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                       COM            007768104     3454   182450 SH       DEFINED 03
182450
 ADVANCED MICRO DEVICES INC         COM            007903107     5246   330800 SH       DEFINED 01            330800

 ADVANCED MICRO DEVICES INC         COM            007903107    20895  1317482 SH       DEFINED 03
1317482
 ADVANCED MICRO DEVICES INC         COM            007903107       59     3745 SH       DEFINED 09
3745
 ADVANCEPCS                         COM            00790K109     6940   236450 SH       DEFINED 03
236450
 AEGON N V                          ORD AMER REG   007924103      522    19506 SH       DEFINED 03
19506
 ADVANCED ENERGY INDS               COM            007973100     2395    89900 SH       DEFINED 03
89900
 ADVENT SOFTWARE INC                COM            007974108      235     4700 SH       DEFINED 01
4700
 ADVENT SOFTWARE INC                COM            007974108      440     8800 SH       DEFINED 03
8800
 AETNA INC NEW                      COM            00817Y108     4909   148812 SH       DEFINED 01            148812

 AETNA INC NEW                      COM            00817Y108     8190   248244 SH       DEFINED 03
248244
 AETNA INC NEW                      COM            00817Y108     1588    48128 SH       DEFINED 09
48128
 AFFILIATED COMPUTER SERVICES       CL A           008190100      509     4800 SH       DEFINED 01
4800
 AFFILIATED COMPUTER SERVICES       CL A           008190100     7092    66827 SH       DEFINED 03
66827
 AFFILIATED MANAGERS GROUP          COM            008252108     2897    41100 SH       DEFINED 03
41100
 AGERE SYS INC                      CL A           00845V100      449    78900 SH       DEFINED 03
78900
 AGILENT TECHNOLOGIES INC           COM            00846U101     9059   317747 SH       DEFINED 01
317747
 AGILENT TECHNOLOGIES INC           COM            00846U101    19603   687587 SH       DEFINED 03            687587

 AGILE SOFTWARE CORP DEL            COM            00846X105      332    19300 SH       DEFINED 03
19300
 AGRIUM INC                         COM            008916108     1668   157380 SH       DEFINED 03
157380
 AIR PRODS & CHEMS INC              COM            009158106     8739   186300 SH       DEFINED 01
186300
 AIR PRODS & CHEMS INC              COM            009158106    25538   544406 SH       DEFINED 03
544406
 AIRBORNE INC                       COM            009269101      912    61500 SH       DEFINED 03
61500
 AIRGAS INC                         COM            009363102     2693   178100 SH       DEFINED 03
178100
 AIRGATE PCS INC                    COM            009367103      200     4400 SH       DEFINED 03
4400
 AIRTRAN HLDGS INC                  COM            00949P108       70    10600 SH       DEFINED 03             10600

 AKAMAI TECHNOLOGIES INC            COM            00971T101      279    47053 SH       DEFINED 03
47053
 ALAMOSA HLDGS INC                  COM            011589108      273    22900 SH       DEFINED 03
22900
 ALASKA AIR GROUP INC               COM            011659109     1667    57300 SH       DEFINED 03
57300
 ALASKA COMMUNICATIONS SYS GRP      COM            01167P101      123    15400 SH       DEFINED 03
15400
 ALBANY INTL CORP                   CL A           012348108      957    44122 SH       DEFINED 03
44122
 ALBANY MOLECULAR RESH INC          COM            012423109      246     9300 SH       DEFINED 03
9300
 ALBEMARLE CORP                     COM            012653101      602    25066 SH       DEFINED 03
25066
 ALBERTO CULVER CO                  CL B CONV      013068101     1754    39200 SH       DEFINED 01             39200

 ALBERTO CULVER CO                  CL B CONV      013068101     4319    96544 SH       DEFINED 03
96544
 ALBERTSONS INC                     COM            013104104    13753   436727 SH       DEFINED 01
436727
 ALBERTSONS INC                     COM            013104104    41748  1325768 SH       DEFINED 03
1325768
 ALCAN INC                          COM            013716105     6485   180500 SH       DEFINED 01
180500
 ALCAN INC                          COM            013716105    31904   887955 SH       DEFINED 03
887955
 ALCAN INC                          COM            013716105     2731    76000 SH       DEFINED 10
76000
 ALCOA INC                          COM            013817101    12113   340732 SH       DEFINED 01
340732
 ALCOA INC                          COM            013817101    69136  1944760 SH       DEFINED 03           1944760

 ALEXANDER & BALDWIN INC            COM            014482103      849    31800 SH       DEFINED 03
31800
 ALFA CORP                          COM            015385107      310    13800 SH       DEFINED 03
13800
 ALKERMES INC                       COM            01642T108      103     3900 SH       DEFINED 01
3900
 ALKERMES INC                       COM            01642T108      132     5000 SH       DEFINED 03
5000
 ALLEGHENY ENERGY INC               COM            017361106      743    20500 SH       DEFINED 01
20500
 ALLEGHENY ENERGY INC               COM            017361106    10031   276950 SH       DEFINED 03
276950
 ALLEGHENY TECHNOLOGIES INC         COM            01741R102     3734   222916 SH       DEFINED 01
222916
 ALLEGHENY TECHNOLOGIES INC         COM            01741R102     2079   124105 SH       DEFINED 03            124105

 ALLEGIANCE TELECOM INC             COM            01747T102       85    10300 SH       DEFINED 03
10300
 ALLEN TELECOM INC                  COM            018091108      672    79000 SH       DEFINED 03
79000
 ALLERGAN INC                       COM            018490102    14590   194400 SH       DEFINED 01
194400
 ALLERGAN INC                       COM            018490102    23649   315116 SH       DEFINED 03
315116
 ALLETE INC                         COM            018522102     1220    48400 SH       DEFINED 03
48400
 ALLIANCE CAP MGMT HLDG L P         UNIT LTD PARTN 01855A101      358     7400 SH       DEFINED 03
7400
 ALLIANCE IMAGING INC               COM NEW        018606202      144    11800 SH       DEFINED 03
11800
 ALLIANCE SEMICONDUCTOR CORP        COM            01877H100     1560   129150 SH       DEFINED 03            129150

 ALLIANCE SEMICONDUCTOR CORP        COM            01877H100      116     9582 SH       DEFINED 09
9582
 ALLIANT ENERGY CORP                COM            018802108       39     1300 SH       DEFINED 01
1300
 ALLIANT ENERGY CORP                COM            018802108     1228    40432 SH       DEFINED 03
40432
 ALLIANT TECHSYSTEMS INC            COM            018804104     6099    79000 SH       DEFINED 03
79000
 ALLIED CAP CORP NEW                COM            01903Q108      107     4100 SH       DEFINED 01
4100
 ALLIED CAP CORP NEW                COM            01903Q108      237     9100 SH       DEFINED 03
9100
 ALLIED WASTE INDS INC              COM PAR$.01NEW 019589308     1788   127200 SH       DEFINED 01
127200
 ALLIED WASTE INDS INC              COM PAR$.01NEW 019589308     5057   359700 SH       DEFINED 03            359700

 ALLMERICA FINL CORP                COM            019754100       53     1200 SH       DEFINED 01
1200
 ALLMERICA FINL CORP                COM            019754100     2508    56300 SH       DEFINED 03
56300
 ALLSTATE CORP                      COM            020002101    10076   298994 SH       DEFINED 01
298994
 ALLSTATE CORP                      COM            020002101    77696  2305511 SH       DEFINED 03
2305511
 ALLTEL CORP                        COM            020039103    13395   217000 SH       DEFINED 01
217000
 ALLTEL CORP                        COM            020039103    30471   493613 SH       DEFINED 03
493613
 ALPHA INDS INC                     COM            020753109     2977   136550 SH       DEFINED 03
136550
 ALPHARMA INC                       CL A           020813101     3153   119200 SH       DEFINED 03            119200

 ALTERA CORP                        COM            021441100     6056   285400 SH       DEFINED 01
285400
 ALTERA CORP                        COM            021441100    12294   579372 SH       DEFINED 03
579372
 ALTERA CORP                        COM            021441100       90     4247 SH       DEFINED 09
4247
 ALTEON INC                         COM            02144G107       78    17200 SH       DEFINED 03
17200
 AMAZON COM INC                     COM            023135106       31     2900 SH       DEFINED 01
2900
 AMAZON COM INC                     COM            023135106      370    34200 SH       DEFINED 03
34200
 AMAZON COM INC                     COM            023135106      158    14593 SH       DEFINED 09
14593
 AMBAC FINL GROUP INC               COM            023139108     4397    76000 SH       DEFINED 01             76000

 AMBAC FINL GROUP INC               COM            023139108     7999   138250 SH       DEFINED 03
138250
 AMERADA HESS CORP                  COM            023551104     1306    20900 SH       DEFINED 01
20900
 AMERADA HESS CORP                  COM            023551104    26473   423572 SH       DEFINED 03
423572
 AMEREN CORP                        COM            023608102      694    16400 SH       DEFINED 01
16400
 AMEREN CORP                        COM            023608102     7822   184917 SH       DEFINED 03
184917
 AMCORE FINL INC                    COM            023912108      203     9100 SH       DEFINED 03
9100
 AMERICAN AXLE & MFG HLDGS INC      COM            024061103      233    10900 SH       DEFINED 03
10900
 AMERICAN CAPITAL STRATEGIES        COM            024937104      320    11300 SH       DEFINED 03             11300

 AMERICAN ELEC PWR INC              COM            025537101     2627    60340 SH       DEFINED 01
60340
 AMERICAN ELEC PWR INC              COM            025537101    38606   886885 SH       DEFINED 03
886885
 AMERICAN EAGLE OUTFITTERS NEW      COM            02553E106     2829   108104 SH       DEFINED 03
108104
 AMERICAN EXPRESS CO                COM            025816109    20700   580000 SH       DEFINED 01
580000
 AMERICAN EXPRESS CO                COM            025816109    67335  1886665 SH       DEFINED 03
1886665
 AMERICAN EXPRESS CO                COM            025816109     1376    38560 SH       DEFINED 09
38560
 AMERICAN FINL GROUP INC OHIO       COM            025932104      879    35800 SH       DEFINED 03
35800
 AMERICAN FINL HLDGS INC            COM            026075101     1682    66200 SH       DEFINED 03             66200

 AMERICAN GREETINGS CORP            CL A           026375105       69     5000 SH       DEFINED 01
5000
 AMERICAN GREETINGS CORP            CL A           026375105    11053   802088 SH       DEFINED 03
802088
 AMERICAN HOME PRODS CORP           COM            026609107    41755   680500 SH       DEFINED 01
680500
 AMERICAN HOME PRODS CORP           COM            026609107   137705  2244215 SH       DEFINED 03
2244215
 AMERICAN INTL GROUP INC            COM            026874107    70459   887388 SH       DEFINED 01
887388
 AMERICAN INTL GROUP INC            COM            026874107   394120  4963724 SH       DEFINED 03
4963724
 AMERICAN INTL GROUP INC            COM            026874107      551     6935 SH       DEFINED 09
6935
 AMERICAN ITALIAN PASTA CO          CL A           027070101     2454    58375 SH       DEFINED 03             58375

 AMERICAN MGMT SYS INC              COM            027352103     2487   137562 SH       DEFINED 03
137562
 AMERICAN MED SYS HLDGS INC         COM            02744M108      348    16800 SH       DEFINED 03
16800
 AMERICAN NATL INS CO               COM            028591105      286     3400 SH       DEFINED 03
3400
 AMERICAN PWR CONVERSION CORP       COM            029066107     7116   492100 SH       DEFINED 01
492100
 AMERICAN PWR CONVERSION CORP       COM            029066107     3586   248000 SH       DEFINED 03
248000
 AMERICAN SOFTWARE INC              CL A           029683109       34    14800 SH       DEFINED 03
14800
 AMERICAN STD COS INC DEL           COM            029712106      198     2900 SH       DEFINED 01
2900
 AMERICAN STD COS INC DEL           COM            029712106     5322    78000 SH       DEFINED 03             78000

 AMERICAN STS WTR CO                COM            029899101     1062    30400 SH       DEFINED 03
30400
 AMERICAN TOWER CORP                CL A           029912201       64     6800 SH       DEFINED 01
6800
 AMERICAN TOWER CORP                CL A           029912201      161    17000 SH       DEFINED 03
17000
 AMERICAN WTR WKS INC               COM            030411102       42     1000 SH       DEFINED 01
1000
 AMERICAN WTR WKS INC               COM            030411102     2229    53400 SH       DEFINED 03
53400
 AMERICAN WOODMARK CORP             COM            030506109      403     7500 SH       DEFINED 03
7500
 AMERICREDIT CORP                   COM            03060R101      120     3800 SH       DEFINED 01
3800
 AMERICREDIT CORP                   COM            03060R101      690    21877 SH       DEFINED 03             21877

 AMERIPATH INC                      COM            03071D109      287     8900 SH       DEFINED 03
8900
 AMERITRADE HLDG CORP               CL A           03072H109      112    18900 SH       DEFINED 03
18900
 AMERUS GROUP CO                    COM            03072M108     1111    31000 SH       DEFINED 03
31000
 AMERISOURCEBERGEN CORP             COM            03073E105     3889    61200 SH       DEFINED 01
61200
 AMERISOURCEBERGEN CORP             COM            03073E105    12182   191697 SH       DEFINED 03
191697
 AMETEK INC NEW                     COM            031100100     1097    34400 SH       DEFINED 03
34400
 AMGEN INC                          COM            031162100    21394   379050 SH       DEFINED 01
379050
 AMGEN INC                          COM            031162100   111609  1977482 SH       DEFINED 03           1977482

 AMGEN INC                          COM            031162100      762    13496 SH       DEFINED 09
13496
 AMKOR TECHNOLOGY INC               COM            031652100      149     9300 SH       DEFINED 01
9300
 AMKOR TECHNOLOGY INC               COM            031652100      239    14900 SH       DEFINED 03
14900
 AMPHENOL CORP NEW                  CL A           032095101      389     8100 SH       DEFINED 01
8100
 AMPHENOL CORP NEW                  CL A           032095101      211     4400 SH       DEFINED 03
4400
 AMSOUTH BANCORPORATION             COM            032165102     6088   322100 SH       DEFINED 01
322100
 AMSOUTH BANCORPORATION             COM            032165102     9905   524089 SH       DEFINED 03
524089
 AMYLIN PHARMACEUTICALS INC         COM            032346108      181    19800 SH       DEFINED 03             19800

 ANADARKO PETE CORP                 COM            032511107    10029   176413 SH       DEFINED 01
176413
 ANADARKO PETE CORP                 COM            032511107    20183   355025 SH       DEFINED 03
355025
 ANALOG DEVICES INC                 COM            032654105     7129   160600 SH       DEFINED 01
160600
 ANALOG DEVICES INC                 COM            032654105    25660   578066 SH       DEFINED 03
578066
 ANALOG DEVICES INC                 COM            032654105      108     2442 SH       DEFINED 09
2442
 ANALOGIC CORP                      COM PAR $0.05  032657207     1465    38050 SH       DEFINED 03
38050
 ANALYSTS INTL CORP                 COM            032681108      261    63200 SH       DEFINED 03
63200
 ANCHOR BANCORP WIS INC             COM            032839102     1345    75800 SH       DEFINED 03             75800

 ANDERSEN GROUP INC                 COM            033501107      156    12500 SH       DEFINED 03
12500
 ANDREW CORP                        COM            034425108     5277   241087 SH       DEFINED 01
241087
 ANDREW CORP                        COM            034425108    14019   640407 SH       DEFINED 03
640407
 ANDRX GROUP                        COM            034553107      324     4600 SH       DEFINED 01
4600
 ANDRX GROUP                        COM            034553107      507     7200 SH       DEFINED 03
7200
 ANGELICA CORP                      COM            034663104      243    22400 SH       DEFINED 03
22400
 ANHEUSER BUSCH COS INC             COM            035229103    44645   987500 SH       DEFINED 01
987500
 ANHEUSER BUSCH COS INC             COM            035229103    99957  2210956 SH       DEFINED 03           2210956

 ANHEUSER BUSCH COS INC             COM            035229103      739    16339 SH       DEFINED 09
16339
 ANIXTER INTL INC                   COM            035290105     3751   129300 SH       DEFINED 03
129300
 ANNALY MTG MGMT INC                COM            035710409      272    17000 SH       DEFINED 03
17000
 ANNTAYLOR STORES CORP              COM            036115103     3182    90925 SH       DEFINED 03
90925
 ANTHEM INC                         COM            03674B104      579    11700 SH       DEFINED 03
11700
 ANSWERTHINK INC                    COM            036916104       82    12500 SH       DEFINED 03
12500
 ANTHRACITE CAP INC                 COM            037023108      454    41300 SH       DEFINED 03
41300
 ANTIGENICS INC DEL                 COM            037032109      167    10200 SH       DEFINED 03             10200

 AO TATNEFT                         SPON ADR REG S 03737P306      187    18100 SH       DEFINED 03
18100
 AON CORP                           COM            037389103    13894   391150 SH       DEFINED 01
391150
 AON CORP                           COM            037389103    15073   424354 SH       DEFINED 03
424354
 APACHE CORP                        COM            037411105     7456   149470 SH       DEFINED 01
149470
 APACHE CORP                        COM            037411105    10109   202670 SH       DEFINED 03
202670
 APARTMENT INVT & MGMT CO           CL A           03748R101      119     2600 SH       DEFINED 01
2600
 APARTMENT INVT & MGMT CO           CL A           03748R101      337     7367 SH       DEFINED 03
7367
 APOGEE ENTERPRISES INC             COM            037598109     1264    79900 SH       DEFINED 03             79900

 APOLLO GROUP INC                   CL A           037604105      270     6000 SH       DEFINED 01
6000
 APOLLO GROUP INC                   CL A           037604105    16572   368192 SH       DEFINED 03
368192
 APOLLO GROUP INC                   COM UNV PHOENX 037604204      460    14100 SH       DEFINED 03
14100
 APOGENT TECHNOLOGIES INC           COM            03760A101      157     6100 SH       DEFINED 01
6100
 APOGENT TECHNOLOGIES INC           COM            03760A101     3171   122900 SH       DEFINED 03
122900
 APPLE COMPUTER INC                 COM            037833100    10856   495700 SH       DEFINED 01
495700
 APPLE COMPUTER INC                 COM            037833100    28482  1300542 SH       DEFINED 03
1300542
 APPLEBEES INTL INC                 COM            037899101     4740   138600 SH       DEFINED 03            138600

 APRIA HEALTHCARE GROUP INC         COM            037933108      592    23700 SH       DEFINED 03
23700
 APPLERA CORP                       COM AP BIO GRP 038020103     8529   217200 SH       DEFINED 01
217200
 APPLERA CORP                       COM AP BIO GRP 038020103    16086   409638 SH       DEFINED 03
409638
 APPLERA CORP                       COM AP BIO GRP 038020103      302     7689 SH       DEFINED 09
7689
 APPLERA CORP                       COM CE GEN GRP 038020202       29     1100 SH       DEFINED 01
1100
 APPLERA CORP                       COM CE GEN GRP 038020202      149     5592 SH       DEFINED 03
5592
 APPLERA CORP                       COM CE GEN GRP 038020202      150     5637 SH       DEFINED 09
5637
 APPLICA INC                        COM            03815A106      583    64700 SH       DEFINED 03             64700

 APPLIED INDL TECHNOLOGIES INC      COM            03820C105     1312    70375 SH       DEFINED 03
70375
 APPLIED MATLS INC                  COM            038222105    12732   317500 SH       DEFINED 01
317500
 APPLIED MATLS INC                  COM            038222105    47068  1173759 SH       DEFINED 03
1173759
 APPLIED MATLS INC                  COM            038222105    12236   305134 SH       DEFINED 09
305134
 APPLIED MICRO CIRCUITS CORP        COM            03822W109     5970   527400 SH       DEFINED 01
527400
 APPLIED MICRO CIRCUITS CORP        COM            03822W109     8085   714236 SH       DEFINED 03
714236
 APPLIED MICRO CIRCUITS CORP        COM            03822W109       57     5077 SH       DEFINED 09
5077
 APTARGROUP INC                     COM            038336103     3950   112750 SH       DEFINED 03            112750

 ARBITRON INC                       COM            03875Q108     2937    86004 SH       DEFINED 03
86004
 ARCH CHEMICALS INC                 COM            03937R102     1612    69500 SH       DEFINED 03
69500
 ARCH COAL INC                      COM            039380100      435    19164 SH       DEFINED 03
19164
 ARCHER DANIELS MIDLAND CO          COM            039483102     4144   288792 SH       DEFINED 01
288792
 ARCHER DANIELS MIDLAND CO          COM            039483102    26883  1873380 SH       DEFINED 03
1873380
 ARCHSTONE SMITH TR                 COM            039583109      176     6700 SH       DEFINED 01
6700
 ARCHSTONE SMITH TR                 COM            039583109      484    18420 SH       DEFINED 03
18420
 ARCTIC CAT INC                     COM            039670104     1532    90100 SH       DEFINED 03             90100

 AREA BANCSHARES CORP NEW           COM            039872106      213    10950 SH       DEFINED 03
10950
 ARGOSY GAMING CO                   COM            040228108     2966    91200 SH       DEFINED 03
91200
 ARIBA INC                          COM            04033V104      151    24500 SH       DEFINED 03
24500
 ARIBA INC                          COM            04033V104      185    29957 SH       DEFINED 09
29957
 ARKANSAS BEST CORP DEL             COM            040790107     2251    78100 SH       DEFINED 03
78100
 ARMOR HOLDINGS INC                 COM            042260109     2119    78500 SH       DEFINED 03
78500
 ARMSTRONG HLDGS INC                COM            042384107       58    17100 SH       DEFINED 03
17100
 ARQULE INC                         COM            04269E107      928    54600 SH       DEFINED 03             54600

 ARRIS GROUP INC                    COM            04269Q100      101    10300 SH       DEFINED 03
10300
 ARROW ELECTRS INC                  COM            042735100       63     2100 SH       DEFINED 01
2100
 ARROW ELECTRS INC                  COM            042735100     5078   169849 SH       DEFINED 03
169849
 ARROW INTL INC                     COM            042764100      232     5800 SH       DEFINED 03
5800
 ART TECHNOLOGY GROUP INC           COM            04289L107       37    10700 SH       DEFINED 03
10700
 ARTESYN TECHNOLOGIES INC           COM            043127109     1102   118350 SH       DEFINED 03
118350
 ARTHROCARE CORP                    COM            043136100     2521   140600 SH       DEFINED 03
140600
 ARVINMERITOR INC                   COM            043353101     2276   115900 SH       DEFINED 03            115900

 ASCENTIAL SOFTWARE CORP            COM            04362P108      503   124300 SH       DEFINED 03
124300
 ASHLAND INC                        COM            044204105     1124    24400 SH       DEFINED 01
24400
 ASHLAND INC                        COM            044204105    20608   447227 SH       DEFINED 03
447227
 ASHLAND INC                        COM            044204105      785    17027 SH       DEFINED 09
17027
 ASHWORTH INC                       COM            04516H101      272    34500 SH       DEFINED 03
34500
 ASIAINFO HLDGS INC                 COM            04518A104      340    19500 SH       DEFINED 03
19500
 ASPECT COMMUNICATIONS CORP         COM            04523Q102      573   147725 SH       DEFINED 03
147725
 ASPEN TECHNOLOGY INC               COM            045327103     1631    97100 SH       DEFINED 03             97100

 ASSOCIATED BANC CORP               COM            045487105       49     1400 SH       DEFINED 01
1400
 ASSOCIATED BANC CORP               COM            045487105     3174    89936 SH       DEFINED 03
89936
 ASSOCIATED ESTATES RLTY CORP       COM            045604105      112    12200 SH       DEFINED 03
12200
 ASTEC INDS INC                     COM            046224101      776    53675 SH       DEFINED 03
53675
 ASTORIA FINL CORP                  COM            046265104       16      600 SH       DEFINED 01
600
 ASTORIA FINL CORP                  COM            046265104    22225   839946 SH       DEFINED 03
839946
 ASTROPOWER INC                     COM            04644A101     1601    39600 SH       DEFINED 03
39600
 ATLANTIC COAST AIRLINES HLDGS      COM            048396105     3357   144150 SH       DEFINED 03            144150

 ATLAS AIR WORLDWIDE HLDGS INC      COM            049164106      502    34300 SH       DEFINED 03
34300
 ATMEL CORP                         COM            049513104      857   116300 SH       DEFINED 03
116300
 ATMEL CORP                         COM            049513104       70     9508 SH       DEFINED 09
9508
 ATMOS ENERGY CORP                  COM            049560105     2660   125175 SH       DEFINED 03
125175
 ATWOOD OCEANICS INC                COM            050095108     1477    42375 SH       DEFINED 03
42375
 AUDIOVOX CORP                      CL A           050757103      570    76400 SH       DEFINED 03
76400
 AUSPEX SYS INC                     COM            052116100       28    15600 SH       DEFINED 03
15600
 AUTODESK INC                       COM            052769106     6586   176700 SH       DEFINED 01            176700

