13F-HR 1 pru2nd.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2001 Check here if Amendment No Amendment Number: 0 This Amendment (choose one): Institutional Investment Manager Filing this Report: Name: The Prudential Insurance Company of America Address: 751 Broad Street Newark, New Jersey 07102-3777 Form 13F File Number: 28-256 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 August 6, 2001 Report Type (Check only one.): 13F Holdings Report List of Other Managers Reporting for this Manager: I am signing this report as required by the Securities Exchange Act of 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 3,016 Form 13F Information Table Value Total: $32,238,509,000.00 List of Other Included Managers: No. 13F File Number Name 1 28-4211 Enhanced Investment Technologies, Inc. 3 28-4217 Prudential Investment Management, Inc. Prudential Investments Fund Management, LLC has sub-advisory agreements with Prudential Investment Management, Inc. with respect to Prudential Funds. These managed assets have been indicated by an asterisk to reflect this shared investment authority. Prudential Securities Group Inc., wholly-owned subsidiary of Prudential, is reporting with respect to securities over which it exercises investment discretion. Jennison Associates, LLC., a wholly-owned subsidiary of Prudential, 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 1330 77775 SH DEFINED 03 77775 A D C TELECOMMUNICATIONS COM 000886101 704 106700 SH DEFINED 01 106700 A D C TELECOMMUNICATIONS COM 000886101 7322 1109392 SH DEFINED 03 1109392 ACTV INC COM 00088E104 39 11700 SH DEFINED 03 11700 ABM INDS INC COM 000957100 2570 69000 SH DEFINED 03 69000 AFLAC INC COM 001055102 9456 300300 SH DEFINED 01 300300 AFLAC INC COM 001055102 26089 828491 SH DEFINED 03 828491 AGCO CORP COM 001084102 179 19600 SH DEFINED 03 19600 AGL RES INC COM 001204106 960 40400 SH DEFINED 03 40400 AES CORP COM 00130H105 6625 153900 SH DEFINED 01 153900 AES CORP COM 00130H105 31386 729055 SH DEFINED 03 729055 AK STL HLDG CORP COM 001547108 1447 115373 SH DEFINED 03 115373 AMB PROPERTY CORP COM 00163T109 100 3900 SH DEFINED 01 3900 AMB PROPERTY CORP COM 00163T109 8467 328700 SH 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DEFINED 03 74475 AARON RENTS INC COM 002535201 915 53800 SH DEFINED 03 53800 ABBOTT LABS COM 002824100 33566 699300 SH DEFINED 01 699300 ABBOTT LABS COM 002824100 127717 2660769 SH DEFINED 03 2660769 ABERCROMBIE & FITCH CO CL A 002896207 18483 415155 SH DEFINED 03 415155 ABGENIX INC COM 00339B107 108 2400 SH DEFINED 01 2400 ABGENIX INC COM 00339B107 351 7800 SH DEFINED 03 7800 ACCLAIM ENTMT INC COM PAR $0.02 004325205 71 14550 SH DEFINED 03 14550 ACCREDO HEALTH INC COM 00437V104 5134 138050 SH DEFINED 03 138050 ACCRUE SOFTWARE INC COM 00437W102 4 8148 SH DEFINED 00 8148 ACCRUE SOFTWARE INC COM 00437W102 1 2700 SH DEFINED 03 2700 ACTION PERFORMANCE COS INC COM 004933107 1438 57525 SH DEFINED 03 57525 ACTEL CORP COM 004934105 1760 71700 SH DEFINED 03 71700 ACTUATE CORP COM 00508B102 146 15300 SH DEFINED 03 15300 ACXIOM CORP COM 005125109 107 8200 SH DEFINED 01 8200 ACXIOM CORP COM 005125109 577 44044 SH DEFINED 03 44044 ADAPTEC INC COM 00651F108 2167 218000 SH DEFINED 03 218000 ADELPHIA 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1497433 ADVANCEPCS COM 00790K109 8139 127075 SH DEFINED 03 127075 AEGON N V ORD AMER REG 007924103 1045 36806 SH DEFINED 03 36806 ADVANCED ENERGY INDS COM 007973100 3537 85700 SH DEFINED 03 85700 ADVENT SOFTWARE INC COM 007974108 3004 47300 SH DEFINED 03 47300 AETNA INC NEW COM 00817Y108 5585 215712 SH DEFINED 01 215712 AETNA INC NEW COM 00817Y108 5966 230444 SH DEFINED 03 230444 AFFILIATED COMPUTER SERVICES CL A 008190100 920 12800 SH DEFINED 01 12800 AFFILIATED COMPUTER SERVICES CL A 008190100 2853 39675 SH DEFINED 03 39675 AFFILIATED MANAGERS GROUP COM 008252108 578 9400 SH DEFINED 03 9400 AGERE SYS INC CL A 00845V100 471 64500 SH DEFINED 03 64500 AGILENT TECHNOLOGIES INC COM 00846U101 10839 333503 SH DEFINED 01 333503 AGILENT TECHNOLOGIES INC COM 00846U101 21382 657896 SH DEFINED 03 657896 AGRIUM INC COM 008916108 1725 172480 SH DEFINED 03 172480 AIR PRODS & CHEMS INC COM 009158106 8601 188000 SH DEFINED 01 188000 AIR PRODS & CHEMS INC COM 009158106 25073 548053 SH DEFINED 03 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COM 020002101 103568 2354348 SH DEFINED 03 2354348 ALLTEL CORP COM 020039103 16019 261500 SH DEFINED 01 261500 ALLTEL CORP COM 020039103 31180 508976 SH DEFINED 03 508976 ALPHA INDS INC COM 020753109 92 3100 SH DEFINED 01 3100 ALPHA INDS INC COM 020753109 3979 134650 SH DEFINED 03 134650 ALPHARMA INC CL A 020813101 3739 137200 SH DEFINED 03 137200 ALTERA CORP COM 021441100 9390 323800 SH DEFINED 01 323800 ALTERA CORP COM 021441100 17284 596009 SH DEFINED 03 596009 ALTEON INC COM 02144G107 60 17200 SH DEFINED 03 17200 ALTERNATIVE RESOURCES CORP COM 02145R102 9 21000 SH DEFINED 03 21000 AMAZON COM INC COM 023135106 235 16600 SH DEFINED 01 16600 AMAZON COM INC COM 023135106 484 34200 SH DEFINED 03 34200 AMBAC FINL GROUP INC COM 023139108 4959 85200 SH DEFINED 01 85200 AMBAC FINL GROUP INC COM 023139108 8797 151150 SH DEFINED 03 151150 AMCAST INDL CORP COM 023395106 186 21700 SH DEFINED 03 21700 AMERADA HESS CORP COM 023551104 1196 14800 SH DEFINED 01 14800 AMERADA HESS CORP COM 023551104 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ENTERPRISES INC COM 191219104 10024 613100 SH DEFINED 01 613100 COCA COLA ENTERPRISES INC COM 191219104 9739 595636 SH DEFINED 03 595636 COGNEX CORP COM 192422103 261 7700 SH DEFINED 01 7700 COGNEX CORP COM 192422103 3976 117450 SH DEFINED 03 117450 COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 284 6700 SH DEFINED 03 6700 COHERENT INC COM 192479103 3076 85050 SH DEFINED 03 85050 COHU INC COM 192576106 1695 75350 SH DEFINED 03 75350 COLGATE PALMOLIVE CO COM 194162103 28156 477300 SH DEFINED 01 477300 COLGATE PALMOLIVE CO COM 194162103 77397 1312041 SH DEFINED 03 1312041 COLLINS & AIKMAN CORP NEW COM 194830105 8731 1408176 SH DEFINED 00 1408176 COLLINS & AIKMAN CORP NEW COM 194830105 221 35700 SH DEFINED 03 35700 COLONIAL BANCGROUP INC COM 195493309 538 37400 SH DEFINED 03 37400 COLONIAL PPTYS TR COM SH BEN INT 195872106 237 7700 SH DEFINED 03 7700 COLUMBIA SPORTSWEAR CO COM 198516106 1027 20150 SH DEFINED 03 20150 COMFORT SYS USA INC COM 199908104 40 11000 SH DEFINED 03 11000 COMCAST 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COMMSCOPE INC COM 203372107 606 25766 SH DEFINED 03 25766 COMMUNITY HEALTH SYS INC NEWCO COM 203668108 251 8500 SH DEFINED 03 8500 COMMUNITY FIRST BANKSHARES INC COM 203902101 3163 137500 SH DEFINED 03 137500 COMPANIA ANONIMA NACIONL TEL SPON ADR D 204421101 267 11400 SH DEFINED 03 11400 COMPANIA DE TELECOMUNICS CHILE SPON ADR NEW 204449300 427 30350 SH DEFINED 03 30350 COMPAQ COMPUTER CORP COM 204493100 17405 1136126 SH DEFINED 01 1136126 COMPAQ COMPUTER CORP COM 204493100 59140 3860322 SH DEFINED 03 3860322 COMPASS BANCSHARES INC COM 20449H109 2539 95818 SH DEFINED 03 95818 COMPUTER ASSOC INTL INC COM 204912109 13982 388387 SH DEFINED 01 388387 COMPUTER ASSOC INTL INC COM 204912109 39646 1101286 SH DEFINED 03 1101286 COMPUTER SCIENCES CORP COM 205363104 9640 278600 SH DEFINED 01 278600 COMPUTER SCIENCES CORP COM 205363104 8763 253279 SH DEFINED 03 253279 COMPUTER TASK GROUP INC COM 205477102 205 56200 SH DEFINED 03 56200 COMPUWARE CORP COM 205638109 330 23600 SH DEFINED 01 23600 COMPUWARE CORP COM 205638109 7381 527603 SH DEFINED 03 527603 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 4711 82500 SH DEFINED 01 82500 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 45916 804125 SH DEFINED 03 804125 CONAGRA FOODS INC COM 205887102 11387 574800 SH DEFINED 01 574800 CONAGRA FOODS INC COM 205887102 31426 1586379 SH DEFINED 03 1586379 CONCORD CAMERA CORP COM 206156101 428 72500 SH DEFINED 03 72500 CONCORD COMMUNICATIONS INC COM 206186108 436 48450 SH DEFINED 03 48450 CONCORD EFS INC COM 206197105 2195 42200 SH DEFINED 01 42200 CONCORD EFS INC COM 206197105 16504 317321 SH DEFINED 03 317321 CONCURRENT COMPUTER CORP NEW COM 206710204 70 10000 SH DEFINED 03 10000 CONE MLS CORP N C COM 206814105 62 48000 SH DEFINED 03 48000 CONECTIV INC COM 206829103 1303 60325 SH DEFINED 03 60325 CONEXANT SYSTEMS INC COM 207142100 246 27500 SH DEFINED 01 27500 CONEXANT SYSTEMS INC COM 207142100 2869 320600 SH DEFINED 03 320600 CONMED CORP COM 207410101 1471 56450 SH DEFINED 03 56450 CONOCO INC CL A 208251306 3885 137753 SH DEFINED 03 137753 CONOCO INC CL B 208251405 3208 110993 SH DEFINED 01 110993 CONOCO INC CL B 208251405 51571 1784470 SH DEFINED 03 1784470 CONSECO INC COM 208464107 7174 517965 SH DEFINED 01 517965 CONSECO INC COM 208464107 6949 501764 SH DEFINED 03 501764 CONSOL ENERGY INC COM 20854P109 357 14100 SH DEFINED 03 14100 CONSOLIDATED EDISON INC COM 209115104 6925 174000 SH DEFINED 01 174000 CONSOLIDATED EDISON INC COM 209115104 22898 575319 SH DEFINED 03 575319 CONSOLIDATED GRAPHICS INC COM 209341106 580 34100 SH DEFINED 03 34100 CONSTELLATION BRANDS INC CL A 21036P108 5793 141300 SH DEFINED 03 141300 CONSTELLATION ENERGY GROUP INC COM 210371100 4158 97600 SH DEFINED 01 97600 CONSTELLATION ENERGY GROUP INC COM 210371100 10358 243145 SH DEFINED 03 243145 CONTINENTAL AIRLS INC CL B 210795308 54 1100 SH DEFINED 01 1100 CONTINENTAL AIRLS INC CL B 210795308 374 7600 SH DEFINED 03 7600 CONVERGYS CORP COM 212485106 5699 188400 SH DEFINED 01 188400 CONVERGYS CORP COM 212485106 7264 240132 SH DEFINED 03 240132 COOPER CAMERON CORP COM 216640102 569 10200 SH DEFINED 01 10200 COOPER CAMERON CORP COM 216640102 681 12200 SH DEFINED 03 12200 COOPER COS INC COM NEW 216648402 2899 56400 SH DEFINED 03 56400 COOPER INDS INC COM 216669101 321 8100 SH DEFINED 01 8100 COOPER INDS INC COM 216669101 16036 405056 SH DEFINED 03 405056 COOPER TIRE & RUBR CO COM 216831107 98 6900 SH DEFINED 01 6900 COOPER TIRE & RUBR CO COM 216831107 8462 595910 SH DEFINED 03 595910 COORS ADOLPH CO CL B 217016104 6398 127500 SH DEFINED 01 127500 COORS ADOLPH CO CL B 217016104 3376 67268 SH DEFINED 03 67268 COPART INC COM 217204106 5421 185325 SH DEFINED 03 185325 COR THERAPEUTICS INC COM 217753102 552 18100 SH DEFINED 01 18100 COR THERAPEUTICS INC COM 217753102 354 11600 SH DEFINED 03 11600 CORINTHIAN COLLEGES INC COM 218868107 4651 98800 SH DEFINED 03 98800 CORIXA CORP COM 21887F100 22 1301 SH DEFINED 00 1301 CORIXA CORP COM 21887F100 179 10506 SH DEFINED 03 10506 CORN PRODS INTL INC COM 219023108 4600 143750 SH DEFINED 03 143750 CORNERSTONE RLTY INCOME TR INC COM 21922V102 215 18500 SH DEFINED 03 18500 CORNING INC COM 219350105 18605 1113400 SH DEFINED 01 1113400 CORNING INC COM 219350105 39837 2384048 SH DEFINED 03 2384048 CORPORATE EXECUTIVE BRD CO COM 21988R102 584 13900 SH DEFINED 03 13900 CORUS BANKSHARES INC COM 220873103 295 4900 SH DEFINED 03 4900 CORVIS CORP COM 221009103 144 32900 SH DEFINED 03 32900 COST PLUS INC CALIF COM 221485105 2091 69700 SH DEFINED 03 69700 COSTCO WHSL CORP NEW COM 22160K105 10089 245600 SH DEFINED 01 245600 COSTCO WHSL CORP NEW COM 22160K105 31300 761928 SH DEFINED 03 761928 COUNTRYWIDE CR