-----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, P4vjZ3u+3ZBOC/PNKUkvYJGPPvP8YEi4Xhtv+3xQRWDqppKIUQqtFNE7Hl/8R1r9 SGK2f3imbFspvQXCe/crUw== 0000861177-03-000033.txt : 20031117 0000861177-03-000033.hdr.sgml : 20031117 20031117134646 ACCESSION NUMBER: 0000861177-03-000033 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030930 FILED AS OF DATE: 20031117 EFFECTIVENESS DATE: 20031117 FILER: COMPANY DATA: COMPANY CONFORMED NAME: UBS GLOBAL ASSET MANAGEMENT AMERICAS INC CENTRAL INDEX KEY: 0000861177 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-02682 FILM NUMBER: 031007474 BUSINESS ADDRESS: STREET 1: ONE NORTH WACKER DRIVE CITY: CHICAGO STATE: IL BUSINESS PHONE: 60606 MAIL ADDRESS: STREET 1: ONE NORTH WACKER DRIVE CITY: CHICAGO STATE: IL ZIP: 60606 FORMER COMPANY: FORMER CONFORMED NAME: BRINSON PARTNERS INC/IL DATE OF NAME CHANGE: 19930715 13F-HR/A 1 bpi_09302003amend.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2003 Check here if Amendment X ]; Amendment Number: 1 This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name:UBS Global Asset Management Address: One North Wacker Chicago, Il 60606 13F File Number: 28-2682 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: MARK F. KEMPER Title: SECRETARY Phone: 312-525-7138 Signature, Place, and Date of Signing: MARK F. KEMPER CHICAGO, IL November 17, 2003 Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 4 Form 13F Information Table Entry Total: 2631 Form 13F Information Table Value Total: $25571438681 List of Other Included Managers: No. 13F File Number Name 01 801-30558 DSI INTERNATIONAL MANAGEMENT 02 28-2871 UBS GLOBAL ASSET MANAGEMENT (NEW YORK) INC. 03 801-13219 UBS GLOBAL ASSET MANAGEMENT (US) 04 28-3900 UBS GLOBAL ASSET MANAGEMENT TRUST COMPANY VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY----- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- x$1000 PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE CHARTER COMMUNICATIONS INC CORP B 16117MAB3 1,810,000 2,000,000 N X 3 1,525,000 475,000 CHUNGHWA TELECOM ADR REP 1 ADRS 17133Q205 172,323 12,300 N X 12,300 CHUNGHWA TELECOM ADR REP 1 ADRS 17133Q205 6,757,023 482,300 N X 1 106,100 376,200 PARKER DRILLING CO CORP B 701081AD3 1,955,250 1,975,000 N X 3 1,975,000 AGILENT TECHNOLOGIES INC COMMON 00846U101 857,868 38,800 N X 1 38,800 AGILENT TECHNOLOGIES INC COMMON 00846U101 8,844 400 N X 5 400 AGILENT TECHNOLOGIES INC COMMON 00846U101 2,785,086 125,965 N X 5 63,434 1,319 61,212 AGILENT TECHNOLOGIES INC COMMON 00846U101 2,266,275 102,500 N X 6 102,500 ALCOA INC COMMON 013817101 2,095,416 80,100 N X 1 80,100 ALCOA INC COMMON 013817101 34,614,912 1,323,200 N X 3 80,500 1,242,700 ALCOA INC COMMON 013817101 31,706 1,212 N X 5 1,212 ALCOA INC COMMON 013817101 11,919,752 455,648 N X 5 209,900 4,500 241,248 ALCOA INC COMMON 013817101 4,836,984 184,900 N X 6 184,900 APPLE COMPUTER INC COMMON 037833100 625,089 30,300 N X 1 30,300 APPLE COMPUTER INC COMMON 037833100 4,126 200 N X 5 200 APPLE COMPUTER INC COMMON 037833100 2,312,314 112,085 N X 5 38,700 16,800 56,585 APPLE COMPUTER INC COMMON 037833100 1,623,581 78,700 N X 6 78,700 AMERISOURCEBERGEN CORP COMMON 03073E105 458,182 8,477 N X 1 8,477 AMERISOURCEBERGEN CORP COMMON 03073E105 21,620 400 N X 5 400 AMERISOURCEBERGEN CORP COMMON 03073E105 8,107,068 149,992 N X 5 72,340 1,500 76,152 AMERISOURCEBERGEN CORP COMMON 03073E105 1,340,440 24,800 N X 6 24,800 APPLERA CORP APPLIED BIOSY COMMON 038020103 336,881 15,100 N X 1 15,100 APPLERA CORP APPLIED BIOSY COMMON 038020103 13,386 600 N X 5 600 APPLERA CORP APPLIED BIOSY COMMON 038020103 5,052,033 226,447 N X 5 120,970 2,300 103,177 APPLERA CORP APPLIED BIOSY COMMON 038020103 1,046,339 46,900 N X 6 46,900 AMBAC FINANCIAL GROUP INC COMMON 023139108 550,400 8,600 N X 1 8,600 AMBAC FINANCIAL GROUP INC COMMON 023139108 12,800 200 N X 5 200 AMBAC FINANCIAL GROUP INC COMMON 023139108 4,348,800 67,950 N X 5 39,240 8,200 20,510 AMBAC FINANCIAL GROUP INC COMMON 023139108 1,465,600 22,900 N X 6 22,900 ALBERTSONS INC COMMON 013104104 664,411 32,300 N X 1 32,300 ALBERTSONS INC COMMON 013104104 20,570 1,000 N X 5 1,000 ALBERTSONS INC COMMON 013104104 7,895,013 383,812 N X 5 168,070 4,000 211,742 ALBERTSONS INC COMMON 013104104 1,715,538 83,400 N X 6 83,400 ABBOTT LABORATORIES COMMON 002824100 6,165,495 144,900 N X 1 144,900 ABBOTT LABORATORIES COMMON 002824100 1,076,515 25,300 N X 3 18,100 7,200 ABBOTT LABORATORIES COMMON 002824100 114,885 2,700 N X 5 2,700 ABBOTT LABORATORIES COMMON 002824100 43,366,365 1,019,186 N X 5 494,910 10,300 513,976 ABBOTT LABORATORIES COMMON 002824100 14,360,625 337,500 N X 6 337,500 AMBEV ADR ADRS 20441W203 461,145 21,300 N X 21,300 AMBEV ADR ADRS 20441W203 25,567,135 1,180,930 N X 1 492,800 688,130 ACE LTD COMMON G0070K103 625,212 18,900 N X 1 18,900 ACE LTD COMMON G0070K103 3,308 100 N X 5 100 ACE LTD COMMON G0070K103 817,076 24,700 N X 5 15,600 600 8,500 ACE LTD COMMON G0070K103 2,011,264 60,800 N X 6 60,800 AMERICREDIT CORP COMMON 03060R101 145,230 14,100 N X 5 14,100 ACCENTURE LTD. COMMON G1150G111 303,824 13,600 N X 13,600 ACCENTURE LTD. COMMON G1150G111 23,072,752 1,032,800 N X 1 994,900 37,900 ACCENTURE LTD. COMMON G1150G111 576,372 25,800 N X 2 25,800 ACCENTURE LTD. COMMON G1150G111 39,537,332 1,769,800 N X 3 312,300 1,457,500 AFFILIATED COMPUTER SERVIC COMMON 008190100 253,188 5,200 N X 5 5,200 ALBERTO CULVER CO COMMON 013068101 288,218 4,900 N X 1 4,900 ALBERTO CULVER CO COMMON 013068101 288,218 4,900 N X 5 4,900 ALBERTO CULVER CO COMMON 013068101 817,598 13,900 N X 6 13,900 ADOBE SYSTEMS COMMON 00724F101 769,496 19,600 N X 1 19,600 ADOBE SYSTEMS COMMON 00724F101 7,852 200 N X 5 200 ADOBE SYSTEMS COMMON 00724F101 2,836,103 72,239 N X 5 31,870 7,700 32,669 ADOBE SYSTEMS COMMON 00724F101 1,994,408 50,800 N X 6 50,800 ADC TELECOMMUNICATIONS INC COMMON 000886101 149,819 64,300 N X 1 64,300 ADC TELECOMMUNICATIONS INC COMMON 000886101 2,796 1,200 N X 5 1,200 ADC TELECOMMUNICATIONS INC COMMON 000886101 960,659 412,300 N X 5 197,900 30,000 184,400 ADC TELECOMMUNICATIONS INC COMMON 000886101 427,089 183,300 N X 6 183,300 ANALOG DEVICES INC COMMON 032654105 2,429,478 63,900 N X 1 63,900 ANALOG DEVICES INC COMMON 032654105 750,895 19,750 N X 2 19,750 ANALOG DEVICES INC COMMON 032654105 43,300,978 1,138,900 N X 3 256,300 882,600 ANALOG DEVICES INC COMMON 032654105 19,010 500 N X 5 500 ANALOG DEVICES INC COMMON 032654105 5,760,296 151,507 N X 5 78,850 1,800 70,857 ANALOG DEVICES INC COMMON 032654105 3,003,580 79,000 N X 6 79,000 ADVANCED DIGITAL INFO. COR COMMON 007525108 3,315,730 236,500 N X 1 84,100 152,400 ADVANCED DIGITAL INFO. COR COMMON 007525108 145,808 10,400 N X 2 10,400 ADVANCED DIGITAL INFO. COR COMMON 007525108 13,718,570 978,500 N X 3 475,600 502,900 ARCHER DANIELS MIDLAND CO COMMON 039483102 704,794 53,760 N X 1 53,760 ARCHER DANIELS MIDLAND CO COMMON 039483102 20,386 1,555 N X 5 1,555 ARCHER DANIELS MIDLAND CO COMMON 039483102 6,724,171 512,904 N X 5 260,575 5,955 246,374 ARCHER DANIELS MIDLAND CO COMMON 039483102 1,858,998 141,800 N X 6 141,800 ADECCO SA SPON ADR ADRS 006754105 135,960 11,000 N X 3 11,000 AUTOMATIC DATA PROCESSING COMMON 053015103 1,613,250 45,000 N X 1 45,000 AUTOMATIC DATA PROCESSING COMMON 053015103 50,190 1,400 N X 5 1,400 AUTOMATIC DATA PROCESSING COMMON 053015103 20,844,409 581,434 N X 5 267,066 46,300 268,068 AUTOMATIC DATA PROCESSING COMMON 053015103 4,613,895 128,700 N X 6 128,700 AUTODESK INC US$0.01 COMMON 052769106 173,604 10,200 N X 5 10,200 AUTODESK INC US$0.01 COMMON 052769106 445,924 26,200 N X 6 26,200 ADVANCEPCS COMMON 00790K109 601,524 13,200 N X 5 13,200 AMEREN CORP COMMON 023608102 600,740 14,000 N X 1 14,000 AMEREN CORP COMMON 023608102 726,767 16,937 N X 5 7,300 9,637 AMEREN CORP COMMON 023608102 1,570,506 36,600 N X 6 36,600 AMERICAN ELECTRIC POWER COMMON 025537101 7,799,370 259,979 N X 1 188,079 71,900 AMERICAN ELECTRIC POWER COMMON 025537101 222,000 7,400 N X 3 7,400 AMERICAN ELECTRIC POWER COMMON 025537101 6,000 200 N X 5 200 AMERICAN ELECTRIC POWER COMMON 025537101 3,313,140 110,438 N X 5 50,800 1,100 58,538 AMERICAN ELECTRIC POWER COMMON 025537101 2,628,000 87,600 N X 6 87,600 AES CORP COMMON 00130H105 314,608 42,400 N X 1 42,400 AES CORP COMMON 00130H105 5,194 700 N X 5 700 AES CORP COMMON 00130H105 1,003,926 135,300 N X 5 85,700 2,700 46,900 AES CORP COMMON 00130H105 1,009,862 136,100 N X 6 136,100 AETNA INC. COMMON 00817Y108 738,463 12,100 N X 1 12,100 AETNA INC. COMMON 00817Y108 872,790 14,301 N X 5 11,200 200 2,901 AETNA INC. COMMON 00817Y108 2,044,505 33,500 N X 6 33,500 ASTORIA FINANCIAL CORP COMMON 046265104 444,960 14,400 N X 5 10,800 3,600 AFFYMETRIX INC COMMON 00826T108 715,759 34,100 N X 1 12,100 22,000 AFFYMETRIX INC COMMON 00826T108 3,056,144 145,600 N X 3 69,100 76,500 AFLAC INC COMMON 001055102 62,849,340 1,945,800 N X 1 1,546,300 399,500 AFLAC INC COMMON 001055102 4,799,780 148,600 N X 2 148,600 AFLAC INC COMMON 001055102 38,760 1,200 N X 5 1,200 AFLAC INC COMMON 001055102 16,045,316 496,759 N X 5 218,030 46,500 232,229 AFLAC INC COMMON 001055102 3,514,240 108,800 N X 6 108,800 AMERICAN FINANCIAL REALTY COMMON 02607P305 1,428,330 101,300 N X 1 36,000 65,300 AMERICAN FINANCIAL REALTY COMMON 02607P305 579,510 41,100 N X 2 41,100 AMERICAN FINANCIAL REALTY COMMON 02607P305 6,680,580 473,800 N X 3 257,800 216,000 EDWARDS AG INC COMMON 281760108 3,068,959 79,900 N X 1 1,100 78,800 ALLERGAN COMMON 018490102 417,269 5,300 N X 5,300 ALLERGAN COMMON 018490102 185,915,227 2,361,428 N X 1 1,820,678 540,750 ALLERGAN COMMON 018490102 16,785,236 213,200 N X 2 213,200 ALLERGAN COMMON 018490102 61,208,639 777,450 N X 3 164,750 612,700 ALLERGAN COMMON 018490102 220,444 2,800 N X 5 2,800 ALLERGAN COMMON 018490102 2,251,678 28,600 N X 6 28,600 AGERE SYSTEMS INC. COMMON 00845V209 745,062 257,807 N X 5 57,402 200,405 AMERADA HESS CORP COMMON 023551104 395,790 7,900 N X 1 7,900 AMERADA HESS CORP COMMON 023551104 5,010 100 N X 5 100 AMERADA HESS CORP COMMON 023551104 1,613,220 32,200 N X 5 25,900 300 6,000 AMERADA HESS CORP COMMON 023551104 1,087,170 21,700 N X 6 21,700 APRIA HEALTHCARE GROUP COMMON 037933108 4,564,246 166,700 N X 1 166,700 AMERICAN INTL GROUP INC COMMON 026874107 421,210 7,300 N X 7,300 AMERICAN INTL GROUP INC COMMON 026874107 169,915,133 2,944,803 N X 1 2,431,593 513,210 AMERICAN INTL GROUP INC COMMON 026874107 13,842,576 239,906 N X 2 239,906 AMERICAN INTL GROUP INC COMMON 026874107 29,434,386 510,128 N X 3 44,627 465,501 AMERICAN INTL GROUP INC COMMON 026874107 249,899 4,331 N X 5 4,331 AMERICAN INTL GROUP INC COMMON 026874107 95,236,158 1,650,540 N X 5 726,821 175,233 748,486 AMERICAN INTL GROUP INC COMMON 026874107 32,865,920 569,600 N X 6 569,600 APARTMENT INVESTMENT AND M COMMON 03748R101 572,688 14,550 N X 2 14,550 APARTMENT INVESTMENT AND M COMMON 03748R101 236,160 6,000 N X 3 6,000 APARTMENT INVESTMENT AND M COMMON 03748R101 964,438 24,503 N X 5 10,300 14,203 ARTHUR GALLAGHER AND CO COMMON 363576109 729,624 25,800 N X 5 17,900 7,900 ALBEMARLE CORP COMMON 012653101 1,874,835 68,300 N X 1 24,300 44,000 ALBEMARLE CORP COMMON 012653101 7,825,995 285,100 N X 3 138,600 146,500 ALLIED CAPITAL CORP COMMON 01903Q108 7,575,195 308,060 N X 1 308,060 ALLIED CAPITAL CORP COMMON 01903Q108 290,162 11,800 N X 5 7,900 3,900 ALLETE INC. COMMON 018522102 9,933,464 362,800 N X 1 362,800 ALKERMES INC COMMON 01642T108 150,234 10,950 N X 3 10,950 ALLSTATE CORP COMMON 020002101 2,326,961 63,700 N X 1 63,700 ALLSTATE CORP COMMON 020002101 43,836 1,200 N X 5 1,200 ALLSTATE CORP COMMON 020002101 18,328,708 501,744 N X 5 213,700 56,700 231,344 ALLSTATE CORP COMMON 020002101 5,526,989 151,300 N X 6 151,300 ALTERA CORP COMMON 021441100 487,620 25,800 N X 1 25,800 ALTERA CORP COMMON 021441100 9,450 500 N X 5 500 ALTERA CORP COMMON 021441100 2,694,989 142,592 N X 5 88,070 19,000 35,522 ALTERA CORP COMMON 021441100 1,572,480 83,200 N X 6 83,200 AUTOLIV INC COMMON 052800109 349,972 11,600 N X 5 11,600 APPLIED MATERIALS COMMON 038222105 2,028,052 111,800 N X 1 111,800 APPLIED MATERIALS COMMON 038222105 497,036 27,400 N X 3 19,600 7,800 APPLIED MATERIALS COMMON 038222105 38,094 2,100 N X 5 2,100 APPLIED MATERIALS COMMON 038222105 14,434,451 795,725 N X 5 368,030 34,500 393,195 APPLIED MATERIALS COMMON 038222105 6,477,794 357,100 N X 6 357,100 AMB PROPERTY US$0.01 COMMON 00163T109 628,524 20,400 N X 3 20,400 APPLIED MICRO CIRCUITS COR COMMON 03822W109 118,341 24,300 N X 1 24,300 APPLIED MICRO CIRCUITS COR COMMON 03822W109 337,004 69,200 N X 6 69,200 ADVANCED MICRO DEVICES INC COMMON 007903107 2,529,747 227,700 N X 1 227,700 ADVANCED MICRO DEVICES INC COMMON 007903107 513,182 46,191 N X 5 46,191 ADVANCED MICRO DEVICES INC COMMON 007903107 846,582 76,200 N X 6 76,200 AMGEN CORPORATION COMMON 031162100 11,463,435 177,535 N X 1 177,535 AMGEN CORPORATION COMMON 031162100 1,481,494 22,944 N X 2 22,944 AMGEN CORPORATION COMMON 031162100 83,201,803 1,288,552 N X 3 298,200 990,352 AMGEN CORPORATION COMMON 031162100 120,358 1,864 N X 5 1,864 AMGEN CORPORATION COMMON 031162100 46,462,312 719,565 N X 5 326,814 26,288 366,463 AMGEN CORPORATION COMMON 031162100 17,956,917 278,100 N X 6 278,100 AMERUS GROUP COMPANY COMMON 03072M108 15,378,200 452,300 N X 1 452,300 AMYLIN PHARMACEUTICALS INC COMMON 032346108 1,284,920 45,500 N X 1 16,200 29,300 AMYLIN PHARMACEUTICALS INC COMMON 032346108 5,447,496 192,900 N X 3 92,400 100,500 AMERICAN MANAGEMENT SYSTEM COMMON 027352103 6,108,525 479,100 N X 1 479,100 AMERITRADE HOLDING CORP CO COMMON 03074K100 205,875 18,300 N X 5 18,300 AMERICA MOVIL SA ADR ADRS 02364W105 360,516 15,600 N X 15,600 AMERICA MOVIL SA ADR ADRS 02364W105 15,450,191 668,550 N X 1 99,700 568,850 AMAZON.COM INC COMMON 023135106 2,084,316 43,100 N X 1 43,100 AMAZON.COM INC COMMON 023135106 1,049,412 21,700 N X 2 21,700 AMAZON.COM INC COMMON 023135106 67,558,920 1,397,000 N X 3 290,200 1,106,800 AMAZON.COM INC COMMON 023135106 3,562,923 73,675 N X 5 13,600 7,900 52,175 AUTONATION COMMON 05329W102 398,158 22,700 N X 1 22,700 AUTONATION COMMON 05329W102 380,618 21,700 N X 5 21,700 AUTONATION COMMON 05329W102 1,133,084 64,600 N X 6 64,600 ANDREW CORP COMMON 034425108 136,419 11,100 N X 1 11,100 ANDREW CORP COMMON 034425108 436,295 35,500 N X 6 35,500 ADVANCED NEUROMODULATION S COMMON 00757T101 3,539,130 88,700 N X 1 31,550 57,150 ADVANCED NEUROMODULATION S COMMON 00757T101 14,790,930 370,700 N X 3 180,150 190,550 AON CORP COMMON 037389103 560,865 26,900 N X 1 26,900 AON CORP COMMON 037389103 20,850 1,000 N X 5 1,000 AON CORP COMMON 037389103 6,991,339 335,316 N X 5 155,870 24,800 154,646 AON CORP COMMON 037389103 1,430,310 68,600 N X 6 68,600 AOL TIME WARNER INC COMMON 00184A105 457,833 30,300 N X 30,300 AOL TIME WARNER INC COMMON 00184A105 169,520,797 11,219,113 N X 1 8,283,913 2,935,200 AOL TIME WARNER INC COMMON 00184A105 12,748,307 843,700 N X 2 843,700 AOL TIME WARNER INC COMMON 00184A105 61,503,745 4,070,400 N X 3 829,950 3,240,450 AOL TIME WARNER INC COMMON 00184A105 101,993 6,750 N X 5 6,750 AOL TIME WARNER INC COMMON 00184A105 37,800,732 2,501,703 N X 5 1,200,940 25,600 1,275,163 AOL TIME WARNER INC COMMON 00184A105 14,730,739 974,900 N X 6 974,900 SMITH AO CORP. COMMON 831865209 2,190,382 78,200 N X 1 27,800 50,400 SMITH AO CORP. COMMON 831865209 9,139,663 326,300 N X 3 158,500 167,800 APOGENT TECHNOLOGIES INC COMMON 03760A101 302,470 14,500 N X 5 14,500 APACHE CORP COMMON 037411105 1,078,306 15,551 N X 1 15,551 APACHE CORP COMMON 037411105 22,605 326 N X 5 326 APACHE CORP COMMON 037411105 7,096,256 102,340 N X 5 48,493 1,266 52,581 APACHE CORP COMMON 037411105 2,565,580 37,000 N X 6 37,000 ANADARKO PETROLEUM CORPORA COMMON 032511107 34,280,784 820,900 N X 1 600,100 220,800 ANADARKO PETROLEUM CORPORA COMMON 032511107 2,622,528 62,800 N X 2 62,800 ANADARKO PETROLEUM CORPORA COMMON 032511107 35,512,704 850,400 N X 3 143,700 706,700 ANADARKO PETROLEUM CORPORA COMMON 032511107 26,559 636 N X 5 636 ANADARKO PETROLEUM CORPORA COMMON 032511107 9,804,621 234,785 N X 5 113,129 2,391 119,265 ANADARKO PETROLEUM CORPORA COMMON 032511107 2,267,568 54,300 N X 6 54,300 AMERICAN POWER CONVERSION COMMON 029066107 351,370 20,500 N X 1 20,500 AMERICAN POWER CONVERSION COMMON 029066107 5,142 300 N X 5 300 AMERICAN POWER CONVERSION COMMON 029066107 2,433,657 141,987 N X 5 53,600 5,500 82,887 AMERICAN POWER CONVERSION COMMON 029066107 754,160 44,000 N X 6 44,000 AIR PRODS & CHEMS INC COMMON 009158106 933,570 20,700 N X 1 20,700 AIR PRODS & CHEMS INC COMMON 009158106 4,510 100 N X 5 100 AIR PRODS & CHEMS INC COMMON 009158106 2,048,171 45,414 N X 5 24,000 500 20,914 AIR PRODS & CHEMS INC COMMON 009158106 2,282,060 50,600 N X 6 50,600 APOGEE ENTERPRISES INC COMMON 037598109 3,272,472 317,100 N X 1 317,100 APOLLO GROUP INC CL A COMMON 037604105 904,611 13,700 N X 1 13,700 APOLLO GROUP INC CL A COMMON 037604105 13,206 200 N X 5 200 APOLLO GROUP INC CL A COMMON 037604105 4,729,399 71,625 N X 5 43,175 6,450 22,000 APOLLO GROUP INC CL A COMMON 037604105 2,528,949 38,300 N X 6 38,300 ALEXANDRIA REAL ESTATE EQU COMMON 015271109 408,255 8,500 N X 2 8,500 ARTISAN COMPONENTS INC COMMON 042923102 1,150,224 68,425 N X 1 24,325 44,100 ARTISAN COMPONENTS INC COMMON 042923102 4,802,617 285,700 N X 3 138,900 146,800 AMERICAN STANDARD COMPANIE COMMON 029712106 82,447,050 978,600 N X 1 851,100 127,500 AMERICAN STANDARD COMPANIE COMMON 029712106 11,853,975 140,700 N X 2 140,700 AMERICAN STANDARD COMPANIE COMMON 029712106 25,275 300 N X 5 300 AMERICAN STANDARD COMPANIE COMMON 029712106 8,107,293 96,229 N X 5 49,100 1,200 45,929 AMERICAN STANDARD COMPANIE COMMON 029712106 1,415,400 16,800 N X 6 16,800 ARCHSTONE-SMITH TRUST COMMON 039583109 655,200 24,837 N X 2 24,837 ARCHSTONE-SMITH TRUST COMMON 039583109 266,095 10,087 N X 3 10,087 AMSOUTH BANCORPORATION COMMON 032165102 632,356 29,800 N X 1 29,800 AMSOUTH BANCORPORATION COMMON 032165102 19,098 900 N X 5 900 AMSOUTH BANCORPORATION COMMON 032165102 5,586,589 263,270 N X 5 165,370 33,400 64,500 AMSOUTH BANCORPORATION COMMON 032165102 1,638,184 77,200 N X 6 77,200 ALLTELL CORP COMMON 020039103 1,316,056 28,400 N X 1 28,400 ALLTELL CORP COMMON 020039103 32,438 700 N X 5 700 ALLTELL CORP COMMON 020039103 7,880,488 170,058 N X 5 118,570 2,700 48,788 ALLTELL CORP COMMON 020039103 3,141,852 67,800 N X 6 67,800 AFTERMARKET TECHNOLOGY COR COMMON 008318107 500,899 43,900 N X 1 43,900 AGL RESOURCES INC COMMON 001204106 723,969 25,700 N X 1 25,700 ANTHEM INC COMMON 03674B104 300,014 4,206 N X 4,206 ANTHEM INC COMMON 03674B104 121,712,305 1,706,327 N X 1 1,301,227 405,100 ANTHEM INC COMMON 03674B104 8,948,349 125,450 N X 2 125,450 ANTHEM INC COMMON 03674B104 21,399 300 N X 5 300 ANTHEM INC COMMON 03674B104 7,705,495 108,026 N X 5 49,800 1,200 57,026 ANTHEM INC COMMON 03674B104 2,182,698 30,600 N X 6 30,600 AVAYA INC. COMMON 053499109 369,510 33,900 N X 1 33,900 AVAYA INC. COMMON 053499109 979,910 89,900 N X 6 89,900 AVALONBAY COMMUNITIES INC COMMON 053484101 945,313 20,199 N X 5 5,100 2,100 12,999 AVOCENT CORP COMMON 053893103 1,469,065 48,500 N X 1 17,300 31,200 AVOCENT CORP COMMON 053893103 6,124,638 202,200 N X 3 98,300 103,900 AVON PRODUCTS INC COMMON 054303102 1,226,640 19,000 N X 1 19,000 AVON PRODUCTS INC COMMON 054303102 12,912 200 N X 5 200 AVON PRODUCTS INC COMMON 054303102 6,376,075 98,762 N X 5 43,800 900 54,062 AVON PRODUCTS INC COMMON 054303102 3,305,472 51,200 N X 6 51,200 AVERY DENNISON CORP. COMMON 053611109 444,576 8,800 N X 1 8,800 AVERY DENNISON CORP. COMMON 053611109 409,212 8,100 N X 3 5,800 2,300 AVERY DENNISON CORP. COMMON 053611109 20,208 400 N X 5 400 AVERY DENNISON CORP. COMMON 053611109 6,849,401 135,578 N X 5 67,100 1,400 67,078 AVERY DENNISON CORP. COMMON 053611109 1,323,624 26,200 N X 6 26,200 ALLIED WASTE INDUSTRIES COMMON 019589308 174,960 16,200 N X 1 16,200 ALLIED WASTE INDUSTRIES COMMON 019589308 6,480 600 N X 5 600 ALLIED WASTE INDUSTRIES COMMON 019589308 1,308,636 121,170 N X 5 79,370 2,100 39,700 ALLIED WASTE INDUSTRIES COMMON 019589308 506,520 46,900 N X 6 46,900 AT&T WIRELESS SERVICES INC COMMON 00209A106 1,658,217 202,716 N X 1 202,675 41 AT&T WIRELESS SERVICES INC COMMON 00209A106 189,776 23,200 N X 3 16,600 6,600 AT&T WIRELESS SERVICES INC COMMON 00209A106 33,473 4,092 N X 5 4,092 AT&T WIRELESS SERVICES INC COMMON 00209A106 11,101,479 1,357,149 N X 5 678,214 15,902 663,033 AT&T WIRELESS SERVICES INC COMMON 00209A106 4,806,568 587,600 N X 6 587,600 AMERICAN AXLE AND MAN. HOL COMMON 024061103 2,466,972 83,400 N X 1 30,000 53,400 AMERICAN AXLE AND MAN. HOL COMMON 024061103 10,237,638 346,100 N X 3 168,200 177,900 AMER EXPRESS COMMON 025816109 4,417,007 98,025 N X 1 98,025 AMER EXPRESS COMMON 025816109 540,720 12,000 N X 3 8,600 3,400 AMER EXPRESS COMMON 025816109 81,108 1,800 N X 5 1,800 AMER EXPRESS COMMON 025816109 33,852,361 751,273 N X 5 321,540 87,800 341,933 AMER EXPRESS COMMON 025816109 12,472,608 276,800 N X 6 276,800 AXIS CAPITAL HOLDINGS LTD COMMON G0692U109 1,858,775 74,500 N X 1 9,396 65,104 AUTOZONE INC COMMON 053332102 2,838,101 31,700 N X 1 31,700 AUTOZONE INC COMMON 053332102 1,128,078 12,600 N X 2 12,600 AUTOZONE INC COMMON 053332102 70,522,781 787,700 N X 3 166,600 621,100 AUTOZONE INC COMMON 053332102 8,953 100 N X 5 100 AUTOZONE INC COMMON 053332102 3,545,388 39,600 N X 5 21,300 600 17,700 AUTOZONE INC COMMON 053332102 1,754,788 19,600 N X 6 19,600 BOEING COMMON 097023105 367,331 10,700 N X 10,700 BOEING COMMON 097023105 26,991,104 786,225 N X 1 756,925 29,300 BOEING COMMON 097023105 44,629 1,300 N X 5 1,300 BOEING COMMON 097023105 16,360,682 476,571 N X 5 242,240 5,100 229,231 BOEING COMMON 097023105 6,244,627 181,900 N X 6 181,900 BANK OF AMERICA CORP COMMON 060505104 33,502,572 429,300 N X 1 297,900 131,400 BANK OF AMERICA CORP COMMON 060505104 858,440 11,000 N X 3 7,900 3,100 BANK OF AMERICA CORP COMMON 060505104 187,296 2,400 N X 5 2,400 BANK OF AMERICA CORP COMMON 060505104 78,260,619 1,002,827 N X 5 431,524 110,300 461,003 BANK OF AMERICA CORP COMMON 060505104 25,027,428 320,700 N X 6 320,700 BAXTER INTERNATIONAL COMMON 071813109 252,822 8,700 N X 8,700 BAXTER INTERNATIONAL COMMON 071813109 86,084,263 2,962,294 N X 1 2,226,274 736,020 BAXTER INTERNATIONAL COMMON 071813109 6,538,500 225,000 N X 2 225,000 BAXTER INTERNATIONAL COMMON 071813109 247,010 8,500 N X 3 8,500 BAXTER INTERNATIONAL COMMON 071813109 37,778 1,300 N X 5 1,300 BAXTER INTERNATIONAL COMMON 071813109 14,530,029 500,001 N X 5 218,270 4,800 276,931 BAXTER INTERNATIONAL COMMON 071813109 3,737,116 128,600 N X 6 128,600 BED BATH & BEYOND INC COMMON 075896100 