411 SH       DEFINED 03
75411
 A D C TELECOMMUNICATIONS           COM            000886101     2795  1198665 SH       DEFINED 03
1198665
 ABM INDS INC                       COM            000957100     1906   134728 SH       DEFINED 03
134728
 AFLAC INC                          COM            001055102    26653   825163 SH       DEFINED 03
825163
 AGCO CORP                          COM            001084102      940    54842 SH       DEFINED 03
54842
 AGL RES INC                        COM            001204106     1842    65382 SH       DEFINED 03
65382
 AES CORP                           COM            00130H105     7233   974798 SH       DEFINED 03            974798

 AK STL HLDG CORP                   COM            001547108      101    50273 SH       DEFINED 03
50273
 AMB PROPERTY CORP                  COM            00163T109      873    28333 SH       DEFINED 03
28333
 AMC ENTMT INC                      COM            001669100      405    30200 SH       DEFINED 03
30200
 AMLI RESIDENTIAL PPTYS TR          SH BEN INT     001735109      283    10800 SH       DEFINED 03
10800
 AMN HEALTHCARE SERVICES INC        COM            001744101      179    11000 SH       DEFINED 03
11000
 AMR CORP                           COM            001765106     1034    90268 SH       DEFINED 03
90268
 AOL TIME WARNER INC                COM            00184A105   125959  8336112 SH       DEFINED 03
8336112
 APAC CUSTOMER SERVICES INC         COM            00185E106       44    17500 SH       DEFINED 03             17500

 AT&T CORP                          COM NEW        001957505    59598  2765560 SH       DEFINED 03
2765560
 AT&T CORP                          COM NEW        001957505    34507  1601263 SH       DEFINED 09
1601263
 ATMI INC                           COM            00207R101     1967    77586 SH       DEFINED 03
77586
 AT&T WIRELESS SVCS INC             COM            00209A106    59973  7331626 SH       DEFINED 03
7331626
 ATC HEALTHCARE INC                 CL A           00209C102       61    85000 SH       DEFINED 03
85000
 AVX CORP NEW                       COM            002444107      246    18000 SH       DEFINED 03
18000
 AAIPHARMA INC                      COM            00252W104      231    13450 SH       DEFINED 03
13450
 AARON RENTS INC                    COM            002535201     1579    75367 SH       DEFINED 03             75367

 ABBOTT LABS                        COM            002824100   131937  3100750 SH       DEFINED 03
3100750
 ABERCROMBIE & FITCH CO             CL A           002896207     2765    99801 SH       DEFINED 03
99801
 ABGENIX INC                        COM            00339B107      604    41700 SH       DEFINED 03
41700
 ACCLAIM ENTMT INC                  COM PAR $0.02  004325205       13    14550 SH       DEFINED 03
14550
 ACCREDO HEALTH INC                 COM            00437V104     3455   123452 SH       DEFINED 03
123452
 ACTIVISION INC NEW                 COM NEW        004930202     2072   173104 SH       DEFINED 03
173104
 ACTION PERFORMANCE COS INC         COM            004933107     1040    42565 SH       DEFINED 03
42565
 ACTEL CORP                         COM            004934105     1602    66849 SH       DEFINED 03             66849

 ACTIVCARD CORP                     COM            00506J107       92    11200 SH       DEFINED 03
11200
 ACTUANT CORP                       CL A NEW       00508X203      693    12350 SH       DEFINED 03
12350
 ACUITY BRANDS INC                  COM            00508Y102     3389   187647 SH       DEFINED 03
187647
 ACXIOM CORP                        COM            005125109     4556   289300 SH       DEFINED 03
289300
 ADAPTEC INC                        COM            00651F108     2229   294866 SH       DEFINED 03
294866
 ADMINISTAFF INC                    COM            007094105      889   100044 SH       DEFINED 03
100044
 ADOBE SYS INC                      COM            00724F101    14998   380755 SH       DEFINED 03
380755
 ADOLOR CORP                        COM            00724X102      224    12200 SH       DEFINED 03             12200

 ADTRAN INC                         COM            00738A106     7147   116571 SH       DEFINED 03
116571
 ADVANCED AUTO PARTS INC            COM            00751Y106      262     3700 SH       DEFINED 03
3700
 ADVANCED DIGITAL INFORMATION       COM            007525108      343    24400 SH       DEFINED 03
24400
 ADVANCED MARKETING SVCS INC        COM            00753T105      453    44361 SH       DEFINED 03
44361
 ADVANCED FIBRE COMMUNICATION       COM            00754A105     1569    74904 SH       DEFINED 03
74904
 ADVANCED NEUROMODULATION SYS       COM            00757T101      261     6550 SH       DEFINED 03
6550
 ADVO INC                           COM            007585102     2326    55875 SH       DEFINED 03
55875
 ADVISORY BRD CO                    COM            00762W107      332     7300 SH       DEFINED 03              7300

 ADVANCED MEDICAL OPTICS INC        COM            00763M108     1615    89933 SH       DEFINED 03
89933
 AEROFLEX INC                       COM            007768104     1847   209843 SH       DEFINED 03
209843
 AEROPOSTALE                        COM            007865108     1204    44500 SH       DEFINED 03
44500
 ADVANCED MICRO DEVICES INC         COM            007903107    10919   982799 SH       DEFINED 03
982799
 ADVANCED MICRO DEVICES INC         COM            007903107       40     3614 SH       DEFINED 09
3614
 ADVANCEPCS                         COM            00790K109    21462   470969 SH       DEFINED 03
470969
 ADVANCED ENERGY INDS               COM            007973100     1484    78623 SH       DEFINED 03
78623
 ADVENT SOFTWARE INC                COM            007974108      359    22340 SH       DEFINED 03             22340

 AETHER SYS INC                     COM            00808V105       77    16900 SH       DEFINED 03
16900
 AETNA INC NEW                      COM            00817Y108    17849   292461 SH       DEFINED 03
292461
 AFFILIATED COMPUTER SERVICES       CL A           008190100     4445    91294 SH       DEFINED 03
91294
 AFFILIATED MANAGERS GROUP          COM            008252108     3109    49500 SH       DEFINED 03
49500
 AGERE SYS INC                      CL A           00845V100      549   178820 SH       DEFINED 03
178820
 AGILENT TECHNOLOGIES INC           COM            00846U101    16659   753461 SH       DEFINED 03
753461
 AGILENT TECHNOLOGIES INC           COM            00846U101       37     1680 SH       DEFINED 09
1680
 AGILE SOFTWARE CORP DEL            COM            00846X105      268    28100 SH       DEFINED 03             28100

 AIR PRODS & CHEMS INC              COM            009158106    15653   347066 SH       DEFINED 03
347066
 AIRGAS INC                         COM            009363102     2197   123447 SH       DEFINED 03
123447
 AIRTRAN HLDGS INC                  COM            00949P108      543    32400 SH       DEFINED 03
32400
 AKAMAI TECHNOLOGIES INC            COM            00971T101      168    39200 SH       DEFINED 03
39200
 AKSYS LTD                          COM            010196103      104    10400 SH       DEFINED 03
10400
 ALARIS MEDICAL SYSTEMS INC         COM            011637105      186    11200 SH       DEFINED 03
11200
 ALASKA AIR GROUP INC               COM            011659109      653    23485 SH       DEFINED 03
23485
 ALBANY INTL CORP                   CL A           012348108     3468   112465 SH       DEFINED 03            112465

 ALBANY MOLECULAR RESH INC          COM            012423109      222    15000 SH       DEFINED 03
15000
 ALBEMARLE CORP                     COM            012653101     1165    42434 SH       DEFINED 03
42434
 ALBERTO CULVER CO                  CL B CONV      013068101     5176    88001 SH       DEFINED 03
88001
 ALBERTSONS INC                     COM            013104104    27643  1343847 SH       DEFINED 03
1343847
 ALCAN INC                          COM            013716105        5      137 SH       DEFINED 03
137
 ALCAN INC                          COM            013716105     3133    81900 SH       DEFINED 10
81900
 ALCOA INC                          COM            013817101    48742  1863231 SH       DEFINED 03
1863231
 ALCOA INC                          COM            013817101     6593   252007 SH       DEFINED 09            252007

 ALDERWOODS GROUP INC               COM            014383103      131    16800 SH       DEFINED 03
16800
 ALEXANDER & BALDWIN INC            COM            014482103     1234    43512 SH       DEFINED 03
43512
 ALEXANDRIA REAL ESTATE EQ IN       COM            015271109      432     9000 SH       DEFINED 03
9000
 ALFA CORP                          COM            015385107      173    13700 SH       DEFINED 03
13700
 ALIGN TECHNOLOGY INC               COM            016255101      643    51395 SH       DEFINED 03
51395
 ALKERMES INC                       COM            01642T108      321    23400 SH       DEFINED 03
23400
 ALLEGHENY ENERGY INC               COM            017361106     2591   283531 SH       DEFINED 03
283531
 ALLEGHENY TECHNOLOGIES INC         COM            01741R102     1078   164630 SH       DEFINED 03            164630

 ALLERGAN INC                       COM            018490102    40185   510417 SH       DEFINED 03
510417
 ALLETE INC                         COM            018522102     1925    70299 SH       DEFINED 03
70299
 ALLIANCE CAP MGMT HLDG L P         UNIT LTD PARTN 01855A101      248     7400 SH       DEFINED 03
7400
 ALLIANCE GAMING CORP               COM NEW        01859P609      489    24100 SH       DEFINED 03
24100
 ALLIANCE SEMICONDUCTOR CORP        COM            01877H100      487    89456 SH       DEFINED 03
89456
 ALLIANT ENERGY CORP                COM            018802108     6539   297234 SH       DEFINED 03
297234
 ALLIANT TECHSYSTEMS INC            COM            018804104     7318   152290 SH       DEFINED 03
152290
 ALLIED CAP CORP NEW                COM            01903Q108      575    23400 SH       DEFINED 03             23400

 ALLIED WASTE INDS INC              COM PAR$.01NEW 019589308     3389   313797 SH       DEFINED 03
313797
 ALLMERICA FINL CORP                COM            019754100     1700    71394 SH       DEFINED 03
71394
 ALLOY INC                          COM            019855105      100    17800 SH       DEFINED 03
17800
 ALLSTATE CORP                      COM            020002101    76830  2103212 SH       DEFINED 03
2103212
 ALLTEL CORP                        COM            020039103    33333   719304 SH       DEFINED 03
719304
 ALPHARMA INC                       CL A           020813101     2709   145638 SH       DEFINED 03
145638
 ALTERA CORP                        COM            021441100    41844  2210450 SH       DEFINED 03
2210450
 ALTERA CORP                        COM            021441100       29     1542 SH       DEFINED 09              1542

 ALTEON INC                         COM            02144G107       49    25900 SH       DEFINED 03
25900
 ALTRIA GROUP INC                   COM            02209S103   164324  3751690 SH       DEFINED 03
3751690
 ALTRIA GROUP INC                   COM            02209S103    27030   617131 SH       DEFINED 09
617131
 AMAZON COM INC                     COM            023135106     3136    64760 SH       DEFINED 03
64760
 AMBAC FINL GROUP INC               COM            023139108    11118   173711 SH       DEFINED 03
173711
 AMERADA HESS CORP                  COM            023551104    20548   410145 SH       DEFINED 03
410145
 AMEREN CORP                        COM            023608102    10762   250810 SH       DEFINED 03
250810
 AMCORE FINL INC                    COM            023912108      350    13900 SH       DEFINED 03             13900

 AMERICAN AXLE & MFG HLDGS IN       COM            024061103      766    25900 SH       DEFINED 03
25900
 AMERICAN ELEC PWR INC              COM            025537101    24389   812973 SH       DEFINED 03
812973
 AMERICAN EAGLE OUTFITTERS NE       COM            02553E106      687    46045 SH       DEFINED 03
46045
 AMERICAN EXPRESS CO                COM            025816109   110031  2441876 SH       DEFINED 03
2441876
 AMERICAN FINL GROUP INC OHIO       COM            025932104     3129   143848 SH       DEFINED 03
143848
 AMERICAN GREETINGS CORP            CL A           026375105     8336   429040 SH       DEFINED 03
429040
 AMERICAN HEALTHWAYS INC            COM            02649V104     1699    40535 SH       DEFINED 03
40535
 AMERICAN INTL GROUP INC            COM            026874107   302476  5242222 SH       DEFINED 03           5242222

 AMERICAN ITALIAN PASTA CO          CL A           027070101     1765    45618 SH       DEFINED 03
45618
 AMERICAN MGMT SYS INC              COM            027352103     1388   108323 SH       DEFINED 03
108323
 AMERICAN MED SYS HLDGS INC         COM            02744M108     1637    75107 SH       DEFINED 03
75107
 AMERICAN NATL INS CO               COM            028591105      221     2600 SH       DEFINED 03
2600
 AMERICAN PHARMACEUTICALS PTN       COM            02886P109     5459   174077 SH       DEFINED 03
174077
 AMERICAN PWR CONVERSION CORP       COM            029066107     5173   299014 SH       DEFINED 03
299014
 AMERICAN SOFTWARE INC              CL A           029683109       71    14800 SH       DEFINED 03
14800
 AMERICAN STD COS INC DEL           COM            029712106     9598   113925 SH       DEFINED 03            113925

 AMERICAN STS WTR CO                COM            029899101     1345    57068 SH       DEFINED 03
57068
 AMERICAN TOWER CORP                CL A           029912201      312    30700 SH       DEFINED 03
30700
 AMERICAN WOODMARK CORP             COM            030506109      466    10400 SH       DEFINED 03
10400
 AMERICREDIT CORP                   COM            03060R101     1302   126373 SH       DEFINED 03
126373
 AMERUS GROUP CO                    COM            03072M108     3687   108436 SH       DEFINED 03
108436
 AMERISOURCEBERGEN CORP             COM            03073E105     9461   175039 SH       DEFINED 03
175039
 AMERIGROUP CORP                    COM            03073T102     2420    54226 SH       DEFINED 03
54226
 AMERITRADE HLDG CORP NEW           COM            03074K100      539    47100 SH       DEFINED 03             47100

 AMETEK INC NEW                     COM            031100100     1551    36198 SH       DEFINED 03
36198
 AMGEN INC                          COM            031162100   200921  3114087 SH       DEFINED 03
3114087
 AMKOR TECHNOLOGY INC               COM            031652100     2552   179600 SH       DEFINED 03
179600
 AMPHENOL CORP NEW                  CL A           032095101      229     4400 SH       DEFINED 03
4400
 AMSOUTH BANCORPORATION             COM            032165102    12389   583837 SH       DEFINED 03
583837
 AMSURG CORP                        COM            03232P405     1752    53076 SH       DEFINED 03
53076
 AMYLIN PHARMACEUTICALS INC         COM            032346108      266     9400 SH       DEFINED 03
9400
 ANADARKO PETE CORP                 COM            032511107    34150   817768 SH       DEFINED 03            817768

 ANALOG DEVICES INC                 COM            032654105    34892   917740 SH       DEFINED 03
917740
 ANALOG DEVICES INC                 COM            032654105       30      784 SH       DEFINED 09
784
 ANALOGIC CORP                      COM PAR $0.05  032657207     1793    37309 SH       DEFINED 03
37309
 ANAREN INC                         COM            032744104      192    15000 SH       DEFINED 03
15000
 ANCHOR BANCORP WIS INC             COM            032839102     1333    56786 SH       DEFINED 03
56786
 ANDERSEN GROUP INC                 COM            033501107       65    12500 SH       DEFINED 03
12500
 ANDREW CORP                        COM            034425108     6894   570689 SH       DEFINED 03
570689
 ANGELICA CORP                      COM            034663104      413    21763 SH       DEFINED 03             21763

 ANHEUSER BUSCH COS INC             COM            035229103   109826  2225892 SH       DEFINED 03
2225892
 ANHEUSER BUSCH COS INC             COM            035229103     1977    40074 SH       DEFINED 09
40074
 ANIXTER INTL INC                   COM            035290105     2364   103835 SH       DEFINED 03
103835
 ANNALY MTG MGMT INC                COM            035710409      603    36700 SH       DEFINED 03
36700
 ANNTAYLOR STORES CORP              COM            036115103     5970   185742 SH       DEFINED 03
185742
 ANSYS INC                          COM            03662Q105     1593    44815 SH       DEFINED 03
44815
 ANTHEM INC                         COM            03674B104    43112   604401 SH       DEFINED 03
604401
 ANTEON INTL CORP                   COM            03674E108      321    10500 SH       DEFINED 03             10500

 ANTHRACITE CAP INC                 COM            037023108      562    58200 SH       DEFINED 03
58200
 ANTIGENICS INC DEL                 COM            037032109      226    18700 SH       DEFINED 03
18700
 ANWORTH MORTGAGE ASSET CP          COM            037347101      170    11900 SH       DEFINED 03
11900
 AON CORP                           COM            037389103    14836   711571 SH       DEFINED 03
711571
 APACHE CORP                        COM            037411105    19368   279315 SH       DEFINED 03
279315
 APARTMENT INVT & MGMT CO           CL A           03748R101     5653   143617 SH       DEFINED 03
143617
 APEX MORTGAGE CAPITAL              COM            037564101       73    13500 SH       DEFINED 03
13500
 APOGEE ENTERPRISES INC             COM            037598109      750    72546 SH       DEFINED 03             72546

 APHTON CORP                        COM            03759P101       96    17200 SH       DEFINED 03
17200
 APOLLO GROUP INC                   CL A           037604105    40892   619301 SH       DEFINED 03
619301
 APOLLO GROUP INC                   COM UNV PHOENX 037604204      553     8300 SH       DEFINED 03
8300
 APOGENT TECHNOLOGIES INC           COM            03760A101     2001    95934 SH       DEFINED 03
95934
 APPLE COMPUTER INC                 COM            037833100    11837   571288 SH       DEFINED 03
571288
 APPLEBEES INTL INC                 COM            037899101     1082    34375 SH       DEFINED 03
34375
 APRIA HEALTHCARE GROUP INC         COM            037933108      742    27099 SH       DEFINED 03
27099
 APPLERA CORP                       COM AP BIO GRP 038020103     7254   325126 SH       DEFINED 03            325126

 APPLERA CORP                       COM CE GEN GRP 038020202      314    26900 SH       DEFINED 03
26900
 APPLICA INC                        COM            03815A106      318    52628 SH       DEFINED 03
52628
 APPLIED FILMS CORP                 COM            038197109      232     7800 SH       DEFINED 03
7800
 APPLIED INDL TECHNOLOGIES IN       COM            03820C105     1204    60602 SH       DEFINED 03
60602
 APPLIED MATLS INC                  COM            038222105    49904  2752578 SH       DEFINED 03
2752578
 APPLIED MATLS INC                  COM            038222105     2178   120146 SH       DEFINED 09
120146
 APPLIED MICRO CIRCUITS CORP        COM            03822W109     2260   465012 SH       DEFINED 03
465012
 APPLIED SIGNAL TECHNOLOGY IN       COM            038237103      225    11300 SH       DEFINED 03             11300

 APTARGROUP INC                     COM            038336103     3135    85444 SH       DEFINED 03
85444
 AQUANTIVE INC                      COM            03839G105      126    13700 SH       DEFINED 03
13700
 AQUILA INC                         COM            03840P102      697   206139 SH       DEFINED 03
206139
 ARAMARK CORP                       CL B           038521100      215     8600 SH       DEFINED 03
8600
 ARBITRON INC                       COM            03875Q108     2703    76569 SH       DEFINED 03
76569
 ARCH CHEMICALS INC                 COM            03937R102     1266    60859 SH       DEFINED 03
60859
 ARCH COAL INC                      COM            039380100      977    43981 SH       DEFINED 03
43981
 ARCHER DANIELS MIDLAND CO          COM            039483102    19949  1521699 SH       DEFINED 03           1521699

 ARCHER DANIELS MIDLAND CO          COM            039483102     2160   164791 SH       DEFINED 09
164791
 ARCHSTONE SMITH TR                 COM            039583109      486    18420 SH       DEFINED 03
18420
 ARCTIC CAT INC                     COM            039670104     1215    63740 SH       DEFINED 03
63740
 ARGONAUT GROUP INC                 COM            040157109      147    11318 SH       DEFINED 03
11318
 ARGOSY GAMING CO                   COM            040228108     1919    78665 SH       DEFINED 03
78665
 ARIAD PHARMACEUTICALS INC          COM            04033A100       61    10200 SH       DEFINED 03
10200
 ARIBA INC                          COM            04033V104      390   128200 SH       DEFINED 03
128200
 ARKANSAS BEST CORP DEL             COM            040790107     1829    66598 SH       DEFINED 03             66598

 ARMOR HOLDINGS INC                 COM            042260109     1688   100790 SH       DEFINED 03
100790
 ARQULE INC                         COM            04269E107      251    54561 SH       DEFINED 03
54561
 ARRIS GROUP INC                    COM            04269Q100      160    27800 SH       DEFINED 03
27800
 ARROW ELECTRS INC                  COM            042735100     1924   104602 SH       DEFINED 03
104602
 ARROW INTL INC                     COM            042764100      207     9000 SH       DEFINED 03
9000
 ARTESYN TECHNOLOGIES INC           COM            043127109      933   123094 SH       DEFINED 03
123094
 ARTHROCARE CORP                    COM            043136100      950    53465 SH       DEFINED 03
53465
 ARVINMERITOR INC                   COM            043353101     1650    92668 SH       DEFINED 03             92668

 ASCENTIAL SOFTWARE CORP            COM NEW        04362P207     1188    64111 SH       DEFINED 03
64111
 ASHLAND INC                        COM            044204105    11323   344676 SH       DEFINED 03
344676
 ASHWORTH INC                       COM            04516H101      183    26143 SH       DEFINED 03
26143
 ASK JEEVES INC                     COM            045174109      233    13400 SH       DEFINED 03
13400
 ASIAINFO HLDGS INC                 COM            04518A104       78    11600 SH       DEFINED 03
11600
 ASPECT COMMUNICATIONS CORP         COM            04523Q102      192    23000 SH       DEFINED 03
23000
 ASPEN TECHNOLOGY INC               COM            045327103       71    17400 SH       DEFINED 03
17400
 ASSOCIATED BANC CORP               COM            045487105     3306    87253 SH       DEFINED 03             87253

 ASSOCIATED ESTATES RLTY CORP       COM            045604105       92    14100 SH       DEFINED 03
14100
 ASTEC INDS INC                     COM            046224101      478    46382 SH       DEFINED 03
46382
 ASTORIA FINL CORP                  COM            046265104     2471    79969 SH       DEFINED 03
79969
 ASYST TECHNOLOGY CORP              COM            04648X107      318    22600 SH       DEFINED 03
22600
 ATHEROGENICS INC                   COM            047439104      220    13200 SH       DEFINED 03
13200
 ATLANTIC COAST AIRLINES HLDG       COM            048396105     1073   126139 SH       DEFINED 03
126139
 ATMEL CORP                         COM            049513104      631   157188 SH       DEFINED 03
157188
 ATMOS ENERGY CORP                  COM            049560105     2948   123122 SH       DEFINED 03            123122

 ATWOOD OCEANICS INC                COM            050095108      766    31910 SH       DEFINED 03
31910
 AUDIOVOX CORP                      CL A           050757103      691    55036 SH       DEFINED 03
55036
 AUTOBYTEL INC                      COM            05275N106       97    10200 SH       DEFINED 03
10200
 AUTODESK INC                       COM            052769106     3208   188455 SH       DEFINED 03
188455
 AUTOLIV INC                        COM            052800109      356    11800 SH       DEFINED 03
11800
 AUTOMATIC DATA PROCESSING IN       COM            053015103    35642   994199 SH       DEFINED 03
994199
 AUTOMATIC DATA PROCESSING IN       COM            053015103     1861    51915 SH       DEFINED 09
51915
 AUTONATION INC                     COM            05329W102     7878   449173 SH       DEFINED 03            449173

 AUTOZONE INC                       COM            053332102    12887   143941 SH       DEFINED 03
143941
 AVALONBAY CMNTYS INC               COM            053484101      359     7669 SH       DEFINED 03
7669
 AVANEX CORP                        COM            05348W109      113    23400 SH       DEFINED 03
23400
 AVANT IMMUNOTHERAPEUTICS INC       COM            053491106       46    19100 SH       DEFINED 03
19100
 AVAYA INC                          COM            053499109     6732   617629 SH       DEFINED 03
617629
 AVERY DENNISON CORP                COM            053611109     8682   171848 SH       DEFINED 03
171848
 AVID TECHNOLOGY INC                COM            05367P100     4438    83743 SH       DEFINED 03
83743
 AVISTA CORP                        COM            05379B107     2080   133520 SH       DEFINED 03            133520

 AVNET INC                          COM            053807103     1571    95108 SH       DEFINED 03
95108
 AVOCENT CORP                       COM            053893103     1021    33715 SH       DEFINED 03
33715
 AVON PRODS INC                     COM            054303102    33462   518304 SH       DEFINED 03
518304
 AXCELIS TECHNOLOGIES INC           COM            054540109     2111   254340 SH       DEFINED 03
254340
 AZTAR CORP                         COM            054802103     2653   149828 SH       DEFINED 03
149828
 BB&T CORP                          COM            054937107    31201   868865 SH       DEFINED 03
868865
 BEI TECHNOLOGIES INC               COM            05538P104      579    37138 SH       DEFINED 03
37138
 BISYS GROUP INC                    COM            055472104      532    40454 SH       DEFINED 03             40454

 BJ SVCS CO                         COM            055482103    28558   835764 SH       DEFINED 03
835764
 BJS WHOLESALE CLUB INC             COM            05548J106     1020    52634 SH       DEFINED 03
52634
 BOK FINL CORP                      COM NEW        05561Q201      222     5848 SH       DEFINED 03
5848
 BMC SOFTWARE INC                   COM            055921100     5092   365550 SH       DEFINED 03
365550
 BAKER HUGHES INC                   COM            057224107    33766  1141113 SH       DEFINED 03
1141113
 BALDOR ELEC CO                     COM            057741100     2054    97285 SH       DEFINED 03
97285
 BALL CORP                          COM            058498106    14584   270077 SH       DEFINED 03
270077
 BALLY TOTAL FITNESS HLDG COR       COM            05873K108      705    81481 SH       DEFINED 03             81481

 BANDAG INC                         COM            059815100      418    12378 SH       DEFINED 03
12378
 BANK OF AMERICA CORPORATION        COM            060505104   308079  3947711 SH       DEFINED 03
3947711
 BANK OF GRANITE CORP               COM            062401104      198    10575 SH       DEFINED 03
10575
 BANK HAWAII CORP                   COM            062540109     1408    41935 SH       DEFINED 03
41935
 BANK NEW YORK INC                  COM            064057102    34852  1197237 SH       DEFINED 03
1197237
 BANK NOVA SCOTIA HALIFAX           COM            064149107     1006    21564 SH       DEFINED 03
21564
 BANK NOVA SCOTIA HALIFAX           COM            064149107     2426    52000 SH       DEFINED 10
52000
 BANK ONE CORP                      COM            06423A103   137522  3558139 SH       DEFINED 03           3558139

 BANKATLANTIC BANCORP               CL A           065908501      329    23100 SH       DEFINED 03
23100
 BANKNORTH GROUP INC NEW            COM            06646R107     3925   139097 SH       DEFINED 03
139097
 BANKUNITED FINL CORP               CL A           06652B103     1505    71004 SH       DEFINED 03
71004
 BANTA CORP                         COM            066821109     1135    31527 SH       DEFINED 03
31527
 BARD C R INC                       COM            067383109    19938   280820 SH       DEFINED 03
280820
 BARNES & NOBLE INC                 COM            067774109      854    33627 SH       DEFINED 03
33627
 BARNES GROUP INC                   COM            067806109     1546    59547 SH       DEFINED 03
59547
 BARRICK GOLD CORP                  COM            067901108      229    12151 SH       DEFINED 03             12151

