UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2002 Check here if Amendment No Amendment Number: 0 This Amendment (choose one): Institutional Investment Manager Filing this Report: Name: Prudential Financial, Inc. Address: 751 Broad Street Newark, New Jersey 07102-3777 Form 13F File Number: 28-10077 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Ellen McGlynn Koke Title: Vice President Phone: 973-802-5037 Signature, Place, and Date of Signing: /s/ Ellen McGlynn Koke Newark, New Jersey February 7, 2003 Report Type (Check only one.): 13F Holdings Report List of Other Managers Reporting for this Manager: I am signing this report as required by the Securities Exchange Act of 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 2,293 Form 13F Information Table Value Total: $21,104,223,000.00 List of Other Included Managers: No. 13F File Number Name 3 28-4217 Prudential Investment Management, Inc. 9 28-6737 Prudential Investment Management Services, LLC Prudential Securities Group Inc., a wholly-owned subsidiary of Prudential Financial, Inc., is reporting with respect to securities over which it exercises investment discretion. Jennison Associates, LLC., a wholly-owned subsidiary of Prudential Financial, Inc., is reporting with respect to securities over which it exercises investment discretion. FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT -VOTING AUTHORITY- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- X$1000 PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE AAR CORP COM 000361105 413 80226 SH DEFINED 03 80226 A D C TELECOMMUNICATIONS COM 000886101 2516 1203811 SH DEFINED 03 1203811 ABM INDS INC COM 000957100 2243 144714 SH DEFINED 03 144714 AFLAC INC COM 001055102 24438 811347 SH DEFINED 03 811347 AGCO CORP COM 001084102 1541 69719 SH DEFINED 03 69719 AGL RES INC COM 001204106 2631 108254 SH DEFINED 03 108254 AES CORP COM 00130H105 2644 875483 SH DEFINED 03 875483 AES CORP COM 00130H105 19 6228 SH DEFINED 09 6228 AK STL HLDG CORP COM 001547108 2486 310730 SH DEFINED 03 310730 AMB PROPERTY CORP COM 00163T109 268 9800 SH DEFINED 03 9800 AMC ENTMT INC COM 001669100 121 13700 SH DEFINED 03 13700 AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 213 10000 SH DEFINED 03 10000 AMR CORP COM 001765106 1570 237813 SH DEFINED 03 237813 AOL TIME WARNER INC COM 00184A105 115330 8803816 SH DEFINED 03 8803816 AOL TIME WARNER INC COM 00184A105 50 3782 SH DEFINED 09 3782 APAC CUSTOMER SERVICES INC COM 00185E106 41 17500 SH DEFINED 03 17500 AT&T CORP COM NEW 001957505 36175 1385473 SH DEFINED 03 1385473 AT&T CORP COM NEW 001957505 1071 41024 SH DEFINED 09 41024 ATMI INC COM 00207R101 1514 81767 SH DEFINED 03 81767 AT&T WIRELESS SVCS INC COM 00209A106 42690 7555715 SH DEFINED 03 7555715 ATC HEALTHCARE INC CL A 00209C102 80 85000 SH DEFINED 03 85000 AVX CORP NEW COM 002444107 176 18000 SH DEFINED 03 18000 AXT INC COM 00246W103 19 10600 SH DEFINED 03 10600 AARON RENTS INC COM 002535201 1198 54776 SH DEFINED 03 54776 ABBOTT LABS COM 002824100 124675 3116868 SH DEFINED 03 3116868 ABBOTT LABS COM 002824100 21 521 SH DEFINED 09 521 ABERCROMBIE & FITCH CO CL A 002896207 11933 583221 SH DEFINED 03 583221 ABGENIX INC COM 00339B107 273 37100 SH DEFINED 03 37100 ACCLAIM ENTMT INC COM PAR $0.02 004325205 18 27950 SH DEFINED 03 27950 ACCREDO HEALTH INC COM 00437V104 4255 120716 SH DEFINED 03 120716 ACTIVISION INC NEW COM NEW 004930202 784 53703 SH DEFINED 03 53703 ACTION PERFORMANCE COS INC COM 004933107 1191 62672 SH DEFINED 03 62672 ACTEL CORP COM 004934105 1061 65432 SH DEFINED 03 65432 ACTUATE CORP COM 00508B102 27 15500 SH DEFINED 03 15500 ACUITY BRANDS INC COM 00508Y102 2975 219708 SH DEFINED 03 219708 ACXIOM CORP COM 005125109 2767 179909 SH DEFINED 03 179909 ADAPTEC INC COM 00651F108 1682 297751 SH DEFINED 03 297751 ADMINISTAFF INC COM 007094105 484 80603 SH DEFINED 03 80603 ADOBE SYS INC COM 00724F101 9100 366935 SH DEFINED 03 366935 ADOLOR CORP COM 00724X102 213 15300 SH DEFINED 03 15300 ADTRAN INC COM 00738A106 2386 72523 SH DEFINED 03 72523 ADVANCED DIGITAL INFORMATION COM 007525108 172 25700 SH DEFINED 03 25700 ADVANCED MARKETING SVCS INC COM 00753T105 714 48561 SH DEFINED 03 48561 ADVANCED FIBRE COMMUNICATION COM 00754A105 2809 168394 SH DEFINED 03 168394 ADVO INC COM 007585102 1985 60456 SH DEFINED 03 60456 ADVANCED MEDICAL OPTICS INC COM 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CO COM 131193104 853 64375 SH DEFINED 03 64375 CALPINE CORP COM 131347106 1778 545480 SH DEFINED 03 545480 CAMBREX CORP COM 132011107 2907 96212 SH DEFINED 03 96212 CAMPBELL SOUP CO COM 134429109 16291 694129 SH DEFINED 03 694129 CAMPBELL SOUP CO COM 134429109 50 2119 SH DEFINED 09 2119 CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 1799 75900 SH DEFINED 03 75900 CAPITAL ONE FINL CORP COM 14040H105 19280 648705 SH DEFINED 03 648705 CAPITOL FED FINL COM 14057C106 314 10900 SH DEFINED 03 10900 CAPTARIS INC COM 14071N104 180 74896 SH DEFINED 03 74896 CARBO CERAMICS INC COM 140781105 1303 38676 SH DEFINED 03 38676 CARAUSTAR INDS INC COM 140909102 681 71810 SH DEFINED 03 71810 CARDINAL HEALTH INC COM 14149Y108 71484 1207710 SH DEFINED 03 1207710 CAREER EDUCATION CORP COM 141665109 2228 55700 SH DEFINED 03 55700 CAREMARK RX INC COM 141705103 398 24488 SH DEFINED 03 24488 CARLISLE COS INC COM 142339100 1716 41458 SH DEFINED 03 41458 CARMAX INC COM 143130102 4424 247412 SH DEFINED 03 247412 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46876 CHESAPEAKE ENERGY CORP COM 165167107 461 59600 SH DEFINED 03 59600 CHEVRONTEXACO CORP COM 166764100 175630 2641850 SH DEFINED 03 2641850 CHICOS FAS INC COM 168615102 4671 247000 SH DEFINED 03 247000 CHILDRENS PL RETAIL STORES I COM 168905107 754 70900 SH DEFINED 03 70900 CHIPPAC INC CL A 169657103 67 18800 SH DEFINED 03 18800 CHOICE HOTELS INTL INC COM 169905106 382 16850 SH DEFINED 03 16850 CHIQUITA BRANDS INTL INC COM 170032809 329 24846 SH DEFINED 03 24846 CHIRON CORP COM 170040109 23250 618361 SH DEFINED 03 618361 CHITTENDEN CORP COM 170228100 2222 87213 SH DEFINED 03 87213 CHOICEPOINT INC COM 170388102 3193 80852 SH DEFINED 03 80852 CHRISTOPHER & BANKS CORP COM 171046105 1708 82311 SH DEFINED 03 82311 CHUBB CORP COM 171232101 21618 414146 SH DEFINED 03 414146 CHURCH & DWIGHT INC COM 171340102 1017 33416 