UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2001 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: The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Ellen McGlynn Koke Title: Vice President Phone: 973-802-5037 Signature, Place, and Date of Signing: /s/ Ellen McGlynn Koke Newark, New Jersey February 13, 2002 Report Type (Check only one.): 13F Holdings Report List of Other Managers Reporting for this Manager: I am signing this report as required by the Securities Exchange Act of 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 4 Form 13F Information Table Entry Total: 3,135 Form 13F Information Table Value Total: $30,598,074,000.00 List of Other Included Managers: No. 13F File Number Name 0 28-0256 The Prudential Insurance Company of America 1 28-4211 Enhanced Investment Technologies, Inc. 3 28-4217 Prudential Investment Management, Inc. 9 28-6737 Prudential Investment Management Services, LLC Prudential Securities Group Inc., wholly-owned subsidiary of Prudential Financial, Inc., is reporting with respect to securities over which it exercises investment discretion. Jennison Associates, LLC., a wholly-owned subsidiary of Prudential Financial, Inc., is reporting with respect to securities over which it exercises investment discretion. FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT -VOTING AUTHORITY- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- X$1000 PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE AAR CORP COM 000361105 726 80575 SH DEFINED 03 80575 A D C TELECOMMUNICATIONS COM 000886101 197 42900 SH DEFINED 01 42900 A D C TELECOMMUNICATIONS COM 000886101 4950 1075992 SH DEFINED 03 1075992 ACTV INC COM 00088E104 22 11700 SH DEFINED 03 11700 ABM INDS INC COM 000957100 2464 78600 SH DEFINED 03 78600 AFLAC INC COM 001055102 10350 421400 SH DEFINED 01 421400 AFLAC INC COM 001055102 18671 760232 SH DEFINED 03 760232 AGCO CORP COM 001084102 511 32400 SH DEFINED 03 32400 AGL RES INC COM 001204106 1588 69000 SH DEFINED 03 69000 AES CORP COM 00130H105 1236 75600 SH DEFINED 01 75600 AES CORP COM 00130H105 11866 725777 SH DEFINED 03 725777 AES CORP COM 00130H105 63 3882 SH DEFINED 09 3882 AK STL HLDG CORP COM 001547108 1279 112373 SH DEFINED 03 112373 AMB PROPERTY CORP COM 00163T109 101 3900 SH DEFINED 01 3900 AMB PROPERTY CORP COM 00163T109 564 21700 SH DEFINED 03 21700 AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 209 8300 SH DEFINED 03 8300 AMR CORP COM 001765106 5916 265300 SH DEFINED 01 265300 AMR CORP COM 001765106 17471 783456 SH DEFINED 03 783456 AOL TIME WARNER INC COM 00184A105 44598 1389350 SH DEFINED 01 1389350 AOL TIME WARNER INC COM 00184A105 245563 7649944 SH DEFINED 03 7649944 AOL TIME WARNER INC COM 00184A105 289 8998 SH DEFINED 09 8998 APAC CUSTOMER SERVICES INC COM 00185E106 46 17500 SH DEFINED 03 17500 AT&T CORP COM 001957109 26488 1460202 SH DEFINED 01 1460202 AT&T CORP COM 001957109 143115 7889464 SH DEFINED 03 7889464 AT&T CORP COM 001957109 1421 78320 SH DEFINED 09 78320 ATMI INC COM 00207R101 2120 88900 SH DEFINED 03 88900 AT&T WIRELESS SVCS INC COM 00209A106 14271 993096 SH DEFINED 01 993096 AT&T WIRELESS SVCS INC COM 00209A106 87179 6066708 SH DEFINED 03 6066708 AT&T WIRELESS SVCS INC COM 00209A106 362 25203 SH DEFINED 09 25203 AVX CORP NEW COM 002444107 425 18000 SH DEFINED 03 18000 AXT INC COM 00246W103 1056 73175 SH DEFINED 03 73175 AARON RENTS INC COM 002535201 908 55700 SH DEFINED 03 55700 ABBOTT LABS COM 002824100 37175 666817 SH DEFINED 01 666817 ABBOTT LABS COM 002824100 153153 2747132 SH DEFINED 03 2747132 ABERCROMBIE & FITCH CO CL A 002896207 1436 54112 SH DEFINED 03 54112 ABGENIX INC COM 00339B107 155 4600 SH DEFINED 01 4600 ABGENIX INC COM 00339B107 262 7800 SH DEFINED 03 7800 ABGENIX INC COM 00339B107 386 11477 SH DEFINED 09 11477 ACCLAIM ENTMT INC COM PAR $0.02 004325205 123 23150 SH DEFINED 03 23150 ACCREDO HEALTH INC COM 00437V104 5608 141250 SH DEFINED 03 141250 ACLARA BIOSCIENCES INC COM 00461P106 59 11600 SH DEFINED 03 11600 ACTIVISION INC NEW COM NEW 004930202 925 35550 SH DEFINED 03 35550 ACTION PERFORMANCE COS INC COM 004933107 3408 111325 SH DEFINED 03 111325 ACTEL CORP COM 004934105 1396 70100 SH DEFINED 03 70100 ACTUATE CORP COM 00508B102 81 15300 SH DEFINED 03 15300 ACUITY BRANDS INC COM 00508Y102 3539 292515 SH DEFINED 03 292515 ACXIOM CORP COM 005125109 5498 314700 SH DEFINED 03 314700 ADAPTEC INC COM 00651F108 7395 510000 SH DEFINED 03 510000 ADELPHIA BUSINESS SOLUTIONS CL A 006847107 9 16300 SH DEFINED 03 16300 ADELPHIA COMMUNICATIONS CORP CL A 006848105 463 14844 SH DEFINED 03 14844 ADMINISTAFF INC COM 007094105 2376 86700 SH DEFINED 03 86700 ADOBE SYS INC COM 00724F101 11557 372200 SH DEFINED 01 372200 ADOBE SYS INC COM 00724F101 12371 398410 SH DEFINED 03 398410 ADOLOR CORP COM 00724X102 255 14200 SH DEFINED 03 14200 ADTRAN INC COM 00738A106 447 17500 SH DEFINED 03 17500 ADVANCED DIGITAL INFORMATION COM 007525108 268 16700 SH DEFINED 03 16700 ADVANCED MARKETING SVCS INC COM 00753T105 947 51900 SH DEFINED 03 51900 ADVANCED FIBRE COMMUNICATIONS COM 00754A105 223 12600 SH DEFINED 01 12600 ADVANCED FIBRE COMMUNICATIONS COM 00754A105 358 20255 SH DEFINED 03 20255 ADVANCED TISSUE SCIENCES INC COM 00755F103 866 198600 SH DEFINED 03 198600 ADVO INC COM 007585102 2827 65750 SH DEFINED 03 65750 AEROFLEX INC 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BORDERS GROUP INC COM 099709107 687 34647 SH DEFINED 03 34647 BORG WARNER INC COM 099724106 7861 150441 SH DEFINED 03 150441 BORLAND SOFTWARE CORP COM 099849101 307 19600 SH DEFINED 03 19600 BOSTON COMMUNICATIONS GROUP COM 100582105 619 54500 SH DEFINED 03 54500 BOSTON PROPERTIES INC COM 101121101 144 3800 SH DEFINED 01 3800 BOSTON PROPERTIES INC COM 101121101 101510 2671314 SH DEFINED 03 2671314 BOSTON SCIENTIFIC CORP COM 101137107 9361 388100 SH DEFINED 01 388100 BOSTON SCIENTIFIC CORP COM 101137107 13613 564405 SH DEFINED 03 564405 BOWATER INC COM 102183100 62 1300 SH DEFINED 01 1300 BOWATER INC COM 102183100 4894 102600 SH DEFINED 03 102600 BOWNE & CO INC COM 103043105 1386 108250 SH DEFINED 03 108250 BOYDS COLLECTION LTD COM 103354106 73 10800 SH DEFINED 03 10800 BRADY CORP CL A 104674106 2719 74300 SH DEFINED 03 74300 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 230 10900 SH DEFINED 03 10900 BRIGGS & STRATTON CORP COM 109043109 2780 65100 SH DEFINED 03 65100 BRIGHTPOINT INC COM 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1279405 SH DEFINED 03 1279405 BURLINGTON RES INC COM 122014103 6323 168429 SH DEFINED 01 168429 BURLINGTON RES INC COM 122014103 10881 289853 SH DEFINED 03 289853 BUTLER MFG CO DEL COM 123655102 702 25350 SH DEFINED 03 25350 C&D TECHNOLOGIES INC COM 124661109 1979 86600 SH DEFINED 03 86600 CBL & ASSOC PPTYS INC COM 124830100 293 9300 SH DEFINED 03 9300 CBRL GROUP INC COM 12489V106 4434 150600 SH DEFINED 03 150600 CCBT FINL COS INC COM 12500Q102 215 9100 SH DEFINED 03 9100 C COR NET CORP COM 125010108 1730 118725 SH DEFINED 03 118725 C D I CORP COM 125071100 1071 56350 SH DEFINED 03 56350 CDW COMPUTER CTRS INC COM 125129106 505 9400 SH DEFINED 01 9400 CDW COMPUTER CTRS INC COM 125129106 4846 90225 SH DEFINED 03 90225 CEC ENTMT INC COM 125137109 3730 85975 SH DEFINED 03 85975 CH ENERGY GROUP INC COM 12541M102 2168 49875 SH DEFINED 03 49875 C H ROBINSON WORLDWIDE INC COM 12541W100 460 15900 SH DEFINED 01 15900 C H ROBINSON WORLDWIDE INC COM 12541W100 1544 53400 SH DEFINED 03 53400 CIGNA 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8800 SH DEFINED 01 8800 CYTYC CORP COM 232946103 2328 89200 SH DEFINED 03 89200 DDI CORP COM 233162106 137 13900 SH DEFINED 03 13900 DMC STRATEX NETWORKS INC COM 23322L106 1781 228950 SH DEFINED 03 228950 DPL INC COM 233293109 34 1400 SH DEFINED 01 1400 DPL INC COM 233293109 2124 88212 SH DEFINED 03 88212 DQE INC COM 23329J104 846 44700 SH DEFINED 03 44700 D R HORTON INC COM 23331A109 7268 223898 SH DEFINED 03 223898 DST SYS INC DEL COM 233326107 369 7400 SH DEFINED 01 7400 DST SYS INC DEL COM 233326107 8391 168324 SH DEFINED 03 168324 DSP GROUP INC COM 23332B106 586 25200 SH DEFINED 03 25200 DTE ENERGY CO COM 233331107 6579 156863 SH DEFINED 01 156863 DTE ENERGY CO COM 233331107 21416 510631 SH DEFINED 03 510631 DAISYTEK INTL CORP COM 234053106 227 17200 SH DEFINED 03 17200 DAL-TILE INTL INC COM 23426R108 24127 1037723 SH DEFINED 03 1037723 DANA CORP COM 235811106 3095 223001 SH DEFINED 01 223001 DANA CORP COM 235811106 7932 571478 SH DEFINED 