-----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, FBKiUUDV7/F3x1YuSeN3q6xq5L4R6lCplk/bmU05piwF9xkrIYxq1M+RQoqNwmUK ctYLTydRV5IPMT1tT77lNg== 0001083190-04-000007.txt : 20040811 0001083190-04-000007.hdr.sgml : 20040811 20040811130628 ACCESSION NUMBER: 0001083190-04-000007 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040630 FILED AS OF DATE: 20040811 EFFECTIVENESS DATE: 20040811 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: 04966463 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 q22004.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, 2004 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, 2004 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: 2,140 Form 13F Information Table Value Total: $18,293,414 (in 000s) List of Other Included Managers: N/A AS OF JUNE 30, 2004 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 1,278 157,000 SH SOLE 0 157,000 21ST CENTY INS COM 90130N103 1,517 117,200 SH SOLE 0 117,200 24/7 REAL MEDI COM 901314203 1,040 185,300 SH SOLE 0 185,300 3COM CORP COM 885535104 4,559 729,439 SH SOLE 0 729,439 3M CO COM 88579Y101 77,601 862,134 SH SOLE 0 862,134 4 KIDS ENTMT I COM 350865101 1,883 78,700 SH SOLE 0 78,700 99 CENTS ONLY COM 65440K106 2,057 134,866 SH SOLE 0 134,866 A C MOORE ARTS COM 00086T103 6,864 249,500 SH SOLE 0 249,500 A D C TELECOMM COM 000886101 2,448 861,890 SH SOLE 0 861,890 AAR CORP COM 000361105 1,230 108,400 SH SOLE 0 108,400 AARON RENTS IN COM 002535201 6,005 181,200 SH SOLE 0 181,200 ABAXIS INC COM 002567105 2,251 118,600 SH SOLE 0 118,600 ABBOTT LABS COM 002824100 68,064 1,669,864 SH SOLE 0 1,669,864 ABERCROMBIE & CL A 002896207 9,314 240,350 SH SOLE 0 240,350 ABGENIX INC COM 00339B107 886 75,610 SH SOLE 0 75,610 ABLE LABORATOR COM 00371N407 1,700 82,700 SH SOLE 0 82,700 ABM INDS INC COM 000957100 3,915 201,100 SH SOLE 0 201,100 ACADIA RLTY TR COM 004239109 1,171 85,200 SH SOLE 0 85,200 ACCELRYS INC COM 00430U103 281 28,500 SH SOLE 0 28,500 ACCREDO HEALTH COM 00437V104 7,659 196,625 SH SOLE 0 196,625 ACE COMM CORP COM 004404109 628 260,515 SH SOLE 0 260,515 ACE LTD ORD G0070K103 12,758 301,740 SH SOLE 0 301,740 ACETO CORP COM 004446100 2,350 133,496 SH SOLE 0 133,496 ACTEL CORP COM 004934105 1,602 86,600 SH SOLE 0 86,600 ACTION PERFORM COM 004933107 930 61,700 SH SOLE 0 61,700 ACTIVISION INC COM 004930202 5,436 341,875 SH SOLE 0 341,875 ACTUANT CORP CL A 00508X203 480 12,300 SH SOLE 0 12,300 ACUITY BRANDS COM 00508Y102 3,866 143,200 SH SOLE 0 143,200 ACXIOM CORP COM 005125109 7,625 307,100 SH SOLE 0 307,100 ADAPTEC INC COM 00651F108 3,125 369,400 SH SOLE 0 369,400 ADMINISTAFF IN COM 007094105 1,486 89,500 SH SOLE 0 89,500 ADOBE SYS INC COM 00724F101 12,181 261,964 SH SOLE 0 261,964 ADOLOR CORP COM 00724X102 926 73,000 SH SOLE 0 73,000 ADTRAN INC COM 00738A106 4,962 148,700 SH SOLE 0 148,700 ADVANCE AUTO P COM 00751Y106 468 10,600 SH SOLE 0 10,600 ADVANCED DIGIT COM 007525108 416 42,900 SH SOLE 0 42,900 ADVANCED ENERG COM 007973100 1,726 109,800 SH SOLE 0 109,800 ADVANCED FIBRE COM 00754A105 3,402 168,400 SH SOLE 0 168,400 ADVANCED MARKE COM 00753T105 828 64,100 SH SOLE 0 64,100 ADVANCED MEDIC COM 00763M108 5,538 130,100 SH SOLE 0 130,100 ADVANCED MICRO COM 007903107 5,991 376,774 SH SOLE 0 376,774 ADVANCED NEURO COM 00757T101 851 25,950 SH SOLE 0 25,950 ADVANTA CORP CL B 007942204 688 30,000 SH SOLE 0 30,000 ADVENT SOFTWAR COM 007974108 1,119 61,900 SH SOLE 0 61,900 ADVISORY BRD C COM 00762W107 1,239 34,800 SH SOLE 0 34,800 ADVO INC COM 007585102 4,897 148,750 SH SOLE 0 148,750 AEROFLEX INC COM 007768104 7,954 557,020 SH SOLE 0 557,020 AEROPOSTALE COM 007865108 2,426 90,150 SH SOLE 0 90,150 AES CORP COM 00130H105 7,238 728,877 SH SOLE 0 728,877 AETNA INC NEW COM 00817Y108 14,199 167,049 SH SOLE 0 167,049 AFFILIATED COM CL A 008190100 9,963 188,200 SH SOLE 0 188,200 AFFILIATED MAN COM 008252108 8,674 172,205 SH SOLE 0 172,205 AFFORDABLE RES COM 008273104 287 17,300 SH SOLE 0 17,300 AFFYMETRIX INC COM 00826T108 1,550 47,370 SH SOLE 0 47,370 AFLAC INC COM 001055102 22,294 546,280 SH SOLE 0 546,280 AGCO CORP COM 001084102 6,661 327,000 SH SOLE 0 327,000 AGILE SOFTWARE COM 00846X105 1,106 126,440 SH SOLE 0 126,440 AGILENT TECHNO COM 00846U101 15,750 537,921 SH SOLE 0 537,921 AGILYSYS INC COM 00847J105 2,242 162,600 SH SOLE 0 162,600 AGL RES INC COM 001204106 3,518 121,100 SH SOLE 0 121,100 AGRIUM INC COM 008916108 1,502 103,200 SH SOLE 0 103,200 AIR PRODS & CH COM 009158106 12,853 245,052 SH SOLE 0 245,052 AIRGAS INC COM 009363102 6,578 275,100 SH SOLE 0 275,100 AIRTRAN HLDGS COM 00949P108 2,233 157,900 SH SOLE 0 157,900 AKAMAI TECHNOL COM 00971T101 1,267 70,600 SH SOLE 0 70,600 ALAMOSA HLDGS COM 011589108 1,232 167,600 SH SOLE 0 167,600 ALASKA AIR GRO COM 011659109 1,196 50,100 SH SOLE 0 50,100 ALBANY INTL CO CL A 012348108 6,232 185,700 SH SOLE 0 185,700 ALBEMARLE CORP COM 012653101 3,399 107,400 SH SOLE 0 107,400 ALBERTO CULVER COM 013068101 6,919 137,990 SH SOLE 0 137,990 ALBERTSONS INC COM 013104104 10,532 396,849 SH SOLE 0 396,849 ALCOA INC COM 013817101 32,801 993,074 SH SOLE 0 993,074 ALCON INC COM H01301102 370 4,700 SH SOLE 0 4,700 ALEXANDER & BA COM 014482103 2,656 79,400 SH SOLE 0 79,400 ALKERMES INC COM 01642T108 3,251 239,070 SH SOLE 0 239,070 ALLEGHENY ENER COM 017361106 2,086 135,340 SH SOLE 0 135,340 ALLEGHENY TECH COM 01741R102 1,562 86,555 SH SOLE 0 86,555 ALLERGAN INC COM 018490102 12,530 139,968 SH SOLE 0 139,968 ALLETE INC COM 018522102 5,491 164,900 SH SOLE 0 164,900 ALLIANCE CAP M UNIT 01855A101 747 22,000 SH SOLE 0 22,000 ALLIANCE DATA COM 018581108 8,535 202,000 SH SOLE 0 202,000 ALLIANCE GAMIN COM 01859P609 194 11,300 SH SOLE 0 11,300 ALLIANCE SEMIC COM 01877H100 706 118,600 SH SOLE 0 118,600 ALLIANT ENERGY COM 018802108 6,277 240,685 SH SOLE 0 240,685 ALLIANT TECHSY COM 018804104 6,774 106,950 SH SOLE 0 106,950 ALLIED WASTE I COM 019589308 4,456 338,060 SH SOLE 0 338,060 ALLMERICA FINL COM 019754100 3,360 99,400 SH SOLE 0 99,400 ALLSTATE CORP COM 020002101 35,089 753,800 SH SOLE 0 753,800 ALLTEL CORP COM 020039103 16,626 328,444 SH SOLE 0 328,444 ALPHARMA INC CL A 020813101 4,123 201,300 SH SOLE 0 201,300 ALTERA CORP COM 021441100 9,886 446,140 SH SOLE 0 446,140 ALTIRIS INC COM 02148M100 1,138 41,200 SH SOLE 0 41,200 ALTRIA GROUP I COM 02209S103 109,368 2,185,183 SH SOLE 0 2,185,183 AMAZON COM INC COM 023135106 3,340 61,400 SH SOLE 0 61,400 AMB PROPERTY C COM 00163T109 11,968 345,600 SH SOLE 0 345,600 AMBAC FINL GRO COM 023139108 9,146 124,540 SH SOLE 0 124,540 AMC ENTMT INC COM 001669100 2,874 187,000 SH SOLE 0 187,000 AMCORE FINL IN COM 023912108 4,400 145,890 SH SOLE 0 145,890 AMDOCS LTD ORD G02602103 1,260 53,770 SH SOLE 0 53,770 AMERADA HESS C COM 023551104 8,219 103,790 SH SOLE 0 103,790 AMEREN CORP COM 023608102 8,361 194,633 SH SOLE 0 194,633 AMERICA MOVIL ADR 02364W105 10,067 276,800 SH SOLE 0 276,800 AMERICAN CAPIT COM 024937104 2,567 91,600 SH SOLE 0 91,600 AMERICAN EAGLE COM 02553E106 8,247 285,250 SH SOLE 0 285,250 AMERICAN ELEC COM 025537101 13,575 424,217 SH SOLE 0 424,217 AMERICAN EQTY COM 025676206 2,074 208,400 SH SOLE 0 208,400 AMERICAN EXPRE COM 025816109 70,852 1,378,980 SH SOLE 0 1,378,980 AMERICAN FINL COM 025932104 4,191 137,100 SH SOLE 0 137,100 AMERICAN FINL COM 02607P305 3,784 264,800 SH SOLE 0 264,800 AMERICAN GREET CL A 026375105 18,398 793,700 SH SOLE 0 793,700 AMERICAN HEALT COM 02649V104 4,073 153,000 SH SOLE 0 153,000 AMERICAN HOME COM 02660R107 1,341 51,700 SH SOLE 0 51,700 AMERICAN INTL COM 026874107 201,892 2,832,373 SH SOLE 0 2,832,373 AMERICAN ITALI CL A 027070101 1,850 60,700 SH SOLE 0 60,700 AMERICAN MED S COM 02744M108 4,688 139,100 SH SOLE 0 139,100 AMERICAN PHARM COM 02886P109 314 10,350 SH SOLE 0 10,350 AMERICAN PWR C COM 029066107 5,614 285,710 SH SOLE 0 285,710 AMERICAN STD C COM 029712106 9,572 237,460 SH SOLE 0 237,460 AMERICAN STS W COM 029899101 1,192 51,300 SH SOLE 0 51,300 AMERICAN TOWER CL A 029912201 4,187 275,490 SH SOLE 0 275,490 AMERICREDIT CO COM 03060R101 6,046 309,600 SH SOLE 0 309,600 AMERIGROUP COR COM 03073T102 4,093 83,200 SH SOLE 0 83,200 AMERISOURCEBER COM 03073E105 7,905 132,240 SH SOLE 0 132,240 AMERUS GROUP C COM 03072M108 3,043 73,500 SH SOLE 0 73,500 AMETEK INC NEW COM 031100100 3,890 125,900 SH SOLE 0 125,900 AMGEN INC COM 031162100 76,794 1,407,260 SH SOLE 0 1,407,260 AMIS HLDGS INC COM 031538101 294 17,400 SH SOLE 0 17,400 AMKOR TECHNOLO COM 031652100 2,109 257,800 SH SOLE 0 257,800 AMLI RESIDENTI COM 001735109 332 11,300 SH SOLE 0 11,300 AMN HEALTHCARE COM 001744101 860 56,255 SH SOLE 0 56,255 AMPHENOL CORP CL A 032095101 1,813 54,400 SH SOLE 0 54,400 AMSOUTH BANCOR COM 032165102 9,727 381,898 SH SOLE 0 381,898 AMSURG CORP COM 03232P405 2,554 101,650 SH SOLE 0 101,650 ANADARKO PETE COM 032511107 17,060 291,121 SH SOLE 0 291,121 ANALOG DEVICES COM 032654105 19,647 417,320 SH SOLE 0 417,320 ANALOGIC CORP COM 032657207 1,948 45,900 SH SOLE 0 45,900 ANCHOR BANCORP COM 032839102 2,044 77,300 SH SOLE 0 77,300 ANCHOR GLASS C COM 03304B300 1,151 85,100 SH SOLE 0 85,100 ANDREW CORP COM 034425108 5,034 251,597 SH SOLE 0 251,597 ANDRX CORP DEL COM 034553107 838 30,000 SH SOLE 0 30,000 ANGELICA CORP COM 034663104 5,419 215,800 SH SOLE 0 215,800 ANGLO AMERN PL ADR 03485P102 1,475 70,650 SH SOLE 0 70,650 ANHEUSER BUSCH COM 035229103 46,343 858,198 SH SOLE 0 858,198 ANIXTER INTL I COM 035290105 4,492 132,000 SH SOLE 0 132,000 ANNTAYLOR STOR COM 036115103 3,696 127,550 SH SOLE 0 127,550 ANSOFT CORP COM 036384105 365 23,900 SH SOLE 0 23,900 ANSYS INC COM 03662Q105 3,511 74,700 SH SOLE 0 74,700 ANTHEM INC COM 03674B104 13,224 147,660 SH SOLE 0 147,660 AON CORP COM 037389103 9,559 335,771 SH SOLE 0 335,771 APACHE CORP COM 037411105 15,684 360,144 SH SOLE 0 360,144 APARTMENT INVT CL A 03748R101 19,456 625,000 SH SOLE 0 625,000 APOGEE ENTERPR COM 037598109 961 92,400 SH SOLE 0 92,400 APOGENT TECHNO COM 03760A101 5,347 167,100 SH SOLE 0 167,100 APOLLO GROUP I CL A 037604105 16,855 190,900 SH SOLE 0 190,900 APPLE COMPUTER COM 037833100 13,512 415,232 SH SOLE 0 415,232 APPLEBEES INTL COM 037899101 4,023 174,750 SH SOLE 0 174,750 APPLERA CORP COM 038020103 4,679 215,108 SH SOLE 0 215,108 APPLERA CORP COM 038020202 1,380 119,900 SH SOLE 0 119,900 APPLICA INC COM 03815A106 991 111,400 SH SOLE 0 111,400 APPLIED FILMS COM 038197109 4,486 154,600 SH SOLE 0 154,600 APPLIED INDL T COM 03820C105 4,208 139,700 SH SOLE 0 139,700 APPLIED MATLS COM 038222105 35,655 1,817,276 SH SOLE 0 1,817,276 APPLIED MICRO COM 03822W109 1,767 332,220 SH SOLE 0 332,220 APPLIED SIGNAL COM 038237103 1,478 42,159 SH SOLE 0 42,159 APRIA HEALTHCA COM 037933108 6,951 242,200 SH SOLE 0 242,200 APTARGROUP INC COM 038336103 5,370 122,900 SH SOLE 0 122,900 AQUA AMERICA I COM 03836W103 3,479 173,525 SH SOLE 0 173,525 AQUANTIVE INC COM 03839G105 678 68,600 SH SOLE 0 68,600 AQUILA INC COM 03840P102 1,301 365,550 SH SOLE 0 365,550 ARBITRON INC COM 03875Q108 3,798 104,000 SH SOLE 0 104,000 ARBOR RLTY TR COM 038923108 670 33,600 SH SOLE 0 33,600 ARCH CAP GROUP ORD G0450A105 2,985 74,850 SH SOLE 0 74,850 ARCH CHEMICALS COM 03937R102 2,257 78,300 SH SOLE 0 78,300 ARCH COAL INC COM 039380100 6,200 169,450 SH SOLE 0 169,450 ARCHER DANIELS COM 039483102 12,377 737,633 SH SOLE 0 737,633 ARCHSTONE SMIT COM 039583109 9,411 320,875 SH SOLE 0 320,875 ARCTIC CAT INC COM 039670104 1,930 70,100 SH SOLE 0 70,100 ARDEN RLTY INC COM 039793104 6,994 237,800 SH SOLE 0 237,800 ARGOSY GAMING COM 040228108 3,722 99,000 SH SOLE 0 99,000 ARIAD PHARMACE COM 04033A100 546 72,900 SH SOLE 0 72,900 ARKANSAS BEST COM 040790107 7,472 226,960 SH SOLE 0 226,960 ARMOR HOLDINGS COM 042260109 3,730 109,700 SH SOLE 0 109,700 ARQULE INC COM 04269E107 511 96,900 SH SOLE 0 96,900 ARROW ELECTRS COM 042735100 18,881 704,000 SH SOLE 0 704,000 ARROW INTL INC COM 042764100 898 30,000 SH SOLE 0 30,000 ARTESYN TECHNO COM 043127109 1,178 130,900 SH SOLE 0 130,900 ARTHROCARE COR COM 043136100 2,076 71,500 SH SOLE 0 71,500 ARVINMERITOR I COM 043353101 2,538 129,699 SH SOLE 0 129,699 ASCENTIAL SOFT COM 04362P207 1,772 110,800 SH SOLE 0 110,800 ASHFORD HOSPIT COM 044103109 3,019 361,600 SH SOLE 0 361,600 ASHLAND INC COM 044204105 3,961 75,011 SH SOLE 0 75,011 ASHWORTH INC COM 04516H101 376 45,200 SH SOLE 0 45,200 ASK JEEVES INC COM 045174109 5,214 133,590 SH SOLE 0 133,590 ASML HLDG NV COM N07059111 2,462 143,890 SH SOLE 0 143,890 ASPECT COMMUNI COM 04523Q102 241 17,000 SH SOLE 0 17,000 ASPEN INSURANC SHS G05384105 1,884 81,100 SH SOLE 0 81,100 ASSOCIATED BAN COM 045487105 6,103 205,962 SH SOLE 0 205,962 ASSURANT INC COM 04621X108 791 30,000 SH SOLE 0 30,000 ASTEC INDS INC COM 046224101 1,252 66,500 SH SOLE 0 66,500 ASTORIA FINL C COM 046265104 5,341 146,000 SH SOLE 0 146,000 ASYST TECHNOLO COM 04648X107 1,676 162,100 SH SOLE 0 162,100 AT RD INC COM 04648K105 574 75,000 SH SOLE 0 75,000 AT&T CORP COM 001957505 12,376 845,927 SH SOLE 0 845,927 AT&T WIRELESS COM 00209A106 41,961 2,930,270 SH SOLE 0 2,930,270 ATHEROGENICS I COM 047439104 3,776 198,440 SH SOLE 0 198,440 ATHEROS COMMUN COM 04743P108 1,909 180,800 SH SOLE 0 180,800 ATLANTIC COAST COM 048396105 875 152,500 SH SOLE 0 152,500 ATMEL CORP CONV 049513AE4 222 510,000 SH SOLE 0 510,000 ATMEL CORP COM 049513104 5,258 888,200 SH SOLE 0 888,200 ATMI INC COM 00207R101 3,295 120,668 SH SOLE 0 120,668 ATMOS ENERGY C COM 049560105 6,234 243,500 SH SOLE 0 243,500 ATWOOD OCEANIC COM 050095108 3,595 86,100 SH SOLE 0 86,100 AUDIOVOX CORP CL A 050757103 1,308 77,500 SH SOLE 0 77,500 AUGUST TECHNOL COM 05106U105 734 58,500 SH SOLE 0 58,500 AUTHENTIDATE H COM 052666104 293 26,800 SH SOLE 0 26,800 AUTODESK INC COM 052769106 5,176 120,914 SH SOLE 0 120,914 AUTOMATIC DATA COM 053015103 27,650 660,225 SH SOLE 0 660,225 AUTONATION INC COM 05329W102 6,460 377,800 SH SOLE 0 377,800 AUTOZONE INC COM 053332102 7,096 88,587 SH SOLE 0 88,587 AVALONBAY CMNT COM 053484101 78,835 1,394,822 SH SOLE 0 1,394,822 AVAYA INC COM 053499109 7,543 477,722 SH SOLE 0 477,722 AVERY DENNISON COM 053611109 8,841 138,116 SH SOLE 0 138,116 AVID TECHNOLOG COM 05367P100 8,671 158,900 SH SOLE 0 158,900 AVISTA CORP COM 05379B107 2,997 162,700 SH SOLE 0 162,700 AVNET INC COM 053807103 25,681 1,131,339 SH SOLE 0 1,131,339 AVOCENT CORP COM 053893103 5,479 149,138 SH SOLE 0 149,138 AVON PRODS INC COM 054303102 24,419 529,244 SH SOLE 0 529,244 AXCELIS TECHNO COM 054540109 8,250 663,200 SH SOLE 0 663,200 AXEDA SYSTEMS COM 054959101 199 186,092 SH SOLE 0 186,092 AXONYX INC COM 05461R101 455 86,800 SH SOLE 0 86,800 AZTAR CORP COM 054802103 4,791 171,100 SH SOLE 0 171,100 BAKER HUGHES I COM 057224107 13,361 354,864 SH SOLE 0 354,864 BALDOR ELEC CO COM 057741100 2,585 110,700 SH SOLE 0 110,700 BALL CORP COM 058498106 4,329 60,078 SH SOLE 0 60,078 BALLY TOTAL FI COM 05873K108 573 114,600 SH SOLE 0 114,600 BANCFIRST CORP COM 05945F103 2,701 45,200 SH SOLE 0 45,200 BANCO BRADESCO ADR 059460303 8,427 183,389 SH SOLE 0 183,389 BANCO ITAU HLD ADR 059602201 8,636 185,160 SH SOLE 0 185,160 BANCO SANTANDE ADR 05965X109 1,460 54,700 SH SOLE 0 54,700 BANDAG INC COM 059815100 1,612 36,200 SH SOLE 0 36,200 BANK HAWAII CO COM 062540109 5,693 125,900 SH SOLE 0 125,900 BANK NEW YORK COM 064057102 25,154 853,260 SH SOLE 0 853,260 BANK OF AMERIC COM 060505104 186,908 2,208,796 SH SOLE 0 2,208,796 BANK OF THE OZ COM 063904106 518 22,200 SH SOLE 0 22,200 BANK ONE CORP COM 06423A103 61,292 1,201,797 SH SOLE 0 1,201,797 BANKATLANTIC B CL A 065908501 8,659 469,300 SH SOLE 0 469,300 BANKNORTH GROU COM 06646R107 10,452 321,800 SH SOLE 0 321,800 BANKRATE INC COM 06646V108 257 30,000 SH SOLE 0 30,000 BANKUNITED FIN CL A 06652B103 5,725 221,900 SH SOLE 0 221,900 BANTA CORP COM 066821109 2,065 