-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, Cd0DF08hJcFVSI4uwKGRRccRcEiYUsJZwLcaGO9HHHbQLMqxNKwOXSpOFBbR7ff/ d2wT4N6sAwtJ+xBofGxTGg== 0000909567-04-000237.txt : 20040218 0000909567-04-000237.hdr.sgml : 20040218 20040218133037 ACCESSION NUMBER: 0000909567-04-000237 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20031231 FILED AS OF DATE: 20040218 EFFECTIVENESS DATE: 20040218 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MANUFACTURERES LIFE INSURANCE CO CENTRAL INDEX KEY: 0000928047 IRS NUMBER: 380788610 STATE OF INCORPORATION: MI FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04428 FILM NUMBER: 04612590 BUSINESS ADDRESS: STREET 1: 200 BLOOR STREET EAST ST-11 STREET 2: TORONTO ONTARIO CITY: CANADA M4W 1E5 STATE: A6 BUSINESS PHONE: 4169266302 MAIL ADDRESS: STREET 1: GEORGENA MOORE, OPER. DEPT. NT-5 STREET 2: 200 FLOOR ST., E CITY: TORONTO M4W1E5 STATE: A6 13F-HR 1 t11862e13fvhr.txt 13F-HR 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, 2003 Check here if Amendment [ ]; Amendment Number: --------- This Amendment (Check only one.): [ ] is a restatement [ ] adds new holdings entries Institutional Investment Manager Filing This Report: Name: The Manufacturers Life Insurance Company Address: 200 Bloor Street, East Compliance Dept. NT - 5 Toronto, Ontario, Canada M4W 1E5 Form 13F File Number: 28 - 4428 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: Gordon Pansegrau Title: Chief Compliance Officer, Investments Phone: (416) 926-5685 Signature, Place and Date of Signing: Toronto, Ontario, Canada November 12, 2003 ------------------------ ----------------- [Signature] [City, Province, Country] [Date] Report Type (check only one.): [ ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report. [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s). [X] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this report manager are reported in this report and a portion are reported by other reporting manager(s). FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 1,909 Form 13F Information Table Value Total: 17,384,809,499
List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file numbers(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name 13-F 12-31-2003 FILING
INVESTMENT VOTING SECURITY NAME CUSIP NUMBER MARKET VALUE SHARES DISCRETION SHARED AUTHORITY 02MICRO INTERNATIONAL LIMITED G6797E106 2,051,840 91,600 DEFINED SOLE 3COM CORP '885535104 612,260 74,940 DEFINED SOLE 3M CO 88579Y101 56,252,809 657,997 DEFINED SOLE 99 CENTS ONLY STORES 65440K106 5,685,733 208,804 DEFINED SOLE AAIPHARMA INC 00252W104 1,084,732 43,182 DEFINED SOLE AARON RENTS INC '002535201 7,234,460 359,387 DEFINED SOLE AARON RENTS INC '002535300 271,803 14,700 DEFINED SOLE ABBOTT LABS '002824100 89,697,262 1,909,461 DEFINED SOLE ABERCROMBIE AND FITCH CO '002896207 535,903 21,179 DEFINED SOLE ABGENIX INC 00339B107 2,576,927 206,816 DEFINED SOLE ABITIBI CONSOLIDATED INC '003924107 4,350,204 536,400 DEFINED SOLE ABLE LABORATORIES INC 00371N407 939,514 51,993 DEFINED SOLE ACCENTURE LTD BERMUDA G1150G111 42,864,295 1,619,549 DEFINED SOLE ACCREDO HEALTH INC 00437V104 1,179,211 37,305 DEFINED SOLE ACE LTD G0070K103 29,206,193 702,494 DEFINED SOLE ACLARA BIOSCIENCES INC 00461P106 152,935 41,900 DEFINED SOLE ACTEL CORP '004934105 4,778,428 198,275 DEFINED SOLE ACTIVISION INC NEW '004930202 1,846,316 94,029 DEFINED SOLE ACTUANT CORP 00508X203 1,538,174 42,491 DEFINED SOLE ACXIOM CORP '005125109 564,788 30,414 DEFINED SOLE ADAPTEC INC 00651F108 185,050 20,957 DEFINED SOLE ADC TELECOMMUNICATIONS INC '000886101 811,828 249,902 DEFINED SOLE ADOBE SYS INC 00724F101 27,415,693 697,915 DEFINED SOLE ADOLOR CORP 00724X102 3,392,449 169,453 DEFINED SOLE ADTRAN INC 00738A106 4,048,166 130,586 DEFINED SOLE ADVANCE AUTO PARTS 00751Y106 5,138,122 64,390 DEFINED SOLE ADVANCED ENERGY INDS INC '007973100 7,885,335 302,700 DEFINED SOLE ADVANCED FIBRE COMMUNICATIONS 00754A105 10,133,012 502,879 DEFINED SOLE ADVANCED MED OPTICS INC 00763M108 1,916,700 97,542 DEFINED SOLE ADVANCED MICRO DEVICES INC '007903107 699,289 46,127 DEFINED SOLE ADVANCED NEUROMODULATION SYS 00757T101 1,742,412 37,895 DEFINED SOLE ADVANCEPCS 00790K109 6,426,368 123,954 DEFINED SOLE
ADVENT SOFTWARE INC '007974108 220,472 12,649 DEFINED SOLE ADVISORY BRD CO 00762W107 2,735,164 78,349 DEFINED SOLE ADVO INC '007585102 1,634,878 51,476 DEFINED SOLE AEROFLEX INC '007768104 2,704,540 231,355 DEFINED SOLE AEROPOSTALE '007865108 2,078,683 75,809 DEFINED SOLE AES CORP 00130H105 18,377,569 1,945,338 DEFINED SOLE AETNA INC 00817Y108 22,050,431 320,261 DEFINED SOLE AFFILIATED COMPUTER SVCS INC '008190100 33,723,601 620,477 DEFINED SOLE AFFILIATED MANAGERS GROUP INC '008252108 911,768 13,102 DEFINED SOLE AFFYMETRIX INC 00826T108 520,571 21,460 DEFINED SOLE AFLAC INC '001055102 16,516,455 448,149 DEFINED SOLE AGCO CORP '001084102 1,535,776 76,255 DEFINED SOLE AGERE SYS INC 00845V100 5,047,778 1,664,373 DEFINED SOLE AGILENT TECHNOLOGIES INC 00846U101 23,469,391 787,691 DEFINED SOLE AGL RES INC '001204106 644,885 22,161 DEFINED SOLE AGRIUM INC '008916108 875,951 53,100 DEFINED SOLE AIR PRODS + CHEMS INC '009158106 13,060,002 246,683 DEFINED SOLE AIRGAS INC '009363102 5,644,063 262,759 DEFINED SOLE AIRTRAN HOLDINGS INC 00949P108 1,339,024 112,523 DEFINED SOLE AK STL HLDG CORP '001547108 104,417 20,474 DEFINED SOLE AKAMAI TECHNOLOGIES INC 00971T101 1,592,828 148,170 DEFINED SOLE ALARIS MEDICAL SYSTEMS INC '011637105 2,451,244 161,160 DEFINED SOLE ALASKA AIR GROUP INC '011659109 2,249,597 82,433 DEFINED SOLE ALBEMARLE CORP '012653101 407,083 13,583 DEFINED SOLE ALBERTO CULVER CO '013068101 7,402,736 117,284 DEFINED SOLE ALBERTSONS INC '013104104 5,899,529 211,847 DEFINED SOLE ALCAN INC '013716105 1,902,618 40,270 DEFINED SOLE ALCATEL ALSTHOM '013904305 3,145,974 261,580 DEFINED SOLE ALCOA INC '013817101 65,001,050 1,699,568 DEFINED SOLE ALCON INC H01301102 4,956,922 86,400 DEFINED SOLE ALEXANDER + BALDWIN INC '014482103 1,410,634 41,871 DEFINED SOLE ALEXION PHARMACEUTICALS INC '015351109 557,524 32,757 DEFINED SOLE ALKERMES INC 01642T108 3,177,468 235,368 DEFINED SOLE ALLEGHENY ENERGY INC '017361106 3,536,220 276,840 DEFINED SOLE ALLEGHENY TECHNOLOGIES INC 01741R102 347,874 26,128 DEFINED SOLE ALLERGAN INC '018490102 36,149,939 469,908 DEFINED SOLE ALLETE INC '018522102 533,083 17,421 DEFINED SOLE ALLIANCE DATA SYSTEMS CORP '018581108 7,750,372 279,999 DEFINED SOLE
ALLIANCE GAMING CORP 01859P609 998,152 40,493 DEFINED SOLE ALLIANCE RESOURCE PARTNERS L P 01877R108 764,783 22,245 DEFINED SOLE ALLIANT ENERGY CORP '018802108 717,269 27,315 DEFINED SOLE ALLIANT TECHSYSTEMS INC '018804104 5,423,664 93,900 DEFINED SOLE ALLIED CAP CORP NEW 01903Q108 7,557,459 271,071 DEFINED SOLE ALLIED WASTE INDUSTRIES INC '019589308 397,500 28,058 DEFINED SOLE ALLMERICA FINL CORP '019754100 614,785 19,980 DEFINED SOLE ALLOY INC '019855105 436,676 83,815 DEFINED SOLE ALLSTATE CORP '020002101 19,014,029 434,164 DEFINED SOLE ALLTEL CORP '020039103 22,256,322 470,828 DEFINED SOLE ALPHARMA INC '020813101 1,508,666 75,058 DEFINED SOLE ALTANA AG ADR 02143N103 464,310 7,700 DEFINED SOLE ALTERA CORP '021441100 29,483,191 1,303,210 DEFINED SOLE ALTRIA GROUP INC 02209S103 108,705,394 1,953,272 DEFINED SOLE ALUMINUM CORP CHINA LTD 1 '022276109 3,719,100 48,300 DEFINED SOLE AMAZON COM INC '023135106 7,553,862 148,571 DEFINED SOLE AMB PPTY CORP 00163T109 537,259 16,340 DEFINED SOLE AMBAC FINL GROUP INC '023139108 8,964,726 129,474 DEFINED SOLE AMDOCS LTD 01299H225 2,805,504 124,800 DEFINED SOLE AMDOCS LTD G02602103 7,534,945 342,850 DEFINED SOLE AMERADA HESS CORP '023551104 22,585,796 424,577 DEFINED SOLE AMERADA HESS CORP '023551401 521,008 7,350 DEFINED SOLE AMEREN CORP '023608102 12,726,870 276,296 DEFINED SOLE AMERICA MOVIL S A DEC V 02364W105 1,071,469 41,100 DEFINED SOLE AMERICAN AXLE + MFG HLDGS INC '024061103 3,615,364 86,843 DEFINED SOLE AMERICAN CAP STRATEGIES LTD '024937104 7,637,161 256,884 DEFINED SOLE AMERICAN EAGLE OUTFITTERS INC '02553E106 691,025 41,931 DEFINED SOLE AMERICAN ELEC PWR INC '025537101 2,611,741 77,959 DEFINED SOLE AMERICAN EXPRESS CO '025816109 141,972,974 2,924,768 DEFINED SOLE AMERICAN FINL GROUP INC OHIO '025932104 1,750,991 66,175 DEFINED SOLE AMERICAN FINL RLTY TR 02607P305 403,386 23,659 DEFINED SOLE AMERICAN GREETINGS CORP '026375105 2,958,890 135,141 DEFINED SOLE AMERICAN INTL GROUP INC '026874107 189,236,723 2,837,228 DEFINED SOLE AMERICAN ITALIAN PASTA CO '027070101 3,334,234 79,576 DEFINED SOLE AMERICAN MED SYS HLDGS 02744M108 3,126,643 143,424 DEFINED SOLE AMERICAN PHARMACEUTICAL PART 02886P109 2,320,315 69,057 DEFINED SOLE AMERICAN PWR CONVERSION CORP '029066107 6,237,218 247,772 DEFINED SOLE AMERICAN STD COS INC DEL '029712106 15,828,129 155,978 DEFINED SOLE
AMERICAN TOWER CORP '029912201 13,359,080 1,235,566 DEFINED SOLE AMERICREDIT CORP 03060R101 6,181,175 388,021 DEFINED SOLE AMERISOURCEBERGEN CORP '03073E105 9,712,877 171,851 DEFINED SOLE AMERON INTL CORP '030710107 3,188,462 91,913 DEFINED SOLE AMERUS GROUP CO 03072M108 511,226 14,619 DEFINED SOLE AMETEK INC NEW '031100100 3,855,862 79,503 DEFINED SOLE AMGEN INC '031162100 114,592,711 1,831,916 DEFINED SOLE AMKOR TECHNOLOGY INC '031652100 685,607 37,650 DEFINED SOLE AMN HEALTHCARE SVCS INC '001744101 864,332 50,369 DEFINED SOLE AMR CORP DEL '001765106 497,876 38,446 DEFINED SOLE AMSOUTH BANCORPORATION '032165102 2,976,800 119,039 DEFINED SOLE AMSURG CORP 03232P405 1,055,843 27,866 DEFINED SOLE AMYLIN PHARMACEUTICALS INC '032346108 2,704,885 121,732 DEFINED SOLE ANADARKO PETE CORP '032511107 26,235,664 510,821 DEFINED SOLE ANALOG DEVICES INC '032654105 68,797,272 1,500,884 DEFINED SOLE ANALOGIC CORP '032657207 2,153,033 52,513 DEFINED SOLE ANC RENT CORP '001813104 69 694,000 DEFINED SOLE ANDREW CORP '034425108 540,862 46,636 DEFINED SOLE ANGIOTECH PHARMACEUTICALS INC '034918102 5,943,356 129,180 DEFINED SOLE ANHEUSER BUSCH COS INC '035229103 19,927,893 374,061 DEFINED SOLE ANNALY MTG MGMT INC '035710409 2,421,366 131,596 DEFINED SOLE ANNTAYLOR STORES CORP '036115103 399,554 9,824 DEFINED SOLE ANTEON INTERNATIONAL CORP '03674E108 2,391,514 66,026 DEFINED SOLE ANTHEM INC 03674B104 12,005,157 159,476 DEFINED SOLE ANTHRACITE CAP INC '037023108 1,301,301 117,552 DEFINED SOLE ANWORTH MTG ASSET CORP 1 '037347101 470,151 33,751 DEFINED SOLE AON CORP '037389103 16,540,683 690,198 DEFINED SOLE APACHE CORP '037411105 2,789,851 35,097 DEFINED SOLE APARTMENT INVT. + MGMT CO 03748R101 625,099 17,901 DEFINED SOLE APOGENT TECHNOLOGIES INC 03760A101 590,411 24,275 DEFINED SOLE APOLLO GROUP INC '037604105 37,754,870 556,289 DEFINED SOLE APOLLO GROUP INC '037604204 1,694,231 25,300 DEFINED SOLE APPLE COMPUTER '037833100 7,368,089 343,949 DEFINED SOLE APPLEBEES INTL INC '037899101 2,891,921 73,642 DEFINED SOLE APPLERA CORP APPLIED BIOSYS '038020103 18,042,171 870,701 DEFINED SOLE APPLERA CORP CELERA GENOMICS '038020202 1,564,513 112,474 DEFINED SOLE APPLIED FILMS CORP '038197109 1,312,248 39,741 DEFINED SOLE APPLIED MATERIALS INC '038222105 65,729,715 2,897,878 DEFINED SOLE
APPLIED MICRO CIRCUITS CORP 03822W109 8,229,660 1,375,516 DEFINED SOLE APRIA HEALTHCARE GROUP INC '037933108 291,419 10,236 DEFINED SOLE APTARGROUP INC '038336103 8,719,815 223,585 DEFINED SOLE AQUANTIVE INC 03839G105 3,579,362 349,206 DEFINED SOLE AQUILA INC DEL NEW 03840P102 247,073 72,883 DEFINED SOLE ARACRUZ CELULOSE S A '038496204 1,247,424 35,600 DEFINED SOLE ARAMARK CORP '038521100 338,950 12,145 DEFINED SOLE ARBITRON INC 03875Q108 2,197,976 52,684 DEFINED SOLE ARCH CHEMICALS INC 03937R102 4,741,455 184,780 DEFINED SOLE ARCH COAL INC '039380100 4,584,427 146,894 DEFINED SOLE ARCHER DANIELS MIDLAND CO '039483102 12,925,442 847,747 DEFINED SOLE ARCHSTONE SMITH TR '039583109 29,757,262 1,063,519 DEFINED SOLE ARDEN RLTY INC '039793104 18,193,563 599,656 DEFINED SOLE ARGOSY GAMING CORP '040228108 3,697,467 142,265 DEFINED SOLE ARIBA INC 04033V104 640,098 213,366 DEFINED SOLE ARKANSAS BEST CORP '040790107 441,867 16,048 DEFINED SOLE ARRIS GROUP INC 04269Q100 2,309,263 318,959 DEFINED SOLE ARROW ELECTRS INC '042735100 693,196 27,764 DEFINED SOLE ARROW INTERNATIONAL INC '042764100 2,365,606 94,700 DEFINED SOLE ARVINMERITOR INC '043353101 332,687 13,793 DEFINED SOLE ASCENTIAL SOFTWARE CORP 04362P207 1,916,538 73,912 DEFINED SOLE ASE TEST LIMITED Y02516105 748,500 50,000 DEFINED SOLE ASHLAND INC '044204105 5,187,264 114,511 DEFINED SOLE ASM INTERNATIONAL N V N07045102 1,671,824 82,600 DEFINED SOLE ASML HOLDING N V N07059111 9,294,726 450,100 DEFINED SOLE ASPECT COMMUNICATIONS INC 04523Q102 2,567,887 162,937 DEFINED SOLE ASPECT MED SYS INC '045235108 667,291 58,483 DEFINED SOLE ASPEN TECHNOLOGY INC '045327103 5,513,519 537,380 DEFINED SOLE ASSOCIATED BANC CORP '045487105 624,311 14,638 DEFINED SOLE ASTORIA FINL CORP '046265104 592,856 15,937 DEFINED SOLE ASTRAZENECA PLC '046353108 52,976,100 1,095,000 DEFINED SOLE ASYST TECHNOLOGIES INC 04648X107 863,249 49,755 DEFINED SOLE AT + T WIRELESS SVCS INC 00209A106 18,085,358 2,276,637 DEFINED SOLE AT RD INC 04648K105 932,702 70,128 DEFINED SOLE AT+T CORP '001957505 26,085,796 1,227,486 DEFINED SOLE ATMEL CORP '049513104 568,708 94,627 DEFINED SOLE ATMI INC 00207R101 3,499,185 151,218 DEFINED SOLE ATMOS ENERGY CORP '049560105 202,589 8,337 DEFINED SOLE
ATWOOD OCEANICS INC '050095108 5,366,623 168,022 DEFINED SOLE AUTODESK INCORPORATED '052769106 1,301,009 52,672 DEFINED SOLE AUTOLIV '052800109 4,016,119 102,650 DEFINED SOLE AUTOMATIC DATA PROCESSING INC '053015103 15,517,338 377,458 DEFINED SOLE AUTONATION INC DEL 05329W102 7,287,044 387,378 DEFINED SOLE AUTOZONE INC '053332102 4,108,758 47,783 DEFINED SOLE AVALONBAY CMNTYS INC '053484101 13,642,464 285,071 DEFINED SOLE AVANEX CORP 05348W109 63,687 12,763 DEFINED SOLE AVANT IMMUNOTHERAPEUTICS INC '053491106 38,012 13,873 DEFINED SOLE AVAYA INC '053499109 5,653,854 435,966 DEFINED SOLE AVERY DENNISON CORP '053611109 888,154 15,599 DEFINED SOLE AVID TECHNOLOGY INC 05367P100 1,671,744 34,828 DEFINED SOLE AVNET INC '053807103 3,895,329 173,123 DEFINED SOLE AVOCENT CORP '053893103 13,699,784 375,131 DEFINED SOLE AVON PRODS INC '054303102 21,223,342 312,482 DEFINED SOLE AXCELIS TECHNOLOGIES INC '054540109 194,527 19,034 DEFINED SOLE BAKER HUGHES INC '057224107 33,524,086 1,037,795 DEFINED SOLE BALL CORP '058498106 10,932,841 183,340 DEFINED SOLE BANCO BRADESCO S A '059460204 676,096 25,600 DEFINED SOLE BANDAG INC '059815100 532,469 12,924 DEFINED SOLE BANK AMER CORP '060505104 131,461,816 1,616,958 DEFINED SOLE BANK HAWAII CORP '062540109 502,596 11,752 DEFINED SOLE BANK NEW YORK INC '064057102 32,251,224 971,982 DEFINED SOLE BANK ONE CORP 06423A103 130,775,889 2,849,801 DEFINED SOLE BANKNORTH GROUP INC NEW 06646R107 1,232,051 37,609 DEFINED SOLE BANKUNITED FINL CORP 06652B103 1,432,248 55,535 DEFINED SOLE BANTA CORP '066821109 364,136 8,991 DEFINED SOLE BARD C R INC '067383109 3,304,879 40,696 DEFINED SOLE BARNES + NOBLE INC '067774109 1,937,657 58,985 DEFINED SOLE BARR LABS INC '068306109 506,870 9,100 DEFINED SOLE BARRICK GOLD CORP '067901108 1,505,673 66,300 DEFINED SOLE BAUSCH + LOMB INC '071707103 23,337,423 449,540 DEFINED SOLE BAXTER INTL INC '071813109 27,537,111 899,393 DEFINED SOLE BB+T CORP '054937107 2,837,863 72,181 DEFINED SOLE BEA SYS INC '073325102 9,863,503 801,961 DEFINED SOLE BEAR STEARNS COS INC '073902108 18,787,648 231,152 DEFINED SOLE BEARINGPOINT INC '074002106 7,503,681 743,675 DEFINED SOLE BEAZER HOMES USA INC 07556Q105 1,538,829 15,757 DEFINED SOLE
