-----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, T1RMnczwGYArrrCk9PXEvEIK/QwXjL7YOI9Be+QSp0T1zvsdaaBsg5ME/rTWEtMt hZtCKPz6/vxeoqv4F2aIsg== 0001083190-03-000010.txt : 20031110 0001083190-03-000010.hdr.sgml : 20031110 20031110151039 ACCESSION NUMBER: 0001083190-03-000010 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030930 FILED AS OF DATE: 20031110 EFFECTIVENESS DATE: 20031110 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: 03988098 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 q32003.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 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 November 10, 2003 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: 2,110 Form 13F Information Table Value Total: $16,356,754 (in 000s) List of Other Included Managers: N/A AS OF SEPTEMBER 30, 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 1,181 157,000 SH SOLE 0 157,000 3COM CORP COM 885535104 4,618 781,439 SH SOLE 0 781,439 3M CO COM 88579Y101 46,521 673,534 SH SOLE 0 673,534 4 KIDS ENTMT I COM 350865101 1,745 82,700 SH SOLE 0 82,700 7-ELEVEN INC COM 817826209 627 45,700 SH SOLE 0 45,700 99 CENTS ONLY COM 65440K106 4,895 151,366 SH SOLE 0 151,366 A C MOORE ARTS COM 00086T103 4,294 192,900 SH SOLE 0 192,900 A D C TELECOMM COM 000886101 2,680 1,149,190 SH SOLE 0 1,149,190 AAR CORP COM 000361105 978 121,900 SH SOLE 0 121,900 AARON RENTS IN COM 002535201 3,752 179,100 SH SOLE 0 179,100 ABAXIS INC COM 002567105 1,483 106,700 SH SOLE 0 106,700 ABBOTT LABS COM 002824100 55,484 1,303,964 SH SOLE 0 1,303,964 ABERCROMBIE & CL A 002896207 6,667 240,600 SH SOLE 0 240,600 ABGENIX INC COM 00339B107 1,944 134,130 SH SOLE 0 134,130 ABLE LABORATOR COM 00371N407 1,014 53,700 SH SOLE 0 53,700 ABM INDS INC COM 000957100 2,664 188,300 SH SOLE 0 188,300 ACADIA RLTY TR COM 004239109 890 81,100 SH SOLE 0 81,100 ACCREDO HEALTH COM 00437V104 5,114 182,725 SH SOLE 0 182,725 ACE COMM CORP COM 004404109 818 511,265 SH SOLE 0 511,265 ACE LTD COM G0070K103 8,615 260,440 SH SOLE 0 260,440 ACETO CORP COM 004446100 302 21,500 SH SOLE 0 21,500 ACTEL CORP COM 004934105 3,126 130,400 SH SOLE 0 130,400 ACTION PERFORM COM 004933107 1,677 68,600 SH SOLE 0 68,600 ACTIVISION INC COM 004930202 2,240 187,150 SH SOLE 0 187,150 ACUITY BRANDS COM 00508Y102 2,870 158,900 SH SOLE 0 158,900 ACXIOM CORP COM 005125109 2,852 181,100 SH SOLE 0 181,100 ADAPTEC INC COM 00651F108 3,128 413,800 SH SOLE 0 413,800 ADMINISTAFF IN COM 007094105 908 102,100 SH SOLE 0 102,100 ADOBE SYS INC COM 00724F101 7,597 192,864 SH SOLE 0 192,864 ADOLOR CORP COM 00724X102 703 38,300 SH SOLE 0 38,300 ADTRAN INC COM 00738A106 6,382 104,100 SH SOLE 0 104,100 ADVANCED AUTO COM 00751Y106 830 11,700 SH SOLE 0 11,700 ADVANCED DIGIT COM 007525108 3,727 265,300 SH SOLE 0 265,300 ADVANCED ENERG COM 007973100 3,717 197,000 SH SOLE 0 197,000 ADVANCED FIBRE COM 00754A105 3,893 185,800 SH SOLE 0 185,800 ADVANCED MARKE COM 00753T105 745 72,900 SH SOLE 0 72,900 ADVANCED MEDIC COM 00763M108 3,323 185,000 SH SOLE 0 185,000 ADVANCED MICRO COM 007903107 3,826 344,374 SH SOLE 0 344,374 ADVANCED NEURO COM 00757T101 700 17,550 SH SOLE 0 17,550 ADVANCED SEMIC S ADR 00756M404 573 148,500 SH SOLE 0 148,500 ADVANCEPCS COM 00790K109 9,656 211,900 SH SOLE 0 211,900 ADVENT SOFTWAR COM 007974108 1,108 68,900 SH SOLE 0 68,900 ADVISORY BRD C COM 00762W107 1,518 33,400 SH SOLE 0 33,400 ADVO INC COM 007585102 5,075 121,900 SH SOLE 0 121,900 AEROFLEX INC COM 007768104 4,803 545,800 SH SOLE 0 545,800 AEROPOSTALE COM 007865108 1,726 63,800 SH SOLE 0 63,800 AES CORP COM 00130H105 3,771 508,277 SH SOLE 0 508,277 AETNA INC NEW COM 00817Y108 8,895 145,749 SH SOLE 0 145,749 AFFILIATED COM CL A 008190100 15,055 309,200 SH SOLE 0 309,200 AFFILIATED MAN COM 008252108 5,118 81,500 SH SOLE 0 81,500 AFFYMETRIX INC COM 00826T108 373 17,770 SH SOLE 0 17,770 AFLAC INC COM 001055102 15,797 489,080 SH SOLE 0 489,080 AFTERMARKET TE COM 008318107 1,120 98,200 SH SOLE 0 98,200 AGCO CORP COM 001084102 3,478 202,900 SH SOLE 0 202,900 AGILE SOFTWARE COM 00846X105 3,636 381,900 SH SOLE 0 381,900 AGILENT TECHNO COM 00846U101 9,876 446,671 SH SOLE 0 446,671 AGL RES INC COM 001204106 3,809 135,200 SH SOLE 0 135,200 AGRIUM INC COM 008916108 492 39,200 SH SOLE 0 39,200 AIR PRODS & CH COM 009158106 9,879 219,052 SH SOLE 0 219,052 AIRGAS INC COM 009363102 4,642 260,800 SH SOLE 0 260,800 AIRTRAN HLDGS COM 00949P108 6,517 389,100 SH SOLE 0 389,100 ALARIS MEDICAL COM 011637105 798 48,100 SH SOLE 0 48,100 ALASKA AIR GRO COM 011659109 1,577 56,700 SH SOLE 0 56,700 ALBANY INTL CO CL A 012348108 6,566 212,900 SH SOLE 0 212,900 ALBEMARLE CORP COM 012653101 3,503 127,600 SH SOLE 0 127,600 ALBERTO CULVER CONV 013068101 2,745 46,660 SH SOLE 0 46,660 ALBERTO CULVER CL A 013068200 2,433 42,400 SH SOLE 0 42,400 ALBERTSONS INC COM 013104104 7,266 353,249 SH SOLE 0 353,249 ALCATEL S ADR 013904305 411 34,700 SH SOLE 0 34,700 ALCOA INC COM 013817101 22,646 865,674 SH SOLE 0 865,674 ALEXANDER & BA COM 014482103 2,493 87,900 SH SOLE 0 87,900 ALIGN TECHNOLO COM 016255101 854 68,300 SH SOLE 0 68,300 ALKERMES INC COM 01642T108 3,444 251,000 SH SOLE 0 251,000 ALLEGHENY ENER COM 017361106 1,083 118,540 SH SOLE 0 118,540 ALLEGHENY TECH COM 01741R102 485 74,055 SH SOLE 0 74,055 ALLEGIANT BANC COM 017476102 873 43,200 SH SOLE 0 43,200 ALLERGAN INC COM 018490102 8,996 114,268 SH SOLE 0 114,268 ALLETE INC COM 018522102 5,024 183,500 SH SOLE 0 183,500 ALLIANCE CAP M PART 01855A101 636 19,000 SH SOLE 0 19,000 ALLIANCE DATA COM 018581108 2,849 107,900 SH SOLE 0 107,900 ALLIANCE GAMIN COM 01859P609 1,685 83,100 SH SOLE 0 83,100 ALLIANCE SEMIC COM 01877H100 728 133,900 SH SOLE 0 133,900 ALLIANT ENERGY COM 018802108 5,154 234,285 SH SOLE 0 234,285 ALLIANT TECHSY COM 018804104 8,897 185,162 SH SOLE 0 185,162 ALLIED WASTE I COM 019589308 2,066 191,260 SH SOLE 0 191,260 ALLMERICA FINL COM 019754100 2,679 112,500 SH SOLE 0 112,500 ALLSTATE CORP COM 020002101 24,537 671,700 SH SOLE 0 671,700 ALLTEL CORP COM 020039103 13,774 297,244 SH SOLE 0 297,244 ALPHARMA INC CL A 020813101 4,393 236,200 SH SOLE 0 236,200 ALTERA CORP COM 021441100 7,211 380,940 SH SOLE 0 380,940 ALTIRIS INC COM 02148M100 2,234 85,200 SH SOLE 0 85,200 ALTRIA GROUP I COM 02209S103 73,688 1,682,383 SH SOLE 0 1,682,383 AMAZON COM INC COM 023135106 2,838 58,600 SH SOLE 0 58,600 AMB PROPERTY C COM 00163T109 11,230 364,500 SH SOLE 0 364,500 AMBAC FINL GRO COM 023139108 6,403 100,040 SH SOLE 0 100,040 AMCORE FINL IN COM 023912108 3,311 131,600 SH SOLE 0 131,600 AMDOCS LTD COM G02602103 1,556 82,770 SH SOLE 0 82,770 AMERADA HESS C COM 023551104 4,208 83,990 SH SOLE 0 83,990 AMEREN CORP COM 023608102 6,477 150,933 SH SOLE 0 150,933 AMERICA MOVIL S ADR 02364W105 5,010 216,800 SH SOLE 0 216,800 AMERICA WEST H CL B 023657208 838 86,100 SH SOLE 0 86,100 AMERICAN CAPIT COM 024937104 1,725 69,400 SH SOLE 0 69,400 AMERICAN EAGLE COM 02553E106 4,099 274,950 SH SOLE 0 274,950 AMERICAN ELEC COM 025537101 11,311 377,017 SH SOLE 0 377,017 AMERICAN EXPRE COM 025816109 71,239 1,580,980 SH SOLE 0 1,580,980 AMERICAN FINL COM 025932104 3,215 147,800 SH SOLE 0 147,800 AMERICAN FINL COM 02607P305 3,122 221,400 SH SOLE 0 221,400 AMERICAN GREET CL A 026375105 12,882 662,989 SH SOLE 0 662,989 AMERICAN HEALT COM 02649V104 2,515 60,000 SH SOLE 0 60,000 AMERICAN HOME COM 02660M108 908 51,700 SH SOLE 0 51,700 AMERICAN INTL COM 026874107 171,229 2,967,573 SH SOLE 0 2,967,573 AMERICAN ITALI CL A 027070101 4,465 115,400 SH SOLE 0 115,400 AMERICAN MED S COM 02744M108 2,747 126,000 SH SOLE 0 126,000 AMERICAN MGMT COM 027352103 2,077 162,100 SH SOLE 0 162,100 AMERICAN PHARM COM 02886P109 1,815 57,885 SH SOLE 0 57,885 AMERICAN PWR C COM 029066107 3,565 206,060 SH SOLE 0 206,060 AMERICAN STD C COM 029712106 4,998 59,320 SH SOLE 0 59,320 AMERICAN STS W COM 029899101 2,768 117,446 SH SOLE 0 117,446 AMERICAN TOWER CL A 029912201 2,974 292,990 SH SOLE 0 292,990 AMERICREDIT CO COM 03060R101 3,415 331,600 SH SOLE 0 331,600 AMERIGROUP COR COM 03073T102 4,210 94,340 SH SOLE 0 94,340 AMERISOURCEBER COM 03073E105 5,645 104,440 SH SOLE 0 104,440 AMERISTAR CASI COM 03070Q101 1,672 66,800 SH SOLE 0 66,800 AMERUS GROUP C COM 03072M108 2,819 82,900 SH SOLE 0 82,900 AMETEK INC NEW COM 031100100 3,335 77,800 SH SOLE 0 77,800 AMGEN