46,500 SH SOLE 0 46,500 BARD C R INC COM 067383109 7,378 130,236 SH SOLE 0 130,236 BARNES & NOBLE COM 067774109 4,377 128,800 SH SOLE 0 128,800 BARNES GROUP I COM 067806109 2,744 94,700 SH SOLE 0 94,700 BARR PHARMACEU COM 068306109 8,078 239,709 SH SOLE 0 239,709 BASSETT FURNIT COM 070203104 855 39,300 SH SOLE 0 39,300 BAUSCH & LOMB COM 071707103 3,669 56,386 SH SOLE 0 56,386 BAXTER INTL IN COM 071813109 23,539 682,092 SH SOLE 0 682,092 BAY VIEW CAP C COM 07262L101 332 161,200 SH SOLE 0 161,200 BB&T CORP COM 054937107 22,105 597,930 SH SOLE 0 597,930 BEAR STEARNS C COM 073902108 9,590 113,744 SH SOLE 0 113,744 BEARINGPOINT I COM 074002106 657 74,100 SH SOLE 0 74,100 BEBE STORES IN COM 075571109 1,130 56,500 SH SOLE 0 56,500 BECKMAN COULTE COM 075811109 8,577 140,600 SH SOLE 0 140,600 BECTON DICKINS COM 075887109 14,371 277,424 SH SOLE 0 277,424 BED BATH & BEY COM 075896100 13,466 350,220 SH SOLE 0 350,220 BEI TECHNOLOGI COM 05538P104 1,990 70,300 SH SOLE 0 70,300 BEL FUSE INC CL B 077347300 1,580 37,900 SH SOLE 0 37,900 BELDEN INC COM 077459105 7,717 360,100 SH SOLE 0 360,100 BELL MICROPROD COM 078137106 739 91,400 SH SOLE 0 91,400 BELLSOUTH CORP COM 079860102 51,480 1,963,404 SH SOLE 0 1,963,404 BELO CORP COM 080555105 5,821 216,800 SH SOLE 0 216,800 BEMIS INC COM 081437105 3,217 113,878 SH SOLE 0 113,878 BENCHMARK ELEC COM 08160H101 6,930 238,150 SH SOLE 0 238,150 BENIHANA INC CL A 082047200 1,640 110,000 SH SOLE 0 110,000 BERKLEY W R CO COM 084423102 8,070 187,900 SH SOLE 0 187,900 BERKSHIRE HATH CL B 084670207 9,161 3,100 SH SOLE 0 3,100 BEST BUY INC COM 086516101 18,221 359,100 SH SOLE 0 359,100 BEVERLY ENTERP COM 087851309 1,192 138,550 SH SOLE 0 138,550 BIG LOTS INC COM 089302103 23,063 1,594,938 SH SOLE 0 1,594,938 BIO RAD LABS I CL A 090572207 2,178 37,000 SH SOLE 0 37,000 BIOCRYST PHARM COM 09058V103 420 60,800 SH SOLE 0 60,800 BIOENVISION IN COM 09059N100 617 70,400 SH SOLE 0 70,400 BIOGEN IDEC IN COM 09062X103 23,491 371,397 SH SOLE 0 371,397 BIOLASE TECHNO COM 090911108 1,098 81,600 SH SOLE 0 81,600 BIOMET INC COM 090613100 12,963 291,689 SH SOLE 0 291,689 BIOSITE INC COM 090945106 2,376 52,700 SH SOLE 0 52,700 BIOVAIL CORP COM 09067J109 2,552 134,465 SH SOLE 0 134,465 BISYS GROUP IN COM 055472104 3,162 224,900 SH SOLE 0 224,900 BJ SVCS CO COM 055482103 8,054 175,700 SH SOLE 0 175,700 BJS WHOLESALE COM 05548J106 4,415 176,600 SH SOLE 0 176,600 BLACK & DECKER COM 091797100 5,245 84,413 SH SOLE 0 84,413 BLACK BOX CORP COM 091826107 3,450 73,000 SH SOLE 0 73,000 BLACK HILLS CO COM 092113109 4,363 138,500 SH SOLE 0 138,500 BLOCK H & R IN COM 093671105 10,254 215,062 SH SOLE 0 215,062 BLYTH INC COM 09643P108 3,842 111,400 SH SOLE 0 111,400 BMC SOFTWARE I COM 055921100 4,393 237,450 SH SOLE 0 237,450 BOB EVANS 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129,414 BROWN SHOE INC COM 115736100 4,609 112,600 SH SOLE 0 112,600 BRUNSWICK CORP COM 117043109 4,602 112,804 SH SOLE 0 112,804 BRUSH ENGINEER COM 117421107 1,066 56,400 SH SOLE 0 56,400 BUCKEYE TECHNO COM 118255108 1,438 125,000 SH SOLE 0 125,000 BUILDING MATLS COM 120113105 854 45,100 SH SOLE 0 45,100 BUNGE LIMITED COM G16962105 1,421 36,500 SH SOLE 0 36,500 BURLINGTON COA COM 121579106 2,897 150,100 SH SOLE 0 150,100 BURLINGTON NOR COM 12189T104 13,858 395,151 SH SOLE 0 395,151 BURLINGTON RES COM 122014103 15,393 425,462 SH SOLE 0 425,462 BUSINESS OBJEC ADR 12328X107 1,799 79,655 SH SOLE 0 79,655 C COR NET CORP COM 125010108 1,931 187,700 SH SOLE 0 187,700 C D I CORP COM 125071100 4,294 124,100 SH SOLE 0 124,100 C D W CORP COM 12512N105 11,330 177,700 SH SOLE 0 177,700 C H ROBINSON W COM 12541W100 8,467 184,700 SH SOLE 0 184,700 C&D TECHNOLOGI COM 124661109 1,517 85,100 SH SOLE 0 85,100 CABLE DESIGN T COM 126924109 1,499 141,375 SH SOLE 0 141,375 CABOT CORP COM 127055101 6,443 158,300 SH SOLE 0 158,300 CABOT MICROELE COM 12709P103 1,422 46,441 SH SOLE 0 46,441 CABOT OIL & GA COM 127097103 9,792 231,480 SH SOLE 0 231,480 CACHE INC COM 127150308 758 56,100 SH SOLE 0 56,100 CACI INTL INC CL A 127190304 3,963 98,000 SH SOLE 0 98,000 CADENCE DESIGN COM 127387108 7,473 510,800 SH SOLE 0 510,800 CAESARS ENTMT COM 127687101 8,618 574,500 SH SOLE 0 574,500 CAL DIVE INTL COM 127914109 5,276 174,000 SH SOLE 0 174,000 CALIFORNIA PIZ COM 13054D109 1,527 79,700 SH SOLE 0 79,700 CALLAWAY GOLF COM 131193104 1,765 155,600 SH SOLE 0 155,600 CALLON PETE CO COM 13123X102 1,114 78,100 SH SOLE 0 78,100 CALPINE CORP COM 131347106 2,394 554,080 SH SOLE 0 554,080 CAMBREX CORP COM 132011107 2,215 87,800 SH SOLE 0 87,800 CAMPBELL SOUP COM 134429109 11,772 437,937 SH SOLE 0 437,937 CANDELA CORP COM 136907102 480 49,000 SH SOLE 0 49,000 CAPITAL AUTOMO COM 139733109 7,071 241,100 SH SOLE 0 241,100 CAPITAL CORP O COM 140065103 2,842 73,172 SH SOLE 0 73,172 CAPITAL LEASE COM 140288101 1,586 152,500 SH SOLE 0 152,500 CAPITAL ONE FI COM 14040H105 17,730 259,280 SH SOLE 0 259,280 CAPTARIS INC COM 14071N104 697 107,900 SH SOLE 0 107,900 CARAUSTAR INDS COM 140909102 3,518 249,300 SH SOLE 0 249,300 CARBO CERAMICS COM 140781105 3,651 53,500 SH SOLE 0 53,500 CARDINAL HEALT COM 14149Y108 33,715 481,302 SH SOLE 0 481,302 CARDIODYNAMICS COM 141597104 570 112,890 SH SOLE 0 112,890 CAREER EDUCATI COM 141665109 8,620 189,200 SH SOLE 0 189,200 CAREMARK RX IN COM 141705103 16,593 503,731 SH SOLE 0 503,731 CARLISLE COS I COM 142339100 8,211 131,900 SH SOLE 0 131,900 CARMAX INC COM 143130102 4,234 193,600 SH SOLE 0 193,600 CARNIVAL CORP COM 143658300 32,990 701,920 SH SOLE 0 701,920 CARPENTER TECH COM 144285103 2,612 76,700 SH SOLE 0 76,700 CARREKER CORP COM 144433109 823 82,100 SH SOLE 0 82,100 CARRIER ACCESS COM 144460102 490 41,100 SH SOLE 0 41,100 CASCADE NAT GA COM 147339105 830 37,600 SH SOLE 0 37,600 CASELLA WASTE CL A 147448104 1,306 99,300 SH SOLE 0 99,300 CASEYS GEN STO COM 147528103 3,076 168,100 SH SOLE 0 168,100 CASH AMER INTL COM 14754D100 2,965 128,933 SH SOLE 0 128,933 CASTLE A M & C COM 148411101 570 53,000 SH SOLE 0 53,000 CATALINA MARKE COM 148867104 1,781 97,400 SH SOLE 0 97,400 CATAPULT COMMU COM 149016107 1,014 44,100 SH SOLE 0 44,100 CATELLUS DEV C COM 149113102 387 15,700 SH SOLE 0 15,700 CATERPILLAR IN COM 149123101 30,808 387,812 SH SOLE 0 387,812 CATHAY GENERAL COM 149150104 1,174 17,600 SH SOLE 0 17,600 CATO CORP NEW CL A 149205106 1,556 69,300 SH SOLE 0 69,300 CB RICHARD ELL CL A 12497T101 592 31,000 SH SOLE 0 31,000 CBL & ASSOC PP COM 124830100 4,549 82,700 SH SOLE 0 82,700 CBRL GROUP INC COM 12489V106 4,865 157,700 SH SOLE 0 157,700 CEC ENTMT INC COM 125137109 4,504 152,637 SH SOLE 0 152,637 CELADON GROUP COM 150838100 273 15,500 SH SOLE 0 15,500 CELGENE CORP COM 151020104 979 17,100 SH SOLE 0 17,100 CELLSTAR CORP COM 150925204 312 42,300 SH SOLE 0 42,300 CEMEX S A ADR 151290889 4,382 150,586 SH SOLE 0 150,586 CENDANT CORP COM 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COM 158496109 11,760 1,281,100 SH SOLE 0 1,281,100 CHARLES RIV LA COM 159864107 4,423 90,500 SH SOLE 0 90,500 CHARLES RIVER COM 159852102 340 11,000 SH SOLE 0 11,000 CHARLOTTE RUSS COM 161048103 3,198 149,600 SH SOLE 0 149,600 CHARMING SHOPP COM 161133103 26,701 2,990,000 SH SOLE 0 2,990,000 CHARTER ONE FI COM 160903100 10,538 238,468 SH SOLE 0 238,468 CHARTERMAC COM 160908109 1,121 57,000 SH SOLE 0 57,000 CHATTEM INC COM 162456107 733 25,400 SH SOLE 0 25,400 CHECK POINT SO ORD M22465104 561 20,800 SH SOLE 0 20,800 CHECKFREE CORP COM 162813109 6,261 208,700 SH SOLE 0 208,700 CHECKPOINT SYS COM 162825103 3,010 167,900 SH SOLE 0 167,900 CHEESECAKE FAC COM 163072101 3,848 96,700 SH SOLE 0 96,700 CHELSEA PPTY G COM 163421100 3,646 55,900 SH SOLE 0 55,900 CHEMED CORP NE COM 16359R103 4,928 101,600 SH SOLE 0 101,600 CHEROKEE INTL COM 164450108 2,631 230,631 SH SOLE 0 230,631 CHESAPEAKE COR COM 165159104 1,750 65,600 SH SOLE 0 65,600 CHESAPEAKE ENE COM 165167107 5,114 347,400 SH SOLE 0 347,400 CHEVRONTEXACO COM 166764100 107,825 1,145,739 SH SOLE 0 1,145,739 CHICAGO MERCAN CL A 167760107 476 3,300 SH SOLE 0 3,300 CHICOS FAS INC COM 168615102 7,524 166,600 SH SOLE 0 166,600 CHILDRENS PL R COM 168905107 2,124 90,300 SH SOLE 0 90,300 CHINA MOBILE H ADR 16941M109 2,471 163,000 SH SOLE 0 163,000 CHIRON CORP COM 170040109 8,984 201,260 SH SOLE 0 201,260 CHITTENDEN COR COM 170228100 4,352 123,800 SH SOLE 0 123,800 CHOICEPOINT IN COM 170388102 7,541 165,166 SH SOLE 0 165,166 CHORDIANT SOFT COM 170404107 808 177,200 SH SOLE 0 177,200 CHRISTOPHER & COM 171046105 2,857 161,300 SH SOLE 0 161,300 CHUBB CORP COM 171232101 14,583 213,893 SH SOLE 0 213,893 CHUNGHWA TELEC ADR 17133Q205 2,803 158,900 SH SOLE 0 158,900 CHURCH & DWIGH COM 171340102 3,507 76,600 SH SOLE 0 76,600 CIBER INC COM 17163B102 1,666 202,700 SH SOLE 0 202,700 CIENA CORP COM 171779101 2,238 604,900 SH SOLE 0 604,900 CIGNA CORP COM 125509109 11,816 171,719 SH SOLE 0 171,719 CIMA LABS INC COM 171796105 3,976 117,872 SH SOLE 0 117,872 CIMAREX ENERGY COM 171798101 5,234 173,147 SH SOLE 0 173,147 CINCINNATI BEL COM 171871106 2,588 582,900 SH SOLE 0 582,900 CINCINNATI FIN COM 172062101 7,805 179,349 SH SOLE 0 179,349 CINERGY CORP COM 172474108 7,283 191,659 SH SOLE 0 191,659 CINTAS CORP COM 172908105 8,697 182,440 SH SOLE 0 182,440 CIRCUIT CITY S COM 172737108 2,743 211,832 SH SOLE 0 211,832 CISCO SYS INC COM 17275R102 175,169 7,391,112 SH SOLE 0 7,391,112 CIT GROUP INC COM 125581108 433 11,300 SH SOLE 0 11,300 CITADEL BROADC COM 17285T106 621 42,600 SH SOLE 0 42,600 CITADEL SEC SO COM 17288Q109 290 94,200 SH SOLE 0 94,200 CITIGROUP INC COM 172967101 259,272 5,575,751 SH SOLE 0 5,575,751 CITIZENS COMMU COM 17453B101 3,707 306,340 SH SOLE 0 306,340 CITRIX SYS INC COM 177376100 3,694 181,440 SH SOLE 0 181,440 CITY HLDG CO COM 177835105 369 11,700 SH SOLE 0 11,700 CITY NATL CORP COM 178566105 6,803 103,550 SH SOLE 0 103,550 CKE RESTAURANT COM 12561E105 754 56,600 SH SOLE 0 56,600 CLAIRES STORES COM 179584107 5,197 239,500 SH SOLE 0 239,500 CLARCOR INC COM 179895107 7,092 154,850 SH SOLE 0 154,850 CLARK INC COM 181457102 877 47,300 SH SOLE 0 47,300 CLEAR CHANNEL COM 184502102 24,276 657,008 SH SOLE 0 657,008 CLECO CORP NEW COM 12561W105 2,875 159,900 SH SOLE 0 159,900 CLEVELAND CLIF COM 185896107 5,425 96,200 SH SOLE 0 96,200 CLOROX CO DEL COM 189054109 12,155 226,014 SH SOLE 0 226,014 CMS ENERGY COR COM 125896100 1,591 174,267 SH SOLE 0 174,267 CNA FINL CORP COM 126117100 391 13,200 SH SOLE 0 13,200 CNET NETWORKS COM 12613R104 1,493 134,900 SH SOLE 0 134,900 CNF INC COM 12612W104 3,919 94,300 SH SOLE 0 94,300 CNH GLOBAL N V COM N20935206 877 42,500 SH SOLE 0 42,500 COACH INC COM 189754104 17,909 396,300 SH SOLE 0 396,300 COACHMEN INDS COM 189873102 9,484 593,100 SH SOLE 0 593,100 COCA COLA CO COM 191216100 131,636 2,607,689 SH SOLE 0 2,607,689 COCA COLA ENTE COM 191219104 14,739 508,420 SH SOLE 0 508,420 COCA-COLA FEMS ADR 191241108 11,772 530,525 SH SOLE 0 530,525 COGNEX CORP COM 192422103 8,435 219,200 SH SOLE 0 219,200 COGNIZANT TECH CL A 192446102 7,412 291,700 SH SOLE 0 291,700 COHERENT INC COM 192479103 3,030 101,500 SH SOLE 0 101,500 COHU INC COM 192576106 2,723 143,000 SH SOLE 0 143,000 COINSTAR INC COM 19259P300 1,575 71,700 SH SOLE 0 71,700 COLDWATER CREE COM 193068103 363 13,700 SH SOLE 0 13,700 COLE KENNETH P CL A 193294105 2,738 79,900 SH SOLE 0 79,900 COLGATE PALMOL COM 194162103 33,275 569,298 SH SOLE 0 569,298 COLONIAL BANCG COM 195493309 4,319 237,700 SH SOLE 0 237,700 COLONIAL PPTYS COM 195872106 4,705 122,100 SH SOLE 0 122,100 COLUMBIA BANCO COM 197227101 865 29,600 SH SOLE 0 29,600 COLUMBIA BKG S COM 197236102 322 14,490 SH SOLE 0 14,490 COMCAST CORP N CL A 20030N101 67,295 2,394,849 SH SOLE 0 2,394,849 COMCAST CORP N CL A 20030N200 690 25,000 SH SOLE 0 25,000 COMERICA INC COM 200340107 10,251 186,789 SH SOLE 0 186,789 COMMERCE BANCO COM 200519106 8,009 145,600 SH SOLE 0 145,600 COMMERCIAL CAP COM 20162L105 7,147 411,486 SH SOLE 0 411,486 COMMERCIAL FED COM 201647104 3,713 137,000 SH SOLE 0 137,000 COMMERCIAL MET COM 201723103 3,167 97,600 SH SOLE 0 97,600 COMMERCIAL NET COM 202218103 3,609 209,800 SH SOLE 0 209,800 COMMONWEALTH I COM 203004106 557 53,900 SH SOLE 0 53,900 COMMONWEALTH T COM 203349105 3,246 72,500 SH SOLE 0 72,500 COMMSCOPE INC COM 203372107 3,539 165,000 SH SOLE 0 165,000 COMMUNITY FIRS COM 203902101 3,992 124,000 SH SOLE 0 124,000 COMMUNITY HEAL COM 203668108 6,053 226,100 SH SOLE 0 226,100 COMPANHIA BRAS ADR 20440T201 1,003 58,000 SH SOLE 0 58,000 COMPANHIA DE B ADR 20441W203 18,571 925,300 SH SOLE 0 925,300 COMPANHIA VALE ADR 204412100 14,819 379,000 SH SOLE 0 379,000 COMPANHIA VALE ADR 204412209 1,650 34,700 SH SOLE 0 34,700 COMPASS BANCSH COM 20449H109 9,963 231,700 SH SOLE 0 231,700 COMPUTER ASSOC COM 204912109 17,904 638,063 SH SOLE 0 638,063 COMPUTER SCIEN COM 205363104 9,282 199,922 SH SOLE 0 199,922 COMPUWARE CORP COM 205638109 6,100 924,280 SH SOLE 0 924,280 COMSTOCK RES I COM 205768203 1,113 57,200 SH SOLE 0 57,200 COMTECH TELECO COM 205826209 2,315 102,600 SH SOLE 0 102,600 COMVERSE TECHN COM 205862402 4,827 242,060 SH SOLE 0 242,060 CONAGRA FOODS COM 205887102 16,101 594,576 SH SOLE 0 594,576 CONCORD CAMERA COM 206156101 881 267,030 SH SOLE 0 267,030 CONCORD COMMUN COM 206186108 702 61,500 SH SOLE 0 61,500 CONEXANT SYSTE COM 207142100 303 70,000 SH SOLE 0 70,000 CONMED CORP COM 207410101 3,883 141,700 SH SOLE 0 141,700 CONNETICS CORP COM 208192104 3,562 176,350 SH SOLE 0 176,350 CONOCOPHILLIPS COM 20825C104 56,110 735,480 SH SOLE 0 735,480 CONSOL ENERGY COM 20854P109 5,018 139,400 SH SOLE 0 139,400 CONSOLIDATED E COM 209115104 10,307 259,221 SH SOLE 0 259,221 CONSOLIDATED G COM 209341106 2,013 45,700 SH SOLE 0 45,700 CONSTELLATION CL A 21036P108 8,339 224,600 SH SOLE 0 224,600 CONSTELLATION COM 210371100 6,802 179,470 SH SOLE 0 179,470 CONVERGYS CORP COM 212485106 3,154 204,820 SH SOLE 0 204,820 COOPER CAMERON COM 216640102 5,755 118,170 SH SOLE 0 118,170 COOPER COS INC COM 216648402 11,462 181,450 SH SOLE 0 181,450 COOPER INDS LT CL A G24182100 5,857 98,589 SH SOLE 0 98,589 COOPER TIRE & COM 216831107 6,071 263,970 SH SOLE 0 263,970 COORS ADOLPH C CL B 217016104 2,867 39,639 SH SOLE 0 39,639 COPART INC COM 217204106 4,491 168,200 SH SOLE 0 168,200 CORINTHIAN COL COM 218868107 4,169 168,500 SH SOLE 0 168,500 CORN PRODS INT COM 219023108 5,707 122,600 SH SOLE 0 122,600 CORNING INC COM 219350105 19,360 1,482,406 SH SOLE 0 1,482,406 CORPORATE EXEC COM 21988R102 1,948 33,700 SH SOLE 0 33,700 CORPORATE OFFI COM 22002T108 2,855 114,900 SH SOLE 0 114,900 CORRECTIONAL P COM 22025E104 556 19,000 SH SOLE 0 19,000 COST PLUS INC COM 221485105 4,085 125,900 SH SOLE 0 125,900 COSTCO WHSL CO COM 22160K105 20,301 492,984 SH SOLE 0 492,984 COUNTRYWIDE FI COM 222372104 23,372 332,696 SH SOLE 0 332,696 COVANCE INC COM 222816100 11,825 306,508 SH SOLE 0 306,508 COVENTRY HEALT COM 222862104 10,004 204,575 SH SOLE 0 204,575 COX RADIO INC CL A 224051102 732 42,100 SH SOLE 0 42,100 CPI CORP COM 125902106 403 27,400 SH SOLE 0 27,400 CRANE CO COM 224399105 1,990 63,403 SH SOLE 0 63,403 CREDENCE SYS C COM 225302108 8,549 619,500 SH SOLE 0 619,500 CREE INC COM 225447101 3,211 138,700 SH SOLE 0 138,700 CROMPTON CORP COM 227116100 1,349 214,101 SH SOLE 0 214,101 CROSS CTRY HEA COM 227483104 1,951 107,500 SH SOLE 0 107,500 CROWN CASTLE I COM 228227104 5,845 396,290 SH SOLE 0 396,290 CROWN HOLDINGS COM 228368106 1,097 110,000 SH SOLE 0 110,000 CRYOLIFE INC COM 228903100 412 78,150 SH SOLE 0 78,150 CSG SYS INTL I COM 126349109 2,585 124,900 SH SOLE 0 124,900 CSK AUTO CORP COM 125965103 1,532 89,400 SH SOLE 0 89,400 CSX CORP COM 126408103 7,605 232,084 SH SOLE 0 232,084 CTS CORP COM 126501105 1,463 121,300 SH SOLE 0 121,300 CUBIC CORP COM 229669106 1,882 