SH DEFINED 03 33416 CIBER INC COM 17163B102 874 169744 SH DEFINED 03 169744 CIENA CORP COM 171779101 2954 574684 SH DEFINED 03 574684 CIMAREX ENERGY CO COM 171798101 1946 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1002143 COLGATE PALMOLIVE CO COM 194162103 1284 24490 SH DEFINED 09 24490 COLLINS & AIKMAN CORP NEW COM NEW 194830204 69 15480 SH DEFINED 03 15480 COLONIAL BANCGROUP INC COM 195493309 1858 155781 SH DEFINED 03 155781 COLONIAL PPTYS TR COM SH BEN INT 195872106 2087 61483 SH DEFINED 03 61483 COMFORT SYS USA INC COM 199908104 48 14200 SH DEFINED 03 14200 COMCAST CORP NEW CL A 20030N101 88431 3751831 SH DEFINED 03 3751831 COMCAST CORP NEW CL A 20030N101 36 1522 SH DEFINED 09 1522 COMCAST CORP NEW CL A SPL 20030N200 2967 131334 SH DEFINED 03 131334 COMCAST CORP NEW CL A SPL 20030N200 5354 237027 SH DEFINED 09 237027 COMERICA INC COM 200340107 28144 650889 SH DEFINED 03 650889 COMMERCE BANCORP INC NJ COM 200519106 3873 89684 SH DEFINED 03 89684 COMMERCE BANCSHARES INC COM 200525103 280 7132 SH DEFINED 03 7132 COMMERCE GROUP INC MASS COM 200641108 326 8700 SH DEFINED 03 8700 COMMERCIAL FEDERAL CORPORATI COM 201647104 3915 167680 SH DEFINED 03 167680 COMMERCIAL METALS CO COM 201723103 1593 98076 SH DEFINED 03 98076 COMMERCIAL NET LEASE RLTY IN COM 202218103 242 15800 SH DEFINED 03 15800 COMMONWEALTH INDS INC DEL COM 203004106 261 38205 SH DEFINED 03 38205 COMMONWEALTH TEL ENTERPRISES COM 203349105 492 13733 SH DEFINED 03 13733 COMMSCOPE INC COM 203372107 523 66207 SH DEFINED 03 66207 COMMUNITY HEALTH SYS INC NEW COM 203668108 220 10700 SH DEFINED 03 10700 COMMUNITY FIRST BANKSHARES I COM 203902101 3155 119245 SH DEFINED 03 119245 COMPANIA DE TELECOMUNICS CHI SPON ADR NEW 204449300 121 12650 SH DEFINED 03 12650 COMPASS BANCSHARES INC COM 20449H109 4336 138651 SH DEFINED 03 138651 COMPUCREDIT CORP COM 20478N100 121 17100 SH DEFINED 03 17100 COMPUTER ASSOC INTL INC COM 204912109 11766 871585 SH DEFINED 03 871585 COMPUTER NETWORK TECHNOLOGY COM 204925101 93 13100 SH DEFINED 03 13100 COMPUTER SCIENCES CORP COM 205363104 9075 263427 SH DEFINED 03 263427 COMPUTER TASK GROUP INC COM 205477102 180 51583 SH DEFINED 03 51583 COMPUWARE CORP COM 205638109 2926 609542 SH DEFINED 03 609542 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 2825 281932 SH DEFINED 03 281932 CONAGRA FOODS INC COM 205887102 41073 1642262 SH DEFINED 03 1642262 CONCERTO SOFTWARE INC COM 20602T106 193 28534 SH DEFINED 03 28534 CONCORD CAMERA CORP COM 206156101 379 69753 SH DEFINED 03 69753 CONCORD COMMUNICATIONS INC COM 206186108 424 47155 SH DEFINED 03 47155 CONCORD EFS INC COM 206197105 11834 751859 SH DEFINED 03 751859 CONCURRENT COMPUTER CORP NEW COM 206710204 54 18800 SH DEFINED 03 18800 CONE MLS CORP N C COM 206814105 27 15600 SH DEFINED 03 15600 CONEXANT SYSTEMS INC COM 207142100 42 26300 SH DEFINED 03 26300 CONMED CORP COM 207410101 1623 82871 SH DEFINED 03 82871 CONOCOPHILLIPS COM 20825C104 97085 2006312 SH DEFINED 03 2006312 CONSOL ENERGY INC COM 20854P109 173 10000 SH DEFINED 03 10000 CONSOLIDATED EDISON INC COM 209115104 23296 544052 SH DEFINED 03 544052 CONSOLIDATED GRAPHICS INC COM 209341106 875 39341 SH DEFINED 03 39341 CONSTELLATION BRANDS INC CL A 21036P108 2637 111200 SH DEFINED 03 111200 CONSTELLATION ENERGY GROUP I COM 210371100 6636 238546 SH DEFINED 03 238546 CONVERGYS CORP COM 212485106 3900 257457 SH DEFINED 03 257457 COOPER CAMERON CORP COM 216640102 4105 82387 SH DEFINED 03 82387 COOPER COS INC COM NEW 216648402 2100 83938 SH DEFINED 03 83938 COOPER TIRE & RUBR CO COM 216831107 7790 507814 SH DEFINED 03 507814 COORS ADOLPH CO CL B 217016104 4615 75351 SH DEFINED 03 75351 COPART INC COM 217204106 923 77950 SH DEFINED 03 77950 CORINTHIAN COLLEGES INC COM 218868107 5115 135110 SH DEFINED 03 135110 CORIXA CORP COM 21887F100 127 19906 SH DEFINED 03 19906 CORN PRODS INTL INC COM 219023108 3444 114310 SH DEFINED 03 114310 CORNERSTONE RLTY INCOME TR I COM 21922V102 181 22700 SH DEFINED 03 22700 CORNING INC COM 219350105 5086 1536444 SH DEFINED 03 1536444 CORPORATE EXECUTIVE BRD CO COM 21988R102 345 10800 SH DEFINED 03 10800 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 355 20720 SH DEFINED 03 20720 CORUS BANKSHARES INC COM 220873103 214 4900 SH DEFINED 03 4900 CORVIS CORP COM 221009103 23 32900 SH DEFINED 03 32900 COST PLUS INC CALIF COM 221485105 1746 60890 SH DEFINED 03 60890 COSTCO WHSL CORP NEW COM 22160K105 20138 717693 SH DEFINED 03 717693 COSTCO WHSL CORP NEW COM 22160K105 4951 176458 SH DEFINED 09 176458 COUNTRYWIDE FINANCIAL CORP COM 222372104 40054 775488 SH DEFINED 03 775488 COVANCE INC COM 222816100 1275 51864 SH DEFINED 03 51864 COVENTRY HEALTH CARE INC COM 222862104 4532 156113 SH DEFINED 03 156113 COX COMMUNICATIONS INC NEW CL A 224044107 1860 65497 SH DEFINED 03 65497 COX COMMUNICATIONS INC NEW CL A 224044107 137 4825 SH DEFINED 09 4825 CRANE CO COM 224399105 8709 437004 SH DEFINED 03 437004 CRAWFORD & CO CL B 224633107 61 12200 SH DEFINED 03 12200 CREDENCE SYS CORP COM 225302108 684 73300 SH DEFINED 03 73300 CREDIT ACCEP CORP MICH COM 225310101 117 18400 SH DEFINED 03 18400 CREE INC COM 225447101 3889 237883 SH DEFINED 03 237883 CRESCENT REAL ESTATE EQUITIE COM 225756105 228 13700 SH DEFINED 03 13700 CROMPTON CORP COM 227116100 1048 176215 SH DEFINED 03 176215 CROSS A T CO CL A 227478104 285 53312 SH DEFINED 03 53312 CROSS CTRY INC COM 22748P105 197 14100 SH DEFINED 03 14100 CROWN ANDERSEN INC COM 228190104 31 12609 SH DEFINED 03 12609 CROWN CASTLE INTL CORP COM 228227104 283 75500 SH DEFINED 03 75500 CROWN CORK & SEAL INC COM 228255105 403 50675 SH DEFINED 03 50675 CROWN MEDIA HLDGS INC CL A 228411104 23 10100 SH DEFINED 03 10100 CRYOLIFE INC COM 228903100 337 49397 SH DEFINED 03 49397 CULLEN FROST BANKERS INC COM 229899109 4550 139146 SH DEFINED 03 139146 CUMMINS INC COM 231021106 5404 192117 SH DEFINED 03 192117 CUMULUS MEDIA INC CL A 231082108 184 12400 SH DEFINED 03 12400 CURATIVE HEALTH SVCS INC COM 231264102 522 30234 SH DEFINED 03 30234 CURAGEN CORP COM 23126R101 87 18800 SH DEFINED 03 18800 CURTISS WRIGHT CORP COM 231561101 1937 30350 SH DEFINED 03 30350 CYBERONICS INC COM 23251P102 556 30200 SH DEFINED 03 30200 CYBEX INTL INC COM 23252E106 20 14500 SH DEFINED 03 14500 CYMER INC COM 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47069 