-----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, VNopq2qFJOYoJAzDJbK5EfUrGNuaxcFAEwfp/Afnio/aFChgOETFKd4hFKYC3wms um2KkhSR3zeV4YUKtSgViA== 0001083190-04-000006.txt : 20040514 0001083190-04-000006.hdr.sgml : 20040514 20040514154110 ACCESSION NUMBER: 0001083190-04-000006 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040331 FILED AS OF DATE: 20040514 EFFECTIVENESS DATE: 20040514 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: 04807561 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 q12004.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: March 31, 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 May 14, 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: 2,157 Form 13F Information Table Value Total: $18,234,869 (in 000s) List of Other Included Managers: N/A AS OF MARCH 31, 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 1,499 157,000 SH SOLE 0 157,000 21ST CENTY INS COM 90130N103 1,346 93,500 SH SOLE 0 93,500 24/7 REAL MEDI COM 901314203 880 121,400 SH SOLE 0 121,400 3COM CORP COM 885535104 5,055 715,939 SH SOLE 0 715,939 3M CO COM 88579Y101 55,347 676,034 SH SOLE 0 676,034 4 KIDS ENTMT I COM 350865101 1,729 77,300 SH SOLE 0 77,300 7-ELEVEN INC COM 817826209 167 11,000 SH SOLE 0 11,000 99 CENTS ONLY COM 65440K106 4,363 178,666 SH SOLE 0 178,666 A C MOORE ARTS COM 00086T103 6,523 242,500 SH SOLE 0 242,500 A D C TELECOMM COM 000886101 2,165 746,690 SH SOLE 0 746,690 AAR CORP COM 000361105 1,321 107,600 SH SOLE 0 107,600 AARON RENTS IN COM 002535201 4,079 163,900 SH SOLE 0 163,900 ABAXIS INC COM 002567105 1,843 90,700 SH SOLE 0 90,700 ABBOTT LABS COM 002824100 53,593 1,303,964 SH SOLE 0 1,303,964 ABERCROMBIE & CL A 002896207 8,147 240,750 SH SOLE 0 240,750 ABGENIX INC COM 00339B107 1,329 99,810 SH SOLE 0 99,810 ABLE LABORATOR COM 00371N407 1,840 94,500 SH SOLE 0 94,500 ABM INDS INC COM 000957100 2,924 162,900 SH SOLE 0 162,900 ACADIA RLTY COM 004239109 1,202 85,200 SH SOLE 0 85,200 ACCREDO HEALTH COM 00437V104 9,709 254,825 SH SOLE 0 254,825 ACE COMM CORP COM 004404109 602 260,515 SH SOLE 0 260,515 ACE LTD ORD G0070K103 11,268 264,140 SH SOLE 0 264,140 ACETO CORP COM 004446100 1,604 102,096 SH SOLE 0 102,096 ACTEL CORP COM 004934105 2,356 104,100 SH SOLE 0 104,100 ACTION PERFORM COM 004933107 939 61,500 SH SOLE 0 61,500 ACTIVISION INC COM 004930202 5,326 336,675 SH SOLE 0 336,675 ACTUANT CORP CL A 00508X203 1,212 30,900 SH SOLE 0 30,900 ACUITY BRANDS COM 00508Y102 3,362 140,800 SH SOLE 0 140,800 ACXIOM CORP COM 005125109 6,164 280,700 SH SOLE 0 280,700 ADAPTEC INC COM 00651F108 3,207 366,100 SH SOLE 0 366,100 ADMINISTAFF IN COM 007094105 1,553 89,100 SH SOLE 0 89,100 ADOBE SYS INC COM 00724F101 7,580 192,864 SH SOLE 0 192,864 ADOLOR CORP COM 00724X102 990 65,750 SH SOLE 0 65,750 ADTRAN INC COM 00738A106 4,444 148,000 SH SOLE 0 148,000 ADVANCE AUTO P COM 00751Y106 952 23,400 SH SOLE 0 23,400 ADVANCED DIGIT COM 007525108 4,147 364,400 SH SOLE 0 364,400 ADVANCED ENERG COM 007973100 3,744 183,600 SH SOLE 0 183,600 ADVANCED FIBRE COM 00754A105 3,680 166,600 SH SOLE 0 166,600 ADVANCED MARKE COM 00753T105 635 64,100 SH SOLE 0 64,100 ADVANCED MEDIC COM 00763M108 5,546 227,300 SH SOLE 0 227,300 ADVANCED MICRO COM 007903107 5,248 323,374 SH SOLE 0 323,374 ADVANCED NEURO COM 00757T101 904 25,050 SH SOLE 0 25,050 ADVENT SOFTWAR COM 007974108 1,149 61,500 SH SOLE 0 61,500 ADVISORY BRD C COM 00762W107 1,277 34,800 SH SOLE 0 34,800 ADVO INC COM 007585102 5,672 176,050 SH SOLE 0 176,050 AEROFLEX INC COM 007768104 7,084 526,320 SH SOLE 0 526,320 AEROPOSTALE COM 007865108 3,390 93,500 SH SOLE 0 93,500 AES CORP COM 00130H105 4,762 558,277 SH SOLE 0 558,277 AETNA INC NEW COM 00817Y108 13,355 148,849 SH SOLE 0 148,849 AFFILIATED COM CL A 008190100 16,457 317,100 SH SOLE 0 317,100 AFFILIATED MAN COM 008252108 8,979 164,505 SH SOLE 0 164,505 AFFORDABLE RES COM 008273104 320 17,300 SH SOLE 0 17,300 AFFYMETRIX INC COM 00826T108 1,002 29,670 SH SOLE 0 29,670 AFLAC INC COM 001055102 19,644 489,380 SH SOLE 0 489,380 AFTERMARKET TE COM 008318107 598 40,700 SH SOLE 0 40,700 AGCO CORP COM 001084102 5,728 276,600 SH SOLE 0 276,600 AGILE SOFTWARE COM 00846X105 3,037 347,040 SH SOLE 0 347,040 AGILENT TECHNO COM 00846U101 12,366 390,971 SH SOLE 0 390,971 AGILYSYS INC COM 00847J105 1,912 162,200 SH SOLE 0 162,200 AGL RES INC COM 001204106 3,506 120,800 SH SOLE 0 120,800 AGRIUM INC COM 008916108 753 51,200 SH SOLE 0 51,200 AIR PRODS & CH COM 009158106 10,984 219,152 SH SOLE 0 219,152 AIRGAS INC COM 009363102 5,826 273,500 SH SOLE 0 273,500 AIRTRAN HLDGS COM 00949P108 460 38,700 SH SOLE 0 38,700 ALARIS MEDICAL COM 011637105 897 48,100 SH SOLE 0 48,100 ALASKA AIR GRO COM 011659109 1,235 50,100 SH SOLE 0 50,100 ALBANY INTL CO CL A 012348108 5,007 186,200 SH SOLE 0 186,200 ALBEMARLE CORP COM 012653101 3,555 122,600 SH SOLE 0 122,600 ALBERTO CULVER COM 013068101 4,544 103,590 SH SOLE 0 103,590 ALBERTSONS INC COM 013104104 7,831 353,549 SH SOLE 0 353,549 ALCOA INC COM 013817101 54,549 1,572,474 SH SOLE 0 1,572,474 ALCON INC COM H01301102 10,065 159,000 SH SOLE 0 159,000 ALEXANDER & BA COM 014482103 2,577 78,200 SH SOLE 0 78,200 ALKERMES INC COM 01642T108 4,779 298,870 SH SOLE 0 298,870 ALLEGHENY ENER COM 017361106 1,628 118,740 SH SOLE 0 118,740 ALLEGHENY TECH COM 01741R102 901 74,455 SH SOLE 0 74,455 ALLERGAN INC COM 018490102 9,120 108,368 SH SOLE 0 108,368 ALLETE INC COM 018522102 5,709 162,700 SH SOLE 0 162,700 ALLIANCE CAP COM 01855A101 810 22,000 SH SOLE 0 22,000 ALLIANCE DATA COM 018581108 1,953 58,200 SH SOLE 0 58,200 ALLIANCE GAMIN COM 01859P609 3,293 102,500 SH SOLE 0 102,500 ALLIANCE SEMIC COM 01877H100 900 118,200 SH SOLE 0 118,200 ALLIANT ENERGY COM 018802108 6,249 239,785 SH SOLE 0 239,785 ALLIANT TECHSY COM 018804104 9,104 167,362 SH SOLE 0 167,362 ALLIED WASTE COM 019589308 3,988 299,660 SH SOLE 0 299,660 ALLMERICA FINL COM 019754100 3,427 99,200 SH SOLE 0 99,200 ALLSTATE CORP COM 020002101 30,554 672,100 SH SOLE 0 672,100 ALLTEL CORP COM 020039103 14,839 297,444 SH SOLE 0 297,444 ALPHARMA INC CL A 020813101 4,130 210,600 SH SOLE 0 210,600 ALTERA CORP COM 021441100 7,554 368,840 SH SOLE 0 368,840 ALTIRIS INC COM 02148M100 2,118 75,900 SH SOLE 0 75,900 ALTRIA GROUP I COM 02209S103 92,384 1,696,683 SH SOLE 0 1,696,683 AMAZON COM INC COM 023135106 2,424 56,000 SH SOLE 0 56,000 AMB PROPERTY C COM 00163T109 12,794 344,200 SH SOLE 0 344,200 AMBAC FINL GRO COM 023139108 8,052 109,140 SH SOLE 0 109,140 AMC ENTMT INC COM 001669100 2,390 155,700 SH SOLE 0 155,700 AMCORE FINL IN COM 023912108 4,634 155,990 SH SOLE 0 155,990 AMDOCS LTD ORD G02602103 1,494 53,770 SH SOLE 0 53,770 AMERADA HESS C COM 023551104 5,764 88,290 SH SOLE 0 88,290 AMEREN CORP COM 023608102 7,888 171,133 SH SOLE 0 171,133 AMERICA MOVIL ADR 02364W105 10,698 276,800 SH SOLE 0 276,800 AMERICAN CAPIT COM 024937104 2,759 83,000 SH SOLE 0 83,000 AMERICAN EAGLE COM 02553E106 8,892 329,950 SH SOLE 0 329,950 AMERICAN ELEC COM 025537101 12,421 377,317 SH SOLE 0 377,317 AMERICAN EQTY COM 025676206 1,214 94,500 SH SOLE 0 94,500 AMERICAN EXPRE COM 025816109 81,901 1,579,580 SH SOLE 0 1,579,580 AMERICAN FINL COM 025932104 4,075 136,600 SH SOLE 0 136,600 AMERICAN FINL COM 02607P305 3,753 221,400 SH SOLE 0 221,400 AMERICAN GREET CL A 026375105 16,499 724,589 SH SOLE 0 724,589 AMERICAN HEALT COM 02649V104 3,279 134,400 SH SOLE 0 134,400 AMERICAN HOME COM 02660R107 3,142 109,100 SH SOLE 0 109,100 AMERICAN INTL COM 026874107 212,500 2,978,273 SH SOLE 0 2,978,273 AMERICAN ITALI CL A 027070101 2,412 60,400 SH SOLE 0 60,400 AMERICAN MED S COM 02744M108 3,637 137,100 SH SOLE 0 137,100 AMERICAN MGMT COM 027352103 2,729 142,300 SH SOLE 0 142,300 AMERICAN PHARM COM 02886P109 1,569 33,450 SH SOLE 0 33,450 AMERICAN PWR C COM 029066107 5,459 237,460 SH SOLE 0 237,460 AMERICAN STD C COM 029712106 7,066 62,120 SH SOLE 0 62,120 AMERICAN STS W COM 029899101 2,695 110,446 SH SOLE 0 110,446 AMERICAN TOWER CL A 029912201 2,625 231,290 SH SOLE 0 231,290 AMERICREDIT CO COM 03060R101 5,264 309,100 SH SOLE 0 309,100 AMERIGROUP COR COM 03073T102 3,734 81,700 SH SOLE 0 81,700 AMERISOURCEBER COM 03073E105 6,405 117,140 SH SOLE 0 117,140 AMERISTAR CASI COM 03070Q101 2,014 60,100 SH SOLE 0 60,100 AMERUS GROUP C COM 03072M108 2,958 73,300 SH SOLE 0 73,300 AMETEK INC NEW COM 031100100 3,202 124,900 SH SOLE 0 124,900 AMGEN INC COM 031162100 112,547 1,935,460 SH SOLE 0 1,935,460 AMIS HLDGS INC COM 031538101 765 47,300 SH SOLE 0 47,300 AMKOR TECHNOLO COM 031652100 3,772 257,800 SH SOLE 0 257,800 AMLI RESIDENTI COM 001735109 319 11,300 SH SOLE 0 11,300 AMN HEALTHCARE COM 001744101 443 24,155 SH SOLE 0 24,155 AMPHENOL CORP CL A 032095101 2,625 88,400 SH SOLE 0 88,400 AMSOUTH BANCOR COM 032165102 8,139 346,198 SH SOLE 0 346,198 AMSURG CORP COM 03232P405 2,293 100,950 SH SOLE 0 100,950 ANADARKO PETE COM 032511107 13,412 258,621 SH SOLE 0 258,621 ANALOG DEVICES COM 032654105 14,980 312,020 SH SOLE 0 312,020 ANALOGIC CORP COM 032657207 2,065 45,400 SH SOLE 0 45,400 ANCHOR BANCORP COM 032839102 1,947 77,000 SH SOLE 0 77,000 ANCHOR GLASS C COM 03304B300 1,334 85,100 SH SOLE 0 85,100 ANDREW CORP COM 034425108 4,126 235,797 SH SOLE 0 235,797 ANDRX CORP DEL COM 034553107 264 9,700 SH SOLE 0 9,700 ANGELICA CORP COM 034663104 5,714 250,300 SH SOLE 0 250,300 ANGLO AMERN PL ADR 03485P102 1,716 70,650 SH SOLE 0 70,650 ANHEUSER BUSCH COM 035229103 34,603 678,498 SH SOLE 0 678,498 ANIXTER INTL I COM 035290105 3,435 121,600 SH SOLE 0 121,600 ANNTAYLOR STOR COM 036115103 4,434 103,600 SH SOLE 0 103,600 ANSYS INC COM 03662Q105 2,035 51,200 SH SOLE 0 51,200 ANTHEM INC COM 03674B104 22,883 252,460 SH SOLE 0 252,460 AON CORP COM 037389103 8,202 293,871 SH SOLE 0 293,871 APACHE CORP COM 037411105 13,829 320,344 SH SOLE 0 320,344 APARTMENT INVT CL A 03748R101 7,950 255,700 SH SOLE 0 255,700 APOGEE ENTERPR COM 037598109 1,137 92,400 SH SOLE 0 92,400 APOGENT TECHNO COM 03760A101 5,084 165,700 SH SOLE 0 165,700 APOLLO GROUP I CL A 037604105 12,554 145,700 SH SOLE 0 145,700 APOLLO GROUP I COM 037604204 1,827 21,000 SH SOLE 0 21,000 APPLE COMPUTER COM 037833100 9,565 353,732 SH SOLE 0 353,732 APPLEBEES INTL COM 037899101 4,859 117,700 SH SOLE 0 117,700 APPLERA CORP COM 038020103 3,964 200,408 SH SOLE 0 200,408 APPLERA CORP COM 038020202 1,110 76,500 SH SOLE 0 76,500 APPLICA INC COM 03815A106 1,349 120,000 SH SOLE 0 120,000 APPLIED FILMS COM 038197109 4,610 164,600 SH SOLE 0 164,600 APPLIED INDL T COM 03820C105 2,238 98,500 SH SOLE 0 98,500 APPLIED MATLS COM 038222105 43,649 2,046,376 SH SOLE 0 2,046,376 APPLIED MICRO COM 03822W109 2,399 420,220 SH SOLE 0 420,220 APPLIED SIGNAL COM 038237103 945 34,480 SH SOLE 0 34,480 APRIA HEALTHCA COM 037933108 7,320 244,500 SH SOLE 0 244,500 APTARGROUP INC COM 038336103 4,696 122,300 SH SOLE 0 122,300 AQUA AMERICA I COM 03836W103 3,751 173,025 SH SOLE 0 173,025 AQUILA INC COM 03840P102 1,720 365,250 SH SOLE 0 365,250 ARBITRON INC COM 03875Q108 4,167 103,500 SH SOLE 0 103,500 ARCH CAP GROUP ORD G0450A105 3,050 72,450 SH SOLE 0 72,450 ARCH CHEMICALS COM 03937R102 2,134 75,600 SH SOLE 0 75,600 ARCH COAL INC COM 039380100 6,970 222,050 SH SOLE 0 222,050 ARCHER DANIELS COM 039483102 11,076 656,533 SH SOLE 0 656,533 ARCHSTONE SMIT COM 039583109 66,760 2,262,275 SH SOLE 0 2,262,275 ARCTIC CAT INC COM 039670104 1,792 70,600 SH SOLE 0 70,600 ARDEN RLTY INC COM 039793104 58,886 1,821,400 SH SOLE 0 1,821,400 ARGOSY GAMING COM 040228108 3,498 98,400 SH SOLE 0 98,400 ARIAD PHARMACE COM 04033A100 1,869 195,700 SH SOLE 0 195,700 ARKANSAS BEST COM 040790107 4,815 180,660 SH SOLE 0 180,660 ARMOR HOLDINGS COM 042260109 3,131 94,600 SH SOLE 0 94,600 ARQULE INC COM 04269E107 560 94,300 SH SOLE 0 94,300 ARROW ELECTRS COM 042735100 17,799 699,100 SH SOLE 0 699,100 ARROW INTL INC COM 042764100 1,142 38,200 SH SOLE 0 38,200 ARTESYN TECHNO COM 043127109 1,238 130,000 SH SOLE 0 130,000 ARTHROCARE COR COM 043136100 1,616 69,500 SH SOLE 0 69,500 ARVINMERITOR I COM 043353101 2,572 129,699 SH SOLE 0 129,699 ASCENTIAL SOFT COM 04362P207 2,935 134,500 SH SOLE 0 134,500 ASE TEST LTD ORD Y02516105 558 50,700 SH SOLE 0 50,700 ASHFORD HOSPIT COM 044103109 3,065 300,800 SH SOLE 0 300,800 ASHLAND INC COM 044204105 3,041 65,411 SH SOLE 0 65,411 ASHWORTH INC COM 04516H101 389 44,700 SH SOLE 0 44,700 ASK JEEVES INC COM 045174109 6,306 176,490 SH SOLE 0 176,490 ASML HLDG NV NYSHS N07059111 2,638 143,890 SH SOLE 0 143,890 ASPECT COMMUNI COM 04523Q102 1,051 67,100 SH SOLE 0 67,100 ASPEN INSURANC SHS G05384105 2,088 81,100 SH SOLE 0 81,100 ASSOCIATED BAN COM 045487105 6,141 137,108 SH SOLE 0 137,108 ASSURANT INC COM 04621X108 755 30,000 SH SOLE 0 30,000 ASTEC INDS INC COM 046224101 1,066 66,200 SH SOLE 0 66,200 ASTORIA FINL C COM 046265104 5,647 148,500 SH SOLE 0 148,500 AT RD INC COM 04648K105 920 75,000 SH SOLE 0 75,000 AT&T CORP COM 001957505 14,672 749,707 SH SOLE 0 749,707 AT&T WIRELESS COM 00209A106 35,294 2,593,270 SH SOLE 0 2,593,270 ATHEROGENICS I COM 047439104 4,961 216,940 SH SOLE 0 216,940 ATHEROS COMMUN COM 04743P108 490 28,400 SH SOLE 0 28,400 ATLANTIC COAST COM 048396105 1,094 152,200 SH SOLE 0 152,200 ATMEL CORP COM 049513AE4 221 510,000 SH SOLE 0 510,000 ATMEL CORP COM 049513104 5,734 882,100 SH SOLE 0 882,100 ATMI INC COM 00207R101 5,854 222,400 SH SOLE 0 222,400 ATMOS ENERGY C COM 049560105 6,178 241,600 SH SOLE 0 241,600 ATWOOD OCEANIC COM 050095108 2,185 61,400 SH SOLE 0 61,400 AUDIOVOX CORP CL A 050757103 1,544 77,200 SH SOLE 0 77,200 AUGUST TECHNOL COM 05106U105 1,136 75,600 SH SOLE 0 75,600 AUTHENTIDATE H COM 052666104 525 39,300 SH SOLE 0 39,300 AUTODESK INC COM 052769106 2,856 90,614 SH SOLE 0 90,614 AUTOMATIC DATA COM 053015103 21,862 520,525 SH SOLE 0 520,525 AUTONATION INC COM 05329W102 6,071 356,100 SH SOLE 0 356,100 AUTOZONE INC COM 053332102 6,911 80,387 SH SOLE 0 80,387 AVALONBAY CMNT COM 053484101 74,735 1,394,822 SH SOLE 0 1,394,822 AVAYA INC COM 053499109 5,595 352,322 SH SOLE 0 352,322 AVERY DENNISON COM 053611109 6,931 111,416 SH SOLE 0 111,416 AVID TECHNOLOG COM 05367P100 8,331 180,600 SH SOLE 0 180,600 AVISTA CORP COM 05379B107 3,069 162,200 SH SOLE 0 162,200 AVNET INC COM 053807103 24,616 1,005,139 SH SOLE 0 1,005,139 AVOCENT CORP COM 053893103 6,470 175,638 SH SOLE 0 175,638 AVON PRODS INC COM 054303102 26,651 351,272 SH SOLE 0 351,272 AXCELIS TECHNO COM 054540109 4,379 393,800 SH SOLE 0 393,800 AXEDA SYSTEMS COM 054959101 197 186,092 SH SOLE 0 186,092 AXONYX INC COM 05461R101 435 66,650 SH SOLE 0 66,650 AZTAR CORP COM 054802103 6,118 249,600 SH SOLE 0 249,600 BAKER HUGHES I COM 057224107 31,098 852,464 SH SOLE 0 852,464 BALDOR ELEC CO COM 057741100 2,530 110,100 SH SOLE 0 110,100 BALL CORP COM 058498106 3,089 45,578 SH SOLE 0 45,578 BALLY TOTAL FI COM 05873K108 669 114,200 SH SOLE 0 114,200 BANCFIRST CORP COM 05945F103 2,506 45,200 SH SOLE 0 45,200 BANCO ITAU HLD ADR 059602201 7,477 159,860 SH SOLE 0 159,860 BANCO SANTANDE ADR 05965X109 457 17,000 SH SOLE 0 17,000 BANCORPSOUTH I COM 059692103 1,105 50,500 SH SOLE 0 50,500 BANDAG INC COM 059815100 1,802 36,200 SH SOLE 0 36,200 BANK HAWAII CO COM 062540109 4,740 102,300 SH SOLE 0 102,300 BANK NEW YORK COM 064057102 23,828 756,460 SH SOLE 0 756,460 BANK OF AMERIC COM 060505104 147,389 1,820,067 SH SOLE 0 1,820,067 BANK OF THE OZ COM 063904106 1,612 58,500 SH SOLE 0 58,500 BANK ONE CORP COM 06423A103 58,260 1,068,597 SH SOLE 0 1,068,597 BANKATLANTIC B CL A 065908501 4,452 262,500 SH SOLE 0 262,500 BANKNORTH GROU COM 06646R107 10,372 304,700 SH SOLE 0 304,700 BANKRATE INC COM 06646V108 598 30,000 SH SOLE 0 30,000 BANKUNITED FIN CL A 06652B103 6,579 221,500 SH SOLE 0 221,500 BANTA CORP COM 066821109 2,217 47,900 SH SOLE 0 47,900 BARD C R INC COM 067383109 5,079 52,018 SH SOLE 0 52,018 BARNES & NOBLE COM 067774109 4,157 127,500 SH SOLE 0 127,500 BARNES GROUP I COM 067806109 2,150 77,100 SH SOLE 0 77,100 BARR PHARMACEU COM 068306109 10,723 233,610 SH SOLE 0 233,610 BARRA INC COM 068313105 3,055 87,300 SH SOLE 0 87,300 BASSETT FURNIT COM 070203104 773 39,000 SH SOLE 0 39,000 BAUSCH & LOMB COM 071707103 2,986 49,786 SH SOLE 0 49,786 BAXTER INTL IN COM 071813109 16,449 532,492 SH SOLE 0 532,492 BAY VIEW CAP C COM 07262L101 359 161,200 SH