13F-HR 1 q4-2002.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM 13F 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: State Treasurer, State of Michigan Address: P.O. Box 15128 Lansing, MI 48901 13F File Number: 28-1462 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: Vernon L. Johnson Title: Administrator Phone: 517-373-3157 Signature, Place, and Date of Signing: Vernon L. Johnson East Lansing, Michigan February 14, 2003 Report Type (Check only one.): [ x ] 13F HOLDINGS REPORT [ ] 13F NOTICE [ ] 13F COMBINATION REPORT List of Other Managers Reporting for this Manager: NONE 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: 0 Form 13F Information Table Entry Total: 969 Form 13F Information Table Value Total: 17,325,153.00 List of Other Included Managers: NONE FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGER Sole SHARED NONE ------------------------------ --------------- --------- -------- -------- --- ---- ------- ------- ------ ------ --- ADC TELECOMMUNICATIONS INC COMMON 000886101 1082 517564 SH Sole 517564 AFLAC INC COMMON 001055102 10103 335416 SH Sole 335416 AGCO CORP COMMON 001084102 1350 61100 SH Sole 61100 AGL RES INC COMMON 001204106 1113 45820 SH Sole 45820 AES CORP COMMON 00130H105 1064 352338 SH Sole 352338 AK STL HLDG CORP COMMON 001547108 703 87890 SH Sole 87890 AMR CORP DEL COMMON 001765106 3624 549047 SH Sole 549047 AOL TIME WARNER INC COMMON 00184A105 67279 5135824 SH Sole 5135824 AT+T CORP COMMON 001957505 13069 500524 SH Sole 500524 AT + T WIRELESS SVCS INC COMMON 00209A106 24030 4253181 SH Sole 4253181 ABBOTT LABS COMMON 002824100 140183 3504587 SH Sole 3504587 ABERCROMBIE AND FITCH CO CL A 002896207 1628 79550 SH Sole 79550 ACTIVISION INC NEW COMMON 004930202 796 54550 SH Sole 54550 ACTUATE CORP COMMON 00508B102 2070 1169220 SH Sole 1169220 ACXIOM CORP COMMON 005125109 1117 72600 SH Sole 72600 ADOBE SYS INC COMMON 00724F101 3808 153557 SH Sole 153557 ADTRAN INC COMMON 00738A106 997 30300 SH Sole 30300 ADVANCED FIBRE COMMUNICATIONS COMMON 00754A105 1141 68400 SH Sole 68400 ADVANCED MICRO DEVICES INC COMMON 007903107 1442 223148 SH Sole 223148 ADVANCEPCS COMMON 00790K109 1626 73200 SH Sole 73200 ADVENT SOFTWARE INC COMMON 007974108 363 26600 SH Sole 26600 AETNA INC COMMON 00817Y108 4022 97802 SH Sole 97802 AFFILIATED COMPUTER SVCS INC CL A 008190100 5671 107720 SH Sole 107720 AGILENT TECHNOLOGIES INC COMMON 00846U101 17813 991828 SH Sole 991828 AGILE SOFTWARE CORP DEL COMMON 00846X105 454 58673 SH Sole 58673 AIR PRODS + CHEMS INC COMMON 009158106 24129 564429 SH Sole 564429 AIRBORNE INC COMMON 009269101 585 39420 SH Sole 39420 AIRGAS INC COMMON 009363102 1004 58210 SH Sole 58210 ALASKA AIR GROUP INC COMMON 011659109 467 21560 SH Sole 21560 ALBANY INTL CORP CL A 012348108 543 26282 SH Sole 26282 ALBEMARLE CORP COMMON 012653101 966 33960 SH Sole 33960 ALBERTO CULVER CO CL B CONV 013068101 1903 37761 SH Sole 37761 ALBERTSONS INC COMMON 013104104 5483 246303 SH Sole 246303 ALCAN INC COMMON 013716105 16390 555200 SH Sole 555200 ALCOA INC COMMON 013817101 143787 6312002 SH Sole 6312002 ALCATEL SPON ADR 013904305 53 12000 SH Sole 12000 ALEXANDER + BALDWIN INC COMMON 014482103 864 33520 SH Sole 33520 ALLEGHENY ENERGY INC COMMON 017361106 617 81658 SH Sole 81658 ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 326 52301 SH Sole 52301 ALLERGAN INC COMMON 018490102 4845 84094 SH Sole 84094 ALLETE INC COMMON 018522102 1578 69590 SH Sole 69590 ALLIANT CORP COMMON 018802108 1236 74660 SH Sole 74660 ALLIED WASTE INDUSTRIES INC COMMON 019589308 1281 128108 SH Sole 128108 ALLMERICA FINL CORP COMMON 019754100 435 43050 SH Sole 43050 ALLOS THERAPEUTICS INC COMMON 019777101 240 31856 SH Sole 31856 ALLSTATE CORP COMMON 020002101 16896 456770 SH Sole 456770 ALLTEL CORP COMMON 020039103 10308 202123 SH Sole 202123 ALTERA CORP COMMON 021441100 24959 2024228 SH Sole 2024228 AMAZON COM INC COMMON 023135106 26855 1421661 SH Sole 1421661 AMBAC FINL GROUP INC COMMON 023139108 3871 68833 SH Sole 68833 AMERADA HESS CORP COMMON 023551104 3193 58008 SH Sole 58008 AMEREN CORP COMMON 023608102 4148 99782 SH Sole 99782 AMERICA MOVIL S A DEC V SPON ADR 02364W105 18068 1258251 SH Sole 1258251 AMERICAN ELEC PWR INC COMMON 025537101 6017 220166 SH Sole 220166 AMERICAN EAGLE OUTFITTERS INC COMMON 02553E106 804 58375 SH Sole 58375 AMERICAN EXPRESS CO COMMON 025816109 106288 3006719 SH Sole 3006719 AMERICAN FINL GROUP INC OHIO COMMON 025932104 1298 56260 SH Sole 56260 AMERICAN GREETINGS CORP CL A 026375105 675 42724 SH Sole 42724 AMERICAN INTL GROUP INC COMMON 026874107 258630 4470706 SH Sole 4470706 AMERICAN MED SYS HLDGS COMMON 02744M108 3526 217500 SH Sole 217500 AMERICAN PWR CONVERSION CORP COMMON 029066107 1930 127415 SH Sole 127415 AMERICAN STD COS INC DEL COMMON 029712106 3354 47150 SH Sole 47150 AMERICAN WTR WKS INC COMMON 030411102 3709 81560 SH Sole 81560 AMERICREDIT CORP COMMON 03060R101 964 124500 SH Sole 124500 AMERUS GROUP CO COMMON 03072M108 899 31800 SH Sole 31800 AMERISOURCEBERGEN CORP COMMON 03073E105 3737 68805 SH Sole 68805 AMERIGROUP CORP COMMON 03073T102 2822 93102 SH Sole 93102 AMETEK INC NEW COMMON 031100100 1034 26870 SH Sole 26870 AMGEN INC COMMON 031162100 137205 2838337 SH Sole 2838337 AMSOUTH BANCORPORATION COMMON 032165102 4434 230921 SH Sole 230921 ANADARKO PETE CORP COMMON 032511107 7741 161605 SH Sole 161605 ANALOG DEVICES INC COMMON 032654105 43441 1819905 SH Sole 1819905 ANDREW CORP COMMON 034425108 654 63637 SH Sole 63637 ANHEUSER BUSCH COS INC COMMON 035229103 66916 1382559 SH Sole 1382559 ANTENNA TV SA SPON ADR 03672N100 30 26000 SH Sole 26000 ANTHEM INC COMMON 03674B104 5782 91920 SH Sole 91920 AON CORP COMMON 037389103 3801 201240 SH Sole 201240 APACHE CORP COMMON 037411105 5330 93520 SH Sole 93520 APOLLO GROUP INC CL A 037604105 4987 113337 SH Sole 113337 APOGENT TECHNOLOGIES INC COMMON 03760A101 1811 87050 SH Sole 87050 APPLE COMPUTER COMMON 037833100 3341 233121 SH Sole 233121 APRIA HEALTHCARE GROUP INC COMMON 037933108 993 44650 SH Sole 44650 APPLERA CORP APPLIED BIOSYS COMMON 038020103 21721 1238360 SH Sole 1238360 APPLIED MATERIALS INC COMMON 038222105 31512 2418420 SH Sole 2418420 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 724 196303 SH Sole 196303 AQUILA INC DEL NEW COMMON 03840P102 262 147890 SH Sole 147890 ARCH COAL INC COMMON 039380100 920 42600 SH Sole 42600 ARCHER DANIELS MIDLAND CO COMMON 039483102 5210 420153 SH Sole 420153 ARROW ELECTRS INC COMMON 042735100 1041 81362 SH Sole 81362 ARVINMERITOR INC COMMON 043353101 921 55267 SH Sole 55267 ASCENTIAL SOFTWARE CORP COMMON 04362P108 472 196460 SH Sole 196460 ASHLAND INC COMMON 044204105 1264 44296 SH Sole 44296 ASSOCIATED BANC CORP COMMON 045487105 2063 60793 SH Sole 60793 ASTORIA FINL CORP COMMON 046265104 1925 70900 SH Sole 70900 ATMEL CORP COMMON 049513104 846 379230 SH Sole 379230 AUTODESK INCORPORATED COMMON 052769106 1047 73214 SH Sole 73214 AUTOMATIC DATA PROCESSING INC COMMON 053015103 54035 1376678 SH Sole 1376678 AUTOZONE INC COMMON 053332102 4526 64058 SH Sole 64058 AVAYA INC COMMON 053499109 576 235162 SH Sole 235162 AVERY DENNISON CORP COMMON 053611109 43631 714328 SH Sole 714328 AVNET INC COMMON 053807103 1053 97240 SH Sole 97240 AVOCENT CORP COMMON 053893103 814 36650 SH Sole 36650 AVON PRODS INC COMMON 054303102 8234 152854 SH Sole 152854 BB+T CORP COMMON 054937107 11511 311203 SH Sole 311203 BISYS GROUP INC COMMON 055472104 1557 97900 SH Sole 97900 BJ SVCS CO COMMON 055482103 3292 101900 SH Sole 101900 BJS WHSL CLUB INC COMMON 