03 571478 DANAHER CORP DEL COM 235851102 2816 46700 SH DEFINED 01 46700 DANAHER CORP DEL COM 235851102 12147 201411 SH DEFINED 03 201411 DANAHER CORP DEL COM 235851102 736 12211 SH DEFINED 09 12211 DARDEN RESTAURANTS INC COM 237194105 10992 310500 SH DEFINED 01 310500 DARDEN RESTAURANTS INC COM 237194105 10932 308813 SH DEFINED 03 308813 DATASCOPE CORP COM 238113104 1874 55250 SH DEFINED 03 55250 DAVITA INC COM 23918K108 90 3700 SH DEFINED 01 3700 DAVITA INC COM 23918K108 374 15307 SH DEFINED 03 15307 DAVOX CORP COM 239208101 324 33500 SH DEFINED 03 33500 DEERE & CO COM 244199105 7160 164000 SH DEFINED 01 164000 DEERE & CO COM 244199105 21540 493354 SH DEFINED 03 493354 DEL MONTE FOODS CO COM 24522P103 224 26300 SH DEFINED 03 26300 DELL COMPUTER CORP COM 247025109 19320 710800 SH DEFINED 01 710800 DELL COMPUTER CORP COM 247025109 133709 4919405 SH DEFINED 03 4919405 DELL COMPUTER CORP COM 247025109 18761 690252 SH DEFINED 09 690252 DELPHI AUTOMOTIVE SYS CORP COM 247126105 4777 349687 SH DEFINED 01 349687 DELPHI AUTOMOTIVE SYS CORP COM 247126105 18275 1337877 SH DEFINED 03 1337877 DELPHI FINL GROUP INC CL A 247131105 2154 64677 SH DEFINED 03 64677 DELTA & PINE LD CO COM 247357106 2736 120904 SH DEFINED 03 120904 DELTA AIR LINES INC DEL COM 247361108 1042 35600 SH DEFINED 01 35600 DELTA AIR LINES INC DEL COM 247361108 13227 452064 SH DEFINED 03 452064 DELTIC TIMBER CORP COM 247850100 914 33350 SH DEFINED 03 33350 DELTA WOODSIDE INDS INC NEW COM 247909104 16 18200 SH DEFINED 03 18200 DELUXE CORP COM 248019101 1534 36900 SH DEFINED 01 36900 DELUXE CORP COM 248019101 23974 576585 SH DEFINED 03 576585 DENDRITE INTL INC COM 248239105 1970 140425 SH DEFINED 03 140425 DENTSPLY INTL INC NEW COM 249030107 377 7500 SH DEFINED 01 7500 DENTSPLY INTL INC NEW COM 249030107 4799 95600 SH DEFINED 03 95600 DEPARTMENT 56 INC COM 249509100 415 48300 SH DEFINED 03 48300 DEVELOPERS DIVERSIFIED RLTY CO COM 251591103 300 15700 SH DEFINED 03 15700 DEVON ENERGY CORP NEW COM 25179M103 3278 84800 SH DEFINED 01 84800 DEVON ENERGY CORP 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154600 DIMON INC COM 254394109 822 114125 SH DEFINED 03 114125 DIONEX CORP COM 254546104 1686 66100 SH DEFINED 03 66100 DISNEY WALT CO COM DISNEY 254687106 16663 804200 SH DEFINED 01 804200 DISNEY WALT CO COM DISNEY 254687106 89603 4324463 SH DEFINED 03 4324463 DISNEY WALT CO COM DISNEY 254687106 271 13066 SH DEFINED 09 13066 DIRECT FOCUS INC COM 254931108 318 10200 SH DEFINED 03 10200 DIXIE GROUP INC CL A 255519100 49 10700 SH DEFINED 03 10700 DOBSON COMMUNICATIONS CORP CL A 256069105 118 13800 SH DEFINED 03 13800 DOCUMENTUM INC COM 256159104 237 10900 SH DEFINED 03 10900 DOLE FOOD INC COM 256605106 2026 75500 SH DEFINED 03 75500 DOLLAR GEN CORP COM 256669102 9316 625262 SH DEFINED 01 625262 DOLLAR GEN CORP COM 256669102 6810 457039 SH DEFINED 03 457039 DOLLAR TREE STORES INC COM 256747106 343 11100 SH DEFINED 01 11100 DOLLAR TREE STORES INC COM 256747106 882 28520 SH DEFINED 03 28520 DOMINION RES INC VA NEW COM 25746U109 5144 85586 SH DEFINED 01 85586 DOMINION RES INC VA NEW COM 25746U109 43425 722541 SH DEFINED 03 722541 DONALDSON INC COM 257651109 2257 58100 SH DEFINED 03 58100 DONNELLEY R R & SONS CO COM 257867101 772 26000 SH DEFINED 01 26000 DONNELLEY R R & SONS CO COM 257867101 20754 699031 SH DEFINED 03 699031 DORAL FINL CORP COM 25811P100 889 28500 SH DEFINED 03 28500 DOUBLECLICK INC COM 258609304 121 10710 SH DEFINED 03 10710 DOVER CORP COM 260003108 879 23700 SH DEFINED 01 23700 DOVER CORP COM 260003108 10301 277889 SH DEFINED 03 277889 DOW CHEM CO COM 260543103 9592 283964 SH DEFINED 01 283964 DOW CHEM CO COM 260543103 76973 2278661 SH DEFINED 03 2278661 DOW JONES & CO INC COM 260561105 8155 149000 SH DEFINED 01 149000 DOW JONES & CO INC COM 260561105 7486 136785 SH DEFINED 03 136785 DOWNEY FINL CORP COM 261018105 5616 136134 SH DEFINED 03 136134 DRESS BARN INC COM 261570105 1796 71800 SH DEFINED 03 71800 DREYERS GRAND ICE CREAM INC COM 261878102 539 14000 SH DEFINED 03 14000 DRIL-QUIP INC COM 262037104 1241 51475 SH DEFINED 03 51475 DSL NET INC COM 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A 26816Q101 23427 918715 SH DEFINED 03 918715 EEX CORP COM NEW 26842V207 27 14523 SH DEFINED 03 14523 EGL INC COM 268484102 335 24000 SH DEFINED 03 24000 E M C CORP MASS COM 268648102 12020 894315 SH DEFINED 01 894315 E M C CORP MASS COM 268648102 41724 3104464 SH DEFINED 03 3104464 ENSCO INTL INC COM 26874Q100 37 1500 SH DEFINED 01 1500 ENSCO INTL INC COM 26874Q100 7516 302473 SH DEFINED 03 302473 EOG RES INC COM 26875P101 4064 103900 SH DEFINED 01 103900 EOG RES INC COM 26875P101 5946 152029 SH DEFINED 03 152029 E PIPHANY INC COM 26881V100 224 25750 SH DEFINED 03 25750 ESS TECHNOLOGY INC COM 269151106 3871 182100 SH DEFINED 03 182100 E TRADE GROUP INC COM 269246104 3782 369000 SH DEFINED 03 369000 E Z EM INC CL A 269305207 57 10200 SH DEFINED 03 10200 EARTHLINK INC COM 270321102 134 11045 SH DEFINED 03 11045 EAST WEST BANCORP INC COM 27579R104 2104 81700 SH DEFINED 03 81700 EASTMAN CHEM CO COM 277432100 3996 102400 SH DEFINED 01 102400 EASTMAN CHEM CO COM 277432100 16801 430563 SH 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SH DEFINED 03 184159 ECOLAB INC COM 278865100 772 19177 SH DEFINED 09 19177 EDISON INTL COM 281020107 6590 436400 SH DEFINED 01 436400 EDISON INTL COM 281020107 7052 467026 SH DEFINED 03 467026 EDISON SCHOOLS INC CL A 281033100 220 11200 SH DEFINED 03 11200 EDUCATION MGMT CORP COM 28139T101 6013 165880 SH DEFINED 03 165880 J D EDWARDS & CO COM 281667105 571 34700 SH DEFINED 03 34700 EDWARDS AG INC COM 281760108 137 3100 SH DEFINED 01 3100 EDWARDS AG INC COM 281760108 3478 78751 SH DEFINED 03 78751 EDWARDS LIFESCIENCES CORP COM 28176E108 3479 125902 SH DEFINED 03 125902 EFUNDS CORP COM 28224R101 209 15220 SH DEFINED 03 15220 EL PASO CORP COM 28336L109 6167 138250 SH DEFINED 01 138250 EL PASO CORP COM 28336L109 35277 790785 SH DEFINED 03 790785 EL PASO CORP COM 28336L109 1125 25223 SH DEFINED 09 25223 EL PASO ELEC CO COM NEW 283677854 2234 154100 SH DEFINED 03 154100 ELAN PLC ADR 284131208 446 9900 SH DEFINED 03 9900 ELANTEC SEMICONDUCTOR INC COM 284155108 3145 81900 SH DEFINED 03 81900 ELCOR CORP COM 284443108 2095 75375 SH DEFINED 03 75375 ELECTRO SCIENTIFIC INDS COM 285229100 2439 81275 SH DEFINED 03 81275 ELECTROGLAS INC COM 285324109 1009 68300 SH DEFINED 03 68300 ELECTRONIC ARTS INC COM 285512109 665 11100 SH DEFINED 01 11100 ELECTRONIC ARTS INC COM 285512109 20707 345410 SH DEFINED 03 345410 ELECTRONIC DATA SYS NEW COM 285661104 12956 189000 SH DEFINED 01 189000 ELECTRONIC DATA SYS NEW COM 285661104 73073 1065984 SH DEFINED 03 1065984 ELECTRONICS BOUTIQUE HLDGS CP COM 286045109 627 15700 SH DEFINED 03 15700 ELECTRONICS FOR IMAGING INC COM 286082102 3110 139400 SH DEFINED 03 139400 EMBOTELLADORA ANDINA S A SPON ADR A 29081P204 127 13000 SH DEFINED 03 13000 EMCOR GROUP INC COM 29084Q100 1802 39700 SH DEFINED 03 39700 EMERSON ELEC CO COM 291011104 4168 73000 SH DEFINED 01 73000 EMERSON ELEC CO COM 291011104 45271 792830 SH DEFINED 03 792830 EMISPHERE TECHNOLOGIES INC COM 291345106 214 6700 SH DEFINED 03 6700 EMMIS COMMUNICATIONS CORP CL A 291525103 411 17400 SH 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COM 30161N101 17017 355408 SH DEFINED 01 355408 EXELON CORP COM 30161N101 45675 953955 SH DEFINED 03 953955 EXELIXIS INC COM 30161Q104 168 10100 SH DEFINED 03 10100 EXPEDIA INC CL A 302125109 215 5300 SH DEFINED 03 5300 EXPEDITORS INTL WASH INC COM 302130109 268 4700 SH DEFINED 01 4700 EXPEDITORS INTL WASH INC COM 302130109 3718 65278 SH DEFINED 03 65278 EXPRESS SCRIPTS INC COM 302182100 229 4900 SH DEFINED 01 4900 EXPRESS SCRIPTS INC COM 302182100 8368 178955 SH DEFINED 03 178955 EXTENDED STAY AMER INC COM 30224P101 430 26200 SH DEFINED 03 26200 EXTREME NETWORKS INC COM 30226D106 133 10300 SH DEFINED 01 10300 EXTREME NETWORKS INC COM 30226D106 1778 137800 SH DEFINED 03 137800 EXULT INC DEL COM 302284104 13 800 SH DEFINED 01 800 EXULT INC DEL COM 302284104 793 49400 SH DEFINED 03 49400 EXXON MOBIL CORP COM 30231G102 102715 2613622 SH DEFINED 01 2613622 EXXON MOBIL CORP COM 30231G102 487084 12393992 SH DEFINED 03 12393992 EXXON MOBIL CORP COM 30231G102 27106 689731 SH DEFINED 09 689731 FEI CO COM 30241L109 397 12600 SH DEFINED 03 12600 FLIR SYS INC COM 302445101 626 16500 SH DEFINED 03 16500 F M C CORP COM NEW 302491303 482 8100 SH DEFINED 01 8100 F M C CORP