 BARR LABS INC                      COM            068306109     1475    21630 SH       DEFINED 03
21630
 BARRA INC                          COM            068313105     2858    76179 SH       DEFINED 03
76179
 BASSETT FURNITURE INDS INC         COM            070203104      407    29296 SH       DEFINED 03
29296
 BAUSCH & LOMB INC                  COM            071707103     4544   102921 SH       DEFINED 03
102921
 BAXTER INTL INC                    COM            071813109    26848   923885 SH       DEFINED 03
923885
 BAY VIEW CAP CORP DEL              COM            07262L101      188    30900 SH       DEFINED 03
30900
 BEA SYS INC                        COM            073325102      530    44000 SH       DEFINED 03
44000
 BEAR STEARNS COS INC               COM            073902108    48314   645909 SH       DEFINED 03            645909

 BEARINGPOINT INC                   COM            074002106      122    15300 SH       DEFINED 03
15300
 BEAZER HOMES USA INC               COM            07556Q105      430     5100 SH       DEFINED 03
5100
 BECKMAN COULTER INC                COM            075811109     3980    87406 SH       DEFINED 03
87406
 BECTON DICKINSON & CO              COM            075887109    36163  1001189 SH       DEFINED 03
1001189
 BECTON DICKINSON & CO              COM            075887109     1237    34241 SH       DEFINED 09
34241
 BED BATH & BEYOND INC              COM            075896100    26602   695109 SH       DEFINED 03
695109
 BEDFORD PPTY INVS INC              COM PAR $0.02  076446301      397    15300 SH       DEFINED 03
15300
 BEL FUSE INC                       CL B           077347300      652    25547 SH       DEFINED 03             25547

 BELDEN INC                         COM            077459105     1141    65317 SH       DEFINED 03
65317
 BELL MICROPRODUCTS INC             COM            078137106      355    54590 SH       DEFINED 03
54590
 BELLSOUTH CORP                     COM            079860102   137512  5807075 SH       DEFINED 03
5807075
 BELO CORP                          COM SER A      080555105     2988   123205 SH       DEFINED 03
123205
 BEMIS INC                          COM            081437105     4338    97923 SH       DEFINED 03
97923
 BEMIS INC                          COM            081437105     2574    58100 SH       DEFINED 09
58100
 BENCHMARK ELECTRS INC              COM            08160H101     3876    91688 SH       DEFINED 03
91688
 BERKLEY W R CORP                   COM            084423102     2130    62178 SH       DEFINED 03             62178

 BERKSHIRE HATHAWAY INC DEL         CL A           084670108     9750      130 SH       DEFINED 03
130
 BEST BUY INC                       COM            086516101    42783   900307 SH       DEFINED 03
900307
 BEVERLY ENTERPRISES INC            COM NEW        087851309      314    53100 SH       DEFINED 03
53100
 BIG LOTS INC                       COM            089302103     3011   190472 SH       DEFINED 03
190472
 BIO RAD LABS INC                   CL A           090572207      306     6000 SH       DEFINED 03
6000
 BIOGEN INC                         COM            090597105     8720   228755 SH       DEFINED 03
228755
 BIOMET INC                         COM            090613100    13465   401946 SH       DEFINED 03
401946
 BIOMARIN PHARMACEUTICAL INC        COM            09061G101      213    27800 SH       DEFINED 03             27800

 BIOPURE CORP                       CL A           09065H105       88    13600 SH       DEFINED 03
13600
 BIOSITE INC                        COM            090945106     1117    39481 SH       DEFINED 03
39481
 BLACK & DECKER CORP                COM            091797100    11195   276069 SH       DEFINED 03
276069
 BLACK BOX CORP DEL                 COM            091826107     2057    51666 SH       DEFINED 03
51666
 BLACK HILLS CORP                   COM            092113109      674    21837 SH       DEFINED 03
21837
 BLOCK H & R INC                    COM            093671105    35670   826641 SH       DEFINED 03
826641
 BLOCK H & R INC                    COM            093671105     2796    64796 SH       DEFINED 09
64796
 BLYTH INC                          COM            09643P108      968    35860 SH       DEFINED 03             35860

 BOB EVANS FARMS INC                COM            096761101     1807    67636 SH       DEFINED 03
67636
 BOCA RESORTS INC                   CL A           09688T106      266    20500 SH       DEFINED 03
20500
 BOEING CO                          COM            097023105    52420  1526941 SH       DEFINED 03
1526941
 BOISE CASCADE CORP                 COM            097383103     3078   111525 SH       DEFINED 03
111525
 BOMBAY CO INC                      COM            097924104      128    13000 SH       DEFINED 03
13000
 BORDERS GROUP INC                  COM            099709107     1757    92890 SH       DEFINED 03
92890
 BORG WARNER INC                    COM            099724106     2222    32745 SH       DEFINED 03
32745
 BORLAND SOFTWARE CORP              COM            099849101      250    27100 SH       DEFINED 03             27100

 BOSTON COMMUNICATIONS GROUP        COM            100582105      569    56877 SH       DEFINED 03
56877
 BOSTON PRIVATE FINL HLDGS IN       COM            101119105     1363    57854 SH       DEFINED 03
57854
 BOSTON PROPERTIES INC              COM            101121101   132005  3036685 SH       DEFINED 03
3036685
 BOSTON SCIENTIFIC CORP             COM            101137107    57899   907501 SH       DEFINED 03
907501
 BOWATER INC                        COM            102183100      795    18900 SH       DEFINED 03
18900
 BOWNE & CO INC                     COM            103043105     1452    97152 SH       DEFINED 03
97152
 BOYD GAMING CORP                   COM            103304101      291    19100 SH       DEFINED 03
19100
 BOYDS COLLECTION LTD               COM            103354106       49    10800 SH       DEFINED 03             10800

 BOYKIN LODGING CO                  COM            103430104      229    27800 SH       DEFINED 03
27800
 BRADLEY PHARMACEUTICALS INC        COM            104576103      226     8300 SH       DEFINED 03
8300
 BRADY CORP                         CL A           104674106     1968    61879 SH       DEFINED 03
61879
 BRANDYWINE RLTY TR                 SH BEN INT NEW 105368203      529    20600 SH       DEFINED 03
20600
 BRIGGS & STRATTON CORP             COM            109043109     3846    65448 SH       DEFINED 03
65448
 BRINKER INTL INC                   COM            109641100     3506   105086 SH       DEFINED 03
105086
 BRINKS CO                          COM            109696104      702    40465 SH       DEFINED 03
40465
 BRISTOL MYERS SQUIBB CO            COM            110122108   125489  4890466 SH       DEFINED 03           4890466

 BROADCOM CORP                      CL A           111320107    12000   450098 SH       DEFINED 03
450098
 BROADCOM CORP                      CL A           111320107       35     1300 SH       DEFINED 09
1300
 BROADVISION INC                    COM NEW        111412607       74    15166 SH       DEFINED 03
15166
 BROCADE COMMUNICATIONS SYS I       COM            111621108      222    42600 SH       DEFINED 03
42600
 BROOKLINE BANCORP INC DEL          COM            11373M107     2077   140636 SH       DEFINED 03
140636
 BROOKS AUTOMATION INC              COM            114340102     1964    93953 SH       DEFINED 03
93953
 BROOKTROUT INC                     COM            114580103      190    24649 SH       DEFINED 03
24649
 BROWN & BROWN INC                  COM            115236101     5436   176601 SH       DEFINED 03            176601

 BROWN FORMAN CORP                  CL B           115637209     7508    94894 SH       DEFINED 03
94894
 BROWN FORMAN CORP                  CL B           115637209      726     9171 SH       DEFINED 09
9171
 BROWN TOM INC                      COM NEW        115660201     2742   106697 SH       DEFINED 03
106697
 BROWN SHOE INC NEW                 COM            115736100     1873    59092 SH       DEFINED 03
59092
 BRUKER BIOSCIENCES CORP            COM            116794108       65    14800 SH       DEFINED 03
14800
 BRUNSWICK CORP                     COM            117043109     3668   142845 SH       DEFINED 03
142845
 BRUSH ENGINEERED MATLS INC         COM            117421107      441    43034 SH       DEFINED 03
43034
 BUCKEYE TECHNOLOGIES INC           COM            118255108      827    90987 SH       DEFINED 03             90987

 BUILDING MATLS HLDG CORP           COM            120113105      510    38913 SH       DEFINED 03
38913
 BURLINGTON COAT FACTORY            COM            121579106     2016   107791 SH       DEFINED 03
107791
 BURLINGTON NORTHN SANTA FE C       COM            12189T104    30436  1054226 SH       DEFINED 03
1054226
 BURLINGTON RES INC                 COM            122014103    32600   676352 SH       DEFINED 03
676352
 BUTLER MFG CO DEL                  COM            123655102      233    15351 SH       DEFINED 03
15351
 C&D TECHNOLOGIES INC               COM            124661109     1644    86885 SH       DEFINED 03
86885
 CBL & ASSOC PPTYS INC              COM            124830100      205     4100 SH       DEFINED 03
4100
 CBL & ASSOC PPTYS INC              COM            124830100     2458    49259 SH       DEFINED 09             49259

 CBRL GROUP INC                     COM            12489V106    10041   282374 SH       DEFINED 03
282374
 C COR NET CORP                     COM            125010108      573    86782 SH       DEFINED 03
86782
 C D I CORP                         COM            125071100     1316    48678 SH       DEFINED 03
48678
 C D W CORP                         COM            12512N105    12967   225118 SH       DEFINED 03
225118
 CEC ENTMT INC                      COM            125137109     2798    71385 SH       DEFINED 03
71385
 CH ENERGY GROUP INC                COM            12541M102     1803    40981 SH       DEFINED 03
40981
 C H ROBINSON WORLDWIDE INC         COM            12541W100     4953   132963 SH       DEFINED 03
132963
 CIGNA CORP                         COM            125509109    17101   383002 SH       DEFINED 03            383002

 CIGNA CORP                         COM            125509109     1987    44492 SH       DEFINED 09
44492
 CIT GROUP INC                      COM            125581108      631    21930 SH       DEFINED 03
21930
 CKE RESTAURANTS INC                COM            12561E105      158    24498 SH       DEFINED 03
24498
 CLECO CORP NEW                     COM            12561W105     2586   158266 SH       DEFINED 03
158266
 CMGI INC                           COM            125750109      309   199686 SH       DEFINED 03
199686
 CMS ENERGY CORP                    COM            125896100     2160   293042 SH       DEFINED 03
293042
 CPI CORP                           COM            125902106      339    18406 SH       DEFINED 03
18406
 CSK AUTO CORP                      COM            125965103      225    14600 SH       DEFINED 03             14600

 CNA FINL CORP                      COM            126117100      721    34281 SH       DEFINED 03
34281
 CNA SURETY CORP                    COM            12612L108      146    14500 SH       DEFINED 03
14500
 CNF INC                            COM            12612W104     1307    40771 SH       DEFINED 03
40771
 CNET NETWORKS INC                  COM            12613R104      432    61338 SH       DEFINED 03
61338
 CSG SYS INTL INC                   COM            126349109     2837   191582 SH       DEFINED 03
191582
 CSX CORP                           COM            126408103    10125   346146 SH       DEFINED 03
346146
 CTS CORP                           COM            126501105     1290   104783 SH       DEFINED 03
104783
 CUNO INC                           COM            126583103     1633    41673 SH       DEFINED 03             41673

 CVB FINL CORP                      COM            126600105      370    19439 SH       DEFINED 03
19439
 CVF TECHNOLOGIES CORP              COM            12660F102      220   647128 SH       DEFINED 03
647128
 CVS CORP                           COM            126650100    18851   606922 SH       DEFINED 03
606922
 CV THERAPEUTICS INC                COM            126667104      291    13200 SH       DEFINED 03
13200
 CABLEVISION SYS CORP               CL A NY CABLVS 12686C109      418    23100 SH       DEFINED 03
23100
 CABLE DESIGN TECHNOLOGIES CO       COM            126924109      952   119044 SH       DEFINED 03
119044
 CABOT CORP                         COM            127055101      912    31972 SH       DEFINED 03
31972
 CABOT OIL & GAS CORP               COM            127097103     2128    81851 SH       DEFINED 03             81851

 CABOT MICROELECTRONICS CORP        COM            12709P103      935    16806 SH       DEFINED 03
16806
 CACI INTL INC                      CL A           127190304     3365    78541 SH       DEFINED 03
78541
 CADENCE DESIGN SYSTEM INC          COM            127387108     1189    88732 SH       DEFINED 03
88732
 CAL DIVE INTL INC                  COM            127914109     1886    96643 SH       DEFINED 03
96643
 CALGON CARBON CORP                 COM            129603106       66    11800 SH       DEFINED 03
11800
 CALLAWAY GOLF CO                   COM            131193104      863    60503 SH       DEFINED 03
60503
 CALPINE CORP                       COM            131347106     2734   559073 SH       DEFINED 03
559073
 CAMBREX CORP                       COM            132011107     1527    67280 SH       DEFINED 03             67280

 CAMPBELL SOUP CO                   COM            134429109    16706   630429 SH       DEFINED 03
630429
 CAPITAL AUTOMOTIVE REIT            COM SH BEN INT 139733109     2331    76845 SH       DEFINED 03
76845
 CAPITAL ONE FINL CORP              COM            14040H105    39285   688725 SH       DEFINED 03
688725
 CAPITOL FED FINL                   COM            14057C106      319    10900 SH       DEFINED 03
10900
 CAPTARIS INC                       COM            14071N104      326    61599 SH       DEFINED 03
61599
 CARBO CERAMICS INC                 COM            140781105     1482    40984 SH       DEFINED 03
40984
 CARAUSTAR INDS INC                 COM            140909102      580    67262 SH       DEFINED 03
67262
 CARDIAC SCIENCE INC                COM NEW        141410209       89    21500 SH       DEFINED 03             21500

 CARDINAL HEALTH INC                COM            14149Y108    40213   688689 SH       DEFINED 03
688689
 CARDIODYNAMICS INTL CORP           COM            141597104       50    11100 SH       DEFINED 03
11100
 CAREER EDUCATION CORP              COM            141665109     3436    75823 SH       DEFINED 03
75823
 CAREMARK RX INC                    COM            141705103      652    28833 SH       DEFINED 03
28833
 CARLISLE COS INC                   COM            142339100      890    20402 SH       DEFINED 03
20402
 CARMAX INC                         COM            143130102     9711   297337 SH       DEFINED 03
297337
 CARNIVAL CORP                      PAIRED CTF     143658300    31720   964432 SH       DEFINED 03
964432
 CARPENTER TECHNOLOGY CORP          COM            144285103      314    14657 SH       DEFINED 03             14657

 CARRAMERICA RLTY CORP              COM            144418100      367    12300 SH       DEFINED 03
12300
 CARREKER CORP                      COM            144433109      421    52344 SH       DEFINED 03
52344
 CASCADE NAT GAS CORP               COM            147339105      528    26951 SH       DEFINED 03
26951
 CASEYS GEN STORES INC              COM            147528103     1734   123645 SH       DEFINED 03
123645
 CASH AMER INTL INC                 COM            14754D100     1263    77007 SH       DEFINED 03
77007
 CASTLE A M & CO                    COM            148411101      139    31372 SH       DEFINED 03
31372
 CATALINA MARKETING CORP            COM            148867104     1644   108215 SH       DEFINED 03
108215
 CATAPULT COMMUNICATIONS CORP       COM            149016107      323    26349 SH       DEFINED 03             26349

 CATELLUS DEV CORP                  COM            149111106      258    10550 SH       DEFINED 03
10550
 CATERPILLAR INC DEL                COM            149123101    57381   833539 SH       DEFINED 03
833539
 CATERPILLAR INC DEL                COM            149123101    15502   225193 SH       DEFINED 09
225193
 CATHAY BANCORP INC                 COM            149150104      270     6100 SH       DEFINED 03
6100
 CATO CORP NEW                      CL A           149205106     1302    64558 SH       DEFINED 03
64558
 CELL GENESYS INC                   COM            150921104      213    16900 SH       DEFINED 03
16900
 CELL THERAPEUTICS INC              COM            150934107      194    17100 SH       DEFINED 03
17100
 CELGENE CORP                       COM            151020104     6426   148400 SH       DEFINED 03            148400

 CENDANT CORP                       COM            151313103    57348  3068355 SH       DEFINED 03
3068355
 CENTENNIAL COMMUNCTNS CORP N       CL A NEW       15133V208       58    11500 SH       DEFINED 03
11500
 CENTENE CORP DEL                   COM            15135B101     1400    46053 SH       DEFINED 03
46053
 CENTERPOINT PPTYS TR               COM            151895109      218     3200 SH       DEFINED 03
3200
 CENTERPOINT ENERGY INC             COM            15189T107     4394   479205 SH       DEFINED 03
479205
 CENTEX CORP                        COM            152312104    16100   206729 SH       DEFINED 03
206729
 CENTILLIUM COMMUNICATIONS IN       COM            152319109      100    14200 SH       DEFINED 03
14200
 CENTEX CONSTRUCTION PRODUCTS       COM            15231R109      389     8700 SH       DEFINED 03              8700

 CENTRAL PKG CORP                   COM            154785109     1105    90171 SH       DEFINED 03
90171
 CENTRAL VT PUB SVC CORP            COM            155771108      664    29941 SH       DEFINED 03
29941
 CENTURY ALUM CO                    COM            156431108      500    46676 SH       DEFINED 03
46676
 CENTURY BUSINESS SVCS INC          COM            156490104      159    37600 SH       DEFINED 03
37600
 CENTURYTEL INC                     COM            156700106     7779   229533 SH       DEFINED 03
229533
 CEPHALON INC                       COM            156708109    11078   241394 SH       DEFINED 03
241394
 CERIDIAN CORP NEW                  COM            156779100     1251    67159 SH       DEFINED 03
67159
 CERNER CORP                        COM            156782104     2961    95923 SH       DEFINED 03             95923

 CERTEGY INC                        COM            156880106     1881    58583 SH       DEFINED 03
58583
 CHAMPION ENTERPRISES INC           COM            158496109      873   137491 SH       DEFINED 03
137491
 CHARLES RIV LABS INTL INC          COM            159864107      565    18400 SH       DEFINED 03
18400
 CHARTER ONE FINL INC               COM            160903100    16612   542867 SH       DEFINED 03
542867
 CHARTER MUN MTG ACCEP CO           SH BEN INT     160908109      408    22200 SH       DEFINED 03
22200
 CHARMING SHOPPES INC               COM            161133103      240    42100 SH       DEFINED 03
42100
 CHARTER COMMUNICATIONS INC D       CL A           16117M107      506   122800 SH       DEFINED 03
122800
 CHATEAU CMNTYS INC                 COM            161726104      377    12655 SH       DEFINED 03             12655

 CHATTEM INC                        COM            162456107      411    29700 SH       DEFINED 03
29700
 CHECKFREE CORP NEW                 COM            162813109     2281   113450 SH       DEFINED 03
113450
 CHECKPOINT SYS INC                 COM            162825103     1386    87732 SH       DEFINED 03
87732
 CHEESECAKE FACTORY INC             COM            163072101      611    16844 SH       DEFINED 03
16844
 CHELSEA PPTY GROUP INC             COM            163421100      268     5600 SH       DEFINED 03
5600
 CHEMICAL FINL CORP                 COM            163731102      391    12624 SH       DEFINED 03
12624
 CHESAPEAKE CORP                    COM            165159104     1014    44983 SH       DEFINED 03
44983
 CHESAPEAKE ENERGY CORP             COM            165167107      571    53000 SH       DEFINED 03             53000

 CHEVRONTEXACO CORP                 COM            166764100   169703  2375129 SH       DEFINED 03
2375129
 CHICAGO MERCANTILE HLDGS INC       CL A           167760107      241     3500 SH       DEFINED 03
3500
 CHICOS FAS INC                     COM            168615102     3132   102228 SH       DEFINED 03
102228
 CHILDRENS PL RETAIL STORES I       COM            168905107     1010    58566 SH       DEFINED 03
58566
 CHIPPAC INC                        CL A           169657103      181    30800 SH       DEFINED 03
30800
 CHOICE HOTELS INTL INC             COM            169905106      345    11900 SH       DEFINED 03
11900
 CHIQUITA BRANDS INTL INC           COM            170032809      640    36184 SH       DEFINED 03
36184
 CHIRON CORP                        COM            170040109    15368   296568 SH       DEFINED 03            296568

 CHITTENDEN CORP                    COM            170228100     2761    92816 SH       DEFINED 03
92816
 CHOICEPOINT INC                    COM            170388102      939    28043 SH       DEFINED 03
28043
 CHRISTOPHER & BANKS CORP           COM            171046105     4642   194561 SH       DEFINED 03
194561
 CHUBB CORP                         COM            171232101    24859   383146 SH       DEFINED 03
383146
 CHURCH & DWIGHT INC                COM            171340102      798    22816 SH       DEFINED 03
22816
 CIBER INC                          COM            17163B102     1306   171799 SH       DEFINED 03
171799
 CIENA CORP                         COM            171779101     4016   685303 SH       DEFINED 03
685303
 CIMA LABS INC                      COM            171796105     2365    84614 SH       DEFINED 03             84614

 CIMAREX ENERGY CO                  COM            171798101     2060   105081 SH       DEFINED 03
105081
 CINCINNATI BELL INC NEW            COM            171871106     1277   250934 SH       DEFINED 03
250934
 CINCINNATI FINL CORP               COM            172062101     9867   246670 SH       DEFINED 03
246670
 CINERGY CORP                       COM            172474108    19473   530606 SH       DEFINED 03
530606
 CIRCUIT CITY STORE INC             COM            172737108     3156   331210 SH       DEFINED 03
331210
 CIRRUS LOGIC INC                   COM            172755100      199    36000 SH       DEFINED 03
36000
 CISCO SYS INC                      COM            17275R102   325448 16612967 SH       DEFINED 03
16612967
 CISCO SYS INC                      COM            17275R102     4931   251727 SH       DEFINED 09            251727

 CINTAS CORP                        COM            172908105     9661   261044 SH       DEFINED 03
261044
 CINTAS CORP                        COM            172908105      788    21280 SH       DEFINED 09
21280
 CITIGROUP INC                      COM            172967101   569240 12508026 SH       DEFINED 03
12508026
 CITIGROUP INC                      COM            172967101     5948   130700 SH       DEFINED 09
130700
 CITIZENS BKG CORP MICH             COM            174420109      519    19650 SH       DEFINED 03
19650
 CITIZENS COMMUNICATIONS CO         COM            17453B101     4737   422528 SH       DEFINED 03
422528
 CITRIX SYS INC                     COM            177376100    29682  1341251 SH       DEFINED 03
1341251
 CITY HLDG CO                       COM            177835105      639    19255 SH       DEFINED 03             19255

 CITY NATL CORP                     COM            178566105     1712    33602 SH       DEFINED 03
33602
 CLAIRES STORES INC                 COM            179584107     1452    43392 SH       DEFINED 03
43392
 CLARCOR INC                        COM            179895107     2563    65718 SH       DEFINED 03
65718
 CLEAR CHANNEL COMMUNICATIONS       COM            184502102    71395  1864092 SH       DEFINED 03
1864092
 CLEVELAND CLIFFS INC               COM            185896107      806    31486 SH       DEFINED 03
31486
 CLOROX CO DEL                      COM            189054109    28660   624814 SH       DEFINED 03
624814
 COACH INC                          COM            189754104    19049   348890 SH       DEFINED 03
348890
 COACHMEN INDS INC                  COM            189873102      444    37929 SH       DEFINED 03             37929

 COCA COLA CO                       COM            191216100   201894  4699583 SH       DEFINED 03
4699583
 COCA COLA ENTERPRISES INC          COM            191219104    13331   699414 SH       DEFINED 03
699414
 COEUR D ALENE MINES CORP IDA       COM            192108108      188    60400 SH       DEFINED 03
60400
 COGNEX CORP                        COM            192422103     3514   133732 SH       DEFINED 03
133732
 COGNIZANT TECHNOLOGY SOLUTIO       CL A           192446102      300     8215 SH       DEFINED 03
8215
 COHERENT INC                       COM            192479103     1786    72497 SH       DEFINED 03
72497
 COHU INC                           COM            192576106     1139    58253 SH       DEFINED 03
58253
 COINSTAR INC                       COM            19259P300     1849   137404 SH       DEFINED 03            137404

 COLGATE PALMOLIVE CO               COM            194162103    47320   846661 SH       DEFINED 03
846661
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41183
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45087
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60297
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318233
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23897
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112238
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46852
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84906
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12500
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61945
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19962
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64617
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76045
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14900
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37174
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33158
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11800
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14500
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89823
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575978
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75432
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72951
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57759
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340567
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305831
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103582
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524518
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14800
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477939
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499229
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270083
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15000
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42511
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22507
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365512
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382368
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69788
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6123263
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124215
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1284319
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216104
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52527
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379398
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28317
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17600
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343327
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99447
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35248
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42671
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86260
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896599
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64777
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76902
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273456
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13300
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56494
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43006
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61800
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10500
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15203
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94875
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157798
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51413
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10300
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5013170
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10700
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11100
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10700
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23100
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12400
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90770
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674295
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35429
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312346
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120369
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10710
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1671227
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64241
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134024
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70793
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83904
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41135
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14500
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1537735
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537979
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60942
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1761887
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14216
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76499
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53247
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 DURECT CORP                        COM            266605104       47    14700 SH       DEFINED 03
14700
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41710
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571439
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33512
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18600
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3827143
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225391
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41150
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40540
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97948
 E TRADE GROUP INC                  COM            269246104     3097   334502 SH       DEFINED 03
334502
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10200
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106445
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60175
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255327
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1198749
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1210687
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173640
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50468
 EBAY INC                           COM            278642103    53021   988456 SH       DEFINED 03
988456
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20200
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 ECLIPSYS CORP                      COM            278856109      299    18600 SH       DEFINED 03
18600
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413559
 EDISON INTL                        COM            281020107    23279  1218809 SH       DEFINED 03
1218809
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46454
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158293
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41217
 EDWARDS LIFESCIENCES CORP          COM            28176E108     1731    63935 SH       DEFINED 03
63935
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 EL PASO CORP                       COM            28336L109     8275  1133559 SH       DEFINED 03
1133559
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118395
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72426
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522154
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1009315
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102456
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75300
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 EMCOR GROUP INC                    COM            29084Q100     1580    37139 SH       DEFINED 03
37139
 EMERSON ELEC CO                    COM            291011104    37128   705182 SH       DEFINED 03
705182
 EMMIS COMMUNICATIONS CORP          CL A           291525103      682    33691 SH       DEFINED 03
33691
 EMPRESA NACIONAL DE ELCTRCID       SPONSORED ADR  29244T101      108    10000 SH       DEFINED 03
10000
 ENCYSIVE PHARMACEUTICALS INC       COM            29256X107      111    18200 SH       DEFINED 03
18200
 ENDO PHARMACEUTICALS HLDGS I       COM            29264F205      346    16900 SH       DEFINED 03
16900
 ENERGEN CORP                       COM            29265N108     3828   105801 SH       DEFINED 03
105801
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 ENERGIZER HLDGS INC                COM            29266R108    18319   498208 SH       DEFINED 03
498208
 ENGELHARD CORP                     COM            292845104    15917   575241 SH       DEFINED 03
575241
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53731
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28257
 ENTEGRIS INC                       COM            29362U104      203    18000 SH       DEFINED 03
18000
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95300
 ENTERCOM COMMUNICATIONS CORP       CL A           293639100      743    16580 SH       DEFINED 03
16580
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 ENTERPRISE PRODS PARTNERS L        COM            293792107      502    22200 SH       DEFINED 03
22200
 ENTERTAINMENT PPTYS TR             COM SH BEN INT 29380T105      282     9400 SH       DEFINED 03
9400
 ENTRUST INC                        COM            293848107      130    26400 SH       DEFINED 03
26400
 ENZON PHARMACEUTICALS INC          COM            293904108      239    20500 SH       DEFINED 03
20500
 ENZO BIOCHEM INC                   COM            294100102     1592    81590 SH       DEFINED 03
81590
 EON LABS INC                       COM            29412E100      261     6800 SH       DEFINED 03
6800
 EPICOR SOFTWARE CORP               COM            29426L108      190    21064 SH       DEFINED 03
21064
 EQUIFAX INC                        COM            294429105     4982   223706 SH       DEFINED 03            223706