INC COM 031162100 112,294 1,740,460 SH SOLE 0 1,740,460 AMKOR TECHNOLO COM 031652100 3,288 231,400 SH SOLE 0 231,400 AMLI RESIDENTI REIT 001735109 296 11,300 SH SOLE 0 11,300 AMN HEALTHCARE COM 001744101 536 33,000 SH SOLE 0 33,000 AMPHENOL CORP CL A 032095101 1,405 27,000 SH SOLE 0 27,000 AMR CORP COM 001765106 3,629 316,900 SH SOLE 0 316,900 AMSOUTH BANCOR COM 032165102 7,340 345,898 SH SOLE 0 345,898 AMSURG CORP COM 03232P405 3,861 116,970 SH SOLE 0 116,970 ANADARKO PETE COM 032511107 10,316 247,021 SH SOLE 0 247,021 ANALOG DEVICES CONV 032654AD7 16,28016,000,000 SH SOLE 0 16,000,000 ANALOG DEVICES COM 032654105 11,631 305,920 SH SOLE 0 305,920 ANALOGIC CORP COM 032657207 2,465 51,300 SH SOLE 0 51,300 ANCHOR BANCORP COM 032839102 2,106 89,700 SH SOLE 0 89,700 ANDREW CORP COM 034425108 2,969 245,797 SH SOLE 0 245,797 ANGELICA CORP COM 034663104 4,832 254,300 SH SOLE 0 254,300 ANGLO AMERN PL ADR 03485P102 1,282 70,650 SH SOLE 0 70,650 ANHEUSER BUSCH COM 035229103 33,970 688,498 SH SOLE 0 688,498 ANIXTER INTL I COM 035290105 4,415 193,900 SH SOLE 0 193,900 ANNTAYLOR STOR COM 036115103 6,261 194,800 SH SOLE 0 194,800 ANSYS INC COM 03662Q105 2,047 57,600 SH SOLE 0 57,600 ANTHEM INC COM 03674B104 10,119 141,860 SH SOLE 0 141,860 ANTHRACITE CAP COM 037023108 3,482 360,792 SH SOLE 0 360,792 ANWORTH MORTGA COM 037347101 1,815 127,100 SH SOLE 0 127,100 AOL TIME WARNE COM 00184A105 65,595 4,341,139 SH SOLE 0 4,341,139 AON CORP COM 037389103 6,119 293,471 SH SOLE 0 293,471 APACHE CORP COM 037411105 11,092 159,972 SH SOLE 0 159,972 APARTMENT INVT CL A 03748R101 59,453 1,510,500 SH SOLE 0 1,510,500 APOGEE ENTERPR COM 037598109 1,087 105,100 SH SOLE 0 105,100 APOGENT TECHNO COM 03760A101 4,070 195,100 SH SOLE 0 195,100 APOLLO GROUP I CL A 037604105 10,565 160,000 SH SOLE 0 160,000 APOLLO GROUP I COM 037604204 1,413 21,200 SH SOLE 0 21,200 APPLE COMPUTER COM 037833100 7,016 338,632 SH SOLE 0 338,632 APPLEBEES INTL COM 037899101 4,143 131,600 SH SOLE 0 131,600 APPLERA CORP COM 038020103 4,467 200,208 SH SOLE 0 200,208 APPLERA CORP COM 038020202 1,061 90,800 SH SOLE 0 90,800 APPLICA INC COM 03815A106 546 90,300 SH SOLE 0 90,300 APPLIED FILMS COM 038197109 4,986 167,300 SH SOLE 0 167,300 APPLIED INDL T COM 03820C105 2,104 105,900 SH SOLE 0 105,900 APPLIED MATLS COM 038222105 29,082 1,604,076 SH SOLE 0 1,604,076 APPLIED MICRO COM 03822W109 2,425 499,020 SH SOLE 0 499,020 APRIA HEALTHCA COM 037933108 6,265 228,800 SH SOLE 0 228,800 APTARGROUP INC COM 038336103 5,078 138,400 SH SOLE 0 138,400 AQUILA INC COM 03840P102 1,400 414,150 SH SOLE 0 414,150 ARACRUZ CELULO S ADR 038496204 2,699 98,849 SH SOLE 0 98,849 ARBITRON INC COM 03875Q108 4,603 130,400 SH SOLE 0 130,400 ARCH CAP GROUP COM G0450A105 2,230 67,418 SH SOLE 0 67,418 ARCH CHEMICALS COM 03937R102 1,787 85,900 SH SOLE 0 85,900 ARCH COAL INC COM 039380100 5,906 265,910 SH SOLE 0 265,910 ARCHER DANIELS COM 039483102 8,601 656,033 SH SOLE 0 656,033 ARCHSTONE SMIT COM 039583109 59,679 2,262,275 SH SOLE 0 2,262,275 ARCTIC CAT INC COM 039670104 1,591 83,500 SH SOLE 0 83,500 ARDEN RLTY INC COM 039793104 50,853 1,821,400 SH SOLE 0 1,821,400 ARGOSY GAMING COM 040228108 2,728 111,800 SH SOLE 0 111,800 ARKANSAS BEST COM 040790107 3,016 109,800 SH SOLE 0 109,800 ARMOR HOLDINGS COM 042260109 1,774 105,900 SH SOLE 0 105,900 ARQULE INC COM 04269E107 494 107,300 SH SOLE 0 107,300 ARRIS GROUP IN COM 04269Q100 1,931 335,800 SH SOLE 0 335,800 ARROW ELECTRS COM 042735100 12,018 653,500 SH SOLE 0 653,500 ARROW INTL INC COM 042764100 879 38,200 SH SOLE 0 38,200 ARTESYN TECHNO COM 043127109 1,123 148,100 SH SOLE 0 148,100 ARTHROCARE COR COM 043136100 1,404 79,000 SH SOLE 0 79,000 ARTISAN COMPON COM 042923102 615 36,600 SH SOLE 0 36,600 ARVINMERITOR I COM 043353101 2,588 145,299 SH SOLE 0 145,299 ASCENTIAL SOFT COM 04362P207 2,285 123,300 SH SOLE 0 123,300 ASE TEST LTD COM Y02516105 1,360 156,380 SH SOLE 0 156,380 ASHFORD HOSPIT COM 044103109 1,799 200,600 SH SOLE 0 200,600 ASHLAND INC COM 044204105 2,149 65,411 SH SOLE 0 65,411 ASHWORTH INC COM 04516H101 347 49,700 SH SOLE 0 49,700 ASK JEEVES INC COM 045174109 1,645 94,600 SH SOLE 0 94,600 ASM INTL N V COM N07045102 1,495 101,505 SH SOLE 0 101,505 ASML HLDG NV COM N07059111 1,888 143,890 SH SOLE 0 143,890 ASSOCIATED BAN COM 045487105 5,915 156,108 SH SOLE 0 156,108 ASTEC INDS INC COM 046224101 779 75,600 SH SOLE 0 75,600 ASTORIA FINL C COM 046265104 5,275 170,700 SH SOLE 0 170,700 AT RD INC COM 04648K105 1,627 121,900 SH SOLE 0 121,900 AT&T CORP COM 001957505 16,134 748,687 SH SOLE 0 748,687 AT&T WIRELESS COM 00209A106 21,043 2,572,470 SH SOLE 0 2,572,470 ATHEROGENICS I COM 047439104 2,865 172,100 SH SOLE 0 172,100 ATLANTIC COAST COM 048396105 1,476 173,400 SH SOLE 0 173,400 ATMEL CORP COM 049513AE4 200 510,000 SH SOLE 0 510,000 ATMEL CORP COM 049513104 5,535 1,378,000 SH SOLE 0 1,378,000 ATMI INC COM 00207R101 6,454 254,580 SH SOLE 0 254,580 ATMOS ENERGY C COM 049560105 5,604 234,100 SH SOLE 0 234,100 ATRIX LABS INC COM 04962L101 614 29,800 SH SOLE 0 29,800 ATWOOD OCEANIC COM 050095108 1,276 53,200 SH SOLE 0 53,200 AUDIOVOX CORP CL A 050757103 1,102 87,700 SH SOLE 0 87,700 AUGUST TECHNOL COM 05106U105 302 21,200 SH SOLE 0 21,200 AUTODESK INC COM 052769106 2,894 170,014 SH SOLE 0 170,014 AUTOMATIC DATA COM 053015103 18,901 527,225 SH SOLE 0 527,225 AUTONATION INC COM 05329W102 6,556 373,800 SH SOLE 0 373,800 AUTOZONE INC COM 053332102 6,767 75,587 SH SOLE 0 75,587 AVALONBAY CMNT COM 053484101 65,278 1,394,822 SH SOLE 0 1,394,822 AVAYA INC COM 053499109 3,666 336,322 SH SOLE 0 336,322 AVERY DENNISON COM 053611109 5,578 110,416 SH SOLE 0 110,416 AVID TECHNOLOG COM 05367P100 9,275 175,000 SH SOLE 0 175,000 AVISTA CORP COM 05379B107 2,878 184,700 SH SOLE 0 184,700 AVNET INC COM 053807103 28,309 1,713,639 SH SOLE 0 1,713,639 AVOCENT CORP COM 053893103 6,042 199,488 SH SOLE 0 199,488 AVON PRODS INC COM 054303102 13,620 210,972 SH SOLE 0 210,972 AXCELIS TECHNO COM 054540109 3,141 378,400 SH SOLE 0 378,400 AXEDA SYSTEMS COM 054959101 262 186,092 SH SOLE 0 186,092 AZTAR CORP COM 054802103 5,097 287,800 SH SOLE 0 287,800 BAKER HUGHES I COM 057224107 25,221 852,364 SH SOLE 0 852,364 BALDOR ELEC CO COM 057741100 2,645 125,300 SH SOLE 0 125,300 BALL CORP COM 058498106 2,461 45,578 SH SOLE 0 45,578 BALLY TOTAL FI COM 05873K108 1,125 130,000 SH SOLE 0 130,000 BANC CORP COM 05944B103 233 31,000 SH SOLE 0 31,000 BANCFIRST CORP COM 05945F103 2,263 42,700 SH SOLE 0 42,700 BANCO BRADESCO S ADR 059460204 9,247 458,472 SH SOLE 0 458,472 BANCO ITAU HLD S ADR 059602201 11,082 306,136 SH SOLE 0 306,136 BANDAG INC COM 059815100 982 29,100 SH SOLE 0 29,100 BANDAG INC CL A 059815308 364 11,900 SH SOLE 0 11,900 BANK HAWAII CO COM 062540109 4,181 124,500 SH SOLE 0 124,500 BANK MONTREAL COM 063671101 342 9,900 SH SOLE 0 9,900 BANK NEW YORK COM 064057102 21,910 752,660 SH SOLE 0 752,660 BANK OF AMERIC COM 060505104 157,108 2,013,167 SH SOLE 0 2,013,167 BANK OF THE OZ COM 063904106 512 11,500 SH SOLE 0 11,500 BANK ONE CORP COM 06423A103 41,626 1,076,997 SH SOLE 0 1,076,997 BANKATLANTIC B CL A 065908501 3,335 234,000 SH SOLE 0 234,000 BANKNORTH GROU COM 06646R107 9,651 342,000 SH SOLE 0 342,000 BANKUNITED FIN CL A 06652B103 4,140 195,300 SH SOLE 0 195,300 BANTA CORP COM 066821109 1,937 53,800 SH SOLE 0 53,800 BARD C R INC COM 067383109 3,303 46,518 SH SOLE 0 46,518 BARNES & NOBLE COM 067774109 3,489 137,300 SH SOLE 0 137,300 BARNES GROUP I COM 067806109 2,238 86,200 SH SOLE 0 86,200 BARR LABS INC COM 068306109 11,701 171,540 SH SOLE 0 171,540 BARRA INC COM 068313105 3,662 97,600 SH SOLE 0 97,600 BASSETT FURNIT COM 070203104 619 44,600 SH SOLE 0 44,600 BAUSCH & LOMB COM 071707103 2,207 49,986 SH SOLE 0 49,986 BAXTER INTL IN COM 071813109 15,785 543,192 SH SOLE 0 543,192 BAY VIEW CAP C COM 07262L101 1,026 169,100 SH SOLE 0 169,100 BB&T CORP COM 054937107 18,365 511,430 SH SOLE 0 511,430 BEAR STEARNS C COM 073902108 7,169 95,844 SH SOLE 0 95,844 BEAZER HOMES U COM 07556Q105 2,135 25,300 SH SOLE 0 25,300 BEBE STORES IN COM 075571109 1,363 50,300 SH SOLE 0 50,300 BECKMAN COULTE COM 075811109 7,050 154,800 SH SOLE 0 154,800 BECTON DICKINS COM 075887109 7,666 212,224 SH SOLE 0 212,224 BED BATH & BEY COM 075896100 10,410 272,020 SH SOLE 0 272,020 BEI TECHNOLOGI COM 