UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington D.C. 20549
Form 13F
Form 13F Cover Page
Report for Calendar Year or Quarter Ended: June 30, 2002
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Check here if amendment [_] Amendment Number [_]
Institutional Investment Manager filing this report:
Name: State Street Corporation
Address: 225 Franklin Street
Boston, Massachusetts 02110
Form 13F File Number: 28-399
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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 the reporting manager:
Name: Frederick P. Baughman
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Title Senior Vice President, Controller and Chief Accounting Officer
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Telephone: 617-786-3000
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Signature, Place, and Date of Signing:
/s/ FREDERICK P. BAUGHMAN Boston, Massachusetts July 25, 2002
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[Signature] [City, State] [Date]
Report Type (Check only one):
[_] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[_] 13F NOTICE. (Check here if no holdings reported are in this report
and all holdings are reported by other reporting manager(s).)
[X] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
List of Other Managers Reporting for this Manager:
(if there are no entries in this list, omit this section.)
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13F File Number Name
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28-5798 Roy A. Hammer
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Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 10
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Form 13F Information Table Entry Total: 3,319
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Form 13F Information Table Value Total: 302,221,461
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(thousands)
List of Other Included Managers:
Provide a numbered list of the names(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report. [If there are no entries in this
list, state "NONE" and omit the column headings and list entries.]
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No. Form 13F File Number Name
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1 28-1932 Frederick Ballou
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2 28-3602 Francis L. Coolidge
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3 28-2710 F. Davis Dossori, Jr.
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4 28-3488 Nicholas A. Grace
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5 28-5798 Roy A. Hammer
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6 28-6740 Edward J. Joyce
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7 28-5796 George H. Kidder
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8 28-1487 Peter B. Loring
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9 28-4282 Dean Ridlon
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10 28-6281 Michael B. Elefante
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State Street Corporation
SEC13F Report - June 30, 2002
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Investment Discretion Voting Authority
Name of Title of Cusip Fair Market Shares Sole Shared as Shared Sole Shared None
Issuer Class Number Value Prin Amt Defined Other
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DAIMLERCHRYSLER AG ORD D1668R12 2,319,766 48,098 47,930 168 48,098
DEUTSCHE BANK AG NAM ORD D1819089 1,804,201 25,956 25,811 145 25,956
ACE LTD ORD G0070K10 177,062,162 5,603,233 5,603,043 190 5,269,317 52,400 281,516
AMDOCS LTD ORD G0260210 3,698,495 489,867 390,646 83,496 15,725 408,632 15,725 65,510
ARCH CAP GROUP LTD ORD G0450A10 504,082 17,907 17,907 17,907
BUNGE LIMITED COM G1696210 1,430,580 67,800 67,800 67,800
COOPER INDS LTD CL A G2418210 87,076,813 2,215,695 2,206,313 8,882 500 1,938,704 27,000 249,991
EVEREST RE GROUP LTD COM G3223R10 14,599,872 260,945 260,945 260,365 580
FRESH DEL MONTE PROD ORD G3673810 1,010,500 40,420 39,620 800 40,420
GARMIN LTD ORD G3726010 394,518 17,892 17,892 17,892
GLOBALSANTAFE CORP SHS G3930E10 19,151,263 700,229 676,825 1,728 21,676 473,593 21,676 204,960
HELEN OF TROY CORP L COM G4388N10 232,578 19,981 19,981 19,981
INGERSOLL-RAND COMPA CL A G4776G10 144,547,094 3,165,727 3,152,089 7,288 6,350 2,720,535 49,844 395,348
IPC HLDGS LTD ORD G4933P10 546,330 17,889 17,889 17,889
LORAL SPACE & COMMUN COM G5646210 324,483 327,761 314,198 13,563 327,761
NOBLE CORPORATION SHS G6542210 126,069,028 3,266,037 3,151,816 88,396 25,825 2,989,069 58,175 218,793
PARTNERRE LTD COM G6852T10 770,717 15,745 15,745 15,245 500
RENAISSANCE RE HLDGS COM G7496G10 3,855,297 105,336 105,336 105,336
STEWART W P & CO LTD COM G8492210 278,984 10,932 10,932 10,932
HILFIGER TOMMYCORP ORD G8915Z10 442,946 30,932 30,932 30,932
TRANSOCEAN INC ORD G9007810 192,146,656 6,168,432 6,096,601 39,735 32,096 5,313,802 143,133 711,497
WHITE MTNS INS GROUP COM G9618E10 7,018,071 22,174 22,124 50 22,074 100
WILLIS GROUP HOLDING SHS G9665510 1,151,191 34,980 34,900 80 34,980
XOMA LTD ORD G9825R10 263,136 65,949 65,949 65,949
XL CAP LTD CL A G9825510 193,942,756 2,289,761 2,288,361 1,400 2,016,487 30,100 243,174
UBS AG NAMEN AKT H8920M85 39,876,428 799,287 212,564 586,723 408,527 386,860 3,900
CHECK POINT SOFTWARE ORD M2246510 2,127,333 156,883 156,883 103,726 38,021 15,136
TARO PHARMACEUTICAL ORD M8737E10 993,648 40,524 40,524 23,400 12,819 4,305
VERISITY LTD ORD M9738511 341,598 19,700 19,700 19,700
ASML HLDG NV N Y SHS N0705911 6,916,160 457,418 58,541 398,877 450,218 7,200
CORE LABORATORIES N COM N2271710 219,737 18,281 18,281 18,281
ROYAL CARIBBEAN CRUI COM V7780T10 4,162,957 213,485 207,485 6,000 213,485
FLEXTRONICS INTL LTD ORD Y2573F10 25,277,283 3,545,201 2,609,351 935,850 3,360,163 185,038
GENERAL MARITIME COR SHS Y2692M10 214,080 22,300 22,300 22,300
OMI CORP NEW COM Y6476W10 206,877 50,458 50,458 50,458
TEEKAY SHIPPING MARS COM Y8564W10 5,248,860 142,207 98,817 36,090 7,300 134,907 7,300
AAON INC COM PAR $0 00036020 1,016,864 54,175 54,175 48,325 5,850
AAR CORP COM 00036110 2,790,669 273,595 273,495 100 254,195 19,400
ABB LTD SPONSORED 00037520 506,277 56,253 56,253 56,253
ABC BANCORP COM 00040010 1,381,792 92,800 92,800 90,900 1,900
A C MOORE ARTS & CRA COM 00086T10 841,551 17,773 17,773 13,973 3,800
A D C TELECOMMUNICAT COM 00088610 42,391,717 18,511,667 18,456,222 51,635 3,810 15,966,987 208,255 2,336,425
ADE CORP MASS COM 00089C10 1,080,788 94,392 94,192 200 88,292 6,100
ABN AMRO HLDG NV SPONSORED 00093710 2,336,324 129,293 129,293 129,293
ABM INDS INC COM 00095710 9,661,152 556,518 556,318 200 533,118 23,400
AEP INDS INC COM 00103110 735,276 20,712 20,712 18,212 2,500
AFC ENTERPRISES INC COM 00104Q10 4,315,062 138,082 138,082 129,282 8,800
Page Total 1,133,283,952
Page 1 of 67
Investment Discretion Voting Authority
Name of Title of Cusip Fair Market Shares Sole Shared as Shared Sole Shared None
Issuer Class Number Value Prin Amt Defined Other
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AFLAC INC COM 00105510 427,556,224 13,361,132 13,162,031 165,351 33,750 11,398,763 217,623 1,744,746
AGCO CORP COM 00108410 27,688,810 1,419,939 1,418,739 1,080 120 1,369,459 1,820 48,660
AGL RES INC COM 00120410 23,222,968 1,000,990 1,000,340 650 950,590 50,400
AES CORP COM 00130H10 60,736,915 11,206,073 11,149,534 54,899 1,640 9,717,728 163,201 1,325,144
AK STL HLDG CORP COM 00154710 12,751,022 995,396 988,986 6,030 380 931,544 2,580 61,272
AMB PROPERTY CORP COM 00163T10 24,443,283 788,493 788,153 340 714,284 1,600 72,609
AMC ENTMT INC COM 00166910 3,870,025 272,537 272,537 256,237 16,300
AMLI RESIDENTIAL PPT SH BEN INT 00173510 6,567,340 252,590 252,590 237,224 15,366
AMN HEALTHCARE SERVI COM 00174410 3,101,780 88,597 88,597 79,897 8,700
AMR CORP COM 00176510 75,539,527 4,480,399 3,511,038 968,921 440 3,111,863 1,006,746 361,790
AOL TIME WARNER INC COM 00184A10 1,502,058,002 102,111,353 101,006,688 956,456 148,209 86,999,164 1,522,919 13,589,270
APAC CUSTOMER SERVIC COM 00185E10 1,604,457 271,942 271,942 256,642 15,300
AT&T CORP COM 00195710 1,077,823,476 100,731,166 90,227,722 10,211,315 292,129 78,124,072 10,792,176 11,814,918
ATMI INC COM 00207R10 8,947,552 399,980 397,140 2,840 382,580 17,400
AT&T WIRELESS SVCS I COM 00209A10 336,863,106 57,583,437 57,210,724 302,126 70,587 49,034,443 828,573 7,720,421
AVI BIOPHARMA INC COM 00234610 226,674 77,100 77,100 77,100
AVX CORP NEW COM 00244410 9,153,585 560,538 558,838 1,700 525,814 1,200 33,524
AXT INC COM 00246W10 2,185,594 273,884 273,884 261,584 12,300
AAIPHARMA INC COM 00252W10 2,675,457 119,015 119,015 112,915 6,100
AARON RENTS INC COM 00253520 3,420,850 142,833 142,833 134,633 8,200
AARON RENTS INC CL A 00253530 344,250 15,300 15,300 15,300
ABBOTT LABS COM 00282410 1,412,631,237 37,520,086 36,093,180 761,177 665,729 31,221,882 1,837,549 4,460,655
ABERCROMBIE & FITCH CL A 00289620 22,651,670 939,124 930,218 6,756 2,150 879,010 4,250 55,864
ABGENIX INC COM 00339B10 4,987,278 508,906 508,056 750 100 459,766 100 49,040
ABIOMED INC COM 00365410 1,266,202 149,334 149,034 300 139,034 10,300
ACACIA RESH CORP COM 00388110 1,413,105 199,029 199,007 22 187,018 22 11,989
ACADIA RLTY TR COM SH BEN 00423910 1,481,384 181,765 181,765 157,365 24,400
ACCLAIM ENTMT INC COM PAR $0 00432520 2,256,248 639,164 639,164 596,064 43,100
ACCREDO HEALTH INC COM 00437V10 15,081,089 326,855 325,525 1,230 100 305,119 800 20,936
ACME COMMUNICATION I COM 00463110 520,100 70,762 68,062 2,700 68,562 2,200
ACTIVISION INC NEW COM NEW 00493020 29,184,405 1,004,281 1,002,281 2,000 974,032 1,000 29,249
ACTION PERFORMANCE C COM 00493310 8,999,932 284,808 284,408 400 275,008 400 9,400
ACTEL CORP COM 00493410 5,775,665 274,770 274,750 20 260,270 14,500
ACTERNA CORP COM 00503U10 484,891 1,179,785 1,179,545 100 140 1,060,745 140 118,900
ACTIVE POWER INC COM 00504W10 1,619,066 448,495 448,495 427,595 20,900
ACTRADE FINL TECHNOL COM 00507P10 741,768 71,187 71,187 66,887 4,300
ACTUATE CORP COM 00508B10 2,329,960 517,769 514,469 3,200 100 482,369 100 35,300
ACTUANT CORP CL A NEW 00508X20 2,119,425 51,380 51,240 140 45,070 6,310
ACUITY BRANDS INC COM 00508Y10 10,860,285 596,719 596,674 45 570,300 26,419
ACXIOM CORP COM 00512510 15,957,910 912,402 907,862 4,140 400 855,124 2,400 54,878
ADAPTEC INC COM 00651F10 10,118,159 1,282,403 1,256,401 25,742 260 1,185,000 2,760 94,643
ADECCO SA SPONSORED 00675410 301,618 20,311 20,311 20,311
ADMINISTAFF INC COM 00709410 4,542,880 454,288 445,714 3,899 4,675 434,713 4,675 14,900
ADOBE SYS INC COM 00724F10 159,646,284 5,601,624 5,589,379 11,365 880 4,746,967 159,834 694,823
ADOLOR CORP COM 00724X10 5,238,388 465,221 405,082 60,139 447,621 17,600
ADTRAN INC COM 00738A10 6,946,528 365,626 365,376 150 100 352,126 100 13,400
ADVANCED AUTO PARTS COM 00751Y10 2,940,650 53,947 53,947 44,547 9,400
ADVANCED DIGITAL INF COM 00752510 5,826,116 691,117 690,997 20 100 656,247 100 34,770
ADVANCED MARKETING S COM 00753T10 2,733,837 149,390 149,390 141,540 7,850
ADVANCED FIBRE COMMU COM 00754A10 13,280,346 802,923 801,003 1,620 300 747,797 2,200 52,926
Page Total 5,362,717,323
Page 2 of 67
Investment Discretion Voting Authority
Name of Title of Cusip Fair Market Shares Sole Shared as Shared Sole Shared None
Issuer Class Number Value Prin Amt Defined Other
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ADVANCED TISSUE SCIE COM 00755F10 1,052,917 731,193 731,193 689,493 41,700
ADVANCED NEUROMODULA COM 00757T10 2,228,726 73,073 73,073 68,473 4,600
ADVO INC COM 00758510 11,949,259 313,876 313,876 302,276 11,600
AEGIS RLTY INC COM 00760P10 2,684,752 239,710 239,710 239,710
ADVANTEST CORP SPONSORED 00762U10 5,944,715 379,854 34,475 345,379 373,329 6,525
ADVISORY BRD CO COM 00762W10 1,479,063 40,813 40,813 37,813 3,000
AEROFLEX INC COM 00776810 8,363,748 1,203,417 1,202,417 900 100 1,168,497 100 34,820
AEROPOSTALE COM 00786510 799,204 29,200 29,200 21,500 7,700
ADVANCEPCS COM 00790K10 21,883,194 914,085 911,735 2,130 220 863,295 2,320 48,470
ADVANCED MICRO DEVIC COM 00790310 73,577,688 7,569,721 7,552,351 16,110 1,260 6,441,526 84,816 1,043,379
AEGON N V ORD AMER R 00792410 2,283,188 112,196 112,196 112,196
ADVANTA CORP CL A 00794210 2,446,334 225,261 225,261 212,061 13,200
ADVANTA CORP CL B 00794220 239,367 21,900 21,900 21,900
ADVANCED ENERGY INDS COM 00797310 4,995,645 225,232 225,132 100 213,432 100 11,700
ADVENT SOFTWARE INC COM 00797410 11,285,332 439,118 438,181 837 100 405,608 800 32,710
AETHER SYS INC COM 00808V10 709,926 240,653 239,053 1,600 227,453 13,200
AETNA INC NEW COM 00817Y10 153,510,188 3,200,129 3,194,179 5,045 905 2,738,014 27,381 434,734
AFFILIATED COMPUTER CL A 00819010 53,320,277 1,123,005 1,117,685 4,760 560 1,046,845 2,660 73,500
AFFILIATED MANAGERS COM 00825210 16,391,103 266,522 238,642 21,680 6,200 244,622 6,700 15,200
AFFYMETRIX INC COM 00826T10 7,321,867 305,205 303,785 1,320 100 271,405 1,000 32,800
AFTERMARKET TECHNOLO COM 00831810 540,441 28,148 28,148 23,448 4,700
AGERE SYS INC CL A 00845V10 6,911,917 4,937,084 4,923,563 12,691 830 4,226,305 2,299 708,480
AGERE SYS INC CL B 00845V20 12,745,068 8,496,712 8,339,337 138,453 18,922 6,975,779 59,633 1,461,300
AGILENT TECHNOLOGIES COM 00846U10 278,566,822 11,778,724 11,525,163 122,479 131,082 10,105,298 286,924 1,386,502
AGILE SOFTWARE CORP COM 00846X10 2,638,384 362,914 362,814 100 347,274 15,640
AIR PRODS & CHEMS IN COM 00915810 733,859,539 14,540,510 5,246,436 9,117,147 176,927 4,664,942 9,181,777 693,791
AIRBORNE INC COM 00926910 24,175,142 1,259,122 1,257,562 1,560 1,212,022 47,100
AIRGAS INC COM 00936310 23,818,864 1,376,813 1,376,763 50 1,340,393 36,420
AIRGATE PCS INC COM 00936710 266,449 266,449 264,449 2,000 252,249 14,200
AIRNET SYS INC COM 00941710 427,329 50,274 3,800 46,474 3,800 46,474
AIRTRAN HLDGS INC COM 00949P10 3,678,285 687,530 687,530 649,710 37,820
AKAMAI TECHNOLOGIES COM 00971T10 1,329,404 1,022,619 845,091 1,878 175,650 803,869 175,650 43,100
AKSYS LTD COM 01019610 1,385,188 200,752 179,352 21,400 190,052 10,700
AKZO NOBEL NV SPONSORED 01019930 1,090,240 25,063 25,063 25,063
ALABAMA NATL BANCORP COM 01031710 6,654,928 153,729 153,729 148,729 5,000
ALAMO GROUP INC COM 01131110 1,857,000 123,800 123,800 120,000 3,800
ALAMOSA HLDGS INC COM 01158910 1,078,690 765,029 758,929 6,000 100 720,329 100 44,600
ALARIS MED INC COM 01163710 552,780 83,000 83,000 74,200 8,800
ALASKA AIR GROUP INC COM 01165910 9,975,654 382,209 380,649 60 1,500 356,509 1,500 24,200
ALASKA COMMUNICATION COM 01167P10 464,172 97,741 97,741 97,741
ALBANY INTL CORP CL A 01234810 7,718,433 286,824 286,824 272,124 14,700
ALBANY MOLECULAR RES COM 01242310 6,731,906 318,444 318,144 300 305,244 13,200
ALBEMARLE CORP COM 01265310 11,725,528 381,318 380,368 400 550 363,468 550 17,300
ALBERTO CULVER CO CL B CONV 01306810 52,090,336 1,089,756 1,088,186 1,470 100 952,240 44,503 93,013
ALBERTSONS INC COM 01310410 308,479,568 10,127,366 10,070,521 28,348 28,497 8,685,953 192,321 1,249,092
ALCAN INC COM 01371610 196,986,303 5,250,168 5,249,993 175 4,829,142 79,200 341,826
ALCOA INC COM 01381710 759,218,604 22,902,522 22,827,205 66,217 9,100 20,242,886 320,805 2,338,831
ALCATEL SPONSORED 01390430 371,369 52,232 50,887 1,345 52,232
ALDERWOODS GROUP INC COM 01438310 243,318 32,100 32,100 7,400 24,700
ALEXANDER & BALDWIN COM 01448210 14,537,241 569,418 569,318 100 542,118 27,300
Page Total 2,852,585,395
Page 3 of 67
Investment Discretion Voting Authority
Name of Title of Cusip Fair Market Shares Sole Shared as Shared Sole Shared None
Issuer Class Number Value Prin Amt Defined Other
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ALEXANDERS INC COM 01475210 1,559,577 20,307 20,307 18,747 1,560
ALEXANDRIA REAL ESTA COM 01527110 24,522,670 497,014 411,922 85,092 482,330 14,684
ALEXION PHARMACEUTIC COM 01535110 2,922,041 192,874 192,374 500 183,474 9,400
ALFA CORP COM 01538510 9,869,418 843,540 843,340 200 821,700 21,840
ALICO INC COM 01623010 731,605 24,893 24,893 24,793 100
ALIGN TECHNOLOGY INC COM 01625510 484,431 119,879 86,766 6,600 26,513 89,066 26,513 4,300
ALKERMES INC COM 01642T10 7,188,618 449,008 446,218 2,690 100 413,908 100 35,000
ALLEGHANY CORP DEL COM 01717510 7,155,051 37,461 35,177 2,284 32,338 1,774 3,349
ALLEGHENY ENERGY INC COM 01736110 86,514,747 3,359,796 3,335,265 8,998 15,533 2,977,043 56,376 326,377
ALLEGHENY TECHNOLOGI COM 01741R10 27,968,733 1,770,173 1,763,273 6,900 1,614,775 20,572 134,826
ALLEGIANCE TELECOM I COM 01747T10 1,132,274 618,729 613,524 5,105 100 567,629 100 51,000
ALLEGIANT BANCORP IN COM 01747610 1,814,583 99,867 99,867 90,667 9,200
ALLEN TELECOM INC COM 01809110 1,185,393 275,673 275,613 60 256,673 19,000
ALLERGAN INC COM 01849010 193,815,900 2,903,609 2,896,794 6,515 300 2,475,441 126,346 301,822
ALLETE INC COM 01852210 24,589,699 907,369 905,669 300 1,400 855,461 3,300 48,608
ALLIANCE CAP MGMT HL UNIT LTD P 01855A10 3,622,382 105,763 103,488 2,275 102,988 2,275 500
ALLIANCE DATA SYSTEM COM 01858110 3,794,609 148,517 148,517 108,617 1,400 38,500
ALLIANCE GAMING CORP COM NEW 01859P60 9,487,745 760,236 760,236 734,036 26,200
ALLIANCE IMAGING INC COM NEW 01860620 797,850 59,100 59,100 51,900 7,200
ALLIANCE SEMICONDUCT COM 01877H10 2,820,439 397,245 397,245 379,845 17,400
ALLIANT ENERGY CORP COM 01880210 27,659,213 1,076,234 1,055,491 11,560 9,183 1,003,601 12,033 60,600
ALLIANT TECHSYSTEMS COM 01880410 26,306,526 412,328 410,848 1,360 120 390,183 820 21,325
ALLIANZ AKTIENGESELL SP ADR 1/1 01880510 5,460,679 274,406 121,039 153,367 267,306 7,100
ALLIED CAP CORP NEW COM 01903Q10 13,132,605 579,806 564,842 6,700 8,264 501,608 10,664 67,534
ALLIED IRISH BKS P L SPON ADR O 01922840 540,438 20,510 20,510 20,510
ALLIED RESH CORP COM 01948310 1,075,111 42,394 42,394 42,394
ALLIED WASTE INDS IN COM PAR$.0 01958930 36,769,257 3,830,131 3,821,611 8,420 100 3,487,846 55,521 286,764
ALLMERICA FINL CORP COM 01975410 68,055,094 1,473,054 511,557 960,866 631 478,257 958,117 36,680
ALLOS THERAPEUTICS I COM 01977710 2,779,537 307,471 307,471 293,271 14,200
ALLOY INC COM 01985510 3,955,621 273,935 273,935 254,635 19,300
ALLSCRIPTS HEALTHCAR COM 01988P10 1,103,041 294,931 294,831 100 275,631 19,300
ALLSTATE CORP COM 02000210 610,235,010 16,501,758 16,448,378 44,538 8,842 14,243,092 277,001 1,981,665
ALLTEL CORP COM 02003910 368,114,011 7,832,213 6,970,433 715,503 146,277 6,901,814 232,808 697,591
ALPHARMA INC CL A 02081310 6,969,424 410,449 409,639 810 392,549 17,900
ALTERA CORP COM 02144110 116,489,997 8,565,441 8,437,122 90,719 37,600 7,420,783 283,152 861,506
AMAZON COM INC COM 02313510 36,856,901 2,268,117 2,261,601 6,376 140 1,859,439 4,540 404,138
AMBAC FINL GROUP INC COM 02313910 148,262,688 2,206,290 2,197,525 5,528 3,237 1,967,171 29,947 209,172
AMCOL INTL CORP COM 02341W10 2,861,443 417,729 417,729 400,129 17,600
AMERADA HESS CORP COM 02355110 152,827,207 1,852,451 1,844,271 4,805 3,375 1,658,805 34,110 159,536
AMERCO COM 02358610 2,123,222 143,558 143,558 138,058 5,500
AMEREN CORP COM 02360810 138,737,012 3,225,692 3,212,117 13,490 85 2,779,065 67,433 379,194
AMERICA MOVIL S A DE SPON ADR L 02364W10 4,096,286 305,693 305,693 132,867 154,239 18,587
AMCORE FINL INC COM 02391210 6,394,502 275,982 275,982 257,682 18,300
AMERICA FIRST MTG IN COM 02393410 4,689,585 476,100 476,100 454,600 21,500
AMERICAN AXLE & MFG COM 02406110 4,411,096 148,322 148,122 200 131,722 200 16,400
AMERICAN CAPITAL STR COM 02493710 10,071,023 366,619 366,119 500 342,319 500 23,800
AMERICAN EAGLE OUTFI COM 02553E10 16,451,317 778,208 775,668 2,350 190 744,982 1,290 31,936
AMERICAN ELEC PWR IN COM 02553710 299,421,475 7,481,796 7,454,314 19,555 7,927 6,427,283 137,107 917,406
AMERICAN EXPRESS CO COM 02581610 1,367,149,013 37,641,768 36,653,993 808,441 179,334 29,409,613 4,220,435 4,011,720
AMERICAN FINL GROUP COM 02593210 12,202,742 510,575 509,135 1,440 489,189 1,000 20,386
Page Total 3,907,178,841
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AMERICAN FINL HLDGS COM 02607510 6,931,566 231,670 231,255 415 216,755 415 14,500
AMERICAN GREETINGS C CL A 02637510 34,225,770 2,054,368 2,048,968 5,400 1,882,541 19,783 152,044
AMERICAN HEALTHWAYS COM 02649V10 2,301,878 129,319 129,319 122,419 6,900
AMERICAN HOME MTG HL COM 02660M10 383,443 30,700 30,700 26,600 4,100
AMERICAN INTL GROUP COM 02687410 4,186,247,146 61,354,934 58,000,001 2,189,600 1,165,333 51,710,322 1,989,718 7,654,894
AMERICAN ITALIAN PAS CL A 02707010 9,597,745 188,228 188,208 20 177,528 10,700
AMERICAN MGMT SYS IN COM 02735210 10,448,239 546,742 544,642 2,100 519,542 27,200
AMERICAN MED SYS HLD COM 02744M10 6,811,413 339,552 338,827 725 327,352 12,200
AMERICAN MED SEC GRO COM 02744P10 488,005 20,376 20,376 18,976 1,400
AMERICAN NATL INS CO COM 02859110 8,855,362 91,956 91,196 760 84,256 200 7,500
AMERICAN PHARMACEUTI COM 02886P10 332,484 26,900 26,900 24,700 2,200
AMERICAN PHYSICIANS COM 02888410 1,470,111 79,642 79,642 72,442 7,200
AMERICAN PWR CONVERS COM 02906610 53,125,670 4,206,308 4,195,428 10,640 240 3,607,720 55,345 543,243
AMERICAN REAL ESTATE DEPOSITRY 02916910 278,632 28,725 28,725 28,725
AMERICAN STD COS INC COM 02971210 106,407,237 1,416,874 1,414,659 1,915 300 1,238,076 49,800 128,998
AMERICAN STS WTR CO COM 02989910 5,290,380 199,637 199,637 188,387 11,250
AMERICAN TOWER CORP CL A 02991220 4,307,276 1,248,486 1,179,316 59,850 9,320 1,131,966 10,120 106,400
AMERICAN SUPERCONDUC COM 03011110 1,315,739 240,978 239,153 1,825 228,078 12,900
AMERICAN WTR WKS INC COM 03041110 35,884,824 830,475 827,325 1,850 1,300 766,801 2,500 61,174
AMERICAN WOODMARK CO COM 03050610 3,424,547 61,011 60,900 11 100 57,311 100 3,600
AMERICREDIT CORP COM 03060R10 22,444,123 800,147 797,997 1,850 300 741,301 2,000 56,846
AMERISTAR CASINOS IN COM 03070Q10 1,638,199 56,373 56,373 49,973 6,400
AMERIPATH INC COM 03071D10 7,082,184 295,091 295,051 40 279,791 15,300
AMERON INTL INC COM 03071010 2,778,662 38,459 38,409 50 35,859 2,600
AMERSHAM PLC SPONSORED 03071910 693,169 15,626 15,626 15,626
AMERITRADE HLDG CORP CL A 03072H10 4,586,059 1,001,323 999,723 1,600 933,223 68,100
AMERUS GROUP CO COM 03072M10 18,846,169 507,983 507,983 477,373 900 29,710
AMERISOURCEBERGEN CO COM 03073E10 174,948,124 2,301,949 2,296,241 5,423 285 2,060,885 62,967 178,097
AMERIGROUP CORP COM 03073T10 976,624 35,800 35,800 29,800 6,000
AMETEK INC NEW COM 03110010 17,852,733 479,268 476,918 2,100 250 456,368 250 22,650
AMGEN INC COM 03116210 1,035,593,353 24,727,635 24,411,813 205,750 110,072 20,454,243 875,978 3,397,414
AMKOR TECHNOLOGY INC COM 03165210 5,355,475 861,009 858,809 2,100 100 798,029 3,100 59,880
AMPCO-PITTSBURGH COR COM 03203710 1,998,828 166,569 166,569 166,569
AMPHENOL CORP NEW CL A 03209510 16,186,176 449,616 448,876 640 100 435,634 500 13,482
AMSOUTH BANCORPORATI COM 03216510 175,203,486 7,828,574 7,763,487 41,241 23,846 6,812,418 123,522 892,634
AMSURG CORP COM 03232P40 5,944,686 226,378 226,378 211,578 14,800
AMYLIN PHARMACEUTICA COM 03234610 7,824,134 715,186 714,986 100 100 677,286 100 37,800
AMVESCAP PLC SPONSORED 03235E10 498,780 30,321 30,321 30,321
ANADARKO PETE CORP COM 03251110 340,802,962 6,912,839 6,315,986 436,844 160,009 5,844,790 250,229 817,820
ANADIGICS INC COM 03251510 2,810,449 341,074 341,054 20 321,274 19,800
ANALOG DEVICES INC COM 03265410 267,360,409 9,002,034 8,523,941 372,116 105,977 7,421,134 355,061 1,225,839
ANALOGIC CORP COM PAR $0 03265720 4,582,152 93,190 92,790 400 89,090 4,100
ANAREN MICROWAVE INC COM 03274410 1,908,912 220,939 220,939 207,839 13,100
ANCHOR BANCORP WIS I COM 03283910 6,596,303 273,592 273,572 20 256,992 16,600
ANDREW CORP COM 03442510 33,591,096 2,251,414 2,249,344 1,970 100 2,003,046 26,537 221,831
ANDRX GROUP COM 03455310 11,400,596 422,714 421,414 1,300 379,726 1,400 41,588
ANGELICA CORP COM 03466310 794,364 46,184 45,604 580 41,404 580 4,200
ANHEUSER BUSCH COS I COM 03522910 1,024,571,200 20,491,424 19,968,193 310,490 212,741 17,209,952 712,411 2,569,061
ANIXTER INTL INC COM 03529010 10,787,839 459,057 458,737 320 439,657 19,400
ANNALY MTG MGMT INC COM 03571040 23,678,650 1,220,549 1,220,549 1,167,149 1,900 51,500
Page Total 7,707,463,363
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ANNTAYLOR STORES COR COM 03611510 14,490,707 570,725 569,835 740 150 545,025 150 25,550
ANSOFT CORP COM 03638410 616,359 104,823 33,900 20,000 50,923 53,900 50,923
ANSYS INC COM 03662Q10 6,898,259 343,197 343,197 334,297 8,900
ANTHEM INC COM 03674B10 22,933,617 339,858 319,735 19,641 482 251,541 22,017 66,300
ANTEON INTL CORP COM 03674E10 1,049,120 41,500 41,500 32,100 9,400
ANSWERTHINK INC COM 03691610 1,640,118 432,749 432,649 100 410,249 22,500
ANTHRACITE CAP INC COM 03702310 6,127,171 462,428 455,628 6,800 431,508 30,920
ANTIGENICS INC DEL COM 03703210 1,800,826 182,825 182,825 174,425 8,400
ANWORTH MORTGAGE ASS COM 03734710 415,503 29,700 26,500 200 3,000 19,100 3,000 7,600
AO TATNEFT SPON ADR R 03737P30 1,430,976 103,469 103,469 55,091 33,645 14,733
AON CORP COM 03738910 176,668,923 5,992,840 5,967,603 12,491 12,746 5,136,751 81,001 775,088
APACHE CORP COM 03741110 208,347,008 3,624,687 3,538,705 64,267 21,715 3,108,221 53,478 462,988
APARTMENT INVT & MGM CL A 03748R10 48,225,298 980,189 912,724 67,465 911,192 1,600 67,397
APEX MORTGAGE CAPITA COM 03756410 5,961,028 397,667 397,667 379,567 18,100
APHTON CORP COM 03759P10 1,232,265 164,302 164,262 40 154,502 9,800
APOGEE ENTERPRISES I COM 03759810 24,359,743 1,696,361 1,696,261 100 777,337 893,424 25,600
APOGENT TECHNOLOGIES COM 03760A10 25,559,047 1,242,540 1,234,020 7,420 1,100 1,169,276 3,500 69,764
APOLLO GROUP INC CL A 03760410 128,324,399 3,255,312 3,244,317 10,545 450 2,889,158 106,950 259,204
APOLLO GROUP INC COM UNV PH 03760420 2,647,287 89,375 89,242 133 80,942 300 8,133
APPLE COMPUTER INC COM 03783310 147,026,047 8,297,181 8,271,091 23,530 2,560 7,081,990 117,292 1,097,899
APPLEBEES INTL INC COM 03789910 19,264,482 839,411 813,911 25,500 802,361 1,300 35,750
APRIA HEALTHCARE GRO COM 03793310 12,654,611 564,938 564,858 80 536,838 28,100
APPLERA CORP COM AP BIO 03802010 120,895,729 6,202,962 5,864,146 294,746 44,070 5,314,229 149,156 739,577
APPLERA CORP COM CE GEN 03802020 7,673,208 639,434 637,134 1,600 700 532,739 700 105,995
APPLICA INC COM 03815A10 2,833,796 228,532 228,532 213,932 14,600
APPLIED DIGITAL SOLU COM 03818810 251,057 386,242 386,242 386,242
APPLIED FILMS CORP COM 03819710 444,357 39,817 39,817 37,717 2,100
APPLIED INDL TECHNOL COM 03820C10 6,001,339 307,761 307,761 292,961 14,800
APPLIED MICRO CIRCUI COM 03822W10 31,419,909 6,642,687 6,622,095 10,112 10,480 5,784,692 85,853 772,142
APPLIED MATLS INC COM 03822210 816,925,243 42,950,854 41,103,094 1,472,272 375,488 36,057,765 1,520,602 5,372,487
APPLIED MOLECULAR EV COM 03823E10 725,418 125,505 125,505 115,405 10,100
APTARGROUP INC COM 03833610 25,844,760 840,480 586,831 167,039 86,610 728,258 87,410 24,812
AQUILA INC COM 03840P10 11,068,016 1,383,502 1,364,077 11,145 8,280 1,278,812 11,580 93,110
ARACRUZ CELULOSE S A SPON ADR C 03849620 8,002,900 400,145 399,865 280 381,156 14,831 4,158
ARAMARK CORP CL B 03852110 1,951,825 78,073 78,073 57,973 20,100
ARBITRON INC COM 03875Q10 12,195,643 390,886 389,194 1,692 371,532 19,354
ARCH CHEMICALS INC COM 03937R10 5,696,931 230,645 230,645 216,945 13,700
ARCH COAL INC COM 03938010 9,873,240 434,753 434,129 183 441 406,212 441 28,100
ARCHER DANIELS MIDLA COM 03948310 197,828,237 15,467,415 15,426,897 30,213 10,305 13,207,877 320,616 1,938,922
ARCHSTONE SMITH TR COM 03958310 47,732,150 1,787,721 1,786,322 1,399 1,581,764 3,800 202,157
ARCTIC CAT INC COM 03967010 4,546,684 261,469 261,449 20 250,569 10,900
ARDEN GROUP INC CL A 03976210 815,175 13,584 13,584 12,684 900
ARDEN RLTY INC COM 03979310 18,735,263 658,533 657,153 1,380 604,624 1,300 52,609
ARENA PHARMACEUTICAL COM 04004710 3,007,225 358,003 358,003 347,803 10,200
ARGONAUT GROUP INC COM 04015710 5,196,898 242,619 242,499 120 228,419 14,200
ARGOSY GAMING CO COM 04022810 12,647,514 445,335 445,235 100 427,515 100 17,720
ARIAD PHARMACEUTICAL COM 04033A10 1,022,095 245,696 245,696 230,496 15,200
ARIBA INC COM 04033V10 5,564,926 1,744,491 1,734,630 9,741 120 1,579,651 120 164,720
ARKANSAS BEST CORP D COM 04079010 7,588,071 297,805 297,805 284,505 13,300
ARMOR HOLDINGS INC COM 04226010 6,273,918 246,036 246,036 231,536 14,500
Page Total 2,230,434,321
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ARMSTRONG HLDGS INC COM 04238410 311,565 174,059 173,899 160 174,059
ARQULE INC COM 04269E10 2,198,765 325,743 323,043 2,700 313,843 11,900
ARRIS GROUP INC COM 04269Q10 4,664,490 1,041,181 1,039,361 1,620 200 1,009,281 200 31,700
ARRAY BIOPHARMA INC COM 04269X10 1,609,301 166,940 166,940 157,640 9,300
ARROW ELECTRS INC COM 04273510 23,054,827 1,111,076 1,104,686 4,940 1,450 962,317 3,750 145,009
ARROW FINL CORP COM 04274410 1,714,319 50,436 50,436 45,631 4,805
ARROW INTL INC COM 04276410 5,635,696 144,320 140,220 4,100 137,829 6,491
ARTISAN COMPONENTS I COM 04292310 1,227,447 136,383 136,383 131,283 5,100
ARTESYN TECHNOLOGIES COM 04312710 2,351,910 360,170 360,170 339,670 20,500
ARTHROCARE CORP COM 04313610 3,241,658 252,073 252,073 237,941 14,132
ARVINMERITOR INC COM 04335310 34,588,560 1,441,190 1,439,631 1,160 399 1,362,381 17,799 61,010
ASBURY AUTOMOTIVE GR COM 04343610 567,120 41,700 41,700 40,100 1,600
ASCENTIAL SOFTWARE C COM 04362P10 10,153,326 3,639,185 3,602,763 24,122 12,300 3,451,585 12,300 175,300
ASHLAND INC COM 04420410 77,460,988 1,912,617 1,905,983 4,740 1,894 1,739,105 24,743 148,769
ASHWORTH INC COM 04516H10 228,709 25,384 24,384 1,000 25,384
ASIAINFO HLDGS INC COM 04518A10 6,266,494 472,943 472,443 500 456,443 16,500
ASPECT COMMUNICATION COM 04523Q10 2,418,889 755,903 755,903 722,603 33,300
ASPECT MED SYS INC COM 04523510 280,432 73,798 73,598 200 73,598 200
ASPEN TECHNOLOGY INC COM 04532710 3,044,024 364,991 361,991 3,000 345,991 19,000
ASSOCIATED BANC CORP COM 04548710 31,095,854 824,605 822,361 2,046 198 771,268 2,628 50,709
ASSOCIATED ESTATES R COM 04560410 1,941,506 183,161 183,161 172,729 10,432
ASTEC INDS INC COM 04622410 3,075,844 191,165 191,005 100 60 185,105 60 6,000
ASTORIA FINL CORP COM 04626510 36,528,314 1,139,729 1,131,799 7,330 600 1,078,037 2,600 59,092
ASTRAZENECA PLC SPONSORED 04635310 6,065,007 147,927 114,898 33,029 145,895 2,032
ASTROPOWER INC COM 04644A10 4,197,068 213,700 211,432 1,800 468 195,432 468 17,800
AT RD INC COM 04648K10 412,156 66,800 66,800 62,400 4,400
ASYST TECHNOLOGY COR COM 04648X10 8,239,999 404,914 404,094 820 382,314 22,600
ATHEROGENICS INC COM 04743910 664,659 92,700 90,700 2,000 77,300 15,400
ATLANTIC COAST AIRLI COM 04839610 18,640,842 859,025 857,425 1,600 830,965 28,060
ATLAS AIR WORLDWIDE COM 04916410 2,458,009 664,327 662,587 1,740 653,827 10,500
ATMEL CORP COM 04951310 31,614,821 5,050,291 5,029,221 19,370 1,700 4,342,851 11,850 695,590
ATMOS ENERGY CORP COM 04956010 10,572,869 451,061 450,761 300 425,241 25,820
ATRIX LABS INC COM 04962L10 4,807,757 216,079 216,079 203,279 12,800
ATWOOD OCEANICS INC COM 05009510 8,531,062 227,495 225,895 1,600 220,795 6,700
AUDIOVOX CORP CL A 05075710 1,271,713 159,964 159,964 150,064 9,900
AUGUST TECHNOLOGY CO COM 05106U10 501,690 50,727 50,727 46,227 4,500
AURORA FOODS INC COM 05164B10 399,108 266,072 266,072 253,872 12,200
AUSTRALIA&NEW ZEALAN SPONSORED 05252830 708,450 13,059 13,059 13,059
AUTODESK INC COM 05276910 31,408,621 2,370,462 2,365,742 4,320 400 2,119,294 34,440 216,728
AUTOLIV INC COM 05280010 16,362,309 649,298 623,250 17,750 8,298 570,800 10,498 68,000
AUTOMATIC DATA PROCE COM 05301510 788,685,622 18,109,888 15,082,143 2,033,088 994,657 14,637,948 1,466,357 2,005,583
AUTONATION INC COM 05329W10 29,882,339 2,060,851 2,047,751 12,460 640 1,785,846 19,140 255,865
AUTOZONE INC COM 05333210 206,034,956 2,665,394 2,660,949 4,245 200 2,308,137 98,482 258,775
AVANIR PHARMACEUTICA CL A 05348P10 494,010 380,008 379,908 100 380,008
AVANEX CORP COM 05348W10 714,653 368,378 368,190 188 350,165 18,213
AVALONBAY CMNTYS INC COM 05348410 42,444,042 908,866 863,841 45,025 816,609 1,500 90,757
AVATAR HLDGS INC COM 05349410 990,877 35,338 35,338 34,238 1,100
AVAYA INC COM 05349910 36,444,845 7,362,595 7,322,930 36,324 3,341 6,388,331 81,233 893,031
AVENTIS SPONSORED 05356110 4,268,410 60,605 37,744 22,861 59,305 1,300
AVENUE A INC COM 05356610 275,544 77,400 77,400 68,900 8,500
Page Total 1,510,751,476
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AVERY DENNISON CORP COM 05361110 191,041,998 3,044,494 2,801,478 174,138 68,878 2,519,944 139,095 385,455
AVIALL INC NEW COM 05366B10 2,642,010 188,715 188,715 177,215 11,500
AVID TECHNOLOGY INC COM 05367P10 2,635,757 284,639 284,539 100 267,439 100 17,100
AVIGEN INC COM 05369010 1,920,543 204,096 204,096 194,296 9,800
AVISTA CORP COM 05379B10 7,692,823 557,451 557,411 40 525,651 31,800
AVNET INC COM 05380710 32,147,994 1,461,937 1,453,471 7,394 1,072 1,310,707 3,772 147,458
AVOCENT CORP COM 05389310 12,226,034 767,967 767,167 600 200 739,722 200 28,045
AVON PRODS INC COM 05430310 292,928,538 5,607,361 5,575,717 26,439 5,205 4,665,085 178,512 763,764
AWARE INC MASS COM 05453N10 307,940 81,037 74,997 6,040 81,037
AXA SPONSORED 05453610 5,929,397 326,329 163,847 162,482 313,534 12,795
AXCELIS TECHNOLOGIES COM 05454010 13,036,527 1,153,675 1,048,904 104,431 340 1,031,321 60,565 61,789
AZTAR CORP COM 05480210 15,097,305 725,832 725,812 20 700,432 25,400
BB&T CORP COM 05493710 383,738,657 9,941,416 9,917,443 23,473 500 8,793,057 143,583 1,004,776
B A S F A G SPONSORED 05526250 2,236,743 48,102 48,102 48,102
BEI TECHNOLOGIES INC COM 05538P10 2,649,552 231,402 231,402 224,702 6,700
BG PLC ADR FIN IN 05543420 857,621 39,613 39,613 39,613
BISYS GROUP INC COM 05547210 35,962,201 1,079,946 1,072,236 7,310 400 1,002,646 3,000 74,300
BKF CAP GROUP INC COM 05548G10 1,673,890 58,733 58,733 54,933 3,800
BJS WHOLESALE CLUB I COM 05548J10 35,859,785 931,423 918,550 7,243 5,630 876,699 7,330 47,394
BJ SVCS CO COM 05548210 133,623,736 3,944,030 3,938,010 5,540 480 3,424,478 94,280 425,272
BOK FINL CORP COM NEW 05561Q20 4,592,418 137,251 137,251 130,143 7,108
BOC GROUP PLC SPONSORED 05561760 367,097 11,617 11,617 11,617
BP PLC SPONSORED 05562210 3,321,707,563 65,789,415 65,689,812 99,603 575,662 65,208,643 5,110
BRE PROPERTIES INC CL A 05564E10 16,376,366 526,402 526,402 486,566 1,100 38,736
BSB BANCORP COM 05565210 2,398,878 89,913 89,793 120 83,013 6,900
BT GROUP PLC ADR 05577E10 1,436,666 37,688 37,688 37,688