 EQUITABLE RES INC                  COM            294549100     1433    34873 SH       DEFINED 03
34873
 EQUITY INNS INC                    COM            294703103      203    26900 SH       DEFINED 03
26900
 EQUITY OFFICE PROPERTIES TRU       COM            294741103    26335   956585 SH       DEFINED 03
956585
 EQUITY ONE                         COM            294752100      366    21500 SH       DEFINED 03
21500
 EQUITY RESIDENTIAL                 SH BEN INT     29476L107    12334   421246 SH       DEFINED 03
421246
 ERESEARCHTECHNOLOGY INC            COM            29481V108      222     6400 SH       DEFINED 03
6400
 ERICSSON L M TEL CO                ADR B SEK 10   294821608     3267   222273 SH       DEFINED 09
222273
 ERIE INDTY CO                      CL A           29530P102      292     7500 SH       DEFINED 03              7500

 ESCO TECHNOLOGIES INC              COM            296315104      539    11900 SH       DEFINED 03
11900
 ESPERION THERAPEUTICS INC          COM            29664R106      234    12000 SH       DEFINED 03
12000
 ESSEX PPTY TR INC                  COM            297178105     3285    52383 SH       DEFINED 03
52383
 ESTERLINE TECHNOLOGIES CORP        COM            297425100     1229    63724 SH       DEFINED 03
63724
 ETHAN ALLEN INTERIORS INC          COM            297602104     2856    79340 SH       DEFINED 03
79340
 EVERGREEN RES INC                  COM NO PAR     299900308     2844   105318 SH       DEFINED 03
105318
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112621
 EXELON CORP                        COM            30161N101    68775  1083071 SH       DEFINED 03           1083071

 EXELIXIS INC                       COM            30161Q104      159    22300 SH       DEFINED 03
22300
 EXPEDITORS INTL WASH INC           COM            302130109     1554    45167 SH       DEFINED 03
45167
 EXPRESS SCRIPTS INC                COM            302182100     7965   130335 SH       DEFINED 03
130335
 EXPRESSJET HOLDINGS INC            CL A           30218U108     2281   165321 SH       DEFINED 03
165321
 EXTENDED STAY AMER INC             COM            30224P101      934    62526 SH       DEFINED 03
62526
 EXTREME NETWORKS INC               COM            30226D106      255    40400 SH       DEFINED 03
40400
 EXULT INC DEL                      COM            302284104      240    29900 SH       DEFINED 03
29900
 EXXON MOBIL CORP                   COM            30231G102   544502 14877115 SH       DEFINED 03          14877115

 EXXON MOBIL CORP                   COM            30231G102    11105   303418 SH       DEFINED 09
303418
 FEI CO                             COM            30241L109     1911    81880 SH       DEFINED 03
81880
 FLIR SYS INC                       COM            302445101     2305    90696 SH       DEFINED 03
90696
 F M C CORP                         COM NEW        302491303     3032   120298 SH       DEFINED 03
120298
 FMC TECHNOLOGIES INC               COM            30249U101     2588   120818 SH       DEFINED 03
120818
 FNB CORP PA                        COM            302520101      256     7410 SH       DEFINED 03
7410
 FPL GROUP INC                      COM            302571104    17929   283690 SH       DEFINED 03
283690
 FTI CONSULTING INC                 COM            302941109      347    19975 SH       DEFINED 03             19975

 FACTSET RESH SYS INC               COM            303075105     3652    82356 SH       DEFINED 03
82356
 FAIR ISAAC CORP                    COM            303250104     9578   162442 SH       DEFINED 03
162442
 FAIRCHILD SEMICONDUCTOR INTL       COM            303726103      621    37459 SH       DEFINED 03
37459
 FALCONSTOR SOFTWARE INC            COM            306137100       90    14500 SH       DEFINED 03
14500
 FAMILY DLR STORES INC              COM            307000109    10335   259099 SH       DEFINED 03
259099
 FAMILY DLR STORES INC              COM            307000109     3582    89803 SH       DEFINED 09
89803
 FASTENAL CO                        COM            311900104      979    25913 SH       DEFINED 03
25913
 FEDDERS CORP                       COM NEW        313135501      496    85494 SH       DEFINED 03             85494

 FEDERAL HOME LN MTG CORP           COM            313400301    56465  1078615 SH       DEFINED 03
1078615
 FEDERAL NATL MTG ASSN              COM            313586109   135390  1928635 SH       DEFINED 03
1928635
 FEDERAL SIGNAL CORP                COM            313855108      516    34609 SH       DEFINED 03
34609
 FEDERATED DEPT STORES INC DE       COM            31410H101    39678   946978 SH       DEFINED 03
946978
 FEDERATED INVS INC PA              CL B           314211103     6881   248406 SH       DEFINED 03
248406
 FEDEX CORP                         COM            31428X106    40731   632177 SH       DEFINED 03
632177
 FELCOR LODGING TR INC              COM            31430F101      278    26790 SH       DEFINED 03
26790
 FERRO CORP                         COM            315405100      786    36809 SH       DEFINED 03             36809

 F5 NETWORKS INC                    COM            315616102      204    10600 SH       DEFINED 03
10600
 FIDELITY NATIONAL SOLTNS INC       COM            31620P109      303    12192 SH       DEFINED 03
12192
 FIDELITY NATL FINL INC             COM            316326107     9990   332338 SH       DEFINED 03
332338
 FIFTH THIRD BANCORP                COM            316773100    49179   885463 SH       DEFINED 03
885463
 FILENET CORP                       COM            316869106     2144   106802 SH       DEFINED 03
106802
 FINANCIAL FED CORP                 COM            317492106     1428    46795 SH       DEFINED 03
46795
 FINISAR                            COM            31787A101      156    68300 SH       DEFINED 03
68300
 FINISH LINE INC                    CL A           317923100      245     9300 SH       DEFINED 03              9300

 FIRST AMERN CORP CALIF             COM            318522307     3352   134600 SH       DEFINED 03
134600
 FIRST BANCORP P R                  COM            318672102     3260   106003 SH       DEFINED 03
106003
 FIRST CHARTER CORP                 COM            319439105      351    17900 SH       DEFINED 03
17900
 FIRST CTZNS BANCSHARES INC N       CL A           31946M103      412     3900 SH       DEFINED 03
3900
 FIRST COMWLTH FINL CORP PA         COM            319829107      440    33400 SH       DEFINED 03
33400
 FIRST DATA CORP                    COM            319963104    50584  1265856 SH       DEFINED 03
1265856
 FIRST FINL BANCORP OH              COM            320209109      275    18620 SH       DEFINED 03
18620
 FIRST FINL BANKSHARES              COM            32020R109      224     6062 SH       DEFINED 03              6062

 FIRST HORIZON PHARMACEUTICAL       COM            32051K106       80    12550 SH       DEFINED 03
12550
 FIRST INDUSTRIAL REALTY TRUS       COM            32054K103      699    21800 SH       DEFINED 03
21800
 FIRST MIDWEST BANCORP DEL          COM            320867104     3466   116670 SH       DEFINED 03
116670
 FIRST HEALTH GROUP CORP            COM            320960107     5484   208833 SH       DEFINED 03
208833
 FIRST NIAGARA FINL GP INC          COM            33582V108      389    25805 SH       DEFINED 03
25805
 FIRST REP BK SAN FRANCISCO         COM            336158100     1190    38588 SH       DEFINED 03
38588
 FIRST SENTINEL BANCORP INC         COM            33640T103      274    15300 SH       DEFINED 03
15300
 1ST SOURCE CORP                    COM            336901103      201    10521 SH       DEFINED 03             10521

 FIRST TENN NATL CORP               COM            337162101    14477   340952 SH       DEFINED 03
340952
 FISERV INC                         COM            337738108    10626   292795 SH       DEFINED 03
292795
 FIRSTFED FINL CORP                 COM            337907109     2147    54350 SH       DEFINED 03
54350
 FIRSTMERIT CORP                    COM            337915102     1277    51621 SH       DEFINED 03
51621
 FLAGSTAR BANCORP INC               COM            337930101     3908   170273 SH       DEFINED 03
170273
 FIRSTENERGY CORP                   COM            337932107    35772  1121367 SH       DEFINED 03
1121367
 FISHER SCIENTIFIC INTL INC         COM NEW        338032204     1327    33434 SH       DEFINED 03
33434
 FLEETBOSTON FINL CORP              COM            339030108    85938  2850344 SH       DEFINED 03           2850344

 FLEETWOOD ENTERPRISES INC          COM            339099103      847    91402 SH       DEFINED 03
91402
 FLORIDA EAST COAST INDS            CL A           340632108      397    13800 SH       DEFINED 03
13800
 FLORIDA ROCK INDS INC              COM            341140101     3185    64212 SH       DEFINED 03
64212
 FLUOR CORP NEW                     COM            343412102    12607   337726 SH       DEFINED 03
337726
 FLOWERS FOODS INC                  COM            343498101     2687   117843 SH       DEFINED 03
117843
 FLOWSERVE CORP                     COM            34354P105     1046    51536 SH       DEFINED 03
51536
 FOOT LOCKER INC                    COM            344849104      224    13800 SH       DEFINED 03
13800
 FOOTSTAR INC                       COM            344912100      363    53694 SH       DEFINED 03             53694

 FORD MTR CO DEL                    COM PAR $0.01  345370860    53753  4990962 SH       DEFINED 03
4990962
 FOREST CITY ENTERPRISES INC        CL A           345550107      315     7200 SH       DEFINED 03
7200
 FOREST LABS INC                    COM            345838106    31566   613525 SH       DEFINED 03
613525
 FOREST OIL CORP                    COM PAR $0.01  346091705     1860    77661 SH       DEFINED 03
77661
 FORGENT NETWORKS INC               COM            34629U103       72    21726 SH       DEFINED 03
21726
 FORTUNE BRANDS INC                 COM            349631101    12999   229051 SH       DEFINED 03
229051
 FORWARD AIR CORP                   COM            349853101     1342    48397 SH       DEFINED 03
48397
 FOSSIL INC                         COM            349882100     3538   145587 SH       DEFINED 03            145587

 FOUNDRY NETWORKS INC               COM            35063R100      249    11600 SH       DEFINED 03
11600
 4 KIDS ENTMT INC                   COM            350865101      653    30949 SH       DEFINED 03
30949
 FOX ENTMT GROUP INC                CL A           35138T107     1080    38600 SH       DEFINED 03
38600
 FRANKLIN RES INC                   COM            354613101    17239   389944 SH       DEFINED 03
389944
 FREDS INC                          CL A           356108100     5451   165382 SH       DEFINED 03
165382
 FREEMARKETS INC                    COM            356602102      201    25800 SH       DEFINED 03
25800
 FREEPORT-MCMORAN COPPER & GO       CL B           35671D857     8368   252809 SH       DEFINED 03
252809
 FREMONT GEN CORP                   COM            357288109     2359   185574 SH       DEFINED 03            185574

 FRIEDMAN BILLINGS RAMSEY GRO       CL A           358434108      290    16790 SH       DEFINED 03
16790
 FRIEDMAN INDS INC                  COM            358435105       71    22902 SH       DEFINED 03
22902
 FRONTIER AIRLINES INC NEW          COM            359065109     1210    73627 SH       DEFINED 03
73627
 FRONTIER FINL CORP WASH            COM            35907K105      335    11200 SH       DEFINED 03
11200
 FRONTIER OIL CORP                  COM            35914P105     1121    76292 SH       DEFINED 03
76292
 FUELCELL ENERGY INC                COM            35952H106      157    13400 SH       DEFINED 03
13400
 FULLER H B CO                      COM            359694106     1767    72788 SH       DEFINED 03
72788
 FULTON FINL CORP PA                COM            360271100      203    10060 SH       DEFINED 03             10060

 FURNITURE BRANDS INTL INC          COM            360921100      427    17698 SH       DEFINED 03
17698
 G & K SVCS INC                     CL A           361268105     2054    58867 SH       DEFINED 03
58867
 GATX CORP                          COM            361448103      724    34239 SH       DEFINED 03
34239
 GBC BANCORP CALIF                  COM            361475106     1175    30739 SH       DEFINED 03
30739
 GABLES RESIDENTIAL TR              SH BEN INT     362418105     2126    65775 SH       DEFINED 03
65775
 GALLAGHER ARTHUR J & CO            COM            363576109      805    28480 SH       DEFINED 03
28480
 GANNETT INC                        COM            364730101    47134   607708 SH       DEFINED 03
607708
 GAP INC DEL                        COM            364760108    23433  1368744 SH       DEFINED 03           1368744

 GARDNER DENVER INC                 COM            365558105      869    41363 SH       DEFINED 03
41363
 GARTNER INC                        COM            366651107      357    32400 SH       DEFINED 03
32400
 GARTNER INC                        CL B           366651206      649    59580 SH       DEFINED 03
59580
 GATEWAY INC                        COM            367626108     3369   595311 SH       DEFINED 03
595311
 GAYLORD ENTMT CO NEW               COM            367905106      304    12373 SH       DEFINED 03
12373
 GEN-PROBE INC NEW                  COM            36866T103     1067    19700 SH       DEFINED 03
19700
 GEMSTAR-TV GUIDE INTL INC          COM            36866W106      212    44900 SH       DEFINED 03
44900
 GENCORP INC                        COM            368682100     1000   111728 SH       DEFINED 03            111728

 GENE LOGIC INC                     COM            368689105       96    20700 SH       DEFINED 03
20700
 GENENTECH INC                      COM NEW        368710406    11228   140102 SH       DEFINED 03
140102
 GENERAL CABLE CORP DEL NEW         COM            369300108      129    16150 SH       DEFINED 03
16150
 GENERAL COMMUNICATION INC          CL A           369385109     1202   144453 SH       DEFINED 03
144453
 GENERAL DYNAMICS CORP              COM            369550108    39647   507904 SH       DEFINED 03
507904
 GENERAL DYNAMICS CORP              COM            369550108     2021    25891 SH       DEFINED 09
25891
 GENERAL ELEC CO                    COM            369604103   590790 19818511 SH       DEFINED 03
19818511
 GENERAL ELEC CO                    COM            369604103    27733   930337 SH       DEFINED 09            930337

 GENERAL GROWTH PPTYS INC           COM            370021107      503     7017 SH       DEFINED 03
7017
 GENERAL GROWTH PPTYS INC           COM            370021107     2767    38590 SH       DEFINED 09
38590
 GENERAL MLS INC                    COM            370334104    42933   912102 SH       DEFINED 03
912102
 GENERAL MTRS CORP                  COM            370442105    76287  1863838 SH       DEFINED 03
1863838
 GENERAL MTRS CORP                  COM            370442105    24960   609831 SH       DEFINED 09
609831
 GENERAL MTRS CORP                  CL H NEW       370442832     6237   435835 SH       DEFINED 03
435835
 GENESCO INC                        COM            371532102      841    52344 SH       DEFINED 03
52344
 GENESIS HEALTH VENTURE INC N       COM            37183F107      385    15900 SH       DEFINED 03             15900

 GENESIS MICROCHIP INC DEL          COM            37184C103      134    11956 SH       DEFINED 03
11956
 GENTEX CORP                        COM            371901109     9446   271203 SH       DEFINED 03
271203
 GENLYTE GROUP INC                  COM            372302109      464    10400 SH       DEFINED 03
10400
 GENTA INC                          COM NEW        37245M207      326    25700 SH       DEFINED 03
25700
 GENUINE PARTS CO                   COM            372460105     8774   274363 SH       DEFINED 03
274363
 GENTIVA HEALTH SERVICES INC        COM            37247A102      135    11731 SH       DEFINED 03
11731
 GENZYME CORP                       COM GENL DIV   372917104    15474   334145 SH       DEFINED 03
334145
 GEORGIA GULF CORP                  COM PAR $0.01  373200203     2100    89918 SH       DEFINED 03             89918

 GEORGIA PAC CORP                   COM            373298108    23193   956811 SH       DEFINED 03
956811
 GERBER SCIENTIFIC INC              COM            373730100      437    61514 SH       DEFINED 03
61514
 GERON CORP                         COM            374163103      146    10700 SH       DEFINED 03
10700
 GETTY IMAGES INC                   COM            374276103     1584    45038 SH       DEFINED 03
45038
 GETTY RLTY CORP NEW                COM            374297109      277    11300 SH       DEFINED 03
11300
 GEVITY HR INC                      COM            374393106      186    12600 SH       DEFINED 03
12600
 GILEAD SCIENCES INC                COM            375558103    19039   339733 SH       DEFINED 03
339733
 GILLETTE CO                        COM            375766102    85918  2686604 SH       DEFINED 03           2686604

 GLACIER BANCORP INC NEW            COM            37637Q105      226     8230 SH       DEFINED 03
8230
 GLAMIS GOLD LTD                    COM            376775102      156    11800 SH       DEFINED 03
11800
 GLATFELTER                         COM            377316104      718    60933 SH       DEFINED 03
60933
 GLENBOROUGH RLTY TR INC            COM            37803P105     1665    88297 SH       DEFINED 03
88297
 GLIMCHER RLTY TR                   SH BEN INT     379302102      348    16500 SH       DEFINED 03
16500
 GLOBAL INDS LTD                    COM            379336100      166    36500 SH       DEFINED 03
36500
 GLOBAL IMAGING SYSTEMS             COM            37934A100     1336    54277 SH       DEFINED 03
54277
 GLOBAL PMTS INC                    COM            37940X102     3048    84653 SH       DEFINED 03             84653

 GLOBESPANVIRATA INC                COM            37957V106      414    57396 SH       DEFINED 03
57396
 GOLD BANC CORP INC                 COM            379907108      160    13200 SH       DEFINED 03
13200
 GOAMERICA INC                      COM            38020R106        4    11100 SH       DEFINED 03
11100
 GOLDEN WEST FINL CORP DEL          COM            381317106    43385   484692 SH       DEFINED 03
484692
 GOLDMAN SACHS GROUP INC            COM            38141G104   100699  1200222 SH       DEFINED 03
1200222
 GOOD GUYS INC                      COM            382091106       22    11000 SH       DEFINED 03
11000
 GOODRICH CORP                      COM            382388106    11184   461369 SH       DEFINED 03
461369
 GOODYEAR TIRE & RUBR CO            COM            382550101     2457   374017 SH       DEFINED 03            374017

 GOODYS FAMILY CLOTHING INC         COM            382588101      707    71733 SH       DEFINED 03
71733
 GRACE W R & CO DEL NEW             COM            38388F108      110    35600 SH       DEFINED 03
35600
 GRACO INC                          COM            384109104     2837    75550 SH       DEFINED 03
75550
 GRAFTECH INTL LTD                  COM            384313102      178    22300 SH       DEFINED 03
22300
 GRAINGER W W INC                   COM            384802104     7603   159886 SH       DEFINED 03
159886
 GRANITE CONSTR INC                 COM            387328107      632    33835 SH       DEFINED 03
33835
 GRANT PRIDECO INC                  COM            38821G101      403    39539 SH       DEFINED 03
39539
 GRAY TELEVISION INC                COM            389375106      157    13400 SH       DEFINED 03             13400

 GREAT ATLANTIC & PAC TEA INC       COM            390064103      744    91735 SH       DEFINED 03
91735
 GREAT LAKES CHEM CORP              COM            390568103     1968    97881 SH       DEFINED 03
97881
 GREAT PLAINS ENERGY INC            COM            391164100     1250    41231 SH       DEFINED 03
41231
 GREATER BAY BANCORP                COM            391648102      748    35934 SH       DEFINED 03
35934
 GREEN MOUNTAIN PWR CORP            COM            393154109      236    10487 SH       DEFINED 03
10487
 GREENPOINT FINL CORP               COM            395384100     9043   302846 SH       DEFINED 03
302846
 GREY GLOBAL GROUP INC              COM            39787M108      411      540 SH       DEFINED 03
540
 GREY WOLF INC                      COM            397888108      344    98900 SH       DEFINED 03             98900

 GRIFFON CORP                       COM            398433102     1441    80226 SH       DEFINED 03
80226
 GROUP 1 AUTOMOTIVE INC             COM            398905109     2018    58432 SH       DEFINED 03
58432
 GTECH HLDGS CORP                   COM            400518106      833    19448 SH       DEFINED 03
19448
 GUIDANT CORP                       COM            401698105    28023   598148 SH       DEFINED 03
598148
 GYMBOREE CORP                      COM            403777105     1205    85541 SH       DEFINED 03
85541
 HCA INC                            COM            404119109    28877   783433 SH       DEFINED 03
783433
 HCC INS HLDGS INC                  COM            404132102      855    29411 SH       DEFINED 03
29411
 HMS HLDGS CORP                     COM            40425J101       42    12200 SH       DEFINED 03             12200

 HRPT PPTYS TR                      COM SH BEN INT 40426W101      230    25200 SH       DEFINED 03
25200
 HAEMONETICS CORP                   COM            405024100     1433    60687 SH       DEFINED 03
60687
 HAGGAR CORP                        COM            405173105      201    13017 SH       DEFINED 03
13017
 HAIN CELESTIAL GROUP INC           COM            405217100     1579    87110 SH       DEFINED 03
87110
 HALLIBURTON CO                     COM            406216101    24488  1009830 SH       DEFINED 03
1009830
 HANCOCK FABRICS INC                COM            409900107      733    46470 SH       DEFINED 03
46470
 HANCOCK HLDG CO                    COM            410120109      259     5250 SH       DEFINED 03
5250
 HANCOCK JOHN FINL SVCS INC         COM            41014S106    38551  1140566 SH       DEFINED 03           1140566

 HANDLEMAN CO DEL                   COM            410252100      766    45400 SH       DEFINED 03
45400
 HANDSPRING INC                     COM            410293104       14    12600 SH       DEFINED 03
12600
 HANOVER COMPRESSOR CO              COM            410768105     1019   102886 SH       DEFINED 03
102886
 HANSEN NAT CORP                    COM            411310105      145    24800 SH       DEFINED 03
24800
 HARBOR FLA BANCSHARES INC          COM            411901101      224     8400 SH       DEFINED 03
8400
 HARLAND JOHN H CO                  COM            412693103     3964   149768 SH       DEFINED 03
149768
 HARLEY DAVIDSON INC                COM            412822108    26838   556797 SH       DEFINED 03
556797
 HARLEYSVILLE GROUP INC             COM            412824104      331    14200 SH       DEFINED 03             14200

 HARLEYSVILLE NATL CORP PA          COM            412850109      219     9375 SH       DEFINED 03
9375
 HARMAN INTL INDS INC               COM            413086109    15721   159847 SH       DEFINED 03
159847
 HARMONIC INC                       COM            413160102     1027   164020 SH       DEFINED 03
164020
 HARMONY GOLD MNG LTD               SPONSORED ADR  413216300      187    12889 SH       DEFINED 03
12889
 HARRAHS ENTMT INC                  COM            413619107     7702   182904 SH       DEFINED 03
182904
 HARRIS CORP DEL                    COM            413875105      866    24209 SH       DEFINED 03
24209
 HARRIS INTERACTIVE INC             COM            414549105      109    15500 SH       DEFINED 03
15500
 HARSCO CORP                        COM            415864107      876    22775 SH       DEFINED 03             22775

 HARTE-HANKS INC                    COM            416196103     1906   103355 SH       DEFINED 03
103355
 HARTFORD FINL SVCS GROUP INC       COM            416515104    36013   684273 SH       DEFINED 03
684273
 HARTMARX CORP                      COM            417119104       41    10250 SH       DEFINED 03
10250
 HARVEST NATURAL RESOURCES IN       COM            41754V103       85    13900 SH       DEFINED 03
13900
 HASBRO INC                         COM            418056107    10160   543889 SH       DEFINED 03
543889
 HAVERTY FURNITURE INC              COM            419596101      951    52035 SH       DEFINED 03
52035
 HAWAIIAN ELEC INDUSTRIES           COM            419870100      548    12598 SH       DEFINED 03
12598
 HEALTH CARE PPTY INVS INC          COM            421915109      252     5400 SH       DEFINED 03              5400

 HEALTH MGMT ASSOC INC NEW          CL A           421933102     8090   370930 SH       DEFINED 03
370930
 HEADWATERS INC                     COM            42210P102      216    13400 SH       DEFINED 03
13400
 HEALTH CARE REIT INC               COM            42217K106      566    18350 SH       DEFINED 03
18350
 HEALTH NET INC                     COM            42222G108     7114   224639 SH       DEFINED 03
224639
 HEARST-ARGYLE TELEVISION INC       COM            422317107      241     9969 SH       DEFINED 03
9969
 HEARTLAND EXPRESS INC              COM            422347104     2910   121135 SH       DEFINED 03
121135
 HECLA MNG CO                       COM            422704106      299    57000 SH       DEFINED 03
57000
 HEIDRICK & STRUGGLES INTL IN       COM            422819102      823    48407 SH       DEFINED 03             48407

 HEINZ H J CO                       COM            423074103    19632   572698 SH       DEFINED 03
572698
 HELIX TECHNOLOGY CORP              COM            423319102     1042    63687 SH       DEFINED 03
63687
 HELMERICH & PAYNE INC              COM            423452101     3195   122223 SH       DEFINED 03
122223
 HENRY JACK & ASSOC INC             COM            426281101      490    28149 SH       DEFINED 03
28149
 HERCULES INC                       COM            427056106     4099   361793 SH       DEFINED 03
361793
 HERITAGE PPTY INVT TR INC          COM            42725M107   142631  4938755 SH       DEFINED 03
4938755
 HERLEY INDS INC DEL                COM            427398102     1202    68696 SH       DEFINED 03
68696
 HERSHEY FOODS CORP                 COM            427866108    15114   207948 SH       DEFINED 03            207948

 HEWLETT PACKARD CO                 COM            428236103   128851  6655522 SH       DEFINED 03
6655522
 HEWLETT PACKARD CO                 COM            428236103       30     1545 SH       DEFINED 09
1545
 HIBERNIA CORP                      CL A           428656102     3571   176239 SH       DEFINED 03
176239
 HIGH YIELD INCOME FD INC           COM            429904105       59    11000 SH       DEFINED 03
11000
 HIGHWOODS PPTYS INC                COM            431284108      628    26300 SH       DEFINED 03
26300
 HILB ROGAL & HAMILTON CO           COM            431294107     2524    81325 SH       DEFINED 03
81325
 HILLENBRAND INDS INC               COM            431573104     7391   130998 SH       DEFINED 03
130998
 HILTON HOTELS CORP                 COM            432848109     9512   586456 SH       DEFINED 03            586456

 HOLLINGER INTL INC                 CL A           435569108      311    25200 SH       DEFINED 03
25200
 HOLLYWOOD ENTMT CORP               COM            436141105      772    45400 SH       DEFINED 03
45400
 HOLOGIC INC                        COM            436440101      652    47945 SH       DEFINED 03
47945
 HOME DEPOT INC                     COM            437076102   172279  5409064 SH       DEFINED 03
5409064
 HOME PPTYS N Y INC                 COM            437306103      423    10800 SH       DEFINED 03
10800
 HOMESTORE INC                      COM            437852106      105    37900 SH       DEFINED 03
37900
 HON INDS INC                       COM            438092108     4037   109218 SH       DEFINED 03
109218
 HONEYWELL INTL INC                 COM            438516106    47470  1801536 SH       DEFINED 03           1801536