SOLE 0 161,200 BB&T CORP COM 054937107 18,286 518,030 SH SOLE 0 518,030 BEAR STEARNS C COM 073902108 8,772 100,044 SH SOLE 0 100,044 BEARINGPOINT I COM 074002106 768 71,600 SH SOLE 0 71,600 BEAZER HOMES U COM 07556Q105 635 6,000 SH SOLE 0 6,000 BEBE STORES IN COM 075571109 1,654 49,300 SH SOLE 0 49,300 BECKMAN COULTE COM 075811109 7,685 140,900 SH SOLE 0 140,900 BECTON DICKINS COM 075887109 12,116 249,924 SH SOLE 0 249,924 BED BATH & BEY COM 075896100 21,956 524,020 SH SOLE 0 524,020 BEI TECHNOLOGI COM 05538P104 2,176 97,600 SH SOLE 0 97,600 BEL FUSE INC CL B 077347300 1,230 37,500 SH SOLE 0 37,500 BELDEN INC COM 077459105 6,825 359,800 SH SOLE 0 359,800 BELL MICROPROD COM 078137106 640 89,200 SH SOLE 0 89,200 BELLSOUTH CORP COM 079860102 48,372 1,746,904 SH SOLE 0 1,746,904 BELO CORP COM 080555105 6,010 216,500 SH SOLE 0 216,500 BEMIS INC COM 081437105 2,620 100,778 SH SOLE 0 100,778 BENCHMARK ELEC COM 08160H101 8,114 257,750 SH SOLE 0 257,750 BENIHANA INC CL A 082047200 1,993 110,000 SH SOLE 0 110,000 BERKLEY W R CO COM 084423102 7,390 185,300 SH SOLE 0 185,300 BERKSHIRE HATH CL B 084670207 9,644 3,100 SH SOLE 0 3,100 BEST BUY INC COM 086516101 13,908 268,900 SH SOLE 0 268,900 BIG LOTS INC COM 089302103 22,941 1,582,138 SH SOLE 0 1,582,138 BIOGEN IDEC IN COM 09062X103 15,051 270,697 SH SOLE 0 270,697 BIOLASE TECHNO COM 090911108 760 43,400 SH SOLE 0 43,400 BIOMET INC COM 090613100 8,512 221,889 SH SOLE 0 221,889 BIOSITE INC COM 090945106 1,669 52,200 SH SOLE 0 52,200 BIOVAIL CORP COM 09067J109 2,098 134,465 SH SOLE 0 134,465 BISYS GROUP IN COM 055472104 7,530 449,300 SH SOLE 0 449,300 BJ SVCS CO COM 055482103 6,599 152,500 SH SOLE 0 152,500 BJS WHOLESALE COM 05548J106 4,494 176,600 SH SOLE 0 176,600 BLACK & DECKER COM 091797100 3,782 66,413 SH SOLE 0 66,413 BLACK BOX CORP COM 091826107 3,965 74,200 SH SOLE 0 74,200 BLACK HILLS CO COM 092113109 4,401 138,100 SH SOLE 0 138,100 BLOCK H & R IN COM 093671105 8,438 165,362 SH SOLE 0 165,362 BLYTH INC COM 09643P108 3,633 111,200 SH SOLE 0 111,200 BMC SOFTWARE I COM 055921100 4,478 229,050 SH SOLE 0 229,050 BOB EVANS FARM COM 096761101 2,098 64,900 SH SOLE 0 64,900 BOEING CO COM 097023105 29,590 720,474 SH SOLE 0 720,474 BOISE CASCADE COM 097383103 2,798 80,753 SH SOLE 0 80,753 BORDERS GROUP COM 099709107 6,270 264,100 SH SOLE 0 264,100 BORG WARNER IN COM 099724106 4,360 51,400 SH SOLE 0 51,400 BOSTON COMMUNI COM 100582105 738 62,300 SH SOLE 0 62,300 BOSTON PRIVATE COM 101119105 2,369 84,600 SH SOLE 0 84,600 BOSTON PROPERT COM 101121101 10,129 186,500 SH SOLE 0 186,500 BOSTON SCIENTI COM 101137107 45,232 1,067,296 SH SOLE 0 1,067,296 BOWATER INC COM 102183100 4,524 103,700 SH SOLE 0 103,700 BOWNE & CO INC COM 103043105 3,707 216,800 SH SOLE 0 216,800 BOYD GAMING CO COM 103304101 2,802 122,400 SH SOLE 0 122,400 BP PLC ADR 055622104 1,198 23,400 SH SOLE 0 23,400 BRADY CORP CL A 104674106 2,997 78,700 SH SOLE 0 78,700 BRANDYWINE RLT COM 105368203 1,081 35,400 SH SOLE 0 35,400 BRIGGS & STRAT COM 109043109 5,060 75,000 SH SOLE 0 75,000 BRIGHAM EXPLOR COM 109178103 571 77,690 SH SOLE 0 77,690 BRIGHT HORIZON COM 109195107 986 20,900 SH SOLE 0 20,900 BRILLIAN CORP COM 10949P107 199 23,112 SH SOLE 0 23,112 BRINKER INTL I COM 109641100 6,797 179,200 SH SOLE 0 179,200 BRINKS CO COM 109696104 2,799 101,477 SH SOLE 0 101,477 BRISTOL MYERS COM 110122108 39,986 1,650,248 SH SOLE 0 1,650,248 BRISTOL WEST H COM 11037M105 581 28,490 SH SOLE 0 28,490 BROADCOM CORP CL A 111320107 9,936 254,700 SH SOLE 0 254,700 BROOKFIELD HOM COM 112723101 267 7,620 SH SOLE 0 7,620 BROOKFIELD PPT COM 112900105 11,125 357,600 SH SOLE 0 357,600 BROOKLINE BANC COM 11373M107 3,149 197,400 SH SOLE 0 197,400 BROOKS AUTOMAT COM 114340102 5,353 254,400 SH SOLE 0 254,400 BROOKSTONE INC COM 114537103 3,744 137,200 SH SOLE 0 137,200 BROOKTROUT INC COM 114580103 1,347 67,900 SH SOLE 0 67,900 BROWN & BROWN COM 115236101 4,981 128,500 SH SOLE 0 128,500 BROWN FORMAN C CL B 115637209 4,743 99,514 SH SOLE 0 99,514 BROWN SHOE INC COM 115736100 3,771 103,500 SH SOLE 0 103,500 BROWN TOM INC COM 115660201 5,753 153,000 SH SOLE 0 153,000 BRUNSWICK CORP COM 117043109 3,981 97,504 SH SOLE 0 97,504 BRUSH ENGINEER COM 117421107 1,137 56,100 SH SOLE 0 56,100 BUCKEYE TECHNO COM 118255108 1,290 124,500 SH SOLE 0 124,500 BUILDING MATLS COM 120113105 783 44,800 SH SOLE 0 44,800 BUNGE LIMITED COM G16962105 3,222 80,100 SH SOLE 0 80,100 BURLINGTON COA COM 121579106 2,962 149,600 SH SOLE 0 149,600 BURLINGTON NOR COM 12189T104 11,238 356,751 SH SOLE 0 356,751 BURLINGTON RES COM 122014103 12,149 190,931 SH SOLE 0 190,931 BUSINESS OBJEC ADR 12328X107 3,427 120,255 SH SOLE 0 120,255 BUTLER MFG CO COM 123655102 478 21,300 SH SOLE 0 21,300 C COR NET CORP COM 125010108 2,742 195,600 SH SOLE 0 195,600 C D I CORP COM 125071100 3,993 123,700 SH SOLE 0 123,700 C D W CORP COM 12512N105 11,872 175,600 SH SOLE 0 175,600 C H ROBINSON W COM 12541W100 7,595 183,000 SH SOLE 0 183,000 C&D TECHNOLOGI COM 124661109 1,430 85,600 SH SOLE 0 85,600 CABLE DESIGN T COM 126924109 1,335 140,875 SH SOLE 0 140,875 CABOT CORP COM 127055101 5,258 160,300 SH SOLE 0 160,300 CABOT MICROELE COM 12709P103 3,044 72,241 SH SOLE 0 72,241 CABOT OIL & GA COM 127097103 6,466 211,580 SH SOLE 0 211,580 CACHE INC COM 127150308 1,228 37,400 SH SOLE 0 37,400 CACI INTL INC CL A 127190304 4,201 97,700 SH SOLE 0 97,700 CADENCE DESIGN COM 127387108 7,255 492,200 SH SOLE 0 492,200 CAESARS ENTMT COM 127687101 7,395 567,100 SH SOLE 0 567,100 CAL DIVE INTL COM 127914109 5,542 214,800 SH SOLE 0 214,800 CALLAWAY GOLF COM 131193104 3,249 171,200 SH SOLE 0 171,200 CALLON PETE CO COM 13123X102 721 69,000 SH SOLE 0 69,000 CALPINE CORP COM 131347106 2,197 470,380 SH SOLE 0 470,380 CAMBREX CORP COM 132011107 2,330 86,600 SH SOLE 0 86,600 CAMPBELL SOUP COM 134429109 9,235 338,637 SH SOLE 0 338,637 CANDELA CORP COM 136907102 674 49,000 SH SOLE 0 49,000 CAPITAL AUTOMO COM 139733109 8,386 237,500 SH SOLE 0 237,500 CAPITAL CORP O COM 140065103 2,198 56,172 SH SOLE 0 56,172 CAPITAL ONE FI COM 14040H105 16,684 221,180 SH SOLE 0 221,180 CAPTARIS INC COM 14071N104 593 107,900 SH SOLE 0 107,900 CARAUSTAR INDS COM 140909102 2,892 248,200 SH SOLE 0 248,200 CARBO CERAMICS COM 140781105 3,355 53,300 SH SOLE 0 53,300 CARDINAL HEALT COM 14149Y108 44,751 649,502 SH SOLE 0 649,502 CARDIODYNAMICS COM 141597104 1,556 246,277 SH SOLE 0 246,277 CAREER EDUCATI COM 141665109 10,597 187,400 SH SOLE 0 187,400 CAREMARK RX IN COM 141705103 11,273 339,031 SH SOLE 0 339,031 CARLISLE COS I COM 142339100 6,611 116,700 SH SOLE 0 116,700 CARMAX INC COM 143130102 5,668 194,100 SH SOLE 0 194,100 CARNIVAL CORP COM 143658300 27,993 623,320 SH SOLE 0 623,320 CARPENTER TECH COM 144285103 4,041 122,900 SH SOLE 0 122,900 CARREKER CORP COM 144433109 634 80,100 SH SOLE 0 80,100 CARRIER ACCESS COM 144460102 609 49,700 SH SOLE 0 49,700 CASCADE NAT GA COM 147339105 819 37,600 SH SOLE 0 37,600 CASELLA WASTE CL A 147448104 1,735 119,300 SH SOLE 0 119,300 CASEYS GEN STO COM 147528103 2,662 167,400 SH SOLE 0 167,400 CASH AMER INTL COM 14754D100 2,963 128,533 SH SOLE 0 128,533 CASTLE A M & C COM 148411101 479 53,000 SH SOLE 0 53,000 CATALINA MARKE COM 148867104 1,937 99,900 SH SOLE 0 99,900 CATAPULT COMMU COM 149016107 775 43,400 SH SOLE 0 43,400 CATERPILLAR IN COM 149123101 27,881 352,612 SH SOLE 0 352,612 CATHAY GENERAL COM 149150104 1,376 20,900 SH SOLE 0 20,900 CATO CORP NEW CL A 149205106 1,382 68,800 SH SOLE 0 68,800 CBL & ASSOC PP COM 124830100 4,650 75,800 SH SOLE 0 75,800 CBRL GROUP INC COM 12489V106 5,447 137,400 SH SOLE 0 137,400 CEC ENTMT INC COM 125137109 5,446 156,937 SH SOLE 0 156,937 CELANESE AG ORD D1497A101 24,518 603,900 SH SOLE 0 603,900 CELGENE CORP COM 151020104 1,263 26,500 SH SOLE 0 26,500 CELL GENESYS I COM 150921104 282 23,400 SH SOLE 0 23,400 CELLSTAR CORP COM 150925204 444 42,300 SH SOLE 0 42,300 CEMEX S A ADR 151290889 5,368 180,000 SH SOLE 0 180,000 CENDANT CORP COM 151313103 48,691 1,996,368 SH SOLE 0 1,996,368 CENTENE CORP D COM 15135B101 2,071 67,700 SH SOLE 0 67,700 CENTERPOINT EN COM 15189T107 3,238 283,256 SH SOLE 0 283,256 CENTEX CORP COM 152312104 8,157 150,884 SH SOLE 0 150,884 CENTRAL FGHT L COM 153491105 738 56,140 SH SOLE 0 56,140 CENTRAL GARDEN COM 153527106 2,074 57,600 SH SOLE 0 57,600 CENTRAL PAC FI COM 154760102 3,077 103,300 SH SOLE 0 103,300 CENTRAL PKG CO COM 154785109 2,443 121,650 SH SOLE 0 121,650 CENTRAL VT PUB COM 155771108 905 40,200 SH SOLE 0 40,200 CENTURY ALUM C COM 156431108 3,794 134,400 SH SOLE 0 134,400 CENTURYTEL INC COM 156700106 4,111 149,540 SH SOLE 0 149,540 CEPHALON INC COM 156708109 6,152 107,300 SH SOLE 0 107,300 CERADYNE INC COM 156710105 1,898 52,500 SH SOLE 0 52,500 CERIDIAN CORP COM 156779100 5,509 279,500 SH SOLE 0 279,500 CERNER CORP COM 156782104 5,362 118,900 SH SOLE 0 118,900 CERTEGY INC COM 156880106 4,217 120,406 SH SOLE 0 120,406 CH ENERGY GROU COM 12541M102 2,602 53,000 SH SOLE 0 53,000 CHAMPION ENTER COM 158496109 17,268 1,629,100 SH SOLE 0 1,629,100 CHARLES RIV LA COM 159864107 3,856 90,000 SH SOLE 0 90,000 CHARLES RIVER COM 159852102 360 11,000 SH SOLE 0 11,000 CHARLOTTE RUSS COM 161048103 461 25,200 SH SOLE 0 25,200 CHARMING SHOPP COM 161133103 23,292 2,990,000 SH SOLE 0 2,990,000 CHARTER ONE FI COM 160903100 9,077 256,698 SH SOLE 0 256,698 CHATTEM INC COM 162456107 652 25,400 SH SOLE 0 25,400 CHECK POINT SO ORD M22465104 2,977 130,850 SH SOLE 0 130,850 CHECKERS DRIVE COM 162809305 1,417 116,600 SH SOLE 0 116,600 CHECKFREE CORP COM 162813109 5,895 200,100 SH SOLE 0 200,100 CHECKPOINT SYS COM 162825103 2,871 151,900 SH SOLE 0 151,900 CHEESECAKE FAC COM 163072101 4,458 96,700 SH SOLE 0 96,700 CHELSEA PPTY G COM 163421100 4,192 66,600 SH SOLE 0 66,600 CHEROKEE INTL COM 164450108 3,321 230,631 SH SOLE 0 230,631 CHESAPEAKE COR COM 165159104 1,530 64,100 SH SOLE 0 64,100 CHESAPEAKE ENE COM 165167107 4,655 347,400 SH SOLE 0 347,400 CHEVRONTEXACO COM 166764100 89,416 1,018,639 SH SOLE 0 1,018,639 CHICAGO BRIDGEN COM 167250109 1,742 62,600 SH SOLE 0 62,600 CHICAGO MERCAN CL A 167760107 319 3,300 SH SOLE 0 3,300 CHICOS FAS INC COM 168615102 8,691 187,300 SH SOLE 0 187,300 CHILDRENS PL R COM 168905107 3,283 106,000 SH SOLE 0 106,000 CHINA MOBILE ADR 16941M109 2,394 163,000 SH SOLE 0 163,000 CHIPPAC INC CL A 169657103 1,962 248,000 SH SOLE 0 248,000 CHIRON CORP COM 170040109 6,807 154,660 SH SOLE 0 154,660 CHITTENDEN COR COM 170228100 4,069 123,300 SH SOLE 0 123,300 CHOICEPOINT IN COM 170388102 6,220 163,566 SH SOLE 0 163,566 CHORDIANT SOFT COM 170404107 929 177,200 SH SOLE 0 177,200 CHRISTOPHER & COM 171046105 3,420 162,000 SH SOLE 0 162,000 CHUBB CORP COM 171232101 13,177 189,493 SH SOLE 0 189,493 CHUNGHWA TELEC ADR 17133Q205 3,981 224,800 SH SOLE 0 224,800 CHURCH & DWIGH COM 171340102 3,318 76,600 SH SOLE 0 76,600 CIBER INC COM 17163B102 2,406 218,700 SH SOLE 0 218,700 CIENA CORP CONV 171779AA9 2,461 2,660,000 SH SOLE 0 2,660,000 CIENA CORP COM 171779101 2,200 442,600 SH SOLE 0 442,600 CIGNA CORP COM 125509109 8,677 147,019 SH SOLE 0 147,019 CIMA LABS INC COM 171796105 3,683 117,172 SH SOLE 0 117,172 CIMAREX ENERGY COM 171798101 5,021 173,747 SH SOLE 0 173,747 CINCINNATI BEL COM 171871106 2,369 582,000 SH SOLE 0 582,000 CINCINNATI FIN COM 172062101 6,635 152,714 SH SOLE 0 152,714 CINERGY CORP COM 172474108 6,839 167,259 SH SOLE 0 167,259 CINTAS CORP COM 172908105 6,138 141,140 SH SOLE 0 141,140 CIRCUIT CITY S COM 172737108 3,205 283,632 SH SOLE 0 283,632 CISCO SYS INC COM 17275R102 193,347 8,203,112 SH SOLE 0 8,203,112 CIT GROUP INC COM 125581108 430 11,300 SH SOLE 0 11,300 CITIGROUP INC COM 172967101 325,128 6,288,751 SH SOLE 0 6,288,751 CITIZENS COMMU COM 17453B101 3,443 266,040 SH SOLE 0 266,040 CITRIX SYS INC COM 177376100 3,062 141,640 SH SOLE 0 141,640 CITY HLDG CO COM 177835105 405 11,700 SH SOLE 0 11,700 CITY NATL CORP COM 178566105 6,209 103,650 SH SOLE 0 103,650 CLAIRES STORES COM 179584107 4,964 238,200 SH SOLE 0 238,200 CLARCOR INC COM 179895107 6,819 154,450 SH SOLE 0 154,450 CLARK INC COM 181457102 804 47,300 SH SOLE 0 47,300 CLEAR CHANNEL COM 184502102 42,452 1,002,408 SH SOLE 0 1,002,408 CLECO CORP NEW COM 12561W105 3,018 158,600 SH SOLE 0 158,600 CLEVELAND CLIF COM 185896107 8,434 128,900 SH SOLE 0 128,900 CLOROX CO DEL COM 189054109 8,677 177,414 SH SOLE 0 177,414 CLOSURE MED CO COM 189093107 396 14,400 SH SOLE 0 14,400 CMS ENERGY COR COM 125896100 1,167 130,367 SH SOLE 0 130,367 CNA FINL CORP COM 126117100 364 13,200 SH SOLE 0 13,200 CNET INC CONV 125945AC9 950 960,000 SH SOLE 0 960,000 CNET NETWORKS COM 12613R104 4,183 404,500 SH SOLE 0 404,500 CNF INC COM 12612W104 3,125 93,000 SH SOLE 0 93,000 CNH GLOBAL N V COM N20935206 796 42,500 SH SOLE 0 42,500 COACH INC COM 189754104 16,146 393,900 SH SOLE 0 393,900 COACHMEN INDS COM 189873102 9,883 592,500 SH SOLE 0 592,500 COCA COLA CO COM 191216100 131,866 2,621,589 SH SOLE 0 2,621,589 COCA COLA ENTE COM 191219104 10,321 427,020 SH SOLE 0 427,020 COCA-COLA FEMS ADR 191241108 10,937 454,025 SH SOLE 0 454,025 COGNEX CORP COM 192422103 6,198 186,400 SH SOLE 0 186,400 COGNIZANT TECH CL A 192446102 7,484 165,400 SH SOLE 0 165,400 COHERENT INC COM 192479103 2,653 100,900 SH SOLE 0 100,900 COHU INC COM 192576106 2,680 142,800 SH SOLE 0 142,800 COINSTAR INC COM 19259P300 1,126 71,300 SH SOLE 0 71,300 COLDWATER CREE COM 193068103 897 42,080 SH SOLE 0 42,080 COLGATE PALMOL COM 194162103 24,922 452,298 SH SOLE 0 452,298 COLONIAL BANCG COM 195493309 4,397 237,700 SH SOLE 0 237,700 COLONIAL PPTYS COM 195872106 4,863 119,200 SH SOLE 0 119,200 COLUMBIA BANCO COM 197227101 918 29,600 SH SOLE 0 29,600 COLUMBIA BKG S COM 197236102 386 13,800 SH SOLE 0 13,800 COLUMBIA LABS COM 197779101 343 69,200 SH SOLE 0 69,200 COMCAST CORP N CL A 20030N101 88,784 3,087,049 SH SOLE 0 3,087,049 COMCAST CORP N CL A 20030N200 7,377 264,900 SH SOLE 0 264,900 COMERICA INC COM 200340107 9,196 169,289 SH SOLE 0 169,289 COMMERCE BANCO COM 200519106 9,348 141,900 SH SOLE 0 141,900 COMMERCIAL CAP COM 20162L105 8,445 368,464 SH SOLE 0 368,464 COMMERCIAL FED COM 201647104 3,905 141,500 SH SOLE 0 141,500 COMMERCIAL MET COM 201723103 3,044 95,600 SH SOLE 0 95,600 COMMERCIAL NET COM 202218103 4,025 203,800 SH SOLE 0 203,800 COMMONWEALTH I COM 203004106 389 53,700 SH SOLE 0 53,700 COMMONWEALTH T COM 203349105 3,297 80,400 SH SOLE 0 80,400 COMMSCOPE INC COM 203372107 1,846 110,900 SH SOLE 0 110,900 COMMUNITY FIRS COM 203902101 6,071 188,900 SH SOLE 0 188,900 COMMUNITY HEAL COM 203668108 5,129 184,300 SH SOLE 0 184,300 COMPANHIA BRAS ADR 20440T201 1,221 58,000 SH SOLE 0 58,000 COMPANHIA DE B ADR 20441W203 6,057 302,867 SH SOLE 0 302,867 COMPANHIA VALE ADR 204412100 21,847 466,320 SH SOLE 0 466,320 COMPASS BANCSH COM 20449H109 9,567 230,700 SH SOLE 0 230,700 COMPUTER ASSOC COM 204912109 15,070 561,063 SH SOLE 0 561,063 COMPUTER SCIEN COM 205363104 7,111 176,322 SH SOLE 0 176,322 COMPUWARE CORP COM 205638109 5,167 697,280 SH SOLE 0 697,280 COMSTOCK RES I COM 205768203 1,137 57,200 SH SOLE 0 57,200 COMVERSE TECHN COM 205862402 3,624 199,760 SH SOLE 0 199,760 CONAGRA FOODS COM 205887102 14,288 530,376 SH SOLE 0 530,376 CONCORD CAMERA COM 206156101 1,666 265,230 SH SOLE 0 265,230 CONCORD COMMUN COM 206186108 882 60,300 SH SOLE 0 60,300 CONCURRENT COM COM 206710204 213 61,700 SH SOLE 0 61,700 CONEXANT SYSTE COM 207142100 662 108,000 SH SOLE 0 108,000 CONMED CORP COM 207410101 4,399 148,900 SH SOLE 0 148,900 CONNECTICUT BA COM 207540105 1,222 23,500 SH SOLE 0 23,500 CONNETICS CORP COM 208192104 3,550 161,200 SH SOLE 0 161,200 CONOCOPHILLIPS COM 20825C104 45,647 653,880 SH SOLE 0 653,880 CONSOL ENERGY COM 20854P109 4,543 169,500 SH SOLE 0 169,500 CONSOLIDATED E COM 209115104 9,460 214,521 SH SOLE 0 214,521 CONSOLIDATED G COM 209341106 1,738 45,200 SH SOLE 0 45,200 CONSTELLATION CL A 21036P108 7,483 233,100 SH SOLE 0 233,100 CONSTELLATION COM 210371100 6,199 155,170 SH SOLE 0 155,170 CONTINENTAL AI CL B 210795308 1,866 148,900 SH SOLE 0 148,900 CONVERGYS CORP COM 212485106 3,136 206,320 SH SOLE 0 206,320 COOPER CAMERON COM 216640102 5,232 118,770 SH SOLE 0 118,770 COOPER COS INC COM 216648402 9,388 173,850 SH SOLE 0 173,850 COOPER INDS LT CL A G24182100 5,071 88,689 