INDS INC DEL COM 222372104 7616 166000 SH DEFINED 01 166000 COUNTRYWIDE CR INDS INC DEL COM 222372104 24250 528549 SH DEFINED 03 528549 COUSINS PPTYS INC COM 222795106 283 10550 SH DEFINED 03 10550 COVAD COMMUNICATIONS GROUP INC COM 222814204 14 14025 SH DEFINED 03 14025 COVANCE INC COM 222816100 593 26175 SH DEFINED 03 26175 COVANTA ENERGY CORP COM 22281N103 409 22155 SH DEFINED 03 22155 COVENTRY HEALTH CARE INC COM 222862104 4475 221525 SH DEFINED 03 221525 COX COMMUNICATIONS INC NEW CL A 224044107 1068 24100 SH DEFINED 01 24100 COX COMMUNICATIONS INC NEW CL A 224044107 2560 57797 SH DEFINED 03 57797 COX RADIO INC CL A 224051102 911 32700 SH DEFINED 01 32700 COX RADIO INC CL A 224051102 148 5300 SH DEFINED 03 5300 CRAIG JENNY INC COM 224206102 16 10600 SH DEFINED 03 10600 CRANE CO COM 224399105 778 25100 SH DEFINED 01 25100 CRANE CO COM 224399105 14560 469682 SH DEFINED 03 469682 CRAWFORD & CO CL B 224633107 220 12200 SH DEFINED 03 12200 CREDENCE SYS CORP COM 225302108 390 16100 SH DEFINED 01 16100 CREDENCE SYS CORP COM 225302108 870 35900 SH DEFINED 03 35900 CREDIT ACCEP CORP MICH COM 225310101 142 18400 SH DEFINED 03 18400 CREE INC COM 225447101 319 12200 SH DEFINED 01 12200 CREE INC COM 225447101 188 7200 SH DEFINED 03 7200 CRESCENT REAL ESTATE EQUITIES COM 225756105 120 4900 SH DEFINED 01 4900 CRESCENT REAL ESTATE EQUITIES COM 225756105 88119 3586444 SH DEFINED 03 3586444 CROMPTON CORP COM 227116100 864 79285 SH DEFINED 03 79285 CROSS A T CO CL A 227478104 394 59200 SH DEFINED 03 59200 CROWN ANDERSEN INC COM 228190104 89 12609 SH DEFINED 03 12609 CROWN CASTLE INTL CORP COM 228227104 38 2300 SH DEFINED 01 2300 CROWN CASTLE INTL CORP COM 228227104 318 19400 SH DEFINED 03 19400 CROWN CORK & SEAL INC COM 228255105 224 59675 SH DEFINED 03 59675 CRYOLIFE INC COM 228903100 2081 50875 SH DEFINED 03 50875 CUBIST PHARMACEUTICALS INC COM 229678107 308 8100 SH DEFINED 03 8100 CULLEN FROST BANKERS INC COM 229899109 5704 168500 SH DEFINED 03 168500 CUMMINS INC COM 231021106 1022 26400 SH DEFINED 01 26400 CUMMINS INC COM 231021106 9268 239482 SH DEFINED 03 239482 CUMULUS MEDIA INC CL A 231082108 139 10200 SH DEFINED 03 10200 CURATIVE HEALTH SVCS INC COM 231264102 123 19600 SH DEFINED 03 19600 CURAGEN CORP COM 23126R101 280 7700 SH DEFINED 03 7700 CURTISS WRIGHT CORP COM 231561101 209 3900 SH DEFINED 03 3900 CYBEX INTL INC COM 23252E106 24 14500 SH DEFINED 03 14500 CYGNUS INC COM 232560102 772 75350 SH DEFINED 03 75350 CYMER INC COM 232572107 2205 87200 SH DEFINED 03 87200 CYPRESS COMMUNICATIONS INC COM 232743104 7 24077 SH DEFINED 03 24077 CYPRESS SEMICONDUCTOR CORP COM 232806109 589 24700 SH DEFINED 01 24700 CYPRESS SEMICONDUCTOR CORP COM 232806109 2447 102600 SH DEFINED 03 102600 CYTEC INDS INC COM 232820100 1261 33197 SH DEFINED 03 33197 CYTOGEN CORP COM 232824102 125 23200 SH DEFINED 03 23200 CYTYC CORP COM 232946103 512 22200 SH DEFINED 01 22200 CYTYC CORP COM 232946103 857 37200 SH DEFINED 03 37200 DMC STRATEX NETWORKS INC COM 23322L106 2371 237050 SH DEFINED 03 237050 DPL INC COM 233293109 20 700 SH DEFINED 01 700 DPL INC COM 233293109 2416 83412 SH DEFINED 03 83412 DQE INC COM 23329J104 104 4600 SH DEFINED 01 4600 DQE INC COM 23329J104 860 38200 SH DEFINED 03 38200 D R HORTON INC COM 23331A109 5103 224782 SH DEFINED 03 224782 DST SYS INC DEL COM 233326107 1470 27900 SH DEFINED 01 27900 DST SYS INC DEL COM 233326107 9965 189085 SH DEFINED 03 189085 DSP GROUP INC COM 23332B106 378 17600 SH DEFINED 03 17600 DTE ENERGY CO COM 233331107 6769 145763 SH DEFINED 01 145763 DTE ENERGY CO COM 233331107 24664 531084 SH DEFINED 03 531084 DAL-TILE INTL INC COM 23426R108 18879 1017723 SH DEFINED 00 1017723 DAL-TILE INTL INC COM 23426R108 371 20000 SH DEFINED 03 20000 DANA CORP COM 235811106 4190 179501 SH DEFINED 01 179501 DANA CORP COM 235811106 15613 668928 SH DEFINED 03 668928 DANAHER CORP DEL COM 235851102 4256 76000 SH DEFINED 01 76000 DANAHER CORP DEL COM 235851102 12052 215214 SH DEFINED 03 215214 DARDEN RESTAURANTS INC COM 237194105 10800 387100 SH DEFINED 01 387100 DARDEN RESTAURANTS INC COM 237194105 11039 395664 SH DEFINED 03 395664 DATASCOPE CORP COM 238113104 2261 49050 SH DEFINED 03 49050 DAVITA INC COM 23918K108 704 34607 SH DEFINED 03 34607 DAVOX CORP COM 239208101 292 35200 SH DEFINED 03 35200 DEAN FOODS CO COM 242361103 1258 31500 SH DEFINED 03 31500 DEERE & CO COM 244199105 6885 181900 SH DEFINED 01 181900 DEERE & CO COM 244199105 22257 588043 SH DEFINED 03 588043 DELL COMPUTER CORP COM 247025109 23172 886100 SH DEFINED 01 886100 DELL COMPUTER CORP COM 247025109 107745 4120286 SH DEFINED 03 4120286 DELPHI AUTOMOTIVE SYS CORP COM 247126105 3694 231887 SH DEFINED 01 231887 DELPHI AUTOMOTIVE SYS CORP COM 247126105 12558 788323 SH DEFINED 03 788323 DELPHI FINL GROUP INC CL A 247131105 2348 60977 SH DEFINED 03 60977 DELTA & PINE LD CO COM 247357106 2490 126704 SH DEFINED 03 126704 DELTA AIR LINES INC DEL COM 247361108 688 15600 SH DEFINED 01 15600 DELTA AIR LINES INC DEL COM 247361108 25884 587206 SH DEFINED 03 587206 DELTIC TIMBER CORP COM 247850100 929 32250 SH DEFINED 03 32250 DELTA WOODSIDE INDS INC NEW COM 247909104 14 18200 SH DEFINED 03 18200 DELUXE CORP COM 248019101 598 20700 SH DEFINED 01 20700 DELUXE CORP COM 248019101 12308 425885 SH DEFINED 03 425885 DENDRITE INTL INC COM 248239105 838 111725 SH DEFINED 03 111725 DENTSPLY INTL INC NEW COM 249030107 93 2100 SH DEFINED 01 2100 DENTSPLY INTL INC NEW COM 249030107 3189 71900 SH DEFINED 03 71900 DEPARTMENT 56 INC COM 249509100 370 48400 SH DEFINED 03 48400 DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 0 1 SH DEFINED 01 1 DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 894 39835 SH DEFINED 03 39835 DEVELOPERS DIVERSIFIED RLTY CO COM 251591103 289 15700 SH DEFINED 03 15700 DEVON ENERGY CORP NEW COM 25179M103 4993 95100 SH DEFINED 01 95100 DEVON ENERGY CORP NEW COM 25179M103 13278 252922 SH DEFINED 03 252922 DEVRY INC DEL COM 251893103 1575 43600 SH DEFINED 01 43600 DEVRY INC DEL COM 251893103 990 27400 SH DEFINED 03 27400 DIAGEO P L C SPON ADR NEW 25243Q205 328 7466 SH DEFINED 03 7466 DIAGNOSTIC PRODS CORP COM 252450101 3041 91600 SH DEFINED 03 91600 DIAL CORP NEW COM 25247D101 547 38400 SH DEFINED 03 38400 DIAMOND OFFSHORE DRILLING INC COM 25271C102 40 1200 SH DEFINED 01 1200 DIAMOND OFFSHORE DRILLING INC COM 25271C102 7186 217426 SH DEFINED 03 217426 DIEBOLD INC COM 253651103 1937 60241 SH DEFINED 03 60241 DIGI INTL INC COM 253798102 335 38300 SH DEFINED 03 38300 DIGITAL LIGHTWAVE INC COM 253855100 6002 162400 SH DEFINED 03 162400 DIGITAS INC COM 25388K104 59 13500 SH DEFINED 03 13500 DILLARDS INC CL A 254067101 3700 242300 SH DEFINED 01 242300 DILLARDS INC CL A 254067101 13463 881641 SH DEFINED 03 881641 DIME BANCORP INC NEW COM 25429Q102 6780 182018 SH DEFINED 03 182018 DIME BANCORP INC NEW WT EXP 000002 25429Q110 47 169291 SH DEFINED 03 169291 DIMON INC COM 254394109 1100 110025 SH DEFINED 03 110025 DIONEX CORP COM 254546104 2121 63800 SH DEFINED 03 63800 DISCOUNT AUTO PTS INC COM 254642101 519 47800 SH DEFINED 03 47800 DISNEY WALT CO COM DISNEY 254687106 20122 696500 SH DEFINED 01 696500 DISNEY WALT CO COM DISNEY 254687106 118349 4096542 SH DEFINED 03 4096542 DIRECT FOCUS INC COM 254931108 456 9600 SH DEFINED 03 9600 DIXIE GROUP INC CL A 255519100 57 12100 SH DEFINED 03 12100 DOCUMENTUM INC COM 256159104 141 10900 SH 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309473 SH DEFINED 01 309473 DOW CHEM CO COM 260543103 80789 2429747 SH DEFINED 03 2429747 DOW JONES & CO INC COM 260561105 8455 141600 SH DEFINED 01 141600 DOW JONES & CO INC COM 260561105 7308 122385 SH DEFINED 03 122385 DOWNEY FINL CORP COM 261018105 4175 88334 SH DEFINED 03 88334 DRESS BARN INC COM 261570105 1595 70100 SH DEFINED 03 70100 DRIL-QUIP INC COM 262037104 1074 49875 SH DEFINED 03 49875 DSL NET INC COM 262506108 14 17500 SH DEFINED 03 17500 DU PONT E I DE NEMOURS & CO COM 263534109 21421 444052 SH DEFINED 01 444052 DU PONT E I DE NEMOURS & CO COM 263534109 78514 1627577 SH DEFINED 03 1627577 DUKE ENERGY CORP COM 264399106 17034 436664 SH DEFINED 01 436664 DUKE ENERGY CORP COM 264399106 88034 2256703 SH DEFINED 03 2256703 DUKE WEEKS REALTY CORP COM NEW 264411505 65 2600 SH DEFINED 01 2600 DUKE WEEKS REALTY CORP COM NEW 264411505 6417 258216 SH DEFINED 03 258216 DUN & BRADSTREET CORP DEL NEW COM 26483E100 981 34800 SH DEFINED 01 34800 DUN & BRADSTREET CORP DEL NEW COM 26483E100 1248 44262 SH DEFINED 03 44262 DURA AUTOMOTIVE SYSTEMS CORP CL A 265903104 600 37500 SH DEFINED 03 37500 DUPONT PHOTOMASKS INC COM 26613X101 2625 54400 SH DEFINED 03 54400 DURECT CORP COM 266605104 142 10900 SH DEFINED 03 10900 DYCOM INDS INC COM 267475101 149 6500 SH DEFINED 01 6500 DYCOM INDS INC COM 267475101 986 42985 SH DEFINED 03 42985 DYNEGY INC NEW CL A 26816Q101 7612 167300 SH DEFINED 01 167300 DYNEGY INC NEW CL A 26816Q101 52434 1152404 SH DEFINED 03 1152404 EEX CORP COM NEW 26842V207 41 14523 SH DEFINED 03 14523 EGL INC COM 268484102 209 11944 SH DEFINED 03 11944 E M C CORP MASS COM 268648102 31019 1060462 SH DEFINED 01 1060462 E M C CORP MASS COM 268648102 107186 3664471 SH DEFINED 03 3664471 ENSCO INTL INC COM 26874Q100 68 2900 SH DEFINED 01 2900 ENSCO INTL INC COM 26874Q100 3568 152479 SH DEFINED 03 152479 EOG RES INC COM 26875P101 5030 141500 SH DEFINED 01 141500 EOG RES INC COM 26875P101 5560 156402 SH DEFINED 03 156402 E PIPHANY INC COM 26881V100 168 16550 SH DEFINED 03 16550 ESS TECHNOLOGY INC COM 269151106 1570 148100 SH DEFINED 03 148100 E TRADE GROUP INC COM 269246104 421 65300 SH DEFINED 03 65300 E Z EM INC CL A 269305207 53 10200 SH DEFINED 03 10200 EARTHGRAINS CO COM 270319106 3317 127579 SH DEFINED 03 127579 EARTHLINK INC COM 270321102 156 11045 SH DEFINED 03 11045 EAST WEST BANCORP INC COM 27579R104 2044 75700 SH DEFINED 03 75700 EASTMAN CHEM CO COM 277432100 4768 100100 SH DEFINED 01 100100 EASTMAN CHEM CO COM 277432100 18941 397678 SH DEFINED 03 397678 EASTMAN KODAK CO COM 277461109 3865 82800 SH DEFINED 01 82800 EASTMAN KODAK CO COM 277461109 40371 864837 SH DEFINED 03 864837 EATON CORP COM 278058102 834 11900 SH DEFINED 01 11900 EATON CORP COM 278058102 15988 228079 SH DEFINED 03 228079 EATON VANCE CORP COM NON VTG 278265103 6840 196550 SH DEFINED 03 196550 EBAY INC COM 278642103 918 13400 SH DEFINED 01 13400 EBAY INC COM 278642103 2000 29200 SH DEFINED 03 29200 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 736 22700 SH DEFINED 01 22700 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 700 21600 SH DEFINED 03 21600 ECLIPSYS CORP COM 278856109 377 13400 SH DEFINED 03 13400 ECOLAB INC COM 278865100 10025 244700 SH DEFINED 01 244700 ECOLAB INC COM 278865100 7733 188759 SH DEFINED 03 188759 EDGEWATER TECHNOLOGY INC COM 280358102 108 30974 SH DEFINED 03 30974 EDISON INTL COM 281020107 729 65400 SH DEFINED 01 65400 EDISON INTL COM 281020107 5216 467816 SH DEFINED 03 467816 EDISON SCHOOLS INC CL A 281033100 219 9600 SH DEFINED 03 9600 EDUCATION MGMT CORP COM 28139T101 441 11000 SH DEFINED 03 11000 J D EDWARDS & CO COM 281667105 312 22100 SH DEFINED 03 22100 EDWARDS AG INC COM 281760108 99 2200 SH DEFINED 01 2200 EDWARDS AG INC COM 281760108 2347 52151 SH