UNITED STATES
	SECURITIES ND EXCHANGE COMMISSION
		WASHINGTON, D.C.  20549

FORM 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:  December 31, 2002

Check here if Amendment[ ]:  Amendment Number:

This Amendment  (Check only one) : [ ] is a restatement.
				   [ ] adds new holdings entries.

Institutional Investment Manager Filing this Report:

Name:		Harbor Capital Management Company, Inc.

Address:	125 High Street, 26th Floor
		Boston, MA  02110

Form 13F File Number:  28-1073

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 here in 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:		Anthony Delre
Title:		Compliance Officer
Phone:		617-478-7225


Signature, Place and Date of Signing:

Anthony Delre	1/02/2003			BOSTON/MA

Signature	Date				City/State

Report Type (Check only one):

[X]13F HOLDINGS REPORT.  (Check here is 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).)

[ ]13F COMBINATION REPORT.  (Check here if a portion of the holdings
forthis reporting manager are reported in this report and a portion
are reported by other reporting manager(s).)


REPORT SUMMARY:

NUMBER OF OTHER INCLUDED MANAGERS:    0

FORM 13F INFORMATION TABLE ENTRY TOTAL: 772

FORM 13F INFORMATION TABLE VALUE TOTAL: $5,816,183,000



LIST OF OTHER INCLUDED MANAGERS:

Provide a numbered list of the name(s) and Form 13F file number(s)
of all institutional investment managers with respect to which this
report is filed, other than the managerfiling this report. ( If there
are no entries in this list, state "none" and omit the column headings
and list entries.)