BMC SOFTWARE INC COM 05592110 93,305,479 5,620,812 5,604,837 15,355 620 4,813,377 68,978 738,457
BWAY CORP COM 05603910 2,148,130 134,679 18,000 116,679 132,879 1,800
BAKER MICHAEL CORP COM 05714910 578,775 38,585 38,585 38,585
BAKER HUGHES INC COM 05722410 276,869,967 8,316,911 7,811,860 452,353 52,698 7,267,884 141,052 907,975
BALDOR ELEC CO COM 05774110 7,090,524 281,370 281,090 20 260 255,010 260 26,100
BALDWIN & LYONS INC CL B 05775520 1,784,027 78,144 78,144 71,544 6,600
BALL CORP COM 05849810 75,295,906 1,815,234 1,811,124 3,910 200 1,657,181 42,100 115,953
BALLY TOTAL FITNESS COM 05873K10 6,020,167 321,762 319,302 2,460 305,562 16,200
BANCFIRST CORP COM 05945F10 2,746,102 59,196 59,196 56,396 2,800
BANCO BILBAO VIZCAYA SPONSORED 05946K10 1,819,559 162,897 162,897 162,897
BANCO SANTANDER CENT ADR 05964H10 9,251,848 1,187,657 295,055 892,602 1,173,157 14,500
BANCORP CONN INC COM 05968410 555,588 19,800 19,800 18,800 1,000
BANCORPSOUTH INC COM 05969210 17,917,541 887,007 886,777 230 828,707 1,900 56,400
BANDAG INC COM 05981510 7,708,137 272,180 272,030 150 261,280 10,900
BANK OF AMERICA CORP COM 06050510 2,671,222,254 37,965,069 37,575,075 314,227 75,767 32,423,366 612,514 4,929,189
BANK OF GRANITE CORP COM 06240110 2,126,618 108,005 108,005 95,880 12,125
BANK HAWAII CORP COM 06254010 23,116,184 825,578 819,958 5,620 775,534 1,700 48,344
BANK MONTREAL QUE COM 06367110 614,520 26,039 26,039 26,039
BANK MUT CORP COM 06374810 2,442,872 119,925 119,925 113,025 6,900
BANK OF THE OZARKS I COM 06390410 326,164 14,600 14,600 13,000 1,600
BANK NEW YORK INC COM 06405710 566,696,688 16,791,013 16,566,493 126,193 98,327 14,139,426 578,978 2,072,609
BANK NOVA SCOTIA HAL COM 06414910 3,011,956 90,422 90,422 9,927 80,495
BANK ONE CORP COM 06423A10 1,039,883,789 27,024,007 26,885,590 106,690 31,727 22,719,621 621,278 3,683,108
BANKATLANTIC BANCORP CL A 06590850 10,389,178 837,837 837,837 812,037 25,800
Page Total 9,344,010,012
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BANKNORTH GROUP INC COM 06646R10 63,338,690 2,434,231 1,635,321 760,924 37,986 2,290,311 41,386 102,534
BANKUNITED FINL CORP CL A 06652B10 4,211,468 219,920 219,920 206,720 13,200
BANNER CORP COM 06652V10 2,100,953 84,887 84,887 78,287 6,600
BANTA CORP COM 06682110 20,490,391 570,763 561,543 4,120 5,100 541,286 5,100 24,377
BARCLAYS PLC ADR 06738E20 11,796,207 349,932 132,776 217,156 345,602 4,330
BARD C R INC COM 06738310 67,996,599 1,201,778 1,195,393 6,385 1,089,375 9,616 102,787
BARNES & NOBLE INC COM 06777410 14,397,134 544,727 541,707 2,820 200 513,279 1,300 30,148
BARNES GROUP INC COM 06780610 5,607,408 244,865 244,365 500 238,465 6,400
BARRICK GOLD CORP COM 06790110 167,778,795 8,835,113 8,830,391 4,722 8,052,635 196,538 585,940
BARR LABS INC COM 06830610 23,653,997 372,328 371,538 690 100 351,883 700 19,745
BARRA INC COM 06831310 8,086,092 217,485 216,960 425 100 207,335 100 10,050
BASSETT FURNITURE IN COM 07020310 2,663,660 136,605 136,605 126,305 10,300
BAUSCH & LOMB INC COM 07170710 40,600,333 1,199,419 1,197,669 1,650 100 1,031,013 34,606 133,800
BAXTER INTL INC COM 07181310 848,296,379 19,084,283 13,782,941 5,276,919 24,423 11,590,500 5,593,987 1,899,796
BAY VIEW CAP CORP DE COM 07262L10 4,401,734 686,698 683,698 3,000 651,498 35,200
BAYER A G SPONSORED 07273030 1,590,440 49,531 49,311 220 49,531
BE AEROSPACE INC COM 07330210 6,751,758 512,273 508,373 3,900 489,673 22,600
BEA SYS INC COM 07332510 29,399,442 3,091,424 3,060,021 29,848 1,555 2,470,391 8,955 612,078
BEAR STEARNS COS INC COM 07390210 149,464,476 2,442,230 2,436,441 5,584 205 2,189,838 28,921 223,471
BEASLEY BROADCAST GR CL A 07401410 757,021 51,327 51,327 47,327 4,000
BEAZER HOMES USA INC COM 07556Q10 9,519,520 118,994 118,994 111,902 7,092
BEBE STORES INC COM 07557110 1,036,007 51,060 51,060 49,460 1,600
BECKMAN COULTER INC COM 07581110 31,217,889 625,609 609,539 2,370 13,700 571,909 15,000 38,700
BECTON DICKINSON & C COM 07588710 399,698,959 11,602,292 11,583,237 12,975 6,080 5,855,656 4,952,379 794,257
BED BATH & BEYOND IN COM 07589610 244,070,203 6,467,149 6,348,450 105,679 13,020 5,562,094 202,005 703,050
BEDFORD PPTY INVS IN COM PAR $0 07644630 8,616,987 317,970 317,970 302,222 15,748
BEL FUSE INC CL A 07734720 230,280 10,100 10,100 10,100
BEL FUSE INC CL B 07734730 2,444,914 90,385 90,365 20 84,285 6,100
BELDEN INC COM 07745910 7,375,963 353,933 352,473 1,360 100 337,633 100 16,200
BELL MICROPRODUCTS I COM 07813710 1,847,024 229,444 229,444 220,844 8,600
BELLSOUTH CORP COM 07986010 5,226,356,362 165,916,075 162,068,423 3,472,169 375,483 37,904,457 122,095,173 5,916,445
BELO CORP COM SER A 08055510 21,471,224 949,634 946,244 2,990 400 889,034 2,200 58,400
BEMIS INC COM 08143710 54,117,082 1,139,307 1,124,122 5,985 9,200 993,141 28,009 118,157
BENCHMARK ELECTRS IN COM 08160H10 17,457,652 601,988 598,076 3,912 589,088 12,900
BENTLEY PHARMACEUTIC COM 08265710 719,200 62,000 62,000 59,700 2,300
BERKLEY W R CORP COM 08442310 15,016,375 273,025 273,025 256,065 600 16,360
BERKSHIRE HATHAWAY I CL B 08467020 384,131,832 171,948 167,851 1,806 2,291 2,158 169,728 62
BERKSHIRE HILLS BANC COM 08468010 1,063,720 40,600 40,600 35,400 5,200
BERRY PETE CO CL A 08578910 5,030,702 298,558 298,558 285,258 13,300
BEST BUY INC COM 08651610 254,149,186 7,001,355 6,958,501 37,365 5,489 5,928,230 213,324 859,801
BEVERLY ENTERPRISES COM NEW 08785130 8,473,194 1,113,429 1,112,129 1,300 1,052,029 61,400
BHP BILLITON LTD SPONSORED 08860610 3,836,510 325,128 135,827 189,301 315,618 9,510
BIG LOTS INC COM 08930210 45,277,343 2,300,678 2,293,708 6,870 100 2,085,264 24,670 190,744
BIO RAD LABS INC CL A 09057220 9,825,973 215,908 215,908 205,808 10,100
BIO TECHNOLOGY GEN C COM 09057810 5,198,818 865,028 864,645 383 828,328 36,700
BIOGEN INC COM 09059710 172,606,204 4,166,213 3,438,211 725,402 2,600 3,584,887 130,106 451,220
BIOMARIN PHARMACEUTI COM 09061G10 1,588,569 304,382 304,382 293,182 11,200
BIOMET INC COM 09061310 164,058,616 6,049,359 6,020,695 28,484 180 5,104,798 226,218 718,343
BIOPURE CORP CL A 09065H10 2,775,641 362,829 259,679 100,400 2,750 349,979 2,750 10,100
BIOSITE INC COM 09094510 7,746,317 275,180 274,980 200 267,480 7,700
Page Total 8,580,341,243
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BIORELIANCE CORP COM 09095110 545,600 22,000 22,000 19,900 2,100
BLACK & DECKER CORP COM 09179710 115,259,310 2,391,272 2,384,837 5,935 500 2,044,506 46,585 300,181
BLACK BOX CORP DEL COM 09182610 12,098,276 297,036 295,716 1,320 284,836 12,200
BLACK HILLS CORP COM 09211310 9,621,337 277,993 277,053 840 100 260,993 100 16,900
BLACKROCK INC CL A 09247X10 4,245,136 95,827 95,827 84,735 300 10,792
BLAIR CORP COM 09282810 858,976 33,580 33,580 28,680 4,900
BLOCK H & R INC COM 09367110 197,553,058 4,280,673 4,241,453 24,520 14,700 3,590,483 132,126 558,064
BLOCKBUSTER INC CL A 09367910 23,175,372 861,538 861,418 120 815,880 7,100 38,558
BLYTH INC COM 09643P10 14,793,409 473,844 473,764 80 451,544 22,300
BOB EVANS FARMS INC COM 09676110 17,534,076 556,991 556,991 522,791 34,200
BOCA RESORTS INC CL A 09688T10 4,279,697 322,996 322,956 40 304,096 18,900
BOEING CO COM 09702310 4,064,514,660 90,322,548 89,115,809 1,156,656 50,083 18,436,309 69,558,339 2,327,900
BOISE CASCADE CORP COM 09738310 76,059,472 2,202,707 1,287,670 915,037 1,153,107 924,527 125,073
BOMBAY CO INC COM 09792410 466,129 103,815 103,815 97,015 6,800
BONE CARE INTL INC COM 09807210 415,245 70,861 70,861 70,861
BORDERS GROUP INC COM 09970910 14,733,119 800,713 798,773 1,640 300 745,193 2,200 53,320
BORG WARNER INC COM 09972410 27,713,479 479,804 479,184 420 200 455,704 4,000 20,100
BORLAND SOFTWARE COR COM 09984910 8,281,478 804,027 804,027 747,227 56,800
BOSTON ACOUSTICS INC COM 10053410 299,980 22,025 22,025 22,025
BOSTON BEER INC CL A 10055710 1,658,242 104,292 103,292 1,000 102,392 1,900
BOSTON COMMUNICATION COM 10058210 2,801,232 348,412 348,412 339,112 9,300
BOSTON PRIVATE FINL COM 10111910 4,974,249 201,061 182,411 150 18,500 170,661 18,500 11,900
BOSTON PROPERTIES IN COM 10112110 38,961,117 975,247 937,297 37,950 907,866 1,600 65,781
BOSTON SCIENTIFIC CO COM 10113710 253,697,076 8,652,697 8,631,997 20,300 400 7,300,990 228,966 1,122,741
BOSTONFED BANCORP IN COM 10117810 987,075 30,750 30,600 150 29,850 900
BOWATER INC COM 10218310 31,331,093 576,257 574,037 2,120 100 523,364 1,600 51,293
BOWNE & CO INC COM 10304310 5,591,987 379,375 379,215 160 353,075 26,300
BOYD GAMING CORP COM 10330410 5,395,262 374,671 374,671 350,871 23,800
BOYDS COLLECTION LTD COM 10335410 3,391,121 539,129 539,129 528,129 11,000
BOYKIN LODGING CO COM 10343010 2,231,895 204,199 204,099 100 186,592 17,607
BRADLEY PHARMACEUTIC COM 10457610 230,090 17,300 17,300 15,200 2,100
BRADY CORP CL A 10467410 11,994,255 342,693 339,253 3,340 100 324,293 100 18,300
BRANDYWINE RLTY TR SH BEN INT 10536820 10,907,137 421,125 421,105 20 396,756 24,369
BRASCAN CORP CL A LTD V 10549P60 308,000 13,403 13,403 13,403
BRIDGFORD FOODS CORP COM 10876310 1,223,732 92,218 92,218 90,118 2,100
BRIGGS & STRATTON CO COM 10904310 15,798,840 412,072 411,772 300 397,945 14,127
BRIGHT HORIZON FAMIL COM 10919510 4,956,269 149,691 128,466 21,225 137,091 12,600
BRINKER INTL INC COM 10964110 37,695,600 1,187,263 1,153,324 23,589 10,350 1,091,963 13,200 82,100
BRISTOL MYERS SQUIBB COM 11012210 1,209,646,983 47,067,976 44,750,434 1,207,909 1,109,633 38,948,228 2,538,249 5,581,499
BRITESMILE INC COM 11041510 380,475 160,538 160,538 160,538
BRITISH AMERN TOB PL SPONSORED 11044810 24,145,470 1,128,293 31,395 1,096,898 31,395 1,096,898
BROADCOM CORP CL A 11132010 99,668,857 5,682,375 5,673,759 8,071 545 5,004,554 72,317 605,504
BROADWING INC COM 11162010 5,445,159 2,094,292 2,077,766 14,290 2,236 1,887,308 3,236 203,748
BROCADE COMMUNICATIO COM 11162110 36,429,473 2,084,066 2,061,341 14,795 7,930 1,688,057 13,130 382,879
BROOKLINE BANCORP IN COM 11373910 3,564,036 140,871 139,211 1,660 132,071 8,800
BROOK-PRI AUTOMATION COM 11442E10 11,211,357 438,629 431,974 1,550 5,105 414,036 5,105 19,488
BROOKSTONE INC COM 11453710 594,290 33,500 33,500 31,800 1,700
BROOKTROUT INC COM 11458010 313,705 55,036 55,036 55,036
BROWN & BROWN INC COM 11523610 19,051,326 604,804 604,804 571,604 1,100 32,100
BROWN FORMAN CORP CL B 11563720 86,766,672 1,257,488 1,255,448 2,040 1,115,193 37,715 104,580
Page Total 6,523,799,884
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BROWN TOM INC COM NEW 11566020 12,467,677 439,777 439,317 360 100 419,577 100 20,100
BROWN SHOE INC NEW COM 11573610 5,483,939 195,158 194,998 60 100 185,858 100 9,200
BRUKER DALTONICS INC COM 11679510 1,972,282 499,312 499,312 492,212 7,100
BRUNSWICK CORP COM 11704310 57,824,424 2,065,158 2,062,438 2,720 1,847,922 28,036 189,200
BRUSH ENGINEERED MAT COM 11742110 3,677,554 296,577 296,577 284,777 11,800
BRYN MAWR BK CORP COM 11766510 2,156,050 53,500 53,500 51,200 2,300
BUCA INC COM 11776910 2,645,340 138,863 138,723 140 129,113 9,750
BUCKEYE PARTNERS L P UNIT LTD P 11823010 1,152,125 32,500 20,700 10,800 1,000 30,800 1,000 700
BUCKEYE TECHNOLOGIES COM 11825510 2,947,506 300,766 300,266 500 282,066 18,700
BUCKLE INC COM 11844010 4,615,367 187,236 187,236 182,236 5,000
BUILDING MATLS HLDG COM 12011310 4,101,341 285,410 285,410 277,410 8,000
BURLINGTON COAT FACT COM 12157910 4,780,102 224,946 224,946 211,946 13,000
BURLINGTON NORTHN SA COM 12189T10 316,627,680 10,554,256 10,268,099 231,735 54,422 9,200,137 195,067 1,159,052
BURLINGTON RES INC COM 12201410 181,145,544 4,766,988 4,685,147 69,759 12,082 4,109,621 91,222 566,145
BUSH INDS INC CL A 12316410 725,124 60,427 60,427 55,227 5,200
BUTLER MFG CO DEL COM 12365510 1,725,287 62,852 62,852 60,652 2,200
C&D TECHNOLOGIES INC COM 12466110 8,737,393 484,872 484,772 100 467,022 17,850
CB BANCSHARES INC HA COM 12478510 1,399,315 36,931 36,931 36,161 770
CBL & ASSOC PPTYS IN COM 12483010 25,819,843 637,527 573,342 64,185 618,314 19,213
CCC INFORMATION SVCS COM 12487Q10 1,949,962 139,283 139,283 125,583 13,700
CBRL GROUP INC COM 12489V10 39,443,092 1,296,191 1,292,231 3,760 200 1,255,281 1,500 39,410
CCBT FINL COS INC COM 12500Q10 2,721,933 95,809 77,709 10,100 8,000 82,409 8,000 5,400
C COR NET CORP COM 12501010 2,624,104 374,872 373,412 1,460 355,572 19,300
C D I CORP COM 12507110 5,403,462 166,005 166,005 159,005 7,000
CDW COMPUTER CTRS IN COM 12512910 31,161,323 665,698 663,328 2,070 300 625,598 1,300 38,800
CEC ENTMT INC COM 12513710 16,691,560 404,154 403,634 520 384,954 600 18,600
CFS BANCORP INC COM 12525D10 1,536,337 99,375 99,375 89,275 10,100
CH ENERGY GROUP INC COM 12541M10 9,219,009 187,188 186,075 1,013 100 175,388 100 11,700
C H ROBINSON WORLDWI COM 12541W10 23,679,053 706,205 701,964 3,941 300 662,117 1,800 42,288
CIGNA CORP COM 12550910 374,884,337 3,848,125 3,802,845 25,168 20,112 3,327,951 47,034 473,140
CKE RESTAURANTS INC COM 12561E10 1,700,046 149,389 149,389 117,889 31,500
CLECO CORP NEW COM 12561W10 15,802,733 721,586 716,746 3,440 1,400 675,906 1,400 44,280
CMGI INC COM 12575010 461,485 961,429 953,289 7,135 1,005 960,424 1,005
CMS ENERGY CORP COM 12589610 30,451,218 2,773,335 2,767,385 5,950 2,482,827 27,739 262,769
CPI CORP COM 12590210 1,596,172 81,897 81,897 75,697 6,200
CPB INC COM 12590310 3,578,356 77,875 77,875 73,075 4,800
CSS INDS INC COM 12590610 1,613,865 45,461 45,461 42,461 3,000
CTB INTL CORP COM 12596010 453,120 29,500 29,500 27,300 2,200
CSK AUTO CORP COM 12596510 4,068,333 291,846 291,766 80 279,946 11,900
CNA FINL CORP COM 12611710 8,815,808 332,672 332,272 400 315,852 700 16,120
CNA SURETY CORP COM 12612L10 4,273,742 293,728 293,728 283,328 10,400
CNF INC COM 12612W10 39,096,612 1,029,400 1,027,970 1,330 100 998,628 1,200 29,572
CNET NETWORKS INC COM 12613R10 1,861,696 935,526 935,326 100 100 864,926 100 70,500
CRH PLC ADR 12626K20 6,798,820 410,309 52,909 357,400 403,909 6,400
CSG SYS INTL INC COM 12634910 9,331,687 487,549 486,899 450 200 452,105 1,300 34,144
CSX CORP COM 12640810 166,359,742 4,746,355 4,715,467 25,780 5,108 4,088,747 72,509 585,099
CT COMMUNICATIONS IN COM NEW 12642640 3,917,824 241,841 241,801 40 230,041 11,800
CTS CORP COM 12650110 4,266,012 354,320 354,300 20 336,720 17,600
CUNO INC COM 12658310 6,576,149 181,762 181,722 40 169,062 12,700
CVB FINL CORP COM 12660010 6,524,855 287,312 287,312 269,575 17,737
Page Total 1,466,866,340
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CVS CORP COM 12665010 288,600,534 9,431,390 9,196,928 151,568 82,894 8,022,042 185,854 1,223,494
CV THERAPEUTICS INC COM 12666710 6,309,610 338,862 309,347 23,455 6,060 318,622 6,060 14,180
CABLE & WIRELESS PUB SPONSORED 12683020 469,953 60,796 59,916 880 60,796
CABLEVISION SYS CORP CL A NY CA 12686C10 6,279,775 663,824 657,437 3,860 2,527 580,295 4,527 79,002
CABLEVISION SYS CORP CL A RAINB 12686C84 2,539,740 290,256 288,328 665 1,263 258,093 2,363 29,800
CABLE DESIGN TECHNOL COM 12692410 6,165,170 601,480 600,780 700 573,380 28,100
CABOT CORP COM 12705510 78,663,359 2,745,667 959,370 41,558 1,744,739 923,503 1,746,139 76,025
CABOT MICROELECTRONI COM 12709P10 37,762,885 874,951 428,622 21,621 424,708 434,943 424,708 15,300
CABOT OIL & GAS CORP CL A 12709710 11,520,307 504,171 457,318 6,985 39,868 445,723 39,868 18,580
CACI INTL INC CL A 12719030 21,313,266 558,085 558,085 540,385 17,700
CADBURY SCHWEPPES PL ADR 12720930 732,498 24,271 24,271 24,271
CADENCE DESIGN SYSTE COM 12738710 54,646,622 3,389,989 3,372,019 15,490 2,480 2,970,799 8,580 410,610
CADIZ INC COM 12753710 3,264,601 384,116 384,116 359,016 25,100
CADMUS COMMUNICATION COM 12758710 288,522 25,715 25,715 25,715
CAL DIVE INTL INC COM 12791410 8,396,476 381,658 375,858 5,800 361,458 20,200
CALGON CARBON CORP COM 12960310 3,201,240 381,100 381,100 348,300 32,800
CALIFORNIA FIRST NTN COM 13022210 961,905 59,820 59,820 57,520 2,300
CALIFORNIA PIZZA KIT COM 13054D10 4,131,332 166,586 166,586 157,386 9,200
CALIFORNIA WTR SVC G COM 13078810 4,014,712 159,314 159,314 149,514 9,800
CALIPER TECHNOLOGIES COM 13087610 1,973,889 236,394 236,037 357 223,194 13,200
CALLAWAY GOLF CO COM 13119310 15,253,223 962,956 961,186 1,570 200 917,786 2,000 43,170
CALPINE CORP COM 13134710 58,328,127 8,297,031 8,274,801 14,630 7,600 7,215,956 100,394 980,681
CAMBREX CORP COM 13201110 14,043,100 350,202 321,987 25,625 2,590 333,412 2,590 14,200
CAMDEN NATL CORP COM 13303410 1,460,816 52,453 52,453 46,053 6,400
CAMDEN PPTY TR SH BEN INT 13313110 21,781,194 588,204 550,829 37,375 552,944 800 34,460
CAMINUS CORP COM 13376610 669,050 114,760 114,760 109,060 5,700
CAMPBELL SOUP CO COM 13442910 241,142,148 8,718,082 8,672,430 34,612 11,040 7,285,686 284,447 1,147,949
CDN IMPERIAL BK OF C COM 13606910 625,007 19,605 19,605 19,605
CANON INC ADR 13800630 21,813,723 576,625 210,473 366,152 567,796 8,829
CANTEL MEDICAL CORP COM 13809810 540,040 29,350 29,350 28,450 900
CAPITAL CITY BK GROU COM 13967410 2,451,699 71,002 71,002 66,802 4,200
CAPITAL AUTOMOTIVE R COM SH BEN 13973310 11,861,092 497,112 497,012 100 482,312 14,800
CAPITAL ONE FINL COR COM 14040H10 312,476,549 5,118,371 4,981,544 114,317 22,510 4,493,793 74,846 549,732
CAPITOL BANCORP LTD COM 14056D10 932,334 39,108 39,108 34,308 4,800
CAPITOL FED FINL COM 14057C10 9,029,991 346,242 343,042 3,200 333,542 12,700
CAPSTONE TURBINE COR COM 14067D10 796,672 479,923 477,043 2,820 60 437,063 60 42,800
CAPSTEAD MTG CORP COM NO PAR 14067E50 2,350,395 104,462 104,412 50 99,162 50 5,250
CAPTARIS INC COM 14071N10 668,254 226,527 226,527 226,527
CARBO CERAMICS INC COM 14078110 3,141,008 85,007 84,607 400 79,107 5,900
CARAUSTAR INDS INC COM 14090910 10,837,008 868,350 337,086 531,264 841,150 27,200
CARDIAC SCIENCE INC COM NEW 14141020 682,640 184,000 184,000 150,000 34,000
CARDINAL HEALTH INC COM 14149Y10 667,361,814 10,867,315 10,492,041 333,849 41,425 9,254,892 297,326 1,315,097
CARDIODYNAMICS INTL COM 14159710 993,098 266,962 266,962 261,262 5,700
CAREER EDUCATION COR COM 14166510 22,656,240 503,472 502,392 1,080 469,072 1,000 33,400
CAREMARK RX INC COM 14170510 38,176,396 2,313,721 1,716,361 597,200 160 1,496,147 598,360 219,214
CARLISLE COS INC COM 14233910 20,338,696 452,172 451,772 400 430,963 21,209
CARLTON COMMUNICATIO ADR 14287220 337,031 19,596 19,596 19,596
CARNIVAL CORP COM 14365810 278,765,143 10,067,358 10,035,698 26,110 5,550 8,886,112 174,050 1,007,196
CARRIAGE SVCS INC CL A 14390510 222,740 51,800 51,800 51,800
CARPENTER TECHNOLOGY COM 14428510 8,335,856 289,339 289,339 276,939 12,400
Page Total 2,309,307,408
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CARRAMERICA RLTY COR COM 14441810 17,221,580 558,236 557,186 1,050 511,428 1,300 45,508
CARREKER CORP COM 14443310 2,119,749 184,326 184,326 177,326 7,000
CASCADE BANCORP COM 14715410 1,714,320 95,240 95,240 87,540 7,700
CASCADE CORP COM 14719510 1,619,192 104,464 104,464 102,764 1,700
CASCADE NAT GAS CORP COM 14733910 3,931,269 188,099 187,399 700 175,399 700 12,000
CASELLA WASTE SYS IN CL A 14744810 2,486,922 207,071 207,051 20 195,151 20 11,900
CASEYS GEN STORES IN COM 14752810 6,044,055 501,998 500,538 720 740 470,658 740 30,600
CASH AMER INTL INC COM 14754D10 2,456,584 267,020 267,020 251,020 16,000
CASS INFORMATION SYS COM 14808P10 1,332,000 53,494 53,494 53,494
CASTLE A M & CO COM 14841110 652,891 52,315 52,315 48,015 4,300
CATALINA MARKETING C COM 14886710 12,307,278 436,119 433,699 520 1,900 409,627 2,700 23,792
CATAPULT COMMUNICATI COM 14901610 2,182,222 99,777 99,777 98,777 1,000
CATELLUS DEV CORP COM 14911110 18,547,057 908,279 840,824 67,455 851,047 2,200 55,032
CATERPILLAR INC DEL COM 14912310 504,438,707 10,305,183 10,197,941 71,540 35,702 9,188,856 134,188 982,139
CATHAY BANCORP INC COM 14915010 7,610,750 183,396 173,692 9,704 163,892 9,704 9,800
CATO CORP NEW CL A 14920510 7,580,238 339,921 339,921 331,321 8,600
CEDAR FAIR L P DEPOSITRY 15018510 1,140,480 48,000 36,800 7,000 4,200 43,800 4,200
CELL GENESYS INC COM 15092110 6,498,824 481,787 481,087 600 100 459,487 100 22,200
CELERITEK INC COM 15092610 214,209 32,456 32,356 100 32,356 100
CELL THERAPEUTICS IN COM 15093410 1,914,351 350,678 350,678 332,278 18,400
CELESTICA INC SUB VTG SH 15101Q10 8,643,630 380,609 244,134 136,475 375,345 5,264
CELGENE CORP COM 15102010 7,821,543 511,212 509,212 1,900 100 460,974 1,800 48,438
CELLTECH GROUP PLC SPONSORED 15115810 4,394,422 278,128 30,012 248,116 274,008 4,120
CEMEX S A SPON ADR 5 15129088 841,173 31,911 31,911 29,311 2,600
CENDANT CORP COM 15131310 391,005,919 24,622,539 24,528,674 51,430 42,435 21,253,026 349,534 3,019,979
CENTENNIAL BANCORP COM 15133T10 1,149,258 145,845 145,845 132,666 13,179
CENTENNIAL COMMUNCTN CL A NEW 15133V20 322,585 132,207 132,207 127,607 4,600
CENTENE CORP DEL COM 15135B10 495,680 16,000 16,000 12,900 3,100
CENTER TR INC COM 15184510 1,547,700 219,221 219,221 206,531 12,690
CENTERPOINT PPTYS TR SH BEN INT 15189510 30,736,888 529,855 476,945 52,910 509,727 500 19,628
CENTEX CONSTRUCTION COM 15231R10 3,936,732 108,152 107,952 200 103,752 4,400
CENTEX CORP COM 15231210 84,099,937 1,455,268 1,452,148 3,020 100 1,273,163 15,666 166,439
CENTILLIUM COMMUNICA COM 15231910 2,747,201 315,046 315,046 299,246 15,800
CENTRAL COAST BANCOR COM 15314510 1,250,688 55,145 55,145 53,770 1,375
CENTRAL GARDEN & PET COM 15352710 1,435,198 81,871 81,871 72,971 8,900
CENTRAL PKG CORP COM 15478510 4,706,414 205,970 205,870 100 194,870 11,100
CENTRAL VT PUB SVC C COM 15577110 4,826,556 268,142 267,502 640 257,902 640 9,600
CENTURY ALUM CO COM 15643110 1,994,738 133,965 133,965 126,165 7,800
CENTURY BANCORP INC CL A NON V 15643210 2,112,964 77,200 23,200 54,000 21,200 54,000 2,000
CENTURY BUSINESS SVC COM 15649010 2,829,225 868,127 818,127 50,000 821,327 46,800
CEPHEID COM 15670R10 397,224 71,200 71,200 57,100 14,100
CENTURYTEL INC COM 15670010 91,224,207 3,092,346 2,856,944 176,054 59,348 2,761,744 88,890 241,712
CEPHALON INC COM 15670810 22,573,829 499,421 479,343 16,713 3,365 465,592 4,665 29,164
CERES GROUP INC COM 15677210 840,099 215,410 215,410 203,610 11,800
CERIDIAN CORP NEW COM 15677910 32,967,292 1,736,949 1,731,309 5,340 300 1,449,232 3,230 284,487
CERNER CORP COM 15678210 14,332,116 299,647 297,835 1,612 200 280,601 800 18,246
CERTEGY INC COM 15688010 30,298,348 816,447 808,046 8,201 200 700,610 1,820 114,017
CERUS CORP COM 15708510 4,433,638 130,863 130,863 123,663 7,200
CHAMPION ENTERPRISES COM 15849610 3,919,236 697,373 697,273 100 653,873 100 43,400
CHAMPIONSHIP AUTO RA COM 15871110 1,525,577 154,881 154,641 240 146,381 8,500
Page Total 1,361,422,695
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CHAMPS ENTMT INC DEL COM 15878710 485,958 39,800 39,800 37,800 2,000
CHARLES RIVER ASSOCI COM 15985210 713,524 35,605 35,605 31,005 4,600
CHARLES RIV LABS INT COM 15986410 15,964,889 455,489 434,189 21,300 423,519 1,000 30,970
CHARTER ONE FINL INC COM 16090310 162,427,175 4,724,467 4,709,015 15,043 409 4,184,058 59,774 480,635
CHARTER MUN MTG ACCE SH BEN INT 16090810 9,244,424 517,026 517,006 20 491,506 20 25,500
CHARLOTTE RUSSE HLDG COM 16104810 4,711,406 210,990 210,990 206,190 4,800
CHARMING SHOPPES INC COM 16113310 9,937,028 1,150,119 1,150,119 1,053,619 96,500
CHARTER COMMUNICATIO CL A 16117M10 3,811,939 934,299 917,539 14,760 2,000 857,155 4,600 72,544
CHARTER FINL CORP WE COM 16122M10 623,274 21,900 21,900 19,400 2,500
CHASE INDS INC COM 16156810 1,341,774 96,600 96,600 93,700 2,900
CHATEAU CMNTYS INC COM 16172610 10,205,528 333,514 333,514 312,653 20,861
CHATTEM INC COM 16245610 840,010 26,667 26,667 23,467 3,200
CHECKERS DRIVE-IN RE COM NEW 16280930 558,360 47,000 47,000 42,400 4,600
CHECKFREE CORP NEW COM 16281310 10,677,756 682,721 679,346 3,175 200 631,319 1,600 49,802
CHECKPOINT SYS INC COM 16282510 5,045,648 431,252 430,252 1,000 413,152 18,100
CHEESECAKE FACTORY I COM 16307210 22,047,449 621,405 616,243 4,812 350 585,705 1,550 34,150
CHELSEA PPTY GROUP I COM 16342110 26,461,759 791,084 694,594 96,490 764,838 26,246
CHEMED CORP COM 16359610 3,941,054 104,565 104,565 97,565 7,000
CHEMFIRST INC COM 16361A10 3,297,299 115,089 114,669 420 107,669 420 7,000
CHEMICAL FINL CORP COM 16373110 9,225,434 245,946 245,946 231,771 14,175
CHEROKEE INC DEL NEW COM 16444H10 467,325 22,500 21,500 1,000 20,300 1,000 1,200
CHESAPEAKE CORP COM 16515910 4,834,293 183,604 183,424 100 80 172,224 80 11,300
CHESAPEAKE ENERGY CO COM 16516710 15,353,301 2,132,403 2,125,603 6,800 2,052,503 79,900
CHEVRONTEXACO CORP COM 16676410 2,845,188,889 32,149,027 24,648,549 7,310,983 189,495 21,506,328 7,630,966 3,011,733
CHICOS FAS INC COM 16861510 18,130,036 499,175 467,123 26,147 5,905 469,820 6,705 22,650
CHILES OFFSHORE INC COM 16888M10 2,381,810 98,219 98,219 90,319 7,900
CHILDRENS PL RETAIL COM 16890510 3,685,653 139,076 138,876 200 130,676 8,400
CHIPPAC INC CL A 16965710 2,635,615 426,475 426,475 406,275 20,200
CHOICE HOTELS INTL I COM 16990510 7,240,938 361,866 359,916 1,800 150 347,916 150 13,800
CHIQUITA BRANDS INTL COM 17003280 2,099,517 117,226 117,226 94,426 22,800
CHIRON CORP COM 17004010 136,663,418 3,866,009 3,853,171 9,877 2,961 3,367,444 95,587 402,978
CHITTENDEN CORP COM 17022810 12,572,683 433,840 418,295 6,672 8,873 395,541 8,873 29,426
CHOICEPOINT INC COM 17038810 40,469,482 890,026 885,426 4,267 333 829,528 2,333 58,165
CHOLESTECH CORP COM 17039310 415,670 39,400 39,400 32,100 7,300
CHORDIANT SOFTWARE I COM 17040410 597,856 306,593 306,593 288,493 18,100
CHRISTOPHER & BANKS COM 17104610 10,462,524 247,341 246,941 300 100 233,541 100 13,700
CHUBB CORP COM 17123210 277,568,992 3,920,466 3,844,046 45,857 30,563 3,309,077 99,746 511,643
CHURCH & DWIGHT INC COM 17134010 16,634,820 530,955 530,855 100 494,115 800 36,040
CHURCHILL DOWNS INC COM 17148410 1,549,801 38,428 38,428 34,628 3,800
CIBER INC COM 17163B10 4,057,187 559,612 557,328 600 1,684 525,028 1,684 32,900
CIENA CORP COM 17177910 37,046,140 8,841,561 8,823,572 16,609 1,380 7,833,511 96,750 911,300
CIMA LABS INC COM 17179610 3,844,390 159,386 159,366 20 150,066 20 9,300
CINCINNATI FINL CORP COM 17206210 166,937,542 3,587,740 3,579,896 7,624 220 3,106,889 37,065 443,786
CINERGY CORP COM 17247410 136,594,790 3,795,354 3,785,857 8,717 780 3,261,006 63,399 470,949
CIPHERGEN BIOSYSTEMS COM 17252Y10 359,205 101,758 101,758 101,758
CIRCOR INTL INC COM 17273K10 1,632,611 95,196 95,196 88,996 6,200
CIRCUIT CITY STORE I CIRCT CITY 17273710 94,032,506 5,015,067 4,999,372 15,435 260 4,260,807 51,282 702,978
CIRCUIT CITY STORE I CARMAX GRO 17273730 8,482,729 391,812 390,012 1,800 367,212 24,600
CISCO SYS INC COM 17275R10 2,556,758,273 183,280,163 177,916,699 3,775,492 1,587,972 152,821,545 6,657,351 23,801,267
CIRRUS LOGIC INC COM 17275510 5,227,570 709,304 706,434 1,700 1,170 665,934 1,170 42,200
Page Total 6,715,487,254
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CINTAS CORP COM 17290810 171,698,120 3,473,561 3,447,329 9,232 17,000 2,945,942 134,673 392,946
CITIGROUP INC COM 17296710 8,964,945,141 231,353,423 228,663,364 2,113,025 577,034 107,829,591 108,759,332 14,764,500
CITIZENS BKG CORP MI COM 17442010 13,767,992 475,086 474,086 1,000 442,086 1,000 32,000
CITIZENS COMMUNICATI COM 17453B10 51,911,093 6,209,461 6,189,657 19,604 200 5,463,563 61,785 684,113
CITIZENS FIRST BANCO COM 17461R10 1,477,593 65,700 65,700 58,500 7,200
CITIZENS INC CL A 17474010 3,060,009 235,748 235,748 221,718 14,030
CITRIX SYS INC COM 17737610 25,005,817 4,140,036 4,136,721 3,195 120 3,631,748 50,921 457,367
CITY BK LYNNWOOD WAS COM 17770A10 2,906,912 90,841 90,841 84,941 5,900
CITY HLDG CO COM 17783510 4,401,407 188,014 187,714 300 177,314 10,700
CITY NATL CORP COM 17856610 30,082,585 559,676 557,276 2,400 532,296 1,350 26,030
CLAIRES STORES INC COM 17958410 14,765,920 644,800 643,820 780 200 604,000 200 40,600
CLARCOR INC COM 17989510 11,295,695 356,894 356,354 100 440 332,504 440 23,950
CLARK / BARDES INC COM 18066810 2,439,403 106,804 106,804 97,804 9,000
CLARK DICK PRODTNS I COM 18151210 216,000 15,000 15,000 15,000
CLAYTON HOMES INC COM 18419010 17,178,249 1,087,231 1,084,361 1,950 920 1,022,467 3,120 61,644
CLEAR CHANNEL COMMUN COM 18450210 423,623,447 13,229,964 13,000,810 212,726 16,428 11,449,490 189,795 1,590,679
CLEARONE COMMUNICATI COM 18506010 562,686 38,200 38,200 36,500 1,700
CLEVELAND CLIFFS INC COM 18589610 4,489,802 162,674 162,574 100 156,174 6,500
CLOROX CO DEL COM 18905410 228,668,353 5,530,069 5,511,779 8,910 9,380 4,597,798 192,050 740,221
CLOSURE MED CORP COM 18909310 924,154 66,011 66,011 62,711 3,300
COACH INC COM 18975410 25,206,840 459,141 450,537 5,040 3,564 424,909 4,564 29,668
COACHMEN INDS INC COM 18987310 2,859,168 197,184 197,184 188,884 8,300
COASTAL BANCORP INC COM 19041P10 949,369 29,892 29,892 28,992 900
COASTAL FINL CORP DE COM 19046E10 276,390 18,675 18,675 13,475 5,200
COBALT CORP COM 19074W10 2,763,428 121,203 121,203 115,403 5,800
COBIZ INC COM 19089710 890,617 51,750 51,750 50,250 1,500
COCA COLA BOTTLING C COM 19109810 1,297,869 30,183 29,983 200 29,123 200 860
COCA COLA CO COM 19121610 3,333,736,952 59,531,017 56,839,124 1,391,256 1,300,637 49,299,026 3,031,447 7,200,544
COCA COLA ENTERPRISE COM 19121910 177,942,786 8,059,003 8,046,543 11,830 630 7,237,831 106,021 715,151
COCA-COLA FEMSA S A SPON
ADR R 19124110 1,036,488 43,187 43,187 21,987 15,300 5,900
COGNEX CORP COM 19242210 7,888,131 393,423 380,703 460 12,260 360,963 12,260 20,200
COGNIZANT TECHNOLOGY CL A 19244610 14,639,296 272,359 272,359 268,359 4,000
COHERENT INC COM 19247910 9,350,522 311,788 311,378 410 293,788 18,000
COHU INC COM 19257610 5,186,782 300,161 300,141 20 285,361 14,800
COINSTAR INC COM 19259P30 5,942,107 243,031 242,991 40 227,631 15,400
COLDWATER CREEK INC COM 19306810 731,560 29,982 29,982 27,082 2,900
COLE NATIONAL CORP N CL A 19329010 2,025,020 106,580 106,580 100,580 6,000
COLE KENNETH PRODTNS CL A 19329410 3,098,173 109,283 109,283 102,143 7,140
COLES MYER LTD SPON
ADR N 19387040 364,837 11,750 11,750 11,750
COLGATE PALMOLIVE CO COM 19416210 641,578,387 12,818,749 12,253,486 476,351 88,912 10,902,877 516,736 1,399,136
COLLINS & AIKMAN COR COM
NEW 19483020 5,894,752 647,775 647,775 635,127 12,648
COLONIAL BANCGROUP I COM 19549330 29,927,340 1,995,156 1,987,060 8,096 1,917,036 2,800 75,320
COLONIAL PPTYS TR COM SH
BEN 19587210 9,413,124 241,672 241,672 227,690 13,982
COLUMBIA BANCORP COM 19722710 564,279 23,900 23,900 22,700 1,200
COLUMBIA BKG SYS INC COM 19723610 1,187,281 91,966 91,966 89,441 2,525
COLUMBIA LABS INC COM 19777910 1,539,708 256,618 256,618 241,418 15,200
COLUMBIA SPORTSWEAR COM 19851610 3,128,510 97,769 97,219 550 89,969 400 7,400
COLUMBUS MCKINNON CO COM 19933310 464,451 53,756 53,756 51,756 2,000
COMFORT SYS USA INC COM 19990810 608,526 122,440 122,260 180 98,940 23,500
COMARCO INC COM 20008010 205,668 26,100 26,100 26,100
Page Total 14,264,118,739
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COMCAST CORP CL A 20030010 308,429 12,745 8,600 3,645 500 10,745 500 1,500
COMCAST CORP CL A SPL 20030020 506,663,247 21,252,653 20,828,097 378,535 46,021 18,114,434 304,483 2,833,736
COMERICA INC COM 20034010 265,522,949 4,324,478 4,161,014 156,324 7,140 3,714,076 55,126 555,276
COMMERCE BANCORP INC COM 20051910 29,714,466 672,273 668,761 3,312 200 634,045 1,500 36,728
COMMERCE BANCSHARES COM 20052510 25,919,154 585,876 543,264 40,218 2,394 543,462 3,922 38,492
COMMERCE GROUP INC M COM 20064110 14,827,334 374,901 338,401 36,500 358,001 16,900
COMMERCE ONE INC DEL COM 20069310 602,030 1,584,291 1,469,852 73,790 40,649 1,542,242 40,649 1,400
COMMERCIAL FEDERAL C COM 20164710 24,713,191 852,179 852,079 100 821,169 100 30,910
COMMERCIAL METALS CO COM 20172310 8,714,786 185,658 185,658 177,858 7,800
COMMERCIAL NET LEASE COM 20221810 7,640,304 477,519 477,499 20 455,219 22,300
COMMONWEALTH BANCORP COM 20268X10 2,505,839 84,457 84,457 79,757 4,700
COMMONWEALTH INDS IN COM 20300410 201,852 28,074 28,074 28,074
COMMONWEALTH TEL ENT COM 20334910 7,651,555 190,148 189,648 500 182,348 7,800
COMMSCOPE INC COM 20337210 9,336,025 746,882 745,302 1,280 300 714,282 300 32,300
COMMUNITY BK SYS INC COM 20360710 3,863,872 119,810 119,810 112,190 7,620
COMMUNITY BKS INC MI COM 20362810 2,388,550 81,188 81,188 76,673 4,515
COMMUNITY HEALTH SYS COM 20366810 12,227,928 456,266 401,514 46,377 8,375 414,813 9,375 32,078
COMMUNITY FIRST BANK COM 20390210 12,289,694 471,050 471,050 446,050 25,000
COMMUNITY TR BANCORP COM 20414910 2,968,725 105,611 105,611 99,211 6,400
COMPANHIA DE BEBIDAS SPONSORED 20441W10 367,200 29,376 29,376 29,376
COMPANHIA VALE DO RI SPONSORED 20441220 6,637,534 239,882 239,882 233,669 6,213
COMPASS BANCSHARES I COM 20449H10 55,772,740 1,659,903 1,653,033 6,470 400 1,564,903 3,400 91,600
COMPUCREDIT CORP COM 20478N10 1,300,355 190,668 190,668 181,868 8,800
COMPUCOM SYS INC COM 20478010 488,492 125,900 125,900 111,800 14,100
COMPUTER ASSOC INTL COM 20491210 202,027,128 12,714,105 12,689,732 23,421 952 10,911,939 179,997 1,622,169
COMPUTER NETWORK TEC COM 20492510 2,007,826 327,541 318,181 9,360 311,541 16,000
COMPUTER SCIENCES CO COM 20536310 206,803,354 4,326,430 4,234,682 45,318 46,430 3,721,903 100,916 503,611
COMPUTER TASK GROUP COM 20547710 329,545 66,307 66,307 66,307
COMPX INTERNATIONAL CL A 20563P10 211,271 15,945 15,845 100 15,245 700
COMPUWARE CORP COM 20563810 51,885,322 8,547,829 8,534,034 13,155 640 7,298,628 115,728 1,133,473
COMSTOCK RES INC COM NEW 20576820 3,276,466 431,114 431,014 100 417,014 14,100
COMVERSE TECHNOLOGY COM PAR $0 20586240 38,258,403 4,131,577 4,113,557 17,460 560 3,597,024 48,950 485,603
CONAGRA FOODS INC COM 20588710 1,043,343,606 37,733,946 13,876,228 23,836,178 21,540 10,808,126 25,417,395 1,508,425
COMPUTER HORIZONS CO COM 20590810 704,085 144,576 144,076 500 125,176 19,400
CONCEPTUS INC COM 20601610 1,639,402 99,418 99,418 93,218 6,200
CONCORD CAMERA CORP COM 20615610 1,219,057 238,984 238,984 224,884 14,100
CONCORD COMMUNICATIO COM 20618610 1,005,708 61,026 57,986 3,000 40 51,086 40 9,900
CONCORD EFS INC COM 20619710 340,766,878 11,306,134 11,266,564 38,850 720 9,544,547 336,284 1,425,303
CONCURRENT COMPUTER COM 20671020 3,155,136 678,524 676,424 2,100 643,824 34,700
CONECTIV INC COM 20682910 22,889,650 886,852 878,452 7,800 600 825,480 2,600 58,772
CONEXANT SYSTEMS INC COM 20714210 3,437,502 2,121,915 2,091,297 16,789 13,829 1,865,188 20,052 236,675
CONMED CORP COM 20741010 6,881,815 308,187 307,647 540 291,437 16,750
CONNECTICUT BANCSHAR COM 20754010 4,145,484 124,864 124,864 117,864 7,000
CONNECTICUT WTR SVC COM 20779710 1,928,865 63,283 63,283 57,583 5,700
CONNETICS CORP COM 20819210 4,198,507 324,987 324,987 306,187 18,800
