-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, SERGWD1xqwaA7taf3kDT4+TqIYPmblyXb1njQnmHNgfL2KCCVP6UtAdwTPaLxdvZ TqAUyVuTUOB+YJs2PPiSkg== 0001083190-05-000007.txt : 20051115 0001083190-05-000007.hdr.sgml : 20051115 20051115145843 ACCESSION NUMBER: 0001083190-05-000007 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050930 FILED AS OF DATE: 20051115 DATE AS OF CHANGE: 20051115 EFFECTIVENESS DATE: 20051115 FILER: COMPANY DATA: COMPANY CONFORMED NAME: COMMONWEALTH OF PENNSYLVANIA PUBLIC SCHOOL EMPLS RETRMT SYS CENTRAL INDEX KEY: 0001083190 IRS NUMBER: 231739115 STATE OF INCORPORATION: PA FISCAL YEAR END: 0630 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05879 FILM NUMBER: 051206203 BUSINESS ADDRESS: STREET 1: 5 NORTH 5TH ST CITY: HARRISBURG STATE: PA ZIP: 17101 BUSINESS PHONE: 7177204700 MAIL ADDRESS: STREET 1: 5 NORTH 5TH ST CITY: HARRISBURG STATE: PA ZIP: 17101 13F-HR 1 q32005.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2005 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: Commonwealth of Pennsylvania Public School Employees Retirement System Address: 5 North 5th Street Harrisburg, PA 17101 13F File Number: The institutional investment manager filing this report and the person by whom it is signed hereby represents that the person signing this report is authorized to submit it, that all information contained herein is true, correct and complete, and that all information contained herein is true, correct and complete, and that it is understood that required items, statements, schedules, lists, and tables, are considered integral parts of this form. Persons signing this Report on Behalf of Reporting Manager: Name: Alan H. Van Noord Title: Chief Investment Officer Phone: 717-720-4721 Signature, Place, and Date of Signing: /s/ Alan H. Van Noord Harrisburg, Pennsylvania November 14, 2005 Report Type (Check only one.): [X] 13F HOLDINGS REPORT [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: N/A FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 2,454 Form 13F Information Table Value Total: $18,128,770 (in 000s) List of Other Included Managers: N/A AS OF SEPTEMBER 30, 2005 TITLE Voting OF VALUE Invst Other Authority NAME OF ISSUER CLASS CUSIP (in 000's SHARES Discr Mngrs SOLE 21ST CENTY INS COM 90130N103 679 42,600 SH SOLE 0 42,600 24/7 REAL MEDI COM 901314203 3,211 456,100 SH SOLE 0 456,100 3COM CORP COM 885535104 3,511 860,539 SH SOLE 0 860,539 3M CO COM 88579Y101 58,830 801,934 SH SOLE 0 801,934 4 KIDS ENTMT I COM 350865101 475 27,300 SH SOLE 0 27,300 99 CENTS ONLY COM 65440K106 493 53,266 SH SOLE 0 53,266 A C MOORE ARTS COM 00086T103 1,199 62,500 SH SOLE 0 62,500 A D A M INC COM 00088U108 1,074 181,969 SH SOLE 0 181,969 A D C TELECOMM COM 000886309 2,568 112,355 SH SOLE 0 112,355 A S V INC COM 001963107 843 37,200 SH SOLE 0 37,200 AAON INC COM 000360206 934 50,815 SH SOLE 0 50,815 AAR CORP COM 000361105 1,859 108,200 SH SOLE 0 108,200 AARON RENTS IN COM 002535201 3,843 181,700 SH SOLE 0 181,700 ABBOTT LABS COM 002824100 66,846 1,576,564 SH SOLE 0 1,576,564 ABERCROMBIE & CL A 002896207 5,523 110,800 SH SOLE 0 110,800 ABGENIX INC COM 00339B107 1,077 84,930 SH SOLE 0 84,930 ABINGTON CMNTY COM 00350R106 137 10,900 SH SOLE 0 10,900 ABM INDS INC COM 000957100 1,681 80,800 SH SOLE 0 80,800 ABX AIR INC COM 00080S101 575 70,180 SH SOLE 0 70,180 ACADIA RLTY TR COM 004239109 2,664 148,100 SH SOLE 0 148,100 ACCURIDE CORP COM 004398103 801 58,000 SH SOLE 0 58,000 ACE COMM CORP COM 004404109 309 114,353 SH SOLE 0 114,353 ACE LTD COM G0070K103 13,869 294,640 SH SOLE 0 294,640 ACTEL CORP COM 004934105 2,137 147,800 SH SOLE 0 147,800 ACTION PERFORM COM 004933107 1,498 119,800 SH SOLE 0 119,800 ACTIVISION INC COM 004930202 5,967 291,791 SH SOLE 0 291,791 ACTUANT CORP CL A 00508X203 2,925 62,500 SH SOLE 0 62,500 ACUITY BRANDS COM 00508Y102 3,400 114,600 SH SOLE 0 114,600 ACXIOM CORP COM 005125109 1,896 101,279 SH SOLE 0 101,279 ADAPTEC INC COM 00651F108 2,786 727,300 SH SOLE 0 727,300 ADDVANTAGE TEC COM 006743306 243 62,400 SH SOLE 0 62,400 ADESA INC COM 00686U104 3,412 154,367 SH SOLE 0 154,367 ADEZA BIOMEDIC COM 006864102 2,877 165,250 SH SOLE 0 165,250 ADMINISTAFF IN COM 007094105 1,828 46,000 SH SOLE 0 46,000 ADOBE SYS INC COM 00724F101 8,371 280,447 SH SOLE 0 280,447 ADTRAN INC COM 00738A106 3,470 110,158 SH SOLE 0 110,158 ADVANCE AUTO P COM 00751Y106 4,932 127,500 SH SOLE 0 127,500 ADVANCED ENERG COM 007973100 638 59,300 SH SOLE 0 59,300 ADVANCED MEDIC COM 00763M108 2,782 73,300 SH SOLE 0 73,300 ADVANCED MICRO COM 007903107 10,661 423,074 SH SOLE 0 423,074 ADVANCED NEURO COM 00757T101 3,828 80,680 SH SOLE 0 80,680 ADVANTA CORP CL B 007942204 3,954 140,047 SH SOLE 0 140,047 ADVENT SOFTWAR COM 007974108 474 17,600 SH SOLE 0 17,600 ADVISORY BRD C COM 00762W107 4,899 94,130 SH SOLE 0 94,130 ADVO INC COM 007585102 2,979 95,200 SH SOLE 0 95,200 AEROFLEX INC COM 007768104 1,467 156,700 SH SOLE 0 156,700 AEROPOSTALE COM 007865108 2,399 112,917 SH SOLE 0 112,917 AES CORP COM 00130H105 11,791 717,677 SH SOLE 0 717,677 AETNA INC NEW COM 00817Y108 26,100 302,998 SH SOLE 0 302,998 AFFILIATED COM CL A 008190100 8,174 149,700 SH SOLE 0 149,700 AFFILIATED MAN COM 008252108 7,540 104,115 SH SOLE 0 104,115 AFFYMETRIX INC COM 00826T108 1,432 30,970 SH SOLE 0 30,970 AFLAC INC COM 001055102 24,804 547,555 SH SOLE 0 547,555 AGCO CORP COM 001084102 3,124 171,654 SH SOLE 0 171,654 AGILENT TECHNO COM 00846U101 18,270 557,871 SH SOLE 0 557,871 AGILYSYS INC COM 00847J105 1,448 86,000 SH SOLE 0 86,000 AGL RES INC COM 001204106 4,485 120,850 SH SOLE 0 120,850 AGRIUM INC COM 008916108 1,560 71,000 SH SOLE 0 71,000 AIR PRODS & CH COM 009158106 12,586 228,252 SH SOLE 0 228,252 AIRGAS INC COM 009363102 14,338 483,891 SH SOLE 0 483,891 AIRSPAN NETWOR COM 00950H102 1,660 330,000 SH SOLE 0 330,000 AIRTRAN HLDGS COM 00949P108 2,056 162,400 SH SOLE 0 162,400 AKAMAI TECHNOL COM 00971T101 5,210 326,640 SH SOLE 0 326,640 ALADDIN KNOWLE ORD M0392N101 1,434 68,000 SH SOLE 0 68,000 ALAMOSA HLDGS COM 011589108 2,170 126,850 SH SOLE 0 126,850 ALASKA AIR GRO COM 011659109 3,040 104,600 SH SOLE 0 104,600 ALBANY INTL CO CL A 012348108 2,463 66,800 SH SOLE 0 66,800 ALBEMARLE CORP COM 012653101 4,170 110,600 SH SOLE 0 110,600 ALBERTO CULVER COM 013068101 4,609 102,990 SH SOLE 0 102,990 ALBERTSONS INC COM 013104104 9,494 370,149 SH SOLE 0 370,149 ALCAN INC COM 013716105 4,970 156,620 SH SOLE 0 156,620 ALCOA INC COM 013817101 23,535 963,774 SH SOLE 0 963,774 ALCON INC COM H01301102 12,264 95,900 SH SOLE 0 95,900 ALDILA INC COM 014384200 1,631 67,243 SH SOLE 0 67,243 ALERIS INTL IN COM 014477103 4,349 158,436 SH SOLE 0 158,436 ALEXANDER & BA COM 014482103 2,587 48,600 SH SOLE 0 48,600 ALKERMES INC COM 01642T108 2,363 140,670 SH SOLE 0 140,670 ALLEGHENY ENER COM 017361106 5,036 163,940 SH SOLE 0 163,940 ALLEGHENY TECH COM 01741R102 7,675 247,755 SH SOLE 0 247,755 ALLERGAN INC COM 018490102 12,292 134,168 SH SOLE 0 134,168 ALLETE INC COM 018522300 2,881 62,899 SH SOLE 0 62,899 ALLIANCE CAP M COM 01855A101 1,436 30,000 SH SOLE 0 30,000 ALLIANCE DATA COM 018581108 4,743 121,151 SH SOLE 0 121,151 ALLIANCE ONE I COM 018772103 1,483 418,800 SH SOLE 0 418,800 ALLIANT ENERGY COM 018802108 4,523 155,264 SH SOLE 0 155,264 ALLIANT TECHSY COM 018804104 3,076 41,200 SH SOLE 0 41,200 ALLIED HEALTHC COM 01923A109 1,695 300,000 SH SOLE 0 300,000 ALLIED WASTE I COM 019589308 1,858 219,860 SH SOLE 0 219,860 ALLION HEALTHC COM 019615103 1,506 83,598 SH SOLE 0 83,598 ALLMERICA FINL COM 019754100 7,393 179,700 SH SOLE 0 179,700 ALLSCRIPTS HEA COM 01988P108 742 41,200 SH SOLE 0 41,200 ALLSTATE CORP COM 020002101 36,884 667,100 SH SOLE 0 667,100 ALLTEL CORP COM 020039103 25,051 384,744 SH SOLE 0 384,744 ALON USA ENERG COM 020520102 2,599 107,630 SH SOLE 0 107,630 ALPHA PRO TECH COM 020772109 585 210,500 SH SOLE 0 210,500 ALPHARMA INC CL A 020813101 2,169 87,200 SH SOLE 0 87,200 ALTERA CORP COM 021441100 8,027 420,040 SH SOLE 0 420,040 ALTIRIS INC COM 02148M100 1,105 72,300 SH SOLE 0 72,300 ALTRIA GROUP I COM 02209S103 154,141 2,091,183 SH SOLE 0 2,091,183 AMAZON COM INC COM 023135106 1,586 35,000 SH SOLE 0 35,000 AMB PROPERTY C COM 00163T109 13,385 298,100 SH SOLE 0 298,100 AMBAC FINL GRO COM 023139108 9,061 125,740 SH SOLE 0 125,740 AMCOL INTL COR COM 02341W103 1,137 59,600 SH SOLE 0 59,600 AMCORE FINL IN COM 023912108 1,401 44,900 SH SOLE 0 44,900 AMDOCS LTD ORD G02602103 1,491 53,770 SH SOLE 0 53,770 AMEDISYS INC COM 023436108 1,844 47,280 SH SOLE 0 47,280 AMEGY BANCORPO COM 02343R102 3,619 159,900 SH SOLE 0 159,900 AMERADA HESS C COM 023551104 11,356 82,590 SH SOLE 0 82,590 AMEREN CORP COM 023608102 10,983 205,333 SH SOLE 0 205,333 AMERICA MOVIL ADR 02364W105 35,811 1,360,600 SH SOLE 0 1,360,600 AMERICAN AXLE COM 024061103 1,336 57,900 SH SOLE 0 57,900 AMERICAN CAMPU COM 024835100 1,100 45,800 SH SOLE 0 45,800 AMERICAN CAPIT COM 024937104 268 7,300 SH SOLE 0 7,300 AMERICAN EAGLE COM 02553E106 7,226 307,082 SH SOLE 0 307,082 AMERICAN ECOLO COM 025533407 392 20,000 SH SOLE 0 20,000 AMERICAN ELEC COM 025537101 15,901 400,517 SH SOLE 0 400,517 AMERICAN EQTY COM 025676206 629 55,400 SH SOLE 0 55,400 AMERICAN EXPRE COM 025816109 72,345 1,259,480 SH SOLE 0 1,259,480 AMERICAN FINL COM 025932104 2,029 59,800 SH SOLE 0 59,800 AMERICAN FINL COM 02607P305 3,125 220,100 SH SOLE 0 220,100 AMERICAN GREET CL A 026375105 18,098 660,516 SH SOLE 0 660,516 AMERICAN HEALT COM 02649V104 2,951 69,600 SH SOLE 0 69,600 AMERICAN HOME COM 02660R107 642 21,200 SH SOLE 0 21,200 AMERICAN INTL COM 026874107 164,000 2,646,873 SH SOLE 0 2,646,873 AMERICAN ITALI CL A 027070101 413 38,700 SH SOLE 0 38,700 AMERICAN MED S COM 02744M108 3,847 190,900 SH SOLE 0 190,900 AMERICAN ORIEN COM 028731107 185 40,600 SH SOLE 0 40,600 AMERICAN PHYSI COM 028884104 1,597 32,500 SH SOLE 0 32,500 AMERICAN PWR C COM 029066107 4,862 187,660 SH SOLE 0 187,660 AMERICAN RETIR COM 028913101 819 43,490 SH SOLE 0 43,490 AMERICAN SCIEN COM 029429107 2,473 37,700 SH SOLE 0 37,700 AMERICAN STD C COM 029712106 9,053 194,475 SH SOLE 0 194,475 AMERICAN STS W COM 029899101 1,178 35,200 SH SOLE 0 35,200 AMERICAN VANGU COM 030371108 1,313 71,700 SH SOLE 0 71,700 AMERICAN WOODM COM 030506109 344 10,250 SH SOLE 0 10,250 AMERICREDIT CO COM 03060R101 4,130 173,016 SH SOLE 0 173,016 AMERIGROUP COR COM 03073T102 2,059 107,700 SH SOLE 0 107,700 AMERISOURCEBER COM 03073E105 9,782 126,540 SH SOLE 0 126,540 AMERUS GROUP C COM 03072M108 2,473 43,100 SH SOLE 0 43,100 AMETEK INC NEW COM 031100100 3,334 77,600 SH SOLE 0 77,600 AMGEN INC CONV 031162AL4 1,875 2,370,000 SH SOLE 0 2,370,000 AMGEN INC COM 031162100 104,153 1,307,301 SH SOLE 0 1,307,301 AMICAS INC COM 001712108 522 96,700 SH SOLE 0 96,700 AMIS HLDGS INC COM 031538101 1,341 113,200 SH SOLE 0 113,200 AMLI RESIDENTI COM 001735109 362 11,300 SH SOLE 0 11,300 AMN HEALTHCARE COM 001744101 589 38,100 SH SOLE 0 38,100 AMPCO-PITTSBUR COM 032037103 2,480 160,300 SH SOLE 0 160,300 AMPHENOL CORP CL A 032095101 5,849 144,992 SH SOLE 0 144,992 AMR CORP COM 001765106 259 23,200 SH SOLE 0 23,200 AMSOUTH BANCOR COM 032165102 9,051 358,298 SH SOLE 0 358,298 AMSURG CORP COM 03232P405 1,700 62,150 SH SOLE 0 62,150 AMYLIN PHARMAC COM 032346108 3,465 99,610 SH SOLE 0 99,610 ANADARKO PETE COM 032511107 24,571 256,621 SH SOLE 0 256,621 ANALOG DEVICES COM 032654105 15,617 420,480 SH SOLE 0 420,480 ANALOGIC CORP COM 032657207 1,452 28,800 SH SOLE 0 28,800 ANCHOR BANCORP COM 032839102 1,159 39,300 SH SOLE 0 39,300 ANDREW CORP COM 034425108 1,742 156,197 SH SOLE 0 156,197 ANGELICA CORP COM 034663104 348 19,500 SH SOLE 0 19,500 ANGLO AMERN PL ADR 03485P102 2,132 70,650 SH SOLE 0 70,650 ANHEUSER BUSCH COM 035229103 34,060 791,356 SH SOLE 0 791,356 ANIKA THERAPEU COM 035255108 554 46,866 SH SOLE 0 46,866 ANIMAS CORP DE COM 03525Y105 798 50,800 SH SOLE 0 50,800 ANIXTER INTL I COM 035290105 2,795 69,300 SH SOLE 0 69,300 ANNTAYLOR STOR COM 036115103 4,079 153,650 SH SOLE 0 153,650 ANSOFT CORP COM 036384105 1,410 48,470 SH SOLE 0 48,470 ANSYS INC COM 03662Q105 5,136 133,450 SH SOLE 0 133,450 ANTEON INTL CO COM 03674E108 2,417 56,530 SH SOLE 0 56,530 AON CORP COM 037389103 10,451 325,771 SH SOLE 0 325,771 APACHE CORP COM 037411105 26,120 347,244 SH SOLE 0 347,244 APARTMENT INVT CL A 03748R101 60,929 1,571,155 SH SOLE 0 1,571,155 APOGEE ENTERPR COM 037598109 1,542 90,160 SH SOLE 0 90,160 APOLLO GROUP I CL A 037604105 9,872 148,700 SH SOLE 0 148,700 APPLE COMPUTER COM 037833100 45,561 849,864 SH SOLE 0 849,864 APPLEBEES INTL COM 037899101 2,002 96,778 SH SOLE 0 96,778 APPLERA CORP COM 038020103 5,020 216,008 SH SOLE 0 216,008 APPLERA CORP COM 038020202 1,206 99,400 SH SOLE 0 99,400 APPLICA INC COM 03815A106 85 50,700 SH SOLE 0 50,700 APPLIED INDL T COM 03820C105 2,278 63,500 SH SOLE 0 63,500 APPLIED MATLS COM 038222105 28,174 1,661,176 SH SOLE 0 1,661,176 APPLIED MICRO COM 03822W109 909 302,920 SH SOLE 0 302,920 APPLIED SIGNAL COM 038237103 1,730 90,679 SH SOLE 0 90,679 APPLIX INC COM 038316105 835 133,600 SH SOLE 0 133,600 APRIA HEALTHCA COM 037933108 1,752 54,900 SH SOLE 0 54,900 APTARGROUP INC COM 038336103 3,935 79,000 SH SOLE 0 79,000 APTIMUS INC COM 03833V108 613 43,911 SH SOLE 0 43,911 AQUA AMERICA I COM 03836W103 4,282 112,625 SH SOLE 0 112,625 AQUANTIVE INC COM 03839G105 2,597 128,990 SH SOLE 0 128,990 AQUILA INC COM 03840P102 1,640 414,050 SH SOLE 0 414,050 ARBITRON INC COM 03875Q108 2,641 66,300 SH SOLE 0 66,300 ARCH CAP GROUP ORD G0450A105 3,056 61,630 SH SOLE 0 61,630 ARCH CHEMICALS COM 03937R102 1,467 63,100 SH SOLE 0 63,100 ARCH COAL INC COM 039380100 9,464 140,210 SH SOLE 0 140,210 ARCHER DANIELS COM 039483102 16,370 663,833 SH SOLE 0 663,833 ARCHSTONE SMIT COM 039583109 21,130 529,975 SH SOLE 0 529,975 ARCTIC CAT INC COM 039670104 563 27,400 SH SOLE 0 27,400 ARDEN RLTY INC COM 039793104 59,058 1,434,500 SH SOLE 0 1,434,500 ARENA PHARMACE COM 040047102 468 47,300 SH SOLE 0 47,300 ARGOSY GAMING COM 040228108 3,892 82,821 SH SOLE 0 82,821 ARKANSAS BEST COM 040790107 2,073 59,450 SH SOLE 0 59,450 ARMOR HOLDINGS COM 042260109 3,970 92,305 SH SOLE 0 92,305 ARQULE INC COM 04269E107 1,089 139,100 SH SOLE 0 139,100 ARRAY BIOPHARM COM 04269X105 696 96,900 SH SOLE 0 96,900 ARRIS GROUP IN COM 04269Q100 7,356 620,250 SH SOLE 0 620,250 ARROW ELECTRS COM 042735100 24,234 772,755 SH SOLE 0 772,755 ARROW INTL INC COM 042764100 972 34,470 SH SOLE 0 34,470 ARTESYN TECHNO COM 043127109 1,312 141,100 SH SOLE 0 141,100 ARTHROCARE COR COM 043136100 2,083 51,800 SH SOLE 0 51,800 ARVINMERITOR I COM 043353101 2,068 123,701 SH SOLE 0 123,701 ASHFORD HOSPIT COM 044103109 3,589 333,541 SH SOLE 0 333,541 ASHLAND INC NE COM 044209104 4,133 74,811 SH SOLE 0 74,811 ASHWORTH INC COM 04516H101 445 65,200 SH SOLE 0 65,200 ASML HLDG NV COM N07059111 2,125 128,713 SH SOLE 0 128,713 ASPEN INSURANC COM G05384105 4,403 149,000 SH SOLE 0 149,000 ASPEN TECHNOLO COM 045327103 2,100 336,000 SH SOLE 0 336,000 ASSET ACCEP CA COM 04543P100 1,391 46,400 SH SOLE 0 46,400 ASSOCIATED BAN COM 045487105 6,429 210,918 SH SOLE 0 210,918 ASSURANT INC COM 04621X108 2,017 53,000 SH SOLE 0 53,000 ASTA FDG INC COM 046220109 764 25,150 SH SOLE 0 25,150 ASTEA INTL INC COM 04622E208 444 55,322 SH SOLE 0 55,322 ASTEC INDS INC COM 046224101 1,229 43,300 SH SOLE 0 43,300 ASTORIA FINL C COM 046265104 2,862 108,335 SH SOLE 0 108,335 AT&T CORP COM 001957505 18,100 914,127 SH SOLE 0 914,127 ATHEROGENICS I COM 047439104 1,622 101,170 SH SOLE 0 101,170 ATHEROS COMMUN COM 04743P108 2,691 275,750 SH SOLE 0 275,750 ATMEL CORP COM 049513104 1,261 612,270 SH SOLE 0 612,270 ATMI INC COM 00207R101 3,370 108,700 SH SOLE 0 108,700 ATMOS ENERGY C COM 049560105 8,003 283,300 SH SOLE 0 283,300 ATS MED INC COM 002083103 332 89,600 SH SOLE 0 89,600 ATWOOD OCEANIC COM 050095108 2,341 27,800 SH SOLE 0 27,800 AUDIOVOX CORP CL A 050757103 3,494 249,900 SH SOLE 0 249,900 AUTODESK INC COM 052769106 10,924 235,228 SH SOLE 0 235,228 AUTOLIV INC COM 052800109 298 6,860 SH SOLE 0 6,860 AUTOMATIC DATA COM 053015103 25,162 584,625 SH SOLE 0 584,625 AUTONATION INC COM 05329W102 3,798 190,162 SH SOLE 0 190,162 AUTOZONE INC COM 053332102 4,752 57,087 SH SOLE 0 57,087 AVALONBAY CMNT COM 053484101 79,454 927,122 SH SOLE 0 927,122 AVAYA INC COM 053499109 4,503 437,222 SH SOLE 0 437,222 AVERY DENNISON COM 053611109 6,901 131,716 SH SOLE 0 131,716 AVIALL INC NEW COM 05366B102 1,618 47,900 SH SOLE 0 47,900 AVID TECHNOLOG COM 05367P100 5,901 142,543 SH SOLE 0 142,543 AVISTA CORP COM 05379B107 4,961 255,700 SH SOLE 0 255,700 AVNET INC COM 053807103 32,567 1,331,997 SH SOLE 0 1,331,997 AVOCENT CORP COM 053893103 3,113 98,398 SH SOLE 0 98,398 AVON PRODS INC COM 054303102 14,651 542,644 SH SOLE 0 542,644 AXCELIS TECHNO COM 054540109 1,101 210,900 SH SOLE 0 210,900 AXSYS TECHNOLO COM 054615109 294 15,000 SH SOLE 0 15,000 AZTAR CORP COM 054802103 2,302 74,700 SH SOLE 0 74,700 BAKER HUGHES I COM 057224107 20,486 343,264 SH SOLE 0 343,264 BAKER MICHAEL COM 057149106 396 15,200 SH SOLE 0 15,200 BALDOR ELEC CO COM 057741100 1,501 59,200 SH SOLE 0 59,200 BALL CORP COM 058498106 4,029 109,656 SH SOLE 0 109,656 BALLY TOTAL FI COM 05873K108 320 71,500 SH SOLE 0 71,500 BANCFIRST CORP COM 05945F103 1,335 15,700 SH SOLE 0 15,700 BANCO BRADESCO ADR 059460303 15,285 312,443 SH SOLE 0 312,443 BANCO ITAU HLD ADR 059602201 2,510 21,150 SH SOLE 0 21,150 BANCO LATINOAM CL E P16994132 2,550 150,200 SH SOLE 0 150,200 BANCO SANTANDE ADR 05965X109 983 22,400 SH SOLE 0 22,400 BANCORP RHODE COM 059690107 205 5,600 SH SOLE 0 5,600 BANDAG INC COM 059815100 557 13,000 