DEFINED 03 52151 EDWARDS LIFESCIENCES CORP COM 28176E108 2451 92992 SH DEFINED 03 92992 EFUNDS CORP COM 28224R101 296 15918 SH DEFINED 03 15918 EL PASO CORP COM 28336L109 7134 135786 SH DEFINED 01 135786 EL PASO CORP COM 28336L109 42253 804205 SH DEFINED 03 804205 ELAN PLC ADR 284131208 817 13400 SH DEFINED 03 13400 ELANTEC SEMICONDUCTOR INC COM 284155108 1737 51400 SH DEFINED 03 51400 ELCOR CORP COM 284443108 1061 52375 SH DEFINED 03 52375 ELECTRO SCIENTIFIC INDS COM 285229100 3352 87975 SH DEFINED 03 87975 ELECTROGLAS INC COM 285324109 1168 66000 SH DEFINED 03 66000 ELECTRONIC ARTS INC COM 285512109 1042 18000 SH DEFINED 01 18000 ELECTRONIC ARTS INC COM 285512109 3376 58310 SH DEFINED 03 58310 ELECTRONIC DATA SYS NEW COM 285661104 13931 222900 SH DEFINED 01 222900 ELECTRONIC DATA SYS NEW COM 285661104 60481 967689 SH DEFINED 03 967689 ELECTRONICS FOR IMAGING INC COM 286082102 44 1500 SH DEFINED 01 1500 ELECTRONICS FOR IMAGING INC COM 286082102 242 8200 SH DEFINED 03 8200 ELOYALTY CORP COM 290151109 93 93100 SH DEFINED 03 93100 EMBOTELLADORA ANDINA S A SPON ADR A 29081P204 151 11200 SH DEFINED 03 11200 EMCORE CORP COM 290846104 286 9300 SH DEFINED 03 9300 EMERSON ELEC CO COM 291011104 4767 78800 SH DEFINED 01 78800 EMERSON ELEC CO COM 291011104 48727 805409 SH DEFINED 03 805409 EMMIS COMMUNICATIONS CORP CL A 291525103 274 8900 SH DEFINED 03 8900 EMPRESA NACIONAL DE ELCTRCIDAD SPONSORED ADR 29244T101 325 28900 SH DEFINED 03 28900 EMULEX CORP COM NEW 292475209 618 15300 SH DEFINED 01 15300 EMULEX CORP COM NEW 292475209 295 7300 SH DEFINED 03 7300 ENCOMPASS SVCS CORP COM 29255U104 148 16492 SH DEFINED 03 16492 ENERGEN CORP COM 29265N108 2920 105800 SH DEFINED 03 105800 ENERGY EAST CORP COM 29266M109 105 5000 SH DEFINED 01 5000 ENERGY EAST CORP COM 29266M109 2641 126308 SH DEFINED 03 126308 ENERGIZER HLDGS INC COM 29266R108 32 1400 SH DEFINED 01 1400 ENERGIZER HLDGS INC COM 29266R108 1327 57841 SH DEFINED 03 57841 ENERSIS S A SPONSORED ADR 29274F104 298 19863 SH DEFINED 03 19863 ENGAGE INC COM 292827102 12 17100 SH DEFINED 03 17100 ENGELHARD CORP COM 292845104 748 29000 SH DEFINED 01 29000 ENGELHARD CORP COM 292845104 19455 754355 SH DEFINED 03 754355 ENESCO GROUP INC COM 292973104 207 34250 SH DEFINED 03 34250 ENNIS BUSINESS FORMS INC COM 293389102 118 14987 SH DEFINED 03 14987 ENRON CORP COM 293561106 12908 262900 SH DEFINED 01 262900 ENRON CORP COM 293561106 94275 1920064 SH DEFINED 03 1920064 ENTERCOM COMMUNICATIONS CORP CL A 293639100 472 8800 SH DEFINED 03 8800 ENTERGY CORP NEW COM 29364G103 7605 198100 SH DEFINED 01 198100 ENTERGY CORP NEW COM 29364G103 34444 897203 SH DEFINED 03 897203 ENZON INC COM 293904108 813 13000 SH DEFINED 03 13000 ENZO BIOCHEM INC COM 294100102 2661 78255 SH DEFINED 03 78255 EPRESENCE INC COM 294348107 278 67400 SH DEFINED 03 67400 EQUIFAX INC COM 294429105 5924 161500 SH DEFINED 01 161500 EQUIFAX INC COM 294429105 8001 218135 SH DEFINED 03 218135 EQUINIX INC COM 29444U106 16 15400 SH DEFINED 03 15400 EQUITABLE RES INC COM 294549100 73 2200 SH DEFINED 01 2200 EQUITABLE RES INC COM 294549100 1419 42600 SH DEFINED 03 42600 EQUITY INNS INC COM 294703103 139 14200 SH DEFINED 03 14200 EQUITY OFFICE PROPERTIES TRUST COM 294741103 164 5200 SH DEFINED 01 5200 EQUITY OFFICE PROPERTIES TRUST COM 294741103 25382 802466 SH DEFINED 03 802466 EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 90 1600 SH DEFINED 01 1600 EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 18426 325838 SH DEFINED 03 325838 ERIE INDTY CO CL A 29530P102 83 2800 SH DEFINED 01 2800 ERIE INDTY CO CL A 29530P102 223 7500 SH DEFINED 03 7500 ESSEX PPTY TR INC COM 297178105 5525 111500 SH DEFINED 03 111500 ESTERLINE TECHNOLOGIES CORP COM 297425100 2249 103400 SH DEFINED 03 103400 ETHAN ALLEN INTERIORS INC COM 297602104 4105 126300 SH DEFINED 03 126300 ETHYL CORP COM 297659104 42 30800 SH DEFINED 03 30800 EXABYTE CORP COM 300615101 29 30000 SH DEFINED 03 30000 EXAR CORP COM 300645108 225 11400 SH DEFINED 03 11400 EXELON CORP COM 30161N101 20897 325908 SH DEFINED 01 325908 EXELON CORP COM 30161N101 61733 962769 SH DEFINED 03 962769 EXODUS COMMUNICATIONS INC COM 302088109 11 5400 SH DEFINED 01 5400 EXODUS COMMUNICATIONS INC COM 302088109 115 55700 SH DEFINED 03 55700 EXPEDIA INC COM 302125109 531 11400 SH DEFINED 03 11400 EXPEDITORS INTL WASH INC COM 302130109 1356 22600 SH DEFINED 01 22600 EXPEDITORS INTL WASH INC COM 302130109 4128 68800 SH DEFINED 03 68800 EXPRESS SCRIPTS INC COM 302182100 759 13800 SH DEFINED 01 13800 EXPRESS SCRIPTS INC COM 302182100 21833 396756 SH DEFINED 03 396756 EXTENDED STAY AMER INC COM 30224P101 323 21500 SH DEFINED 03 21500 EXTREME NETWORKS INC COM 30226D106 637 21600 SH DEFINED 01 21600 EXTREME NETWORKS INC COM 30226D106 295 10000 SH DEFINED 03 10000 EXULT INC DEL COM 302284104 244 14300 SH DEFINED 03 14300 EXXON MOBIL CORP COM 30231G102 98067 1122696 SH DEFINED 01 1122696 EXXON MOBIL CORP COM 30231G102 558558 6394480 SH DEFINED 03 6394480 F & M NATL CORP COM 302374103 357 8933 SH DEFINED 03 8933 FEI CO COM 30241L109 308 7500 SH DEFINED 03 7500 F M C CORP COM NEW 302491303 1070 15600 SH DEFINED 01 15600 F M C CORP COM NEW 302491303 14617 213201 SH DEFINED 03 213201 FNB CORP PA COM 302520101 258 8737 SH DEFINED 03 8737 FPL GROUP INC COM 302571104 5509 91500 SH 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ASSN COM 313586109 28026 329600 SH DEFINED 01 329600 FEDERAL NATL MTG ASSN COM 313586109 170056 1999954 SH DEFINED 03 1999954 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 247 11900 SH DEFINED 03 11900 FEDERAL SIGNAL CORP COM 313855108 449 19133 SH DEFINED 03 19133 FEDERATED DEPT STORES INC DEL COM 31410H101 808 19000 SH DEFINED 01 19000 FEDERATED DEPT STORES INC DEL COM 31410H101 43129 1014805 SH DEFINED 03 1014805 FEDERATED INVS INC PA CL B 314211103 2444 75900 SH DEFINED 01 75900 FEDERATED INVS INC PA CL B 314211103 464 14400 SH DEFINED 03 14400 FEDEX CORP COM 31428X106 14839 369140 SH DEFINED 01 369140 FEDEX CORP COM 31428X106 19931 495796 SH DEFINED 03 495796 FELCOR LODGING TR INC COM 31430F101 1305 55790 SH DEFINED 03 55790 FERRO CORP COM 315405100 599 27450 SH DEFINED 03 27450 FIDELITY NATL FINL INC COM 316326107 6441 262159 SH DEFINED 03 262159 FIFTH THIRD BANCORP COM 316773100 21479 357678 SH DEFINED 01 357678 FIFTH THIRD BANCORP COM 316773100 60061 1000181 SH DEFINED 03 1000181 FILENET CORP COM 316869106 1709 115450 SH DEFINED 03 115450 FINISAR COM 31787A101 859 46000 SH DEFINED 01 46000 FINISAR COM 31787A101 331 17700 SH DEFINED 03 17700 FINOVA GROUP INC COM 317928109 61 16500 SH DEFINED 03 16500 FIRST AMERN CORP CALIF COM 318522307 4114 217200 SH DEFINED 03 217200 FIRST BANCORP P R COM 318672102 1922 71200 SH DEFINED 03 71200 FIRST CTZNS BANCSHARES INC N C CL A 31946M103 282 2600 SH DEFINED 03 2600 FIRST COMWLTH FINL CORP PA COM 319829107 332 22100 SH DEFINED 03 22100 FIRST DATA CORP COM 319963104 10676 165900 SH DEFINED 01 165900 FIRST DATA CORP COM 319963104 51296 797148 SH DEFINED 03 797148 FIRST FINL BANKSHARES COM 32020R109 215 6925 SH DEFINED 03 6925 FIRST INDUSTRIAL REALTY TRUST COM 32054K103 7894 245600 SH DEFINED 03 245600 FIRST IND CORP COM 32054R108 202 7772 SH DEFINED 03 7772 FIRST MIDWEST BANCORP DEL COM 320867104 3946 133100 SH DEFINED 03 133100 FIRST HEALTH GROUP CORP COM 320960107 974 40400 SH DEFINED 01 40400 FIRST HEALTH GROUP CORP COM 320960107 3396 140796 SH DEFINED 03 140796 FIRST NIAGARA FINL GROUP INC COM 33582U100 250 16100 SH DEFINED 03 16100 1ST SOURCE CORP COM 336901103 205 7321 SH DEFINED 03 7321 FIRST TENN NATL CORP COM 337162101 5336 153726 SH DEFINED 03 153726 FIRST UN CORP COM 337358105 17484 500398 SH DEFINED 01 500398 FIRST UN CORP COM 337358105 75049 2147945 SH DEFINED 03 2147945 FIRST VA BANKS INC COM 337477103 38 800 SH DEFINED 01 800 FIRST VA BANKS INC COM 337477103 1847 39200 SH DEFINED 03 39200 FISERV INC COM 337738108 4677 73100 SH DEFINED 01 73100 FISERV INC COM 337738108 11823 184797 SH DEFINED 03 184797 FIRSTFED FINL CORP COM 337907109 1797 60300 SH DEFINED 03 60300 FIRSTMERIT CORP COM 337915102 24 900 SH DEFINED 01 900 FIRSTMERIT CORP COM 337915102 1210 45844 SH DEFINED 03 45844 FIRSTENERGY CORP COM 337932107 7683 238900 SH DEFINED 01 238900 FIRSTENERGY CORP COM 337932107 24973 776517 SH DEFINED 03 776517 FISHER SCIENTIFIC INTL INC COM NEW 338032204 371 12800 SH DEFINED 03 12800 FLEETBOSTON FINL CORP COM 339030108 21609 547767 SH DEFINED 01 547767 FLEETBOSTON FINL CORP COM 339030108 109219 2768532 SH DEFINED 03 2768532 FLEETWOOD ENTERPRISES INC COM 339099103 1582 112350 SH DEFINED 03 112350 FLEMING COS INC COM 339130106 4633 129775 SH DEFINED 03 129775 FLORIDA ROCK INDS INC COM 341140101 2409 51375 SH DEFINED 03 51375 FLUOR CORP NEW COM 343412102 6502 144000 SH DEFINED 01 144000 FLUOR CORP NEW COM 343412102 18414 407842 SH DEFINED 03 407842 FLOW INTL CORP COM 343468104 411 38100 SH DEFINED 03 38100 FLOWSERVE CORP COM 34354P105 586 19046 SH DEFINED 03 19046 FOOTSTAR INC COM 344912100 2502 72744 SH DEFINED 03 72744 FORD MTR CO DEL COM PAR $0.01 345370860 19754 804660 SH DEFINED 01 804660 FORD MTR CO DEL COM PAR $0.01 345370860 93409 3804860 SH DEFINED 03 3804860 FOREST CITY ENTERPRISES INC CL A 345550107 424 7700 SH DEFINED 03 7700 FOREST LABS INC COM 345838106 10338 145600 SH DEFINED 01 145600 FOREST LABS INC COM 345838106 50717 714318 SH DEFINED 03 714318 FOREST OIL CORP COM PAR $0.01 346091705 221 7900 SH DEFINED 03 7900 FORTUNE BRANDS INC COM 349631101 3694 96300 SH DEFINED 01 96300 FORTUNE BRANDS INC COM 349631101 9129 237988 SH DEFINED 03 237988 FORWARD AIR CORP COM 349853101 1709 57050 SH DEFINED 03 57050 FOSSIL INC COM 349882100 1873 90275 SH DEFINED 03 90275 FOUNDRY NETWORKS INC COM 35063R100 86 4300 SH DEFINED 01 4300 FOUNDRY NETWORKS INC COM 35063R100 236 11800 SH DEFINED 03 11800 4 KIDS ENTMT INC COM 350865101 710 37100 SH DEFINED 03 37100 FOX ENTMT GROUP INC CL A 35138T107 854 30600 SH DEFINED 01 30600 FOX ENTMT GROUP INC CL A 35138T107 485 17400 SH DEFINED 03 17400 FRANCHISE FIN CORP AMER COM 351807102 4168 166000 SH DEFINED 03 166000 FRANKLIN COVEY CO COM 353469109 312 56700 SH DEFINED 03 56700 FRANKLIN RES INC COM 354613101 3556 77700 SH DEFINED 01 77700 FRANKLIN RES INC COM 354613101 16735 365634 SH DEFINED 03 365634 FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 3978 360000 SH DEFINED 01 360000 FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 3083 279009 SH DEFINED 03 279009 FREMONT GEN CORP COM 357288109 1281 197020 SH DEFINED 03 197020 FRESENIUS MED CARE AG SPON ADR PREF 358029205 5738 342572 SH DEFINED 03 342572 FRIEDMAN INDS INC COM 358435105 72 22902 SH DEFINED 03 22902 FRONTIER AIRLINES INC NEW COM 359065109 1165 95100 SH DEFINED 03 95100 FRONTIER FINL CORP WASH COM 35907K105 227 8100 SH DEFINED 03 8100 FRONTIER OIL CORP COM 35914P105 405 30600 SH DEFINED 03 30600 FRONTLINE CAP GROUP COM 35921N101 23 15400 SH DEFINED 03 15400 FULLER H B CO COM 359694106 619 12400 SH DEFINED 03 12400 FULTON FINL CORP PA COM 360271100 396 19345 SH DEFINED 03 19345 FURNITURE BRANDS INTL INC COM 360921100 2279 81400 SH DEFINED 03 81400 G & K SVCS INC CL A 361268105 2074 77100 SH DEFINED 03 77100 GATX CORP