05538P104 867 55,600 SH SOLE 0 55,600 BEL FUSE INC CL B 077347300 1,074 42,100 SH SOLE 0 42,100 BELDEN INC COM 077459105 6,474 370,600 SH SOLE 0 370,600 BELL MICROPROD COM 078137106 632 97,100 SH SOLE 0 97,100 BELLSOUTH CORP COM 079860102 42,113 1,778,404 SH SOLE 0 1,778,404 BELO CORP COM 080555105 5,842 240,900 SH SOLE 0 240,900 BEMIS INC COM 081437105 2,232 50,389 SH SOLE 0 50,389 BENCHMARK ELEC COM 08160H101 7,122 168,500 SH SOLE 0 168,500 BERKLEY W R CO COM 084423102 7,047 205,700 SH SOLE 0 205,700 BERKSHIRE HATH CL B 084670207 7,738 3,100 SH SOLE 0 3,100 BEST BUY INC COM 086516101 13,158 276,900 SH SOLE 0 276,900 BEVERLY ENTERP COM 087851309 2,162 365,160 SH SOLE 0 365,160 BIG LOTS INC COM 089302103 25,012 1,582,038 SH SOLE 0 1,582,038 BIOGEN INC COM 090597105 4,680 122,780 SH SOLE 0 122,780 BIOLASE TECHNO COM 090911108 495 43,400 SH SOLE 0 43,400 BIOMET INC COM 090613100 7,433 221,889 SH SOLE 0 221,889 BIOSITE INC COM 090945106 1,675 59,200 SH SOLE 0 59,200 BIOVAIL CORP COM 09067J109 3,279 88,265 SH SOLE 0 88,265 BISYS GROUP IN COM 055472104 5,705 433,850 SH SOLE 0 433,850 BJ SVCS CO COM 055482103 4,422 129,400 SH SOLE 0 129,400 BJS WHOLESALE COM 05548J106 3,508 181,100 SH SOLE 0 181,100 BLACK & DECKER COM 091797100 2,693 66,413 SH SOLE 0 66,413 BLACK BOX CORP COM 091826107 3,897 97,900 SH SOLE 0 97,900 BLACK HILLS CO COM 092113109 5,314 172,200 SH SOLE 0 172,200 BLACKROCK INC CL A 09247X101 1,421 29,000 SH SOLE 0 29,000 BLOCK H & R IN COM 093671105 6,596 152,862 SH SOLE 0 152,862 BLOCKBUSTER IN CL A 093679108 909 43,300 SH SOLE 0 43,300 BLUE RHINO COR COM 095811105 126 11,400 SH SOLE 0 11,400 BLYTH INC COM 09643P108 3,335 123,600 SH SOLE 0 123,600 BMC SOFTWARE I COM 055921100 3,004 215,650 SH SOLE 0 215,650 BOB EVANS FARM COM 096761101 1,963 73,500 SH SOLE 0 73,500 BOEING CO COM 097023105 55,130 1,605,874 SH SOLE 0 1,605,874 BOISE CASCADE COM 097383103 1,473 53,353 SH SOLE 0 53,353 BOK FINL CORP COM 05561Q201 1,001 26,368 SH SOLE 0 26,368 BOMBAY CO INC COM 097924104 786 79,800 SH SOLE 0 79,800 BORDERS GROUP COM 099709107 5,332 281,800 SH SOLE 0 281,800 BORG WARNER IN COM 099724106 4,634 68,300 SH SOLE 0 68,300 BOSTON COMMUNI COM 100582105 694 69,400 SH SOLE 0 69,400 BOSTON PRIVATE COM 101119105 2,050 87,000 SH SOLE 0 87,000 BOSTON PROPERT COM 101121101 9,116 209,700 SH SOLE 0 209,700 BOSTON SCIENTI COM 101137107 45,850 718,648 SH SOLE 0 718,648 BOWATER INC COM 102183100 4,942 117,500 SH SOLE 0 117,500 BOWNE & CO INC COM 103043105 1,930 129,100 SH SOLE 0 129,100 BOYD GAMING CO COM 103304101 424 27,800 SH SOLE 0 27,800 BP PLC S ADR 055622104 985 23,400 SH SOLE 0 23,400 BRADY CORP CL A 104674106 2,831 89,000 SH SOLE 0 89,000 BRANDYWINE RLT COM 105368203 3,124 121,600 SH SOLE 0 121,600 BRIGGS & STRAT COM 109043109 6,358 108,200 SH SOLE 0 108,200 BRIGHAM EXPLOR COM 109178103 385 56,590 SH SOLE 0 56,590 BRINKER INTL I COM 109641100 8,617 258,300 SH SOLE 0 258,300 BRINKS CO COM 109696104 1,998 115,077 SH SOLE 0 115,077 BRISTOL MYERS COM 110122108 42,343 1,650,148 SH SOLE 0 1,650,148 BROADCOM CORP CL A 111320107 6,478 243,000 SH SOLE 0 243,000 BROOKFIELD HOM COM 112723101 986 53,220 SH SOLE 0 53,220 BROOKFIELD PPT COM 112900105 8,404 357,600 SH SOLE 0 357,600 BROOKLINE BANC COM 11373M107 3,257 220,500 SH SOLE 0 220,500 BROOKS AUTOMAT COM 114340102 3,927 187,900 SH SOLE 0 187,900 BROOKSTONE INC COM 114537103 2,307 117,300 SH SOLE 0 117,300 BROOKTROUT INC COM 114580103 363 47,200 SH SOLE 0 47,200 BROWN & BROWN COM 115236101 4,463 145,000 SH SOLE 0 145,000 BROWN FORMAN C CL B 115637209 3,937 49,757 SH SOLE 0 49,757 BROWN SHOE INC COM 115736100 2,162 68,200 SH SOLE 0 68,200 BROWN TOM INC COM 115660201 4,482 174,400 SH SOLE 0 174,400 BRUNSWICK CORP COM 117043109 3,092 120,404 SH SOLE 0 120,404 BRUSH ENGINEER COM 117421107 652 63,600 SH SOLE 0 63,600 BUCKEYE TECHNO COM 118255108 1,286 141,500 SH SOLE 0 141,500 BUILDING MATLS COM 120113105 668 51,000 SH SOLE 0 51,000 BUNGE LIMITED COM G16962105 1,557 56,600 SH SOLE 0 56,600 BURLINGTON COA COM 121579106 3,186 170,400 SH SOLE 0 170,400 BURLINGTON NOR COM 12189T104 10,297 356,651 SH SOLE 0 356,651 BURLINGTON RES COM 122014103 9,213 191,131 SH SOLE 0 191,131 BUSINESS OBJEC S ADR 12328X107 3,164 126,755 SH SOLE 0 126,755 BUTLER MFG CO COM 123655102 369 24,300 SH SOLE 0 24,300 C COR NET CORP COM 125010108 919 139,300 SH SOLE 0 139,300 C D I CORP COM 125071100 2,011 74,400 SH SOLE 0 74,400 C D W CORP COM 12512N105 11,370 197,400 SH SOLE 0 197,400 C H ROBINSON W COM 12541W100 6,686 179,500 SH SOLE 0 179,500 C&D TECHNOLOGI COM 124661109 1,852 97,900 SH SOLE 0 97,900 CABLE DESIGN T COM 126924109 1,371 171,375 SH SOLE 0 171,375 CABOT CORP COM 127055101 6,657 233,500 SH SOLE 0 233,500 CABOT MICROELE COM 12709P103 4,898 88,041 SH SOLE 0 88,041 CABOT OIL & GA COM 127097103 6,071 233,500 SH SOLE 0 233,500 CACI INTL INC CL A 127190304 5,463 127,500 SH SOLE 0 127,500 CADENCE DESIGN COM 127387108 7,720 576,100 SH SOLE 0 576,100 CAL DIVE INTL COM 127914109 3,643 186,700 SH SOLE 0 186,700 CALLAWAY GOLF COM 131193104 2,713 190,100 SH SOLE 0 190,100 CALPINE CORP COM 131347106 2,280 466,280 SH SOLE 0 466,280 CAMBREX CORP COM 132011107 2,792 123,000 SH SOLE 0 123,000 CAMPBELL SOUP COM 134429109 8,974 338,637 SH SOLE 0 338,637 CAPITAL AUTOMO COM 139733109 6,588 217,200 SH SOLE 0 217,200 CAPITAL CORP O COM 140065103 1,117 34,800 SH SOLE 0 34,800 CAPITAL ONE FI COM 14040H105 12,245 214,680 SH SOLE 0 214,680 CAPTARIS INC COM 14071N104 618 116,800 SH SOLE 0 116,800 CARAUSTAR INDS COM 140909102 2,233 259,000 SH SOLE 0 259,000 CARBO CERAMICS COM 140781105 2,152 59,500 SH SOLE 0 59,500 CARDINAL HEALT COM 14149Y108 41,562 711,802 SH SOLE 0 711,802 CARDIODYNAMICS COM 141597104 1,403 312,577 SH SOLE 0 312,577 CAREER EDUCATI COM 141665109 9,533 210,400 SH SOLE 0 210,400 CARLISLE COS I COM 142339100 3,647 83,600 SH SOLE 0 83,600 CARMAX INC COM 143130102 7,169 219,500 SH SOLE 0 219,500 CARNIVAL CORP COM 143658300 20,478 622,620 SH SOLE 0 622,620 CARPENTER TECH COM 144285103 2,043 95,300 SH SOLE 0 95,300 CARREKER CORP COM 144433109 725 90,100 SH SOLE 0 90,100 CASCADE NAT GA COM 147339105 835 42,600 SH SOLE 0 42,600 CASEYS GEN STO COM 147528103 2,674 190,700 SH SOLE 0 190,700 CASH AMER INTL COM 14754D100 1,623 98,933 SH SOLE 0 98,933 CASTLE A M & C COM 148411101 268 60,400 SH SOLE 0 60,400 CASUAL MALE RE COM 148711104 1,200 162,400 SH SOLE 0 162,400 CATALINA MARKE COM 148867104 1,723 113,400 SH SOLE 0 113,400 CATAPULT COMMU COM 149016107 606 49,400 SH SOLE 0 49,400 CATERPILLAR IN COM 149123101 24,473 355,512 SH SOLE 0 355,512 CATO CORP NEW CL A 149205106 1,567 77,700 SH SOLE 0 77,700 CBL & ASSOC PP COM 124830100 3,523 70,600 SH SOLE 0 70,600 CBRL GROUP INC COM 12489V106 3,673 103,300 SH SOLE 0 103,300 CEC ENTMT INC COM 125137109 4,517 115,225 SH SOLE 0 115,225 CELANESE AG COM D1497A101 25,050 758,400 SH SOLE 0 758,400 CELGENE CORP COM 151020104 1,985 45,850 SH SOLE 0 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COM 167250109 1,133 41,700 SH SOLE 0 41,700 CHICAGO MERCAN CL A 167760107 1,473 21,400 SH SOLE 0 21,400 CHICOS FAS INC COM 168615102 7,513 245,200 SH SOLE 0 245,200 CHILDRENS PL R COM 168905107 2,222 128,800 SH SOLE 0 128,800 CHINA MOBILE H S ADR 16941M109 2,124 163,000 SH SOLE 0 163,000 CHINA TELECOM S ADR 169426103 2,952 115,723 SH SOLE 0 115,723 CHIPPAC INC CL A 169657103 1,867 316,900 SH SOLE 0 316,900 CHIRON CORP COM 170040109 8,445 162,960 SH SOLE 0 162,960 CHITTENDEN COR COM 170228100 4,153 139,600 SH SOLE 0 139,600 CHOICEPOINT IN COM 170388102 6,113 182,466 SH SOLE 0 182,466 CHRISTOPHER & COM 171046105 3,742 156,850 SH SOLE 0 156,850 CHUBB CORP COM 171232101 12,281 189,293 SH SOLE 0 189,293 CHUNGHWA TELEC S ADR 17133Q205 3,326 237,400 SH SOLE 0 237,400 CHURCH & DWIGH COM 171340102 2,988 85,400 SH SOLE 0 85,400 CIBER INC COM 17163B102 2,488 327,400 SH SOLE 0 327,400 CIENA CORP CONV 171779AA9 2,251 2,660,000 SH SOLE 0 2,660,000 CIENA CORP COM 171779101 2,414 411,900 SH SOLE 0 411,900 CIGNA CORP COM 125509109 6,404 143,419 SH SOLE 0 143,419 CIMA LABS INC COM 171796105 1,548 55,400 SH SOLE 0 55,400 CIMAREX ENERGY COM 171798101 3,786 193,147 SH SOLE 0 193,147 CINCINNATI BEL COM 171871106 2,637 518,100 SH SOLE 0 518,100 CINCINNATI FIN COM 172062101 6,105 152,614 SH SOLE 