SH SOLE 0 13,000 BANK HAWAII CO COM 062540109 5,915 120,174 SH SOLE 0 120,174 BANK MUTUAL CO COM 063750103 422 39,400 SH SOLE 0 39,400 BANK NEW YORK COM 064057102 23,797 809,160 SH SOLE 0 809,160 BANK OF AMERIC COM 060505104 169,824 4,033,836 SH SOLE 0 4,033,836 BANKATLANTIC B CL A 065908501 4,008 235,900 SH SOLE 0 235,900 BANKUNITED FIN CL A 06652B103 1,278 55,900 SH SOLE 0 55,900 BANTA CORP COM 066821109 1,354 26,600 SH SOLE 0 26,600 BARD C R INC COM 067383109 8,137 123,236 SH SOLE 0 123,236 BARNES & NOBLE COM 067774109 3,389 89,903 SH SOLE 0 89,903 BARNES GROUP I COM 067806109 1,298 36,200 SH SOLE 0 36,200 BARR PHARMACEU COM 068306109 13,050 237,617 SH SOLE 0 237,617 BARRETT BUSINE COM 068463108 2,776 121,507 SH SOLE 0 121,507 BASSETT FURNIT COM 070203104 2,702 145,100 SH SOLE 0 145,100 BAUSCH & LOMB COM 071707103 4,372 54,186 SH SOLE 0 54,186 BAXTER INTL IN COM 071813109 26,613 667,492 SH SOLE 0 667,492 BB&T CORP COM 054937107 21,545 551,730 SH SOLE 0 551,730 BCSB BANKCORP COM 054948104 230 17,184 SH SOLE 0 17,184 BE AEROSPACE I COM 073302101 737 44,500 SH SOLE 0 44,500 BEACON ROOFING COM 073685109 3,656 111,900 SH SOLE 0 111,900 BEAR STEARNS C COM 073902108 12,527 114,144 SH SOLE 0 114,144 BEARINGPOINT I COM 074002106 709 93,400 SH SOLE 0 93,400 BEAZER HOMES U COM 07556Q105 299 5,100 SH SOLE 0 5,100 BECKMAN COULTE COM 075811109 3,714 68,800 SH SOLE 0 68,800 BECTON DICKINS COM 075887109 13,130 250,424 SH SOLE 0 250,424 BED BATH & BEY COM 075896100 17,007 423,260 SH SOLE 0 423,260 BEI TECHNOLOGI COM 05538P104 1,970 56,300 SH SOLE 0 56,300 BEL FUSE INC CL B 077347300 1,585 43,500 SH SOLE 0 43,500 BELDEN CDT INC COM 077454106 1,871 96,287 SH SOLE 0 96,287 BELL MICROPROD COM 078137106 1,721 171,550 SH SOLE 0 171,550 BELLSOUTH CORP COM 079860102 48,847 1,857,304 SH SOLE 0 1,857,304 BELO CORP COM 080555105 3,368 147,353 SH SOLE 0 147,353 BEMIS INC COM 081437105 2,566 103,878 SH SOLE 0 103,878 BENCHMARK ELEC COM 08160H101 4,661 154,750 SH SOLE 0 154,750 BENIHANA INC CL A 082047200 2,567 143,000 SH SOLE 0 143,000 BENTLEY PHARMA COM 082657107 884 73,936 SH SOLE 0 73,936 BERKLEY W R CO COM 084423102 7,363 186,500 SH SOLE 0 186,500 BERKSHIRE HATH CL A 084670108 328 4 SH SOLE 0 4 BERKSHIRE HATH CL B 084670207 4,097 1,500 SH SOLE 0 1,500 BERRY PETE CO CL A 085789105 660 9,900 SH SOLE 0 9,900 BEST BUY INC COM 086516101 18,724 430,150 SH SOLE 0 430,150 BEVERLY ENTERP COM 087851309 1,460 119,200 SH SOLE 0 119,200 BIG LOTS INC COM 089302103 17,410 1,584,138 SH SOLE 0 1,584,138 BINDVIEW DEV C COM 090327107 374 106,900 SH SOLE 0 106,900 BIOENVISION IN COM 09059N100 4,062 505,899 SH SOLE 0 505,899 BIOGEN IDEC IN COM 09062X103 13,818 349,997 SH SOLE 0 349,997 BIOLASE TECHNO COM 090911108 344 48,200 SH SOLE 0 48,200 BIOMED REALTY COM 09063H107 3,187 128,500 SH SOLE 0 128,500 BIOMET INC COM 090613100 9,670 278,589 SH SOLE 0 278,589 BIO-REFERENCE COM 09057G602 993 57,450 SH SOLE 0 57,450 BIOSITE INC COM 090945106 2,239 36,200 SH SOLE 0 36,200 BIOVAIL CORP COM 09067J109 4,482 191,765 SH SOLE 0 191,765 BISYS GROUP IN COM 055472104 2,624 195,400 SH SOLE 0 195,400 BJ SVCS CO COM 055482103 13,270 368,720 SH SOLE 0 368,720 BJS RESTAURANT COM 09180C106 593 29,040 SH SOLE 0 29,040 BJS WHOLESALE COM 05548J106 5,261 189,232 SH SOLE 0 189,232 BLACK & DECKER COM 091797100 6,716 81,813 SH SOLE 0 81,813 BLACK BOX CORP COM 091826107 2,555 60,900 SH SOLE 0 60,900 BLACK HILLS CO COM 092113109 1,574 36,300 SH SOLE 0 36,300 BLACKBAUD INC COM 09227Q100 407 28,700 SH SOLE 0 28,700 BLACKBOARD INC COM 091935502 2,906 116,200 SH SOLE 0 116,200 BLOCK H & R IN COM 093671105 8,684 362,124 SH SOLE 0 362,124 BLUE NILE INC COM 09578R103 1,307 41,300 SH SOLE 0 41,300 BLYTH INC COM 09643P108 2,346 105,236 SH SOLE 0 105,236 BMC SOFTWARE I COM 055921100 4,938 234,050 SH SOLE 0 234,050 BOB EVANS FARM COM 096761101 895 39,400 SH SOLE 0 39,400 BOEING CO COM 097023105 56,818 836,174 SH SOLE 0 836,174 BORDERS GROUP COM 099709107 2,399 108,202 SH SOLE 0 108,202 BORG WARNER IN COM 099724106 5,115 90,600 SH SOLE 0 90,600 BOSTON BEER IN CL A 100557107 660 26,400 SH SOLE 0 26,400 BOSTON PRIVATE COM 101119105 1,996 75,200 SH SOLE 0 75,200 BOSTON PROPERT COM 101121101 13,223 186,500 SH SOLE 0 186,500 BOSTON SCIENTI COM 101137107 15,544 665,106 SH SOLE 0 665,106 BOTTOMLINE TEC COM 101388106 1,488 98,600 SH SOLE 0 98,600 BOWATER INC COM 102183100 2,380 84,200 SH SOLE 0 84,200 BOWNE & CO INC COM 103043105 1,022 71,500 SH SOLE 0 71,500 BOYD GAMING CO COM 103304101 2,316 53,704 SH SOLE 0 53,704 BOYKIN LODGING COM 103430104 2,118 170,500 SH SOLE 0 170,500 BP PLC ADR 055622104 1,658 23,400 SH SOLE 0 23,400 BRADLEY PHARMA COM 104576103 614 56,200 SH SOLE 0 56,200 BRADY CORP CL A 104674106 3,199 103,400 SH SOLE 0 103,400 BRANDYWINE RLT COM 105368203 1,499 48,200 SH SOLE 0 48,200 BRASIL TELECOM ADR 105530109 4,756 111,830 SH SOLE 0 111,830 BRE PROPERTIES CL A 05564E106 85,889 1,930,100 SH SOLE 0 1,930,100 BRIGGS & STRAT COM 109043109 3,743 108,200 SH SOLE 0 108,200 BRIGHAM EXPLOR COM 109178103 259 20,190 SH SOLE 0 20,190 BRIGHTPOINT IN COM 109473405 869 45,390 SH SOLE 0 45,390 BRINKER INTL I COM 109641100 4,945 131,665 SH SOLE 0 131,665 BRINKS CO COM 109696104 2,676 65,177 SH SOLE 0 65,177 BRISTOL MYERS COM 110122108 48,942 2,034,148 SH SOLE 0 2,034,148 BRISTOL WEST H COM 11037M105 230 12,600 SH SOLE 0 12,600 BROADCOM CORP CL A 111320107 14,160 301,800 SH SOLE 0 301,800 BRONCO DRILLIN COM 112211107 331 12,000 SH SOLE 0 12,000 BROOKFIELD PPT COM 112900105 15,229 516,750 SH SOLE 0 516,750 BROOKLINE BANC COM 11373M107 2,044 129,200 SH SOLE 0 129,200 BROOKS AUTOMAT COM 114340102 1,270 95,300 SH SOLE 0 95,300 BROOKSTONE INC COM 114537103 3,714 186,250 SH SOLE 0 186,250 BROOKTROUT INC COM 114580103 855 65,900 SH SOLE 0 65,900 BROWN & BROWN COM 115236101 3,051 61,400 SH SOLE 0 61,400 BROWN FORMAN C CL B 115637209 5,294 88,914 SH SOLE 0 88,914 BROWN SHOE INC COM 115736100 1,274 38,600 SH SOLE 0 38,600 BRUNSWICK CORP COM 117043109 3,808 100,939 SH SOLE 0 100,939 BRUSH ENGINEER COM 117421107 640 40,300 SH SOLE 0 40,300 BUCKEYE TECHNO COM 118255108 564 69,400 SH SOLE 0 69,400 BUCYRUS INTL I CL A 118759109 1,651 33,600 SH SOLE 0 33,600 BUILDING MATLS COM 120113105 3,087 33,100 SH SOLE 0 33,100 BUNGE LIMITED COM G16962105 805 15,300 SH SOLE 0 15,300 BURLINGTON COA COM 121579106 1,324 34,800 SH SOLE 0 34,800 BURLINGTON N S COM 12189T104 22,918 383,251 SH SOLE 0 383,251 BURLINGTON RES COM 122014103 31,256 384,362 SH SOLE 0 384,362 C COR INC COM 125010108 677 100,300 SH SOLE 0 100,300 C D I CORP COM 125071100 771 26,100 SH SOLE 0 26,100 C D W CORP COM 12512N105 11,483 194,892 SH SOLE 0 194,892 C H ROBINSON W COM 12541W100 8,888 138,600 SH SOLE 0 138,600 C&D TECHNOLOGI COM 124661109 501 53,200 SH SOLE 0 53,200 CABOT CORP COM 127055101 2,271 68,800 SH SOLE 0 68,800 CABOT MICROELE COM 12709P103 800 27,241 SH SOLE 0 27,241 CABOT OIL & GA COM 127097103 10,222 202,375 SH SOLE 0 202,375 CACHE INC COM 127150308 323 21,200 SH SOLE 0 21,200 CACI INTL INC CL A 127190304 3,824 63,100 SH SOLE 0 63,100 CADENCE DESIGN COM 127387108 4,982 308,300 SH SOLE 0 308,300 CAL DIVE INTL COM 127914109 6,664 105,100 SH SOLE 0 105,100 CALAMOS ASSET CL A 12811R104 903 36,600 SH SOLE 0 36,600 CALAMP CORP COM 128126109 1,033 127,560 SH SOLE 0 127,560 CALIFORNIA PIZ COM 13054D109 2,346 80,220 SH SOLE 0 80,220 CALLAWAY GOLF COM 131193104 1,099 72,800 SH SOLE 0 72,800 CALLON PETE CO COM 13123X102 1,039 49,640 SH SOLE 0 49,640 CALPINE CORP COM 131347106 1,482 572,280 SH SOLE 0 572,280 CAMBREX CORP COM 132011107 2,074 109,400 SH SOLE 0 109,400 CAMDEN NATL CO COM 133034108 365 9,697 SH SOLE 0 9,697 CAMDEN PPTY TR COM 133131102 401 7,200 SH SOLE 0 7,200 CAMPBELL SOUP COM 134429109 5,645 189,737 SH SOLE 0 189,737 CAPITAL AUTOMO COM 139733109 8,028 207,400 SH SOLE 0 207,400 CAPITAL BK COR COM 139793103 167 11,100 SH SOLE 0 11,100 CAPITAL CORP O COM 140065202 2,769 90,642 SH SOLE 0 90,642 CAPITAL ONE FI COM 14040H105 20,228 254,380 SH SOLE 0 254,380 CAPITALSOURCE COM 14055X102 1,042 47,810 SH SOLE 0 47,810 CAPTARIS INC COM 14071N104 580 154,200 SH SOLE 0 154,200 CAPTIVA SOFTWA COM 14073T109 2,024 112,700 SH SOLE 0 112,700 CARAUSTAR INDS COM 140909102 1,190 108,400 SH SOLE 0 108,400 CARBO CERAMICS COM 140781105 3,156 47,825 SH SOLE 0 47,825 CARDIAC SCIENC COM 14141A108 422 39,364 SH SOLE 0 39,364 CARDINAL FINL COM 14149F109 428 44,350 SH SOLE 0 44,350 CARDINAL HEALT COM 14149Y108 30,131 474,952 SH SOLE 0 474,952 CAREER EDUCATI COM 141665109 7,177 201,822 SH SOLE 0 201,822 CAREMARK RX IN COM 141705103 22,868 458,000 SH SOLE 0 458,000 CARLISLE COS I COM 142339100 2,161 34,000 SH SOLE 0 34,000 CARMAX INC COM 143130102 5,372 171,800 SH SOLE 0 171,800 CARNIVAL CORP COM 143658300 21,837 436,920 SH SOLE 0 436,920 CARPENTER TECH COM 144285103 3,464 59,100 SH SOLE 0 59,100 CARREKER CORP COM 144433109 318 45,000 SH SOLE 0 45,000 CARRIZO OIL & COM 144577103 1,761 60,100 SH SOLE 0 60,100 CARTER INC COM 146229109 312 5,500 SH SOLE 0 5,500 CASCADE CORP COM 147195101 867 17,800 SH SOLE 0 17,800 CASCADE MICROT COM 147322101 704 52,300 SH SOLE 0 52,300 CASCADE NAT GA COM 147339105 520 23,900 SH SOLE 0 23,900 CASEYS GEN STO COM 147528103 3,889 167,614 SH SOLE 0 167,614 CASH AMER INTL COM 14754D100 1,273 61,333 SH SOLE 0 61,333 CASH SYSTEMS I COM 14756B102 1,234 179,665 SH SOLE 0 179,665 CASTLE A 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5,298,651 SH SOLE 0 5,298,651 CITIZENS COMMU COM 17453B101 4,500 332,140 SH SOLE 0 332,140 CITIZENS FIRST COM 17461R106 217 10,151 SH SOLE 0 10,151 CITIZENS SOUTH COM 176682102 157 12,400 SH SOLE 0 12,400 CITRIX SYS INC COM 177376100 4,162 165,540 SH SOLE 0 165,540 CITY NATL CORP COM 178566105 5,312 75,795 SH SOLE 0 75,795 CLAIRES STORES COM 179584107 6,915 286,580 SH SOLE 0 286,580 CLARCOR INC COM 179895107 3,108 108,200 SH SOLE 0 108,200 CLEAN HARBORS COM 184496107 1,008 29,700 SH SOLE 0 29,700 CLEAR CHANNEL COM 184502102 17,985 546,808 SH SOLE 0 546,808 CLECO CORP NEW COM 12561W105 2,469 104,700 SH SOLE 0 104,700 CLEVELAND CLIF COM 185896107 10,192 117,000 SH SOLE 0 117,000 CLIFTON SVGS B COM 18712Q103 204 19,823 SH SOLE 0 19,823 CLOROX CO DEL COM 189054109 8,437 151,914 SH SOLE 0 151,914 CMS ENERGY COR COM 125896100 3,799 230,967 SH SOLE 0 230,967 CNF INC COM 12612W104 4,816 91,734 SH SOLE 0 91,734 CNH GLOBAL N V ADR N20935206 1,133 57,500 SH SOLE 0 57,500 CNS INC COM 126136100 620 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COMMUNITY HEAL COM 203668108 7,346 189,284 SH SOLE 0 189,284 COMPANHIA DE B ADR 20441W203 6,373 171,400 SH SOLE 0 171,400 COMPANHIA DE B ADR 20441W104 1,060 35,320 SH SOLE 0 35,320 COMPANHIA DE S ADR 20441A102 1,300 74,800 SH SOLE 0 74,800 COMPANHIA VALE ADR 204412100 42,385 1,089,300 SH SOLE 0 1,089,300 COMPANHIA VALE ADR 204412209 4,939 112,600 SH SOLE 0 112,600 COMPANIA ANONI ADR 204421101 438 31,200 SH SOLE 0 31,200 COMPASS BANCSH COM 20449H109 5,875 128,200 SH SOLE 0 128,200 COMPETITIVE TE COM 204512107 633 96,164 SH SOLE 0 96,164 COMPUTER ASSOC COM 204912109 13,668 491,488 SH SOLE 0 491,488 COMPUTER PROGR COM 205306103 984 28,480 SH SOLE 0 28,480 COMPUTER SCIEN COM 205363104 9,303 196,632 SH SOLE 0 196,632 COMPUWARE CORP COM 205638109 3,567 375,480 SH SOLE 0 375,480 COMSTOCK HOMEB CL A 205684103 367 18,400 SH SOLE 0 18,400 COMTECH TELECO COM 205826209 1,684 40,600 SH SOLE 0 40,600 COMVERSE TECHN COM 205862402 5,216 198,560 SH SOLE 0 198,560 CONAGRA FOODS COM 205887102 13,028 526,376 SH SOLE 0 526,376 CONCEPTUS INC COM 206016107 945 81,500 SH SOLE 0 81,500 CONEXANT SYSTE COM 207142100 358 200,000 SH SOLE 0 200,000 CONMED CORP COM 207410101 2,302 82,580 SH SOLE 0 82,580 CONNETICS CORP COM 208192104 2,631 155,600 SH SOLE 0 155,600 CONOCOPHILLIPS COM 20825C104 98,815 1,413,460 SH SOLE 0 1,413,460 CONSOL ENERGY COM 20854P109 2,785 36,510 SH SOLE 0 36,510 CONSOLIDATED E COM 209115104 12,075 248,721 SH SOLE 0 248,721 CONSOLIDATED G COM 209341106 1,072 24,900 SH SOLE 0 24,900 CONSOLIDATED W ORD G23773107 597 29,800 SH SOLE 0 29,800 CONSTELLATION CL A 21036P108 5,021 193,100 SH SOLE 0 193,100 CONSTELLATION COM 210371100 11,154 181,070 SH SOLE 0 181,070 CONVERGYS CORP COM 212485106 2,002 139,320 SH SOLE 0 139,320 COOPER CAMERON COM 216640102 4,591 62,100 SH SOLE 0 62,100 COOPER COS INC COM 216648402 8,889 116,030 SH SOLE 0 116,030 COOPER INDS LT CL A G24182100 6,450 93,289 SH SOLE 0 93,289 COOPER TIRE & COM 216831107 1,099 71,970 SH SOLE 0 71,970 COPART INC COM 217204106 2,848 119,330 SH SOLE 0 119,330 CORINTHIAN COL COM 218868107 1,344 101,300 SH SOLE 0 101,300 CORN PRODS INT COM 219023108 3,167 157,000 SH SOLE 0 157,000 CORNING INC COM 219350105 29,469 1,524,506 SH SOLE 0 1,524,506 CORPORATE EXEC COM 21988R102 9,251 118,630 SH SOLE 0 118,630 CORRECTIONAL P COM 22025E104 559 19,000 SH SOLE 0 19,000 CORRECTIONS CO COM 22025Y407 4,456 112,240 SH SOLE 0 112,240 CORUS BANKSHAR COM 220873103 576 10,500 SH SOLE 0 10,500 COST PLUS INC COM 221485105 839 46,200 SH SOLE 0 46,200 COSTCO WHSL CO COM 22160K105 20,976 486,784 SH SOLE 0 486,784 COUNTRYWIDE FI COM 222372104 21,813 661,392 SH SOLE 0 661,392 COURIER CORP COM 222660102 264 7,050 SH SOLE 0 7,050 COVANCE INC COM 222816100 8,514 177,408 SH SOLE 0 177,408 COVANSYS CORP COM 22281W103 2,829 177,230 SH SOLE 0 177,230 COVENANT TRANS CL A 22284P105 551 45,500 SH SOLE 0 45,500 COVENTRY HEALT COM 222862104 12,626 146,780 SH SOLE 0 146,780 COX RADIO INC CL A 224051102 261 17,200 SH SOLE 0 17,200 CPI CORP COM 125902106 253 14,400 SH SOLE 0 14,400 CRA INTL INC COM 12618T105 493 11,830 SH SOLE 0 11,830 CRANE CO COM 224399105 1,663 55,917 SH SOLE 0 55,917 CREDENCE SYS C COM 225302108 2,685 336,000 SH SOLE 0 336,000 CREE INC COM 225447101 2,097 83,800 SH SOLE 0 83,800 CRESCENT REAL COM 225756105 2,937 143,200 SH SOLE 0 143,200 CROSS CTRY HEA COM 227483104 817 44,000 SH SOLE 0 44,000 CROWN CASTLE I COM 228227104 3,366 136,650 SH SOLE 0 136,650 CRYOLIFE INC COM 228903100 314 45,150 SH SOLE 0 45,150 CSG SYS INTL I COM 126349109 6,115 281,652 SH SOLE 0 281,652 CSX CORP COM 126408103 11,700 251,721 SH SOLE 0 251,721 CTS CORP COM 126501105 1,650 136,370 SH SOLE 0 136,370 CUBIC CORP COM 229669106 556 32,500 SH SOLE 0 32,500 CUBIST PHARMAC COM 229678107 1,555 72,200 SH SOLE 0 72,200 CULLEN FROST B COM 229899109 3,626 73,500 SH SOLE 0 73,500 CUMMINS INC COM 231021106 7,321 83,201 SH SOLE 0 83,201 CURTISS WRIGHT COM 231561101 3,039 49,250 SH SOLE 0 49,250 CUTERA INC COM 232109108 1,146 44,180 SH SOLE 0 44,180 CV THERAPEUTIC COM 126667104 1,637 61,200 SH SOLE 0 61,200 CVS CORP COM 126650100 24,210 834,528 SH SOLE 0 834,528 CYBERONICS INC COM 23251P102 1,370 45,900 SH SOLE 0 45,900 CYBEROPTICS CO COM 232517102 1,393 100,000 SH SOLE 0 100,000 CYBERSOURCE CO COM 23251J106 1,158 176,007 SH SOLE 0 176,007 CYMER INC COM 232572107 3,917 125,060 SH SOLE 0 125,060 CYPRESS SEMICO COM 232806109 5,632 374,200 SH SOLE 0 374,200 CYTEC INDS INC COM 232820100 2,963 68,300 SH SOLE 0 68,300 CYTOKINETICS I COM 23282W100 428 52,600 SH SOLE 0 52,600 CYTYC CORP COM 232946103 6,454 240,362 SH SOLE 0 240,362 D R HORTON INC COM 23331A109 11,221 309,800 SH SOLE 0 309,800 DADE BEHRING H COM 23342J206 359 9,800 SH SOLE 0 9,800 DAKTRONICS INC COM 234264109 3,233 134,800 SH SOLE 0 134,800 DANA CORP COM 235811106 1,364 144,920 SH SOLE 0 144,920 DANAHER CORP D COM 235851102 14,531 269,948 SH SOLE 0 269,948 DARDEN RESTAUR COM 237194105 5,062 166,663 SH SOLE 0 166,663 DARLING INTL I COM 237266101 343 97,100 SH SOLE 0 97,100 DATASCOPE CORP COM 238113104 800 25,800 SH SOLE 0 25,800 DATATRAK INTL COM 238134100 1,422 126,876 SH SOLE 0 126,876 DAVE & BUSTERS COM 23833N104 320 24,000 SH SOLE 0 24,000 DAWSON GEOPHYS COM 239359102 3,128 103,418 SH SOLE 0 103,418 DEAN FOODS CO COM 242370104 6,466 166,382 SH SOLE 0 166,382 DEARBORN BANCO COM 24242R108 469 18,234 SH SOLE 0 18,234 DECKERS OUTDOO COM 243537107 631 26,230 SH SOLE 0 26,230 DEERE & CO COM 244199105 14,810 242,000 SH SOLE 0 242,000 DELL INC COM 24702R101 84,825 2,480,276 SH SOLE 0 2,480,276 DELPHI CORP COM 247126105 1,503 544,651 SH SOLE 0 544,651 DELPHI FINL GR CL A 247131105 2,783 59,464 SH SOLE 0 59,464 DELTA & PINE L COM 247357106 2,004 75,866 SH SOLE 0 75,866 DELTA AIR LINE COM 247361108 91 121,590 SH SOLE 0 121,590 DELTIC TIMBER COM 247850100 1,183 25,700 SH SOLE 0 25,700 DELUXE CORP COM 248019101 3,170 78,928 SH SOLE 0 78,928 DENBURY RES IN COM 247916208 3,198 63,400 SH SOLE 0 63,400 DENDRITE INTL COM 248239105 1,795 89,550 SH SOLE 0 89,550 DENTSPLY INTL COM 249030107 5,199 96,242 SH SOLE 0 96,242 DEPARTMENT 56 COM 249509100 361 28,900 SH SOLE 0 28,900 DESARROLLADORA ADR 25030W100 3,879 126,300 SH SOLE 0 126,300 DEVELOPERS DIV COM 251591103 6,262 134,100 SH SOLE 0 134,100 DEVON ENERGY C COM 25179M103 31,973 465,800 SH SOLE 0 465,800 DEVRY INC DEL COM 251893103 1,238 65,000 SH SOLE 0 65,000 DIAGNOSTIC PRO COM 252450101 3,786 71,800 SH SOLE 0 71,800 DIALYSIS CORP COM 252529102 250 19,268 SH SOLE 0 19,268 DIAMOND FOODS COM 252603105 1,479 86,500 SH SOLE 0 86,500 DIAMONDCLUSTER COM 25278P106 2,418 319,040 SH SOLE 0 319,040 DIAMONDROCK HO COM 252784301 316 26,900 SH SOLE 0 26,900 DIEBOLD INC COM 253651103 3,827 111,050 SH SOLE 0 111,050 DIGENE CORP COM 253752109 3,516 123,370 SH SOLE 0 123,370 DIGI INTL INC COM 253798102 2,576 240,080 SH SOLE 0 240,080 DIGITAL INSIGH COM 25385P106 2,666 102,300 SH SOLE 0 102,300 DIGITAL RIV IN COM 25388B104 4,283 122,900 SH SOLE 0 122,900 DILLARDS INC CL A 254067101 1,462 70,000 SH SOLE 0 70,000 DIME CMNTY BAN COM 253922108 860 58,425 SH SOLE 0 