COM NEW 302491303 13608 228701 SH DEFINED 03 228701 FNB CORP PA COM 302520101 230 8737 SH DEFINED 03 8737 FPL GROUP INC COM 302571104 4749 84200 SH DEFINED 01 84200 FPL GROUP INC COM 302571104 14324 253973 SH DEFINED 03 253973 F Y I INC COM 302712104 1757 52450 SH DEFINED 03 52450 FACTORY 2-U INC COM 303072102 717 35800 SH DEFINED 03 35800 FACTSET RESH SYS INC COM 303075105 3803 108825 SH DEFINED 03 108825 FAIR ISAAC & CO INC COM 303250104 4220 66962 SH DEFINED 03 66962 FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 344 12200 SH DEFINED 01 12200 FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 305 10800 SH DEFINED 03 10800 FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 160 5669 SH DEFINED 09 5669 FAMILY DLR STORES INC COM 307000109 1382 46100 SH DEFINED 01 46100 FAMILY DLR STORES INC COM 307000109 6937 231400 SH DEFINED 03 231400 FASTENAL CO COM 311900104 345 5200 SH DEFINED 01 5200 FASTENAL CO COM 311900104 771 11600 SH DEFINED 03 11600 FEDDERS CORP COM 313135105 338 111175 SH DEFINED 03 111175 FEDERAL HOME LN MTG CORP COM 313400301 16180 247400 SH DEFINED 01 247400 FEDERAL HOME LN MTG CORP COM 313400301 94727 1448432 SH DEFINED 03 1448432 FEDERAL MOGUL CORP COM 313549107 16 19900 SH DEFINED 03 19900 FEDERAL NATL MTG ASSN COM 313586109 35489 446400 SH DEFINED 01 446400 FEDERAL NATL MTG ASSN COM 313586109 156152 1964178 SH DEFINED 03 1964178 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 274 11900 SH DEFINED 03 11900 FEDERAL SIGNAL CORP COM 313855108 462 20733 SH DEFINED 03 20733 FEDERATED DEPT STORES INC DEL COM 31410H101 1223 29900 SH DEFINED 01 29900 FEDERATED DEPT STORES INC DEL COM 31410H101 43189 1055967 SH DEFINED 03 1055967 FEDERATED INVS INC PA CL B 314211103 835 26200 SH DEFINED 01 26200 FEDERATED INVS INC PA CL B 314211103 1272 39900 SH DEFINED 03 39900 FEDEX CORP COM 31428X106 12612 243100 SH DEFINED 01 243100 FEDEX CORP COM 31428X106 25925 499707 SH DEFINED 03 499707 FELCOR LODGING TR INC COM 31430F101 620 37090 SH DEFINED 03 37090 FERRO CORP COM 315405100 878 34050 SH DEFINED 03 34050 FIDELITY NATL FINL INC COM 316326107 12197 491827 SH DEFINED 03 491827 FIFTH THIRD BANCORP COM 316773100 23933 390236 SH DEFINED 01 390236 FIFTH THIRD BANCORP COM 316773100 49138 801212 SH DEFINED 03 801212 FILENET CORP COM 316869106 2442 120350 SH DEFINED 03 120350 FINANCIAL FED CORP COM 317492106 1541 49300 SH DEFINED 03 49300 FINISAR COM 31787A101 38 3700 SH DEFINED 01 3700 FINISAR COM 31787A101 180 17700 SH DEFINED 03 17700 FINOVA GROUP INC COM 317928109 9 15300 SH DEFINED 03 15300 FIRST AMERN CORP CALIF COM 318522307 4559 243300 SH DEFINED 03 243300 FIRST BANCORP P R COM 318672102 2197 77100 SH DEFINED 03 77100 FIRST CHARTER CORP COM 319439105 196 11600 SH DEFINED 03 11600 FIRST CTZNS BANCSHARES INC N C CL A 31946M103 254 2600 SH DEFINED 03 2600 FIRST COMWLTH FINL CORP PA COM 319829107 255 22100 SH DEFINED 03 22100 FIRST DATA CORP COM 319963104 12285 156600 SH DEFINED 01 156600 FIRST DATA CORP COM 319963104 64012 815958 SH DEFINED 03 815958 FIRST FINL BANCORP OH COM 320209109 198 11220 SH DEFINED 03 11220 FIRST FINL BANKSHARES COM 32020R109 208 6925 SH DEFINED 03 6925 FIRST HORIZON PHARMACEUTICAL COM 32051K106 209 7100 SH DEFINED 03 7100 FIRST INDUSTRIAL REALTY TRUST COM 32054K103 768 24700 SH DEFINED 03 24700 FIRST MIDWEST BANCORP DEL COM 320867104 4971 170299 SH DEFINED 03 170299 FIRST HEALTH GROUP CORP COM 320960107 589 23800 SH DEFINED 01 23800 FIRST HEALTH GROUP CORP COM 320960107 2939 118799 SH DEFINED 03 118799 FIRST NIAGARA FINL GROUP INC COM 33582U100 271 16100 SH DEFINED 03 16100 FIRST REP BK SAN FRANCISCO COM 336158100 906 37500 SH DEFINED 03 37500 FIRST SENTINEL BANCORP INC COM 33640T103 158 12600 SH DEFINED 03 12600 FIRST TENN NATL CORP COM 337162101 22 600 SH DEFINED 01 600 FIRST TENN NATL CORP COM 337162101 4897 135051 SH DEFINED 03 135051 FIRST VA BANKS INC COM 337477103 56 1100 SH DEFINED 01 1100 FIRST VA BANKS INC COM 337477103 1594 31400 SH DEFINED 03 31400 FISERV INC COM 337738108 7569 178850 SH DEFINED 01 178850 FISERV INC COM 337738108 11267 266230 SH DEFINED 03 266230 FIRSTFED FINL CORP COM 337907109 1604 62600 SH DEFINED 03 62600 FIRSTMERIT CORP COM 337915102 54 2000 SH DEFINED 01 2000 FIRSTMERIT CORP COM 337915102 1288 47544 SH DEFINED 03 47544 FIRSTENERGY CORP COM 337932107 11562 330538 SH DEFINED 01 330538 FIRSTENERGY CORP COM 337932107 32586 931566 SH DEFINED 03 931566 FISHER SCIENTIFIC INTL INC COM NEW 338032204 444 15200 SH DEFINED 03 15200 FLEETBOSTON FINL CORP COM 339030108 22943 628589 SH DEFINED 01 628589 FLEETBOSTON FINL CORP COM 339030108 99249 2719156 SH DEFINED 03 2719156 FLEETBOSTON FINL CORP COM 339030108 1577 43199 SH DEFINED 09 43199 FLEETWOOD ENTERPRISES INC COM 339099103 1306 115250 SH DEFINED 03 115250 FLEMING COS INC COM 339130106 4595 248375 SH DEFINED 03 248375 FLORIDA EAST COAST INDS CL A 340632108 317 13700 SH DEFINED 03 13700 FLORIDA ROCK INDS INC COM 341140101 3048 83312 SH DEFINED 03 83312 FLUOR CORP NEW COM 343412102 5180 138500 SH DEFINED 01 138500 FLUOR CORP NEW COM 343412102 14849 397042 SH DEFINED 03 397042 FLOW INTL CORP COM 343468104 497 40200 SH DEFINED 03 40200 FLOWERS FOODS INC COM 343498101 206 5157 SH DEFINED 03 5157 FLOWSERVE CORP COM 34354P105 570 21424 SH DEFINED 03 21424 FOOT LOCKER INC COM 344849104 286 18300 SH DEFINED 03 18300 FOOTSTAR INC COM 344912100 1901 60744 SH DEFINED 03 60744 FORD MTR CO DEL COM PAR $0.01 345370860 18921 1203643 SH DEFINED 01 1203643 FORD MTR CO DEL COM PAR $0.01 345370860 50084 3186018 SH DEFINED 03 3186018 FOREST CITY ENTERPRISES INC CL A 345550107 447 11550 SH DEFINED 03 11550 FOREST LABS INC COM 345838106 11448 139700 SH DEFINED 01 139700 FOREST LABS INC COM 345838106 22717 277200 SH DEFINED 03 277200 FOREST OIL CORP COM PAR $0.01 346091705 307 10900 SH DEFINED 03 10900 FORTUNE BRANDS INC COM 349631101 5895 148900 SH 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AG SPON ADR PREF 358029205 4009 274574 SH DEFINED 03 274574 FRIEDMAN INDS INC COM 358435105 55 22902 SH DEFINED 03 22902 FRONTIER AIRLINES INC NEW COM 359065109 1334 78450 SH DEFINED 03 78450 FRONTIER FINL CORP WASH COM 35907K105 212 8100 SH DEFINED 03 8100 FRONTIER OIL CORP COM 35914P105 915 55000 SH DEFINED 03 55000 FRONTLINE CAP GROUP COM 35921N101 2 15400 SH DEFINED 03 15400 FUELCELL ENERGY INC COM 35952H106 348 19200 SH DEFINED 03 19200 FULLER H B CO COM 359694106 837 29100 SH DEFINED 03 29100 FULTON FINL CORP PA COM 360271100 55 2500 SH DEFINED 01 2500 FULTON FINL CORP PA COM 360271100 167 7665 SH DEFINED 03 7665 FURNITURE BRANDS INTL INC COM 360921100 2760 86200 SH DEFINED 03 86200 G & K SVCS INC CL A 361268105 2642 81800 SH DEFINED 03 81800 GATX CORP COM 361448103 65 2000 SH DEFINED 01 2000 GATX CORP COM 361448103 1037 31900 SH DEFINED 03 31900 GBC BANCORP CALIF COM 361475106 1227 41600 SH DEFINED 03 41600 GABLES RESIDENTIAL TR SH BEN INT 362418105 228 7700 SH DEFINED 03 7700 GALLAGHER ARTHUR J & CO COM 363576109 459 13300 SH DEFINED 01 13300 GALLAGHER ARTHUR J & CO COM 363576109 1914 55500 SH DEFINED 03 55500 GANNETT INC COM 364730101 5667 84300 SH DEFINED 01 84300 GANNETT INC COM 364730101 30266 450187 SH DEFINED 03 450187 GAP INC DEL COM 364760108 13353 957922 SH DEFINED 01 957922 GAP INC DEL COM 364760108 16464 1181061 SH DEFINED 03 1181061 GAP INC DEL COM 364760108 1008 72283 SH DEFINED 09 72283 GARDNER DENVER INC COM 365558105 973 43600 SH DEFINED 03 43600 GARTNER INC COM 366651107 186 15900 SH DEFINED 03 15900 GARTNER INC CL B 366651206 528 47105 SH DEFINED 03 47105 GATEWAY INC COM 367626108 155 19300 SH DEFINED 01 19300 GATEWAY INC COM 367626108 3630 451472 SH DEFINED 03 451472 GATEWAY INC COM 367626108 230 28557 SH DEFINED 09 28557 GEMSTAR-TV GUIDE INTL INC COM 36866W106 64 2300 SH DEFINED 01 2300 GEMSTAR-TV GUIDE INTL INC COM 36866W106 1260 45500 SH DEFINED 03 45500 GENCORP INC COM 368682100 1933 136975 SH DEFINED 03 136975 GENE LOGIC INC COM 368689105 281 14900 SH DEFINED 03 14900 GENENTECH INC COM NEW 368710406 396 7300 SH DEFINED 01 7300 GENENTECH INC COM NEW 368710406 3500 64518 SH DEFINED 03 64518 GENENTECH INC COM NEW 368710406 493 9091 SH DEFINED 09 9091 GENERAL CABLE CORP DEL NEW COM 369300108 136 10350 SH DEFINED 03 10350 GENERAL COMMUNICATION INC CL A 369385109 1376 161300 SH DEFINED 03 161300 GENERAL DYNAMICS CORP COM 369550108 10632 133500 SH DEFINED 01 133500 GENERAL DYNAMICS CORP COM 369550108 60924 764989 SH DEFINED 03 764989 GENERAL