89,900 SH SOLE 0 89,900 CULLEN FROST B COM 229899109 9,975 222,900 SH SOLE 0 222,900 CUMMINS INC COM 231021106 4,003 64,053 SH SOLE 0 64,053 CUMULUS MEDIA CL A 231082108 2,284 135,852 SH SOLE 0 135,852 CUNO INC COM 126583103 4,183 78,400 SH SOLE 0 78,400 CURATIVE HEALT COM 23126W100 376 43,400 SH SOLE 0 43,400 CURTISS WRIGHT COM 231561101 3,967 70,600 SH SOLE 0 70,600 CV THERAPEUTIC COM 126667104 637 38,000 SH SOLE 0 38,000 CVS CORP COM 126650100 18,973 451,514 SH SOLE 0 451,514 CYBERGUARD COR COM 231910100 261 32,000 SH SOLE 0 32,000 CYBERONICS INC COM 23251P102 2,619 78,500 SH SOLE 0 78,500 CYMER INC COM 232572107 7,458 199,210 SH SOLE 0 199,210 CYPRESS SEMICO COM 232806109 6,643 468,130 SH SOLE 0 468,130 CYTEC INDS INC COM 232820100 3,304 72,700 SH SOLE 0 72,700 CYTOKINETICS I COM 23282W100 272 18,300 SH SOLE 0 18,300 CYTYC CORP COM 232946103 5,726 225,700 SH SOLE 0 225,700 D R HORTON INC COM 23331A109 15,126 532,600 SH SOLE 0 532,600 DAKTRONICS INC COM 234264109 4,119 165,100 SH SOLE 0 165,100 DANA CORP COM 235811106 3,113 158,820 SH SOLE 0 158,820 DANAHER CORP D COM 235851102 18,358 354,066 SH SOLE 0 354,066 DARDEN RESTAUR COM 237194105 4,148 201,863 SH SOLE 0 201,863 DATASCOPE CORP COM 238113104 1,973 49,700 SH SOLE 0 49,700 DEAN FOODS CO COM 242370104 10,954 293,582 SH SOLE 0 293,582 DEERE & CO COM 244199105 18,601 265,200 SH SOLE 0 265,200 DEL MONTE FOOD COM 24522P103 3,825 376,500 SH SOLE 0 376,500 DELL INC COM 24702R101 97,164 2,712,576 SH SOLE 0 2,712,576 DELPHI CORP COM 247126105 6,377 597,051 SH SOLE 0 597,051 DELPHI FINL GR CL A 247131105 4,706 105,764 SH SOLE 0 105,764 DELTA & PINE L COM 247357106 3,276 149,266 SH SOLE 0 149,266 DELTA AIR LINE COM 247361108 945 132,690 SH SOLE 0 132,690 DELTIC TIMBER COM 247850100 1,563 40,700 SH SOLE 0 40,700 DELUXE CORP COM 248019101 3,699 85,030 SH SOLE 0 85,030 DENDREON CORP COM 24823Q107 1,008 82,300 SH SOLE 0 82,300 DENDRITE INTL COM 248239105 2,786 149,950 SH SOLE 0 149,950 DENTSPLY INTL COM 249030107 7,844 150,550 SH SOLE 0 150,550 DEPARTMENT 56 COM 249509100 685 44,500 SH SOLE 0 44,500 DEPOMED INC COM 249908104 803 162,550 SH SOLE 0 162,550 DEVELOPERS DIV COM 251591103 16,638 470,400 SH SOLE 0 470,400 DEVON ENERGY C COM 25179M103 17,272 261,700 SH SOLE 0 261,700 DEVRY INC DEL COM 251893103 4,319 157,500 SH SOLE 0 157,500 DIAGNOSTIC PRO COM 252450101 7,580 172,500 SH SOLE 0 172,500 DIAMONDCLUSTER COM 25278P106 3,741 430,490 SH SOLE 0 430,490 DIEBOLD INC COM 253651103 7,648 144,650 SH SOLE 0 144,650 DIGENE CORP COM 253752109 2,451 67,100 SH SOLE 0 67,100 DIGI INTL INC COM 253798102 773 72,100 SH SOLE 0 72,100 DIGITAL INSIGH COM 25385P106 2,426 118,000 SH SOLE 0 118,000 DIGITAL RIV IN COM 25388B104 1,093 33,500 SH SOLE 0 33,500 DIGITAL THEATE COM 25389G102 1,103 42,220 SH SOLE 0 42,220 DIGITAS INC COM 25388K104 907 82,200 SH SOLE 0 82,200 DILLARDS INC CL A 254067101 1,985 89,000 SH SOLE 0 89,000 DIME CMNTY BAN COM 253922108 2,541 145,391 SH SOLE 0 145,391 DIMON INC COM 254394109 869 151,900 SH SOLE 0 151,900 DIONEX CORP COM 254546104 3,895 70,600 SH SOLE 0 70,600 DISCOVERY LABO COM 254668106 1,661 173,200 SH SOLE 0 173,200 DISNEY WALT CO COM 254687106 56,578 2,219,631 SH SOLE 0 2,219,631 DITECH COMMUNI COM 25500M103 2,287 97,985 SH SOLE 0 97,985 DIVERSA CORP COM 255064107 3,781 373,270 SH SOLE 0 373,270 DJ ORTHOPEDICS COM 23325G104 6,506 282,870 SH SOLE 0 282,870 DOBSON COMMUNI CL A 256069105 1,657 508,200 SH SOLE 0 508,200 DOLLAR GEN COR COM 256669102 6,870 351,251 SH SOLE 0 351,251 DOLLAR TREE ST COM 256747106 5,826 212,400 SH SOLE 0 212,400 DOMINION RES I COM 25746U109 22,071 349,883 SH SOLE 0 349,883 DONALDSON INC COM 257651109 5,854 199,800 SH SOLE 0 199,800 DONNELLEY R R COM 257867101 7,644 231,504 SH SOLE 0 231,504 DORAL FINL COR COM 25811P100 512 14,850 SH SOLE 0 14,850 DOVER CORP COM 260003108 9,120 216,634 SH SOLE 0 216,634 DOW CHEM CO COM 260543103 42,254 1,038,177 SH SOLE 0 1,038,177 DOW JONES & CO COM 260561105 3,927 87,063 SH SOLE 0 87,063 DOWNEY FINL CO COM 261018105 5,007 94,024 SH SOLE 0 94,024 DPL INC COM 233293109 4,591 236,424 SH SOLE 0 236,424 DR REDDYS LABS ADR 256135203 2,574 148,100 SH SOLE 0 148,100 DRESS BARN INC COM 261570105 1,705 99,600 SH SOLE 0 99,600 DREW INDS INC COM 26168L205 448 11,000 SH SOLE 0 11,000 DREXLER TECHNO COM 261876106 609 45,700 SH SOLE 0 45,700 DRIL-QUIP INC COM 262037104 1,088 58,200 SH SOLE 0 58,200 DRS TECHNOLOGI COM 23330X100 2,798 87,700 SH SOLE 0 87,700 DSP GROUP INC COM 23332B106 3,874 142,200 SH SOLE 0 142,200 DST SYS INC DE COM 233326107 7,589 157,800 SH SOLE 0 157,800 DTE ENERGY CO COM 233331107 7,492 184,809 SH SOLE 0 184,809 DU PONT E I DE COM 263534109 48,851 1,099,750 SH SOLE 0 1,099,750 DUANE READE IN COM 263578106 1,344 82,300 SH SOLE 0 82,300 DUKE ENERGY CO COM 264399106 20,484 1,009,556 SH SOLE 0 1,009,556 DUN & BRADSTRE COM 26483E100 8,642 160,300 SH SOLE 0 160,300 DUPONT PHOTOMA COM 26613X101 1,256 61,800 SH SOLE 0 61,800 DUQUESNE LT HL COM 266233105 5,812 301,000 SH SOLE 0 301,000 DYAX CORP COM 26746E103 1,173 99,800 SH SOLE 0 99,800 DYCOM INDS INC COM 267475101 14,860 530,700 SH SOLE 0 530,700 DYNEGY INC NEW CL A 26816Q101 1,720 403,760 SH SOLE 0 403,760 E M C CORP MAS COM 268648102 30,875 2,708,355 SH SOLE 0 2,708,355 E TRADE FINANC COM 269246104 4,342 389,400 SH SOLE 0 389,400 EAGLE MATERIAL COM 26969P108 7,912 111,400 SH SOLE 0 111,400 EAST WEST BANC COM 27579R104 10,698 348,480 SH SOLE 0 348,480 EASTMAN CHEM C COM 277432100 5,262 113,826 SH SOLE 0 113,826 EASTMAN KODAK COM 277461109 8,780 325,423 SH SOLE 0 325,423 EATON CORP COM 278058102 10,394 160,544 SH SOLE 0 160,544 EATON VANCE CO COM 278265103 4,830 126,400 SH SOLE 0 126,400 EBAY INC COM 278642103 64,694 703,580 SH SOLE 0 703,580 ECHELON CORP COM 27874N105 718 64,200 SH SOLE 0 64,200 ECOLAB INC COM 278865100 8,680 273,804 SH SOLE 0 273,804 ECOLLEGE COM COM 27887E100 622 38,900 SH SOLE 0 38,900 EDGE PETE CORP COM 279862106 1,734 102,000 SH SOLE 0 102,000 EDISON INTL COM 281020107 8,878 347,199 SH SOLE 0 347,199 EDO CORP COM 281347104 1,616 67,000 SH SOLE 0 67,000 EDUCATION MGMT COM 28139T101 5,323 162,000 SH SOLE 0 162,000 EDWARDS AG INC COM 281760108 6,404 188,200 SH SOLE 0 188,200 EDWARDS LIFESC COM 28176E108 3,872 111,100 SH SOLE 0 111,100 EFUNDS CORP COM 28224R101 3,245 185,400 SH SOLE 0 185,400 EGL INC COM 268484102 4,038 151,800 SH SOLE 0 151,800 EL PASO CORP COM 28336L109 5,543 703,487 SH SOLE 0 703,487 EL PASO ELEC C COM 283677854 2,470 160,000 SH SOLE 0 160,000 ELECTRO SCIENT COM 285229100 2,675 94,500 SH SOLE 0 94,500 ELECTRONIC ART COM 285512109 17,817 326,620 SH SOLE 0 326,620 ELECTRONIC DAT CONV 285661AF1 797 830,000 SH SOLE 0 830,000 ELECTRONIC DAT COM 285661104 9,884 516,120 SH SOLE 0 516,120 ELECTRONICS BO COM 286045109 2,105 79,900 SH SOLE 0 79,900 ELECTRONICS FO COM 286082102 692 24,500 SH SOLE 0 24,500 ELIZABETH ARDE COM 28660G106 4,001 190,140 SH SOLE 0 190,140 ELKCORP COM 287456107 1,586 66,250 SH SOLE 0 66,250 EMBARCADERO TE COM 290787100 1,657 134,080 SH SOLE 0 134,080 EMBRAER-EMPRES ADR 29081M102 3,268 114,300 SH SOLE 0 114,300 EMBREX INC COM 290817105 2,160 160,000 SH SOLE 0 160,000 EMCOR GROUP IN COM 29084Q100 2,239 50,900 SH SOLE 0 50,900 EMERSON ELEC C COM 291011104 29,247 460,220 SH SOLE 0 460,220 EMMIS COMMUNIC CL A 291525103 2,192 104,500 SH SOLE 0 104,500 ENCANA CORP COM 292505104 227 5,266 SH SOLE 0 5,266 ENCORE MED COR COM 29256E109 713 113,200 SH SOLE 0 113,200 ENCORE WIRE CO COM 292562105 373 13,500 SH SOLE 0 13,500 ENDO PHARMACEU COM 29264F205 703 29,980 SH SOLE 0 29,980 ENERGEN CORP COM 29265N108 6,450 134,400 SH SOLE 0 134,400 ENERGIZER HLDG COM 29266R108 8,186 181,900 SH SOLE 0 181,900 ENERGY EAST CO COM 29266M109 6,638 273,736 SH SOLE 0 273,736 ENERGY PARTNER COM 29270U105 2,824 184,600 SH SOLE 0 184,600 ENESCO GROUP I COM 292973104 427 47,700 SH SOLE 0 47,700 ENGELHARD CORP COM 292845104 4,279 132,426 SH SOLE 0 132,426 ENGINEERED SUP COM 292866100 5,719 97,750 SH SOLE 0 97,750 ENSCO INTL INC COM 26874Q100 26,490 910,300 SH SOLE 0 910,300 ENTERCOM COMMU CL A 293639100 3,596 96,400 SH SOLE 0 96,400 ENTERGY CORP N COM 29364G103 13,869 247,614 SH SOLE 0 247,614 ENTERTAINMENT COM 29380T105 3,345 93,600 SH SOLE 0 93,600 ENTRAVISION CO CL A 29382R107 787 102,500 SH SOLE 0 102,500 ENTRUST INC COM 293848107 513 114,000 SH SOLE 0 114,000 ENVIRONMENTAL COM 294092101 1,661 237,000 SH SOLE 0 237,000 ENZO BIOCHEM I COM 294100102 1,556 103,747 SH SOLE 0 103,747 EOG RES INC COM 26875P101 7,418 124,240 SH SOLE 0 124,240 EPIQ SYS INC COM 26882D109 870 60,000 SH SOLE 0 60,000 EPIX MEDICAL I COM 26881Q101 1,760 83,400 SH SOLE 0 83,400 EQUIFAX INC COM 294429105 3,610 145,872 SH SOLE 0 145,872 EQUITABLE RES COM 294549100 6,040 116,800 SH SOLE 0 116,800 EQUITY OFFICE COM 294741103 18,838 692,589 SH SOLE 0 692,589 EQUITY ONE COM 294752100 2,495 138,000 SH SOLE 0 138,000 EQUITY RESIDEN COM 29476L107 60,247 2,026,472 SH SOLE 0 2,026,472 ERESEARCHTECHN COM 29481V108 1,453 51,900 SH SOLE 0 51,900 ERICSSON L M T ADR 294821608 927 31,000 SH SOLE 0 31,000 ESCO TECHNOLOG COM 296315104 5,075 95,100 SH SOLE 0 95,100 ESS TECHNOLOGY COM 269151106 2,419 225,900 SH SOLE 0 225,900 ESSEX PPTY TR COM 297178105 11,978 175,250 SH SOLE 0 175,250 ESTERLINE TECH COM 297425100 2,103 71,200 SH SOLE 0 71,200 ETHAN ALLEN IN COM 297602104 4,500 125,300 SH SOLE 0 125,300 EVEREST RE GRO COM G3223R108 8,510 105,900 SH SOLE 0 105,900 EVERGREEN RES COM 299900308 7,450 184,400 SH SOLE 0 184,400 EXAR CORP COM 300645108 2,376 162,100 SH SOLE 0 162,100 EXCEL TECHNOLO COM 30067T103 335 10,100 SH SOLE 0 10,100 EXELIXIS INC COM 30161Q104 2,256 223,542 SH SOLE 0 223,542 EXELON CORP COM 30161N101 23,566 707,896 SH SOLE 0 707,896 EXPEDITORS INT COM 302130109 9,719 196,700 SH SOLE 0 196,700 EXPRESS SCRIPT COM 302182100 8,223 103,790 SH SOLE 0 103,790 EXXON MOBIL CO COM 30231G102 312,959 7,047,042 SH SOLE 0 7,047,042 F M C CORP COM 302491303 4,106 95,250 SH SOLE 0 95,250 F5 NETWORKS IN COM 315616102 972 36,700 SH SOLE 0 36,700 FACTSET RESH S COM 303075105 5,507 116,500 SH SOLE 0 116,500 FAIR ISAAC COR COM 303250104 5,471 163,900 SH SOLE 0 163,900 FAIRCHILD SEMI COM 303726103 5,183 316,600 SH SOLE 0 316,600 FAIRMONT HOTEL COM 305204109 45,335 1,682,200 SH SOLE 0 1,682,200 FALCON FINL IN COM 306032103 640 82,100 SH SOLE 0 82,100 FAMILY DLR STO COM 307000109 6,835 224,700 SH SOLE 0 224,700 FASTENAL CO COM 311900104 8,058 141,800 SH SOLE 0 141,800 FEDDERS CORP COM 313135501 445 102,360 SH SOLE 0 102,360 FEDERAL HOME L COM 313400301 46,513 734,796 SH SOLE 0 734,796 FEDERAL NATL M COM 313586109 75,630 1,059,834 SH SOLE 0 1,059,834 FEDERAL REALTY COM 313747206 9,354 224,900 SH SOLE 0 224,900 FEDERAL SIGNAL COM 313855108 2,136 114,800 SH SOLE 0 114,800 FEDERATED DEPT COM 31410H101 9,535 194,186 SH SOLE 0 194,186 FEDERATED INVS CL B 314211103 3,495 115,200 SH SOLE 0 115,200 FEDEX CORP COM 31428X106 26,783 327,862 SH SOLE 0 327,862 FEI CO COM 30241L109 2,673 111,800 SH SOLE 0 111,800 FELCOR LODGING COM 31430F101 440 36,400 SH SOLE 0 36,400 FERRO CORP COM 315405100 3,423 128,300 SH SOLE 0 128,300 FIDELITY NATL COM 316326107 13,991 374,687 SH SOLE 0 374,687 FIFTH THIRD BA COM 316773100 32,250 599,665 SH SOLE 0 599,665 FILENET CORP COM 316869106 4,136 131,000 SH SOLE 0 131,000 FINANCIAL FED COM 317492106 2,045 58,000 SH SOLE 0 58,000 FINISH LINE IN CL A 317923100 573 19,000 SH SOLE 0 19,000 FIRST AMERN CO COM 318522307 5,240 202,400 SH SOLE 0 202,400 FIRST BANCORP COM 318672102 5,511 135,250 SH SOLE 0 135,250 FIRST CMNTY BA COM 31983B101 3,506 91,200 SH SOLE 0 91,200 FIRST CTZNS BA CL A 31946M103 2,428 19,900 SH SOLE 0 19,900 FIRST DATA COR COM 319963104 43,633 980,077 SH SOLE 0 980,077 FIRST HEALTH G COM 320960107 2,741 175,600 SH SOLE 0 175,600 FIRST HORIZON COM 320517105 6,486 142,640 SH SOLE 0 142,640 FIRST MIDWEST COM 320867104 6,483 184,125 SH SOLE 0 184,125 FIRST NIAGARA COM 33582V108 324 26,960 SH SOLE 0 26,960 FIRST POTOMAC COM 33610F109 1,313 68,500 SH SOLE 0 68,500 FIRST REP BK S COM 336158100 2,292 53,200 SH SOLE 0 53,200 FIRSTENERGY CO COM 337932107 13,276 354,867 SH SOLE 0 354,867 FIRSTFED FINL COM 337907109 2,371 57,000 SH SOLE 0 57,000 FIRSTMERIT COR COM 337915102 4,180 158,500 SH SOLE 0 158,500 FISERV INC COM 337738108 10,186 261,920 SH SOLE 0 261,920 FISHER SCIENTI COM 338032204 3,147 54,500 SH SOLE 0 54,500 FLAGSTAR BANCO COM 337930101 4,067 204,600 SH SOLE 0 204,600 FLEETWOOD ENTE COM 339099103 25,386 1,744,713 SH SOLE 0 1,744,713 FLEXTRONICS IN ORD Y2573F102 1,897 118,920 SH SOLE 0 118,920 FLIR SYS INC COM 302445101 13,866 252,566 SH SOLE 0 252,566 FLORIDA ROCK I COM 341140101 10,708 253,925 SH SOLE 0 253,925 FLOWERS FOODS COM 343498101 4,779 182,750 SH SOLE 0 182,750 FLOWSERVE CORP COM 34354P105 2,528 101,348 SH SOLE 0 101,348 FLUOR CORP NEW COM 343412102 4,218 88,475 SH SOLE 0 88,475 FMC TECHNOLOGI COM 30249U101 5,914 205,335 SH SOLE 0 205,335 FOMENTO ECONOM ADR 344419106 4,032 87,950 SH SOLE 0 87,950 FOOT LOCKER IN COM 344849104 4,345 178,500 SH SOLE 0 178,500 FORD MTR CO DE COM 345370860 30,645 1,958,143 SH SOLE 0 1,958,143 FOREST CITY EN CL A 345550107 965 18,200 SH SOLE 0 18,200 FOREST LABS IN COM 345838106 22,514 397,560 SH SOLE 0 397,560 FOREST OIL COR COM 346091705 2,978 109,000 SH SOLE 0 109,000 FORMFACTOR INC COM 346375108 4,816 214,500 SH SOLE 0 214,500 FORRESTER RESH COM 346563109 1,876 100,600 SH SOLE 0 100,600 FORTUNE BRANDS COM 349631101 11,751 155,793 SH SOLE 0 155,793 FORWARD AIR CO COM 349853101 6,824 182,470 SH SOLE 0 182,470 FOSSIL INC COM 349882100 8,977 329,417 SH SOLE 0 329,417 FOUNDRY NETWOR COM 35063R100 2,164 153,780 SH SOLE 0 153,780 FOX ENTMT GROU CL A 35138T107 1,914 71,700 SH SOLE 0 71,700 FPL GROUP INC COM 302571104 12,700 198,594 SH SOLE 0 198,594 FRANKLIN BK CO COM 352451108 2,477 156,560 SH SOLE 0 156,560 FRANKLIN RES I COM 354613101 14,093 281,408 SH SOLE 0 281,408 FREDS INC CL A 356108100 2,909 131,700 SH SOLE 0 131,700 FREEPORT-MCMOR CL B 35671D857 6,256 188,727 SH SOLE 0 188,727 FREMONT GEN CO COM 357288109 5,433 307,800 SH SOLE 0 307,800 FRESENIUS MED ADR 358029106 8,550 341,464 SH SOLE 0 341,464 FRIEDMAN BILLI CL A 358434108 4,432 223,935 SH SOLE 0 223,935 FRONTIER AIRLI COM 359065109 1,300 119,500 SH SOLE 0 119,500 FRONTIER OIL C COM 35914P105 4,039 190,600 SH SOLE 0 190,600 FUELCELL ENERG COM 35952H106 1,703 145,770 SH SOLE 0 145,770 FULLER H B CO COM 359694106 3,638 128,100 SH SOLE 0 128,100 FULTON FINL CO COM 360271100 626 31,080 SH SOLE 0 31,080 FURNITURE BRAN COM 360921100 3,755 149,900 SH SOLE 0 149,900 G & K SVCS INC CL A 361268105 2,821 70,200 SH SOLE 0 70,200 GABLES RESIDEN COM 362418105 3,344 98,400 SH SOLE 0 98,400 GALLAGHER ARTH COM 363576109 5,521 181,300 SH SOLE 0 181,300 GAMESTOP CORP CL A 36466R101 839 55,100 SH SOLE 0 55,100 GANNETT INC COM 364730101 24,794 292,210 SH SOLE 0 292,210 GAP INC DEL COM 364760108 23,260 959,187 SH SOLE 0 959,187 GARDNER DENVER COM 365558105 4,107 147,200 SH SOLE 0 147,200 GARTNER INC COM 366651107 6,312 477,438 SH SOLE 0 477,438 GATEWAY INC COM 367626108 1,786 396,786 SH SOLE 0 396,786 GATX CORP COM 361448103 2,502 92,000 SH SOLE 0 92,000 GENCORP INC COM 368682100 2,004 149,700 SH SOLE 0 149,700 GENENTECH INC COM 368710406 2,214 39,400 SH SOLE 0 39,400 GENERAL COMMUN CL A 369385109 2,495 314,200 SH SOLE 0 314,200 GENERAL DYNAMI COM 369550108 22,541 226,999 SH SOLE 0 226,999 GENERAL ELEC C COM 369604103 368,15411,362,791 SH SOLE 0 11,362,791 GENERAL GROWTH COM 370021107 5,633 190,500 SH SOLE 0 190,500 GENERAL MLS IN COM 370334104 19,304 406,148 SH SOLE 0 406,148 GENERAL MTRS C COM 370442105 28,171 604,665 SH SOLE 0 604,665 GENESCO INC COM 371532102 3,114 131,800 SH SOLE 0 131,800 