CONOCO INC COM 20825150 388,314,486 13,968,147 13,898,585 48,774 20,788 12,479,555 192,945 1,295,647
CONSECO INC COM 20846410 13,164,586 6,582,293 6,556,349 20,530 5,414 5,987,372 59,914 535,007
CONSOL ENERGY INC COM 20854P10 8,333,761 392,177 392,077 100 378,577 700 12,900
CONSOLIDATED EDISON COM 20911510 201,152,961 4,818,035 4,793,635 16,442 7,958 4,132,359 106,889 578,787
CONSOLIDATED GRAPHIC COM 20934110 6,639,037 349,423 122,750 226,673 115,850 226,673 6,900
Page Total 3,560,346,092
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CONSTELLATION BRANDS CL A 21036P10 40,286,272 1,258,946 1,198,770 50,986 9,190 1,189,168 10,790 58,988
CONSTELLATION ENERGY COM 21037110 114,696,837 3,909,231 3,888,822 15,739 4,670 3,358,397 56,265 494,569
CONTINENTAL AIRLS IN CL B 21079530 7,837,752 496,689 493,899 2,790 454,095 1,700 40,894
CONVERA CORP CL A 21191910 354,160 145,745 145,745 144,445 1,300
CONVERGYS CORP COM 21248510 79,880,934 4,100,664 3,892,353 118,845 9,466 3,482,622 181,862 436,180
COOPER CAMERON CORP COM 21664010 24,819,414 512,586 512,186 300 100 463,982 1,300 47,304
COOPER COS INC COM NEW 21664840 16,498,046 350,277 348,877 1,400 340,377 9,900
COOPER TIRE & RUBR C COM 21683110 35,868,565 1,745,429 1,740,774 3,655 1,000 1,569,692 22,500 153,237
COORS ADOLPH CO CL B 21701610 51,922,003 833,419 831,849 1,570 722,100 6,575 104,744
COORSTEK INC COM 21702010 3,090,721 99,991 99,991 94,791 5,200
COPART INC COM 21720410 16,119,636 993,200 992,030 1,170 950,830 1,500 40,870
CORDIANT COMMS GRP P SPON ADR N 21851420 546,263 91,655 91,655 91,655
CORINTHIAN COLLEGES COM 21886810 7,606,881 224,458 224,258 200 200,458 200 23,800
CORIXA CORP COM 21887F10 2,978,071 434,755 434,635 20 100 409,823 100 24,832
CORN PRODS INTL INC COM 21902310 15,439,098 496,115 489,358 1,815 4,942 467,573 4,942 23,600
CORNELL COMPANIES IN COM 21914110 740,625 62,500 62,500 60,200 2,300
CORNERSTONE RLTY INC COM 21922V10 7,041,877 623,175 623,175 579,295 43,880
CORNING INC COM 21935010 76,145,050 21,449,310 21,268,152 134,851 6,307 18,567,129 295,301 2,586,880
CORPORATE EXECUTIVE COM 21988R10 17,418,214 508,561 506,361 2,200 486,161 22,400
CORPORATE OFFICE PPT SH BEN INT 22002T10 11,642,148 797,954 591,959 205,995 782,228 15,726
CORRECTIONAL PPTYS T COM 22025E10 965,668 43,894 43,894 42,394 1,500
CORRECTIONS CORP AME COM NEW 22025Y40 5,472,924 316,354 316,350 4 300,850 4 15,500
CORUS BANKSHARES INC COM 22087310 6,205,723 135,145 135,145 128,445 6,700
CORVEL CORP COM 22100610 2,582,685 77,102 77,102 71,752 5,350
CORVIS CORP COM 22100910 468,679 721,046 708,466 12,400 180 716,566 180 4,300
COST PLUS INC CALIF COM 22148510 7,352,315 241,384 241,344 40 224,424 16,960
COSTCO WHSL CORP NEW COM 22160K10 395,741,804 10,247,069 10,203,687 39,936 3,446 8,750,772 120,747 1,375,550
COSTAR GROUP INC COM 22160N10 2,999,617 146,109 146,109 137,509 8,600
COUNTRYWIDE CR INDS COM 22237210 144,527,905 2,995,397 2,990,027 5,270 100 2,642,853 31,830 320,714
COURIER CORP COM 22266010 1,032,966 25,850 25,850 24,950 900
COUSINS PPTYS INC COM 22279510 18,712,147 755,741 755,741 721,146 34,595
COVANSYS CORP COM 22281W10 1,124,606 200,108 200,108 185,908 14,200
COVANCE INC COM 22281610 21,165,093 1,128,805 1,069,295 59,510 1,089,205 39,600
COVENANT TRANS INC CLA 22284P10 1,105,892 52,042 52,042 50,642 1,400
COVENTRY HEALTH CARE COM 22286210 34,423,042 1,211,226 1,208,121 2,865 240 1,183,996 1,140 26,090
COX COMMUNICATIONS I CL A 22404410 61,879,751 2,246,089 2,233,731 7,490 4,868 1,864,371 9,568 372,150
COX RADIO INC CL A 22405110 6,166,250 255,861 251,301 4,560 233,147 900 21,814
CRANE CO COM 22439910 31,351,304 1,235,276 1,227,063 2,980 5,233 1,111,112 20,362 103,802
CRAWFORD & CO CL B 22463310 2,957,172 365,083 365,083 348,583 16,500
CRAY INC COM 22522310 892,212 199,600 199,600 191,000 8,600
CREDENCE SYS CORP COM 22530210 15,631,096 879,634 878,374 1,060 200 841,614 200 37,820
CREDIT ACCEP CORP MI COM 22531010 1,856,123 147,663 147,663 141,063 6,600
CREDIT SUISSE GROUP SPONSORED 22540110 2,095,821 66,534 66,534 66,534
CREE INC COM 22544710 11,627,555 878,878 870,668 8,090 120 832,758 120 46,000
CRESCENT REAL ESTATE COM 22575610 22,644,521 1,210,937 1,208,117 2,820 1,069,491 2,700 138,746
CROMPTON CORP COM 22711610 19,918,598 1,562,243 1,552,306 8,190 1,747 1,480,136 1,747 80,360
CROSS CTRY INC COM 22748P10 2,680,020 70,900 70,900 50,800 20,100
CROSS MEDIA MARKETIN COM NEW 22754R20 261,489 27,818 27,793 25 26,018 1,800
CROWN AMERN RLTY TR SH BEN INT 22818610 3,224,256 343,006 343,006 318,750 24,256
CROWN CASTLE INTL CO COM 22822710 5,339,298 1,358,600 1,348,300 10,200 100 1,235,440 1,000 122,160
Page Total 1,363,339,099
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CROWN CORK & SEAL IN COM 22825510 9,952,632 1,452,939 1,447,639 5,300 1,334,756 118,183
CROWN MEDIA HLDGS IN CL A 22841110 2,511,197 318,276 318,196 80 300,956 80 17,240
CRYOLIFE INC COM 22890310 2,738,294 170,504 170,504 159,704 10,800
CUBIC CORP COM 22966910 4,452,187 187,856 186,956 900 177,656 10,200
CUBIST PHARMACEUTICA COM 22967810 2,948,247 313,310 313,310 296,010 17,300
CULLEN FROST BANKERS COM 22989910 13,415,821 373,180 371,980 1,100 100 337,193 1,300 34,687
CULP INC COM 23021510 275,481 17,100 17,100 13,400 3,700
CUMMINS INC COM 23102110 29,458,404 889,982 888,002 1,980 802,698 12,118 75,166
CUMULUS MEDIA INC CL A 23108210 6,199,897 449,920 393,170 45,150 11,600 416,020 11,600 22,300
CURAGEN CORP COM 23126R10 2,323,557 412,710 281,479 130,931 300 256,079 131,231 25,400
CURATIVE HEALTH SVCS COM 23126410 808,477 48,181 48,181 41,781 6,400
CURTISS WRIGHT CORP COM 23156110 9,153,840 114,423 112,723 1,700 107,823 6,600
CYBERONICS INC COM 23251P10 2,891,243 220,386 214,126 6,260 207,886 12,500
CYBEROPTICS CORP COM 23251710 442,492 46,141 46,141 46,141
CYGNUS INC COM 23256010 326,858 152,027 150,027 2,000 150,027 2,000
CYMER INC COM 23257210 13,819,916 394,404 393,644 560 200 371,004 1,000 22,400
CYPRESS SEMICONDUCTO COM 23280610 18,649,829 1,228,579 1,224,609 3,450 520 1,111,878 3,120 113,581
CYSIVE INC COM 23281T10 323,458 132,024 132,024 132,024
CYTEC INDS INC COM 23282010 19,148,091 609,036 608,026 1,010 583,216 25,820
CYTOGEN CORP COM 23282410 434,378 405,961 404,961 1,000 405,861 100
D & E COMMUNICATIONS COM 23286010 385,517 36,681 36,681 36,469 212
D & K HEALTHCARE RES COM 23286110 1,395,132 39,567 39,567 31,467 8,100
CYTYC CORP COM 23294610 8,985,686 1,179,224 1,171,154 7,970 100 1,100,788 2,900 75,536
DDI CORP COM 23316210 399,128 443,476 443,476 417,676 25,800
DMC STRATEX NETWORKS COM 23322L10 2,012,765 1,001,376 1,001,276 100 955,176 100 46,100
DQE INC COM 23329J10 14,292,390 1,020,885 1,017,310 2,975 600 787,634 194,071 39,180
DPL INC COM 23329310 40,952,773 1,548,309 1,539,424 8,135 750 1,461,459 4,450 82,400
DRS TECHNOLOGIES INC COM 23330X10 7,807,005 182,620 182,020 500 100 172,120 100 10,400
D R HORTON INC COM 23331A10 30,013,266 1,153,026 1,146,141 6,625 260 1,072,734 2,760 77,532
DSP GROUP INC COM 23332B10 5,857,126 298,833 297,833 800 200 281,133 200 17,500
DST SYS INC DEL COM 23332610 57,620,289 1,260,562 1,217,503 2,740 40,319 1,091,781 43,119 125,662
DTE ENERGY CO COM 23333110 165,306,696 3,703,107 3,696,374 5,908 825 3,182,236 68,637 452,234
DVI INC COM 23334310 4,400,766 228,019 228,019 221,579 6,440
DAISYTEK INTL CORP COM 23405310 2,822,313 166,410 166,370 40 155,070 40 11,300
DAKTRONICS INC COM 23426410 1,359,661 138,177 138,177 129,777 8,400
DANA CORP COM 23581110 72,853,530 3,931,653 3,917,455 11,532 2,666 3,386,112 33,576 511,965
DANAHER CORP DEL COM 23585110 225,038,830 3,391,693 3,353,790 37,153 750 2,913,617 105,303 372,773
DANIELSON HLDG CORP COM 23627410 261,252 53,100 53,100 53,100
DARDEN RESTAURANTS I COM 23719410 116,439,579 4,714,153 4,702,846 9,057 2,250 4,050,422 129,110 534,621
DATASCOPE CORP COM 23811310 3,926,262 142,050 141,550 500 133,650 8,400
DATASTREAM SYS INC COM 23812410 1,369,135 192,836 192,836 180,436 12,400
DAVE & BUSTERS INC COM 23833N10 461,320 38,000 38,000 38,000
DAVITA INC COM 23918K10 25,666,848 1,078,439 1,076,859 1,480 100 995,835 16,740 65,864
DEAN FOODS CO NEW COM 24237010 46,996,135 1,259,950 1,248,936 10,646 368 1,195,504 2,468 61,978
DEB SHOPS INC COM 24272810 3,579,661 105,973 105,973 105,173 800
DECODE GENETICS INC COM 24358610 1,538,634 328,768 328,768 309,768 19,000
DEERE & CO COM 24419910 260,303,592 5,434,313 5,417,620 14,013 2,680 4,644,730 47,683 741,900
DEL LABS INC COM 24509110 561,550 22,462 22,462 19,962 2,500
DEL MONTE FOODS CO COM 24522P10 3,516,636 298,020 295,680 2,340 281,940 16,080
DELIAS CORP CL A 24688Q10 1,560,294 305,940 305,083 857 289,140 16,800
Page Total 1,247,958,070
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DELL COMPUTER CORP COM 24702510 1,643,900,162 62,888,300 61,622,375 1,082,044 183,881 52,791,067 1,994,009 8,103,224
DELPHI CORP COM 24712610 830,065,539 62,883,753 62,732,221 131,650 19,882 10,825,573 50,354,901 1,703,279
DELPHI FINL GROUP IN CL A 24713110 8,420,780 194,251 179,915 300 14,036 167,295 14,036 12,920
DELTA & PINE LD CO COM 24735710 9,373,253 466,331 466,051 280 445,831 20,500
DELTA AIR LINES INC COM 24736110 51,584,600 2,579,230 2,570,845 8,285 100 2,263,867 24,918 290,445
DELTAGEN INC COM 24783R10 294,722 120,295 120,295 120,295
DELTIC TIMBER CORP COM 24785010 6,279,842 182,130 182,130 175,730 6,400
DENBURY RES INC COM NEW 24791620 1,253,929 121,859 121,859 107,259 14,600
DELUXE CORP COM 24801910 70,147,526 1,803,742 1,780,162 11,990 11,590 1,580,351 56,766 166,625
DENDRITE INTL INC COM 24823910 4,960,120 512,939 512,879 60 492,639 20,300
DENTSPLY INTL INC NE COM 24903010 27,926,770 756,618 737,948 2,910 15,760 690,561 17,310 48,747
DEPARTMENT 56 INC COM 24950910 748,017 45,947 45,947 39,147 6,800
DESERT CMNTY BK VICT COM 25037Y10 355,514 11,930 11,930 11,930
DEUTSCHE TELEKOM AG SPONSORED 25156610 1,215,150 130,521 128,987 1,534 130,155 366
DEVELOPERS DIVERSIFI COM 25159110 26,738,010 1,188,356 1,104,711 83,645 1,136,000 1,300 51,056
DEVON ENERGY CORP NE COM 25179M10 170,348,393 3,456,745 3,439,592 9,759 7,394 2,953,385 71,483 431,877
DEVRY INC DEL COM 25189310 18,324,783 802,311 799,171 2,840 300 739,027 1,600 61,684
DIAGEO P L C SPON ADR N 25243Q20 6,084,576 117,804 64,351 53,453 111,604 6,200
DIAGNOSTIC PRODS COR COM 25245010 10,903,530 294,690 294,590 100 279,490 600 14,600
DIAL CORP NEW COM 25247D10 32,364,632 1,616,615 1,614,800 1,515 300 1,543,015 2,500 71,100
DIAMOND OFFSHORE DRI COM 25271C10 13,291,288 466,361 463,071 3,150 140 408,161 1,340 56,860
DIAMONDCLUSTER INTL CL A 25278P10 1,863,840 311,679 306,679 5,000 293,179 5,000 13,500
DIANON SYS INC COM 25282610 5,398,838 101,064 101,064 94,474 6,590
DIEBOLD INC COM 25365110 27,692,036 743,610 711,050 22,136 10,424 681,486 12,124 50,000
DIGENE CORP COM 25375210 2,608,693 221,790 221,790 214,090 7,700
DIGI INTL INC COM 25379810 261,267 79,148 79,122 26 79,148
DIGIMARC CORP COM 25380710 1,161,996 111,838 111,838 105,138 6,700
DIGITAL INSIGHT CORP COM 25385P10 5,158,884 313,610 313,590 20 298,910 14,700
DIGITAL RIV INC COM 25388B10 567,206 61,720 61,720 45,120 16,600
DIGITAS INC COM 25388K10 717,618 157,753 125,453 30,300 2,000 155,753 2,000
DIME CMNTY BANCSHARE COM 25392210 5,462,867 240,761 240,761 227,711 13,050
DILLARDS INC CL A 25406710 74,451,702 2,831,940 2,829,230 2,610 100 2,611,078 22,800 198,062
DIMON INC COM 25439410 3,465,127 500,741 500,141 600 498,141 2,600
DIONEX CORP COM 25454610 6,627,283 247,379 247,239 40 100 230,079 100 17,200
DISCOVERY PARTNERS I COM 25467510 456,156 69,536 69,412 124 59,036 10,500
DISNEY WALT CO COM DISNEY 25468710 990,287,064 52,396,141 49,563,883 1,949,484 882,774 44,532,098 1,488,215 6,375,828
DIVERSA CORP COM 25506410 4,243,854 426,518 426,511 7 409,118 17,400
DR REDDYS LABS LTD ADR 25613520 838,894 43,242 43,242 43,242
DOCUMENTUM INC COM 25615910 5,181,912 431,826 430,406 1,420 407,626 24,200
DOLE FOOD INC COM 25660510 28,178,516 976,725 975,505 520 700 933,225 10,000 33,500
DOLLAR GEN CORP COM 25666910 129,958,248 6,829,125 6,815,463 9,315 4,347 5,882,981 218,904 727,240
DOLLAR THRIFTY AUTOM COM 25674310 6,421,309 247,927 247,487 440 230,327 17,600
DOLLAR TREE STORES I COM 25674710 47,938,796 1,216,412 1,207,971 8,091 350 1,137,424 2,650 76,338
DOMINION HOMES INC COM 25738610 294,973 14,581 14,581 13,281 1,300
DOMINION RES INC VA COM 25746U10 412,683,849 6,233,895 6,140,533 61,907 31,455 5,339,897 110,032 783,966
DONALDSON INC COM 25765110 20,480,564 584,491 578,586 5,905 543,691 900 39,900
DONNELLEY R R & SONS COM 25786710 90,665,727 3,290,952 3,283,567 7,225 160 2,850,354 44,618 395,980
DONNELLY CORP CL A 25787010 955,472 35,401 35,401 31,901 3,500
DORAL FINL CORP COM 25811P10 15,028,137 450,079 450,079 425,279 900 23,900
DOUBLECLICK INC COM 25860930 6,864,249 946,793 943,303 3,390 100 872,963 400 73,430
Page Total 4,830,496,213
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DOVER CORP COM 26000310 172,814,250 4,937,550 4,848,848 18,024 70,678 4,180,421 133,985 623,144
DOVER DOWNS GAMING & COM 26009510 1,774,592 138,640 138,640 131,500 7,140
DOVER MOTORSPORTS IN COM 26017410 815,459 143,063 143,063 132,863 10,200
DOW CHEM CO COM 26054310 738,719,965 21,486,910 21,296,471 104,029 86,410 18,696,192 353,462 2,437,256
DOW JONES & CO INC COM 26056110 231,682,522 4,781,889 1,829,322 48,547 2,904,020 1,612,255 2,969,213 200,421
DOWNEY FINL CORP COM 26101810 12,806,285 270,746 270,746 254,656 500 15,590
DRESS BARN INC COM 26157010 6,602,673 426,805 426,725 80 405,805 21,000
DREW INDS INC COM NEW 26168L20 261,555 15,900 15,900 13,900 2,000
DREXLER TECHNOLOGY C COM 26187610 870,112 40,283 33,933 950 5,400 29,683 5,400 5,200
DREYERS GRAND ICE CR COM 26187810 26,070,949 380,043 350,013 23,230 6,800 359,543 7,200 13,300
DRIL-QUIP INC COM 26203710 1,926,339 77,208 77,208 73,308 3,900
DRUGSTORE COM INC COM 26224110 272,047 101,133 101,133 85,033 16,100
DU PONT E I DE NEMOU COM 26353410 1,620,450,150 36,496,625 35,765,387 430,758 300,480 33,106,796 641,358 2,748,471
DUANE READE INC COM 26357810 4,667,267 137,071 136,651 320 100 123,571 100 13,400
DUCOMMUN INC DEL COM 26414710 1,062,720 40,500 40,500 38,700 1,800
DUKE ENERGY CORP COM 26439910 2,042,095,384 65,662,231 18,855,326 46,645,141 161,764 16,724,799 46,575,744 2,361,688
DUKE REALTY CORP COM NEW 26441150 39,692,071 1,371,056 1,369,076 1,980 1,251,281 3,500 116,275
DUN & BRADSTREET COR COM 26483E10 29,510,642 892,909 888,637 3,097 1,175 816,554 2,915 73,440
DURA AUTOMOTIVE SYST CLA 26590310 4,829,977 232,770 232,770 223,670 9,100
DUPONT PHOTOMASKS IN COM 26613X10 2,752,712 84,751 84,751 77,151 7,600
DURECT CORP COM 26660510 2,213,584 276,698 276,698 263,898 12,800
DYAX CORP COM 26746E10 214,874 55,096 51,851 3,145 100 54,996 100
DYCOM INDS INC COM 26747510 13,579,489 1,161,633 1,158,593 3,040 1,132,013 29,620
DYNACQ INTL INC COM PAR $. 26791930 741,119 52,599 52,599 49,299 3,300
DYNAMICS RESH CORP COM 26805710 428,953 17,740 17,740 16,340 1,400
DYNEGY INC NEW CL A 26816Q10 55,677,931 7,733,046 7,719,951 11,935 1,160 6,871,001 89,669 772,376
EDP-ELECTRICIDADE DE SPONSORED 26835310 661,497 33,664 33,664 33,664
EEX CORP COM NEW 26842V20 214,870 107,435 107,435 107,435
EGL INC COM 26848410 8,760,484 516,538 515,668 870 495,038 21,500
E M C CORP MASS COM 26864810 402,603,047 53,324,907 51,364,367 1,369,024 591,516 45,028,374 1,294,777 7,001,756
EMC INS GROUP INC COM 26866410 1,018,162 67,652 67,652 65,352 2,300
EMS TECHNOLOGIES INC COM 26873N10 1,138,777 55,040 55,040 48,540 6,500
ENSCO INTL INC COM 26874Q10 44,300,171 1,625,098 1,615,278 9,520 300 1,489,638 3,400 132,060
EOG RES INC COM 26875P10 108,261,463 2,726,989 2,642,284 63,960 20,745 2,343,610 42,314 341,065
E ON AG SPONSORED 26878010 9,299,039 160,273 48,496 111,777 158,163 2,110
EPIX MEDICAL INC COM 26881Q10 566,988 53,743 53,743 51,043 2,700
E PIPHANY INC COM 26881V10 3,271,125 745,131 744,181 850 100 702,231 100 42,800
EPIQ SYS INC COM 26882D10 2,952,340 173,463 173,463 171,563 1,900
ESS TECHNOLOGY INC COM 26915110 19,846,018 1,131,472 1,131,372 100 1,111,872 19,600
E TRADE GROUP INC COM 26924610 22,398,940 4,102,370 4,090,440 9,650 2,280 3,900,606 9,580 192,184
EAGLE BANCSHARES INC COM 26942C10 314,358 12,100 12,100 11,200 900
EARTHLINK INC COM 27032110 7,465,684 1,126,046 1,118,816 3,900 3,330 1,042,916 3,330 79,800
EAST WEST BANCORP IN COM 27579R10 11,299,155 327,322 327,322 306,522 20,800
EASTGROUP PPTY INC COM 27727610 5,500,851 214,877 214,877 198,173 16,704
EASTMAN CHEM CO COM 27743210 82,176,163 1,752,157 1,748,141 2,508 1,508 1,553,628 20,254 178,275
EASTMAN KODAK CO COM 27746110 275,341,522 9,439,202 9,391,411 23,163 24,628 8,463,372 134,844 840,986
EATON CORP COM 27805810 118,230,317 1,625,159 1,574,925 49,934 300 1,367,411 66,778 190,970
EATON VANCE CORP COM NON VT 27826510 20,081,973 643,653 642,373 1,240 40 604,465 1,340 37,848
EBAY INC COM 27864210 91,105,662 1,478,508 1,471,789 5,619 1,100 1,223,482 4,500 250,526
ECHELON CORP COM 27874N10 3,510,199 272,531 271,261 1,270 259,231 13,300
Page Total 6,252,852,426
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ECHOSTAR COMMUNICATI CL A 27876210 27,890,241 1,502,707 1,497,547 5,060 100 1,269,680 5,000 228,027
ECLIPSYS CORP COM 27885610 3,608,984 550,234 548,183 2,011 40 523,244 40 26,950
ECOLAB INC COM 27886510 182,098,490 3,938,968 3,401,205 434,349 103,414 3,397,912 191,688 349,368
EDGAR ONLINE INC COM 27976510 229,680 116,000 116,000 116,000
EDISON INTL COM 28102010 582,619,937 34,271,761 34,254,141 16,780 840 7,227,578 26,104,487 939,696
EDO CORP COM 28134710 3,570,736 125,289 125,289 115,789 9,500
EDUCATION MGMT CORP COM 28139T10 18,818,115 462,021 462,021 446,221 600 15,200
J D EDWARDS & CO COM 28166710 14,555,809 1,198,009 1,196,509 1,400 100 1,130,609 2,400 65,000
EDWARDS LIFESCIENCES COM 28176E10 61,277,533 2,641,273 1,366,436 1,274,397 440 1,324,146 1,274,687 42,440
EDWARDS AG INC COM 28176010 38,433,606 988,773 968,265 19,315 1,193 886,279 3,193 99,301
EFUNDS CORP COM 28224R10 4,943,844 521,008 514,551 2,934 3,523 488,785 3,523 28,700
EL PASO CORP COM 28336L10 291,238,590 14,130,936 14,043,842 54,310 32,784 12,428,856 204,109 1,497,971
EL PASO ELEC CO COM NEW 28367785 11,491,455 829,708 828,888 820 796,008 33,700
ELCOR CORP COM 28444310 6,305,679 230,555 230,555 216,155 14,400
ELECTRO RENT CORP COM 28521810 2,921,256 224,885 224,885 215,885 9,000
ELECTRO SCIENTIFIC I COM 28522910 11,108,016 457,120 456,540 360 220 439,200 220 17,700
ELECTROGLAS INC COM 28532410 3,010,180 301,018 301,018 285,318 15,700
ELECTRONIC ARTS INC COM 28551210 113,219,541 1,714,149 1,709,899 3,785 465 1,527,450 3,565 183,134
ELECTRONIC DATA SYS COM 28566110 542,818,599 14,611,537 14,580,483 28,750 2,304 9,668,754 3,441,723 1,501,060
ELECTRONICS BOUTIQUE COM 28604510 3,676,095 125,464 125,464 119,164 6,300
ELECTRONICS FOR IMAG COM 28608210 16,279,255 1,023,209 1,022,309 800 100 989,109 100 34,000
ELIZABETH ARDEN INC COM 28660G10 1,821,942 104,111 104,111 98,311 5,800
EMBARCADERO TECHNOLO COM 29078710 737,966 119,412 119,412 113,812 5,600
EMBREX INC COM 29081710 887,008 42,400 39,900 2,500 38,600 2,500 1,300
EMCOR GROUP INC COM 29084Q10 10,635,911 181,191 181,191 171,891 9,300
EMCORE CORP COM 29084610 1,583,826 263,971 263,971 248,271 15,700
EMERSON ELEC CO COM 29101110 569,758,105 10,647,694 9,618,858 673,735 355,101 8,791,715 526,469 1,329,510
EMISPHERE TECHNOLOGI COM 29134510 316,445 75,524 75,524 75,424 100
EMMIS COMMUNICATIONS CL A 29152510 9,340,382 440,792 440,272 420 100 403,462 800 36,530
EMPIRE DIST ELEC CO COM 29164110 5,117,066 249,613 248,713 800 100 236,913 100 12,600
EMULEX CORP COM NEW 29247520 16,547,313 734,783 657,664 57,079 20,040 658,179 21,940 54,664
ENCANA CORP COM 29250510 5,132,691 167,735 51,760 115,975 161,138 6,597
ENCORE ACQUISITION C COM 29255W10 1,626,330 94,280 94,280 91,380 2,900
ENCORE WIRE CORP COM 29256210 1,626,033 114,268 114,268 106,068 8,200
ENDESA S A SPONSORED 29258N10 7,445,726 519,953 159,374 360,579 512,573 7,380
ENDO PHARMACEUTICALS COM 29264F20 2,016,595 288,085 288,085 275,085 13,000
ENDOCARE INC COM 29264P10 2,405,422 182,091 181,991 100 174,791 100 7,200
ENERGEN CORP COM 29265N10 12,697,685 461,734 460,934 500 300 431,134 300 30,300
ENERGY CONVERSION DE COM 29265910 2,665,150 169,863 169,863 161,963 7,900
ENERGY EAST CORP COM 29266M10 28,049,673 1,241,136 1,234,832 4,734 1,570 1,160,264 4,270 76,602
ENERGIZER HLDGS INC COM 29266R10 30,784,625 1,122,707 1,120,452 1,889 366 1,027,557 2,466 92,684
ENERGY PARTNERS LTD COM 29270U10 2,159,925 232,250 232,250 218,650 13,600
ENGELHARD CORP COM 29284510 80,747,569 2,851,256 2,845,871 5,385 2,440,714 113,381 297,161
ENGINEERED SUPPORT S COM 29286610 13,034,415 249,224 249,224 245,124 4,100
ENERGYSOUTH INC COM 29297010 1,012,464 31,600 31,600 30,700 900
ENESCO GROUP INC COM 29297310 522,512 59,784 59,784 59,784
ENNIS BUSINESS FORMS COM 29338910 1,240,624 95,067 89,767 5,300 84,967 10,100
ENPRO INDS INC COM 29355X10 278,696 53,085 50,934 2,039 112 46,637 242 6,206
ENTEGRIS INC COM 29362U10 10,656,875 729,923 729,923 705,423 24,500
ENTERASYS NETWORKS I COM 29363710 2,290,625 1,286,868 1,279,188 7,460 220 1,159,351 220 127,297
Page Total 2,763,255,240
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ENTERCOM COMMUNICATI CL A 29363910 17,190,238 374,515 373,350 865 300 349,015 1,000 24,500
ENTERGY CORP NEW COM 29364G10 250,244,277 5,896,425 5,767,040 104,500 24,885 5,107,640 118,390 670,395
ENTERPRISE PRODS PAR COM 29379210 1,293,987 79,630 79,630 79,630
ENTERTAINMENT PPTYS COM SH BEN 29380T10 5,392,606 218,767 218,767 207,567 11,200
ENTREMED INC COM 29382F10 265,904 86,614 78,084 5,730 2,800 83,814 2,800
ENTRAVISION COMMUNIC CL A 29382R10 3,455,553 282,086 279,086 3,000 256,450 900 24,736
ENTRUST INC COM 29384810 1,412,626 519,348 519,228 20 100 491,048 100 28,200
ENZON INC COM 29390410 9,412,217 382,455 329,030 47,825 5,600 350,035 5,600 26,820
ENZO BIOCHEM INC COM 29410010 3,745,288 261,360 251,157 10,203 245,064 16,296
EON LABS INC COM 29412E10 542,595 30,500 30,500 24,400 6,100
EQUIFAX INC COM 29442910 103,107,357 3,818,791 3,803,104 9,687 6,000 3,310,583 106,021 402,187
EQUITABLE RES INC COM 29454910 23,877,396 696,134 690,310 1,000 4,824 628,886 6,224 61,024
EQUITY INNS INC COM 29470310 5,095,513 632,983 632,983 600,680 32,303
EQUITY OFFICE PROPER COM 29474110 323,993,239 10,763,895 10,671,886 92,009 9,460,201 115,925 1,187,769
EQUITY ONE COM 29475210 846,748 60,482 60,482 53,582 6,900
EQUITY RESIDENTIAL SH BEN INT 29476L10 191,737,257 6,669,122 6,667,382 1,740 5,913,156 62,500 693,466
ERICSSON L M TEL CO ADR CL B S 29482140 4,157,301 2,887,015 556,488 2,330,527 2,846,885 40,130
ERIE INDTY CO CL A 29530P10 6,741,917 166,426 165,586 840 151,026 400 15,000
ESCALADE INC COM 29605610 354,485 15,500 15,500 13,300 2,200
ESCO TECHNOLOGIES IN COM 29631510 6,478,360 185,096 185,095 1 177,101 7,995
ESPERION THERAPEUTIC COM 29664R10 907,331 167,096 167,096 154,496 12,600
ESPEED INC CL A 29664310 2,084,202 191,036 190,736 300 176,836 300 13,900
ESSEX PPTY TR INC COM 29717810 15,036,701 274,894 261,149 13,745 261,501 13,393
ESTERLINE TECHNOLOGI COM 29742510 10,139,113 446,657 446,617 40 434,357 12,300
ETHAN ALLEN INTERIOR COM 29760210 15,867,030 455,295 453,119 2,076 100 434,673 800 19,822
EUNIVERSE INC COM 29841210 271,830 44,200 44,200 36,800 7,400
EURONET WORLDWIDE IN COM 29873610 965,796 60,400 58,400 2,000 49,600 2,000 8,800
EVERGREEN RES INC COM NO PAR 29990030 10,379,817 244,231 244,231 232,931 11,300
EXACT SCIENCES CORP COM 30063P10 891,126 55,800 55,600 200 48,700 7,100
EXAR CORP COM 30064510 10,695,595 542,373 541,433 940 518,773 23,600
EXCEL TECHNOLOGY INC COM 30067T10 2,047,542 97,502 97,392 110 90,602 6,900
EXELON CORP COM 30161N10 405,632,628 7,755,882 7,715,985 33,806 6,091 6,644,090 136,070 975,722
EXELIXIS INC COM 30161Q10 3,355,014 445,553 445,453 100 409,545 14,908 21,100
EXPEDIA INC CL A 30212510 5,574,682 94,024 93,964 60 87,800 6,224
EXPEDITORS INTL WASH COM 30213010 32,743,046 987,426 980,986 6,080 360 920,166 2,560 64,700
EXPLORATION CO COM NEW 30213320 205,131 30,300 30,300 20,700 9,600
EXPRESSJET HOLDINGS CL A 30218U10 823,455 63,100 63,100 44,500 18,600
EXPRESS SCRIPTS INC COM 30218210 38,792,155 774,140 772,510 1,430 200 728,402 2,000 43,738
EXTENDED STAY AMER I COM 30224P10 12,006,968 740,257 735,537 4,640 80 693,237 1,480 45,540
EXTREME NETWORKS INC COM 30226D10 10,651,347 1,055,634 944,879 88,795 21,960 936,334 21,960 97,340
EXULT INC DEL COM 30228410 4,060,231 624,651 624,451 100 100 595,151 100 29,400
EXXON MOBIL CORP COM 30231G10 6,795,088,204 166,057,874 158,286,568 4,233,382 3,537,924 141,667,389 5,723,116 18,667,369
F&M BANCORP MD COM 30236710 4,094,773 116,065 116,065 108,165 7,900
FBL FINL GROUP INC CL A 30239F10 2,782,505 125,621 125,621 119,121 6,500
F A O INC COM 30240S10 204,315 25,700 25,700 15,400 10,300
FBR ASSET INVT CORP COM 30241E30 3,264,965 97,900 97,900 88,300 9,600
FEI CO COM 30241L10 10,605,329 432,694 432,574 20 100 417,394 100 15,200
FLIR SYS INC COM 30244510 12,896,037 307,268 307,268 297,868 9,400
FMC TECHNOLOGIES INC COM 30249U10 11,803,928 568,590 567,271 1,234 85 528,467 1,366 38,757
F M C CORP COM NEW 30249130 9,422,362 312,309 311,389 720 200 295,104 200 17,005
Page Total 8,392,638,022
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FNB CORP PA COM 30252010 14,384,673 523,841 522,225 1,616 491,796 1,000 31,045
FPIC INS GROUP INC COM 30256310 1,016,401 67,535 67,535 65,635 1,900
FPL GROUP INC COM 30257110 242,151,194 4,036,526 3,936,135 55,381 45,010 3,420,864 120,997 494,665
FSI INTL INC COM 30263310 3,157,770 422,727 422,527 200 406,727 16,000
FTI CONSULTING INC COM 30294110 5,841,943 166,865 166,865 155,315 11,550
FACTORY 2-U INC COM 30307210 1,798,602 129,863 129,843 20 120,963 8,900
FACTSET RESH SYS INC COM 30307510 8,115,212 272,597 255,797 1,700 15,100 243,997 15,100 13,500
FAIR ISAAC & CO INC COM 30325010 16,851,430 512,669 511,469 1,050 150 490,394 950 21,325
FAIRCHILD SEMICONDUC CL A 30372610 25,029,243 1,030,010 1,026,650 3,180 180 950,110 2,480 77,420
FALCONSTOR SOFTWARE COM 30613710 2,106,979 498,104 497,004 1,100 470,104 28,000
FAMILY DLR STORES IN COM 30700010 120,485,240 3,418,021 3,406,881 7,540 3,600 2,969,117 114,700 334,204
FARMER BROS CO COM 30767510 3,722,382 10,261 10,161 100 9,661 600
FARMERS CAP BK CORP COM 30956210 2,194,171 62,246 62,246 58,446 3,800
FASTENAL CO COM 31190010 26,636,288 691,672 690,432 1,040 200 628,572 1,600 61,500
FEDDERS CORP COM NEW 31313550 533,060 210,696 210,696 210,696
FEDERAL AGRIC MTG CO CL C 31314830 4,293,226 160,795 160,695 100 155,695 100 5,000
FEDERAL HOME LN MTG COM 31340030 1,071,296,024 17,504,837 16,947,772 442,247 114,818 14,895,508 361,084 2,248,245
FEDERAL NATL MTG ASS COM 31358610 1,820,516,168 24,684,965 24,441,840 188,903 54,222 20,728,653 744,636 3,211,676
FEDERAL REALTY INVT SH BEN INT 31374720 14,858,434 536,212 536,212 504,445 31,767
FEDERAL SIGNAL CORP COM 31385510 15,771,024 657,126 644,806 12,120 200 626,261 200 30,665
FEDERATED DEPT STORE COM 31410H10 216,373,773 5,450,221 5,434,533 15,448 240 4,751,797 60,846 637,578
FEDERATED INVS INC P CL B 31421110 23,996,869 694,153 693,853 300 638,353 1,800 54,000
FEDEX CORP COM 31428X10 369,093,697 6,911,867 6,816,191 22,356 73,320 5,789,121 187,065 935,681
FELCOR LODGING TR IN COM 31430F10 12,767,856 695,796 695,396 400 656,441 39,355
FERRO CORP COM 31540510 14,086,562 467,216 466,636 580 447,116 20,100
F5 NETWORKS INC COM 31561610 2,038,474 208,433 208,433 196,833 11,600
FIDELITY BANKSHARES COM 31604Q10 3,516,219 159,033 159,033 149,233 9,800
FIDELITY NATIONAL SO COM 31620P10 906,672 37,778 37,635 143 36,578 1,200
FIDELITY NATL FINL I COM 31632610 45,662,158 1,445,005 1,438,090 2,618 4,297 1,375,738 6,442 62,825
FIFTH THIRD BANCORP COM 31677310 927,860,043 13,921,381 12,653,951 908,121 359,309 11,447,336 773,522 1,700,523
FILENET CORP COM 31686910 8,134,703 561,014 559,274 1,740 538,914 22,100
FINANCIAL FED CORP COM 31749210 8,448,079 255,229 255,109 120 248,609 120 6,500
FINANCIAL INDS CORP COM 31757410 1,033,604 57,200 57,200 55,300 1,900
FINANCIAL INSTNS INC COM 31758540 3,499,967 92,445 92,445 87,645 4,800
FINISAR COM 31787A10 2,203,268 929,649 928,999 300 350 851,679 350 77,620
FINLAY ENTERPRISES I COM NEW 31788420 776,329 47,136 47,136 45,036 2,100
FINISH LINE INC CL A 31792310 3,467,573 193,503 193,503 182,703 10,800
FIRST AMERN CORP CAL COM 31852230 23,085,169 1,003,703 1,002,643 900 160 957,683 1,860 44,160
FIRST BANCORP P R COM 31867210 9,759,549 258,874 258,774 100 244,074 14,800
FIRST BANCORP N C COM 31891010 1,457,672 52,987 52,087 900 47,487 5,500
FIRST BKS AMER INC COM 31928N10 512,865 13,100 13,100 13,100
FIRST BUSEY CORP COM 31938310 2,114,769 95,217 95,217 88,217 7,000
FIRST CHARTER CORP COM 31943910 6,133,495 339,242 339,242 317,842 21,400
FIRST CTZNS BANCSHAR CL A 31946M10 8,302,433 75,074 75,074 70,694 4,380
FIRST COMWLTH FINL C COM 31982910 8,676,174 643,156 643,156 604,156 39,000
FIRST CMNTY BANCSHAR COM 31983A10 2,931,483 87,091 87,091 81,591 5,500
FIRST CMNTY BANCORP COM 31983B10 1,588,260 68,430 68,430 67,330 1,100
FIRST CONSULTING GRO COM 31986R10 1,440,998 167,558 167,558 156,258 11,300
FIRST FED CAP CORP COM 31996010 4,371,733 197,816 197,816 187,616 10,200
FIRST DATA CORP COM 31996310 723,203,191 19,440,946 19,136,870 239,056 65,020 16,420,403 643,784 2,376,759
Page Total 5,838,203,101
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FIRST DEFIANCE FINL COM 32006W10 1,712,510 85,412 85,412 84,012 1,400
FIRST ESSEX BANCORP COM 32010310 4,192,133 122,577 119,577 3,000 118,477 4,100
FIRST FINL BANKSHARE COM 32020R10 5,157,660 123,274 123,274 115,824 7,450
FIRST FINL BANCORP O COM 32020910 7,883,617 402,842 400,137 2,705 377,957 24,885
FIRST FINL CORP IND COM 32021810 3,774,382 73,403 73,403 69,103 4,300
FIRST FINL HLDGS INC COM 32023910 4,748,609 145,040 145,040 136,640 8,400
FIRST HORIZON PHARMA COM 32051K10 5,604,838 270,896 269,396 1,500 256,846 14,050
FIRST INDUSTRIAL REA COM 32054K10 20,599,413 627,075 626,975 100 591,779 900 34,396
FIRST IND CORP COM 32054R10 2,780,094 127,703 127,703 120,453 7,250
FIRST MERCHANTS CORP COM 32081710 4,171,420 139,052 139,052 129,182 9,870
FIRST MIDWEST BANCOR COM 32086710 15,839,405 570,173 570,148 25 534,248 1,100 34,825
FIRST NATL CORP ORAN COM 32094210 1,102,300 36,500 36,500 31,000 5,500
FIRST HEALTH GROUP C COM 32096010 26,587,976 948,216 945,876 1,860 480 878,936 2,480 66,800
FIRST NIAGARA FINL G COM 33582U10 3,405,319 122,670 122,670 115,170 7,500
FIRST OAK BROOK BANC COM 33584720 754,523 23,900 23,900 23,000 900
FIRST PL FINL CORP COM 33610T10 2,657,367 133,469 133,469 123,869 9,600
FIRST REP BK SAN FRA COM 33615810 4,410,972 160,399 160,059 340 153,159 340 6,900
FIRST SENTINEL BANCO COM 33640T10 4,085,853 296,937 296,937 280,237 16,700
FIRST ST BANCORPORAT COM 33645310 418,600 16,100 16,100 13,500 2,600
FIRST SOUTH BANCORP COM 33646W10 560,642 15,466 15,466 13,766 1,700
1ST SOURCE CORP COM 33690110 3,795,805 153,552 153,552 145,887 7,665
FIRST TENN NATL CORP COM 33716210 98,488,947 2,571,513 2,559,073 10,240 2,200 2,241,236 32,900 297,377
FIRST VA BANKS INC COM 33747710 30,225,594 563,700 554,225 7,375 2,100 513,337 3,700 46,663
FISERV INC COM 33773810 176,677,777 4,812,797 4,797,145 14,752 900 4,177,766 136,781 498,250
FISHER COMMUNICATION COM 33775620 2,755,612 46,928 46,928 43,928 3,000
FIRSTFED FINL CORP COM 33790710 12,385,958 427,102 427,002 100 407,502 19,600
FIRSTMERIT CORP COM 33791510 24,683,796 894,989 857,089 37,500 400 837,792 2,200 54,997
FIRSTFED AMER BANCOR COM 33792910 535,500 22,500 22,500 21,600 900
FLAGSTAR BANCORP INC COM 33793010 5,730,486 248,073 245,598 2,475 241,623 6,450
FIRSTENERGY CORP COM 33793210 679,819,917 20,366,085 20,343,327 19,573 3,185 6,219,477 13,296,635 849,973
FISHER SCIENTIFIC IN COM NEW 33803220 26,469,576 945,342 944,342 900 100 895,072 6,600 43,670
FLEETBOSTON FINL COR COM 33903010 849,218,070 26,250,945 25,470,156 536,177 244,612 22,567,047 612,985 3,070,913
FLEETWOOD ENTERPRISE COM 33909910 3,613,658 415,363 415,363 383,063 32,300
FLEMING COS INC COM 33913010 18,992,160 1,046,400 1,043,900 1,000 1,500 1,005,200 1,500 39,700
FLORIDA EAST COAST I CL A 34063210 6,759,274 267,165 262,925 240 4,000 248,865 4,000 14,300
FLORIDA ROCK INDS IN COM 34114010 7,761,495 216,741 215,961 630 150 204,801 150 11,790
FLUOR CORP NEW COM 34341210 67,361,960 1,729,447 1,726,462 2,985 1,491,423 19,632 218,392
FLOW INTL CORP COM 34346810 600,310 89,080 89,080 86,680 2,400
FLOWERS FOODS INC COM 34349810 14,201,266 549,372 277,133 272,149 90 266,133 269,559 13,680
FLOWSERVE CORP COM 34354P10 23,874,568 801,160 798,245 2,915 762,978 1,300 36,882
FLUSHING FINL CORP COM 34387310 2,285,167 111,526 111,526 105,376 6,150
FOAMEX INTL INC COM 34412310 2,007,543 180,697 180,697 167,297 13,400
FOMENTO ECONOMICO ME SPON ADR U 34441910 9,563,169 243,834 243,834 219,100 14,800 9,934
FOOT LOCKER INC COM 34484910 15,934,332 1,102,722 1,097,742 2,900 2,080 966,742 5,280 130,700
FOOTSTAR INC COM 34491210 6,736,199 275,284 275,264 20 263,184 12,100
FORD MTR CO DEL COM PAR $0 34537086 688,664,944 43,041,559 42,815,613 192,954 32,992 36,965,285 620,495 5,455,779
FOREST CITY ENTERPRI CL A 34555010 12,234,224 352,064 350,664 1,400 336,164 15,900
FOREST LABS INC COM 34583810 301,176,190 4,253,901 4,221,295 10,686 21,920 3,630,413 177,339 446,149
FOREST OIL CORP COM PAR $0 34609170 10,813,947 380,371 379,501 470 400 359,235 900 20,236
FORRESTER RESH INC COM 34656310 4,796,790 247,270 247,270 238,370 8,900
Page Total 3,228,611,867
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FORTUNE BRANDS INC COM 34963110 222,298,608 3,969,618 3,573,879 351,244 44,495 3,123,460 418,280 427,878
FORWARD AIR CORP COM 34985310 8,367,783 255,271 214,796 40,475 245,971 9,300
FOSSIL INC COM 34988210 7,489,041 364,253 364,253 351,654 12,599
FOUNDRY NETWORKS INC COM 35063R10 6,769,025 962,877 957,467 5,310 100 907,177 100 55,600
4 KIDS ENTMT INC COM 35086510 2,598,678 125,540 125,520 20 121,940 3,600
FOX ENTMT GROUP INC CLA 35138T10 25,280,133 1,162,305 1,155,525 4,730 2,050 1,028,234 5,850 128,221
FRANCE TELECOM SPONSORED 35177Q10 228,815 24,394 24,394 24,394
FRANKLIN ELEC INC COM 35351410 5,800,812 123,238 123,238 118,938 4,300
FRANKLIN FINL CORP T COM NEW 35352320 556,336 21,800 21,800 20,100 1,700
FRANKLIN RES INC COM 35461310 224,817,907 5,272,465 5,020,410 197,303 54,752 4,571,080 128,017 573,368
FREDS INC CL A 35610810 8,431,851 229,251 227,001 2,100 150 215,601 150 13,500