05548J106 1043 57000 SH Sole 57000 BP PLC SPON ADR 055622104 222969 5485088 SH Sole 5485088 BT GROUP PLC ADR 05577E101 367 11699 SH Sole 11699 BMC SOFTWARE INC COMMON 055921100 2617 152972 SH Sole 152972 BAKER HUGHES INC COMMON 057224107 7021 218116 SH Sole 218116 BALL CORP COMMON 058498106 1889 36900 SH Sole 36900 BANDAG INC COMMON 059815100 603 15600 SH Sole 15600 BANK AMER CORP COMMON 060505104 304753 4380524 SH Sole 4380524 BANK HAWAII CORP COMMON 062540109 1604 52790 SH Sole 52790 BANK NEW YORK INC COMMON 064057102 63975 2670073 SH Sole 2670073 BANK ONE CORP COMMON 06423A103 27660 756772 SH Sole 756772 BANKNORTH GROUP INC NEW COMMON 06646R107 2721 120400 SH Sole 120400 BANTA CORP COMMON 066821109 646 20645 SH Sole 20645 BARD C R INC COMMON 067383109 1949 33597 SH Sole 33597 BARNES + NOBLE INC COMMON 067774109 992 54900 SH Sole 54900 BARR LABS INC COMMON 068306109 2330 35800 SH Sole 35800 BAUSCH + LOMB INC COMMON 071707103 1263 35074 SH Sole 35074 BAXTER INTL INC COMMON 071813109 108352 3869704 SH Sole 3869704 BEA SYS INC COMMON 073325102 1640 143000 SH Sole 143000 BEAR STEARNS COS INC COMMON 073902108 3711 62483 SH Sole 62483 BECKMAN COULTER INC COMMON 075811109 1497 50710 SH Sole 50710 BECTON DICKINSON + CO COMMON 075887109 5120 166819 SH Sole 166819 BED BATH + BEYOND INC COMMON 075896100 38301 1109202 SH Sole 1109202 BELLSOUTH CORP COMMON 079860102 31242 1207662 SH Sole 1207662 BELO CORP SER A 080555105 1954 91670 SH Sole 91670 BEMIS INC COMMON 081437105 1708 34417 SH Sole 34417 BEST BUY CO INC COMMON 086516101 5046 208948 SH Sole 208948 BIG LOTS INC COMMON 089302103 998 75433 SH Sole 75433 BIOGEN INC COMMON 090597105 3882 96915 SH Sole 96915 BIOMET INC COMMON 090613100 4837 168787 SH Sole 168787 BLACK + DECKER CORPORATION COMMON 091797100 2246 52366 SH Sole 52366 BLACK HILLS CORP COMMON 092113109 581 21895 SH Sole 21895 BLOCK H + R INC COMMON 093671105 4718 117370 SH Sole 117370 BLYTH INC COMMON 09643P108 1009 37700 SH Sole 37700 BOB EVANS FARMS INC COMMON 096761101 670 28676 SH Sole 28676 BOEING CO COMMON 097023105 52188 1581932 SH Sole 1581932 BOISE CASCADE CORP COMMON 097383103 954 37842 SH Sole 37842 BORDERS GROUP INC COMMON 099709107 15156 941390 SH Sole 941390 BORG WARNER AUTOMOTIVE INC COMMON 099724106 1107 21950 SH Sole 21950 BOSTON SCIENTIFIC CORP COMMON 101137107 31466 740017 SH Sole 740017 BOWATER INC COMMON 102183100 1891 45080 SH Sole 45080 BRINKER INTL INC COMMON 109641100 2557 79285 SH Sole 79285 BRISTOL MYERS SQUIBB CO COMMON 110122108 74280 3208636 SH Sole 3208636 BROADCOM CORP CL A 111320107 2699 179215 SH Sole 179215 BROADWING INC COMMON 111620100 628 178300 SH Sole 178300 BROWN + BROWN INC COMMON 115236101 1823 56400 SH Sole 56400 BROWN FORMAN CORP CL B 115637209 2904 44429 SH Sole 44429 BRUNSWICK CORP COMMON 117043109 1162 58528 SH Sole 58528 BURLINGTON NORTHN SANTA FE COMMON 12189T104 6380 245277 SH Sole 245277 BURLINGTON RES INC COMMON 122014103 5581 130855 SH Sole 130855 CBRL GROUP INC COMMON 12489V106 1222 40547 SH Sole 40547 CDW COMPUTER CTRS INC COMMON 125129106 2999 68400 SH Sole 68400 C H ROBINSON WORLDWIDE COMMON 12541W100 2147 68800 SH Sole 68800 CIGNA CORP COMMON 125509109 3724 90563 SH Sole 90563 CIT GROUP INC NEW COMMON 125581108 19600 1000000 SH Sole 1000000 CLECO CORP NEW COMMON 12561W105 536 38260 SH Sole 38260 CMS ENERGY CORP COMMON 125896100 27987 2964727 SH Sole 2964727 CNF INC COMMON 12612W104 1335 40150 SH Sole 40150 CSG SYS INTL INC COMMON 126349109 573 41950 SH Sole 41950 CSX CORP COMMON 126408103 26878 949413 SH Sole 949413 CVS CORP COMMON 126650100 6375 255297 SH Sole 255297 CABOT CORP COMMON 127055101 1329 50080 SH Sole 50080 CABOT MICROELECTRONICS CORP COMMON 12709P103 937 19860 SH Sole 19860 CADENCE DESIGN SYS INC COMMON 127387108 2582 219010 SH Sole 219010 CALLAWAY GOLF CO COMMON 131193104 819 61810 SH Sole 61810 CALPINE CORP COMMON 131347106 801 245553 SH Sole 245553 CAMPBELL SOUP CO COMMON 134429109 6250 266293 SH Sole 266293 CANADIAN NATL RY CO COMMON 136375102 107081 2576551 SH Sole 2576551 CAPITAL ONE FINL CORP COMMON 14040H105 4286 144207 SH Sole 144207 CARDINAL HEALTH INC COMMON 14149Y108 17017 287503 SH Sole 287503 CAREER ED CORP COMMON 141665109 1500 37500 SH Sole 37500 CARLISLE COS INC COMMON 142339100 1031 24910 SH Sole 24910 CARMAX INC COMMON 143130102 1501 83943 SH Sole 83943 CARNIVAL CORP COMMON 143658102 65439 2622802 SH Sole 2622802 CARPENTER TECHNOLOGY CORP COMMON 144285103 226 18170 SH Sole 18170 CATALINA MARKETING CORP COMMON 148867104 820 44350 SH Sole 44350 CATERPILLAR INC COMMON 149123101 114302 2500038 SH Sole 2500038 CELL THERAPEUTICS INC COMMON 150934107 1111 152868 SH Sole 152868 CELGENE CORP COMMON 151020104 553 25734 SH Sole 25734 CENDANT CORP COMMON 151313103 7058 673452 SH Sole 673452 CENTERPOINT ENERGY INC COMMON 15189T107 1679 197497 SH Sole 197497 CENTEX CORP COMMON 152312104 2011 40051 SH Sole 40051 CENTURYTEL INC COMMON 156700106 2724 92704 SH Sole 92704 CERIDIAN CORP NEW COMMON 156779100 1742 120810 SH Sole 120810 CERTEGY INC COMMON 156880106 1328 54082 SH Sole 54082 CHARLES RIV LABORATORIES INTL COMMON 159864107 3470 90189 SH Sole 90189 CHARTER ONE FINL INC COMMON 160903100 4218 146801 SH Sole 146801 CHECKFREE CORP NEW COMMON 162813109 1025 64050 SH Sole 64050 CHEESECAKE FACTORY COMMON 163072101 1493 41300 SH Sole 41300 CHEVRONTEXACO CORP COMMON 166764100 74512 1120813 SH Sole 1120813 CHIRON CORP COMMON 170040109 4595 122198 SH Sole 122198 CHOICEPOINT INC COMMON 170388102 2730 69133 SH Sole 69133 CHUBB CORP COMMON 171232101 5804 111184 SH Sole 111184 CHURCH + DWIGHT INC COMMON 171340102 990 32530 SH Sole 32530 CIENA CORP COMMON 171779101 3842 747557 SH Sole 747557 CINCINNATI FINL CORP COMMON 172062101 3940 104916 SH Sole 104916 CINERGY CORP COMMON 172474108 3688 109364 SH Sole 109364 CIRCUIT CITY STORES INC COMMON 172737108 1012 136441 SH Sole 136441 CIRRUS LOGIC INC COMMON 172755100 196 67980 SH Sole 67980 CISCO SYS INC COMMON 17275R102 202982 15494775 SH Sole 15494775 CINTAS CORP COMMON 172908105 5058 110554 SH Sole 110554 CITIGROUP INC COMMON 172967101 550010 15629711 SH Sole 15629711 CITIZENS COMMUNICATIONS CO COMMON 17453B101 1934 183303 SH Sole 183303 CITRIX SYS INC COMMON 177376100 1368 111053 SH Sole 111053 CITY NATL CORP COMMON 178566105 1789 40659 SH Sole 40659 CLAIRE S STORES INC COMMON 179584107 876 39705 SH Sole 39705 CLAYTON HOMES INC COMMON 184190106 1348 110676 SH Sole 110676 CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 36462 977804 SH Sole 977804 CLOROX CO COMMON 189054109 5898 142986 SH Sole 142986 COACH INC COMMON 189754104 2379 72278 SH Sole 72278 COCA COLA CO COMMON 191216100 208533 4758858 SH Sole 4758858 COCA COLA ENTERPRISES INC COMMON 191219104 6341 291954 SH Sole 291954 COLGATE PALMOLIVE CO COMMON 194162103 34932 666259 SH Sole 666259 COLONIAL BANCGROUPINC COMMON 195493309 1201 100700 SH Sole 100700 COMCAST CORP NEW CL A 20030N101 76495 3245459 SH Sole 3245459 COMCAST CORP NEW CL A SPL 20030N200 1886 83483 SH Sole 83483 COMERICA INC COMMON 200340107 4907 113487 SH Sole 113487 COMMERCE BANCORP INC N J COMMON 200519106 2375 55000 SH Sole 55000 COMMSCOPE INC COMMON 203372107 380 48150 SH Sole 48150 COMPASS BANCSHARES INC COMMON 20449H109 3266 104450 SH Sole 104450 COMPUTER ASSOC INTL INC COMMON 204912109 5028 372467 SH Sole 372467 COMPUTER SCIENCES CORP COMMON 205363104 90618 2630435 SH Sole 2630435 COMPUWARE CORP COMMON 205638109 1178 245471 SH Sole 245471 COMVERSE TECHNOLOGY INC COMMON 205862402 1221 121851 SH Sole 121851 CONAGRA INC COMMON 