SH DEFINED 03 47069 DAVITA INC COM 23918K108 365 14807 SH DEFINED 03 14807 DEAN FOODS CO NEW COM 242370104 7784 209819 SH DEFINED 03 209819 DEERE & CO COM 244199105 16875 368057 SH DEFINED 03 368057 DEL MONTE FOODS CO COM 24522P103 1133 147084 SH DEFINED 03 147084 DELL COMPUTER CORP COM 247025109 165284 6181154 SH DEFINED 03 6181154 DELL COMPUTER CORP COM 247025109 7266 271739 SH DEFINED 09 271739 DELPHI CORP COM 247126105 10364 1287461 SH DEFINED 03 1287461 DELPHI FINL GROUP INC CL A 247131105 2237 58920 SH DEFINED 03 58920 DELTA & PINE LD CO COM 247357106 2092 102494 SH DEFINED 03 102494 DELTA AIR LINES INC DEL COM 247361108 6254 516840 SH DEFINED 03 516840 DELTIC TIMBER CORP COM 247850100 844 31620 SH DEFINED 03 31620 DENBURY RES INC COM NEW 247916208 163 14400 SH DEFINED 03 14400 DELUXE CORP COM 248019101 19146 454769 SH DEFINED 03 454769 DENDRITE INTL INC COM 248239105 794 106257 SH DEFINED 03 106257 DENTSPLY INTL INC NEW COM 249030107 3920 105375 SH DEFINED 03 105375 DEPARTMENT 56 INC COM 249509100 587 45534 SH DEFINED 03 45534 DEVON ENERGY CORP NEW COM 25179M103 18066 393586 SH DEFINED 03 393586 DEVRY INC DEL COM 251893103 1149 69177 SH DEFINED 03 69177 DIAGNOSTIC PRODS CORP COM 252450101 3017 78125 SH DEFINED 03 78125 DIAL CORP NEW COM 25247D101 7469 366686 SH DEFINED 03 366686 DIAMOND OFFSHORE DRILLING IN COM 25271C102 291 13300 SH DEFINED 03 13300 DIANON SYS INC COM 252826102 1584 33191 SH DEFINED 03 33191 DIEBOLD INC COM 253651103 4410 106994 SH DEFINED 03 106994 DIGI INTL INC COM 253798102 156 53726 SH DEFINED 03 53726 DIGITAS INC COM 25388K104 47 13500 SH DEFINED 03 13500 DIME CMNTY BANCSHARES COM 253922108 1924 100468 SH DEFINED 03 100468 DILLARDS INC CL A 254067101 3908 246411 SH DEFINED 03 246411 DIME BANCORP INC NEW *W EXP 99/99/9 25429Q110 19 154600 SH DEFINED 03 154600 DIMON INC COM 254394109 617 102798 SH DEFINED 03 102798 DIONEX CORP COM 254546104 1728 58249 SH DEFINED 03 58249 DISNEY WALT CO COM DISNEY 254687106 62272 3818010 SH 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26816Q101 622 527384 SH DEFINED 03 527384 EGL INC COM 268484102 719 50422 SH DEFINED 03 50422 E M C CORP MASS COM 268648102 21288 3467056 SH DEFINED 03 3467056 ENSCO INTL INC COM 26874Q100 10770 365714 SH DEFINED 03 365714 EOG RES INC COM 26875P101 6913 173164 SH DEFINED 03 173164 E PIPHANY INC COM 26881V100 120 28750 SH DEFINED 03 28750 ESS TECHNOLOGY INC COM 269151106 817 129876 SH DEFINED 03 129876 E TRADE GROUP INC COM 269246104 2242 461221 SH DEFINED 03 461221 E Z EM INC COM NEW 269305405 89 10200 SH DEFINED 03 10200 EARTHLINK INC COM 270321102 210 38445 SH DEFINED 03 38445 EAST WEST BANCORP INC COM 27579R104 2613 72425 SH DEFINED 03 72425 EASTMAN CHEM CO COM 277432100 10298 280077 SH DEFINED 03 280077 EASTMAN KODAK CO COM 277461109 30763 877946 SH DEFINED 03 877946 EASTMAN KODAK CO COM 277461109 50980 1454902 SH DEFINED 09 1454902 EATON CORP COM 278058102 15176 194290 SH DEFINED 03 194290 EATON VANCE CORP COM NON VTG 278265103 1522 53868 SH DEFINED 03 53868 EBAY INC COM 278642103 41164 606959 SH DEFINED 03 606959 EBAY INC COM 278642103 60 880 SH DEFINED 09 880 ECHELON CORP COM 27874N105 178 15900 SH DEFINED 03 15900 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 3460 155432 SH DEFINED 03 155432 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 70 3162 SH DEFINED 09 3162 ECLIPSYS CORP COM 278856109 71 13200 SH DEFINED 03 13200 ECOLAB INC COM 278865100 9622 194392 SH DEFINED 03 194392 EDISON INTL COM 281020107 16499 1392356 SH DEFINED 03 1392356 EDO CORP COM 281347104 1035 49800 SH DEFINED 03 49800 EDUCATION MGMT CORP COM 28139T101 4972 132242 SH DEFINED 03 132242 J D EDWARDS & CO COM 281667105 290 25749 SH DEFINED 03 25749 EDWARDS AG INC COM 281760108 3620 109820 SH DEFINED 03 109820 EDWARDS LIFESCIENCES CORP COM 28176E108 2660 104438 SH DEFINED 03 104438 EFUNDS CORP COM 28224R101 1702 186820 SH DEFINED 03 186820 EL PASO CORP COM 28336L109 7810 1122096 SH DEFINED 03 1122096 EL PASO ELEC CO COM NEW 283677854 1534 139429 SH DEFINED 03 139429 ELECTRO SCIENTIFIC INDS COM 285229100 1528 76396 SH DEFINED 03 76396 ELECTRONIC ARTS INC COM 285512109 21548 432960 SH DEFINED 03 432960 ELECTRONIC DATA SYS NEW COM 285661104 18240 989700 SH DEFINED 03 989700 ELECTRONICS FOR IMAGING INC COM 286082102 293 18000 SH DEFINED 03 18000 ELKCORP COM 287456107 859 49681 SH DEFINED 03 49681 EMCOR GROUP INC COM 29084Q100 2219 41869 SH DEFINED 03 41869 EMERSON ELEC CO COM 291011104 42798 841653 SH DEFINED 03 841653 EMMIS COMMUNICATIONS CORP CL A 291525103 891 42768 SH DEFINED 03 42768 EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 96 12500 SH DEFINED 03 12500 EMULEX CORP COM NEW 292475209 1534 82700 SH DEFINED 03 82700 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 153 19900 SH DEFINED 03 19900 ENERGEN CORP COM 29265N108 3116 107067 SH DEFINED 03 107067 ENERGY EAST CORP COM 29266M109 3325 150510 SH DEFINED 03 150510 ENERGIZER HLDGS INC COM 29266R108 13289 476297 SH DEFINED 03 476297 ENGELHARD CORP COM 292845104 15181 679241 SH DEFINED 03 679241 ENGINEERED SUPPORT SYS INC COM 292866100 1779 48525 SH DEFINED 03 48525 ENESCO GROUP INC COM 292973104 233 32848 SH DEFINED 03 32848 ENNIS BUSINESS FORMS INC COM 293389102 215 18487 SH DEFINED 03 18487 ENTEGRIS INC COM 29362U104 234 22700 SH DEFINED 03 22700 ENTERASYS NETWORKS INC COM 293637104 56 35700 SH DEFINED 03 35700 ENTERCOM COMMUNICATIONS CORP CL A 293639100 2415 51480 SH DEFINED 03 51480 ENTERGY CORP NEW COM 29364G103 27333 599535 SH DEFINED 03 599535 ENTERPRISE PRODS PARTNERS L COM 293792107 287 14800 SH DEFINED 03 14800 ENTRUST INC COM 293848107 69 20600 SH DEFINED 03 20600 ENZON PHARMACEUTICALS INC COM 293904108 216 12900 SH DEFINED 03 12900 ENZO BIOCHEM INC COM 294100102 1318 94149 SH DEFINED 03 94149 EPRESENCE INC COM 294348107 25 12935 SH DEFINED 03 12935 EQUIFAX INC COM 294429105 5001 216133 SH DEFINED 03 216133 EQUINIX INC COM 29444U106 88 15400 SH DEFINED 03 15400 EQUITABLE RES INC COM 294549100 3104 88573 SH DEFINED 03 88573 EQUITY INNS INC COM 294703103 134 22200 SH DEFINED 03 22200 EQUITY OFFICE PROPERTIES TRU COM 294741103 20857 834946 SH DEFINED 03 834946 EQUITY RESIDENTIAL SH BEN INT 29476L107 9941 404446 SH DEFINED 03 404446 ERICSSON L M TEL CO ADR B SEK 10 294821608 1332 197605 SH