 AUTODESK INC                       COM            052769106     3148    84470 SH       DEFINED 03
84470
 AUTOMATIC DATA PROCESSING INC      COM            053015103     6762   114800 SH       DEFINED 01
114800
 AUTOMATIC DATA PROCESSING INC      COM            053015103    63749  1082321 SH       DEFINED 03
1082321
 AUTONATION INC                     COM            05329W102      835    67700 SH       DEFINED 03
67700
 AUTOZONE INC                       COM            053332102    10461   145700 SH       DEFINED 01
145700
 AUTOZONE INC                       COM            053332102    34144   475544 SH       DEFINED 03
475544
 AVALONBAY CMNTYS INC               COM            053484101       85     1800 SH       DEFINED 01
1800
 AVALONBAY CMNTYS INC               COM            053484101      573    12119 SH       DEFINED 03             12119

 AVANT CORP                         COM            053487104     3364   164200 SH       DEFINED 03
164200
 AVAYA INC                          COM            053499109     6573   540999 SH       DEFINED 01
540999
 AVAYA INC                          COM            053499109     5967   491083 SH       DEFINED 03
491083
 AVENTIS                            SPONSORED ADR  053561106     1790    25206 SH       DEFINED 03
25206
 AVERY DENNISON CORP                COM            053611109     9152   161900 SH       DEFINED 01
161900
 AVERY DENNISON CORP                COM            053611109     8632   152692 SH       DEFINED 03
152692
 AVIALL INC NEW                     COM            05366B102       79    10425 SH       DEFINED 03
10425
 AVID TECHNOLOGY INC                COM            05367P100     1108    91175 SH       DEFINED 03             91175

 AVIRON                             COM            053762100      234     4700 SH       DEFINED 03
4700
 AVISTA CORP                        COM            05379B107     2372   178900 SH       DEFINED 03
178900
 AVNET INC                          COM            053807103       48     1900 SH       DEFINED 01
1900
 AVNET INC                          COM            053807103     1458    57229 SH       DEFINED 03
57229
 AVOCENT CORP                       COM            053893103      475    19600 SH       DEFINED 03
19600
 AVON PRODS INC                     COM            054303102    25701   552700 SH       DEFINED 01
552700
 AVON PRODS INC                     COM            054303102    18563   399210 SH       DEFINED 03
399210
 AWARE INC MASS                     COM            05453N100      587    70700 SH       DEFINED 03             70700

 AXCELIS TECHNOLOGIES INC           COM            054540109       98     7600 SH       DEFINED 01
7600
 AXCELIS TECHNOLOGIES INC           COM            054540109     3422   265472 SH       DEFINED 03
265472
 AZTAR CORP                         COM            054802103     2594   141775 SH       DEFINED 03
141775
 BB&T CORP                          COM            054937107     6139   170000 SH       DEFINED 01
170000
 BB&T CORP                          COM            054937107    22568   624988 SH       DEFINED 03
624988
 BISYS GROUP INC                    COM            055472104       96     1500 SH       DEFINED 01
1500
 BISYS GROUP INC                    COM            055472104    10028   156707 SH       DEFINED 03
156707
 BJ SVCS CO                         COM            055482103       68     2100 SH       DEFINED 01              2100

 BJ SVCS CO                         COM            055482103     7455   229737 SH       DEFINED 03
229737
 BJS WHOLESALE CLUB INC             COM            05548J106      251     5700 SH       DEFINED 01
5700
 BJS WHOLESALE CLUB INC             COM            05548J106     6245   141615 SH       DEFINED 03
141615
 BMC INDS INC MINN                  COM            055607105      151    73500 SH       DEFINED 03
73500
 BOK FINL CORP                      COM NEW        05561Q201      240     7602 SH       DEFINED 03
7602
 BP PRUDHOE BAY RTY TR              UNIT BEN INT   055630107      184    12400 SH       DEFINED 03
12400
 BRE PROPERTIES INC                 CL A           05564E106      399    12900 SH       DEFINED 03
12900
 BMC SOFTWARE INC                   COM            055921100    11762   718500 SH       DEFINED 01            718500

 BMC SOFTWARE INC                   COM            055921100     8205   501230 SH       DEFINED 03
501230
 BMC SOFTWARE INC                   COM            055921100     1561    95339 SH       DEFINED 09
95339
 BAKER HUGHES INC                   COM            057224107     6150   168620 SH       DEFINED 01
168620
 BAKER HUGHES INC                   COM            057224107    17937   491834 SH       DEFINED 03
491834
 BALDOR ELEC CO                     COM            057741100     2076    99316 SH       DEFINED 03
99316
 BALL CORP                          COM            058498106     2651    37500 SH       DEFINED 01
37500
 BALL CORP                          COM            058498106     4748    67163 SH       DEFINED 03
67163
 BALLY TOTAL FITNESS HLDG CORP      COM            05873K108     1777    82400 SH       DEFINED 03             82400

 BANCO SANTANDER CHILE              SPON ADR SER A 05965F108      222    11900 SH       DEFINED 03
11900
 BANCOLOMBIA S A                    SPON ADR PREF  05968L102       29    18900 SH       DEFINED 03
18900
 BANCORPSOUTH INC                   COM            059692103      342    20625 SH       DEFINED 03
20625
 BANDAG INC                         COM            059815100      716    20600 SH       DEFINED 03
20600
 BANK OF AMERICA CORPORATION        COM            060505104    26809   425879 SH       DEFINED 01
425879
 BANK OF AMERICA CORPORATION        COM            060505104   233140  3703582 SH       DEFINED 03
3703582
 BANK NEW YORK INC                  COM            064057102    20804   509900 SH       DEFINED 01
509900
 BANK NEW YORK INC                  COM            064057102    41928  1027642 SH       DEFINED 03           1027642

 BANK ONE CORP                      COM            06423A103    13687   350506 SH       DEFINED 01
350506
 BANK ONE CORP                      COM            06423A103    97170  2488336 SH       DEFINED 03
2488336
 BANKATLANTIC BANCORP               CL A           065908501      600    65400 SH       DEFINED 03
65400
 BANKNORTH GROUP INC NEW            COM            06646R107       38     1700 SH       DEFINED 01
1700
 BANKNORTH GROUP INC NEW            COM            06646R107     3388   150423 SH       DEFINED 03
150423
 BANKUNITED FINL CORP               CL A           06652B103      159    10700 SH       DEFINED 03
10700
 BANTA CORP                         COM            066821109     1558    52775 SH       DEFINED 03
52775
 BARD C R INC                       COM            067383109     9294   144100 SH       DEFINED 01            144100

 BARD C R INC                       COM            067383109    16271   252265 SH       DEFINED 03
252265
 BARNES & NOBLE INC                 COM            067774109     1513    51106 SH       DEFINED 03
51106
 BARNES GROUP INC                   COM            067806109     1387    57800 SH       DEFINED 03
57800
 BARRICK GOLD CORP                  COM            067901108     8656   542713 SH       DEFINED 01
542713
 BARRICK GOLD CORP                  COM            067901108    11778   738404 SH       DEFINED 03
738404
 BARR LABS INC                      COM            068306109      254     3200 SH       DEFINED 01
3200
 BARR LABS INC                      COM            068306109     4482    56475 SH       DEFINED 03
56475
 BARRA INC                          COM            068313105     6800   144412 SH       DEFINED 03            144412

 BASSETT FURNITURE INDS INC         COM            070203104      475    33912 SH       DEFINED 03
33912
 BAUSCH & LOMB INC                  COM            071707103     5039   133800 SH       DEFINED 01
133800
 BAUSCH & LOMB INC                  COM            071707103     2883    76564 SH       DEFINED 03
76564
 BAXTER INTL INC                    COM            071813109    23839   444500 SH       DEFINED 01
444500
 BAXTER INTL INC                    COM            071813109    65498  1221294 SH       DEFINED 03
1221294
 BAY VIEW CAP CORP DEL              COM            07262L101      246    33500 SH       DEFINED 03
33500
 BE AEROSPACE INC                   COM            073302101      983   107200 SH       DEFINED 03
107200
 BEA SYS INC                        COM            073325102       99     6400 SH       DEFINED 01              6400

 BEA SYS INC                        COM            073325102      610    39600 SH       DEFINED 03
39600
 BEAR STEARNS COS INC               COM            073902108     5200    88679 SH       DEFINED 01
88679
 BEAR STEARNS COS INC               COM            073902108    21469   366110 SH       DEFINED 03
366110
 BEAZER HOMES USA INC               COM            07556Q105      885    12100 SH       DEFINED 03
12100
 BECKMAN COULTER INC                COM            075811109      155     3500 SH       DEFINED 01
3500
 BECKMAN COULTER INC                COM            075811109     5234   118142 SH       DEFINED 03
118142
 BECTON DICKINSON & CO              COM            075887109     5108   154100 SH       DEFINED 01
154100
 BECTON DICKINSON & CO              COM            075887109    14040   423519 SH       DEFINED 03            423519

 BED BATH & BEYOND INC              COM            075896100     9173   270600 SH       DEFINED 01
270600
 BED BATH & BEYOND INC              COM            075896100    14050   414442 SH       DEFINED 03
414442
 BEDFORD PPTY INVS INC              COM PAR $0.02  076446301      209     9300 SH       DEFINED 03
9300
 BEL FUSE INC                       CL B           077347300      752    30000 SH       DEFINED 03
30000
 BELDEN INC                         COM            077459105     2419   102700 SH       DEFINED 03
102700
 BELL MICROPRODUCTS INC             COM            078137106      587    46500 SH       DEFINED 03
46500
 BELLSOUTH CORP                     COM            079860102    32054   840200 SH       DEFINED 01
840200
 BELLSOUTH CORP                     COM            079860102   132028  3460759 SH       DEFINED 03           3460759

 BELO CORP                          COM SER A      080555105       84     4500 SH       DEFINED 01
4500
 BELO CORP                          COM SER A      080555105     1476    78700 SH       DEFINED 03
78700
 BEMIS INC                          COM            081437105      875    17800 SH       DEFINED 01
17800
 BEMIS INC                          COM            081437105     3724    75719 SH       DEFINED 03
75719
 BENCHMARK ELECTRS INC              COM            08160H101     1103    58175 SH       DEFINED 03
58175
 BERKLEY W R CORP                   COM            084423102      344     6400 SH       DEFINED 03
6400
 BERKSHIRE HATHAWAY INC DEL         CL B           084670207     2432      963 SH       DEFINED 09
963
 BEST BUY INC                       COM            086516101    18687   250900 SH       DEFINED 01            250900

 BEST BUY INC                       COM            086516101    26230   352177 SH       DEFINED 03
352177
 BETHLEHEM STL CORP                 COM            087509105       17    37300 SH       DEFINED 03
37300
 BEVERLY ENTERPRISES INC            COM NEW        087851309      305    35500 SH       DEFINED 03
35500
 BIG LOTS INC                       COM            089302103       83     8000 SH       DEFINED 01
8000
 BIG LOTS INC                       COM            089302103     9239   888356 SH       DEFINED 03
888356
 BIO RAD LABS INC                   CL A           090572207      241     3800 SH       DEFINED 03
3800
 BIO TECHNOLOGY GEN CORP            COM            090578105     1465   178050 SH       DEFINED 03
178050
 BIOGEN INC                         COM            090597105     6871   119800 SH       DEFINED 01            119800

 BIOGEN INC                         COM            090597105    12388   216007 SH       DEFINED 03
216007
 BIOGEN INC                         COM            090597105      580    10109 SH       DEFINED 09
10109
 BIOMET INC                         COM            090613100    11296   365575 SH       DEFINED 01
365575
 BIOMET INC                         COM            090613100    14064   455155 SH       DEFINED 03
455155
 BIOMARIN PHARMACEUTICAL INC        COM            09061G101      138    10300 SH       DEFINED 03
10300
 BLACK & DECKER CORP                COM            091797100      472    12500 SH       DEFINED 01
12500
 BLACK & DECKER CORP                COM            091797100    13528   358540 SH       DEFINED 03
358540
 BLACK BOX CORP DEL                 COM            091826107     2990    56550 SH       DEFINED 03             56550

 BLACK HILLS CORP                   COM            092113109      369    10900 SH       DEFINED 03
10900
 BLOCK H & R INC                    COM            093671105     6696   149800 SH       DEFINED 01
149800
 BLOCK H & R INC                    COM            093671105    24215   541716 SH       DEFINED 03
541716
 BLOCK H & R INC                    COM            093671105      834    18661 SH       DEFINED 09
18661
 BLYTH INC                          COM            09643P108      463    19900 SH       DEFINED 03
19900
 BOB EVANS FARMS INC                COM            096761101     2667   108560 SH       DEFINED 03
108560
 BOCA RESORTS INC                   CL A           09688T106      189    14400 SH       DEFINED 03
14400
 BOEING CO                          COM            097023105    16990   438116 SH       DEFINED 01            438116

 BOEING CO                          COM            097023105    71743  1850004 SH       DEFINED 03
1850004
 BOISE CASCADE CORP                 COM            097383103     2558    75200 SH       DEFINED 01
75200
 BOISE CASCADE CORP                 COM            097383103     4747   139577 SH       DEFINED 03
139577
 BORDERS GROUP INC                  COM            099709107       22     1100 SH       DEFINED 01
1100
 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            109473108      487   155025 SH       DEFINED 03
155025
 BRINKER INTL INC                   COM            109641100       60     2000 SH       DEFINED 01
2000
 BRINKER INTL INC                   COM            109641100     3270   109871 SH       DEFINED 03
109871
 BRISTOL MYERS SQUIBB CO            COM            110122108    40679   797628 SH       DEFINED 01
797628
 BRISTOL MYERS SQUIBB CO            COM            110122108   195456  3832477 SH       DEFINED 03           3832477

 BROADCOM CORP                      CL A           111320107     8203   200700 SH       DEFINED 01
200700
 BROADCOM CORP                      CL A           111320107    15024   367600 SH       DEFINED 03
367600
 BROADCOM CORP                      CL A           111320107      673    16477 SH       DEFINED 09
16477
 BROADVISION INC                    COM            111412102      211    77100 SH       DEFINED 03
77100
 BROADVISION INC                    COM            111412102      137    49847 SH       DEFINED 09
49847
 BROADWING INC                      COM            111620100       56     5900 SH       DEFINED 01
5900
 BROADWING INC                      COM            111620100     1241   130600 SH       DEFINED 03
130600
 BROCADE COMMUNICATIONS SYS INC     COM            111621108      247     7450 SH       DEFINED 01              7450

 BROCADE COMMUNICATIONS SYS INC     COM            111621108      778    23500 SH       DEFINED 03
23500
 BROOKLINE BANCORP INC              COM            113739106      235    14300 SH       DEFINED 03
14300
 BROOKS AUTOMATION INC              COM            11434A100     2143    52700 SH       DEFINED 03
52700
 BROOKTROUT INC                     COM            114580103      209    32100 SH       DEFINED 03
32100
 BROWN & BROWN INC                  COM            115236101      393    14400 SH       DEFINED 03
14400
 BROWN FORMAN CORP                  CL B           115637209    10998   175684 SH       DEFINED 01
175684
 BROWN FORMAN CORP                  CL B           115637209     6322   100993 SH       DEFINED 03
100993
 BROWN TOM INC                      COM NEW        115660201     3230   119600 SH       DEFINED 03            119600

 BROWN SHOE INC NEW                 COM            115736100     1073    66050 SH       DEFINED 03
66050
 BRUKER DALTONICS INC               COM            116795105      242    14800 SH       DEFINED 03
14800
 BRUNSWICK CORP                     COM            117043109     4226   194200 SH       DEFINED 01
194200
 BRUNSWICK CORP                     COM            117043109    14885   684040 SH       DEFINED 03
684040
 BRUSH ENGINEERED MATLS INC         COM            117421107      711    49900 SH       DEFINED 03
49900
 BUCKEYE TECHNOLOGIES INC           COM            118255108     1324   115150 SH       DEFINED 03
115150
 BUILDING MATLS HLDG CORP           COM            120113105      550    50700 SH       DEFINED 03
50700
 BURLINGTON COAT FACTORY            COM            121579106     2267   134940 SH       DEFINED 03            134940

 BURLINGTON NORTHN SANTA FE CP      COM            12189T104     3140   110061 SH       DEFINED 01
110061
 BURLINGTON NORTHN SANTA FE CP      COM            12189T104    36501  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 CORP                         COM            125509109    10812   116700 SH       DEFINED 01
116700
 CIGNA CORP                         COM            125509109    40102   432828 SH       DEFINED 03
432828
 CLECO CORP NEW                     COM            12561W105      679    30904 SH       DEFINED 03
30904
 CMGI INC                           COM            125750109      119    73086 SH       DEFINED 03
73086
 CMS ENERGY CORP                    COM            125896100     5424   225700 SH       DEFINED 01
225700
 CMS ENERGY CORP                    COM            125896100    12717   529197 SH       DEFINED 03
529197
 CPI CORP                           COM            125902106      437    26300 SH       DEFINED 03             26300

 CNA FINL CORP                      COM            126117100      770    26400 SH       DEFINED 03
26400
 CNA SURETY CORP                    COM            12612L108      192    12400 SH       DEFINED 03
12400
 CNF INC                            COM            12612W104       17      500 SH       DEFINED 01
500
 CNF INC                            COM            12612W104     2149    64050 SH       DEFINED 03
64050
 CNS INC                            COM            126136100      104    19000 SH       DEFINED 03
19000
 CNET NETWORKS INC                  COM            12613R104      113    12638 SH       DEFINED 03
12638
 CP HOLDRS                          DEP RCPTS  CP  12616K106     2331    59409 SH       DEFINED 03
59409
 CSG SYS INTL INC                   COM            126349109      303     7500 SH       DEFINED 01              7500

 CSG SYS INTL INC                   COM            126349109     1974    48800 SH       DEFINED 03
48800
 CSX CORP                           COM            126408103     4742   135300 SH       DEFINED 01
135300
 CSX CORP                           COM            126408103    11722   334426 SH       DEFINED 03
334426
 CTS CORP                           COM            126501105     1304    82025 SH       DEFINED 03
82025
 CUNO INC                           COM            126583103     1626    53300 SH       DEFINED 03
53300
 CVF TECHNOLOGIES CORP              COM            12660F102        0        0 SH       DEFINED 00
0
 CVF TECHNOLOGIES CORP              COM            12660F102      168   647128 SH       DEFINED 03
647128
 CVS CORP                           COM            126650100     9197   310700 SH       DEFINED 01            310700

 CVS CORP                           COM            126650100    23573   796384 SH       DEFINED 03
796384
 CVS CORP                           COM            126650100      884    29862 SH       DEFINED 09
29862
 CV THERAPEUTICS INC                COM            126667104      354     6800 SH       DEFINED 03
6800
 CABLEVISION SYS CORP               CL A NY CABLVS 12686C109      114     2400 SH       DEFINED 01
2400
 CABLEVISION SYS CORP               CL A NY CABLVS 12686C109      617    13000 SH       DEFINED 03
13000
 CABLE DESIGN TECHNOLOGIES CORP     COM            126924109     1981   144812 SH       DEFINED 03
144812
 CABOT CORP                         COM            127055101     2617    73300 SH       DEFINED 03
73300
 CABOT OIL & GAS CORP               CL A           127097103     2237    93000 SH       DEFINED 03             93000

 CABOT MICROELECTRONICS CORP        COM            12709P103       95     1200 SH       DEFINED 01
1200
 CABOT MICROELECTRONICS CORP        COM            12709P103      546     6885 SH       DEFINED 03
6885
 CACI INTL INC                      CL A           127190304     3490    88400 SH       DEFINED 03
88400
 CADENCE DESIGN SYSTEM INC          COM            127387108      311    14200 SH       DEFINED 01
14200
 CADENCE DESIGN SYSTEM INC          COM            127387108     7208   328820 SH       DEFINED 03
328820
 CAL DIVE INTL INC                  COM            127914109     2759   111800 SH       DEFINED 03
111800
 CALLAWAY GOLF CO                   COM            131193104     1272    66400 SH       DEFINED 03
66400
 CALPINE CORP                       COM            131347106     3606   214800 SH       DEFINED 01            214800

 CALPINE CORP                       COM            131347106    21531  1282345 SH       DEFINED 03
1282345
 CAMBREX CORP                       COM            132011107     3431    78700 SH       DEFINED 03
78700
 CAMDEN PPTY TR                     SH BEN INT     133131102      373    10156 SH       DEFINED 03
10156
 CAMINUS CORP                       COM            133766105      538    23400 SH       DEFINED 03
23400
 CAMPBELL SOUP CO                   COM            134429109    30733  1028900 SH       DEFINED 01
1028900
 CAMPBELL SOUP CO                   COM            134429109    17587   588800 SH       DEFINED 03
588800
 CANADIAN NATL RY CO                COM            136375102      226     4688 SH       DEFINED 03
4688
 CAPITAL AUTOMOTIVE REIT            COM SH BEN INT 139733109      286    14400 SH       DEFINED 03             14400

 CAPITAL ONE FINL CORP              COM            14040H105    14432   267500 SH       DEFINED 01
267500
 CAPITAL ONE FINL CORP              COM            14040H105    15556   288337 SH       DEFINED 03
288337
 CAPITOL FED FINL                   COM            14057C106      352    16900 SH       DEFINED 03
16900
 CAPTARIS INC                       COM            14071N104      311    84400 SH       DEFINED 03
84400
 CARBO CERAMICS INC                 COM            140781105     1562    39900 SH       DEFINED 03
39900
 CARAUSTAR INDS INC                 COM            140909102      548    79100 SH       DEFINED 03
79100
 CARDINAL HEALTH INC                COM            14149Y108    15884   245650 SH       DEFINED 01
245650
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 CAREER EDUCATION CORP              COM            141665109      425    12400 SH       DEFINED 03
12400
 CAREMARK RX INC                    COM            141705103        2      100 SH       DEFINED 01
100
 CAREMARK RX INC                    COM            141705103     2600   159388 SH       DEFINED 03
159388
 CARLISLE COS INC                   COM            142339100     1084    29300 SH       DEFINED 03
29300
 CARNIVAL CORP                      COM            143658102     8329   296600 SH       DEFINED 01
296600
 CARNIVAL CORP                      COM            143658102    42582  1516446 SH       DEFINED 03
1516446
 CARPENTER TECHNOLOGY CORP          COM            144285103      732    27500 SH       DEFINED 03
27500
 CARRAMERICA RLTY CORP              COM            144418100       99     3300 SH       DEFINED 01              3300

 CARRAMERICA RLTY CORP              COM            144418100      250     8300 SH       DEFINED 03
8300
 CARREKER CORP                      COM            144433109      350    59400 SH       DEFINED 03
59400
 CASCADE NAT GAS CORP               COM            147339105      684    31022 SH       DEFINED 03
31022
 CASEYS GEN STORES INC              COM            147528103     2204   147900 SH       DEFINED 03
147900
 CASH AMER INTL INC                 COM            14754D100      648    76180 SH       DEFINED 03
76180
 CASTLE A M & CO                    COM            148411101      308    37600 SH       DEFINED 03
37600
 CATALINA MARKETING CORP            COM            148867104       17      500 SH       DEFINED 01
500
 CATALINA MARKETING CORP            COM            148867104     2263    65207 SH       DEFINED 03             65207

 CATAPULT COMMUNICATIONS CORP       COM            149016107     1418    54400 SH       DEFINED 03
54400
 CATELLUS DEV CORP                  COM            149111106      257    13950 SH       DEFINED 03
13950
 CATERPILLAR INC DEL                COM            149123101     7247   138700 SH       DEFINED 01
138700
 CATERPILLAR INC DEL                COM            149123101    44774   856918 SH       DEFINED 03
856918
 CATERPILLAR INC DEL                COM            149123101    39996   765465 SH       DEFINED 09
765465
 CATHAY BANCORP INC                 COM            149150104      250     3900 SH       DEFINED 03
3900
 CATO CORP NEW                      CL A           149205106     1733    91700 SH       DEFINED 03
91700
 CELL GENESYS INC                   COM            150921104      256    11000 SH       DEFINED 03             11000

 CELL THERAPEUTICS INC              COM            150934107      253    10500 SH       DEFINED 03
10500
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344
 CELESTICA INC                      SUB VTG SHS    15101Q108    40390  1000000 SH       DEFINED 10
1000000
 CELGENE CORP                       COM            151020104      290     9100 SH       DEFINED 01
9100
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46300
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19133
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542674
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11500
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8000
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93100
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436495
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105300
 CENTRAL VT PUB SVC CORP            COM            155771108      654    39150 SH       DEFINED 03
39150
 CENTURY ALUM CO                    COM            156431108      747    55900 SH       DEFINED 03
55900
 CENTURY BUSINESS SVCS INC          COM            156490104       43    18900 SH       DEFINED 03             18900

 CENTURYTEL INC                     COM            156700106     8607   262400 SH       DEFINED 01
262400
 CENTURYTEL INC                     COM            156700106     9292   283293 SH       DEFINED 03
283293
 CEPHALON INC                       COM            156708109      159     2100 SH       DEFINED 01
2100
 CEPHALON INC                       COM            156708109    12778   169050 SH       DEFINED 03
169050
 CEPHALON INC                       COM            156708109     1199    15860 SH       DEFINED 09
15860
 CERIDIAN CORP NEW                  COM            156779100       92     4900 SH       DEFINED 01
4900
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39622
 CERNER CORP                        COM            156782104       30      600 SH       DEFINED 01               600

