-----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, GrXRnqpIbyK8uu6Rhgh1AO8IcaAkixunfJKnX6Kmq0MK9ToOT7QLGygp4Uk6KnDD Nh0kwTiYP3VhyDd3b2as8A== 0001083190-04-000005.txt : 20040210 0001083190-04-000005.hdr.sgml : 20040210 20040210130608 ACCESSION NUMBER: 0001083190-04-000005 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20031231 FILED AS OF DATE: 20040210 EFFECTIVENESS DATE: 20040210 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: 04580929 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 q42003.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: December 31, 2003 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 February 10, 2004 Report Type (Check only one.): [X] 13F HOLDINGS REPORT [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: N/A FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 2,117 Form 13F Information Table Value Total: $18,110,106 (in 000s) List of Other Included Managers: N/A AS OF DECEMBER 31, 2003 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 1,736 157,000 SH SOLE 0 157,000 3COM CORP COM 885535104 6,449 789,339 SH SOLE 0 789,339 3M CO COM 88579Y101 57,271 673,534 SH SOLE 0 673,534 4 KIDS ENTMT I COM 350865101 2,167 83,300 SH SOLE 0 83,300 7-ELEVEN INC COM 817826209 762 47,500 SH SOLE 0 47,500 99 CENTS ONLY COM 65440K106 4,154 152,566 SH SOLE 0 152,566 A C MOORE ARTS COM 00086T103 4,505 233,900 SH SOLE 0 233,900 A D C TELECOMM COM 000886101 3,417 1,150,490 SH SOLE 0 1,150,490 AAR CORP COM 000361105 1,812 121,200 SH SOLE 0 121,200 AARON RENTS IN COM 002535201 3,595 178,600 SH SOLE 0 178,600 ABAXIS INC COM 002567105 2,024 111,900 SH SOLE 0 111,900 ABBOTT LABS COM 002824100 60,765 1,303,964 SH SOLE 0 1,303,964 ABERCROMBIE & CL A 002896207 5,634 228,000 SH SOLE 0 228,000 ABGENIX INC COM 00339B107 1,732 140,210 SH SOLE 0 140,210 ABLE LABORATOR COM 00371N407 448 24,800 SH SOLE 0 24,800 ABM INDS INC COM 000957100 3,273 188,000 SH SOLE 0 188,000 ACADIA RLTY TR COM 004239109 1,014 81,100 SH SOLE 0 81,100 ACCREDO HEALTH COM 00437V104 5,760 182,225 SH SOLE 0 182,225 ACE COMM CORP COM 004404109 1,247 502,965 SH SOLE 0 502,965 ACE LTD COM G0070K103 10,800 260,740 SH SOLE 0 260,740 ACETO CORP COM 004446100 770 30,131 SH SOLE 0 30,131 ACTEL CORP COM 004934105 3,173 131,700 SH SOLE 0 131,700 ACTION PERFORM COM 004933107 1,335 68,100 SH SOLE 0 68,100 ACTIVISION INC COM 004930202 3,417 187,650 SH SOLE 0 187,650 ACTUANT CORP CL A 00508X203 1,119 30,900 SH SOLE 0 30,900 ACUITY BRANDS COM 00508Y102 4,100 158,900 SH SOLE 0 158,900 ACXIOM CORP COM 005125109 3,346 179,600 SH SOLE 0 179,600 ADAPTEC INC COM 00651F108 3,661 414,100 SH SOLE 0 414,100 ADMINISTAFF IN COM 007094105 1,762 101,400 SH SOLE 0 101,400 ADOBE SYS INC COM 00724F101 7,537 192,864 SH SOLE 0 192,864 ADOLOR CORP COM 00724X102 1,516 75,850 SH SOLE 0 75,850 ADTRAN INC COM 00738A106 5,206 167,400 SH SOLE 0 167,400 ADVANCED AUTO COM 00751Y106 952 11,700 SH SOLE 0 11,700 ADVANCED DIGIT COM 007525108 2,132 152,300 SH SOLE 0 152,300 ADVANCED ENERG COM 007973100 5,259 201,900 SH SOLE 0 201,900 ADVANCED FIBRE COM 00754A105 3,786 187,900 SH SOLE 0 187,900 ADVANCED MARKE COM 00753T105 827 72,500 SH SOLE 0 72,500 ADVANCED MEDIC COM 00763M108 4,769 242,700 SH SOLE 0 242,700 ADVANCED MICRO COM 007903107 5,146 345,374 SH SOLE 0 345,374 ADVANCED NEURO COM 00757T101 1,092 23,750 SH SOLE 0 23,750 ADVANCED SEMIC S ADR 00756M404 68 13,500 SH SOLE 0 13,500 ADVANCEPCS COM 00790K109 11,250 213,100 SH SOLE 0 213,100 ADVENT SOFTWAR COM 007974108 1,210 69,400 SH SOLE 0 69,400 ADVISORY BRD C COM 00762W107 1,212 34,800 SH SOLE 0 34,800 ADVO INC COM 007585102 5,884 185,250 SH SOLE 0 185,250 AEROFLEX INC COM 007768104 7,978 681,320 SH SOLE 0 681,320 AEROPOSTALE COM 007865108 1,749 63,800 SH SOLE 0 63,800 AES CORP COM 00130H105 5,270 558,277 SH SOLE 0 558,277 AETNA INC NEW COM 00817Y108 9,850 145,749 SH SOLE 0 145,749 AFFILIATED COM CL A 008190100 16,785 308,200 SH SOLE 0 308,200 AFFILIATED MAN COM 008252108 9,031 129,770 SH SOLE 0 129,770 AFFYMETRIX INC COM 00826T108 437 17,770 SH SOLE 0 17,770 AFLAC INC COM 001055102 17,706 489,380 SH SOLE 0 489,380 AFTERMARKET TE COM 008318107 1,347 98,200 SH SOLE 0 98,200 AGCO CORP COM 001084102 3,214 159,600 SH SOLE 0 159,600 AGILE SOFTWARE COM 00846X105 3,828 385,840 SH SOLE 0 385,840 AGILENT TECHNO COM 00846U101 11,432 390,971 SH SOLE 0 390,971 AGILYSYS INC COM 00847J105 1,363 122,200 SH SOLE 0 122,200 AGL RES INC COM 001204106 3,958 136,000 SH SOLE 0 136,000 AGRIUM INC COM 008916108 645 39,200 SH SOLE 0 39,200 AIR PRODS & CH COM 009158106 11,752 222,452 SH SOLE 0 222,452 AIRGAS INC COM 009363102 6,289 292,800 SH SOLE 0 292,800 AIRTRAN HLDGS COM 00949P108 864 72,600 SH SOLE 0 72,600 ALARIS MEDICAL COM 011637105 732 48,100 SH SOLE 0 48,100 ALASKA AIR GRO COM 011659109 1,542 56,500 SH SOLE 0 56,500 ALBANY INTL CO CL A 012348108 7,278 214,700 SH SOLE 0 214,700 ALBEMARLE CORP COM 012653101 3,923 130,900 SH SOLE 0 130,900 ALBERTO CULVER CONV 013068101 5,624 89,160 SH SOLE 0 89,160 ALBERTSONS INC COM 013104104 8,008 353,549 SH SOLE 0 353,549 ALCOA INC COM 013817101 32,896 865,674 SH SOLE 0 865,674 ALEXANDER & BA COM 014482103 2,987 88,500 SH SOLE 0 88,500 ALKERMES INC COM 01642T108 3,280 242,970 SH SOLE 0 242,970 ALLEGHENY ENER COM 017361106 1,515 118,740 SH SOLE 0 118,740 ALLEGHENY TECH COM 01741R102 984 74,455 SH SOLE 0 74,455 ALLERGAN INC COM 018490102 8,324 108,368 SH SOLE 0 108,368 ALLETE INC COM 018522102 5,627 183,900 SH SOLE 0 183,900 ALLIANCE CAP M PART 01855A101 743 22,000 SH SOLE 0 22,000 ALLIANCE DATA COM 018581108 1,611 58,200 SH SOLE 0 58,200 ALLIANCE GAMIN COM 01859P609 2,048 83,100 SH SOLE 0 83,100 ALLIANCE SEMIC COM 01877H100 951 133,700 SH SOLE 0 133,700 ALLIANT ENERGY COM 018802108 5,834 234,285 SH SOLE 0 234,285 ALLIANT TECHSY COM 018804104 10,655 184,462 SH SOLE 0 184,462 ALLIED WASTE I COM 019589308 3,743 269,660 SH SOLE 0 269,660 ALLMERICA FINL COM 019754100 3,452 112,200 SH SOLE 0 112,200 ALLSTATE CORP COM 020002101 28,914 672,100 SH SOLE 0 672,100 ALLTEL CORP COM 020039103 13,855 297,444 SH SOLE 0 297,444 ALPHARMA INC CL A 020813101 5,310 264,200 SH SOLE 0 264,200 ALTERA CORP COM 021441100 8,309 366,840 SH SOLE 0 366,840 ALTIRIS INC COM 02148M100 3,218 88,200 SH SOLE 0 88,200 ALTRIA GROUP I COM 02209S103 91,555 1,682,383 SH SOLE 0 1,682,383 AMAZON COM INC COM 023135106 2,947 56,000 SH SOLE 0 56,000 AMB PROPERTY C COM 00163T109 11,975 364,200 SH SOLE 0 364,200 AMBAC FINL GRO COM 023139108 6,949 100,140 SH SOLE 0 100,140 AMCORE FINL IN COM 023912108 3,940 145,290 SH SOLE 0 145,290 AMDOCS LTD ORD G02602103 1,523 67,770 SH SOLE 0 67,770 AMERADA HESS C COM 023551104 4,476 84,190 SH SOLE 0 84,190 AMEREN CORP COM 023608102 6,952 151,133 SH SOLE 0 151,133 AMERICA MOVIL S ADR 02364W105 5,927 216,800 SH SOLE 0 216,800 AMERICA WEST H CL B 023657208 755 60,850 SH SOLE 0 60,850 AMERICAN CAPIT COM 024937104 2,063 69,400 SH SOLE 0 69,400 AMERICAN EAGLE COM 02553E106 6,448 393,150 SH SOLE 0 393,150 AMERICAN ELEC COM 025537101 11,512 377,317 SH SOLE 0 377,317 AMERICAN EXPRE COM 025816109 76,019 1,576,180 SH SOLE 0 1,576,180 AMERICAN FINL COM 025932104 4,088 154,500 SH SOLE 0 154,500 AMERICAN FINL COM 02607P305 3,775 221,400 SH SOLE 0 221,400 AMERICAN GREET CL A 026375105 14,502 663,089 SH SOLE 0 663,089 AMERICAN HEALT COM 02649V104 2,898 121,400 SH SOLE 0 121,400 AMERICAN HOME COM 02660R107 1,164 51,700 SH SOLE 0 51,700 AMERICAN INTL COM 026874107 197,400 2,978,273 SH SOLE 0 2,978,273 AMERICAN ITALI CL A 027070101 2,853 68,100 SH SOLE 0 68,100 AMERICAN MED S COM 02744M108 2,745 125,800 SH SOLE 0 125,800 AMERICAN MGMT COM 027352103 2,432 161,300 SH SOLE 0 161,300 AMERICAN PHARM COM 02886P109 1,124 33,450 SH SOLE 0 33,450 AMERICAN PWR C COM 029066107 5,058 206,460 SH SOLE 0 206,460 AMERICAN STD C COM 029712106 6,255 62,120 SH SOLE 0 62,120 AMERICAN STS W COM 029899101 2,929 117,146 SH SOLE 0 117,146 AMERICAN TOWER CL A 029912201 3,268 301,990 SH SOLE 0 301,990 AMERICREDIT CO COM 03060R101 5,276 331,200 SH SOLE 0 331,200 AMERIGROUP COR COM 03073T102 4,638 108,740 SH SOLE 0 108,740 AMERISOURCEBER COM 03073E105 5,876 104,640 SH SOLE 0 104,640 AMERISTAR CASI COM 03070Q101 2,467 100,800 SH SOLE 0 100,800 AMERUS GROUP C COM 03072M108 2,899 82,900 SH SOLE 0 82,900 AMETEK INC NEW COM 031100100 3,779 78,300 SH SOLE 0 78,300 AMGEN INC COM 031162100 119,592 1,935,460 SH SOLE 0 1,935,460 AMIS HLDGS INC COM 031538101 865 47,300 SH SOLE 0 47,300 AMKOR TECHNOLO COM 031652100 4,676 257,800 SH SOLE 0 257,800 AMLI RESIDENTI REIT 001735109 303 11,300 SH SOLE 0 11,300 AMN HEALTHCARE COM 001744101 414 24,155 SH SOLE 0 24,155 AMPHENOL CORP CL A 032095101 2,826 44,200 SH SOLE 0 44,200 AMR CORP COM 001765106 2,299 177,560 SH SOLE 0 177,560 AMSOUTH BANCOR COM 032165102 8,482 346,198 SH SOLE 0 346,198 AMSURG CORP COM 03232P405 4,220 111,210 SH SOLE 0 111,210 ANADARKO PETE COM 032511107 12,850 251,921 SH SOLE 0 251,921 ANALOG DEVICES COM 032654105 13,965 305,920 SH SOLE 0 305,920 ANALOGIC CORP COM 032657207 2,106 51,300 SH SOLE 0 51,300 ANCHOR BANCORP COM 032839102 2,194 88,100 SH SOLE 0 88,100 ANCHOR GLASS C COM 03304B300 1,362 85,100 SH SOLE 0 85,100 ANDREW CORP COM 034425108 2,138 184,497 SH SOLE 0 184,497 ANGELICA CORP COM 034663104 5,595 254,300 SH SOLE 0 254,300 ANGLO AMERN PL ADR 03485P102 1,563 70,650 SH SOLE 0 70,650 ANHEUSER BUSCH COM 035229103 35,743 678,498 SH SOLE 0 678,498 ANIXTER INTL I COM 035290105 4,752 183,600 SH SOLE 0 183,600 ANNTAYLOR STOR COM 036115103 8,779 225,100 SH SOLE 0 225,100 ANSYS INC COM 03662Q105 2,299 57,900 SH SOLE 0 57,900 ANTHEM INC COM 03674B104 9,935 132,460 SH SOLE 0 132,460 ANTHRACITE CAP COM 037023108 3,994 360,792 SH SOLE 0 360,792 ANWORTH MORTGA COM 037347101 1,771 127,100 SH SOLE 0 127,100 AON CORP COM 037389103 7,035 293,871 SH SOLE 0 293,871 APACHE CORP COM 037411105 13,168 162,372 SH SOLE 0 162,372 APARTMENT INVT CL A 03748R101 8,156 236,400 SH SOLE 0 236,400 APOGEE ENTERPR COM 037598109 1,188 104,700 SH SOLE 0 104,700 APOGENT TECHNO COM 03760A101 4,410 191,400 SH SOLE 0 191,400 APOLLO GROUP I CL A 037604105 9,880 145,700 SH SOLE 0 145,700 APOLLO GROUP I COM 037604204 1,613 23,400 SH SOLE 0 23,400 APPLE COMPUTER COM 037833100 7,237 338,632 SH SOLE 0 338,632 APPLEBEES INTL COM 037899101 5,122 130,200 SH SOLE 0 130,200 APPLERA CORP COM 038020103 4,150 200,408 SH SOLE 0 200,408 APPLERA CORP COM 038020202 1,263 90,800 SH SOLE 0 90,800 APPLICA INC COM 03815A106 684 90,000 SH SOLE 0 90,000 APPLIED FILMS COM 038197109 5,590 169,300 SH SOLE 0 169,300 APPLIED INDL T COM 03820C105 2,546 106,700 SH SOLE 0 106,700 APPLIED MATLS COM 038222105 41,695 1,858,076 SH SOLE 0 1,858,076 APPLIED MICRO COM 03822W109 2,984 499,820 SH SOLE 0 499,820 APRIA HEALTHCA COM 037933108 7,317 257,000 SH SOLE 0 257,000 APTARGROUP INC COM 038336103 5,386 138,100 SH SOLE 0 138,100 AQUILA INC COM 03840P102 1,400 412,950 SH SOLE 0 412,950 ARBITRON INC COM 03875Q108 4,819 115,500 SH SOLE 0 115,500 ARCH CAP GROUP COM G0450A105 2,888 72,450 SH SOLE 0 72,450 ARCH CHEMICALS COM 03937R102 2,194 85,500 SH SOLE 0 85,500 ARCH COAL INC COM 039380100 8,383 268,950 SH SOLE 0 268,950 ARCHER DANIELS COM 039483102 9,992 656,533 SH SOLE 0 656,533 ARCHSTONE SMIT COM 039583109 63,298 2,262,275 SH SOLE 0 2,262,275 ARCTIC CAT INC COM 039670104 1,952 79,900 SH SOLE 0 79,900 ARDEN RLTY INC COM 039793104 55,261 1,821,400 SH SOLE 0 1,821,400 ARGOSY GAMING COM 040228108 2,898 111,500 SH SOLE 0 111,500 ARIAD PHARMACE COM 04033A100 241 32,300 SH SOLE 0 32,300 ARKANSAS BEST COM 040790107 8,320 264,460 SH SOLE 0 264,460 ARMOR HOLDINGS COM 042260109 2,820 107,200 SH SOLE 0 107,200 ARQULE INC COM 04269E107 522 106,900 SH SOLE 0 106,900 ARRIS GROUP IN COM 04269Q100 1,948 269,000 SH SOLE 0 269,000 ARROW ELECTRS COM 042735100 15,113 653,100 SH SOLE 0 653,100 ARROW INTL INC COM 042764100 954 38,200 SH SOLE 0 38,200 ARTESYN TECHNO COM 043127109 1,256 147,400 SH SOLE 0 147,400 ARTHROCARE COR COM 043136100 1,931 78,800 SH SOLE 0 78,800 ARTISAN COMPON COM 042923102 1,923 93,800 SH SOLE 0 93,800 ARVINMERITOR I COM 043353101 5,285 219,099 SH SOLE 0 219,099 ASCENTIAL SOFT COM 04362P207 3,865 149,000 SH SOLE 0 149,000 ASE TEST LTD COM Y02516105 2,508 167,530 SH SOLE 0 167,530 ASHFORD HOSPIT COM 044103109 2,825 300,800 SH SOLE 0 300,800 ASHLAND INC COM 044204105 2,882 65,411 SH SOLE 0 65,411 ASHWORTH INC COM 04516H101 401 49,700 SH SOLE 0 49,700 ASK JEEVES INC COM 045174109 1,878 103,640 SH SOLE 0 103,640 ASML HLDG NV COM N07059111 2,885 143,890 SH SOLE 0 143,890 ASPECT COMMUNI COM 04523Q102 1,057 67,100 SH SOLE 0 67,100 ASPEN INSURANC COM G05384105 2,012 81,100 SH SOLE 0 81,100 ASSOCIATED BAN COM 045487105 6,639 155,108 SH SOLE 0 155,108 ASTEC INDS INC COM 046224101 924 75,100 SH SOLE 0 75,100 ASTORIA FINL C COM 046265104 6,250 168,000 SH SOLE 0 168,000 ASYST TECHNOLO COM 04648X107 2,321 134,650 SH SOLE 0 134,650 AT RD INC COM 04648K105 2,389 179,600 SH SOLE 0 179,600 AT&T CORP COM 001957505 15,219 749,707 SH SOLE 0 749,707 AT&T WIRELESS COM 00209A106 20,518 2,567,970 SH SOLE 0 2,567,970 ATHEROGENICS I COM 047439104 2,741 184,440 SH SOLE 0 184,440 ATLANTIC COAST COM 048396105 1,945 197,500 SH SOLE 0 197,500 ATMEL CORP COM 049513AE4 218 510,000 SH SOLE 0 510,000 ATMEL CORP COM 049513104 8,084 1,345,100 SH SOLE 0 1,345,100 ATMI INC COM 00207R101 5,417 233,400 SH SOLE 0 233,400 ATMOS ENERGY C COM 049560105 6,252 257,300 SH SOLE 0 257,300 ATWOOD OCEANIC COM 050095108 1,683 52,700 SH SOLE 0 52,700 AUDIOVOX CORP CL A 050757103 1,124 87,500 SH SOLE 0 87,500 AUGUST TECHNOL COM 05106U105 1,406 75,600 SH SOLE 0 75,600 AUTHENTIDATE H COM 052666104 468 39,300 SH SOLE 0 39,300 AUTODESK INC COM 052769106 2,227 90,614 SH SOLE 0 90,614 AUTOMATIC DATA COM 053015103 20,883 527,225 SH SOLE 0 527,225 AUTONATION INC COM 05329W102 6,542 356,100 SH SOLE 0 356,100 AUTOZONE INC COM 053332102 6,441 75,587 SH SOLE 0 75,587 AVALONBAY CMNT COM 053484101 66,672 1,394,822 SH SOLE 0 1,394,822 AVAYA INC COM 053499109 4,352 336,322 SH SOLE 0 336,322 AVERY DENNISON COM 053611109 6,185 110,416 SH SOLE 0 110,416 AVID TECHNOLOG COM 05367P100 9,278 193,300 SH SOLE 0 193,300 AVISTA CORP COM 05379B107 3,330 183,800 SH SOLE 0 183,800 AVNET INC COM 053807103 27,671 1,277,539 SH SOLE 0 1,277,539 AVOCENT CORP COM 053893103 7,318 200,388 SH SOLE 0 200,388 AVON PRODS INC COM 054303102 13,921 206,272 SH SOLE 0 206,272 AXCELIS TECHNO COM 054540109 5,075 494,200 SH SOLE 0 494,200 AXEDA SYSTEMS COM 054959101 253 186,092 SH SOLE 0 186,092 AZTAR CORP COM 054802103 6,417 285,200 SH SOLE 0 285,200 BAKER HUGHES I COM 057224107 27,415 852,464 SH SOLE 0 852,464 BALDOR ELEC CO COM 057741100 2,852 124,800 SH SOLE 0 124,800 BALL CORP COM 058498106 2,715 45,578 SH SOLE 0 45,578 BALLY TOTAL FI COM 05873K108 907 129,500 SH SOLE 0 129,500 BANCFIRST CORP COM 05945F103 2,553 44,200 SH SOLE 0 44,200 BANCO BRADESCO S ADR 059460204 10,257 388,378 SH SOLE 0 388,378 BANCO ITAU HLD S ADR 059602201 7,796 159,860 SH SOLE 0 159,860 BANCORPSOUTH I COM 059692103 1,198 50,500 SH SOLE 0 50,500 BANDAG INC COM 059815100 1,677 40,700 SH SOLE 0 40,700 BANK HAWAII CO COM 062540109 4,992 118,300 SH SOLE 0 118,300 BANK MONTREAL COM 063671101 409 9,900 SH SOLE 0 9,900 BANK NEW YORK COM 064057102 24,955 753,460 SH SOLE 0 753,460 BANK OF AMERIC COM 060505104 154,841 1,925,167 SH SOLE 0 1,925,167 BANK OF THE OZ COM 063904106 518 23,000 SH SOLE 0 23,000 BANK ONE CORP COM 06423A103 49,160 1,078,297 SH SOLE 0 1,078,297 BANKATLANTIC B CL A 065908501 4,446 234,000 SH SOLE 0 234,000 BANKNORTH GROU COM 06646R107 11,125 342,000 SH SOLE 0 342,000 BANKUNITED FIN CL A 06652B103 