NONE


						VALUE	SHARES/	SH/
NAME OF ISSUER	TITLE OF CLASS	CUSIP		(x$1000)PRN AMT	PRN
3M COMPANY		COM	88579Y101	72466	587723	SH
99 CENTS ONLY STORES	COM	65440K106	1037	38600	SH
A D C TELECOMM INC	COM	000886101	61	29300	SH
A F L A C Inc.		COM	001055102	7723	256400	SH
ABB LTD			COM	XR7108899	4812	1692966	SH
ABBOTT LABS		COM	002824100	18752	468797	SH
ABERCROMBIE & FITCH	COM	002896207	1043	51000	SH
ABM INDUSTRIES INC	COM	000957100	353	22800	SH
ABN AMRO HOLDINGS	COM	XR5250769	4697	288400	SH
ACCREDO HEALTH INC	COM	00437V104	7397	209850	SH
ACE LTD			COM	G0070K103	8552	291482	SH
ACTION PERFORMANCE COS INC	COM	004933107	388	20400	SH
ACXIOM CORP		COM	005125109	709	46100	SH
ADECCO SA		COM	006754105	4346	455566	SH
ADOBE SYS INC		COM	00724F101	444	17910	SH
ADVANCED FIBRE COMMS INCCOM	00754A105	1128	67600	SH
ADVANCEPCS		COM	00790K109	1051	47300	SH
AEGON NV		COM	XR5927375	2851	222507	SH
AFFILIATED COMP SVCS 	COM	008190100	2554	48500	SH
AHOLD NV		COM	XR5252602	6219	491682	SH
AIR LIQUIDE		COM	XR4011406	443	3375	SH
AIR PRODS & CHEMS INC	COM	009158106	30053	703000	SH
AKZO NV			COM	010199305	5278	165517	SH
ALASKA AIR GROUP INC	COM	011659109	764	35300	SH
ALBERTO CULVER CO CL B 	COM	013068101	701	13900	SH
ALCOA INC		COM	013817101	1117	49044	SH
ALLERGAN INC		COM	018490102	5405	93800	SH
ALLETE			COM	018522102	524	23100	SH
ALLIANCE DATA SYS CORP	COM	018581108	649	36600	SH
ALLIANT ENERGY CORP	COM	018802108	736	44500	SH
ALLIANT TECHSYSTEMS INC	COM	018804104	2579	41363	SH
ALLIED IRISH BANKS PLC	COM	XR0019783	4144	303119	SH
ALLSTATE CORPORATION	COM	020002101	237	6400	SH
ALLTEL CORP		COM	020039103	2417	47400	SH
ALPHARMA INC CL A	COM	020813101	335	28100	SH
ALTERA CORP		COM	021441100	422	34233	SH
AMBAC INC		COM	023139108	64305	1143410	SH
AMERICAN EAGLE OUT INC	COM	02553E106	745	54050	SH
AMERICAN EXPRESS CO	COM	025816109	14386	406950	SH
AMERICAN INTL GROUP INC	COM	026874107	168607	2914559	SH
AMERICAN STATES WATER COMPANY	COM	029899101	513	22160	SH
AMERISOURCEBERGEN CORP	COM	03073E105	20611	379500	SH
AMGEN INC		COM	031162100	80601	1667383	SH
AMSOUTH BANCORP		COM	032165102	970	50500	SH
AMVESCAP PLC		COM	XR0128269	6696	1045099	SH
ANADARKO PETE CORP	COM	032511107	60497	1262993	SH
ANHEUSER BUSCH COS INC	COM	035229103	71496	1477185	SH
ANNTAYLOR STORES CORP	COM	036115103	855	41847	SH
ANTHEM INC		COM	03674B104	294	4667	SH
AOL TIME WARNER		COM	00184A105	2785	212610	SH
APACHE CORP		COM	037411105	955	16765	SH
APOGENT TECHNOLOGIES	COM	03760A101	894	43000	SH
APPLERA CORP APPLIED BIOSYSTEM	COM	038020103	223	12700	SH
APPLIED MATLS INC	COM	038222105	61143	4692445	SH
APPLIED MICRO CIRCUITS CORP CD	COM	03822W109	123	33400	SH
APRIA HEALTHCARE GROUP INC	COM	037933108	821	36930	SH
ARACRUZ CELULOSE	COM	038496204	4278	230500	SH
ARCELOR			COM	XR7281875	4016	327845	SH
ARQULE INC		COM	04269E107	143	46800	SH
ARVINMENTOR INC		COM	043353101	535	32100	SH
ASSICURAZIONI GENERALI	COM	XR4056719	7670	374386	SH
ASSOCIATED BANC CORP	COM	045487105	1178	34700	SH
ASTORIA FINL CORP	COM	046265104	296	10900	SH
ASTRAZENECA PLC		COM	XR0989529	11657	326166	SH
AT & T WIRELESS		COM	00209A106	4355	770810	SH
AUST AND NZ BANK GR LTD	COM	XR6065586	9476	969978	SH
AUTOMATIC DATA PROCE	COM	053015103	2812	71655	SH
AUTOZONE INC		COM	053332102	247	3500	SH
AVENTIS			COM	053561106	10345	190910	SH
AVERY DENNISON CORP	COM	053611109	281	4600	SH
AXA			COM	XR7088429	5228	391053	SH
BAC CAP TR III 7.00% 08/15/07	PRE ST	05518E202	4424	166000	SH
BANCO BILBAO VIZCAYA ARGENTA	COM	XR5501906	3974	416876	SH
BANK OF AMERICA		COM	060505104	3830	55048	SH
BANK ONE CORP		COM	06423A103	357	9767	SH
BANKNORTH GROUP INC	COM	06646R107	739	32700	SH
BARCLAYS PLC		COM	XR3134865	9172	1479871	SH
BARNES & NOBLE		COM	067774109	835	46200	SH
BARR LABS INC		COM	068306109	1158	17785	SH
BASF AG			COM	XR5086577	7339	194608	SH
BAXTER INTL INC		COM	071813109	50295	1796238	SH
BCE INC			COM	XR2089933	3247	180000	SH
BE AEROSPACE INC	COM	073302101	400	110000	SH
BEA SYS INC		COM	073325102	3528	307600	SH
BEAR STEARNS COS INC	COM	073902108	297	4995	SH
BECKMAN COULTER INC	COM	075811109	924	31300	SH
BED BATH & BEYOND INC	COM	075896100	755	21865	SH
BELL SOUTH CORP		COM	079860102	57221	2211863	SH
BELO A H CORP SER A	COM	080555105	516	24200	SH
BEST BUY INC		COM	086516101	1494	61850	SH
BIO RAD LABS INC CL A	COM	090572207	677	17500	SH
BIOGEN N V		COM	090597105	554	13838	SH
BIOMET INC		COM	090613100	984	34349	SH
BISYS GROUP INC		COM	055472104	770	48400	SH
BJ SVCS CO		COM	055482103	317	9800	SH
BJS WHSL CLUB INC	COM	05548J106	240	13100	SH
BLACK & DECKER CORP.	COM	091797100	292	6800	SH
BLACK HILLS CORP	COM	092113109	434	16375	SH
BNP PARIBAS		COM	XR7309681	5078	125100	SH
BOC GROUP PLC		COM	XR0108120	3533	247101	SH
BOEING CO		COM	097023105	415	12590	SH
BORG WARNER AUTO	COM	099724106	1117	22145	SH
BOSTON SCIENTIFIC CORP	COM	101137107	1227	28850	SH
BOWATER INC		COM	102183100	919	21900	SH
BP AMOCO ADS		COM	055622104	24208	595534	SH
BP PLC			COM	XR0798059	157	22843	SH
BRIGHT HORIZONS FAMILY SOLUTCO	COM	109195107	3439	122301	SH
BRINKER INTL INC	COM	109641100	545	16900	SH
BRISTOL MYERS SQUIBB CO	COM	110122108	18850	814244	SH
BRITISH SKY BROADCASTINGCOM	XR0141192	8473	823610	SH
BRITISH SKY BROADCASTING GRPAD	COM	111013108	733	18300	SH