GENESEE & WYO CL A 371559105 853 36,000 SH SOLE 0 36,000 GENESIS HEALTH COM 37184D101 1,867 64,300 SH SOLE 0 64,300 GENESIS MICROC COM 37184C103 955 69,350 SH SOLE 0 69,350 GENITOPE CORP COM 37229P507 265 26,805 SH SOLE 0 26,805 GEN-PROBE INC COM 36866T103 5,255 111,050 SH SOLE 0 111,050 GENTEX CORP COM 371901109 8,670 218,500 SH SOLE 0 218,500 GENTIVA HEALTH COM 37247A102 1,722 105,900 SH SOLE 0 105,900 GENUINE PARTS COM 372460105 7,759 195,536 SH SOLE 0 195,536 GENZYME CORP COM 372917104 11,528 243,560 SH SOLE 0 243,560 GEORGIA GULF C COM 373200203 7,136 199,000 SH SOLE 0 199,000 GEORGIA PAC CO COM 373298108 10,047 271,687 SH SOLE 0 271,687 GERBER SCIENTI COM 373730100 527 74,700 SH SOLE 0 74,700 GEVITY HR INC COM 374393106 4,122 157,380 SH SOLE 0 157,380 GILEAD SCIENCE COM 375558103 15,115 225,600 SH SOLE 0 225,600 GILLETTE CO COM 375766102 45,610 1,075,700 SH SOLE 0 1,075,700 GLACIER BANCOR COM 37637Q105 355 12,600 SH SOLE 0 12,600 GLAMIS GOLD LT COM 376775102 898 51,200 SH SOLE 0 51,200 GLATFELTER COM 377316104 2,471 175,500 SH SOLE 0 175,500 GLAXOSMITHKLIN ADR 37733W105 912 22,000 SH SOLE 0 22,000 GLENBOROUGH RL COM 37803P105 1,969 107,300 SH SOLE 0 107,300 GLOBAL IMAGING COM 37934A100 8,824 240,700 SH SOLE 0 240,700 GLOBAL PMTS IN COM 37940X102 5,730 127,280 SH SOLE 0 127,280 GOLD BANC CORP COM 379907108 2,089 134,800 SH SOLE 0 134,800 GOLD FIELDS LT ADR 38059T106 123 11,700 SH SOLE 0 11,700 GOLDEN WEST FI COM 381317106 17,290 162,580 SH SOLE 0 162,580 GOLDMAN SACHS COM 38141G104 48,690 517,100 SH SOLE 0 517,100 GOODRICH CORP COM 382388106 4,052 125,321 SH SOLE 0 125,321 GOODYEAR TIRE COM 382550101 1,698 186,767 SH SOLE 0 186,767 GOODYS FAMILY COM 382588101 1,149 110,800 SH SOLE 0 110,800 GOVERNMENT PPT COM 38374W107 967 92,500 SH SOLE 0 92,500 GRACO INC COM 384109104 9,981 321,450 SH SOLE 0 321,450 GRAFTECH INTL COM 384313102 2,514 240,300 SH SOLE 0 240,300 GRAINGER W W I COM 384802104 5,566 96,794 SH SOLE 0 96,794 GRANITE CONSTR COM 387328107 1,416 77,700 SH SOLE 0 77,700 GRANT PRIDECO COM 38821G101 4,215 228,330 SH SOLE 0 228,330 GRAY TELEVISIO COM 389375106 1,606 115,650 SH SOLE 0 115,650 GREAT ATLANTIC COM 390064103 992 129,500 SH SOLE 0 129,500 GREAT LAKES CH COM 390568103 1,463 54,070 SH SOLE 0 54,070 GREAT PLAINS E COM 391164100 4,752 160,000 SH SOLE 0 160,000 GREATER BAY BA COM 391648102 2,774 96,000 SH SOLE 0 96,000 GREEN MOUNTAIN COM 393154109 444 17,000 SH SOLE 0 17,000 GREENBRIER COS COM 393657101 383 20,100 SH SOLE 0 20,100 GREENPOINT FIN COM 395384100 14,685 369,900 SH SOLE 0 369,900 GREY WOLF INC COM 397888108 1,322 311,900 SH SOLE 0 311,900 GRIFFON CORP COM 398433102 2,214 99,390 SH SOLE 0 99,390 GROUP 1 AUTOMO COM 398905109 2,511 75,600 SH SOLE 0 75,600 GROUP 1 SOFTWA COM 39943Y103 3,617 157,602 SH SOLE 0 157,602 GTECH HLDGS CO COM 400518106 6,534 141,100 SH SOLE 0 141,100 GUIDANT CORP COM 401698105 19,590 350,572 SH SOLE 0 350,572 GUILFORD PHARM COM 401829106 1,006 211,800 SH SOLE 0 211,800 GUITAR CTR MGM COM 402040109 13,697 308,000 SH SOLE 0 308,000 GULF ISLAND FA COM 402307102 389 18,000 SH SOLE 0 18,000 GYMBOREE CORP COM 403777105 1,579 102,800 SH SOLE 0 102,800 HAEMONETICS CO COM 405024100 4,267 143,900 SH SOLE 0 143,900 HAGGAR CORP COM 405173105 480 24,000 SH SOLE 0 24,000 HAIN CELESTIAL COM 405217100 4,086 225,751 SH SOLE 0 225,751 HALLIBURTON CO COM 406216101 14,941 493,740 SH SOLE 0 493,740 HANCOCK FABRIC COM 409900107 810 63,500 SH SOLE 0 63,500 HANCOCK HLDG C COM 410120109 4,522 155,620 SH SOLE 0 155,620 HANMI FINL COR COM 410495105 268 9,100 SH SOLE 0 9,100 HANOVER COMPRE COM 410768105 1,709 143,600 SH SOLE 0 143,600 HARLAND JOHN H COM 412693103 2,779 94,700 SH SOLE 0 94,700 HARLEY DAVIDSO COM 412822108 19,480 314,500 SH SOLE 0 314,500 HARLEYSVILLE N COM 412850109 1,327 51,821 SH SOLE 0 51,821 HARMAN INTL IN COM 413086109 11,393 125,200 SH SOLE 0 125,200 HARMONIC INC COM 413160102 4,807 564,900 SH SOLE 0 564,900 HARRAHS ENTMT COM 413619107 6,502 120,185 SH SOLE 0 120,185 HARRIS CORP DE COM 413875105 10,769 212,200 SH SOLE 0 212,200 HARSCO CORP COM 415864107 4,926 104,800 SH SOLE 0 104,800 HARTE-HANKS IN COM 416196103 3,975 162,850 SH SOLE 0 162,850 HARTFORD FINL COM 416515104 21,587 314,036 SH SOLE 0 314,036 HASBRO INC COM 418056107 3,570 187,907 SH SOLE 0 187,907 HAVERTY FURNIT COM 419596101 1,325 75,800 SH SOLE 0 75,800 HAWAIIAN ELEC COM 419870100 4,698 180,000 SH SOLE 0 180,000 HCA INC COM 404119109 21,519 517,410 SH SOLE 0 517,410 HCC INS HLDGS COM 404132102 7,024 210,250 SH SOLE 0 210,250 HEADWATERS INC COM 42210P102 2,927 112,900 SH SOLE 0 112,900 HEALTH MGMT AS CL A 421933102 7,336 327,200 SH SOLE 0 327,200 HEALTH NET INC COM 42222G108 7,328 276,510 SH SOLE 0 276,510 HEALTHEXTRAS I COM 422211102 2,467 148,870 SH SOLE 0 148,870 HEARST-ARGYLE COM 422317107 1,003 38,900 SH SOLE 0 38,900 HEARTLAND EXPR COM 422347104 5,321 194,491 SH SOLE 0 194,491 HEIDRICK & STR COM 422819102 2,333 78,600 SH SOLE 0 78,600 HEINZ H J CO COM 423074103 14,866 379,240 SH SOLE 0 379,240 HELEN OF TROY COM G4388N106 1,582 42,900 SH SOLE 0 42,900 HELIX TECHNOLO COM 423319102 4,200 196,900 SH SOLE 0 196,900 HELMERICH & PA COM 423452101 2,464 94,232 SH SOLE 0 94,232 HENRY JACK & A COM 426281101 3,371 167,700 SH SOLE 0 167,700 HERCULES INC COM 427056106 1,783 146,276 SH SOLE 0 146,276 HERSHEY FOODS COM 427866108 12,974 280,402 SH SOLE 0 280,402 HEWLETT PACKAR COM 428236103 75,006 3,554,791 SH SOLE 0 3,554,791 HIBBETT SPORTI COM 428565105 4,148 151,675 SH SOLE 0 151,675 HIBERNIA CORP CL A 428656102 7,047 290,000 SH SOLE 0 290,000 HIGHWOODS PPTY COM 431284108 2,355 100,200 SH SOLE 0 100,200 HILB ROGAL & H COM 431294107 4,324 121,200 SH SOLE 0 121,200 HILLENBRAND IN COM 431573104 7,036 116,400 SH SOLE 0 116,400 HILTON HOTELS COM 432848109 13,051 699,385 SH SOLE 0 699,385 HNI CORP COM 404251100 4,597 108,600 SH SOLE 0 108,600 HOLOGIC INC COM 436440101 2,499 107,500 SH SOLE 0 107,500 HOME DEPOT INC COM 437076102 87,053 2,473,098 SH SOLE 0 2,473,098 HONEYWELL INTL COM 438516106 36,645 1,000,419 SH SOLE 0 1,000,419 HOOKER FURNITU COM 439038100 343 17,000 SH SOLE 0 17,000 HOOPER HOLMES COM 439104100 1,253 218,300 SH SOLE 0 218,300 HORACE MANN ED COM 440327104 9,565 547,200 SH SOLE 0 547,200 HORMEL FOODS C COM 440452100 8,046 258,700 SH SOLE 0 258,700 HOSPIRA INC COM 441060100 4,612 167,096 SH SOLE 0 167,096 HOSPITALITY PP COM 44106M102 6,100 144,200 SH SOLE 0 144,200 HOST MARRIOTT COM 44107P104 7,223 584,366 SH SOLE 0 584,366 HOT TOPIC INC COM 441339108 4,876 237,950 SH SOLE 0 237,950 HOUSTON EXPL C COM 442120101 622 12,000 SH SOLE 0 12,000 HOVNANIAN ENTE CL A 442487203 5,744 165,500 SH SOLE 0 165,500 HSBC HLDGS PLC ADR 404280406 6,039 80,622 SH SOLE 0 80,622 HUBBELL INC CL B 443510201 8,268 177,000 SH SOLE 0 177,000 HUDSON HIGHLAN COM 443792106 1,689 55,100 SH SOLE 0 55,100 HUDSON UNITED COM 444165104 6,655 178,523 SH SOLE 0 178,523 HUGHES SUPPLY COM 444482103 8,831 149,850 SH SOLE 0 149,850 HUMANA INC COM 444859102 3,078 182,134 SH SOLE 0 182,134 HUNT J B TRANS COM 445658107 7,172 185,900 SH SOLE 0 185,900 HUNTINGTON BAN COM 446150104 5,617 244,425 SH SOLE 0 244,425 HUTCHINSON TEC COM 448407106 16,409 667,300 SH SOLE 0 667,300 HYDRIL COM 448774109 4,056 128,750 SH SOLE 0 128,750 HYPERCOM CORP COM 44913M105 2,166 256,300 SH SOLE 0 256,300 HYPERION SOLUT COM 44914M104 7,946 181,745 SH SOLE 0 181,745 IBERIABANK COR COM 450828108 355 6,000 SH SOLE 0 6,000 ICICI BK LTD ADR 45104G104 3,625 299,600 SH SOLE 0 299,600 ICU MED INC COM 44930G107 2,361 70,400 SH SOLE 0 70,400 IDACORP INC COM 451107106 1,928 71,400 SH SOLE 0 71,400 IDEX CORP COM 45167R104 5,791 168,599 SH SOLE 0 168,599 IDEXX LABS INC COM 45168D104 8,031 127,600 SH SOLE 0 127,600 IDX SYS CORP COM 449491109 513 16,100 SH SOLE 0 16,100 IGATE CORP COM 45169U105 210 52,700 SH SOLE 0 52,700 IHOP CORP COM 449623107 2,575 72,000 SH SOLE 0 72,000 II VI INC COM 902104108 2,643 86,200 SH SOLE 0 86,200 ILLINOIS TOOL COM 452308109 33,923 353,765 SH SOLE 0 353,765 IMAGISTICS INT COM 45247T104 1,982 56,000 SH SOLE 0 56,000 IMATION CORP COM 45245A107 2,825 66,300 SH SOLE 0 66,300 IMAX CORP COM 45245E109 1,438 260,000 SH SOLE 0 260,000 IMC GLOBAL INC COM 449669100 6,035 450,400 SH SOLE 0 450,400 IMCLONE SYS IN COM 45245W109 1,973 23,000 SH SOLE 0 23,000 IMCO RECYCLING COM 449681105 685 51,800 SH SOLE 0 51,800 IMMUCOR INC COM 452526106 4,550 139,800 SH SOLE 0 139,800 IMPAC MTG HLDG COM 45254P102 1,115 49,500 SH SOLE 0 49,500 IMPAX LABORATO COM 45256B101 1,663 85,800 SH SOLE 0 85,800 IMPERIAL OIL L COM 453038408 403 8,600 SH SOLE 0 8,600 IMS HEALTH INC COM 449934108 5,869 250,383 SH SOLE 0 250,383 INAMED CORP COM 453235103 4,386 69,800 SH SOLE 0 69,800 INCO LTD COM 453258402 843 24,400 SH SOLE 0 24,400 INCYTE CORP COM 45337C102 1,709 223,700 SH SOLE 0 223,700 INDEPENDENCE C COM 453414104 6,694 183,900 SH SOLE 0 183,900 INDEPENDENT BA COM 453836108 533 18,400 SH SOLE 0 18,400 INDYMAC BANCOR COM 456607100 7,868 249,000 SH SOLE 0 249,000 INFORMATION HL COM 456727106 1,921 70,200 SH SOLE 0 70,200 INFOSPACE INC COM 45678T201 2,663 70,000 SH SOLE 0 70,000 INGERSOLL-RAND CL A G4776G101 12,737 186,464 SH SOLE 0 186,464 INGRAM MICRO I CL A 457153104 1,244 86,000 SH SOLE 0 86,000 INNKEEPERS USA COM 4576J0104 126 12,200 SH SOLE 0 12,200 INNOVATIVE SOL COM 45769N105 4,524 231,750 SH SOLE 0 231,750 INPUT/OUTPUT I COM 457652105 3,735 450,500 SH SOLE 0 450,500 INSIGHT ENTERP COM 45765U103 4,451 250,615 SH SOLE 0 250,615 INSITUFORM TEC CL A 457667103 1,461 89,800 SH SOLE 0 89,800 INSPIRE PHARMA COM 457733103 605 36,200 SH SOLE 0 36,200 INSURANCE AUTO COM 457875102 663 39,000 SH SOLE 0 39,000 INTEGRA LIFESC COM 457985208 3,823 108,400 SH SOLE 0 108,400 INTEGRATED ALA COM 45890M109 1,476 273,300 SH SOLE 0 273,300 INTEGRATED CIR COM 45811K208 4,644 171,000 SH SOLE 0 171,000 INTEGRATED DEV COM 458118106 2,743 198,200 SH SOLE 0 198,200 INTEL CORP COM 458140100 192,391 6,970,706 SH SOLE 0 6,970,706 INTER TEL INC COM 458372109 4,523 181,150 SH SOLE 0 181,150 INTERDIGITAL C COM 45866A105 1,817 96,600 SH SOLE 0 96,600 INTERFACE INC CL A 458665106 1,525 174,100 SH SOLE 0 174,100 INTERGRAPH COR COM 458683109 3,098 119,800 SH SOLE 0 119,800 INTERMAGNETICS COM 458771102 1,925 56,576 SH SOLE 0 56,576 INTERMET CORP COM 45881K104 365 86,100 SH SOLE 0 86,100 INTERNATIONAL COM 459200101 161,654 1,833,854 SH SOLE 0 1,833,854 INTERNATIONAL COM 459506101 3,760 100,544 SH SOLE 0 100,544 INTERNATIONAL COM 459902102 14,353 371,840 SH SOLE 0 371,840 INTERNATIONAL COM 460254105 5,844 141,100 SH SOLE 0 141,100 INTERNATIONAL CL A 460335201 4,840 99,500 SH SOLE 0 99,500 INTERNET SEC S COM 46060X107 3,247 211,700 SH SOLE 0 211,700 INTERPUBLIC GR COM 460690100 6,129 446,368 SH SOLE 0 446,368 INTERSIL CORP CL A 46069S109 5,673 261,900 SH SOLE 0 261,900 INTERSTATE BAK COM 46072H108 920 84,800 SH SOLE 0 84,800 INTL PAPER CO COM 460146103 23,635 528,758 SH SOLE 0 528,758 INTRADO INC COM 46117A100 935 58,100 SH SOLE 0 58,100 INTUIT COM 461202103 8,644 224,060 SH SOLE 0 224,060 INVACARE CORP COM 461203101 6,842 153,000 SH SOLE 0 153,000 INVERESK RESH COM 461238107 1,897 61,500 SH SOLE 0 61,500 INVERNESS MED COM 46126P106 942 43,000 SH SOLE 0 43,000 INVESTMENT TEC COM 46145F105 2,191 171,300 SH SOLE 0 171,300 INVESTORS FINL COM 461915100 9,866 226,400 SH SOLE 0 226,400 INVISION TECHN COM 461851107 2,944 59,000 SH SOLE 0 59,000 IONICS INC COM 462218108 2,695 95,400 SH SOLE 0 95,400 IPASS INC COM 46261V108 1,021 96,400 SH SOLE 0 96,400 IRON MTN INC P COM 462846106 922 19,100 SH SOLE 0 19,100 IRWIN FINL COR COM 464119106 2,511 95,100 SH SOLE 0 95,100 ISHARES TR UNIT 464287408 1,929 33,685 SH SOLE 0 33,685 ISHARES TR UNIT 464287465 12,124 84,784 SH SOLE 0 84,784 ISHARES TR UNIT 464287648 1,838 29,400 SH SOLE 0 29,400 ISHARES TR UNIT 464287804 11,507 78,172 SH SOLE 0 78,172 ITLA CAP CORP COM 450565106 2,886 71,426 SH SOLE 0 71,426 ITRON INC COM 465741106 1,608 70,100 SH SOLE 0 70,100 ITT EDUCATIONA COM 45068B109 3,251 85,500 SH SOLE 0 85,500 ITT INDS INC I COM 450911102 8,196 98,749 SH SOLE 0 98,749 IVAX CORP COM 465823102 9,817 409,200 SH SOLE 0 409,200 IXIA COM 45071R109 1,847 188,300 SH SOLE 0 188,300 J & J SNACK FO COM 466032109 1,764 43,200 SH SOLE 0 43,200 J JILL GROUP I COM 466189107 1,586 67,250 SH SOLE 0 67,250 J P MORGAN CHA COM 46625H100 87,908 2,267,417 SH SOLE 0 2,267,417 J2 GLOBAL COMM COM 46626E205 3,111 111,900 SH SOLE 0 111,900 JABIL CIRCUIT COM 466313103 6,141 243,880 SH SOLE 0 243,880 JACK IN THE BO COM 466367109 3,644 122,700 SH SOLE 0 122,700 JACOBS ENGR GR COM 469814107 4,733 120,200 SH SOLE 0 120,200 JACUZZI BRANDS COM 469865109 1,997 247,800 SH SOLE 0 247,800 JAKKS PAC INC COM 47012E106 1,771 85,200 SH SOLE 0 85,200 JANUS CAP GROU COM 47102X105 4,290 260,180 SH SOLE 0 260,180 JARDEN CORP COM 471109108 2,440 67,800 SH SOLE 0 67,800 JDA SOFTWARE G COM 46612K108 1,287 97,700 SH SOLE 0 97,700 JDS UNIPHASE C COM 46612J101 6,668 1,759,473 SH SOLE 0 1,759,473 JEFFERIES GROU COM 472319102 4,520 146,200 SH SOLE 0 146,200 JEFFERSON PILO COM 475070108 7,719 151,941 SH SOLE 0 151,941 JETBLUE AWYS C COM 477143101 6,471 220,259 SH SOLE 0 220,259 JLG INDS INC COM 466210101 2,722 196,000 SH SOLE 0 196,000 JO-ANN STORES COM 47758P307 22,516 765,845 SH SOLE 0 765,845 JOHNSON & JOHN COM 478160104 181,103 3,251,394 SH SOLE 0 3,251,394 JOHNSON CTLS I COM 478366107 11,469 214,862 SH SOLE 0 214,862 JONES APPAREL COM 480074103 5,306 134,400 SH SOLE 0 134,400 JOS A BANK CLO COM 480838101 1,657 52,800 SH SOLE 0 52,800 JOURNAL REGIST COM 481138105 844 42,200 SH SOLE 0 42,200 JOY GLOBAL INC COM 481165108 2,689 89,800 SH SOLE 0 89,800 JUPITERMEDIA C COM 48207D101 642 45,300 SH SOLE 0 45,300 K V PHARMACEUT CL B 482740107 774 30,650 SH SOLE 0 30,650 K V PHARMACEUT CL A 482740206 8,805 381,319 SH SOLE 0 381,319 K2 INC COM 482732104 4,372 278,500 SH SOLE 0 278,500 KAMAN CORP CL A 483548103 1,067 76,300 SH SOLE 0 76,300 KANA SOFTWARE COM 483600300 406 170,500 SH SOLE 0 170,500 KANSAS CITY SO COM 485170302 3,266 210,700 SH SOLE 0 210,700 KAYDON CORP COM 486587108 2,932 94,800 SH SOLE 0 94,800 KB HOME COM 48666K109 3,417 49,792 SH SOLE 0 49,792 KCS ENERGY INC COM 482434206 2,276 170,900 SH SOLE 0 170,900 KEANE INC COM 486665102 1,622 118,500 SH SOLE 0 118,500 KEITH COMPANIE COM 487539108 403 27,700 SH SOLE 0 27,700 KEITHLEY INSTR COM 487584104 2,680 121,000 SH SOLE 0 121,000 KELLOGG CO COM 487836108 18,473 441,415 SH SOLE 0 441,415 KELLWOOD CO COM 488044108 5,509 126,500 SH SOLE 0 126,500 KELLY SVCS INC CL A 488152208 1,952 65,500 SH SOLE 0 65,500 KEMET CORP COM 488360108 3,666 300,000 SH SOLE 0 300,000 KENDLE INTERNA COM 48880L107 603 79,300 SH SOLE 0 79,300 KENNAMETAL INC COM 489170100 6,380 139,300 SH SOLE 0 139,300 KENSEY NASH CO COM 490057106 5,354 155,200 SH SOLE 0 155,200 KERR MCGEE COR COM 492386107 8,569 159,372 SH SOLE 0 159,372 KEY ENERGY SVC COM 492914106 2,418 256,100 SH SOLE 0 256,100 KEYCORP NEW COM 493267108 13,224 442,424 SH SOLE 0 442,424 KEYSPAN CORP COM 49337W100 6,265 170,700 SH SOLE 0 170,700 KFORCE INC COM 493732101 519 55,000 SH SOLE 0 55,000 KILROY RLTY CO COM 49427F108 3,257 95,500 SH SOLE 0 95,500 KIMBERLY CLARK COM 494368103 36,396 552,455 SH SOLE 0 552,455 KIMCO REALTY C COM 49446R109 1,752 38,500 SH SOLE 0 38,500 KINDER MORGAN COM 49455P101 7,837 132,180 SH SOLE 0 132,180 KINDRED HEALTH COM 494580103 3,288 124,800 SH SOLE 0 124,800 KING PHARMACEU COM 495582108 3,403 297,180 SH SOLE 0 297,180 KIRBY CORP COM 497266106 6,212 159,700 SH SOLE 0 159,700 KLA-TENCOR COR COM 482480100 10,451 211,636 SH SOLE 0 211,636 KNIGHT RIDDER COM 499040103 6,038 83,858 SH SOLE 0 83,858 KNIGHT TRADING COM 499063105 1,064 106,200 SH SOLE 0 106,200 