 HONEYWELL INTL INC                 COM            438516106    37030  1405317 SH       DEFINED 09
1405317
 HOOPER HOLMES INC                  COM            439104100     1073   161395 SH       DEFINED 03
161395
 HORACE MANN EDUCATORS CORP N       COM            440327104      508    35018 SH       DEFINED 03
35018
 HORMEL FOODS CORP                  COM            440452100     1714    74570 SH       DEFINED 03
74570
 HOSPITALITY PPTYS TR               COM SH BEN INT 44106M102     2819    80345 SH       DEFINED 03
80345
 HOST MARRIOTT CORP NEW             COM            44107P104      308    28700 SH       DEFINED 03
28700
 HOT TOPIC INC                      COM            441339108     3034   134626 SH       DEFINED 03
134626
 HOUSTON EXPL CO                    COM            442120101      330     9400 SH       DEFINED 03              9400

 HOVNANIAN ENTERPRISES INC          CL A           442487203     2256    35051 SH       DEFINED 03
35051
 HUBBELL INC                        CL B           443510201     2222    60896 SH       DEFINED 03
60896
 HUDSON CITY BANCORP                COM            443683107      690    22400 SH       DEFINED 03
22400
 HUDSON UNITED BANCORP              COM            444165104     3784   107594 SH       DEFINED 03
107594
 HUFFY CORP                         COM            444356109      194    31862 SH       DEFINED 03
31862
 HUGHES SUPPLY INC                  COM            444482103     2003    61726 SH       DEFINED 03
61726
 HUMANA INC                         COM            444859102    16097   891795 SH       DEFINED 03
891795
 HUMAN GENOME SCIENCES INC          COM            444903108      485    35319 SH       DEFINED 03             35319

 HUNT J B TRANS SVCS INC            COM            445658107    14913   569433 SH       DEFINED 03
569433
 HUNTINGTON BANCSHARES INC          COM            446150104     8279   417065 SH       DEFINED 03
417065
 HUTCHINSON TECHNOLOGY INC          COM            448407106     2497    75843 SH       DEFINED 03
75843
 HYDRIL CO                          COM            448774109     1111    54388 SH       DEFINED 03
54388
 ICN PHARMACEUTICALS INC NEW        COM            448924100      455    26521 SH       DEFINED 03
26521
 HYPERCOM CORP                      COM            44913M105       60    11200 SH       DEFINED 03
11200
 HYPERION SOLUTIONS CORP            COM            44914M104     2752    94861 SH       DEFINED 03
94861
 ICOS CORP                          COM            449295104      215     5600 SH       DEFINED 03              5600

 ICU MED INC                        COM            44930G107      867    31940 SH       DEFINED 03
31940
 IDEC PHARMACEUTICALS CORP          COM            449370105     2201    66114 SH       DEFINED 03
66114
 IDX SYS CORP                       COM            449491109      217     9400 SH       DEFINED 03
9400
 IGEN INC                           COM            449536101      524     9100 SH       DEFINED 03
9100
 IHOP CORP                          COM            449623107     1926    58644 SH       DEFINED 03
58644
 IMC GLOBAL INC                     COM            449669100      482    75227 SH       DEFINED 03
75227
 IMCO RECYCLING INC                 COM            449681105      191    31100 SH       DEFINED 03
31100
 IMS HEALTH INC                     COM            449934108    10181   482516 SH       DEFINED 03            482516

 ISTAR FINL INC                     COM            45031U101      369     9485 SH       DEFINED 03
9485
 ITT EDUCATIONAL SERVICES INC       COM            45068B109     9100   189896 SH       DEFINED 03
189896
 ITT INDS INC IND                   COM            450911102     8441   141055 SH       DEFINED 03
141055
 ITT INDS INC IND                   COM            450911102       25      418 SH       DEFINED 09
418
 IDACORP INC                        COM            451107106      928    36386 SH       DEFINED 03
36386
 IDEX CORP                          COM            45167R104     3244    89029 SH       DEFINED 03
89029
 IDINE REWARDS NETWORK INC          COM            45168A100      859    52884 SH       DEFINED 03
52884
 IDEXX LABS INC                     COM            45168D104     4978   116983 SH       DEFINED 03            116983

 IKON OFFICE SOLUTIONS INC          COM            451713101      104    14216 SH       DEFINED 03
14216
 IDENTIX INC                        COM            451906101      173    32900 SH       DEFINED 03
32900
 ILEX ONCOLOGY INC                  COM            451923106      283    16900 SH       DEFINED 03
16900
 ILLINOIS TOOL WKS INC              COM            452308109    31608   477025 SH       DEFINED 03
477025
 IMATION CORP                       COM            45245A107     1506    46128 SH       DEFINED 03
46128
 IMCLONE SYS INC                    COM            45245W109      306     7871 SH       DEFINED 03
7871
 IMAGISTICS INTERNATIONAL INC       COM            45247T104     1290    44512 SH       DEFINED 03
44512
 IMMUNOGEN INC                      COM            45253H101       98    22100 SH       DEFINED 03             22100

 IMPAC MTG HLDGS INC                COM            45254P102      848    52400 SH       DEFINED 03
52400
 IMPAX LABORATORIES INC             COM            45256B101      125    10000 SH       DEFINED 03
10000
 IMMUNOMEDICS INC                   COM            452907108      190    25700 SH       DEFINED 03
25700
 INAMED CORP                        COM            453235103     4981    67791 SH       DEFINED 03
67791
 INCYTE CORP                        COM            45337C102      156    33700 SH       DEFINED 03
33700
 INDEPENDENCE CMNTY BK CORP         COM            453414104     1958    55777 SH       DEFINED 03
55777
 INDEPENDENT BANK CORP MICH         COM            453838104      211     7202 SH       DEFINED 03
7202
 INDEVUS PHARMACEUTICALS INC        COM            454072109      159    29800 SH       DEFINED 03             29800

 INDYMAC BANCORP INC                COM            456607100     1852    79939 SH       DEFINED 03
79939
 INFOCUS CORP                       COM            45665B106       78    16000 SH       DEFINED 03
16000
 INFORMATICA CORP                   COM            45666Q102      271    36400 SH       DEFINED 03
36400
 INFONET SVCS CORP                  CL B           45666T106      152    73000 SH       DEFINED 03
73000
 INFORMATION HLDGS INC              COM            456727106      940    46907 SH       DEFINED 03
46907
 INFOSYS TECHNOLOGIES LTD           SPONSORED ADR  456788108      320     4700 SH       DEFINED 03
4700
 INFOSPACE INC                      COM NEW        45678T201      299    14649 SH       DEFINED 03
14649
 INFOUSA INC NEW                    COM            456818301       77    10200 SH       DEFINED 03             10200

 INFORMATION RES INC                COM            456905108       60    13100 SH       DEFINED 03
13100
 INGRAM MICRO INC                   CL A           457153104      210    16100 SH       DEFINED 03
16100
 INPUT/OUTPUT INC                   COM            457652105      504   129007 SH       DEFINED 03
129007
 INSIGHT ENTERPRISES INC            COM            45765U103     1744   114588 SH       DEFINED 03
114588
 INSITUFORM TECHNOLOGIES INC        CL A           457667103     1238    69728 SH       DEFINED 03
69728
 INSIGHT COMMUNICATIONS INC         CL A           45768V108      154    16200 SH       DEFINED 03
16200
 INSURANCE AUTO AUCTIONS INC        COM            457875102      297    26428 SH       DEFINED 03
26428
 INTEGRA LIFESCIENCES HLDGS C       COM NEW        457985208     1934    68349 SH       DEFINED 03             68349

 INTEGRATED DEVICE TECHNOLOGY       COM            458118106     2091   168361 SH       DEFINED 03
168361
 INTEGRATED ELECTRICAL SVC          COM            45811E103       93    13500 SH       DEFINED 03
13500
 INTEGRATED CIRCUIT SYS INC         COM            45811K208     2085    69423 SH       DEFINED 03
69423
 INTEGRATED SILICON SOLUTION        COM            45812P107      124    12500 SH       DEFINED 03
12500
 INTEL CORP                         COM            458140100   420377 15275329 SH       DEFINED 03
15275329
 INTEL CORP                         COM            458140100     5418   196881 SH       DEFINED 09
196881
 INTELIDATA TECHNOLOGIES CORP       COM            45814T107       64    27300 SH       DEFINED 03
27300
 INTER TEL INC                      COM            458372109     1997    81327 SH       DEFINED 03             81327

 INTERACTIVE DATA CORP              COM            45840J107      460    29100 SH       DEFINED 03
29100
 INTERACTIVECORP                    COM            45840Q101     9152   275840 SH       DEFINED 03
275840
 INTERACTIVECORP                    COM            45840Q101      961    28963 SH       DEFINED 09
28963
 INTERFACE INC                      CL A           458665106      716   133130 SH       DEFINED 03
133130
 INTERGRAPH CORP                    COM            458683109      430    18300 SH       DEFINED 03
18300
 INTERGRAPH CORP                    COM            458683109       29     1255 SH       DEFINED 09
1255
 INTERMAGNETICS GEN CORP            COM            458771102     1242    55552 SH       DEFINED 03
55552
 INTERMET CORP                      COM            45881K104      227    52733 SH       DEFINED 03             52733

 INTERMUNE INC                      COM            45884X103      260    13600 SH       DEFINED 03
13600
 INTERNAP NETWORK SVCS CORP         COM            45885A102       16    12800 SH       DEFINED 03
12800
 INTERNATIONAL BANCSHARES COR       COM            459044103      231     5550 SH       DEFINED 03
5550
 INTERNATIONAL BUSINESS MACHS       COM            459200101   359009  4064407 SH       DEFINED 03
4064407
 INTERNATIONAL FLAVORS&FRAGRA       COM            459506101     8350   252427 SH       DEFINED 03
252427
 INTERNATIONAL GAME TECHNOLOG       COM            459902102    15904   564967 SH       DEFINED 03
564967
 INTERNATIONAL MULTIFOODS COR       COM            460043102     2501   107120 SH       DEFINED 03
107120
 INTL PAPER CO                      COM            460146103    43699  1119925 SH       DEFINED 03           1119925

 INTL PAPER CO                      COM            460146103    12797   327949 SH       DEFINED 09
327949
 INTERNATIONAL RECTIFIER CORP       COM            460254105     4147   110758 SH       DEFINED 03
110758
 INTERNATIONAL SPEEDWAY CORP        CL A           460335201     1311    29875 SH       DEFINED 03
29875
 INTERNET CAP GROUP INC             COM            46059C106       13    28500 SH       DEFINED 03
28500
 INTERNET SEC SYS INC               COM            46060X107      384    30722 SH       DEFINED 03
30722
 INTERPUBLIC GROUP COS INC          COM            460690100     8362   592187 SH       DEFINED 03
592187
 INTERSIL CORP                      CL A           46069S109     1054    44279 SH       DEFINED 03
44279
 INTERSTATE BAKERIES CORP DEL       COM            46072H108      760    50673 SH       DEFINED 03             50673

 INTERVOICE INC NEW                 COM            461142101      201    22600 SH       DEFINED 03
22600
 INTERWOVEN INC                     COM            46114T102      137    51100 SH       DEFINED 03
51100
 INTRADO INC                        COM            46117A100     1030    45200 SH       DEFINED 03
45200
 INTUIT                             COM            461202103    15814   327829 SH       DEFINED 03
327829
 INVACARE CORP                      COM            461203101     3344    88973 SH       DEFINED 03
88973
 INTRUSION INC                      COM            46121E106       10    12300 SH       DEFINED 03
12300
 INVERESK RESH GROUP INC            COM            461238107      353    17800 SH       DEFINED 03
17800
 INVESTMENT TECHNOLOGY GRP NE       COM            46145F105     1206    62889 SH       DEFINED 03             62889

 INVESTORS REAL ESTATE TR           SH BEN INT     461730103      142    14500 SH       DEFINED 03
14500
 INVISION TECHNOLOGIES INC          COM            461851107     1279    52532 SH       DEFINED 03
52532
 INVITROGEN CORP                    COM            46185R100      272     4700 SH       DEFINED 03
4700
 INVESTORS FINL SERVICES CORP       COM            461915100     1860    58984 SH       DEFINED 03
58984
 IOMEGA CORP                        COM NEW        462030305      616    55340 SH       DEFINED 03
55340
 IONICS INC                         COM            462218108     1051    42960 SH       DEFINED 03
42960
 IRON MTN INC PA                    COM            462846106      300     8350 SH       DEFINED 03
8350
 IRWIN FINL CORP                    COM            464119106     1961    80700 SH       DEFINED 03             80700

 ISHARES TR                         S&P 500 INDEX  464287200      373     3733 SH       DEFINED 10
3733
 ISHARES TR                         MSCI EMERG MKT 464287234      381     2800 SH       DEFINED 03
2800
 ISHARES TR                         MSCI EAFE IDX  464287465      117     1000 SH       DEFINED 03
1000
 ISHARES TR                         MSCI EAFE IDX  464287465     2502    21384 SH       DEFINED 10
21384
 ISHARES TR                         S&P MIDCAP 400 464287507     9471    92800 SH       DEFINED 03
92800
 ISHARES TR                         RUSSELL1000VAL 464287598     3696    71902 SH       DEFINED 10
71902
 ISHARES TR                         RUSSELL1000GRW 464287614     3100    72727 SH       DEFINED 10
72727
 ISHARES TR                         RUSL 2000 VALU 464287630     1032     7448 SH       DEFINED 10              7448

 ISHARES TR                         RUSL 2000 GROW 464287648      924    17564 SH       DEFINED 10
17564
 ISHARES TR                         RUSSELL 2000   464287655    11646   120000 SH       DEFINED 03
120000
 ISHARES TR                         S&P SMLCAP 600 464287804    37943   323250 SH       DEFINED 03
323250
 ISIS PHARMACEUTICALS INC           COM            464330109      164    25200 SH       DEFINED 03
25200
 ITRON INC                          COM            465741106     1003    50014 SH       DEFINED 03
50014
 IVANHOE ENERGY INC                 COM            465790103      105    39693 SH       DEFINED 03
39693
 IVAX CORP                          COM            465823102     2193   111901 SH       DEFINED 03
111901
 IXYS CORP                          COM            46600W106       98    10500 SH       DEFINED 03             10500

 J & J SNACK FOODS CORP             COM            466032109      876    24470 SH       DEFINED 03
24470
 JDS UNIPHASE CORP                  COM            46612J101     7806  2168404 SH       DEFINED 03
2168404
 JDS UNIPHASE CORP                  COM            46612J101       29     8094 SH       DEFINED 09
8094
 JDA SOFTWARE GROUP INC             COM            46612K108     1122    75767 SH       DEFINED 03
75767
 J JILL GROUP INC                   COM            466189107      534    46174 SH       DEFINED 03
46174
 JLG INDS INC                       COM            466210101     1205   104591 SH       DEFINED 03
104591
 J P MORGAN CHASE & CO              COM            46625H100   200966  5853946 SH       DEFINED 03
5853946
 J P MORGAN CHASE & CO              COM            46625H100    54398  1584573 SH       DEFINED 09           1584573

 J2 GLOBAL COMMUNICATIONS INC       COM NEW        46626E205     1975    52217 SH       DEFINED 03
52217
 JABIL CIRCUIT INC                  COM            466313103     7924   304201 SH       DEFINED 03
304201
 JACK IN THE BOX INC                COM            466367109     2565   144107 SH       DEFINED 03
144107
 JACOBS ENGR GROUP INC DEL          COM            469814107     1067    23669 SH       DEFINED 03
23669
 JACUZZI BRANDS INC                 COM            469865109      239    38530 SH       DEFINED 03
38530
 JAKKS PAC INC                      COM            47012E106      802    65281 SH       DEFINED 03
65281
 JANUS CAP GROUP INC                COM            47102X105    10573   756803 SH       DEFINED 03
756803
 JEFFERIES GROUP INC NEW            COM            472319102     3383   117660 SH       DEFINED 03            117660

 JEFFERSON PILOT CORP               COM            475070108    19829   446800 SH       DEFINED 03
446800
 JETBLUE AWYS CORP                  COM            477143101    22378   367568 SH       DEFINED 03
367568
 JO-ANN STORES INC                  CL A           47758P109     1391    49851 SH       DEFINED 03
49851
 JOHNSON & JOHNSON                  COM            478160104   315844  6378115 SH       DEFINED 03
6378115
 JOHNSON CTLS INC                   COM            478366107    22970   242815 SH       DEFINED 03
242815
 JOHNSON CTLS INC                   COM            478366107     3316    35052 SH       DEFINED 09
35052
 JONES APPAREL GROUP INC            COM            480074103    11317   378126 SH       DEFINED 03
378126
 JONES LANG LASALLE INC             COM            48020Q107      302    16300 SH       DEFINED 03             16300

 JOURNAL REGISTER CO                COM            481138105      201    10700 SH       DEFINED 03
10700
 JOY GLOBAL INC                     COM            481165108      426    26700 SH       DEFINED 03
26700
 JUNIPER NETWORKS INC               COM            48203R104      620    41300 SH       DEFINED 03
41300
 KCS ENERGY INC                     COM            482434206       68    10000 SH       DEFINED 03
10000
 KLA-TENCOR CORP                    COM            482480100    15991   309903 SH       DEFINED 03
309903
 KLA-TENCOR CORP                    COM            482480100       34      667 SH       DEFINED 09
667
 K-SWISS INC                        CL A           482686102     2569    71369 SH       DEFINED 03
71369
 KT CORP                            SPONSORED ADR  48268K101      244    12220 SH       DEFINED 03             12220

 K2 INC                             COM            482732104     1057    71165 SH       DEFINED 03
71165
 K V PHARMACEUTICAL CO              CL A           482740206      311    13800 SH       DEFINED 03
13800
 KAMAN CORP                         CL A           483548103      778    60011 SH       DEFINED 03
60011
 KANSAS CITY SOUTHERN               COM NEW        485170302     1728   156092 SH       DEFINED 03
156092
 KAYDON CORP                        COM            486587108     1848    77823 SH       DEFINED 03
77823
 KEANE INC                          COM            486665102     3413   267048 SH       DEFINED 03
267048
 KB HOME                            COM            48666K109    34968   586126 SH       DEFINED 03
586126
 KEITHLEY INSTRS INC                COM            487584104      535    37844 SH       DEFINED 03             37844

 KELLOGG CO                         COM            487836108    22160   664480 SH       DEFINED 03
664480
 KELLOGG CO                         COM            487836108     2678    80296 SH       DEFINED 09
80296
 KELLWOOD CO                        COM            488044108     2916    87186 SH       DEFINED 03
87186
 KELLY SVCS INC                     CL A           488152208      786    31533 SH       DEFINED 03
31533
 KEMET CORP                         COM            488360108      795    62389 SH       DEFINED 03
62389
 KENNAMETAL INC                     COM            489170100      937    25066 SH       DEFINED 03
25066
 KERR MCGEE CORP                    COM            492386107    14641   327983 SH       DEFINED 03
327983
 KEYCORP NEW                        COM            493267108    19865   776894 SH       DEFINED 03            776894

 KEYNOTE SYS INC                    COM            493308100      198    17700 SH       DEFINED 03
17700
 KEYSPAN CORP                       COM            49337W100     8444   240704 SH       DEFINED 03
240704
 KIMBALL INTL INC                   CL B           494274103      277    18800 SH       DEFINED 03
18800
 KILROY RLTY CORP                   COM            49427F108     2384    83487 SH       DEFINED 03
83487
 KIMBERLY CLARK CORP                COM            494368103    68914  1342836 SH       DEFINED 03
1342836
 KIMCO REALTY CORP                  COM            49446R109      436    10650 SH       DEFINED 03
10650
 KINDER MORGAN INC KANS             COM            49455P101    21575   399458 SH       DEFINED 03
399458
 KING PHARMACEUTICALS INC           COM            495582108    11255   742876 SH       DEFINED 03            742876

 KIRBY CORP                         COM            497266106     1746    60850 SH       DEFINED 03
60850
 KMART HLDG CORPORATION             COM            498780105      242     9700 SH       DEFINED 03
9700
 KNIGHT RIDDER INC                  COM            499040103    11824   177264 SH       DEFINED 03
177264
 KNIGHT TRADING GROUP INC           COM            499063105     2307   201842 SH       DEFINED 03
201842
 KNIGHT TRANSN INC                  COM            499064103     2668   105832 SH       DEFINED 03
105832
 KOGER EQUITY INC                   COM            500228101      254    13500 SH       DEFINED 03
13500
 KOHLS CORP                         COM            500255104    34688   648371 SH       DEFINED 03
648371
 KOPIN CORP                         COM            500600101     1167   169447 SH       DEFINED 03            169447

 KOREA ELECTRIC PWR                 SPONSORED ADR  500631106      370    35200 SH       DEFINED 03
35200
 KORN FERRY INTL                    COM NEW        500643200      255    30944 SH       DEFINED 03
30944
 KOS PHARMACEUTICALS INC            COM            500648100     1492    43248 SH       DEFINED 03
43248
 KRAFT FOODS INC                    CL A           50075N104     8440   286109 SH       DEFINED 03
286109
 KRISPY KREME DOUGHNUTS INC         COM            501014104      720    18700 SH       DEFINED 03
18700
 KROGER CO                          COM            501044101    40844  2285609 SH       DEFINED 03
2285609
 KROLL INC                          COM            501049100     1949   104785 SH       DEFINED 03
104785
 KRONOS INC                         COM            501052104     3088    58370 SH       DEFINED 03             58370

 KULICKE & SOFFA INDS INC           COM            501242101     1447   133395 SH       DEFINED 03
133395
 LNR PPTY CORP                      COM            501940100      541    13200 SH       DEFINED 03
13200
 LSI LOGIC CORP                     COM            502161102     5966   663602 SH       DEFINED 03
663602
 LTX CORP                           COM            502392103      329    29167 SH       DEFINED 03
29167
 L-3 COMMUNICATIONS HLDGS INC       COM            502424104     8160   188660 SH       DEFINED 03
188660
 LA JOLLA PHARMACEUTICAL CO         COM            503459109       71    17900 SH       DEFINED 03
17900
 LA QUINTA CORP                     PAIRED CTF     50419U202      336    54000 SH       DEFINED 03
54000
 LA Z BOY INC                       COM            505336107     2736   123258 SH       DEFINED 03            123258

 LABOR READY INC                    COM NEW        505401208     1046   104062 SH       DEFINED 03
104062
 LABORATORY CORP AMER HLDGS         COM NEW        50540R409      498    17347 SH       DEFINED 03
17347
 LABRANCHE & CO INC                 COM            505447102      268    18323 SH       DEFINED 03
18323
 LACLEDE GROUP INC                  COM            505597104     1317    48767 SH       DEFINED 03
48767
 LAFARGE NORTH AMERICA INC          COM            505862102      491    14100 SH       DEFINED 03
14100
 LAM RESEARCH CORP                  COM            512807108     1682    75672 SH       DEFINED 03
75672
 LAMAR ADVERTISING CO               CL A           512815101      265     9000 SH       DEFINED 03
9000
 LANCASTER COLONY CORP              COM            513847103     1286    32240 SH       DEFINED 03             32240

 LANCE INC                          COM            514606102      744    74893 SH       DEFINED 03
74893
 LANDAMERICA FINL GROUP INC         COM            514936103     3685    80378 SH       DEFINED 03
80378
 LANDRYS RESTAURANTS INC            COM            51508L103     1513    73428 SH       DEFINED 03
73428
 LANDSTAR SYS INC                   COM            515098101     2710    44135 SH       DEFINED 03
44135
 LATTICE SEMICONDUCTOR CORP         COM            518415104      510    71024 SH       DEFINED 03
71024
 LAUDER ESTEE COS INC               CL A           518439104      649    19019 SH       DEFINED 03
19019
 LAWSON PRODS INC                   COM            520776105      657    24325 SH       DEFINED 03
24325
 LAWSON SOFTWARE INC                COM            520780107      101    14300 SH       DEFINED 03             14300

 LEAR CORP                          COM            521865105     3171    60244 SH       DEFINED 03
60244
 LEARNING TREE INTL INC             COM            522015106      183    10900 SH       DEFINED 03
10900
 LEE ENTERPRISES INC                COM            523768109     1185    30635 SH       DEFINED 03
30635
 LEGATO SYS INC                     COM            524651106     2647   234217 SH       DEFINED 03
234217
 LEGGETT & PLATT INC                COM            524660107     6603   305291 SH       DEFINED 03
305291
 LEGG MASON INC                     COM            524901105     3554    49222 SH       DEFINED 03
49222
 LEHMAN BROS HLDGS INC              COM            524908100    51056   739082 SH       DEFINED 03
739082
 LENNAR CORP                        CL A           526057104     3149    40484 SH       DEFINED 03             40484

 LENNOX INTL INC                    COM            526107107     2533   173405 SH       DEFINED 03
173405
 LEUCADIA NATL CORP                 COM            527288104      909    24013 SH       DEFINED 03
24013
 LEVEL 3 COMMUNICATIONS INC         COM            52729N100      372    68700 SH       DEFINED 03
68700
 LEXAR MEDIA INC                    COM            52886P104      452    26500 SH       DEFINED 03
26500
 LEXICON GENETICS INC               COM            528872104      139    27000 SH       DEFINED 03
27000
 LEXINGTON CORP PPTYS TR            COM            529043101     1701    88803 SH       DEFINED 03
88803
 LEXMARK INTL NEW                   CL A           529771107    35437   562404 SH       DEFINED 03
562404
 LIBBEY INC                         COM            529898108      963    34644 SH       DEFINED 03             34644

 LIBERTY CORP S C                   COM            530370105      364     8678 SH       DEFINED 03
8678
 LIBERTY MEDIA CORP NEW             COM SER A      530718105     5476   549293 SH       DEFINED 03
549293
 LIBERTY PPTY TR                    SH BEN INT     531172104     1939    52428 SH       DEFINED 03
52428
 LIFEPOINT HOSPITALS INC            COM            53219L109     1008    41670 SH       DEFINED 03
41670
 LIGAND PHARMACEUTICALS INC         CL B           53220K207      382    29600 SH       DEFINED 03
29600
 LILLY ELI & CO                     COM            532457108   112965  1901763 SH       DEFINED 03
1901763
 LIMITED BRANDS INC                 COM            532716107    19270  1277856 SH       DEFINED 03
1277856
 LINCARE HLDGS INC                  COM            532791100    10610   289808 SH       DEFINED 03            289808

 LINCOLN ELEC HLDGS INC             COM            533900106      416    18700 SH       DEFINED 03
18700
 LINCOLN NATL CORP IND              COM            534187109    15878   448771 SH       DEFINED 03
448771
 LINDSAY MFG CO                     COM            535555106      565    28106 SH       DEFINED 03
28106
 LINEAR TECHNOLOGY CORP             COM            535678106    51817  1442161 SH       DEFINED 03
1442161
 LINEAR TECHNOLOGY CORP             COM            535678106       28      786 SH       DEFINED 09
786
 LINENS N THINGS INC                COM            535679104     2546   107044 SH       DEFINED 03
107044
 LIZ CLAIBORNE INC                  COM            539320101    19304   566940 SH       DEFINED 03
566940
 LIZ CLAIBORNE INC                  COM            539320101     2442    71729 SH       DEFINED 09             71729

 LOCAL FINL CORP                    COM            539553107      254    14200 SH       DEFINED 03
14200
 LOCKHEED MARTIN CORP               COM            539830109    61017  1322151 SH       DEFINED 03
1322151
 LOEWS CORP                         COM            540424108    18284   452912 SH       DEFINED 03
452912
 LONE STAR STEAKHOUSE SALOON        COM            542307103     1213    58050 SH       DEFINED 03
58050
 LONE STAR TECHNOLOGIES INC         COM            542312103      938    69514 SH       DEFINED 03
69514
 LONGS DRUG STORES CORP             COM            543162101      414    20544 SH       DEFINED 03
20544
 LONGVIEW FIBRE CO                  COM            543213102      508    51984 SH       DEFINED 03
51984
 LOOKSMART LTD                      COM            543442107      116    36800 SH       DEFINED 03             36800