BROCADE			COM	111621108	104	25100	SH
BRUNSWICK CORP		COM	117043109	381	19200	SH
BT GROUP PLC		COM	XR3091357	5092	1622100	SH
BURLINGTON RESOURCES INCCOM	122014103	341	8000	SH
C&D TECHNOLOGIES INC	COM	124661109	516	29200	SH
CABOT CORP		COM	127055101	776	29227	SH
CABOT MICROELECTRONICS	COM	12709P103	618	13100	SH
CACI INTL INC CL A	COM	127190304	1354	38000	SH
CADENCE DESIGNS SYS INC	COM	127387108	416	35300	SH
CALPINE CORP		COM	131347106	40	12200	SH
CAMBREX CORP		COM	132011107	749	24780	SH
CAMPBELL SOUP CO	COM	134429109	2107	89757	SH
CANON INC		COM	XR6172323	4524	120100	SH
CAP GEMINI SA		COM	XR4163437	1220	53570	SH
CAPITA GROUP PLC	COM	XR0173474	5769	1447741	SH
CARDINAL HEALTH INC	COM	14149Y108	846	14300	SH
CAREMARK RX INC		COM	141705103	5311	326800	SH
CARLISLE COS INC	COM	142339100	1080	26100	SH
CARREFOUR SA		COM	XR5641567	9740	219601	SH
CATAPULT COMMUNICATIONS CORP	COM	149016107	277	23220	SH
CATERPILLAR INC		COM	149123101	39969	874221	SH
CDW COMPUTER CTRS INC	COM	125129106	1329	30300	SH
CELL GENESYS INC	COM	150921104	369	33120	SH
CEMEX S A ADR SPSRD NEW	COM	151290889	4694	218242	SH
CENTEX CORPORATION	COM	152312104	994	19800	SH
CENTURYTEL INC		COM	156700106	30173	1026997	SH
CEPHALON INC		COM	156708109	1285	26400	SH
CERTEGY INC		COM	156880106	300	12200	SH
CHARTER ONE FINCL INC	COM	160903100	45327	1577673	SH
CHATTEM INC		COM	162456107	469	22800	SH
CHECKFREE CORP		COM	162813109	1058	66100	SH
CHECKPOINT SYS INC	COM	162825103	524	50715	SH
CHEESECAKE FACTORY INC	COM	163072101	1232	34085	SH
CHEVRONTEXACO COR	COM	166764100	9767	146912	SH
CHIRON CORP		COM	170040109	545	14485	SH
CHOICEPOINT INC		COM	170388102	1786	45230	SH
CHRISTOPHER & BANKS CORPCOM	171046105	577	27825	SH
CHUBB CORP		COM	171232101	627	12017	SH
CHUBB CORP PFD 7.000% 11/16/05	PRESTKS	171232309	479	20000	SH
CIE DE SAINT-GOBAIN	COM	XR7380482	7806	267091	SH
CIENA CORP		COM	125509109	241	5850	SH
CISCO SYSTEMS INC	COM	17275R102	65138	4972398	SH
CITIGROUP CAP VIII 6.95% 09/17	PRESTKS	17306R204	362	14000	SH
CITIGROUP INC.		COM	172967101	104077	2957563	SH
CLARCOR INC		COM	179895107	971	30075	SH
CLECO CORP NEW		COM	12561W105	537	38380	SH
CLOROX CO		COM	189054109	256	6200	SH
COACH			COM	189754104	830	25200	SH
COCA COLA CO		COM	191216100	84915	1936926	SH
COGNEX CORP		COM	192422103	369	20000	SH
COGNIZANT TEC SLTNS CORCL	COM	192446102	600	8300	SH
COLE KENNETH PRODTNS INC CL A	COM	193294105	423	20850	SH
COLGATE PALMOLIVE CO	COM	194162103	659	12560	SH
COLONIAL BANCGROUP INC	COM	195493309	862	72225	SH
COMCAST CORP CL A SPL	COM	20030N200	12028	532439	SH
COMERICA INC		COM	200340107	2067	47800	SH
COMMERCE BANCORP INC N 	COM	200519106	360	8340	SH
COMMERCIAL FEDERAL CORP	COM	201647104	806	34535	SH
COMMERCIAL METALS CO	COM	201723103	486	29900	SH
COMMERCIAL NET LEASE REALTY	COM	202218103	560	36525	SH
COMPANHIA VALE DO RIO DOCE ADR	PRESTKS	204412100	3317	120600	SH
COMPASS BANCSHARES INC	COM	20449H109	1970	63000	SH
COMPASS GROUP PLC	COM	XR0533153	6264	1179071	SH
COMPUTER SCIENCES CORP	COM	205363104	978	28400	SH
COMVERSE TECHNOLOGY INC	COM	205862402	787	78526	SH
CONCORD EFS INC		COM	206197105	11178	710193	SH
CONOCOPHILLIPS		COM	20825C104	71595	1479540	SH
CONSOLIDATED EDISON	COM	209115104	35466	828250	SH
CONSTELLATION BRANDS	COM	21036P108	884	37300	SH
CONVERGYS CORP		COM	212485106	185	12200	SH
COOPER CAMERON CORP	COM	216640102	1069	21460	SH
CORN PRODS INTL INC	COM	219023108	855	28380	SH
COST PLUS INC		COM	221485105	562	19600	SH
COSTCO WHOLESALE	COM	22160K105	588	20971	SH
CREDIT SUISSE GROUP	COM	XR7171589	8070	371953	SH
CREE RESH INC		COM	225447101	404	24700	SH
CT COMMUN INC NEW	COM	126426402	323	28600	SH
CULLEN FROST BANKERS INCCOM	229899109	916	28000	SH
CVS CORP		COM	126650100	1925	77100	SH
CYTYC CORP		COM	232946103	826	81000	SH
D P L INC		COM	233293109	776	50600	SH
D R HORTON INC		COM	23331A109	4185	241239	SH
DAIMLERCHRYSLER ORD	COM	XR5529027	5404	176140	SH
DANAHER CORP SHS BEN INTCOM	235851102	378	5750	SH
DATARAM CORP PAR $1.	COM	238108203	59	19000	SH
DBS GROUP HOLDINGS LTD	COM	XR6175203	5554	875809	SH
DEAN FOODS INC NEW	COM	242370104	1580	42600	SH
DEERE & CO.		COM	244199105	31249	681553	SH
DEL MONTE FOODS CO COM	COM	24522P103	95	12326	SH
DELL COMPUTER CORP	COM	247025109	15779	590100	SH
DELPHI AUTOMOTIVE	COM	247126105	471	58501	SH
DENTSPLY INTL INC NEW	COM	249030107	688	18500	SH
DEUTSCHE BANK AG	COM	XR5750355	4980	108535	SH
DEUTSCHE TELEKOM AG	COM	XR5842359	9091	709970	SH
DEUTSCHE TELEKOM AG	COM	251566105	241	19000	SH
DEVON ENERGY CORP NEW	COM	25179M103	8882	193500	SH
DISNEY WALT PRODTNS	COM	254687106	291	17818	SH
DOCUCORP INC		COM	255911109	145	21900	SH
DOLLAR GEN CORP		COM	256669102	5287	442437	SH
DOLLAR TREE STORES INC	COM	256747106	479	19500	SH
DOMINION RES CAP TR II 8.4% 01	PRESTKS	25746X202	354	13000	SH
DOMINION RES INC VA NEW	COM	25746U109	51839	944250	SH
DOW CHEMICAL CORP	COM	260543103	930	31303	SH
DOWNEY FINL CORP	COM	261018105	589	15100	SH
DSP GROUP INC		COM	23332B106	714	45110	SH
DST SYSTEMS		COM	233326107	643	18100	SH
DU PONT E I DE NEMOURS CO	COM	263534109	72597	1712201	SH
DUN & BRADSTREET CORP DEL NE	COM	26483E100	241	7000	SH
DYCOM INDUSTRIES INC	COM	267475101	753	56800	SH
E M C CORP MASS	COM	268648102	85	13793	SH
EAST JAPAN RAILWAY CO	COM	XR6298542	7311	1483	SH