5,021 194,700 SH SOLE 0 194,700 BANTA CORP COM 066821109 2,191 54,100 SH SOLE 0 54,100 BARD C R INC COM 067383109 3,780 46,518 SH SOLE 0 46,518 BARNES & NOBLE COM 067774109 4,632 141,000 SH SOLE 0 141,000 BARNES GROUP I COM 067806109 2,798 86,600 SH SOLE 0 86,600 BARR LABS INC COM 068306109 13,238 172,040 SH SOLE 0 172,040 BARRA INC COM 068313105 3,486 98,000 SH SOLE 0 98,000 BASSETT FURNIT COM 070203104 728 44,100 SH SOLE 0 44,100 BAUSCH & LOMB COM 071707103 2,594 49,986 SH SOLE 0 49,986 BAXTER INTL IN COM 071813109 47,410 1,553,392 SH SOLE 0 1,553,392 BAY VIEW CAP C COM 07262L101 345 161,200 SH SOLE 0 161,200 BB&T CORP COM 054937107 19,808 512,630 SH SOLE 0 512,630 BEAR STEARNS C COM 073902108 7,663 95,844 SH SOLE 0 95,844 BEARINGPOINT I COM 074002106 1,070 106,000 SH SOLE 0 106,000 BEAZER HOMES U COM 07556Q105 2,217 22,700 SH SOLE 0 22,700 BEBE STORES IN COM 075571109 1,281 49,300 SH SOLE 0 49,300 BECKMAN COULTE COM 075811109 7,929 156,000 SH SOLE 0 156,000 BECTON DICKINS COM 075887109 9,973 242,424 SH SOLE 0 242,424 BED BATH & BEY COM 075896100 11,792 272,020 SH SOLE 0 272,020 BEI TECHNOLOGI COM 05538P104 2,082 104,100 SH SOLE 0 104,100 BEL FUSE INC CL B 077347300 1,384 42,400 SH SOLE 0 42,400 BELDEN INC COM 077459105 7,805 370,100 SH SOLE 0 370,100 BELL MICROPROD COM 078137106 916 101,100 SH SOLE 0 101,100 BELLSOUTH CORP COM 079860102 50,371 1,779,904 SH SOLE 0 1,779,904 BELO CORP COM 080555105 6,861 242,100 SH SOLE 0 242,100 BEMIS INC COM 081437105 2,519 50,389 SH SOLE 0 50,389 BENCHMARK ELEC COM 08160H101 9,230 265,150 SH SOLE 0 265,150 BERKLEY W R CO COM 084423102 7,189 205,700 SH SOLE 0 205,700 BERKSHIRE HATH CL B 084670207 8,727 3,100 SH SOLE 0 3,100 BEST BUY INC COM 086516101 14,465 276,900 SH SOLE 0 276,900 BEVERLY ENTERP COM 087851309 3,365 391,720 SH SOLE 0 391,720 BIG LOTS INC COM 089302103 22,482 1,582,138 SH SOLE 0 1,582,138 BIOGEN IDEC IN COM 09062X103 9,824 267,697 SH SOLE 0 267,697 BIOLASE TECHNO COM 090911108 720 43,400 SH SOLE 0 43,400 BIOMET INC COM 090613100 8,037 221,889 SH SOLE 0 221,889 BIOSITE INC COM 090945106 1,714 59,200 SH SOLE 0 59,200 BIOVAIL CORP COM 09067J109 1,725 80,265 SH SOLE 0 80,265 BISYS GROUP IN COM 055472104 6,427 431,900 SH SOLE 0 431,900 BJ SVCS CO COM 055482103 5,320 148,200 SH SOLE 0 148,200 BJS WHOLESALE COM 05548J106 4,170 181,600 SH SOLE 0 181,600 BLACK & DECKER COM 091797100 3,275 66,413 SH SOLE 0 66,413 BLACK BOX CORP COM 091826107 4,449 96,600 SH SOLE 0 96,600 BLACK HILLS CO COM 092113109 4,943 165,700 SH SOLE 0 165,700 BLACKROCK INC CL A 09247X101 1,540 29,000 SH SOLE 0 29,000 BLOCK H & R IN COM 093671105 8,852 159,862 SH SOLE 0 159,862 BLOCKBUSTER IN CL A 093679108 777 43,300 SH SOLE 0 43,300 BLYTH INC COM 09643P108 3,944 122,400 SH SOLE 0 122,400 BMC SOFTWARE I COM 055921100 4,022 215,650 SH SOLE 0 215,650 BOB EVANS FARM COM 096761101 2,402 74,000 SH SOLE 0 74,000 BOEING CO COM 097023105 61,578 1,461,274 SH SOLE 0 1,461,274 BOISE CASCADE COM 097383103 2,654 80,753 SH SOLE 0 80,753 BOMBAY CO INC COM 097924104 1,077 132,300 SH SOLE 0 132,300 BORDERS GROUP COM 099709107 6,173 281,600 SH SOLE 0 281,600 BORG WARNER IN COM 099724106 5,870 69,000 SH SOLE 0 69,000 BOSTON COMMUNI COM 100582105 655 70,500 SH SOLE 0 70,500 BOSTON PRIVATE COM 101119105 2,303 92,700 SH SOLE 0 92,700 BOSTON PROPERT COM 101121101 10,105 209,700 SH SOLE 0 209,700 BOSTON SCIENTI COM 101137107 39,234 1,067,296 SH SOLE 0 1,067,296 BOTTOMLINE TEC COM 101388106 128 14,200 SH SOLE 0 14,200 BOWATER INC COM 102183100 5,428 117,200 SH SOLE 0 117,200 BOWNE & CO INC COM 103043105 1,751 129,100 SH SOLE 0 129,100 BOYD GAMING CO COM 103304101 2,201 136,400 SH SOLE 0 136,400 BP PLC S ADR 055622104 1,155 23,400 SH SOLE 0 23,400 BRADY CORP CL A 104674106 3,627 89,000 SH SOLE 0 89,000 BRANDYWINE RLT COM 105368203 2,830 105,700 SH SOLE 0 105,700 BRIGGS & STRAT COM 109043109 7,401 109,800 SH SOLE 0 109,800 BRIGHAM EXPLOR COM 109178103 624 77,690 SH SOLE 0 77,690 BRILLIAN CORP COM 10949P107 194 23,112 SH SOLE 0 23,112 BRINKER INTL I COM 109641100 8,519 256,900 SH SOLE 0 256,900 BRINKS CO COM 109696104 2,595 114,777 SH SOLE 0 114,777 BRISTOL MYERS COM 110122108 47,194 1,650,148 SH SOLE 0 1,650,148 BROADCOM CORP CL A 111320107 8,267 243,000 SH SOLE 0 243,000 BROOKFIELD HOM COM 112723101 810 31,420 SH SOLE 0 31,420 BROOKFIELD PPT COM 112900105 10,263 357,600 SH SOLE 0 357,600 BROOKLINE BANC COM 11373M107 3,433 223,800 SH SOLE 0 223,800 BROOKS AUTOMAT COM 114340102 6,785 285,800 SH SOLE 0 285,800 BROOKSTONE INC COM 114537103 2,864 134,400 SH SOLE 0 134,400 BROOKTROUT INC COM 114580103 597 47,400 SH SOLE 0 47,400 BROWN & BROWN COM 115236101 4,738 145,300 SH SOLE 0 145,300 BROWN FORMAN C CL B 115637209 4,650 49,757 SH SOLE 0 49,757 BROWN SHOE INC COM 115736100 3,755 99,000 SH SOLE 0 99,000 BROWN TOM INC COM 115660201 5,595 173,500 SH SOLE 0 173,500 BRUNSWICK CORP COM 117043109 3,104 97,504 SH SOLE 0 97,504 BRUSH ENGINEER COM 117421107 965 63,000 SH SOLE 0 63,000 BUCKEYE TECHNO COM 118255108 1,415 140,800 SH SOLE 0 140,800 BUILDING MATLS COM 120113105 787 50,700 SH SOLE 0 50,700 BUNGE LIMITED COM G16962105 1,863 56,600 SH SOLE 0 56,600 BURLINGTON COA COM 121579106 3,587 169,500 SH SOLE 0 169,500 BURLINGTON NOR COM 12189T104 11,541 356,751 SH SOLE 0 356,751 BURLINGTON RES COM 122014103 10,585 191,131 SH SOLE 0 191,131 BUSINESS OBJEC S ADR 12328X107 4,170 120,255 SH SOLE 0 120,255 BUTLER MFG CO COM 123655102 530 24,100 SH SOLE 0 24,100 C COR NET CORP COM 125010108 2,148 193,000 SH SOLE 0 193,000 C D I CORP COM 125071100 3,724 113,700 SH SOLE 0 113,700 C D W CORP COM 12512N105 11,315 195,900 SH SOLE 0 195,900 C H ROBINSON W COM 12541W100 7,722 203,700 SH SOLE 0 203,700 C&D TECHNOLOGI COM 124661109 1,861 97,100 SH SOLE 0 97,100 CABLE DESIGN T COM 126924109 1,427 158,775 SH SOLE 0 158,775 CABLEVISION SY CL A 12686C109 271 11,600 SH SOLE 0 11,600 CABOT CORP COM 127055101 7,587 238,300 SH SOLE 0 238,300 CABOT MICROELE COM 12709P103 4,334 88,441 SH SOLE 0 88,441 CABOT OIL & GA COM 127097103 6,635 226,080 SH SOLE 0 226,080 CACI INTL INC CL A 127190304 6,209 127,700 SH SOLE 0 127,700 CADENCE DESIGN COM 127387108 10,008 556,600 SH SOLE 0 556,600 CAL DIVE INTL COM 127914109 5,589 231,700 SH SOLE 0 231,700 CALLAWAY GOLF COM 131193104 3,196 189,700 SH SOLE 0 189,700 CALLIDUS SOFTW COM 13123E500 458 25,900 SH SOLE 0 25,900 CALLON PETE CO COM 13123X102 314 30,300 SH SOLE 0 30,300 CALPINE CORP COM 131347106 2,263 470,380 SH SOLE 0 470,380 CAMBREX CORP COM 132011107 2,973 117,700 SH SOLE 0 117,700 CAMPBELL SOUP COM 134429109 9,075 338,637 SH SOLE 0 338,637 CAPITAL AUTOMO COM 139733109 7,008 219,000 SH SOLE 0 219,000 CAPITAL CORP O COM 140065103 1,399 35,400 SH SOLE 0 35,400 CAPITAL ONE FI COM 14040H105 13,201 215,380 SH SOLE 0 215,380 CAPTARIS INC COM 14071N104 688 122,400 SH SOLE 0 122,400 CARAUSTAR INDS COM 140909102 3,653 264,700 SH SOLE 0 264,700 CARBO CERAMICS COM 140781105 3,049 59,500 SH SOLE 0 59,500 CARDINAL HEALT COM 14149Y108 39,724 649,502 SH SOLE 0 649,502 CARDIODYNAMICS COM 141597104 1,837 307,777 SH SOLE 0 307,777 CAREER EDUCATI COM 141665109 8,529 211,900 SH SOLE 0 211,900 CARLISLE COS I COM 142339100 5,088 83,600 SH SOLE 0 83,600 CARMAX INC COM 143130102 6,783 219,300 SH SOLE 0 219,300 CARNIVAL CORP COM 143658300 24,764 623,320 SH SOLE 0 623,320 CARPENTER TECH COM 144285103 2,809 95,000 SH SOLE 0 95,000 CARREKER CORP COM 144433109 1,219 87,000 SH SOLE 0 87,000 CASCADE NAT GA COM 147339105 898 42,600 SH SOLE 0 42,600 CASELLA WASTE CL A 147448104 913 66,700 SH SOLE 0 66,700 CASEYS GEN STO COM 147528103 3,352 189,800 SH SOLE 0 189,800 CASH AMER INTL COM 14754D100 2,256 106,533 SH SOLE 0 106,533 CASTLE A M & C COM 148411101 439 60,100 SH SOLE 0 60,100 CATALINA MARKE COM 148867104 2,278 113,000 SH SOLE 0 113,000 CATAPULT COMMU COM 149016107 712 49,100 SH SOLE 0 49,100 CATERPILLAR IN COM 149123101 29,564 356,112 SH SOLE 0 356,112 CATHAY GENERAL COM 149150104 1,109 19,800 SH SOLE 0 19,800 CATO CORP NEW CL A 149205106 1,585 77,300 SH SOLE 0 77,300 CBL & ASSOC 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CENTURYTEL INC COM 156700106 4,878 149,540 SH SOLE 0 149,540 CEPHALON INC COM 156708109 10,253 211,800 SH SOLE 0 211,800 CERADYNE INC COM 156710105 1,788 52,500 SH SOLE 0 52,500 CERIDIAN CORP COM 156779100 6,619 316,100 SH SOLE 0 316,100 CERNER CORP COM 156782104 5,102 134,800 SH SOLE 0 134,800 CERTEGY INC COM 156880106 4,500 137,206 SH SOLE 0 137,206 CH ENERGY GROU COM 12541M102 2,814 60,000 SH SOLE 0 60,000 CHAMPION ENTER COM 158496109 12,678 1,811,200 SH SOLE 0 1,811,200 CHARLES RIV LA COM 159864107 3,323 96,800 SH SOLE 0 96,800 CHARMING SHOPP COM 161133103 16,385 2,990,000 SH SOLE 0 2,990,000 CHARTER ONE FI COM 160903100 8,879 256,998 SH SOLE 0 256,998 CHECK POINT SO COM M22465104 3,403 201,850 SH SOLE 0 201,850 CHECKERS DRIVE COM 162809305 1,214 116,600 SH SOLE 0 116,600 CHECKFREE CORP COM 162813109 6,053 218,900 SH SOLE 0 218,900 CHECKPOINT SYS COM 162825103 3,152 166,700 SH SOLE 0 166,700 CHEESECAKE FAC COM 163072101 4,818 109,400 SH SOLE 0 109,400 CHELSEA PPTY G COM 163421100 2,516 45,900 SH SOLE 0 45,900 CHESAPEAKE COR COM 165159104 1,544 58,300 SH SOLE 0 58,300 CHESAPEAKE ENE COM 165167107 4,718 347,400 SH SOLE 0 347,400 CHEVRONTEXACO COM 166764100 88,000 1,018,639 SH SOLE 0 1,018,639 CHICAGO BRIDGE COM 167250109 2,283 79,000 SH SOLE 0 79,000 CHICAGO MERCAN CL A 167760107 1,549 21,400 SH SOLE 0 21,400 CHICOS FAS INC COM 168615102 8,096 219,100 SH SOLE 0 219,100 CHILDRENS PL R COM 168905107 2,721 101,800 SH SOLE 0 101,800 CHINA MOBILE H S ADR 16941M109 2,531 163,000 SH SOLE 0 163,000 CHIPPAC INC CL A 169657103 7,056 929,610 SH SOLE 0 929,610 CHIRON CORP COM 170040109 9,285 162,960 SH SOLE 0 162,960 CHITTENDEN COR COM 170228100 4,679 139,100 SH SOLE 0 139,100 CHOICEPOINT IN COM 170388102 7,045 184,966 SH SOLE 0 184,966 CHRISTOPHER & COM 171046105 2,805 143,600 SH SOLE 0 143,600 CHUBB CORP COM 171232101 12,904 189,493 SH SOLE 0 189,493 CHUNGHWA TELEC S ADR 17133Q205 3,133 216,100 SH SOLE 0 216,100 CHURCH & DWIGH COM 171340102 3,390 85,600 SH SOLE 0 85,600 CIBER INC COM 17163B102 2,103 242,800 SH SOLE 0 242,800 CIENA CORP CONV 171779AA9 2,447 2,660,000 SH SOLE 0 2,660,000 CIENA CORP COM 171779101 2,707 412,600 SH SOLE 0 412,600 CIGNA CORP COM 125509109 8,442 146,819 SH SOLE 0 146,819 CIMA LABS INC COM 171796105 3,519 107,872 SH SOLE 0 107,872 CIMAREX ENERGY COM 171798101 5,136 192,447 SH SOLE 0 192,447 CINCINNATI BEL COM 171871106 3,241 641,800 SH SOLE 0 641,800 CINCINNATI FIN COM 172062101 6,376 152,714 SH SOLE 0 152,714 CINERGY CORP COM 172474108 6,491 167,259 SH SOLE 0 167,259 CINTAS CORP COM 172908105 7,071 141,140 SH SOLE 0 141,140 CIPHERGEN BIOS COM 17252Y104 779 68,130 SH SOLE 0 68,130 CIRCUIT CITY S COM 172737108 2,452 242,032 SH SOLE 0 242,032 CISCO SYS INC COM 17275R102 206,227 8,511,212 SH SOLE 0 8,511,212 CIT GROUP INC COM 125581108 406 11,300 SH SOLE 0 11,300 CITIGROUP INC COM 172967101 291,941 6,014,451 SH SOLE 0 6,014,451 CITIZENS COMMU COM 17453B101 3,304 266,040 SH SOLE 0 266,040 CITRIX SYS INC COM 177376100 3,797 179,440 SH SOLE 0 179,440 CITY HLDG CO COM 177835105 789 22,500 SH SOLE 0 22,500 CITY NATL CORP COM 178566105 7,184 115,650 SH SOLE 0 115,650 CKE RESTAURANT CONV 12561EAB1 1,283 1,275,000 SH SOLE 0 1,275,000 CKE RESTAURANT COM 12561E105 501 78,400 SH SOLE 0 78,400 CLAIRES STORES COM 179584107 4,930 261,700 SH SOLE 0 261,700 CLARCOR INC COM 179895107 6,480 146,950 SH SOLE 0 146,950 CLARK INC COM 181457102 910 47,300 SH SOLE 0 47,300 CLEAR CHANNEL COM 184502102 63,066 1,346,708 SH SOLE 0 1,346,708 CLECO CORP NEW COM 12561W105 3,681 204,700 SH SOLE 0 204,700 CLEVELAND CLIF COM 185896107 5,085 99,800 SH SOLE 0 99,800 CLOROX CO DEL COM 189054109 8,615 177,414 SH SOLE 0 177,414 CMS ENERGY COR COM 125896100 1,111 130,367 SH SOLE 0 130,367 CNET INC CONV 125945AC9 924 960,000 SH SOLE 0 960,000 CNET NETWORKS COM 12613R104 3,383 496,100 SH SOLE 0 496,100 CNF INC COM 12612W104 3,570 105,300 SH SOLE 0 105,300 CNH GLOBAL N V COM N20935206 490 29,500 SH SOLE 0 29,500 COACH INC COM 189754104 17,705 469,000 SH SOLE 0 469,000 COACHMEN INDS COM 189873102 10,857 599,500 SH SOLE 0 599,500 COCA COLA CO COM 191216100 103,646 2,042,289 SH SOLE 0 2,042,289 COCA COLA ENTE COM 191219104 9,328 426,520 SH SOLE 0 426,520 COCA-COLA FEMS S ADR 191241108 9,219 434,025 SH SOLE 0 434,025 COGNEX CORP COM 192422103 4,713 166,600 SH SOLE 0 166,600 COGNIZANT TECH CL A 192446102 3,323 72,800 SH SOLE 0 72,800 COGNOS INC COM 19244C109 1,256 41,040 SH SOLE 0 41,040 COHERENT INC COM 192479103 2,699 113,400 SH SOLE 0 113,400 COHU INC COM 192576106 2,915 151,900 SH SOLE 0 151,900 COINSTAR INC COM 19259P300 1,463 80,800 SH SOLE 0 80,800 COLDWATER CREE COM 193068103 894 81,280 SH SOLE 0 81,280 COLGATE PALMOL COM 194162103 22,898 457,498 SH SOLE 0 457,498 COLONIAL BANCG COM 195493309 4,560 263,300 SH SOLE 0 263,300 COLONIAL PPTYS COM 195872106 5,188 131,000 SH SOLE 0 131,000 COLUMBIA BANCO COM 197227101 444 13,900 SH SOLE 0 13,900 COLUMBIA LABS COM 197779101 913 144,950 SH SOLE 0 144,950 COLUMBIA SPORT COM 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45,500 COMPANHIA VALE S ADR 204412100 16,126 313,070 SH SOLE 0 313,070 COMPASS BANCSH COM 20449H109 10,251 260,500 SH SOLE 0 260,500 COMPUDYNE CORP COM 204795306 891 87,400 SH SOLE 0 87,400 COMPUTER ASSOC COM 204912109 15,339 561,063 SH SOLE 0 561,063 COMPUTER SCIEN COM 205363104 7,799 176,322 SH SOLE 0 176,322 COMPUWARE CORP COM 205638109 4,061 672,280 SH SOLE 0 672,280 COMSTOCK RES I COM 205768203 1,104 57,200 SH SOLE 0 57,200 COMVERSE TECHN COM 205862402 3,514 199,760 SH SOLE 0 199,760 CONAGRA FOODS COM 205887102 13,997 530,376 SH SOLE 0 530,376 CONCERTO SOFTW COM 20602T106 510 42,600 SH SOLE 0 42,600 CONCORD CAMERA COM 206156101 2,579 278,830 SH SOLE 0 278,830 CONCORD COMMUN COM 206186108 1,350 68,400 SH SOLE 0 68,400 CONCORD EFS IN COM 206197105 6,728 453,360 SH SOLE 0 453,360 CONCURRENT COM COM 206710204 697 159,500 SH SOLE 0 159,500 CONEXANT SYSTE COM 207142100 348 70,000 SH SOLE 0 70,000 CONMED CORP COM 207410101 3,853 161,900 SH SOLE 0 161,900 CONNECTICUT BA COM 207540105 1,211 23,500 SH SOLE 0 23,500 CONNETICS CORP COM 208192104 2,581 142,100 SH SOLE 0 142,100 CONOCOPHILLIPS COM 20825C104 42,409 646,780 SH SOLE 0 646,780 CONSOL ENERGY COM 20854P109 1,567 60,500 SH SOLE 0 60,500 CONSOLIDATED E COM 209115104 9,227 214,521 SH SOLE 0 214,521 CONSOLIDATED G COM 209341106 1,617 51,200 SH SOLE 0 51,200 CONSTELLATION CL A 21036P108 7,959 241,700 SH SOLE 0 241,700 CONSTELLATION COM 210371100 6,076 155,170 SH SOLE 0 155,170 CONTINENTAL AI CL B 210795308 1,437 88,300 SH SOLE 0 88,300 CONVERGYS CORP COM 212485106 3,864 221,320 SH SOLE 0 221,320 COOPER CAMERON COM 216640102 6,429 137,970 SH SOLE 0 137,970 COOPER COS INC COM 216648402 7,642 162,150 SH SOLE 0 162,150 COOPER INDS LT CL A G24182100 5,149 88,889 SH SOLE 0 88,889 COOPER TIRE & COM 216831107 4,549 212,770 SH SOLE 0 212,770 COORS ADOLPH C CL B 217016104 1,910 34,039 SH SOLE 0 34,039 COPART INC COM 217204106 3,954 238,200 SH SOLE 0 238,200 CORE LABORATOR COM N22717107 5,403 323,700 SH SOLE 0 323,700 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CROSS A T CO CL A 227478104 381 57,100 SH SOLE 0 57,100 CROSS CTRY HEA COM 227483104 1,820 121,500 SH SOLE 0 121,500 CROWN CASTLE I COM 228227104 4,071 369,090 SH SOLE 0 369,090 CROWN HOLDINGS COM 228368106 1,182 130,500 SH SOLE 0 130,500 CRYOLIFE INC COM 228903100 434 75,050 SH SOLE 0 75,050 CSG SYS INTL I COM 126349109 1,384 110,800 SH SOLE 0 110,800 CSX CORP COM 126408103 7,374 205,184 SH SOLE 