205887102 8726 348907 SH Sole 348907 CONCORD EFS INC COMMON 206197105 5202 330514 SH Sole 330514 CONNETICS CORP COMMON 208192104 1002 83356 SH Sole 83356 CONOCOPHILLIPS COMMON 20825C104 104127 2151834 SH Sole 2151834 CONSOLIDATED EDISON INC COMMON 209115104 5945 138832 SH Sole 138832 CONSTELLATION BRANDS INC CL A 21036P108 1743 73500 SH Sole 73500 CONSTELLATION ENERGY GROUP INC COMMON 210371100 2977 107022 SH Sole 107022 CONTINENTAL AIRLS INC CL B 210795308 2321 320190 SH Sole 320190 CONVERGYS CORP COMMON 212485106 1705 112546 SH Sole 112546 COOPER CAMERON CORP COMMON 216640102 2205 44250 SH Sole 44250 COOPER TIRE + RUBR CO COMMON 216831107 733 47752 SH Sole 47752 COORS ADOLPH CO CL B 217016104 1444 23579 SH Sole 23579 COPART INC COMMON 217204106 889 75100 SH Sole 75100 CORNING INC COMMON 219350105 2469 745864 SH Sole 745864 CORRECTIONS CORP AMER NEW COMMON 22025Y407 0 1 SH Sole 1 COSTCO WHSL CORP NEW COMMON 22160K105 33478 1193079 SH Sole 1193079 COUNTRYWIDE FINL CORP COMMON 222372104 4241 82101 SH Sole 82101 COVANCE INC COMMON 222816100 1199 48750 SH Sole 48750 COVENTRY HEALTH CARE INC COMMON 222862104 3682 126850 SH Sole 126850 CRANE CO COMMON 224399105 770 38632 SH Sole 38632 CREDENCE SYSTEMS CORP COMMON 225302108 462 49550 SH Sole 49550 CREE INC COMMON 225447101 968 59200 SH Sole 59200 CROMPTON CORP COMMON 227116100 551 92588 SH Sole 92588 CUMMINS INC COMMON 231021106 757 26925 SH Sole 26925 CYPRESS SEMICONDUCTOR CORP COMMON 232806109 576 100750 SH Sole 100750 CYTEC INDS INC COMMON 232820100 872 31950 SH Sole 31950 CYTYC CORP COMMON 232946103 962 94300 SH Sole 94300 DPL INC CALL 233293109 1580 102993 SH Sole 102993 DQE COMMON 23329J104 922 60500 SH Sole 60500 D.R.HORTON INC COMMON 23331A109 2069 119250 SH Sole 119250 DST SYS INC DEL COMMON 233326107 3463 97400 SH Sole 97400 DTE ENERGY CO COMMON 233331107 5049 108815 SH Sole 108815 DANA CORP COMMON 235811106 1134 96459 SH Sole 96459 DANAHER CORP COMMON 235851102 45787 696913 SH Sole 696913 DARDEN RESTAURANTS INC COMMON 237194105 54353 2657842 SH Sole 2657842 DEAN FOODS CO NEW COMMON 242370104 2759 74370 SH Sole 74370 DEERE + CO COMMON 244199105 7110 155069 SH Sole 155069 DEL MONTE FOODS CO COMMON 24522P103 784 101864 SH Sole 101864 DELL COMPUTER CORP COMMON 247025109 141839 5304362 SH Sole 5304362 DELPHI CORP COMMON 247126105 9476 1177095 SH Sole 1177095 DELTA AIR LINES INC COMMON 247361108 4779 394920 SH Sole 394920 DELUXE CORP COMMON 248019101 1691 40162 SH Sole 40162 DENTSPLY INTL INC NEW COMMON 249030107 2375 63845 SH Sole 63845 DEVON ENERGY CORPORATION NEW COMMON 25179M103 4674 101820 SH Sole 101820 DEVRY INC DEL COMMON 251893103 946 56950 SH Sole 56950 DIAL CORP NEW COMMON 25247D101 1577 77440 SH Sole 77440 DIEBOLD INC COMMON 253651103 2421 58730 SH Sole 58730 DILLARDS INC CL A 254067101 872 54974 SH Sole 54974 DISNEY WALT CO COMMON 254687106 40627 2490945 SH Sole 2490945 DOLE FOOD INC COMMON 256605106 1491 45750 SH Sole 45750 DOLLAR GEN CORP COMMON 256669102 2587 216471 SH Sole 216471 DOLLAR TREE STORES INC COMMON 256747106 2284 92960 SH Sole 92960 DOMINION RES INC VA NEW COMMON 25746U109 43765 797180 SH Sole 797180 DONALDSON CO INC COMMON 257651109 1286 35730 SH Sole 35730 DONNELLEY R R + SONS CO COMMON 257867101 1603 73643 SH Sole 73643 DOVER CORP COMMON 260003108 3834 131469 SH Sole 131469 DOW CHEM CO COMMON 260543103 119847 4035238 SH Sole 4035238 DOW JONES + CO INC COMMON 260561105 2315 53562 SH Sole 53562 DREYERS GRAND ICE CREAM INC COMMON 261878102 2023 28510 SH Sole 28510 DU PONT E I DE NEMOURS + CO COMMON 263534109 167079 3940541 SH Sole 3940541 DUANE READE INC COMMON 263578106 2125 125000 SH Sole 125000 DUKE ENERGY CO COMMON 264399106 11320 579319 SH Sole 579319 DUN AND BRADSTREET CORP DEL COMMON 26483E100 2090 60597 SH Sole 60597 DYCOM INDS INC COMMON 267475101 516 38950 SH Sole 38950 DYNEGY INC NEW CL A 26816Q101 258 218478 SH Sole 218478 EGL INC COMMON 268484102 546 38300 SH Sole 38300 EMC CORP COMMON 268648102 32751 5333974 SH Sole 5333974 ENSCO INTL INC COMMON 26874Q100 3573 121330 SH Sole 121330 EOG RESOURCES INC COMMON 26875P101 2998 75098 SH Sole 75098 E TRADE GROUP INC COMMON 269246104 1431 294360 SH Sole 294360 EASTMAN CHEM CO COMMON 277432100 1846 50201 SH Sole 50201 EASTMAN KODAK CO COMMON 277461109 6643 189597 SH Sole 189597 EATON CORP COMMON 278058102 3582 45859 SH Sole 45859 EATON VANCE CORP COM NON VTG 278265103 1596 56500 SH Sole 56500 EBAY INC COMMON 278642103 16253 239654 SH Sole 239654 ECOLAB INC COMMON 278865100 19834 400684 SH Sole 400684 EDISON INTL COMMON 281020107 2509 211690 SH Sole 211690 EDUCATION MGMT CORP COMMON 28139T101 1079 28700 SH Sole 28700 EDWARDS A G INC COMMON 281760108 2115 64171 SH Sole 64171 EDWARDS LIFESCIENCES CORP COMMON 28176E108 1247 48941 SH Sole 48941 EL PASO CORP COMMON 28336L109 21321 3063349 SH Sole 3063349 ELAN PLC ADR 284131208 82 33500 SH Sole 33500 ELECTRO SCIENTIFIC INDS INC COMMON 285229100 3816 190813 SH Sole 190813 ELECTRONIC ARTS INC COMMON 285512109 4569 91800 SH Sole 91800 ELECTRONIC DATA SYS CORP NEW COMMON 285661104 19814 1075071 SH Sole 1075071 EMERSON ELEC CO COMMON 291011104 44220 869620 SH Sole 869620 EMMIS COMMUNICATIONS CORP CL A 291525103 903 43350 SH Sole 43350 ENERGY EAST CORP COMMON 29266M109 2604 117880 SH Sole 117880 ENERGIZER HLDGS INC COMMON 29266R108 2060 73844 SH Sole 73844 ENGELHARD CORP COMMON 292845104 1856 83028 SH Sole 83028 ENTERCOM COMMUNICATIONS CORP CL A 293639100 1903 40550 SH Sole 40550 ENTERGY CORP COMMON 29364G103 6579 144310 SH Sole 144310 EQUIFAX INC COMMON 294429105 2137 92364 SH Sole 92364 EQUITABLE RES INC COMMON 294549100 21415 611150 SH Sole 611150 EQUITY OFFICE PPTYS TR COM 294741103 6682 267500 SH Sole 267500 EQUITY RESIDENTIAL SH BEN INT 29476L107 4326 176000 SH Sole 176000 ERICSSON L M TEL CO ADR B 294821608 80 11800 SH Sole 11800 EXACT SCIENCES CORP COMMON 30063P105 1833 169246 SH Sole 169246 EXELON CORP COMMON 30161N101 11075 209873 SH Sole 209873 EXPEDITORS INTL WA INC COMMON 302130109 2769 84800 SH Sole 84800 EXPRESS SCRIPTS INC COMMON 302182100 3051 63500 SH Sole 63500 EXTENDED STAY AMER INC COMMON 30224P101 1127 76400 SH Sole 76400 EXXON MOBIL CORP COMMON 30231G102 486955 13936890 SH Sole 13936890 FEI CO COMMON 30241L109 405 26500 SH Sole 26500 FMC CORP COMMON 302491303 781 28588 SH Sole 28588 FMC TECHNOLOGIES INC COMMON 30249U101 1088 53269 SH Sole 53269 FPL GROUP INC COMMON 302571104 7134 118641 SH Sole 118641 FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 1020 95200 SH Sole 95200 FAMILY DLR STORES INC COMMON 307000109 3509 112420 SH Sole 112420 FASTENAL CO COMMON 311900104 2311 61800 SH Sole 61800 FEDERAL HOME LN MTG CORP COMMON 313400301 103647 1755235 SH Sole 1755235 FEDERAL NATL MTG ASSN COMMON 313586109 302766 4706450 SH Sole 4706450 FEDERAL SIGNAL CORP COMMON 313855108 755 38863 SH Sole 38863 FEDERATED DEPT STORES INC DEL COMMON 31410H101 3664 127403 SH Sole 127403 FEDEX CORP COMMON 31428X106 10506 193774 SH Sole 193774 FERRO CORP COMMON 315405100 804 32900 SH Sole 32900 FIDELITY NATL FINL INC COMMON 316326107 2556 77870 SH Sole 77870 FIFTH THIRD BANCORP COMMON 316773100 57496 981995 SH Sole 981995 FIRST DATA CORP COMMON 319963104 70264 1984302 SH Sole 1984302 FIRST HEALTH GROUP CORP COMMON 320960107 2012 82620 SH Sole 82620 FIRST TENN NATL CORP COMMON 337162101 2931 81560 SH Sole 81560 FIRST VA BKS INC COMMON 337477103 2173 58370 SH Sole 58370 FISERV INC COMMON 337738108 4220 124305 SH Sole 124305 FIRSTMERIT CORP COMMON 337915102 1490 68800 SH Sole 68800 FIRSTENERGY CORP COMMON 