 CERNER CORP                        COM            156782104     5134   102825 SH       DEFINED 03
102825
 CERTEGY INC                        COM            156880106      484    14150 SH       DEFINED 01
14150
 CERTEGY INC                        COM            156880106     1023    29900 SH       DEFINED 03
29900
 CERUS CORP                         COM            157085101      206     4500 SH       DEFINED 03
4500
 CHAMPION ENTERPRISES INC           COM            158496109     1854   150600 SH       DEFINED 03
150600
 CHAMPIONSHIP AUTO RACING TEAM      COM            158711101      533    33100 SH       DEFINED 03
33100
 CHARLES RIV LABS INTL INC          COM            159864107     2089    62400 SH       DEFINED 03
62400
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 CHARTER ONE FINL INC               COM            160903100     8968   330312 SH       DEFINED 03
330312
 CHARTER MUN MTG ACCEP CO           SH BEN INT     160908109      436    26800 SH       DEFINED 03
26800
 CHARMING SHOPPES INC               COM            161133103      858   161500 SH       DEFINED 03
161500
 CHARTER COMMUNICATIONS INC DEL     CL A           16117M107       64     3900 SH       DEFINED 01
3900
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28400
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8992
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8755
 CHECKFREE CORP NEW                 COM            162813109       52     2900 SH       DEFINED 01              2900

 CHECKFREE CORP NEW                 COM            162813109      382    21200 SH       DEFINED 03
21200
 CHECKPOINT SYS INC                 COM            162825103     1215    90700 SH       DEFINED 03
90700
 CHEESECAKE FACTORY INC             COM            163072101     4946   142262 SH       DEFINED 03
142262
 CHELSEA PPTY GROUP INC             COM            163421100      285     5800 SH       DEFINED 03
5800
 CHEMED CORP                        COM            163596109     1010    29800 SH       DEFINED 03
29800
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41875
 CHEMICAL FINL CORP                 COM            163731102      224     7424 SH       DEFINED 03
7424
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 CHESAPEAKE ENERGY CORP             COM            165167107      375    56700 SH       DEFINED 03
56700
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350193
 CHEVRONTEXACO CORP                 COM            166764100   188134  2099478 SH       DEFINED 03
2099478
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90100
 CHILDRENS PL RETAIL STORES INC     COM            168905107      228     8400 SH       DEFINED 03
8400
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15400
 CHOICE HOTELS INTL INC             COM            169905106      420    18950 SH       DEFINED 03
18950
 CHIRON CORP                        COM            170040109     6501   148300 SH       DEFINED 01            148300

 CHIRON CORP                        COM            170040109    12250   279427 SH       DEFINED 03
279427
 CHITTENDEN CORP                    COM            170228100     2655    96193 SH       DEFINED 03
96193
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10050
 CHOICEPOINT INC                    COM            170388102     1158    22840 SH       DEFINED 03
22840
 CHRISTOPHER & BANKS CORP           COM            171046105     2459    71800 SH       DEFINED 03
71800
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115300
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552675
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163825
 CIENA CORP                         COM            171779101     4799   335330 SH       DEFINED 01
335330
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399100
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225000
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260059
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41389
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625964
 CIRCUIT CITY STORE INC             CIRCT CITY GRP 172737108     7224   278400 SH       DEFINED 01            278400

 CIRCUIT CITY STORE INC             CIRCT CITY GRP 172737108     7579   292054 SH       DEFINED 03
292054
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82700
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5056
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2378123
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14938034
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803427
 CINTAS CORP                        COM            172908105     1090    22700 SH       DEFINED 01
22700
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 CITIGROUP INC                      COM            172967101    82962  1643462 SH       DEFINED 01
1643462
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9304164
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12650
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117500
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329729
 CITRIX SYS INC                     COM            177376100     7272   320900 SH       DEFINED 01
320900
 CITRIX SYS INC                     COM            177376100    10546   465403 SH       DEFINED 03
465403
 CITY NATL CORP                     COM            178566105     1986    42400 SH       DEFINED 03             42400

 CLAIRES STORES INC                 COM            179584107      480    31800 SH       DEFINED 03
31800
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79350
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58827
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323100
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931141
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40100
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371500
 CLOROX CO DEL                      COM            189054109    20117   508636 SH       DEFINED 03            508636

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59312
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44400
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25925
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1121500
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4001925
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476700
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615136
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85550
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74350
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439600
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1041501
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12383
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1443876
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77405
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 COLUMBIA SPORTSWEAR CO             COM            198516106     1282    38500 SH       DEFINED 03
38500
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527354
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1533323
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199328
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17870
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102900
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633833
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 COMMERCE BANCORP INC NJ            COM            200519106     7421   188628 SH       DEFINED 03
188628
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2520
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6481
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7900
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70840
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108601
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193250
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21600
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43100
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4933
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75666
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12300
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145400
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951886
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3732116
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74511
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167418
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17100
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319950
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1524885
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176100
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241663
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57400
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350600
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527103
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152792
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274600
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528300
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1626825
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75200
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60450
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90100
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728218
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56125
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172700
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337200
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98825
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122970
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2015729
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10000
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572173
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36800
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243462
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232492
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8000
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53500
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503456
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64668
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213925
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13700
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21129
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105000
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145350
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20800
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997333
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1997843
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16400
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14920
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4900
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81648
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65000
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222200
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701254
 COSTCO WHSL CORP NEW               COM            22160K105    11733   264383 SH       DEFINED 09
264383
 COUNTRYWIDE CR INDS INC DEL        COM            222372104     8534   208300 SH       DEFINED 01
208300
 COUNTRYWIDE CR INDS INC DEL        COM            222372104    27260   665354 SH       DEFINED 03
665354
 COUSINS PPTYS INC                  COM            222795106      257    10550 SH       DEFINED 03             10550

 COVANCE INC                        COM            222816100      651    28675 SH       DEFINED 03
28675
 COVANTA ENERGY CORP                COM            22281N103      108    23955 SH       DEFINED 03
23955
 COVENTRY HEALTH CARE INC           COM            222862104     5209   261125 SH       DEFINED 03
261125
 COX COMMUNICATIONS INC NEW         CL A           224044107      176     4200 SH       DEFINED 01
4200
 COX COMMUNICATIONS INC NEW         CL A           224044107     2661    63497 SH       DEFINED 03
63497
 COX COMMUNICATIONS INC NEW         CL A           224044107      457    10915 SH       DEFINED 09
10915
 CRANE CO                           COM            224399105      795    31000 SH       DEFINED 01
31000
 CRANE CO                           COM            224399105    12353   481782 SH       DEFINED 03            481782

 CRAWFORD & CO                      CL B           224633107      143    12200 SH       DEFINED 03
12200
 CREDENCE SYS CORP                  COM            225302108      470    25300 SH       DEFINED 03
25300
 CREDIT ACCEP CORP MICH             COM            225310101      164    18400 SH       DEFINED 03
18400
 CREE INC                           COM            225447101      292     9900 SH       DEFINED 01
9900
 CREE INC                           COM            225447101      548    18600 SH       DEFINED 03
18600
 CRESCENT REAL ESTATE EQUITIES      COM            225756105       92     5100 SH       DEFINED 01
5100
 CRESCENT REAL ESTATE EQUITIES      COM            225756105     2827   156074 SH       DEFINED 03
156074
 CROMPTON CORP                      COM            227116100      775    86146 SH       DEFINED 03             86146

 CROSS A T CO                       CL A           227478104      356    60300 SH       DEFINED 03
60300
 CROWN ANDERSEN INC                 COM            228190104      104    12609 SH       DEFINED 03
12609
 CROWN CASTLE INTL CORP             COM            228227104       87     8100 SH       DEFINED 01
8100
 CROWN CASTLE INTL CORP             COM            228227104      207    19400 SH       DEFINED 03
19400
 CROWN CORK & SEAL INC              COM            228255105       97    38275 SH       DEFINED 03
38275
 CRYOLIFE INC                       COM            228903100     1721    57375 SH       DEFINED 03
57375
 CUBIST PHARMACEUTICALS INC         COM            229678107      291     8100 SH       DEFINED 03
8100
 CULLEN FROST BANKERS INC           COM            229899109     5117   165700 SH       DEFINED 03            165700

 CUMMINS INC                        COM            231021106     2405    62400 SH       DEFINED 01
62400
 CUMMINS INC                        COM            231021106     9361   242882 SH       DEFINED 03
242882
 CUMULUS MEDIA INC                  CL A           231082108      303    18700 SH       DEFINED 03
18700
 CURATIVE HEALTH SVCS INC           COM            231264102      257    19000 SH       DEFINED 03
19000
 CURAGEN CORP                       COM            23126R101      213     9500 SH       DEFINED 03
9500
 CYBERONICS INC                     COM            23251P102      562    21200 SH       DEFINED 03
21200
 CYBEX INTL INC                     COM            23252E106       27    14500 SH       DEFINED 03
14500
 CYGNUS INC                         COM            232560102      449    85550 SH       DEFINED 03             85550

 CYMER INC                          COM            232572107     2414    90300 SH       DEFINED 03
90300
 CYPRESS SEMICONDUCTOR CORP         COM            232806109      462    23200 SH       DEFINED 01
23200
 CYPRESS SEMICONDUCTOR CORP         COM            232806109     3338   167500 SH       DEFINED 03
167500
 CYPRESS SEMICONDUCTOR CORP         COM            232806109      108     5435 SH       DEFINED 09
5435
 CYTEC INDS INC                     COM            232820100     1258    46607 SH       DEFINED 03
46607
 CYTOGEN CORP                       COM            232824102       70    23200 SH       DEFINED 03
23200
 CYTYC CORP                         COM            232946103      230     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 NEW              COM            25179M103     6891   178285 SH       DEFINED 03
178285
 DEVRY INC DEL                      COM            251893103      430    15100 SH       DEFINED 01             15100

 DEVRY INC DEL                      COM            251893103     1152    40500 SH       DEFINED 03
40500
 DIAGNOSTIC PRODS CORP              COM            252450101     4149    94400 SH       DEFINED 03
94400
 DIAL CORP NEW                      COM            25247D101     3106   181100 SH       DEFINED 03
181100
 DIAMOND OFFSHORE DRILLING INC      COM            25271C102       52     1700 SH       DEFINED 01
1700
 DIAMOND OFFSHORE DRILLING INC      COM            25271C102     7105   233721 SH       DEFINED 03
233721
 DIEBOLD INC                        COM            253651103     4579   113241 SH       DEFINED 03
113241
 DIGENE CORP                        COM            253752109      788    26700 SH       DEFINED 03
26700
 DIGI INTL INC                      COM            253798102      252    39600 SH       DEFINED 03             39600

 DIGITAS INC                        COM            25388K104       54    13500 SH       DEFINED 03
13500
 DIME CMNTY BANCSHARES              COM            253922108     2204    78550 SH       DEFINED 03
78550
 DILLARDS INC                       CL A           254067101     4467   279200 SH       DEFINED 01
279200
 DILLARDS INC                       CL A           254067101    11955   747185 SH       DEFINED 03
747185
 DIME BANCORP INC NEW               COM            25429Q102     5936   164520 SH       DEFINED 03
164520
 DIME BANCORP INC NEW               WT EXP  000002 25429Q110       23   154600 SH       DEFINED 03
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            262506108       22    17500 SH       DEFINED 03
17500
 DU PONT E I DE NEMOURS & CO        COM            263534109    19231   452394 SH       DEFINED 01
452394
 DU PONT E I DE NEMOURS & CO        COM            263534109    67495  1587753 SH       DEFINED 03           1587753

 DU PONT E I DE NEMOURS & CO        COM            263534109    46365  1090687 SH       DEFINED 09
1090687
 DUANE READE INC                    COM            263578106      206     6800 SH       DEFINED 03
6800
 DUKE ENERGY CORP                   COM            264399106    16794   427762 SH       DEFINED 01
427762
 DUKE ENERGY CORP                   COM            264399106    76068  1937550 SH       DEFINED 03
1937550
 DUKE REALTY CORP                   COM NEW        264411505       63     2600 SH       DEFINED 01
2600
 DUKE REALTY CORP                   COM NEW        264411505      346    14216 SH       DEFINED 03
14216
 DUN & BRADSTREET CORP DEL NEW      COM            26483E100     1328    37612 SH       DEFINED 03
37612
 DURA AUTOMOTIVE SYSTEMS CORP       CL A           265903104      330    30000 SH       DEFINED 03             30000

 DUPONT PHOTOMASKS INC              COM            26613X101     2668    61400 SH       DEFINED 03
61400
 DURECT CORP                        COM            266605104      170    14700 SH       DEFINED 03
14700
 DYCOM INDS INC                     COM            267475101      830    49650 SH       DEFINED 03
49650
 DYNEGY INC NEW                     CL A           26816Q101     5536   217100 SH       DEFINED 01
217100
 DYNEGY INC NEW                     CL 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       DEFINED 03
430563
 EASTMAN KODAK CO                   COM            277461109     5206   176900 SH       DEFINED 01
176900
 EASTMAN KODAK CO                   COM            277461109    22761   773406 SH       DEFINED 03
773406
 EASTMAN KODAK CO                   COM            277461109    34133  1159809 SH       DEFINED 09           1159809

 EATON CORP                         COM            278058102     1235    16600 SH       DEFINED 01
16600
 EATON CORP                         COM            278058102    16741   224979 SH       DEFINED 03
224979
 EATON VANCE CORP                   COM NON VTG    278265103      352     9900 SH       DEFINED 01
9900
 EATON VANCE CORP                   COM NON VTG    278265103     1027    28900 SH       DEFINED 03
28900
 EBAY INC                           COM            278642103      729    10900 SH       DEFINED 01
10900
 EBAY INC                           COM            278642103     2014    30100 SH       DEFINED 03
30100
 EBAY INC                           COM            278642103      214     3197 SH       DEFINED 09
3197
 ECHOSTAR COMMUNICATIONS NEW        CL A           278762109      530    19300 SH       DEFINED 01             19300

 ECHOSTAR COMMUNICATIONS NEW        CL A           278762109     2802   102000 SH       DEFINED 03
102000
 ECHOSTAR COMMUNICATIONS NEW        CL A           278762109      378    13769 SH       DEFINED 09
13769
 ECLIPSYS CORP                      COM            278856109      221    13200 SH       DEFINED 03
13200
 ECOLAB INC                         COM            278865100     8481   210700 SH       DEFINED 01
210700
 ECOLAB INC                         COM            278865100     7412   184159 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       DEFINED 03
17400
 EMPRESA NACIONAL DE ELCTRCIDAD     SPONSORED ADR  29244T101      322    31000 SH       DEFINED 03
31000
 EMULEX CORP                        COM NEW        292475209      217     5500 SH       DEFINED 01
5500
 EMULEX CORP                        COM NEW        292475209      288     7300 SH       DEFINED 03
7300
 ENCOMPASS SVCS CORP                COM            29255U104       48    16492 SH       DEFINED 03             16492

 ENERGEN CORP                       COM            29265N108     2822   114500 SH       DEFINED 03
114500
 ENERGY EAST CORP                   COM            29266M109       85     4500 SH       DEFINED 01
4500
 ENERGY EAST CORP                   COM            29266M109     2782   146508 SH       DEFINED 03
146508
 ENERGIZER HLDGS INC                COM            29266R108       27     1400 SH       DEFINED 01
1400
 ENERGIZER HLDGS INC                COM            29266R108     2714   142441 SH       DEFINED 03
142441
 ENERSIS S A                        SPONSORED ADR  29274F104      264    19863 SH       DEFINED 03
19863
 ENGAGE INC                         COM            292827102        8    17100 SH       DEFINED 03
17100
 ENGELHARD CORP                     COM            292845104      534    19300 SH       DEFINED 01             19300

 ENGELHARD CORP                     COM            292845104    19701   711732 SH       DEFINED 03
711732
 ENGINEERED SUPPORT SYS INC         COM            292866100      318     9300 SH       DEFINED 03
9300
 ENESCO GROUP INC                   COM            292973104      226    35850 SH       DEFINED 03
35850
 ENNIS BUSINESS FORMS INC           COM            293389102      144    14987 SH       DEFINED 03
14987
 ENTERASYS NETWORKS INC             COM            293637104      166    18800 SH       DEFINED 01
18800
 ENTERASYS NETWORKS INC             COM            293637104     1521   171836 SH       DEFINED 03
171836
 ENTERCOM COMMUNICATIONS CORP       CL A           293639100      605    12100 SH       DEFINED 03
12100
 ENTERGY CORP NEW                   COM            29364G103     6246   159700 SH       DEFINED 01            159700

 ENTERGY CORP NEW                   COM            29364G103    31807   813261 SH       DEFINED 03
813261
 ENTERPRISE PRODS PARTNERS L P      COM            293792107      216     4600 SH       DEFINED 03
4600
 ENTRUST INC                        COM            293848107      177    17400 SH       DEFINED 03
17400
 ENZON INC                          COM            293904108      203     3600 SH       DEFINED 03
3600
 ENZO BIOCHEM INC                   COM            294100102     2260    96155 SH       DEFINED 03
96155
 EPRESENCE INC                      COM            294348107      277    66200 SH       DEFINED 03
66200
 EQUIFAX INC                        COM            294429105     4531   187600 SH       DEFINED 01
187600
 EQUIFAX INC                        COM            294429105     5125   212235 SH       DEFINED 03            212235

 EQUINIX INC                        COM            29444U106       45    15400 SH       DEFINED 03
15400
 EQUITABLE RES INC                  COM            294549100       92     2700 SH       DEFINED 01
2700
 EQUITABLE RES INC                  COM            294549100     1005    29500 SH       DEFINED 03
29500
 EQUITY INNS INC                    COM            294703103      131    19800 SH       DEFINED 03
19800
 EQUITY OFFICE PROPERTIES TRUST     COM            294741103      804    26742 SH       DEFINED 01
26742
 EQUITY OFFICE PROPERTIES TRUST     COM            294741103    20548   683117 SH       DEFINED 03
683117
 EQUITY RESIDENTIAL PPTYS TR        SH BEN INT     29476L107      462    16100 SH       DEFINED 01
16100
 EQUITY RESIDENTIAL PPTYS TR        SH BEN INT     29476L107     9337   325202 SH       DEFINED 03            325202

 ERICSSON L M TEL CO                ADR CL B SEK10 294821400    13901  2662980 SH       DEFINED 09
2662980
 ERIE INDTY CO                      CL A           29530P102      289     7500 SH       DEFINED 03
7500
 ESCO TECHNOLOGIES INC              COM            296315104      221     6400 SH       DEFINED 03
6400
 ESSEX PPTY TR INC                  COM            297178105      321     6500 SH       DEFINED 03
6500
 ESTERLINE TECHNOLOGIES CORP        COM            297425100     1694   105800 SH       DEFINED 03
105800
 ETHAN ALLEN INTERIORS INC          COM            297602104     5178   124500 SH       DEFINED 03
124500
 ETHYL CORP                         COM            297659104       20    21800 SH       DEFINED 03
21800
 EVERGREEN RES INC                  COM NO PAR     299900308     2490    64500 SH       DEFINED 03             64500

 EXAR CORP                          COM            300645108     2381   114200 SH       DEFINED 03
114200
 EXCELON CORP                       COM            300691102       12    10029 SH       DEFINED 03
10029
 EXELON CORP                        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       DEFINED 01
148900
 FORTUNE BRANDS INC                 COM            349631101     9256   233788 SH       DEFINED 03
233788
 FORWARD AIR CORP                   COM            349853101     2027    59750 SH       DEFINED 03             59750

 FOSSIL INC                         COM            349882100     2078    98975 SH       DEFINED 03
98975
 FOUNDRY NETWORKS INC               COM            35063R100       95    11600 SH       DEFINED 03
11600
 4 KIDS ENTMT INC                   COM            350865101      667    33300 SH       DEFINED 03
33300
 FOX ENTMT GROUP INC                CL A           35138T107      212     8000 SH       DEFINED 01
8000
 FOX ENTMT GROUP INC                CL A           35138T107      860    32400 SH       DEFINED 03
32400
 FRANKLIN COVEY CO                  COM            353469109      341    56600 SH       DEFINED 03
56600
 FRANKLIN RES INC                   COM            354613101     4776   135400 SH       DEFINED 01
135400
 FRANKLIN RES INC                   COM            354613101    12642   358444 SH       DEFINED 03            358444

 FREDS INC                          CL A           356108100      375     9150 SH       DEFINED 03
9150
 FREEMARKETS INC                    COM            356602102      858    35800 SH       DEFINED 03
35800
 FREEPORT-MCMORAN COPPER & GOLD     CL B           35671D857     5593   417700 SH       DEFINED 01
417700
 FREEPORT-MCMORAN COPPER & GOLD     CL B           35671D857     2825   210944 SH       DEFINED 03
210944
 FREMONT GEN CORP                   COM            357288109     1605   205220 SH       DEFINED 03
205220
 FRESENIUS MED CARE 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    47141   801041 SH       DEFINED 03
801041
 GOLDMAN SACHS GROUP INC            COM            38141G104      167     1800 SH       DEFINED 01
1800
 GOLDMAN SACHS GROUP INC            COM            38141G104     6219    67048 SH       DEFINED 03
67048
 GOOD GUYS INC                      COM            382091106       44    11000 SH       DEFINED 03
11000
 GOODRICH CORP                      COM            382388106      194     7300 SH       DEFINED 01              7300

 GOODRICH CORP                      COM            382388106    22500   845239 SH       DEFINED 03
845239
 GOODYEAR TIRE & RUBR CO            COM            382550101      212     8900 SH       DEFINED 01
8900
 GOODYEAR TIRE & RUBR CO            COM            382550101     6970   292749 SH       DEFINED 03
292749
 GOODYS FAMILY CLOTHING INC         COM            382588101      359    85500 SH       DEFINED 03
85500
 GRACO INC                          COM            384109104     3874    99200 SH       DEFINED 03
99200
 GRAINGER W W INC                   COM            384802104     6754   140700 SH       DEFINED 01
140700
 GRAINGER W W INC                   COM            384802104     6482   135050 SH       DEFINED 03
135050
 GRANITE CONSTR INC                 COM            387328107     1153    47900 SH       DEFINED 03             47900

 GRANT PRIDECO INC                  COM            38821G101      336    29212 SH       DEFINED 03
29212
 GRAPHIC PACKAGING INTL CORP        COM            388690109       55    11300 SH       DEFINED 03
11300
 GREAT ATLANTIC & PAC TEA INC       COM            390064103     2975   125100 SH       DEFINED 03
125100
 GREAT LAKES CHEM CORP              COM            390568103     1760    72500 SH       DEFINED 01
72500
 GREAT LAKES CHEM CORP              COM            390568103     1745    71856 SH       DEFINED 03
71856
 GREAT PLAINS ENERGY INC            COM            391164100       38     1500 SH       DEFINED 01
1500
 GREAT PLAINS ENERGY INC            COM            391164100      627    24900 SH       DEFINED 03
24900
 GREATER BAY BANCORP                COM            391648102      986    34500 SH       DEFINED 03             34500

 GREEN MOUNTAIN PWR CORP            COM            393154109      280    15000 SH       DEFINED 03
15000
 GREENPOINT FINL CORP               COM            395384100       54     1500 SH       DEFINED 01
1500
 GREENPOINT FINL CORP               COM            395384100     9660   270200 SH       DEFINED 03
270200
 GREY GLOBAL GROUP INC              COM            39787M108      267      400 SH       DEFINED 03
400
 GREY WOLF INC                      COM            397888108      197    66300 SH       DEFINED 03
66300
 GRIFFON CORP                       COM            398433102     1460    97350 SH       DEFINED 03
97350
 GROUP 1 AUTOMOTIVE INC             COM            398905109     2515    88200 SH       DEFINED 03
88200
 GTECH HLDGS CORP                   COM            400518106     1716    37900 SH       DEFINED 03             37900

 GUIDANT CORP                       COM            401698105    18018   361800 SH       DEFINED 01
361800
 GUIDANT CORP                       COM            401698105    55484  1114139 SH       DEFINED 03
1114139
 GYMBOREE CORP                      COM            403777105      879    73700 SH       DEFINED 03
73700
 HCA INC                            COM            404119109    13208   342700 SH       DEFINED 01
342700
 HCA INC                            COM            404119109    46395  1203815 SH       DEFINED 03
1203815
 HCC INS HLDGS INC                  COM            404132102      408    14800 SH       DEFINED 03
14800
 HNC SOFTWARE INC                   COM            40425P107     2167   105200 SH       DEFINED 03
105200
 HRPT PPTYS TR                      COM SH BEN INT 40426W101      338    39000 SH       DEFINED 03             39000

 H POWER CORP                       COM            40427A108       32    10100 SH       DEFINED 03
10100
 HAEMONETICS CORP                   COM            405024100     2581    76100 SH       DEFINED 03
76100
 HAGGAR CORP                        COM            405173105      186    17100 SH       DEFINED 03
17100
 HAIN CELESTIAL GROUP INC           COM            405217100     2734    99575 SH       DEFINED 03
99575
 HALL KINION ASSOCIATES INC         COM            406069104      416    44400 SH       DEFINED 03
44400
 HALLIBURTON CO                     COM            406216101     6336   483700 SH       DEFINED 01
483700
 HALLIBURTON CO                     COM            406216101     7696   587446 SH       DEFINED 03
587446
 HALLIBURTON CO                     COM            406216101      430    32851 SH       DEFINED 09             32851

