13F-HR 1 q4-2003.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: Dec 31, 2003 Check here if Amendment[ X ]; Amendment Number: 2 This Amendment (Check only one):[ X ] 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 17, 2004 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: 966 Form 13F Information Table Value Total: 21,661,780.00 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 1510 508564 SH Sole 508564 AFLAC INC COMMON 001055102 11723 324016 SH Sole 324016 AGCO CORP COMMON 001084102 10151 504000 SH Sole 504000 AGL RES INC COMMON 001204106 1543 53020 SH Sole 53020 AES CORP COMMON 00130H105 3714 393438 SH Sole 393438 AMB PPTY CORP COM 00163T109 2219 67500 SH Sole 67500 AT+T CORP COMMON 001957505 10130 499024 SH Sole 499024 AT + T WIRELESS SVCS INC COMMON 00209A106 34428 4308881 SH Sole 4308881 ABBOTT LABS COMMON 002824100 166720 3577687 SH Sole 3577687 ABERCROMBIE AND FITCH CO CL A 002896207 1973 79850 SH Sole 79850 ACTIVISION INC NEW COMMON 004930202 1331 73125 SH Sole 73125 ACXIOM CORP COMMON 005125109 1300 70000 SH Sole 70000 ADOBE SYS INC COMMON 00724F101 5811 147857 SH Sole 147857 ADTRAN INC COMMON 00738A106 2024 65300 SH Sole 65300 ADVANCED FIBRE COMMUNICATIONS COMMON 00754A105 1445 71700 SH Sole 71700 ADVANCED MICRO DEVICES INC COMMON 007903107 3282 220248 SH Sole 220248 ADVANCEPCS COMMON 00790K109 4039 76700 SH Sole 76700 ADVENT SOFTWARE INC COMMON 007974108 471 27000 SH Sole 27000 AETNA INC COMMON 00817Y108 6515 96402 SH Sole 96402 AFFILIATED COMPUTER SVCS INC CL A 008190100 5905 108420 SH Sole 108420 AGILENT TECHNOLOGIES INC COMMON 00846U101 8784 300418 SH Sole 300418 AIR PRODS + CHEMS INC COMMON 009158106 30400 575429 SH Sole 575429 AIRGAS INC COMMON 009363102 1310 61010 SH Sole 61010 ALASKA AIR GROUP INC COMMON 011659109 602 22060 SH Sole 22060 ALBEMARLE CORP COMMON 012653101 1018 33960 SH Sole 33960 ALBERTO CULVER CO CL B CONV 013068101 2344 37161 SH Sole 37161 ALBERTSONS INC COMMON 013104104 5250 231803 SH Sole 231803 ALCAN INC COMMON 013716105 43167 919417 SH Sole 919417 ALCOA INC COMMON 013817101 247654 6517202 SH Sole 6517202 ALCATEL SPON ADR 013904305 154 12000 SH Sole 12000 ALEXANDER + BALDWIN INC COMMON 014482103 1163 34520 SH Sole 34520 ALLEGHENY ENERGY INC COMMON 017361106 1023 80158 SH Sole 80158 ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 673 50901 SH Sole 50901 ALLERGAN INC COMMON 018490102 6329 82394 SH Sole 82394 ALLETE INC COMMON 018522102 2197 71790 SH Sole 71790 ALLIANT ENERGY CORP COMMON 018802108 2275 91360 SH Sole 91360 ALLIED WASTE INDUSTRIES INC COMMON 019589308 2808 202308 SH Sole 202308 ALLMERICA FINL CORP COMMON 019754100 1346 43750 SH Sole 43750 ALLSTATE CORP COMMON 020002101 19125 444570 SH Sole 444570 ALLTEL CORP COMMON 020039103 9187 197223 SH Sole 197223 ALTERA CORP COMMON 021441100 32178 1417532 SH Sole 1417532 ALTRIA GROUP INC 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CORP COMMON 03060R101 2057 129100 SH Sole 129100 AMERUS GROUP CO COMMON 03072M108 1130 32300 SH Sole 32300 AMERISOURCEBERGEN CORP COMMON 03073E105 3970 70705 SH Sole 70705 AMERIGROUP CORP COMMON 03073T102 3971 93102 SH Sole 93102 AMETEK INC NEW COMMON 031100100 1331 27570 SH Sole 27570 AMGEN INC COMMON 031162100 188517 3050437 SH Sole 3050437 AMSOUTH BANCORPORATION COMMON 032165102 5435 221821 SH Sole 221821 ANADARKO PETE CORP COMMON 032511107 8085 158505 SH Sole 158505 ANALOG DEVICES INC COMMON 032654105 96030 2103605 SH Sole 2103605 ANDREW CORP COMMON 034425108 1116 96937 SH Sole 96937 ANHEUSER BUSCH COS INC COMMON 035229103 90001 1708451 SH Sole 1708451 ANTHEM INC COMMON 03674B104 6556 87420 SH Sole 87420 AON CORP COMMON 037389103 4743 198140 SH Sole 198140 APACHE CORP COMMON 037411105 8301 102361 SH Sole 102361 APARTMENT INVT. + MGMT CO CL A 03748R101 2053 59500 SH Sole 59500 APOLLO GROUP INC CL A 037604105 7578 111437 SH Sole 111437 APOGENT TECHNOLOGIES INC COMMON 03760A101 1720 74650 SH Sole 74650 APPLE COMPUTER COMMON 037833100 4894 229021 SH Sole 229021 APPLEBEES INTL INC COMMON 037899101 1783 45400 SH Sole 45400 APRIA HEALTHCARE GROUP INC COMMON 037933108 1200 42150 SH Sole 42150 APPLERA CORP APPLIED BIOSYS COMMON 038020103 2721 131396 SH Sole 131396 APPLIED MATERIALS INC COMMON 038222105 23591 1050840 SH Sole 1050840 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 1160 193903 SH Sole 193903 AQUILA INC DEL NEW COMMON 03840P102 546 161090 SH Sole 161090 ARCH COAL INC COMMON 039380100 1356 43500 SH Sole 43500 ARCHER DANIELS MIDLAND CO COMMON 039483102 6218 408553 SH Sole 408553 ARROW ELECTRS INC COMMON 042735100 1927 83262 SH Sole 83262 ARVINMERITOR INC COMMON 043353101 1362 56467 SH Sole 56467 ASCENTIAL SOFTWARE CORP COMMON 04362P207 1271 49015 SH Sole 49015 ASHLAND INC COMMON 044204105 1908 43296 SH Sole 43296 ASSOCIATED BANC CORP COMMON 045487105 2580 60493 SH Sole 60493 ASTORIA FINL CORP COMMON 046265104 2437 65500 SH Sole 65500 ATMEL CORP COMMON 049513104 2339 389130 SH Sole 389130 AUTODESK INCORPORATED COMMON 052769106 1733 70514 SH Sole 70514 AUTOMATIC DATA PROCESSING INC COMMON 053015103 55572 1402978 SH Sole 1402978 AUTONATION INC DEL COMMON 05329W102 3193 173800 SH Sole 173800 AUTOZONE INC COMMON 053332102 4785 56158 SH Sole 56158 AVAYA INC COMMON 053499109 3407 263262 SH Sole 263262 AVERY DENNISON CORP COMMON 053611109 41389 738828 SH Sole 738828 AVNET INC COMMON 053807103 2141 98840 SH Sole 98840 AVOCENT CORP COMMON 053893103 1415 38750 SH Sole 38750 AVON PRODS INC COMMON 054303102 10087 149454 SH Sole 149454 BB+T CORP COMMON 054937107 13344 345335 SH Sole 345335 BISYS GROUP INC COMMON 055472104 1451 97500 SH Sole 97500 BJ SVCS CO COMMON 055482103 3590 100000 SH Sole 100000 BJS WHSL CLUB INC COMMON 05548J106 1322 57600 SH Sole 57600 BP PLC SPON ADR 055622104 297254 6023388 SH Sole 6023388 BT GROUP PLC ADR 05577E101 400 11699 SH Sole 11699 BMC SOFTWARE INC COMMON 055921100 2665 142872 SH Sole 142872 BAKER HUGHES INC COMMON 057224107 6802 211516 SH Sole 211516 BALL CORP COMMON 058498106 2121 35600 SH Sole 35600 BANDAG INC COMMON 059815100 655 15900 SH Sole 15900 BANK AMER CORP COMMON 060505104 376125 4676424 SH Sole 4676424 BANK HAWAII CORP COMMON 062540109 1949 46190 SH Sole 46190 BANK NEW YORK INC COMMON 064057102 91937 2775873 SH Sole 2775873 BANK ONE CORP COMMON 06423A103 32203 706372 SH Sole 706372 BANKNORTH GROUP INC NEW COMMON 06646R107 4340 133400 SH Sole 133400 BANTA CORP COMMON 066821109 852 21045 SH Sole 21045 BARD C R INC COMMON 067383109 2665 32797 SH Sole 32797 BARNES + NOBLE INC COMMON 067774109 1807 55000 SH Sole 55000 BARR LABS INC COMMON 068306109 4271 55500 SH Sole 55500 BAUSCH + LOMB INC COMMON 071707103 1722 33174 SH Sole 33174 BAXTER INTL INC COMMON 071813109 90461 2964004 SH Sole 2964004 BEAR STEARNS COS INC COMMON 073902108 4956 61983 SH Sole 61983 BECKMAN COULTER INC COMMON 075811109 2588 50910 SH Sole 50910 BECTON DICKINSON + CO COMMON 075887109 6600 160419 SH Sole 160419 BED BATH + BEYOND INC COMMON 075896100 57712 1331302 SH Sole 1331302 BELLSOUTH CORP COMMON 079860102 33048 1167762 SH Sole 1167762 BELO CORP COM SER A 080555105 2677 94470 SH Sole 94470 