337932107 6377 193410 SH Sole 193410 FLEETBOSTON FINL CORP COMMON 339030108 16572 681974 SH Sole 681974 FLUOR CORP NEW COMMON 343412102 1462 52212 SH Sole 52212 FLOWSERVE CORP COMMON 34354P105 665 44955 SH Sole 44955 FORD MTR CO DEL COMMON 345370860 56036 6025406 SH Sole 6025406 FOREST LABS INC COMMON 345838106 11549 117581 SH Sole 117581 FOREST OIL CORP COMMON 346091705 1059 38300 SH Sole 38300 FORTUNE BRANDS INC COMMON 349631101 4514 97045 SH Sole 97045 FRANKLIN RES INC COMMON 354613101 13260 389098 SH Sole 389098 FREEPORT MCMORAN COPPER + GOLD CL B 35671D857 1580 94141 SH Sole 94141 FULLER H B CO COMMON 359694106 598 23090 SH Sole 23090 FURNITURE BRANDS INTL INC COMMON 360921100 1094 45850 SH Sole 45850 GATX COMMON 361448103 910 39890 SH Sole 39890 GALLAGHER ARTHUR J + CO COMMON 363576109 2107 71700 SH Sole 71700 GANNETT INC COMMON 364730101 44506 619857 SH Sole 619857 GAP INC COMMON 364760108 8912 574243 SH Sole 574243 GARTNER INC CL B 366651107 4 400 SH Sole 400 GARTNER GROUP INC NEW COMMON 366651206 633 66985 SH Sole 66985 GATEWAY INC COMMON 367626108 661 210528 SH Sole 210528 GENERAL DYNAMICS CORP COMMON 369550108 54422 685680 SH Sole 685680 GENERAL ELEC CO COMMON 369604103 538849 22129335 SH Sole 22129335 GENERAL MLS INC COMMON 370334104 53545 1140470 SH Sole 1140470 GENERAL MTRS CORP COMMON 370442105 51482 1396686 SH Sole 1396686 GENTEX CORP COMMON 371901109 106850 3377059 SH Sole 3377059 GENUINE PARTS CO COMMON 372460105 3494 113432 SH Sole 113432 GENZYME CORP GENL DIV 372917104 4122 139400 SH Sole 139400 GEORGIA PAC CORP COMMON 373298108 2625 162414 SH Sole 162414 GILEAD SCIENCES INC COMMON 375558103 5447 160200 SH Sole 160200 GILLETTE CO COMMON 375766102 29432 969425 SH Sole 969425 GLATFELTER COMMON 377316104 467 35500 SH Sole 35500 GLAXOSMITHKLINE PLC SPON ADR 37733W105 52467 1400610 SH Sole 1400610 GLOBESPAN VIRATA INC COMMON 37957V106 294 66590 SH Sole 66590 GOLDEN WEST FINL CORP DEL COMMON 381317106 7162 99742 SH Sole 99742 GOLDMAN SACHS GROUP INC COMMON 38141G104 69954 1027232 SH Sole 1027232 GOODRICH CORP COMMON 382388106 1370 74783 SH Sole 74783 GOODYEAR TIRE AND RUBBER COMMON 382550101 775 113818 SH Sole 113818 GRAFTECH INTL LTD COMMON 384313102 272 45720 SH Sole 45720 GRAINGER W W INC COMMON 384802104 3065 59457 SH Sole 59457 GRANITE CONSTR INC COMMON 387328107 520 33545 SH Sole 33545 GRANT PRIDE INC COMMON 38821G101 1148 98617 SH Sole 98617 GREAT LAKES CHEMICAL CORP COMMON 390568103 779 32619 SH Sole 32619 GREAT PLAINS ENERGY INC COMMON 391164100 1272 55580 SH Sole 55580 GREATER BAY BANCORP COMMON 391648102 725 41950 SH Sole 41950 GREENPOINT FINL CORP COMMON 395384100 3591 79480 SH Sole 79480 GTECH HLDGS CORP COMMON 400518106 1295 46500 SH Sole 46500 GUIDANT CORP COMMON 401698105 23842 772836 SH Sole 772836 HCA INC COMMON 404119109 56181 1353763 SH Sole 1353763 HCC INS HLDGS INC COMMON 404132102 1247 50700 SH Sole 50700 HALLIBURTON CO COMMON 406216101 5305 283528 SH Sole 283528 JOHN HANCOCK FINANCIAL SRVCS COMMON 41014S106 40130 1438350 SH Sole 1438350 HANOVER COMPRESSOR CO COMMON 410768105 497 54100 SH Sole 54100 HARLEY DAVIDSON INC COMMON 412822108 9087 196688 SH Sole 196688 HARRAHS ENTMT INC COMMON 413619107 2878 72689 SH Sole 72689 HARRIS CORP DEL COMMON 413875105 1422 54080 SH Sole 54080 HARSCO CORP COMMON 415864107 1051 32960 SH Sole 32960 HARTE HANKS INC COMMON 416196103 1383 74100 SH Sole 74100 HARTFORD FINANCIAL SVCS GRP COMMON 416515104 99324 2186308 SH Sole 2186308 HASBRO INC COMMON 418056107 1299 112462 SH Sole 112462 HAWAIIAN ELEC INDS INC COMMON 419870100 1311 29820 SH Sole 29820 HEALTHSOUTH CORP COMMON 421924101 1082 257537 SH Sole 257537 HEALTH MGMT ASSOC CL A 421933102 23614 1319190 SH Sole 1319190 HEALTH NET INC COMMON 42222G108 2662 100818 SH Sole 100818 HEINZ H J CO COMMON 423074103 7497 228087 SH Sole 228087 HELLENIC TELECOMMUNICATIONS SPON ADR 423325307 119 22250 SH Sole 22250 HELMERICH AND PAYNE INC COMMON 423452101 1137 40740 SH Sole 40740 HENRY JACK + ASSOC INC COMMON 426281101 859 71350 SH Sole 71350 HERCULES INC COMMON 427056106 624 70870 SH Sole 70870 HERSHEY FOODS CORP COMMON 427866108 61988 919151 SH Sole 919151 HEWLETT PACKARD CO COMMON 428236103 86859 5003411 SH Sole 5003411 HIBERNIA CORP COMMON 428656102 2471 128320 SH Sole 128320 HILLENBRAND INDS INC COMMON 431573104 2428 50250 SH Sole 50250 HILTON HOTELS CORP COMMON 432848109 3108 244493 SH Sole 244493 HISPANIC BROADCASTING CORP CL A 43357B104 1822 88650 SH Sole 88650 HOME DEPOT INC COMMON 437076102 105304 4394980 SH Sole 4394980 HON INDS INC COMMON 438092108 1357 47970 SH Sole 47970 HONEYWELL INTL INC COMMON 438516106 38186 1591080 SH Sole 1591080 HORACE MANN EDUCATORS CORP NEW COMMON 440327104 510 33250 SH Sole 33250 HORMEL FOODS CORP COMMON 440452100 2634 112890 SH Sole 112890 HOSPITALITY PPTYS TR COM SH 44106M102 1795 51000 SH Sole 51000 HOUSEHOLD INTL INC COMMON 441815107 8556 307664 SH Sole 307664 HUBBELL INC CL B 443510201 1694 48214 SH Sole 48214 HUMANA INC COMMON 444859102 1054 105382 SH Sole 105382 HUNT J B TRANS SVCS INC COMMON 445658107 937 31990 SH Sole 31990 HUNTINGTON BANCSHARES INC COMMON 446150104 2863 153016 SH Sole 153016 ICN PHARMACEUTICALS INC COMMON 448924100 744 68200 SH Sole 68200 IDEC PHARMACEUTICALS CORP COMMON 449370105 4135 124650 SH Sole 124650 IMC GLOBAL INC COMMON 449669100 999 93640 SH Sole 93640 IMS HEALTH INC COMMON 449934108 2920 182507 SH Sole 182507 ITT INDS INC COMMON 450911102 3622 59686 SH Sole 59686 IDACORP INC COMMON 451107106 764 30780 SH Sole 30780 ILLINOIS TOOL WKS INC COMMON 452308109 55077 849164 SH Sole 849164 IMATION CORP COMMON 45245A107 1007 28720 SH Sole 28720 INCO LTD COMMON 453258402 10549 497140 SH Sole 497140 INCYTE GENOMICS INC COMMON 45337C102 252 55300 SH Sole 55300 INDEPENDENCE CMNTY BK CORP COMMON 453414104 1183 46600 SH Sole 46600 INDYMAC BANCORP INC COMMON 456607100 831 44950 SH Sole 44950 INFOCUS CORP COMMON 45665B106 197 32000 SH Sole 32000 INFORMATION HLDGS INC COMMON 456727106 698 45000 SH Sole 45000 INTEGRATED DEVICE TECHNOLOGY COMMON 458118106 703 83950 SH Sole 83950 INTEL CORP COMMON 458140100 212115 13623312 SH Sole 13623312 INTERNATIONAL BUSINESS MACHS COMMON 459200101 277048 3574815 SH Sole 3574815 INTERNATIONAL FLAVOURS COMMON 459506101 2151 61277 SH Sole 61277 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 4274 56300 SH Sole 56300 INTERNATIONAL PAPER CO COMMON 460146103 10900 311699 SH Sole 311699 INTERNATIONAL RECTIFIER CORP COMMON 460254105 959 51950 SH Sole 51950 INTERNATIONAL SPEEDWAY CORP CL A 460335201 1617 43350 SH Sole 43350 INTERNET SEC SYS INC COMMON 46060X107 739 40300 SH Sole 40300 INTERPUBLIC GROUP COS INC COMMON 460690100 3528 250559 SH Sole 250559 INTERSIL CORP CL A 46069S109 1553 111400 SH Sole 111400 INTERSTATE BAKERIES CORP COMMON 46072H108 549 36000 SH Sole 36000 INTUIT COMMON 461202103 6258 133378 SH Sole 133378 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 873 39035 SH Sole 39035 INVESTORS FINL SERVICES CORP COMMON 461915100 1441 52600 SH Sole 52600 IVAX CORP COMMON 465823102 1923 158506 SH Sole 158506 JDS UNIPHASE CORP COMMON 46612J101 6668 2699484 SH Sole 2699484 J P MORGAN CHASE + CO COMMON 46625H100 174598 7274911 SH Sole 7274911 JABIL CIRCUIT INC COMMON 466313103 2305 128627 SH Sole 128627 JACOBS ENGR GROUP INC COMMON 469814107 1579 44360 SH Sole 44360 JEFFERSON PILOT CORP COMMON 475070108 3555 93274 SH Sole 93274 JOHNSON + JOHNSON COMMON 478160104 203606 3790831 SH Sole 3790831 JOHNSON CTLS INC COMMON 478366107 37253 464671 SH Sole 464671 JONES