-----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, TqQuUdwORu3PWwGzyZRuXB/hBLj/hNPwxh5gyW3Yu7FG4qrIhhlaJUsJr/xpQ2IV xo+1/sfPJ2KjM607vbeXhQ== 0001083190-05-000006.txt : 20050810 0001083190-05-000006.hdr.sgml : 20050810 20050810132034 ACCESSION NUMBER: 0001083190-05-000006 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050630 FILED AS OF DATE: 20050810 DATE AS OF CHANGE: 20050810 EFFECTIVENESS DATE: 20050810 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: 051012814 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 q22005.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: June 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 August 10, 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: 2,424 Form 13F Information Table Value Total: $17,516,527 (in 000s) List of Other Included Managers: N/A AS OF JUNE 30, 2005 TITLE Voting OF VALUE Invst Other Authority NAME OF ISSUER CLASS CUSIP (in 000's SHARES Discr Mngrs SOLE 1 800 FLOWERS CL A 68243Q106 546 77,600 SH SOLE 0 77,600 21ST CENTY INS COM 90130N103 1,116 75,200 SH SOLE 0 75,200 24/7 REAL MEDI COM 901314203 843 206,100 SH SOLE 0 206,100 3COM CORP COM 885535104 1,476 406,739 SH SOLE 0 406,739 3M CO COM 88579Y101 57,568 796,234 SH SOLE 0 796,234 4 KIDS ENTMT I COM 350865101 543 27,300 SH SOLE 0 27,300 724 SOLUTIONS COM 81788Q209 403 48,237 SH SOLE 0 48,237 99 CENTS ONLY COM 65440K106 796 62,666 SH SOLE 0 62,666 A C MOORE ARTS COM 00086T103 4,926 155,830 SH SOLE 0 155,830 A D A M INC COM 00088U108 857 145,569 SH SOLE 0 145,569 A D C TELECOMM COM 000886309 2,457 112,855 SH SOLE 0 112,855 AAON INC COM 000360206 363 20,455 SH SOLE 0 20,455 AAR CORP COM 000361105 1,670 106,300 SH SOLE 0 106,300 AARON RENTS IN COM 002535201 4,443 178,500 SH SOLE 0 178,500 ABBOTT LABS COM 002824100 76,390 1,558,664 SH SOLE 0 1,558,664 ABERCROMBIE & CL A 002896207 7,227 105,200 SH SOLE 0 105,200 ABGENIX INC COM 00339B107 994 115,840 SH SOLE 0 115,840 ABINGTON CMNTY COM 00350R106 135 10,900 SH SOLE 0 10,900 ABM INDS INC COM 000957100 1,792 91,900 SH SOLE 0 91,900 ABX AIR INC COM 00080S101 572 70,180 SH SOLE 0 70,180 ACADIA RLTY TR COM 004239109 3,320 178,000 SH SOLE 0 178,000 ACCREDO HEALTH COM 00437V104 4,614 101,625 SH SOLE 0 101,625 ACE CASH EXPRE COM 004403101 215 8,400 SH SOLE 0 8,400 ACE COMM CORP COM 004404109 270 114,353 SH SOLE 0 114,353 ACE LTD ORD G0070K103 12,681 282,740 SH SOLE 0 282,740 ACTEL CORP COM 004934105 1,883 135,450 SH SOLE 0 135,450 ACTION PERFORM COM 004933107 336 38,100 SH SOLE 0 38,100 ACTIVISION INC COM 004930202 4,618 279,513 SH SOLE 0 279,513 ACTUANT CORP CL A 00508X203 3,107 64,800 SH SOLE 0 64,800 ACUITY BRANDS COM 00508Y102 3,299 128,400 SH SOLE 0 128,400 ACXIOM CORP COM 005125109 2,629 125,890 SH SOLE 0 125,890 ADAPTEC INC COM 00651F108 895 230,600 SH SOLE 0 230,600 ADDVANTAGE TEC COM 006743306 231 62,400 SH SOLE 0 62,400 ADESA INC COM 00686U104 2,737 125,720 SH SOLE 0 125,720 ADEZA BIOMEDIC COM 006864102 3,978 234,260 SH SOLE 0 234,260 ADMINISTAFF IN COM 007094105 1,145 48,200 SH SOLE 0 48,200 ADOBE SYS INC COM 00724F101 12,457 435,402 SH SOLE 0 435,402 ADTRAN INC COM 00738A106 2,020 81,670 SH SOLE 0 81,670 ADVANCE AUTO P COM 00751Y106 5,158 79,900 SH SOLE 0 79,900 ADVANCED ENERG COM 007973100 439 55,800 SH SOLE 0 55,800 ADVANCED MEDIC COM 00763M108 2,739 68,900 SH SOLE 0 68,900 ADVANCED MICRO COM 007903107 6,795 391,874 SH SOLE 0 391,874 ADVANCED NEURO COM 00757T101 1,615 40,700 SH SOLE 0 40,700 ADVANTA CORP CL B 007942204 5,988 212,647 SH SOLE 0 212,647 ADVENT SOFTWAR COM 007974108 573 28,300 SH SOLE 0 28,300 ADVISORY BRD C COM 00762W107 5,581 114,420 SH SOLE 0 114,420 ADVO INC COM 007585102 3,695 116,000 SH SOLE 0 116,000 AEROFLEX INC COM 007768104 1,285 153,000 SH SOLE 0 153,000 AEROPOSTALE COM 007865108 5,658 168,400 SH SOLE 0 168,400 AES CORP COM 00130H105 11,392 695,477 SH SOLE 0 695,477 AETNA INC NEW COM 00817Y108 24,854 300,098 SH SOLE 0 300,098 AFC ENTERPRISE COM 00104Q107 1,500 113,800 SH SOLE 0 113,800 AFFILIATED COM CL A 008190100 8,346 163,320 SH SOLE 0 163,320 AFFILIATED MAN COM 008252108 8,525 124,765 SH SOLE 0 124,765 AFFYMETRIX INC COM 00826T108 2,074 38,470 SH SOLE 0 38,470 AFLAC INC COM 001055102 22,988 531,155 SH SOLE 0 531,155 AGCO CORP COM 001084102 3,820 199,790 SH SOLE 0 199,790 AGERE SYS INC COM 00845V308 3,119 259,900 SH SOLE 0 259,900 AGILE SOFTWARE COM 00846X105 1,399 222,050 SH SOLE 0 222,050 AGILENT TECHNO COM 00846U101 11,049 479,971 SH SOLE 0 479,971 AGILYSYS INC COM 00847J105 1,276 81,300 SH SOLE 0 81,300 AGL RES INC COM 001204106 4,814 124,550 SH SOLE 0 124,550 AGRIUM INC COM 008916108 1,530 78,000 SH SOLE 0 78,000 AIR PRODS & CH COM 009158106 13,824 229,252 SH SOLE 0 229,252 AIRGAS INC COM 009363102 13,192 534,730 SH SOLE 0 534,730 AIRSPAN NETWOR COM 00950H102 759 136,667 SH SOLE 0 136,667 AIRTRAN HLDGS COM 00949P108 3,225 349,400 SH SOLE 0 349,400 AKAMAI TECHNOL COM 00971T101 1,461 111,300 SH SOLE 0 111,300 ALADDIN KNOWLE ORD M0392N101 863 42,000 SH SOLE 0 42,000 ALASKA AIR GRO COM 011659109 4,980 167,400 SH SOLE 0 167,400 ALBANY INTL CO CL A 012348108 2,087 65,000 SH SOLE 0 65,000 ALBEMARLE CORP COM 012653101 5,201 142,600 SH SOLE 0 142,600 ALBERTO CULVER COM 013068101 4,991 115,190 SH SOLE 0 115,190 ALBERTSONS INC COM 013104104 7,688 371,749 SH SOLE 0 371,749 ALCAN INC COM 013716105 4,352 145,050 SH SOLE 0 145,050 ALCOA INC COM 013817101 24,867 951,674 SH SOLE 0 951,674 ALCON INC COM H01301102 9,612 87,900 SH SOLE 0 87,900 ALDILA INC COM 014384200 1,315 67,243 SH SOLE 0 67,243 ALERIS INTL IN COM 014477103 1,322 58,636 SH SOLE 0 58,636 ALEXANDER & BA COM 014482103 2,151 46,400 SH SOLE 0 46,400 ALIGN TECHNOLO COM 016255101 776 105,300 SH SOLE 0 105,300 ALKERMES INC COM 01642T108 2,836 214,520 SH SOLE 0 214,520 ALLEGHENY ENER COM 017361106 3,895 154,440 SH SOLE 0 154,440 ALLEGHENY TECH COM 01741R102 6,694 303,455 SH SOLE 0 303,455 ALLERGAN INC COM 018490102 10,951 128,468 SH SOLE 0 128,468 ALLETE INC COM 018522300 3,049 61,099 SH SOLE 0 61,099 ALLIANCE CAP M UNIT 01855A101 1,402 30,000 SH SOLE 0 30,000 ALLIANCE DATA COM 018581108 4,648 114,600 SH SOLE 0 114,600 ALLIANCE GAMIN COM 01859P609 2,826 201,600 SH SOLE 0 201,600 ALLIANCE ONE I COM 018772103 2,501 416,200 SH SOLE 0 416,200 ALLIANT ENERGY COM 018802108 3,991 141,775 SH SOLE 0 141,775 ALLIANT TECHSY COM 018804104 2,768 39,200 SH SOLE 0 39,200 ALLIED HEALTHC COM 01923A109 1,593 225,000 SH SOLE 0 225,000 ALLIED WASTE I COM 019589308 2,140 269,860 SH SOLE 0 269,860 ALLMERICA FINL COM 019754100 7,043 189,900 SH SOLE 0 189,900 ALLSCRIPTS HEA COM 01988P108 3,474 209,150 SH SOLE 0 209,150 ALLSTATE CORP COM 020002101 40,038 670,100 SH SOLE 0 670,100 ALLTEL CORP COM 020039103 20,225 324,744 SH SOLE 0 324,744 ALPHA NATURAL COM 02076X102 1,809 75,750 SH SOLE 0 75,750 ALPHARMA INC CL A 020813101 1,401 96,800 SH SOLE 0 96,800 ALTERA CORP COM 021441100 8,121 410,140 SH SOLE 0 410,140 ALTIRIS INC COM 02148M100 1,330 90,800 SH SOLE 0 90,800 ALTRIA GROUP I COM 02209S103 133,380 2,062,783 SH SOLE 0 2,062,783 AMAZON COM INC COM 023135106 999 30,200 SH SOLE 0 30,200 AMB PROPERTY C COM 00163T109 12,712 292,700 SH SOLE 0 292,700 AMBAC FINL GRO COM 023139108 8,283 118,740 SH SOLE 0 118,740 AMCOL INTL COR COM 02341W103 1,257 66,900 SH SOLE 0 66,900 AMCORE FINL IN COM 023912108 2,369 79,300 SH SOLE 0 79,300 AMDOCS LTD ORD G02602103 1,421 53,770 SH SOLE 0 53,770 AMEDISYS INC COM 023436108 4,545 123,580 SH SOLE 0 123,580 AMEGY BANCORPO COM 02343R102 5,836 260,770 SH SOLE 0 260,770 AMERADA HESS C COM 023551104 9,180 86,190 SH SOLE 0 86,190 AMEREN CORP COM 023608102 11,200 202,533 SH SOLE 0 202,533 AMERICA MOVIL ADR 02364W105 28,613 480,000 SH SOLE 0 480,000 AMERICA SVC GR COM 02364L109 1,482 93,500 SH SOLE 0 93,500 AMERICAN AXLE COM 024061103 2,368 93,700 SH SOLE 0 93,700 AMERICAN CAMPU COM 024835100 692 30,500 SH SOLE 0 30,500 AMERICAN CAPIT COM 024937104 4,145 114,800 SH SOLE 0 114,800 AMERICAN DENTA COM 025353103 403 16,500 SH SOLE 0 16,500 AMERICAN EAGLE COM 02553E106 8,347 272,430 SH SOLE 0 272,430 AMERICAN ELEC COM 025537101 14,358 389,417 SH SOLE 0 389,417 AMERICAN EQTY COM 025676206 658 55,400 SH SOLE 0 55,400 AMERICAN EXPRE COM 025816109 63,343 1,189,980 SH SOLE 0 1,189,980 AMERICAN FINL COM 025932104 2,360 70,400 SH SOLE 0 70,400 AMERICAN FINL COM 02607P305 3,797 246,900 SH SOLE 0 246,900 AMERICAN GREET CL A 026375105 17,580 663,410 SH SOLE 0 663,410 AMERICAN HEALT COM 02649V104 2,874 68,000 SH SOLE 0 68,000 AMERICAN HOME COM 02660R107 741 21,200 SH SOLE 0 21,200 AMERICAN INTL COM 026874107 151,988 2,615,973 SH SOLE 0 2,615,973 AMERICAN ITALI CL A 027070101 795 37,800 SH SOLE 0 37,800 AMERICAN MED S COM 02744M108 2,631 127,400 SH SOLE 0 127,400 AMERICAN PHYSI COM 028884104 1,207 32,500 SH SOLE 0 32,500 AMERICAN PWR C COM 029066107 4,446 188,460 SH SOLE 0 188,460 AMERICAN RETIR COM 028913101 636 43,490 SH SOLE 0 43,490 AMERICAN SCIEN COM 029429107 1,672 37,700 SH SOLE 0 37,700 AMERICAN STD C COM 029712106 7,918 188,875 SH SOLE 0 188,875 AMERICAN STS W COM 029899101 1,010 34,400 SH SOLE 0 34,400 AMERICAN VANGU COM 030371108 1,679 80,300 SH SOLE 0 80,300 AMERICAN WOODM COM 030506109 308 10,250 SH SOLE 0 10,250 AMERICAS CAR M COM 03062T105 655 29,120 SH SOLE 0 29,120 AMERICREDIT CO COM 03060R101 4,440 174,100 SH SOLE 0 174,100 AMERIGROUP COR COM 03073T102 4,217 104,900 SH SOLE 0 104,900 AMERISOURCEBER COM 03073E105 8,515 123,140 SH SOLE 0 123,140 AMERUS GROUP C COM 03072M108 1,994 41,500 SH SOLE 0 41,500 AMETEK INC NEW COM 031100100 3,115 74,440 SH SOLE 0 74,440 AMGEN INC CONV 031162AL4 1,724 2,370,000 SH SOLE 0 2,370,000 AMGEN INC COM 031162100 78,689 1,301,501 SH SOLE 0 1,301,501 AMICAS INC COM 001712108 483 106,700 SH SOLE 0 106,700 AMIS HLDGS INC COM 031538101 1,387 104,000 SH SOLE 0 104,000 AMLI RESIDENTI COM 001735109 353 11,300 SH SOLE 0 11,300 AMN HEALTHCARE COM 001744101 573 38,100 SH SOLE 0 38,100 AMPCO-PITTSBUR COM 032037103 1,924 160,300 SH SOLE 0 160,300 AMPHENOL CORP CL A 032095101 5,141 127,970 SH SOLE 0 127,970 AMR CORP COM 001765106 281 23,200 SH SOLE 0 23,200 AMSOUTH BANCOR COM 032165102 9,357 359,898 SH SOLE 0 359,898 AMSURG CORP COM 03232P405 1,674 60,450 SH SOLE 0 60,450 AMYLIN PHARMAC COM 032346108 2,681 128,090 SH SOLE 0 128,090 ANADARKO PETE COM 032511107 20,917 254,621 SH SOLE 0 254,621 ANALOG DEVICES COM 032654105 13,761 368,820 SH SOLE 0 368,820 ANALOGIC CORP COM 032657207 1,303 25,900 SH SOLE 0 25,900 ANCHOR BANCORP COM 032839102 1,298 42,900 SH SOLE 0 42,900 ANDREW CORP COM 034425108 2,002 156,897 SH SOLE 0 156,897 ANGELICA CORP COM 034663104 890 36,300 SH SOLE 0 36,300 ANGIODYNAMICS COM 03475V101 1,739 80,000 SH SOLE 0 80,000 ANGLO AMERN PL ADR 03485P102 1,660 70,650 SH SOLE 0 70,650 ANHEUSER BUSCH COM 035229103 35,829 783,156 SH SOLE 0 783,156 ANIKA THERAPEU COM 035255108 538 46,866 SH SOLE 0 46,866 ANIMAS CORP DE COM 03525Y105 1,370 68,000 SH SOLE 0 68,000 ANIXTER INTL I COM 035290105 2,647 71,200 SH SOLE 0 71,200 ANNTAYLOR STOR COM 036115103 1,880 77,450 SH SOLE 0 77,450 ANSOFT CORP COM 036384105 1,091 45,150 SH SOLE 0 45,150 ANSYS INC COM 03662Q105 4,095 114,900 SH SOLE 0 114,900 ANTEON INTL CO COM 03674E108 3,189 69,900 SH SOLE 0 69,900 AON CORP COM 037389103 7,927 316,571 SH SOLE 0 316,571 APACHE CORP COM 037411105 22,006 340,644 SH SOLE 0 340,644 APARTMENT INVT CL A 03748R101 92,637 2,263,855 SH SOLE 0 2,263,855 APOGEE ENTERPR COM 037598109 1,350 87,860 SH SOLE 0 87,860 APOLLO GROUP I CL A 037604105 12,891 164,800 SH SOLE 0 164,800 APPLE COMPUTER COM 037833100 30,713 834,364 SH SOLE 0 834,364 APPLEBEES INTL COM 037899101 3,814 143,960 SH SOLE 0 143,960 APPLERA CORP COM 038020103 4,267 216,908 SH SOLE 0 216,908 APPLERA CORP COM 038020202 1,400 127,600 SH SOLE 0 127,600 APPLICA INC COM 03815A106 149 46,000 SH SOLE 0 46,000 APPLIED FILMS COM 038197109 2,053 80,200 SH SOLE 0 80,200 APPLIED INDL T COM 03820C105 1,811 56,100 SH SOLE 0 56,100 APPLIED MATLS COM 038222105 26,996 1,668,476 SH SOLE 0 1,668,476 APPLIED MICRO COM 03822W109 779 304,320 SH SOLE 0 304,320 APPLIED SIGNAL COM 038237103 1,725 90,579 SH SOLE 0 90,579 APRIA HEALTHCA COM 037933108 2,079 60,010 SH SOLE 0 60,010 APTARGROUP INC COM 038336103 3,698 72,800 SH SOLE 0 72,800 APTIMUS INC COM 03833V108 861 43,911 SH SOLE 0 43,911 AQUA AMERICA I COM 03836W103 3,022 101,625 SH SOLE 0 101,625 AQUANTIVE INC COM 03839G105 2,525 142,510 SH SOLE 0 142,510 AQUILA INC COM 03840P102 926 256,450 SH SOLE 0 256,450 ARBITRON INC COM 03875Q108 2,763 64,400 SH SOLE 0 64,400 ARCH CAP GROUP ORD G0450A105 2,869 63,690 SH SOLE 0 63,690 ARCH CHEMICALS COM 03937R102 1,548 62,000 SH SOLE 0 62,000 ARCH COAL INC COM 039380100 8,607 158,020 SH SOLE 0 158,020 ARCHER DANIELS COM 039483102 13,254 619,933 SH SOLE 0 619,933 ARCHSTONE SMIT COM 039583109 20,066 519,575 SH SOLE 0 519,575 ARCTIC CAT INC COM 039670104 663 32,300 SH SOLE 0 32,300 ARDEN RLTY INC COM 039793104 8,556 237,800 SH SOLE 0 237,800 ARENA PHARMACE COM 040047102 569 83,500 SH SOLE 0 83,500 ARGOSY GAMING COM 040228108 3,706 79,520 SH SOLE 0 79,520 ARKANSAS BEST COM 040790107 1,767 55,550 SH SOLE 0 55,550 ARMOR HOLDINGS COM 042260109 3,430 86,600 SH SOLE 0 86,600 ARQULE INC COM 04269E107 416 64,200 SH SOLE 0 64,200 ARRAY BIOPHARM COM 04269X105 580 92,000 SH SOLE 0 92,000 ARRIS GROUP IN COM 04269Q100 5,213 598,550 SH SOLE 0 598,550 ARROW ELECTRS COM 042735100 20,861 768,080 SH SOLE 0 768,080 ARROW INTL INC COM 042764100 1,950 61,120 SH SOLE 0 61,120 ARTESYN TECHNO COM 043127109 1,152 132,370 SH SOLE 0 132,370 ARTHROCARE COR COM 043136100 1,737 49,700 SH SOLE 0 49,700 ARVINMERITOR I COM 043353101 1,322 74,299 SH SOLE 0 74,299 ASE TEST LTD ORD Y02516105 706 109,600 SH SOLE 0 109,600 ASHFORD HOSPIT COM 044103109 4,941 457,541 SH SOLE 0 457,541 ASHLAND INC COM 044204105 4,938 68,711 SH SOLE 0 68,711 ASHWORTH INC COM 04516H101 920 102,080 SH SOLE 0 102,080 ASML HLDG NV COM N07059111 2,016 128,713 SH SOLE 0 128,713 ASPEN INSURANC SHS G05384105 2,560 92,900 SH SOLE 0 92,900 ASPEN TECHNOLO COM 045327103 2,056 395,300 SH SOLE 0 395,300 ASSET ACCEP CA COM 04543P100 814 31,400 SH SOLE 0 31,400 ASSOCIATED BAN COM 045487105 6,905 205,622 SH SOLE 0 205,622 ASSURANT INC COM 04621X108 1,913 53,000 SH SOLE 0 53,000 ASTA FDG INC COM 046220109 699 25,150 SH SOLE 0 25,150 ASTEA INTL INC COM 04622E208 347 55,322 SH SOLE 0 55,322 ASTEC INDS INC COM 046224101 1,259 54,300 SH SOLE 0 54,300 ASTORIA FINL C COM 046265104 3,504 123,070 SH SOLE 0 123,070 AT&T CORP COM 001957505 15,158 796,127 SH SOLE 0 796,127 ATHEROGENICS I COM 047439104 2,062 129,060 SH SOLE 0 129,060 ATHEROS COMMUN COM 04743P108 311 38,600 SH SOLE 0 38,600 ATMEL CORP COM 049513104 1,467 621,470 SH SOLE 0 621,470 ATMI INC COM 00207R101 2,211 76,200 SH SOLE 0 76,200 ATMOS ENERGY C COM 049560105 8,061 279,900 SH SOLE 0 279,900 ATS MED INC COM 002083103 313 89,600 SH SOLE 0 89,600 ATWOOD OCEANIC COM 050095108 1,711 27,800 SH SOLE 0 27,800 AU OPTRONICS C ADR 002255107 202 11,900 SH SOLE 0 11,900 AUDIOCODES LTD ORD M15342104 884 88,800 SH SOLE 0 88,800 AUDIOVOX CORP CL A 050757103 3,925 253,200 SH SOLE 0 253,200 AUTODESK INC COM 052769106 8,204 238,898 SH SOLE 0 238,898 AUTOLIV INC COM 052800109 300 6,860 SH SOLE 0 6,860 AUTOMATIC DATA COM 053015103 24,344 580,025 SH SOLE 0 580,025 AUTONATION INC COM 05329W102 4,611 224,700 SH SOLE 0 224,700 AUTOZONE INC COM 053332102 6,221 67,287 SH SOLE 0 67,287 AVALONBAY CMNT COM 053484101 100,961 1,249,522 SH SOLE 0 1,249,522 AVAYA INC COM 053499109 3,973 477,522 SH SOLE 0 477,522 AVERY DENNISON COM 053611109 6,435 121,516 SH SOLE 0 121,516 AVIALL INC NEW COM 05366B102 338 10,700 SH SOLE 0 10,700 AVID TECHNOLOG COM 05367P100 8,030 150,710 SH SOLE 0 150,710 AVISTA CORP COM 05379B107 1,848 99,400 SH SOLE 0 99,400 AVNET INC COM 053807103 28,652 1,271,729 SH SOLE 0 1,271,729 AVOCENT CORP COM 053893103 1,705 65,238 SH SOLE 0 65,238 AVON PRODS INC COM 054303102 19,926 526,444 SH SOLE 0 526,444 AXCELIS TECHNO COM 054540109 1,409 205,400 SH SOLE 0 205,400 AXEDA SYSTEMS COM 054959101 54 186,092 SH SOLE 0 186,092 AZTAR CORP COM 054802103 2,445 71,400 SH SOLE 0 71,400 BAKER HUGHES I COM 057224107 17,208 336,364 SH SOLE 0 336,364 BAKER MICHAEL COM 057149106 338 18,900 SH SOLE 0 18,900 BALDOR ELEC CO COM 057741100 1,522 62,600 SH SOLE 0 62,600 BALL CORP COM 058498106 3,961 110,156 SH SOLE 0 110,156 BALLY TOTAL FI COM 05873K108 226 69,900 SH SOLE 0 69,900 BANCFIRST CORP COM 05945F103 3,619 41,600 SH SOLE 0 41,600 BANCO BRADESCO ADR 059460303 11,057 312,443 SH SOLE 0 312,443 BANCO ITAU HLD ADR 059602201 1,956 21,150 SH SOLE 0 21,150 BANCO LATINOAM CL E P16994132 2,445 136,200 SH SOLE 0 136,200 BANCO SANTANDE ADR 05965X109 1,767 54,700 SH SOLE 0 54,700 BANCORP RHODE COM 059690107 205 5,600 SH SOLE 0 5,600 BANDAG INC COM 059815100 764 16,600 SH SOLE 0 16,600 BANK HAWAII CO COM 062540109 5,802 114,330 SH SOLE 0 114,330 BANK MUTUAL CO COM 063750103 436 39,400 SH SOLE 0 39,400 BANK NEW YORK COM 064057102 23,000 799,160 SH SOLE 0 799,160 BANK OF AMERIC COM 060505104 186,122 4,080,736 SH SOLE 0 4,080,736 BANKATLANTIC B CL A 065908501 6,703 353,700 SH SOLE 0 353,700 BANKUNITED FIN CL A 06652B103 1,560 57,700 SH SOLE 0 57,700 BANTA CORP COM 066821109 1,193 26,300 SH SOLE 0 26,300 BARD C R INC COM 067383109 8,230 123,736 SH SOLE 0 123,736 BARNES & NOBLE COM 067774109 5,058 130,370 SH SOLE 0 130,370 BARNES GROUP I COM 067806109 1,450 43,800 SH SOLE 0 43,800 BARR PHARMACEU COM 068306109 10,927 224,186 SH SOLE 0 224,186 BARRETT BUSINE COM 068463108 1,612 107,207 SH SOLE 0 107,207 BASSETT FURNIT COM 070203104 2,699 143,100 SH SOLE 0 143,100 BAUSCH & LOMB COM 071707103 4,522 54,486 SH SOLE 0 54,486 BAXTER INTL IN COM 071813109 24,363 