839,960 22,000 N X 1 22,000 BED BATH & BEYOND INC COMMON 075896100 19,090 500 N X 5 500 BED BATH & BEYOND INC COMMON 075896100 8,214,580 215,154 N X 5 95,870 14,200 105,084 BED BATH & BEYOND INC COMMON 075896100 2,451,156 64,200 N X 6 64,200 BLACK BOX CORPORATION COMMON 091826107 2,026,329 50,900 N X 1 50,900 BB AND T CORP COMMON 054937107 1,662,130 46,286 N X 1 46,286 BB AND T CORP COMMON 054937107 32,319 900 N X 5 900 BB AND T CORP COMMON 054937107 9,812,013 273,239 N X 5 160,470 47,703 65,066 BB AND T CORP COMMON 054937107 4,190,697 116,700 N X 6 116,700 BANCO BILBAO-VIZCAYA ADR ADRS 05946K101 127,182 12,300 N X 3 12,300 BEST BUY COMMON 086516101 1,035,936 21,800 N X 1 21,800 BEST BUY COMMON 086516101 28,512 600 N X 5 600 BEST BUY COMMON 086516101 9,892,238 208,170 N X 5 96,420 2,250 109,500 BEST BUY COMMON 086516101 3,316,896 69,800 N X 6 69,800 BRUNSWICK COMMON 117043109 215,712 8,400 N X 1 8,400 BRUNSWICK COMMON 117043109 282,480 11,000 N X 5 11,000 BRUNSWICK COMMON 117043109 580,368 22,600 N X 6 22,600 BARD C R INC COMMON 067383109 298,200 4,200 N X 1 4,200 BARD C R INC COMMON 067383109 844,900 11,900 N X 6 11,900 BLACK & DECKER CORP COMMON 091797100 247,355 6,100 N X 1 6,100 BLACK & DECKER CORP COMMON 091797100 8,110 200 N X 5 200 BLACK & DECKER CORP COMMON 091797100 3,409,120 84,072 N X 5 42,600 800 40,672 BLACK & DECKER CORP COMMON 091797100 790,725 19,500 N X 6 19,500 BECTON DICKINSON & CO COMMON 075887109 729,624 20,200 N X 1 20,200 BECTON DICKINSON & CO COMMON 075887109 14,448 400 N X 5 400 BECTON DICKINSON & CO COMMON 075887109 5,889,185 163,045 N X 5 77,800 1,400 83,845 BECTON DICKINSON & CO COMMON 075887109 2,019,108 55,900 N X 6 55,900 BEARINGPOINT INC COMMON 074002106 4,317,978 541,100 N X 1 541,100 BEA SYSTEMS COMMON 073325102 233,770 19,400 N X 19,400 BEA SYSTEMS COMMON 073325102 19,387,763 1,608,943 N X 1 1,555,743 53,200 BEA SYSTEMS COMMON 073325102 2,068,046 171,622 N X 5 49,250 12,600 109,772 FRANKLIN RESOURCES COMMON 354613101 923,989 20,900 N X 1 20,900 FRANKLIN RESOURCES COMMON 354613101 711,781 16,100 N X 5 3,600 12,500 FRANKLIN RESOURCES COMMON 354613101 2,391,761 54,100 N X 6 54,100 BROWN FORMAN INC CLASS B COMMON 115637209 395,600 5,000 N X 1 5,000 BROWN FORMAN INC CLASS B COMMON 115637209 213,624 2,700 N X 5 2,700 BROWN FORMAN INC CLASS B COMMON 115637209 1,123,504 14,200 N X 6 14,200 BIOGEN COMMON 090597105 393,769 10,300 N X 1 10,300 BIOGEN COMMON 090597105 19,115 500 N X 5 500 BIOGEN COMMON 090597105 7,942,971 207,768 N X 5 93,290 7,300 107,178 BIOGEN COMMON 090597105 1,261,590 33,000 N X 6 33,000 BENCHMARK ELECTRONICS INC COMMON 08160H101 3,643,674 86,200 N X 1 30,700 55,500 BENCHMARK ELECTRONICS INC COMMON 08160H101 15,166,476 358,800 N X 3 174,500 184,300 BAKER HUGHES COMMON 057224107 713,119 24,100 N X 1 24,100 BAKER HUGHES COMMON 057224107 260,392 8,800 N X 3 6,300 2,500 BAKER HUGHES COMMON 057224107 8,877 300 N X 5 300 BAKER HUGHES COMMON 057224107 3,562,518 120,396 N X 5 61,600 1,400 57,396 BAKER HUGHES COMMON 057224107 2,177,824 73,600 N X 6 73,600 BJ SERVICES CO COMMON 055482103 375,870 11,000 N X 1 11,000 BJ SERVICES CO COMMON 055482103 958,127 28,040 N X 5 1,000 27,040 BJ SERVICES CO COMMON 055482103 1,199,367 35,100 N X 6 35,100 BANK NEW YORK INC. COMMON 064057102 4,934,145 169,500 N X 1 169,500 BANK NEW YORK INC. COMMON 064057102 37,843 1,300 N X 5 1,300 BANK NEW YORK INC. COMMON 064057102 15,857,789 544,754 N X 5 231,754 60,400 252,600 BANK NEW YORK INC. COMMON 064057102 4,835,171 166,100 N X 6 166,100 BANK UNITED FINANCIAL CORP COMMON 06652B103 2,613,920 124,000 N X 1 44,600 79,400 BANK UNITED FINANCIAL CORP COMMON 06652B103 10,398,764 493,300 N X 3 241,300 252,000 BIG LOTS INC COMMON 089302103 449,004 28,400 N X 6 28,400 BALL CORP COMMON 058498106 226,800 4,200 N X 1 4,200 BALL CORP COMMON 058498106 5,400 100 N X 5 100 BALL CORP COMMON 058498106 1,387,800 25,700 N X 5 19,700 300 5,700 BALL CORP COMMON 058498106 723,600 13,400 N X 6 13,400 BELLSOUTH COMMON 079860102 44,634,432 1,884,900 N X 1 1,259,900 625,000 BELLSOUTH COMMON 079860102 80,512 3,400 N X 5 3,400 BELLSOUTH COMMON 079860102 30,416,652 1,284,487 N X 5 603,280 13,000 668,207 BELLSOUTH COMMON 079860102 9,419,904 397,800 N X 6 397,800 BMC SOFTWARE INC COMMON 055921100 227,059 16,300 N X 1 16,300 BMC SOFTWARE INC COMMON 055921100 711,823 51,100 N X 6 51,100 BIOMET COMMON 090613100 20,707,121 616,100 N X 1 536,700 79,400 BIOMET COMMON 090613100 2,994,651 89,100 N X 2 89,100 BIOMET COMMON 090613100 16,805 500 N X 5 500 BIOMET COMMON 090613100 7,422,869 220,853 N X 5 95,025 12,700 113,128 BIOMET COMMON 090613100 1,895,604 56,400 N X 6 56,400 BEMIS INC COMMON 081437105 4,430 100 N X 5 100 BEMIS INC COMMON 081437105 934,730 21,100 N X 5 14,600 300 6,200 BRISTOL MYERS SQUIBB CO. COMMON 110122108 479,842 18,700 N X 18,700 BRISTOL MYERS SQUIBB CO. COMMON 110122108 227,600,531 8,869,857 N X 1 6,574,757 2,295,100 BRISTOL MYERS SQUIBB CO. COMMON 110122108 19,126,964 745,400 N X 2 745,400 BRISTOL MYERS SQUIBB CO. COMMON 110122108 1,270,170 49,500 N X 3 40,100 9,400 BRISTOL MYERS SQUIBB CO. COMMON 110122108 94,942 3,700 N X 5 3,700 BRISTOL MYERS SQUIBB CO. COMMON 110122108 35,881,892 1,398,359 N X 5 672,380 14,200 711,779 BRISTOL MYERS SQUIBB CO. COMMON 110122108 10,766,936 419,600 N X 6 419,600 BURLINGTON NORTHERN SANTA COMMON 12189T104 545,643 18,900 N X 18,900 BURLINGTON NORTHERN SANTA COMMON 12189T104 241,698,774 8,371,970 N X 1 6,331,770 2,040,200 BURLINGTON NORTHERN SANTA COMMON 12189T104 26,154,286 905,933 N X 2 905,933 BURLINGTON NORTHERN SANTA COMMON 12189T104 47,387,218 1,641,400 N X 3 121,700 1,519,700 BURLINGTON NORTHERN SANTA COMMON 12189T104 5,774 200 N X 5 200 BURLINGTON NORTHERN SANTA COMMON 12189T104 3,255,035 112,748 N X 5 42,400 900 69,448 BURLINGTON NORTHERN SANTA COMMON 12189T104 2,303,826 79,800 N X 6 79,800 BANKNORTH GROUP INC COMMON 06646R107 228,582 8,100 N X 5 8,100 BAUSCH & LOMB INC COMMON 071707103 4,415 100 N X 5 100 BAUSCH & LOMB INC COMMON 071707103 1,050,770 23,800 N X 5 15,000 500 8,300 BORLAND SOFTWARE CORP. COMMON 099849101 1,385,184 150,400 N X 1 53,500 96,900 BORLAND SOFTWARE CORP. COMMON 099849101 5,780,021 627,581 N X 3 305,281 322,300 BP PLC ADR ADRS 055622104 227,340 5,400 N X 3 5,400 BP PLC ADR ADRS 055622104 2,037,640 48,400 N X 5 48,400 BROOKFIELD PROPERTIES CORP EX-US 112900105 338,400 14,400 N X 2 14,400 POPULAR INC COMMON 733174106 581,080 14,600 N X 5 8,300 6,300 POPULAR INC COMMON 733174106 5,635,680 141,600 N X 6 141,600 BURLINGTON RESOURCES COMMON 122014103 809,760 16,800 N X 1 16,800 BURLINGTON RESOURCES COMMON 122014103 24,100 500 N X 5 500 BURLINGTON RESOURCES COMMON 122014103 8,148,451 169,055 N X 5 83,600 1,800 83,655 BURLINGTON RESOURCES COMMON 122014103 2,106,340 43,700 N X 6 43,700 BROCADE COMMON 111621108 127,368 24,400 N X 5 16,700 7,700 BROADCOM CORP COMMON 111320107 535,062 20,100 N X 1 20,100 BROADCOM CORP COMMON 111320107 7,986 300 N X 5 300 BROADCOM CORP COMMON 111320107 3,430,812 128,881 N X 5 56,900 6,500 65,481 BROADCOM CORP COMMON 111320107 1,714,328 64,400 N X 6 64,400 BARR LABROTORIES INC. COMMON 068306109 654,816 9,600 N X 1 9,600 BARR LABROTORIES INC. COMMON 068306109 327,408 4,800 N X 2 4,800 BARR LABROTORIES INC. COMMON 068306109 3,301,364 48,400 N X 3 48,400 BARR LABROTORIES INC. COMMON 068306109 504,754 7,400 N X 5 7,400 BRASIL TELECOM PAR REPRESE ADRS 105530109 2,545,495 66,462 N X 1 3,300 63,162 BEAR STEARNS COS COMMON 073902108 718,080 9,600 N X 1 9,600 BEAR STEARNS COS COMMON 073902108 7,480 100 N X 5 100 BEAR STEARNS COS COMMON 073902108 2,199,120 29,400 N X 5 15,200 8,200 6,000 BEAR STEARNS COS COMMON 073902108 1,645,600 22,000 N X 6 22,000 BISYS GROUP INC COMMON 055472104 191,990 14,600 N X 5 10,100 4,500 BOSTON SCIENTIFIC COMMON 101137107 1,770,450 27,750 N X 1 27,750 BOSTON SCIENTIFIC COMMON 101137107 25,520 400 N X 5 400 BOSTON SCIENTIFIC COMMON 101137107 7,610,574 119,288 N X 5 61,400 1,400 56,488 BOSTON SCIENTIFIC COMMON 101137107 5,780,280 90,600 N X 6 90,600 ANHEUSER BUSCH COS INC COMMON 035229103 2,738,370 55,500 N X 1 55,500 ANHEUSER BUSCH COS INC COMMON 035229103 64,142 1,300 N X 5 1,300 ANHEUSER BUSCH COS INC COMMON 035229103 23,108,340 468,349 N X 5 219,970 4,800 243,579 ANHEUSER BUSCH COS INC COMMON 035229103 8,782,520 178,000 N X 6 178,000 BOSTON PROPERTIES INC COMMON 101121101 723,776 16,650 N X 2 16,650 BOSTON PROPERTIES INC COMMON 101121101 295,596 6,800 N X 3 6,800 BOSTON PROPERTIES INC COMMON 101121101 260,820 6,000 N X 5 6,000 CITIGROUP INC COMMON 172967101 1,837,830 40,383 N X 40,383 CITIGROUP INC COMMON 172967101 565,301,100 12,421,470 N X 1 9,385,403 3,036,067 CITIGROUP INC COMMON 172967101 38,061,742 836,338 N X 2 836,338 CITIGROUP INC COMMON 172967101 167,807,703 3,687,271 N X 3 567,141 3,120,130 CITIGROUP INC COMMON 172967101 383,786 8,433 N X 5 8,433 CITIGROUP INC COMMON 172967101 159,097,635 3,495,883 N X 5 1,543,924 320,472 1,631,487 CITIGROUP INC COMMON 172967101 50,889,282 1,118,200 N X 6 1,118,200 COMPUTER ASSOCIATES INTL COMMON 204912109 1,263,724 48,400 N X 1 48,400 COMPUTER ASSOCIATES INTL COMMON 204912109 18,277 700 N X 5 700 COMPUTER ASSOCIATES INTL COMMON 204912109 6,258,202 239,686 N X 5 123,570 2,700 113,416 COMPUTER ASSOCIATES INTL COMMON 204912109 3,268,972 125,200 N X 6 125,200 CONAGRA FOODS INC. COMMON 205887102 981,288 46,200 N X 1 46,200 CONAGRA FOODS INC. COMMON 205887102 23,364 1,100 N X 5 1,100 CONAGRA FOODS INC. COMMON 205887102 8,783,696 413,545 N X 5 200,070 4,000 209,475 CONAGRA FOODS INC. COMMON 205887102 2,493,576 117,400 N X 6 117,400 CARDINAL HEALTH INC COMMON 14149Y108 221,882 3,800 N X 3,800 CARDINAL HEALTH INC COMMON 14149Y108 77,594,471 1,328,900 N X 1 1,036,400 292,500 CARDINAL HEALTH INC COMMON 14149Y108 8,635,881 147,900 N X 2 147,900 CARDINAL HEALTH INC COMMON 14149Y108 256,916 4,400 N X 3 4,400 CARDINAL HEALTH INC COMMON 14149Y108 52,551 900 N X 5 900 CARDINAL HEALTH INC COMMON 14149Y108 20,312,889 347,883 N X 5 168,820 3,650 175,413 CARDINAL HEALTH INC COMMON 14149Y108 5,669,669 97,100 N X 6 97,100 CACI INTERNATIONAL INC COMMON 127190304 4,302,140 100,400 N X 1 36,300 64,100 CACI INTERNATIONAL INC COMMON 127190304 17,811,031 415,660 N X 3 202,060 213,600 CATERPILLAR COMMON 149123101 2,189,112 31,800 N X 1 31,800 CATERPILLAR COMMON 149123101 819,196 11,900 N X 3 8,500 3,400 CATERPILLAR COMMON 149123101 20,652 300 N X 5 300 CATERPILLAR COMMON 149123101 7,836,470 113,836 N X 5 52,880 1,200 59,756 CATERPILLAR COMMON 149123101 5,156,116 74,900 N X 6 74,900 CHUBB CORP COMMON 171232101 1,096,472 16,900 N X 1 16,900 CHUBB CORP COMMON 171232101 298,448 4,600 N X 3 3,300 1,300 CHUBB CORP COMMON 171232101 19,464 300 N X 5 300 CHUBB CORP COMMON 171232101 8,539,311 131,617 N X 5 55,930 15,100 60,587 CHUBB CORP COMMON 171232101 2,634,128 40,600 N X 6 40,600 COOPER INDUSTRIES INC COMMON G24182100 316,998 6,600 N X 1 6,600 COOPER INDUSTRIES INC COMMON G24182100 1,008,630 21,000 N X 6 21,000 CBRL GROUP INC COMMON 12489V106 6,311,892 177,900 N X 1 177,900 COMMERCE BANCSHARES INC COMMON 200525103 601,038 13,738 N X 5 7,349 6,389 COMPASS BANCSHARES INC COMMON 20449H109 639,730 18,500 N X 5 5,900 12,600 CIRCUIT CITY STORES CC GRO COMMON 172737108 170,587 17,900 N X 1 17,900 CIRCUIT CITY STORES CC GRO COMMON 172737108 3,812 400 N X 5 400 CIRCUIT CITY STORES CC GRO COMMON 172737108 1,058,478 111,068 N X 5 78,100 1,800 31,168 CIRCUIT CITY STORES CC GRO COMMON 172737108 460,299 48,300 N X 6 48,300 COCA COLA ENTERPRISES COMMON 191219104 669,006 35,100 N X 1 35,100 COCA COLA ENTERPRISES COMMON 191219104 24,778 1,300 N X 5 1,300 COCA COLA ENTERPRISES COMMON 191219104 5,937,171 311,499 N X 5 216,770 5,000 89,729 COCA COLA ENTERPRISES COMMON 191219104 1,890,752 99,200 N X 6 99,200 CARNIVAL CORP COMMON 143658300 1,401,114 42,600 N X 1 42,600 CARNIVAL CORP COMMON 143658300 23,023 700 N X 5 700 CARNIVAL CORP COMMON 143658300 5,857,215 178,085 N X 5 86,370 2,700 89,015 CARNIVAL CORP COMMON 143658300 4,509,219 137,100 N X 6 137,100 CLEAR CHANNEL COMMUNICATIO COMMON 184502102 2,251,083 58,775 N X 1 58,775 CLEAR CHANNEL COMMUNICATIO COMMON 184502102 34,470 900 N X 5 900 CLEAR CHANNEL COMMUNICATIO COMMON 184502102 11,839,871 309,135 N X 5 147,370 3,400 158,365 CLEAR CHANNEL COMMUNICATIO COMMON 184502102 5,155,180 134,600 N X 6 134,600 CENDANT CORP COMMON 151313103 1,510,171 80,801 N X 1 80,801 CENDANT CORP COMMON 151313103 46,725 2,500 N X 5 2,500 CENDANT CORP COMMON 151313103 16,908,170 904,664 N X 5 446,078 9,200 449,386 CENDANT CORP COMMON 151313103 4,113,669 220,100 N X 6 220,100 CADENCE DESIGN SYSTEMS COMMON 127387108 577,205 43,075 N X 5 19,300 23,775 CDW CORPORATION COMMON 12512N105 369,536 6,400 N X 5 3,600 2,800 CATELLUS CORP COMMON 149111106 645,480 26,400 N X 2 26,400 CATELLUS CORP COMMON 149111106 1,775,070 72,600 N X 3 72,600 CATELLUS CORP COMMON 149111106 210,270 8,600 N X 5 8,600 CONCORED EFS INC COMMON 206197105 511,258 37,400 N X 1 37,400 CONCORED EFS INC COMMON 206197105 10,936 800 N X 5 800 CONCORED EFS INC COMMON 206197105 5,363,493 392,355 N X 5 162,860 14,300 215,195 CONCORED EFS INC COMMON 206197105 1,458,589 106,700 N X 6 106,700 CAREER EDUCATION CORPORATI COMMON 141665109 5,968,728 131,760 N X 1 49,100 82,660 CAREER EDUCATION CORPORATI COMMON 141665109 267,270 5,900 N X 2 5,900 CAREER EDUCATION CORPORATI COMMON 141665109 23,980,370 529,368 N X 3 257,100 272,268 CONSTELLATION ENERGY GROUP COMMON 210371100 13,349,124 373,089 N X 1 359,789 13,300 CONSTELLATION ENERGY GROUP COMMON 210371100 14,312 400 N X 5 400 CONSTELLATION ENERGY GROUP COMMON 210371100 4,350,598 121,593 N X 5 60,100 1,500 59,993 CONSTELLATION ENERGY GROUP COMMON 210371100 1,341,750 37,500 N X 6 37,500 CRESCENT REAL ESTATE EQUIT COMMON 225756105 530,700 36,600 N X 5 36,600 CELGENE CORP COMMON 151020104 333,641 7,700 N X 5 7,700 CERIDIAN CORPORATION COMMON 156779100 188,174 10,106 N X 5 10,100 6 CEPHALON INC COMMON 156708109 303,072 6,600 N X 6,600 CEPHALON INC COMMON 156708109 110,034,468 2,396,221 N X 1 1,732,821 663,400 CEPHALON INC COMMON 156708109 6,375,992 138,850 N X 2 138,850 CEPHALON INC COMMON 156708109 30,105,152 655,600 N X 3 118,900 536,700 CEPHALON INC COMMON 156708109 275,520 6,000 N X 5 3,700 2,300 CERTEGY INC COMMON 156880106 994,512 30,972 N X 5 5,350 3,550 22,072 CHARTER ONE FINANCIAL COMMON 160903100 590,121 19,285 N X 1 19,285 CHARTER ONE FINANCIAL COMMON 160903100 11,077 362 N X 5 362 CHARTER ONE FINANCIAL COMMON 160903100 5,568,007 181,961 N X 5 81,072 21,938 78,951 CHARTER ONE FINANCIAL COMMON 160903100 1,551,420 50,700 N X 6 50,700 COUNTRYWIDE FINANCIAL CORP COMMON 222372104 955,016 12,200 N X 1 12,200 COUNTRYWIDE FINANCIAL CORP COMMON 222372104 23,484 300 N X 5 300 COUNTRYWIDE FINANCIAL CORP COMMON 222372104 11,002,333 140,551 N X 5 63,170 10,900 66,481 COUNTRYWIDE FINANCIAL CORP COMMON 222372104 2,379,712 30,400 N X 6 30,400 CULLEN FROST BANKERS INC COMMON 229899109 789,276 21,200 N X 1 21,200 CULLEN FROST BANKERS INC COMMON 229899109 275,502 7,400 N X 5 4,200 3,200 COGNEX CORP. COMMON 192422103 2,912,932 110,800 N X 1 39,400 71,400 COGNEX CORP. COMMON 192422103 12,156,496 462,400 N X 3 224,700 237,700 CHIRON CORP COMMON 170040109 1,116,504 21,600 N X 1 21,600 CHIRON CORP COMMON 170040109 232,605 4,500 N X 2 4,500 CHIRON CORP COMMON 170040109 2,421,677 46,850 N X 3 45,200 1,650 CHIRON CORP COMMON 170040109 10,338 200 N X 5 200 CHIRON CORP COMMON 170040109 3,623,314 70,097 N X 5 30,800 8,800 30,497 CHIRON CORP COMMON 170040109 2,108,952 40,800 N X 6 40,800 CHECK POINT SOFTWARE TEC L ADRS M22465104 6,109,606 363,667 N X 1 88,331 275,336 C H ROBINSON WORLDWI COMMON 12541W100 219,539 5,900 N X 5 2,800 3,100 CHICOS FAS INC COMMON 168615102 5,346,680 174,500 N X 1 62,100 112,400 CHICOS FAS INC COMMON 168615102 243,588 7,950 N X 2 7,950 CHICOS FAS INC COMMON 168615102 22,308,861 728,096 N X 3 353,896 374,200 CHATTEM INC COMMON 162456107 2,970,320 214,000 N X 1 214,000 CIGNA CORP COMMON 125509109 1,544,890 34,600 N X 1 34,600 CIGNA CORP COMMON 125509109 13,395 300 N X 5 300 CIGNA CORP COMMON 125509109 6,498,272 145,538 N X 5 65,400 14,400 65,738 CIGNA CORP COMMON 125509109 1,393,080 31,200 N X 6 31,200 CIENA CORPORATION COMMON 171779101 212,323 35,926 N X 1 35,926 CIENA CORPORATION COMMON 171779101 2,955 500 N X 5 500 CIENA CORPORATION COMMON 171779101 1,369,584 231,740 N X 5 118,970 14,000 98,770 CIENA CORPORATION COMMON 171779101 617,595 104,500 N X 6 104,500 CINERGY CORP COMMON 172474108 576,190 15,700 N X 1 15,700 CINERGY CORP COMMON 172474108 1,508,370 41,100 N X 6 41,100 CINCINNATI FINANCIAL CORP COMMON 172062101 523,476 13,100 N X 1 13,100 CINCINNATI FINANCIAL CORP COMMON 172062101 3,996 100 N X 5 100 CINCINNATI FINANCIAL CORP COMMON 172062101 2,305,253 57,689 N X 5 23,560 6,400 27,729 CINCINNATI FINANCIAL CORP COMMON 172062101 1,406,592 35,200 N X 6 35,200 COLGATE PALMOLIVE CO COMMON 194162103 2,224,422 39,800 N X 1 39,800 COLGATE PALMOLIVE CO COMMON 194162103 61,479 1,100 N X 5 1,100 COLGATE PALMOLIVE CO COMMON 194162103 15,130,653 270,722 N X 5 190,256 4,300 76,166 COLGATE PALMOLIVE CO COMMON 194162103 6,634,143 118,700 N X 6 118,700 CLOROX CO DEL COMMON 189054109 775,203 16,900 N X 1 16,900 CLOROX CO DEL COMMON 189054109 22,935 500 N X 5 500 CLOROX CO DEL COMMON 189054109 8,142,017 177,502 N X 5 90,960 2,000 84,542 CLOROX CO DEL COMMON 189054109 2,187,999 47,700 N X 6 47,700 COMERICA COMMON 200340107 731,620 15,700 N X 1 15,700 COMERICA COMMON 200340107 13,980 300 N X 5 300 COMERICA COMMON 200340107 5,906,503 126,749 N X 5 50,300 17,500 58,949 COMERICA COMMON 200340107 1,854,680 39,800 N X 6 39,800 COMCAST CORP COM CLS'A' US COMMON 20030N101 5,259,883 170,333 N X 1 170,333 COMCAST CORP COM CLS'A' US COMMON 20030N101 98,322 3,184 N X 5 3,184 COMCAST CORP COM CLS'A' US COMMON 20030N101 31,494,574 1,019,902 N X 5 550,617 42,028 427,257 COMCAST CORP COM CLS'A' US COMMON 20030N101 15,054,000 487,500 N X 6 487,500 COMCAST SPECIAL CLASS A CO COMMON 20030N200 4,908,071 166,150 N X 5 5,200 160,950 CUMULUS MEDIA INC. COMMON 231082108 2,271,060 133,200 N X 1 47,500 85,700 CUMULUS MEDIA INC. COMMON 231082108 9,469,570 555,400 N X 3 270,000 285,400 CMS ENERGY CORP COMMON 125896100 35,287,560 4,788,000 N X 1 2,743,300 2,044,700 CMS ENERGY CORP COMMON 125896100 1,934,257 262,450 N X 2 262,450 COMVERSE TECHNOLOGY COMMON 205862402 213,928 14,300 N X 1 14,300 COMVERSE TECHNOLOGY COMMON 205862402 353,056 23,600 N X 5 17,900 5,700 COMVERSE TECHNOLOGY COMMON 205862402 625,328 41,800 N X 6 41,800 CAREMARK RX INC COMMON 141705103 438,440 19,400 N X 5 19,400 COLONIAL BANCGRO COMMON 195493309 8,285,672 573,800 N X 1 573,800 COLONIAL BANCGRO COMMON 195493309 158,840 11,000 N X 5 11,000 CENTERPOINT ENERGY INC COMMON 15189T107 245,756 26,800 N X 1 26,800 CENTERPOINT ENERGY INC COMMON 15189T107 2,751 300 N X 5 300 CENTERPOINT ENERGY INC COMMON 15189T107 1,114,659 121,555 N X 5 50,200 1,300 70,055 CENTERPOINT ENERGY INC COMMON 15189T107 663,908 72,400 N X 6 72,400 CENTERPOINT PROPERTIES TRU COMMON 151895109 643,640 9,450 N X 2 9,450 CENTERPOINT PROPERTIES TRU COMMON 151895109 258,818 3,800 N X 3 3,800 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 1,049,536 18,400 N X 1 18,400 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 22,816 400 N X 5 400 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 6,352,887 111,376 N X 5 66,400 18,900 26,076 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 2,823,480 49,500 N X 6 49,500 ROCKWELL COLLINS INC. COMMON 774341101 353,500 14,000 N X 1 14,000 ROCKWELL COLLINS INC. COMMON 774341101 966,116 38,262 N X 5 11,100 27,162 ROCKWELL COLLINS INC. COMMON 774341101 1,012,525 40,100 N X 6 40,100 COOPER COMPANIES INC. COMMON 216648402 3,158,125 77,500 N X 1 77,500 CONOCO PHILLIPS COMMON 20825C104 363,869 6,646 N X 6,646 CONOCO PHILLIPS COMMON 20825C104 191,496,392 3,497,651 N X 1 2,474,652 1,022,999 CONOCO PHILLIPS COMMON 20825C104 12,976,407 237,012 N X 2 237,012 CONOCO PHILLIPS COMMON 20825C104 1,019,883 18,628 N X 3 15,828 2,800 CONOCO PHILLIPS COMMON 20825C104 62,087 1,134 N X 5 1,134 CONOCO PHILLIPS COMMON 20825C104 15,171,280 277,101 N X 5 193,569 4,380 79,152 CONOCO PHILLIPS COMMON 20825C104 8,026,350 146,600 N X 6 146,600 COSTCO WHOLESALE CORPORATI COMMON 22160K105 699,300 22,500 N X 22,500 COSTCO WHOLESALE CORPORATI COMMON 22160K105 181,000,814 5,823,707 N X 1 4,609,607 1,214,100 COSTCO WHOLESALE CORPORATI COMMON 22160K105 14,307,678 460,350 N X 2 460,350 COSTCO WHOLESALE CORPORATI COMMON 22160K105 463,092 14,900 N X 3 14,900 COSTCO WHOLESALE CORPORATI COMMON 22160K105 27,972 900 N X 5 900 COSTCO WHOLESALE CORPORATI COMMON 22160K105 10,781,777 346,904 N X 5 165,570 11,200 170,134 COSTCO WHOLESALE CORPORATI COMMON 22160K105 3,092,460 99,500 N X 6 99,500 COTT CORP EX-US 22163N106 2,254,383 96,300 N X 1 34,300 62,000 COTT CORP EX-US 22163N106 9,413,161 402,100 N X 3 195,400 206,700 COX COMMUNICATIONS INC CLA COMMON 224044107 1,886,386 59,658 N X 5 11,900 47,758 CAMPBELL SOUP COMPANY COMMON 134429109 795,000 30,000 N X 1 30,000 CAMPBELL SOUP COMPANY COMMON 134429109 31,800 1,200 N X 5 1,200 CAMPBELL SOUP COMPANY COMMON 134429109 11,037,542 416,511 N X 5 201,580 4,600 210,331 CAMPBELL SOUP COMPANY COMMON 134429109 2,382,350 89,900 N X 6 89,900 CHELSEA PROPERTY GR0UP COMMON 163421100 720,895 15,050 N X 2 15,050 CHELSEA PROPERTY GR0UP COMMON 163421100 292,190 6,100 N X 3 6,100 CALPINE CORP COMMON 131347106 159,414 32,600 N X 1 32,600 CALPINE CORP COMMON 131347106 1,956 400 N X 5 400 CALPINE CORP COMMON 131347106 384,354 78,600 N X 5 49,800 1,500 27,300 CALPINE CORP COMMON 131347106 425,430 87,000 N X 6 87,000 CAMDEN PROPERTY TRUST COMMON 133131102 416,966 10,850 N X 2 10,850 CAMDEN PROPERTY TRUST COMMON 133131102 995,337 25,900 N X 3 25,900 COMPUWARE CORP. COMMON 205638109 175,808 32,800 N X 1 32,800 COMPUWARE CORP. COMMON 205638109 2,680 500 N X 5 500 COMPUWARE CORP. COMMON 205638109 1,122,110 209,349 N X 5 95,770 9,400 104,179 COMPUWARE CORP. COMMON 205638109 470,072 87,700 N X 6 87,700 CRANE CO COMMON 224399105 278,579 11,900 N X 5 11,900 CARRAMERICA REALTY CORP COMMON 144418100 329,843 11,050 N X 2 11,050 CREE INC COMMON 225447101 951,928 51,400 N X 1 18,300 33,100 CREE INC COMMON 225447101 3,983,652 215,100 N X 3 105,000 110,100 COMPUTER SCIENCES CORP COMMON 205363104 849,082 22,600 N X 1 22,600 COMPUTER SCIENCES CORP COMMON 205363104 22,542 600 N X 5 600 COMPUTER SCIENCES CORP COMMON 205363104 8,540,713 227,328 N X 5 114,670 2,400 110,258 COMPUTER SCIENCES CORP COMMON 205363104 1,540,370 41,000 N X 6 41,000 CISCO