0 152,614 CINERGY CORP COM 172474108 6,124 166,859 SH SOLE 0 166,859 CINTAS CORP COM 172908105 5,224 141,140 SH SOLE 0 141,140 CIPHERGEN BIOS COM 17252Y104 142 11,500 SH SOLE 0 11,500 CIRCUIT CITY S COM 172737108 1,903 199,732 SH SOLE 0 199,732 CISCO SYS INC COM 17275R102 168,625 8,607,712 SH SOLE 0 8,607,712 CIT GROUP INC COM 125581108 325 11,300 SH SOLE 0 11,300 CITADEL BROADC COM 17285T106 603 30,500 SH SOLE 0 30,500 CITIGROUP INC COM 172967101 273,481 6,009,251 SH SOLE 0 6,009,251 CITIZENS COMMU COM 17453B101 2,978 265,640 SH SOLE 0 265,640 CITRIX SYS INC COM 177376100 3,971 179,440 SH SOLE 0 179,440 CITY HLDG CO COM 177835105 995 30,000 SH SOLE 0 30,000 CITY NATL CORP COM 178566105 5,858 114,950 SH SOLE 0 114,950 CKE RESTAURANT CONV 12561EAB1 1,281 1,300,000 SH SOLE 0 1,300,000 CLAIRES STORES COM 179584107 4,351 130,050 SH SOLE 0 130,050 CLARCOR INC COM 179895107 4,604 118,050 SH SOLE 0 118,050 CLARK INC COM 181457102 582 43,600 SH SOLE 0 43,600 CLEAR CHANNEL COM 184502102 51,556 1,346,108 SH SOLE 0 1,346,108 CLECO CORP NEW COM 12561W105 4,072 249,200 SH SOLE 0 249,200 CLEVELAND CLIF COM 185896107 2,509 98,000 SH SOLE 0 98,000 CLOROX CO DEL COM 189054109 8,367 182,414 SH SOLE 0 182,414 CMS ENERGY COR COM 125896100 945 128,267 SH SOLE 0 128,267 CNET INC CONV 125945AC9 884 960,000 SH SOLE 0 960,000 CNET NETWORKS COM 12613R104 1,944 276,200 SH SOLE 0 276,200 CNF INC COM 12612W104 3,375 105,300 SH SOLE 0 105,300 CNH GLOBAL N V COM N20935206 378 29,500 SH SOLE 0 29,500 CNOOC LTD S ADR 126132109 3,196 93,000 SH SOLE 0 93,000 COACH INC COM 189754104 12,405 227,200 SH SOLE 0 227,200 COACHMEN INDS COM 189873102 7,025 599,900 SH SOLE 0 599,900 COCA COLA CO COM 191216100 87,831 2,044,489 SH SOLE 0 2,044,489 COCA COLA ENTE COM 191219104 8,118 425,920 SH SOLE 0 425,920 COCA-COLA FEMS S ADR 191241108 8,714 411,025 SH SOLE 0 411,025 COGNEX CORP COM 192422103 4,904 186,600 SH SOLE 0 186,600 COGNIZANT TECH CL A 192446102 5,756 157,870 SH SOLE 0 157,870 COGNOS INC COM 19244C109 1,235 39,820 SH SOLE 0 39,820 COHERENT INC COM 192479103 2,808 114,000 SH SOLE 0 114,000 COHU INC COM 192576106 2,566 131,200 SH SOLE 0 131,200 COINSTAR INC COM 19259P300 1,106 82,200 SH SOLE 0 82,200 COLDWATER CREE COM 193068103 791 81,280 SH SOLE 0 81,280 COLGATE PALMOL COM 194162103 25,570 457,498 SH SOLE 0 457,498 COLONIAL BANCG COM 195493309 3,811 263,900 SH SOLE 0 263,900 COLONIAL PPTYS COM 195872106 3,578 99,300 SH SOLE 0 99,300 COLUMBIA BANCO COM 197227101 373 13,900 SH SOLE 0 13,900 COLUMBIA LABS COM 197779101 2,336 193,400 SH SOLE 0 193,400 COLUMBIA SPORT COM 198516106 1,002 19,000 SH SOLE 0 19,000 COMCAST CORP N CL A 20030N101 92,007 2,985,294 SH SOLE 0 2,985,294 COMCAST CORP N CL A 20030N200 20,152 679,900 SH SOLE 0 679,900 COMERICA INC COM 200340107 34,721 745,089 SH SOLE 0 745,089 COMMERCE BANCO COM 200519106 10,339 215,800 SH SOLE 0 215,800 COMMERCIAL CAP COM 20162L105 3,203 204,900 SH SOLE 0 204,900 COMMERCIAL FED COM 201647104 4,101 168,400 SH SOLE 0 168,400 COMMERCIAL MET COM 201723103 1,964 106,900 SH SOLE 0 106,900 COMMERCIAL NET COM 202218103 613 36,000 SH SOLE 0 36,000 COMMONWEALTH I COM 203004106 293 61,500 SH SOLE 0 61,500 COMMONWEALTH T COM 203349105 3,647 90,900 SH SOLE 0 90,900 COMMSCOPE INC COM 203372107 1,516 125,700 SH SOLE 0 125,700 COMMUNITY BK S COM 203607106 228 5,200 SH SOLE 0 5,200 COMMUNITY BKS COM 203628102 305 9,200 SH SOLE 0 9,200 COMMUNITY FIRS COM 203902101 7,327 275,250 SH SOLE 0 275,250 COMMUNITY HEAL COM 203668108 5,394 248,550 SH SOLE 0 248,550 COMPANHIA BRAS S ADR 20440T201 3,869 204,900 SH SOLE 0 204,900 COMPANHIA DE B S ADR 20441W203 8,431 389,436 SH SOLE 0 389,436 COMPANHIA VALE S ADR 204412100 23,332 632,296 SH SOLE 0 632,296 COMPANHIA VALE S ADR 204412209 2,072 50,759 SH SOLE 0 50,759 COMPANIA ANONI S ADR 204421101 309 22,340 SH SOLE 0 22,340 COMPASS BANCSH COM 20449H109 9,903 285,400 SH SOLE 0 285,400 COMPUDYNE CORP COM 204795306 695 87,400 SH SOLE 0 87,400 COMPUTER ASSOC COM 204912109 15,203 582,263 SH SOLE 0 582,263 COMPUTER SCIEN COM 205363104 6,617 176,122 SH SOLE 0 176,122 COMPUWARE CORP COM 205638109 3,596 670,880 SH SOLE 0 670,880 COMSTOCK RES I COM 205768203 287 21,500 SH SOLE 0 21,500 COMVERSE TECHN COM 205862402 2,673 178,560 SH SOLE 0 178,560 CONAGRA FOODS COM 205887102 11,257 529,976 SH SOLE 0 529,976 CONCERTO SOFTW COM 20602T106 372 42,600 SH SOLE 0 42,600 CONCORD CAMERA COM 206156101 2,946 276,630 SH SOLE 0 276,630 CONCORD COMMUN COM 206186108 888 68,100 SH SOLE 0 68,100 CONCORD EFS IN COM 206197105 5,606 410,060 SH SOLE 0 410,060 CONEXANT SYSTE COM 207142100 296 52,300 SH SOLE 0 52,300 CONMED CORP COM 207410101 3,356 162,600 SH SOLE 0 162,600 CONNETICS CORP COM 208192104 2,798 155,000 SH SOLE 0 155,000 CONOCOPHILLIPS COM 20825C104 35,370 646,030 SH SOLE 0 646,030 CONSOLIDATED E COM 209115104 8,728 214,121 SH SOLE 0 214,121 CONSOLIDATED G COM 209341106 1,302 51,200 SH SOLE 0 51,200 CONSTELLATION CL A 21036P108 7,342 240,800 SH SOLE 0 240,800 CONSTELLATION COM 210371100 5,538 154,770 SH SOLE 0 154,770 CONVERGYS CORP COM 212485106 4,063 221,520 SH SOLE 0 221,520 COOPER CAMERON COM 216640102 5,977 129,350 SH SOLE 0 129,350 COOPER COS INC COM 216648402 6,754 165,750 SH SOLE 0 165,750 COOPER INDS LT CL A G24182100 4,265 88,789 SH SOLE 0 88,789 COOPER TIRE & COM 216831107 1,006 63,370 SH SOLE 0 63,370 COORS ADOLPH C CL B 217016104 1,830 34,039 SH SOLE 0 34,039 COPART INC COM 217204106 2,069 190,500 SH SOLE 0 190,500 CORE LABORATOR COM N22717107 4,548 323,700 SH SOLE 0 323,700 CORINTHIAN COL COM 218868107 6,436 112,700 SH SOLE 0 112,700 CORN PRODS INT COM 219023108 4,972 156,100 SH SOLE 0 156,100 CORNING INC COM 219350105 12,039 1,278,006 SH SOLE 0 1,278,006 CORPORATE EXEC COM 21988R102 1,172 24,900 SH SOLE 0 24,900 CORRECTIONAL P COM 22025E104 474 19,000 SH SOLE 0 19,000 CORRECTIONS CO COM 22025Y407 708 28,700 SH SOLE 0 28,700 COST PLUS INC COM 221485105 4,969 134,300 SH SOLE 0 134,300 COSTCO WHSL CO COM 22160K105 13,833 444,084 SH SOLE 0 444,084 COUNTRYWIDE FI COM 222372104 11,726 149,799 SH SOLE 0 149,799 COVANCE INC COM 222816100 5,550 248,008 SH SOLE 0 248,008 COVENTRY HEALT COM 222862104 8,831 167,450 SH SOLE 0 167,450 COX RADIO INC CL A 224051102 921 42,100 SH SOLE 0 42,100 CPI CORP COM 125902106 572 31,100 SH SOLE 0 31,100 CRANE CO COM 224399105 1,276 54,503 SH SOLE 0 54,503 CRAY INC COM 225223106 754 68,900 SH SOLE 0 68,900 CREDENCE SYS C COM 225302108 3,510 305,200 SH SOLE 0 305,200 CREE INC COM 225447101 3,367 181,800 SH SOLE 0 181,800 CROMPTON CORP COM 227116100 1,371 236,001 SH SOLE 0 236,001 CROSS A T CO CL A 227478104 346 57,600 SH SOLE 0 57,600 CROSS CTRY HEA COM 227483104 1,723 123,100 SH SOLE 0 123,100 CROWN CASTLE I COM 228227104 3,393 360,610 SH SOLE 0 360,610 CROWN HOLDINGS COM 228368106 730 108,200 SH SOLE 0 108,200 CRYOLIFE INC COM 228903100 465 75,550 SH SOLE 0 75,550 CSG SYS INTL I COM 126349109 1,644 111,000 SH SOLE 0 111,000 CSX CORP COM 126408103 31,171 1,065,684 SH SOLE 0 1,065,684 CTS CORP COM 126501105 1,627 132,200 SH SOLE 0 132,200 CUBIC CORP COM 229669106 2,934 116,800 SH SOLE 0 116,800 CUBIST PHARMAC COM 229678107 543 50,000 SH SOLE 0 50,000 CULLEN FROST B COM 229899109 4,907 131,800 SH SOLE 0 131,800 CUMMINS INC COM 231021106 2,668 60,053 SH SOLE 0 60,053 CUMULUS MEDIA CL A 231082108 3,488 203,040 SH SOLE 0 203,040 CUNO INC COM 126583103 3,108 79,300 SH SOLE 0 79,300 CURATIVE HEALT COM 23126W100 3,830 215,300 SH SOLE 0 215,300 CURTISS WRIGHT COM 231561101 2,789 39,500 SH SOLE 0 39,500 CV THERAPEUTIC COM 126667104 2,748 124,780 SH SOLE 0 124,780 CVB FINL CORP COM 126600105 958 50,375 SH SOLE 0 50,375 CVS CORP COM 126650100 12,406 399,414 SH SOLE 0 399,414 CYMER INC COM 232572107 8,570 208,210 SH SOLE 0 208,210 CYPRESS SEMICO COM 232806109 6,333 358,230 SH SOLE 0 358,230 CYTEC INDS INC COM 232820100 3,840 105,200 SH SOLE 0 105,200 CYTYC CORP COM 232946103 8,281 551,700 SH SOLE 0 551,700 D R HORTON INC COM 23331A109 12,511 382,600 SH SOLE 0 382,600 DAKTRONICS INC COM 234264109 1,632 102,000 SH SOLE 0 102,000 DANA CORP COM 235811106 2,052 133,020 SH SOLE 0 133,020 DANAHER CORP D COM 235851102 11,628 157,433 SH SOLE 0 157,433 DARDEN RESTAUR COM 237194105 3,529 185,763 SH SOLE 0 185,763 DATASCOPE CORP COM 238113104 1,743 56,700 SH SOLE 0 