0 205,184 CTS CORP COM 126501105 1,569 136,400 SH SOLE 0 136,400 CUBIC CORP COM 229669106 2,675 116,300 SH SOLE 0 116,300 CUBIST PHARMAC COM 229678107 838 68,700 SH SOLE 0 68,700 CULLEN FROST B COM 229899109 5,124 126,300 SH SOLE 0 126,300 CUMMINS INC COM 231021106 2,944 60,153 SH SOLE 0 60,153 CUMULUS MEDIA CL A 231082108 4,768 216,709 SH SOLE 0 216,709 CUNO INC COM 126583103 3,553 78,900 SH SOLE 0 78,900 CURATIVE HEALT COM 23126W100 2,476 179,400 SH SOLE 0 179,400 CURTISS WRIGHT COM 231561101 3,547 78,800 SH SOLE 0 78,800 CV THERAPEUTIC COM 126667104 1,953 132,700 SH SOLE 0 132,700 CVB FINL CORP COM 126600105 637 33,000 SH SOLE 0 33,000 CVS CORP COM 126650100 14,445 399,914 SH SOLE 0 399,914 CYMER INC COM 232572107 8,569 185,510 SH SOLE 0 185,510 CYPRESS SEMICO COM 232806109 7,895 369,630 SH SOLE 0 369,630 CYTEC INDS INC COM 232820100 4,031 105,000 SH SOLE 0 105,000 CYTYC CORP COM 232946103 3,967 286,600 SH SOLE 0 286,600 D R HORTON INC COM 23331A109 17,256 398,900 SH SOLE 0 398,900 DAKTRONICS INC COM 234264109 2,565 102,000 SH SOLE 0 102,000 DANA CORP COM 235811106 2,443 133,120 SH SOLE 0 133,120 DANAHER CORP D COM 235851102 14,463 157,633 SH SOLE 0 157,633 DARDEN RESTAUR COM 237194105 3,913 185,963 SH SOLE 0 185,963 DATASCOPE CORP COM 238113104 2,015 56,200 SH SOLE 0 56,200 DEAN FOODS CO COM 242370104 10,853 330,182 SH SOLE 0 330,182 DEERE & CO COM 244199105 15,449 237,500 SH SOLE 0 237,500 DEL MONTE FOOD COM 24522P103 1,591 153,000 SH SOLE 0 153,000 DELL INC COM 24702R101 112,932 3,323,476 SH SOLE 0 3,323,476 DELPHI CORP COM 247126105 4,720 462,251 SH SOLE 0 462,251 DELPHI FINL GR CL A 247131105 4,243 117,864 SH SOLE 0 117,864 DELTA & PINE L COM 247357106 4,724 185,966 SH SOLE 0 185,966 DELTA AIR LINE COM 247361108 1,383 117,090 SH SOLE 0 117,090 DELTIC TIMBER COM 247850100 1,383 45,500 SH SOLE 0 45,500 DELUXE CORP COM 248019101 3,047 73,730 SH SOLE 0 73,730 DENDREON CORP COM 24823Q107 663 82,300 SH SOLE 0 82,300 DENDRITE INTL COM 248239105 3,069 195,450 SH SOLE 0 195,450 DENTSPLY INTL COM 249030107 7,568 167,550 SH SOLE 0 167,550 DEPARTMENT 56 COM 249509100 658 50,200 SH SOLE 0 50,200 DEPOMED INC COM 249908104 1,152 162,550 SH SOLE 0 162,550 DEVON ENERGY C COM 25179M103 12,677 221,400 SH SOLE 0 221,400 DEVRY INC DEL COM 251893103 5,099 202,900 SH SOLE 0 202,900 DIAGNOSTIC PRO COM 252450101 7,796 169,800 SH SOLE 0 169,800 DIAL CORP NEW COM 25247D101 5,808 204,000 SH SOLE 0 204,000 DIAMONDCLUSTER COM 25278P106 4,425 433,790 SH SOLE 0 433,790 DICKS SPORTING COM 253393102 1,746 35,890 SH SOLE 0 35,890 DIEBOLD INC COM 253651103 8,762 162,650 SH SOLE 0 162,650 DIGENE CORP COM 253752109 1,716 42,800 SH SOLE 0 42,800 DIGI INTL INC COM 253798102 753 78,400 SH SOLE 0 78,400 DIGITAL INSIGH COM 25385P106 2,412 96,900 SH SOLE 0 96,900 DIGITAL RIV IN COM 25388B104 740 33,500 SH SOLE 0 33,500 DIGITAL THEATE COM 25389G102 958 38,820 SH SOLE 0 38,820 DIGITAS INC COM 25388K104 2,033 218,100 SH SOLE 0 218,100 DILLARDS INC CL A 254067101 1,312 79,700 SH SOLE 0 79,700 DIME CMNTY BAN COM 253922108 4,739 154,060 SH SOLE 0 154,060 DIMON INC COM 254394109 1,157 171,400 SH SOLE 0 171,400 DIONEX CORP COM 254546104 3,700 80,400 SH SOLE 0 80,400 DISCOVERY LABO COM 254668106 1,077 102,700 SH SOLE 0 102,700 DISNEY WALT CO COM 254687106 45,993 1,971,431 SH SOLE 0 1,971,431 DITECH COMMUNI COM 25500M103 3,222 168,685 SH SOLE 0 168,685 DIVERSA CORP COM 255064107 3,080 332,970 SH SOLE 0 332,970 DJ ORTHOPEDICS COM 23325G104 1,729 64,520 SH SOLE 0 64,520 DOBSON COMMUNI CL A 256069105 639 97,300 SH SOLE 0 97,300 DOLLAR GEN COR COM 256669102 6,170 293,951 SH SOLE 0 293,951 DOLLAR THRIFTY COM 256743105 939 36,200 SH SOLE 0 36,200 DOLLAR TREE ST COM 256747106 7,325 243,600 SH SOLE 0 243,600 DOMINION RES I COM 25746U109 19,703 308,683 SH SOLE 0 308,683 DONALDSON INC COM 257651109 6,567 111,000 SH SOLE 0 111,000 DONNELLEY R R COM 257867101 2,444 81,072 SH SOLE 0 81,072 DORAL FINL COR COM 25811P100 479 14,850 SH SOLE 0 14,850 DOT HILL SYS C COM 25848T109 906 59,800 SH SOLE 0 59,800 DOVER CORP COM 260003108 7,629 191,934 SH SOLE 0 191,934 DOW CHEM CO COM 260543103 33,600 808,277 SH SOLE 0 808,277 DOW JONES & CO COM 260561105 3,508 70,363 SH SOLE 0 70,363 DOWNEY FINL CO COM 261018105 5,242 106,324 SH SOLE 0 106,324 DPL INC COM 233293109 5,590 267,724 SH SOLE 0 267,724 DRESS BARN INC COM 261570105 2,788 186,000 SH SOLE 0 186,000 DREXLER TECHNO COM 261876106 1,418 105,500 SH SOLE 0 105,500 DRIL-QUIP INC COM 262037104 1,073 65,800 SH SOLE 0 65,800 DRS TECHNOLOGI COM 23330X100 2,834 102,000 SH SOLE 0 102,000 DSP GROUP INC COM 23332B106 3,822 153,200 SH SOLE 0 153,200 DST SYS INC DE COM 233326107 8,490 203,300 SH SOLE 0 203,300 DTE ENERGY CO COM 233331107 6,241 158,409 SH SOLE 0 158,409 DU PONT E I DE COM 263534109 70,145 1,528,550 SH SOLE 0 1,528,550 DUANE READE IN COM 263578106 1,548 91,500 SH SOLE 0 91,500 DUKE ENERGY CO COM 264399106 18,118 885,956 SH SOLE 0 885,956 DUN & BRADSTRE COM 26483E100 7,804 153,900 SH SOLE 0 153,900 DUPONT PHOTOMA COM 26613X101 1,668 69,100 SH SOLE 0 69,100 DUQUESNE LT HL COM 266233105 5,832 318,000 SH SOLE 0 318,000 DYCOM INDS INC COM 267475101 14,539 542,100 SH SOLE 0 542,100 DYNEGY INC NEW CL A 26816Q101 1,485 346,860 SH SOLE 0 346,860 E M C CORP MAS COM 268648102 27,081 2,096,055 SH SOLE 0 2,096,055 E PIPHANY INC COM 26881V100 492 68,200 SH SOLE 0 68,200 E TRADE FINANC COM 269246104 9,799 774,598 SH SOLE 0 774,598 EAST WEST BANC COM 27579R104 7,558 140,800 SH SOLE 0 140,800 EASTMAN CHEM C COM 277432100 4,116 104,126 SH SOLE 0 104,126 EASTMAN KODAK COM 277461109 7,060 275,023 SH SOLE 0 275,023 EATON CORP COM 278058102 7,653 70,872 SH SOLE 0 70,872 EATON VANCE CO COM 278265103 5,346 145,900 SH SOLE 0 145,900 EBAY INC COM 278642103 55,518 859,280 SH SOLE 0 859,280 ECHELON CORP COM 27874N105 426 38,200 SH SOLE 0 38,200 ECOLAB INC COM 278865100 5,879 214,804 SH SOLE 0 214,804 ECOLLEGE COM COM 27887E100 618 33,500 SH SOLE 0 33,500 EDGE PETE CORP COM 279862106 1,032 102,000 SH SOLE 0 102,000 EDISON INTL COM 281020107 6,792 309,699 SH SOLE 0 309,699 EDO CORP COM 281347104 1,851 75,100 SH SOLE 0 75,100 EDUCATION MGMT COM 28139T101 8,045 259,176 SH SOLE 0 259,176 EDWARDS AG INC COM 281760108 6,032 166,500 SH SOLE 0 166,500 EDWARDS LIFESC COM 28176E108 4,750 157,900 SH SOLE 0 157,900 EFUNDS CORP COM 28224R101 3,281 189,100 SH SOLE 0 189,100 EGL INC COM 268484102 2,317 131,800 SH SOLE 0 131,800 EL PASO CORP COM 28336L109 4,749 579,887 SH SOLE 0 579,887 EL PASO ELEC C COM 283677854 2,447 183,300 SH SOLE 0 183,300 ELAN PLC ADR 284131208 169 24,500 SH SOLE 0 24,500 ELECTRO SCIENT COM 285229100 2,530 106,300 SH SOLE 0 106,300 ELECTRONIC ART COM 285512109 23,817 499,520 SH SOLE 0 499,520 ELECTRONIC DAT COM 285661104 11,139 453,920 SH SOLE 0 453,920 ELECTRONICS BO COM 286045109 3,745 163,600 SH SOLE 0 163,600 ELKCORP COM 287456107 1,996 74,750 SH SOLE 0 74,750 EMBARCADERO TE COM 290787100 1,596 100,080 SH SOLE 0 100,080 EMBRAER-EMPRES S ADR 29081M102 12,550 358,257 SH SOLE 0 358,257 EMBREX INC COM 290817105 2,198 160,000 SH SOLE 0 160,000 EMCOR GROUP IN COM 29084Q100 2,507 57,100 SH SOLE 0 57,100 EMERSON ELEC C COM 291011104 23,298 359,820 SH SOLE 0 359,820 EMMIS COMMUNIC CL A 291525103 8,037 297,100 SH SOLE 0 297,100 EMULEX CORP COM 292475209 951 35,650 SH SOLE 0 35,650 ENCANA CORP COM 292505104 208 5,266 SH SOLE 0 5,266 ENCYSIVE PHARM COM 29256X107 319 35,600 SH SOLE 0 35,600 ENERGEN CORP COM 29265N108 5,642 137,500 SH SOLE 0 137,500 ENERGIZER HLDG COM 29266R108 7,794 207,500 SH SOLE 0 207,500 ENERGY EAST CO COM 29266M109 6,922 309,036 SH SOLE 0 309,036 ENERGY PARTNER COM 29270U105 2,566 184,600 SH SOLE 0 184,600 ENESCO GROUP I COM 292973104 553 53,600 SH SOLE 0 53,600 ENGELHARD CORP COM 292845104 4,011 133,926 SH SOLE 0 133,926 ENGINEERED SUP COM 292866100 5,701 103,550 SH SOLE 0 103,550 ENSCO INTL INC COM 26874Q100 25,681 945,200 SH SOLE 0 945,200 ENTERASYS NETW COM 293637104 1,990 530,600 SH SOLE 0 530,600 ENTERCOM COMMU CL A 293639100 6,699 126,500 SH SOLE 0 126,500 ENTERGY CORP N COM 29364G103 12,381 216,714 SH SOLE 0 216,714 ENTRAVISION CO CL A 29382R107 1,043 94,000 SH SOLE 0 94,000 ENTRUST INC COM 293848107 465 114,000 SH SOLE 0 114,000 ENVIRONMENTAL COM 294092101 1,825 237,000 SH SOLE 0 237,000 ENZO BIOCHEM I COM 294100102 2,044 114,147 SH SOLE 0 114,147 EOG RES INC COM 26875P101 5,330 115,440 SH SOLE 0 115,440 EON LABS INC COM 29412E100 1,125 22,080 SH SOLE 0 22,080 EPIQ SYS INC COM 26882D109 1,157 67,600 SH SOLE 0 67,600 EPIX MEDICAL I COM 26881Q101 829 50,900 SH SOLE 0 50,900 EQUIFAX INC COM 294429105 2,927 119,472 SH SOLE 0 119,472 EQUITABLE RES COM 294549100 5,653 131,700 SH SOLE 0 131,700 EQUITY INNS IN COM 294703103 728 80,400 SH SOLE 0 80,400 EQUITY OFFICE COM 294741103 18,791 655,889 SH SOLE 0 655,889 EQUITY RESIDEN COM 29476L107 13,931 472,072 SH SOLE 0 472,072 ERICSSON L M T ADR 294821608 549 31,000 SH SOLE 0 31,000 ESCO TECHNOLOG COM 296315104 2,807 64,300 SH SOLE 0 64,300 ESS TECHNOLOGY COM 269151106 2,519 147,900 SH SOLE 0 147,900 ESSEX PPTY TR COM 297178105 11,877 184,950 SH SOLE 0 184,950 ESTERLINE TECH COM 297425100 2,134 80,000 SH SOLE 0 80,000 ETHAN ALLEN IN COM 297602104 7,019 167,600 SH SOLE 0 167,600 EVEREST RE GRO COM G3223R108 10,067 119,000 SH SOLE 0 119,000 EVERGREEN RES COM 299900308 7,217 222,000 SH SOLE 0 222,000 EXAR CORP COM 300645108 2,653 154,700 SH SOLE 0 154,700 EXELIXIS INC COM 30161Q104 1,989 282,142 SH SOLE 0 282,142 EXELON CORP COM 30161N101 20,628 310,848 SH SOLE 0 310,848 EXPEDITORS INT COM 302130109 8,364 222,100 SH SOLE 0 222,100 EXPRESS SCRIPT COM 302182100 5,659 85,190 SH SOLE 0 85,190 EXTENDED STAY COM 30224P101 2,976 205,500 SH SOLE 0 205,500 EXTREME NETWOR COM 30226D106 922 127,850 SH SOLE 0 127,850 EXXON MOBIL CO COM 30231G102 259,335 6,325,242 SH SOLE 0 6,325,242 F M C CORP COM 302491303 3,550 104,000 SH SOLE 0 104,000 F5 NETWORKS IN COM 315616102 1,147 45,700 SH SOLE 0 45,700 FACTSET RESH S COM 303075105 4,918 128,700 SH SOLE 0 128,700 FAIR ISAAC COR COM 303250104 5,014 102,000 SH SOLE 0 102,000 FAIRCHILD SEMI COM 303726103 10,273 411,400 SH SOLE 0 411,400 FAIRMONT HOTEL COM 305204109 44,531 1,640,800 SH SOLE 0 1,640,800 FAMILY DLR STO COM 307000109 5,110 142,420 SH SOLE 0 142,420 FASTENAL CO COM 311900104 7,990 160,600 SH SOLE 0 160,600 FEDDERS CORP COM 313135501 833 115,660 SH SOLE 0 115,660 FEDERAL HOME L COM 313400301 38,532 660,696 SH SOLE 0 660,696 FEDERAL NATL M COM 313586109 61,882 824,434 SH SOLE 0 824,434 FEDERAL REALTY COM 313747206 8,446 220,000 SH SOLE 0 220,000 FEDERAL SIGNAL COM 313855108 2,738 156,300 SH SOLE 0 156,300 FEDERATED DEPT COM 31410H101 8,398 178,186 SH SOLE 0 178,186 FEDERATED INVS CL B 314211103 2,678 91,200 SH SOLE 0 91,200 FEDEX CORP COM 31428X106 19,741 292,462 SH SOLE 0 292,462 FEI CO COM 30241L109 5,090 226,200 SH SOLE 0 226,200 FELCOR LODGING COM 31430F101 680 61,400 SH SOLE 0 61,400 FERRO CORP COM 315405100 3,711 136,400 SH SOLE 0 136,400 FIDELITY NATL COM 316326107 14,024 361,625 SH SOLE 0 361,625 FIFTH THIRD BA COM 316773100 27,911 472,265 SH SOLE 0 472,265 FILENET CORP COM 316869106 5,086 187,800 SH SOLE 0 187,800 FINANCIAL FED COM 317492106 2,166 70,900 SH SOLE 0 70,900 FINISH LINE IN CL A 317923100 1,064 35,500 SH SOLE 0 35,500 FIRST AMERN CO COM 318522307 6,005 201,700 SH SOLE 0 201,700 FIRST BANCORP COM 318672102 7,299 184,550 SH SOLE 0 184,550 FIRST CMNTY BA COM 31983B101 3,274 90,600 SH SOLE 0 90,600 FIRST CTZNS BA CL A 31946M103 2,253 18,700 SH SOLE 0 18,700 FIRST DATA COR COM 319963104 25,007 608,586 SH SOLE 0 608,586 FIRST HEALTH G COM 320960107 4,337 222,200 SH SOLE 0 222,200 FIRST MIDWEST COM 320867104 6,565 202,425 SH SOLE 0 202,425 FIRST NIAGARA COM 33582V108 5,373 358,896 SH SOLE 0 358,896 FIRST REP BK S COM 336158100 1,980 55,300 SH SOLE 0 55,300 FIRST TENN NAT COM 337162101 7,133 161,740 SH SOLE 0 161,740 FIRSTENERGY CO COM 337932107 11,006 312,667 SH SOLE 0 312,667 FIRSTFED FINL COM 337907109 4,067 93,500 SH SOLE 0 93,500 FIRSTMERIT COR COM 337915102 4,853 179,000 SH SOLE 0 179,000 FISERV INC COM 337738108 9,012 227,920 SH SOLE 0 227,920 FISHER SCIENTI COM 338032204 3,217 77,750 SH SOLE 0 77,750 FLAGSTAR BANCO COM 337930101 4,927 230,000 SH SOLE 0 230,000 FLEETBOSTON FI COM 339030108 51,114 1,170,999 SH SOLE 0 1,170,999 FLEETWOOD ENTE COM 339099103 14,912 1,453,453 SH SOLE 0 1,453,453 FLEXTRONICS IN COM Y2573F102 1,591 107,520 SH SOLE 0 107,520 FLIR SYS INC COM 302445101 15,887 435,250 SH SOLE 0 435,250 FLORIDA ROCK I COM 341140101 12,212 222,650 SH SOLE 0 222,650 FLOWERS FOODS COM 343498101 4,411 170,950 SH SOLE 0 170,950 FLOWSERVE CORP COM 34354P105 2,442 116,948 SH SOLE 0 116,948 FLUOR CORP NEW COM 343412102 3,020 76,175 SH SOLE 0 76,175 FMC TECHNOLOGI COM 30249U101 5,166 221,735 SH SOLE 0 221,735 FOMENTO ECONOM S ADR 344419106 4,018 108,950 SH SOLE 0 108,950 FORD MTR CO DE COM 345370860 27,933 1,745,843 SH SOLE 0 1,745,843 FOREST CITY EN CL A 345550107 865 18,200 SH SOLE 0 18,200 FOREST LABS IN COM 345838106 42,893 694,060 SH SOLE 0 694,060 FOREST OIL COR COM 346091705 3,780 132,300 SH SOLE 0 132,300 FORMFACTOR INC COM 346375108 1,721 86,900 SH SOLE 0 86,900 FORRESTER RESH COM 346563109 1,118 63,000 SH SOLE 0 63,000 FORTUNE BRANDS COM 349631101 9,851 137,793 SH SOLE 0 137,793 FORWARD AIR CO COM 349853101 4,933 179,370 SH SOLE 0 179,370 FOSSIL INC COM 349882100 9,155 325,445 SH SOLE 0 325,445 FOUNDRY NETWOR COM 35063R100 3,866 141,450 SH SOLE 0 141,450 FOX ENTMT GROU CL A 35138T107 2,090 71,700 SH SOLE 0 71,700 FPL GROUP INC COM 302571104 11,422 174,594 SH SOLE 0 174,594 FRANKLIN RES I COM 354613101 13,166 252,908 SH SOLE 0 252,908 FREDS INC CL A 356108100 8,408 271,310 SH SOLE 0 271,310 FREEPORT-MCMOR CL B 35671D857 6,691 158,827 SH SOLE 0 158,827 FREMONT GEN CO COM 357288109 4,887 289,000 SH SOLE 0 289,000 FRESENIUS MED S ADR 358029106 7,973 341,464 SH SOLE 0 341,464 FRIEDMAN BILLI CL A 358434108 4,243 183,835 SH SOLE 0 183,835 FRONTIER AIRLI COM 359065109 2,381 166,600 SH SOLE 0 166,600 FRONTIER OIL C COM 35914P105 2,772 161,000 SH SOLE 0 161,000 FUELCELL ENERG COM 35952H106 1,734 133,170 SH SOLE 0 133,170 FULLER H B CO COM 359694106 4,178 140,500 SH SOLE 0 140,500 FURNITURE BRAN COM 360921100 4,787 163,200 SH SOLE 0 163,200 G & K SVCS INC CL A 361268105 2,903 79,000 SH SOLE 0 79,000 GABLES RESIDEN COM 362418105 3,766 108,400 SH SOLE 0 108,400 GALLAGHER ARTH COM 363576109 6,407 197,200 SH SOLE 0 197,200 GANNETT INC COM 364730101 41,541 465,910 SH SOLE 0 465,910 GAP INC DEL COM 364760108 17,656 760,687 SH SOLE 0 760,687 GARDNER DENVER COM 365558105 2,809 117,700 SH SOLE 0 117,700 GARTNER INC COM 366651107 6,202 548,338 SH SOLE 0 548,338 GATEWAY INC COM 367626108 1,440 313,086 SH SOLE 0 313,086 GATX CORP COM 361448103 3,335 119,200 SH SOLE 0 119,200 GENCORP INC COM 368682100 1,803 167,400 SH SOLE 0 167,400 GENENCOR INTL COM 368709101 882 56,200 SH SOLE 0 56,200 GENENTECH INC COM 368710406 3,434 36,700 SH SOLE 0 36,700 GENERAL COMMUN CL A 369385109 2,921 335,800 SH SOLE 0 335,800 GENERAL DYNAMI COM 369550108 18,566 205,399 SH SOLE 0 205,399 GENERAL ELEC C COM 369604103 329,67610,641,591 SH SOLE 0 10,641,591 GENERAL GROWTH COM 370021107 5,286 190,500 SH SOLE 0 190,500 GENERAL MLS IN COM 370334104 16,161 356,748 SH SOLE 0 356,748 GENERAL MTRS C COM 370442105 28,877 540,765 SH SOLE 0 540,765 GENESCO INC COM 371532102 2,409 159,200 SH SOLE 0 159,200 GENESEE & WYO CL A 371559105 1,380 43,800 SH SOLE 0 43,800 GENESIS HEALTH COM 37184D101 1,100 48,300 SH SOLE 0 48,300 GENESIS MICROC COM 37184C103 1,457 80,700 SH SOLE 0 80,700 GENITOPE CORP COM 37229P507 