BECKMAN COULTER INC '075811109 630,495 12,404 DEFINED SOLE BECTON DICKINSON + CO '075887109 14,538,034 346,528 DEFINED SOLE BED BATH + BEYOND INC '075896100 41,667,244 950,752 DEFINED SOLE BEDFORD PPTY INVS INC '076446301 4,758,735 166,215 DEFINED SOLE BELLSOUTH CORP '079860102 16,185,438 560,458 DEFINED SOLE BELO CORP '080555105 4,971,615 174,796 DEFINED SOLE BEMIS INC '081437105 6,088,689 121,651 DEFINED SOLE BENCHMARK ELECTRS INC 08160H101 955,848 27,459 DEFINED SOLE BERKLEY W R CORP '084423102 19,528,314 556,879 DEFINED SOLE BERKSHIRE HATHAWAY INC DEL '084670108 39,513,250 469 DEFINED SOLE BERKSHIRE HATHAWAY INC DEL '084670207 1,970,500 700 DEFINED SOLE BEST BUY CO INC '086516101 20,085,946 379,317 DEFINED SOLE BEVERLY ENTERPRISES INC '087851309 154,242 17,956 DEFINED SOLE BHP BILLITON LTD '088606108 969,419 41,080 DEFINED SOLE BIG LOTS INC '089302103 6,594,934 463,835 DEFINED SOLE BIO RAD LABORATORIES INC '090572207 217,820 3,777 DEFINED SOLE BIOCRYST PHARMACEUTICALS INC 09058V103 463,760 68,000 DEFINED SOLE BIOMARIN PHARMACEUTICAL INC 09061G101 891,128 114,703 DEFINED SOLE BIOMET INC '090613100 14,782,199 402,609 DEFINED SOLE BIOSPHERE MED INC 09066V103 345,534 86,600 DEFINED SOLE BIOTECH HOLDRS TR 09067D201 480,700 4,600 DEFINED SOLE BIOVAIL CORP 09067J109 5,438,062 252,700 DEFINED SOLE BISYS GROUP INC '055472104 10,675,025 714,528 DEFINED SOLE BJ SVCS CO '055482103 30,514,926 847,575 DEFINED SOLE BJS WHSL CLUB INC 05548J106 606,649 26,422 DEFINED SOLE BLACK + DECKER CORPORATION '091797100 11,012,314 222,852 DEFINED SOLE BLACK HILLS CORP '092113109 4,376,270 146,707 DEFINED SOLE BLACKROCK INC 09247X101 4,290,616 80,495 DEFINED SOLE BLOCK H + R INC '093671105 16,123,407 292,821 DEFINED SOLE BLOCKBUSTER INC '093679108 1,843,950 102,727 DEFINED SOLE BLYTH INC 09643P108 292,815 9,088 DEFINED SOLE BMC SOFTWARE INC '055921100 9,718,034 522,026 DEFINED SOLE BOARDWALK EQUITIES INC '096613104 2,808,873 203,100 DEFINED SOLE BOB EVANS FARMS INC '096761101 420,162 12,944 DEFINED SOLE BOEING CO '097023105 19,820,046 468,044 DEFINED SOLE BOISE CASCADE CORP '097383103 2,566,191 77,895 DEFINED SOLE BOK FINL CORP 05561Q201 2,389,140 61,703 DEFINED SOLE BOMBAY COMPANY INC '097924104 1,117,720 137,312 DEFINED SOLE
BONE CARE INTL INC '098072101 2,991,365 234,801 DEFINED SOLE BORDERS GROUP INC '099709107 6,996,667 319,191 DEFINED SOLE BORG WARNER INC '099724106 3,014,149 34,262 DEFINED SOLE BORLAND SOFTWARE CORP '099849101 3,155,021 324,257 DEFINED SOLE BOSTON PPTYS INC '101121101 19,371,946 401,991 DEFINED SOLE BOSTON SCIENTIFIC CORP '101137107 26,409,513 709,451 DEFINED SOLE BOWATER INC '102183100 2,323,013 50,133 DEFINED SOLE BP PLC '055622104 23,177,983 467,040 DEFINED SOLE BRADLEY PHARMACEUTICALS INC '104576103 1,808,226 71,106 DEFINED SOLE BRASIL TELECOM PARTICIPACOES '105530109 786,240 20,800 DEFINED SOLE BRE PPTYS INC '05564E106 9,946,052 297,786 DEFINED SOLE BRIGGS + STRATTON CORP '109043109 3,266,541 48,465 DEFINED SOLE BRINKER INTL INC '109641100 978,253 29,501 DEFINED SOLE BRINKS CO '109696104 3,428,874 151,653 DEFINED SOLE BRISTOL MYERS SQUIBB CO '110122108 46,327,910 1,597,225 DEFINED SOLE BRITISH SKY BROADCAST GRP PLC '111013108 3,895,637 76,475 DEFINED SOLE BROADCOM CORP '111320107 5,893,120 165,782 DEFINED SOLE BROOKFIELD PPTYS CORP '112900105 20,577,900 717,000 DEFINED SOLE BROOKS AUTOMATION INC NEW '114340102 243,007 15,500 DEFINED SOLE BROWN + BROWN INC '115236101 11,841,017 363,110 DEFINED SOLE BROWN FORMAN CORP '115637209 4,508,872 48,109 DEFINED SOLE BROWN SHOE INC NEW '115736100 1,920,092 50,622 DEFINED SOLE BROWN TOM INC '115660201 5,720,924 177,393 DEFINED SOLE BRUNSWICK CORP '117043109 585,590 16,812 DEFINED SOLE BUNGE LIMITED G16962105 7,850,358 238,917 DEFINED SOLE BURLINGTON NORTHN SANTA FE 12189T104 3,196,013 93,786 DEFINED SOLE BURLINGTON RES INC '122014103 3,330,593 59,998 DEFINED SOLE BUSINESS OBJECTS S A 12328X107 572,464 16,800 DEFINED SOLE C COR NET CORPORATION '125010108 682,837 61,351 DEFINED SOLE C H ROBINSON WORLDWIDE 12541W100 14,680,117 387,236 DEFINED SOLE C+D TECHNOLOGIES '124661109 3,990,351 208,156 DEFINED SOLE CABLE DESIGN TECHNOLOGIES CORP '126924109 5,303,902 589,978 DEFINED SOLE CABLEVISION NY GROUP CLASS A 12686C109 7,943,766 340,422 DEFINED SOLE CABOT CORP '127055101 5,282,824 165,874 DEFINED SOLE CABOT MICROELECTRONICS CORP 12709P103 4,275,789 87,261 DEFINED SOLE CABOT OIL + GAS CORP '127097103 597,067 20,343 DEFINED SOLE CACI INTL INC '127190304 2,365,960 49,270 DEFINED SOLE CADENCE DESIGN SYS INC '127387108 35,469,928 1,971,311 DEFINED SOLE
CAL DIVE INTL INC '127914109 1,194,265 49,534 DEFINED SOLE CALIFORNIA PIZZA KITCHEN INC 13054D109 1,835,635 91,189 DEFINED SOLE CALLAWAY GOLF CO '131193104 452,203 26,837 DEFINED SOLE CALPINE CORP '131347106 3,113,126 646,265 DEFINED SOLE CAMPBELL SOUP CO '134429109 23,138,079 861,039 DEFINED SOLE CANADIAN NATL RY CO '136375102 1,476,488 23,280 DEFINED SOLE CAPITAL ONE FINL CORP 14040H105 7,240,778 118,880 DEFINED SOLE CARBO CERAMICS INC '140781105 4,755,283 92,786 DEFINED SOLE CARDINAL HEALTH INC 14149Y108 32,850,679 535,849 DEFINED SOLE CAREER ED CORP '141665109 9,526,531 226,009 DEFINED SOLE CAREMARK RX INC '141705103 22,247,102 879,309 DEFINED SOLE CARLISLE COS INC '142339100 1,223,704 19,911 DEFINED SOLE CARMAX INC '143130102 2,226,960 72,000 DEFINED SOLE CARNIVAL CORP '143658300 34,819,471 874,801 DEFINED SOLE CARPENTER TECHNOLOGY CORP '144285103 4,424,825 149,639 DEFINED SOLE CARRAMERICA RLTY CORP '144418100 6,645,556 223,155 DEFINED SOLE CASELLA WASTE SYS INC '147448104 5,247,774 383,329 DEFINED SOLE CASEYS GEN STORES INC '147528103 5,635,836 319,130 DEFINED SOLE CATALINA MARKETING CORP '148867104 4,251,381 210,882 DEFINED SOLE CATERPILLAR INC '149123101 40,966,273 485,939 DEFINED SOLE CBRL GROUP INC 12489V106 4,036,484 108,066 DEFINED SOLE CCC INFORMATION SVCS GROUP INC 12487Q109 379,253 22,441 DEFINED SOLE CDW CORP 12512N105 23,327,589 407,057 DEFINED SOLE CEC ENTMT INC '125137109 960,453 20,267 DEFINED SOLE CELGENE CORP '151020104 5,443,162 122,144 DEFINED SOLE CEMEX S A '151290889 2,395,910 81,890 DEFINED SOLE CENDANT CORP '151313103 24,670,592 1,097,020 DEFINED SOLE CENTERPOINT ENERGY INC 15189T107 399,588 40,530 DEFINED SOLE CENTERPOINT PPTYS TR '151895109 21,325,903 284,725 DEFINED SOLE CENTEX CORP '152312104 1,011,091 9,155 DEFINED SOLE CENTRAL PKG CORP '154785109 1,209,882 81,037 DEFINED SOLE CENTURYBUSINESS SVCS INC '156490104 69,871 15,631 DEFINED SOLE CENTURYTEL INC '156700106 3,756,221 115,048 DEFINED SOLE CENTURYTEL INC '156700403 278,100 10,300 DEFINED SOLE CEPHALON INC '156708109 15,791,558 326,902 DEFINED SOLE CERIDIAN CORP NEW '156779100 2,193,242 102,956 DEFINED SOLE CERTEGY INC '156880106 10,831,550 329,587 DEFINED SOLE CHARLES RIV ASSOCS INC '159852102 613,952 19,192 DEFINED SOLE
CHARLES RIV LABORATORIES INTL '159864107 2,644,087 76,892 DEFINED SOLE CHARMING SHOPPES INC '161133103 988,313 183,021 DEFINED SOLE CHARTER COMMUNICATIONS INC DEL 16117M107 203,187 50,544 DEFINED SOLE CHARTER ONE FINL INC '160903100 2,546,067 73,165 DEFINED SOLE CHATTEM INC '162456107 771,096 43,078 DEFINED SOLE CHECK POINT SOFTWARE M22465104 9,927,037 574,310 DEFINED SOLE CHECKFREE CORP NEW '162813109 6,477,599 234,124 DEFINED SOLE CHEESECAKE FACTORY '163072101 5,443,033 123,621 DEFINED SOLE CHELSEA PPTY GROUP INC '163421100 24,710,431 450,838 DEFINED SOLE CHESAPEAKE ENERGY CORP '165167107 10,626,690 781,648 DEFINED SOLE CHEVRONTEXACO CORP '166764100 89,633,785 1,025,382 DEFINED SOLE CHICAGO MERCHANTILE EXCHANGE '167760107 2,464,365 34,057 DEFINED SOLE CHICOS FAS INC '168615102 16,446,002 439,241 DEFINED SOLE CHINA MOBILE HONG KONG LTD 16941M109 4,488,170 289,000 DEFINED SOLE CHINA PETE AND CHEM CORP 16941R108 2,402,581 54,100 DEFINED SOLE CHIPPAC INC '169657103 4,332,380 570,801 DEFINED SOLE CHIRON CORP '170040109 1,462,261 25,353 DEFINED SOLE CHOICEPOINT INC '170388102 3,862,726 102,263 DEFINED SOLE CHRISTOPHER + BANKS CORP '171046105 651,540 33,361 DEFINED SOLE CHROMAVISION MED SYS INC 17111P104 351,219 110,100 DEFINED SOLE CHUBB CORP '171232101 29,260,860 425,752 DEFINED SOLE CHURCH + DWIGHT INC '171340102 360,324 9,365 DEFINED SOLE CIBER INC 17163B102 1,577,843 182,199 DEFINED SOLE CIENA CORP '171779101 4,124,264 621,051 DEFINED SOLE CIGNA CORP '125509109 30,518,639 525,903 DEFINED SOLE CINCINNATI BELL INC NEW '171871106 1,544,513 305,854 DEFINED SOLE CINCINNATI FINL CORP '172062101 8,491,773 202,394 DEFINED SOLE CINERGY CORP '172474108 1,690,326 40,947 DEFINED SOLE CINTAS CORP '172908105 6,563,025 131,283 DEFINED SOLE CIPHERGEN BIOSYSTEMS INC 17252Y104 449,578 39,998 DEFINED SOLE CIRCUIT CITY STORES INC '172737108 1,398,331 112,705 DEFINED SOLE CIRRUS LOGIC INC '172755100 105,869 13,803 DEFINED SOLE CISCO SYS INC 17275R102 220,926,902 9,075,028 DEFINED SOLE CIT GROUP INC NEW '125581108 1,616,539 44,367 DEFINED SOLE CITIGROUP INC '172967101 288,831,877 5,892,222 DEFINED SOLE CITIZENS BKG CORP MICH '174420109 2,199,733 67,229 DEFINED SOLE CITIZENS COMMUNICATIONS CO 17453B101 833,106 66,514 DEFINED SOLE CITRIX SYS INC '177376100 523,704 23,719 DEFINED SOLE
CITY HLDG CO '177835105 314,265 8,979 DEFINED SOLE CITY NATL CORP '178566105 742,238 11,469 DEFINED SOLE CLAIRE S STORES INC '179584107 5,572,533 295,782 DEFINED SOLE CLEAR CHANNEL COMMUNICATIONS '184502102 70,184,595 1,495,593 DEFINED SOLE CLECO CORP NEW 12561W105 3,351,310 186,391 DEFINED SOLE CLOROX CO '189054109 10,492,426 214,809 DEFINED SOLE CLOSURE MED CORP '189093107 732,990 21,603 DEFINED SOLE CMG INFORMATION SVCS INC '125750109 130,999 73,595 DEFINED SOLE CMS ENERGY CORP '125896100 8,178,684 959,567 DEFINED SOLE CNET NETWORKS INC 12613R104 1,744,917 255,853 DEFINED SOLE CNF INC 12612W104 8,220,357 241,319 DEFINED SOLE CNH GLOBAL NV N20935206 3,246,329 195,562 DEFINED SOLE COACH INC '189754104 13,255,464 344,531 DEFINED SOLE COCA COLA CO '191216100 81,572,023 1,598,032 DEFINED SOLE COCA COLA ENTERPRISES INC '191219104 1,369,278 61,761 DEFINED SOLE COEUR D ALENE MINES CORP IDAHO '192108108 227,865 39,423 DEFINED SOLE COGNEX CORP '192422103 2,855,120 101,102 DEFINED SOLE COGNIZANT TECHNOLOGY SOLUTIONS '192446102 3,863,450 86,736 DEFINED SOLE COGNOS INC 19244C109 4,273,218 140,400 DEFINED SOLE COHERENT INC '192479103 2,674,239 112,363 DEFINED SOLE COINSTAR INC 19259P300 277,727 15,378 DEFINED SOLE COLGATE PALMOLIVE CO '194162103 4,151,945 80,183 DEFINED SOLE COLONIAL BANCGROUPINC '195493309 431,788 24,930 DEFINED SOLE COLUMBIA SPORTSWEAR CO '198516106 4,402,647 80,539 DEFINED SOLE COLUMBUS MCKINNON CORP NY '199333105 354,650 41,000 DEFINED SOLE COMCAST CORP NEW 20030N101 32,471,962 957,830 DEFINED SOLE COMCAST CORP NEW 20030N200 60,781,262 1,940,115 DEFINED SOLE COMERICA INC '200340107 2,053,330 33,271 DEFINED SOLE COMMERCE BANCORP INC N J '200519106 3,714,758 70,926 DEFINED SOLE COMMERCIAL FED CORP '201647104 1,905,572 71,343 DEFINED SOLE COMMONWEALTH TEL ENTERPRISES '203349105 2,548,503 67,510 DEFINED SOLE COMMSCOPE INC '203372107 344,759 21,112 DEFINED SOLE COMMUNITY FIRST BANKSHARES INC '203902101 8,297,879 286,727 DEFINED SOLE COMMUNITY HEALTH SYS INC NEW '203668108 1,104,957 41,571 DEFINED SOLE COMPANHIA VALE DO RIO DOCE '204412100 5,282,720 96,640 DEFINED SOLE COMPANHIA VALE DO RIO DOCE '204412209 5,935,120 101,113 DEFINED SOLE COMPANIA DE MINAS BUENAVENTURA '204448104 5,650,344 199,800 DEFINED SOLE COMPASS BANCSHARES INC 20449H109 957,395 24,355 DEFINED SOLE
COMPUTER ASSOC INTL INC '204912109 3,459,887 123,400 DEFINED SOLE COMPUTER SCIENCES CORP '205363104 2,113,362 46,413 DEFINED SOLE COMPUWARE CORP '205638109 337,208 54,018 DEFINED SOLE COMVERSE TECHNOLOGY INC '205862402 3,433,754 196,136 DEFINED SOLE CONAGRA INC '205887102 7,961,004 300,427 DEFINED SOLE CONCEPTUS INC '206016107 1,838,428 173,110 DEFINED SOLE CONCORD EFS INC '206197105 966,502 64,091 DEFINED SOLE CONCUR TECHNOLOGIES INC '206708109 188,779 19,502 DEFINED SOLE CONCURRENT COMPUTER CORP '206710204 57,448 13,146 DEFINED SOLE CONEXANT SYS INC '207142100 998,707 200,947 DEFINED SOLE CONNETICS CORP '208192104 603,075 33,209 DEFINED SOLE CONOCOPHILLIPS 20825C104 37,513,966 558,507 DEFINED SOLE CONSOL ENERGY INC 20854P109 2,648,508 102,259 DEFINED SOLE CONSOLIDATED EDISON INC '209115104 1,302,729 29,768 DEFINED SOLE CONSTELLATION BRANDS INC 21036P108 12,139,548 368,267 DEFINED SOLE CONSTELLATION BRANDS INC 21036P306 1,340,537 33,700 DEFINED SOLE CONSTELLATION ENERGY GROUP INC '210371100 16,020,981 404,505 DEFINED SOLE CONTIFINANCIAL CP LIQUIDATG TR 21075M107 1,451,718 1,451,718 DEFINED SOLE CONTINENTAL AIRLS INC '210795308 204,986 12,599 DEFINED SOLE CONVERGYS CORP '212485106 8,745,673 500,660 DEFINED SOLE COOPER CAMERON CORP '216640102 5,879,765 125,576 DEFINED SOLE COOPER COS INC '216648402 5,291,870 111,610 DEFINED SOLE COOPER INDUSTRIES LTD G24182100 24,997,480 428,857 DEFINED SOLE COOPER TIRE + RUBR CO '216831107 2,408,649 91,822 DEFINED SOLE COORS ADOLPH CO '217016104 865,297 15,340 DEFINED SOLE COPART INC '217204106 5,267,213 319,225 DEFINED SOLE CORINTHIAN COLLEGES INC '218868107 6,475,407 116,548 DEFINED SOLE CORN PRODUCTS INTL INC '219023108 1,683,985 48,882 DEFINED SOLE CORNERSTONE RLTY INCOME TR INC 21922V102 112,408 12,832 DEFINED SOLE CORNING INC '219350105 25,791,458 2,476,128 DEFINED SOLE CORPORATE EXECUTIVE BRD CO 21988R102 8,524,774 182,266 DEFINED SOLE CORVIS CORP '221009103 118,981 69,989 DEFINED SOLE COST PLUS INC CALIF '221485105 2,260,986 55,146 DEFINED SOLE COSTAR GROUP INC 22160N109 3,181,226 76,325 DEFINED SOLE COSTCO WHSL CORP NEW 22160K105 42,246,130 1,117,588 DEFINED SOLE COUNTRYWIDE FINL CORP '222372104 21,790,425 285,524 DEFINED SOLE COVANCE INC '222816100 4,321,529 160,643 DEFINED SOLE COVENTRY HEALTH CARE INC '222862104 10,795,004 167,098 DEFINED SOLE