SYSTEMS INC COMMON 17275R102 12,794,792 654,800 N X 1 654,800 CISCO SYSTEMS INC COMMON 17275R102 1,401,995 71,750 N X 2 71,750 CISCO SYSTEMS INC COMMON 17275R102 72,348,804 3,702,600 N X 3 914,400 2,788,200 CISCO SYSTEMS INC COMMON 17275R102 228,618 11,700 N X 5 11,700 CISCO SYSTEMS INC COMMON 17275R102 89,841,540 4,597,827 N X 5 2,143,850 125,600 2,328,377 CISCO SYSTEMS INC COMMON 17275R102 29,562,066 1,512,900 N X 6 1,512,900 CSX CORP COMMON 126408103 535,275 18,300 N X 1 18,300 CSX CORP COMMON 126408103 2,925 100 N X 5 100 CSX CORP COMMON 126408103 1,692,844 57,875 N X 5 27,600 600 29,675 CSX CORP COMMON 126408103 1,401,075 47,900 N X 6 47,900 CINTAS CORP COMMON 172908105 493,656 13,400 N X 1 13,400 CINTAS CORP COMMON 172908105 25,788 700 N X 5 700 CINTAS CORP COMMON 172908105 9,763,521 265,025 N X 5 126,970 9,700 128,355 CINTAS CORP COMMON 172908105 1,425,708 38,700 N X 6 38,700 COMPUTER TASK GROUP COMMON 205477102 2,464,000 704,000 N X 1 704,000 CENTURYTEL INC COMMON 156700106 470,630 13,887 N X 1 13,100 787 CENTURYTEL INC COMMON 156700106 3,389 100 N X 5 100 CENTURYTEL INC COMMON 156700106 965,865 28,500 N X 5 21,700 400 6,400 CENTURYTEL INC COMMON 156700106 1,081,091 31,900 N X 6 31,900 COGNIZANT TECHNOLOGY SOL. COMMON 192446102 5,999,315 164,500 N X 1 58,500 106,000 COGNIZANT TECHNOLOGY SOL. COMMON 192446102 284,466 7,800 N X 2 7,800 COGNIZANT TECHNOLOGY SOL. COMMON 192446102 25,070,390 687,425 N X 3 334,225 353,200 CENTEX COMMON 152312104 467,280 6,000 N X 1 6,000 CENTEX COMMON 152312104 7,788 100 N X 5 100 CENTEX COMMON 152312104 3,037,709 39,005 N X 5 19,000 400 19,605 CENTEX COMMON 152312104 1,098,108 14,100 N X 6 14,100 CITRIX SYSTEMS COMMON 177376100 247,296 11,200 N X 1 11,200 CITRIX SYSTEMS COMMON 177376100 15,456 700 N X 5 700 CITRIX SYSTEMS COMMON 177376100 6,033,382 273,251 N X 5 133,970 9,800 129,481 CITRIX SYSTEMS COMMON 177376100 794,880 36,000 N X 6 36,000 CUMMINS INC. COMMON 231021106 453,186 10,200 N X 6 10,200 CONVERGYS CORP COMMON 212485106 221,914 12,100 N X 1 12,100 CONVERGYS CORP COMMON 212485106 11,004 600 N X 5 600 CONVERGYS CORP COMMON 212485106 4,194,890 228,729 N X 5 105,970 2,200 120,559 CONVERGYS CORP COMMON 212485106 597,884 32,600 N X 6 32,600 COVENTRY HEALTH CARE INC. COMMON 222862104 5,927,976 112,400 N X 1 112,400 CVS CORP COMMON 126650100 2,758,128 88,800 N X 1 88,800 CVS CORP COMMON 126650100 34,166 1,100 N X 5 1,100 CVS CORP COMMON 126650100 11,957,572 384,983 N X 5 189,346 4,200 191,437 CVS CORP COMMON 126650100 2,680,478 86,300 N X 6 86,300 CV THERAPEUTICS INC COMMON 126667104 904,200 41,100 N X 1 14,600 26,500 CV THERAPEUTICS INC COMMON 126667104 3,766,400 171,200 N X 3 83,200 88,000 CHEVRON TEXACO CORP. COMMON 166764100 6,785,607 94,970 N X 1 94,970 CHEVRON TEXACO CORP. COMMON 166764100 42,664,796 597,128 N X 3 36,229 560,899 CHEVRON TEXACO CORP. COMMON 166764100 129,753 1,816 N X 5 1,816 CHEVRON TEXACO CORP. COMMON 166764100 49,759,280 696,421 N X 5 328,433 7,083 360,905 CHEVRON TEXACO CORP. COMMON 166764100 16,412,065 229,700 N X 6 229,700 CEMEX SA ADR PART CER ADRS 151290889 576,345 23,100 N X 1 23,100 CEMEX SA ADR PART CER ADRS 151290889 13,306,060 533,309 N X 1 487,684 45,625 CITY NATIONAL CORP COMMON 178566105 13,759,200 270,000 N X 1 270,000 CITY NATIONAL CORP COMMON 178566105 366,912 7,200 N X 5 4,000 3,200 CITIZENS COMMUNICATIONS CO COMMON 17453B101 272,403 24,300 N X 1 24,300 CITIZENS COMMUNICATIONS CO COMMON 17453B101 162,545 14,500 N X 5 14,500 CITIZENS COMMUNICATIONS CO COMMON 17453B101 718,561 64,100 N X 6 64,100 DOMINION RESOURCES INC COMMON 25746U109 40,042,862 646,896 N X 1 506,396 140,500 DOMINION RESOURCES INC COMMON 25746U109 6,419,030 103,700 N X 2 103,700 DOMINION RESOURCES INC COMMON 25746U109 18,570 300 N X 5 300 DOMINION RESOURCES INC COMMON 25746U109 7,662,663 123,791 N X 5 58,800 1,200 63,791 DOMINION RESOURCES INC COMMON 25746U109 4,326,810 69,900 N X 6 69,900 DELTA AIR LINES COMMON 247361108 44,714,600 3,362,000 N X 1 2,251,300 1,110,700 DELTA AIR LINES COMMON 247361108 3,218,600 242,000 N X 2 242,000 DELTA AIR LINES COMMON 247361108 3,990 300 N X 5 300 DELTA AIR LINES COMMON 247361108 1,023,435 76,950 N X 5 51,600 1,400 23,950 DELTA AIR LINES COMMON 247361108 385,700 29,000 N X 6 29,000 DANA CORPORATION COMMON 235811106 203,676 13,200 N X 1 13,200 DANA CORPORATION COMMON 235811106 541,593 35,100 N X 6 35,100 DU PONT E I DE NEMOURS & C COMMON 263534109 3,533,883 88,325 N X 1 88,325 DU PONT E I DE NEMOURS & C COMMON 263534109 496,124 12,400 N X 3 8,900 3,500 DU PONT E I DE NEMOURS & C COMMON 263534109 64,016 1,600 N X 5 1,600 DU PONT E I DE NEMOURS & C COMMON 263534109 24,583,464 614,433 N X 5 288,336 6,100 319,997 DU PONT E I DE NEMOURS & C COMMON 263534109 8,634,158 215,800 N X 6 215,800 DOVER DOWNS GAMING & ENTER COMMON 260095104 1,921,672 233,780 N X 1 233,780 DEVELOPERS DIVERSIFIED REA COMMON 251591103 510,777 17,100 N X 2 17,100 DEVELOPERS DIVERSIFIED REA COMMON 251591103 322,596 10,800 N X 3 7,000 3,800 DEERE & CO COMMON 244199105 1,066,200 20,000 N X 1 20,000 DEERE & CO COMMON 244199105 15,993 300 N X 5 300 DEERE & CO COMMON 244199105 4,628,481 86,822 N X 5 42,000 1,100 43,722 DEERE & CO COMMON 244199105 2,798,775 52,500 N X 6 52,500 DELL INC. COMMON 24702R101 8,950,190 268,050 N X 1 268,050 DELL INC. COMMON 24702R101 1,333,931 39,950 N X 2 39,950 DELL INC. COMMON 24702R101 86,009,301 2,575,900 N X 3 534,200 2,041,700 DELL INC. COMMON 24702R101 150,255 4,500 N X 5 4,500 DELL INC. COMMON 24702R101 55,175,405 1,652,453 N X 5 763,160 48,000 841,293 DELL INC. COMMON 24702R101 18,698,400 560,000 N X 6 560,000 DEAN FOODS CO. COMMON 242370104 541,474 17,450 N X 5 17,450 DEPARTMENT 56 INC COMMON 249509100 8,423,910 663,300 N X 1 663,300 DOLLAR GENERAL CORP COMMON 256669102 508,000 25,400 N X 1 25,400 DOLLAR GENERAL CORP COMMON 256669102 7,500 375 N X 5 375 DOLLAR GENERAL CORP COMMON 256669102 1,590,200 79,510 N X 5 55,620 1,375 22,515 DOLLAR GENERAL CORP COMMON 256669102 1,456,000 72,800 N X 6 72,800 QUEST DIAGNOSTICS INC COMMON 74834L100 454,800 7,500 N X 1 7,500 QUEST DIAGNOSTICS INC COMMON 74834L100 12,128 200 N X 5 200 QUEST DIAGNOSTICS INC COMMON 74834L100 5,719,504 94,319 N X 5 44,600 900 48,819 QUEST DIAGNOSTICS INC COMMON 74834L100 1,394,720 23,000 N X 6 23,000 DR HORTON INC-WI COMMON 23331A109 493,770 15,100 N X 5 15,100 DANAHER CORP COMMON 235851102 901,092 12,200 N X 1 12,200 DANAHER CORP COMMON 235851102 14,772 200 N X 5 200 DANAHER CORP COMMON 235851102 4,782,730 64,754 N X 5 34,100 800 29,854 DANAHER CORP COMMON 235851102 2,444,766 33,100 N X 6 33,100 DISNEY WALT CO COMMON 254687106 7,152,282 354,600 N X 1 354,600 DISNEY WALT CO COMMON 254687106 58,493 2,900 N X 5 2,900 DISNEY WALT CO COMMON 254687106 22,721,162 1,126,483 N X 5 541,510 11,000 573,973 DISNEY WALT CO COMMON 254687106 8,981,701 445,300 N X 6 445,300 ECHOSTAR COMMUNICATIONS COMMON 278762109 1,990,040 52,000 N X 1 52,000 ECHOSTAR COMMUNICATIONS COMMON 278762109 1,012,242 26,450 N X 2 26,450 ECHOSTAR COMMUNICATIONS COMMON 278762109 73,036,382 1,908,450 N X 3 365,650 1,542,800 ECHOSTAR COMMUNICATIONS COMMON 278762109 2,032,214 53,102 N X 5 17,800 7,400 27,902 DOW JONES & CO INC COMMON 260561105 317,245 6,700 N X 1 6,700 DOW JONES & CO INC COMMON 260561105 4,735 100 N X 5 100 DOW JONES & CO INC COMMON 260561105 1,112,725 23,500 N X 5 15,900 500 7,100 DOW JONES & CO INC COMMON 260561105 1,036,965 21,900 N X 6 21,900 DOLLAR TREE STORES INC COMMON 256747106 542,700 16,200 N X 5 12,000 4,200 DE LUX CORP COMMON 248019101 276,966 6,900 N X 5 6,900 GENENTECH INC COMMON 368710406 1,530,674 19,100 N X 1 19,100 GENENTECH INC COMMON 368710406 753,316 9,400 N X 2 9,400 GENENTECH INC COMMON 368710406 44,678,050 557,500 N X 3 124,400 433,100 GENENTECH INC COMMON 368710406 4,609,012 57,512 N X 5 19,200 38,312 DUN AND BRADSTREET CORP COMMON 26483E100 207,700 5,000 N X 5 5,000 RR DONNELLEY AND SONS CO COMMON 257867101 271,083 10,900 N X 1 10,900 RR DONNELLEY AND SONS CO COMMON 257867101 447,884 18,009 N X 5 18,000 9 RR DONNELLEY AND SONS CO COMMON 257867101 743,613 29,900 N X 6 29,900 DOVER CORP COMMON 260003108 679,104 19,200 N X 1 19,200 DOVER CORP COMMON 260003108 1,570,428 44,400 N X 6 44,400 DOW CHEMICAL COMMON 260543103 2,443,754 75,100 N X 1 75,100 DOW CHEMICAL COMMON 260543103 423,020 13,000 N X 3 9,300 3,700 DOW CHEMICAL COMMON 260543103 35,794 1,100 N X 5 1,100 DOW CHEMICAL COMMON 260543103 13,106,428 402,779 N X 5 192,619 4,200 205,960 DOW CHEMICAL COMMON 260543103 6,878,956 211,400 N X 6 211,400 DELPHI CORPORATION COMMON 247126105 434,400 48,000 N X 1 48,000 DELPHI CORPORATION COMMON 247126105 11,765 1,300 N X 5 1,300 DELPHI CORPORATION COMMON 247126105 4,719,692 521,513 N X 5 228,388 5,300 287,825 DELPHI CORPORATION COMMON 247126105 1,190,075 131,500 N X 6 131,500 DIRECT GENERAL CORP COMMON 25456W204 248,193 9,900 N X 1 3,500 6,400 DIRECT GENERAL CORP COMMON 25456W204 1,057,954 42,200 N X 3 20,500 21,700 DUKE REALTY INVESTMENTS IN COMMON 264411505 548,960 18,800 N X 5 7,700 11,100 DARDEN RESTAURANTS INC. COMMON 237194105 5,614,500 295,500 N X 1 182,000 113,500 DARDEN RESTAURANTS INC. COMMON 237194105 3,800 200 N X 5 200 DARDEN RESTAURANTS INC. COMMON 237194105 1,242,790 65,410 N X 5 31,900 900 32,610 DARDEN RESTAURANTS INC. COMMON 237194105 706,800 37,200 N X 6 37,200 DIGITAL RIVER INC COMMON 25388B104 3,260,120 119,200 N X 1 42,400 76,800 DIGITAL RIVER INC COMMON 25388B104 13,387,825 489,500 N X 3 237,800 251,700 DORAL FINANCIAL COPRORATIO COMMON 25811P100 206,800 4,400 N X 5 4,400 DORAL FINANCIAL COPRORATIO COMMON 25811P100 2,977,450 63,350 N X 6 63,350 QUANTUM CORP-DLT & STORAGE COMMON 747906204 3,912,524 1,270,300 N X 1 1,270,300 DST SYSTEMS INC COMMON 233326107 1,402,367 37,297 N X 5 9,200 4,700 23,397 DTE ENERGY COMMON 233331107 32,203,126 872,950 N X 1 479,350 393,600 DTE ENERGY COMMON 233331107 7,378 200 N X 5 200 DTE ENERGY COMMON 233331107 3,025,792 82,022 N X 5 36,700 900 44,422 DTE ENERGY COMMON 233331107 1,468,222 39,800 N X 6 39,800 DUKE ENERGY COMMON 264399106 1,531,660 86,000 N X 1 86,000 DUKE ENERGY COMMON 264399106 24,934 1,400 N X 5 1,400 DUKE ENERGY COMMON 264399106 8,952,838 502,686 N X 5 246,970 5,200 250,516 DUKE ENERGY COMMON 264399106 3,531,723 198,300 N X 6 198,300 DEVRY INC COMMON 251893103 203,476 8,600 N X 5 8,600 DEVON ENERGY CORPORATION COMMON 25179M103 1,976,079 41,006 N X 1 41,006 DEVON ENERGY CORPORATION COMMON 25179M103 399,977 8,300 N X 2 8,300 DEVON ENERGY CORPORATION COMMON 25179M103 34,995,578 726,200 N X 3 122,300 603,900 DEVON ENERGY CORPORATION COMMON 25179M103 19,276 400 N X 5 400 DEVON ENERGY CORPORATION COMMON 25179M103 6,129,238 127,189 N X 5 64,794 1,400 60,995 DEVON ENERGY CORPORATION COMMON 25179M103 2,433,595 50,500 N X 6 50,500 DYNEGY INC COMMON 26816Q101 114,480 31,800 N X 1 31,800 DYNEGY INC COMMON 26816Q101 318,240 88,400 N X 6 88,400 DISTRIBUCION Y SERVICIO D ADRS 254753106 6,951,612 409,400 N X 1 85,000 324,400 ENI ADS (CNV TO 5 ORD SHS) ADRS 26874R108 1,545,906 20,200 N X 1 20,200 ENGINEERED SUPPORT SYSTEMS COMMON 292866100 2,619,650 43,300 N X 1 14,400 28,900 ENGINEERED SUPPORT SYSTEMS COMMON 292866100 11,282,948 186,495 N X 3 90,445 96,050 EBAY INC COMMON 278642103 4,369,092 81,650 N X 1 81,650 EBAY INC COMMON 278642103 1,038,094 19,400 N X 2 19,400 EBAY INC COMMON 278642103 69,686,073 1,302,300 N X 3 267,100 1,035,200 EBAY INC COMMON 278642103 64,212 1,200 N X 5 1,200 EBAY INC COMMON 278642103 20,901,541 390,610 N X 5 191,270 19,200 180,140 EBAY INC COMMON 278642103 7,389,731 138,100 N X 6 138,100 ENGELHARD CORP COMMON 292845104 348,642 12,600 N X 1 12,600 ENGELHARD CORP COMMON 292845104 843,935 30,500 N X 6 30,500 ECOLAB COMMON 278865100 507,525 20,100 N X 1 20,100 ECOLAB COMMON 278865100 15,150 600 N X 5 600 ECOLAB COMMON 278865100 5,240,133 207,530 N X 5 109,100 2,400 96,030 ECOLAB COMMON 278865100 1,467,025 58,100 N X 6 58,100 CONSOL EDISON INC COMMON 209115104 40,519,516 994,100 N X 1 852,900 141,200 CONSOL EDISON INC COMMON 209115104 7,807,578 191,550 N X 2 191,550 CONSOL EDISON INC COMMON 209115104 4,076 100 N X 5 100 CONSOL EDISON INC COMMON 209115104 2,141,734 52,545 N X 5 27,500 500 24,545 CONSOL EDISON INC COMMON 209115104 2,062,456 50,600 N X 6 50,600 ELECTRONIC DATA SYSTEMS COMMON 285661104 902,940 44,700 N X 1 44,700 ELECTRONIC DATA SYSTEMS COMMON 285661104 22,220 1,100 N X 5 1,100 ELECTRONIC DATA SYSTEMS COMMON 285661104 7,805,805 386,426 N X 5 182,570 4,300 199,556 ELECTRONIC DATA SYSTEMS COMMON 285661104 2,118,980 104,900 N X 6 104,900 ISHARES MSCI EAFE COMMON 464287465 9,126,000 78,000 N X 1 78,000 ISHARES MSCI EAFE COMMON 464287465 11,220,300 95,900 N X 1 95,900 EQUIFAX INC COMMON 294429105 249,424 11,200 N X 1 11,200 EQUIFAX INC COMMON 294429105 4,454 200 N X 5 200 EQUIFAX INC COMMON 294429105 2,159,566 96,972 N X 5 44,900 11,100 40,972 EQUIFAX INC COMMON 294429105 714,867 32,100 N X 6 32,100 EAST GROUP PROPERTIES COMMON 277276101 5,850,468 210,600 N X 1 210,600 EDISON INTERNATIONAL COMMON 281020107 515,700 27,000 N X 1 27,000 EDISON INTERNATIONAL COMMON 281020107 3,820 200 N X 5 200 EDISON INTERNATIONAL COMMON 281020107 1,938,612 101,498 N X 5 46,700 900 53,898 EDISON INTERNATIONAL COMMON 281020107 1,392,390 72,900 N X 6 72,900 EASTMAN KODAK COMMON 277461109 521,406 24,900 N X 1 24,900 EASTMAN KODAK COMMON 277461109 10,470 500 N X 5 500 EASTMAN KODAK COMMON 277461109 4,395,411 209,905 N X 5 97,670 2,000 110,235 EASTMAN KODAK COMMON 277461109 1,365,288 65,200 N X 6 65,200 ESTEE LAUDER COMMON 518439104 613,800 18,000 N X 5 18,000 ELECTRONICS BOUTIQUE HOLDI COMMON 286045109 2,202,747 77,100 N X 1 27,500 49,600 ELECTRONICS BOUTIQUE HOLDI COMMON 286045109 9,173,970 321,105 N X 3 156,105 165,000 EMC CORPORATION COMMON 268648102 3,898,881 308,700 N X 1 308,700 EMC CORPORATION COMMON 268648102 895,467 70,900 N X 2 70,900 EMC CORPORATION COMMON 268648102 44,935,014 3,557,800 N X 3 885,300 2,672,500 EMC CORPORATION COMMON 268648102 42,942 3,400 N X 5 3,400 EMC CORPORATION COMMON 268648102 16,217,047 1,284,010 N X 5 607,560 13,000 663,450 EMC CORPORATION COMMON 268648102 5,976,516 473,200 N X 6 473,200 EMCOR GROUP INC COMMON 29084Q100 6,620,780 155,600 N X 1 126,200 29,400 EMCOR GROUP INC COMMON 29084Q100 8,105,775 190,500 N X 3 92,600 97,900 EASTMAN CHEMICAL COMPANY COMMON 277432100 23,944,125 714,750 N X 1 631,050 83,700 EASTMAN CHEMICAL COMPANY COMMON 277432100 3,256,200 97,200 N X 2 97,200 EASTMAN CHEMICAL COMPANY COMMON 277432100 3,350 100 N X 5 100 EASTMAN CHEMICAL COMPANY COMMON 277432100 1,051,900 31,400 N X 5 22,000 600 8,800 EASTMAN CHEMICAL COMPANY COMMON 277432100 696,800 20,800 N X 6 20,800 EMERSON ELECTRIC US$0.05 COMMON 291011104 2,400,840 45,600 N X 1 40,000 5,600 EMERSON ELECTRIC US$0.05 COMMON 291011104 689,715 13,100 N X 3 9,400 3,700 EMERSON ELECTRIC US$0.05 COMMON 291011104 26,325 500 N X 5 500 EMERSON ELECTRIC US$0.05 COMMON 291011104 9,351,957 177,625 N X 5 87,110 1,800 88,715 EMERSON ELECTRIC US$0.05 COMMON 291011104 4,796,415 91,100 N X 6 91,100 EQUITY INNS INC. COMMON 294703103 3,673,134 487,800 N X 1 487,800 EMPRESA NAC ELEC CHILE ADR ADRS 29244T101 860,760 79,700 N X 1 79,700 EOG RESOURCES COMMON 26875P101 338,094 8,100 N X 1 8,100 EOG RESOURCES COMMON 26875P101 1,072,718 25,700 N X 6 25,700 EQUITY OFFICE PROPERTIES COMMON 294741103 972,993 35,343 N X 1 35,343 EQUITY OFFICE PROPERTIES COMMON 294741103 1,114,717 40,491 N X 2 40,491 EQUITY OFFICE PROPERTIES COMMON 294741103 1,059,988 38,503 N X 3 36,800 1,703 EQUITY OFFICE PROPERTIES COMMON 294741103 5,506 200 N X 5 200 EQUITY OFFICE PROPERTIES COMMON 294741103 2,895,550 105,178 N X 5 41,842 27,700 35,636 EQUITY OFFICE PROPERTIES COMMON 294741103 2,576,808 93,600 N X 6 93,600 EL PASO CORP COMMON 28336L109 378,870 51,900 N X 1 51,900 EL PASO CORP COMMON 28336L109 6,344 869 N X 5 869 EL PASO CORP COMMON 28336L109 2,550,145 349,335 N X 5 155,708 3,161 190,466 EL PASO CORP COMMON 28336L109 987,690 135,300 N X 6 135,300 ENTERTAINMENT PROPERTIES T COMMON 29380T105 307,500 10,250 N X 2 10,250 EQUITY RESIDENTIAL COMMON 29476L107 726,144 24,800 N X 1 24,800 EQUITY RESIDENTIAL COMMON 29476L107 841,800 28,750 N X 2 28,750 EQUITY RESIDENTIAL COMMON 29476L107 866,688 29,600 N X 3 29,600 EQUITY RESIDENTIAL COMMON 29476L107 846,192 28,900 N X 5 6,800 22,100 EQUITY RESIDENTIAL COMMON 29476L107 1,932,480 66,000 N X 6 66,000 EQUITABLE REC INC COMMON 294549100 8,454,270 205,700 N X 1 205,700 EMBRAER AIRCRAFT CORP ADR ADRS 29081M102 846,089 40,099 N X 1 40,099 ELECTRONIC ARTS INC COMMON 285512109 1,079,091 11,700 N X 1 11,700 ELECTRONIC ARTS INC COMMON 285512109 18,446 200 N X 5 200 ELECTRONIC ARTS INC COMMON 285512109 8,631,990 93,592 N X 5 41,300 6,000 46,292 ELECTRONIC ARTS INC COMMON 285512109 2,942,137 31,900 N X 6 31,900 ESCO TECHNOLOGIES INC COMMON 296315104 2,453,634 54,200 N X 1 19,300 34,900 ESCO TECHNOLOGIES INC COMMON 296315104 10,253,655 226,500 N X 3 110,100 116,400 ESTERLINE TECHNOLOGIES COMMON 297425100 5,952,894 308,600 N X 1 308,600 EXPRESS SCRIPTS INC CL A COMMON 302182100 428,050 7,000 N X 5 4,500 2,500 ESSEX PROPERTY TRUST COMMON 297178105 385,667 6,150 N X 2 6,150 EATON CORP COMMON 278058102 673,512 7,600 N X 1 7,600 EATON CORP COMMON 278058102 1,506,540 17,000 N X 6 17,000 ENTERGY CORP COMMON 29364G103 3,579,315 66,100 N X 1 19,000 47,100 ENTERGY CORP COMMON 29364G103 5,415 100 N X 5 100 ENTERGY CORP COMMON 29364G103 1,511,651 27,916 N X 5 16,300 300 11,316 ENTERGY CORP COMMON 29364G103 2,702,085 49,900 N X 6 49,900 ISHARES MSCI JAPAN INDEX F EX-US 464286848 1,576,800 180,000 N X 1 180,000 ISHARES MSCI UNITED KINGDO EX-US 464286699 2,521,080 188,000 N X 1 188,000 EXAR CORP COMMON 300645108 1,589,201 112,470 N X 1 39,900 72,570 EXAR CORP COMMON 300645108 6,652,687 470,820 N X 3 228,720 242,100 EXELON CORP COMMON 30161N101 137,493,375 2,165,250 N X 1 1,700,150 465,100 EXELON CORP COMMON 30161N101 12,553,950 197,700 N X 2 197,700 EXELON CORP COMMON 30161N101 48,387 762 N X 5 762 EXELON CORP COMMON 30161N101 17,605,884 277,258 N X 5 126,293 2,687 148,278 EXELON CORP COMMON 30161N101 4,476,750 70,500 N X 6 70,500 EXPEDITORS INTL WASHINGTON COMMON 302130109 510,335 14,831 N X 5 9,500 2,800 2,531 ISHARES MSCI EMU INDEX FUN EX-US 464286608 2,653,350 52,500 N X 1 52,500 FORD MOTOR COMPANY COMMON 345370860 1,643,233 152,575 N X 1 152,575 FORD MOTOR COMPANY COMMON 345370860 30,921 2,871 N X 5 2,871 FORD MOTOR COMPANY COMMON 345370860 11,817,684 1,097,278 N X 5 510,986 11,122 575,170 FORD MOTOR COMPANY COMMON 345370860 4,312,308 400,400 N X 6 400,400 FNB CORP. COMMON 302520101 8,361,705 242,368 N X 1 242,368 FLEETBOSTON FINANCIAL CORP COMMON 339030108 340,695 11,300 N X 11,300 FLEETBOSTON FINANCIAL CORP COMMON 339030108 136,056,578 4,512,656 N X 1 3,603,927 908,729 FLEETBOSTON FINANCIAL CORP COMMON 339030108 10,772,625 357,301 N X 2 357,301 FLEETBOSTON FINANCIAL CORP COMMON 339030108 431,778 14,321 N X 3 14,321 FLEETBOSTON FINANCIAL CORP COMMON 339030108 48,421 1,606 N X 5 1,606 FLEETBOSTON FINANCIAL CORP COMMON 339030108 20,393,942 676,416 N X 5 284,920 84,062 307,434 FLEETBOSTON FINANCIAL CORP COMMON 339030108 6,810,885 225,900 N X 6 225,900 FURNITURE BRANDS COMMON 360921100 6,027,410 250,100 N X 1 250,100 FIRST BANCORP COMMON 318672102 1,426,800 46,400 N X 6 46,400 FREEPORT McMORAN COP & GOL COMMON 35671D857 387,270 11,700 N X 1 11,700 FREEPORT McMORAN COP & GOL COMMON 35671D857 6,620 200 N X 5 200 FREEPORT McMORAN COP & GOL COMMON 35671D857 1,453,090 43,900 N X 5 32,300 600 11,000 FREEPORT McMORAN COP & GOL COMMON 35671D857 1,244,560 37,600 N X 6 37,600 FEDERATED DEPT STORES COMMON 31410H101 666,210 15,900 N X 1 15,900 FEDERATED DEPT STORES COMMON 31410H101 437,436 10,440 N X 5 8,660 1,780 FEDERATED DEPT STORES COMMON 31410H101 1,759,800 42,000 N X 6 42,000 FIRST DATA CORP COMMON 319963104 103,689,007 2,594,820 N X 1 1,977,832 616,988 FIRST DATA CORP COMMON 319963104 11,666,002 291,942 N X 2 291,942 FIRST DATA CORP COMMON 319963104 68,643,288 1,717,800 N X 3 323,800 1,394,000 FIRST DATA CORP COMMON 319963104 55,944 1,400 N X 5 1,400 FIRST DATA CORP COMMON 319963104 22,545,392 564,199 N X 5 249,660 46,200 268,339 FIRST DATA CORP COMMON 319963104 6,377,616 159,600 N X 6 159,600 FAMILY DOLLAR STORES INC. COMMON 307000109 474,691 11,900 N X 1 11,900 FAMILY DOLLAR STORES INC. COMMON 307000109 1,535,765 38,500 N X 6 38,500 FOUNDRY NETWORKS COMMON 35063R100 2,803,829 130,350 N X 1 46,450 83,900 FOUNDRY NETWORKS COMMON 35063R100 11,694,987 543,700 N X 3 264,100 279,600 FACTSET RESEARCH SYSTEMS I COMMON 303075105 1,844,960 41,600 N X 1 15,400 26,200 FACTSET RESEARCH SYSTEMS I COMMON 303075105 7,521,760 169,600 N X 3 82,500 87,100 FEDEX CORP COMMON 31428X106 1,501,219 23,300 N X 1 23,300 FEDEX CORP COMMON 31428X106 773,160 12,000 N X 3 8,600 3,400 FEDEX CORP COMMON 31428X106 25,772 400 N X 5 400 FEDEX CORP COMMON 31428X106 9,545,884 148,159 N X 5 65,700 1,400 81,059 FEDEX CORP COMMON 31428X106 4,220,165 65,500 N X 6 65,500 FIRSTENERGY INC COMMON 337932107 293,480 9,200 N X 9,200 FIRSTENERGY INC COMMON 337932107 159,444,622 4,998,264 N X 1 3,555,531 1,442,733 FIRSTENERGY INC COMMON 337932107 8,878,918 278,336 N X 2 278,336 FIRSTENERGY INC COMMON 337932107 430,650 13,500 N X 3 13,500 FIRSTENERGY INC COMMON 337932107 14,865 466 N X 5 466 FIRSTENERGY INC COMMON 337932107 5,113,601 160,301 N X 5 75,717 1,596 82,988 FIRSTENERGY INC COMMON 337932107 2,296,800 72,000 N X 6 72,000 FBL FINANCIAL GROUP INC COMMON 30239F106 1,041,705 42,277 N X 1 42,277 FIRST HEALTH GROUP CO COMMON 320960107 261,500 10,000 N X 5 6,600 3,400 FAIR ISAAC INC. COMMON 303250104 4,581,192 77,700 N X 1 28,400 49,300 FAIR ISAAC INC. COMMON 303250104 203,412 3,450 N X 2 3,450 FAIR ISAAC INC. COMMON 303250104 18,802,344 318,900 N X 3 154,950 163,950 FEDERATED INV-B COMMON 314211103 221,600 8,000 N X 1 8,000 FEDERATED INV-B COMMON 314211103 229,910 8,300 N X 5 8,300 FEDERATED INV-B COMMON 314211103 706,350 25,500 N X 6 25,500 FISERV INC COMMON 337738108 543,450 15,000 N X 1 15,000 FISERV INC COMMON 337738108 27,173 750 N X 5 750 FISERV INC COMMON 337738108 10,343,049 285,483 N X 5 138,920 14,400 132,163 FISERV INC COMMON 337738108 1,528,906 42,200 N X 6 42,200 FIFTH THIRD BANCORP COMMON 316773100 2,304,224 41,540 N X 1 41,500 40 FIFTH THIRD BANCORP COMMON 316773100 63,791 1,150 N X 5 1,150 FIFTH THIRD BANCORP COMMON 316773100 25,002,825 450,745 N X 5 199,719 48,852 202,174 FIFTH THIRD BANCORP COMMON 316773100 6,772,887 122,100 N X 6 122,100 FLEXTRONICS INT LTD COMMON Y2573F102 258,076 18,200 N X 5 18,200 FLUOR CORP COMMON 