COM 361448103 64 1600 SH DEFINED 01 1600 GATX CORP COM 361448103 990 24700 SH DEFINED 03 24700 GBC BANCORP CALIF COM 361475106 1122 39300 SH DEFINED 03 39300 GPU INC COM 36225X100 4278 121700 SH DEFINED 01 121700 GPU INC COM 36225X100 6838 194538 SH DEFINED 03 194538 GABLES RESIDENTIAL TR SH BEN INT 362418105 231 7700 SH DEFINED 03 7700 GALILEO INTERNATIONAL INC COM 363547100 29 900 SH DEFINED 01 900 GALILEO INTERNATIONAL INC COM 363547100 1949 59956 SH DEFINED 03 59956 GALLAGHER ARTHUR J & CO COM 363576109 1661 63900 SH DEFINED 03 63900 GANNETT INC COM 364730101 2682 40700 SH DEFINED 01 40700 GANNETT INC COM 364730101 29619 449455 SH DEFINED 03 449455 GAP INC DEL COM 364760108 17684 609796 SH DEFINED 01 609796 GAP INC DEL COM 364760108 35555 1226048 SH DEFINED 03 1226048 GARDNER DENVER INC COM 365558105 855 41600 SH DEFINED 03 41600 GARTNER INC COM 366651107 146 13300 SH DEFINED 03 13300 GARTNER INC CL B 366651206 397 43105 SH DEFINED 03 43105 GATEWAY INC COM 367626108 10503 638500 SH DEFINED 01 638500 GATEWAY INC COM 367626108 7479 454672 SH DEFINED 03 454672 GAYLORD ENTMT CO NEW COM 367905106 201 6973 SH DEFINED 03 6973 GEMSTAR-TV GUIDE INTL INC COM 36866W106 1747 41000 SH DEFINED 03 41000 GENCORP INC COM 368682100 1614 126075 SH DEFINED 03 126075 GENENTECH INC COM NEW 368710406 540 9800 SH DEFINED 01 9800 GENENTECH INC COM NEW 368710406 1113 20200 SH DEFINED 03 20200 GENERAL CABLE CORP DEL NEW COM 369300108 192 10350 SH DEFINED 03 10350 GENERAL COMMUNICATION INC CL A 369385109 1709 141200 SH DEFINED 03 141200 GENERAL DYNAMICS CORP COM 369550108 11835 152100 SH DEFINED 01 152100 GENERAL DYNAMICS CORP COM 369550108 69322 890916 SH DEFINED 03 890916 GENERAL ELEC CO COM 369604103 228447 4686100 SH DEFINED 01 4686100 GENERAL ELEC CO COM 369604103 887823 18211760 SH DEFINED 03 18211760 GENERAL GROWTH PPTYS INC COM 370021107 110 2800 SH DEFINED 01 2800 GENERAL GROWTH PPTYS INC COM 370021107 7896 200600 SH DEFINED 03 200600 GENERAL MLS INC COM 370334104 22288 509100 SH DEFINED 01 509100 GENERAL MLS INC COM 370334104 25909 591801 SH DEFINED 03 591801 GENERAL MTRS CORP COM 370442105 10650 165500 SH DEFINED 01 165500 GENERAL MTRS CORP COM 370442105 111980 1740169 SH DEFINED 03 1740169 GENERAL MTRS CORP CL H NEW 370442832 528 25300 SH DEFINED 01 25300 GENERAL MTRS CORP CL H NEW 370442832 1911 91622 SH DEFINED 03 91622 GENERAL SEMICONDUCTOR INC COM 370787103 1345 128575 SH DEFINED 03 128575 GENESCO INC COM 371532102 2208 65700 SH DEFINED 03 65700 GENTEX CORP COM 371901109 1271 45600 SH DEFINED 01 45600 GENTEX CORP COM 371901109 555 19900 SH DEFINED 03 19900 GENUINE PARTS CO COM 372460105 230 7300 SH DEFINED 01 7300 GENUINE PARTS CO COM 372460105 8590 272696 SH DEFINED 03 272696 GENUITY INC CL A 37248E103 65 20800 SH DEFINED 03 20800 GENZYME CORP COM GENL DIV 372917104 2330 38200 SH DEFINED 01 38200 GENZYME CORP COM GENL DIV 372917104 29200 478693 SH DEFINED 03 478693 GEORGIA GULF CORP COM PAR $0.01 373200203 1342 86600 SH DEFINED 03 86600 GEORGIA PAC CORP COM GA PAC GRP 373298108 4801 141819 SH DEFINED 01 141819 GEORGIA PAC CORP COM GA PAC GRP 373298108 43039 1271472 SH DEFINED 03 1271472 GEORGIA PAC CORP COM-TIMBER GRP 373298702 1419 39700 SH DEFINED 01 39700 GEORGIA PAC CORP COM-TIMBER GRP 373298702 1569 43877 SH DEFINED 03 43877 GERBER SCIENTIFIC INC COM 373730100 729 66600 SH DEFINED 03 66600 GILEAD SCIENCES INC COM 375558103 2494 42864 SH DEFINED 03 42864 GILLETTE CO COM 375766102 26358 909200 SH DEFINED 01 909200 GILLETTE CO COM 375766102 46516 1604564 SH DEFINED 03 1604564 GLATFELTER P H CO COM 377316104 190 13300 SH DEFINED 03 13300 GLENAYRE TECHNOLOGIES INC COM 377899109 24 19000 SH DEFINED 03 19000 GLIMCHER RLTY TR SH BEN INT 379302102 3424 191300 SH DEFINED 03 191300 GLOBAL INDS LTD COM 379336100 130 10400 SH DEFINED 03 10400 GLOBAL MARINE INC COM 379352404 26 1400 SH DEFINED 01 1400 GLOBAL MARINE INC COM 379352404 984 52836 SH DEFINED 03 52836 GLOBAL PMTS INC COM 37940X102 3209 106600 SH DEFINED 03 106600 GLOBESPAN INC COM 379571102 80 5500 SH DEFINED 01 5500 GLOBESPAN INC COM 379571102 99 6800 SH DEFINED 03 6800 GOAMERICA INC COM 38020R106 45 21000 SH DEFINED 03 21000 GOLDEN ENTERPRISES INC COM 381010107 111 29154 SH DEFINED 03 29154 GOLDEN ST BANCORP INC COM 381197102 2873 93288 SH DEFINED 03 93288 GOLDEN WEST FINL CORP DEL COM 381317106 6405 99700 SH DEFINED 01 99700 GOLDEN WEST FINL CORP DEL COM 381317106 44805 697462 SH DEFINED 03 697462 GOLDMAN SACHS GROUP INC COM 38141G104 120 1400 SH DEFINED 01 1400 GOLDMAN SACHS GROUP INC COM 38141G104 2482 28932 SH DEFINED 03 28932 GOOD GUYS INC COM 382091106 40 11000 SH DEFINED 03 11000 GOODRICH CORP COM 382388106 2776 73100 SH DEFINED 01 73100 GOODRICH CORP COM 382388106 5346 140752 SH DEFINED 03 140752 GOODYEAR TIRE & RUBR CO COM 382550101 196 7000 SH DEFINED 01 7000 GOODYEAR TIRE & RUBR CO COM 382550101 15485 553049 SH DEFINED 03 553049 GOODYS FAMILY CLOTHING INC COM 382588101 339 84600 SH DEFINED 03 84600 GOTTSCHALKS INC COM 383485109 104 31600 SH DEFINED 03 31600 GOTO COM INC COM 38348T107 214 11000 SH DEFINED 03 11000 GRACE W R & CO DEL NEW COM 38388F108 36 20500 SH DEFINED 03 20500 GRACO INC COM 384109104 3043 92200 SH DEFINED 03 92200 GRAINGER W W INC COM 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DEFINED 03 73700 GTECH HLDGS CORP COM 400518106 1261 35500 SH DEFINED 03 35500 GUIDANT CORP COM 401698105 18277 507700 SH DEFINED 01 507700 GUIDANT CORP COM 401698105 15812 439220 SH DEFINED 03 439220 GYMBOREE CORP COM 403777105 547 64300 SH DEFINED 03 64300 HCA-HEALTHCARE CO COM 404119109 13946 308600 SH DEFINED 01 308600 HCA-HEALTHCARE CO COM 404119109 41044 908257 SH DEFINED 03 908257 HCC INS HLDGS INC COM 404132102 517 21100 SH DEFINED 03 21100 HNC SOFTWARE INC COM 40425P107 2373 121700 SH DEFINED 03 121700 HRPT PPTYS TR COM SH BEN INT 40426W101 379 39000 SH DEFINED 03 39000 HS RES INC COM 404297103 4322 66700 SH DEFINED 03 66700 HA-LO INDS INC COM 404429102 40 100900 SH DEFINED 03 100900 HAEMONETICS CORP COM 405024100 1357 44500 SH DEFINED 03 44500 HAGGAR CORP COM 405173105 168 16200 SH DEFINED 03 16200 HAIN CELESTIAL GROUP INC COM 405217100 2001 90975 SH DEFINED 03 90975 HALL KINION ASSOCIATES INC COM 406069104 366 45400 SH DEFINED 03 45400 HALLIBURTON CO COM 406216101 10958 307800 SH DEFINED 01 307800 HALLIBURTON CO COM 406216101 23140 649992 SH DEFINED 03 649992 HANCOCK FABRICS INC COM 409900107 460 51348 SH DEFINED 03 51348 HANCOCK JOHN FINL SVCS INC COM 41014S106 447 11100 SH DEFINED 01 11100 HANCOCK JOHN FINL SVCS INC COM 41014S106 9336 231900 SH DEFINED 03 231900 HANDLEMAN CO DEL COM 410252100 206 12300 SH DEFINED 03 12300 HANDSPRING INC COM 410293104 97 12600 SH DEFINED 03 12600 HANOVER COMPRESSOR CO COM 410768105 179 5400 SH DEFINED 01 5400 HANOVER COMPRESSOR CO COM 410768105 1711 51715 SH DEFINED 03 51715 HANSEN NAT CORP COM 411310105 84 24800 SH DEFINED 03 24800 HANSON PLC SPON ADR NEW 411352404 370 9920 SH DEFINED 03 9920 HARCOURT GEN INC COM 41163G101 3305 56800 SH DEFINED 01 56800 HARCOURT GEN INC COM 41163G101 5875 100969 SH DEFINED 03 100969 HARLAND JOHN H CO COM 412693103 2093 89825 SH DEFINED 03 89825 HARLEY DAVIDSON INC COM 412822108 12156 258200 SH DEFINED 01 258200 HARLEY DAVIDSON INC COM 412822108 27132 576289 SH DEFINED 03 576289 HARMAN INTL INDS INC COM 413086109 3685 96750 SH DEFINED 03 96750 HARMONIC INC COM 413160102 1522 152179 SH DEFINED 03 152179 HARRAHS ENTMT INC COM 413619107 8963 253900 SH DEFINED 01 253900 HARRAHS ENTMT INC COM 413619107 26262 743978 SH DEFINED 03 743978 HARRIS CORP DEL COM 413875105 2391 87854 SH DEFINED 03 87854 HARSCO CORP COM 415864107 1161 42800 SH DEFINED 03 42800 HARTE-HANKS INC COM 416196103 735 29700 SH DEFINED 03 29700 HARTFORD FINL SVCS GROUP INC COM 416515104 9672 141400 SH DEFINED 01 141400 HARTFORD FINL SVCS GROUP INC COM 416515104 49754 727392 SH DEFINED 03 727392 HARTMARX CORP COM 417119104 214 85250 SH DEFINED 03 85250 HASBRO INC COM 418056107 2908 201250 SH DEFINED 01 201250 HASBRO INC COM 418056107 15473 1070791 SH DEFINED 03 1070791 HAWAIIAN ELEC INDUSTRIES COM 419870100 1559 40800 SH DEFINED 03 40800 HEALTH CARE PPTY INVS INC COM 421915109 437 12700 SH DEFINED 03 12700 HEALTHSOUTH CORP COM 421924101 8111 507900 SH DEFINED 01 507900 HEALTHSOUTH CORP COM 421924101 40344 2526227 SH DEFINED 03 2526227 HEALTH MGMT ASSOC INC NEW CL A 421933102 814 38700 SH DEFINED 01 38700 HEALTH MGMT ASSOC INC NEW CL A 421933102 5051 240073 SH DEFINED 03 240073 HEALTHCARE RLTY TR COM 421946104 350 13300 SH DEFINED 03 13300 HEALTH CARE REIT INC COM 42217K106 1750 73700 SH DEFINED 03 73700 HEALTH MGMT SYS INC COM 42219M100 24 12200 SH DEFINED 03 12200 HEALTH NET INC COM 42222G108 7131 409819 SH DEFINED 03 409819 HEARTLAND EXPRESS INC COM 422347104 2099 92060 SH DEFINED 03 92060 HECLA MNG CO COM 422704106 16 14100 SH DEFINED 03 14100 HEIDRICK & STRUGGLES INTL INC COM 422819102 1224 60200 SH DEFINED 03 60200 HEINZ H J CO COM 423074103 30320 741500 SH DEFINED 01 741500 HEINZ H J CO COM 423074103 26240 641714 SH DEFINED 03 641714 HELIX TECHNOLOGY CORP COM 423319102 1946 63850 SH DEFINED 03 63850 HELLER FINANCIAL INC CL A 423328103 28 700 SH DEFINED 01 700 HELLER FINANCIAL INC CL A 423328103 208 5212 SH DEFINED 03 5212 HELMERICH & PAYNE INC COM 423452101 952 30882 SH 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46599 HYPERION SOLUTIONS CORP COM 44914M104 1411 94090 SH DEFINED 03 94090 IBP INC COM 449223106 48 1900 SH DEFINED 01 1900 IBP INC COM 449223106 5084 201340 SH DEFINED 03 201340 ICOS CORP COM 449295104 928 14500 SH DEFINED 01 14500 ICOS CORP COM 449295104 358 5600 SH DEFINED 03 5600 IDEC PHARMACEUTICALS CORP COM 449370105 995 14700 SH DEFINED 01 14700 IDEC PHARMACEUTICALS CORP COM 449370105 23367 345202 SH DEFINED 03 345202 IHOP CORP COM 449623107 1990 74100 SH DEFINED 03 74100 IMC GLOBAL INC COM 449669100 65 6400 SH DEFINED 01 6400 IMC GLOBAL INC COM 449669100 482 47251 SH DEFINED 03 47251 IMCO RECYCLING INC COM 449681105 280 39450 SH DEFINED 03 39450 IMS HEALTH INC COM 449934108 8054 282600 SH DEFINED 01 282600 IMS HEALTH INC COM 449934108 12072 423568 SH DEFINED 03 423568 IRT PPTY CO COM 450058102 666 61200 SH DEFINED 03 61200 ISTAR FINL INC COM 45031U101 73 2600 SH DEFINED 01 2600 ISTAR FINL INC COM 45031U101 200 7085 SH DEFINED 03 7085 ITT EDUCATIONAL SERVICES INC COM 45068B109 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INFONET SVCS CORP CL B 45666T106 247 29100 SH DEFINED 03 29100 INFORMATION HLDGS INC COM 456727106 1836 56850 SH DEFINED 03 56850 INFORMIX CORP COM 456779107 390 66800 SH DEFINED 03 66800 INFOSPACE INC COM 45678T102 112 29096 SH DEFINED 03 29096 INFOUSA INC NEW COM 456818301 159 26500 SH DEFINED 03 26500 INGERSOLL-RAND CO COM 456866102 435 10550 SH DEFINED 01 10550 INGERSOLL-RAND CO COM 456866102 25039 607732 SH DEFINED 03 607732 INFORMATION RES INC COM 456905108 912 88240 SH DEFINED 03 88240 INHALE THERAPEUTIC SYS INC COM 457191104 276 12000 SH DEFINED 03 12000 INKTOMI CORP COM 457277101 109 11400 SH DEFINED 03 11400 INNOVEX INC COM 457647105 140 38200 SH DEFINED 03 38200 INPUT/OUTPUT INC COM 457652105 1984 156200 SH DEFINED 03 156200 INSIGHT ENTERPRISES INC