COX COMMUNICATIONS INC NEW '224044107 12,281,917 355,117 DEFINED SOLE COX RADIO INC '224051102 1,299,919 52,150 DEFINED SOLE CRAY INC '225223106 541,384 54,520 DEFINED SOLE CREDENCE SYSTEMS CORP '225302108 4,269,683 324,444 DEFINED SOLE CREE INC '225447101 1,352,365 76,448 DEFINED SOLE CROMPTON CORP '227116100 5,989,574 835,366 DEFINED SOLE CROWN CASTLE INTL CORP '228227104 13,569,317 1,228,962 DEFINED SOLE CROWN CASTLE INTL CORP '228227401 857,798 15,000 DEFINED SOLE CROWN HLDGS INC '228368106 835,549 92,224 DEFINED SOLE CSC HLDGS INC '126304401 9,820,688 93,500 DEFINED SOLE CSC HLDGS INC '126304609 1,294,074 10,000 DEFINED SOLE CSG SYS INTL INC '126349109 254,534 20,379 DEFINED SOLE CSS INDS INC '125906107 4,826,707 155,650 DEFINED SOLE CSX CORP '126408103 25,129,082 693,263 DEFINED SOLE CTI MOLECULAR IMAGING INC 22943D105 3,607,782 213,352 DEFINED SOLE CUBIST PHARMACEUTICALS INC '229678107 1,345,103 110,617 DEFINED SOLE CULLEN FROST BANKERS INC '229899109 4,681,656 115,397 DEFINED SOLE CULP INC '230215105 1,715,660 157,400 DEFINED SOLE CUMMINS INC '231021106 10,140,218 207,099 DEFINED SOLE CUNO INC '126583103 2,118,526 47,047 DEFINED SOLE CURAGEN CORP 23126R101 970,126 132,350 DEFINED SOLE CV THERAPEUTICS INC '126667104 522,160 35,618 DEFINED SOLE CVS CORP '126650100 15,170,310 406,362 DEFINED SOLE CYBERONICS INC 23251P102 763,118 23,840 DEFINED SOLE CYMER INC '232572107 9,492,137 205,502 DEFINED SOLE CYPRESS SEMICONDUCTOR CORP '232806109 515,096 24,115 DEFINED SOLE CYTEC INDS INC '232820100 298,751 7,782 DEFINED SOLE CYTYC CORP '232946103 1,435,227 104,170 DEFINED SOLE D R HORTON INC 23331A109 7,528,023 173,831 DEFINED SOLE DAKTRONICS INC '234264109 1,340,022 53,260 DEFINED SOLE DANA CORP '235811106 12,734,161 690,503 DEFINED SOLE DANAHER CORP '235851102 37,927,399 412,932 DEFINED SOLE DARDEN RESTAURANTS INC '237194105 559,467 27,046 DEFINED SOLE DARLING INTL INC '237266101 39,250 14,221 DEFINED SOLE DAVITA INC 23918K108 2,462,226 63,134 DEFINED SOLE DEAN FOODS CO NEW '242370104 10,881,416 325,587 DEFINED SOLE DECODE GENETICS INC '243586104 616,691 75,298 DEFINED SOLE DEERE + CO '244199105 20,595,182 315,700 DEFINED SOLE
DEL MONTE FOODS CO 24522P103 2,193,526 210,916 DEFINED SOLE DELL INC 24702R101 112,856,348 3,317,238 DEFINED SOLE DELPHI CORP '247126105 3,040,765 296,528 DEFINED SOLE DELTA + PINE LD CO '247357106 1,552,423 61,119 DEFINED SOLE DELTA AIR LINES INC '247361108 943,316 79,589 DEFINED SOLE DELTIC TIMBER CORP '247850100 4,172,856 137,265 DEFINED SOLE DELUXE CORP '248019101 279,046 6,635 DEFINED SOLE DENBURY RES INC '247916208 1,659,964 119,336 DEFINED SOLE DENTSPLY INTL INC NEW '249030107 7,335,789 162,404 DEFINED SOLE DEUTSCHE TELEKOM AG '251566105 3,803,674 209,800 DEFINED SOLE DEVELOPERS DIVERSIFIED RLTY '251591103 13,929,066 414,926 DEFINED SOLE DEVON ENERGY CORPORATION NEW 25179M103 29,551,484 515,351 DEFINED SOLE DEVRY INC DEL '251893103 1,242,806 45,216 DEFINED SOLE DG FUNDING TRUST FRN 23324D201 12,900,200 1,217 DEFINED SOLE DIAGEO PLC 25243Q205 11,134,180 200,900 DEFINED SOLE DIAGNOSTIC PRODS CORP '252450101 6,229,528 135,690 DEFINED SOLE DIAL CORP NEW 25247D101 4,638,386 167,420 DEFINED SOLE DICKS SPORTING GOODS INC '253393102 2,722,916 55,958 DEFINED SOLE DIEBOLD INC '253651103 1,179,503 21,603 DEFINED SOLE DIGENE CORP '253752109 957,107 23,868 DEFINED SOLE DIGITAL INSIGHT CORP 25385P106 1,435,784 57,662 DEFINED SOLE DIGITAL RIV INC 25388B104 3,117,328 143,666 DEFINED SOLE DIGITAS INC 25388K104 2,501,460 268,397 DEFINED SOLE DILLARDS INC '254067101 367,607 22,141 DEFINED SOLE DIONEX CORP '254546104 1,199,189 26,058 DEFINED SOLE DISNEY WALT CO '254687106 61,685,440 2,612,389 DEFINED SOLE DIVERSA CORP '255064107 3,982,440 430,534 DEFINED SOLE DOBSON COMMUNICATIONS CORP OK '256072505 3,118,285 2,894 DEFINED SOLE DOLLAR GEN CORP '256669102 3,921,678 186,057 DEFINED SOLE DOLLAR THRIFTY AUTOMOTIVE GRP '256743105 3,318,400 127,926 DEFINED SOLE DOLLAR TREE STORES INC '256747106 727,587 23,956 DEFINED SOLE DOMINION RES INC VA NEW 25746U109 14,214,058 221,206 DEFINED SOLE DOMINION RES INC VA NEW 25746U406 208,810 3,800 DEFINED SOLE DONALDSON CO INC '257651109 4,137,118 69,931 DEFINED SOLE DONNELLEY R R + SONS CO '257867101 4,311,563 140,410 DEFINED SOLE DORAL FINL CORP 25811P100 10,364,197 320,166 DEFINED SOLE DOUBLECLICK INC '258609304 1,800,396 176,164 DEFINED SOLE DOVER CORP '260003108 1,510,386 38,706 DEFINED SOLE
DOW CHEM CO '260543103 48,970,406 1,174,490 DEFINED SOLE DOW JONES + CO INC '260561105 19,890,313 398,815 DEFINED SOLE DOWNEY FINL CORP '261018105 1,692,568 34,332 DEFINED SOLE DPL INC '233293109 530,790 25,421 DEFINED SOLE DREXLER TECHNOLOGY CORP '261876106 1,349,229 98,700 DEFINED SOLE DST SYS INC DEL '233326107 7,534,713 182,887 DEFINED SOLE DTE ENERGY CO '233331107 4,740,010 119,916 DEFINED SOLE DU PONT E I DE NEMOURS + CO '263534109 49,670,652 1,075,288 DEFINED SOLE DUKE ENERGY CO '264399106 25,079,439 1,224,282 DEFINED SOLE DUN AND BRADSTREET CORP DEL '26483E100 16,839,473 332,074 DEFINED SOLE DYCOM INDS INC '267475101 488,580 18,217 DEFINED SOLE DYNEGY INC NEW 26816Q101 217,779 50,012 DEFINED SOLE EARTHLINK INC '270321102 585,330 58,533 DEFINED SOLE EAST WEST BANCORP INC 27579R104 9,933,269 185,046 DEFINED SOLE EASTMAN CHEM CO '277432100 14,298,670 361,538 DEFINED SOLE EASTMAN KODAK CO '277461109 20,706,292 805,972 DEFINED SOLE EATON CORP '278058102 13,227,662 120,989 DEFINED SOLE EATON VANCE CORP '278265103 7,010,080 192,504 DEFINED SOLE EBAY INC '278642103 44,613,636 666,433 DEFINED SOLE ECHOSTAR COMMUNICATIONS CORP N '278762109 35,803,078 1,054,502 DEFINED SOLE ECOLAB INC '278865100 1,231,128 39,643 DEFINED SOLE EDISON INTL '281020107 12,958,705 583,640 DEFINED SOLE EDO CORP '281347104 3,383,410 137,258 DEFINED SOLE EDUCATION MGMT CORP 28139T101 6,830,104 220,042 DEFINED SOLE EDWARDS A G INC '281760108 5,354,106 147,781 DEFINED SOLE EDWARDS LIFESCIENCES CORP '28176E108 7,386,866 245,574 DEFINED SOLE EGL INC '268484102 270,090 15,381 DEFINED SOLE EL PASO CORP 28336L109 4,658,472 567,395 DEFINED SOLE EL PASO ELEC CO '283677854 2,913,237 218,220 DEFINED SOLE ELECTRO RENT '285218103 4,156,744 311,600 DEFINED SOLE ELECTRO SCIENTIFIC INDS INC '285229100 8,811,831 370,245 DEFINED SOLE ELECTRONIC ARTS INC '285512109 9,220,646 191,299 DEFINED SOLE ELECTRONIC DATA SYS CORP NEW '285661104 2,392,072 88,941 DEFINED SOLE ELETRONICS FOR IMAGING INC '286082102 5,098,125 195,931 DEFINED SOLE EMBRAER EMPRESA BRASILEIRA DE 29081M102 4,767,583 136,100 DEFINED SOLE EMC CORP '268648102 29,586,407 2,319,999 DEFINED SOLE EMCORE CORP '290846104 607,590 129,000 DEFINED SOLE EMERSON ELEC CO '291011104 24,068,908 363,966 DEFINED SOLE
EMMIS COMMUNICATIONS CORP '291525103 1,379,469 50,997 DEFINED SOLE EMMIS COMMUNICATIONS CORP '291525202 646,175 10,000 DEFINED SOLE EMPRESA NACIONAL DE ELEC 29244T101 197,730 16,900 DEFINED SOLE EMULEX CORP '292475209 670,657 31,488 DEFINED SOLE ENCANA CORP '292505104 1,365,777 34,600 DEFINED SOLE ENDO PHARMACEUTICALS HLDGS 29264F205 2,133,245 110,737 DEFINED SOLE ENDURANCE SPECIALTY HOLDINGS G30397106 493,185 14,700 DEFINED SOLE ENERGEN CORP 29265N108 1,107,851 27,001 DEFINED SOLE ENERGIZER HLDGS INC 29266R108 1,210,997 28,789 DEFINED SOLE ENERGY EAST CORP 29266M109 808,026 34,529 DEFINED SOLE ENGELHARD CORP '292845104 930,453 27,561 DEFINED SOLE ENGINEERED SUPPORT SYS INC '292866100 4,247,989 77,152 DEFINED SOLE ENSCO INTL INC 26874Q100 7,394,356 271,941 DEFINED SOLE ENTEGRIS INC 29362U104 694,041 54,011 DEFINED SOLE ENTERASYS NETWORKS INC '293637104 147,161 39,243 DEFINED SOLE ENTERCOM COMMUNICATIONS CORP '293639100 11,206,181 212,219 DEFINED SOLE ENTERGY CORP 29364G103 21,654,010 370,624 DEFINED SOLE ENTRAVISION COM CORP 29382R107 5,566,017 501,443 DEFINED SOLE ENTRUST INC '293848107 2,085,243 511,089 DEFINED SOLE EOG RESOURCES INC 26875P101 22,410,270 485,581 DEFINED SOLE EPIX MED INC 26881Q101 651,363 40,010 DEFINED SOLE EQUIFAX INC '294429105 10,690,288 436,017 DEFINED SOLE EQUITABLE RES INC '294549100 4,074,323 94,864 DEFINED SOLE EQUITY OFFICE PPTYS TR '294741103 4,108,368 142,475 DEFINED SOLE EQUITY RESIDENTIAL 29476L107 41,659,974 1,407,667 DEFINED SOLE ERESEARCHTECHNOLOGY INC 29481V108 1,828,156 71,918 DEFINED SOLE ERICSSON L M TEL CO '294821608 12,033,277 679,700 DEFINED SOLE ESPEED INC '296643109 1,986,971 84,877 DEFINED SOLE ESPERION THERAPEUTICS 29664R106 600,310 17,345 DEFINED SOLE ESSEX PROPERTY TRUST '297178105 4,385,006 68,281 DEFINED SOLE EURONET WORLDWIDE INC '298736109 954,792 53,044 DEFINED SOLE EVEREST REINSURANCE GROUP LTD G3223R108 14,352,575 169,742 DEFINED SOLE EVERGREEN RESOURCES '299900308 2,906,036 88,892 DEFINED SOLE EXAR CORP '300645108 5,550,436 324,967 DEFINED SOLE EXELIXIS INC 30161Q104 3,940,947 556,631 DEFINED SOLE EXELON CORP 30161N101 20,649,202 308,426 DEFINED SOLE EXPEDITORS INTL WA INC '302130109 11,402,394 302,772 DEFINED SOLE EXPRESS SCRIPTS INC '302182100 2,051,767 31,013 DEFINED SOLE EXPRESSJET HOLDINGS INC 30218U108 2,235,885 149,059 DEFINED SOLE
EXTENDED STAY AMER INC 30224P101 463,461 32,007 DEFINED SOLE EXTREME NETWORKS INC 30226D106 3,668,224 508,769 DEFINED SOLE EXXON MOBIL CORP 30231G102 182,503,965 4,416,749 DEFINED SOLE F5 NETWORKS INC '315616102 6,145,961 244,859 DEFINED SOLE FACTSET RESH SYS INC '303075105 1,684,946 44,097 DEFINED SOLE FAIR ISAAC CORPORATION '303250104 12,114,837 246,203 DEFINED SOLE FAIRCHILD SEMICONDUCTOR INTL '303726103 4,877,049 195,138 DEFINED SOLE FAIRMONT HOTELS RESORTS INC '305204109 903,762 33,300 DEFINED SOLE FAMILY DLR STORES INC '307000109 7,038,568 194,957 DEFINED SOLE FASTENAL CO '311900104 4,567,580 93,768 DEFINED SOLE FEDERAL HOME LN MTG CORP '313400301 24,419,935 414,216 DEFINED SOLE FEDERAL NATL MTG ASSN '313586109 104,304,327 1,379,935 DEFINED SOLE FEDERAL SIGNAL CORP '313855108 1,079,271 51,750 DEFINED SOLE FEDERATED DEPT STORES INC DEL 31410H101 5,508,517 111,873 DEFINED SOLE FEDERATED INVS INC PA '314211103 3,108,878 105,835 DEFINED SOLE FEDEX CORP 31428X106 29,829,170 440,596 DEFINED SOLE FEI CO 30241L109 2,626,043 116,713 DEFINED SOLE FERRO CORP '315405100 2,984,665 109,690 DEFINED SOLE FIDELITY NATL FINL INC '316326107 4,854,338 124,822 DEFINED SOLE FIFTH THIRD BANCORP '316773100 22,740,318 378,668 DEFINED SOLE FILENET CORP '316869106 5,040,455 186,132 DEFINED SOLE FINANCIAL FED CORP '317492106 2,227,523 72,914 DEFINED SOLE FINISAR CORP 31787A101 89,158 28,485 DEFINED SOLE FIRST AMERICAN CORP '318522307 2,193,067 73,667 DEFINED SOLE FIRST DATA CORP '319963104 76,340,905 1,847,996 DEFINED SOLE FIRST FINL FD INC '320228109 4,651,608 263,100 DEFINED SOLE FIRST HEALTH GROUP CORP '320960107 5,174,943 263,626 DEFINED SOLE FIRST HORIZON PHARMACEUTICAL 32051K106 2,587,424 231,020 DEFINED SOLE FIRST MIDWEST BANCORP INC DEL '320867104 1,645,358 50,767 DEFINED SOLE FIRST NIAGARA FINL GROUP INC 33582V108 195,217 13,093 DEFINED SOLE FIRST REP BK SAN FRANCISCO CA '336158100 7,751,488 216,522 DEFINED SOLE FIRST TENN NATL CORP '337162101 742,380 16,544 DEFINED SOLE FIRSTENERGY CORP '337932107 14,185,126 396,946 DEFINED SOLE FIRSTMERIT CORP '337915102 456,737 16,935 DEFINED SOLE FISCHER IMAGING CORP '337719108 258,100 58,000 DEFINED SOLE FISERV INC '337738108 37,816,648 961,589 DEFINED SOLE FISHER SCIENTIFIC INTL INC '338032204 3,523,814 85,178 DEFINED SOLE
FLAGSTAR BANCORP INC '337930101 3,749,507 175,047 DEFINED SOLE FLEETBOSTON FINL CORP '339030108 38,333,247 859,676 DEFINED SOLE FLEXTRONICS INTERNATIONAL LTD Y2573F102 6,237,270 407,945 DEFINED SOLE FLIR SYS INC '302445101 4,496,319 121,317 DEFINED SOLE FLORIDA ROCK INDS INC '341140101 4,928,876 89,861 DEFINED SOLE FLOWERS COM INC 68243Q106 592,472 74,021 DEFINED SOLE FLOWSERVE CORP 34354P105 3,830,520 183,454 DEFINED SOLE FLUOR CORP NEW '343412102 9,424,717 237,568 DEFINED SOLE FMC CORP '302491303 3,864,028 113,215 DEFINED SOLE FMC TECHNOLOGIES INC 30249U101 2,066,570 88,694 DEFINED SOLE FOOT LOCKER INC '344849104 9,374,690 397,999 DEFINED SOLE FORD MTR CO CAP TR II '345395206 4,282,688 73,700 DEFINED SOLE FORD MTR CO DEL '345370860 10,541,803 650,072 DEFINED SOLE FOREST LABS INC '345838106 80,680,220 1,306,372 DEFINED SOLE FOREST OIL CORP '346091705 7,786,725 272,549 DEFINED SOLE FORMFACTOR INC '346375108 845,420 42,698 DEFINED SOLE FORRESTER RESH INC '346563109 504,506 28,232 DEFINED SOLE FORTUNE BRANDS INC '349631101 19,744,160 275,727 DEFINED SOLE FOSSIL INC '349882100 709,297 25,323 DEFINED SOLE FOUNDRY NETWORKS INC 35063R100 8,411,947 314,200 DEFINED SOLE FOUR SEASONS HOTELS INC '35100E104 2,889,975 56,500 DEFINED SOLE FOX ENTMT GROUP INC 35138T107 13,067,269 433,117 DEFINED SOLE FPIC INS GROUP INC '302563101 677,129 26,988 DEFINED SOLE FPL GROUP INC '302571104 1,935,862 28,842 DEFINED SOLE FRANKLIN ELEC INC '353514102 7,212,344 119,232 DEFINED SOLE FRANKLIN RES INC '354613101 21,869,242 418,520 DEFINED SOLE FREDS INC '356108100 12,778,042 412,461 DEFINED SOLE FREEPORT MCMORAN COPPER + GOLD 35671D857 6,488,388 152,642 DEFINED SOLE FRONTIER AIRLS INC NEW '359065109 603,155 42,297 DEFINED SOLE FTI CONSULTING INC '302941109 7,186,252 307,499 DEFINED SOLE FULTON FINL CORP PA '360271100 703,924 32,128 DEFINED SOLE FURNITURE BRANDS INTL INC '360921100 2,623,774 89,457 DEFINED SOLE G + K SERVICES '361268105 5,220,338 142,050 DEFINED SOLE GAIAM INC 36268Q103 224,315 37,700 DEFINED SOLE GALEN HLDGS PLC '363240102 3,119,940 60,000 DEFINED SOLE GALLAGHER ARTHUR J + CO '363576109 14,726,157 453,252 DEFINED SOLE GAMESTOP CORP 36466R101 572,142 37,128 DEFINED SOLE GANNETT INC '364730101 23,542,954 262,057 DEFINED SOLE