BEMIS INC COMMON 081437105 1681 33617 SH Sole 33617 BERKLEY W R CORP COMMON 084423102 2405 68825 SH Sole 68825 BEST BUY CO INC COMMON 086516101 10680 204448 SH Sole 204448 BIG LOTS INC COMMON 089302103 1049 73833 SH Sole 73833 BIOMET INC COMMON 090613100 5883 161587 SH Sole 161587 BIOGEN IDEC INC COMMON 09062X103 7613 206997 SH Sole 206997 BLACK + DECKER CORPORATION COMMON 091797100 2425 49166 SH Sole 49166 BLACK HILLS CORP COMMON 092113109 792 26545 SH Sole 26545 BLOCK H + R INC COMMON 093671105 6239 112670 SH Sole 112670 BLYTH INC COMMON 09643P108 1211 37600 SH Sole 37600 BOB EVANS FARMS INC COMMON 096761101 937 28876 SH Sole 28876 BOEING CO COMMON 097023105 104422 2477981 SH Sole 2477981 BOISE CASCADE CORP COMMON 097383103 1796 54642 SH Sole 54642 BORDERS GROUP INC COMMON 099709107 21308 972090 SH Sole 972090 BORG WARNER INC COMMON 099724106 1927 22650 SH Sole 22650 BOSTON SCIENTIFIC CORP COMMON 101137107 62537 1701234 SH Sole 1701234 BOWATER INC COMMON 102183100 2120 45780 SH Sole 45780 BOYD GAMING CORP COMMON 103304101 859 53200 SH Sole 53200 BRINKER INTL INC COMMON 109641100 2646 79785 SH Sole 79785 BRINKS CO COMMON 109696104 1012 44760 SH Sole 44760 BRISTOL MYERS SQUIBB CO COMMON 110122108 82878 2897836 SH Sole 2897836 BROADCOM CORP CL A 111320107 6522 191315 SH Sole 191315 BROWN + BROWN INC COMMON 115236101 1849 56700 SH Sole 56700 BROWN FORMAN CORP CL B 115637209 3590 38415 SH Sole 38415 BRUNSWICK CORP COMMON 117043109 1841 57828 SH Sole 57828 BURLINGTON NORTHN SANTA FE COMMON 12189T104 7589 234577 SH Sole 234577 BURLINGTON RES INC COMMON 122014103 6953 125555 SH Sole 125555 CBRL GROUP INC COMMON 12489V106 1563 40847 SH Sole 40847 CDW CORP COMMON 12512N105 3968 68700 SH Sole 68700 C H ROBINSON WORLDWIDE COMMON 12541W100 2642 69700 SH Sole 69700 CIGNA CORP COMMON 125509109 5104 88763 SH Sole 88763 CIT GROUP INC NEW COMMON 125581108 37241 1035900 SH Sole 1035900 CMS ENERGY CORP COMMON 125896100 26207 3075977 SH Sole 3075977 CNF INC COMMON 12612W104 1392 41050 SH Sole 41050 CSG SYS INTL INC COMMON 126349109 539 43150 SH Sole 43150 CSX CORP COMMON 126408103 35053 975313 SH Sole 975313 CVS CORP COMMON 126650100 9012 249497 SH Sole 249497 CABOT CORP COMMON 127055101 1623 50980 SH Sole 50980 CABOT MICROELECTRONICS CORP COMMON 12709P103 1003 20460 SH Sole 20460 CADENCE DESIGN SYS INC COMMON 127387108 3904 217110 SH Sole 217110 CALLAWAY GOLF CO COMMON 131193104 1050 62310 SH Sole 62310 CALPINE CORP COMMON 131347106 1255 260953 SH Sole 260953 CAMPBELL SOUP CO COMMON 134429109 6949 259293 SH Sole 259293 CANADIAN NATL RY CO COMMON 136375102 133878 2115651 SH Sole 2115651 CAPITAL ONE FINL CORP COMMON 14040H105 8943 145907 SH Sole 145907 CARDINAL HEALTH INC COMMON 14149Y108 16734 273603 SH Sole 273603 CAREER ED CORP COMMON 141665109 3314 82700 SH Sole 82700 CAREMARK RX INC COMMON 141705103 8359 330000 SH Sole 330000 CARLISLE COS INC COMMON 142339100 1553 25510 SH Sole 25510 CARMAX INC COMMON 143130102 2646 85543 SH Sole 85543 CARNIVAL CORP PAIRED CTF 143658300 56595 1424502 SH Sole 1424502 CARPENTER TECHNOLOGY CORP COMMON 144285103 546 18470 SH Sole 18470 CATALINA MARKETING CORP COMMON 148867104 888 44050 SH Sole 44050 CATERPILLAR INC COMMON 149123101 143976 1734238 SH Sole 1734238 CELL THERAPEUTICS INC COMMON 150934107 1330 152868 SH Sole 152868 CENDANT CORP COMMON 151313103 14256 640152 SH Sole 640152 CENTERPOINT ENERGY INC COMMON 15189T107 1874 193397 SH Sole 193397 CENTEX CORP COMMON 152312104 4236 39351 SH Sole 39351 CENTURYTEL INC COMMON 156700106 2972 91104 SH Sole 91104 CERIDIAN CORP NEW COMMON 156779100 2582 123310 SH Sole 123310 CERTEGY INC COMMON 156880106 1754 53482 SH Sole 53482 CHARLES RIV LABORATORIES INTL COMMON 159864107 1298 37800 SH Sole 37800 CHARTER ONE FINL INC COMMON 160903100 4861 140701 SH Sole 140701 CHECKFREE CORP NEW 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2232 179703 SH Sole 179703 CITRIX SYS INC COMMON 177376100 2198 103653 SH Sole 103653 CITY NATL CORP COMMON 178566105 2513 40459 SH Sole 40459 CLAIRE S STORES INC COMMON 179584107 1522 80810 SH Sole 80810 CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 18216 388991 SH Sole 388991 CLOROX CO COMMON 189054109 6477 133386 SH Sole 133386 COACH INC COMMON 189754104 5782 153156 SH Sole 153156 COCA COLA CO COMMON 191216100 267266 5266323 SH Sole 5266323 COCA COLA ENTERPRISES INC COMMON 191219104 6284 287354 SH Sole 287354 COLGATE PALMOLIVE CO COMMON 194162103 45028 899659 SH Sole 899659 COLLAGENEX PHARMACEUTICALS INC COMMON 19419B100 326 29097 SH Sole 29097 COLONIAL BANCGROUPINC COMMON 195493309 1779 102700 SH Sole 102700 COMCAST CORP NEW CL A 20030N101 71839 2185559 SH Sole 2185559 COMERICA INC COMMON 200340107 6211 110787 SH Sole 110787 COMMERCE BANCORP INC N J COMMON 200519106 3298 62600 SH Sole 62600 COMMSCOPE INC COMMON 203372107 798 48850 SH Sole 48850 COMMUNITY HEALTH SYS INC NEW COMMON 203668108 2161 81300 SH Sole 81300 COMPASS BANCSHARES INC COMMON 20449H109 3949 100450 SH Sole 100450 COMPUTER ASSOC INTL INC COMMON 204912109 10003 365867 SH Sole 365867 COMPUTER SCIENCES CORP COMMON 205363104 121148 2739035 SH Sole 2739035 COMPUWARE CORP COMMON 205638109 1466 242671 SH Sole 242671 COMVERSE TECHNOLOGY INC COMMON 205862402 2142 121751 SH Sole 121751 CONAGRA INC COMMON 205887102 8952 339207 SH Sole 339207 CONCORD EFS INC COMMON 206197105 4360 293814 SH Sole 293814 CONNETICS CORP COMMON 208192104 1514 83356 SH Sole 83356 CONOCOPHILLIPS COMMON 20825C104 144492 2203634 SH Sole 2203634 CONSOLIDATED EDISON INC COMMON 209115104 6126 142432 SH Sole 142432 CONSTELLATION BRANDS INC CL A 21036P108 2858 86800 SH Sole 86800 CONSTELLATION ENERGY GROUP INC COMMON 210371100 4140 105722 SH Sole 105722 CONTINENTAL AIRLS INC CL B 210795308 5397 331690 SH Sole 331690 CONVERGYS CORP COMMON 212485106 1577 90346 SH Sole 90346 COOPER CAMERON CORP COMMON 216640102 2076 44550 SH Sole 44550 COOPER TIRE + RUBR CO COMMON 216831107 997 46652 SH Sole 46652 COORS ADOLPH CO CL B 217016104 1289 22979 SH Sole 22979 COPART INC COMMON 217204106 1211 73400 SH Sole 73400 CORILLIAN CORP COMMON 218725109 1523 241428 SH Sole 241428 CORINTHIAN COLLEGES INC COMMON 218868107 2033 36600 SH Sole 36600 CORNING INC COMMON 219350105 8763 840164 SH Sole 840164 CORRECTIONS CORP AMER NEW COMMON 22025Y407 26 904 SH Sole 904 COSTCO WHSL CORP NEW COMMON 22160K105 45299 1218379 SH Sole 1218379 COUNTRYWIDE FINL CORP COMMON 222372104 11618 153168 SH Sole 153168 COVANCE INC COMMON 222816100 1371 51150 SH Sole 51150 COVENTRY HEALTH CARE INC COMMON 222862104 3199 49600 SH Sole 49600 CRANE CO COMMON 224399105 1154 37532 SH Sole 37532 CREDENCE SYSTEMS CORP COMMON 225302108 689 52350 SH Sole 52350 CREE INC COMMON 225447101 1083 61200 SH Sole 61200 CROMPTON CORP COMMON 227116100 658 91788 SH Sole 91788 CULLEN FROST BANKERS INC COMMON 229899109 1736 42800 SH Sole 42800 CUMMINS INC COMMON 231021106 1308 26725 SH 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65345 DEVON ENERGY CORPORATION NEW COMMON 25179M103 8414 146951 SH Sole 146951 DEVRY INC DEL COMMON 251893103 1451 57750 SH Sole 57750 DIAL CORP NEW COMMON 