656,692 SH SOLE 0 656,692 BB&T CORP COM 054937107 21,693 542,730 SH SOLE 0 542,730 BCSB BANKCORP COM 054948104 224 17,184 SH SOLE 0 17,184 BE AEROSPACE I COM 073302101 447 28,600 SH SOLE 0 28,600 BEACON ROOFING COM 073685109 4,308 163,800 SH SOLE 0 163,800 BEAR STEARNS C COM 073902108 11,916 114,644 SH SOLE 0 114,644 BEARINGPOINT I COM 074002106 1,325 180,800 SH SOLE 0 180,800 BEAZER HOMES U COM 07556Q105 291 5,100 SH SOLE 0 5,100 BECKMAN COULTE COM 075811109 4,170 65,600 SH SOLE 0 65,600 BECTON DICKINS COM 075887109 13,197 251,524 SH SOLE 0 251,524 BED BATH & BEY COM 075896100 17,947 429,560 SH SOLE 0 429,560 BEI TECHNOLOGI COM 05538P104 1,382 51,800 SH SOLE 0 51,800 BEL FUSE INC CL B 077347300 1,305 42,700 SH SOLE 0 42,700 BELDEN CDT INC COM 077454106 2,048 96,587 SH SOLE 0 96,587 BELL MICROPROD COM 078137106 1,592 169,350 SH SOLE 0 169,350 BELLSOUTH CORP COM 079860102 48,602 1,829,204 SH SOLE 0 1,829,204 BELO CORP COM 080555105 3,676 153,340 SH SOLE 0 153,340 BEMIS INC COM 081437105 2,770 104,378 SH SOLE 0 104,378 BENCHMARK ELEC COM 08160H101 6,323 207,850 SH SOLE 0 207,850 BENIHANA INC CL A 082047200 1,577 110,000 SH SOLE 0 110,000 BENTLEY PHARMA COM 082657107 810 73,936 SH SOLE 0 73,936 BERKLEY W R CO COM 084423102 7,445 208,660 SH SOLE 0 208,660 BERKSHIRE HATH CL A 084670108 334 4 SH SOLE 0 4 BERKSHIRE HATH CL B 084670207 4,175 1,500 SH SOLE 0 1,500 BERRY PETE CO CL A 085789105 524 9,900 SH SOLE 0 9,900 BEST BUY INC COM 086516101 21,929 319,900 SH SOLE 0 319,900 BIG LOTS INC COM 089302103 20,981 1,584,638 SH SOLE 0 1,584,638 BINDVIEW DEV C COM 090327107 272 98,200 SH SOLE 0 98,200 BIOENVISION IN COM 09059N100 3,683 505,899 SH SOLE 0 505,899 BIOGEN IDEC IN COM 09062X103 11,930 346,297 SH SOLE 0 346,297 BIOLASE TECHNO COM 090911108 300 47,500 SH SOLE 0 47,500 BIOMED REALTY COM 09063H107 5,154 216,100 SH SOLE 0 216,100 BIOMET INC COM 090613100 9,686 279,689 SH SOLE 0 279,689 BIO-REFERENCE COM 09057G602 650 46,800 SH SOLE 0 46,800 BIOSITE INC COM 090945106 1,929 35,080 SH SOLE 0 35,080 BIOVAIL CORP COM 09067J109 2,087 134,465 SH SOLE 0 134,465 BISYS GROUP IN COM 055472104 3,541 237,000 SH SOLE 0 237,000 BJ SVCS CO COM 055482103 9,869 188,060 SH SOLE 0 188,060 BJS RESTAURANT COM 09180C106 591 29,040 SH SOLE 0 29,040 BJS WHOLESALE COM 05548J106 5,426 167,010 SH SOLE 0 167,010 BLACK & DECKER COM 091797100 7,162 79,713 SH SOLE 0 79,713 BLACK BOX CORP COM 091826107 1,635 46,200 SH SOLE 0 46,200 BLACK HILLS CO COM 092113109 1,271 34,500 SH SOLE 0 34,500 BLACKBAUD INC COM 09227Q100 387 28,700 SH SOLE 0 28,700 BLACKBOARD INC COM 091935502 371 15,500 SH SOLE 0 15,500 BLOCK H & R IN COM 093671105 11,784 201,962 SH SOLE 0 201,962 BLUE NILE INC COM 09578R103 1,095 33,500 SH SOLE 0 33,500 BLUEGREEN CORP COM 096231105 178 10,210 SH SOLE 0 10,210 BLYTH INC COM 09643P108 3,092 110,230 SH SOLE 0 110,230 BMC SOFTWARE I COM 055921100 4,219 235,050 SH SOLE 0 235,050 BOB EVANS FARM COM 096761101 875 37,500 SH SOLE 0 37,500 BOEING CO COM 097023105 54,838 830,874 SH SOLE 0 830,874 BORDERS GROUP COM 099709107 2,668 105,410 SH SOLE 0 105,410 BORG WARNER IN COM 099724106 5,287 98,510 SH SOLE 0 98,510 BOSTON BEER IN CL A 100557107 592 26,400 SH SOLE 0 26,400 BOSTON PRIVATE COM 101119105 1,850 73,400 SH SOLE 0 73,400 BOSTON PROPERT COM 101121101 13,055 186,500 SH SOLE 0 186,500 BOSTON SCIENTI COM 101137107 21,543 797,906 SH SOLE 0 797,906 BOWATER INC COM 102183100 3,188 98,500 SH SOLE 0 98,500 BOWNE & CO INC COM 103043105 1,567 108,400 SH SOLE 0 108,400 BOYD GAMING CO COM 103304101 4,198 82,100 SH SOLE 0 82,100 BOYKIN LODGING COM 103430104 2,285 170,500 SH SOLE 0 170,500 BP PLC ADR 055622104 1,460 23,400 SH SOLE 0 23,400 BRADLEY PHARMA COM 104576103 543 50,500 SH SOLE 0 50,500 BRADY CORP CL A 104674106 2,989 96,410 SH SOLE 0 96,410 BRANDYWINE RLT COM 105368203 1,477 48,200 SH SOLE 0 48,200 BRASIL TELECOM ADR 105530109 4,037 111,830 SH SOLE 0 111,830 BRE PROPERTIES CL A 05564E106 52,292 1,249,500 SH SOLE 0 1,249,500 BRIGGS & STRAT COM 109043109 3,663 105,800 SH SOLE 0 105,800 BRIGHAM EXPLOR COM 109178103 184 20,190 SH SOLE 0 20,190 BRIGHTPOINT IN COM 109473405 671 30,260 SH SOLE 0 30,260 BRINKER INTL I COM 109641100 3,769 94,100 SH SOLE 0 94,100 BRINKS CO COM 109696104 2,163 60,077 SH SOLE 0 60,077 BRISTOL MYERS COM 110122108 50,296 2,013,448 SH SOLE 0 2,013,448 BRISTOL WEST H COM 11037M105 231 12,600 SH SOLE 0 12,600 BRITESMILE INC COM 110415205 229 60,200 SH SOLE 0 60,200 BROADCOM CORP CL A 111320107 10,769 303,100 SH SOLE 0 303,100 BROOKFIELD HOM COM 112723101 406 8,900 SH SOLE 0 8,900 BROOKFIELD PPT COM 112900105 14,882 516,750 SH SOLE 0 516,750 BROOKLINE BANC COM 11373M107 2,055 126,400 SH SOLE 0 126,400 BROOKS AUTOMAT COM 114340102 2,214 149,100 SH SOLE 0 149,100 BROOKSTONE INC COM 114537103 3,129 165,750 SH SOLE 0 165,750 BROOKTROUT INC COM 114580103 290 26,000 SH SOLE 0 26,000 BROWN & BROWN COM 115236101 2,966 66,000 SH SOLE 0 66,000 BROWN FORMAN C CL B 115637209 5,781 95,614 SH SOLE 0 95,614 BROWN SHOE INC COM 115736100 1,472 37,600 SH SOLE 0 37,600 BRUNSWICK CORP COM 117043109 4,012 92,604 SH SOLE 0 92,604 BRUSH ENGINEER COM 117421107 562 39,400 SH SOLE 0 39,400 BUCKEYE TECHNO COM 118255108 547 68,600 SH SOLE 0 68,600 BUCYRUS INTL I CL A 118759109 1,212 31,900 SH SOLE 0 31,900 BUILDING MATLS COM 120113105 3,007 43,400 SH SOLE 0 43,400 BUNGE LIMITED COM G16962105 970 15,300 SH SOLE 0 15,300 BURLINGTON COA COM 121579106 2,776 65,100 SH SOLE 0 65,100 BURLINGTON NOR COM 12189T104 17,850 379,151 SH SOLE 0 379,151 BURLINGTON RES COM 122014103 21,210 383,962 SH SOLE 0 383,962 C COR INC COM 125010108 671 97,900 SH SOLE 0 97,900 C D I CORP COM 125071100 701 32,000 SH SOLE 0 32,000 C D W CORP COM 12512N105 9,480 166,460 SH SOLE 0 166,460 C H ROBINSON W COM 12541W100 7,816 134,300 SH SOLE 0 134,300 C&D TECHNOLOGI COM 124661109 478 52,000 SH SOLE 0 52,000 CABOT CORP COM 127055101 2,201 66,700 SH SOLE 0 66,700 CABOT MICROELE COM 12709P103 761 26,241 SH SOLE 0 26,241 CABOT OIL & GA COM 127097103 8,232 237,235 SH SOLE 0 237,235 CACHE INC COM 127150308 352 21,200 SH SOLE 0 21,200 CACI INTL INC CL A 127190304 3,878 61,400 SH SOLE 0 61,400 CADENCE DESIGN COM 127387108 3,972 290,800 SH SOLE 0 290,800 CAL DIVE INTL COM 127914109 6,906 131,860 SH SOLE 0 131,860 CALAMP CORP COM 128126109 1,006 141,560 SH SOLE 0 141,560 CALLAWAY GOLF COM 131193104 1,160 75,200 SH SOLE 0 75,200 CALLON PETE CO COM 13123X102 701 47,460 SH SOLE 0 47,460 CALPINE CORP COM 131347106 1,723 506,680 SH SOLE 0 506,680 CAMBREX CORP COM 132011107 1,031 54,100 SH SOLE 0 54,100 CAMDEN NATL CO COM 133034108 318 9,697 SH SOLE 0 9,697 CAMDEN PPTY TR COM 133131102 387 7,200 SH SOLE 0 7,200 CAMPBELL SOUP COM 134429109 9,968 323,937 SH SOLE 0 323,937 CANDIES INC COM 137409108 964 144,800 SH SOLE 0 144,800 CAPITAL AUTOMO COM 139733109 6,949 182,100 SH SOLE 0 182,100 CAPITAL BK COR COM 139793103 167 11,100 SH SOLE 0 11,100 CAPITAL CORP O COM 140065202 2,291 82,542 SH SOLE 0 82,542 CAPITAL ONE FI COM 14040H105 20,089 251,080 SH SOLE 0 251,080 CAPITALSOURCE COM 14055X102 1,109 56,510 SH SOLE 0 56,510 CAPTARIS INC COM 14071N104 640 154,500 SH SOLE 0 154,500 CAPTIVA SOFTWA COM 14073T109 2,970 205,700 SH SOLE 0 205,700 CARAUSTAR INDS COM 140909102 1,605 152,900 SH SOLE 0 152,900 CARBO CERAMICS COM 140781105 2,665 33,750 SH SOLE 0 33,750 CARDINAL HEALT COM 14149Y108 27,146 471,452 SH SOLE 0 471,452 CAREER EDUCATI COM 141665109 5,864 160,170 SH SOLE 0 160,170 CAREMARK RX IN COM 141705103 20,239 454,600 SH SOLE 0 454,600 CARLISLE COS I COM 142339100 2,560 37,300 SH SOLE 0 37,300 CARMAX INC COM 143130102 4,435 166,400 SH SOLE 0 166,400 CARNIVAL CORP COM 143658300 28,591 524,120 SH SOLE 0 524,120 CARPENTER TECH COM 144285103 3,833 74,000 SH SOLE 0 74,000 CARREKER CORP COM 144433109 256 46,800 SH SOLE 0 46,800 CARRIZO OIL & COM 144577103 1,025 60,100 SH SOLE 0 60,100 CASCADE MICROT COM 147322101 764 52,300 SH SOLE 0 52,300 CASCADE NAT GA COM 147339105 478 23,300 SH SOLE 0 23,300 CASEYS GEN STO COM 147528103 3,071 154,968 SH SOLE 0 154,968 CASH AMER INTL COM 14754D100 1,208 60,033 SH SOLE 0 60,033 CASH SYSTEMS I COM 14756B102 2,771 335,847 SH SOLE 0 335,847 CASTLE A M & C COM 148411101 411 26,600 SH SOLE 0 26,600 CASUAL MALE RE COM 148711104 647 88,500 SH SOLE 0 88,500 CATALINA MARKE COM 148867104 2,981 117,320 SH SOLE 0 117,320 CATAPULT COMMU COM 149016107 781 45,790 SH SOLE 0 45,790 CATELLUS DEV C COM 149113102 2,975 90,700 SH SOLE 0 90,700 CATERPILLAR IN COM 149123101 36,307 380,931 SH SOLE 0 380,931 CATHAY GENERAL COM 149150104 645 19,200 SH SOLE 0 19,200 CATO CORP NEW CL A 149205106 1,326 64,200 SH SOLE 0 64,200 CB RICHARD ELL CL A 12497T101 5,430 123,810 SH SOLE 0 123,810 CBRL GROUP INC COM 12489V106 1,927 49,600 SH SOLE 0 49,600 CCA INDS INC COM 124867102 949 100,000 SH SOLE 0 100,000 CEC ENTMT INC COM 125137109 3,785 89,937 SH SOLE 0 89,937 CELADON GROUP COM 150838100 3,099 183,350 SH SOLE 0 183,350 CELEBRATE EXPR COM 15100A104 804 59,354 SH SOLE 0 59,354 CELGENE CORP COM 151020104 322 7,900 SH SOLE 0 7,900 CEMEX S A ADR 151290889 8,048 189,719 SH SOLE 0 189,719 CENDANT CORP COM 151313103 25,503 1,140,035 SH SOLE 0 1,140,035 CENTENE CORP D COM 15135B101 7,042 209,700 SH SOLE 0 209,700 CENTENNIAL COM CL A 15133V208 2,729 196,600 SH SOLE 0 196,600 CENTER BANCORP COM 151408101 181 15,960 SH SOLE 0 15,960 CENTER FINL CO COM 15146E102 1,600 64,446 SH SOLE 0 64,446 CENTERPOINT EN COM 15189T107 3,954 299,356 SH SOLE 0 299,356 CENTEX CORP COM 152312104 10,451 147,884 SH SOLE 0 147,884 CENTRAL EUROPE COM 153435102 3,347 89,655 SH SOLE 0 89,655 CENTRAL EUROPE CL A G20045202 1,614 33,370 SH SOLE 0 33,370 CENTRAL FGHT L COM 153491105 240 91,100 SH SOLE 0 91,100 CENTRAL PAC FI COM 154760102 2,214 62,200 SH SOLE 0 62,200 CENTRAL PKG CO COM 154785109 889 64,650 SH SOLE 0 64,650 CENTRAL VT PUB COM 155771108 464 25,100 SH SOLE 0 25,100 CENTRUE FINL C COM 15641R103 253 9,900 SH SOLE 0 9,900 CENTURY ALUM C COM 156431108 2,079 101,920 SH SOLE 0 101,920 CENTURYTEL INC COM 156700106 4,922 142,140 SH SOLE 0 142,140 CEPHALON INC COM 156708109 3,517 88,370 SH SOLE 0 88,370 CERADYNE INC COM 156710105 4,052 168,325 SH SOLE 0 168,325 CERAGON NETWOR ORD M22013102 929 201,075 SH SOLE 0 201,075 CERES GROUP IN COM 156772105 2,989 491,659 SH SOLE 0 491,659 CERIDIAN CORP COM 156779100 3,091 158,700 SH SOLE 0 158,700 CERNER CORP COM 156782104 5,227 76,900 SH SOLE 0 76,900 CERTEGY INC COM 156880106 2,504 65,506 SH SOLE 0 65,506 CH ENERGY GROU COM 12541M102 1,571 32,300 SH SOLE 0 32,300 CHAMPION ENTER COM 158496109 9,934 999,400 SH SOLE 0 999,400 CHARLES RIV LA COM 159864107 5,480 113,584 SH SOLE 0 113,584 CHARLOTTE RUSS COM 161048103 816 65,500 SH SOLE 0 65,500 CHARMING SHOPP COM 161133103 27,897 2,990,000 SH SOLE 0 2,990,000 CHATTEM INC COM 162456107 431 10,400 SH SOLE 0 10,400 CHECK POINT SO ORD M22465104 1,826 92,100 SH SOLE 0 92,100 CHECKERS DRIVE COM 162809305 775 57,500 SH SOLE 0 57,500 CHECKFREE CORP COM 162813109 3,069 90,100 SH SOLE 0 90,100 CHECKPOINT SYS COM 162825103 1,374 77,600 SH SOLE 0 77,600 CHEESECAKE FAC COM 163072101 2,876 82,800 SH SOLE 0 82,800 CHEMED CORP NE COM 16359R103 2,122 51,900 SH SOLE 0 51,900 CHENIERE ENERG COM 16411R208 718 23,100 SH SOLE 0 23,100 CHESAPEAKE COR COM 165159104 846 40,400 SH SOLE 0 40,400 CHEVRON CORP N COM 166764100 117,565 2,102,378 SH SOLE 0 2,102,378 CHICAGO MERCAN CL A 167760107 975 3,300 SH SOLE 0 3,300 CHICOS FAS INC COM 168615102 6,962 203,100 SH SOLE 0 203,100 CHILDRENS PL R COM 168905107 2,021 43,300 SH SOLE 0 43,300 CHINA MOBILE H ADR 16941M109 1,853 99,700 SH SOLE 0 99,700 CHINA PETE & C ADR 16941R108 546 14,000 SH SOLE 0 14,000 CHIQUITA BRAND COM 170032809 1,195 43,520 SH SOLE 0 43,520 CHIRON CORP COM 170040109 5,319 152,460 SH SOLE 0 152,460 CHITTENDEN COR COM 170228100 2,588 95,150 SH SOLE 0 95,150 CHOICE HOTELS COM 169905106 352 5,360 SH SOLE 0 5,360 CHOICEPOINT IN COM 170388102 3,831 95,666 SH SOLE 0 95,666 CHOLESTECH COR COM 170393102 175 15,500 SH SOLE 0 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10,151 SH SOLE 0 10,151 CITIZENS SOUTH COM 176682102 157 12,400 SH SOLE 0 12,400 CITRIX SYS INC COM 177376100 3,603 166,340 SH SOLE 0 166,340 CITY NATL CORP COM 178566105 5,198 72,490 SH SOLE 0 72,490 CLAIRES STORES COM 179584107 6,408 266,460 SH SOLE 0 266,460 CLARCOR INC COM 179895107 3,089 105,600 SH SOLE 0 105,600 CLEAN HARBORS COM 184496107 644 29,700 SH SOLE 0 29,700 CLEAR CHANNEL COM 184502102 15,710 507,908 SH SOLE 0 507,908 CLECO CORP NEW COM 12561W105 2,207 102,300 SH SOLE 0 102,300 CLEVELAND CLIF COM 185896107 8,170 141,450 SH SOLE 0 141,450 CLICKSOFTWARE ORD M25082104 1,075 575,000 SH SOLE 0 575,000 CLIFTON SVGS B COM 18712Q103 209 19,823 SH SOLE 0 19,823 CLOROX CO DEL COM 189054109 8,504 152,614 SH SOLE 0 152,614 CMS ENERGY COR COM 125896100 7,097 471,227 SH SOLE 0 471,227 CNF INC COM 12612W104 3,309 73,700 SH SOLE 0 73,700 CNH GLOBAL N V COM N20935206 1,086 57,500 SH SOLE 0 57,500 CNS INC COM 126136100 733 32,100 SH SOLE 0 32,100 COACH INC COM 189754104 14,356 427,640 SH 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SH SOLE 0 93,800 COLUMBIA BANCO COM 197227101 922 25,300 SH SOLE 0 25,300 COLUMBIA BKG S COM 197236102 3,517 142,860 SH SOLE 0 142,860 COLUMBUS MCKIN COM 199333105 805 73,510 SH SOLE 0 73,510 COMCAST CORP N CL A 20030N101 66,755 2,176,549 SH SOLE 0 2,176,549 COMCAST CORP N CL A 20030N200 2,216 74,000 SH SOLE 0 74,000 COMERICA INC COM 200340107 9,901 171,289 SH SOLE 0 171,289 COMFORT SYS US COM 199908104 746 113,410 SH SOLE 0 113,410 COMMERCE BANCO COM 200519106 6,908 227,900 SH SOLE 0 227,900 COMMERCIAL CAP COM 20162L105 1,687 100,932 SH SOLE 0 100,932 COMMERCIAL FED COM 201647104 3,651 108,400 SH SOLE 0 108,400 COMMERCIAL MET COM 201723103 3,424 143,750 SH SOLE 0 143,750 COMMERCIAL NET COM 202218103 2,493 121,800 SH SOLE 0 121,800 COMMERCIAL VEH COM 202608105 814 45,848 SH SOLE 0 45,848 COMMONWEALTH T COM 203349105 1,991 47,500 SH SOLE 0 47,500 COMMSCOPE INC COM 203372107 945 54,300 SH SOLE 0 54,300 COMMUNITY BK S COM 203607106 1,517 62,200 SH SOLE 0 62,200 COMMUNITY HEAL COM 203668108 4,996 132,200 SH SOLE 0 132,200 COMPANHIA DE B ADR 20441W203 5,296 171,400 SH SOLE 0 171,400 COMPANHIA DE B ADR 20441W104 899 35,320 SH SOLE 0 35,320 COMPANHIA DE S ADR 20441A102 1,126 74,800 SH SOLE 0 74,800 COMPANHIA VALE ADR 204412100 26,429 1,040,500 SH SOLE 0 1,040,500 COMPANHIA VALE ADR 204412209 4,105 140,200 SH SOLE 0 140,200 COMPASS BANCSH COM 20449H109 5,526 122,800 SH SOLE 0 122,800 COMPETITIVE TE COM 204512107 635 96,164 SH SOLE 0 96,164 COMPUTER ASSOC COM 204912109 14,550 529,488 SH SOLE 0 529,488 COMPUTER PROGR COM 205306103 1,313 35,230 SH SOLE 0 35,230 COMPUTER SCIEN COM 205363104 8,379 191,732 SH SOLE 0 191,732 COMPUWARE CORP COM 205638109 2,712 377,180 SH SOLE 0 377,180 COMSTOCK HOMEB CL A 205684103 862 35,600 SH SOLE 0 35,600 COMVERSE TECHN COM 205862402 4,713 199,460 SH SOLE 0 199,460 CONAGRA FOODS COM 205887102 11,980 517,276 SH SOLE 0 517,276 CONCEPTUS INC COM 206016107 383 67,800 SH SOLE 0 67,800 CONEXANT SYSTE COM 207142100 322 200,000 SH SOLE 0 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154,100 SH SOLE 0 154,100 CORNING INC COM 219350105 24,676 1,484,706 SH SOLE 0 1,484,706 CORPORATE EXEC COM 21988R102 5,462 69,730 SH SOLE 0 69,730 CORRECTIONAL P COM 22025E104 538 19,000 SH SOLE 0 19,000 CORRECTIONS CO COM 22025Y407 3,665 93,380 SH SOLE 0 93,380 CORUS BANKSHAR COM 220873103 583 10,500 SH SOLE 0 10,500 COST PLUS INC COM 221485105 1,125 45,100 SH SOLE 0 45,100 COSTCO WHSL CO COM 22160K105 21,456 479,684 SH SOLE 0 479,684 COUNTRYWIDE FI COM 222372104 25,007 647,692 SH SOLE 0 647,692 COURIER CORP COM 222660102 271 7,050 SH SOLE 0 7,050 COVANCE INC COM 222816100 6,139 136,808 SH SOLE 0 136,808 COVANSYS CORP COM 22281W103 2,502 194,730 SH SOLE 0 194,730 COVENANT TRANS CL A 22284P105 601 45,500 SH SOLE 0 45,500 COVENTRY HEALT COM 222862104 12,501 176,696 SH SOLE 0 176,696 COX RADIO INC CL A 224051102 271 17,200 SH SOLE 0 17,200 CP SHIPS LTD COM 22409V102 197 12,600 SH SOLE 0 12,600 CPI CORP COM 125902106 291 16,100 SH SOLE 0 16,100 CRA INTL INC COM 12618T105 637 11,830 SH SOLE 0 11,830 CRANE CO COM 224399105 1,546 58,800 SH SOLE 0 58,800 CREDENCE SYS C COM 225302108 3,101 342,600 SH SOLE 0 342,600 CREE INC COM 225447101 2,030 79,700 SH SOLE 0 79,700 CRESCENT REAL COM 225756105 2,391 127,500 SH SOLE 0 127,500 CROMPTON CORP COM 227116100 1,762 124,501 SH SOLE 0 124,501 CROSS CTRY HEA COM 227483104 921 54,200 SH SOLE 0 54,200 CROWN CASTLE I COM 228227104 3,586 176,490 SH SOLE 0 176,490 CROWN HOLDINGS COM 228368106 3,365 236,500 SH SOLE 0 236,500 CRT PROPERTIES COM 22876P109 1,780 65,200 SH SOLE 0 65,200 CRYOLIFE INC COM 228903100 358 46,150 SH SOLE 0 46,150 CSG SYS INTL I COM 126349109 4,849 255,480 SH SOLE 0 255,480 CSP INC COM 126389105 239 29,043 SH SOLE 0 29,043 CSX CORP COM 126408103 9,500 222,684 SH SOLE 0 222,684 CTS CORP COM 126501105 1,662 135,270 SH SOLE 0 135,270 CUBIC CORP COM 229669106 768 43,300 SH SOLE 0 43,300 CULLEN FROST B COM 229899109 3,624 76,060 SH SOLE 0 76,060 CUMMINS INC COM 231021106 5,947 79,713 SH SOLE 0 79,713 CUNO INC COM 126583103 2,529 35,400 SH SOLE 0 35,400 CURTISS WRIGHT COM 231561101 2,592 48,050 SH SOLE 0 48,050 CUTERA INC COM 232109108 845 48,680 SH SOLE 0 48,680 CV THERAPEUTIC COM 126667104 686 30,600 SH SOLE 0 30,600 CVS CORP COM 126650100 23,699 815,228 SH SOLE 0 815,228 CYBERONICS INC COM 23251P102 1,822 42,000 SH SOLE 0 42,000 CYBEROPTICS CO COM 232517102 1,283 98,714 SH SOLE 0 98,714 CYBERSOURCE CO COM 23251J106 1,679 229,677 SH SOLE 0 229,677 CYMER INC COM 232572107 3,130 118,800 SH SOLE 0 118,800 CYPRESS SEMICO COM 232806109 