GAP INC '364760108 48,793,073 2,091,357 DEFINED SOLE GARMIN LTD G37260109 5,396,567 100,030 DEFINED SOLE GARTNER INC '366651107 452,705 40,027 DEFINED SOLE GATEWAY INC '367626108 2,054,366 445,852 DEFINED SOLE GATX '361448103 477,954 17,082 DEFINED SOLE GEN PROBE INC NEW 36866T103 1,142,715 31,333 DEFINED SOLE GENENCOR INTL INC '368709101 373,433 23,710 DEFINED SOLE GENENTECH INC '368710406 20,205,362 214,848 DEFINED SOLE GENERAL DYNAMICS CORP '369550108 19,915,139 218,757 DEFINED SOLE GENERAL ELEC CO '369604103 214,127,387 6,855,901 DEFINED SOLE GENERAL GROWTH PPTYS INC '370021107 36,427,897 1,312,717 DEFINED SOLE GENERAL MLS INC '370334104 23,074,787 502,200 DEFINED SOLE GENERAL MTRS CORP '370442105 18,398,334 335,912 DEFINED SOLE GENERAL MTRS CORP '370442733 1,510,557 43,500 DEFINED SOLE GENESCO INC '371532102 253,412 16,749 DEFINED SOLE GENTA INC 37245M207 844,230 81,098 DEFINED SOLE GENTEX CORP '371901109 13,969,530 316,339 DEFINED SOLE GENUINE PARTS CO '372460105 22,464,867 675,549 DEFINED SOLE GENZYME CORP '372917104 31,667,019 643,200 DEFINED SOLE GEORGIA PAC CORP '373298108 24,936,634 804,056 DEFINED SOLE GETTY IMAGES INC '374276103 6,288,439 125,352 DEFINED SOLE GIBRALTAR STEEL CORP 37476F103 5,223,404 207,690 DEFINED SOLE GILEAD SCIENCES INC '375558103 37,456,379 648,433 DEFINED SOLE GILLETTE CO '375766102 59,174,427 1,595,540 DEFINED SOLE GLATFELTER '377316104 1,359,540 109,200 DEFINED SOLE GLAXOSMITHKLINE PLC 37733W105 2,783,868 47,925 DEFINED SOLE GLENBOROUGH RLTY TR INC 37803P105 6,142,645 307,902 DEFINED SOLE GLOBAL INDUSTRIES INC '379336100 81,803 15,884 DEFINED SOLE GLOBAL PMTS INC 37940X102 5,282,246 112,102 DEFINED SOLE GLOBALSANTAFE CORPORATION G3930E101 17,888,396 721,470 DEFINED SOLE GLOBESPAN VIRATA INC 37957V106 138,797 23,605 DEFINED SOLE GLOBIX CORP 37957F200 335,780 83,945 DEFINED SOLE GOLDEN WEST FINL CORP DEL '381317106 37,065,139 356,733 DEFINED SOLE GOLDMAN SACHS GROUP INC 38141G104 55,474,332 555,779 DEFINED SOLE GOODRICH CORP '382388106 11,659,122 387,366 DEFINED SOLE GOODYEAR TIRE AND RUBBER '382550101 399,580 50,432 DEFINED SOLE GRACE W R + CO DEL NEW 38388F108 37,925 14,757 DEFINED SOLE GRACO INC '384109104 3,401,242 84,819 DEFINED SOLE
GRAINGER W W INC '384802104 9,637,203 200,956 DEFINED SOLE GRANITE CONSTR INC '387328107 331,350 14,106 DEFINED SOLE GRANT PRIDECO INC 38821G101 2,510,881 192,848 DEFINED SOLE GREAT LAKES CHEMICAL CORP '390568103 8,401,627 308,880 DEFINED SOLE GREAT PLAINS ENERGY INC '391164100 443,412 13,935 DEFINED SOLE GREATER BAY BANCORP '391648102 4,146,688 145,600 DEFINED SOLE GREENPOINT FINL CORP '395384100 1,674,442 46,388 DEFINED SOLE GREY WOLF INC '397888108 2,807,068 750,553 DEFINED SOLE GROUP 1 SOFTWARE INC NEW 39943Y103 660,133 37,465 DEFINED SOLE GRUPO AEROPORTUARIO DEL '40051E202 3,246,760 184,475 DEFINED SOLE GRUPO TELEVISION SA DE CV 40049J206 453,184 10,200 DEFINED SOLE GTECH HLDGS CORP '400518106 7,089,245 143,246 DEFINED SOLE GUIDANT CORP '401698105 42,431,934 695,200 DEFINED SOLE GUILFORD PHARMACEUTICALS INC '401829106 987,032 145,580 DEFINED SOLE GULFMARK OFFSHORE INC '402629109 468,734 33,481 DEFINED SOLE GYMBOREE CORP '403777105 2,323,138 134,831 DEFINED SOLE HAEMONETICS CORP MASS '405024100 797,424 33,379 DEFINED SOLE HALLIBURTON CO '406216101 24,517,323 926,203 DEFINED SOLE HANCOCK FABRICS INC '409900107 3,012,028 208,013 DEFINED SOLE HANOVER COMPRESSOR CO '410768105 272,539 24,443 DEFINED SOLE HARBOR FL BANCSHARES INC '411901101 491,463 16,542 DEFINED SOLE HARLEY DAVIDSON INC '412822108 22,260,953 467,433 DEFINED SOLE HARMAN INTL INDS INC NEW '413086109 8,934,430 120,622 DEFINED SOLE HARMONIC INC '413160102 99,064 13,664 DEFINED SOLE HARMONY GOLD MNG LTD '413216300 2,066,079 127,300 DEFINED SOLE HARRAHS ENTMT INC '413619107 1,930,260 37,464 DEFINED SOLE HARRIS CORP DEL '413875105 508,226 13,392 DEFINED SOLE HARSCO CORP '415864107 357,221 8,152 DEFINED SOLE HARTE HANKS INC '416196103 381,930 17,560 DEFINED SOLE HARTFORD FINANCIAL SVCS GRP '416515104 25,642,699 430,298 DEFINED SOLE HARVARD BIOSCIENCE INC '416906105 440,052 49,444 DEFINED SOLE HASBRO INC '418056107 12,153,628 570,726 DEFINED SOLE HAVERTY FURNITURE COS INC '419596101 7,208,485 362,965 DEFINED SOLE HAWAIIAN ELEC INDS INC '419870100 358,354 7,565 DEFINED SOLE HCA INC '404119109 10,768,074 245,673 DEFINED SOLE HCC INS HLDGS INC '404132102 1,554,670 48,889 DEFINED SOLE HEALTH CARE PPTY INVS INC '421915109 1,745,437 34,359 DEFINED SOLE HEALTH MGMT ASSOC '421933102 10,914,708 458,146 DEFINED SOLE
HEALTH NET INC 42222G108 8,675,327 265,738 DEFINED SOLE HEALTHCARE RLTY TR '421946104 6,532,884 182,738 DEFINED SOLE HECLA MNG CO '422704106 1,840,446 222,008 DEFINED SOLE HEINZ H J CO '423074103 4,551,802 121,795 DEFINED SOLE HELIX TECHNOLOGY CORP '423319102 963,247 46,805 DEFINED SOLE HELMERICH AND PAYNE INC '423452101 2,337,545 83,693 DEFINED SOLE HENRY JACK + ASSOC INC '426281101 5,819,221 282,761 DEFINED SOLE HERCULES INC '427056106 12,311,985 1,008,923 DEFINED SOLE HERSHEY FOODS CORP '427866108 6,217,754 80,460 DEFINED SOLE HESKA CORP '42805E108 190,817 83,000 DEFINED SOLE HEWITT ASSOCS INC 42822Q100 2,491,119 83,315 DEFINED SOLE HEWLETT PACKARD CO '428236103 87,720,280 3,777,867 DEFINED SOLE HIBERNIA CORP '428656102 731,490 31,114 DEFINED SOLE HIGHWOODS PPTYS INC '431284108 14,987,951 589,764 DEFINED SOLE HILLENBRAND INDS INC '431573104 771,220 12,427 DEFINED SOLE HILTON HOTELS CORP '432848109 32,041,843 1,873,555 DEFINED SOLE HOLLYWOOD ENTMT CORP '436141105 566,046 41,167 DEFINED SOLE HOME DEPOT INC '437076102 74,620,337 2,065,843 DEFINED SOLE HOMESTORE INC '437852106 88,068 18,619 DEFINED SOLE HON INDS INC '438092108 2,625,712 60,612 DEFINED SOLE HONEYWELL INTL INC '438516106 32,928,799 980,721 DEFINED SOLE HORACE MANN EDUCATORS CORP NEW '440327104 2,208,629 158,098 DEFINED SOLE HORMEL FOODS CORP '440452100 6,525,516 252,829 DEFINED SOLE HOSPITALITY PPTYS TR 44106M102 516,867 12,521 DEFINED SOLE HOST MARRIOTT CORP NEW 44107P104 30,186,981 2,450,242 DEFINED SOLE HOT TOPIC INC '441339108 6,466,205 219,491 DEFINED SOLE HOTELS COM 44147T108 1,340,325 21,700 DEFINED SOLE HOUSTON EXPL CO '442120101 1,878,406 51,435 DEFINED SOLE HOVNANIAN ENTERPRISES INC '442487203 611,161 7,020 DEFINED SOLE HSBC HLDGS PLC '404280406 1,884,466 18,500 DEFINED SOLE HUBBELL INC '443510201 30,525,965 689,743 DEFINED SOLE HUMAN GENOME SCIENCES INC '444903108 5,108,227 385,205 DEFINED SOLE HUMANA INC '444859102 2,901,313 126,483 DEFINED SOLE HUNT J B TRANS SVCS INC '445658107 1,617,494 59,885 DEFINED SOLE HUNTINGTON BANCSHARES INC '446150104 1,106,509 44,476 DEFINED SOLE HYDRIL COMPANY '448774109 1,760,769 73,580 DEFINED SOLE HYPERION SOLUTIONS CORP 44914M104 3,982,278 132,126 DEFINED SOLE HYUNDAI MOTOR CO '449187707 1,174,019 42,750 DEFINED SOLE
ICON PUB LTD CO 45103T107 867,640 19,900 DEFINED SOLE ICU MEDICAL INC 44930G107 935,467 27,289 DEFINED SOLE IDACORP INC '451107106 425,343 14,216 DEFINED SOLE IDENTIX INC '451906101 79,125 17,781 DEFINED SOLE IDEX CORP 45167R104 6,334,670 152,870 DEFINED SOLE IDEXX LABS INC 45168D104 5,015,692 108,514 DEFINED SOLE IHOP CORP NEW '449623107 214,700 5,141 DEFINED SOLE II VI INC '902104108 651,785 25,263 DEFINED SOLE ILEX ONCOLOGY INC '451923106 2,738,870 128,888 DEFINED SOLE ILLINOIS TOOL WKS INC '452308109 13,941,463 166,677 DEFINED SOLE ILLUMINA INC '452327109 1,054,363 149,555 DEFINED SOLE IMATION CORP 45245A107 250,022 7,113 DEFINED SOLE IMAX CORP '45245E109 504,658 63,800 DEFINED SOLE IMC GLOBAL INC '449669100 7,285,154 733,651 DEFINED SOLE IMCLONE SYS INC 45245W109 3,197,667 80,627 DEFINED SOLE IMS HEALTH INC '449934108 16,507,045 657,220 DEFINED SOLE INAMED CORP '453235103 284,467 5,919 DEFINED SOLE INCYTE CORP 45337C102 98,154 14,350 DEFINED SOLE INDEPENDENCE CMNTY BK CORP '453414104 392,541 10,913 DEFINED SOLE INDESCO INTL INC '454071101 37,500 25,862 DEFINED SOLE INDEVUS PHARMACEUTICALS INC '454072109 1,359,848 230,874 DEFINED SOLE INDYMAC BANCORP INC '456607100 10,496,358 352,345 DEFINED SOLE INFORMATICA CORP 45666Q102 5,445,445 528,684 DEFINED SOLE INFOSPACE INC 45678T201 1,598,310 69,341 DEFINED SOLE ING GROEP N V '456837103 1,130,196 37,357 DEFINED SOLE INGERSOLL RAND COMPANY LIMITED G4776G101 21,494,500 315,599 DEFINED SOLE INGRAM MICRO INC '457153104 6,271,535 388,538 DEFINED SOLE INNKEEPERS USA TR 4576J0104 2,769,240 330,853 DEFINED SOLE INSIGHT COMMUNICATIONS INC 45768V108 1,687,283 163,655 DEFINED SOLE INSIGHT ENTERPRISES INC 45765U103 939,887 49,994 DEFINED SOLE INSITUFORM TECHNOLOGIES INC '457667103 4,664,220 282,680 DEFINED SOLE INTEGRA LIFESCIENCES CORP '457985208 2,840,812 99,225 DEFINED SOLE INTEGRATED CIRCUIT SYS INC 45811K208 12,602,216 442,370 DEFINED SOLE INTEGRATED DEVICE TECHNOLOGY '458118106 6,324,208 370,188 DEFINED SOLE INTEL CORP '458140100 143,060,868 4,406,833 DEFINED SOLE INTERACTIVE CORP 45840Q101 43,956,586 1,297,590 DEFINED SOLE INTERCONTINENTAL HOTELS GROUP '458573102 1,211,079 97,922 DEFINED SOLE INTERMAGNETICS GEN CORP '458771102 513,048 23,152 DEFINED SOLE
INTERMUNE INC 45884X103 5,458,671 235,611 DEFINED SOLE INTERNATIONAL BUSINESS MACHS '459200101 96,902,443 1,036,260 DEFINED SOLE INTERNATIONAL FLAVOURS '459506101 18,477,069 527,623 DEFINED SOLE INTERNATIONAL GAME TECHNOLOGY '459902102 23,561,427 640,976 DEFINED SOLE INTERNATIONAL MULTIFOODS CORP '460043102 1,098,648 61,036 DEFINED SOLE INTERNATIONAL PAPER CO '460146103 50,813,352 1,174,907 DEFINED SOLE INTERNATIONAL RECTIFIER CORP '460254105 1,059,993 21,453 DEFINED SOLE INTERNATIONAL SPEEDWAY CORP '460335201 1,086,310 24,324 DEFINED SOLE INTERNET SEC SYS INC 46060X107 2,035,502 131,803 DEFINED SOLE INTERPUBLIC GROUP COS INC '460690100 17,338,413 1,110,479 DEFINED SOLE INTERSIL CORP 46069S109 6,548,314 263,233 DEFINED SOLE INTERSTATE BAKERIES CORP 46072H108 246,022 17,289 DEFINED SOLE INTERTAN INC '461120107 924,042 71,683 DEFINED SOLE INTERWOVEN INC 46114T508 501,056 39,641 DEFINED SOLE INTRADO INC 46117A100 607,883 27,694 DEFINED SOLE INTUIT '461202103 42,889,584 811,447 DEFINED SOLE INVESTMENT TECHNOLOGY GROUP 46145F105 2,038,772 126,616 DEFINED SOLE INVESTORS FINL SERVICES CORP '461915100 9,522,643 252,303 DEFINED SOLE INVISION TECHNOLOGIES INC '461851107 474,176 14,125 DEFINED SOLE INVITROGEN CORP 46185R100 9,271,954 132,650 DEFINED SOLE IRON MTN INC PA '462846106 1,873,287 47,377 DEFINED SOLE ISHARES INC '464286608 741,300 9,365 DEFINED SOLE ISHARES INC '464286699 350,346 17,400 DEFINED SOLE ISHARES INC '464286848 318,931 25,600 DEFINED SOLE ISHARES NASDAQ BIOTECH INDEX '464287556 518,040 7,200 DEFINED SOLE ISHARES RUSSELL '464287630 4,330,800 27,000 DEFINED SOLE ISHARES TR '464287465 2,324,495 13,150 DEFINED SOLE ITT EDL SVCS INC 45068B109 5,757,703 126,051 DEFINED SOLE ITT INDS INC '450911102 16,010,058 215,768 DEFINED SOLE IVAX CORP '465823102 8,595,904 360,465 DEFINED SOLE IXIA 45071R109 1,241,627 106,122 DEFINED SOLE J JILL GROUP INC '466189107 2,147,151 168,934 DEFINED SOLE J P MORGAN CHASE + CO 46625H100 46,466,176 1,249,104 DEFINED SOLE JABIL CIRCUIT INC '466313103 3,961,379 143,363 DEFINED SOLE JACK IN THE BOX INC '466367109 1,503,552 70,391 DEFINED SOLE JACOBS ENGR GROUP INC '469814107 6,375,498 131,886 DEFINED SOLE JACUZZI BRANDS INC '469865109 1,112,797 156,953 DEFINED SOLE JANUS CAP GROUP INC 47102X105 7,514,205 457,348 DEFINED SOLE
JARDEN CORP '471109108 5,524,703 202,074 DEFINED SOLE JDS UNIPHASE CORP 46612J101 1,159,887 286,280 DEFINED SOLE JEFFERSON PILOT CORP '475070108 1,704,781 29,992 DEFINED SOLE JEFFRIES GROUP INC NEW '472319102 2,309,782 69,951 DEFINED SOLE JETBLUE AWYS CORP '477143101 2,421,143 91,295 DEFINED SOLE JLG INDS INC '466210101 2,805,884 184,234 DEFINED SOLE JOHN HANCOCK FINANCIAL SRVCS 41014S106 315,901,760 6,552,098 DEFINED SOLE JOHNSON + JOHNSON '478160104 119,900,227 2,286,509 DEFINED SOLE JOHNSON CTLS INC '478366107 1,849,749 15,499 DEFINED SOLE JONES APPAREL GROUP INC '480074103 619,135 17,426 DEFINED SOLE JONES LANG LASALLE INC 48020Q107 2,580,077 124,461 DEFINED SOLE JOS A BANK CLOTHIERS INC '480838101 488,088 14,070 DEFINED SOLE JOURNAL REGISTER CO '481138105 4,636,448 223,983 DEFINED SOLE JSC MMC NORILSK NICKEL 46626D108 1,890,135 28,350 DEFINED SOLE JUNIPER NETWORKS INC 48203R104 7,295,159 400,203 DEFINED SOLE KANSAS CITY SOUTHERN '485170302 1,590,136 111,043 DEFINED SOLE KB HOME 48666K109 5,875,193 79,589 DEFINED SOLE KEANE INC '486665102 328,287 22,424 DEFINED SOLE KEITHLEY INSTRS INC '487584104 617,717 33,755 DEFINED SOLE KELLOGG CO '487836108 11,772,977 301,743 DEFINED SOLE KELLY SVCS INC '488152208 287,341 10,068 DEFINED SOLE KEMET CORP '488360108 448,306 32,747 DEFINED SOLE KENDLE INTL INC 48880L107 218,096 34,400 DEFINED SOLE KENNAMETAL INC '489170100 3,676,994 92,503 DEFINED SOLE KENSEY NASH CORP '490057106 1,327,110 57,080 DEFINED SOLE KERR MCGEE CORP '492386107 2,345,246 50,692 DEFINED SOLE KERZNER INTERNATIONAL LIMITED P6065Y107 4,663,512 119,700 DEFINED SOLE KEY ENERGY SVCS INC '492914106 3,002,218 289,581 DEFINED SOLE KEYCORP NEW '493267108 2,597,177 80,318 DEFINED SOLE KEYSPAN CORP 49337W100 786,681 21,010 DEFINED SOLE KILROY RLTY CORP 49427F108 6,795,036 207,482 DEFINED SOLE KIMBERLY CLARK CORP '494368103 23,946,289 402,206 DEFINED SOLE KIMCO RLTY CORP 49446R109 387,356 8,656 DEFINED SOLE KINDER MORGAN INC KANS 49455P101 5,312,359 89,369 DEFINED SOLE KINDER MORGAN MGMT LLC 49455U100 8,303,524 193,285 DEFINED SOLE KING PHARMACEUTICALS INC '495582108 10,211,509 669,039 DEFINED SOLE KIRBY CORP '497266106 5,818,089 166,803 DEFINED SOLE KLA TENCOR CORP '482480100 37,760,790 645,712 DEFINED SOLE
KNIGHT RIDDER INC '499040103 22,252,558 285,966 DEFINED SOLE KNIGHT TRADING GROUP INC '499063105 612,172 41,815 DEFINED SOLE KOHLS CORP '500255104 5,917,499 130,890 DEFINED SOLE KONNKLIJKE PHILIPS ELECTRS N V '500472303 1,165,429 31,000 DEFINED SOLE KOPIN CORP '500600101 92,269 13,751 DEFINED SOLE KOREA ELEC PWR CORP '500631106 3,514,000 322,101 DEFINED SOLE KORN / FERRY INTL '500643200 185,426 13,900 DEFINED SOLE KOSAN BIOSCIENCES INC 50064W107 1,254,291 127,210 DEFINED SOLE KRAFT FOODS INC 50075N104 10,562,457 327,823 DEFINED SOLE KRISPY KREME DOUGHNUTS INC '501014104 6,116,475 167,679 DEFINED SOLE KROGER CO '501044101 5,992,989 309,361 DEFINED SOLE KROLL INC '501049100 642,096 24,696 DEFINED SOLE KRONOS INC '501052104 601,914 15,196 DEFINED SOLE KT CORP 48268K101 5,550,520 277,680 DEFINED SOLE KULICKE + SOFFA INDS INC '501242101 3,314,763 230,512 DEFINED SOLE KYOCERA CORP '501556203 606,112 7,000 DEFINED SOLE L 3 COMMUNICATIONS HLDG CORP '502424104 12,442,397 242,823 DEFINED SOLE LA QUINTA CORP 50419U202 178,531 27,852 DEFINED SOLE LABORATORY CORP AMER HLDGS 50540R409 2,189,339 59,664 DEFINED SOLE LABRANCHE + CO INC '505447102 1,681,799 144,113 DEFINED SOLE LAFARGE NORTH AMERICA INC '505862102 1,520,341 29,218 DEFINED SOLE LAM RESH CORP '512807108 30,074,931 946,171 DEFINED SOLE LAMAR ADVERTISING CO '512815101 17,125,394 457,911 DEFINED SOLE LANCASTER COLONY CORP '513847103 321,268 7,114 DEFINED SOLE LANDAUER INC 51476K103 3,352,075 82,199 DEFINED SOLE LANDRYS RESTAURANTS INC 51508L103 1,781,496 69,265 DEFINED SOLE LANDSTAR SYS INC '515098101 14,595,898 383,228 DEFINED SOLE LASALLE HOTEL PPTYS '517942108 3,747,341 202,013 DEFINED SOLE LATTICE SEMICONDUCTOR CORP '518415104 1,645,074 169,820 DEFINED SOLE LAUDER ESTEE COS INC '518439104 7,669,147 195,018 DEFINED SOLE LEAPFROG ENTERPRISES INC 52186N106 1,514,704 57,094 DEFINED SOLE LEAR CORP '521865105 2,367,691 36,271 DEFINED SOLE LEARNING TREE INTL INC '522015106 822,686 47,308 DEFINED SOLE LEE ENTERPRISES INC '523768109 427,493 9,589 DEFINED SOLE LEGG MASON INC '524901105 22,641,720 296,820 DEFINED SOLE LEGGETT + PLATT INC '524660107 8,912,544 411,602 DEFINED SOLE LEHMAN BROTHERS HLDGS INC '524908100 13,590,972 172,832 DEFINED SOLE LENNAR CORP '526057104 6,982,168 72,269 DEFINED SOLE