DEFINED 09 197605 ERIE INDTY CO CL A 29530P102 276 7600 SH DEFINED 03 7600 ESCO TECHNOLOGIES INC COM 296315104 255 6900 SH DEFINED 03 6900 ESPEED INC CL A 296643109 207 12200 SH DEFINED 03 12200 ESSEX PPTY TR INC COM 297178105 2552 50190 SH DEFINED 03 50190 ESTERLINE TECHNOLOGIES CORP COM 297425100 1293 73181 SH DEFINED 03 73181 ETHAN ALLEN INTERIORS INC COM 297602104 3256 94723 SH DEFINED 03 94723 EVERGREEN RES INC COM NO PAR 299900308 2664 59390 SH DEFINED 03 59390 EXAR CORP COM 300645108 1596 128716 SH DEFINED 03 128716 EXELON CORP COM 30161N101 44519 843649 SH DEFINED 03 843649 EXELIXIS INC COM 30161Q104 114 14300 SH DEFINED 03 14300 EXPEDITORS INTL WASH INC COM 302130109 3686 112890 SH DEFINED 03 112890 EXPRESS SCRIPTS INC COM 302182100 22036 458691 SH DEFINED 03 458691 EXPRESSJET HOLDINGS INC CL A 30218U108 132 12900 SH DEFINED 03 12900 EXTENDED STAY AMER INC COM 30224P101 1136 77003 SH DEFINED 03 77003 EXTREME NETWORKS INC COM 30226D106 149 45600 SH DEFINED 03 45600 EXULT INC DEL COM 302284104 68 21500 SH DEFINED 03 21500 EXXON MOBIL CORP COM 30231G102 463165 13255999 SH DEFINED 03 13255999 EXXON MOBIL CORP COM 30231G102 21346 610941 SH DEFINED 09 610941 FBR ASSET INVT CORP COM 30241E303 671 19800 SH DEFINED 03 19800 FEI CO COM 30241L109 496 32437 SH DEFINED 03 32437 FLIR SYS INC COM 302445101 2489 51000 SH DEFINED 03 51000 F M C CORP COM NEW 302491303 3676 134570 SH DEFINED 03 134570 FMC TECHNOLOGIES INC COM 30249U101 1584 77516 SH DEFINED 03 77516 FNB CORP PA COM 302520101 248 9012 SH DEFINED 03 9012 FPL GROUP INC COM 302571104 16078 267390 SH DEFINED 03 267390 FTI CONSULTING INC COM 302941109 299 7450 SH DEFINED 03 7450 FACTSET RESH SYS INC COM 303075105 2859 101117 SH DEFINED 03 101117 FAIR ISAAC & CO INC COM 303250104 9404 220223 SH DEFINED 03 220223 FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 972 90726 SH DEFINED 03 90726 FAMILY DLR STORES INC COM 307000109 7653 245203 SH DEFINED 03 245203 FAMILY DLR STORES INC COM 307000109 2955 94681 SH DEFINED 09 94681 FASTENAL CO COM 311900104 1955 52290 SH DEFINED 03 52290 FEDDERS CORP COM NEW 313135501 288 101823 SH DEFINED 03 101823 FEDERAL HOME LN MTG CORP COM 313400301 104649 1772209 SH DEFINED 03 1772209 FEDERAL NATL MTG ASSN COM 313586109 153694 2389155 SH DEFINED 03 2389155 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 360 12800 SH DEFINED 03 12800 FEDERAL SIGNAL CORP COM 313855108 769 39609 SH DEFINED 03 39609 FEDERATED DEPT STORES INC DE COM 31410H101 32784 1139918 SH DEFINED 03 1139918 FEDERATED INVS INC PA CL B 314211103 368 14500 SH DEFINED 03 14500 FEDEX CORP COM 31428X106 39298 724781 SH DEFINED 03 724781 FELCOR LODGING TR INC COM 31430F101 684 59790 SH DEFINED 03 59790 FERRO CORP COM 315405100 1304 53377 SH DEFINED 03 53377 FIDELITY NATL FINL INC COM 316326107 12694 386669 SH DEFINED 03 386669 FIFTH THIRD BANCORP COM 316773100 51140 873445 SH DEFINED 03 873445 FILENET CORP COM 316869106 1482 121460 SH DEFINED 03 121460 FINANCIAL FED CORP COM 317492106 1272 50605 SH DEFINED 03 50605 FINISAR COM 31787A101 38 40300 SH DEFINED 03 40300 FIRST AMERN CORP CALIF COM 318522307 4421 199166 SH DEFINED 03 199166 FIRST BANCORP P R COM 318672102 2474 109478 SH DEFINED 03 109478 FIRST CHARTER CORP COM 319439105 225 12500 SH DEFINED 03 12500 FIRST CTZNS BANCSHARES INC N CL A 31946M103 270 2800 SH DEFINED 03 2800 FIRST COMWLTH FINL CORP PA COM 319829107 266 23100 SH DEFINED 03 23100 FIRST DATA CORP COM 319963104 45870 1295396 SH DEFINED 03 1295396 FIRST FINL BANCORP OH COM 320209109 202 12320 SH DEFINED 03 12320 FIRST FINL BANKSHARES COM 32020R109 278 7325 SH DEFINED 03 7325 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 230 8200 SH DEFINED 03 8200 FIRST MIDWEST BANCORP DEL COM 320867104 3471 129967 SH DEFINED 03 129967 FIRST HEALTH GROUP CORP COM 320960107 1529 62807 SH DEFINED 03 62807 FIRST NIAGARA FINL GROUP INC COM 33582U100 243 9300 SH DEFINED 03 9300 FIRST REP BK SAN FRANCISCO COM 336158100 777 38848 SH DEFINED 03 38848 FIRST SENTINEL BANCORP INC COM 33640T103 183 12700 SH DEFINED 03 12700 FIRST TENN NATL CORP COM 337162101 7012 195110 SH DEFINED 03 195110 FIRST VA BANKS INC COM 337477103 2798 75165 SH DEFINED 03 75165 FISERV INC COM 337738108 9623 283451 SH DEFINED 03 283451 FIRSTFED FINL CORP COM 337907109 1717 59319 SH DEFINED 03 59319 FIRSTMERIT CORP COM 337915102 2092 96598 SH DEFINED 03 96598 FLAGSTAR BANCORP INC COM 337930101 402 18600 SH DEFINED 03 18600 FIRSTENERGY CORP COM 337932107 29376 890989 SH DEFINED 03 890989 FISHER SCIENTIFIC INTL INC COM NEW 338032204 361 12005 SH DEFINED 03 12005 FLEETBOSTON FINL CORP COM 339030108 73648 3030788 SH DEFINED 03 3030788 FLEETWOOD ENTERPRISES INC COM 339099103 848 108045 SH DEFINED 03 108045 FLEMING COS INC COM 339130106 977 148709 SH DEFINED 03 148709 FLORIDA EAST COAST INDS CL A 340632108 230 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INC COM 35063R100 215 30500 SH DEFINED 03 30500 4 KIDS ENTMT INC COM 350865101 700 31720 SH DEFINED 03 31720 FOX ENTMT GROUP INC CL A 35138T107 1159 44710 SH DEFINED 03 44710 FRANKLIN RES INC COM 354613101 13104 384512 SH DEFINED 03 384512 FRANKLIN RES INC COM 354613101 33 977 SH DEFINED 09 977 FREDS INC CL A 356108100 2280 88725 SH DEFINED 03 88725 FREEMARKETS INC COM 356602102 118 18300 SH DEFINED 03 18300 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 3625 216019 SH DEFINED 03 216019 FREMONT GEN CORP COM 357288109 886 197219 SH DEFINED 03 197219 FRIEDMAN INDS INC COM 358435105 57 22902 SH DEFINED 03 22902 FRONTIER AIRLINES INC NEW COM 359065109 508 75178 SH DEFINED 03 75178 FRONTIER FINL CORP WASH COM 35907K105 207 8100 SH DEFINED 03 8100 FRONTIER OIL CORP COM 35914P105 1386 80500 SH DEFINED 03 80500 FUELCELL ENERGY INC COM 35952H106 147 22500 SH DEFINED 03 22500 FULLER H B CO COM 359694106 906 34993 SH DEFINED 03 34993 FURNITURE BRANDS INTL INC COM 360921100 1071 44898 SH DEFINED 03 44898 G & K SVCS INC CL A 361268105 2276 64290 SH DEFINED 03 64290 GATX CORP COM 361448103 950 41639 SH DEFINED 03 41639 GBC BANCORP CALIF COM 361475106 728 37612 SH DEFINED 03 37612 GABLES RESIDENTIAL TR SH BEN INT 362418105 209 8400 SH DEFINED 03 8400 GALLAGHER ARTHUR J & CO COM 363576109 1576 53649 SH DEFINED 03 53649 GANNETT INC COM 364730101 59383 827060 SH DEFINED 03 827060 GAP INC DEL COM 364760108 