56,700 DEAN FOODS CO COM 242370104 10,193 328,482 SH SOLE 0 328,482 DEERE & CO COM 244199105 12,640 237,100 SH SOLE 0 237,100 DEL MONTE FOOD COM 24522P103 2,111 242,400 SH SOLE 0 242,400 DELL INC COM 24702R101 99,354 2,972,876 SH SOLE 0 2,972,876 DELPHI CORP COM 247126105 4,836 534,351 SH SOLE 0 534,351 DELPHI FINL GR CL A 247131105 3,655 78,576 SH SOLE 0 78,576 DELTA & PINE L COM 247357106 4,479 194,666 SH SOLE 0 194,666 DELTA AIR LINE COM 247361108 1,556 116,990 SH SOLE 0 116,990 DELTIC TIMBER COM 247850100 1,322 45,700 SH SOLE 0 45,700 DELUXE CORP COM 248019101 3,204 79,830 SH SOLE 0 79,830 DENBURY RES IN COM 247916208 591 47,800 SH SOLE 0 47,800 DENDREON CORP COM 24823Q107 728 82,300 SH SOLE 0 82,300 DENDRITE INTL COM 248239105 2,967 195,450 SH SOLE 0 195,450 DENTSPLY INTL COM 249030107 7,513 167,550 SH SOLE 0 167,550 DEPARTMENT 56 COM 249509100 638 50,200 SH SOLE 0 50,200 DEPOMED INC COM 249908104 876 137,950 SH SOLE 0 137,950 DEVON ENERGY C COM 25179M103 10,501 217,900 SH SOLE 0 217,900 DEVRY INC DEL COM 251893103 4,114 173,900 SH SOLE 0 173,900 DIAGNOSTIC PRO COM 252450101 6,180 170,100 SH SOLE 0 170,100 DIAL CORP NEW COM 25247D101 5,729 265,950 SH SOLE 0 265,950 DIAMONDCLUSTER CL A 25278P106 339 49,600 SH SOLE 0 49,600 DICKS SPORTING COM 253393102 1,370 36,700 SH SOLE 0 36,700 DIEBOLD INC COM 253651103 8,502 167,850 SH SOLE 0 167,850 DIGENE CORP COM 253752109 1,847 45,200 SH SOLE 0 45,200 DIGI INTL INC COM 253798102 512 77,400 SH SOLE 0 77,400 DIGITAL RIV IN COM 25388B104 917 33,500 SH SOLE 0 33,500 DIGITAL THEATE COM 25389G102 772 27,120 SH SOLE 0 27,120 DIGITAS INC COM 25388K104 1,051 144,700 SH SOLE 0 144,700 DILLARDS INC CL A 254067101 1,114 79,700 SH SOLE 0 79,700 DIME CMNTY BAN COM 253922108 3,463 150,560 SH SOLE 0 150,560 DIMON INC COM 254394109 1,181 171,200 SH SOLE 0 171,200 DIONEX CORP COM 254546104 3,149 80,000 SH SOLE 0 80,000 DIRECT GEN COR COM 25456W204 369 14,700 SH SOLE 0 14,700 DISNEY WALT CO COM 254687106 63,792 3,162,731 SH SOLE 0 3,162,731 DITECH COMMUNI COM 25500M103 2,828 322,885 SH SOLE 0 322,885 DIVERSA CORP COM 255064107 2,581 332,970 SH SOLE 0 332,970 DOBSON COMMUNI CL A 256069105 790 97,300 SH SOLE 0 97,300 DOCUMENTUM INC COM 256159104 2,508 117,450 SH SOLE 0 117,450 DOLLAR GEN COR COM 256669102 5,879 293,951 SH SOLE 0 293,951 DOLLAR THRIFTY COM 256743105 822 36,200 SH SOLE 0 36,200 DOLLAR TREE ST COM 256747106 8,143 242,700 SH SOLE 0 242,700 DOMINION RES I COM 25746U109 19,083 308,283 SH SOLE 0 308,283 DONALDSON INC COM 257651109 5,994 111,200 SH SOLE 0 111,200 DONNELLEY R R COM 257867101 2,740 110,172 SH SOLE 0 110,172 DORAL FINL COR COM 25811P100 465 9,900 SH SOLE 0 9,900 DOT HILL SYS C COM 25848T109 1,965 142,700 SH SOLE 0 142,700 DOVER CORP COM 260003108 6,785 191,834 SH SOLE 0 191,834 DOW CHEM CO COM 260543103 26,301 808,277 SH SOLE 0 808,277 DOW JONES & CO COM 260561105 3,332 70,363 SH SOLE 0 70,363 DOWNEY FINL CO COM 261018105 4,992 106,824 SH SOLE 0 106,824 DPL INC COM 233293109 4,603 268,424 SH SOLE 0 268,424 DRESS BARN INC COM 261570105 1,529 111,600 SH SOLE 0 111,600 DREXLER TECHNO COM 261876106 1,479 105,500 SH SOLE 0 105,500 DRIL-QUIP INC COM 262037104 1,122 66,400 SH SOLE 0 66,400 DRS TECHNOLOGI COM 23330X100 2,078 86,100 SH SOLE 0 86,100 DSP GROUP INC COM 23332B106 4,132 165,800 SH SOLE 0 165,800 DST SYS INC DE COM 233326107 10,231 272,100 SH SOLE 0 272,100 DTE ENERGY CO COM 233331107 5,836 158,209 SH SOLE 0 158,209 DU PONT E I DE COM 263534109 58,185 1,454,250 SH SOLE 0 1,454,250 DUANE READE IN COM 263578106 1,845 115,700 SH SOLE 0 115,700 DUKE ENERGY CO COM 264399106 15,754 884,556 SH SOLE 0 884,556 DUN & BRADSTRE COM 26483E100 6,505 156,600 SH SOLE 0 156,600 DUPONT PHOTOMA COM 26613X101 1,569 69,100 SH SOLE 0 69,100 DYCOM INDS INC COM 267475101 11,043 541,600 SH SOLE 0 541,600 DYNEGY INC NEW CL A 26816Q101 1,246 346,060 SH SOLE 0 346,060 E M C CORP MAS COM 268648102 28,420 2,250,230 SH SOLE 0 2,250,230 E TRADE GROUP COM 269246104 7,119 768,798 SH SOLE 0 768,798 EARTHLINK INC COM 270321102 2,397 291,200 SH SOLE 0 291,200 EAST WEST BANC COM 27579R104 7,173 167,800 SH SOLE 0 167,800 EASTMAN CHEM C COM 277432100 3,488 104,126 SH SOLE 0 104,126 EASTMAN KODAK COM 277461109 5,755 274,823 SH SOLE 0 274,823 EATON CORP COM 278058102 6,263 70,672 SH SOLE 0 70,672 EATON VANCE CO COM 278265103 4,912 146,700 SH SOLE 0 146,700 EBAY INC COM 278642103 42,133 785,480 SH SOLE 0 785,480 ECHELON CORP COM 27874N105 455 38,200 SH SOLE 0 38,200 ECHOSTAR COMMU CL A 278762109 322 8,400 SH SOLE 0 8,400 ECI TELECOM LT COM 268258100 703 174,000 SH SOLE 0 174,000 ECOLAB INC COM 278865100 5,424 214,804 SH SOLE 0 214,804 EDGE PETE CORP COM 279862106 671 102,000 SH SOLE 0 102,000 EDISON INTL COM 281020107 5,911 309,499 SH SOLE 0 309,499 EDO CORP COM 281347104 1,527 75,400 SH SOLE 0 75,400 EDUCATION MGMT COM 28139T101 10,719 185,388 SH SOLE 0 185,388 EDWARDS AG INC COM 281760108 6,480 168,700 SH SOLE 0 168,700 EDWARDS LIFESC COM 28176E108 4,438 163,900 SH SOLE 0 163,900 EFUNDS CORP COM 28224R101 2,215 179,100 SH SOLE 0 179,100 EGL INC COM 268484102 2,397 131,800 SH SOLE 0 131,800 EL PASO CORP COM 28336L109 4,221 578,287 SH SOLE 0 578,287 EL PASO ELEC C COM 283677854 2,129 184,300 SH SOLE 0 184,300 ELAN PLC ADR 284131208 130 24,500 SH SOLE 0 24,500 ELECTRO SCIENT COM 285229100 2,242 106,500 SH SOLE 0 106,500 ELECTRONIC ART COM 285512109 17,824 193,360 SH SOLE 0 193,360 ELECTRONIC DAT COM 285661104 9,157 453,320 SH SOLE 0 453,320 ELECTRONICS BO COM 286045109 3,287 115,050 SH SOLE 0 115,050 ELKCORP COM 287456107 1,761 74,750 SH SOLE 0 74,750 EMBRAER-EMPRES S ADR 29081M102 8,863 420,057 SH SOLE 0 420,057 EMBREX INC COM 290817105 1,587 160,000 SH SOLE 0 160,000 EMCOR GROUP IN COM 29084Q100 3,719 87,400 SH SOLE 0 87,400 EMERSON ELEC C COM 291011104 18,945 359,820 SH SOLE 0 359,820 EMMIS COMMUNIC CL A 291525103 4,809 237,600 SH SOLE 0 237,600 ENCYSIVE PHARM COM 29256X107 369 60,500 SH SOLE 0 60,500 ENERGEN CORP COM 29265N108 5,713 157,900 SH SOLE 0 157,900 ENERGIZER HLDG COM 29266R108 7,648 208,000 SH SOLE 0 208,000 ENERGY EAST CO COM 29266M109 6,938 309,336 SH SOLE 0 309,336 ENERGY PARTNER COM 29270U105 2,053 184,600 SH SOLE 0 184,600 ENESCO GROUP I COM 292973104 429 53,600 SH SOLE 0 53,600 ENGELHARD CORP COM 292845104 3,706 133,926 SH SOLE 0 133,926 ENGINEERED SUP COM 292866100 4,456 73,600 SH SOLE 0 73,600 ENSCO INTL INC COM 26874Q100 25,372 946,000 SH SOLE 0 946,000 ENTERASYS NETW COM 293637104 3,419 854,700 SH SOLE 0 854,700 ENTERCOM COMMU CL A 293639100 6,441 143,700 SH SOLE 0 143,700 ENTERGY CORP N COM 29364G103 11,719 216,414 SH SOLE 0 216,414 ENTRUST INC COM 293848107 560 114,000 SH SOLE 0 114,000 ENVIRONMENTAL COM 294092101 1,564 237,000 SH SOLE 0 237,000 ENZO BIOCHEM I COM 294100102 2,231 114,347 SH SOLE 0 114,347 EOG RES INC COM 26875P101 4,656 111,540 SH SOLE 0 111,540 EON LABS INC COM 29412E100 847 22,080 SH SOLE 0 22,080 EPIQ SYS INC COM 26882D109 1,154 67,900 SH SOLE 0 67,900 EPIX MEDICAL I COM 26881Q101 872 50,900 SH SOLE 0 50,900 EQUIFAX INC COM 294429105 2,661 119,472 SH SOLE 0 119,472 EQUITABLE RES COM 294549100 5,429 132,100 SH SOLE 0 132,100 EQUITY OFFICE COM 294741103 18,043 655,389 SH SOLE 0 655,389 EQUITY RESIDEN COM 29476L107 13,805 471,472 SH SOLE 0 471,472 ERESEARCHTECHN COM 29481V108 1,121 32,320 SH SOLE 0 32,320 ERICSSON L M T ADR 294821608 456 31,000 SH SOLE 0 31,000 ESCO TECHNOLOG COM 296315104 5,061 111,790 SH SOLE 0 111,790 ESS TECHNOLOGY COM 269151106 1,594 147,900 SH SOLE 0 147,900 ESSEX PPTY TR COM 297178105 11,222 178,950 SH SOLE 0 178,950 ESTERLINE TECH COM 297425100 1,543 80,000 SH SOLE 0 80,000 ETHAN ALLEN IN COM 297602104 5,112 142,000 SH SOLE 0 142,000 EVEREST RE GRO COM G3223R108 8,944 119,000 SH SOLE 0 119,000 EVERGREEN RES COM 299900308 6,288 232,900 SH SOLE 0 232,900 EXACT SCIENCES COM 30063P105 1,634 121,000 SH SOLE 0 121,000 EXAR CORP COM 300645108 2,847 202,800 SH SOLE 0 202,800 EXELIXIS INC COM 30161Q104 1,987 278,342 SH SOLE 0 278,342 EXELON CORP COM 30161N101 19,707 310,348 SH SOLE 0 310,348 EXPEDITORS INT COM 302130109 7,640 222,100 SH SOLE 0 222,100 EXPRESS SCRIPT COM 302182100 5,206 85,190 SH SOLE 0 85,190 EXTENDED STAY COM 30224P101 3,007 201,400 SH SOLE 0 201,400 EXULT INC DEL COM 302284104 526 65,400 SH SOLE 0 65,400 EXXON