337 36,700 SH SOLE 0 36,700 GEN-PROBE INC COM 36866T103 5,974 163,800 SH SOLE 0 163,800 GENTEX CORP COM 371901109 10,439 236,400 SH SOLE 0 236,400 GENTIVA HEALTH COM 37247A102 849 67,200 SH SOLE 0 67,200 GENUINE PARTS COM 372460105 5,439 163,836 SH SOLE 0 163,836 GENZYME CORP COM 372917104 10,369 210,360 SH SOLE 0 210,360 GEORGIA GULF C COM 373200203 3,572 123,700 SH SOLE 0 123,700 GEORGIA PAC CO COM 373298108 7,278 237,287 SH SOLE 0 237,287 GEVITY HR INC COM 374393106 1,083 48,680 SH SOLE 0 48,680 GILEAD SCIENCE COM 375558103 24,973 428,500 SH SOLE 0 428,500 GILLETTE CO COM 375766102 31,099 846,700 SH SOLE 0 846,700 GLAMIS GOLD LT COM 376775102 806 47,100 SH SOLE 0 47,100 GLATFELTER COM 377316104 2,318 186,200 SH SOLE 0 186,200 GLENBOROUGH RL COM 37803P105 2,109 105,700 SH SOLE 0 105,700 GLOBAL IMAGING COM 37934A100 6,115 192,600 SH SOLE 0 192,600 GLOBAL PMTS IN COM 37940X102 8,019 170,180 SH SOLE 0 170,180 GLOBALSANTAFE COM G3930E101 494 19,900 SH SOLE 0 19,900 GOLD BANC CORP COM 379907108 2,110 150,100 SH SOLE 0 150,100 GOLD FIELDS LT S ADR 38059T106 163 11,700 SH SOLE 0 11,700 GOLDEN WEST FI COM 381317106 15,053 145,880 SH SOLE 0 145,880 GOLDMAN SACHS COM 38141G104 44,646 452,200 SH SOLE 0 452,200 GOODRICH CORP COM 382388106 3,311 111,521 SH SOLE 0 111,521 GOODYEAR TIRE COM 382550101 1,249 158,867 SH SOLE 0 158,867 GOODYS FAMILY COM 382588101 1,169 124,900 SH SOLE 0 124,900 GRACO INC COM 384109104 8,870 221,200 SH SOLE 0 221,200 GRAFTECH INTL COM 384313102 2,765 204,800 SH SOLE 0 204,800 GRAINGER W W I COM 384802104 4,108 86,694 SH SOLE 0 86,694 GRANITE CONSTR COM 387328107 2,131 90,700 SH SOLE 0 90,700 GRANT PRIDECO COM 38821G101 3,345 256,930 SH SOLE 0 256,930 GRAY TELEVISIO COM 389375106 1,749 115,650 SH SOLE 0 115,650 GREAT ATLANTIC COM 390064103 1,231 146,600 SH SOLE 0 146,600 GREAT LAKES CH COM 390568103 1,682 61,870 SH SOLE 0 61,870 GREAT PLAINS E COM 391164100 5,336 167,700 SH SOLE 0 167,700 GREATER BAY BA COM 391648102 3,156 110,800 SH SOLE 0 110,800 GREEN MOUNTAIN COM 393154109 451 19,100 SH SOLE 0 19,100 GREENPOINT FIN COM 395384100 12,049 341,150 SH SOLE 0 341,150 GRIFFON CORP COM 398433102 2,279 112,490 SH SOLE 0 112,490 GROUP 1 AUTOMO COM 398905109 3,123 86,300 SH SOLE 0 86,300 GROUP 1 SOFTWA COM 39943Y103 2,818 160,002 SH SOLE 0 160,002 GRUPO AEROPORT S ADR 40051E202 447 25,400 SH SOLE 0 25,400 GRUPO TELEVISA S ADR 40049J206 3,141 78,800 SH SOLE 0 78,800 GTECH HLDGS CO COM 400518106 7,666 154,900 SH SOLE 0 154,900 GUIDANT CORP COM 401698105 16,258 270,072 SH SOLE 0 270,072 GUILFORD PHARM COM 401829106 1,436 211,800 SH SOLE 0 211,800 GUITAR CTR MGM COM 402040109 10,494 321,500 SH SOLE 0 321,500 GYMBOREE CORP COM 403777105 1,940 112,600 SH SOLE 0 112,600 H & Q HEALTHCA COM 404052102 333 18,201 SH SOLE 0 18,201 HAEMONETICS CO COM 405024100 3,235 135,400 SH SOLE 0 135,400 HAGGAR CORP COM 405173105 478 24,500 SH SOLE 0 24,500 HAIN CELESTIAL COM 405217100 6,623 285,351 SH SOLE 0 285,351 HALLIBURTON CO COM 406216101 11,295 434,440 SH SOLE 0 434,440 HANCOCK FABRIC COM 409900107 1,759 121,500 SH SOLE 0 121,500 HANCOCK HLDG C COM 410120109 4,241 77,710 SH SOLE 0 77,710 HANCOCK JOHN F COM 41014S106 10,289 274,360 SH SOLE 0 274,360 HANMI FINL COR COM 410495105 512 25,900 SH SOLE 0 25,900 HANOVER COMPRE COM 410768105 1,736 155,700 SH SOLE 0 155,700 HARLAND JOHN H COM 412693103 2,918 106,900 SH SOLE 0 106,900 HARLEY DAVIDSO COM 412822108 29,740 625,700 SH SOLE 0 625,700 HARLEYSVILLE N COM 412850109 1,680 55,821 SH SOLE 0 55,821 HARMAN INTL IN COM 413086109 20,337 274,900 SH SOLE 0 274,900 HARMONIC INC COM 413160102 1,926 265,700 SH SOLE 0 265,700 HARRAHS ENTMT COM 413619107 5,260 105,685 SH SOLE 0 105,685 HARRIS CORP DE COM 413875105 7,294 192,200 SH SOLE 0 192,200 HARRIS INTERAC COM 414549105 472 56,900 SH SOLE 0 56,900 HARSCO CORP COM 415864107 3,786 86,400 SH SOLE 0 86,400 HARTE-HANKS IN COM 416196103 5,045 231,950 SH SOLE 0 231,950 HARTFORD FINL COM 416515104 15,976 270,636 SH SOLE 0 270,636 HASBRO INC COM 418056107 4,826 226,807 SH SOLE 0 226,807 HAVERTY FURNIT COM 419596101 1,676 84,400 SH SOLE 0 84,400 HAWAIIAN ELEC COM 419870100 4,491 94,800 SH SOLE 0 94,800 HAWTHORNE FINL COM 420542102 483 17,250 SH SOLE 0 17,250 HCA INC COM 404119109 20,376 474,310 SH SOLE 0 474,310 HCC INS HLDGS COM 404132102 7,147 224,750 SH SOLE 0 224,750 HEADWATERS INC COM 42210P102 2,794 143,200 SH SOLE 0 143,200 HEALTH MGMT AS CL A 421933102 7,013 292,200 SH SOLE 0 292,200 HEALTH NET INC COM 42222G108 10,337 316,110 SH SOLE 0 316,110 HEALTHEXTRAS I COM 422211102 2,259 168,570 SH SOLE 0 168,570 HEARST-ARGYLE COM 422317107 1,072 38,900 SH SOLE 0 38,900 HEARTLAND EXPR COM 422347104 5,239 216,591 SH SOLE 0 216,591 HEIDRICK & STR COM 422819102 2,780 127,500 SH SOLE 0 127,500 HEINZ H J CO COM 423074103 10,745 294,940 SH SOLE 0 294,940 HELEN OF TROY COM G4388N106 486 21,000 SH SOLE 0 21,000 HELIX TECHNOLO COM 423319102 4,161 202,200 SH SOLE 0 202,200 HELMERICH & PA COM 423452101 2,961 106,032 SH SOLE 0 106,032 HENRY JACK & A COM 426281101 3,883 188,700 SH SOLE 0 188,700 HERCULES INC COM 427056106 1,050 86,076 SH SOLE 0 86,076 HERSHEY FOODS COM 427866108 8,484 110,201 SH SOLE 0 110,201 HEWLETT PACKAR COM 428236103 91,324 3,975,791 SH SOLE 0 3,975,791 HIBBETT SPORTI COM 428565105 3,119 104,650 SH SOLE 0 104,650 HIBERNIA CORP CL A 428656102 9,028 384,000 SH SOLE 0 384,000 HIGHWOODS PPTY COM 431284108 2,855 112,400 SH SOLE 0 112,400 HILB ROGAL & H COM 431294107 4,387 136,800 SH SOLE 0 136,800 HILLENBRAND IN COM 431573104 8,117 130,800 SH SOLE 0 130,800 HILTON HOTELS COM 432848109 11,242 656,285 SH SOLE 0 656,285 HOLLYWOOD ENTM COM 436141105 2,635 191,620 SH SOLE 0 191,620 HOLOGIC INC COM 436440101 1,299 75,300 SH SOLE 0 75,300 HOME DEPOT INC COM 437076102 81,077 2,284,498 SH SOLE 0 2,284,498 HON INDS INC COM 438092108 5,337 123,200 SH SOLE 0 123,200 HONDA MOTOR LT COM 438128308 383 17,000 SH SOLE 0 17,000 HONEYWELL INTL COM 438516106 29,974 896,619 SH SOLE 0 896,619 HOOPER HOLMES COM 439104100 1,523 246,500 SH SOLE 0 246,500 HORACE MANN ED COM 440327104 7,791 557,700 SH SOLE 0 557,700 HORMEL FOODS C COM 440452100 7,567 293,200 SH SOLE 0 293,200 HOSPITALITY PP COM 44106M102 6,233 151,000 SH SOLE 0 151,000 HOST MARRIOTT COM 44107P104 7,004 568,466 SH SOLE 0 568,466 HOT TOPIC INC COM 441339108 9,365 317,989 SH SOLE 0 317,989 HOUSTON EXPL C COM 442120101 438 12,000 SH SOLE 0 12,000 HOVNANIAN ENTE CL A 442487203 9,115 104,700 SH SOLE 0 104,700 HSBC HLDGS PLC S ADR 404280406 6,668 84,600 SH SOLE 0 84,600 HUBBELL INC CL B 443510201 8,383 190,100 SH SOLE 0 190,100 HUDSON UNITED COM 444165104 6,301 170,523 SH SOLE 0 170,523 HUFFY CORP COM 444356109 323 61,500 SH SOLE 0 61,500 HUGHES SUPPLY COM 444482103 4,453 89,750 SH SOLE 0 89,750 HUMANA INC COM 444859102 4,059 177,634 SH SOLE 0 177,634 HUNT J B TRANS COM 445658107 6,465 239,360 SH SOLE 0 239,360 HUNTINGTON BAN COM 446150104 5,065 225,125 SH SOLE 0 225,125 HUTCHINSON TEC COM 448407106 14,886 484,100 SH SOLE 0 484,100 HYDRIL COM 448774109 2,959 123,250 SH SOLE 0 123,250 HYPERCOM CORP COM 44913M105 1,499 315,000 SH SOLE 0 315,000 HYPERION SOLUT COM 44914M104 7,356 244,045 SH SOLE 0 244,045 ICICI BK LTD ADR 45104G104 4,140 241,000 SH SOLE 0 241,000 ICN PHARMACEUT CONV 448924AM2 1,426 1,350,000 SH SOLE 0 1,350,000 ICU MED INC COM 44930G107 2,188 63,800 SH SOLE 0 63,800 IDACORP INC COM 451107106 2,418 80,800 SH SOLE 0 80,800 IDEX CORP COM 45167R104 6,600 158,700 SH SOLE 0 158,700 IDEXX LABS INC COM 45168D104 6,637 143,400 SH SOLE 0 143,400 IDX SYS CORP COM 449491109 383 14,300 SH SOLE 0 14,300 IGEN INC COM 449536101 1,637 27,800 SH SOLE 0 27,800 IHOP CORP COM 449623107 3,121 81,100 SH SOLE 0 81,100 II VI INC COM 902104108 2,224 86,200 SH SOLE 0 86,200 ILEX ONCOLOGY COM 451923106 3,693 173,800 SH SOLE 0 173,800 ILLINOIS TOOL COM 452308109 47,096 561,265 SH SOLE 0 561,265 IMAGISTICS INT COM 45247T104 2,393 63,800 SH SOLE 0 63,800 IMATION CORP COM 45245A107 2,650 75,400 SH SOLE 0 75,400 IMC GLOBAL INC COM 449669100 2,892 291,200 SH SOLE 0 291,200 IMCO RECYCLING COM 449681105 580 58,600 SH SOLE 0 58,600 IMPAC MTG HLDG COM 45254P102 901 49,500 SH SOLE 0 49,500 IMPAX LABORATO COM 45256B101 768 53,400 SH SOLE 0 53,400 IMPERIAL OIL L COM 453038408 382 8,600 SH SOLE 0 8,600 IMS HEALTH INC COM 449934108 5,429 218,383 SH SOLE 0 218,383 INAMED CORP COM 453235103 6,407 133,350 SH SOLE 0 133,350 INCO LTD COM 453258402 972 24,400 SH SOLE 0 24,400 INCYTE CORP COM 45337C102 1,464 214,000 SH SOLE 0 214,000 INDEPENDENCE C COM 453414104 5,180 144,000 SH SOLE 0 144,000 INDEPENDENT BA COM 453836108 795 28,100 SH SOLE 0 28,100 INDYMAC BANCOR COM 456607100 4,874 163,600 SH SOLE 0 163,600 INET TECHNOLOG COM 45662V105 434 36,200 SH SOLE 0 36,200 INFORMATION HL COM 456727106 1,755 79,400 SH SOLE 0 79,400 INFOUSA INC NE COM 456818301 1,471 198,500 SH SOLE 0 198,500 INGERSOLL-RAND CL A G4776G101 11,048 162,764 SH SOLE 0 162,764 INGRAM MICRO I CL A 457153104 2,827 177,800 SH SOLE 0 177,800 INNKEEPERS USA COM 4576J0104 1,029 122,900 SH SOLE 0 122,900 INNOVATIVE SOL COM 45769N105 10,928 672,892 SH SOLE 0 672,892 INPUT/OUTPUT I COM 457652105 879 195,000 SH SOLE 0 195,000 INSIGHT ENTERP COM 45765U103 5,114 272,015 SH SOLE 0 272,015 INSITUFORM TEC CL A 457667103 1,662 100,700 SH SOLE 0 100,700 INSURANCE AUTO COM 457875102 572 43,800 SH SOLE 0 43,800 INTEGRA LIFESC COM 457985208 3,491 121,800 SH SOLE 0 121,800 INTEGRATED ALA COM 45890M109 2,535 298,200 SH SOLE 0 298,200 INTEGRATED CIR COM 45811K208 7,014 246,100 SH SOLE 0 246,100 INTEGRATED DEV COM 458118106 3,808 221,800 SH SOLE 0 221,800 INTEL CORP COM 458140100 245,772 7,668,380 SH SOLE 0 7,668,380 INTER TEL INC COM 458372109 6,718 268,950 SH SOLE 0 268,950 INTERCONTINENT S ADR 458573102 201 21,000 SH SOLE 0 21,000 INTERDIGITAL C COM 45866A105 2,820 136,900 SH SOLE 0 136,900 INTERFACE INC CL A 458665106 1,081 195,400 SH SOLE 0 195,400 INTERGRAPH COR COM 458683109 2,867 119,800 SH SOLE 0 119,800 INTERMAGNETICS COM 458771102 1,409 63,576 SH SOLE 0 63,576 INTERMET CORP COM 45881K104 530 97,400 SH SOLE 0 97,400 INTERNATIONAL COM 459200101 135,809 1,465,354 SH SOLE 0 1,465,354 INTERNATIONAL COM 459506101 2,690 77,044 SH SOLE 0 77,044 INTERNATIONAL COM 459902102 10,876 304,640 SH SOLE 0 304,640 INTERNATIONAL COM 460043102 1,323 73,500 SH SOLE 0 73,500 INTERNATIONAL COM 460254105 8,514 172,310 SH SOLE 0 172,310 INTERNATIONAL CL A 460335201 5,004 112,600 SH SOLE 0 112,600 INTERNET SEC S COM 46060X107 2,745 145,800 SH SOLE 0 145,800 INTERPUBLIC GR COM 460690100 5,946 381,168 SH SOLE 0 381,168 INTERSIL CORP CL A 46069S109 7,306 294,000 SH SOLE 0 294,000 INTERSTATE BAK COM 46072H108 1,349 94,800 SH SOLE 0 94,800 INTERWOVEN INC COM 46114T508 552 42,700 SH SOLE 0 42,700 INTL PAPER CO COM 460146103 20,277 470,358 SH SOLE 0 470,358 INTRADO INC COM 46117A100 1,343 61,200 SH SOLE 0 61,200 INTUIT COM 461202103 39,606 749,260 SH SOLE 0 749,260 INVACARE CORP COM 461203101 7,133 176,700 SH SOLE 0 176,700 INVESTMENT TEC COM 46145F105 1,982 122,750 SH SOLE 0 122,750 INVESTORS FINL COM 461915100 8,062 209,900 SH SOLE 0 209,900 INVISION TECHN COM 461851107 2,162 64,400 SH SOLE 0 64,400 IONICS INC COM 462218108 2,153 67,600 SH SOLE 0 67,600 IPC HLDGS LTD COM G4933P101 2,034 52,300 SH SOLE 0 52,300 IRON MTN INC P COM 462846106 728 18,400 SH SOLE 0 18,400 IRWIN FINL COR COM 464119106 3,350 106,700 SH SOLE 0 106,700 ISHARES TR COM 464287408 7,070 127,785 SH SOLE 0 127,785 ISHARES TR COM 464287465 3,055 22,336 SH SOLE 0 22,336 ISHARES TR COM 464287648 2,430 41,000 SH SOLE 0 41,000 ISHARES TR COM 464287804 12,678 94,615 SH SOLE 0 94,615 ITLA CAP CORP COM 450565106 3,176 63,400 SH SOLE 0 63,400 ITRON INC COM 465741106 1,436 78,200 SH SOLE 0 78,200 ITT EDUCATIONA COM 45068B109 9,356 199,200 SH SOLE 0 199,200 ITT INDS INC I COM 450911102 6,460 87,049 SH SOLE 0 87,049 IVAX CORP COM 465823102 9,927 415,700 SH SOLE 0 415,700 IXIA COM 45071R109 2,548 217,800 SH SOLE 0 217,800 J & J SNACK FO COM 466032109 1,250 33,100 SH SOLE 0 33,100 J JILL GROUP I COM 466189107 948 74,550 SH SOLE 0 74,550 J P MORGAN CHA COM 46625H100 101,177 2,754,617 SH SOLE 0 2,754,617 J2 GLOBAL COMM COM 46626E205 3,019 121,800 SH SOLE 0 121,800 JABIL CIRCUIT COM 466313103 5,299 187,240 SH SOLE 0 187,240 JACK IN THE BO COM 466367109 2,928 137,100 SH SOLE 0 137,100 JACOBS ENGR GR COM 469814107 6,352 132,300 SH SOLE 0 132,300 JACUZZI BRANDS COM 469865109 1,708 240,900 SH SOLE 0 240,900 JAKKS PAC INC COM 47012E106 1,255 95,400 SH SOLE 0 95,400 JANUS CAP GROU COM 47102X105 3,812 232,280 SH SOLE 0 232,280 JARDEN CORP COM 471109108 1,329 48,600 SH SOLE 0 48,600 JDA SOFTWARE G COM 46612K108 1,821 110,300 SH SOLE 0 110,300 JDS UNIPHASE C COM 46612J101 5,444 1,495,573 SH SOLE 0 1,495,573 JEFFERIES GROU COM 472319102 8,242 249,600 SH SOLE 0 249,600 JEFFERSON PILO COM 475070108 7,392 145,941 SH SOLE 0 145,941 JETBLUE AWYS C COM 477143101 6,454 243,359 SH SOLE 0 243,359 JLG INDS INC COM 466210101 3,226 211,800 SH SOLE 0 211,800 JO-ANN STORES COM 47758P307 15,778 773,445 SH SOLE 0 773,445 JOHNSON & JOHN COM 478160104 130,441 2,524,994 SH SOLE 0 2,524,994 JOHNSON CTLS I COM 478366107 12,620 108,681 SH SOLE 0 108,681 JONES APPAREL COM 480074103 4,287 121,700 SH SOLE 0 121,700 JOS A BANK CLO COM 480838101 909 26,200 SH SOLE 0 26,200 JOY GLOBAL INC COM 481165108 8,915 340,900 SH SOLE 0 340,900 JUNIPER NETWOR COM 48203R104 403 21,600 SH SOLE 0 21,600 K V PHARMACEUT CONV 482740107 913 35,250 SH SOLE 0 35,250 K V PHARMACEUT CL A 482740206 9,690 380,019 SH SOLE 0 380,019 K2 INC COM 482732104 1,912 125,700 SH SOLE 0 125,700 KADANT INC COM 48282T104 1,899 87,700 SH SOLE 0 87,700 KAMAN CORP CL A 483548103 1,095 86,000 SH SOLE 0 86,000 KANSAS CITY SO COM 485170302 3,381 236,100 SH SOLE 0 236,100 KAYDON CORP COM 486587108 2,773 107,300 SH SOLE 0 107,300 KB HOME COM 48666K109 3,350 46,192 SH SOLE 0 46,192 KCS ENERGY INC COM 482434206 1,797 170,300 SH SOLE 0 170,300 KEANE INC COM 486665102 1,984 135,500 SH SOLE 0 135,500 KEITH COMPANIE COM 487539108 289 21,200 SH SOLE 0 21,200 KEITHLEY INSTR COM 487584104 2,046 111,800 SH SOLE 0 111,800 KELLOGG CO COM 487836108 13,047 342,615 SH SOLE 0 342,615 KELLWOOD CO COM 488044108 5,342 130,300 SH SOLE 0 130,300 KELLY SVCS INC CL A 488152208 2,095 73,400 SH SOLE 0 73,400 KEMET CORP COM 488360108 3,813 278,500 SH SOLE 0 278,500 KENDLE INTERNA COM 48880L107 759 119,700 SH SOLE 0 119,700 KENNAMETAL INC COM 489170100 4,834 121,600 SH SOLE 0 121,600 KENSEY NASH CO COM 490057106 3,046 131,000 SH SOLE 0 131,000 KERR MCGEE COR COM 492386107 32,876 707,172 SH SOLE 0 707,172 KEY ENERGY SVC COM 492914106 3,671 356,040 SH SOLE 0 356,040 KEYCORP NEW COM 493267108 11,905 406,024 SH SOLE 0 406,024 KEYSPAN CORP COM 49337W100 5,435 147,700 SH SOLE 0 147,700 KILROY RLTY CO COM 49427F108 3,494 106,700 SH SOLE 0 106,700 KIMBERLY CLARK COM 494368103 25,536 432,155 SH SOLE 0 432,155 KIMCO REALTY C COM 49446R109 1,275 28,500 SH SOLE 0 28,500 KINDER MORGAN COM 49455P101 6,878 116,380 SH SOLE 0 116,380 KING PHARMACEU COM 495582108 4,134 270,880 SH SOLE 0 270,880 KIRBY CORP COM 497266106 3,219 92,300 SH SOLE 0 92,300 KLA-TENCOR COR COM 482480100 9,193 157,036 SH SOLE 0 157,036 KNIGHT RIDDER COM 499040103 5,235 67,658 SH SOLE 0 67,658 KNIGHT TRADING COM 499063105 2,033 138,700 SH SOLE 0 138,700 KNIGHT TRANSN COM 499064103 3,653 142,400 SH SOLE 0 142,400 KOHLS CORP COM 500255104 24,845 552,840 SH SOLE 0 552,840 KONINKLIJKE PH COM 500472303 5,887 202,385 SH SOLE 0 202,385 KOOKMIN BK NEW S ADR 50049M109 378 10,000 SH SOLE 0 10,000 KOPIN CORP COM 500600101 2,328 346,900 SH SOLE 0 