8,220 652,900 SH SOLE 0 652,900 CYTEC INDS INC COM 232820100 3,659 91,930 SH SOLE 0 91,930 CYTOKINETICS I COM 23282W100 545 78,600 SH SOLE 0 78,600 CYTYC CORP COM 232946103 2,941 133,322 SH SOLE 0 133,322 D R HORTON INC COM 23331A109 18,860 501,462 SH SOLE 0 501,462 DADE BEHRING H COM 23342J206 3,803 58,500 SH SOLE 0 58,500 DAKTRONICS INC COM 234264109 2,751 137,500 SH SOLE 0 137,500 DANA CORP COM 235811106 2,186 145,620 SH SOLE 0 145,620 DANAHER CORP D COM 235851102 14,591 278,766 SH SOLE 0 278,766 DARDEN RESTAUR COM 237194105 6,477 196,383 SH SOLE 0 196,383 DARLING INTL I COM 237266101 364 97,100 SH SOLE 0 97,100 DATASCOPE CORP COM 238113104 930 27,900 SH SOLE 0 27,900 DATATRAK INTL COM 238134100 2,103 121,408 SH SOLE 0 121,408 DAVE & BUSTERS COM 23833N104 938 50,880 SH SOLE 0 50,880 DAWSON GEOPHYS COM 239359102 2,237 105,218 SH SOLE 0 105,218 DEAN FOODS CO COM 242370104 5,624 159,582 SH SOLE 0 159,582 DEARBORN BANCO COM 24242R108 472 18,234 SH SOLE 0 18,234 DEERE & CO COM 244199105 15,921 243,100 SH SOLE 0 243,100 DELL INC COM 24702R101 97,347 2,466,976 SH SOLE 0 2,466,976 DELPHI CORP COM 247126105 2,544 547,151 SH SOLE 0 547,151 DELPHI FINL GR CL A 247131105 2,714 61,464 SH SOLE 0 61,464 DELTA & PINE L COM 247357106 1,854 73,966 SH SOLE 0 73,966 DELTA AIR LINE COM 247361108 1,060 281,990 SH SOLE 0 281,990 DELTIC TIMBER COM 247850100 955 25,100 SH SOLE 0 25,100 DELUXE CORP COM 248019101 3,083 75,930 SH SOLE 0 75,930 DENDRITE INTL COM 248239105 1,205 87,350 SH SOLE 0 87,350 DENTSPLY INTL COM 249030107 4,553 84,320 SH SOLE 0 84,320 DEPARTMENT 56 COM 249509100 289 28,200 SH SOLE 0 28,200 DESIGN WITHIN COM 250557105 286 15,800 SH SOLE 0 15,800 DEVELOPERS DIV COM 251591103 5,910 128,600 SH SOLE 0 128,600 DEVON ENERGY C COM 25179M103 23,982 473,200 SH SOLE 0 473,200 DEVRY INC DEL COM 251893103 1,365 68,600 SH SOLE 0 68,600 DIAGNOSTIC PRO COM 252450101 4,440 93,800 SH SOLE 0 93,800 DIAMONDCLUSTER COM 25278P106 4,825 427,020 SH SOLE 0 427,020 DIAMONDROCK HO COM 252784301 539 47,700 SH SOLE 0 47,700 DICKS SPORTING COM 253393102 2,516 65,200 SH SOLE 0 65,200 DIEBOLD INC COM 253651103 4,631 102,650 SH SOLE 0 102,650 DIGI INTL INC COM 253798102 2,851 240,400 SH SOLE 0 240,400 DIGITAL INSIGH COM 25385P106 1,710 71,500 SH SOLE 0 71,500 DIGITAL RIV IN COM 25388B104 3,902 122,900 SH SOLE 0 122,900 DILLARDS INC CL A 254067101 1,646 70,300 SH SOLE 0 70,300 DIME CMNTY BAN COM 253922108 1,043 68,625 SH SOLE 0 68,625 DIODES INC COM 254543101 945 30,300 SH SOLE 0 30,300 DIONEX CORP COM 254546104 1,722 39,500 SH SOLE 0 39,500 DIRECT GEN COR COM 25456W204 689 37,000 SH SOLE 0 37,000 DISNEY WALT CO COM 254687106 52,048 2,067,031 SH SOLE 0 2,067,031 DITECH COMMUNI COM 25500M103 782 120,485 SH SOLE 0 120,485 DIVERSA CORP COM 255064107 1,735 332,970 SH SOLE 0 332,970 DIXIE GROUP IN CL A 255519100 1,544 87,704 SH SOLE 0 87,704 DJ ORTHOPEDICS COM 23325G104 1,941 70,750 SH SOLE 0 70,750 DOBSON COMMUNI CL A 256069105 1,834 430,400 SH SOLE 0 430,400 DOLLAR GEN COR COM 256669102 6,105 299,851 SH SOLE 0 299,851 DOLLAR TREE ST COM 256747106 2,760 115,000 SH SOLE 0 115,000 DOMINION RES I COM 25746U109 24,863 338,783 SH SOLE 0 338,783 DONALDSON INC COM 257651109 2,927 96,500 SH SOLE 0 96,500 DONNELLEY R R COM 257867101 7,320 212,104 SH SOLE 0 212,104 DORAL FINL COR COM 25811P100 388 23,450 SH SOLE 0 23,450 DOVER CORP COM 260003108 7,226 198,634 SH SOLE 0 198,634 DOW CHEM CO COM 260543103 43,865 985,077 SH SOLE 0 985,077 DOW JONES & CO COM 260561105 2,491 70,263 SH SOLE 0 70,263 DOWNEY FINL CO COM 261018105 3,552 48,524 SH SOLE 0 48,524 DPL INC COM 233293109 3,682 134,124 SH SOLE 0 134,124 DR REDDYS LABS ADR 256135203 5,071 299,700 SH SOLE 0 299,700 DRAXIS HEALTH COM 26150J101 769 154,792 SH SOLE 0 154,792 DREAMWORKS ANI CL A 26153C103 443 16,900 SH SOLE 0 16,900 DRESS BARN INC COM 261570105 1,208 53,400 SH SOLE 0 53,400 DREW INDS INC COM 26168L205 675 14,870 SH SOLE 0 14,870 DRIL-QUIP INC COM 262037104 2,513 86,640 SH SOLE 0 86,640 DRS TECHNOLOGI COM 23330X100 2,913 56,800 SH SOLE 0 56,800 DSP GROUP INC COM 23332B106 1,387 58,100 SH SOLE 0 58,100 DST SYS INC DE COM 233326107 3,767 80,500 SH SOLE 0 80,500 DTE ENERGY CO COM 233331107 8,115 173,509 SH SOLE 0 173,509 DU PONT E I DE COM 263534109 43,339 1,007,650 SH SOLE 0 1,007,650 DUKE ENERGY CO COM 264399106 26,991 907,856 SH SOLE 0 907,856 DUN & BRADSTRE COM 26483E100 6,230 101,060 SH SOLE 0 101,060 DUQUESNE LT HL COM 266233105 1,535 82,200 SH SOLE 0 82,200 DURATEK INC COM 26658Q102 1,928 83,170 SH SOLE 0 83,170 DXP ENTERPRISE COM 233377407 218 32,000 SH SOLE 0 32,000 DYCOM INDS INC COM 267475101 1,026 51,800 SH SOLE 0 51,800 DYNAMEX INC COM 26784F103 1,772 104,000 SH SOLE 0 104,000 DYNAMIC MATLS COM 267888105 373 9,639 SH SOLE 0 9,639 DYNEGY INC NEW CL A 26816Q101 1,601 329,460 SH SOLE 0 329,460 E M C CORP MAS COM 268648102 35,266 2,572,250 SH SOLE 0 2,572,250 E PIPHANY INC COM 26881V100 234 67,300 SH SOLE 0 67,300 E TRADE FINANC COM 269246104 5,905 422,100 SH SOLE 0 422,100 E Z EM INC COM 269305405 189 13,500 SH SOLE 0 13,500 EAGLE HOSPITAL COM 26959T102 2,732 299,920 SH SOLE 0 299,920 EAGLE MATERIAL COM 26969P108 3,875 41,850 SH SOLE 0 41,850 EARTHLINK INC COM 270321102 823 95,070 SH SOLE 0 95,070 EAST WEST BANC COM 27579R104 7,850 233,700 SH SOLE 0 233,700 EASTGROUP PPTY COM 277276101 1,899 45,100 SH SOLE 0 45,100 EASTMAN CHEM C COM 277432100 6,360 115,326 SH SOLE 0 115,326 EASTMAN KODAK COM 277461109 8,563 318,923 SH SOLE 0 318,923 EATON CORP COM 278058102 9,113 152,144 SH SOLE 0 152,144 EATON VANCE CO COM 278265103 3,653 152,800 SH SOLE 0 152,800 EBAY INC COM 278642103 39,941 1,209,960 SH SOLE 0 1,209,960 EBIX INC COM 278715206 278 19,444 SH SOLE 0 19,444 ECC CAPITAL CO COM 26826M108 2,926 439,400 SH SOLE 0 439,400 ECLIPSYS CORP COM 278856109 1,052 74,800 SH SOLE 0 74,800 ECOLAB INC COM 278865100 7,110 219,704 SH SOLE 0 219,704 ECOST COM INC COM 27922W107 378 92,442 SH SOLE 0 92,442 EDGE PETE CORP COM 279862106 3,603 230,656 SH SOLE 0 230,656 EDISON INTL COM 281020107 13,142 324,099 SH SOLE 0 324,099 EDO CORP COM 281347104 1,086 36,300 SH SOLE 0 36,300 EDUCATE INC COM 28138P100 1,303 92,100 SH SOLE 0 92,100 EDUCATION MGMT COM 28139T101 5,994 177,710 SH SOLE 0 177,710 EDWARDS AG INC COM 281760108 4,572 101,260 SH SOLE 0 101,260 EDWARDS LIFESC COM 28176E108 5,532 128,590 SH SOLE 0 128,590 EFJ INC COM 26843B101 3,011 446,050 SH SOLE 0 446,050 EFUNDS CORP COM 28224R101 1,671 92,900 SH SOLE 0 92,900 EGL INC COM 268484102 1,957 96,300 SH SOLE 0 96,300 EL PASO CORP COM 28336L109 7,632 662,487 SH SOLE 0 662,487 EL PASO ELEC C COM 283677854 4,922 240,700 SH SOLE 0 240,700 ELECTRO SCIENT COM 285229100 1,046 58,500 SH SOLE 0 58,500 ELECTRONIC ART COM 285512109 17,341 306,320 SH SOLE 0 306,320 ELECTRONIC DAT COM 285661104 9,912 514,920 SH SOLE 0 514,920 ELECTRONICS BO COM 286045109 4,416 69,560 SH SOLE 0 69,560 ELECTRONICS FO COM 286082102 949 45,100 SH SOLE 0 45,100 ELIZABETH ARDE COM 28660G106 3,419 146,190 SH SOLE 0 146,190 ELKCORP COM 287456107 3,359 117,650 SH SOLE 0 117,650 EMAGEON INC COM 29076V109 305 21,800 SH SOLE 0 21,800 EMBRAER-EMPRES ADR 29081M102 5,266 159,230 SH SOLE 0 159,230 EMBREX INC COM 290817105 1,929 173,000 SH SOLE 0 173,000 EMCOR GROUP IN COM 29084Q100 1,555 31,800 SH SOLE 0 31,800 EMERSON ELEC C COM 291011104 26,262 419,320 SH SOLE 0 419,320 EMMIS COMMUNIC CL A 291525103 2,604 147,370 SH SOLE 0 147,370 EMULEX CORP COM 292475209 1,867 102,250 SH SOLE 0 102,250 ENCANA CORP COM 292505104 694 17,532 SH SOLE 0 17,532 ENCORE WIRE CO COM 292562105 220 19,000 SH SOLE 0 19,000 ENCYSIVE PHARM COM 29256X107 1,342 124,110 SH SOLE 0 124,110 ENDO PHARMACEU COM 29264F205 2,090 79,540 SH SOLE 0 79,540 ENERGEN CORP COM 29265N108 10,382 296,200 SH SOLE 0 296,200 ENERGIZER HLDG COM 29266R108 6,001 96,520 SH SOLE 0 96,520 ENERGY CONVERS COM 292659109 1,908 85,250 SH SOLE 0 85,250 ENERGY EAST CO COM 29266M109 4,653 160,566 SH SOLE 0 160,566 ENERGY PARTNER COM 29270U105 341 13,000 SH SOLE 0 13,000 ENESCO GROUP I COM 292973104 90 30,100 SH SOLE 0 30,100 ENGELHARD CORP COM 292845104 3,467 121,426 SH SOLE 0 121,426 ENGINEERED SUP COM 292866100 5,619 156,825 SH SOLE 0 156,825 ENSCO INTL INC COM 26874Q100 30,359 849,200 SH SOLE 0 849,200 ENTERCOM COMMU CL A 293639100 1,491 44,800 SH SOLE 0 44,800 ENTERGY CORP N COM 29364G103 16,139 213,614 SH SOLE 0 213,614 ENTERTAINMENT COM 29380T105 5,134 111,600 SH SOLE 0 111,600 ENVIRONMENTAL COM 294092101 1,009 195,500 SH SOLE 0 195,500 ENZO BIOCHEM I COM 294100102 1,099 61,318 SH SOLE 0 61,318 EOG RES INC COM 26875P101 13,506 237,780 SH SOLE 0 237,780 EPIQ SYS INC COM 26882D109 1,124 68,700 SH SOLE 0 68,700 EQUIFAX INC COM 294429105 5,009 140,272 SH SOLE 0 140,272 EQUITABLE RES COM 294549100 4,393 64,600 SH SOLE 0 64,600 EQUITY INNS IN COM 294703103 616 46,300 SH SOLE 0 46,300 EQUITY LIFESTY COM 29472R108 2,883 72,500 SH SOLE 0 72,500 EQUITY OFFICE COM 294741103 21,968 663,689 SH SOLE 0 663,689 EQUITY ONE COM 294752100 4,104 180,800 SH SOLE 0 180,800 EQUITY RESIDEN COM 29476L107 16,097 437,172 SH SOLE 0 437,172 ERESEARCHTECHN COM 29481V108 284 21,200 SH SOLE 0 21,200 ERICSSON L M T ADR 294821608 511 16,000 SH SOLE 0 16,000 ESCO TECHNOLOG COM 296315104 5,534 54,900 SH SOLE 0 54,900 ESS TECHNOLOGY COM 269151106 306 72,600 SH SOLE 0 72,600 ESSEX CORP COM 296744105 304 13,300 SH SOLE 0 13,300 ESSEX PPTY TR COM 297178105 12,089 145,550 SH SOLE 0 145,550 ESTERLINE TECH COM 297425100 2,413 60,200 SH SOLE 0 60,200 ETHAN ALLEN IN COM 297602104 2,399 71,600 SH SOLE 0 71,600 EUROBANCSHARES COM 298716101 249 15,500 SH SOLE 0 15,500 EURONET WORLDW COM 298736109 1,366 47,000 SH SOLE 0 47,000 EVEREST RE GRO COM G3223R108 8,669 93,220 SH SOLE 0 93,220 EVERGREEN SOLA COM 30033R108 967 150,330 SH SOLE 0 150,330 EXAR CORP COM 300645108 2,634 176,900 SH SOLE 0 176,900 EXELIXIS INC COM 30161Q104 508 68,405 SH SOLE 0 68,405 EXELON CORP COM 30161N101 33,667 655,896 SH SOLE 0 655,896 EXIDE TECHNOLO COM 302051206 420 86,500 SH SOLE 0 86,500 EXPEDITORS INT COM 302130109 7,905 158,700 SH SOLE 0 158,700 EXPONENT INC COM 30214U102 490 17,148 SH SOLE 0 17,148 EXPRESS SCRIPT COM 302182100 12,749 255,080 SH SOLE 0 255,080 EXTENDED SYSTE COM 301973103 299 93,494 SH SOLE 0 93,494 EXTREME NETWOR COM 30226D106 282 69,400 SH SOLE 0 69,400 EXXON MOBIL CO COM 30231G102 368,639 6,414,455 SH SOLE 0 6,414,455 F M C CORP COM 302491303 8,210 146,240 SH SOLE 0 146,240 F5 NETWORKS IN COM 315616102 4,870 103,030 SH SOLE 0 103,030 FACTSET RESH S COM 303075105 3,254 90,800 SH SOLE 0 90,800 FAIR ISAAC COR COM 303250104 4,148 113,650 SH SOLE 0 113,650 FAIRCHILD SEMI COM 303726103 4,584 310,800 SH SOLE 0 310,800 FAIRMONT HOTEL COM 305204109 62,374 1,790,800 SH SOLE 0 1,790,800 FAMILY DLR STO COM 307000109 4,375 167,620 SH SOLE 0 167,620 FARGO ELECTRON COM 30744P102 1,699 85,000 SH SOLE 0 85,000 FASTENAL CO COM 311900104 8,097 132,200 SH SOLE 0 132,200 FEDDERS CORP COM 313135501 122 55,660 SH SOLE 0 55,660 FEDERAL AGRIC CL C 313148306 583 26,430 SH SOLE 0 26,430 FEDERAL HOME L COM 313400301 44,950 689,096 SH SOLE 0 689,096 FEDERAL NATL M COM 313586109 57,841 990,434 SH SOLE 0 990,434 FEDERAL REALTY COM 313747206 12,951 219,500 SH SOLE 0 219,500 FEDERAL SIGNAL COM 313855108 799 51,200 SH SOLE 0 51,200 FEDERATED DEPT COM 31410H101 12,632 172,386 SH SOLE 0 172,386 FEDERATED INVS CL B 314211103 2,839 94,600 SH SOLE 0 94,600 FEDEX CORP COM 31428X106 25,061 309,362 SH SOLE 0 309,362 FEI CO COM 30241L109 1,364 59,800 SH SOLE 0 59,800 FELCOR LODGING COM 31430F101 349 24,100 SH SOLE 0 24,100 FERRO CORP COM 315405100 1,207 60,800 SH SOLE 0 60,800 FIDELITY NATL COM 316326107 6,535 183,097 SH SOLE 0 183,097 FIFTH THIRD BA COM 316773100 21,300 517,365 SH SOLE 0 517,365 FILENET CORP COM 316869106 2,899 115,300 SH SOLE 0 115,300 FINANCIAL FED COM 317492106 1,770 45,800 SH SOLE 0 45,800 FINISH LINE IN CL A 317923100 2,167 114,530 SH SOLE 0 114,530 FIRST ACCEPTAN COM 318457108 552 58,400 SH SOLE 0 58,400 FIRST ADVANTAG CL A 31845F100 1,389 59,356 SH SOLE 0 59,356 FIRST AMERN CO COM 318522307 5,686 141,660 SH SOLE 0 141,660 FIRST BANCORP COM 318672102 3,162 78,750 SH SOLE 0 78,750 FIRST CASH FIN COM 31942D107 271 12,700 SH SOLE 0 12,700 FIRST CMNTY BA COM 31983B101 1,772 37,300 SH SOLE 0 37,300 FIRST CTZNS BA CL A 31946M103 2,587 17,900 SH SOLE 0 17,900 FIRST DATA COR COM 319963104 33,540 835,577 SH SOLE 0 835,577 FIRST FINL BAN COM 320209109 2,965 156,900 SH SOLE 0 156,900 FIRST HORIZON COM 320517105 5,218 123,640 SH SOLE 0 123,640 FIRST HORIZON COM 32051K106 592 31,100 SH SOLE 0 31,100 FIRST IND CORP COM 32054R108 736 24,800 SH SOLE 0 24,800 FIRST MARBLEHE COM 320771108 214 6,100 SH SOLE 0 6,100 FIRST MIDWEST COM 320867104 4,603 131,225 SH SOLE 0 131,225 FIRST NIAGARA COM 33582V108 421 28,900 SH SOLE 0 28,900 FIRST REGL BAN COM 33615C101 625 9,452 SH SOLE 0 9,452 FIRST REP BK S COM 336158100 1,752 49,600 SH SOLE 0 49,600 FIRSTCITY FINL COM 33761X107 931 80,000 SH SOLE 0 80,000 FIRSTENERGY CO COM 337932107 15,918 330,867 SH SOLE 0 330,867 FIRSTFED FINL COM 337907109 2,021 33,900 SH SOLE 0 33,900 FIRSTMERIT COR COM 337915102 2,313 88,600 SH SOLE 0 88,600 FISERV INC COM 337738108 14,240 332,020 SH SOLE 0 332,020 FISHER SCIENTI COM 338032204 11,117 171,300 SH SOLE 0 171,300 FLAGSTAR BANCO COM 337930101 1,831 96,700 SH SOLE 0 96,700 FLANDERS CORP COM 338494107 646 71,760 SH SOLE 0 71,760 FLEETWOOD ENTE COM 339099103 14,210 1,399,953 SH SOLE 0 1,399,953 FLEXIBLE SOLUT COM 33938T104 301 62,031 SH SOLE 0 62,031 FLEXTRONICS IN ORD Y2573F102 6,735 509,820 SH SOLE 0 509,820 FLIR SYS INC COM 302445101 6,577 220,416 SH SOLE 0 220,416 FLORIDA ROCK I COM 341140101 6,127 83,525 SH SOLE 0 83,525 FLOWERS FOODS COM 343498101 5,016 141,850 SH SOLE 0 141,850 FLOWSERVE CORP COM 34354P105 4,000 132,198 SH SOLE 0 132,198 FLUOR CORP NEW COM 343412102 5,118 88,875 SH SOLE 0 88,875 FLUSHING FINL COM 343873105 271 14,748 SH SOLE 0 14,748 FMC TECHNOLOGI COM 30249U101 4,041 126,405 SH SOLE 0 126,405 FNB FINANCIAL COM 302526108 212 11,750 SH SOLE 0 11,750 FOMENTO ECONOM ADR 344419106 10,330 173,410 SH SOLE 0 173,410 FONAR CORP COM 344437108 338 281,466 SH SOLE 0 281,466 FOOT LOCKER IN COM 344849104 19,524 717,250 SH SOLE 0 717,250 FORD MTR CO DE COM 345370860 18,725 1,828,643 SH SOLE 0 1,828,643 FOREST CITY EN CL A 345550107 2,244 31,600 SH SOLE 0 31,600 FOREST LABS IN COM 345838106 13,336 343,260 SH SOLE 0 343,260 FOREST OIL COR COM 346091705 2,822 67,180 SH SOLE 0 67,180 FORRESTER RESH COM 346563109 205 11,500 SH SOLE 0 11,500 FORTUNE BRANDS COM 349631101 13,080 147,293 SH SOLE 0 147,293 FORWARD AIR CO COM 349853101 5,565 196,868 SH SOLE 0 196,868 FOSSIL INC COM 349882100 2,618 115,337 SH SOLE 0 115,337 FOSTER WHEELER WAR G36535113 23 24,200 SH SOLE 0 24,200 FOX & HOUND RE COM 351321104 468 38,600 SH SOLE 0 38,600 FOXHOLLOW TECH COM 35166A103 556 14,530 SH SOLE 0 14,530 FPIC INS GROUP COM 302563101 502 17,100 SH SOLE 0 17,100 FPL GROUP INC COM 302571104 16,512 392,588 SH SOLE 0 392,588 FRANKLIN BK CO COM 352451108 4,469 238,200 SH SOLE 0 238,200 FRANKLIN ELEC COM 353514102 348 9,000 SH SOLE 0 9,000 FRANKLIN RES I COM 354613101 16,297 211,708 SH SOLE 0 211,708 FREDS INC CL A 356108100 3,082 185,870 SH SOLE 0 185,870 FREEPORT-MCMOR CL B 35671D857 6,665 178,027 SH SOLE 0 178,027 FREESCALE SEMI CL B 35687M206 8,477 400,249 SH SOLE 0 400,249 FREMONT GEN CO COM 357288109 4,093 168,240 SH SOLE 0 168,240 FRESENIUS MED ADR 358029106 9,089 319,464 SH SOLE 0 319,464 FRIEDMAN BILLI CL A 358434108 2,156 150,800 SH SOLE 0 150,800 FRONTIER AIRLI COM 359065109 3,727 360,811 SH SOLE 0 360,811 FRONTIER OIL C COM 35914P105 3,962 135,000 SH SOLE 0 135,000 FROZEN FOOD EX COM 359360104 357 31,500 SH SOLE 0 31,500 FSI INTL INC COM 302633102 1,488 400,000 SH SOLE 0 400,000 FTI CONSULTING COM 302941109 1,195 57,200 SH SOLE 0 57,200 FUELCELL ENERG COM 35952H106 545 53,400 SH SOLE 0 53,400 FULLER H B CO COM 359694106 5,879 172,600 SH SOLE 0 172,600 FURNITURE BRAN COM 360921100 2,099 97,120 SH SOLE 0 97,120 G & K SVCS INC CL A 361268105 4,094 108,500 SH SOLE 0 108,500 GABLES RESIDEN COM 362418105 2,594 60,000 SH SOLE 0 60,000 GALLAGHER ARTH COM 363576109 2,680 98,800 SH SOLE 0 98,800 GAMESTOP CORP CL A 36466R101 3,208 98,070 SH SOLE 0 98,070 GAMESTOP CORP CL B 36466R200 5,846 195,504 SH SOLE 0 195,504 GAMING PARTNER COM 36467A107 418 21,999 SH SOLE 0 21,999 GANDER MOUNTAI COM 36471P108 616 54,000 SH SOLE 0 54,000 GANNETT INC COM 364730101 17,733 249,310 SH SOLE 0 249,310 GAP INC DEL COM 364760108 14,907 754,787 SH SOLE 0 754,787 GARDNER DENVER COM 365558105 2,627 74,900 SH SOLE 0 74,900 GARMIN LTD ORD G37260109 727 17,000 SH SOLE 0 17,000 GARTNER INC COM 366651107 973 91,600 SH SOLE 0 91,600 GATEWAY INC COM 367626108 981 297,286 SH SOLE 0 297,286 GATX CORP COM 361448103 1,829 53,000 SH SOLE 0 53,000 GEHL CO COM 368483103 724 18,600 SH SOLE 0 18,600 GEMSTAR-TV GUI COM 36866W106 213 59,400 SH SOLE 0 59,400 GENCORP INC COM 368682100 2,020 104,900 SH SOLE 0 104,900 GENENTECH INC COM 368710406 1,742 21,700 SH SOLE 0 21,700 GENERAL COMMUN CL A 369385109 2,797 283,400 SH SOLE 0 283,400 GENERAL DYNAMI COM 369550108 23,806 217,325 SH SOLE 0 217,325 GENERAL ELEC C COM 369604103 370,79110,701,038 SH SOLE 0 10,701,038 GENERAL GROWTH COM 370021107 3,586 87,280 SH SOLE 0 87,280 GENERAL MLS IN COM 370334104 18,076 386,315 SH SOLE 0 386,315 GENERAL MTRS C COM 370442105 19,104 561,881 SH SOLE 0 561,881 GENESCO INC COM 371532102 1,725 46,500 SH SOLE 0 46,500 GENESEE & WYO CL A 371559105 1,584 58,200 SH SOLE 0 58,200 GENESIS HEALTH COM 37184D101 5,496 118,756 SH SOLE 0 118,756 GENITOPE CORP COM 37229P507 787 61,305 SH SOLE 0 61,305 GENLYTE GROUP COM 