19961 1286119 SH DEFINED 03 1286119 GAP INC DEL COM 364760108 72 4630 SH DEFINED 09 4630 GARDNER DENVER INC COM 365558105 863 42533 SH DEFINED 03 42533 GARTNER INC COM 366651107 165 17900 SH DEFINED 03 17900 GARTNER INC CL B 366651206 854 90380 SH DEFINED 03 90380 GATEWAY INC COM 367626108 1596 508436 SH DEFINED 03 508436 GEMSTAR-TV GUIDE INTL INC COM 36866W106 146 44900 SH DEFINED 03 44900 GENCORP INC COM 368682100 1022 129087 SH DEFINED 03 129087 GENE LOGIC INC COM 368689105 84 13300 SH DEFINED 03 13300 GENENTECH INC COM NEW 368710406 7803 235321 SH DEFINED 03 235321 GENERAL CABLE CORP DEL NEW COM 369300108 40 10450 SH DEFINED 03 10450 GENERAL COMMUNICATION INC CL A 369385109 1027 153107 SH DEFINED 03 153107 GENERAL DYNAMICS CORP COM 369550108 40413 509173 SH DEFINED 03 509173 GENERAL DYNAMICS CORP COM 369550108 2427 30577 SH DEFINED 09 30577 GENERAL ELEC CO COM 369604103 461486 18952196 SH DEFINED 03 18952196 GENERAL ELEC CO COM 369604103 13729 563830 SH DEFINED 09 563830 GENERAL GROWTH PPTYS INC COM 370021107 369 7100 SH DEFINED 03 7100 GENERAL MLS INC COM 370334104 26487 564145 SH DEFINED 03 564145 GENERAL MTRS CORP COM 370442105 56290 1527119 SH DEFINED 03 1527119 GENERAL MTRS CORP COM 370442105 16424 445581 SH DEFINED 09 445581 GENERAL MTRS CORP CL H NEW 370442832 1534 143354 SH DEFINED 03 143354 GENESCO INC COM 371532102 1168 62704 SH DEFINED 03 62704 GENESIS HEALTH VENTURE INC N COM 37183F107 181 11700 SH DEFINED 03 11700 GENTEX CORP COM 371901109 8767 277079 SH DEFINED 03 277079 GENTA INC COM NEW 37245M207 140 18200 SH DEFINED 03 18200 GENUINE PARTS CO COM 372460105 8093 262746 SH DEFINED 03 262746 GENZYME CORP COM GENL DIV 372917104 9159 309728 SH DEFINED 03 309728 GEORGIA GULF CORP COM PAR $0.01 373200203 2401 103781 SH DEFINED 03 103781 GEORGIA PAC CORP COM 373298108 16618 1028319 SH DEFINED 03 1028319 GERBER SCIENTIFIC INC COM 373730100 258 63504 SH DEFINED 03 63504 GILEAD SCIENCES INC COM 375558103 8585 252494 SH DEFINED 03 252494 GILLETTE CO COM 375766102 52156 1717925 SH DEFINED 03 1717925 GLAMIS GOLD LTD COM 376775102 134 11800 SH DEFINED 03 11800 GLATFELTER COM 377316104 916 69633 SH DEFINED 03 69633 GLENBOROUGH RLTY TR INC COM 37803P105 1672 93800 SH DEFINED 03 93800 GLIMCHER RLTY TR SH BEN INT 379302102 201 11300 SH DEFINED 03 11300 GLOBAL INDS LTD COM 379336100 103 24800 SH DEFINED 03 24800 GLOBAL IMAGING SYSTEMS COM 37934A100 1068 58100 SH DEFINED 03 58100 GLOBAL PMTS INC COM 37940X102 3273 102255 SH DEFINED 03 102255 GLOBESPANVIRATA INC COM 37957V106 177 40198 SH DEFINED 03 40198 GOAMERICA INC COM 38020R106 3 11100 SH 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DEFINED 03 110816 GREAT LAKES CHEM CORP COM 390568103 2053 85965 SH DEFINED 03 85965 GREAT PLAINS ENERGY INC COM 391164100 1671 73031 SH DEFINED 03 73031 GREATER BAY BANCORP COM 391648102 3452 199648 SH DEFINED 03 199648 GREENPOINT FINL CORP COM 395384100 20075 444339 SH DEFINED 03 444339 GREY GLOBAL GROUP INC COM 39787M108 244 400 SH DEFINED 03 400 GREY WOLF INC COM 397888108 277 69400 SH DEFINED 03 69400 GRIFFON CORP COM 398433102 1216 89249 SH DEFINED 03 89249 GROUP 1 AUTOMOTIVE INC COM 398905109 1984 83068 SH DEFINED 03 83068 GTECH HLDGS CORP COM 400518106 2446 87797 SH DEFINED 03 87797 GUIDANT CORP COM 401698105 29878 968483 SH DEFINED 03 968483 GYMBOREE CORP COM 403777105 1437 90625 SH DEFINED 03 90625 HCA INC COM 404119109 37753 909699 SH DEFINED 03 909699 HCC INS HLDGS INC COM 404132102 1218 49511 SH DEFINED 03 49511 HRPT PPTYS TR COM SH BEN INT 40426W101 447 54300 SH DEFINED 03 54300 HAEMONETICS CORP COM 405024100 1444 67289 SH DEFINED 03 67289 HAGGAR CORP COM 405173105 190 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INC COM 482732104 491 52276 SH DEFINED 03 52276 K V PHARMACEUTICAL CO CL A 482740206 230 9900 SH DEFINED 03 9900 KAMAN CORP CL A 483548103 685 62311 SH DEFINED 03 62311 KANSAS CITY SOUTHERN COM NEW 485170302 1964 163685 SH DEFINED 03 163685 KAYDON CORP COM 486587108 1280 60371 SH DEFINED 03 60371 KEANE INC COM 486665102 712 79183 SH DEFINED 03 79183 KB HOME COM 48666K109 17609 410946 SH DEFINED 03 410946 KEITHLEY INSTRS INC COM 487584104 512 40940 SH DEFINED 03 40940 KELLOGG CO COM 487836108 21924 639757 SH DEFINED 03 639757 KELLWOOD CO COM 488044108 2138 82240 SH DEFINED 03 82240 KELLY SVCS INC CL A 488152208 1179 47722 SH DEFINED 03 47722 KEMET CORP COM 488360108 615 70366 SH DEFINED 03 70366 KENNAMETAL INC COM 489170100 1241 35990 SH DEFINED 03 35990 KERR MCGEE CORP COM 492386107 14655 330803 SH DEFINED 03 330803 KEY ENERGY SVCS INC COM 492914106 289 32200 SH DEFINED 03 32200 KEYCORP NEW COM 493267108 29977 1192388 SH DEFINED 03 1192388 KEYNOTE SYS INC COM 493308100 98 12700 SH 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HLDGS COM NEW 50540R409 349 15000 SH DEFINED 03 15000 LABRANCHE & CO INC COM 505447102 1319 49523 SH DEFINED 03 49523 LACLEDE GROUP INC COM 505597104 1230 50847 SH DEFINED 03 50847 LAFARGE NORTH AMERICA INC COM 505862102 591 18000 SH DEFINED 03 18000 LAM RESEARCH CORP COM 512807108 841 77849 SH DEFINED 03 77849 LAMAR ADVERTISING CO CL A 512815101 2725 80983 SH DEFINED 03 80983 LANCASTER COLONY CORP COM 513847103 3773 96550 SH DEFINED 03 96550 LANCE INC COM 514606102 934 78932 SH DEFINED 03 78932 LANDAMERICA FINL GROUP INC COM 514936103 3460 97613 SH DEFINED 03 97613 LANDRYS RESTAURANTS INC COM 51508L103 1589 74797 SH DEFINED 03 74797 LANDSTAR SYS INC COM 515098101 2959 50698 SH DEFINED 03 50698 LATTICE SEMICONDUCTOR CORP COM 518415104 946 107901 SH DEFINED 03 107901 LAUDER ESTEE COS INC CL A 518439104 354 13400 SH DEFINED 03 13400 LAUDER ESTEE COS INC CL A 518439104 52 1955 SH DEFINED 09 1955 LAWSON PRODS INC COM 520776105 830 26784 SH DEFINED 03 26784 LEAR CORP COM 521865105 8296 249276 SH DEFINED 03 249276 LEARNING TREE INTL INC COM 522015106 167 12200 SH DEFINED 03 12200 LEE ENTERPRISES INC COM 523768109 2400 71607 SH DEFINED 03 71607 LEGATO SYS INC COM 524651106 565 112351 SH DEFINED 03 112351 LEGGETT & PLATT INC COM 524660107 6534 291191 SH DEFINED 03 291191 LEGG MASON INC COM 524901105 2680 55222 SH DEFINED 03 55222 LEHMAN BROS HLDGS INC COM 524908100 32970 618688 SH DEFINED 03 618688 LENNAR CORP COM 526057104 7841 151957 SH DEFINED 03 151957 LENNOX INTL INC COM 526107107 2303 183525 SH DEFINED 03 183525 