58,425 DIODES INC COM 254543101 1,479 40,800 SH SOLE 0 40,800 DIONEX CORP COM 254546104 2,311 42,600 SH SOLE 0 42,600 DIRECT GEN COR COM 25456W204 730 37,000 SH SOLE 0 37,000 DISNEY WALT CO COM 254687106 50,534 2,094,228 SH SOLE 0 2,094,228 DITECH COMMUNI COM 25500M103 826 122,485 SH SOLE 0 122,485 DIVERSA CORP COM 255064107 1,928 332,970 SH SOLE 0 332,970 DIXIE GROUP IN CL A 255519100 1,127 70,704 SH SOLE 0 70,704 DJ ORTHOPEDICS COM 23325G104 1,325 45,800 SH SOLE 0 45,800 DOBSON COMMUNI CL A 256069105 3,815 496,800 SH SOLE 0 496,800 DOLLAR GEN COR COM 256669102 5,932 323,451 SH SOLE 0 323,451 DOLLAR TREE ST COM 256747106 2,581 119,200 SH SOLE 0 119,200 DOMINION RES I COM 25746U109 29,579 343,383 SH SOLE 0 343,383 DOMINOS PIZZA COM 25754A201 418 17,912 SH SOLE 0 17,912 DONALDSON INC COM 257651109 2,809 92,000 SH SOLE 0 92,000 DONNELLEY R R COM 257867101 8,015 216,204 SH SOLE 0 216,204 DORAL FINL COR COM 25811P100 444 34,000 SH SOLE 0 34,000 DOVER CORP COM 260003108 8,323 204,034 SH SOLE 0 204,034 DOW CHEM CO COM 260543103 41,944 1,006,577 SH SOLE 0 1,006,577 DOW JONES & CO COM 260561105 2,263 59,263 SH SOLE 0 59,263 DOWNEY FINL CO COM 261018105 2,669 43,824 SH SOLE 0 43,824 DPL INC COM 233293109 4,488 161,424 SH SOLE 0 161,424 DR REDDYS LABS ADR 256135203 5,832 299,700 SH SOLE 0 299,700 DRAXIS HEALTH COM 26150J101 376 81,400 SH SOLE 0 81,400 DREAMWORKS ANI CL A 26153C103 918 33,200 SH SOLE 0 33,200 DRESS BARN INC COM 261570105 1,056 46,400 SH SOLE 0 46,400 DREW INDS INC COM 26168L205 1,542 59,740 SH SOLE 0 59,740 DRIL-QUIP INC COM 262037104 1,836 38,260 SH SOLE 0 38,260 DRS TECHNOLOGI COM 23330X100 3,144 63,700 SH SOLE 0 63,700 DSP GROUP INC COM 23332B106 1,542 60,100 SH SOLE 0 60,100 DST SYS INC DE COM 233326107 4,244 77,400 SH SOLE 0 77,400 DSW INC CL A 23334L102 1,851 87,310 SH SOLE 0 87,310 DTE ENERGY CO COM 233331107 8,219 179,209 SH SOLE 0 179,209 DU PONT E I DE COM 263534109 39,940 1,019,650 SH SOLE 0 1,019,650 DUKE ENERGY CO COM 264399106 26,786 918,256 SH SOLE 0 918,256 DUN & BRADSTRE COM 26483E100 6,787 103,041 SH SOLE 0 103,041 DUQUESNE LT HL COM 266233105 1,485 86,300 SH SOLE 0 86,300 DURATEK INC COM 26658Q102 891 48,720 SH SOLE 0 48,720 DYCOM INDS INC COM 267475101 1,190 58,851 SH SOLE 0 58,851 DYNAMEX INC COM 26784F103 1,093 69,900 SH SOLE 0 69,900 DYNAMIC MATLS COM 267888105 423 9,639 SH SOLE 0 9,639 DYNEGY INC NEW CL A 26816Q101 1,545 327,960 SH SOLE 0 327,960 E M C CORP MAS COM 268648102 33,751 2,608,250 SH SOLE 0 2,608,250 E TRADE FINANC COM 269246104 8,207 466,300 SH SOLE 0 466,300 EAGLE HOSPITAL COM 26959T102 2,413 241,820 SH SOLE 0 241,820 EAGLE MATERIAL COM 26969P108 4,022 33,140 SH SOLE 0 33,140 EARTHLINK INC COM 270321102 1,019 95,251 SH SOLE 0 95,251 EAST WEST BANC COM 27579R104 8,810 258,800 SH SOLE 0 258,800 EASTGROUP PPTY COM 277276101 2,021 46,200 SH SOLE 0 46,200 EASTMAN CHEM C COM 277432100 5,505 117,210 SH SOLE 0 117,210 EASTMAN KODAK COM 277461109 7,728 317,623 SH SOLE 0 317,623 EATON CORP COM 278058102 9,624 151,444 SH SOLE 0 151,444 EATON VANCE CO COM 278265103 3,927 158,236 SH SOLE 0 158,236 EBAY INC COM 278642103 46,792 1,135,727 SH SOLE 0 1,135,727 ECLIPSYS CORP COM 278856109 769 43,120 SH SOLE 0 43,120 ECOLAB INC COM 278865100 6,022 188,604 SH SOLE 0 188,604 EDGE PETE CORP COM 279862106 5,947 225,356 SH SOLE 0 225,356 EDIETS COM INC COM 280597105 647 157,392 SH SOLE 0 157,392 EDISON INTL COM 281020107 15,522 328,299 SH SOLE 0 328,299 EDO CORP COM 281347104 928 30,900 SH SOLE 0 30,900 EDUCATE INC COM 28138P100 1,406 93,730 SH SOLE 0 93,730 EDUCATION MGMT COM 28139T101 6,346 196,843 SH SOLE 0 196,843 EDWARDS AG INC COM 281760108 4,823 110,091 SH SOLE 0 110,091 EDWARDS LIFESC COM 28176E108 6,024 135,651 SH SOLE 0 135,651 EFJ INC COM 26843B101 4,946 480,620 SH SOLE 0 480,620 EFUNDS CORP COM 28224R101 1,793 95,200 SH SOLE 0 95,200 EGL INC COM 268484102 3,456 127,300 SH SOLE 0 127,300 EL PASO CORP COM 28336L109 9,520 684,887 SH SOLE 0 684,887 EL PASO ELEC C COM 283677854 5,265 252,500 SH SOLE 0 252,500 ELECTRO SCIENT COM 285229100 1,344 60,100 SH SOLE 0 60,100 ELECTRONIC ART COM 285512109 17,347 304,920 SH SOLE 0 304,920 ELECTRONIC DAT COM 285661104 11,952 532,620 SH SOLE 0 532,620 ELECTRONICS BO COM 286045109 3,501 55,720 SH SOLE 0 55,720 ELECTRONICS FO COM 286082102 583 25,400 SH SOLE 0 25,400 ELIZABETH ARDE COM 28660G106 2,462 114,090 SH SOLE 0 114,090 ELKCORP COM 287456107 3,647 101,950 SH SOLE 0 101,950 E-LOAN INC COM 26861P107 77 18,339 SH SOLE 0 18,339 EMAGEON INC COM 29076V109 267 19,700 SH SOLE 0 19,700 EMBRAER-EMPRES ADR 29081M102 6,146 159,230 SH SOLE 0 159,230 EMBRATEL PARTI ADR 29081N209 505 43,350 SH SOLE 0 43,350 EMBREX INC COM 290817105 1,946 173,000 SH SOLE 0 173,000 EMCOR GROUP IN COM 29084Q100 1,933 32,600 SH SOLE 0 32,600 EMCORE CORP COM 290846104 341 55,800 SH SOLE 0 55,800 EMERSON ELEC C COM 291011104 29,971 417,420 SH SOLE 0 417,420 EMMIS COMMUNIC CL A 291525103 3,041 137,600 SH SOLE 0 137,600 EMULEX CORP COM 292475209 1,160 57,387 SH SOLE 0 57,387 ENCANA CORP COM 292505104 1,022 17,532 SH SOLE 0 17,532 ENCORE ACQUISI COM 29255W100 552 14,200 SH SOLE 0 14,200 ENCORE MED COR COM 29256E109 232 49,400 SH SOLE 0 49,400 ENCORE WIRE CO COM 292562105 309 19,000 SH SOLE 0 19,000 ENCYSIVE PHARM COM 29256X107 2,439 207,020 SH SOLE 0 207,020 ENDO PHARMACEU COM 29264F205 2,121 79,540 SH SOLE 0 79,540 ENERGEN CORP COM 29265N108 9,941 229,800 SH SOLE 0 229,800 ENERGIZER HLDG COM 29266R108 5,250 92,600 SH SOLE 0 92,600 ENERGY CONVERS COM 292659109 5,206 116,000 SH SOLE 0 116,000 ENERGY EAST CO COM 29266M109 5,045 200,291 SH SOLE 0 200,291 ENERGY PARTNER COM 29270U105 318 10,200 SH SOLE 0 10,200 ENGELHARD CORP COM 292845104 3,375 120,926 SH SOLE 0 120,926 ENGINEERED SUP COM 292866100 3,596 87,625 SH SOLE 0 87,625 ENPRO INDS INC COM 29355X107 1,479 43,900 SH SOLE 0 43,900 ENSCO INTL INC COM 26874Q100 39,928 857,000 SH SOLE 0 857,000 ENTEGRIS INC COM 29362U104 277 24,500 SH SOLE 0 24,500 ENTERCOM COMMU CL A 293639100 1,336 42,300 SH SOLE 0 42,300 ENTERGY CORP N COM 29364G103 15,809 212,714 SH SOLE 0 212,714 ENTERTAINMENT COM 29380T105 4,490 100,600 SH SOLE 0 100,600 ENTRUST INC COM 293848107 1,222 218,280 SH SOLE 0 218,280 ENVIRONMENTAL COM 294092101 1,009 195,500 SH SOLE 0 195,500 ENZO BIOCHEM I COM 294100102 880 57,318 SH SOLE 0 57,318 EOG RES INC COM 26875P101 18,349 244,980 SH SOLE 0 244,980 EPIQ SYS INC COM 26882D109 1,377 63,100 SH SOLE 0 63,100 EQUIFAX INC COM 294429105 4,650 133,072 SH SOLE 0 133,072 EQUITABLE RES COM 294549100 5,261 134,700 SH SOLE 0 134,700 EQUITY INNS IN COM 294703103 625 46,300 SH SOLE 0 46,300 EQUITY LIFESTY COM 29472R108 3,263 72,500 SH SOLE 0 72,500 EQUITY OFFICE COM 294741103 21,313 651,589 SH SOLE 0 651,589 EQUITY RESIDEN COM 29476L107 17,807 470,472 SH SOLE 0 470,472 ERESEARCHTECHN COM 29481V108 2,085 146,940 SH SOLE 0 146,940 ERICSSON L M T ADR 294821608 589 16,000 SH SOLE 0 16,000 ESCO TECHNOLOG COM 296315104 3,540 70,700 SH SOLE 0 70,700 ESS TECHNOLOGY COM 269151106 264 74,300 SH SOLE 0 74,300 ESSEX CORP COM 296744105 208 9,600 SH SOLE 0 9,600 ESSEX PPTY TR COM 297178105 13,199 146,650 SH SOLE 0 146,650 ESTERLINE TECH COM 297425100 2,220 58,600 SH SOLE 0 58,600 ETHAN ALLEN IN COM 297602104 2,963 94,500 SH SOLE 0 94,500 EUROBANCSHARES COM 298716101 231 15,500 SH SOLE 0 15,500 EURONET WORLDW COM 298736109 1,391 47,000 SH SOLE 0 47,000 EVEREST RE GRO COM G3223R108 8,456 86,375 SH SOLE 0 86,375 EVERGREEN SOLA COM 30033R108 2,258 242,020 SH SOLE 0 242,020 EXAR CORP COM 300645108 2,344 167,200 SH SOLE 0 167,200 EXELIXIS INC COM 30161Q104 296 38,705 SH SOLE 0 38,705 EXELON CORP COM 30161N101 35,543 665,096 SH SOLE 0 665,096 EXIDE TECHNOLO COM 302051206 637 125,332 SH SOLE 0 125,332 EXPEDITORS INT COM 302130109 9,306 163,900 SH SOLE 0 163,900 EXPONENT INC COM 30214U102 538 17,148 SH SOLE 0 17,148 EXPRESS SCRIPT COM 302182100 13,123 210,980 SH SOLE 0 210,980 EXTENDED SYSTE COM 301973103 412 93,494 SH SOLE 0 93,494 EXXON MOBIL CO COM 30231G102 408,356 6,426,755 SH SOLE 0 6,426,755 F M C CORP COM 302491303 5,344 93,393 SH SOLE 0 93,393 F5 NETWORKS IN COM 315616102 9,683 222,760 SH SOLE 0 222,760 FACTSET RESH S COM 303075105 2,865 81,300 SH SOLE 0 81,300 FAIR ISAAC COR COM 303250104 5,132 114,550 SH SOLE 0 114,550 FAIRCHILD SEMI COM 303726103 4,373 294,300 SH SOLE 0 294,300 FAIRMONT HOTEL COM 305204109 69,471 2,078,720 SH SOLE 0 2,078,720 FAMILY DLR STO COM 307000109 3,317 166,920 SH SOLE 0 166,920 FAMOUS DAVES A COM 307068106 1,669 140,000 SH SOLE 0 140,000 FARGO ELECTRON COM 30744P102 1,457 83,400 SH SOLE 0 83,400 FASTENAL CO COM 311900104 7,850 128,500 SH SOLE 0 128,500 FEDDERS CORP COM 313135501 105 49,260 SH SOLE 0 49,260 FEDERAL AGRIC CL C 313148306 643 26,430 SH SOLE 0 26,430 FEDERAL HOME L COM 313400301 39,516 699,896 SH SOLE 0 699,896 FEDERAL NATL M COM 313586109 45,055 1,005,234 SH SOLE 0 1,005,234 FEDERAL REALTY COM 313747206 13,374 219,500 SH SOLE 0 219,500 FEDERAL SIGNAL COM 313855108 916 53,600 SH SOLE 0 53,600 FEDERATED DEPT COM 31410H101 18,042 269,800 SH SOLE 0 269,800 FEDERATED INVS CL B 314211103 2,838 85,400 SH SOLE 0 85,400 FEDEX CORP COM 31428X106 28,699 329,377 SH SOLE 0 329,377 FEI CO COM 30241L109 1,007 52,300 SH SOLE 0 52,300 FELCOR LODGING COM 31430F101 365 24,100 SH SOLE 0 24,100 FERRO CORP COM 315405100 852 46,500 SH SOLE 0 46,500 FIDELITY NATL COM 316326107 8,543 191,897 SH SOLE 0 191,897 FIFTH THIRD BA COM 316773100 20,593 560,365 SH SOLE 0 560,365 FILENET CORP COM 316869106 4,179 149,800 SH SOLE 0 149,800 FINANCIAL FED COM 317492106 1,855 46,600 SH SOLE 0 46,600 FINISH LINE IN CL A 317923100 8,830 605,200 SH SOLE 0 605,200 FIRST ADVANTAG CL A 31845F100 1,745 59,356 SH SOLE 0 59,356 FIRST AMERN CO COM 318522307 7,310 160,069 SH SOLE 0 160,069 FIRST BANCORP COM 318672102 2,870 169,600 SH SOLE 0 169,600 FIRST CASH FIN COM 31942D107 334 12,700 SH SOLE 0 12,700 FIRST CMNTY BA COM 31983B101 1,425 29,800 SH SOLE 0 29,800 FIRST CTZNS BA CL A 31946M103 1,553 9,100 SH SOLE 0 9,100 FIRST DATA COR COM 319963104 33,499 837,477 SH SOLE 0 837,477 FIRST FED N MI COM 32021X105 201 21,200 SH SOLE 0 21,200 FIRST HORIZON COM 320517105 4,672 128,540 SH SOLE 0 128,540 FIRST HORIZON COM 32051K106 618 31,100 SH SOLE 0 31,100 FIRST IND CORP COM 32054R108 845 24,800 SH SOLE 0 24,800 FIRST INDUSTRI COM 32054K103 3,500 87,400 SH SOLE 0 87,400 FIRST MIDWEST COM 320867104 5,013 134,625 SH SOLE 0 134,625 FIRST NIAGARA COM 33582V108 417 28,900 SH SOLE 0 28,900 FIRST PL FINL COM 33610T109 665 30,000 SH SOLE 0 30,000 FIRST REP BK S COM 336158100 1,698 48,200 SH SOLE 0 48,200 FIRSTCITY FINL COM 33761X107 1,220 100,000 SH SOLE 0 100,000 FIRSTENERGY CO COM 337932107 17,464 335,067 SH SOLE 0 335,067 FIRSTFED FINL COM 337907109 2,287 42,500 SH SOLE 0 42,500 FIRSTMERIT COR COM 337915102 2,483 92,700 SH SOLE 0 92,700 FISERV INC COM 337738108 14,582 317,900 SH SOLE 0 317,900 FISHER SCIENTI COM 338032204 11,064 178,300 SH SOLE 0 178,300 FLAGSTAR BANCO COM 337930101 1,222 75,882 SH SOLE 0 75,882 FLANDERS CORP COM 338494107 984 81,030 SH SOLE 0 81,030 FLEETWOOD ENTE COM 339099103 16,448 1,337,253 SH SOLE 0 1,337,253 FLEXIBLE SOLUT COM 33938T104 272 70,331 SH SOLE 0 70,331 FLEXTRONICS IN ORD Y2573F102 6,551 509,820 SH SOLE 0 509,820 FLIR SYS INC COM 302445101 6,630 224,216 SH SOLE 0 224,216 FLORIDA ROCK I COM 341140101 6,985 108,987 SH SOLE 0 108,987 FLOTEK INDS IN COM 343389102 448 23,436 SH SOLE 0 23,436 FLOW INTL CORP COM 343468104 445 57,690 SH SOLE 0 57,690 FLOWERS FOODS COM 343498101 4,304 157,775 SH SOLE 0 157,775 FLOWSERVE CORP COM 34354P105 4,904 134,898 SH SOLE 0 134,898 FLUOR CORP NEW COM 343412102 5,696 88,475 SH SOLE 0 88,475 FLUSHING FINL COM 343873105 241 14,748 SH SOLE 0 14,748 FMC TECHNOLOGI COM 30249U101 5,795 137,605 SH SOLE 0 137,605 FNB FINANCIAL COM 302526108 207 11,750 SH SOLE 0 11,750 FOMENTO ECONOM ADR 344419106 12,125 173,410 SH SOLE 0 173,410 FONAR CORP COM 344437108 304 281,466 SH SOLE 0 281,466 FOOT LOCKER IN COM 344849104 19,603 893,470 SH SOLE 0 893,470 FORD MTR CO DE COM 345370860 18,410 1,867,143 SH SOLE 0 1,867,143 FOREST CITY EN CL A 345550107 2,408 63,200 SH SOLE 0 63,200 FOREST LABS IN COM 345838106 13,505 346,560 SH SOLE 0 346,560 FOREST OIL COR COM 346091705 4,111 78,904 SH SOLE 0 78,904 FORRESTER RESH COM 346563109 239 11,500 SH SOLE 0 11,500 FORTUNE BRANDS COM 349631101 11,963 147,093 SH SOLE 0 147,093 FORWARD AIR CO COM 349853101 7,364 199,878 SH SOLE 0 199,878 FOSSIL INC COM 349882100 1,869 102,737 SH SOLE 0 102,737 FOSTER WHEELER WAR G36535113 38 24,200 SH SOLE 0 24,200 FOSTER WHEELER COM G36535139 3,608 116,810 SH SOLE 0 116,810 FOUNDRY NETWOR COM 35063R100 2,170 170,900 SH SOLE 0 170,900 FOX & HOUND RE COM 351321104 393 38,600 SH SOLE 0 38,600 FOXHOLLOW TECH COM 35166A103 2,607 54,760 SH SOLE 0 54,760 FPIC INS GROUP COM 302563101 861 23,930 SH SOLE 0 23,930 FPL GROUP INC COM 302571104 19,058 400,388 SH SOLE 0 400,388 FRANKLIN BK CO COM 352451108 2,508 155,311 SH SOLE 0 155,311 FRANKLIN ELEC COM 353514102 373 9,000 SH SOLE 0 9,000 FRANKLIN RES I COM 354613101 13,921 165,808 SH SOLE 0 165,808 FREDS INC CL A 356108100 1,046 83,600 SH SOLE 0 83,600 FREEPORT-MCMOR CL B 35671D857 8,611 177,227 SH SOLE 0 177,227 FREESCALE SEMI CL B 35687M206 9,879 418,949 SH SOLE 0 418,949 FREIGHTCAR AME COM 357023100 1,244 30,500 SH SOLE 0 30,500 FREMONT GEN CO COM 357288109 3,429 157,100 SH SOLE 0 157,100 FRESENIUS MED ADR 358029106 9,705 319,464 SH SOLE 0 319,464 FRIEDMAN BILLI CL A 358434108 1,404 137,770 SH SOLE 0 137,770 FRONTIER AIRLI COM 359065109 3,548 362,811 SH SOLE 0 362,811 FRONTIER OIL C COM 35914P105 7,429 167,500 SH SOLE 0 167,500 FROZEN FOOD EX COM 359360104 419 39,900 SH SOLE 0 39,900 FSI INTL INC COM 302633102 1,895 450,000 SH SOLE 0 450,000 FTI CONSULTING COM 302941109 2,114 83,700 SH SOLE 0 83,700 FUEL-TECH N V COM 359523107 611 66,100 SH SOLE 0 66,100 FULLER H B CO COM 359694106 2,263 72,800 SH SOLE 0 72,800 FURNITURE BRAN COM 360921100 1,577 87,492 SH SOLE 0 87,492 G & K SVCS INC CL A 361268105 1,740 44,200 SH SOLE 0 44,200 GABLES RESIDEN COM 362418105 3,191 73,100 SH SOLE 0 73,100 GALLAGHER ARTH COM 363576109 3,022 104,900 SH SOLE 0 104,900 GAMESTOP CORP CL B 36466R200 5,002 176,200 SH SOLE 0 176,200 GAMING PARTNER COM 36467A107 846 53,029 SH SOLE 0 53,029 GANDER MOUNTAI COM 36471P108 369 41,100 SH SOLE 0 41,100 GANNETT INC COM 364730101 17,084 248,210 SH SOLE 0 248,210 GAP INC DEL COM 364760108 10,273 589,387 SH SOLE 0 589,387 GARDNER DENVER COM 365558105 5,749 128,900 SH SOLE 0 128,900 GARMIN LTD ORD G37260109 1,153 17,000 SH SOLE 0 17,000 GARTNER INC COM 366651107 747 63,900 SH SOLE 0 63,900 GASCO ENERGY I COM 367220100 370 55,650 SH SOLE 0 55,650 GATEWAY INC COM 367626108 799 295,986 SH SOLE 0 295,986 GATX CORP COM 361448103 2,195 55,500 SH SOLE 0 55,500 GEHL CO COM 368483103 2,018 72,390 SH SOLE 0 72,390 GEMSTAR-TV GUI COM 36866W106 176 59,400 SH SOLE 0 59,400 GENCORP INC COM 368682100 2,141 114,800 SH SOLE 0 114,800 GENENTECH INC COM 368710406 2,013 23,900 SH SOLE 0 23,900 GENERAL COMMUN CL A 369385109 2,081 210,200 SH SOLE 0 210,200 GENERAL DYNAMI COM 369550108 26,400 220,825 SH SOLE 0 220,825 GENERAL ELEC C COM 369604103 364,71210,831,968 SH SOLE 0 10,831,968 GENERAL GROWTH COM 370021107 3,921 87,280 SH SOLE 0 87,280 GENERAL MLS IN COM 370334104 17,836 370,048 SH SOLE 0 370,048 GENERAL MTRS C COM 370442105 17,511 572,081 SH SOLE 0 572,081 GENESCO INC COM 371532102 1,776 47,700 SH SOLE 0 47,700 GENESEE & WYO CL A 371559105 624 19,700 SH SOLE 0 19,700 GENESIS HEALTH COM 37184D101 4,007 99,386 SH SOLE 0 99,386 GENITOPE CORP COM 37229P507 259 37,355 SH SOLE 0 37,355 GENLYTE GROUP COM 372302109 2,774 57,700 SH SOLE 0 57,700 GEN-PROBE INC COM 36866T103 6,540 132,255 SH SOLE 0 132,255 GENTEX CORP COM 371901109 3,021 173,600 SH SOLE 0 173,600 GENTIVA HEALTH COM 37247A102 1,627 89,810 SH SOLE 0 89,810 GENUINE PARTS COM 372460105 7,526 175,436 SH SOLE 0 175,436 GENWORTH FINL COM 37247D106 1,164 36,100 SH SOLE 0 36,100 GENZYME CORP COM 372917104 18,932 264,260 SH SOLE 0 264,260 GEO GROUP INC COM 36159R103 605 22,820 SH SOLE 0 22,820 GEORGIA GULF C COM 373200203 1,724 71,600 SH SOLE 0 71,600 GEORGIA PAC CO COM 373298108 10,040 294,784 SH SOLE 0 294,784 GERBER SCIENTI COM 373730100 367 46,800 SH SOLE 0 46,800 GERDAU S A ADR 373737105 3,852 258,000 SH SOLE 0 258,000 GETTY IMAGES I COM 374276103 2,452 28,500 SH SOLE 0 28,500 GEVITY HR INC COM 374393106 1,337 49,100 SH SOLE 0 49,100 GIANT INDS INC COM 374508109 855 14,600 SH SOLE 0 14,600 GILEAD SCIENCE COM 375558103 23,112 474,001 SH SOLE 0 474,001 GILLETTE CO COM 375766102 66,733 1,146,620 SH SOLE 0 1,146,620 GLATFELTER COM 377316104 688 48,800 SH SOLE 0 48,800 GLENBOROUGH RL COM 37803P105 1,459 76,000 SH SOLE 0 76,000 GLOBAL IMAGING COM 37934A100 3,477 102,124 SH SOLE 0 102,124 GLOBAL INDS LT COM 379336100 930 63,100 SH SOLE 0 63,100 GLOBAL PMTS IN COM 37940X102 5,361 68,980 SH SOLE 0 68,980 GLOBECOMM SYST COM 37956X103 1,229 156,500 SH SOLE 0 156,500 GLOBIX CORP COM 37957F200 2,977 1,511,135 SH SOLE 0 1,511,135 GMH CMNTYS TR COM 36188G102 434 29,600 SH SOLE 0 29,600 GMX RES INC COM 38011M108 2,169 82,558 SH SOLE 0 82,558 GOL LINHAS AER ADR 38045R107 4,625 142,520 SH SOLE 0 142,520 GOLD BANC CORP COM 379907108 2,704 181,500 SH SOLE 0 181,500 GOLD FIELDS LT ADR 38059T106 170 11,700 SH SOLE 0 11,700 GOLD KIST INC COM 380614107 608 31,092 SH SOLE 0 31,092 GOLDCORP INC N COM 380956409 389 19,400 SH SOLE 0 19,400 GOLDEN WEST FI COM 381317106 15,386 259,060 SH SOLE 0 259,060 GOLDMAN SACHS COM 38141G104 57,422 472,300 