DYNAMICS CORP COM 369550108 712 8943 SH DEFINED 09 8943 GENERAL ELEC CO COM 369604103 204630 5105533 SH DEFINED 01 5105533 GENERAL ELEC CO COM 369604103 720419 17974518 SH DEFINED 03 17974518 GENERAL GROWTH PPTYS INC COM 370021107 109 2800 SH DEFINED 01 2800 GENERAL GROWTH PPTYS INC COM 370021107 202 5200 SH DEFINED 03 5200 GENERAL MLS INC COM 370334104 27721 533000 SH DEFINED 01 533000 GENERAL MLS INC COM 370334104 35738 687143 SH DEFINED 03 687143 GENERAL MLS INC COM 370334104 738 14189 SH DEFINED 09 14189 GENERAL MTRS CORP COM 370442105 10896 224200 SH DEFINED 01 224200 GENERAL MTRS CORP COM 370442105 67167 1382037 SH DEFINED 03 1382037 GENERAL MTRS CORP COM 370442105 22053 453775 SH DEFINED 09 453775 GENERAL MTRS CORP CL H NEW 370442832 654 42300 SH DEFINED 01 42300 GENERAL MTRS CORP CL H NEW 370442832 5345 345954 SH DEFINED 03 345954 GENESCO INC COM 371532102 1420 68400 SH DEFINED 03 68400 GENTEX CORP COM 371901109 545 20400 SH DEFINED 01 20400 GENTEX CORP COM 371901109 620 23200 SH DEFINED 03 23200 GENTA INC COM NEW 37245M207 208 14600 SH DEFINED 03 14600 GENUINE PARTS CO COM 372460105 2088 56900 SH DEFINED 01 56900 GENUINE PARTS CO COM 372460105 9190 250415 SH DEFINED 03 250415 GENUITY INC CL A 37248E103 69 43400 SH DEFINED 03 43400 GENZYME CORP COM GENL DIV 372917104 1161 19400 SH DEFINED 01 19400 GENZYME CORP COM GENL DIV 372917104 16394 273873 SH DEFINED 03 273873 GEORGIA GULF CORP COM PAR $0.01 373200203 1654 89400 SH DEFINED 03 89400 GEORGIA PAC CORP COM GA PAC GRP 373298108 3011 109038 SH DEFINED 01 109038 GEORGIA PAC CORP COM GA PAC GRP 373298108 36367 1317182 SH DEFINED 03 1317182 GERBER SCIENTIFIC INC COM 373730100 652 70100 SH DEFINED 03 70100 GETTY IMAGES INC COM 374276103 234 10200 SH DEFINED 03 10200 GILEAD SCIENCES INC COM 375558103 138 2100 SH DEFINED 01 2100 GILEAD SCIENCES INC COM 375558103 2778 42264 SH DEFINED 03 42264 GILLETTE CO COM 375766102 28764 861200 SH DEFINED 01 861200 GILLETTE CO COM 375766102 52494 1571662 SH DEFINED 03 1571662 GLATFELTER COM 377316104 396 25400 SH DEFINED 03 25400 GLOBAL INDS LTD COM 379336100 93 10400 SH DEFINED 03 10400 GLOBAL PMTS INC COM 37940X102 3805 110600 SH DEFINED 03 110600 GOAMERICA INC COM 38020R106 25 11100 SH DEFINED 03 11100 GOLDEN ENTERPRISES INC COM 381010107 103 29154 SH DEFINED 03 29154 GOLDEN ST BANCORP INC COM 381197102 7615 291200 SH DEFINED 03 291200 GOLDEN WEST FINL CORP DEL COM 381317106 8551 145300 SH DEFINED 01 145300 GOLDEN WEST FINL CORP DEL COM 381317106 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JEFFERSON PILOT CORP COM 475070108 4756 102791 SH DEFINED 01 102791 JEFFERSON PILOT CORP COM 475070108 28856 623653 SH DEFINED 03 623653 JO-ANN STORES INC CL A 47758P109 343 48000 SH DEFINED 03 48000 JOHN NUVEEN CO CL A 478035108 377 7050 SH DEFINED 03 7050 JOHNSON & JOHNSON COM 478160104 82349 1393388 SH DEFINED 01 1393388 JOHNSON & JOHNSON COM 478160104 340161 5755687 SH DEFINED 03 5755687 JOHNSON CTLS INC COM 478366107 5241 64900 SH DEFINED 01 64900 JOHNSON CTLS INC COM 478366107 25140 311335 SH DEFINED 03 311335 JONES APPAREL GROUP INC COM 480074103 670 20200 SH DEFINED 01 20200 JONES APPAREL GROUP INC COM 480074103 5291 159526 SH DEFINED 03 159526 JONES LANG LASALLE INC COM 48020Q107 182 10100 SH DEFINED 03 10100 JOURNAL REGISTER CO COM 481138105 351 16700 SH DEFINED 03 16700 JUNIPER NETWORKS INC COM 48203R104 179 9467 SH DEFINED 01 9467 JUNIPER NETWORKS INC COM 48203R104 665 35100 SH DEFINED 03 35100 JUNIPER NETWORKS INC COM 48203R104 148 7818 SH DEFINED 09 7818 KLA-TENCOR CORP 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665038 KELLWOOD CO COM 488044108 1947 81075 SH DEFINED 03 81075 KELLY SVCS INC CL A 488152208 804 36743 SH DEFINED 03 36743 KEMET CORP COM 488360108 85 4800 SH DEFINED 01 4800 KEMET CORP COM 488360108 2069 116564 SH DEFINED 03 116564 KENNAMETAL INC COM 489170100 1358 33720 SH DEFINED 03 33720 KERR MCGEE CORP COM 492386107 5050 92149 SH DEFINED 01 92149 KERR MCGEE CORP COM 492386107 26330 480472 SH DEFINED 03 480472 KEY ENERGY SVCS INC COM 492914106 257 27900 SH DEFINED 03 27900 KEY PRODTN INC COM 493138101 699 41100 SH DEFINED 03 41100 KEYCORP NEW COM 493267108 1920 78900 SH DEFINED 01 78900 KEYCORP NEW COM 493267108 31036 1275116 SH DEFINED 03 1275116 KEY3MEDIA GROUP INC COM 49326R104 115 21650 SH DEFINED 03 21650 KEYNOTE SYS INC COM 493308100 108 11600 SH DEFINED 03 11600 KEYSPAN CORP COM 49337W100 3008 86800 SH DEFINED 01 86800 KEYSPAN CORP COM 49337W100 9839 283964 SH DEFINED 03 283964 KFORCE INC COM 493732101 76 12100 SH DEFINED 03 12100 KIMBALL INTL INC CL B 494274103 158 10400 SH DEFINED 03 10400 KILROY RLTY CORP COM 49427F108 2125 80900 SH DEFINED 03 80900 KIMBERLY CLARK CORP COM 494368103 30175 504600 SH DEFINED 01 504600 KIMBERLY CLARK CORP COM 494368103 69555 1163122 SH DEFINED 03 1163122 KIMCO REALTY CORP COM 49446R109 118 3600 SH DEFINED 01 3600 KIMCO REALTY CORP COM 49446R109 348 10650 SH DEFINED 03 10650 KINDER MORGAN INC KANS COM 49455P101 3035 54500 SH DEFINED 01 54500 KINDER MORGAN INC KANS COM 49455P101 13143 236003 SH DEFINED 03 236003 KING PHARMACEUTICALS INC COM 495582108 15995 379656 SH DEFINED 01 379656 KING PHARMACEUTICALS INC COM 495582108 17005 403642 SH DEFINED 03 403642 KIRBY CORP COM 497266106 1981 71900 SH DEFINED 03 71900 KNIGHT RIDDER INC COM 499040103 2539 39100 SH DEFINED 01 39100 KNIGHT RIDDER INC COM 499040103 10383 159917 SH DEFINED 03 159917 KNIGHT TRADING GROUP INC COM 499063105 130 11800 SH DEFINED 03 11800 KOGER EQUITY INC COM 500228101 163 10000 SH DEFINED 03 10000 KOHLS CORP COM 500255104 6424 91200 SH DEFINED 01 91200 KOHLS CORP COM 500255104 66014 937164 SH DEFINED 03 937164 KOPIN CORP COM 500600101 2661 190100 SH DEFINED 03 190100 KOREA TELECOM SPONSORED ADR 50063P103 236 11600 SH DEFINED 03 11600 KORN FERRY INTL COM NEW 500643200 216 20300 SH DEFINED 03 20300 KOS PHARMACEUTICALS INC COM 500648100 253 7300 SH DEFINED 03 7300 KRAFT FOODS INC CL A 50075N104 1035 30400 SH DEFINED 03 30400 KRISPY KREME DOUGHNUTS INC COM 501014104 164 3700 SH DEFINED 01 3700 KRISPY KREME DOUGHNUTS INC COM 501014104 513 11600 SH DEFINED 03 11600 KROGER CO COM 501044101 18587 890600 SH DEFINED 01 890600 KROGER CO COM 501044101 26714 1280025 SH DEFINED 03 1280025 KROLL INC COM 501049100 906 60000 SH DEFINED 03 60000 KRONOS INC COM 501052104 5691 117625 SH DEFINED 03 117625 KULICKE & SOFFA INDS INC COM 501242101 2515 146650 SH DEFINED 03 146650 LNR PPTY CORP COM 501940100 278 8900 SH DEFINED 03 8900 LSI LOGIC CORP COM 502161102 6558 415600 SH DEFINED 01 415600 LSI LOGIC CORP COM 502161102 7536 477586 SH DEFINED 03 477586 LSI LOGIC CORP COM 502161102 90 5715 SH DEFINED 09 5715 LTX CORP COM 502392103 436 20800 SH DEFINED 03 20800 L-3 COMMUNICATIONS HLDGS INC COM 502424104 234 2600 SH DEFINED 01 2600 L-3 COMMUNICATIONS HLDGS INC COM 502424104 8265 91829 SH DEFINED 03 91829 LA QUINTA PPTYS INC PAIRED CTF 50419Q409 255 44393 SH DEFINED 03 44393 LA Z BOY INC COM 505336107 3909 179150 SH DEFINED 03 179150 LABOR READY INC COM NEW 505401208 627 122750 SH DEFINED 03 122750 LABONE INC NEW COM 50540L105 169 10950 SH DEFINED 03 10950 LABORATORY CORP AMER HLDGS COM NEW 50540R409 194 2400 SH DEFINED 01 2400 LABORATORY CORP AMER HLDGS COM NEW 50540R409 550 6800 SH DEFINED 03 6800 LABRANCHE & CO INC COM 505447102 34 1000 SH DEFINED 01 1000 LABRANCHE & CO INC COM 505447102 2123 61600 SH DEFINED 03 61600 LACLEDE GROUP INC COM 505597104 1283 53700 SH DEFINED 03 53700 LAFARGE NORTH AMERICA INC COM 505862102 353 9400 SH DEFINED 03 9400 LAM RESEARCH CORP COM 512807108 444 19100 SH DEFINED 01 19100 LAM RESEARCH CORP COM 512807108 2991 128800 SH DEFINED 03 128800 LAM RESEARCH CORP COM 512807108 88 3780 SH DEFINED 09 3780 LAMAR ADVERTISING CO CL A 512815101 127 3000 SH DEFINED 01 3000 LAMAR ADVERTISING CO CL A 512815101 381 9000 SH DEFINED 03 9000 LANCASTER COLONY CORP COM 513847103 755 21261 SH DEFINED 03 21261 LANCE INC COM 514606102 181 12700 SH DEFINED 03 12700 LANDAMERICA FINL GROUP INC COM 514936103 2417 84200 SH DEFINED 03 84200 LANDS END INC COM 515086106 1065 21224 SH DEFINED 03 21224 LANDRYS RESTAURANTS INC COM 51508L103 1153 61800 SH DEFINED 03 61800 LANDSTAR SYS INC COM 515098101 2125 29300 SH DEFINED 03 29300 LATTICE SEMICONDUCTOR CORP COM 518415104 385 18700 SH DEFINED 01 18700 LATTICE SEMICONDUCTOR CORP COM 518415104 553 26900 SH DEFINED 03 26900 LATTICE SEMICONDUCTOR CORP COM 518415104 98 4746 SH DEFINED 09 4746 LAUDER ESTEE COS INC CL A 