EATON VANCE CORP	COM	278265103	624	22100	SH
EBAY INC		COM	278642103	251	3700	SH
ECHOSTAR COMMUN CORP NEW CL A	COM	278762109	43391	1949300	SH
EDWARDS A G INC		COM	281760108	639	19400	SH
EL PASO CORPORATION	COM	28336L109	3291	472873	SH
ELECTRO SCIENTIFIC INDS INC	COM	285229100	622	31080	SH
ELECTRONIC ARTS		COM	285512109	1071	21514	SH
ELECTRONIC DATA SYS CORP NEW	COM	285661104	4022	218222	SH
EMERSON ELEC CO		COM	291011104	5894	115900	SH
ENDESA			COM	XR5271782	6558	562650	SH
ENERGEN CORP		COM	29265N108	1090	37450	SH
ENERGIZER HLDGS INC	COM	29266R108	1030	36900	SH
ENERGY EAST CORP	COM	29266M109	1182	53500	SH
ENGELHARD CORP		COM	292845104	568	25400	SH
ENI SPA			COM	XR7145056	6847	432400	SH
ENSCO INTL INC		COM	26874Q100	6609	224400	SH
ENTERCOM COMMUNICATIONS CORP C	COM	293639100	990	21100	SH
ENTERGY CORP NEW	COM	29364G103	1204	26400	SH
EOG RESOURCES INC	COM	26875P101	216	5400	SH
EQUIFAX INC		COM	294429105	743	32100	SH
ESS TECHNOLOGY 	INC	COM	269151106	482	76700	SH
ESTEE LAUDER CO.	COM	518439104	18526	701743	SH
ESTERLINE TECHNOLOGIES CORP	COM	297425100	608	34400	SH
ETHAN ALLEN INTERIORS INC	COM	297602104	564	16400	SH
EVEREST RE GROUP	COM	G3223R108	1239	22400	SH
EXCEL TECHNOLOGY INC	COM	30067T103	268	14980	SH
EXPEDITORS INTL WASH INC	COM	302130109	1081	33100	SH
EXPRESS SCRIPTS INC CL A	COM	302182100	480	10000	SH
EXXON CORPORATION	COM	30231G102	121435	3475517	SH
F M C CORP NEW		COM	302491303	705	25800	SH
FAIR ISAAC & CO INC	COM	303250104	1390	32550	SH
FAMILY DLR STORES INC	COM	307000109	11259	360750	SH
FANNIE MAE		COM	313586109	15280	237520	SH
FANUC LTD		COM	XR6356934	6074	137300	SH
FEDERAL SIGNAL CORP	COM	313855108	439	22600	SH
FEDEX CORP		COM	31428X106	352	6500	SH
FIDELITY NAT FINL CORP	COM	316326107	1468	44726	SH
FIDELITY NATL INFORMATION SO	COM	31620P109	309	17900	SH
FIRST DATA CORP		COM	319963104	90445	2554231	SH
FIRST HEALTH GROUP CORP	COM	320960107	4833	198500	SH
FIRST SOURCE CORP	COM	336901103	261	15566	SH
FIRST TENN NATL CORP	COM	337162101	212	5900	SH
FIRST VIRGINIA BANKS INC	COM	337477103	1184	31800	SH
FIRSTENERGY CORP	COM	337932107	267	8100	SH
FIRSTFED FINL CORP DEL	COM	337907109	795	27470	SH
FIRSTMERIT CORP		COM	337915102	1128	52100	SH
FISERV INC		COM	337738108	565	16629	SH
FLEETBOSTON FINANCIAL CORPORAT	COM	339030108	46450	1911533	SH
FLEXTRONICS INTL LTD	COM	Y2573F102	114	13900	SH
FLIR SYS INC		COM	302445101	1127	23100	SH
FOREST LABS INC		COM	345838106	347	3530	SH
FORWARD AIR CORP	COM	349853101	343	17650	SH
FOUNDRY NETWORKS	COM	35063R100	189	26900	SH
FPL GROUP INC		COM	302571104	42698	710100	SH
FREDS INC CL A		COM	356108100	483	18800	SH
GALLAGHER ARTHUR J & CO	COM	363576109	964	32800	SH
GATX CORP		COM	361448103	812	35600	SH
GENERAL DYNAMICS CORP	COM	369550108	19018	239615	SH
GENERAL ELEC CO		COM	369604103	150665	6187467	SH
GENERAL ELECTRIC CAP 6.625% 06	PRESTKS	369622527	2399	90000	SH
GENERAL GROWTH PPTYS INCCOM	370021107	9272	178300	SH
GENERAL MILLS INC	COM	370334104	57100	1216190	SH
GENZYME CORP		COM	372917104	801	27090	SH
GILEAD SCIENCES INC	COM	375558103	1350	39700	SH
GILLETTE CO		COM	375766102	206	6800	SH
GLAXO PLC		COM	37733W105	6329	168950	SH
GLAXOSMITHKLINE PLC	COM	XR0925288	8128	423539	SH
GLOBAL SANTAFE CORPORATION	COM	G3930E101	18189	747912	SH
GOLD FIELDS LTD NEW ADR SPONSO	COM	38059T106	966	69200	SH
GOLDMAN SACHS GROUP INC	COM	38141G104	4117	60452	SH
GOODRICH B F CO	COM	382388106	575	31400	SH
GOODYEAR TIRE & RUBR CO	COM	382550101	449	65899	SH
GREAT ATLANTIC & PAC TEA INC	COM	390064103	339	42100	SH
GREATER BAY BANCORP	COM	391648102	816	47200	SH
GREENPOINT FINL CORP	COM	395384100	883	19550	SH
GTECH HLDGS CORP	COM	400518106	944	33900	SH
H R BLOCK INC		COM	093671105	470	11700	SH
HARLEY DAVIDSON INC	COM	412822108	644	13950	SH
HARRIS CORPORATION	COM	413875105	821	31200	SH
HARSCO CORP		COM	415864107	1065	33405	SH
HAWAIIAN ELEC INDS INC	COM	419870100	607	13800	SH
HEALTH CARE PPTY INVS INC	COM	421915109	2503	65343	SH
HEALTH MGMT ASSOC INC NEW CL A	COM	421933102	26797	1497051	SH
HEALTH NET INC	COM	42222G108	1214	46000	SH
HEALTHCARE REALTY TRUST	COM	421946104	475	16230	SH
HEINZ, H J COMPANY	COM	423074103	907	27600	SH
HELIX TECHNOLOGY CORP	COM	423319102	371	33110	SH
HELMERICH & PAYNE INC	COM	423452101	712	25500	SH
HERLEY INDS INC		COM	427398102	298	17100	SH
HERSHEY FOODS CORP	COM	427866108	236	3500	SH
HEWLETT PACKARD CO	COM	428236103	5725	329780	SH
HEXCEL CORP NEW		COM	428291108	171	57000	SH
HIBERNIA CORP CL A	COM	428656102	1123	58300	SH
HILB ROGAL & HAMILTON COCOM	431294107	1066	26060	SH
HILLENBRAND INDS INC	COM	431573104	430	8900	SH
HOME DEPOT INC		COM	437076102	81520	3393847	SH
HONG KONG & CHINA GAS	COM	XR6436557	3940	3042000	SH
HORMEL FOODS CORP	COM	440452100	516	22100	SH
HOSPITALITY PPTYS TRUST	COM	44106M102	609	17300	SH
HOUSTON EXPL CO		COM	442120101	383	12500	SH
HOYA CORPORATION	COM	XR6441506	6407	91500	SH
HSBC HOLDINGS PLC	COM	404280406	9932	180640	SH
HUDSON UTD BANCORP	COM	444165104	822	26436	SH
HUGHES SUPPLY INC	COM	444482103	604	22100	SH
HYPERION SOLUTIONS CORP	COM	44914M104	1024	39900	SH
IDEC PHARMACEUTICALS CO	COM	449370105	2395	72200	SH
II-VI INC		COM	902104108	658	41000	SH
ILLINOIS TOOL WORKS INC	COM	452308109	242	3737	SH