FREEMARKETS INC COM 35660210 11,104,964 785,914 420,535 179,836 185,543 575,571 185,543 24,800
FREEPORT-MCMORAN COP CL B 35671D85 63,900,625 3,579,867 3,562,180 4,370 13,317 3,145,361 107,486 327,020
FREMONT GEN CORP COM 35728810 2,805,239 671,110 671,110 636,310 34,800
FRESENIUS MED CARE A SPONSORED 35802910 231,540 15,613 15,613 15,613
FRIEDMAN BILLINGS RA CL A 35843310 2,662,950 209,187 209,187 194,187 15,000
FRIEDMANS INC CL A 35843810 1,896,710 145,912 145,912 137,312 8,600
FRONTIER AIRLINES IN COM 35906510 3,471,729 427,027 427,027 408,277 18,750
FRONTIER FINL CORP W COM 35907K10 5,388,131 183,582 183,582 172,582 11,000
FRONTIER OIL CORP COM 35914P10 12,379,276 703,368 703,368 686,048 17,320
FUELCELL ENERGY INC COM 35952H10 3,931,592 382,079 365,579 200 16,300 351,179 16,300 14,600
FUJI PHOTO FILM LTD ADR 35958630 1,018,773 32,342 32,342 32,342
FULLER H B CO COM 35969410 11,866,697 405,145 404,345 600 200 377,585 200 27,360
FULTON FINL CORP PA COM 36027110 17,723,780 936,280 934,366 1,914 866,135 2,375 67,770
FURNITURE BRANDS INT COM 36092110 29,779,007 984,430 983,430 1,000 949,530 1,200 33,700
G & K SVCS INC CL A 36126810 11,023,396 321,945 321,750 75 120 307,925 120 13,900
GATX CORP COM 36144810 15,502,342 515,028 504,668 3,335 7,025 466,475 8,025 40,528
GBC BANCORP CALIF COM 36147510 2,753,868 95,125 88,625 6,500 83,725 6,500 4,900
GSI COMMERCE INC COM 36238G10 1,124,398 148,927 148,927 141,627 7,300
GABELLI ASSET MGMT I CL A 36239Y10 2,144,630 58,757 58,757 55,157 3,600
GABLES RESIDENTIAL T SH BEN INT 36241810 11,265,351 352,814 352,714 100 331,504 21,310
GAIAM INC CL A 36268Q10 645,624 44,100 44,100 40,700 3,400
GALLAGHER ARTHUR J & COM 36357610 37,558,209 1,083,931 1,015,921 42,670 25,340 1,001,191 27,340 55,400
GALLAHER GROUP PLC SPONSORED 36359510 816,433 21,859 20,799 1,060 21,859
GALYANS TRADING INC COM 36458R10 650,655 28,500 28,500 22,100 6,400
GAMESTOP CORP CL A 36466R10 803,917 38,300 38,300 27,100 11,200
GANNETT INC COM 36473010 464,154,533 6,115,343 5,983,402 57,967 73,974 5,157,757 194,948 762,638
GAP INC DEL COM 36476010 248,935,840 17,530,693 17,488,681 41,012 1,000 14,807,352 535,641 2,187,700
GARAN INC COM 36480210 2,223,464 38,435 37,785 650 36,335 2,100
GARDNER DENVER INC COM 36555810 4,179,140 208,957 208,882 75 200,657 8,300
GART SPORTS CO COM 36663010 684,272 24,018 24,018 20,118 3,900
GARTNER INC COM 36665110 7,849,608 777,189 776,269 920 727,589 49,600
GARTNER INC CL B 36665120 3,323,717 353,587 352,603 359 625 352,962 625
GATEWAY INC COM 36762610 26,843,205 6,045,767 6,030,624 13,665 1,478 5,449,473 79,888 516,406
GAYLORD ENTMT CO NEW COM 36790510 5,750,154 260,778 260,528 150 100 248,378 100 12,300
GEMSTAR-TV GUIDE INT COM 36866W10 11,146,557 2,068,007 2,066,647 1,360 1,697,468 4,400 366,139
GENCORP INC COM 36868210 5,322,302 372,189 368,989 3,200 352,789 19,400
GENE LOGIC INC COM 36868910 4,092,382 292,313 291,913 400 274,913 17,400
GENENCOR INTL INC COM 36870910 2,066,345 211,067 211,067 204,867 6,200
GENENTECH INC COM NEW 36871040 68,006,943 2,030,058 2,014,945 13,193 1,920 1,650,356 7,170 372,532
Page Total 1,619,667,287
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GENERAL BINDING
CORP COM 36915410 661,788 39,557 39,557 35,857 3,700
GENERAL CABLE
CORP D COM 36930010 5,376,193 853,364 853,364 835,664 17,700
GENERAL
COMMUNICATIO CL A 36938510 3,349,573 502,185 502,185 478,885 23,300
GENERAL DYNAMICS
COR COM 36955010 515,755,810 4,849,608 4,714,370 114,980 20,258 4,174,787 135,748 539,073
GENERAL ELEC CO COM 36960410 7,251,435,958 249,619,138 237,548,772 6,750,392 5,319,974 201,720,996 19,116,901 8,781,241
GENERAL GROWTH
PPTYS COM 37002110 33,539,640 657,640 655,480 2,160 602,224 1,550 53,866
GENERAL MLS INC COM 37033410 403,730,924 9,159,050 8,715,194 189,767 254,089 7,523,604 510,909 1,124,537
GENERAL MTRS CORP COM 37044210 4,467,777,637 83,587,982 83,513,378 45,041 29,563 13,966,863 68,093,532 1,527,587
GENERAL MTRS CORP CL H NEW 37044283 532,488,528 51,200,820 51,157,675 28,962 14,183 5,970,945 44,099,240 1,130,635
GENESCO INC COM 37153210 6,248,015 256,592 254,592 2,000 241,192 15,400
GENESEE & WYO INC CL A 37155910 1,155,455 51,217 51,217 44,017 7,200
GENESIS HEALTH
VENTU COM 37183F10 1,860,233 92,595 92,300 295 75,000 295 17,300
GENESIS MICROCHIP
IN COM 37184C10 217,890 26,126 26,126 7,226 18,900
GENTEX CORP COM 37190110 65,973,215 2,401,646 1,820,746 445,837 135,063 2,148,381 136,763 116,502
GENLYTE GROUP INC COM 37230210 5,395,257 132,790 132,490 300 123,990 8,800
GENTA INC COM NEW 37245M20 2,563,715 309,254 309,254 285,154 24,100
GENUINE PARTS CO COM 37246010 140,850,077 4,039,291 4,013,411 18,980 6,900 3,462,081 53,249 523,961
GENTIVA HEALTH
SERVI COM 37247A10 1,985,783 220,888 220,888 206,788 14,100
GENZYME CORP COM GENL D 37291710 85,960,298 4,467,791 4,444,974 16,842 5,975 3,874,364 94,875 498,552
GENZYME CORP COM BIOSUR 37291770 1,404,811 310,113 309,406 260 447 285,830 447 23,836
GEORGIA GULF CORP COM PAR $0 37320020 7,726,614 292,232 292,132 100 277,132 15,100
GEORGIA PAC CORP COM 37329810 138,636,386 5,640,211 5,617,636 18,127 4,448 4,828,171 72,370 739,670
GERBER SCIENTIFIC
IN COM 37373010 339,922 96,844 92,826 2,018 2,000 88,444 2,000 6,400
GERMAN AMERN
BANCORP COM 37386510 1,303,121 70,439 70,439 67,079 3,360
GERON CORP COM 37416310 986,463 215,385 215,385 200,685 14,700
GETTY IMAGES INC COM 37427610 8,662,674 397,918 397,468 450 378,818 19,100
GETTY RLTY CORP
NEW COM 37429710 2,505,411 123,724 123,724 116,724 7,000
GIBRALTAR STL CORP COM 37476F10 1,807,264 81,445 81,445 76,645 4,800
GILEAD SCIENCES
INC COM 37555810 65,504,949 1,992,243 1,966,610 15,693 9,940 1,862,023 14,640 115,580
GILLETTE CO COM 37576610 1,185,414,368 34,998,948 24,360,232 10,351,234 287,482 21,049,268 10,729,230 3,220,450
GLACIER BANCORP
INC COM 37637Q10 3,707,511 151,327 151,327 142,927 8,400
GLAMIS GOLD LTD COM 37677510 441,258 50,200 50,200 50,200
GLATFELTER COM 37731610 6,407,228 340,810 340,570 240 333,010 7,800
GLAXOSMITHKLINE
PLC SPONSORED 37733W10 816,564,705 18,928,250 18,589,180 339,070 18,919,392 8,858
GLENBOROUGH RLTY
TR COM 37803P10 16,069,642 678,044 591,724 86,320 657,813 20,231
GLIMCHER RLTY TR SH BEN INT 37930210 7,433,688 401,821 401,801 20 374,430 27,391
GLOBAL INDS LTD COM 37933610 3,508,686 501,958 497,033 4,925 458,658 43,300
GLOBAL IMAGING
SYSTE COM 37934A10 1,568,479 82,595 82,595 80,995 1,600
GLOBAL PMTS INC COM 37940X10 19,006,531 638,875 638,055 660 160 613,075 960 24,840
GLOBAL POWER
EQUIPME COM 37941P10 765,675 77,341 77,241 100 63,341 14,000
GLOBESPANVIRATA
INC COM 37957V10 4,586,437 1,185,126 1,183,602 1,524 1,119,450 65,676
GOLD BANC CORP INC COM 37990710 3,717,788 338,936 335,636 3,300 317,936 21,000
GOLDEN ST BANCORP
IN COM 38119710 35,660,212 983,730 977,580 5,950 200 931,910 2,200 49,620
GOLDEN TELECOM INC COM 38122G10 1,539,648 87,480 87,480 80,180 7,300
GOLDEN WEST FINL
COR COM 38131710 237,217,818 3,448,936 3,442,071 6,765 100 2,935,275 53,265 460,396
GOLDMAN SACHS
GROUP COM 38141G10 182,081,692 2,482,368 2,078,752 360,892 42,724 1,882,619 229,060 370,689
GOODRICH CORP COM 38238810 83,936,984 3,072,364 3,056,977 14,827 560 2,496,544 266,561 309,259
GOODYEAR TIRE &
RUBR COM 38255010 67,928,207 3,630,583 3,616,455 14,028 100 3,178,102 31,586 420,895
GOODYS FAMILY
CLOTHI COM 38258810 766,180 66,451 66,451 62,651 3,800
GORMAN RUPP CO COM 38308210 3,916,710 124,340 124,340 119,740 4,600
Page Total 16,437,443,051
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GRACE W R & CO DEL N COM 38388F10 545,733 181,911 181,611 300 141,301 40,610
GRACO INC COM 38410910 19,696,360 783,467 778,473 4,484 510 736,414 1,610 45,443
GRAFTECH INTL LTD COM 38431310 9,217,054 749,354 748,654 700 715,454 33,900
GRAINGER W W INC COM 38480210 111,070,998 2,216,986 2,204,296 11,966 724 1,918,140 34,128 264,718
GRANITE CONSTR INC COM 38732810 13,619,521 538,321 538,321 506,696 31,625
GRANITE ST BANKSHARE COM 38747210 1,556,178 47,430 30,500 15,357 1,573 42,657 1,573 3,200
GRANT PRIDECO INC COM 38821G10 16,356,937 1,202,716 1,198,311 4,105 300 1,141,079 3,250 58,387
GRAPHIC PACKAGING IN COM 38869010 820,993 88,756 88,756 74,756 14,000
GRAY COMMUNICATIONS COM 38919010 1,447,855 79,992 79,992 73,792 6,200
GREAT AMERN FINL RES COM 38991510 2,128,751 110,298 110,298 105,678 4,620
GREAT ATLANTIC & PAC COM 39006410 4,651,791 248,892 248,892 226,592 22,300
GREAT LAKES CHEM COR COM 39056810 26,740,807 1,009,468 1,008,083 1,385 925,114 9,600 74,754
GREAT LAKES REIT INC COM 39075210 2,742,970 144,519 144,519 129,771 14,748
GREAT SOUTHN BANCORP COM 39090510 2,094,634 52,629 52,629 49,129 3,500
GREAT PLAINS ENERGY COM 39116410 12,600,821 619,205 614,155 4,350 700 576,555 2,100 40,550
GREATER BAY BANCORP COM 39164810 23,600,610 767,250 764,246 3,004 734,128 1,000 32,122
GREEN MTN COFFEE INC COM 39312210 741,247 34,948 34,948 31,148 3,800
GREEN MOUNTAIN PWR C COM 39315410 840,898 46,305 46,025 280 46,025 280
GREENPOINT FINL CORP COM 39538410 83,062,617 1,691,703 1,686,483 4,920 300 1,544,824 10,200 136,679
GREIF BROS CORP CLA 39762410 5,092,389 152,645 152,645 143,445 9,200
GREY GLOBAL GROUP IN COM 39787M10 7,735,012 11,210 11,210 10,710 500
GREY WOLF INC COM 39788810 9,636,788 2,356,183 2,117,943 238,240 2,267,483 88,700
GRIFFON CORP COM 39843310 8,438,618 466,222 466,222 448,292 17,930
GROUP 1 AUTOMOTIVE I COM 39890510 11,399,448 298,806 298,526 180 100 287,006 100 11,700
GROUPE DANONE SPONSORED 39944910 1,695,805 61,733 61,348 385 61,733
GRUPO TELEVISA SA DE SP ADR REP 40049J20 11,466,464 306,754 306,754 260,044 37,211 9,499
GTECH HLDGS CORP COM 40051810 34,922,348 1,367,359 1,366,919 200 240 1,329,419 1,540 36,400
GUCCI GROUP N V COM NY REG 40156610 7,039,835 74,409 9,397 65,012 73,159 1,250
GUESS INC COM 40161710 780,256 108,369 108,369 108,369
GUIDANT CORP COM 40169810 226,964,935 7,507,937 7,484,043 22,599 1,295 6,252,224 286,509 969,204
GUILFORD PHARMACEUTI COM 40182910 2,038,016 270,294 270,294 254,594 15,700
GUITAR CTR MGMT INC COM 40204010 3,500,997 188,733 188,633 100 178,333 10,400
GULF ISLAND FABRICAT COM 40230710 2,008,340 109,506 109,506 104,106 5,400
GULFMARK OFFSHORE IN COM 40262910 3,689,672 89,101 89,101 84,901 4,200
GYMBOREE CORP COM 40377710 5,176,798 323,146 323,146 305,646 17,500
HCA INC COM 40411910 582,617,520 12,265,632 11,909,700 307,533 48,399 10,525,005 340,329 1,400,298
HCC INS HLDGS INC COM 40413210 14,883,902 564,854 558,768 6,086 523,532 1,200 40,122
HNC SOFTWARE INC COM 40425P10 7,088,916 424,486 424,136 350 402,986 21,500
HPL TECHNOLOGIES INC COM 40426C10 667,158 44,300 44,300 42,300 2,000
HRPT PPTYS TR COM SH BEN 40426W10 15,735,839 1,778,061 1,778,061 1,687,661 90,400
HSBC HLDGS PLC SPON ADR N 40428040 22,407,814 385,014 203,555 181,459 381,704 3,310
HAEMONETICS CORP COM 40502410 7,877,722 269,785 269,525 260 257,685 12,100
HAIN CELESTIAL GROUP COM 40521710 5,680,018 307,028 300,573 1,955 4,500 278,228 4,500 24,300
HALL KINION ASSOCIAT COM 40606910 373,885 49,785 49,785 43,485 6,300
HALLIBURTON CO COM 40621610 167,346,058 10,498,498 10,473,476 19,120 5,902 9,054,732 122,673 1,321,093
HAMPSHIRE GROUP LTD COM 40885910 247,035 10,750 10,750 10,750
HANCOCK FABRICS INC COM 40990010 5,252,640 282,704 282,704 272,504 10,200
HANCOCK HLDG CO COM 41012010 5,653,586 83,906 83,906 79,106 4,800
HANCOCK JOHN FINL SV COM 41014S10 248,897,369 7,070,948 7,042,663 14,887 13,398 6,066,787 115,011 889,150
HANDLEMAN CO DEL COM 41025210 6,113,809 421,642 421,642 401,342 20,300
Page Total 1,765,965,767
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HANDSPRING INC COM 41029310 521,585 299,762 299,762 297,862 1,900
HANGER ORTHOPEDIC GR COM NEW 41043F20 1,135,148 74,730 74,730 62,730 12,000
HANMI FINL CORP COM 41049510 1,277,067 74,508 52,400 22,108 51,000 22,108 1,400
HANOVER COMPRESSOR C COM 41076810 8,344,039 618,077 617,677 200 200 586,077 200 31,800
HANSON PLC SPON ADR N 41135240 443,949 12,453 12,453 12,453
HARBOR FLA BANCSHARE COM 41190110 5,205,787 250,158 250,078 80 236,958 13,200
HARDINGE INC COM 41232430 5,640,045 560,084 560,084 7,700 552,384
HARLAND JOHN H CO COM 41269310 17,061,197 605,007 604,887 120 576,407 28,600
HARLEY DAVIDSON INC COM 41282210 405,830,709 7,915,559 7,667,387 224,644 23,528 6,647,608 240,220 1,027,731
HARLEYSVILLE GROUP I COM 41282410 8,990,843 324,345 323,945 400 305,745 400 18,200
HARLEYSVILLE NATL CO COM 41285010 5,529,487 204,720 204,720 191,120 13,600
HARMAN INTL INDS INC COM 41308610 18,762,427 380,963 380,403 460 100 353,303 700 26,960
HARMONIC INC COM 41316010 2,406,868 657,794 656,094 1,700 623,994 33,800
HARRAHS ENTMT INC COM 41361910 253,627,183 5,718,764 5,714,184 4,380 200 2,333,941 3,042,995 341,828
HARRIS CORP DEL COM 41387510 30,265,328 835,136 833,426 1,410 300 774,340 1,800 58,996
HARRIS INTERACTIVE I COM 41454910 1,061,880 315,098 315,098 306,198 8,900
HARSCO CORP COM 41586410 20,670,787 551,221 550,921 100 200 521,221 1,100 28,900
HARTE-HANKS INC COM 41619610 15,282,993 743,698 743,068 330 300 696,784 1,650 45,264
HARTFORD FINL SVCS G COM 41651510 357,685,466 6,014,553 5,863,206 91,407 59,940 5,040,816 160,506 813,231
HARVARD BIOSCIENCE I COM 41690610 411,457 73,606 73,606 62,806 10,800
HARVEST NATURAL RESO COM 41754V10 390,500 78,100 78,100 71,600 6,500
HASBRO INC COM 41805610 48,269,437 3,559,693 3,552,156 7,537 3,162,784 48,351 348,558
HAVERTY FURNITURE IN COM 41959610 5,146,139 260,564 260,564 250,264 10,300
HAWAIIAN ELEC INDUST COM 41987010 19,674,354 462,382 462,182 200 436,982 800 24,600
HAWTHORNE FINL CORP COM 42054210 392,161 12,100 12,100 8,500 3,600
HEALTHCARE SVCS GRP COM 42190610 368,559 23,855 23,855 21,855 2,000
HEALTH CARE PPTY INV COM 42191510 16,216,242 378,001 377,921 80 340,577 1,200 36,224
HEALTHSOUTH CORP COM 42192410 124,613,289 9,743,025 9,616,700 125,995 330 8,602,631 73,991 1,066,403
HEALTH MGMT ASSOC IN CLA 42193310 116,228,021 5,768,140 5,754,965 12,495 680 5,032,967 138,730 596,443
HEALTHCARE RLTY TR COM 42194610 17,597,152 549,911 549,911 523,811 26,100
HEADWATERS INC COM 42210P10 4,167,481 264,602 264,602 250,302 14,300
HEALTH CARE REIT INC COM 42217K10 12,729,229 425,016 425,016 402,116 22,900
HEALTHEXTRAS INC COM 42221110 787,223 155,271 155,271 145,871 9,400
HEALTH NET INC COM 42222G10 30,080,538 1,123,666 1,120,251 3,150 265 1,050,843 2,365 70,458
HEALTHTRONICS SURGIC COM 42222L10 575,421 32,900 32,900 28,000 4,900
HEARST-ARGYLE TELEVI COM 42231710 8,232,531 365,079 364,619 460 354,179 100 10,800
HEARTLAND EXPRESS IN COM 42234710 6,944,821 290,214 290,214 272,869 17,345
HECLA MNG CO COM 42270410 794,017 169,300 169,300 123,000 46,300
HEICO CORP NEW COM 42280610 1,127,460 80,418 80,418 75,318 5,100
HEIDRICK & STRUGGLES COM 42281910 5,732,348 287,048 286,048 1,000 273,828 13,220
HEINZ H J CO COM 42307410 359,551,266 8,748,206 8,664,943 41,368 41,895 7,362,126 284,043 1,102,037
HELIX TECHNOLOGY COR COM 42331910 6,133,052 297,721 288,681 8,440 600 282,021 600 15,100
HELLENIC TELECOM ORG SPONSORED 42332530 374,192 47,912 47,912 47,912
HELMERICH & PAYNE IN COM 42345210 24,732,456 692,398 690,578 1,120 700 641,592 1,900 48,906
HENRY JACK & ASSOC I COM 42628110 12,038,647 721,309 719,629 1,280 400 673,815 1,900 45,594
HERBALIFE INTL INC CLA 42690820 2,627,281 137,554 137,221 333 134,754 2,800
HERCULES INC COM 42705610 27,738,546 2,391,254 2,383,953 6,905 396 2,162,335 63,805 165,114
HERITAGE PPTY INVT T COM 42725M10 990,941 37,100 37,100 25,900 11,200
HERLEY INDS INC DEL COM 42739810 840,276 39,617 39,617 32,217 7,400
HERSHEY FOODS CORP COM 42786610 172,936,625 2,766,986 2,704,382 33,570 29,034 2,362,509 122,697 281,780
Page Total 2,188,184,450
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HEWLETT PACKARD CO COM 42823610 1,153,275,648 75,476,155 73,138,863 1,126,460 1,210,832 64,179,088 2,189,455 9,107,612
HEXCEL CORP NEW COM 42829110 1,092,698 251,195 251,195 239,295 11,900
HI / FN INC COM 42835810 249,948 38,160 38,160 38,160
HIBBETT SPORTING GOO COM 42856510 2,934,157 115,518 115,518 113,343 2,175
HIBERNIA CORP CLA 42865610 43,824,321 2,214,468 2,169,168 8,600 36,700 2,061,958 40,400 112,110
HICKORY TECH CORP COM 42906010 1,568,475 104,565 104,565 94,465 10,100
HIGHWOODS PPTYS INC COM 43128410 16,711,838 642,763 642,763 595,040 1,200 46,523
HILB ROGAL & HAMILTO COM 43129410 19,737,959 436,198 436,198 417,398 18,800
HILLENBRAND INDS INC COM 43157310 35,497,131 632,184 626,212 4,780 1,192 564,137 2,192 65,855
HILTON HOTELS CORP COM 43284810 109,113,040 7,849,859 7,827,056 21,163 1,640 6,776,697 79,672 993,490
HISPANIC BROADCASTIN CLA 43357B10 24,064,382 922,007 915,297 6,410 300 880,165 1,700 40,142
HITACHI LIMITED ADR 10 COM 43357850 1,218,524 18,989 18,919 70 18,989
HOLLINGER INTL INC CLA 43556910 5,591,952 465,996 464,396 1,600 436,996 29,000
HOLLY CORP COM PAR $0 43575830 3,439,394 205,337 205,137 200 200,137 5,200
HOLLYWOOD CASINO COR CLA 43613220 1,217,494 112,731 112,731 110,631 2,100
HOLLYWOOD ENTMT CORP COM 43614110 20,818,080 1,006,677 1,006,677 973,577 33,100
HOLOGIC INC COM 43644010 1,088,549 75,228 75,228 63,328 11,900
HOME DEPOT INC COM 43707610 2,188,766,264 59,590,696 56,854,920 2,083,071 652,705 49,795,333 2,280,847 7,514,516
HOME PPTYS N Y INC COM 43730610 14,139,593 372,683 372,683 350,352 22,331
HOMESTORE INC COM 43785210 657,018 456,263 455,863 300 100 412,463 100 43,700
HON INDS INC COM 43809210 19,772,335 726,390 724,030 2,160 200 668,484 1,600 56,306
HONDA MOTOR LTD AMERN SHS 43812830 28,853,938 1,393,237 620,988 772,249 1,380,137 13,100
HONEYWELL INTL INC COM 43851610 3,218,612,024 91,359,978 21,164,412 70,137,521 58,045 18,824,130 70,253,341 2,282,507
HOOPER HOLMES INC COM 43910410 5,106,128 638,266 638,126 140 602,666 35,600
HORACE MANN EDUCATOR COM 44032710 10,485,128 561,603 561,427 176 538,718 22,885
HORIZON OFFSHORE INC COM 44043J10 1,498,944 177,600 177,600 170,800 6,800
HORIZON ORGANIC HOLD COM 44043T10 294,254 16,700 16,700 12,400 4,300
HORMEL FOODS CORP COM 44045210 22,946,609 958,505 954,910 3,350 245 905,234 1,945 51,326
HOSPITALITY PPTYS TR COM SH BEN 44106M10 32,985,342 903,708 902,888 820 848,217 1,400 54,091
HOST MARRIOTT CORP N COM 44107P10 33,897,344 2,999,765 2,988,295 11,470 2,550,751 5,700 443,314
HOT TOPIC INC COM 44133910 8,530,800 319,386 319,326 60 300,086 19,300
HOTELS COM COM 44147T10 2,983,760 70,655 70,635 20 63,635 300 6,720
HOUSEHOLD INTL INC COM 44181510 547,619,897 11,018,509 10,985,704 28,465 4,340 9,387,370 141,491 1,489,648
HOUSTON EXPL CO COM 44212010 5,086,977 175,413 175,413 169,813 5,600
HOVNANIAN ENTERPRISE CLA 44248720 5,897,452 164,366 164,366 155,966 8,400
HUBBELL INC CL B 44351020 24,654,216 721,939 703,381 13,630 4,928 667,951 6,028 47,960
HUDSON CITY BANCORP COM 44368310 12,935,597 650,030 647,290 2,740 593,094 1,800 55,136
HUDSON RIV BANCORP I COM 44412810 5,564,204 206,158 204,058 2,100 196,658 9,500
HUDSON UNITED BANCOR COM 44416510 16,503,852 577,866 576,241 1,625 546,026 1,000 30,840
HUGHES SUPPLY INC COM 44448210 19,332,233 430,562 430,541 21 413,862 16,700
HUGOTON RTY TR TEX UNIT BEN I 44471710 270,543 25,523 25,523 25,523
HUMANA INC COM 44485910 56,313,373 3,602,903 3,595,103 7,580 220 3,189,170 32,770 380,963
HUMAN GENOME SCIENCE COM 44490310 14,015,609 1,045,941 1,042,166 3,675 100 892,006 3,000 150,935
HUMBOLDT BANCORP COM 44506910 870,758 51,800 51,800 46,300 5,500
HUNT J B TRANS SVCS COM 44565810 8,831,409 299,167 299,127 40 286,067 13,100
HUNTINGTON BANCSHARE COM 44615010 105,852,496 5,450,695 5,440,855 8,520 1,320 4,745,383 54,456 650,856
HUTCHINSON TECHNOLOG COM 44840710 6,552,565 418,962 417,842 1,120 394,762 24,200
HYDRIL CO COM 44877410 4,139,447 154,457 154,457 146,457 8,000
ICN PHARMACEUTICALS COM 44892410 25,290,056 1,044,612 1,041,730 2,582 300 983,250 2,200 59,162
IDT CORP COM 44894710 7,885,701 466,058 465,318 740 432,558 33,500
Page Total 7,898,589,456
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IDT CORP CL B 44894730 342,189 21,254 20,914 340 21,254
HYPERCOM CORP COM 44913M10 1,157,764 150,359 150,259 100 129,459 20,900
HYPERION SOLUTIONS C COM 44914M10 6,792,753 372,471 372,471 349,871 22,600
ICT GROUP INC COM 44929Y10 587,254 32,320 32,320 30,420 1,900
ICOS CORP COM 44929510 6,968,066 410,853 385,378 22,570 2,905 374,228 4,005 32,620
ICU MED INC COM 44930G10 3,394,704 109,861 109,861 104,461 5,400
IDEC PHARMACEUTICALS COM 44937010 58,590,802 1,652,773 1,633,522 6,501 12,750 1,455,627 15,450 181,696
IDX SYS CORP COM 44949110 2,832,540 217,553 217,553 207,053 10,500
IGEN INC COM 44953610 5,435,671 172,561 163,861 2,400 6,300 156,761 6,300 9,500
IHOP CORP COM 44962310 6,083,192 206,560 206,560 195,260 11,300
IMC GLOBAL INC COM 44966910 18,614,437 1,489,155 1,486,665 1,470 1,020 1,413,315 3,520 72,320
IMCO RECYCLING INC COM 44968110 731,116 74,225 74,225 67,425 6,800
I-MANY INC COM 44973Q10 1,331,098 484,212 395,065 89,147 463,512 20,700
IMS HEALTH INC COM 44993410 120,053,154 6,688,198 6,661,254 16,824 10,120 5,544,633 206,029 937,536
IRT PPTY CO COM 45005810 5,725,241 449,391 449,391 413,816 35,575
ISTAR FINL INC COM 45031U10 16,248,534 570,124 569,224 900 539,530 1,000 29,594
I-STAT CORP COM 45031210 261,417 73,432 63,432 10,000 73,432
ITLA CAP CORP COM 45056510 826,896 27,851 27,851 26,651 1,200
ITT EDUCATIONAL SERV COM 45068B10 18,473,974 847,430 847,230 200 817,430 200 29,800
ITXC CORP COM 45069F10 1,345,873 258,325 258,225 100 250,825 7,500
IXIA COM 45071R10 2,631,274 452,109 452,109 438,529 13,580
IBERIABANK CORP COM 45082810 1,601,492 39,504 39,504 34,604 4,900
ITT INDS INC IND COM 45091110 138,034,860 1,955,168 1,939,819 3,480 11,869 1,659,006 57,821 238,341
ICICI BK LTD ADR 45104G10 377,034 53,862 53,862 32,953 20,909
IDACORP INC COM 45110710 11,416,001 412,130 406,730 1,850 3,550 371,864 4,450 35,816
IDEX CORP COM 45167R10 12,546,554 374,524 368,424 3,070 3,030 351,794 3,030 19,700
IDINE REWARDS NETWOR COM 45168A10 358,800 31,200 31,200 22,500 8,700
IDEXX LABS INC COM 45168D10 16,801,256 651,464 641,464 1,000 9,000 619,764 9,000 22,700
IGATE CORP COM 45169U10 477,426 103,339 103,339 90,839 12,500
IKON OFFICE SOLUTION COM 45171310 22,037,200 2,344,383 2,340,863 3,520 2,203,203 3,300 137,880
IDENTIX INC COM 45190610 4,048,704 554,693 552,593 2,100 529,444 25,249
ILEX ONCOLOGY INC COM 45192310 4,903,066 347,982 347,982 330,282 17,700
ILLINOIS TOOL WKS IN COM 45230810 532,503,340 7,796,535 6,907,782 605,200 283,553 6,500,180 368,512 927,843
ILLUMINA INC COM 45232710 1,240,404 184,584 184,584 173,084 11,500
IMATION CORP COM 45245A10 21,984,098 738,713 736,445 1,368 900 703,713 900 34,100
IMCLONE SYS INC COM 45245W10 3,349,070 385,172 383,130 1,964 78 354,396 78 30,698
IMAGISTICS INTERNATI COM 45247T10 3,049,856 142,052 140,571 1,191 290 124,526 290 17,236
IMMUCOR INC COM 45252610 565,627 24,100 24,100 20,200 3,900
IMMUNEX CORP NEW COM 45252810 242,273,256 10,844,819 10,758,828 62,846 23,145 9,216,112 443,612 1,185,095
IMMUNOGEN INC COM 45253H10 1,119,459 416,156 413,656 2,500 391,856 2,500 21,800
IMPAC MTG HLDGS INC COM 45254P10 1,883,156 139,700 139,700 115,300 24,400
IMPATH INC COM 45255G10 3,245,880 180,829 180,619 210 170,729 10,100
IMPCO TECHNOLOGIES I COM 45255W10 1,008,438 76,980 76,980 72,080 4,900
IMPAX LABORATORIES I COM 45256B10 1,566,900 209,199 209,199 199,099 10,100
IMPERIAL CHEM INDS P ADR NEW 45270450 671,940 34,906 34,906 34,906
IMMUNOMEDICS INC COM 45290710 2,184,605 419,310 419,310 397,930 21,380
IMPERIAL OIL LTD COM NEW 45303840 648,876 20,804 20,804 20,804
IMPERIAL TOBACCO GRO SPONSORED 45314210 402,291 12,382 12,382 12,382
INAMED CORP COM 45323510 4,500,155 168,419 168,099 320 159,019 9,400
INCO LTD COM 45325840 70,696,931 3,122,656 3,122,556 100 2,823,761 44,700 254,195
Page Total 1,383,924,624
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INCYTE GENOMICS INC COM 45337C10 6,456,363 888,083 887,753 230 100 846,683 100 41,300
INDEPENDENCE CMNTY B COM 45341410 25,581,278 890,403 890,353 50 854,903 1,200 34,300
INDEPENDENCE HLDG CO COM NEW 45344030 810,942 36,300 36,300 34,300 2,000
INDEPENDENT BANK COR COM 45383610 3,209,567 140,217 136,796 3,421 130,926 9,291
INDEPENDENT BANK COR COM 45383810 3,886,329 123,141 123,141 115,686 7,455
INDEVUS PHARMACEUTIC COM 45407210 469,652 404,873 404,773 100 382,573 100 22,200
INDIA FD INC COM 45408910 253,355 26,669 26,669 26,669
INDUS INTL INC COM 45578L10 285,585 119,492 119,492 119,492
INDYMAC BANCORP INC COM 45660710 17,599,997 776,014 775,954 60 733,974 1,400 40,640
INFINEON TECHNOLOGIE SPONSORED 45662N10 429,522 27,729 27,729 27,729
INET TECHNOLOGIES IN COM 45662V10 957,116 141,795 141,795 135,895 5,900
INFOCUS CORP COM 45665B10 6,161,835 523,076 522,876 200 498,176 200 24,700
INFOGRAMES INC COM 45665T10 484,214 177,368 177,368 177,368
INFORMATICA CORP COM 45666Q10 3,116,643 439,583 435,263 4,220 100 398,803 100 40,680
INFONET SVCS CORP CL B 45666T10 1,514,625 610,736 609,736 1,000 569,736 1,200 39,800
INFORMATION HLDGS IN COM 45672710 5,183,926 212,456 210,706 1,500 250 203,706 250 8,500
INFOSPACE INC COM 45678T10 456,677 1,113,847 1,113,467 200 180 1,112,067 180 1,600
INFOSYS TECHNOLOGIES SPONSORED 45678810 643,686 12,572 12,572 12,572
INFOUSA INC NEW COM 45681830 1,712,734 313,057 313,057 295,457 17,600
ING GROUP N V SPONSORED 45683710 9,952,183 391,356 113,350 278,006 386,056 5,300
INFORMATION RES INC COM 45690510 4,288,444 456,752 456,752 439,852 16,900
INGLES MKTS INC CLA 45703010 638,133 50,326 44,826 5,000 500 41,526 500 8,300
INGRAM MICRO INC CLA 45715310 9,745,312 708,750 706,090 2,660 651,766 1,700 55,284
INHALE THERAPEUTIC S COM 45719110 3,247,088 342,159 339,809 2,150 200 315,959 200 26,000
INKTOMI CORP COM 45727710 1,199,981 1,363,615 1,363,315 200 100 1,292,815 100 70,700
INNKEEPERS USA TR COM 4576J010 3,678,288 383,955 383,955 357,346 26,609
INNKEEPERS USA TR PFD CV A 8 4576J030 364,080 14,800 400 14,400 400 14,400
INSIGHT ENTERPRISES COM 45765U10 11,832,498 469,730 469,320 410 442,440 27,290
INPUT/OUTPUT INC COM 45765210 4,627,998 514,222 514,222 486,122 28,100
INSITUFORM TECHNOLOG CLA 45766710 5,482,421 258,849 258,749 100 241,649 100 17,100
INSIGNIA FINL GROUP COM 45767A10 2,076,998 213,683 213,683 201,983 11,700
INSIGHT COMMUNICATIO CLA 45768V10 5,377,900 458,474 457,534 940 432,074 26,400
INNOVATIVE SOLUTIONS COM 45769N10 262,875 35,050 29,150 5,800 100 34,900 100 50
INRANGE TECHNOLOGIES CL B 45769V20 422,982 89,049 88,849 200 87,249 1,800
INSPIRE PHARMACEUTIC COM 45773310 215,322 55,928 55,928 55,928
INSTINET GROUP INC COM 45775010 1,524,923 233,884 231,684 2,200 211,884 22,000
INSURANCE AUTO AUCTI COM 45787510 3,480,282 178,476 178,376 100 170,776 7,700
INTEGRA LIFESCIENCES COM NEW 45798520 3,123,930 143,629 143,629 132,129 11,500
INTEGRAL SYS INC MD COM 45810H10 1,525,567 69,916 69,916 64,016 5,900
INTEGRATED ELECTRICA COM 45811E10 1,936,312 309,810 309,810 289,010 20,800
INTEGRATED CIRCUIT S COM 45811K20 11,070,823 548,332 548,132 200 515,512 1,100 31,720
INTEGRATED DEVICE TE COM 45811810 18,750,501 1,033,655 1,030,765 2,590 300 932,230 2,700 98,725
INTEGRATED SILICON S COM 45812P10 2,727,236 305,744 302,909 2,835 287,144 18,600
INTEGRA BK CORP COM 45814P10 4,319,392 192,830 192,830 180,570 12,260
INTEL CORP COM 45814010 3,102,079,761 169,790,901 162,453,842 4,755,705 2,581,354 140,957,181 7,199,425 21,634,295
INTEGRATED DEFENSE T COM 45819B10 3,939,411 133,857 98,767 28,690 6,400 123,057 6,400 4,400
INTER TEL INC COM 45837210 4,335,656 253,399 253,299 100 242,799 10,600
INTERACTIVE DATA COR COM 45840J10 7,671,736 526,905 526,905 504,105 22,800
INTERCHANGE FINL SVC COM 45844710 979,575 35,300 35,300 31,800 3,500
INTERCEPT INC COM 45845L10 3,092,936 149,273 149,173 100 140,473 100 8,700
Page Total 3,313,184,590
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INTERDIGITAL COMMUNI COM 45866A10 5,596,719 618,422 617,722 600 100 582,122 100 36,200
INTERFACE INC CLA 45866510 6,251,164 777,508 777,508 730,928 46,580
INTERGRAPH CORP COM 45868310 9,481,168 543,645 542,945 700 510,545 33,100
INTERLAND INC COM 45872710 2,027,859 643,765 643,445 320 558,865 84,900
INTERMAGNETICS GEN C COM 45877110 5,821,114 288,174 288,174 279,708 8,466
INTERMET CORP COM 45881K10 806,853 75,126 75,126 61,826 13,300
INTERMUNE INC COM 45884X10 7,139,501 338,365 338,365 320,365 18,000
INTERNATIONAL BANCSH COM 45904410 9,929,905 235,083 234,732 351 221,958 13,125
INTERNATIONAL BUSINE COM 45920010 5,506,108,848 76,473,734 75,155,746 1,020,547 297,441 37,480,264 33,928,775 5,064,695
INTERNATIONAL FLAVOR COM 45950610 74,664,034 2,298,062 2,287,742 5,720 4,600 1,940,667 127,911 229,484
INTERNATIONAL GAME T COM 45990210 115,092,891 2,029,857 2,027,070 2,487 300 1,771,217 25,700 232,940
INTERNATIONAL MULTIF COM 46004310 4,687,098 180,273 180,173 100 167,673 12,600
INTL PAPER CO COM 46014610 1,671,711,062 38,359,593 13,672,193 24,675,318 12,082 15,541,413 21,520,603 1,297,577
INTERNATIONAL RECTIF COM 46025410 22,020,026 755,404 747,899 7,055 450 711,082 1,950 42,372
INTERNATIONAL SPEEDW CLA 46033520 14,720,349 367,091 360,045 1,220 5,826 342,287 6,426 18,378
INTL SPECIALTY PRODS COM 46033710 1,290,011 167,534 167,434 100 158,734 8,800
INTERNET SEC SYS INC COM 46060X10 5,905,508 450,115 427,420 22,595 100 427,115 100 22,900
INTERPOOL INC COM 46062R10 2,807,753 162,674 162,674 159,174 3,500
INTERPORE INTL COM 46062W10 461,259 47,700 47,700 44,300 3,400
INTERSIL CORP CLA 46069S10 41,775,921 1,953,972 1,949,496 3,972 504 1,866,528 2,904 84,540
INTERPUBLIC GROUP CO COM 46069010 218,769,109 8,835,586 8,332,910 364,113 138,563 7,422,223 390,496 1,022,867
INTERSTATE BAKERIES COM 46072H10 26,107,260 903,991 903,991 876,991 27,000
INTERTAN INC COM 46112010 2,906,392 260,663 259,663 1,000 239,963 20,700
INTERTRUST TECHNOLOG COM 46113Q10 840,115 279,108 279,108 230,308 48,800
INTERWOVEN INC COM 46114T10 1,853,869 607,826 604,766 2,960 100 553,226 100 54,500
INTERVOICE-BRITE INC COM 46114210 527,397 327,576 327,576 327,576
INTRADO INC COM 46117A10 2,460,656 127,100 127,100 119,700 7,400
INTUITIVE SURGICAL I COM 46120E10 2,845,377 335,936 335,746 190 316,836 19,100
INTUIT COM 46120210 242,022,789 4,867,715 4,845,428 20,367 1,920 4,121,045 142,183 604,487
INVACARE CORP COM 46120310 10,543,298 284,954 284,494 460 258,353 26,601
INVERNESS MED INNOVA COM 46126P10 554,611 27,456 26,729 727 25,456 2,000
INVESTMENT TECHNOLOG COM 46145F10 18,236,953 557,705 556,585 820 300 523,637 1,450 32,618
INVESTORS REAL ESTAT SH BEN INT 46173010 2,935,199 275,347 267,647 7,700 258,147 17,200
INVITROGEN CORP COM 46185R10 35,663,653 1,114,141 985,772 103,564 24,805 1,008,260 26,005 79,876
INVISION TECHNOLOGIE COM 46185110 794,864 32,900 32,900 25,700 7,200
INVESTORS FINL SERVI COM 46191510 21,237,192 633,190 629,670 3,320 200 588,770 1,600 42,820
IOMEGA CORP COM NEW 46203030 9,508,987 739,999 739,599 400 705,379 34,620
IONICS INC COM 46221810 4,961,938 204,616 203,666 550 400 187,316 400 16,900
IRELAND BK SPONSORED 46267Q10 612,232 12,326 12,326 12,326
IRON MTN INC PA COM 46284610 12,669,447 410,679 406,178 4,351 150 368,061 1,450 41,168
IRWIN FINL CORP COM 46411910 4,201,623 209,036 209,036 201,976 7,060
ISHARES TR MSCI EAFE 46428746 1,859,575 15,686 15,686 15,686
ISHARES TR RUSSELL100 46428759 3,695,655 70,798 65,658 5,140 70,798
ISHARES TR RUSSELL 10 46428762 591,381 11,340 11,340 11,340
ISHARES TR RUSL 2000 46428763 2,859,879 21,044 21,044 21,044
ISIS PHARMACEUTICALS COM 46433010 4,495,158 472,677 472,677 450,077 22,600
ISLE OF CAPRI CASINO COM 46459210 4,455,546 220,027 219,947 80 210,227 9,800
ITO YOKADO LTD ADR NEW 46571430 1,132,830 22,885 22,775 110 22,885
ITRON INC COM 46574110 5,393,491 205,623 205,623 193,723 11,900
I2 TECHNOLOGIES INC COM 46575410 3,848,362 2,600,245 2,591,525 8,520 200 2,212,347 6,600 381,298
Page Total 8,156,883,881
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IVAX CORP COM 46582310 18,873,604 1,747,556 1,743,994 1,562 2,000 1,578,612 5,600 163,344
IVEX PACKAGING CORP COM 46585510 4,303,712 189,008 188,948 60 176,708 12,300
JDN RLTY CORP COM 46591710 6,764,712 541,177 541,177 507,929 33,248
IXYS CORP COM 46600W10 710,800 132,119 131,919 200 125,619 6,500
J & J SNACK FOODS CO COM 46603210 4,482,467 99,699 99,699 95,799 3,900
JDS UNIPHASE CORP COM 46612J10 79,984,850 29,956,873 29,886,189 66,656 4,028 26,064,601 365,017 3,527,255
JDA SOFTWARE GROUP I COM 46612K10 6,633,893 234,745 234,745 219,245 15,500
J JILL GROUP INC COM 46618910 4,208,085 110,885 110,785 100 104,085 100 6,700
JLG INDS INC COM 46621010 6,550,971 466,926 466,906 20 438,586 28,340
JNI CORP COM 46622G10 348,537 99,582 99,582 99,582
JP REALTY INC COM 46624A10 8,803,800 330,349 330,349 315,597 14,752
J P MORGAN CHASE & C COM 46625H10 1,740,220,588 51,303,673 50,188,882 658,865 455,926 43,939,908 1,106,768 6,256,997
JABIL CIRCUIT INC COM 46631310 90,649,865 4,294,167 4,191,158 78,129 24,880 3,800,605 76,786 416,776
JACK IN THE BOX INC COM 46636710 17,544,378 551,710 550,930 780 527,110 24,600
JACOBS ENGR GROUP IN COM 46981410 22,184,144 637,842 635,842 1,800 200 605,634 1,200 31,008
JAKKS PAC INC COM 47012E10 5,058,684 285,640 285,640 274,440 11,200
JARDEN CORP COM 47110910 1,871,733 94,532 93,332 1,200 87,432 7,100
JEFFERIES GROUP INC COM 47231910 12,376,347 293,975 292,575 1,400 280,975 13,000
JEFFERSON PILOT CORP COM 47507010 159,586,197 3,395,451 3,370,576 11,787 13,088 2,869,836 52,095 473,520
JEFFERSON SMURFIT GR SPONSORED 47508W10 421,186 13,371 13,271 100 13,371
JETBLUE AWYS CORP COM 47714310 2,121,820 46,572 46,557 15 43,972 2,600
JO-ANN STORES INC CL A 47758P10 2,265,452 77,584 77,584 68,584 9,000
JOHN NUVEEN CO CL A 47803510 6,046,747 235,282 235,282 218,402 400 16,480
JOHNSON & JOHNSON COM 47816010 6,110,289,056 116,920,954 111,979,006 3,021,253 1,920,695 65,002,138 42,170,417 9,748,399
JOHNSON CTLS INC COM 47836610 161,431,598 1,978,086 1,969,301 5,385 3,400 1,688,375 31,797 257,914
JOHNSON OUTDOORS INC CL A 47916710 210,391 12,501 12,501 10,201 2,300
JONES APPAREL GROUP COM 48007410 106,071,600 2,828,576 2,823,264 5,012 300 2,473,998 39,450 315,128
JONES LANG LASALLE I COM 48020Q10 8,393,430 339,815 339,815 317,415 22,400
JOURNAL REGISTER CO COM 48113810 6,174,800 307,204 294,449 12,755 290,604 16,600
JOY GLOBAL INC COM 48116510 1,999,874 115,333 115,333 88,633 26,700
JUNIPER NETWORKS INC COM 48203R10 14,308,003 2,532,390 2,484,684 47,526 180 2,096,644 6,280 429,466
KLA-TENCOR CORP COM 48248010 211,652,298 4,811,373 4,791,667 19,366 340 4,112,873 124,758 573,742
K MART CORP COM 48258410 3,208,154 3,114,713 3,090,963 20,390 3,360 2,794,236 3,360 317,117
KPMG CONSULTING INC COM 48265R10 13,321,351 896,457 893,557 2,800 100 797,257 2,700 96,500