372302109 4,006 82,200 SH SOLE 0 82,200 GEN-PROBE INC COM 36866T103 4,140 114,270 SH SOLE 0 114,270 GENTEX CORP COM 371901109 5,708 313,600 SH SOLE 0 313,600 GENTIVA HEALTH COM 37247A102 1,536 86,030 SH SOLE 0 86,030 GENUINE PARTS COM 372460105 7,007 170,536 SH SOLE 0 170,536 GENWORTH FINL CL A 37247D106 1,004 33,200 SH SOLE 0 33,200 GENZYME CORP COM 372917104 15,435 256,860 SH SOLE 0 256,860 GEO GROUP INC COM 36159R103 572 22,820 SH SOLE 0 22,820 GEORGIA GULF C COM 373200203 2,170 69,900 SH SOLE 0 69,900 GEORGIA PAC CO COM 373298108 8,946 281,317 SH SOLE 0 281,317 GERBER SCIENTI COM 373730100 302 43,400 SH SOLE 0 43,400 GERDAU S A ADR 373737105 2,510 258,000 SH SOLE 0 258,000 GETTY IMAGES I COM 374276103 2,116 28,500 SH SOLE 0 28,500 GEVITY HR INC COM 374393106 983 49,100 SH SOLE 0 49,100 GIANT INDS INC COM 374508109 526 14,600 SH SOLE 0 14,600 GILEAD SCIENCE COM 375558103 20,130 457,600 SH SOLE 0 457,600 GILLETTE CO COM 375766102 58,442 1,154,300 SH SOLE 0 1,154,300 GLATFELTER COM 377316104 3,672 296,140 SH SOLE 0 296,140 GLENBOROUGH RL COM 37803P105 1,522 73,900 SH SOLE 0 73,900 GLOBAL IMAGING COM 37934A100 4,014 125,996 SH SOLE 0 125,996 GLOBAL INDS LT COM 379336100 841 98,900 SH SOLE 0 98,900 GLOBAL PMTS IN COM 37940X102 4,982 73,480 SH SOLE 0 73,480 GLOBECOMM SYST COM 37956X103 427 71,000 SH SOLE 0 71,000 GLOBIX CORP COM 37957F200 3,733 1,511,135 SH SOLE 0 1,511,135 GMX RES INC COM 38011M108 1,000 69,488 SH SOLE 0 69,488 GOL LINHAS AER ADR 38045R107 2,207 73,420 SH SOLE 0 73,420 GOLD BANC CORP COM 379907108 2,724 187,200 SH SOLE 0 187,200 GOLD FIELDS LT ADR 38059T106 133 11,700 SH SOLE 0 11,700 GOLD KIST INC COM 380614107 602 27,900 SH SOLE 0 27,900 GOLDEN WEST FI COM 381317106 18,082 280,860 SH SOLE 0 280,860 GOLDMAN SACHS COM 38141G104 45,195 443,000 SH SOLE 0 443,000 GOODRICH CORP COM 382388106 5,248 128,121 SH SOLE 0 128,121 GOODYEAR TIRE COM 382550101 2,552 171,267 SH SOLE 0 171,267 GOODYS FAMILY COM 382588101 399 54,100 SH SOLE 0 54,100 GOOGLE INC CL A 38259P508 1,324 4,500 SH SOLE 0 4,500 GORMAN RUPP CO COM 383082104 321 15,000 SH SOLE 0 15,000 GRACO INC COM 384109104 7,057 207,130 SH SOLE 0 207,130 GRAFTECH INTL COM 384313102 690 160,500 SH SOLE 0 160,500 GRAINGER W W I COM 384802104 4,547 82,994 SH SOLE 0 82,994 GRANITE CONSTR COM 387328107 1,104 39,300 SH SOLE 0 39,300 GRANT PRIDECO COM 38821G101 3,490 131,930 SH SOLE 0 131,930 GREAT ATLANTIC COM 390064103 1,677 57,700 SH SOLE 0 57,700 GREAT LAKES CH COM 390568103 1,563 49,670 SH SOLE 0 49,670 GREAT PLAINS E COM 391164100 2,800 87,800 SH SOLE 0 87,800 GREATER BAY BA COM 391648102 1,427 54,200 SH SOLE 0 54,200 GREEN MOUNTAIN COM 393154109 316 10,600 SH SOLE 0 10,600 GREENBRIER COS COM 393657101 2,543 93,820 SH SOLE 0 93,820 GREENFIELD ONL COM 395150105 151 12,400 SH SOLE 0 12,400 GREIF INC CL A 397624107 459 7,510 SH SOLE 0 7,510 GREY WOLF INC COM 397888108 1,904 256,900 SH SOLE 0 256,900 GRIFFON CORP COM 398433102 1,221 54,990 SH SOLE 0 54,990 GROUP 1 AUTOMO COM 398905109 1,166 48,500 SH SOLE 0 48,500 GRUPO TELEVISA ADR 40049J206 8,109 130,600 SH SOLE 0 130,600 GTECH HLDGS CO COM 400518106 3,883 132,800 SH SOLE 0 132,800 GUIDANT CORP COM 401698105 23,264 345,672 SH SOLE 0 345,672 GUITAR CTR MGM COM 402040109 9,604 164,543 SH SOLE 0 164,543 GULF ISLAND FA COM 402307102 372 18,700 SH SOLE 0 18,700 GULFMARK OFFSH COM 402629109 213 7,800 SH SOLE 0 7,800 GYMBOREE CORP COM 403777105 1,390 101,770 SH SOLE 0 101,770 HAEMONETICS CO COM 405024100 3,828 94,200 SH SOLE 0 94,200 HAGGAR CORP COM 405173105 263 12,900 SH SOLE 0 12,900 HAIN CELESTIAL COM 405217100 1,333 68,351 SH SOLE 0 68,351 HALLIBURTON CO COM 406216101 24,251 507,140 SH SOLE 0 507,140 HANCOCK FABRIC COM 409900107 261 39,300 SH SOLE 0 39,300 HANCOCK HLDG C COM 410120109 2,442 71,000 SH SOLE 0 71,000 HANOVER COMPRE COM 410768105 956 83,100 SH SOLE 0 83,100 HANSEN NAT COR COM 411310105 2,559 30,200 SH SOLE 0 30,200 HARDINGE INC COM 412324303 437 31,074 SH SOLE 0 31,074 HARLAND JOHN H COM 412693103 2,139 56,300 SH SOLE 0 56,300 HARLEY DAVIDSO COM 412822108 14,062 283,500 SH SOLE 0 283,500 HARMAN INTL IN COM 413086109 7,599 93,400 SH SOLE 0 93,400 HARMONIC INC COM 413160102 724 149,900 SH SOLE 0 149,900 HARRAHS ENTMT COM 413619107 12,993 180,285 SH SOLE 0 180,285 HARRIS CORP DE COM 413875105 12,550 402,130 SH SOLE 0 402,130 HARSCO CORP COM 415864107 2,406 44,100 SH SOLE 0 44,100 HARTE-HANKS IN COM 416196103 2,987 100,460 SH SOLE 0 100,460 HARTFORD FINL COM 416515104 22,476 300,565 SH SOLE 0 300,565 HARTMARX CORP COM 417119104 806 80,060 SH SOLE 0 80,060 HASBRO INC COM 418056107 3,576 172,007 SH SOLE 0 172,007 HAUPPAUGE DIGI COM 419131107 236 60,400 SH SOLE 0 60,400 HAVERTY FURNIT COM 419596101 689 46,600 SH SOLE 0 46,600 HAWAIIAN ELEC COM 419870100 2,622 97,800 SH SOLE 0 97,800 HAWK CORP CL A 420089104 204 17,400 SH SOLE 0 17,400 HCA INC COM 404119109 24,028 424,000 SH SOLE 0 424,000 HCC INS HLDGS COM 404132102 5,697 150,430 SH SOLE 0 150,430 HEADWATERS INC COM 42210P102 5,434 158,070 SH SOLE 0 158,070 HEALTH MGMT AS CL A 421933102 8,168 312,000 SH SOLE 0 312,000 HEALTH NET INC COM 42222G108 6,362 166,710 SH SOLE 0 166,710 HEALTHCARE SVC COM 421906108 1,777 88,505 SH SOLE 0 88,505 HEALTHEXTRAS I COM 422211102 2,954 147,184 SH SOLE 0 147,184 HEALTHTRONICS COM 42222L107 6,177 475,540 SH SOLE 0 475,540 HEARTLAND EXPR COM 422347104 2,735 140,736 SH SOLE 0 140,736 HEARTLAND FINL COM 42234Q102 273 14,000 SH SOLE 0 14,000 HEIDRICK & STR COM 422819102 1,043 40,000 SH SOLE 0 40,000 HEINZ H J CO COM 423074103 12,491 352,640 SH SOLE 0 352,640 HELIX TECHNOLO COM 423319102 710 53,500 SH SOLE 0 53,500 HELMERICH & PA COM 423452101 4,809 102,502 SH SOLE 0 102,502 HENRY JACK & A COM 426281101 5,412 295,590 SH SOLE 0 295,590 HERBALIFE LTD COM G4412G101 1,651 76,400 SH SOLE 0 76,400 HERCULES INC COM 427056106 4,082 288,446 SH SOLE 0 288,446 HERITAGE FINL COM 42722X106 211 9,600 SH SOLE 0 9,600 HERITAGE PPTY COM 42725M107 861 24,600 SH SOLE 0 24,600 HERSHEY CO COM 427866108 13,761 221,602 SH SOLE 0 221,602 HEWLETT PACKAR COM 428236103 67,999 2,892,340 SH SOLE 0 2,892,340 HIBBETT SPORTI COM 428565105 5,509 145,575 SH SOLE 0 145,575 HIBERNIA CORP CL A 428656102 7,987 240,730 SH SOLE 0 240,730 HIGHWOODS PPTY COM 431284108 1,696 57,000 SH SOLE 0 57,000 HILB ROGAL & H COM 431294107 2,511 73,000 SH SOLE 0 73,000 HILLENBRAND IN COM 431573104 4,117 81,450 SH SOLE 0 81,450 HILTON HOTELS COM 432848109 21,011 880,965 SH SOLE 0 880,965 HNI CORP COM 404251100 2,803 54,800 SH SOLE 0 54,800 HOLOGIC INC COM 436440101 4,809 120,970 SH SOLE 0 120,970 HOME DEPOT INC COM 437076102 86,942 2,235,021 SH SOLE 0 2,235,021 HOME FED BANCO COM 436926109 253 10,400 SH SOLE 0 10,400 HONEYWELL INTL COM 438516106 33,012 901,219 SH SOLE 0 901,219 HOOPER HOLMES COM 439104100 555 133,800 SH SOLE 0 133,800 HORACE MANN ED COM 440327104 9,651 512,800 SH SOLE 0 512,800 HORIZON HEALTH COM 44041Y104 1,691 72,290 SH SOLE 0 72,290 HORMEL FOODS C COM 440452100 3,882 132,370 SH SOLE 0 132,370 HORNBECK OFFSH COM 440543106 4,463 164,760 SH SOLE 0 164,760 HOSPIRA INC COM 441060100 6,727 172,496 SH SOLE 0 172,496 HOSPITALITY PP COM 44106M102 6,108 138,590 SH SOLE 0 138,590 HOST MARRIOTT COM 44107P104 40,481 2,313,186 SH SOLE 0 2,313,186 HOT TOPIC INC COM 441339108 2,862 149,590 SH SOLE 0 149,590 HOUSEVALUES IN COM 44183Y102 1,989 110,000 SH SOLE 0 110,000 HOUSTON EXPL C COM 442120101 1,098 20,700 SH SOLE 0 20,700 HOVNANIAN ENTE CL A 442487203 4,857 74,500 SH SOLE 0 74,500 HUBBELL INC CL B 443510201 3,272 74,200 SH SOLE 0 74,200 HUDSON CITY BA COM 443683107 634 55,600 SH SOLE 0 55,600 HUDSON UNITED COM 444165104 3,311 91,723 SH SOLE 0 91,723 HUGHES SUPPLY COM 444482103 4,915 174,900 SH SOLE 0 174,900 HUMAN GENOME S COM 444903108 520 44,900 SH SOLE 0 44,900 HUMANA INC COM 444859102 8,712 219,234 SH SOLE 0 219,234 HUNT J B TRANS COM 445658107 5,916 307,640 SH SOLE 0 307,640 HUNTINGTON BAN COM 446150104 5,584 231,325 SH SOLE 0 231,325 HURCO COMPANIE COM 447324104 2,278 142,746 SH SOLE 0 142,746 HURON CONSULTI COM 447462102 1,527 65,003 SH SOLE 0 65,003 HUTCHINSON TEC COM 448407106 5,022 130,400 SH SOLE 0 130,400 HYDRIL COM 448774109 3,912 71,980 SH SOLE 0 71,980 HYPERCOM CORP COM 44913M105 2,847 440,000 SH SOLE 0 440,000 HYPERION SOLUT COM 44914M104 4,690 116,545 SH SOLE 0 116,545 I D SYSTEMS IN COM 449489103 2,552 161,417 SH SOLE 0 161,417 IAC INTERACTIV COM 44919P102 300 12,500 SH SOLE 0 12,500 ICAD INC COM 44934S107 299 66,800 SH SOLE 0 66,800 ICICI BK LTD ADR 45104G104 658 30,100 SH SOLE 0 30,100 ICOS CORP COM 449295104 1,114 52,600 SH SOLE 0 52,600 ICU MED INC COM 44930G107 2,884 89,651 SH SOLE 0 89,651 IDACORP INC COM 451107106 5,771 188,400 SH SOLE 0 188,400 IDEX CORP COM 45167R104 4,046 104,799 SH SOLE 0 104,799 IDEXX LABS INC COM 45168D104 5,822 93,400 SH SOLE 0 93,400 IDX SYS CORP COM 449491109 389 12,900 SH SOLE 0 12,900 I-FLOW CORP COM 449520303 1,165 70,000 SH SOLE 0 70,000 IHOP CORP COM 449623107 1,783 41,100 SH SOLE 0 41,100 II VI INC COM 902104108 2,751 149,600 SH SOLE 0 149,600 ILLINOIS TOOL COM 452308109 23,439 294,165 SH SOLE 0 294,165 ILLUMINA INC COM 452327109 902 74,700 SH SOLE 0 74,700 IMAGE ENTMT IN COM 452439201 133 47,200 SH SOLE 0 47,200 IMAGISTICS INT COM 45247T104 938 33,500 SH SOLE 0 33,500 IMATION CORP COM 45245A107 2,079 53,600 SH SOLE 0 53,600 IMAX CORP COM 45245E109 3,791 381,400 SH SOLE 0 381,400 IMERGENT INC COM 45247Q100 2,717 256,319 SH SOLE 0 256,319 IMMUCOR INC COM 452526106 2,698 93,200 SH SOLE 0 93,200 IMMUNOGEN INC COM 45253H101 547 94,500 SH SOLE 0 94,500 IMPAX LABORATO COM 45256B101 4,661 296,500 SH SOLE 0 296,500 IMPCO TECHNOLO COM 45255W106 966 200,900 SH SOLE 0 200,900 IMPERIAL OIL L COM 453038408 716 8,600 SH SOLE 0 8,600 IMS HEALTH INC COM 449934108 5,684 229,483 SH SOLE 0 229,483 INAMED CORP COM 453235103 4,755 70,970 SH SOLE 0 70,970 INCO LTD COM 453258402 921 24,400 SH SOLE 0 24,400 INCYTE CORP COM 45337C102 2,629 367,700 SH SOLE 0 367,700 INDEPENDENCE C COM 453414104 4,217 114,200 SH SOLE 0 114,200 INDEPENDENT BA COM 453836108 418 14,800 SH SOLE 0 14,800 INDUS INTL INC COM 45578L100 1,722 700,000 SH SOLE 0 700,000 INDUSTRIAL DIS COM 456061100 314 33,200 SH SOLE 0 33,200 INDYMAC BANCOR COM 456607100 7,643 187,650 SH SOLE 0 187,650 INFINITY PPTY COM 45665Q103 1,479 42,400 SH SOLE 0 42,400 INFOCROSSING I COM 45664X109 1,577 126,500 SH SOLE 0 126,500 INFORMATICA CO COM 45666Q102 1,124 134,000 SH SOLE 0 134,000 INFOSPACE INC COM 45678T201 6,459 196,150 SH SOLE 0 196,150 INGERSOLL-RAND CL A G4776G101 12,767 178,939 SH SOLE 0 178,939 INGRAM MICRO I CL A 457153104 2,776 177,260 SH SOLE 0 177,260 INNODATA ISOGE COM 457642205 187 63,486 SH SOLE 0 63,486 INNOVATIVE SOL COM 45769N105 285 8,500 SH SOLE 0 8,500 INPUT/OUTPUT I COM 457652105 871 138,700 SH SOLE 0 138,700 INSIGHT ENTERP COM 45765U103 3,981 197,295 SH SOLE 0 197,295 INSITUFORM TEC CL A 457667103 876 55,000 SH SOLE 0 55,000 INTEGRA LIFESC COM 457985208 3,314 113,500 SH SOLE 0 113,500 INTEGRATED CIR COM 45811K208 1,903 92,200 SH SOLE 0 92,200 INTEGRATED DEV COM 458118106 2,027 188,530 SH SOLE 0 188,530 INTEGRATED SIL COM 45812P107 2,827 381,500 SH SOLE 0 381,500 INTEL CORP COM 458140100 163,849 6,297,030 SH SOLE 0 6,297,030 INTER PARFUMS COM 458334109 622 32,100 SH SOLE 0 32,100 INTER TEL INC COM 458372109 1,159 62,300 SH SOLE 0 62,300 INTERFACE INC CL A 458665106 820 101,900 SH SOLE 0 101,900 INTERGRAPH COR COM 458683109 2,943 85,400 SH SOLE 0 85,400 INTERLINE BRAN COM 458743101 1,267 64,000 SH SOLE 0 64,000 INTERMAGNETICS COM 458771102 1,614 52,464 SH SOLE 0 52,464 INTERMUNE INC COM 45884X103 505 38,700 SH SOLE 0 38,700 INTERNATIONAL COM 459200101 121,744 1,640,754 SH SOLE 0 1,640,754 INTERNATIONAL COM 459412102 3,594 449,217 SH SOLE 0 449,217 INTERNATIONAL COM 459506101 3,337 92,144 SH SOLE 0 92,144 INTERNATIONAL COM 459902102 10,672 379,125 SH SOLE 0 379,125 INTERNATIONAL COM 460254105 4,104 86,000 SH SOLE 0 86,000 INTERNATIONAL COM 460321201 1,776 121,200 SH SOLE 0 121,200 INTERNATIONAL CL A 460335201 3,245 57,700 SH SOLE 0 57,700 INTERNET SEC S COM 46060X107 3,141 154,800 SH SOLE 0 154,800 INTEROIL CORP COM 460951106 1,855 68,250 SH SOLE 0 68,250 INTERPUBLIC GR COM 460690100 4,985 409,268 SH SOLE 0 409,268 INTERSIL CORP CL A 46069S109 3,041 162,000 SH SOLE 0 162,000 INTERVIDEO INC COM 46114Y101 1,641 114,100 SH SOLE 0 114,100 INTERVOICE INC COM 461142101 1,488 172,380 SH SOLE 0 172,380 INTL PAPER CO COM 460146103 15,083 499,258 SH SOLE 0 499,258 INTRADO INC COM 46117A100 2,488 166,900 SH SOLE 0 166,900 INTRALASE CORP COM 461169104 2,621 133,600 SH SOLE 0 133,600 INTRAWEST CORP COM 460915200 299 12,400 SH SOLE 0 12,400 INTUIT COM 461202103 13,189 292,370 SH SOLE 0 292,370 INTUITIVE SURG COM 46120E602 717 15,380 SH SOLE 0 15,380 INVACARE CORP COM 461203101 3,496 78,800 SH SOLE 0 78,800 INVESTMENT TEC COM 46145F105 1,812 86,200 SH SOLE 0 86,200 INVESTORS FINL COM 461915100 3,222 85,200 SH SOLE 0 85,200 INVITROGEN COR COM 46185R100 6,039 72,510 SH SOLE 0 72,510 IPAYMENT INC COM 46262E105 1,264 34,600 SH SOLE 0 34,600 IRIS INTL INC COM 46270W105 1,697 95,329 SH SOLE 0 95,329 IRON MTN INC COM 462846106 2,193 70,700 SH SOLE 0 70,700 IRWIN FINL COR COM 464119106 1,052 47,400 SH SOLE 0 47,400 ISHARES INC ISHARE 464286509 272 15,000 SH SOLE 0 15,000 ISHARES TR ISHARE 464287648 5,365 82,760 SH SOLE 0 82,760 ISHARES TR ISHARE 464287804 1,553 28,229 SH SOLE 0 28,229 ISHARES TR ISHARE 464287465 2,341 44,685 SH SOLE 0 44,685 ISHARES TR ISHARE 464287234 2,463 34,400 SH SOLE 0 34,400 ITLA CAP CORP COM 450565106 318 5,900 SH SOLE 0 5,900 ITRON INC COM 465741106 2,837 63,500 SH SOLE 0 63,500 ITT EDUCATIONA COM 45068B109 2,618 49,000 SH SOLE 0 49,000 ITT INDS INC I COM 450911102 10,265 105,139 SH SOLE 0 105,139 IVAX CORP COM 465823102 5,777 268,716 SH SOLE 0 268,716 IVILLAGE INC COM 46588H105 1,949 325,900 SH SOLE 0 325,900 IXIA COM 45071R109 6,531 335,950 SH SOLE 0 335,950 IXYS CORP COM 46600W106 620 43,690 SH SOLE 0 43,690 J & J SNACK FO COM 466032109 1,743 33,290 SH SOLE 0 33,290 J JILL GROUP I COM 466189107 534 38,850 SH SOLE 0 38,850 J2 GLOBAL COMM COM 46626E205 4,512 131,000 SH SOLE 0 131,000 JABIL CIRCUIT COM 466313103 10,900 354,700 SH SOLE 0 354,700 JACK IN THE BO COM 466367109 4,129 108,900 SH SOLE 0 108,900 JACOBS ENGR GR COM 469814107 6,158 109,460 SH SOLE 0 109,460 JACUZZI BRANDS COM 469865109 1,057 98,500 SH SOLE 0 98,500 JAKKS PAC INC COM 47012E106 1,735 90,300 SH SOLE 0 90,300 JAMDAT MOBILE COM 47023T100 1,767 63,850 SH SOLE 0 63,850 JANUS CAP GROU COM 47102X105 3,513 233,580 SH SOLE 0 233,580 JARDEN CORP COM 471109108 6,758 125,340 SH SOLE 0 125,340 JDA SOFTWARE G COM 46612K108 1,107 97,260 SH SOLE 0 97,260 JDS UNIPHASE C COM 46612J101 2,441 1,606,073 SH SOLE 0 1,606,073 JEFFERIES GROU COM 472319102 2,747 72,490 SH SOLE 0 72,490 JEFFERSON PILO COM 475070108 7,031 139,441 SH SOLE 0 139,441 JETBLUE AWYS C COM 477143101 2,714 132,759 SH SOLE 0 132,759 JINPAN INTL LT ORD G5138L100 312 51,500 SH SOLE 0 51,500 JLG INDS INC COM 466210101 5,699 207,400 SH SOLE 0 207,400 JO-ANN STORES COM 47758P307 19,488 738,445 SH SOLE 0 738,445 JOHNSON & JOHN COM 478160104 197,483 3,038,194 SH SOLE 0 3,038,194 JOHNSON CTLS I COM 478366107 11,861 210,562 SH SOLE 0 210,562 JONES APPAREL COM 480074103 3,821 123,100 SH SOLE 0 123,100 JOS A BANK CLO COM 480838101 7,475 172,640 SH SOLE 0 172,640 JOURNAL REGIST COM 481138105 1,825 104,200 SH SOLE 0 104,200 JPMORGAN & CHA COM 46625H100 126,682 3,586,689 SH SOLE 0 3,586,689 JUNIPER NETWOR COM 48203R104 380 15,100 SH SOLE 0 15,100 JUPITERMEDIA C COM 48207D101 5,438 317,450 SH SOLE 0 317,450 K V PHARMACEUT CL B 482740107 414 24,650 SH SOLE 0 24,650 K V PHARMACEUT CL A 482740206 3,074 183,497 SH SOLE 0 183,497 K2 INC COM 482732104 3,822 301,400 SH SOLE 0 301,400 KAMAN CORP CL A 483548103 844 46,800 SH SOLE 0 46,800 KANBAY INTL IN COM 48369P207 1,031 44,600 SH SOLE 0 44,600 KANSAS CITY SO COM 485170302 3,388 167,900 SH SOLE 0 167,900 KAYDON CORP COM 486587108 1,607 57,700 SH SOLE 0 57,700 KB HOME COM 48666K109 6,753 88,584 SH SOLE 0 88,584 KCS ENERGY INC COM 482434206 3,354 193,100 SH SOLE 0 193,100 KEANE INC COM 486665102 815 59,500 SH SOLE 0 59,500 KEITH COMPANIE COM 487539108 605 27,700 SH SOLE 0 27,700 KEITHLEY INSTR COM 487584104 959 62,200 SH SOLE 0 62,200 KELLOGG CO COM 487836108 15,684 352,915 SH SOLE 0 352,915 KELLWOOD CO COM 488044108 1,533 57,000 SH SOLE 0 57,000 KELLY SVCS INC CL A 488152208 833 29,100 SH SOLE 0 29,100 KEMET CORP COM 488360108 579 91,900 SH SOLE 0 91,900 KENDLE INTERNA COM 48880L107 1,476 97,400 SH SOLE 0 97,400 KENNAMETAL INC COM 489170100 6,955 151,700 SH SOLE 0 151,700 KENSEY NASH CO COM 490057106 9,379 310,137 SH SOLE 0 310,137 KERR MCGEE COR COM 492386107 8,827 115,672 SH SOLE 0 115,672 KEYCORP NEW COM 493267108 13,632 411,224 SH SOLE 0 411,224 KEYSPAN CORP COM 49337W100 6,980 171,500 SH SOLE 0 171,500 KFORCE INC COM 493732101 2,932 346,600 SH SOLE 0 346,600 KFX INC COM 48245L107 543 38,000 SH SOLE 0 38,000 KILROY RLTY CO COM 49427F108 2,811 59,200 SH SOLE 0 59,200 KIMBERLY CLARK COM 494368103 30,425 486,100 SH SOLE 0 486,100 KIMCO REALTY C COM 49446R109 1,278 21,700 SH SOLE 0 21,700 KINDER MORGAN COM 49455P101 9,092 109,280 SH SOLE 0 109,280 KINDRED HEALTH COM 494580103 856 21,600 SH SOLE 0 21,600 KING PHARMACEU COM 495582108 4,817 462,250 SH SOLE 0 462,250 KIRBY CORP COM 497266106 2,183 48,400 SH SOLE 0 48,400 KLA-TENCOR COR COM 482480100 9,580 219,326 SH SOLE 0 219,326 KNBT BANCORP I COM 482921103 604 40,020 SH SOLE 0 40,020 KNIGHT RIDDER COM 499040103 4,721 76,958 SH SOLE 0 76,958 KNIGHT TRANSN COM 499064103 7,444 305,950 SH SOLE 0 305,950 KOHLS CORP COM 500255104 