SH SOLE 0 88,689 COOPER TIRE & COM 216831107 5,007 248,470 SH SOLE 0 248,470 COORS ADOLPH C CL B 217016104 2,364 34,039 SH SOLE 0 34,039 COPART INC COM 217204106 3,618 166,500 SH SOLE 0 166,500 CORE LABORATOR COM N22717107 3,095 146,000 SH SOLE 0 146,000 CORINTHIAN COL COM 218868107 6,179 187,200 SH SOLE 0 187,200 CORN PRODS INT COM 219023108 5,576 139,400 SH SOLE 0 139,400 CORNING INC COM 219350105 24,585 2,199,006 SH SOLE 0 2,199,006 CORPORATE EXEC COM 21988R102 1,170 24,900 SH SOLE 0 24,900 CORPORATE OFFIS COM 22002T108 1,000 40,000 SH SOLE 0 40,000 CORRECTIONAL P COM 22025E104 585 19,000 SH SOLE 0 19,000 COST PLUS INC COM 221485105 5,235 125,400 SH SOLE 0 125,400 COSTCO WHSL CO COM 22160K105 16,352 434,784 SH SOLE 0 434,784 COUNTRYWIDE FI COM 222372104 19,154 199,731 SH SOLE 0 199,731 COVANCE INC COM 222816100 10,167 295,208 SH SOLE 0 295,208 COVENTRY HEALT COM 222862104 9,578 226,275 SH SOLE 0 226,275 COX RADIO INC CL A 224051102 897 42,100 SH SOLE 0 42,100 CPI CORP COM 125902106 514 27,000 SH SOLE 0 27,000 CRANE CO COM 224399105 1,799 54,503 SH SOLE 0 54,503 CRAY INC COM 225223106 1,116 168,400 SH SOLE 0 168,400 CREDENCE SYS C COM 225302108 3,097 260,700 SH SOLE 0 260,700 CREE INC COM 225447101 3,068 138,000 SH SOLE 0 138,000 CROMPTON CORP COM 227116100 1,328 208,201 SH SOLE 0 208,201 CROSS A T CO CL A 227478104 329 50,500 SH SOLE 0 50,500 CROSS CTRY HEA COM 227483104 1,784 107,100 SH SOLE 0 107,100 CROWN CASTLE I COM 228227104 3,964 313,890 SH SOLE 0 313,890 CROWN HOLDINGS COM 228368106 1,101 118,150 SH SOLE 0 118,150 CRYOLIFE INC COM 228903100 464 77,950 SH SOLE 0 77,950 CSG SYS INTL I COM 126349109 1,682 97,900 SH SOLE 0 97,900 CSK AUTO CORP COM 125965103 1,619 89,400 SH SOLE 0 89,400 CSX CORP COM 126408103 6,215 205,184 SH SOLE 0 205,184 CTS CORP COM 126501105 1,579 121,100 SH SOLE 0 121,100 CUBIC CORP COM 229669106 2,894 111,300 SH SOLE 0 111,300 CULLEN FROST B COM 229899109 8,325 194,700 SH SOLE 0 194,700 CUMMINS INC COM 231021106 3,516 60,153 SH SOLE 0 60,153 CUMULUS MEDIA CL A 231082108 4,096 204,922 SH SOLE 0 204,922 CUNO INC COM 126583103 3,260 72,800 SH SOLE 0 72,800 CURATIVE HEALT COM 23126W100 579 43,200 SH SOLE 0 43,200 CURTISS WRIGHT COM 231561101 3,257 69,500 SH SOLE 0 69,500 CV THERAPEUTIC COM 126667104 575 38,000 SH SOLE 0 38,000 CVS CORP COM 126650100 14,117 399,914 SH SOLE 0 399,914 CYBERGUARD COR COM 231910100 315 32,000 SH SOLE 0 32,000 CYMER INC COM 232572107 8,043 208,310 SH SOLE 0 208,310 CYPRESS SEMICO COM 232806109 7,802 381,130 SH SOLE 0 381,130 CYTEC INDS INC COM 232820100 3,400 95,600 SH SOLE 0 95,600 CYTYC CORP COM 232946103 5,772 259,400 SH SOLE 0 259,400 D R HORTON INC COM 23331A109 18,870 532,600 SH SOLE 0 532,600 DAKTRONICS INC COM 234264109 3,726 165,100 SH SOLE 0 165,100 DANA CORP COM 235811106 2,644 133,120 SH SOLE 0 133,120 DANAHER CORP D COM 235851102 14,718 157,633 SH SOLE 0 157,633 DARDEN RESTAUR COM 237194105 4,759 191,963 SH SOLE 0 191,963 DATASCOPE CORP COM 238113104 1,746 49,700 SH SOLE 0 49,700 DEAN FOODS CO COM 242370104 9,752 291,982 SH SOLE 0 291,982 DEERE & CO COM 244199105 16,018 231,100 SH SOLE 0 231,100 DEL MONTE FOOD COM 24522P103 3,628 322,500 SH SOLE 0 322,500 DELL INC COM 24702R101 111,735 3,323,476 SH SOLE 0 3,323,476 DELPHI CORP COM 247126105 4,604 462,251 SH SOLE 0 462,251 DELPHI FINL GR CL A 247131105 4,364 103,864 SH SOLE 0 103,864 DELTA & PINE L COM 247357106 4,348 174,266 SH SOLE 0 174,266 DELTA AIR LINE COM 247361108 927 117,090 SH SOLE 0 117,090 DELTIC TIMBER COM 247850100 1,430 40,300 SH SOLE 0 40,300 DELUXE CORP COM 248019101 2,957 73,730 SH SOLE 0 73,730 DENDREON CORP COM 24823Q107 1,095 82,300 SH SOLE 0 82,300 DENDRITE INTL COM 248239105 2,713 169,450 SH SOLE 0 169,450 DENTSPLY INTL COM 249030107 6,563 148,050 SH SOLE 0 148,050 DEPARTMENT 56 COM 249509100 655 44,300 SH SOLE 0 44,300 DEPOMED INC COM 249908104 1,273 162,550 SH SOLE 0 162,550 DEVON ENERGY C COM 25179M103 13,055 224,500 SH SOLE 0 224,500 DEVRY INC DEL COM 251893103 5,692 188,800 SH SOLE 0 188,800 DIAGNOSTIC PRO COM 252450101 7,426 171,500 SH SOLE 0 171,500 DIAMOND OFFSHO COM 25271C102 203 8,400 SH SOLE 0 8,400 DIAMONDCLUSTER COM 25278P106 4,256 440,990 SH SOLE 0 440,990 DICKS SPORTING COM 253393102 2,926 50,320 SH SOLE 0 50,320 DIEBOLD INC COM 253651103 6,999 145,450 SH SOLE 0 145,450 DIGENE CORP COM 253752109 1,416 41,200 SH SOLE 0 41,200 DIGI INTL INC COM 253798102 692 70,100 SH SOLE 0 70,100 DIGITAL INSIGH COM 25385P106 901 43,500 SH SOLE 0 43,500 DIGITAL RIV IN COM 25388B104 787 33,500 SH SOLE 0 33,500 DIGITAL THEATE COM 25389G102 1,048 40,920 SH SOLE 0 40,920 DIGITAS INC COM 25388K104 2,335 226,900 SH SOLE 0 226,900 DILLARDS INC CL A 254067101 1,527 79,700 SH SOLE 0 79,700 DIME CMNTY BAN COM 253922108 4,352 213,840 SH SOLE 0 213,840 DIMON INC COM 254394109 1,075 151,400 SH SOLE 0 151,400 DIONEX CORP COM 254546104 3,773 71,500 SH SOLE 0 71,500 DISCOVERY LABO COM 254668106 1,311 108,200 SH SOLE 0 108,200 DISNEY WALT CO COM 254687106 49,266 1,971,431 SH SOLE 0 1,971,431 DITECH COMMUNI COM 25500M103 1,978 118,685 SH SOLE 0 118,685 DIVERSA CORP COM 255064107 3,330 373,270 SH SOLE 0 373,270 DJ ORTHOPEDICS COM 23325G104 6,906 267,170 SH SOLE 0 267,170 DOLLAR GEN COR COM 256669102 5,644 293,951 SH SOLE 0 293,951 DOLLAR TREE ST COM 256747106 6,653 215,600 SH SOLE 0 215,600 DOMINION RES I COM 25746U109 19,848 308,683 SH SOLE 0 308,683 DONALDSON INC COM 257651109 5,319 200,500 SH SOLE 0 200,500 DONNELLEY R R COM 257867101 6,150 203,304 SH SOLE 0 203,304 DORAL FINL COR COM 25811P100 523 14,850 SH SOLE 0 14,850 DOVER CORP COM 260003108 7,441 191,934 SH SOLE 0 191,934 DOW CHEM CO COM 260543103 33,234 825,077 SH SOLE 0 825,077 DOW JONES & CO COM 260561105 3,371 70,363 SH SOLE 0 70,363 DOWNEY FINL CO COM 261018105 4,958 93,724 SH SOLE 0 93,724 DPL INC COM 233293109 4,439 236,724 SH SOLE 0 236,724 DRESS BARN INC COM 261570105 1,726 98,400 SH SOLE 0 98,400 DREW INDS INC COM 26168L205 386 11,000 SH SOLE 0 11,000 DREXLER TECHNO COM 261876106 609 45,700 SH SOLE 0 45,700 DRIL-QUIP INC COM 262037104 954 58,000 SH SOLE 0 58,000 DRS TECHNOLOGI COM 23330X100 2,532 90,500 SH SOLE 0 90,500 DSP GROUP INC COM 23332B106 3,620 140,300 SH SOLE 0 140,300 DST SYS INC DE COM 233326107 8,290 182,800 SH SOLE 0 182,800 DTE ENERGY CO COM 233331107 6,519 158,409 SH SOLE 0 158,409 DU PONT E I DE COM 263534109 60,356 1,429,550 SH SOLE 0 1,429,550 DUANE READE IN COM 263578106 1,387 81,900 SH SOLE 0 81,900 DUKE ENERGY CO COM 264399106 20,124 890,456 SH SOLE 0 890,456 DUN & BRADSTRE COM 26483E100 7,281 136,100 SH SOLE 0 136,100 DUPONT PHOTOMA COM 26613X101 1,418 61,000 SH SOLE 0 61,000 DUQUESNE LT HL COM 266233105 5,840 299,500 SH SOLE 0 299,500 DYAX CORP COM 26746E103 359 34,900 SH SOLE 0 34,900 DYCOM INDS INC COM 267475101 14,064 530,300 SH SOLE 0 530,300 DYNEGY INC NEW CL A 26816Q101 1,374 346,860 SH SOLE 0 346,860 E M C CORP MAS COM 268648102 28,527 2,096,055 SH SOLE 0 2,096,055 E PIPHANY INC COM 26881V100 636 88,100 SH SOLE 0 88,100 E TRADE FINANC COM 269246104 1,715 128,500 SH SOLE 0 128,500 EAGLE MATERIAL COM 26969P108 5,214 88,600 SH SOLE 0 88,600 EAST WEST BANC COM 27579R104 8,859 158,200 SH SOLE 0 158,200 EASTMAN CHEM C COM 277432100 4,444 104,126 SH SOLE 0 104,126 EASTMAN KODAK COM 277461109 7,197 275,023 SH SOLE 0 275,023 EATON CORP COM 278058102 7,965 141,744 SH SOLE 0 141,744 EATON VANCE CO COM 278265103 4,879 128,000 SH SOLE 0 128,000 EBAY INC COM 278642103 59,531 859,280 SH SOLE 0 859,280 ECHELON CORP COM 27874N105 724 64,200 SH SOLE 0 64,200 ECOLAB INC COM 278865100 6,128 214,804 SH SOLE 0 214,804 ECOLLEGE COM COM 27887E100 812 38,900 SH SOLE 0 38,900 EDGE PETE CORP COM 279862106 1,490 102,000 SH SOLE 0 102,000 EDISON INTL COM 281020107 7,523 309,699 SH SOLE 0 309,699 EDO CORP COM 281347104 1,599 66,400 SH SOLE 0 66,400 EDUCATION MGMT COM 28139T101 5,150 161,800 SH SOLE 0 161,800 EDWARDS AG INC COM 281760108 5,864 149,900 SH SOLE 0 149,900 EDWARDS LIFESC COM 28176E108 4,582 143,400 SH SOLE 0 143,400 EFUNDS CORP COM 28224R101 2,757 168,100 SH SOLE 0 168,100 EGL INC COM 268484102 2,852 158,900 SH SOLE 0 158,900 EL PASO CORP COM 28336L109 4,470 628,687 SH SOLE 0 628,687 EL PASO ELEC C COM 283677854 2,237 161,600 SH SOLE 0 161,600 ELECTRO SCIENT COM 285229100 2,208 93,800 SH SOLE 0 93,800 ELECTRONIC ART COM 285512109 27,129 504,820 SH SOLE 0 504,820 ELECTRONIC DAT CONV 285661AF1 820 830,000 SH SOLE 0 830,000 ELECTRONIC DAT COM 285661104 8,783 453,920 SH SOLE 0 453,920 ELECTRONICS BO COM 286045109 2,443 83,300 SH SOLE 0 83,300 ELIZABETH ARDE COM 28660G106 2,596 122,900 SH SOLE 0 122,900 ELKCORP COM 287456107 1,787 65,950 SH SOLE 0 65,950 EMBARCADERO TE COM 290787100 1,655 129,680 SH SOLE 0 129,680 EMBRAER-EMPRESS ADR 29081M102 12,226 380,857 SH SOLE 0 380,857 EMBREX INC COM 290817105 1,813 160,000 SH SOLE 0 160,000 EMCOR GROUP IN COM 29084Q100 1,853 50,500 SH SOLE 0 50,500 EMERSON ELEC C COM 291011104 21,560 359,820 SH SOLE 0 359,820 EMMIS COMMUNIC CL A 291525103 4,579 192,300 SH SOLE 0 192,300 ENCANA CORP COM 292505104 227 5,266 SH SOLE 0 5,266 ENCORE WIRE CO COM 292562105 503 13,500 SH SOLE 0 13,500 ENERGEN CORP COM 29265N108 5,004 121,300 SH SOLE 0 121,300 ENERGIZER HLDG COM 29266R108 8,456 181,100 SH SOLE 0 181,100 ENERGY EAST CO COM 29266M109 6,932 273,336 SH SOLE 0 273,336 ENERGY PARTNER COM 29270U105 2,464 184,600 SH SOLE 0 184,600 ENESCO GROUP I COM 292973104 536 46,600 SH SOLE 0 46,600 ENGELHARD CORP COM 292845104 4,003 133,926 SH SOLE 0 133,926 ENGINEERED SUP COM 292866100 6,026 123,450 SH SOLE 0 123,450 ENSCO INTL INC COM 26874Q100 25,649 910,500 SH SOLE 0 910,500 ENTERASYS NETW COM 293637104 1,685 666,200 SH SOLE 0 666,200 ENTERCOM COMMU CL A 293639100 5,170 114,200 SH SOLE 0 114,200 ENTERGY CORP N COM 29364G103 12,894 216,714 SH SOLE 0 216,714 ENTERTAINMENT COM 29380T105 655 16,000 SH SOLE 0 16,000 ENTRAVISION CO CL A 29382R107 888 99,000 SH SOLE 0 99,000 ENTRUST INC COM 293848107 497 114,000 SH SOLE 0 114,000 ENVIRONMENTAL COM 294092101 2,240 237,000 SH SOLE 0 237,000 ENZO BIOCHEM I COM 294100102 1,699 100,947 SH SOLE 0 100,947 EOG RES INC COM 26875P101 5,123 111,640 SH SOLE 0 111,640 EON LABS INC COM 29412E100 1,085 16,180 SH SOLE 0 16,180 EPICOR SOFTWAR COM 29426L108 898 68,100 SH SOLE 0 68,100 EPIQ SYS INC COM 26882D109 975 59,800 SH SOLE 0 59,800 EPIX MEDICAL I COM 26881Q101 1,056 50,900 SH SOLE 0 50,900 EQUIFAX INC COM 294429105 3,085 119,472 SH SOLE 0 119,472 EQUITABLE RES COM 294549100 5,126 115,400 SH SOLE 0 115,400 EQUITY OFFICE COM 294741103 18,515 640,889 SH SOLE 0 640,889 EQUITY ONE COM 294752100 2,652 138,000 SH SOLE 0 138,000 EQUITY RESIDENS COM 29476L107 59,317 1,987,172 SH SOLE 0 1,987,172 ERESEARCHTECHN COM 29481V108 971 34,600 SH SOLE 0 34,600 ERICSSON L M T ADR 294821608 861 31,000 SH SOLE 0 31,000 ESCO TECHNOLOG COM 296315104 2,966 64,300 SH SOLE 0 64,300 ESS TECHNOLOGY COM 269151106 2,343 159,800 SH SOLE 0 159,800 ESSEX PPTY TR COM 297178105 11,446 174,750 SH SOLE 0 174,750 ESTERLINE TECH COM 297425100 1,759 70,800 SH SOLE 0 70,800 ETHAN ALLEN IN COM 297602104 6,292 152,500 SH SOLE 0 152,500 EVEREST RE GRO COM G3223R108 8,980 105,100 SH SOLE 0 105,100 EVERGREEN RES COM 299900308 7,007 204,000 SH SOLE 0 204,000 EXAR CORP COM 300645108 2,959 160,800 SH SOLE 0 160,800 EXELIXIS INC COM 30161Q104 2,320 272,342 SH SOLE 0 272,342 EXELON CORP COM 30161N101 21,429 311,148 SH SOLE 0 311,148 EXPEDITORS INT COM 302130109 7,734 196,500 SH SOLE 0 196,500 EXPRESS SCRIPT COM 302182100 6,351 85,190 SH SOLE 0 85,190 EXTENDED STAY COM 30224P101 3,520 181,700 SH SOLE 0 181,700 EXTREME NETWOR COM 30226D106 1,852 256,850 SH SOLE 0 256,850 EXXON MOBIL CO COM 30231G102 261,037 6,276,442 SH SOLE 0 6,276,442 F M C CORP COM 302491303 5,085 118,750 SH SOLE 0 118,750 F5 NETWORKS IN COM 315616102 1,339 39,600 SH SOLE 0 39,600 FACTSET RESH S COM 303075105 4,835 113,600 SH SOLE 0 113,600 FAIR ISAAC COR COM 303250104 4,763 132,000 SH SOLE 0 132,000 FAIRCHILD SEMI COM 303726103 9,194 382,600 SH SOLE 0 382,600 FAIRMONT HOTEL COM 305204109 41,266 1,640,800 SH SOLE 0 1,640,800 FALCON FINL IN COM 306032103 760 82,100 SH SOLE 0 82,100 FAMILY DLR STO COM 307000109 5,120 142,420 SH SOLE 0 142,420 FASTENAL CO COM 311900104 7,624 142,000 SH SOLE 0 142,000 FEDDERS CORP COM 313135501 583 102,060 SH SOLE 0 102,060 FEDERAL HOME L COM 313400301 38,613 653,796 SH SOLE 0 653,796 FEDERAL NATL M COM 313586109 61,520 827,434 SH SOLE 0 827,434 FEDERAL REALTY COM 313747206 10,164 220,000 SH SOLE 0 220,000 FEDERAL SIGNAL COM 313855108 2,279 114,800 SH SOLE 0 114,800 FEDERATED DEPT COM 31410H101 9,609 177,786 SH SOLE 0 177,786 FEDERATED INVS CL B 314211103 2,866 91,200 SH SOLE 0 91,200 FEDEX CORP COM 31428X106 21,981 292,462 SH SOLE 0 292,462 FEI CO COM 30241L109 2,430 111,200 SH SOLE 0 111,200 FELCOR LODGING COM 31430F101 640 61,400 SH SOLE 0 61,400 FERRO CORP COM 315405100 3,303 126,300 SH SOLE 0 126,300 FIDELITY NATL COM 316326107 14,482 365,707 SH SOLE 0 365,707 FIFTH THIRD BA COM 316773100 25,983 469,265 SH SOLE 0 469,265 FILENET CORP COM 316869106 3,361 126,100 SH SOLE 0 126,100 FINANCIAL FED COM 317492106 2,096 62,700 SH SOLE 0 62,700 FINISH LINE IN CL A 317923100 795 21,600 SH SOLE 0 21,600 FIRST AMERN CO COM 318522307 5,555 182,600 SH SOLE 0 182,600 FIRST BANCORP COM 318672102 6,928 166,550 SH SOLE 0 166,550 FIRST CMNTY BA COM 31983B101 3,380 90,400 SH SOLE 0 90,400 FIRST CTZNS BA CL A 31946M103 2,448 19,900 SH SOLE 0 19,900 FIRST DATA COR COM 319963104 32,555 772,177 SH SOLE 0 772,177 FIRST HEALTH G COM 320960107 4,352 199,100 SH SOLE 0 199,100 FIRST MIDWEST COM 320867104 6,260 182,925 SH SOLE 0 182,925 FIRST NIAGARA COM 33582V108 3,856 282,696 SH SOLE 0 282,696 FIRST REP BK S COM 336158100 1,886 48,900 SH SOLE 0 48,900 FIRST TENN NAT COM 337162101 6,198 129,940 SH SOLE 0 129,940 FIRSTENERGY CO COM 337932107 12,219 312,667 SH SOLE 0 312,667 FIRSTFED FINL COM 337907109 2,639 57,200 SH SOLE 0 57,200 FIRSTMERIT COR COM 337915102 4,134 158,700 SH SOLE 0 158,700 FISERV INC COM 337738108 8,439 235,920 SH SOLE 0 235,920 FISHER SCIENTI COM 338032204 2,653 48,200 SH SOLE 0 48,200 FLAGSTAR BANCO COM 337930101 5,204 202,900 SH SOLE 0 202,900 FLEETBOSTON FI COM 339030108 59,012 1,314,299 SH SOLE 0 1,314,299 FLEETWOOD ENTE COM 339099103 21,663 1,764,113 SH SOLE 0 1,764,113 FLEXTRONICS IN ORD Y2573F102 1,583 92,620 SH SOLE 0 92,620 FLIR SYS INC COM 302445101 12,135 318,350 SH SOLE 0 318,350 FLORIDA ROCK I COM 341140101 10,673 253,225 SH SOLE 0 253,225 FLOWERS FOODS COM 343498101 3,979 151,650 SH SOLE 0 151,650 FLOWSERVE CORP COM 34354P105 2,167 103,448 SH SOLE 0 103,448 FLUOR CORP NEW COM 343412102 2,947 76,175 SH SOLE 0 76,175 FMC TECHNOLOGI COM 30249U101 5,247 194,135 SH SOLE 0 194,135 FOMENTO ECONOM ADR 344419106 5,692 115,520 SH SOLE 0 115,520 FORD MTR CO DE COM 345370860 23,691 1,745,843 SH SOLE 0 1,745,843 FOREST CITY EN CL A 345550107 980 18,200 SH SOLE 0 18,200 FOREST LABS IN COM 345838106 50,389 703,560 SH SOLE 0 703,560 FOREST OIL COR COM 346091705 2,522 99,900 SH SOLE 0 99,900 FORRESTER RESH COM 346563109 2,028 107,200 SH SOLE 0 107,200 FORTUNE BRANDS COM 349631101 10,559 137,793 SH SOLE 0 137,793 FORWARD AIR CO COM 349853101 5,340 162,470 SH SOLE 0 162,470 FOSSIL INC COM 349882100 9,657 290,345 SH SOLE 0 290,345 FOUNDRY NETWOR COM 35063R100 1,056 61,500 SH SOLE 0 61,500 FOX ENTMT GROU CL A 35138T107 1,943 71,700 SH SOLE 0 71,700 FPIC INS GROUP COM 302563101 358 15,600 SH SOLE 0 15,600 FPL GROUP INC COM 302571104 11,672 174,594 SH SOLE 0 174,594 FRANKLIN BK CO COM 352451108 2,798 151,160 SH SOLE 0 151,160 FRANKLIN RES I COM 354613101 14,071 252,708 SH SOLE 0 252,708 FREDS INC CL A 356108100 3,882 160,300 SH SOLE 0 160,300 FREEPORT-MCMOR CL B 35671D857 6,306 161,327 SH SOLE 0 161,327 FREMONT GEN CO COM 357288109 9,287 303,500 SH SOLE 0 303,500 FRESENIUS MED ADR 358029106 7,461 341,464 SH SOLE 0 341,464 FRIEDMAN BILLI CL A 358434108 5,259 194,835 SH SOLE 0 194,835 FRONTIER AIRLI COM 359065109 1,242 119,200 SH SOLE 0 119,200 FRONTIER OIL C COM 35914P105 3,271 168,800 SH SOLE 0 168,800 FUELCELL ENERG COM 35952H106 2,313 170,570 SH SOLE 0 170,570 FULLER H B CO COM 359694106 3,637 127,900 SH SOLE 0 127,900 FULTON FINL