COM 45765U103 2836 115737 SH DEFINED 03 115737 INSITUFORM TECHNOLOGIES INC CL A 457667103 2925 80150 SH DEFINED 03 80150 INSIGHT COMMUNICATIONS INC CL A 45768V108 225 9000 SH DEFINED 03 9000 INNKEEPERS USA TR COM 4576J0104 3784 315900 SH DEFINED 03 315900 INSURANCE AUTO AUCTIONS INC COM 457875102 551 32400 SH DEFINED 03 32400 INTEGRATED DEVICE TECHNOLOGY COM 458118106 856 27000 SH DEFINED 01 27000 INTEGRATED DEVICE TECHNOLOGY COM 458118106 2459 77606 SH DEFINED 03 77606 INTEGRATED CIRCUIT SYS INC COM 45811K208 255 13300 SH DEFINED 03 13300 INTEL CORP COM 458140100 84614 2892800 SH DEFINED 01 2892800 INTEL CORP COM 458140100 367225 12554717 SH DEFINED 03 12554717 INTELIDATA TECHNOLOGIES CORP COM 45814T107 157 26600 SH DEFINED 03 26600 INTER TEL INC COM 458372109 882 74050 SH DEFINED 03 74050 INTERFACE INC CL A 458665106 1237 164900 SH DEFINED 03 164900 INTERDIGITAL COMMUNICATIONS CP COM 45866A105 213 16100 SH DEFINED 03 16100 INTERMAGNETICS GEN CORP COM 458771102 1358 41916 SH DEFINED 03 41916 INTERMEDIA COMMUNICATIONS INC COM 458801107 149 10000 SH DEFINED 03 10000 INTERMET CORP COM 45881K104 13359 2364400 SH DEFINED 00 2364400 INTERMET CORP COM 45881K104 318 56300 SH DEFINED 03 56300 INTERNAP NETWORK SVCS CORP COM 45885A102 66 20224 SH DEFINED 03 20224 INTERNATIONAL BANCSHARES CORP COM 459044103 333 7921 SH DEFINED 03 7921 INTERNATIONAL BUSINESS MACHS COM 459200101 68252 604000 SH DEFINED 01 604000 INTERNATIONAL BUSINESS MACHS COM 459200101 400383 3543213 SH DEFINED 03 3543213 INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 3320 132100 SH DEFINED 01 132100 INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 3581 142495 SH DEFINED 03 142495 INTERNATIONAL FIBERCOM INC COM 45950T101 228 91000 SH DEFINED 03 91000 INTERNATIONAL GAME TECHNOLOGY COM 459902102 2529 40300 SH DEFINED 01 40300 INTERNATIONAL GAME TECHNOLOGY COM 459902102 3990 63590 SH DEFINED 03 63590 INTERNATIONAL MULTIFOODS CORP COM 460043102 1785 86000 SH DEFINED 03 86000 INTL PAPER CO COM 460146103 5207 145859 SH DEFINED 01 145859 INTL PAPER CO COM 460146103 51225 1434879 SH DEFINED 03 1434879 INTERNATIONAL RECTIFIER CORP COM 460254105 2032 59600 SH DEFINED 01 59600 INTERNATIONAL RECTIFIER CORP COM 460254105 1610 47200 SH DEFINED 03 47200 INTERNATIONAL SPEEDWAY CORP CL A 460335201 67 1600 SH DEFINED 01 1600 INTERNATIONAL SPEEDWAY CORP CL A 460335201 2656 63237 SH DEFINED 03 63237 INTL SPECIALTY PRODS INC NEW COM 460337108 166 15700 SH DEFINED 03 15700 INTERNEURON PHARMACEUTICALS COM 460573108 127 15000 SH DEFINED 03 15000 INTERNET CAP GROUP INC COM 46059C106 57 28500 SH DEFINED 03 28500 INTERNET SEC SYS INC COM 46060X107 185 3800 SH DEFINED 01 3800 INTERNET SEC SYS INC COM 46060X107 486 10000 SH DEFINED 03 10000 INTERPUBLIC GROUP COS INC COM 460690100 8747 298008 SH DEFINED 01 298008 INTERPUBLIC GROUP COS INC COM 460690100 17118 583229 SH DEFINED 03 583229 INTERSIL CORP CL A 46069S109 364 10000 SH DEFINED 03 10000 INTERSTATE BAKERIES CORP DEL COM 46072H108 1842 115100 SH DEFINED 03 115100 INTRAWEST CORPORATION COM NEW 460915200 344 18000 SH DEFINED 03 18000 INTRANET SOLUTIONS INC COM NEW 460939309 301 7900 SH DEFINED 03 7900 INTERTRUST TECHNOLOGIES CORP COM 46113Q109 24 19800 SH DEFINED 03 19800 INTERVOICE-BRITE INC COM 461142101 990 90000 SH DEFINED 03 90000 INTERWOVEN INC COM 46114T102 314 18600 SH DEFINED 03 18600 INTIMATE BRANDS INC CL A 461156101 39 2600 SH DEFINED 01 2600 INTIMATE BRANDS INC CL A 461156101 798 52920 SH DEFINED 03 52920 INTUIT COM 461202103 8930 223300 SH DEFINED 01 223300 INTUIT COM 461202103 16681 417128 SH DEFINED 03 417128 INVACARE CORP COM 461203101 4061 105125 SH DEFINED 03 105125 INTRUSION COM INC COM 46121E106 43 12300 SH DEFINED 03 12300 INVESTMENT TECHNOLOGY GRP NEW COM 46145F105 950 18900 SH DEFINED 03 18900 INVITROGEN CORP COM 46185R100 919 12800 SH DEFINED 03 12800 INVESTORS FINL SERVICES CORP COM 461915100 3234 48271 SH DEFINED 03 48271 IOMEGA CORP COM 462030107 190 79400 SH DEFINED 03 79400 IONICS INC COM 462218108 1770 56175 SH DEFINED 03 56175 IRON MTN INC PA COM 462846106 76 1700 SH DEFINED 01 1700 IRON MTN INC PA COM 462846106 202 4500 SH DEFINED 03 4500 ISHARES TR S&P MIDCAP 400 464287507 1203 11600 SH DEFINED 03 11600 ISHARES TR RUSSELL 2000 464287655 6652 65275 SH DEFINED 03 65275 ISHARES TR S&P SMLCAP 600 464287804 456 4000 SH DEFINED 03 4000 ISIS PHARMACEUTICALS INC COM 464330109 176 14200 SH DEFINED 03 14200 ISOLYSER INC COM 464888106 29 20000 SH DEFINED 03 20000 IT GROUP INC COM 465266104 71 11231 SH DEFINED 03 11231 ITRON INC COM 465741106 742 39100 SH DEFINED 03 39100 I2 TECHNOLOGIES INC COM 465754109 99 5000 SH DEFINED 01 5000 I2 TECHNOLOGIES INC COM 465754109 793 40060 SH DEFINED 03 40060 IVANHOE ENERGY INC COM 465790103 561 149693 SH DEFINED 03 149693 IVAX CORP COM 465823102 446 11425 SH DEFINED 01 11425 IVAX CORP COM 465823102 7014 179853 SH DEFINED 03 179853 JDN RLTY CORP COM 465917102 139 10200 SH DEFINED 03 10200 J & J SNACK FOODS CORP COM 466032109 558 25200 SH DEFINED 03 25200 JDS UNIPHASE CORP COM 46612J101 16483 1318660 SH DEFINED 01 1318660 JDS UNIPHASE CORP COM 46612J101 24384 1950757 SH DEFINED 03 1950757 JLG INDS INC COM 466210101 1461 118300 SH DEFINED 03 118300 J P MORGAN CHASE & CO COM 46625H100 24424 547613 SH DEFINED 01 547613 J P MORGAN CHASE & CO COM 46625H100 213994 4798072 SH DEFINED 03 4798072 JABIL CIRCUIT INC COM 466313103 3555 115200 SH DEFINED 01 115200 JABIL CIRCUIT INC COM 466313103 7629 247200 SH DEFINED 03 247200 JACK IN THE BOX INC COM 466367109 3231 123800 SH DEFINED 03 123800 JACOBS ENGR GROUP INC DEL COM 469814107 1794 27500 SH DEFINED 03 27500 JAKKS PAC INC COM 47012E106 1510 80775 SH DEFINED 03 80775 JEFFERIES GROUP INC NEW COM 472319102 2281 70400 SH DEFINED 03 70400 JEFFERSON PILOT CORP COM 475070108 5318 110053 SH DEFINED 01 110053 JEFFERSON PILOT CORP COM 475070108 30531 631855 SH DEFINED 03 631855 JO-ANN STORES INC CL A 47758P109 186 45900 SH DEFINED 03 45900 JOHN NUVEEN CO CL A 478035108 266 4700 SH DEFINED 03 4700 JOHNSON & JOHNSON COM 478160104 75589 1511770 SH DEFINED 01 1511770 JOHNSON & JOHNSON COM 478160104 317871 6357417 SH DEFINED 03 6357417 JOHNSON CTLS INC COM 478366107 4305 59400 SH DEFINED 01 59400 JOHNSON CTLS INC COM 478366107 20713 285816 SH DEFINED 03 285816 JONES APPAREL GROUP INC COM 480074103 1594 36900 SH DEFINED 01 36900 JONES APPAREL GROUP INC COM 480074103 4568 105737 SH DEFINED 03 105737 JONES LANG LASALLE INC COM 48020Q107 133 10100 SH DEFINED 03 10100 JOURNAL REGISTER CO COM 481138105 269 16700 SH DEFINED 03 16700 JUNIPER NETWORKS INC COM 48203R104 899 28900 SH DEFINED 01 28900 JUNIPER NETWORKS INC COM 48203R104 1325 42600 SH DEFINED 03 42600 KLA-TENCOR CORP COM 482480100 11624 198800 SH DEFINED 01 198800 KLA-TENCOR CORP COM 482480100 27273 466448 SH DEFINED 03 466448 K MART CORP COM 482584109 233 20300 SH DEFINED 01 20300 K MART CORP COM 482584109 23667 2063343 SH DEFINED 03 2063343 KPMG CONSULTING INC COM 48265R109 235 15300 SH DEFINED 03 15300 K-SWISS INC CL A 482686102 693 28725 SH DEFINED 03 28725 K2 INC COM 482732104 597 52250 SH DEFINED 03 52250 KAISER ALUMINUM CORP COM 483007100 53 13200 SH DEFINED 03 13200 KAMAN CORP CL A 483548103 1166 65900 SH DEFINED 03 65900 KANSAS CITY PWR & LT CO COM 485134100 788 32100 SH DEFINED 03 32100 KANSAS CITY SOUTHN INDS INC COM NEW 485170302 569 36000 SH DEFINED 03 36000 KAYDON CORP COM 486587108 808 31500 SH DEFINED 03 31500 KEANE INC COM 486665102 409 18600 SH DEFINED 03 18600 KB HOME COM 48666K109 1964 65100 SH DEFINED 01 65100 KB HOME COM 48666K109 12551 416014 SH DEFINED 03 416014 KEITHLEY INSTRS INC COM 487584104 1023 48050 SH DEFINED 03 48050 KELLOGG CO COM 487836108 22591 779000 SH DEFINED 01 779000 KELLOGG CO COM 487836108 16527 569904 SH DEFINED 03 569904 KELLWOOD CO COM 488044108 1988 86075 SH DEFINED 03 86075 KELLY SVCS INC CL A 488152208 857 35343 SH DEFINED 03 35343 KEMET CORP COM 488360108 858 42700 SH DEFINED 01 42700 KEMET CORP COM 488360108 2818 140221 SH DEFINED 03 140221 KENNAMETAL INC COM 489170100 1211 32820 SH DEFINED 03 32820 KERR MCGEE CORP COM 492386107 6544 98749 SH DEFINED 01 98749 KERR MCGEE CORP COM 492386107 33926 511934 SH DEFINED 03 511934 KEY ENERGY SVCS INC COM 492914106 416 38400 SH DEFINED 03 38400 KEY PRODTN INC COM 493138101 634 38100 SH DEFINED 03 38100 KEYCORP NEW COM 493267108 1144 43900 SH DEFINED 01 43900 KEYCORP NEW COM 493267108 31423 1206262 SH DEFINED 03 1206262 KEY3MEDIA GROUP INC COM 49326R104 251 21650 SH DEFINED 03 21650 KEYNOTE SYS INC COM 493308100 127 11600 SH DEFINED 03 11600 KEYSPAN CORP COM 49337W100 3265 89500 SH DEFINED 01 89500 KEYSPAN CORP COM 49337W100 17820 488496 SH DEFINED 03 488496 KFORCE COM INC COM 493732101 79 12100 SH DEFINED 03 12100 KIMBALL INTL INC CL B 494274103 188 10400 SH DEFINED 03 10400 KILROY RLTY CORP COM 49427F108 3131 107600 SH DEFINED 03 107600 KIMBERLY CLARK CORP COM 494368103 28643 512400 SH DEFINED 01 512400 KIMBERLY CLARK CORP COM 494368103 52017 930536 SH DEFINED 03 930536 KIMCO REALTY CORP COM 49446R109 133 2800 SH DEFINED 01 2800 KIMCO REALTY CORP COM 49446R109 8549 180550 SH DEFINED 03 180550 KINDER MORGAN INC KANS COM 49455P101 2045 40700 SH DEFINED 01 40700 KINDER MORGAN INC KANS COM 49455P101 14466 287889 SH DEFINED 03 287889 KING PHARMACEUTICALS INC COM 495582108 17791 331000 SH DEFINED 01 331000 KING PHARMACEUTICALS INC COM 495582108 32801 610243 SH DEFINED 03 610243 KIRBY CORP COM 497266106 1711 69400 SH DEFINED 03 69400 KNIGHT RIDDER INC COM 499040103 457 7700 SH DEFINED 01 7700 KNIGHT RIDDER INC COM 499040103 9596 161820 SH DEFINED 03 161820 KNIGHT TRADING GROUP INC COM 499063105 497 46500 SH DEFINED 01 46500 KNIGHT TRADING GROUP INC COM 499063105 126 11800 SH DEFINED 03 11800 KOGER EQUITY INC COM 500228101 165 10000 SH DEFINED 03 10000 KOHLS CORP COM 500255104 6311 100600 SH DEFINED 01 100600 KOHLS CORP COM 500255104 62861 1002081 SH DEFINED 03 1002081 KOPIN CORP COM 500600101 2041 168100 SH DEFINED 03 168100 KORN FERRY INTL COM NEW 500643200 293 18900 SH DEFINED 03 18900 KRISPY KREME DOUGHNUTS INC COM 501014104 464 11600 SH DEFINED 03 11600 KROGER CO COM 501044101 20000 800000 SH DEFINED 01 800000 KROGER CO COM 501044101 29068 1162712 SH DEFINED 03 1162712 KROLL O GARA CO COM 501050108 546 57700 SH DEFINED 03 57700 KRONOS INC COM 501052104 1599 39050 SH DEFINED 03 39050 KULICKE & SOFFA INDS INC COM 501242101 2429 141550 SH DEFINED 03 141550 LNR PPTY CORP COM 501940100 312 8900 SH DEFINED 03 8900 LSI LOGIC CORP COM 502161102 7605 404500 SH DEFINED 01 404500 LSI LOGIC CORP COM 502161102 11433 608119 SH DEFINED 03 608119 LTX CORP COM 502392103 483 18900 SH DEFINED 03 18900 L-3 COMMUNICATIONS HLDGS INC COM 502424104 16536 216723 SH DEFINED 03 216723 LA Z BOY INC COM 505336107 3129 169150 SH DEFINED 03 169150 LABOR READY INC COM NEW 505401208 629 120050 SH DEFINED 03 120050 LABONE INC NEW COM 50540L105 74 10950 SH DEFINED 03 10950 LABORATORY CORP AMER HLDGS COM NEW 50540R409 984 12800 SH DEFINED 03 12800 LABRANCHE & CO INC COM 505447102 1916 66061 SH DEFINED 03 66061 LACLEDE GAS CO COM 505588103 1318 51900 SH DEFINED 03 51900 LAFARGE CORP COM 505862102 345 10300 SH DEFINED 03 10300 LAM