APPAREL GROUP INC COMMON 480074103 34560 975163 SH Sole 975163 JOURNAL REGISTER CO COMMON 481138105 4033 226800 SH Sole 226800 KLA TENCOR CORP COMMON 482480100 11263 318421 SH Sole 318421 KAYDON CORP COMMON 486587108 518 24430 SH Sole 24430 KEANE INC COMMON 486665102 523 58200 SH Sole 58200 KB HOME COMMON 48666K109 1334 31130 SH Sole 31130 KELLOGG CO COMMON 487836108 9092 265300 SH Sole 265300 KELLY SVCS INC CL A 488152208 714 28885 SH Sole 28885 KEMET CORP COMMON 488360108 613 70150 SH Sole 70150 KENNAMETAL INC COMMON 489170100 985 28580 SH Sole 28580 KERR MCGEE CORP COMMON 492386107 2889 65220 SH Sole 65220 KEY ENERGY SVCS INC COMMON 492914106 1900 211812 SH Sole 211812 KEYCORP NEW COMMON 493267108 6940 276073 SH Sole 276073 KEYSPAN CORP COMMON 49337W100 3253 92320 SH Sole 92320 KIMBERLY CLARK CORP COMMON 494368103 15864 334192 SH Sole 334192 KINDER MORGAN INC KANS COMMON 49455P101 3344 79121 SH Sole 79121 KING PHARMACEUTICALS INC COMMON 495582108 2689 156422 SH Sole 156422 KNIGHT RIDDER INC COMMON 499040103 3387 53549 SH Sole 53549 KOHLS CORP COMMON 500255104 43575 778812 SH Sole 778812 KORN / FERRY INTL COMMON 500643200 230 30800 SH Sole 30800 KRAFT FOODS INC CL A 50075N104 33550 861800 SH Sole 861800 KRISPY KREME DOUGHNUTS INC COMMON 501014104 1526 45200 SH Sole 45200 KROGER CO COMMON 501044101 7762 502401 SH Sole 502401 LSI LOGIC CORP COMMON 502161102 1394 241560 SH Sole 241560 LTX CORP COMMON 502392103 242 40150 SH Sole 40150 L 3 COMMUNICATIONS HLDG CORP COMMON 502424104 3458 77000 SH Sole 77000 LABRANCHE + CO INC COMMON 505447102 1291 48450 SH Sole 48450 LAM RESH CORP COMMON 512807108 1103 102100 SH Sole 102100 LANCASTER COLONY CORP COMMON 513847103 1161 29720 SH Sole 29720 LATTICE SEMICONDUCTOR CORP COMMON 518415104 802 91450 SH Sole 91450 LAUDER ESTEE COS INC CL A 518439104 23940 906820 SH Sole 906820 LEAR CORP COMMON 521865105 12765 383550 SH Sole 383550 LEE ENTERPRISES INC COMMON 523768109 1210 36090 SH Sole 36090 LEGATO SYSTEMS INC COMMON 524651106 475 94500 SH Sole 94500 LEGGETT + PLATT INC COMMON 524660107 2837 126420 SH Sole 126420 LEGG MASON INC COMMON 524901105 2560 52750 SH Sole 52750 LEHMAN BROTHERS HLDGS INC COMMON 524908100 8220 154258 SH Sole 154258 LENNAR CORP COMMON 526057104 2728 52868 SH Sole 52868 LEUCADIA NATL CORP COMMON 527288104 1683 45100 SH Sole 45100 LEXMARK INTL INC CL A 529771107 19319 319317 SH Sole 319317 LIBERTY PROPERTY SH BEN 531172104 1987 62200 SH Sole 62200 LIFEPOINT HOSPS INC COMMON 53219L109 964 32200 SH Sole 32200 LILLY ELI + CO COMMON 532457108 150164 2364787 SH Sole 2364787 LIMITED BRANDS INC COMMON 532716107 4732 339730 SH Sole 339730 LINCARE HLDGS INC COMMON 532791100 2722 86100 SH Sole 86100 LINCOLN NATL CORP IN COMMON 534187109 3634 115064 SH Sole 115064 LINEAR TECHNOLOGY CORP COMMON 535678106 5215 202747 SH Sole 202747 LIZ CLAIBORNE INC COMMON 539320101 2058 69398 SH Sole 69398 LOCKHEED MARTIN CORP COMMON 539830109 17113 296332 SH Sole 296332 LOEWS CORP COMMON 540424108 5358 120506 SH Sole 120506 LONGS DRUG STORES CORP COMMON 543162101 647 31178 SH Sole 31178 LONGVIEW FIBRE CO WASHINGTON COMMON 543213102 301 41590 SH Sole 41590 LOUISIANA PAC CORP COMMON 546347105 547 67899 SH Sole 67899 LOWES COS INC COMMON 548661107 19015 507056 SH Sole 507056 LUBRIZOL CORP COMMON 549271104 1279 41930 SH Sole 41930 LUCENT TECHNOLOGIES INC COMMON 549463107 2782 2207622 SH Sole 2207622 LYONDELL CHEMICAL CO COMMON 552078107 1645 130150 SH Sole 130150 M + T BK CORP COMMON 55261F104 5943 74900 SH Sole 74900 MBIA INC COMMON 55262C100 4136 94306 SH Sole 94306 MBNA CORP COMMON 55262L100 15789 830150 SH Sole 830150 MDU RES GROUP INC COMMON 552690109 1506 58350 SH Sole 58350 MGIC INVT CORP WIS COMMON 552848103 2697 65309 SH Sole 65309 MMO2 PLC ADR 55309W101 84 11699 SH Sole 11699 MPS GROUP INC COMMON 553409103 463 83540 SH Sole 83540 MACROVISION CORP COMMON 555904101 631 39350 SH Sole 39350 MACROMEDIA INC COMMON 556100105 522 49050 SH Sole 49050 MANDALAY RESORT GROUP COMMON 562567107 1716 56045 SH Sole 56045 MANOR CARE INC NEW COMMON 564055101 1164 62522 SH Sole 62522 MANPOWER INC WIS COMMON 56418H100 1995 62530 SH Sole 62530 MARATHON OIL CORP COMMON 565849106 4318 202816 SH Sole 202816 MARSH + MCLENNAN COS INC COMMON 571748102 16128 349014 SH Sole 349014 MARSHALL + ILSLEY CORP COMMON 571834100 3885 141880 SH Sole 141880 MARRIOTT INTL INC NEW CL A 571903202 5077 154468 SH Sole 154468 MARTIN MARIETTA MATLS INC COMMON 573284106 1220 39800 SH Sole 39800 MASCO CORP COMMON 574599106 165436 7859175 SH Sole 7859175 MATSUSHITA ELEC INDL LTD ADR ADR 576879209 240 25000 SH Sole 25000 MATTEL INC COMMON 577081102 5440 284058 SH Sole 284058 MAXIM INTEGRATED PRODS INC COMMON 57772K101 6878 208185 SH Sole 208185 MAY DEPT STORES CO COMMON 577778103 4303 187264 SH Sole 187264 MAYTAG CORP COMMON 578592107 1444 50659 SH Sole 50659 MCCORMICK + CO INC COM VTG 579780206 2644 113960 SH Sole 113960 MCDATA CORPORATION CL B 580031102 4 500 SH Sole 500 MCDATA CORPORATION CL A 580031201 652 91800 SH Sole 91800 MCDERMOTT INTL INC COMMON 580037109 181 41348 SH Sole 41348 MCDONALDS CORP COMMON 580135101 123054 7652588 SH Sole 7652588 MCGRAW HILL COS INC COMMON 580645109 21946 363104 SH Sole 363104 MCKESSON CORP COMMON 58155Q103 5113 189155 SH Sole 189155 MEADWESTVACO CORP COMMON 583334107 3212 129978 SH Sole 129978 MEDIA GEN INC CL A 584404107 1136 18950 SH Sole 18950 MEDICINES CO COMMON 584688105 1930 120500 SH Sole 120500 MEDIMMUNE INC COMMON 584699102 4430 163062 SH Sole 163062 MEDTRONIC INC COMMON 585055106 106866 2343556 SH Sole 2343556 MELLON FINL CORP COMMON 58551A108 35200 1348160 SH Sole 1348160 MENTOR GRAPHICS CORP COMMON 587200106 426 54160 SH Sole 54160 MERCANTILE BANKSHARES CORP COMMON 587405101 2163 56062 SH Sole 56062 MERCK + CO INC COMMON 589331107 237406 4193714 SH Sole 4193714 MERCURY INTERACTIVE CORP COMMON 589405109 1628 54906 SH Sole 54906 MEREDITH CORP COMMON 589433101 1324 32206 SH Sole 32206 MERRILL LYNCH + CO INC COMMON 590188108 92438 2435796 SH Sole 2435796 METLIFE INC COMMON 59156R108 47845 1769400 SH Sole 1769400 METRIS COS INC COMMON 591598107 116 46850 SH Sole 46850 MICHAELS STORES INC COMMON 594087108 1709 54600 SH Sole 54600 MICREL INC COMMON 594793101 670 74600 SH Sole 74600 MICROSOFT CORP COMMON 594918104 628391 12154571 SH Sole 12154571 MICROCHIP TECHNOLOGY INC COMMON 595017104 4045 165430 SH Sole 165430 MICRON TECHNOLOGY INC COMMON 595112103 3829 393138 SH Sole 393138 MILLENNIUM PHARMACEUTICALS COMMON 599902103 1861 234426 SH Sole 234426 MILLER HERMAN INC COMMON 600544100 1121 60930 SH Sole 60930 MILLIPORE CORP COMMON 601073109 1068 31411 SH Sole 31411 MINERALS TECHNOLOGIES INC COMMON 603158106 709 16440 SH Sole 16440 MIRANT CORP COMMON 604675108 495 261737 SH Sole 261737 MITSUBISHI TOKYO FIN GROUP INC SPON ADR 606816106 118 22000 SH Sole 22000 MODINE MFG CO COMMON 607828100 484 27370 SH Sole 27370 MOHAWK INDS INC COMMON 608190104 3081 54100 SH Sole 54100 MOLEX INC COMMON 608554101 2877 124880 SH Sole 124880 MONSANTO CO NEW COMMON 61166W101 17625 915583 SH Sole 915583 MONY GROUP INC COMMON 615337102 915 38200 SH Sole 38200 MOODYS CORP COMMON 615369105 4053 98156 SH Sole 98156 MORGAN STANLEY COMMON 617446448 95285 2386895 SH Sole 2386895 MOTOROLA INC COMMON 620076109 79847 9230874 SH Sole 9230874 MURPHY OIL CORP COMMON 626717102 3197 74620 SH Sole 74620 MYLAN LABS INC COMMON 628530107 3483 99800 SH Sole 99800 NCR CORP NEW COMMON 62886E108 1504 63370 SH Sole 63370 NTT DOCOMO INC SPON ADR 62942M201 1369 75000 SH Sole 75000 NATIONAL CITY CORP