343412102 272,509 7,300 N X 1 7,300 FLUOR CORP COMMON 343412102 220,247 5,900 N X 5 5,900 FLUOR CORP COMMON 343412102 727,935 19,500 N X 6 19,500 FIRSTMERIT CORP COMMON 337915102 418,106 16,900 N X 5 7,500 9,400 FOMENTO ECO MEXICO ADR (FE ADRS 344419106 618,030 16,200 N X 1 16,200 FOMENTO ECO MEXICO ADR (FE ADRS 344419106 18,346,907 480,915 N X 1 291,740 189,175 FIDELITY NATIONAL FINANCIA COMMON 316326107 4,561,064 151,732 N X 1 151,732 FIDELITY NATIONAL FINANCIA COMMON 316326107 823,343 27,390 N X 5 9,190 18,200 FIRST NIAGARA FINCL GROUP COMMON 33582V108 759,530 50,300 N X 1 17,800 32,500 FIRST NIAGARA FINCL GROUP COMMON 33582V108 3,178,550 210,500 N X 3 102,300 108,200 FED NAT MTG ASSN COMMON 313586109 5,979,285 85,175 N X 1 85,175 FED NAT MTG ASSN COMMON 313586109 540,540 7,700 N X 2 7,700 FED NAT MTG ASSN COMMON 313586109 44,415,540 632,700 N X 3 111,200 521,500 FED NAT MTG ASSN COMMON 313586109 112,320 1,600 N X 5 1,600 FED NAT MTG ASSN COMMON 313586109 46,818,556 666,931 N X 5 272,040 78,400 316,491 FED NAT MTG ASSN COMMON 313586109 14,756,040 210,200 N X 6 210,200 FORTUNE BRANDS COMMON 349631101 709,375 12,500 N X 1 12,500 FORTUNE BRANDS COMMON 349631101 5,675 100 N X 5 100 FORTUNE BRANDS COMMON 349631101 2,481,905 43,734 N X 5 23,100 500 20,134 FORTUNE BRANDS COMMON 349631101 1,855,725 32,700 N X 6 32,700 SPRINT CORPORATION COMMON 852061100 1,268,400 84,000 N X 1 84,000 SPRINT CORPORATION COMMON 852061100 24,160 1,600 N X 5 1,600 SPRINT CORPORATION COMMON 852061100 5,882,009 389,537 N X 5 272,740 6,200 110,597 SPRINT CORPORATION COMMON 852061100 2,929,400 194,000 N X 6 194,000 FOX ENTERTAINMENT GROUP COMMON 35138T107 268,704 9,600 N X 5 9,600 FPL GROUP INC COMMON 302571104 13,700,812 216,785 N X 1 209,485 7,300 FPL GROUP INC COMMON 302571104 12,640 200 N X 5 200 FPL GROUP INC COMMON 302571104 4,472,474 70,767 N X 5 35,300 800 34,667 FPL GROUP INC COMMON 302571104 2,565,920 40,600 N X 6 40,600 FIRST REALTY TRUST INC COMMON 32054K103 307,872 9,600 N X 2 9,600 FREDDIE MAC COMMON 313400301 1,047,000 20,000 N X 20,000 FREDDIE MAC COMMON 313400301 288,960,326 5,519,777 N X 1 4,218,277 1,301,500 FREDDIE MAC COMMON 313400301 20,984,498 400,850 N X 2 400,850 FREDDIE MAC COMMON 313400301 32,381,093 618,550 N X 3 120,850 497,700 FREDDIE MAC COMMON 313400301 57,585 1,100 N X 5 1,100 FREDDIE MAC COMMON 313400301 24,839,499 474,489 N X 5 194,140 56,600 223,749 FREDDIE MAC COMMON 313400301 8,030,490 153,400 N X 6 153,400 FOREST LABS COMMON 345838106 3,699,255 71,900 N X 1 71,900 FOREST LABS COMMON 345838106 1,111,320 21,600 N X 2 21,600 FOREST LABS COMMON 345838106 63,309,225 1,230,500 N X 3 282,100 948,400 FOREST LABS COMMON 345838106 46,305 900 N X 5 900 FOREST LABS COMMON 345838106 10,617,737 206,370 N X 5 144,570 3,200 58,600 FOREST LABS COMMON 345838106 4,146,870 80,600 N X 6 80,600 FISHER SCIENTIFIC INTERNAT COMMON 338032204 1,782,081 44,900 N X 1 16,000 28,900 FISHER SCIENTIFIC INTERNAT COMMON 338032204 7,425,999 187,100 N X 3 90,900 96,200 FEDERAL SIGNAL CORP COMMON 313855108 3,833,770 257,300 N X 1 257,300 FIRST TENNESSEE NATIONAL C COMMON 337162101 462,814 10,900 N X 1 10,900 FIRST TENNESSEE NATIONAL C COMMON 337162101 8,492 200 N X 5 200 FIRST TENNESSEE NATIONAL C COMMON 337162101 5,496,447 129,450 N X 5 57,830 12,400 59,220 FIRST TENNESSEE NATIONAL C COMMON 337162101 1,201,618 28,300 N X 6 28,300 FULTON FIN CORP COMMON 360271100 288,951 14,390 N X 5 14,390 GILETTE COMMON 375766102 2,577,588 80,600 N X 1 80,600 GILETTE COMMON 375766102 51,168 1,600 N X 5 1,600 GILETTE COMMON 375766102 19,561,303 611,673 N X 5 304,371 6,300 301,002 GILETTE COMMON 375766102 7,211,490 225,500 N X 6 225,500 NICOR COMMON 654086107 7,028 200 N X 5 200 NICOR COMMON 654086107 1,598,870 45,500 N X 5 34,000 600 10,900 GREATER BAY BANCORP COMMON 391648102 4,031,040 193,800 N X 1 193,800 GANNETT INC COMMON 364730101 1,975,841 25,475 N X 1 25,475 GANNETT INC COMMON 364730101 23,268 300 N X 5 300 GANNETT INC COMMON 364730101 10,388,619 133,943 N X 5 62,700 1,400 69,843 GANNETT INC COMMON 364730101 4,793,208 61,800 N X 6 61,800 GENERAL DYNAMICS CORP COMMON 369550108 1,248,960 16,000 N X 1 16,000 GENERAL DYNAMICS CORP COMMON 369550108 23,418 300 N X 5 300 GENERAL DYNAMICS CORP COMMON 369550108 9,436,127 120,883 N X 5 58,800 1,300 60,783 GENERAL DYNAMICS CORP COMMON 369550108 3,340,968 42,800 N X 6 42,800 GUIDANT CORP COMMON 401698105 3,167,060 67,600 N X 1 67,600 GUIDANT CORP COMMON 401698105 1,091,605 23,300 N X 2 23,300 GUIDANT CORP COMMON 401698105 62,352,665 1,330,900 N X 3 303,500 1,027,400 GUIDANT CORP COMMON 401698105 28,110 600 N X 5 600 GUIDANT CORP COMMON 401698105 10,491,496 223,938 N X 5 107,310 2,300 114,328 GUIDANT CORP COMMON 401698105 3,129,580 66,800 N X 6 66,800 GOLDEN WEST FINANCIAL CORP COMMON 381317106 1,074,120 12,000 N X 1 12,000 GOLDEN WEST FINANCIAL CORP COMMON 381317106 17,902 200 N X 5 200 GOLDEN WEST FINANCIAL CORP COMMON 381317106 6,403,008 71,534 N X 5 31,100 7,800 32,634 GOLDEN WEST FINANCIAL CORP COMMON 381317106 2,900,124 32,400 N X 6 32,400 GEN ELECTRIC CO COMMON 369604103 614,086 20,600 N X 20,600 GEN ELECTRIC CO COMMON 369604103 91,011,450 3,053,051 N X 1 2,995,951 57,100 GEN ELECTRIC CO COMMON 369604103 2,712,710 91,000 N X 2 91,000 GEN ELECTRIC CO COMMON 369604103 167,177,461 5,608,100 N X 3 1,136,300 4,471,800 GEN ELECTRIC CO COMMON 369604103 491,865 16,500 N X 5 16,500 GEN ELECTRIC CO COMMON 369604103 186,042,242 6,240,934 N X 5 2,995,314 62,800 3,182,820 GEN ELECTRIC CO COMMON 369604103 64,350,847 2,158,700 N X 6 2,158,700 GENZYME CORP GENL DIV COMMON 372917104 45,463,750 983,000 N X 1 916,500 66,500 GENZYME CORP GENL DIV COMMON 372917104 6,026,375 130,300 N X 2 130,300 GENZYME CORP GENL DIV COMMON 372917104 4,625 100 N X 5 100 GENZYME CORP GENL DIV COMMON 372917104 2,490,054 53,839 N X 5 18,500 8,400 26,939 GENZYME CORP GENL DIV COMMON 372917104 2,238,500 48,400 N X 6 48,400 GENERAL GROWTH PROPERTIES COMMON 370021107 1,100,595 15,350 N X 2 15,350 GENERAL GROWTH PROPERTIES COMMON 370021107 1,921,560 26,800 N X 3 26,800 GENERAL GROWTH PROPERTIES COMMON 370021107 258,120 3,600 N X 5 3,600 GILEAD SCIENCES INC. COMMON 375558103 1,297,576 23,200 N X 1 23,200 GILEAD SCIENCES INC. COMMON 375558103 648,788 11,600 N X 2 11,600 GILEAD SCIENCES INC. COMMON 375558103 44,836,285 801,650 N X 3 159,000 642,650 GILEAD SCIENCES INC. COMMON 375558103 1,096,228 19,600 N X 5 13,400 6,200 GENERAL MILLS INC COMMON 370334104 1,346,202 28,600 N X 1 28,600 GENERAL MILLS INC COMMON 370334104 32,949 700 N X 5 700 GENERAL MILLS INC COMMON 370334104 12,013,252 255,221 N X 5 131,330 2,800 121,091 GENERAL MILLS INC COMMON 370334104 3,793,842 80,600 N X 6 80,600 CORNING INC COMMON 219350105 938,232 99,600 N X 1 99,600 CORNING INC COMMON 219350105 12,246 1,300 N X 5 1,300 CORNING INC COMMON 219350105 4,836,425 513,421 N X 5 239,470 4,600 269,351 CORNING INC COMMON 219350105 2,586,732 274,600 N X 6 274,600 GEN MOTORS COMMON 370442105 1,854,129 45,300 N X 1 45,300 GEN MOTORS COMMON 370442105 49,116 1,200 N X 5 1,200 GEN MOTORS COMMON 370442105 17,304,549 422,784 N X 5 204,760 4,500 213,524 GEN MOTORS COMMON 370442105 5,018,018 122,600 N X 6 122,600 GEN MOTORS CLASS H NEW COMMON 370442832 387,529 27,081 N X 3 19,369 7,712 GEN MOTORS CLASS H NEW COMMON 370442832 2,381,427 166,417 N X 5 49,200 117,217 OSHKOSH B GOSH INC CLASS A COMMON 688222207 784,460 30,500 N X 1 30,500 GEORGIA PACIFIC CORP COMMON 373298108 535,704 22,100 N X 1 22,100 GEORGIA PACIFIC CORP COMMON 373298108 12,120 500 N X 5 500 GEORGIA PACIFIC CORP COMMON 373298108 3,679,753 151,805 N X 5 76,610 1,800 73,395 GEORGIA PACIFIC CORP COMMON 373298108 1,408,344 58,100 N X 6 58,100 GENUINE PARTS CO COMMON 372460105 498,888 15,600 N X 1 15,600 GENUINE PARTS CO COMMON 372460105 294,216 9,200 N X 5 9,200 GENUINE PARTS CO COMMON 372460105 1,330,368 41,600 N X 6 41,600 GAP INC COMMON 364760108 1,136,768 66,400 N X 1 66,400 GAP INC COMMON 364760108 37,664 2,200 N X 5 2,200 GAP INC COMMON 364760108 12,795,351 747,392 N X 5 364,465 8,400 374,527 GAP INC COMMON 364760108 3,302,448 192,900 N X 6 192,900 GREENPOINT FINANCIAL CORP COMMON 395384100 192,077,287 6,432,595 N X 1 4,330,295 2,102,300 GREENPOINT FINANCIAL CORP COMMON 395384100 13,580,328 454,800 N X 2 454,800 GREENPOINT FINANCIAL CORP COMMON 395384100 1,033,156 34,600 N X 5 21,950 12,650 GOODRICH CORP COMMON 382388106 249,672 10,300 N X 1 10,300 GOODRICH CORP COMMON 382388106 4,848 200 N X 5 200 GOODRICH CORP COMMON 382388106 1,001,863 41,331 N X 5 29,100 600 11,631 GOODRICH CORP COMMON 382388106 652,056 26,900 N X 6 26,900 GLIMCHER REALTY TRUST COMMON 379302102 320,264 15,200 N X 2 15,200 THE GOLDMAN SACHS GROUP COMMON 38141G104 4,794,885 57,150 N X 1 57,150 THE GOLDMAN SACHS GROUP COMMON 38141G104 880,950 10,500 N X 2 10,500 THE GOLDMAN SACHS GROUP COMMON 38141G104 54,392,370 648,300 N X 3 138,800 509,500 THE GOLDMAN SACHS GROUP COMMON 38141G104 58,730 700 N X 5 700 THE GOLDMAN SACHS GROUP COMMON 38141G104 19,571,773 233,275 N X 5 112,770 19,100 101,405 THE GOLDMAN SACHS GROUP COMMON 38141G104 8,549,410 101,900 N X 6 101,900 GLOBALSANTAFE CORP COMMON G3930E101 3,060,810 127,800 N X 1 47,900 79,900 GLOBALSANTAFE CORP COMMON G3930E101 419,125 17,500 N X 2 17,500 GLOBALSANTAFE CORP COMMON G3930E101 4,227,175 176,500 N X 3 176,500 GLOBALSANTAFE CORP COMMON G3930E101 1,020,917 42,627 N X 5 1,300 41,327 GOODYEAR TIRE & RUBBER COMMON 382550101 93,951 14,300 N X 1 14,300 GOODYEAR TIRE & RUBBER COMMON 382550101 295,650 45,000 N X 6 45,000 GATEWAY INC COMMON 367626108 130,746 23,100 N X 1 23,100 GATEWAY INC COMMON 367626108 3,396 600 N X 5 600 GATEWAY INC COMMON 367626108 798,456 141,070 N X 5 89,470 2,800 48,800 GATEWAY INC COMMON 367626108 414,878 73,300 N X 6 73,300 GENESEE AND WYOMING INC COMMON 371559105 5,728,336 241,600 N X 1 241,600 GRAINGER W W INC COMMON 384802104 404,175 8,500 N X 1 8,500 GRAINGER W W INC COMMON 384802104 218,730 4,600 N X 5 4,600 GRAINGER W W INC COMMON 384802104 1,169,730 24,600 N X 6 24,600 HAEMONETICS CORP. COMMON 405024100 6,313,314 267,400 N X 1 267,400 HALLIBURTON COMMON 406216101 742,050 30,600 N X 1 30,600 HALLIBURTON COMMON 406216101 14,550 600 N X 5 600 HALLIBURTON COMMON 406216101 6,119,318 252,343 N X 5 125,100 2,300 124,943 HALLIBURTON COMMON 406216101 2,332,850 96,200 N X 6 96,200 HARBOR FLORIDA BANCSHARES COMMON 411901101 1,306,340 49,000 N X 1 17,600 31,400 HARBOR FLORIDA BANCSHARES COMMON 411901101 5,196,034 194,900 N X 3 95,300 99,600 HASBRO INC. COMMON 418056107 274,596 14,700 N X 1 14,700 HASBRO INC. COMMON 418056107 752,804 40,300 N X 6 40,300 HILLENBRAND INDS COMMON 431573104 293,384 5,200 N X 5 5,200 HUNTINGTON BANCSHARES COMMON 446150104 407,674 20,600 N X 1 20,600 HUNTINGTON BANCSHARES COMMON 446150104 629,342 31,801 N X 5 16,101 15,700 HUNTINGTON BANCSHARES COMMON 446150104 1,082,513 54,700 N X 6 54,700 HUB INTERNATIONAL LIMITED EX-US 44332P101 1,051,240 64,100 N X 1 23,000 41,100 HUB INTERNATIONAL LIMITED EX-US 44332P101 3,722,800 227,000 N X 3 109,600 117,400 HCA - THE HEALTHCARE COMPA COMMON 404119109 15,455,398 419,300 N X 1 406,900 12,400 HCA - THE HEALTHCARE COMPA COMMON 404119109 33,174 900 N X 5 900 HCA - THE HEALTHCARE COMPA COMMON 404119109 11,945,846 324,087 N X 5 154,440 3,400 166,247 HCA - THE HEALTHCARE COMPA COMMON 404119109 3,980,880 108,000 N X 6 108,000 HCC INSURANCE HOLDINGS INC COMMON 404132102 255,904 8,800 N X 5 5,200 3,600 MANOR CARE INC COMMON 564055101 243,000 8,100 N X 1 8,100 MANOR CARE INC COMMON 564055101 6,000 200 N X 5 200 MANOR CARE INC COMMON 564055101 1,338,000 44,600 N X 5 32,200 600 11,800 MANOR CARE INC COMMON 564055101 606,000 20,200 N X 6 20,200 HOME DEPOT COMMON 437076102 5,302,229 166,475 N X 1 166,475 HOME DEPOT COMMON 437076102 340,795 10,700 N X 3 7,700 3,000 HOME DEPOT COMMON 437076102 133,770 4,200 N X 5 4,200 HOME DEPOT COMMON 437076102 50,266,212 1,578,217 N X 5 734,230 15,900 828,087 HOME DEPOT COMMON 437076102 15,788,045 495,700 N X 6 495,700 HARLEY DAVIDSON COMMON 412822108 1,132,700 23,500 N X 1 23,500 HARLEY DAVIDSON COMMON 412822108 38,560 800 N X 5 800 HARLEY DAVIDSON COMMON 412822108 14,190,177 294,402 N X 5 138,858 2,900 152,644 HARLEY DAVIDSON COMMON 412822108 3,176,380 65,900 N X 6 65,900 HANDLEMAN CO DEL COMMON 410252100 578,984 34,300 N X 1 34,300 HAWAIIAN ELECTRIC INDUSTRI COMMON 419870100 844,482 19,400 N X 1 19,400 HARRAH'S ENTERTAINMENT COMMON 413619107 353,724 8,400 N X 1 8,400 HARRAH'S ENTERTAINMENT COMMON 413619107 4,211 100 N X 5 100 HARRAH'S ENTERTAINMENT COMMON 413619107 2,616,758 62,141 N X 5 27,000 600 34,541 HARRAH'S ENTERTAINMENT COMMON 413619107 1,040,117 24,700 N X 6 24,700 HARTE HANKS COMMUNICATIONS COMMON 416196103 185,322 10,050 N X 5 10,050 HIBERNIA CORP COMMON 428656102 9,439,134 465,900 N X 1 465,900 HIBERNIA CORP COMMON 428656102 232,990 11,500 N X 5 11,500 HARTFORD FINANCIAL SERVICE COMMON 416515104 94,898,469 1,803,125 N X 1 1,189,425 613,700 HARTFORD FINANCIAL SERVICE COMMON 416515104 8,873,418 168,600 N X 2 168,600 HARTFORD FINANCIAL SERVICE COMMON 416515104 268,413 5,100 N X 3 5,100 HARTFORD FINANCIAL SERVICE COMMON 416515104 10,526 200 N X 5 200 HARTFORD FINANCIAL SERVICE COMMON 416515104 6,600,697 125,417 N X 5 49,100 22,300 54,017 HARTFORD FINANCIAL SERVICE COMMON 416515104 3,215,693 61,100 N X 6 61,100 DOT HILL SYSTEMS CORP COMMON 25848T109 2,313,056 168,100 N X 1 59,800 108,300 DOT HILL SYSTEMS CORP COMMON 25848T109 9,426,976 685,100 N X 3 332,800 352,300 HILTON HOTELS CORP COMMON 432848109 462,270 28,500 N X 1 28,500 HILTON HOTELS CORP COMMON 432848109 627,714 38,700 N X 2 38,700 HILTON HOTELS CORP COMMON 432848109 1,276,514 78,700 N X 3 78,700 HILTON HOTELS CORP COMMON 432848109 1,351,126 83,300 N X 6 83,300 WEBMD CORP COMMON 94769M105 172,156 19,300 N X 5 19,300 HEALTH MGMT ASSOCIATES INC COMMON 421933102 390,399 17,900 N X 1 17,900 HEALTH MGMT ASSOCIATES INC COMMON 421933102 13,086 600 N X 5 600 HEALTH MGMT ASSOCIATES INC COMMON 421933102 6,612,291 303,177 N X 5 131,670 2,400 169,107 HEALTH MGMT ASSOCIATES INC COMMON 421933102 1,147,206 52,600 N X 6 52,600 HOST MARRIOTT CORP COMMON 44107P104 418,470 39,000 N X 5 23,500 15,500 HUANENG POWER INTL ADR ADRS 443304100 4,857,360 88,800 N X 1 25,300 63,500 HEALTH NET INC COMMON 42222G108 668,332 21,103 N X 5 8,700 12,403 HEINZ H J CO COMMON 423074103 932,416 27,200 N X 1 27,200 HEINZ H J CO COMMON 423074103 13,712 400 N X 5 400 HEINZ H J CO COMMON 423074103 4,432,095 129,291 N X 5 68,330 1,500 59,461 HEINZ H J CO COMMON 423074103 2,646,416 77,200 N X 6 77,200 HONEYWELL INTERNATIONAL IN COMMON 438516106 1,873,485 71,100 N X 1 71,100 HONEYWELL INTERNATIONAL IN COMMON 438516106 34,255 1,300 N X 5 1,300 HONEYWELL INTERNATIONAL IN COMMON 438516106 12,877,456 488,708 N X 5 230,356 5,000 253,352 HONEYWELL INTERNATIONAL IN COMMON 438516106 4,922,180 186,800 N X 6 186,800 STARWOOD HOTELS AND RESORT COMMON 85590A203 567,240 16,300 N X 1 16,300 STARWOOD HOTELS AND RESORT COMMON 85590A203 655,980 18,850 N X 2 18,850 STARWOOD HOTELS AND RESORT COMMON 85590A203 1,245,840 35,800 N X 3 35,800 STARWOOD HOTELS AND RESORT COMMON 85590A203 222,720 6,400 N X 5 6,400 STARWOOD HOTELS AND RESORT COMMON 85590A203 1,586,880 45,600 N X 6 45,600 HOVNANIAN ENTERPRISES INC COMMON 442487203 1,950,411 30,300 N X 1 11,300 19,000 HOVNANIAN ENTERPRISES INC COMMON 442487203 7,930,384 123,200 N X 3 59,900 63,300 HEWLETT-PACKARD CO COMMON 428236103 538,208 27,800 N X 27,800 HEWLETT-PACKARD CO COMMON 428236103 166,939,537 8,622,910 N X 1 6,313,715 2,309,195 HEWLETT-PACKARD CO COMMON 428236103 10,386,156 536,475 N X 2 536,475 HEWLETT-PACKARD CO COMMON 428236103 1,132,309 58,487 N X 3 48,332 10,155 HEWLETT-PACKARD CO COMMON 428236103 105,512 5,450 N X 5 5,450 HEWLETT-PACKARD CO COMMON 428236103 39,530,139 2,041,846 N X 5 999,213 20,923 1,021,710 HEWLETT-PACKARD CO COMMON 428236103 12,736,944 657,900 N X 6 657,900 H & R BLOCK COMMON 093671105 2,114,350 49,000 N X 1 49,000 H & R BLOCK COMMON 093671105 776,700 18,000 N X 2 18,000 H & R BLOCK COMMON 093671105 57,337,720 1,328,800 N X 3 250,400 1,078,400 H & R BLOCK COMMON 093671105 21,575 500 N X 5 500 H & R BLOCK COMMON 093671105 8,395,782 194,572 N X 5 85,820 9,600 99,152 H & R BLOCK COMMON 093671105 1,695,795 39,300 N X 6 39,300 HILB ROGAL AND HAMILTON CO COMMON 431294107 1,008,800 32,500 N X 1 11,600 20,900 HILB ROGAL AND HAMILTON CO COMMON 431294107 4,209,645 135,620 N X 3 65,920 69,700 HARRIS CORP DEL COMMON 413875105 9,198,030 257,000 N X 1 257,000 HARSCO CORP. COMMON 415864107 627,061 16,300 N X 1 16,300 SCHEIN HENRY INC COMMON 806407102 232,470 4,100 N X 5 2,800 1,300 HERSHEY FOODS COMMON 427866108 690,460 9,500 N X 1 9,500 HERSHEY FOODS COMMON 427866108 7,268 100 N X 5 100 HERSHEY FOODS COMMON 427866108 1,926,020 26,500 N X 5 19,300 400 6,800 HERSHEY FOODS COMMON 427866108 2,085,916 28,700 N X 6 28,700 HUMANA INC COMMON 444859102 265,335 14,700 N X 1 14,700 HUMANA INC COMMON 444859102 12,635 700 N X 5 700 HUMANA INC COMMON 444859102 3,015,614 167,070 N X 5 116,070 2,600 48,400 HUMANA INC COMMON 444859102 662,435 36,700 N X 6 36,700 INTERACTIVECORP COMMON 45840Q101 1,186,495 35,900 N X 1 35,900 INTERACTIVECORP COMMON 45840Q101 571,765 17,300 N X 2 17,300 INTERACTIVECORP COMMON 45840Q101 22,242,650 673,000 N X 3 204,000 469,000 INTERACTIVECORP COMMON 45840Q101 1,049,007 31,740 N X 5 1,620 22,100 8,020 I B M COMMON 459200101 256,157 2,900 N X 2,900 I B M COMMON 459200101 43,329,310 490,539 N X 1 483,139 7,400 I B M COMMON 459200101 984,880 11,150 N X 2 11,150 I B M COMMON 459200101 78,101,386 884,200 N X 3 158,500 725,700 I B M COMMON 459200101 256,157 2,900 N X 5 2,900 I B M COMMON 459200101 95,859,338 1,085,241 N X 5 519,200 11,000 555,041 I B M COMMON 459200101 32,911,758 372,600 N X 6 372,600 ICICI SPON ADR ADRS 45104G104 152,064 14,400 N X 1 14,400 INDEPENDENCE COMMUNITY BAN COMMON 453414104 583,331 16,700 N X 1 16,700 INTERCEPT INC COMMON 45845L107 4,467,356 326,800 N X 1 326,800 ICU MEDICAL INC COMMON 44930G107 3,768,585 138,500 N X 1 138,500 INTERDIGITAL COMM CORP COMMON 45866A105 166,500 11,100 N X 5 11,100 IDEC PHARMACEUTICALS CORP COMMON 449370105 2,347,915 70,827 N X 5 10,300 5,700 54,827 INTERNATIONAL FLAV & FRAGR COMMON 459506101 248,100 7,500 N X 1 7,500 INTERNATIONAL FLAV & FRAGR COMMON 459506101 13,232 400 N X 5 400 INTERNATIONAL FLAV & FRAGR COMMON 459506101 4,840,398 146,324 N X 5 73,400 1,600 71,324 INTERNATIONAL FLAV & FRAGR COMMON 459506101 754,224 22,800 N X 6 22,800 INVESTORS FINANCIAL SERVIC COMMON 461915100 3,360,428 107,020 N X 1 38,100 68,920 INVESTORS FINANCIAL SERVIC COMMON 461915100 14,029,018 446,784 N X 3 217,200 229,584 THE INDIA FUND INC IN EQU 454089103 422,686 27,790 N X 1 27,790 IMC GLOBAL INC COMMON 449669100 17,030,729 2,656,900 N X 1 1,790,100 866,800 IMC GLOBAL INC COMMON 449669100 1,998,959 311,850 N X 2 311,850 INTERNATIONAL GAME TECHNOL COMMON 459902102 802,275 28,500 N X 1 28,500 INTERNATIONAL GAME TECHNOL COMMON 459902102 25,335 900 N X 5 900 INTERNATIONAL GAME TECHNOL COMMON 459902102 8,623,556 306,343 N X 5 153,470 3,500 149,373 INTERNATIONAL GAME TECHNOL COMMON 459902102 2,122,510 75,400 N X 6 75,400 MORGAN STANLEY INDIA FUND IN EQU 61745C105 631,740 41,480 N X 1 41,480 INTERNATIONAL MULTIFOODS C COMMON 460043102 553,395 23,700 N X 1 23,700 INAMED COMMON 453235103 3,775,330 51,400 N X 1 18,000 33,400 INAMED COMMON 453235103 15,497,950 211,000 N X 3 102,600 108,400 INFOSYS TECHNOLOGIES ADR ADRS 456788108 211,023 3,100 N X 3,100 INFOSYS TECHNOLOGIES ADR ADRS 456788108 5,724,855 84,100 N X 1 27,200 56,900 INTEL CORP COMMON 458140100 15,920,725 578,725 N X 1 578,725 INTEL CORP COMMON 458140100 1,382,378 50,250 N X 2 50,250 INTEL CORP COMMON 458140100 61,546,748 2,237,250 N X 3 627,050 1,610,200 INTEL CORP COMMON 458140100 283,353 10,300 N X 5 10,300 INTEL CORP COMMON 458140100 110,367,369 4,011,900 N X 5 1,878,820 111,600 2,021,480 INTEL CORP COMMON 458140100 39,047,694 1,419,400 N X 6 1,419,400 INTEST INC COMMON 461147100 546,110 97,000 N X 1 97,000 INTUIT INC COMMON 461202103 665,712 13,800 N X 1 13,800 INTUIT INC COMMON 461202103 19,296 400 N X 5 400 INTUIT INC COMMON 461202103 8,016,475 166,179 N X 5 77,400 9,900 78,879 INTUIT INC COMMON 461202103 2,141,856 44,400 N X 6 44,400 S&P GLOBAL 100 MF-EQU 464287572 10,417,680 204,750 N X 1 204,750 INTERNATIONAL PAPER CO COMMON 460146103 1,592,992 40,825 N X 1 40,825 INTERNATIONAL PAPER CO COMMON 460146103 339,474 8,700 N X 3 6,200 2,500 INTERNATIONAL PAPER CO COMMON 460146103 15,608 400 N X 5 400 INTERNATIONAL PAPER CO COMMON 460146103 5,703,085 146,158 N X 5 71,989 1,500 72,669 INTERNATIONAL PAPER CO COMMON 460146103 4,143,924 106,200 N X 6 106,200 INTERPUBLIC GROUP OF CO. COMMON 460690100 401,008 28,400 N X 28,400 INTERPUBLIC GROUP OF CO. COMMON 460690100 60,390,929 4,276,978 N X 1 3,916,578 360,400 INTERPUBLIC GROUP OF CO. COMMON 460690100 3,479,168 246,400 N X 2 246,400 INTERPUBLIC GROUP OF CO. COMMON 460690100 2,824 200 N X 5 200 INTERPUBLIC GROUP OF CO. COMMON 460690100 959,398 67,946 N X 5 36,766 800 30,380 INTERPUBLIC GROUP OF CO. COMMON 460690100 1,227,028 86,900 N X 6 86,900 INGERSOLL-RAND CO TLT COMMON G4776G101 475,616 8,900 N X 8,900 INGERSOLL-RAND CO TLT COMMON G4776G101 128,327,129 2,401,331 N X 1 1,911,231 490,100 INGERSOLL-RAND CO TLT COMMON G4776G101 10,805,568 202,200 N X 2 202,200 INGERSOLL-RAND CO TLT COMMON G4776G101 55,136,720 1,031,750 N X 3 74,200 957,550 INGERSOLL-RAND CO TLT COMMON G4776G101 423,886 7,932 N X 5 7,932 INGERSOLL-RAND CO TLT COMMON G4776G101 2,020,032 37,800 N X 6 37,800 INTERNATIONAL SPEEDWAY COR COMMON 460335201 456,456 10,400 N X 5 10,400 INTERSIL HOLDING CO COMMON 46069S109 1,979,565 83,175 N X 1 30,375 52,800 INTERSIL HOLDING CO COMMON 46069S109 8,138,648 341,960 N X 3 166,360 175,600 ISIS PHARMACEUTICALS INC. COMMON 464330109 821,520 126,000 N X 1 44,900 81,100 ISIS PHARMACEUTICALS INC. COMMON 464330109 3,464,728 531,400 N X 3 255,350 276,050 FIRST ISRAEL FUND INC IL EQU 32063L100 132,310 13,100 N X 1 13,100 INTEGRATED SILICON SOLUTIO COMMON 45812P107 5,470,510 549,800 N X 1 549,800 INTERMUNE INC COMMON 45884X103 419,760 22,000 N X 1 7,800 14,200 INTERMUNE INC COMMON 45884X103 1,807,830 94,750 N X 3 44,700 50,050 ITT INDUSTRIES INC COMMON 450911102 382,976 6,400 N X 1 6,400 ITT INDUSTRIES INC COMMON 450911102 696,478 11,639 N X 5 3,400 8,239 ITT INDUSTRIES INC COMMON 450911102 1,358,368 22,700 N X 6 22,700 ILLINOIS TOOL WORKS INC COMMON 452308109 622,844 9,400 N X 9,400 ILLINOIS TOOL WORKS INC COMMON 452308109 246,241,110 3,716,286 N X 1 2,707,786 