KT CORP SPONSORED 48268K10 14,426,455 666,349 666,349 531,094 100,224 35,031
K-SWISS INC CL A 48268610 5,349,541 205,910 205,910 200,510 5,400
K2 INC COM 48273210 1,700,075 165,861 165,861 154,561 11,300
K V PHARMACEUTICAL C CL B CONV 48274010 5,119,301 195,021 195,021 182,521 12,500
K V PHARMACEUTICAL C CLA 48274020 2,461,023 91,149 91,149 91,149
KADANT INC COM 48282T10 4,317,274 261,653 261,044 482 127 253,655 166 7,832
KAMAN CORP CL A 48354810 5,585,756 333,279 333,259 20 316,479 16,800
KANA SOFTWARE INC COM NEW 48360030 382,720 95,680 95,658 22 95,570 110
KANEB SERVICES LLC COM 48417310 226,800 11,340 11,340 11,340
KANSAS CITY LIFE INS COM 48483610 2,816,684 72,839 72,839 69,339 3,500
KANSAS CITY SOUTHERN COM NEW 48517030 13,132,228 772,484 728,757 3,550 40,177 674,807 40,177 57,500
KAYDON CORP COM 48658710 9,593,073 406,314 405,374 940 386,514 19,800
KB HOME COM 48666K10 60,784,117 1,180,045 1,178,575 1,470 1,073,538 8,600 97,907
KEANE INC COM 48666510 11,516,289 928,733 926,253 980 1,500 890,033 1,500 37,200
KEITHLEY INSTRS INC COM 48758410 3,851,480 266,723 266,723 260,823 5,900
KELLOGG CO COM 48783610 287,881,784 8,027,936 8,007,621 17,555 2,760 6,881,984 284,096 861,856
Page Total 9,268,217,727
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KELLWOOD CO COM 48804410 8,435,050 259,540 259,480 60 242,920 16,620
KELLY SVCS INC CL A 48815220 10,438,527 386,469 382,546 3,923 363,594 22,875
KEMET CORP COM 48836010 16,033,975 897,759 893,869 3,590 300 838,079 2,300 57,380
KENDLE INTERNATIONAL COM 48880L10 545,781 40,131 40,131 33,631 6,500
KENNAMETAL INC COM 48917010 17,063,578 466,218 466,158 60 446,118 20,100
KENSEY NASH CORP COM 49005710 848,880 52,400 52,400 50,700 1,700
KERR MCGEE CORP COM 49238610 239,673,842 4,475,702 4,467,870 6,457 1,375 2,044,568 2,162,473 268,661
KEY ENERGY SVCS INC COM 49291410 12,106,993 1,153,047 1,151,897 1,150 1,090,147 62,900
KEY PRODTN INC COM 49313810 2,988,180 153,240 153,240 144,240 9,000
KEYCORP NEW COM 49326710 1,063,928,174 38,971,728 38,897,133 44,261 30,334 9,814,194 27,857,100 1,300,434
KEYNOTE SYS INC COM 49330810 1,953,180 266,828 266,808 20 254,828 12,000
KEYSPAN CORP COM 49337W10 123,667,034 3,284,649 3,267,891 13,333 3,425 2,827,764 47,616 409,269
KEYSTONE AUTOMOTIVE COM 49338N10 1,033,956 54,333 54,333 47,933 6,400
KEYSTONE PPTY TR COR COM 49359610 1,083,127 68,250 68,250 59,350 8,900
KFORCE INC COM 49373210 1,592,434 267,636 267,636 244,436 23,200
KILROY RLTY CORP COM 49427F10 10,566,945 395,026 395,026 370,984 24,042
KIMBALL INTL INC CL B 49427410 5,870,848 358,197 358,197 336,497 21,700
KIMBERLY CLARK CORP COM 49436810 847,529,336 13,669,828 12,985,347 469,446 215,035 11,514,558 510,240 1,645,030
KIMCO REALTY CORP COM 49446R10 35,682,556 1,065,469 1,063,969 1,500 980,908 2,100 82,461
KINDER MORGAN INC KA COM 49455P10 95,246,753 2,505,175 2,497,422 5,303 2,450 2,188,123 33,588 283,464
KINDER MORGAN MANAGE SHS 49455U10 762,530 25,001 25,001 25,001
KINDER MORGAN ENERGY UT LTD PAR 49455010 795,803 25,336 7,400 15,836 2,100 21,536 2,100 1,700
KINDRED HEALTHCARE I COM 49458010 2,859,954 64,312 64,176 136 57,212 7,100
KING PHARMACEUTICALS COM 49558210 107,243,687 4,819,941 4,812,345 7,130 466 4,205,331 46,648 567,962
KIRBY CORP COM 49726610 10,926,484 446,891 446,871 20 435,291 11,600
KNIGHT RIDDER INC COM 49904010 125,773,281 1,997,987 1,990,142 7,565 280 1,766,469 23,760 207,758
KNIGHT TRADING GROUP COM 49906310 3,914,610 747,063 746,663 300 100 691,863 100 55,100
KNIGHT TRANSN INC COM 49906410 4,762,483 205,368 205,368 190,068 15,300
KOGER EQUITY INC COM 50022810 6,410,417 332,146 332,146 313,900 18,246
KOHLS CORP COM 50025510 528,385,680 7,539,750 7,505,661 32,394 1,695 6,382,732 218,778 938,240
KONINKLIJKE AHOLD N SPON ADR N 50046730 1,113,525 53,025 52,366 659 53,025
KONINKLIJKE PHILIPS NY REG SH 50047230 15,994,172 579,499 125,915 453,584 570,799 8,700
KOPIN CORP COM 50060010 6,498,987 984,695 840,165 6,930 137,600 805,995 137,600 41,100
KOREA ELECTRIC PWR SPONSORED 50063110 2,029,567 193,846 192,576 1,270 60,982 132,864
KOSAN BIOSCIENCES IN COM 50064W10 1,633,029 187,489 187,489 176,889 10,600
KORN FERRY INTL COM NEW 50064320 4,636,340 509,488 508,628 860 484,508 24,980
KOS PHARMACEUTICALS COM 50064810 1,298,126 63,790 63,790 60,790 3,000
KRAFT FOODS INC CL A 50075N10 67,657,835 1,652,206 1,516,385 112,262 23,559 1,102,699 30,059 519,448
KRAMONT RLTY TR COM SH BEN 50075Q10 2,457,663 153,700 153,700 142,000 11,700
KRISPY KREME DOUGHNU COM 50101410 10,583,556 328,784 327,554 1,230 301,114 1,000 26,670
KROGER CO COM 50104410 407,745,726 20,489,735 20,425,630 61,905 2,200 17,278,614 564,893 2,646,228
KROLL INC COM 50104910 5,501,480 262,225 262,225 251,572 10,653
KRONOS INC COM 50105210 11,992,207 393,329 392,569 760 380,179 13,150
KULICKE & SOFFA INDS COM 50124210 8,401,931 678,122 677,422 700 645,622 32,500
KYOCERA CORP ADR 50155620 826,748 11,233 11,133 100 11,233
KYPHON INC COM 50157710 335,340 23,000 23,000 19,300 3,700
LNR PPTY CORP COM 50194010 9,222,643 267,323 267,323 251,723 15,600
L S B BANCSHARES N C COM 50215810 494,000 24,700 24,700 23,000 1,700
LSI INDS INC COM 50216C10 2,660,949 144,853 144,853 136,003 8,850
LSI LOGIC CORP COM 50216110 67,235,087 7,684,010 7,654,430 28,600 980 6,742,456 85,751 855,803
Page Total 3,916,442,989
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LTC PPTYS INC COM 50217510 562,547 66,182 66,182 53,382 12,800
LTX CORP COM 50239210 10,437,623 730,926 681,541 1,000 48,385 650,641 48,385 31,900
L-3 COMMUNICATIONS H COM 50242410 54,049,572 1,000,918 999,158 1,560 200 946,018 1,400 53,500
LVMH MOET HENNESSY L SPONSORED 50244120 1,193,909 118,326 118,326 118,326
LA JOLLA PHARMACEUTI COM 50345910 2,351,481 376,237 376,237 356,437 19,800
LA QUINTA CORP PAIRED CTF 50419U20 21,638,190 2,984,578 2,869,813 114,765 2,898,578 86,000
LA Z BOY INC COM 50533610 21,575,230 855,481 855,301 40 140 820,381 1,340 33,760
LABONE INC NEW COM 50540L10 714,725 27,500 27,500 25,900 1,600
LABORATORY CORP AMER COM NEW 50540R40 37,822,577 828,534 823,614 4,840 80 728,914 3,380 96,240
LABOR READY INC COM NEW 50540120 2,522,379 431,176 431,176 404,636 26,540
LABRANCHE & CO INC COM 50544710 10,342,487 451,637 450,217 1,120 300 420,879 1,300 29,458
LACLEDE GROUP INC COM 50559710 5,089,689 216,767 216,167 600 202,967 13,800
LADISH INC COM NEW 50575420 716,591 58,737 58,737 53,037 5,700
LAFARGE COPPEE S A SPON ADR N 50586140 413,020 16,501 16,501 16,501
LAFARGE NORTH AMERIC COM 50586210 24,945,462 709,686 707,526 2,160 687,460 700 21,526
LAKELAND BANCORP INC COM 51163710 2,019,113 91,280 91,280 84,035 7,245
LAKELAND FINL CORP COM 51165610 1,084,384 37,600 37,600 36,400 1,200
LAKES ENTMNT INC COM 51206P10 230,597 34,112 34,112 34,112
LAM RESEARCH CORP COM 51280710 24,601,854 1,368,290 1,363,570 4,220 500 1,281,380 3,400 83,510
LAMAR ADVERTISING CO CL A 51281510 17,215,615 462,661 461,041 1,520 100 412,861 1,500 48,300
LANCASTER COLONY COR COM 51384710 21,023,103 589,543 589,443 100 567,906 700 20,937
LANCE INC COM 51460610 3,677,877 252,255 251,535 720 240,435 720 11,100
LANDAUER INC COM 51476K10 6,942,726 178,798 137,506 41,292 132,406 41,292 5,100
LANDAMERICA FINL GRO COM 51493610 15,388,380 488,520 488,520 477,320 11,200
LANDRYS RESTAURANTS COM 51508L10 7,416,063 290,712 290,492 120 100 277,012 100 13,600
LANDSTAR SYS INC COM 51509810 17,881,988 167,356 167,356 162,556 4,800
LASALLE HOTEL PPTYS COM SH BEN 51794210 2,816,541 178,828 178,748 80 167,319 11,509
LATTICE SEMICONDUCTO COM 51841510 8,427,073 964,196 954,996 5,600 3,600 900,596 3,600 60,000
LAUDER ESTEE COS INC CL A 51843910 28,347,475 805,326 778,926 23,720 2,680 711,061 5,080 89,185
LAWSON PRODS INC COM 52077610 3,611,301 117,212 117,212 111,012 6,200
LAWSON SOFTWARE INC COM 52078010 581,039 100,700 100,700 95,000 5,700
LEAP WIRELESS INTL I COM 52186310 232,830 215,584 215,445 49 90 215,494 90
LEAR CORP COM 52186510 123,008,303 2,659,639 2,647,727 8,017 3,895 2,583,044 14,295 62,300
LEARNING TREE INTL I COM 52201510 2,847,781 153,602 153,582 20 146,002 7,600
LECROY CORP COM 52324W10 727,185 61,108 61,108 56,708 4,400
LEE ENTERPRISES INC COM 52376810 23,772,910 679,226 678,926 300 638,426 1,000 39,800
LEGATO SYS INC COM 52465110 5,264,636 1,462,399 1,460,499 1,600 300 1,404,331 300 57,768
LEGGETT & PLATT INC COM 52466010 97,726,496 4,176,346 4,040,588 127,828 7,930 3,674,065 52,368 449,913
LEGG MASON INC COM 52490110 40,872,121 828,377 818,262 4,335 5,780 776,747 7,630 44,000
LEHMAN BROS HLDGS IN COM 52490810 337,873,397 5,404,245 5,380,247 22,287 1,711 4,682,061 74,829 647,355
LENDINGTREE INC COM 52602Q10 277,459 21,830 21,830 19,530 2,300
LENNAR CORP COM 52605710 58,015,335 947,963 938,506 6,857 2,600 894,003 8,600 45,360
LENNOX INTL INC COM 52610710 8,773,561 487,691 487,491 200 458,691 29,000
LEUCADIA NATL CORP COM 52728810 15,342,942 484,616 484,516 100 458,324 800 25,492
LEVEL 3 COMMUNICATIO COM 52729N10 10,785,666 3,656,158 3,632,239 21,099 2,820 3,119,245 11,220 525,693
LEXAR MEDIA INC COM 52886P10 1,247,168 292,077 292,077 270,177 21,900
LEXICON GENETICS INC COM 52887210 1,742,380 356,388 354,688 1,700 336,188 20,200
LEXINGTON CORP PPTYS COM 52904310 3,926,983 237,999 237,999 225,199 12,800
LEXMARK INTL NEW CL A 52977110 159,567,984 2,933,235 2,912,673 20,462 100 2,520,093 88,693 324,449
LIBBEY INC COM 52989810 7,178,459 210,512 209,892 300 320 199,492 320 10,700
Page Total 1,254,824,207
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LIBERATE TECHNOLOGIE COM 53012910 3,097,035 1,173,564 1,173,364 100 100 1,107,564 100 65,900
LIBERTY CORP S C COM 53037010 10,764,600 270,128 269,028 1,100 258,328 11,800
LIBERTY MEDIA CORP N COM SER A 53071810 265,028,380 26,502,838 23,437,487 2,998,095 67,256 22,304,672 141,256 4,056,910
LIBERTY PPTY TR SH BEN INT 53117210 26,264,315 750,409 749,609 800 681,571 1,700 67,138
LIFECORE BIOMEDICAL COM 53218710 279,020 24,605 24,605 22,405 2,200
LIFEPOINT HOSPITALS COM 53219L10 23,054,562 634,937 634,329 593 15 607,222 915 26,800
LIFELINE SYS INC COM 53219210 739,995 28,094 28,094 25,594 2,500
LIGAND PHARMACEUTICA CL B 53220K20 7,312,118 504,284 503,634 650 471,984 32,300
LIGHTBRIDGE INC COM 53222610 2,390,428 282,891 282,891 266,191 16,700
LILLY ELI & CO COM 53245710 1,371,037,244 24,309,171 24,125,134 148,408 35,629 20,296,557 899,240 3,113,374
LIMITED BRANDS INC COM 53271610 254,579,218 11,952,076 11,917,955 33,281 840 10,066,015 330,320 1,555,741
LIN TV CORP CL A 53277410 1,578,703 58,384 44,100 14,284 47,784 10,600
LINCARE HLDGS INC COM 53279110 37,410,118 1,158,208 1,155,888 1,920 400 1,085,808 2,500 69,900
LINCOLN ELEC HLDGS I COM 53390010 10,619,716 394,785 394,705 80 361,885 32,900
LINCOLN NATL CORP IN COM 53418710 181,771,338 4,327,889 4,305,124 17,714 5,051 3,668,648 66,115 593,126
LINDSAY MFG CO COM 53555510 2,619,075 113,135 112,695 440 104,895 440 7,800
LINEAR TECHNOLOGY CO COM 53567810 263,948,857 8,397,991 7,417,586 779,828 200,577 7,039,328 407,851 950,812
LINENS N THINGS INC COM 53567910 23,520,471 716,869 661,299 43,770 11,800 683,969 11,800 21,100
LIONBRIDGE TECHNOLOG COM 53625210 205,728 102,864 6,621 96,243 6,621 96,243
LIQUIDMETAL TECHNOLO COM 53634X10 295,800 25,500 25,500 22,400 3,100
LITHIA MTRS INC CL A 53679710 7,334,354 272,450 136,137 136,313 129,437 136,313 6,700
LITTELFUSE INC COM 53700810 5,442,997 235,322 225,482 440 9,400 212,317 9,400 13,605
LIZ CLAIBORNE INC COM 53932010 105,073,909 3,304,211 3,295,951 6,260 2,000 2,886,102 25,664 392,445
LLOYDS TSB GROUP PLC SPONSORED 53943910 15,240,266 380,531 97,661 282,870 375,281 5,250
LOCAL FINL CORP COM 53955310 3,430,759 210,347 210,347 198,547 11,800
LOCKHEED MARTIN CORP COM 53983010 5,626,119,450 80,951,359 80,924,870 23,973 2,516 8,402,637 90,960 72,457,762
LODGENET ENTMT CORP COM 54021110 1,448,150 100,573 100,573 92,573 8,000
LOEWS CORP COM 54042410 178,419,131 3,367,034 3,356,784 9,050 1,200 3,210,509 35,252 121,273
LOEWS CORP CAROLNA GP 54042420 1,941,405 71,771 71,771 68,171 3,600
LONE STAR STEAKHOUSE COM 54230710 7,333,093 310,856 310,856 295,656 15,200
LONE STAR TECHNOLOGI COM 54231210 6,934,051 302,797 302,497 200 100 287,597 100 15,100
LONGS DRUG STORES CO COM 54316210 13,356,416 472,125 471,715 410 441,378 30,747
LONGVIEW FIBRE CO COM 54321310 6,946,807 737,453 721,103 1,350 15,000 685,348 15,000 37,105
LOOKSMART LTD COM 54344210 280,828 143,280 143,020 260 130,580 12,700
LOUISIANA PAC CORP COM 54634710 30,614,991 2,890,934 2,881,659 5,885 3,390 2,691,798 20,690 178,446
LOWES COS INC COM 54866110 3,337,682,696 73,517,240 17,348,465 56,063,510 105,265 14,571,959 56,535,993 2,409,288
LUBRIZOL CORP COM 54927110 26,200,584 782,107 779,527 1,180 1,400 717,405 10,300 54,402
LUBYS INC COM 54928210 1,130,536 171,814 169,214 2,600 151,114 20,700
LUCENT TECHNOLOGIES COM 54946310 131,272,995 79,080,118 78,453,620 539,403 87,095 67,510,934 1,017,222 10,551,962
LUFKIN INDS INC COM 54976410 1,028,869 35,638 35,638 34,538 1,100
LUMINEX CORP DEL COM 55027E10 1,265,945 168,568 168,568 158,668 9,900
LUXOTTICA GROUP S P SPONSORED 55068R20 325,603 17,137 15,805 1,332 17,137
LYDALL INC DEL COM 55081910 2,173,475 142,523 142,523 131,713 10,810
LYNCH INTERACTIVE CO COM 55114610 414,800 13,600 13,600 13,600
LYON WILLIAM HOMES COM 55207410 474,110 18,200 18,200 17,400 800
LYONDELL CHEMICAL CO COM 55207810 17,424,750 1,153,957 1,147,797 5,860 300 1,044,795 2,700 106,462
M & T BK CORP COM 55261F10 78,111,151 910,811 874,192 6,408 30,211 824,942 32,111 53,758
MAF BANCORP INC COM 55261R10 12,100,620 321,825 321,385 440 309,885 440 11,500
MBIA INC COM 55262C10 190,988,527 3,378,534 3,348,579 19,155 10,800 2,835,711 77,026 465,797
MBNA CORP COM 55262L10 634,724,117 19,193,351 19,058,494 107,901 26,956 16,005,864 589,971 2,597,516
Page Total 12,931,752,106
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MB FINANCIAL INC NEW COM 55264U10 6,415,118 191,725 187,625 4,100 183,025 8,700
M D C HLDGS INC COM 55267610 11,248,588 216,319 216,208 11 100 204,667 100 11,552
MDU RES GROUP INC COM 55269010 22,825,608 868,224 727,004 114,745 26,475 793,349 28,075 46,800
MCSI INC COM 55270M10 2,300,863 202,898 202,898 195,198 7,700
MEMC ELECTR MATLS IN COM 55271510 2,339,475 477,444 477,344 100 450,944 26,500
MGIC INVT CORP WIS COM 55284810 178,284,371 2,629,563 2,618,833 6,730 4,000 2,251,356 61,000 317,207
MGI PHARMA INC COM 55288010 1,602,238 226,946 226,846 100 215,546 100 11,300
MGM MIRAGE COM 55295310 45,697,297 1,353,994 1,350,694 3,200 100 1,252,382 16,100 85,512
MIM CORP COM 55304410 671,805 55,567 55,567 41,367 14,200
M/I SCHOTTENSTEIN HO COM 55305B10 5,023,572 133,322 133,322 125,922 7,400
MKS INSTRUMENT INC COM 55306N10 6,207,209 309,278 308,678 600 296,378 12,900
MMO2 PLC ADR 55309W10 237,969 37,773 37,688 85 37,773
MPS GROUP INC COM 55340910 15,811,028 1,860,121 1,851,341 8,480 300 1,793,121 300 66,700
MRO SOFTWARE INC COM 55347W10 2,092,042 183,835 183,835 174,235 9,600
MRV COMMUNICATIONS I COM 55347710 929,421 607,465 607,365 100 585,165 100 22,200
MSC INDL DIRECT INC CL A 55353010 6,405,438 328,484 326,264 2,220 310,884 17,600
MSC SOFTWARE CORP COM 55353110 2,721,605 304,090 304,090 285,990 18,100
MTR GAMING GROUP INC COM 55376910 5,180,657 310,219 310,219 299,719 10,500
MTS SYS CORP COM 55377710 2,515,685 200,453 200,453 187,653 12,800
MACDERMID INC COM 55427310 5,333,075 248,050 247,850 200 231,750 16,300
MACERICH CO COM 55438210 15,342,892 494,932 494,832 100 465,930 29,002
MACK CALI RLTY CORP COM 55448910 18,296,172 520,517 517,407 3,110 477,835 1,000 41,682
MACROVISION CORP COM 55590410 5,616,219 428,392 426,142 2,210 40 402,052 40 26,300
MACROMEDIA INC COM 55610010 7,538,843 849,926 848,046 1,620 260 811,926 260 37,740
MADDEN STEVEN LTD COM 55626910 1,830,514 92,315 92,315 86,615 5,700
MADISON GAS & ELEC C COM 55749710 7,448,036 267,434 264,184 2,800 450 248,684 450 18,300
MAGELLAN HEALTH SVCS COM 55907910 291,542 291,542 291,542 277,142 14,400
MAGMA DESIGN AUTOMAT COM 55918110 700,560 41,700 41,700 30,200 11,500
MAGNA ENTMT CORP CL A 55921110 1,664,647 238,147 238,147 210,747 27,400
MAGNA INTL INC CL A 55922240 1,439,791 20,912 20,912 20,612 300
MAGNETEK INC COM 55942410 2,205,809 222,809 222,809 210,109 12,700
MAGNUM HUNTER RES IN COM PAR $0 55972F20 4,949,878 627,361 533,936 93,425 597,361 30,000
MAGYAR TAVKOZLESI RT SPONSORED 55977610 267,344 16,709 16,709 9,853 6,856
MAIL-WELL INC COM 56032120 1,800,864 346,320 346,320 317,020 29,300
MAIN STR BKS INC NEW COM 56034R10 2,253,292 108,960 108,960 103,060 5,900
MANDALAY RESORT GROU COM 56256710 24,779,116 898,771 886,021 12,550 200 864,079 1,500 33,192
MANHATTAN ASSOCS INC COM 56275010 7,411,400 230,454 229,954 400 100 218,054 100 12,300
MANITOWOC INC COM 56357110 12,045,306 339,400 339,040 260 100 322,700 100 16,600
MANOR CARE INC NEW COM 56405510 48,438,023 2,106,001 2,101,516 3,235 1,250 1,866,745 20,702 218,554
MANPOWER INC COM 56418H10 35,754,589 972,914 969,494 3,220 200 867,958 2,250 102,706
MANTECH INTL CORP CL A 56456310 311,870 13,000 13,000 8,500 4,500
MANUFACTURED HOME CM COM 56468210 8,348,219 237,841 237,841 223,499 14,342
MAPICS INC COM 56491010 692,137 123,817 123,817 120,417 3,400
MANUFACTURERS SVCS L COM 56500510 856,074 177,241 175,341 1,900 168,341 8,900
MANUGISTICS GROUP IN COM 56501110 2,216,659 362,792 357,386 5,346 60 331,232 60 31,500
MAPINFO CORP COM 56510510 1,621,838 178,224 178,224 168,624 9,600
MARATHON OIL CORP COM 56584910 234,086,741 8,631,517 8,609,040 17,137 5,340 7,464,672 174,594 992,251
MARCUS CORP COM 56633010 3,285,611 197,334 197,334 183,849 13,485
MARINEMAX INC COM 56790810 481,740 37,200 37,200 32,700 4,500
MARINE PRODS CORP COM 56842710 439,030 37,685 37,685 33,585 4,100
Page Total 776,257,820
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MARITRANS INC COM 57036310 232,685 17,300 17,300 17,300
MARKEL CORP COM 57053510 10,908,284 55,372 54,772 600 50,102 200 5,070
MARSH & MCLENNAN COS COM 57174810 696,427,557 7,209,395 6,593,573 488,894 126,928 5,991,547 338,818 879,030
MARSHALL & ILSLEY CO COM 57183410 130,316,162 4,213,261 4,208,341 4,320 600 3,755,786 41,000 416,475
MARRIOTT INTL INC NE CLA 57190320 189,866,798 4,989,929 4,956,429 33,240 260 4,307,957 65,758 616,214
MARTEK BIOSCIENCES C COM 57290110 3,886,120 185,761 185,761 176,261 9,500
MARTHA STEWART LIVIN CL A 57308310 1,135,965 99,038 98,838 100 100 93,038 100 5,900
MARTIN MARIETTA MATL COM 57328410 48,936,381 1,254,779 1,253,979 700 100 522,657 699,554 32,568
MARVEL ENTERPRISES I COM 57383M10 221,972 40,506 40,506 36,606 3,900
MASCO CORP COM 57459910 293,556,622 10,828,352 10,780,683 28,210 19,459 9,229,209 145,202 1,453,941
MASSBANK CORP READ M COM 57615210 916,342 25,900 25,900 23,500 2,400
MASSEY ENERGY CORP COM 57620610 7,751,000 610,315 608,920 1,215 180 569,904 180 40,231
MASTEC INC COM 57632310 1,996,370 271,246 271,046 200 257,546 13,700
MATERIAL SCIENCES CO COM 57667410 1,548,761 110,468 109,568 900 107,068 900 2,500
MATRIA HEALTHCARE IN COM NEW 57681720 292,015 35,525 35,525 33,925 1,600
MATRIXONE INC COM 57685P30 3,554,683 582,735 347,260 235,357 118 563,817 118 18,800
MATSUSHITA ELEC INDL ADR 57687920 2,175,265 157,286 155,116 2,170 157,286
MATTEL INC COM 57708110 222,061,441 10,534,224 10,475,059 56,840 2,325 8,837,932 321,488 1,374,804
MATTHEWS INTL CORP CL A 57712810 7,726,701 330,908 330,908 311,108 19,800
MATTSON TECHNOLOGY I COM 57722310 1,619,896 350,627 350,627 331,227 19,400
MAUI LD & PINEAPPLE COM 57734510 312,797 15,485 15,485 13,685 1,800
MAXIM INTEGRATED PRO COM 57772K10 276,247,299 7,207,078 7,167,615 32,732 6,731 6,033,599 222,127 951,352
MAXIM PHARMACEUTICAL COM 57772M10 210,364 65,945 65,945 65,945
MAXTOR CORP COM NEW 57772920 6,348,520 1,404,540 1,394,810 9,388 342 1,288,386 342 115,812
MAXWELL SHOE INC CL A 57776610 1,393,215 87,900 87,900 79,450 8,450
MAXWELL TECHNOLOGIES COM 57776710 652,299 74,805 74,805 74,805
MAXYGEN INC COM 57777610 4,145,464 346,061 345,723 307 31 328,030 31 18,000
MAY DEPT STORES CO COM 57777810 250,690,327 7,612,825 7,349,521 173,035 90,269 6,548,870 171,292 892,663
MAVERICK TUBE CORP COM 57791410 6,775,440 451,696 451,596 100 430,196 100 21,400
MAXIMUS INC COM 57793310 7,640,777 241,034 241,034 230,434 10,600
MAYTAG CORP COM 57859210 193,609,802 4,539,503 1,822,646 2,711,617 5,240 1,502,177 2,758,646 278,680
MCAFEE COM CORP CL A 57906210 1,032,120 70,500 70,500 70,500
MCCLATCHY CO CL A 57948910 11,434,379 177,967 175,587 2,280 100 162,853 600 14,514
MCCORMICK & CO INC COM NON VT 57978020 36,220,310 1,406,614 1,386,224 19,790 600 1,310,214 3,800 92,600
MCDATA CORP CL A 58003120 8,107,279 920,236 916,217 3,157 862 854,430 862 64,944
MCDERMOTT INTL INC COM 58003710 9,062,174 1,118,787 1,118,787 1,042,577 10,300 65,910
MCDONALDS CORP COM 58013510 936,464,780 32,916,161 31,875,722 777,962 262,477 27,748,093 1,224,412 3,943,656
MCG CAPITAL CORP COM 58047P10 1,024,874 61,333 61,333 48,833 12,500
MCGRATH RENTCORP COM 58058910 2,028,628 78,265 78,265 72,765 5,500
MCGRAW HILL COS INC COM 58064510 295,306,288 4,946,504 4,776,433 75,839 94,232 4,069,146 235,744 641,614
MCKESSON CORP COM 58155Q10 235,685,184 7,207,498 7,191,263 15,835 400 6,175,068 146,936 885,494
MEADWESTVACO CORP COM 58333410 674,179,725 20,088,788 20,071,177 11,232 6,379 4,627,015 14,883,324 578,449
MEDAREX INC COM 58391610 3,698,402 498,437 497,797 540 100 453,937 100 44,400
MED-DESIGN CORP COM 58392610 930,748 71,928 71,928 67,428 4,500
MEDCATH CORP COM 58404W10 377,910 22,100 22,100 20,700 1,400
MEDFORD BANCORP INC COM 58413110 2,409,016 69,165 65,565 3,600 63,865 5,300
MEDIA GEN INC CL A 58440410 12,741,780 212,363 211,903 260 200 196,463 200 15,700
MEDIACOM COMMUNICATI CL A 58446K10 2,754,411 353,583 353,383 200 320,383 33,200
MEDICAL STAFFING NET COM 58463F10 1,107,400 45,200 45,200 40,400 4,800
MEDICINES CO COM 58468810 3,145,074 255,075 255,075 242,775 12,300
Page Total 4,610,867,806
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MEDICIS PHARMACEUTIC CL A NEW 58469030 13,565,567 317,249 316,189 960 100 287,629 800 28,820
MEDIMMUNE INC COM 58469910 150,905,172 5,716,105 5,668,839 31,193 16,073 4,729,214 223,807 763,084
MEDQUIST INC COM 58494910 7,676,550 288,267 287,223 1,044 279,467 8,800
MEDIS TECHNOLOGIES L COM 58500P10 771,261 97,517 97,517 95,598 1,919
MEDSOURCE TECHNOLOGI COM 58505Y10 336,875 27,500 27,500 22,300 5,200
MEDTRONIC INC COM 58505510 1,238,319,878 28,898,947 27,797,852 891,966 209,129 23,778,631 1,142,280 3,978,036
MEEMIC HLDGS INC COM 58513510 292,273 10,521 10,521 10,521
MELLON FINL CORP COM 58551A10 340,975,238 10,848,719 10,465,183 309,745 73,791 9,116,554 354,821 1,377,344
MEMBERWORKS INC COM 58600210 2,217,058 119,647 119,647 112,747 6,900
MENS WEARHOUSE INC COM 58711810 9,768,744 383,088 381,488 1,500 100 350,288 100 32,700
MENTOR CORP MINN COM 58718810 8,669,087 236,157 236,117 40 223,757 12,400
MENTOR GRAPHICS CORP COM 58720010 14,553,800 1,023,474 1,019,984 3,090 400 980,074 400 43,000
MERCANTILE BANKSHARE COM 58740510 27,879,679 679,495 667,705 7,890 3,900 624,525 5,800 49,170
MERCHANTS BANCSHARES COM 58844810 1,310,787 46,122 44,192 1,930 41,692 1,930 2,500
MERCK & CO INC COM 58933110 2,978,959,071 58,826,206 55,196,637 2,016,838 1,612,731 48,326,774 3,285,977 7,213,455
MERCURY COMPUTER SYS COM 58937810 7,568,416 365,624 365,284 340 353,694 11,930
MERCURY GENL CORP NE COM 58940010 10,592,254 218,397 208,917 880 8,600 191,743 9,200 17,454
MERCURY INTERACTIVE COM 58940510 45,477,239 1,980,716 1,936,206 38,410 6,100 1,696,812 60,335 223,569
MEREDITH CORP COM 58943310 38,953,782 1,015,744 1,012,420 1,120 2,204 896,551 30,803 88,390
MERIDIAN MED TECHNOL COM 58965810 576,950 15,982 15,982 15,182 800
MERIDIAN RESOURCE CO COM 58977Q10 1,268,717 341,053 341,053 329,853 11,200
MERISTAR HOSPITALITY COM 58984Y10 18,456,480 1,210,261 1,044,216 166,045 1,176,928 33,333
MERIT MED SYS INC COM 58988910 498,730 24,175 24,175 17,075 7,100
MERIDIAN GOLD INC COM 58997510 1,117,080 69,600 69,600 69,600
MERITAGE CORP COM 59001A10 3,276,848 71,782 71,782 66,982 4,800
MERIX CORP COM 59004910 1,230,269 143,388 142,888 500 131,438 11,950
MERRILL LYNCH & CO I COM 59018810 4,076,690,229 100,659,018 19,357,915 81,287,293 13,810 16,580,963 81,436,562 2,641,493
MESA AIR GROUP INC COM 59047910 4,286,252 465,897 465,897 445,797 20,100
MESABA HLDGS INC COM 59066B10 644,590 109,811 109,811 102,411 7,400
MESTEK INC COM 59082910 603,369 31,590 22,590 9,000 22,590 9,000
METASOLV INC COM 59139P10 1,812,142 454,171 454,071 100 436,871 100 17,200
METHODE ELECTRS INC CLA 59152020 5,580,004 436,962 435,162 1,800 414,462 22,500
METLIFE INC COM 59156R10 422,639,654 14,674,988 14,644,025 29,044 1,919 12,607,960 218,860 1,848,168
METRIS COS INC COM 59159810 6,289,215 756,825 756,575 30 220 735,605 220 21,000
METRO GOLDWYN MAYER COM 59161010 5,897,256 504,039 493,599 340 10,100 467,689 11,000 25,350
METRO ONE TELECOMMUN COM 59163F10 5,701,501 408,417 407,817 600 397,167 11,250
METTLER TOLEDO INTER COM 59268810 7,712,392 209,178 207,838 1,240 100 185,246 900 23,032
MICHAELS STORES INC COM 59408710 39,861,315 1,022,085 1,020,805 1,120 160 974,805 1,660 45,620
MICREL INC COM 59479310 10,490,511 729,521 726,401 3,020 100 684,311 1,600 43,610
MICRO GENERAL CORP COM NEW 59483830 1,786,647 107,049 107,049 106,949 100
MICROS SYS INC COM 59490110 8,332,258 300,695 300,655 40 288,095 12,600
MICROSOFT CORP COM 59491810 7,063,011,908 129,122,704 126,161,832 2,140,260 820,612 108,306,384 4,535,171 16,281,149
MICROVISION INC WASH COM 59496010 312,173 59,689 59,689 59,689
MICROCHIP TECHNOLOGY COM 59501710 66,233,081 2,414,622 2,399,197 14,825 600 2,270,382 5,250 138,990
MICROMUSE INC COM 59509410 3,391,608 730,950 727,260 3,630 60 684,390 60 46,500
MICRON TECHNOLOGY IN COM 59511210 275,878,343 13,643,835 13,591,715 41,740 10,380 11,674,991 175,415 1,793,429
MICROSEMI CORP COM 59513710 3,869,672 586,314 586,314 568,514 17,800
MICROTUNE INC DEL COM 59514P10 3,203,171 359,503 359,503 332,403 27,100
MID-AMER APT CMNTYS COM 59522J10 7,078,585 264,620 264,620 251,349 13,271
MID ATLANTIC MED SVC COM 59523C10 28,863,756 920,694 920,674 20 888,894 1,100 30,700
Page Total 16,975,387,437
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MID-ATLANTIC RLTY TR SH BEN INT 59523210 3,057,982 173,749 173,749 155,983 17,766
MID-STATE BANCSHARES COM 59544010 5,000,128 259,074 259,074 242,874 16,200
MIDAS GROUP INC COM 59562610 2,037,592 164,322 160,182 4,140 154,722 9,600
MIDDLESEX WATER CO COM 59668010 1,620,202 61,675 61,675 55,575 6,100
MIDLAND CO COM 59748610 2,127,916 42,162 42,162 39,862 2,300
MIDWEST EXPRESS HLDG COM 59791110 2,262,994 171,439 171,039 400 160,739 10,700
MIDWAY GAMES INC COM 59814810 3,077,110 362,013 360,713 1,300 342,813 19,200
MIDWEST BANC HOLDING COM 59825110 1,881,665 62,953 62,953 59,153 3,800
MILACRON INC COM 59870910 2,103,008 207,193 207,121 60 12 187,581 12 19,600
MILLENNIUM PHARMACEU COM 59990210 39,098,663 3,217,997 3,208,590 8,589 818 2,756,424 7,460 454,113
MILLENNIUM CHEMICALS COM 59990310 10,167,788 723,686 723,586 100 678,346 45,340
MILLEA HOLDINGS INC ADR 60032R10 1,022,825 25,100 25,100 25,100
MILLER HERMAN INC COM 60054410 15,451,182 761,142 758,352 2,490 300 685,162 2,000 73,980
MILLIPORE CORP COM 60107310 36,071,393 1,127,936 1,125,966 1,370 600 975,788 44,506 107,642
MILLS CORP COM 60114810 15,094,210 486,910 457,015 29,895 466,613 20,297
MINE SAFETY APPLIANC COM 60272010 3,915,520 97,888 97,888 92,688 5,200
MINERALS TECHNOLOGIE COM 60315810 50,059,158 1,014,987 1,014,987 380,085 615,402 19,500
MIPS TECHNOLOGIES IN CL A 60456710 2,682,463 434,759 434,659 100 410,359 100 24,300
MIPS TECHNOLOGIES IN CL B 60456720 595,577 106,926 106,572 354 106,926
MIRANT CORP COM 60467510 67,898,555 9,301,172 9,215,452 56,549 29,171 8,054,172 134,652 1,112,348
MISSION WEST PPTYS I COM 60520310 1,379,396 113,158 113,158 102,758 10,400
MISSISSIPPI VY BANCS COM 60572010 3,446,097 66,617 66,617 62,617 4,000
MITSUBISHI TOKYO FIN SPONSORED 60681610 11,023,928 1,621,166 423,486 1,197,680 1,602,716 18,450
MOBILE MINI INC COM 60740F10 2,350,702 137,468 137,468 129,168 8,300
MOCON INC COM 60749410 546,000 60,000 60,000 60,000
MODINE MFG CO COM 60782810 10,217,340 415,677 415,157 420 100 388,731 100 26,846
MODTECH HLDGS INC COM 60783C10 733,581 58,267 58,267 52,767 5,500
MOHAWK INDS INC COM 60819010 43,275,402 703,322 702,004 1,118 200 660,123 1,400 41,799
MOLDFLOW CORP COM 60850710 1,888,836 239,700 232,400 7,300 239,700
MOLECULAR DEVICES CO COM 60851C10 2,845,454 159,857 159,857 149,557 10,300
MOLEX INC COM 60855410 130,108,839 3,880,371 3,870,178 9,017 1,176 3,386,791 122,972 370,608
MOLEX INC CL A 60855420 1,142,761 41,661 36,092 5,569 19,759 21,902
MONACO COACH CORP COM 60886R10 6,070,862 285,017 285,007 10 267,317 17,700
MONARCH CASINO & RES COM 60902710 444,900 30,000 30,000 28,100 1,900
MONDAVI ROBERT CORP CL A 60920010 4,550,296 132,933 132,933 126,853 6,080
MONOLITHIC SYS TECHN COM 60984210 650,350 58,067 58,067 46,967 11,100
MONRO MUFFLER BRAKE COM 61023610 726,089 31,916 31,916 28,616 3,300
MONSANTO CO NEW COM 61166W10 5,432,827 305,215 305,015 200 278,493 900 25,822
MONTEREY PASTA CO COM 61257010 441,324 46,800 46,800 44,000 2,800
MONY GROUP INC COM 61533710 15,436,016 453,867 451,654 2,213 424,213 1,100 28,554
MOODYS CORP COM 61536910 175,915,502 3,535,990 3,502,057 30,913 3,020 2,970,892 117,330 447,768
MOOG INC CL A 61539420 9,349,640 218,042 218,042 208,592 9,450
MORGAN STANLEY DEAN COM NEW 61744644 5,018,810,263 116,499,774 24,641,757 91,778,591 79,426 22,893,976 90,590,223 3,015,575
MOTOROLA INC COM 62007610 785,324,564 53,826,221 52,162,007 1,083,300 580,914 46,015,202 1,307,042 6,503,977
MOVADO GROUP INC COM 62458010 2,177,461 86,579 86,579 84,179 2,400
MOVIE GALLERY INC COM 62458110 12,508,362 592,252 592,252 581,502 10,750
MUELLER INDS INC COM 62475610 16,386,746 516,118 515,618 300 200 497,418 200 18,500
MULTEX COM INC COM 62536710 592,334 145,180 145,180 145,180
MULTIMEDIA GAMES INC COM 62545310 663,743 30,433 30,433 24,133 6,300
MURPHY OIL CORP COM 62671710 33,818,730 409,924 394,149 7,780 7,995 376,829 8,795 24,300
Page Total 6,563,484,276
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MUTUALFIRST FINL INC COM 62845B10 853,200 44,717 44,717 44,717
MYERS INDS INC COM 62846410 4,482,487 261,522 261,522 249,705 11,817
MYKROLIS CORP COM 62852P10 2,610,128 221,010 219,383 1,221 406 201,143 406 19,461
MYLAN LABS INC COM 62853010 73,264,103 2,336,973 2,328,333 6,290 2,350 2,144,515 13,500 178,958
MYRIAD GENETICS INC COM 62855J10 4,261,392 209,508 202,573 6,935 194,808 14,700
NBC CAP CORP COM 62872910 1,488,118 39,161 39,161 35,061 4,100
NBT BANCORP INC COM 62877810 6,688,014 370,117 369,487 630 352,317 17,800
NBTY INC COM 62878210 20,281,261 1,310,159 1,309,999 160 1,283,399 160 26,600
NCI BUILDING SYS INC COM 62885210 4,534,959 254,773 254,673 100 241,273 13,500
NCO GROUP INC COM 62885810 6,890,364 316,362 316,142 220 302,712 13,650
NCR CORP NEW COM 62886E10 70,745,166 2,044,658 2,025,973 18,351 334 1,833,328 27,075 184,255
NS GROUP INC COM 62891610 1,775,793 185,947 185,947 175,747 10,200
NASB FINL INC COM 62896810 543,400 24,700 24,700 22,800 1,900
NEC CORP ADR 62905020 844,216 121,470 121,470 121,470
NIC INC COM 62914B10 275,152 185,914 180,914 5,000 185,914
NL INDS INC COM NEW 62915640 2,131,523 139,772 139,672 100 133,772 6,000
NMS COMMUNICATIONS C COM 62924810 412,543 169,771 149,546 20,225 169,371 400
NN INC COM 62933710 1,048,115 81,884 81,884 79,584 2,300
NPS PHARMACEUTICALS COM 62936P10 4,769,407 311,319 310,919 400 294,019 17,300
NTT DOCOMO INC SPONS ADR 62942M20 10,579,997 429,383 121,322 308,061 422,458 6,925
NUI CORP COM 62943110 4,774,660 173,624 173,624 164,124 9,500
NVR INC COM 62944T10 44,076,903 136,461 135,641 820 132,681 100 3,680
NYMAGIC INC COM 62948410 382,134 25,058 25,058 25,058
NABI BIOPHARMACEUTIC COM 62951910 2,103,617 391,808 391,808 369,308 22,500
NABORS INDS INC COM 62956810 3,459,717 98,009 22,257 51,902 23,850 70,402 23,850 3,757
NACCO INDS INC CL A 62957910 6,437,363 110,798 96,249 14,549 106,658 4,140
NANOMETRICS INC COM 63007710 2,937,710 185,006 133,396 51,610 180,506 4,500
NANOPHASE TCHNOLOGIE COM 63007910 239,265 40,900 40,900 40,900
NAPRO BIOTHERAPUTICS COM 63079510 1,566,613 238,813 238,813 224,213 14,600
NARA BANCORP INC COM 63080P10 602,862 26,200 26,200 25,000 1,200
NASH FINCH CO COM 63115810 12,040,258 376,729 376,729 370,029 6,700
NASSDA CORP COM 63172M10 305,539 24,700 24,700 21,600 3,100
NASTECH PHARMACEUTIC COM PAR $0 63172840 305,598 18,600 18,600 13,700 4,900
NATCO GROUP INC CL A 63227W20 706,092 81,160 81,160 75,460 5,700
NATIONAL AUSTRALIA B SPONSORED 63252540 2,133,438 21,461 21,461 21,461
NATIONAL BK GREECE S SPONSORED 63364340 459,574 109,946 109,946 109,946
NATIONAL BEVERAGE CO COM 63501710 588,546 42,039 42,039 42,039
NATIONAL CITY CORP COM 63540510 505,160,799 15,192,806 14,614,626 58,317 519,863 12,561,813 723,560 1,907,433
NATIONAL COMMERCE FI COM 63545P10 59,570,920 2,265,054 2,260,664 3,600 790 1,990,726 5,490 268,838
NATIONAL HEALTH REAL COM 63590510 1,194,930 63,900 63,900 58,700 5,200
NATIONAL HEALTHCARE COM 63590610 1,066,261 50,177 50,177 48,477 1,700
NATIONAL FUEL GAS CO COM 63618010 23,667,734 1,051,432 1,039,312 11,320 800 978,868 2,600 69,964
NATIONAL GOLF PPTYS COM 63623G10 234,988 27,484 27,484 27,384 100
NATIONAL GRID GROUP SPONSORED 63627410 615,440 17,504 17,475 29 17,504
NATIONAL HEALTH INVS COM 63633D10 5,917,904 369,869 369,869 354,269 15,600
NATIONAL INSTRS CORP COM 63651810 11,989,471 368,227 367,437 450 340 348,789 1,040 18,398
NATIONAL-OILWELL INC COM 63707110 17,127,185 813,643 777,132 28,921 7,590 749,505 9,490 54,648
NATIONAL PENN BANCSH COM 63713810 5,146,937 196,448 196,448 182,630 13,818
NATIONAL PRESTO INDS COM 63721510 1,491,680 46,615 46,515 100 43,515 3,100
NATIONAL PROCESSING COM 63722910 2,740,630 106,226 106,226 102,326 3,900
Page Total 937,524,106
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NATIONAL R V HLDGS I COM 63727710 405,150 40,515 40,515 40,515
NATIONAL SEMICONDUCT COM 63764010 113,363,633 3,886,309 3,874,344 10,845 1,120 3,412,540 44,228 429,541
NATIONAL SVC INDS IN COM NEW 63765720 2,027,178 225,242 225,237 5 221,267 3,975
NATIONAL WESTN LIFE CL A 63852210 3,139,054 27,308 27,308 26,408 900
NATIONWIDE FINL SVCS CL A 63861210 9,618,171 243,498 242,218 1,180 100 209,056 700 33,742
NATIONWIDE HEALTH PP COM 63862010 10,877,681 580,143 580,143 549,643 30,500
NAVIGATORS GROUP INC COM 63890410 822,681 30,720 30,720 28,220 2,500