COMMON 635405103 10862 397591 SH Sole 397591 NATIONAL COMM FINL CORP COMMON 63545P104 3987 167177 SH Sole 167177 NATIONAL FUEL GAS CO N J COMMON 636180101 1353 65280 SH Sole 65280 NATIONAL INSTRS CORP COMMON 636518102 1348 41500 SH Sole 41500 NATIONAL OILWELL INC COMMON 637071101 1440 65950 SH Sole 65950 NATIONAL SEMICONDUCTOR CORP COMMON 637640103 1764 117513 SH Sole 117513 NAVISTAR INTL CORP INC COMMON 63934E108 954 39252 SH Sole 39252 NEIMAN MARCUS GROUP CL A 640204202 857 28200 SH Sole 28200 NEIMAN MARCUS GROUP CL B 640204301 326 11912 SH Sole 11912 NETWORKS ASSOCS INC COMMON 640938106 2049 127350 SH Sole 127350 NETWORK APPLIANCE INC COMMON 64120L104 2189 218885 SH Sole 218885 NEUBERGER BERMAN INC COMMON 641234109 1905 56874 SH Sole 56874 NEW PLAN EXCEL RLTY TR INC COM 648053106 1505 78850 SH Sole 78850 NEW YORK CMNTY BANCORP INC COMMON 649445103 2521 87300 SH Sole 87300 NEW YORK TIMES CO CL A 650111107 4502 98457 SH Sole 98457 NEWELL RUBBERMAID INC COMMON 651229106 19022 627173 SH Sole 627173 NEWMONT MNG CORP COMMON 651639106 7576 260980 SH Sole 260980 NEWPORT CORP COMMON 651824104 392 31250 SH Sole 31250 NEXTEL COMMUNICATIONS INC CL A 65332V103 7228 625779 SH Sole 625779 NICOR INC COMMON 654086107 973 28598 SH Sole 28598 NIKE INC CL B 654106103 7668 172427 SH Sole 172427 99 CENTS ONLY STORES COMMON 65440K106 1533 57066 SH Sole 57066 NISOURCE INC COMMON 65473P105 3168 158398 SH Sole 158398 NOKIA CORP SPON ADR 654902204 15478 998600 SH Sole 998600 NOBLE ENERGY INC COMMON 655044105 1752 46660 SH Sole 46660 NORDSON CORP COMMON 655663102 677 27280 SH Sole 27280 NORDSTROM INC COMMON 655664100 1668 87938 SH Sole 87938 NORFOLK SOUTHN CORP COMMON 655844108 5046 252451 SH Sole 252451 NORSK HYDRO A S SPON ADR 656531605 611 13750 SH Sole 13750 NORTH FORK BANCORPORATION INC COMMON 659424105 3542 104980 SH Sole 104980 NORTHEAST UTILS COMMON 664397106 1677 110530 SH Sole 110530 NORTHERN TRUST CORP COMMON 665859104 5033 143593 SH Sole 143593 NORTHROP GRUMMAN CORP COMMON 666807102 37892 390637 SH Sole 390637 NORTHWEST AIRLS CORP CL A 667280101 1473 200720 SH Sole 200720 NOVELL INC COMMON 670006105 791 236733 SH Sole 236733 NOVELLUS SYS INC COMMON 670008101 2713 96627 SH Sole 96627 NOVO NORDISK A S ADR 670100205 773 26750 SH Sole 26750 NSTAR COMMON 67019E107 1918 43200 SH Sole 43200 NUCOR CORP COMMON 670346105 2100 50838 SH Sole 50838 NVIDIA CORP COMMON 67066G104 1144 99400 SH Sole 99400 OGE ENERGY CORP COMMON 670837103 1124 63860 SH Sole 63860 OCCIDENTAL PETE CORP COMMON 674599105 6967 244899 SH Sole 244899 OCEAN ENERGY INC NEW COMMON 67481E106 2867 143570 SH Sole 143570 OFFICE DEPOT INC COMMON 676220106 2958 200439 SH Sole 200439 OHIO CAS CORP COMMON 677240103 639 49350 SH Sole 49350 OLD REP INTL CORP COMMON 680223104 2749 98175 SH Sole 98175 OLIN CORP COMMON 680665205 726 46690 SH Sole 46690 OMNICARE INC COMMON 681904108 1828 76730 SH Sole 76730 OMNICOM GROUP COMMON 681919106 7895 122217 SH Sole 122217 ONEOK INC NEW COMMON 682680103 944 49184 SH Sole 49184 ORACLE CORP COMMON 68389X105 138353 12810453 SH Sole 12810453 OUTBACK STEAKHOUSE INC COMMON 689899102 2128 61780 SH Sole 61780 OVERSEAS SHIPHOLDING GROUP INC COMMON 690368105 502 28030 SH Sole 28030 OVERTURE SVCS INC COMMON 69039R100 1300 47600 SH Sole 47600 OXFORD HEALTH PLANS INC COMMON 691471106 2595 71200 SH Sole 71200 PG+E CORP COMMON 69331C108 3654 262904 SH Sole 262904 PMC SIERRA INC COMMON 69344F106 604 108700 SH Sole 108700 PMI GROUP INC COMMON 69344M101 2210 73580 SH Sole 73580 PNC FINL SVCS GROUP INC COMMON 693475105 7731 184509 SH Sole 184509 PNM RES INC COMMON 69349H107 760 31890 SH Sole 31890 PPG INDS INC COMMON 693506107 5521 110092 SH Sole 110092 PPL CORP COMMON 69351T106 3705 106832 SH Sole 106832 PACCAR INC COMMON 693718108 55206 1196751 SH Sole 1196751 PACIFICARE HEALTH SYSTEMS COMMON 695112102 819 29149 SH Sole 29149 PACKAGING CORP AMER COMMON 695156109 1550 85000 SH Sole 85000 PACTIV CORP COMMON 695257105 2251 102980 SH Sole 102980 PALL CORP COMMON 696429307 1330 79766 SH Sole 79766 PAPA JOHNS INTL INC COMMON 698813102 424 15200 SH Sole 15200 PARAMETRIC TECHNOLOGY CORP COMMON 699173100 428 169701 SH Sole 169701 PARK PL ENTMT CORP COMMON 700690100 2056 244750 SH Sole 244750 PARKER HANNIFIN CORP COMMON 701094104 3540 76732 SH Sole 76732 PATTERSON DENTAL CO COMMON 703412106 2432 55600 SH Sole 55600 PATTERSON UTI ENERGY INC COMMON 703481101 1946 64500 SH Sole 64500 PAYCHEX INC COMMON 704326107 6819 244403 SH Sole 244403 PAYLESS SHOESOURCE INC COMMON 704379106 951 18483 SH Sole 18483 PEABODY ENERGY CORP COMMON 704549104 31162 1066100 SH Sole 1066100 PENNEY J C INC COMMON 708160106 4005 174067 SH Sole 174067 PENTAIR INC COMMON 709631105 1385 40100 SH Sole 40100 PEOPLES ENERGY CORP COMMON 711030106 891 23059 SH Sole 23059 PEOPLESOFT INC COMMON 712713106 3721 203341 SH Sole 203341 PEPCO HLDGS INC COMMON 713291102 2584 133287 SH Sole 133287 PEPSI BOTTLING GROUP INC COMMON 713409100 14267 555128 SH Sole 555128 PEPSIAMERICAS INC COMMON 71343P200 1644 122410 SH Sole 122410 PEPSICO INC COMMON 713448108 216064 5117580 SH Sole 5117580 PERKINELMER INC COMMON 714046109 677 82010 SH Sole 82010 PERRIGO CO COMMON 714290103 686 56470 SH Sole 56470 PETSMART INC COMMON 716768106 1922 112200 SH Sole 112200 PFIZER INC COMMON 717081103 540542 17682120 SH Sole 17682120 PHARMACIA CORP COMMON 71713U102 217848 5211663 SH Sole 5211663 PHELPS DODGE CORP COMMON 717265102 1827 57716 SH Sole 57716 PHILIP MORRIS COS INC COMMON 718154107 54480 1344181 SH Sole 1344181 PIER 1 IMPORTS INC COMMON 720279108 1427 75400 SH Sole 75400 PINNACLE WEST CAP CORP COMMON 723484101 92009 2699002 SH Sole 2699002 PIONEER NAT RES CO COMMON 723787107 2408 95350 SH Sole 95350 PITNEY BOWES INC COMMON 724479100 5020 153702 SH Sole 153702 PITTSTON CO BRINKS GRP 725701106 816 44160 SH Sole 44160 PLANTRONICS INC NEW COMMON 727493108 554 36600 SH Sole 36600 PLEXUS CORP COMMON 729132100 300 34150 SH Sole 34150 PLUM CREEK TIMBER CO INC COM 729251108 2834 120100 SH Sole 120100 POLYCOM INC COMMON 73172K104 771 80950 SH Sole 80950 PORTUGAL TELECOM SGPS SA SPON ADR 737273102 167 24479 SH Sole 24479 POTLATCH CORP COMMON 737628107 555 23255 SH Sole 23255 POWER ONE INC COMMON 739308104 294 51864 SH Sole 51864 POWERWAVE TECHNOLOGIES INC COMMON 739363109 289 53450 SH Sole 53450 PRAXAIR INC COMMON 74005P104 26870 465113 SH Sole 465113 PRECISION CASTPARTS CORP COMMON 740189105 1033 42610 SH Sole 42610 PRICE COMMUNICATIONS CORP COMMON 741437305 614 44400 SH Sole 44400 PRICE T ROWE GROUP INC COMMON 74144T108 2169 79525 SH Sole 79525 PRIDE INTERNATIONAL INC COMMON 74153Q102 1631 109450 SH Sole 109450 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 6595 218900 SH Sole 218900 PROCTER + GAMBLE CO COMMON 742718109 248441 2890865 SH Sole 2890865 PROGRESS ENERGY INC COMMON 743263105 6672 153902 SH Sole 153902 PROGRESSIVE CORP OHIO COMMON 743315103 7022 141487 SH Sole 141487 PROTECTIVE LIFE CORP COMMON 743674103 1538 55900 SH Sole 55900 PROTEIN DESIGN LABS INC COMMON 74369L103 616 72500 SH Sole 72500 PROVIDENT FINL GROUP INC COMMON 743866105 1033 39700 SH Sole 39700 PROVIDIAN FINL CORP COMMON 74406A102 1219 187814 SH Sole 187814 PRUDENTIAL FINL INC COMMON 744320102 11677 367900 SH Sole 367900 PUBLIC SVC ENTERPRISE GROUP COMMON 744573106 4638 144500 SH Sole 144500 PUGET ENERGY INC COMMON 745310102 1665 75510 SH Sole 75510 PULTE HOMES INC COMMON 745867101 1902 39738 SH Sole 39738 QLOGIC CORP COMMON 747277101 2096 60723 SH Sole 60723 QUALCOMM INC COMMON 747525103 73922 2031389 SH Sole 