LEUCADIA NATL CORP COM 527288104 1791 48013 SH DEFINED 03 48013 LEVEL 3 COMMUNICATIONS INC COM 52729N100 180 36700 SH DEFINED 03 36700 LEXICON GENETICS INC COM 528872104 96 20200 SH DEFINED 03 20200 LEXINGTON CORP PPTYS TR COM 529043101 194 12200 SH DEFINED 03 12200 LEXMARK INTL NEW CL A 529771107 33352 551280 SH DEFINED 03 551280 LIBBEY INC COM 529898108 1110 42676 SH DEFINED 03 42676 LIBERATE TECHNOLOGIES COM 530129105 42 29100 SH DEFINED 03 29100 LIBERTY CORP S C COM 530370105 220 5678 SH DEFINED 03 5678 LIBERTY MEDIA CORP NEW COM SER A 530718105 4951 553831 SH DEFINED 03 553831 LIBERTY MEDIA CORP NEW COM SER A 530718105 57 6359 SH DEFINED 09 6359 LIBERTY PPTY TR SH BEN INT 531172104 2015 63100 SH DEFINED 03 63100 LIFEPOINT HOSPITALS INC COM 53219L109 740 24717 SH DEFINED 03 24717 LIGAND PHARMACEUTICALS INC CL B 53220K207 164 30500 SH DEFINED 03 30500 LILLY ELI & CO COM 532457108 122721 1932611 SH DEFINED 03 1932611 LIMITED BRANDS INC COM 532716107 16575 1189848 SH DEFINED 03 1189848 LINCARE HLDGS INC COM 532791100 10704 338523 SH DEFINED 03 338523 LINCOLN ELEC HLDGS INC COM 533900106 310 13400 SH DEFINED 03 13400 LINCOLN NATL CORP IND COM 534187109 17204 544762 SH DEFINED 03 544762 LINDSAY MFG CO COM 535555106 642 29978 SH DEFINED 03 29978 LINEAR TECHNOLOGY CORP COM 535678106 12610 490274 SH DEFINED 03 490274 LINEAR TECHNOLOGY CORP COM 535678106 36 1412 SH DEFINED 09 1412 LINENS N THINGS INC COM 535679104 2647 117145 SH 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CORP COM 68389X105 6217 575621 SH DEFINED 09 575621 ORBITAL SCIENCES CORP COM 685564106 56 13300 SH DEFINED 03 13300 O REILLY AUTOMOTIVE INC COM 686091109 3396 134272 SH DEFINED 03 134272 ORTHODONTIC CTRS AMER INC COM 68750P103 1512 138622 SH DEFINED 03 138622 OSHKOSH B GOSH INC CL A 688222207 1221 43522 SH DEFINED 03 43522 OSHKOSH TRUCK CORP COM 688239201 3248 52805 SH DEFINED 03 52805 OSTEOTECH INC COM 688582105 255 39555 SH DEFINED 03 39555 OSTEX INTL INC COM 68859Q101 82 46500 SH DEFINED 03 46500 OTTER TAIL CORP COM 689648103 218 8100 SH DEFINED 03 8100 OUTBACK STEAKHOUSE INC COM 689899102 2225 64600 SH DEFINED 03 64600 OVERSEAS SHIPHOLDING GROUP I COM 690368105 1380 77079 SH DEFINED 03 77079 OVERTURE SVCS INC COM 69039R100 890 32600 SH DEFINED 03 32600 OWENS & MINOR INC NEW COM 690732102 1734 105603 SH DEFINED 03 105603 OWENS ILL INC COM NEW 690768403 567 38900 SH DEFINED 03 38900 OXFORD HEALTH PLANS INC COM 691471106 7348 201584 SH DEFINED 03 201584 OXFORD INDS INC COM 691497309 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INC COM NEW 817826209 101 13400 SH DEFINED 03 13400 SHAW GROUP INC COM 820280105 3608 219359 SH DEFINED 03 219359 SHERWIN WILLIAMS CO COM 824348106 20924 740674 SH DEFINED 03 740674 SHOPKO STORES INC COM 824911101 1364 109539 SH DEFINED 03 109539 SHUFFLE MASTER INC COM 825549108 852 44600 SH DEFINED 03 44600 SHURGARD STORAGE CTRS INC COM 82567D104 3065 97799 SH DEFINED 03 97799 SICOR INC COM 825846108 1774 111900 SH DEFINED 03 111900 SIEBEL SYS INC COM 826170102 5272 712418 SH DEFINED 03 712418 SIERRA HEALTH SVCS INC COM 826322109 1053 87643 SH DEFINED 03 87643 SIERRA PAC RES NEW COM 826428104 895 137768 SH DEFINED 03 137768 SIGMA ALDRICH CORP COM 826552101 5379 110457 SH DEFINED 03 110457 SILICON LABORATORIES INC COM 826919102 206 10800 SH DEFINED 03 10800 SILICON GRAPHICS INC COM 827056102 115 101800 SH DEFINED 03 101800 SILICON STORAGE TECHNOLOGY I COM 827057100 161 39800 SH DEFINED 03 39800 SILICON IMAGE INC COM 82705T102 188 31300 SH DEFINED 03 31300 SILICON VY BANCSHARES COM 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CORP COM 844730101 23900 961776 SH DEFINED 03 961776 SOUTHWEST AIRLS CO COM 844741108 15625 1124078 SH DEFINED 03 1124078 SOUTHWEST BANCORPORATION TEX COM 84476R109 2697 93603 SH DEFINED 03 93603 SOUTHWEST GAS CORP COM 844895102 2264 96539 SH DEFINED 03 96539 SOUTHWESTERN ENERGY CO COM 845467109 851 74361 SH DEFINED 03 74361 SOVEREIGN BANCORP INC COM 845905108 8912 634310 SH DEFINED 03 634310 SPARTAN MTRS INC COM 846819100 154 13500 SH DEFINED 03 13500 SPHERION CORP COM 848420105 1151 171812 SH DEFINED 03 171812 SPORTS AUTH INC COM 849176102 100 14300 SH DEFINED 03 14300 SPRINT CORP COM FON GROUP 852061100 52305 3612226 SH DEFINED 03 3612226 SPRINT CORP PCS COM SER 1 852061506 6476 1478598 SH DEFINED 03 1478598 STAGE STORES INC COM NEW 85254C305 252 12000 SH DEFINED 03 12000 STANCORP FINL GROUP INC COM 852891100 1404 28749 SH DEFINED 03 28749 STANDARD MICROSYSTEMS CORP COM 853626109 1143 58698 SH DEFINED 03 58698 STANDARD MTR PRODS INC COM 853666105 390 29977 SH DEFINED 03 29977 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858907108 1676 137118 SH DEFINED 03 137118 STERICYCLE INC COM 858912108 1120 34600 SH DEFINED 03 34600 STERIS CORP COM 859152100 9240 381034 SH DEFINED 03 381034 STEWART & STEVENSON SVCS INC COM 860342104 1249 88300 SH DEFINED 03 88300 STEWART ENTERPRISES INC CL A 860370105 168 30100 SH DEFINED 03 30100 STEWART INFORMATION SVCS COR COM 860372101 1490 69666 SH DEFINED 03 69666 STILLWATER MNG CO COM 86074Q102 615 115013 SH DEFINED 03 115013 STILWELL FINL INC COM 860831106 9781 748381 SH DEFINED 03 748381 STMICROELECTRONICS N V NY REGISTRY 861012102 743 38059 SH DEFINED 03 38059 STONE ENERGY CORP COM 861642106 2632 78885 SH DEFINED 03 78885 STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 5003 233584 SH DEFINED 03 233584 STORAGE COMPUTER CORP COM 86211A101 6 25258 SH DEFINED 03 25258 STRATEX NETWORKS INC COM 86279T109 75 33900 SH DEFINED 03 33900 STRIDE RITE CORP COM 863314100 815 113666 SH DEFINED 03 113666 STRYKER CORP COM 863667101 45999 685328 SH DEFINED 03 685328 STUDENT LN CORP COM 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FINL CORP COM 87161C105 8557 441095 SH DEFINED 03 441095 SYNTEL INC COM 87162H103 236 11250 SH DEFINED 03 11250 SYSCO CORP COM 871829107 30450 1022142 SH DEFINED 03 1022142 SYSTEMAX INC COM 871851101 22 14400 SH DEFINED 03 14400 SYSTEMS & COMPUTER TECHNOLOG COM 871873105 834 97003 SH DEFINED 03 97003 TBC CORP COM 872180104 893 74336 SH DEFINED 03 74336 TCF FINL CORP COM 872275102 3688 84408 SH DEFINED 03 84408 TECO ENERGY INC COM 872375100 3952 255453 SH DEFINED 03 255453 THQ INC COM NEW 872443403 1539 116132 SH DEFINED 03 116132 TJX COS INC NEW COM 872540109 