346,900 KOREA ELECTRIC S ADR 500631106 161 15,500 SH SOLE 0 15,500 KORN FERRY INT COM 500643200 1,062 79,600 SH SOLE 0 79,600 KOS PHARMACEUT COM 500648100 1,148 26,700 SH SOLE 0 26,700 KOSAN BIOSCIEN COM 50064W107 1,040 105,500 SH SOLE 0 105,500 KRAFT FOODS IN CL A 50075N104 29,797 924,800 SH SOLE 0 924,800 KRISPY KREME D COM 501014104 4,670 127,600 SH SOLE 0 127,600 KROGER CO COM 501044101 13,220 714,210 SH SOLE 0 714,210 KROLL INC COM 501049100 5,114 196,700 SH SOLE 0 196,700 KRONOS INC COM 501052104 4,561 115,137 SH SOLE 0 115,137 K-SWISS INC CL A 482686102 4,814 199,760 SH SOLE 0 199,760 KT CORP S ADR 48268K101 10,027 525,808 SH SOLE 0 525,808 KULICKE & SOFF COM 501242101 4,633 322,200 SH SOLE 0 322,200 KYPHON INC COM 501577100 484 19,500 SH SOLE 0 19,500 L-3 COMMUNICAT COM 502424104 11,897 231,640 SH SOLE 0 231,640 LA QUINTA CORP REIT 50419U202 468 73,000 SH SOLE 0 73,000 LA Z BOY INC COM 505336107 5,616 267,670 SH SOLE 0 267,670 LABONE INC NEW COM 50540L105 2,049 63,100 SH SOLE 0 63,100 LABOR READY IN COM 505401208 4,097 312,750 SH SOLE 0 312,750 LABORATORY COR COM 50540R409 517 14,000 SH SOLE 0 14,000 LABRANCHE & CO COM 505447102 1,475 126,400 SH SOLE 0 126,400 LACLEDE GROUP COM 505597104 2,076 72,700 SH SOLE 0 72,700 LAM RESEARCH C COM 512807108 11,652 360,750 SH SOLE 0 360,750 LANCASTER COLO COM 513847103 3,416 75,650 SH SOLE 0 75,650 LANCE INC COM 514606102 1,667 110,900 SH SOLE 0 110,900 LANDAMERICA FI COM 514936103 3,705 70,900 SH SOLE 0 70,900 LANDRYS RESTAU COM 51508L103 2,695 104,800 SH SOLE 0 104,800 LANDSTAR SYS I COM 515098101 5,269 138,500 SH SOLE 0 138,500 LASALLE HOTEL REIT 517942108 1,267 68,300 SH SOLE 0 68,300 LATTICE SEMICO COM 518415104 2,311 238,700 SH SOLE 0 238,700 LAUDER ESTEE C CL A 518439104 754 19,200 SH SOLE 0 19,200 LAWSON PRODS I COM 520776105 1,194 36,100 SH SOLE 0 36,100 LAWSON SOFTWAR COM 520780107 1,033 124,400 SH SOLE 0 124,400 LEAR CORP COM 521865105 8,782 143,200 SH SOLE 0 143,200 LECG CORP COM 523234102 1,305 57,000 SH SOLE 0 57,000 LEE ENTERPRISE COM 523768109 4,932 113,000 SH SOLE 0 113,000 LEGG MASON INC COM 524901105 12,007 155,566 SH SOLE 0 155,566 LEGGETT & PLAT COM 524660107 4,533 209,580 SH SOLE 0 209,580 LEHMAN BROS HL COM 524908100 23,065 298,694 SH SOLE 0 298,694 LENNAR CORP CL A 526057104 16,387 170,700 SH SOLE 0 170,700 LENNOX INTL IN COM 526107107 3,738 223,853 SH SOLE 0 223,853 LEUCADIA NATL COM 527288104 6,795 147,400 SH SOLE 0 147,400 LEXAR MEDIA IN COM 52886P104 1,641 94,200 SH SOLE 0 94,200 LEXINGTON CORP COM 529043101 3,117 154,400 SH SOLE 0 154,400 LEXMARK INTL N CL A 529771107 8,260 105,040 SH SOLE 0 105,040 LIBBEY INC COM 529898108 1,472 51,700 SH SOLE 0 51,700 LIBERTY CORP S COM 530370105 813 18,000 SH SOLE 0 18,000 LIBERTY MEDIA COM 530718105 773 65,000 SH SOLE 0 65,000 LIBERTY PPTY T REIT 531172104 6,594 169,500 SH SOLE 0 169,500 LIFEPOINT HOSP COM 53219L109 2,350 79,800 SH SOLE 0 79,800 LILLY ELI & CO COM 532457108 66,117 940,099 SH SOLE 0 940,099 LIMITED BRANDS COM 532716107 8,838 490,206 SH SOLE 0 490,206 LIN TV CORP CL A 532774106 3,892 150,800 SH SOLE 0 150,800 LINCARE HLDGS COM 532791100 7,123 236,800 SH SOLE 0 236,800 LINCOLN NATL C COM 534187109 6,880 170,432 SH SOLE 0 170,432 LINDSAY MFG CO COM 535555106 1,129 44,700 SH SOLE 0 44,700 LINEAR TECHNOL COM 535678106 10,917 259,500 SH SOLE 0 259,500 LINENS N THING COM 535679104 10,686 355,250 SH SOLE 0 355,250 LIONS GATE ENT COM 535919203 1,753 391,200 SH SOLE 0 391,200 LITHIA MTRS IN CL A 536797103 2,637 104,600 SH SOLE 0 104,600 LIVEPERSON INC COM 538146101 1,270 254,000 SH SOLE 0 254,000 LIZ CLAIBORNE COM 539320101 3,558 100,334 SH SOLE 0 100,334 LOCKHEED MARTI COM 539830109 22,933 446,170 SH SOLE 0 446,170 LOEWS CORP CONV 540424AL2 488 505,000 SH SOLE 0 505,000 LOEWS CORP COM 540424108 8,982 181,638 SH SOLE 0 181,638 LONE STAR STEA COM 542307103 1,841 79,300 SH SOLE 0 79,300 LONE STAR TECH COM 542312103 1,740 108,900 SH SOLE 0 108,900 LONGS DRUG STO COM 543162101 1,962 79,303 SH SOLE 0 79,303 LONGVIEW FIBRE COM 543213102 1,335 108,100 SH SOLE 0 108,100 LOUISIANA PAC COM 546347105 1,657 92,679 SH SOLE 0 92,679 LOWES COS INC COM 548661107 62,490 1,128,176 SH SOLE 0 1,128,176 LSI INDS INC COM 50216C108 1,434 106,250 SH SOLE 0 106,250 LSI LOGIC CORP CONV 502161AG7 6,544 6,695,000 SH SOLE 0 6,695,000 LSI LOGIC CORP COM 502161102 3,066 345,682 SH SOLE 0 345,682 LTX CORP COM 502392103 4,473 297,600 SH SOLE 0 297,600 LUBRIZOL CORP COM 549271104 3,548 109,100 SH SOLE 0 109,100 LUCENT TECHNOL COM 549463107 9,731 3,426,575 SH SOLE 0 3,426,575 LUXOTTICA GROU S ADR 55068R202 8,627 495,800 SH SOLE 0 495,800 LYDALL INC DEL COM 550819106 630 61,800 SH SOLE 0 61,800 LYONDELL CHEMI COM 552078107 6,343 374,200 SH SOLE 0 374,200 M & T BK CORP COM 55261F104 25,597 260,400 SH SOLE 0 260,400 M D C HLDGS IN COM 552676108 12,271 190,254 SH SOLE 0 190,254 MACATAWA BK CO COM 554225102 1,239 43,632 SH SOLE 0 43,632 MACDERMID INC COM 554273102 5,331 155,700 SH SOLE 0 155,700 MACERICH CO COM 554382101 78,249 1,758,400 SH SOLE 0 1,758,400 MACK CALI RLTY COM 554489104 64,095 1,540,000 SH SOLE 0 1,540,000 MACROMEDIA INC COM 556100105 3,953 222,700 SH SOLE 0 222,700 MACROVISION CO COM 555904101 2,941 130,200 SH SOLE 0 130,200 MAF BANCORP IN COM 55261R108 5,258 125,500 SH SOLE 0 125,500 MAGNA INTL INC CL A 559222401 432 5,400 SH SOLE 0 5,400 MAGNETEK INC COM 559424106 713 108,200 SH SOLE 0 108,200 MAHANAGAR TEL S ADR 559778402 9,468 1,547,007 SH SOLE 0 1,547,007 MANDALAY RESOR COM 562567107 5,818 130,100 SH SOLE 0 130,100 MANHATTAN ASSO COM 562750109 4,812 174,100 SH SOLE 0 174,100 MANITOWOC INC COM 563571108 4,695 150,475 SH SOLE 0 150,475 MANOR CARE INC COM 564055101 2,810 81,282 SH SOLE 0 81,282 MANPOWER INC COM 56418H100 8,636 183,440 SH SOLE 0 183,440 MANTECH INTL C CL A 564563104 4,019 161,100 SH SOLE 0 161,100 MANUFACTURED H COM 564682102 2,730 72,500 SH SOLE 0 72,500 MANUFACTURERS COM 565005105 1,423 234,000 SH SOLE 0 234,000 MANUGISTICS GR COM 565011103 1,031 164,700 SH SOLE 0 164,700 MAPINFO CORP COM 565105103 1,068 105,800 SH SOLE 0 105,800 MARATHON OIL C COM 565849106 10,797 326,279 SH SOLE 0 326,279 MARCONI CORP P S ADR 56630M101 1,948 95,787 SH SOLE 0 95,787 MARCUS CORP COM 566330106 1,851 112,850 SH SOLE 0 112,850 MARKEL CORP COM 570535104 1,191 4,700 SH SOLE 0 4,700 MARRIOTT INTL CL A 571903202 10,288 222,691 SH SOLE 0 222,691 MARSH & MCLENN COM 571748102 49,682 1,037,422 SH SOLE 0 1,037,422 MARSHALL & ILS COM 571834100 8,221 214,920 SH SOLE 0 214,920 MARTEK BIOSCIE COM 572901106 5,455 83,800 SH SOLE 0 83,800 MARTIN MARIETT COM 573284106 4,863 103,539 SH SOLE 0 103,539 MARVEL ENTERPR COM 57383M108 3,540 121,600 SH SOLE 0 121,600 MASCO CORP COM 574599106 13,251 483,426 SH SOLE 0 483,426 MASSEY ENERGY COM 576206106 8,262 397,200 SH SOLE 0 397,200 MASTEC INC COM 576323109 751 50,700 SH SOLE 0 50,700 MATERIAL SCIEN COM 576674105 547 54,100 SH SOLE 0 54,100 MATSUSHITA ELE ADR 576879209 376 27,000 SH SOLE 0 27,000 MATTEL INC COM 577081102 8,210 426,076 SH SOLE 0 426,076 MATTSON TECHNO COM 577223100 492 40,700 SH SOLE 0 40,700 MAVERICK TUBE COM 577914104 6,464 335,800 SH SOLE 0 335,800 MAXIM INTEGRAT COM 57772K101 13,388 270,020 SH SOLE 0 270,020 MAXIM PHARMACE COM 57772M107 835 93,800 SH SOLE 0 93,800 MAXIMUS INC COM 577933104 5,079 129,800 SH SOLE 0 129,800 MAXTOR CORP COM 577729205 1,262 113,700 SH SOLE 0 113,700 MAY DEPT STORE COM 577778103 7,901 271,796 SH SOLE 0 271,796 MAYTAG CORP COM 578592107 1,789 64,242 SH SOLE 0 64,242 MBIA INC COM 55262C100 8,835 149,157 SH SOLE 0 149,157 MBNA CORP COM 55262L100 57,558 2,316,211 SH SOLE 0 2,316,211 MCCORMICK & CO COM 579780206 3,486 115,800 SH SOLE 0 115,800 MCDATA CORP CL A 580031201 5,216 547,362 SH SOLE 0 547,362 MCDONALDS CORP COM 580135101 30,054 1,210,400 SH SOLE 0 1,210,400 MCGRAW HILL CO COM 580645109 12,530 179,200 SH SOLE 0 179,200 MCKESSON CORP COM 58155Q103 8,845 275,030 SH SOLE 0 275,030 MDU RES GROUP COM 552690109 5,705 239,600 SH SOLE 0 239,600 MEADE INSTRUME COM 583062104 696 201,800 SH SOLE 0 201,800 MEADWESTVACO C COM 583334107 5,638 189,528 SH SOLE 0 189,528 MEDCO HEALTH S COM 58405U102 8,771 258,036 SH SOLE 0 258,036 MEDIA GEN INC CL A 584404107 3,242 49,800 SH SOLE 0 49,800 MEDICINES CO COM 584688105 7,365 250,000 SH SOLE 0 250,000 MEDICIS PHARMA CL A 584690309 10,025 140,600 SH SOLE 0 140,600 MEDIMMUNE INC COM 584699102 5,976 235,460 SH SOLE 0 235,460 MEDTRONIC INC COM 585055106 75,685 1,556,975 SH SOLE 0 1,556,975 MELLON FINL CO COM 58551A108 13,974 435,184 SH SOLE 0 435,184 MEMBERWORKS IN COM 586002107 1,122 41,300 SH SOLE 0 41,300 MEMC ELECTR MA COM 552715104 2,655 276,010 SH SOLE 0 276,010 MENS WEARHOUSE COM 587118100 4,437 177,420 SH SOLE 0 177,420 MENTOR CORP MI COM 587188103 4,227 175,700 SH SOLE 0 175,700 MENTOR GRAPHIC COM 587200106 2,768 190,400 SH SOLE 0 190,400 MERCANTILE BAN COM 587376104 712 19,500 SH SOLE 0 19,500 MERCANTILE BAN COM 587405101 7,685 168,600 SH SOLE 0 168,600 MERCK & CO INC COM 589331107 87,254 1,888,610 SH SOLE 0 1,888,610 MERCURY COMPUT COM 589378108 1,994 80,100 SH SOLE 0 80,100 MERCURY INTERA COM 589405109 3,462 71,180 SH SOLE 0 71,180 MEREDITH CORP COM 589433101 1,998 40,932 SH SOLE 0 40,932 MERIT MED SYS COM 589889104 1,988 89,324 SH SOLE 0 89,324 MERITAGE CORP COM 59001A102 1,863 28,100 SH SOLE 0 28,100 MERRILL LYNCH COM 590188108 84,064 1,433,322 SH SOLE 0 1,433,322 MESA AIR GROUP COM 590479101 3,217 255,900 SH SOLE 0 255,900 METHODE ELECTR CL A 591520200 1,662 135,900 SH SOLE 0 135,900 METLIFE INC COM 59156R108 24,413 725,080 SH SOLE 0 725,080 METROLOGIC INS COM 591676101 842 31,200 SH SOLE 0 31,200 MFC BANCORP LT COM 55271X202 2,880 156,375 SH SOLE 0 156,375 MGI PHARMA INC COM 552880106 6,345 154,200 SH SOLE 0 154,200 MGIC INVT CORP COM 552848103 5,486 96,348 SH SOLE 0 96,348 MICHAELS STORE COM 594087108 28,913 654,150 SH SOLE 0 654,150 MICREL INC COM 594793101 5,236 336,500 SH SOLE 0 336,500 MICROCHIP TECH COM 595017104 15,857 475,201 SH SOLE 0 475,201 MICROMUSE INC COM 595094103 315 45,650 SH SOLE 0 45,650 MICRON TECHNOL COM 595112103 7,686 570,590 SH SOLE 0 570,590 MICROS SYS INC COM 594901100 6,903 159,200 SH SOLE 0 159,200 MICROSEMI CORP COM 595137100 4,007 163,480 SH SOLE 0 163,480 MICROSOFT CORP COM 594918104 344,38112,582,426 SH SOLE 0 12,582,426 MICROSTRATEGY CL A 594972408 1,480 28,200 SH SOLE 0 28,200 MID ATLANTIC M COM 59523C107 12,908 199,200 SH SOLE 0 199,200 MIDAS GROUP IN COM 595626102 827 57,800 SH SOLE 0 57,800 MIDCAP SPDR TR COM 595635103 12,674 120,245 SH SOLE 0 120,245 MIDWAY GAMES I COM 598148104 688 177,200 SH SOLE 0 177,200 MILACRON INC COM 598709103 552 132,473 SH SOLE 0 132,473 MILLENNIUM PHA COM 599902103 11,891 637,571 SH SOLE 0 637,571 MILLER HERMAN COM 600544100 3,742 154,300 SH SOLE 0 154,300 MILLIPORE CORP COM 601073109 2,907 67,521 SH SOLE 0 67,521 MINERALS TECHN COM 603158106 3,573 60,300 SH SOLE 0 60,300 MINORPLANET SY COM 604363200 328 172,482 SH SOLE 0 172,482 MKS INSTRUMENT COM 55306N104 1,247 43,000 SH SOLE 0 43,000 MOBILE MINI IN COM 60740F105 1,077 54,600 SH SOLE 0 54,600 MODINE MFG CO COM 607828100 2,758 102,206 SH SOLE 0 102,206 MOHAWK INDS IN COM 608190104 10,443 148,050 SH SOLE 0 148,050 MOLEX INC COM 608554101 1,060 30,375 SH SOLE 0 30,375 MOLEX INC CL A 608554200 4,505 153,700 SH SOLE 0 153,700 MONACO COACH C COM 60886R103 2,636 110,750 SH SOLE 0 110,750 MONDAVI ROBERT CL A 609200100 676 17,400 SH SOLE 0 17,400 MONSANTO CO NE COM 61166W101 7,701 267,574 SH SOLE 0 267,574 MONSTER WORLDW COM 611742107 2,036 92,700 SH SOLE 0 92,700 MONY GROUP INC COM 615337102 3,123 99,800 SH SOLE 0 99,800 MOODYS CORP COM 615369105 8,697 143,630 SH SOLE 0 143,630 MOOG INC CL A 615394202 6,581 133,220 SH SOLE 0 133,220 MOORE WALLACE COM 615857109 869 46,400 SH SOLE 0 46,400 MORGAN STANLEY COM 617446448 111,796 1,931,850 SH SOLE 0 1,931,850 MOTOROLA INC COM 620076109 31,072 2,219,462 SH SOLE 0 2,219,462 MOVIE GALLERY COM 624581104 2,735 146,400 SH SOLE 0 146,400 MPS GROUP INC COM 553409103 5,077 543,030 SH SOLE 0 543,030 MRO SOFTWARE I COM 55347W105 2,583 191,500 SH SOLE 0 191,500 MSC INDL DIREC CL A 553530106 4,136 150,400 SH SOLE 0 150,400 MTS SYS CORP COM 553777103 1,000 52,000 SH SOLE 0 52,000 MUELLER INDS I COM 624756102 4,481 130,400 SH SOLE 0 130,400 MULTIMEDIA GAM COM 625453105 366 8,900 SH SOLE 0 8,900 MURPHY OIL COR COM 626717102 13,075 200,200 SH SOLE 0 200,200 MYERS INDS INC COM 628464109 1,391 114,751 SH SOLE 0 114,751 MYKROLIS CORP COM 62852P103 1,396 86,800 SH SOLE 0 86,800 MYLAN LABS INC COM 628530107 16,491 652,850 SH SOLE 0 652,850 NABI BIOPHARMA COM 629519109 1,607 126,400 SH SOLE 0 126,400 NABORS INDUSTR COM G6359F103 7,317 176,320 SH SOLE 0 176,320 NASH FINCH CO COM 631158102 1,025 45,900 SH SOLE 0 45,900 NATIONAL CITY COM 635405103 19,841 584,578 SH SOLE 0 584,578 NATIONAL COMME COM 63545P104 13,595 498,355 SH SOLE 0 498,355 NATIONAL FUEL COM 636180101 4,795 196,200 SH SOLE 0 196,200 NATIONAL INSTR COM 636518102 5,002 110,000 SH SOLE 0 110,000 NATIONAL PREST COM 637215104 936 25,900 SH SOLE 0 25,900 NATIONAL SEMIC COM 637640103 5,861 148,725 SH SOLE 0 148,725 NATIONAL-OILWE COM 637071101 24,294 1,086,500 SH SOLE 0 1,086,500 NATIONWIDE HEA COM 638620104 683 34,956 SH SOLE 0 34,956 NATURES SUNSHI COM 639027101 446 53,000 SH SOLE 0 53,000 NATUZZI S P A ADR 63905A101 1,202 119,220 SH SOLE 0 119,220 NAUTILUS GROUP COM 63910B102 2,179 155,100 SH SOLE 0 155,100 NAVIGANT CONSU COM 63935N107 4,308 228,400 SH SOLE 0 228,400 NAVISTAR INTL COM 63934E108 2,612 54,550 SH SOLE 0 54,550 NBTY INC COM 628782104 9,911 369,000 SH SOLE 0 369,000 NCO GROUP INC COM 628858102 4,596 202,300 SH SOLE 0 202,300 NCR CORP NEW COM 62886E108 3,591 92,540 SH SOLE 0 92,540 NDCHEALTH CORP COM 639480102 3,433 134,000 SH SOLE 0 134,000 NEIMAN MARCUS CL A 640204202 5,555 103,500 SH SOLE 0 103,500 NEKTAR THERAPE COM 640268108 1,239 91,000 SH SOLE 0 91,000 NELSON THOMAS COM 640376109 1,059 54,800 SH SOLE 0 54,800 NEOWARE SYS IN COM 64065P102 2,400 174,640 SH SOLE 0 174,640 NETBANK INC COM 640933107 857 64,200 SH SOLE 0 64,200 NETEGRITY INC COM 64110P107 1,997 196,600 SH SOLE 0 196,600 NETFLIX COM IN COM 64110L106 1,591 29,100 SH SOLE 0 29,100 NETGEAR INC COM 64111Q104 964 60,300 SH SOLE 0 60,300 NETSCREEN TECH COM 64117V107 2,062 83,300 SH SOLE 0 83,300 NETSOLVE INC COM 64115J106 5,847 721,876 SH SOLE 0 721,876 NETWORK APPLIA COM 64120L104 5,712 279,440 SH SOLE 0 279,440 NETWORK EQUIP COM 641208103 660 60,000 SH SOLE 0 60,000 NETWORKS ASSOC COM 640938106 8,436 560,900 SH SOLE 0 560,900 NEUROCRINE BIO COM 64125C109 889 16,300 SH SOLE 0 16,300 NEUROGEN CORP COM 64124E106 238 28,300 SH SOLE 0 28,300 NEW CENTURY FI COM 64352D101 9,362 236,000 SH SOLE 0 236,000 NEW ENGLAND BU COM 643872104 1,484 50,300 SH SOLE 0 50,300 NEW JERSEY RES COM 646025106 4,440 115,300 SH SOLE 0 115,300 NEW PLAN EXCEL COM 648053106 6,666 270,200 SH SOLE 0 270,200 NEW YORK CMNTY COM 649445103 18,212 478,641 SH SOLE 0 478,641 NEW YORK TIMES CL A 650111107 5,993 125,402 SH SOLE 0 125,402 NEWELL RUBBERM COM 651229106 35,449 1,556,845 SH SOLE 0 1,556,845 NEWFIELD EXPL COM 651290108 10,805 242,600 SH SOLE 0 242,600 NEWMONT MINING COM 651639106 20,876 429,457 SH SOLE 0 429,457 NEWPORT CORP COM 651824104 3,430 206,400 SH SOLE 0 206,400 NEWS CORP LTD ADR 652487802 285 9,438 SH SOLE 0 9,438 NEXTEL COMMUNI CONV 65332VAY9 3,581 3,528,000 SH SOLE 0 3,528,000 NEXTEL COMMUNI CL A 65332V103 29,869 1,064,466 SH SOLE 0 1,064,466 NEXTEL PARTNER CL A 65333F107 1,494 111,100 SH SOLE 0 111,100 NICOR INC COM 654086107 1,409 41,397 SH SOLE 0 41,397 NII HLDGS INC CL B 62913F201 