RESEARCH CORP COM 512807108 1414 47700 SH DEFINED 01 47700 LAM RESEARCH CORP COM 512807108 875 29500 SH DEFINED 03 29500 LAMAR ADVERTISING CO CL A 512815101 950 21600 SH DEFINED 01 21600 LAMAR ADVERTISING CO CL A 512815101 299 6800 SH DEFINED 03 6800 LANCASTER COLONY CORP COM 513847103 652 19761 SH DEFINED 03 19761 LANCE INC COM 514606102 172 12724 SH DEFINED 03 12724 LANDAMERICA FINL GROUP INC COM 514936103 2401 75400 SH DEFINED 03 75400 LANDS END INC COM 515086106 362 9024 SH DEFINED 03 9024 LANDRYS SEAFOOD RESTAURANTS COM 51508L103 1013 59600 SH DEFINED 03 59600 LANDSTAR SYS INC COM 515098101 1959 28800 SH DEFINED 03 28800 LATTICE SEMICONDUCTOR CORP COM 518415104 1161 47600 SH DEFINED 01 47600 LATTICE SEMICONDUCTOR CORP COM 518415104 554 22700 SH DEFINED 03 22700 LAUDER ESTEE COS INC CL A 518439104 474 11000 SH DEFINED 01 11000 LAUDER ESTEE COS INC CL A 518439104 578 13400 SH DEFINED 03 13400 LAWSON PRODS INC COM 520776105 847 28900 SH DEFINED 03 28900 LEAP WIRELESS INTL INC COM 521863100 251 8300 SH DEFINED 03 8300 LEAR CORP COM 521865105 890 25508 SH DEFINED 03 25508 LEE ENTERPRISES INC COM 523768109 1178 35700 SH DEFINED 03 35700 LEGATO SYS INC COM 524651106 577 36200 SH DEFINED 03 36200 LEGGETT & PLATT INC COM 524660107 416 18900 SH DEFINED 01 18900 LEGGETT & PLATT INC COM 524660107 6043 274300 SH DEFINED 03 274300 LEGG MASON INC COM 524901105 60 1200 SH DEFINED 01 1200 LEGG MASON INC COM 524901105 801 16100 SH DEFINED 03 16100 LEHMAN BROS HLDGS INC COM 524908100 12366 160100 SH DEFINED 01 160100 LEHMAN BROS HLDGS INC COM 524908100 68546 887443 SH DEFINED 03 887443 LENNAR CORP COM 526057104 2461 59025 SH DEFINED 03 59025 LENNOX INTL INC COM 526107107 1980 180816 SH DEFINED 03 180816 LEUCADIA NATL CORP COM 527288104 782 24100 SH DEFINED 03 24100 LEVEL 3 COMMUNICATIONS INC COM 52729N100 262 47800 SH DEFINED 00 47800 LEVEL 3 COMMUNICATIONS INC COM 52729N100 160 29200 SH DEFINED 01 29200 LEVEL 3 COMMUNICATIONS INC COM 52729N100 197 35900 SH DEFINED 03 35900 LEXICON GENETICS INC COM 528872104 210 16800 SH DEFINED 03 16800 LEXMARK INTL NEW CL A 529771107 11634 173000 SH DEFINED 01 173000 LEXMARK INTL NEW CL A 529771107 19446 289159 SH DEFINED 03 289159 LIBBEY INC COM 529898108 1822 45875 SH DEFINED 03 45875 LIBERTY CORP S C COM 530370105 207 5178 SH DEFINED 03 5178 LIBERTY FINL COS INC COM 530512102 247 7600 SH DEFINED 03 7600 LIBERTY PPTY TR SH BEN INT 531172104 112 3800 SH DEFINED 01 3800 LIBERTY PPTY TR SH BEN INT 531172104 5470 184800 SH DEFINED 03 184800 LIFEPOINT HOSPITALS INC COM 53219L109 10043 226799 SH DEFINED 03 226799 LIGAND PHARMACEUTICALS INC CL B 53220K207 119 10500 SH DEFINED 03 10500 LIGHTBRIDGE INC COM 532226107 1249 64372 SH DEFINED 03 64372 LILLIAN VERNON CORP COM 532430105 128 18200 SH DEFINED 03 18200 LILLY ELI & CO COM 532457108 43364 586000 SH DEFINED 01 586000 LILLY ELI & CO COM 532457108 176159 2380522 SH DEFINED 03 2380522 LIMITED INC COM 532716107 1272 77000 SH DEFINED 01 77000 LIMITED INC COM 532716107 12898 780736 SH DEFINED 03 780736 LINCARE HLDGS INC COM 532791100 9065 302078 SH DEFINED 03 302078 LINCOLN ELEC HLDGS INC COM 533900106 342 13400 SH DEFINED 03 13400 LINCOLN NATL CORP IND COM 534187109 6852 132400 SH DEFINED 01 132400 LINCOLN NATL CORP IND COM 534187109 29932 578399 SH DEFINED 03 578399 LINDSAY MFG CO COM 535555106 604 31812 SH DEFINED 03 31812 LINEAR TECHNOLOGY CORP COM 535678106 3011 68100 SH DEFINED 01 68100 LINEAR TECHNOLOGY CORP COM 535678106 22753 514544 SH DEFINED 03 514544 LINENS N THINGS INC COM 535679104 3122 114275 SH DEFINED 03 114275 LITTELFUSE INC COM 537008104 260 9700 SH DEFINED 03 9700 LIZ CLAIBORNE INC COM 539320101 636 12600 SH DEFINED 01 12600 LIZ CLAIBORNE INC COM 539320101 17106 339071 SH DEFINED 03 339071 LOCKHEED MARTIN CORP COM 539830109 9681 261308 SH DEFINED 01 261308 LOCKHEED MARTIN CORP COM 539830109 54696 1476277 SH DEFINED 03 1476277 LOEWS CORP COM 540424108 3305 51300 SH DEFINED 01 51300 LOEWS CORP COM 540424108 49500 768274 SH DEFINED 03 768274 LONE STAR STEAKHOUSE SALOON COM 542307103 990 76216 SH DEFINED 03 76216 LONE STAR TECHNOLOGIES INC COM 542312103 2375 65600 SH DEFINED 03 65600 LONGS DRUG STORES CORP COM 543162101 91 4200 SH DEFINED 01 4200 LONGS DRUG STORES CORP COM 543162101 1140 52887 SH DEFINED 03 52887 LONGVIEW FIBRE CO COM 543213102 192 15600 SH DEFINED 03 15600 LOOKSMART LTD COM 543442107 18 17400 SH DEFINED 03 17400 LOUIS DREYFUS NAT GAS CORP COM 546011107 4670 134000 SH DEFINED 03 134000 LOUISIANA PAC CORP COM 546347105 68 5800 SH DEFINED 01 5800 LOUISIANA PAC CORP COM 546347105 9386 800153 SH DEFINED 03 800153 LOWES COS INC COM 548661107 15083 207900 SH DEFINED 01 207900 LOWES COS INC COM 548661107 71821 989946 SH DEFINED 03 989946 LUBRIZOL CORP COM 549271104 1469 47323 SH DEFINED 03 47323 LUBYS INC COM 549282101 627 64000 SH DEFINED 03 64000 LUCENT TECHNOLOGIES INC COM 549463107 8420 1355956 SH DEFINED 01 1355956 LUCENT TECHNOLOGIES INC COM 549463107 37129 5978930 SH DEFINED 03 5978930 LUMINENT INC COM 55027R103 87 20800 SH DEFINED 03 20800 LYDALL INC DEL COM 550819106 486 40500 SH DEFINED 03 40500 LYONDELL CHEMICAL CO COM 552078107 1593 103581 SH DEFINED 03 103581 M & T BK CORP COM 55261F104 53 700 SH DEFINED 01 700 M & T BK CORP COM 55261F104 5087 67378 SH DEFINED 03 67378 MAF BANCORP INC COM 55261R108 2676 87161 SH DEFINED 03 87161 MAI SYSTEMS CORP COM 552620205 17 34800 SH DEFINED 03 34800 MBIA INC COM 55262C100 6946 124750 SH DEFINED 01 124750 MBIA INC COM 55262C100 27615 495966 SH DEFINED 03 495966 MBNA CORP COM 55262L100 13271 402164 SH DEFINED 01 402164 MBNA CORP COM 55262L100 50204 1521330 SH DEFINED 03 1521330 M D C HLDGS INC COM 552676108 2505 70760 SH DEFINED 03 70760 MDU RES GROUP INC COM 552690109 1658 52400 SH DEFINED 03 52400 MEMC ELECTR MATLS INC COM 552715104 119 15500 SH DEFINED 03 15500 MGIC INVT CORP WIS COM 552848103 8717 120000 SH DEFINED 01 120000 MGIC INVT CORP WIS COM 552848103 27644 380564 SH DEFINED 03 380564 MGI PHARMA INC COM 552880106 665 53200 SH DEFINED 03 53200 MGM MIRAGE COM 552953101 48 1600 SH DEFINED 01 1600 MGM MIRAGE COM 552953101 468 15630 SH DEFINED 03 15630 MRV COMMUNICATIONS INC COM 553477100 286 30600 SH DEFINED 03 30600 MRO SOFTWARE INC COM 55347W105 968 61250 SH DEFINED 03 61250 M S CARRIERS INC COM 553533100 1021 33250 SH DEFINED 03 33250 MACDERMID INC COM 554273102 1491 82850 SH DEFINED 03 82850 MACERICH CO COM 554382101 258 10400 SH DEFINED 03 10400 MACK CALI RLTY CORP COM 554489104 71 2500 SH DEFINED 01 2500 MACK CALI RLTY CORP COM 554489104 76731 2694222 SH DEFINED 03 2694222 MACROVISION CORP COM 555904101 356 5200 SH DEFINED 01 5200 MACROVISION CORP COM 555904101 12439 181594 SH DEFINED 03 181594 MACROMEDIA INC COM 556100105 347 19260 SH DEFINED 03 19260 MAGNETEK INC COM 559424106 758 60600 SH DEFINED 03 60600 MAIL-WELL INC COM 560321200 69 16300 SH DEFINED 03 16300 MANDALAY RESORT GROUP COM 562567107 22 800 SH DEFINED 01 800 MANDALAY RESORT GROUP COM 562567107 2970 108385 SH DEFINED 03 108385 MANITOWOC INC COM 563571108 2378 80612 SH DEFINED 03 80612 MANOR CARE INC NEW COM 564055101 8188 257900 SH DEFINED 01 257900 MANOR CARE INC NEW COM 564055101 7151 225217 SH DEFINED 03 225217 MANPOWER INC COM 56418H100 1788 59800 SH DEFINED 03 59800 MANUFACTURED HOME CMNTYS INC COM 564682102 208 7400 SH DEFINED 03 7400 MANUGISTICS GROUP INC COM 565011103 351 14000 SH DEFINED 03 14000 MAPINFO CORP COM 565105103 741 33700 SH DEFINED 03 33700 MARCUS CORP COM 566330106 1196 85750 SH DEFINED 03 85750 MARINE DRILLING COS INC COM PAR $0.01 568240204 61 3200 SH DEFINED 01 3200 MARINE DRILLING COS INC COM PAR $0.01 568240204 7774 406810 SH DEFINED 03 406810 MARKEL CORP COM 570535104 334 1700 SH DEFINED 03 1700 MARSH & MCLENNAN COS INC COM 571748102 10832 107250 SH DEFINED 01 107250 MARSH & MCLENNAN COS INC COM 571748102 49997 495016 SH DEFINED 03 495016 MARSHALL & ILSLEY CORP COM 571834100 38 700 SH DEFINED 01 700 MARSHALL & ILSLEY CORP COM 571834100 3951 73294 SH DEFINED 03 73294 MARRIOTT INTL INC NEW CL A 571903202 4426 93500 SH DEFINED 01 93500 MARRIOTT INTL INC NEW CL A 571903202 19270 407061 SH DEFINED 03 407061 MARTIN MARIETTA MATLS INC COM 573284106 609 12300 SH DEFINED 03 12300 MASCO CORP COM 574599106 4797 192200 SH DEFINED 01 192200 MASCO CORP COM 574599106 17114 685660 SH DEFINED 03 685660 MASSEY ENERGY CORP COM 576206106 30 1500 SH DEFINED 01 1500 MASSEY ENERGY CORP COM 576206106 3991 201989 SH DEFINED 03 201989 MATERIAL SCIENCIES CORP COM 576674105 368 37225 SH DEFINED 03 37225 MATRIX PHARMACEUTICAL INC COM 576844104 131 12600 SH DEFINED 03 12600 MATRIXONE INC COM 57685P304 322 13900 SH DEFINED 03 13900 MATTEL INC COM 577081102 5434 287212 SH DEFINED 01 287212 MATTEL INC COM 577081102 11497 607646 SH DEFINED 03 607646 MAXTOR CORP COM NEW 577729205 156 29632 SH DEFINED 03 29632 MAXIM INTEGRATED PRODS INC COM 57772K101 4337 98105 SH DEFINED 01 98105 MAXIM INTEGRATED PRODS INC COM 57772K101 20538 464563 SH DEFINED 03 464563 MAY DEPT STORES CO COM 577778103 817 23850 SH DEFINED 01 23850 MAY DEPT STORES CO COM 577778103 29331 856137 SH DEFINED 03 856137 MAVERICK TUBE CORP COM 577914104 425 25100 SH DEFINED 03 25100 MAXIMUS INC COM 577933104 2494 62200 SH DEFINED 03 62200 MAYORS JEWELERS INC DEL COM 578462103 198 47700 SH DEFINED 03 47700 MAYTAG CORP COM 578592107 6660 227600 SH DEFINED 01 227600 MAYTAG CORP COM 578592107 3337 114053 SH DEFINED 03 114053 MCCLATCHY CO CL A 579489105 308 7875 SH DEFINED 03 7875 MCCORMICK & CO INC COM NON VTG 579780206 84 2000 SH DEFINED 01 2000 MCCORMICK & CO INC COM NON VTG 579780206 1647 39200 SH DEFINED 03 39200 MCDATA CORP CL A 580031201 588 33486 SH DEFINED 01 33486 MCDATA CORP CL A 580031201 335 19102 SH DEFINED 03 19102 MCDERMOTT INTL INC COM 580037109 43 3700 SH DEFINED 01 3700 MCDERMOTT INTL INC COM 580037109 7817 670982 SH DEFINED 03 670982 MCDONALDS CORP COM 580135101 16052 593200 SH DEFINED 01 593200 MCDONALDS CORP COM 580135101 50928 1882051 SH DEFINED 03 1882051 MCGRAW HILL COS INC COM 580645109 15373 232400 SH DEFINED 01 232400 MCGRAW HILL COS INC COM 580645109 18616 281414 SH DEFINED 03 281414 MCKESSON HBOC INC COM 58155Q103 13795 371622 SH DEFINED 01 371622 MCKESSON HBOC INC COM 58155Q103 14715 396423 SH DEFINED 03 396423 MCLEODUSA INC CL A 582266102 13 2800 SH DEFINED 01 2800 MCLEODUSA INC CL A 582266102 264 57437 SH DEFINED 03 57437 MEAD CORP COM 582834107 706 26000 SH DEFINED 01 26000 MEAD CORP COM 582834107 14810 545693 SH DEFINED 03 545693 MEADE INSTRUMENTS CORP COM 583062104 281 41700 SH DEFINED 03 41700 MEDAREX INC COM 583916101 87 3700 SH DEFINED 01 3700 MEDAREX INC COM 583916101 146 6200 SH DEFINED 03 6200 MEDIA GEN INC CL A 584404107 1012 22000 SH DEFINED 03 22000 MEDIACOM COMMUNICATIONS CORP CL A 58446K105 167 11900 SH DEFINED 03 11900 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 5357 101075 SH DEFINED 03 101075 MEDIMMUNE INC COM 584699102 7783 164900 SH DEFINED 01 164900 MEDIMMUNE INC COM 584699102 14140 299572 SH DEFINED 03 299572 MEDQUIST INC COM 584949101 228 7669 SH DEFINED 03 7669 MEDTRONIC INC COM 585055106 26778 582000 SH DEFINED 01 582000 MEDTRONIC INC COM 585055106 83535 1815594 SH DEFINED 03 1815594 