SH SOLE 0 472,300 GOODRICH CORP COM 382388106 5,659 127,621 SH SOLE 0 127,621 GOODYEAR TIRE COM 382550101 2,887 185,167 SH SOLE 0 185,167 GOODYS FAMILY COM 382588101 316 41,700 SH SOLE 0 41,700 GOOGLE INC CL A 38259P508 1,424 4,500 SH SOLE 0 4,500 GORMAN RUPP CO COM 383082104 361 15,000 SH SOLE 0 15,000 GRACO INC COM 384109104 6,501 189,639 SH SOLE 0 189,639 GRAFTECH INTL COM 384313102 437 80,400 SH SOLE 0 80,400 GRAINGER W W I COM 384802104 4,901 77,894 SH SOLE 0 77,894 GRANITE CONSTR COM 387328107 1,400 36,600 SH SOLE 0 36,600 GRANT PRIDECO COM 38821G101 5,729 140,930 SH SOLE 0 140,930 GREAT ATLANTIC COM 390064103 1,010 35,600 SH SOLE 0 35,600 GREAT PLAINS E COM 391164100 2,737 91,500 SH SOLE 0 91,500 GREATBATCH INC COM 39153L106 1,243 45,300 SH SOLE 0 45,300 GREATER BAY BA COM 391648102 1,390 56,400 SH SOLE 0 56,400 GREEN MOUNTAIN COM 393154109 359 10,900 SH SOLE 0 10,900 GREENBRIER COS COM 393657101 3,500 105,300 SH SOLE 0 105,300 GREENE CNTY BA COM 394361208 2,257 87,200 SH SOLE 0 87,200 GREIF INC CL A 397624107 246 4,100 SH SOLE 0 4,100 GREY WOLF INC COM 397888108 2,356 279,480 SH SOLE 0 279,480 GRIFFON CORP COM 398433102 1,340 54,490 SH SOLE 0 54,490 GROUP 1 AUTOMO COM 398905109 1,234 44,700 SH SOLE 0 44,700 GRUPO AEROPORT ADR 40051E202 1,833 45,940 SH SOLE 0 45,940 GRUPO TELEVISA ADR 40049J206 8,498 118,500 SH SOLE 0 118,500 GTECH HLDGS CO COM 400518106 4,504 140,472 SH SOLE 0 140,472 GUIDANT CORP COM 401698105 24,426 354,572 SH SOLE 0 354,572 GUITAR CTR MGM COM 402040109 7,153 129,563 SH SOLE 0 129,563 GULFMARK OFFSH COM 402629109 252 7,800 SH SOLE 0 7,800 GYMBOREE CORP COM 403777105 1,413 103,570 SH SOLE 0 103,570 HAEMONETICS CO COM 405024100 3,883 81,700 SH SOLE 0 81,700 HAGGAR CORP COM 405173105 324 11,400 SH SOLE 0 11,400 HAIN CELESTIAL COM 405217100 1,239 63,851 SH SOLE 0 63,851 HALLIBURTON CO COM 406216101 35,462 517,540 SH SOLE 0 517,540 HANCOCK FABRIC COM 409900107 270 40,100 SH SOLE 0 40,100 HANCOCK HLDG C COM 410120109 1,372 40,200 SH SOLE 0 40,200 HANOVER COMPRE COM 410768105 1,268 91,500 SH SOLE 0 91,500 HANSEN NAT COR COM 411310105 1,634 34,700 SH SOLE 0 34,700 HARDINGE INC COM 412324303 512 34,874 SH SOLE 0 34,874 HARLAND JOHN H COM 412693103 2,624 59,100 SH SOLE 0 59,100 HARLEY DAVIDSO COM 412822108 13,486 278,400 SH SOLE 0 278,400 HARMAN INTL IN COM 413086109 11,777 115,155 SH SOLE 0 115,155 HARMONIC INC COM 413160102 1,317 226,300 SH SOLE 0 226,300 HARRAHS ENTMT COM 413619107 12,059 184,985 SH SOLE 0 184,985 HARRIS CORP DE COM 413875105 12,831 306,963 SH SOLE 0 306,963 HARSCO CORP COM 415864107 3,029 46,200 SH SOLE 0 46,200 HARTE-HANKS IN COM 416196103 2,945 111,421 SH SOLE 0 111,421 HARTFORD FINL COM 416515104 24,339 315,390 SH SOLE 0 315,390 HARTMARX CORP COM 417119104 524 80,060 SH SOLE 0 80,060 HASBRO INC COM 418056107 3,366 171,307 SH SOLE 0 171,307 HAUPPAUGE DIGI COM 419131107 205 60,400 SH SOLE 0 60,400 HAVERTY FURNIT COM 419596101 2,265 185,200 SH SOLE 0 185,200 HAWAIIAN ELEC COM 419870100 2,844 102,000 SH SOLE 0 102,000 HAWK CORP CL A 420089104 333 26,600 SH SOLE 0 26,600 HCA INC COM 404119109 21,923 457,500 SH SOLE 0 457,500 HCC INS HLDGS COM 404132102 6,364 223,075 SH SOLE 0 223,075 HDFC BANK LTD ADR 40415F101 2,412 47,105 SH SOLE 0 47,105 HEADWATERS INC COM 42210P102 6,002 160,470 SH SOLE 0 160,470 HEALTH GRADES COM 42218Q102 1,913 427,981 SH SOLE 0 427,981 HEALTH MGMT AS CL A 421933102 7,015 298,900 SH SOLE 0 298,900 HEALTH NET INC COM 42222G108 8,196 173,210 SH SOLE 0 173,210 HEALTHCARE SVC COM 421906108 1,933 100,405 SH SOLE 0 100,405 HEALTHEXTRAS I COM 422211102 3,073 143,744 SH SOLE 0 143,744 HEALTHSTREAM I COM 42222N103 77 26,000 SH SOLE 0 26,000 HEALTHTRONICS COM 42222L107 5,018 503,780 SH SOLE 0 503,780 HEARTLAND EXPR COM 422347104 2,248 110,636 SH SOLE 0 110,636 HEARTLAND FINL COM 42234Q102 272 14,000 SH SOLE 0 14,000 HEIDRICK & STR COM 422819102 1,269 39,200 SH SOLE 0 39,200 HEINZ H J CO COM 423074103 12,827 351,040 SH SOLE 0 351,040 HELIX TECHNOLO COM 423319102 808 54,800 SH SOLE 0 54,800 HELMERICH & PA COM 423452101 4,136 68,492 SH SOLE 0 68,492 HENRY BROS ELE COM 426286100 497 86,500 SH SOLE 0 86,500 HENRY JACK & A COM 426281101 4,914 253,286 SH SOLE 0 253,286 HERBALIFE LTD COM G4412G101 3,353 111,260 SH SOLE 0 111,260 HERCULES INC COM 427056106 2,466 201,786 SH SOLE 0 201,786 HERITAGE COMME COM 426927109 472 22,710 SH SOLE 0 22,710 HERITAGE FINL COM 42722X106 244 10,080 SH SOLE 0 10,080 HERITAGE PPTY COM 42725M107 861 24,600 SH SOLE 0 24,600 HERLEY INDS IN COM 427398102 532 28,540 SH SOLE 0 28,540 HERSHEY CO COM 427866108 10,513 186,702 SH SOLE 0 186,702 HEWLETT PACKAR COM 428236103 85,090 2,914,040 SH SOLE 0 2,914,040 HEXCEL CORP NE COM 428291108 3,416 186,750 SH SOLE 0 186,750 HIBBETT SPORTI COM 428565105 3,383 152,063 SH SOLE 0 152,063 HIBERNIA CORP CL A 428656102 6,008 200,000 SH SOLE 0 200,000 HIGHWOODS PPTY COM 431284108 1,759 59,600 SH SOLE 0 59,600 HILB ROGAL & H COM 431294107 2,792 74,800 SH SOLE 0 74,800 HILLENBRAND IN COM 431573104 4,092 86,964 SH SOLE 0 86,964 HILTON HOTELS COM 432848109 19,954 894,005 SH SOLE 0 894,005 HNI CORP COM 404251100 3,691 61,300 SH SOLE 0 61,300 HOLOGIC INC COM 436440101 6,496 112,490 SH SOLE 0 112,490 HOME DEPOT INC COM 437076102 85,747 2,248,221 SH SOLE 0 2,248,221 HOME FED BANCO COM 436926109 261 10,400 SH SOLE 0 10,400 HOME SOLUTIONS COM 437355100 699 141,300 SH SOLE 0 141,300 HOMESTORE INC COM 437852106 2,217 509,756 SH SOLE 0 509,756 HONEYWELL INTL COM 438516106 34,369 916,519 SH SOLE 0 916,519 HOOPER HOLMES COM 439104100 540 137,400 SH SOLE 0 137,400 HORACE MANN ED COM 440327104 10,185 514,900 SH SOLE 0 514,900 HORIZON HEALTH COM 44041Y104 1,972 72,590 SH SOLE 0 72,590 HORMEL FOODS C COM 440452100 2,992 90,705 SH SOLE 0 90,705 HORNBECK OFFSH COM 440543106 4,044 110,400 SH SOLE 0 110,400 HOSPIRA INC COM 441060100 6,424 156,796 SH SOLE 0 156,796 HOSPITALITY PP COM 44106M102 6,388 149,042 SH SOLE 0 149,042 HOST MARRIOTT COM 44107P104 13,300 786,976 SH SOLE 0 786,976 HOT TOPIC INC COM 441339108 3,368 219,300 SH SOLE 0 219,300 HOUSEVALUES IN COM 44183Y102 1,573 110,000 SH SOLE 0 110,000 HOUSTON EXPL C COM 442120101 2,539 37,761 SH SOLE 0 37,761 HOVNANIAN ENTE CL A 442487203 2,864 55,934 SH SOLE 0 55,934 HUBBELL INC CL B 443510201 3,581 76,300 SH SOLE 0 76,300 HUDSON CITY BA COM 443683107 662 55,600 SH SOLE 0 55,600 HUDSON TECHNOL COM 444144109 449 195,300 SH SOLE 0 195,300 HUDSON UNITED COM 444165104 3,946 93,223 SH SOLE 0 93,223 HUGHES SUPPLY COM 444482103 4,854 148,900 SH SOLE 0 148,900 HUMAN GENOME S COM 444903108 1,551 114,100 SH SOLE 0 114,100 HUMANA INC COM 444859102 10,631 222,034 SH SOLE 0 222,034 HUNT J B TRANS COM 445658107 5,751 302,528 SH SOLE 0 302,528 HUNTINGTON BAN COM 446150104 5,175 230,325 SH SOLE 0 230,325 HURCO COMPANIE COM 447324104 1,740 106,428 SH SOLE 0 106,428 HURON CONSULTI COM 447462102 1,625 60,603 SH SOLE 0 60,603 HUTCHINSON TEC COM 448407106 2,599 99,500 SH SOLE 0 99,500 HYDRIL COM 448774109 5,469 79,672 SH SOLE 0 79,672 HYPERCOM CORP COM 44913M105 2,869 440,000 SH SOLE 0 440,000 HYPERION SOLUT COM 44914M104 4,926 101,245 SH SOLE 0 101,245 I D SYSTEMS IN COM 449489103 3,201 161,417 SH SOLE 0 161,417 IBERIABANK COR COM 450828108 393 7,400 SH SOLE 0 7,400 ICAD INC COM 44934S107 156 62,200 SH SOLE 0 62,200 ICON PUB LTD C ADR 45103T107 2,668 53,350 SH SOLE 0 53,350 ICONIX BRAND G COM 451055107 1,359 150,970 SH SOLE 0 150,970 ICOS CORP COM 449295104 1,193 43,190 SH SOLE 0 43,190 ICU MED INC COM 44930G107 2,764 96,121 SH SOLE 0 96,121 IDACORP INC COM 451107106 1,413 46,900 SH SOLE 0 46,900 IDEX CORP COM 45167R104 4,608 108,299 SH SOLE 0 108,299 IDEXX LABS INC COM 45168D104 6,347 94,900 SH SOLE 0 94,900 IDX SYS CORP COM 449491109 3,277 75,900 SH SOLE 0 75,900 I-FLOW CORP COM 449520303 287 20,900 SH SOLE 0 20,900 IHOP CORP COM 449623107 1,666 40,900 SH SOLE 0 40,900 II VI INC COM 902104108 2,654 149,600 SH SOLE 0 149,600 ILLINOIS TOOL COM 452308109 19,914 241,875 SH SOLE 0 241,875 ILLUMINA INC COM 452327109 957 74,700 SH SOLE 0 74,700 IMAGISTICS INT COM 45247T104 1,607 38,400 SH SOLE 0 38,400 IMATION CORP COM 45245A107 2,392 55,800 SH SOLE 0 55,800 IMAX CORP COM 45245E109 3,129 300,000 SH SOLE 0 300,000 IMERGENT INC COM 45247Q100 1,253 225,000 SH SOLE 0 225,000 IMMUCOR INC COM 452526106 2,615 95,300 SH SOLE 0 95,300 IMMUNOGEN INC COM 45253H101 730 99,500 SH SOLE 0 99,500 IMPCO TECHNOLO COM 45255W106 2,207 367,900 SH SOLE 0 367,900 IMPERIAL OIL L COM 453038408 990 8,600 SH SOLE 0 8,600 IMS HEALTH INC COM 449934108 6,222 247,183 SH SOLE 0 247,183 INAMED CORP COM 453235103 4,947 65,370 SH SOLE 0 65,370 INCO LTD COM 453258402 1,155 24,400 SH SOLE 0 24,400 INCYTE CORP COM 45337C102 810 172,300 SH SOLE 0 172,300 INDEPENDENCE C COM 453414104 3,589 105,279 SH SOLE 0 105,279 INDEPENDENT BA COM 453836108 255 8,400 SH SOLE 0 8,400 INDUS INTL INC COM 45578L100 2,017 755,450 SH SOLE 0 755,450 INDUSTRIAL DIS COM 456061100 306 33,200 SH SOLE 0 33,200 INDYMAC BANCOR COM 456607100 6,060 153,117 SH SOLE 0 153,117 INFINITY PPTY COM 45665Q103 1,523 43,400 SH SOLE 0 43,400 INFOCROSSING I COM 45664X109 208 22,600 SH SOLE 0 22,600 INFORMATICA CO COM 45666Q102 899 74,800 SH SOLE 0 74,800 INFOSPACE INC COM 45678T201 270 11,300 SH SOLE 0 11,300 INFOUSA INC NE COM 456818301 1,438 135,400 SH SOLE 0 135,400 INGERSOLL-RAND CL A G4776G101 14,020 366,728 SH SOLE 0 366,728 INGRAM MICRO I CL A 457153104 3,405 183,667 SH SOLE 0 183,667 INNOVATIVE SOL COM 45769N105 198 12,750 SH SOLE 0 12,750 INPUT/OUTPUT I COM 457652105 1,177 147,500 SH SOLE 0 147,500 INSIGHT ENTERP COM 45765U103 3,950 212,345 SH SOLE 0 212,345 INSITUFORM TEC CL A 457667103 975 56,400 SH SOLE 0 56,400 INTEGRA LIFESC COM 457985208 5,215 136,300 SH SOLE 0 136,300 INTEGRATED DEV COM 458118106 2,997 279,065 SH SOLE 0 279,065 INTEGRATED SIL COM 45812P107 1,525 181,500 SH SOLE 0 181,500 INTEL CORP COM 458140100 154,500 6,267,730 SH SOLE 0 6,267,730 INTELLISYNC CO COM 458176104 444 100,050 SH SOLE 0 100,050 INTER PARFUMS COM 458334109 493 25,040 SH SOLE 0 25,040 INTER TEL INC COM 458372109 920 43,800 SH SOLE 0 43,800 INTERFACE INC CL A 458665106 828 100,200 SH SOLE 0 100,200 INTERGRAPH COR COM 458683109 2,048 45,800 SH SOLE 0 45,800 INTERLINE BRAN COM 458743101 1,414 67,300 SH SOLE 0 67,300 INTERMAGNETICS COM 458771102 2,773 99,264 SH SOLE 0 99,264 INTERMIX MEDIA COM 45881X106 738 61,700 SH SOLE 0 61,700 INTERMUNE INC COM 45884X103 841 50,800 SH SOLE 0 50,800 INTERNATIONAL COM 459200101 132,090 1,646,594 SH SOLE 0 1,646,594 INTERNATIONAL COM 459412102 2,728 459,317 SH SOLE 0 459,317 INTERNATIONAL COM 459506101 2,931 82,244 SH SOLE 0 82,244 INTERNATIONAL COM 459902102 10,196 377,625 SH SOLE 0 377,625 INTERNATIONAL COM 460254105 4,017 89,100 SH SOLE 0 89,100 INTERNATIONAL COM 460321201 2,066 121,200 SH SOLE 0 121,200 INTERNATIONAL CL A 460335201 2,046 39,000 SH SOLE 0 39,000 INTERNET SEC S COM 46060X107 2,881 120,000 SH SOLE 0 120,000 INTEROIL CORP COM 460951106 2,005 86,050 SH SOLE 0 86,050 INTERPUBLIC GR COM 460690100 4,959 426,068 SH SOLE 0 426,068 INTERSIL CORP CL A 46069S109 4,143 190,225 SH SOLE 0 190,225 INTERVOICE INC COM 461142101 1,436 159,600 SH SOLE 0 159,600 INTL PAPER CO COM 460146103 15,072 505,758 SH SOLE 0 505,758 INTRADO INC COM 46117A100 2,091 116,000 SH SOLE 0 116,000 INTRALASE CORP COM 461169104 2,140 145,500 SH SOLE 0 145,500 INTRAWEST CORP COM 460915200 339 12,400 SH SOLE 0 12,400 INTRICON CORP COM 46121H109 137 24,000 SH SOLE 0 24,000 INTUIT COM 461202103 12,249 273,360 SH SOLE 0 273,360 INTUITIVE SURG COM 46120E602 4,981 67,965 SH SOLE 0 67,965 INVACARE CORP COM 461203101 3,100 74,400 SH SOLE 0 74,400 INVESTMENT TEC COM 46145F105 3,901 131,800 SH SOLE 0 131,800 INVESTORS FINL COM 461915100 2,892 87,900 SH SOLE 0 87,900 IOWA TELECOMM COM 462594201 6,072 361,004 SH SOLE 0 361,004 INVITROGEN COR COM 46185R100 5,751 76,451 SH SOLE 0 76,451 IPAYMENT INC COM 46262E105 988 26,100 SH SOLE 0 26,100 IRIS INTL INC COM 46270W105 1,784 96,729 SH SOLE 0 96,729 IRON MTN INC COM 462846106 2,595 70,700 SH SOLE 0 70,700 IRWIN FINL COR COM 464119106 756 37,100 SH SOLE 0 37,100 ISHARES TR ISHARES 464287648 5,911 85,920 SH SOLE 0 85,920 ISHARES TR ISHARES 464287804 10,335 178,929 SH SOLE 0 178,929 ISHARES TR ISHARES 464287465 1,173 20,185 SH SOLE 0 20,185 ISHARES TR ISHARES 464287234 3,344 39,400 SH SOLE 0 39,400 ITC HLDGS CORP COM 465685105 944 32,570 SH SOLE 0 32,570 ITLA CAP CORP COM 450565106 310 5,900 SH SOLE 0 5,900 ITRON INC COM 465741106 2,315 50,700 SH SOLE 0 50,700 ITT EDUCATIONA COM 45068B109 2,078 42,100 SH SOLE 0 42,100 ITT INDS INC I COM 450911102 12,273 108,039 SH SOLE 0 108,039 IVAX CORP COM 465823102 7,932 300,916 SH SOLE 0 300,916 IVILLAGE INC COM 46588H105 2,361 325,200 SH SOLE 0 325,200 IXIA COM 45071R109 4,679 318,050 SH SOLE 0 318,050 IXYS CORP COM 46600W106 592 56,020 SH SOLE 0 56,020 J & J SNACK FO COM 466032109 821 14,200 SH SOLE 0 14,200 J JILL GROUP I COM 466189107 1,624 102,650 SH SOLE 0 102,650 J2 GLOBAL COMM COM 46626E205 4,992 123,500 SH SOLE 0 123,500 JABIL CIRCUIT COM 466313103 10,936 353,700 SH SOLE 0 353,700 JACK IN THE BO COM 466367109 3,021 101,000 SH SOLE 0 101,000 JACOBS ENGR GR COM 469814107 7,527 111,670 SH SOLE 0 111,670 JAKKS PAC INC COM 47012E106 1,883 116,000 SH SOLE 0 116,000 JAMDAT MOBILE COM 47023T100 1,210 57,600 SH SOLE 0 57,600 JAMES RIV GROU COM 470359100 1,158 65,800 SH SOLE 0 65,800 JAMESON INNS I COM 470457102 784 380,671 SH SOLE 0 380,671 JANUS CAP GROU COM 47102X105 3,245 224,580 SH SOLE 0 224,580 JARDEN CORP COM 471109108 7,635 185,899 SH SOLE 0 185,899 JDA SOFTWARE G COM 46612K108 1,588 104,600 SH SOLE 0 104,600 JDS UNIPHASE C COM 46612J101 4,071 1,833,573 SH SOLE 0 1,833,573 JEFFERIES GROU COM 472319102 3,084 70,815 SH SOLE 0 70,815 JEFFERSON PILO COM 475070108 7,104 138,841 SH SOLE 0 138,841 JER INVT TR IN COM 46614H301 2,267 125,500 SH SOLE 0 125,500 JETBLUE AWYS C COM 477143101 2,335 132,659 SH SOLE 0 132,659 JINPAN INTL LT ORD G5138L100 312 51,500 SH SOLE 0 51,500 JLG INDS INC COM 466210101 7,838 214,200 SH SOLE 0 214,200 JO-ANN STORES COM 47758P307 12,798 739,745 SH SOLE 0 739,745 JOHNSON & JOHN COM 478160104 194,408 3,072,194 SH SOLE 0 3,072,194 JOHNSON CTLS I COM 478366107 13,450 216,762 SH SOLE 0 216,762 JONES APPAREL COM 480074103 3,400 119,300 SH SOLE 0 119,300 JOS A BANK CLO COM 480838101 6,239 144,360 SH SOLE 0 144,360 JOURNAL COMMUN CL A 481130102 246 16,500 SH SOLE 0 16,500 JOURNAL REGIST COM 481138105 953 58,900 SH SOLE 0 58,900 JOY GLOBAL INC COM 481165108 4,536 89,900 SH SOLE 0 89,900 JPMORGAN & CHA COM 46625H100 123,557 3,641,527 SH SOLE 0 3,641,527 JUPITERMEDIA C COM 48207D101 2,076 117,200 SH SOLE 0 117,200 K V PHARMACEUT CL B 482740107 249 13,950 SH SOLE 0 13,950 K V PHARMACEUT CL A 482740206 2,659 149,647 SH SOLE 0 149,647 K2 INC COM 482732104 2,905 254,800 SH SOLE 0 254,800 KAMAN CORP CL A 483548103 982 48,000 SH SOLE 0 48,000 KANBAY INTL IN COM 48369P207 838 44,600 SH SOLE 0 44,600 KANSAS CITY SO COM 485170302 4,012 172,100 SH SOLE 0 172,100 KAYDON CORP COM 486587108 1,676 59,000 SH SOLE 0 59,000 KB HOME COM 48666K109 6,228 85,084 SH SOLE 0 85,084 KCS ENERGY INC COM 482434206 3,984 144,700 SH SOLE 0 144,700 KEANE INC COM 486665102 596 52,100 SH SOLE 0 52,100 KEITHLEY INSTR COM 487584104 438 30,000 SH SOLE 0 30,000 KELLOGG CO COM 487836108 12,184 264,115 SH SOLE 0 264,115 KELLWOOD CO COM 488044108 2,466 95,400 SH SOLE 0 95,400 KELLY SVCS INC CL A 488152208 656 21,400 SH SOLE 0 21,400 KEMET CORP COM 488360108 805 96,100 SH SOLE 0 96,100 KENDLE INTERNA COM 48880L107 2,600 92,400 SH SOLE 0 92,400 KENEXA CORP COM 488879107 1,003 80,109 SH SOLE 0 80,109 KENNAMETAL INC COM 489170100 8,315 169,561 SH SOLE 0 169,561 KENSEY NASH CO COM 490057106 8,246 268,937 SH SOLE 0 268,937 KERR MCGEE COR COM 492386107 11,340 116,772 SH SOLE 0 116,772 KEYCORP NEW COM 493267108 13,468 417,624 SH SOLE 0 417,624 KEYSPAN CORP COM 49337W100 6,278 170,700 SH SOLE 0 170,700 KEYSTONE AUTOM COM 49338N109 496 17,230 SH SOLE 0 17,230 KFORCE INC COM 493732101 4,126 400,600 SH SOLE 0 400,600 KFX INC COM 48245L107 1,138 66,500 SH SOLE 0 66,500 KILROY RLTY CO COM 49427F108 3,401 60,700 SH SOLE 0 60,700 KIMBERLY CLARK COM 494368103 28,768 483,255 SH SOLE 0 483,255 KIMCO REALTY C COM 49446R109 1,364 43,400 SH SOLE 0 43,400 KINDER MORGAN COM 49455P101 9,354 97,280 SH SOLE 0 97,280 KINDRED HEALTH COM 494580103 644 21,600 SH SOLE 0 21,600 KINETIC CONCEP COM 49460W208 1,267 22,300 SH SOLE 0 22,300 KING PHARMACEU COM 495582108 4,656 302,701 SH SOLE 0 302,701 KIRBY CORP COM 497266106 2,610 52,800 SH SOLE 0 52,800 KLA-TENCOR COR COM 482480100 11,240 230,526 SH SOLE 0 230,526 KNBT BANCORP I COM 482921103 390 25,020 SH SOLE 0 25,020 KNIGHT RIDDER COM 499040103 4,035 68,758 SH SOLE 0 68,758 KNIGHT TRANSN COM 499064103 7,483 307,170 SH SOLE 0 307,170 KOHLS CORP COM 500255104 18,968 378,000 SH SOLE 0 378,000 KOMAG INC COM 500453204 1,774 55,500 SH SOLE 0 55,500 KONINKLIJKE PH COM 500472303 5,800 217,385 SH SOLE 0 217,385 KOOKMIN BK NEW ADR 50049M109 593 10,000 SH SOLE 0 10,000 KOPIN CORP COM 500600101 2,312 332,700 SH SOLE 0 332,700 KOREA ELECTRIC ADR 500631106 1,051 59,330 SH SOLE 0 59,330 KORN FERRY INT COM 500643200 1,378 84,072 SH SOLE 0 84,072 KOS PHARMACEUT COM 500648100 1,927 28,784 SH SOLE 0 28,784 KRISPY KREME D COM 501014104 429 68,500 SH SOLE 0 68,500 KROGER CO COM 501044101 16,196 786,610 SH SOLE 0 786,610 KRONOS INC COM 501052104 3,787 84,837 SH SOLE 0 84,837 K-SWISS INC CL A 482686102 2,314 78,262 SH SOLE 0 78,262 KT CORP ADR 48268K101 16,299 724,408 SH SOLE 