1,008,500 ILLINOIS TOOL WORKS INC COMMON 452308109 19,506,944 294,400 N X 2 294,400 ILLINOIS TOOL WORKS INC COMMON 452308109 31,221,712 471,200 N X 3 39,700 431,500 ILLINOIS TOOL WORKS INC COMMON 452308109 19,878 300 N X 5 300 ILLINOIS TOOL WORKS INC COMMON 452308109 7,572,127 114,279 N X 5 52,260 1,400 60,619 ILLINOIS TOOL WORKS INC COMMON 452308109 4,426,168 66,800 N X 6 66,800 INVITROGEN CORP COMMON 46185R100 562,503 9,700 N X 5 7,900 1,800 ISHARES TRUST RUSSELL 2000 COMMON 464287655 10,170,840 104,800 N X 1 97,200 7,600 ISHARES TRUST RUSSELL 2000 COMMON 464287655 1,960,410 20,200 N X 3 17,400 2,800 ISHARES RUSSELL 2000 VALUE COMMON 464287630 7,218,976 52,100 N X 1 52,100 JAKKS PACIFIC COMMON 47012E106 3,023,120 248,000 N X 1 248,000 JABIL CIRCUIT COMMON 466313103 4,194,050 161,000 N X 1 161,000 JABIL CIRCUIT COMMON 466313103 289,311 11,106 N X 5 11,100 6 JABIL CIRCUIT COMMON 466313103 1,125,360 43,200 N X 6 43,200 JOHNSON CONTROLS COMMON 478366107 66,201,080 699,800 N X 1 518,800 181,000 JOHNSON CONTROLS COMMON 478366107 5,027,990 53,150 N X 2 53,150 JOHNSON CONTROLS COMMON 478366107 9,460 100 N X 5 100 JOHNSON CONTROLS COMMON 478366107 2,302,375 24,338 N X 5 14,660 300 9,378 JOHNSON CONTROLS COMMON 478366107 1,892,000 20,000 N X 6 20,000 PENNEY J C INC (HOLDING CO COMMON 708160106 502,195 23,500 N X 1 23,500 PENNEY J C INC (HOLDING CO COMMON 708160106 382,523 17,900 N X 5 17,900 PENNEY J C INC (HOLDING CO COMMON 708160106 1,318,529 61,700 N X 6 61,700 JDS UNIPHASE COMMON 46612J101 351,000 97,500 N X 1 97,500 JDS UNIPHASE COMMON 46612J101 5,760 1,600 N X 5 1,600 JDS UNIPHASE COMMON 46612J101 2,575,872 715,520 N X 5 328,940 50,100 336,480 JDS UNIPHASE COMMON 46612J101 1,128,960 313,600 N X 6 313,600 HARLAND JOHN IND COMMON 412693103 6,466,621 244,300 N X 1 244,300 JOHN HANCOCK FINANCIAL SER COMMON 41014S106 814,580 24,100 N X 1 24,100 JOHN HANCOCK FINANCIAL SER COMMON 41014S106 30,420 900 N X 5 900 JOHN HANCOCK FINANCIAL SER COMMON 41014S106 11,767,774 348,159 N X 5 157,280 27,200 163,679 JOHN HANCOCK FINANCIAL SER COMMON 41014S106 2,129,400 63,000 N X 6 63,000 HENRY (JACK) & ASSOCIATES COMMON 426281101 255,633 14,700 N X 5 10,100 4,600 JONES LANG LASALLE INC. COMMON 48020Q107 656,750 35,500 N X 1 12,700 22,800 JONES LANG LASALLE INC. COMMON 48020Q107 2,532,650 136,900 N X 3 64,400 72,500 JOHNSON & JOHNSON COMMON 478160104 554,624 11,200 N X 11,200 JOHNSON & JOHNSON COMMON 478160104 196,937,970 3,976,938 N X 1 3,187,928 789,010 JOHNSON & JOHNSON COMMON 478160104 16,665,956 336,550 N X 2 336,550 JOHNSON & JOHNSON COMMON 478160104 58,126,576 1,173,800 N X 3 310,066 863,734 JOHNSON & JOHNSON COMMON 478160104 242,351 4,894 N X 5 4,894 JOHNSON & JOHNSON COMMON 478160104 92,384,314 1,865,596 N X 5 893,788 18,836 952,972 JOHNSON & JOHNSON COMMON 478160104 31,702,704 640,200 N X 6 640,200 JUNIPER NETWORKS COMMON 48203R104 1,085,117 72,729 N X 5 22,700 7,200 42,829 JANUS CAPITAL GROUP INC COMMON 47102X105 287,782 20,600 N X 1 20,600 JANUS CAPITAL GROUP INC COMMON 47102X105 4,191 300 N X 5 300 JANUS CAPITAL GROUP INC COMMON 47102X105 1,421,895 101,782 N X 5 61,500 16,600 23,682 JANUS CAPITAL GROUP INC COMMON 47102X105 755,777 54,100 N X 6 54,100 JONES APPAREL GROUP INC COMMON 480074103 356,167 11,900 N X 1 11,900 JONES APPAREL GROUP INC COMMON 480074103 11,972 400 N X 5 400 JONES APPAREL GROUP INC COMMON 480074103 4,712,718 157,458 N X 5 83,100 1,600 72,758 JONES APPAREL GROUP INC COMMON 480074103 900,893 30,100 N X 6 30,100 ST JOE CO COMMON 790148100 404,208 12,600 N X 2 12,600 ST JOE CO COMMON 790148100 946,360 29,500 N X 3 29,500 JEFFERSON PILOT COMMON 475070108 528,122 11,900 N X 1 11,900 JEFFERSON PILOT COMMON 475070108 6,657 150 N X 5 150 JEFFERSON PILOT COMMON 475070108 4,793,883 108,019 N X 5 41,050 17,150 49,819 JEFFERSON PILOT COMMON 475070108 1,397,970 31,500 N X 6 31,500 JP MORGAN CHASE AND CO COMMON 46625H100 734,662 21,400 N X 21,400 JP MORGAN CHASE AND CO COMMON 46625H100 307,537,272 8,958,266 N X 1 6,595,866 2,362,400 JP MORGAN CHASE AND CO COMMON 46625H100 23,097,224 672,800 N X 2 672,800 JP MORGAN CHASE AND CO COMMON 46625H100 37,250,041 1,085,058 N X 3 95,730 989,328 JP MORGAN CHASE AND CO COMMON 46625H100 111,229 3,240 N X 5 3,240 JP MORGAN CHASE AND CO COMMON 46625H100 46,226,924 1,346,546 N X 5 563,210 155,310 628,026 JP MORGAN CHASE AND CO COMMON 46625H100 15,043,406 438,200 N X 6 438,200 NORDSTROM INC COMMON 655664100 275,391 11,100 N X 1 11,100 NORDSTROM INC COMMON 655664100 4,962 200 N X 5 200 NORDSTROM INC COMMON 655664100 801,363 32,300 N X 5 20,500 600 11,200 NORDSTROM INC COMMON 655664100 766,629 30,900 N X 6 30,900 KELLOGG COMMON 487836108 983,825 29,500 N X 1 29,500 KELLOGG COMMON 487836108 26,680 800 N X 5 800 KELLOGG COMMON 487836108 8,962,045 268,727 N X 5 147,000 3,200 118,527 KELLOGG COMMON 487836108 2,948,140 88,400 N X 6 88,400 KOOKMIN BANK ADR ADRS 50049M109 21,850,667 664,154 N X 1 558,169 105,985 KB HOME COMMON 48666K109 304,266 5,100 N X 1 5,100 KB HOME COMMON 48666K109 5,966 100 N X 5 100 KB HOME COMMON 48666K109 1,145,472 19,200 N X 5 14,200 300 4,700 KB HOME COMMON 48666K109 680,124 11,400 N X 6 11,400 KEYCORP COMMON 493267108 963,989 37,700 N X 1 37,700 KEYCORP COMMON 493267108 5,114 200 N X 5 200 KEYCORP COMMON 493267108 3,224,224 126,094 N X 5 44,870 35,200 46,024 KEYCORP COMMON 493267108 2,372,896 92,800 N X 6 92,800 KOREA FUND KR EQU 500634100 613,590 39,510 N X 1 39,510 KRAFT FOODS INC COMMON 50075N104 3,590,150 121,700 N X 1 121,700 KRAFT FOODS INC COMMON 50075N104 3,236,003 109,695 N X 5 26,600 83,095 KING PHARMACEUTICALS COMMON 495582108 293,910 19,400 N X 1 19,400 KING PHARMACEUTICALS COMMON 495582108 6,560 433 N X 5 433 KING PHARMACEUTICALS COMMON 495582108 1,614,385 106,560 N X 5 72,830 1,800 31,930 KING PHARMACEUTICALS COMMON 495582108 816,585 53,900 N X 6 53,900 KIMCO REALTY CORP COMMON 49446R109 583,823 14,250 N X 2 14,250 KIMCO REALTY CORP COMMON 49446R109 241,723 5,900 N X 3 5,900 KIMCO REALTY CORP COMMON 49446R109 436,331 10,650 N X 5 6,250 4,400 KRISPY KREME DOUGHNU COMMON 501014104 288,750 7,500 N X 5 7,500 KLA TENCOR COMMON 482480100 663,060 12,900 N X 1 12,900 KLA TENCOR COMMON 482480100 5,140 100 N X 5 100 KLA TENCOR COMMON 482480100 2,361,881 45,951 N X 5 19,400 7,200 19,351 KLA TENCOR COMMON 482480100 2,122,820 41,300 N X 6 41,300 KIMBERLY CLARK CORP COMMON 494368103 200,148 3,900 N X 3,900 KIMBERLY CLARK CORP COMMON 494368103 125,753,656 2,450,383 N X 1 1,831,183 619,200 KIMBERLY CLARK CORP COMMON 494368103 12,673,474 246,950 N X 2 246,950 KIMBERLY CLARK CORP COMMON 494368103 538,860 10,500 N X 3 9,100 1,400 KIMBERLY CLARK CORP COMMON 494368103 51,320 1,000 N X 5 1,000 KIMBERLY CLARK CORP COMMON 494368103 19,254,289 375,181 N X 5 174,710 3,800 196,671 KIMBERLY CLARK CORP COMMON 494368103 5,645,200 110,000 N X 6 110,000 KERR MCGEE CORP COMMON 492386107 20,699,568 463,700 N X 1 393,650 70,050 KERR MCGEE CORP COMMON 492386107 2,421,720 54,250 N X 2 54,250 KERR MCGEE CORP COMMON 492386107 8,928 200 N X 5 200 KERR MCGEE CORP COMMON 492386107 3,062,393 68,602 N X 5 37,800 800 30,002 KERR MCGEE CORP COMMON 492386107 1,080,288 24,200 N X 6 24,200 KINDER MORGAN INC. COMMON 49455P101 480,689 8,900 N X 1 8,900 KINDER MORGAN INC. COMMON 49455P101 16,203 300 N X 5 300 KINDER MORGAN INC. COMMON 49455P101 5,662,300 104,838 N X 5 53,020 1,200 50,618 KINDER MORGAN INC. COMMON 49455P101 1,469,072 27,200 N X 6 27,200 CARMAX INC COMMON 143130102 622,140 19,049 N X 5 2,953 16,096 COCA COLA COMMON 191216100 7,800,462 181,575 N X 1 181,575 COCA COLA COMMON 191216100 317,904 7,400 N X 3 5,300 2,100 COCA COLA COMMON 191216100 184,728 4,300 N X 5 4,300 COCA COLA COMMON 191216100 66,203,551 1,541,051 N X 5 749,816 16,200 775,035 COCA COLA COMMON 191216100 22,661,400 527,500 N X 6 527,500 INNKEEPERS USA TRUST COMMON 4576J0104 4,334,340 498,200 N X 1 498,200 KROGER CO COMMON 501044101 1,212,480 67,850 N X 1 67,850 KROGER CO COMMON 501044101 39,314 2,200 N X 5 2,200 KROGER CO COMMON 501044101 14,271,304 798,618 N X 5 380,940 8,300 409,378 KROGER CO COMMON 501044101 2,928,893 163,900 N X 6 163,900 MBNA CORPORATION COMMON 55262L100 2,230,980 97,850 N X 1 97,850 MBNA CORPORATION COMMON 55262L100 59,280 2,600 N X 5 2,600 MBNA CORPORATION COMMON 55262L100 23,627,002 1,036,272 N X 5 440,212 108,500 487,560 MBNA CORPORATION COMMON 55262L100 6,299,640 276,300 N X 6 276,300 KILROY REALTY CORP COMMON 49427F108 10,663,425 373,500 N X 1 373,500 KNIGHT RIDDER INC COMMON 499040103 546,940 8,200 N X 1 8,200 KNIGHT RIDDER INC COMMON 499040103 226,780 3,400 N X 5 3,400 KNIGHT RIDDER INC COMMON 499040103 1,327,330 19,900 N X 6 19,900 KRAMONT REALTY TRUST COMMON 50075Q107 202,553 11,950 N X 2 11,950 KEYSPAN CORP COMMON 49337W100 491,120 14,000 N X 1 14,000 KEYSPAN CORP COMMON 49337W100 14,032 400 N X 5 400 KEYSPAN CORP COMMON 49337W100 3,806,285 108,503 N X 5 55,300 1,400 51,803 KEYSPAN CORP COMMON 49337W100 1,308,484 37,300 N X 6 37,300 KOHLS CORP COMMON 500255104 1,326,800 24,800 N X 1 24,800 KOHLS CORP COMMON 500255104 37,450 700 N X 5 700 KOHLS CORP COMMON 500255104 13,679,201 255,686 N X 5 122,070 2,700 130,916 KOHLS CORP COMMON 500255104 3,959,000 74,000 N X 6 74,000 KT CORPORATION ADR ADRS 48268K101 426,502 21,400 N X 21,400 KT CORPORATION ADR ADRS 48268K101 17,378,900 871,997 N X 1 182,795 689,202 KEYSTONE PROPERTY TRUST COMMON 493596100 217,795 10,750 N X 2 10,750 KV PHARMACEUTICAL CLASS A COMMON 482740206 4,289,625 190,650 N X 1 190,650 QUICKSILVER RESOURCES INC COMMON 74837R104 1,973,944 80,800 N X 1 28,700 52,100 QUICKSILVER RESOURCES INC COMMON 74837R104 8,245,125 337,500 N X 3 164,000 173,500 LIBERTY MEDIA CORP COMMON 530718105 274,075 27,490 N X 1 27,490 LIBERTY MEDIA CORP COMMON 530718105 5,675,871 569,295 N X 5 166,200 403,095 LANCASTER COLONY CORP COMMON 513847103 620,412 15,600 N X 1 15,600 MAGMA DESIGN AUTOMATION IN COMMON 559181102 2,554,524 130,200 N X 1 46,000 84,200 MAGMA DESIGN AUTOMATION IN COMMON 559181102 10,586,952 539,600 N X 3 262,400 277,200 LIBBEY INC. COMMON 529898108 1,265,355 45,500 N X 1 45,500 LEGGETT AND PLATT INC COMMON 524660107 354,732 16,400 N X 1 16,400 LEGGETT AND PLATT INC COMMON 524660107 1,012,284 46,800 N X 6 46,800 LEHMAN BROTHERS HOLDINGS I COMMON 524908100 1,568,116 22,700 N X 1 22,700 LEHMAN BROTHERS HOLDINGS I COMMON 524908100 34,540 500 N X 5 500 LEHMAN BROTHERS HOLDINGS I COMMON 524908100 12,744,017 184,482 N X 5 82,610 21,100 80,772 LEHMAN BROTHERS HOLDINGS I COMMON 524908100 3,619,792 52,400 N X 6 52,400 LENNAR CORP Class A COMMON 526057104 762,342 9,800 N X 5 3,900 5,900 LEAPFROG ENTERPRISES INC COMMON 52186N106 2,163,150 56,925 N X 1 20,225 36,700 LEAPFROG ENTERPRISES INC COMMON 52186N106 9,051,600 238,200 N X 3 115,800 122,400 LABORATORY CORP OF AMERICA COMMON 50540R409 505,120 17,600 N X 1 17,600 LABORATORY CORP OF AMERICA COMMON 50540R409 261,170 9,100 N X 2 9,100 LABORATORY CORP OF AMERICA COMMON 50540R409 21,235,130 739,900 N X 3 128,900 611,000 LABORATORY CORP OF AMERICA COMMON 50540R409 1,373,037 47,841 N X 5 11,600 36,241 LINENS AND THINGS INC COMMON 535679104 5,060,384 212,800 N X 1 212,800 LIZ CLAIBORNE INC COMMON 539320101 333,690 9,800 N X 1 9,800 LIZ CLAIBORNE INC COMMON 539320101 875,085 25,700 N X 6 25,700 L3 COMM COMMON 502424104 276,800 6,400 N X 5 6,400 LINEAR TECHNOLOGY CORP COMMON 535678106 67,143,750 1,875,000 N X 1 1,687,100 187,900 LINEAR TECHNOLOGY CORP COMMON 535678106 12,726,874 355,400 N X 2 355,400 LINEAR TECHNOLOGY CORP COMMON 535678106 39,373,095 1,099,500 N X 3 232,100 867,400 LINEAR TECHNOLOGY CORP COMMON 535678106 17,905 500 N X 5 500 LINEAR TECHNOLOGY CORP COMMON 535678106 6,895,860 192,568 N X 5 90,300 14,700 87,568 LINEAR TECHNOLOGY CORP COMMON 535678106 2,424,337 67,700 N X 6 67,700 ELI LILLY & CO COMMON 532457108 6,039,495 101,675 N X 1 101,675 ELI LILLY & CO COMMON 532457108 112,860 1,900 N X 5 1,900 ELI LILLY & CO COMMON 532457108 40,096,960 675,033 N X 5 329,440 7,400 338,193 ELI LILLY & CO COMMON 532457108 14,386,680 242,200 N X 6 242,200 LEGG MASON INC COMMON 524901105 606,480 8,400 N X 5 2,900 5,500 LOCKHEED MARTIN CORP COMMON 539830109 1,606,020 34,800 N X 1 34,800 LOCKHEED MARTIN CORP COMMON 539830109 27,690 600 N X 5 600 LOCKHEED MARTIN CORP COMMON 539830109 7,986,535 173,056 N X 5 77,890 2,100 93,066 LOCKHEED MARTIN CORP COMMON 539830109 4,504,240 97,600 N X 6 97,600 LINCOLN NATIONAL CORP IND COMMON 534187109 601,460 17,000 N X 1 17,000 LINCOLN NATIONAL CORP IND COMMON 534187109 1,337,045 37,791 N X 5 14,590 15,200 8,001 LINCOLN NATIONAL CORP IND COMMON 534187109 1,411,662 39,900 N X 6 39,900 LINCARE HOLDINGS INC. COMMON 532791100 821,033 22,402 N X 5 16,300 3,600 2,502 LOWES COS INC COMMON 548661107 2,967,383 57,175 N X 1 57,175 LOWES COS INC COMMON 548661107 62,280 1,200 N X 5 1,200 LOWES COS INC COMMON 548661107 21,732,398 418,736 N X 5 200,170 4,400 214,166 LOWES COS INC COMMON 548661107 8,776,290 169,100 N X 6 169,100 LSI LOGIC COMMON 502161102 267,902 29,800 N X 1 29,800 LSI LOGIC COMMON 502161102 2,697 300 N X 5 300 LSI LOGIC COMMON 502161102 791,120 88,000 N X 5 64,100 1,400 22,500 LSI LOGIC COMMON 502161102 756,059 84,100 N X 6 84,100 LIMITED BRANDS INC COMMON 532716107 642,408 42,600 N X 1 42,600 LIMITED BRANDS INC COMMON 532716107 7,540 500 N X 5 500 LIMITED BRANDS INC COMMON 532716107 2,703,784 179,296 N X 5 98,870 2,000 78,426 LIMITED BRANDS INC COMMON 532716107 1,735,708 115,100 N X 6 115,100 LOEWS CORP COMMON 540424108 601,513 14,900 N X 1 14,900 LOEWS CORP COMMON 540424108 4,037 100 N X 5 100 LOEWS CORP COMMON 540424108 1,287,803 31,900 N X 5 23,700 6,600 1,600 LOEWS CORP COMMON 540424108 1,667,281 41,300 N X 6 41,300 LUCENT TECHNOLOGIES COMMON 549463107 749,546 347,012 N X 1 346,900 112 LUCENT TECHNOLOGIES COMMON 549463107 8,208 3,800 N X 5 3,800 LUCENT TECHNOLOGIES COMMON 549463107 2,655,586 1,229,438 N X 5 710,105 14,500 504,833 LUCENT TECHNOLOGIES COMMON 549463107 1,955,664 905,400 N X 6 905,400 SOUTHWEST AIRLINES COMMON 844741108 1,115,100 63,000 N X 1 63,000 SOUTHWEST AIRLINES COMMON 844741108 14,160 800 N X 5 800 SOUTHWEST AIRLINES COMMON 844741108 3,244,799 183,322 N X 5 127,882 2,900 52,540 SOUTHWEST AIRLINES COMMON 844741108 2,936,430 165,900 N X 6 165,900 LEVEL 3 COMM INC COMMON 52729N100 436,380 80,513 N X 5 2,800 77,713 LEXMARK INTL INC COMMON 529771107 548,187 8,700 N X 1 8,700 LEXMARK INTL INC COMMON 529771107 17,743,616 281,600 N X 3 17,100 264,500 LEXMARK INTL INC COMMON 529771107 6,301 100 N X 5 100 LEXMARK INTL INC COMMON 529771107 3,380,360 53,648 N X 5 28,640 600 24,408 LEXMARK INTL INC COMMON 529771107 1,751,678 27,800 N X 6 27,800 LUBRIZOL CORP COMMON 549271104 7,440,785 229,300 N X 1 229,300 MANPOWER INC COMMON 56418H100 461,153 12,430 N X 5 12,430 MARRIOTT INTERNATIONAL COMMON 571903202 731,510 17,000 N X 1 17,000 MARRIOTT INTERNATIONAL COMMON 571903202 2,168,712 50,400 N X 6 50,400 MASCO CORP COMMON 574599106 634,032 25,900 N X 25,900 MASCO CORP COMMON 574599106 239,349,332 9,777,342 N X 1 7,305,542 2,471,800 MASCO CORP COMMON 574599106 20,666,016 844,200 N X 2 844,200 MASCO CORP COMMON 574599106 24,024,672 981,400 N X 3 90,200 891,200 MASCO CORP COMMON 574599106 22,032 900 N X 5 900 MASCO CORP COMMON 574599106 8,198,622 334,911 N X 5 162,220 3,500 169,191 MASCO CORP COMMON 574599106 2,543,472 103,900 N X 6 103,900 MATTEL COMMON 577081102 640,848 33,800 N X 1 33,800 MATTEL COMMON 577081102 28,440 1,500 N X 5 1,500 MATTEL COMMON 577081102 10,342,054 545,467 N X 5 257,570 5,700 282,197 MATTEL COMMON 577081102 1,848,600 97,500 N X 6 97,500 MATAV RT SPNSORED ADR ADRS 559776109 5,661,949 302,940 N X 1 302,940 MAY DEPT COMMON 577778103 623,139 25,300 N X 1 25,300 MAY DEPT COMMON 577778103 12,315 500 N X 5 500 MAY DEPT COMMON 577778103 4,764,723 193,452 N X 5 78,900 1,700 112,852 MAY DEPT COMMON 577778103 1,640,358 66,600 N X 6 66,600 MBIA INC COMMON 55262C100 692,622 12,600 N X 1 12,600 MBIA INC COMMON 55262C100 16,491 300 N X 5 300 MBIA INC COMMON 55262C100 7,003,563 127,407 N X 5 57,250 15,700 54,457 MBIA INC COMMON 55262C100 1,737,052 31,600 N X 6 31,600 MCDONALDS CORP COMMON 580135101 2,752,415 116,925 N X 1 116,925 MCDONALDS CORP COMMON 580135101 56,496 2,400 N X 5 2,400 MCDONALDS CORP COMMON 580135101 22,435,385 953,075 N X 5 456,080 9,200 487,795 MCDONALDS CORP COMMON 580135101 6,457,022 274,300 N X 6 274,300 MICROCHIP TECHNOLOGY INC. COMMON 595017104 2,030,112 84,800 N X 1 8,900 75,900 MCKESSON CORPORATION COMMON 58155Q103 722,393 21,700 N X 1 21,700 MCKESSON CORPORATION COMMON 58155Q103 29,961 900 N X 5 900 MCKESSON CORPORATION COMMON 58155Q103 10,470,637 314,528 N X 5 153,400 3,500 157,628 MCKESSON CORPORATION COMMON 58155Q103 2,133,889 64,100 N X 6 64,100 MOODY'S CORP US$0.01 COMMON 615369105 2,281,255 41,500 N X 1 41,500 MOODY'S CORP US$0.01 COMMON 615369105 874,023 15,900 N X 2 15,900 MOODY'S CORP US$0.01 COMMON 615369105 47,026,835 855,500 N X 3 201,800 653,700 MOODY'S CORP US$0.01 COMMON 615369105 10,994 200 N X 5 200 MOODY'S CORP US$0.01 COMMON 615369105 4,469,995 81,317 N X 5 42,200 900 38,217 MOODY'S CORP US$0.01 COMMON 615369105 1,770,034 32,200 N X 6 32,200 MEDICINES CO COMMON 584688105 1,612,000 62,000 N X 1 22,000 40,000 MEDICINES CO COMMON 584688105 6,760,000 260,000 N X 3 124,800 135,200 MEDTRONIC INC COMMON 585055106 6,538,865 139,362 N X 1 139,362 MEDTRONIC INC COMMON 585055106 577,116 12,300 N X 2 12,300 MEDTRONIC INC COMMON 585055106 30,676,296 653,800 N X 3 157,300 496,500 MEDTRONIC INC COMMON 585055106 103,224 2,200 N X 5 2,200 MEDTRONIC INC COMMON 585055106 40,052,038 853,624 N X 5 405,226 8,500 439,898 MEDTRONIC INC COMMON 585055106 12,311,808 262,400 N X 6 262,400 MEDIMMUNE INC. COMMON 584699102 561,170 17,000 N X 1 17,000 MEDIMMUNE INC. COMMON 584699102 16,505 500 N X 5 500 MEDIMMUNE INC. COMMON 584699102 5,524,488 167,358 N X 5 84,300 10,000 73,058 MEDIMMUNE INC. COMMON 584699102 1,799,045 54,500 N X 6 54,500 MEDAREX INC COMMON 583916101 61,969 10,450 N X 3 10,450 MELLON FINANCIAL CORP COMMON 58551A108 515,394 17,100 N X 17,100 MELLON FINANCIAL CORP COMMON 58551A108 147,588,105 4,896,752 N X 1 3,739,352 1,157,400 MELLON FINANCIAL CORP COMMON 58551A108 10,549,000 350,000 N X 2 350,000 MELLON FINANCIAL CORP COMMON 58551A108 36,514,610 1,211,500 N X 3 82,700 1,128,800 MELLON FINANCIAL CORP COMMON 58551A108 9,042 300 N X 5 300 MELLON FINANCIAL CORP COMMON 58551A108 4,103,742 136,156 N X 5 53,620 26,500 56,036 MELLON FINANCIAL CORP COMMON 58551A108 2,836,174 94,100 N X 6 94,100 MENTOR GRAPHICS COMMON 587200106 5,313,343 303,100 N X 1 303,100 MERRILL LYNCH & CO INC COMMON 590188108 4,501,873 84,100 N X 1 84,100 MERRILL LYNCH & CO INC COMMON 590188108 64,236 1,200 N X 5 1,200 MERRILL LYNCH & CO INC COMMON 590188108 26,114,396 487,846 N X 5 207,270 68,500 212,076 MERRILL LYNCH & CO INC COMMON 590188108 10,973,650 205,000 N X 6 205,000 MERCURY INTERACTIVE CORP COMMON 589405109 1,698,334 37,400 N X 1 17,200 20,200 MERCURY INTERACTIVE CORP COMMON 589405109 5,975,956 131,600 N X 3 64,000 67,600 MERCURY INTERACTIVE CORP COMMON 589405109 9,082 200 N X 5 200 MERCURY INTERACTIVE CORP COMMON 589405109 3,478,588 76,604 N X 5 36,800 4,400 35,404 MERCURY INTERACTIVE CORP COMMON 589405109 867,331 19,100 N X 6 19,100 METLIFE INC. COMMON 59156R108 1,562,385 55,700 N X 1 55,700 METLIFE INC. COMMON 59156R108 42,075 1,500 N X 5 1,500 METLIFE INC. COMMON 59156R108 16,275,059 580,216 N X 5 234,200 51,300 294,716 METLIFE INC. COMMON 59156R108 4,572,150 163,000 N X 6 163,000 METHODE ELECTRONICS INC. COMMON 591520200 4,535,040 384,000 N X 1 384,000 MALAYSIA FUND INC MY EQU 560905101 462,852 99,968 N X 1 99,968 MCGRATH RENTACORP COMMON 580589109 9,617,595 344,100 N X 1 344,100 MOHAWK INDS COMMON 608190104 306,676 4,300 N X 5 4,300 MCGRAW HILL COMPANIES INC. COMMON 580645109 86,957,148 1,399,600 N X 1 1,133,900 265,700 MCGRAW HILL COMPANIES INC. COMMON 580645109 9,580,446 154,200 N X 2 154,200 MCGRAW HILL COMPANIES INC. COMMON 580645109 447,336 7,200 N X 3 7,200 MCGRAW HILL COMPANIES INC. COMMON 580645109 24,852 400 N X 5 400 MCGRAW HILL COMPANIES INC. COMMON 580645109 10,057,107 161,872 N X 5 81,440 1,600 78,832 MCGRAW HILL COMPANIES INC. COMMON 580645109 2,677,803 43,100 N X 6 43,100 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 888,906 34,281 N X 1 34,281 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 11,565 446 N X 5 446 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 4,422,277 170,547 N X 5 79,057 1,610 89,880 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 1,535,056 59,200 N X 6 59,200 MARSHALL AND ILSLEY CORP COMMON 571834100 605,184 19,200 N X 1 19,200 MARSHALL AND ILSLEY CORP COMMON 571834100 18,912 600 N X 5 600 MARSHALL AND ILSLEY CORP COMMON 571834100 4,903,566 155,570 N X 5 99,270 17,800 38,500 MARSHALL AND ILSLEY CORP COMMON 571834100 1,585,456 50,300 N X 6 50,300 VICURON PHARMACEUTICALS IN COMMON 926471103 334,530 18,900 N X 1 4,900 14,000 VICURON PHARMACEUTICALS IN COMMON 926471103 1,598,310 90,300 N X 3 43,700 46,600 MICHAEL'S STORES INC. COMMON 594087108 7,071,860 173,500 N X 1 173,500 MICHAEL'S STORES INC. COMMON 594087108 322,004 7,900 N X 5 7,900 MILLIPORE INC COMMON 601073109 552,720 12,000 N X 6 12,000 MOBILE MINI INC. COMMON 60740F105 5,123,424 265,600 N X 1 265,600 MCCORMICK & CO-NON VTG SHR COMMON 579780206 304,362 11,100 N X 1 11,100 MCCORMICK & CO-NON VTG SHR COMMON 579780206 5,484 200 N X 5 200 MCCORMICK & CO-NON VTG SHR COMMON 579780206 1,261,320 46,000 N X 5 34,200 700 11,100 MCCORMICK & CO-NON VTG SHR COMMON 579780206 902,118 32,900 N X 6 32,900 MARTIN MARIETTA MATERIALS COMMON 573284106 108,050,047 2,964,336 N X 1 1,928,340 1,035,996 MARTIN MARIETTA MATERIALS COMMON 573284106 7,598,841 208,473 N X 2 208,473 MARTIN MARIETTA MATERIALS COMMON 573284106 295,245 8,100 N X 5 8,100 MILLS CORP COMMON 601148109 2,282,300 58,000 N X 1 20,600 37,400 MILLS CORP COMMON 601148109 448,590 11,400 N X 2 11,400 MILLS CORP COMMON 601148109 9,660,425 245,500 N X 3 121,200 124,300 MARSH & MC LENNAN COMMON 571748102 1,832,985 38,500 N X 1 38,500 MARSH & MC LENNAN COMMON 571748102 42,849 900 N X 5 900 MARSH & MC LENNAN COMMON 571748102 18,157,597 381,382 N X 5 161,790 48,000 171,592 MARSH & MC LENNAN COMMON 571748102 5,465,628 114,800 N X 6 114,800 3M COMPANY COMMON 88579Y101 4,088,944 59,200 N X 1 59,200 3M COMPANY COMMON 88579Y101 704,514 10,200 N X 3 7,400 2,800 3M COMPANY COMMON 88579Y101 82,884 1,200 N X 5 1,200 3M COMPANY COMMON 88579Y101 28,214,128 408,486 N X 5 201,740 4,200 202,546 3M COMPANY COMMON 88579Y101 12,101,064 175,200 N X 6 175,200 MSC SOFTWARE COMMON 