19,854 355,100 SH SOLE 0 355,100 KOMAG INC COM 500453204 5,725 201,800 SH SOLE 0 201,800 KONINKLIJKE PH COM 500472303 5,476 217,385 SH SOLE 0 217,385 KOOKMIN BK NEW ADR 50049M109 456 10,000 SH SOLE 0 10,000 KOPIN CORP COM 500600101 1,695 332,300 SH SOLE 0 332,300 KOREA ELECTRIC ADR 500631106 930 59,330 SH SOLE 0 59,330 KORN FERRY INT COM 500643200 1,234 69,500 SH SOLE 0 69,500 KOS PHARMACEUT COM 500648100 2,536 38,720 SH SOLE 0 38,720 KOSAN BIOSCIEN COM 50064W107 388 73,500 SH SOLE 0 73,500 KRISPY KREME D COM 501014104 456 65,500 SH SOLE 0 65,500 KROGER CO COM 501044101 14,476 760,710 SH SOLE 0 760,710 KRONOS INC COM 501052104 3,394 84,037 SH SOLE 0 84,037 K-SWISS INC CL A 482686102 2,430 75,130 SH SOLE 0 75,130 KT CORP ADR 48268K101 14,339 666,908 SH SOLE 0 666,908 KULICKE & SOFF COM 501242101 840 106,200 SH SOLE 0 106,200 KYPHON INC COM 501577100 2,073 59,600 SH SOLE 0 59,600 L-3 COMMUNICAT COM 502424104 11,288 147,397 SH SOLE 0 147,397 LA BARGE INC COM 502470107 1,182 65,130 SH SOLE 0 65,130 LA QUINTA CORP COM 50419U202 7,428 796,135 SH SOLE 0 796,135 LA Z BOY INC COM 505336107 1,559 106,970 SH SOLE 0 106,970 LABONE INC NEW COM 50540L105 2,997 75,300 SH SOLE 0 75,300 LABOR READY IN COM 505401208 2,728 117,050 SH SOLE 0 117,050 LABORATORY COR NOTE 50540RAC6 4,116 5,525,000 SH SOLE 0 5,525,000 LABORATORY COR COM 50540R409 7,505 150,400 SH SOLE 0 150,400 LABRANCHE & CO COM 505447102 385 61,100 SH SOLE 0 61,100 LACLEDE GROUP COM 505597104 1,375 43,300 SH SOLE 0 43,300 LAIDLAW INTL I COM 50730R102 3,774 156,600 SH SOLE 0 156,600 LAM RESEARCH C COM 512807108 8,360 288,780 SH SOLE 0 288,780 LAMAR ADVERTIS CL A 512815101 1,647 38,500 SH SOLE 0 38,500 LAMSON & SESSI COM 513696104 147 12,460 SH SOLE 0 12,460 LANCASTER COLO COM 513847103 1,376 32,050 SH SOLE 0 32,050 LANCE INC COM 514606102 1,287 74,800 SH SOLE 0 74,800 LANDAMERICA FI COM 514936103 2,203 37,100 SH SOLE 0 37,100 LANDAUER INC COM 51476K103 428 8,250 SH SOLE 0 8,250 LANDEC CORP COM 514766104 397 61,200 SH SOLE 0 61,200 LANDRYS RESTAU COM 51508L103 2,106 70,000 SH SOLE 0 70,000 LANDSTAR SYS I COM 515098101 4,370 144,800 SH SOLE 0 144,800 LASALLE HOTEL COM 517942108 2,188 66,700 SH SOLE 0 66,700 LASERSCOPE COM 518081104 2,072 50,000 SH SOLE 0 50,000 LATTICE SEMICO COM 518415104 535 120,400 SH SOLE 0 120,400 LAUDER ESTEE C CL A 518439104 1,659 42,400 SH SOLE 0 42,400 LAUREATE EDUCA COM 518613104 10,264 214,463 SH SOLE 0 214,463 LAWSON PRODS I COM 520776105 555 14,300 SH SOLE 0 14,300 LAZARE KAPLAN COM 521078105 511 50,103 SH SOLE 0 50,103 LCA-VISION INC COM 501803308 1,799 37,100 SH SOLE 0 37,100 LCC INTERNATIO CL A 501810105 184 51,000 SH SOLE 0 51,000 LEAPFROG ENTER CL A 52186N106 1,356 120,000 SH SOLE 0 120,000 LEAR CORP COM 521865105 2,587 71,100 SH SOLE 0 71,100 LECG CORP COM 523234102 4,638 218,140 SH SOLE 0 218,140 LECROY CORP COM 52324W109 1,459 106,092 SH SOLE 0 106,092 LEE ENTERPRISE COM 523768109 1,928 48,100 SH SOLE 0 48,100 LEGG MASON INC COM 524901105 15,889 152,619 SH SOLE 0 152,619 LEGGETT & PLAT COM 524660107 5,996 225,580 SH SOLE 0 225,580 LEHMAN BROS HL COM 524908100 31,511 317,394 SH SOLE 0 317,394 LENNAR CORP CL A 526057104 13,243 208,710 SH SOLE 0 208,710 LENNOX INTL IN COM 526107107 2,446 115,553 SH SOLE 0 115,553 LEUCADIA NATL COM 527288104 4,097 106,050 SH SOLE 0 106,050 LEXINGTON CORP COM 529043101 2,820 116,000 SH SOLE 0 116,000 LEXMARK INTL N CL A 529771107 8,223 126,840 SH SOLE 0 126,840 LHC GROUP INC COM 50187A107 316 17,400 SH SOLE 0 17,400 LIBBEY INC COM 529898108 449 28,400 SH SOLE 0 28,400 LIBERTY CORP S COM 530370105 272 7,400 SH SOLE 0 7,400 LIBERTY PPTY T COM 531172104 4,578 103,320 SH SOLE 0 103,320 LIFECELL CORP COM 531927101 1,754 110,917 SH SOLE 0 110,917 LIFECORE BIOME COM 532187101 359 32,920 SH SOLE 0 32,920 LIFELINE SYS I COM 532192101 1,285 40,000 SH SOLE 0 40,000 LIFEPOINT HOSP COM 53219L109 12,900 255,200 SH SOLE 0 255,200 LILLY ELI & CO COM 532457108 63,442 1,138,799 SH SOLE 0 1,138,799 LIMITED BRANDS COM 532716107 8,999 420,126 SH SOLE 0 420,126 LIN TV CORP CL A 532774106 1,456 104,800 SH SOLE 0 104,800 LINCARE HLDGS CONV 532791AB6 1,967 1,955,000 SH SOLE 0 1,955,000 LINCARE HLDGS COM 532791100 5,721 139,870 SH SOLE 0 139,870 LINCOLN NATL C COM 534187109 8,166 174,032 SH SOLE 0 174,032 LINDSAY MFG CO COM 535555106 561 23,800 SH SOLE 0 23,800 LINEAR TECHNOL COM 535678106 11,080 302,000 SH SOLE 0 302,000 LINENS N THING COM 535679104 2,196 92,800 SH SOLE 0 92,800 LIONBRIDGE TEC COM 536252109 681 100,433 SH SOLE 0 100,433 LIONS GATE ENT COM 535919203 6,831 665,800 SH SOLE 0 665,800 LITHIA MTRS IN CL A 536797103 3,220 111,600 SH SOLE 0 111,600 LITTELFUSE INC COM 537008104 1,278 45,900 SH SOLE 0 45,900 LIVEPERSON INC COM 538146101 777 254,000 SH SOLE 0 254,000 LIZ CLAIBORNE COM 539320101 4,303 108,234 SH SOLE 0 108,234 LKQ CORP COM 501889208 926 34,100 SH SOLE 0 34,100 LOCKHEED MARTI COM 539830109 26,257 404,770 SH SOLE 0 404,770 LODGIAN INC COM 54021P403 189 18,400 SH SOLE 0 18,400 LOEWS CORP COM 540424108 12,767 164,738 SH SOLE 0 164,738 LOGITECH INTER ADR 541419107 2,987 46,830 SH SOLE 0 46,830 LO-JACK CORP COM 539451104 784 44,629 SH SOLE 0 44,629 LONE STAR STEA COM 542307103 1,201 39,500 SH SOLE 0 39,500 LONE STAR TECH COM 542312103 3,467 76,200 SH SOLE 0 76,200 LONGS DRUG STO COM 543162101 4,327 100,503 SH SOLE 0 100,503 LONGVIEW FIBRE COM 543213102 1,114 54,200 SH SOLE 0 54,200 LOUISIANA PAC COM 546347105 2,615 106,379 SH SOLE 0 106,379 LOWES COS INC COM 548661107 46,284 794,976 SH SOLE 0 794,976 LOWRANCE ELECT COM 548900109 1,198 57,000 SH SOLE 0 57,000 LSI LOGIC CORP COM 502161102 3,168 373,182 SH SOLE 0 373,182 LTC PPTYS INC COM 502175102 236 11,400 SH SOLE 0 11,400 LTX CORP COM 502392103 322 65,100 SH SOLE 0 65,100 LUBRIZOL CORP COM 549271104 4,260 101,400 SH SOLE 0 101,400 LUBYS INC COM 549282101 233 19,500 SH SOLE 0 19,500 LUCENT TECHNOL COM 549463107 12,827 4,407,875 SH SOLE 0 4,407,875 LUFKIN INDS IN COM 549764108 2,231 62,000 SH SOLE 0 62,000 LUXOTTICA GROU ADR 55068R202 8,413 408,600 SH SOLE 0 408,600 LYDALL INC DEL COM 550819106 285 33,100 SH SOLE 0 33,100 LYONDELL CHEMI COM 552078107 6,798 257,300 SH SOLE 0 257,300 M & T BK CORP COM 55261F104 11,589 110,200 SH SOLE 0 110,200 M D C HLDGS IN COM 552676108 9,659 117,437 SH SOLE 0 117,437 M SYS FLASH DI ORD M7061C100 728 38,000 SH SOLE 0 38,000 MACDERMID INC COM 554273102 1,764 56,600 SH SOLE 0 56,600 MACERICH CO COM 554382101 67,663 1,009,140 SH SOLE 0 1,009,140 MACK CALI RLTY COM 554489104 9,236 203,895 SH SOLE 0 203,895 MACROMEDIA INC COM 556100105 6,673 174,600 SH SOLE 0 174,600 MACROVISION CO COM 555904101 1,206 53,500 SH SOLE 0 53,500 MAF BANCORP IN COM 55261R108 2,681 62,900 SH SOLE 0 62,900 MAGELLAN HEALT COM 559079207 392 11,100 SH SOLE 0 11,100 MAGNA INTL INC CL A 559222401 4,078 57,980 SH SOLE 0 57,980 MAGNETEK INC COM 559424106 151 58,600 SH SOLE 0 58,600 MAHANAGAR TEL ADR 559778402 9,622 1,520,007 SH SOLE 0 1,520,007 MAINSOURCE FIN COM 56062Y102 938 51,846 SH SOLE 0 51,846 MAIR HOLDINGS COM 560635104 2,484 281,000 SH SOLE 0 281,000 MANHATTAN ASSO COM 562750109 1,155 60,100 SH SOLE 0 60,100 MANITOWOC INC COM 563571108 3,235 78,875 SH SOLE 0 78,875 MANNING GREG A COM 563823103 686 57,410 SH SOLE 0 57,410 MANOR CARE INC COM 564055101 3,448 86,782 SH SOLE 0 86,782 MANPOWER INC COM 56418H100 5,722 143,840 SH SOLE 0 143,840 MANTECH INTL C CL A 564563104 2,840 91,500 SH SOLE 0 91,500 MAPINFO CORP COM 565105103 1,123 106,820 SH SOLE 0 106,820 MARATHON OIL C COM 565849106 20,571 385,446 SH SOLE 0 385,446 MARCUS CORP COM 566330106 1,200 56,550 SH SOLE 0 56,550 MARINEMAX INC COM 567908108 2,252 72,070 SH SOLE 0 72,070 MARITRANS INC COM 570363101 316 11,700 SH SOLE 0 11,700 MARRIOTT INTL CL A 571903202 15,192 222,691 SH SOLE 0 222,691 MARSH & MCLENN COM 571748102 14,662 529,322 SH SOLE 0 529,322 MARSH SUPERMAR CL B 571783208 261 18,420 SH SOLE 0 18,420 MARSHALL & ILS COM 571834100 9,429 212,120 SH SOLE 0 212,120 MARTEK BIOSCIE COM 572901106 1,287 33,900 SH SOLE 0 33,900 MARTEN TRANS L COM 573075108 2,460 117,200 SH SOLE 0 117,200 MARTIN MARIETT COM 573284106 3,417 49,439 SH SOLE 0 49,439 MARVEL ENTERPR COM 57383M108 4,845 245,700 SH SOLE 0 245,700 MARVELL TECHNO ORD G5876H105 467 12,300 SH SOLE 0 12,300 MASCO CORP COM 574599106 14,737 464,026 SH SOLE 0 464,026 MASSBANK CORP COM 576152102 213 6,150 SH SOLE 0 6,150 MASSEY ENERGY COM 576206106 8,227 218,100 SH SOLE 0 218,100 MATERIAL SCIEN COM 576674105 910 62,500 SH SOLE 0 62,500 MATRIA HEALTHC COM 576817209 3,574 110,880 SH SOLE 0 110,880 MATRIXX INITIA COM 57685L105 521 47,400 SH SOLE 0 47,400 MATTEL INC COM 577081102 7,545 412,276 SH SOLE 0 412,276 MATTHEWS INTL CL A 577128101 390 10,000 SH SOLE 0 10,000 MAVERICK TUBE COM 577914104 5,135 172,300 SH SOLE 0 172,300 MAX RE CAPITAL SHS G6052F103 250 10,900 SH SOLE 0 10,900 MAXIM INTEGRAT COM 57772K101 13,833 361,920 SH SOLE 0 361,920 MAXIMUS INC COM 577933104 3,151 89,300 SH SOLE 0 89,300 MAXTOR CORP COM 577729205 6,713 1,291,000 SH SOLE 0 1,291,000 MAY DEPT STORE COM 577778103 11,980 298,296 SH SOLE 0 298,296 MAYTAG CORP COM 578592107 1,211 77,342 SH SOLE 0 77,342 MB FINANCIAL I COM 55264U108 1,537 38,600 SH SOLE 0 38,600 MBIA INC COM 55262C100 8,722 147,057 SH SOLE 0 147,057 MBNA CORP COM 55262L100 34,743 1,328,111 SH SOLE 0 1,328,111 MC SHIPPING IN COM 55267Q104 1,684 185,000 SH SOLE 0 185,000 MCAFEE INC COM 579064106 7,039 268,880 SH SOLE 0 268,880 MCCORMICK & CO COM 579780206 4,389 134,300 SH SOLE 0 134,300 MCCORMICK & SC COM 579793100 309 19,600 SH SOLE 0 19,600 MCDATA CORP CL A 580031201 688 171,992 SH SOLE 0 171,992 MCDONALDS CORP COM 580135101 35,329 1,273,100 SH SOLE 0 1,273,100 MCGRAW HILL CO COM 580645109 17,996 406,700 SH SOLE 0 406,700 MCI INC COM 552691107 201 7,800 SH SOLE 0 7,800 MCKESSON CORP COM 58155Q103 13,653 304,830 SH SOLE 0 304,830 MDU RES GROUP COM 552690109 3,535 125,500 SH SOLE 0 125,500 MEADE INSTRUME COM 583062104 448 160,400 SH SOLE 0 160,400 MEADOWBROOK IN COM 58319P108 58 11,100 SH SOLE 0 11,100 MEADWESTVACO C COM 583334107 5,205 185,628 SH SOLE 0 185,628 MEASUREMENT SP COM 583421102 392 16,900 SH SOLE 0 16,900 MEDAREX INC COM 583916101 515 62,100 SH SOLE 0 62,100 MEDCATH CORP COM 58404W109 699 25,160 SH SOLE 0 25,160 MEDCO HEALTH S COM 58405U102 15,160 284,108 SH SOLE 0 284,108 MEDIA GEN INC CL A 584404107 1,965 30,340 SH SOLE 0 30,340 MEDICINES CO COM 584688105 5,395 231,234 SH SOLE 0 231,234 MEDICIS PHARMA CL A 584690309 3,189 100,500 SH SOLE 0 100,500 MEDICORE INC COM 584931109 357 28,335 SH SOLE 0 28,335 MEDIMMUNE INC COM 584699102 6,609 247,360 SH SOLE 0 247,360 MEDTOX SCIENTI COM 584977201 399 51,800 SH SOLE 0 51,800 MEDTRONIC INC COM 585055106 64,154 1,238,736 SH SOLE 0 1,238,736 MELLON FINL CO COM 58551A108 12,095 421,584 SH SOLE 0 421,584 MEMC ELECTR MA COM 552715104 2,560 162,330 SH SOLE 0 162,330 MEMRY CORP COM 586263204 1,015 500,000 SH SOLE 0 500,000 MENS WEARHOUSE COM 587118100 8,049 233,765 SH SOLE 0 233,765 MENTOR CORP MI COM 587188103 3,551 85,600 SH SOLE 0 85,600 MENTOR GRAPHIC COM 587200106 845 82,800 SH SOLE 0 82,800 MERCANTILE BAN COM 587376104 1,631 37,085 SH SOLE 0 37,085 MERCANTILE BAN COM 587405101 4,344 84,300 SH SOLE 0 84,300 MERCK & CO INC COM 589331107 67,722 2,198,760 SH SOLE 0 2,198,760 MERCURY COMPUT COM 589378108 1,176 42,900 SH SOLE 0 42,900 MERCURY INTERA COM 589405109 3,179 82,880 SH SOLE 0 82,880 MEREDITH CORP COM 589433101 2,646 53,932 SH SOLE 0 53,932 MERGE TECHNOLO COM 589981109 1,509 80,487 SH SOLE 0 80,487 MERIDIAN BIOSC COM 589584101 2,140 112,930 SH SOLE 0 112,930 MERIDIAN RESOU COM 58977Q109 3,092 646,950 SH SOLE 0 646,950 MERISTAR HOSPI COM 58984Y103 215 25,000 SH SOLE 0 25,000 MERIT MED SYS COM 589889104 840 54,500 SH SOLE 0 54,500 MERITAGE HOMES COM 59001A102 3,967 49,900 SH SOLE 0 49,900 MERRILL LYNCH COM 590188108 53,740 976,922 SH SOLE 0 976,922 MESA AIR GROUP COM 590479101 2,297 342,290 SH SOLE 0 342,290 METAL MGMT INC COM 591097209 251 13,000 SH SOLE 0 13,000 METALS USA INC COM 591324207 1,390 73,100 SH SOLE 0 73,100 METHODE ELECTR COM 591520200 1,581 133,220 SH SOLE 0 133,220 METLIFE INC COM 59156R108 33,017 734,680 SH SOLE 0 734,680 METRIS COS INC COM 591598107 2,370 163,900 SH SOLE 0 163,900 METROLOGIC INS COM 591676101 361 28,770 SH SOLE 0 28,770 METROPOLITAN H COM 592142103 1,207 471,400 SH SOLE 0 471,400 MEXICAN RESTAU COM 59283R104 253 25,539 SH SOLE 0 25,539 MFC BANCORP LT COM 55271X202 2,063 110,716 SH SOLE 0 110,716 MGI PHARMA INC COM 552880106 3,199 147,100 SH SOLE 0 147,100 MGIC INVT CORP COM 552848103 6,760 103,653 SH SOLE 0 103,653 MGM MIRAGE COM 552953101 451 11,400 SH SOLE 0 11,400 MICHAELS STORE COM 594087108 38,311 926,060 SH SOLE 0 926,060 MICREL INC COM 594793101 3,405 295,530 SH SOLE 0 295,530 MICROCHIP TECH COM 595017104 9,772 329,901 SH SOLE 0 329,901 MICROMUSE INC COM 595094103 1,322 233,950 SH SOLE 0 233,950 MICRON TECHNOL COM 595112103 6,253 612,390 SH SOLE 0 612,390 MICRONETICS IN COM 595125105 432 55,594 SH SOLE 0 55,594 MICROS SYS INC COM 594901100 9,057 202,400 SH SOLE 0 202,400 MICROSEMI CORP COM 595137100 4,461 237,280 SH SOLE 0 237,280 MICROSOFT CORP COM 594918104 252,17810,152,075 SH SOLE 0 10,152,075 MICROTEK MEDIC COM 59515B109 2,290 624,100 SH SOLE 0 624,100 MIDAS GROUP IN COM 595626102 708 30,800 SH SOLE 0 30,800 MIDCAP SPDR TR SPDR 595635103 24,768 197,745 SH SOLE 0 197,745 MIDDLEBY CORP COM 596278101 675 12,770 SH SOLE 0 12,770 MIKOHN GAMING COM 59862K108 1,914 130,000 SH SOLE 0 130,000 MILACRON INC COM 598709103 172 90,874 SH SOLE 0 90,874 MILLENNIUM PHA COM 599902103 3,356 362,061 SH SOLE 0 362,061 MILLER HERMAN COM 600544100 2,993 97,040 SH SOLE 0 97,040 MILLIPORE CORP COM 601073109 3,428 60,421 SH SOLE 0 60,421 MINERALS TECHN COM 603158106 2,242 36,400 SH SOLE 0 36,400 MIPS TECHNOLOG COM 604567107 597 82,946 SH SOLE 0 82,946 MISSION RESOUR COM 605109107 751 93,080 SH SOLE 0 93,080 MIVA INC COM 55311R108 269 57,900 SH SOLE 0 57,900 MOBILE MINI IN COM 60740F105 1,045 30,300 SH SOLE 0 30,300 MOBILE TELESYS ADR 607409109 14,678 436,200 SH SOLE 0 436,200 MOBILITY ELECT COM 60741U101 1,594 174,200 SH SOLE 0 174,200 MOD PAC CORP COM 607495108 414 25,244 SH SOLE 0 25,244 MODINE MFG CO COM 607828100 2,378 73,040 SH SOLE 0 73,040 MODTECH HLDGS COM 60783C100 266 40,900 SH SOLE 0 40,900 MOHAWK INDS IN COM 608190104 6,522 79,050 SH SOLE 0 79,050 MOLDFLOW CORP COM 608507109 396 30,495 SH SOLE 0 30,495 MOLECULAR DEVI COM 60851C107 477 22,040 SH SOLE 0 22,040 MOLEX INC COM 608554101 4,345 166,875 SH SOLE 0 166,875 MOLSON COORS B CL B 60871R209 5,005 80,719 SH SOLE 0 80,719 MONACO COACH C COM 60886R103 1,039 60,450 SH SOLE 0 60,450 MONARCH CASINO COM 609027107 1,193 54,130 SH SOLE 0 54,130 MONEYGRAM INTL COM 60935Y109 2,076 108,600 SH SOLE 0 108,600 MONRO MUFFLER COM 610236101 395 13,402 SH SOLE 0 13,402 MONSANTO CO NE COM 61166W101 16,653 264,874 SH SOLE 0 264,874 MONSTER WORLDW COM 611742107 3,376 117,700 SH SOLE 0 117,700 MOODYS CORP COM 615369105 12,277 273,060 SH SOLE 0 273,060 MOOG INC CL A 615394202 5,522 175,370 SH SOLE 0 175,370 MORGAN STANLEY COM 617446448 58,780 1,120,250 SH SOLE 0 1,120,250 MOTOROLA INC COM 620076109 44,954 2,461,862 SH SOLE 0 2,461,862 MOVADO GROUP I COM 624580106 640 33,920 SH SOLE 0 33,920 MOVIE GALLERY COM 624581104 1,554 58,800 SH SOLE 0 58,800 MPS GROUP INC COM 553409103 1,035 109,900 SH SOLE 0 109,900 MRO SOFTWARE I COM 55347W105 1,563 106,990 SH SOLE 0 106,990 MSC INDL DIREC CL A 553530106 2,833 83,940 SH SOLE 0 83,940 MTC TECHNOLOGI COM 55377A106 516 14,020 SH SOLE 0 14,020 MTS SYS CORP COM 553777103 2,492 74,200 SH SOLE 0 74,200 MUELLER INDS I COM 624756102 2,033 75,000 SH SOLE 0 75,000 MULTI FINELINE COM 62541B101 2,309 125,500 SH SOLE 0 125,500 MULTIMEDIA GAM COM 625453105 619 56,200 SH SOLE 0 56,200 MURPHY OIL COR COM 626717102 9,704 185,800 SH SOLE 0 185,800 MYERS INDS INC COM 628464109 844 67,516 SH SOLE 0 67,516 MYLAN LABS INC COM 628530107 5,049 262,400 SH SOLE 0 262,400 MYRIAD GENETIC COM 62855J104 408 26,100 SH SOLE 0 26,100 NABORS INDUSTR SHS G6359F103 10,531 173,720 SH SOLE 0 173,720 NAM TAI ELECTR COM 629865205 1,121 49,300 SH SOLE 0 49,300 NANOMETRICS IN COM 630077105 442 35,400 SH SOLE 0 35,400 NAPSTER INC COM 630797108 377 89,816 SH SOLE 0 89,816 NARA BANCORP I COM 63080P105 702 47,800 SH SOLE 0 47,800 NASDAQ STOCK M COM 631103108 2,797 148,310 SH SOLE 0 148,310 NASH FINCH CO COM 631158102 1,781 48,470 SH SOLE 0 48,470 NATIONAL CITY COM 635405103 20,349 596,391 SH SOLE 0 596,391 NATIONAL FINL COM 63607P208 4,094 104,600 SH SOLE 0 104,600 NATIONAL FUEL COM 636180101 5,163 178,600 SH SOLE 0 178,600 NATIONAL HEALT COM 63633D104 401 14,300 SH SOLE 0 14,300 NATIONAL INSTR COM 636518102 1,503 70,900 SH SOLE 0 70,900 NATIONAL OILWE COM 637071101 41,527 873,507 SH SOLE 0 873,507 NATIONAL PENN COM 637138108 1,174 47,000 SH SOLE 0 47,000 NATIONAL PREST COM 637215104 524 11,900 SH SOLE 0 11,900 NATIONAL SEMIC COM 637640103 7,945 360,650 SH SOLE 0 360,650 NATIONWIDE HEA COM 638620104 4,937 209,100 SH SOLE 0 209,100 NATURES SUNSHI COM 639027101 631 36,190 SH SOLE 0 36,190 NATUS MEDICAL COM 639050103 710 63,100 SH SOLE 0 63,100 NATUZZI S P A ADR 63905A101 664 81,520 SH SOLE 0 81,520 NAUTILUS INC COM 63910B102 3,414 119,800 SH SOLE 0 119,800 NAVARRE CORP COM 639208107 315 39,380 SH SOLE 0 39,380 NAVIGANT CONSU COM 63935N107 2,204 124,800 SH SOLE 0 124,800 NAVIGATORS GRO COM 638904102 252 7,300 SH SOLE 0 7,300 NAVISTAR INTL COM 63934E108 2,181 68,150 SH SOLE 0 68,150 NAVTEQ CORP COM 63936L100 944 25,400 SH SOLE 0 25,400 NBTY INC COM 628782104 3,250 125,300 SH SOLE 0 125,300 NCI BUILDING S COM 628852105 2,627 80,100 SH SOLE 0 80,100 NCO GROUP INC COM 