LEUCADIA NATL CORP '527288104 645,123 13,994 DEFINED SOLE LEXAR MEDIA INC 52886P104 845,773 48,524 DEFINED SOLE LEXICON GENETICS INC '528872104 2,903,458 492,947 DEFINED SOLE LEXMARK INTL INC '529771107 31,316,259 399,477 DEFINED SOLE LIBBEY INC '529898108 1,237,855 43,464 DEFINED SOLE LIBERTY MEDIA CORP '530718105 1,170,035 88,694 DEFINED SOLE LIBERTY PROPERTY '531172104 9,677,717 248,460 DEFINED SOLE LIFEPOINT HOSPS INC 53219L109 2,522,510 85,654 DEFINED SOLE LIGAND PHARMACEUTICALS INC 53220K207 479,438 32,637 DEFINED SOLE LILLY ELI + CO '532457108 88,375,075 1,249,022 DEFINED SOLE LIMITED BRANDS INC '532716107 3,849,169 211,396 DEFINED SOLE LINCARE HLDGS INC '532791100 9,455,066 314,854 DEFINED SOLE LINCOLN NATL CORP IN '534187109 14,034,668 346,288 DEFINED SOLE LINEAR TECHNOLOGY CORP '535678106 35,650,157 845,922 DEFINED SOLE LITHIA MTRS INC '536797103 868,308 34,443 DEFINED SOLE LITTELFUSE INC '537008104 4,993,440 173,263 DEFINED SOLE LIZ CLAIBORNE INC '539320101 1,153,434 28,234 DEFINED SOLE LLOYDS TSB GROUP PLC '539439109 5,009,445 153,900 DEFINED SOLE LO JACK CORP '539451104 201,500 25,000 DEFINED SOLE LOCKHEED MARTIN CORP '539830109 47,314,452 905,829 DEFINED SOLE LOEWS CORP '540424108 12,022,857 242,703 DEFINED SOLE LONE STAR TECHNOLOGIES INC '542312103 1,883,003 117,835 DEFINED SOLE LONGS DRUG STORES CORP '543162101 320,655 12,961 DEFINED SOLE LONGVIEW FIBRE CO WASHINGTON '543213102 245,975 19,917 DEFINED SOLE LOUISIANA PAC CORP '546347105 634,998 35,270 DEFINED SOLE LOWES COS INC '548661107 65,661,871 1,176,634 DEFINED SOLE LSI LOGIC CORP '502161102 900,980 100,440 DEFINED SOLE LTX CORP '502392103 3,328,213 221,438 DEFINED SOLE LUBRIZOL CORP '549271104 1,322,872 38,910 DEFINED SOLE LUCENT TECHNOLOGIES INC '549463107 5,122,538 1,786,931 DEFINED SOLE LUXOTTICA GROUP S P A 55068R202 346,298 15,400 DEFINED SOLE LYONDELL CHEMICAL CO '552078107 8,286,246 488,256 DEFINED SOLE M + T BK CORP 55261F104 2,759,631 28,063 DEFINED SOLE M SYS FLASH DISK PIONEERS LTD M7061C100 456,192 26,400 DEFINED SOLE M.D.C. HOLDINGS INC '552676108 277,092 4,296 DEFINED SOLE MACDERMID INC '554273102 3,552,058 103,740 DEFINED SOLE MACK CA RLTY CORP '554489104 24,899,997 598,270 DEFINED SOLE MACROMEDIA INC '556100105 1,012,799 56,630 DEFINED SOLE
MACROVISION CORP '555904101 1,085,811 48,066 DEFINED SOLE MAF BANCORP INC 55261R108 2,176,118 51,936 DEFINED SOLE MAGMA DESIGN AUTOMATION INC '559181102 598,881 25,659 DEFINED SOLE MAGNUM HUNTER RESOURCES INC 55972F203 4,282,334 450,298 DEFINED SOLE MANDALAY RESORT GROUP '562567107 1,170,096 26,048 DEFINED SOLE MANHATTAN ASSOCS INC '562750109 637,063 23,590 DEFINED SOLE MANOR CARE INC NEW '564055101 2,420,837 69,821 DEFINED SOLE MANPOWER INC WIS 56418H100 8,523,045 182,309 DEFINED SOLE MANUGISTICS GROUP INC '565011103 78,469 12,555 DEFINED SOLE MARATHON OIL CORP '565849106 9,383,961 276,891 DEFINED SOLE MARKEL CORP '570535104 9,506,625 37,500 DEFINED SOLE MARRIOTT INTL INC NEW '571903202 17,986,686 381,817 DEFINED SOLE MARSH + MCLENNAN COS INC '571748102 51,272,126 1,065,685 DEFINED SOLE MARSHALL + ILSLEY CORP '571834100 1,208,208 30,801 DEFINED SOLE MARTEK BIOSCIENCES CORP '572901106 1,860,806 28,641 DEFINED SOLE MARTIN MARIETTA MATLS INC '573284106 5,824,050 120,712 DEFINED SOLE MARVEL ENTERPRISES INC 57383M108 2,705,542 92,942 DEFINED SOLE MARVELL TECHNOLOGY GROUP LTD G5876H105 11,162,685 294,735 DEFINED SOLE MASCO CORP '574599106 15,766,548 568,058 DEFINED SOLE MATHEWS INTL CORP '577128101 8,825,839 298,271 DEFINED SOLE MATRIXONE INC 57685P304 1,559,965 253,241 DEFINED SOLE MATSUSHITA ELEC INDL LTD ADR '576879209 1,194,238 66,290 DEFINED SOLE MATTEL INC '577081102 4,054,995 207,273 DEFINED SOLE MAX RE CAPITAL LTD G6052F103 291,720 13,000 DEFINED SOLE MAXCOM TELECOMUNICACIONE '577997919 2,203 220,347 DEFINED SOLE MAXCOM TELECOMUNICACIONE B1 PF '577773997 105 10,531 DEFINED SOLE MAXCOM TELECOMUNICACIONES SA 57773A300 1,709 170,850 DEFINED SOLE MAXIM INTEGRATED PRODS INC 57772K101 49,165,218 989,234 DEFINED SOLE MAXIMUS INC '577933104 5,011,849 128,082 DEFINED SOLE MAXTOR CORP '577729205 4,629,288 417,053 DEFINED SOLE MAY DEPT STORES CO '577778103 13,705,195 465,643 DEFINED SOLE MAYTAG CORP '578592107 310,582 10,845 DEFINED SOLE MBIA INC 55262C100 1,956,509 29,925 DEFINED SOLE MBNA CORP 55262L100 24,251,713 970,144 DEFINED SOLE MCCORMICK + CO INC '579780206 1,685,011 55,679 DEFINED SOLE MCDATA CORPORATION '580031201 221,172 23,208 DEFINED SOLE MCDONALDS CORP '580135101 45,350,011 1,815,792 DEFINED SOLE MCGRATH RENTCORP '580589109 3,727,582 136,792 DEFINED SOLE
MCGRAW HILL COS INC '580645109 15,326,827 207,472 DEFINED SOLE MCKESSON CORP 58155Q103 11,931,581 356,575 DEFINED SOLE MCLEODUSA INC '582266110 18,648 36,926 DEFINED SOLE MCLEODUSA INC '582266805 126,972 16,663 DEFINED SOLE MDU RES GROUP INC '552690109 890,231 36,050 DEFINED SOLE MEADWESTVACO CORP '583334107 15,699,705 526,410 DEFINED SOLE MEDALLION FINL CORP '583928106 417,057 43,947 DEFINED SOLE MEDAREX INC '583916101 234,435 37,630 DEFINED SOLE MEDIA GEN INC '584404107 304,538 4,678 DEFINED SOLE MEDIACOM COMMUNICATIONS CORP 58446K105 2,927,269 337,632 DEFINED SOLE MEDICINES CO '584688105 4,019,169 136,428 DEFINED SOLE MEDICIS PHARMACEUTICAL CORP '584690309 9,924,318 139,191 DEFINED SOLE MEDIMMUNE INC '584699102 9,457,397 366,978 DEFINED SOLE MEDTRONIC INC '585055106 58,966,519 1,191,493 DEFINED SOLE MELLON FINL CORP 58551A108 41,431,351 1,286,523 DEFINED SOLE MEMC ELECTR MATLS INC '552715104 7,494,875 779,093 DEFINED SOLE MENS WEARHOUSE INC '587118100 958,583 38,328 DEFINED SOLE MENTOR GRAPHICS CORP '587200106 2,450,484 168,534 DEFINED SOLE MERCANTILE BANKSHARES CORP '587405101 10,611,264 232,548 DEFINED SOLE MERCANTILE INTERNATIONALPETROL G5994R118 484,884 3,152,906 DEFINED SOLE MERCK + CO INC '589331107 70,588,806 1,501,875 DEFINED SOLE MERCURY INTERACTIVE CORP '589405109 33,152,156 684,702 DEFINED SOLE MEREDITH CORP '589433101 880,213 15,345 DEFINED SOLE MERISTAR HOSPITALITY CORP 58984Y103 3,973,697 610,399 DEFINED SOLE MERIT MED SYS INC '589889104 2,158,812 96,982 DEFINED SOLE MERRILL LYNCH + CO INC '590188108 85,860,066 1,458,381 DEFINED SOLE METHANEX CORP 59151K108 4,276,384 380,800 DEFINED SOLE METHODE ELECTRS INC '591520200 1,705,828 139,479 DEFINED SOLE METLIFE INC 59156R108 4,878,179 134,401 DEFINED SOLE METRO GOLDWYN MAYER INC NEW '591610100 305,304 24,192 DEFINED SOLE METTLER TOLEDO INTL INC '592688105 7,743,708 182,720 DEFINED SOLE MFA MTG INVTS INC 55272X102 874,663 89,709 DEFINED SOLE MGI PHARMA INC '552880106 1,502,551 36,514 DEFINED SOLE MGIC INVT CORP WIS '552848103 1,512,876 23,331 DEFINED SOLE MGM MIRAGEINC '552953101 7,114,268 189,415 DEFINED SOLE MICHAELS STORES INC '594087108 8,401,961 190,846 DEFINED SOLE MICREL INC '594793101 9,582,090 615,025 DEFINED SOLE MICROCHIP TECHNOLOGY INC '595017104 49,801,970 1,496,939 DEFINED SOLE
MICROMUSE INC '595094103 2,411,971 343,981 DEFINED SOLE MICRON TECHNOLOGY INC '595112103 1,183,285 85,149 DEFINED SOLE MICROSEMI CORP '595137100 1,591,408 64,744 DEFINED SOLE MICROSOFT CORP '594918104 377,420,933 13,605,865 DEFINED SOLE MIDCAP SPDR TR '595635103 956,241 11,700 DEFINED SOLE MILLENNIUM CHEMICALS INC '599903101 158,921 12,463 DEFINED SOLE MILLENNIUM PHARMACEUTICALS '599902103 8,019,362 429,532 DEFINED SOLE MILLER HERMAN INC '600544100 470,429 18,319 DEFINED SOLE MILLIPORE CORP '601073109 368,309 8,004 DEFINED SOLE MINERALS TECHNOLOGIES INC '603158106 3,076,675 51,927 DEFINED SOLE MITSUBISHI TOKYO FIN GROUP INC '606816106 152,191 15,040 DEFINED SOLE MKS INSTRS INC 55306N104 961,089 33,141 DEFINED SOLE MODINE MFG CO '607828100 296,537 10,991 DEFINED SOLE MOHAWK INDS INC '608190104 1,576,807 20,323 DEFINED SOLE MOLEX INC '608554101 5,710,174 167,260 DEFINED SOLE MOLEX INC '608554200 497,059 13,100 DEFINED SOLE MONDAVI ROBERT CORP '609200100 362,921 9,344 DEFINED SOLE MONSANTO CO NEW 61166W101 23,331,817 803,808 DEFINED SOLE MONSTER WORLDWIDE INC '611742107 7,853,478 356,679 DEFINED SOLE MONY GROUP INC '615337102 295,190 9,434 DEFINED SOLE MOODYS CORP '615369105 22,201,755 364,158 DEFINED SOLE MOOG INC '615394202 838,071 16,965 DEFINED SOLE MOORE WALLACE INC '615857109 932,754 49,800 DEFINED SOLE MORGAN STANLEY '617446448 56,896,047 973,340 DEFINED SOLE MORGAN STANLEY CAP '459098901 8,891,528 11,484 DEFINED SOLE MOTOROLA INC '620076109 48,737,176 3,408,475 DEFINED SOLE MOVIE GALLERY INC '624581104 1,147,531 61,431 DEFINED SOLE MPS GROUP INC '553409103 5,788,884 619,132 DEFINED SOLE MRV COMMUNICATIONS INC '553477100 78,960 21,000 DEFINED SOLE MSC INDL DIRECT INC '553530106 812,130 29,532 DEFINED SOLE MURPHY OIL CORP '626717102 2,029,874 36,559 DEFINED SOLE MYERS IND INC '628464109 2,280,160 188,132 DEFINED SOLE MYKROLIS CORP 62852P103 6,510,953 404,910 DEFINED SOLE MYLAN LABS INC '628530107 11,530,887 456,488 DEFINED SOLE MYRIAD GENETICS INC 62855J104 323,159 25,129 DEFINED SOLE NABORS INDUSTRIES LTD G6359F103 12,355,950 297,451 DEFINED SOLE NASDAQ 100 TR '631100104 1,146,950 40,600 DEFINED SOLE NATIONAL CITY CORP '635405103 19,690,483 569,484 DEFINED SOLE
NATIONAL COMM FINL CORP 63545P104 13,470,311 494,537 DEFINED SOLE NATIONAL FUEL GAS CO N J '636180101 398,861 16,320 DEFINED SOLE NATIONAL INSTRS CORP '636518102 9,138,924 200,988 DEFINED SOLE NATIONAL OILWELL INC '637071101 2,109,751 94,155 DEFINED SOLE NATIONAL SEMICONDUCTOR CORP '637640103 1,159,165 32,545 DEFINED SOLE NATIONWIDE FINL SVCS INC '638612101 407,547 13,993 DEFINED SOLE NAVIGANT CONSULTING CO 63935N107 2,091,725 110,908 DEFINED SOLE NAVISTAR INTL CORP INC '63934E108 5,641,047 117,633 DEFINED SOLE NCO GROUP INC '628858102 2,367,898 103,992 DEFINED SOLE NCR CORP NEW '62886E108 494,804 12,534 DEFINED SOLE NEIMAN MARCUS GROUP '640204202 3,098,959 57,741 DEFINED SOLE NEKTAR THERAPEUTICS '640268108 963,656 70,805 DEFINED SOLE NEORX CORP '640520300 150,176 36,100 DEFINED SOLE NEOWARE SYSTEMS INC 64065P102 2,403,432 175,433 DEFINED SOLE NESTLE S A '641069406 1,839,886 22,800 DEFINED SOLE NETBANK INC '640933107 525,937 39,396 DEFINED SOLE NETEASE COM INC 64110W102 306,270 8,300 DEFINED SOLE NETEGRITY INC 64110P107 3,235,546 313,826 DEFINED SOLE NETIQ 64115P102 3,230,599 242,806 DEFINED SOLE NETSCREEN TECHNOLOGIES INS 64117V107 8,380,430 343,373 DEFINED SOLE NETWORK APPLIANCE INC 64120L104 4,276,078 216,063 DEFINED SOLE NETWORKS ASSOCS INC '640938106 11,383,338 763,446 DEFINED SOLE NEUROCRINE BIOSCIENCES INC 64125C109 3,511,940 64,392 DEFINED SOLE NEW FOCUS INC '644383101 60,300 12,012 DEFINED SOLE NEW JERSEY RES CORP '646025106 640,306 16,627 DEFINED SOLE NEW PLAN EXCEL RLTY TR INC '648053106 481,830 19,531 DEFINED SOLE NEW YORK CMNTY BANCORP INC '649445103 4,929,061 128,612 DEFINED SOLE NEW YORK TIMES CO '650111107 21,226,557 443,439 DEFINED SOLE NEWELL RUBBERMAID INC '651229106 31,476,475 1,374,084 DEFINED SOLE NEWFIELD EXPL CO '651290108 5,868,858 131,766 DEFINED SOLE NEWMONT MNG CORP '651639106 12,917,660 264,655 DEFINED SOLE NEWPARK RES INC '651718504 431,416 90,066 DEFINED SOLE NEWPORT CORP '651824104 774,596 46,860 DEFINED SOLE NEWS CORP LTD '652487703 1,621,905 44,130 DEFINED SOLE NEWS CORP LTD '652487802 5,792,890 189,383 DEFINED SOLE NEXTEL COMMUNICATIONS INC 65332V103 49,953,702 1,811,349 DEFINED SOLE NEXTEL PARTNERS INC 65333F107 2,709,911 220,843 DEFINED SOLE NII HLDGS INC 62913F201 4,295,330 57,555 DEFINED SOLE
NIKE INC '654106103 31,427,223 457,005 DEFINED SOLE NIPPON TELEG + TEL CORP '654624105 7,688,485 311,523 DEFINED SOLE NISOURCE INC 65473P105 23,172,305 1,055,561 DEFINED SOLE NOBLE CORPORATION G65422100 11,842,684 330,677 DEFINED SOLE NOBLE ENERGY INC '655044105 3,972,753 89,416 DEFINED SOLE NOKIA CORP '654902204 30,239,087 1,743,000 DEFINED SOLE NORDSON CORP '655663102 6,763,184 195,864 DEFINED SOLE NORDSTROM INC '655664100 3,481,979 100,163 DEFINED SOLE NORFOLK SOUTHN CORP '655844108 15,324,620 639,012 DEFINED SOLE NORSK HYDRO A S '656531605 2,787,180 45,100 DEFINED SOLE NORTEL NETWORKS CORP '656568102 10,828,516 2,599,180 DEFINED SOLE NORTH FORK BANCORPORATION INC '659424105 935,268 22,324 DEFINED SOLE NORTHEAST UTILS '664397106 8,062,679 394,832 DEFINED SOLE NORTHERN TRUST CORP '665859104 25,533,509 551,834 DEFINED SOLE NORTHROP GRUMMAN CORP '666807102 7,981,383 83,035 DEFINED SOLE NORTHWEST AIRLS CORP '667280101 169,600 13,170 DEFINED SOLE NOVA CHEMICALS CORP 66977W109 4,851,000 180,000 DEFINED SOLE NOVARTIS AG 66987V109 8,261,647 168,510 DEFINED SOLE NOVELL INC '670006105 1,978,998 187,255 DEFINED SOLE NOVELLUS SYS INC '670008101 18,736,868 451,313 DEFINED SOLE NOVEN PHARMACEUTICALS INC '670009109 768,653 50,536 DEFINED SOLE NPS PHARMACEUTICALS INC 62936P103 6,047,788 196,740 DEFINED SOLE NSTAR '67019E107 516,768 10,655 DEFINED SOLE NTL INC DEL 62940M104 18,004,707 258,132 DEFINED SOLE NUCOR CORP '670346105 14,138,553 251,995 DEFINED SOLE NUVEEN INVTS INC 67090F106 1,301,968 48,836 DEFINED SOLE NVIDIA CORP 67066G104 1,054,662 44,987 DEFINED SOLE O REILLY AUTOMOTIVE INC '686091109 416,053 10,846 DEFINED SOLE OCCIDENTAL PETE CORP '674599105 14,300,518 333,396 DEFINED SOLE OCCIDENTE Y CARIBE CELULAR SA '674608112 154 15,400 DEFINED SOLE ODYSSEY HEALTHCARE INC 67611V101 1,048,854 35,846 DEFINED SOLE ODYSSEY RE HLDGS CORP 67612W108 1,819,965 80,708 DEFINED SOLE OFFICE DEPOT INC '676220106 13,206,856 782,836 DEFINED SOLE OGE ENERGY CORP '670837103 422,623 17,471 DEFINED SOLE OHIO CAS CORP '677240103 383,569 22,095 DEFINED SOLE OIL CO LUKOIL '677862104 3,692,100 39,700 DEFINED SOLE OIL STATES INTL INC '678026105 3,424,723 245,676 DEFINED SOLE OLD REP INTL CORP '680223104 920,416 36,294 DEFINED SOLE