 HANCOCK FABRICS INC                COM            409900107      700    53248 SH       DEFINED 03
53248
 HANCOCK JOHN FINL SVCS INC         COM            41014S106     2854    69100 SH       DEFINED 01
69100
 HANCOCK JOHN FINL SVCS INC         COM            41014S106    20312   491806 SH       DEFINED 03
491806
 HANDLEMAN CO DEL                   COM            410252100      183    12300 SH       DEFINED 03
12300
 HANDSPRING INC                     COM            410293104       85    12600 SH       DEFINED 03
12600
 HANOVER COMPRESSOR CO              COM            410768105     2332    92320 SH       DEFINED 03
92320
 HANSEN NAT CORP                    COM            411310105      104    24800 SH       DEFINED 03
24800
 HARBOR FLA BANCSHARES INC          COM            411901101      199    11700 SH       DEFINED 03             11700

 HARLAND JOHN H CO                  COM            412693103     2100    95025 SH       DEFINED 03
95025
 HARLEY DAVIDSON INC                COM            412822108     6371   117300 SH       DEFINED 01
117300
 HARLEY DAVIDSON INC                COM            412822108    49910   918981 SH       DEFINED 03
918981
 HARLEY DAVIDSON INC                COM            412822108      813    14963 SH       DEFINED 09
14963
 HARLEYSVILLE GROUP INC             COM            412824104      277    11600 SH       DEFINED 03
11600
 HARMAN INTL INDS INC               COM            413086109     4548   100850 SH       DEFINED 03
100850
 HARMONIC INC                       COM            413160102     2274   189179 SH       DEFINED 03
189179
 HARRAHS ENTMT INC                  COM            413619107     8176   220900 SH       DEFINED 01            220900

 HARRAHS ENTMT INC                  COM            413619107    25599   691678 SH       DEFINED 03
691678
 HARRIS CORP DEL                    COM            413875105      165     5400 SH       DEFINED 01
5400
 HARRIS CORP DEL                    COM            413875105     2831    92779 SH       DEFINED 03
92779
 HARSCO CORP                        COM            415864107     1626    47400 SH       DEFINED 03
47400
 HARTE-HANKS INC                    COM            416196103     1090    38700 SH       DEFINED 03
38700
 HARTFORD FINL SVCS GROUP INC       COM            416515104     8532   135800 SH       DEFINED 01
135800
 HARTFORD FINL SVCS GROUP INC       COM            416515104    43450   691549 SH       DEFINED 03
691549
 HARTMARX CORP                      COM            417119104       17    10250 SH       DEFINED 03             10250

 HASBRO INC                         COM            418056107     2697   166150 SH       DEFINED 01
166150
 HASBRO INC                         COM            418056107    14646   902391 SH       DEFINED 03
902391
 HAWAIIAN ELEC INDUSTRIES           COM            419870100     1704    42300 SH       DEFINED 03
42300
 HEALTH CARE PPTY INVS INC          COM            421915109       43     1200 SH       DEFINED 01
1200
 HEALTH CARE PPTY INVS INC          COM            421915109      196     5400 SH       DEFINED 03
5400
 HEALTHSOUTH CORP                   COM            421924101     6251   421800 SH       DEFINED 01
421800
 HEALTHSOUTH CORP                   COM            421924101    23408  1579466 SH       DEFINED 03
1579466
 HEALTH MGMT ASSOC INC NEW          CL A           421933102     2064   112200 SH       DEFINED 01            112200

 HEALTH MGMT ASSOC INC NEW          CL A           421933102     6530   354893 SH       DEFINED 03
354893
 HEALTHCARE RLTY TR                 COM            421946104      372    13300 SH       DEFINED 03
13300
 HEALTH CARE REIT INC               COM            42217K106      241     9900 SH       DEFINED 03
9900
 HEALTH MGMT SYS INC                COM            42219M100       38    12200 SH       DEFINED 03
12200
 HEALTH NET INC                     COM            42222G108       20      900 SH       DEFINED 01
900
 HEALTH NET INC                     COM            42222G108     3667   168360 SH       DEFINED 03
168360
 HEARTLAND EXPRESS INC              COM            422347104     2643    95159 SH       DEFINED 03
95159
 HECLA MNG CO                       COM            422704106       13    14100 SH       DEFINED 03             14100

 HEIDRICK & STRUGGLES INTL INC      COM            422819102     1125    62000 SH       DEFINED 03
62000
 HEINZ H J CO                       COM            423074103    34582   841000 SH       DEFINED 01
841000
 HEINZ H J CO                       COM            423074103    26451   643273 SH       DEFINED 03
643273
 HELIX TECHNOLOGY CORP              COM            423319102     1485    65850 SH       DEFINED 03
65850
 HELMERICH & PAYNE INC              COM            423452101     2247    67328 SH       DEFINED 03
67328
 HENRY JACK & ASSOC INC             COM            426281101      170     7800 SH       DEFINED 01
7800
 HENRY JACK & ASSOC INC             COM            426281101      682    31221 SH       DEFINED 03
31221
 HERBALIFE INTL INC                 CL A           426908208      148    10433 SH       DEFINED 03             10433

 HERCULES INC                       COM            427056106       77     7700 SH       DEFINED 01
7700
 HERCULES INC                       COM            427056106     6241   624058 SH       DEFINED 03
624058
 HERSHEY FOODS CORP                 COM            427866108    26593   392800 SH       DEFINED 01
392800
 HERSHEY FOODS CORP                 COM            427866108    12576   185765 SH       DEFINED 03
185765
 HEWLETT PACKARD CO                 COM            428236103    10385   505600 SH       DEFINED 01
505600
 HEWLETT PACKARD CO                 COM            428236103    80100  3899712 SH       DEFINED 03
3899712
 HEWLETT PACKARD CO                 COM            428236103      207    10098 SH       DEFINED 09
10098
 HEXCEL CORP NEW                    COM            428291108       38    12200 SH       DEFINED 03             12200

 HIBERNIA CORP                      CL A           428656102       94     5300 SH       DEFINED 01
5300
 HIBERNIA CORP                      CL A           428656102     2609   146638 SH       DEFINED 03
146638
 HIGH YIELD INCOME FD INC           COM            429904105       64    11000 SH       DEFINED 00
11000
 HIGHWOODS PPTYS INC                COM            431284108      584    22500 SH       DEFINED 03
22500
 HILB ROGAL & HAMILTON CO           COM            431294107     2497    44550 SH       DEFINED 03
44550
 HILLENBRAND INDS INC               COM            431573104       22      400 SH       DEFINED 01
400
 HILLENBRAND INDS INC               COM            431573104     6853   124000 SH       DEFINED 03
124000
 HILTON HOTELS CORP                 COM            432848109      219    20100 SH       DEFINED 01             20100

 HILTON HOTELS CORP                 COM            432848109     5480   501838 SH       DEFINED 03
501838
 HILTON HOTELS CORP                 COM            432848109     1691   154822 SH       DEFINED 09
154822
 HISPANIC BROADCASTING CORP         CL A           43357B104      156     6100 SH       DEFINED 01
6100
 HISPANIC BROADCASTING CORP         CL A           43357B104     1168    45800 SH       DEFINED 03
45800
 HOLLYWOOD ENTMT CORP               COM            436141105     1398    97800 SH       DEFINED 03
97800
 HOLOGIC INC                        COM            436440101      432    46550 SH       DEFINED 03
46550
 HOME DEPOT INC                     COM            437076102    23669   464000 SH       DEFINED 01
464000
 HOME DEPOT INC                     COM            437076102   241861  4741442 SH       DEFINED 03           4741442

 HOME DEPOT INC                     COM            437076102      198     3872 SH       DEFINED 09
3872
 HOME PPTYS N Y INC                 COM            437306103      253     8000 SH       DEFINED 03
8000
 HOMESTORE COM INC                  COM            437852106       36    10100 SH       DEFINED 03
10100
 HON INDS INC                       COM            438092108     1753    63400 SH       DEFINED 03
63400
 HONEYWELL INTL INC                 COM            438516106    13061   386186 SH       DEFINED 01
386186
 HONEYWELL INTL INC                 COM            438516106    58583  1732211 SH       DEFINED 03
1732211
 HONEYWELL INTL INC                 COM            438516106    18687   552542 SH       DEFINED 09
552542
 HOOPER HOLMES INC                  COM            439104100     1640   183200 SH       DEFINED 03            183200

 HORACE MANN EDUCATORS CORP NEW     COM            440327104     1057    49800 SH       DEFINED 03
49800
 HORMEL FOODS CORP                  COM            440452100       48     1800 SH       DEFINED 01
1800
 HORMEL FOODS CORP                  COM            440452100     1365    50818 SH       DEFINED 03
50818
 HOSPITALITY PPTYS TR               COM SH BEN INT 44106M102       27      900 SH       DEFINED 01
900
 HOSPITALITY PPTYS TR               COM SH BEN INT 44106M102      965    32700 SH       DEFINED 03
32700
 HOST MARRIOTT CORP NEW             COM            44107P104        4      400 SH       DEFINED 01
400
 HOST MARRIOTT CORP NEW             COM            44107P104      259    28800 SH       DEFINED 03
28800
 HOT TOPIC INC                      COM            441339108     1921    61200 SH       DEFINED 03             61200

 HOUSEHOLD INTL INC                 COM            441815107    13228   228313 SH       DEFINED 01
228313
 HOUSEHOLD INTL INC                 COM            441815107    52504   906185 SH       DEFINED 03
906185
 HOUSTON EXPL CO                    COM            442120101      242     7200 SH       DEFINED 03
7200
 HUBBELL INC                        CL B           443510201       32     1100 SH       DEFINED 01
1100
 HUBBELL INC                        CL B           443510201     1445    49200 SH       DEFINED 03
49200
 HUDSON CITY BANCORP                COM            443683107      295    11200 SH       DEFINED 03
11200
 HUDSON UNITED BANCORP              COM            444165104     4576   159459 SH       DEFINED 03
159459
 HUFFY CORP                         COM            444356109      174    27200 SH       DEFINED 03             27200

 HUGHES SUPPLY INC                  COM            444482103     2209    71550 SH       DEFINED 03
71550
 HUGOTON RTY TR TEX                 UNIT BEN INT   444717102      137    13400 SH       DEFINED 03
13400
 HUMANA INC                         COM            444859102      124    10500 SH       DEFINED 01
10500
 HUMANA INC                         COM            444859102    15812  1341178 SH       DEFINED 03
1341178
 HUMAN GENOME SCIENCES INC          COM            444903108      263     7800 SH       DEFINED 01
7800
 HUMAN GENOME SCIENCES INC          COM            444903108      405    12000 SH       DEFINED 03
12000
 HUMAN GENOME SCIENCES INC          COM            444903108      431    12779 SH       DEFINED 09
12779
 HUNT J B TRANS SVCS INC            COM            445658107     1332    57400 SH       DEFINED 03             57400

 HUNTINGTON BANCSHARES INC          COM            446150104     5498   319814 SH       DEFINED 01
319814
 HUNTINGTON BANCSHARES INC          COM            446150104     6975   405779 SH       DEFINED 03
405779
 HUTCHINSON TECHNOLOGY INC          COM            448407106     1888    81300 SH       DEFINED 03
81300
 ICN PHARMACEUTICALS INC NEW        COM            448924100      111     3300 SH       DEFINED 01
3300
 ICN PHARMACEUTICALS INC NEW        COM            448924100      687    20499 SH       DEFINED 03
20499
 IDT CORP                           COM            448947101      215    11000 SH       DEFINED 03
11000
 HYPERION SOLUTIONS CORP            COM            44914M104     2196   110590 SH       DEFINED 03
110590
 HYSEQ INC                          COM            449163302       96    12400 SH       DEFINED 03             12400

 ICOS CORP                          COM            449295104      115     2000 SH       DEFINED 01
2000
 ICOS CORP                          COM            449295104      322     5600 SH       DEFINED 03
5600
 IDEC PHARMACEUTICALS CORP          COM            449370105      227     3300 SH       DEFINED 01
3300
 IDEC PHARMACEUTICALS CORP          COM            449370105     9070   131590 SH       DEFINED 03
131590
 IHOP CORP                          COM            449623107     2236    76300 SH       DEFINED 03
76300
 IMC GLOBAL INC                     COM            449669100     1021    78511 SH       DEFINED 03
78511
 IMCO RECYCLING INC                 COM            449681105      277    38750 SH       DEFINED 03
38750
 IMS HEALTH INC                     COM            449934108     6840   350600 SH       DEFINED 01            350600

 IMS HEALTH INC                     COM            449934108     8174   418968 SH       DEFINED 03
418968
 IRT PPTY CO                        COM            450058102      225    21200 SH       DEFINED 03
21200
 ISTAR FINL INC                     COM            45031U101       80     3200 SH       DEFINED 01
3200
 ISTAR FINL INC                     COM            45031U101      703    28185 SH       DEFINED 03
28185
 ITT EDUCATIONAL SERVICES INC       COM            45068B109     4023   109100 SH       DEFINED 03
109100
 IXIA                               COM            45071R109      310    24100 SH       DEFINED 03
24100
 ITT INDS INC IND                   COM            450911102     3030    60000 SH       DEFINED 01
60000
 ITT INDS INC IND                   COM            450911102     7649   151475 SH       DEFINED 03            151475

 IDACORP INC                        COM            451107106       53     1300 SH       DEFINED 01
1300
 IDACORP INC                        COM            451107106     1709    42100 SH       DEFINED 03
42100
 IDEX CORP                          COM            45167R104     3147    91225 SH       DEFINED 03
91225
 IDEXX LABS INC                     COM            45168D104     2806    98425 SH       DEFINED 03
98425
 IKON OFFICE SOLUTIONS INC          COM            451713101      478    40916 SH       DEFINED 03
40916
 ILEX ONCOLOGY INC                  COM            451923106      222     8200 SH       DEFINED 03
8200
 ILLINOIS TOOL WKS INC              COM            452308109     3752    55400 SH       DEFINED 01
55400
 ILLINOIS TOOL WKS INC              COM            452308109    30650   452606 SH       DEFINED 03            452606

 IMATION CORP                       COM            45245A107      561    25990 SH       DEFINED 03
25990
 IMCLONE SYS INC                    COM            45245W109      149     3200 SH       DEFINED 01
3200
 IMCLONE SYS INC                    COM            45245W109      366     7871 SH       DEFINED 03
7871
 IMAGISTICS INTERNATIONAL INC       COM            45247T104        5      376 SH       DEFINED 01
376
 IMAGISTICS INTERNATIONAL INC       COM            45247T104      635    51400 SH       DEFINED 03
51400
 IMMUNEX CORP NEW                   COM            452528102     6157   222200 SH       DEFINED 01
222200
 IMMUNEX CORP NEW                   COM            452528102    52987  1912200 SH       DEFINED 03
1912200
 IMMUNEX CORP NEW                   COM            452528102      387    13977 SH       DEFINED 09             13977

 IMMUNOGEN INC                      COM            45253H101      222    13400 SH       DEFINED 03
13400
 IMPATH INC                         COM            45255G101     2199    49400 SH       DEFINED 03
49400
 IMPAX LABORATORIES INC             COM            45256B101      238    17700 SH       DEFINED 03
17700
 IMMUNOMEDICS INC                   COM            452907108      316    15600 SH       DEFINED 03
15600
 INAMED CORP                        COM            453235103     3001    99800 SH       DEFINED 03
99800
 INCO LTD                           COM            453258402     7647   451400 SH       DEFINED 01
451400
 INCO LTD                           COM            453258402    11825   698025 SH       DEFINED 03
698025
 INCYTE GENOMICS INC                COM            45337C102      581    29900 SH       DEFINED 03             29900

 INCYTE GENOMICS INC                COM            45337C102      241    12414 SH       DEFINED 09
12414
 INDEPENDENCE CMNTY BK CORP         COM            453414104      692    30400 SH       DEFINED 03
30400
 INDYMAC BANCORP INC                COM            456607100     5970   255328 SH       DEFINED 03
255328
 INFOCUS CORP                       COM            45665B106      395    17947 SH       DEFINED 03
17947
 INFONET SVCS CORP                  CL B           45666T106      226    92200 SH       DEFINED 03
92200
 INFORMATION HLDGS INC              COM            456727106     1847    65250 SH       DEFINED 03
65250
 INFOSPACE INC                      COM            45678T102      198    96696 SH       DEFINED 03
96696
 INFOUSA INC NEW                    COM            456818301      184    26500 SH       DEFINED 03             26500

 INGERSOLL-RAND CO                  COM            456866102      663    15850 SH       DEFINED 01
15850
 INGERSOLL-RAND CO                  COM            456866102    22566   539736 SH       DEFINED 03
539736
 INFORMATION RES INC                COM            456905108      795    95740 SH       DEFINED 03
95740
 INKTOMI CORP                       COM            457277101      372    55400 SH       DEFINED 03
55400
 INPUT/OUTPUT INC                   COM            457652105     1318   160500 SH       DEFINED 03
160500
 INSIGHT ENTERPRISES INC            COM            45765U103     2982   121237 SH       DEFINED 03
121237
 INSITUFORM TECHNOLOGIES INC        CL A           457667103     2142    83750 SH       DEFINED 03
83750
 INSIGHT COMMUNICATIONS INC         CL A           45768V108      319    13200 SH       DEFINED 03             13200

 INNKEEPERS USA TR                  COM            4576J0104      136    13900 SH       DEFINED 03
13900
 INSTINET GROUP INC                 COM            457750107      316    31400 SH       DEFINED 03
31400
 INSURANCE AUTO AUCTIONS INC        COM            457875102      488    33600 SH       DEFINED 03
33600
 INTEGRATED DEVICE TECHNOLOGY       COM            458118106      199     7500 SH       DEFINED 01
7500
 INTEGRATED DEVICE TECHNOLOGY       COM            458118106      713    26806 SH       DEFINED 03
26806
 INTEGRATED CIRCUIT SYS INC         COM            45811K208      364    16100 SH       DEFINED 03
16100
 INTEL CORP                         COM            458140100    68000  2162167 SH       DEFINED 01
2162167
 INTEL CORP                         COM            458140100   389760 12393020 SH       DEFINED 03          12393020

 INTEL CORP                         COM            458140100    18053   574034 SH       DEFINED 09
574034
 INTELIDATA TECHNOLOGIES CORP       COM            45814T107       75    26600 SH       DEFINED 03
26600
 INTER TEL INC                      COM            458372109     1896    98650 SH       DEFINED 03
98650
 INTERACTIVE DATA CORP              COM            45840J107      725    51300 SH       DEFINED 03
51300
 INTERCEPT GROUP INC                COM            45845L107     1755    42900 SH       DEFINED 03
42900
 INTERFACE INC                      CL A           458665106      950   169400 SH       DEFINED 03
169400
 INTERDIGITAL COMMUNICATIONS CP     COM            45866A105      235    24200 SH       DEFINED 03
24200
 INTERGRAPH CORP                    COM            458683109      251    18300 SH       DEFINED 03             18300

 INTERLAND INC                      COM            458727104       47    22100 SH       DEFINED 03
22100
 INTERLOGIX INC                     COM            458763109      278     7200 SH       DEFINED 03
7200
 INTERMAGNETICS GEN CORP            COM            458771102     1344    51907 SH       DEFINED 03
51907
 INTERMET CORP                      COM            45881K104     8106  2419700 SH       DEFINED 03
2419700
 INTERMUNE INC                      COM            45884X103      458     9300 SH       DEFINED 03
9300
 INTERNAP NETWORK SVCS CORP         COM            45885A102       40    34800 SH       DEFINED 03
34800
 INTERNATIONAL BANCSHARES CORP      COM            459044103      355     8421 SH       DEFINED 03
8421
 INTERNATIONAL BUSINESS MACHS       COM            459200101    70417   582150 SH       DEFINED 01            582150

 INTERNATIONAL BUSINESS MACHS       COM            459200101   395530  3269920 SH       DEFINED 03
3269920
 INTERNATIONAL BUSINESS MACHS       COM            459200101     1859    15366 SH       DEFINED 09
15366
 INTERNATIONAL FLAVORS&FRAGRANC     COM            459506101     7193   242100 SH       DEFINED 01
242100
 INTERNATIONAL FLAVORS&FRAGRANC     COM            459506101     5422   182495 SH       DEFINED 03
182495
 INTERNATIONAL GAME TECHNOLOGY      COM            459902102      881    12900 SH       DEFINED 01
12900
 INTERNATIONAL GAME TECHNOLOGY      COM            459902102    10405   152338 SH       DEFINED 03
152338
 INTERNATIONAL MULTIFOODS CORP      COM            460043102     1919    80300 SH       DEFINED 03
80300
 INTL PAPER CO                      COM            460146103     5786   143384 SH       DEFINED 01            143384

 INTL PAPER CO                      COM            460146103    55936  1386267 SH       DEFINED 03
1386267
 INTL PAPER CO                      COM            460146103    54181  1342770 SH       DEFINED 09
1342770
 INTERNATIONAL RECTIFIER CORP       COM            460254105      446    12800 SH       DEFINED 01
12800
 INTERNATIONAL RECTIFIER CORP       COM            460254105      558    16000 SH       DEFINED 03
16000
 INTERNATIONAL SPEEDWAY CORP        CL A           460335201     1699    43462 SH       DEFINED 03
43462
 INTL SPECIALTY PRODS INC NEW       COM            460337108      141    15700 SH       DEFINED 03
15700
 INTERNEURON PHARMACEUTICALS        COM            460573108      206    18600 SH       DEFINED 03
18600
 INTERNET CAP GROUP INC             COM            46059C106       60    49200 SH       DEFINED 03             49200

 INTERNET SEC SYS INC               COM            46060X107       26      800 SH       DEFINED 01
800
 INTERNET SEC SYS INC               COM            46060X107      394    12290 SH       DEFINED 03
12290
 INTERPUBLIC GROUP COS INC          COM            460690100     5675   192108 SH       DEFINED 01
192108
 INTERPUBLIC GROUP COS INC          COM            460690100    14676   496818 SH       DEFINED 03
496818
 INTERPUBLIC GROUP COS INC          COM            460690100     1302    44069 SH       DEFINED 09
44069
 INTERSIL CORP                      CL A           46069S109      284     8800 SH       DEFINED 01
8800
 INTERSIL CORP                      CL A           46069S109     2735    84800 SH       DEFINED 03
84800
 INTERSTATE BAKERIES CORP DEL       COM            46072H108     3789   156700 SH       DEFINED 03            156700

 INTERTRUST TECHNOLOGIES CORP       COM            46113Q109       24    19800 SH       DEFINED 03
19800
 INTERVOICE-BRITE INC               COM            461142101     2130   166400 SH       DEFINED 03
166400
 INTERWOVEN INC                     COM            46114T102      171    17600 SH       DEFINED 03
17600
 INTIMATE BRANDS INC                CL A           461156101      786    52920 SH       DEFINED 03
52920
 INTUIT                             COM            461202103    10019   234200 SH       DEFINED 01
234200
 INTUIT                             COM            461202103    32410   757598 SH       DEFINED 03
757598
 INVACARE CORP                      COM            461203101     3655   108425 SH       DEFINED 03
108425
 INTRUSION INC                      COM            46121E106       21    12300 SH       DEFINED 03             12300

 INVESTMENT TECHNOLOGY GRP NEW      COM            46145F105       63     1600 SH       DEFINED 01
1600
 INVESTMENT TECHNOLOGY GRP NEW      COM            46145F105     2523    64564 SH       DEFINED 03
64564
 INVITROGEN CORP                    COM            46185R100       99     1600 SH       DEFINED 01
1600
 INVITROGEN CORP                    COM            46185R100     1028    16600 SH       DEFINED 03
16600
 INVITROGEN CORP                    COM            46185R100      697    11249 SH       DEFINED 09
11249
 INVESTORS FINL SERVICES CORP       COM            461915100      298     4500 SH       DEFINED 01
4500
 INVESTORS FINL SERVICES CORP       COM            461915100     1763    26629 SH       DEFINED 03
26629
 IOMEGA CORP                        COM NEW        462030305      273    32680 SH       DEFINED 03             32680

 IONA TECHNOLOGIES PLC              SPONSORED ADR  46206P109     1228    60472 SH       DEFINED 09
60472
 IONICS INC                         COM            462218108     1780    59275 SH       DEFINED 03
59275
 IRON MTN INC PA                    COM            462846106      180     4100 SH       DEFINED 01
4100
 IRON MTN INC PA                    COM            462846106      197     4500 SH       DEFINED 03
4500
 ISHARES TR                         S&P MIDCAP 400 464287507     4076    40300 SH       DEFINED 03
40300
 ISHARES TR                         RUSSELL 2000   464287655    13082   135775 SH       DEFINED 03
135775
 ISHARES TR                         S&P SMLCAP 600 464287804     7928    69300 SH       DEFINED 03
69300
 ISIS PHARMACEUTICALS INC           COM            464330109     1227    55300 SH       DEFINED 03             55300

 ISOLYSER INC                       COM            464888106       51    20000 SH       DEFINED 03
20000
 ITRON INC                          COM            465741106     2706    89300 SH       DEFINED 03
89300
 I2 TECHNOLOGIES INC                COM            465754109      316    40060 SH       DEFINED 03
40060
 I2 TECHNOLOGIES INC                COM            465754109      675    85433 SH       DEFINED 09
85433
 IVANHOE ENERGY INC                 COM            465790103      337   149693 SH       DEFINED 03
149693
 IVAX CORP                          COM            465823102      260    12925 SH       DEFINED 01
12925
 IVAX CORP                          COM            465823102     4212   209153 SH       DEFINED 03
209153
 JDN RLTY CORP                      COM            465917102      126    10200 SH       DEFINED 03             10200