0 724,408 KULICKE & SOFF COM 501242101 790 109,000 SH SOLE 0 109,000 KYPHON INC COM 501577100 4,070 92,616 SH SOLE 0 92,616 L-3 COMMUNICAT COM 502424104 11,615 146,897 SH SOLE 0 146,897 LA BARGE INC COM 502470107 855 66,210 SH SOLE 0 66,210 LA QUINTA CORP COM 50419U202 3,189 367,025 SH SOLE 0 367,025 LA Z BOY INC COM 505336107 1,433 108,670 SH SOLE 0 108,670 LABONE INC NEW COM 50540L105 3,524 81,000 SH SOLE 0 81,000 LABOR READY IN COM 505401208 3,613 140,850 SH SOLE 0 140,850 LABORATORY COR CONV 50540RAC6 4,047 5,525,000 SH SOLE 0 5,525,000 LABORATORY COR COM 50540R409 7,297 149,800 SH SOLE 0 149,800 LABRANCHE & CO COM 505447102 585 67,300 SH SOLE 0 67,300 LACLEDE GROUP COM 505597104 1,443 44,400 SH SOLE 0 44,400 LAFARGE AMERI COM 505862102 379 5,608 SH SOLE 0 5,608 LAIDLAW INTL I COM 50730R102 2,767 114,500 SH SOLE 0 114,500 LAM RESEARCH C COM 512807108 9,012 295,780 SH SOLE 0 295,780 LAMAR ADVERTIS CONV 512815AG6 449 420,000 SH SOLE 0 420,000 LAMAR ADVERTIS CL A 512815101 1,746 38,500 SH SOLE 0 38,500 LAMSON & SESSI COM 513696104 437 23,830 SH SOLE 0 23,830 LANCASTER COLO COM 513847103 1,223 28,450 SH SOLE 0 28,450 LANCE INC COM 514606102 1,390 79,600 SH SOLE 0 79,600 LANDAMERICA FI COM 514936103 2,450 37,900 SH SOLE 0 37,900 LANDAUER INC COM 51476K103 404 8,250 SH SOLE 0 8,250 LANDEC CORP COM 514766104 1,617 221,200 SH SOLE 0 221,200 LANDRYS RESTAU COM 51508L103 1,488 50,800 SH SOLE 0 50,800 LANDSTAR SYS I COM 515098101 5,980 149,380 SH SOLE 0 149,380 LANVISION SYS COM 516555109 518 95,121 SH SOLE 0 95,121 LASALLE HOTEL COM 517942108 1,581 45,900 SH SOLE 0 45,900 LASERSCOPE COM 518081104 1,409 50,000 SH SOLE 0 50,000 LATTICE SEMICO COM 518415104 539 126,000 SH SOLE 0 126,000 LAUREATE EDUCA COM 518613104 6,227 127,150 SH SOLE 0 127,150 LAWSON PRODS I COM 520776105 356 9,700 SH SOLE 0 9,700 LAZARE KAPLAN COM 521078105 494 50,103 SH SOLE 0 50,103 LCA-VISION INC COM 501803308 1,681 45,296 SH SOLE 0 45,296 LCC INTERNATIO CL A 501810105 128 51,000 SH SOLE 0 51,000 LEAPFROG ENTER CL A 52186N106 1,772 120,000 SH SOLE 0 120,000 LEAR CORP COM 521865105 3,029 89,181 SH SOLE 0 89,181 LECG CORP COM 523234102 5,352 232,680 SH SOLE 0 232,680 LECROY CORP COM 52324W109 549 36,960 SH SOLE 0 36,960 LEE ENTERPRISE COM 523768109 2,141 50,400 SH SOLE 0 50,400 LEGG MASON INC COM 524901105 16,801 153,167 SH SOLE 0 153,167 LEGGETT & PLAT COM 524660107 4,541 224,780 SH SOLE 0 224,780 LEHMAN BROS HL COM 524908100 36,830 316,194 SH SOLE 0 316,194 LENNAR CORP CL A 526057104 13,170 220,379 SH SOLE 0 220,379 LENNOX INTL IN COM 526107107 3,652 133,253 SH SOLE 0 133,253 LEUCADIA NATL COM 527288104 4,166 96,650 SH SOLE 0 96,650 LEXINGTON CORP COM 529043101 2,918 123,900 SH SOLE 0 123,900 LEXMARK INTL N CL A 529771107 7,182 117,640 SH SOLE 0 117,640 LHC GROUP INC COM 50187A107 328 21,200 SH SOLE 0 21,200 LIBBEY INC COM 529898108 444 29,200 SH SOLE 0 29,200 LIBERTY CORP S COM 530370105 347 7,400 SH SOLE 0 7,400 LIBERTY GLOBAL COM 530555101 1,237 45,680 SH SOLE 0 45,680 LIBERTY GLOBAL COM 530555309 1,176 45,680 SH SOLE 0 45,680 LIBERTY PPTY T COM 531172104 4,543 106,797 SH SOLE 0 106,797 LIFE TIME FITN COM 53217R207 1,100 33,200 SH SOLE 0 33,200 LIFECELL CORP COM 531927101 1,294 59,827 SH SOLE 0 59,827 LIFELINE SYS I COM 532192101 1,337 40,000 SH SOLE 0 40,000 LIFEPOINT HOSP COM 53219L109 10,943 250,229 SH SOLE 0 250,229 LILLY ELI & CO COM 532457108 61,516 1,149,399 SH SOLE 0 1,149,399 LIMITED BRANDS COM 532716107 8,105 396,726 SH SOLE 0 396,726 LIN TV CORP CL A 532774106 826 59,200 SH SOLE 0 59,200 LINCARE HLDGS CONV 532791AB6 1,953 1,955,000 SH SOLE 0 1,955,000 LINCARE HLDGS COM 532791100 5,770 140,554 SH SOLE 0 140,554 LINCOLN EDL SV COM 533535100 244 20,700 SH SOLE 0 20,700 LINCOLN NATL C COM 534187109 9,012 173,232 SH SOLE 0 173,232 LINDSAY MFG CO COM 535555106 533 24,200 SH SOLE 0 24,200 LINEAR TECHNOL COM 535678106 11,619 309,100 SH SOLE 0 309,100 LINENS N THING COM 535679104 2,537 95,000 SH SOLE 0 95,000 LINKTONE LTD ADR 535925101 580 53,120 SH SOLE 0 53,120 LIONBRIDGE TEC COM 536252109 678 100,433 SH SOLE 0 100,433 LIONS GATE ENT COM 535919203 6,803 713,100 SH SOLE 0 713,100 LITHIA MTRS IN CL A 536797103 3,234 111,600 SH SOLE 0 111,600 LITTELFUSE INC COM 537008104 1,325 47,100 SH SOLE 0 47,100 LIVEPERSON INC COM 538146101 1,281 339,000 SH SOLE 0 339,000 LIZ CLAIBORNE COM 539320101 4,236 107,734 SH SOLE 0 107,734 LKQ CORP COM 501889208 632 20,920 SH SOLE 0 20,920 LOCKHEED MARTI COM 539830109 22,620 370,570 SH SOLE 0 370,570 LODGIAN INC COM 54021P403 189 18,400 SH SOLE 0 18,400 LOEWS CORP COM 540424108 13,264 143,538 SH SOLE 0 143,538 LOGITECH INTER ADR 541419107 3,853 94,560 SH SOLE 0 94,560 LO-JACK CORP COM 539451104 943 44,629 SH SOLE 0 44,629 LONE STAR STEA COM 542307103 980 37,700 SH SOLE 0 37,700 LONE STAR TECH COM 542312103 5,698 102,500 SH SOLE 0 102,500 LONGS DRUG STO COM 543162101 3,466 80,810 SH SOLE 0 80,810 LONGVIEW FIBRE COM 543213102 1,105 56,700 SH SOLE 0 56,700 LOUISIANA PAC COM 546347105 2,932 105,879 SH SOLE 0 105,879 LOWES COS INC COM 548661107 52,703 818,376 SH SOLE 0 818,376 LSI LOGIC CORP COM 502161102 4,213 427,682 SH SOLE 0 427,682 LTC PPTYS INC COM 502175102 242 11,400 SH SOLE 0 11,400 LTX CORP COM 502392103 287 68,100 SH SOLE 0 68,100 LUBRIZOL CORP COM 549271104 5,533 127,698 SH SOLE 0 127,698 LUBYS INC COM 549282101 255 19,500 SH SOLE 0 19,500 LUCENT TECHNOL CONV 549463AK3 1,533 1,485,000 SH SOLE 0 1,485,000 LUCENT TECHNOL COM 549463107 14,556 4,478,675 SH SOLE 0 4,478,675 LUFKIN INDS IN COM 549764108 1,909 43,840 SH SOLE 0 43,840 LUXOTTICA GROU ADR 55068R202 10,178 408,600 SH SOLE 0 408,600 LYDALL INC DEL COM 550819106 303 33,900 SH SOLE 0 33,900 LYONDELL CHEMI COM 552078107 7,161 250,200 SH SOLE 0 250,200 M & T BK CORP COM 55261F104 10,021 94,800 SH SOLE 0 94,800 M D C HLDGS IN COM 552676108 7,704 97,657 SH SOLE 0 97,657 M SYS FLASH DI ORD M7061C100 1,499 50,100 SH SOLE 0 50,100 M/I HOMES INC COM 55305B101 1,416 26,100 SH SOLE 0 26,100 MACDERMID INC COM 554273102 1,376 52,400 SH SOLE 0 52,400 MACERICH CO COM 554382101 48,443 745,970 SH SOLE 0 745,970 MACK CALI RLTY COM 554489104 10,119 225,176 SH SOLE 0 225,176 MACROMEDIA INC COM 556100105 10,996 270,370 SH SOLE 0 270,370 MACROVISION CO COM 555904101 1,072 56,100 SH SOLE 0 56,100 MAF BANCORP IN COM 55261R108 2,369 57,800 SH SOLE 0 57,800 MAGELLAN HEALT COM 559079207 390 11,100 SH SOLE 0 11,100 MAGMA DESIGN A COM 559181102 478 58,850 SH SOLE 0 58,850 MAGNETEK INC COM 559424106 203 60,000 SH SOLE 0 60,000 MAHANAGAR TEL ADR 559778402 10,017 1,520,007 SH SOLE 0 1,520,007 MAINSOURCE FIN COM 56062Y102 919 51,846 SH SOLE 0 51,846 MAIR HOLDINGS COM 560635104 1,638 281,000 SH SOLE 0 281,000 MANHATTAN ASSO COM 562750109 1,394 60,100 SH SOLE 0 60,100 MANITOWOC INC COM 563571108 3,803 75,675 SH SOLE 0 75,675 MANOR CARE INC COM 564055101 3,061 79,682 SH SOLE 0 79,682 MANPOWER INC COM 56418H100 4,886 110,064 SH SOLE 0 110,064 MANTECH INTL C CL A 564563104 1,835 69,480 SH SOLE 0 69,480 MAPINFO CORP COM 565105103 1,884 153,834 SH SOLE 0 153,834 MARATHON OIL C COM 565849106 28,247 409,789 SH SOLE 0 409,789 MARCHEX INC CL B 56624R108 874 52,800 SH SOLE 0 52,800 MARCUS CORP COM 566330106 907 45,250 SH SOLE 0 45,250 MARINEMAX INC COM 567908108 884 34,670 SH SOLE 0 34,670 MARRIOTT INTL CL A 571903202 12,102 192,091 SH SOLE 0 192,091 MARSH & MCLENN COM 571748102 16,390 539,322 SH SOLE 0 539,322 MARSH SUPERMAR CL B 571783208 258 21,720 SH SOLE 0 21,720 MARSHALL & ILS COM 571834100 9,190 211,220 SH SOLE 0 211,220 MARTEK BIOSCIE COM 572901106 2,324 66,163 SH SOLE 0 66,163 MARTEN TRANS L COM 573075108 2,839 112,200 SH SOLE 0 112,200 MARTIN MARIETT COM 573284106 4,622 58,904 SH SOLE 0 58,904 MARVELL TECHNO ORD G5876H105 567 12,300 SH SOLE 0 12,300 MASCO CORP COM 574599106 14,178 462,126 SH SOLE 0 462,126 MASSBANK CORP COM 576152102 204 6,150 SH SOLE 0 6,150 MASSEY ENERGY COM 576206106 9,882 193,500 SH SOLE 0 193,500 MATERIAL SCIEN COM 576674105 930 61,700 SH SOLE 0 61,700 MATRIA HEALTHC COM 576817209 2,995 79,330 SH SOLE 0 79,330 MATRIXX INITIA COM 57685L105 674 47,400 SH SOLE 0 47,400 MATTEL INC COM 577081102 6,847 410,476 SH SOLE 0 410,476 MATTHEWS INTL CL A 577128101 378 10,000 SH SOLE 0 10,000 MATTSON TECHNO COM 577223100 1,907 253,900 SH SOLE 0 253,900 MAVERICK TUBE COM 577914104 2,706 90,200 SH SOLE 0 90,200 MAX RE CAPITAL SHS G6052F103 270 10,900 SH SOLE 0 10,900 MAXIM INTEGRAT COM 57772K101 15,666 367,320 SH SOLE 0 367,320 MAXIMUS INC COM 577933104 2,413 67,500 SH SOLE 0 67,500 MAXTOR CORP COM 577729205 2,822 642,800 SH SOLE 0 642,800 MAYTAG CORP COM 578592107 1,405 76,942 SH SOLE 0 76,942 MB FINANCIAL I COM 55264U108 1,505 38,600 SH SOLE 0 38,600 MBIA INC COM 55262C100 8,272 136,457 SH SOLE 0 136,457 MBNA CORP COM 55262L100 35,906 1,457,211 SH SOLE 0 1,457,211 MC SHIPPING IN COM 55267Q104 1,832 185,000 SH SOLE 0 185,000 MCAFEE INC COM 579064106 8,408 267,606 SH SOLE 0 267,606 MCCORMICK & CO COM 579780206 4,363 133,700 SH SOLE 0 133,700 MCCORMICK & SC COM 579793100 363 17,200 SH SOLE 0 17,200 MCDATA CORP CL A 580031201 927 176,948 SH SOLE 0 176,948 MCDONALDS CORP COM 580135101 42,449 1,267,500 SH SOLE 0 1,267,500 MCGRAW HILL CO COM 580645109 19,706 410,200 SH SOLE 0 410,200 MCKESSON CORP COM 58155Q103 15,347 323,430 SH SOLE 0 323,430 MDU RES GROUP COM 552690109 4,734 132,800 SH SOLE 0 132,800 MEADE INSTRUME COM 583062104 95 35,700 SH SOLE 0 35,700 MEADOWBROOK IN COM 58319P108 62 11,100 SH SOLE 0 11,100 MEADWESTVACO C COM 583334107 6,210 224,828 SH SOLE 0 224,828 MEASUREMENT SP COM 583421102 870 41,060 SH SOLE 0 41,060 MEDAREX INC COM 583916101 753 79,100 SH SOLE 0 79,100 MEDCATH CORP COM 58404W109 706 29,740 SH SOLE 0 29,740 MEDCO HEALTH S COM 58405U102 16,817 306,712 SH SOLE 0 306,712 MEDIA GEN INC CL A 584404107 1,836 31,652 SH SOLE 0 31,652 MEDICAL PPTYS COM 58463J304 2,532 258,400 SH SOLE 0 258,400 MEDICINES CO COM 584688105 2,585 112,360 SH SOLE 0 112,360 MEDICIS PHARMA CL A 584690309 3,363 103,300 SH SOLE 0 103,300 MEDIMMUNE INC COM 584699102 8,287 246,260 SH SOLE 0 246,260 MEDTOX SCIENTI COM 584977201 376 51,800 SH SOLE 0 51,800 MEDTRONIC INC COM 585055106 67,349 1,256,036 SH SOLE 0 1,256,036 MELLON FINL CO COM 58551A108 13,631 426,384 SH SOLE 0 426,384 MEMC ELECTR MA COM 552715104 7,828 343,490 SH SOLE 0 343,490 MEMRY CORP COM 586263204 487 231,785 SH SOLE 0 231,785 MENS WEARHOUSE COM 587118100 5,112 191,445 SH SOLE 0 191,445 MENTOR CORP MI COM 587188103 7,113 129,310 SH SOLE 0 129,310 MENTOR GRAPHIC COM 587200106 755 87,800 SH SOLE 0 87,800 MERCANTILE BAN COM 587376104 1,675 39,139 SH SOLE 0 39,139 MERCANTILE BAN COM 587405101 4,903 91,000 SH SOLE 0 91,000 MERCK & CO INC COM 589331107 60,416 2,220,360 SH SOLE 0 2,220,360 MERCURY COMPUT COM 589378108 2,016 76,800 SH SOLE 0 76,800 MERCURY GENL C COM 589400100 2,358 39,300 SH SOLE 0 39,300 MERCURY INTERA COM 589405109 3,650 92,180 SH SOLE 0 92,180 MEREDITH CORP COM 589433101 2,681 53,732 SH SOLE 0 53,732 MERGE TECHNOLO COM 589981109 1,788 104,607 SH SOLE 0 104,607 MERIDIAN BIOSC COM 589584101 3,248 156,895 SH SOLE 0 156,895 MERIDIAN RESOU COM 58977Q109 101 24,250 SH SOLE 0 24,250 MERISTAR HOSPI COM 58984Y103 1,050 114,965 SH SOLE 0 114,965 MERIT MED SYS COM 589889104 1,004 56,600 SH SOLE 0 56,600 MERITAGE HOMES COM 59001A102 3,687 48,100 SH SOLE 0 48,100 MERRILL LYNCH COM 590188108 59,535 970,422 SH SOLE 0 970,422 MESA AIR GROUP COM 590479101 2,880 349,090 SH SOLE 0 349,090 METALS USA INC COM 591324207 1,496 73,100 SH SOLE 0 73,100 METHODE ELECTR COM 591520200 1,578 137,020 SH SOLE 0 137,020 METLIFE INC COM 59156R108 38,234 767,280 SH SOLE 0 767,280 METRIS COS INC COM 591598107 1,001 68,400 SH SOLE 0 68,400 METROLOGIC INS COM 591676101 430 23,620 SH SOLE 0 23,620 METROPOLITAN H COM 592142103 1,254 471,400 SH SOLE 0 471,400 MEXICAN RESTAU COM 59283R104 256 25,439 SH SOLE 0 25,439 MFC BANCORP LT COM 55271X202 2,762 110,716 SH SOLE 0 110,716 MGI PHARMA INC COM 552880106 4,597 197,800 SH SOLE 0 197,800 MGIC INVT CORP COM 552848103 6,629 103,253 SH SOLE 0 103,253 MGM MIRAGE COM 552953101 652 14,900 SH SOLE 0 14,900 MICHAELS STORE COM 594087108 30,748 930,073 SH SOLE 0 930,073 MICREL INC COM 594793101 3,088 274,945 SH SOLE 0 274,945 MICROCHIP TECH COM 595017104 10,268 340,901 SH SOLE 0 340,901 MICROMUSE INC COM 595094103 2,231 283,150 SH SOLE 0 283,150 MICRON TECHNOL COM 595112103 8,351 627,890 SH SOLE 0 627,890 MICROS SYS INC COM 594901100 8,969 205,000 SH SOLE 0 205,000 MICROSEMI CORP COM 595137100 5,743 224,870 SH SOLE 0 224,870 MICROSOFT CORP COM 594918104 242,458 9,423,175 SH SOLE 0 9,423,175 MICROTEK MEDIC COM 59515B109 2,022 544,934 SH SOLE 0 544,934 MICROTUNE INC COM 59514P109 1,464 235,000 SH SOLE 0 235,000 MIDAS GROUP IN COM 595626102 527 26,500 SH SOLE 0 26,500 MIDCAP SPDR TR UNIT 595635103 23,100 176,445 SH SOLE 0 176,445 MIDDLEBY CORP COM 596278101 926 12,770 SH SOLE 0 12,770 MIDWEST BANC H COM 598251106 1,912 82,900 SH SOLE 0 82,900 MIKOHN GAMING COM 59862K108 1,861 140,000 SH SOLE 0 140,000 MILACRON INC COM 598709103 186 104,674 SH SOLE 0 104,674 MILLENNIUM PHA COM 599902103 4,153 445,146 SH SOLE 0 445,146 MILLER HERMAN COM 600544100 3,569 117,796 SH SOLE 0 117,796 MILLIPORE CORP COM 601073109 3,787 60,221 SH SOLE 0 60,221 MINERALS TECHN COM 603158106 1,762 30,800 SH SOLE 0 30,800 MIVA INC COM 55311R108 350 58,100 SH SOLE 0 58,100 MOBILE MINI IN COM 60740F105 1,353 31,200 SH SOLE 0 31,200 MOBILE TELESYS ADR 607409109 17,830 438,300 SH SOLE 0 438,300 MOBILITY ELECT COM 60741U101 1,132 106,200 SH SOLE 0 106,200 MODINE MFG CO COM 607828100 2,726 74,320 SH SOLE 0 74,320 MODTECH HLDGS COM 60783C100 507 52,200 SH SOLE 0 52,200 MOHAWK INDS IN COM 608190104 6,288 78,350 SH SOLE 0 78,350 MOLDFLOW CORP COM 608507109 489 30,495 SH SOLE 0 30,495 MOLECULAR DEVI COM 60851C107 612 29,290 SH SOLE 0 29,290 MOLEX INC COM 608554101 4,001 149,975 SH SOLE 0 149,975 MOLSON COORS B CL B 60871R209 3,785 59,139 SH SOLE 0 59,139 MONACO COACH C COM 60886R103 822 55,750 SH SOLE 0 55,750 MONARCH CASINO COM 609027107 820 48,240 SH SOLE 0 48,240 MONEYGRAM INTL COM 60935Y109 2,162 99,594 SH SOLE 0 99,594 MONRO MUFFLER COM 610236101 352 13,402 SH SOLE 0 13,402 MONSANTO CO NE COM 61166W101 16,985 270,674 SH SOLE 0 270,674 MONSTER WORLDW COM 611742107 4,821 157,000 SH SOLE 0 157,000 MOODYS CORP COM 615369105 13,110 256,660 SH SOLE 0 256,660 MOOG INC CL A 615394202 4,176 141,480 SH SOLE 0 141,480 MORGAN STANLEY COM 617446448 61,203 1,134,650 SH SOLE 0 1,134,650 MOTOROLA INC COM 620076109 55,405 2,514,962 SH SOLE 0 2,514,962 MOVADO GROUP I COM 624580106 635 33,920 SH SOLE 0 33,920 MOVIE GALLERY COM 624581104 558 53,700 SH SOLE 0 53,700 MPS GROUP INC COM 553409103 1,320 111,900 SH SOLE 0 111,900 MRO SOFTWARE I COM 55347W105 2,804 166,490 SH SOLE 0 166,490 MSC INDL DIREC CL A 553530106 2,877 86,740 SH SOLE 0 86,740 MTC TECHNOLOGI COM 55377A106 556 17,380 SH SOLE 0 17,380 MTR GAMING GRO COM 553769100 409 51,090 SH SOLE 0 51,090 MTS SYS CORP COM 553777103 2,474 65,500 SH SOLE 0 65,500 MUELLER INDS I COM 624756102 2,133 76,800 SH SOLE 0 76,800 MULTI COLOR CO COM 625383104 1,948 75,000 SH SOLE 0 75,000 MULTI FINELINE COM 62541B101 2,689 91,854 SH SOLE 0 91,854 MULTIMEDIA GAM COM 625453105 552 56,900 SH SOLE 0 56,900 MURPHY OIL COR COM 626717102 8,109 162,600 SH SOLE 0 162,600 MYERS INDS INC COM 628464109 764 65,616 SH SOLE 0 65,616 MYLAN LABS INC COM 628530107 4,480 232,600 SH SOLE 0 232,600 NABORS INDUSTR SHS G6359F103 13,261 184,620 SH SOLE 0 184,620 NAM TAI ELECTR COM 629865205 1,254 49,300 SH SOLE 0 49,300 NANOMETRICS IN COM 630077105 1,059 90,500 SH SOLE 0 90,500 NAPSTER INC COM 630797108 368 91,916 SH SOLE 0 91,916 NARA BANCORP I COM 63080P105 617 41,300 SH SOLE 0 41,300 NASDAQ STOCK M COM 631103108 4,765 187,960 SH SOLE 0 187,960 NASH FINCH CO COM 631158102 2,180 51,660 SH SOLE 0 51,660 NATIONAL CITY COM 635405103 19,432 581,091 SH SOLE 0 581,091 NATIONAL FINL COM 63607P208 5,444 120,600 SH SOLE 0 120,600 NATIONAL FUEL COM 636180101 6,229 182,146 SH SOLE 0 182,146 NATIONAL INSTR COM 636518102 1,506 61,100 SH SOLE 0 61,100 NATIONAL OILWE COM 637071101 29,597 449,807 SH SOLE 0 449,807 NATIONAL PENN COM 637138108 1,170 47,000 SH SOLE 0 47,000 NATIONAL PREST COM 637215104 424 9,900 SH SOLE 0 9,900 NATIONAL SEMIC COM 637640103 9,525 363,550 SH SOLE 0 363,550 NATIONWIDE HEA COM 638620104 2,330 100,000 SH SOLE 0 100,000 NATURES SUNSHI COM 639027101 1,075 46,240 SH SOLE 0 46,240 NATUZZI S P A ADR 63905A101 671 81,520 SH SOLE 0 81,520 NAUTILUS INC COM 63910B102 2,768 125,400 SH SOLE 0 125,400 NAVIGANT CONSU COM 63935N107 1,847 96,400 SH SOLE 0 96,400 NAVIGATORS GRO COM 638904102 272 7,300 SH SOLE 0 7,300 NAVISTAR INTL COM 63934E108 2,245 69,213 SH SOLE 0 69,213 NAVTEQ CORP COM 63936L100 1,224 24,500 SH SOLE 0 24,500 NBTY INC COM 628782104 2,750 117,000 SH SOLE 0 117,000 NCI BUILDING S COM 628852105 1,815 44,500 SH SOLE 0 44,500 NCO GROUP INC COM 628858102 1,392 67,400 SH SOLE 0 67,400 NCR CORP NEW COM 62886E108 5,871 183,980 SH SOLE 0 183,980 NDCHEALTH CORP COM 639480102 1,438 76,000 SH SOLE 0 76,000 NEENAH PAPER I COM 640079109 908 31,000 SH SOLE 0 31,000 NEIMAN MARCUS CL A 640204202 6,773 67,765 SH SOLE 0 67,765 NELSON THOMAS COM 640376109 1,094 58,320 SH SOLE 0 58,320 NEOGEN CORP COM 640491106 1,037 57,587 SH SOLE 0 57,587 NEOWARE SYS IN COM 64065P102 957 57,180 SH SOLE 0 57,180 NETGEAR INC COM 64111Q104 2,995 124,500 SH SOLE 0 124,500 NETWORK APPLIA COM 64120L104 8,609 362,640 SH SOLE 0 362,640 NETWORK EQUIP COM 641208103 239 51,900 SH SOLE 0 51,900 NEUROCHEM INC COM 64125K101 959 75,250 