628858102 1,423 65,800 SH SOLE 0 65,800 NCR CORP NEW COM 62886E108 6,489 184,780 SH SOLE 0 184,780 NDCHEALTH CORP COM 639480102 2,757 153,400 SH SOLE 0 153,400 NEENAH PAPER I COM 640079109 938 30,300 SH SOLE 0 30,300 NEIMAN MARCUS CL A 640204202 6,019 62,100 SH SOLE 0 62,100 NELSON THOMAS COM 640376109 1,356 62,320 SH SOLE 0 62,320 NEOGEN CORP COM 640491106 823 57,587 SH SOLE 0 57,587 NEOWARE SYS IN COM 64065P102 346 33,780 SH SOLE 0 33,780 NESS TECHNOLOG COM 64104X108 559 52,600 SH SOLE 0 52,600 NETGEAR INC COM 64111Q104 2,648 142,340 SH SOLE 0 142,340 NETWORK APPLIA COM 64120L104 10,419 368,540 SH SOLE 0 368,540 NETWORK EQUIP COM 641208103 262 50,800 SH SOLE 0 50,800 NEUROCRINE BIO COM 64125C109 433 10,300 SH SOLE 0 10,300 NEUROGEN CORP COM 64124E106 193 28,300 SH SOLE 0 28,300 NEUROMETRIX IN COM 641255104 901 45,000 SH SOLE 0 45,000 NEVADA GOLD & COM 64126Q206 259 23,900 SH SOLE 0 23,900 NEW CENTURY FI COM 6435EV108 7,805 151,700 SH SOLE 0 151,700 NEW JERSEY RES COM 646025106 2,712 56,200 SH SOLE 0 56,200 NEW PLAN EXCEL COM 648053106 3,679 135,400 SH SOLE 0 135,400 NEW YORK & CO COM 649295102 1,085 51,500 SH SOLE 0 51,500 NEW YORK CMNTY COM 649445103 4,692 258,967 SH SOLE 0 258,967 NEW YORK TIMES CL A 650111107 4,523 145,202 SH SOLE 0 145,202 NEWELL RUBBERM COM 651229106 6,714 281,645 SH SOLE 0 281,645 NEWFIELD EXPL COM 651290108 7,047 176,670 SH SOLE 0 176,670 NEWMONT MINING COM 651639106 17,917 459,057 SH SOLE 0 459,057 NEWPORT CORP COM 651824104 3,649 263,300 SH SOLE 0 263,300 NEWS CORP CL A 65248E104 46,482 2,872,800 SH SOLE 0 2,872,800 NEXTEL COMMUNI CL A 65332V103 36,446 1,128,016 SH SOLE 0 1,128,016 NEXTEL PARTNER CL A 65333F107 2,740 108,871 SH SOLE 0 108,871 NICOR INC COM 654086107 1,774 43,097 SH SOLE 0 43,097 NII HLDGS INC CL B 62913F201 5,700 89,150 SH SOLE 0 89,150 NIKE INC CL B 654106103 19,794 228,568 SH SOLE 0 228,568 NIKU CORP COM 654113703 1,675 80,800 SH SOLE 0 80,800 NISOURCE INC COM 65473P105 6,671 269,752 SH SOLE 0 269,752 NITROMED INC COM 654798503 2,108 108,400 SH SOLE 0 108,400 NN INC COM 629337106 898 70,790 SH SOLE 0 70,790 NOBLE CORPORAT SHS G65422100 10,806 175,680 SH SOLE 0 175,680 NOBLE ENERGY I COM 655044105 6,982 92,300 SH SOLE 0 92,300 NOKIA CORP ADR 654902204 7,979 479,512 SH SOLE 0 479,512 NORDSON CORP COM 655663102 2,120 61,830 SH SOLE 0 61,830 NORDSTROM INC COM 655664100 8,321 122,428 SH SOLE 0 122,428 NORFOLK SOUTHE COM 655844108 12,330 398,256 SH SOLE 0 398,256 NORTEL NETWORK CONV 656568AB8 3,963 4,250,000 SH SOLE 0 4,250,000 NORTEL NETWORK COM 656568102 196 75,000 SH SOLE 0 75,000 NORTH AMERN SC COM 65715D100 180 86,800 SH SOLE 0 86,800 NORTH CENT BAN COM 658418108 258 6,800 SH SOLE 0 6,800 NORTH FORK BAN COM 659424105 14,310 509,449 SH SOLE 0 509,449 NORTHEAST UTIL COM 664397106 4,634 222,170 SH SOLE 0 222,170 NORTHERN TR CO COM 665859104 9,224 202,318 SH SOLE 0 202,318 NORTHROP GRUMM COM 666807102 20,415 369,504 SH SOLE 0 369,504 NORTHWEST NAT COM 667655104 2,161 56,500 SH SOLE 0 56,500 NORTHWESTERN C COM 668074305 583 18,500 SH SOLE 0 18,500 NOVAMED INC DE COM 66986W108 1,486 244,800 SH SOLE 0 244,800 NOVATEL INC COM 669954109 1,523 56,777 SH SOLE 0 56,777 NOVELL INC COM 670006105 2,706 436,488 SH SOLE 0 436,488 NOVELLUS SYS I COM 670008101 4,890 197,890 SH SOLE 0 197,890 NOVEN PHARMACE COM 670009109 1,325 75,800 SH SOLE 0 75,800 NPS PHARMACEUT COM 62936P103 752 66,240 SH SOLE 0 66,240 NSTAR COM 67019E107 5,004 162,320 SH SOLE 0 162,320 NTL INC DEL COM 62940M104 16,190 236,628 SH SOLE 0 236,628 NU HORIZONS EL COM 669908105 1,631 254,900 SH SOLE 0 254,900 NU SKIN ENTERP CL A 67018T105 3,220 138,200 SH SOLE 0 138,200 NUCOR CORP COM 670346105 7,892 172,996 SH SOLE 0 172,996 NUTRI SYS INC COM 67069D108 622 42,114 SH SOLE 0 42,114 NUVEEN INVTS I CL A 67090F106 515 13,700 SH SOLE 0 13,700 NVIDIA CORP COM 67066G104 4,448 166,450 SH SOLE 0 166,450 NVR INC COM 62944T105 10,530 13,000 SH SOLE 0 13,000 NYFIX INC COM 670712108 373 63,100 SH SOLE 0 63,100 O CHARLEYS INC COM 670823103 1,418 80,300 SH SOLE 0 80,300 O I CORP COM 670841105 276 22,600 SH SOLE 0 22,600 O REILLY AUTOM COM 686091109 6,977 233,880 SH SOLE 0 233,880 OAK HILL FINL COM 671337103 359 12,300 SH SOLE 0 12,300 OCCIDENTAL PET COM 674599105 31,421 408,431 SH SOLE 0 408,431 OCEANEERING IN COM 675232102 2,562 66,300 SH SOLE 0 66,300 ODYSSEY HEALTH COM 67611V101 1,669 115,730 SH SOLE 0 115,730 OFFICE DEPOT I COM 676220106 7,392 323,640 SH SOLE 0 323,640 OFFICEMAX INC COM 67622P101 2,106 70,753 SH SOLE 0 70,753 OFFSHORE LOGIS COM 676255102 3,031 92,300 SH SOLE 0 92,300 OGE ENERGY COR COM 670837103 5,313 183,570 SH SOLE 0 183,570 OHIO CAS CORP COM 677240103 2,149 88,900 SH SOLE 0 88,900 OIL STS INTL I COM 678026105 8,067 320,510 SH SOLE 0 320,510 OIL SVC HOLDRS ADR 678002106 2,305 22,620 SH SOLE 0 22,620 OLD DOMINION F COM 679580100 2,525 94,100 SH SOLE 0 94,100 OLD REP INTL C COM 680223104 5,176 204,670 SH SOLE 0 204,670 OLD SECOND BAN COM 680277100 1,094 37,600 SH SOLE 0 37,600 OLIN CORP COM 680665205 1,377 75,500 SH SOLE 0 75,500 OLYMPIC STEEL COM 68162K106 465 34,900 SH SOLE 0 34,900 OM GROUP INC COM 670872100 2,133 86,400 SH SOLE 0 86,400 OMEGA HEALTHCA COM 681936100 336 26,100 SH SOLE 0 26,100 OMI CORP NEW COM Y6476W104 1,376 72,400 SH SOLE 0 72,400 OMNICARE INC COM 681904108 4,722 111,300 SH SOLE 0 111,300 OMNICOM GROUP COM 681919106 14,918 186,796 SH SOLE 0 186,796 OMNIVISION TEC COM 682128103 1,840 135,380 SH SOLE 0 135,380 OMNOVA SOLUTIO COM 682129101 2,587 555,200 SH SOLE 0 555,200 ON ASSIGNMENT COM 682159108 258 51,900 SH SOLE 0 51,900 ON SEMICONDUCT COM 682189105 5,058 1,099,600 SH SOLE 0 1,099,600 ONEOK INC NEW COM 682680103 5,265 161,270 SH SOLE 0 161,270 ONLINE RES COR COM 68273G101 1,628 143,900 SH SOLE 0 143,900 ONYX PHARMACEU COM 683399109 429 18,000 SH SOLE 0 18,000 OPEN SOLUTIONS COM 68371P102 1,283 63,200 SH SOLE 0 63,200 OPENWAVE SYS I COM 683718308 4,048 246,800 SH SOLE 0 246,800 OPNET TECHNOLO COM 683757108 1,362 168,112 SH SOLE 0 168,112 OPSWARE INC COM 68383A101 2,880 562,570 SH SOLE 0 562,570 OPTIMAL GROUP CL A 68388R208 210 13,000 SH SOLE 0 13,000 OPTION CARE IN COM 683948103 2,204 156,330 SH SOLE 0 156,330 ORACLE CORP COM 68389X105 59,641 4,518,220 SH SOLE 0 4,518,220 ORBITAL SCIENC COM 685564106 337 34,000 SH SOLE 0 34,000 OREGON STL MLS COM 686079104 609 35,400 SH SOLE 0 35,400 ORLEANS HOMEBU COM 686588104 338 14,400 SH SOLE 0 14,400 ORMAT TECHNOLO COM 686688102 401 21,000 SH SOLE 0 21,000 ORTHOLOGIC COR COM 68750J107 240 62,100 SH SOLE 0 62,100 OSHKOSH B GOSH CL A 688222207 629 24,200 SH SOLE 0 24,200 OSHKOSH TRUCK COM 688239201 7,578 96,800 SH SOLE 0 96,800 OSI PHARMACEUT COM 671040103 1,432 35,050 SH SOLE 0 35,050 OSTEOTECH INC COM 688582105 130 35,200 SH SOLE 0 35,200 OUTBACK STEAKH COM 689899102 3,262 72,100 SH SOLE 0 72,100 OUTDOOR CHANNE COM 690027206 164 11,900 SH SOLE 0 11,900 OVERSEAS SHIPH COM 690368105 3,067 51,410 SH SOLE 0 51,410 OWENS & MINOR COM 690732102 3,761 116,270 SH SOLE 0 116,270 OXFORD INDS IN COM 691497309 1,352 31,400 SH SOLE 0 31,400 P F CHANGS CHI COM 69333Y108 3,161 53,600 SH SOLE 0 53,600 PACCAR INC COM 693718108 12,594 185,207 SH SOLE 0 185,207 PACER INTL INC COM 69373H106 1,009 46,300 SH SOLE 0 46,300 PACIFIC PREMIE COM 69478X105 1,315 122,816 SH SOLE 0 122,816 PACIFIC SUNWEA COM 694873100 4,885 212,480 SH SOLE 0 212,480 PACIFICARE HEA COM 695112102 8,281 115,894 SH SOLE 0 115,894 PACIFICNET INC COM 69511V207 392 51,710 SH SOLE 0 51,710 PACKAGING CORP COM 695156109 1,895 90,000 SH SOLE 0 90,000 PACKAGING DYNA COM 695160101 1,299 92,800 SH SOLE 0 92,800 PACKETEER INC COM 695210104 976 69,200 SH SOLE 0 69,200 PACTIV CORP COM 695257105 3,343 154,925 SH SOLE 0 154,925 PAC-WEST TELEC COM 69371Y101 126 122,402 SH SOLE 0 122,402 PAINCARE HLDGS COM 69562E104 1,108 255,778 SH SOLE 0 255,778 PALL CORP COM 696429307 3,711 122,228 SH SOLE 0 122,228 PALOMAR MED TE COM 697529303 3,118 130,337 SH SOLE 0 130,337 PANERA BREAD C CL A 69840W108 5,290 85,200 SH SOLE 0 85,200 PAPA JOHNS INT COM 698813102 2,379 59,520 SH SOLE 0 59,520 PAR PHARMACEUT COM 69888P106 2,201 69,200 SH SOLE 0 69,200 PARADYNE NETWO COM 69911G107 108 59,544 SH SOLE 0 59,544 PARAGON TECHNO COM 69912T108 2,053 173,500 SH SOLE 0 173,500 PARALLEL PETE COM 699157103 491 55,500 SH SOLE 0 55,500 PARAMETRIC TEC COM 699173100 1,719 269,487 SH SOLE 0 269,487 PAREXEL INTL C COM 699462107 1,060 53,500 SH SOLE 0 53,500 PARK ELECTROCH COM 700416209 980 38,900 SH SOLE 0 38,900 PARKER DRILLIN COM 701081101 2,634 375,800 SH SOLE 0 375,800 PARKER HANNIFI COM 701094104 7,422 119,694 SH SOLE 0 119,694 PARKWAY PPTYS COM 70159Q104 4,391 87,800 SH SOLE 0 87,800 PARLUX FRAGRAN COM 701645103 2,727 98,550 SH SOLE 0 98,550 PARTNERRE LTD COM G6852T105 213 3,300 SH SOLE 0 3,300 PATTERSON COMP COM 703395103 7,779 172,600 SH SOLE 0 172,600 PATTERSON UTI COM 703481101 40,779 1,465,280 SH SOLE 0 1,465,280 PAXAR CORP COM 704227107 1,771 99,800 SH SOLE 0 99,800 PAYCHEX INC COM 704326107 11,506 353,825 SH SOLE 0 353,825 PAYLESS SHOESO COM 704379106 1,433 74,642 SH SOLE 0 74,642 PC MALL INC COM 69323K100 877 200,000 SH SOLE 0 200,000 PC-TEL INC COM 69325Q105 317 40,500 SH SOLE 0 40,500 PDF SOLUTIONS COM 693282105 885 67,567 SH SOLE 0 67,567 PEABODY ENERGY COM 704549104 7,260 139,500 SH SOLE 0 139,500 PEDIATRIX MED COM 705324101 3,456 47,000 SH SOLE 0 47,000 PEERLESS SYS C COM 705536100 398 104,069 SH SOLE 0 104,069 PEETS COFFEE & COM 705560100 3,756 113,680 SH SOLE 0 113,680 PEGASUS SOLUTI COM 705906105 440 39,500 SH SOLE 0 39,500 PENFORD CORP COM 707051108 576 35,980 SH SOLE 0 35,980 PENN NATL GAMI COM 707569109 6,358 174,200 SH SOLE 0 174,200 PENN VA CORP COM 707882106 4,980 111,480 SH SOLE 0 111,480 PENNEY J C INC COM 708160106 15,368 292,274 SH SOLE 0 292,274 PENNICHUCK COR COM 708254206 281 14,600 SH SOLE 0 14,600 PENTAIR INC COM 709631105 8,421 196,700 SH SOLE 0 196,700 PEOPLES ENERGY COM 711030106 1,595 36,702 SH SOLE 0 36,702 PEOPLESUPPORT COM 712714302 3,701 405,758 SH SOLE 0 405,758 PEP BOYS MANNY COM 713278109 1,543 113,926 SH SOLE 0 113,926 PEPCO HOLDINGS COM 713291102 5,702 238,190 SH SOLE 0 238,190 PEPSI BOTTLING COM 713409100 6,144 214,751 SH SOLE 0 214,751 PEPSIAMERICAS COM 71343P200 5,864 228,510 SH SOLE 0 228,510 PEPSICO INC COM 713448108 92,741 1,719,659 SH SOLE 0 1,719,659 PERFICIENT INC COM 71375U101 2,622 368,730 SH SOLE 0 368,730 PERFORMANCE FO COM 713755106 7,012 232,120 SH SOLE 0 232,120 PERICOM SEMICO COM 713831105 440 54,100 SH SOLE 0 54,100 PERINI CORP COM 713839108 719 43,770 SH SOLE 0 43,770 PERKINELMER IN COM 714046109 4,368 231,098 SH SOLE 0 231,098 PEROT SYS CORP CL A 714265105 994 69,900 SH SOLE 0 69,900 PERRIGO CO COM 714290103 1,776 127,370 SH SOLE 0 127,370 PER-SE TECHNOL COM 713569309 2,602 123,800 SH SOLE 0 123,800 PETMED EXPRESS COM 716382106 2,748 356,460 SH SOLE 0 356,460 PETROHAWK ENER COM 716495106 465 43,020 SH SOLE 0 43,020 PETROLEO BRASI ADR 71654V101 17,860 387,920 SH SOLE 0 387,920 PETROLEO BRASI ADR 71654V408 87,182 1,672,389 SH SOLE 0 1,672,389 PETROLEUM DEV COM 716578109 1,083 34,000 SH SOLE 0 34,000 PETROQUEST ENE COM 716748108 564 85,860 SH SOLE 0 85,860 PETSMART INC COM 716768106 6,882 226,770 SH SOLE 0 226,770 PFIZER INC COM 717081103 208,975 7,577,066 SH SOLE 0 7,577,066 PG&E CORP COM 69331C108 14,430 384,377 SH SOLE 0 384,377 PHARMACEUTICAL COM 717124101 8,537 182,180 SH SOLE 0 182,180 PHARMACOPEIA D COM 7171EP101 172 42,550 SH SOLE 0 42,550 PHELPS DODGE C COM 717265102 13,604 147,067 SH SOLE 0 147,067 PHILADELPHIA C COM 717528103 6,527 77,000 SH SOLE 0 77,000 PHILLIPS VAN H COM 718592108 2,131 65,200 SH SOLE 0 65,200 PHOENIX TECHNO COM 719153108 2,712 348,584 SH SOLE 0 348,584 PHOTON DYNAMIC COM 719364101 2,018 97,894 SH SOLE 0 97,894 PHOTRONICS INC COM 719405102 1,909 81,800 SH SOLE 0 81,800 PIEDMONT NAT G COM 720186105 3,778 157,300 SH SOLE 0 157,300 PIER 1 IMPORTS COM 720279108 1,296 91,300 SH SOLE 0 91,300 PILGRIMS PRIDE COM 721467108 629 18,420 SH SOLE 0 18,420 PINNACLE ENTMT COM 723456109 1,625 83,100 SH SOLE 0 83,100 PINNACLE FINL COM 72346Q104 1,977 82,383 SH SOLE 0 82,383 PINNACLE SYS I COM 723481107 800 145,500 SH SOLE 0 145,500 PINNACLE WEST COM 723484101 4,277 96,220 SH SOLE 0 96,220 PIONEER DRILLI COM 723655106 4,555 298,500 SH SOLE 0 298,500 PIONEER NAT RE COM 723787107 6,426 152,700 SH SOLE 0 152,700 PIPER JAFFRAY COM 724078100 1,281 42,100 SH SOLE 0 42,100 PITNEY BOWES I COM 724479100 10,526 241,692 SH SOLE 0 241,692 PIXAR COM 725811103 581 11,600 SH SOLE 0 11,600 PIXELWORKS INC COM 72581M107 1,030 120,000 SH SOLE 0 120,000 PLACER SIERRA COM 726079106 4,740 173,800 SH SOLE 0 173,800 PLAINS EXPL& P COM 726505100 3,513 98,864 SH SOLE 0 98,864 PLANAR SYS INC COM 726900103 223 30,300 SH SOLE 0 30,300 PLANTRONICS IN COM 727493108 2,274 62,550 SH SOLE 0 62,550 PLATINUM UNDER COM G7127P100 3,219 101,150 SH SOLE 0 101,150 PLATO LEARNING COM 72764Y100 120 16,300 SH SOLE 0 16,300 PLAYBOY ENTERP CL B 728117300 1,310 101,200 SH SOLE 0 101,200 PLAYTEX PRODS COM 72813P100 1,208 112,300 SH SOLE 0 112,300 PLEXUS CORP COM 729132100 655 46,000 SH SOLE 0 46,000 PLUM CREEK TIM COM 729251108 6,493 178,880 SH SOLE 0 178,880 PMA CAP CORP CL A 693419202 448 50,700 SH SOLE 0 50,700 PMC-SIERRA INC COM 69344F106 1,612 172,780 SH SOLE 0 172,780 PMI GROUP INC COM 69344M101 3,863 99,100 SH SOLE 0 99,100 PNC FINL SVCS COM 693475105 15,312 281,164 SH SOLE 0 281,164 PNM RES INC COM 69349H107 6,170 214,150 SH SOLE 0 214,150 POGO PRODUCING COM 730448107 6,478 124,760 SH SOLE 0 124,760 POLARIS INDS I COM 731068102 5,334 98,774 SH SOLE 0 98,774 POLO RALPH LAU CL A 731572103 418 9,700 SH SOLE 0 9,700 POLYCOM INC COM 73172K104 2,551 171,090 SH SOLE 0 171,090 POLYMEDICA COR COM 731738100 2,403 67,400 SH SOLE 0 67,400 POLYONE CORP COM 73179P106 1,247 188,300 SH SOLE 0 188,300 POPE & TALBOT COM 732827100 614 55,300 SH SOLE 0 55,300 PORTALPLAYER I COM 736187204 474 22,790 SH SOLE 0 22,790 POSCO ADR 693483109 3,258 74,100 SH SOLE 0 74,100 POSSIS MEDICAL COM 737407106 970 95,477 SH SOLE 0 95,477 POST PPTYS INC COM 737464107 32,838 909,400 SH SOLE 0 909,400 POTLATCH CORP COM 737628107 1,702 32,528 SH SOLE 0 32,528 POWER INTEGRAT COM 739276103 1,301 60,300 SH SOLE 0 60,300 POWERWAVE TECH COM 739363109 2,273 222,400 SH SOLE 0 222,400 PPG INDS INC COM 693506107 11,562 184,222 SH SOLE 0 184,222 PPL CORP COM 69351T106 11,574 194,922 SH SOLE 0 194,922 PRAXAIR INC COM 74005P104 16,718 358,756 SH SOLE 0 358,756 PRE PAID LEGAL COM 740065107 1,241 27,800 SH SOLE 0 27,800 PRECISION CAST COM 740189105 5,550 71,240 SH SOLE 0 71,240 PREMCOR INC COM 74045Q104 285 3,840 SH SOLE 0 3,840 PREMIERE GLOBA COM 740585104 305 27,000 SH SOLE 0 27,000 PRENTISS PPTYS COM 740706106 657 18,020 SH SOLE 0 18,020 PRESIDENTIAL L COM 740884101 897 52,400 SH SOLE 0 52,400 PRG-SCHULTZ IN COM 69357C107 248 88,100 SH SOLE 0 88,100 PRICE COMMUNIC COM 741437305 692 40,000 SH SOLE 0 40,000 PRICE T ROWE G COM 74144T108 9,181 146,660 SH SOLE 0 146,660 PRICELINE COM COM 741503403 1,948 83,510 SH SOLE 0 83,510 PRIDE INTL INC COM 74153Q102 6,679 259,880 SH SOLE 0 259,880 PRINCETON NATL COM 742282106 314 10,000 SH SOLE 0 10,000 PRINCIPAL FINA COM 74251V102 12,262 292,640 SH SOLE 0 292,640 PRIORITY HEALT CL B 74264T102 3,260 128,560 SH SOLE 0 128,560 PRIVATEBANCORP COM 742962103 1,684 47,600 SH SOLE 0 47,600 PROASSURANCE C COM 74267C106 6,109 146,300 SH SOLE 0 146,300 PROCTER & GAMB COM 742718109 122,774 2,327,464 SH SOLE 0 2,327,464 PRO-DEX INC CO COM 74265M106 439 129,749 SH SOLE 0 129,749 PROGRAMMERS PA COM 743205106 1,132 112,656 SH SOLE 0 112,656 PROGRESS ENERG COM 743263105 11,121 245,828 SH SOLE 0 245,828 PROGRESS SOFTW COM 743312100 6,208 205,900 SH SOLE 0 205,900 PROGRESSIVE CO COM 743315103 19,674 199,106 SH SOLE 0 199,106 PROLOGIS COM 743410102 92,499 2,298,690 SH SOLE 0 2,298,690 PROQUEST COMPA COM 74346P102 331 10,100 SH SOLE 0 10,100 PROSPERITY BAN COM 743606105 1,578 55,200 SH SOLE 0 55,200 PROTECTIVE LIF COM 743674103 4,989 118,160 SH SOLE 0 118,160 PROTEIN DESIGN COM 74369L103 5,817 287,820 SH SOLE 0 287,820 PROVIDE COMM I COM 74373W103 390 18,050 SH SOLE 0 18,050 PROVIDENCE SVC COM 743815102 2,076 83,600 SH SOLE 0 83,600 PROVIDENT BANK COM 743859100 2,158 67,615 SH SOLE 0 67,615 PROVIDENT FINL COM 743868101 211 7,500 SH SOLE 0 7,500 PROVIDENT FINL COM 74386T105 365 20,800 SH SOLE 0 20,800 PROVIDIAN FINL CONV 74406AAA0 1,027 1,030,000 SH SOLE 0 1,030,000 PROVIDIAN FINL COM 74406A102 5,016 284,530 SH SOLE 0 284,530 PRUDENTIAL FIN COM 744320102 34,448 524,640 SH SOLE 0 524,640 PS BUSINESS PK COM 69360J107 3,726 83,815 SH SOLE 0 83,815 PSS WORLD MED COM 69366A100 2,590 208,000 SH SOLE 0 208,000 PSYCHIATRIC SO COM 74439H108 5,497 112,855 SH SOLE 0 112,855 PUBLIC STORAGE COM 74460D109 10,050 158,900 SH SOLE 0 158,900 PUBLIC SVC ENT COM 744573106 15,430 253,692 SH SOLE 0 253,692 PUGET ENERGY I COM 745310102 2,875 122,988 SH SOLE 0 122,988 PULASKI FINL C COM 745548107 539 20,987 SH SOLE 0 20,987 PULTE HOMES IN COM 745867101 10,371 123,099 SH SOLE 0 123,099 PXRE GROUP LTD COM G73018106 1,158 45,900 SH SOLE 0 45,900 QLOGIC CORP COM 747277101 5,135 166,330 SH SOLE 0 166,330 QUADRAMED CORP COM 74730W101 1,025 588,801 SH SOLE 0 588,801 QUAKER CHEM CO COM 747316107 347 19,900 SH SOLE 0 19,900 QUALCOMM INC COM 747525103 55,266 1,674,220 SH SOLE 0 1,674,220 QUALITY SYS IN COM 747582104 1,819 38,402 SH SOLE 0 38,402 QUANEX CORP COM 747620102 3,409 64,300 SH SOLE 0 64,300 QUANTA CAPITAL SHS G7313F106 2,143 344,000 SH SOLE 0 344,000 QUANTA SVCS IN COM 74762E102 911 103,500 SH SOLE 0 103,500 QUEST DIAGNOST COM 74834L100 10,070 189,030 SH SOLE 0 189,030 QUEST SOFTWARE COM 74834T103 1,602 117,500 SH SOLE 