MOBIL CO COM 30231G102 232,598 6,355,142 SH SOLE 0 6,355,142 F M C CORP COM 302491303 2,628 104,300 SH SOLE 0 104,300 F5 NETWORKS IN COM 315616102 800 41,600 SH SOLE 0 41,600 FACTSET RESH S COM 303075105 5,686 128,200 SH SOLE 0 128,200 FAIR ISAAC COR COM 303250104 6,032 102,300 SH SOLE 0 102,300 FAIRCHILD SEMI COM 303726103 6,441 388,500 SH SOLE 0 388,500 FAIRMONT HOTEL COM 305204109 42,251 1,640,800 SH SOLE 0 1,640,800 FAMILY DLR STO COM 307000109 5,681 142,420 SH SOLE 0 142,420 FASTENAL CO COM 311900104 6,081 161,000 SH SOLE 0 161,000 FEDDERS CORP COM 313135501 657 113,360 SH SOLE 0 113,360 FEDERAL HOME L COM 313400301 34,556 660,096 SH SOLE 0 660,096 FEDERAL NATL M COM 313586109 64,263 915,434 SH SOLE 0 915,434 FEDERAL REALTY COM 313747206 8,647 234,600 SH SOLE 0 234,600 FEDERAL SIGNAL COM 313855108 2,259 151,600 SH SOLE 0 151,600 FEDERATED DEPT COM 31410H101 7,466 178,186 SH SOLE 0 178,186 FEDERATED INVS CL B 314211103 2,526 91,200 SH SOLE 0 91,200 FEDEX CORP COM 31428X106 19,133 296,962 SH SOLE 0 296,962 FEI CO COM 30241L109 5,623 240,900 SH SOLE 0 240,900 FELCOR LODGING COM 31430F101 636 61,400 SH SOLE 0 61,400 FERRO CORP COM 315405100 2,901 135,800 SH SOLE 0 135,800 FIDELITY NATL COM 316326107 10,029 333,625 SH SOLE 0 333,625 FIFTH THIRD BA COM 316773100 26,230 472,265 SH SOLE 0 472,265 FILENET CORP COM 316869106 3,412 170,000 SH SOLE 0 170,000 FINANCIAL FED COM 317492106 2,169 71,100 SH SOLE 0 71,100 FINISH LINE IN CL A 317923100 934 35,500 SH SOLE 0 35,500 FIRST AMERN CO COM 318522307 5,000 200,800 SH SOLE 0 200,800 FIRST BANCORP COM 318672102 5,700 185,350 SH SOLE 0 185,350 FIRST CMNTY BA COM 31983B101 4,097 122,300 SH SOLE 0 122,300 FIRST CTZNS BA CL A 31946M103 1,903 18,000 SH SOLE 0 18,000 FIRST DATA COR COM 319963104 24,519 613,586 SH SOLE 0 613,586 FIRST HEALTH G COM 320960107 5,877 223,800 SH SOLE 0 223,800 FIRST MIDWEST COM 320867104 6,038 203,225 SH SOLE 0 203,225 FIRST NIAGARA COM 33582V108 6,505 431,076 SH SOLE 0 431,076 FIRST REP BK S COM 336158100 1,714 55,600 SH SOLE 0 55,600 FIRST TENN NAT COM 337162101 6,757 159,140 SH SOLE 0 159,140 FIRSTENERGY CO COM 337932107 9,952 311,967 SH SOLE 0 311,967 FIRSTFED FINL COM 337907109 5,412 137,000 SH SOLE 0 137,000 FIRSTMERIT COR COM 337915102 4,436 179,300 SH SOLE 0 179,300 FISERV INC COM 337738108 8,264 227,720 SH SOLE 0 227,720 FISHER SCIENTI COM 338032204 3,086 77,750 SH SOLE 0 77,750 FLAGSTAR BANCO COM 337930101 5,279 230,000 SH SOLE 0 230,000 FLAMEL TECHNOL S ADR 338488109 2,383 70,700 SH SOLE 0 70,700 FLEETBOSTON FI COM 339030108 31,433 1,042,540 SH SOLE 0 1,042,540 FLEETWOOD ENTE COM 339099103 13,172 1,420,963 SH SOLE 0 1,420,963 FLEXTRONICS IN COM Y2573F102 1,529 107,520 SH SOLE 0 107,520 FLIR SYS INC COM 302445101 9,582 376,950 SH SOLE 0 376,950 FLORIDA ROCK I COM 341140101 13,151 265,150 SH SOLE 0 265,150 FLOWERS FOODS COM 343498101 3,941 172,850 SH SOLE 0 172,850 FLOWSERVE CORP COM 34354P105 2,380 117,248 SH SOLE 0 117,248 FLUOR CORP NEW COM 343412102 2,836 75,975 SH SOLE 0 75,975 FMC TECHNOLOGI COM 30249U101 3,616 168,835 SH SOLE 0 168,835 FNB CORP PA COM 302520101 1,268 36,750 SH SOLE 0 36,750 FOMENTO ECONOM S ADR 344419106 7,958 208,602 SH SOLE 0 208,602 FOOTSTAR INC COM 344912100 521 77,100 SH SOLE 0 77,100 FORD MTR CO DE COM 345370860 18,792 1,744,843 SH SOLE 0 1,744,843 FOREST CITY EN CL A 345550107 796 18,200 SH SOLE 0 18,200 FOREST LABS IN COM 345838106 29,664 576,560 SH SOLE 0 576,560 FOREST OIL COR COM 346091705 3,169 132,300 SH SOLE 0 132,300 FORMFACTOR INC COM 346375108 2,239 103,700 SH SOLE 0 103,700 FORRESTER RESH COM 346563109 513 35,900 SH SOLE 0 35,900 FORTUNE BRANDS COM 349631101 7,808 137,593 SH SOLE 0 137,593 FORWARD AIR CO COM 349853101 2,262 81,600 SH SOLE 0 81,600 FOSSIL INC COM 349882100 7,194 296,045 SH SOLE 0 296,045 FOSTER WHEELER COM G36535105 28 24,200 SH SOLE 0 24,200 FOUNDRY NETWOR COM 35063R100 3,943 183,400 SH SOLE 0 183,400 FOX ENTMT GROU CL A 35138T107 2,007 71,700 SH SOLE 0 71,700 FPL GROUP INC COM 302571104 11,022 174,394 SH SOLE 0 174,394 FRANKLIN RES I COM 354613101 11,491 259,908 SH SOLE 0 259,908 FREDS INC CL A 356108100 8,243 250,100 SH SOLE 0 250,100 FREEPORT-MCMOR CL B 35671D857 4,926 148,827 SH SOLE 0 148,827 FREMONT GEN CO COM 357288109 3,686 290,000 SH SOLE 0 290,000 FRESENIUS MED S ADR 358029106 6,573 341,464 SH SOLE 0 341,464 FRIEDMAN BILLI CL A 358434108 3,171 183,835 SH SOLE 0 183,835 FRONTIER AIRLI COM 359065109 2,635 160,300 SH SOLE 0 160,300 FRONTIER OIL C COM 35914P105 1,614 109,800 SH SOLE 0 109,800 FUEL-TECH N V COM 359523107 214 39,995 SH SOLE 0 39,995 FULLER H B CO COM 359694106 3,420 140,900 SH SOLE 0 140,900 FURNITURE BRAN COM 360921100 3,938 163,400 SH SOLE 0 163,400 G & K SVCS INC CL A 361268105 2,768 79,300 SH SOLE 0 79,300 GABLES RESIDEN COM 362418105 3,407 105,400 SH SOLE 0 105,400 GALLAGHER ARTH COM 363576109 5,435 192,200 SH SOLE 0 192,200 GANNETT INC COM 364730101 36,097 465,410 SH SOLE 0 465,410 GAP INC DEL COM 364760108 12,814 748,487 SH SOLE 0 748,487 GARDNER DENVER COM 365558105 2,368 112,700 SH SOLE 0 112,700 GARTNER INC COM 366651107 3,645 330,800 SH SOLE 0 330,800 GARTNER INC CL B 366651206 2,176 199,838 SH SOLE 0 199,838 GATEWAY INC COM 367626108 1,763 311,486 SH SOLE 0 311,486 GATX CORP COM 361448103 2,525 119,400 SH SOLE 0 119,400 GBC BANCORP CA COM 361475106 1,697 44,400 SH SOLE 0 44,400 GENCORP INC COM 368682100 1,498 167,400 SH SOLE 0 167,400 GENENCOR INTL COM 368709101 876 56,200 SH SOLE 0 56,200 GENENTECH INC COM 368710406 2,941 36,700 SH SOLE 0 36,700 GENERAL COMMUN CL A 369385109 2,792 335,600 SH SOLE 0 335,600 GENERAL DYNAMI COM 369550108 16,330 209,199 SH SOLE 0 209,199 GENERAL ELEC C COM 369604103 314,24510,541,591 SH SOLE 0 10,541,591 GENERAL GROWTH COM 370021107 4,553 63,500 SH SOLE 0 63,500 GENERAL MLS IN COM 370334104 14,702 312,348 SH SOLE 0 312,348 GENERAL MTRS C COM 370442105 21,822 533,165 SH SOLE 0 533,165 GENERAL MTRS C CL H 370442832 1,886 131,800 SH SOLE 0 131,800 GENESCO INC COM 371532102 2,565 159,700 SH SOLE 0 159,700 GENESEE & WYO CL A 371559105 1,038 43,800 SH SOLE 0 43,800 GEN-PROBE INC COM 36866T103 4,502 83,100 SH SOLE 0 83,100 GENTEX CORP COM 371901109 8,223 236,100 SH SOLE 0 236,100 GENTIVA HEALTH COM 37247A102 773 67,200 SH SOLE 0 67,200 GENUINE PARTS COM 372460105 5,239 163,836 SH SOLE 0 163,836 GENZYME CORP COM 372917104 8,982 193,960 SH SOLE 0 193,960 GEORGIA GULF C COM 373200203 2,898 124,100 SH SOLE 0 124,100 GEORGIA PAC CO COM 373298108 5,737 236,687 SH SOLE 0 236,687 GILEAD SCIENCE COM 375558103 25,801 460,400 SH SOLE 0 460,400 GILLETTE CO COM 375766102 27,397 856,700 SH SOLE 0 856,700 GLAMIS GOLD LT COM 376775102 622 47,100 SH SOLE 0 47,100 GLATFELTER COM 377316104 2,196 186,400 SH SOLE 0 186,400 GLENBOROUGH RL COM 37803P105 2,007 106,400 SH SOLE 0 106,400 GLOBAL IMAGING COM 37934A100 5,328 216,500 SH SOLE 0 216,500 GLOBAL PMTS IN COM 37940X102 5,122 142,280 SH SOLE 0 142,280 GLOBAL POWER E COM 37941P108 610 115,800 SH SOLE 0 115,800 GLOBALSANTAFE COM G3930E101 477 19,900 SH SOLE 0 19,900 GLOBESPANVIRAT COM 37957V106 1,934 267,900 SH SOLE 0 267,900 GOLD FIELDS LT S ADR 38059T106 166 11,700 SH SOLE 0 11,700 GOLDEN WEST FI COM 381317106 13,058 145,880 SH SOLE 0 145,880 GOLDMAN SACHS COM 38141G104 37,914 451,900 SH SOLE 0 451,900 GOODRICH CORP COM 382388106 2,701 111,421 SH SOLE 0 111,421 GOODYEAR TIRE COM 382550101 1,042 158,667 SH SOLE 0 158,667 GOODYS FAMILY COM 382588101 1,229 124,600 SH SOLE 0 124,600 GRACO INC COM 384109104 9,296 247,560 SH SOLE 0 247,560 GRAFTECH INTL COM 384313102 1,178 147,300 SH SOLE 0 147,300 GRAINGER W W I COM 384802104 4,118 86,594 SH SOLE 0 86,594 GRANITE CONSTR COM 387328107 2,780 148,800 SH SOLE 0 148,800 GRANT PRIDECO COM 38821G101 2,625 257,630 SH SOLE 0 257,630 GRAY TELEVISIO COM 389375106 1,266 108,400 SH SOLE 0 108,400 GREAT ATLANTIC COM 390064103 1,195 147,400 SH SOLE 0 147,400 GREAT LAKES CH COM 390568103 1,244 61,870 SH SOLE 0 61,870 GREAT PLAINS E COM 391164100 5,091 167,900 SH SOLE 0 167,900 GREATER BAY BA COM 391648102 2,303 110,600 SH SOLE 0 110,600 GREEN MOUNTAIN COM 393154109 431 19,100 SH SOLE 0 19,100 GREENPOINT FIN COM 395384100 10,461 350,350 SH SOLE 0 350,350 GREY WOLF INC COM 397888108 445 127,760 SH SOLE 0 127,760 GRIFFON CORP COM 398433102 2,031 