2031389 QUANTA SERVICES INC COMMON 74762E102 191 54650 SH Sole 54650 QUANTUM CORP COMMON 747906204 344 128690 SH Sole 128690 QUEST DIAGNOSTICS INC COMMON 74834L100 3619 63600 SH Sole 63600 QUESTAR CORP COMMON 748356102 1856 66700 SH Sole 66700 QUINTILES TRANSNATIONAL CORP COMMON 748767100 924 76404 SH Sole 76404 QWEST COMMUNICATIONS INTL INC COMMON 749121109 5508 1101594 SH Sole 1101594 RPM INTL INC COMMON 749685103 1429 93518 SH Sole 93518 RSA SEC INC COMMON 749719100 277 46300 SH Sole 46300 RF MICRO DEVICES INC COMMON 749941100 1010 137800 SH Sole 137800 RADIAN GROUP INC COMMON 750236101 2827 76100 SH Sole 76100 RADIOSHACK CORP COMMON 750438103 2051 109441 SH Sole 109441 RATIONAL SOFTWARE CORP COMMON 75409P202 1317 126750 SH Sole 126750 RAYONIER INC COMMON 754907103 1024 22630 SH Sole 22630 RAYTHEON CO COMMON 755111507 37933 1233605 SH Sole 1233605 READERS DIGEST ASSN INC CL A NON VTG 755267101 1203 79650 SH Sole 79650 REEBOK INTL LTD COMMON 758110100 1146 38974 SH Sole 38974 REGIONS FINL CORP COMMON 758940100 4793 143683 SH Sole 143683 REPUBLIC SVCS INC COMMON 760759100 2799 133400 SH Sole 133400 RETEK INC COMMON 76128Q109 118 43250 SH Sole 43250 REYNOLDS + REYNOLDS CO CL A 761695105 1441 56560 SH Sole 56560 REYNOLDS R J TOB HLDGS INC COMMON 76182K105 2415 57350 SH Sole 57350 ROBERT HALF INTL INC COMMON 770323103 1813 112566 SH Sole 112566 ROCKWELL AUTOMATION INC COMMON 773903109 2501 120753 SH Sole 120753 ROCKWELL COLLINS INC COMMON 774341101 2765 118853 SH Sole 118853 ROHM + HAAS CO COMMON 775371107 4665 143638 SH Sole 143638 ROLLINS INC COMMON 775711104 617 24255 SH Sole 24255 ROSLYN BANCORP INC COMMON 778162107 1218 67550 SH Sole 67550 ROSS STORES INC COMMON 778296103 2688 63400 SH Sole 63400 ROWAN COS INC COMMON 779382100 1380 60806 SH Sole 60806 ROYAL DUTCH PETE CO NY REG EUR 780257804 26940 612000 SH Sole 612000 RUDDICK CORP COMMON 781258108 518 37820 SH Sole 37820 RYDER SYS INC COMMON 783549108 908 40466 SH Sole 40466 SBC COMMUNICATIONS INC COMMON 78387G103 58486 2157359 SH Sole 2157359 SEI INVESTMENTS CO COMMON 784117103 2347 86350 SH Sole 86350 SLM CORP COMMON 78442P106 10366 99806 SH Sole 99806 SPX CORP COMMON 784635104 2457 65604 SH Sole 65604 SABRE HLDGS CORP CL A 785905100 1678 92663 SH Sole 92663 SAFECO CORP COMMON 786429100 3114 89816 SH Sole 89816 SAFEWAY INC COMMON 786514208 6695 286593 SH Sole 286593 ST JUDE MED INC COMMON 790849103 4582 115370 SH Sole 115370 ST PAUL COS INC COMMON 792860108 5010 147133 SH Sole 147133 SAKS INC COMMON 79377W108 1368 116532 SH Sole 116532 SANDISK CORP COMMON 80004C101 1140 56150 SH Sole 56150 SANMINA SCI CORP COMMON 800907107 1541 343221 SH Sole 343221 SARA LEE CORP COMMON 803111103 11405 506656 SH Sole 506656 SCANA CORP NEW COMMON 80589M102 2794 90250 SH Sole 90250 SCHEIN HENRY INC COMMON 806407102 1616 35900 SH Sole 35900 SCHERING PLOUGH CORP COMMON 806605101 45974 2070904 SH Sole 2070904 SCHLUMBERGER LTD COMMON 806857108 101880 2420538 SH Sole 2420538 SCHOLASTIC CORP COMMON 807066105 1147 31900 SH Sole 31900 SCHULMAN A INC COMMON 808194104 446 23985 SH Sole 23985 SCHWAB CHARLES CORP COMMON 808513105 38257 3525951 SH Sole 3525951 SCIENTIFIC ATLANTA INC COMMON 808655104 1189 100274 SH Sole 100274 SCOTTISH PWR PLC SPON ADR FINAL 81013T705 2258 98515 SH Sole 98515 SEALED AIR CORP NEW COMMON 81211K100 2034 54542 SH Sole 54542 SEARS ROEBUCK + CO COMMON 812387108 4921 205485 SH Sole 205485 SEMTECH CORP COMMON 816850101 655 59950 SH Sole 59950 SEMPRA ENERGY COMMON 816851109 3148 133110 SH Sole 133110 SENSIENT TECHNOLOGIES CORP COMMON 81725T100 867 38570 SH Sole 38570 SEPRACOR INC COMMON 817315104 662 68510 SH Sole 68510 SEQUA CORP CL A 817320104 332 8480 SH Sole 8480 SHERWIN WILLIAMS CO COMMON 824348106 2752 97417 SH Sole 97417 SICOR INC COMMON 825846108 1511 95350 SH Sole 95350 SIEBEL SYS INC COMMON 826170102 2355 314818 SH Sole 314818 SIEMENS A G SPON ADR 826197501 632 15000 SH Sole 15000 SIERRA PAC RES NEW COMMON 826428104 540 83132 SH Sole 83132 SIGMA ALDRICH COMMON 826552101 2271 46638 SH Sole 46638 SILICON VY BANCSHARES COMMON 827064106 637 34900 SH Sole 34900 SIMON PPTY GROUP INC NEW COM 828806109 4153 121900 SH Sole 121900 SIX FLAGS INC COMMON 83001P109 431 75400 SH Sole 75400 SMITH INTL INC COMMON 832110100 2697 82680 SH Sole 82680 SMITHFIELD FOODS INC COMMON 832248108 1768 89100 SH Sole 89100 SMUCKER J M CO COMMON 832696405 1606 40353 SH Sole 40353 SMURFIT STONE CONTAINER CORP COMMON 832727101 44695 2903999 SH Sole 2903999 SNAP ON INC COMMON 833034101 1066 37932 SH Sole 37932 SOLECTRON CORP COMMON 834182107 2021 569343 SH Sole 569343 SOLUTIA INC COMMON 834376105 310 85310 SH Sole 85310 SONOCO PRODS CO COMMON 835495102 1805 78711 SH Sole 78711 SONY CORP ADR NEW 835699307 330 8000 SH Sole 8000 SOTHEBYS HLDGS INC CL A 835898107 451 50080 SH Sole 50080 SOUTHERN CO COMMON 842587107 13160 463555 SH Sole 463555 SOUTHTRUST CORP COMMON 844730101 5600 225352 SH Sole 225352 SOUTHWEST AIRLS CO COMMON 844741108 34444 2477988 SH Sole 2477988 SOVEREIGN BANCORP INC COMMON 845905108 2989 212750 SH Sole 212750 SPRINT CORP FON GROUP 852061100 50009 3453633 SH Sole 3453633 SPRINT CORP PCS COM SER 1 852061506 2843 649166 SH Sole 649166 STANCORP FINL GROUP INC COMMON 852891100 1172 24000 SH Sole 24000 STANLEY WORKS COMMON 854616109 1983 57342 SH Sole 57342 STAPLES INC COMMON 855030102 5595 305757 SH Sole 305757 STARBUCKS CORP COMMON 855244109 5141 252262 SH Sole 252262 STARWOOD HOTELS + RESORTS PAIRED CTF 85590A203 3077 129619 SH Sole 129619 STATE STREET CORPORATION COMMON 857477103 8220 210766 SH Sole 210766 STERIS CORP COMMON 859152100 1370 56500 SH Sole 56500 STET HELLAS TELECOMMUNICATIONS ADR 859823106 99 13600 SH Sole 13600 STORAGE TECHNOLOGY CORP COMMON 862111200 1857 86690 SH Sole 86690 STRYKER CORP COMMON 863667101 8633 128622 SH Sole 128622 SUN MICROSYSTEMS INC COMMON 866810104 21677 6969955 SH Sole 6969955 SUNGARD DATA SYS INC COMMON 867363103 4335 183980 SH Sole 183980 SUNOCO INC COMMON 86764P109 1645 49573 SH Sole 49573 SUNTRUST BKS INC COMMON 867914103 10494 184356 SH Sole 184356 SUPERIOR INDS INTL INC COMMON 868168105 932 22530 SH Sole 22530 SUPERVALU INC COMMON 868536103 1433 86812 SH Sole 86812 SWIFT TRANSN INC COMMON 870756103 1363 68100 SH Sole 68100 SYBASE INC COMMON 871130100 1032 77000 SH Sole 77000 SYKES ENTERPRISES INC COMMON 871237103 108 32900 SH Sole 32900 SYLVAN LEARNING SYS INC COMMON 871399101 538 32783 SH Sole 32783 SYMANTEC CORP COMMON 871503108 4775 117860 SH Sole 117860 SYMBOL TECHNOLOGIES INC COMMON 871508107 1231 149790 SH Sole 149790 SYNOPSYS INC COMMON 871607107 2845 61650 SH Sole 61650 SYNOVUS FINL CORP COMMON 87161C105 3780 194836 SH Sole 194836 SYSCO CORP COMMON 871829107 12712 426719 SH Sole 426719 TCF FINANCIAL CORP COMMON 872275102 2638 60380 SH Sole 60380 TDC A/S SPON ADR 87236N102 339 28500 SH Sole 28500 TECO ENERGY INC COMMON 872375100 1765 114080 SH Sole 114080 TJX COS INC NEW COMMON 872540109 6699 343188 SH Sole 343188 TMP WORLDWIDE INC COMMON 872941109 817 72200 SH Sole 72200 TXU CORP COMMON 873168108 17688 946902 SH Sole 946902 TARGET CORP COMMON 87612E106 104736 3491184 SH Sole 3491184 TECH DATA CORP COMMON 878237106 1239 45950 SH Sole 45950 TECUMSEH PRODS CO CL B 878895200 663 15030 SH Sole 15030 TEKTRONIX INC COMMON 879131100 1027 56466 SH Sole 56466 TELECOM ITALIA S.P.A. SPON ADR ORD 87927W106 646 8500 SH Sole 8500 TELEFLEX INC COMMON 879369106 1374 32030 SH Sole 32030 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 46604 1457301 SH Sole 1457301 TELEPHONE + DATA SYS INC COMMON 