SH SOLE 0 75,250 NEUROCRINE BIO COM 64125C109 812 16,500 SH SOLE 0 16,500 NEUROGEN CORP COM 64124E106 87 12,700 SH SOLE 0 12,700 NEUROMETRIX IN COM 641255104 1,515 50,900 SH SOLE 0 50,900 NEW CENTURY FI COM 6435EV108 4,287 118,200 SH SOLE 0 118,200 NEW JERSEY RES COM 646025106 2,653 57,700 SH SOLE 0 57,700 NEW PLAN EXCEL COM 648053106 2,637 114,900 SH SOLE 0 114,900 NEW YORK CMNTY COM 649445103 4,432 270,237 SH SOLE 0 270,237 NEW YORK TIMES CL A 650111107 4,302 144,602 SH SOLE 0 144,602 NEWELL RUBBERM COM 651229106 6,284 277,445 SH SOLE 0 277,445 NEWFIELD EXPL COM 651290108 9,703 197,626 SH SOLE 0 197,626 NEWMONT MINING COM 651639106 22,371 474,257 SH SOLE 0 474,257 NEWPARK RES IN COM 651718504 2,072 246,100 SH SOLE 0 246,100 NEWPORT CORP COM 651824104 616 44,200 SH SOLE 0 44,200 NEWS CORP CL A 65248E104 38,579 2,474,600 SH SOLE 0 2,474,600 NEXTEL PARTNER CL A 65333F107 1,879 74,853 SH SOLE 0 74,853 NICOR INC COM 654086107 1,803 42,897 SH SOLE 0 42,897 NII HLDGS INC CL B 62913F201 5,906 69,929 SH SOLE 0 69,929 NIKE INC CL B 654106103 15,827 193,768 SH SOLE 0 193,768 NISOURCE INC COM 65473P105 6,512 268,552 SH SOLE 0 268,552 NITROMED INC COM 654798503 1,462 81,200 SH SOLE 0 81,200 NMS COMMUNICAT COM 629248105 817 220,902 SH SOLE 0 220,902 NN INC COM 629337106 980 81,730 SH SOLE 0 81,730 NOBLE CORPORAT SHS G65422100 12,191 178,080 SH SOLE 0 178,080 NOBLE ENERGY I COM 655044105 9,085 193,700 SH SOLE 0 193,700 NOKIA CORP ADR 654902204 7,907 467,612 SH SOLE 0 467,612 NORDSON CORP COM 655663102 2,593 68,177 SH SOLE 0 68,177 NORDSTROM INC COM 655664100 7,751 225,856 SH SOLE 0 225,856 NORFOLK SOUTHE COM 655844108 16,535 407,656 SH SOLE 0 407,656 NORTEL NETWORK CONV 656568AB8 4,011 4,250,000 SH SOLE 0 4,250,000 NORTEL NETWORK COM 656568102 245 75,000 SH SOLE 0 75,000 AMERN SCIENTI COM 65715D100 114 43,700 SH SOLE 0 43,700 CENT BANCSHAR COM 658418108 256 6,800 SH SOLE 0 6,800 FORK BANCORPO COM 659424105 12,293 482,089 SH SOLE 0 482,089 EAST BANCORP COM 663904100 203 9,300 SH SOLE 0 9,300 EAST UTILS COM 664397106 4,741 237,633 SH SOLE 0 237,633 ERN TR CORP COM 665859104 9,560 189,118 SH SOLE 0 189,118 ROP GRUMMAN CO COM 666807102 20,202 371,704 SH SOLE 0 371,704 WEST NAT GAS C COM 667655104 2,155 57,900 SH SOLE 0 57,900 WEST PIPE CO COM 667746101 272 10,500 SH SOLE 0 10,500 NOVAMED INC DE COM 66986W108 1,840 269,800 SH SOLE 0 269,800 NOVELL INC COM 670006105 3,239 434,788 SH SOLE 0 434,788 NOVELLUS SYS I COM 670008101 4,948 197,290 SH SOLE 0 197,290 NOVEN PHARMACE COM 670009109 693 49,500 SH SOLE 0 49,500 NPS PHARMACEUT COM 62936P103 671 66,400 SH SOLE 0 66,400 NRG ENERGY INC COM 629377508 690 16,200 SH SOLE 0 16,200 NSTAR COM 67019E107 4,858 167,964 SH SOLE 0 167,964 NTL INC DEL COM 62940M104 15,860 237,428 SH SOLE 0 237,428 NU HORIZONS EL COM 669908105 2,317 320,000 SH SOLE 0 320,000 NU SKIN ENTERP CL A 67018T105 1,699 89,200 SH SOLE 0 89,200 NUCOR CORP COM 670346105 10,386 176,056 SH SOLE 0 176,056 NUTRI SYS INC COM 67069D108 2,910 116,300 SH SOLE 0 116,300 NUVEEN INVTS I CL A 67090F106 3,190 80,990 SH SOLE 0 80,990 NVE CORP COM 629445206 1,205 78,939 SH SOLE 0 78,939 NVIDIA CORP COM 67066G104 5,826 169,940 SH SOLE 0 169,940 NVR INC COM 62944T105 11,327 12,800 SH SOLE 0 12,800 NYFIX INC COM 670712108 354 61,300 SH SOLE 0 61,300 O CHARLEYS INC COM 670823103 670 46,800 SH SOLE 0 46,800 O I CORP COM 670841105 249 22,600 SH SOLE 0 22,600 O REILLY AUTOM COM 686091109 6,405 227,280 SH SOLE 0 227,280 O2MICRO INTERN ORD G6797E106 1,072 68,095 SH SOLE 0 68,095 OAK HILL FINL COM 671337103 369 12,300 SH SOLE 0 12,300 OCCIDENTAL PET COM 674599105 35,507 415,631 SH SOLE 0 415,631 OCEANEERING IN COM 675232102 4,318 80,850 SH SOLE 0 80,850 ODYSSEY HEALTH COM 67611V101 1,994 117,530 SH SOLE 0 117,530 OFFICE DEPOT I COM 676220106 9,571 322,240 SH SOLE 0 322,240 OFFICEMAX INC COM 67622P101 2,231 70,453 SH SOLE 0 70,453 OFFSHORE LOGIS COM 676255102 1,809 48,900 SH SOLE 0 48,900 OGE ENERGY COR COM 670837103 5,331 189,707 SH SOLE 0 189,707 OHIO CAS CORP COM 677240103 2,549 94,000 SH SOLE 0 94,000 OIL STS INTL I COM 678026105 9,800 269,906 SH SOLE 0 269,906 OIL SVC HOLDRS RCPT 678002106 2,040 16,450 SH SOLE 0 16,450 OLD DOMINION F COM 679580100 3,182 95,000 SH SOLE 0 95,000 OLD REP INTL C COM 680223104 6,022 225,783 SH SOLE 0 225,783 OLD SECOND BAN COM 680277100 737 24,700 SH SOLE 0 24,700 OLIN CORP COM 680665205 4,432 233,400 SH SOLE 0 233,400 OLYMPIC STEEL COM 68162K106 610 34,900 SH SOLE 0 34,900 OM GROUP INC COM 670872100 1,208 60,000 SH SOLE 0 60,000 OMEGA HEALTHCA COM 681936100 363 26,100 SH SOLE 0 26,100 OMI CORP NEW COM Y6476W104 1,124 62,900 SH SOLE 0 62,900 OMNICARE INC COM 681904108 6,585 117,100 SH SOLE 0 117,100 OMNICOM GROUP COM 681919106 15,555 185,996 SH SOLE 0 185,996 OMNIVISION TEC COM 682128103 1,199 95,000 SH SOLE 0 95,000 OMNOVA SOLUTIO COM 682129101 1,811 414,400 SH SOLE 0 414,400 ON ASSIGNMENT COM 682159108 454 53,100 SH SOLE 0 53,100 ON SEMICONDUCT COM 682189105 3,204 622,200 SH SOLE 0 622,200 ONEOK INC NEW COM 682680103 6,121 179,936 SH SOLE 0 179,936 ONLINE RES COR COM 68273G101 1,741 164,550 SH SOLE 0 164,550 ONYX PHARMACEU COM 683399109 1,244 49,800 SH SOLE 0 49,800 OPEN SOLUTIONS COM 68371P102 779 35,700 SH SOLE 0 35,700 OPENWAVE SYS I COM 683718308 4,437 246,800 SH SOLE 0 246,800 OPNET TECHNOLO COM 683757108 1,341 159,312 SH SOLE 0 159,312 OPSWARE INC COM 68383A101 2,904 559,470 SH SOLE 0 559,470 OPTIMAL GROUP CL A 68388R208 748 36,160 SH SOLE 0 36,160 OPTION CARE IN COM 683948103 1,924 131,430 SH SOLE 0 131,430 ORACLE CORP COM 68389X105 48,628 3,921,620 SH SOLE 0 3,921,620 ORASURE TECHNO COM 68554V108 438 46,400 SH SOLE 0 46,400 ORCHID CELLMAR COM 68573C107 368 43,300 SH SOLE 0 43,300 OREGON STL MLS COM 686079104 1,163 41,700 SH SOLE 0 41,700 ORLEANS HOMEBU COM 686588104 355 14,400 SH SOLE 0 14,400 ORTHOLOGIC COR COM 68750J107 238 62,100 SH SOLE 0 62,100 OSHKOSH TRUCK COM 688239201 8,321 192,800 SH SOLE 0 192,800 OSTEOTECH INC COM 688582105 207 36,100 SH SOLE 0 36,100 OUTBACK STEAKH COM 689899102 2,664 72,800 SH SOLE 0 72,800 OUTDOOR CHANNE COM 690027206 773 52,400 SH SOLE 0 52,400 OVERSEAS SHIPH COM 690368105 2,770 47,494 SH SOLE 0 47,494 OWENS & MINOR COM 690732102 2,731 93,044 SH SOLE 0 93,044 OXFORD INDS IN COM 691497309 1,327 29,400 SH SOLE 0 29,400 P F CHANGS CHI COM 69333Y108 2,475 55,200 SH SOLE 0 55,200 PACCAR INC COM 693718108 12,519 184,407 SH SOLE 0 184,407 PACER INTL INC COM 69373H106 1,837 69,700 SH SOLE 0 69,700 PACIFIC PREMIE COM 69478X105 1,690 130,816 SH SOLE 0 130,816 PACIFIC SUNWEA COM 694873100 4,807 224,219 SH SOLE 0 224,219 PACIFICARE HEA COM 695112102 10,728 134,469 SH SOLE 0 134,469 PACIFICNET INC COM 69511V207 372 51,710 SH SOLE 0 51,710 PACKAGING CORP COM 695156109 1,349 69,500 SH SOLE 0 69,500 PACKAGING DYNA COM 695160101 1,171 93,032 SH SOLE 0 93,032 PACKETEER INC COM 695210104 944 75,200 SH SOLE 0 75,200 PACTIV CORP COM 695257105 2,606 148,725 SH SOLE 0 148,725 PAINCARE HLDGS COM 69562E104 1,225 326,778 SH SOLE 0 326,778 PALL CORP COM 696429307 3,345 121,628 SH SOLE 0 121,628 PALM INC NEW COM 696643105 1,542 54,440 SH SOLE 0 54,440 PALMSOURCE INC COM 697154102 1,007 55,800 SH SOLE 0 55,800 PALOMAR MED TE COM 697529303 3,524 134,357 SH SOLE 0 134,357 PANACOS PHARMA COM 69811Q106 564 57,900 SH SOLE 0 57,900 PANAMSAT HLDG COM 69831Y105 992 41,000 SH SOLE 0 41,000 PANERA BREAD C CL A 69840W108 3,828 74,800 SH SOLE 0 74,800 PAPA JOHNS INT COM 698813102 2,878 57,420 SH SOLE 0 57,420 PAR PHARMACEUT COM 69888P106 1,887 70,900 SH SOLE 0 70,900 PAR TECHNOLOGY COM 698884103 545 23,680 SH SOLE 0 23,680 PARAGON TECHNO COM 69912T108 2,166 201,454 SH SOLE 0 201,454 PARALLEL PETE COM 699157103 482 34,400 SH SOLE 0 34,400 PARAMETRIC TEC COM 699173100 4,272 612,933 SH SOLE 0 612,933 PAREXEL INTL C COM 699462107 1,119 55,700 SH SOLE 0 55,700 PARK ELECTROCH COM 700416209 1,119 42,000 SH SOLE 0 42,000 PARKER DRILLIN COM 701081101 3,484 375,800 SH SOLE 0 375,800 PARKER HANNIFI COM 701094104 7,665 119,194 SH SOLE 0 119,194 PARKWAY PPTYS COM 70159Q104 4,152 88,500 SH SOLE 0 88,500 PARLUX FRAGRAN COM 701645103 2,636 90,450 SH SOLE 0 90,450 PARTNERRE LTD COM G6852T105 211 3,300 SH SOLE 0 3,300 PARTY CITY COR COM 702145103 501 29,600 SH SOLE 0 29,600 PATTERSON COMP COM 703395103 7,201 179,900 SH SOLE 0 179,900 PATTERSON UTI COM 703481101 39,531 1,095,651 SH SOLE 0 1,095,651 PAXAR CORP COM 704227107 1,648 97,800 SH SOLE 0 97,800 PAYCHEX INC COM 704326107 12,790 344,825 SH SOLE 0 344,825 PAYLESS SHOESO COM 704379106 3,361 193,146 SH SOLE 0 193,146 PC-TEL INC COM 69325Q105 419 44,600 SH SOLE 0 44,600 PDF SOLUTIONS COM 693282105 1,522 91,667 SH SOLE 0 91,667 PEABODY ENERGY COM 704549104 13,403 158,900 SH SOLE 0 158,900 PEDIATRIX MED COM 705324101 3,826 49,800 SH SOLE 0 49,800 PEERLESS SYS C COM 705536100 1,263 210,442 SH SOLE 0 210,442 PEETS COFFEE & COM 705560100 3,291 107,530 SH SOLE 0 107,530 PEGASUS SOLUTI COM 705906105 332 37,000 SH SOLE 0 37,000 PENFORD CORP COM 707051108 528 39,480 SH SOLE 0 39,480 PENN NATL GAMI COM 707569109 4,579 147,200 SH SOLE 0 147,200 PENN VA CORP COM 707882106 5,862 101,580 SH SOLE 0 101,580 PENNEY J C INC COM 708160106 13,684 288,574 SH SOLE 0 288,574 PENNICHUCK COR COM 708254206 352 16,500 SH SOLE 0 16,500 PENTAIR INC COM 709631105 7,373 202,000 SH SOLE 0 202,000 PEOPLES ENERGY COM 711030106 1,437 36,502 SH SOLE 0 36,502 PEOPLESUPPORT COM 712714302 2,890 368,100 SH SOLE 0 368,100 PEP BOYS MANNY COM 713278109 1,571 113,526 SH SOLE 0 113,526 PEPCO HOLDINGS COM 713291102 6,163 264,834 SH SOLE 0 264,834 PEPSI BOTTLING COM 713409100 4,412 154,551 SH SOLE 0 154,551 PEPSIAMERICAS COM 71343P200 3,733 164,246 SH SOLE 0 164,246 PEPSICO INC COM 713448108 98,378 1,734,759 SH SOLE 0 1,734,759 PERFICIENT INC COM 71375U101 3,277 396,260 SH SOLE 0 396,260 PERFORMANCE FO COM 713755106 6,871 217,920 SH SOLE 0 217,920 PERICOM SEMICO COM 713831105 489 55,400 SH SOLE 0 55,400 PERINI CORP COM 713839108 797 43,770 SH SOLE 0 43,770 PERKINELMER IN COM 714046109 4,785 234,898 SH SOLE 0 234,898 PEROT SYS CORP CL A 714265105 497 35,100 SH SOLE 0 35,100 PERRIGO CO COM 714290103 1,414 98,800 SH SOLE 0 98,800 PER-SE TECHNOL COM 713569309 455 22,000 SH SOLE 0 22,000 PETMED EXPRESS COM 716382106 3,093 298,550 SH SOLE 0 298,550 PETROHAWK ENER COM 716495106 251 17,420 SH SOLE 0 17,420 PETROKAZAKHSTA COM 71649P102 1,002 18,400 SH SOLE 0 18,400 PETROLEO BRASI ADR 71654V101 24,730 387,920 SH SOLE 0 387,920 PETROLEO BRASI ADR 71654V408 115,903 1,621,249 SH SOLE 0 1,621,249 PETROLEUM DEV COM 716578109 1,334 34,800 SH SOLE 0 34,800 PETROQUEST ENE COM 716748108 1,068 102,260 SH SOLE 0 102,260 PETSMART INC COM 716768106 4,808 220,770 SH SOLE 0 220,770 PFIZER INC COM 717081103 189,746 7,598,966 SH SOLE 0 7,598,966 PG&E CORP COM 69331C108 15,566 396,577 SH SOLE 0 396,577 PHARMACEUTICAL COM 717124101 9,715 168,920 SH SOLE 0 168,920 PHARMACOPEIA D COM 7171EP101 69 19,450 SH SOLE 0 19,450 PHELPS DODGE C COM 717265102 16,696 128,498 SH SOLE 0 128,498 PHILADELPHIA C COM 717528103 5,261 61,963 SH SOLE 0 61,963 PHILLIPS VAN H COM 718592108 2,373 76,500 SH SOLE 0 76,500 PHOENIX COS IN COM 71902E109 346 28,400 SH SOLE 0 28,400 PHOENIX TECHNO COM 719153108 809 107,484 SH SOLE 0 107,484 PHOTON DYNAMIC COM 719364101 1,969 102,794 SH SOLE 0 102,794 PHOTRONICS INC COM 719405102 1,680 86,600 SH SOLE 0 86,600 PIEDMONT NAT G COM 720186105 4,045 160,700 SH SOLE 0 160,700 PIER 1 IMPORTS COM 720279108 1,077 95,600 SH SOLE 0 95,600 PILGRIMS PRIDE COM 721467108 1,459 40,078 SH SOLE 0 40,078 PINNACLE ENTMT COM 723456109 1,569 85,600 SH SOLE 0 85,600 PINNACLE FINL COM 72346Q104 1,261 50,096 SH SOLE 0 50,096 PINNACLE WEST COM 723484101 4,224 95,820 SH SOLE 0 95,820 PIONEER DRILLI COM 723655106 3,619 185,400 SH SOLE 0 185,400 PIONEER NAT RE COM 723787107 8,644 157,400 SH SOLE 0 157,400 PIPER JAFFRAY COM 724078100 1,257 42,100 SH SOLE 0 42,100 PITNEY BOWES I COM 724479100 9,959 238,592 SH SOLE 0 238,592 PIXAR COM 725811103 205 4,600 SH SOLE 0 4,600 PIXELWORKS INC COM 72581M107 791 120,000 SH SOLE 0 120,000 PLACER DOME IN COM 725906101 334 19,500 SH SOLE 0 19,500 PLACER SIERRA COM 726079106 2,879 104,800 SH SOLE 0 104,800 PLAINS EXPL& P COM 726505100 4,443 103,764 SH SOLE 0 103,764 PLANAR SYS INC COM 726900103 255 31,000 SH SOLE 0 31,000 PLANTRONICS IN COM 727493108 2,004 65,050 SH SOLE 0 65,050 PLATINUM UNDER COM G7127P100 4,599 153,850 SH SOLE 0 153,850 PLAYBOY ENTERP CL B 728117300 862 61,110 SH SOLE 0 61,110 PLAYTEX PRODS COM 72813P100 349 31,700 SH SOLE 0 31,700 PLEXUS CORP COM 729132100 864 50,581 SH SOLE 0 50,581 PLUM CREEK TIM COM 729251108 7,028 185,380 SH SOLE 0 185,380 PMA CAP CORP CL A 693419202 445 50,700 SH SOLE 0 50,700 PMC-SIERRA INC COM 69344F106 1,515 171,980 SH SOLE 0 171,980 PMI GROUP INC COM 69344M101 4,067 102,000 SH SOLE 0 102,000 PNC FINL SVCS COM 693475105 16,998 292,964 SH SOLE 0 292,964 PNM RES INC COM 69349H107 3,192 111,326 SH SOLE 0 111,326 POGO PRODUCING COM 730448107 6,725 114,099 SH SOLE 0 114,099 POLARIS INDS I COM 731068102 4,865 98,174 SH SOLE 0 98,174 POLO RALPH LAU CL A 731572103 3,858 76,700 SH SOLE 0 76,700 POLYCOM INC COM 73172K104 5,459 337,613 SH SOLE 0 337,613 POLYMEDICA COR COM 731738100 2,115 60,545 SH SOLE 0 60,545 POLYONE CORP COM 73179P106 1,168 192,800 SH SOLE 0 192,800 POPE & TALBOT COM 732827100 573 56,100 SH SOLE 0 56,100 PORTALPLAYER I COM 736187204 2,374 86,540 SH SOLE 0 86,540 POSCO ADR 693483109 4,191 74,100 SH SOLE 0 74,100 POSSIS MEDICAL COM 737407106 1,155 105,427 SH SOLE 0 105,427 POST PPTYS INC COM 737464107 3,289 88,300 SH SOLE 0 88,300 POTLATCH CORP COM 737628107 2,222 42,628 SH SOLE 0 42,628 POWER INTEGRAT COM 739276103 2,217 101,980 SH SOLE 0 101,980 POWERDSINE LTD SHS M41415106 1,014 92,200 SH SOLE 0 92,200 POWERWAVE TECH COM 739363109 2,288 176,120 SH SOLE 0 176,120 PPG INDS INC COM 693506107 10,857 183,422 SH SOLE 0 183,422 PPL CORP COM 69351T106 12,552 388,244 SH SOLE 0 388,244 PRAXAIR INC COM 74005P104 17,368 362,356 SH SOLE 0 362,356 PRE PAID LEGAL COM 740065107 828 21,400 SH SOLE 0 21,400 PRECISION CAST COM 740189105 7,983 150,346 SH SOLE 0 150,346 PREFERRED BK L COM 740367107 489 12,160 SH SOLE 0 12,160 PREMIERE GLOBA COM 740585104 125 15,300 SH SOLE 0 15,300 PRENTISS PPTYS COM 740706106 2,029 49,970 SH SOLE 0 49,970 PRESIDENTIAL L COM 740884101 810 45,000 SH SOLE 0 45,000 PRG-SCHULTZ IN COM 69357C107 267 88,900 SH SOLE 0 88,900 PRICE COMMUNIC COM 741437305 658 40,000 SH SOLE 0 40,000 PRICE T ROWE G COM 74144T108 10,047 153,860 SH SOLE 0 153,860 PRIDE INTL INC COM 74153Q102 7,903 277,200 SH SOLE 0 277,200 PRINCETON NATL COM 742282106 340 10,000 SH SOLE 0 10,000 PRINCIPAL FINA COM 74251V102 13,450 283,940 SH SOLE 0 283,940 PRIORITY HEALT CL B 74264T102 3,763 135,060 SH SOLE 0 135,060 PRIVATEBANCORP COM 742962103 1,560 45,500 SH SOLE 0 45,500 PROASSURANCE C COM 74267C106 6,804 145,800 SH SOLE 0 145,800 PROCTER & GAMB COM 742718109 139,741 2,350,164 SH SOLE 0 2,350,164 PRO-DEX INC CO COM 74265M106 441 129,749 SH SOLE 0 129,749 PROGRAMMERS PA COM 743205106 491 52,106 SH SOLE 0 52,106 PROGRESS ENERG COM 743263105 11,327 253,128 SH SOLE 0 253,128 PROGRESS SOFTW COM 743312100 5,725 180,200 SH SOLE 0 180,200 PROGRESSIVE CO COM 743315103 20,766 198,206 SH SOLE 0 198,206 PROLOGIS COM 743410102 187,007 4,220,417 SH SOLE 0 4,220,417 PROQUEST COMPA COM 74346P102 366 10,100 SH SOLE 0 10,100 PROSPERITY BAN COM 743606105 3,034 100,300 SH SOLE 0 100,300 PROTECTIVE LIF COM 743674103 4,985 121,063 SH SOLE 0 121,063 PROTEIN DESIGN COM 74369L103 8,567 305,979 SH SOLE 0 305,979 PROVIDE COMM I COM 74373W103 438 18,050 SH SOLE 0 18,050 PROVIDENCE SVC COM 743815102 2,193 71,700 SH SOLE 0 71,700 PROVIDENT BANK COM 743859100 2,400 69,015 SH SOLE 0 69,015 PROVIDENT FINL COM 743868101 210 7,500 SH SOLE 0 7,500 PROVIDENT FINL COM 74386T105 366 20,800 SH SOLE 0 20,800 PROVIDIAN FINL COM 74406A102 6,245 353,230 SH SOLE 0 353,230 PRUDENTIAL FIN COM 744320102 35,823 530,240 SH SOLE 0 530,240 PS BUSINESS PK COM 69360J107 4,252 92,845 SH SOLE 0 92,845 PSS WORLD MED COM 69366A100 523 39,200 SH SOLE 0 39,200 PAC-WEST TELEC COM 69371Y101 97 122,402 SH SOLE 0 122,402 PSYCHIATRIC SO COM 74439H108 5,174 95,401 SH SOLE 0 95,401 PUBLIC STORAGE COM 74460D109 16,328 243,700 SH SOLE 0 243,700 PUBLIC SVC ENT COM 744573106 16,572 257,492 SH SOLE 0 257,492 PUGET ENERGY I COM 745310102 3,011 128,229 SH SOLE 0 128,229 PULASKI FINL C COM 745548107 557 31,480 SH SOLE 0 31,480 PULTE HOMES IN COM 745867101 9,781 227,898 SH SOLE 0 227,898 PXRE GROUP LTD COM G73018106 618 45,900 SH SOLE 0 45,900 QIAGEN N V ORD N72482107 2,056 157,645 SH SOLE 0 157,645 QLOGIC CORP COM 747277101 5,099 149,089 SH SOLE 0 149,089 QUADRAMED CORP COM 74730W101 889 488,559 SH SOLE 0 488,559 QUAKER CHEM CO COM 747316107 355 20,400 SH SOLE 0 20,400 QUALCOMM INC COM 747525103 76,062 1,699,720 SH SOLE 0 1,699,720 QUALITY SYS IN COM 747582104 2,163 31,308 SH SOLE 0 31,308 QUANEX CORP COM 747620102 4,344 65,600 SH SOLE 0 65,600 QUANTA CAPITAL COM G7313F106 2,653 442,190 SH SOLE 0 442,190 QUANTA SVCS IN COM 74762E102 1,670 130,900 SH SOLE 0 130,900 QUEST DIAGNOST COM 74834L100 8,836 174,830 SH SOLE 0 174,830 QUEST SOFTWARE COM 74834T103 999 66,300 SH SOLE 0 66,300 QUESTAR CORP COM 748356102 8,742 99,200 SH SOLE 0 99,200 QUIDEL CORP COM 74838J101 941 99,480 SH SOLE 0 99,480 QUIKSILVER INC COM 74838C106 4,640 321,100 SH SOLE 0 321,100 QWEST COMMUNIC COM 749121109 6,410 1,563,400 SH SOLE 0 1,563,400 RADIAN GROUP I COM 750236101 7,893 148,648 SH SOLE 0 148,648 RADIANT SYSTEM COM 75025N102 489 47,400 