2,464 33,010 SH SOLE 0 33,010 NIKE INC CL B 654106103 14,929 218,068 SH SOLE 0 218,068 NISOURCE INC COM 65473P105 5,449 248,352 SH SOLE 0 248,352 NN INC COM 629337106 1,707 135,900 SH SOLE 0 135,900 NOBLE CORPORAT COM G65422100 5,900 164,890 SH SOLE 0 164,890 NOBLE ENERGY I COM 655044105 5,336 120,100 SH SOLE 0 120,100 NOKIA CORP S ADR 654902204 8,047 473,329 SH SOLE 0 473,329 NORDSON CORP COM 655663102 2,485 71,800 SH SOLE 0 71,800 NORDSTROM INC COM 655664100 4,391 128,028 SH SOLE 0 128,028 NORFOLK SOUTHE COM 655844108 8,674 366,756 SH SOLE 0 366,756 NORTEL NETWORK CONV 656568AB8 5,616 5,935,000 SH SOLE 0 5,935,000 NORTEL NETWORK COM 656568102 881 208,190 SH SOLE 0 208,190 NORTH FORK BAN COM 659424105 5,259 129,940 SH SOLE 0 129,940 NORTHEAST UTIL COM 664397106 5,712 283,200 SH SOLE 0 283,200 NORTHERN TR CO COM 665859104 9,701 209,618 SH SOLE 0 209,618 NORTHROP GRUMM COM 666807102 17,079 178,652 SH SOLE 0 178,652 NORTHWEST NAT COM 667655104 3,275 106,500 SH SOLE 0 106,500 NOVELL INC COM 670006105 6,641 630,688 SH SOLE 0 630,688 NOVELLUS SYS I COM 670008101 8,338 198,290 SH SOLE 0 198,290 NOVEN PHARMACE COM 670009109 1,303 85,700 SH SOLE 0 85,700 NPS PHARMACEUT COM 62936P103 3,454 112,580 SH SOLE 0 112,580 NSTAR COM 67019E107 5,442 112,200 SH SOLE 0 112,200 NTL INC DEL COM 62940M104 24,875 356,628 SH SOLE 0 356,628 NU SKIN ENTERP CL A 67018T105 3,367 197,000 SH SOLE 0 197,000 NUCOR CORP COM 670346105 4,161 74,298 SH SOLE 0 74,298 NUEVO ENERGY C COM 670509108 1,796 74,300 SH SOLE 0 74,300 NUI CORP COM 629431107 3,250 201,600 SH SOLE 0 201,600 NVIDIA CORP COM 67066G104 3,544 152,740 SH SOLE 0 152,740 NVR INC COM 62944T105 14,027 30,100 SH SOLE 0 30,100 NYFIX INC COM 670712108 958 120,900 SH SOLE 0 120,900 O CHARLEYS INC COM 670823103 1,422 79,200 SH SOLE 0 79,200 O REILLY AUTOM COM 686091109 5,404 140,140 SH SOLE 0 140,140 O2MICRO INTERN COM G6797E106 1,159 51,500 SH SOLE 0 51,500 OCCIDENTAL PET COM 674599105 15,926 377,031 SH SOLE 0 377,031 OCEANEERING IN COM 675232102 2,593 92,600 SH SOLE 0 92,600 OCULAR SCIENCE COM 675744106 563 19,600 SH SOLE 0 19,600 ODYSSEY HEALTH COM 67611V101 7,885 267,635 SH SOLE 0 267,635 OFFICE DEPOT I COM 676220106 5,565 333,040 SH SOLE 0 333,040 OFFSHORE LOGIS COM 676255102 2,472 100,800 SH SOLE 0 100,800 OGE ENERGY COR COM 670837103 4,449 183,900 SH SOLE 0 183,900 OHIO CAS CORP COM 677240103 2,238 128,900 SH SOLE 0 128,900 OLD DOMINION F COM 679580100 1,795 52,660 SH SOLE 0 52,660 OLD REP INTL C COM 680223104 11,089 437,250 SH SOLE 0 437,250 OLD SECOND BAN COM 680277100 693 14,000 SH SOLE 0 14,000 OLIN CORP COM 680665205 2,489 124,100 SH SOLE 0 124,100 OM GROUP INC COM 670872100 2,826 107,900 SH SOLE 0 107,900 OMI CORP NEW COM Y6476W104 1,691 189,400 SH SOLE 0 189,400 OMNICARE INC COM 681904108 8,757 216,800 SH SOLE 0 216,800 OMNICOM GROUP COM 681919106 35,840 410,396 SH SOLE 0 410,396 OMNIVISION TEC COM 682128103 1,751 31,700 SH SOLE 0 31,700 OMNOVA SOLUTIO COM 682129101 730 152,100 SH SOLE 0 152,100 ON ASSIGNMENT COM 682159108 500 95,900 SH SOLE 0 95,900 ON SEMICONDUCT COM 682189105 6,544 1,009,890 SH SOLE 0 1,009,890 ON TECHNOLOGY COM 68219P108 813 205,318 SH SOLE 0 205,318 ONEOK INC NEW COM 682680103 4,923 222,960 SH SOLE 0 222,960 OPNET TECHNOLO COM 683757108 744 45,200 SH SOLE 0 45,200 OPSWARE INC COM 68383A101 1,516 204,900 SH SOLE 0 204,900 ORACLE CORP COM 68389X105 88,206 6,667,120 SH SOLE 0 6,667,120 OREGON STL MLS COM 686079104 5,826 1,002,700 SH SOLE 0 1,002,700 ORTHODONTIC CT COM 68750P103 1,536 190,800 SH SOLE 0 190,800 ORTHOFIX INTL COM N6748L102 4,577 93,450 SH SOLE 0 93,450 OSHKOSH B GOSH CL A 688222207 968 45,100 SH SOLE 0 45,100 OSHKOSH TRUCK COM 688239201 7,889 154,600 SH SOLE 0 154,600 OSI PHARMACEUT COM 671040103 1,580 49,000 SH SOLE 0 49,000 OSI SYSTEMS IN COM 671044105 338 17,600 SH SOLE 0 17,600 OSTEOTECH INC COM 688582105 2,220 252,300 SH SOLE 0 252,300 OUTBACK STEAKH COM 689899102 7,441 168,300 SH SOLE 0 168,300 OVERLAND STORA COM 690310107 1,724 91,760 SH SOLE 0 91,760 OVERNITE CORP COM 690322102 1,276 56,100 SH SOLE 0 56,100 OVERSEAS SHIPH COM 690368105 2,567 75,400 SH SOLE 0 75,400 OWENS & MINOR COM 690732102 4,529 206,700 SH SOLE 0 206,700 OXFORD HEALTH COM 691471106 8,409 193,300 SH SOLE 0 193,300 OXFORD INDS IN COM 691497309 2,084 61,500 SH SOLE 0 61,500 P F CHANGS CHI COM 69333Y108 6,126 120,400 SH SOLE 0 120,400 PACCAR INC COM 693718108 9,290 109,138 SH SOLE 0 109,138 PACER INTL INC COM 69373H106 3,399 168,100 SH SOLE 0 168,100 PACIFIC SUNWEA COM 694873100 7,059 334,537 SH SOLE 0 334,537 PACIFICARE HEA COM 695112102 5,977 88,422 SH SOLE 0 88,422 PACKAGING CORP COM 695156109 4,877 223,100 SH SOLE 0 223,100 PACKETEER INC COM 695210104 1,812 106,700 SH SOLE 0 106,700 PACTIV CORP COM 695257105 3,717 155,525 SH SOLE 0 155,525 PAC-WEST TELEC COM 69371Y101 235 122,402 SH SOLE 0 122,402 PALL CORP COM 696429307 3,156 117,628 SH SOLE 0 117,628 PAN PACIFIC RE COM 69806L104 920 19,300 SH SOLE 0 19,300 PANAMSAT CORP COM 697933109 1,311 60,800 SH SOLE 0 60,800 PANERA BREAD C CL A 69840W108 6,458 163,400 SH SOLE 0 163,400 PAPA JOHNS INT COM 698813102 2,283 68,400 SH SOLE 0 68,400 PARADYNE NETWO COM 69911G107 205 59,544 SH SOLE 0 59,544 PARAGON TECHNO COM 69912T108 1,683 173,500 SH SOLE 0 173,500 PARAMETRIC TEC COM 699173100 2,892 734,097 SH SOLE 0 734,097 PAREXEL INTL C COM 699462107 1,605 98,700 SH SOLE 0 98,700 PARK ELECTROCH COM 700416209 1,992 75,200 SH SOLE 0 75,200 PARK PL ENTMT COM 700690100 6,945 641,300 SH SOLE 0 641,300 PARKER HANNIFI COM 701094104 6,670 112,094 SH SOLE 0 112,094 PARKWAY PPTYS COM 70159Q104 2,450 58,900 SH SOLE 0 58,900 PATINA OIL & G COM 703224105 10,570 215,762 SH SOLE 0 215,762 PATTERSON DENT COM 703412106 9,240 144,400 SH SOLE 0 144,400 PATTERSON UTI COM 703481101 26,874 816,100 SH SOLE 0 816,100 PAXAR CORP COM 704227107 1,995 148,900 SH SOLE 0 148,900 PAYCHEX INC COM 704326107 11,537 310,125 SH SOLE 0 310,125 PAYLESS SHOESO COM 704379106 1,930 144,002 SH SOLE 0 144,002 PC-TEL INC COM 69325Q105 841 78,200 SH SOLE 0 78,200 PEABODY ENERGY COM 704549104 8,617 206,600 SH SOLE 0 206,600 PEDIATRIX MED COM 705324101 5,647 102,500 SH SOLE 0 102,500 PEETS COFFEE & COM 705560100 1,200 68,700 SH SOLE 0 68,700 PEGASUS SOLUTI COM 705906105 997 95,200 SH SOLE 0 95,200 PENFORD CORP COM 707051108 448 32,900 SH SOLE 0 32,900 PENN NATL GAMI COM 707569109 3,477 150,400 SH SOLE 0 150,400 PENN-AMER GROU COM 707247102 1,324 99,750 SH SOLE 0 99,750 PENNEY J C INC COM 708160106 7,849 298,674 SH SOLE 0 298,674 PENTAIR INC COM 709631105 5,473 119,770 SH SOLE 0 119,770 PEOPLES BANCOR COM 709789101 1,298 43,995 SH SOLE 0 43,995 PEOPLES BK BRI COM 710198102 960 29,500 SH SOLE 0 29,500 PEOPLES ENERGY COM 711030106 1,345 32,002 SH SOLE 0 32,002 PEOPLESOFT INC COM 712713106 7,972 349,800 SH SOLE 0 349,800 PEP BOYS MANNY COM 713278109 5,759 251,826 SH SOLE 0 251,826 PEPCO HOLDINGS COM 713291102 7,085 362,600 SH SOLE 0 362,600 PEPSI BOTTLING COM 713409100 6,191 256,040 SH SOLE 0 256,040 PEPSIAMERICAS COM 71343P200 5,228 305,370 SH SOLE 0 305,370 PEPSICO INC COM 713448108 67,411 1,445,959 SH SOLE 0 1,445,959 PERFORMANCE FO COM 713755106 8,688 240,200 SH SOLE 0 240,200 PERICOM SEMICO COM 713831105 1,869 172,060 SH SOLE 0 172,060 PERKINELMER IN COM 714046109 2,014 117,998 SH SOLE 0 117,998 PEROT SYS CORP CL A 714265105 659 48,900 SH SOLE 0 48,900 PERRIGO CO COM 714290103 3,164 201,300 SH SOLE 0 201,300 PER-SE TECHNOL COM 713569309 2,191 143,200 SH SOLE 0 143,200 PETCO ANIMAL S COM 716016209 1,032 33,900 SH SOLE 0 33,900 PETROBRAS ENER S ADR 71646M102 624 56,800 SH SOLE 0 56,800 PETRO-CDA COM 71644E102 380 7,700 SH SOLE 0 7,700 PETROLEO BRASI S ADR 71654V101 11,549 433,200 SH SOLE 0 433,200 PETROLEO BRASI S ADR 71654V408 45,206 1,546,049 SH SOLE 0 1,546,049 PETSMART INC COM 716768106 7,204 302,700 SH SOLE 0 302,700 PFIZER INC COM 717081103 310,907 8,800,086 SH SOLE 0 8,800,086 PG&E CORP COM 69331C108 11,296 406,777 SH SOLE 0 406,777 PHARMACEUTICAL COM 717124101 7,481 277,400 SH SOLE 0 277,400 PHARMACEUTICAL COM 717125108 9,245 141,900 SH SOLE 0 141,900 PHARMACOPEIA I COM 71713B104 406 28,500 SH SOLE 0 28,500 PHELPS DODGE C COM 717265102 7,148 93,947 SH SOLE 0 93,947 PHILADELPHIA C COM 717528103 6,231 127,600 SH SOLE 0 127,600 PHILADELPHIA S COM 718009608 4,323 195,625 SH SOLE 0 195,625 PHILLIPS VAN H COM 718592108 2,049 115,500 SH SOLE 0 115,500 PHOENIX TECHNO COM 719153108 747 92,400 SH SOLE 0 92,400 PHOTON DYNAMIC COM 719364101 5,859 145,600 SH SOLE 0 145,600 PHOTRONICS INC COM 719405102 2,450 123,000 SH SOLE 0 123,000 PIEDMONT NAT G COM 720186105 5,550 127,700 SH SOLE 0 127,700 PIER 1 IMPORTS COM 720279108 5,063 231,600 SH SOLE 0 231,600 PINNACLE AIRL COM 723443107 1,581 113,800 SH SOLE 0 113,800 PINNACLE ENTMT COM 723456109 920 98,700 SH SOLE 0 98,700 PINNACLE SYS I COM 723481107 4,474 524,500 SH SOLE 0 524,500 PINNACLE WEST COM 723484101 3,467 86,620 SH SOLE 0 86,620 PIONEER NAT RE COM 723787107 8,359 261,800 SH SOLE 0 261,800 PITNEY BOWES I COM 724479100 8,684 213,792 SH SOLE 0 213,792 PIXELWORKS INC COM 72581M107 1,371 124,200 SH SOLE 0 124,200 PLAINS EXPL& P COM 726505100 936 60,800 SH SOLE 0 60,800 PLAINS RES INC COM 726540503 1,441 89,800 SH SOLE 0 89,800 PLANAR SYS INC COM 726900103 1,391 57,200 SH SOLE 0 57,200 PLANTRONICS IN COM 727493108 8,390 256,970 SH SOLE 0 256,970 PLATINUM UNDER COM G7127P100 1,682 56,070 SH SOLE 0 56,070 PLEXUS CORP COM 729132100 2,782 162,000 SH SOLE 0 162,000 PLUM CREEK TIM COM 729251108 5,563 182,680 SH SOLE 0 182,680 PMA CAP CORP CONV 693419AA1 971 1,280,000 SH SOLE 0 1,280,000 PMC-SIERRA INC COM 69344F106 2,745 136,580 SH SOLE 0 136,580 PMI GROUP INC COM 69344M101 7,480 200,900 SH SOLE 0 200,900 PNC FINL SVCS COM 693475105 14,726 269,064 SH SOLE 0 269,064 PNM RES INC COM 69349H107 2,394 85,200 SH SOLE 0 85,200 POGO PRODUCING COM 730448107 6,511 134,800 SH SOLE 0 134,800 POLARIS INDS I COM 731068102 7,884 89,000 SH SOLE 0 89,000 POLYCOM INC COM 73172K104 8,417 431,180 SH SOLE 0 431,180 POLYMEDICA COR COM 731738100 2,556 97,200 SH SOLE 0 97,200 POLYONE CORP COM 73179P106 2,231 349,100 SH SOLE 0 349,100 POPE & TALBOT COM 732827100 1,048 59,500 SH SOLE 0 59,500 POPULAR INC COM 733174106 1,485 33,100 SH SOLE 0 33,100 POSCO S ADR 693483109 1,957 57,600 SH SOLE 0 57,600 POSSIS MEDICAL COM 737407106 1,335 67,600 SH SOLE 0 67,600 POST PPTYS INC COM 737464107 698 25,000 SH SOLE 0 25,000 POTLATCH CORP COM 737628107 2,115 60,828 SH SOLE 0 60,828 POWER INTEGRAT COM 739276103 4,979 148,800 SH SOLE 0 148,800 POWER-ONE INC COM 739308104 1,917 177,040 SH SOLE 0 177,040 POWERWAVE TECH COM 739363109 1,034 133,600 SH SOLE 0 133,600 POZEN INC COM 73941U102 362 35,500 SH SOLE 0 35,500 PPG INDS INC COM 693506107 11,109 173,522 SH SOLE 0 173,522 PPL CORP COM 69351T106 7,333 167,622 SH SOLE 0 167,622 PRAXAIR INC COM 74005P104 31,628 827,956 SH SOLE 0 827,956 PRE PAID LEGAL COM 740065107 1,721 65,900 SH SOLE 0 65,900 PRECISION CAST COM 740189105 7,842 172,700 SH SOLE 0 172,700 PREMCOR INC COM 74045Q104 1,201 46,200 SH SOLE 0 46,200 PREMIERE TECHN CONV 74058FAC6 502 505,000 SH SOLE 0 505,000 PRESIDENTIAL L COM 740884101 1,469 111,600 SH SOLE 0 111,600 PRG-SCHULTZ IN COM 69357C107 1,938 395,500 SH SOLE 0 395,500 PRICE COMMUNIC COM 741437305 1,571 114,400 SH SOLE 0 114,400 PRICE T ROWE G COM 74144T108 7,133 150,460 SH SOLE 0 150,460 PRIDE INTL INC COM 74153Q102 6,229 334,200 SH SOLE 0 334,200 PRIMA ENERGY C COM 741901201 1,726 49,100 SH SOLE 0 49,100 PRIME HOSPITAL COM 741917108 1,736 170,200 SH SOLE 0 170,200 PRIMUS TELECOM COM 741929103 1,194 117,500 SH SOLE 0 117,500 PRINCIPAL FINA COM 74251V102 10,250 309,940 SH SOLE 0 309,940 PRIORITY HEALT CL B 74264T102 5,692 236,760 SH SOLE 0 236,760 PROASSURANCE C COM 74267C106 2,685 83,500 SH SOLE 0 83,500 PROCTER & GAMB COM 742718109 124,549 1,246,982 SH SOLE 0 1,246,982 PROGRESS ENERG COM 743263105 10,361 228,928 SH SOLE 0 228,928 PROGRESS SOFTW COM 743312100 3,734 182,500 SH SOLE 0 182,500 PROGRESSIVE CO COM 743315103 17,220 206,006 SH SOLE 0 206,006 PROLOGIS COM 743410102 76,538 2,385,100 SH SOLE 0 2,385,100 PROTECTIVE LIF COM 743674103 5,655 167,100 SH SOLE 0 167,100 PROTEIN DESIGN COM 74369L103 3,550 198,300 SH SOLE 0 198,300 PROVIDENT BANK COM 743859100 2,760 93,315 SH SOLE 0 93,315 PROVIDENT FINL COM 743866105 7,858 245,950 SH SOLE 0 245,950 PROVIDIAN FINL CONV 74406AAA0 2,487 2,625,000 SH SOLE 0 2,625,000 PROVIDIAN FINL COM 74406A102 3,981 342,030 SH SOLE 0 342,030 PROVINCE HEALT CONV 743977AE0 1,701 1,725,000 SH SOLE 0 1,725,000 PROVINCE HEALT COM 743977100 2,966 185,400 SH SOLE 0 185,400 PRUDENTIAL FIN COM 744320102 21,588 516,840 SH SOLE 0 516,840 PS BUSINESS PK COM 69360J107 2,661 64,500 SH SOLE 0 64,500 PSS WORLD MED COM 69366A100 1,563 129,600 SH SOLE 0 129,600 PSYCHIATRIC SO COM 74439H108 1,745 83,500 SH SOLE 0 83,500 PTEK HLDGS INC COM 69366M104 298 33,800 SH SOLE 0 33,800 PUBLIC STORAGE COM 74460D109 7,867 181,300 SH SOLE 0 181,300 PUBLIC SVC ENT COM 744573106 9,447 215,692 SH SOLE 0 215,692 PUGET ENERGY I COM 745310102 5,500 231,388 SH SOLE 0 231,388 PULTE HOMES IN COM 745867101 5,388 57,554 SH SOLE 0 57,554 QLOGIC CORP COM 747277101 6,105 118,380 SH SOLE 0 118,380 QRS CORP COM 74726X105 492 60,600 SH SOLE 0 60,600 QUAKER CHEM CO COM 747316107 1,119 36,400 SH SOLE 0 36,400 QUALCOMM INC COM 747525103 37,085 687,660 SH SOLE 0 687,660 QUALITY DISTR COM 74756M102 995 50,756 SH SOLE 0 50,756 QUANEX CORP COM 747620102 3,430 74,400 SH SOLE 0 74,400 QUANTA SVCS IN COM 74762E102 2,561 350,800 SH SOLE 0 350,800 QUANTUM CORP COM 747906204 1,175 376,700 SH SOLE 0 376,700 QUANTUM FUEL S COM 74765E109 890 110,700 SH SOLE 0 110,700 QUEST DIAGNOST COM 74834L100 7,488 102,415 SH SOLE 0 102,415 QUESTAR CORP COM 748356102 9,346 265,900 SH SOLE 0 265,900 QUICKSILVER RE COM 74837R104 1,993 61,700 SH SOLE 0 61,700 QUIKSILVER INC COM 74838C106 3,737 210,800 SH SOLE 0 210,800 QUOVADX INC COM 74913K106 1,976 403,200 SH SOLE 0 403,200 QWEST COMMUNIC COM 749121109 6,013 1,391,800 SH SOLE 0 1,391,800 R & G FINANCIA CL B 749136107 907 22,800 SH SOLE 0 22,800 RADIAN GROUP I COM 750236101 9,679 198,552 SH SOLE 0 198,552 RADIANT SYSTEM COM 75025N102 887 105,600 SH SOLE 0 105,600 RADIO ONE INC CL D 75040P405 1,218 63,100 SH SOLE 0 63,100 RADIOSHACK COR COM 750438103 5,477 178,518 SH SOLE 0 178,518 RADISYS CORP COM 750459109 1,776 105,300 SH SOLE 0 105,300 RADWARE LTD COM M81873107 1,499 55,000 SH SOLE 0 55,000 RAE SYS INC COM 75061P102 323 94,900 SH SOLE 0 94,900 RAILAMERICA IN COM 750753105 3,558 301,500 SH SOLE 0 301,500 RAINBOW TECHNO COM 750862104 2,717 241,320 SH SOLE 0 241,320 RALCORP HLDGS COM 751028101 3,450 110,000 SH SOLE 0 110,000 RAMCO-GERSHENS COM 751452202 2,247 79,400 SH SOLE 0 79,400 RARE HOSPITALI COM 753820109 7,256 296,890 SH SOLE 0 296,890 RAYMOND JAMES COM 754730109 5,647 149,800 SH SOLE 0 149,800 RAYONIER INC COM 754907103 6,136 147,822 SH SOLE 0 147,822 RAYTHEON CO COM 755111507 13,077 435,310 SH SOLE 0 435,310 READERS DIGEST COM 755267101 3,068 209,300 SH SOLE 0 209,300 RECKSON ASSOCS COM 75621K106 20,029 824,250 SH SOLE 0 824,250 RED HAT INC COM 756577102 7,096 378,070 SH SOLE 0 378,070 REEBOK INTL LT COM 758110100 13,921 354,032 SH SOLE 0 354,032 REGAL BELOIT C COM 758750103 2,097 95,300 SH SOLE 0 95,300 REGENCY CTRS C COM 758849103 2,471 62,000 SH SOLE 0 62,000 REGENERON PHAR COM 75886F107 3,095 210,400 SH SOLE 0 210,400 REGENT COMMUNI COM 758865109 1,741 274,100 SH SOLE 0 274,100 REGIONS FINL C COM 758940100 7,898 212,300 SH SOLE 0 212,300 REGIS CORP MIN COM 758932107 6,567 166,175 SH SOLE 0 166,175 REHABCARE GROU COM 