CO COM 360271100 659 29,600 SH SOLE 0 29,600 FURNITURE BRAN COM 360921100 4,814 149,500 SH SOLE 0 149,500 G & K SVCS INC CL A 361268105 2,605 70,000 SH SOLE 0 70,000 GABLES RESIDEN COM 362418105 3,466 95,600 SH SOLE 0 95,600 GALLAGHER ARTH COM 363576109 5,863 180,000 SH SOLE 0 180,000 GAMESTOP CORP CL A 36466R101 993 55,100 SH SOLE 0 55,100 GANNETT INC COM 364730101 41,065 465,910 SH SOLE 0 465,910 GAP INC DEL COM 364760108 16,407 748,487 SH SOLE 0 748,487 GARDNER DENVER COM 365558105 3,615 133,500 SH SOLE 0 133,500 GARTNER INC COM 366651107 5,512 473,138 SH SOLE 0 473,138 GATEWAY INC COM 367626108 1,684 318,986 SH SOLE 0 318,986 GATX CORP COM 361448103 2,040 92,000 SH SOLE 0 92,000 GEMSTAR-TV GUI COM 36866W106 172 25,600 SH SOLE 0 25,600 GENCORP INC COM 368682100 1,608 148,500 SH SOLE 0 148,500 GENENTECH INC COM 368710406 2,497 23,600 SH SOLE 0 23,600 GENERAL COMMUN CL A 369385109 2,826 310,500 SH SOLE 0 310,500 GENERAL DYNAMI COM 369550108 18,348 205,399 SH SOLE 0 205,399 GENERAL ELEC C COM 369604103 318,31710,429,791 SH SOLE 0 10,429,791 GENERAL GROWTH COM 370021107 6,696 190,500 SH SOLE 0 190,500 GENERAL MLS IN COM 370334104 16,653 356,748 SH SOLE 0 356,748 GENERAL MTRS C COM 370442105 25,136 533,665 SH SOLE 0 533,665 GENESCO INC COM 371532102 3,046 131,400 SH SOLE 0 131,400 GENESEE & WYO CL A 371559105 1,623 65,700 SH SOLE 0 65,700 GENESIS HEALTH COM 37184D101 1,566 64,300 SH SOLE 0 64,300 GENESIS MICROC COM 37184C103 2,035 121,470 SH SOLE 0 121,470 GENITOPE CORP COM 37229P507 306 26,805 SH SOLE 0 26,805 GEN-PROBE INC COM 36866T103 5,088 152,550 SH SOLE 0 152,550 GENTA INC COM 37245M207 1,519 144,700 SH SOLE 0 144,700 GENTEX CORP COM 371901109 9,463 218,200 SH SOLE 0 218,200 GENTIVA HEALTH COM 37247A102 1,041 67,200 SH SOLE 0 67,200 GENUINE PARTS COM 372460105 5,361 163,836 SH SOLE 0 163,836 GENZYME CORP COM 372917104 10,042 214,660 SH SOLE 0 214,660 GEORGIA GULF C COM 373200203 5,970 198,000 SH SOLE 0 198,000 GEORGIA PAC CO COM 373298108 7,994 237,287 SH SOLE 0 237,287 GERBER SCIENTI COM 373730100 83 12,200 SH SOLE 0 12,200 GEVITY HR INC COM 374393106 2,841 97,280 SH SOLE 0 97,280 GILEAD SCIENCE COM 375558103 21,016 379,000 SH SOLE 0 379,000 GILLETTE CO COM 375766102 32,930 842,200 SH SOLE 0 842,200 GLAMIS GOLD LT COM 376775102 893 49,600 SH SOLE 0 49,600 GLATFELTER COM 377316104 1,973 175,500 SH SOLE 0 175,500 GLAXOSMITHKLIN ADR 37733W105 879 22,000 SH SOLE 0 22,000 GLENBOROUGH RL COM 37803P105 2,345 104,900 SH SOLE 0 104,900 GLOBAL IMAGING COM 37934A100 5,142 154,800 SH SOLE 0 154,800 GLOBAL PMTS IN COM 37940X102 5,702 126,480 SH SOLE 0 126,480 GLOBALSANTAFE COM G3930E101 719 25,900 SH SOLE 0 25,900 GOLD BANC CORP COM 379907108 2,158 132,400 SH SOLE 0 132,400 GOLD FIELDS LT ADR 38059T106 154 11,700 SH SOLE 0 11,700 GOLDEN WEST FI COM 381317106 16,141 144,180 SH SOLE 0 144,180 GOLDMAN SACHS COM 38141G104 48,158 461,500 SH SOLE 0 461,500 GOODRICH CORP COM 382388106 3,130 111,521 SH SOLE 0 111,521 GOODYEAR TIRE COM 382550101 1,357 158,867 SH SOLE 0 158,867 GOODYS FAMILY COM 382588101 1,654 115,900 SH SOLE 0 115,900 GOVERNMENT PPT COM 38374W107 2,014 152,900 SH SOLE 0 152,900 GRACO INC COM 384109104 9,200 316,050 SH SOLE 0 316,050 GRAFTECH INTL COM 384313102 4,729 316,300 SH SOLE 0 316,300 GRAINGER W W I COM 384802104 4,161 86,694 SH SOLE 0 86,694 GRANITE CONSTR COM 387328107 1,847 77,700 SH SOLE 0 77,700 GRANT PRIDECO COM 38821G101 3,522 227,230 SH SOLE 0 227,230 GRAY TELEVISIO COM 389375106 1,691 115,650 SH SOLE 0 115,650 GREAT ATLANTIC COM 390064103 1,001 129,300 SH SOLE 0 129,300 GREAT LAKES CH COM 390568103 1,538 64,470 SH SOLE 0 64,470 GREAT PLAINS E COM 391164100 5,092 150,700 SH SOLE 0 150,700 GREATER BAY BA COM 391648102 2,893 98,900 SH SOLE 0 98,900 GREEN MOUNTAIN COM 393154109 435 16,800 SH SOLE 0 16,800 GREENPOINT FIN COM 395384100 16,308 373,100 SH SOLE 0 373,100 GREY WOLF INC COM 397888108 682 164,800 SH SOLE 0 164,800 GRIFFON CORP COM 398433102 2,147 99,390 SH SOLE 0 99,390 GROUP 1 AUTOMO COM 398905109 2,755 76,100 SH SOLE 0 76,100 GROUP 1 SOFTWA COM 39943Y103 2,578 157,602 SH SOLE 0 157,602 GTECH HLDGS CO COM 400518106 8,327 140,800 SH SOLE 0 140,800 GUIDANT CORP COM 401698105 17,343 273,672 SH SOLE 0 273,672 GUILFORD PHARM COM 401829106 1,542 211,800 SH SOLE 0 211,800 GUITAR CTR MGM COM 402040109 13,560 365,100 SH SOLE 0 365,100 GYMBOREE CORP COM 403777105 1,684 100,400 SH SOLE 0 100,400 HAEMONETICS CO COM 405024100 3,991 126,900 SH SOLE 0 126,900 HAGGAR CORP COM 405173105 456 22,800 SH SOLE 0 22,800 HAIN CELESTIAL COM 405217100 7,048 319,051 SH SOLE 0 319,051 HALLIBURTON CO COM 406216101 13,324 438,440 SH SOLE 0 438,440 HANCOCK FABRIC COM 409900107 1,460 91,900 SH SOLE 0 91,900 HANCOCK HLDG C COM 410120109 4,886 157,820 SH SOLE 0 157,820 HANCOCK JOHN F COM 41014S106 11,987 274,360 SH SOLE 0 274,360 HANMI FINL COR COM 410495105 243 9,100 SH SOLE 0 9,100 HANOVER COMPRE COM 410768105 1,665 137,700 SH SOLE 0 137,700 HARLAND JOHN H COM 412693103 2,894 93,000 SH SOLE 0 93,000 HARLEY DAVIDSO COM 412822108 33,375 625,700 SH SOLE 0 625,700 HARLEYSVILLE N COM 412850109 1,553 55,821 SH SOLE 0 55,821 HARMAN INTL IN COM 413086109 11,327 142,300 SH SOLE 0 142,300 HARMONIC INC COM 413160102 4,955 510,300 SH SOLE 0 510,300 HARRAHS ENTMT COM 413619107 5,801 105,685 SH SOLE 0 105,685 HARRIS CORP DE COM 413875105 9,517 196,600 SH SOLE 0 196,600 HARSCO CORP COM 415864107 3,476 76,400 SH SOLE 0 76,400 HARTE-HANKS IN COM 416196103 4,931 210,550 SH SOLE 0 210,550 HARTFORD FINL COM 416515104 17,787 279,236 SH SOLE 0 279,236 HASBRO INC COM 418056107 3,565 163,907 SH SOLE 0 163,907 HAVERTY FURNIT COM 419596101 1,587 74,600 SH SOLE 0 74,600 HAWAIIAN ELEC COM 419870100 4,624 89,200 SH SOLE 0 89,200 HAWTHORNE FINL COM 420542102 843 19,150 SH SOLE 0 19,150 HCA INC COM 404119109 19,266 474,310 SH SOLE 0 474,310 HCC INS HLDGS COM 404132102 6,762 209,150 SH SOLE 0 209,150 HEADWATERS INC COM 42210P102 2,854 111,400 SH SOLE 0 111,400 HEALTH MGMT AS CL A 421933102 6,782 292,200 SH SOLE 0 292,200 HEALTH NET INC COM 42222G108 6,116 245,310 SH SOLE 0 245,310 HEALTHEXTRAS I COM 422211102 1,832 159,570 SH SOLE 0 159,570 HEARST-ARGYLE COM 422317107 1,046 38,900 SH SOLE 0 38,900 HEARTLAND EXPR COM 422347104 4,423 194,091 SH SOLE 0 194,091 HEIDRICK & STR COM 422819102 2,235 93,400 SH SOLE 0 93,400 HEINZ H J CO COM 423074103 10,998 294,940 SH SOLE 0 294,940 HELEN OF TROY COM G4388N106 651 21,000 SH SOLE 0 21,000 HELIX TECHNOLO COM 423319102 4,988 205,700 SH SOLE 0 205,700 HELMERICH & PA COM 423452101 2,691 93,932 SH SOLE 0 93,932 HENRY JACK & A COM 426281101 3,208 167,700 SH SOLE 0 167,700 HERCULES INC COM 427056106 988 86,076 SH SOLE 0 86,076 HERSHEY FOODS COM 427866108 9,130 110,201 SH SOLE 0 110,201 HEWLETT PACKAR COM 428236103 91,234 3,994,491 SH SOLE 0 3,994,491 HIBBETT SPORTI COM 428565105 2,103 55,150 SH SOLE 0 55,150 HIBERNIA CORP CL A 428656102 6,821 290,400 SH SOLE 0 290,400 HIGHWOODS PPTY COM 431284108 2,605 99,400 SH SOLE 0 99,400 HILB ROGAL & H COM 431294107 4,599 120,700 SH SOLE 0 120,700 HILLENBRAND IN COM 431573104 7,868 115,900 SH SOLE 0 115,900 HILTON HOTELS COM 432848109 10,343 636,485 SH SOLE 0 636,485 HOLOGIC INC COM 436440101 1,371 67,700 SH SOLE 0 67,700 HOME DEPOT INC COM 437076102 114,392 3,061,898 SH SOLE 0 3,061,898 HON INDS INC COM 438092108 4,050 109,000 SH SOLE 0 109,000 HONEYWELL INTL COM 438516106 30,489 900,719 SH SOLE 0 900,719 HOOKER FURNITU COM 439038100 395 17,000 SH SOLE 0 17,000 HOOPER HOLMES COM 439104100 1,357 217,500 SH SOLE 0 217,500 HORACE MANN ED COM 440327104 8,602 547,200 SH SOLE 0 547,200 HORMEL FOODS C COM 440452100 7,611 259,500 SH SOLE 0 259,500 HOSPITALITY PP COM 44106M102 6,644 143,200 SH SOLE 0 143,200 HOST MARRIOTT COM 44107P104 7,265 568,466 SH SOLE 0 568,466 HOT TOPIC INC COM 441339108 7,726 292,089 SH SOLE 0 292,089 HOUSTON EXPL C COM 442120101 537 12,000 SH SOLE 0 12,000 HOVNANIAN ENTE CL A 442487203 8,052 186,600 SH SOLE 0 186,600 HSBC HLDGS PLC ADR 404280406 6,031 80,622 SH SOLE 0 80,622 HUBBELL INC CL B 443510201 7,047 175,600 SH SOLE 0 175,600 HUDSON HIGHLAN COM 443792106 1,536 55,100 SH SOLE 0 55,100 HUDSON UNITED COM 444165104 6,774 178,023 SH SOLE 0 178,023 HUFFY CORP COM 444356109 212 54,400 SH SOLE 0 54,400 HUGHES SUPPLY COM 444482103 10,420 198,850 SH SOLE 0 198,850 HUMANA INC COM 444859102 3,379 177,634 SH SOLE 0 177,634 HUNT J B TRANS COM 445658107 5,763 204,660 SH SOLE 0 204,660 HUNTINGTON BAN COM 446150104 4,959 225,125 SH SOLE 0 225,125 HUTCHINSON TEC COM 448407106 18,023 642,300 SH SOLE 0 642,300 HYDRIL COM 448774109 3,358 128,150 SH SOLE 0 128,150 HYPERCOM CORP COM 44913M105 1,488 187,400 SH SOLE 0 187,400 HYPERION SOLUT COM 44914M104 7,998 192,945 SH SOLE 0 192,945 IBERIABANK COR COM 450828108 353 6,000 SH SOLE 0 6,000 ICICI BK LTD ADR 45104G104 3,605 226,000 SH SOLE 0 226,000 ICN PHARMACEUT CONV 448924AM2 1,419 1,350,000 SH SOLE 0 1,350,000 ICU MED INC COM 44930G107 2,123 69,900 SH SOLE 0 69,900 IDACORP INC COM 451107106 2,135 71,400 SH SOLE 0 71,400 IDEX CORP COM 45167R104 4,800 110,400 SH SOLE 0 110,400 IDEXX LABS INC COM 45168D104 7,240 127,300 SH SOLE 0 127,300 IDX SYS CORP COM 449491109 557 16,100 SH SOLE 0 16,100 IHOP CORP COM 449623107 2,462 71,500 SH SOLE 0 71,500 II VI INC COM 902104108 2,110 86,200 SH SOLE 0 86,200 ILEX ONCOLOGY COM 451923106 926 38,700 SH SOLE 0 38,700 ILLINOIS TOOL COM 452308109 44,469 561,265 SH SOLE 0 561,265 IMAGISTICS INT COM 45247T104 2,484 56,400 SH SOLE 0 56,400 IMATION CORP COM 45245A107 2,487 66,100 SH SOLE 0 66,100 IMAX CORP COM 45245E109 1,531 260,000 SH SOLE 0 260,000 IMC GLOBAL INC COM 449669100 3,845 268,900 SH SOLE 0 268,900 IMCO RECYCLING COM 449681105 488 51,800 SH SOLE 0 51,800 IMMUCOR INC COM 452526106 2,015 111,200 SH SOLE 0 111,200 IMPAC MTG HLDG COM 45254P102 1,346 49,500 SH SOLE 0 49,500 IMPAX LABORATO COM 45256B101 1,195 53,400 SH SOLE 0 53,400 IMPERIAL OIL L COM 453038408 386 8,600 SH SOLE 0 8,600 IMS HEALTH INC COM 449934108 4,726 203,183 SH SOLE 0 203,183 INAMED CORP COM 453235103 6,268 117,650 SH SOLE 0 117,650 INCO LTD COM 453258402 845 24,400 SH SOLE 0 24,400 INCYTE CORP COM 45337C102 1,729 208,100 SH SOLE 0 208,100 INDEPENDENCE C COM 453414104 5,326 130,700 SH SOLE 0 130,700 INDEPENDENT BA COM 453836108 852 28,100 SH SOLE 0 28,100 INDYMAC BANCOR COM 456607100 7,933 218,600 SH SOLE 0 218,600 INET TECHNOLOG COM 45662V105 446 36,200 SH SOLE 0 36,200 INFOCUS CORP COM 45665B106 554 59,300 SH SOLE 0 59,300 INFORMATION HL COM 456727106 1,448 70,200 SH SOLE 0 70,200 INFOUSA INC NE COM 456818301 2,086 198,500 SH SOLE 0 198,500 INGERSOLL-RAND CL A G4776G101 11,309 167,164 SH SOLE 0 167,164 INGRAM MICRO I CL A 457153104 1,504 83,100 SH SOLE 0 83,100 INNKEEPERS USA COM 4576J0104 112 12,200 SH SOLE 0 12,200 INNOVATIVE SOL COM 45769N105 9,281 671,592 SH SOLE 0 671,592 INPUT/OUTPUT I COM 457652105 1,333 172,000 SH SOLE 0 172,000 INSIGHT ENTERP COM 45765U103 4,333 225,215 SH SOLE 0 225,215 INSITUFORM TEC CL A 457667103 1,388 88,800 SH SOLE 0 88,800 INSPIRE PHARMA COM 457733103 466 36,200 SH SOLE 0 36,200 INSURANCE AUTO COM 457875102 564 38,800 SH SOLE 0 38,800 INTEGRA LIFESC COM 457985208 3,639 119,300 SH SOLE 0 119,300 INTEGRATED ALA COM 45890M109 2,848 298,200 SH SOLE 0 298,200 INTEGRATED CIR COM 45811K208 7,349 293,600 SH SOLE 0 293,600 INTEGRATED DEV COM 458118106 2,960 197,300 SH SOLE 0 197,300 INTEL CORP COM 458140100 232,385 8,543,580 SH SOLE 0 8,543,580 INTELLIGROUP I COM 45816A106 263 36,200 SH SOLE 0 36,200 INTER TEL INC COM 458372109 7,760 257,550 SH SOLE 0 257,550 INTERCONTINENT ADR 458573102 95 10,300 SH SOLE 0 10,300 INTERDIGITAL C COM 45866A105 1,140 65,200 SH SOLE 0 65,200 INTERFACE INC CL A 458665106 1,370 172,300 SH SOLE 0 172,300 INTERGRAPH COR COM 458683109 2,906 119,800 SH SOLE 0 119,800 INTERMAGNETICS COM 458771102 1,489 56,176 SH SOLE 0 56,176 INTERMET CORP COM 45881K104 381 85,900 SH SOLE 0 85,900 INTERNATIONAL COM 459200101 132,907 1,447,154 SH SOLE 0 1,447,154 INTERNATIONAL COM 459506101 2,735 77,044 SH SOLE 0 77,044 INTERNATIONAL COM 459902102 13,697 304,640 SH SOLE 0 304,640 INTERNATIONAL COM 460043102 1,602 64,800 SH SOLE 0 64,800 INTERNATIONAL COM 460254105 6,466 140,600 SH SOLE 0 140,600 INTERNATIONAL CL A 460335201 4,677 99,500 SH SOLE 0 99,500 INTERNET SEC S COM 46060X107 2,812 159,400 SH SOLE 0 159,400 INTERPUBLIC GR COM 460690100 6,035 392,368 SH SOLE 0 392,368 INTERSIL CORP CL A 46069S109 5,796 259,900 SH SOLE 0 259,900 INTERSTATE BAK COM 46072H108 956 84,100 SH SOLE 0 84,100 INTERWOVEN INC COM 46114T508 477 47,800 SH SOLE 0 47,800 INTEVAC INC COM 461148108 345 33,500 SH SOLE 0 33,500 INTL PAPER CO COM 460146103 44,722 1,058,258 SH SOLE 0 1,058,258 INTRADO INC COM 46117A100 1,106 57,100 SH SOLE 0 57,100 INTUIT COM 461202103 33,207 744,060 SH SOLE 0 744,060 INVACARE CORP COM 461203101 7,349 162,800 SH SOLE 0 162,800 INVERESK RESH COM 461238107 793 27,900 SH SOLE 0 27,900 INVESTMENT TEC COM 46145F105 2,765 180,700 SH SOLE 0 180,700 INVESTORS FINL COM 461915100 9,162 221,900 SH SOLE 0 221,900 INVISION TECHN COM 461851107 3,447 69,400 SH SOLE 0 69,400 IONICS INC COM 462218108 2,153 75,800 SH SOLE 0 75,800 IPASS INC COM 46261V108 1,018 93,100 SH SOLE 0 93,100 IRON MTN INC P COM 462846106 821 18,400 SH SOLE 0 18,400 IRWIN FINL COR COM 464119106 2,542 94,200 SH SOLE 0 94,200 ISHARES S&P500V COM 464287408 4,640 81,285 SH SOLE 0 81,285 ISHARES EAFE COM 464287465 8,275 58,436 SH SOLE 0 58,436 ISHARES RUSL2K COM 464287648 3,813 61,000 SH SOLE 0 61,000 ISHARES S&P600 COM 464287804 13,581 95,372 SH SOLE 0 95,372 ITLA CAP CORP COM 450565106 3,490 70,900 SH SOLE 0 70,900 ITRON INC COM 465741106 1,284 69,000 SH SOLE 0 69,000 ITT EDUCATIONA COM 45068B109 3,507 112,400 SH SOLE 0 112,400 ITT INDS INC I COM 450911102 6,644 87,049 SH SOLE 0 87,049 IVAX CORP COM 465823102 8,370 367,600 SH SOLE 0 367,600 IXIA COM 45071R109 2,743 253,000 SH SOLE 0 253,000 J & J SNACK FO COM 466032109 1,929 42,700 SH SOLE 0 42,700 J JILL GROUP I COM 466189107 1,372 66,850 SH SOLE 0 66,850 J P MORGAN CHA COM 46625H100 129,211 3,080,117 SH SOLE 0 3,080,117 J2 GLOBAL COMM COM 46626E205 2,515 111,400 SH SOLE 0 111,400 JABIL CIRCUIT COM 466313103 5,510 187,240 SH SOLE 0 187,240 JACK IN THE BO COM 466367109 3,041 121,800 SH SOLE 0 121,800 JACOBS ENGR GR COM 469814107 5,339 119,700 SH SOLE 0 119,700 JACUZZI BRANDS COM 469865109 2,260 240,900 SH SOLE 0 240,900 JAKKS PAC INC COM 47012E106 1,261 84,100 SH SOLE 0 84,100 JANUS CAP GROU COM 47102X105 3,805 232,280 SH SOLE 0 232,280 JARDEN CORP COM 471109108 3,203 90,200 SH SOLE 0 90,200 JDA SOFTWARE G COM 46612K108 1,416 97,300 SH SOLE 0 97,300 JDS UNIPHASE C COM 46612J101 6,470 1,589,573 SH SOLE 0 1,589,573 JEFFERIES GROU COM 472319102 4,982 141,000 SH SOLE 0 141,000 JEFFERSON PILO COM 475070108 8,028 145,941 SH SOLE 0 145,941 JETBLUE AWYS C COM 477143101 5,546 219,659 SH SOLE 0 219,659 JLG INDS INC COM 466210101 2,713 189,700 SH SOLE 0 189,700 JO-ANN STORES COM 47758P307 21,440 764,345 SH SOLE 0 764,345 JOHNSON & JOHN COM 478160104 128,676 2,536,994 SH SOLE 0 2,536,994 JOHNSON CTLS I COM 478366107 11,692 197,662 SH SOLE 0 197,662 JONES APPAREL COM 480074103 4,399 121,700 SH SOLE 0 121,700 JOS A BANK CLO COM 480838101 1,283 35,400 SH SOLE 0 35,400 JOY GLOBAL INC COM 481165108 2,409 85,900 SH SOLE 0 85,900 JUNIPER NETWOR COM 48203R104 25,021 961,600 SH SOLE 0 961,600 JUPITERMEDIA C COM 48207D101 520 45,300 SH SOLE 0 45,300 K V PHARMACEUT CL B 482740107 842 30,650 SH SOLE 0 30,650 K V PHARMACEUT CL A 482740206 9,377 381,819 SH SOLE 0 381,819 K2 INC COM 482732104 4,009 250,100 SH SOLE 0 250,100 KAMAN CORP CL A 483548103 1,129 75,900 SH SOLE 0 75,900 KANA SOFTWARE COM 483600300 769 170,500 SH SOLE 0 170,500 KANSAS CITY SO COM 485170302 2,897 208,400 SH SOLE 0 208,400 KAYDON CORP COM 486587108 2,610 94,800 SH SOLE 0 94,800 KB HOME COM 48666K109 3,732 46,192 SH SOLE 0 46,192 KCS ENERGY INC COM 482434206 2,145 200,500 SH SOLE 0 200,500 KEANE INC COM 486665102 1,886 119,800 SH SOLE 0 119,800 KEITH COMPANIE COM 487539108 393 27,700 SH SOLE 0 27,700 KEITHLEY INSTR COM 487584104 2,496 120,500 SH SOLE 0 120,500 KELLOGG CO COM 487836108 13,444 342,615 SH SOLE 0 342,615 KELLWOOD CO COM 488044108 