SH SOLE 0 47,400 RADIATION THER COM 750323206 742 23,300 SH SOLE 0 23,300 RADIOSHACK COR COM 750438103 3,334 134,418 SH SOLE 0 134,418 RADISYS CORP COM 750459109 823 42,400 SH SOLE 0 42,400 RADYNE CORP COM 750611402 2,732 257,538 SH SOLE 0 257,538 RAILAMERICA IN COM 750753105 1,781 149,700 SH SOLE 0 149,700 RALCORP HLDGS COM 751028101 2,612 62,300 SH SOLE 0 62,300 RANGE RES CORP COM 75281A109 4,415 114,340 SH SOLE 0 114,340 RARE HOSPITALI COM 753820109 3,694 143,720 SH SOLE 0 143,720 RAVEN INDS INC COM 754212108 1,585 54,200 SH SOLE 0 54,200 RAYMOND JAMES COM 754730109 4,079 127,005 SH SOLE 0 127,005 RAYONIER INC COM 754907103 3,226 55,983 SH SOLE 0 55,983 RAYTHEON CO COM 755111507 19,007 499,910 SH SOLE 0 499,910 RCM TECHNOLOGI COM 749360400 196 32,641 SH SOLE 0 32,641 READERS DIGEST COM 755267101 1,757 110,000 SH SOLE 0 110,000 RECKSON ASSOCS COM 75621K106 4,947 143,170 SH SOLE 0 143,170 RED HAT INC COM 756577102 6,067 286,320 SH SOLE 0 286,320 RED ROBIN GOUR COM 75689M101 2,508 54,720 SH SOLE 0 54,720 REDBACK NETWOR COM 757209507 3,280 330,630 SH SOLE 0 330,630 REDDY ICE HLDG COM 75734R105 1,284 62,600 SH SOLE 0 62,600 REEBOK INTL LT COM 758110100 27,099 479,032 SH SOLE 0 479,032 REGAL BELOIT C COM 758750103 5,907 182,100 SH SOLE 0 182,100 REGENCY CTRS C COM 758849103 12,863 223,899 SH SOLE 0 223,899 REGENERON PHAR COM 75886F107 1,067 112,400 SH SOLE 0 112,400 REGENT COMMUNI COM 758865109 361 68,600 SH SOLE 0 68,600 REGIONS FINANC COM 7591EP100 14,431 463,715 SH SOLE 0 463,715 REGIS CORP MIN COM 758932107 2,141 56,600 SH SOLE 0 56,600 REHABCARE GROU COM 759148109 1,931 94,100 SH SOLE 0 94,100 REINSURANCE GR COM 759351109 362 8,100 SH SOLE 0 8,100 RELIANCE STEEL COM 759509102 3,162 59,741 SH SOLE 0 59,741 REMINGTON OIL COM 759594302 2,241 54,000 SH SOLE 0 54,000 REMOTE DYNAMIC COM 75962A105 44 53,469 SH SOLE 0 53,469 RENAISSANCE LE COM 75968L105 289 16,250 SH SOLE 0 16,250 RENAL CARE GRO COM 759930100 4,590 97,000 SH SOLE 0 97,000 RENT A CTR INC COM 76009N100 8,765 453,900 SH SOLE 0 453,900 RENTRAK CORP COM 760174102 382 40,200 SH SOLE 0 40,200 REPUBLIC BANCO COM 760282103 2,050 144,947 SH SOLE 0 144,947 REPUBLIC SVCS COM 760759100 7,518 213,039 SH SOLE 0 213,039 RES-CARE INC COM 760943100 626 40,660 SH SOLE 0 40,660 RESMED INC COM 761152107 11,788 148,000 SH SOLE 0 148,000 RESOURCES CONN COM 76122Q105 1,973 66,600 SH SOLE 0 66,600 RESPIRONICS IN COM 761230101 10,800 256,036 SH SOLE 0 256,036 REVLON INC CL A 761525500 2,175 675,350 SH SOLE 0 675,350 REWARDS NETWOR COM 761557107 300 43,900 SH SOLE 0 43,900 REYNOLDS & REY CL A 761695105 1,554 56,700 SH SOLE 0 56,700 REYNOLDS AMERI COM 761713106 7,251 87,340 SH SOLE 0 87,340 RF MICRODEVICE COM 749941100 1,828 323,600 SH SOLE 0 323,600 RICHARDSON ELE COM 763165107 291 38,291 SH SOLE 0 38,291 RIMAGE CORP COM 766721104 1,094 41,020 SH SOLE 0 41,020 RITCHIE BROS A COM 767744105 388 8,825 SH SOLE 0 8,825 RIVERVIEW BANC COM 769397100 325 15,600 SH SOLE 0 15,600 RLI CORP COM 749607107 2,077 44,900 SH SOLE 0 44,900 ROBBINS & MYER COM 770196103 546 24,300 SH SOLE 0 24,300 ROBERT HALF IN COM 770323103 5,926 166,520 SH SOLE 0 166,520 ROCK OF AGES C CL A 772632105 753 139,500 SH SOLE 0 139,500 ROCK-TENN CO CL A 772739207 988 65,400 SH SOLE 0 65,400 ROCKWELL AUTOM COM 773903109 9,681 183,014 SH SOLE 0 183,014 ROCKWELL COLLI COM 774341101 8,882 183,810 SH SOLE 0 183,810 ROCKY SHOES & COM 774830103 731 25,550 SH SOLE 0 25,550 ROFIN SINAR TE COM 775043102 1,216 32,000 SH SOLE 0 32,000 ROGERS COMMUNI CL B 775109200 331 8,400 SH SOLE 0 8,400 ROGERS CORP COM 775133101 1,869 48,300 SH SOLE 0 48,300 ROHM & HAAS CO COM 775371107 7,197 174,974 SH SOLE 0 174,974 ROLLINS INC COM 775711104 1,284 65,775 SH SOLE 0 65,775 ROME BANCORP I COM 77587P103 324 30,900 SH SOLE 0 30,900 ROPER INDS INC COM 776696106 7,056 179,600 SH SOLE 0 179,600 ROSS STORES IN COM 778296103 9,677 408,300 SH SOLE 0 408,300 ROWAN COS INC COM 779382100 20,580 579,868 SH SOLE 0 579,868 ROYAL BANCSHAR CL A 780081105 1,139 51,000 SH SOLE 0 51,000 ROYAL DUTCH SH ADR 780259206 656 10,000 SH SOLE 0 10,000 RPM INTL INC COM 749685103 4,508 245,025 SH SOLE 0 245,025 RSA SEC INC COM 749719100 1,000 78,700 SH SOLE 0 78,700 RTI INTL METAL COM 74973W107 4,136 105,100 SH SOLE 0 105,100 RUBIOS RESTAUR COM 78116B102 323 34,800 SH SOLE 0 34,800 RUBY TUESDAY I COM 781182100 1,538 70,700 SH SOLE 0 70,700 RUDDICK CORP COM 781258108 1,887 81,886 SH SOLE 0 81,886 RUDOLPH TECHNO COM 781270103 2,018 149,800 SH SOLE 0 149,800 RUSH ENTERPRIS CL A 781846209 1,175 76,920 SH SOLE 0 76,920 RUSS BERRIE & COM 782233100 352 24,900 SH SOLE 0 24,900 RUSSELL CORP COM 782352108 976 69,500 SH SOLE 0 69,500 RYANS RESTAURA COM 783520109 1,026 87,900 SH SOLE 0 87,900 RYDER SYS INC COM 783549108 2,181 63,731 SH SOLE 0 63,731 RYERSON TULL I COM 78375P107 2,727 128,040 SH SOLE 0 128,040 RYLAND GROUP I COM 783764103 3,640 53,200 SH SOLE 0 53,200 SABRE HLDGS CO CL A 785905100 3,651 180,044 SH SOLE 0 180,044 SAFECO CORP COM 786429100 6,678 125,121 SH SOLE 0 125,121 SAFEGUARD SCIE COM 786449108 69 40,000 SH SOLE 0 40,000 SAFENET INC COM 78645R107 4,590 126,425 SH SOLE 0 126,425 SAFETY INS GRO COM 78648T100 797 22,400 SH SOLE 0 22,400 SAFEWAY INC COM 786514208 11,932 466,100 SH SOLE 0 466,100 SAKS INC COM 79377W108 3,123 168,837 SH SOLE 0 168,837 SALESFORCE COM COM 79466L302 3,059 132,310 SH SOLE 0 132,310 SALIX PHARMACE COM 795435106 2,636 124,052 SH SOLE 0 124,052 SANDERSON FARM COM 800013104 1,130 30,400 SH SOLE 0 30,400 SANDISK CORP COM 80004C101 12,077 250,362 SH SOLE 0 250,362 SANMINA SCI CO COM 800907107 2,173 506,488 SH SOLE 0 506,488 SANOFI AVENTIS ADR 80105N105 956 23,000 SH SOLE 0 23,000 SANTARUS INC COM 802817304 266 42,800 SH SOLE 0 42,800 SAPIENT CORP COM 803062108 739 118,200 SH SOLE 0 118,200 SARA LEE CORP COM 803111103 14,812 781,655 SH SOLE 0 781,655 SAUL CTRS INC COM 804395101 695 19,300 SH SOLE 0 19,300 SAVIENT PHARMA COM 80517Q100 861 228,500 SH SOLE 0 228,500 SBA COMMUNICAT COM 78388J106 6,939 449,700 SH SOLE 0 449,700 SBC COMMUNICAT COM 78387G103 78,230 3,263,643 SH SOLE 0 3,263,643 SBS TECHNOLOGI COM 78387P103 316 32,800 SH SOLE 0 32,800 SCANA CORP NEW COM 80589M102 5,816 137,700 SH SOLE 0 137,700 SCANSOURCE INC COM 806037107 1,296 26,600 SH SOLE 0 26,600 SCBT FINANCIAL COM 78401V102 452 14,305 SH SOLE 0 14,305 SCHEIN HENRY I COM 806407102 4,121 96,700 SH SOLE 0 96,700 SCHERING PLOUG COM 806605101 31,487 1,495,826 SH SOLE 0 1,495,826 SCHLUMBERGER L COM 806857108 50,124 594,027 SH SOLE 0 594,027 SCHOLASTIC COR COM 807066105 4,237 114,649 SH SOLE 0 114,649 SCHOOL SPECIAL COM 807863105 3,385 69,400 SH SOLE 0 69,400 SCHULMAN A INC COM 808194104 1,152 64,200 SH SOLE 0 64,200 SCHWAB CHARLES COM 808513105 15,560 1,078,296 SH SOLE 0 1,078,296 SCHWEITZER-MAU COM 808541106 1,328 59,500 SH SOLE 0 59,500 SCIENTIFIC ATL COM 808655104 6,135 163,548 SH SOLE 0 163,548 SCIENTIFIC GAM CL A 80874P109 2,939 94,800 SH SOLE 0 94,800 SCOTTISH RE GR ORD G7885T104 3,578 150,100 SH SOLE 0 150,100 SCOTTS MIRACLE CL A 810186106 2,198 25,000 SH SOLE 0 25,000 SCP POOL CORP COM 784028102 4,665 133,543 SH SOLE 0 133,543 SCPIE HLDGS IN COM 78402P104 299 20,900 SH SOLE 0 20,900 SEA CONTAINERS CL A 811371707 2,003 170,900 SH SOLE 0 170,900 SEABOARD CORP COM 811543107 446 325 SH SOLE 0 325 SEABRIGHT INSU COM 811656107 563 43,480 SH SOLE 0 43,480 SEACOAST BKG C COM 811707306 348 14,865 SH SOLE 0 14,865 SEACOR HOLDING COM 811904101 3,135 43,200 SH SOLE 0 43,200 SEALED AIR COR COM 81211K100 3,886 81,876 SH SOLE 0 81,876 SEARS HLDGS CO COM 812350106 12,952 104,091 SH SOLE 0 104,091 SECURE COMPUTI COM 813705100 1,664 146,630 SH SOLE 0 146,630 SECURITY BANK COM 814047106 3,021 121,380 SH SOLE 0 121,380 SEI INVESTMENT COM 784117103 4,874 129,700 SH SOLE 0 129,700 SELECT COMFORT COM 81616X103 1,510 75,600 SH SOLE 0 75,600 SELECTIVE INS COM 816300107 4,949 101,200 SH SOLE 0 101,200 SEMCO ENERGY I COM 78412D109 465 70,600 SH SOLE 0 70,600 SEMITOOL INC COM 816909105 1,591 200,100 SH SOLE 0 200,100 SEMPRA ENERGY COM 816851109 12,156 258,318 SH SOLE 0 258,318 SEMTECH CORP COM 816850101 2,642 160,400 SH SOLE 0 160,400 SENSIENT TECHN COM 81725T100 993 52,400 SH SOLE 0 52,400 SEPRACOR INC COM 817315104 7,911 134,101 SH SOLE 0 134,101 SEQUA CORPORAT CL A 817320104 419 7,100 SH SOLE 0 7,100 SERACARE LIFE COM 81747Q100 632 35,580 SH SOLE 0 35,580 SERENA SOFTWAR COM 817492101 1,897 95,200 SH SOLE 0 95,200 SEROLOGICALS C COM 817523103 3,199 141,800 SH SOLE 0 141,800 SFBC INTL INC COM 784121105 1,709 38,500 SH SOLE 0 38,500 SHAW GROUP INC COM 820280105 4,081 165,500 SH SOLE 0 165,500 SHERWIN WILLIA COM 824348106 6,621 150,245 SH SOLE 0 150,245 SHOPKO STORES COM 824911101 1,618 63,400 SH SOLE 0 63,400 SHUFFLE MASTER COM 825549108 3,478 131,675 SH SOLE 0 131,675 SHURGARD STORA COM 82567D104 73,570 1,316,800 SH SOLE 0 1,316,800 SI INTL INC COM 78427V102 2,172 70,137 SH SOLE 0 70,137 SIEBEL SYS INC COM 826170102 5,773 558,820 SH SOLE 0 558,820 SIERRA HEALTH COM 826322109 3,667 53,250 SH SOLE 0 53,250 SIERRA PAC RES COM 826428104 4,765 320,900 SH SOLE 0 320,900 SIFCO INDS INC COM 826546103 159 44,900 SH SOLE 0 44,900 SIGMA ALDRICH COM 826552101 4,304 67,189 SH SOLE 0 67,189 SIGMATEL INC COM 82661W107 337 16,640 SH SOLE 0 16,640 SIGNATURE BK N COM 82669G104 2,709 100,370 SH SOLE 0 100,370 SILICON LABORA COM 826919102 1,504 49,500 SH SOLE 0 49,500 SILICON STORAG COM 827057100 2,027 376,800 SH SOLE 0 376,800 SIMON PPTY GRO COM 828806109 87,415 1,179,371 SH SOLE 0 1,179,371 SIMPSON MANUFA COM 829073105 3,585 91,600 SH SOLE 0 91,600 SIRENZA MICROD COM 82966T106 1,625 500,000 SH SOLE 0 500,000 SIRF TECHNOLOG COM 82967H101 2,362 78,380 SH SOLE 0 78,380 SIRIUS SATELLI COM 82966U103 324 49,500 SH SOLE 0 49,500 SIRVA INC COM 82967Y104 204 27,400 SH SOLE 0 27,400 SK TELECOM LTD ADR 78440P108 15,803 723,600 SH SOLE 0 723,600 SKECHERS U S A CL A 830566105 1,198 73,200 SH SOLE 0 73,200 SKYLINE CORP COM 830830105 581 14,300 SH SOLE 0 14,300 SKYWEST INC COM 830879102 8,793 327,864 SH SOLE 0 327,864 SKYWORKS SOLUT COM 83088M102 2,333 332,300 SH SOLE 0 332,300 SL GREEN RLTY COM 78440X101 3,782 55,470 SH SOLE 0 55,470 SLM CORP COM 78442P106 22,570 420,760 SH SOLE 0 420,760 SM&A COM 78465D105 94 10,700 SH SOLE 0 10,700 SMITH A O COM 831865209 1,203 42,200 SH SOLE 0 42,200 SMITH INTL INC COM 832110100 10,986 329,800 SH SOLE 0 329,800 SMITH MICRO SO COM 832154108 2,852 425,000 SH SOLE 0 425,000 SMITHFIELD FOO COM 832248108 3,256 109,700 SH SOLE 0 109,700 SMUCKER J M CO COM 832696405 3,145 64,787 SH SOLE 0 64,787 SNAP ON INC COM 833034101 4,090 113,246 SH SOLE 0 113,246 SOLECTRON CORP COM 834182107 3,655 934,774 SH SOLE 0 934,774 SOMANETICS COR COM 834445405 4,110 164,403 SH SOLE 0 164,403 SONIC AUTOMOTI CL A 83545G102 1,380 62,100 SH SOLE 0 62,100 SONIC CORP COM 835451105 5,315 194,350 SH SOLE 0 194,350 SONIC SOLUTION COM 835460106 1,101 51,200 SH SOLE 0 51,200 SONOCO PRODS C COM 835495102 3,086 112,987 SH SOLE 0 112,987 SONY CORP ADR 835699307 398 12,000 SH SOLE 0 12,000 SOTHEBYS HLDGS CL A 835898107 722 43,200 SH SOLE 0 43,200 SOURCE INTERLI COM 836151209 236 21,300 SH SOLE 0 21,300 SOURCECORP COM 836167106 705 32,900 SH SOLE 0 32,900 SOUTH FINL GRO COM 837841105 4,465 166,367 SH SOLE 0 166,367 SOUTHERN CO COM 842587107 27,051 756,459 SH SOLE 0 756,459 SOUTHERN UN CO COM 844030106 5,298 205,577 SH SOLE 0 205,577 SOUTHSIDE BANC COM 84470P109 208 10,925 SH SOLE 0 10,925 SOUTHWEST AIRL COM 844741108 10,656 717,549 SH SOLE 0 717,549 SOUTHWEST BANC COM 844767103 470 21,410 SH SOLE 0 21,410 SOUTHWEST GAS COM 844895102 2,202 80,400 SH SOLE 0 80,400 SOUTHWEST WTR COM 845331107 307 21,200 SH SOLE 0 21,200 SOUTHWESTERN E COM 845467109 15,377 209,500 SH SOLE 0 209,500 SOVEREIGN BANC COM 845905108 8,243 374,000 SH SOLE 0 374,000 SOVRAN SELF ST COM 84610H108 1,694 34,600 SH SOLE 0 34,600 SPATIALIGHT IN COM 847248101 245 55,900 SH SOLE 0 55,900 SPDR TR UNIT 78462F103 32,802 266,600 SH SOLE 0 266,600 SPECTRUM BRAND COM 84762L105 1,832 77,800 SH SOLE 0 77,800 SPECTRUM CTL I COM 847615101 419 56,600 SH SOLE 0 56,600 SPEEDWAY MOTOR COM 847788106 2,185 60,150 SH SOLE 0 60,150 SPHERION CORP COM 848420105 4,254 559,732 SH SOLE 0 559,732 SPINNAKER EXPL COM 84855W109 4,166 64,400 SH SOLE 0 64,400 SPORTSMANS GUI COM 848907200 3,154 115,520 SH SOLE 0 115,520 SPRINT NEXTEL COM 852061100 71,324 2,999,320 SH SOLE 0 2,999,320 SPSS INC COM 78462K102 1,384 57,680 SH SOLE 0 57,680 SPX CORP COM 784635104 3,731 81,206 SH SOLE 0 81,206 SRA INTL INC CL A 78464R105 3,393 95,630 SH SOLE 0 95,630 SS&C TECHNOLOG COM 85227Q100 4,265 116,400 SH SOLE 0 116,400 ST JOSEPH CAP COM 790595102 809 24,888 SH SOLE 0 24,888 ST JUDE MED IN COM 790849103 17,191 367,328 SH SOLE 0 367,328 ST MARY LD & E COM 792228108 4,864 132,900 SH SOLE 0 132,900 ST PAUL TRAVEL COM 792860108 32,019 713,587 SH SOLE 0 713,587 STAGE STORES I COM 85254C305 2,420 90,050 SH SOLE 0 90,050 STANCORP FINL COM 852891100 4,659 55,337 SH SOLE 0 55,337 STANDARD MICRO COM 853626109 1,301 43,500 SH SOLE 0 43,500 STANDARD MTR P COM 853666105 216 26,600 SH SOLE 0 26,600 STANDARD PAC C COM 85375C101 8,434 203,182 SH SOLE 0 203,182 STANDARD REGIS COM 853887107 398 26,600 SH SOLE 0 26,600 STANDEX INTL C COM 854231107 613 23,300 SH SOLE 0 23,300 STANLEY WKS COM 854616109 5,159 110,527 SH SOLE 0 110,527 STANTEC INC COM 85472N109 242 7,808 SH SOLE 0 7,808 STAPLES INC COM 855030102 18,038 846,082 SH SOLE 0 846,082 STARBUCKS CORP COM 855244109 19,368 386,580 SH SOLE 0 386,580 STARTEK INC COM 85569C107 312 23,600 SH SOLE 0 23,600 STARWOOD HOTEL COM 85590A203 91,191 1,595,080 SH SOLE 0 1,595,080 STATE STR CORP COM 857477103 16,716 341,708 SH SOLE 0 341,708 STEAK N SHAKE COM 857873103 1,061 58,454 SH SOLE 0 58,454 STEEL DYNAMICS COM 858119100 2,347 69,111 SH SOLE 0 69,111 STEEL TECHNOLO COM 858147101 604 23,300 SH SOLE 0 23,300 STEELCASE INC CL A 858155203 2,006 138,700 SH SOLE 0 138,700 STEIN MART INC COM 858375108 1,139 56,100 SH SOLE 0 56,100 STEINER LEISUR ORD P8744Y102 212 6,250 SH SOLE 0 6,250 STEINWAY MUSIC COM 858495104 271 10,300 SH SOLE 0 10,300 STERICYCLE INC COM 858912108 7,520 131,580 SH SOLE 0 131,580 STERIS CORP COM 859152100 2,140 89,955 SH SOLE 0 89,955 STERLING BANCS COM 858907108 1,685 114,650 SH SOLE 0 114,650 STERLING FINL COM 859319105 1,639 72,665 SH SOLE 0 72,665 STEWART & STEV COM 860342104 8,807 369,280 SH SOLE 0 369,280 STEWART INFORM COM 860372101 1,946 38,000 SH SOLE 0 38,000 STOLT OFFSHORE ADR 861567105 1,815 156,710 SH SOLE 0 156,710 STONE ENERGY C COM 861642106 3,449 56,500 SH SOLE 0 56,500 STRATEGIC HOTE COM 86272T106 7,077 387,557 SH SOLE 0 387,557 STRAYER ED INC COM 863236105 1,569 16,600 SH SOLE 0 16,600 STRIDE RITE CO COM 863314100 2,888 225,270 SH SOLE 0 225,270 STRYKER CORP COM 863667101 17,349 350,980 SH SOLE 0 350,980 STURM RUGER & COM 864159108 416 45,200 SH SOLE 0 45,200 SUN HYDRAULICS COM 866942105 4,197 172,729 SH SOLE 0 172,729 SUN MICROSYSTE COM 866810104 13,598 3,459,976 SH SOLE 0 3,459,976 SUNOCO INC COM 86764P109 11,284 144,296 SH SOLE 0 144,296 SUNOPTA INC COM 8676EP108 1,361 280,000 SH SOLE 0 280,000 SUNRISE SENIOR COM 86768K106 2,496 37,400 SH SOLE 0 37,400 SUNTERRA CORP COM 86787D208 1,732 131,900 SH SOLE 0 131,900 SUNTRUST BKS I COM 867914103 25,500 367,168 SH SOLE 0 367,168 SUPERGEN INC COM 868059106 334 53,000 SH SOLE 0 53,000 SUPERIOR ENERG COM 868157108 7,071 306,240 SH SOLE 0 306,240 SUPERIOR INDS COM 868168105 1,033 48,000 SH SOLE 0 48,000 SUPERTEX INC COM 868532102 729 24,300 SH SOLE 0 24,300 SUPERVALU INC COM 868536103 4,081 131,148 SH SOLE 0 131,148 SUPPORTSOFT IN COM 868587106 345 68,480 SH SOLE 0 68,480 SURMODICS INC COM 868873100 1,261 32,600 SH SOLE 0 32,600 SUSQUEHANNA BA COM 869099101 2,355 98,000 SH SOLE 0 98,000 SUSSEX BANCORP COM 869245100 172 12,000 SH SOLE 0 12,000 SVB FINL GROUP COM 78486Q101 2,830 58,176 SH SOLE 0 58,176 SWIFT ENERGY C COM 870738101 2,745 60,000 SH SOLE 0 60,000 SWIFT TRANSN C COM 870756103 1,186 67,017 SH SOLE 0 67,017 SWS GROUP INC COM 78503N107 537 32,767 SH SOLE 0 32,767 SYBASE INC COM 871130100 3,888 166,017 SH SOLE 0 166,017 SYBRON DENTAL COM 871142105 5,035 121,100 SH SOLE 0 121,100 SYKES ENTERPRI COM 871237103 634 53,310 SH SOLE 0 53,310 SYMANTEC CORP COM 871503108 29,099 1,284,145 SH SOLE 0 1,284,145 SYMBION INC DE COM 871507109 5,111 197,567 SH SOLE 0 197,567 SYMBOL TECHNOL COM 871508107 2,268 234,321 SH SOLE 0 234,321 SYMMETRICOM IN COM 871543104 755 97,500 SH SOLE 0 97,500 SYMMETRY MED I COM 871546206 1,773 74,800 SH SOLE 0 74,800 SYNAPTICS INC COM 87157D109 953 50,700 SH SOLE 0 50,700 SYNOPSYS INC COM 871607107 3,026 160,128 SH SOLE 0 160,128 SYNOVUS FINL C COM 87161C105 8,533 307,842 SH SOLE 0 307,842 SYSCO CORP COM 871829107 20,402 650,360 SH SOLE 0 650,360 TAG-IT PAC INC ADR 873774103 72 88,000 SH SOLE 0 88,000 TAIWAN SEMICON ADR 874039100 4,608 560,618 SH SOLE 0 560,618 TAKE-TWO INTER COM 874054109 3,943 178,510 SH SOLE 0 178,510 TALBOTS INC COM 874161102 1,729 57,800 SH SOLE 0 57,800 TALISMAN ENERG COM 87425E103 650 13,300 SH SOLE 0 13,300 TALX CORP COM 874918105 1,453 44,300 SH SOLE 0 44,300 TARGET CORP COM 87612E106 48,133 926,888 SH SOLE 0 926,888 TARRANT APPARE COM 876289109 372 118,402 SH SOLE 0 118,402 TAUBMAN CTRS I COM 876664103 6,876 216,900 SH SOLE 0 216,900 TAYLOR CAP GRO COM 876851106 420 11,100 SH SOLE 0 11,100 TBC CORP NEW COM 872183108 2,211 64,100 SH SOLE 0 64,100 TCF FINL CORP COM 872275102 3,683 137,687 SH SOLE 0 137,687 TEAM INC COM 878155100 380 16,900 SH SOLE 0 16,900 TECH DATA CORP COM 878237106 3,722 101,400 SH SOLE 0 101,400 