KNIGHT TRANSN COM 499064103 3,629 126,300 SH SOLE 0 126,300 KOHLS CORP COM 500255104 15,451 365,440 SH SOLE 0 365,440 KONINKLIJKE PH COM 500472303 5,505 202,385 SH SOLE 0 202,385 KOOKMIN BK NEW ADR 50049M109 314 10,000 SH SOLE 0 10,000 KOPIN CORP COM 500600101 1,204 235,600 SH SOLE 0 235,600 KORN FERRY INT COM 500643200 2,224 114,800 SH SOLE 0 114,800 KOS PHARMACEUT COM 500648100 396 12,000 SH SOLE 0 12,000 KOSAN BIOSCIEN COM 50064W107 868 109,900 SH SOLE 0 109,900 KRISPY KREME D COM 501014104 2,188 114,600 SH SOLE 0 114,600 KROGER CO COM 501044101 15,055 827,210 SH SOLE 0 827,210 KROLL INC COM 501049100 5,510 149,400 SH SOLE 0 149,400 KRONOS INC COM 501052104 4,303 104,437 SH SOLE 0 104,437 K-SWISS INC CL A 482686102 2,401 118,800 SH SOLE 0 118,800 KT CORP ADR 48268K101 12,522 694,108 SH SOLE 0 694,108 KULICKE & SOFF COM 501242101 3,139 286,450 SH SOLE 0 286,450 KYPHON INC COM 501577100 854 30,300 SH SOLE 0 30,300 L-3 COMMUNICAT COM 502424104 15,625 233,908 SH SOLE 0 233,908 LA QUINTA CORP COM 50419U202 1,301 154,900 SH SOLE 0 154,900 LA Z BOY INC COM 505336107 3,141 174,670 SH SOLE 0 174,670 LABONE INC NEW COM 50540L105 3,826 120,400 SH SOLE 0 120,400 LABOR READY IN COM 505401208 4,734 305,450 SH SOLE 0 305,450 LABORATORY COR CONV 50540RAC6 1,919 2,665,000 SH SOLE 0 2,665,000 LABORATORY COR COM 50540R409 556 14,000 SH SOLE 0 14,000 LABRANCHE & CO COM 505447102 942 111,900 SH SOLE 0 111,900 LACLEDE GROUP COM 505597104 1,910 69,700 SH SOLE 0 69,700 LAM RESEARCH C COM 512807108 7,993 298,250 SH SOLE 0 298,250 LANCASTER COLO COM 513847103 2,775 66,650 SH SOLE 0 66,650 LANCE INC COM 514606102 3,833 248,900 SH SOLE 0 248,900 LANDAMERICA FI COM 514936103 2,476 63,600 SH SOLE 0 63,600 LANDRYS RESTAU COM 51508L103 4,971 166,300 SH SOLE 0 166,300 LANDSTAR SYS I COM 515098101 5,298 100,200 SH SOLE 0 100,200 LASALLE HOTEL COM 517942108 2,811 115,200 SH SOLE 0 115,200 LATTICE SEMICO COM 518415104 1,482 211,400 SH SOLE 0 211,400 LAUDER ESTEE C CL A 518439104 302 6,200 SH SOLE 0 6,200 LAUREATE EDUCA COM 518613104 6,858 179,350 SH SOLE 0 179,350 LAWSON PRODS I COM 520776105 1,217 31,900 SH SOLE 0 31,900 LAWSON SOFTWAR COM 520780107 1,231 173,900 SH SOLE 0 173,900 LEAPFROG ENTER CL A 52186N106 1,864 93,700 SH SOLE 0 93,700 LEAR CORP COM 521865105 7,598 128,800 SH SOLE 0 128,800 LECG CORP COM 523234102 1,085 62,700 SH SOLE 0 62,700 LEE ENTERPRISE COM 523768109 4,038 84,100 SH SOLE 0 84,100 LEGG MASON INC COM 524901105 12,693 139,466 SH SOLE 0 139,466 LEGGETT & PLAT COM 524660107 6,212 232,580 SH SOLE 0 232,580 LEHMAN BROS HL COM 524908100 25,156 334,294 SH SOLE 0 334,294 LENNAR CORP CL A 526057104 13,040 291,600 SH SOLE 0 291,600 LENNOX INTL IN COM 526107107 3,581 197,853 SH SOLE 0 197,853 LEUCADIA NATL COM 527288104 6,580 132,400 SH SOLE 0 132,400 LEVITT CORP CL A 52742P108 1,507 58,500 SH SOLE 0 58,500 LEXINGTON CORP COM 529043101 3,223 161,900 SH SOLE 0 161,900 LEXMARK INTL N CL A 529771107 13,364 138,440 SH SOLE 0 138,440 LIBBEY INC COM 529898108 1,274 45,900 SH SOLE 0 45,900 LIBERTY CORP S COM 530370105 845 18,000 SH SOLE 0 18,000 LIBERTY MEDIA COM 530718105 584 65,000 SH SOLE 0 65,000 LIBERTY PPTY T COM 531172104 6,361 158,200 SH SOLE 0 158,200 LIFEPOINT HOSP COM 53219L109 4,742 127,400 SH SOLE 0 127,400 LILLY ELI & CO COM 532457108 84,402 1,207,299 SH SOLE 0 1,207,299 LIMITED BRANDS COM 532716107 9,389 502,106 SH SOLE 0 502,106 LIN TV CORP CL A 532774106 3,490 164,600 SH SOLE 0 164,600 LINCARE HLDGS CONV 532791AB6 1,928 1,955,000 SH SOLE 0 1,955,000 LINCARE HLDGS COM 532791100 7,065 215,000 SH SOLE 0 215,000 LINCOLN ELEC H COM 533900106 839 24,600 SH SOLE 0 24,600 LINCOLN NATL C COM 534187109 9,102 192,632 SH SOLE 0 192,632 LINDSAY MFG CO COM 535555106 949 39,500 SH SOLE 0 39,500 LINEAR TECHNOL COM 535678106 13,013 329,700 SH SOLE 0 329,700 LINENS N THING COM 535679104 9,838 335,650 SH SOLE 0 335,650 LIONS GATE ENT COM 535919203 2,601 372,600 SH SOLE 0 372,600 LITHIA MTRS IN CL A 536797103 2,909 117,400 SH SOLE 0 117,400 LITTELFUSE INC COM 537008104 3,783 89,200 SH SOLE 0 89,200 LIVEPERSON INC COM 538146101 765 254,000 SH SOLE 0 254,000 LIZ CLAIBORNE COM 539320101 4,254 118,234 SH SOLE 0 118,234 LOCKHEED MARTI COM 539830109 25,794 495,270 SH SOLE 0 495,270 LODGIAN INC COM 54021P403 194 18,400 SH SOLE 0 18,400 LOEWS CORP CONV 540424AL2 483 505,000 SH SOLE 0 505,000 LOEWS CORP COM 540424108 12,192 203,338 SH SOLE 0 203,338 LONE STAR STEA COM 542307103 1,947 71,600 SH SOLE 0 71,600 LONE STAR TECH COM 542312103 2,665 96,700 SH SOLE 0 96,700 LONGS DRUG STO COM 543162101 2,996 125,503 SH SOLE 0 125,503 LONGVIEW FIBRE COM 543213102 1,405 95,400 SH SOLE 0 95,400 LOUISIANA PAC COM 546347105 2,741 115,879 SH SOLE 0 115,879 LOWES COS INC COM 548661107 45,029 856,876 SH SOLE 0 856,876 LSI INDS INC COM 50216C108 1,427 124,050 SH SOLE 0 124,050 LSI LOGIC CORP COM 502161102 3,102 407,082 SH SOLE 0 407,082 LTC PPTYS INC COM 502175102 461 27,800 SH SOLE 0 27,800 LTX CORP COM 502392103 3,472 321,200 SH SOLE 0 321,200 LUBRIZOL CORP COM 549271104 4,632 126,500 SH SOLE 0 126,500 LUCENT TECHNOL COM 549463107 17,337 4,586,575 SH SOLE 0 4,586,575 LUXOTTICA GROU ADR 55068R202 8,379 495,800 SH SOLE 0 495,800 LYDALL INC DEL COM 550819106 532 54,500 SH SOLE 0 54,500 LYONDELL CHEMI COM 552078107 5,780 332,400 SH SOLE 0 332,400 M & T BK CORP COM 55261F104 11,585 132,700 SH SOLE 0 132,700 M D C HLDGS IN COM 552676108 8,264 129,911 SH SOLE 0 129,911 MACDERMID INC COM 554273102 4,820 142,400 SH SOLE 0 142,400 MACERICH CO COM 554382101 82,691 1,727,400 SH SOLE 0 1,727,400 MACK CALI RLTY COM 554489104 53,769 1,299,400 SH SOLE 0 1,299,400 MACROMEDIA INC COM 556100105 7,338 298,900 SH SOLE 0 298,900 MACROVISION CO COM 555904101 2,305 92,100 SH SOLE 0 92,100 MAF BANCORP IN COM 55261R108 4,691 109,900 SH SOLE 0 109,900 MAGMA DESIGN A COM 559181102 1,192 62,000 SH SOLE 0 62,000 MAGNA INTL INC CL A 559222401 460 5,400 SH SOLE 0 5,400 MAGNETEK INC COM 559424106 798 95,700 SH SOLE 0 95,700 MAHANAGAR TEL ADR 559778402 9,872 1,361,707 SH SOLE 0 1,361,707 MAIN STR BKS I COM 56034R102 518 18,428 SH SOLE 0 18,428 MANDALAY RESOR COM 562567107 8,656 126,100 SH SOLE 0 126,100 MANHATTAN ASSO COM 562750109 3,517 113,900 SH SOLE 0 113,900 MANITOWOC INC COM 563571108 3,042 89,875 SH SOLE 0 89,875 MANOR CARE INC COM 564055101 3,094 94,682 SH SOLE 0 94,682 MANPOWER INC COM 56418H100 8,524 167,900 SH SOLE 0 167,900 MANTECH INTL C CL A 564563104 2,831 150,800 SH SOLE 0 150,800 MANUFACTURED H COM 564682102 2,406 72,500 SH SOLE 0 72,500 MAPINFO CORP COM 565105103 720 67,900 SH SOLE 0 67,900 MARATHON OIL C COM 565849106 15,305 404,479 SH SOLE 0 404,479 MARCONI CORP P ADR 56630M101 392 16,109 SH SOLE 0 16,109 MARCUS CORP COM 566330106 1,729 100,250 SH SOLE 0 100,250 MARINEMAX INC COM 567908108 384 13,400 SH SOLE 0 13,400 MARRIOTT INTL CL A 571903202 12,021 240,991 SH SOLE 0 240,991 MARSH & MCLENN COM 571748102 28,295 623,522 SH SOLE 0 623,522 MARSHALL & ILS COM 571834100 9,613 245,920 SH SOLE 0 245,920 MARTEK BIOSCIE COM 572901106 4,112 73,200 SH SOLE 0 73,200 MARTIN MARIETT COM 573284106 3,996 90,139 SH SOLE 0 90,139 MARVEL ENTERPR COM 57383M108 4,673 239,400 SH SOLE 0 239,400 MASCO CORP COM 574599106 15,550 498,726 SH SOLE 0 498,726 MASSEY ENERGY COM 576206106 10,717 379,900 SH SOLE 0 379,900 MATERIAL SCIEN COM 576674105 511 48,000 SH SOLE 0 48,000 MATRIA HEALTHC COM 576817209 1,868 74,500 SH SOLE 0 74,500 MATTEL INC COM 577081102 8,625 472,576 SH SOLE 0 472,576 MAVERICK TUBE COM 577914104 6,499 247,500 SH SOLE 0 247,500 MAXIM INTEGRAT COM 57772K101 18,154 346,320 SH SOLE 0 346,320 MAXIM PHARMACE COM 57772M107 1,407 145,800 SH SOLE 0 145,800 MAXIMUS INC COM 577933104 4,493 126,700 SH SOLE 0 126,700 MAXTOR CORP COM 577729205 7,004 1,056,400 SH SOLE 0 1,056,400 MAY DEPT STORE COM 577778103 8,519 309,896 SH SOLE 0 309,896 MAYTAG CORP COM 578592107 2,062 84,142 SH SOLE 0 84,142 MB FINANCIAL I COM 55264U108 1,075 29,200 SH SOLE 0 29,200 MBIA INC COM 55262C100 9,354 163,757 SH SOLE 0 163,757 MBNA CORP COM 55262L100 36,013 1,396,411 SH SOLE 0 1,396,411 MCCORMICK & CO COM 579780206 4,981 146,500 SH SOLE 0 146,500 MCDATA CORP CL A 580031201 1,184 220,162 SH SOLE 0 220,162 MCDONALDS CORP COM 580135101 35,077 1,349,100 SH SOLE 0 1,349,100 MCGRAW HILL CO COM 580645109 17,029 222,400 SH SOLE 0 222,400 MCKESSON CORP COM 58155Q103 10,712 312,030 SH SOLE 0 312,030 MDU RES GROUP COM 552690109 5,243 218,200 SH SOLE 0 218,200 MEADE INSTRUME COM 583062104 616 193,100 SH SOLE 0 193,100 MEADWESTVACO C COM 583334107 6,311 214,728 SH SOLE 0 214,728 MEDCO HEALTH S COM 58405U102 10,830 288,808 SH SOLE 0 288,808 MEDIA GEN INC CL A 584404107 2,845 44,300 SH SOLE 0 44,300 MEDICINES CO COM 584688105 6,699 219,584 SH SOLE 0 219,584 MEDICIS PHARMA CL A 584690309 8,102 202,800 SH SOLE 0 202,800 MEDIMMUNE INC COM 584699102 6,303 269,460 SH SOLE 0 269,460 MEDTRONIC INC COM 585055106 64,299 1,319,775 SH SOLE 0 1,319,775 MELLON FINL CO COM 58551A108 13,999 477,284 SH SOLE 0 477,284 MEMBERWORKS IN COM 586002107 1,049 35,400 SH SOLE 0 35,400 MEMC ELECTR MA COM 552715104 3,437 347,910 SH SOLE 0 347,910 MENS WEARHOUSE COM 587118100 3,930 148,920 SH SOLE 0 148,920 MENTOR CORP MI COM 587188103 4,866 141,900 SH SOLE 0 141,900 MENTOR GRAPHIC COM 587200106 2,025 130,900 SH SOLE 0 130,900 MERCANTILE BAN COM 587376104 810 22,225 SH SOLE 0 22,225 MERCANTILE BAN COM 587405101 6,911 147,600 SH SOLE 0 147,600 MERCK & CO INC COM 589331107 115,012 2,421,310 SH SOLE 0 2,421,310 MERCURY COMPUT COM 589378108 1,768 71,300 SH SOLE 0 71,300 MERCURY INTERA COM 589405109 4,892 98,180 SH SOLE 0 98,180 MEREDITH CORP COM 589433101 4,107 74,732 SH SOLE 0 74,732 MERISTAR HOSPI COM 58984Y103 171 25,000 SH SOLE 0 25,000 MERIT MED SYS COM 589889104 2,165 135,900 SH SOLE 0 135,900 MERITAGE CORP COM 59001A102 3,048 44,300 SH SOLE 0 44,300 MERRILL LYNCH COM 590188108 56,480 1,046,322 SH SOLE 0 1,046,322 MESA AIR GROUP COM 590479101 1,353 167,300 SH SOLE 0 167,300 METHODE ELECTR COM 591520200 1,547 119,300 SH SOLE 0 119,300 METLIFE INC COM 59156R108 29,052 810,380 SH SOLE 0 810,380 METRIS COS INC COM 591598107 916 105,400 SH SOLE 0 105,400 MFC BANCORP LT COM 55271X202 2,907 156,375 SH SOLE 0 156,375 MGI PHARMA INC COM 552880106 7,498 277,600 SH SOLE 0 277,600 MGIC INVT CORP COM 552848103 7,992 105,348 SH SOLE 0 105,348 MICHAELS STORE COM 594087108 31,768 577,600 SH SOLE 0 577,600 MICREL INC COM 594793101 4,313 355,000 SH SOLE 0 355,000 MICROCHIP TECH COM 595017104 12,266 388,901 SH SOLE 0 388,901 MICRON TECHNOL COM 595112103 9,959 650,490 SH SOLE 0 650,490 MICROS SYS INC COM 594901100 6,212 129,500 SH SOLE 0 129,500 MICROSEMI CORP COM 595137100 2,841 199,900 SH SOLE 0 199,900 MICROSOFT CORP COM 594918104 332,91311,656,626 SH SOLE 0 11,656,626 MICROSTRATEGY CL A 594972408 465 10,900 SH SOLE 0 10,900 MIDAS GROUP IN COM 595626102 903 51,900 SH SOLE 0 51,900 MIDCAP SPDR TR UNIT 595635103 46,911 422,245 SH SOLE 0 422,245 MILACRON INC COM 598709103 670 167,573 SH SOLE 0 167,573 MILLENNIUM CHE COM 599903101 1,806 104,300 SH SOLE 0 104,300 MILLENNIUM PHA COM 599902103 7,859 569,471 SH SOLE 0 569,471 MILLER HERMAN COM 600544100 3,892 134,500 SH SOLE 0 134,500 MILLIPORE CORP COM 601073109 4,635 82,221 SH SOLE 0 82,221 MINERALS TECHN COM 603158106 5,058 87,200 SH SOLE 0 87,200 MINORPLANET SY COM 604363200 76 172,482 SH SOLE 0 172,482 MKS INSTRUMENT COM 55306N104 363 15,900 SH SOLE 0 15,900 MOBILE MINI IN COM 60740F105 1,372 48,300 SH SOLE 0 48,300 MOBILE TELESYS ADR 607409109 9,882 81,000 SH SOLE 0 81,000 MOBILITY ELECT COM 60741U101 228 27,000 SH SOLE 0 27,000 MODINE MFG CO COM 607828100 2,788 87,520 SH SOLE 0 87,520 MOHAWK INDS IN COM 608190104 9,691 132,150 SH SOLE 0 132,150 MOLECULAR DEVI COM 60851C107 608 34,200 SH SOLE 0 34,200 MOLEX INC COM 608554101 1,552 48,375 SH SOLE 0 48,375 MOLEX INC CL A 608554200 4,193 153,700 SH SOLE 0 153,700 MOLINA HEALTHC COM 60855R100 970 25,400 SH SOLE 0 25,400 MONACO COACH C COM 60886R103 3,723 132,150 SH SOLE 0 132,150 MONSANTO CO NE COM 61166W101 11,514 299,074 SH SOLE 0 299,074 MONSTER WORLDW COM 611742107 3,544 137,800 SH SOLE 0 137,800 MONY GROUP INC COM 615337102 2,933 93,700 SH SOLE 0 93,700 MOODYS CORP COM 615369105 10,315 159,530 SH SOLE 0 159,530 MOOG INC CL A 615394202 5,679 153,030 SH SOLE 0 153,030 MORGAN STANLEY COM 617446448 64,234 1,217,250 SH SOLE 0 1,217,250 MOTOROLA INC COM 620076109 46,352 2,539,862 SH SOLE 0 2,539,862 MOVIE GALLERY COM 624581104 2,790 142,700 SH SOLE 0 142,700 MPS GROUP INC COM 553409103 6,032 497,660 SH SOLE 0 497,660 MRO SOFTWARE I COM 55347W105 2,474 181,800 SH SOLE 0 181,800 MSC INDL DIREC CL A 553530106 3,277 99,800 SH SOLE 0 99,800 MTC TECHNOLOGI COM 55377A106 2,273 88,000 SH SOLE 0 88,000 MTS SYS CORP COM 553777103 668 28,500 SH SOLE 0 28,500 MUELLER INDS I COM 624756102 4,210 117,600 SH SOLE 0 117,600 MULTIMEDIA GAM COM 625453105 3,205 119,500 SH SOLE 0 119,500 MURPHY OIL COR COM 626717102 12,662 171,800 SH SOLE 0 171,800 MYERS INDS INC COM 628464109 1,433 101,651 SH SOLE 0 101,651 MYKROLIS CORP COM 62852P103 1,512 86,800 SH SOLE 0 86,800 MYLAN LABS INC COM 628530107 6,411 316,575 SH SOLE 0 316,575 NABI BIOPHARMA COM 629519109 880 61,900 SH SOLE 0 61,900 NABORS INDUSTR SHS G6359F103 8,263 182,720 SH SOLE 0 182,720 NAM TAI ELECTR COM 629865205 1,061 49,300 SH SOLE 0 49,300 NASDAQ 100 TR UNIT 631100104 3,083 81,700 SH SOLE 0 81,700 NASH FINCH CO COM 631158102 1,036 41,400 SH SOLE 0 41,400 NATIONAL CITY COM 635405103 20,977 599,178 SH SOLE 0 599,178 NATIONAL COMME COM 63545P104 12,391 381,255 SH SOLE 0 381,255 NATIONAL FUEL COM 636180101 4,438 177,500 SH SOLE 0 177,500 NATIONAL INSTR COM 636518102 4,515 147,300 SH SOLE 0 147,300 NATIONAL PREST COM 637215104 944 22,900 SH SOLE 0 22,900 NATIONAL SEMIC COM 637640103 8,408 382,350 SH SOLE 0 382,350 NATIONAL-OILWE COM 637071101 33,594 1,066,800 SH SOLE 0 1,066,800 NATIONWIDE FIN CL A 638612101 1,185 31,510 SH SOLE 0 31,510 NATURES SUNSHI COM 639027101 713 50,100 SH SOLE 0 50,100 NATUZZI S P A ADR 63905A101 1,280 119,220 SH SOLE 0 119,220 NAUTILUS GROUP COM 63910B102 3,855 197,600 SH SOLE 0 197,600 NAVIGANT CONSU COM 63935N107 7,515 350,500 SH SOLE 0 350,500 NAVISTAR INTL COM 63934E108 2,886 74,450 SH SOLE 0 74,450 NBTY INC COM 628782104 7,180 244,300 SH SOLE 0 244,300 NCO GROUP INC COM 628858102 6,747 252,800 SH SOLE 0 252,800 NCR CORP NEW COM 62886E108 5,001 100,840 SH SOLE 0 100,840 NDCHEALTH CORP COM 639480102 3,538 152,500 SH SOLE 0 152,500 NEIMAN MARCUS CL A 640204202 5,125 92,100 SH SOLE 0 92,100 NEKTAR THERAPE COM 640268108 902 45,200 SH SOLE 0 45,200 NELSON THOMAS COM 640376109 1,371 60,300 SH SOLE 0 60,300 NEOPHARM INC COM 640919106 1,275 123,400 SH SOLE 0 123,400 NETEASE COM IN ADR 64110W102 843 20,400 SH SOLE 0 20,400 NETEGRITY INC COM 64110P107 1,615 190,900 SH SOLE 0 190,900 NETFLIX COM IN COM 64110L106 677 18,800 SH SOLE 0 18,800 NETIQ CORP COM 64115P102 2,677 202,800 SH SOLE 0 202,800 NETSOLVE INC COM 64115J106 5,940 600,000 SH SOLE 0 600,000 NETWORK APPLIA COM 64120L104 8,053 374,040 SH SOLE 0 374,040 NETWORK EQUIP COM 641208103 666 81,600 SH SOLE 0 81,600 NETWORKS ASSOC COM 640938106 8,013 442,000 SH SOLE 0 442,000 NEUROCRINE BIO COM 64125C109 441 8,500 SH SOLE 0 8,500 NEUROGEN CORP COM 64124E106 212 28,300 SH SOLE 0 28,300 NEW CENTURY FI COM 64352D101 7,276 155,400 SH SOLE 0 155,400 NEW JERSEY RES COM 646025106 4,719 113,500 SH SOLE 0 113,500 NEW PLAN EXCEL COM 648053106 5,854 250,600 SH SOLE 0 250,600 NEW YORK CMNTY COM 649445103 11,256 573,421 SH SOLE 0 573,421 NEW YORK TIMES CL A 650111107 7,082 158,402 SH SOLE 0 158,402 NEWELL RUBBERM COM 651229106 7,505 319,345 SH SOLE 0 319,345 NEWFIELD EXPL COM 651290108 5,875 105,400 SH SOLE 0 105,400 