25247D101 2265 79540 SH Sole 79540 DIEBOLD INC COMMON 253651103 3228 59930 SH Sole 59930 DILLARDS INC CL A 254067101 865 52574 SH Sole 52574 DISNEY WALT CO COMMON 254687106 57307 2456345 SH Sole 2456345 DOLLAR GEN CORP COMMON 256669102 4468 212871 SH Sole 212871 DOLLAR TREE STORES INC COMMON 256747106 2854 94960 SH Sole 94960 DOMINION RES INC VA NEW COMMON 25746U109 52601 824080 SH Sole 824080 DONALDSON CO INC COMMON 257651109 2120 35830 SH Sole 35830 DONNELLEY R R + SONS CO COMMON 257867101 2163 71743 SH Sole 71743 DOVER CORP COMMON 260003108 5087 127969 SH Sole 127969 DOW CHEM CO COMMON 260543103 172459 4148638 SH Sole 4148638 DOW JONES + CO INC COMMON 260561105 2570 51562 SH Sole 51562 DU PONT E I DE NEMOURS + CO COMMON 263534109 169994 3704383 SH Sole 3704383 DUKE ENERGY CO COMMON 264399106 11726 573419 SH Sole 573419 DUN AND BRADSTREET CORP DEL COMMON 26483E100 3042 59997 SH Sole 59997 DUQUESNE LT HLDGS INC COMMON 266233105 1139 62100 SH Sole 62100 DYCOM INDS INC COMMON 267475101 1069 39850 SH Sole 39850 DYNEGY INC NEW CL A 26816Q101 1019 238178 SH Sole 238178 EGL INC COMMON 268484102 685 39000 SH Sole 39000 EMC CORP COMMON 268648102 36565 2830137 SH Sole 2830137 ENSCO INTL INC COMMON 26874Q100 3362 123730 SH Sole 123730 EOG RESOURCES INC COMMON 26875P101 3356 72698 SH Sole 72698 E TRADE FINL CORP COMMON 269246104 3822 302160 SH Sole 302160 EASTMAN CHEM CO COMMON 277432100 1933 48901 SH Sole 48901 EASTMAN KODAK CO COMMON 277461109 4646 180997 SH Sole 180997 EATON CORP COMMON 278058102 5189 48059 SH Sole 48059 EATON VANCE CORP NON VTG 278265103 2085 56900 SH Sole 56900 EBAY INC COMMON 278642103 26366 408200 SH Sole 408200 ECOLAB INC COMMON 278865100 13991 511168 SH Sole 511168 EDISON INTL COMMON 281020107 4513 205790 SH Sole 205790 EDUCATION MGMT CORP COMMON 28139T101 1856 59800 SH Sole 59800 EDWARDS A G INC COMMON 281760108 2354 64971 SH Sole 64971 EDWARDS LIFESCIENCES CORP COMMON 28176E108 1472 48941 SH Sole 48941 EL PASO CORP COMMON 28336L109 3147 384278 SH Sole 384278 ELAN PLC ADR 284131208 231 33500 SH Sole 33500 ELECTRO SCIENTIFIC INDS INC COMMON 285229100 2352 98813 SH Sole 98813 ELECTRONIC ARTS INC COMMON 285512109 8992 188200 SH Sole 188200 ELECTRONIC DATA SYS CORP NEW COMMON 285661104 7446 303443 SH Sole 303443 EMERSON ELEC CO COMMON 291011104 17218 265920 SH Sole 265920 EMMIS COMMUNICATIONS CORP CL A 291525103 1221 45150 SH Sole 45150 ENERGY EAST CORP COMMON 29266M109 2701 120580 SH Sole 120580 ENERGIZER HLDGS INC COMMON 29266R108 2620 69744 SH Sole 69744 ENGELHARD CORP COMMON 292845104 2373 79228 SH Sole 79228 ENTERCOM COMMUNICATIONS CORP CL A 293639100 2248 42450 SH Sole 42450 ENTERGY CORP COMMON 29364G103 8262 144610 SH Sole 144610 EQUIFAX INC COMMON 294429105 2153 87864 SH Sole 87864 EQUITABLE RES INC COMMON 294549100 27110 631650 SH Sole 631650 EQUITY OFFICE PPTYS TR COM 294741103 7237 252600 SH Sole 252600 EQUITY RESIDENTIAL SH BEN INT 29476L107 5135 174000 SH Sole 174000 ERICSSON L M TEL CO ADR B 294821608 209 11800 SH Sole 11800 EXELON CORP COMMON 30161N101 13715 206673 SH Sole 206673 EXPEDITORS INTL WA INC COMMON 302130109 3265 86700 SH Sole 86700 EXPRESS SCRIPTS INC COMMON 302182100 19437 292600 SH Sole 292600 EXTENDED STAY AMER INC COMMON 30224P101 1160 80100 SH Sole 80100 EXXON MOBIL CORP COMMON 30231G102 596595 14551090 SH Sole 14551090 FMC CORP COMMON 302491303 993 29088 SH Sole 29088 FMC TECHNOLOGIES INC COMMON 30249U101 1274 54669 SH Sole 54669 FPL GROUP INC COMMON 302571104 7604 116241 SH Sole 116241 FAIR ISAAC CORPORATION COMMON 303250104 1957 39800 SH Sole 39800 FAIRCHILD SEMICONDUCTOR INTL COMMON 303726103 2427 97200 SH Sole 97200 FAMILY DLR STORES INC COMMON 307000109 3908 108920 SH Sole 108920 FASTENAL CO COMMON 311900104 3131 62700 SH Sole 62700 FEDERAL HOME LN MTG CORP COMMON 313400301 162878 2792835 SH Sole 2792835 FEDERAL NATL MTG ASSN COMMON 313586109 361763 4819650 SH Sole 4819650 FEDERAL SIGNAL CORP COMMON 313855108 693 39563 SH Sole 39563 FEDERATED DEPT STORES INC DEL COMMON 31410H101 5382 114203 SH Sole 114203 FEDERATED INVS INC PA CL B 314211103 2014 68600 SH Sole 68600 FEDEX CORP COMMON 31428X106 12722 188474 SH Sole 188474 FERRO CORP COMMON 315405100 928 34100 SH Sole 34100 FIDELITY NATL FINL INC COMMON 316326107 4748 122437 SH Sole 122437 FIFTH THIRD BANCORP COMMON 316773100 59106 1000095 SH Sole 1000095 FIRST AMERICAN CORP COMMON 318522307 1923 64600 SH Sole 64600 FIRST DATA CORP COMMON 319963104 82862 2016602 SH Sole 2016602 FIRST HEALTH GROUP CORP COMMON 320960107 1514 77820 SH Sole 77820 FIRST TENN NATL CORP COMMON 337162101 3495 79260 SH Sole 79260 FISERV INC COMMON 337738108 4840 122505 SH Sole 122505 FIRSTMERIT CORP COMMON 337915102 1883 69800 SH Sole 69800 FIRSTENERGY CORP COMMON 337932107 7336 208410 SH Sole 208410 FLEETBOSTON FINL CORP COMMON 339030108 29087 666374 SH Sole 666374 FLUOR CORP NEW COMMON 343412102 2054 51812 SH Sole 51812 FLOWSERVE CORP COMMON 34354P105 951 45555 SH Sole 45555 FORD MTR CO DEL COMMON 345370860 49541 3096306 SH Sole 3096306 FOREST LABS INC COMMON 345838106 14280 231062 SH Sole 231062 FOREST OIL CORP COMMON 346091705 1260 44100 SH Sole 44100 FORTUNE BRANDS INC COMMON 349631101 6587 92145 SH Sole 92145 FRANKLIN RES INC COMMON 354613101 20131 386698 SH Sole 386698 FREEPORT MCMORAN COPPER + GOLD CL B 35671D857 4859 115341 SH Sole 115341 FURNITURE BRANDS INTL INC COMMON 360921100 1351 46050 SH Sole 46050 GATX COMMON 361448103 1136 40590 SH Sole 40590 GALLAGHER ARTHUR J + CO COMMON 363576109 2414 74300 SH Sole 74300 GANNETT INC COMMON 364730101 56479 633457 SH Sole 633457 GAP INC COMMON 364760108 13138 566043 SH Sole 566043 GARTNER INC COMMON 366651107 888 78500 SH Sole 78500 GARTNER GROUP INC NEW CL B 366651206 315 28985 SH Sole 28985 GATEWAY INC COMMON 367626108 943 204928 SH Sole 204928 GENERAL DYNAMICS CORP COMMON 369550108 43901 485680 SH Sole 485680 GENERAL ELEC CO COMMON 369604103 710273 22926835 SH Sole 22926835 GENERAL MLS INC COMMON 370334104 40303 889692 SH Sole 889692 GENERAL MTRS CORP COMMON 370442105 76041 1423986 SH Sole 1423986 GENTEX CORP COMMON 371901109 155110 3512459 SH Sole 3512459 GENUINE PARTS CO COMMON 372460105 3650 109932 SH Sole 109932 GENZYME CORP GENL DIV 372917104 6987 141600 SH Sole 141600 GEORGIA PAC CORP COMMON 373298108 4923 160514 SH Sole 160514 GILEAD SCIENCES INC COMMON 375558103 9721 167200 SH Sole 167200 GILLETTE CO COMMON 375766102 23479 639242 SH Sole 639242 GLATFELTER COMMON 377316104 449 36100 SH Sole 36100 GLAXOSMITHKLINE PLC SPON ADR 37733W105 1138 24400 SH Sole 24400 GLOBESPAN VIRATA INC COMMON 37957V106 392 66590 SH Sole 66590 GOLDEN WEST FINL CORP DEL COMMON 381317106 9911 96042 SH Sole 96042 GOLDMAN SACHS GROUP INC COMMON 38141G104 102870 1041932 SH Sole 1041932 GOODRICH CORP COMMON 382388106 2205 74283 SH Sole 74283 GOODYEAR TIRE AND RUBBER COMMON 382550101 870 110718 SH Sole 110718 GRACO INC COMMON 384109104 1524 38000 SH Sole 38000 GRAINGER W W INC COMMON 384802104 2732 57657 SH Sole 57657 GRANITE CONSTR INC COMMON 387328107 804 34245 SH Sole 34245 GRANT PRIDECO INC COMMON 38821G101 1305 100217 SH Sole 100217 GREAT LAKES