 LOUISIANA PAC CORP                 COM            546347105     9427   684087 SH       DEFINED 03
684087
 LOWES COS INC                      COM            548661107    80258  1546388 SH       DEFINED 03
1546388
 LUBRIZOL CORP                      COM            549271104     2583    79585 SH       DEFINED 03
79585
 LUCENT TECHNOLOGIES INC            COM            549463107    13349  6179888 SH       DEFINED 03
6179888
 LUCENT TECHNOLOGIES INC            COM            549463107       25    11382 SH       DEFINED 09
11382
 LUMINEX CORP DEL                   COM            55027E102       67    10100 SH       DEFINED 03
10100
 LYDALL INC DEL                     COM            550819106      463    38577 SH       DEFINED 03
38577
 LYONDELL CHEMICAL CO               COM            552078107     1749   136886 SH       DEFINED 03            136886

 M & T BK CORP                      COM            55261F104     6420    73534 SH       DEFINED 03
73534
 MAF BANCORP INC                    COM            55261R108     2639    69085 SH       DEFINED 03
69085
 MBIA INC                           COM            55262C100    22749   413848 SH       DEFINED 03
413848
 MBNA CORP                          COM            55262L100    56028  2457352 SH       DEFINED 03
2457352
 MB FINANCIAL INC NEW               COM            55264U108      284     6400 SH       DEFINED 03
6400
 M D C HLDGS INC                    COM            552676108     4554    84336 SH       DEFINED 03
84336
 MDU RES GROUP INC                  COM            552690109     1781    52714 SH       DEFINED 03
52714
 MEMC ELECTR MATLS INC              COM            552715104      441    40400 SH       DEFINED 03             40400

 MFA MTG INVTS INC                  COM            55272X102      182    19100 SH       DEFINED 03
19100
 MGIC INVT CORP WIS                 COM            552848103    16594   318681 SH       DEFINED 03
318681
 MGI PHARMA INC                     COM            552880106     5104   132197 SH       DEFINED 03
132197
 MGM MIRAGE                         COM            552953101      630    17230 SH       DEFINED 03
17230
 MKS INSTRUMENT INC                 COM            55306N104      309    14257 SH       DEFINED 03
14257
 MPS GROUP INC                      COM            553409103      643    71446 SH       DEFINED 03
71446
 MRV COMMUNICATIONS INC             COM            553477100      161    58444 SH       DEFINED 03
58444
 MRO SOFTWARE INC                   COM            55347W105      904    66243 SH       DEFINED 03             66243

 MSC SOFTWARE CORP                  COM            553531104      120    16700 SH       DEFINED 03
16700
 MACDERMID INC                      COM            554273102     2636    99671 SH       DEFINED 03
99671
 MACK CALI RLTY CORP                COM            554489104     2199    56100 SH       DEFINED 03
56100
 MACROVISION CORP                   COM            555904101      594    32128 SH       DEFINED 03
32128
 MACROMEDIA INC                     COM            556100105     3464   141559 SH       DEFINED 03
141559
 MADDEN STEVEN LTD                  COM            556269108      212    11200 SH       DEFINED 03
11200
 MAGNA ENTMT CORP                   CL A           559211107       78    18900 SH       DEFINED 03
18900
 MAGNETEK INC                       COM            559424106      239    48382 SH       DEFINED 03             48382

 MAGNUM HUNTER RES INC              COM PAR $0.002 55972F203      172    21550 SH       DEFINED 03
21550
 MAHANAGAR TEL NIGAM LTD            SPONS ADR 2001 559778402      106    20000 SH       DEFINED 03
20000
 MAIL-WELL INC                      COM            560321200       57    16300 SH       DEFINED 03
16300
 MANDALAY RESORT GROUP              COM            562567107     2749    69401 SH       DEFINED 03
69401
 MANHATTAN ASSOCS INC               COM            562750109     1856    71593 SH       DEFINED 03
71593
 MANITOWOC INC                      COM            563571108     1505    69399 SH       DEFINED 03
69399
 MANOR CARE INC NEW                 COM            564055101     4292   143066 SH       DEFINED 03
143066
 MANPOWER INC                       COM            56418H100     1249    33667 SH       DEFINED 03             33667

 MANUGISTICS GROUP INC              COM            565011103      160    29000 SH       DEFINED 03
29000
 MAPINFO CORP                       COM            565105103      297    30951 SH       DEFINED 03
30951
 MARATHON OIL CORP                  COM            565849106    29025  1018431 SH       DEFINED 03
1018431
 MARCUS CORP                        COM            566330106     1150    75383 SH       DEFINED 03
75383
 MARKEL CORP                        COM            570535104      294     1100 SH       DEFINED 03
1100
 MARSH & MCLENNAN COS INC           COM            571748102    39911   838298 SH       DEFINED 03
838298
 MARSHALL & ILSLEY CORP             COM            571834100    11226   356170 SH       DEFINED 03
356170
 MARRIOTT INTL INC NEW              CL A           571903202    20881   485263 SH       DEFINED 03            485263

 MARTEK BIOSCIENCES CORP            COM            572901106      695    13200 SH       DEFINED 03
13200
 MARTIN MARIETTA MATLS INC          COM            573284106     1762    48339 SH       DEFINED 03
48339
 MARVEL ENTERPRISES INC             COM            57383M108     2548   114535 SH       DEFINED 03
114535
 MASCO CORP                         COM            574599106    42395  1731839 SH       DEFINED 03
1731839
 MASSEY ENERGY CORP                 COM            576206106     2468   185581 SH       DEFINED 03
185581
 MASTEC INC                         COM            576323109      123    12650 SH       DEFINED 03
12650
 MATERIAL SCIENCES CORP             COM            576674105      330    32334 SH       DEFINED 03
32334
 MATRIXONE INC                      COM            57685P304      112    22700 SH       DEFINED 03             22700

 MATTEL INC                         COM            577081102    16795   885796 SH       DEFINED 03
885796
 MATTHEWS INTL CORP                 CL A           577128101      433    16400 SH       DEFINED 03
16400
 MAXTOR CORP                        COM NEW        577729205      287    23600 SH       DEFINED 03
23600
 MAXIM INTEGRATED PRODS INC         COM            57772K101    23250   590256 SH       DEFINED 03
590256
 MAXIM INTEGRATED PRODS INC         COM            57772K101       28      713 SH       DEFINED 09
713
 MAXYGEN INC                        COM            577776107      115    11200 SH       DEFINED 03
11200
 MAY DEPT STORES CO                 COM            577778103    19814   804458 SH       DEFINED 03
804458
 MAVERICK TUBE CORP                 COM            577914104     2027   130614 SH       DEFINED 03            130614

 MAXIMUS INC                        COM            577933104     1784    51772 SH       DEFINED 03
51772
 MAYTAG CORP                        COM            578592107     8855   354634 SH       DEFINED 03
354634
 MCCLATCHY CO                       CL A           579489105      290     4875 SH       DEFINED 03
4875
 MCCORMICK & CO INC                 COM NON VTG    579780206     5755   209888 SH       DEFINED 03
209888
 MCCORMICK & CO INC                 COM NON VTG    579780206      823    30006 SH       DEFINED 09
30006
 MCDATA CORP                        CL A           580031201     2001   167733 SH       DEFINED 03
167733
 MCDONALDS CORP                     COM            580135101    65990  2803330 SH       DEFINED 03
2803330
 MCG CAPITAL CORP                   COM            58047P107      254    16300 SH       DEFINED 03             16300

 MCGRAW HILL COS INC                COM            580645109    33531   539695 SH       DEFINED 03
539695
 MCKESSON CORP                      COM            58155Q103    15696   471502 SH       DEFINED 03
471502
 MEADE INSTRUMENTS CORP             COM            583062104      129    39675 SH       DEFINED 03
39675
 MEADWESTVACO CORP                  COM            583334107    14884   583681 SH       DEFINED 03
583681
 MEDAREX INC                        COM            583916101      206    34900 SH       DEFINED 03
34900
 MEDCO HEALTH SOLUTIONS INC         COM            58405U102    12804   493805 SH       DEFINED 03
493805
 MEDCO HEALTH SOLUTIONS INC         COM            58405U102      134     5161 SH       DEFINED 09
5161
 MEDIA GEN INC                      CL A           584404107     1836    30054 SH       DEFINED 03             30054

 MEDIACOM COMMUNICATIONS CORP       CL A           58446K105      231    34400 SH       DEFINED 03
34400
 MEDICINES CO                       COM            584688105      589    22700 SH       DEFINED 03
22700
 MEDICIS PHARMACEUTICAL CORP        CL A NEW       584690309     3619    61754 SH       DEFINED 03
61754
 MEDIMMUNE INC                      COM            584699102    25129   760796 SH       DEFINED 03
760796
 MEDTRONIC INC                      COM            585055106    98231  2093579 SH       DEFINED 03
2093579
 MELLON FINL CORP                   COM            58551A108    20841   691478 SH       DEFINED 03
691478
 MEMBERWORKS INC                    COM            586002107     1621    51151 SH       DEFINED 03
51151
 MENS WEARHOUSE INC                 COM            587118100     2398    93496 SH       DEFINED 03             93496

 MENTOR CORP MINN                   COM            587188103     3219   141163 SH       DEFINED 03
141163
 MENTOR GRAPHICS CORP               COM            587200106     4469   254081 SH       DEFINED 03
254081
 MERCANTILE BANKSHARES CORP         COM            587405101     2885    72121 SH       DEFINED 03
72121
 MERCK & CO INC                     COM            589331107   271381  5361141 SH       DEFINED 03
5361141
 MERCK & CO INC                     COM            589331107     2437    48136 SH       DEFINED 09
48136
 MERCURY COMPUTER SYS               COM            589378108     4254   199430 SH       DEFINED 03
199430
 MERCURY GENL CORP NEW              COM            589400100      242     5400 SH       DEFINED 03
5400
 MERCURY INTERACTIVE CORP           COM            589405109     6049   132643 SH       DEFINED 03            132643

 MEREDITH CORP                      COM            589433101     4981   107891 SH       DEFINED 03
107891
 MERISTAR HOSPITALITY CORP          COM            58984Y103      142    20100 SH       DEFINED 03
20100
 MERITAGE CORP                      COM            59001A102      657    13900 SH       DEFINED 03
13900
 MERRILL LYNCH & CO INC             COM            590188108   107826  2014304 SH       DEFINED 03
2014304
 MESA AIR GROUP INC                 COM            590479101      931    83679 SH       DEFINED 03
83679
 METALS USA INC                     COM NEW        591324207      399    63400 SH       DEFINED 03
63400
 METHODE ELECTRS INC                CL A           591520200     1778   150945 SH       DEFINED 03
150945
 METLIFE INC                        COM            59156R108    59750  2130132 SH       DEFINED 03           2130132

 METRIS COS INC                     COM            591598107       81    19750 SH       DEFINED 03
19750
 METRO GOLDWYN MAYER INC            COM            591610100      411    26800 SH       DEFINED 03
26800
 METRO ONE TELECOMMUNICATIONS       COM            59163F105      210    60231 SH       DEFINED 03
60231
 MICHAELS STORES INC                COM            594087108     2258    55400 SH       DEFINED 03
55400
 MICREL INC                         COM            594793101      595    48829 SH       DEFINED 03
48829
 MICROS SYS INC                     COM            594901100     1431    42193 SH       DEFINED 03
42193
 MICROSOFT CORP                     COM            594918104   636627 22900268 SH       DEFINED 03
22900268
 MICROSOFT CORP                     COM            594918104     3890   139933 SH       DEFINED 09            139933

 MICROCHIP TECHNOLOGY INC           COM            595017104     1976    82452 SH       DEFINED 03
82452
 MICROCHIP TECHNOLOGY INC           COM            595017104       32     1335 SH       DEFINED 09
1335
 MICROMUSE INC                      COM            595094103     1307   159800 SH       DEFINED 03
159800
 MICRON TECHNOLOGY INC              COM            595112103    12993   968190 SH       DEFINED 03
968190
 MICRON TECHNOLOGY INC              COM            595112103       35     2599 SH       DEFINED 09
2599
 MICROSEMI CORP                     COM            595137100     1346    88918 SH       DEFINED 03
88918
 MICROTEK MEDICAL HLDGS INC         COM            59515B109       65    20000 SH       DEFINED 03
20000
 MID-AMER APT CMNTYS INC            COM            59522J103      296     9800 SH       DEFINED 03              9800

 MID ATLANTIC MED SVCS INC          COM            59523C107     5716   111147 SH       DEFINED 03
111147
 MID-STATE BANCSHARES               COM            595440108      313    13900 SH       DEFINED 03
13900
 MIDAS GROUP INC                    COM            595626102      450    34196 SH       DEFINED 03
34196
 MIDWAY GAMES INC                   COM            598148104      338   114170 SH       DEFINED 03
114170
 MILACRON INC                       COM            598709103      184    79948 SH       DEFINED 03
79948
 MILLENNIUM PHARMACEUTICALS I       COM            599902103     1592   103010 SH       DEFINED 03
103010
 MILLENNIUM CHEMICALS INC           COM            599903101      236    24700 SH       DEFINED 03
24700
 MILLER HERMAN INC                  COM            600544100      620    27207 SH       DEFINED 03             27207

 MILLIPORE CORP                     COM            601073109     3582    77768 SH       DEFINED 03
77768
 MINDSPEED TECHNOLOGIES INC         COM            602682106      203    37666 SH       DEFINED 03
37666
 MINE SAFETY APPLIANCES CO          COM            602720104      273     5000 SH       DEFINED 03
5000
 MINERALS TECHNOLOGIES INC          COM            603158106     1199    23559 SH       DEFINED 03
23559
 MIPS TECHNOLOGIES INC              CL A           604567107       75    18400 SH       DEFINED 03
18400
 MOBILE MINI INC                    COM            60740F105      723    37119 SH       DEFINED 03
37119
 MODINE MFG CO                      COM            607828100      535    22356 SH       DEFINED 03
22356
 MOHAWK INDS INC                    COM            608190104     4994    70019 SH       DEFINED 03             70019

 MOLEX INC                          COM            608554101     8387   293466 SH       DEFINED 03
293466
 MONACO COACH CORP                  COM            60886R103     1188    71777 SH       DEFINED 03
71777
 MONOLITHIC SYS TECHNOLOGY IN       COM            609842109      119    14100 SH       DEFINED 03
14100
 MONSANTO CO NEW                    COM            61166W101    29707  1240905 SH       DEFINED 03
1240905
 MONSTER WORLDWIDE INC              COM            611742107     4270   169315 SH       DEFINED 03
169315
 MONY GROUP INC                     COM            615337102     1370    42100 SH       DEFINED 03
42100
 MOODYS CORP                        COM            615369105    25056   455810 SH       DEFINED 03
455810
 MOOG INC                           CL A           615394202      231     5900 SH       DEFINED 03              5900

 MORGAN STANLEY                     COM NEW        617446448   119822  2374601 SH       DEFINED 03
2374601
 MOTOROLA INC                       COM            620076109    42695  3572817 SH       DEFINED 03
3572817
 MOTOROLA INC                       COM            620076109       36     3049 SH       DEFINED 09
3049
 MOVIE GALLERY INC                  COM            624581104     1455    73570 SH       DEFINED 03
73570
 MUELLER INDS INC                   COM            624756102     2115    83095 SH       DEFINED 03
83095
 MURPHY OIL CORP                    COM            626717102     2171    36950 SH       DEFINED 03
36950
 MYERS INDS INC                     COM            628464109      775    77456 SH       DEFINED 03
77456
 MYKROLIS CORP                      COM            62852P103      310    25518 SH       DEFINED 03             25518

 MYLAN LABS INC                     COM            628530107     6940   179565 SH       DEFINED 03
179565
 MYRIAD GENETICS INC                COM            62855J104      143    12600 SH       DEFINED 03
12600
 NBT BANCORP INC                    COM            628778102      237    11700 SH       DEFINED 03
11700
 NBTY INC                           COM            628782104     3866   165565 SH       DEFINED 03
165565
 NCO GROUP INC                      COM            628858102     1511    64729 SH       DEFINED 03
64729
 NCR CORP NEW                       COM            62886E108     4579   144507 SH       DEFINED 03
144507
 NII HLDGS INC                      CL B NEW       62913F201      243     4100 SH       DEFINED 03
4100
 NIC INC                            COM            62914B100       83    17600 SH       DEFINED 03             17600

 NPS PHARMACEUTICALS INC            COM            62936P103      426    15300 SH       DEFINED 03
15300
 NTL INC DEL                        COM            62940M104     2878    62197 SH       DEFINED 03
62197
 NUI CORP                           COM            629431107      760    50804 SH       DEFINED 03
50804
 NVR INC                            COM            62944T105     8249    17683 SH       DEFINED 03
17683
 NABI BIOPHARMACEUTICALS            COM            629519109      132    15700 SH       DEFINED 03
15700
 NACCO INDS INC                     CL A           629579103      250     3500 SH       DEFINED 03
3500
 NASH FINCH CO                      COM            631158102      580    37411 SH       DEFINED 03
37411
 NATIONAL CITY CORP                 COM            635405103    59791  2029552 SH       DEFINED 03           2029552

 NATIONAL COMMERCE FINL CORP        COM            63545P104     3522   141572 SH       DEFINED 03
141572
 NATIONAL FUEL GAS CO N J           COM            636180101     1773    77604 SH       DEFINED 03
77604
 NATIONAL HEALTH INVS INC           COM            63633D104     1218    66800 SH       DEFINED 03
66800
 NATIONAL INSTRS CORP               COM            636518102      690    17214 SH       DEFINED 03
17214
 NATIONAL-OILWELL INC               COM            637071101      481    26509 SH       DEFINED 03
26509
 NATIONAL PENN BANCSHARES INC       COM            637138108      351    12691 SH       DEFINED 03
12691
 NATIONAL PRESTO INDS INC           COM            637215104      529    15391 SH       DEFINED 03
15391
 NATIONAL SEMICONDUCTOR CORP        COM            637640103    13527   418927 SH       DEFINED 03            418927

 NATIONAL SEMICONDUCTOR CORP        COM            637640103       38     1167 SH       DEFINED 09
1167
 NATIONWIDE HEALTH PPTYS INC        COM            638620104     1140    65200 SH       DEFINED 03
65200
 NATURES SUNSHINE PRODUCTS IN       COM            639027101      258    31106 SH       DEFINED 03
31106
 NAUTILUS GROUP INC                 COM            63910B102     1044    82751 SH       DEFINED 03
82751
 NAVISTAR INTL CORP NEW             COM            63934E108     5967   160060 SH       DEFINED 03
160060
 NAVIGANT CONSULTING INC            COM            63935N107      274    22250 SH       DEFINED 03
22250
 NDCHEALTH CORP                     COM            639480102     1844    88029 SH       DEFINED 03
88029
 NEIMAN MARCUS GROUP INC            CL A           640204202     1920    46047 SH       DEFINED 03             46047

 NEKTAR THERAPEUTICS                COM            640268108      337    26300 SH       DEFINED 03
26300
 NELSON THOMAS INC                  COM            640376109      401    29015 SH       DEFINED 03
29015
 NETBANK INC                        COM            640933107      372    29736 SH       DEFINED 03
29736
 NETWORKS ASSOCS INC                COM            640938106      702    51028 SH       DEFINED 03
51028
 NETFLIX COM INC                    COM            64110L106     3683   109757 SH       DEFINED 03
109757
 NETEGRITY INC                      COM            64110P107     1222   122415 SH       DEFINED 03
122415
 NETIQ CORP                         COM            64115P102      301    25195 SH       DEFINED 03
25195
 NETSCREEN TECHNOLOGIES INC         COM            64117V107     1376    61900 SH       DEFINED 03             61900

 NETWORK EQUIP TECHNOLOGIES         COM            641208103      564    61659 SH       DEFINED 03
61659
 NETWORK APPLIANCE INC              COM            64120L104    11319   551316 SH       DEFINED 03
551316
 NEUBERGER BERMAN INC               COM            641234109     1001    23918 SH       DEFINED 03
23918
 NEW CENTURY FINANCIAL CORP         COM            64352D101     8432   297217 SH       DEFINED 03
297217
 NEW ENGLAND BUSINESS SVC INC       COM            643872104     1026    38541 SH       DEFINED 03
38541
 NEW FOCUS INC                      COM            644383101      122    27100 SH       DEFINED 03
27100
 NEW JERSEY RES                     COM            646025106     2481    68834 SH       DEFINED 03
68834
 NEW PLAN EXCEL RLTY TR INC         COM            648053106     1142    49029 SH       DEFINED 03             49029

 NEW YORK CMNTY BANCORP INC         COM            649445103    19632   623041 SH       DEFINED 03
623041
 NEW YORK TIMES CO                  CL A           650111107    17668   406527 SH       DEFINED 03
406527
 NEWCASTLE INVT CORP                COM            65105M108      221     9600 SH       DEFINED 03
9600
 NEWELL RUBBERMAID INC              COM            651229106     9196   424384 SH       DEFINED 03
424384
 NEWFIELD EXPL CO                   COM            651290108     5085   131832 SH       DEFINED 03
131832
 NEWMONT MINING CORP                COM            651639106    48752  1247173 SH       DEFINED 03
1247173
 NEWPARK RES INC                    COM PAR $.01NE 651718504      188    43800 SH       DEFINED 03
43800
 NEWPORT CORP                       COM            651824104     1734   122993 SH       DEFINED 03            122993

 NEWS CORP LTD                      SP ADR PFD     652487802     5075   185982 SH       DEFINED 03
185982
 NEWTEK BUSINESS SVCS INC           COM            652526104       62    12600 SH       DEFINED 03
12600
 NEXTEL COMMUNICATIONS INC          CL A           65332V103    75427  3826860 SH       DEFINED 03
3826860
 NEXTEL COMMUNICATIONS INC          CL A           65332V103     4285   217395 SH       DEFINED 09
217395
 NEXTEL PARTNERS INC                CL A           65333F107      128    16300 SH       DEFINED 03
16300
 NICOR INC                          COM            654086107     8695   247433 SH       DEFINED 03
247433
 NIKE INC                           CL B           654106103    24729   406594 SH       DEFINED 03
406594
 NIKE INC                           CL B           654106103      850    13979 SH       DEFINED 09             13979

 99 CENTS ONLY STORES               COM            65440K106     1041    32177 SH       DEFINED 03
32177
 NISOURCE INC                       COM            65473P105    22565  1129374 SH       DEFINED 03
1129374
 NOKIA CORP                         SPONSORED ADR  654902204      861    55172 SH       DEFINED 03
55172
 NOBLE ENERGY INC                   COM            655044105     2885    75327 SH       DEFINED 03
75327
 NORDSON CORP                       COM            655663102      751    29006 SH       DEFINED 03
29006
 NORDSTROM INC                      COM            655664100     5464   220247 SH       DEFINED 03
220247
 NORFOLK SOUTHERN CORP              COM            655844108    11941   645462 SH       DEFINED 03
645462
 NORTEL NETWORKS CORP NEW           NOTE  4.250% 9 656568AB8    18537 20370000 PRN      DEFINED 03          20370000

 NORTH FORK BANCORPORATION NY       COM            659424105     9757   280781 SH       DEFINED 03
280781
 NORTHEAST UTILS                    COM            664397106     2673   149189 SH       DEFINED 03
149189
 NORTHERN TR CORP                   COM            665859104    14288   337384 SH       DEFINED 03
337384
 NORTHROP GRUMMAN CORP              COM            666807102    62043   719587 SH       DEFINED 03
719587
 NORTHWEST AIRLS CORP               CL A           667280101      198    20400 SH       DEFINED 03
20400
 NORTHWEST BANCORP INC PA           COM            667328108      237    13000 SH       DEFINED 03
13000
 NORTHWEST NAT GAS CO               COM            667655104     1878    64748 SH       DEFINED 03
64748
 NOVARTIS A G                       SPONSORED ADR  66987V109     2029    52235 SH       DEFINED 03             52235

 NOVASTAR FINL INC                  COM            669947400      236     4100 SH       DEFINED 03
4100
 NUANCE COMMUNICATIONS INC          COM            669967101       61    10500 SH       DEFINED 03
10500
 NOVELL INC                         COM            670006105     3049   575324 SH       DEFINED 03
575324
 NOVELLUS SYS INC                   COM            670008101     7660   227968 SH       DEFINED 03
227968
 NOVELLUS SYS INC                   COM            670008101       32      942 SH       DEFINED 09
942
 NOVEN PHARMACEUTICALS INC          COM            670009109      681    59304 SH       DEFINED 03
59304
 NU SKIN ENTERPRISES INC            CL A           67018T105      307    24100 SH       DEFINED 03
24100
 NSTAR                              COM            67019E107     1834    38607 SH       DEFINED 03             38607

 NUCOR CORP                         COM            670346105    11407   248632 SH       DEFINED 03
248632
 NUEVO ENERGY CO                    COM            670509108     1225    67394 SH       DEFINED 03
67394
 NVIDIA CORP                        COM            67066G104     3918   245322 SH       DEFINED 03
245322
 NYFIX INC                          COM            670712108      438    78293 SH       DEFINED 03
78293
 O CHARLEYS INC                     COM            670823103      784    53147 SH       DEFINED 03
53147
 OGE ENERGY CORP                    COM            670837103      877    38839 SH       DEFINED 03
38839
 OM GROUP INC                       COM            670872100     5612   383350 SH       DEFINED 03
383350
 NUVEEN INVTS INC                   CL A           67090F106      382    13900 SH       DEFINED 03             13900

 OSI PHARMACEUTICALS INC            COM            671040103      623    19088 SH       DEFINED 03
19088
 OAKLEY INC                         COM            673662102      195    19500 SH       DEFINED 03
19500
 OCCIDENTAL PETE CORP DEL           COM            674599105    49388  1401865 SH       DEFINED 03
1401865
 OCEANEERING INTL INC               COM            675232102     2264    96259 SH       DEFINED 03
96259
 OCULAR SCIENCES INC                COM            675744106      249    11200 SH       DEFINED 03
11200
 OCWEN FINL CORP                    COM            675746101      182    40000 SH       DEFINED 03
40000
 ODYSSEY HEALTHCARE INC             COM            67611V101     2662    89279 SH       DEFINED 03
89279
 OFFICE DEPOT INC                   COM            676220106    12955   922086 SH       DEFINED 03            922086

 OFFICEMAX INC                      COM            67622M108      426    45500 SH       DEFINED 03
45500
 OFFSHORE LOGISTICS INC             COM            676255102     1294    63768 SH       DEFINED 03
63768
 OHIO CAS CORP                      COM            677240103      781    53944 SH       DEFINED 03
53944
 OLD REP INTL CORP                  COM            680223104     6036   182397 SH       DEFINED 03
182397
 OLIN CORP                          COM PAR $1     680665205      823    52001 SH       DEFINED 03
52001
 OMNICARE INC                       COM            681904108     1219    33811 SH       DEFINED 03
33811
 OMNICOM GROUP INC                  COM            681919106    20860   290333 SH       DEFINED 03
290333
 OMNICOM GROUP INC                  COM            681919106      921    12821 SH       DEFINED 09             12821

 OMNIVISION TECHNOLOGIES INC        COM            682128103      532    12600 SH       DEFINED 03
12600
 OMNOVA SOLUTIONS INC               COM            682129101      359   102161 SH       DEFINED 03
102161
 ON ASSIGNMENT INC                  COM            682159108      273    51798 SH       DEFINED 03
51798
 ON SEMICONDUCTOR CORP              COM            682189105       61    15200 SH       DEFINED 03
15200
 ONEOK INC NEW                      COM            682680103     1929    95617 SH       DEFINED 03
95617
 ON2 TECHNOLOGIES INC               COM            68338A107       22    10100 SH       DEFINED 03
10100
 OPENWAVE SYS INC                   COM            683718100      363    86247 SH       DEFINED 03
86247
 OPLINK COMMUNICATIONS INC          COM            68375Q106      126    49900 SH       DEFINED 03             49900