IMATION CORP		COM	45245A107	923	26300	SH
ING GROEP N V		COM	456837103	10825	642796	SH
INSIGHT ENTERPRISES INC	COM	45765U103	367	44220	SH
INSITUFORM TECHNOLOGIES INC	COM	457667103	235	13800	SH
INTEGRATED CIRCUIT SYS INC	COM	45811K208	624	34200	SH
INTEGRATED SILICON SOLUTION	COM	45812P107	392	89800	SH
INTEL CORP		COM	458140100	67844	4357382	SH
INTER TEL INC		COM	458372109	611	29200	SH
INTERNATIONAL BUSINESS MACHINE	COM	459200101	10910	140780	SH
INTERNATIONAL GAME TECH	COM	459902102	11904	156800	SH
INTERNATIONAL PAPER CO	COM	460146103	31893	912015	SH
INTERNATIONAL RECTIFIER CORP	COM	460254105	672	36400	SH
INTERNET SEC SYS INC	COM	46060X107	379	20700	SH
INTERSIL CORP CL A	COM	46069S109	623	44700	SH
INTRAWEST CORP NEW	COM	460915200	714	57600	SH
INTUIT INC		COM	461202103	2413	51433	SH
INVESTMENT TECHNOLOGY GRP NE	COM	46145F105	517	23100	SH
INVESTORS FINL SVCS CORP DEL	COM	461915100	876	32000	SH
INVISION TECHNOLOGIES INC	COM	461851107	551	20900	SH
ITRON INC		COM	465741106	583	30400	SH
IVAX CORP		COM	465823102	1002	82625	SH
J JILL GROUP INC	COM	466189107	280	20050	SH
J.P. MORGAN CHASE & CO	COM	46625H100	267	11144	SH
JACK IN THE BOX		COM	466367109	226	13100	SH
JACOBS ENGINEERING GROUP INC	COM	469814107	895	25150	SH
JDS UNIPHASE CORP	COM	46612J101	167	67608	SH
JEFFERIES GROUP INC NEW	COM	472319102	806	19200	SH
JEFFERSON PILOT CORP	COM	475070108	213	5600	SH
JO-ANN STORES INC CL A	COM	47758P109	324	14100	SH
JOHN HANCOCK FINANCIAL	COM	41014S106	859	30800	SH
JOHN NUVEEN CO CL A	COM	478035108	466	18400	SH
JOHNSON & JOHNSON	COM	478160104	83366	1552150	SH
JONES APPAREL GROUP INC	COM	480074103	560	15800	SH
JUNIPER NETWORKS	COM	48203R104	218	32000	SH
K V PHARMACEUTICAL CO CL A	COM	482740206	920	39650	SH
KAMAN CORP CL A		COM	483548103	197	17900	SH
KAO CORP		COM	XR6483809	7095	323200	SH
KB HOME			COM	48666K109	591	13800	SH
KEITHLEY INSTRUMENTS	COM	487584104	196	15640	SH
KELLOGG CO		COM	487836108	1018	29700	SH
KELLY SERVICES INC CL A	COM	488152208	759	30700	SH
KERR-MCGEE CORP		COM	492386107	774	17469	SH
KEY ENERGY SVCS INC	COM	492914106	651	72615	SH
KEYCORP			COM	493267108	204	8126	SH
KIMBERLY CLARK CORP	COM	494368103	54882	1156135	SH
KINDER MORGAN MGMT LLC SHS	COM	49455U100	9082	287503	SH
KING PHARMACEUTICALS INC	COM	495582108	315	18342	SH
KINGFISHER PLC		COM	XR3073850	3893	1086900	SH
KLA INSTRS CORP		COM	482480100	647	18300	SH
KNIGHT RIDDER		COM	499040103	1980	31300	SH
KOHLS CORP		COM	500255104	4056	72500	SH
KONINKLIJKE KPN NV	COM	XR5956078	10129	1562952	SH
KOPIN CORP		COM	500600101	218	55700	SH
KRAFT FOODS INC CL A	COM	50075N104	11710	300800	SH
KRONOS INC		COM	501052104	792	21400	SH
KULICKE & SOFFA INDS INC	COM	501242101	368	64300	SH
L-3 COMMUNICATIONS HLDGS INC	COM	502424104	77816	1732700	SH
LACLEDE GROUP INC	COM	505597104	419	17300	SH
LAFARGE SA		COM	XR4502706	1749	23300	SH
LAM RESEARCH CORP	COM	512807108	820	75900	SH
LANCASTER COLONY CORP	COM	513847103	965	24700	SH
LEAR CORP		COM	521865105	895	26900	SH
LEE ENTERPRISES INC	COM	523768109	985	29380	SH
LEGG MASON INC		COM	524901105	1243	25611	SH
LEHMAN BROS HLDGS INC	COM	524908100	224	4200	SH
LENNAR CORP		COM	526057104	1280	24800	SH
LEXMARK INTL GROUP INC CL A	COM	529771107	321	5300	SH
LIBERTY MEDIA CORP SERIES A CO	COM	530718105	92	10250	SH
LIGHTBRIDGE INC	COM	532226107	274	44600	SH
LILLY, ELI & COMPANY	COM	532457108	406	6400	SH
LIMITED INC		COM	532716107	269	19304	SH
LINCARE HLDGS INC	COM	532791100	500	15800	SH
LINCOLN ELEC HLDGS INC	COM	533900106	641	27700	SH
LINEAR TECHNOLOGY CORP	COM	535678106	345	13400	SH
LLOYDS TSB GROUP	COM	XR0870612	5020	699104	SH
LOCKHEED MARTIN CORP	COM	539830109	30199	522922	SH
LOWES COMPANIES INC	COM	548661107	18215	485740	SH
LTX CORP		COM	502392103	221	36670	SH
LUBRIZOL CORP		COM	549271104	732	24000	SH
LUCENT TECHNOLOGIES	COM	549463107	16	12600	SH
LUKOIL			COM	677862708	307	5000	SH
LUKOIL-SPON ADR		COM	677862104	1364	22200	SH
M & T BK CORP		COM	55261F104	13646	171975	SH
MACERICH CO		COM	554382101	654	21275	SH
MAGNA INTL INC CL A	COM	559222401	741	13200	SH
MANITOWOC CO		COM	563571108	464	18200	SH
MANPOWER INC		COM	56418H100	405	12700	SH
MARSH MCLENNAN		COM	571748102	6228	134781	SH
MARTEK BIOSCIENCES CORP	COM	572901106	250	10000	SH
MAXIM INTEGRATED PRODS INC	COM	57772K101	467	14139	SH
MAY DEPT STORES	COM	577778103	12600	548309	SH
MBNA CAP 8.125% 10/1/07 @25.00	PRESTKS	55266J200	1086	43000	SH
MBNA CORP		COM	55262L100	32437	1705414	SH
MCCLATCHY CO		COM	579489105	414	7300	SH
MCCORMICK & CO INC	COM	579780206	534	23000	SH
MCDONALDS CORP		COM	580135101	1339	83250	SH
MCGRAW HILL INC		COM	580645109	357	5900	SH
MCKESSON HBOC INC.	COM	58155Q103	316	11700	SH
MDU RES GROUP INC	COM	552690109	671	26000	SH
MEADWESTVACO CORPORATIONCOM	583334107	2883	116679	SH
MEDICIS PHARM CORP CL	COM	584690309	1048	21100	SH
MEDTRONIC INC.		COM	585055106	75243	1650069	SH
MELLON FINL CORP	COM	58551A108	316	12086	SH
MENS WEARHOUSE INC	COM	587118100	547	31870	SH
MERCANTILE BANKSHARES CPCOM	587405101	984	25500	SH
MERCK & CO INC		COM	589331107	54466	962133	SH
MERCURY COMPUTER SYS INC	COM	589378108	464	15200	SH
MERCURY INTERACTIVE CORP	COM	589405109	1094	36910	SH
MESA AIR GROUP INC	COM	590479101	209	51300	SH
METRO AG		COM	XR5041413	7497	315281	SH
MGE ENERGY INC		COM	55277P104	529	19765	SH