CHEMICAL CORP COMMON 390568103 868 31919 SH Sole 31919 GREAT PLAINS ENERGY INC COMMON 391164100 1819 57180 SH Sole 57180 GREATER BAY BANCORP COMMON 391648102 1229 43150 SH Sole 43150 GREENPOINT FINL CORP COMMON 395384100 3889 110120 SH Sole 110120 GTECH HLDGS CORP COMMON 400518106 2410 48700 SH Sole 48700 GUIDANT CORP COMMON 401698105 32342 537236 SH Sole 537236 HCA INC COMMON 404119109 72811 1694863 SH Sole 1694863 HCC INS HLDGS INC COMMON 404132102 1676 52700 SH Sole 52700 HALLIBURTON CO COMMON 406216101 7195 276728 SH Sole 276728 JOHN HANCOCK FINANCIAL SRVCS COMMON 41014S106 38288 1021014 SH Sole 1021014 HANOVER COMPRESSOR CO COMMON 410768105 677 60700 SH Sole 60700 HARLEY DAVIDSON INC COMMON 412822108 9101 191488 SH Sole 191488 HARRAHS ENTMT INC COMMON 413619107 3473 69789 SH Sole 69789 HARRIS CORP DEL COMMON 413875105 2086 54980 SH Sole 54980 HARSCO CORP COMMON 415864107 1479 33760 SH Sole 33760 HARTE HANKS INC COMMON 416196103 1568 72100 SH Sole 72100 HARTFORD FINANCIAL SVCS GRP COMMON 416515104 134105 2271808 SH Sole 2271808 HASBRO INC COMMON 418056107 2344 110162 SH Sole 110162 HAWAIIAN ELEC INDS INC COMMON 419870100 1474 31120 SH Sole 31120 HEALTH MGMT ASSOC CL A 421933102 32712 1362990 SH Sole 1362990 HEALTH NET INC COMMON 42222G108 3069 93868 SH Sole 93868 HEINZ H J CO COMMON 423074103 8098 222287 SH Sole 222287 HELLENIC TELECOMMUNICATIONS SPON ADR 423325307 149 22250 SH Sole 22250 HELMERICH AND PAYNE INC COMMON 423452101 1155 41340 SH Sole 41340 HENRY JACK + ASSOC INC COMMON 426281101 1514 73550 SH Sole 73550 HERCULES INC COMMON 427056106 855 70070 SH Sole 70070 HERSHEY FOODS CORP COMMON 427866108 72575 942651 SH Sole 942651 HEWLETT PACKARD CO COMMON 428236103 140845 6131711 SH Sole 6131711 HIBERNIA CORP CL A 428656102 3012 128120 SH Sole 128120 HIGHWOODS PPTYS INC COM 431284108 1113 43800 SH Sole 43800 HILLENBRAND INDS INC COMMON 431573104 3168 51050 SH Sole 51050 HILTON HOTELS CORP COMMON 432848109 4106 239693 SH Sole 239693 HOME DEPOT INC COMMON 437076102 165845 4673011 SH Sole 4673011 HON INDS INC COMMON 438092108 2082 48070 SH Sole 48070 HONEYWELL INTL INC COMMON 438516106 34486 1031580 SH Sole 1031580 HORACE MANN EDUCATORS CORP NEW COMMON 440327104 492 35250 SH Sole 35250 HORMEL FOODS CORP COMMON 440452100 2952 114390 SH Sole 114390 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 2134 51700 SH Sole 51700 HOVNANIAN ENTERPRISES INC CL A 442487203 2159 24800 SH Sole 24800 HUBBELL INC CL B 443510201 2175 49314 SH Sole 49314 HUMANA INC COMMON 444859102 2326 101782 SH Sole 101782 HUNT J B TRANS SVCS INC COMMON 445658107 1785 66080 SH Sole 66080 HUNTINGTON BANCSHARES INC COMMON 446150104 3254 144616 SH Sole 144616 IMC GLOBAL INC COMMON 449669100 943 94940 SH Sole 94940 IMS HEALTH INC COMMON 449934108 3761 151307 SH Sole 151307 ITT INDS INC COMMON 450911102 4325 58286 SH Sole 58286 IDACORP INC COMMON 451107106 942 31480 SH Sole 31480 ILLINOIS TOOL WKS INC COMMON 452308109 72839 868064 SH Sole 868064 IMATION CORP COMMON 45245A107 1034 29420 SH Sole 29420 INDEPENDENCE CMNTY BK CORP COMMON 453414104 1615 44900 SH Sole 44900 INDYMAC BANCORP INC COMMON 456607100 1366 45850 SH Sole 45850 INTEGRATED DEVICE TECHNOLOGY COMMON 458118106 1484 86450 SH Sole 86450 INTEGRATED CIRCUIT SYS INC COMMON 45811K208 1695 59500 SH Sole 59500 INTEL CORP COMMON 458140100 420143 13047912 SH Sole 13047912 INTERNATIONAL BUSINESS MACHS COMMON 459200101 330285 3563715 SH Sole 3563715 INTERNATIONAL FLAVOURS COMMON 459506101 2066 59177 SH Sole 59177 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 7811 218800 SH Sole 218800 INTERNATIONAL PAPER CO COMMON 460146103 13088 303599 SH Sole 303599 INTERNATIONAL RECTIFIER CORP COMMON 460254105 2621 53050 SH Sole 53050 INTERNATIONAL SPEEDWAY CORP CL A 460335201 1963 43950 SH Sole 43950 INTERNET SEC SYS INC COMMON 46060X107 774 41100 SH Sole 41100 INTERPUBLIC GROUP COS INC COMMON 460690100 4308 276159 SH Sole 276159 INTERSIL CORP CL A 46069S109 2850 114700 SH Sole 114700 INTERSTATE BAKERIES CORP COMMON 46072H108 525 36900 SH Sole 36900 INTUIT COMMON 461202103 6639 125478 SH Sole 125478 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 622 38535 SH Sole 38535 INVESTORS FINL SERVICES CORP COMMON 461915100 2070 53900 SH Sole 53900 IOMED INC COMMON 462028101 113 56996 SH Sole 56996 IVAX CORP COMMON 465823102 3871 162106 SH Sole 162106 JDS UNIPHASE CORP COMMON 46612J101 3309 906624 SH Sole 906624 J P MORGAN CHASE + CO COMMON 46625H100 274796 7481511 SH Sole 7481511 JABIL CIRCUIT INC COMMON 466313103 3572 126227 SH Sole 126227 JACOBS ENGR GROUP INC COMMON 469814107 2197 45760 SH Sole 45760 JANUS CAP GROUP INC COMMON 47102X105 16129 982905 SH Sole 982905 JEFFERSON PILOT CORP COMMON 475070108 4517 89174 SH Sole 89174 JETBLUE AWYS CORP COMMON 477143101 2221 83749 SH Sole 83749 JOHNSON + JOHNSON COMMON 478160104 258844 5010531 SH Sole 5010531 JOHNSON CTLS INC COMMON 478366107 55583 478671 SH Sole 478671 JONES APPAREL GROUP INC COMMON 480074103 35345 1003263 SH Sole 1003263 JOURNAL REGISTER CO COMMON 481138105 4695 226800 SH Sole 226800 KLA TENCOR CORP COMMON 482480100 7219 123041 SH Sole 123041 KEANE INC COMMON 486665102 774 52850 SH Sole 52850 KB HOME COMMON 48666K109 2127 29330 SH Sole 29330 KELLOGG CO COMMON 487836108 9821 257900 SH Sole 257900 KELLY SVCS INC CL A 488152208 816 28585 SH Sole 28585 KEMET CORP COMMON 488360108 977 71350 SH Sole 71350 KENNAMETAL INC COMMON 489170100 1184 29780 SH Sole 29780 KERR MCGEE CORP COMMON 492386107 2962 63720 SH Sole 63720 KEYCORP NEW COMMON 493267108 7763 264773 SH Sole 264773 KEYSPAN CORP COMMON 49337W100 3699 100520 SH Sole 100520 KIMBERLY CLARK CORP COMMON 494368103 18837 318792 SH Sole 318792 KINDER MORGAN INC KANS COMMON 49455P101 4605 77921 SH Sole 77921 KING PHARMACEUTICALS INC COMMON 495582108 2324 152322 SH Sole 152322 KNIGHT RIDDER INC COMMON 499040103 3911 50549 SH Sole 50549 KOHLS CORP COMMON 500255104 34807 774512 SH Sole 774512 KORN / FERRY INTL COMMON 500643200 414 31000 SH Sole 31000 KRISPY KREME DOUGHNUTS INC COMMON 501014104 1823 49800 SH Sole 49800 KROGER CO COMMON 501044101 8715 470801 SH Sole 470801 KYPHON INC COMMON 501577100 869 35000 SH Sole 35000 LSI LOGIC CORP COMMON 502161102 2124 239460 SH Sole 239460 LTX CORP COMMON 502392103 650 43250 SH Sole 43250 L 3 COMMUNICATIONS HLDG CORP COMMON 502424104 4104 79900 SH Sole 79900 LABRANCHE + CO INC COMMON 505447102 576 49350 SH Sole 49350 LAM RESH CORP COMMON 512807108 3479 107700 SH Sole 107700 LANCASTER COLONY CORP COMMON 513847103 1333 29520 SH Sole 29520 LATTICE SEMICONDUCTOR CORP COMMON 518415104 901 93050 SH Sole 93050 LAUDER ESTEE COS INC CL A 518439104 35602 906820 SH Sole 906820 LEAR CORP COMMON 521865105 47203 769650 SH Sole 769650 LEE ENTERPRISES INC COMMON 523768109 1606 36790 SH Sole 36790 LEGGETT + PLATT INC COMMON 524660107 2622 121220 SH Sole 121220 LEGG MASON INC COMMON 524901105 4218 54650 SH Sole 54650 LEHMAN BROTHERS HLDGS INC COMMON 524908100 13247 171548 SH Sole 171548 LENNAR CORP CL A 526057104 5767 60068 SH Sole 60068 LENNAR CORP CL B 526057302 479 5236 SH Sole 5236 LEUCADIA NATL CORP COMMON 