553531104 4,745,520 659,100 N X 1 659,100 MONSTER WORLDWIDE INC COMMON 611742107 284,534 11,300 N X 5 8,300 3,000 MONSTER WORLDWIDE INC COMMON 611742107 624,464 24,800 N X 6 24,800 ALTRIA GROUP INC COMMON 02209S103 805,920 18,400 N X 18,400 ALTRIA GROUP INC COMMON 02209S103 79,381,061 1,812,353 N X 1 1,761,153 51,200 ALTRIA GROUP INC COMMON 02209S103 214,620 4,900 N X 2 4,900 ALTRIA GROUP INC COMMON 02209S103 144,540 3,300 N X 5 3,300 ALTRIA GROUP INC COMMON 02209S103 45,307,946 1,034,428 N X 5 580,550 12,500 441,378 ALTRIA GROUP INC COMMON 02209S103 19,140,600 437,000 N X 6 437,000 MOLEX INC COMMON 608554101 454,581 15,900 N X 1 15,900 MOLEX INC COMMON 608554101 354,516 12,400 N X 5 9,100 3,300 MOLEX INC COMMON 608554101 1,215,075 42,500 N X 6 42,500 MONSANTO COMPANY COMMON 61166W101 533,862 22,300 N X 1 22,300 MONSANTO COMPANY COMMON 61166W101 5,051 211 N X 5 211 MONSANTO COMPANY COMMON 61166W101 1,917,475 80,095 N X 5 43,691 979 35,425 MONSANTO COMPANY COMMON 61166W101 1,410,066 58,900 N X 6 58,900 MOTOROLA COMMON 620076109 438,102 36,600 N X 36,600 MOTOROLA COMMON 620076109 134,996,642 11,277,915 N X 1 8,512,291 2,765,624 MOTOROLA COMMON 620076109 6,880,248 574,791 N X 2 574,791 MOTOROLA COMMON 620076109 705,033 58,900 N X 3 49,100 9,800 MOTOROLA COMMON 620076109 47,880 4,000 N X 5 4,000 MOTOROLA COMMON 620076109 18,136,992 1,515,204 N X 5 723,737 15,600 775,867 MOTOROLA COMMON 620076109 6,019,713 502,900 N X 6 502,900 MOVADO GROUP INC COMMON 624580106 2,227,230 101,700 N X 1 101,700 MERCK & CO COMMON 589331107 18,543,321 366,324 N X 1 366,324 MERCK & CO COMMON 589331107 966,842 19,100 N X 3 13,700 5,400 MERCK & CO COMMON 589331107 197,418 3,900 N X 5 3,900 MERCK & CO COMMON 589331107 74,466,170 1,471,082 N X 5 704,712 14,800 751,570 MERCK & CO COMMON 589331107 24,439,336 482,800 N X 6 482,800 MARATHON OIL CORP COMMON 565849106 755,250 26,500 N X 1 26,500 MARATHON OIL CORP COMMON 565849106 22,800 800 N X 5 800 MARATHON OIL CORP COMMON 565849106 8,545,754 299,851 N X 5 150,670 3,100 146,081 MARATHON OIL CORP COMMON 565849106 1,989,300 69,800 N X 6 69,800 MICROSOFT CORP. COMMON 594918104 1,292,235 46,500 N X 46,500 MICROSOFT CORP. COMMON 594918104 319,636,189 11,501,842 N X 1 9,798,642 1,703,200 MICROSOFT CORP. COMMON 594918104 30,682,939 1,104,100 N X 2 1,104,100 MICROSOFT CORP. COMMON 594918104 148,926,610 5,359,000 N X 3 1,158,400 4,200,600 MICROSOFT CORP. COMMON 594918104 494,662 17,800 N X 5 17,800 MICROSOFT CORP. COMMON 594918104 177,534,358 6,388,426 N X 5 3,091,228 185,200 3,111,998 MICROSOFT CORP. COMMON 594918104 65,303,721 2,349,900 N X 6 2,349,900 M & T BANK CORP COMMON 55261F104 960,300 11,000 N X 5 6,700 4,300 MGIC INVESTMENT CORP COMMON 552848103 441,293 8,475 N X 1 8,475 MGIC INVESTMENT CORP COMMON 552848103 15,621 300 N X 5 300 MGIC INVESTMENT CORP COMMON 552848103 5,194,295 99,756 N X 5 47,240 11,600 40,916 MGIC INVESTMENT CORP COMMON 552848103 1,129,919 21,700 N X 6 21,700 METAL MANAGEMENT INC COMMON 591097209 790,335 40,530 N X 3 40,530 MICRON TECHNOLOGY COMMON 595112103 618,662 46,100 N X 1 46,100 MICRON TECHNOLOGY COMMON 595112103 9,394 700 N X 5 700 MICRON TECHNOLOGY COMMON 595112103 3,847,366 286,689 N X 5 141,470 2,900 142,319 MICRON TECHNOLOGY COMMON 595112103 1,776,808 132,400 N X 6 132,400 MORGAN STANLEY COMMON 617446448 550,014 10,900 N X 10,900 MORGAN STANLEY COMMON 617446448 276,695,089 5,483,454 N X 1 3,909,754 1,573,700 MORGAN STANLEY COMMON 617446448 19,005,759 376,650 N X 2 376,650 MORGAN STANLEY COMMON 617446448 112,815,945 2,235,750 N X 3 295,150 1,940,600 MORGAN STANLEY COMMON 617446448 85,782 1,700 N X 5 1,700 MORGAN STANLEY COMMON 617446448 34,107,982 675,941 N X 5 295,240 78,600 302,101 MORGAN STANLEY COMMON 617446448 11,812,686 234,100 N X 6 234,100 MOORE WALLACE INC. EX-US 615857109 2,690,900 189,500 N X 1 67,500 122,000 MOORE WALLACE INC. EX-US 615857109 11,230,780 790,900 N X 3 384,500 406,400 MEADWESTVACO CORP COMMON 583334107 321,300 12,600 N X 12,600 MEADWESTVACO CORP COMMON 583334107 80,778,314 3,167,777 N X 1 2,558,677 609,100 MEADWESTVACO CORP COMMON 583334107 3,869,625 151,750 N X 2 151,750 MEADWESTVACO CORP COMMON 583334107 4,947 194 N X 5 194 MEADWESTVACO CORP COMMON 583334107 1,591,685 62,419 N X 5 31,297 764 30,358 MEADWESTVACO CORP COMMON 583334107 1,280,100 50,200 N X 6 50,200 MAXIM INTEGRATED PRODUCTS COMMON 57772K101 1,074,400 27,200 N X 1 27,200 MAXIM INTEGRATED PRODUCTS COMMON 57772K101 31,600 800 N X 5 800 MAXIM INTEGRATED PRODUCTS COMMON 57772K101 10,983,173 278,055 N X 5 128,754 17,400 131,901 MAXIM INTEGRATED PRODUCTS COMMON 57772K101 2,780,800 70,400 N X 6 70,400 MAXTOR CORPORATION COMMON 577729205 141,172 11,600 N X 5 11,600 MAYTAG COMMON 578592107 2,497 100 N X 5 100 MAYTAG COMMON 578592107 2,495,976 99,959 N X 5 37,570 600 61,789 MYLAN LABS COMMON 628530107 326,593 8,450 N X 8,450 MYLAN LABS COMMON 628530107 98,971,055 2,560,700 N X 1 2,032,500 528,200 MYLAN LABS COMMON 628530107 9,233,485 238,900 N X 2 238,900 MYLAN LABS COMMON 628530107 266,685 6,900 N X 5 6,900 NAVISTAR INTERNATIONAL COR COMMON 63934E108 205,040 5,500 N X 1 5,500 NAVISTAR INTERNATIONAL COR COMMON 63934E108 618,848 16,600 N X 6 16,600 NEUROCRINE BIOSCIENCES INC COMMON 64125C109 2,296,242 46,370 N X 1 16,700 29,670 NEUROCRINE BIOSCIENCES INC COMMON 64125C109 9,542,900 192,708 N X 3 92,558 100,150 NABORS INDUSTRIES LTD COMMON G6359F103 388,436 10,425 N X 1 10,425 NABORS INDUSTRIES LTD COMMON G6359F103 1,289,196 34,600 N X 6 34,600 NATIONAL CITY CORP. COMMON 635405103 1,567,272 53,200 N X 1 53,200 NATIONAL CITY CORP. COMMON 635405103 35,352 1,200 N X 5 1,200 NATIONAL CITY CORP. COMMON 635405103 14,474,140 491,315 N X 5 220,960 47,600 222,755 NATIONAL CITY CORP. COMMON 635405103 3,906,396 132,600 N X 6 132,600 NATL COMMERCE FINANCIAL CO COMMON 63545P104 1,595,380 64,123 N X 5 22,800 12,400 28,923 NCR CORP COMMON 62886E108 259,858 8,200 N X 1 8,200 NCR CORP COMMON 62886E108 3,169 100 N X 5 100 NCR CORP COMMON 62886E108 823,940 26,000 N X 5 19,000 400 6,600 NCR CORP COMMON 62886E108 700,349 22,100 N X 6 22,100 INDYMAC BANCORP COMMON 456607100 5,753,111 248,300 N X 1 248,300 NOBLE CORP COMMON G65422100 322,905 9,500 N X 1 9,500 NOBLE CORP COMMON G65422100 1,029,897 30,300 N X 6 30,300 NEW ENGLAND BUSINESS SVC C COMMON 643872104 4,424,244 166,200 N X 1 166,200 NEWMONT MNG CORP COMMON 651639106 1,160,973 29,700 N X 1 29,700 NEWMONT MNG CORP COMMON 651639106 11,727 300 N X 5 300 NEWMONT MNG CORP COMMON 651639106 4,418,108 113,024 N X 5 47,900 1,100 64,024 NEWMONT MNG CORP COMMON 651639106 3,471,192 88,800 N X 6 88,800 NETWORKS ASSOCIATES INC. COMMON 640938106 148,608 10,800 N X 5 10,800 NEUBERGER BERMAN INC COMMON 641234109 334,960 8,000 N X 5 3,200 4,800 NORTH FORK BANCORP INC. COMMON 659424105 441,325 12,700 N X 1 12,700 NORTH FORK BANCORP INC. COMMON 659424105 13,900 400 N X 5 400 NORTH FORK BANCORP INC. COMMON 659424105 5,366,373 154,428 N X 5 78,300 3,500 72,628 NORTH FORK BANCORP INC. COMMON 659424105 1,212,775 34,900 N X 6 34,900 NETFLIX INC. COMMON 64110L106 285,214 8,486 N X 4 8,486 NATIONWIDE FIN COMMON 638612101 372,946 11,900 N X 5 7,100 4,800 NATIONWIDE HEALTH PROPERTI COMMON 638620104 353,298 20,200 N X 2 20,200 NISOURCE INC COMMON 65473P105 541,458 27,100 N X 1 27,100 NISOURCE INC COMMON 65473P105 15,984 800 N X 5 800 NISOURCE INC COMMON 65473P105 5,691,104 284,840 N X 5 144,067 3,200 137,573 NISOURCE INC COMMON 65473P105 1,228,770 61,500 N X 6 61,500 NIKE INC COMMON 654106103 1,198,154 19,700 N X 1 19,700 NIKE INC COMMON 654106103 30,410 500 N X 5 500 NIKE INC COMMON 654106103 10,724,877 176,338 N X 5 95,400 2,000 78,938 NIKE INC COMMON 654106103 3,539,724 58,200 N X 6 58,200 NORTHROP GRUMMAN CORP COMMON 666807102 1,294,076 15,009 N X 1 15,009 NORTHROP GRUMMAN CORP COMMON 666807102 17,848 207 N X 5 207 NORTHROP GRUMMAN CORP COMMON 666807102 4,203,139 48,749 N X 5 31,916 681 16,152 NORTHROP GRUMMAN CORP COMMON 666807102 3,414,312 39,600 N X 6 39,600 NOVELL COMMON 670006105 157,768 29,600 N X 1 29,600 NOVELL COMMON 670006105 140,179 26,300 N X 5 26,300 NOVELL COMMON 670006105 451,451 84,700 N X 6 84,700 NPS PHARMACEUTICALS INC COMMON 62936P103 1,723,915 61,900 N X 1 22,000 39,900 NPS PHARMACEUTICALS INC COMMON 62936P103 7,253,533 260,450 N X 3 125,700 134,750 NORFOLK SOUTHERN COMMON 655844108 50,234,900 2,715,400 N X 1 1,503,500 1,211,900 NORFOLK SOUTHERN COMMON 655844108 865,467 46,782 N X 5 25,200 21,582 NORFOLK SOUTHERN COMMON 655844108 1,585,450 85,700 N X 6 85,700 NATIONAL SEMICONDUCTOR COR COMMON 637640103 419,770 13,000 N X 1 13,000 NATIONAL SEMICONDUCTOR COR COMMON 637640103 6,458 200 N X 5 200 NATIONAL SEMICONDUCTOR COR COMMON 637640103 1,769,492 54,800 N X 5 38,200 1,000 15,600 NATIONAL SEMICONDUCTOR COR COMMON 637640103 1,301,287 40,300 N X 6 40,300 NETWORK APPLIANCE INC COMMON 64120L104 474,243 23,100 N X 1 23,100 NETWORK APPLIANCE INC COMMON 64120L104 20,530 1,000 N X 5 1,000 NETWORK APPLIANCE INC COMMON 64120L104 7,243,210 352,811 N X 5 171,710 14,900 166,201 NETWORK APPLIANCE INC COMMON 64120L104 1,525,379 74,300 N X 6 74,300 NTL INC. COMMON 62940M104 725,507 15,397 N X 1 15,397 NORTHERN TRUST CORP COMMON 665859104 814,848 19,200 N X 1 19,200 NORTHERN TRUST CORP COMMON 665859104 16,976 400 N X 5 400 NORTHERN TRUST CORP COMMON 665859104 5,316,459 125,270 N X 5 56,400 19,800 49,070 NORTHERN TRUST CORP COMMON 665859104 2,049,852 48,300 N X 6 48,300 NUCOR COMMON 670346105 440,448 9,600 N X 1 9,600 NUCOR COMMON 670346105 871,720 19,000 N X 6 19,000 NVIDIA COMMON 67066G104 173,430 10,900 N X 1 10,900 NVIDIA COMMON 67066G104 6,364 400 N X 5 400 NVIDIA COMMON 67066G104 1,804,307 113,400 N X 5 77,200 7,100 29,100 NVIDIA COMMON 67066G104 556,885 35,000 N X 6 35,000 NOVELLUS SYSTEMS INC COMMON 670008101 1,252,125 37,100 N X 1 37,100 NOVELLUS SYSTEMS INC COMMON 670008101 448,875 13,300 N X 2 13,300 NOVELLUS SYSTEMS INC COMMON 670008101 30,967,313 917,550 N X 3 180,950 736,600 NOVELLUS SYSTEMS INC COMMON 670008101 351,000 10,400 N X 5 6,000 4,400 NOVELLUS SYSTEMS INC COMMON 670008101 1,117,125 33,100 N X 6 33,100 NVR INC COMMON 62944T105 1,866,000 4,000 N X 1 1,400 2,600 NVR INC COMMON 62944T105 7,837,200 16,800 N X 3 8,100 8,700 NEWELL RUBBERMAID COMMON 651229106 249,205 11,500 N X 11,500 NEWELL RUBBERMAID COMMON 651229106 135,625,119 6,258,658 N X 1 4,385,858 1,872,800 NEWELL RUBBERMAID COMMON 651229106 11,948,838 551,400 N X 2 551,400 NEWELL RUBBERMAID COMMON 651229106 27,596,745 1,273,500 N X 3 109,100 1,164,400 NEWELL RUBBERMAID COMMON 651229106 17,336 800 N X 5 800 NEWELL RUBBERMAID COMMON 651229106 6,756,619 311,796 N X 5 145,270 2,900 163,626 NEWELL RUBBERMAID COMMON 651229106 1,350,041 62,300 N X 6 62,300 QUANEX CORP COMMON 747620102 1,565,760 46,600 N X 1 46,600 NEXTEL COMMUNICATIONS INC COMMON 65332V103 1,012,066 51,400 N X 51,400 NEXTEL COMMUNICATIONS INC COMMON 65332V103 408,429,257 20,742,979 N X 1 15,159,879 5,583,100 NEXTEL COMMUNICATIONS INC COMMON 65332V103 24,825,152 1,260,800 N X 2 1,260,800 NEXTEL COMMUNICATIONS INC COMMON 65332V103 67,499,289 3,428,100 N X 3 701,600 2,726,500 NEXTEL COMMUNICATIONS INC COMMON 65332V103 51,194 2,600 N X 5 2,600 NEXTEL COMMUNICATIONS INC COMMON 65332V103 18,471,603 938,121 N X 5 438,010 49,000 451,111 NEXTEL COMMUNICATIONS INC COMMON 65332V103 4,422,374 224,600 N X 6 224,600 NEW YORK COMMUNITY BANCORP COMMON 649445103 4,017,525 127,500 N X 1 50,300 77,200 NEW YORK COMMUNITY BANCORP COMMON 649445103 15,704,017 498,382 N X 3 241,926 256,456 NEW YORK COMMUNITY BANCORP COMMON 649445103 524,074 16,632 N X 5 16,632 NEW YORK TIMES CO COMMON 650111107 595,402 13,700 N X 1 13,700 NEW YORK TIMES CO COMMON 650111107 4,346 100 N X 5 100 NEW YORK TIMES CO COMMON 650111107 2,073,129 47,702 N X 5 26,300 500 20,902 NEW YORK TIMES CO COMMON 650111107 1,551,522 35,700 N X 6 35,700 OCULAR SCIENCES INC COMMON 675744106 7,606,392 341,400 N X 1 341,400 OFFICE DEPOT COMMON 676220106 394,805 28,100 N X 1 28,100 OFFICE DEPOT COMMON 676220106 14,050 1,000 N X 5 1,000 OFFICE DEPOT COMMON 676220106 4,334,903 308,534 N X 5 164,670 3,900 139,964 OFFICE DEPOT COMMON 676220106 961,020 68,400 N X 6 68,400 ODYSSEY HEALTHCARE INC. COMMON 67611V101 4,146,084 139,037 N X 1 49,512 89,525 ODYSSEY HEALTHCARE INC. COMMON 67611V101 17,534,161 588,000 N X 3 289,825 298,175 CORPORATE OFFICE PROPERTIE COMMON 22002T108 227,673 12,300 N X 2 12,300 ORIENTAL FINANCIAL GROUP I COMMON 68618W100 353,153 14,557 N X 6 14,557 OXFORD HEALTH PLANS INC COMMON 691471106 549,423 13,300 N X 5 13,300 OCEANEERING INTERNATIONAL COMMON 675232102 6,423,312 273,100 N X 1 273,100 OFFSHORE LOGISTICS INC COMMON 676255102 8,570,660 422,200 N X 1 422,200 ONE LIBERTY PROPERTIES INC COMMON 682406103 296,800 16,000 N X 2 16,000 OMNICOM GROUP INC. COMMON 681919106 222,735 3,100 N X 3,100 OMNICOM GROUP INC. COMMON 681919106 125,306,759 1,744,005 N X 1 1,351,605 392,400 OMNICOM GROUP INC. COMMON 681919106 18,318,158 254,950 N X 2 254,950 OMNICOM GROUP INC. COMMON 681919106 502,950 7,000 N X 3 7,000 OMNICOM GROUP INC. COMMON 681919106 28,740 400 N X 5 400 OMNICOM GROUP INC. COMMON 681919106 11,372,777 158,285 N X 5 72,952 1,600 83,733 OMNICOM GROUP INC. COMMON 681919106 2,945,850 41,000 N X 6 41,000 OLD NATL BANCORP IND COMMON 680033107 374,608 16,761 N X 5 11,858 4,903 BANK ONE CORP COMMON 06423A103 3,926,840 101,600 N X 1 101,600 BANK ONE CORP COMMON 06423A103 57,975 1,500 N X 5 1,500 BANK ONE CORP COMMON 06423A103 24,513,299 634,238 N X 5 260,260 84,100 289,878 BANK ONE CORP COMMON 06423A103 9,368,760 242,400 N X 6 242,400 ORACLE CORP COM COMMON 68389X105 132,396 11,800 N X 11,800 ORACLE CORP COM COMMON 68389X105 16,222,718 1,445,875 N X 1 1,413,575 32,300 ORACLE CORP COM COMMON 68389X105 612,051 54,550 N X 2 54,550 ORACLE CORP COM COMMON 68389X105 30,192,459 2,690,950 N X 3 646,750 2,044,200 ORACLE CORP COM COMMON 68389X105 99,858 8,900 N X 5 8,900 ORACLE CORP COM COMMON 68389X105 34,891,047 3,109,719 N X 5 1,532,320 104,400 1,472,999 ORACLE CORP COM COMMON 68389X105 12,659,526 1,128,300 N X 6 1,128,300 OLD REPUBLIC COMMON 680223104 585,693 17,700 N X 5 12,600 5,100 OVERTURE SERVICES INC COMMON 69039R100 1,933,770 73,000 N X 1 26,000 47,000 OVERTURE SERVICES INC COMMON 69039R100 8,043,424 303,640 N X 3 148,040 155,600 OCCIDENTAL PETE CORP DEL COMMON 674599105 1,123,837 31,900 N X 1 31,900 OCCIDENTAL PETE CORP DEL COMMON 674599105 10,569 300 N X 5 300 OCCIDENTAL PETE CORP DEL COMMON 674599105 4,304,366 122,179 N X 5 62,000 1,400 58,779 OCCIDENTAL PETE CORP DEL COMMON 674599105 2,934,659 83,300 N X 6 83,300 PAYCHEX INC COMMON 704326107 980,577 28,900 N X 1 28,900 PAYCHEX INC COMMON 704326107 33,930 1,000 N X 5 1,000 PAYCHEX INC COMMON 704326107 13,996,465 412,510 N X 5 181,645 43,850 187,015 PAYCHEX INC COMMON 704326107 2,758,509 81,300 N X 6 81,300 PEPSI BOTTLING GROUP COMMON 713409100 388,962 18,900 N X 1 18,900 PEPSI BOTTLING GROUP COMMON 713409100 16,464 800 N X 5 800 PEPSI BOTTLING GROUP COMMON 713409100 3,703,783 179,970 N X 5 122,470 2,900 54,600 PEPSI BOTTLING GROUP COMMON 713409100 1,224,510 59,500 N X 6 59,500 PITNEY BOWES INC COMMON 724479100 747,240 19,500 N X 1 19,500 PITNEY BOWES INC COMMON 724479100 19,160 500 N X 5 500 PITNEY BOWES INC COMMON 724479100 6,417,642 167,475 N X 5 82,870 1,700 82,905 PITNEY BOWES INC COMMON 724479100 1,938,992 50,600 N X 6 50,600 PETROBRAS SA ADR ADRS 71654V408 348,536 15,200 N X 15,200 PETROBRAS SA ADR ADRS 71654V408 779,620 34,000 N X 1 34,000 PETROBRAS SA ADR ADRS 71654V408 31,077,396 1,355,316 N X 1 839,403 515,913 PETROBRAS ADR GDR/GD 71654V101 5,890,500 277,200 N X 1 277,200 PACCAR INC COMMON 693718108 840,263 11,250 N X 1 11,250 PACCAR INC COMMON 693718108 298,760 4,000 N X 5 4,000 PACCAR INC COMMON 693718108 1,919,533 25,700 N X 6 25,700 PG AND E CORP COMMON 69331C108 819,770 34,300 N X 1 34,300 PG AND E CORP COMMON 69331C108 497,120 20,800 N X 5 20,800 PG AND E CORP COMMON 69331C108 2,151,000 90,000 N X 6 90,000 PLUM CREEK TIMBER CO INC COMMON 729251108 443,496 17,433 N X 1 17,433 PLUM CREEK TIMBER CO INC COMMON 729251108 259,183 10,188 N X 5 10,188 PLUM CREEK TIMBER CO INC COMMON 729251108 1,195,680 47,000 N X 6 47,000 SPRINT CORP PCS GROUP COMMON 852061506 403,392 70,400 N X 1 70,400 SPRINT CORP PCS GROUP COMMON 852061506 8,022 1,400 N X 5 1,400 SPRINT CORP PCS GROUP COMMON 852061506 2,719,372 474,585 N X 5 226,770 5,500 242,315 SPRINT CORP PCS GROUP COMMON 852061506 1,299,564 226,800 N X 6 226,800 PARTY CITY CORP COMMON 702145103 6,374,462 514,900 N X 1 514,900 PHELPS DODGE CORP COMMON 717265102 327,600 7,000 N X 1 7,000 PHELPS DODGE CORP COMMON 717265102 954,720 20,400 N X 6 20,400 PATTERSON DENTAL CO COMMON 703412106 4,013,326 69,700 N X 1 26,700 43,000 PATTERSON DENTAL CO COMMON 703412106 15,989,966 277,700 N X 3 134,900 142,800 PATTERSON DENTAL CO COMMON 703412106 420,334 7,300 N X 5 5,200 2,100 PEDIATRIX MEDICAL COMMON 705324101 4,310,280 93,600 N X 1 33,300 60,300 PEDIATRIX MEDICAL COMMON 705324101 207,225 4,500 N X 2 4,500 PEDIATRIX MEDICAL COMMON 705324101 17,987,591 390,610 N X 3 189,810 200,800 PUBLIC SERVICES ENTERPRISE COMMON 744573106 911,400 21,700 N X 1 21,700 PUBLIC SERVICES ENTERPRISE COMMON 744573106 16,800 400 N X 5 400 PUBLIC SERVICES ENTERPRISE COMMON 744573106 6,619,158 157,599 N X 5 73,780 1,600 82,219 PUBLIC SERVICES ENTERPRISE COMMON 744573106 2,133,600 50,800 N X 6 50,800 PEPSICO INC COMMON 713448108 13,100,506 285,850 N X 1 285,850 PEPSICO INC COMMON 713448108 129,699 2,830 N X 5 2,830 PEPSICO INC COMMON 713448108 49,403,960 1,077,983 N X 5 514,280 10,740 552,963 PEPSICO INC COMMON 713448108 16,970,849 370,300 N X 6 370,300 PETCO ANIMAL SUPPLIES INC COMMON 716016209 3,283,020 105,225 N X 1 37,525 67,700 PETCO ANIMAL SUPPLIES INC COMMON 716016209 13,696,800 439,000 N X 3 213,400 225,600 PFIZER COMMON 717081103 291,040 9,580 N X 9,580 PFIZER COMMON 717081103 62,050,391 2,042,475 N X 1 2,017,475 25,000 PFIZER COMMON 717081103 1,698,242 55,900 N X 2 55,900 PFIZER COMMON 717081103 93,023,257 3,061,990 N X 3 700,570 2,361,420 PFIZER COMMON 717081103 394,181 12,975 N X 5 12,975 PFIZER COMMON 717081103 150,767,008 4,962,706 N X 5 2,373,761 49,630 2,539,315 PFIZER COMMON 717081103 51,448,530 1,693,500 N X 6 1,693,500 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 11,606,995 374,540 N X 1 363,240 11,300 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 12,396 400 N X 5 400 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 3,477,078 112,200 N X 5 69,100 14,300 28,800 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 2,166,201 69,900 N X 6 69,900 PERFORMANCE FOOD GROUP COMMON 713755106 2,543,154 62,470 N X 1 22,300 40,170 PERFORMANCE FOOD GROUP COMMON 713755106 10,613,097 260,700 N X 3 126,400 134,300 PROCTER & GAMBLE CO COMMON 742718109 10,894,748 117,375 N X 1 117,375 PROCTER & GAMBLE CO COMMON 742718109 775,047 8,350 N X 2 8,350 PROCTER & GAMBLE CO COMMON 742718109 80,623,452 868,600 N X 3 132,000 736,600 PROCTER & GAMBLE CO COMMON 742718109 194,922 2,100 N X 5 2,100 PROCTER & GAMBLE CO COMMON 742718109 72,993,091 786,394 N X 5 385,990 8,100 392,304 PROCTER & GAMBLE CO COMMON 742718109 26,286,624 283,200 N X 6 283,200 PROGRESS ENERGY INC. COMMON 743263105 102,787,074 2,311,900 N X 1 1,698,600 613,300 PROGRESS ENERGY INC. COMMON 743263105 5,181,813 116,550 N X 2 116,550 PROGRESS ENERGY INC. COMMON 743263105 524,628 11,800 N X 3 10,300 1,500 PROGRESS ENERGY INC. COMMON 743263105 22,230 500 N X 5 500 PROGRESS ENERGY INC. COMMON 743263105 8,136,136 182,999 N X 5 89,860 2,000 91,139 PROGRESS ENERGY INC. COMMON 743263105 2,414,178 54,300 N X 6 54,300 PROGRESSIVE CORP COMMON 743315103 1,091,938 15,800 N X 1 15,800 PROGRESSIVE CORP COMMON 743315103 27,644 400 N X 5 400 PROGRESSIVE CORP COMMON 743315103 11,388,914 164,794 N X 5 75,570 14,400 74,824 PROGRESSIVE CORP COMMON 743315103 3,220,526 46,600 N X 6 46,600 PARKER HANNIFIN CORP COMMON 701094104 598,980 13,400 N X 1 13,400 PARKER HANNIFIN CORP COMMON 701094104 1,206,900 27,000 N X 6 27,000 PULTE HOMES INC COMMON 745867101 2,672,453 39,295 N X 1 39,295 PULTE HOMES INC COMMON 745867101 6,801 100 N X 5 100 PULTE HOMES INC COMMON 745867101 1,884,557 27,710 N X 5 20,300 400 7,010 PULTE HOMES INC COMMON 745867101 979,344 14,400 N X 6 14,400 POLARIS INDUSTRIES COMMON 731068102 1,230,890 16,600 N X 1 16,600 PARK ELECTROCHEMICAL COMMON 700416209 8,008,000 352,000 N X 1 352,000 PERKINELMER INC COMMON 714046109 156,162 10,200 N X 1 10,200 PERKINELMER INC COMMON 714046109 4,593 300 N X 5 300 PERKINELMER INC COMMON 714046109 1,162,029 75,900 N X 5 52,800 1,300 21,800 PERKINELMER INC COMMON 714046109 451,645 29,500 N X 6 29,500 POSCO ADR ADRS 693483109 1,464,320 51,200 N X 1 51,200 POSCO ADR ADRS 693483109 28,608,323 1,000,291 N X 1 648,386 351,905 PARKWAY PROPERTIES INC. COMMON 70159Q104 8,099,795 185,350 N X 1 185,350 PARKWAY PROPERTIES INC. COMMON 70159Q104 257,830 5,900 N X 2 5,900 PROTECTIVE LIFE CORPORATIO COMMON 743674103 462,675 15,500 N X 5 9,100 6,400 PROLOGIS COMMON 743410102 521,208 17,230 N X 1 17,230 PROLOGIS COMMON 743410102 1,198,656 39,625 N X 2 39,625 PROLOGIS COMMON 743410102 488,931 16,163 N X 3 16,163 PROLOGIS COMMON 743410102 296,450 9,800 N X 5 9,800 PROLOGIS COMMON 743410102 1,433,850 47,400 N X 6 47,400 PALL CORP. COMMON 696429307 208,692 9,300 N X 1 9,300 PALL CORP. COMMON 696429307 675,444 30,100 N X 6 30,100 PMC SIERRA INC COMMON 69344F106 156,973 11,900 N X 1 11,900 PMC SIERRA INC COMMON 69344F106 175,440 13,300 N X 5 13,300 PMC SIERRA INC COMMON 69344F106 502,577 38,100 N X 6 38,100 PMI GROUP INC COMMON 69344M101 914,625 27,100 N X 5 14,100 13,000 PNC FINANCIAL SERVICES GRO COMMON 693475105 94,684,200 1,990,000 N X 1 1,460,900 529,100 PNC FINANCIAL SERVICES GRO COMMON 693475105 8,631,012 181,400 N X 2 181,400 PNC FINANCIAL SERVICES GRO COMMON 693475105 347,334 7,300 N X 3 7,300 PNC FINANCIAL SERVICES GRO COMMON 693475105 19,032 400 N X 5 400 PNC FINANCIAL SERVICES GRO COMMON 693475105 8,066,000 169,525 N X 5 71,800 24,800 72,925 PNC FINANCIAL SERVICES GRO COMMON 693475105 2,921,412 61,400 N X 6 61,400 PENTAIR COMMON 709631105 93,100,278 2,335,096 N X 1 1,505,996 829,100 PENTAIR COMMON 709631105 6,194,283 155,362 N X 2 155,362 PANERA BREAD CO. COMMON 69840W108 2,404,352 58,700 N X 1 20,900 37,800 PANERA BREAD CO. COMMON 69840W108 10,055,680 245,500 N X 3 119,200 126,300 PATINA OIL AND GAS CORP. COMMON 703224105 2,581,194 71,225 N X 1 25,300 45,925 PATINA OIL AND GAS CORP. COMMON 703224105 10,781,400 297,500 N X 3 144,600 152,900 POWER INTEGRATIONS INC COMMON 739276103 2,994,924 90,100 N