0 117,500 QUESTAR CORP COM 748356102 5,924 89,900 SH SOLE 0 89,900 QUIKSILVER INC COM 74838C106 4,625 289,400 SH SOLE 0 289,400 QUINTON CARDIO COM 748773108 410 51,001 SH SOLE 0 51,001 QWEST COMMUNIC COM 749121109 6,168 1,662,600 SH SOLE 0 1,662,600 R & G FINANCIA CL B 749136107 607 34,300 SH SOLE 0 34,300 RADIAN GROUP I COM 750236101 5,073 107,442 SH SOLE 0 107,442 RADIANT SYSTEM COM 75025N102 564 49,500 SH SOLE 0 49,500 RADIATION THER COM 750323206 503 18,948 SH SOLE 0 18,948 RADIOSHACK COR COM 750438103 3,640 157,118 SH SOLE 0 157,118 RADISYS CORP COM 750459109 661 40,900 SH SOLE 0 40,900 RADYNE CORP COM 750611402 2,104 242,538 SH SOLE 0 242,538 RAILAMERICA IN COM 750753105 3,828 321,700 SH SOLE 0 321,700 RALCORP HLDGS COM 751028101 2,502 60,800 SH SOLE 0 60,800 RANGE RES CORP COM 75281A109 3,659 136,040 SH SOLE 0 136,040 RARE HOSPITALI COM 753820109 6,061 198,920 SH SOLE 0 198,920 RAVEN INDS INC COM 754212108 1,269 54,200 SH SOLE 0 54,200 RAYMOND JAMES COM 754730109 4,252 150,520 SH SOLE 0 150,520 RAYONIER INC COM 754907103 2,826 53,283 SH SOLE 0 53,283 RAYTHEON CO COM 755111507 19,396 495,810 SH SOLE 0 495,810 RCM TECHNOLOGI COM 749360400 140 32,641 SH SOLE 0 32,641 READERS DIGEST COM 755267101 1,742 105,600 SH SOLE 0 105,600 RECKSON ASSOCS COM 75621K106 70,561 2,103,150 SH SOLE 0 2,103,150 RED HAT INC COM 756577102 5,132 391,790 SH SOLE 0 391,790 RED ROBIN GOUR COM 75689M101 3,172 51,180 SH SOLE 0 51,180 REDBACK NETWOR COM 757209507 1,316 206,300 SH SOLE 0 206,300 REEBOK INTL LT COM 758110100 19,247 460,132 SH SOLE 0 460,132 REGAL BELOIT C COM 758750103 4,007 137,400 SH SOLE 0 137,400 REGENCY CTRS C COM 758849103 11,303 197,600 SH SOLE 0 197,600 REGENERON PHAR COM 75886F107 1,137 135,500 SH SOLE 0 135,500 REGENT COMMUNI COM 758865109 714 121,600 SH SOLE 0 121,600 REGIONS FINANC COM 7591EP100 15,782 465,815 SH SOLE 0 465,815 REGIS CORP MIN COM 758932107 2,122 54,300 SH SOLE 0 54,300 REHABCARE GROU COM 759148109 3,051 114,130 SH SOLE 0 114,130 REINSURANCE GR COM 759351109 1,400 30,100 SH SOLE 0 30,100 RELIANCE STEEL COM 759509102 2,294 61,870 SH SOLE 0 61,870 REMINGTON OIL COM 759594302 2,763 77,400 SH SOLE 0 77,400 REMOTE DYNAMIC COM 75962A105 78 53,469 SH SOLE 0 53,469 RENAISSANCE LE COM 75968L105 330 16,250 SH SOLE 0 16,250 RENAL CARE GRO COM 759930100 4,315 93,600 SH SOLE 0 93,600 RENT A CTR INC COM 76009N100 12,652 543,220 SH SOLE 0 543,220 RENT WAY INC COM 76009U104 616 62,590 SH SOLE 0 62,590 RENTRAK CORP COM 760174102 348 38,900 SH SOLE 0 38,900 REPUBLIC BANCO COM 760282103 2,150 143,647 SH SOLE 0 143,647 REPUBLIC SVCS COM 760759100 7,493 208,070 SH SOLE 0 208,070 RES-CARE INC COM 760943100 551 40,660 SH SOLE 0 40,660 RESMED INC COM 761152107 7,002 106,100 SH SOLE 0 106,100 RESOURCES CONN COM 76122Q105 2,739 117,900 SH SOLE 0 117,900 RESPIRONICS IN COM 761230101 9,368 259,436 SH SOLE 0 259,436 REVLON INC CL A 761525500 1,422 463,050 SH SOLE 0 463,050 REWARDS NETWOR COM 761557107 237 43,900 SH SOLE 0 43,900 REYNOLDS & REY CL A 761695105 1,652 61,100 SH SOLE 0 61,100 REYNOLDS AMERI COM 761713106 9,128 115,840 SH SOLE 0 115,840 RF MICRODEVICE COM 749941100 1,079 199,400 SH SOLE 0 199,400 RICHARDSON ELE COM 763165107 280 38,291 SH SOLE 0 38,291 RIGEL PHARMACE COM 766559603 259 13,000 SH SOLE 0 13,000 RIMAGE CORP COM 766721104 547 25,775 SH SOLE 0 25,775 RITCHIE BROS A COM 767744105 340 8,825 SH SOLE 0 8,825 RIVERVIEW BANC COM 769397100 585 27,400 SH SOLE 0 27,400 RLI CORP COM 749607107 2,114 47,400 SH SOLE 0 47,400 ROBBINS & MYER COM 770196103 574 26,700 SH SOLE 0 26,700 ROBERT HALF IN COM 770323103 5,606 224,520 SH SOLE 0 224,520 ROCK OF AGES C CL A 772632105 865 139,500 SH SOLE 0 139,500 ROCK-TENN CO CL A 772739207 868 68,600 SH SOLE 0 68,600 ROCKWELL AUTOM COM 773903109 8,476 174,014 SH SOLE 0 174,014 ROCKWELL COLLI COM 774341101 8,607 180,524 SH SOLE 0 180,524 ROCKY SHOES & COM 774830103 673 21,550 SH SOLE 0 21,550 ROFIN SINAR TE COM 775043102 1,338 40,800 SH SOLE 0 40,800 ROGERS COMMUNI CL B 775109200 276 8,400 SH SOLE 0 8,400 ROGERS CORP COM 775133101 2,388 58,900 SH SOLE 0 58,900 ROHM & HAAS CO COM 775371107 10,365 223,674 SH SOLE 0 223,674 ROLLINS INC COM 775711104 1,707 85,175 SH SOLE 0 85,175 ROME BANCORP I COM 77587P103 310 30,900 SH SOLE 0 30,900 ROPER INDS INC COM 776696106 6,231 87,300 SH SOLE 0 87,300 ROSS STORES IN COM 778296103 11,630 402,300 SH SOLE 0 402,300 ROWAN COS INC COM 779382100 20,811 700,468 SH SOLE 0 700,468 ROYAL BANCSHAR CL A 780081105 1,211 51,000 SH SOLE 0 51,000 ROYAL DUTCH PE ADR 780257804 454 7,000 SH SOLE 0 7,000 ROYAL GOLD INC COM 780287108 2,296 114,100 SH SOLE 0 114,100 RPM INTL INC COM 749685103 6,617 362,355 SH SOLE 0 362,355 RSA SEC INC COM 749719100 867 75,500 SH SOLE 0 75,500 RTI INTL METAL COM 74973W107 3,904 124,300 SH SOLE 0 124,300 RUBIOS RESTAUR COM 78116B102 364 34,800 SH SOLE 0 34,800 RUBY TUESDAY I COM 781182100 1,769 68,300 SH SOLE 0 68,300 RUDDICK CORP COM 781258108 2,170 84,980 SH SOLE 0 84,980 RUDOLPH TECHNO COM 781270103 2,023 141,200 SH SOLE 0 141,200 RUSH ENTERPRIS CL A 781846209 306 22,800 SH SOLE 0 22,800 RUSS BERRIE & COM 782233100 443 34,600 SH SOLE 0 34,600 RUSSELL CORP COM 782352108 4,170 203,900 SH SOLE 0 203,900 RYANS RESTAURA COM 783520109 1,206 86,100 SH SOLE 0 86,100 RYDER SYS INC COM 783549108 2,344 64,031 SH SOLE 0 64,031 RYERSON TULL I COM 78375P107 734 51,440 SH SOLE 0 51,440 RYLAND GROUP I COM 783764103 4,366 57,550 SH SOLE 0 57,550 SABRE HLDGS CO CL A 785905100 3,604 180,644 SH SOLE 0 180,644 SAFECO CORP COM 786429100 6,832 125,721 SH SOLE 0 125,721 SAFEGUARD SCIE COM 786449108 51 40,000 SH SOLE 0 40,000 SAFENET INC COM 78645R107 5,330 156,497 SH SOLE 0 156,497 SAFETY INS GRO COM 78648T100 756 22,400 SH SOLE 0 22,400 SAFEWAY INC COM 786514208 10,355 458,400 SH SOLE 0 458,400 SAKS INC COM 79377W108 3,025 159,437 SH SOLE 0 159,437 SALESFORCE COM COM 79466L302 4,413 215,460 SH SOLE 0 215,460 SALIX PHARMACE COM 795435106 2,587 146,462 SH SOLE 0 146,462 SANDERSON FARM COM 800013104 2,008 44,200 SH SOLE 0 44,200 SANDISK CORP COM 80004C101 5,587 235,450 SH SOLE 0 235,450 SANMINA SCI CO COM 800907107 2,783 508,788 SH SOLE 0 508,788 SANOFI AVENTIS ADR 80105N105 615 15,000 SH SOLE 0 15,000 SAPIENT CORP COM 803062108 1,049 132,300 SH SOLE 0 132,300 SARA LEE CORP COM 803111103 15,554 785,155 SH SOLE 0 785,155 SAUL CTRS INC COM 804395101 1,240 34,100 SH SOLE 0 34,100 SAVIENT PHARMA COM 80517Q100 995 225,600 SH SOLE 0 225,600 SBA COMMUNICAT COM 78388J106 7,161 530,470 SH SOLE 0 530,470 SBC COMMUNICAT COM 78387G103 78,447 3,303,043 SH SOLE 0 3,303,043 SBS TECHNOLOGI COM 78387P103 298 32,100 SH SOLE 0 32,100 SCANA CORP NEW COM 80589M102 5,642 132,100 SH SOLE 0 132,100 SCANSOURCE INC COM 806037107 1,116 26,000 SH SOLE 0 26,000 SCBT FINANCIAL COM 78401V102 801 25,305 SH SOLE 0 25,305 SCHEIN HENRY I COM 806407102 3,816 91,900 SH SOLE 0 91,900 SCHERING PLOUG COM 806605101 28,124 1,475,526 SH SOLE 0 1,475,526 SCHLUMBERGER L COM 806857108 44,541 586,527 SH SOLE 0 586,527 SCHOLASTIC COR COM 807066105 4,695 121,800 SH SOLE 0 121,800 SCHOOL SPECIAL COM 807863105 3,469 74,600 SH SOLE 0 74,600 SCHULMAN A INC COM 808194104 1,125 62,900 SH SOLE 0 62,900 SCHWAB CHARLES COM 808513105 12,882 1,141,996 SH SOLE 0 1,141,996 SCHWEITZER-MAU COM 808541106 2,484 79,800 SH SOLE 0 79,800 SCIENTIFIC ATL COM 808655104 5,285 158,848 SH SOLE 0 158,848 SCIENTIFIC GAM CL A 80874P109 2,553 94,800 SH SOLE 0 94,800 SCOTTISH RE GR ORD G7885T104 5,381 222,000 SH SOLE 0 222,000 SCOTTS MIRACLE CL A 810186106 2,094 29,400 SH SOLE 0 29,400 SCP POOL CORP COM 784028102 5,009 142,743 SH SOLE 0 142,743 SCPIE HLDGS IN COM 78402P104 231 20,300 SH SOLE 0 20,300 SCS TRANSN INC COM 81111T102 587 33,000 SH SOLE 0 33,000 SEA CONTAINERS CL A 811371707 2,490 155,900 SH SOLE 0 155,900 SEABRIGHT INSU COM 811656107 206 18,040 SH SOLE 0 18,040 SEACOAST BKG C COM 811707306 517 26,265 SH SOLE 0 26,265 SEACOR HOLDING COM 811904101 3,266 50,800 SH SOLE 0 50,800 SEAGATE TECHNO SHS G7945J104 207 11,800 SH SOLE 0 11,800 SEALED AIR COR COM 81211K100 4,097 82,276 SH SOLE 0 82,276 SEARS HLDGS CO COM 812350106 15,255 101,791 SH SOLE 0 101,791 SECURE COMPUTI COM 813705100 1,289 118,430 SH SOLE 0 118,430 SECURITY BANK COM 814047106 3,467 151,380 SH SOLE 0 151,380 SEI INVESTMENT COM 784117103 5,147 137,800 SH SOLE 0 137,800 SELECT COMFORT COM 81616X103 1,586 74,000 SH SOLE 0 74,000 SELECTIVE INS COM 816300107 4,940 99,700 SH SOLE 0 99,700 SEMITOOL INC COM 816909105 1,909 200,100 SH SOLE 0 200,100 SEMPRA ENERGY COM 816851109 9,969 241,318 SH SOLE 0 241,318 SEMTECH CORP COM 816850101 5,248 315,190 SH SOLE 0 315,190 SENSIENT TECHN COM 81725T100 1,033 50,100 SH SOLE 0 50,100 SEPRACOR INC COM 817315104 8,107 135,100 SH SOLE 0 135,100 SEQUA CORPORAT CL A 817320104 596 9,000 SH SOLE 0 9,000 SERACARE LIFE COM 81747Q100 442 31,580 SH SOLE 0 31,580 SERENA SOFTWAR COM 817492101 2,532 131,200 SH SOLE 0 131,200 SFBC INTL INC COM 784121105 1,360 35,200 SH SOLE 0 35,200 SHAW GROUP INC COM 820280105 3,422 159,100 SH SOLE 0 159,100 SHERWIN WILLIA COM 824348106 7,150 151,845 SH SOLE 0 151,845 SHOE CARNIVAL COM 824889109 465 21,366 SH SOLE 0 21,366 SHOPKO STORES COM 824911101 2,302 94,700 SH SOLE 0 94,700 SHUFFLE MASTER COM 825549108 3,276 116,875 SH SOLE 0 116,875 SHURGARD STORA COM 82567D104 95,551 2,079,000 SH SOLE 0 2,079,000 SI INTL INC COM 78427V102 2,101 70,137 SH SOLE 0 70,137 SIEBEL SYS INC COM 826170102 4,549 511,120 SH SOLE 0 511,120 SIERRA HEALTH COM 826322109 3,912 54,750 SH SOLE 0 54,750 SIERRA PAC RES COM 826428104 4,133 332,000 SH SOLE 0 332,000 SIFCO INDS INC COM 826546103 164 44,900 SH SOLE 0 44,900 SIGMA ALDRICH COM 826552101 3,782 67,489 SH SOLE 0 67,489 SIGMATEL INC COM 82661W107 285 16,630 SH SOLE 0 16,630 SIGNATURE BK N COM 82669G104 2,502 102,550 SH SOLE 0 102,550 SILICON IMAGE COM 82705T102 116 11,320 SH SOLE 0 11,320 SILICON LABORA COM 826919102 1,263 48,200 SH SOLE 0 48,200 SIMON PPTY GRO COM 828806109 39,041 538,571 SH SOLE 0 538,571 SIMPSON MANUFA COM 829073105 4,081 133,600 SH SOLE 0 133,600 SIRENZA MICROD COM 82966T106 1,548 450,000 SH SOLE 0 450,000 SIRF TECHNOLOG COM 82967H101 182 10,300 SH SOLE 0 10,300 SIRIUS SATELLI COM 82966U103 321 49,500 SH SOLE 0 49,500 SIRVA INC COM 82967Y104 233 27,400 SH SOLE 0 27,400 SK TELECOM LTD ADR 78440P108 9,286 455,200 SH SOLE 0 455,200 SKECHERS U S A CL A 830566105 1,845 129,400 SH SOLE 0 129,400 SKYLINE CORP COM 830830105 627 15,700 SH SOLE 0 15,700 SKYWEST INC COM 830879102 5,635 309,980 SH SOLE 0 309,980 SKYWORKS SOLUT COM 83088M102 2,380 322,900 SH SOLE 0 322,900 SL GREEN RLTY COM 78440X101 2,264 35,100 SH SOLE 0 35,100 SLM CORP COM 78442P106 21,227 417,860 SH SOLE 0 417,860 SM&A COM 78465D105 96 10,700 SH SOLE 0 10,700 SMITH A O COM 831865209 1,349 50,500 SH SOLE 0 50,500 SMITH INTL INC COM 832110100 10,167 159,600 SH SOLE 0 159,600 SMITH MICRO SO COM 832154108 1,890 431,609 SH SOLE 0 431,609 SMITHFIELD FOO COM 832248108 2,896 106,200 SH SOLE 0 106,200 SMUCKER J M CO COM 832696405 2,905 61,887 SH SOLE 0 61,887 SNAP ON INC COM 833034101 5,085 148,246 SH SOLE 0 148,246 SOLECTRON CORP COM 834182107 3,559 939,074 SH SOLE 0 939,074 SOMANETICS COR COM 834445405 3,694 164,403 SH SOLE 0 164,403 SONIC AUTOMOTI CL A 83545G102 1,563 73,500 SH SOLE 0 73,500 SONIC CORP COM 835451105 5,228 171,250 SH SOLE 0 171,250 SONIC SOLUTION COM 835460106 2,175 116,960 SH SOLE 0 116,960 SONOCO PRODS C COM 835495102 2,875 108,490 SH SOLE 0 108,490 SONY CORP ADR 835699307 413 12,000 SH SOLE 0 12,000 SOTHEBYS HLDGS CL A 835898107 699 51,006 SH SOLE 0 51,006 SOURCE INTERLI COM 836151209 1,656 133,900 SH SOLE 0 133,900 SOURCECORP COM 836167106 636 32,100 SH SOLE 0 32,100 SOUTH FINL GRO COM 837841105 4,629 162,867 SH SOLE 0 162,867 SOUTHERN CO COM 842587107 25,758 742,959 SH SOLE 0 742,959 SOUTHERN UN CO COM 844030106 4,888 199,121 SH SOLE 0 199,121 SOUTHSIDE BANC COM 84470P109 224 10,925 SH SOLE 0 10,925 SOUTHWEST AIRL COM 844741108 10,379 745,049 SH SOLE 0 745,049 SOUTHWEST GAS COM 844895102 1,967 77,100 SH SOLE 0 77,100 SOUTHWESTERN E COM 845467109 9,387 199,800 SH SOLE 0 199,800 SOVEREIGN BANC COM 845905108 8,391 375,600 SH SOLE 0 375,600 SOVRAN SELF ST COM 84610H108 1,505 33,100 SH SOLE 0 33,100 SPATIALIGHT IN COM 847248101 317 55,900 SH SOLE 0 55,900 SPDR TR SPDR 78462F103 31,124 261,154 SH SOLE 0 261,154 SPECTRUM BRAND COM 84762L105 3,432 104,000 SH SOLE 0 104,000 SPECTRUM CTL I COM 847615101 381 56,600 SH SOLE 0 56,600 SPEEDWAY MOTOR COM 847788106 3,000 82,050 SH SOLE 0 82,050 SPHERION CORP COM 848420105 3,687 558,632 SH SOLE 0 558,632 SPINNAKER EXPL COM 84855W109 2,225 62,700 SH SOLE 0 62,700 SPORTSMANS GUI COM 848907200 2,001 106,842 SH SOLE 0 106,842 SPRINT CORP COM 852061100 37,118 1,479,395 SH SOLE 0 1,479,395 SPSS INC COM 78462K102 1,029 53,540 SH SOLE 0 53,540 SPX CORP COM 784635104 3,665 79,706 SH SOLE 0 79,706 SRA INTL INC CL A 78464R105 562 16,200 SH SOLE 0 16,200 SS&C TECHNOLOG COM 85227Q100 2,633 83,100 SH SOLE 0 83,100 ST JOE CO COM 790148100 473 5,800 SH SOLE 0 5,800 ST JOSEPH CAP COM 790595102 880 24,888 SH SOLE 0 24,888 ST JUDE MED IN COM 790849103 15,657 359,028 SH SOLE 0 359,028 ST MARY LD & E COM 792228108 3,822 131,900 SH SOLE 0 131,900 ST PAUL TRAVEL COM 792860108 27,753 702,087 SH SOLE 0 702,087 STAGE STORES I COM 85254C305 3,462 79,400 SH SOLE 0 79,400 STANCORP FINL COM 852891100 4,167 54,410 SH SOLE 0 54,410 STANDARD MICRO COM 853626109 895 38,300 SH SOLE 0 38,300 STANDARD MTR P COM 853666105 408 30,900 SH SOLE 0 30,900 STANDARD PAC C COM 85375C101 11,638 132,330 SH SOLE 0 132,330 STANDARD REGIS COM 853887107 855 54,100 SH SOLE 0 54,100 STANDEX INTL C COM 854231107 676 23,800 SH SOLE 0 23,800 STANLEY WKS COM 854616109 3,930 86,297 SH SOLE 0 86,297 STAPLES INC COM 855030102 18,083 849,382 SH SOLE 0 849,382 STARBUCKS CORP COM 855244109 20,059 388,280 SH SOLE 0 388,280 STARTEK INC COM 85569C107 433 26,400 SH SOLE 0 26,400 STARWOOD HOTEL COM 85590A203 66,556 1,136,345 SH SOLE 0 1,136,345 STATE STR CORP COM 857477103 16,222 336,208 SH SOLE 0 336,208 STEAK N SHAKE COM 857873103 1,060 56,954 SH SOLE 0 56,954 STEEL DYNAMICS COM 858119100 2,803 106,790 SH SOLE 0 106,790 STEEL TECHNOLO COM 858147101 421 24,900 SH SOLE 0 24,900 STEELCASE INC CL A 858155203 2,609 188,400 SH SOLE 0 188,400 STEIN MART INC COM 858375108 1,561 71,000 SH SOLE 0 71,000 STEINER LEISUR ORD P8744Y102 232 6,250 SH SOLE 0 6,250 STEINWAY MUSIC COM 858495104 580 19,770 SH SOLE 0 19,770 STERICYCLE INC COM 858912108 6,537 129,910 SH SOLE 0 129,910 STERIS CORP COM 859152100 2,190 84,990 SH SOLE 0 84,990 STERLING BANCS COM 858907108 1,747 112,250 SH SOLE 0 112,250 STERLING FINL COM 859319105 1,769 47,310 SH SOLE 0 47,310 STEWART & STEV COM 860342104 8,314 366,900 SH SOLE 0 366,900 STEWART INFORM COM 860372101 1,562 37,200 SH SOLE 0 37,200 STOLT OFFSHORE ADR 861567105 2,841 313,240 SH SOLE 0 313,240 STONE ENERGY C COM 861642106 2,557 52,300 SH SOLE 0 52,300 STORAGE TECHNO COM 862111200 5,128 141,300 SH SOLE 0 141,300 STRATEGIC HOTE COM 86272T106 6,976 387,557 SH SOLE 0 387,557 STRAYER ED INC COM 863236105 1,001 11,600 SH SOLE 0 11,600 STRIDE RITE CO COM 863314100 3,843 278,700 SH SOLE 0 278,700 STRYKER CORP COM 863667101 20,402 428,980 SH SOLE 0 428,980 STURM RUGER & COM 864159108 416 49,700 SH SOLE 0 49,700 SUN BANCORP IN COM 86663B102 802 38,814 SH SOLE 0 38,814 SUN HYDRAULICS COM 866942105 3,545 97,416 SH SOLE 0 97,416 SUN MICROSYSTE COM 866810104 12,873 3,451,176 SH SOLE 0 3,451,176 SUNGARD DATA S COM 867363103 11,962 340,120 SH SOLE 0 340,120 SUNOCO INC COM 86764P109 7,810 68,698 SH SOLE 0 68,698 SUNOPTA INC COM 8676EP108 1,477 260,000 SH SOLE 0 260,000 SUNRISE SENIOR COM 86768K106 2,116 39,200 SH SOLE 0 39,200 SUNTERRA CORP COM 86787D208 3,518 217,050 SH SOLE 0 217,050 SUNTRUST BKS I COM 867914103 24,516 339,368 SH SOLE 0 339,368 SUPERIOR ENERG COM 868157108 4,581 257,340 SH SOLE 0 257,340 SUPERIOR INDS COM 868168105 1,294 54,600 SH SOLE 0 54,600 SUPERTEX INC COM 868532102 473 26,800 SH SOLE 0 26,800 SUPERVALU INC COM 868536103 4,296 131,748 SH SOLE 0 131,748 SURMODICS INC COM 868873100 1,479 34,100 SH SOLE 0 34,100 SUSQUEHANNA BA COM 869099101 2,351 95,600 SH SOLE 0 95,600 SUSSEX BANCORP COM 869245100 172 12,000 SH SOLE 0 12,000 SVB FINL GROUP COM 78486Q101 2,280 47,600 SH SOLE 0 47,600 SWIFT ENERGY C COM 870738101 2,081 58,100 SH SOLE 0 58,100 SWIFT TRANSN C COM 870756103 1,532 65,780 SH SOLE 0 65,780 SWS GROUP INC COM 78503N107 563 32,767 SH SOLE 0 32,767 SYBASE INC COM 871130100 3,148 171,570 SH SOLE 0 171,570 SYBRON DENTAL COM 871142105 4,409 117,200 SH SOLE 0 117,200 SYKES ENTERPRI COM 871237103 506 53,310 SH SOLE 0 53,310 SYMANTEC CORP COM 871503108 16,884 776,636 SH SOLE 0 776,636 SYMBION INC DE COM 871507109 5,194 217,767 SH SOLE 0 217,767 SYMBOL TECHNOL COM 871508107 2,264 229,350 SH SOLE 0 229,350 SYMMETRICOM IN COM 871543104 978 94,500 SH SOLE 0 94,500 SYNAPTICS INC COM 87157D109 1,726 80,800 SH SOLE 0 80,800 SYNOPSYS INC COM 871607107 2,999 179,928 SH SOLE 0 179,928 SYNOVUS FINL C COM 87161C105 8,866 309,242 SH SOLE 0 309,242 SYSCO CORP COM 871829107 23,385 646,160 SH SOLE 0 646,160 TAG-IT PAC INC COM 873774103 206 88,000 SH SOLE 0 88,000 TAIWAN SEMICON ADR 874039100 5,337 585,189 SH SOLE 0 585,189 TAKE-TWO INTER COM 874054109 8,157 320,500 SH SOLE 0 320,500 TALBOTS INC COM 874161102 1,136 35,000 SH SOLE 0 35,000 TALISMAN ENERG COM 87425E103 500 13,300 SH SOLE 0 13,300 TALX CORP COM 874918105 1,240 42,900 SH SOLE 0 42,900 TARGET CORP COM 87612E106 49,965 918,299 SH SOLE 0 918,299 TAUBMAN CTRS I COM 876664103 7,394 216,900 SH SOLE 0 216,900 TAYLOR CAP GRO COM 876851106 381 9,700 SH SOLE 0 9,700 TBC CORP NEW COM 872183108 1,248 46,000 