MICHAELS STORES INC	COM	594087108	360	11500	SH
MICREL INC		COM	594793101	388	43200	SH
MICROCHIP TECHNOLOGY INCCOM	595017104	2085	85278	SH
MICROSOFT CORP		COM	594918104	203412	3934465	SH
MILLENNIUM PHARMACEUTICALS INC	COM	599902103	853	107400	SH
MIM CORP		COM	553044108	173	29800	SH
MIPS TECHNOLOGIES INC CL A	COM	604567107	159	52500	SH
MITSUI & CO LTD	COM	XR6597302	4191	897750	SH
MOODYS CORP		COM	615369105	685	16600	SH
MORGAN STANLEY DEAN WITTER DIS	COM	617446448	1066	26700	SH
MOTOROLA INC		COM	620076109	619	71510	SH
MOVIE GALLERY INC	COM	624581104	399	30700	SH
MRV COMMUNICATIONS INC	COM	553477100	87	81380	SH
MUENCHENER RUECKVER AG-REG	COM	XR5294121	2543	21340	SH
MULTIMEDIA GAMES INC	COM	625453105	441	16050	SH
MURPHY OIL CORP		COM	626717102	1671	39000	SH
MYLAN LABS INC		COM	628530107	1064	30500	SH
NABORS INDUSTRIES LTD NEW	COM	G6359F103	808	22900	SH
NASDAQ 100 TR - UNIT SER 1	COM	631100104	424	17400	SH
NATIONAL CITY CORP	COM	635405103	15464	566050	SH
NATIONAL COMMERCE FINC CORP NE	COM	63545P104	663	27800	SH
NATIONAL INSTRS CORP	COM	636518102	751	23100	SH
NATIONAL-OILWELL INC	COM	637071101	1051	48100	SH
NEIMAN MARCUS A		COM	640204202	650	21400	SH
NEOWARE SYS INC		COM	64065P102	413	27700	SH
NESTLE SA		COM	XR7123870	225	1062	SH
NESTLE SA		COM	641069406	6766	128640	SH
NETWORK APPLIANCE INC	COM	64120L104	276	27600	SH
NEW CENTY FINL CORP	COM	64352D101	584	23000	SH
NEW JERSEY RESOURCES CORP	COM	646025106	800	25312	SH
NEW YORK CMNTY BANCORP INC	COM	649445103	1011	35000	SH
NEW YORK TIMES CO CL A	COM	650111107	244	5343	SH
NEWFIELD EXPL CO	COM	651290108	829	23000	SH
NEWMONT MINING CORP	COM	651639106	1832	63100	SH
NEWPORT CORP		COM	651824104	803	63950	SH
NEWS CORP LTD		COM	652487703	6658	253650	SH
NEWS CORPORATION LTD.	COM	XR6886925	115	17729	SH
NEXTEL COMMUNICATIONS INC CL A	COM	65332V103	709	61400	SH
NIDEC CORP		COM	XR6640682	4365	70000	SH
NIPPON TELEGRAPH & TELEPHONE	COM	XR6641373	3897	1073	SH
NISSAN MOTOR CO LTD	COM	XR6642860	4204	538700	SH
NOKIA CORP		COM	654902204	22945	1480331	SH
NOKIA OYJ		COM	XR5902941	272	17168	SH
NOMURA HLDGS INC	COM	65535H208	4401	404900	SH
NORTH FORK BANCORP INC N Y	COM	659424105	206	6100	SH
NORTHEAST UTILS	COM	664397106	408	26900	SH
NORTHROP GRUMMAN CORP COM	COM	666807102	45880	472991	SH
NOVARTIS AG		COM	XR7103065	13133	359940	SH
NOVELLUS SYSTEMS INC	COM	670008101	6651	236869	SH
NOVO-NORDISK A S	COM	670100205	6602	228442	SH
NTT DOCOMO INC		COM	62942M201	5475	300000	SH
NUI HLDG CO		COM	629431107	310	17950	SH
NVIDIA CORP		COM	67066G104	470	40800	SH
OCCIDENTAL PETE CORP	COM	674599105	35457	1246300	SH
OCEAN ENERGY INC	COM	67481E106	1324	66300	SH
OFFSHORE LOGISTICS INC	COM	676255102	712	32485	SH
OGE ENERGY CORP		COM	670837103	665	37800	SH
OHIO CASUALTY CORP	COM	677240103	949	73300	SH
OLD REP INTL CORP	COM	680223104	1468	52430	SH
OMNICARE INC		COM	681904108	1318	55300	SH
OMNICOM GROUP		COM	681919106	13269	205408	SH
OMNIVISION TECHNOLOGIES INC CO	COM	682128103	415	30600	SH
ORACLE CORP		COM	68389X105	1720	159300	SH
OSI SYS INC		COM	671044105	350	20600	SH
OXFORD HEALTH PLANS INC	COM	691471106	1254	34400	SH
P F CHANGS CHINA BISTRO INC	COM	69333Y108	1104	30400	SH
P M I GROUP		COM	69344M101	970	32300	SH
PACCAR INC		COM	693718108	891	19307	SH
PACIFICARE HLTH SYS INC DEL	COM	695112102	1130	40200	SH
PACTIV CORP		COM	695257105	1248	57100	SH
PARK PL ENTMT CORP	COM	700690100	654	77800	SH
PARKER HANNIFIN CORP	COM	701094104	50428	1093182	SH
PARTNER RE LTD	COM	G6852T105	611	11800	SH
PATINA OIL & GAS CORP	COM	703224105	835	26375	SH
PATTERSON DENTAL CO	COM	703412106	332	7600	SH
PAXAR CORP		COM	704227107	759	51455	SH
PAYCHEX INC		COM	704326107	397	14234	SH
PC CONNECTION INC	COM	69318J100	309	60965	SH
PEARSON PLC		COM	XR0677608	2619	283189	SH
PEOPLES BK BRIDGEPORT CONN	COM	710198102	665	26400	SH
PEOPLES ENERGY CORP	COM	711030106	661	17100	SH
PEOPLESOFT INC		COM	712713106	219	11985	SH
PEPCO HLDGS INC		COM	713291102	834	43000	SH
PEPSIAMERICAS		COM	71343P200	423	31500	SH
PEPSICO INC		COM	713448108	89807	2127123	SH
PERFORMANCE FOOD GROUP CO	COM	713755106	550	16200	SH
PETSMART		COM	716768106	1057	61700	SH
PEUGEOT SA		COM	XR7103526	3428	84400	SH
PFIZER INC		COM	717081103	167769	5488028	SH
PHARMACEUTICAL PRODUCTS DEV IN	COM	717124101	1338	45710	SH
PHARMACIA CORP		COM	71713U102	268	6423	SH
PHILIP MORRIS		COM	718154107	900	22200	SH
PHILIPS ELECTRONICS	COM	500472303	6529	369312	SH
PHOENIX GOODWIN GROWTH - AMUT FDS	719993107	332	16000	SH
PHOTON DYNAMICS INC	COM	719364101	760	33350	SH
PIER 1 IMPORTS INC	COM	720279108	3052	161200	SH
PINAULT-PRINTEMPS-REDOUTE	COM	XR5505072	5144	70202	SH
PIONEER CORPORATION	COM	XR6688745	7646	407800	SH
PITNEY BOWES INC	COM	724479100	1195	36600	SH
PLANAR SYS INC		COM	726900103	767	37200	SH
PLANTRONICS INC		COM	727493108	596	39400	SH
PLUMTREE SOFTWARE INC	COM	72940Q104	54	20000	SH
PNM RESOURCES INC	COM	69349H107	761	31930	SH
POGO PRODUCING CO	COM	730448107	1397	37500	SH
POLYMEDICA INDS INC	COM	731738100	712	23100	SH
POPE & TALBOT INC	COM	732827100	575	40330	SH
PORSCHE AG-PFD		COM	XR7101069	402	970	SH
POWER-ONE INC		COM	739308104	309	54500	SH
PRAXAIR INC		COM	74005P104	52898	915671	SH
PRECISION CASTPARTS CORPCOM	740189105	660	27200	SH
PRIME HOSPITALITY CORP	COM	741917108	530	65040	SH