17787 911231 SH DEFINED 03 911231 TMP WORLDWIDE INC COM 872941109 1867 165115 SH DEFINED 03 165115 TXU CORP COM 873168108 17028 911580 SH DEFINED 03 911580 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 349 49540 SH DEFINED 03 49540 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 3349 142573 SH DEFINED 03 142573 TALBOTS INC COM 874161102 220 8000 SH DEFINED 03 8000 TALX CORP COM 874918105 808 62570 SH DEFINED 03 62570 TANOX INC COM 87588Q109 129 14300 SH DEFINED 03 14300 TARGET CORP COM 87612E106 43721 1457378 SH DEFINED 03 1457378 TARGET CORP COM 87612E106 1119 37295 SH DEFINED 09 37295 TAUBMAN CTRS INC COM 876664103 214 13200 SH DEFINED 03 13200 TECH DATA CORP COM 878237106 2850 105722 SH DEFINED 03 105722 TECHNE CORP COM 878377100 3922 137273 SH DEFINED 03 137273 TECHNITROL INC COM 878555101 1868 115747 SH DEFINED 03 115747 TECUMSEH PRODS CO CL A 878895200 1807 40938 SH DEFINED 03 40938 TEKELEC COM 879101103 179 17100 SH DEFINED 03 17100 TEKTRONIX INC COM 879131100 7111 390949 SH DEFINED 03 390949 TELEDYNE TECHNOLOGIES INC COM 879360105 1463 93292 SH DEFINED 03 93292 TELEFLEX INC COM 879369106 1412 32912 SH DEFINED 03 32912 TELEPHONE & DATA SYS INC COM 879433100 3730 79331 SH DEFINED 03 79331 TELIK INC COM 87959M109 149 12800 SH DEFINED 03 12800 TELLABS INC COM 879664100 4438 610461 SH DEFINED 03 610461 TELLIUM INC COM 87967E107 22 33900 SH DEFINED 03 33900 TEMPLE INLAND INC COM 879868107 13687 305444 SH 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THERAGENICS CORP COM 883375107 340 84246 SH DEFINED 03 84246 THERASENSE INC COM 883381105 87 10400 SH DEFINED 03 10400 THERMO ELECTRON CORP COM 883556102 11175 555411 SH DEFINED 03 555411 THOMAS & BETTS CORP COM 884315102 1906 112793 SH DEFINED 03 112793 THOMAS INDS INC COM 884425109 1176 45126 SH DEFINED 03 45126 THOR INDS INC COM 885160101 2713 78802 SH DEFINED 03 78802 THORATEC CORP COM NEW 885175307 169 22211 SH DEFINED 03 22211 THORNBURG MTG INC COM 885218107 308 15300 SH DEFINED 03 15300 3COM CORP COM 885535104 2968 641056 SH DEFINED 03 641056 THREE FIVE SYS INC COM 88554L108 388 60088 SH DEFINED 03 60088 3TEC ENERGY CORP COM NEW 88575R308 3826 269626 SH DEFINED 03 269626 3M CO COM 88579Y101 111335 902962 SH DEFINED 03 902962 TIBCO SOFTWARE INC COM 88632Q103 224 36200 SH DEFINED 03 36200 TICKETMASTER CL B 88633P203 204 9600 SH DEFINED 03 9600 TIDEWATER INC COM 886423102 4840 155631 SH DEFINED 03 155631 TIFFANY & CO NEW COM 886547108 7149 299000 SH DEFINED 03 299000 TIMBERLAND CO CL A 887100105 1725 48446 SH DEFINED 03 48446 TIME WARNER TELECOM INC CL A 887319101 26 12100 SH DEFINED 03 12100 TIMKEN CO COM 887389104 3123 163507 SH DEFINED 03 163507 TITAN CORP COM 888266103 595 57171 SH DEFINED 03 57171 TITAN INTL INC ILL COM 88830M102 26 19700 SH DEFINED 03 19700 TOLL BROTHERS INC COM 889478103 3868 191490 SH DEFINED 03 191490 TOLLGRADE COMMUNICATIONS INC COM 889542106 425 36198 SH DEFINED 03 36198 TOO INC COM 890333107 2875 122217 SH DEFINED 03 122217 TOOTSIE ROLL INDS INC COM 890516107 986 32136 SH DEFINED 03 32136 TORCHMARK CORP COM 891027104 21796 596663 SH DEFINED 03 596663 TORO CO COM 891092108 2574 40284 SH DEFINED 03 40284 TOTAL FINA ELF S A SPONSORED ADR 89151E109 5897 82471 SH DEFINED 03 82471 TOUCH AMERICA HLDGS INC COM 891539108 12 32000 SH DEFINED 03 32000 TOWER AUTOMOTIVE INC COM 891707101 806 179217 SH DEFINED 03 179217 TOTAL SYS SVCS INC COM 891906109 303 22450 SH DEFINED 03 22450 TOYS R US INC COM 892335100 9326 932602 SH DEFINED 03 932602 TRACTOR SUPPLY CO COM 892356106 233 6200 SH DEFINED 03 6200 TRAMMELL CROW CO COM 89288R106 96 10700 SH DEFINED 03 10700 TRANSACTION SYS ARCHITECTS CL A 893416107 227 34922 SH DEFINED 03 34922 TRANSATLANTIC HLDGS INC COM 893521104 345 5175 SH DEFINED 03 5175 TRANSMETA CORP DEL COM 89376R109 35 30100 SH DEFINED 03 30100 TRANSPRO INC COM 893885103 56 10065 SH DEFINED 03 10065 TRAVELERS PPTY CAS CORP NEW CL A 89420G109 4184 285629 SH DEFINED 03 285629 TRAVELERS PPTY CAS CORP NEW CL A 89420G109 0 18 SH DEFINED 09 18 TRAVELERS PPTY CAS CORP NEW CL B 89420G406 43009 2935745 SH DEFINED 03 2935745 TRAVELERS PPTY CAS CORP NEW CL B 89420G406 1 39 SH DEFINED 09 39 TREDEGAR CORP COM 894650100 1547 103152 SH DEFINED 03 103152 TRIAD HOSPITALS INC COM 89579K109 1831 61396 SH DEFINED 03 61396 TRIDENT MICROSYSTEMS INC COM 895919108 53 14200 SH DEFINED 03 14200 TRIARC COS INC CL A 895927101 1458 55576 SH DEFINED 03 55576 TRIBUNE CO NEW COM 896047107 33608 739295 SH DEFINED 03 739295 TRIMBLE NAVIGATION LTD COM 896239100 1370 109661 SH DEFINED 03 109661 TRIMERIS INC COM 896263100 263 6100 SH DEFINED 03 6100 TRINITY INDS INC COM 896522109 2477 130655 SH DEFINED 03 130655 TRIQUINT SEMICONDUCTOR INC COM 89674K103 575 135498 SH DEFINED 03 135498 TRIUMPH GROUP INC NEW COM 896818101 1317 41220 SH DEFINED 03 41220 TRIZEC PROPERTIES INC COM 89687P107 198 21100 SH DEFINED 03 21100 TRIZETTO GROUP INC COM 896882107 115 18700 SH DEFINED 03 18700 TRUST CO NJ JERSEY CITY NEW COM 898304100 248 8900 SH DEFINED 03 8900 TRUSTCO BK CORP N Y COM 898349105 2127 197279 SH DEFINED 03 197279 TULARIK INC COM 899165104 196 26237 SH DEFINED 03 26237 TUPPERWARE CORP COM 899896104 7474 495653 SH DEFINED 03 495653 TYCO INTL LTD NEW COM 902124106 97307 5697114 SH DEFINED 03 5697114 TYLER TECHNOLOGIES INC COM 902252105 102 24500 SH DEFINED 03 24500 TYSON FOODS INC CL A 902494103 12448 1109443 SH DEFINED 03 1109443 UAL CORP COM PAR $0.01 902549500 27 18972 SH DEFINED 03 18972 UCBH HOLDINGS INC COM 90262T308 2859 67347 SH DEFINED 03 67347 UGI CORP NEW COM 902681105 3262 87246 SH DEFINED 03 87246 UICI COM 902737105 1992 128120 SH DEFINED 03 128120 UIL HLDG CORP COM 902748102 1527 43784 SH DEFINED 03 43784 UMB FINL CORP COM 902788108 245 6402 SH DEFINED 03 6402 UST INC COM 902911106 10578 316435 SH DEFINED 03 316435 UST INC COM 902911106 3106 92925 SH DEFINED 09 92925 US BANCORP DEL COM NEW 902973304 107203 5051968 SH DEFINED 03 5051968 USA INTERACTIVE COM 902984103 3266 142505 SH DEFINED 03 142505 USA INTERACTIVE COM 902984103 737 32151 SH DEFINED 09 32151 URS CORP NEW COM 903236107 1126 79133 SH DEFINED 03 79133 U S G CORP COM NEW 903293405 117 13842 SH DEFINED 03 13842 USEC INC COM 90333E108 185 30700 SH DEFINED 03 30700 US UNWIRED INC COM 90338R104 7 13800 SH DEFINED 03 13800 US ONCOLOGY