X 1 31,300 58,800 POWER INTEGRATIONS INC COMMON 739276103 12,215,700 367,500 N X 3 178,500 189,000 POZEN INC. COMMON 73941U102 504,952 28,400 N X 3 13,800 14,600 PENWEST PHARMACEUTICALS CO COMMON 709754105 1,782,350 82,900 N X 1 27,100 55,800 PENWEST PHARMACEUTICALS CO COMMON 709754105 7,239,050 336,700 N X 3 165,000 171,700 PHARMACEUTICAL PROD. DEVLP COMMON 717124101 1,916,801 79,900 N X 1 28,500 51,400 PHARMACEUTICAL PROD. DEVLP COMMON 717124101 8,003,064 333,600 N X 3 162,100 171,500 PARK PLACE ENTERTAINMENT C COMMON 700690100 322,702 35,816 N X 5 1,300 34,516 PPG INDUSTRIES SECURITIES COMMON 693506107 751,968 14,400 N X 1 14,400 PPG INDUSTRIES SECURITIES COMMON 693506107 10,444 200 N X 5 200 PPG INDUSTRIES SECURITIES COMMON 693506107 4,530,242 86,753 N X 5 36,700 800 49,253 PPG INDUSTRIES SECURITIES COMMON 693506107 1,984,360 38,000 N X 6 38,000 PPL CORPORATION COMMON 69351T106 614,250 15,000 N X 1 15,000 PPL CORPORATION COMMON 69351T106 8,190 200 N X 5 200 PPL CORPORATION COMMON 69351T106 3,339,227 81,544 N X 5 40,300 900 40,344 PPL CORPORATION COMMON 69351T106 1,617,525 39,500 N X 6 39,500 PRUDENTIAL FINANCIAL INC COMMON 744320102 1,681,200 45,000 N X 1 45,000 PRUDENTIAL FINANCIAL INC COMMON 744320102 29,888 800 N X 5 800 PRUDENTIAL FINANCIAL INC COMMON 744320102 12,386,073 331,533 N X 5 147,120 33,900 150,513 PRUDENTIAL FINANCIAL INC COMMON 744320102 4,348,704 116,400 N X 6 116,400 PUBLIC STORAGE INC COMMON 74460D109 574,720 14,650 N X 2 14,650 PUBLIC STORAGE INC COMMON 74460D109 690,448 17,600 N X 3 17,600 PUBLIC STORAGE INC COMMON 74460D109 317,763 8,100 N X 5 5,400 2,700 PS BUSINESS PARKS COMMON 69360J107 332,112 8,800 N X 2 8,800 PERICOM SEMICONDUCTOR CORP COMMON 713831105 822,000 82,200 N X 1 29,200 53,000 PERICOM SEMICONDUCTOR CORP COMMON 713831105 3,438,000 343,800 N X 3 167,100 176,700 PEOPLESOFT INC COMMON 712713106 516,596 28,400 N X 1 28,400 PEOPLESOFT INC COMMON 712713106 3,638 200 N X 5 200 PEOPLESOFT INC COMMON 712713106 2,514,076 138,212 N X 5 50,700 15,000 72,512 PEOPLESOFT INC COMMON 712713106 1,457,019 80,100 N X 6 80,100 PATTERSON-UTI ENERGY INC COMMON 703481101 1,567,353 57,900 N X 1 20,600 37,300 PATTERSON-UTI ENERGY INC COMMON 703481101 6,542,819 241,700 N X 3 117,500 124,200 PATHMARK STORES INCORPORAT COMMON 70322A101 530,835 76,160 N X 3 76,160 PACTIV CORPORATION COMMON 695257105 259,584 12,800 N X 1 12,800 PACTIV CORPORATION COMMON 695257105 12,168 600 N X 5 600 PACTIV CORPORATION COMMON 695257105 4,605,751 227,108 N X 5 117,270 2,200 107,638 PACTIV CORPORATION COMMON 695257105 766,584 37,800 N X 6 37,800 PROVIDIAN FINANCIAL CORP COMMON 74406A102 268,812 22,800 N X 1 22,800 PROVIDIAN FINANCIAL CORP COMMON 74406A102 4,716 400 N X 5 400 PROVIDIAN FINANCIAL CORP COMMON 74406A102 1,327,637 112,607 N X 5 49,200 1,400 62,007 PROVIDIAN FINANCIAL CORP COMMON 74406A102 772,245 65,500 N X 6 65,500 PRAXAIR INC. COMMON 74005P104 871,946 14,075 N X 1 14,075 PRAXAIR INC. COMMON 74005P104 6,195 100 N X 5 100 PRAXAIR INC. COMMON 74005P104 2,924,474 47,207 N X 5 22,300 500 24,407 PRAXAIR INC. COMMON 74005P104 2,230,200 36,000 N X 6 36,000 PIONEER NATURAL COMMON 723787107 825,362 32,418 N X 5 7,300 25,118 QWEST COMMUNICATIONS INTL COMMON 749121109 450,160 132,400 N X 1 132,400 QWEST COMMUNICATIONS INTL COMMON 749121109 3,740 1,100 N X 5 1,100 QWEST COMMUNICATIONS INTL COMMON 749121109 1,000,039 294,129 N X 5 128,170 3,900 162,059 QWEST COMMUNICATIONS INTL COMMON 749121109 1,257,320 369,800 N X 6 369,800 QUALCOMM INC COMMON 747525103 3,346,815 80,375 N X 1 80,375 QUALCOMM INC COMMON 747525103 562,140 13,500 N X 2 13,500 QUALCOMM INC COMMON 747525103 37,155,372 892,300 N X 3 181,700 710,600 QUALCOMM INC COMMON 747525103 62,460 1,500 N X 5 1,500 QUALCOMM INC COMMON 747525103 24,160,195 580,216 N X 5 259,340 36,000 284,876 QUALCOMM INC COMMON 747525103 7,132,932 171,300 N X 6 171,300 Q LOGIC COMMON 747277101 305,565 6,500 N X 1 6,500 Q LOGIC COMMON 747277101 14,103 300 N X 5 300 Q LOGIC COMMON 747277101 5,030,916 107,018 N X 5 54,400 4,700 47,918 Q LOGIC COMMON 747277101 977,808 20,800 N X 6 20,800 REGAL BELOIT COMMON 758750103 7,788,720 381,800 N X 1 381,800 RENAL CARE GROUP INC COMMON 759930100 10,747,005 314,700 N X 1 314,700 RENT A CENTER COMMON 76009N100 5,539,450 171,500 N X 1 171,500 RCN CORP COMMON 749361101 317,431 172,517 N X 3 172,517 ROYAL DUTCH PETROLEUM ADR ADRS 780257804 424,320 9,600 N X 6 9,600 RADIAN GROUP INC COMMON 750236101 497,280 11,200 N X 5 5,400 5,800 REYNOLDS AND REYNOLDS CO. COMMON 761695105 9,752,700 354,000 N X 1 354,000 REGIONS FINANCIAL CORP COMMON 758940100 647,325 18,900 N X 1 18,900 REGIONS FINANCIAL CORP COMMON 758940100 3,425 100 N X 5 100 REGIONS FINANCIAL CORP COMMON 758940100 1,691,950 49,400 N X 5 23,300 18,800 7,300 REGIONS FINANCIAL CORP COMMON 758940100 1,712,500 50,000 N X 6 50,000 R AND G FINANCIAL CORP COMMON 749136107 864,320 29,600 N X 6 29,600 REHABCARE GROUP COMMON 759148109 3,821,758 224,150 N X 1 224,150 ROBERT HALF INTL INC COMMON 770323103 243,750 12,500 N X 1 12,500 ROBERT HALF INTL INC COMMON 770323103 780,000 40,000 N X 6 40,000 RIGHT MANAGEMENT CONSULTAN COMMON 766573109 1,721,216 95,200 N X 1 95,200 RUBY TUESDAY INC COMMON 781182100 2,791,938 115,800 N X 1 41,200 74,600 RUBY TUESDAY INC COMMON 781182100 11,660,802 483,650 N X 3 235,050 248,600 TRANSOCEAN INC COM US$0.01 COMMON G90078109 9,210,000 460,500 N X 1 405,100 55,400 TRANSOCEAN INC COM US$0.01 COMMON G90078109 6,000 300 N X 5 300 TRANSOCEAN INC COM US$0.01 COMMON G90078109 2,024,760 101,238 N X 5 38,273 1,300 61,665 TRANSOCEAN INC COM US$0.01 COMMON G90078109 1,450,000 72,500 N X 6 72,500 RJ REYNOLDS TOBACCO HOLDIN COMMON 76182K105 307,424 7,775 N X 1 7,775 RJ REYNOLDS TOBACCO HOLDIN COMMON 76182K105 312,366 7,900 N X 5 7,900 RJ REYNOLDS TOBACCO HOLDIN COMMON 76182K105 814,524 20,600 N X 6 20,600 ADOLPH COORS COMMON 217016104 5,376 100 N X 5 100 ADOLPH COORS COMMON 217016104 1,645,110 30,601 N X 5 21,300 600 8,701 RLI CORP. COMMON 749607107 1,267,420 38,500 N X 1 13,700 24,800 RLI CORP. COMMON 749607107 5,260,616 159,800 N X 3 77,700 82,100 RESMED INC COMMON 761152107 1,007,142 22,900 N X 1 8,700 14,200 RESMED INC COMMON 761152107 4,026,677 91,557 N X 3 44,457 47,100 R.O.C. TAIWAN FUND TW EQU 749651105 1,243,191 276,880 N X 1 276,880 ROHM & HAAS CO COMMON 775371107 699,105 20,900 N X 1 20,900 ROHM & HAAS CO COMMON 775371107 6,690 200 N X 5 200 ROHM & HAAS CO COMMON 775371107 1,306,858 39,069 N X 5 19,600 700 18,769 ROHM & HAAS CO COMMON 775371107 1,689,225 50,500 N X 6 50,500 RADIO ONE INC COMMON 75040P405 689,280 48,000 N X 1 48,000 ROCKWELL AUTOMATION COM U$ COMMON 773903109 409,500 15,600 N X 1 15,600 ROCKWELL AUTOMATION COM U$ COMMON 773903109 265,125 10,100 N X 5 10,100 ROCKWELL AUTOMATION COM U$ COMMON 773903109 1,092,000 41,600 N X 6 41,600 ROPER INDUSTRIES INC COMMON 776696106 426,790 9,800 N X 1 9,800 ROSS STORES INC COMMON 778296103 1,905,396 41,100 N X 1 41,100 ROSS STORES INC COMMON 778296103 936,472 20,200 N X 2 20,200 ROSS STORES INC COMMON 778296103 56,990,348 1,229,300 N X 3 269,800 959,500 RPM INC OHIO COMMON 749685103 150,190 11,500 N X 5 11,500 RELIANT RES INC COMMON 75952B105 58,245 11,376 N X 5 11,376 ROUSE CO COMMON 779273101 562,950 13,500 N X 2 13,500 ROUSE CO COMMON 779273101 233,520 5,600 N X 3 5,600 ROUSE CO COMMON 779273101 212,670 5,100 N X 5 3,100 2,000 RADIOSHACK CORP COMMON 750438103 37,097,778 1,305,800 N X 1 1,151,200 154,600 RADIOSHACK CORP COMMON 750438103 4,882,259 171,850 N X 2 171,850 RADIOSHACK CORP COMMON 750438103 14,205 500 N X 5 500 RADIOSHACK CORP COMMON 750438103 5,899,706 207,663 N X 5 102,470 1,900 103,293 RADIOSHACK CORP COMMON 750438103 1,048,329 36,900 N X 6 36,900 ROSLYN BANCORP COMMON 778162107 2,815,252 119,900 N X 1 119,900 ROSLYN BANCORP COMMON 778162107 587,000 25,000 N X 5 19,200 5,800 RADISYS CORP COMMON 750459109 306,680 17,000 N X 1 4,400 12,600 RADISYS CORP COMMON 750459109 1,468,456 81,400 N X 3 39,500 41,900 RUDOLPH TECHNOLOGIES COMMON 781270103 1,365,217 70,700 N X 1 25,200 45,500 RUDOLPH TECHNOLOGIES COMMON 781270103 5,702,243 295,300 N X 3 143,400 151,900 RAYTHEON CO COMMON 755111507 971,600 34,700 N X 1 34,700 RAYTHEON CO COMMON 755111507 16,800 600 N X 5 600 RAYTHEON CO COMMON 755111507 6,563,760 234,420 N X 5 108,570 2,400 123,450 RAYTHEON CO COMMON 755111507 2,531,200 90,400 N X 6 90,400 IMS Health COMMON 449934108 343,930 16,300 N X 1 16,300 IMS Health COMMON 449934108 10,550 500 N X 5 500 IMS Health COMMON 449934108 3,626,879 171,890 N X 5 94,000 2,000 75,890 IMS Health COMMON 449934108 1,111,970 52,700 N X 6 52,700 RESORTQUEST INTERNATIONAL COMMON 761183102 3,114,540 471,900 N X 1 471,900 SEARS ROEBUCK & CO COMMON 812387108 1,145,726 26,200 N X 1 26,200 SEARS ROEBUCK & CO COMMON 812387108 30,611 700 N X 5 700 SEARS ROEBUCK & CO COMMON 812387108 10,702,480 244,740 N X 5 121,270 2,700 120,770 SEARS ROEBUCK & CO COMMON 812387108 2,728,752 62,400 N X 6 62,400 SAFECO CORP COMMON 786429100 419,594 11,900 N X 1 11,900 SAFECO CORP COMMON 786429100 1,117,742 31,700 N X 6 31,700 SALEM COMMUNICATIONS CORP. COMMON 794093104 663,138 34,200 N X 1 12,300 21,900 SALEM COMMUNICATIONS CORP. COMMON 794093104 2,352,007 121,300 N X 3 58,600 62,700 SANMINA-SCI CORP COMMON 800907107 379,852 39,160 N X 1 39,160 SANMINA-SCI CORP COMMON 800907107 4,850 500 N X 5 500 SANMINA-SCI CORP COMMON 800907107 2,155,699 222,237 N X 5 115,090 18,600 88,547 SANMINA-SCI CORP COMMON 800907107 1,079,610 111,300 N X 6 111,300 SATYAM COMPUTER ADS REP 2 ADRS 804098101 8,959,050 694,500 N X 1 694,500 SBC COMMUNICATIONS INC. COMMON 78387G103 743,150 33,400 N X 33,400 SBC COMMUNICATIONS INC. COMMON 78387G103 179,006,924 8,045,255 N X 1 6,257,455 1,787,800 SBC COMMUNICATIONS INC. COMMON 78387G103 8,384,913 376,850 N X 2 376,850 SBC COMMUNICATIONS INC. COMMON 78387G103 16,914,450 760,200 N X 3 68,200 692,000 SBC COMMUNICATIONS INC. COMMON 78387G103 129,050 5,800 N X 5 5,800 SBC COMMUNICATIONS INC. COMMON 78387G103 47,831,738 2,149,741 N X 5 1,003,771 22,200 1,123,770 SBC COMMUNICATIONS INC. COMMON 78387G103 15,922,100 715,600 N X 6 715,600 SYMBOL TECHNOLOGIES INC COMMON 871508107 198,370 16,600 N X 1 16,600 SYMBOL TECHNOLOGIES INC COMMON 871508107 310,103 25,950 N X 5 25,950 SYMBOL TECHNOLOGIES INC COMMON 871508107 615,425 51,500 N X 6 51,500 SANTANDER BANCORP COMMON 802809103 915,995 48,801 N X 6 48,801 STARBUCKS CORP COMMON 855244109 852,480 29,600 N X 1 29,600 STARBUCKS CORP COMMON 855244109 17,280 600 N X 5 600 STARBUCKS CORP COMMON 855244109 6,851,347 237,894 N X 5 106,470 19,400 112,024 STARBUCKS CORP COMMON 855244109 2,416,320 83,900 N X 6 83,900 CHARLES SCHWAB CORP COMMON 808513105 1,258,887 105,700 N X 1 105,700 CHARLES SCHWAB CORP COMMON 808513105 25,011 2,100 N X 5 2,100 CHARLES SCHWAB CORP COMMON 808513105 9,985,345 838,400 N X 5 379,790 63,750 394,860 CHARLES SCHWAB CORP COMMON 808513105 3,495,585 293,500 N X 6 293,500 SCHOLASTIC CORP COMMON 807066105 2,366,538 82,200 N X 1 82,200 SCHOOL SPECIALTY COMMON 807863105 4,609,514 163,400 N X 1 163,400 SICOR INC. COMMON 825846108 266,064 13,800 N X 13,800 SICOR INC. COMMON 825846108 120,086,752 6,228,566 N X 1 4,628,166 1,600,400 SICOR INC. COMMON 825846108 9,157,036 474,950 N X 2 474,950 SICOR INC. COMMON 825846108 387,528 20,100 N X 5 20,100 SUNGARD DATA SYSTEMS COMMON 867363103 599,868 22,800 N X 1 22,800 SUNGARD DATA SYSTEMS COMMON 867363103 13,155 500 N X 5 500 SUNGARD DATA SYSTEMS COMMON 867363103 5,842,978 222,082 N X 5 85,870 16,400 119,812 SUNGARD DATA SYSTEMS COMMON 867363103 1,636,482 62,200 N X 6 62,200 SIEBEL SYSTEMS INC COMMON 826170102 357,696 36,800 N X 1 36,800 SIEBEL SYSTEMS INC COMMON 826170102 5,832 600 N X 5 600 SIEBEL SYSTEMS INC COMMON 826170102 2,659,207 273,581 N X 5 124,170 20,500 128,911 SIEBEL SYSTEMS INC COMMON 826170102 1,065,312 109,600 N X 6 109,600 SEALED AIR CORP NEW COMMON 81211K100 278,657 5,900 N X 1 5,900 SEALED AIR CORP NEW COMMON 81211K100 9,446 200 N X 5 200 SEALED AIR CORP NEW COMMON 81211K100 4,039,345 85,525 N X 5 42,671 900 41,954 SEALED AIR CORP NEW COMMON 81211K100 887,924 18,800 N X 6 18,800 SEI INVESTMENTS COMMON 784117103 299,000 9,200 N X 5 7,300 1,900 SELECT MEDICAL CORPORATION COMMON 816196109 3,185,280 110,600 N X 1 39,200 71,400 SELECT MEDICAL CORPORATION COMMON 816196109 13,233,600 459,500 N X 3 223,400 236,100 SEROLOGICALS CORPORATION COMMON 817523103 458,935 34,900 N X 1 34,900 SCIENTIFIC ATLANTA INC COMMON 808655104 479,710 15,400 N X 1 15,400 SCIENTIFIC ATLANTA INC COMMON 808655104 3,115 100 N X 5 100 SCIENTIFIC ATLANTA INC COMMON 808655104 1,218,588 39,120 N X 5 21,200 300 17,620 SCIENTIFIC ATLANTA INC COMMON 808655104 1,006,145 32,300 N X 6 32,300 ISTAR FINANCIAL INC COMMON 45031U101 662,150 17,000 N X 2 17,000 ISTAR FINANCIAL INC COMMON 45031U101 268,755 6,900 N X 3 6,900 SAGA COMMUNICATIONS INC COMMON 786598102 5,432,861 280,768 N X 1 280,768 SCHERING PLOUGH CORP COMMON 806605101 2,037,588 133,700 N X 1 133,700 SCHERING PLOUGH CORP COMMON 806605101 33,528 2,200 N X 5 2,200 SCHERING PLOUGH CORP COMMON 806605101 8,538,225 560,251 N X 5 398,850 8,500 152,901 SCHERING PLOUGH CORP COMMON 806605101 4,869,180 319,500 N X 6 319,500 STONE ENERGY CORP COMMON 861642106 3,712,938 105,242 N X 1 105,242 A SCHULMAN INC COMMON 808194104 965,874 60,900 N X 1 60,900 SHARPER IMAGE CORP COMMON 820013100 2,603,474 112,900 N X 1 112,900 SHERWIN WILLIAMS CO COMMON 824348106 376,448 12,800 N X 1 12,800 SHERWIN WILLIAMS CO COMMON 824348106 217,634 7,400 N X 5 7,400 SHERWIN WILLIAMS CO COMMON 824348106 1,032,291 35,100 N X 6 35,100 SIGMA ALDRICH CORP COMMON 826552101 301,252 5,800 N X 1 5,800 SIGMA ALDRICH CORP COMMON 826552101 5,194 100 N X 5 100 SIGMA ALDRICH CORP COMMON 826552101 1,313,407 25,287 N X 5 8,800 2,600 13,887 SIGMA ALDRICH CORP COMMON 826552101 867,398 16,700 N X 6 16,700 SIDER NACIONAL CIA ADR REP ADRS 20440W105 1,175,712 33,100 N X 1 33,100 SELECTIVE INSURANCE GROUP COMMON 816300107 517,824 17,400 N X 1 17,400 SMITH INTERNATIONAL INC COMMON 832110100 208,684 5,800 N X 5 5,800 SIRIUS SATELLITE RADIO INC COMMON 82966U103 25,437 13,900 N X 1 13,900 SK TELECOM ADR ADRS 78440P108 497,736 27,900 N X 27,900 SK TELECOM ADR ADRS 78440P108 881,296 49,400 N X 1 49,400 SK TELECOM ADR ADRS 78440P108 34,926,831 1,957,782 N X 1 946,129 1,011,653 SILICON LABORATORIES INC COMMON 826919102 5,443,445 121,100 N X 4 121,100 SCHLUMBERGER LTD COMMON 806857108 222,640 4,600 N X 4,600 SCHLUMBERGER LTD COMMON 806857108 13,320,261 275,212 N X 1 262,812 12,400 SCHLUMBERGER LTD COMMON 806857108 355,740 7,350 N X 2 7,350 SCHLUMBERGER LTD COMMON 806857108 32,268,280 666,700 N X 3 112,700 554,000 SCHLUMBERGER LTD COMMON 806857108 33,880 700 N X 5 700 SCHLUMBERGER LTD COMMON 806857108 10,473,228 216,389 N X 5 87,100 2,700 126,589 SCHLUMBERGER LTD COMMON 806857108 6,059,680 125,200 N X 6 125,200 SARA LEE CORP COMMON 803111103 1,162,188 63,300 N X 1 63,300 SARA LEE CORP COMMON 803111103 38,556 2,100 N X 5 2,100 SARA LEE CORP COMMON 803111103 14,317,513 779,821 N X 5 368,240 8,000 403,581 SARA LEE CORP COMMON 803111103 3,132,216 170,600 N X 6 170,600 SL GREEN REALTY COMMON 78440X101 444,153 12,300 N X 1 12,300 SLM CORP COMMON 78442P106 1,250,616 32,100 N X 1 32,100 SLM CORP COMMON 78442P106 19,480 500 N X 5 500 SLM CORP COMMON 78442P106 9,901,138 254,136 N X 5 109,390 33,800 110,946 SLM CORP COMMON 78442P106 3,786,912 97,200 N X 6 97,200 SOLECTRON CORP COMMON 834182107 370,890 63,400 N X 1 63,400 SOLECTRON CORP COMMON 834182107 5,265 900 N X 5 900 SOLECTRON CORP COMMON 834182107 1,630,045 278,640 N X 5 154,770 3,500 120,370 SOLECTRON CORP COMMON 834182107 1,067,625 182,500 N X 6 182,500 SNAP ON INC COMMON 833034101 6,174,245 223,300 N X 1 223,300 SYNOPSYS INC. COMMON 871607107 240,006 7,800 N X 5 3,600 4,200 SYNOVUS FINL CORP COMMON 87161C105 584,766 23,400 N X 1 23,400 SYNOVUS FINL CORP COMMON 87161C105 27,489 1,100 N X 5 1,100 SYNOVUS FINL CORP COMMON 87161C105 9,404,412 376,327 N X 5 195,820 37,300 143,207 SYNOVUS FINL CORP COMMON 87161C105 1,669,332 66,800 N X 6 66,800 SOUTHERN CO COMMON 842587107 1,905,800 65,000 N X 1 65,000 SOUTHERN CO COMMON 842587107 32,252 1,100 N X 5 1,100 SOUTHERN CO COMMON 842587107 11,590,284 395,303 N X 5 189,670 4,100 201,533 SOUTHERN CO COMMON 842587107 4,600,308 156,900 N X 6 156,900 SOSS STAFFING SERVICES COMMON 78462X203 66,571 49,680 N X 1 49,680 SOUTHTRUST CORP COMMON 844730101 811,164 27,600 N X 1 27,600 SOUTHTRUST CORP COMMON 844730101 5,878 200 N X 5 200 SOUTHTRUST CORP COMMON 844730101 3,780,348 128,627 N X 5 52,100 25,100 51,427 SOUTHTRUST CORP COMMON 844730101 2,166,043 73,700 N X 6 73,700 SOVEREIGN BANCORP IN COMMON 845905108 341,320 18,400 N X 5 9,800 8,600 ST PAUL COMPANIES COMMON 792860108 777,630 21,000 N X 1 21,000 ST PAUL COMPANIES COMMON 792860108 18,515 500 N X 5 500 ST PAUL COMPANIES COMMON 792860108 7,181,043 193,925 N X 5 91,220 18,100 84,605 ST PAUL COMPANIES COMMON 792860108 1,870,015 50,500 N X 6 50,500 SIMON PROPERTY GROUP COMMON 828806109 710,354 16,300 N X 1 16,300 SIMON PROPERTY GROUP COMMON 828806109 1,093,858 25,100 N X 2 25,100 SIMON PROPERTY GROUP COMMON 828806109 97,054,055 2,227,032 N X 3 39,400 2,187,632 SIMON PROPERTY GROUP COMMON 828806109 4,358 100 N X 5 100 SIMON PROPERTY GROUP COMMON 828806109 1,656,781 38,017 N X 5 18,400 600 19,017 SIMON PROPERTY GROUP COMMON 828806109 2,000,322 45,900 N X 6 45,900 STAPLES INC COMMON 855030102 895,375 37,700 N X 1 37,700 STAPLES INC COMMON 855030102 28,500 1,200 N X 5 1,200 STAPLES INC COMMON 855030102 10,455,344 440,225 N X 5 207,070 14,500 218,655 STAPLES INC COMMON 855030102 2,531,750 106,600 N X 6 106,600 SPX CORP. COMMON 784635104 345,622 7,633 N X 5 5,000 2,633 SPDR TRUST COMMON 78462F103 17,971,010 179,800 N X 1 169,600 10,200 SPDR TRUST COMMON 78462F103 909,545 9,100 N X 2 9,100 SPDR TRUST COMMON 78462F103 84,877,540 849,200 N X 3 900 848,300 SPDR TRUST COMMON 78462F103 399,800 4,000 N X 5 4,000 SPDR TRUST COMMON 78462F103 5,935,831 59,388 N X 5 52,088 7,300 STANDARD REGISTER CO. COMMON 853887107 3,032,820 182,700 N X 1 182,700 SEMPRA ENERGY COMMON 816851109 101,356,093 3,452,183 N X 1 2,405,183 1,047,000 SEMPRA ENERGY COMMON 816851109 5,745,752 195,700 N X 2 195,700 SEMPRA ENERGY COMMON 816851109 8,808 300 N X 5 300 SEMPRA ENERGY COMMON 816851109 3,455,995 117,711 N X 5 60,600 1,400 55,711 SEMPRA ENERGY COMMON 816851109 1,379,920 47,000 N X 6 47,000 SUNRISE SENIOR LIVING INC. COMMON 86768K106 4,629,595 176,500 N X 1 176,500 STEWART ENTERPRISES INC COMMON 860370105 163,780 43,100 N X 1 43,100 SUNTRUST BANKS COMMON 867914103 1,400,584 23,200 N X 1 23,200 SUNTRUST BANKS COMMON 867914103 30,185 500 N X 5 500 SUNTRUST BANKS COMMON 867914103 10,955,102 181,466 N X 5 80,900 20,800 79,766 SUNTRUST BANKS COMMON 867914103 3,646,348 60,400 N X 6 60,400 ST JUDE MEDICAL COMMON 790849103 629,109 11,700 N X 1 11,700 ST JUDE MEDICAL COMMON 790849103 21,508 400 N X 5 400 ST JUDE MEDICAL COMMON 790849103 6,199,090 115,289 N X 5 61,100 1,400 52,789 ST JUDE MEDICAL COMMON 790849103 2,021,752 37,600 N X 6 37,600 STANLEY FURNITURE COMMON 854305208 4,554,716 149,286 N X 1 149,286 STATE STREET CORP COMMON 857477103 1,350,000 30,000 N X 1 30,000 STATE STREET CORP COMMON 857477103 22,500 500 N X 5 500 STATE STREET CORP COMMON 857477103 8,964,675 199,215 N X 5 86,406 28,000 84,809 STATE STREET CORP COMMON 857477103 3,262,500 72,500 N X 6 72,500 CONSTELLATION BRANDS COMMON 21036P108 3,085,588 101,200 N X 1 36,700 64,500 CONSTELLATION BRANDS COMMON 21036P108 12,753,967 418,300 N X 3 203,300 215,000 CONSTELLATION BRANDS COMMON 21036P108 417,713 13,700 N X 5 13,700 SUNOCO INC COMMON 86764P109 333,826 8,300 N X 1 8,300 SUNOCO INC COMMON 86764P109 237,298 5,900 N X 5 5,900 SUNOCO INC COMMON 86764P109 800,378 19,900 N X 6 19,900 SUN MICROSYSTEMS INC. COMMON 866810104 1,014,267 306,425 N X 1 306,425 SUN MICROSYSTEMS INC. COMMON 866810104 14,233 4,300 N X 5 4,300 SUN MICROSYSTEMS INC. COMMON 866810104 5,496,156 1,660,470 N X 5 773,750 58,900 827,820 SUN MICROSYSTEMS INC. COMMON 866810104 2,314,021 699,100 N X 6 699,100 SUPERIOR INDUSTIRIES INTL COMMON 868168105 5,859,475 144,500 N X 1 144,500 SUPER VALU INC COMMON 868536103 283,934 11,900 N X 1 11,900 SUPER VALU INC COMMON 868536103 329,268 13,800 N X 5 13,800 SUPER VALU INC COMMON 868536103 753,976 31,600 N X 6 31,600 STANLEY WORKS COMMON 854616109 2,952 100 N X 5 100 STANLEY WORKS COMMON 854616109 1,554,406 52,656 N X 5 24,130 600 27,926 SAFEWAY INC COMMON 786514208 917,600 40,000 N X 1 40,000 SAFEWAY INC COMMON 786514208 32,116 1,400 N X 5 1,400 SAFEWAY INC COMMON 786514208 11,280,631 491,745 N X 5 236,290 5,200 250,255 SAFEWAY INC COMMON 786514208 2,232,062 97,300 N X 6 97,300 SENSIENT TECH CORP COMMON 81725T100 3,120,600 148,600 N X 1 148,600 STRYKER CORP COMMON 863667101 1,144,712 15,200 N X 1 15,200 STRYKER CORP COMMON 863667101 30,124 400 N X 5 400 STRYKER CORP COMMON 863667101 8,712,689 115,691 N X 5 61,200 1,500 52,991 STRYKER CORP COMMON 863667101 3,245,861 43,100 N X 6 43,100 SYMATEC COMMON 871503108 2,684,652 42,600 N X 1 42,600 SYMATEC COMMON 871503108 1,027,226 16,300 N X 2 16,300 SYMATEC COMMON 871503108 70,620,212 1,120,600 N X 3 222,300 898,300 SYMATEC COMMON 871503108 12,604 200 N X 5 200 SYMATEC COMMON 871503108 2,873,712 45,600 N X 5 27,300 5,800 12,500 SYMATEC COMMON 871503108 2,073,358 32,900 N X 6 32,900 SYSCO CORP COMMON 871829107 2,224,280 68,000 N X 1 68,000 SYSCO CORP COMMON 871829107 42,523 1,300 N X 5 1,300 SYSCO CORP COMMON 871829107 15,796,673 482,931 N X 5 228,160 5,000 249,771 SYSCO CORP COMMON 871829107 4,576,129 139,900 N X 6 139,900 AT&T CORP COMMON 001957505 1,413,249 65,580 N X 1 65,580 AT&T CORP COMMON 001957505 35,881 1,665 N X 5 1,665 AT&T CORP COMMON 001957505 13,189,462 612,040 N X 5 300,280 6,509 305,251 AT&T CORP COMMON 001957505 3,674,275 170,500 N X 6 170,500 TRAVELERS PROPERTY CASUALT COMMON 89420G109 1,924,561 121,194 N X 5 20,400 100,794 TRAVELERS PROPERTY CASUALT COMMON 89420G406 305,150 19,216 N X 19,216 TRAVELERS PROPERTY CASUALT COMMON 89420G406 26,744,620 1,684,170 N X 1 1,630,670 53,500 TRAVELERS PROPERTY CASUALT COMMON 89420G406 38,795 2,443 N X 5 2,443 TRAVELERS PROPERTY CASUALT COMMON 89420G406 12,911,297 813,054 N X 5 403,971 60,782 348,301 TRAVELERS PROPERTY CASUALT COMMON 89420G406 3,441,196 216,700 N X 6 216,700 TARO PHARMACEUTICAL INDUST COMMON M8737E108 2,553,108 45,300 N X 1 16,000 29,300 TARO PHARMACEUTICAL INDUST COMMON M8737E108 10,561,864 187,400 N X 3 91,100 96,300 TCF FINL CORP COMMON 872275102 489,090 10,200 N X 5 4,900 5,300 TAUBMAN CENTERS INC.