PROCTER & GAMBLE COMPANY	COM	742718109	1325	15412	SH
PROVIDENT BANKSHARES CORP	COM	743859100	709	30671	SH
PROVIDENT FINL GROUP INC	COM	743866105	778	29900	SH
PRUDENTIAL FIN		COM	744320102	2543	80125	SH
PRUDENTIAL PLC		COM	XR0709954	8891	1258063	SH
PUBLIC SVC ENTERPRISES	COM	744573106	205	6400	SH
PULTE CORP		COM	745867101	890	18600	SH
QLOGIC CORP		COM	747277101	483	14006	SH
QUALCOMM INC		COM	747525103	15570	427862	SH
QUEST DIAGNOSTICS INC	COM	74834L100	11222	197230	SH
QUESTAR CORP		COM	748356102	915	32900	SH
QWEST COMMUNICATIONS INTL	COM	749121109	194	38700	SH
RADIAN GROUP INC	COM	750236101	951	25604	SH
RAINBOW TECHNOLOGIES INC	COM	750862104	280	39000	SH
RATIONAL SOFTWARE CORP	COM	75409P202	217	20900	SH
RAYMOND JAMES FINANCIAL INC	COM	754730109	939	31740	SH
RECKITT BENCKISER PLC	COM	XR0727871	5543	285740	SH
REEBOK INTERNATIONAL LTD	COM	758110100	735	25000	SH
REGIONS FINL CORP	COM	758940100	390	11700	SH
REHABCARE GROUP INC	COM	759148109	424	22245	SH
RENAISSANCERE HOLDINGS LTD	COM	G7496G103	8344	210700	SH
REPUBLIC BANCORP INC	COM	760282103	522	44340	SH
REPUBLIC SVCS INC CL A	COM	760759100	495	23600	SH
REYNOLDS & REYNOLDS CO CLA A	COM	761695105	1141	44800	SH
RIO TINTO PLC		COM	XR0718875	3556	178150	SH
ROCHE HOLDINGS AG	COM	XR7110388	5736	82322	SH
ROHM & HAAS CO		COM	775371107	2896	89165	SH
ROSS STORES INC		COM	778296103	755	17800	SH
ROYAL BANK OF CANADA	COM	XR2754383	3650	100000	SH
ROYAL BANK OF SCOTLAND GROUP	COM	XR0754783	8192	341987	SH
ROYAL DUTCH PETRO-NY SHARES	COM	780257804	19561	444361	SH
RPM INC OHIO		COM	749685103	788	51590	SH
RWE AG			COM	XR4768962	2661	103050	SH
RYLAND GROUP INC	COM	783764103	937	28100	SH
S B C COMMUNICATIONS INC	COM	78387G103	2010	74145	SH
S&P500 DEPOSITORY RECEIPT	COM	78462F103	212	2400	SH
S&P500 DEPOSITORY RECEIPT	COM	78462F103	79	900	SH
SABRE GROUP HOLDINGS	COM	785905100	2334	128900	SH
SAFEWAY INC NEW		COM	786514208	9125	390619	SH
SAGA COMMUNICATIONS INC	COM	786598102	438	23031	SH
SAGE GROUP PLC		COM	XR0802165	6342	2962070	SH
SAKS INC		COM	79377W108	668	56900	SH
SANDISK CORP		COM	80004C101	749	36900	SH
SANMINA CORP		COM	800907107	161	35760	SH
SAP AG			COM	XR4846288	3273	41465	SH
SAPPI LTD ADR SPON NEW	COM	803069202	3164	239300	SH
SARA LEE CORP COM	COM	803111103	1864	82820	SH
SBE INC NEW		COM	783873201	15	18100	SH
SBERBANK PERLE		COM	XR7346978	1508	8	SH
SCANA CORP NEW		COM	80589M102	1245	40200	SH
SCANSOURCE INC		COM	806037107	458	9300	SH
SCHERING PLOUGH CORP	COM	806605101	215	9700	SH
SCHLUMBERGER		COM	806857108	2111	50147	SH
SCHNEIDER		COM	XR4834108	3808	80800	SH
SCOTTS COMPANY		COM	810186106	466	9500	SH
SEACOR SMIT INC		COM	811904101	868	19500	SH
SEALED AIR CORP NEW COM	COM	81211K100	25416	681400	SH
SEARS ROEBUCK & CO	COM	812387108	959	40050	SH
SEARS ROEBUCK 7.00% 7/15/07 @2	PRESTKS	812404408	1056	44000	SH
SECURITAS AB-B SHS	COM	XR5554041	4438	371853	SH
SEI INVTS CO		COM	784117103	400	14700	SH
SEMITOOL INC		COM	816909105	490	78600	SH
SERONO SA		COM	XR5981070	1596	2978	SH
SEVEN - ELEVEN JAPAN	COM	XR6797179	2855	93600	SH
SHARP CORP		COM	XR6800602	5565	586000	SH
SHIN-ETSU CHEMICAL CO	COM	XR6804585	5491	167500	SH
SICOR INC		COM	825846108	533	33600	SH
SIEBEL SYS INC		COM	826170102	1160	156800	SH
SILICON VY BANCSHARES	COM	827064106	860	47100	SH
SIX CONTINENTS PLC	COM	XR0243195	5214	645187	SH
SKY FINL GROUP INC	COM	83080P103	488	24492	SH
SKYWORKS SOLUTIONS INC	COM	83088M102	397	46071	SH
SMITH INTL INC		COM	832110100	1735	53200	SH
SMITHFIELD FOODS INC	COM	832248108	1178	59400	SH
SMUCKER J M CO NEW	COM	832696405	601	15103	SH
SOCIETE GENERALE	COM	XR5966516	4297	74070	SH
SONIC CORPORATION	COM	835451105	513	25050	SH
SONOCO PRODUCTS		COM	835495102	881	38400	SH
SONY CORP		COM	835699307	10901	263889	SH
SOURCECORP INC		COM	836167106	307	16518	SH
SOUTH JERSEY INDS INC	COM	838518108	584	17700	SH
SOUTHERN CO		COM	842587107	8974	316100	SH
SOUTHTRUST CORP		COM	844730101	36571	1471650	SH
SOUTHWEST AIRLINES COMPANY	COM	844741108	1034	74422	SH
SOUTHWESTERN ENERGY CO	COM	845467109	487	42570	SH
SOVEREIGN BANCORP INC	COM	845905108	1933	137545	SH
SPARTECH CORP		COM	847220209	349	16900	SH
SPRINT CORP PCS COM SER 1	COM	852061506	114	26100	SH
SPX CORP		COM	784635104	1069	28550	SH
ST JUDE MEDICAL CENTER INC	COM	790849103	385	9700	SH
ST PAUL COMPANIES	COM	792860108	269	7900	SH
STANDARD MICROSYSTEMS CORP	COM	853626109	459	23600	SH
STAPLES INC		COM	855030102	739	40378	SH
STARBUCKS CORP		COM	855244109	455	22334	SH
STATE STREET CORP	COM	857477103	3190	81798	SH
STERICYCLE INC		COM	858912108	3034	93700	SH
STORAGE TECHNOLOGY CORP	COM	862111200	981	45800	SH
STRYKER CORP		COM	863667101	329	4900	SH
SUEZ LYONNAISE DES EAUX	COM	XR7118047	6544	378511	SH
SUMITOMO CORPORATION	COM	XR6858946	3623	843000	SH
SUN LIFE FINANCIAL SVSC	COM	XR2566124	5073	298497	SH
SUN MICROSYSTEM INC	COM	866810104	263	84664	SH
SUNGARD DATA SYS INC	COM	867363103	229	9700	SH
SUNTRUST BANKS INC	COM	867914103	233	4100	SH
SUPERIOR INDUSTRIES INTERNATIO	COM	868168105	926	22400	SH
SURMODICS INC		COM	868873100	619	21600	SH
SWS GROUP INC		COM	78503N107	557	41059	SH
SYMANTEC CORP		COM	871503108	2848	70300	SH
SYMMETRICOM INC		COM	871543104	217	51495	SH
SYNOVUS FINL CORP	COM	87161C105	314	16200	SH