759148109 1,771 83,300 SH SOLE 0 83,300 REINSURANCE GR COM 759351109 3,189 82,500 SH SOLE 0 82,500 RELIANCE STEEL COM 759509102 4,048 121,900 SH SOLE 0 121,900 REMEC INC COM 759543101 692 80,900 SH SOLE 0 80,900 REMINGTON OIL COM 759594302 2,470 125,430 SH SOLE 0 125,430 RENAISSANCE RE COM G7496G103 1,236 25,200 SH SOLE 0 25,200 RENAL CARE GRO COM 759930100 10,310 250,250 SH SOLE 0 250,250 RENT A CTR INC COM 76009N100 6,396 213,200 SH SOLE 0 213,200 REPUBLIC BANCO COM 760282103 3,260 241,670 SH SOLE 0 241,670 REPUBLIC SVCS COM 760759100 9,506 370,900 SH SOLE 0 370,900 RESMED INC COM 761152107 6,459 155,500 SH SOLE 0 155,500 RESOURCES CONN COM 76122Q105 2,753 100,800 SH SOLE 0 100,800 RESPIRONICS IN COM 761230101 12,704 281,000 SH SOLE 0 281,000 RETEK INC COM 76128Q109 1,073 115,582 SH SOLE 0 115,582 REWARDS NETWOR COM 761557107 981 92,000 SH SOLE 0 92,000 REYNOLDS & REY CL A 761695105 4,700 161,800 SH SOLE 0 161,800 REYNOLDS R J T COM 76182K105 4,811 82,740 SH SOLE 0 82,740 RF MICRODEVICE COM 749941100 5,566 553,300 SH SOLE 0 553,300 RIGGS NATL COR COM 766570105 3,195 193,300 SH SOLE 0 193,300 RLI CORP COM 749607107 5,514 147,200 SH SOLE 0 147,200 ROBBINS & MYER COM 770196103 1,044 55,000 SH SOLE 0 55,000 ROBERT HALF IN COM 770323103 3,410 146,120 SH SOLE 0 146,120 ROCK OF AGES C CL A 772632105 790 136,900 SH SOLE 0 136,900 ROCK-TENN CO CL A 772739207 2,289 132,600 SH SOLE 0 132,600 ROCKWELL AUTOM COM 773903109 6,615 185,814 SH SOLE 0 185,814 ROCKWELL COLLI COM 774341101 4,698 156,454 SH SOLE 0 156,454 ROGERS CORP COM 775133101 2,722 61,700 SH SOLE 0 61,700 ROHM & HAAS CO COM 775371107 9,891 231,574 SH SOLE 0 231,574 ROLLINS INC COM 775711104 2,154 95,500 SH SOLE 0 95,500 ROPER INDS INC COM 776696106 8,084 164,100 SH SOLE 0 164,100 ROSS STORES IN COM 778296103 24,939 942,500 SH SOLE 0 942,500 ROTO ROOTER IN COM 778787101 1,738 37,700 SH SOLE 0 37,700 ROUSE CO COM 779273101 6,260 133,200 SH SOLE 0 133,200 ROWAN COS INC COM 779382100 5,136 221,668 SH SOLE 0 221,668 ROXIO INC COM 780008108 509 106,116 SH SOLE 0 106,116 ROYAL CARIBBEA COM V7780T103 1,305 37,500 SH SOLE 0 37,500 RPM INTL INC COM 749685103 6,334 384,825 SH SOLE 0 384,825 RSA SEC INC COM 749719100 2,405 168,800 SH SOLE 0 168,800 RTI INTL METAL COM 74973W107 1,338 79,300 SH SOLE 0 79,300 RUBY TUESDAY I COM 781182100 4,962 174,150 SH SOLE 0 174,150 RUDDICK CORP COM 781258108 1,754 98,000 SH SOLE 0 98,000 RUDOLPH TECHNO COM 781270103 4,317 175,900 SH SOLE 0 175,900 RUSS BERRIE & COM 782233100 2,665 78,600 SH SOLE 0 78,600 RUSSELL CORP COM 782352108 2,170 123,600 SH SOLE 0 123,600 RYANAIR HLDGS S ADR 783513104 29,531 582,930 SH SOLE 0 582,930 RYANS FAMILY S COM 783519101 2,433 160,900 SH SOLE 0 160,900 RYDER SYS INC COM 783549108 1,883 55,131 SH SOLE 0 55,131 RYERSON TULL I COM 78375P107 1,081 94,440 SH SOLE 0 94,440 RYLAND GROUP I COM 783764103 12,188 137,500 SH SOLE 0 137,500 S & T BANCORP COM 783859101 578 19,400 SH SOLE 0 19,400 SABRE HLDGS CO CL A 785905100 2,948 136,544 SH SOLE 0 136,544 SAFECO CORP COM 786429100 5,023 129,021 SH SOLE 0 129,021 SAFEGUARD SCIE COM 786449108 162 40,000 SH SOLE 0 40,000 SAFENET INC COM 78645R107 2,109 68,780 SH SOLE 0 68,780 SAFEWAY INC COM 786514208 9,675 441,600 SH SOLE 0 441,600 SAKS INC COM 79377W108 4,364 290,137 SH SOLE 0 290,137 SALIX PHARMACE COM 795435106 769 33,900 SH SOLE 0 33,900 SALTON INC COM 795757103 556 42,600 SH SOLE 0 42,600 SANDISK CORP COM 80004C101 12,460 203,600 SH SOLE 0 203,600 SANMINA SCI CO COM 800907107 6,105 484,488 SH SOLE 0 484,488 SAPIENT CORP COM 803062108 2,294 406,780 SH SOLE 0 406,780 SARA LEE CORP COM 803111103 14,367 661,755 SH SOLE 0 661,755 SAUL CTRS INC COM 804395101 1,221 42,600 SH SOLE 0 42,600 SAVIENT PHARMA COM 80517Q100 1,045 226,600 SH SOLE 0 226,600 SAXON CAPITAL COM 80556P302 2,809 134,100 SH SOLE 0 134,100 SBC COMMUNICAT COM 78387G103 82,137 3,150,643 SH SOLE 0 3,150,643 SBS TECHNOLOGI COM 78387P103 846 57,300 SH SOLE 0 57,300 SCANA CORP NEW COM 80589M102 9,018 263,300 SH SOLE 0 263,300 SCANSOFT INC COM 80603P107 613 115,200 SH SOLE 0 115,200 SCANSOURCE INC COM 806037107 2,833 62,100 SH SOLE 0 62,100 SCHEIN HENRY I COM 806407102 8,792 130,100 SH SOLE 0 130,100 SCHERING PLOUG COM 806605101 24,592 1,414,126 SH SOLE 0 1,414,126 SCHLUMBERGER L COM 806857108 27,154 496,227 SH SOLE 0 496,227 SCHOLASTIC COR COM 807066105 3,657 107,430 SH SOLE 0 107,430 SCHOOL SPECIAL COM 807863105 2,439 71,700 SH SOLE 0 71,700 SCHULMAN A INC COM 808194104 4,134 193,900 SH SOLE 0 193,900 SCHWAB CHARLES COM 808513105 15,095 1,274,896 SH SOLE 0 1,274,896 SCHWEITZER-MAU COM 808541106 3,371 113,200 SH SOLE 0 113,200 SCICLONE PHARM COM 80862K104 279 41,100 SH SOLE 0 41,100 SCIENTIFIC ATL COM 808655104 4,488 164,398 SH SOLE 0 164,398 SCIENTIFIC GAM CL A 80874P109 6,443 379,690 SH SOLE 0 379,690 SCM MICROSYSTE COM 784018103 448 58,000 SH SOLE 0 58,000 SCOTTISH RE GR COM G7885T104 4,432 213,300 SH SOLE 0 213,300 SCOTTS CO CL A 810186106 6,354 107,400 SH SOLE 0 107,400 SCP POOL CORP COM 784028102 4,404 134,762 SH SOLE 0 134,762 SCPIE HLDGS IN COM 78402P104 331 37,500 SH SOLE 0 37,500 SCRIPPS E W CO CL A 811054204 838 8,900 SH SOLE 0 8,900 SCS TRANSN INC COM 81111T102 1,120 63,700 SH SOLE 0 63,700 SEACHANGE INTL COM 811699107 1,019 66,150 SH SOLE 0 66,150 SEACOAST BKG C COM 811707306 529 30,470 SH SOLE 0 30,470 SEACOAST FINL COM 81170Q106 2,680 97,900 SH SOLE 0 97,900 SEACOR SMIT IN COM 811904101 2,988 71,100 SH SOLE 0 71,100 SEAGATE TECHNO COM G7945J104 697 36,900 SH SOLE 0 36,900 SEALED AIR COR COM 81211K100 3,799 70,176 SH SOLE 0 70,176 SEARS ROEBUCK COM 812387108 11,097 243,954 SH SOLE 0 243,954 SEATTLE GENETI COM 812578102 129 15,000 SH SOLE 0 15,000 SECURE COMPUTI COM 813705100 946 52,800 SH SOLE 0 52,800 SEI INVESTMENT COM 784117103 7,925 260,100 SH SOLE 0 260,100 SELECT COMFORT COM 81616X103 1,622 65,500 SH SOLE 0 65,500 SELECT MEDICAL COM 816196109 5,105 313,600 SH SOLE 0 313,600 SELECTIVE INS COM 816300107 4,171 128,900 SH SOLE 0 128,900 SEMITOOL INC COM 816909105 2,228 207,100 SH SOLE 0 207,100 SEMPRA ENERGY COM 816851109 6,436 214,118 SH SOLE 0 214,118 SEMTECH CORP COM 816850101 8,130 357,210 SH SOLE 0 357,210 SENSIENT TECHN COM 81725T100 2,410 121,900 SH SOLE 0 121,900 SEPRACOR INC COM 817315104 4,300 179,700 SH SOLE 0 179,700 SEQUA CORPORAT CL A 817320104 1,088 22,200 SH SOLE 0 22,200 SERENA SOFTWAR COM 817492101 3,793 206,700 SH SOLE 0 206,700 SEROLOGICALS C COM 817523103 2,368 127,300 SH SOLE 0 127,300 SHARPER IMAGE COM 820013100 2,791 85,730 SH SOLE 0 85,730 SHAW GROUP INC COM 820280105 2,995 219,900 SH SOLE 0 219,900 SHERWIN WILLIA COM 824348106 5,716 164,545 SH SOLE 0 164,545 SHOPKO STORES COM 824911101 3,379 221,600 SH SOLE 0 221,600 SHUFFLE MASTER COM 825549108 2,178 63,100 SH SOLE 0 63,100 SHURGARD STORA COM 82567D104 10,214 271,300 SH SOLE 0 271,300 SI INTL INC COM 78427V102 1,544 78,900 SH SOLE 0 78,900 SICOR INC COM 825846108 6,852 251,900 SH SOLE 0 251,900 SIEBEL SYS INC COM 826170102 6,724 483,020 SH SOLE 0 483,020 SIERRA HEALTH COM 826322109 2,878 104,850 SH SOLE 0 104,850 SIERRA PAC RES COM 826428104 4,954 674,900 SH SOLE 0 674,900 SIERRA WIRELES COM 826516106 1,857 120,750 SH SOLE 0 120,750 SIGMA ALDRICH COM 826552101 3,396 59,389 SH SOLE 0 59,389 SIGMATEL INC COM 82661W107 1,029 41,700 SH SOLE 0 41,700 SILICON LABORA COM 826919102 5,406 124,900 SH SOLE 0 124,900 SILICON STORAG COM 827057100 681 61,900 SH SOLE 0 61,900 SILICON VY BAN COM 827064106 2,774 76,900 SH SOLE 0 76,900 SILICONIX INC COM 827079203 900 19,700 SH SOLE 0 19,700 SIMON PPTY GRO COM 828806109 59,489 1,283,760 SH SOLE 0 1,283,760 SIMPLETECH INC COM 828823104 739 122,800 SH SOLE 0 122,800 SIMPSON MANUFA COM 829073105 6,312 124,100 SH SOLE 0 124,100 SINCLAIR BROAD CL A 829226109 1,928 128,700 SH SOLE 0 128,700 SIRIUS SATELLI COM 82966U103 3,399 1,075,560 SH SOLE 0 1,075,560 SIRVA INC COM 82967Y104 2,555 130,760 SH SOLE 0 130,760 SIX FLAGS INC COM 83001P109 1,474 196,000 SH SOLE 0 196,000 SK TELECOM LTD S ADR 78440P108 2,240 120,100 SH SOLE 0 120,100 SKILLSOFT PLC S ADR 830928107 1,795 207,500 SH SOLE 0 207,500 SKYLINE CORP COM 830830105 1,112 31,900 SH SOLE 0 31,900 SKYWEST INC COM 830879102 9,078 502,369 SH SOLE 0 502,369 SKYWORKS SOLUT COM 83088M102 6,254 718,900 SH SOLE 0 718,900 SL GREEN RLTY COM 78440X101 3,719 90,600 SH SOLE 0 90,600 SLM CORP COM 78442P106 14,223 377,460 SH SOLE 0 377,460 SM&A COM 78465D105 628 53,700 SH SOLE 0 53,700 SMART & FINAL COM 831683107 530 52,600 SH SOLE 0 52,600 SMITH A O COM 831865209 4,490 128,100 SH SOLE 0 128,100 SMITH INTL INC COM 832110100 8,798 211,900 SH SOLE 0 211,900 SMITHFIELD FOO COM 832248108 4,850 234,300 SH SOLE 0 234,300 SMUCKER J M CO COM 832696405 4,800 105,987 SH SOLE 0 105,987 SNAP ON INC COM 833034101 2,152 66,746 SH SOLE 0 66,746 SOLA INTL INC COM 834092108 2,215 117,800 SH SOLE 0 117,800 SOLECTRON CORP COM 834182107 4,612 780,374 SH SOLE 0 780,374 SONIC CORP COM 835451105 5,358 174,400 SH SOLE 0 174,400 SONICWALL INC COM 835470105 456 58,500 SH SOLE 0 58,500 SONOCO PRODS C COM 835495102 5,058 205,460 SH SOLE 0 205,460 SONY CORP ADR 835699307 416 12,000 SH SOLE 0 12,000 SOTHEBYS HLDGS CL A 835898107 2,094 153,306 SH SOLE 0 153,306 SOURCECORP COM 836167106 2,486 97,700 SH SOLE 0 97,700 SOUTH FINL GRO COM 837841105 7,880 283,967 SH SOLE 0 283,967 SOUTHERN CO COM 842587107 21,023 694,959 SH SOLE 0 694,959 SOUTHERN UN CO COM 844030106 5,108 277,587 SH SOLE 0 277,587 SOUTHTRUST COR COM 844730101 10,477 320,020 SH SOLE 0 320,020 SOUTHWEST AIRL COM 844741108 12,138 752,049 SH SOLE 0 752,049 SOUTHWEST BANC COM 84476R109 6,706 172,600 SH SOLE 0 172,600 SOUTHWEST GAS COM 844895102 2,907 129,500 SH SOLE 0 129,500 SOUTHWESTERN E COM 845467109 6,295 263,400 SH SOLE 0 263,400 SOVEREIGN BANC COM 845905108 17,119 720,795 SH SOLE 0 720,795 SPDR TR COM 78462F103 66,188 594,792 SH SOLE 0 594,792 SPECIALTY LABO COM 84749R100 485 28,900 SH SOLE 0 28,900 SPECTRUM CTL I COM 847615101 323 40,600 SH SOLE 0 40,600 SPHERION CORP COM 848420105 2,226 227,332 SH SOLE 0 227,332 SPINNAKER EXPL COM 84855W109 4,689 145,300 SH SOLE 0 145,300 SPORTS AUTH IN COM 84917U109 1,125 29,300 SH SOLE 0 29,300 SPRINT CORP COM 852061100 14,054 855,892 SH SOLE 0 855,892 SPRINT CORP COM 852061506 4,776 849,806 SH SOLE 0 849,806 SPSS INC COM 78462K102 1,185 66,300 SH SOLE 0 66,300 SPX CORP COM 784635104 9,610 163,406 SH SOLE 0 163,406 SRA INTL INC CL A 78464R105 532 12,350 SH SOLE 0 12,350 ST JOE CO COM 790148100 474 12,700 SH SOLE 0 12,700 ST JUDE MED IN COM 790849103 8,734 142,364 SH SOLE 0 142,364 ST MARY LD & E COM 792228108 3,052 107,100 SH SOLE 0 107,100 ST PAUL COS IN COM 792860108 5,440 137,212 SH SOLE 0 137,212 STANCORP FINL COM 852891100 4,666 74,200 SH SOLE 0 74,200 STANDARD MICRO COM 853626109 1,627 64,300 SH SOLE 0 64,300 STANDARD MTR P COM 853666105 912 75,100 SH SOLE 0 75,100 STANDARD PAC C COM 85375C101 7,448 153,400 SH SOLE 0 153,400 STANDARD REGIS COM 853887107 1,821 108,200 SH SOLE 0 108,200 STANDEX INTL C COM 854231107 1,299 46,400 SH SOLE 0 46,400 STANLEY WKS COM 854616109 3,055 80,666 SH SOLE 0 80,666 STAPLES INC COM 855030102 12,360 452,755 SH SOLE 0 452,755 STARBUCKS CORP COM 855244109 10,667 321,680 SH SOLE 0 321,680 STARTEK INC COM 85569C107 2,219 54,400 SH SOLE 0 54,400 STARWOOD HOTEL COM 85590A203 17,571 488,490 SH SOLE 0 488,490 STATE FINL SVC CL A 856855101 491 18,500 SH SOLE 0 18,500 STATE STR CORP COM 857477103 16,400 314,908 SH SOLE 0 314,908 STATEN IS BANC COM 857550107 5,031 223,600 SH SOLE 0 223,600 STATION CASINO COM 857689103 1,250 40,800 SH SOLE 0 40,800 STEAK N SHAKE COM 857873103 1,852 103,754 SH SOLE 0 103,754 STEEL DYNAMICS COM 858119100 4,211 183,100 SH SOLE 0 183,100 STEEL TECHNOLO COM 858147101 658 37,200 SH SOLE 0 37,200 STEIN MART INC COM 858375108 1,309 158,800 SH SOLE 0 158,800 STERICYCLE INC COM 858912108 4,919 105,322 SH SOLE 0 105,322 STERIS CORP COM 859152100 4,339 192,000 SH SOLE 0 192,000 STERLING BANCS COM 858907108 2,247 168,950 SH SOLE 0 168,950 STEWART & STEV COM 860342104 1,530 108,900 SH SOLE 0 108,900 STEWART ENTERP CL A 860370105 570 100,400 SH SOLE 0 100,400 STEWART INFORM COM 860372101 2,766 68,200 SH SOLE 0 68,200 STILLWATER MNG COM 86074Q102 696 72,779 SH SOLE 0 72,779 STONE ENERGY C COM 861642106 4,262 100,400 SH SOLE 0 100,400 STORAGE TECHNO COM 862111200 6,914 268,500 SH SOLE 0 268,500 STRAYER ED INC COM 863236105 2,368 21,760 SH SOLE 0 21,760 STRIDE RITE CO COM 863314100 1,701 149,500 SH SOLE 0 149,500 STRYKER CORP COM 863667101 16,172 190,240 SH SOLE 0 190,240 STURM RUGER & COM 864159108 1,164 102,400 SH SOLE 0 102,400 SUMMIT PPTYS I COM 866239106 1,881 78,300 SH SOLE 0 78,300 SUN BANCORP IN COM 86663B102 2,165 81,205 SH SOLE 0 81,205 SUN MICROSYSTE COM 866810104 14,674 3,282,676 SH SOLE 0 3,282,676 SUNGARD DATA S COM 867363103 10,007 361,120 SH SOLE 0 361,120 SUNOCO INC COM 86764P109 3,683 71,998 SH SOLE 0 71,998 SUNOPTA INC COM 8676EP108 3,547 384,300 SH SOLE 0 384,300 SUNRISE SENIOR COM 86768K106 2,983 77,000 SH SOLE 0 77,000 SUNTRUST BKS I COM 867914103 19,260 269,368 SH SOLE 0 269,368 SUPERIOR ENERG COM 868157108 1,683 179,000 SH SOLE 0 179,000 SUPERIOR INDS COM 868168105 4,369 100,400 SH SOLE 0 100,400 SUPERTEX INC COM 868532102 936 48,600 SH SOLE 0 48,600 SUPERVALU INC COM 868536103 4,250 148,648 SH SOLE 0 148,648 SUPPORTSOFT IN COM 868587106 2,171 164,950 SH SOLE 0 164,950 SURMODICS INC COM 868873100 1,576 66,400 SH SOLE 0 66,400 SUSQUEHANNA BA COM 869099101 3,792 151,600 SH SOLE 0 151,600 SWIFT ENERGY C COM 870738101 1,759 104,400 SH SOLE 0 104,400 SWIFT TRANSN C COM 870756103 3,720 176,980 SH SOLE 0 176,980 SWS GROUP INC COM 78503N107 1,160 65,167 SH SOLE 0 65,167 SYBASE INC COM 871130100 5,170 251,200 SH SOLE 0 251,200 SYBRON DENTAL COM 871142105 4,089 145,500 SH SOLE 0 145,500 SYCAMORE NETWO COM 871206108 994 190,400 SH SOLE 0 190,400 SYLVAN LEARNIN COM 871399101 4,884 169,650 SH SOLE 0 169,650 SYMANTEC CORP COM 871503108 35,107 1,017,600 SH SOLE 0 1,017,600 SYMBOL TECHNOL COM 871508107 3,745 221,750 SH SOLE 0 221,750 SYNOPSYS INC COM 871607107 12,461 368,028 SH SOLE 0 368,028 SYNOVUS FINL C COM 87161C105 7,295 252,242 SH SOLE 0 252,242 SYSCO CORP COM 871829107 20,051 538,560 SH SOLE 0 538,560 SYSTEMS & COMP COM 871873105 2,107 128,700 SH SOLE 0 128,700 TAIWAN SEMICON S ADR 874039100 511 49,896 SH SOLE 0 49,896 TAKE-TWO INTER COM 874054109 5,712 198,200 SH SOLE 0 198,200 TALISMAN ENERG COM 87425E103 374 6,600 SH SOLE 0 6,600 TALX CORP COM 874918105 1,191 51,700 SH SOLE 0 51,700 TARGET CORP COM 87612E106 78,313 2,039,412 SH SOLE 0 2,039,412 TARO PHARMACEU COM M8737E108 8,604 133,400 SH SOLE 0 133,400 TAUBMAN CTRS I COM 876664103 4,468 216,900 SH SOLE 0 216,900 TAYLOR CAP GRO COM 876851106 315 12,300 SH SOLE 0 12,300 TBC CORP COM 872180104 2,145 83,100 SH SOLE 0 83,100 TCF FINL CORP COM 872275102 7,708 150,100 SH SOLE 0 150,100 TECH DATA CORP COM 878237106 6,081 153,200 SH SOLE 0 153,200 TECHNE CORP COM 878377100 5,911 156,200 SH SOLE 0 156,200 TECHNITROL INC COM 878555101 3,173 153,000 SH SOLE 0 153,000 TECO ENERGY IN COM 872375100 2,386 165,580 SH SOLE 0 165,580 TECUMSEH PRODS CL A 878895200 2,862 59,100 SH SOLE 0 59,100 TEKELEC COM 879101103 3,085 198,400 SH SOLE 0 198,400 TEKTRONIX INC COM 879131100 3,941 124,716 SH SOLE 0 124,716 TELE CELULAR S S ADR 879238103 1,426 99,400 SH SOLE 0 99,400 TELE CENTRO OE S ADR 87923P105 447 45,404 SH SOLE 0 45,404 TELE NORTE LES S ADR 879246106 8,332 540,000 SH SOLE 0 540,000 TELECOMUNICACO S ADR 879287308 4,994 147,673 SH SOLE 0 147,673 TELEDYNE TECHN COM 879360105 2,313 122,700 SH SOLE 0 122,700 TELEFLEX