 J & J SNACK FOODS CORP             COM            466032109      638    26100 SH       DEFINED 03
26100
 JDS UNIPHASE CORP                  COM            46612J101     1154   132900 SH       DEFINED 01
132900
 JDS UNIPHASE CORP                  COM            46612J101    16011  1844628 SH       DEFINED 03
1844628
 JDS UNIPHASE CORP                  COM            46612J101      132    15164 SH       DEFINED 09
15164
 JDA SOFTWARE GROUP INC             COM            46612K108      228    10200 SH       DEFINED 03
10200
 JLG INDS INC                       COM            466210101     1304   122400 SH       DEFINED 03
122400
 J P MORGAN CHASE & CO              COM            46625H100    24194   665575 SH       DEFINED 01
665575
 J P MORGAN CHASE & CO              COM            46625H100   161426  4440880 SH       DEFINED 03           4440880

 J P MORGAN CHASE & CO              COM            46625H100    41957  1154247 SH       DEFINED 09
1154247
 JABIL CIRCUIT INC                  COM            466313103     6973   306900 SH       DEFINED 01
306900
 JABIL CIRCUIT INC                  COM            466313103     5591   246100 SH       DEFINED 03
246100
 JACK IN THE BOX INC                COM            466367109     3641   132200 SH       DEFINED 03
132200
 JACOBS ENGR GROUP INC DEL          COM            469814107       79     1200 SH       DEFINED 01
1200
 JACOBS ENGR GROUP INC DEL          COM            469814107     1617    24500 SH       DEFINED 03
24500
 JAKKS PAC INC                      COM            47012E106     1605    84675 SH       DEFINED 03
84675
 JANUS HOTELS & RESORTS INC         COM NEW        47102C309      549   421930 SH       DEFINED 03            421930

 JEFFERIES GROUP INC NEW            COM            472319102     3110    73500 SH       DEFINED 03
73500
 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                    COM            482480100     8688   175300 SH       DEFINED 01
175300
 KLA-TENCOR CORP                    COM            482480100    39702   801092 SH       DEFINED 03
801092
 K MART CORP                        COM            482584109      159    29200 SH       DEFINED 01
29200
 K MART CORP                        COM            482584109    11057  2025055 SH       DEFINED 03
2025055
 KPMG CONSULTING INC                COM            48265R109      254    15300 SH       DEFINED 03
15300
 K-SWISS INC                        CL A           482686102     1081    32525 SH       DEFINED 03
32525
 K2 INC                             COM            482732104      410    56850 SH       DEFINED 03
56850
 KAISER ALUMINUM CORP               COM            483007100       21    13200 SH       DEFINED 03             13200

 KAMAN CORP                         CL A           483548103     1064    68200 SH       DEFINED 03
68200
 KANSAS CITY SOUTHN INDS INC        COM NEW        485170302     2402   170000 SH       DEFINED 03
170000
 KAYDON CORP                        COM            486587108      739    32600 SH       DEFINED 03
32600
 KEANE INC                          COM            486665102      718    39800 SH       DEFINED 03
39800
 KB HOME                            COM            48666K109     5004   124800 SH       DEFINED 01
124800
 KB HOME                            COM            48666K109    16397   408914 SH       DEFINED 03
408914
 KEITHLEY INSTRS INC                COM            487584104      758    44850 SH       DEFINED 03
44850
 KELLOGG CO                         COM            487836108    27800   923600 SH       DEFINED 01            923600

 KELLOGG CO                         COM            487836108    20018   665038 SH       DEFINED 03
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                     COM            615337102      926    26800 SH       DEFINED 03
26800
 MOODYS CORP                        COM            615369105    13716   344100 SH       DEFINED 01
344100
 MOODYS CORP                        COM            615369105     9099   228268 SH       DEFINED 03
228268
 MORGAN STANLEY DEAN WITTER&CO      COM NEW        617446448    18040   322490 SH       DEFINED 01
322490
 MORGAN STANLEY DEAN WITTER&CO      COM NEW        617446448   133436  2385350 SH       DEFINED 03
2385350
 MOTOROLA INC                       COM            620076109    13743   915009 SH       DEFINED 01
915009
 MOTOROLA INC                       COM            620076109    55678  3706941 SH       DEFINED 03
3706941
 MUELLER INDS INC                   COM            624756102     3631   109200 SH       DEFINED 03            109200

 MURPHY OIL CORP                    COM            626717102      319     3800 SH       DEFINED 01
3800
 MURPHY OIL CORP                    COM            626717102     4147    49345 SH       DEFINED 03
49345
 MUTUAL RISK MGMT LTD               COM            628351108      823   112675 SH       DEFINED 03
112675
 MYERS INDS INC                     COM            628464109      995    72924 SH       DEFINED 03
72924
 MYKROLIS CORP                      COM            62852P103      266    16600 SH       DEFINED 03
16600
 MYLAN LABS INC                     COM            628530107      214     5700 SH       DEFINED 01
5700
 MYLAN LABS INC                     COM            628530107     5991   159754 SH       DEFINED 03
159754
 NABI INC                           COM            628716102      336    32600 SH       DEFINED 03             32600

 NBTY 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            637657107      350   173035 SH       DEFINED 03            173035

 NATIONWIDE FINL SVCS INC           CL A           638612101      207     5000 SH       DEFINED 03
5000
 NATIONWIDE HEALTH PPTYS INC        COM            638620104      262    14000 SH       DEFINED 03
14000
 NATURES SUNSHINE PRODUCTS INC      COM            639027101      504    42950 SH       DEFINED 03
42950
 NAUTICA ENTERPRISES INC            COM            639089101     1442   112750 SH       DEFINED 03
112750
 NAVISTAR INTL CORP NEW             COM            63934E108     6790   171900 SH       DEFINED 01
171900
 NAVISTAR INTL CORP NEW             COM            63934E108    14704   372252 SH       DEFINED 03
372252
 NAVIGANT CONSULTING INC            COM            63935N107       61    11050 SH       DEFINED 03
11050
 NEIMAN MARCUS GROUP INC            CL A           640204202     1795    57771 SH       DEFINED 03             57771

 NELSON THOMAS INC                  COM            640376109      416    37500 SH       DEFINED 03
37500
 NEOSE TECHNOLOGIES INC             COM            640522108      216     5900 SH       DEFINED 03
5900
 NETBANK INC                        COM            640933107      174    16600 SH       DEFINED 03
16600
 NETWORKS ASSOCS INC                COM            640938106      403    15600 SH       DEFINED 01
15600
 NETWORKS ASSOCS INC                COM            640938106    17530   678150 SH       DEFINED 03
678150
 NETEGRITY INC                      COM            64110P107     1947   100550 SH       DEFINED 03
100550
 NETMANAGE INC                      COM            641144100       42    41194 SH       DEFINED 03
41194
 NETRO CORP                         COM            64114R109       42    11400 SH       DEFINED 03             11400

 NETIQ CORP                         COM            64115P102      497    14095 SH       DEFINED 03
14095
 NETWORK EQUIP TECHNOLOGIES         COM            641208103      374    68700 SH       DEFINED 03
68700
 NETWORK APPLIANCE INC              COM            64120L104    12612   576700 SH       DEFINED 01
576700
 NETWORK APPLIANCE INC              COM            64120L104    10019   458133 SH       DEFINED 03
458133
 NETWORK PLUS CORP                  COM            64122D506       23    19700 SH       DEFINED 03
19700
 NEUBERGER BERMAN INC               COM            641234109      266     6050 SH       DEFINED 01
6050
 NEUBERGER BERMAN INC               COM            641234109     1949    44400 SH       DEFINED 03
44400
 NEUROCRINE BIOSCIENCES INC         COM            64125C109      416     8100 SH       DEFINED 03              8100

 NEW ENGLAND BUSINESS SVC INC       COM            643872104      741    38700 SH       DEFINED 03
38700
 NEW FOCUS INC                      COM            644383101       46    12100 SH       DEFINED 03
12100
 NEW JERSEY RES                     COM            646025106     2502    53470 SH       DEFINED 03
53470
 NEW PLAN EXCEL RLTY TR INC         COM            648053106       36     1900 SH       DEFINED 01
1900
 NEW PLAN EXCEL RLTY TR INC         COM            648053106      459    24100 SH       DEFINED 03
24100
 NEW YORK CMNTY BANCORP INC         COM            649445103     3165   138379 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 CORP                         SPONSORED ADR  654902204     4396   179226 SH       DEFINED 03
179226
 NOKIA CORP                         SPONSORED ADR  654902204     1833    74718 SH       DEFINED 09
74718
 NOBLE DRILLING CORP                COM            655042109     2053    60300 SH       DEFINED 01
60300
 NOBLE DRILLING CORP                COM            655042109    10937   321287 SH       DEFINED 03            321287

 NORDSON CORP                       COM            655663102      621    23500 SH       DEFINED 03
23500
 NORDSTROM INC                      COM            655664100     2266   112000 SH       DEFINED 01
112000
 NORDSTROM INC                      COM            655664100     3756   185686 SH       DEFINED 03
185686
 NORFOLK SOUTHERN CORP              COM            655844108     4416   240900 SH       DEFINED 01
240900
 NORFOLK SOUTHERN CORP              COM            655844108    10762   587126 SH       DEFINED 03
587126
 NORTEL NETWORKS CORP NEW           COM            656568102      901   120760 SH       DEFINED 01
120760
 NORTEL NETWORKS CORP NEW           COM            656568102    32044  4295382 SH       DEFINED 03
4295382
 NORTH FORK BANCORPORATION NY       COM            659424105     9846   307774 SH       DEFINED 03            307774

 NORTHEAST UTILS                    COM            664397106      109     6200 SH       DEFINED 01
6200
 NORTHEAST UTILS                    COM            664397106     2163   122700 SH       DEFINED 03
122700
 NORTHERN TR CORP                   COM            665859104     8301   137850 SH       DEFINED 01
137850
 NORTHERN TR 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 01
1300
 NSTAR                              COM            67019E107     1535    34228 SH       DEFINED 03
34228
 NUCOR CORP                         COM            670346105     4020    75900 SH       DEFINED 01
75900
 NUCOR CORP                         COM            670346105    19906   375864 SH       DEFINED 03
375864
 NUEVO ENERGY CO                    COM            670509108     1067    71100 SH       DEFINED 03
71100
 NUMERICAL TECHNOLOGIES INC         COM            67053T101     4326   122900 SH       DEFINED 03            122900

 NVIDIA CORP                        COM            67066G104     4262    63700 SH       DEFINED 01
63700
 NVIDIA CORP                        COM            67066G104    53947   806380 SH       DEFINED 03
806380
 NYFIX INC                          COM            670712108     1668    83300 SH       DEFINED 03
83300
 O CHARLEYS INC                     COM            670823103      968    52300 SH       DEFINED 03
52300
 OGE ENERGY CORP                    COM            670837103       35     1500 SH       DEFINED 01
1500
 OGE ENERGY CORP                    COM            670837103      976    42300 SH       DEFINED 03
42300
 OM GROUP INC                       COM            670872100     4843    73175 SH       DEFINED 03
73175
 OSI PHARMACEUTICALS INC            COM            671040103       96     2100 SH       DEFINED 01              2100

 OSI PHARMACEUTICALS INC            COM            671040103      119     2600 SH       DEFINED 03
2600
 OAK TECHNOLOGY INC                 COM            671802106      334    24300 SH       DEFINED 03
24300
 OCCIDENTAL PETE CORP DEL           COM            674599105     4202   158400 SH       DEFINED 01
158400
 OCCIDENTAL PETE CORP DEL           COM            674599105    29623  1116602 SH       DEFINED 03
1116602
 OCEAN ENERGY INC DEL               COM            67481E106      138     7200 SH       DEFINED 01
7200
 OCEAN ENERGY INC DEL               COM            67481E106    26960  1404143 SH       DEFINED 03
1404143
 OCEANEERING INTL INC               COM            675232102     1867    84400 SH       DEFINED 03
84400
 OCWEN FINL CORP                    COM            675746101      294    34700 SH       DEFINED 03             34700

 OFFICE DEPOT INC                   COM            676220106     3819   206000 SH       DEFINED 01
206000
 OFFICE DEPOT INC                   COM            676220106    20598  1110979 SH       DEFINED 03
1110979
 OFFICEMAX INC                      COM            67622M108      162    36000 SH       DEFINED 03
36000
 OFFSHORE LOGISTICS INC             COM            676255102     1353    76200 SH       DEFINED 03
76200
 OHIO CAS CORP                      COM            677240103      544    33900 SH       DEFINED 03
33900
 OIL STS INTL INC                   COM            678026105      141    15500 SH       DEFINED 03
15500
 OLD REP INTL CORP                  COM            680223104    12298   439044 SH       DEFINED 03
439044
 OLIN CORP                          COM PAR $1     680665205      586    36300 SH       DEFINED 03             36300

 OMNICARE INC                       COM            681904108      745    29931 SH       DEFINED 03
29931
 OMNICOM GROUP INC                  COM            681919106    15484   173300 SH       DEFINED 01
173300
 OMNICOM GROUP INC                  COM            681919106    35459   396855 SH       DEFINED 03
396855
 OMEGA WORLDWIDE INC                COM            68210B108       46    28175 SH       DEFINED 03
28175
 OMNOVA SOLUTIONS INC               COM            682129101      757   111300 SH       DEFINED 03
111300
 ON ASSIGNMENT INC                  COM            682159108     1658    72200 SH       DEFINED 03
72200
 ONEOK INC NEW                      COM            682680103      669    37500 SH       DEFINED 03
37500
 ONI SYSTEMS CORP                   COM            68273F103      232    37000 SH       DEFINED 03             37000

 ON2 TECHNOLOGIES INC               COM            68338A107        3    10100 SH       DEFINED 03
10100
 ONYX SOFTWARE CORP                 COM            683402101       50    12700 SH       DEFINED 03
12700
 OPENWAVE SYS INC                   COM            683718100      160    16347 SH       DEFINED 03
16347
 OPLINK COMMUNICATIONS INC          COM            68375Q106       53    27900 SH       DEFINED 03
27900
 OPTICAL CABLE CORP                 COM            683827109       30    18400 SH       DEFINED 03
18400
 ORACLE CORP                        COM            68389X105    23263  1684532 SH       DEFINED 01
1684532
 ORACLE CORP                        COM            68389X105   121522  8799551 SH       DEFINED 03
8799551
 ORACLE CORP                        COM            68389X105    15237  1103316 SH       DEFINED 09           1103316

 ORBITAL SCIENCES CORP              COM            685564106       42    10200 SH       DEFINED 03
10200
 ORGANOGENESIS INC                  COM            685906109      467    97225 SH       DEFINED 03
97225
 O REILLY AUTOMOTIVE INC            COM            686091109     6193   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 HEALTH PLANS INC            COM            691471106      196     6500 SH       DEFINED 01
6500
 OXFORD HEALTH PLANS INC            COM            691471106     5883   195200 SH       DEFINED 03
195200
 OXFORD INDS INC                    COM            691497309      463    19600 SH       DEFINED 03
19600
 PC-TEL INC                         COM            69325Q105      626    64500 SH       DEFINED 03
64500
 P-COM INC                          COM            693262107        4    10800 SH       DEFINED 03
10800
 PG&E CORP                          COM            69331C108     6240   324300 SH       DEFINED 01            324300

 PG&E CORP                          COM            69331C108    10289   534773 SH       DEFINED 03
534773
 P F CHANGS CHINA BISTRO INC        COM            69333Y108     2502    52900 SH       DEFINED 03
52900
 PMC-SIERRA INC                     COM            69344F106     9446   444300 SH       DEFINED 01
444300
 PMC-SIERRA INC                     COM            69344F106     3746   176200 SH       DEFINED 03
176200
 PMC-SIERRA INC                     COM            69344F106       64     3011 SH       DEFINED 09
3011
 PMI GROUP INC                      COM            69344M101       20      300 SH       DEFINED 01
300
 PMI GROUP INC                      COM            69344M101     5284    78850 SH       DEFINED 03
78850
 PNC FINL SVCS GROUP INC            COM            693475105     6693   119100 SH       DEFINED 01            119100

 PNC FINL SVCS GROUP INC            COM            693475105    48564   864122 SH       DEFINED 03
864122
 PPG INDS INC                       COM            693506107     1438    27800 SH       DEFINED 01
27800
 PPG INDS INC                       COM            693506107    24557   474814 SH       DEFINED 03
474814
 PPL CORP                           COM            69351T106     3823   109700 SH       DEFINED 01
109700
 PPL CORP                           COM            69351T106    10491   301044 SH       DEFINED 03
301044
 PS BUSINESS PKS INC CALIF          COM            69360J107      224     7100 SH       DEFINED 03
7100
 PSS WORLD MED INC                  COM            69366A100      228    28000 SH       DEFINED 03
28000
 PACCAR INC                         COM            693718108     7684   117100 SH       DEFINED 01            117100

 PACCAR INC                         COM            693718108    17211   262277 SH       DEFINED 03
262277
 PACIFIC CAP BANCORP NEW            COM            69404P101      267     9600 SH       DEFINED 03
9600
 PACIFIC CENTY FINL CORP            COM            694058108     2902   112100 SH       DEFINED 03
112100
 PACIFIC SUNWEAR CALIF INC          COM            694873100     2025    99175 SH       DEFINED 03
99175
 PACIFICARE HEALTH SYS DEL          COM            695112102      478    29874 SH       DEFINED 03
29874
 PACKAGING CORP AMER                COM            695156109      878    48400 SH       DEFINED 03
48400
 PACTIV CORP                        COM            695257105     5808   327200 SH       DEFINED 01
327200
 PACTIV CORP                        COM            695257105     3951   222604 SH       DEFINED 03            222604

 PALL CORP                          COM            696429307     3012   125200 SH       DEFINED 01
125200
 PALL CORP                          COM            696429307     4133   171769 SH       DEFINED 03
171769
 PALM INC                           COM            696642107      136    34957 SH       DEFINED 01
34957
 PALM INC                           COM            696642107     2994   771651 SH       DEFINED 03
771651
 PANAMSAT CORP NEW                  COM            697933109      344    15726 SH       DEFINED 03
15726
 PAN PACIFIC RETAIL PPTYS INC       COM            69806L104      328    11404 SH       DEFINED 03
11404
 PANERA BREAD CO                    CL A           69840W108     2230    42850 SH       DEFINED 03
42850
 PAPA JOHNS INTL INC                COM            698813102      833    30300 SH       DEFINED 03             30300

 PARAMETRIC TECHNOLOGY CORP         COM            699173100      130    16700 SH       DEFINED 01
16700
 PARAMETRIC TECHNOLOGY CORP         COM            699173100     3021   386825 SH       DEFINED 03
386825
 PAREXEL INTL CORP                  COM            699462107     1125    78400 SH       DEFINED 03
78400
 PARK ELECTROCHEMICAL CORP          COM            700416209     1749    66250 SH       DEFINED 03
66250
 PARK NATL CORP                     COM            700658107      343     3700 SH       DEFINED 03
3700
 PARK PL ENTMT CORP                 COM            700690100     2829   308500 SH       DEFINED 03
308500
 PARKER DRILLING CO                 COM            701081101       53    14300 SH       DEFINED 03
14300
 PARKER HANNIFIN CORP               COM            701094104     2456    53500 SH       DEFINED 01             53500

 PARKER HANNIFIN CORP               COM            701094104    23883   520204 SH       DEFINED 03
520204
 PATINA OIL & GAS CORP              COM            703224105     2093    76100 SH       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
85400
 PENFORD CORP                       COM            707051108      244    19600 SH       DEFINED 03
19600
 PENN NATL GAMING INC               COM            707569109      482    15900 SH       DEFINED 03
15900
 PENNEY J C INC                     COM            708160106     4600   171000 SH       DEFINED 01
171000
 PENNEY J C INC                     COM            708160106    21758   808850 SH       DEFINED 03
808850
 PENNSYLVANIA RL ESTATE INVT TR     SH BEN INT     709102107      223     9600 SH       DEFINED 03
9600
 PENNZOIL-QUAKER STATE COMPANY      COM            709323109      736    50900 SH       DEFINED 03
50900
 PENTAIR INC                        COM            709631105       51     1400 SH       DEFINED 01              1400

 PENTAIR INC                        COM            709631105     1487    40719 SH       DEFINED 03
40719
 PENTON MEDIA INC                   COM            709668107      590    94200 SH       DEFINED 03
94200
 PEOPLES ENERGY CORP                COM            711030106     1164    30700 SH       DEFINED 01
30700
 PEOPLES ENERGY CORP                COM            711030106    12113   319364 SH       DEFINED 03
319364
 PEOPLESOFT INC                     COM            712713106     7353   182900 SH       DEFINED 01
182900
 PEOPLESOFT INC                     COM            712713106    35964   894639 SH       DEFINED 03
894639
 PEP BOYS MANNY MOE & JACK          COM            713278109     3236   188700 SH       DEFINED 03
188700
 PEPSI BOTTLING GROUP INC           COM            713409100     5868   249700 SH       DEFINED 01            249700

 PEPSI BOTTLING GROUP INC           COM            713409100    26886  1144082 SH       DEFINED 03
1144082
 PEPSIAMERICAS INC                  COM            71343P200       68     4900 SH       DEFINED 01
4900
 PEPSIAMERICAS INC                  COM            71343P200     1163    84300 SH       DEFINED 03
84300
 PEPSICO INC                        COM            713448108    66423  1364210 SH       DEFINED 01
1364210
 PEPSICO INC                        COM            713448108   164509  3378707 SH       DEFINED 03
3378707
 PEREGRINE PHARMACEUTICALS INC      COM            713661106       48    14000 SH       DEFINED 03
14000
 PEREGRINE SYSTEMS INC              COM            71366Q101      135     9100 SH       DEFINED 01
9100
 PEREGRINE SYSTEMS INC              COM            71366Q101      266    17957 SH       DEFINED 03             17957

 PERFORMANCE FOOD GROUP CO          COM            713755106     4722   134250 SH       DEFINED 03
134250
 PERICOM SEMICONDUCTOR CORP         COM            713831105     1153    79500 SH       DEFINED 03
79500
 PERKINELMER INC                    COM            714046109     2630    75100 SH       DEFINED 01
75100
 PERKINELMER INC                    COM            714046109     5380   153632 SH       DEFINED 03
153632
 PEROT SYS CORP                     CL A           714265105      472    23100 SH       DEFINED 03
23100
 PERRIGO CO                         COM            714290103     1392   117800 SH       DEFINED 03
117800
 PETSMART INC                       COM            716768106      317    32200 SH       DEFINED 03
32200
 PFIZER INC                         COM            717081103   110736  2778825 SH       DEFINED 01           2778825

 PFIZER INC                         COM            717081103   507273 12729567 SH       DEFINED 03
12729567
 PHARMACEUTICAL PROD DEV INC        COM            717124101       32     1000 SH       DEFINED 01
1000
 PHARMACEUTICAL PROD DEV INC        COM            717124101     5234   162000 SH       DEFINED 03
162000
 PHARMACEUTICAL RES INC             COM            717125108      226     6700 SH       DEFINED 03
6700
 PHARMOS CORP                       COM NEW        717139208       25    10800 SH       DEFINED 03
10800
 PHARMACIA CORP                     COM            71713U102    30451   713978 SH       DEFINED 01
713978
 PHARMACIA CORP                     COM            71713U102    84068  1971104 SH       DEFINED 03
1971104
 PHELPS DODGE CORP                  COM            717265102     2813    86820 SH       DEFINED 01             86820

 PHELPS DODGE CORP                  COM            717265102    12533   386826 SH       DEFINED 03
386826
 PHILADELPHIA CONS HLDG CORP        COM            717528103     2225    59000 SH       DEFINED 03
59000
 PHILADELPHIA SUBN CORP             COM PAR $0.50  718009608     4452   197434 SH       DEFINED 03
197434
 PHILIP MORRIS COS INC              COM            718154107    39403   859385 SH       DEFINED 01
859385
 PHILIP MORRIS COS INC              COM            718154107   188657  4114661 SH       DEFINED 03
4114661
 PHILIP MORRIS COS INC              COM            718154107    41791   911473 SH       DEFINED 09
911473
 PHILLIPS PETE CO                   COM            718507106     8260   137080 SH       DEFINED 01
137080
 PHILLIPS PETE CO                   COM            718507106    75986  1260974 SH       DEFINED 03           1260974

 PHILLIPS VAN HEUSEN CORP           COM            718592108      876    80400 SH       DEFINED 03
80400
 PHOENIX COS INC NEW                COM            71902E109      194    10500 SH       DEFINED 03
10500
 PHOENIX TECHNOLOGY LTD             COM            719153108     1119    96100 SH       DEFINED 03
96100
 PHOTON DYNAMICS INC                COM            719364101     1648    36100 SH       DEFINED 03
36100
 PHOTRONICS INC                     COM            719405102     4732   150950 SH       DEFINED 03
150950
 PIEDMONT NAT GAS INC               COM            720186105     3721   103925 SH       DEFINED 03
103925
 PIER 1 IMPORTS INC                 COM            720279108     5615   323825 SH       DEFINED 03
323825
 PINNACLE ENTMT INC                 COM            723456109      481    79825 SH       DEFINED 03             79825