527288104 2651 57500 SH Sole 57500 LEXMARK INTL INC CL A 529771107 25064 318717 SH Sole 318717 LIBERTY PROPERTY SH BEN INT 531172104 2571 66100 SH Sole 66100 LIFEPOINT HOSPS INC COMMON 53219L109 916 31100 SH Sole 31100 LILLY ELI + CO COMMON 532457108 195298 2776887 SH Sole 2776887 LIMITED BRANDS INC COMMON 532716107 5886 326430 SH Sole 326430 LINCARE HLDGS INC COMMON 532791100 2438 81200 SH Sole 81200 LINCOLN NATL CORP IN COMMON 534187109 4540 112464 SH Sole 112464 LINEAR TECHNOLOGY CORP COMMON 535678106 8302 197347 SH Sole 197347 LIZ CLAIBORNE INC COMMON 539320101 2443 68898 SH Sole 68898 LOCKHEED MARTIN CORP COMMON 539830109 14646 284932 SH Sole 284932 LOEWS CORP COMMON 540424108 5796 117206 SH Sole 117206 LONGS DRUG STORES CORP COMMON 543162101 764 30878 SH Sole 30878 LONGVIEW FIBRE CO WASHINGTON COMMON 543213102 520 42090 SH Sole 42090 LOUISIANA PAC CORP COMMON 546347105 1196 66899 SH Sole 66899 LOWES COS INC COMMON 548661107 27521 496856 SH Sole 496856 LUBRIZOL CORP COMMON 549271104 1383 42530 SH Sole 42530 LUCENT TECHNOLOGIES INC COMMON 549463107 7525 2649722 SH Sole 2649722 LYONDELL CHEMICAL CO COMMON 552078107 2474 145950 SH Sole 145950 M + T BK CORP COMMON 55261F104 9742 99100 SH Sole 99100 MBIA INC COMMON 55262C100 5396 91106 SH Sole 91106 MBNA CORP COMMON 55262L100 20060 807250 SH Sole 807250 MDU RES GROUP INC COMMON 552690109 2226 93475 SH Sole 93475 MGIC INVT CORP WIS COMMON 552848103 3542 62209 SH Sole 62209 MMO2 PLC ADR 55309W101 160 11699 SH Sole 11699 MPS GROUP INC COMMON 553409103 805 86140 SH Sole 86140 MACK CA RLTY CORP COM 554489104 2002 48100 SH Sole 48100 MACROVISION CORP COMMON 555904101 912 40350 SH Sole 40350 MACROMEDIA INC COMMON 556100105 921 51650 SH Sole 51650 MANDALAY RESORT GROUP COMMON 562567107 2269 50745 SH Sole 50745 MANOR CARE INC NEW COMMON 564055101 1947 56322 SH Sole 56322 MANPOWER INC WIS COMMON 56418H100 3029 64330 SH Sole 64330 MARATHON OIL CORP COMMON 565849106 6486 196016 SH Sole 196016 MARSH + MCLENNAN COS INC COMMON 571748102 16044 335014 SH Sole 335014 MARSHALL + ILSLEY CORP COMMON 571834100 5473 143080 SH Sole 143080 MARRIOTT INTL INC NEW CL A 571903202 6748 146068 SH Sole 146068 MARTIN MARIETTA MATLS INC COMMON 573284106 1898 40400 SH Sole 40400 MASCO CORP COMMON 574599106 113626 4145421 SH Sole 4145421 MATSUSHITA ELEC INDL LTD ADR ADR 576879209 348 25000 SH Sole 25000 MATTEL INC COMMON 577081102 5233 271558 SH Sole 271558 MAXIM INTEGRATED PRODS INC COMMON 57772K101 10343 207685 SH Sole 207685 MAY DEPT STORES CO COMMON 577778103 5301 182364 SH Sole 182364 MAYTAG CORP COMMON 578592107 1380 49559 SH Sole 49559 MCCORMICK + CO INC COM VTG 579780206 10011 332600 SH Sole 332600 MCDATA CORPORATION CL B 580031102 3 300 SH Sole 300 MCDATA CORPORATION CL A 580031201 904 94900 SH Sole 94900 MCDONALDS CORP COMMON 580135101 126094 5078282 SH Sole 5078282 MCGRAW HILL COS INC COMMON 580645109 8468 121112 SH Sole 121112 MCKESSON CORP COMMON 58155Q103 5922 184155 SH Sole 184155 MEADWESTVACO CORP COMMON 583334107 3769 126678 SH Sole 126678 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 15376 452363 SH Sole 452363 MEDIA GEN INC CL A 584404107 1266 19450 SH Sole 19450 MEDICINES CO COMMON 584688105 1223 41500 SH Sole 41500 MEDIMMUNE INC COMMON 584699102 3972 156362 SH Sole 156362 MEDTRONIC INC COMMON 585055106 115656 2379256 SH Sole 2379256 MELLON FINL CORP COMMON 58551A108 39041 1215860 SH Sole 1215860 MENTOR GRAPHICS CORP COMMON 587200106 818 56260 SH Sole 56260 MERCANTILE BANKSHARES CORP COMMON 587405101 2997 65762 SH Sole 65762 MERCK + CO INC COMMON 589331107 172826 3740814 SH Sole 3740814 MERCURY INTERACTIVE CORP COMMON 589405109 2768 56906 SH Sole 56906 MEREDITH CORP COMMON 589433101 1548 31706 SH Sole 31706 MERRILL LYNCH + CO INC COMMON 590188108 148895 2538696 SH Sole 2538696 METLIFE INC COMMON 59156R108 62017 1841900 SH Sole 1841900 MICHAELS STORES INC COMMON 594087108 2444 55300 SH Sole 55300 MICREL INC COMMON 594793101 1184 76000 SH Sole 76000 MICROSOFT CORP COMMON 594918104 728197 26441442 SH Sole 26441442 MICROCHIP TECHNOLOGY INC COMMON 595017104 5712 171230 SH Sole 171230 MICRON TECHNOLOGY INC COMMON 595112103 5196 385738 SH Sole 385738 MILLENNIUM PHARMACEUTICALS COMMON 599902103 4644 248726 SH Sole 248726 MILLER HERMAN INC COMMON 600544100 1459 60130 SH Sole 60130 MILLIPORE CORP COMMON 601073109 11056 256811 SH Sole 256811 MINERALS TECHNOLOGIES INC COMMON 603158106 998 16840 SH Sole 16840 MITSUBISHI TOKYO FIN GROUP INC SPON ADR 606816106 172 22000 SH Sole 22000 MODINE MFG CO COMMON 607828100 760 28170 SH Sole 28170 MOHAWK INDS INC COMMON 608190104 3873 54900 SH Sole 54900 MOLEX INC COMMON 608554101 4197 120280 SH Sole 120280 MONSANTO CO NEW COMMON 61166W101 26998 938083 SH Sole 938083 MONSTER WORLDWIDE INC COMMON 611742107 1564 71200 SH Sole 71200 MONY GROUP INC COMMON 615337102 1217 38900 SH Sole 38900 MOODYS CORP COMMON 615369105 5695 94056 SH Sole 94056 MORGAN STANLEY COMMON 617446448 143049 2471895 SH Sole 2471895 MOTOROLA INC COMMON 620076109 48811 3469176 SH Sole 3469176 MURPHY OIL CORP COMMON 626717102 4952 75820 SH Sole 75820 MYLAN LABS INC COMMON 628530107 5606 221950 SH Sole 221950 NCR CORP NEW COMMON 62886E108 2319 59770 SH Sole 59770 NTT DOCOMO INC SPON ADR 62942M201 1701 75000 SH Sole 75000 NATIONAL CITY CORP COMMON 635405103 13036 384091 SH Sole 384091 NATIONAL COMM FINL CORP COMMON 63545P104 4615 169177 SH Sole 169177 NATIONAL FUEL GAS CO N J COMMON 636180101 1639 67080 SH Sole 67080 NATIONAL INSTRS CORP COMMON 636518102 1951 42900 SH Sole 42900 NATIONAL OILWELL INC COMMON 637071101 1569 70150 SH Sole 70150 NATIONAL SEMICONDUCTOR CORP COMMON 637640103 4615 117113 SH Sole 117113 NAVISTAR INTL CORP INC COMMON 63934E108 2081 43452 SH Sole 43452 NEIMAN MARCUS GROUP CL A 640204202 1583 29500 SH Sole 29500 NEIMAN MARCUS GROUP CL B 640204301 586 11712 SH Sole 11712 NETWORKS ASSOCS INC COMMON 640938106 2004 133250 SH Sole 133250 NETWORK APPLIANCE INC COMMON 64120L104 4475 217985 SH Sole 217985 NEW PLAN EXCEL RLTY TR INC COM 648053106 1990 80650 SH Sole 80650 NEW YORK CMNTY BANCORP INC COMMON 649445103 6049 158978 SH Sole 158978 NEW YORK TIMES CO CL A 650111107 4500 94157 SH Sole 94157 NEWELL RUBBERMAID INC COMMON 651229106 3948 173373 SH Sole 173373 NEWMONT MNG CORP COMMON 651639106 13270 272980 SH Sole 272980 NEWPORT CORP COMMON 651824104 531 32150 SH Sole 32150 NEWS CORP LTD SPON ADR PFD 652487802 428 14134 SH Sole 14134 NEXTEL COMMUNICATIONS INC CL A 65332V103 19493 694679 SH Sole 694679 NICOR INC COMMON 654086107 946 27798 SH Sole 27798 NIKE INC CL B 654106103 11353 165827 SH Sole 165827 99 CENTS ONLY STORES COMMON 65440K106 1619 59466 SH Sole 59466 NISOURCE INC COMMON 65473P105 3638 165798 SH Sole 165798 NOKIA CORP SPON ADR 654902204 17269 998600 SH Sole 998600 NOBLE ENERGY INC COMMON 655044105 2082 46860 SH Sole 46860 NORDSON CORP COMMON 655663102 966 27980 SH Sole 27980 NORDSTROM INC COMMON 655664100 2979 86838 SH Sole 86838 NORFOLK SOUTHN CORP COMMON 655844108 5833 246651 SH Sole 246651 NORSK HYDRO A S SPON ADR 656531605 850 13750 SH Sole 13750 NORTH FORK BANCORPORATION INC COMMON 659424105 