113,090 SH SOLE 0 113,090 GROUP 1 AUTOMO COM 398905109 2,988 86,500 SH SOLE 0 86,500 GROUP 1 SOFTWA COM 39943Y103 2,877 160,002 SH SOLE 0 160,002 GRUPO AEROPORT S ADR 40051E202 928 63,100 SH SOLE 0 63,100 GRUPO TELEVISA S ADR 40049J206 4,468 122,100 SH SOLE 0 122,100 GTECH HLDGS CO COM 400518106 6,569 153,300 SH SOLE 0 153,300 GUIDANT CORP COM 401698105 12,653 270,072 SH SOLE 0 270,072 GUILFORD PHARM COM 401829106 1,187 191,700 SH SOLE 0 191,700 GUITAR CTR MGM COM 402040109 5,747 178,600 SH SOLE 0 178,600 GYMBOREE CORP COM 403777105 1,587 112,600 SH SOLE 0 112,600 H & Q HEALTHCA COM 404052102 321 18,202 SH SOLE 0 18,202 HAEMONETICS CO COM 405024100 3,197 135,400 SH SOLE 0 135,400 HAGGAR CORP COM 405173105 382 24,700 SH SOLE 0 24,700 HAIN CELESTIAL COM 405217100 4,214 232,451 SH SOLE 0 232,451 HALLIBURTON CO COM 406216101 10,525 434,040 SH SOLE 0 434,040 HANCOCK FABRIC COM 409900107 2,531 160,400 SH SOLE 0 160,400 HANCOCK HLDG C COM 410120109 3,688 74,740 SH SOLE 0 74,740 HANCOCK JOHN F COM 41014S106 9,375 277,360 SH SOLE 0 277,360 HANMI FINL COR COM 410495105 515 25,900 SH SOLE 0 25,900 HANOVER COMPRE COM 410768105 2,129 215,080 SH SOLE 0 215,080 HARLAND JOHN H COM 412693103 2,835 107,100 SH SOLE 0 107,100 HARLEY DAVIDSO COM 412822108 30,477 632,300 SH SOLE 0 632,300 HARLEYSVILLE N COM 412850109 1,306 55,821 SH SOLE 0 55,821 HARMAN INTL IN COM 413086109 13,326 135,500 SH SOLE 0 135,500 HARMONIC INC COM 413160102 1,448 231,300 SH SOLE 0 231,300 HARRAHS ENTMT COM 413619107 4,446 105,585 SH SOLE 0 105,585 HARRIS CORP DE COM 413875105 7,230 202,000 SH SOLE 0 202,000 HARRIS INTERAC COM 414549105 401 56,900 SH SOLE 0 56,900 HARSCO CORP COM 415864107 3,324 86,400 SH SOLE 0 86,400 HARTE-HANKS IN COM 416196103 4,340 235,350 SH SOLE 0 235,350 HARTFORD FINL COM 416515104 14,228 270,336 SH SOLE 0 270,336 HASBRO INC COM 418056107 4,625 247,607 SH SOLE 0 247,607 HAVERTY FURNIT COM 419596101 1,534 83,900 SH SOLE 0 83,900 HAWAIIAN ELEC COM 419870100 4,109 94,400 SH SOLE 0 94,400 HAWTHORNE FINL COM 420542102 462 11,500 SH SOLE 0 11,500 HCA INC COM 404119109 43,285 1,174,310 SH SOLE 0 1,174,310 HCC INS HLDGS COM 404132102 6,542 224,950 SH SOLE 0 224,950 HDFC BANK LTD ADR 40415F101 1,438 66,900 SH SOLE 0 66,900 HEADWATERS INC COM 42210P102 1,736 107,700 SH SOLE 0 107,700 HEALTH CARE RE COM 42217K106 1,293 41,900 SH SOLE 0 41,900 HEALTH MGMT AS CL A 421933102 6,698 307,100 SH SOLE 0 307,100 HEALTH NET INC COM 42222G108 10,021 316,410 SH SOLE 0 316,410 HEALTHEXTRAS I COM 422211102 1,487 172,670 SH SOLE 0 172,670 HEARST-ARGYLE COM 422317107 941 38,900 SH SOLE 0 38,900 HEARTLAND EXPR COM 422347104 5,227 217,591 SH SOLE 0 217,591 HEIDRICK & STR COM 422819102 2,159 127,000 SH SOLE 0 127,000 HEINZ H J CO COM 423074103 10,111 294,940 SH SOLE 0 294,940 HELEN OF TROY COM G4388N106 443 18,200 SH SOLE 0 18,200 HELIX TECHNOLO COM 423319102 3,318 202,800 SH SOLE 0 202,800 HELMERICH & PA COM 423452101 2,780 106,332 SH SOLE 0 106,332 HENRY JACK & A COM 426281101 3,243 186,500 SH SOLE 0 186,500 HERCULES INC COM 427056106 975 86,076 SH SOLE 0 86,076 HERLEY INDS IN COM 427398102 1,279 73,100 SH SOLE 0 73,100 HERSHEY FOODS COM 427866108 8,009 110,201 SH SOLE 0 110,201 HEWLETT PACKAR COM 428236103 77,016 3,978,090 SH SOLE 0 3,978,090 HIBBETT SPORTI COM 428565105 3,208 133,675 SH SOLE 0 133,675 HIBERNIA CORP CL A 428656102 7,837 386,800 SH SOLE 0 386,800 HILB ROGAL & H COM 431294107 4,963 159,900 SH SOLE 0 159,900 HILLENBRAND IN COM 431573104 7,397 131,100 SH SOLE 0 131,100 HILTON HOTELS COM 432848109 10,316 635,985 SH SOLE 0 635,985 HOLLYWOOD ENTM COM 436141105 3,160 185,910 SH SOLE 0 185,910 HOLOGIC INC COM 436440101 1,028 75,600 SH SOLE 0 75,600 HOME DEPOT INC COM 437076102 64,796 2,034,398 SH SOLE 0 2,034,398 HON INDS INC COM 438092108 4,539 122,800 SH SOLE 0 122,800 HONDA MOTOR LT COM 438128308 343 17,000 SH SOLE 0 17,000 HONEYWELL INTL COM 438516106 23,884 906,419 SH SOLE 0 906,419 HOOPER HOLMES COM 439104100 1,649 247,900 SH SOLE 0 247,900 HORACE MANN ED COM 440327104 8,604 593,000 SH SOLE 0 593,000 HORMEL FOODS C COM 440452100 6,745 293,500 SH SOLE 0 293,500 HOSPITALITY PP COM 44106M102 5,311 151,400 SH SOLE 0 151,400 HOST MARRIOTT COM 44107P104 6,100 568,466 SH SOLE 0 568,466 HOT TOPIC INC COM 441339108 7,140 316,789 SH SOLE 0 316,789 HOUSTON EXPL C COM 442120101 460 13,100 SH SOLE 0 13,100 HOVNANIAN ENTE CL A 442487203 4,751 73,800 SH SOLE 0 73,800 HSBC HLDGS PLC S ADR 404280406 5,280 80,000 SH SOLE 0 80,000 HUBBELL INC CL B 443510201 6,937 190,100 SH SOLE 0 190,100 HUDSON UNITED COM 444165104 6,022 171,223 SH SOLE 0 171,223 HUFFY CORP COM 444356109 364 59,700 SH SOLE 0 59,700 HUGHES SUPPLY COM 444482103 2,912 89,750 SH SOLE 0 89,750 HUMANA INC COM 444859102 3,304 183,034 SH SOLE 0 183,034 HUNT J B TRANS COM 445658107 9,218 351,960 SH SOLE 0 351,960 HUNTINGTON BAN COM 446150104 4,465 224,925 SH SOLE 0 224,925 HUTCHINSON TEC COM 448407106 14,942 453,900 SH SOLE 0 453,900 HYDRIL CO COM 448774109 2,522 123,450 SH SOLE 0 123,450 HYPERCOM CORP COM 44913M105 1,651 306,400 SH SOLE 0 306,400 HYPERION SOLUT COM 44914M104 9,036 311,485 SH SOLE 0 311,485 ICICI BK LTD ADR 45104G104 3,698 350,200 SH SOLE 0 350,200 ICN PHARMACEUT CONV 448924AM2 2,509 2,645,000 SH SOLE 0 2,645,000 ICN PHARMACEUT COM 448924100 4,011 233,750 SH SOLE 0 233,750 ICU MED INC COM 44930G107 1,406 51,800 SH SOLE 0 51,800 IDACORP INC COM 451107106 2,066 81,000 SH SOLE 0 81,000 IDEC PHARMACEU COM 449370105 11,029 331,300 SH SOLE 0 331,300 IDEX CORP COM 45167R104 5,783 158,700 SH SOLE 0 158,700 IDEXX LABS INC COM 45168D104 7,844 184,350 SH SOLE 0 184,350 IDINE REWARDS COM 45168A100 1,414 87,000 SH SOLE 0 87,000 IDX SYS CORP COM 449491109 331 14,300 SH SOLE 0 14,300 IGEN INC COM 449536101 2,747 47,700 SH SOLE 0 47,700 IHOP CORP COM 449623107 2,707 82,400 SH SOLE 0 82,400 II VI INC COM 902104108 1,723 86,200 SH SOLE 0 86,200 ILEX ONCOLOGY COM 451923106 2,373 141,500 SH SOLE 0 141,500 ILLINOIS TOOL COM 452308109 37,170 560,965 SH SOLE 0 560,965 IMAGISTICS INT COM 45247T104 1,881 64,900 SH SOLE 0 64,900 IMATION CORP COM 45245A107 2,462 75,400 SH SOLE 0 75,400 IMC GLOBAL INC COM 449669100 1,871 291,900 SH SOLE 0 291,900 IMCO RECYCLING COM 449681105 362 58,800 SH SOLE 0 58,800 IMPAC MTG HLDG COM 45254P102 801 49,500 SH SOLE 0 49,500 IMPAX LABORATO COM 45256B101 759 60,700 SH SOLE 0 60,700 IMS HEALTH INC COM 449934108 4,372 207,183 SH SOLE 0 207,183 INAMED CORP COM 453235103 8,155 110,980 SH SOLE 0 110,980 INCO LTD COM 453258402 677 24,400 SH SOLE 0 24,400 INCYTE CORP COM 45337C102 991 214,000 SH SOLE 0 214,000 INDEPENDENCE C COM 453414104 5,087 144,900 SH SOLE 0 144,900 INDEPENDENT BA COM 453836108 720 28,100 SH SOLE 0 28,100 INDYMAC BANCOR COM 456607100 3,791 163,600 SH SOLE 0 163,600 INFORMATION HL COM 456727106 1,600 79,900 SH SOLE 0 79,900 INFOUSA INC NE COM 456818301 985 131,200 SH SOLE 0 131,200 INGERSOLL-RAND CL A G4776G101 8,677 162,364 SH SOLE 0 162,364 INGRAM MICRO I CL A 457153104 2,320 177,800 SH SOLE 0 177,800 INNKEEPERS USA COM 4576J0104 1,069 122,900 SH SOLE 0 122,900 INNOVATIVE SOL COM 45769N105 6,122 750,192 SH SOLE 0 750,192 INNOVEX INC COM 457647105 506 50,900 SH SOLE 0 50,900 INPUT/OUTPUT I COM 457652105 766 196,000 SH SOLE 0 196,000 INSIGHT ENTERP COM 45765U103 3,859 253,575 SH SOLE 0 253,575 INSITUFORM TEC CL A 457667103 1,796 101,200 SH SOLE 0 101,200 INSURANCE AUTO COM 457875102 496 44,100 SH SOLE 0 44,100 INTEGRA LIFESC COM 457985208 3,415 120,700 SH SOLE 0 120,700 INTEGRATED ALA COM 45890M109 2,357 282,200 SH SOLE 0 282,200 INTEGRATED CIR COM 45811K208 6,170 205,400 SH SOLE 0 205,400 INTEGRATED DEV COM 458118106 2,741 220,700 SH SOLE 0 220,700 INTEL CORP COM 458140100 207,354 7,534,680 SH SOLE 0 7,534,680 INTER PARFUMS COM 458334109 141 14,100 SH SOLE 0 14,100 INTER TEL INC COM 458372109 5,815 236,850 SH SOLE 0 236,850 INTERCONTINENT S ADR 458573102 171 21,000 SH SOLE 0 21,000 INTERDIGITAL C COM 45866A105 2,058 136,900 SH SOLE 0 136,900 INTERFACE INC CL A 458665106 1,056 196,300 SH SOLE 0 196,300 INTERGRAPH COR COM 458683109 2,812 119,800 SH SOLE 0 119,800 INTERMAGNETICS COM 458771102 1,413 63,176 SH SOLE 0 63,176 INTERMET CORP COM 45881K104 421 97,900 SH SOLE 0 97,900 INTERNATIONAL COM 459200101 130,027 1,472,054 SH SOLE 0 1,472,054 INTERNATIONAL