NEWMONT MINING COM 651639106 18,971 489,457 SH SOLE 0 489,457 NEWPORT CORP COM 651824104 1,242 76,800 SH SOLE 0 76,800 NEXTEL COMMUNI CL A 65332V103 31,694 1,188,816 SH SOLE 0 1,188,816 NEXTEL PARTNER CL A 65333F107 4,634 291,100 SH SOLE 0 291,100 NICOR INC COM 654086107 1,593 46,897 SH SOLE 0 46,897 NII HLDGS INC CL B 62913F201 1,829 54,300 SH SOLE 0 54,300 NIKE INC CL B 654106103 21,306 281,268 SH SOLE 0 281,268 NISOURCE INC COM 65473P105 5,787 280,652 SH SOLE 0 280,652 NMS COMMUNICAT COM 629248105 1,061 143,700 SH SOLE 0 143,700 NN INC COM 629337106 1,727 135,900 SH SOLE 0 135,900 NOBLE CORPORAT SHS G65422100 7,408 195,510 SH SOLE 0 195,510 NOBLE ENERGY I COM 655044105 5,534 108,500 SH SOLE 0 108,500 NOKIA CORP ADR 654902204 6,904 474,829 SH SOLE 0 474,829 NORDSON CORP COM 655663102 2,888 66,600 SH SOLE 0 66,600 NORDSTROM INC COM 655664100 6,316 148,228 SH SOLE 0 148,228 NORFOLK SOUTHE COM 655844108 11,079 417,756 SH SOLE 0 417,756 NORTEL NETWORK CONV 656568AB8 4,069 4,250,000 SH SOLE 0 4,250,000 NORTEL NETWORK COM 656568102 374 75,000 SH SOLE 0 75,000 NORTH FORK BAN COM 659424105 2,071 54,440 SH SOLE 0 54,440 NORTHEAST UTIL COM 664397106 4,657 239,200 SH SOLE 0 239,200 NORTHERN TR CO COM 665859104 9,928 234,818 SH SOLE 0 234,818 NORTHROP GRUMM COM 666807102 21,249 395,704 SH SOLE 0 395,704 NORTHWEST NAT COM 667655104 2,800 91,800 SH SOLE 0 91,800 NOVATEL WIRELE COM 66987M604 1,807 68,200 SH SOLE 0 68,200 NOVELL INC COM 670006105 3,457 411,988 SH SOLE 0 411,988 NOVELLUS SYS I COM 670008101 6,942 220,790 SH SOLE 0 220,790 NOVEN PHARMACE COM 670009109 2,486 112,906 SH SOLE 0 112,906 NPS PHARMACEUT COM 62936P103 680 32,380 SH SOLE 0 32,380 NSTAR COM 67019E107 4,750 99,200 SH SOLE 0 99,200 NTL INC DEL COM 62940M104 20,549 356,628 SH SOLE 0 356,628 NU HORIZONS EL COM 669908105 659 73,200 SH SOLE 0 73,200 NU SKIN ENTERP CL A 67018T105 3,094 122,200 SH SOLE 0 122,200 NUCOR CORP COM 670346105 6,455 84,098 SH SOLE 0 84,098 NUI CORP COM 629431107 2,889 197,900 SH SOLE 0 197,900 NUTRACEUTICAL COM 67060Y101 441 20,700 SH SOLE 0 20,700 NVIDIA CORP COM 67066G104 3,702 180,840 SH SOLE 0 180,840 NVR INC COM 62944T105 12,105 25,000 SH SOLE 0 25,000 NYFIX INC COM 670712108 531 108,500 SH SOLE 0 108,500 O CHARLEYS INC COM 670823103 1,226 71,300 SH SOLE 0 71,300 O REILLY AUTOM COM 686091109 6,615 146,340 SH SOLE 0 146,340 OCCIDENTAL PET COM 674599105 20,852 430,731 SH SOLE 0 430,731 OCEANEERING IN COM 675232102 3,970 115,900 SH SOLE 0 115,900 OCULAR SCIENCE COM 675744106 555 14,600 SH SOLE 0 14,600 ODYSSEY HEALTH COM 67611V101 2,694 143,125 SH SOLE 0 143,125 OFFICE DEPOT I COM 676220106 5,972 333,440 SH SOLE 0 333,440 OFFSHORE LOGIS COM 676255102 2,140 76,100 SH SOLE 0 76,100 OGE ENERGY COR COM 670837103 4,169 163,700 SH SOLE 0 163,700 OHIO CAS CORP COM 677240103 3,412 169,500 SH SOLE 0 169,500 OIL STS INTL I COM 678026105 737 48,200 SH SOLE 0 48,200 OLD DOMINION F COM 679580100 2,139 72,550 SH SOLE 0 72,550 OLD REP INTL C COM 680223104 8,163 344,150 SH SOLE 0 344,150 OLD SECOND BAN COM 680277100 934 17,700 SH SOLE 0 17,700 OLIN CORP COM 680665205 2,287 129,800 SH SOLE 0 129,800 OM GROUP INC COM 670872100 3,149 95,400 SH SOLE 0 95,400 OMEGA HEALTHCA COM 681936100 672 66,900 SH SOLE 0 66,900 OMI CORP NEW COM Y6476W104 1,664 139,800 SH SOLE 0 139,800 OMNICARE INC COM 681904108 8,309 194,100 SH SOLE 0 194,100 OMNICOM GROUP COM 681919106 15,458 203,696 SH SOLE 0 203,696 OMNOVA SOLUTIO COM 682129101 824 135,100 SH SOLE 0 135,100 ON ASSIGNMENT COM 682159108 501 84,900 SH SOLE 0 84,900 ON SEMICONDUCT COM 682189105 5,632 1,121,990 SH SOLE 0 1,121,990 ONEOK INC NEW COM 682680103 4,716 214,460 SH SOLE 0 214,460 OPEN SOLUTIONS COM 68371P102 864 34,600 SH SOLE 0 34,600 OPNET TECHNOLO COM 683757108 1,229 93,800 SH SOLE 0 93,800 OPSWARE INC COM 68383A101 1,623 204,900 SH SOLE 0 204,900 OPTION CARE IN COM 683948103 588 38,500 SH SOLE 0 38,500 ORACLE CORP COM 68389X105 67,180 5,631,220 SH SOLE 0 5,631,220 ORBITAL SCIENC COM 685564106 1,146 83,000 SH SOLE 0 83,000 ORBITZ INC CL A 68556Y100 625 28,900 SH SOLE 0 28,900 OREGON STL MLS COM 686079104 10,771 730,700 SH SOLE 0 730,700 ORTHODONTIC CT COM 68750P103 1,380 168,500 SH SOLE 0 168,500 ORTHOFIX INTL COM N6748L102 3,492 81,650 SH SOLE 0 81,650 OSHKOSH B GOSH CL A 688222207 986 39,500 SH SOLE 0 39,500 OSHKOSH TRUCK COM 688239201 7,863 137,200 SH SOLE 0 137,200 OSI PHARMACEUT COM 671040103 1,141 16,193 SH SOLE 0 16,193 OSI SYSTEMS IN COM 671044105 351 17,600 SH SOLE 0 17,600 OSTEOTECH INC COM 688582105 374 57,700 SH SOLE 0 57,700 OUTBACK STEAKH COM 689899102 6,159 148,900 SH SOLE 0 148,900 OVERNITE CORP COM 690322102 1,649 56,100 SH SOLE 0 56,100 OVERSEAS SHIPH COM 690368105 3,239 73,400 SH SOLE 0 73,400 OWENS & MINOR COM 690732102 3,419 132,000 SH SOLE 0 132,000 OXFORD HEALTH COM 691471106 8,663 157,400 SH SOLE 0 157,400 OXFORD INDS IN COM 691497309 2,962 68,000 SH SOLE 0 68,000 P F CHANGS CHI COM 69333Y108 3,939 95,723 SH SOLE 0 95,723 PACCAR INC COM 693718108 10,839 186,907 SH SOLE 0 186,907 PACER INTL INC COM 69373H106 2,683 145,000 SH SOLE 0 145,000 PACIFIC SUNWEA COM 694873100 3,626 185,100 SH SOLE 0 185,100 PACIFICARE HEA COM 695112102 6,222 160,944 SH SOLE 0 160,944 PACKAGING CORP COM 695156109 4,744 198,500 SH SOLE 0 198,500 PACKETEER INC COM 695210104 2,445 151,400 SH SOLE 0 151,400 PACTIV CORP COM 695257105 4,208 168,725 SH SOLE 0 168,725 PAC-WEST TELEC COM 69371Y101 135 122,402 SH SOLE 0 122,402 PALL CORP COM 696429307 3,492 133,328 SH SOLE 0 133,328 PAN PACIFIC RE COM 69806L104 975 19,300 SH SOLE 0 19,300 PANERA BREAD C CL A 69840W108 6,806 189,700 SH SOLE 0 189,700 PAPA JOHNS INT COM 698813102 1,752 59,300 SH SOLE 0 59,300 PAR PHARMACEUT COM 69888P106 4,024 114,300 SH SOLE 0 114,300 PARADYNE NETWO COM 69911G107 327 59,544 SH SOLE 0 59,544 PARAGON TECHNO COM 69912T108 1,707 173,500 SH SOLE 0 173,500 PARAMETRIC TEC COM 699173100 3,001 600,197 SH SOLE 0 600,197 PAREXEL INTL C COM 699462107 3,194 161,300 SH SOLE 0 161,300 PARK ELECTROCH COM 700416209 1,684 66,700 SH SOLE 0 66,700 PARKER HANNIFI COM 701094104 7,575 127,394 SH SOLE 0 127,394 PARKWAY PPTYS COM 70159Q104 2,618 58,900 SH SOLE 0 58,900 PATINA OIL & G COM 703224105 9,738 326,000 SH SOLE 0 326,000 PATTERSON DENT COM 703412106 9,768 127,700 SH SOLE 0 127,700 PATTERSON UTI COM 703481101 26,257 785,900 SH SOLE 0 785,900 PAXAR CORP COM 704227107 4,886 250,300 SH SOLE 0 250,300 PAYCHEX INC COM 704326107 13,634 402,425 SH SOLE 0 402,425 PAYLESS SHOESO COM 704379106 4,176 280,102 SH SOLE 0 280,102 PC-TEL INC COM 69325Q105 1,477 125,200 SH SOLE 0 125,200 PDI INC COM 69329V100 608 20,000 SH SOLE 0 20,000 PEABODY ENERGY COM 704549104 9,725 173,700 SH SOLE 0 173,700 PEDIATRIX MED COM 705324101 7,362 105,400 SH SOLE 0 105,400 PEETS COFFEE & COM 705560100 1,519 60,800 SH SOLE 0 60,800 PEGASUS SOLUTI COM 705906105 4,116 313,500 SH SOLE 0 313,500 PEMSTAR INC COM 706552106 1,267 546,100 SH SOLE 0 546,100 PENFORD CORP COM 707051108 518 29,500 SH SOLE 0 29,500 PENN NATL GAMI COM 707569109 5,282 159,100 SH SOLE 0 159,100 PENN VA CORP COM 707882106 469 13,000 SH SOLE 0 13,000 PENN-AMER GROU COM 707247102 1,397 99,750 SH SOLE 0 99,750 PENNEY J C INC COM 708160106 12,701 336,374 SH SOLE 0 336,374 PENTAIR INC COM 709631105 6,304 187,400 SH SOLE 0 187,400 PEOPLES ENERGY COM 711030106 1,686 40,002 SH SOLE 0 40,002 PEOPLESOFT INC COM 712713106 7,193 388,800 SH SOLE 0 388,800 PEP BOYS MANNY COM 713278109 6,229 245,726 SH SOLE 0 245,726 PEPCO HOLDINGS COM 713291102 5,881 321,700 SH SOLE 0 321,700 PEPSI BOTTLING COM 713409100 8,672 283,940 SH SOLE 0 283,940 PEPSIAMERICAS COM 71343P200 6,420 302,270 SH SOLE 0 302,270 PEPSICO INC COM 713448108 99,250 1,842,059 SH SOLE 0 1,842,059 PERFORMANCE FO COM 713755106 5,884 221,700 SH SOLE 0 221,700 PERICOM SEMICO COM 713831105 951 88,800 SH SOLE 0 88,800 PERKINELMER IN COM 714046109 2,727 136,098 SH SOLE 0 136,098 PEROT SYS CORP CL A 714265105 649 48,900 SH SOLE 0 48,900 PERRIGO CO COM 714290103 3,401 179,300 SH SOLE 0 179,300 PER-SE TECHNOL COM 713569309 3,969 273,000 SH SOLE 0 273,000 PETCO ANIMAL S COM 716016209 448 13,900 SH SOLE 0 13,900 PETROLEO BRASI ADR 71654V101 680 27,000 SH SOLE 0 27,000 PETROLEO BRASI ADR 71654V408 53,907 1,920,449 SH SOLE 0 1,920,449 PETSMART INC COM 716768106 8,762 270,000 SH SOLE 0 270,000 PFF BANCORP IN COM 69331W104 696 18,700 SH SOLE 0 18,700 PFIZER INC COM 717081103 282,576 8,243,186 SH SOLE 0 8,243,186 PG&E CORP COM 69331C108 12,916 462,277 SH SOLE 0 462,277 PHARMACEUTICAL COM 717124101 7,593 239,000 SH SOLE 0 239,000 PHARMACOPEIA D COM 7171EP101 244 42,550 SH SOLE 0 42,550 PHARMION CORP COM 71715B409 998 20,400 SH SOLE 0 20,400 PHELPS DODGE C COM 717265102 9,623 124,147 SH SOLE 0 124,147 PHILADELPHIA C COM 717528103 6,542 108,900 SH SOLE 0 108,900 PHILLIPS VAN H COM 718592108 1,990 103,400 SH SOLE 0 103,400 PHOENIX TECHNO COM 719153108 575 82,200 SH SOLE 0 82,200 PHOTON DYNAMIC COM 719364101 4,938 140,800 SH SOLE 0 140,800 PHOTRONICS INC COM 719405102 2,072 109,400 SH SOLE 0 109,400 PIEDMONT NAT G COM 720186105 5,487 128,500 SH SOLE 0 128,500 PIER 1 IMPORTS COM 720279108 3,678 207,900 SH SOLE 0 207,900 PINNACLE AIRL COM 723443107 996 88,100 SH SOLE 0 88,100 PINNACLE ENTMT COM 723456109 1,507 119,500 SH SOLE 0 119,500 PINNACLE SYS I COM 723481107 2,880 402,800 SH SOLE 0 402,800 PINNACLE WEST COM 723484101 3,931 97,320 SH SOLE 0 97,320 PIONEER NAT RE COM 723787107 7,872 224,400 SH SOLE 0 224,400 PIPER JAFFRAY COM 724078100 3,017 66,700 SH SOLE 0 66,700 PITNEY BOWES I COM 724479100 12,314 278,292 SH SOLE 0 278,292 PIXELWORKS INC COM 72581M107 968 63,170 SH SOLE 0 63,170 PLAINS EXPL& P COM 726505100 6,330 344,979 SH SOLE 0 344,979 PLAINS RES INC COM 726540503 1,392 82,100 SH SOLE 0 82,100 PLANAR SYS INC COM 726900103 659 49,200 SH SOLE 0 49,200 PLANTRONICS IN COM 727493108 6,583 156,360 SH SOLE 0 156,360 PLATINUM UNDER COM G7127P100 1,782 58,570 SH SOLE 0 58,570 PLEXUS CORP COM 729132100 1,085 80,400 SH SOLE 0 80,400 PLUM CREEK TIM COM 729251108 6,750 207,180 SH SOLE 0 207,180 PLX TECHNOLOGY COM 693417107 623 36,100 SH SOLE 0 36,100 PMA CAP CORP CONV 693419AA1 1,710 1,810,000 SH SOLE 0 1,810,000 PMC-SIERRA INC COM 69344F106 2,700 188,180 SH SOLE 0 188,180 PMI GROUP INC COM 69344M101 7,781 178,800 SH SOLE 0 178,800 PNC FINL SVCS COM 693475105 15,949 300,464 SH SOLE 0 300,464 PNM RES INC COM 69349H107 2,346 112,950 SH SOLE 0 112,950 POGO PRODUCING COM 730448107 5,898 119,400 SH SOLE 0 119,400 POLARIS INDS I COM 731068102 7,517 156,600 SH SOLE 0 156,600 POLYCOM INC COM 73172K104 5,920 264,180 SH SOLE 0 264,180 POLYMEDICA COR COM 731738100 3,045 98,100 SH SOLE 0 98,100 POLYONE CORP COM 73179P106 2,823 379,500 SH SOLE 0 379,500 POPE & TALBOT COM 732827100 1,048 53,000 SH SOLE 0 53,000 POSCO ADR 693483109 2,617 78,100 SH SOLE 0 78,100 POSSIS MEDICAL COM 737407106 3,381 99,000 SH SOLE 0 99,000 POST PPTYS INC COM 737464107 25,477 874,000 SH SOLE 0 874,000 POTLATCH CORP COM 737628107 3,849 92,428 SH SOLE 0 92,428 POWER INTEGRAT COM 739276103 2,575 103,400 SH SOLE 0 103,400 POWER-ONE INC COM 739308104 1,867 170,040 SH SOLE 0 170,040 POWERWAVE TECH COM 739363109 1,502 195,100 SH SOLE 0 195,100 PPG INDS INC COM 693506107 12,174 194,822 SH SOLE 0 194,822 PPL CORP COM 69351T106 8,699 189,522 SH SOLE 0 189,522 PRAXAIR INC COM 74005P104 14,960 374,856 SH SOLE 0 374,856 PRE PAID LEGAL COM 740065107 1,320 55,400 SH SOLE 0 55,400 PRECISION CAST COM 740189105 6,601 120,700 SH SOLE 0 120,700 PREMCOR INC COM 74045Q104 1,733 46,200 SH SOLE 0 46,200 PREMIERE TECHN CONV 74058FAC6 505 505,000 SH SOLE 0 505,000 PRESIDENTIAL L COM 740884101 2,179 120,900 SH SOLE 0 120,900 PRG-SCHULTZ IN COM 69357C107 1,672 305,600 SH SOLE 0 305,600 PRICE T ROWE G COM 74144T108 8,092 160,560 SH SOLE 0 160,560 PRIDE INTL INC COM 74153Q102 4,343 253,800 SH SOLE 0 253,800 PRIMA ENERGY C COM 741901201 1,729 43,700 SH SOLE 0 43,700 PRIME HOSPITAL COM 741917108 1,606 151,200 SH SOLE 0 151,200 PRIMUS TELECOM COM 741929103 410 80,800 SH SOLE 0 80,800 PRINCIPAL FINA COM 74251V102 11,830 340,140 SH SOLE 0 340,140 PRIORITY HEALT CL B 74264T102 4,128 179,860 SH SOLE 0 179,860 PRIVATEBANCORP COM 742962103 621 22,600 SH SOLE 0 22,600 PROASSURANCE C COM 74267C106 6,191 181,500 SH SOLE 0 181,500 PROCTER & GAMB COM 742718109 150,171 2,758,464 SH SOLE 0 2,758,464 PROGRESS ENERG COM 743263105 11,573 262,728 SH SOLE 0 262,728 PROGRESS SOFTW COM 743312100 4,861 224,300 SH SOLE 0 224,300 PROGRESSIVE CO COM 743315103 19,765 231,706 SH SOLE 0 231,706 PROLOGIS COM 743410102 79,285 2,408,400 SH SOLE 0 2,408,400 PROSPERITY BAN COM 743606105 536 22,000 SH SOLE 0 22,000 PROTECTIVE LIF COM 743674103 5,831 150,800 SH SOLE 0 150,800 PROTEIN DESIGN COM 74369L103 3,365 175,900 SH SOLE 0 175,900 PROVIDENT BANC COM 74383A109 469 41,100 SH SOLE 0 41,100 PROVIDENT BANK COM 743859100 3,187 110,515 SH SOLE 0 110,515 PROVIDENT FINL COM 743866105 7,748 196,350 SH SOLE 0 196,350 PROVIDENT FINL COM 74386T105 892 50,800 SH SOLE 0 50,800 PROVIDIAN FINL COM 74406A102 4,553 310,330 SH SOLE 0 310,330 PROVINCE HEALT COM 743977100 4,025 234,700 SH SOLE 0 234,700 PRUDENTIAL FIN COM 744320102 26,048 560,540 SH SOLE 0 560,540 PS BUSINESS PK COM 69360J107 2,700 67,100 SH SOLE 0 67,100 PSS WORLD MED COM 69366A100 1,829 163,300 SH SOLE 0 163,300 PSYCHIATRIC SO COM 74439H108 3,176 127,400 SH SOLE 0 127,400 PTEK HLDGS INC COM 69366M104 390 33,800 SH SOLE 0 33,800 PUBLIC STORAGE COM 74460D109 8,342 181,300 SH SOLE 0 181,300 PUBLIC SVC ENT COM 744573106 10,191 254,592 SH SOLE 0 254,592 PUGET ENERGY I COM 745310102 4,763 217,388 SH SOLE 0 217,388 PULTE HOMES IN COM 745867101 7,295 140,208 SH SOLE 0 140,208 QLOGIC CORP COM 747277101 3,698 139,080 SH SOLE 0 139,080 QRS CORP COM 74726X105 349 53,500 SH SOLE 0 53,500 QUAKER CHEM CO COM 747316107 895 32,400 SH SOLE 0 32,400 QUALCOMM INC COM 747525103 65,168 892,960 SH SOLE 0 892,960 QUALITY SYS IN COM 747582104 368 7,500 SH SOLE 0 7,500 QUANEX CORP COM 747620102 3,336 68,500 SH SOLE 0 68,500 QUANTA SVCS IN COM 74762E102 1,362 218,900 SH SOLE 0 218,900 QUANTUM CORP COM 747906204 1,046 337,300 SH SOLE 0 337,300 QUEST DIAGNOST COM 74834L100 9,677 113,915 SH SOLE 0 113,915 QUEST SOFTWARE COM 74834T103 4,684 363,100 SH SOLE 0 363,100 QUESTAR CORP COM 748356102 9,532 246,700 SH SOLE 0 246,700 QUICKSILVER RE COM 74837R104 778 11,600 SH SOLE 0 11,600 QUIDEL CORP COM 74838J101 327 55,500 SH SOLE 0 55,500 QUIKSILVER INC COM 74838C106 7,114 298,800 SH SOLE 0 298,800 QWEST COMMUNIC COM 749121109 6,856 1,909,800 SH SOLE 0 1,909,800 RADIAN GROUP I COM 750236101 8,419 175,752 SH SOLE 0 175,752 RADIANT SYSTEM COM 75025N102 414 88,300 SH SOLE 0 88,300 RADIOSHACK COR COM 750438103 4,908 171,418 SH SOLE 0 171,418 RADISYS CORP COM 750459109 1,181 63,600 SH SOLE 0 63,600 RADWARE LTD ORD M81873107 937 55,000 SH SOLE 0 55,000 RAILAMERICA IN COM 750753105 2,262 154,900 SH SOLE 0 154,900 RALCORP HLDGS COM 751028101 3,460 98,300 SH SOLE 0 98,300 RANGE RES CORP COM 75281A109 232 15,900 SH SOLE 0 15,900 RARE HOSPITALI COM 753820109 7,424 298,140 SH SOLE 0 298,140 RAYMOND JAMES COM 754730109 3,637 137,500 SH SOLE 0 137,500 RAYONIER INC COM 754907103 4,115 92,583 SH SOLE 0 92,583 RAYOVAC CORP COM 755081106 3,667 130,500 SH SOLE 0 130,500 RAYTHEON CO COM 755111507 18,962 530,110 SH SOLE 0 530,110 READERS DIGEST COM 755267101 2,958 185,000 SH SOLE 0 185,000 REALNETWORKS I COM 75605L104 670 97,950 SH SOLE 0 97,950 RECKSON ASSOCS COM 75621K106 57,752 2,103,150 SH SOLE 0 2,103,150 RED HAT INC COM 756577102 3,721 162,000 SH SOLE 0 162,000 REEBOK INTL LT COM 758110100 14,990 416,632 SH SOLE 0 416,632 REGAL BELOIT C COM 758750103 1,830 82,200 SH SOLE 0 82,200 REGAL ENTMT GR CL A 758766109 757 41,800 