3880 95880 SH Sole 95880 NORTHEAST UTILS COMMON 664397106 2227 110430 SH Sole 110430 NORTHERN TRUST CORP COMMON 665859104 6461 139193 SH Sole 139193 NORTHROP GRUMMAN CORP COMMON 666807102 38043 397936 SH Sole 397936 NORTHWEST AIRLS CORP CL A 667280101 2624 207920 SH Sole 207920 NOVELL INC COMMON 670006105 2482 235933 SH Sole 235933 NOVELLUS SYS INC COMMON 670008101 4046 96227 SH Sole 96227 NOVO NORDISK A S ADR 670100205 1096 26750 SH Sole 26750 NSTAR COMMON 67019E107 2124 43800 SH Sole 43800 NUCOR CORP COMMON 670346105 2769 49438 SH Sole 49438 NVIDIA CORP COMMON 67066G104 2381 102400 SH Sole 102400 OGE ENERGY CORP COMMON 670837103 1736 71760 SH Sole 71760 OCCIDENTAL PETE CORP COMMON 674599105 10277 243299 SH Sole 243299 OFFICE DEPOT INC COMMON 676220106 3306 197839 SH Sole 197839 OHIO CAS CORP COMMON 677240103 872 50250 SH Sole 50250 OLD REP INTL CORP COMMON 680223104 3795 149663 SH Sole 149663 OLIN CORP COMMON 680665205 971 48390 SH Sole 48390 OMNICARE INC COMMON 681904108 3414 84530 SH Sole 84530 OMNICOM GROUP COMMON 681919106 10490 120117 SH Sole 120117 ONEOK INC NEW COMMON 682680103 1724 78084 SH Sole 78084 ORACLE CORP COMMON 68389X105 143223 10850253 SH Sole 10850253 ORASURE TECHNOLOGIES INC COMMON 68554V108 1183 148559 SH Sole 148559 O REILLY AUTOMOTIVE INC COMMON 686091109 1719 44800 SH Sole 44800 OUTBACK STEAKHOUSE INC COMMON 689899102 2731 61780 SH Sole 61780 OVERSEAS SHIPHOLDING GROUP INC COMMON 690368105 1002 29430 SH Sole 29430 OXFORD HEALTH PLANS INC COMMON 691471106 2910 66900 SH Sole 66900 PG+E CORP COMMON 69331C108 7276 262004 SH Sole 262004 PMC SIERRA INC COMMON 69344F106 2198 109100 SH Sole 109100 PMI GROUP INC COMMON 69344M101 2918 78380 SH Sole 78380 PNC FINL SVCS GROUP INC COMMON 693475105 9589 175209 SH Sole 175209 PNM RES INC COMMON 69349H107 933 33190 SH Sole 33190 PPG INDS INC COMMON 693506107 6875 107392 SH Sole 107392 PPL CORP COMMON 69351T106 4901 112032 SH Sole 112032 PACCAR INC COMMON 693718108 33245 390566 SH Sole 390566 PACIFICARE HEALTH SYSTEMS COMMON 695112102 2336 34549 SH Sole 34549 PACKAGING CORP AMER COMMON 695156109 1902 87000 SH Sole 87000 PACTIV CORP COMMON 695257105 2373 99280 SH Sole 99280 PALL CORP COMMON 696429307 2119 78966 SH Sole 78966 PARAMETRIC TECHNOLOGY CORP COMMON 699173100 663 168201 SH Sole 168201 PARKER HANNIFIN CORP COMMON 701094104 4458 74932 SH Sole 74932 PATTERSON DENTAL CO COMMON 703412106 3619 56400 SH Sole 56400 PATTERSON UTI ENERGY INC COMMON 703481101 2199 66800 SH Sole 66800 PAYCHEX INC COMMON 704326107 8861 238203 SH Sole 238203 PAYLESS SHOESOURCE INC COMMON 704379106 752 56149 SH Sole 56149 PEABODY ENERGY CORP COMMON 704549104 27600 661700 SH Sole 661700 PENNEY J C INC COMMON 708160106 4532 172467 SH Sole 172467 PENTAIR INC COMMON 709631105 1865 40800 SH Sole 40800 PEOPLES ENERGY CORP COMMON 711030106 978 23259 SH Sole 23259 PEOPLESOFT INC COMMON 712713106 5400 236841 SH Sole 236841 PEPCO HLDGS INC COMMON 713291102 2765 141487 SH Sole 141487 PEPSI BOTTLING GROUP INC COMMON 713409100 13355 552328 SH Sole 552328 PEPSIAMERICAS INC COMMON 71343P200 2039 119110 SH Sole 119110 PEPSICO INC COMMON 713448108 244367 5241680 SH Sole 5241680 PERKINELMER INC COMMON 714046109 1367 80110 SH Sole 80110 PERRIGO CO COMMON 714290103 907 57670 SH Sole 57670 PETSMART INC COMMON 716768106 2811 118100 SH Sole 118100 PFIZER INC COMMON 717081103 774180 21912828 SH Sole 21912828 PHARMACEUTICAL RES INC COMMON 717125108 1831 28100 SH Sole 28100 PHELPS DODGE CORP COMMON 717265102 4300 56516 SH Sole 56516 PHILADELPHIA SUBN CORP COMMON 718009608 1686 76275 SH Sole 76275 PIER 1 IMPORTS INC COMMON 720279108 1605 73400 SH Sole 73400 PINNACLE WEST CAP CORP COMMON 723484101 49613 1239702 SH Sole 1239702 PIONEER NAT RES CO COMMON 723787107 3112 97450 SH Sole 97450 PITNEY BOWES INC COMMON 724479100 5996 147602 SH Sole 147602 PLANTRONICS INC NEW COMMON 727493108 1198 36700 SH Sole 36700 PLEXUS CORP COMMON 729132100 602 35050 SH Sole 35050 PLUM CREEK TIMBER CO INC COM 729251108 3520 115600 SH Sole 115600 POGO PRODUCING CO COMMON 730448107 2541 52600 SH Sole 52600 POLYCOM INC COMMON 73172K104 1598 81850 SH Sole 81850 PORTUGAL TELECOM SGPS SA SPON ADR 737273102 245 24479 SH Sole 24479 POTLATCH CORP COMMON 737628107 826 23755 SH Sole 23755 POWER ONE INC COMMON 739308104 569 52564 SH Sole 52564 POWERWAVE TECHNOLOGIES INC COMMON 739363109 398 52050 SH Sole 52050 PRAXAIR INC COMMON 74005P104 36341 951326 SH Sole 951326 PRECISION CASTPARTS CORP COMMON 740189105 2325 51210 SH Sole 51210 PRICE COMMUNICATIONS CORP COMMON 741437305 612 44600 SH Sole 44600 PRICE T ROWE GROUP INC COMMON 74144T108 3732 78725 SH Sole 78725 PRIDE INTERNATIONAL INC COMMON 74153Q102 2087 111950 SH Sole 111950 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 6750 204100 SH Sole 204100 PROCTER + GAMBLE CO COMMON 742718109 269463 2697865 SH Sole 2697865 PROGRESS ENERGY INC COMMON 743263105 7006 154802 SH Sole 154802 PROGRESSIVE CORP OHIO COMMON 743315103 11409 136487 SH Sole 136487 PROLOGIS SH BEN INT 743410102 3649 113700 SH Sole 113700 PROTECTIVE LIFE CORP COMMON 743674103 1925 56900 SH Sole 56900 PROTEIN DESIGN LABS INC COMMON 74369L103 1384 77300 SH Sole 77300 PROVIDENT FINL GROUP INC COMMON 743866105 1291 40400 SH Sole 40400 PROVIDIAN FINL CORP COMMON 74406A102 2134 183314 SH Sole 183314 PRUDENTIAL FINL INC COMMON 744320102 14264 341500 SH Sole 341500 PUBLIC SVC ENTERPRISE GROUP COMMON 744573106 6509 148600 SH Sole 148600 PUGET ENERGY INC COMMON 745310102 1847 77710 SH Sole 77710 PULTE HOMES INC COMMON 745867101 3673 39238 SH Sole 39238 QLOGIC CORP COMMON 747277101 3082 59723 SH Sole 59723 QUALCOMM INC COMMON 747525103 134404 2492189 SH Sole 2492189 QUANTA SERVICES INC COMMON 74762E102 702 96150 SH Sole 96150 QUANTUM CORP COMMON 747906204 458 146890 SH Sole 146890 QUEST DIAGNOSTICS INC COMMON 74834L100 4803 65700 SH Sole 65700 QUESTAR CORP COMMON 748356102 2411 68600 SH Sole 68600 QWEST COMMUNICATIONS INTL INC COMMON 749121109 4827 1117294 SH Sole 1117294 RPM INTL INC COMMON 749685103 1571 95418 SH Sole 95418 RSA SEC INC COMMON 749719100 704 49600 SH Sole 49600 RF MICRO DEVICES INC COMMON 749941100 1539 153100 SH Sole 153100 RADIAN GROUP INC COMMON 750236101 3778 77500 SH Sole 77500 RADIOSHACK CORP COMMON 750438103 3180 103641 SH Sole 103641 RAYMOND JAMES FINANCIAL INC COMMON 754730109 1512 40100 SH Sole 40100 RAYONIER INC COMMON 754907103 1673 40305 SH Sole 40305 RAYTHEON CO COMMON 755111507 7901 263015 SH Sole 263015 READERS DIGEST ASSN INC COMMON 755267101 1197 81650 SH Sole 81650 REEBOK INTL LTD COMMON 758110100 1462 37174 SH Sole 37174 REGIONS FINL CORP COMMON 758940100 5222 140383 SH Sole 140383 RENT A CTR INC NEW COMMON 76009N100 1996 66800 SH Sole 66800 REPUBLIC SVCS INC COMMON 760759100 3352 130800 SH Sole 130800 RETEK INC COMMON 76128Q109 418 45050 SH Sole 45050 REYNOLDS + REYNOLDS CO CL A 761695105 1608 55360 SH Sole 55360 REYNOLDS R J TOB HLDGS INC COMMON 76182K105 3108 53450 SH Sole 53450 ROBERT HALF INTL INC COMMON 770323103 2525 108166 SH Sole 108166 ROCKWELL AUTOMATION INC COMMON 773903109 4192 117753 SH Sole 117753 ROCKWELL COLLINS