INC COM 879369106 4,683 96,900 SH SOLE 0 96,900 TELEFONICA S A S ADR 879382208 504 11,400 SH SOLE 0 11,400 TELEFONOS DE M S ADR 879403780 46,308 1,402,000 SH SOLE 0 1,402,000 TELEPHONE & DA COM 879433100 7,600 121,500 SH SOLE 0 121,500 TELETECH HOLDI COM 879939106 527 46,600 SH SOLE 0 46,600 TELIK INC COM 87959M109 5,931 257,891 SH SOLE 0 257,891 TELLABS INC COM 879664100 4,302 511,588 SH SOLE 0 511,588 TEMPLE INLAND COM 879868107 3,226 51,478 SH SOLE 0 51,478 TENARIS S A S ADR 88031M109 4,582 137,526 SH SOLE 0 137,526 TENET HEALTHCA COM 88033G100 7,232 450,580 SH SOLE 0 450,580 TERADYNE INC COM 880770102 4,362 171,400 SH SOLE 0 171,400 TESSERA TECHNO COM 88164L100 1,125 59,800 SH SOLE 0 59,800 TETRA TECH INC COM 88162G103 6,297 253,306 SH SOLE 0 253,306 TETRA TECHNOLO COM 88162F105 3,660 151,005 SH SOLE 0 151,005 TEXAS INDS INC COM 882491103 2,967 80,200 SH SOLE 0 80,200 TEXAS INSTRS I COM 882508104 64,366 2,190,811 SH SOLE 0 2,190,811 TEXTRON INC COM 883203101 7,542 132,183 SH SOLE 0 132,183 THERAGENICS CO COM 883375107 623 113,900 SH SOLE 0 113,900 THERASENSE INC COM 883381105 644 31,900 SH SOLE 0 31,900 THERMO ELECTRO COM 883556102 4,002 158,805 SH SOLE 0 158,805 THERMOGENESIS COM 883623209 2,112 407,700 SH SOLE 0 407,700 THOMAS & BETTS COM 884315102 1,187 51,871 SH SOLE 0 51,871 THOMAS INDS IN COM 884425109 2,277 65,700 SH SOLE 0 65,700 THOR INDS INC COM 885160101 15,607 277,600 SH SOLE 0 277,600 THQ INC COM 872443403 4,165 246,300 SH SOLE 0 246,300 THREE FIVE SYS COM 88554L108 909 173,549 SH SOLE 0 173,549 TIDEWATER INC COM 886423102 3,831 128,200 SH SOLE 0 128,200 TIFFANY & CO N COM 886547108 5,872 129,920 SH SOLE 0 129,920 TIMBERLAND CO CL A 887100105 7,241 139,060 SH SOLE 0 139,060 TIME WARNER IN COM 887317105 77,852 4,327,539 SH SOLE 0 4,327,539 TIMKEN CO COM 887389104 6,798 338,900 SH SOLE 0 338,900 TITAN CORP COM 888266103 3,760 172,400 SH SOLE 0 172,400 TIVO INC COM 888706108 673 91,000 SH SOLE 0 91,000 TJX COS INC NE COM 872540109 9,343 423,724 SH SOLE 0 423,724 TOLL BROTHERS COM 889478103 6,775 170,400 SH SOLE 0 170,400 TOLLGRADE COMM COM 889542106 906 51,700 SH SOLE 0 51,700 TOO INC COM 890333107 2,635 156,100 SH SOLE 0 156,100 TOOTSIE ROLL I COM 890516107 3,929 109,152 SH SOLE 0 109,152 TORCHMARK CORP COM 891027104 4,981 109,367 SH SOLE 0 109,367 TORO CO COM 891092108 4,324 93,200 SH SOLE 0 93,200 TORONTO DOMINI COM 891160509 354 10,600 SH SOLE 0 10,600 TOTAL SYS SVCS COM 891906109 735 23,600 SH SOLE 0 23,600 TOWER AUTOMOTI COM 891707101 1,464 214,300 SH SOLE 0 214,300 TOYOTA MOTOR C S ADR 892331307 440 6,400 SH SOLE 0 6,400 TOYS R US INC COM 892335100 2,503 198,000 SH SOLE 0 198,000 TRACTOR SUPPLY COM 892356106 6,403 164,200 SH SOLE 0 164,200 TRADESTATION G COM 89267P105 934 105,400 SH SOLE 0 105,400 TRANSACTION SY CL A 893416107 2,897 130,100 SH SOLE 0 130,100 TRANSKARYOTIC COM 893735100 1,503 96,300 SH SOLE 0 96,300 TRANSOCEAN INC COM G90078109 8,191 341,159 SH SOLE 0 341,159 TRANSWITCH COR COM 894065101 198 86,050 SH SOLE 0 86,050 TRAVELERS PPTY CL A 89420G109 1,482 88,300 SH SOLE 0 88,300 TRAVELERS PPTY CL B 89420G406 17,769 1,047,086 SH SOLE 0 1,047,086 TREDEGAR CORP COM 894650100 2,253 145,100 SH SOLE 0 145,100 TREX INC COM 89531P105 391 10,300 SH SOLE 0 10,300 TRIAD GTY INC COM 895925105 725 14,400 SH SOLE 0 14,400 TRIAD HOSPITAL COM 89579K109 9,027 271,318 SH SOLE 0 271,318 TRIARC COS INC CL A 895927101 452 38,200 SH SOLE 0 38,200 TRIARC COS INC CL B 895927309 3,253 301,800 SH SOLE 0 301,800 TRIBUNE CO NEW COM 896047107 15,520 300,778 SH SOLE 0 300,778 TRICO BANCSHAR COM 896095106 297 9,400 SH SOLE 0 9,400 TRIMBLE NAVIGA COM 896239100 6,037 162,100 SH SOLE 0 162,100 TRINITY INDS I COM 896522109 18,708 606,600 SH SOLE 0 606,600 TRIQUINT SEMIC COM 89674K103 2,009 284,100 SH SOLE 0 284,100 TRIUMPH GROUP COM 896818101 2,814 77,300 SH SOLE 0 77,300 TRIZEC PROPERT COM 89687P107 581 37,700 SH SOLE 0 37,700 TRIZETTO GROUP COM 896882107 337 52,300 SH SOLE 0 52,300 TRUSTCO BK COR COM 898349105 4,332 329,439 SH SOLE 0 329,439 TTM TECHNOLOGI COM 87305R109 2,625 155,500 SH SOLE 0 155,500 TUESDAY MORNIN COM 899035505 618 20,420 SH SOLE 0 20,420 TUMBLEWEED COM COM 899690101 1,581 188,620 SH SOLE 0 188,620 TUPPERWARE COR COM 899896104 791 45,643 SH SOLE 0 45,643 TXU CORP COM 873168108 7,323 308,727 SH SOLE 0 308,727 TYCO INTL LTD COM 902124106 50,471 1,904,555 SH SOLE 0 1,904,555 TYSON FOODS IN CL A 902494103 9,818 741,554 SH SOLE 0 741,554 U S I HLDGS COM 90333H101 1,936 148,390 SH SOLE 0 148,390 UCBH HOLDINGS COM 90262T308 10,557 270,900 SH SOLE 0 270,900 UGI CORP NEW COM 902681105 5,507 162,450 SH SOLE 0 162,450 UICI COM 902737105 2,340 176,200 SH SOLE 0 176,200 UIL HLDG CORP COM 902748102 2,481 55,000 SH SOLE 0 55,000 ULTIMATE ELECT COM 903849107 426 55,800 SH SOLE 0 55,800 ULTRA PETROLEU COM 903914109 748 30,400 SH SOLE 0 30,400 ULTRAPAR PARTI S ADR 90400P101 507 39,800 SH SOLE 0 39,800 ULTRATECH INC COM 904034105 3,510 119,500 SH SOLE 0 119,500 UMB FINL CORP COM 902788108 1,778 37,400 SH SOLE 0 37,400 UMPQUA HLDGS C COM 904214103 2,245 108,000 SH SOLE 0 108,000 UNIBANCO-UNIAO GDR 90458E107 4,081 163,580 SH SOLE 0 163,580 UNIFI INC COM 904677101 711 110,300 SH SOLE 0 110,300 UNION PAC CORP COM 907818108 16,861 242,668 SH SOLE 0 242,668 UNION PLANTERS COM 908068109 5,909 187,640 SH SOLE 0 187,640 UNISOURCE ENER COM 909205106 4,269 173,100 SH SOLE 0 173,100 UNISYS CORP COM 909214108 3,922 264,085 SH SOLE 0 264,085 UNIT CORP COM 909218109 4,281 181,800 SH SOLE 0 181,800 UNITED BANKSHA COM 909907107 6,466 207,300 SH SOLE 0 207,300 UNITED DEFENSE COM 91018B104 719 22,550 SH SOLE 0 22,550 UNITED DOMINIO COM 910197102 5,157 268,600 SH SOLE 0 268,600 UNITED MICROEL S ADR 910873207 11,659 2,355,266 SH SOLE 0 2,355,266 UNITED NAT FOO COM 911163103 3,279 91,300 SH SOLE 0 91,300 UNITED ONLINE COM 911268100 1,161 69,150 SH SOLE 0 69,150 UNITED PARCEL CL B 911312106 70,596 946,960 SH SOLE 0 946,960 UNITED RENTALS COM 911363109 3,139 163,000 SH SOLE 0 163,000 UNITED STATES COM 912909108 3,054 87,214 SH SOLE 0 87,214 UNITED STATION COM 913004107 5,258 128,500 SH SOLE 0 128,500 UNITED SURGICA COM 913016309 3,492 104,300 SH SOLE 0 104,300 UNITED TECHNOL COM 913017109 64,511 680,715 SH SOLE 0 680,715 UNITED THERAPE COM 91307C102 429 18,700 SH SOLE 0 18,700 UNITEDGLOBALCO CL A 913247508 10,782 1,271,453 SH SOLE 0 1,271,453 UNITEDHEALTH G COM 91324P102 72,490 1,245,960 SH SOLE 0 1,245,960 UNITRIN INC COM 913275103 5,922 143,000 SH SOLE 0 143,000 UNIVERSAL AMER COM 913377107 531 53,600 SH SOLE 0 53,600 UNIVERSAL COMP COM 913431102 646 24,700 SH SOLE 0 24,700 UNIVERSAL CORP COM 913456109 2,337 52,900 SH SOLE 0 52,900 UNIVERSAL DISP COM 91347P105 863 62,900 SH SOLE 0 62,900 UNIVERSAL ELEC COM 913483103 1,593 125,000 SH SOLE 0 125,000 UNIVERSAL FST COM 913543104 2,193 67,700 SH SOLE 0 67,700 UNIVERSAL HLTH CL B 913903100 7,671 142,800 SH SOLE 0 142,800 UNIVISION COMM CL A 914906102 12,105 305,000 SH SOLE 0 305,000 UNOCAL CORP COM 915289102 9,496 257,837 SH SOLE 0 257,837 UNUMPROVIDENT COM 91529Y106 5,024 318,565 SH SOLE 0 318,565 URBAN OUTFITTE COM 917047102 5,587 150,800 SH SOLE 0 150,800 URS CORP NEW COM 903236107 3,148 125,888 SH SOLE 0 125,888 US BANCORP DEL COM 902973304 55,553 1,865,439 SH SOLE 0 1,865,439 US ONCOLOGY IN COM 90338W103 3,446 320,300 SH SOLE 0 320,300 USEC INC COM 90333E108 2,772 330,000 SH SOLE 0 330,000 USF CORP COM 91729Q101 3,566 104,300 SH SOLE 0 104,300 UST INC COM 902911106 4,985 139,680 SH SOLE 0 139,680 UTSTARCOM INC COM 918076100 767 20,700 SH SOLE 0 20,700 V F CORP COM 918204108 4,521 104,564 SH SOLE 0 104,564 VALASSIS COMMU COM 918866104 3,234 110,200 SH SOLE 0 110,200 VALEANT PHARMA COM 91911X104 5,869 233,350 SH SOLE 0 233,350 VALERO ENERGY COM 91913Y100 13,916 300,300 SH SOLE 0 300,300 VALMONT INDS I COM 920253101 2,095 90,500 SH SOLE 0 90,500 VALSPAR CORP COM 920355104 5,293 107,100 SH SOLE 0 107,100 VALUECLICK INC COM 92046N102 2,589 285,400 SH SOLE 0 285,400 VARCO INTL INC COM 922122106 5,626 272,721 SH SOLE 0 272,721 VARIAN INC COM 922206107 4,058 97,400 SH SOLE 0 97,400 VARIAN MED SYS COM 92220P105 9,943 143,900 SH SOLE 0 143,900 VARIAN SEMICON COM 922207105 10,271 234,500 SH SOLE 0 234,500 VAXGEN INC COM 922390208 2,698 340,700 SH SOLE 0 340,700 VCA ANTECH INC COM 918194101 3,902 125,950 SH SOLE 0 125,950 VECTREN CORP COM 92240G101 3,943 159,966 SH SOLE 0 159,966 VEECO INSTRS I COM 922417100 5,716 203,000 SH SOLE 0 203,000 VENTANA MED SY COM 92276H106 642 16,300 SH SOLE 0 16,300 VENTAS INC COM 92276F100 2,805 127,500 SH SOLE 0 127,500 VERISIGN INC COM 92343E102 4,159 255,179 SH SOLE 0 255,179 VERITAS DGC IN COM 92343P107 1,342 128,100 SH SOLE 0 128,100 VERITAS SOFTWA COM 923436109 14,788 399,473 SH SOLE 0 399,473 VERITY INC COM 92343C106 4,907 294,000 SH SOLE 0 294,000 VERIZON COMMUN COM 92343V104 93,468 2,664,421 SH SOLE 0 2,664,421 VERTEX PHARMAC CONV 92532FAD2 2,645 2,980,000 SH SOLE 0 2,980,000 VERTEX PHARMAC COM 92532F100 2,066 199,600 SH SOLE 0 199,600 VIACOM INC CL B 925524308 112,725 2,540,003 SH SOLE 0 2,540,003 VIAD CORP COM 92552R109 5,720 228,800 SH SOLE 0 228,800 VIASAT INC COM 92552V100 2,639 137,900 SH SOLE 0 137,900 VIASYS HEALTHC COM 92553Q209 2,987 145,000 SH SOLE 0 145,000 VICOR CORP COM 925815102 1,818 159,300 SH SOLE 0 159,300 VICURON PHARMA COM 926471103 1,514 81,200 SH SOLE 0 81,200 VINTAGE PETE I COM 927460105 3,210 266,800 SH SOLE 0 266,800 VIRAGE LOGIC C COM 92763R104 509 50,000 SH SOLE 0 50,000 VISHAY INTERTE COM 928298108 9,509 415,236 SH SOLE 0 415,236 VISTACARE INC CL A 92839Y109 783 22,400 SH SOLE 0 22,400 VISTEON CORP COM 92839U107 2,209 212,166 SH SOLE 0 212,166 VISX INC DEL COM 92844S105 4,341 187,500 SH SOLE 0 187,500 VITAL SIGNS IN COM 928469105 1,606 49,100 SH SOLE 0 49,100 VOLT INFORMATI COM 928703107 1,309 57,900 SH SOLE 0 57,900 VORNADO RLTY T REIT 929042109 4,785 87,400 SH SOLE 0 87,400 VULCAN MATLS C COM 929160109 4,624 97,200 SH SOLE 0 97,200 W HLDG CO INC COM 929251106 1,082 58,140 SH SOLE 0 58,140 WABASH NATL CO COM 929566107 5,845 199,500 SH SOLE 0 199,500 WABTEC CORP COM 929740108 816 47,900 SH SOLE 0 47,900 WACHOVIA CORP COM 929903102 59,408 1,275,115 SH SOLE 0 1,275,115 WADDELL & REED CL A 930059100 4,089 174,300 SH SOLE 0 174,300 WAL MART STORE COM 931142103 236,218 4,452,738 SH SOLE 0 4,452,738 WALGREEN CO COM 931422109 47,612 1,308,754 SH SOLE 0 1,308,754 WASHINGTON FED COM 938824109 4,186 147,500 SH SOLE 0 147,500 WASHINGTON GRO COM 938862208 3,170 93,320 SH SOLE 0 93,320 WASHINGTON MUT COM 939322103 35,160 876,362 SH SOLE 0 876,362 WASHINGTON POS CL B 939640108 17,173 21,700 SH SOLE 0 21,700 WASTE CONNECTI COM 941053100 7,014 185,700 SH SOLE 0 185,700 WASTE MGMT INC COM 94106L109 16,692 563,909 SH SOLE 0 563,909 WATERS CORP COM 941848103 5,946 179,300 SH SOLE 0 179,300 WATSCO INC COM 942622200 2,253 99,100 SH SOLE 0 99,100 WATSON PHARMAC COM 942683103 5,260 114,340 SH SOLE 0 114,340 WATSON WYATT & CL A 942712100 4,656 192,800 SH SOLE 0 192,800 WATTS WATER TE CL A 942749102 2,668 120,200 SH SOLE 0 120,200 WAUSAU-MOSINEE COM 943315101 1,474 109,058 SH SOLE 0 109,058 WAYPOINT FINL COM 946756103 2,779 128,110 SH SOLE 0 128,110 WD-40 CO COM 929236107 2,263 64,000 SH SOLE 0 64,000 WEATHERFORD IN COM G95089101 9,912 275,330 SH SOLE 0 275,330 WEBEX COMMUNIC COM 94767L109 3,355 166,600 SH SOLE 0 166,600 WEBMETHODS INC COM 94768C108 3,111 341,850 SH SOLE 0 341,850 WEBSENSE INC COM 947684106 2,491 85,100 SH SOLE 0 85,100 WEBSTER FINL C COM 947890109 5,449 118,816 SH SOLE 0 118,816 WELLMAN INC COM 949702104 1,238 121,300 SH SOLE 0 121,300 WELLPOINT HEAL COM 94973H108 35,991 371,080 SH SOLE 0 371,080 WELLS FARGO & COM 949746101 95,286 1,618,035 SH SOLE 0 1,618,035 WELLSFORD REAL COM 950240200 1,299 69,850 SH SOLE 0 69,850 WENDYS INTL IN COM 950590109 4,265 108,691 SH SOLE 0 108,691 WERNER ENTERPR COM 950755108 4,055 208,050 SH SOLE 0 208,050 WESCO INTL INC COM 95082P105 1,456 164,500 SH SOLE 0 164,500 WEST MARINE IN COM 954235107 1,667 60,600 SH SOLE 0 60,600 WESTAMERICA BA COM 957090103 3,440 69,100 SH SOLE 0 69,100 WESTAR ENERGY COM 95709T100 3,104 153,300 SH SOLE 0 153,300 WESTCORP INC COM 957907108 1,104 30,200 SH SOLE 0 30,200 WESTERN DIGITA COM 958102105 1,942 164,700 SH SOLE 0 164,700 WESTERN GAS RE COM 958259103 4,054 85,800 SH SOLE 0 85,800 WESTERN WIRELE CL A 95988E204 621 33,800 SH SOLE 0 33,800 WESTPORT RES C COM 961418100 1,765 59,100 SH SOLE 0 59,100 WESTWOOD ONE I COM 961815107 7,239 211,600 SH SOLE 0 211,600 WET SEAL INC CL A 961840105 4,626 467,700 SH SOLE 0 467,700 WEYERHAEUSER C COM 962166104 13,483 210,675 SH SOLE 0 210,675 WGL HLDGS INC COM 92924F106 3,460 124,500 SH SOLE 0 124,500 W-H ENERGY SVC COM 92925E108 1,682 103,800 SH SOLE 0 103,800 WHIRLPOOL CORP COM 963320106 4,077 56,118 SH SOLE 0 56,118 WHITE ELECTR D COM 963801105 1,161 131,950 SH SOLE 0 131,950 WHITING PETE C COM 966387102 2,502 135,990 SH SOLE 0 135,990 WHITNEY HLDG C COM 966612103 6,300 153,700 SH SOLE 0 153,700 WHOLE FOODS MK COM 966837106 8,505 126,700 SH SOLE 0 126,700 WILD OATS MARK COM 96808B107 1,504 116,300 SH SOLE 0 116,300 WILLIAMS COS I COM 969457100 4,786 487,366 SH SOLE 0 487,366 WILLIAMS SONOM COM 969904101 10,033 288,550 SH SOLE 0 288,550 WILMINGTON TRU COM 971807102 5,026 139,600 SH SOLE 0 139,600 WILSON GREATBA COM 972232102 6,903 163,300 SH SOLE 0 163,300 WIND RIVER SYS COM 973149107 1,560 178,091 SH SOLE 0 178,091 WINN DIXIE STO COM 974280109 1,306 131,307 SH SOLE 0 131,307 WINNEBAGO INDS COM 974637100 6,002 87,300 SH SOLE 0 87,300 WINTRUST FINAN COM 97650W108 4,650 103,100 SH SOLE 0 103,100 WIRELESS FACIL COM 97653A103 2,856 192,200 SH SOLE 0 192,200 WISCONSIN ENER COM 976657106 8,329 249,000 SH SOLE 0 249,000 WMS INDS INC COM 929297109 3,671 140,100 SH SOLE 0 140,100 WOLVERINE TUBE COM 978093102 294 46,700 SH SOLE 0 46,700 WOLVERINE WORL COM 978097103 4,500 220,825 SH SOLE 0 220,825 WOODWARD GOVER COM 980745103 3,677 64,700 SH SOLE 0 64,700 WORTHINGTON IN COM 981811102 2,580 143,086 SH SOLE 0 143,086 WPS RESOURCES COM 92931B106 3,541 76,600 SH SOLE 0 76,600 WRIGLEY WM JR COM 982526105 10,514 187,052 SH SOLE 0 187,052 WYETH COM 983024100 77,840 1,833,698 SH SOLE 0 1,833,698 WYNN RESORTS L COM 983134107 1,697 60,570 SH SOLE 0 60,570 XCEL ENERGY IN COM 98389B100 6,437 379,085 SH SOLE 0 379,085 XEROX CORP COM 984121103 10,438 756,356 SH SOLE 0 756,356 XILINX INC COM 983919101 12,710 329,010 SH SOLE 0 329,010 XL CAP LTD CL A G98255105 40,599 523,520 SH SOLE 0 523,520 XM SATELLITE R CL A 983759101 3,688 140,300 SH SOLE 0 140,300 XOMA LTD COM G9825R107 401 60,800 SH SOLE 0 60,800 X-RITE INC COM 983857103 885 78,200 SH SOLE 0 78,200 XTO ENERGY INC COM 98385X106 12,224 431,933 SH SOLE 0 431,933 YAHOO INC COM 984332106 43,989 976,880 SH SOLE 0 976,880 YANKEE CANDLE COM 984757104 4,770 174,550 SH SOLE 0 174,550 YARDVILLE NATL COM 985021104 1,269 49,300 SH SOLE 0 49,300 YELLOW ROADWAY COM 985577105 11,882 328,499 SH SOLE 0 328,499 YORK INTL CORP COM 986670107 4,008 108,900 SH SOLE 0 108,900 YUM BRANDS INC COM 988498101 8,517 247,588 SH SOLE 0 247,588 ZALE CORP NEW COM 988858106 24,020 451,500 SH SOLE 0 451,500 ZEBRA TECHNOLO CL A 989207105 6,650 100,200 SH SOLE 0 100,200 ZENITH NATL IN COM 989390109 2,331 71,600 SH SOLE 0 71,600 ZIMMER HLDGS I COM 98956P102 13,759 195,440 SH SOLE 0 195,440 ZIONS BANCORPO COM 989701107 5,957 97,120 SH SOLE 0 97,120 ZIX CORP COM 98974P100 924 106,300 SH SOLE 0 106,300 ZOLL MED CORP COM 989922109 2,662 75,200 SH SOLE 0 75,200 ZORAN CORP COM 98975F101 3,141 180,600 SH SOLE 0 180,600
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