NATURES SUNSHINE PRO COM 63902710 3,390,262 299,758 299,758 287,658 12,100
NAUTICA ENTERPRISES COM 63908910 5,192,921 399,763 399,663 100 384,203 15,560
NAUTILUS GROUP INC COM 63910B10 10,916,244 356,740 355,958 782 337,065 19,675
NAVISTAR INTL CORP N COM 63934E10 39,557,504 1,236,172 1,235,367 705 100 1,116,997 16,662 102,513
NAVIGANT CONSULTING COM 63935N10 3,003,784 429,726 428,426 1,300 406,826 22,900
NAVIGANT INTL INC COM 63935R10 2,098,892 135,675 135,675 128,375 7,300
NDCHEALTH CORP COM 63948010 15,135,303 542,484 541,934 550 520,784 21,700
NEIMAN MARCUS GROUP CL A 64020420 16,423,752 473,307 470,765 2,242 300 448,809 1,100 23,398
NEIMAN MARCUS GROUP CL B 64020430 1,318,670 40,851 36,789 4,032 30 40,731 30 90
NELSON THOMAS INC COM 64037610 643,272 60,916 60,156 760 58,356 760 1,800
NEOFORMA COM INC COM NEW 64047550 794,715 61,179 61,179 59,079 2,100
NEOSE TECHNOLOGIES I COM 64052210 1,390,741 127,591 127,491 100 119,591 100 7,900
NEOPHARM INC COM 64091910 1,285,810 102,292 102,292 95,252 7,040
NETBANK INC COM 64093310 5,396,198 463,193 459,193 4,000 432,893 30,300
NETWORKS ASSOCS INC COM 64093810 39,933,471 2,072,313 2,066,373 5,440 500 1,974,413 3,900 94,000
NET2PHONE COM 64108N10 694,647 162,681 162,681 151,781 10,900
NETFLIX COM INC COM 64110L10 285,396 20,400 20,400 17,000 3,400
NETEGRITY INC COM 64110P10 3,026,814 491,366 491,146 220 475,046 220 16,100
NETRO CORP COM 64114R10 845,565 370,862 368,342 2,520 348,362 22,500
NETIQ CORP COM 64115P10 11,006,734 486,378 485,278 1,000 100 460,810 100 25,468
NETSCOUT SYS INC COM 64115T10 1,372,395 201,231 201,231 189,831 11,400
NETRATINGS INC COM 64116M10 1,037,628 113,402 113,402 108,702 4,700
NETSCREEN TECHNOLOGI COM 64117V10 540,399 58,867 58,867 53,167 5,700
NETWORK APPLIANCE IN COM 64120L10 94,145,298 7,567,950 7,549,625 17,435 890 6,412,307 227,630 928,013
NEUBERGER BERMAN INC COM 64123410 21,854,555 597,119 595,489 1,480 150 560,497 1,350 35,272
NEUROGEN CORP COM 64124E10 1,591,605 136,151 136,151 126,051 10,100
NEUROCRINE BIOSCIENC COM 64125C10 8,713,668 304,142 303,622 520 286,742 17,400
NEW CENTURY FINANCIA COM 64352D10 8,421,405 240,818 208,818 32,000 199,118 32,000 9,700
NEW ENGLAND BUSINESS COM 64387210 3,400,411 135,259 134,939 320 123,539 320 11,400
NEW FOCUS INC COM 64438310 1,760,378 592,720 592,720 560,120 32,600
NEW HORIZONS WORLDWI COM 64552610 216,822 21,278 21,278 20,778 500
NEW JERSEY RES COM 64602510 10,989,635 368,162 364,093 300 3,769 346,293 3,769 18,100
NEW PLAN EXCEL RLTY COM 64805310 24,618,497 1,181,877 1,180,587 1,290 1,099,807 2,200 79,870
NEW YORK CMNTY BANCO COM 64944510 37,857,507 1,396,956 1,396,956 1,326,021 2,500 68,435
NEW YORK TIMES CO CL A 65011110 193,072,573 3,748,982 3,583,671 164,841 470 3,166,162 104,998 477,822
NEWELL RUBBERMAID IN COM 65122910 238,680,801 6,807,781 6,770,574 35,307 1,900 5,709,877 198,234 899,670
NEWFIELD EXPL CO COM 65129010 19,495,516 524,496 491,401 28,355 4,740 489,528 5,640 29,328
NEWHALL LAND & FARMI DEPOSITARY 65142610 534,400 16,700 16,700 16,700
NEWMONT MINING CORP COM 65163910 230,327,204 8,747,710 8,705,910 14,264 27,536 7,566,464 149,107 1,032,139
NEWPARK RES INC COM PAR $. 65171850 5,430,378 738,827 737,877 950 689,507 49,320
NEWPORT CORP COM 65182410 7,653,856 488,752 486,012 2,720 20 468,832 20 19,900
NEWS CORP LTD ADR NEW 65248770 1,108,619 48,348 48,158 190 48,348
NEXTEL COMMUNICATION CL A 65332V10 52,853,577 16,465,289 16,414,194 29,313 21,782 14,006,835 500,114 1,958,340
Page Total 1,268,271,370
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NEXTEL PARTNERS INC CL A 65333F10 1,916,876 636,836 636,566 270 613,336 23,500
NICOR INC COM 65408610 44,113,476 964,229 961,739 2,490 863,544 11,121 89,564
NIKE INC CL B 65410610 260,933,213 4,863,620 4,850,570 5,950 7,100 4,242,932 75,649 545,039
99 CENTS ONLY STORES COM 65440K10 21,580,242 841,335 841,215 120 813,215 1,120 27,000
NIPPON TELEG & TEL C SPONSORED 65462410 403,358 19,590 18,200 1,390 19,590
NISOURCE INC COM 65473P10 103,170,741 4,726,099 4,713,052 11,347 1,700 3,965,247 55,977 704,875
NISSAN MOTORS SPONSORED 65474440 444,285 31,712 31,712 31,712
NOKIA CORP SPONSORED 65490220 13,866,772 957,650 465,211 492,439 946,075 11,575
NOBLE ENERGY INC COM 65504410 22,102,939 613,119 588,263 6,475 18,381 537,198 20,081 55,840
NORANDA INC COM 65542210 359,260 27,593 27,593 2,700 24,893
NORDSON CORP COM 65566310 9,713,426 393,894 393,534 360 369,294 24,600
NORDSTROM INC COM 65566410 58,164,112 2,567,952 2,558,662 5,210 4,080 2,256,771 28,653 282,528
NORFOLK SOUTHERN COR COM 65584410 204,886,561 8,763,326 8,657,878 61,203 44,245 7,418,217 155,525 1,189,584
NORSK HYDRO A S SPONSORED 65653160 755,965 15,710 15,400 310 15,710
NORTEK INC COM 65655910 4,511,668 100,037 100,037 94,537 5,500
NORTEL NETWORKS CORP COM 65656810 87,529,351 60,365,070 60,364,470 600 55,091,966 1,004,494 4,268,610
NORTH AMERN SCIENTIF COM 65715D10 350,546 34,300 34,300 34,300
NORTH FORK BANCORPOR COM 65942410 91,060,358 2,287,374 2,262,799 12,675 11,900 2,050,972 16,450 219,952
NORTH PITTSBURGH SYS COM 66156210 3,227,798 200,609 200,549 60 190,609 10,000
NORTHEAST UTILS COM 66439710 27,477,008 1,460,766 1,428,399 11,957 20,410 1,316,197 23,710 120,859
NORTHERN TR CORP COM 66585910 311,941,143 7,079,917 5,308,092 1,395,449 376,376 5,872,608 516,432 690,877
NORTHROP GRUMMAN COR COM 66680710 797,491,375 6,379,931 6,374,148 5,346 437 2,018,569 4,135,938 225,424
NORTHWEST AIRLS CORP CL A 66728010 20,635,914 1,711,104 340,394 1,370,710 314,332 1,366,112 30,660
NORTHWEST BANCORP IN COM 66732810 2,190,984 165,858 165,858 155,258 10,600
NORTHWEST NAT GAS CO COM 66765510 14,433,966 502,051 501,451 600 477,451 24,600
NORTHWEST PIPE CO COM 66774610 255,169 10,900 10,900 7,300 3,600
NORTHWESTERN CORP COM 66807410 7,449,847 439,519 439,013 40 466 415,553 466 23,500
NOVARTIS A G SPONSORED 66987V10 15,461,032 352,750 146,800 205,950 348,025 4,725
NU HORIZONS ELECTRS COM 66990810 978,286 118,008 118,008 115,508 2,500
NOVADIGM INC COM 66993710 757,904 104,251 104,251 101,651 2,600
NOVASTAR FINL INC COM 66994740 1,183,325 33,100 33,100 26,600 6,500
NUANCE COMMUNICATION COM 66996710 1,123,629 268,811 268,636 75 100 252,211 100 16,500
NOVELL INC COM 67000610 29,573,784 9,213,017 9,193,747 18,330 940 8,335,746 64,040 813,231
NOVELLUS SYS INC COM 67000810 114,149,832 3,357,348 3,347,283 9,765 300 2,963,777 41,493 352,078
NOVEN PHARMACEUTICAL COM 67000910 11,395,669 446,889 446,889 432,789 14,100
NOVOSTE CORP COM 67010C10 322,776 69,865 69,865 69,865
NOVO-NORDISK A S ADR 67010020 637,503 19,377 19,377 19,377
NU SKIN ENTERPRISES CL A 67018T10 6,696,797 460,261 460,261 432,061 28,200
NSTAR COM 67019E10 24,005,841 536,084 521,728 7,761 6,595 492,489 7,795 35,800
NUCOR CORP COM 67034610 123,637,918 1,900,952 1,853,709 21,956 25,287 1,588,316 48,013 264,623
NUEVO ENERGY CO COM 67050910 3,422,690 216,626 216,626 205,126 11,500
NUMERICAL TECHNOLOGI COM 67053T10 946,567 236,938 236,938 225,438 11,500
NVIDIA CORP COM 67066G10 48,297,189 2,811,245 2,806,725 3,640 880 2,466,182 97,330 247,733
NYFIX INC COM 67071210 3,621,850 426,100 425,960 40 100 411,700 100 14,300
O CHARLEYS INC COM 67082310 4,462,591 176,387 176,387 165,987 10,400
OGE ENERGY CORP COM 67083710 23,750,717 1,038,964 1,028,604 8,810 1,550 962,222 3,350 73,392
OM GROUP INC COM 67087210 12,703,738 204,899 200,183 1,516 3,200 182,819 3,800 18,280
OSI PHARMACEUTICALS COM 67104010 7,724,543 321,588 307,613 13,975 297,138 24,450
OSI SYSTEMS INC COM 67104410 519,546 26,200 26,200 24,500 1,700
OAK TECHNOLOGY INC COM 67180210 2,601,062 574,186 574,086 100 539,486 34,700
Page Total 2,548,941,142
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OAKLEY INC COM 67366210 4,196,949 241,204 241,004 200 225,704 15,500
OCCIDENTAL PETE CORP COM 67459910 291,822,283 9,730,653 9,705,941 23,632 1,080 8,496,501 146,896 1,087,256
OCEAN ENERGY INC DEL COM 67481E10 36,753,316 1,696,046 1,689,716 5,930 400 1,575,476 4,800 115,770
OCEANEERING INTL INC COM 67523210 8,363,817 309,771 309,771 288,971 20,800
OCEANFIRST FINL CORP COM 67523410 3,327,336 137,835 137,835 127,635 10,200
OCTEL CORP COM 67572710 2,340,971 92,346 92,346 86,146 6,200
OCULAR SCIENCES INC COM 67574410 6,360,000 240,000 239,960 40 230,300 9,700
OCWEN FINL CORP COM 67574610 4,045,409 735,529 690,329 2,600 42,600 670,329 42,600 22,600
ODYSSEY HEALTHCARE I COM 67611V10 1,162,428 32,067 32,067 24,667 7,400
ODYSSEY RE HLDGS COR COM 67612W10 4,149,254 238,600 238,600 228,200 10,400
OFFICEMAX INC COM 67622M10 7,931,962 1,346,683 1,340,083 6,600 1,264,483 82,200
OFFICE DEPOT INC COM 67622010 165,287,556 9,838,545 9,820,053 17,872 620 6,987,892 2,101,370 749,283
OFFSHORE LOGISTICS I COM 67625510 6,665,692 279,016 277,696 1,320 268,016 11,000
OHIO CAS CORP COM 67724010 16,962,690 811,612 807,162 4,450 779,312 32,300
OIL STS INTL INC COM 67802610 1,727,368 145,157 145,157 140,657 4,500
OLD NATL BANCORP IND COM 68003310 11,567,432 454,516 449,455 5,061 409,336 1,423 43,757
OLD REP INTL CORP COM 68022310 87,196,756 2,768,151 2,761,400 6,051 700 2,619,600 15,500 133,051
OLD SECOND BANCORP I COM 68027710 2,654,318 72,246 72,246 67,446 4,800
OLIN CORP COM PAR $1 68066520 13,003,046 587,045 586,945 100 557,945 29,100
OMNICARE INC COM 68190410 23,465,857 893,597 889,457 3,740 400 836,191 2,300 55,106
OMNICOM GROUP INC COM 68191910 194,447,701 4,245,583 4,221,478 21,165 2,940 3,525,275 129,852 590,456
OMEGA HEALTHCARE INV COM 68193610 1,191,174 157,147 157,147 152,247 4,900
1-800 CONTACTS INC COM 68197710 750,371 55,616 55,616 51,416 4,200
OMEGA FINL CORP COM 68209210 3,085,241 84,504 84,504 78,304 6,200
OMEGA PROTEIN CORP COM 68210P10 284,715 62,165 62,165 62,165
OMNIVISION TECHNOLOG COM 68212810 1,223,216 85,900 85,900 73,400 12,500
OMNOVA SOLUTIONS INC COM 68212910 3,655,570 435,187 435,087 100 413,487 21,700
ON ASSIGNMENT INC COM 68215910 6,390,912 359,040 330,400 22,455 6,185 338,255 6,185 14,600
ON SEMICONDUCTOR COR COM 68218910 966,220 469,039 468,839 200 446,339 22,700
1 800 FLOWERS COM CL A 68243Q10 1,090,979 97,758 97,758 96,058 1,700
ONEIDA LTD COM 68250510 3,234,932 168,926 168,926 155,426 13,500
ONEOK INC NEW COM 68268010 20,447,303 931,540 931,210 130 200 896,430 200 34,910
ONYX PHARMACEUTICALS COM 68339910 945,904 163,935 163,935 152,435 11,500
ONYX SOFTWARE CORP COM 68340210 1,367,172 404,489 404,469 20 384,089 20,400
OPENWAVE SYS INC COM 68371810 7,767,308 1,384,547 1,379,767 4,620 160 1,182,115 160 202,272
OPLINK COMMUNICATION COM 68375Q10 846,634 1,159,773 1,159,773 1,087,873 71,900
OPNET TECHNOLOGIES I COM 68375710 1,144,344 127,717 99,248 28,469 122,617 5,100
ORACLE CORP COM 68389X10 1,133,282,068 119,670,757 119,225,170 325,684 119,903 101,555,185 3,892,237 14,223,335
OPTION CARE INC COM 68394810 1,528,437 111,240 111,240 103,340 7,900
ORASURE TECHNOLOGIES COM 68554V10 1,870,329 287,743 287,743 271,843 15,900
ORBITAL SCIENCES COR COM 68556410 3,189,410 400,177 400,177 372,477 27,700
OREGON STL MLS INC COM 68607910 1,451,226 241,871 241,871 225,871 16,000
O REILLY AUTOMOTIVE COM 68609110 12,252,321 444,569 444,189 20 360 417,509 1,260 25,800
ORIENTAL FINL GROUP COM 68618W10 2,673,907 105,438 105,438 97,518 7,920
ORIX CORP SPONSORED 68633010 439,901 10,835 10,835 10,835
ORTHOLOGIC CORP COM 68750J10 828,947 149,900 149,900 130,100 19,800
ORTHODONTIC CTRS AME COM 68750P10 10,331,332 448,214 439,494 20 8,700 412,282 9,600 26,332
OSHKOSH B GOSH INC CL A 68822220 6,570,295 151,076 151,076 142,676 8,400
OSHKOSH TRUCK CORP COM 68823920 14,333,938 242,496 217,304 21,562 3,630 228,866 3,630 10,000
OSMONICS INC COM 68835010 1,464,183 92,087 92,087 81,387 10,700
Page Total 2,138,040,430
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OTTER TAIL CORP COM 68964810 8,549,673 271,246 268,781 465 2,000 251,946 2,000 17,300
OUTBACK STEAKHOUSE I COM 68989910 30,401,373 866,136 842,766 19,120 4,250 819,086 5,850 41,200
OVERSEAS SHIPHOLDING COM 69036810 8,518,554 404,106 404,086 20 386,906 17,200
OVERTURE SVCS INC COM 69039R10 20,497,613 820,561 819,741 820 788,461 32,100
OWENS & MINOR INC NE COM 69073210 8,123,573 411,112 411,032 80 388,612 22,500
OWENS ILL INC COM NEW 69076840 275,023,742 20,016,284 12,284,082 7,732,202 1,517,539 18,426,531 72,214
OXFORD HEALTH PLANS COM 69147110 65,369,080 1,406,997 1,401,987 4,470 540 1,276,428 2,540 128,029
OXFORD INDS INC COM 69149730 1,409,548 50,341 50,181 160 46,181 160 4,000
P A M TRANSN SVCS IN COM 69314910 527,070 21,943 21,943 20,743 1,200
P C CONNECTION COM 69318J10 307,782 75,069 74,769 300 75,069
PC-TEL INC COM 69325Q10 1,016,284 150,138 150,138 146,238 3,900
PDF SOLUTIONS INC COM 69328210 202,487 27,700 27,700 25,900 1,800
PDI INC COM 69329V10 1,379,121 89,033 89,033 84,233 4,800
PG&E CORP COM 69331C10 509,583,751 28,484,279 28,466,304 17,395 580 7,523,040 19,854,416 1,106,823
PFF BANCORP INC COM 69331W10 9,914,265 258,184 258,184 250,684 7,500
P F CHANGS CHINA BIS COM 69333Y10 10,782,652 343,178 294,718 38,010 10,450 322,928 10,450 9,800
PICO HLDGS INC COM NEW 69336620 1,696,718 102,397 102,357 40 93,997 8,400
PLX TECHNOLOGY INC COM 69341710 730,549 171,894 171,794 100 160,894 11,000
PMA CAP CORP CL A 69341920 5,678,711 268,497 268,497 252,097 16,400
PMC-SIERRA INC COM 69344F10 34,056,793 3,673,872 3,668,682 4,870 320 3,125,945 107,620 440,307
PMI GROUP INC WHEN ISSUE 69344M10 54,223,715 1,419,469 1,415,909 3,360 200 1,306,828 15,000 97,641
PNC FINL SVCS GROUP COM 69347510 375,133,362 7,175,466 7,064,855 67,732 42,879 6,136,810 121,739 916,917
POSCO SPONSORED 69348310 7,934,179 290,949 290,949 290,000 949
PNM RES INC COM 69349H10 24,247,819 1,001,976 1,001,936 40 978,076 23,900
PPG INDS INC COM 69350610 273,326,506 4,415,614 4,376,022 31,072 8,520 3,886,803 61,377 467,434
PPL CORP COM 69351T10 150,601,893 4,552,657 4,539,872 10,785 2,000 4,085,806 54,865 411,986
PRG-SCHULTZ INTERNAT COM 69357C10 6,822,497 554,224 554,224 529,224 25,000
PS BUSINESS PKS INC COM 69360J10 9,737,664 278,617 278,537 80 265,175 13,442
PSS WORLD MED INC COM 69366A10 11,276,107 1,392,112 1,391,952 160 1,347,312 44,800
PTEK HLDGS INC COM 69366M10 1,604,004 279,931 184,931 95,000 250,631 29,300
PACCAR INC COM 69371810 105,698,937 2,381,143 2,372,058 5,560 3,525 2,104,657 31,096 245,390
PACIFIC CAP BANCORP COM 69404P10 11,071,556 463,633 463,580 53 441,900 21,733
PACIFIC NORTHWEST BA COM 69466M10 4,798,505 153,209 153,209 144,509 8,700
PACIFIC SUNWEAR CALI COM 69487310 7,556,977 340,865 338,205 2,560 100 319,365 100 21,400
PACIFIC UN BK CALIF COM 69502510 716,959 41,016 41,016 38,816 2,200
PACIFICARE HEALTH SY COM 69511210 11,528,584 423,845 423,725 120 403,625 20,220
PACKAGING CORP AMER COM 69515610 14,073,229 707,553 707,493 60 672,119 1,200 34,234
PACKETEER INC COM 69521010 1,093,645 247,431 245,346 2,085 235,931 11,500
PACTIV CORP COM 69525710 85,406,300 3,588,500 3,580,820 7,680 3,239,842 56,963 291,695
PAIN THERAPEUTICS IN COM 69562K10 1,594,226 190,697 190,697 187,797 2,900
PALL CORP COM 69642930 58,548,698 2,821,624 2,813,099 8,000 525 2,508,126 27,440 286,058
PALM HARBOR HOMES COM 69663910 3,640,949 183,340 183,340 173,140 10,200
PALM INC COM 69664210 22,986,411 13,060,461 12,840,366 207,893 12,202 11,063,217 291,411 1,705,833
PANAMSAT CORP NEW COM 69793310 10,887,685 481,756 481,376 380 456,268 1,100 24,388
PAN PACIFIC RETAIL P COM 69806L10 18,152,656 531,090 477,429 53,661 503,065 28,025
PANERA BREAD CO CL A 69840W10 17,883,311 518,808 518,808 505,408 13,400
PAPA JOHNS INTL INC COM 69881310 14,393,494 431,072 430,972 100 420,042 11,030
PARAMETRIC TECHNOLOG COM 69917310 21,912,122 6,388,374 6,381,644 6,550 180 5,631,856 56,480 700,038
PAREXEL INTL CORP COM 69946210 3,846,824 276,551 276,551 261,751 14,800
PARK ELECTROCHEMICAL COM 70041620 8,529,131 321,854 321,564 290 311,254 10,600
Page Total 2,332,997,284
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PARK NATL CORP COM 70065810 10,379,426 120,691 120,691 112,371 300 8,020
PARK PL ENTMT CORP COM 70069010 33,512,580 3,269,520 3,258,140 10,780 600 2,877,267 6,800 385,453
PARKER DRILLING CO COM 70108110 3,348,342 1,023,958 922,658 1,300 100,000 871,658 100,000 52,300
PARKER HANNIFIN CORP COM 70109410 135,400,635 2,833,242 2,773,969 29,566 29,707 2,429,062 70,511 333,669
PARKERVISION INC COM 70135410 1,721,903 89,776 89,776 84,276 5,500
PARKVALE FINL CORP COM 70149210 1,031,040 36,000 36,000 35,100 900
PARKWAY PPTYS INC COM 70159Q10 4,026,756 110,686 110,686 102,573 8,113
PARTNERS TRUST FINCL COM 70213A10 225,600 14,100 14,100 10,000 4,100
PARTY CITY CORP COM 70214510 345,576 21,201 21,200 1 19,501 1,700
PATHMARK STORES INC COM 70322A10 6,075,291 322,982 322,482 500 304,182 18,800
PATINA OIL & GAS COR COM 70322410 18,808,805 685,702 685,702 670,582 15,120
PATTERSON DENTAL CO COM 70341210 27,056,300 537,578 531,353 5,865 360 503,444 1,460 32,674
PATTERSON UTI ENERGY COM 70348110 25,172,662 891,699 860,759 25,450 5,490 838,985 7,090 45,624
PAXAR CORP COM 70422710 8,972,439 535,668 535,628 40 515,968 19,700
PAXSON COMMUNICATION COM 70423110 2,134,308 388,056 386,356 1,700 363,696 24,360
PAYCHEX INC COM 70432610 264,409,793 8,450,297 8,258,361 112,712 79,224 6,983,692 330,845 1,135,760
PAYLESS SHOESOURCE I COM 70437910 23,721,879 411,481 410,216 1,165 100 397,121 100 14,260
PAYPAL INC COM 70450810 384,808 19,049 19,049 17,749 1,300
PEABODY ENERGY CORP COM 70454910 3,569,479 126,130 126,130 111,630 400 14,100
PEAPACK-GLADSTONE FI COM 70469910 1,132,200 18,500 18,500 16,500 2,000
PEARSON PLC SPONSORED 70501510 502,605 48,374 48,374 48,374
PEC SOLUTIONS INC COM 70510710 888,077 37,127 37,127 31,927 5,200
PECHINEY SPONSORED 70515120 410,711 17,935 17,935 17,935
PEDIATRIX MED GROUP COM 70532410 7,795,325 311,813 311,813 299,413 12,400
PEETS COFFEE & TEA I COM 70556010 800,650 43,490 29,600 890 13,000 28,690 13,000 1,800
PEGASYSTEMS INC COM 70557310 463,152 51,353 46,353 5,000 47,553 3,800
PEGASUS SOLUTIONS IN COM 70590610 4,945,115 282,578 282,538 40 265,578 17,000
PENFORD CORP COM 70705110 695,148 38,406 37,826 580 36,226 580 1,600
PENN ENGR & MFG CORP COM NON VT 70738930 2,462,003 141,332 141,332 130,732 10,600
PENN NATL GAMING INC COM 70756910 4,624,511 254,794 254,794 239,894 14,900
PENN TRAFFIC CO NEW COM NEW 70783220 441,000 44,100 44,100 37,500 6,600
PENN VA CORP COM 70788210 3,330,918 85,452 85,452 80,952 4,500
PENNEY J C INC COM 70816010 949,267,182 43,109,318 43,092,802 15,916 600 4,804,417 37,632,011 672,890
PENNFED FINL SVCS IN COM 70816710 1,127,773 40,422 40,422 39,222 1,200
PENNROCK FINL SVCS C COM 70835210 1,415,910 43,300 43,300 39,400 3,900
PENNSYLVANIA RL ESTA SH BEN INT 70910210 4,977,721 183,612 183,512 100 171,323 12,289
PENNZOIL-QUAKER STAT COM 70932310 25,421,267 1,180,737 1,178,607 1,470 660 1,119,417 2,560 58,760
PENTAIR INC COM 70963110 43,074,727 895,897 894,897 1,000 843,897 8,700 43,300
PENTON MEDIA INC COM 70966810 435,658 202,632 202,612 20 196,232 6,400
PENWEST PHARMACEUTIC COM 70975410 2,890,582 148,235 148,235 139,635 8,600
PEOPLES BANCORP INC COM 70978910 1,243,306 41,834 41,834 36,924 4,910
PEOPLES BK BRIDGEPOR COM 71019810 5,852,269 224,139 212,709 5,180 6,250 201,049 7,050 16,040
PEOPLES ENERGY CORP COM 71103010 29,693,315 814,408 813,291 917 200 731,852 9,450 73,106
PEOPLES HLDG CO COM 71114810 3,139,780 76,580 76,580 73,080 3,500
PEOPLESOFT INC COM 71271310 100,407,710 6,747,830 6,732,665 14,805 360 5,754,786 82,399 910,645
PEP BOYS MANNY MOE & COM 71327810 19,019,707 1,128,766 1,128,766 1,084,266 44,500
PEPSI BOTTLING GROUP COM 71340910 376,592,062 12,227,015 12,212,331 14,484 200 5,478,693 6,300,624 447,698
PEPSIAMERICAS INC COM 71343P20 19,997,518 1,338,522 1,334,152 3,970 400 1,212,522 2,500 123,500
PEPSICO INC COM 71344810 2,135,846,786 44,312,174 41,639,720 1,700,159 972,295 36,366,301 2,278,623 5,667,250
PER-SE TECHNOLOGIES COM NEW 71356930 3,335,502 362,594 362,594 343,694 18,900
Page Total 4,322,527,812
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PEREGRINE PHARMACEUT COM 71366110 1,299,288 1,110,503 1,110,503 1,050,403 60,100
PERFORMANCE FOOD GRO COM 71375510 18,392,650 543,197 540,917 2,100 180 509,123 1,180 32,894
PERFORMANCE TECHNOLO COM 71376K10 213,413 32,189 32,189 32,189
PERICOM SEMICONDUCTO COM 71383110 6,749,679 582,371 582,351 20 568,071 14,300
PERKINELMER INC COM 71404610 31,758,760 2,874,096 2,870,826 3,150 120 2,501,305 55,901 316,890
PEROT SYS CORP CL A 71426510 7,876,453 723,274 723,224 50 681,174 42,100
PERRIGO CO COM 71429010 12,143,066 934,082 934,082 895,782 38,300
P T TELEKOMUNIKASI I SPONSORED 71568410 210,768 23,951 23,951 23,951
PETCO ANIMAL SUPPLIE COM NEW 71601620 1,354,281 54,367 54,367 45,367 9,000
PETRO-CDA COM 71644E10 396,006 14,008 14,008 14,008
PETROLEO BRASILEIRO SPONSORED 71654V10 1,131,817 65,047 65,047 9,370 52,594 3,083
PETROLEO BRASILEIRO SPONSORED 71654V40 2,427,791 128,727 128,727 30,140 85,487 13,100
PETROQUEST ENERGY IN COM 71674810 1,610,236 289,091 289,091 275,191 13,900
PETSMART INC COM 71676810 21,330,232 1,329,815 1,325,315 4,500 1,241,135 3,100 85,580
PHARMACYCLICS INC COM 71693310 208,928 47,056 47,056 47,056
PFIZER INC COM 71708110 5,352,115,930 152,917,598 146,369,603 3,841,008 2,706,987 125,967,221 8,736,093 18,214,284
PHARMACEUTICAL PROD COM 71712410 21,533,266 817,512 816,692 680 140 786,026 1,040 30,446
PHARMACEUTICAL RES I COM 71712510 6,057,345 218,047 216,047 1,900 100 205,917 100 12,030
PHARMACOPEIA INC COM 71713B10 2,025,034 237,708 237,708 223,308 14,400
PHARMACIA CORP COM 71713U10 1,116,082,203 29,801,928 29,511,020 217,875 73,033 25,151,974 807,836 3,842,118
PHELPS DODGE CORP COM 71726510 80,024,943 1,942,353 1,937,628 4,625 100 1,701,303 20,365 220,685
PHILADELPHIA CONS HL COM 71752810 7,271,130 160,369 160,369 149,869 10,500
PHILADELPHIA SUBN CO COM PAR $0 71800960 11,910,324 589,620 587,565 937 1,118 550,656 2,418 36,546
PHILIP MORRIS COS IN COM 71815410 2,195,571,574 50,264,917 49,466,213 505,339 293,365 45,471,681 1,503,156 3,290,080
PHILLIPS PETE CO COM 71850710 515,414,440 8,753,642 8,653,908 64,895 34,839 7,803,518 135,861 814,263
PHILLIPS VAN HEUSEN COM 71859210 6,228,846 399,285 399,285 378,785 20,500
PHOENIX COS INC NEW COM 71902E10 5,642,533 307,495 306,409 1,086 240,895 2,300 64,300
PHOENIX TECHNOLOGY L COM 71915310 2,999,850 299,985 299,085 900 283,085 16,900
PHOTON DYNAMICS INC COM 71936410 5,682,420 189,414 187,629 1,685 100 178,514 100 10,800
PHOTRONICS INC COM 71940510 7,699,147 406,502 406,182 320 389,502 17,000
PIEDMONT NAT GAS INC COM 72018610 13,426,513 363,075 362,525 550 342,775 20,300
PIER 1 IMPORTS INC COM 72027910 35,890,932 1,709,092 1,705,732 3,060 300 1,643,412 2,500 63,180
PILGRIMS PRIDE CORP CL B 72146710 1,799,910 128,565 128,565 121,465 7,100
PINNACLE ENTMT INC COM 72345610 3,072,367 289,028 288,768 40 220 275,608 220 13,200
PINNACLE SYS INC COM 72348110 7,294,937 663,840 662,940 900 632,040 31,800
PINNACLE WEST CAP CO COM 72348410 76,349,313 1,932,894 1,925,988 6,906 1,733,146 27,306 172,442
PIONEER NAT RES CO COM 72378710 35,932,119 1,379,352 1,375,590 2,330 1,432 1,298,548 3,832 76,972
PIONEER STD ELECTRS COM 72387710 5,369,562 516,801 516,781 20 494,901 21,900
PITNEY BOWES INC COM 72447910 235,908,598 5,939,290 5,914,485 19,175 5,630 4,935,636 196,970 806,684
PITTSTON CO COM BRINKS 72570110 23,460,744 977,531 976,311 1,020 200 938,511 1,500 37,520
PIXELWORKS INC COM 72581M10 2,263,630 269,801 267,515 2,286 256,301 13,500
PIXAR COM 72581110 6,381,137 144,697 143,237 1,400 60 132,909 560 11,228
PLACER DOME INC COM 72590610 60,700,502 5,414,853 5,414,853 4,947,323 92,350 375,180
PLAINS ALL AMERN PIP UNIT LTD P 72650310 845,112 32,769 32,769 32,769
PLAINS RES INC COM PAR $0 72654050 7,156,721 267,541 267,441 100 251,841 100 15,600
PLANAR SYS INC COM 72690010 2,209,168 114,762 114,762 108,362 6,400
PLANTRONICS INC NEW COM 72749310 11,075,092 582,593 581,893 300 400 560,293 400 21,900
PLATO LEARNING INC COM 72764Y10 2,614,178 264,861 264,861 256,728 8,133
PLAYBOY ENTERPRISES CL B 72811730 1,899,189 148,956 148,956 140,956 8,000
PLAYTEX PRODS INC COM 72813P10 4,774,211 368,665 366,365 2,200 100 346,785 100 21,780
Page Total 9,981,786,288
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PLEXUS CORP COM 72913210 12,620,804 697,282 652,012 45,070 200 670,682 200 26,400
PLUG POWER INC COM 72919P10 993,329 125,579 125,079 500 120,279 5,300
PLUM CREEK TIMBER CO COM 72925110 109,679,219 3,572,613 3,569,290 3,323 3,217,861 39,774 314,978
POGO PRODUCING CO COM 73044810 11,860,860 363,607 361,817 1,290 500 326,269 1,700 35,638
POLARIS INDS INC COM 73106810 17,421,105 268,017 266,977 860 180 250,537 680 16,800
POLO RALPH LAUREN CO CL A 73157210 7,302,444 326,002 325,142 760 100 304,182 1,300 20,520
POLYCOM INC COM 73172K10 11,403,724 951,103 949,003 1,800 300 884,476 2,600 64,027
POLYMEDICA CORP COM 73173810 4,087,523 160,044 159,844 200 153,144 6,900
POLYONE CORP COM 73179P10 81,814,331 7,272,385 1,177,176 6,095,209 1,133,076 6,089,149 50,160
POMEROY COMPUTER RES COM 73182210 1,485,016 101,853 101,853 100,053 1,800
POPE & TALBOT INC COM 73282710 2,370,562 126,565 126,125 440 115,625 440 10,500
POPULAR INC COM 73317410 36,068,585 1,070,920 1,070,150 770 977,540 3,100 90,280
PORT FINL CORP COM 73411910 3,415,908 85,206 85,206 80,906 4,300
PORTAL SOFTWARE INC COM 73612610 813,876 1,085,168 1,084,628 440 100 1,026,868 100 58,200
PORTUGAL TELECOM SGP SPONSORED 73727310 275,249 38,713 38,713 38,713
POSSIS MEDICAL INC COM 73740710 2,208,544 178,844 178,844 168,444 10,400
POST PPTYS INC COM 73746410 17,029,150 564,627 564,407 220 535,280 29,347
POTLATCH CORP COM 73762810 13,485,255 396,392 394,620 420 1,352 376,470 1,352 18,570
POTOMAC ELEC PWR CO COM 73767910 23,468,102 1,092,556 1,082,732 7,910 1,914 958,171 4,214 130,171
POWELL INDS INC COM 73912810 1,404,293 57,909 57,909 56,909 1,000
POWER INTEGRATIONS I COM 73927610 6,855,997 383,038 382,818 220 367,338 15,700
POWER-ONE INC COM 73930810 10,108,625 1,625,181 1,624,511 570 100 1,489,941 21,400 113,840
POWERWAVE TECHNOLOGI COM 73936310 8,783,881 958,939 956,559 1,780 600 920,719 600 37,620
POZEN INC COM 73941U10 1,341,402 258,958 258,958 246,858 12,100
PRACTICEWORKS INC COM 73941910 587,650 31,851 31,851 25,351 6,500
PRAECIS PHARMACEUTIC COM 73942110 2,006,432 576,561 575,961 600 542,561 600 33,400
PRAXAIR INC COM 74005P10 235,018,739 4,125,307 4,114,877 10,060 370 3,593,157 43,673 488,477
PRE PAID LEGAL SVCS COM 74006510 3,932,896 197,633 197,633 185,133 12,500
PRECIS INC COM 74018410 240,730 26,600 26,600 26,600
PRECISION CASTPARTS COM 74018910 29,624,496 897,712 891,823 5,589 300 858,048 1,500 38,164
PRECISION DRILLING C COM 74022D10 4,210,453 121,199 12,775 108,424 119,199 2,000
PREFORMED LINE PRODS COM 74044410 514,272 27,800 6,800 21,000 6,800 21,000
PREMCOR INC COM 74045Q10 1,781,290 69,257 69,257 58,057 11,200
PRENTISS PPTYS TR SH BEN INT 74070610 24,242,236 763,535 704,485 59,050 735,700 27,835
PRESIDENTIAL LIFE CO COM 74088410 5,181,944 255,646 250,406 4,400 840 238,986 840 15,820
PRESSTEK INC COM 74111310 1,387,456 346,864 346,304 560 327,564 19,300
PRICE COMMUNICATIONS COM NEW 74143730 12,293,664 768,354 767,454 800 100 731,224 100 37,030
PRICE LEGACY CORP COM 74144P10 525,871 136,590 136,590 129,590 7,000
PRICE T ROWE GROUP I COM 74144T10 96,188,697 2,925,447 2,732,042 157,905 35,500 2,606,761 116,868 201,818
PRICELINE COM INC COM 74150310 3,959,699 1,419,247 1,411,207 7,940 100 1,336,847 100 82,300
PRICESMART INC COM 74151110 1,550,442 40,219 40,219 37,919 2,300
PRIDE INTL INC DEL COM 74153Q10 24,667,851 1,575,214 1,570,264 4,390 560 1,496,008 4,460 74,746
PRIME MED SVCS INC N COM 74156D10 514,719 44,296 44,296 41,096 3,200
PRIMEDIA INC COM 74157K10 1,931,777 1,583,424 1,579,854 3,450 120 1,501,493 120 81,811
PRIME GROUP REALTY T SH BEN INT 74158J10 516,516 79,342 79,302 40 73,285 6,057
PRIMA ENERGY CORP COM PAR $0 74190120 3,838,382 168,424 168,424 161,674 6,750
PRIME HOSPITALITY CO COM 74191710 8,420,001 648,191 647,451 100 640 616,151 640 31,400
PRINCETON REVIEW INC COM 74235210 313,502 34,300 34,300 24,300 10,000
PRINCIPAL FINANCIAL COM 74251V10 22,707,717 732,507 729,007 2,300 1,200 527,507 8,300 196,700
PRIORITY HEALTHCARE CL B 74264T10 6,059,757 257,862 257,842 20 243,662 14,200
Page Total 878,514,973
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PRIVATE MEDIA GROUP COM 74266R10 369,168 129,080 129,080 120,180 8,900
PROASSURANCE CORP COM 74267C10 4,400,123 250,007 250,007 234,283 15,724
PROBUSINESS SERVICES COM 74267410 3,270,813 224,505 224,505 213,825 10,680
PROCTER & GAMBLE CO COM 74271810 3,173,011,886 35,532,048 33,466,890 1,174,858 890,300 29,540,149 1,833,400 4,158,499
PRIVATEBANCORP INC COM 74296210 388,935 12,900 12,900 12,100 800
PROGENICS PHARMACEUT COM 74318710 702,656 57,173 57,173 55,473 1,700
PROGRESS ENERGY INC COM 74326310 1,179,702,990 22,682,234 22,664,031 12,893 5,310 4,331,516 17,729,252 621,466
PROGRESS SOFTWARE CO COM 74331210 6,853,489 464,360 464,280 80 445,925 18,435
PROGRESSIVE CORP OHI COM 74331510 317,414,677 5,486,857 5,451,598 25,359 9,900 4,705,376 75,780 705,701
PROLOGIS TR SH BEN INT 74341010 55,209,388 2,123,438 1,985,385 138,053 1,978,951 3,291 141,196
PROQUEST COMPANY COM 74346P10 5,613,402 158,124 158,124 149,824 8,300
PROSPERITY BANCSHARE COM 74360610 1,660,479 91,140 91,140 84,340 6,800
PROTECTIVE LIFE CORP COM 74367410 44,314,511 1,338,807 1,332,587 1,020 5,200 1,275,351 6,600 56,856
PROTEIN DESIGN LABS COM 74369L10 11,107,054 1,022,749 1,022,559 190 967,549 55,200
PROTON ENERGY SYS IN COM 74371K10 1,098,532 342,222 342,222 321,622 20,600
PROVIDENT BANCORP IN COM 74383510 724,637 25,843 25,843 24,043 1,800
PROVIDENT BANKSHARES COM 74385910 14,270,737 602,395 599,581 2,814 586,960 15,435
PROVIDENT FINL GROUP COM 74386610 16,145,544 556,551 555,551 1,000 466,043 700 89,808
PROVINCE HEALTHCARE COM 74397710 12,296,926 549,952 548,618 1,334 520,602 29,350
PROVIDIAN FINL CORP COM 74406A10 37,511,395 6,379,489 6,342,049 34,220 3,220 5,590,086 56,760 732,643
PROXIM CORP CL A 74428310 4,159,750 1,387,046 1,387,046 1,325,991 61,055
PRUDENTIAL FINL INC COM 74432010 80,204,145 2,404,201 2,399,895 3,991 315 1,623,057 13,815 767,329
PRUDENTIAL PLC ADR 74435K20 1,103,740 58,992 58,992 58,992
PUBLIC SVC ENTERPRIS COM 74457310 202,756,969 4,682,609 4,662,430 14,098 6,081 4,001,613 90,863 590,133
PUBLIC STORAGE INC COM 74460D10 41,536,455 1,119,581 1,104,686 14,895 1,027,109 2,100 90,372
PUGET ENERGY INC NEW COM 74531010 25,185,256 1,219,625 1,209,800 9,450 375 1,129,640 2,475 87,510
PULITZER INC COM 74576910 5,073,121 97,748 96,848 800 100 91,248 100 6,400
PULTE HOMES INC COM 74586710 65,586,634 1,141,034 1,136,920 3,925 189 1,011,801 19,796 109,437
PURE RES INC COM 74622E10 4,185,958 201,248 200,948 300 192,948 8,300
QRS CORP COM 74726X10 1,630,579 209,317 208,367 950 196,717 12,600
QLOGIC CORP COM 74727710 85,603,156 2,246,802 2,239,193 7,209 400 1,945,827 61,902 239,073
QUADRAMED CORP COM 74730W10 378,690 54,176 54,176 37,376 16,800
QUAKER CITY BANCORP COM 74731K10 1,042,210 25,162 25,162 24,162 1,000
QUAKER CHEM CORP COM 74731610 4,336,279 176,991 176,451 540 170,451 540 6,000
QUAKER FABRIC CORP N COM 74739910 1,583,610 102,175 102,175 99,775 2,400
QUALCOMM INC COM 74752510 482,027,171 17,534,637 17,478,312 36,445 19,880 14,555,297 540,134 2,439,206
QUANTA SVCS INC COM 74762E10 4,229,304 428,501 427,361 1,040 100 408,171 100 20,230
QUANEX CORP COM 74762010 9,073,868 207,640 207,640 199,240 8,400
QUANTUM CORP COM DSSG 74790620 7,731,444 1,840,820 1,833,560 6,860 400 1,758,020 400 82,400
Q MED COM 74791410 281,732 33,700 33,700 28,900 4,800
QUEST DIAGNOSTICS IN COM 74834L10 88,253,052 1,025,602 1,021,027 4,375 200 922,341 1,800 101,461
QUEST SOFTWARE INC COM 74834T10 4,646,214 319,767 318,487 1,280 299,147 20,620
QUESTAR CORP COM 74835610 24,110,015 976,114 955,524 10,005 10,585 886,919 12,385 76,810
QUICKSILVER RESOURCE COM 74837R10 2,567,835 99,336 99,336 93,436 5,900
QUIKSILVER INC COM 74838C10 6,132,246 247,268 245,068 2,200 234,868 12,400
QUIDEL CORP COM 74838J10 877,097 127,300 127,300 121,700 5,600
QUINTILES TRANSNATIO COM 74876710 31,550,901 2,526,093 2,518,793 7,200 100 2,252,665 41,258 232,170
QUIXOTE CORP COM 74905610 940,504 55,487 55,487 51,687 3,800
QWEST COMMUNICATIONS COM 74912110 99,093,142 35,390,408 35,291,342 79,917 19,149 30,654,086 464,316 4,272,006
QUOVADX INC COM 74913K10 774,198 123,280 123,280 118,980 4,300
Page Total 6,172,722,617
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R & G FINANCIAL CORP CL B 74913610 3,703,549 156,202 156,202 149,802 6,400
RAIT INVT TR COM 74922710 2,426,795 102,267 102,267 90,567 11,700
RCN CORP COM 74936110 570,414 416,361 416,161 200 386,061 30,300
RFS HOTEL INVS INC COM 74955J10 8,396,627 620,135 533,615 86,520 595,863 24,272
R H DONNELLEY CORP COM NEW 74955W30 10,447,773 373,535 372,966 569 356,535 17,000
R G S ENERGY GROUP I COM 74956K10 17,402,996 443,954 440,525 2,829 600 418,254 1,400 24,300
RLI CORP COM 74960710 3,999,573 78,423 77,923 500 74,523 3,900
RPC INC COM 74966010 1,548,891 131,262 131,262 122,862 8,400
RPM INC OHIO COM 74968510 31,713,915 2,079,601 2,074,269 2,120 3,212 1,996,389 5,812 77,400
RSA SEC INC COM 74971910 2,573,147 534,958 533,983 775 200 498,958 200 35,800
RTI INTL METALS INC COM 74973W10 3,257,147 268,078 266,728 830 520 252,658 520 14,900
RMH TELESERVICES INC COM 74993810 220,527 32,100 32,100 24,900 7,200
RF MICRODEVICES INC COM 74994110 10,877,008 1,427,429 1,423,509 3,520 400 1,338,473 3,500 85,456
RACING CHAMPIONS ERT COM 75006910 834,968 47,067 47,067 44,967 2,100
RADIAN GROUP INC COM 75023610 43,830,467 897,246 894,256 2,830 160 834,304 2,260 60,682
RADIANT SYSTEMS INC COM 75025N10 2,439,294 187,206 187,186 20 174,906 12,300
RADIOLOGIX INC COM 75040K10 932,796 61,167 61,167 49,367 11,800
RADIO ONE INC CL A 75040P10 5,225,422 351,407 275,437 62,830 13,140 288,212 13,140 50,055
RADIO ONE INC CL D NON V 75040P40 5,294,850 356,076 350,196 5,880 351,524 1,600 2,952
RADIOSHACK CORP COM 75043810 129,135,084 4,295,911 4,281,339 8,032 6,540 3,592,289 120,430 583,192
RADISYS CORP COM 75045910 2,087,689 179,509 178,769 740 168,909 10,600
RAILAMERICA INC COM 75075310 3,966,882 366,625 366,625 348,925 17,700
RAINDANCE COMM COM 75086X10 709,923 123,465 92,065 31,400 96,665 26,800
RAINBOW TECHNOLOGIES COM 75086210 1,841,575 374,304 374,304 360,104 14,200
RAMBUS INC DEL COM 75091710 4,240,626 1,036,828 1,035,048 1,700 80 985,388 80 51,360
RALCORP HLDGS INC NE COM 75102810 12,885,406 412,333 412,233 100 392,633 19,700
RAMCO-GERSHENSON PPT COM SH BEN 75145220 8,619,162 427,750 362,360 65,390 421,350 6,400