SH SOLE 0 41,800 REGENCY CTRS C COM 758849103 4,148 96,700 SH SOLE 0 96,700 REGENERON PHAR COM 75886F107 1,970 187,100 SH SOLE 0 187,100 REGENT COMMUNI COM 758865109 1,760 284,400 SH SOLE 0 284,400 REGIONS FINL C COM 758940100 8,659 236,900 SH SOLE 0 236,900 REGIS CORP MIN COM 758932107 3,688 82,700 SH SOLE 0 82,700 REHABCARE GROU COM 759148109 3,337 125,300 SH SOLE 0 125,300 REINSURANCE GR COM 759351109 3,272 80,500 SH SOLE 0 80,500 RELIANCE STEEL COM 759509102 4,395 109,000 SH SOLE 0 109,000 REMINGTON OIL COM 759594302 2,145 90,900 SH SOLE 0 90,900 RENAISSANCE RE COM G7496G103 1,360 25,200 SH SOLE 0 25,200 RENAL CARE GRO COM 759930100 4,135 124,800 SH SOLE 0 124,800 RENT A CTR INC COM 76009N100 5,756 192,300 SH SOLE 0 192,300 REPUBLIC BANCO COM 760282103 2,992 215,270 SH SOLE 0 215,270 REPUBLIC SVCS COM 760759100 9,371 323,800 SH SOLE 0 323,800 RESEARCH IN MO COM 760975102 589 8,600 SH SOLE 0 8,600 RESMED INC COM 761152107 8,801 172,700 SH SOLE 0 172,700 RESOURCES CONN COM 76122Q105 3,133 80,100 SH SOLE 0 80,100 RESPIRONICS IN COM 761230101 12,108 206,100 SH SOLE 0 206,100 RETEK INC COM 76128Q109 640 104,282 SH SOLE 0 104,282 REWARDS NETWOR COM 761557107 741 82,300 SH SOLE 0 82,300 REYNOLDS & REY CL A 761695105 3,294 142,400 SH SOLE 0 142,400 REYNOLDS R J T COM 76182K105 6,140 90,840 SH SOLE 0 90,840 RF MICRODEVICE COM 749941100 2,614 348,500 SH SOLE 0 348,500 RIGGS NATL COR COM 766570105 3,487 165,100 SH SOLE 0 165,100 RLI CORP COM 749607107 3,088 84,600 SH SOLE 0 84,600 ROBBINS & MYER COM 770196103 1,091 48,600 SH SOLE 0 48,600 ROBERT HALF IN COM 770323103 5,716 192,020 SH SOLE 0 192,020 ROCK OF AGES C CL A 772632105 1,111 136,900 SH SOLE 0 136,900 ROCK-TENN CO CL A 772739207 2,019 119,100 SH SOLE 0 119,100 ROCKWELL AUTOM COM 773903109 7,431 198,114 SH SOLE 0 198,114 ROCKWELL COLLI COM 774341101 6,436 193,154 SH SOLE 0 193,154 ROGERS CORP COM 775133101 3,893 55,700 SH SOLE 0 55,700 ROHM & HAAS CO COM 775371107 10,722 257,874 SH SOLE 0 257,874 ROLLINS INC COM 775711104 1,954 84,900 SH SOLE 0 84,900 ROPER INDS INC COM 776696106 7,716 135,600 SH SOLE 0 135,600 ROSS STORES IN COM 778296103 14,753 551,300 SH SOLE 0 551,300 ROUSE CO COM 779273101 7,078 149,000 SH SOLE 0 149,000 ROWAN COS INC COM 779382100 16,767 689,168 SH SOLE 0 689,168 ROXIO INC COM 780008108 554 112,916 SH SOLE 0 112,916 ROYAL CARIBBEA COM V7780T103 1,628 37,500 SH SOLE 0 37,500 RPM INTL INC COM 749685103 3,293 216,625 SH SOLE 0 216,625 RSA SEC INC COM 749719100 4,444 217,100 SH SOLE 0 217,100 RTI INTL METAL COM 74973W107 1,137 71,300 SH SOLE 0 71,300 RUBY TUESDAY I COM 781182100 3,415 124,400 SH SOLE 0 124,400 RUDDICK CORP COM 781258108 1,955 87,100 SH SOLE 0 87,100 RUDOLPH TECHNO COM 781270103 1,022 56,200 SH SOLE 0 56,200 RURAL CELLULAR CL A 781904107 545 61,400 SH SOLE 0 61,400 RUSS BERRIE & COM 782233100 1,354 69,700 SH SOLE 0 69,700 RUSSELL CORP COM 782352108 1,970 109,700 SH SOLE 0 109,700 RYANAIR HLDGS ADR 783513104 8,115 247,560 SH SOLE 0 247,560 RYANS RESTAURA COM 783520109 2,234 141,400 SH SOLE 0 141,400 RYDER SYS INC COM 783549108 2,794 69,731 SH SOLE 0 69,731 RYERSON TULL I COM 78375P107 1,327 83,540 SH SOLE 0 83,540 RYLAND GROUP I COM 783764103 5,693 72,800 SH SOLE 0 72,800 S1 CORPORATION COM 78463B101 920 92,600 SH SOLE 0 92,600 SABRE HLDGS CO CL A 785905100 4,108 148,244 SH SOLE 0 148,244 SAFECO CORP COM 786429100 6,531 148,421 SH SOLE 0 148,421 SAFEGUARD SCIE COM 786449108 92 40,000 SH SOLE 0 40,000 SAFENET INC COM 78645R107 2,920 105,485 SH SOLE 0 105,485 SAFEWAY INC COM 786514208 12,809 505,500 SH SOLE 0 505,500 SAKS INC COM 79377W108 5,072 338,137 SH SOLE 0 338,137 SALIX PHARMACE COM 795435106 3,961 120,200 SH SOLE 0 120,200 SANDERSON FARM COM 800013104 3,566 66,500 SH SOLE 0 66,500 SANDISK CORP COM 80004C101 8,099 373,400 SH SOLE 0 373,400 SANMINA SCI CO COM 800907107 5,051 555,088 SH SOLE 0 555,088 SAPIENT CORP COM 803062108 3,197 531,880 SH SOLE 0 531,880 SARA LEE CORP COM 803111103 19,623 853,555 SH SOLE 0 853,555 SATYAM COMPUTE ADR 804098101 812 43,900 SH SOLE 0 43,900 SAUL CTRS INC COM 804395101 1,368 42,600 SH SOLE 0 42,600 SAVIENT PHARMA COM 80517Q100 500 201,600 SH SOLE 0 201,600 SAXON CAPITAL COM 80556P302 2,121 92,900 SH SOLE 0 92,900 SBC COMMUNICAT COM 78387G103 85,892 3,541,943 SH SOLE 0 3,541,943 SBS TECHNOLOGI COM 78387P103 3,815 237,400 SH SOLE 0 237,400 SCANA CORP NEW COM 80589M102 8,602 236,500 SH SOLE 0 236,500 SCANSOURCE INC COM 806037107 4,884 82,200 SH SOLE 0 82,200 SCBT FINANCIAL COM 78401V102 392 13,000 SH SOLE 0 13,000 SCHEIN HENRY I COM 806407102 6,687 105,900 SH SOLE 0 105,900 SCHERING PLOUG COM 806605101 29,094 1,574,326 SH SOLE 0 1,574,326 SCHLUMBERGER L COM 806857108 41,004 645,627 SH SOLE 0 645,627 SCHOLASTIC COR COM 807066105 2,933 97,930 SH SOLE 0 97,930 SCHOOL SPECIAL COM 807863105 2,320 63,900 SH SOLE 0 63,900 SCHULMAN A INC COM 808194104 2,179 101,400 SH SOLE 0 101,400 SCHWAB CHARLES COM 808513105 13,976 1,454,296 SH SOLE 0 1,454,296 SCHWEITZER-MAU COM 808541106 3,354 109,500 SH SOLE 0 109,500 SCIENTIFIC ATL COM 808655104 6,445 186,798 SH SOLE 0 186,798 SCIENTIFIC GAM CL A 80874P109 3,828 199,990 SH SOLE 0 199,990 SCM MICROSYSTE COM 784018103 337 51,800 SH SOLE 0 51,800 SCOTTISH RE GR ORD G7885T104 4,638 199,500 SH SOLE 0 199,500 SCOTTS CO CL A 810186106 3,897 61,000 SH SOLE 0 61,000 SCP POOL CORP COM 784028102 5,380 119,562 SH SOLE 0 119,562 SCPIE HLDGS IN COM 78402P104 302 33,200 SH SOLE 0 33,200 SCRIPPS E W CO CL A 811054204 1,922 18,300 SH SOLE 0 18,300 SCS TRANSN INC COM 81111T102 1,800 68,200 SH SOLE 0 68,200 SEACHANGE INTL COM 811699107 2,570 152,250 SH SOLE 0 152,250 SEACOAST BKG C COM 811707306 707 33,770 SH SOLE 0 33,770 SEACOAST FINL COM 81170Q106 3,515 101,600 SH SOLE 0 101,600 SEACOR HOLDING COM 811904101 2,737 62,300 SH SOLE 0 62,300 SEALED AIR COR COM 81211K100 4,788 89,876 SH SOLE 0 89,876 SEARS ROEBUCK COM 812387108 8,558 226,654 SH SOLE 0 226,654 SEATTLE GENETI COM 812578102 124 17,600 SH SOLE 0 17,600 SECURITY BANK COM 814047106 563 16,260 SH SOLE 0 16,260 SEI INVESTMENT COM 784117103 7,068 243,400 SH SOLE 0 243,400 SELECT COMFORT COM 81616X103 5,346 188,230 SH SOLE 0 188,230 SELECT MEDICAL COM 816196109 1,326 98,800 SH SOLE 0 98,800 SELECTIVE INS COM 816300107 4,738 118,800 SH SOLE 0 118,800 SEMICONDUCTOR ADR 81663N206 318 29,600 SH SOLE 0 29,600 SEMITOOL INC COM 816909105 2,824 249,500 SH SOLE 0 249,500 SEMPRA ENERGY COM 816851109 8,429 244,818 SH SOLE 0 244,818 SEMTECH CORP COM 816850101 6,504 276,300 SH SOLE 0 276,300 SENSIENT TECHN COM 81725T100 1,877 87,400 SH SOLE 0 87,400 SEPRACOR INC COM 817315104 8,665 163,800 SH SOLE 0 163,800 SEQUA CORPORAT CL A 817320104 1,128 19,300 SH SOLE 0 19,300 SERENA SOFTWAR COM 817492101 6,504 340,700 SH SOLE 0 340,700 SERVICE CORP I COM 817565104 2,626 356,300 SH SOLE 0 356,300 SHARPER IMAGE COM 820013100 458 14,600 SH SOLE 0 14,600 SHAW GROUP INC COM 820280105 2,154 212,600 SH SOLE 0 212,600 SHERWIN WILLIA COM 824348106 7,256 174,645 SH SOLE 0 174,645 SHOPKO STORES COM 824911101 2,961 209,400 SH SOLE 0 209,400 SHUFFLE MASTER COM 825549108 3,756 103,450 SH SOLE 0 103,450 SHURGARD STORA COM 82567D104 58,856 1,573,700 SH SOLE 0 1,573,700 SIEBEL SYS INC COM 826170102 5,795 542,120 SH SOLE 0 542,120 SIERRA HEALTH COM 826322109 5,840 130,650 SH SOLE 0 130,650 SIERRA PAC RES COM 826428104 4,409 571,800 SH SOLE 0 571,800 SIERRA WIRELES COM 826516106 3,947 106,600 SH SOLE 0 106,600 SIGMA ALDRICH COM 826552101 4,393 73,689 SH SOLE 0 73,689 SIGMATEL INC COM 82661W107 462 15,900 SH SOLE 0 15,900 SILICON LABORA COM 826919102 4,468 96,400 SH SOLE 0 96,400 SILICON STORAG COM 827057100 510 49,500 SH SOLE 0 49,500 SILICON VY BAN COM 827064106 2,752 69,400 SH SOLE 0 69,400 SILICONIX INC COM 827079203 978 19,700 SH SOLE 0 19,700 SIMON PPTY GRO COM 828806109 25,255 491,160 SH SOLE 0 491,160 SIMPSON MANUFA COM 829073105 6,123 109,100 SH SOLE 0 109,100 SIRIUS SATELLI COM 82966U103 1,984 644,020 SH SOLE 0 644,020 SIRVA INC COM 82967Y104 4,502 195,760 SH SOLE 0 195,760 SIX FLAGS INC COM 83001P109 2,079 286,300 SH SOLE 0 286,300 SK TELECOM LTD ADR 78440P108 1,849 88,100 SH SOLE 0 88,100 SKILLSOFT PLC ADR 830928107 453 59,600 SH SOLE 0 59,600 SKYLINE CORP COM 830830105 1,146 28,200 SH SOLE 0 28,200 SKYWEST INC COM 830879102 7,620 437,669 SH SOLE 0 437,669 SKYWORKS SOLUT COM 83088M102 5,275 604,200 SH SOLE 0 604,200 SL GREEN RLTY COM 78440X101 1,643 35,100 SH SOLE 0 35,100 SLM CORP COM 78442P106 18,917 467,660 SH SOLE 0 467,660 SM&A COM 78465D105 224 26,000 SH SOLE 0 26,000 SMITH A O COM 831865209 3,144 98,900 SH SOLE 0 98,900 SMITH INTL INC COM 832110100 11,080 198,700 SH SOLE 0 198,700 SMITHFIELD FOO COM 832248108 6,095 207,300 SH SOLE 0 207,300 SMUCKER J M CO COM 832696405 5,274 114,874 SH SOLE 0 114,874 SNAP ON INC COM 833034101 3,709 110,546 SH SOLE 0 110,546 SOLA INTL INC COM 834092108 1,852 107,500 SH SOLE 0 107,500 SOLECTRON CORP COM 834182107 6,628 1,024,374 SH SOLE 0 1,024,374 SONIC CORP COM 835451105 6,322 277,900 SH SOLE 0 277,900 SONIC SOLUTION COM 835460106 378 17,800 SH SOLE 0 17,800 SONICWALL INC COM 835470105 528 61,400 SH SOLE 0 61,400 SONOCO PRODS C COM 835495102 4,665 182,960 SH SOLE 0 182,960 SONUS NETWORKS COM 835916107 1,032 215,950 SH SOLE 0 215,950 SONY CORP ADR 835699307 457 12,000 SH SOLE 0 12,000 SOTHEBYS HLDGS CL A 835898107 4,519 283,143 SH SOLE 0 283,143 SOURCE INTERLI COM 836151209 335 30,100 SH SOLE 0 30,100 SOURCECORP COM 836167106 2,493 90,600 SH SOLE 0 90,600 SOUTH FINL GRO COM 837841105 6,275 221,167 SH SOLE 0 221,167 SOUTH JERSEY I COM 838518108 330 7,500 SH SOLE 0 7,500 SOUTHERN CO COM 842587107 23,021 789,759 SH SOLE 0 789,759 SOUTHERN UN CO COM 844030106 5,190 246,187 SH SOLE 0 246,187 SOUTHTRUST COR COM 844730101 17,527 451,620 SH SOLE 0 451,620 SOUTHWEST AIRL COM 844741108 14,641 873,049 SH SOLE 0 873,049 SOUTHWEST BANC COM 84476R109 5,961 135,100 SH SOLE 0 135,100 SOUTHWEST GAS COM 844895102 2,814 116,600 SH SOLE 0 116,600 SOUTHWESTERN E COM 845467109 7,145 249,200 SH SOLE 0 249,200 SOVEREIGN BANC COM 845905108 7,264 328,700 SH SOLE 0 328,700 SPARTECH CORP COM 847220209 830 32,000 SH SOLE 0 32,000 SPDR TR UNIT 78462F103 1,965 17,154 SH SOLE 0 17,154 SPECTRUM CTL I COM 847615101 451 56,600 SH SOLE 0 56,600 SPEEDWAY MOTOR COM 847788106 1,468 43,900 SH SOLE 0 43,900 SPHERION CORP COM 848420105 2,059 203,032 SH SOLE 0 203,032 SPINNAKER EXPL COM 84855W109 5,690 144,500 SH SOLE 0 144,500 SPRINT CORP COM 852061100 26,909 1,528,895 SH SOLE 0 1,528,895 SPSS INC COM 78462K102 1,051 58,500 SH SOLE 0 58,500 SPX CORP COM 784635104 6,692 144,106 SH SOLE 0 144,106 ST JOE CO COM 790148100 778 19,600 SH SOLE 0 19,600 ST JUDE MED IN COM 790849103 14,575 192,664 SH SOLE 0 192,664 ST MARY LD & E COM 792228108 3,422 96,000 SH SOLE 0 96,000 ST PAUL TRAVEL COM 792860108 28,909 713,087 SH SOLE 0 713,087 STAGE STORES I COM 85254C305 2,037 54,100 SH SOLE 0 54,100 STANCORP FINL COM 852891100 4,442 66,300 SH SOLE 0 66,300 STANDARD MICRO COM 853626109 2,260 96,900 SH SOLE 0 96,900 STANDARD MTR P COM 853666105 978 66,400 SH SOLE 0 66,400 STANDARD PAC C COM 85375C101 11,423 231,700 SH SOLE 0 231,700 STANDARD REGIS COM 853887107 1,141 95,900 SH SOLE 0 95,900 STANDEX INTL C COM 854231107 1,118 41,100 SH SOLE 0 41,100 STANLEY WKS COM 854616109 3,964 86,966 SH SOLE 0 86,966 STAPLES INC COM 855030102 17,312 588,655 SH SOLE 0 588,655 STARBUCKS CORP COM 855244109 18,591 427,480 SH SOLE 0 427,480 STARTEK INC COM 85569C107 3,258 91,000 SH SOLE 0 91,000 STARWOOD HOTEL COM 85590A203 45,845 1,022,190 SH SOLE 0 1,022,190 STATE FINL SVC CL A 856855101 611 20,600 SH SOLE 0 20,600 STATE STR CORP COM 857477103 17,552 357,908 SH SOLE 0 357,908 STATION CASINO COM 857689103 692 14,300 SH SOLE 0 14,300 STEAK N SHAKE COM 857873103 1,683 92,354 SH SOLE 0 92,354 STEEL DYNAMICS COM 858119100 5,062 176,800 SH SOLE 0 176,800 STEEL TECHNOLO COM 858147101 947 42,900 SH SOLE 0 42,900 STEIN MART INC COM 858375108 3,368 207,130 SH SOLE 0 207,130 STERICYCLE INC COM 858912108 4,201 81,200 SH SOLE 0 81,200 STERIS CORP COM 859152100 8,485 376,100 SH SOLE 0 376,100 STERLING BANCS COM 858907108 2,136 150,550 SH SOLE 0 150,550 STERLING FINL COM 859319105 2,422 76,010 SH SOLE 0 76,010 STEWART & STEV COM 860342104 1,731 96,600 SH SOLE 0 96,600 STEWART ENTERP CL A 860370105 817 100,400 SH SOLE 0 100,400 STEWART INFORM COM 860372101 2,057 60,900 SH SOLE 0 60,900 STILLWATER MNG COM 86074Q102 2,182 145,400 SH SOLE 0 145,400 STONE ENERGY C COM 861642106 4,093 89,600 SH SOLE 0 89,600 STORAGE TECHNO COM 862111200 7,082 244,200 SH SOLE 0 244,200 STRAYER ED INC COM 863236105 1,350 12,100 SH SOLE 0 12,100 STRIDE RITE CO COM 863314100 1,449 131,400 SH SOLE 0 131,400 STRYKER CORP COM 863667101 26,327 478,680 SH SOLE 0 478,680 STURM RUGER & COM 864159108 1,096 90,500 SH SOLE 0 90,500 SUMMIT PPTYS I COM 866239106 726 28,300 SH SOLE 0 28,300 SUN BANCORP IN COM 86663B102 2,096 98,600 SH SOLE 0 98,600 SUN MICROSYSTE COM 866810104 15,762 3,640,276 SH SOLE 0 3,640,276 SUNGARD DATA S COM 867363103 10,499 403,820 SH SOLE 0 403,820 SUNOCO INC COM 86764P109 5,121 80,498 SH SOLE 0 80,498 SUNOPTA INC COM 8676EP108 765 89,700 SH SOLE 0 89,700 SUNRISE SENIOR COM 86768K106 2,693 68,800 SH SOLE 0 68,800 SUNTRUST BKS I COM 867914103 19,677 302,768 SH SOLE 0 302,768 SUPERIOR ENERG COM 868157108 1,799 179,000 SH SOLE 0 179,000 SUPERIOR INDS COM 868168105 1,666 49,800 SH SOLE 0 49,800 SUPERTEX INC COM 868532102 706 43,200 SH SOLE 0 43,200 SUPERVALU INC COM 868536103 4,397 143,648 SH SOLE 0 143,648 SUPPORTSOFT IN COM 868587106 1,115 128,400 SH SOLE 0 128,400 SURMODICS INC COM 868873100 1,451 58,900 SH SOLE 0 58,900 SUSQUEHANNA BA COM 869099101 3,897 154,900 SH SOLE 0 154,900 SWIFT ENERGY C COM 870738101 2,056 93,200 SH SOLE 0 93,200 SWIFT TRANSN C COM 870756103 2,707 150,780 SH SOLE 0 150,780 SWS GROUP INC COM 78503N107 881 57,567 SH SOLE 0 57,567 SYBASE INC COM 871130100 3,258 181,000 SH SOLE 0 181,000 SYBRON DENTAL COM 871142105 3,869 129,600 SH SOLE 0 129,600 SYMANTEC CORP COM 871503108 16,457 375,900 SH SOLE 0 375,900 SYMBION INC DE COM 871507109 1,634 93,400 SH SOLE 0 93,400 SYMBOL TECHNOL COM 871508107 3,782 256,550 SH SOLE 0 256,550 SYMMETRICOM IN COM 871543104 1,343 150,900 SH SOLE 0 150,900 SYNOPSYS INC COM 871607107 10,071 354,228 SH SOLE 0 354,228 SYNOVUS FINL C COM 87161C105 8,222 324,742 SH SOLE 0 324,742 SYSCO CORP COM 871829107 24,437 681,260 SH SOLE 0 681,260 TAIWAN SEMICON ADR 874039100 6,791 817,182 SH SOLE 0 817,182 TAKE-TWO INTER COM 874054109 4,624 150,900 SH SOLE 0 150,900 TALBOTS INC COM 874161102 1,191 30,420 SH SOLE 0 30,420 TALISMAN ENERG COM 87425E103 430 19,800 SH SOLE 0 19,800 TALX CORP COM 874918105 1,124 46,000 SH SOLE 0 46,000 TARGET CORP COM 87612E106 42,657 1,004,412 SH SOLE 0 1,004,412 TARO PHARMACEU ORD M8737E108 461 10,600 SH SOLE 0 10,600 TAUBMAN CTRS I COM 876664103 4,965 216,900 SH SOLE 0 216,900 TAYLOR CAP GRO COM 876851106 268 12,300 SH SOLE 0 12,300 TBC CORP COM 872180104 1,771 74,400 SH SOLE 0 74,400 TCF FINL CORP COM 872275102 7,651 131,800 SH SOLE 0 131,800 TECH DATA CORP COM 878237106 5,427 138,700 SH SOLE 0 138,700 TECHNE CORP COM 878377100 6,005 138,200 SH SOLE 0 138,200 TECHNITROL INC COM 878555101 2,972 135,700 SH SOLE 0 135,700 TECO ENERGY IN COM 872375100 2,406 200,680 SH SOLE 0 200,680 TECUMSEH PRODS CL A 878895200 1,421 34,500 SH SOLE 0 34,500 TEKELEC COM 879101103 652 35,900 SH SOLE 0 35,900 TEKTRONIX INC COM 879131100 3,069 90,216 SH SOLE 0 90,216 TELE CELULAR S ADR 879238103 1,180 91,500 SH SOLE 0 91,500 TELE NORTE LES ADR 879246106 8,656 680,000 SH SOLE 0 680,000 TELECOMMUNICAT CL A 87929J103 1,436 252,900 SH SOLE 0 252,900 TELECOMUNICACO ADR 879287308 8,083 277,273 SH SOLE 0 