MELLON FINL CORP COM 58551A108 17212 384100 SH DEFINED 01 384100 MELLON FINL CORP COM 58551A108 32492 725107 SH DEFINED 03 725107 MEMBERWORKS INC COM 586002107 995 43000 SH DEFINED 03 43000 MENS WEARHOUSE INC COM 587118100 3234 117175 SH DEFINED 03 117175 MENTOR CORP MINN COM 587188103 2594 91000 SH DEFINED 03 91000 MENTOR GRAPHICS CORP COM 587200106 1853 105900 SH DEFINED 03 105900 MERCANTILE BANKSHARES CORP COM 587405101 74 1900 SH DEFINED 01 1900 MERCANTILE BANKSHARES CORP COM 587405101 1890 48300 SH DEFINED 03 48300 MERCK & CO INC COM 589331107 59620 932872 SH DEFINED 01 932872 MERCK & CO INC COM 589331107 304610 4766226 SH DEFINED 03 4766226 MERCURY COMPUTER SYS COM 589378108 3456 78375 SH DEFINED 03 78375 MERCURY GENL CORP NEW COM 589400100 329 9400 SH DEFINED 03 9400 MERCURY INTERACTIVE CORP COM 589405109 10854 181200 SH DEFINED 01 181200 MERCURY INTERACTIVE CORP COM 589405109 6660 111183 SH DEFINED 03 111183 MEREDITH CORP COM 589433101 741 20700 SH DEFINED 01 20700 MEREDITH CORP COM 589433101 2997 83696 SH DEFINED 03 83696 MERISTAR HOSPITALITY CORP COM 58984Y103 6569 276600 SH DEFINED 03 276600 MERIDIAN GOLD INC COM 589975101 119 15000 SH DEFINED 03 15000 MERRILL LYNCH & CO INC COM 590188108 11672 197000 SH DEFINED 01 197000 MERRILL LYNCH & CO INC COM 590188108 120611 2035630 SH DEFINED 03 2035630 MESA AIR GROUP INC COM 590479101 1242 100600 SH DEFINED 03 100600 METHODE ELECTRS INC CL A 591520200 1119 130150 SH DEFINED 03 130150 METLIFE INC COM 59156R108 2466 79600 SH DEFINED 01 79600 METLIFE INC COM 59156R108 43435 1402029 SH DEFINED 03 1402029 METRICOM INC COM 591596101 21 12000 SH DEFINED 03 12000 METRIS COS INC COM 591598107 890 26404 SH DEFINED 03 26404 METRO GOLDWYN MAYER INC COM 591610100 467 20600 SH DEFINED 03 20600 METRO ONE TELECOMMUNICATIONS COM 59163F105 3321 51200 SH DEFINED 03 51200 METROMEDIA FIBER NETWORK INC CL A 591689104 96 47020 SH DEFINED 03 47020 METROMEDIA INTL GROUP INC COM 591695101 42 12900 SH DEFINED 03 12900 METTLER TOLEDO INTERNATIONAL COM 592688105 385 8900 SH DEFINED 03 8900 MICHAELS STORES INC COM 594087108 4333 105675 SH DEFINED 03 105675 MICREL INC COM 594793101 1145 34700 SH DEFINED 01 34700 MICREL INC COM 594793101 2832 85817 SH DEFINED 03 85817 MICROS SYS INC COM 594901100 1045 47500 SH DEFINED 03 47500 MICROSOFT CORP COM 594918104 161191 2208100 SH DEFINED 01 2208100 MICROSOFT CORP COM 594918104 735639 10077246 SH DEFINED 03 10077246 MICROCHIP TECHNOLOGY INC COM 595017104 1254 37500 SH DEFINED 01 37500 MICROCHIP TECHNOLOGY INC COM 595017104 986 29502 SH DEFINED 03 29502 MICROMUSE INC COM 595094103 459 16400 SH DEFINED 01 16400 MICROMUSE INC COM 595094103 213 7600 SH DEFINED 03 7600 MICRON ELECTRONICS INC COM 595100108 35 22100 SH DEFINED 03 22100 MICRON TECHNOLOGY INC COM 595112103 15232 370600 SH DEFINED 01 370600 MICRON TECHNOLOGY INC COM 595112103 41929 1020166 SH DEFINED 03 1020166 MICROSEMI CORP COM 595137100 824 11600 SH DEFINED 03 11600 MID ATLANTIC MED SVCS INC COM 59523C107 2763 154100 SH DEFINED 03 154100 MIDAS GROUP INC COM 595626102 560 44416 SH DEFINED 03 44416 MIDWEST EXPRESS HLDGS INC COM 597911106 780 44975 SH DEFINED 03 44975 MIDWAY GAMES INC COM 598148104 2048 110728 SH DEFINED 03 110728 MILACRON INC COM 598709103 1932 123300 SH DEFINED 03 123300 MILLENNIUM PHARMACEUTICALS INC COM 599902103 320 9000 SH DEFINED 01 9000 MILLENNIUM PHARMACEUTICALS INC COM 599902103 3999 112406 SH DEFINED 03 112406 MILLENNIUM CHEMICALS INC COM 599903101 247 16400 SH DEFINED 03 16400 MILLER HERMAN INC COM 600544100 620 25600 SH DEFINED 01 25600 MILLER HERMAN INC COM 600544100 997 41200 SH DEFINED 03 41200 MILLIPORE CORP COM 601073109 9334 150600 SH DEFINED 01 150600 MILLIPORE CORP COM 601073109 4153 67001 SH DEFINED 03 67001 MINERALS TECHNOLOGIES INC COM 603158106 927 21600 SH DEFINED 03 21600 MINIMED INC COM 60365K108 48 1000 SH DEFINED 01 1000 MINIMED INC COM 60365K108 2155 44900 SH DEFINED 03 44900 MINNESOTA MNG & MFG CO COM 604059105 18827 165000 SH DEFINED 01 165000 MINNESOTA MNG & MFG CO COM 604059105 67009 587286 SH DEFINED 03 587286 MIPS TECHNOLOGIES INC CL A 604567107 202 11700 SH DEFINED 03 11700 MIRANT CORP COM 604675108 6182 179706 SH DEFINED 01 179706 MIRANT CORP COM 604675108 44916 1305684 SH DEFINED 03 1305684 MIRAVANT MED TECHNOLOGIES COM 604690107 174 13400 SH DEFINED 03 13400 MISSION WEST PPTYS INC COM 605203108 3478 287400 SH DEFINED 03 287400 MISSISSIPPI CHEM CORP COM NEW 605288208 248 80272 SH DEFINED 03 80272 MITCHELL ENERGY & DEV CORP CL A 606592202 503 10800 SH DEFINED 03 10800 MODINE MFG CO COM 607828100 323 11700 SH DEFINED 03 11700 MODIS PROFESSIONAL SVCS INC COM 607830106 275 39919 SH DEFINED 03 39919 MOHAWK INDS INC COM 608190104 1464 41600 SH DEFINED 03 41600 MOLEX INC COM 608554101 6749 184750 SH DEFINED 01 184750 MOLEX INC COM 608554101 10073 275745 SH DEFINED 03 275745 MONACO COACH CORP COM 60886R103 1706 51375 SH DEFINED 03 51375 MONTANA POWER CO COM 612085100 73 6300 SH DEFINED 01 6300 MONTANA POWER CO COM 612085100 1546 133300 SH DEFINED 03 133300 MONY GROUP INC COM 615337102 44 1100 SH DEFINED 01 1100 MONY GROUP INC COM 615337102 795 19800 SH DEFINED 03 19800 MOODYS CORP COM 615369105 8499 253700 SH DEFINED 01 253700 MOODYS CORP COM 615369105 7786 232414 SH DEFINED 03 232414 MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 18446 287190 SH DEFINED 01 287190 MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 147124 2290588 SH DEFINED 03 2290588 MOTOROLA INC COM 620076109 14074 849856 SH DEFINED 01 849856 MOTOROLA INC COM 620076109 58942 3559281 SH DEFINED 03 3559281 MP3 COM INC COM 62473M109 83 17100 SH DEFINED 03 17100 MUELLER INDS INC COM 624756102 3488 106000 SH DEFINED 03 106000 MURPHY OIL CORP COM 626717102 508 6900 SH DEFINED 01 6900 MURPHY OIL CORP COM 626717102 3485 47345 SH DEFINED 03 47345 MUTUAL RISK MGMT LTD COM 628351108 975 109575 SH DEFINED 03 109575 MYERS INDS INC COM 628464109 973 64433 SH DEFINED 03 64433 MYLAN LABS INC COM 628530107 34 1200 SH DEFINED 01 1200 MYLAN LABS INC COM 628530107 2982 106000 SH DEFINED 03 106000 MYRIAD GENETICS INC COM 62855J104 367 5800 SH DEFINED 03 5800 NBTY INC COM 628782104 2399 192875 SH DEFINED 03 192875 NCO GROUP INC COM 628858102 749 24219 SH DEFINED 03 24219 NCR CORP NEW COM 62886E108 6082 129400 SH DEFINED 01 129400 NCR CORP NEW COM 62886E108 7338 156120 SH DEFINED 03 156120 NL INDS INC COM NEW 629156407 170 12300 SH DEFINED 03 12300 NMS COMMUNICATIONS CORP COM 629248105 81 11500 SH DEFINED 03 11500 NN INC COM 629337106 125 12300 SH DEFINED 03 12300 NPS PHARMACEUTICALS INC COM 62936P103 338 8400 SH DEFINED 03 8400 NRG ENERGY INC COM 629377102 537 24300 SH DEFINED 03 24300 NTL INC COM 629407107 54 4500 SH DEFINED 01 4500 NTL INC COM 629407107 329 27276 SH DEFINED 03 27276 NUI CORP COM 629431107 829 35900 SH DEFINED 03 35900 NVR INC COM 62944T105 3870 26150 SH DEFINED 03 26150 NABORS INDS INC COM 629568106 1897 51000 SH DEFINED 01 51000 NABORS INDS INC COM 629568106 27997 752606 SH DEFINED 03 752606 NACCO INDS INC CL A 629579103 203 2600 SH DEFINED 03 2600 NANOGEN INC COM 630075109 119 17582 SH DEFINED 00 17582 NANOGEN INC COM 630075109 37 5400 SH DEFINED 03 5400 NASH FINCH CO COM 631158102 1077 45650 SH DEFINED 03 45650 NATIONAL CITY CORP COM 635405103 4463 145000 SH DEFINED 01 145000 NATIONAL CITY CORP COM 635405103 53152 1726824 SH DEFINED 03 1726824 NATIONAL COMMERCE FINL CORP COM 63545P104 73 3000 SH DEFINED 01 3000 NATIONAL COMMERCE FINL CORP COM 63545P104 3588 147220 SH DEFINED 03 147220 NATIONAL DATA CORP COM 635621105 3562 109950 SH DEFINED 03 109950 NATIONAL FUEL GAS CO N J COM 636180101 31 600 SH DEFINED 01 600 NATIONAL FUEL GAS CO N J COM 636180101 1154 22200 SH DEFINED 03 22200 NATIONAL INFO CONSORTIUM INC COM 636491102 36 20000 SH DEFINED 03 20000 NATIONAL INSTRS CORP COM 636518102 1418 43700 SH DEFINED 01 43700 NATIONAL INSTRS CORP COM 636518102 628 19346 SH DEFINED 03 19346 NATIONAL-OILWELL INC COM 637071101 29 1100 SH DEFINED 01 1100 NATIONAL-OILWELL INC COM 637071101 5637 210338 SH DEFINED 03 210338 NATIONAL PRESTO INDS INC COM 637215104 558 18775 SH DEFINED 03 18775 NATIONAL PROCESSING INC COM 637229105 255 9100 SH DEFINED 03 9100 NATIONAL SEMICONDUCTOR CORP COM 637640103 7961 273400 SH DEFINED 01 273400 NATIONAL SEMICONDUCTOR CORP COM 637640103 29881 1026144 SH DEFINED 03 1026144 NATIONAL SVC INDS INC COM 637657107 54 2400 SH DEFINED 01 2400 NATIONAL SVC INDS INC COM 637657107 13775 610318 SH DEFINED 03 610318 NATIONWIDE HEALTH PPTYS INC COM 638620104 283 14000 SH DEFINED 03 14000 NATURES SUNSHINE PRODUCTS INC COM 639027101 495 41850 SH DEFINED 03 41850 NAUTICA ENTERPRISES INC COM 639089101 1981 96950 SH DEFINED 03 96950 NAVISTAR INTL CORP NEW COM 63934E108 5502 195600 SH DEFINED 01 195600 NAVISTAR INTL CORP NEW COM 63934E108 10645 378406 SH DEFINED 03 378406 NAVIGANT CONSULTING INC COM 63935N107 91 11050 SH DEFINED 03 11050 NEIMAN MARCUS GROUP INC CL A 640204202 1835 59195 SH DEFINED 03 59195 NELSON THOMAS INC COM 640376109 258 36700 SH DEFINED 03 36700 NETWORKS ASSOCS INC COM 640938106 426 34250 SH DEFINED 03 34250 NETEGRITY INC COM 64110P107 251 8350 SH DEFINED 03 8350 NETMANAGE INC COM 641144100 30 41194 SH DEFINED 03 41194 NETRO CORP COM 64114R109 48 11400 SH DEFINED 03 11400 NETIQ CORP COM 64115P102 385 12295 SH DEFINED 03 12295 NETWORK EQUIP TECHNOLOGIES COM 641208103 213 66600 SH DEFINED 03 66600 NETWORK APPLIANCE INC COM 64120L104 16574 1209800 SH DEFINED 01 1209800 NETWORK APPLIANCE INC COM 64120L104 11478 837804 SH DEFINED 03 837804 NETWORK ACCESS SOLUTIONS CORP COM 64120S109 4 14300 SH DEFINED 03 14300 NETWORK PLUS CORP COM 64122D506 53 19700 SH DEFINED 03 19700 NETZERO INC COM 64122R109 12 14300 SH DEFINED 03 14300 NEUBERGER BERMAN INC COM 641234109 34 500 SH DEFINED 01 500 NEUBERGER BERMAN INC COM 641234109 1326 19500 SH DEFINED 03 19500 NEUROCRINE BIOSCIENCES INC COM 64125C109 324 8100 SH DEFINED 03 8100 NEW CENTY EQUITY HLDGS CORP COM 64353J107 60 59600 SH DEFINED 03 59600 NEW ENGLAND BUSINESS SVC 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RUDDICK CORP COM 781258108 292 17203 SH DEFINED 03 17203 RUDOLPH TECHNOLOGIES INC COM 781270103 240 5100 SH DEFINED 03 5100 RUSS BERRIE & CO COM 782233100 1676 57000 SH DEFINED 03 57000 RUSSELL CORP COM 782352108 6781 399100 SH DEFINED 03 399100 RYANS FAMILY STEAK HOUSE INC COM 783519101 1951 159250 SH DEFINED 03 159250 RYDER SYS INC COM 783549108 76 3900 SH DEFINED 01 3900 RYDER SYS INC COM 783549108 8740 445925 SH DEFINED 03 445925 RYLAND GROUP INC COM 783764103 2388 47200 SH DEFINED 03 47200 SBC COMMUNICATIONS INC COM 78387G103 59958 1496704 SH DEFINED 01 1496704 SBC COMMUNICATIONS INC COM 78387G103 248797 6210604 SH DEFINED 03 6210604 SBA COMMUNICATIONS CORP COM 78388J106 203 8200 SH DEFINED 03 8200 SCI SYS INC COM 783890106 546 21400 SH DEFINED 01 21400 SCI SYS INC COM 783890106 1051 41218 SH DEFINED 03 41218 SCM MICROSYSTEMS INC COM 784018103 451 43400 SH DEFINED 03 43400 SCP POOL CORP COM 784028102 1958 56850 SH DEFINED 03 56850 SCPIE HLDGS INC COM 78402P104 516 25550 SH DEFINED 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MED INC COM 790849103 1788 29800 SH DEFINED 01 29800 ST