518439104 532 16600 SH DEFINED 01 16600 LAUDER ESTEE COS INC CL A 518439104 430 13400 SH DEFINED 03 13400 LAUDER ESTEE COS INC CL A 518439104 158 4925 SH DEFINED 09 4925 LAWSON PRODS INC COM 520776105 775 29800 SH DEFINED 03 29800 LEAP WIRELESS INTL INC COM 521863100 319 15200 SH DEFINED 03 15200 LEAR CORP COM 521865105 6660 174626 SH DEFINED 03 174626 LEAR CORP COM 521865105 2200 57695 SH DEFINED 09 57695 LEARNING TREE INTL INC COM 522015106 884 31700 SH DEFINED 03 31700 LEE ENTERPRISES INC COM 523768109 1240 34100 SH DEFINED 03 34100 LEGATO SYS INC COM 524651106 506 39000 SH DEFINED 03 39000 LEGGETT & PLATT INC COM 524660107 354 15400 SH DEFINED 01 15400 LEGGETT & PLATT INC COM 524660107 6240 271300 SH DEFINED 03 271300 LEGG MASON INC COM 524901105 75 1500 SH DEFINED 01 1500 LEGG MASON INC COM 524901105 1834 36700 SH DEFINED 03 36700 LEHMAN BROS HLDGS INC COM 524908100 12271 183700 SH DEFINED 01 183700 LEHMAN BROS HLDGS INC COM 524908100 59661 893125 SH DEFINED 03 893125 LENNAR CORP COM 526057104 37 800 SH DEFINED 01 800 LENNAR CORP COM 526057104 2543 54325 SH DEFINED 03 54325 LENNOX INTL INC COM 526107107 1828 188416 SH DEFINED 03 188416 LEUCADIA NATL CORP COM 527288104 17 600 SH DEFINED 01 600 LEUCADIA NATL CORP COM 527288104 603 20900 SH DEFINED 03 20900 LEVEL 3 COMMUNICATIONS INC COM 52729N100 239 47800 SH DEFINED 00 47800 LEVEL 3 COMMUNICATIONS INC COM 52729N100 180 35900 SH DEFINED 03 35900 LEXICON GENETICS INC COM 528872104 233 20200 SH DEFINED 03 20200 LEXMARK INTL NEW CL A 529771107 13470 228300 SH DEFINED 01 228300 LEXMARK INTL NEW CL A 529771107 18516 313835 SH DEFINED 03 313835 LIBBEY INC COM 529898108 1550 47475 SH DEFINED 03 47475 LIBERATE TECHNOLOGIES COM 530129105 331 28800 SH DEFINED 03 28800 LIBERTY CORP S C COM 530370105 213 5178 SH DEFINED 03 5178 LIBERTY MEDIA CORP NEW COM SER A 530718105 192 13700 SH DEFINED 01 13700 LIBERTY MEDIA CORP NEW COM SER A 530718105 9500 678541 SH DEFINED 03 678541 LIBERTY MEDIA CORP NEW COM SER A 530718105 270 19314 SH DEFINED 09 19314 LIBERTY PPTY TR SH BEN INT 531172104 113 3800 SH DEFINED 01 3800 LIBERTY PPTY TR SH BEN INT 531172104 546 18300 SH DEFINED 03 18300 LIFEPOINT HOSPITALS INC COM 53219L109 6397 187932 SH DEFINED 03 187932 LIGAND PHARMACEUTICALS INC CL B 53220K207 390 21800 SH DEFINED 03 21800 LILLY ELI & CO COM 532457108 43613 555300 SH DEFINED 01 555300 LILLY ELI & CO COM 532457108 168324 2143166 SH DEFINED 03 2143166 LIMITED INC COM 532716107 1179 80100 SH DEFINED 01 80100 LIMITED INC COM 532716107 10501 713386 SH DEFINED 03 713386 LINCARE HLDGS INC COM 532791100 2266 79100 SH DEFINED 03 79100 LINCOLN ELEC HLDGS INC COM 533900106 327 13400 SH DEFINED 03 13400 LINCOLN NATL CORP IND COM 534187109 6727 138500 SH DEFINED 01 138500 LINCOLN NATL CORP IND COM 534187109 28052 577553 SH DEFINED 03 577553 LINDSAY MFG CO COM 535555106 637 32912 SH DEFINED 03 32912 LINEAR TECHNOLOGY CORP COM 535678106 3381 86600 SH DEFINED 01 86600 LINEAR TECHNOLOGY CORP COM 535678106 17562 449852 SH DEFINED 03 449852 LINEAR TECHNOLOGY CORP COM 535678106 88 2248 SH DEFINED 09 2248 LINENS N THINGS INC COM 535679104 3034 118975 SH DEFINED 03 118975 LITTELFUSE INC COM 537008104 255 9700 SH DEFINED 03 9700 LIZ CLAIBORNE INC COM 539320101 950 19100 SH DEFINED 01 19100 LIZ CLAIBORNE INC COM 539320101 16535 332371 SH DEFINED 03 332371 LOCKHEED MARTIN CORP COM 539830109 10423 223344 SH DEFINED 01 223344 LOCKHEED MARTIN CORP COM 539830109 55283 1184546 SH DEFINED 03 1184546 LOEWS CORP COM 540424108 6823 123200 SH DEFINED 01 123200 LOEWS CORP COM 540424108 43137 778931 SH DEFINED 03 778931 LONE STAR STEAKHOUSE SALOON COM 542307103 1662 112100 SH DEFINED 03 112100 LONE STAR TECHNOLOGIES INC COM 542312103 1225 69600 SH DEFINED 03 69600 LONGS DRUG STORES CORP COM 543162101 1012 43300 SH DEFINED 03 43300 LONGVIEW FIBRE CO COM 543213102 570 48300 SH DEFINED 03 48300 LOUISIANA PAC CORP COM 546347105 66 7800 SH DEFINED 01 7800 LOUISIANA PAC CORP COM 546347105 6849 811453 SH DEFINED 03 811453 LOWES COS INC COM 548661107 18512 398882 SH DEFINED 01 398882 LOWES COS INC COM 548661107 92393 1990806 SH DEFINED 03 1990806 LUBRIZOL CORP COM 549271104 1825 52007 SH DEFINED 03 52007 LUBYS INC COM 549282101 377 66100 SH DEFINED 03 66100 LUCENT TECHNOLOGIES INC COM 549463107 826 131094 SH DEFINED 01 131094 LUCENT TECHNOLOGIES INC COM 549463107 36894 5856144 SH DEFINED 03 5856144 LUCENT TECHNOLOGIES INC PFD CV 8% 144A 549463206 549 4800 SH DEFINED 00 4800 LYDALL INC DEL COM 550819106 462 46200 SH DEFINED 03 46200 LYONDELL CHEMICAL CO COM 552078107 1764 123106 SH DEFINED 03 123106 M & T BK CORP COM 55261F104 66 900 SH DEFINED 01 900 M & T BK CORP COM 55261F104 4479 61478 SH DEFINED 03 61478 MAF BANCORP INC COM 55261R108 2391 81061 SH DEFINED 03 81061 MAI SYSTEMS CORP COM 552620205 11 34800 SH DEFINED 03 34800 MBIA INC COM 55262C100 6371 118800 SH DEFINED 01 118800 MBIA INC COM 55262C100 26625 496466 SH DEFINED 03 496466 MBNA CORP COM 55262L100 13919 395414 SH DEFINED 01 395414 MBNA CORP COM 55262L100 45487 1292232 SH DEFINED 03 1292232 MBNA CORP COM 55262L100 128 3647 SH DEFINED 09 3647 M D C HLDGS INC COM 552676108 3246 85896 SH DEFINED 03 85896 MDU RES GROUP INC COM 552690109 39 1400 SH DEFINED 01 1400 MDU RES GROUP INC COM 552690109 1837 65262 SH DEFINED 03 65262 MEMC ELECTR MATLS INC COM 552715104 55 15500 SH DEFINED 03 15500 MGIC INVT CORP WIS COM 552848103 7678 124400 SH DEFINED 01 124400 MGIC INVT CORP WIS COM 552848103 24951 404264 SH DEFINED 03 404264 MGI PHARMA INC COM 552880106 958 62700 SH DEFINED 03 62700 MGM MIRAGE COM 552953101 32 1100 SH DEFINED 01 1100 MGM MIRAGE COM 552953101 451 15630 SH DEFINED 03 15630 MRV COMMUNICATIONS INC COM 553477100 168 39544 SH DEFINED 03 39544 MRO SOFTWARE INC COM 55347W105 2194 93850 SH DEFINED 03 93850 MSC INDL DIRECT INC CL A 553530106 282 14300 SH DEFINED 03 14300 MACDERMID INC COM 554273102 1460 86150 SH DEFINED 03 86150 MACERICH CO COM 554382101 277 10400 SH DEFINED 03 10400 MACK CALI RLTY CORP COM 554489104 74 2400 SH DEFINED 01 2400 MACK CALI RLTY CORP COM 554489104 174 5600 SH DEFINED 03 5600 MACROVISION CORP COM 555904101 468 13301 SH DEFINED 03 13301 MACROMEDIA INC COM 556100105 5868 329660 SH DEFINED 03 329660 MAGMA DESIGN AUTOMATION COM 559181102 242 8000 SH DEFINED 03 8000 MAGNETEK INC COM 559424106 571 63400 SH DEFINED 03 63400 MAIL-WELL INC COM 560321200 67 16300 SH DEFINED 03 16300 MANDALAY RESORT GROUP COM 562567107 2 100 SH DEFINED 01 100 MANDALAY RESORT GROUP COM 562567107 7558 353185 SH DEFINED 03 353185 MANHATTAN ASSOCS INC COM 562750109 2236 76700 SH DEFINED 03 76700 MANITOWOC INC COM 563571108 2694 86612 SH DEFINED 03 86612 MANOR CARE INC NEW COM 564055101 6347 267700 SH DEFINED 01 267700 MANOR CARE INC NEW COM 564055101 5539 233617 SH DEFINED 03 233617 MANPOWER INC COM 56418H100 2110 62600 SH DEFINED 03 62600 MANUFACTURED HOME CMNTYS INC COM 564682102 231 7400 SH DEFINED 03 7400 MAPINFO CORP COM 565105103 642 40900 SH DEFINED 03 40900 MARCUS CORP COM 566330106 1254 88650 SH DEFINED 03 88650 MARSH & MCLENNAN COS INC COM 571748102 13630 126850 SH DEFINED 01 126850 MARSH & MCLENNAN COS INC COM 571748102 50226 467440 SH DEFINED 03 467440 MARSHALL & ILSLEY CORP COM 571834100 44 700 SH DEFINED 01 700 MARSHALL & ILSLEY CORP COM 571834100 5308 83881 SH DEFINED 03 83881 MARRIOTT INTL INC NEW CL A 571903202 4874 119900 SH DEFINED 01 119900 MARRIOTT INTL INC NEW CL A 571903202 15043 370061 SH DEFINED 03 370061 MARRIOTT INTL INC NEW CL A 571903202 801 19693 SH DEFINED 09 19693 MARTIN MARIETTA MATLS INC COM 573284106 680 14600 SH DEFINED 03 14600 MASCO CORP COM 574599106 3530 144100 SH DEFINED 01 144100 MASCO CORP COM 574599106 16850 687742 SH DEFINED 03 687742 MASSEY ENERGY CORP COM 576206106 4421 213289 SH DEFINED 03 213289 MATERIAL SCIENCES CORP COM 576674105 392 38725 SH DEFINED 03 38725 MATRIX PHARMACEUTICAL INC COM 576844104 20 12600 SH DEFINED 03 12600 MATRIXONE INC COM 57685P304 130 10000 SH DEFINED 03 10000 MATTEL INC COM 577081102 9625 559612 SH DEFINED 01 559612 MATTEL INC COM 577081102 10087 586469 SH DEFINED 03 586469 MAXTOR CORP COM NEW 577729205 150 23600 SH DEFINED 03 23600 MAXIM INTEGRATED PRODS INC COM 57772K101 4579 87205 SH DEFINED 01 87205 MAXIM INTEGRATED PRODS INC COM 57772K101 23332 444334 SH DEFINED 03 444334 MAXIM INTEGRATED PRODS INC COM 57772K101 117 2236 SH DEFINED 09 2236 MAXYGEN INC COM 577776107 179 10200 SH DEFINED 03 10200 MAY DEPT STORES CO COM 577778103 1307 35350 