277,273 TELEDYNE TECHN COM 879360105 3,201 159,900 SH SOLE 0 159,900 TELEFLEX INC COM 879369106 6,971 139,000 SH SOLE 0 139,000 TELEFONICA S A ADR 879382208 509 11,400 SH SOLE 0 11,400 TELEFONOS DE M ADR 879403780 51,034 1,533,950 SH SOLE 0 1,533,950 TELEPHONE & DA COM 879433100 7,626 107,100 SH SOLE 0 107,100 TELIK INC COM 87959M109 6,905 289,291 SH SOLE 0 289,291 TELLABS INC COM 879664100 4,929 563,988 SH SOLE 0 563,988 TEMPLE INLAND COM 879868107 4,084 58,978 SH SOLE 0 58,978 TENARIS S A ADR 88031M109 3,037 92,726 SH SOLE 0 92,726 TENET HEALTHCA COM 88033G100 6,651 495,980 SH SOLE 0 495,980 TERADYNE INC COM 880770102 5,941 261,700 SH SOLE 0 261,700 TEREX CORP NEW COM 880779103 1,676 49,100 SH SOLE 0 49,100 TESSERA TECHNO COM 88164L100 1,078 59,800 SH SOLE 0 59,800 TETRA TECH INC COM 88162G103 5,351 327,906 SH SOLE 0 327,906 TETRA TECHNOLO COM 88162F105 3,217 119,800 SH SOLE 0 119,800 TEXAS INDS INC COM 882491103 2,931 71,200 SH SOLE 0 71,200 TEXAS INSTRS I COM 882508104 44,794 1,852,511 SH SOLE 0 1,852,511 TEXAS REGL BAN CL A 882673106 3,976 86,600 SH SOLE 0 86,600 TEXTRON INC COM 883203101 8,700 146,583 SH SOLE 0 146,583 THERAGENICS CO COM 883375107 466 100,800 SH SOLE 0 100,800 THERMO ELECTRO COM 883556102 5,429 176,605 SH SOLE 0 176,605 THERMOGENESIS COM 883623209 1,928 407,700 SH SOLE 0 407,700 THOMAS & BETTS COM 884315102 1,704 62,571 SH SOLE 0 62,571 THOMAS INDS IN COM 884425109 1,939 58,400 SH SOLE 0 58,400 THOR INDS INC COM 885160101 20,063 599,600 SH SOLE 0 599,600 THQ INC COM 872443403 7,564 330,300 SH SOLE 0 330,300 THREE FIVE SYS COM 88554L108 494 96,849 SH SOLE 0 96,849 TIDEWATER INC COM 886423102 5,930 199,000 SH SOLE 0 199,000 TIERONE CORP COM 88650R108 331 15,400 SH SOLE 0 15,400 TIFFANY & CO N COM 886547108 5,856 158,920 SH SOLE 0 158,920 TIMBERLAND CO CL A 887100105 6,735 104,280 SH SOLE 0 104,280 TIME WARNER IN COM 887317105 86,266 4,907,039 SH SOLE 0 4,907,039 TIMKEN CO COM 887389104 10,048 379,300 SH SOLE 0 379,300 TITAN CORP COM 888266103 2,035 156,800 SH SOLE 0 156,800 TIVO INC COM 888706108 893 125,900 SH SOLE 0 125,900 TJX COS INC NE COM 872540109 12,732 527,424 SH SOLE 0 527,424 TOLL BROTHERS COM 889478103 6,547 154,700 SH SOLE 0 154,700 TOLLGRADE COMM COM 889542106 485 45,700 SH SOLE 0 45,700 TOO INC COM 890333107 2,592 155,200 SH SOLE 0 155,200 TOOTSIE ROLL I COM 890516107 3,193 98,242 SH SOLE 0 98,242 TORCHMARK CORP COM 891027104 6,379 118,567 SH SOLE 0 118,567 TORO CO COM 891092108 6,818 97,300 SH SOLE 0 97,300 TORTOISE ENERG COM 89147L100 1,792 78,300 SH SOLE 0 78,300 TOTAL SYS SVCS COM 891906109 517 23,600 SH SOLE 0 23,600 TOWER AUTOMOTI COM 891707101 711 195,200 SH SOLE 0 195,200 TOYOTA MOTOR C ADR 892331307 522 6,400 SH SOLE 0 6,400 TOYS R US INC COM 892335100 3,632 228,000 SH SOLE 0 228,000 TRACTOR SUPPLY COM 892356106 5,989 143,200 SH SOLE 0 143,200 TRADESTATION G COM 89267P105 805 112,000 SH SOLE 0 112,000 TRANSACTION SY CL A 893416107 2,674 124,200 SH SOLE 0 124,200 TRANSOCEAN INC ORD G90078109 10,018 346,159 SH SOLE 0 346,159 TREDEGAR CORP COM 894650100 2,084 129,200 SH SOLE 0 129,200 TREX INC COM 89531P105 732 19,400 SH SOLE 0 19,400 TRIAD GTY INC COM 895925105 3,067 52,700 SH SOLE 0 52,700 TRIAD HOSPITAL COM 89579K109 9,893 265,718 SH SOLE 0 265,718 TRIARC COS INC CL A 895927101 395 38,200 SH SOLE 0 38,200 TRIARC COS INC CL B 895927309 2,953 290,400 SH SOLE 0 290,400 TRIBUNE CO NEW COM 896047107 16,056 352,578 SH SOLE 0 352,578 TRICO BANCSHAR COM 896095106 350 18,800 SH SOLE 0 18,800 TRIMBLE NAVIGA COM 896239100 6,249 224,850 SH SOLE 0 224,850 TRINITY INDS I COM 896522109 18,960 596,400 SH SOLE 0 596,400 TRIQUINT SEMIC COM 89674K103 1,388 254,300 SH SOLE 0 254,300 TRIUMPH GROUP COM 896818101 1,702 53,300 SH SOLE 0 53,300 TRIZEC PROPERT COM 89687P107 207 12,700 SH SOLE 0 12,700 TRIZETTO GROUP COM 896882107 348 52,300 SH SOLE 0 52,300 TRUSTCO BK COR COM 898349105 3,882 296,339 SH SOLE 0 296,339 TTM TECHNOLOGI COM 87305R109 2,590 218,600 SH SOLE 0 218,600 TUMBLEWEED COM COM 899690101 435 102,020 SH SOLE 0 102,020 TUPPERWARE COR COM 899896104 2,126 109,400 SH SOLE 0 109,400 TXU CORP COM 873168108 14,731 363,627 SH SOLE 0 363,627 TYCO INTL LTD COM 902124106 71,409 2,154,755 SH SOLE 0 2,154,755 TYSON FOODS IN CL A 902494103 15,255 728,154 SH SOLE 0 728,154 U S I HLDGS COM 90333H101 3,056 193,390 SH SOLE 0 193,390 UCBH HOLDINGS COM 90262T308 9,082 229,800 SH SOLE 0 229,800 UGI CORP NEW COM 902681105 5,481 170,750 SH SOLE 0 170,750 UICI COM 902737105 3,700 155,400 SH SOLE 0 155,400 UIL HLDG CORP COM 902748102 2,371 48,700 SH SOLE 0 48,700 ULTIMATE ELECT COM 903849107 248 50,300 SH SOLE 0 50,300 ULTIMATE SOFTW COM 90385D107 792 78,000 SH SOLE 0 78,000 ULTRA PETROLEU COM 903914109 1,135 30,400 SH SOLE 0 30,400 ULTRALIFE BATT COM 903899102 716 37,000 SH SOLE 0 37,000 ULTRAPAR PARTI ADR 90400P101 405 39,800 SH SOLE 0 39,800 ULTRATECH INC COM 904034105 1,298 79,700 SH SOLE 0 79,700 UMB FINL CORP COM 902788108 1,931 37,400 SH SOLE 0 37,400 UMPQUA HLDGS C COM 904214103 2,487 118,500 SH SOLE 0 118,500 UNIFIRST CORP COM 904708104 326 11,200 SH SOLE 0 11,200 UNION PAC CORP COM 907818108 16,549 278,368 SH SOLE 0 278,368 UNION PLANTERS COM 908068109 6,038 202,540 SH SOLE 0 202,540 UNISOURCE ENER COM 909205106 5,164 207,800 SH SOLE 0 207,800 UNISYS CORP COM 909214108 4,930 355,185 SH SOLE 0 355,185 UNIT CORP COM 909218109 5,818 185,000 SH SOLE 0 185,000 UNITED AUTO GR COM 909440109 2,029 66,200 SH SOLE 0 66,200 UNITED BANKSHA COM 909907107 6,058 186,400 SH SOLE 0 186,400 UNITED DEFENSE COM 91018B104 784 22,400 SH SOLE 0 22,400 UNITED DOMINIO COM 910197102 4,727 239,000 SH SOLE 0 239,000 UNITED MICROEL ADR 910873207 11,128 2,581,866 SH SOLE 0 2,581,866 UNITED NAT FOO COM 911163103 4,764 164,800 SH SOLE 0 164,800 UNITED NATL GR CL A 91103X102 614 40,400 SH SOLE 0 40,400 UNITED ONLINE COM 911268100 1,554 88,250 SH SOLE 0 88,250 UNITED PARCEL CL B 911312106 91,336 1,215,060 SH SOLE 0 1,215,060 UNITED RENTALS COM 911363109 2,578 144,100 SH SOLE 0 144,100 UNITED STATES COM 912909108 4,239 120,714 SH SOLE 0 120,714 UNITED STATION COM 913004107 4,520 113,800 SH SOLE 0 113,800 UNITED SURGICA COM 913016309 3,730 94,500 SH SOLE 0 94,500 UNITED TECHNOL COM 913017109 52,053 569,015 SH SOLE 0 569,015 UNITEDGLOBALCO CL A 913247508 5,717 787,452 SH SOLE 0 787,452 UNITEDHEALTH G COM 91324P102 43,211 694,160 SH SOLE 0 694,160 UNITRIN INC COM 913275103 5,436 127,600 SH SOLE 0 127,600 UNIVERSAL AMER COM 913377107 589 53,600 SH SOLE 0 53,600 UNIVERSAL COMP COM 913431102 758 24,700 SH SOLE 0 24,700 UNIVERSAL CORP COM 913456109 2,425 47,600 SH SOLE 0 47,600 UNIVERSAL DISP COM 91347P105 905 84,700 SH SOLE 0 84,700 UNIVERSAL ELEC COM 913483103 2,185 125,000 SH SOLE 0 125,000 UNIVERSAL FST COM 913543104 1,925 60,000 SH SOLE 0 60,000 UNIVERSAL HLTH CL B 913903100 5,911 128,800 SH SOLE 0 128,800 UNIVISION COMM CL A 914906102 11,003 344,600 SH SOLE 0 344,600 UNOCAL CORP COM 915289102 10,816 284,637 SH SOLE 0 284,637 UNUMPROVIDENT COM 91529Y106 5,846 367,665 SH SOLE 0 367,665 URBAN OUTFITTE COM 917047102 8,229 135,100 SH SOLE 0 135,100 URS CORP NEW COM 903236107 3,956 144,388 SH SOLE 0 144,388 US BANCORP DEL COM 902973304 56,505 2,050,239 SH SOLE 0 2,050,239 US ONCOLOGY IN COM 90338W103 4,275 290,400 SH SOLE 0 290,400 USF CORP COM 91729Q101 3,274 93,200 SH SOLE 0 93,200 UST INC COM 902911106 6,350 176,380 SH SOLE 0 176,380 UTI WORLDWIDE ORD G87210103 2,414 45,700 SH SOLE 0 45,700 UTSTARCOM INC COM 918076100 7,420 245,300 SH SOLE 0 245,300 V F CORP COM 918204108 5,701 117,064 SH SOLE 0 117,064 VALASSIS COMMU COM 918866104 2,968 97,400 SH SOLE 0 97,400 VALEANT PHARMA COM 91911X104 3,131 156,550 SH SOLE 0 156,550 VALERO ENERGY COM 91913Y100 11,499 155,900 SH SOLE 0 155,900 VALMONT INDS I COM 920253101 1,837 80,200 SH SOLE 0 80,200 VALSPAR CORP COM 920355104 4,832 95,900 SH SOLE 0 95,900 VALUECLICK INC COM 92046N102 1,428 119,200 SH SOLE 0 119,200 VARCO INTL INC COM 922122106 5,320 243,021 SH SOLE 0 243,021 VARIAN INC COM 922206107 3,865 91,700 SH SOLE 0 91,700 VARIAN MED SYS COM 92220P105 10,141 127,800 SH SOLE 0 127,800 VARIAN SEMICON COM 922207105 7,195 186,600 SH SOLE 0 186,600 VAXGEN INC COM 922390208 2,998 211,700 SH SOLE 0 211,700 VCA ANTECH INC COM 918194101 3,171 70,750 SH SOLE 0 70,750 VECTREN CORP COM 92240G101 3,559 141,866 SH SOLE 0 141,866 VEECO INSTRS I COM 922417100 4,777 185,100 SH SOLE 0 185,100 VENTANA MED SY COM 92276H106 775 16,300 SH SOLE 0 16,300 VENTAS INC COM 92276F100 2,818 120,700 SH SOLE 0 120,700 VERINT SYS INC COM 92343X100 2,125 62,100 SH SOLE 0 62,100 VERISIGN INC COM 92343E102 5,140 258,279 SH SOLE 0 258,279 VERITAS DGC IN COM 92343P107 3,829 165,400 SH SOLE 0 165,400 VERITAS SOFTWA COM 923436109 13,623 490,203 SH SOLE 0 490,203 VERITY INC COM 92343C106 1,674 123,900 SH SOLE 0 123,900 VERIZON COMMUN COM 92343V104 108,165 2,988,821 SH SOLE 0 2,988,821 VERTEX PHARMAC CONV 92532FAD2 1,836 1,945,000 SH SOLE 0 1,945,000 VERTEX PHARMAC COM 92532F100 1,977 182,400 SH SOLE 0 182,400 VIACOM INC CL B 925524308 66,232 1,854,203 SH SOLE 0 1,854,203 VIAD CORP COM 92552R109 4,470 165,500 SH SOLE 0 165,500 VIASAT INC COM 92552V100 2,570 103,000 SH SOLE 0 103,000 VIASYS HEALTHC COM 92553Q209 2,164 103,500 SH SOLE 0 103,500 VICOR CORP COM 925815102 2,576 141,000 SH SOLE 0 141,000 VICURON PHARMA COM 926471103 438 34,900 SH SOLE 0 34,900 VINTAGE PETE I COM 927460105 3,691 217,500 SH SOLE 0 217,500 VIRAGE LOGIC C COM 92763R104 456 50,000 SH SOLE 0 50,000 VISHAY INTERTE COM 928298108 6,887 370,666 SH SOLE 0 370,666 VISTEON CORP COM 92839U107 5,232 448,366 SH SOLE 0 448,366 VISX INC DEL COM 92844S105 5,921 221,600 SH SOLE 0 221,600 VITAL SIGNS IN COM 928469105 1,252 43,100 SH SOLE 0 43,100 VOLT INFORMATI COM 928703107 1,613 51,200 SH SOLE 0 51,200 VORNADO RLTY T COM 929042109 6,185 108,300 SH SOLE 0 108,300 VULCAN MATLS C COM 929160109 5,173 108,800 SH SOLE 0 108,800 W HLDG CO INC COM 929251106 998 58,140 SH SOLE 0 58,140 WABASH NATL CO COM 929566107 4,513 163,800 SH SOLE 0 163,800 WABTEC CORP COM 929740108 1,795 99,500 SH SOLE 0 99,500 WACHOVIA CORP COM 929903102 59,306 1,332,715 SH SOLE 0 1,332,715 WADDELL & REED CL A 930059100 3,409 154,200 SH SOLE 0 154,200 WAL MART STORE COM 931142103 242,898 4,603,838 SH SOLE 0 4,603,838 WALGREEN CO COM 931422109 39,612 1,093,954 SH SOLE 0 1,093,954 WASHINGTON FED COM 938824109 3,522 146,750 SH SOLE 0 146,750 WASHINGTON GRO COM 938862208 5,108 142,320 SH SOLE 0 142,320 WASHINGTON MUT COM 939322103 36,463 943,662 SH SOLE 0 943,662 WASHINGTON POS CL B 939640108 17,949 19,300 SH SOLE 0 19,300 WASTE CONNECTI COM 941053100 9,129 307,800 SH SOLE 0 307,800 WASTE MGMT INC COM 94106L109 18,960 618,609 SH SOLE 0 618,609 WATERS CORP COM 941848103 7,148 149,600 SH SOLE 0 149,600 WATSCO INC COM 942622200 2,512 89,500 SH SOLE 0 89,500 WATSON PHARMAC COM 942683103 4,041 150,240 SH SOLE 0 150,240 WATSON WYATT & CL A 942712100 4,570 171,500 SH SOLE 0 171,500 WATTS WATER TE CL A 942749102 2,924 108,500 SH SOLE 0 108,500 WAUSAU-MOSINEE COM 943315101 3,005 173,700 SH SOLE 0 173,700 WAYPOINT FINL COM 946756103 3,592 130,210 SH SOLE 0 130,210 WCI CMNTYS INC COM 92923C104 1,571 70,400 SH SOLE 0 70,400 WD-40 CO COM 929236107 1,719 57,400 SH SOLE 0 57,400 WEATHERFORD IN COM G95089101 11,282 250,830 SH SOLE 0 250,830 WEBEX COMMUNIC COM 94767L109 3,223 148,100 SH SOLE 0 148,100 WEBMETHODS INC COM 94768C108 1,411 164,700 SH SOLE 0 164,700 WEBSENSE INC COM 947684106 2,870 77,100 SH SOLE 0 77,100 WEBSTER FINL C COM 947890109 4,665 99,216 SH SOLE 0 99,216 WELLMAN INC COM 949702104 872 107,200 SH SOLE 0 107,200 WELLPOINT HEAL COM 94973H108 19,846 177,180 SH SOLE 0 177,180 WELLS FARGO & COM 949746101 104,344 1,823,235 SH SOLE 0 1,823,235 WELLSFORD REAL COM 950240200 1,086 69,850 SH SOLE 0 69,850 WENDYS INTL IN COM 950590109 4,236 121,591 SH SOLE 0 121,591 WERNER ENTERPR COM 950755108 3,129 148,300 SH SOLE 0 148,300 WESCO INTL INC COM 95082P105 2,637 143,300 SH SOLE 0 143,300 WEST CORP COM 952355105 1,436 54,900 SH SOLE 0 54,900 WEST MARINE IN COM 954235107 2,478 92,300 SH SOLE 0 92,300 WESTAMERICA BA COM 957090103 3,110 59,300 SH SOLE 0 59,300 WESTAR ENERGY COM 95709T100 7,731 388,300 SH SOLE 0 388,300 WESTCORP INC COM 957907108 532 11,700 SH SOLE 0 11,700 WESTERN GAS RE COM 958259103 4,476 137,800 SH SOLE 0 137,800 WESTWOOD ONE I COM 961815107 4,346 182,600 SH SOLE 0 182,600 WET SEAL INC CL A 961840105 1,264 241,700 SH SOLE 0 241,700 WEYERHAEUSER C COM 962166104 16,378 259,475 SH SOLE 0 259,475 WGL HLDGS INC COM 92924F106 2,614 91,000 SH SOLE 0 91,000 W-H ENERGY SVC COM 92925E108 1,809 92,300 SH SOLE 0 92,300 WHIRLPOOL CORP COM 963320106 5,043 73,518 SH SOLE 0 73,518 WHITING PETE C COM 966387102 4,009 159,390 SH SOLE 0 159,390 WHITNEY HLDG C COM 966612103 6,102 136,600 SH SOLE 0 136,600 WHOLE FOODS MK COM 966837106 11,473 120,200 SH SOLE 0 120,200 WILD OATS MARK COM 96808B107 3,437 244,300 SH SOLE 0 244,300 WILLIAMS COS I COM 969457100 6,950 584,066 SH SOLE 0 584,066 WILLIAMS SONOM COM 969904101 7,159 217,200 SH SOLE 0 217,200 WILMINGTON TRU COM 971807102 4,619 124,100 SH SOLE 0 124,100 WILSON GREATBA COM 972232102 2,147 76,800 SH SOLE 0 76,800 WIND RIVER SYS COM 973149107 1,797 152,791 SH SOLE 0 152,791 WINN DIXIE STO COM 974280109 1,091 151,507 SH SOLE 0 151,507 WINNEBAGO INDS COM 974637100 4,701 126,100 SH SOLE 0 126,100 WINSTON HOTELS COM 97563A102 345 33,300 SH SOLE 0 33,300 WINTRUST FINAN COM 97650W108 4,859 96,200 SH SOLE 0 96,200 WIRELESS FACIL COM 97653A103 254 25,800 SH SOLE 0 25,800 WISCONSIN ENER COM 976657106 7,207 221,000 SH SOLE 0 221,000 WMS INDS INC COM 929297109 4,011 134,600 SH SOLE 0 134,600 WOLVERINE TUBE COM 978093102 450 41,300 SH SOLE 0 41,300 WOLVERINE WORL COM 978097103 6,022 229,425 SH SOLE 0 229,425 WOODWARD GOVER COM 980745103 2,740 38,000 SH SOLE 0 38,000 WORLD ACCEP CO COM 981419104 1,144 62,400 SH SOLE 0 62,400 WORLD WRESTLIN CL A 98156Q108 240 18,800 SH SOLE 0 18,800 WORTHINGTON IN COM 981811102 2,981 145,186 SH SOLE 0 145,186 WPS RESOURCES COM 92931B106 3,212 69,300 SH SOLE 0 69,300 WRIGHT MED GRO COM 98235T107 769 21,600 SH SOLE 0 21,600 WRIGLEY WM JR COM 982526105 15,085 239,252 SH SOLE 0 239,252 WYETH COM 983024100 51,615 1,427,398 SH SOLE 0 1,427,398 WYNN RESORTS L COM 983134107 313 8,100 SH SOLE 0 8,100 XCEL ENERGY IN COM 98389B100 7,182 429,785 SH SOLE 0 429,785 XEROX CORP COM 984121103 12,978 895,056 SH SOLE 0 895,056 XILINX INC COM 983919101 13,814 414,710 SH SOLE 0 414,710 XL CAP LTD CL A G98255105 11,109 147,220 SH SOLE 0 147,220 XM SATELLITE R CL A 983759101 1,632 59,800 SH SOLE 0 59,800 X-RITE INC COM 983857103 1,015 69,800 SH SOLE 0 69,800 XTO ENERGY INC COM 98385X106 16,062 539,191 SH SOLE 0 539,191 YAHOO INC COM 984332106 53,383 1,466,560 SH SOLE 0 1,466,560 YANKEE CANDLE COM 984757104 3,737 127,750 SH SOLE 0 127,750 YARDVILLE NATL COM 985021104 1,230 49,300 SH SOLE 0 49,300 YELLOW ROADWAY COM 985577105 11,814 296,399 SH SOLE 0 296,399 YORK INTL CORP COM 986670107 6,399 155,800 SH SOLE 0 155,800 YUM BRANDS INC COM 988498101 11,608 311,888 SH SOLE 0 311,888 ZALE CORP NEW COM 988858106 23,983 879,800 SH SOLE 0 879,800 ZEBRA TECHNOLO CL A 989207105 7,752 89,100 SH SOLE 0 89,100 ZENITH NATL IN COM 989390109 3,130 64,400 SH SOLE 0 64,400 ZILOG INC CONV 989524301 935 85,350 SH SOLE 0 85,350 ZIMMER HLDGS I COM 98956P102 23,615 267,740 SH SOLE 0 267,740 ZIONS BANCORPO COM 989701107 6,785 110,420 SH SOLE 0 110,420 ZIX CORP COM 98974P100 842 106,700 SH SOLE 0 106,700 ZOLL MED CORP COM 989922109 3,252 92,700 SH SOLE 0 92,700 ZORAN CORP COM 98975F101 3,597 196,000 SH SOLE 0 196,000 ZYMOGENETICS I COM 98985T109 319 16,800 SH SOLE 0 16,800
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