INC COMMON 774341101 3359 111853 SH Sole 111853 ROHM + HAAS CO COMMON 775371107 6011 140738 SH Sole 140738 ROLLINS INC COMMON 775711104 838 37182 SH Sole 37182 ROSS STORES INC COMMON 778296103 3341 126400 SH Sole 126400 ROWAN COS INC COMMON 779382100 1376 59406 SH Sole 59406 ROYAL DUTCH PETE CO NY REG EUR 780257804 32063 612000 SH Sole 612000 RUBY TUESDAY INC COMMON 781182100 1530 53700 SH Sole 53700 RUDDICK CORP COMMON 781258108 682 38120 SH Sole 38120 RYDER SYS INC COMMON 783549108 1382 40466 SH Sole 40466 SBC COMMUNICATIONS INC COMMON 78387G103 54535 2091859 SH Sole 2091859 SEI INVESTMENTS CO COMMON 784117103 2652 87050 SH Sole 87050 SI INTL INC COMMON 78427V102 979 50100 SH Sole 50100 SLM CORP COMMON 78442P106 10732 284818 SH Sole 284818 SPX CORP COMMON 784635104 3699 62904 SH Sole 62904 SABRE HLDGS CORP CL A 785905100 1955 90563 SH Sole 90563 SAFECO CORP COMMON 786429100 3407 87516 SH Sole 87516 SAFEWAY INC COMMON 786514208 6122 279393 SH Sole 279393 ST JUDE MED INC COMMON 790849103 21121 344270 SH Sole 344270 ST PAUL COS INC COMMON 792860108 5715 144133 SH Sole 144133 SAKS INC COMMON 79377W108 1702 113132 SH Sole 113132 SANDISK CORP COMMON 80004C101 4002 65450 SH Sole 65450 SANMINA SCI CORP COMMON 800907107 4121 326821 SH Sole 326821 SARA LEE CORP COMMON 803111103 10841 499356 SH Sole 499356 SCANA CORP NEW COMMON 80589M102 3132 91450 SH Sole 91450 SCHEIN HENRY INC COMMON 806407102 2440 36100 SH Sole 36100 SCHERING PLOUGH CORP COMMON 806605101 54393 3127848 SH Sole 3127848 SCHLUMBERGER LTD COMMON 806857108 136063 2486538 SH Sole 2486538 SCHOLASTIC CORP COMMON 807066105 1106 32500 SH Sole 32500 SCHWAB CHARLES CORP COMMON 808513105 33473 2827151 SH Sole 2827151 SCIENTIFIC ATLANTA INC COMMON 808655104 2617 95874 SH Sole 95874 SCOTTISH PWR PLC SPON ADR FINAL 81013T705 2678 98515 SH Sole 98515 SCOTTS CO CL A 810186106 1574 26600 SH Sole 26600 SCRIPPS E W CO OH CL A 811054204 951 10100 SH Sole 10100 SEALED AIR CORP NEW COMMON 81211K100 2910 53742 SH Sole 53742 SEARS ROEBUCK + CO COMMON 812387108 7296 160385 SH Sole 160385 SEMTECH CORP COMMON 816850101 1383 60850 SH Sole 60850 SEMPRA ENERGY COMMON 816851109 4296 142910 SH Sole 142910 SENSIENT TECHNOLOGIES CORP COMMON 81725T100 761 38470 SH Sole 38470 SEPRACOR INC COMMON 817315104 1675 70010 SH Sole 70010 SEQUA CORP CL A 817320104 420 8580 SH Sole 8580 SHERWIN WILLIAMS CO COMMON 824348106 3200 92117 SH Sole 92117 SICOR INC COMMON 825846108 2672 98250 SH Sole 98250 SIEBEL SYS INC COMMON 826170102 4349 313318 SH Sole 313318 SIEMENS A G SPON ADR 826197501 1199 15000 SH Sole 15000 SIERRA PAC RES NEW COMMON 826428104 710 96732 SH Sole 96732 SIGMA ALDRICH COMMON 826552101 2504 43838 SH Sole 43838 SILICON LABORATORIES INC COMMON 826919102 1776 41100 SH Sole 41100 SILICON VY BANCSHARES COMMON 827064106 1035 28700 SH Sole 28700 TECO ENERGY INC COMMON 872375100 1709 118580 SH Sole 118580 TJX COS INC NEW COMMON 872540109 7012 317988 SH Sole 317988 TXU CORP COMMON 873168108 26320 1109602 SH Sole 1109602 TARGET CORP COMMON 87612E106 138013 3594084 SH Sole 3594084 TECH DATA CORP COMMON 878237106 1859 46850 SH Sole 46850 TECUMSEH PRODS CO CL A 878895200 738 15230 SH Sole 15230 TEKTRONIX INC COMMON 879131100 1686 53366 SH Sole 53366 TELEFLEX INC COMMON 879369106 1582 32730 SH Sole 32730 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 67064 2030401 SH Sole 2030401 TELEPHONE + DATA SYS INC COMMON 879433100 2969 47460 SH Sole 47460 TELLABS INC COMMON 879664100 2204 263615 SH Sole 263615 TEMPLE INLAND INC COMMON 879868107 2149 34287 SH Sole 34287 TENET HEALTHCARE CORP COMMON 88033G100 4713 293625 SH Sole 293625 TERADYNE INC COMMON 880770102 3076 120855 SH Sole 120855 TEXAS INSTRS INC COMMON 882508104 81277 2766403 SH Sole 2766403 TEXTRON INC COMMON 883203101 4904 85952 SH Sole 85952 THERMO ELECTRON CORP COMMON 883556102 2592 102854 SH Sole 102854 THOMAS + BETTS CORP COMMON 884315102 845 36916 SH Sole 36916 3COM CORP COMMON 885535104 2515 307892 SH Sole 307892 3M CO COMMON 88579Y101 134262 1578998 SH Sole 1578998 TIDEWATER INC COMMON 886423102 1495 50020 SH Sole 50020 TIFFANY + CO NEW COMMON 886547108 4186 92611 SH Sole 92611 TIMBERLAND CO CL A 887100105 1505 28900 SH Sole 28900 TIME WARNER INC NEW COMMON 887317105 74198 4124427 SH Sole 4124427 TITAN CORP COMMON 888266103 1466 67200 SH Sole 67200 TOLL BROS INC COMMON 889478103 2398 60300 SH Sole 60300 TOOTSIE ROLL INDS INC COMMON 890516107 1534 42615 SH Sole 42615 TORCHMARK INC COMMON 891027104 3257 71530 SH Sole 71530 TOTAL SA SPON ADR 89151E109 2236 24166 SH Sole 24166 TOYOTA MTR CO SPON ADR 892331307 1616 23500 SH Sole 23500 TOYS R US INC COMMON 892335100 1704 134843 SH Sole 134843 TRANSACTION SYS ARCHITECTS INC CL A 893416107 664 29350 SH Sole 29350 TRAVELERS PPTY CAS CORP NEW CL A 89420G109 1712 102042 SH Sole 102042 TRAVELERS PPTY CAS CORP NEW CL B 89420G406 9052 533393 SH Sole 533393 TRIAD HOSPS INC COMMON 89579K109 2068 62154 SH Sole 62154 TRIBUNE CO NEW COMMON 896047107 19219 372461 SH Sole 372461 TRINITY INDS INC COMMON 896522109 1180 38265 SH Sole 38265 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 783 110758 SH Sole 110758 TRIPATH IMAGING INC COMMON 896942109 1071 137291 SH Sole 137291 TUPPERWARE CORP COMMON 899896104 640 36887 SH Sole 36887 TYCO INTL LTD COMMON 902124106 185619 7004474 SH Sole 7004474 TYSON FOODS INC (DEL) CL A 902494103 3830 289257 SH Sole 289257 UST INC COMMON 902911106 3740 104800 SH Sole 104800 US BANCORP DEL COMMON 902973304 281102 9439287 SH Sole 9439287 UNIFI INC COMMON 904677101 277 42995 SH Sole 42995 UNION PAC CORP COMMON 907818108 49781 716483 SH Sole 716483 UNION PLANTERS CORP COMMON 908068109 3750 119078 SH Sole 119078 UNISYS CORP COMMON 909214108 3100 208777 SH Sole 208777 UNITED DOMINION RLTY TR INC COM 910197102 2010 104700 SH Sole 104700 UNITED PARCEL SVC INC CL B 911312106 52960 710400 SH Sole 710400 UNITED RENTALS INC COMMON 911363109 1225 63600 SH Sole 63600 UNITED STS STL CORP NEW COMMON 912909108 24208 691249 SH Sole 691249 UNITED TECHNOLOGIES CORP COMMON 913017109 201648 2127757 SH Sole 2127757 UNITEDHEALTH GROUP INC COMMON 91324P102 21568 370718 SH Sole 370718 UNITRIN INC COMMON 913275103 2309 55750 SH Sole 55750 UNIVERSAL CORP VA COMMON 913456109 912 20650 SH Sole 20650 UNIVERSAL HEALTH SVCS INC CL B 913903100 11877 221100 SH Sole 221100 UNIVISION COMMUNICATIONS INC CL A 914906102 8087 203751 SH Sole 203751 UNOCAL CORP COMMON 915289102 6027 163654 SH Sole 163654 UNUMPROVIDENT CORP COMMON 91529Y106 2950 187059 SH Sole 187059 V F CORP COMMON 918204108 2951 68258 SH Sole 68258 VALASSIS COMMUNICATIONS INC COMMON 918866104 1261 42950 SH Sole 42950 VALEANT PHARMACEUTICALS INTL COMMON 91911X104 1725 68600 SH Sole 68600 VALERO ENERGY CORP COMMON 91913Y100 4602 99300 SH Sole 99300 VALSPAR CORP COMMON 920355104 2066 41800 SH Sole 41800 VARCO INTL INC DEL COMMON 922122106 1662 80559 SH Sole 80559 VARIAN INC COMMON 922206107 1193 28600 SH Sole 28600 VARIAN MED SYS INC COMMON 92220P105 3883 56200 SH Sole 56200 VECTREN CORP COMMON 92240G101 1537 62360 SH Sole 62360 VENTANA MED SYS INC COMMON 92276H106 7423 188396 SH