SH DEFINED 01 35350 MAY DEPT STORES CO COM 577778103 31945 863834 SH DEFINED 03 863834 MAXIMUS INC COM 577933104 2599 61800 SH DEFINED 03 61800 MAYTAG CORP COM 578592107 5669 182700 SH DEFINED 01 182700 MAYTAG CORP COM 578592107 13053 420653 SH DEFINED 03 420653 MCAFEE COM CORP CL A 579062100 3157 93100 SH DEFINED 03 93100 MCCLATCHY CO CL A 579489105 300 6375 SH DEFINED 03 6375 MCCORMICK & CO INC COM NON VTG 579780206 294 7000 SH DEFINED 01 7000 MCCORMICK & CO INC COM NON VTG 579780206 1780 42400 SH DEFINED 03 42400 MCDATA CORP CL A 580031201 715 29176 SH DEFINED 03 29176 MCDERMOTT INTL INC COM 580037109 58 4700 SH DEFINED 01 4700 MCDERMOTT INTL INC COM 580037109 8243 671828 SH DEFINED 03 671828 MCDONALDS CORP COM 580135101 14222 537300 SH DEFINED 01 537300 MCDONALDS CORP COM 580135101 49880 1884383 SH DEFINED 03 1884383 MCGRAW HILL COS INC COM 580645109 16867 276600 SH DEFINED 01 276600 MCGRAW HILL COS INC COM 580645109 16380 268616 SH DEFINED 03 268616 MCKESSON CORP COM 58155Q103 9833 262922 SH DEFINED 01 262922 MCKESSON CORP COM 58155Q103 23548 629632 SH DEFINED 03 629632 MCLEODUSA INC CL A 582266102 21 57437 SH DEFINED 03 57437 MEAD CORP COM 582834107 772 25000 SH DEFINED 01 25000 MEAD CORP COM 582834107 16437 532102 SH DEFINED 03 532102 MEADE INSTRUMENTS CORP COM 583062104 155 43300 SH DEFINED 03 43300 MEDAREX INC COM 583916101 167 9300 SH DEFINED 01 9300 MEDAREX INC COM 583916101 111 6200 SH DEFINED 03 6200 MEDAREX INC COM 583916101 297 16544 SH DEFINED 09 16544 MEDIA GEN INC CL A 584404107 1156 23200 SH DEFINED 03 23200 MEDIACOM COMMUNICATIONS CORP CL A 58446K105 217 11900 SH DEFINED 03 11900 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 187 2900 SH DEFINED 01 2900 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 7278 112675 SH DEFINED 03 112675 MEDIMMUNE INC COM 584699102 7699 166100 SH DEFINED 01 166100 MEDIMMUNE INC COM 584699102 14272 307915 SH DEFINED 03 307915 MEDIMMUNE INC COM 584699102 686 14808 SH DEFINED 09 14808 MEDTRONIC INC COM 585055106 26290 513384 SH DEFINED 01 513384 MEDTRONIC INC COM 585055106 109694 2142045 SH DEFINED 03 2142045 MELLON FINL CORP COM 58551A108 13570 360700 SH DEFINED 01 360700 MELLON FINL CORP COM 58551A108 25412 675502 SH DEFINED 03 675502 MEMBERWORKS INC COM 586002107 804 57400 SH DEFINED 03 57400 MENS WEARHOUSE INC COM 587118100 2469 119575 SH DEFINED 03 119575 MENTOR CORP MINN COM 587188103 2750 96300 SH DEFINED 03 96300 MENTOR GRAPHICS CORP COM 587200106 160 6800 SH DEFINED 01 6800 MENTOR GRAPHICS CORP COM 587200106 2574 109200 SH DEFINED 03 109200 MERCANTILE BANKSHARES CORP COM 587405101 82 1900 SH DEFINED 01 1900 MERCANTILE BANKSHARES CORP COM 587405101 1511 35100 SH DEFINED 03 35100 MERCK & CO INC COM 589331107 62484 1062655 SH DEFINED 01 1062655 MERCK & CO INC COM 589331107 265650 4517854 SH DEFINED 03 4517854 MERCURY COMPUTER SYS COM 589378108 3347 85575 SH DEFINED 03 85575 MERCURY GENL CORP NEW COM 589400100 236 5400 SH DEFINED 03 5400 MERCURY INTERACTIVE CORP COM 589405109 8362 246100 SH DEFINED 01 246100 MERCURY INTERACTIVE CORP COM 589405109 3610 106230 SH DEFINED 03 106230 MEREDITH CORP COM 589433101 881 24700 SH DEFINED 01 24700 MEREDITH CORP COM 589433101 2663 74696 SH DEFINED 03 74696 MERISTAR HOSPITALITY CORP COM 58984Y103 254 17900 SH DEFINED 03 17900 MERIDIAN GOLD INC COM 589975101 155 15000 SH DEFINED 03 15000 MERRILL LYNCH & CO INC COM 590188108 13457 258200 SH DEFINED 01 258200 MERRILL LYNCH & CO INC COM 590188108 99269 1904615 SH DEFINED 03 1904615 MESA AIR GROUP INC COM 590479101 798 106100 SH DEFINED 03 106100 METHODE ELECTRS INC CL A 591520200 1187 148350 SH DEFINED 03 148350 METLIFE INC COM 59156R108 3298 104100 SH DEFINED 01 104100 METLIFE INC COM 59156R108 44070 1391103 SH DEFINED 03 1391103 METRIS COS INC COM 591598107 735 28604 SH DEFINED 03 28604 METRO GOLDWYN MAYER INC COM 591610100 569 26000 SH DEFINED 03 26000 METRO GOLDWYN MAYER INC COM 591610100 175 8012 SH DEFINED 09 8012 METRO ONE TELECOMMUNICATIONS COM 59163F105 6017 198900 SH DEFINED 03 198900 METROMEDIA FIBER NETWORK INC CL A 591689104 21 47020 SH DEFINED 03 47020 METROMEDIA FIBER NETWORK INC CL A 591689104 5 12442 SH DEFINED 09 12442 METROMEDIA INTL GROUP INC COM 591695101 10 12900 SH DEFINED 03 12900 METTLER TOLEDO INTERNATIONAL COM 592688105 228 4400 SH DEFINED 01 4400 METTLER TOLEDO INTERNATIONAL COM 592688105 321 6200 SH DEFINED 03 6200 MICHAELS STORES INC COM 594087108 6493 197050 SH DEFINED 03 197050 MICREL INC COM 594793101 223 8500 SH DEFINED 01 8500 MICREL INC COM 594793101 1104 42100 SH DEFINED 03 42100 MICROS SYS INC COM 594901100 1335 53200 SH DEFINED 03 53200 MICROSOFT CORP COM 594918104 152342 2299500 SH DEFINED 01 2299500 MICROSOFT CORP COM 594918104 659644 9956890 SH DEFINED 03 9956890 MICROSOFT CORP COM 594918104 20481 309150 SH DEFINED 09 309150 MICROSTRATEGY INC CL A 594972101 23 6100 SH DEFINED 03 6100 MICROSTRATEGY INC CL A 594972101 94 24349 SH DEFINED 09 24349 MICROCHIP TECHNOLOGY INC COM 595017104 507 13100 SH DEFINED 01 13100 MICROCHIP TECHNOLOGY INC COM 595017104 3071 79278 SH DEFINED 03 79278 MICROCHIP TECHNOLOGY INC COM 595017104 170 4386 SH DEFINED 09 4386 MICROCELL TELECOMMUNICATIONS CL B NON VTG 59501T304 302 121601 SH DEFINED 00 121601 MICRON TECHNOLOGY INC COM 595112103 7524 242700 SH DEFINED 01 242700 MICRON TECHNOLOGY INC COM 595112103 26061 840678 SH DEFINED 03 840678 MICRON TECHNOLOGY INC COM 595112103 89 2883 SH DEFINED 09 2883 MICROSEMI CORP COM 595137100 2486 83700 SH DEFINED 03 83700 MICROTUNE INC DEL COM 59514P109 211 9000 SH DEFINED 03 9000 MID ATLANTIC MED SVCS INC COM 59523C107 4172 183800 SH DEFINED 03 183800 MIDAS GROUP INC COM 595626102 522 45416 SH DEFINED 03 45416 MIDWEST EXPRESS HLDGS INC COM 597911106 674 46175 SH DEFINED 03 46175 MIDWAY GAMES INC COM 598148104 1871 124636 SH DEFINED 03 124636 MILACRON INC COM 598709103 1976 125000 SH DEFINED 03 125000 MILLENNIUM PHARMACEUTICALS INC COM 599902103 250 10200 SH DEFINED 01 10200 MILLENNIUM PHARMACEUTICALS INC COM 599902103 5728 233700 SH DEFINED 03 233700 MILLENNIUM PHARMACEUTICALS INC COM 599902103 456 18621 SH DEFINED 09 18621 MILLENNIUM CHEMICALS INC COM 599903101 349 27700 SH DEFINED 03 27700 MILLER HERMAN INC COM 600544100 386 16300 SH DEFINED 01 16300 MILLER HERMAN INC COM 600544100 1041 44000 SH DEFINED 03 44000 MILLIPORE CORP COM 601073109 6185 101900 SH DEFINED 01 101900 MILLIPORE CORP COM 601073109 4031 66401 SH DEFINED 03 66401 MINERALS TECHNOLOGIES INC COM 603158106 1175 25200 SH DEFINED 03 25200 MINNESOTA MNG & MFG CO COM 604059105 16880 142800 SH DEFINED 01 142800 MINNESOTA MNG & MFG CO COM 604059105 67667 572430 SH DEFINED 03 572430 MINNESOTA MNG & MFG CO COM 604059105 22916 193858 SH DEFINED 09 193858 MIPS TECHNOLOGIES INC CL A 604567107 227 26300 SH DEFINED 03 26300 MIPS TECHNOLOGIES INC CL B 604567206 102 12800 SH DEFINED 03 12800 MIRANT CORP COM 604675108 3166 197656 SH DEFINED 01 197656 MIRANT CORP COM 604675108 24213 1511448 SH DEFINED 03 1511448 MIRAVANT MED TECHNOLOGIES COM 604690107 129 13400 SH DEFINED 03 13400 MISSISSIPPI CHEM CORP COM NEW 605288208 231 81572 SH DEFINED 03 81572 MITCHELL ENERGY & DEV CORP CL A 606592202 282 5300 SH DEFINED 03 5300 MOBILE MINI INC COM 60740F105 1518 38800 SH DEFINED 03 38800 MODINE MFG CO COM 607828100 331 14200 SH DEFINED 03 14200 MODIS PROFESSIONAL SVCS INC COM 607830106 311 43619 SH DEFINED 03 43619 MOHAWK INDS INC COM 608190104 2958 53900 SH DEFINED 03 53900 MOLEX INC COM 608554101 4927 159200 SH DEFINED 01 159200 MOLEX INC COM 608554101 8281 267545 SH DEFINED 03 267545 MONACO COACH CORP COM 60886R103 1743 79712 SH DEFINED 03 79712 MONTANA POWER CO COM 612085100 798 138700 SH DEFINED 03 138700 MONY GROUP INC COM 615337102 38 1100 SH DEFINED 01 1100 MONY GROUP INC 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INC COM 628782104 2740 234175 SH DEFINED 03 234175 NCO GROUP INC COM 628858102 287 12553 SH DEFINED 03 12553 NCR CORP NEW COM 62886E108 4832 131100 SH DEFINED 01 131100 NCR CORP NEW COM 62886E108 13437 364539 SH DEFINED 03 364539 NL INDS INC COM NEW 629156407 188 12300 SH DEFINED 03 12300 NMS COMMUNICATIONS CORP COM 629248105 55 11500 SH DEFINED 03 11500 NN INC COM 629337106 137 12300 SH DEFINED 03 12300 NPS PHARMACEUTICALS INC COM 62936P103 356 9300 SH DEFINED 03 9300 NRG ENERGY INC COM 629377102 474 30600 SH DEFINED 03 30600 NTL INC COM 629407107 26 27276 SH DEFINED 03 27276 NUI CORP COM 629431107 1081 45600 SH DEFINED 03 45600 NVR INC COM 