 PINNACLE HLDGS INC                 COM            72346N101        5    14100 SH       DEFINED 03
14100
 PINNACLE SYS INC                   COM            723481107     1167   146994 SH       DEFINED 03
146994
 PINNACLE WEST CAP CORP             COM            723484101     3645    87100 SH       DEFINED 01
87100
 PINNACLE WEST CAP CORP             COM            723484101     5491   131198 SH       DEFINED 03
131198
 PIONEER NAT RES CO                 COM            723787107      836    43430 SH       DEFINED 03
43430
 PIONEER STD ELECTRS INC            COM            723877106     1160    91300 SH       DEFINED 03
91300
 PITNEY BOWES INC                   COM            724479100     4521   120200 SH       DEFINED 01
120200
 PITNEY BOWES INC                   COM            724479100    15593   414606 SH       DEFINED 03            414606

 PITTSTON CO                        COM BRINKS GRP 725701106     1213    54871 SH       DEFINED 03
54871
 PLACER DOME INC                    COM            725906101     2828   259200 SH       DEFINED 01
259200
 PLACER DOME INC                    COM            725906101     4311   395135 SH       DEFINED 03
395135
 PLAINS RES INC                     COM PAR $0.10  726540503     1265    51400 SH       DEFINED 03
51400
 PLAN VISTA CORP                    COM            72701P105       64    13000 SH       DEFINED 03
13000
 PLANTRONICS INC NEW                COM            727493108     1685    65700 SH       DEFINED 03
65700
 PLAYTEX PRODS INC                  COM            72813P100      163    16700 SH       DEFINED 03
16700
 PLEXUS CORP                        COM            729132100      526    19800 SH       DEFINED 03             19800

 PLUM CREEK TIMBER CO INC           COM            729251108      622    21955 SH       DEFINED 01
21955
 PLUM CREEK TIMBER CO INC           COM            729251108     1519    53585 SH       DEFINED 03
53585
 POGO PRODUCING CO                  COM            730448107     4141   157650 SH       DEFINED 03
157650
 POLARIS INDS INC                   COM            731068102     4548    78750 SH       DEFINED 03
78750
 POLYCOM INC                        COM            73172K104      327     9600 SH       DEFINED 01
9600
 POLYCOM INC                        COM            73172K104      813    23865 SH       DEFINED 03
23865
 POLYMEDICA CORP                    COM            731738100     1472    88700 SH       DEFINED 03
88700
 POLYONE CORP                       COM            73179P106     2789   284600 SH       DEFINED 03            284600

 POPE & TALBOT INC                  COM            732827100      701    49225 SH       DEFINED 03
49225
 POPULAR INC                        COM            733174106       23      800 SH       DEFINED 01
800
 POPULAR INC                        COM            733174106      445    15316 SH       DEFINED 03
15316
 PORTAL SOFTWARE INC                COM            736126103       72    34500 SH       DEFINED 03
34500
 POST PPTYS INC                     COM            737464107      433    12200 SH       DEFINED 03
12200
 POTLATCH CORP                      COM            737628107      381    13000 SH       DEFINED 03
13000
 POTOMAC ELEC PWR CO                COM            737679100       47     2100 SH       DEFINED 01
2100
 POTOMAC ELEC PWR CO                COM            737679100     2806   124313 SH       DEFINED 03            124313

 POWER INTEGRATIONS INC             COM            739276103     1999    87500 SH       DEFINED 03
87500
 POWER-ONE INC                      COM            739308104       61     5900 SH       DEFINED 01
5900
 POWER-ONE INC                      COM            739308104     1136   109100 SH       DEFINED 03
109100
 POWERWAVE TECHNOLOGIES INC         COM            739363109      696    40300 SH       DEFINED 03
40300
 PRAECIS PHARMACEUTICALS INC        COM            739421105       77    13300 SH       DEFINED 03
13300
 PRAXAIR INC                        COM            74005P104     5895   106700 SH       DEFINED 01
106700
 PRAXAIR INC                        COM            74005P104    29433   532715 SH       DEFINED 03
532715
 PRE PAID LEGAL SVCS INC            COM            740065107     1634    74600 SH       DEFINED 03             74600

 PRECISION CASTPARTS CORP           COM            740189105     3776   133667 SH       DEFINED 03
133667
 PRENTISS PPTYS TR                  SH BEN INT     740706106      302    11000 SH       DEFINED 03
11000
 PRESIDENTIAL LIFE CORP             COM            740884101     1735    84400 SH       DEFINED 03
84400
 PRICE COMMUNICATIONS CORP          COM NEW        741437305      426    22300 SH       DEFINED 03
22300
 PRICE T ROWE GROUP INC             COM            74144T108     3536   101800 SH       DEFINED 01
101800
 PRICE T ROWE GROUP INC             COM            74144T108     5546   159700 SH       DEFINED 03
159700
 PRICELINE COM INC                  COM            741503106      205    35200 SH       DEFINED 03
35200
 PRIDE INTL INC DEL                 COM            74153Q102      488    32323 SH       DEFINED 03             32323

 PRIMEDIA INC                       COM            74157K101      258    59413 SH       DEFINED 03
59413
 PRIMIX SOLUTIONS INC               COM            741620108        3    21900 SH       DEFINED 03
21900
 PRIMA ENERGY CORP                  COM PAR $0.015 741901201      772    35500 SH       DEFINED 03
35500
 PRIME HOSPITALITY CORP             COM            741917108     1454   131600 SH       DEFINED 03
131600
 PRINCIPAL FINANCIAL GROUP INC      COM            74251V102      938    39100 SH       DEFINED 03
39100
 PRIORITY HEALTHCARE CORP           CL B           74264T102     4529   128704 SH       DEFINED 03
128704
 PROCTER & GAMBLE CO                COM            742718109    37713   476600 SH       DEFINED 01
476600
 PROCTER & GAMBLE CO                COM            742718109   180940  2286623 SH       DEFINED 03           2286623

 PROCTER & GAMBLE CO                COM            742718109     4362    55129 SH       DEFINED 09
55129
 PROFIT RECOVERY GROUP INTL INC     COM            743168106     1120   137400 SH       DEFINED 03
137400
 PROGRESS ENERGY INC                COM            743263105     5044   112024 SH       DEFINED 01
112024
 PROGRESS ENERGY INC                COM            743263105    15965   354546 SH       DEFINED 03
354546
 PROGRESS SOFTWARE CORP             COM            743312100     1873   108400 SH       DEFINED 03
108400
 PROGRESSIVE CORP OHIO              COM            743315103    10182    68200 SH       DEFINED 01
68200
 PROGRESSIVE CORP OHIO              COM            743315103    18379   123104 SH       DEFINED 03
123104
 PROLOGIS TR                        SH BEN INT     743410102      103     4800 SH       DEFINED 01              4800

 PROLOGIS TR                        SH BEN INT     743410102      766    35600 SH       DEFINED 03
35600
 PROTECTION ONE INC                 COM            743663304       34    13600 SH       DEFINED 03
13600
 PROTECTIVE LIFE CORP               COM            743674103       26      900 SH       DEFINED 01
900
 PROTECTIVE LIFE CORP               COM            743674103     1400    48400 SH       DEFINED 03
48400
 PROTEIN DESIGN LABS INC            COM            74369L103      154     4700 SH       DEFINED 01
4700
 PROTEIN DESIGN LABS INC            COM            74369L103     1321    40262 SH       DEFINED 03
40262
 PROTEIN DESIGN LABS INC            COM            74369L103      542    16518 SH       DEFINED 09
16518
 PROVIDENT BANKSHARES CORP          COM            743859100     2350    96721 SH       DEFINED 03             96721

 PROVIDENT FINL GROUP INC           COM            743866105     1017    38687 SH       DEFINED 03
38687
 PROVINCE HEALTHCARE CO             COM            743977100     2870    93000 SH       DEFINED 03
93000
 PROVIDIAN FINL CORP                COM            74406A102       73    20500 SH       DEFINED 01
20500
 PROVIDIAN FINL CORP                COM            74406A102     1407   396199 SH       DEFINED 03
396199
 PROXIM INC                         COM            744284100      780    78650 SH       DEFINED 03
78650
 PUBLIC SVC ENTERPRISE GROUP        COM            744573106     7463   176900 SH       DEFINED 01
176900
 PUBLIC SVC ENTERPRISE GROUP        COM            744573106    23525   557592 SH       DEFINED 03
557592
 PUBLIC STORAGE INC                 COM            74460D109      107     3200 SH       DEFINED 01              3200

 PUBLIC STORAGE INC                 COM            74460D109      468    14000 SH       DEFINED 03
14000
 PUGET ENERGY INC NEW               COM            745310102       44     2000 SH       DEFINED 01
2000
 PUGET ENERGY INC NEW               COM            745310102     1278    58391 SH       DEFINED 03
58391
 PULTE HOMES INC                    COM            745867101     3877    86800 SH       DEFINED 01
86800
 PULTE HOMES INC                    COM            745867101    19563   437937 SH       DEFINED 03
437937
 PULTE HOMES INC                    COM            745867101      826    18489 SH       DEFINED 09
18489
 PUMATECH INC                       COM            745887109       43    16800 SH       DEFINED 03
16800
 PURE RES INC                       COM            74622E102      251    12500 SH       DEFINED 03             12500

 QRS CORP                           COM            74726X105      627    44475 SH       DEFINED 03
44475
 QLOGIC CORP                        COM            747277101    11257   252900 SH       DEFINED 01
252900
 QLOGIC CORP                        COM            747277101     5324   119624 SH       DEFINED 03
119624
 QAD INC                            COM            74727D108       71    24500 SH       DEFINED 03
24500
 QUAKER CHEM CORP                   COM            747316107      605    29350 SH       DEFINED 03
29350
 QUALCOMM INC                       COM            747525103    18619   368700 SH       DEFINED 01
368700
 QUALCOMM INC                       COM            747525103    60028  1188668 SH       DEFINED 03
1188668
 QUANEX CORP                        COM            747620102     1277    45125 SH       DEFINED 03             45125

 QUANTA SVCS INC                    COM            74762E102      237    15372 SH       DEFINED 03
15372
 QUANTUM CORP                       COM DSSG       747906204      778    78962 SH       DEFINED 03
78962
 QUEST DIAGNOSTICS INC              COM            74834L100      359     5000 SH       DEFINED 01
5000
 QUEST DIAGNOSTICS INC              COM            74834L100    13996   195181 SH       DEFINED 03
195181
 QUESTAR CORP                       COM            748356102       20      800 SH       DEFINED 01
800
 QUESTAR CORP                       COM            748356102     1241    49526 SH       DEFINED 03
49526
 QUIKSILVER INC                     COM            74838C106     1104    64200 SH       DEFINED 03
64200
 QUINTILES TRANSNATIONAL CORP       COM            748767100     4184   260700 SH       DEFINED 01            260700

 QUINTILES TRANSNATIONAL CORP       COM            748767100     2539   158215 SH       DEFINED 03
158215
 QWEST COMMUNICATIONS INTL INC      COM            749121109    15691  1110487 SH       DEFINED 01
1110487
 QWEST COMMUNICATIONS INTL INC      COM            749121109    38259  2707637 SH       DEFINED 03
2707637
 QWEST COMMUNICATIONS INTL INC      COM            749121109      251    17745 SH       DEFINED 09
17745
 QUOVADX INC                        COM            74913K106      102    11200 SH       DEFINED 03
11200
 RFS HOTEL INVS INC                 COM            74955J108      150    13200 SH       DEFINED 03
13200
 R H DONNELLEY CORP                 COM NEW        74955W307      286     9854 SH       DEFINED 03
9854
 R G S ENERGY GROUP INC             COM            74956K104     4113   109400 SH       DEFINED 03            109400

 RLI CORP                           COM            749607107     1240    27550 SH       DEFINED 03
27550
 RPM INC OHIO                       COM            749685103     1110    76767 SH       DEFINED 03
76767
 RSA SEC INC                        COM            749719100      287    16450 SH       DEFINED 03
16450
 RTI INTL METALS INC                COM            74973W107      620    62300 SH       DEFINED 03
62300
 RF MICRODEVICES INC                COM            749941100      179     9300 SH       DEFINED 01
9300
 RF MICRODEVICES INC                COM            749941100     5867   305100 SH       DEFINED 03
305100
 RADIAN GROUP INC                   COM            750236101       17      400 SH       DEFINED 01
400
 RADIAN GROUP INC                   COM            750236101     9946   231580 SH       DEFINED 03            231580

 RADIANT SYSTEMS INC                COM            75025N102      918    79800 SH       DEFINED 03
79800
 RADIOSHACK CORP                    COM            750438103    17118   568700 SH       DEFINED 01
568700
 RADIOSHACK CORP                    COM            750438103     7700   255805 SH       DEFINED 03
255805
 RADISYS CORP                       COM            750459109     1005    51100 SH       DEFINED 03
51100
 RAINBOW TECHNOLOGIES INC           COM            750862104      534    72100 SH       DEFINED 03
72100
 RAMBUS INC DEL                     COM            750917106      210    26300 SH       DEFINED 03
26300
 RAMBUS INC DEL                     COM            750917106       81    10126 SH       DEFINED 09
10126
 RALCORP HLDGS INC NEW              COM            751028101     2141    94325 SH       DEFINED 03             94325

 RARE HOSPITALITY INTL INC          COM            753820109     1573    69800 SH       DEFINED 03
69800
 RATIONAL SOFTWARE CORP             COM NEW        75409P202      131     6700 SH       DEFINED 01
6700
 RATIONAL SOFTWARE CORP             COM NEW        75409P202     1625    83344 SH       DEFINED 03
83344
 RAYMOND JAMES FINANCIAL INC        COM            754730109     5274   148493 SH       DEFINED 03
148493
 RAYONIER INC                       COM            754907103     1495    29619 SH       DEFINED 03
29619
 RAYOVAC CORP                       COM            755081106      211    12000 SH       DEFINED 03
12000
 RAYTHEON CO                        COM NEW        755111507    15410   474600 SH       DEFINED 01
474600
 RAYTHEON CO                        COM NEW        755111507    36337  1119095 SH       DEFINED 03           1119095

 READ-RITE CORP                     COM            755246105     2349   355300 SH       DEFINED 03
355300
 READERS DIGEST ASSN INC            CL A NON VTG   755267101       95     4100 SH       DEFINED 01
4100
 READERS DIGEST ASSN INC            CL A NON VTG   755267101     3257   141100 SH       DEFINED 03
141100
 REALNETWORKS INC                   COM            75605L104       87    14600 SH       DEFINED 03
14600
 REALTY INCOME CORP                 COM            756109104      268     9100 SH       DEFINED 03
9100
 RECKSON ASSOCS RLTY CORP           COM            75621K106      329    14100 SH       DEFINED 03
14100
 RED HAT INC                        COM            756577102       99    14000 SH       DEFINED 03
14000
 REDBACK NETWORKS INC               COM            757209101      199    50500 SH       DEFINED 03             50500

 REEBOK INTL LTD                    COM            758110100     1667    62900 SH       DEFINED 01
62900
 REEBOK INTL LTD                    COM            758110100    15860   598502 SH       DEFINED 03
598502
 REGAL BELOIT CORP                  COM            758750103     1305    59875 SH       DEFINED 03
59875
 REGENCY CTRS CORP                  COM            758849103      280    10100 SH       DEFINED 03
10100
 REGENT COMMUNICATIONS INC DEL      COM            758865109     4944   732448 SH       DEFINED 03
732448
 REGENERON PHARMACEUTICALS          COM            75886F107     3626   128775 SH       DEFINED 03
128775
 REGIS CORP MINN                    COM            758932107     3406   132125 SH       DEFINED 03
132125
 REGIONS FINL CORP                  COM            758940100     2254    75300 SH       DEFINED 01             75300

 REGIONS FINL CORP                  COM            758940100    24054   803413 SH       DEFINED 03
803413
 REHABCARE GROUP INC                COM            759148109     1447    48900 SH       DEFINED 03
48900
 REGISTER COM INC                   COM            75914G101      205    17800 SH       DEFINED 03
17800
 RELIANCE STEEL & ALUMINUM CO       COM            759509102     2441    92975 SH       DEFINED 03
92975
 RELIANT RES INC                    COM            75952B105     1162    70400 SH       DEFINED 03
70400
 RELIANT ENERGY INC                 COM            75952J108     6062   228598 SH       DEFINED 01
228598
 RELIANT ENERGY INC                 COM            75952J108    19169   722827 SH       DEFINED 03
722827
 REMEC INC                          COM            759543101      138    13800 SH       DEFINED 03             13800

 REMINGTON OIL & GAS CORP           COM            759594302     1402    81050 SH       DEFINED 03
81050
 RENAISSANCE LEARNING INC           COM            75968L105      707    23200 SH       DEFINED 03
23200
 RENAL CARE GROUP INC               COM            759930100     4529   141100 SH       DEFINED 03
141100
 RENT A CTR INC NEW                 COM            76009N100      272     8100 SH       DEFINED 03
8100
 REPUBLIC BANCORP INC               COM            760282103      322    23285 SH       DEFINED 03
23285
 REPUBLIC SVCS INC                  COM            760759100     1310    65600 SH       DEFINED 03
65600
 RESMED INC                         COM            761152107      356     6600 SH       DEFINED 01
6600
 RESMED INC                         COM            761152107     5947   110300 SH       DEFINED 03            110300

 RESPIRONICS INC                    COM            761230101     5960   172057 SH       DEFINED 03
172057
 RETEK INC                          COM            76128Q109     1647    55134 SH       DEFINED 03
55134
 REYNOLDS & REYNOLDS CO             CL A           761695105       70     2900 SH       DEFINED 01
2900
 REYNOLDS & REYNOLDS CO             CL A           761695105     1940    80001 SH       DEFINED 03
80001
 REYNOLDS R J TOB HLDGS INC         COM            76182K105       84     1500 SH       DEFINED 01
1500
 REYNOLDS R J TOB HLDGS INC         COM            76182K105    13945   247693 SH       DEFINED 03
247693
 RIGGS NATL CORP WASH DC            COM            766570105     1449   103700 SH       DEFINED 03
103700
 RIGHTCHOICE MANAGED CARE DEL       COM            76657T102      217     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                        COM            775711104      240    12000 SH       DEFINED 03             12000

 ROPER INDS INC NEW                 COM            776696106     4565    92225 SH       DEFINED 03
92225
 ROSLYN BANCORP INC                 COM            778162107       37     2100 SH       DEFINED 01
2100
 ROSLYN BANCORP INC                 COM            778162107     3178   181597 SH       DEFINED 03
181597
 ROSS STORES INC                    COM            778296103     3434   107048 SH       DEFINED 03
107048
 ROSTELECOM OPEN JT STK LNG DST     SPONSORED ADR  778529107      111    21080 SH       DEFINED 03
21080
 ROUSE CO                           COM            779273101       97     3300 SH       DEFINED 01
3300
 ROUSE CO                           COM            779273101      228     7800 SH       DEFINED 03
7800
 ROWAN COS INC                      COM            779382100     4168   215200 SH       DEFINED 01            215200

 ROWAN COS INC                      COM            779382100    18375   948640 SH       DEFINED 03
948640
 ROXIO INC                          COM            780008108      781    47200 SH       DEFINED 03
47200
 ROYAL APPLIANCE MFG CO             COM            780076105      249    49850 SH       DEFINED 03
49850
 ROYAL DUTCH PETE CO                NY REG GLD1.25 780257804    37745   770000 SH       DEFINED 01
770000
 ROYAL DUTCH PETE CO                NY REG GLD1.25 780257804   215935  4405037 SH       DEFINED 03
4405037
 RUBY TUESDAY INC                   COM            781182100     6331   306898 SH       DEFINED 03
306898
 RUDDICK CORP                       COM            781258108      307    19200 SH       DEFINED 03
19200
 RUDOLPH TECHNOLOGIES INC           COM            781270103     1613    47000 SH       DEFINED 03             47000

 RUSS BERRIE & CO                   COM            782233100     1767    58900 SH       DEFINED 03
58900
 RUSSELL CORP                       COM            782352108     1750   116600 SH       DEFINED 03
116600
 RYANS FAMILY STEAK HOUSE INC       COM            783519101     3344   154450 SH       DEFINED 03
154450
 RYDER SYS INC                      COM            783549108      144     6500 SH       DEFINED 01
6500
 RYDER SYS INC                      COM            783549108    11844   534701 SH       DEFINED 03
534701
 RYERSON TULL INC NEW               COM            78375P107      780    70909 SH       DEFINED 03
70909
 RYLAND GROUP INC                   COM            783764103     3689    50400 SH       DEFINED 03
50400
 S & T BANCORP INC                  COM            783859101      284    11700 SH       DEFINED 03             11700

 SBC COMMUNICATIONS INC             COM            78387G103    54552  1392697 SH       DEFINED 01
1392697
 SBC COMMUNICATIONS INC             COM            78387G103   241431  6163662 SH       DEFINED 03
6163662
 SBC COMMUNICATIONS INC             COM            78387G103    45777  1168675 SH       DEFINED 09
1168675
 SBS TECHNOLOGIES INC               COM            78387P103      571    39200 SH       DEFINED 03
39200
 SCM MICROSYSTEMS INC               COM            784018103      662    45200 SH       DEFINED 03
45200
 SCP POOL CORP                      COM            784028102     2611    95125 SH       DEFINED 03
95125
 SCPIE HLDGS INC                    COM            78402P104      777    26550 SH       DEFINED 03
26550
 SEI INVESTMENTS CO                 COM            784117103      275     6100 SH       DEFINED 01              6100

 SEI INVESTMENTS CO                 COM            784117103     4295    95219 SH       DEFINED 03
95219
 SL GREEN RLTY CORP                 COM            78440X101      347    11300 SH       DEFINED 03
11300
 SLI INC                            COM            78442T108      254    97450 SH       DEFINED 03
97450
 SPS TECHNOLOGIES INC               COM            784626103     1432    41000 SH       DEFINED 03
41000
 SPDR TR                            UNIT SER 1     78462F103    39517   345732 SH       DEFINED 03
345732
 SPSS INC                           COM            78462K102      682    38400 SH       DEFINED 03
38400
 SPX CORP                           COM            784635104       82      600 SH       DEFINED 01
600
 SPX CORP                           COM            784635104     3384    24720 SH       DEFINED 03             24720

 S1 CORPORATION                     COM            78463B101      264    16300 SH       DEFINED 03
16300
 SABA SOFTWARE INC                  COM            784932105       59    11300 SH       DEFINED 03
11300
 SWS GROUP INC                      COM            78503N107     2156    84703 SH       DEFINED 03
84703
 SABRE HLDGS CORP                   CL A           785905100     3794    89580 SH       DEFINED 01
89580
 SABRE HLDGS CORP                   CL A           785905100    14036   331432 SH       DEFINED 03
331432
 SAFECO CORP                        COM            786429100     7068   226900 SH       DEFINED 01
226900
 SAFECO CORP                        COM            786429100    12804   411034 SH       DEFINED 03
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 AKTIENGESELLSCHAFT             SPONSORED ADR  803054204     1664    52111 SH       DEFINED 09             52111

 SAPIENT CORP                       COM            803062108       69     9000 SH       DEFINED 01
9000
 SAPIENT CORP                       COM            803062108     1390   180100 SH       DEFINED 03
180100
 SARA LEE CORP                      COM            803111103    29824  1341600 SH       DEFINED 01
1341600
 SARA LEE CORP                      COM            803111103    50278  2261721 SH       DEFINED 03
2261721
 SAVVIS COMMUNICATIONS CORP         COM            805423100        8    13200 SH       DEFINED 03
13200
 SCANA CORP NEW                     COM            80589M102       28     1000 SH       DEFINED 01
1000
 SCANA CORP NEW                     COM            80589M102     2094    75260 SH       DEFINED 03
75260
 SCANSOFT INC                       COM            80603P107       61    14175 SH       DEFINED 03             14175

 SCHEIN HENRY INC                   COM            806407102       52     1400 SH       DEFINED 01
1400
 SCHEIN HENRY INC                   COM            806407102     5179   139860 SH       DEFINED 03
139860
 SCHERING PLOUGH CORP               COM            806605101    38241  1067900 SH       DEFINED 01
1067900
 SCHERING PLOUGH CORP               COM            806605101   109155  3048159 SH       DEFINED 03
3048159
 SCHLUMBERGER LTD                   COM            806857108     8111   147600 SH       DEFINED 01
147600
 SCHLUMBERGER LTD                   COM            806857108    43056   783545 SH       DEFINED 03
783545
 SCHLUMBERGER LTD                   COM            806857108     1243    22614 SH       DEFINED 09
22614
 SCHOLASTIC CORP                    COM            807066105     3986    79200 SH       DEFINED 03             79200

 SCHOOL SPECIALTY INC               COM            807863105     1375    60100 SH       DEFINED 03
60100
 SCHULMAN A INC                     COM            808194104      950    69600 SH       DEFINED 03
69600
 SCHWAB CHARLES CORP NEW            COM            808513105    11722   757700 SH       DEFINED 01
757700
 SCHWAB CHARLES CORP NEW            COM            808513105    29511  1907618 SH       DEFINED 03
1907618
 SCHWAB CHARLES CORP NEW            COM            808513105      306    19776 SH       DEFINED 09
19776
 SCHWEITZER-MAUDUIT INTL INC        COM            808541106      903    38000 SH       DEFINED 03
38000
 SCIENTIFIC ATLANTA INC             COM            808655104    10629   444000 SH       DEFINED 01
444000
 SCIENTIFIC ATLANTA INC             COM            808655104    13591   567708 SH       DEFINED 03            567708