TECHNE CORP COM 878377100 3,634 63,780 SH SOLE 0 63,780 TECHNICAL OLYM COM 878483106 337 12,900 SH SOLE 0 12,900 TECHNITROL INC COM 878555101 1,304 85,100 SH SOLE 0 85,100 TECHTEAM GLOBA COM 878311109 852 70,580 SH SOLE 0 70,580 TECO ENERGY IN COM 872375100 3,908 216,880 SH SOLE 0 216,880 TECUMSEH PRODS CL A 878895200 441 20,500 SH SOLE 0 20,500 TEKTRONIX INC COM 879131100 2,079 82,416 SH SOLE 0 82,416 TELE NORTE LES ADR 879246106 11,240 680,000 SH SOLE 0 680,000 TELECOMUNICACO ADR 879287308 10,256 316,433 SH SOLE 0 316,433 TELEDYNE TECHN COM 879360105 6,836 198,328 SH SOLE 0 198,328 TELEFLEX INC COM 879369106 3,567 50,600 SH SOLE 0 50,600 TELEFONICA S A ADR 879382208 585 11,856 SH SOLE 0 11,856 TELEFONOS DE M ADR 879403780 63,718 2,995,680 SH SOLE 0 2,995,680 TELEGLOBE INTL COM G87340108 251 57,000 SH SOLE 0 57,000 TELEPHONE & DA COM 879433100 5,468 140,205 SH SOLE 0 140,205 TELEWEST GLOBA COM 87956T107 14,182 617,971 SH SOLE 0 617,971 TELIK INC COM 87959M109 5,736 350,600 SH SOLE 0 350,600 TELLABS INC COM 879664100 6,087 578,652 SH SOLE 0 578,652 TEMPLE INLAND COM 879868107 4,757 116,456 SH SOLE 0 116,456 TENARIS S A ADR 88031M109 19,256 139,700 SH SOLE 0 139,700 TENET HEALTHCA COM 88033G100 5,303 472,180 SH SOLE 0 472,180 TENNANT CO COM 880345103 656 16,000 SH SOLE 0 16,000 TERADYNE INC COM 880770102 4,420 267,900 SH SOLE 0 267,900 TESORO CORP COM 881609101 1,783 26,522 SH SOLE 0 26,522 TESSERA TECHNO COM 88164L100 254 8,500 SH SOLE 0 8,500 TETRA TECH INC COM 88162G103 3,189 189,606 SH SOLE 0 189,606 TETRA TECHNOLO COM 88162F105 2,232 71,500 SH SOLE 0 71,500 TEVA PHARMACEU ADR 881624209 15,968 477,800 SH SOLE 0 477,800 TEXAS CAPITAL COM 88224Q107 1,597 75,511 SH SOLE 0 75,511 TEXAS INDS INC COM 882491103 4,722 86,800 SH SOLE 0 86,800 TEXAS INSTRS I COM 882508104 56,274 1,660,011 SH SOLE 0 1,660,011 TEXAS REGL BAN CL A 882673106 1,316 45,700 SH SOLE 0 45,700 TEXTRON INC COM 883203101 9,595 133,783 SH SOLE 0 133,783 TF FINL CORP COM 872391107 207 7,400 SH SOLE 0 7,400 THERAGENICS CO COM 883375107 198 67,100 SH SOLE 0 67,100 THERMA-WAVE IN COM 88343A108 202 112,900 SH SOLE 0 112,900 THERMO ELECTRO COM 883556102 5,537 179,205 SH SOLE 0 179,205 THERMOGENESIS COM 883623209 2,932 553,300 SH SOLE 0 553,300 THOMAS & BETTS COM 884315102 5,908 171,690 SH SOLE 0 171,690 THOMAS PPTYS G COM 884453101 393 30,200 SH SOLE 0 30,200 THOR INDS INC COM 885160101 16,625 488,970 SH SOLE 0 488,970 THQ INC COM 872443403 5,781 271,140 SH SOLE 0 271,140 TIBCO SOFTWARE COM 88632Q103 1,798 215,100 SH SOLE 0 215,100 TIDEWATER INC COM 886423102 5,354 110,000 SH SOLE 0 110,000 TIERONE CORP COM 88650R108 893 33,960 SH SOLE 0 33,960 TIFFANY & CO N COM 886547108 6,876 172,890 SH SOLE 0 172,890 TIMBERLAND CO CL A 887100105 3,204 94,836 SH SOLE 0 94,836 TIME WARNER IN COM 887317105 86,079 4,753,139 SH SOLE 0 4,753,139 TIMKEN CO COM 887389104 4,552 153,637 SH SOLE 0 153,637 TITAN INTL INC COM 88830M102 454 33,060 SH SOLE 0 33,060 TJX COS INC NE COM 872540109 9,636 470,524 SH SOLE 0 470,524 TODCO CL A 88889T107 1,030 24,700 SH SOLE 0 24,700 TOLL BROTHERS COM 889478103 7,567 169,400 SH SOLE 0 169,400 TOLLGRADE COMM COM 889542106 233 27,600 SH SOLE 0 27,600 TOO INC COM 890333107 5,733 209,000 SH SOLE 0 209,000 TOOTSIE ROLL I COM 890516107 888 27,966 SH SOLE 0 27,966 TORCHMARK CORP COM 891027104 5,709 108,067 SH SOLE 0 108,067 TOREADOR RES C COM 891050106 1,104 31,200 SH SOLE 0 31,200 TORO CO COM 891092108 3,988 108,500 SH SOLE 0 108,500 TOTAL SYS SVCS COM 891906109 226 9,700 SH SOLE 0 9,700 TOWER GROUP IN COM 891777104 3,784 250,280 SH SOLE 0 250,280 TOYOTA MOTOR C ADR 892331307 1,062 11,500 SH SOLE 0 11,500 TRACTOR SUPPLY COM 892356106 5,870 128,580 SH SOLE 0 128,580 TRAFFIX INC COM 892721101 769 123,455 SH SOLE 0 123,455 TRAMMELL CROW COM 89288R106 1,918 77,700 SH SOLE 0 77,700 TRANSACTION SY COM 893416107 2,359 84,692 SH SOLE 0 84,692 TRANSMERIDIAN COM 89376N108 96 23,100 SH SOLE 0 23,100 TRANSOCEAN INC ORD G90078109 21,707 354,059 SH SOLE 0 354,059 TREDEGAR CORP COM 894650100 758 58,300 SH SOLE 0 58,300 TREEHOUSE FOOD COM 89469A104 1,737 64,616 SH SOLE 0 64,616 TREX INC COM 89531P105 1,200 50,000 SH SOLE 0 50,000 TRIAD HOSPITAL COM 89579K109 6,814 150,524 SH SOLE 0 150,524 TRIARC COS INC CL B 895927309 1,736 113,700 SH SOLE 0 113,700 TRIBUNE CO NEW COM 896047107 9,146 269,878 SH SOLE 0 269,878 TRICO BANCSHAR COM 896095106 226 10,500 SH SOLE 0 10,500 TRIDENT MICROS COM 895919108 382 12,000 SH SOLE 0 12,000 TRIMBLE NAVIGA COM 896239100 4,127 122,500 SH SOLE 0 122,500 TRINITY INDS I COM 896522109 23,986 592,400 SH SOLE 0 592,400 TRIPATH IMAGIN COM 896942109 1,412 200,000 SH SOLE 0 200,000 TRIQUINT SEMIC COM 89674K103 3,713 1,054,800 SH SOLE 0 1,054,800 TRIUMPH GROUP COM 896818101 1,241 33,400 SH SOLE 0 33,400 TRIZEC PROPERT COM 89687P107 1,958 84,900 SH SOLE 0 84,900 TRUE RELIGION COM 89784N104 2,061 123,861 SH SOLE 0 123,861 TRUSTCO BK COR COM 898349105 1,973 157,439 SH SOLE 0 157,439 TRW AUTOMOTIVE COM 87264S106 1,127 38,400 SH SOLE 0 38,400 TSAKOS ENERGY SHS G9108L108 292 8,100 SH SOLE 0 8,100 TUMBLEWEED COM COM 899690101 1,417 335,000 SH SOLE 0 335,000 TUPPERWARE COR COM 899896104 1,611 70,698 SH SOLE 0 70,698 TUT SYSTEMS COM 901103101 360 111,820 SH SOLE 0 111,820 TXU CORP COM 873168108 27,839 246,627 SH SOLE 0 246,627 TYCO INTL LTD COM 902124106 57,194 2,053,655 SH SOLE 0 2,053,655 TYSON FOODS IN CL A 902494103 4,624 256,200 SH SOLE 0 256,200 U S G CORP COM 903293405 1,343 19,548 SH SOLE 0 19,548 U STORE IT TR COM 91274F104 657 32,400 SH SOLE 0 32,400 UBIQUITEL INC COM 903474302 555 63,500 SH SOLE 0 63,500 UCBH HOLDINGS COM 90262T308 3,529 192,500 SH SOLE 0 192,500 UGI CORP NEW COM 902681105 6,579 233,700 SH SOLE 0 233,700 UICI COM 902737105 3,402 94,500 SH SOLE 0 94,500 UIL HLDG CORP COM 902748102 1,418 27,100 SH SOLE 0 27,100 ULTIMATE SOFTW COM 90385D107 3,210 174,244 SH SOLE 0 174,244 ULTRA PETROLEU COM 903914109 1,741 30,600 SH SOLE 0 30,600 ULTRATECH INC COM 904034105 2,469 158,400 SH SOLE 0 158,400 UMB FINL CORP COM 902788108 1,964 29,900 SH SOLE 0 29,900 UMPQUA HLDGS C COM 904214103 2,269 93,300 SH SOLE 0 93,300 UNIBANCO-UNIAO ADR 90458E107 12,503 237,700 SH SOLE 0 237,700 UNICA CORP COM 904583101 536 48,800 SH SOLE 0 48,800 UNIFI INC COM 904677101 134 40,000 SH SOLE 0 40,000 UNION PAC CORP COM 907818108 19,220 268,068 SH SOLE 0 268,068 UNIONBANCAL CO COM 908906100 655 9,400 SH SOLE 0 9,400 UNISOURCE ENER COM 909205106 2,420 72,800 SH SOLE 0 72,800 UNISYS CORP COM 909214108 2,153 324,185 SH SOLE 0 324,185 UNIT CORP COM 909218109 5,677 102,700 SH SOLE 0 102,700 UNITED AMER IN CL A 90933T109 1,211 66,215 SH SOLE 0 66,215 UNITED AUTO GR COM 909440109 1,672 50,600 SH SOLE 0 50,600 UNITED BANKSHA COM 909907107 2,737 78,300 SH SOLE 0 78,300 UNITED DOMINIO COM 910197102 3,607 152,200 SH SOLE 0 152,200 UNITED FIRE & COM 910331107 2,043 45,300 SH SOLE 0 45,300 UNITED INDL CO COM 910671106 2,983 83,450 SH SOLE 0 83,450 UNITED MICROEL ADR 910873207 10,811 3,003,173 SH SOLE 0 3,003,173 UNITED NAT FOO COM 911163103 3,044 86,100 SH SOLE 0 86,100 UNITED ONLINE COM 911268100 2,902 209,500 SH SOLE 0 209,500 UNITED PANAM F COM 911301109 465 18,610 SH SOLE 0 18,610 UNITED PARCEL CL B 911312106 77,948 1,127,560 SH SOLE 0 1,127,560 UNITED RENTALS COM 911363109 1,464 74,300 SH SOLE 0 74,300 UNITED STATES COM 912909108 4,956 117,014 SH SOLE 0 117,014 UNITED STATION COM 913004107 3,341 69,800 SH SOLE 0 69,800 UNITED SURGICA COM 913016309 3,624 92,650 SH SOLE 0 92,650 UNITED TECHNOL COM 913017109 56,257 1,085,200 SH SOLE 0 1,085,200 UNITED THERAPE COM 91307C102 593 8,500 SH SOLE 0 8,500 UNITEDHEALTH G COM 91324P102 73,836 1,313,804 SH SOLE 0 1,313,804 UNITRIN INC COM 913275103 2,411 50,800 SH SOLE 0 50,800 UNIVERSAL AMER COM 913377107 1,273 56,000 SH SOLE 0 56,000 UNIVERSAL COMP COM 913431102 1,141 28,700 SH SOLE 0 28,700 UNIVERSAL CORP COM 913456109 1,107 28,500 SH SOLE 0 28,500 UNIVERSAL FST COM 913543104 1,937 33,800 SH SOLE 0 33,800 UNIVERSAL HLTH CL B 913903100 5,322 111,737 SH SOLE 0 111,737 UNIVISION COMM CL A 914906102 6,258 235,900 SH SOLE 0 235,900 UNUMPROVIDENT COM 91529Y106 7,629 372,165 SH SOLE 0 372,165 URBAN OUTFITTE COM 917047102 4,134 140,600 SH SOLE 0 140,600 URS CORP NEW COM 903236107 3,622 89,688 SH SOLE 0 89,688 US BANCORP DEL COM 902973304 52,589 1,872,839 SH SOLE 0 1,872,839 USA TRUCK INC COM 902925106 670 26,500 SH SOLE 0 26,500 USANA HEALTH S COM 90328M107 3,673 77,000 SH SOLE 0 77,000 USEC INC COM 90333E108 1,220 109,350 SH SOLE 0 109,350 UST INC COM 902911106 6,739 160,980 SH SOLE 0 160,980 UTI WORLDWIDE ORD G87210103 1,911 24,590 SH SOLE 0 24,590 UTSTARCOM INC COM 918076100 933 114,200 SH SOLE 0 114,200 V F CORP COM 918204108 5,314 91,664 SH SOLE 0 91,664 VAALCO ENERGY COM 91851C201 787 194,896 SH SOLE 0 194,896 VALASSIS COMMU COM 918866104 2,159 55,400 SH SOLE 0 55,400 VALEANT PHARMA COM 91911X104 3,176 158,150 SH SOLE 0 158,150 VALERO ENERGY COM 91913Y100 35,179 311,154 SH SOLE 0 311,154 VALLEY BANCORP COM 91929R107 1,050 30,000 SH SOLE 0 30,000 VALMONT INDS I COM 920253101 2,032 69,200 SH SOLE 0 69,200 VALSPAR CORP COM 920355104 2,513 112,400 SH SOLE 0 112,400 VALUECLICK INC COM 92046N102 3,486 204,000 SH SOLE 0 204,000 VALUEVISION ME CL A 92047K107 377 33,210 SH SOLE 0 33,210 VARIAN INC COM 922206107 1,222 35,600 SH SOLE 0 35,600 VARIAN MED SYS COM 92220P105 9,260 234,380 SH SOLE 0 234,380 VARIAN SEMICON COM 922207105 9,506 224,350 SH SOLE 0 224,350 VASCO DATA SEC COM 92230Y104 2,212 243,868 SH SOLE 0 243,868 VASCULAR SOLUT COM 92231M109 1,082 109,423 SH SOLE 0 109,423 VASOGEN INC COM 92232F103 160 75,900 SH SOLE 0 75,900 VCA ANTECH INC COM 918194101 4,241 166,200 SH SOLE 0 166,200 VECTREN CORP COM 92240G101 2,410 85,001 SH SOLE 0 85,001 VEECO INSTRS I COM 922417100 2,704 168,600 SH SOLE 0 168,600 VENTAS INC COM 92276F100 1,742 54,100 SH SOLE 0 54,100 VENTIV HEALTH COM 922793104 3,258 124,300 SH SOLE 0 124,300 VERIFONE HLDGS COM 92342Y109 3,675 182,760 SH SOLE 0 182,760 VERINT SYS INC COM 92343X100 2,435 59,480 SH SOLE 0 59,480 VERITAS DGC IN COM 92343P107 2,600 71,000 SH SOLE 0 71,000 VERITY INC COM 92343C106 838 78,900 SH SOLE 0 78,900 VERISIGN INC COM 92343E102 4,810 225,079 SH SOLE 0 225,079 VERIZON COMMUN COM 92343V104 92,919 2,842,421 SH SOLE 0 2,842,421 VERTEX PHARMAC COM 92532F100 5,067 226,733 SH SOLE 0 226,733 VERTRUE INC COM 92534N101 742 20,400 SH SOLE 0 20,400 VIACOM INC CL B 925524308 53,133 1,609,618 SH SOLE 0 1,609,618 VIAD CORP COM 92552R406 1,283 46,900 SH SOLE 0 46,900 VIASAT INC COM 92552V100 2,746 107,051 SH SOLE 0 107,051 VIASYS HEALTHC COM 92553Q209 4,426 177,100 SH SOLE 0 177,100 VICOR CORP COM 925815102 612 40,400 SH SOLE 0 40,400 VINEYARD NATL COM 927426106 1,776 60,100 SH SOLE 0 60,100 VINTAGE PETE I COM 927460105 6,324 138,500 SH SOLE 0 138,500 VIROPHARMA INC COM 928241108 2,081 100,070 SH SOLE 0 100,070 VISHAY INTERTE COM 928298108 2,492 208,545 SH SOLE 0 208,545 VISTEON CORP COM 92839U107 1,230 125,766 SH SOLE 0 125,766 VITAL IMAGES I COM 92846N104 1,649 74,095 SH SOLE 0 74,095 VITAL SIGNS IN COM 928469105 548 11,900 SH SOLE 0 11,900 VITRAN INC COM 92850E107 407 25,100 SH SOLE 0 25,100 VOLT INFORMATI COM 928703107 783 38,510 SH SOLE 0 38,510 VORNADO RLTY T COM 929042109 18,667 215,500 SH SOLE 0 215,500 VSE CORP COM 918284100 1,496 42,741 SH SOLE 0 42,741 VULCAN MATLS C COM 929160109 7,651 103,100 SH SOLE 0 103,100 W & T OFFSHORE COM 92922P106 15,308 472,039 SH SOLE 0 472,039 WABASH NATL CO COM 929566107 1,467 74,600 SH SOLE 0 74,600 WABTEC CORP COM 929740108 5,811 213,010 SH SOLE 0 213,010 WACHOVIA CORP COM 929903102 77,430 1,627,015 SH SOLE 0 1,627,015 WADDELL & REED CL A 930059100 1,797 92,800 SH SOLE 0 92,800 WAL MART STORE COM 931142103 112,532 2,568,061 SH SOLE 0 2,568,061 WALGREEN CO COM 931422109 46,929 1,080,071 SH SOLE 0 1,080,071 WALTER INDS IN COM 93317Q105 901 18,421 SH SOLE 0 18,421 WARREN RES INC COM 93564A100 917 54,720 SH SOLE 0 54,720 WASHINGTON FED COM 938824109 2,173 96,325 SH SOLE 0 96,325 WASHINGTON GRO COM 938862208 2,991 55,500 SH SOLE 0 55,500 WASHINGTON MUT COM 939322103 34,295 874,421 SH SOLE 0 874,421 WASHINGTON POS CL B 939640108 5,618 7,000 SH SOLE 0 7,000 WASTE CONNECTI COM 941053100 5,153 146,900 SH SOLE 0 146,900 WASTE MGMT INC COM 94106L109 16,451 575,009 SH SOLE 0 575,009 WATERS CORP COM 941848103 4,838 116,300 SH SOLE 0 116,300 WATSCO INC COM 942622200 3,096 58,300 SH SOLE 0 58,300 WATSON PHARMAC COM 942683103 5,570 152,140 SH SOLE 0 152,140 WATSON WYATT & CL A 942712100 4,498 166,900 SH SOLE 0 166,900 WATTS WATER TE CL A 942749102 1,535 53,200 SH SOLE 0 53,200 WAUSAU PAPER C COM 943315101 1,351 108,000 SH SOLE 0 108,000 WCI CMNTYS INC COM 92923C104 800 28,200 SH SOLE 0 28,200 WD-40 CO COM 929236107 928 35,000 SH SOLE 0 35,000 WEATHERFORD IN COM G95089101 11,251 163,860 SH SOLE 0 163,860 WEBEX COMMUNIC COM 94767L109 4,949 201,920 SH SOLE 0 201,920 WEBMD CORP COM 94769M105 351 31,700 SH SOLE 0 31,700 WEBMETHODS INC COM 94768C108 365 51,600 SH SOLE 0 51,600 WEBSENSE INC COM 947684106 3,966 77,450 SH SOLE 0 77,450 WEBSIDESTORY I COM 947685103 2,619 147,812 SH SOLE 0 147,812 WEBSTER FINL C COM 947890109 2,685 59,716 SH SOLE 0 59,716 WEIGHT WATCHER COM 948626106 325 6,300 SH SOLE 0 6,300 WEINGARTEN RLT COM 948741103 3,372 89,100 SH SOLE 0 89,100 WELLCARE HEALT COM 94946T106 404 10,900 SH SOLE 0 10,900 WELLCHOICE INC COM 949475107 2,755 36,300 SH SOLE 0 36,300 WELLMAN INC COM 949702104 229 36,100 SH SOLE 0 36,100 WELLPOINT INC COM 94973V107 45,885 605,180 SH SOLE 0 605,180 WELLS FARGO & COM 949746101 102,927 1,757,335 SH SOLE 0 1,757,335 WENDYS INTL IN COM 950590109 5,567 123,291 SH SOLE 0 123,291 WERNER ENTERPR COM 950755108 1,687 97,572 SH SOLE 0 97,572 WESCO INTL INC COM 95082P105 5,351 158,000 SH SOLE 0 158,000 WEST CORP COM 952355105 1,244 33,268 SH SOLE 0 33,268 WESTAMERICA BA COM 957090103 1,859 36,000 SH SOLE 0 36,000 WESTAR ENERGY COM 95709T100 6,438 266,786 SH SOLE 0 266,786 WESTERN DIGITA COM 958102105 6,008 464,655 SH SOLE 0 464,655 WESTERN GAS RE COM 958259103 3,263 63,700 SH SOLE 0 63,700 WESTFIELD FINA COM 96008D101 244 10,400 SH SOLE 0 10,400 WESTMORELAND C COM 960878106 731 26,410 SH SOLE 0 26,410 WESTWOOD ONE I COM 961815107 1,494 75,100 SH SOLE 0 75,100 WEYERHAEUSER C COM 962166104 17,530 254,975 SH SOLE 0 254,975 WFS FINL INC COM 92923B106 365 5,430 SH SOLE 0 5,430 WGL HLDGS INC COM 92924F106 1,780 55,412 SH SOLE 0 55,412 W-H ENERGY SVC COM 92925E108 3,660 112,900 SH SOLE 0 112,900 WHIRLPOOL CORP COM 963320106 5,199 68,618 SH SOLE 0 68,618 WHITING PETE C COM 966387102 3,095 70,600 SH SOLE 0 70,600 WHITNEY HLDG C COM 966612103 3,999 147,900 SH SOLE 0 147,900 WHOLE FOODS MK COM 966837106 10,689 79,500 SH SOLE 0 79,500 WILD OATS MARK COM 96808B107 3,885 302,100 SH SOLE 0 302,100 WILLIAMS CLAYT COM 969490101 721 16,700 SH SOLE 0 16,700 WILLIAMS COS I COM 969457100 15,199 606,766 SH SOLE 0 606,766 WILLIAMS SONOM COM 969904101 7,555 197,000 SH SOLE 0 197,000 WILMINGTON TRU COM 971807102 3,384 92,836 SH SOLE 0 92,836 WILSHIRE BANCO COM 97186T108 1,465 95,781 SH SOLE 0 95,781 WIND RIVER SYS COM 973149107 1,074 83,091 SH SOLE 0 83,091 WINNEBAGO INDS COM 974637100 3,551 122,575 SH SOLE 0 122,575 WINSTON HOTELS COM 97563A102 137 13,700 SH SOLE 0 13,700 WINTRUST FINAN COM 97650W108 2,990 59,500 SH SOLE 0 59,500 WISCONSIN ENER COM 976657106 5,585 139,900 SH SOLE 0 139,900 WMS INDS INC COM 929297109 2,172 77,200 SH SOLE 0 77,200 WOLVERINE TUBE COM 978093102 484 64,500 SH SOLE 0 64,500 WOLVERINE WORL COM 978097103 3,046 144,687 SH SOLE 0 144,687 WOODWARD GOVER COM 980745103 3,394 39,910 SH SOLE 0 39,910 WORLD ACCEP CO COM 981419104 3,198 125,850 SH SOLE 0 125,850 WORLD FUEL SVC COM 981475106 1,837 56,600 SH SOLE 0 56,600 WORTHINGTON IN COM 981811102 2,972 141,300 SH SOLE 0 141,300 WPS RESOURCES COM 92931B106 6,200 107,270 SH SOLE 0 107,270 WRIGHT EXPRESS COM 98233Q105 1,157 53,600 SH SOLE 0 53,600 WRIGLEY WM JR COM 982526105 13,122 182,552 SH SOLE 0 182,552 WYETH COM 983024100 63,020 1,361,998 SH SOLE 0 1,361,998 XCEL ENERGY IN COM 98389B100 7,946 405,185 SH SOLE 0 405,185 XEROX CORP COM 984121103 13,196 966,756 SH SOLE 0 966,756 XILINX INC COM 983919101 11,408 409,640 SH SOLE 0 409,640 XL CAP LTD CL A G98255105 10,015 147,220 SH SOLE 0 147,220 X-RITE INC COM 983857103 899 72,465 SH SOLE 0 72,465 XTO ENERGY INC COM 98385X106 19,220 424,099 SH SOLE 0 424,099 YAHOO INC COM 984332106 43,080 1,273,060 SH SOLE 0 1,273,060 YANKEE CANDLE COM 984757104 545 22,225 SH SOLE 0 22,225 YARDVILLE NATL COM 985021104 1,696 48,100 SH SOLE 0 48,100 YELLOW ROADWAY COM 985577105 5,787 139,707 SH SOLE 0 139,707 YORK INTL CORP COM 986670107 2,624 46,800 SH SOLE 0 46,800 YOUBET COM INC COM 987413101 2,303 401,915 SH SOLE 0 401,915 YUM BRANDS INC COM 988498101 14,344 296,311 SH SOLE 0 296,311 ZALE CORP NEW COM 988858106 20,717 762,200 SH SOLE 0 762,200 ZEBRA TECHNOLO CL A 989207105 3,129 80,050 SH SOLE 0 80,050 ZENITH NATL IN COM 989390109 3,109 49,600 SH SOLE 0 49,600 ZIMMER HLDGS I COM 98956P102 17,170 249,240 SH SOLE 0 249,240 ZINDART LTD ADR 989597109 215 65,452 SH SOLE 0 65,452 ZIONS BANCORPO COM 989701107 7,717 108,360 SH SOLE 0 108,360 ZIX CORP COM 98974P100 118 59,200 SH SOLE 0 59,200 ZOLL MED CORP COM 989922109 813 31,000 SH SOLE 0 31,000 ZOMAX INC MINN COM 989929104 279 86,800 SH SOLE 0 86,800 ZORAN CORP COM 98975F101 751 52,500 SH SOLE 0 52,500 ZUMIEZ INC COM 989817101 1,142 35,000 SH SOLE 0 35,000 ZYMOGENETICS I COM 98985T109 1,142 69,200 SH SOLE 0 69,200
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