OLIN CORP '680665205 1,702,011 84,846 DEFINED SOLE OMNICARE INC '681904108 7,276,864 180,165 DEFINED SOLE OMNICOM GROUP '681919106 34,258,232 387,741 DEFINED SOLE OMNIVISION TECHNOLOGIES INC '682128103 998,147 18,066 DEFINED SOLE ONEOK INC NEW '682680103 5,430,620 245,952 DEFINED SOLE ONYX PHARMACEUTICALS INC '683399109 1,306,738 46,289 DEFINED SOLE OPENWAVE SYS INC '683718308 129,404 11,764 DEFINED SOLE OPLINK COMMUNICATIONS INC 68375Q106 53,670 22,456 DEFINED SOLE OPSWARE INC 68383A101 75,887 10,255 DEFINED SOLE ORACLE CORP 68389X105 37,648,244 2,805,337 DEFINED SOLE ORBITAL SCIENCES CORP '685564106 1,662,558 138,316 DEFINED SOLE ORBOTECH LTD M75253100 4,549,823 190,210 DEFINED SOLE OSHKOSH TRUCK CORP '688239201 6,937,375 135,947 DEFINED SOLE OSI PHARMACEUTICALS INC '671040103 5,659,233 175,698 DEFINED SOLE OTTER TAIL CORP '689648103 2,777,488 103,909 DEFINED SOLE OUTBACK STEAKHOUSE INC '689899102 10,847,190 245,937 DEFINED SOLE OVERSEAS SHIPHOLDING GROUP INC '690368105 374,380 10,995 DEFINED SOLE OVERTURE SVCS INC 69039R100 217,897 19,300 DEFINED SOLE OWENS + MINOR INC NEW '690732102 7,050,945 321,814 DEFINED SOLE OWENS ILL INC '690768403 3,286,848 276,438 DEFINED SOLE OXFORD HEALTH PLANS INC '691471106 709,137 16,302 DEFINED SOLE P F CHANGS CHINA BISTRO INC 69333Y108 5,253,564 103,254 DEFINED SOLE PACCAR INC '693718108 1,478,526 16,808 DEFINED SOLE PACIFIC SUNWEAR OF CALIF '694873100 3,676,063 174,056 DEFINED SOLE PACIFICARE HEALTH SYSTEMS '695112102 2,704,270 40,004 DEFINED SOLE PACKAGING CORP AMER '695156109 7,002,966 319,639 DEFINED SOLE PACKETEER INC '695210104 7,907,128 465,673 DEFINED SOLE PACTIV CORP '695257105 20,833,552 870,047 DEFINED SOLE PALL CORP '696429307 14,330,293 533,826 DEFINED SOLE PAN PAC RETAIL PPTYS INC 69806L104 26,134,786 548,474 DEFINED SOLE PANERA BREAD CO 69840W108 1,056,207 27,244 DEFINED SOLE PARAMETRIC TECHNOLOGY CORP '699173100 299,992 75,525 DEFINED SOLE PARKER DRILLING CO '701081101 53,502 20,981 DEFINED SOLE PARKER HANNIFIN CORP '701094104 1,980,536 32,492 DEFINED SOLE PARTNERRE LTD G6852T105 18,218,910 311,960 DEFINED SOLE PATINA OIL + GAS CORP '703224105 5,598,576 113,973 DEFINED SOLE PATTERSON DENTAL CO '703412106 1,715,253 26,734 DEFINED SOLE PATTERSON UTI ENERGY INC '703481101 5,319,181 161,579 DEFINED SOLE
PAXSON COMMUNICATIONS CORP '704231505 3,201,075 347 DEFINED SOLE PAXSON COMMUNICATIONS CORP '704231604 238,583 30 DEFINED SOLE PAYCHEX INC '704326107 15,769,447 425,545 DEFINED SOLE PAYLESS SHOESOURCE INC '704379106 4,445,303 331,739 DEFINED SOLE PDI INC 69329V100 574,136 21,415 DEFINED SOLE PEABODY ENERGY CORP '704549104 4,434,732 106,323 DEFINED SOLE PEARSON PLC '705015105 811,286 56,000 DEFINED SOLE PEDIATRIX MED GROUP '705324101 893,339 16,216 DEFINED SOLE PENN NATL GAMING INC '707569109 717,211 31,075 DEFINED SOLE PENN VA CORP '707882106 6,137,193 110,282 DEFINED SOLE PENNEY J C INC '708160106 14,426,180 547,413 DEFINED SOLE PENNSYLVANIA REAL ESTATE INVT '709102107 12,700,315 349,871 DEFINED SOLE PENTAIR INC '709631105 1,060,772 21,975 DEFINED SOLE PEOPLESOFT INC '712713106 12,288,956 544,922 DEFINED SOLE PEPCO HLDGS INC '713291102 4,556,943 233,211 DEFINED SOLE PEPSI BOTTLING GROUP INC '713409100 3,781,606 156,578 DEFINED SOLE PEPSIAMERICAS INC 71343P200 495,590 28,948 DEFINED SOLE PEPSICO INC '713448108 76,127,942 1,615,079 DEFINED SOLE PERFORMANCE FOOD GROUP CO '713755106 6,282,019 173,604 DEFINED SOLE PERKINELMER INC '714046109 1,121,076 65,382 DEFINED SOLE PERRIGO CO '714290103 417,222 26,266 DEFINED SOLE PETCO ANIMAL SUPPLIES INC '716016209 2,976,579 97,753 DEFINED SOLE PETROKAZAKHSTAN INC 71649P102 1,535,182 68,200 DEFINED SOLE PETROLEO BRASILEIRO SA 71654V408 5,276,206 179,100 DEFINED SOLE PETSMART INC '716768106 8,601,362 354,093 DEFINED SOLE PFIZER INC '717081103 266,099,320 7,439,662 DEFINED SOLE PG+E CORP 69331C108 2,292,572 81,134 DEFINED SOLE PHARMACEUTICAL PROD DEV INC '717124101 2,743,011 101,706 DEFINED SOLE PHARMACEUTICAL RES INC '717125108 3,292,813 50,352 DEFINED SOLE PHELPS DODGE CORP '717265102 1,047,060 13,379 DEFINED SOLE PHELPS DODGE CORP '717265508 2,301,120 13,600 DEFINED SOLE PHILADELPHIA CONS HLDG CORP '717528103 815,168 16,694 DEFINED SOLE PHILADELPHIA SUBN CORP '718009608 4,747,712 214,270 DEFINED SOLE PHOENIX COS INC NEW '71902E109 219,333 18,217 DEFINED SOLE PHOTON DYNAMICS INC '719364101 1,132,072 28,133 DEFINED SOLE PIER 1 IMPORTS INC '720279108 3,286,717 150,353 DEFINED SOLE PINNACLE SYS INC '723481107 1,225,514 143,671 DEFINED SOLE PINNACLE WEST CAP CORP '723484101 8,388,314 209,135 DEFINED SOLE
PIONEER NAT RES CO '723787107 1,159,105 38,871 DEFINED SOLE PITNEY BOWES INC '724479100 6,338,086 152,702 DEFINED SOLE PIXAR '725811103 6,523,792 94,152 DEFINED SOLE PIXELWORKS INC 72581M107 513,901 46,549 DEFINED SOLE PLACER DOME INC '725906101 4,769,433 266,300 DEFINED SOLE PLANTRONICS INC NEW '727493108 2,154,933 66,001 DEFINED SOLE PLEXUS CORP '729132100 272,951 15,897 DEFINED SOLE PLUM CREEK TIMBER CO INC '729251108 796,081 25,382 DEFINED SOLE PMC SIERRA INC 69344F106 8,219,547 410,052 DEFINED SOLE PMI GROUP INC 69344M101 11,236,051 301,801 DEFINED SOLE PNC FINL SVCS GROUP INC '693475105 4,462,885 76,372 DEFINED SOLE PNM RES INC 69349H107 416,583 14,825 DEFINED SOLE POGO PRODUCING CO '730448107 3,584,488 74,213 DEFINED SOLE POLARIS INDS INC '731068102 4,883,858 55,135 DEFINED SOLE POLO RALPH LAUREN CORP '731572103 1,953,763 67,839 DEFINED SOLE POLYCOM INC 73172K104 3,750,690 192,146 DEFINED SOLE POLYONE CORP 73179P106 126,887 19,556 DEFINED SOLE PORTUGAL TELECOM SGPS SA '737273102 215,831 30,060 DEFINED SOLE POTASH CORP SASK INC 73755L107 9,997,088 115,600 DEFINED SOLE POTLATCH CORP '737628107 355,002 10,210 DEFINED SOLE POWER INTEGRATIONS '739276103 3,880,691 115,980 DEFINED SOLE POWER ONE INC '739308104 2,043,138 188,463 DEFINED SOLE POWERWAVE TECHNOLOGIES INC '739363109 190,638 24,920 DEFINED SOLE PPG INDS INC '693506107 1,492,342 22,801 DEFINED SOLE PPL CORP 69351T106 2,993,582 64,226 DEFINED SOLE PRAECIS PHARMACEUTICALS INC '739421105 695,906 108,060 DEFINED SOLE PRAXAIR INC 74005P104 5,506,536 133,790 DEFINED SOLE PRECISE SOFTWARE SOLUTIONS LTD M41450103 502,270 28,200 DEFINED SOLE PRECISION CASTPARTS CORP '740189105 6,152,681 135,208 DEFINED SOLE PRECISION DRILLING CORP 74022D100 453,122 9,520 DEFINED SOLE PREMCOR INC 74045Q104 2,386,696 91,796 DEFINED SOLE PRICE COMMUNICATIONS CORP '741437305 255,762 18,628 DEFINED SOLE PRICE T ROWE GROUP INC 74144T108 2,874,470 61,953 DEFINED SOLE PRIDE INTERNATIONAL INC 74153Q102 13,597,521 729,122 DEFINED SOLE PRIMEDIA INC 74157K101 91,089 32,187 DEFINED SOLE PRIMUS TELECOMM GROUP INC '741929103 1,777,886 174,645 DEFINED SOLE PRINCIPAL FINANCIAL GROUP 74251V102 5,939,876 178,226 DEFINED SOLE PRIORITY HEALTHCARE CORP 74264T102 741,334 30,748 DEFINED SOLE
PRIVATEBANKCORP INC '742962103 603,322 13,254 DEFINED SOLE PROASSURANCE CORP 74267C106 9,241,550 287,451 DEFINED SOLE PROCTER + GAMBLE CO '742718109 88,280,602 874,926 DEFINED SOLE PROGRESS ENERGY INC '743263105 4,121,719 90,561 DEFINED SOLE PROGRESS SOFTWARE CORP '743312100 7,341,744 358,834 DEFINED SOLE PROGRESSIVE CORP OHIO '743315103 24,859,428 294,659 DEFINED SOLE PROLOGIS '743410102 44,685,435 1,392,088 DEFINED SOLE PROQUEST COMPANY 74346P102 875,990 29,745 DEFINED SOLE PROSPERITY BANCSHARES INC '743606105 579,485 25,732 DEFINED SOLE PROTECTIVE LIFE CORP '743674103 2,027,084 59,902 DEFINED SOLE PROTEIN DESIGN LABS INC 74369L103 8,222,938 459,382 DEFINED SOLE PROVIDENT BANKSHARES CORP '743859100 1,060,164 36,011 DEFINED SOLE PROVIDENT FINL GROUP INC '743866105 314,388 9,840 DEFINED SOLE PROVIDIAN FINL CORP 74406A102 2,622,007 224,588 DEFINED SOLE PROXIM CORP '744283102 42,431 25,408 DEFINED SOLE PRUDENTIAL FINL INC '744320102 6,199,527 143,959 DEFINED SOLE PRUDENTIAL FINL INC '744320201 841,320 10,000 DEFINED SOLE PSS WORLD MED INC 69366A100 160,784 13,321 DEFINED SOLE PUBLIC STORAGE INC 74460D109 11,644,425 268,159 DEFINED SOLE PUBLIC SVC ENTERPRISE GROUP '744573106 1,704,792 38,379 DEFINED SOLE PUGET ENERGY INC '745310102 2,555,453 107,183 DEFINED SOLE PULTE HOMES INC '745867101 8,578,896 89,621 DEFINED SOLE QIAGEN NV N72482107 997,464 83,400 DEFINED SOLE QLOGIC CORP '747277101 20,550,004 398,006 DEFINED SOLE QUALCOMM INC '747525103 45,704,351 851,067 DEFINED SOLE QUANEX CORP '747620102 3,759,132 81,543 DEFINED SOLE QUANTA SERVICES INC '74762E102 269,078 36,860 DEFINED SOLE QUANTUM CORP '747906204 252,149 76,724 DEFINED SOLE QUEST DIAGNOSTICS INC 74834L100 2,184,390 30,359 DEFINED SOLE QUEST SOFTWARE INC 74834T103 2,188,078 154,090 DEFINED SOLE QUESTAR CORP '748356102 3,104,584 88,090 DEFINED SOLE QUICKSILVER RES INC 74837R104 618,836 19,159 DEFINED SOLE QUIKSILVER INC 74838C106 1,910,443 107,752 DEFINED SOLE QWEST COMMUNICATIONS INTL INC '749121109 13,692,932 3,141,220 DEFINED SOLE R + G FINANCIAL CORP '749136107 2,737,842 68,790 DEFINED SOLE RADIAN GROUP INC '750236101 5,389,232 110,256 DEFINED SOLE RADIO ONE INC 75040P108 1,663,040 85,066 DEFINED SOLE RADIO ONE INC 75040P405 9,308,900 482,600 DEFINED SOLE
RADIOSHACK CORP '750438103 5,433,589 171,581 DEFINED SOLE RARE HOSPITALITY INTL INC '753820109 8,196,858 335,387 DEFINED SOLE RAYONIER INC '754907103 383,968 9,250 DEFINED SOLE RAYTHEON CO '755111507 23,915,454 787,353 DEFINED SOLE READERS DIGEST ASSN INC '755267101 3,537,912 241,331 DEFINED SOLE RECKSON ASSOCS RLTY CORP 75621K106 4,052,074 166,752 DEFINED SOLE RED HAT INC '756577102 16,430,470 875,358 DEFINED SOLE REEBOK INTL LTD '758110100 3,004,110 74,570 DEFINED SOLE REED ELSEVIER N V '758204101 1,538,511 48,100 DEFINED SOLE REGENCY CTRS CORP '758849103 14,739,399 369,872 DEFINED SOLE REGENERON PHARMACEUTICALS INC 75886F107 442,492 30,081 DEFINED SOLE REGIONS FINL CORP '758940100 3,644,175 94,671 DEFINED SOLE REGIS CORP MINNESOTA '758932107 10,386,014 262,804 DEFINED SOLE REINSURANCE GROUP AMER INC '759351109 5,201,556 134,581 DEFINED SOLE RELIANT RES INC 75952B105 874,972 118,882 DEFINED SOLE REMEC INC '759543101 506,568 60,234 DEFINED SOLE RENAISSANCERE HOLDINGS LTD G7496G103 14,554,956 293,245 DEFINED SOLE RENT A CTR INC NEW 76009N100 7,610,406 254,699 DEFINED SOLE REPLIGEN CORP '759916109 1,038,880 237,730 DEFINED SOLE REPSOL YPF S A 76026T205 1,562,045 79,900 DEFINED SOLE REPUBLIC SVCS INC '760759100 1,681,344 66,279 DEFINED SOLE RESEARCH IN MOTION LTD '760975102 5,316,646 79,285 DEFINED SOLE RESMED INC '761152107 5,024,845 120,964 DEFINED SOLE RESOURCES CONNECTION INC 76122Q105 1,686,393 61,750 DEFINED SOLE RESPIRONICS INC '761230101 4,678,223 103,753 DEFINED SOLE RETEK INC 76128Q109 1,264,910 136,305 DEFINED SOLE REUTERS GROUP PLC 76132M102 2,695,356 106,200 DEFINED SOLE REYNOLDS + REYNOLDS CO '761695105 1,698,902 58,482 DEFINED SOLE REYNOLDS R J TOB HLDGS INC 76182K105 1,191,045 20,287 DEFINED SOLE RF MICRO DEVICES INC '749941100 683,179 67,978 DEFINED SOLE RIGHT MGMT CONSULTANTS INC '766573109 2,578,308 138,173 DEFINED SOLE RIO TINTO PLC '767204100 791,183 5,500 DEFINED SOLE RITE AID CORP '767754104 2,260,307 374,223 DEFINED SOLE ROBERT HALF INTL INC '770323103 12,492,842 543,008 DEFINED SOLE ROCKWELL AUTOMATION INC '773903109 13,240,424 370,398 DEFINED SOLE ROCKWELL COLLINS INC '774341101 15,754,573 523,371 DEFINED SOLE ROGERS CORP '775133101 801,793 18,173 DEFINED SOLE ROHM + HAAS CO '775371107 2,616,254 60,742 DEFINED SOLE
ROLLINS INC '775711104 281,311 12,475 DEFINED SOLE ROPER INDS '776696106 345,486 6,575 DEFINED SOLE ROSS STORES INC '778296103 1,220,842 41,282 DEFINED SOLE ROUSE CO '779273101 13,786,134 293,322 DEFINED SOLE ROWAN COS INC '779382100 8,747,653 377,325 DEFINED SOLE ROYAL CARIBBEAN CRUISES LTD V7780T103 3,695,415 112,092 DEFINED SOLE ROYAL DUTCH PETE CO '780257804 35,096,333 665,900 DEFINED SOLE RPM INTL INC '749685103 7,502,469 445,714 DEFINED SOLE RSA SEC INC '749719100 2,587,765 182,237 DEFINED SOLE RUBY TUESDAY INC '781182100 18,177,361 638,026 DEFINED SOLE RUDDICK CORP '781258108 271,364 15,160 DEFINED SOLE RUDOLPH TECHNOLOGIES INC '781270103 702,188 28,614 DEFINED SOLE RYANAIR HOLDGS PLC '783513104 12,928,392 255,300 DEFINED SOLE RYDER SYS INC '783549108 3,627,906 105,793 DEFINED SOLE RYLAND GROUP INC '783764103 475,376 5,363 DEFINED SOLE S1 CORP 78463B101 117,103 14,547 DEFINED SOLE SABRE HLDGS CORP '785905100 10,370,092 475,620 DEFINED SOLE SAFECO CORP '786429100 28,824,016 740,063 DEFINED SOLE SAFEGUARD SCIENTIFICS INC '786449108 98,059 24,272 DEFINED SOLE SAFENET INC 78645R107 1,024,887 33,308 DEFINED SOLE SAFEWAY INC '786514208 5,973,005 263,671 DEFINED SOLE SAGA COMMUNICATIONS '786598102 5,846,938 315,539 DEFINED SOLE SAKS INC 79377W108 415,104 27,600 DEFINED SOLE SALIX PHARMACEUTICALS LTD '795435106 922,442 40,690 DEFINED SOLE SAMSUNG ELECTRS LTD '796050888 1,958,234 10,820 DEFINED SOLE SAN JUAN BASIN RTY TR '798241105 1,574,694 72,600 DEFINED SOLE SANDISK CORP 80004C101 2,771,904 45,337 DEFINED SOLE SANMINA SCI CORP '800907107 5,583,178 432,091 DEFINED SOLE SAP AKTIENGESELLSCHAFT '803054204 18,638,008 444,075 DEFINED SOLE SAPIENT CORP '803062108 607,790 108,534 DEFINED SOLE SARA LEE CORP '803111103 2,425,424 108,651 DEFINED SOLE SATYAM COMPUTER SERVICES '804098101 3,273,228 111,600 DEFINED SOLE SBC COMMUNICATIONS INC 78387G103 35,986,081 1,368,282 DEFINED SOLE SCANA CORP NEW 80589M102 816,089 23,614 DEFINED SOLE SCANSOFT INC 80603P107 81,455 15,311 DEFINED SOLE SCANSOURCE INC '806037107 743,606 16,300 DEFINED SOLE SCHEIN HENRY INC '806407102 8,458,054 125,010 DEFINED SOLE SCHERING PLOUGH CORP '806605101 29,978,577 1,720,503 DEFINED SOLE