4,902 124,900 SH SOLE 0 124,900 KELLY SVCS INC CL A 488152208 1,928 65,100 SH SOLE 0 65,100 KEMET CORP COM 488360108 4,236 295,400 SH SOLE 0 295,400 KENDLE INTERNA COM 48880L107 810 90,400 SH SOLE 0 90,400 KENNAMETAL INC COM 489170100 5,093 123,400 SH SOLE 0 123,400 KENSEY NASH CO COM 490057106 3,812 155,200 SH SOLE 0 155,200 KERR MCGEE COR COM 492386107 29,755 577,772 SH SOLE 0 577,772 KEY ENERGY SVC COM 492914106 5,862 532,940 SH SOLE 0 532,940 KEYCORP NEW COM 493267108 12,298 406,024 SH SOLE 0 406,024 KEYSPAN CORP COM 49337W100 5,645 147,700 SH SOLE 0 147,700 KFORCE INC COM 493732101 523 55,000 SH SOLE 0 55,000 KILROY RLTY CO COM 49427F108 3,341 94,100 SH SOLE 0 94,100 KIMBERLY CLARK COM 494368103 27,395 434,155 SH SOLE 0 434,155 KIMCO REALTY C COM 49446R109 1,453 28,500 SH SOLE 0 28,500 KINDER MORGAN COM 49455P101 7,334 116,380 SH SOLE 0 116,380 KINDRED HEALTH COM 494580103 2,465 49,000 SH SOLE 0 49,000 KING PHARMACEU COM 495582108 4,562 270,880 SH SOLE 0 270,880 KIRBY CORP COM 497266106 2,751 81,400 SH SOLE 0 81,400 KLA-TENCOR COR COM 482480100 8,218 163,436 SH SOLE 0 163,436 KNIGHT RIDDER COM 499040103 4,956 67,658 SH SOLE 0 67,658 KNIGHT TRADING COM 499063105 2,432 192,400 SH SOLE 0 192,400 KNIGHT TRANSN COM 499064103 3,006 125,900 SH SOLE 0 125,900 KOHLS CORP COM 500255104 26,719 552,840 SH SOLE 0 552,840 KONINKLIJKE PH ADR 500472303 5,865 202,385 SH SOLE 0 202,385 KOOKMIN BK ADR 50049M109 405 10,000 SH SOLE 0 10,000 KOPIN CORP COM 500600101 1,533 265,300 SH SOLE 0 265,300 KORN FERRY INT COM 500643200 1,832 114,500 SH SOLE 0 114,500 KOS PHARMACEUT COM 500648100 1,088 26,700 SH SOLE 0 26,700 KOSAN BIOSCIEN COM 50064W107 876 82,500 SH SOLE 0 82,500 KRISPY KREME D COM 501014104 3,922 114,200 SH SOLE 0 114,200 KROGER CO COM 501044101 12,474 749,610 SH SOLE 0 749,610 KROLL INC COM 501049100 6,390 238,000 SH SOLE 0 238,000 KRONOS INC COM 501052104 3,375 103,737 SH SOLE 0 103,737 K-SWISS INC CL A 482686102 4,205 171,860 SH SOLE 0 171,860 KT CORP ADR 48268K101 11,978 629,108 SH SOLE 0 629,108 KULICKE & SOFF COM 501242101 4,256 363,800 SH SOLE 0 363,800 KYPHON INC COM 501577100 466 19,500 SH SOLE 0 19,500 L-3 COMMUNICAT COM 502424104 13,326 224,040 SH SOLE 0 224,040 LA QUINTA CORP COM 50419U202 1,168 154,900 SH SOLE 0 154,900 LA Z BOY INC COM 505336107 5,241 240,870 SH SOLE 0 240,870 LABONE INC NEW COM 50540L105 1,925 63,100 SH SOLE 0 63,100 LABOR READY IN COM 505401208 4,699 347,550 SH SOLE 0 347,550 LABORATORY COR CONV 50540RAC6 1,965 2,665,000 SH SOLE 0 2,665,000 LABORATORY COR COM 50540R409 550 14,000 SH SOLE 0 14,000 LABRANCHE & CO COM 505447102 1,254 111,900 SH SOLE 0 111,900 LACLEDE GROUP COM 505597104 1,948 64,300 SH SOLE 0 64,300 LAIDLAW INTL I COM 50730R102 1,144 78,650 SH SOLE 0 78,650 LAM RESEARCH C COM 512807108 7,427 295,650 SH SOLE 0 295,650 LANCASTER COLO COM 513847103 2,709 67,050 SH SOLE 0 67,050 LANCE INC COM 514606102 2,974 181,800 SH SOLE 0 181,800 LANDAMERICA FI COM 514936103 2,829 62,500 SH SOLE 0 62,500 LANDRYS RESTAU COM 51508L103 3,556 119,200 SH SOLE 0 119,200 LANDSTAR SYS I COM 515098101 4,079 99,600 SH SOLE 0 99,600 LASALLE HOTEL COM 517942108 2,719 115,200 SH SOLE 0 115,200 LATTICE SEMICO COM 518415104 1,842 211,000 SH SOLE 0 211,000 LAUDER ESTEE C CL A 518439104 275 6,200 SH SOLE 0 6,200 LAWSON PRODS I COM 520776105 1,037 31,900 SH SOLE 0 31,900 LAWSON SOFTWAR COM 520780107 1,396 168,200 SH SOLE 0 168,200 LEAPFROG ENTER CL A 52186N106 1,641 84,800 SH SOLE 0 84,800 LEAR CORP COM 521865105 7,937 128,100 SH SOLE 0 128,100 LECG CORP COM 523234102 1,105 57,000 SH SOLE 0 57,000 LEE ENTERPRISE COM 523768109 4,644 102,800 SH SOLE 0 102,800 LEGG MASON INC COM 524901105 12,958 139,666 SH SOLE 0 139,666 LEGGETT & PLAT COM 524660107 5,088 214,580 SH SOLE 0 214,580 LEHMAN BROS HL COM 524908100 35,170 424,394 SH SOLE 0 424,394 LENNAR CORP CL A 526057104 15,723 291,000 SH SOLE 0 291,000 LENNOX INTL IN COM 526107107 3,663 197,453 SH SOLE 0 197,453 LEUCADIA NATL COM 527288104 6,948 130,400 SH SOLE 0 130,400 LEVITT CORP CL A 52742P108 1,433 58,500 SH SOLE 0 58,500 LEXAR MEDIA IN COM 52886P104 676 40,800 SH SOLE 0 40,800 LEXINGTON CORP COM 529043101 3,452 158,400 SH SOLE 0 158,400 LEXMARK INTL N CL A 529771107 9,664 105,040 SH SOLE 0 105,040 LIBBEY INC COM 529898108 1,185 45,700 SH SOLE 0 45,700 LIBERTY CORP S COM 530370105 833 18,000 SH SOLE 0 18,000 LIBERTY MEDIA COM 530718105 712 65,000 SH SOLE 0 65,000 LIBERTY PPTY T COM 531172104 7,043 156,500 SH SOLE 0 156,500 LIFEPOINT HOSP COM 53219L109 4,091 126,500 SH SOLE 0 126,500 LILLY ELI & CO COM 532457108 62,511 934,399 SH SOLE 0 934,399 LIMITED BRANDS COM 532716107 10,076 503,806 SH SOLE 0 503,806 LIN TV CORP CL A 532774106 3,964 166,500 SH SOLE 0 166,500 LINCARE HLDGS CONV 532791AB6 1,979 1,955,000 SH SOLE 0 1,955,000 LINCARE HLDGS COM 532791100 6,459 205,700 SH SOLE 0 205,700 LINCOLN NATL C COM 534187109 8,065 170,432 SH SOLE 0 170,432 LINDSAY MFG CO COM 535555106 951 39,500 SH SOLE 0 39,500 LINEAR TECHNOL COM 535678106 9,625 259,500 SH SOLE 0 259,500 LINENS N THING COM 535679104 12,310 347,650 SH SOLE 0 347,650 LIONS GATE ENT COM 535919203 2,263 362,100 SH SOLE 0 362,100 LITHIA MTRS IN CL A 536797103 3,246 117,400 SH SOLE 0 117,400 LITTELFUSE INC COM 537008104 558 15,000 SH SOLE 0 15,000 LIVEPERSON INC COM 538146101 1,346 254,000 SH SOLE 0 254,000 LIZ CLAIBORNE COM 539320101 3,681 100,334 SH SOLE 0 100,334 LOCKHEED MARTI COM 539830109 20,363 446,170 SH SOLE 0 446,170 LOEWS CORP CONV 540424AL2 499 505,000 SH SOLE 0 505,000 LOEWS CORP COM 540424108 10,728 181,638 SH SOLE 0 181,638 LONE STAR STEA COM 542307103 2,070 70,900 SH SOLE 0 70,900 LONE STAR TECH COM 542312103 1,698 96,100 SH SOLE 0 96,100 LONGS DRUG STO COM 543162101 1,320 70,103 SH SOLE 0 70,103 LONGVIEW FIBRE COM 543213102 1,067 95,600 SH SOLE 0 95,600 LOUISIANA PAC COM 546347105 2,391 92,679 SH SOLE 0 92,679 LOWES COS INC COM 548661107 63,588 1,132,876 SH SOLE 0 1,132,876 LSI INDS INC COM 50216C108 1,508 124,050 SH SOLE 0 124,050 LSI LOGIC CORP CONV 502161AG7 6,569 6,695,000 SH SOLE 0 6,695,000 LSI LOGIC CORP COM 502161102 3,229 345,682 SH SOLE 0 345,682 LTC PPTYS INC COM 502175102 503 27,800 SH SOLE 0 27,800 LTX CORP COM 502392103 5,641 374,300 SH SOLE 0 374,300 LUBRIZOL CORP COM 549271104 3,039 96,500 SH SOLE 0 96,500 LUCENT TECHNOL COM 549463107 14,612 3,555,175 SH SOLE 0 3,555,175 LUMINENT MTG C COM 550278303 2,738 193,500 SH SOLE 0 193,500 LUXOTTICA GROUP ADR 55068R202 7,844 495,800 SH SOLE 0 495,800 LYDALL INC DEL COM 550819106 556 54,500 SH SOLE 0 54,500 LYONDELL CHEMI COM 552078107 4,911 330,900 SH SOLE 0 330,900 M & T BK CORP COM 55261F104 10,755 119,700 SH SOLE 0 119,700 M D C HLDGS IN COM 552676108 12,194 173,209 SH SOLE 0 173,209 MACDERMID INC COM 554273102 5,000 142,100 SH SOLE 0 142,100 MACERICH CO COM 554382101 93,107 1,727,400 SH SOLE 0 1,727,400 MACK CALI RLTY COM 554489104 68,672 1,529,100 SH SOLE 0 1,529,100 MACROMEDIA INC COM 556100105 6,992 348,400 SH SOLE 0 348,400 MACROVISION CO COM 555904101 1,730 91,600 SH SOLE 0 91,600 MAF BANCORP IN COM 55261R108 4,811 110,700 SH SOLE 0 110,700 MAGMA DESIGN A COM 559181102 883 42,300 SH SOLE 0 42,300 MAGNA INTL INC CL A 559222401 428 5,400 SH SOLE 0 5,400 MAGNETEK INC COM 559424106 723 95,700 SH SOLE 0 95,700 MAHANAGAR TEL AER 559778402 11,612 1,508,007 SH SOLE 0 1,508,007 MAIN STR BKS I COM 56034R102 343 12,528 SH SOLE 0 12,528 MANDALAY RESOR COM 562567107 6,951 121,400 SH SOLE 0 121,400 MANHATTAN ASSO COM 562750109 3,797 136,500 SH SOLE 0 136,500 MANITOWOC INC COM 563571108 2,638 89,175 SH SOLE 0 89,175 MANOR CARE INC COM 564055101 2,868 81,282 SH SOLE 0 81,282 MANPOWER INC COM 56418H100 7,710 165,800 SH SOLE 0 165,800 MANTECH INTL C CL A 564563104 3,049 148,800 SH SOLE 0 148,800 MANUFACTURED H COM 564682102 2,559 72,500 SH SOLE 0 72,500 MANUGISTICS GR COM 565011103 856 125,200 SH SOLE 0 125,200 MAPICS INC COM 564910107 191 23,800 SH SOLE 0 23,800 MAPINFO CORP COM 565105103 836 65,300 SH SOLE 0 65,300 MARATHON OIL C COM 565849106 12,083 358,879 SH SOLE 0 358,879 MARCONI CORP P ADR 56630M101 1,217 51,535 SH SOLE 0 51,535 MARCUS CORP COM 566330106 1,731 99,750 SH SOLE 0 99,750 MARINEMAX INC COM 567908108 356 13,400 SH SOLE 0 13,400 MARRIOTT INTL CL A 571903202 9,475 222,691 SH SOLE 0 222,691 MARSH & MCLENN COM 571748102 51,348 1,109,022 SH SOLE 0 1,109,022 MARSHALL & ILS COM 571834100 8,126 214,920 SH SOLE 0 214,920 MARTEK BIOSCIE COM 572901106 3,702 65,000 SH SOLE 0 65,000 MARTIN MARIETT COM 573284106 4,225 91,539 SH SOLE 0 91,539 MARVEL ENTERPR COM 57383M108 4,594 239,400 SH SOLE 0 239,400 MASCO CORP COM 574599106 14,168 465,426 SH SOLE 0 465,426 MASSEY ENERGY COM 576206106 8,389 380,100 SH SOLE 0 380,100 MATERIAL SCIEN COM 576674105 526 47,800 SH SOLE 0 47,800 MATRIA HEALTHC COM 576817209 1,155 45,500 SH SOLE 0 45,500 MATSUSHITA ELE ADR 576879209 416 27,000 SH SOLE 0 27,000 MATTEL INC COM 577081102 8,041 436,076 SH SOLE 0 436,076 MATTSON TECHNO COM 577223100 529 44,200 SH SOLE 0 44,200 MAVERICK TUBE COM 577914104 7,918 336,200 SH SOLE 0 336,200 MAXIM INTEGRAT COM 57772K101 12,927 275,220 SH SOLE 0 275,220 MAXIM PHARMACE COM 57772M107 1,631 190,500 SH SOLE 0 190,500 MAXIMUS INC COM 577933104 4,452 127,200 SH SOLE 0 127,200 MAY DEPT STORE COM 577778103 9,399 271,796 SH SOLE 0 271,796 MAYTAG CORP COM 578592107 2,028 64,242 SH SOLE 0 64,242 MB FINANCIAL I COM 55264U108 1,139 29,200 SH SOLE 0 29,200 MBIA INC COM 55262C100 9,352 149,157 SH SOLE 0 149,157 MBNA CORP COM 55262L100 64,688 2,341,211 SH SOLE 0 2,341,211 MCCORMICK & CO COM 579780206 3,882 115,800 SH SOLE 0 115,800 MCDATA CORP CL A 580031201 1,546 219,562 SH SOLE 0 219,562 MCDONALDS CORP COM 580135101 34,421 1,204,800 SH SOLE 0 1,204,800 MCGRAW HILL CO COM 580645109 13,644 179,200 SH SOLE 0 179,200 MCKESSON CORP COM 58155Q103 8,276 275,030 SH SOLE 0 275,030 MDU RES GROUP COM 552690109 5,133 218,500 SH SOLE 0 218,500 MEADE INSTRUME COM 583062104 780 193,100 SH SOLE 0 193,100 MEADWESTVACO C COM 583334107 5,362 189,528 SH SOLE 0 189,528 MEDAREX INC COM 583916101 787 87,700 SH SOLE 0 87,700 MEDCO HEALTH S COM 58405U102 8,718 256,408 SH SOLE 0 256,408 MEDIA GEN INC CL A 584404107 2,967 44,100 SH SOLE 0 44,100 MEDICINES CO COM 584688105 6,912 214,584 SH SOLE 0 214,584 MEDICIS PHARMAC CL A 584690309 9,908 247,700 SH SOLE 0 247,700 MEDIMMUNE INC COM 584699102 32,694 1,416,560 SH SOLE 0 1,416,560 MEDTRONIC INC COM 585055106 49,372 1,033,975 SH SOLE 0 1,033,975 MELLON FINL CO COM 58551A108 13,617 435,184 SH SOLE 0 435,184 MEMBERWORKS IN COM 586002107 1,215 34,700 SH SOLE 0 34,700 MEMC ELECTR MA COM 552715104 2,342 256,010 SH SOLE 0 256,010 MENS WEARHOUSE COM 587118100 4,039 152,020 SH SOLE 0 152,020 MENTOR CORP MI COM 587188103 4,422 146,900 SH SOLE 0 146,900 MENTOR GRAPHIC COM 587200106 3,881 217,800 SH SOLE 0 217,800 MERCANTILE BAN COM 587376104 728 20,500 SH SOLE 0 20,500 MERCANTILE BAN COM 587405101 6,392 148,900 SH SOLE 0 148,900 MERCK & CO INC COM 589331107 83,855 1,897,610 SH SOLE 0 1,897,610 MERCURY COMPUT COM 589378108 1,812 71,100 SH SOLE 0 71,100 MERCURY INTERA COM 589405109 3,440 76,780 SH SOLE 0 76,780 MEREDITH CORP COM 589433101 2,070 40,932 SH SOLE 0 40,932 MERIT MED SYS COM 589889104 3,498 161,626 SH SOLE 0 161,626 MERITAGE CORP COM 59001A102 4,707 63,400 SH SOLE 0 63,400 MERIX CORP COM 590049102 461 25,000 SH SOLE 0 25,000 MERRILL LYNCH COM 590188108 87,423 1,467,822 SH SOLE 0 1,467,822 MESA AIR GROUP COM 590479101 1,380 167,300 SH SOLE 0 167,300 METHODE ELECTR COM 591520200 1,549 120,100 SH SOLE 0 120,100 METLIFE INC COM 59156R108 25,871 725,080 SH SOLE 0 725,080 METRIS COS INC COM 591598107 806 100,300 SH SOLE 0 100,300 METROLOGIC INS COM 591676101 653 27,900 SH SOLE 0 27,900 MFC BANCORP LT COM 55271X202 3,898 156,375 SH SOLE 0 156,375 MGI PHARMA INC COM 552880106 9,293 151,700 SH SOLE 0 151,700 MGIC INVT CORP COM 552848103 6,188 96,348 SH SOLE 0 96,348 MICHAELS STORE COM 594087108 28,054 577,000 SH SOLE 0 577,000 MICREL INC COM 594793101 4,201 314,000 SH SOLE 0 314,000 MICROCHIP TECH COM 595017104 10,288 389,401 SH SOLE 0 389,401 MICRON TECHNOL COM 595112103 9,535 570,590 SH SOLE 0 570,590 MICROS SYS INC COM 594901100 6,863 151,900 SH SOLE 0 151,900 MICROSEMI CORP COM 595137100 2,715 198,500 SH SOLE 0 198,500 MICROSOFT CORP COM 594918104 308,71612,383,326 SH SOLE 0 12,383,326 MICROSTRATEGY CL A 594972408 1,178 22,100 SH SOLE 0 22,100 MIDAS GROUP IN COM 595626102 996 51,200 SH SOLE 0 51,200 MIDCAP SPDR TR COM 595635103 10,005 90,545 SH SOLE 0 90,545 MIDWAY GAMES I COM 598148104 1,366 187,700 SH SOLE 0 187,700 MILACRON INC COM 598709103 406 116,873 SH SOLE 0 116,873 MILLENNIUM PHA COM 599902103 9,528 563,771 SH SOLE 0 563,771 MILLER HERMAN COM 600544100 3,626 136,300 SH SOLE 0 136,300 MILLIPORE CORP COM 601073109 3,469 67,521 SH SOLE 0 67,521 MINERALS TECHN COM 603158106 4,911 86,000 SH SOLE 0 86,000 MINORPLANET SY COM 604363200 121 172,482 SH SOLE 0 172,482 MKS INSTRUMENT COM 55306N104 1,032 43,000 SH SOLE 0 43,000 MOBILE MINI IN COM 60740F105 836 48,300 SH SOLE 0 48,300 MOBILE TELESYS ADR 607409109 10,652 81,000 SH SOLE 0 81,000 MODINE MFG CO COM 607828100 2,447 93,906 SH SOLE 0 93,906 MOHAWK INDS IN COM 608190104 10,883 132,150 SH SOLE 0 132,150 MOLEX INC COM 608554101 923 30,375 SH SOLE 0 30,375 MOLEX INC CL A 608554200 4,004 153,700 SH SOLE 0 153,700 MOLINA HEALTHC COM 60855R100 745 25,400 SH SOLE 0 25,400 MONACO COACH C COM 60886R103 2,617 97,650 SH SOLE 0 97,650 MONSANTO CO NE COM 61166W101 9,640 262,874 SH SOLE 0 262,874 MONSTER WORLDW COM 611742107 2,429 92,700 SH SOLE 0 92,700 MONY GROUP INC COM 615337102 2,776 88,300 SH SOLE 0 88,300 MOODYS CORP COM 615369105 8,859 125,130 SH SOLE 0 125,130 MOOG INC CL A 615394202 6,378 186,930 SH SOLE 0 186,930 MORGAN STANLEY COM 617446448 111,406 1,944,250 SH SOLE 0 1,944,250 MOTOROLA INC COM 620076109 39,798 2,261,262 SH SOLE 0 2,261,262 MOVIE GALLERY COM 624581104 2,735 139,600 SH SOLE 0 139,600 MPS GROUP INC COM 553409103 5,429 488,260 SH SOLE 0 488,260 MRO SOFTWARE I COM 55347W105 2,107 181,300 SH SOLE 0 181,300 MSC INDL DIREC CL A 553530106 4,232 141,300 SH SOLE 0 141,300 MTC TECHNOLOGI COM 55377A106 2,210 88,000 SH SOLE 0 88,000 MTS SYS CORP COM 553777103 791 28,500 SH SOLE 0 28,500 MUELLER INDS I COM 624756102 3,984 117,200 SH SOLE 0 117,200 MULTIMEDIA GAM COM 625453105 636 25,700 SH SOLE 0 25,700 MURPHY OIL COR COM 626717102 11,183 177,600 SH SOLE 0 177,600 MYERS INDS INC COM 628464109 1,244 101,151 SH SOLE 0 101,151 MYKROLIS CORP COM 62852P103 1,238 86,800 SH SOLE 0 86,800 MYLAN LABS INC COM 628530107 13,541 595,750 SH SOLE 0 595,750 NABI BIOPHARMA COM 629519109 753 48,400 SH SOLE 0 48,400 NABORS INDUSTR SHS G6359F103 7,444 162,720 SH SOLE 0 162,720 NASH FINCH CO COM 631158102 967 40,700 SH SOLE 0 40,700 NATIONAL CITY COM 635405103 14,694 412,978 SH SOLE 0 412,978 NATIONAL COMME COM 63545P104 12,825 448,255 SH SOLE 0 448,255 NATIONAL FUEL COM 636180101 4,357 177,100 SH SOLE 0 177,100 NATIONAL INSTR COM 636518102 4,604 146,300 SH SOLE 0 146,300 NATIONAL PREST COM 637215104 888 22,900 SH SOLE 0 22,900 NATIONAL SEMIC COM 637640103 6,563 147,725 SH SOLE 0 147,725 NATIONAL-OILWE COM 637071101 30,138 1,065,700 SH SOLE 0 1,065,700 NATIONWIDE HEA COM 638620104 473 21,256 SH SOLE 0 21,256 NATURES SUNSHI COM 639027101 696 46,900 SH SOLE 0 46,900 NATUZZI S P A ADR 63905A101 1,276 119,220 SH SOLE 0 119,220 NAUTILUS GROUP COM 63910B102 2,448 155,400 SH SOLE 0 155,400 NAVIGANT CONSU COM 63935N107 6,180 305,500 SH SOLE 0 305,500 NAVISTAR INTL COM 63934E108 2,501 54,550 SH SOLE 0 54,550 NBTY INC COM 628782104 9,949 267,600 SH SOLE 0 267,600 NCO GROUP INC COM 628858102 5,609 240,200 SH SOLE 0 240,200 NCR CORP NEW COM 62886E108 4,077 92,540 SH SOLE 0 92,540 NDCHEALTH CORP COM 639480102 3,253 119,800 SH SOLE 0 119,800 NEIMAN MARCUS CL A 640204202 4,936 91,500 SH SOLE 0 91,500 NEKTAR THERAPE COM 640268108 3,635 168,900 SH SOLE 0 168,900 NELSON THOMAS COM 640376109 1,641 60,300 SH SOLE 0 60,300 NEOPHARM INC COM 640919106 1,437 76,600 SH SOLE 0 76,600 NETEASE COM ADR 64110W102 827 16,600 SH SOLE 0 16,600 NETEGRITY INC COM 64110P107 1,529 179,900 SH SOLE 0 179,900 NETFLIX COM IN COM 64110L106 1,720 50,400 SH SOLE 0 50,400 