SYNTHES-STRATEC INC	COM	XR4532673	745	1214	SH
T C F FINL CORP		COM	872275102	564	12900	SH
TAKEDA CHEMICAL INDS LTD	COM	XR6870445	5935	142000	SH
TAKE-TWO INTERACTIVE SOFTWARCO	COM	874054109	536	22800	SH
TARGET CORP		COM	87612E106	74398	2479946	SH
TDC A/S	COM	XR5698790	3392	139597	SH
TECHNE CORP		COM	878377100	663	23200	SH
TECO ENERGY INC		COM	872375100	1115	72057	SH
TELECOM ITALIA SPA	COM	XR5297506	8733	1155607	SH
TELEFONICA SA	COM	XR5732524	7307	819537	SH
TELEPHONE & DATA SYS INC	COM	879433100	404	8600	SH
TELETECH HLDGS INC	COM	879939106	498	68600	SH
TEMPLETON RUSSIA FD INC COMMUTUAL FUNDS	88022F105	1498	77760	SH
TENET HEALTH CARE	COM	88033G100	4428	270004	SH
TESCO PLC		COM	XR0884709	9479	3034962	SH
TETRA TECH INC NEW	COM	88162G103	628	51475	SH
TEXAS INSTRUMENTS INC	COM	882508104	31858	2122459	SH
THERMO ELECTRON CORP	COM	883556102	15587	774726	SH
THOR INDUSTRIES INC	COM	885160101	833	24200	SH
TIDEWATER INC		COM	886423102	650	20900	SH
TIFFANY & CO NEW	COM	886547108	2133	89200	SH
TIMBERLAND CO		COM	887100105	954	26800	SH
TITAN CORP		COM	888266103	359	34485	SH
TMP WORLDWIDE INC.	COM	872941109	119	10500	SH
TOKYO GAS CO LTD	COM	XR6895448	8834	2818000	SH
TOLL BROS INC		COM	889478103	770	38100	SH
TOLLGRADE COMMUNICATIONS INC	COM	889542106	345	29400	SH
TOMPKINS TRUSTCO INC	COM	890110109	281	6375	SH
TOSHIBA CORPORATION	COM	XR6897217	2721	868000	SH
TOTAL FINA SA		COM	89151E109	15518	217030	SH
TOYOTA MOTOR CORP	COM	892331307	9172	173060	SH
TOYS 'R' US INC	COM	892335100	109	10900	SH
TRACTOR SUPPLY CO	COM	892356106	714	19000	SH
TRAVELERS PPTY CAS CORP NEW CL	COM	89420G109	519	35420	SH
TRAVELERS PPTY CAS CORP NEW CL	COM	89420G406	923	63023	SH
TRIAD HOSPS INC		COM	89579K109	597	20000	SH
TRIUMPH GROUP		COM	896818101	594	18600	SH
TYCO INTL LTD NEW	COM	902124106	12606	738031	SH
TYSON FOODS INC CL A	COM	902494103	1075	95800	SH
U S A NETWORKS INC	COM	902984103	236	10300	SH
U S BANCORP		COM	902973304	98874	4659495	SH
UBS AG			COM	XR7126114	11826	243322	SH
UNICREDITO ITALIANO	COM	XR4232445	7852	1971539	SH
UNILEVER PLC		COM	XR0574873	13201	1387416	SH
UNISOURCE ENERGY CORP	COM	909205106	482	27900	SH
UNITED TECHNOLOGIES CORP	COM	913017109	96200	1553115	SH
UNITEDHEALTH GROUP INC	COM	91324P102	10542	126250	SH
UNIVERSAL HEALTH SVCS INC CL B	COM	913903100	1342	29760	SH
UNIVISION COMMUNICATIONS INC C	COM	914906102	29410	1200400	SH
UNOVA INC		COM	91529B106	347	57900	SH
UPM-KYMMENE CORP	COM	XR5051252	6761	211365	SH
URS CORP NEW		COM	903236107	467	32800	SH
USFREIGHTWAYS CORP	COM	916906100	666	23165	SH
V F CORP		COM	918204108	1604	44500	SH
VANS INC		COM	921930103	201	35370	SH
VARIAN INC		COM	922206107	789	27500	SH
VARIAN MED SYS INC	COM	92220P105	17657	355980	SH
VARIAN SEMICONDUCTOR EQUIPTM	COM	922207105	664	27950	SH
VERISIGN INC		COM	92343E102	99	12300	SH
VERITAS SOFTWARE CO	COM	923436109	57806	3700774	SH
VERIZON COMMUNICATIONS	COM	92343V104	101475	2618703	SH
VERIZON NEW ENG INC 7.00% 5/10	PRDSTKS	92344R201	1079	42000	SH
VIACOM INC NON VTG	COM	925524308	60177	1476365	SH
VIAD CORP		COM	92552R109	847	37900	SH
VIMPEL COMMUNICATIONS	COM	68370R109	5448	170200	SH
VIVENDI ENVIRONNEMENT	COM	XR4031879	2151	92600	SH
VIVENDI UNIVERSAL SA	COM	XR4834777	7575	470858	SH
VODAFONE		COM	XR0719210	22287	12223767	SH
VODAFONE GROUP PLC NEW	COM	92857W100	2638	145600	SH
VOLKSWAGEN AG		COM	XR5497102	3160	87012	SH
WACHOVIA GROUP		COM	929903102	72779	1997235	SH
WADDELL & REED FINANCIAL - A	COM	930059100	1031	52400	SH
WAL MART STORES INC	COM	931142103	135558	2683794	SH
WALGREEN COMPANY	COM	931422109	11773	403312	SH
WALLACE COMPUTER SERVICES	COM	932270101	899	41800	SH
WASHINGTON FEDERAL INC	COM	938824109	1284	51685	SH
WASHINGTON MUT IN CO	COM	939322103	250	7250	SH
WATERS CORP	COM	941848103	9804	450139	SH
WATSON PHARMACEUTICALS INC	COM	942683103	286	10100	SH
WAUSAU-MOSINEE PAPER CORP	COM	943315101	513	45745	SH
WEATHERFORD INTL LTD NEW	COM	G95089101	851	21300	SH
WEBSTER FINANCIAL CORP	COM	947890109	908	26100	SH
WELLPOINT HEALTH NTWRKS NEW	COM	94973H108	3056	42940	SH
WELLS FARGO 7.00% 09/01/06 @25	PRESKS	94976Y207	4064	154000	SH
WELLS FARGO NEW	COM	949746101	1550	33078	SH
WEST PHARMACEUTICAL SERVICES I	COM	955306105	244	10000	SH
WESTWOOD ONE INC	COM	961815107	811	21700	SH
WEYERHAEUSER CO		COM	962166104	278	5650	SH
WGL HOLDINGS INC	COM	92924F106	566	23645	SH
WHITE ELECTRONICS DESIGNS CO	COM	963801105	549	71760	SH
WHOLE FOODS MKT INC	COM	966837106	1060	20100	SH
WILEY JOHN & SONS INC CL A	COM	968223206	818	34070	SH
WILLIS GROUP HOLDINGS	COM	G96655108	8254	287900	SH
WILMINGTON TR CORP	COM	971807102	944	29800	SH
WISCONSIN ENERGY CORP	COM	976657106	491	19500	SH
WOLVERINE WORLD WIDE INC	COM	978097103	509	33700	SH
WORTHINGTON INDS INC	COM	981811102	576	37765	SH
WPP GROUP PLC		COM	XR0974042	2946	385669	SH
WPS RESOURCES CORP	COM	92931B106	609	15700	SH
WYETH			COM	983024100	74455	1990776	SH
XCEL ENERGY INC		COM	98389B100	5603	509388	SH
XILINX INC		COM	983919101	2410	117014	SH
XTO ENERGY INC		COM	98385X106	1902	77015	SH
YAHOO INC		COM	984332106	165	10100	SH
YELLOW CORP		COM	985509108	632	25095	SH
YUM BRANDS INC		COM	988498101	428	17660	SH
ZIMMER HLDGS INC	COM	98956P102	482	11603	SH
ZIONS BANCORPORATION	COM	989701107	425	10800	SH
ZURICH FINANCIAL SER	COM	XR5983816	8351	89513	SH