SCHLUMBERGER LTD '806857108 83,703,471 1,521,066 DEFINED SOLE SCHOLASTIC CORP '807066105 7,601,813 223,320 DEFINED SOLE SCHOOL SPECIALTY INC '807863105 889,157 26,144 DEFINED SOLE SCHWAB CHARLES CORP '808513105 11,550,711 942,195 DEFINED SOLE SCICLONE PHARMACEUTICALS INC 80862K104 1,420,017 209,442 DEFINED SOLE SCIENTIFIC ATLANTA INC '808655104 641,190 23,136 DEFINED SOLE SCIENTIFIC GAMES CORP 80874P109 3,675,368 216,071 DEFINED SOLE SCO GROUP INC 78403A106 703,834 41,402 DEFINED SOLE SCOTTISH RE GROUP LTD G7885T104 3,549,224 170,800 DEFINED SOLE SCOTTS CO '810186106 3,549,662 59,621 DEFINED SOLE SCP POOL CORP '784028102 6,373,678 195,033 DEFINED SOLE SCRIPPS E W CO OH '811054204 12,147,153 128,989 DEFINED SOLE SCS TRANSA INC 81111T102 350,703 19,949 DEFINED SOLE SEACOR SMIT INC '811904101 382,809 9,108 DEFINED SOLE SEAGATE TECHNOLOGY G7945J104 6,744,023 348,518 DEFINED SOLE SEALED AIR CORP NEW 81211K100 23,004,821 424,504 DEFINED SOLE SEARS ROEBUCK + CO '812387108 6,943,670 150,535 DEFINED SOLE SEI INVESTMENTS CO '784117103 985,886 32,389 DEFINED SOLE SELECT COMFORT CORP 81616X103 767,411 30,994 DEFINED SOLE SELECT MED CORP '816196109 5,709,494 350,706 DEFINED SOLE SEMICONDUCTOR HOLDRS TR '816636203 493,225 18,100 DEFINED SOLE SEMPRA ENERGY '816851109 3,222,750 101,389 DEFINED SOLE SEMTECH CORP '816850101 12,831,017 564,497 DEFINED SOLE SENSIENT TECHNOLOGIES CORP 81725T100 1,470,275 74,369 DEFINED SOLE SEPRACOR INC '817315104 408,868 17,086 DEFINED SOLE SERENA SOFTWARE INC '817492101 2,586,946 140,978 DEFINED SOLE SEROLOGICALS CORP '817523103 214,737 11,545 DEFINED SOLE SERONO SA 81752M101 5,742,643 322,100 DEFINED SOLE SHAW GROUP INC '820280105 980,068 71,958 DEFINED SOLE SHELL TRANS + TRADING PLC '822703609 2,787,903 61,095 DEFINED SOLE SHERWIN WILLIAMS CO '824348106 2,574,461 71,219 DEFINED SOLE SHIRE PHARMACEUTICALS GROUP PL 82481R106 1,833,471 61,980 DEFINED SOLE SHUFFLE MASTER INC '825549108 2,564,234 74,068 DEFINED SOLE SICOR INC '825846108 1,011,405 37,184 DEFINED SOLE SIEBEL SYS INC '826170102 18,997,440 1,370,467 DEFINED SOLE SIERRA HEALTH SVCS INC '826322109 7,493,219 272,977 DEFINED SOLE SIERRA PAC RES NEW '826428104 2,430,575 331,141 DEFINED SOLE SIGMA ALDRICH '826552101 963,760 14,999 DEFINED SOLE
SILICON GRAPHICS INC '827056102 60,343 44,046 DEFINED SOLE SILICON IMAGE INC 82705T102 99,434 13,753 DEFINED SOLE SILICON LABORATORIES INC '826919102 3,011,604 70,525 DEFINED SOLE SILICON STORAGE TECHNOLOGY INC '827057100 169,257 15,387 DEFINED SOLE SILICON VY BANCSHARES '827064106 12,720,374 352,658 DEFINED SOLE SIMON PPTY GROUP INC NEW '828806109 55,341,917 1,193,816 DEFINED SOLE SINCLAIR BROADCAST GROUP INC '829226109 1,342,323 89,968 DEFINED SOLE SIRIUS SATELLITE RADIO INC 82966U103 3,222,167 1,019,673 DEFINED SOLE SIX FLAGS INC 83001P109 584,928 77,783 DEFINED SOLE SK TELECOM LTD 78440P108 5,553,261 297,762 DEFINED SOLE SKYLINE CORP '830830105 4,135,373 118,594 DEFINED SOLE SKYWEST INC '830879102 4,077,815 225,045 DEFINED SOLE SKYWORKS SOLUTIONS INC 83088M102 850,888 106,307 DEFINED SOLE SL GREEN RLTY CORP 78440X101 10,091,691 245,839 DEFINED SOLE SLM CORP 78442P106 43,599,097 1,131,627 DEFINED SOLE SMITH + NEPHEW P L C 83175M205 433,403 8,000 DEFINED SOLE SMITH INTL INC '832110100 17,827,400 430,985 DEFINED SOLE SMITHFIELD FOODS INC '832248108 4,643,196 224,309 DEFINED SOLE SMUCKER J M CO '832696405 456,286 10,073 DEFINED SOLE SMURFIT STONE CONTAINER CORP '832727101 1,648,446 85,188 DEFINED SOLE SNAP ON INC '833034101 10,144,654 314,526 DEFINED SOLE SOFTWARE HOLDRS TR DEPOSITRY R 83404B103 375,125 12,500 DEFINED SOLE SOLECTRON CORP '834182107 3,286,277 525,282 DEFINED SOLE SOLUTIA INC '834376105 8,015 21,958 DEFINED SOLE SONIC CORP '835451105 1,515,966 49,509 DEFINED SOLE SONICBLUE INC 83546Q109 16 19,813 DEFINED SOLE SONOCO PRODS CO '835495102 518,042 20,679 DEFINED SOLE SONUS NETWORKS INC '835916107 2,704,960 357,799 DEFINED SOLE SONY CORP '835699307 3,248,419 72,500 DEFINED SOLE SOTHEBYS HLDGS INC '835898107 3,537,134 258,941 DEFINED SOLE SOUTH JERSEY INDS INC '838518108 482,760 11,920 DEFINED SOLE SOUTHERN CO '842587107 5,687,641 183,538 DEFINED SOLE SOUTHERN UN CO NEW '844030106 198,794 10,804 DEFINED SOLE SOUTHTRUST CORP '844730101 2,162,563 61,801 DEFINED SOLE SOUTHWEST AIRLS CO '844741108 21,023,500 1,299,287 DEFINED SOLE SOUTHWEST BANCORPORATION TEX 84476R109 1,488,732 38,320 DEFINED SOLE SOUTHWEST GAS CORP '844895102 5,479,349 244,069 DEFINED SOLE SOVEREIGN BANCORP INC '845905108 14,893,422 626,536 DEFINED SOLE
SPARTECH CORP '847220209 517,662 21,009 DEFINED SOLE SPDR TRUST 78462F103 7,251,758 50,425 DEFINED SOLE SPECTRASITE INC 84761M104 582,341 16,758 DEFINED SOLE SPEEDWAY MOTORSPORTSINC '847788106 1,159,837 40,105 DEFINED SOLE SPHERION CORP '848420105 117,128 11,964 DEFINED SOLE SPINNAKER EXPL CO 84855W109 4,723,037 146,360 DEFINED SOLE SPRINT CORP '852061100 34,658,553 2,099,090 DEFINED SOLE SPRINT CORP '852061506 12,265,116 2,182,801 DEFINED SOLE SPSS INC 78462K102 3,963,120 221,651 DEFINED SOLE SPX CORP '784635104 1,532,629 27,826 DEFINED SOLE ST JUDE MED INC '790849103 9,715,800 157,701 DEFINED SOLE ST PAUL COS INC '792860108 11,078,702 277,368 DEFINED SOLE STAAR SURGICAL CO '852312305 666,232 59,168 DEFINED SOLE STANCORP FINL GROUP INC '852891100 4,871,691 77,476 DEFINED SOLE STANLEY FURNITURE INC '854305208 3,412,962 108,348 DEFINED SOLE STANLEY WORKS '854616109 452,641 11,540 DEFINED SOLE STAPLES INC '855030102 14,024,653 499,708 DEFINED SOLE STARBUCKS CORP '855244109 16,148,612 493,691 DEFINED SOLE STARTEK INC 85569C107 1,105,939 27,113 DEFINED SOLE STARWOOD HOTELS + RESORTS 85590A203 36,392,915 1,010,498 DEFINED SOLE STATE STREET CORPORATION '857477103 54,059,292 1,025,834 DEFINED SOLE STATION CASINOS INC '857689103 5,711,607 186,471 DEFINED SOLE STEEL DYNAMICS INC '858119100 2,452,732 104,416 DEFINED SOLE STEIN MART INC '858375108 4,125,933 500,720 DEFINED SOLE STEINER LEISURE LTD P8744Y102 1,021,020 71,400 DEFINED SOLE STERICYCLE INC '858912108 7,235,045 155,184 DEFINED SOLE STERIS CORP '859152100 5,475,347 242,272 DEFINED SOLE STERLING BANCSHARES INC '858907108 670,126 50,272 DEFINED SOLE STEWART ENTERPRISES INC '860370105 113,691 20,016 DEFINED SOLE STMICROELECTRONICS N V '861012102 698,128 20,000 DEFINED SOLE STORAGE TECHNOLOGY CORP '862111200 2,443,115 94,659 DEFINED SOLE STRATEX NETWORKS INC 86279T109 74,928 17,630 DEFINED SOLE STRAYER ED INC '863236105 803,601 7,384 DEFINED SOLE STRYKER CORP '863667101 20,929,521 243,333 DEFINED SOLE SUN CMNTYS INC '866674104 6,109,066 157,857 DEFINED SOLE SUN LIFE FINL INC '866796105 970,776 38,800 DEFINED SOLE SUN MICROSYSTEMS INC '866810104 6,527,149 1,445,343 DEFINED SOLE SUNGARD DATA SYS INC '867363103 15,440,560 560,732 DEFINED SOLE
SUNOCO INC 86764P109 3,128,752 60,563 DEFINED SOLE SUNTRUST BKS INC '867914103 3,380,972 44,509 DEFINED SOLE SUPERIOR ENERGY SVCS INC '868157108 3,948,677 420,072 DEFINED SOLE SUPERIOR INDS INTL INC '868168105 5,214,349 119,815 DEFINED SOLE SUPERVALU INC '868536103 914,554 31,679 DEFINED SOLE SURGUTNEFTEGAZ JSC '868861204 1,431,720 49,200 DEFINED SOLE SWIFT TRANSN INC '870756103 5,276,146 251,006 DEFINED SOLE SYBASE INC '871130100 8,291,579 402,895 DEFINED SOLE SYCAMORE NETWORKS INC '871206108 175,425 33,478 DEFINED SOLE SYLVAN LEARNING SYS INC '871399101 3,886,794 135,005 DEFINED SOLE SYMANTEC CORP '871503108 28,931,728 812,248 DEFINED SOLE SYMBOL TECHNOLOGIES INC '871508107 612,032 36,299 DEFINED SOLE SYMYX TECHNOLOGIES INC 87155S108 4,279,311 208,239 DEFINED SOLE SYNOPSYS INC '871607107 17,402,545 514,811 DEFINED SOLE SYNOVUS FINL CORP 87161C105 1,448,427 52,501 DEFINED SOLE SYNTEL INC 87162H103 2,400,082 97,130 DEFINED SOLE SYSCO CORP '871829107 26,496,777 696,582 DEFINED SOLE SYSTEMS + COMPUTER TECHNOLOGY '871873105 1,058,990 64,770 DEFINED SOLE TAIWAN SEMICNDCTR MFG CO LTD '874039100 13,938,561 1,336,548 DEFINED SOLE TAKE TWO INTERACTIVE SOFTWARE '874054109 1,202,616 41,743 DEFINED SOLE TALISMAN ENERGY INC '87425E103 380,078 7,400 DEFINED SOLE TANOX INC 87588Q109 1,164,552 78,421 DEFINED SOLE TARGET CORP '87612E106 44,898,308 1,162,736 DEFINED SOLE TARO PHARMA INDS M8737E108 1,702,800 26,400 DEFINED SOLE TAUBMAN CENTERS INC '876664103 6,031,350 292,784 DEFINED SOLE TBC CORP '872180104 7,383,725 286,080 DEFINED SOLE TCF FINANCIAL CORP '872275102 1,523,708 31,183 DEFINED SOLE TECH DATA CORP '878237106 2,068,759 50,620 DEFINED SOLE TECHNE CORP '878377100 1,002,946 26,547 DEFINED SOLE TECHNITROL INC '878555101 594,844 28,681 DEFINED SOLE TECO ENERGY INC '872375100 2,084,054 143,110 DEFINED SOLE TECUMSEH PRODS CO '878895200 312,519 6,453 DEFINED SOLE TEKTRONIX INC '879131100 9,622,746 304,322 DEFINED SOLE TELE NORTE LESTE PARTICIPACOES '879246106 646,517 41,900 DEFINED SOLE TELECOMUNICACOES BRASILEIRAS '879287308 984,162 29,100 DEFINED SOLE TELEFLEX INC '879369106 5,578,732 115,430 DEFINED SOLE TELEFONICA S A '879382208 4,924,620 86,232 DEFINED SOLE TELEFONOS DE MEXICO S A '879403780 11,671,409 344,660 DEFINED SOLE
TELEPHONE + DATA SYS INC '879433100 3,587,555 57,355 DEFINED SOLE TELLABS INC '879664100 838,937 88,740 DEFINED SOLE TEMPLE INLAND INC '879868107 7,479,008 117,957 DEFINED SOLE TENET HEALTHCARE CORP 88033G100 13,521,671 841,024 DEFINED SOLE TERADYNE INC '880770102 13,814,958 522,902 DEFINED SOLE TERAYON COMMUNICATION SYS '880775101 59,621 13,249 DEFINED SOLE TETRA TECH INC NEW 88162G103 983,909 39,578 DEFINED SOLE TETRA TECHNOLOGIES INC DEL 88162F105 6,421,055 264,895 DEFINED SOLE TEVA PHARMACEUTICAL INDS LTD '881624209 19,201,835 341,910 DEFINED SOLE TEXAS INSTRS INC '882508104 73,130,296 2,471,321 DEFINED SOLE TEXAS REGL BANCSHARES INC '882673106 11,080,797 299,481 DEFINED SOLE TEXTRON INC '883203101 1,813,614 28,415 DEFINED SOLE THERASENSE INC '883381105 817,846 40,288 DEFINED SOLE THERMO ELECTRON CORP '883556102 2,565,337 101,072 DEFINED SOLE THOMAS + BETTS CORP '884315102 557,704 22,183 DEFINED SOLE THOMAS INDS INC '884425109 6,468,665 186,632 DEFINED SOLE THOMSON CORP '884903105 2,831,125 78,100 DEFINED SOLE THORATEC CORP '885175307 2,896,117 222,607 DEFINED SOLE TIBCO SOFTWARE INC 88632Q103 602,682 108,763 DEFINED SOLE TIDEWATER INC '886423102 1,933,535 64,710 DEFINED SOLE TIFFANY + CO NEW '886547108 7,155,162 161,850 DEFINED SOLE TIMBERLAND CO '887100105 364,854 7,007 DEFINED SOLE TIMKEN CO '887389104 9,772,450 487,161 DEFINED SOLE TITAN CORP '888266103 666,143 30,543 DEFINED SOLE TIVO INC '888706108 522,573 70,618 DEFINED SOLE TJX COS INC NEW '872540109 7,295,899 331,270 DEFINED SOLE TNP ENTERPRISES INC '872594403 4,293,450 39,480 DEFINED SOLE TOLL BROS INC '889478103 1,523,834 38,089 DEFINED SOLE TOMMY HILFIGER CORP G8915Z102 7,942,603 536,300 DEFINED SOLE TOOTSIE ROLL INDS INC '890516107 3,199,536 88,876 DEFINED SOLE TORCHMARK INC '891027104 1,060,512 21,196 DEFINED SOLE TORO CO '891092108 2,396,282 51,644 DEFINED SOLE TOTAL SA '89151E109 9,895,529 106,590 DEFINED SOLE TOUCH AMER HLDGS INC '891539108 290 24,207 DEFINED SOLE TOYS R US INC '892335100 11,772,585 930,318 DEFINED SOLE TRACTOR SUPPLY CO '892356106 2,813,458 72,344 DEFINED SOLE TRAMMELL CROW CO 89288R106 1,201,908 90,710 DEFINED SOLE TRANSACTION SYS ARCHITECTS INC '893416107 342,233 15,123 DEFINED SOLE
TRANSATLANTIC HLDGS INC '893521104 13,924,830 172,337 DEFINED SOLE TRANSKARYOTIC THERAPIES INC '893735100 813,905 52,140 DEFINED SOLE TRANSMETA CORP DEL 89376R109 78,523 23,095 DEFINED SOLE TRANSOCEAN INC G90078109 14,433,468 595,290 DEFINED SOLE TRANSWITCH CORP '894065101 806,626 350,707 DEFINED SOLE TRAVELERS PPTY CAS CORP NEW 89420G109 13,589,958 794,486 DEFINED SOLE TRAVELERS PPTY CAS CORP NEW 89420G406 25,571,363 1,502,472 DEFINED SOLE TREX INC 89531P105 564,839 14,872 DEFINED SOLE TRIAD GTY INC '895925105 7,903,440 156,970 DEFINED SOLE TRIAD HOSPS INC 89579K109 5,333,437 161,654 DEFINED SOLE TRIBUNE CO NEW '896047107 10,667,468 205,808 DEFINED SOLE TRIMBLE NAVIGATION LTD '896239100 4,976,195 133,625 DEFINED SOLE TRIMERIS INC '896263100 3,679,964 174,971 DEFINED SOLE TRINITY INDS INC '896522109 1,378,147 44,687 DEFINED SOLE TRIQUINT SEMICONDUCTOR INC 89674K103 361,828 51,178 DEFINED SOLE TRUSTCO BK CORP N Y '898349105 176,697 13,437 DEFINED SOLE TTM TECHNOLOGIES 87305R109 771,112 45,682 DEFINED SOLE TUESDAY MORNING CORP '899035505 6,849,205 226,420 DEFINED SOLE TULARIK INC '899165104 458,999 28,421 DEFINED SOLE TUPPERWARE CORP '899896104 297,243 17,007 DEFINED SOLE TXU CORP '873168108 16,492,241 687,787 DEFINED SOLE TYCO INTL LTD '902124106 113,534,018 4,260,740 DEFINED SOLE TYSON FOODS INC (DEL) '902494103 2,157,795 162,572 DEFINED SOLE UBS RELATIONSHIP FDS 90347Y306 2,413,116 145,312 DEFINED SOLE UBS RELATIONSHIP FDS 90347Y405 3,097,134 250,650 DEFINED SOLE UBS RELATIONSHIP FDS 90347Y504 709,011 16,340 DEFINED SOLE UCBH HLDGS INC 90262T308 3,486,490 89,466 DEFINED SOLE UICI '902737105 1,677,543 126,321 DEFINED SOLE ULTIMATE ELECTRS INC '903849107 221,270 29,000 DEFINED SOLE UMPQUA HLDGS CORP '904214103 1,143,679 55,011 DEFINED SOLE UNIBANCO UNIAO DE BANCOS BRAS '90458E107 2,652,834 106,326 DEFINED SOLE UNIFI INC '904677101 3,096,639 480,099 DEFINED SOLE UNILEVER N V '904784709 11,785,840 181,600 DEFINED SOLE UNILEVER PLC '904767704 1,316,000 35,000 DEFINED SOLE UNION PAC CORP '907818108 25,487,055 366,011 DEFINED SOLE UNION PLANTERS CORP '908068109 798,353 24,917 DEFINED SOLE UNISYS CORP '909214108 660,355 43,705 DEFINED SOLE UNITED DOMINION RLTY TR INC '910197102 14,377,325 748,819 DEFINED SOLE
UNITED MICROELECTRONICS CORP '910873207 232,267 36,308 DEFINED SOLE UNITED NAT FOODS INC '911163103 1,157,970 32,733 DEFINED SOLE UNITED ONLINE INC '911268100 2,771,811 165,087 DEFINED SOLE UNITED PARCEL SVC INC '911312106 28,314,232 376,313 DEFINED SOLE UNITED RENTALS INC '911363109 479,786 24,911 DEFINED SOLE UNITED STATES CELLULAR CORP '911684108 402,251 11,331 DEFINED SOLE UNITED STS STL CORP NEW '912909108 2,943,381 83,810 DEFINED SOLE UNITED TECHNOLOGIES CORP '913017109 59,903,597 627,704 DEFINED SOLE UNITED THERAPEUTICS CORP DEL 91307C102 3,779,383 164,679 DEFINED SOLE UNITEDHEALTH GROUP INC 91324P102 76,197,469 1,301,217 DEFINED SOLE UNITRIN INC '913275103 563,673 13,612 DEFINED SOLE UNIVERSAL COMPRESSION HLDGS '913431102 616,330 23,560 DEFINED SOLE UNIVERSAL CORP VA '913456109 400,048 9,057 DEFINED SOLE UNIVERSAL HEALTH SVCS INC '913903100 1,475,108 28,578 DEFINED SOLE UNIVISION COMMUNICATIONS INC '914906102 31,920,151 805,946 DEFINED SOLE UNOCAL CORP '915289102 15,187,261 411,763 DEFINED SOLE UNOVA INC 91529B106 249,604 10,876 DEFINED SOLE UNUMPROVIDENT CORP 91529Y106 19,453,538 1,232,895 DEFINED SOLE URBAN OUTFITTERS INC '917047102 3,390,816 91,520 DEFINED SOLE US BANCORP DEL '902973304 32,419,066 1,068,591 DEFINED SOLE US ONCOLOGY INC 90338W103 138,288 12,852 DEFINED SOLE USEC INC '90333E108 133,417 15,883 DEFINED SOLE UST INC '902911106 12,896,641 355,652 DEFINED SOLE UTI WORLDWIDE INC G87210103 4,930,900 130,000 DEFINED SOLE UTSTARCOM INC '918076100 4,864,790 137,113 DEFINED SOLE V F CORP '918204108 1,362,496 27,416 DEFINED SOLE VALASSIS COMMUNICATIONS INC '918866104 8,127,052 275,650 DEFINED SOLE VALERO ENERGY CORP 91913Y100 22,506,051 481,477 DEFINED SOLE VALSPAR CORP '920355104 10,816,358 218,866 DEFINED SOLE VALUECLICK INC 92046N102 121,935 13,429 DEFINED SOLE VARCO INTL INC DEL '922122106 5,769,530 279,667 DEFINED SOLE VARIAN INC '922206107 10,513,665 251,945 DEFINED SOLE VARIAN MED SYS INC 92220P105 8,048,184 118,568 DEFINED SOLE VARIAN SEMI EQUIP ASSOC INC '922207105 13,036,834 298,394 DEFINED SOLE VCA ANTECH INC '918194101 2,451,354 79,127 DEFINED SOLE VECTREN CORP 92240G101 3,706,201 150,353 DEFINED SOLE VEECO INSTRS INC DEL '922417100 2,758,016 97,802 DEFINED SOLE VENTANA MED SYS INC 92276H106 1,668,945 42,359 DEFINED SOLE