NETGEAR INC COM 64111Q104 839 61,000 SH SOLE 0 61,000 NETIQ CORP COM 64115P102 2,837 202,800 SH SOLE 0 202,800 NETSOLVE INC COM 64115J106 6,336 600,000 SH SOLE 0 600,000 NETWORK APPLIA COM 64120L104 6,016 279,440 SH SOLE 0 279,440 NETWORK EQUIP COM 641208103 685 68,600 SH SOLE 0 68,600 NETWORKS ASSOC COM 640938106 9,337 518,700 SH SOLE 0 518,700 NEUROCRINE BIO COM 64125C109 963 16,300 SH SOLE 0 16,300 NEUROGEN CORP COM 64124E106 241 28,300 SH SOLE 0 28,300 NEW CENTURY FI COM 64352D101 10,693 220,200 SH SOLE 0 220,200 NEW ENGLAND BU COM 643872104 1,506 44,500 SH SOLE 0 44,500 NEW JERSEY RES COM 646025106 3,901 103,200 SH SOLE 0 103,200 NEW PLAN EXCEL COM 648053106 6,827 249,600 SH SOLE 0 249,600 NEW YORK CMNTY COM 649445103 22,038 642,886 SH SOLE 0 642,886 NEW YORK TIMES CL A 650111107 5,543 125,402 SH SOLE 0 125,402 NEWELL RUBBERM COM 651229106 6,650 286,645 SH SOLE 0 286,645 NEWFIELD EXPL COM 651290108 5,023 104,800 SH SOLE 0 104,800 NEWMONT MINING COM 651639106 19,820 425,057 SH SOLE 0 425,057 NEWPORT CORP COM 651824104 1,893 113,200 SH SOLE 0 113,200 NEXTEL COMMUNI CONV 65332VAY9 3,546 3,528,000 SH SOLE 0 3,528,000 NEXTEL COMMUNI CL A 65332V103 22,811 925,016 SH SOLE 0 925,016 NEXTEL PARTNER CL A 65333F107 3,685 291,100 SH SOLE 0 291,100 NICOR INC COM 654086107 1,458 41,397 SH SOLE 0 41,397 NII HLDGS INC CL B 62913F201 1,905 54,300 SH SOLE 0 54,300 NIKE INC CL B 654106103 16,981 218,068 SH SOLE 0 218,068 NISOURCE INC COM 65473P105 5,277 248,352 SH SOLE 0 248,352 NMS COMMUNICAT COM 629248105 1,091 152,400 SH SOLE 0 152,400 NN INC COM 629337106 1,590 135,900 SH SOLE 0 135,900 NOBLE CORPORAT COM G65422100 6,335 164,890 SH SOLE 0 164,890 NOBLE ENERGY I COM 655044105 5,002 106,200 SH SOLE 0 106,200 NOKIA CORP ADR 654902204 9,599 473,329 SH SOLE 0 473,329 NORDSON CORP COM 655663102 2,427 64,800 SH SOLE 0 64,800 NORDSTROM INC COM 655664100 5,108 128,028 SH SOLE 0 128,028 NORFOLK SOUTHE COM 655844108 8,102 366,756 SH SOLE 0 366,756 NORTEL NETWORK CONV 656568AB8 5,310 5,225,000 SH SOLE 0 5,225,000 NORTEL NETWORK COM 656568102 1,132 190,500 SH SOLE 0 190,500 NORTHEAST UTIL COM 664397106 4,444 238,300 SH SOLE 0 238,300 NORTHERN TR CO COM 665859104 9,766 209,618 SH SOLE 0 209,618 NORTHROP GRUMM COM 666807102 18,055 183,452 SH SOLE 0 183,452 NORTHWEST NAT COM 667655104 2,966 94,900 SH SOLE 0 94,900 NOVELL INC COM 670006105 3,316 291,388 SH SOLE 0 291,388 NOVELLUS SYS I COM 670008101 6,375 201,290 SH SOLE 0 201,290 NOVEN PHARMACE COM 670009109 1,623 75,600 SH SOLE 0 75,600 NPS PHARMACEUT COM 62936P103 2,064 72,380 SH SOLE 0 72,380 NSTAR COM 67019E107 5,031 99,200 SH SOLE 0 99,200 NTL INC DEL COM 62940M104 21,230 356,628 SH SOLE 0 356,628 NU HORIZONS EL COM 669908105 639 60,600 SH SOLE 0 60,600 NU SKIN ENTERP CL A 67018T105 2,990 148,400 SH SOLE 0 148,400 NUCOR CORP COM 670346105 4,568 74,298 SH SOLE 0 74,298 NUEVO ENERGY C COM 670509108 3,197 98,200 SH SOLE 0 98,200 NUI CORP COM 629431107 3,350 198,100 SH SOLE 0 198,100 NVIDIA CORP COM 67066G104 4,032 152,740 SH SOLE 0 152,740 NVR INC COM 62944T105 11,500 25,000 SH SOLE 0 25,000 NYFIX INC COM 670712108 551 106,700 SH SOLE 0 106,700 O CHARLEYS INC COM 670823103 1,296 71,000 SH SOLE 0 71,000 O REILLY AUTOM COM 686091109 6,112 152,640 SH SOLE 0 152,640 OCCIDENTAL PET COM 674599105 17,602 382,231 SH SOLE 0 382,231 OCEANEERING IN COM 675232102 2,485 81,600 SH SOLE 0 81,600 OCULAR SCIENCE COM 675744106 571 19,600 SH SOLE 0 19,600 ODYSSEY HEALTH COM 67611V101 3,855 204,425 SH SOLE 0 204,425 OFFICE DEPOT I COM 676220106 5,986 318,040 SH SOLE 0 318,040 OFFSHORE LOGIS COM 676255102 1,747 75,800 SH SOLE 0 75,800 OGE ENERGY COR COM 670837103 4,299 162,600 SH SOLE 0 162,600 OHIO CAS CORP COM 677240103 3,376 168,900 SH SOLE 0 168,900 OLD DOMINION F COM 679580100 761 22,500 SH SOLE 0 22,500 OLD REP INTL C COM 680223104 8,433 343,350 SH SOLE 0 343,350 OLD SECOND BAN COM 680277100 910 17,700 SH SOLE 0 17,700 OLIN CORP COM 680665205 2,308 129,300 SH SOLE 0 129,300 OM GROUP INC COM 670872100 2,894 95,200 SH SOLE 0 95,200 OMEGA HEALTHCA COM 681936100 727 66,900 SH SOLE 0 66,900 OMI CORP NEW COM Y6476W104 2,902 253,700 SH SOLE 0 253,700 OMNICARE INC COM 681904108 8,494 191,600 SH SOLE 0 191,600 OMNICOM GROUP COM 681919106 32,934 410,396 SH SOLE 0 410,396 OMNIVISION TEC COM 682128103 1,535 56,200 SH SOLE 0 56,200 OMNOVA SOLUTIO COM 682129101 705 134,300 SH SOLE 0 134,300 ON ASSIGNMENT COM 682159108 473 84,600 SH SOLE 0 84,600 ON SEMICONDUCT COM 682189105 7,927 1,049,990 SH SOLE 0 1,049,990 ONEOK INC NEW COM 682680103 4,823 213,860 SH SOLE 0 213,860 OPEN SOLUTIONS COM 68371P102 377 17,100 SH SOLE 0 17,100 OPNET TECHNOLO COM 683757108 1,399 93,800 SH SOLE 0 93,800 OPSWARE INC COM 68383A101 1,549 204,900 SH SOLE 0 204,900 OPTION CARE IN COM 683948103 442 38,500 SH SOLE 0 38,500 ORACLE CORP COM 68389X105 77,033 6,419,420 SH SOLE 0 6,419,420 ORASURE TECHNO COM 68554V108 977 94,000 SH SOLE 0 94,000 OREGON STL MLS COM 686079104 7,580 1,002,700 SH SOLE 0 1,002,700 ORTHODONTIC CT COM 68750P103 1,330 168,300 SH SOLE 0 168,300 ORTHOFIX INTL COM N6748L102 4,472 90,350 SH SOLE 0 90,350 OSHKOSH B GOSH CL A 688222207 934 39,900 SH SOLE 0 39,900 OSHKOSH TRUCK COM 688239201 7,263 130,400 SH SOLE 0 130,400 OSI PHARMACEUT COM 671040103 1,713 44,600 SH SOLE 0 44,600 OSI SYSTEMS IN COM 671044105 352 17,600 SH SOLE 0 17,600 OSTEOTECH INC COM 688582105 459 70,900 SH SOLE 0 70,900 OUTBACK STEAKH COM 689899102 7,305 150,000 SH SOLE 0 150,000 OVERLAND STORA COM 690310107 1,410 83,160 SH SOLE 0 83,160 OVERNITE CORP COM 690322102 1,290 56,100 SH SOLE 0 56,100 OVERSEAS SHIPH COM 690368105 2,679 73,400 SH SOLE 0 73,400 OWENS & MINOR COM 690732102 3,324 131,400 SH SOLE 0 131,400 OXFORD HEALTH COM 691471106 8,637 176,800 SH SOLE 0 176,800 OXFORD INDS IN COM 691497309 3,141 68,000 SH SOLE 0 68,000 P F CHANGS CHI COM 69333Y108 5,487 109,000 SH SOLE 0 109,000 PACCAR INC COM 693718108 9,176 163,707 SH SOLE 0 163,707 PACER INTL INC COM 69373H106 3,193 145,000 SH SOLE 0 145,000 PACIFIC SUNWEA COM 694873100 7,639 309,137 SH SOLE 0 309,137 PACIFICARE HEA COM 695112102 6,183 156,344 SH SOLE 0 156,344 PACKAGING CORP COM 695156109 4,451 197,300 SH SOLE 0 197,300 PACKETEER INC COM 695210104 2,057 155,800 SH SOLE 0 155,800 PACTIV CORP COM 695257105 3,460 155,525 SH SOLE 0 155,525 PAC-WEST TELEC COM 69371Y101 195 122,402 SH SOLE 0 122,402 PALL CORP COM 696429307 2,669 117,628 SH SOLE 0 117,628 PAN PACIFIC RE COM 69806L104 1,006 19,300 SH SOLE 0 19,300 PANAMSAT CORP COM 697933109 1,488 60,800 SH SOLE 0 60,800 PANERA BREAD C CL A 69840W108 7,494 192,600 SH SOLE 0 192,600 PAPA JOHNS INT COM 698813102 2,042 60,500 SH SOLE 0 60,500 PARADYNE NETWO COM 69911G107 222 59,544 SH SOLE 0 59,544 PARAGON TECHNO COM 69912T108 1,787 173,500 SH SOLE 0 173,500 PARAMETRIC TEC COM 699173100 2,383 527,297 SH SOLE 0 527,297 PAREXEL INTL C COM 699462107 2,037 113,800 SH SOLE 0 113,800 PARK ELECTROCH COM 700416209 1,682 66,500 SH SOLE 0 66,500 PARKER DRILLIN COM 701081101 1,468 352,100 SH SOLE 0 352,100 PARKER HANNIFI COM 701094104 6,333 112,094 SH SOLE 0 112,094 PARKWAY PPTYS COM 70159Q104 2,754 58,900 SH SOLE 0 58,900 PATINA OIL & G COM 703224105 10,566 402,524 SH SOLE 0 402,524 PATTERSON DENT COM 703412106 8,750 127,700 SH SOLE 0 127,700 PATTERSON UTI COM 703481101 28,424 802,700 SH SOLE 0 802,700 PAXAR CORP COM 704227107 1,937 131,300 SH SOLE 0 131,300 PAYCHEX INC COM 704326107 11,040 310,125 SH SOLE 0 310,125 PAYLESS SHOESO COM 704379106 1,779 127,402 SH SOLE 0 127,402 PC-TEL INC COM 69325Q105 712 68,900 SH SOLE 0 68,900 PDI INC COM 69329V100 506 20,000 SH SOLE 0 20,000 PEABODY ENERGY COM 704549104 9,586 206,100 SH SOLE 0 206,100 PEDIATRIX MED COM 705324101 6,401 101,600 SH SOLE 0 101,600 PEETS COFFEE & COM 705560100 1,463 68,700 SH SOLE 0 68,700 PEGASUS SOLUTI COM 705906105 3,560 304,800 SH SOLE 0 304,800 PEMSTAR INC COM 706552106 1,423 389,900 SH SOLE 0 389,900 PENFORD CORP COM 707051108 488 29,300 SH SOLE 0 29,300 PENN NATL GAMI COM 707569109 4,327 150,400 SH SOLE 0 150,400 PENN-AMER GROU COM 707247102 1,462 99,750 SH SOLE 0 99,750 PENNEY J C INC COM 708160106 10,388 298,674 SH SOLE 0 298,674 PENTAIR INC COM 709631105 6,859 116,250 SH SOLE 0 116,250 PEOPLES BANCOR COM 709789101 489 17,495 SH SOLE 0 17,495 PEOPLES ENERGY COM 711030106 1,429 32,002 SH SOLE 0 32,002 PEOPLESOFT INC COM 712713106 6,444 348,500 SH SOLE 0 348,500 PEP BOYS MANNY COM 713278109 6,738 242,826 SH SOLE 0 242,826 PEPCO HOLDINGS COM 713291102 6,555 320,700 SH SOLE 0 320,700 PEPSI BOTTLING COM 713409100 7,614 255,940 SH SOLE 0 255,940 PEPSIAMERICAS COM 71343P200 5,574 272,970 SH SOLE 0 272,970 PEPSICO INC COM 713448108 77,628 1,441,559 SH SOLE 0 1,441,559 PERFORMANCE FO COM 713755106 7,543 219,600 SH SOLE 0 219,600 PERICOM SEMICO COM 713831105 965 84,600 SH SOLE 0 84,600 PERKINELMER IN COM 714046109 2,441 117,998 SH SOLE 0 117,998 PEROT SYS CORP CL A 714265105 650 48,900 SH SOLE 0 48,900 PERRIGO CO COM 714290103 3,579 178,500 SH SOLE 0 178,500 PER-SE TECHNOL COM 713569309 1,807 161,300 SH SOLE 0 161,300 PETCO ANIMAL S COM 716016209 955 33,900 SH SOLE 0 33,900 PETROLEO BRASI ADR 71654V101 6,188 209,477 SH SOLE 0 209,477 PETROLEO BRASI ADR 71654V408 62,680 1,871,049 SH SOLE 0 1,871,049 PETSMART INC COM 716768106 7,241 267,700 SH SOLE 0 267,700 PFF BANCORP IN COM 69331W104 713 18,700 SH SOLE 0 18,700 PFIZER INC COM 717081103 306,407 8,741,986 SH SOLE 0 8,741,986 PG&E CORP COM 69331C108 11,796 407,177 SH SOLE 0 407,177 PHARMACEUTICAL COM 717124101 6,967 234,500 SH SOLE 0 234,500 PHARMACEUTICAL COM 717125108 8,819 155,100 SH SOLE 0 155,100 PHARMACOPEIA I COM 71713B104 573 28,500 SH SOLE 0 28,500 PHELPS DODGE C COM 717265102 9,289 113,747 SH SOLE 0 113,747 PHILADELPHIA C COM 717528103 6,832 117,800 SH SOLE 0 117,800 PHILLIPS VAN H COM 718592108 1,894 102,400 SH SOLE 0 102,400 PHOENIX TECHNO COM 719153108 442 82,000 SH SOLE 0 82,000 PHOTON DYNAMIC COM 719364101 4,552 139,500 SH SOLE 0 139,500 PHOTRONICS INC COM 719405102 1,929 109,000 SH SOLE 0 109,000 PIEDMONT NAT G COM 720186105 5,391 127,700 SH SOLE 0 127,700 PIER 1 IMPORTS COM 720279108 4,958 209,200 SH SOLE 0 209,200 PINNACLE AIRL COM 723443107 1,172 88,100 SH SOLE 0 88,100 PINNACLE ENTMT COM 723456109 1,641 118,900 SH SOLE 0 118,900 PINNACLE SYS I COM 723481107 4,324 482,100 SH SOLE 0 482,100 PINNACLE WEST COM 723484101 3,408 86,620 SH SOLE 0 86,620 PIONEER NAT RE COM 723787107 7,600 235,300 SH SOLE 0 235,300 PIPER JAFFRAY COM 724078100 3,507 64,757 SH SOLE 0 64,757 PITNEY BOWES I COM 724479100 9,791 229,792 SH SOLE 0 229,792 PIXELWORKS INC COM 72581M107 1,428 83,370 SH SOLE 0 83,370 PLAINS EXPL& P COM 726505100 1,133 60,800 SH SOLE 0 60,800 PLAINS RES INC COM 726540503 1,440 79,200 SH SOLE 0 79,200 PLANAR SYS INC COM 726900103 698 49,000 SH SOLE 0 49,000 PLANTRONICS IN COM 727493108 7,251 198,060 SH SOLE 0 198,060 PLATINUM UNDER COM G7127P100 1,797 56,070 SH SOLE 0 56,070 PLEXUS CORP COM 729132100 2,788 156,700 SH SOLE 0 156,700 PLUM CREEK TIM COM 729251108 6,031 185,680 SH SOLE 0 185,680 PMA CAP CORP CONV 693419AA1 1,891 2,265,000 SH SOLE 0 2,265,000 PMC-SIERRA INC COM 69344F106 2,318 136,580 SH SOLE 0 136,580 PMI GROUP INC COM 69344M101 35,787 957,900 SH SOLE 0 957,900 PNC FINL SVCS COM 693475105 14,912 269,064 SH SOLE 0 269,064 PNM RES INC COM 69349H107 2,263 75,300 SH SOLE 0 75,300 POGO PRODUCING COM 730448107 5,477 119,400 SH SOLE 0 119,400 POLARIS INDS I COM 731068102 7,198 158,400 SH SOLE 0 158,400 POLYCOM INC COM 73172K104 5,513 259,780 SH SOLE 0 259,780 POLYMEDICA COR COM 731738100 2,361 88,100 SH SOLE 0 88,100 POLYONE CORP COM 73179P106 2,462 370,200 SH SOLE 0 370,200 POPE & TALBOT COM 732827100 904 52,600 SH SOLE 0 52,600 POSCO ADV 693483109 2,038 57,600 SH SOLE 0 57,600 POSSIS MEDICAL COM 737407106 2,532 90,000 SH SOLE 0 90,000 POST PPTYS INC COM 737464107 5,674 197,000 SH SOLE 0 197,000 POTLATCH CORP COM 737628107 3,713 91,128 SH SOLE 0 91,128 POWER INTEGRAT COM 739276103 3,661 125,200 SH SOLE 0 125,200 POWER-ONE INC COM 739308104 1,958 177,040 SH SOLE 0 177,040 POWERWAVE TECH COM 739363109 924 118,400 SH SOLE 0 118,400 PPG INDS INC COM 693506107 10,128 173,722 SH SOLE 0 173,722 PPL CORP COM 69351T106 7,644 167,622 SH SOLE 0 167,622 PRAXAIR INC COM 74005P104 30,749 828,356 SH SOLE 0 828,356 PRE PAID LEGAL COM 740065107 1,422 58,100 SH SOLE 0 58,100 PRECISION CAST COM 740189105 7,150 162,400 SH SOLE 0 162,400 PREMCOR INC COM 74045Q104 1,431 46,200 SH SOLE 0 46,200 PREMIERE TECHN CONV 74058FAC6 501 505,000 SH SOLE 0 505,000 PRESIDENTIAL L COM 740884101 1,801 120,700 SH SOLE 0 120,700 PRG-SCHULTZ IN COM 69357C107 1,331 304,600 SH SOLE 0 304,600 PRICE COMMUNIC COM 741437305 1,588 101,200 SH SOLE 0 101,200 PRICE T ROWE G COM 74144T108 7,696 142,960 SH SOLE 0 142,960 PRIDE INTL INC COM 74153Q102 4,330 253,800 SH SOLE 0 253,800 PRIMA ENERGY C COM 741901201 1,499 43,400 SH SOLE 0 43,400 PRIME HOSPITAL COM 741917108 1,708 150,100 SH SOLE 0 150,100 PRIMUS TELECOM COM 741929103 1,501 176,600 SH SOLE 0 176,600 PRINCIPAL FINA COM 74251V102 11,043 309,940 SH SOLE 0 309,940 PRIORITY HEALT CL B 74264T102 3,831 179,860 SH SOLE 0 179,860 PROASSURANCE C COM 74267C106 2,923 83,500 SH SOLE 0 83,500 PROCTER & GAMB COM 742718109 113,048 1,077,882 SH SOLE 0 1,077,882 PROGRESS ENERG COM 743263105 10,919 231,928 SH SOLE 0 231,928 PROGRESS SOFTW COM 743312100 5,311 221,400 SH SOLE 0 221,400 PROGRESSIVE CO COM 743315103 18,046 206,006 SH SOLE 0 206,006 PROLOGIS COM 743410102 85,554 2,385,100 SH SOLE 0 2,385,100 PROTECTIVE LIF COM 743674103 5,629 150,300 SH SOLE 0 150,300 PROTEIN DESIGN COM 74369L103 4,178 175,400 SH SOLE 0 175,400 PROVIDENT BANK COM 743859100 2,583 82,315 SH SOLE 0 82,315 PROVIDENT FINL COM 743866105 9,746 242,550 SH SOLE 0 242,550 PROVIDIAN FINL CONV 74406AAA0 2,579 2,625,000 SH SOLE 0 2,625,000 PROVIDIAN FINL COM 74406A102 3,602 274,930 SH SOLE 0 274,930 PROVINCE HEALT CONV 743977AE0 1,736 1,725,000 SH SOLE 0 1,725,000 PROVINCE HEALT COM 743977100 3,520 221,400 SH SOLE 0 221,400 PRUDENTIAL FIN COM 744320102 22,974 513,040 SH SOLE 0 513,040 PS BUSINESS PK COM 69360J107 3,175 68,500 SH SOLE 0 68,500 PSS WORLD MED COM 69366A100 1,050 93,800 SH SOLE 0 93,800 PSYCHIATRIC SO COM 74439H108 2,620 139,300 SH SOLE 0 139,300 PTEK HLDGS INC COM 69366M104 311 33,800 SH SOLE 0 33,800 PUBLIC STORAGE COM 74460D109 8,822 181,300 SH SOLE 0 181,300 PUBLIC SVC ENT COM 744573106 10,556 224,692 SH SOLE 0 224,692 PUGET ENERGY I COM 745310102 4,659 208,288 SH SOLE 0 208,288 PULTE HOMES IN COM 745867101 6,895 124,008 SH SOLE 0 124,008 QLOGIC CORP COM 747277101 3,907 118,380 SH SOLE 0 118,380 QRS CORP COM 74726X105 301 53,500 SH SOLE 0 53,500 QUAKER CHEM CO COM 747316107 818 32,200 SH SOLE 0 32,200 QUALCOMM INC COM 747525103 45,916 692,660 SH SOLE 0 692,660 QUALITY DISTR COM 74756M102 1,121 79,786 SH SOLE 0 79,786 QUALITY SYS IN COM 747582104 341 7,500 SH SOLE 0 7,500 QUANEX CORP COM 747620102 2,877 67,700 SH SOLE 0 67,700 QUANTA SVCS IN COM 74762E102 1,545 218,200 SH SOLE 0 218,200 QUANTUM CORP COM 747906204 1,246 336,800 SH SOLE 0 336,800 QUANTUM FUEL S COM 74765E109 870 110,700 SH SOLE 0 110,700 QUEST DIAGNOST COM 74834L100 8,466 102,215 SH SOLE 0 102,215 QUEST SOFTWARE COM 74834T103 1,534 93,800 SH SOLE 0 93,800 QUESTAR CORP COM 748356102 8,946 245,500 SH SOLE 0 245,500 QUICKSILVER RE COM 74837R104 674 17,400 SH SOLE 0 17,400 QUIDEL CORP COM 74838J101 366 55,500 SH SOLE 0 55,500 QUIKSILVER INC COM 74838C106 4,412 201,900 SH SOLE 0 201,900 QUOVADX INC COM 74913K106 1,484 403,200 SH SOLE 0 403,200 QWEST COMMUNIC COM 749121109 6,305 1,462,900 SH SOLE 0 1,462,900 R & G FINANCIA CL B 749136107 1,181 34,200 SH SOLE 0 34,200 RADIAN GROUP I COM 750236101 7,487 175,752 SH SOLE 0 175,752 RADIANT SYSTEM COM 75025N102 524 86,400 SH SOLE 0 86,400 RADIOSHACK COR COM 750438103 5,114 154,218 SH SOLE 0 154,218 RADISYS CORP COM 750459109 1,271 60,800 SH SOLE 0 60,800 RADWARE LTD ORD M81873107 1,461 55,000 SH SOLE 0 55,000 RAILAMERICA IN COM 750753105 2,535 210,400 SH SOLE 0 210,400 RALCORP HLDGS COM 751028101 2,970 97,600 SH SOLE 0 97,600 RAMCO-GERSHENS COM 751452202 1,306 46,300 SH SOLE 0 46,300 RARE HOSPITALI COM 753820109 7,990 287,940 SH SOLE 0 287,940 RAYMOND JAMES