SH SOLE 0 46,000 TCF FINL CORP COM 872275102 3,452 133,400 SH SOLE 0 133,400 TEAM INC COM 878155100 314 14,600 SH SOLE 0 14,600 TECH DATA CORP COM 878237106 5,240 143,170 SH SOLE 0 143,170 TECHNE CORP COM 878377100 2,849 62,050 SH SOLE 0 62,050 TECHNICAL OLYM COM 878483106 265 10,900 SH SOLE 0 10,900 TECHNITROL INC COM 878555101 1,173 83,000 SH SOLE 0 83,000 TECHTEAM GLOBA COM 878311109 861 66,530 SH SOLE 0 66,530 TECO ENERGY IN COM 872375100 3,884 205,380 SH SOLE 0 205,380 TECUMSEH PRODS CL A 878895200 538 19,600 SH SOLE 0 19,600 TEKTRONIX INC COM 879131100 1,927 82,816 SH SOLE 0 82,816 TELE NORTE LES ADR 879246106 11,322 680,000 SH SOLE 0 680,000 TELECOMUNICACO ADR 879287308 9,651 316,433 SH SOLE 0 316,433 TELEDYNE TECHN COM 879360105 6,193 190,090 SH SOLE 0 190,090 TELEFLEX INC COM 879369106 3,185 53,640 SH SOLE 0 53,640 TELEFONICA S A ADR 879382208 580 11,856 SH SOLE 0 11,856 TELEFONOS DE M ADR 879403780 56,588 2,995,680 SH SOLE 0 2,995,680 TELEPHONE & DA COM 879433100 5,546 135,910 SH SOLE 0 135,910 TELEWEST GLOBA COM 87956T107 14,077 617,971 SH SOLE 0 617,971 TELIK INC COM 87959M109 4,960 305,200 SH SOLE 0 305,200 TELLABS INC COM 879664100 5,052 580,652 SH SOLE 0 580,652 TEMPLE INLAND COM 879868107 4,594 123,656 SH SOLE 0 123,656 TEMPUR PEDIC I COM 88023U101 5,388 242,930 SH SOLE 0 242,930 TENARIS S A ADR 88031M109 12,523 160,000 SH SOLE 0 160,000 TENET HEALTHCA COM 88033G100 5,863 478,980 SH SOLE 0 478,980 TENNANT CO COM 880345103 567 16,000 SH SOLE 0 16,000 TERADYNE INC COM 880770102 3,048 254,600 SH SOLE 0 254,600 TESORO CORP COM 881609101 2,094 45,010 SH SOLE 0 45,010 TESSERA TECHNO COM 88164L100 284 8,500 SH SOLE 0 8,500 TETRA TECH INC COM 88162G103 2,519 186,206 SH SOLE 0 186,206 TETRA TECHNOLO COM 88162F105 1,478 46,400 SH SOLE 0 46,400 TEVA PHARMACEU ADR 881624209 14,879 477,800 SH SOLE 0 477,800 TEXAS CAPITAL COM 88224Q107 855 43,300 SH SOLE 0 43,300 TEXAS INDS INC COM 882491103 3,509 62,400 SH SOLE 0 62,400 TEXAS INSTRS I COM 882508104 47,032 1,675,511 SH SOLE 0 1,675,511 TEXAS REGL BAN CL A 882673106 1,332 43,700 SH SOLE 0 43,700 TEXTRON INC COM 883203101 10,618 139,983 SH SOLE 0 139,983 TF FINL CORP COM 872391107 207 7,400 SH SOLE 0 7,400 THERAGENICS CO COM 883375107 211 65,400 SH SOLE 0 65,400 THERMA-WAVE IN COM 88343A108 269 112,900 SH SOLE 0 112,900 THERMO ELECTRO COM 883556102 4,834 179,905 SH SOLE 0 179,905 THERMOGENESIS COM 883623209 2,932 674,000 SH SOLE 0 674,000 THOMAS & BETTS COM 884315102 6,211 219,950 SH SOLE 0 219,950 THOMAS INDS IN COM 884425109 1,215 30,400 SH SOLE 0 30,400 THOMAS PPTYS G COM 884453101 668 53,400 SH SOLE 0 53,400 THOR INDS INC COM 885160101 16,011 509,420 SH SOLE 0 509,420 THQ INC COM 872443403 5,502 187,990 SH SOLE 0 187,990 TIDEWATER INC COM 886423102 3,701 97,100 SH SOLE 0 97,100 TIERONE CORP COM 88650R108 921 33,960 SH SOLE 0 33,960 TIFFANY & CO N COM 886547108 4,810 146,820 SH SOLE 0 146,820 TIMBERLAND CO CL A 887100105 3,290 84,970 SH SOLE 0 84,970 TIME WARNER IN COM 887317105 78,376 4,690,339 SH SOLE 0 4,690,339 TIMKEN CO COM 887389104 4,645 201,100 SH SOLE 0 201,100 TITAN CORP COM 888266103 3,068 134,900 SH SOLE 0 134,900 TJX COS INC NE COM 872540109 11,508 472,624 SH SOLE 0 472,624 TODCO CL A 88889T107 634 24,700 SH SOLE 0 24,700 TOLL BROTHERS COM 889478103 8,754 86,200 SH SOLE 0 86,200 TOLLGRADE COMM COM 889542106 203 27,000 SH SOLE 0 27,000 TOO INC COM 890333107 3,143 134,500 SH SOLE 0 134,500 TOOTSIE ROLL I COM 890516107 1,315 44,966 SH SOLE 0 44,966 TORCHMARK CORP COM 891027104 5,667 108,567 SH SOLE 0 108,567 TORO CO COM 891092108 4,726 122,400 SH SOLE 0 122,400 TOTAL SYS SVCS COM 891906109 234 9,700 SH SOLE 0 9,700 TOWER GROUP IN COM 891777104 5,440 348,080 SH SOLE 0 348,080 TOYOTA MOTOR C ADR 892331307 458 6,400 SH SOLE 0 6,400 TOYS R US INC COM 892335100 6,848 258,600 SH SOLE 0 258,600 TRACTOR SUPPLY COM 892356106 6,119 124,630 SH SOLE 0 124,630 TRANSACTION SY COM 893416107 1,962 79,650 SH SOLE 0 79,650 TRANSKARYOTIC COM 893735100 1,057 28,900 SH SOLE 0 28,900 TRANSOCEAN INC ORD G90078109 18,763 347,659 SH SOLE 0 347,659 TREDEGAR CORP COM 894650100 1,062 68,100 SH SOLE 0 68,100 TREX INC COM 89531P105 1,285 50,000 SH SOLE 0 50,000 TRIAD GTY INC COM 895925105 2,965 58,850 SH SOLE 0 58,850 TRIAD HOSPITAL COM 89579K109 6,459 118,218 SH SOLE 0 118,218 TRIARC COS INC CL B 895927309 1,724 116,000 SH SOLE 0 116,000 TRIBUNE CO NEW COM 896047107 10,560 300,178 SH SOLE 0 300,178 TRICO BANCSHAR COM 896095106 413 18,500 SH SOLE 0 18,500 TRIDENT MICROS COM 895919108 930 41,000 SH SOLE 0 41,000 TRIMBLE NAVIGA COM 896239100 4,606 118,200 SH SOLE 0 118,200 TRINITY INDS I COM 896522109 18,792 586,700 SH SOLE 0 586,700 TRIQUINT SEMIC COM 89674K103 3,486 1,046,800 SH SOLE 0 1,046,800 TRIUMPH GROUP COM 896818101 1,133 32,600 SH SOLE 0 32,600 TRIZEC PROPERT COM 89687P107 1,775 86,280 SH SOLE 0 86,280 TRIZETTO GROUP COM 896882107 764 54,560 SH SOLE 0 54,560 TRM CORP COM 872636105 1,346 80,000 SH SOLE 0 80,000 TRUSTCO BK COR COM 898349105 2,014 154,239 SH SOLE 0 154,239 TRW AUTOMOTIVE COM 87264S106 1,336 54,500 SH SOLE 0 54,500 TSAKOS ENERGY SHS G9108L108 314 8,100 SH SOLE 0 8,100 TTM TECHNOLOGI COM 87305R109 395 51,900 SH SOLE 0 51,900 TUPPERWARE COR COM 899896104 1,483 63,450 SH SOLE 0 63,450 TUT SYSTEMS COM 901103101 101 33,800 SH SOLE 0 33,800 TXU CORP COM 873168108 20,243 243,627 SH SOLE 0 243,627 TYCO INTL LTD COM 902124106 59,059 2,022,555 SH SOLE 0 2,022,555 TYSON FOODS IN CL A 902494103 6,873 386,124 SH SOLE 0 386,124 U S G CORP COM 903293405 644 15,150 SH SOLE 0 15,150 U S XPRESS ENT CL A 90338N103 167 14,000 SH SOLE 0 14,000 U STORE IT TR COM 91274F104 1,090 57,200 SH SOLE 0 57,200 UBIQUITEL INC COM 903474302 1,385 169,750 SH SOLE 0 169,750 UCBH HOLDINGS COM 90262T308 3,047 187,600 SH SOLE 0 187,600 UGI CORP NEW COM 902681105 6,437 230,700 SH SOLE 0 230,700 UICI COM 902737105 2,477 83,200 SH SOLE 0 83,200 UIL HLDG CORP COM 902748102 1,517 28,200 SH SOLE 0 28,200 ULTIMATE SOFTW COM 90385D107 2,525 153,944 SH SOLE 0 153,944 ULTRATECH INC COM 904034105 3,614 197,500 SH SOLE 0 197,500 UMB FINL CORP COM 902788108 2,583 45,300 SH SOLE 0 45,300 UMPQUA HLDGS C COM 904214103 2,144 91,100 SH SOLE 0 91,100 UNIBANCO-UNIAO GDR 90458E107 8,326 215,600 SH SOLE 0 215,600 UNIFI INC COM 904677101 170 40,000 SH SOLE 0 40,000 UNION PAC CORP COM 907818108 16,976 261,968 SH SOLE 0 261,968 UNIONBANCAL CO COM 908906100 629 9,400 SH SOLE 0 9,400 UNISOURCE ENER COM 909205106 2,177 70,800 SH SOLE 0 70,800 UNISYS CORP COM 909214108 2,062 325,685 SH SOLE 0 325,685 UNIT CORP COM 909218109 4,053 92,100 SH SOLE 0 92,100 UNITED AMER IN CL A 90933T109 1,381 80,315 SH SOLE 0 80,315 UNITED AUTO GR COM 909440109 2,050 68,800 SH SOLE 0 68,800 UNITED BANKSHA COM 909907107 2,838 79,700 SH SOLE 0 79,700 UNITED DOMINIO COM 910197102 3,492 145,200 SH SOLE 0 145,200 UNITED INDL CO COM 910671106 3,897 109,050 SH SOLE 0 109,050 UNITED MICROEL ADR 910873207 11,191 2,722,916 SH SOLE 0 2,722,916 UNITED NAT FOO COM 911163103 2,430 80,000 SH SOLE 0 80,000 UNITED PARCEL CL B 911312106 77,450 1,119,860 SH SOLE 0 1,119,860 UNITED RENTALS COM 911363109 1,552 76,800 SH SOLE 0 76,800 UNITED STATES COM 912909108 3,959 115,184 SH SOLE 0 115,184 UNITED STATION COM 913004107 3,344 68,100 SH SOLE 0 68,100 UNITED SURGICA COM 913016309 3,078 59,100 SH SOLE 0 59,100 UNITED TECHNOL COM 913017109 55,371 1,078,300 SH SOLE 0 1,078,300 UNITED THERAPE COM 91307C102 410 8,500 SH SOLE 0 8,500 UNITEDHEALTH G COM 91324P102 69,232 1,327,804 SH SOLE 0 1,327,804 UNITRIN INC COM 913275103 3,020 61,500 SH SOLE 0 61,500 UNIVERSAL AMER COM 913377107 1,149 50,800 SH SOLE 0 50,800 UNIVERSAL COMP COM 913431102 1,040 28,700 SH SOLE 0 28,700 UNIVERSAL CORP COM 913456109 1,191 27,200 SH SOLE 0 27,200 UNIVERSAL FST COM 913543104 1,463 35,300 SH SOLE 0 35,300 UNIVERSAL HLTH CL B 913903100 4,574 73,560 SH SOLE 0 73,560 UNIVISION COMM CL A 914906102 7,998 290,300 SH SOLE 0 290,300 UNOCAL CORP COM 915289102 17,507 269,137 SH SOLE 0 269,137 UNUMPROVIDENT COM 91529Y106 6,620 361,365 SH SOLE 0 361,365 URBAN OUTFITTE COM 917047102 4,462 78,700 SH SOLE 0 78,700 UROLOGIX INC COM 917273104 866 200,000 SH SOLE 0 200,000 URS CORP NEW COM 903236107 3,275 87,688 SH SOLE 0 87,688 US BANCORP DEL COM 902973304 54,120 1,853,439 SH SOLE 0 1,853,439 USA TRUCK INC COM 902925106 656 26,500 SH SOLE 0 26,500 USANA HEALTH S COM 90328M107 2,128 50,300 SH SOLE 0 50,300 USEC INC COM 90333E108 3,492 238,500 SH SOLE 0 238,500 UST INC COM 902911106 7,382 161,680 SH SOLE 0 161,680 UTI WORLDWIDE ORD G87210103 819 11,770 SH SOLE 0 11,770 UTSTARCOM INC COM 918076100 864 115,400 SH SOLE 0 115,400 V F CORP COM 918204108 5,691 99,464 SH SOLE 0 99,464 VAALCO ENERGY COM 91851C201 674 194,896 SH SOLE 0 194,896 VAIL RESORTS I COM 91879Q109 2,473 88,000 SH SOLE 0 88,000 VALASSIS COMMU COM 918866104 1,964 53,000 SH SOLE 0 53,000 VALEANT PHARMA COM 91911X104 1,730 98,150 SH SOLE 0 98,150 VALERO ENERGY COM 91913Y100 20,402 257,900 SH SOLE 0 257,900 VALLEY BANCORP COM 91929R107 228 7,624 SH SOLE 0 7,624 VALMONT INDS I COM 920253101 1,084 42,000 SH SOLE 0 42,000 VALSPAR CORP COM 920355104 2,612 54,100 SH SOLE 0 54,100 VALUECLICK INC COM 92046N102 5,963 483,600 SH SOLE 0 483,600 VARIAN INC COM 922206107 2,341 61,950 SH SOLE 0 61,950 VARIAN MED SYS COM 92220P105 8,883 237,960 SH SOLE 0 237,960 VARIAN SEMICON COM 922207105 8,640 233,500 SH SOLE 0 233,500 VASCO DATA SEC COM 92230Y104 2,366 243,868 SH SOLE 0 243,868 VASCULAR SOLUT COM 92231M109 794 68,326 SH SOLE 0 68,326 VASOGEN INC COM 92232F103 337 68,700 SH SOLE 0 68,700 VCA ANTECH INC COM 918194101 3,519 145,100 SH SOLE 0 145,100 VECTREN CORP COM 92240G101 2,318 80,666 SH SOLE 0 80,666 VEECO INSTRS I COM 922417100 2,771 170,200 SH SOLE 0 170,200 VENTAS INC COM 92276F100 2,617 86,670 SH SOLE 0 86,670 VENTIV HEALTH COM 922793104 2,397 124,300 SH SOLE 0 124,300 VERIFONE HLDGS COM 92342Y109 2,740 168,620 SH SOLE 0 168,620 VERINT SYS INC COM 92343X100 2,297 71,420 SH SOLE 0 71,420 VERISIGN INC COM 92343E102 7,568 263,159 SH SOLE 0 263,159 VERITAS DGC IN COM 92343P107 1,925 69,400 SH SOLE 0 69,400 VERITAS SOFTWA COM 923436109 10,390 425,823 SH SOLE 0 425,823 VERITY INC COM 92343C106 676 77,100 SH SOLE 0 77,100 VERIZON COMMUN COM 92343V104 96,768 2,800,824 SH SOLE 0 2,800,824 VERTEX PHARMAC COM 92532F100 3,762 223,280 SH SOLE 0 223,280 VERTRUE INC COM 92534N101 783 20,100 SH SOLE 0 20,100 VIACOM INC CL B 925524308 51,719 1,615,218 SH SOLE 0 1,615,218 VIAD CORP COM 92552R406 1,295 45,700 SH SOLE 0 45,700 VIASAT INC COM 92552V100 1,815 89,200 SH SOLE 0 89,200 VIASYS HEALTHC COM 92553Q209 1,371 60,700 SH SOLE 0 60,700 VICOR CORP COM 925815102 853 62,700 SH SOLE 0 62,700 VICURON PHARMA COM 926471103 977 35,000 SH SOLE 0 35,000 VINEYARD NATL COM 927426106 1,127 35,700 SH SOLE 0 35,700 VINTAGE PETE I COM 927460105 5,068 166,340 SH SOLE 0 166,340 VIROPHARMA INC COM 928241108 902 129,843 SH SOLE 0 129,843 VISHAY INTERTE COM 928298108 2,265 190,796 SH SOLE 0 190,796 VISTEON CORP COM 92839U107 762 126,366 SH SOLE 0 126,366 VITAL IMAGES I COM 92846N104 1,330 74,095 SH SOLE 0 74,095 VITAL SIGNS IN COM 928469105 819 18,900 SH SOLE 0 18,900 VITRAN INC COM 92850E107 397 25,100 SH SOLE 0 25,100 VNUS MED TECHN COM 928566108 820 68,400 SH SOLE 0 68,400 VOLT INFORMATI COM 928703107 1,224 51,600 SH SOLE 0 51,600 VORNADO RLTY T COM 929042109 7,775 96,700 SH SOLE 0 96,700 VSE CORP COM 918284100 1,380 42,741 SH SOLE 0 42,741 VULCAN MATLS C COM 929160109 6,493 99,900 SH SOLE 0 99,900 WABASH NATL CO COM 929566107 1,764 72,800 SH SOLE 0 72,800 WABTEC CORP COM 929740108 5,755 267,910 SH SOLE 0 267,910 WACHOVIA CORP COM 929903102 79,222 1,597,215 SH SOLE 0 1,597,215 WADDELL & REED CL A 930059100 1,641 88,700 SH SOLE 0 88,700 WAL MART STORE COM 931142103 162,417 3,369,638 SH SOLE 0 3,369,638 WALGREEN CO COM 931422109 49,024 1,065,971 SH SOLE 0 1,065,971 WALTER INDS IN COM 93317Q105 1,053 26,200 SH SOLE 0 26,200 WARREN RES INC COM 93564A100 373 35,600 SH SOLE 0 35,600 WASHINGTON FED COM 938824109 2,162 91,925 SH SOLE 0 91,925 WASHINGTON GRO COM 938862208 3,819 74,700 SH SOLE 0 74,700 WASHINGTON MUT COM 939322103 36,760 903,421 SH SOLE 0 903,421 WASHINGTON POS CL B 939640108 6,513 7,800 SH SOLE 0 7,800 WASTE CONNECTI COM 941053100 5,892 158,000 SH SOLE 0 158,000 WASTE MGMT INC COM 94106L109 16,052 566,409 SH SOLE 0 566,409 WATERS CORP COM 941848103 4,341 116,800 SH SOLE 0 116,800 WATSCO INC COM 942622200 3,033 71,200 SH SOLE 0 71,200 WATSON PHARMAC COM 942683103 4,332 146,540 SH SOLE 0 146,540 WATSON WYATT & CL A 942712100 3,129 122,100 SH SOLE 0 122,100 WATTS WATER TE CL A 942749102 1,983 59,200 SH SOLE 0 59,200 WAUSAU PAPER C COM 943315101 1,270 106,000 SH SOLE 0 106,000 WCI CMNTYS INC COM 92923C104 1,393 43,500 SH SOLE 0 43,500 WD-40 CO COM 929236107 955 34,200 SH SOLE 0 34,200 WEATHERFORD IN COM G95089101 9,763 168,390 SH SOLE 0 168,390 WEBEX COMMUNIC COM 94767L109 4,519 171,100 SH SOLE 0 171,100 WEBMD CORP COM 94769M105 217 21,100 SH SOLE 0 21,100 WEBSENSE INC COM 947684106 4,727 98,380 SH SOLE 0 98,380 WEBSIDESTORY I COM 947685103 2,787 190,112 SH SOLE 0 190,112 WEBSTER FINL C COM 947890109 2,662 57,016 SH SOLE 0 57,016 WEIGHT WATCHER COM 948626106 325 6,300 SH SOLE 0 6,300 WEINGARTEN RLT COM 948741103 3,522 89,800 SH SOLE 0 89,800 WELLCARE HEALT COM 94946T106 387 10,900 SH SOLE 0 10,900 WELLCHOICE INC COM 949475107 1,802 25,940 SH SOLE 0 25,940 WELLMAN INC COM 949702104 1,203 118,060 SH SOLE 0 118,060 WELLPOINT INC COM 94973V107 42,493 610,180 SH SOLE 0 610,180 WELLS FARGO & COM 949746101 106,308 1,726,335 SH SOLE 0 1,726,335 WENDYS INTL IN COM 950590109 5,641 118,391 SH SOLE 0 118,391 WERNER ENTERPR COM 950755108 2,197 111,990 SH SOLE 0 111,990 WESCO INTL INC COM 95082P105 4,227 134,700 SH SOLE 0 134,700 WEST CORP COM 952355105 1,051 27,370 SH SOLE 0 27,370 WESTAMERICA BA COM 957090103 1,838 34,800 SH SOLE 0 34,800 WESTAR ENERGY COM 95709T100 7,835 326,050 SH SOLE 0 326,050 WESTCORP INC COM 957907108 4,704 89,730 SH SOLE 0 89,730 WESTELL TECHNO CL A 957541105 2,432 406,750 SH SOLE 0 406,750 WESTERN DIGITA COM 958102105 5,069 377,726 SH SOLE 0 377,726 WESTERN GAS RE COM 958259103 2,391 68,500 SH SOLE 0 68,500 WESTFIELD FINA COM 96008D101 252 10,400 SH SOLE 0 10,400 WESTMORELAND C COM 960878106 506 24,600 SH SOLE 0 24,600 WESTWOOD ONE I COM 961815107 1,845 90,300 SH SOLE 0 90,300 WEYERHAEUSER C COM 962166104 15,529 243,975 SH SOLE 0 243,975 WFS FINL INC COM 92923B106 2,134 42,080 SH SOLE 0 42,080 WGL HLDGS INC COM 92924F106 1,736 51,600 SH SOLE 0 51,600 W-H ENERGY SVC COM 92925E108 1,952 78,300 SH SOLE 0 78,300 WHIRLPOOL CORP COM 963320106 4,832 68,918 SH SOLE 0 68,918 WHITING PETE C COM 966387102 4,542 125,100 SH SOLE 0 125,100 WHITNEY HLDG C COM 966612103 4,209 129,000 SH SOLE 0 129,000 WHOLE FOODS MK COM 966837106 8,771 74,200 SH SOLE 0 74,200 WILD OATS MARK COM 96808B107 5,053 441,300 SH SOLE 0 441,300 WILLIAMS COS I COM 969457100 11,352 597,466 SH SOLE 0 597,466 WILLIAMS SONOM COM 969904101 7,550 190,800 SH SOLE 0 190,800 WILMINGTON TRU COM 971807102 2,575 71,500 SH SOLE 0 71,500 WILSHIRE BANCO COM 97186T108 480 33,470 SH SOLE 0 33,470 WILSON GREATBA COM 972232102 1,056 44,200 SH SOLE 0 44,200 WIND RIVER SYS COM 973149107 1,312 83,691 SH SOLE 0 83,691 WINNEBAGO INDS COM 974637100 3,735 114,050 SH SOLE 0 114,050 WINSTON HOTELS COM 97563A102 154 13,700 SH SOLE 0 13,700 WINTRUST FINAN COM 97650W108 3,031 57,900 SH SOLE 0 57,900 WIRELESS FACIL COM 97653A103 1,101 173,950 SH SOLE 0 173,950 WISCONSIN ENER COM 976657106 5,230 134,100 SH SOLE 0 134,100 WMS INDS INC COM 929297109 4,074 120,700 SH SOLE 0 120,700 WOLVERINE TUBE COM 978093102 181 30,800 SH SOLE 0 30,800 WOLVERINE WORL COM 978097103 3,421 142,487 SH SOLE 0 142,487 WOODWARD GOVER COM 980745103 2,765 32,900 SH SOLE 0 32,900 WORLD ACCEP CO COM 981419104 3,761 125,150 SH SOLE 0 125,150 WORLD FUEL SVC COM 981475106 1,098 46,900 SH SOLE 0 46,900 WORTHINGTON IN COM 981811102 2,324 147,100 SH SOLE 0 147,100 WPS RESOURCES COM 92931B106 6,370 113,240 SH SOLE 0 113,240 WRIGHT EXPRESS COM 98233Q105 1,527 82,700 SH SOLE 0 82,700 WRIGLEY WM JR COM 982526105 13,393 194,552 SH SOLE 0 194,552 WYETH COM 983024100 59,701 1,341,598 SH SOLE 0 1,341,598 XCEL ENERGY IN COM 98389B100 7,944 406,985 SH SOLE 0 406,985 XEROX CORP COM 984121103 13,133 952,356 SH SOLE 0 952,356 XILINX INC COM 983919101 9,520 373,340 SH SOLE 0 373,340 XL CAP LTD CL A G98255105 10,294 138,320 SH SOLE 0 138,320 X-RITE INC COM 983857103 852 74,065 SH SOLE 0 74,065 XTO ENERGY INC COM 98385X106 14,262 419,599 SH SOLE 0 419,599 YAHOO INC COM 984332106 45,730 1,319,760 SH SOLE 0 1,319,760 YANKEE CANDLE COM 984757104 713 22,225 SH SOLE 0 22,225 YARDVILLE NATL COM 985021104 1,720 48,100 SH SOLE 0 48,100 YELLOW ROADWAY COM 985577105 5,984 117,800 SH SOLE 0 117,800 YORK INTL CORP COM 986670107 1,691 44,500 SH SOLE 0 44,500 YOUBET COM INC COM 987413101 1,983 399,080 SH SOLE 0 399,080 YUM BRANDS INC COM 988498101 15,500 297,611 SH SOLE 0 297,611 ZALE CORP NEW COM 988858106 24,078 759,800 SH SOLE 0 759,800 ZEBRA TECHNOLO CL A 989207105 3,339 76,250 SH SOLE 0 76,250 ZENITH NATL IN COM 989390109 3,189 47,000 SH SOLE 0 47,000 ZIMMER HLDGS I COM 98956P102 18,688 245,340 SH SOLE 0 245,340 ZINDART LTD ADR 989597109 291 65,452 SH SOLE 0 65,452 ZIONS BANCORPO COM 989701107 8,049 109,460 SH SOLE 0 109,460 ZIX CORP COM 98974P100 191 61,000 SH SOLE 0 61,000 ZOLL MED CORP COM 989922109 1,250 49,100 SH SOLE 0 49,100 ZOMAX INC MINN COM 989929104 241 86,800 SH SOLE 0 86,800 ZUMIEZ INC COM 989817101 1,647 56,500 SH SOLE 0 56,500 ZYMOGENETICS I COM 98985T109 1,929 109,600 SH SOLE 0 109,600
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