62944T105 5341 26180 SH DEFINED 03 26180 NABORS INDS INC COM 629568106 1850 53900 SH DEFINED 01 53900 NABORS INDS INC COM 629568106 12143 353716 SH DEFINED 03 353716 NABORS INDS INC COM 629568106 985 28703 SH DEFINED 09 28703 NASH FINCH CO COM 631158102 1846 59350 SH DEFINED 03 59350 NATIONAL CITY CORP COM 635405103 5819 199000 SH DEFINED 01 199000 NATIONAL CITY CORP COM 635405103 53523 1830461 SH DEFINED 03 1830461 NATIONAL COMMERCE FINL CORP COM 63545P104 121 4800 SH DEFINED 01 4800 NATIONAL COMMERCE FINL CORP COM 63545P104 3411 134820 SH DEFINED 03 134820 NATIONAL FUEL GAS CO N J COM 636180101 44 1800 SH DEFINED 01 1800 NATIONAL FUEL GAS CO N J COM 636180101 1193 48300 SH DEFINED 03 48300 NATIONAL INFO CONSORTIUM INC COM 636491102 56 17600 SH DEFINED 03 17600 NATIONAL INSTRS CORP COM 636518102 742 19808 SH DEFINED 03 19808 NATIONAL-OILWELL INC COM 637071101 37 1800 SH DEFINED 01 1800 NATIONAL-OILWELL INC COM 637071101 436 21146 SH DEFINED 03 21146 NATIONAL PRESTO INDS INC COM 637215104 538 19375 SH DEFINED 03 19375 NATIONAL PROCESSING INC COM 637229105 296 9100 SH DEFINED 03 9100 NATIONAL SEMICONDUCTOR CORP COM 637640103 6217 201900 SH DEFINED 01 201900 NATIONAL SEMICONDUCTOR CORP COM 637640103 30426 988169 SH DEFINED 03 988169 NATIONAL SEMICONDUCTOR CORP COM 637640103 140 4551 SH DEFINED 09 4551 NATIONAL SVC INDS INC COM 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SH DEFINED 03 138379 NEW YORK TIMES CO CL A 650111107 14264 329800 SH DEFINED 01 329800 NEW YORK TIMES CO CL A 650111107 17236 398529 SH DEFINED 03 398529 NEWELL RUBBERMAID INC COM 651229106 7749 281053 SH DEFINED 01 281053 NEWELL RUBBERMAID INC COM 651229106 10101 366376 SH DEFINED 03 366376 NEWFIELD EXPL CO COM 651290108 4801 135200 SH DEFINED 03 135200 NEWHALL LAND & FARMING CO CAL DEPOSITARY REC 651426108 213 7200 SH DEFINED 03 7200 NEWMONT MINING CORP COM 651639106 9336 488523 SH DEFINED 01 488523 NEWMONT MINING CORP COM 651639106 8431 441197 SH DEFINED 03 441197 NEWPARK RES INC COM PAR $.01NE 651718504 220 27800 SH DEFINED 03 27800 NEWPORT CORP COM 651824104 470 24400 SH DEFINED 03 24400 NEWPOWER HLDGS INC COM 652463100 16 21200 SH DEFINED 03 21200 NEWS CORP LTD ADR NEW 652487703 291 9162 SH DEFINED 09 9162 NEWS CORP LTD SP ADR PFD 652487802 673 25431 SH DEFINED 03 25431 NEWS CORP LTD SP ADR PFD 652487802 91 3455 SH DEFINED 09 3455 NEXTEL COMMUNICATIONS INC CL A 65332V103 548 50000 SH DEFINED 00 50000 NEXTEL COMMUNICATIONS INC CL A 65332V103 6434 587000 SH DEFINED 01 587000 NEXTEL COMMUNICATIONS INC CL A 65332V103 11843 1080554 SH DEFINED 03 1080554 NEXTEL COMMUNICATIONS INC CL A 65332V103 119 10825 SH DEFINED 09 10825 NEXTEL PARTNERS INC CL A 65333F107 701 58400 SH DEFINED 03 58400 NIAGARA MOHAWK HLDGS INC COM 653520106 3869 218200 SH DEFINED 01 218200 NIAGARA MOHAWK HLDGS INC COM 653520106 3877 218663 SH DEFINED 03 218663 NICOR INC COM 654086107 2519 60500 SH DEFINED 01 60500 NICOR INC COM 654086107 14871 357131 SH DEFINED 03 357131 NIKE INC CL B 654106103 13593 241700 SH DEFINED 01 241700 NIKE INC CL B 654106103 30529 542826 SH DEFINED 03 542826 NIKU CORP COM 654113109 23 14400 SH DEFINED 03 14400 99 CENTS ONLY STORES COM 65440K106 10570 276335 SH DEFINED 03 276335 NISOURCE INC COM 65473P105 4754 206166 SH DEFINED 01 206166 NISOURCE INC COM 65473P105 10834 469817 SH DEFINED 03 469817 NOBLE AFFILIATES INC COM 654894104 2794 79164 SH DEFINED 03 79164 NOKIA 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CORP COM 665859104 18427 305996 SH DEFINED 03 305996 NORTHROP GRUMMAN CORP COM 666807102 8004 79393 SH DEFINED 01 79393 NORTHROP GRUMMAN CORP COM 666807102 18181 180354 SH DEFINED 03 180354 NORTHWEST AIRLS CORP CL A 667280101 182 11600 SH DEFINED 03 11600 NORTHWEST BANCORP INC PA COM 667328108 186 16300 SH DEFINED 03 16300 NORTHWEST NAT GAS CO COM 667655104 1966 77100 SH DEFINED 03 77100 NORTHWESTERN CORP COM 668074107 2383 113200 SH DEFINED 03 113200 NOVATEL WIRELESS INC COM 66987M109 15 11900 SH DEFINED 03 11900 NOVELL INC COM 670006105 106 23200 SH DEFINED 01 23200 NOVELL INC COM 670006105 2588 563838 SH DEFINED 03 563838 NOVELLUS SYS INC COM 670008101 4738 120100 SH DEFINED 01 120100 NOVELLUS SYS INC COM 670008101 7285 184673 SH DEFINED 03 184673 NOVEN PHARMACEUTICALS INC COM 670009109 1198 67500 SH DEFINED 03 67500 NOVOSTE CORP COM 67010C100 1339 153200 SH DEFINED 03 153200 NU SKIN ENTERPRISES INC CL A 67018T105 92 10500 SH DEFINED 03 10500 NSTAR COM 67019E107 58 1300 SH DEFINED 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169800 SH DEFINED 03 169800 ORGANIC INC COM 68617E101 4 12100 SH DEFINED 03 12100 ORION PWR HLDGS INC COM 686286105 235 9000 SH DEFINED 03 9000 ORTHODONTIC CTRS AMER INC COM 68750P103 21 700 SH DEFINED 01 700 ORTHODONTIC CTRS AMER INC COM 68750P103 4761 156100 SH DEFINED 03 156100 OSHKOSH B GOSH INC CL A 688222207 2072 49400 SH DEFINED 03 49400 OSHKOSH TRUCK CORP COM 688239201 2735 56100 SH DEFINED 03 56100 OSTEOTECH INC COM 688582105 201 36300 SH DEFINED 03 36300 OSTEX INTL INC COM 68859Q101 116 46500 SH DEFINED 03 46500 OTTER TAIL CORP COM 689648103 236 8100 SH DEFINED 03 8100 OUTBACK STEAKHOUSE INC COM 689899102 103 3000 SH DEFINED 01 3000 OUTBACK STEAKHOUSE INC COM 689899102 2219 64800 SH DEFINED 03 64800 OVERSEAS SHIPHOLDING GROUP INC COM 690368105 914 40600 SH DEFINED 03 40600 OVERTURE SVCS INC COM 69039R100 5010 141400 SH DEFINED 03 141400 OWENS & MINOR INC NEW COM 690732102 2070 111875 SH DEFINED 03 111875 OWENS ILL INC COM NEW 690768403 481 48100 SH DEFINED 03 48100 OXFORD 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DEFINED 03 76100 PATHMARK STORES INC NEW COM 70322A101 298 12100 SH DEFINED 03 12100 PATHMARK STORES INC NEW WT EXP 091910 70322A119 160 17625 SH DEFINED 00 17625 PATTERSON DENTAL CO COM 703412106 458 11200 SH DEFINED 01 11200 PATTERSON DENTAL CO COM 703412106 1752 42800 SH DEFINED 03 42800 PATTERSON UTI ENERGY INC COM 703481101 499 21400 SH DEFINED 03 21400 PAXAR CORP COM 704227107 2055 144752 SH DEFINED 03 144752 PAXSON COMMUNICATIONS CORP COM 704231109 252 24100 SH DEFINED 03 24100 PAYCHEX INC COM 704326107 12360 354650 SH DEFINED 01 354650 PAYCHEX INC COM 704326107 18641 534887 SH DEFINED 03 534887 PAYCHEX INC COM 704326107 674 19349 SH DEFINED 09 19349 PAYLESS SHOESOURCE INC COM 704379106 28 500 SH DEFINED 01 500 PAYLESS SHOESOURCE INC COM 704379106 1916 34114 SH DEFINED 03 34114 PEDIATRIX MED GROUP COM 705324101 2465 72675 SH DEFINED 03 72675 PEGASUS COMMUNICATIONS CORP CL A 705904100 1401 134600 SH DEFINED 03 134600 PEGASUS SOLUTIONS INC COM 705906105 1213 85400 SH DEFINED 03 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3100 SH DEFINED 03 3100 RITE AID CORP COM 767754104 258 50970 SH DEFINED 03 50970 RIVERSTONE NETWORKS INC COM 769320102 81 4900 SH DEFINED 01 4900 RIVERSTONE NETWORKS INC COM 769320102 206 12398 SH DEFINED 03 12398 ROADWAY CORP COM 769742107 2958 80600 SH DEFINED 03 80600 ROBBINS & MYERS INC COM 770196103 751 32075 SH DEFINED 03 32075 ROBERT HALF INTL INC COM 770323103 8635 323400 SH DEFINED 01 323400 ROBERT HALF INTL INC COM 770323103 5962 223300 SH DEFINED 03 223300 ROCKWELL INTL CORP NEW COM 773903109 5917 331300 SH DEFINED 01 331300 ROCKWELL INTL CORP NEW COM 773903109 19119 1070478 SH DEFINED 03 1070478 ROCKWELL COLLINS INC COM 774341101 199 10200 SH DEFINED 01 10200 ROCKWELL COLLINS INC COM 774341101 13726 703872 SH DEFINED 03 703872 ROGERS CORP COM 775133101 1330 43900 SH DEFINED 03 43900 ROHM & HAAS CO COM 775371107 5570 160838 SH DEFINED 01 160838 ROHM & HAAS CO COM 775371107 21538 621943 SH DEFINED 03 621943 ROHN INDS INC COM 775381106 27 13300 SH DEFINED 03 13300 ROLLINS INC 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411034 SAFEGUARD SCIENTIFICS INC COM 786449108 97 27800 SH DEFINED 03 27800 SAFEWAY INC COM NEW 786514208 12750 305400 SH DEFINED 01 305400 SAFEWAY INC COM NEW 786514208 41227 987463 SH DEFINED 03 987463 SAGE INC COM 786632109 311 8400 SH DEFINED 03 8400 ST JOE CO COM 790148100 300 10800 SH DEFINED 03 10800 ST JUDE MED INC COM 790849103 3735 48100 SH DEFINED 01 48100 ST JUDE MED INC COM 790849103 14536 187201 SH DEFINED 03 187201 ST MARY LD & EXPL CO COM 792228108 1839 86800 SH DEFINED 03 86800 ST PAUL COS INC COM 792860108 6710 152600 SH DEFINED 01 152600 ST PAUL COS INC COM 792860108 26665 606437 SH DEFINED 03 606437 SAKS INC COM 79377W108 382 40940 SH DEFINED 03 40940 SALTON INC COM 795757103 603 31950 SH DEFINED 03 31950 SAMSONITE CORP NEW COM 79604V105 