 OPSWARE INC                        COM            68383A101      115    15800 SH       DEFINED 03
15800
 ORACLE CORP                        COM            68389X105   143537 12758869 SH       DEFINED 03
12758869
 ORACLE CORP                        COM            68389X105     3464   307944 SH       DEFINED 09
307944
 ORASURE TECHNOLOGIES INC           COM            68554V108      103    10900 SH       DEFINED 03
10900
 ORBITAL SCIENCES CORP              COM            685564106      336    36200 SH       DEFINED 03
36200
 O REILLY AUTOMOTIVE INC            COM            686091109      757    20578 SH       DEFINED 03
20578
 ORIENTAL FINL GROUP INC            COM            68618W100      282    11644 SH       DEFINED 03
11644
 ORTHOLOGIC CORP                    COM            68750J107       61    11200 SH       DEFINED 03             11200

 ORTHODONTIC CTRS AMER INC          COM            68750P103     1033   131087 SH       DEFINED 03
131087
 OSHKOSH B GOSH INC                 CL A           688222207     1033    40144 SH       DEFINED 03
40144
 OSHKOSH TRUCK CORP                 COM            688239201     4063   102564 SH       DEFINED 03
102564
 OSTEOTECH INC                      COM            688582105      398    48285 SH       DEFINED 03
48285
 OTTER TAIL CORP                    COM            689648103      253     9700 SH       DEFINED 03
9700
 OUTBACK STEAKHOUSE INC             COM            689899102     1784    47100 SH       DEFINED 03
47100
 OVERSEAS SHIPHOLDING GROUP I       COM            690368105      879    33996 SH       DEFINED 03
33996
 OVERTURE SVCS INC                  COM            69039R100     1170    44433 SH       DEFINED 03             44433

 OWENS & MINOR INC NEW              COM            690732102     2254    93513 SH       DEFINED 03
93513
 OWENS ILL INC                      COM NEW        690768403      341    29900 SH       DEFINED 03
29900
 OXFORD HEALTH PLANS INC            COM            691471106     4437   107412 SH       DEFINED 03
107412
 OXFORD INDS INC                    COM            691497309     1216    18945 SH       DEFINED 03
18945
 PC-TEL INC                         COM            69325Q105      523    48881 SH       DEFINED 03
48881
 PDF SOLUTIONS INC                  COM            693282105      149    13200 SH       DEFINED 03
13200
 PG&E CORP                          COM            69331C108    16084   672961 SH       DEFINED 03
672961
 PFF BANCORP INC                    COM            69331W104      344    10780 SH       DEFINED 03             10780

 P F CHANGS CHINA BISTRO INC        COM            69333Y108     4528    99839 SH       DEFINED 03
99839
 PMA CAP CORP                       CL A           693419202      130    10400 SH       DEFINED 03
10400
 PMC-SIERRA INC                     COM            69344F106     3553   269379 SH       DEFINED 03
269379
 PMI GROUP INC                      COM            69344M101     1895    56151 SH       DEFINED 03
56151
 PNC FINL SVCS GROUP INC            COM            693475105    40716   855731 SH       DEFINED 03
855731
 POSCO                              SPONSORED ADR  693483109      558    19500 SH       DEFINED 03
19500
 PNM RES INC                        COM            69349H107     2681    95615 SH       DEFINED 03
95615
 PPG INDS INC                       COM            693506107    23104   442434 SH       DEFINED 03            442434

 PPL CORP                           COM            69351T106    26288   641953 SH       DEFINED 03
641953
 PRG-SCHULTZ INTERNATIONAL IN       COM            69357C107      953   167845 SH       DEFINED 03
167845
 PS BUSINESS PKS INC CALIF          COM            69360J107      302     8000 SH       DEFINED 03
8000
 PSS WORLD MED INC                  COM            69366A100      394    44900 SH       DEFINED 03
44900
 PTEK HLDGS INC                     COM            69366M104      152    18500 SH       DEFINED 03
18500
 PACCAR INC                         COM            693718108    13535   181948 SH       DEFINED 03
181948
 PACER INTL INC TENN                COM            69373H106     1008    50391 SH       DEFINED 03
50391
 PACIFIC CAP BANCORP NEW            COM            69404P101      420    13766 SH       DEFINED 03             13766

 PACIFIC NORTHWEST BANCORP          COM            69466M103      374    10500 SH       DEFINED 03
10500
 PACIFIC SUNWEAR CALIF INC          COM            694873100     9409   455435 SH       DEFINED 03
455435
 PACIFICARE HEALTH SYS DEL          COM            695112102     7170   146918 SH       DEFINED 03
146918
 PACKAGING CORP AMER                COM            695156109      994    51177 SH       DEFINED 03
51177
 PACKETEER INC                      COM            695210104      151    12500 SH       DEFINED 03
12500
 PACTIV CORP                        COM            695257105    19166   945085 SH       DEFINED 03
945085
 PALATIN TECHNOLOGIES INC           COM NEW        696077304       51    10600 SH       DEFINED 03
10600
 PALL CORP                          COM            696429307     4388   195551 SH       DEFINED 03            195551

 PALM INC                           COM NEW        696642206      220    11380 SH       DEFINED 03
11380
 PANAMSAT CORP NEW                  COM            697933109      215    14826 SH       DEFINED 03
14826
 PAN PACIFIC RETAIL PPTYS INC       COM            69806L104      351     8154 SH       DEFINED 03
8154
 PANERA BREAD CO                    CL A           69840W108     3138    76525 SH       DEFINED 03
76525
 PAPA JOHNS INTL INC                COM            698813102     3324   133973 SH       DEFINED 03
133973
 PARAMETRIC TECHNOLOGY CORP         COM            699173100     1696   538421 SH       DEFINED 03
538421
 PAREXEL INTL CORP                  COM            699462107     1189    78036 SH       DEFINED 03
78036
 PARK ELECTROCHEMICAL CORP          COM            700416209     1310    57562 SH       DEFINED 03             57562

 PARK PL ENTMT CORP                 COM            700690100     7701   854752 SH       DEFINED 03
854752
 PARKER DRILLING CO                 COM            701081101       72    30500 SH       DEFINED 03
30500
 PARKER HANNIFIN CORP               COM            701094104    12095   270575 SH       DEFINED 03
270575
 PATINA OIL & GAS CORP              COM            703224105     3631   100192 SH       DEFINED 03
100192
 PATHMARK STORES INC NEW            COM            70322A101      130    18700 SH       DEFINED 03
18700
 PATTERSON DENTAL CO                COM            703412106     1316    22853 SH       DEFINED 03
22853
 PATTERSON UTI ENERGY INC           COM            703481101     7732   285618 SH       DEFINED 03
285618
 PAXAR CORP                         COM            704227107     1792   139975 SH       DEFINED 03            139975

 PAXSON COMMUNICATIONS CORP         COM            704231109      146    29500 SH       DEFINED 03
29500
 PAYCHEX INC                        COM            704326107    19967   585551 SH       DEFINED 03
585551
 PAYLESS SHOESOURCE INC             COM            704379106     1032    79749 SH       DEFINED 03
79749
 PEABODY ENERGY CORP                COM            704549104     2161    68900 SH       DEFINED 03
68900
 PEDIATRIX MED GROUP                COM            705324101     2705    58749 SH       DEFINED 03
58749
 PEGASUS SOLUTIONS INC              COM            705906105     1027    74349 SH       DEFINED 03
74349
 PENFORD CORP                       COM            707051108      222    17084 SH       DEFINED 03
17084
 PENN NATL GAMING INC               COM            707569109      375    17600 SH       DEFINED 03             17600

 PENNEY J C INC                     COM            708160106    12144   568272 SH       DEFINED 03
568272
 PENNSYLVANIA RL ESTATE INVT        SH BEN INT     709102107      268     8000 SH       DEFINED 03
8000
 PENTAIR INC                        COM            709631105     3776    94709 SH       DEFINED 03
94709
 PEOPLES ENERGY CORP                COM            711030106     8039   194276 SH       DEFINED 03
194276
 PEOPLESOFT INC                     COM            712713106    10084   551945 SH       DEFINED 03
551945
 PEP BOYS MANNY MOE & JACK          COM            713278109     2338   152825 SH       DEFINED 03
152825
 PEPCO HOLDINGS INC                 COM            713291102     3286   190153 SH       DEFINED 03
190153
 PEPSI BOTTLING GROUP INC           COM            713409100    25767  1252030 SH       DEFINED 03           1252030

 PEPSIAMERICAS INC                  COM            71343P200     3643   251399 SH       DEFINED 03
251399
 PEPSICO INC                        COM            713448108   153928  3358669 SH       DEFINED 03
3358669
 PEPSICO INC                        COM            713448108     1063    23198 SH       DEFINED 09
23198
 PER-SE TECHNOLOGIES INC            COM NEW        713569309      291    18233 SH       DEFINED 03
18233
 PEREGRINE PHARMACEUTICALS IN       COM            713661106       73    34000 SH       DEFINED 03
34000
 PERFORMANCE FOOD GROUP CO          COM            713755106     4001    98224 SH       DEFINED 03
98224
 PERICOM SEMICONDUCTOR CORP         COM            713831105      641    64464 SH       DEFINED 03
64464
 PERKINELMER INC                    COM            714046109     2874   187714 SH       DEFINED 03            187714

 PEROT SYS CORP                     CL A           714265105      364    36400 SH       DEFINED 03
36400
 PERRIGO CO                         COM            714290103      967    75947 SH       DEFINED 03
75947
 PETCO ANIMAL SUPPLIES              COM NEW        716016209      434    13900 SH       DEFINED 03
13900
 PETROLEO BRASILEIRO SA PETRO       SPONSORED ADR  71654V408     2990   130400 SH       DEFINED 10
130400
 PETSMART INC                       COM            716768106    20155   885545 SH       DEFINED 03
885545
 PFIZER INC                         COM            717081103   475374 15647588 SH       DEFINED 03
15647588
 PFIZER INC                         COM            717081103     1705    56129 SH       DEFINED 09
56129
 PHARMACEUTICAL PROD DEV INC        COM            717124101     3150   131314 SH       DEFINED 03            131314

 PHARMACEUTICAL RES INC             COM            717125108      750    11000 SH       DEFINED 03
11000
 PHARMACOPEIA INC                   COM            71713B104      147    11600 SH       DEFINED 03
11600
 PHELPS DODGE CORP                  COM            717265102    11528   246334 SH       DEFINED 03
246334
 PHILADELPHIA CONS HLDG CORP        COM            717528103     2401    52490 SH       DEFINED 03
52490
 PHILADELPHIA SUBN CORP             COM PAR $0.50  718009608      588    24410 SH       DEFINED 03
24410
 PHILLIPS VAN HEUSEN CORP           COM            718592108     1152    76761 SH       DEFINED 03
76761
 PHOENIX COS INC NEW                COM            71902E109      398    34500 SH       DEFINED 03
34500
 PHOENIX TECHNOLOGY LTD             COM            719153108      320    51056 SH       DEFINED 03             51056

 PHOTON DYNAMICS INC                COM            719364101     1148    39480 SH       DEFINED 03
39480
 PHOTRONICS INC                     COM            719405102     2138   100056 SH       DEFINED 03
100056
 PIEDMONT NAT GAS INC               COM            720186105     2818    72261 SH       DEFINED 03
72261
 PIER 1 IMPORTS INC                 COM            720279108     2684   139523 SH       DEFINED 03
139523
 PINNACLE ENTMT INC                 COM            723456109      483    69018 SH       DEFINED 03
69018
 PINNACLE SYS INC                   COM            723481107     1393   166407 SH       DEFINED 03
166407
 PINNACLE WEST CAP CORP             COM            723484101     4911   138349 SH       DEFINED 03
138349
 PIONEER NAT RES CO                 COM            723787107     6605   259444 SH       DEFINED 03            259444

 PITNEY BOWES INC                   COM            724479100    14218   371044 SH       DEFINED 03
371044
 PIXAR                              COM            725811103      387     5800 SH       DEFINED 03
5800
 PIXELWORKS INC                     COM            72581M107      220    25400 SH       DEFINED 03
25400
 PLAINS EXPL & PRODTN CO L P        COM            726505100      325    26085 SH       DEFINED 03
26085
 PLAINS RES INC                     COM PAR $0.10  726540503      844    67779 SH       DEFINED 03
67779
 PLANAR SYS INC                     COM            726900103     1219    57305 SH       DEFINED 03
57305
 PLANTRONICS INC NEW                COM            727493108     4667   195511 SH       DEFINED 03
195511
 PLEXUS CORP                        COM            729132100      496    31935 SH       DEFINED 03             31935

 PLUM CREEK TIMBER CO INC           COM            729251108     7533   296124 SH       DEFINED 03
296124
 POGO PRODUCING CO                  COM            730448107     3669    81028 SH       DEFINED 03
81028
 POLARIS INDS INC                   COM            731068102     3895    52522 SH       DEFINED 03
52522
 POLO RALPH LAUREN CORP             CL A           731572103      414    15452 SH       DEFINED 03
15452
 POLYCOM INC                        COM            73172K104     9336   562071 SH       DEFINED 03
562071
 POLYMEDICA CORP                    COM            731738100     2250    84900 SH       DEFINED 03
84900
 POLYONE CORP                       COM            73179P106      940   239149 SH       DEFINED 03
239149
 POPE & TALBOT INC                  COM            732827100      679    44907 SH       DEFINED 03             44907

 POPULAR INC                        COM            733174106     8004   201116 SH       DEFINED 03
201116
 POSSIS MEDICAL INC                 COM            737407106      710    45625 SH       DEFINED 03
45625
 POST PPTYS INC                     COM            737464107      477    17500 SH       DEFINED 03
17500
 POTLATCH CORP                      COM            737628107      617    20769 SH       DEFINED 03
20769
 POWER INTEGRATIONS INC             COM            739276103     2928    88091 SH       DEFINED 03
88091
 POWER-ONE INC                      COM            739308104     1440   138322 SH       DEFINED 03
138322
 POWERWAVE TECHNOLOGIES INC         COM            739363109      310    46652 SH       DEFINED 03
46652
 PRAECIS PHARMACEUTICALS INC        COM            739421105      176    26100 SH       DEFINED 03             26100

 PRAXAIR INC                        COM            74005P104    32296   521319 SH       DEFINED 03
521319
 PRE PAID LEGAL SVCS INC            COM            740065107     1135    48469 SH       DEFINED 03
48469
 PRECISION CASTPARTS CORP           COM            740189105     2262    64443 SH       DEFINED 03
64443
 PREMCOR INC                        COM            74045Q104      422    18200 SH       DEFINED 03
18200
 PRENTISS PPTYS TR                  SH BEN INT     740706106      502    16200 SH       DEFINED 03
16200
 PRESIDENTIAL LIFE CORP             COM            740884101     1119    73579 SH       DEFINED 03
73579
 PRESSTEK INC                       COM            741113104      113    15400 SH       DEFINED 03
15400
 PRICE COMMUNICATIONS CORP          COM NEW        741437305     1032    83204 SH       DEFINED 03             83204

 PRICE T ROWE GROUP INC             COM            74144T108     7724   187107 SH       DEFINED 03
187107
 PRICELINE COM INC                  COM NEW        741503403     1076    37049 SH       DEFINED 03
37049
 PRIDE INTL INC DEL                 COM            74153Q102     3125   184356 SH       DEFINED 03
184356
 PRIMEDIA INC                       COM            74157K101      154    54100 SH       DEFINED 03
54100
 PRIMA ENERGY CORP                  COM PAR $0.015 741901201      806    31687 SH       DEFINED 03
31687
 PRIME HOSPITALITY CORP             COM            741917108      962   110755 SH       DEFINED 03
110755
 PRIMUS TELECOMMUNICATIONS GR       COM            741929103       99    14700 SH       DEFINED 03
14700
 PRINCIPAL FINANCIAL GROUP IN       COM            74251V102    37875  1222153 SH       DEFINED 03           1222153

 PRIORITY HEALTHCARE CORP           CL B           74264T102     2345   113813 SH       DEFINED 03
113813
 PROASSURANCE CORP                  COM            74267C106      240     9300 SH       DEFINED 03
9300
 PROCTER & GAMBLE CO                COM            742718109   250093  2694387 SH       DEFINED 03
2694387
 PROGRESS ENERGY INC                COM            743263105    17218   387277 SH       DEFINED 03
387277
 PROGRESS SOFTWARE CORP             COM            743312100     1968    90981 SH       DEFINED 03
90981
 PROGRESSIVE CORP OHIO              COM            743315103    23267   336673 SH       DEFINED 03
336673
 PROLOGIS                           SH BEN INT     743410102     8569   283263 SH       DEFINED 03
283263
 PROQUEST COMPANY                   COM            74346P102      323    12300 SH       DEFINED 03             12300

 PROTECTION ONE INC                 COM            743663304       10    13600 SH       DEFINED 03
13600
 PROTECTIVE LIFE CORP               COM            743674103     1244    41689 SH       DEFINED 03
41689
 PROTEIN DESIGN LABS INC            COM            74369L103      433    30786 SH       DEFINED 03
30786
 PROVIDENT BANKSHARES CORP          COM            743859100     2248    79332 SH       DEFINED 03
79332
 PROVIDENT FINL GROUP INC           COM            743866105     1235    44139 SH       DEFINED 03
44139
 PROVIDENT FINL SVCS INC            COM            74386T105      353    18400 SH       DEFINED 03
18400
 PROVINCE HEALTHCARE CO             COM            743977100     1606   124023 SH       DEFINED 03
124023
 PROVIDIAN FINL CORP                COM            74406A102     5330   452104 SH       DEFINED 03            452104

 PROXIM CORP                        CL A           744283102       75    49727 SH       DEFINED 03
49727
 PRUDENTIAL FINL INC                COM            744320102    32514   870296 SH       DEFINED 03
870296
 PUBLIC SVC ENTERPRISE GROUP        COM            744573106    23734   565106 SH       DEFINED 03
565106
 PUBLIC STORAGE INC                 COM            74460D109      549    14000 SH       DEFINED 03
14000
 PUGET ENERGY INC NEW               COM            745310102     1785    79561 SH       DEFINED 03
79561
 PULITZER INC                       COM            745769109     1204    23100 SH       DEFINED 03
23100
 PULTE HOMES INC                    COM            745867101    21567   317108 SH       DEFINED 03
317108
 PUMATECH INC                       COM            745887109       99    20700 SH       DEFINED 03             20700

 QRS CORP                           COM            74726X105      289    34050 SH       DEFINED 03
34050
 QLOGIC CORP                        COM            747277101     8022   170640 SH       DEFINED 03
170640
 QLOGIC CORP                        COM            747277101       28      589 SH       DEFINED 09
589
 QUAKER CHEM CORP                   COM            747316107      616    26487 SH       DEFINED 03
26487
 QUALCOMM INC                       COM            747525103    52784  1266708 SH       DEFINED 03
1266708
 QUANEX CORP                        COM            747620102     1621    48253 SH       DEFINED 03
48253
 QUANTA SVCS INC                    COM            74762E102      479    57939 SH       DEFINED 03
57939
 QUANTUM CORP                       COM DSSG       747906204      406   131721 SH       DEFINED 03            131721

 QUEST DIAGNOSTICS INC              COM            74834L100     9739   160603 SH       DEFINED 03
160603
 QUEST SOFTWARE INC                 COM            74834T103      270    22200 SH       DEFINED 03
22200
 QUESTAR CORP                       COM            748356102     1717    55718 SH       DEFINED 03
55718
 QUIKSILVER INC                     COM            74838C106     2172   136154 SH       DEFINED 03
136154
 QWEST COMMUNICATIONS INTL IN       COM            749121109     8852  2603452 SH       DEFINED 03
2603452
 R & G FINANCIAL CORP               CL B           749136107      391    13400 SH       DEFINED 03
13400
 RCN CORP                           COM            749361101       36    19756 SH       DEFINED 03
19756
 R H DONNELLEY CORP                 COM NEW        74955W307      548    13554 SH       DEFINED 03             13554

 RLI CORP                           COM            749607107     1962    59594 SH       DEFINED 03
59594
 RPM INTL INC                       COM            749685103     5264   403085 SH       DEFINED 03
403085
 RSA SEC INC                        COM            749719100      556    38680 SH       DEFINED 03
38680
 RTI INTL METALS INC                COM            74973W107      534    50795 SH       DEFINED 03
50795
 RF MICRODEVICES INC                COM            749941100     1416   153196 SH       DEFINED 03
153196
 RADIAN GROUP INC                   COM            750236101     1775    39968 SH       DEFINED 03
39968
 RADIANT SYSTEMS INC                COM            75025N102      378    61963 SH       DEFINED 03
61963
 RADIO ONE INC                      CL A           75040P108      165    11200 SH       DEFINED 03             11200

 RADIO ONE INC                      CL D NON VTG   75040P405      188    13078 SH       DEFINED 03
13078
 RADIOSHACK CORP                    COM            750438103    11192   393939 SH       DEFINED 03
393939
 RADISYS CORP                       COM            750459109      861    47736 SH       DEFINED 03
47736
 RAILAMERICA INC                    COM            750753105       96    11200 SH       DEFINED 03
11200
 RAINBOW TECHNOLOGIES INC           COM            750862104      746    81579 SH       DEFINED 03
81579
 RAINDANCE COMM                     COM            75086X106       48    17400 SH       DEFINED 03
17400
 RAMBUS INC DEL                     COM            750917106      243    14450 SH       DEFINED 03
14450
 RALCORP HLDGS INC NEW              COM            751028101     2628    94857 SH       DEFINED 03             94857

 RANGE RES CORP                     COM            75281A109      137    20100 SH       DEFINED 03
20100
 RARE HOSPITALITY INTL INC          COM            753820109     2061    82750 SH       DEFINED 03
82750
 RAYMOND JAMES FINANCIAL INC        COM            754730109     3805   104663 SH       DEFINED 03
104663
 RAYONIER INC                       COM            754907103      557    13722 SH       DEFINED 03
13722
 RAYOVAC CORP                       COM            755081106      285    19500 SH       DEFINED 03
19500
 RAYTECH CORP DEL                   COM            755103108       58    16600 SH       DEFINED 03
16600
 RAYTHEON CO                        COM NEW        755111507    23429   836748 SH       DEFINED 03
836748
 READERS DIGEST ASSN INC            COM            755267101     1296    92653 SH       DEFINED 03             92653

 RECKSON ASSOCS RLTY CORP           COM            75621K106      425    18400 SH       DEFINED 03
18400
 RED HAT INC                        COM            756577102      140    14000 SH       DEFINED 03
14000
 REDBACK NETWORKS INC               COM            757209101       54    87000 SH       DEFINED 03
87000
 REEBOK INTL LTD                    COM            758110100    13805   412967 SH       DEFINED 03
412967
 REGAL BELOIT CORP                  COM            758750103     1232    60398 SH       DEFINED 03
60398
 REGENCY CTRS CORP                  COM            758849103      228     6200 SH       DEFINED 03
6200
 REGENT COMMUNICATIONS INC DE       COM            758865109       64    10500 SH       DEFINED 03
10500
 REGENERON PHARMACEUTICALS          COM            75886F107     2214   125273 SH       DEFINED 03            125273

 REGIS CORP MINN                    COM            758932107     3344   104169 SH       DEFINED 03
104169
 REGIONS FINL CORP                  COM            758940100    23632   689999 SH       DEFINED 03
689999
 REHABCARE GROUP INC                COM            759148109      670    39283 SH       DEFINED 03
39283
 REGISTER COM INC                   COM            75914G101       47    10400 SH       DEFINED 03
10400
 RELIANCE STEEL & ALUMINUM CO       COM            759509102     1830    82467 SH       DEFINED 03
82467
 RELIANT RES INC                    COM            75952B105      233    45421 SH       DEFINED 03
45421
 REMEC INC                          COM            759543101      320    31400 SH       DEFINED 03
31400
 REMINGTON OIL & GAS CORP           COM            759594302     1136    62612 SH       DEFINED 03             62612

 RENAISSANCE LEARNING INC           COM            75968L105      930    39400 SH       DEFINED 03
39400
 RENAL CARE GROUP INC               COM            759930100     3748   109760 SH       DEFINED 03
109760
 RENT A CTR INC NEW                 COM            76009N100     5634   174847 SH       DEFINED 03
174847
 REPUBLIC BANCORP INC               COM            760282103     1989   149300 SH       DEFINED 03
149300
 REPUBLIC SVCS INC                  COM            760759100     6848   302492 SH       DEFINED 03
302492
 RESMED INC                         COM            761152107     3309    75236 SH       DEFINED 03
75236
 RESOURCES CONNECTION INC           COM            76122Q105      236     9800 SH       DEFINED 03
9800
 RESPIRONICS INC                    COM            761230101     3288    78613 SH       DEFINED 03             78613

 RETEK INC                          COM            76128Q109      270    40066 SH       DEFINED 03
40066
 REYNOLDS & REYNOLDS CO             CL A           761695105     3181   115467 SH       DEFINED 03
115467
 REYNOLDS R J TOB HLDGS INC         COM            76182K105    11164   282349 SH       DEFINED 03
282349
 REYNOLDS R J TOB HLDGS INC         COM            76182K105     2796    70716 SH       DEFINED 09
70716
 RIGGS NATL CORP WASH DC            COM            766570105     1179    73858 SH       DEFINED 03
73858
 RIGHT MGMT CONSULTANTS INC         COM            766573109      693    38350 SH       DEFINED 03
38350
 RITE AID CORP                      COM            767754104      263    50970 SH       DEFINED 03
50970
 ROADWAY CORP                       COM            769742107     2310    47375 SH       DEFINED 03             47375

 ROBBINS & MYERS INC                COM            770196103      809    36396 SH       DEFINED 03
36396
 ROBERT HALF INTL INC               COM            770323103     5462   280082 SH       DEFINED 03
280082
 ROCK-TENN CO                       CL A           772739207     1246    85429 SH       DEFINED 03
85429
 ROCKWELL AUTOMATION INC            COM            773903109     7600   289523 SH       DEFINED 03
289523
 ROCKWELL AUTOMATION INC            COM            773903109       31     1199 SH       DEFINED 09
1199
 ROCKWELL COLLINS INC               COM            774341101    15574   616799 SH       DEFINED 03
616799
 ROGERS CORP                        COM            775133101     1227    39548 SH       DEFINED 03
39548
 ROHM & HAAS CO                     COM            775371107    17620   526769 SH       DEFINED 03            526769

 ROLLINS INC                        COM            775711104      497    27876 SH       DEFINED 03
27876
 ROPER INDS INC NEW                 COM            776696106     3447    79143 SH       DEFINED 03
79143
 ROSLYN BANCORP INC                 COM            778162107      712    30293 SH       DEFINED 03
30293
 ROSS STORES INC                    COM            778296103     2931    63192 SH       DEFINED 03
63192
 ROTO ROOTER INC NEW                COM            778787101      923    25951 SH       DEFINED 03
25951
 ROUSE CO                           COM            779273101      396     9500 SH       DEFINED 03
9500
 ROWAN COS INC                      COM            779382100     8906   362313 SH       DEFINED 03
362313
 ROXIO INC                          COM            780008108      564    64969 SH       DEFINED 03             64969

 RUBY TUESDAY INC                   COM            781182100      745    30887 SH       DEFINED 03
30887
 RUDDICK CORP                       COM            781258108      399    25695 SH       DEFINED 03
25695
 RUDOLPH TECHNOLOGIES INC           COM            781270103      788    40721 SH       DEFINED 03
40721
 RUSS BERRIE & CO                   COM            782233100     1687    50078 SH       DEFINED 03
50078
 RUSSELL CORP                       COM            782352108     1617    99188 SH       DEFINED 03
99188
 RYANS FAMILY STEAK HOUSE INC       COM            783519101     2795   218536 SH       DEFINED 03
218536
 RYDER SYS INC                      COM            783549108    12901   440002 SH       DEFINED 03
440002
 RYERSON TULL INC NEW               COM            78375P107      462    59206 SH       DEFINED 03             59206