COM 754730109 3,407 137,100 SH SOLE 0 137,100 RAYONIER INC COM 754907103 3,994 91,383 SH SOLE 0 91,383 RAYTHEON CO COM 755111507 13,643 435,310 SH SOLE 0 435,310 READERS DIGEST COM 755267101 2,610 185,400 SH SOLE 0 185,400 REALNETWORKS I COM 75605L104 569 94,850 SH SOLE 0 94,850 RECKSON ASSOCS COM 75621K106 40,500 1,439,250 SH SOLE 0 1,439,250 RED HAT INC COM 756577102 7,516 326,070 SH SOLE 0 326,070 REEBOK INTL LT COM 758110100 14,639 354,032 SH SOLE 0 354,032 REGAL BELOIT C COM 758750103 1,678 84,000 SH SOLE 0 84,000 REGENCY CTRS C COM 758849103 2,897 62,000 SH SOLE 0 62,000 REGENERON PHAR COM 75886F107 2,520 185,600 SH SOLE 0 185,600 REGENT COMMUNI COM 758865109 1,860 284,400 SH SOLE 0 284,400 REGIONS FINL C COM 758940100 12,516 342,706 SH SOLE 0 342,706 REGIS CORP MIN COM 758932107 3,689 83,000 SH SOLE 0 83,000 REHABCARE GROU COM 759148109 2,485 125,000 SH SOLE 0 125,000 REINSURANCE GR COM 759351109 3,380 82,500 SH SOLE 0 82,500 RELIANCE STEEL COM 759509102 3,779 107,500 SH SOLE 0 107,500 REMEC INC COM 759543101 615 80,900 SH SOLE 0 80,900 REMINGTON OIL COM 759594302 1,781 90,200 SH SOLE 0 90,200 RENAISSANCE RE COM G7496G103 1,310 25,200 SH SOLE 0 25,200 RENAL CARE GRO COM 759930100 8,408 183,750 SH SOLE 0 183,750 RENT A CTR INC COM 76009N100 6,374 193,400 SH SOLE 0 193,400 REPUBLIC BANCO COM 760282103 2,996 213,270 SH SOLE 0 213,270 REPUBLIC SVCS COM 760759100 8,990 332,100 SH SOLE 0 332,100 RESEARCH IN MO COM 760975102 261 2,800 SH SOLE 0 2,800 RESMED INC COM 761152107 7,741 171,300 SH SOLE 0 171,300 RESOURCES CONN COM 76122Q105 4,518 102,400 SH SOLE 0 102,400 RESPIRONICS IN COM 761230101 12,473 230,900 SH SOLE 0 230,900 RETEK INC COM 76128Q109 772 102,182 SH SOLE 0 102,182 REWARDS NETWOR COM 761557107 811 81,100 SH SOLE 0 81,100 REYNOLDS & REY CL A 761695105 4,122 145,100 SH SOLE 0 145,100 REYNOLDS R J T COM 76182K105 5,006 82,740 SH SOLE 0 82,740 RF MICRODEVICE COM 749941100 2,942 347,700 SH SOLE 0 347,700 RIGEL PHARMACE COM 766559603 524 23,700 SH SOLE 0 23,700 RIGGS NATL COR COM 766570105 3,108 180,500 SH SOLE 0 180,500 RLI CORP COM 749607107 5,253 136,100 SH SOLE 0 136,100 ROBBINS & MYER COM 770196103 1,047 48,600 SH SOLE 0 48,600 ROBERT HALF IN COM 770323103 3,451 146,120 SH SOLE 0 146,120 ROCK OF AGES C CL A 772632105 956 136,900 SH SOLE 0 136,900 ROCK-TENN CO CL A 772739207 1,700 117,900 SH SOLE 0 117,900 ROCKWELL AUTOM COM 773903109 6,068 175,014 SH SOLE 0 175,014 ROCKWELL COLLI COM 774341101 4,946 156,454 SH SOLE 0 156,454 ROGERS CORP COM 775133101 2,903 54,400 SH SOLE 0 54,400 ROHM & HAAS CO COM 775371107 9,082 227,974 SH SOLE 0 227,974 ROLLINS INC COM 775711104 2,175 84,400 SH SOLE 0 84,400 ROPER INDS INC COM 776696106 7,213 149,500 SH SOLE 0 149,500 ROSS STORES IN COM 778296103 16,975 554,200 SH SOLE 0 554,200 ROTO ROOTER IN COM 778787101 4,019 79,500 SH SOLE 0 79,500 ROUSE CO COM 779273101 7,986 149,000 SH SOLE 0 149,000 ROWAN COS INC COM 779382100 16,517 783,168 SH SOLE 0 783,168 ROXIO INC COM 780008108 503 112,516 SH SOLE 0 112,516 ROYAL CARIBBEA COM V7780T103 1,654 37,500 SH SOLE 0 37,500 RPM INTL INC COM 749685103 5,038 304,625 SH SOLE 0 304,625 RSA SEC INC COM 749719100 3,018 160,600 SH SOLE 0 160,600 RTI INTL METAL COM 74973W107 1,107 69,900 SH SOLE 0 69,900 RUBY TUESDAY I COM 781182100 3,964 123,300 SH SOLE 0 123,300 RUDDICK CORP COM 781258108 1,757 86,800 SH SOLE 0 86,800 RUDOLPH TECHNO COM 781270103 1,558 83,200 SH SOLE 0 83,200 RURAL CELLULAR CL A 781904107 586 61,400 SH SOLE 0 61,400 RUSS BERRIE & COM 782233100 2,426 69,300 SH SOLE 0 69,300 RUSSELL CORP COM 782352108 1,990 109,000 SH SOLE 0 109,000 RYANAIR HLDGS ADR 783513104 21,494 628,660 SH SOLE 0 628,660 RYANS FAMILY S COM 783519101 2,438 141,900 SH SOLE 0 141,900 RYDER SYS INC COM 783549108 2,251 58,131 SH SOLE 0 58,131 RYERSON TULL I COM 78375P107 1,094 83,540 SH SOLE 0 83,540 RYLAND GROUP I COM 783764103 6,973 78,500 SH SOLE 0 78,500 SABRE HLDGS CO CL A 785905100 3,239 130,544 SH SOLE 0 130,544 SAFECO CORP COM 786429100 5,913 137,121 SH SOLE 0 137,121 SAFEGUARD SCIE COM 786449108 149 40,000 SH SOLE 0 40,000 SAFENET INC COM 78645R107 5,195 138,385 SH SOLE 0 138,385 SAFEWAY INC COM 786514208 9,294 451,600 SH SOLE 0 451,600 SAKS INC COM 79377W108 4,497 255,537 SH SOLE 0 255,537 SALIX PHARMACE COM 795435106 1,094 37,700 SH SOLE 0 37,700 SALTON INC COM 795757103 352 37,600 SH SOLE 0 37,600 SANDISK CORP COM 80004C101 10,476 369,400 SH SOLE 0 369,400 SANFILIPPO JOH COM 800422107 1,029 28,050 SH SOLE 0 28,050 SANMINA SCI CO COM 800907107 5,349 484,488 SH SOLE 0 484,488 SAPIENT CORP COM 803062108 2,652 439,780 SH SOLE 0 439,780 SARA LEE CORP COM 803111103 14,197 649,455 SH SOLE 0 649,455 SATYAM COMPUTE ADR 804098101 901 43,900 SH SOLE 0 43,900 SAUL CTRS INC COM 804395101 1,301 42,600 SH SOLE 0 42,600 SAVIENT PHARMA COM 80517Q100 766 199,900 SH SOLE 0 199,900 SAXON CAPITAL COM 80556P302 2,638 92,900 SH SOLE 0 92,900 SBC COMMUNICAT COM 78387G103 77,305 3,150,143 SH SOLE 0 3,150,143 SBS TECHNOLOGI COM 78387P103 3,214 207,900 SH SOLE 0 207,900 SCANA CORP NEW COM 80589M102 8,346 236,100 SH SOLE 0 236,100 SCANSOURCE INC COM 806037107 3,346 69,800 SH SOLE 0 69,800 SCBT FINANCIAL COM 78401V102 252 8,000 SH SOLE 0 8,000 SCHEIN HENRY I COM 806407102 8,512 119,400 SH SOLE 0 119,400 SCHERING PLOUG COM 806605101 22,937 1,414,126 SH SOLE 0 1,414,126 SCHLUMBERGER L COM 806857108 32,329 506,327 SH SOLE 0 506,327 SCHOLASTIC COR COM 807066105 2,669 97,930 SH SOLE 0 97,930 SCHOOL SPECIAL COM 807863105 2,255 63,400 SH SOLE 0 63,400 SCHULMAN A INC COM 808194104 1,985 101,000 SH SOLE 0 101,000 SCHWAB CHARLES COM 808513105 14,802 1,274,896 SH SOLE 0 1,274,896 SCHWEITZER-MAU COM 808541106 3,511 108,700 SH SOLE 0 108,700 SCIENTIFIC ATL COM 808655104 5,317 164,398 SH SOLE 0 164,398 SCIENTIFIC GAM CL A 80874P109 4,363 233,090 SH SOLE 0 233,090 SCM MICROSYSTE COM 784018103 345 51,400 SH SOLE 0 51,400 SCOTTISH RE GR ORD G7885T104 4,911 203,000 SH SOLE 0 203,000 SCOTTS CO CL A 810186106 3,881 60,500 SH SOLE 0 60,500 SCP POOL CORP COM 784028102 4,440 119,162 SH SOLE 0 119,162 SCPIE HLDGS IN COM 78402P104 272 33,200 SH SOLE 0 33,200 SCRIPPS E W CO CL A 811054204 7,978 78,900 SH SOLE 0 78,900 SCS TRANSN INC COM 81111T102 1,613 74,000 SH SOLE 0 74,000 SEACHANGE INTL COM 811699107 1,315 85,950 SH SOLE 0 85,950 SEACOAST BKG C COM 811707306 631 30,470 SH SOLE 0 30,470 SEACOAST FINL COM 81170Q106 2,894 86,400 SH SOLE 0 86,400 SEACOR HOLDING COM 811904101 2,576 62,700 SH SOLE 0 62,700 SEAGATE TECHNO SHS G7945J104 595 36,900 SH SOLE 0 36,900 SEALED AIR COR COM 81211K100 3,490 70,176 SH SOLE 0 70,176 SEARS ROEBUCK COM 812387108 9,161 213,254 SH SOLE 0 213,254 SEATTLE GENETI COM 812578102 416 50,500 SH SOLE 0 50,500 SEI INVESTMENT COM 784117103 7,831 237,300 SH SOLE 0 237,300 SELECT COMFORT COM 81616X103 5,833 211,400 SH SOLE 0 211,400 SELECT MEDICAL COM 816196109 3,642 218,100 SH SOLE 0 218,100 SELECTIVE INS COM 816300107 4,110 117,200 SH SOLE 0 117,200 SEMITOOL INC COM 816909105 3,159 249,500 SH SOLE 0 249,500 SEMPRA ENERGY COM 816851109 6,749 212,218 SH SOLE 0 212,218 SEMTECH CORP COM 816850101 8,361 366,210 SH SOLE 0 366,210 SENSIENT TECHN COM 81725T100 2,063 110,500 SH SOLE 0 110,500 SEPRACOR INC COM 817315104 7,831 162,800 SH SOLE 0 162,800 SEQUA CORPORAT CL A 817320104 968 19,600 SH SOLE 0 19,600 SERENA SOFTWAR COM 817492101 8,075 396,800 SH SOLE 0 396,800 SERVICE CORP I COM 817565104 2,082 278,700 SH SOLE 0 278,700 SHARPER IMAGE COM 820013100 2,125 65,230 SH SOLE 0 65,230 SHAW GROUP INC COM 820280105 2,211 204,000 SH SOLE 0 204,000 SHERWIN WILLIA COM 824348106 6,323 164,545 SH SOLE 0 164,545 SHOPKO STORES COM 824911101 3,053 208,800 SH SOLE 0 208,800 SHUFFLE MASTER COM 825549108 2,571 55,300 SH SOLE 0 55,300 SHURGARD STORA COM 82567D104 8,754 219,400 SH SOLE 0 219,400 SIEBEL SYS INC COM 826170102 5,447 472,420 SH SOLE 0 472,420 SIERRA HEALTH COM 826322109 4,745 130,350 SH SOLE 0 130,350 SIERRA PAC RES COM 826428104 4,782 646,200 SH SOLE 0 646,200 SIERRA WIRELES COM 826516106 3,020 82,750 SH SOLE 0 82,750 SIGMA ALDRICH COM 826552101 3,289 59,389 SH SOLE 0 59,389 SIGMATEL INC COM 82661W107 928 41,700 SH SOLE 0 41,700 SILICON LABORA COM 826919102 5,071 95,900 SH SOLE 0 95,900 SILICON STORAG COM 827057100 801 61,900 SH SOLE 0 61,900 SILICON VY BAN COM 827064106 2,219 68,400 SH SOLE 0 68,400 SILICONIX INC COM 827079203 914 19,700 SH SOLE 0 19,700 SIMON PPTY GRO COM 828806109 50,379 862,060 SH SOLE 0 862,060 SIMPLETECH INC COM 828823104 583 122,800 SH SOLE 0 122,800 SIMPSON MANUFA COM 829073105 5,463 111,600 SH SOLE 0 111,600 SIRIUS SATELLI COM 82966U103 2,190 644,020 SH SOLE 0 644,020 SIRVA INC COM 82967Y104 3,496 144,960 SH SOLE 0 144,960 SIX FLAGS INC COM 83001P109 1,360 173,300 SH SOLE 0 173,300 SK TELECOM LTD ADR 78440P108 2,558 120,100 SH SOLE 0 120,100 SKILLSOFT PLC ADR 830928107 3,793 297,000 SH SOLE 0 297,000 SKYLINE CORP COM 830830105 1,088 28,200 SH SOLE 0 28,200 SKYWEST INC COM 830879102 9,476 490,469 SH SOLE 0 490,469 SKYWORKS SOLUT COM 83088M102 8,225 704,800 SH SOLE 0 704,800 SL GREEN RLTY COM 78440X101 1,674 35,100 SH SOLE 0 35,100 SLM CORP COM 78442P106 15,797 377,460 SH SOLE 0 377,460 SM&A COM 78465D105 286 26,000 SH SOLE 0 26,000 SMITH A O COM 831865209 2,843 98,200 SH SOLE 0 98,200 SMITH INTL INC COM 832110100 10,215 190,900 SH SOLE 0 190,900 SMITHFIELD FOO COM 832248108 5,617 207,100 SH SOLE 0 207,100 SMUCKER J M CO COM 832696405 4,945 93,687 SH SOLE 0 93,687 SNAP ON INC COM 833034101 1,754 54,246 SH SOLE 0 54,246 SOLA INTL INC COM 834092108 2,495 107,300 SH SOLE 0 107,300 SOLECTRON CORP COM 834182107 4,315 780,374 SH SOLE 0 780,374 SONIC CORP COM 835451105 5,401 157,100 SH SOLE 0 157,100 SONIC SOLUTION COM 835460106 343 17,800 SH SOLE 0 17,800 SONICWALL INC COM 835470105 792 87,800 SH SOLE 0 87,800 SONOCO PRODS C COM 835495102 4,435 182,660 SH SOLE 0 182,660 SONUS NETWORKS COM 835916107 599 157,950 SH SOLE 0 157,950 SONY CORP ADR 835699307 502 12,000 SH SOLE 0 12,000 SOTHEBYS HLDGS CL A 835898107 3,552 276,443 SH SOLE 0 276,443 SOURCE INTERLI COM 836151209 376 30,100 SH SOLE 0 30,100 SOURCECORP COM 836167106 2,401 90,600 SH SOLE 0 90,600 SOUTH FINL GRO COM 837841105 6,467 218,567 SH SOLE 0 218,567 SOUTHERN CO COM 842587107 21,196 694,959 SH SOLE 0 694,959 SOUTHERN UN CO COM 844030106 4,650 245,387 SH SOLE 0 245,387 SOUTHTRUST COR COM 844730101 10,585 319,120 SH SOLE 0 319,120 SOUTHWEST AIRL COM 844741108 10,687 752,049 SH SOLE 0 752,049 SOUTHWEST BANC COM 84476R109 4,912 130,200 SH SOLE 0 130,200 SOUTHWEST GAS COM 844895102 2,672 114,200 SH SOLE 0 114,200 SOUTHWESTERN E COM 845467109 5,996 248,600 SH SOLE 0 248,600 SOVEREIGN BANC COM 845905108 14,124 659,395 SH SOLE 0 659,395 SPDR TR COM 78462F103 40,919 361,792 SH SOLE 0 361,792 SPECTRUM CTL I COM 847615101 455 56,600 SH SOLE 0 56,600 SPEEDWAY MOTOR COM 847788106 339 11,200 SH SOLE 0 11,200 SPHERION CORP COM 848420105 2,066 201,932 SH SOLE 0 201,932 SPINNAKER EXPL COM 84855W109 4,986 138,800 SH SOLE 0 138,800 SPORTS AUTH IN COM 84917U109 1,210 30,200 SH SOLE 0 30,200 SPRINT CORP COM 852061100 16,137 875,592 SH SOLE 0 875,592 SPRINT CORP COM 852061506 8,172 888,306 SH SOLE 0 888,306 SPSS INC COM 78462K102 1,076 58,500 SH SOLE 0 58,500 SPX CORP COM 784635104 6,518 143,306 SH SOLE 0 143,306 ST JOE CO COM 790148100 798 19,600 SH SOLE 0 19,600 ST JUDE MED IN COM 790849103 20,647 286,364 SH SOLE 0 286,364 ST MARY LD & E COM 792228108 3,179 95,100 SH SOLE 0 95,100 ST PAUL COS IN COM 792860108 5,490 137,212 SH SOLE 0 137,212 STAGE STORES I COM 85254C305 1,255 32,400 SH SOLE 0 32,400 STANCORP FINL COM 852891100 4,372 67,000 SH SOLE 0 67,000 STANDARD MICRO COM 853626109 1,617 60,500 SH SOLE 0 60,500 STANDARD MTR P COM 853666105 1,038 66,200 SH SOLE 0 66,200 STANDARD PAC C COM 85375C101 10,236 170,600 SH SOLE 0 170,600 STANDARD REGIS COM 853887107 1,531 95,500 SH SOLE 0 95,500 STANDEX INTL C COM 854231107 1,110 41,100 SH SOLE 0 41,100 STANLEY WKS COM 854616109 3,421 80,166 SH SOLE 0 80,166 STAPLES INC COM 855030102 11,352 448,355 SH SOLE 0 448,355 STARBUCKS CORP COM 855244109 12,182 321,680 SH SOLE 0 321,680 STARTEK INC COM 85569C107 1,748 48,100 SH SOLE 0 48,100 STARWOOD HOTEL COM 85590A203 19,946 492,490 SH SOLE 0 492,490 STATE FINL SVC CL A 856855101 583 20,600 SH SOLE 0 20,600 STATE STR CORP COM 857477103 16,416 314,908 SH SOLE 0 314,908 STATEN IS BANC COM 857550107 4,906 197,200 SH SOLE 0 197,200 STATION CASINO COM 857689103 1,802 40,800 SH SOLE 0 40,800 STEAK N SHAKE COM 857873103 1,766 91,754 SH SOLE 0 91,754 STEEL DYNAMICS COM 858119100 4,002 161,500 SH SOLE 0 161,500 STEEL TECHNOLO COM 858147101 798 41,300 SH SOLE 0 41,300 STEIN MART INC COM 858375108 2,412 175,130 SH SOLE 0 175,130 STERICYCLE INC COM 858912108 3,774 78,700 SH SOLE 0 78,700 STERIS CORP COM 859152100 9,144 354,400 SH SOLE 0 354,400 STERLING BANCS COM 858907108 1,996 149,050 SH SOLE 0 149,050 STERLING FINL COM 859319105 2,503 68,100 SH SOLE 0 68,100 STEWART & STEV COM 860342104 1,404 96,000 SH SOLE 0 96,000 STEWART ENTERP CL A 860370105 730 100,400 SH SOLE 0 100,400 STEWART INFORM COM 860372101 2,362 60,100 SH SOLE 0 60,100 STILLWATER MNG COM 86074Q102 3,780 240,779 SH SOLE 0 240,779 STONE ENERGY C COM 861642106 4,382 88,600 SH SOLE 0 88,600 STORAGE TECHNO COM 862111200 6,718 241,400 SH SOLE 0 241,400 STRAYER ED INC COM 863236105 2,094 17,900 SH SOLE 0 17,900 STRIDE RITE CO COM 863314100 1,402 132,100 SH SOLE 0 132,100 STRYKER CORP COM 863667101 16,930 191,240 SH SOLE 0 191,240 STURM RUGER & COM 864159108 1,220 90,300 SH SOLE 0 90,300 SUMMIT PPTYS I COM 866239106 675 28,300 SH SOLE 0 28,300 SUN BANCORP IN COM 86663B102 2,374 93,905 SH SOLE 0 93,905 SUN MICROSYSTE COM 866810104 14,177 3,399,676 SH SOLE 0 3,399,676 SUNGARD DATA S COM 867363103 9,895 361,120 SH SOLE 0 361,120 SUNOCO INC COM 86764P109 4,491 71,998 SH SOLE 0 71,998 SUNOPTA INC COM 8676EP108 2,442 246,900 SH SOLE 0 246,900 SUNRISE SENIOR COM 86768K106 2,434 67,900 SH SOLE 0 67,900 SUNTRUST BKS I COM 867914103 18,778 269,368 SH SOLE 0 269,368 SUPERIOR ENERG COM 868157108 1,804 179,000 SH SOLE 0 179,000 SUPERIOR INDS COM 868168105 1,772 50,000 SH SOLE 0 50,000 SUPERTEX INC COM 868532102 717 43,000 SH SOLE 0 43,000 SUPERVALU INC COM 868536103 4,540 148,648 SH SOLE 0 148,648 SUPPORTSOFT IN COM 868587106 1,724 156,550 SH SOLE 0 156,550 SURMODICS INC COM 868873100 1,169 58,700 SH SOLE 0 58,700 SUSQUEHANNA BA COM 869099101 3,433 133,700 SH SOLE 0 133,700 SWIFT ENERGY C COM 870738101 1,736 92,100 SH SOLE 0 92,100 SWIFT TRANSN C COM 870756103 2,706 156,480 SH SOLE 0 156,480 SWS GROUP INC COM 78503N107 1,031 57,567 SH SOLE 0 57,567 SYBASE INC COM 871130100 3,799 181,000 SH SOLE 0 181,000 SYBRON DENTAL COM 871142105 3,513 128,900 SH SOLE 0 128,900 SYLVAN LEARNIN COM 871399101 5,672 161,550 SH SOLE 0 161,550 SYMANTEC CORP COM 871503108 45,633 985,600 SH SOLE 0 985,600 SYMBION INC DE COM 871507109 1,385 76,300 SH SOLE 0 76,300 SYMBOL TECHNOL COM 871508107 3,060 221,750 SH SOLE 0 221,750 SYMMETRICOM IN COM 871543104 238 26,500 SH SOLE 0 26,500 SYNOPSYS INC COM 871607107 9,551 332,428 SH SOLE 0 332,428 SYNOVIS LIFE T COM 87162G105 1,192 83,500 SH SOLE 0 83,500 SYNOVUS FINL C COM 87161C105 6,167 252,242 SH SOLE 0 252,242 SYSCO CORP COM 871829107 21,031 538,560 SH SOLE 0 538,560 TAIWAN SEMICON ADR 874039100 10,387 994,896 SH SOLE 0 994,896 TAKE-TWO INTER COM 874054109 5,504 149,600 SH SOLE 0 149,600 TALBOTS INC COM 874161102 821 22,950 SH SOLE 0 22,950 TALISMAN ENERG COM 87425E103 389 6,600 SH SOLE 0 6,600 TALX CORP COM 874918105 1,005 45,800 SH SOLE 0 45,800 TARGET CORP COM 87612E106 61,768 1,371,412 SH SOLE 0 1,371,412 TARO PHARMACEU ORD M8737E108 2,691 46,400 SH SOLE 0 46,400 TAUBMAN CTRS I COM 876664103 5,459 216,900 SH SOLE 0 216,900 TAYLOR CAP GRO COM 876851106 284 12,300 SH SOLE 0 12,300 TBC CORP COM 872180104 2,150 73,200 SH SOLE 0 73,200 TCF FINL CORP COM 872275102 6,782 132,800 SH SOLE 0 132,800 TECH DATA CORP COM 878237106 5,715 139,600 SH SOLE 0 139,600 TECHNE CORP COM 878377100 5,625 137,900 SH SOLE 0 137,900 TECHNITROL INC COM 878555101 2,544 135,300 SH SOLE 0 135,300 TECO ENERGY IN COM 872375100 2,422 165,580 SH SOLE 0 165,580 TECUMSEH PRODS CL A 878895200 2,880 68,400 SH SOLE 