31 22955 SH DEFINED 03 22955 SANDISK CORP COM 80004C101 776 53900 SH DEFINED 03 53900 SANMINA SCI CORP COM 800907107 4863 244384 SH DEFINED 01 244384 SANMINA SCI CORP COM 800907107 13338 670242 SH DEFINED 03 670242 SAP 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CORP NEW COM 81211K100 5545 135852 SH DEFINED 01 135852 SEALED AIR CORP NEW COM 81211K100 4673 114489 SH DEFINED 03 114489 SEARS ROEBUCK & CO COM 812387108 1953 41000 SH DEFINED 01 41000 SEARS ROEBUCK & CO COM 812387108 59700 1253139 SH DEFINED 03 1253139 SECURE COMPUTING CORP COM 813705100 255 12400 SH DEFINED 03 12400 SECURITY CAP GROUP INC CL B 81413P204 23 900 SH DEFINED 01 900 SECURITY CAP GROUP INC CL B 81413P204 350 13800 SH DEFINED 03 13800 SEEBEYOND TECHNOLOGIES CORP COM 815704101 267 27500 SH DEFINED 03 27500 SEITEL INC COM NEW 816074306 1206 88694 SH DEFINED 03 88694 SELECTIVE INS GROUP INC COM 816300107 3422 157500 SH DEFINED 03 157500 SEMTECH CORP COM 816850101 418 11700 SH DEFINED 01 11700 SEMTECH CORP COM 816850101 13007 364439 SH DEFINED 03 364439 SEMPRA ENERGY COM 816851109 4056 165210 SH DEFINED 01 165210 SEMPRA ENERGY COM 816851109 23724 966336 SH DEFINED 03 966336 SENIOR HSG PPTYS TR SH BEN INT 81721M109 320 23000 SH DEFINED 03 23000 SENSIENT TECHNOLOGIES CORP COM 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SH DEFINED 01 30800 SUNOCO INC COM 86764P109 19851 531628 SH DEFINED 03 531628 SUNTRUST BKS INC COM 867914103 8571 136700 SH DEFINED 01 136700 SUNTRUST BKS INC COM 867914103 42727 681452 SH DEFINED 03 681452 SUPERIOR ENERGY SVCS INC COM 868157108 208 24100 SH DEFINED 03 24100 SUPERIOR INDS INTL INC COM 868168105 652 16200 SH DEFINED 03 16200 SUPERTEX INC COM 868532102 608 34700 SH DEFINED 03 34700 SUPERVALU INC COM 868536103 6388 288800 SH DEFINED 01 288800 SUPERVALU INC COM 868536103 28914 1307129 SH DEFINED 03 1307129 SURMODICS INC COM 868873100 1728 47400 SH DEFINED 03 47400 SUSQUEHANNA BANCSHARES INC PA COM 869099101 2452 117600 SH DEFINED 03 117600 SWIFT ENERGY CO COM 870738101 1685 83400 SH DEFINED 03 83400 SWIFT TRANSN CO COM 870756103 817 37990 SH DEFINED 03 37990 SYBASE INC COM 871130100 22 1400 SH DEFINED 01 1400 SYBASE INC COM 871130100 429 27218 SH DEFINED 03 27218 SYBASE INC COM 871130100 277 17607 SH DEFINED 09 17607 SYBRON DENTAL SPECIALTIES INC COM 871142105 2490 115366 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87162H103 145 11250 SH DEFINED 03 11250 SYSCO CORP COM 871829107 18742 714800 SH DEFINED 01 714800 SYSCO CORP COM 871829107 33291 1269675 SH DEFINED 03 1269675 SYSTEMAX INC COM 871851101 35 14400 SH DEFINED 03 14400 SYSTEMS & COMPUTER TECHNOLOGY COM 871873105 1045 101100 SH DEFINED 03 101100 TBC CORP COM 872180104 1080 80650 SH DEFINED 03 80650 TCF FINL CORP COM 872275102 77 1600 SH DEFINED 01 1600 TCF FINL CORP COM 872275102 3335 69515 SH DEFINED 03 69515 TECO ENERGY INC COM 872375100 241 9200 SH DEFINED 01 9200 TECO ENERGY INC COM 872375100 4904 186904 SH DEFINED 03 186904 THQ INC COM NEW 872443403 3993 82375 SH DEFINED 03 82375 TJX COS INC NEW COM 872540109 12915 324000 SH DEFINED 01 324000 TJX COS INC NEW COM 872540109 15325 384473 SH DEFINED 03 384473 TRW INC COM 872649108 3697 99800 SH DEFINED 01 99800 TRW INC COM 872649108 15638 422191 SH DEFINED 03 422191 TMP WORLDWIDE INC COM 872941109 3423 79800 SH DEFINED 01 79800 TMP WORLDWIDE INC COM 872941109 5777 134673 SH DEFINED 03 134673 TXU CORP COM 873168108 4302 91242 SH DEFINED 01 91242 TXU CORP COM 873168108 37284 790760 SH DEFINED 03 790760 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 567 33000 SH DEFINED 03 33000 TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 1666 103000 SH DEFINED 03 103000 TALBOTS INC COM 874161102 290 8000 SH DEFINED 03 8000 TALISMAN ENERGY INC COM 87425E103 5677 149985 SH DEFINED 03 149985 TARGET CORP COM 87612E106 21445 522400 SH DEFINED 01 522400 TARGET CORP COM 87612E106 53374 1300218 SH DEFINED 03 1300218 TARGET CORP COM 87612E106 2023 49287 SH DEFINED 09 49287 TAUBMAN CTRS INC COM 876664103 196 13200 SH DEFINED 03 13200 TECH DATA CORP COM 878237106 164 3800 SH DEFINED 01 3800 TECH DATA CORP COM 878237106 3187 73638 SH DEFINED 03 73638 TECHNE CORP COM 878377100 5516 149700 SH DEFINED 03 149700 TECHNITROL INC COM 878555101 3008 108900 SH DEFINED 03 108900 TECUMSEH PRODS CO CL A 878895200 2603 51408 SH DEFINED 03 51408 TEKELEC COM 879101103 1177 65000 SH DEFINED 03 65000 TEKTRONIX INC COM 879131100 3689 143100 SH DEFINED 01 143100 TEKTRONIX INC COM 879131100 11632 451218 SH DEFINED 03 451218 TELECORP PCS INC NEW CL A 879300101 192 15368 SH DEFINED 03 15368 TELEDYNE TECHNOLOGIES INC COM 879360105 1456 89400 SH DEFINED 03 89400 TELEFLEX INC COM 879369106 568 12000 SH DEFINED 03 12000 TELEPHONE & DATA SYS INC COM 879433100 467 5200 SH DEFINED 01 5200 TELEPHONE & DATA SYS INC COM 879433100 2307 25700 SH DEFINED 03 25700 TELLABS INC COM 879664100 6170 412400 SH DEFINED 01 412400 TELLABS INC COM 879664100 8609 575476 SH DEFINED 03 575476 TELLIUM INC COM 87967E107 211 33900 SH DEFINED 03 33900 TEMPLE INLAND INC COM 879868107 930 16400 SH DEFINED 01 16400 TEMPLE INLAND INC COM 879868107 16352 288240 SH DEFINED 03 288240 TELETECH HOLDINGS INC COM 879939106 189 13200 SH DEFINED 03 13200 TENET HEALTHCARE CORP COM 88033G100 13324 226900 SH DEFINED 01 226900 TENET HEALTHCARE CORP COM 88033G100 62444 1063428 SH DEFINED 03 1063428 TERADYNE INC COM 880770102 3141 104200 SH DEFINED 01 104200 TERADYNE INC COM 880770102 7256 240749 SH DEFINED 03 240749 TERAYON COMMUNICATION SYS COM 880775101 150 18100 SH DEFINED 03 18100 TERREMARK WORLDWIDE INC COM 881448104 32 55600 SH DEFINED 03 55600 TESORO PETE CORP COM 881609101 218 16600 SH DEFINED 03 16600 TETRA TECHNOLOGIES INC DEL COM 88162F105 1111 53025 SH DEFINED 03 53025 TETRA TECH INC NEW COM 88162G103 3066 154017 SH DEFINED 03 154017 TEXAS INDS INC COM 882491103 2657 72000 SH DEFINED 03 72000 TEXAS INSTRS INC COM 882508104 16887 603100 SH DEFINED 01 603100 TEXAS INSTRS INC COM 882508104 74950 2676788 SH DEFINED 03 2676788 TEXAS INSTRS INC COM 882508104 83 2972 SH DEFINED 09 2972 TEXAS REGL BANCSHARES INC CL A VTG 882673106 241 6360 SH DEFINED 03 6360 TEXTRON INC COM 883203101 2392 57700 SH DEFINED 01 57700 TEXTRON INC COM 883203101 31984 771433 SH DEFINED 03 771433 THERAGENICS CORP COM 883375107 1369 138800 SH DEFINED 03 138800 THERMA-WAVE INC COM 88343A108 986 66100 SH DEFINED 03 66100 THERMO ELECTRON CORP COM 883556102 5388 225800 SH DEFINED 01 225800 THERMO ELECTRON CORP COM 883556102 15971 669358 SH DEFINED 03 669358 THOMAS & BETTS CORP COM 884315102 203 9600 SH DEFINED 01 9600 THOMAS & BETTS CORP COM 884315102 2246 106180 SH DEFINED 03 106180 THOMAS INDS INC COM 884425109 1072 42875 SH DEFINED 03 42875 THOR INDS INC COM 885160101 1425 38450 SH DEFINED 03 38450 THORATEC CORP COM NEW 885175307 315 18511 SH DEFINED 03 18511 3COM CORP COM 885535104 611 95700 SH DEFINED 03 95700 3DO CO COM 88553W105 30 14400 SH DEFINED 03 14400 THREE FIVE SYS INC COM 88554L108 1124 70647 SH DEFINED 03 70647 3TEC ENERGY CORP COM NEW 88575R308 3747 267626 SH DEFINED 03 267626 TIBCO SOFTWARE INC COM 88632Q103 278 18600 SH DEFINED 03 18600 TIBCO SOFTWARE INC COM 88632Q103 592 39676 SH DEFINED 09 39676 TIDEWATER INC COM 886423102 1547 45620 SH DEFINED 03 45620 TIFFANY & CO NEW COM 886547108 1740 55300 SH DEFINED 01 55300 TIFFANY & CO NEW COM 886547108 9409 298980 SH DEFINED 03 298980 TIMBERLAND CO CL A 887100105 653 17600 SH DEFINED 03 17600 TIME WARNER TELECOM INC CL A 887319101 214 12100 SH DEFINED 03 12100 TIMKEN CO COM 887389104 2982 184300 SH DEFINED 03 184300 TITAN CORP COM 888266103 634 25405 SH DEFINED 03 25405 TITAN INTL INC ILL COM 88830M102 253 53325 SH DEFINED 03 53325 TOLL BROTHERS INC COM 889478103 6684 152250 SH DEFINED 03 152250 TOLLGRADE COMMUNICATIONS INC COM 889542106 1311 39300 SH DEFINED 03 39300 TOO INC COM 890333107 4503 163736 SH DEFINED 03 163736 TOOTSIE ROLL INDS INC COM 890516107 510 13040 SH DEFINED 03 13040 TORCHMARK CORP COM 891027104 1542 39200 SH DEFINED 01 39200 TORCHMARK CORP COM 891027104 26840 682420 SH DEFINED 03 682420 TORO CO COM 891092108 2016 44800 SH DEFINED 03 44800 TOTAL FINA ELF S A SPONSORED ADR 89151E109 6972 99266 SH DEFINED 03 99266 TOWER AUTOMOTIVE INC COM 891707101 1303 144275 SH DEFINED 03 144275 TOTAL SYS SVCS INC COM 891906109 473 22350 SH DEFINED 03 22350 TOYS R US INC COM 892335100 5164 249000 SH DEFINED 01 249000 TOYS R 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