RANGE RES CORP COM 75281A10 2,855,328 509,880 509,880 480,180 29,700
RANK GROUP PLC SPONSORED 75303710 451,401 56,780 56,780 56,780
RARE HOSPITALITY INT COM 75382010 6,721,789 249,695 249,695 236,395 13,300
RATIONAL SOFTWARE CO COM NEW 75409P20 36,673,799 4,466,967 4,431,962 18,310 16,695 3,880,604 62,795 523,568
RAVEN INDS INC COM 75421210 533,115 19,745 19,745 19,745
RAYMOND JAMES FINANC COM 75473010 12,768,681 448,496 446,651 1,445 400 419,896 1,300 27,300
RAYONIER INC COM 75490710 18,178,050 369,999 369,399 500 100 350,699 700 18,600
RAYOVAC CORP COM 75508110 4,453,666 240,349 240,289 60 220,449 19,900
RAYTECH CORP DEL COM 75510310 659,745 72,900 72,900 47,100 25,800
RAYTHEON CO COM NEW 75511150 473,401,226 11,617,208 11,464,597 135,407 17,204 7,524,879 3,072,653 1,019,676
READ-RITE CORP COM 75524610 694,885 1,447,679 1,447,579 100 1,372,579 75,100
READERS DIGEST ASSN CL A NON V 75526710 24,758,063 1,321,840 1,187,745 133,995 100 1,032,844 130,125 158,871
READERS DIGEST ASSN CL B 75526720 36,439,061 1,584,307 1,584,307 1,584,307
READING INTERNATIONA CL A 75540810 1,228,324 310,183 310,183 310,183
REALNETWORKS INC COM 75605L10 3,105,080 762,919 762,559 260 100 705,219 2,100 55,600
REALTY INCOME CORP COM 75610910 13,819,156 374,300 374,200 100 353,700 20,600
RECKSON ASSOCS RLTY COM 75621K10 13,506,606 542,434 542,434 495,327 1,200 45,907
RED HAT INC COM 75657710 2,907,951 495,392 492,452 1,240 1,700 422,392 1,700 71,300
REDBACK NETWORKS INC COM 75720910 1,555,094 868,768 866,468 2,200 100 787,398 100 81,270
REDWOOD TR INC COM 75807540 2,957,913 93,902 93,902 87,102 6,800
REEBOK INTL LTD COM 75811010 36,168,357 1,226,046 1,221,926 2,220 1,900 1,090,468 17,774 117,804
REED ELSEVIER N V SPONSORED 75820410 2,495,340 92,079 92,079 22,858 69,221
REED ELSEVIER P L C SPONSORED 75820510 4,718,103 120,977 95,719 25,258 47,259 72,268 1,450
Page Total 1,020,233,239
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REGAL BELOIT CORP COM 75875010 5,729,745 235,695 235,395 300 219,295 16,400
REGAL ENTMT GROUP CL A 75876610 1,261,612 54,100 54,100 42,900 11,200
REGENCY CTRS CORP COM 75884910 11,420,824 385,188 385,188 356,535 28,653
REGENERON PHARMACEUT COM 75886F10 5,268,087 363,066 363,066 342,266 20,800
REGENERATION TECH IN COM 75886N10 533,893 88,393 88,393 88,393
REGENT COMMUNICATION COM 75886510 2,564,852 363,345 363,345 345,845 17,500
REGIS CORP MINN COM 75893210 15,449,058 571,785 571,765 20 544,885 26,900
REGIONS FINL CORP COM 75894010 164,325,476 4,674,978 4,634,598 29,600 10,780 4,131,275 71,067 472,636
REGISTER COM INC COM 75914G10 2,807,665 368,460 368,360 100 354,460 14,000
REHABCARE GROUP INC COM 75914810 5,592,934 232,748 232,748 223,048 9,700
REINSURANCE GROUP AM COM 75935110 5,079,598 164,815 164,675 140 149,703 600 14,512
RELIANCE STEEL & ALU COM 75950910 11,140,643 365,267 365,267 350,267 15,000
RELIANT RES INC COM 75952B10 4,438,166 507,219 501,519 5,700 422,107 1,200 83,912
RELIANT ENERGY INC COM 75952J10 114,578,822 6,779,812 6,750,915 23,613 5,284 5,853,482 100,162 826,168
REMEC INC COM 75954310 3,059,548 545,374 545,374 517,274 28,100
REMEDYTEMP INC CL A 75954910 626,080 34,400 34,400 31,000 3,400
REMINGTON OIL & GAS COM 75959430 5,629,033 282,582 282,582 272,682 9,900
RENAISSANCE LEARNING COM 75968L10 4,416,189 218,407 218,407 212,857 5,550
REPUBLIC BANCSHARES COM 75992910 690,035 34,211 34,211 31,111 3,100
RENAL CARE GROUP INC COM 75993010 25,300,528 812,216 811,396 700 120 777,996 1,320 32,900
RENT A CTR INC NEW COM 76009N10 8,861,897 152,765 152,625 40 100 134,165 700 17,900
RENT WAY INC COM 76009U10 3,572,425 275,863 275,863 260,463 15,400
REPSOL YPF S A SPONSORED 76026T20 564,799 47,743 47,743 47,743
REPUBLIC BANCORP KY CL A 76028120 664,956 56,400 56,400 52,000 4,400
REPUBLIC BANCORP INC COM 76028210 11,057,870 740,152 739,722 430 705,612 34,540
REPUBLIC SVCS INC COM 76075910 30,840,385 1,617,220 1,610,360 6,460 400 1,513,134 4,300 99,786
RESEARCH FRONTIERS I COM 76091110 1,603,888 107,926 107,926 101,526 6,400
RES-CARE INC COM 76094310 474,614 71,694 71,694 67,994 3,700
RESTORATION HARDWARE COM 76098110 392,718 44,375 44,375 41,275 3,100
RESMED INC COM 76115210 9,743,013 331,395 330,735 560 100 310,595 100 20,700
RESORTQUEST INTL INC COM 76118310 528,065 92,643 92,643 92,643
RESOURCE AMERICA INC CL A 76119520 1,315,781 124,837 124,837 115,237 9,600
RESOURCES CONNECTION COM 76122Q10 4,223,044 156,467 156,467 144,667 11,800
RESPIRONICS INC COM 76123010 14,320,204 420,564 420,184 380 400,464 20,100
RETEK INC COM 76128Q10 11,638,387 478,946 477,848 898 200 445,746 200 33,000
REUTERS GROUP PLC SPONSORED 76132M10 388,633 12,066 12,066 12,066
REVLON INC CL A 76152550 403,845 81,585 81,385 200 81,585
REX STORES CORP COM 76162410 329,838 23,884 23,884 18,684 5,200
REYNOLDS & REYNOLDS CL A 76169510 21,279,928 761,357 759,497 1,660 200 713,757 1,400 46,200
REYNOLDS R J TOB HLD COM 76182K10 51,787,050 963,480 956,976 6,158 346 954,164 2,796 6,520
RIBAPHARM INC COM 76253710 650,844 71,600 71,600 55,500 16,100
RICHARDSON ELECTRS L COM 76316510 349,937 32,613 32,613 28,813 3,800
RIGEL PHARMACEUTICAL COM 76655910 1,121,736 307,325 307,325 291,225 16,100
RIGGS NATL CORP WASH COM 76657010 2,806,330 188,218 187,898 200 120 176,498 120 11,600
RIGHT MGMT CONSULTAN COM 76657310 3,226,571 122,688 122,688 116,738 5,950
RIO TINTO PLC SPONSORED 76720410 10,251,442 138,533 68,530 70,003 137,243 1,290
RITA MED SYS INC DEL COM 76774E10 319,792 31,600 31,600 25,400 6,200
RITE AID CORP COM 76775410 6,221,476 2,647,437 2,639,497 7,720 220 2,379,889 11,820 255,728
RIVERSTONE NETWORKS COM 76932010 2,714,176 867,149 862,478 4,539 132 789,207 132 77,810
RIVIANA FOODS INC COM 76953610 1,750,455 69,027 69,027 64,627 4,400
Page Total 593,316,887
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ROADWAY CORP COM 76974210 5,277,829 146,892 146,892 131,792 15,100
ROANOKE ELEC STL COR COM 76984110 1,589,563 102,951 102,951 96,151 6,800
ROBBINS & MYERS INC COM 77019610 3,020,561 115,069 115,069 109,181 5,888
ROBERT HALF INTL INC COM 77032310 93,867,358 4,028,642 4,022,252 6,150 240 3,446,580 114,971 467,091
ROCK-TENN CO CLA 77273920 4,773,312 260,126 201,894 58,232 245,926 14,200
ROCKWELL AUTOMATION COM 77390310 80,423,296 4,025,190 3,989,234 13,399 22,557 3,386,766 80,203 558,221
ROCKWELL COLLINS INC COM 77434110 111,680,782 4,072,968 4,039,244 14,209 19,515 3,376,719 182,860 513,389
ROGERS CORP COM 77513310 5,359,532 196,248 196,208 40 184,382 11,866
ROHM & HAAS CO COM 77537110 203,796,454 5,033,254 4,929,199 85,080 18,975 4,372,538 81,231 579,485
ROLLINS INC COM 77571110 5,172,563 254,305 254,265 40 241,805 12,500
ROPER INDS INC NEW COM 77669610 14,612,909 391,767 391,007 560 200 370,710 200 20,857
ROSLYN BANCORP INC COM 77816210 18,735,160 858,230 855,920 2,310 809,470 1,950 46,810
ROSS STORES INC COM 77829610 43,650,951 1,071,189 1,068,799 1,990 400 1,004,745 2,350 64,094
ROSTELECOM OPEN JT S SPONSORED 77852910 491,604 81,934 81,934 44,690 26,330 10,914
ROUSE CO COM 77927310 26,747,721 810,537 807,617 2,920 715,767 2,800 91,970
ROWAN COS INC COM 77938210 48,386,802 2,255,795 2,248,695 6,740 360 2,002,370 25,453 227,972
ROXIO INC COM 78000810 1,892,872 262,899 261,941 958 252,591 10,308
ROYAL & SUN ALLIANCE SPON ADR N 78004V20 249,013 13,302 13,302 13,302
ROYAL APPLIANCE MFG COM 78007610 616,181 95,532 94,072 1,460 94,072 1,460
ROYAL BANCSHARES PA CL A 78008110 744,125 34,756 34,756 31,656 3,100
ROYAL BK CDA MONTREA COM 78008710 469,382 13,488 13,354 134 12,279 1,209
ROYAL DUTCH PETE CO NY REG GLD 78025780 1,889,201,280 34,181,315 34,175,389 5,926 31,125,676 574,950 2,480,689
ROYAL GOLD INC COM 78028710 628,360 46,000 45,500 500 43,300 2,700
ROYCE FOCUS TR COM 78080N10 1,747,441 255,101 255,101 255,101
RUBY TUESDAY INC COM 78118210 20,868,618 1,075,702 1,019,308 56,394 1,011,602 1,500 62,600
RUDDICK CORP COM 78125810 8,264,675 487,304 487,104 100 100 465,091 100 22,113
RUDOLPH TECHNOLOGIES COM 78127010 4,004,605 160,634 160,534 100 154,534 100 6,000
RUSS BERRIE & CO COM 78223310 7,594,185 214,525 214,525 207,925 6,600
RUSSELL CORP COM 78235210 6,895,138 358,189 358,021 168 329,333 28,856
RYANAIR HLDGS PLC SPONSORED 78351310 850,991 24,404 10,624 13,780 24,404
RYANS FAMILY STEAK H COM 78351910 9,101,161 688,960 683,440 4,080 1,440 658,920 1,440 28,600
RYDER SYS INC COM 78354910 48,385,503 1,786,102 1,784,642 1,460 1,653,549 15,900 116,653
RYERSON TULL INC NEW COM 78375P10 4,456,022 383,149 383,149 368,149 15,000
RYLAND GROUP INC COM 78376410 18,083,428 363,486 363,486 343,286 600 19,600
S & T BANCORP INC COM 78385910 6,975,045 258,335 258,335 243,635 14,700
SBC COMMUNICATIONS I COM 78387G10 2,609,330,266 85,551,812 80,930,636 4,083,535 537,640 70,473,747 4,448,774 10,629,290
SBS TECHNOLOGIES INC COM 78387P10 2,049,833 167,347 167,347 158,647 8,700
SCM MICROSYSTEMS INC COM 78401810 2,125,105 158,827 158,827 148,627 10,200
SCPIE HLDGS INC COM 78402P10 416,109 68,439 68,439 68,439
SCP POOL CORP COM 78402810 6,245,444 224,980 222,525 2,085 370 210,223 370 14,387
SEI INVESTMENTS CO COM 78411710 26,892,321 954,644 924,970 25,214 4,460 897,474 6,060 51,110
SEMCO ENERGY INC COM 78412D10 1,872,128 206,865 206,865 193,365 13,500
SJW CORP COM 78430510 1,980,855 24,455 24,455 23,055 1,400
SK TELECOM LTD SPONSORED 78440P10 1,067,035 43,043 42,558 485 28,797 14,246
SL GREEN RLTY CORP COM 78440X10 23,584,293 661,551 585,121 76,430 636,288 25,263
SLM CORP COM 78442P10 313,719,757 3,237,562 3,231,632 5,610 320 2,751,536 104,415 381,611
SPDR TR UNIT SER 1 78462F10 95,976,949 969,856 969,856 569,379 400,477
SPSS INC COM 78462K10 2,064,224 132,833 132,833 125,233 7,600
SPS TECHNOLOGIES INC COM 78462610 5,603,546 146,805 146,385 420 140,405 6,400
S1 CORPORATION COM 78463B10 5,495,396 743,626 742,226 1,300 100 706,226 100 37,300
Page Total 5,797,037,683
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SPX CORP COM 78463510 80,684,077 686,673 619,471 50,898 16,304 616,166 20,704 49,803
SRA INTL INC CL A 78464R10 304,874 11,300 11,300 8,200 3,100
SABA SOFTWARE INC COM 78493210 348,773 136,774 136,674 100 136,674 100
SWS GROUP INC COM 78503N10 4,199,268 214,030 213,909 121 201,931 12,099
S Y BANCORP INC COM 78506010 2,474,321 60,423 60,423 56,923 3,500
SABRE HLDGS CORP CL A 78590510 121,636,013 3,397,654 3,382,737 13,593 1,324 2,908,919 119,928 368,807
SAFECO CORP COM 78642910 88,282,106 2,857,951 2,847,142 4,410 6,399 2,433,150 33,871 390,930
SAFEGUARD SCIENTIFIC COM 78644910 2,628,268 1,314,134 1,313,164 870 100 1,240,834 100 73,200
SAFENET INC COM 78645R10 245,344 17,600 17,600 17,600
SAFEWAY INC COM NEW 78651420 319,818,687 10,956,447 10,895,127 53,100 8,220 9,428,986 168,737 1,358,724
SAGA COMMUNICATIONS CL A 78659810 3,385,912 150,485 150,485 142,860 7,625
ST FRANCIS CAP CORP COM 78937410 1,311,614 52,909 52,909 48,409 4,500
ST JOE CO COM 79014810 7,890,997 262,858 261,738 1,120 231,291 700 30,867
ST JUDE MED INC COM 79084910 184,560,972 2,499,133 2,490,454 5,615 3,064 2,126,923 87,466 284,744
ST MARY LD & EXPL CO COM 79222810 7,356,277 307,421 304,216 3,205 288,921 18,500
ST PAUL COS INC COM 79286010 206,973,679 5,317,926 5,301,064 10,606 6,256 4,626,064 65,347 626,515
SAKS INC COM 79377W10 28,035,831 2,183,476 2,177,626 5,230 620 2,081,536 3,420 98,520
SALEM COMMUNICATIONS CL A 79409310 2,702,498 108,665 108,665 103,165 5,500
SALIX PHARMACEUTICAL COM 79543510 2,730,014 178,900 178,900 167,900 11,000
SALTON INC COM 79575710 935,203 65,171 65,171 61,671 3,500
SAN PAOLO-IMI S P A SPONSORED 79917510 555,425 27,702 27,702 27,702
SANCHEZ COMPUTER ASS COM 79970210 564,546 126,580 126,460 120 124,080 2,500
SANDERSON FARMS INC COM 80001310 1,635,904 65,410 65,410 64,510 900
SANDISK CORP COM 80004C10 8,768,337 707,124 703,164 3,500 460 663,964 460 42,700
SANDY SPRING BANCORP COM 80036310 4,967,303 154,504 154,504 145,954 8,550
SANGAMO BIOSCIENCES COM 80067710 670,155 113,972 113,972 112,272 1,700
SANMINA SCI CORP COM 80090710 71,771,397 11,374,231 11,347,271 26,032 928 9,883,237 139,919 1,351,075
SANGSTAT MED CORP COM 80100310 6,868,239 298,879 298,879 282,479 16,400
SANTANDER BANCORP COM 80280910 1,836,745 107,727 107,727 101,747 5,980
SANYO ELEC LTD ADR 5 COM 80303830 263,108 11,960 11,960 11,960
SAP AKTIENGESELLSCHA SPONSORED 80305420 281,253 11,579 11,259 320 11,579
SAPIENT CORP COM 80306210 1,127,182 1,063,380 1,052,910 10,370 100 975,420 100 87,860
SARA LEE CORP COM 80311110 384,352,280 18,621,719 18,442,922 100,537 78,260 15,748,715 626,363 2,246,641
SAUER-DANFOSS INC COM 80413710 1,485,920 133,147 133,087 60 120,747 12,400
SAUL CTRS INC COM 80439510 4,616,441 178,241 178,241 166,571 11,670
SAXON CAPITAL INC COM 80556P30 1,268,523 77,967 77,967 60,567 17,400
SCANA CORP NEW COM 80589M10 34,331,206 1,112,122 1,105,560 6,162 400 1,041,082 2,800 68,240
SCANSOFT INC COM 80603P10 907,380 122,619 122,619 90,119 32,500
SCANSOURCE INC COM 80603710 3,828,115 62,337 62,337 58,537 3,800
SCHAWK INC CL A 80637310 765,563 71,548 71,548 66,748 4,800
SCHEIN HENRY INC COM 80640710 42,700,687 959,566 958,766 700 100 910,392 10,000 39,174
SCHERING PLOUGH CORP COM 80660510 793,668,742 32,262,957 31,732,326 308,497 222,134 27,266,125 1,366,930 3,629,902
SCHLUMBERGER LTD COM 80685710 495,561,474 10,657,236 10,564,861 92,375 9,263,675 191,494 1,202,067
SCHOLASTIC CORP COM 80706610 17,284,901 456,066 455,366 500 200 422,466 900 32,700
SCHOOL SPECIALTY INC COM 80786310 6,621,673 249,310 249,070 240 239,710 9,600
SCHULMAN A INC COM 80819410 9,043,456 421,626 421,526 100 397,826 23,800
SCHWAB CHARLES CORP COM 80851310 332,355,822 29,674,627 29,520,902 139,587 14,138 24,869,101 897,204 3,908,322
SCHWEITZER-MAUDUIT I COM 80854110 4,705,758 191,291 191,291 191,291
SCICLONE PHARMACEUTI COM 80862K10 315,582 157,791 157,791 157,791
SCIENTIFIC ATLANTA I COM 80865510 69,305,626 4,213,108 4,200,458 12,430 220 3,665,133 51,947 496,028
Page Total 3,368,933,471
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SCIENTIFIC GAMES COR CL A 80874P10 1,653,028 208,190 200,190 8,000 179,290 8,000 20,900
SCIOS INC COM 80890510 19,070,244 623,007 588,102 34,905 594,107 28,900
SCOTTISH PWR PLC SPON ADR F 81013T70 538,188 25,149 25,149 25,149
SCOTTS CO CL A 81018610 16,453,096 362,403 359,003 3,300 100 349,303 100 13,000
SCRIPPS E W CO OHIO CL A 81105420 21,809,018 283,234 282,374 860 252,504 700 30,030
SEACHANGE INTL INC COM 81169910 1,837,258 209,255 209,255 197,155 12,100
SEACOAST FINL SVCS C COM 81170Q10 8,976,689 358,065 355,089 1,876 1,100 340,965 1,100 16,000
SEACOAST BKG CORP FL COM 81170730 2,692,469 46,639 46,639 44,339 2,300
SEACOR SMIT INC COM 81190410 9,231,687 194,967 194,577 390 183,567 11,400
SEALED AIR CORP NEW COM 81211K10 86,642,797 2,151,547 2,138,658 12,639 250 1,812,812 55,757 282,978
SEARS ROEBUCK & CO COM 81238710 1,710,039,709 31,492,444 31,474,669 15,155 2,620 7,665,999 22,850,474 975,971
SEATTLE GENETICS INC COM 81257810 297,188 57,042 54,187 2,855 51,387 2,855 2,800
SECOND BANCORP INC COM 81311410 1,945,125 71,250 71,250 64,850 6,400
SECTOR SPDR TR SBI CONS S 81369Y30 878,875 39,500 39,500 39,500
SECTOR SPDR TR SBI INT-UT 81369Y88 491,790 20,280 20,280 20,280
SECURE COMPUTING COR COM 81370510 2,295,049 303,980 303,180 800 287,080 16,900
SEEBEYOND TECHNOLOGI COM 81570410 1,153,671 372,152 372,152 354,352 17,800
SELECT MEDICAL CORP COM 81619610 2,218,051 141,638 141,638 130,738 10,900
SELECTICA INC COM 81628810 203,641 51,295 51,295 50,195 1,100
SELECTIVE INS GROUP COM 81630010 8,032,291 283,526 283,326 100 100 264,326 100 19,100
SEMTECH CORP COM 81685010 20,412,363 764,508 762,988 1,320 200 719,404 1,600 43,504
SEMPRA ENERGY COM 81685110 108,779,196 4,915,463 4,901,743 12,820 900 4,294,838 63,484 557,141
SEMITOOL INC COM 81690910 1,430,831 175,347 175,347 165,747 9,600
SENIOR HSG PPTYS TR SH BEN INT 81721M10 5,377,909 342,542 342,482 60 314,342 28,200
SENSIENT TECHNOLOGIE COM 81725T10 15,265,928 670,735 670,435 300 640,124 30,611
SEPRACOR INC COM 81731510 7,627,231 798,663 736,623 3,040 59,000 690,343 59,000 49,320
SEQUA CORPORATION CL A 81732010 5,178,299 79,191 79,191 75,491 3,700
SEQUENOM INC COM 81733710 983,337 278,566 278,566 266,866 11,700
SERENA SOFTWARE INC COM 81749210 6,943,584 506,942 506,932 10 496,942 10,000
SEROLOGICALS CORP COM 81752310 5,968,337 326,317 281,117 45,200 315,217 11,100
SERVICE CORP INTL COM 81756510 10,984,632 2,274,251 2,248,057 25,974 220 2,086,331 1,220 186,700
SERVICEMASTER CO COM 81760N10 37,215,102 2,712,471 2,701,611 10,640 220 2,205,503 7,820 499,148
7-ELEVEN INC COM NEW 81782620 2,553,749 317,236 317,236 302,436 14,800
SHARPER IMAGE CORP COM 82001310 496,072 24,619 24,619 23,119 1,500
SHAW GROUP INC COM 82028010 16,695,181 543,817 542,897 740 180 511,237 1,080 31,500
SHELL TRANS & TRADIN ADR NY SHS 82270360 3,664,354 81,412 81,412 81,412
SHENANDOAH TELECOMMU COM 82312B10 1,353,744 25,200 25,200 23,100 2,100
SHERWIN WILLIAMS CO COM 82434810 127,870,387 4,272,315 4,255,115 7,100 10,100 3,742,592 64,392 465,331
SHOE CARNIVAL INC COM 82488910 720,822 33,778 33,778 29,278 4,500
SHOPKO STORES INC COM 82491110 7,297,068 361,241 361,141 100 343,041 100 18,100
SHUFFLE MASTER INC COM 82554910 3,558,287 193,701 193,701 183,151 10,550
SHURGARD STORAGE CTR COM 82567D10 17,182,052 495,160 495,060 100 468,092 27,068
SICOR INC COM 82584610 15,064,250 812,527 811,267 1,260 763,051 1,300 48,176
SIEBEL SYS INC COM 82617010 150,260,095 10,566,814 10,543,404 22,750 660 9,010,388 318,229 1,238,197
SIEMENS A G SPONSORED 82619750 2,498,185 42,057 41,937 120 42,057
SIERRA HEALTH SVCS I COM 82632210 9,262,622 414,435 414,435 399,335 15,100
SIERRA PAC RES NEW COM 82642810 11,553,094 1,481,166 1,480,175 311 680 1,413,066 680 67,420
SIGMA ALDRICH CORP COM 82655210 87,339,384 1,741,563 1,719,586 20,737 1,240 1,480,297 52,505 208,761
SILICON LABORATORIES COM 82691910 4,609,075 170,328 170,278 50 153,528 16,800
SILGAN HOLDINGS INC COM 82704810 4,601,667 113,790 113,790 107,590 6,200
Page Total 2,589,206,701
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SILICON IMAGE INC COM 82705T10 3,913,397 639,444 638,624 820 603,444 36,000
SILICON GRAPHICS INC COM 82705610 6,313,702 2,147,518 2,144,718 2,700 100 2,023,818 100 123,600
SILICON STORAGE TECH COM 82705710 7,033,806 901,770 900,580 1,190 853,730 48,040
SILICON VY BANCSHARE COM 82706410 17,911,593 679,499 675,595 2,904 1,000 649,799 2,100 27,600
SILICONIX INC COM NEW 82707920 2,597,290 93,765 93,765 89,865 3,900
SIMMONS 1ST NATL COR CL A $5 PA 82873020 2,994,758 70,316 70,316 65,816 4,500
SIMON PPTY GROUP INC COM 82880610 157,045,383 4,262,904 4,177,894 85,010 3,792,025 41,800 429,079
SIMPSON MANUFACTURIN COM 82907310 4,952,771 86,693 86,693 80,693 6,000
SINCLAIR BROADCAST G CL A 82922610 4,804,288 332,730 311,770 20,960 316,930 15,800
SIRIUS SATELLITE RAD COM 82966U10 2,723,019 722,478 716,878 5,500 100 682,178 100 40,200
SITEL CORP COM 82980K10 1,829,308 578,895 578,895 549,395 29,500
SIPEX CORP COM 82990910 1,386,715 283,640 283,640 269,440 14,200
SIX FLAGS INC COM 83001P10 13,120,513 907,994 905,884 1,810 300 849,594 2,300 56,100
SIX CONTINENTS PLC SPONSORED 83001810 1,294,831 124,026 124,026 124,026
SIZELER PPTY INVS IN COM 83013710 782,964 71,700 71,700 71,700
SKECHERS U S A INC CL A 83056610 5,546,055 256,643 256,643 247,943 8,700
SKILLSOFT CORP COM 83066P10 500,837 63,801 63,801 60,501 3,300
SKY FINL GROUP INC COM 83080P10 12,515,575 591,753 589,463 2,290 544,527 1,900 45,326
SKYLINE CORP COM 83083010 3,459,654 104,838 104,838 100,638 4,200
SKYWEST INC COM 83087910 13,765,389 588,516 587,276 740 500 553,234 1,600 33,682
SMART & FINAL INC COM 83168310 1,227,548 157,378 157,378 149,878 7,500
SMITH A O COM 83186520 7,329,699 234,851 234,831 20 217,851 17,000
SMITH INTL INC COM 83211010 43,723,428 641,200 630,585 6,095 4,520 568,662 5,720 66,818
SMITHFIELD FOODS INC COM 83224810 33,673,110 1,815,262 1,812,982 1,880 400 1,740,670 2,900 71,692
SMUCKER J M CO COM NEW 83269640 21,241,829 622,380 589,203 15,883 17,294 558,339 17,349 46,692
SMURFIT-STONE CONTAI COM 83272710 24,182,831 1,568,277 1,561,947 5,730 600 1,362,382 4,600 201,295
SNAP ON INC COM 83303410 36,016,345 1,213,080 1,211,550 1,530 1,083,578 14,884 114,618
SOLA INTL INC COM 83409210 3,830,201 333,061 333,061 318,761 14,300
SOLECTRON CORP COM 83418210 119,787,781 19,477,688 19,262,652 156,268 58,768 16,741,268 276,609 2,459,811
SOLUTIA INC COM 83437610 7,426,380 1,057,889 1,055,339 2,150 400 987,249 400 70,240
SOMERA COMMUNICATION COM 83445810 2,327,290 325,951 323,691 2,260 304,751 21,200
SONIC AUTOMOTIVE INC CL A 83545G10 15,200,997 590,330 590,270 60 574,030 16,300
SONIC CORP COM 83545110 17,552,944 558,833 558,833 536,318 22,515
SONICBLUE INC COM 83546Q10 1,000,925 971,772 971,272 500 916,272 55,500
SONICWALL INC COM 83547010 2,627,302 523,367 523,347 20 498,667 24,700
SONOCO PRODS CO COM 83549510 146,475,797 5,172,168 1,496,724 3,673,709 1,735 1,387,577 3,681,134 103,457
SONOSITE INC COM 83568G10 1,387,199 96,133 96,033 100 87,333 100 8,700
SONY CORP ADR NEW 83569930 29,825,208 561,680 283,327 278,353 556,380 5,300
SOTHEBYS HLDGS INC CL A 83589810 6,489,606 455,411 454,911 300 200 427,411 200 27,800
SONUS NETWORKS INC COM 83591610 2,156,541 1,067,595 1,058,275 9,100 220 968,375 220 99,000
SOUNDVIEW TECHNOLOGY COM 83611Q10 976,517 574,422 574,422 525,322 49,100
SOURCECORP COM 83616710 6,785,855 256,070 255,970 100 247,020 100 8,950
SOUTH FINL GROUP INC COM 83784110 10,460,274 466,789 465,772 1,017 440,289 26,500
SOUTH JERSEY INDS IN COM 83851810 4,426,683 131,161 131,161 122,561 8,600
SOUTHERN CO COM 84258710 433,381,799 15,816,854 15,757,574 51,375 7,905 13,579,609 288,058 1,949,187
SOUTHERN PERU COPPER COM 84361110 1,860,573 124,121 124,121 115,321 8,800
SOUTHERN UN CO NEW COM 84403010 8,040,422 472,966 466,244 635 6,087 427,153 6,087 39,726
SOUTHTRUST CORP COM 84473010 198,091,206 7,583,890 7,562,312 21,138 440 6,554,016 97,191 932,683
SOUTHWEST AIRLS CO COM 84474110 1,470,876,477 91,019,584 90,954,245 53,482 11,857 14,299,482 74,737,333 1,982,769
SOUTHWEST BANCORPORA COM 84476R10 15,641,317 431,842 416,372 12,300 3,170 409,472 3,170 19,200
Page Total 2,938,515,932
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SOUTHWEST BANCORP IN COM 84476710 762,468 28,000 28,000 27,000 1,000
SOUTHWEST GAS CORP COM 84489510 9,982,541 403,335 401,435 1,900 382,535 20,800
SOUTHWEST WTR CO COM 84533110 1,355,388 71,600 71,600 69,800 1,800
SOUTHWESTERN ENERGY COM 84546710 4,794,601 315,642 315,642 299,842 15,800
SOVEREIGN BANCORP IN COM 84590510 41,783,665 2,794,894 2,780,560 8,440 5,894 2,610,560 12,394 171,940
SOVRAN SELF STORAGE COM 84610H10 6,741,433 197,291 197,291 185,362 11,929
SPACELABS MED INC COM 84624710 960,672 67,653 67,653 65,753 1,900
SPANISH BROADCASTING CL A 84642588 3,980,490 398,049 397,849 200 375,049 23,000
SPARTAN MTRS INC COM 84681910 377,592 24,647 24,647 19,147 5,500
SPARTAN STORES INC COM 84682210 326,089 106,218 106,218 106,218
SPARTECH CORP COM NEW 84722020 4,305,770 158,126 158,126 148,826 9,300
SPECIALTY LABORATORI COM 84749R10 1,145,197 136,333 136,138 195 134,433 1,900
SPECTRALINK CORP COM 84758010 2,597,862 244,160 244,010 150 234,760 9,400
SPECTRIAN CORP COM 84760810 603,233 58,171 58,171 51,071 7,100
SPEECHWORKS INTL INC COM 84764M10 882,238 239,804 239,769 35 224,804 15,000
SPEEDFAM-IPEC INC COM 84770510 249,041 47,527 47,527 30,827 16,700
SPEEDWAY MOTORSPORTS COM 84778810 5,475,562 215,319 215,319 206,819 8,500
SPHERION CORP COM 84842010 7,697,979 646,889 645,489 900 500 607,889 500 38,500
SPINNAKER EXPL CO COM 84855W10 10,698,336 297,011 286,811 200 10,000 272,311 10,000 14,700
SPORTS AUTH INC COM 84917610 1,003,849 88,367 88,367 68,067 20,300
SPORTS RESORTS INTL COM 84918U10 1,477,072 273,532 273,532 258,332 15,200
SPRINT CORP COM FON GR 85206110 198,030,196 18,664,486 18,578,454 67,018 19,014 16,303,208 259,343 2,101,935
SPRINT CORP PCS COM SE 85206150 98,559,535 22,049,113 21,949,587 83,787 15,739 19,187,118 627,273 2,234,722
SS&C TECHNOLOGIES IN COM 85227Q10 437,736 31,200 28,200 3,000 23,300 3,000 4,900
STAGE STORES INC COM NEW 85254C30 1,741,620 50,133 50,133 37,633 12,500
STAMPS COM INC COM 85285710 1,367,806 308,760 308,760 301,360 7,400
STANCORP FINL GROUP COM 85289110 33,762,925 608,341 608,341 575,041 8,900 24,400
STANDARD COML CORP COM 85325810 1,737,627 80,075 80,075 73,075 7,000
STANDARD MANAGEMENT COM 85361210 269,112 33,639 33,639 33,639
STANDARD MICROSYSTEM COM 85362610 5,380,695 227,899 227,899 217,599 10,300
STANDARD MTR PRODS I COM 85366610 2,055,238 121,253 121,253 116,753 4,500
STANDARD PAC CORP NE COM 85375C10 10,919,246 311,267 310,907 360 291,167 20,100
STANDARD REGISTER CO COM 85388710 6,279,335 183,660 183,560 100 166,060 17,600
STANDEX INTL CORP COM 85423110 4,423,373 176,230 173,710 2,520 166,810 2,520 6,900
STANLEY FURNITURE IN COM NEW 85430520 1,836,066 68,638 68,638 65,338 3,300
STANLEY WKS COM 85461610 73,387,230 1,789,496 1,772,142 16,494 860 1,502,131 57,660 229,705
STAPLES INC COM 85503010 222,887,868 11,314,105 10,917,148 287,683 109,274 9,490,032 407,078 1,416,995
STARBUCKS CORP COM 85524410 213,652,671 8,597,693 8,549,463 40,210 8,020 7,255,178 266,870 1,075,645
STARRETT L S CO CL A 85566810 1,025,150 40,600 40,600 36,600 4,000
STARTEK INC COM 85569C10 2,651,618 99,163 99,163 92,763 6,400
STATE AUTO FINL CORP COM 85570710 2,687,878 163,895 163,895 159,095 4,800
STATE BANCORP INC N. COM 85571610 2,495,697 142,205 142,205 137,705 4,500
STARWOOD HOTELS&RESO PAIRED CTF 85590A20 191,222,460 5,814,000 4,563,752 1,250,248 3,920,532 1,344,360 549,108
STATE STR CORP COM 85747710 691,583,380 15,471,664 7,373,760 7,669,728 428,176 6,467,344 8,017,895 986,425
STATEN IS BANCORP IN COM 85755010 14,204,985 739,843 739,843 701,543 38,300
STATION CASINOS INC COM 85768910 7,245,832 405,929 405,929 382,929 23,000
STEAK N SHAKE CO COM 85787310 5,294,582 338,312 338,312 323,623 14,689
STEEL DYNAMICS INC COM 85811910 4,863,903 295,319 292,249 3,070 275,519 19,800
STEEL TECHNOLOGIES I COM 85814710 331,885 25,181 24,121 1,060 24,121 1,060
STEELCASE INC CL A 85815520 6,484,001 484,604 482,664 1,940 449,594 1,700 33,310
Page Total 1,914,020,728
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STEIN MART INC COM 85837510 3,980,675 335,356 335,356 316,656 18,700
STEINWAY MUSICAL INS COM ORD 85849510 1,337,243 62,488 62,488 58,688 3,800
STELLENT INC COM 85856W10 369,315 82,070 81,940 30 100 81,970 100
STEPAN CO COM 85858610 3,629,657 128,438 128,438 124,938 3,500
STERLING BANCSHARES COM 85890710 9,489,429 642,480 642,480 620,530 21,950
STERICYCLE INC COM 85891210 12,572,674 355,060 355,060 330,660 24,400
STERIS CORP COM 85915210 20,004,443 1,046,805 1,045,505 1,300 996,985 1,600 48,220
STERLING BANCORP COM 85915810 3,427,200 96,000 96,000 90,310 5,690
STERLING FINL CORP COM 85931710 3,968,315 158,987 158,987 150,237 8,750
STERLING FINL CORP W COM 85931910 1,001,839 51,482 51,482 44,282 7,200
STEWART & STEVENSON COM 86034210 6,266,300 353,230 351,820 1,410 337,190 16,040
STEWART ENTERPRISES CL A 86037010 6,922,839 1,086,788 1,086,788 1,028,488 58,300
STEWART INFORMATION COM 86037210 5,808,005 282,628 282,628 274,928 7,700
STILLWATER MNG CO COM 86074Q10 10,348,902 635,682 634,142 1,440 100 599,602 100 35,980
STILWELL FINL INC COM 86083110 84,268,548 4,630,140 4,607,510 16,830 5,800 4,058,414 65,502 506,224
STMICROELECTRONICS N NY REGISTR 86101210 2,302,177 94,623 94,383 240 94,523 100
STONE ENERGY CORP COM 86164210 10,982,937 272,868 272,668 100 100 255,271 100 17,497
STONERIDGE INC COM 86183P10 2,490,391 133,176 133,076 100 125,176 8,000
STORA ENSO CORP SPON ADR R 86210M10 485,241 36,622 36,288 334 36,622
STORAGENETWORKS INC COM 86211E10 930,204 472,425 464,564 7,861 436,025 36,400
STORAGE TECHNOLOGY C COM PAR $0 86211120 23,114,866 1,447,393 1,444,543 2,450 400 1,374,099 2,800 70,494
STRATOS LIGHTWAVE IN COM 86310010 1,268,576 792,860 767,299 23,701 1,860 754,596 1,860 36,404
STRATTEC SEC CORP COM 86311110 1,104,685 19,969 19,969 17,669 2,300
STRAYER ED INC COM 86323610 2,884,132 45,348 45,348 40,548 4,800
STREETTRACKS SER TR DJ LRG CAP 86330E10 1,330,890 32,700 32,700 32,700
STRIDE RITE CORP COM 86331410 3,809,032 476,129 476,129 437,729 38,400
STRYKER CORP COM 86366710 269,454,688 5,035,595 4,399,258 499,084 137,253 4,256,138 246,991 532,466
STUDENT LN CORP COM 86390210 4,684,519 56,549 56,549 53,949 2,600
STURM RUGER & CO INC COM 86415910 2,996,177 211,744 211,724 20 198,144 13,600
SUEZ SPONSORED 86468610 12,817,207 478,254 162,510 315,744 472,474 5,780
SUFFOLK BANCORP COM 86473910 4,806,429 131,683 131,683 124,283 7,400
SUMMIT BANCSHARES IN COM 86601110 1,765,178 72,671 72,671 70,771 1,900
SUMMIT PPTYS INC COM 86623910 8,568,586 366,963 366,963 343,896 23,067
SUN BANCORP INC COM 86663B10 621,591 44,751 44,751 40,751 4,000
SUN BANCORP INC COM 86663410 423,677 17,300 7,100 10,200 14,200 3,100
SUN COMMUNITIES INC COM 86667410 14,813,818 354,822 312,257 42,565 341,136 13,686
SUN LIFE FINL SVCS C COM 86679610 438,271 20,049 20,049 20,049
SUN MICROSYSTEMS INC COM 86681010 377,553,434 75,359,967 74,306,875 806,964 246,128 63,813,892 1,244,331 10,301,744
SUNCOR ENERGY INC COM 86722910 474,075 26,544 26,544 26,544
SUNGARD DATA SYS INC COM 86736310 108,707,205 4,105,257 3,491,144 531,213 82,900 3,626,899 90,000 388,358
SUNOCO INC COM 86764P10 82,827,992 2,324,670 2,316,841 7,729 100 2,078,560 39,433 206,677
SUNRISE ASSISTED LIV COM 86768K10 5,569,495 207,817 207,517 300 194,917 12,900
SUNTRUST BKS INC COM 86791410 430,028,975 6,350,103 6,314,656 33,397 2,050 5,411,600 85,467 853,036
SUPERGEN INC COM 86805910 1,581,409 217,825 217,825 207,425 10,400
SUPERIOR ENERGY SVCS COM 86815710 6,237,814 614,563 613,143 900 520 580,943 520 33,100
SUPERIOR FINANCIAL C COM 86816110 1,001,545 52,300 52,300 50,900 1,400
SUPERIOR INDS INTL I COM 86816810 24,134,591 521,829 521,829 509,129 12,700
SUPERTEX INC COM 86853210 2,710,466 153,829 153,829 147,429 6,400
SUPERVALU INC COM 86853610 109,320,643 4,456,610 4,442,190 6,420 8,000 3,973,243 52,467 430,900
SUREBEAM CORP CL A 86866R10 300,300 55,000 55,000 47,300 7,700
Page Total 1,695,936,600
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SUREWEST COMMUNICATI COM 86873310 4,887,960 92,000 92,000 83,700 8,300
SURMODICS INC COM 86887310 4,109,616 158,123 157,623 500 149,123 9,000
SUSQUEHANNA BANCSHAR COM 86909910 9,918,138 436,730 436,070 660 409,570 660 26,500
SWIFT ENERGY CO COM 87073810 4,448,769 281,746 281,746 267,546 14,200
SWIFT TRANSN CO COM 87075610 21,098,219 905,503 904,393 910 200 863,883 1,600 40,020
SWISSCOM AG SPONSORED 87101310 558,337 19,253 19,253 19,253
SYBASE INC COM 87113010 20,266,634 1,921,008 1,917,073 3,635 300 1,852,073 2,600 66,335
SYBRON DENTAL SPECIA COM 87114210 7,809,368 422,128 420,909 1,066 153 400,202 153 21,773
SYCAMORE NETWORKS IN COM 87120610 15,989,220 4,142,285 2,175,187 1,965,548 1,550 4,049,815 1,550 90,920
SYKES ENTERPRISES IN COM 87123710 2,755,676 358,392 358,392 343,892 14,500
SYLVAN LEARNING SYS COM 87139910 9,133,935 458,071 457,971 100 439,621 18,450
SYMANTEC CORP COM 87150310 77,129,829 2,347,940 2,340,430 6,910 600 2,190,940 12,100 144,900
SYMBOL TECHNOLOGIES COM 87150810 42,752,892 5,029,752 5,011,054 18,398 300 4,445,007 64,261 520,484
SYMMETRICOM INC COM 87154310 460,064 126,045 125,545 500 125,545 500
SYMYX TECHNOLOGIES COM 87155S10 4,199,803 301,710 301,570 140 288,110 13,600
SYNCOR INTL CORP DEL COM 87157J10 7,959,231 252,674 252,674 237,604 15,070
SYNGENTA AG SPONSORED 87160A10 888,166 73,040 71,711 1,329 73,040
SYNPLICITY INC COM 87160Y10 1,375,232 300,269 300,269 293,869 6,400
SYNOPSYS INC COM 87160710 47,214,156 861,415 839,308 14,352 7,755 801,559 9,155 50,701
SYNOVUS FINL CORP COM 87161C10 166,907,286 6,064,945 6,055,375 9,270 300 5,192,846 184,464 687,635
SYNTEL INC COM 87162H10 988,614 79,985 79,985 76,485 3,500
SYNTROLEUM CORP COM 87163010 704,419 244,590 244,550 40 222,090 22,500
SYPRIS SOLUTIONS INC COM 87165510 364,400 20,000 20,000 16,900 3,100
SYSCO CORP COM 87182910 539,089,840 19,804,917 16,002,084 2,319,138 1,483,695 15,609,090 1,944,772 2,251,055
SYSTEMS & COMPUTER T COM 87187310 8,191,045 606,295 606,115 100 80 583,815 80 22,400
TBC CORP COM 87218010 3,061,378 192,782 192,782 182,282 10,500
TCF FINL CORP COM 87227510 41,512,331 845,465 828,443 7,710 9,312 781,953 11,612 51,900
TC PIPELINES LP UT COM LTD 87233Q10 269,653 11,373 11,373 11,373
TECO ENERGY INC COM 87237510 77,918,420 3,148,219 3,029,685 56,537 61,997 2,764,772 94,747 288,700
TEPPCO PARTNERS L P UT LTD PAR 87238410 1,280,044 39,939 36,539 1,000 2,400 36,839 2,400 700
THQ INC COM NEW 87244340 28,483,229 955,172 953,372 1,700 100 931,572 100 23,500
TJX COS INC NEW COM 87254010 247,916,875 12,642,370 12,422,399 201,451 18,520 10,513,638 431,122 1,697,610
TRC COS INC COM 87262510 1,832,135 89,155 89,155 84,355 4,800
TRW INC COM 87264910 155,533,291 2,729,612 2,721,356 6,430 1,826 2,315,163 91,588 322,861
TMP WORLDWIDE INC COM 87294110 46,665,212 2,170,475 2,166,425 3,950 100 1,924,679 28,902 216,894
TTM TECHNOLOGIES IN COM 87305R10 744,043 141,993 141,993 132,493 9,500
TXU CORP COM 87316810 323,702,245 6,279,384 6,259,710 13,887 5,787 5,397,258 112,291 769,835
TAIWAN SEMICONDUCTOR SPONSORED 87403910 2,899,559 223,043 223,043 223,043
TAKE-TWO INTERACTIVE COM 87405410 8,334,317 404,775 403,315 1,460 384,475 20,300
TALBOTS INC COM 87416110 7,300,125 208,575 207,480 695 400 189,927 1,000 17,648
TALK AMERICA HLDGS I COM 87426R10 400,626 97,004 97,004 54,304 42,700
TALX CORP COM 87491810 3,965,920 209,173 209,173 201,883 7,290
TANDY BRANDS ACCESSO COM 87537810 10,043,476 862,027 6,739 855,288 6,739 855,288
TANGER FACTORY OUTLE COM 87546510 2,508,267 85,026 85,026 78,332 6,694
TANOX INC COM 87588Q10 3,525,533 325,534 323,434 2,100 309,534 16,000
TARGET CORP COM 87612E10 3,230,047,934 84,778,161 83,889,707 705,266 183,188 17,980,467 63,963,670 2,834,024
TASTY BAKING CO COM 87655330 835,650 61,900 6,900 55,000 6,900 55,000
TAUBMAN CTRS INC COM 87666410 7,626,296 500,085 500,085 469,051 31,034
TECH DATA CORP COM 87823710 21,617,119 571,126 568,446 2,380 300 531,292 1,500 38,334
TECHNE CORP COM 87837710 17,759,353 629,318 628,118 820 380 601,758 380 27,180
Page Total 5,244,983,880
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TECHNITROL INC COM 87855510 11,159,092 478,931 476,911 1,520 500 452,431 500 26,000
TECUMSEH PRODS CO CL A 87889520 12,049,956 227,015 226,415 500 100 215,915 100 11,000
TEJON RANCH CO DEL COM 87908010 2,256,506 69,218 69,218 66,018 3,200
TEKELEC COM 87910110 2,870,612 357,486 357,486 326,286 31,200