879433100 2250 47860 SH Sole 47860 TELLABS INC COMMON 879664100 1946 267615 SH Sole 267615 TEMPLE INLAND INC COMMON 879868107 1563 34887 SH Sole 34887 TENET HEALTHCARE CORP COMMON 88033G100 5196 316825 SH Sole 316825 TERADYNE INC COMMON 880770102 1548 118955 SH Sole 118955 TEXAS INSTRS INC COMMON 882508104 62674 4175476 SH Sole 4175476 TEXTRON INC COMMON 883203101 3841 89352 SH Sole 89352 THERMO ELECTRON CORP COMMON 883556102 2138 106254 SH Sole 106254 THOMAS + BETTS CORP COMMON 884315102 639 37816 SH Sole 37816 3COM CORP COMMON 885535104 1386 299392 SH Sole 299392 3M CO COMMON 88579Y101 61391 497899 SH Sole 497899 TIDEWATER INC COMMON 886423102 1534 49320 SH Sole 49320 TIFFANY + CO NEW COMMON 886547108 2260 94511 SH Sole 94511 TIMBERLAND CO CL A 887100105 1068 30000 SH Sole 30000 TITAN CORP COMMON 888266103 660 63500 SH Sole 63500 TOOTSIE ROLL INDS INC COMMON 890516107 1290 42054 SH Sole 42054 TORCHMARK INC COMMON 891027104 2810 76930 SH Sole 76930 TOTAL FINA SA SPON ADR 89151E109 1728 24166 SH Sole 24166 TOYOTA MTR CO SP ADR 892331307 1246 23500 SH Sole 23500 TOYS R US INC COMMON 892335100 1380 138043 SH Sole 138043 TRANSACTION SYS ARCHITECTS INC CL A 893416107 187 28750 SH Sole 28750 TRAVELERS PPTY CAS CORP NEW CL A 89420G109 2016 137642 SH Sole 137642 TRAVELERS PPTY CAS CORP NEW CL B 89420G406 7549 515293 SH Sole 515293 TRIAD HOSPS INC COMMON 89579K109 1815 60854 SH Sole 60854 TRIBUNE CO NEW COMMON 896047107 9004 198061 SH Sole 198061 TRINITY INDS INC COMMON 896522109 708 37365 SH Sole 37365 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 457 107858 SH Sole 107858 TUPPERWARE CORP COMMON 899896104 571 37887 SH Sole 37887 TYCO INTL LTD COMMON 902124106 116395 6814674 SH Sole 6814674 TYSON FOODS INC (DEL) CL A 902494103 3224 287357 SH Sole 287357 UST INC COMMON 902911106 3671 109800 SH Sole 109800 US BANCORP DEL COMMON 902973304 221823 10453487 SH Sole 10453487 UNIFI INC COMMON 904677101 230 43795 SH Sole 43795 UNION PAC CORP COMMON 907818108 39998 668083 SH Sole 668083 UNION PLANTERS CORP COMMON 908068109 3621 128678 SH Sole 128678 UNISYS CORP COMMON 909214108 2087 210777 SH Sole 210777 UNITED PARCEL SVC INC CL B 911312106 45771 725600 SH Sole 725600 UNITED RENTALS INC COMMON 911363109 670 62300 SH Sole 62300 UNITED STS STL CORP NEW COMMON 912909108 16232 1237203 SH Sole 1237203 UNITED TECHNOLOGIES CORP COMMON 913017109 128034 2067057 SH Sole 2067057 UNITEDHEALTH GROUP INC COMMON 91324P102 16517 197809 SH Sole 197809 UNITRIN INC COMMON 913275103 1611 55150 SH Sole 55150 UNIVERSAL COMPRESSION HLDGS COMMON 913431102 2454 128302 SH Sole 128302 UNIVERSAL CORP VA COMMON 913456109 774 20950 SH Sole 20950 UNIVERSAL HEALTH SVCS INC CL B 913903100 9733 215800 SH Sole 215800 UNIVISION COMMUNICATIONS INC CL A 914906102 3648 148879 SH Sole 148879 UNOCAL CORP COMMON 915289102 99603 3257127 SH Sole 3257127 UNUMPROVIDENT CORP COMMON 91529Y106 2751 156859 SH Sole 156859 V F CORP COMMON 918204108 2544 70558 SH Sole 70558 VALASSIS COMMUNICATIONS INC COMMON 918866104 1261 42850 SH Sole 42850 VALERO ENERGY CORP COMMON 91913Y100 3206 86800 SH Sole 86800 VALSPAR CORP COMMON 920355104 1803 40800 SH Sole 40800 VARCO INTL INC DEL COMMON 922122106 1372 78859 SH Sole 78859 VARIAN INC COMMON 922206107 792 27600 SH Sole 27600 VARIAN MED SYS INC COMMON 92220P105 2748 55400 SH Sole 55400 VASTERA INC COMMON 92239N109 841 148898 SH Sole 148898 VECTREN CORP COMMON 92240G101 1269 55160 SH Sole 55160 VERITAS SOFTWARE CORP COMMON 923436109 13728 878903 SH Sole 878903 VERIZON COMMUNICATIONS COMMON 92343V104 68883 1777635 SH Sole 1777635 VERTEX PHARMACEUTICALS INC COMMON 92532F100 986 62200 SH Sole 62200 VIACOM INC CL B 925524308 85603 2100179 SH Sole 2100179 VIAD CORP COMMON 92552R109 1603 71740 SH Sole 71740 VISHAY INTERTECHNOLOGY INC COMMON 928298108 1454 130052 SH Sole 130052 VISTEON CORP COMMON 92839U107 587 84396 SH Sole 84396 VISX INC COMMON 92844S105 402 41960 SH Sole 41960 VIVENDI UNIVERSAL SPON ADR NEW 92851S204 193 12000 SH Sole 12000 VODAFONE GROUP PLC NEW SPON ADR 92857W100 4231 233506 SH Sole 233506 VULCAN MATLS CO COMMON 929160109 2473 65956 SH Sole 65956 WGL HLDGS INC COMMON 92924F106 946 39540 SH Sole 39540 W H ENERGY SVCS INC COMMON 92925E108 790 54166 SH Sole 54166 WPS RES CORP COMMON 92931B106 1009 26000 SH Sole 26000 WACHOVIA CORP 2ND NEW COMMON 929903102 119104 3268500 SH Sole 3268500 WADDELL + REED FINL INC CL A 930059100 1286 65400 SH Sole 65400 WAL MART STORES INC COMMON 931142103 530043 10493825 SH Sole 10493825 WALGREEN CO COMMON 931422109 75913 2600649 SH Sole 2600649 WALLACE COMPUTER SER INC COMMON 932270101 732 34030 SH Sole 34030 WASHINGTON MUT INC COMMON 939322103 146190 4233724 SH Sole 4233724 WASHINGTON POST CO CL B 939640108 5788 7843 SH Sole 7843 WASTE MGMT INC DEL COMMON 94106L109 34506 1505500 SH Sole 1505500 WATERS CORP COMMON 941848103 1827 83900 SH Sole 83900 WATSON PHARMACEUTICALS INC COMMON 942683103 1962 69411 SH Sole 69411 WAUSAU MOSINEE PAPER CORP COMMON 943315101 470 41911 SH Sole 41911 WEBSTER FINL CORP WATERBURY COMMON 947890109 1303 37450 SH Sole 37450 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 6883 96724 SH Sole 96724 WELLS FARGO + CO NEW COMMON 949746101 325568 6946182 SH Sole 6946182 WENDYS INTL INC COMMON 950590109 2030 75003 SH Sole 75003 WESTAMERICA BANCORPORATION COMMON 957090103 1098 27330 SH Sole 27330 WESTSTAR ENERGY INC COMMON 95709T100 576 58150 SH Sole 58150 WESTERN GAS RES INC COMMON 958259103 993 26950 SH Sole 26950 WESTWOOD ONE INC COMMON 961815107 3228 86400 SH Sole 86400 WEYERHAEUSER CO COMMON 962166104 7002 142291 SH Sole 142291 WHIRLPOOL CORP COMMON 963320106 2314 44305 SH Sole 44305 WHOLE FOODS MKT INC COMMON 966837106 2468 46800 SH Sole 46800 WILLIAMS COS INC COMMON 969457100 906 335689 SH Sole 335689 WILLIAMS SONOMA INC COMMON 969904101 2566 94500 SH Sole 94500 WILMINGTON TR CORP COMMON 971807102 1694 53460 SH Sole 53460 WILSON GREAT BATCH TECH COMMON 972232102 3951 135320 SH Sole 135320 WIND RIV SYS INC COMMON 973149107 264 64450 SH Sole 64450 WINN DIXIE STORES INC COMMON 974280109 1397 91439 SH Sole 91439 WISCONSIN ENERGY CORP COMMON 976657106 2373 94155 SH Sole 94155 WITNESS SYS INC COMMON 977424100 403 117023 SH Sole 117023 WORTHINGTON INDS IN COMMON 981811102 849 55678 SH Sole 55678 WRIGLEY WM JR CO COMMON 982526105 33196 604890 SH Sole 604890 WYETH COMMON 983024100 91744 2453055 SH Sole 2453055 XTO ENERGY INC COMMON 98385X106 2547 103100 SH Sole 103100 XCEL ENERGY INC COMMON 98389B100 2849 259015 SH Sole 259015 XILINX INC COMMON 983919101 22541 1094208 SH Sole 1094208 XEROX CORP COMMON 984121103 3845 477689 SH Sole 477689 YAHOO INC COMMON 984332106 6277 383921 SH Sole 383921 YORK INTL CORP COMMON 986670107 822 32140 SH Sole 32140 YUM BRANDS INC COMMON 988498101 4650 191970 SH Sole 191970 ZIMMER HOLDINGS INC COMMON 98956P102 5263 126767 SH Sole 126767 ZIONS BANCORP COMMON 989701107 2324 59070 SH Sole 59070 DAIMLER CHRYSLER AG STUTTGART ORD D1668R123 306 10000 SH Sole 10000 ACE LTD ORD G0070K103 5008 170700 SH Sole 170700 COOPER INDUSTRIES LTD CL A G24182100 2183 59889 SH Sole 59889 EVEREST REINSURANCE GROUP LTD COMMON G3223R108 2291 41420 SH Sole 41420 INGERSOLL RAND COMPANY LIMITED CL A G4776G101 79505 1846375 SH Sole 1846375 NABORS INDUSTRIES LTD SHS G6359F103 3317 94058 SH Sole 94058 NOBLE CORPORATION SHS G65422100 3056 86946 SH Sole 86946 TRANSOCEAN INC ORD G90078109 4811 207362 SH Sole 207362 WEATHERFORD INTL LTD COMMON G95089101 4233 106017 SH Sole 106017 XL CAPITAL LTD CL A G98255105 6821 88300 SH Sole 88300