VENTAS INC 92276F100 337,788 15,354 DEFINED SOLE VERINT SYS INC 92343X100 1,494,171 66,231 DEFINED SOLE VERISIGN INC '92343E102 19,338,729 1,211,677 DEFINED SOLE VERISITY LTD M97385112 749,139 58,756 DEFINED SOLE VERITAS DGC INC 92343P107 541,533 51,673 DEFINED SOLE VERITAS SOFTWARE CORP '923436109 27,695,443 766,189 DEFINED SOLE VERITY INC 92343C106 5,088,864 304,905 DEFINED SOLE VERIZON COMMUNICATIONS 92343V104 85,346,161 2,416,195 DEFINED SOLE VERSO TECHNOLOGIES INC '925317109 73,510 22,972 DEFINED SOLE VERTEX PHARMACEUTICALS INC 92532F100 835,627 81,684 DEFINED SOLE VIACOM INC '925524100 1,315,884 23,000 DEFINED SOLE VIACOM INC '925524308 133,581,791 2,986,595 DEFINED SOLE VIAD CORP 92552R109 713,948 27,944 DEFINED SOLE VIASYS HEALTHCARE INC 92553Q209 3,136,505 152,202 DEFINED SOLE VIATEL HOLDING BERMUDA LIMITED G93447103 22,323 10,147 DEFINED SOLE VICURON PHAMACEUTICALS INC '926471103 1,692,637 90,758 DEFINED SOLE VIGNETTE CORP '926734104 96,427 42,479 DEFINED SOLE VIROPHARMA INC '928241108 78,674 28,300 DEFINED SOLE VISHAY INTERTECHNOLOGY INC '928298108 3,932,261 170,662 DEFINED SOLE VISTEON CORP 92839U107 429,340 40,941 DEFINED SOLE VISX INC 92844S105 1,101,940 47,600 DEFINED SOLE VITESSE SEMICONDUCTOR CORP '928497106 4,278,438 728,865 DEFINED SOLE VIVENDI UNIVERSAL 92851S204 4,188,300 172,500 DEFINED SOLE VODAFONE GROUP PLC NEW 92857W100 65,102,438 2,577,140 DEFINED SOLE VULCAN MATLS CO '929160109 5,275,400 108,850 DEFINED SOLE W H ENERGY SVCS INC '92925E108 2,617,256 161,559 DEFINED SOLE W HLDG CO INC '929251106 3,040,342 163,371 DEFINED SOLE WACHOVIA CORP 2ND NEW '929903102 39,247,672 831,628 DEFINED SOLE WADDELL + REED FINL INC '930059100 2,570,554 110,085 DEFINED SOLE WAL MART STORES INC '931142103 119,313,276 2,226,429 DEFINED SOLE WALGREEN CO '931422109 19,206,675 525,373 DEFINED SOLE WARNACO GROUP INC '934390402 1,196,840 75,037 DEFINED SOLE WASHINGTON FED INC '938824109 394,732 13,899 DEFINED SOLE WASHINGTON MUT INC '939322103 39,162,965 965,926 DEFINED SOLE WASHINGTON POST CO '939640108 2,163,688 2,734 DEFINED SOLE WASHINGTON REAL ESTATE INVT TR '939653101 4,142,896 141,880 DEFINED SOLE WASTE CONNECTIONS INC '941053100 5,595,777 148,154 DEFINED SOLE WASTE MGMT INC DEL 94106L109 22,677,332 764,222 DEFINED SOLE
WATERS CORP '941848103 2,383,876 68,072 DEFINED SOLE WATSON PHARMACEUTICALS INC '942683103 12,199,863 263,094 DEFINED SOLE WAUSAU MOSINEE PAPER CORP '943315101 5,067,512 374,816 DEFINED SOLE WAYPOINT FINL CORP '946756103 747,741 34,474 DEFINED SOLE WEATHERFORD INTL LTD G95089101 9,952,483 275,765 DEFINED SOLE WEB MD CORP 94769M105 334,545 37,213 DEFINED SOLE WEBMETHODS INC 94768C108 1,250,206 136,475 DEFINED SOLE WEBSENSE INC '947684106 8,209,701 283,825 DEFINED SOLE WEBSTER FINL CORP WATERBURY '947890109 842,219 18,365 DEFINED SOLE WELLPOINT HEALTH NETWORKS INC 94973H108 28,443,926 293,497 DEFINED SOLE WELLS FARGO + CO NEW '949746101 95,050,764 1,606,878 DEFINED SOLE WENDYS INTL INC '950590109 11,316,303 286,282 DEFINED SOLE WERNER ENTERPRISES INC '950755108 2,011,504 103,207 DEFINED SOLE WESCO INTL INC 95082P105 296,838 33,541 DEFINED SOLE WEST CORP '952355105 2,743,115 118,085 DEFINED SOLE WESTAMERICA BANCORPORATION '957090103 324,293 6,525 DEFINED SOLE WESTCORP INC '957907108 1,572,966 43,036 DEFINED SOLE WESTELL TECHNOLOGIES '957541105 2,142,731 339,577 DEFINED SOLE WESTERN DIGITAL CORP '958102105 2,960,194 250,492 DEFINED SOLE WESTERN GAS RES INC '958259103 1,868,076 39,536 DEFINED SOLE WESTPOINT STEVENS INC '961238102 248 13,797 DEFINED SOLE WESTPORT RES CORP NEW '961418100 1,401,390 46,932 DEFINED SOLE WESTSTAR ENERGY INC 95709T100 532,352 26,289 DEFINED SOLE WESTWOOD ONE INC '961815107 10,780,485 313,199 DEFINED SOLE WEYERHAEUSER CO '962166104 2,327,235 35,788 DEFINED SOLE WFS FINL INC 92923B106 2,520,468 59,361 DEFINED SOLE WGL HLDGS INC 92924F106 270,174 9,722 DEFINED SOLE WHIRLPOOL CORP '963320106 2,555,448 32,843 DEFINED SOLE WHOLE FOODS MKT INC '966837106 9,128,818 134,847 DEFINED SOLE WILD OATS MKTS INC 96808B107 2,405,510 186,041 DEFINED SOLE WILLIAMS COS INC '969457100 3,143,747 315,502 DEFINED SOLE WILLIAMS SONOMA INC '969904101 11,947,459 343,614 DEFINED SOLE WILMINGTON TR CORP '971807102 4,607,568 127,988 DEFINED SOLE WILSON GREAT BATCH TECH '972232102 7,235,356 171,170 DEFINED SOLE WIND RIV SYS INC '973149107 270,500 30,879 DEFINED SOLE WINN DIXIE STORES INC '974280109 1,343,301 134,678 DEFINED SOLE WINTRUST FINL CORP 97650W108 2,238,674 49,638 DEFINED SOLE WISCONSIN ENERGY CORP '976657106 8,892,049 263,884 DEFINED SOLE
WOLVERINE WORLD WIDE INC '978097103 1,244,892 61,084 DEFINED SOLE WOODWARD GOVERNOR CO '980745103 4,046,012 71,195 DEFINED SOLE WORLD WRESTLING ENTMT INC 98156Q108 383,149 29,248 DEFINED SOLE WORTHINGTON INDS IN '981811102 208,356 11,357 DEFINED SOLE WPP GROUP PLC '929309300 2,445,414 48,000 DEFINED SOLE WPS RES CORP 92931B106 335,953 7,267 DEFINED SOLE WRIGHT MED GROUP INC 98235T107 2,245,559 73,770 DEFINED SOLE WRIGLEY WM JR CO '982526105 1,953,041 33,203 DEFINED SOLE WYETH '983024100 95,413,311 2,220,804 DEFINED SOLE WYNN RESORTS LTD '983134107 372,222 21,431 DEFINED SOLE XCEL ENERGY INC 98389B100 1,634,439 92,412 DEFINED SOLE XEROX CORP '984121103 3,522,759 253,247 DEFINED SOLE XICOR INC '984903104 636,934 56,167 DEFINED SOLE XILINX INC '983919101 30,568,656 787,267 DEFINED SOLE XL CAPITAL LTD G98255105 28,840,629 370,774 DEFINED SOLE XOMA LTD G9825R107 1,782,191 270,029 DEFINED SOLE XTO ENERGY INC 98385X106 12,255,792 430,700 DEFINED SOLE YAHOO INC '984332106 46,103,138 1,062,201 DEFINED SOLE YANKEE CANDLE INC '984757104 1,482,024 54,227 DEFINED SOLE YORK INTL CORP '986670107 3,024,666 82,192 DEFINED SOLE YOUNG BROADCASTING INC '987434107 568,274 28,357 DEFINED SOLE YUKOS CORP 98849W108 1,479,401 34,334 DEFINED SOLE YUM BRANDS INC '988498101 5,575,577 159,944 DEFINED SOLE ZALE CORP NEW '988858106 259,510 4,878 DEFINED SOLE ZEBRA TECHNOLOGIES CORP '989207105 10,540,426 158,569 DEFINED SOLE ZENITH NATL INS CORP '989390109 770,166 23,661 DEFINED SOLE ZIMMER HOLDINGS INC 98956P102 16,846,003 242,088 DEFINED SOLE ZIONS BANCORP '989701107 810,356 13,116 DEFINED SOLE ZOLL MED CORP '989922109 578,005 16,291 DEFINED SOLE ZORAN CORP 98975F101 519,978 29,901 DEFINED SOLE ADMINISTAFF INC '007094105 765,502 44,045 DEFINED SOLE ADVANCED DIGITAL INFORMATION '007525108 2,175,768 155,412 DEFINED SOLE AES TR III 00808N202 221,008 5,110 DEFINED SOLE ALBANY INTL CORP '012348108 211,404 5,973 DEFINED SOLE AMERIGROUP CORP 03073T102 1,049,233 24,601 DEFINED SOLE AMERITRADE HLDG CORP NEW 03074K100 1,061,131 75,418 DEFINED SOLE AMPHENOL CORP NEW '032095101 803,683 12,162 DEFINED SOLE ASK JEEVES INC '045174109 4,782,520 263,936 DEFINED SOLE
ATHEROGENICS INC '047439104 1,420,639 95,026 DEFINED SOLE AXA SA '054536107 1,324,699 61,700 DEFINED SOLE BAY VIEW CAP CORP DEL 07262L101 27,499 12,850 DEFINED SOLE BEBE STORES INC '075571109 444,871 17,117 DEFINED SOLE BOYD GAMING CORP '103304101 298,751 18,510 DEFINED SOLE BROOKLINE BANCORP INC DEL 11373M107 185,077 12,065 DEFINED SOLE C D I CORP '125071100 1,423,348 43,461 DEFINED SOLE CARDIA SCIENCE INC '141410209 48,463 12,146 DEFINED SOLE CASH AMER INTL INC 14754D100 2,517,391 118,857 DEFINED SOLE CATHAY GENERAL BANCORP '149150104 572,390 10,280 DEFINED SOLE CENTENE CORP DEL 15135B101 463,594 16,551 DEFINED SOLE CERNER CORP '156782104 206,699 5,461 DEFINED SOLE CHAMPION ENTERPRISES INC '158496109 75,572 10,796 DEFINED SOLE CIMAREX ENERGY CO '171798101 203,404 7,621 DEFINED SOLE CLARCOR INC '179895107 201,361 4,566 DEFINED SOLE COMTECH TELECOMMUNICATIONS '205826209 1,887,752 65,388 DEFINED SOLE CRANE CO '224399105 249,383 7,939 DEFINED SOLE CUMULUS MEDIA INC '231082108 711,260 32,330 DEFINED SOLE DADE BEHRING HLDGS INC 23342J206 266,692 7,462 DEFINED SOLE DISCOVERY LABORATORIES INC NEW '254668106 229,741 21,901 DEFINED SOLE DOBSON COMMUNICATIONS CORP '256069105 68,900 10,487 DEFINED SOLE E PIPHANY INC 26881V100 84,948 11,782 DEFINED SOLE E TRADE FINL CORP '269246104 2,394,100 323,393 DEFINED SOLE ECOLLEGE COM '27887E100 399,696 21,652 DEFINED SOLE EMBARCADERO TECH INC '290787100 2,913,810 182,684 DEFINED SOLE ENCORE MED CORP '29256E109 347,166 42,597 DEFINED SOLE ENZON PHARMACEUTICALS INC '293904108 123,336 10,019 DEFINED SOLE FELCOR LODGING TR INC 31430F101 116,905 10,551 DEFINED SOLE FIRST COMWLTH FINL CORP PA '319829107 145,466 10,201 DEFINED SOLE FIRST INDL RLTY TR INC 32054K103 221,400 6,560 DEFINED SOLE FLEETWOOD ENTERPRISES INC '339099103 848,262 82,393 DEFINED SOLE FORWARD AIR CORP '349853101 3,126,255 113,682 DEFINED SOLE FREMONT GEN CORP '357288109 196,968 11,648 DEFINED SOLE FRIEDMAN BILLINGS RAMSEY GROUP '358434108 2,307,261 99,968 DEFINED SOLE GRAFTECH INTL LTD '384313102 3,130,853 231,915 DEFINED SOLE HEALTH CARE REIT INC 42217K106 304,056 8,446 DEFINED SOLE HOME PROPERTIES INC '437306103 13,209,590 327,051 DEFINED SOLE HOOPER HOLMES INC '439104100 75,093 12,151 DEFINED SOLE
HUDSON UTD BANCORP '444165104 2,233,738 60,453 DEFINED SOLE HUGHES SUPPLY INC '444482103 217,534 4,384 DEFINED SOLE ICOS CORP '449295104 470,509 11,398 DEFINED SOLE IGEN INTL '449536101 203,652 3,457 DEFINED SOLE INSPIRE PHAMACEUTICAL INC '457733103 285,423 20,157 DEFINED SOLE INTERFACE INC '458665106 57,949 10,479 DEFINED SOLE INTERGRAPH CORP '458683109 2,170,573 90,743 DEFINED SOLE IOMEGA CORP '462030305 66,223 11,074 DEFINED SOLE ISTAR FINL INC 45031U101 207,193 4,382 DEFINED SOLE JOY GLOBAL INC '481165108 7,776,042 297,363 DEFINED SOLE KAYDON CORP '486587108 2,423,404 93,785 DEFINED SOLE KINROSS GOLD CORP '496902206 4,208,715 525,900 DEFINED SOLE KOOKMIN BK NEW 50049M109 9,413,145 247,835 DEFINED SOLE LA JOLLA PHARMACEUTICAL CO '503459109 46,624 10,868 DEFINED SOLE LABONE INC NEW 50540L105 2,201,726 67,808 DEFINED SOLE LABOR READY INC '505401208 1,333,567 101,799 DEFINED SOLE LINENS N THINGS INC '535679104 252,371 8,390 DEFINED SOLE LOGITECH INTERNATIONAL S A '541419107 2,794,221 65,700 DEFINED SOLE MASSEY ENERGY CORP '576206106 246,584 11,855 DEFINED SOLE MATRIX SVC CO '576853105 1,073,936 59,170 DEFINED SOLE MEMBERWORKS INC '586002107 1,055,527 38,849 DEFINED SOLE MESA AIR GROUP INC '590479101 2,432,586 194,296 DEFINED SOLE MOLECULAR DEVICES CORP 60851C107 198,161 10,435 DEFINED SOLE MUELLER INDS INC '624756102 838,315 24,398 DEFINED SOLE NATIONWIDE HEALTH PPTYS INC '638620104 208,970 10,689 DEFINED SOLE NAVIGATORS GROUP INC '638904102 444,682 14,405 DEFINED SOLE NETFLIX COM INC 64110L106 4,161,307 76,089 DEFINED SOLE NEW CENTY FINL CORP 64352D101 211,282 5,326 DEFINED SOLE NICOR INC '654086107 202,053 5,834 DEFINED SOLE NTY INC '628782104 1,918,744 71,435 DEFINED SOLE ORASURE TECHNOLOGIES INC 68554V108 463,423 58,219 DEFINED SOLE ORIENT EXPREES HOTELS LTD G67743107 704,847 42,900 DEFINED SOLE ORTHODONTIC CTRS AMER INC 68750P103 82,931 10,302 DEFINED SOLE OVERLAND STORAGE INC '690310107 960,755 51,104 DEFINED SOLE PACIFIC CAP BANCORP NEW 69404P101 217,606 5,910 DEFINED SOLE PEOPLES ENERGY CORP '711030106 206,756 4,833 DEFINED SOLE PEP BOYS MANNY MOE + JACK '713278109 515,787 22,553 DEFINED SOLE PERICOM SEMICONDUCTOR CORP '713831105 1,155,640 108,409 DEFINED SOLE
PEROT SYS CORP '714265105 197,469 14,649 DEFINED SOLE POSCO '693483109 266,041 6,060 DEFINED SOLE PRENTISS PPTYS TR '740706106 261,956 7,423 DEFINED SOLE QUALITY SYSTEMS '747582104 2,300,131 51,584 DEFINED SOLE RANGE RES CORP 75281A109 100,227 10,606 DEFINED SOLE RAYMOND JAMES FINANCIAL INC '754730109 369,799 9,809 DEFINED SOLE RAYOVAC CORP '755081106 1,746,916 83,385 DEFINED SOLE REGAL ENTMT GROUP '758766109 252,581 12,309 DEFINED SOLE REGENERATION TECH INC DEL 75886N100 385,069 35,134 DEFINED SOLE REPUBLIC BANCORP INC '760282103 140,053 10,382 DEFINED SOLE ROTO ROOTER INC NEW '778787101 807,626 17,519 DEFINED SOLE SEEBEYOND TECHNOLOGY CORP '815704101 48,456 11,295 DEFINED SOLE SIEMENS A G '826197501 3,357,480 42,000 DEFINED SOLE SKY FINL GROUP INC 83080P103 775,528 29,897 DEFINED SOLE SM+A 78465D105 1,975,475 168,844 DEFINED SOLE SONICWALL INC '835470105 84,435 10,825 DEFINED SOLE SOUTH FINL GROUP INC '837841105 633,899 22,753 DEFINED SOLE SPECTRALINK CORP '847580107 606,654 31,646 DEFINED SOLE SS+C TECHNOLOGIES INC 85227Q100 748,753 26,789 DEFINED SOLE STANDARD PAC CORP NEW 85375C101 283,823 5,846 DEFINED SOLE STATEN IS BANCORP INC '857550107 220,680 9,808 DEFINED SOLE STRATASYS INC '862685104 468,940 17,203 DEFINED SOLE SUMMIT PPTYS INC '866239106 5,893,355 245,352 DEFINED SOLE SUPERCONDUCTOR TECHNOLOGIES '867931107 60,476 10,838 DEFINED SOLE SUPPORTSOFT INC '868587106 2,051,571 156,013 DEFINED SOLE SYBRON DENTAL SPECIALTIES '871142105 1,771,789 63,053 DEFINED SOLE TELECOM CORP OF NEW ZEALAND '879278208 452,000 16,000 DEFINED SOLE TENNANT CO '880345103 222,134 4,370 DEFINED SOLE TEREX CORP NEW '880779103 233,906 8,213 DEFINED SOLE TESORO PETE CORP '881609101 163,694 11,235 DEFINED SOLE THOR INDS INC '885160101 1,823,271 32,431 DEFINED SOLE TOTAL SYS SVCS INC '891906109 447,400 14,372 DEFINED SOLE TOWER AUTOMOTIVE INC '891707101 81,632 11,952 DEFINED SOLE TRIPATH TECHNOLOGY INC 89672P104 459,540 66,600 DEFINED SOLE TURKCELL ILETISIM HIZMETLERI A '900111204 889,425 33,500 DEFINED SOLE TV AZTECA S A DE C V '901145102 408,301 42,930 DEFINED SOLE TYLER TECHNOLOGIES INC '902252105 1,913,924 198,746 DEFINED SOLE ULTRA PETE CORP '903914109 406,698 16,519 DEFINED SOLE
ULTRATECH INC '904034105 2,753,614 93,756 DEFINED SOLE UNITED DEFENSE INDS INC 91018B104 1,032,274 32,380 DEFINED SOLE UNITED STATIONERS INC '913004107 231,075 5,647 DEFINED SOLE UNITEDGLOBALCOM '913247508 1,121,862 132,295 DEFINED SOLE VALENCE TECHNOLOGY INC '918914102 42,646 11,077 DEFINED SOLE VIASAT INC 92552V100 2,173,443 113,555 DEFINED SOLE VIROLOGIC INC 92823R201 57,904 15,400 DEFINED SOLE VIVUS '928551100 38,973 10,283 DEFINED SOLE WEIGHT WATCHERS INTL INC NEW '948626106 2,910,249 75,847 DEFINED SOLE WESTERN WIRELESS CORP '95988E204 1,162,435 64,244 DEFINED SOLE WHEATON RIV MINERALS LTD '962902102 274,901 90,800 DEFINED SOLE WILLIS GROUP HOLDINGS LTD G96655108 2,066,711 59,810 DEFINED SOLE WINNEBAGO IND INC. '974637100 731,225 10,636 DEFINED SOLE WIRELESS FACS INC 97653A103 569,836 38,347 DEFINED SOLE XM SATELLITE RADIO HLDGS INC '983759101 3,140,293 119,131 DEFINED SOLE
17,384,806,499 -----END PRIVACY-ENHANCED MESSAGE-----