TEKTRONIX INC COM 87913110 36,613,224 1,956,880 1,954,690 2,090 100 1,722,390 27,108 207,382
TELECOM ITALIA SPA SPON ADR O 87927W10 2,073,945 26,555 26,555 26,555
TELEDYNE TECHNOLOGIE COM 87936010 7,576,821 365,148 364,625 509 14 344,649 299 20,200
TELEFLEX INC COM 87936910 26,906,505 470,805 469,985 620 200 446,573 1,000 23,232
TELEFONICA S A SPONSORED 87938220 11,038,245 444,195 120,480 323,715 436,868 7,327
TELEFONOS DE MEXICO SPON ADR O 87940378 13,795,234 430,026 430,026 300,441 119,861 9,724
TELEPHONE & DATA SYS COM 87943310 34,510,290 569,947 565,847 3,920 180 519,867 1,380 48,700
TELENOR ASA SPONSORED 87944W10 295,492 28,550 28,550 28,550
TELE2 AB SPON ADR R 87952P20 294,755 16,151 16,151 16,151
TELIK INC COM 87959M10 2,924,875 233,990 232,490 1,500 222,990 11,000
TELLABS INC COM 87966410 58,662,416 9,461,680 9,443,920 16,600 1,160 8,104,043 141,979 1,215,658
TELLIUM INC COM 87967E10 205,681 221,163 221,163 211,663 9,500
TELSTRA CORP LTD SPON ADR F 87969N20 211,084 15,871 15,871 15,871
TEMPLE INLAND INC COM 87986810 88,316,057 1,526,375 1,142,792 383,483 100 1,007,067 391,254 128,054
TELETECH HOLDINGS IN COM 87993910 4,239,318 444,373 444,353 20 420,273 24,100
TENET HEALTHCARE COR COM 88033G10 574,287,846 8,026,385 8,005,253 20,492 640 6,865,107 194,084 967,194
TENNANT CO COM 88034510 4,163,979 105,151 105,151 95,811 9,340
TENNECO AUTOMOTIVE I COM 88034910 1,011,351 153,235 153,215 20 129,835 23,400
TERADYNE INC COM 88077010 94,497,847 4,021,185 4,008,435 12,430 320 3,477,528 46,771 496,886
TERAYON COMMUNICATIO COM 88077510 891,823 670,544 667,944 2,600 632,544 38,000
TEREX CORP NEW COM 88077910 12,537,095 557,452 557,432 20 534,452 23,000
TERRA INDS INC COM 88091510 939,007 451,446 451,446 445,546 5,900
TERRA NETWORKS S A SPONSORED 88100W10 225,207 38,896 38,875 21 38,896
TESORO PETE CORP COM 88160910 5,067,694 653,896 637,996 3,900 12,000 608,896 12,000 33,000
TETRA TECHNOLOGIES I COM 88162F10 4,224,556 159,117 159,117 151,717 7,400
TETRA TECH INC NEW COM 88162G10 8,100,993 551,088 550,651 437 520,588 30,500
TEVA PHARMACEUTICAL ADR 88162420 11,474,807 171,830 171,830 104,818 49,004 18,008
TEXAS BIOTECHNOLOGY COM 88221T10 1,635,254 419,296 419,296 391,996 27,300
TEXAS INDS INC COM 88249110 10,069,903 319,781 319,741 40 305,281 14,500
TEXAS INSTRS INC COM 88250810 992,395,906 41,873,245 41,633,505 187,081 52,659 35,076,404 1,259,431 5,537,410
TEXAS REGL BANCSHARE CL A VTG 88267310 10,599,899 217,836 217,836 209,316 8,520
TEXTRON INC COM 88320310 156,734,828 3,341,894 3,319,194 16,709 5,991 2,912,628 52,719 376,547
THERAGENICS CORP COM 88337510 4,140,588 491,173 491,173 474,673 16,500
THERASENSE INC COM 88338110 1,205,481 65,267 65,267 51,567 13,700
THERMA-WAVE INC COM 88343A10 2,338,651 205,325 205,305 20 190,025 15,300
THERMO ELECTRON CORP COM 88355610 68,479,009 4,150,243 4,137,220 11,252 1,771 3,573,389 76,973 499,881
THOMAS & BETTS CORP COM 88431510 27,279,857 1,466,659 1,463,575 2,284 800 1,346,505 15,050 105,104
THOMAS INDS INC COM 88442510 7,023,686 243,878 243,878 228,278 15,600
THOMSON CORP COM 88490310 1,397,659 44,342 44,342 3,460 40,882
THOMSON MULTIMEDIA SPONSORED 88511810 265,723 11,380 11,380 11,380
THOR INDS INC COM 88516010 9,217,267 129,347 129,347 124,947 4,400
THORATEC CORP COM NEW 88517530 3,708,312 412,493 412,493 382,093 30,400
THORNBURG MTG INC COM 88521810 13,535,805 687,795 687,795 662,095 25,700
3COM CORP COM 88553510 16,846,183 3,828,678 3,806,713 20,605 1,360 3,287,902 102,323 438,453
3-D SYS CORP DEL COM NEW 88554D20 903,312 74,042 74,042 72,542 1,500
THREE FIVE SYS INC COM 88554L10 2,658,468 233,199 232,984 215 218,499 14,700
Page Total 2,363,858,104
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3-DIMENSIONAL PHARMA COM 88554W10 1,155,607 259,687 259,687 259,687
THREE RIVS BANCORP I COM 88562Q10 653,627 36,700 36,700 31,400 5,300
3TEC ENERGY CORP COM NEW 88575R30 2,604,930 149,451 149,351 100 140,851 100 8,500
3M CO COM 88579Y10 3,663,370,500 29,783,500 25,081,057 4,412,485 289,958 10,381,933 18,135,780 1,265,787
TIBCO SOFTWARE INC COM 88632Q10 2,914,090 524,117 522,287 1,730 100 469,522 100 54,495
TICKETMASTER CL B 88633P20 4,746,053 253,664 253,444 220 232,204 900 20,560
TIDEWATER INC COM 88642310 22,836,044 693,683 691,303 2,080 300 660,101 1,600 31,982
TIER TECHNOLOGIES IN CL B 88650Q10 1,024,650 57,500 57,500 48,600 8,900
TIFFANY & CO NEW COM 88654710 111,302,435 3,162,001 3,147,811 10,090 4,100 2,743,590 96,245 322,166
TIMBERLAND CO CL A 88710010 9,672,331 270,026 268,946 860 220 247,128 720 22,178
TIME WARNER TELECOM CL A 88731910 655,920 390,429 385,429 4,900 100 353,429 100 36,900
TIMKEN CO COM 88738910 12,717,292 569,516 564,716 4,460 340 532,086 1,440 35,990
TITAN CORP COM 88826610 18,082,810 988,672 987,932 640 100 938,572 1,800 48,300
TITAN PHARMACEUTICAL COM 88831410 382,000 114,030 109,430 4,600 114,030
TITANIUM METALS CORP COM 88833910 247,376 70,679 70,679 70,679
TIVO INC COM 88870610 600,693 161,912 161,212 700 150,512 11,400
TOLL BROTHERS INC COM 88947810 16,203,544 553,022 552,722 300 522,222 1,300 29,500
TOLLGRADE COMMUNICAT COM 88954210 3,103,761 211,572 211,572 203,972 7,600
TOMPKINSTRUSTCO INC COM 89011010 3,420,639 70,239 70,239 65,339 4,900
TOO INC COM 89033310 11,130,288 361,373 360,713 632 28 340,745 28 20,600
TOOTSIE ROLL INDS IN COM 89051610 13,039,064 338,150 336,519 1,419 212 310,329 868 26,953
TOPPS INC COM 89078610 6,064,067 602,790 602,690 100 572,990 29,800
TORCHMARK CORP COM 89102710 103,235,385 2,702,497 2,681,647 14,050 6,800 2,372,980 46,853 282,664
TORO CO COM 89109210 9,440,782 166,094 165,794 300 154,194 11,900
TORONTO DOMINION BK COM NEW 89116050 1,094,606 46,579 46,579 46,579
TOTAL FINA ELF S A SPONSORED 89151E10 23,021,874 284,572 183,869 100,703 282,572 2,000
TOUCH AMERICA HLDGS COM 89153910 6,810,320 2,476,480 1,117,424 1,359,056 1,057,522 1,354,258 64,700
TOWER AUTOMOTIVE INC COM 89170710 10,827,362 776,155 776,155 738,055 38,100
TOTAL SYS SVCS INC COM 89190610 7,768,417 412,994 412,444 550 368,180 1,300 43,514
TOWN & CTRY TR SH BEN INT 89208110 9,499,100 424,067 359,507 64,560 408,631 15,436
TOYOTA MOTOR CORP SP ADR REP 89233130 9,256,185 174,645 86,015 88,630 172,885 1,760
TOYS R US INC COM 89233510 79,236,966 4,535,602 4,525,057 10,405 140 3,880,848 53,617 601,137
TPG N V SPONSORED 89233910 349,034 15,444 15,444 15,444
TRACTOR SUPPLY CO COM 89235610 1,532,532 21,588 21,588 17,288 4,300
TRAMMELL CROW CO COM 89288R10 3,806,173 263,403 263,323 80 245,603 17,800
TRANS WORLD ENTMT CO COM 89336Q10 1,724,374 295,776 295,676 100 285,476 10,300
TRANSACTION SYS ARCH CL A 89341610 5,723,791 486,717 486,537 80 100 462,817 100 23,800
TRANSALTA CORP COM 89346D10 2,250,876 168,605 168,605 129,159 39,446
TRANSATLANTIC HLDGS COM 89352110 17,517,520 218,969 218,216 753 198,589 450 19,930
TRANSCANADA PIPELINE COM 89352610 337,821 22,051 22,051 22,051
TRANSCONTINENTAL RLT COM NEW 89361720 215,601 10,878 10,878 10,878
TRANSKARYOTIC THERAP COM 89373510 12,232,377 339,317 338,617 700 320,017 19,300
TRANSMETA CORP DEL COM 89376R10 1,463,768 622,880 622,230 650 565,380 57,500
TRANSMONTAIGNE INC COM 89393410 1,016,938 168,089 164,589 3,500 159,909 8,180
TRANSWITCH CORP COM 89406510 237,482 371,066 370,866 100 100 370,966 100
TRAVELERS PPTY CAS C CL A 89420G10 38,728,148 2,188,031 746,088 1,441,943 568,888 1,448,143 171,000
TREDEGAR CORP COM 89465010 5,487,242 227,215 227,215 211,115 16,100
TREMONT CORP COM PAR $1 89474520 313,317 10,514 10,514 10,514
TREND MICRO INC SPONS ADR 89486M20 513,045 18,697 18,697 18,697
TREX INC COM 89531P10 2,660,993 84,745 84,745 77,045 7,700
Page Total 4,262,229,750
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TRI CONTL CORP COM 89543610 897,478 55,744 55,744 15,628 40,116
TRIAD HOSPITALS INC COM 89579K10 29,955,667 706,835 704,832 1,788 215 655,510 1,915 49,410
TRIANGLE PHARMACEUTI COM 89589H10 1,359,804 501,773 491,773 5,000 5,000 471,873 5,000 24,900
TRIAD GTY INC COM 89592510 3,443,701 79,111 79,111 74,811 4,300
TRIARC COS INC CL A 89592710 3,851,828 139,559 139,059 500 129,459 500 9,600
TRIBUNE CO NEW COM 89604710 270,734,256 6,223,776 6,068,135 81,964 73,677 5,278,596 151,707 793,473
TRICO BANCSHARES COM 89609510 953,280 36,000 36,000 32,900 3,100
TRICO MARINE SERVICE COM 89610610 1,885,542 277,694 277,634 60 259,994 17,700
TRIGON HEALTHCARE IN COM 89618L10 41,186,202 409,487 408,117 1,270 100 376,747 900 31,840
TRIKON TECHNOLOGIES COM NEW 89618740 740,245 82,341 82,341 79,941 2,400
TRIMBLE NAVIGATION L COM 89623910 5,937,833 383,086 382,826 260 367,386 15,700
TRIMERIS INC COM 89626310 8,813,767 198,553 197,893 660 189,853 8,700
TRINITY INDS INC COM 89652210 28,451,895 1,373,161 1,372,361 500 300 1,348,461 300 24,400
TRIQUINT SEMICONDUCT COM 89674K10 14,022,919 2,187,663 2,183,086 2,562 2,015 2,103,669 2,015 81,979
TRITON PCS HLDGS INC CL A 89677M10 1,121,948 287,679 286,179 1,400 100 264,679 100 22,900
TRIUMPH GROUP INC NE COM 89681810 10,977,442 246,131 246,131 237,231 8,900
TRIZEC PROPERTIES IN COM 89687P10 9,633,011 571,353 571,353 475,563 2,100 93,690
TRIZETTO GROUP INC COM 89688210 2,225,436 260,285 260,245 40 245,885 14,400
TRIPOS INC COM 89692810 489,061 22,434 22,434 17,934 4,500
TRIPATH IMAGING INC COM 89694210 894,311 204,648 204,648 190,348 14,300
TROPICAL SPORTSWEAR COM 89708P10 933,400 42,064 42,064 41,164 900
TROVER SOLUTIONS INC COM 89724910 2,365,540 400,939 400,939 400,939
TROY FINL CORP COM 89732910 1,532,722 50,921 50,921 45,726 5,195
TRUST CO NJ JERSEY C COM 89830410 6,826,990 265,652 206,088 59,564 196,288 59,564 9,800
TRUSTCO BK CORP N Y COM 89834910 10,519,010 798,710 798,595 115 747,365 51,345
TRUSTMARK CORP COM 89840210 8,771,391 343,303 339,553 3,750 311,201 1,000 31,102
TUBOS DE ACERO DE ME ADR NEW 89859250 506,708 55,077 55,077 25,580 18,796 10,701
TUESDAY MORNING CORP COM NEW 89903550 2,158,546 116,301 116,301 113,601 2,700
TULARIK INC COM 89916510 2,298,698 250,676 250,596 80 226,896 80 23,700
TUPPERWARE CORP COM 89989610 28,167,643 1,354,865 1,353,115 1,750 1,172,505 42,100 140,260
TURNSTONE SYSTEMS IN COM 90042310 1,309,370 302,395 302,095 300 283,895 18,500
TWEETER HOME ENTMT G COM 90116710 3,608,983 220,868 220,448 420 208,968 11,900
21ST CENTY INS GROUP COM 90130N10 4,766,093 250,847 250,547 300 227,609 1,000 22,238
II VI INC COM 90210410 1,527,956 103,450 103,450 97,150 6,300
TYCO INTL LTD NEW COM 90212410 527,709,340 39,060,647 39,053,409 7,238 34,270,341 585,643 4,204,663
TYLER TECHNOLOGIES I COM 90225210 751,317 141,225 141,225 134,625 6,600
TYSON FOODS INC CL A 90249410 48,249,795 3,110,883 3,102,554 7,263 1,066 2,866,783 18,154 225,946
UAL CORP COM PAR $0 90254950 5,203,495 454,851 448,358 6,493 404,238 2,223 48,390
UCBH HOLDINGS INC COM 90262T30 10,152,965 267,113 262,613 4,500 249,413 17,700
UGI CORP NEW COM 90268110 16,125,132 504,857 503,657 1,200 486,857 18,000
UICI COM 90273710 13,626,314 674,570 674,450 120 646,050 120 28,400
UIL HLDG CORP COM 90274810 11,938,775 219,221 218,421 700 100 210,821 100 8,300
UMB FINL CORP COM 90278810 11,046,602 235,686 231,381 4,200 105 224,241 105 11,340
U S B HLDG INC COM 90291010 2,739,820 133,001 133,001 126,181 6,820
UST INC COM 90291110 112,431,608 3,306,812 3,290,237 11,495 5,080 3,083,757 99,898 123,157
U S RESTAURANT PPTYS COM 90297110 2,014,282 121,562 121,562 110,462 11,100
US BANCORP DEL COM NEW 90297330 1,130,465,709 48,413,949 47,812,320 518,109 83,520 41,367,943 718,225 6,327,781
USA INTERACTIVE COM 90298410 27,034,144 1,152,842 1,134,869 17,814 159 1,031,722 4,259 116,861
URS CORP NEW COM 90323610 4,638,760 165,670 165,670 157,370 8,300
U S G CORP COM NEW 90329340 3,489,736 488,075 487,975 100 458,975 29,100
Page Total 2,440,486,470
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USEC INC COM 90333E10 8,112,209 921,842 921,842 863,642 58,200
U S CONCRETE INC COM 90333L10 973,719 148,207 148,207 145,207 3,000
U S PHYSICAL THERAPY COM 90337L10 851,293 41,915 41,915 36,115 5,800
U S XPRESS ENTERPRIS CL A 90338N10 396,970 30,280 30,280 28,080 2,200
US UNWIRED INC COM 90338R10 1,912,968 683,203 567,198 116,005 664,203 19,000
US ONCOLOGY INC COM 90338W10 12,945,469 1,554,078 1,552,678 1,300 100 1,507,778 100 46,200
ULTICOM INC COM 90384410 951,647 140,361 140,361 134,661 5,700
ULTIMATE ELECTRS INC COM 90384910 3,201,724 123,571 123,571 117,271 6,300
ULTRA PETE CORP COM 90391410 399,234 52,600 52,600 52,600
ULTRATECH STEPPER IN COM 90403410 6,774,867 418,460 418,420 40 404,060 14,400
UMPQUA HLDGS CORP COM 90421410 3,615,833 195,662 195,662 184,762 10,900
UNIFI INC COM 90467710 8,041,703 737,771 737,751 20 699,971 37,800
UNIFIRST CORP MASS COM 90470810 3,010,573 118,995 118,995 116,895 2,100
UNILAB CORP NEW COM NEW 90476320 1,317,924 48,117 48,117 45,817 2,300
UNILEVER PLC SPON ADR N 90476770 5,452,582 149,304 47,161 102,143 149,104 200
UNILEVER N V N Y SHS NE 90478470 594,536,824 9,174,951 9,160,874 14,077 8,046,808 416,017 712,126
UNION ACCEP CORP COM 90483210 476,736 114,600 114,600 114,600
UNION BANKSHARES COR COM 90539910 1,308,285 49,500 49,500 44,800 4,700
UNION PAC CORP COM 90781810 353,648,253 5,588,626 5,485,877 40,418 62,331 4,767,447 139,809 681,370
UNION PLANTERS CORP COM 90806810 141,656,978 4,376,181 4,366,496 9,235 450 3,840,520 62,083 473,578
UNIONBANCAL CORP COM 90890610 22,988,639 490,686 489,566 1,120 455,764 1,200 33,722
UNISOURCE ENERGY COR COM 90920510 14,414,795 774,989 774,649 100 240 752,649 240 22,100
UNISYS CORP COM 90921410 67,543,425 7,504,825 7,489,515 14,235 1,075 6,538,898 80,193 885,734
UNIT CORP COM 90921810 7,443,549 429,023 428,565 458 406,065 458 22,500
UNITED AUTO GROUP IN COM 90944010 2,263,950 108,323 108,263 60 97,823 10,500
UNITED CMNTY FINL CO COM 90983910 3,024,889 323,172 323,172 295,272 27,900
UNITED CMNTY BKS BLA CAP STK 90984P10 1,519,506 51,300 51,300 41,000 10,300
UNITED BANKSHARES IN COM 90990710 14,430,163 491,156 490,556 600 465,656 600 24,900
UNITED DEFENSE INDS COM 91018B10 1,394,559 60,633 60,633 47,533 13,100
UNITED DOMINION REAL COM 91019710 31,245,716 1,983,855 1,874,665 109,190 1,891,429 2,500 89,926
UNITED FIRE & CAS CO COM 91033110 3,159,881 83,639 75,702 7,937 79,139 4,500
UNITED INDL CORP COM 91067110 3,680,304 168,435 168,435 160,635 7,800
UNITED MICROELECTRON SPONSORED 91087320 884,212 120,301 120,301 120,301
UNITED NATL BANCORP COM 91090910 3,699,320 160,840 160,840 148,340 12,500
UNITED NAT FOODS INC COM 91116310 3,892,239 199,602 198,902 700 182,202 17,400
UNITED ONLINE INC COM 91126810 1,276,115 106,166 106,166 92,806 13,360
UNITED PARCEL SERVIC CL B 91131210 180,425,225 2,921,866 2,707,502 182,921 31,443 2,154,422 40,693 726,751
UNITED RENTALS INC COM 91136310 12,958,138 594,410 592,069 2,201 140 560,130 1,040 33,240
UNITED STATES CELLUL COM 91168410 5,165,077 202,950 199,650 2,900 400 192,580 1,200 9,170
US AIRWAYS GROUP INC COM 91190510 1,888,820 510,492 508,942 1,450 100 471,529 100 38,863
U S INDS INC NEW COM 91208010 2,805,840 813,287 813,247 40 760,907 52,380
UNITED STATES STL CO COM 91290910 40,819,113 2,052,243 2,036,862 15,281 100 1,857,134 17,700 177,409
UNITED STATIONERS IN COM 91300410 19,093,632 628,080 625,215 2,765 100 606,876 100 21,104
UNITED SURGICAL PART COM 91301630 1,504,605 48,567 48,567 39,067 9,500
UNITED TECHNOLOGIES COM 91301710 958,005,988 14,109,072 13,902,802 125,244 81,026 12,458,673 249,397 1,401,002
UNITED THERAPEUTICS COM 91307C10 1,607,418 130,050 130,050 120,550 9,500
UNITED UTILS PLC SPONSORED 91311Q10 245,734 13,071 13,071 13,071
UNITEDHEALTH GROUP I COM 91324P10 689,337,351 7,529,627 7,505,231 21,756 2,640 6,445,945 183,044 900,638
UNITEDGLOBALCOM CL A 91324750 2,114,433 768,885 768,785 100 720,485 100 48,300
UNITIL CORP COM 91325910 2,882,404 96,466 94,400 800 1,266 94,000 1,266 1,200
Page Total 3,251,300,831
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UNITRIN INC COM 91327510 21,981,380 614,520 612,720 600 1,200 561,572 2,300 50,648
UNIVERSAL AMERN FINL COM 91337710 3,213,474 488,370 488,370 463,470 24,900
UNIVERSAL COMPRESSIO COM 91343110 3,233,780 134,797 134,297 500 124,497 10,300
UNIVERSAL CORP VA COM 91345610 18,112,440 493,527 492,377 1,150 493,127 400
UNIVERSAL DISPLAY CO COM 91347P10 1,380,522 166,328 166,328 157,528 8,800
UNIVERSAL ELECTRS IN COM 91348310 3,895,105 260,368 260,168 200 251,668 8,700
UNIVERSAL FST PRODS COM 91354310 4,465,163 190,656 190,396 260 183,956 6,700
UNIVERSAL HEALTH RLT SH BEN INT 91359E10 2,968,574 112,446 112,346 100 106,846 5,600
UNIVERSAL HLTH SVCS CL B 91390310 25,921,588 529,012 527,252 1,640 120 494,096 1,220 33,696
UNIVISION COMMUNICAT CL A 91490610 172,544,695 5,495,054 5,128,637 319,796 46,621 4,869,796 187,485 437,773
UNIZAN FINANCIAL COR COM 91528W10 4,201,926 196,260 196,260 182,638 13,622
UNOCAL CORP COM 91528910 207,526,112 5,617,924 5,554,171 21,817 41,936 4,859,080 98,607 660,237
UNOVA INC COM 91529B10 3,351,072 516,344 513,784 2,560 488,744 27,600
UNUMPROVIDENT CORP COM 91529Y10 140,781,765 5,531,700 5,499,708 24,032 7,960 4,729,431 83,674 718,595
UPM KYMMENE CORP SPONSORED 91543610 729,178 18,493 18,493 18,493
USFREIGHTWAYS CORP COM 91690610 15,977,542 421,905 421,785 20 100 403,805 100 18,000
URBAN OUTFITTERS INC COM 91704710 3,123,550 89,964 89,964 85,364 4,600
UROLOGIX INC COM 91727310 1,416,275 110,733 110,733 104,033 6,700
UTSTARCOM INC COM 91807610 7,389,037 366,338 364,167 2,050 121 324,263 1,021 41,054
VCA ANTECH INC COM 91819410 977,681 62,833 62,833 51,733 11,100
V F CORP COM 91820410 118,531,085 3,022,981 3,013,986 5,595 3,400 2,663,465 33,825 325,691
VIB CORP COM 91823H10 827,657 63,617 63,617 61,351 2,266
VAIL RESORTS INC COM 91879Q10 2,264,467 132,425 132,425 127,525 4,900
VALASSIS COMMUNICATI COM 91886610 18,703,585 512,427 510,687 1,540 200 474,951 1,400 36,076
VALHI INC NEW COM 91890510 1,979,945 126,676 126,436 240 113,676 13,000
VALENCE TECHNOLOGY I COM 91891410 379,379 274,913 267,303 5,850 1,760 273,153 1,760
VALENTIS INC COM 91913E10 231,352 172,651 172,651 172,651
VALERO ENERGY CORP N COM 91913Y10 46,319,261 1,237,821 1,234,323 3,169 329 1,157,930 2,983 76,908
VALLEY NATL BANCORP COM 91979410 18,274,913 657,371 652,408 4,857 106 589,742 2,324 65,305
VALMONT INDS INC COM 92025310 3,226,675 158,715 158,715 148,115 10,600
VALSPAR CORP COM 92035510 22,694,180 502,751 501,391 860 500 468,011 1,600 33,140
VALUE CITY DEPT STOR COM 92038710 317,525 113,402 113,402 113,402
VALUE LINE INC COM 92043710 1,296,376 31,519 31,519 28,219 3,300
VALUECLICK INC COM 92046N10 1,571,698 485,092 485,092 442,492 42,600
VALUEVISION INTL INC CL A 92047K10 6,739,585 371,327 370,947 380 356,827 14,500
VANS INC COM 92193010 2,761,952 340,100 340,100 332,300 7,800
VARCO INTL INC DEL COM 92212210 16,357,190 932,565 865,035 67,470 60 876,867 1,760 53,938
VARIAN MED SYS INC COM 92220P10 29,395,830 724,928 721,728 1,840 1,360 672,748 2,860 49,320
VARIAN INC COM 92220610 14,437,404 438,161 437,861 300 416,061 22,100
VARIAN SEMICONDUCTOR COM 92220710 28,233,797 832,119 829,879 1,640 600 806,899 600 24,620
VASOMEDICAL INC COM 92232110 600,044 226,432 222,732 3,700 222,732 3,700
VASTERA INC COM 92239N10 879,931 200,440 200,440 189,140 11,300
VECTREN CORP COM 92240G10 16,843,806 671,068 667,664 3,404 624,036 1,600 45,432
VECTOR GROUP LTD COM 92240M10 4,049,584 230,090 214,337 15,753 229,990 100
VEECO INSTRS INC DEL COM 92241710 7,604,946 329,076 328,471 385 220 313,506 220 15,350
VELCRO INDS N V COM 92257110 835,458 85,164 85,164 85,164
VENTAS INC COM 92276F10 8,079,114 633,656 633,536 120 596,056 37,600
VENTANA MED SYS INC COM 92276H10 3,027,497 137,927 137,927 129,527 8,400
VERITY INC COM 92343C10 5,738,997 517,493 517,293 200 498,293 19,200
VERISIGN INC COM 92343E10 15,167,729 2,109,559 2,104,526 4,400 633 1,714,992 6,133 388,434
Page Total 1,040,561,821
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VERITAS DGC INC COM 92343P10 11,016,180 874,300 874,275 25 855,700 18,600
VERIZON COMMUNICATIO COM 92343V10 2,659,840,778 66,247,591 64,597,417 1,056,904 593,270 56,252,170 1,464,422 8,530,999
VERINT SYS INC COM 92343X10 264,349 23,400 23,400 23,400
VERITAS SOFTWARE CO COM 92343610 186,722,330 9,435,186 9,398,780 32,709 3,697 8,183,983 117,399 1,133,804
VERSICOR INC COM 92531410 2,137,447 158,918 158,818 100 145,618 100 13,200
VERTEX PHARMACEUTICA COM 92532F10 11,663,171 716,411 708,241 6,970 1,200 664,157 3,400 48,854
VESTA INS GROUP INC COM 92539110 1,409,489 329,320 329,320 314,120 15,200
VIAD CORP COM 92552R10 25,073,984 964,384 949,644 1,540 13,200 865,893 15,100 83,391
VIASAT INC COM 92552V10 2,119,327 251,403 251,363 40 239,803 11,600
VIACOM INC CL A 92552410 1,364,699 30,695 29,595 900 200 6,696 200 23,799
VIACOM INC CL B 92552430 1,678,639,073 37,832,749 37,598,866 210,908 22,975 32,402,403 585,175 4,845,171
VIANT CORP COM 92553N10 345,079 282,852 282,852 282,852
VIASYS HEALTHCARE IN COM NEW 92553Q20 3,251,196 186,315 184,726 1,331 258 169,464 352 16,499
VICAL INC COM 92560210 870,825 164,929 164,829 100 151,129 13,800
VICOR CORP COM 92581510 1,928,121 275,840 275,520 200 120 263,320 120 12,400
VIEWPOINT CORP COM 92672P10 2,023,045 419,719 419,719 396,019 23,700
VIGNETTE CORP COM 92673410 3,560,676 1,807,450 1,764,700 42,590 160 1,649,590 960 156,900
VINTAGE PETE INC COM 92746010 10,661,055 895,887 895,887 864,687 31,200
VIRAGE LOGIC CORP COM 92763R10 1,527,923 117,352 117,352 115,552 1,800
VIRCO MFG CO COM 92765110 1,741,474 132,937 132,937 130,437 2,500
VIRGINIA FINL CORP COM 92781010 1,308,048 40,800 40,800 36,300 4,500
VISHAY INTERTECHNOLO COM 92829810 32,885,754 1,494,807 1,488,701 4,812 1,294 1,385,011 4,494 105,302
VISTA BANCORP INC COM 92830R10 1,186,680 44,000 44,000 43,100 900
VISTEON CORP COM 92839U10 41,580,866 2,928,230 2,917,982 8,643 1,605 2,544,950 32,369 350,911
VISX INC DEL COM 92844S10 7,854,986 720,641 717,031 3,410 200 686,741 200 33,700
VITAL SIGNS INC COM 92846910 5,185,392 143,441 143,341 100 139,741 3,700
VITALWORKS INC COM 92848310 887,289 108,206 108,206 86,106 22,100
VITRIA TECHNOLOGY COM 92849Q10 754,536 785,976 785,876 100 744,676 41,300
VITESSE SEMICONDUCTO COM 92849710 13,287,779 4,272,598 4,264,524 7,270 804 3,741,507 44,504 486,587
VIVENDI UNIVERSAL SPON ADR N 92851S20 1,222,855 56,877 56,877 49,914 6,963
VIVUS INC COM 92855110 891,304 131,655 131,655 111,255 20,400
VODAFONE GROUP PLC N SPONSORED 92857W10 16,545,492 1,212,124 508,603 703,521 1,178,414 33,710
VOLT INFORMATION SCI COM 92870310 3,533,049 144,265 144,265 139,065 5,200
VOLVO AKTIEBOLAGET ADR B 92885640 399,598 19,617 19,137 480 19,617
WMC LTD SPONSORED 92894710 247,059 11,999 11,999 11,999
VORNADO RLTY TR SH BEN INT 92904210 52,211,913 1,130,128 1,059,908 70,220 1,058,863 1,800 69,465
VOTORANTIM CELULOSE SPONSORED 92906P10 841,862 44,543 44,543 24,367 16,314 3,862
VULCAN MATLS CO COM 92916010 107,504,997 2,454,452 2,451,852 2,600 2,162,131 26,316 266,005
WFS FINL INC COM 92923B10 4,313,868 157,383 157,383 150,683 6,700
WCI CMNTYS INC COM 92923C10 1,673,310 57,800 57,500 300 53,500 4,300
WD-40 CO COM 92923610 4,932,618 177,688 177,288 400 167,488 400 9,800
WGL HLDGS INC COM 92924F10 20,442,429 789,283 785,208 3,755 320 744,303 320 44,660
W-H ENERGY SVCS INC COM 92925E10 5,048,025 227,799 227,799 216,399 11,400
W HLDG CO INC COM 92925110 7,572,809 312,926 312,806 120 296,426 16,500
WMS INDS INC COM 92929710 4,106,408 335,217 335,217 323,017 12,200
W P CAREY & CO LLC COM 92930Y10 682,875 30,350 28,201 2,149 28,201 2,149
WPP GROUP PLC SPON ADR N 92930930 13,043,656 295,902 137,529 158,373 292,984 2,918
WPS RESOURCES CORP COM 92931B10 100,237,037 2,454,985 450,155 2,004,710 120 431,675 2,003,610 19,700
WSFS FINL CORP COM 92932810 2,904,812 112,285 112,285 105,685 6,600
WABASH NATL CORP COM 92956610 3,236,440 323,644 323,644 309,944 13,700
Page Total 5,062,683,967
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WABTEC CORP COM 92974010 4,212,314 295,601 295,601 274,901 20,700
WACKENHUT CORRECTION COM 92979810 1,348,397 92,356 92,356 90,656 1,700
WACHOVIA CORP 2ND NE COM 92990310 1,241,814,503 32,525,262 32,035,487 354,306 135,469 27,714,530 586,014 4,224,718
WADDELL & REED FINL CL A 93005910 18,621,812 812,470 807,764 1,430 3,276 759,060 4,976 48,434
WAL MART STORES INC COM 93114210 5,319,603,094 96,702,474 93,421,282 2,158,951 1,122,241 82,502,883 4,157,120 10,042,471
WALGREEN CO COM 93142210 959,016,057 24,825,681 23,069,784 1,169,200 586,697 20,289,547 1,321,255 3,214,879
WALLACE COMPUTER SER COM 93227010 14,643,284 681,083 680,983 100 653,283 27,800
WALTER INDS INC COM 93317Q10 4,401,721 329,717 327,817 1,900 309,517 20,200
WARWICK CMNTY BANCOR COM 93655910 615,820 20,500 20,500 18,200 2,300
WASHINGTON FED INC COM 93882410 21,511,719 851,612 846,452 760 4,400 802,647 5,900 43,065
WASHINGTON MUT INC COM 93932210 883,083,068 23,796,364 23,711,146 80,309 4,909 20,291,857 352,676 3,151,831
WASHINGTON POST CO CL B 93964010 41,511,015 76,167 66,823 2,533 6,811 63,910 6,911 5,346
WASHINGTON REAL ESTA SH BEN INT 93965310 16,328,239 564,991 564,771 220 532,727 32,264
WASHINGTON TR BANCOR COM 94061010 3,124,853 131,906 131,906 123,506 8,400
WASTE CONNECTIONS IN COM 94105310 9,701,613 310,551 310,451 100 293,331 100 17,120
WASTE MGMT INC DEL COM 94106L10 462,250,998 17,744,760 13,762,829 3,979,616 2,315 11,963,087 4,074,287 1,707,386
WATCHGUARD TECHNOLOG COM 94110510 1,158,288 225,348 225,348 217,548 7,800
WATER PIK TECHNOLOGI COM 94113U10 1,524,618 121,872 116,757 5,115 115,172 100 6,600
WATERS CORP COM 94184810 81,295,145 3,044,762 3,038,892 5,770 100 2,595,756 91,750 357,256
WATSCO INC COM 94262220 6,457,379 353,829 353,829 341,129 12,700
WATSON PHARMACEUTICA COM 94268310 80,538,977 3,187,138 3,179,418 6,520 1,200 2,949,143 20,728 217,267
WATSON WYATT & CO HL CL A 94271210 3,093,838 127,739 127,739 115,339 12,400
WATTS INDS INC CL A 94274910 6,103,537 307,483 307,483 291,983 15,500
WAUSAU-MOSINEE PAPER COM 94331510 9,657,797 801,477 801,077 400 778,977 22,500
WAVE SYSTEMS CORP CL A 94352610 201,997 137,413 134,213 3,200 137,413
WAYPOINT FINL CORP COM 94675610 7,473,828 382,293 382,293 358,893 23,400
WEATHERFORD INTL INC COM 94707410 946,771 21,916 5,146 15,045 1,725 17,945 1,725 2,246
WEBEX INC COM 94767L10 3,246,843 204,204 204,204 193,604 10,600
WEBMETHODS INC COM 94768C10 3,237,696 327,040 326,640 400 298,640 28,400
WEBSENSE INC COM 94768410 11,835,995 462,886 462,886 449,586 13,300
WEBMD CORP COM 94769M10 12,422,730 2,206,524 2,195,824 10,500 200 2,007,808 5,400 193,316
WEBSTER FINL CORP CO COM 94789010 20,710,936 541,604 533,411 7,939 254 497,019 7,154 37,431
WEIGHT WATCHERS INTL COM 94862610 5,794,027 133,380 133,380 116,380 600 16,400
WEINGARTEN RLTY INVS SH BEN INT 94874110 22,558,331 637,241 637,241 595,789 1,100 40,352
WEIS MKTS INC COM 94884910 7,691,076 209,281 209,021 260 201,381 7,900
WELLMAN INC COM 94970210 6,047,989 361,074 361,074 335,174 25,900
WELLPOINT HEALTH NET COM 94973H10 303,095,238 3,895,325 3,886,613 8,512 200 3,414,914 33,938 446,473
WELLS FARGO & CO NEW COM 94974610 2,059,267,909 41,135,995 39,483,474 1,102,364 550,157 34,685,919 1,120,496 5,329,580
WELLSFORD REAL PPTYS COM NEW 95024020 1,289,009 62,271 62,271 58,971 3,300
WENDYS INTL INC COM 95059010 91,517,908 2,297,713 2,290,918 6,795 2,006,619 41,029 250,065
WERNER ENTERPRISES I COM 95075510 12,119,082 568,704 568,078 26 600 540,429 600 27,675
WESBANCO INC COM 95081010 7,598,248 320,466 317,066 3,400 307,166 13,300
WESCO FINL CORP COM 95081710 5,111,215 16,947 16,227 20 700 13,047 800 3,100
WESCO INTL INC COM 95082P10 1,384,966 219,836 219,696 140 207,636 12,200
WEST COAST BANCORP O COM 95214510 2,174,620 126,800 126,800 116,700 10,100
WEST CORP COM 95235510 5,797,015 262,784 262,784 250,530 600 11,654
WEST MARINE INC COM 95423510 612,390 47,993 47,493 500 41,093 500 6,400
WEST PHARMACEUTICAL COM 95530610 10,139,894 315,983 315,963 20 309,283 6,700
WESTAMERICA BANCORPO COM 95709010 17,191,282 438,777 438,727 50 414,177 800 23,800
WESTCORP INC COM 95790710 4,869,723 152,417 152,417 144,785 7,632
Page Total 1 1,815,954,804
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WESTERN DIGITAL CORP COM 95810210 9,693,388 2,982,581 2,979,181 3,400 2,872,421 110,160
WESTERN GAS RES INC COM 95825910 13,209,979 353,208 353,208 339,208 14,000
WESTERN WIRELESS COR CL A 95988E20 1,311,436 409,824 409,624 100 100 371,124 100 38,600
WESTPAC BKG CORP SPONSORED 96121430 951,164 20,997 20,997 20,997
WESTPOINT STEVENS IN COM 96123810 16,212,591 4,189,300 300,271 3,889,029 279,351 3,889,029 20,920
WESTPORT RES CORP NE COM 96141810 5,710,447 348,198 348,198 337,637 10,561
WESTWOOD ONE INC COM 96181510 51,004,701 1,526,173 1,518,893 6,980 300 1,472,973 1,900 51,300
WET SEAL INC CL A 96184010 7,833,931 322,384 322,384 304,859 17,525
WEYERHAEUSER CO COM 96216610 322,476,915 5,050,539 5,022,194 15,785 12,560 4,391,817 70,269 588,453
WHIRLPOOL CORP COM 96332010 110,450,099 1,689,873 1,684,523 4,950 400 1,436,287 20,152 233,434
WHITE ELECTR DESIGNS COM 96380110 209,206 27,820 27,820 17,020 10,800
WHITEHALL JEWELLERS COM 96506310 1,071,820 51,654 51,614 40 44,754 6,900
WHITNEY HLDG CORP COM 96661210 12,876,586 418,887 418,887 391,237 900 26,750
WHOLE FOODS MKT INC COM 96683710 30,184,852 625,982 620,338 5,304 340 568,008 1,540 56,434
WILD OATS MARKETS IN COM 96808B10 3,038,987 188,757 188,587 170 169,807 18,950
WILEY JOHN & SONS IN CL A 96822320 83,657,371 3,488,631 486,907 260,920 2,740,804 712,867 2,741,904 33,860
WILEY JOHN & SONS IN CL B 96822330 30,910,992 1,287,958 4,000 1,283,958 4,000 1,283,958
WILLIAMS COS INC DEL COM 96945710 70,138,263 11,709,226 11,671,530 34,431 3,265 10,041,994 129,790 1,537,442
WILLIAMS ENERGY PART COM UNIT R 96949110 375,200 11,200 11,200 11,200
WILLIAMS SONOMA INC COM 96990410 31,702,501 1,034,002 1,028,382 5,340 280 971,398 2,280 60,324
WILLOW GROVE BANCORP COM 97111W10 320,416 27,316 27,316 25,016 2,300
WILMINGTON TRUST COR COM 97180710 18,102,573 593,527 583,787 5,140 4,600 542,027 6,800 44,700
WILSON GREATBATCH TE COM 97223210 2,828,178 110,996 110,896 100 97,996 13,000
WILSONS THE LEATHER COM 97246310 1,696,240 121,160 121,120 40 114,860 6,300
WIND RIVER SYSTEMS I COM 97314910 3,395,597 677,764 669,364 8,300 100 637,664 100 40,000
WINN DIXIE STORES IN COM 97428010 46,354,620 2,973,356 2,965,596 7,660 100 2,585,326 37,965 350,065
WINNEBAGO INDS INC COM 97463710 9,920,020 225,455 225,355 100 218,055 7,400
WINSTON HOTELS INC COM 97563A10 2,989,448 306,296 306,296 291,253 15,043
WINTRUST FINANCIAL C COM 97650W10 4,439,029 128,407 128,407 121,207 7,200
WIPRO LTD SPON ADR 1 97651M10 331,138 11,049 11,049 11,049
WIRELESS FACILITIES COM 97653A10 1,386,249 282,908 280,028 2,880 273,508 9,400
WISCONSIN ENERGY COR COM 97665710 30,195,527 1,194,916 1,169,851 4,230 20,835 1,058,383 23,335 113,198
WITNESS SYS INC COM 97742410 734,885 99,578 98,303 1,275 92,378 7,200
WOLVERINE WORLD WIDE COM 97809710 18,620,685 1,067,088 1,061,238 5,850 1,038,388 28,700
WOMEN FIRST HEALTHCA COM 97815010 653,281 83,754 83,754 74,154 9,600
WOODHEAD INDS INC COM 97943810 2,811,148 164,011 164,011 156,811 7,200
WOODWARD GOVERNOR CO COM 98074510 8,978,199 151,864 151,844 20 145,564 6,300
WORLD ACCEP CORP DEL COM 98141910 1,001,834 119,266 119,266 112,066 7,200
WORLD FUEL SVCS CORP COM 98147510 2,063,971 84,589 84,589 78,789 5,800
WORLD WRESTLING ENTM CL A 98156Q10 2,006,945 137,462 137,462 129,262 8,200
WORLDCOM INC GA NEW WRLDCOM GP 98157D10 22,528,997 27,143,370 26,833,056 271,275 39,039 22,204,565 107,131 4,831,674
WORLDCOM INC GA NEW MCI GROUP 98157D30 1,643,382 978,204 975,563 1,964 677 812,419 5,266 160,519
WORTHINGTON INDS INC COM 98181110 38,230,258 2,112,169 2,093,984 8,985 9,200 1,916,630 31,200 164,339
WRIGHT MED GROUP INC COM 98235T10 1,136,358 56,367 56,367 46,667 9,700
WRIGLEY WM JR CO COM 98252610 246,777,587 4,458,493 4,439,509 13,984 5,000 3,847,794 161,560 449,139
WYETH COM 98302410 1,601,713,868 31,283,474 29,716,367 894,625 672,482 26,025,077 1,426,392 3,832,005
WYNDHAM INTL INC CL A 98310110 1,589,606 1,370,350 1,353,350 17,000 1,275,750 94,600
XM SATELLITE RADIO H CL A 98375910 2,417,309 333,422 332,922 500 299,722 33,700
XTO ENERGY CORP COM 98385X10 34,180,117 1,659,229 1,656,829 2,100 300 1,569,115 3,000 87,114
X-RITE INC COM 98385710 1,045,215 122,822 122,822 112,122 10,700
Page Total 2,913,113,109
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Investment Discretion Voting Authority
Name of Title of Cusip Fair Market Shares Sole Shared as Shared Sole Shared None
Issuer Class Number Value Prin Amt Defined Other
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XCEL ENERGY INC COM 98389B10 144,010,278 8,587,375 8,548,162 27,032 12,181 7,638,339 131,767 817,269
XILINX INC COM 98391910 182,193,103 8,122,742 8,077,996 30,946 13,800 6,818,364 233,965 1,070,413
XEROX CORP COM 98412110 307,286,745 44,087,051 16,408,601 27,677,150 1,300 14,093,371 27,827,331 2,166,349
YAHOO INC COM 98433210 185,533,775 12,570,039 12,542,421 26,288 1,330 10,564,218 391,890 1,613,931
YANKEE CANDLE INC COM 98475710 6,487,377 239,475 238,309 1,000 166 222,509 166 16,800
XICOR INC COM 98490310 896,019 221,787 221,687 100 208,287 100 13,400
YARDVILLE NATL BANCO COM 98502110 763,702 38,300 38,300 36,600 1,700
YELLOW CORP COM 98550910 19,995,854 617,156 417,706 199,010 440 591,216 440 25,500
YORK INTL CORP NEW COM 98667010 38,758,684 1,147,046 1,145,516 1,330 200 1,120,946 1,100 25,000
YOUNG BROADCASTING I CL A 98743410 4,875,791 274,229 274,229 265,029 9,200
YOUNG INNOVATIONS IN COM 98752010 689,610 31,750 31,750 29,050 2,700
YUM BRANDS INC WHEN ISSUE 98849810 280,429,080 9,587,319 9,555,029 24,830 7,460 5,847,867 2,909,790 829,662
ZALE CORP NEW COM 98885810 36,453,036 1,005,601 1,005,001 400 200 535,038 446,033 24,530
ZEBRA TECHNOLOGIES C CL A 98920710 19,159,397 397,333 396,363 770 200 378,933 700 17,700
ZENITH NATL INS CORP COM 98939010 3,221,595 101,149 101,149 95,949 5,200
ZIMMER HLDGS INC COM 98956P10 171,752,110 4,816,380 4,680,604 67,335 68,441 3,933,351 283,219 599,810
ZIONS BANCORPORATION COM 98970110 101,445,056 1,947,122 1,943,916 3,006 200 1,713,014 21,803 212,305
ZORAN CORP COM 98975F10 9,458,004 412,833 411,063 1,770 395,733 17,100
ZYMOGENETICS INC COM 98985T10 426,888 48,400 48,400 42,200 6,200
ZYGO CORP COM 98985510 1,277,076 158,643 158,643 149,443 9,200
ZOLL MED CORP COM 98992210 3,171,284 97,488 97,488 91,288 6,200
ZOMAX INC MINN COM 98992910 930,840 238,677 238,677 220,077 18,600
Page Total 1,519,215,304
Grand Total 302,221,461,225
TOTAL MARKET VALUE 302, 221,461,225
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