0 68,400 TEKELEC COM 879101103 3,252 196,000 SH SOLE 0 196,000 TEKTRONIX INC COM 879131100 2,555 78,116 SH SOLE 0 78,116 TELE CELULAR S ADR 879238103 1,490 99,400 SH SOLE 0 99,400 TELE NORTE LES ADR 879246106 8,826 680,000 SH SOLE 0 680,000 TELECOMMUNICAT CL A 87929J103 1,821 252,900 SH SOLE 0 252,900 TELECOMUNICACO ADR 879287308 7,003 219,873 SH SOLE 0 219,873 TELEDYNE TECHN COM 879360105 2,416 129,200 SH SOLE 0 129,200 TELEFLEX INC COM 879369106 5,957 121,000 SH SOLE 0 121,000 TELEFONICA S A ADR 879382208 519 11,400 SH SOLE 0 11,400 TELEFONOS DE M ADR 879403780 52,224 1,495,960 SH SOLE 0 1,495,960 TELEPHONE & DA COM 879433100 7,619 107,500 SH SOLE 0 107,500 TELIK INC COM 87959M109 8,481 315,991 SH SOLE 0 315,991 TELLABS INC COM 879664100 4,430 511,588 SH SOLE 0 511,588 TEMPLE INLAND COM 879868107 3,261 51,478 SH SOLE 0 51,478 TENARIS S A ADR 88031M109 4,050 123,526 SH SOLE 0 123,526 TENET HEALTHCA COM 88033G100 5,028 450,580 SH SOLE 0 450,580 TERADYNE INC COM 880770102 5,038 211,400 SH SOLE 0 211,400 TEREX CORP NEW COM 880779103 1,815 49,100 SH SOLE 0 49,100 TESSERA TECHNO COM 88164L100 1,092 59,800 SH SOLE 0 59,800 TETRA TECH INC COM 88162G103 4,932 229,806 SH SOLE 0 229,806 TETRA TECHNOLO COM 88162F105 3,687 141,105 SH SOLE 0 141,105 TEVA PHARMACEU ADR 881624209 9,189 145,000 SH SOLE 0 145,000 TEXAS INDS INC COM 882491103 2,563 70,900 SH SOLE 0 70,900 TEXAS INSTRS I COM 882508104 63,627 2,177,511 SH SOLE 0 2,177,511 TEXAS REGL BAN CL A 882673106 2,047 48,100 SH SOLE 0 48,100 TEXTRON INC COM 883203101 7,036 132,383 SH SOLE 0 132,383 THERAGENICS CO COM 883375107 541 100,500 SH SOLE 0 100,500 THERMO ELECTRO COM 883556102 4,491 158,805 SH SOLE 0 158,805 THERMOGENESIS COM 883623209 1,610 407,700 SH SOLE 0 407,700 THOMAS & BETTS COM 884315102 1,132 51,871 SH SOLE 0 51,871 THOMAS INDS IN COM 884425109 1,824 57,900 SH SOLE 0 57,900 THOR INDS INC COM 885160101 14,222 529,500 SH SOLE 0 529,500 THQ INC COM 872443403 6,253 309,100 SH SOLE 0 309,100 THREE FIVE SYS COM 88554L108 1,075 164,149 SH SOLE 0 164,149 TIDEWATER INC COM 886423102 3,190 113,400 SH SOLE 0 113,400 TIERONE CORP COM 88650R108 361 15,400 SH SOLE 0 15,400 TIFFANY & CO N COM 886547108 4,638 121,520 SH SOLE 0 121,520 TIMBERLAND CO CL A 887100105 5,962 100,280 SH SOLE 0 100,280 TIME WARNER IN COM 887317105 73,606 4,365,739 SH SOLE 0 4,365,739 TIMKEN CO COM 887389104 8,793 378,500 SH SOLE 0 378,500 TITAN CORP COM 888266103 3,087 152,900 SH SOLE 0 152,900 TIVO INC COM 888706108 1,180 132,700 SH SOLE 0 132,700 TJX COS INC NE COM 872540109 10,407 423,724 SH SOLE 0 423,724 TOLL BROTHERS COM 889478103 6,946 152,900 SH SOLE 0 152,900 TOLLGRADE COMM COM 889542106 729 45,700 SH SOLE 0 45,700 TOO INC COM 890333107 3,241 154,700 SH SOLE 0 154,700 TOOTSIE ROLL I COM 890516107 3,632 99,343 SH SOLE 0 99,343 TORCHMARK CORP COM 891027104 5,872 109,167 SH SOLE 0 109,167 TORO CO COM 891092108 5,078 81,900 SH SOLE 0 81,900 TORTOISE ENERG COM 89147L100 1,961 78,300 SH SOLE 0 78,300 TOTAL SYS SVCS COM 891906109 497 23,600 SH SOLE 0 23,600 TOWER AUTOMOTI COM 891707101 953 189,000 SH SOLE 0 189,000 TOYOTA MOTOR C ADR 892331307 477 6,400 SH SOLE 0 6,400 TOYS R US INC COM 892335100 3,326 198,000 SH SOLE 0 198,000 TRACTOR SUPPLY COM 892356106 5,572 143,900 SH SOLE 0 143,900 TRADESTATION G COM 89267P105 750 112,000 SH SOLE 0 112,000 TRANSACTION SY CL A 893416107 2,923 126,300 SH SOLE 0 126,300 TRANSMETA CORP COM 89376R109 1,352 341,400 SH SOLE 0 341,400 TRANSOCEAN INC ORD G90078109 8,957 321,159 SH SOLE 0 321,159 TRAVELERS PPTY CL A 89420G109 1,514 88,300 SH SOLE 0 88,300 TRAVELERS PPTY CL B 89420G406 18,083 1,047,086 SH SOLE 0 1,047,086 TREDEGAR CORP COM 894650100 1,877 128,300 SH SOLE 0 128,300 TREX INC COM 89531P105 351 10,300 SH SOLE 0 10,300 TRIAD GTY INC COM 895925105 802 15,200 SH SOLE 0 15,200 TRIAD HOSPITAL COM 89579K109 7,585 246,118 SH SOLE 0 246,118 TRIARC COS INC CL A 895927101 418 38,200 SH SOLE 0 38,200 TRIARC COS INC CL B 895927309 3,017 275,300 SH SOLE 0 275,300 TRIBUNE CO NEW COM 896047107 15,948 316,178 SH SOLE 0 316,178 TRICO BANCSHAR COM 896095106 351 9,400 SH SOLE 0 9,400 TRIMBLE NAVIGA COM 896239100 5,075 220,850 SH SOLE 0 220,850 TRINITY INDS I COM 896522109 16,574 596,200 SH SOLE 0 596,200 TRIQUINT SEMIC COM 89674K103 1,834 251,200 SH SOLE 0 251,200 TRIUMPH GROUP COM 896818101 1,762 53,300 SH SOLE 0 53,300 TRIZEC PROPERT COM 89687P107 218 12,700 SH SOLE 0 12,700 TRIZETTO GROUP COM 896882107 405 52,300 SH SOLE 0 52,300 TRUSTCO BK COR COM 898349105 3,985 296,039 SH SOLE 0 296,039 TTM TECHNOLOGI COM 87305R109 2,270 181,900 SH SOLE 0 181,900 TUESDAY MORNIN COM 899035505 704 20,420 SH SOLE 0 20,420 TUMBLEWEED COM COM 899690101 1,322 188,620 SH SOLE 0 188,620 TUPPERWARE COR COM 899896104 2,761 155,043 SH SOLE 0 155,043 TXU CORP COM 873168108 9,135 318,727 SH SOLE 0 318,727 TYCO INTL LTD COM 902124106 54,565 1,904,555 SH SOLE 0 1,904,555 TYSON FOODS IN CL A 902494103 12,087 669,654 SH SOLE 0 669,654 U S I HLDGS COM 90333H101 2,208 148,390 SH SOLE 0 148,390 UCBH HOLDINGS COM 90262T308 10,034 250,600 SH SOLE 0 250,600 UGI CORP NEW COM 902681105 5,582 169,550 SH SOLE 0 169,550 UICI COM 902737105 2,294 155,400 SH SOLE 0 155,400 UIL HLDG CORP COM 902748102 2,346 48,700 SH SOLE 0 48,700 ULTIMATE ELECT COM 903849107 323 49,500 SH SOLE 0 49,500 ULTIMATE SOFTW COM 90385D107 1,061 78,000 SH SOLE 0 78,000 ULTRA PETROLEU COM 903914109 912 30,400 SH SOLE 0 30,400 ULTRALIFE BATT COM 903899102 275 12,900 SH SOLE 0 12,900 ULTRAPAR PARTI ADR 90400P101 472 39,800 SH SOLE 0 39,800 ULTRATECH INC COM 904034105 1,842 78,700 SH SOLE 0 78,700 UMB FINL CORP COM 902788108 1,896 37,400 SH SOLE 0 37,400 UMPQUA HLDGS C COM 904214103 2,384 118,100 SH SOLE 0 118,100 UNIBANCO-UNIAO GDR 90458E107 1,923 78,580 SH SOLE 0 78,580 UNIFIRST CORP COM 904708104 309 11,200 SH SOLE 0 11,200 UNION PAC CORP COM 907818108 14,827 247,868 SH SOLE 0 247,868 UNION PLANTERS COM 908068109 688 23,040 SH SOLE 0 23,040 UNISOURCE ENER COM 909205106 3,882 158,000 SH SOLE 0 158,000 UNISYS CORP COM 909214108 3,771 264,085 SH SOLE 0 264,085 UNIT CORP COM 909218109 4,733 172,600 SH SOLE 0 172,600 UNITED BANKSHA COM 909907107 5,722 187,600 SH SOLE 0 187,600 UNITED DOMINIO COM 910197102 4,654 237,200 SH SOLE 0 237,200 UNITED MICROEL ADR 910873207 12,247 2,355,266 SH SOLE 0 2,355,266 UNITED NAT FOO COM 911163103 3,986 82,400 SH SOLE 0 82,400 UNITED NATL GR CL A 91103X102 685 40,400 SH SOLE 0 40,400 UNITED ONLINE COM 911268100 1,163 69,150 SH SOLE 0 69,150 UNITED PARCEL CL B 911312106 66,115 946,660 SH SOLE 0 946,660 UNITED RENTALS COM 911363109 2,561 144,100 SH SOLE 0 144,100 UNITED STATES COM 912909108 4,246 113,914 SH SOLE 0 113,914 UNITED STATION COM 913004107 4,770 113,300 SH SOLE 0 113,300 UNITED SURGICA COM 913016309 3,120 92,000 SH SOLE 0 92,000 UNITED TECHNOL COM 913017109 61,982 718,215 SH SOLE 0 718,215 UNITEDGLOBALCO CL A 913247508 6,685 787,452 SH SOLE 0 787,452 UNITEDHEALTH G COM 91324P102 81,933 1,271,460 SH SOLE 0 1,271,460 UNITRIN INC COM 913275103 5,448 127,000 SH SOLE 0 127,000 UNIVERSAL AMER COM 913377107 643 53,600 SH SOLE 0 53,600 UNIVERSAL COMP COM 913431102 813 24,700 SH SOLE 0 24,700 UNIVERSAL CORP COM 913456109 2,383 46,900 SH SOLE 0 46,900 UNIVERSAL DISP COM 91347P105 1,087 84,700 SH SOLE 0 84,700 UNIVERSAL ELEC COM 913483103 1,650 125,000 SH SOLE 0 125,000 UNIVERSAL FST COM 913543104 1,836 59,800 SH SOLE 0 59,800 UNIVERSAL HLTH CL B 913903100 5,925 128,600 SH SOLE 0 128,600 UNIVISION COMM CL A 914906102 10,068 305,000 SH SOLE 0 305,000 UNOCAL CORP COM 915289102 9,612 257,837 SH SOLE 0 257,837 UNUMPROVIDENT COM 91529Y106 4,865 332,565 SH SOLE 0 332,565 URBAN OUTFITTE COM 917047102 6,392 133,000 SH SOLE 0 133,000 URS CORP NEW COM 903236107 3,246 112,788 SH SOLE 0 112,788 US BANCORP DEL COM 902973304 51,220 1,852,439 SH SOLE 0 1,852,439 US ONCOLOGY IN COM 90338W103 4,178 282,500 SH SOLE 0 282,500 USEC INC COM 90333E108 1,440 170,400 SH SOLE 0 170,400 USF CORP COM 91729Q101 3,160 92,100 SH SOLE 0 92,100 UST INC COM 902911106 5,042 139,680 SH SOLE 0 139,680 UTI WORLDWIDE ORD G87210103 1,977 44,200 SH SOLE 0 44,200 UTSTARCOM INC COM 918076100 911 31,700 SH SOLE 0 31,700 V F CORP COM 918204108 4,883 104,564 SH SOLE 0 104,564 VALASSIS COMMU COM 918866104 2,961 97,400 SH SOLE 0 97,400 VALEANT PHARMA COM 91911X104 3,711 155,450 SH SOLE 0 155,450 VALERO ENERGY COM 91913Y100 17,478 291,500 SH SOLE 0 291,500 VALMONT INDS I COM 920253101 1,594 79,800 SH SOLE 0 79,800 VALSPAR CORP COM 920355104 4,677 95,000 SH SOLE 0 95,000 VALUECLICK INC COM 92046N102 3,631 336,200 SH SOLE 0 336,200 VARCO INTL INC COM 922122106 4,334 240,671 SH SOLE 0 240,671 VARIAN INC COM 922206107 3,495 87,000 SH SOLE 0 87,000 VARIAN MED SYS COM 92220P105 11,255 130,400 SH SOLE 0 130,400 VARIAN SEMICON COM 922207105 9,835 234,400 SH SOLE 0 234,400 VAXGEN INC COM 922390208 2,401 211,700 SH SOLE 0 211,700 VCA ANTECH INC COM 918194101 3,975 111,550 SH SOLE 0 111,550 VECTREN CORP COM 92240G101 3,500 141,866 SH SOLE 0 141,866 VEECO INSTRS I COM 922417100 5,157 183,800 SH SOLE 0 183,800 VENTANA MED SY COM 92276H106 668 16,300 SH SOLE 0 16,300 VENTAS INC COM 92276F100 3,877 141,100 SH SOLE 0 141,100 VERISIGN INC COM 92343E102 4,233 255,179 SH SOLE 0 255,179 VERITAS DGC IN COM 92343P107 3,409 164,700 SH SOLE 0 164,700 VERITAS SOFTWA COM 923436109 10,707 397,873 SH SOLE 0 397,873 VERITY INC COM 92343C106 1,736 127,000 SH SOLE 0 127,000 VERIZON COMMUN COM 92343V104 97,004 2,654,721 SH SOLE 0 2,654,721 VERTEX PHARMAC CONV 92532FAD2 1,848 1,945,000 SH SOLE 0 1,945,000 VERTEX PHARMAC COM 92532F100 1,701 180,600 SH SOLE 0 180,600 VIACOM INC CL B 925524308 89,124 2,273,003 SH SOLE 0 2,273,003 VIAD CORP COM 92552R109 3,995 165,300 SH SOLE 0 165,300 VIASAT INC COM 92552V100 3,145 126,400 SH SOLE 0 126,400 VIASYS HEALTHC COM 92553Q209 2,796 123,600 SH SOLE 0 123,600 VICOR CORP COM 925815102 1,724 140,500 SH SOLE 0 140,500 VICURON PHARMA COM 926471103 1,413 62,100 SH SOLE 0 62,100 VINTAGE PETE I COM 927460105 3,162 215,700 SH SOLE 0 215,700 VIRAGE LOGIC C COM 92763R104 462 50,000 SH SOLE 0 50,000 VISHAY INTERTE COM 928298108 7,735 362,466 SH SOLE 0 362,466 VISTACARE INC CL A 92839Y109 606 22,400 SH SOLE 0 22,400 VISTEON CORP COM 92839U107 4,043 422,466 SH SOLE 0 422,466 VISX INC DEL COM 92844S105 4,289 219,700 SH SOLE 0 219,700 VITAL SIGNS IN COM 928469105 1,459 43,400 SH SOLE 0 43,400 VOLT INFORMATI COM 928703107 1,251 51,200 SH SOLE 0 51,200 VORNADO RLTY T COM 929042109 6,121 101,200 SH SOLE 0 101,200 VULCAN MATLS C COM 929160109 4,611 97,200 SH SOLE 0 97,200 W HLDG CO INC COM 929251106 1,087 58,140 SH SOLE 0 58,140 WABASH NATL CO COM 929566107 5,024 212,900 SH SOLE 0 212,900 WACHOVIA CORP COM 929903102 59,625 1,268,615 SH SOLE 0 1,268,615 WADDELL & REED CL A 930059100 3,781 154,200 SH SOLE 0 154,200 WAL MART STORE COM 931142103 254,873 4,269,938 SH SOLE 0 4,269,938 WALGREEN CO COM 931422109 43,041 1,306,254 SH SOLE 0 1,306,254 WASHINGTON FED COM 938824109 3,747 146,750 SH SOLE 0 146,750 WASHINGTON GRO COM 938862208 5,209 142,120 SH SOLE 0 142,120 WASHINGTON MUT COM 939322103 37,429 876,362 SH SOLE 0 876,362 WASHINGTON POS CL B 939640108 17,069 19,300 SH SOLE 0 19,300 WASTE CONNECTI COM 941053100 8,040 202,000 SH SOLE 0 202,000 WASTE MGMT INC COM 94106L109 16,518 547,309 SH SOLE 0 547,309 WATERS CORP COM 941848103 6,057 148,300 SH SOLE 0 148,300 WATSCO INC COM 942622200 2,535 87,400 SH SOLE 0 87,400 WATSON PHARMAC COM 942683103 4,893 114,340 SH SOLE 0 114,340 WATSON WYATT & CL A 942712100 4,382 173,600 SH SOLE 0 173,600 WATTS WATER TE CL A 942749102 2,486 106,300 SH SOLE 0 106,300 WAUSAU-MOSINEE COM 943315101 2,438 173,000 SH SOLE 0 173,000 WAYPOINT FINL COM 946756103 3,031 113,010 SH SOLE 0 113,010 WCI CMNTYS INC COM 92923C104 586 23,400 SH SOLE 0 23,400 WD-40 CO COM 929236107 1,999 57,100 SH SOLE 0 57,100 WEATHERFORD IN COM G95089101 10,463 248,930 SH SOLE 0 248,930 WEBEX COMMUNIC COM 94767L109 4,382 147,400 SH SOLE 0 147,400 WEBSENSE INC COM 947684106 2,224 75,100 SH SOLE 0 75,100 WEBSTER FINL C COM 947890109 5,462 107,716 SH SOLE 0 107,716 WELLMAN INC COM 949702104 893 107,000 SH SOLE 0 107,000 WELLPOINT HEAL COM 94973H108 43,018 378,280 SH SOLE 0 378,280 WELLS FARGO & COM 949746101 92,374 1,630,035 SH SOLE 0 1,630,035 WELLSFORD REAL COM 950240200 1,273 69,850 SH SOLE 0 69,850 WENDYS INTL IN COM 950590109 4,423 108,691 SH SOLE 0 108,691 WERNER ENTERPR COM 950755108 2,820 148,800 SH SOLE 0 148,800 WESCO INTL INC COM 95082P105 2,451 164,500 SH SOLE 0 164,500 WEST CORP COM 952355105 1,373 54,900 SH SOLE 0 54,900 WEST MARINE IN COM 954235107 1,930 60,600 SH SOLE 0 60,600 WESTAMERICA BA COM 957090103 3,083 61,100 SH SOLE 0 61,100 WESTAR ENERGY COM 95709T100 7,296 348,100 SH SOLE 0 348,100 WESTCORP INC COM 957907108 1,331 30,200 SH SOLE 0 30,200 WESTERN DIGITA COM 958102105 2,422 215,710 SH SOLE 0 215,710 WESTERN GAS RE COM 958259103 3,259 64,100 SH SOLE 0 64,100 WESTPORT RES C COM 961418100 1,950 59,100 SH SOLE 0 59,100 WESTWOOD ONE I COM 961815107 5,507 187,000 SH SOLE 0 187,000 WET SEAL INC CL A 961840105 1,990 241,200 SH SOLE 0 241,200 WEYERHAEUSER C COM 962166104 13,799 210,675 SH SOLE 0 210,675 WGL HLDGS INC COM 92924F106 3,392 112,700 SH SOLE 0 112,700 W-H ENERGY SVC COM 92925E108 1,325 91,600 SH SOLE 0 91,600 WHIRLPOOL CORP COM 963320106 3,865 56,118 SH SOLE 0 56,118 WHITING PETE C COM 966387102 3,208 135,990 SH SOLE 0 135,990 WHITNEY HLDG C COM 966612103 5,660 135,600 SH SOLE 0 135,600 WHOLE FOODS MK COM 966837106 8,544 114,000 SH SOLE 0 114,000 WILD OATS MARK COM 96808B107 1,376 116,300 SH SOLE 0 116,300 WILLIAMS COS I COM 969457100 4,664 487,366 SH SOLE 0 487,366 WILLIAMS SONOM COM 969904101 9,068 265,150 SH SOLE 0 265,150 WILMINGTON TRU COM 971807102 4,611 123,400 SH SOLE 0 123,400 WILSON GREATBA COM 972232102 3,428 94,500 SH SOLE 0 94,500 WIND RIVER SYS COM 973149107 1,664 150,291 SH SOLE 0 150,291 WINN DIXIE STO COM 974280109 998 131,307 SH SOLE 0 131,307 WINNEBAGO INDS COM 974637100 4,121 132,200 SH SOLE 0 132,200 WINSTON HOTELS COM 97563A102 351 33,300 SH SOLE 0 33,300 WINTRUST FINAN COM 97650W108 4,581 94,200 SH SOLE 0 94,200 WIRELESS FACIL COM 97653A103 1,747 158,700 SH SOLE 0 158,700 WISCONSIN ENER COM 976657106 7,131 221,800 SH SOLE 0 221,800 WMS INDS INC COM 929297109 4,442 143,300 SH SOLE 0 143,300 WOLVERINE TUBE COM 978093102 347 41,300 SH SOLE 0 41,300 WOLVERINE WORL COM 978097103 5,500 227,925 SH SOLE 0 227,925 WOODWARD GOVER COM 980745103 2,390 37,500 SH SOLE 0 37,500 WORLD WRESTLIN CL A 98156Q108 272 18,800 SH SOLE 0 18,800 WORTHINGTON IN COM 981811102 2,992 156,086 SH SOLE 0 156,086 WPS RESOURCES COM 92931B106 3,246 67,900 SH SOLE 0 67,900 WRIGLEY WM JR COM 982526105 11,059 187,052 SH SOLE 0 187,052 WYETH COM 983024100 67,199 1,789,598 SH SOLE 0 1,789,598 WYNN RESORTS L COM 983134107 284 8,100 SH SOLE 0 8,100 XCEL ENERGY IN COM 98389B100 6,751 379,085 SH SOLE 0 379,085 XEROX CORP COM 984121103 11,354 779,256 SH SOLE 0 779,256 XILINX INC COM 983919101 12,393 328,210 SH SOLE 0 328,210 XL CAP LTD CL A G98255105 9,788 128,720 SH SOLE 0 128,720 XM SATELLITE R CL A 983759101 1,670 59,800 SH SOLE 0 59,800 X-RITE INC COM 983857103 1,034 69,100 SH SOLE 0 69,100 XTO ENERGY INC COM 98385X106 12,307 487,591 SH SOLE 0 487,591 YAHOO INC COM 984332106 52,090 1,074,680 SH SOLE 0 1,074,680 YANKEE CANDLE COM 984757104 4,334 157,150 SH SOLE 0 157,150 YARDVILLE NATL COM 985021104 1,218 49,300 SH SOLE 0 49,300 YELLOW ROADWAY COM 985577105 9,156 271,699 SH SOLE 0 271,699 YORK INTL CORP COM 986670107 6,105 155,300 SH SOLE 0 155,300 YUM BRANDS INC COM 988498101 9,406 247,588 SH SOLE 0 247,588 ZALE CORP NEW COM 988858106 27,070 439,800 SH SOLE 0 439,800 ZEBRA TECHNOLO CL A 989207105 6,167 88,900 SH SOLE 0 88,900 ZENITH NATL IN COM 989390109 2,481 63,300 SH SOLE 0 63,300 ZILOG INC COM 989524301 744 58,950 SH SOLE 0 58,950 ZIMMER HLDGS I COM 98956P102 15,357 208,140 SH SOLE 0 208,140 ZIONS BANCORPO COM 989701107 5,546 97,120 SH SOLE 0 97,120 ZIX CORP COM 98974P100 1,368 93,800 SH SOLE 0 93,800 ZOLL MED CORP COM 989922109 2,990 75,200 SH SOLE 0 75,200 ZORAN CORP COM 98975F101 3,293 189,800 SH SOLE 0 189,800
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