INC COM 90338W103 3386 390582 SH DEFINED 03 390582 UBIQUITEL INC COM 903474302 5 11400 SH DEFINED 03 11400 ULTIMATE ELECTRS INC COM 903849107 363 35798 SH DEFINED 03 35798 ULTRA PETE CORP COM 903914109 223 22500 SH DEFINED 03 22500 ULTRATECH STEPPER INC COM 904034105 621 63154 SH DEFINED 03 63154 UNIFI INC COM 904677101 410 78136 SH DEFINED 03 78136 UNILEVER N V N Y SHS NEW 904784709 11382 184449 SH DEFINED 03 184449 UNION PAC CORP COM 907818108 45906 766758 SH DEFINED 03 766758 UNION PLANTERS CORP COM 908068109 16658 591958 SH DEFINED 03 591958 UNIONBANCAL CORP COM 908906100 1351 34410 SH DEFINED 03 34410 UNISOURCE ENERGY CORP COM 909205106 1788 103410 SH DEFINED 03 103410 UNISYS CORP COM 909214108 12778 1290757 SH DEFINED 03 1290757 UNIT CORP COM 909218109 2140 115390 SH DEFINED 03 115390 UNITED AUTO GROUP INC COM 909440109 683 54800 SH DEFINED 03 54800 UNITED CMNTY FINL CORP OHIO COM 909839102 128 14800 SH DEFINED 03 14800 UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P105 234 9600 SH DEFINED 03 9600 UNITED BANKSHARES INC WEST V COM 909907107 3543 121920 SH DEFINED 03 121920 UNITED DOMINION REALTY TR IN COM 910197102 191 11700 SH DEFINED 03 11700 UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 201 59805 SH DEFINED 03 59805 UNITED NAT FOODS INC COM 911163103 1489 58740 SH DEFINED 03 58740 UNITED ONLINE INC COM 911268100 823 51623 SH DEFINED 03 51623 UNITED PARCEL SERVICE INC CL B 911312106 110219 1747288 SH DEFINED 03 1747288 UNITED RENTALS INC COM 911363109 790 73409 SH DEFINED 03 73409 UNITED STATES CELLULAR CORP COM 911684108 285 11400 SH DEFINED 03 11400 U S INDS INC NEW COM 912080108 70 26630 SH DEFINED 03 26630 UNITED STATES STL CORP NEW COM 912909108 12431 947502 SH DEFINED 03 947502 UNITED STATIONERS INC COM 913004107 2832 98324 SH DEFINED 03 98324 UNITED TECHNOLOGIES CORP COM 913017109 69317 1119101 SH DEFINED 03 1119101 UNITEDGLOBALCOM CL A 913247508 0 2 SH DEFINED 00 2 UNITEDGLOBALCOM CL A 913247508 58 24100 SH DEFINED 03 24100 UNITEDHEALTH GROUP INC COM 91324P102 70427 843438 SH DEFINED 03 843438 UNITRIN INC COM 913275103 2095 71690 SH DEFINED 03 71690 UNIVERSAL ACCESS GLOBAL HLDG COM 91336M105 2 11300 SH DEFINED 03 11300 UNIVERSAL CORP VA COM 913456109 1068 28891 SH DEFINED 03 28891 UNIVERSAL FST PRODS INC COM 913543104 1560 73161 SH DEFINED 03 73161 UNIVERSAL HLTH SVCS INC CL B 913903100 5453 120902 SH DEFINED 03 120902 UNIVISION COMMUNICATIONS INC CL A 914906102 8711 355559 SH DEFINED 03 355559 UNOCAL CORP COM 915289102 17778 581367 SH DEFINED 03 581367 UNIZAN FINANCIAL CORP COM 91528W101 249 12587 SH DEFINED 03 12587 UNOVA INC COM 91529B106 99 16440 SH DEFINED 03 16440 UNUMPROVIDENT CORP COM 91529Y106 23055 1314437 SH DEFINED 03 1314437 USFREIGHTWAYS CORP COM 916906100 2524 87782 SH DEFINED 03 87782 VCA ANTECH INC COM 918194101 192 12800 SH DEFINED 03 12800 V F CORP COM 918204108 16337 453189 SH DEFINED 03 453189 VALASSIS COMMUNICATIONS INC COM 918866104 2432 82629 SH DEFINED 03 82629 VALHI INC NEW COM 918905100 140 16850 SH DEFINED 03 16850 VALERO ENERGY CORP NEW COM 91913Y100 6285 170150 SH DEFINED 03 170150 VALLEY NATL BANCORP COM 919794107 282 10700 SH DEFINED 03 10700 VALMONT INDS INC COM 920253101 1241 63961 SH DEFINED 03 63961 VALSPAR CORP COM 920355104 2660 60206 SH DEFINED 03 60206 VALUECLICK INC COM 92046N102 53 19159 SH DEFINED 03 19159 VALUEVISION MEDIA INC CL A 92047K107 225 15000 SH DEFINED 03 15000 VARCO INTL INC DEL COM 922122106 2073 119121 SH DEFINED 03 119121 VARIAN INC COM 922206107 1067 37200 SH DEFINED 03 37200 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 2134 89796 SH DEFINED 03 89796 VARIAN MED SYS INC COM 92220P105 3675 74100 SH DEFINED 03 74100 VASTERA INC COM 92239N109 86 15200 SH DEFINED 03 15200 VECTREN CORP COM 92240G101 1392 60537 SH DEFINED 03 60537 VEECO INSTRS INC DEL COM 922417100 963 83318 SH DEFINED 03 83318 VENTAS INC COM 92276F100 253 22079 SH DEFINED 03 22079 VERITAS SOFTWARE CO COM 923436109 9619 615835 SH DEFINED 03 615835 VERITY INC COM 92343C106 1513 112965 SH DEFINED 03 112965 VERISIGN INC COM 92343E102 211 26307 SH DEFINED 03 26307 VERITAS DGC INC COM 92343P107 832 105367 SH DEFINED 03 105367 VERIZON COMMUNICATIONS COM 92343V104 247655 6391106 SH DEFINED 03 6391106 VERTEX PHARMACEUTICALS INC COM 92532F100 730 46085 SH DEFINED 03 46085 VESTA INS GROUP INC COM 925391104 28 10200 SH DEFINED 03 10200 VIACOM INC CL B 925524308 174433 4279503 SH DEFINED 03 4279503 VIACOM INC CL B 925524308 90 2216 SH DEFINED 09 2216 VIAD CORP COM 92552R109 2973 133022 SH DEFINED 03 133022 VIASAT INC COM 92552V100 784 67954 SH DEFINED 03 67954 VIASYS HEALTHCARE INC COM NEW 92553Q209 1014 68082 SH DEFINED 03 68082 VICOR CORP COM 925815102 904 109580 SH DEFINED 03 109580 VIGNETTE CORP COM 926734104 73 59744 SH DEFINED 03 59744 VINTAGE PETE INC COM 927460105 1894 179563 SH DEFINED 03 179563 VISHAY INTERTECHNOLOGY INC COM 928298108 1993 178283 SH DEFINED 03 178283 VISTEON CORP COM 92839U107 1694 243405 SH DEFINED 03 243405 VISX INC DEL COM 92844S105 531 55404 SH DEFINED 03 55404 VITAL SIGNS INC COM 928469105 1083 36248 SH DEFINED 03 36248 VITESSE SEMICONDUCTOR CORP COM 928497106 137 62500 SH DEFINED 03 62500 VITRIA TECHNOLOGY COM 92849Q104 15 19600 SH DEFINED 03 19600 VIVUS INC COM 928551100 70 18800 SH DEFINED 03 18800 VOLT INFORMATION SCIENCES IN COM 928703107 697 40776 SH DEFINED 03 40776 VORNADO RLTY TR SH BEN INT 929042109 424 11400 SH DEFINED 03 11400 VULCAN MATLS CO COM 929160109 5421 144554 SH DEFINED 03 144554 WD-40 CO COM 929236107 1354 51233 SH DEFINED 03 51233 WGL HLDGS INC COM 92924F106 1705 71289 SH DEFINED 03 71289 W HLDG CO INC COM 929251106 272 16600 SH DEFINED 03 16600 W-H ENERGY SVCS INC COM 92925E108 1039 71200 SH DEFINED 03 71200 WJ COMMUNICATIONS INC COM 929284107 17 17300 SH DEFINED 03 17300 WMS INDS INC COM 929297109 1269 84696 SH DEFINED 03 84696 WPS RESOURCES CORP COM 92931B106 1267 32630 SH DEFINED 03 32630 WABASH NATL CORP COM 929566107 530 63282 SH DEFINED 03 63282 WABTEC CORP COM 929740108 211 15000 SH DEFINED 03 15000 WACHOVIA CORP 2ND NEW COM 929903102 119199 3271101 SH DEFINED 03 3271101 WADDELL & REED FINL INC CL A 930059100 1558 79228 SH DEFINED 03 79228 WAL MART STORES INC COM 931142103 438074 8673024 SH DEFINED 03 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