 SCIOS INC                          COM            808905103      402    16900 SH       DEFINED 03
16900
 SCOTTS CO                          CL A           810186106     3942    82825 SH       DEFINED 03
82825
 SCRIPPS E W CO OHIO                CL A           811054204       99     1500 SH       DEFINED 01
1500
 SCRIPPS E W CO OHIO                CL A           811054204      589     8930 SH       DEFINED 03
8930
 SEACHANGE INTL INC                 COM            811699107      242     7100 SH       DEFINED 03
7100
 SEACOR SMIT INC                    COM            811904101     2863    61712 SH       DEFINED 03
61712
 SEALED AIR 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            81725T100      905    43500 SH       DEFINED 03
43500
 SEPRACOR INC                       COM            817315104      325     5700 SH       DEFINED 01
5700
 SEPRACOR INC                       COM            817315104    17963   314815 SH       DEFINED 03            314815

 SEQUA CORPORATION                  CL A           817320104      226     4750 SH       DEFINED 03
4750
 SERENA SOFTWARE INC                COM            817492101     1254    57700 SH       DEFINED 03
57700
 SERVICE CORP INTL                  COM            817565104      235    47050 SH       DEFINED 03
47050
 SERVICEMASTER CO                   COM            81760N109       26     1900 SH       DEFINED 01
1900
 SERVICEMASTER CO                   COM            81760N109      496    35933 SH       DEFINED 03
35933
 7-ELEVEN INC                       COM NEW        817826209      157    13400 SH       DEFINED 03
13400
 SHAW GROUP INC                     COM            820280105     4460   189800 SH       DEFINED 03
189800
 SHERWIN WILLIAMS CO                COM            824348106     1436    52200 SH       DEFINED 01             52200

 SHERWIN WILLIAMS CO                COM            824348106    19145   696192 SH       DEFINED 03
696192
 SHOPKO STORES INC                  COM            824911101     1258   132375 SH       DEFINED 03
132375
 SHURGARD STORAGE CTRS INC          COM            82567D104     3062    95700 SH       DEFINED 03
95700
 SICOR INC                          COM            825846108       27     1700 SH       DEFINED 01
1700
 SICOR INC                          COM            825846108     4695   299400 SH       DEFINED 03
299400
 SIEBEL SYS INC                     COM            826170102     8707   311200 SH       DEFINED 01
311200
 SIEBEL SYS INC                     COM            826170102    17520   626164 SH       DEFINED 03
626164
 SIEBEL SYS INC                     COM            826170102     1748    62467 SH       DEFINED 09             62467

 SIERRA HEALTH SVCS INC             COM            826322109      782    96500 SH       DEFINED 03
96500
 SIERRA PAC RES NEW                 COM            826428104     1026    68200 SH       DEFINED 03
68200
 SIGMA ALDRICH CORP                 COM            826552101     9458   240000 SH       DEFINED 01
240000
 SIGMA ALDRICH CORP                 COM            826552101     4007   101674 SH       DEFINED 03
101674
 SILICON LABORATORIES INC           COM            826919102      290     8600 SH       DEFINED 03
8600
 SILICON GRAPHICS INC               COM            827056102      270   128800 SH       DEFINED 03
128800
 SILICON STORAGE TECHNOLOGY INC     COM            827057100      363    37700 SH       DEFINED 03
37700
 SILICON IMAGE INC                  COM            82705T102       39    10300 SH       DEFINED 03             10300

 SILICON VY BANCSHARES              COM            827064106      527    19700 SH       DEFINED 03
19700
 SIMON PPTY GROUP INC NEW           COM            828806109       70     2400 SH       DEFINED 01
2400
 SIMON PPTY GROUP INC NEW           COM            828806109      590    20104 SH       DEFINED 03
20104
 SIMPSON MANUFACTURING CO INC       COM            829073105     2146    37450 SH       DEFINED 03
37450
 SINCLAIR BROADCAST GROUP INC       CL A           829226109      126    13300 SH       DEFINED 03
13300
 SIRIUS SATELLITE RADIO INC         COM            82966U103      135    11600 SH       DEFINED 03
11600
 SITEL CORP                         COM            82980K107       72    29900 SH       DEFINED 03
29900
 SIPEX CORP                         COM            829909100      135    10500 SH       DEFINED 03             10500

 SIX FLAGS INC                      COM            83001P109      348    22600 SH       DEFINED 03
22600
 SKECHERS U S A INC                 CL A           830566105      155    10600 SH       DEFINED 03
10600
 SKYLINE CORP                       COM            830830105      874    27100 SH       DEFINED 03
27100
 SKYWEST INC                        COM            830879102     3922   154100 SH       DEFINED 03
154100
 SMITH A O                          COM            831865209     1718    88100 SH       DEFINED 03
88100
 SMITH INTL INC                     COM            832110100       86     1600 SH       DEFINED 01
1600
 SMITH INTL INC                     COM            832110100     1394    26006 SH       DEFINED 03
26006
 SMITHFIELD FOODS INC               COM            832248108       18      800 SH       DEFINED 01               800

 SMITHFIELD FOODS INC               COM            832248108     2541   115300 SH       DEFINED 03
115300
 SMUCKER J M CO                     COM            832696306      446    12600 SH       DEFINED 03
12600
 SMURFIT-STONE CONTAINER CORP       COM            832727101      423    26486 SH       DEFINED 03
26486
 SNAP ON INC                        COM            833034101      549    16300 SH       DEFINED 01
16300
 SNAP ON INC                        COM            833034101    15804   469520 SH       DEFINED 03
469520
 SOLA INTL INC                      COM            834092108     1589    81900 SH       DEFINED 03
81900
 SOLECTRON CORP                     COM            834182107     9068   803900 SH       DEFINED 01
803900
 SOLECTRON CORP                     COM            834182107    11641  1031976 SH       DEFINED 03           1031976

 SOLECTRON CORP                     SR LYON ZERO   834182AK3     2425  5000000 PRN      DEFINED 00
5000000
 SOLUTIA INC                        COM            834376105     1088    77622 SH       DEFINED 03
77622
 SOMERA COMMUNICATION               COM            834458101      131    17300 SH       DEFINED 03
17300
 SONG NETWORKS HLDG AKTIEBOLAG      SPONSORED ADR  83544Q101       29    35222 SH       DEFINED 00
35222
 SONIC CORP                         COM            835451105     3136    87099 SH       DEFINED 03
87099
 SONICBLUE INC                      COM            83546Q109      130    32256 SH       DEFINED 03
32256
 SONICWALL INC                      COM            835470105      247    12700 SH       DEFINED 03
12700
 SONOCO PRODS CO                    COM            835495102        5      200 SH       DEFINED 01               200

 SONOCO PRODS CO                    COM            835495102     1441    54217 SH       DEFINED 03
54217
 SOTHEBYS HLDGS INC                 CL A           835898107      623    37500 SH       DEFINED 03
37500
 SONUS NETWORKS INC                 COM            835916107       84    18200 SH       DEFINED 03
18200
 SOUNDVIEW TECHNOLOGY GROUP NEW     COM            83611Q109       74    31600 SH       DEFINED 03
31600
 SOUTH FINL GROUP INC               COM            837841105     2224   125300 SH       DEFINED 03
125300
 SOUTHERN CO                        COM            842587107     8761   345600 SH       DEFINED 01
345600
 SOUTHERN CO                        COM            842587107    38016  1499664 SH       DEFINED 03
1499664
 SOUTHERN UN CO NEW                 COM            844030106     2899   153730 SH       DEFINED 03            153730

 SOUTHTRUST CORP                    COM            844730101     3488   141400 SH       DEFINED 01
141400
 SOUTHTRUST CORP                    COM            844730101    31270  1267548 SH       DEFINED 03
1267548
 SOUTHWEST AIRLS CO                 COM            844741108    12028   650866 SH       DEFINED 01
650866
 SOUTHWEST AIRLS CO                 COM            844741108    26726  1446218 SH       DEFINED 03
1446218
 SOUTHWEST BANCORPORATION TEX       COM            84476R109     3313   109450 SH       DEFINED 03
109450
 SOUTHWEST GAS CORP                 COM            844895102     2247   100525 SH       DEFINED 03
100525
 SOUTHWESTERN ENERGY CO             COM            845467109      831    79900 SH       DEFINED 03
79900
 SOVEREIGN BANCORP INC              COM            845905108     5159   421495 SH       DEFINED 03            421495

 SPACELABS MED INC                  COM            846247104      346    28495 SH       DEFINED 03
28495
 SPARTAN MTRS INC                   COM            846819100       73    11400 SH       DEFINED 03
11400
 SPECTRALINK CORP                   COM            847580107      356    20800 SH       DEFINED 03
20800
 SPECTRASITE HLDGS INC              COM            84760T100      234    65200 SH       DEFINED 03
65200
 SPHERION CORP                      COM            848420105     1793   183660 SH       DEFINED 03
183660
 SPIEGEL INC                        CL A           848457107      149    32800 SH       DEFINED 03
32800
 SPINNAKER EXPL CO                  COM            84855W109      284     6900 SH       DEFINED 03
6900
 SPRINT CORP                        COM FON GROUP  852061100    16383   815900 SH       DEFINED 01            815900

 SPRINT CORP                        COM FON GROUP  852061100    37248  1854966 SH       DEFINED 03
1854966
 SPRINT CORP                        PCS COM SER 1  852061506    30622  1254500 SH       DEFINED 01
1254500
 SPRINT CORP                        PCS COM SER 1  852061506    53852  2206149 SH       DEFINED 03
2206149
 STANCORP FINL GROUP INC            COM            852891100      770    16300 SH       DEFINED 03
16300
 STANDARD MICROSYSTEMS CORP         COM            853626109      849    54700 SH       DEFINED 03
54700
 STANDARD MTR PRODS INC             COM            853666105      459    33000 SH       DEFINED 03
33000
 STANDARD PAC CORP NEW              COM            85375C101     3497   143775 SH       DEFINED 03
143775
 STANDARD REGISTER CO               COM            853887107     1501    81000 SH       DEFINED 03             81000

 STANDEX INTL CORP                  COM            854231107      735    33800 SH       DEFINED 03
33800
 STANLEY WKS                        COM            854616109     2687    57700 SH       DEFINED 01
57700
 STANLEY WKS                        COM            854616109    19274   413878 SH       DEFINED 03
413878
 STAPLES INC                        COM            855030102    13368   714850 SH       DEFINED 01
714850
 STAPLES INC                        COM            855030102    11892   635912 SH       DEFINED 03
635912
 STARBUCKS CORP                     COM            855244109     4871   255700 SH       DEFINED 01
255700
 STARBUCKS CORP                     COM            855244109     9381   492450 SH       DEFINED 03
492450
 STARMEDIA NETWORK INC              COM            855546107        4    11500 SH       DEFINED 03             11500

 STARTEK INC                        COM            85569C107      756    39900 SH       DEFINED 03
39900
 STARWOOD HOTELS&RESORTS WRLDWD     PAIRED CTF     85590A203     3564   119400 SH       DEFINED 01
119400
 STARWOOD HOTELS&RESORTS WRLDWD     PAIRED CTF     85590A203    10524   352564 SH       DEFINED 03
352564
 STATE STR CORP                     COM            857477103    15649   299500 SH       DEFINED 01
299500
 STATE STR CORP                     COM            857477103    23733   454219 SH       DEFINED 03
454219
 STATEN IS BANCORP INC              COM            857550107     3308   202850 SH       DEFINED 03
202850
 STATION CASINOS INC                COM            857689103      262    23400 SH       DEFINED 03
23400
 STEAK N SHAKE CO                   COM            857873103      891    80678 SH       DEFINED 03             80678

 STEEL DYNAMICS INC                 COM            858119100     1480   127500 SH       DEFINED 03
127500
 STEEL TECHNOLOGIES INC             COM            858147101      241    26500 SH       DEFINED 03
26500
 STEIN MART INC                     COM            858375108      953   114000 SH       DEFINED 03
114000
 STELLENT INC                       COM            85856W105      248     8400 SH       DEFINED 03
8400
 STERLING BANCSHARES INC            COM            858907108     1856   148250 SH       DEFINED 03
148250
 STERICYCLE INC                     COM            858912108      244     4000 SH       DEFINED 03
4000
 STERIS CORP                        COM            859152100     3847   210568 SH       DEFINED 03
210568
 STEWART & STEVENSON SVCS INC       COM            860342104     1311    69700 SH       DEFINED 03             69700

 STEWART ENTERPRISES INC            CL A           860370105      159    26500 SH       DEFINED 03
26500
 STEWART INFORMATION SVCS CORP      COM            860372101      849    43000 SH       DEFINED 03
43000
 STILLWATER MNG CO                  COM            86074Q102     2196   118703 SH       DEFINED 03
118703
 STILWELL FINL INC                  COM            860831106     5202   191100 SH       DEFINED 01
191100
 STILWELL FINL INC                  COM            860831106    12676   465688 SH       DEFINED 03
465688
 STMICROELECTRONICS N V             NY REGISTRY    861012102     1868    58985 SH       DEFINED 03
58985
 STONE ENERGY CORP                  COM            861642106     3186    80646 SH       DEFINED 03
80646
 STORAGE USA INC                    COM            861907103      286     6800 SH       DEFINED 03              6800

 STORAGE TECHNOLOGY CORP            COM PAR $0.10  862111200      242    11700 SH       DEFINED 01
11700
 STORAGE TECHNOLOGY CORP            COM PAR $0.10  862111200     3916   189443 SH       DEFINED 03
189443
 STORAGE COMPUTER CORP              COM            86211A101      162    25258 SH       DEFINED 03
25258
 STRATOS LIGHTWAVE INC              COM            863100103     1188   193194 SH       DEFINED 03
193194
 STRIDE RITE CORP                   COM            863314100      841   128400 SH       DEFINED 03
128400
 STRYKER CORP                       COM            863667101     6158   105500 SH       DEFINED 01
105500
 STRYKER CORP                       COM            863667101    34733   595052 SH       DEFINED 03
595052
 STUDENT LN CORP                    COM            863902102      290     3600 SH       DEFINED 03              3600

 STURM RUGER & CO INC               COM            864159108     1033    86200 SH       DEFINED 03
86200
 SUMMIT PPTYS INC                   COM            866239106      310    12400 SH       DEFINED 03
12400
 SUN COMMUNITIES INC                COM            866674104      294     7900 SH       DEFINED 03
7900
 SUN MICROSYSTEMS INC               COM            866810104    15945  1296309 SH       DEFINED 01
1296309
 SUN MICROSYSTEMS INC               COM            866810104    58063  4720578 SH       DEFINED 03
4720578
 SUN MICROSYSTEMS INC               COM            866810104    12012   976617 SH       DEFINED 09
976617
 SUNGARD DATA SYS INC               COM            867363103      596    20600 SH       DEFINED 01
20600
 SUNGARD DATA SYS INC               COM            867363103     6674   230712 SH       DEFINED 03            230712

 SUNOCO INC                         COM            86764P109     1150    30800 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 SH       DEFINED 03
115366
 SYCAMORE NETWORKS INC              COM            871206108      145    27000 SH       DEFINED 03
27000
 SYCAMORE NETWORKS INC              COM            871206108      278    51937 SH       DEFINED 09
51937
 SYKES ENTERPRISES INC              COM            871237103      898    96100 SH       DEFINED 03
96100
 SYLVAN LEARNING SYS INC            COM            871399101     1738    78759 SH       DEFINED 03
78759
 SYMANTEC CORP                      COM            871503108      624     9400 SH       DEFINED 01
9400
 SYMANTEC CORP                      COM            871503108     4005    60379 SH       DEFINED 03
60379
 SYMBOL TECHNOLOGIES INC            COM            871508107     1909   120200 SH       DEFINED 01            120200

 SYMBOL TECHNOLOGIES INC            COM            871508107     4734   298105 SH       DEFINED 03
298105
 SYMMETRICOM INC                    COM            871543104      616    80950 SH       DEFINED 03
80950
 SYMYX TECHNOLOGIES                 COM            87155S108      329    15500 SH       DEFINED 03
15500
 SYNCOR INTL CORP DEL               COM            87157J106     3405   118900 SH       DEFINED 03
118900
 SYNOPSYS INC                       COM            871607107      419     7100 SH       DEFINED 01
7100
 SYNOPSYS INC                       COM            871607107    18436   312111 SH       DEFINED 03
312111
 SYNOVUS FINL CORP                  COM            87161C105     5230   208800 SH       DEFINED 01
208800
 SYNOVUS FINL CORP                  COM            87161C105    10994   438878 SH       DEFINED 03            438878

 SYNTEL INC                         COM            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 US INC                      COM            892335100    19325   931764 SH       DEFINED 03
931764
 TRANSACTION SYS ARCHITECTS         CL A           893416107      192    15700 SH       DEFINED 03
15700
 TRANSATLANTIC HLDGS INC            COM            893521104      466     5125 SH       DEFINED 03
5125
 TRANSKARYOTIC THERAPIES INC        COM            893735100      287     6700 SH       DEFINED 03
6700
 TRANSMETA CORP DEL                 COM            89376R109       29    12700 SH       DEFINED 03
12700
 TRANSPRO INC                       COM            893885103       31    10065 SH       DEFINED 03
10065
 TRANSMONTAIGNE INC                 COM            893934109     1054   193482 SH       DEFINED 03
193482
 TRAVELOCITY COM INC                COM            893953109     1648    57400 SH       DEFINED 03             57400

 TRANSWITCH CORP                    COM            894065101      176    39139 SH       DEFINED 03
39139
 TREDEGAR CORP                      COM            894650100     2096   110300 SH       DEFINED 03
110300
 TRIAD HOSPITALS INC                COM            89579K109       41     1400 SH       DEFINED 01
1400
 TRIAD HOSPITALS INC                COM            89579K109      639    21756 SH       DEFINED 03
21756
 TRIDENT MICROSYSTEMS INC           COM            895919108      109    14200 SH       DEFINED 03
14200
 TRIARC COS INC                     CL A           895927101     1592    65500 SH       DEFINED 03
65500
 TRICON GLOBAL RESTAURANTS          COM            895953107    12594   255980 SH       DEFINED 01
255980
 TRICON GLOBAL RESTAURANTS          COM            895953107    29683   603315 SH       DEFINED 03            603315

 TRICON GLOBAL RESTAURANTS          COM            895953107     2439    49577 SH       DEFINED 09
49577
 TRIBUNE CO NEW                     COM            896047107    10117   270300 SH       DEFINED 01
270300
 TRIBUNE CO NEW                     COM            896047107    18982   507130 SH       DEFINED 03
507130
 TRIGON HEALTHCARE INC              COM            89618L100       83     1200 SH       DEFINED 01
1200
 TRIGON HEALTHCARE INC              COM            89618L100     2174    31300 SH       DEFINED 03
31300
 TRIMBLE NAVIGATION LTD             COM            896239100     1352    83400 SH       DEFINED 03
83400
 TRIMERIS INC                       COM            896263100      238     5300 SH       DEFINED 03
5300
 TRINITY INDS INC                   COM            896522109     2140    78750 SH       DEFINED 03             78750

 TRIQUINT SEMICONDUCTOR INC         COM            89674K103     1298   105893 SH       DEFINED 03
105893
 TRITON PCS HLDGS INC               CL A           89677M106       29     1000 SH       DEFINED 01
1000
 TRITON PCS HLDGS INC               CL A           89677M106      200     6800 SH       DEFINED 03
6800
 TRIUMPH GROUP INC NEW              COM            896818101     1482    45600 SH       DEFINED 03
45600
 TRIZETTO GROUP INC                 COM            896882107      211    16100 SH       DEFINED 03
16100
 TRUSTCO BK CORP N Y                COM            898349105     2619   208359 SH       DEFINED 03
208359
 TRUSTMARK CORP                     COM            898402102      252    10400 SH       DEFINED 03
10400
 TUPPERWARE CORP                    COM            899896104     1679    87200 SH       DEFINED 01             87200

 TUPPERWARE CORP                    COM            899896104    11473   596019 SH       DEFINED 03
596019
 TWEETER HOME ENTMT GROUP INC       COM            901167106      487    16800 SH       DEFINED 03
16800
 TYCO INTL LTD NEW                  COM            902124106    27113   460326 SH       DEFINED 01
460326
 TYCO INTL LTD NEW                  COM            902124106   204569  3473155 SH       DEFINED 03
3473155
 TYCO INTL LTD NEW                  COM            902124106     1759    29862 SH       DEFINED 09
29862
 TYLER TECHNOLOGIES INC             COM            902252105       80    17500 SH       DEFINED 03
17500
 TYSON FOODS INC                    CL A           902494103     8498   735792 SH       DEFINED 03
735792
 UCAR INTL INC                      COM            90262K109      251    23500 SH       DEFINED 03             23500

 UCBH HOLDINGS INC                  COM            90262T308     2523    88700 SH       DEFINED 03
88700
 UGI CORP NEW                       COM            902681105     2812    93100 SH       DEFINED 03
93100
 UICI                               COM            902737105      273    20200 SH       DEFINED 03
20200
 UIL HLDG CORP                      COM            902748102     2423    47225 SH       DEFINED 03
47225
 UMB FINL CORP                      COM            902788108      244     6102 SH       DEFINED 03
6102
 USX MARATHON GROUP                 COM NEW        902905827     4362   145400 SH       DEFINED 01
145400
 USX MARATHON GROUP                 COM NEW        902905827    48924  1630799 SH       DEFINED 03
1630799
 UST INC                            COM            902911106    15561   444600 SH       DEFINED 01            444600

 UST INC                            COM            902911106    12216   349015 SH       DEFINED 03
349015
 UST INC                            COM            902911106      707    20209 SH       DEFINED 09
20209
 US BANCORP DEL                     COM NEW        902973304    16116   769990 SH       DEFINED 01
769990
 US BANCORP DEL                     COM NEW        902973304    96050  4589095 SH       DEFINED 03
4589095
 USA NETWORKS INC                   COM            902984103      341    12500 SH       DEFINED 01
12500
 USA NETWORKS INC                   COM            902984103      929    34032 SH       DEFINED 03
34032
 URS CORP NEW                       COM            903236107     1305    47600 SH       DEFINED 03
47600
 USEC INC                           COM            90333E108      220    30700 SH       DEFINED 03             30700

 USX-U S STL                        COM            90337T101     2271   125400 SH       DEFINED 01
125400
 USX-U S STL                        COM            90337T101    10322   569944 SH       DEFINED 03
569944
 US ONCOLOGY INC                    COM            90338W103     2126   282000 SH       DEFINED 03
282000
 UBIQUITEL INC                      COM            903474302      150    20100 SH       DEFINED 03
20100
 ULTIMATE ELECTRS INC               COM            903849107      915    30500 SH       DEFINED 03
30500
 USA ED INC                         COM            90390U102    16980   202100 SH       DEFINED 01
202100
 USA ED INC                         COM            90390U102    28668   341202 SH       DEFINED 03
341202
 ULTRA PETE CORP                    COM            903914109      137    22500 SH       DEFINED 03             22500

 ULTRAMAR DIAMOND SHAMROCK CORP     COM            904000106     3213    64932 SH       DEFINED 03
64932
 ULTRATECH STEPPER INC              COM            904034105     1278    77375 SH       DEFINED 03
77375
 UNIFI INC                          COM            904677101      352    48500 SH       DEFINED 03
48500
 UNILEVER N V                       N Y SHS NEW    904784709    26244   455550 SH       DEFINED 01
455550
 UNILEVER N V                       N Y SHS NEW    904784709    51705   897494 SH       DEFINED 03
897494
 UNION PAC CORP                     COM            907818108     2559    44900 SH       DEFINED 01
44900
 UNION PAC CORP                     COM            907818108    38078   668034 SH       DEFINED 03
668034
 UNION PLANTERS CORP                COM            908068109     2915    64600 SH       DEFINED 01             64600

 UNION PLANTERS CORP                COM            908068109    10976   243201 SH       DEFINED 03
243201
 UNIONBANCAL CORP                   COM            908906100       68     1800 SH       DEFINED 01
1800
 UNIONBANCAL CORP                   COM            908906100      631    16610 SH       DEFINED 03
16610
 UNISOURCE ENERGY CORP              COM            909205106     2094   115100 SH       DEFINED 03
115100
 UNISYS CORP                        COM            909214108     3426   273200 SH       DEFINED 01
273200
 UNISYS CORP                        COM            909214108    20740  1653874 SH       DEFINED 03
1653874
 UNIT CORP                          COM            909218109     1442   111800 SH       DEFINED 03
111800
 UNITED CMNTY FINL CORP OHIO        COM            909839102      107    14800 SH       DEFINED 03             14800

 UNITED BANKSHARES INC WEST VA      COM            909907107     3824   132500 SH       DEFINED 03
132500
 UNITED DOMINION REALTY TR INC      COM            910197102      408    28300 SH       DEFINED 03
28300
 UNITED INDL CORP                   COM            910671106      194    11600 SH       DEFINED 03
11600
 UNITED MICROELECTRONICS CORP       SPONSORED ADR  910873207      252    26300 SH       DEFINED 03
26300
 UNITED NAT FOODS INC               COM            911163103     2248    89900 SH       DEFINED 03
89900
 UNITED PARCEL SERVICE INC          CL B           911312106      507     9300 SH       DEFINED 01
9300
 UNITED PARCEL SERVICE INC          CL B           911312106     1984    36400 SH       DEFINED 03
36400
 UNITED PARCEL SERVICE INC          CL B           911312106     1643    30152 SH       DEFINED 09             30152