Sole 188396 VERITAS SOFTWARE CORP COMMON 923436109 10040 270185 SH Sole 270185 VERIZON COMMUNICATIONS COMMON 92343V104 61212 1744935 SH Sole 1744935 VERTEX PHARMACEUTICALS INC COMMON 92532F100 656 64100 SH Sole 64100 VIACOM INC CL B 925524308 120517 2715579 SH Sole 2715579 VIAD CORP COMMON 92552R109 1824 72940 SH Sole 72940 VISHAY INTERTECHNOLOGY INC COMMON 928298108 3033 132452 SH Sole 132452 VISTEON CORP COMMON 92839U107 860 82596 SH Sole 82596 VISX INC COMMON 92844S105 924 39910 SH Sole 39910 VIVENDI UNIVERSAL SPON ADR 92851S204 291 12000 SH Sole 12000 VODAFONE GROUP PLC NEW SPON ADR 92857W100 5847 233506 SH Sole 233506 VULCAN MATLS CO COMMON 929160109 3057 64256 SH Sole 64256 WGL HLDGS INC COMMON 92924F106 1115 40140 SH Sole 40140 WPS RES CORP COMMON 92931B106 1382 29900 SH Sole 29900 WACHOVIA CORP 2ND NEW COMMON 929903102 154059 3306700 SH Sole 3306700 WADDELL + REED FINL INC CL A 930059100 1595 68000 SH Sole 68000 WAL MART STORES INC COMMON 931142103 549615 10360325 SH Sole 10360325 WALGREEN CO COMMON 931422109 96798 2660749 SH Sole 2660749 WASHINGTON FED INC COMMON 938824109 1633 57500 SH Sole 57500 WASHINGTON MUT INC COMMON 939322103 158351 3946924 SH Sole 3946924 WASHINGTON POST CO CL B 939640108 6286 7943 SH Sole 7943 WASTE MGMT INC DEL COMMON 94106L109 44933 1518000 SH Sole 1518000 WATERS CORP COMMON 941848103 2543 76700 SH Sole 76700 WATSON PHARMACEUTICALS INC COMMON 942683103 3138 68211 SH Sole 68211 WAUSAU MOSINEE PAPER CORP COMMON 943315101 575 42511 SH Sole 42511 WEBSTER FINL CORP WATERBURY COMMON 947890109 1727 37650 SH Sole 37650 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 9313 96024 SH Sole 96024 WELLS FARGO + CO NEW COMMON 949746101 419649 7125982 SH Sole 7125982 WENDYS INTL INC COMMON 950590109 2825 72003 SH Sole 72003 WERNER ENTERPRISES INC COMMON 950755108 1282 65775 SH Sole 65775 WESTAMERICA BANCORPORATION COMMON 957090103 1338 26930 SH Sole 26930 WESTSTAR ENERGY INC COMMON 95709T100 1210 59750 SH Sole 59750 WESTERN GAS RES INC COMMON 958259103 1297 27450 SH Sole 27450 WESTWOOD ONE INC COMMON 961815107 2822 82500 SH Sole 82500 WEYERHAEUSER CO COMMON 962166104 8889 138891 SH Sole 138891 WHIRLPOOL CORP COMMON 963320106 3197 44005 SH Sole 44005 WHOLE FOODS MKT INC COMMON 966837106 3323 49500 SH Sole 49500 WILLIAMS COS INC COMMON 969457100 3215 327389 SH Sole 327389 WILLIAMS SONOMA INC COMMON 969904101 3352 96400 SH Sole 96400 WILMINGTON TR CORP COMMON 971807102 1961 54460 SH Sole 54460 WILSON GREAT BATCH TECH COMMON 972232102 3361 79520 SH Sole 79520 WIND RIV SYS INC COMMON 973149107 608 69450 SH Sole 69450 WINN DIXIE STORES INC COMMON 974280109 890 89439 SH Sole 89439 WIRELESS FACS INC COMMON 97653A103 1344 90424 SH Sole 90424 WISCONSIN ENERGY CORP COMMON 976657106 3250 97155 SH Sole 97155 WITNESS SYS INC COMMON 977424100 2364 253386 SH Sole 253386 WORTHINGTON INDS IN COMMON 981811102 980 54378 SH Sole 54378 WRIGHT MED GROUP INC COMMON 98235T107 6895 226500 SH Sole 226500 WRIGLEY WM JR CO COMMON 982526105 33754 600490 SH Sole 600490 WYETH COMMON 983024100 133210 3138055 SH Sole 3138055 XTO ENERGY INC COMMON 98385X106 4306 152166 SH Sole 152166 XCEL ENERGY INC COMMON 98389B100 4278 251915 SH Sole 251915 XILINX INC COMMON 983919101 55922 1443508 SH Sole 1443508 XEROX CORP COMMON 984121103 6904 500289 SH Sole 500289 YAHOO INC COMMON 984332106 21021 465371 SH Sole 465371 YORK INTL CORP COMMON 986670107 1216 33040 SH Sole 33040 YUM BRANDS INC COMMON 988498101 6394 185870 SH Sole 185870 ZEBRA TECHNOLOGIES CORP CL A 989207105 2595 39100 SH Sole 39100 ZIMMER HOLDINGS INC COMMON 98956P102 10762 152867 SH Sole 152867 ZIONS BANCORP COMMON 989701107 3477 56770 SH Sole 56770 DAIMLER CHRYSLER AG STUTTGART ORD D1668R123 462 10000 SH Sole 10000 ACE LTD ORD G0070K103 7302 176300 SH Sole 176300 COOPER INDUSTRIES LTD CL A G24182100 3417 58989 SH Sole 58989 EVEREST REINSURANCE GROUP LTD COMMON G3223R108 3893 46020 SH Sole 46020 INGERSOLL RAND COMPANY LIMITED CL A G4776G101 112386 1655652 SH Sole 1655652 NABORS INDUSTRIES LTD SHS G6359F103 3845 92658 SH Sole 92658 NOBLE CORPORATION SHS G65422100 3025 84546 SH Sole 84546 TRANSOCEAN INC ORD G90078109 4852 202062 SH Sole 202062 WEATHERFORD INTL LTD COMMON G95089101 3867 107417 SH Sole 107417 XL CAPITAL LTD CL A G98255105 6731 86800 SH Sole 86800 SIMON PPTY GROUP INC NEW COM 828806109 5603 120900 SH Sole 120900 SIRIUS SATELLITE RADIO INC COMMON 82966U103 1304 412618 SH Sole 412618 SIX FLAGS INC COMMON 83001P109 575 76400 SH Sole 76400 SMITH INTL INC COMMON 832110100 3433 82680 SH Sole 82680 SMITHFIELD FOODS INC COMMON 832248108 1892 91400 SH Sole 91400 SMUCKER J M CO COMMON 832696405 1873 41353 SH Sole 41353 SMURFIT STONE CONTAINER CORP COMMON 832727101 55864 3008299 SH Sole 3008299 SNAP ON INC COMMON 833034101 1187 36832 SH Sole 36832 SOLECTRON CORP COMMON 834182107 3121 528161 SH Sole 528161 SONOCO PRODS CO COMMON 835495102 1972 80111 SH Sole 80111 SONY CORP ADR NEW 835699307 277 8000 SH Sole 8000 SOTHEBYS HLDGS INC CL A 835898107 696 50927 SH Sole 50927 SOUTHERN CO COMMON 842587107 13995 462655 SH Sole 462655 SOUTHTRUST CORP COMMON 844730101 6814 209652 SH Sole 209652 SOUTHWEST AIRLS CO COMMON 844741108 41187 2551888 SH Sole 2551888 SOVEREIGN BANCORP INC COMMON 845905108 5734 241450 SH Sole 241450 SPRINT CORP COMMON 852061100 58237 3546733 SH Sole 3546733 SPRINT CORP PCS COM SER 1 852061506 3675 653966 SH Sole 653966 STANCORP FINL GROUP INC COMMON 852891100 1515 24100 SH Sole 24100 STANLEY WORKS COMMON 854616109 1941 51242 SH Sole 51242 STAPLES INC COMMON 855030102 8541 312857 SH Sole 312857 STARBUCKS CORP COMMON 855244109 8183 247062 SH Sole 247062 STARWOOD HOTELS + RESORTS PAIRED CTF 85590A203 4598 127819 SH Sole 127819 STATE STREET CORPORATION COMMON 857477103 10998 211166 SH Sole 211166 STERICYCLE INC COMMON 858912108 1620 34700 SH Sole 34700 STERIS CORP COMMON 859152100 1295 57300 SH Sole 57300 STET HELLAS TELECOMMUNICATIONS ADR NEW 859823106 177 13600 SH Sole 13600 STORAGE TECHNOLOGY CORP COMMON 862111200 2351 91290 SH Sole 91290 STRYKER CORP COMMON 863667101 10722 126122 SH Sole 126122 SUN MICROSYSTEMS INC COMMON 866810104 9268 2064144 SH Sole 2064144 SUNGARD DATA SYS INC COMMON 867363103 5029 181480 SH Sole 181480 SUNOCO INC COMMON 86764P109 2495 48773 SH Sole 48773 SUNTRUST BKS INC COMMON 867914103 12724 177956 SH Sole 177956 SUPERIOR INDS INTL INC COMMON 868168105 963 22130 SH Sole 22130 SUPERVALU INC COMMON 868536103 2422 84712 SH Sole 84712 SUPPORTSOFT INC COMMON 868587106 2058 156469 SH Sole 156469 SWIFT TRANSN INC COMMON 870756103 1450 69000 SH Sole 69000 SYBASE INC COMMON 871130100 1642 79800 SH Sole 79800 SYLVAN LEARNING SYS INC COMMON 871399101 1036 35983 SH Sole 35983 SYMANTEC CORP COMMON 871503108 6743 194600 SH Sole 194600 SYMBOL TECHNOLOGIES INC COMMON 871508107 2459 145590 SH Sole 145590 SYNOPSYS INC COMMON 871607107 4328 128200 SH Sole 128200 SYNOVUS FINL CORP COMMON 87161C105 5513 190636 SH Sole 190636 SYSCO CORP COMMON 871829107 33943 911719 SH Sole 911719 TCF FINANCIAL CORP COMMON 872275102 3008 58580 SH Sole 58580 TDC A S SPON ADR 87236N102 518 28500 SH Sole 28500