 RYLAND GROUP INC                   COM            783764103     8517   116495 SH       DEFINED 03
116495
 S & T BANCORP INC                  COM            783859101      296    10400 SH       DEFINED 03
10400
 SBC COMMUNICATIONS INC             COM            78387G103   166293  7473847 SH       DEFINED 03
7473847
 SBC COMMUNICATIONS INC             COM            78387G103    38878  1747306 SH       DEFINED 09
1747306
 SBS TECHNOLOGIES INC               COM            78387P103      372    34266 SH       DEFINED 03
34266
 SBA COMMUNICATIONS CORP            COM            78388J106       33    10600 SH       DEFINED 03
10600
 SCM MICROSYSTEMS INC               COM            784018103      244    33325 SH       DEFINED 03
33325
 SCP POOL CORP                      COM            784028102     5505   197806 SH       DEFINED 03            197806

 SCPIE HLDGS INC                    COM            78402P104      202    20241 SH       DEFINED 03
20241
 SEI INVESTMENTS CO                 COM            784117103     3743   114984 SH       DEFINED 03
114984
 SL GREEN RLTY CORP                 COM            78440X101      491    13600 SH       DEFINED 03
13600
 SLM CORP                           COM            78442P106    55379  1421421 SH       DEFINED 03
1421421
 SPS TECHNOLOGIES INC               COM            784626103     1438    31963 SH       DEFINED 03
31963
 SPDR TR                            UNIT SER 1     78462F103     1931    19320 SH       DEFINED 03
19320
 SPSS INC                           COM            78462K102      710    42111 SH       DEFINED 03
42111
 SPX CORP                           COM            784635104     1984    43818 SH       DEFINED 03             43818

 S1 CORPORATION                     COM            78463B101      140    27800 SH       DEFINED 03
27800
 SWS GROUP INC                      COM            78503N107     1174    59575 SH       DEFINED 03
59575
 SABRE HLDGS CORP                   CL A           785905100     7191   334633 SH       DEFINED 03
334633
 SAFECO CORP                        COM            786429100     8340   235938 SH       DEFINED 03
235938
 SAFEGUARD SCIENTIFICS INC          COM            786449108      194    57100 SH       DEFINED 03
57100
 SAFEWAY INC                        COM NEW        786514208    24753  1079049 SH       DEFINED 03
1079049
 ST JOE CO                          COM            790148100      346    10800 SH       DEFINED 03
10800
 ST JUDE MED INC                    COM            790849103    14629   272060 SH       DEFINED 03            272060

 ST MARY LD & EXPL CO               COM            792228108     1946    76852 SH       DEFINED 03
76852
 ST PAUL COS INC                    COM            792860108    26963   728128 SH       DEFINED 03
728128
 SAKS INC                           COM            79377W108      802    69521 SH       DEFINED 03
69521
 SALTON INC                         COM            795757103      232    23355 SH       DEFINED 03
23355
 SANDERSON FARMS INC                COM            800013104      214     6800 SH       DEFINED 03
6800
 SANDISK CORP                       COM            80004C101     8116   127374 SH       DEFINED 03
127374
 SANDY SPRING BANCORP INC           COM            800363103      270     8250 SH       DEFINED 03
8250
 SANMINA SCI CORP                   COM            800907107     7591   785780 SH       DEFINED 03            785780

 SANMINA SCI CORP                   COM            800907107       46     4738 SH       DEFINED 09
4738
 SAP AKTIENGESELLSCHAFT             SPONSORED ADR  803054204     4140   136133 SH       DEFINED 03
136133
 SAPIENT CORP                       COM            803062108      149    41400 SH       DEFINED 03
41400
 SARA LEE CORP                      COM            803111103    39507  2151815 SH       DEFINED 03
2151815
 SAVIENT PHARMACEUTICALS INC        COM            80517Q100      820   162463 SH       DEFINED 03
162463
 SAVVIS COMMUNICATIONS CORP         COM            805423100       15    13200 SH       DEFINED 03
13200
 SAXON CAPITAL INC                  COM            80556P302      190    11100 SH       DEFINED 03
11100
 SCANA CORP NEW                     COM            80589M102     2911    85005 SH       DEFINED 03             85005

 SCANSOFT INC                       COM            80603P107      170    40595 SH       DEFINED 03
40595
 SCHEIN HENRY INC                   COM            806407102      948    16710 SH       DEFINED 03
16710
 SCHERING PLOUGH CORP               COM            806605101    42806  2808769 SH       DEFINED 03
2808769
 SCHLUMBERGER LTD                   COM            806857108    62698  1295421 SH       DEFINED 03
1295421
 SCHNITZER STL INDS                 CL A           806882106      226     7500 SH       DEFINED 03
7500
 SCHOLASTIC CORP                    COM            807066105      472    16395 SH       DEFINED 03
16395
 SCHOOL SPECIALTY INC               COM            807863105     1233    43724 SH       DEFINED 03
43724
 SCHULMAN A INC                     COM            808194104     1485    93567 SH       DEFINED 03             93567

 SCHWAB CHARLES CORP NEW            COM            808513105    24866  2087802 SH       DEFINED 03
2087802
 SCHWEITZER-MAUDUIT INTL INC        COM            808541106      747    29572 SH       DEFINED 03
29572
 SCICLONE PHARMACEUTICALS INC       COM            80862K104       96    12000 SH       DEFINED 03
12000
 SCIENTIFIC ATLANTA INC             COM            808655104     7467   239711 SH       DEFINED 03
239711
 SCIENTIFIC GAMES CORP              CL A           80874P109      204    17900 SH       DEFINED 03
17900
 SCOTTS CO                          CL A           810186106     3725    68090 SH       DEFINED 03
68090
 SCRIPPS E W CO OHIO                CL A           811054204      760     8930 SH       DEFINED 03
8930
 SCS TRANSN INC                     COM            81111T102      157    10400 SH       DEFINED 03             10400

 SEACHANGE INTL INC                 COM            811699107      159    12700 SH       DEFINED 03
12700
 SEACOAST FINL SVCS CORP            COM            81170Q106     1307    62745 SH       DEFINED 03
62745
 SEACOR SMIT INC                    COM            811904101     1749    48364 SH       DEFINED 03
48364
 SEALED AIR CORP NEW                COM            81211K100     6909   146291 SH       DEFINED 03
146291
 SEARS ROEBUCK & CO                 COM            812387108    31624   723159 SH       DEFINED 03
723159
 SEARS ROEBUCK & CO                 COM            812387108     3196    73094 SH       DEFINED 09
73094
 SECURE COMPUTING CORP              COM            813705100      134    11500 SH       DEFINED 03
11500
 SEEBEYOND TECHNOLOGIES CORP        COM            815704101      108    42500 SH       DEFINED 03             42500

 SELECT MEDICAL CORP                COM            816196109      467    16200 SH       DEFINED 03
16200
 SELECTIVE INS GROUP INC            COM            816300107     2132    71504 SH       DEFINED 03
71504
 SEMTECH CORP                       COM            816850101      859    46408 SH       DEFINED 03
46408
 SEMPRA ENERGY                      COM            816851109    27522   937411 SH       DEFINED 03
937411
 SENIOR HSG PPTYS TR                SH BEN INT     81721M109      347    24100 SH       DEFINED 03
24100
 SENSIENT TECHNOLOGIES CORP         COM            81725T100     2119   100915 SH       DEFINED 03
100915
 SEPRACOR INC                       COM            817315104     2228    80649 SH       DEFINED 03
80649
 SEQUA CORPORATION                  CL A           817320104      206     4821 SH       DEFINED 03              4821

 SERENA SOFTWARE INC                COM            817492101     1813    98289 SH       DEFINED 03
98289
 SEROLOGICALS CORP                  COM            817523103      174    13200 SH       DEFINED 03
13200
 SERVICE CORP INTL                  COM            817565104      217    47475 SH       DEFINED 03
47475
 SERVICEMASTER CO                   COM            81760N109      368    35833 SH       DEFINED 03
35833
 7-ELEVEN INC                       COM NEW        817826209      249    18100 SH       DEFINED 03
18100
 SHAW GROUP INC                     COM            820280105     1519   144487 SH       DEFINED 03
144487
 SHERWIN WILLIAMS CO                COM            824348106    16075   546571 SH       DEFINED 03
546571
 SHOPKO STORES INC                  COM            824911101     1647   109822 SH       DEFINED 03            109822

 SHUFFLE MASTER INC                 COM            825549108     1114    40978 SH       DEFINED 03
40978
 SHURGARD STORAGE CTRS INC          COM            82567D104     3419    96866 SH       DEFINED 03
96866
 SICOR INC                          COM            825846108     1559    80727 SH       DEFINED 03
80727
 SIEBEL SYS INC                     COM            826170102     7200   737728 SH       DEFINED 03
737728
 SIERRA HEALTH SVCS INC             COM            826322109     2521   122655 SH       DEFINED 03
122655
 SIERRA PAC RES NEW                 COM            826428104      567   116809 SH       DEFINED 03
116809
 SIGMA ALDRICH CORP                 COM            826552101     6335   121473 SH       DEFINED 03
121473
 SILICON LABORATORIES INC           COM            826919102     2153    47923 SH       DEFINED 03             47923

 SILICON GRAPHICS INC               COM            827056102      121   126000 SH       DEFINED 03
126000
 SILICON STORAGE TECHNOLOGY I       COM            827057100      274    31300 SH       DEFINED 03
31300
 SILICON IMAGE INC                  COM            82705T102      185    41000 SH       DEFINED 03
41000
 SILICON VY BANCSHARES              COM            827064106      658    23847 SH       DEFINED 03
23847
 SILICONIX INC                      COM NEW        827079203      276     5500 SH       DEFINED 03
5500
 SIMON PPTY GROUP INC NEW           COM            828806109    12470   286134 SH       DEFINED 03
286134
 SIMPSON MANUFACTURING CO INC       COM            829073105     2637    64485 SH       DEFINED 03
64485
 SINCLAIR BROADCAST GROUP INC       CL A           829226109      179    17500 SH       DEFINED 03             17500

 SIRIUS SATELLITE RADIO INC         COM            82966U103      181    99700 SH       DEFINED 03
99700
 SITEL CORP                         COM            82980K107       24    15500 SH       DEFINED 03
15500
 SIX FLAGS INC                      COM            83001P109      313    59523 SH       DEFINED 03
59523
 SIZELER PPTY INVS INC              COM            830137105      130    12400 SH       DEFINED 03
12400
 SKY FINL GROUP INC                 COM            83080P103      220     9759 SH       DEFINED 03
9759
 SKYLINE CORP                       COM            830830105      708    22121 SH       DEFINED 03
22121
 SKYWEST INC                        COM            830879102     2521   145527 SH       DEFINED 03
145527
 SKYWORKS SOLUTIONS INC             COM            83088M102     3376   370953 SH       DEFINED 03            370953

 SMITH A O                          COM            831865209     2388    85241 SH       DEFINED 03
85241
 SMITH INTL INC                     COM            832110100     1656    46034 SH       DEFINED 03
46034
 SMITHFIELD FOODS INC               COM            832248108     2248   117066 SH       DEFINED 03
117066
 SMUCKER J M CO                     COM NEW        832696405      791    18760 SH       DEFINED 03
18760
 SMURFIT-STONE CONTAINER CORP       COM            832727101      397    26586 SH       DEFINED 03
26586
 SNAP ON INC                        COM            833034101     9498   343523 SH       DEFINED 03
343523
 SOHU COM INC                       COM            83408W103      973    31200 SH       DEFINED 03
31200
 SOLA INTL INC                      COM            834092108     1233    77077 SH       DEFINED 03             77077

 SOLECTRON CORP                     COM            834182107    10021  1712923 SH       DEFINED 03
1712923
 SOLUTIA INC                        COM            834376105      218    54580 SH       DEFINED 03
54580
 SOMERA COMMUNICATION               COM            834458101       22    11800 SH       DEFINED 03
11800
 SONIC CORP                         COM            835451105     2600   103160 SH       DEFINED 03
103160
 SONIC AUTOMOTIVE INC               CL A           83545G102      318    13200 SH       DEFINED 03
13200
 SONICWALL INC                      COM            835470105      145    25000 SH       DEFINED 03
25000
 SONOCO PRODS CO                    COM            835495102     1417    64547 SH       DEFINED 03
64547
 SOTHEBYS HLDGS INC                 CL A           835898107      409    37797 SH       DEFINED 03             37797

 SONUS NETWORKS INC                 COM            835916107      638    92100 SH       DEFINED 03
92100
 SOURCECORP                         COM            836167106     1381    59335 SH       DEFINED 03
59335
 SOUTH FINL GROUP INC               COM            837841105     3023   120778 SH       DEFINED 03
120778
 SOUTHERN CO                        COM            842587107    43193  1471648 SH       DEFINED 03
1471648
 SOUTHERN PERU COPPER CORP          COM            843611104      206     9300 SH       DEFINED 03
9300
 SOUTHERN UN CO NEW                 COM            844030106     3502   205976 SH       DEFINED 03
205976
 SOUTHTRUST CORP                    COM            844730101    34749  1183548 SH       DEFINED 03
1183548
 SOUTHWEST AIRLS CO                 COM            844741108    21782  1230611 SH       DEFINED 03           1230611

 SOUTHWEST BANCORPORATION TEX       COM            84476R109     3065    84004 SH       DEFINED 03
84004
 SOUTHWEST GAS CORP                 COM            844895102     2103    92628 SH       DEFINED 03
92628
 SOUTHWESTERN ENERGY CO             COM            845467109     1564    86411 SH       DEFINED 03
86411
 SOVEREIGN BANCORP INC              COM            845905108     3564   192107 SH       DEFINED 03
192107
 SPANISH BROADCASTING SYS INC       CL A           846425882      121    14200 SH       DEFINED 03
14200
 SPARTECH CORP                      COM NEW        847220209      260    12200 SH       DEFINED 03
12200
 SPECTRALINK CORP                   COM            847580107     1114    59620 SH       DEFINED 03
59620
 SPHERION CORP                      COM            848420105     1138   163528 SH       DEFINED 03            163528

 SPINNAKER EXPL CO                  COM            84855W109     3316   138162 SH       DEFINED 03
138162
 SPORTS AUTH INC NEW                COM            84917U109      291     9256 SH       DEFINED 03
9256
 SPORTS RESORTS INTL INC            COM            84918U108       53    10500 SH       DEFINED 03
10500
 SPRINT CORP                        COM FON GROUP  852061100    44261  2931212 SH       DEFINED 03
2931212
 SPRINT CORP                        PCS COM SER 1  852061506     8895  1552298 SH       DEFINED 03
1552298
 STAGE STORES INC                   COM NEW        85254C305      224     8800 SH       DEFINED 03
8800
 STAMPS COM INC                     COM            852857101       93    15900 SH       DEFINED 03
15900
 STANCORP FINL GROUP INC            COM            852891100     1215    21149 SH       DEFINED 03             21149

 STANDARD MICROSYSTEMS CORP         COM            853626109     1424    52778 SH       DEFINED 03
52778
 STANDARD MTR PRODS INC             COM            853666105      421    41663 SH       DEFINED 03
41663
 STANDARD PAC CORP NEW              COM            85375C101     6708   176995 SH       DEFINED 03
176995
 STANDARD REGISTER CO               COM            853887107     1154    69528 SH       DEFINED 03
69528
 STANDEX INTL CORP                  COM            854231107      704    28972 SH       DEFINED 03
28972
 STANLEY WKS                        COM            854616109    10378   351551 SH       DEFINED 03
351551
 STAPLES INC                        COM            855030102    17826   747725 SH       DEFINED 03
747725
 STARBUCKS CORP                     COM            855244109    24056   835288 SH       DEFINED 03            835288

 STARTEK INC                        COM            85569C107     1159    36224 SH       DEFINED 03
36224
 STARWOOD HOTELS&RESORTS WRLD       PAIRED CTF     85590A203    10680   306906 SH       DEFINED 03
306906
 STATE STR CORP                     COM            857477103    23063   512506 SH       DEFINED 03
512506
 STATEN IS BANCORP INC              COM            857550107     2948   151581 SH       DEFINED 03
151581
 STATION CASINOS INC                COM            857689103     5781   188909 SH       DEFINED 03
188909
 STEAK N SHAKE CO                   COM            857873103     1097    73616 SH       DEFINED 03
73616
 STEEL DYNAMICS INC                 COM            858119100     1836   120687 SH       DEFINED 03
120687
 STEEL TECHNOLOGIES INC             COM            858147101      248    19870 SH       DEFINED 03             19870

 STEIN MART INC                     COM            858375108      504    93319 SH       DEFINED 03
93319
 STERLING BANCSHARES INC            COM            858907108     1380   115687 SH       DEFINED 03
115687
 STERICYCLE INC                     COM            858912108     2496    52828 SH       DEFINED 03
52828
 STERIS CORP                        COM            859152100     2032    88252 SH       DEFINED 03
88252
 STEWART & STEVENSON SVCS INC       COM            860342104     1098    73082 SH       DEFINED 03
73082
 STEWART ENTERPRISES INC            CL A           860370105      179    47100 SH       DEFINED 03
47100
 STEWART INFORMATION SVCS COR       COM            860372101     1896    67131 SH       DEFINED 03
67131
 STILLWATER MNG CO                  COM            86074Q102      107    16997 SH       DEFINED 03             16997

 STMICROELECTRONICS N V             NY REGISTRY    861012102     5209   216586 SH       DEFINED 03
216586
 STONE ENERGY CORP                  COM            861642106     2681    75979 SH       DEFINED 03
75979
 STORAGE TECHNOLOGY CORP            COM PAR $0.10  862111200     2878   119221 SH       DEFINED 03
119221
 STORAGE COMPUTER CORP              COM            86211A101       12    25258 SH       DEFINED 03
25258
 STRATEX NETWORKS INC               COM            86279T109      197    51200 SH       DEFINED 03
51200
 STRAYER ED INC                     COM            863236105      551     5700 SH       DEFINED 03
5700
 STRIDE RITE CORP                   COM            863314100     1143   105803 SH       DEFINED 03
105803
 STRYKER CORP                       COM            863667101    54840   728191 SH       DEFINED 03            728191

 STUDENT LN CORP                    COM            863902102      334     2800 SH       DEFINED 03
2800
 STURM RUGER & CO INC               COM            864159108      773    74867 SH       DEFINED 03
74867
 SUN COMMUNITIES INC                COM            866674104      229     5800 SH       DEFINED 03
5800
 SUN MICROSYSTEMS INC               COM            866810104    16669  5036068 SH       DEFINED 03
5036068
 SUN MICROSYSTEMS INC               COM            866810104     3256   983606 SH       DEFINED 09
983606
 SUNGARD DATA SYS INC               COM            867363103    11394   433070 SH       DEFINED 03
433070
 SUNOCO INC                         COM            86764P109     6900   171552 SH       DEFINED 03
171552
 SUNOCO INC                         COM            86764P109     2520    62652 SH       DEFINED 09             62652

 SUNRISE SENIOR LIVING INC          COM            86768K106     1736    66194 SH       DEFINED 03
66194
 SUNTRUST BKS INC                   COM            867914103    44482   736824 SH       DEFINED 03
736824
 SUPERCONDUCTOR TECHNOLOGIES        COM            867931107       64    16600 SH       DEFINED 03
16600
 SUPERGEN INC                       COM            868059106       98    13100 SH       DEFINED 03
13100
 SUPERIOR ENERGY SVCS INC           COM            868157108      187    19100 SH       DEFINED 03
19100
 SUPERIOR INDS INTL INC             COM            868168105      587    14472 SH       DEFINED 03
14472
 SUPERTEX INC                       COM            868532102      540    30096 SH       DEFINED 03
30096
 SUPERVALU INC                      COM            868536103    15172   635882 SH       DEFINED 03            635882

 SUPPORTSOFT INC                    COM            868587106      151    13500 SH       DEFINED 03
13500
 SUREBEAM CORP                      CL A           86866R102       47    33328 SH       DEFINED 03
33328
 SUREWEST COMMUNICATIONS            COM            868733106      243     7300 SH       DEFINED 03
7300
 SURMODICS INC                      COM            868873100     1352    50404 SH       DEFINED 03
50404
 SUSQUEHANNA BANCSHARES INC P       COM            869099101     2521    98082 SH       DEFINED 03
98082
 SWIFT ENERGY CO                    COM            870738101     1057    74916 SH       DEFINED 03
74916
 SWIFT TRANSN CO                    COM            870756103     1531    67480 SH       DEFINED 03
67480
 SYBASE INC                         COM            871130100     2924   171900 SH       DEFINED 03            171900

 SYBRON DENTAL SPECIALTIES IN       COM            871142105     3004   119838 SH       DEFINED 03
119838
 SYCAMORE NETWORKS INC              COM            871206108      438    89400 SH       DEFINED 03
89400
 SYKES ENTERPRISES INC              COM            871237103      136    20500 SH       DEFINED 03
20500
 SYLVAN LEARNING SYS INC            COM            871399101     2572    93844 SH       DEFINED 03
93844
 SYMANTEC CORP                      COM            871503108    20955   331625 SH       DEFINED 03
331625
 SYMBOL TECHNOLOGIES INC            COM            871508107     4706   393768 SH       DEFINED 03
393768
 SYMMETRICOM INC                    COM            871543104      697   110038 SH       DEFINED 03
110038
 SYMYX TECHNOLOGIES                 COM            87155S108      306    14200 SH       DEFINED 03             14200

 SYNOPSYS INC                       COM            871607107     3371   109049 SH       DEFINED 03
109049
 SYNOVUS FINL CORP                  COM            87161C105    11577   463262 SH       DEFINED 03
463262
 SYNTEL INC                         COM            87162H103      257    11250 SH       DEFINED 03
11250
 SYSCO CORP                         COM            871829107    36633  1119932 SH       DEFINED 03
1119932
 SYSCO CORP                         COM            871829107      894    27335 SH       DEFINED 09
27335
 SYSTEMS & COMPUTER TECHNOLOG       COM            871873105      845    80975 SH       DEFINED 03
80975
 TBC CORP                           COM            872180104     1309    52247 SH       DEFINED 03
52247
 TCF FINL CORP                      COM            872275102     3352    69908 SH       DEFINED 03             69908

 TECO ENERGY INC                    COM            872375100     3635   263001 SH       DEFINED 03
263001
 THQ INC                            COM NEW        872443403     1813   110776 SH       DEFINED 03
110776
 TJX COS INC NEW                    COM            872540109    15818   814499 SH       DEFINED 03
814499
 TXU CORP                           COM            873168108    24186  1026553 SH       DEFINED 03
1026553
 TAIWAN SEMICONDUCTOR MFG LTD       SPONSORED ADR  874039100      478    44137 SH       DEFINED 03
44137
 TAKE-TWO INTERACTIVE SOFTWAR       COM            874054109     3862   113052 SH       DEFINED 03
113052
 TALBOTS INC                        COM            874161102      279     8000 SH       DEFINED 03
8000
 TALK AMERICA HLDGS INC             COM NEW        87426R202      123    10766 SH       DEFINED 03             10766

 TALX CORP                          COM            874918105     1286    51920 SH       DEFINED 03
51920
 TARGET CORP                        COM            87612E106    52937  1406772 SH       DEFINED 03
1406772
 TARGET CORP                        COM            87612E106     3413    90686 SH       DEFINED 09
90686
 TAUBMAN CTRS INC                   COM            876664103      449    22900 SH       DEFINED 03
22900
 TECH DATA CORP                     COM            878237106     1870    60609 SH       DEFINED 03
60609
 TECHNE CORP                        COM            878377100     6947   218523 SH       DEFINED 03
218523
 TECHNITROL INC                     COM            878555101     1982   107652 SH       DEFINED 03
107652
 TECUMSEH PRODS CO                  CL A           878895200     1560    41800 SH       DEFINED 03             41800

 TEKELEC                            COM            879101103      395    25200 SH       DEFINED 03
25200
 TEKTRONIX INC                      COM            879131100     7080   286042 SH       DEFINED 03
286042
 TELEDYNE TECHNOLOGIES INC          COM            879360105     1411    96984 SH       DEFINED 03
96984
 TELEFLEX INC                       COM            879369106      569    13112 SH       DEFINED 03
13112
 TELEFONOS DE MEXICO S A            SPON ADR ORD L 879403780        3       90 SH       DEFINED 03
90
 TELEFONOS DE MEXICO S A            SPON ADR ORD L 879403780     2743    89800 SH       DEFINED 10
89800
 TELEPHONE & DATA SYS INC           COM            879433100     2193    38794 SH       DEFINED 03
38794
 TELIK INC                          COM            87959M109      371    18500 SH       DEFINED 03             18500

 TELLABS INC                        COM            879664100     4270   626811 SH       DEFINED 03
626811
 TELLIUM INC                        COM            87967E107       46    33900 SH       DEFINED 03
33900
 TEMPLE INLAND INC                  COM            879868107    10334   212863 SH       DEFINED 03
212863
 TELETECH HOLDINGS INC              COM            879939106      142    22600 SH       DEFINED 03
22600
 TENET HEALTHCARE CORP              COM            88033G100    17763  1226755 SH       DEFINED 03
1226755
 TENNECO AUTOMOTIVE INC             COM            880349105      110    17413 SH       DEFINED 03
17413
 TERADYNE INC                       COM            880770102     5419   291347 SH       DEFINED 03
291347
 TERAYON COMMUNICATION SYS          COM            880775101      182    31600 SH       DEFINED 03             31600

 TEREX CORP NEW                     COM            880779103      311    16800 SH       DEFINED 03
16800
 TERREMARK WORLDWIDE INC            COM            881448104       24    33800 SH       DEFINED 03
33800
 TESORO PETE CORP                   COM            881609101      582    68800 SH       DEFINED 03
68800
 TEVA PHARMACEUTICAL INDS LTD       ADR            881624209     4110    71861 SH       DEFINED 03
71861
 TETRA TECHNOLOGIES INC DEL         COM            88162F105     2197   106547 SH       DEFINED 03
106547
 TETRA TECH INC NEW                 COM            88162G103     2788   139539 SH       DEFINED 03
139539
 TEXAS INDS INC                     COM            882491103     1462    59426 SH       DEFINED 03
59426
 TEXAS INSTRS INC                   COM            882508104    68804  3017737 SH       DEFINED 03           3017737

 TEXAS INSTRS INC                   COM            882508104       32     1389 SH       DEFINED 09
1389
 TEXAS REGL BANCSHARES INC          CL A VTG       882673106      323     9569 SH       DEFINED 03
9569
 TEXTRON INC                        COM            883203101    16590   420540 SH       DEFINED 03
420540
 THERAGENICS CORP                   COM            883375107      441    77416 SH       DEFINED 03
77416
 THERASENSE INC                     COM            883381105      181    14500 SH       DEFINED 03
14500
 THERMO ELECTRON CORP               COM            883556102    10419   480136 SH       DEFINED 03
480136
 THOMAS & BETTS CORP                COM            884315102     1805   113869 SH       DEFINED 03
113869
 THOMAS INDS INC                    COM            884425109     1241    43520 SH       DEFINED 03             43520

 THOR INDS INC                      COM            885160101     3818    70683 SH       DEFINED 03
70683
 THORATEC CORP                      COM NEW        885175307      327    19254 SH       DEFINED 03
19254
 THORNBURG MTG INC                  COM            885218107      212     8350 SH       DEFINED 03
8350
 3COM CORP                          COM            885535104      694   117358 SH       DEFINED 03
117358
 THREE FIVE SYS INC                 COM            88554L108      285    51651 SH       DEFINED 03
51651
 3M CO                              COM            88579Y101   120689  1747345 SH       DEFINED 03
1747345
 TIBCO SOFTWARE INC                 COM            88632Q103      268    50100 SH       DEFINED 03
50100
 TIDEWATER INC                      COM            886423102     1007    35599 SH       DEFINED 03             35599