 UNITED RENTALS INC                 COM            911363109      494    21768 SH       DEFINED 03
21768
 UNITED STATES CELLULAR CORP        COM            911684108      394     8700 SH       DEFINED 03
8700
 US AIRWAYS GROUP INC               COM            911905107       39     6200 SH       DEFINED 01
6200
 US AIRWAYS GROUP INC               COM            911905107      795   125454 SH       DEFINED 03
125454
 U S INDS INC NEW                   COM            912080108       68    26630 SH       DEFINED 03
26630
 UNITED STATIONERS INC              COM            913004107     3988   118500 SH       DEFINED 03
118500
 UNITED TECHNOLOGIES CORP           COM            913017109     6702   103700 SH       DEFINED 01
103700
 UNITED TECHNOLOGIES CORP           COM            913017109    54570   844351 SH       DEFINED 03            844351

 UNITEDGLOBALCOM                    CL A           913247508        0        2 SH       DEFINED 00
2
 UNITEDGLOBALCOM                    CL A           913247508      111    22200 SH       DEFINED 03
22200
 UNITEDHEALTH GROUP INC             COM            91324P102    21266   300500 SH       DEFINED 01
300500
 UNITEDHEALTH GROUP INC             COM            91324P102    68022   961168 SH       DEFINED 03
961168
 UNITRIN INC                        COM            913275103       71     1800 SH       DEFINED 01
1800
 UNITRIN INC                        COM            913275103     1370    34660 SH       DEFINED 03
34660
 UNIVERSAL CORP VA                  COM            913456109     1147    31508 SH       DEFINED 03
31508
 UNIVERSAL FST PRODS INC            COM            913543104     1206    57600 SH       DEFINED 03             57600

 UNIVERSAL HLTH SVCS INC            CL B           913903100      171     4000 SH       DEFINED 01
4000
 UNIVERSAL HLTH SVCS INC            CL B           913903100     5755   134522 SH       DEFINED 03
134522
 UNIVISION COMMUNICATIONS INC       CL A           914906102    13578   335600 SH       DEFINED 01
335600
 UNIVISION COMMUNICATIONS INC       CL A           914906102    10955   270750 SH       DEFINED 03
270750
 UNOCAL CORP                        COM            915289102     2785    77200 SH       DEFINED 01
77200
 UNOCAL CORP                        COM            915289102    12040   333804 SH       DEFINED 03
333804
 UNOVA INC                          COM            91529B106       82    14140 SH       DEFINED 03
14140
 UNUMPROVIDENT CORP                 COM            91529Y106    11860   447389 SH       DEFINED 01            447389

 UNUMPROVIDENT CORP                 COM            91529Y106    21713   819037 SH       DEFINED 03
819037
 USFREIGHTWAYS CORP                 COM            916906100     2992    95300 SH       DEFINED 03
95300
 UTILICORP UTD INC                  COM            918005109     8815   350238 SH       DEFINED 03
350238
 V F CORP                           COM            918204108     1919    49200 SH       DEFINED 01
49200
 V F CORP                           COM            918204108    18559   475745 SH       DEFINED 03
475745
 VTEL CORP                          COM            918333105       93    21726 SH       DEFINED 03
21726
 VALASSIS COMMUNICATIONS INC        COM            918866104       32      900 SH       DEFINED 01
900
 VALASSIS COMMUNICATIONS INC        COM            918866104     1203    33769 SH       DEFINED 03             33769

 VALENCE TECHNOLOGY INC             COM            918914102      421   124875 SH       DEFINED 03
124875
 VALERO ENERGY CORP NEW             COM            91913Y100       50     1300 SH       DEFINED 01
1300
 VALERO ENERGY CORP NEW             COM            91913Y100     6786   178029 SH       DEFINED 03
178029
 VALLEY NATL BANCORP                COM            919794107       59     1785 SH       DEFINED 01
1785
 VALLEY NATL BANCORP                COM            919794107      280     8500 SH       DEFINED 03
8500
 VALMONT INDS INC                   COM            920253101     1076    74400 SH       DEFINED 03
74400
 VALSPAR CORP                       COM            920355104     2550    64400 SH       DEFINED 03
64400
 VALUEVISION INTL INC               CL A           92047K107      313    16000 SH       DEFINED 03             16000

 VARCO INTL INC DEL                 COM            922122106     1347    89944 SH       DEFINED 03
89944
 VARIAN INC                         COM            922206107      376    11600 SH       DEFINED 03
11600
 VARIAN SEMICONDUCTOR EQUIPMNT      COM            922207105     3279    94800 SH       DEFINED 03
94800
 VARIAN MED SYS INC                 COM            92220P105      107     1500 SH       DEFINED 01
1500
 VARIAN MED SYS INC                 COM            92220P105     6704    94075 SH       DEFINED 03
94075
 VECTREN CORP                       COM            92240G101      379    15800 SH       DEFINED 03
15800
 VEECO INSTRS INC DEL               COM            922417100      332     9200 SH       DEFINED 03
9200
 VENTAS INC                         COM            92276F100      236    20479 SH       DEFINED 03             20479

 VENTRO CORP                        COM            922815105        1     3300 SH       DEFINED 03
3300
 VENTRO CORP                        COM            922815105        8    19263 SH       DEFINED 09
19263
 VERITAS SOFTWARE CO                COM            923436109     8576   191296 SH       DEFINED 01
191296
 VERITAS SOFTWARE CO                COM            923436109    25489   568565 SH       DEFINED 03
568565
 VERITY INC                         COM            92343C106     2325   114825 SH       DEFINED 03
114825
 VERISIGN INC                       COM            92343E102      510    13400 SH       DEFINED 01
13400
 VERISIGN INC                       COM            92343E102     1003    26378 SH       DEFINED 03
26378
 VERITAS DGC INC                    COM            92343P107     1661    89800 SH       DEFINED 03             89800

 VERIZON COMMUNICATIONS             COM            92343V104    43633   919364 SH       DEFINED 01
919364
 VERIZON COMMUNICATIONS             COM            92343V104   253105  5333019 SH       DEFINED 03
5333019
 VERTEX PHARMACEUTICALS INC         COM            92532F100       15      600 SH       DEFINED 01
600
 VERTEX PHARMACEUTICALS INC         COM            92532F100      447    18164 SH       DEFINED 03
18164
 VESTA INS GROUP INC                COM            925391104       82    10200 SH       DEFINED 03
10200
 VIACOM INC                         CL B           925524308    30160   683116 SH       DEFINED 01
683116
 VIACOM INC                         CL B           925524308   139525  3160242 SH       DEFINED 03
3160242
 VIACOM INC                         CL B           925524308      449    10165 SH       DEFINED 09             10165

 VIAD CORP                          COM            92552R109     2103    88800 SH       DEFINED 03
88800
 VIASAT INC                         COM            92552V100     1239    79400 SH       DEFINED 03
79400
 VIASYSTEMS GROUP INC               COM            92553H100       10    16600 SH       DEFINED 03
16600
 VIASYS HEALTHCARE INC              COM NEW        92553Q209       12      613 SH       DEFINED 01
613
 VIASYS HEALTHCARE INC              COM NEW        92553Q209     1320    65305 SH       DEFINED 03
65305
 VICOR CORP                         COM            925815102     1966   121375 SH       DEFINED 03
121375
 VIGNETTE CORP                      COM            926734104      117    21744 SH       DEFINED 03
21744
 VINTAGE PETE INC                   COM            927460105     2738   189450 SH       DEFINED 03            189450

 VISHAY INTERTECHNOLOGY INC         COM            928298108      152     7800 SH       DEFINED 01
7800
 VISHAY INTERTECHNOLOGY INC         COM            928298108     2851   146196 SH       DEFINED 03
146196
 VISTEON CORP                       COM            92839U107     4759   316430 SH       DEFINED 01
316430
 VISTEON CORP                       COM            92839U107    10716   712471 SH       DEFINED 03
712471
 VISUAL NETWORKS INC                COM            928444108      432    93600 SH       DEFINED 03
93600
 VISX INC DEL                       COM            92844S105     1019    76913 SH       DEFINED 03
76913
 VITAL SIGNS INC                    COM            928469105     1368    39200 SH       DEFINED 03
39200
 VITESSE SEMICONDUCTOR CORP         COM            928497106     2331   187500 SH       DEFINED 01            187500

 VITESSE SEMICONDUCTOR CORP         COM            928497106     2991   240650 SH       DEFINED 03
240650
 VITESSE SEMICONDUCTOR CORP         COM            928497106       45     3618 SH       DEFINED 09
3618
 VITRIA TECHNOLOGY                  COM            92849Q104      125    19600 SH       DEFINED 03
19600
 VIVENDI UNIVERSAL                  SPON ADR NEW   92851S204     1892    35180 SH       DEFINED 03
35180
 VIVUS INC                          COM            928551100       57    11700 SH       DEFINED 03
11700
 VODAFONE GROUP PLC NEW             SPONSORED ADR  92857W100     1513    58907 SH       DEFINED 03
58907
 VOLT INFORMATION SCIENCES INC      COM            928703107      729    42650 SH       DEFINED 03
42650
 VORNADO RLTY TR                    SH BEN INT     929042109      125     3000 SH       DEFINED 01              3000

 VORNADO RLTY TR                    SH BEN INT     929042109      391     9400 SH       DEFINED 03
9400
 VULCAN MATLS CO                    COM            929160109     1203    25100 SH       DEFINED 01
25100
 VULCAN MATLS CO                    COM            929160109     6673   139200 SH       DEFINED 03
139200
 WD-40 CO                           COM            929236107     1186    44500 SH       DEFINED 03
44500
 WGL HLDGS INC                      COM            92924F106     1267    43600 SH       DEFINED 03
43600
 W HLDG CO INC                      COM            929251106      259    16000 SH       DEFINED 03
16000
 WJ COMMUNICATIONS INC              COM            929284107       63    17300 SH       DEFINED 03
17300
 WMS INDS INC                       COM            929297109     1906    95300 SH       DEFINED 03             95300

 WPS RESOURCES CORP                 COM            92931B106      289     7900 SH       DEFINED 03
7900
 WABASH NATL CORP                   COM            929566107      533    68350 SH       DEFINED 03
68350
 WABTEC CORP                        COM            929740108      262    21300 SH       DEFINED 03
21300
 WACHOVIA CORP 2ND NEW              COM            929903102    21935   699454 SH       DEFINED 01
699454
 WACHOVIA CORP 2ND NEW              COM            929903102   114960  3665809 SH       DEFINED 03
3665809
 WADDELL & REED FINL INC            CL A           930059100      583    18100 SH       DEFINED 01
18100
 WADDELL & REED FINL INC            CL A           930059100     2219    68914 SH       DEFINED 03
68914
 WAL MART STORES INC                COM            931142103    94002  1633400 SH       DEFINED 01           1633400

 WAL MART STORES INC                COM            931142103   442018  7680592 SH       DEFINED 03
7680592
 WAL MART STORES INC                COM            931142103     3059    53148 SH       DEFINED 09
53148
 WALGREEN CO                        COM            931422109    25302   751700 SH       DEFINED 01
751700
 WALGREEN CO                        COM            931422109    47975  1425288 SH       DEFINED 03
1425288
 WALLACE COMPUTER SERVICES INC      COM            932270101     1159    61011 SH       DEFINED 03
61011
 WASHINGTON FED INC                 COM            938824109       15      600 SH       DEFINED 01
600
 WASHINGTON FED INC                 COM            938824109     5109   198160 SH       DEFINED 03
198160
 WASHINGTON MUT INC                 COM            939322103    14828   453459 SH       DEFINED 01            453459

 WASHINGTON MUT INC                 COM            939322103    96688  2956834 SH       DEFINED 03
2956834
 WASHINGTON POST CO                 CL B           939640108      106      200 SH       DEFINED 01
200
 WASHINGTON POST CO                 CL B           939640108     2226     4200 SH       DEFINED 03
4200
 WASHINGTON REAL ESTATE INVT TR     SH BEN INT     939653101      279    11200 SH       DEFINED 03
11200
 WASTE CONNECTIONS INC              COM            941053100     2609    84200 SH       DEFINED 03
84200
 WASTE MGMT INC DEL                 COM            94106L109     5592   175231 SH       DEFINED 01
175231
 WASTE MGMT INC DEL                 COM            94106L109    27665   866967 SH       DEFINED 03
866967
 WATERS CORP                        COM            941848103      306     7900 SH       DEFINED 01              7900

 WATERS CORP                        COM            941848103     7049   181900 SH       DEFINED 03
181900
 WATSCO INC                         COM            942622200     1120    78900 SH       DEFINED 03
78900
 WATSON PHARMACEUTICALS INC         COM            942683103     6071   193400 SH       DEFINED 01
193400
 WATSON PHARMACEUTICALS INC         COM            942683103     4560   145267 SH       DEFINED 03
145267
 WATTS INDS INC                     CL A           942749102     1301    86725 SH       DEFINED 03
86725
 WAUSAU-MOSINEE PAPER CORP          COM            943315101      236    19500 SH       DEFINED 03
19500
 WAVE SYSTEMS CORP                  CL A           943526103       47    20900 SH       DEFINED 03
20900
 WAYPOINT FINL CORP                 COM            946756103      288    19100 SH       DEFINED 03             19100

 WEATHERFORD INTL INC               COM            947074100        4      100 SH       DEFINED 01
100
 WEATHERFORD INTL INC               COM            947074100     3888   104340 SH       DEFINED 03
104340
 WEBEX INC                          COM            94767L109      234     9400 SH       DEFINED 03
9400
 WEBSENSE INC                       COM            947684106      221     6900 SH       DEFINED 03
6900
 WEBMETHODS INC                     COM            94768C108      258    15412 SH       DEFINED 03
15412
 WEBMD CORP                         COM            94769M105      247    35050 SH       DEFINED 03
35050
 WEBSTER FINL CORP CONN             COM            947890109       32     1000 SH       DEFINED 01
1000
 WEBSTER FINL CORP CONN             COM            947890109     6573   208462 SH       DEFINED 03            208462

 WEIGHT WATCHERS INTL INC NEW       COM            948626106      386    11400 SH       DEFINED 03
11400
 WEINGARTEN RLTY INVS               SH BEN INT     948741103      418     8700 SH       DEFINED 03
8700
 WELLMAN INC                        COM            949702104     1738   112200 SH       DEFINED 03
112200
 WELLPOINT HEALTH NETWORK NEW       COM            94973H108     4394    37600 SH       DEFINED 01
37600
 WELLPOINT HEALTH NETWORK NEW       COM            94973H108    29129   249287 SH       DEFINED 03
249287
 WELLS FARGO & CO NEW               COM            949746101    29935   688640 SH       DEFINED 01
688640
 WELLS FARGO & CO NEW               COM            949746101   135180  3109722 SH       DEFINED 03
3109722
 WELLS GARDNER ELECTRS CORP         COM            949765101       41    14585 SH       DEFINED 03             14585

 WENDYS INTL INC                    COM            950590109     5329   182700 SH       DEFINED 01
182700
 WENDYS INTL INC                    COM            950590109     5342   183127 SH       DEFINED 03
183127
 WERNER ENTERPRISES INC             COM            950755108     3267   134437 SH       DEFINED 03
134437
 WESCO FINL CORP                    COM            950817106      284      900 SH       DEFINED 03
900
 WEST PHARMACEUTICAL SVSC INC       COM            955306105      581    21834 SH       DEFINED 03
21834
 WESTAMERICA BANCORPORATION         COM            957090103      859    21700 SH       DEFINED 03
21700
 WESTERN DIGITAL CORP               COM            958102105      433    69100 SH       DEFINED 03
69100
 WESTERN GAS RES INC                COM            958259103      627    19404 SH       DEFINED 03             19404

 WESTERN MULTIPLEX CORP             CL A           95874P107       78    14500 SH       DEFINED 03
14500
 WESTERN RES INC                    COM            959425109       19     1100 SH       DEFINED 01
1100
 WESTERN RES INC                    COM            959425109     1486    86400 SH       DEFINED 03
86400
 WESTERN WIRELESS CORP              CL A           95988E204      463    16400 SH       DEFINED 01
16400
 WESTERN WIRELESS CORP              CL A           95988E204      192     6800 SH       DEFINED 03
6800
 WESTPOINT STEVENS INC              COM            961238102       31    12600 SH       DEFINED 03
12600
 WESTPORT RES CORP NEW              COM            961418100      220    12667 SH       DEFINED 03
12667
 WESTVACO CORP                      COM            961548104      511    17950 SH       DEFINED 01             17950

 WESTVACO CORP                      COM            961548104    12163   427515 SH       DEFINED 03
427515
 WESTWOOD ONE INC                   COM            961815107       66     2200 SH       DEFINED 01
2200
 WESTWOOD ONE INC                   COM            961815107     1097    36500 SH       DEFINED 03
36500
 WET SEAL INC                       CL A           961840105     1854    78725 SH       DEFINED 03
78725
 WEYERHAEUSER CO                    COM            962166104     4910    90800 SH       DEFINED 01
90800
 WEYERHAEUSER CO                    COM            962166104    29633   547947 SH       DEFINED 03
547947
 WHIRLPOOL CORP                     COM            963320106     1225    16700 SH       DEFINED 01
16700
 WHIRLPOOL CORP                     COM            963320106    20808   283762 SH       DEFINED 03            283762

 WHITNEY HLDG CORP                  COM            966612103     3493    79650 SH       DEFINED 03
79650
 WHOLE FOODS MKT INC                COM            966837106      318     7300 SH       DEFINED 01
7300
 WHOLE FOODS MKT INC                COM            966837106     7812   179350 SH       DEFINED 03
179350
 WILEY JOHN & SONS INC              CL A           968223206      405    17600 SH       DEFINED 03
17600
 WILLAMETTE INDS INC                COM            969133107     4743    91000 SH       DEFINED 01
91000
 WILLAMETTE INDS INC                COM            969133107    18683   358466 SH       DEFINED 03
358466
 WILLIAMS COMMUNICATIONS GROUP      CL A           969455104      134    57154 SH       DEFINED 03
57154
 WILLIAMS COS INC DEL               COM            969457100     2409    94400 SH       DEFINED 01             94400

 WILLIAMS COS INC DEL               COM            969457100    44519  1744488 SH       DEFINED 03
1744488
 WILLIAMS SONOMA INC                COM            969904101      352     8200 SH       DEFINED 01
8200
 WILLIAMS SONOMA INC                COM            969904101     2861    66695 SH       DEFINED 03
66695
 WILMINGTON TRUST CORP              COM            971807102      772    12200 SH       DEFINED 03
12200
 WIND RIVER SYSTEMS INC             COM            973149107      345    19263 SH       DEFINED 03
19263
 WINN DIXIE STORES INC              COM            974280109     4328   303700 SH       DEFINED 01
303700
 WINN DIXIE STORES INC              COM            974280109     7378   517721 SH       DEFINED 03
517721
 WINNEBAGO INDS INC                 COM            974637100     2663    72100 SH       DEFINED 03             72100

 WISCONSIN ENERGY CORP              COM            976657106       52     2300 SH       DEFINED 01
2300
 WISCONSIN ENERGY CORP              COM            976657106     4603   204029 SH       DEFINED 03
204029
 WISER OIL CO DEL                   COM            977284108      141    26300 SH       DEFINED 03
26300
 WOLVERINE TUBE INC                 COM            978093102      388    34200 SH       DEFINED 03
34200
 WOLVERINE WORLD WIDE INC           COM            978097103     2061   136912 SH       DEFINED 03
136912
 WOODWARD GOVERNOR CO               COM            980745103     2272    39000 SH       DEFINED 03
39000
 WORLD ACCEP CORP DEL               COM            981419104      321    44000 SH       DEFINED 03
44000
 WORLDCOM INC GA NEW                WRLDCOM GP COM 98157D106    20859  1481474 SH       DEFINED 01           1481474

 WORLDCOM INC GA NEW                WRLDCOM GP COM 98157D106    78057  5543798 SH       DEFINED 03
5543798
 WORLDCOM INC GA NEW                WRLDCOM GP COM 98157D106    14372  1020719 SH       DEFINED 09
1020719
 WORLDCOM INC GA NEW                MCI GROUP COM  98157D304     2546   200447 SH       DEFINED 03
200447
 WORLDCOM INC GA NEW                MCI GROUP COM  98157D304      239    18823 SH       DEFINED 09
18823
 WORTHINGTON INDS INC               COM            981811102       84     5900 SH       DEFINED 01
5900
 WORTHINGTON INDS INC               COM            981811102     1831   128966 SH       DEFINED 03
128966
 WRIGLEY WM JR CO                   COM            982526105    25130   489200 SH       DEFINED 01
489200
 WRIGLEY WM JR CO                   COM            982526105    18027   350918 SH       DEFINED 03            350918

 WRIGLEY WM JR CO                   COM            982526105      707    13759 SH       DEFINED 09
13759
 WYNDHAM INTL INC                   CL A           983101106       39    69941 SH       DEFINED 03
69941
 XM SATELLITE RADIO HLDGS INC       CL A           983759101      261    14200 SH       DEFINED 03
14200
 XO COMMUNICATIONS INC              CL A           983764101        4    38200 SH       DEFINED 03
38200
 XO COMMUNICATIONS INC              CL A           983764101        7    73019 SH       DEFINED 09
73019
 X-RITE INC                         COM            983857103      654    76900 SH       DEFINED 03
76900
 XTO ENERGY CORP                    COM            98385X106     6288   359293 SH       DEFINED 03
359293
 XCEL ENERGY INC                    COM            98389B100     5572   200865 SH       DEFINED 01            200865

 XCEL ENERGY INC                    COM            98389B100    13095   472072 SH       DEFINED 03
472072
 XILINX INC                         COM            983919101     4104   105100 SH       DEFINED 01
105100
 XILINX INC                         COM            983919101    18460   472727 SH       DEFINED 03
472727
 XILINX INC                         COM            983919101      103     2628 SH       DEFINED 09
2628
 XEROX CORP                         COM            984121103      355    34100 SH       DEFINED 01
34100
 XEROX CORP                         COM            984121103    21490  2062374 SH       DEFINED 03
2062374
 YAHOO INC                          COM            984332106     9926   559500 SH       DEFINED 01
559500
 YAHOO INC                          COM            984332106    14110   795404 SH       DEFINED 03            795404

 YAHOO INC                          COM            984332106      552    31096 SH       DEFINED 09
31096
 YANKEE CANDLE INC                  COM            984757104      267    11800 SH       DEFINED 03
11800
 YELLOW CORP                        COM            985509108     3210   127900 SH       DEFINED 03
127900
 YORK INTL CORP NEW                 COM            986670107     1950    51137 SH       DEFINED 03
51137
 ZALE CORP NEW                      COM            988858106     4850   115800 SH       DEFINED 03
115800
 ZEBRA TECHNOLOGIES CORP            CL A           989207105     5068    91300 SH       DEFINED 03
91300
 ZENITH NATL INS CORP               COM            989390109     1332    47675 SH       DEFINED 03
47675
 ZIMMER HLDGS INC                   COM            98956P102     5913   193622 SH       DEFINED 01            193622

 ZIMMER HLDGS INC                   COM            98956P102    11274   369157 SH       DEFINED 03
369157
 ZIONS BANCORPORATION               COM            989701107     1903    36200 SH       DEFINED 01
36200
 ZIONS BANCORPORATION               COM            989701107     5997   114050 SH       DEFINED 03
114050
 ZIXIT CORP                         COM            98974P100      245    48450 SH       DEFINED 03
48450
 ZOMAX INC MINN                     COM            989929104      171    21400 SH       DEFINED 03
21400
 DAIMLERCHRYSLER AG                 ORD            D1668R123      203     4870 SH       DEFINED 03
4870
 DEUTSCHE BANK AG NAMEN             ORD            D18190898     5049    71969 SH       DEFINED 03
71969
 ANNUITY AND LIFE RE HLDGS          ORD            G03910109    25822  1028369 SH       DEFINED 03           1028369

 APW LTD                            COM            G04397108      187   112075 SH       DEFINED 03
112075
 EVEREST RE GROUP LTD               COM            G3223R108     3203    45300 SH       DEFINED 03
45300
 FOSTER WHEELER LTD                 SHS            G36535105      796   156000 SH       DEFINED 03
156000
 GLOBALSANTAFE CORP                 SHS            G3930E101      731    25634 SH       DEFINED 03
25634
 LORAL SPACE & COMMUNICATIONS       COM            G56462107      213    71300 SH       DEFINED 03
71300
 TRANSOCEAN SEDCO FOREX INC         ORD            G90078109     7301   215883 SH       DEFINED 01
215883
 TRANSOCEAN SEDCO FOREX INC         ORD            G90078109    15663   463123 SH       DEFINED 03
463123
 TRENWICK GROUP LTD                 COM            G9032C109     1178   115850 SH       DEFINED 03            115850

 WHITE MTNS INS GROUP LTD           COM            G9618E107      312      896 SH       DEFINED 03
896
 XL CAP LTD                         CL A           G98255105     1215    13300 SH       DEFINED 01
13300
 XL CAP LTD                         CL A           G98255105    14865   162711 SH       DEFINED 03
162711
 XOMA LTD                           ORD            G9825R107      109    11100 SH       DEFINED 03
11100
 QIAGEN N V                         ORD            N72482107      358    19305 SH       DEFINED 09
19305
 ROYAL CARIBBEAN CRUISES LTD        COM            V7780T103      277    17100 SH       DEFINED 03
17100
 CREATIVE TECHNOLOGY LTD            ORD            Y1775U107      103    12550 SH       DEFINED 03
12550
 FLEXTRONICS INTL LTD               ORD            Y2573F102     1273    53057 SH       DEFINED 09             53057