*** COMMON 876664103 521,360 26,600 N X 2 26,600 TAUBMAN CENTERS INC.*** COMMON 876664103 568,400 29,000 N X 3 29,000 TIDEWATER INC COMMON 886423102 271,680 9,600 N X 1 9,600 TECO ENERGY INC COMMON 872375100 328,916 23,800 N X 1 23,800 TECO ENERGY INC COMMON 872375100 2,764 200 N X 5 200 TECO ENERGY INC COMMON 872375100 907,974 65,700 N X 5 48,700 900 16,100 TECO ENERGY INC COMMON 872375100 678,562 49,100 N X 6 49,100 TEKTRONIX INC COMMON 879131100 492,525 19,900 N X 6 19,900 TELIK INC. COMMON 87959M109 1,564,401 78,025 N X 1 27,725 50,300 TELIK INC. COMMON 87959M109 6,508,230 324,600 N X 3 155,900 168,700 TERADYNE INC COMMON 880770102 243,660 13,100 N X 1 13,100 TERADYNE INC COMMON 880770102 777,480 41,800 N X 6 41,800 TEVA PHARMACEUTICAL ADR ADRS 881624209 685,800 12,000 N X 12,000 TEVA PHARMACEUTICAL ADR ADRS 881624209 914,400 16,000 N X 1 16,000 TEVA PHARMACEUTICAL ADR ADRS 881624209 49,242,041 861,628 N X 1 426,364 435,264 TEVA PHARMACEUTICAL ADR ADRS 881624209 337,185 5,900 N X 5 5,900 TRIUMPH GROUP INC COMMON 896818101 3,528,320 118,400 N X 1 118,400 TARGET CORPORATION COMMON 87612E106 2,469,469 65,625 N X 1 65,625 TARGET CORPORATION COMMON 87612E106 45,156 1,200 N X 5 1,200 TARGET CORPORATION COMMON 87612E106 16,614,774 441,530 N X 5 217,470 4,700 219,360 TARGET CORPORATION COMMON 87612E106 7,409,347 196,900 N X 6 196,900 THERAGENICS CORP. COMMON 883375107 2,518,260 441,800 N X 1 441,800 TENET HEALTHCARE CORP COM COMMON 88033G100 557,480 38,500 N X 1 38,500 TENET HEALTHCARE CORP COM COMMON 88033G100 10,136 700 N X 5 700 TENET HEALTHCARE CORP COM COMMON 88033G100 3,724,676 257,229 N X 5 118,900 2,650 135,679 TENET HEALTHCARE CORP COM COMMON 88033G100 1,481,304 102,300 N X 6 102,300 THQ INC COMMON 872443403 1,272,550 77,500 N X 1 27,500 50,000 THQ INC COMMON 872443403 5,305,302 323,100 N X 3 157,300 165,800 TIFFANY & CO COMMON 886547108 425,562 11,400 N X 1 11,400 TIFFANY & CO COMMON 886547108 1,194,560 32,000 N X 6 32,000 TEMPLE INLAND INC COMMON 879868107 247,605 5,100 N X 1 5,100 TEMPLE INLAND INC COMMON 879868107 4,855 100 N X 5 100 TEMPLE INLAND INC COMMON 879868107 1,616,715 33,300 N X 5 16,200 300 16,800 TEMPLE INLAND INC COMMON 879868107 684,555 14,100 N X 6 14,100 TJX COS. COMMON 872540109 32,435,284 1,670,200 N X 1 1,561,500 108,700 TJX COS. COMMON 872540109 4,176,271 215,050 N X 2 215,050 TJX COS. COMMON 872540109 23,304 1,200 N X 5 1,200 TJX COS. COMMON 872540109 8,220,913 423,322 N X 5 193,470 4,400 225,452 TJX COS. COMMON 872540109 2,159,504 111,200 N X 6 111,200 TURKISH INVESTMENT FUND TR EQU 900145103 141,316 20,600 N X 1 20,600 TEKELEC COMMON 879101103 3,626,203 232,300 N X 1 232,300 TELLABS INC. COMMON 879664100 222,033 32,700 N X 1 32,700 TELLABS INC. COMMON 879664100 248,514 36,600 N X 5 32,000 4,600 TELLABS INC. COMMON 879664100 628,075 92,500 N X 6 92,500 TALBOTS INC COMMON 874161102 240,465 6,900 N X 5 6,900 THORNBURG MORTGAGE INC COMMON 885218107 1,828,826 72,200 N X 1 72,200 TORCHMARK CORP COMMON 891027104 386,080 9,500 N X 1 9,500 TORCHMARK CORP COMMON 891027104 633,984 15,600 N X 5 5,800 9,600 200 TORCHMARK CORP COMMON 891027104 987,552 24,300 N X 6 24,300 THERMO ELECTRON CORP COMMON 883556102 297,290 13,700 N X 1 13,700 THERMO ELECTRON CORP COMMON 883556102 815,920 37,600 N X 6 37,600 TELEFONOS DE MEXICO ADR ADRS 879403780 494,910 16,200 N X 16,200 TELEFONOS DE MEXICO ADR ADRS 879403780 19,345,788 633,250 N X 1 96,000 537,250 TELENORTE LESTE PART. ADR ADRS 879246106 603,602 43,300 N X 43,300 TELENORTE LESTE PART. ADR ADRS 879246106 1,658,860 119,000 N X 1 119,000 TELENORTE LESTE PART. ADR ADRS 879246106 54,328,488 3,897,309 N X 1 2,047,088 1,850,221 TOYS R US COMMON 892335100 227,367 18,900 N X 1 18,900 TOYS R US COMMON 892335100 2,406 200 N X 5 200 TOYS R US COMMON 892335100 1,361,182 113,149 N X 5 46,600 1,000 65,549 TOYS R US COMMON 892335100 606,312 50,400 N X 6 50,400 TRIBUNE CO NEW COMMON 896047107 3,157,920 68,800 N X 1 68,800 TRIBUNE CO NEW COMMON 896047107 9,180 200 N X 5 200 TRIBUNE CO NEW COMMON 896047107 2,432,700 53,000 N X 5 31,700 800 20,500 TRIBUNE CO NEW COMMON 896047107 3,213,000 70,000 N X 6 70,000 TRIAD HOSPITALS INC COMMON 89579K109 390,612 12,900 N X 5 12,900 TRUSTMARK CORP COMMON 898402102 8,613,775 317,500 N X 1 317,500 T ROWE PRICE GROUP INC. COMMON 74144T108 433,230 10,500 N X 1 10,500 T ROWE PRICE GROUP INC. COMMON 74144T108 528,128 12,800 N X 5 12,800 T ROWE PRICE GROUP INC. COMMON 74144T108 1,118,146 27,100 N X 6 27,100 SABRE HOLDINGS CORP COMMON 785905100 266,497 12,401 N X 1 12,401 SABRE HOLDINGS CORP COMMON 785905100 4,298 200 N X 5 200 SABRE HOLDINGS CORP COMMON 785905100 1,622,645 75,507 N X 5 34,500 800 40,207 SABRE HOLDINGS CORP COMMON 785905100 707,021 32,900 N X 6 32,900 TAIWAN SEMICONDUCTOR ADR ADRS 874039100 696,184 64,283 N X 1 22,680 41,603 TYSON FOODS INC COMMON 902494103 194,994 13,800 N X 5 13,800 TOTAL SYS SVCS INC COMMON 891906109 347,820 13,200 N X 5 9,100 4,100 TETRA TECHNOLOGIES COMMON 88162F105 2,990,931 145,050 N X 1 51,700 93,350 TETRA TECHNOLOGIES COMMON 88162F105 12,484,379 605,450 N X 3 294,300 311,150 TUPPERWARE CORPORATION COMMON 899896104 12,042 900 N X 5 900 TUPPERWARE CORPORATION COMMON 899896104 2,603,347 194,570 N X 5 131,570 3,400 59,600 TAIWAN FUND INC. TW EQU 874036106 118,370 10,950 N X 1 10,950 TEXAS INSTRS INC COMMON 882508104 2,663,040 116,800 N X 1 116,800 TEXAS INSTRS INC COMMON 882508104 458,280 20,100 N X 3 14,400 5,700 TEXAS INSTRS INC COMMON 882508104 61,560 2,700 N X 5 2,700 TEXAS INSTRS INC COMMON 882508104 23,089,378 1,012,692 N X 5 485,530 10,200 516,962 TEXAS INSTRS INC COMMON 882508104 8,511,240 373,300 N X 6 373,300 TEXTRON INC COMMON 883203101 441,840 11,200 N X 1 11,200 TEXTRON INC COMMON 883203101 7,890 200 N X 5 200 TEXTRON INC COMMON 883203101 2,390,276 60,590 N X 5 31,644 600 28,346 TEXTRON INC COMMON 883203101 1,199,280 30,400 N X 6 30,400 TXU CORPORATION COMMON 873168108 270,940 11,500 N X 11,500 TXU CORPORATION COMMON 873168108 70,952,354 3,011,560 N X 1 2,317,460 694,100 TXU CORPORATION COMMON 873168108 4,613,048 195,800 N X 2 195,800 TXU CORPORATION COMMON 873168108 4,712 200 N X 5 200 TXU CORPORATION COMMON 873168108 2,184,719 92,730 N X 5 43,700 900 48,130 TXU CORPORATION COMMON 873168108 1,705,744 72,400 N X 6 72,400 TYCO INTERNATIONAL LTD COMMON 902124106 2,758,050 135,000 N X 1 135,000 TYCO INTERNATIONAL LTD COMMON 902124106 62,843 3,076 N X 5 3,076 TYCO INTERNATIONAL LTD COMMON 902124106 21,649,671 1,059,700 N X 5 431,927 12,054 615,719 TYCO INTERNATIONAL LTD COMMON 902124106 8,829,846 432,200 N X 6 432,200 TV AZTECA SA ADR ADRS 901145102 193,500 25,800 N X 25,800 TV AZTECA SA ADR ADRS 901145102 8,413,500 1,121,800 N X 1 178,400 943,400 UNIONBANCAL CORP COMMON 908906100 386,880 7,800 N X 5 3,700 4,100 UNIBANCO GDR ADRS 90458E107 207,900 10,500 N X 10,500 UNIBANCO GDR ADRS 90458E107 9,665,370 488,150 N X 1 97,300 390,850 URSTADT BIDDLE PROP. INC C COMMON 917286205 207,900 15,400 N X 2 15,400 UCBH HOLDINGS INC COMMON 90262T308 5,500,349 181,950 N X 1 64,750 117,200 UCBH HOLDINGS INC COMMON 90262T308 250,909 8,300 N X 2 8,300 UCBH HOLDINGS INC COMMON 90262T308 22,949,588 759,166 N X 3 369,166 390,000 UNOCAL COMMON 915289102 693,440 22,000 N X 1 22,000 UNOCAL COMMON 915289102 22,064 700 N X 5 700 UNOCAL COMMON 915289102 8,234,096 261,234 N X 5 122,850 2,400 135,984 UNOCAL COMMON 915289102 1,818,704 57,700 N X 6 57,700 UNITED DOMINION REALTY TRU COMMON 910197102 542,892 29,650 N X 2 29,650 UNITED DOMINION REALTY TRU COMMON 910197102 221,551 12,100 N X 3 12,100 UNIVERSAL HEALTHSERVICES S COMMON 913903100 375,820 7,600 N X 5 7,600 UNISYS CORP COMMON 909214108 326,073 24,100 N X 1 24,100 UNISYS CORP COMMON 909214108 6,765 500 N X 5 500 UNISYS CORP COMMON 909214108 2,582,092 190,842 N X 5 84,600 1,700 104,542 UNISYS CORP COMMON 909214108 990,396 73,200 N X 6 73,200 UNITED MICROELECTRONICS AD ADRS 910873207 327,976 72,722 N X 1 72,722 UNITEDHEALTH GROUP INC COMMON 91324P102 462,944 9,200 N X 9,200 UNITEDHEALTH GROUP INC COMMON 91324P102 269,333,070 5,352,406 N X 1 3,875,026 1,477,380 UNITEDHEALTH GROUP INC COMMON 91324P102 24,078,120 478,500 N X 2 478,500 UNITEDHEALTH GROUP INC COMMON 91324P102 68,566,032 1,362,600 N X 3 298,300 1,064,300 UNITEDHEALTH GROUP INC COMMON 91324P102 50,320 1,000 N X 5 1,000 UNITEDHEALTH GROUP INC COMMON 91324P102 18,889,725 375,392 N X 5 173,550 3,900 197,942 UNITEDHEALTH GROUP INC COMMON 91324P102 6,451,024 128,200 N X 6 128,200 UNUMPROVIDENT CORP COMMON 91529Y106 462,301 31,300 N X 1 31,300 UNUMPROVIDENT CORP COMMON 91529Y106 4,431 300 N X 5 300 UNUMPROVIDENT CORP COMMON 91529Y106 1,889,999 127,962 N X 5 49,400 22,500 56,062 UNUMPROVIDENT CORP COMMON 91529Y106 995,498 67,400 N X 6 67,400 UNION PAC CORP COMMON 907818108 1,227,387 21,100 N X 1 21,100 UNION PAC CORP COMMON 907818108 17,451 300 N X 5 300 UNION PAC CORP COMMON 907818108 6,102,033 104,900 N X 5 53,000 1,100 50,800 UNION PAC CORP COMMON 907818108 3,164,448 54,400 N X 6 54,400 UNION PLANTERS CORPORATION COMMON 908068109 541,044 17,100 N X 1 17,100 UNION PLANTERS CORPORATION COMMON 908068109 852,698 26,950 N X 5 8,950 18,000 UNION PLANTERS CORPORATION COMMON 908068109 1,423,800 45,000 N X 6 45,000 UPS COMMON 911312106 4,861,560 76,200 N X 1 76,200 UPS COMMON 911312106 127,600 2,000 N X 5 2,000 UPS COMMON 911312106 33,877,609 530,997 N X 5 279,610 7,500 243,887 UPS COMMON 911312106 15,586,340 244,300 N X 6 244,300 US Bancorp COMMON 902973304 6,665,022 277,825 N X 1 277,825 US Bancorp COMMON 902973304 60,512,376 2,522,400 N X 3 153,400 2,369,000 US Bancorp COMMON 902973304 86,940 3,624 N X 5 3,624 US Bancorp COMMON 902973304 35,736,463 1,489,640 N X 5 630,272 165,559 693,809 US Bancorp COMMON 902973304 9,919,865 413,500 N X 6 413,500 UST INC COMMON 902911106 489,002 13,900 N X 1 13,900 UST INC COMMON 902911106 277,922 7,900 N X 5 7,000 900 UST INC COMMON 902911106 1,266,480 36,000 N X 6 36,000 ULTRATECH STEPPER INC COMMON 904034105 1,046,962 37,100 N X 1 9,600 27,500 ULTRATECH STEPPER INC COMMON 904034105 5,000,584 177,200 N X 3 85,900 91,300 UTI WORLDWIDE INTERNATIONA COMMON G87210103 1,486,811 48,700 N X 1 17,300 31,400 UTI WORLDWIDE INTERNATIONA COMMON G87210103 6,188,431 202,700 N X 3 98,600 104,100 UNITED TECHNOLOGIES CORP COMMON 913017109 132,834,660 1,718,875 N X 1 1,215,975 502,900 UNITED TECHNOLOGIES CORP COMMON 913017109 14,161,560 183,250 N X 2 183,250 UNITED TECHNOLOGIES CORP COMMON 913017109 61,174,848 791,600 N X 3 118,200 673,400 UNITED TECHNOLOGIES CORP COMMON 913017109 61,824 800 N X 5 800 UNITED TECHNOLOGIES CORP COMMON 913017109 22,800,228 295,034 N X 5 142,720 3,100 149,214 UNITED TECHNOLOGIES CORP COMMON 913017109 7,797,552 100,900 N X 6 100,900 UNIVISION COMMUNICATIONS C COMMON 914906102 696,074 21,800 N X 1 21,800 UNIVISION COMMUNICATIONS C COMMON 914906102 9,579 300 N X 5 300 UNIVISION COMMUNICATIONS C COMMON 914906102 2,618,260 82,000 N X 5 57,000 1,400 23,600 UNIVISION COMMUNICATIONS C COMMON 914906102 1,676,325 52,500 N X 6 52,500 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 1,902,588 33,100 N X 1 33,100 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 936,924 16,300 N X 2 16,300 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 48,909,732 850,900 N X 3 205,500 645,400 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 350,628 6,100 N X 5 6,100 VALASSIS COMMUNICATIONS IN COMMON 918866104 364,320 13,800 N X 5 13,800 VOTORANTIM CELULOS ADR ADRS 92906P106 3,640,316 138,100 N X 1 24,600 113,500 V F CORP COMMON 918204108 369,645 9,500 N X 1 9,500 V F CORP COMMON 918204108 1,015,551 26,100 N X 6 26,100 VIACOM INC COMMON 925524100 456,960 11,900 N X 3 8,500 3,400 VIACOM INC B NEW COMMON 925524308 344,700 9,000 N X 9,000 VIACOM INC B NEW COMMON 925524308 92,039,496 2,403,120 N X 1 2,027,202 375,918 VIACOM INC B NEW COMMON 925524308 7,175,199 187,342 N X 2 187,342 VIACOM INC B NEW COMMON 925524308 34,993,714 913,674 N X 3 140,823 772,851 VIACOM INC B NEW COMMON 925524308 103,142 2,693 N X 5 2,693 VIACOM INC B NEW COMMON 925524308 36,559,840 954,565 N X 5 458,579 10,293 485,693 VIACOM INC B NEW COMMON 925524308 14,523,360 379,200 N X 6 379,200 VIMPEL COMMUNICATIONS ADR ADRS 68370R109 7,309,590 120,105 N X 1 1,485 118,620 VALLEY NATL BANCORP COMMON 919794107 305,878 10,987 N X 5 7,942 3,045 VULCAN MATERIALS CO COMMON 929160109 355,199 8,900 N X 1 8,900 VULCAN MATERIALS CO COMMON 929160109 3,991 100 N X 5 100 VULCAN MATERIALS CO COMMON 929160109 1,687,435 42,281 N X 5 19,600 500 22,181 VULCAN MATERIALS CO COMMON 929160109 965,822 24,200 N X 6 24,200 VORNADO REALTY TRUST COMMON 929042109 816,680 17,000 N X 2 17,000 VORNADO REALTY TRUST COMMON 929042109 331,476 6,900 N X 3 6,900 VORNADO REALTY TRUST COMMON 929042109 494,812 10,300 N X 5 5,300 5,000 VERISIGN INC. COMMON 92343E102 737,833 54,776 N X 5 12,850 7,000 34,926 VERISITY INC ILS0.01 COMMON M97385112 1,643,750 131,500 N X 1 47,200 84,300 VERISITY INC ILS0.01 COMMON M97385112 5,553,750 444,300 N X 3 221,800 222,500 VERITAS SOFTWARE CORP COMMON 923436109 901,180 28,700 N X 1 28,700 VERITAS SOFTWARE CORP COMMON 923436109 21,980 700 N X 5 700 VERITAS SOFTWARE CORP COMMON 923436109 8,795,705 280,118 N X 5 130,580 16,200 133,338 VERITAS SOFTWARE CORP COMMON 923436109 2,891,940 92,100 N X 6 92,100 VENTAS INC COMMON 92276F100 2,242,720 131,000 N X 1 46,600 84,400 VENTAS INC COMMON 92276F100 680,520 39,750 N X 2 39,750 VENTAS INC COMMON 92276F100 9,594,048 560,400 N X 3 279,400 281,000 VIAD CORP COMMON 92552R109 32,172,330 1,347,250 N X 1 882,450 464,800 VIAD CORP COMMON 92552R109 3,687,072 154,400 N X 2 154,400 VERIZON COMMUNICATIONS COMMON 92343V104 11,054,741 340,775 N X 1 335,375 5,400 VERIZON COMMUNICATIONS COMMON 92343V104 29,637,184 913,600 N X 3 61,000 852,600 VERIZON COMMUNICATIONS COMMON 92343V104 150,911 4,652 N X 5 4,652 VERIZON COMMUNICATIONS COMMON 92343V104 55,681,801 1,716,455 N X 5 808,102 17,808 890,545 VERIZON COMMUNICATIONS COMMON 92343V104 19,240,164 593,100 N X 6 593,100 WALGREEN CO COMMON 931422109 2,252,040 73,500 N X 1 73,500 WALGREEN CO COMMON 931422109 67,408 2,200 N X 5 2,200 WALGREEN CO COMMON 931422109 23,984,165 782,773 N X 5 374,940 8,300 399,533 WALGREEN CO COMMON 931422109 6,780,632 221,300 N X 6 221,300 WATERS CORPORATION COMMON 941848103 235,898 8,600 N X 1 8,600 WATERS CORPORATION COMMON 941848103 5,486 200 N X 5 200 WATERS CORPORATION COMMON 941848103 2,992,064 109,080 N X 5 52,200 900 55,980 WATERS CORPORATION COMMON 941848103 748,839 27,300 N X 6 27,300 WACHOVIA CORP COMMON 929903102 4,856,301 117,900 N X 1 117,900 WACHOVIA CORP COMMON 929903102 78,261 1,900 N X 5 1,900 WACHOVIA CORP COMMON 929903102 32,200,159 781,747 N X 5 330,140 89,600 362,007 WACHOVIA CORP COMMON 929903102 11,747,388 285,200 N X 6 285,200 WEBSTER FINANCIAL CORP COMMON 947890109 378,860 9,500 N X 5 5,100 4,400 WESTERN DIGITAL COMMON 958102105 148,235 11,500 N X 5 11,500 WENDYS INTERNATIONAL INC COMMON 950590109 319,770 9,900 N X 1 9,900 WENDYS INTERNATIONAL INC COMMON 950590109 3,230 100 N X 5 100 WENDYS INTERNATIONAL INC COMMON 950590109 804,270 24,900 N X 5 15,700 500 8,700 WENDYS INTERNATIONAL INC COMMON 950590109 849,490 26,300 N X 6 26,300 WELLS FARGO AND CO COMMON 949746101 916,700 17,800 N X 17,800 WELLS FARGO AND CO COMMON 949746101 370,826,935 7,200,523 N X 1 5,480,123 1,720,400 WELLS FARGO AND CO COMMON 949746101 29,718,075 577,050 N X 2 577,050 WELLS FARGO AND CO COMMON 949746101 92,293,150 1,792,100 N X 3 122,700 1,669,400 WELLS FARGO AND CO COMMON 949746101 149,350 2,900 N X 5 2,900 WELLS FARGO AND CO COMMON 949746101 61,159,546 1,187,564 N X 5 502,076 131,500 553,988 WELLS FARGO AND CO COMMON 949746101 18,885,050 366,700 N X 6 366,700 WEATHERFORD INTL LTD COMMON G95089101 341,531 9,040 N X 5 300 8,740 W HOLDING COMPANY INC EX-US 929251106 1,180,505 65,950 N X 6 65,950 WHIRLPOOL CORP COMMON 963320106 411,703 6,075 N X 1 6,075 WHIRLPOOL CORP COMMON 963320106 1,145,313 16,900 N X 6 16,900 WINN DIXIE STORES INC COMMON 974280109 3,860 400 N X 5 400 WINN DIXIE STORES INC COMMON 974280109 721,820 74,800 N X 5 47,400 1,400 26,000 WELLPOINT HEALTH NETWORKS COMMON 94973H108 2,235,320 29,000 N X 1 29,000 WELLPOINT HEALTH NETWORKS COMMON 94973H108 709,136 9,200 N X 2 9,200 WELLPOINT HEALTH NETWORKS COMMON 94973H108 58,696,420 761,500 N X 3 133,100 628,400 WELLPOINT HEALTH NETWORKS COMMON 94973H108 30,832 400 N X 5 400 WELLPOINT HEALTH NETWORKS COMMON 94973H108 11,795,629 153,031 N X 5 71,440 1,600 79,991 WELLPOINT HEALTH NETWORKS COMMON 94973H108 2,443,436 31,700 N X 6 31,700 WASHINGTON MUTUAL COMMON 939322103 3,240,742 82,315 N X 1 82,315 WASHINGTON MUTUAL COMMON 939322103 68,898 1,750 N X 5 1,750 WASHINGTON MUTUAL COMMON 939322103 29,575,729 751,225 N X 5 316,815 83,875 350,535 WASHINGTON MUTUAL COMMON 939322103 7,791,323 197,900 N X 6 197,900 WILLIAMSCOS COMMON 969457100 408,828 43,400 N X 1 43,400 WILLIAMSCOS COMMON 969457100 1,071,996 113,800 N X 6 113,800 WASTE MANAGEMENT INC COMMON 94106L109 1,141,012 43,600 N X 1 43,600 WASTE MANAGEMENT INC COMMON 94106L109 18,319 700 N X 5 700 WASTE MANAGEMENT INC COMMON 94106L109 7,256,025 277,265 N X 5 120,970 2,400 153,895 WASTE MANAGEMENT INC COMMON 94106L109 3,297,420 126,000 N X 6 126,000 WALMART STORES COMMON 931142103 26,278,039 470,511 N X 1 470,511 WALMART STORES COMMON 931142103 955,035 17,100 N X 2 17,100 WALMART STORES COMMON 931142103 85,654,353 1,533,650 N X 3 263,450 1,270,200 WALMART STORES COMMON 931142103 402,120 7,200 N X 5 7,200 WALMART STORES COMMON 931142103 125,350,466 2,244,413 N X 5 1,126,320 27,400 1,090,693 WALMART STORES COMMON 931142103 52,510,170 940,200 N X 6 940,200 VCA ANTECH INC. COMMON 918194101 2,931,975 124,500 N X 1 44,300 80,200 VCA ANTECH INC. COMMON 918194101 12,220,095 518,900 N X 3 252,300 266,600 WORTHINGTON INDUSTRIES INC COMMON 981811102 2,512 200 N X 5 200 WORTHINGTON INDUSTRIES INC COMMON 981811102 384,336 30,600 N X 5 19,400 700 10,500 WATSON PHARMACEUTICALS INC COMMON 942683103 458,590 11,000 N X 1 11,000 WATSON PHARMACEUTICALS INC COMMON 942683103 4,169 100 N X 5 100 WATSON PHARMACEUTICALS INC COMMON 942683103 1,646,755 39,500 N X 5 28,900 600 10,000 WATSON PHARMACEUTICALS INC COMMON 942683103 992,222 23,800 N X 6 23,800 WEST CORP COMMON 952355105 356,850 15,000 N X 5 15,000 WRIGLEY WM JR CO COMMON 982526105 862,680 15,600 N X 1 15,600 WRIGLEY WM JR CO COMMON 982526105 27,650 500 N X 5 500 WRIGLEY WM JR CO COMMON 982526105 9,385,627 169,722 N X 5 87,780 1,800 80,142 WRIGLEY WM JR CO COMMON 982526105 2,676,520 48,400 N X 6 48,400 WEYERHAEUSER COMMON 962166104 1,098,860 18,800 N X 1 18,800 WEYERHAEUSER COMMON 962166104 695,555 11,900 N X 3 8,500 3,400 WEYERHAEUSER COMMON 962166104 11,690 200 N X 5 200 WEYERHAEUSER COMMON 962166104 3,962,559 67,794 N X 5 33,700 800 33,294 WEYERHAEUSER COMMON 962166104 3,074,470 52,600 N X 6 52,600 WYETH COMMON 983024100 1,313,850 28,500 N X 28,500 WYETH COMMON 983024100 332,798,943 7,219,066 N X 1 5,732,816 1,486,250 WYETH COMMON 983024100 26,150,225 567,250 N X 2 567,250 WYETH COMMON 983024100 57,316,130 1,243,300 N X 3 240,000 1,003,300 WYETH COMMON 983024100 115,250 2,500 N X 5 2,500 WYETH COMMON 983024100 43,122,032 935,402 N X 5 453,040 9,500 472,862 WYETH COMMON 983024100 13,262,970 287,700 N X 6 287,700 UNITED STATES STEEL CORP COMMON 912909108 9,190 500 N X 5 500 UNITED STATES STEEL CORP COMMON 912909108 1,882,112 102,400 N X 5 68,000 1,800 32,600 UNITED STATES STEEL CORP COMMON 912909108 487,070 26,500 N X 6 26,500 CIMAREX ENERGY COMMON 171798101 3,308,480 168,800 N X 1 168,800 Xcel Energy Inc COMMON 98389B100 535,262 34,600 N X 1 34,600 Xcel Energy Inc COMMON 98389B100 220,370 14,245 N X 5 14,245 Xcel Energy Inc COMMON 98389B100 1,386,112 89,600 N X 6 89,600 XL CAPITAL LTD COMMON G98255105 712,448 9,200 N X 1 9,200 XL CAPITAL LTD COMMON G98255105 15,488 200 N X 5 200 XL CAPITAL LTD COMMON G98255105 5,225,419 67,477 N X 5 28,690 800 37,987 XL CAPITAL LTD COMMON G98255105 2,299,968 29,700 N X 6 29,700 XILINX INC COMMON 983919101 1,630,772 57,200 N X 1 57,200 XILINX INC COMMON 983919101 493,223 17,300 N X 2 17,300 XILINX INC COMMON 983919101 22,742,427 797,700 N X 3 211,400 586,300 XILINX INC COMMON 983919101 17,106 600 N X 5 600 XILINX INC COMMON 983919101 6,691,696 234,714 N X 5 108,970 16,200 109,544 XILINX INC COMMON 983919101 2,106,889 73,900 N X 6 73,900 EXXON MOBIL CORPORATION COMMON 30231G102 160,852,388 4,394,874 N X 1 3,357,474 1,037,400 EXXON MOBIL CORPORATION COMMON 30231G102 11,119,080 303,800 N X 2 303,800 EXXON MOBIL CORPORATION COMMON 30231G102 101,182,969 2,764,562 N X 3 190,710 2,573,852 EXXON MOBIL CORPORATION COMMON 30231G102 398,940 10,900 N X 5 10,900 EXXON MOBIL CORPORATION COMMON 30231G102 152,089,360 4,155,447 N X 5 1,988,800 41,800 2,124,847 EXXON MOBIL CORPORATION COMMON 30231G102 52,206,240 1,426,400 N X 6 1,426,400 DENTSPLY INTL COMMON 249030107 417,012 9,300 N X 5 7,100 2,200 XEROX CORP COMMON 984121103 645,354 62,900 N X 1 62,900 XEROX CORP COMMON 984121103 9,234 900 N X 5 900 XEROX CORP COMMON 984121103 3,777,362 368,164 N X 5 163,670 3,500 200,994 XEROX CORP COMMON 984121103 1,769,850 172,500 N X 6 172,500 XTO ENERGY INC COMMON 98385X106 536,630 25,566 N X 5 25,566 YELLOW CORP COMMON 985509108 5,468,040 183,000 N X 1 183,000 YAHOO INC COMMON 984332106 3,063,908 86,600 N X 1 86,600 YAHOO INC COMMON 984332106 813,740 23,000 N X 2 23,000 YAHOO INC COMMON 984332106 63,468,182 1,793,900 N X 3 326,700 1,467,200 YAHOO INC COMMON 984332106 42,456 1,200 N X 5 1,200 YAHOO INC COMMON 984332106 14,531,485 410,726 N X 5 196,180 13,800 200,746 YAHOO INC COMMON 984332106 4,641,856 131,200 N X 6 131,200 YUM BRANDS INC. COMMON 988498101 583,514 19,700 N X 1 19,700 YUM BRANDS INC. COMMON 988498101 17,772 600 N X 5 600 YUM BRANDS INC. COMMON 988498101 6,448,481 217,707 N X 5 108,170 2,400 107,137 YUM BRANDS INC. COMMON 988498101 1,851,250 62,500 N X 6 62,500 ZIONS BANCORPORATION COMMON 989701107 435,630 7,800 N X 1 7,800 ZIONS BANCORPORATION COMMON 989701107 960,620 17,200 N X 5 11,300 5,900 ZIONS BANCORPORATION COMMON 989701107 1,139,340 20,400 N X 6 20,400 ZIMMER HOLDINGS INC COMMON 98956P102 2,451,950 44,500 N X 1 44,500 ZIMMER HOLDINGS INC COMMON 98956P102 787,930 14,300 N X 2 14,300 ZIMMER HOLDINGS INC COMMON 98956P102 52,510,300 953,000 N X 3 193,100 759,900 ZIMMER HOLDINGS INC COMMON 98956P102 27,550 500 N X 5 500 ZIMMER HOLDINGS INC COMMON 98956P102 10,513,356 190,805 N X 5 86,950 1,820 102,035 ZIMMER HOLDINGS INC COMMON 98956P102 2,727,450 49,500 N X 6 49,500
-----END PRIVACY-ENHANCED MESSAGE-----