 TIFFANY & CO NEW                   COM            886547108    13733   367893 SH       DEFINED 03
367893
 TIMBERLAND CO                      CL A           887100105     2173    50946 SH       DEFINED 03
50946
 TIME WARNER TELECOM INC            CL A           887319101      267    28800 SH       DEFINED 03
28800
 TIMKEN CO                          COM            887389104     2816   184762 SH       DEFINED 03
184762
 TITAN CORP                         COM            888266103     1221    58571 SH       DEFINED 03
58571
 TIVO INC                           COM            888706108       77    10400 SH       DEFINED 03
10400
 TOLL BROTHERS INC                  COM            889478103     1436    47200 SH       DEFINED 03
47200
 TOLLGRADE COMMUNICATIONS INC       COM            889542106      582    36233 SH       DEFINED 03             36233

 TOO INC                            COM            890333107     1451    98490 SH       DEFINED 03
98490
 TOOTSIE ROLL INDS INC              COM            890516107      533    17194 SH       DEFINED 03
17194
 TOPPS INC                          COM            890786106      142    14600 SH       DEFINED 03
14600
 TORCHMARK CORP                     COM            891027104    16999   418274 SH       DEFINED 03
418274
 TORO CO                            COM            891092108     2959    65762 SH       DEFINED 03
65762
 TOTAL S A                          SPONSORED ADR  89151E109    10524   138838 SH       DEFINED 03
138838
 TOWER AUTOMOTIVE INC               COM            891707101      696   154574 SH       DEFINED 03
154574
 TOTAL SYS SVCS INC                 COM            891906109      589    22350 SH       DEFINED 03             22350

 TOYS R US INC                      COM            892335100    12422  1032568 SH       DEFINED 03
1032568
 TRACTOR SUPPLY CO                  COM            892356106     3177    96845 SH       DEFINED 03
96845
 TRAMMELL CROW CO                   COM            89288R106      205    16500 SH       DEFINED 03
16500
 TRANSACTION SYS ARCHITECTS         CL A           893416107      385    23222 SH       DEFINED 03
23222
 TRANSATLANTIC HLDGS INC            COM            893521104      364     5125 SH       DEFINED 03
5125
 TRANSKARYOTIC THERAPIES INC        COM            893735100      147    14000 SH       DEFINED 03
14000
 TRANSMETA CORP DEL                 COM            89376R109      136    47500 SH       DEFINED 03
47500
 TRANSPRO INC                       COM            893885103       41    10065 SH       DEFINED 03             10065

 TRAVELERS PPTY CAS CORP NEW        CL A           89420G109     5720   360184 SH       DEFINED 03
360184
 TRAVELERS PPTY CAS CORP NEW        CL B           89420G406    51629  3251184 SH       DEFINED 03
3251184
 TREDEGAR CORP                      COM            894650100     1416    94069 SH       DEFINED 03
94069
 TREX INC                           COM            89531P105     1580    50900 SH       DEFINED 03
50900
 TRIAD HOSPITALS INC                COM            89579K109      986    32579 SH       DEFINED 03
32579
 TRIARC COS INC                     CL B SER 1     895927309     1446   139052 SH       DEFINED 03
139052
 TRIBUNE CO NEW                     COM            896047107    29414   640818 SH       DEFINED 03
640818
 TRIMBLE NAVIGATION LTD             COM            896239100     1977    85758 SH       DEFINED 03             85758

 TRIMERIS INC                       COM            896263100      203     8100 SH       DEFINED 03
8100
 TRINITY INDS INC                   COM            896522109     3123   120804 SH       DEFINED 03
120804
 TRIQUINT SEMICONDUCTOR INC         COM            89674K103      541    95726 SH       DEFINED 03
95726
 TRIUMPH GROUP INC NEW              COM            896818101     1129    37900 SH       DEFINED 03
37900
 TRIZEC PROPERTIES INC              COM            89687P107      262    21400 SH       DEFINED 03
21400
 TRIZETTO GROUP INC                 COM            896882107      152    22700 SH       DEFINED 03
22700
 TRUST CO NJ JERSEY CITY NEW        COM            898304100      390    12200 SH       DEFINED 03
12200
 TRUSTCO BK CORP N Y                COM            898349105     2308   186750 SH       DEFINED 03            186750

 TRUSTMARK CORP                     COM            898402102      206     7600 SH       DEFINED 03
7600
 TUESDAY MORNING CORP               COM NEW        899035505      292    10500 SH       DEFINED 03
10500
 TULARIK INC                        COM            899165104      204    20400 SH       DEFINED 03
20400
 TUPPERWARE CORP                    COM            899896104     6475   483960 SH       DEFINED 03
483960
 TURNSTONE SYSTEMS INC              COM            900423104       39    13500 SH       DEFINED 03
13500
 21ST CENTY INS GROUP               COM            90130N103      193    14000 SH       DEFINED 03
14000
 II VI INC                          COM            902104108      382    19100 SH       DEFINED 03
19100
 TYCO INTL LTD NEW                  COM            902124106   112417  5502541 SH       DEFINED 03           5502541

 TYLER TECHNOLOGIES INC             COM            902252105      215    30400 SH       DEFINED 03
30400
 TYSON FOODS INC                    CL A           902494103     9171   649070 SH       DEFINED 03
649070
 UCBH HOLDINGS INC                  COM            90262T308     3962   131121 SH       DEFINED 03
131121
 UGI CORP NEW                       COM            902681105     3305   114243 SH       DEFINED 03
114243
 UGC EUROPE INC                     COM            90268P102     3664    69882 SH       DEFINED 03
69882
 UICI                               COM            902737105     1402   111804 SH       DEFINED 03
111804
 UIL HLDG CORP                      COM            902748102     1329    37968 SH       DEFINED 03
37968
 UMB FINL CORP                      COM            902788108      439     9302 SH       DEFINED 03              9302

 UST INC                            COM            902911106    11337   322245 SH       DEFINED 03
322245
 UST INC                            COM            902911106     1270    36088 SH       DEFINED 09
36088
 US BANCORP DEL                     COM NEW        902973304   125989  5251747 SH       DEFINED 03
5251747
 URS CORP NEW                       COM            903236107     1554    80115 SH       DEFINED 03
80115
 U S G CORP                         COM NEW        903293405      351    20342 SH       DEFINED 03
20342
 USEC INC                           COM            90333E108      300    46000 SH       DEFINED 03
46000
 US ONCOLOGY INC                    COM            90338W103     2545   348093 SH       DEFINED 03
348093
 UBIQUITEL INC                      COM            903474302       18    11400 SH       DEFINED 03             11400

 ULTIMATE ELECTRS INC               COM            903849107      307    32642 SH       DEFINED 03
32642
 ULTRA PETROLEUM CORP               COM            903914109      153    11000 SH       DEFINED 03
11000
 ULTRATECH INC                      COM            904034105     2310    81851 SH       DEFINED 03
81851
 UMPQUA HLDGS CORP                  COM            904214103      328    17256 SH       DEFINED 03
17256
 UNIFI INC                          COM            904677101      259    54036 SH       DEFINED 03
54036
 UNILEVER N V                       N Y SHS NEW    904784709      246     4150 SH       DEFINED 03
4150
 UNION PAC CORP                     COM            907818108    39596   680691 SH       DEFINED 03
680691
 UNION PAC CORP                     COM            907818108     1752    30123 SH       DEFINED 09             30123

 UNION PLANTERS CORP                COM            908068109    15299   483533 SH       DEFINED 03
483533
 UNIONBANCAL CORP                   COM            908906100     1429    28810 SH       DEFINED 03
28810
 UNISOURCE ENERGY CORP              COM            909205106     1723    90573 SH       DEFINED 03
90573
 UNISYS CORP                        COM            909214108    13584  1003997 SH       DEFINED 03
1003997
 UNIT CORP                          COM            909218109     4336   230130 SH       DEFINED 03
230130
 UNITED CMNTY FINL CORP OHIO        COM            909839102      122    12300 SH       DEFINED 03
12300
 UNITED BANKSHARES INC WEST V       COM            909907107     3019   100814 SH       DEFINED 03
100814
 UNITED DEFENSE INDS INC            COM            91018B104      460    16200 SH       DEFINED 03             16200

 UNITED DOMINION REALTY TR IN       COM            910197102      712    38900 SH       DEFINED 03
38900
 UNITED MICROELECTRONICS CORP       SPONSORED ADR  910873207      192    42662 SH       DEFINED 03
42662
 UNITED NATL BANCORP N J            COM            910909100      272     8200 SH       DEFINED 03
8200
 UNITED NAT FOODS INC               COM            911163103     1684    50731 SH       DEFINED 03
50731
 UNITED ONLINE INC                  COM            911268100      627    18023 SH       DEFINED 03
18023
 UNITED PARCEL SERVICE INC          CL B           911312106   144014  2257268 SH       DEFINED 03
2257268
 UNITED RENTALS INC                 COM            911363109      705    43809 SH       DEFINED 03
43809
 UNITED STATES CELLULAR CORP        COM            911684108      253     8700 SH       DEFINED 03              8700

 UNITED STATES STL CORP NEW         COM            912909108     8082   439740 SH       DEFINED 03
439740
 UNITED STATIONERS INC              COM            913004107     3630    96312 SH       DEFINED 03
96312
 UNITED SURGICAL PARTNERS INT       COM            913016309      354    12500 SH       DEFINED 03
12500
 UNITED TECHNOLOGIES CORP           COM            913017109    94876  1227686 SH       DEFINED 03
1227686
 UNITEDHEALTH GROUP INC             COM            91324P102    90712  1802704 SH       DEFINED 03
1802704
 UNITRIN INC                        COM            913275103     1188    38990 SH       DEFINED 03
38990
 UNIVERSAL COMPRESSION HLDGS        COM            913431102      273    12700 SH       DEFINED 03
12700
 UNIVERSAL CORP VA                  COM            913456109      481    11419 SH       DEFINED 03             11419

 UNIVERSAL FST PRODS INC            COM            913543104     1495    60935 SH       DEFINED 03
60935
 UNIVERSAL HLTH SVCS INC            CL B           913903100     9454   191173 SH       DEFINED 03
191173
 UNIVISION COMMUNICATIONS INC       CL A           914906102    16134   505303 SH       DEFINED 03
505303
 UNOCAL CORP                        COM            915289102    18512   587309 SH       DEFINED 03
587309
 UNIZAN FINANCIAL CORP              COM            91528W101      329    16487 SH       DEFINED 03
16487
 UNOVA INC                          COM            91529B106      464    31640 SH       DEFINED 03
31640
 UNUMPROVIDENT CORP                 COM            91529Y106    19884  1346275 SH       DEFINED 03
1346275
 URBAN OUTFITTERS INC               COM            917047102     2310    88656 SH       DEFINED 03             88656

 USF CORP                           COM            91729Q101     2409    76246 SH       DEFINED 03
76246
 VCA ANTECH INC                     COM            918194101      276    11700 SH       DEFINED 03
11700
 V F CORP                           COM            918204108    16646   427802 SH       DEFINED 03
427802
 VALASSIS COMMUNICATIONS INC        COM            918866104     1606    60829 SH       DEFINED 03
60829
 VALHI INC NEW                      COM            918905100      239    21250 SH       DEFINED 03
21250
 VALENCE TECHNOLOGY INC             COM            918914102       44    12900 SH       DEFINED 03
12900
 VALERO ENERGY CORP NEW             COM            91913Y100     5142   134359 SH       DEFINED 03
134359
 VALLEY NATL BANCORP                COM            919794107      311    11156 SH       DEFINED 03             11156

 VALMONT INDS INC                   COM            920253101     1132    57206 SH       DEFINED 03
57206
 VALSPAR CORP                       COM            920355104     1908    40906 SH       DEFINED 03
40906
 VALUECLICK INC                     COM            92046N102      394    46859 SH       DEFINED 03
46859
 VANS INC                           COM            921930103      175    16100 SH       DEFINED 03
16100
 VARCO INTL INC DEL                 COM            922122106      578    34193 SH       DEFINED 03
34193
 VARIAN INC                         COM            922206107      631    20100 SH       DEFINED 03
20100
 VARIAN SEMICONDUCTOR EQUIPMN       COM            922207105     3216    85887 SH       DEFINED 03
85887
 VARIAN MED SYS INC                 COM            92220P105     6426   111796 SH       DEFINED 03            111796

 VASTERA INC                        COM            92239N109      114    22100 SH       DEFINED 03
22100
 VECTREN CORP                       COM            92240G101      783    33160 SH       DEFINED 03
33160
 VEECO INSTRS INC DEL               COM            922417100     1391    69738 SH       DEFINED 03
69738
 VENTAS INC                         COM            92276F100      630    36779 SH       DEFINED 03
36779
 VERITAS SOFTWARE CO                COM            923436109    20308   644300 SH       DEFINED 03
644300
 VERITY INC                         COM            92343C106     1191    90871 SH       DEFINED 03
90871
 VERISIGN INC                       COM            92343E102      777    57707 SH       DEFINED 03
57707
 VERITAS DGC INC                    COM            92343P107      770    96453 SH       DEFINED 03             96453

 VERIZON COMMUNICATIONS             COM            92343V104   211193  6510261 SH       DEFINED 03
6510261
 VERSO TECHNOLOGIES INC             COM            925317109      111    30000 SH       DEFINED 03
30000
 VERTEX PHARMACEUTICALS INC         COM            92532F100      641    52108 SH       DEFINED 03
52108
 VIACOM INC                         CL B           925524308   169032  4413369 SH       DEFINED 03
4413369
 VIAD CORP                          COM            92552R109     1687    70655 SH       DEFINED 03
70655
 VIASAT INC                         COM            92552V100     1161    65078 SH       DEFINED 03
65078
 VIASYS HEALTHCARE INC              COM NEW        92553Q209     1453    71955 SH       DEFINED 03
71955
 VICOR CORP                         COM            925815102      943    98815 SH       DEFINED 03             98815

 VICURON PHARMACEUTICALS INC        COM            926471103      287    16200 SH       DEFINED 03
16200
 VIGNETTE CORP                      COM            926734104      240   104144 SH       DEFINED 03
104144
 VINTAGE PETE INC                   COM            927460105     1886   173324 SH       DEFINED 03
173324
 VISHAY INTERTECHNOLOGY INC         COM            928298108     1226    69975 SH       DEFINED 03
69975
 VISTEON CORP                       COM            92839U107     1765   267485 SH       DEFINED 03
267485
 VISX INC DEL                       COM            92844S105      871    45743 SH       DEFINED 03
45743
 VITAL SIGNS INC                    COM            928469105      956    32900 SH       DEFINED 03
32900
 VITALWORKS INC                     COM            928483106       87    16500 SH       DEFINED 03             16500

 VITESSE SEMICONDUCTOR CORP         COM            928497106      806   125727 SH       DEFINED 03
125727
 VIVUS INC                          COM            928551100       90    25700 SH       DEFINED 03
25700
 VODAFONE GROUP PLC NEW             SPONSORED ADR  92857W100      619    30546 SH       DEFINED 03
30546
 VOLT INFORMATION SCIENCES IN       COM            928703107      596    36091 SH       DEFINED 03
36091
 VORNADO RLTY TR                    SH BEN INT     929042109      543    11300 SH       DEFINED 03
11300
 VULCAN MATLS CO                    COM            929160109     6057   151754 SH       DEFINED 03
151754
 WD-40 CO                           COM            929236107     1593    50104 SH       DEFINED 03
50104
 WFS FINL INC                       COM            92923B106      330     8900 SH       DEFINED 03              8900

 WCI CMNTYS INC                     COM            92923C104     1171    70997 SH       DEFINED 03
70997
 WGL HLDGS INC                      COM            92924F106     1181    42812 SH       DEFINED 03
42812
 W HLDG CO INC                      COM            929251106      435    24300 SH       DEFINED 03
24300
 W-H ENERGY SVCS INC                COM            92925E108     1221    68599 SH       DEFINED 03
68599
 WJ COMMUNICATIONS INC              COM            929284107       72    17300 SH       DEFINED 03
17300
 WMS INDS INC                       COM            929297109     1592    70269 SH       DEFINED 03
70269
 WPS RESOURCES CORP                 COM            92931B106      422    10250 SH       DEFINED 03
10250
 WABASH NATL CORP                   COM            929566107     2622   164412 SH       DEFINED 03            164412

 WABTEC CORP                        COM            929740108      212    13400 SH       DEFINED 03
13400
 WACHOVIA CORP 2ND NEW              COM            929903102   158724  3853454 SH       DEFINED 03
3853454
 WADDELL & REED FINL INC            CL A           930059100     1411    59856 SH       DEFINED 03
59856
 WAL MART STORES INC                COM            931142103   504555  9034118 SH       DEFINED 03
9034118
 WALGREEN CO                        COM            931422109    48327  1577259 SH       DEFINED 03
1577259
 WALTER INDS INC                    COM            93317Q105      193    18000 SH       DEFINED 03
18000
 WARNACO GROUP INC                  CL A NEW       934390402      335    21500 SH       DEFINED 03
21500
 WASHINGTON FED INC                 COM            938824109      585    23205 SH       DEFINED 03             23205

 WASHINGTON GROUP INTL INC          COM NEW        938862208      243     9000 SH       DEFINED 03
9000
 WASHINGTON MUT INC                 COM            939322103   124778  3169359 SH       DEFINED 03
3169359
 WASHINGTON POST CO                 CL B           939640108     5636     8475 SH       DEFINED 03
8475
 WASHINGTON REAL ESTATE INVT        SH BEN INT     939653101      545    18800 SH       DEFINED 03
18800
 WASTE CONNECTIONS INC              COM            941053100     2825    80507 SH       DEFINED 03
80507
 WASTE MGMT INC DEL                 COM            94106L109    27151  1037488 SH       DEFINED 03
1037488
 WATCHGUARD TECHNOLOGIES INC        COM            941105108       72    13400 SH       DEFINED 03
13400
 WATERS CORP                        COM            941848103    15552   566959 SH       DEFINED 03            566959

 WATSCO INC                         COM            942622200     1403    73400 SH       DEFINED 03
73400
 WATSON PHARMACEUTICALS INC         COM            942683103     6702   160758 SH       DEFINED 03
160758
 WATSON WYATT & CO HLDGS            CL A           942712100     1941    86248 SH       DEFINED 03
86248
 WATTS INDS INC                     CL A           942749102     1241    70427 SH       DEFINED 03
70427
 WAUSAU-MOSINEE PAPER CORP          COM            943315101      428    35045 SH       DEFINED 03
35045
 WAVE SYSTEMS CORP                  CL A           943526103       31    12200 SH       DEFINED 03
12200
 WAYPOINT FINL CORP                 COM            946756103     1833    91440 SH       DEFINED 03
91440
 WEBEX COMMUNICATIONS INC           COM            94767L109     2051   108624 SH       DEFINED 03            108624

 WEBSENSE INC                       COM            947684106     1225    57311 SH       DEFINED 03
57311
 WEBMETHODS INC                     COM            94768C108      241    30112 SH       DEFINED 03
30112
 WEBMD CORP                         COM            94769M105      314    35050 SH       DEFINED 03
35050
 WEBSTER FINL CORP CONN             COM            947890109     1828    45829 SH       DEFINED 03
45829
 WEIGHT WATCHERS INTL INC NEW       COM            948626106      485    11654 SH       DEFINED 03
11654
 WEINGARTEN RLTY INVS               SH BEN INT     948741103      243     5400 SH       DEFINED 03
5400
 WELLMAN INC                        COM            949702104      753   100298 SH       DEFINED 03
100298
 WELLPOINT HEALTH NETWORK NEW       COM            94973H108    36849   478056 SH       DEFINED 03            478056

 WELLS FARGO & CO NEW               COM            949746101   187384  3638527 SH       DEFINED 03
3638527
 WELLS GARDNER ELECTRS CORP         COM            949765101       55    16079 SH       DEFINED 03
16079
 WENDYS INTL INC                    COM            950590109     6070   187919 SH       DEFINED 03
187919
 WENDYS INTL INC                    COM            950590109     1236    38251 SH       DEFINED 09
38251
 WERNER ENTERPRISES INC             COM            950755108      568    24733 SH       DEFINED 03
24733
 WESBANCO INC                       COM            950810101      313    13300 SH       DEFINED 03
13300
 WESCO FINL CORP                    COM            950817106      306      900 SH       DEFINED 03
900
 WEST PHARMACEUTICAL SVSC INC       COM            955306105      242     7734 SH       DEFINED 03              7734

 WESTAMERICA BANCORPORATION         COM            957090103      704    15834 SH       DEFINED 03
15834
 WESTAR ENERGY INC                  COM            95709T100     3356   181909 SH       DEFINED 03
181909
 WESTELL TECHNOLOGIES INC           CL A           957541105      133    17800 SH       DEFINED 03
17800
 WESTCORP INC                       COM            957907108      308     8800 SH       DEFINED 03
8800
 WESTERN DIGITAL CORP               COM            958102105     1805   140000 SH       DEFINED 03
140000
 WESTERN GAS RES INC                COM            958259103      438    11536 SH       DEFINED 03
11536
 WESTERN WIRELESS CORP              CL A           95988E204     1044    55900 SH       DEFINED 03
55900
 WESTWOOD ONE INC                   COM            961815107     1150    38080 SH       DEFINED 03             38080

 WET SEAL INC                       CL A           961840105      764    75979 SH       DEFINED 03
75979
 WEYERHAEUSER CO                    COM            962166104    24106   412416 SH       DEFINED 03
412416
 WEYERHAEUSER CO                    COM            962166104     2242    38363 SH       DEFINED 09
38363
 WHIRLPOOL CORP                     COM            963320106    15914   234827 SH       DEFINED 03
234827
 WHITNEY HLDG CORP                  COM            966612103     3087    90798 SH       DEFINED 03
90798
 WHOLE FOODS MKT INC                COM            966837106     6438   116623 SH       DEFINED 03
116623
 WILEY JOHN & SONS INC              CL A           968223206      239     9200 SH       DEFINED 03
9200
 WILLIAMS COS INC DEL               COM            969457100     7820   830152 SH       DEFINED 03            830152

 WILLIAMS SONOMA INC                COM            969904101     4843   179515 SH       DEFINED 03
179515
 WILMINGTON TRUST CORP              COM            971807102     1113    36196 SH       DEFINED 03
36196
 WILSON GREATBATCH TECHNOLOGI       COM            972232102     2185    60616 SH       DEFINED 03
60616
 WILTEL COMMUNICATNS GROUP IN       COM            972487102      254    15800 SH       DEFINED 03
15800
 WIND RIVER SYSTEMS INC             COM            973149107      298    52460 SH       DEFINED 03
52460
 WINN DIXIE STORES INC              COM            974280109    12559  1301467 SH       DEFINED 03
1301467
 WINNEBAGO INDS INC                 COM            974637100     1893    42468 SH       DEFINED 03
42468
 WINTRUST FINANCIAL CORP            COM            97650W108     3039    80384 SH       DEFINED 03             80384

 WIRELESS FACILITIES INC            COM            97653A103      155    13000 SH       DEFINED 03
13000
 WISCONSIN ENERGY CORP              COM            976657106     2656    86893 SH       DEFINED 03
86893
 WOLVERINE TUBE INC                 COM            978093102      103    24270 SH       DEFINED 03
24270
 WOLVERINE WORLD WIDE INC           COM            978097103     2146   110615 SH       DEFINED 03
110615
 WOODWARD GOVERNOR CO               COM            980745103     1494    34434 SH       DEFINED 03
34434
 WORTHINGTON INDS INC               COM            981811102     1704   135654 SH       DEFINED 03
135654
 WRIGLEY WM JR CO                   COM            982526105    19314   349263 SH       DEFINED 03
349263
 WRIGLEY WM JR CO                   COM            982526105     2116    38257 SH       DEFINED 09             38257

 WYETH                              COM            983024100   142682  3095055 SH       DEFINED 03
3095055
 WYNDHAM INTL INC                   CL A           983101106       11    19841 SH       DEFINED 03
19841
 XM SATELLITE RADIO HLDGS INC       CL A           983759101      180    11600 SH       DEFINED 03
11600
 X-RITE INC                         COM            983857103      703    61797 SH       DEFINED 03
61797
 XTO ENERGY INC                     COM            98385X106     1375    65511 SH       DEFINED 03
65511
 XCEL ENERGY INC                    COM            98389B100     9520   615414 SH       DEFINED 03
615414
 XILINX INC                         COM            983919101    14950   525846 SH       DEFINED 03
525846
 XILINX INC                         COM            983919101       27      964 SH       DEFINED 09               964

 XEROX CORP                         COM            984121103    22912  2233166 SH       DEFINED 03
2233166
 YAHOO INC                          COM            984332106    59672  1686139 SH       DEFINED 03
1686139
 YANKEE CANDLE INC                  COM            984757104     3271   128391 SH       DEFINED 03
128391
 YELLOW CORP                        COM            985509108     2352    78873 SH       DEFINED 03
78873
 YORK INTL CORP NEW                 COM            986670107     2604    75289 SH       DEFINED 03
75289
 YUM BRANDS INC                     COM            988498101    25763   869794 SH       DEFINED 03
869794
 ZALE CORP NEW                      COM            988858106     3207    72214 SH       DEFINED 03
72214
 ZEBRA TECHNOLOGIES CORP            CL A           989207105     5626   109291 SH       DEFINED 03            109291

 ZENITH NATL INS CORP               COM            989390109     1207    43384 SH       DEFINED 03
43384
 ZIMMER HLDGS INC                   COM            98956P102    19261   349572 SH       DEFINED 03
349572
 ZIONS BANCORPORATION               COM            989701107    13739   245375 SH       DEFINED 03
245375
 ZIX CORP                           COM            98974P100      368    45445 SH       DEFINED 03
45445
 ZORAN CORP                         COM            98975F101      307    15687 SH       DEFINED 03
15687
 ACE LTD                            ORD            G0070K103    22617   683716 SH       DEFINED 03
683716
 ANNUITY AND LIFE RE HLDGS          ORD            G03910109     1183  1028369 SH       DEFINED 03
1028369
 BUNGE LIMITED                      COM            G16962105      294    10700 SH       DEFINED 03             10700

 COOPER INDS LTD                    CL A           G24182100    15038   313106 SH       DEFINED 03
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 EVEREST RE GROUP LTD               COM            G3223R108     5956    79250 SH       DEFINED 03
79250
 GLOBALSANTAFE CORP                 SHS            G3930E101     5150   215016 SH       DEFINED 03
215016
 INGERSOLL-RAND COMPANY LTD         CL A           G4776G101    24516   458764 SH       DEFINED 03
458764
 NABORS INDUSTRIES LTD              SHS            G6359F103    26348   707152 SH       DEFINED 03
707152
 NOBLE CORPORATION                  SHS            G65422100     6983   205438 SH       DEFINED 03
205438
 SEAGATE TECHNOLOGY                 SHS            G7945J104      321    11800 SH       DEFINED 03
11800
 TRANSOCEAN INC                     ORD            G90078109    10289   514451 SH       DEFINED 03            514451

 WEATHERFORD INTERNATIONAL LT       COM            G95089101     3158    83595 SH       DEFINED 03
83595
 WHITE MTNS INS GROUP LTD           COM            G9618E107      356      896 SH       DEFINED 03
896
 WILLIS GROUP HOLDINGS LTD          SHS            G96655108      205     6668 SH       DEFINED 03
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 XL CAP LTD                         CL A           G98255105    20536   265182 SH       DEFINED 03
265182
 XOMA LTD                           ORD            G9825R107       83    11100 SH       DEFINED 03
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 ROYAL CARIBBEAN CRUISES LTD        COM            V7780T103      585    20800 SH       DEFINED 03
20800