JUDE MED INC COM 790849103 11070 184501 SH DEFINED 03 184501 ST MARY LD & EXPL CO COM 792228108 1565 67000 SH DEFINED 03 67000 ST PAUL COS INC COM 792860108 8426 166200 SH DEFINED 01 166200 ST PAUL COS INC COM 792860108 37503 739712 SH DEFINED 03 739712 SAKS INC COM 79377W108 60 6200 SH DEFINED 01 6200 SAKS INC COM 79377W108 326 33940 SH DEFINED 03 33940 SALTON INC COM 795757103 588 33050 SH DEFINED 03 33050 SAMSONITE CORP NEW COM 79604V105 65 22955 SH DEFINED 03 22955 SANDISK CORP COM 80004C101 1032 37000 SH DEFINED 01 37000 SANDISK CORP COM 80004C101 1534 55000 SH DEFINED 03 55000 SANMINA CORP COM 800907107 4359 186200 SH DEFINED 01 186200 SANMINA CORP COM 800907107 11496 491086 SH DEFINED 03 491086 SANTANDER BANCORP COM 802809103 233 11900 SH DEFINED 03 11900 SAPIENT CORP COM 803062108 229 23500 SH DEFINED 01 23500 SAPIENT CORP COM 803062108 1641 168300 SH DEFINED 03 168300 SARA LEE CORP COM 803111103 26168 1381600 SH DEFINED 01 1381600 SARA LEE CORP COM 803111103 37773 1994365 SH DEFINED 03 1994365 SAVVIS COMMUNICATIONS CORP COM 805423100 10 13200 SH DEFINED 03 13200 SAWTEK INC COM 805468105 153 6500 SH DEFINED 01 6500 SAWTEK INC COM 805468105 596 25329 SH DEFINED 03 25329 SCANA CORP NEW COM 80589M102 28 1000 SH DEFINED 01 1000 SCANA CORP NEW COM 80589M102 2021 71160 SH DEFINED 03 71160 SCANSOFT INC COM 80603P107 17 14175 SH DEFINED 03 14175 SCHEIN HENRY INC COM 806407102 444 11077 SH DEFINED 03 11077 SCHERING PLOUGH CORP COM 806605101 40737 1124100 SH DEFINED 01 1124100 SCHERING PLOUGH CORP COM 806605101 101866 2810884 SH DEFINED 03 2810884 SCHLUMBERGER LTD COM 806857108 8814 167400 SH DEFINED 01 167400 SCHLUMBERGER LTD COM 806857108 44820 851278 SH DEFINED 03 851278 SCHOLASTIC CORP COM 807066105 2466 54800 SH DEFINED 03 54800 SCHOOL SPECIALTY INC COM 807863105 1238 47900 SH DEFINED 03 47900 SCHULMAN A INC COM 808194104 1053 78000 SH DEFINED 03 78000 SCHWAB CHARLES CORP NEW COM 808513105 14874 944350 SH DEFINED 01 944350 SCHWAB CHARLES CORP NEW COM 808513105 31220 1982248 SH DEFINED 03 1982248 SCHWEITZER-MAUDUIT INTL INC COM 808541106 873 37000 SH DEFINED 03 37000 SCIENTIFIC ATLANTA INC COM 808655104 14328 352900 SH DEFINED 01 352900 SCIENTIFIC ATLANTA INC COM 808655104 18965 467116 SH DEFINED 03 467116 SCIOS INC COM 808905103 208 8300 SH DEFINED 03 8300 SCOTTS CO CL A 810186106 3189 76925 SH DEFINED 03 76925 SCRIPPS E W CO OHIO CL A 811054204 104 1500 SH DEFINED 01 1500 SCRIPPS E W CO OHIO CL A 811054204 616 8930 SH DEFINED 03 8930 SEACOR SMIT INC COM 811904101 2445 52312 SH DEFINED 03 52312 SEALED AIR CORP NEW COM 81211K100 3857 103552 SH DEFINED 01 103552 SEALED AIR CORP NEW COM 81211K100 4406 118289 SH DEFINED 03 118289 SEARS ROEBUCK & CO COM 812387108 1240 29300 SH DEFINED 01 29300 SEARS ROEBUCK & CO COM 812387108 57764 1365247 SH DEFINED 03 1365247 SECURITY CAP GROUP INC CL B 81413P204 357 16700 SH DEFINED 03 16700 SEITEL INC COM NEW 816074306 1310 99994 SH DEFINED 03 99994 SELECTIVE INS GROUP INC COM 816300107 4018 150600 SH DEFINED 03 150600 SEMTECH CORP COM 816850101 1488 49600 SH DEFINED 01 49600 SEMTECH CORP COM 816850101 1320 44000 SH DEFINED 03 44000 SEMPRA ENERGY COM 816851109 3948 144410 SH DEFINED 01 144410 SEMPRA ENERGY COM 816851109 22607 826895 SH DEFINED 03 826895 SENSIENT TECHNOLOGIES CORP COM 81725T100 687 33500 SH DEFINED 03 33500 SENSORMATIC ELECTRS CORP COM 817265101 543 31939 SH DEFINED 03 31939 SEPRACOR INC COM 817315104 167 4200 SH DEFINED 01 4200 SEPRACOR INC COM 817315104 4360 109555 SH DEFINED 03 109555 SERENA SOFTWARE INC COM 817492101 1323 36400 SH DEFINED 03 36400 SERVICE CORP INTL COM 817565104 575 90350 SH DEFINED 03 90350 SERVICEMASTER CO COM 81760N109 37 3100 SH DEFINED 01 3100 SERVICEMASTER CO COM 81760N109 431 35933 SH DEFINED 03 35933 SHAW GROUP INC COM 820280105 7924 197600 SH DEFINED 03 197600 SHERWIN WILLIAMS CO COM 824348106 551 24800 SH DEFINED 01 24800 SHERWIN WILLIAMS CO COM 824348106 15984 719992 SH DEFINED 03 719992 SHOPKO STORES INC COM 824911101 952 130775 SH DEFINED 03 130775 SHURGARD STORAGE CTRS INC COM 82567D104 2847 91100 SH DEFINED 03 91100 SICOR INC COM 825846108 1439 62300 SH DEFINED 03 62300 SIEBEL SYS INC COM 826170102 11097 236600 SH DEFINED 01 236600 SIEBEL SYS INC COM 826170102 31184 664904 SH DEFINED 03 664904 SIERRA HEALTH SVCS INC COM 826322109 514 73400 SH DEFINED 03 73400 SIERRA PAC RES NEW COM 826428104 569 35600 SH DEFINED 03 35600 SIGMA ALDRICH CORP COM 826552101 8971 232300 SH DEFINED 01 232300 SIGMA ALDRICH CORP COM 826552101 4503 116603 SH DEFINED 03 116603 SILICON GRAPHICS INC COM 827056102 91 65400 SH DEFINED 03 65400 SILICON STORAGE TECHNOLOGY INC COM 827057100 113 11200 SH DEFINED 03 11200 SILICON IMAGE INC COM 82705T102 52 10300 SH DEFINED 03 10300 SILICON VY BANCSHARES COM 827064106 1155 52500 SH DEFINED 03 52500 SIMON PPTY GROUP INC NEW COM 828806109 72 2400 SH DEFINED 01 2400 SIMON PPTY GROUP INC NEW COM 828806109 11269 376004 SH DEFINED 03 376004 SIMON WORLDWIDE INC COM 828815100 56 20400 SH DEFINED 03 20400 SIMPSON MANUFACTURING CO INC COM 829073105 2036 33650 SH DEFINED 03 33650 SINCLAIR BROADCAST GROUP INC CL A 829226109 137 13300 SH DEFINED 03 13300 SIRIUS SATELLITE RADIO INC COM 82966U103 141 11600 SH DEFINED 03 11600 SITEL CORP COM 82980K107 48 29900 SH DEFINED 03 29900 SIPEX CORP COM 829909100 158 10500 SH DEFINED 03 10500 SIX FLAGS INC COM 83001P109 23 1100 SH DEFINED 01 1100 SIX FLAGS INC COM 83001P109 375 17800 SH DEFINED 03 17800 SKECHERS U S A INC CL A 830566105 1239 42400 SH DEFINED 03 42400 SKY FINL GROUP INC COM 83080P103 336 17759 SH DEFINED 03 17759 SKYLINE CORP COM 830830105 718 26400 SH DEFINED 03 26400 SKYWEST INC COM 830879102 4368 156000 SH DEFINED 03 156000 SMITH A O COM 831865209 1538 85900 SH DEFINED 03 85900 SMITH INTL INC COM 832110100 229 3800 SH DEFINED 01 3800 SMITH INTL INC COM 832110100 14429 239131 SH DEFINED 03 239131 SMITH CHARLES E RESDNTL RLTY COM 832197107 2713 54100 SH DEFINED 03 54100 SMITHFIELD FOODS INC COM 832248108 6158 152800 SH DEFINED 03 152800 SMURFIT-STONE CONTAINER CORP COM 832727101 37 2300 SH DEFINED 01 2300 SMURFIT-STONE CONTAINER CORP COM 832727101 353 21786 SH DEFINED 03 21786 SNAP ON INC COM 833034101 225 9300 SH DEFINED 01 9300 SNAP ON INC COM 833034101 12307 509403 SH DEFINED 03 509403 SOLA INTL INC COM 834092108 1088 77100 SH DEFINED 03 77100 SOLECTRON CORP COM 834182107 11302 617600 SH DEFINED 01 617600 SOLECTRON CORP COM 834182107 17298 945227 SH DEFINED 03 945227 SOLUTIA INC COM 834376105 1144 89722 SH DEFINED 03 89722 SOMERA COMMUNICATION COM 834458101 124 17300 SH DEFINED 03 17300 SONIC CORP COM 835451105 2310 72799 SH DEFINED 03 72799 SONICBLUE INC COM 83546Q109 865 262056 SH DEFINED 03 262056 SONICWALL INC COM 835470105 250 9900 SH DEFINED 03 9900 SONOCO PRODS CO COM 835495102 30 1200 SH DEFINED 01 1200 SONOCO PRODS CO COM 835495102 911 36617 SH DEFINED 03 36617 SOTHEBYS HLDGS INC CL A 835898107 568 35200 SH DEFINED 03 35200 SONUS NETWORKS INC COM 835916107 425 18200 SH DEFINED 03 18200 SOUTH FINL GROUP INC COM 837841105 2217 117400 SH DEFINED 03 117400 SOUTHERN CO COM 842587107 8068 347000 SH DEFINED 01 347000 SOUTHERN CO COM 842587107 36810 1583244 SH DEFINED 03 1583244 SOUTHERN UN CO NEW COM 844030106 2890 141644 SH DEFINED 03 141644 SOUTHTRUST CORP COM 844730101 2473 95100 SH DEFINED 01 95100 SOUTHTRUST CORP COM 844730101 33406 1284839 SH DEFINED 03 1284839 SOUTHWEST AIRLS CO COM 844741108 14307 773746 SH DEFINED 01 773746 SOUTHWEST AIRLS CO COM 844741108 27096 1465453 SH DEFINED 03 1465453 SOUTHWEST BANCORPORATION TEX COM 84476R109 2986 98850 SH DEFINED 03 98850 SOUTHWEST GAS CORP COM 844895102 2096 88525 SH DEFINED 03 88525 SOUTHWEST SECS GROUP INC COM 845224104 1079 52130 SH DEFINED 03 52130 SOUTHWESTERN ENERGY CO COM 845467109 948 77400 SH DEFINED 03 77400 SOVEREIGN BANCORP INC COM 845905108 4635 356557 SH DEFINED 03 356557 SPACELABS MED INC COM 846247104 337 27595 SH DEFINED 03 27595 SPARTAN MTRS INC COM 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SH DEFINED 03 101775 STATION CASINOS INC COM 857689103 163 10200 SH DEFINED 03 10200 STEAK N SHAKE CO COM 857873103 725 78378 SH DEFINED 03 78378 STEEL DYNAMICS INC COM 858119100 1545 123600 SH DEFINED 03 123600 STEEL TECHNOLOGIES INC COM 858147101 185 25900 SH DEFINED 03 25900 STEIN MART INC COM 858375108 1246 120500 SH DEFINED 03 120500 STERLING BANCSHARES INC COM 858907108 1634 85200 SH DEFINED 03 85200 STERIS CORP COM 859152100 2225 110968 SH DEFINED 03 110968 STEWART & STEVENSON SVCS INC COM 860342104 875 26500 SH DEFINED 03 26500 STEWART ENTERPRISES INC CL A 860370105 193 26500 SH DEFINED 03 26500 STILLWATER MNG CO COM 86074Q102 3502 119719 SH DEFINED 03 119719 STILWELL FINL INC COM 860831106 7729 230300 SH DEFINED 01 230300 STILWELL FINL INC COM 860831106 14808 441243 SH DEFINED 03 441243 STMICROELECTRONICS N V NY REGISTRY 861012102 1995 59581 SH DEFINED 03 59581 STONE ENERGY CORP COM 861642106 3444 77746 SH DEFINED 03 77746 STORAGE USA INC COM 861907103 281 7800 SH DEFINED 03 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513 22400 SH DEFINED 03 22400 TITAN INTL INC ILL COM 88830M102 210 51425 SH DEFINED 03 51425 TITAN PHARMACEUTICALS INC DEL COM 888314101 252 8400 SH DEFINED 03 8400 TOLL BROTHERS INC COM 889478103 4432 112750 SH DEFINED 03 112750 TOO INC COM 890333107 694 25336 SH DEFINED 03 25336 TOOTSIE ROLL INDS INC COM 890516107 39 1000 SH DEFINED 01 1000 TOOTSIE ROLL INDS INC COM 890516107 429 11140 SH DEFINED 03 11140 TORCHMARK CORP COM 891027104 1303 32400 SH DEFINED 01 32400 TORCHMARK CORP COM 891027104 28637 712180 SH DEFINED 03 712180 TORO CO COM 891092108 1883 41900 SH DEFINED 03 41900 TOSCO CORP COM NEW 891490302 4762 108100 SH DEFINED 01 108100 TOSCO CORP COM NEW 891490302 9879 224264 SH DEFINED 03 224264 TOTAL FINA ELF S A SPONSORED ADR 89151E109 7162 102029 SH DEFINED 03 102029 TOWER AUTOMOTIVE INC COM 891707101 1365 133175 SH DEFINED 03 133175 TOTAL SYS SVCS INC COM 891906109 635 22350 SH DEFINED 03 22350 TOYS R US INC COM 892335100 3653 147600 SH DEFINED 01 147600 TOYS R US INC COM 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01 369200 US AIRWAYS GROUP INC COM 911905107 2388 98254 SH DEFINED 03 98254 U S INDS INC NEW COM 912080108 109 26630 SH DEFINED 03 26630 UNITED STATIONERS INC COM 913004107 3576 113300 SH DEFINED 03 113300 UNITED TECHNOLOGIES CORP COM 913017109 11766 160600 SH DEFINED 01 160600 UNITED TECHNOLOGIES CORP COM 913017109 55095 752045 SH DEFINED 03 752045 UNITED TELEVISION INC COM 913066106 214 1700 SH DEFINED 03 1700 UNITEDHEALTH GROUP INC COM 91324P102 19853 321500 SH DEFINED 01 321500 UNITEDHEALTH GROUP INC COM 91324P102 65584 1062083 SH DEFINED 03 1062083 UNITRIN INC COM 913275103 69 1800 SH DEFINED 01 1800 UNITRIN INC COM 913275103 1266 32960 SH DEFINED 03 32960 UNIVERSAL ACCESS INC COM 913363107 82 13200 SH DEFINED 03 13200 UNIVERSAL CORP VA COM 913456109 1333 33608 SH DEFINED 03 33608 UNIVERSAL FST PRODS INC COM 913543104 1242 55200 SH DEFINED 03 55200 UNIVERSAL HLTH SVCS INC CL B 913903100 1297 28500 SH DEFINED 01 28500 UNIVERSAL HLTH SVCS INC CL B 913903100 10472 230150 SH DEFINED 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