COM 459506101 2,549 77,044 SH SOLE 0 77,044 INTERNATIONAL COM 459902102 10,017 355,840 SH SOLE 0 355,840 INTERNATIONAL COM 460043102 2,914 124,800 SH SOLE 0 124,800 INTERNATIONAL COM 460254105 6,944 185,460 SH SOLE 0 185,460 INTERNATIONAL CL A 460335201 4,955 112,900 SH SOLE 0 112,900 INTERNET SEC S COM 46060X107 2,220 177,600 SH SOLE 0 177,600 INTERPUBLIC GR COM 460690100 5,125 362,968 SH SOLE 0 362,968 INTERSIL CORP CL A 46069S109 6,981 293,300 SH SOLE 0 293,300 INTERSTATE BAK COM 46072H108 1,427 95,100 SH SOLE 0 95,100 INTL PAPER CO COM 460146103 18,334 469,858 SH SOLE 0 469,858 INTUIT COM 461202103 36,014 746,560 SH SOLE 0 746,560 INVACARE CORP COM 461203101 6,652 177,000 SH SOLE 0 177,000 INVESTMENT TEC COM 46145F105 2,739 142,800 SH SOLE 0 142,800 INVESTORS FINL COM 461915100 5,702 180,800 SH SOLE 0 180,800 INVISION TECHN COM 461851107 1,604 65,900 SH SOLE 0 65,900 IONICS INC COM 462218108 1,649 67,400 SH SOLE 0 67,400 IPC HLDGS LTD COM G4933P101 1,833 52,300 SH SOLE 0 52,300 IRON MTN INC P COM 462846106 661 18,400 SH SOLE 0 18,400 IRWIN FINL COR COM 464119106 2,600 107,000 SH SOLE 0 107,000 ISHARES TR COM 464287408 6,851 140,785 SH SOLE 0 140,785 ISHARES TR COM 464287465 7,059 60,336 SH SOLE 0 60,336 ISHARES TR COM 464287648 4,979 94,680 SH SOLE 0 94,680 ISHARES TR COM 464287804 9,146 77,915 SH SOLE 0 77,915 ITLA CAP CORP COM 450565106 2,703 63,400 SH SOLE 0 63,400 ITRON INC COM 465741106 2,923 145,700 SH SOLE 0 145,700 ITT EDUCATIONA COM 45068B109 9,512 198,500 SH SOLE 0 198,500 ITT INDS INC I COM 450911102 4,551 76,049 SH SOLE 0 76,049 IVAX CORP COM 465823102 8,140 415,300 SH SOLE 0 415,300 IXIA COM 45071R109 435 40,200 SH SOLE 0 40,200 J & J SNACK FO COM 466032109 1,191 33,300 SH SOLE 0 33,300 J JILL GROUP I COM 466189107 990 85,550 SH SOLE 0 85,550 J P MORGAN CHA COM 46625H100 94,868 2,763,417 SH SOLE 0 2,763,417 J2 GLOBAL COMM COM 46626E205 4,600 121,600 SH SOLE 0 121,600 JABIL CIRCUIT COM 466313103 4,867 186,840 SH SOLE 0 186,840 JACK IN THE BO COM 466367109 2,453 137,800 SH SOLE 0 137,800 JACOBS ENGR GR COM 469814107 5,994 132,900 SH SOLE 0 132,900 JACUZZI BRANDS COM 469865109 1,494 240,900 SH SOLE 0 240,900 JAKKS PAC INC COM 47012E106 1,156 94,100 SH SOLE 0 94,100 JANUS CAP GROU COM 47102X105 3,241 231,980 SH SOLE 0 231,980 JARDEN CORP COM 471109108 1,223 32,400 SH SOLE 0 32,400 JDA SOFTWARE G COM 46612K108 1,617 109,200 SH SOLE 0 109,200 JDS UNIPHASE C COM 46612J101 5,343 1,484,073 SH SOLE 0 1,484,073 JEFFERIES GROU COM 472319102 7,679 267,100 SH SOLE 0 267,100 JEFFERSON PILO COM 475070108 6,153 138,641 SH SOLE 0 138,641 JETBLUE AWYS C COM 477143101 10,646 174,875 SH SOLE 0 174,875 JLG INDS INC COM 466210101 1,895 164,500 SH SOLE 0 164,500 JO-ANN STORES CL A 47758P109 9,291 333,000 SH SOLE 0 333,000 JO-ANN STORES CL B 47758P208 10,817 443,300 SH SOLE 0 443,300 JOHNSON & JOHN COM 478160104 146,752 2,963,494 SH SOLE 0 2,963,494 JOHNSON CTLS I COM 478366107 10,262 108,481 SH SOLE 0 108,481 JONES APPAREL COM 480074103 3,642 121,700 SH SOLE 0 121,700 JOS A BANK CLO COM 480838101 1,514 34,500 SH SOLE 0 34,500 JOY GLOBAL INC COM 481165108 10,103 633,805 SH SOLE 0 633,805 JUNIPER NETWOR COM 48203R104 324 21,600 SH SOLE 0 21,600 K V PHARMACEUT CONV 482740107 805 35,250 SH SOLE 0 35,250 K V PHARMACEUT CL A 482740206 7,056 313,620 SH SOLE 0 313,620 K2 INC COM 482732104 1,540 103,700 SH SOLE 0 103,700 KADANT INC COM 48282T104 1,680 87,700 SH SOLE 0 87,700 KAMAN CORP CL A 483548103 1,122 86,600 SH SOLE 0 86,600 KANSAS CITY SO COM 485170302 3,413 308,300 SH SOLE 0 308,300 KAYDON CORP COM 486587108 2,547 107,300 SH SOLE 0 107,300 KB HOME COM 48666K109 2,756 46,192 SH SOLE 0 46,192 KCS ENERGY INC COM 482434206 351 51,600 SH SOLE 0 51,600 KEANE INC COM 486665102 1,729 135,300 SH SOLE 0 135,300 KEITH COMPANIE COM 487539108 261 21,200 SH SOLE 0 21,200 KEITHLEY INSTR COM 487584104 1,589 112,300 SH SOLE 0 112,300 KELLOGG CO COM 487836108 11,426 342,615 SH SOLE 0 342,615 KELLWOOD CO COM 488044108 3,395 101,500 SH SOLE 0 101,500 KELLY SVCS INC CL A 488152208 1,881 75,500 SH SOLE 0 75,500 KEMET CORP COM 488360108 2,335 183,300 SH SOLE 0 183,300 KENDLE INTERNA COM 48880L107 587 106,800 SH SOLE 0 106,800 KENNAMETAL INC COM 489170100 4,503 120,400 SH SOLE 0 120,400 KENSEY NASH CO COM 490057106 3,830 162,700 SH SOLE 0 162,700 KERR MCGEE COR COM 492386107 31,564 707,072 SH SOLE 0 707,072 KEY ENERGY SVC COM 492914106 4,934 511,340 SH SOLE 0 511,340 KEYCORP NEW COM 493267108 10,382 406,024 SH SOLE 0 406,024 KEYSPAN CORP COM 49337W100 5,171 147,400 SH SOLE 0 147,400 KILROY RLTY CO COM 49427F108 3,023 105,900 SH SOLE 0 105,900 KIMBERLY CLARK COM 494368103 22,178 432,155 SH SOLE 0 432,155 KIMCO REALTY C COM 49446R109 1,168 28,500 SH SOLE 0 28,500 KINDER MORGAN COM 49455P101 6,280 116,280 SH SOLE 0 116,280 KING PHARMACEU COM 495582108 4,390 289,780 SH SOLE 0 289,780 KIRBY CORP COM 497266106 2,649 92,300 SH SOLE 0 92,300 KLA-TENCOR COR COM 482480100 8,103 157,036 SH SOLE 0 157,036 KNIGHT RIDDER COM 499040103 4,613 69,158 SH SOLE 0 69,158 KNIGHT TRADING COM 499063105 1,295 113,300 SH SOLE 0 113,300 KNIGHT TRANSN COM 499064103 4,136 164,050 SH SOLE 0 164,050 KOHLS CORP COM 500255104 48,393 904,540 SH SOLE 0 904,540 KOMAG INC COM 500453204 1,134 64,700 SH SOLE 0 64,700 KONINKLIJKE PH COM 500472303 6,312 275,385 SH SOLE 0 275,385 KOOKMIN BK NEW S ADR 50049M109 329 10,000 SH SOLE 0 10,000 KOPIN CORP COM 500600101 2,394 347,400 SH SOLE 0 347,400 KOREA ELECTRIC S ADR 500631106 163 15,500 SH SOLE 0 15,500 KORN FERRY INT COM 500643200 1,190 144,260 SH SOLE 0 144,260 KOS PHARMACEUT COM 500648100 414 12,000 SH SOLE 0 12,000 KOSAN BIOSCIEN COM 50064W107 401 50,400 SH SOLE 0 50,400 KRAFT FOODS IN CL A 50075N104 27,282 924,800 SH SOLE 0 924,800 KRISPY KREME D COM 501014104 4,762 123,700 SH SOLE 0 123,700 KROGER CO COM 501044101 13,190 738,110 SH SOLE 0 738,110 KROLL INC COM 501049100 3,668 197,200 SH SOLE 0 197,200 KRONOS INC COM 501052104 4,546 85,925 SH SOLE 0 85,925 K-SWISS INC CL A 482686102 3,495 97,100 SH SOLE 0 97,100 KT CORP S ADR 48268K101 18,700 938,276 SH SOLE 0 938,276 KULICKE & SOFF CONV 501242AE1 1,512 1,725,000 SH SOLE 0 1,725,000 KULICKE & SOFF COM 501242101 2,077 191,400 SH SOLE 0 191,400 KYPHON INC COM 501577100 607 31,200 SH SOLE 0 31,200 L-3 COMMUNICAT COM 502424104 9,906 229,040 SH SOLE 0 229,040 LA Z BOY INC COM 505336107 6,071 273,470 SH SOLE 0 273,470 LABONE INC NEW COM 50540L105 1,471 63,100 SH SOLE 0 63,100 LABOR READY IN COM 505401208 2,960 294,550 SH SOLE 0 294,550 LABORATORY COR COM 50540R409 402 14,000 SH SOLE 0 14,000 LABRANCHE & CO COM 505447102 1,845 126,400 SH SOLE 0 126,400 LACLEDE GROUP COM 505597104 1,974 73,100 SH SOLE 0 73,100 LAM RESEARCH C COM 512807108 7,181 323,050 SH SOLE 0 323,050 LANCASTER COLO COM 513847103 3,034 76,050 SH SOLE 0 76,050 LANCE INC COM 514606102 1,108 111,500 SH SOLE 0 111,500 LANDAMERICA FI COM 514936103 4,465 97,400 SH SOLE 0 97,400 LANDRYS RESTAU COM 51508L103 2,173 105,500 SH SOLE 0 105,500 LANDSTAR SYS I COM 515098101 4,323 70,400 SH SOLE 0 70,400 LATTICE SEMICO COM 518415104 2,637 367,300 SH SOLE 0 367,300 LAUDER ESTEE C CL A 518439104 655 19,200 SH SOLE 0 19,200 LAWSON PRODS I COM 520776105 986 36,500 SH SOLE 0 36,500 LEAPFROG ENTER CL A 52186N106 934 24,570 SH SOLE 0 24,570 LEAR CORP COM 521865105 7,501 142,500 SH SOLE 0 142,500 LEE ENTERPRISE COM 523768109 5,503 142,300 SH SOLE 0 142,300 LEGATO SYS INC COM 524651106 2,824 249,900 SH SOLE 0 249,900 LEGG MASON INC COM 524901105 11,189 154,966 SH SOLE 0 154,966 LEGGETT & PLAT COM 524660107 4,533 209,580 SH SOLE 0 209,580 LEHMAN BROS HL COM 524908100 18,575 268,894 SH SOLE 0 268,894 LENNAR CORP CL A 526057104 12,159 156,300 SH SOLE 0 156,300 LENNOX INTL IN COM 526107107 3,275 224,153 SH SOLE 0 224,153 LEUCADIA NATL COM 527288104 4,788 126,500 SH SOLE 0 126,500 LEXAR MEDIA IN COM 52886P104 2,544 149,100 SH SOLE 0 149,100 LEXINGTON CORP COM 529043101 2,575 134,400 SH SOLE 0 134,400 LEXMARK INTL N CL A 529771107 6,619 105,040 SH SOLE 0 105,040 LIBBEY INC COM 529898108 1,443 51,900 SH SOLE 0 51,900 LIBERTY CORP S COM 530370105 755 18,000 SH SOLE 0 18,000 LIBERTY MEDIA COM 530718105 648 65,000 SH SOLE 0 65,000 LIBERTY PPTY T REIT 531172104 6,220 168,200 SH SOLE 0 168,200 LIFEPOINT HOSP COM 53219L109 1,991 82,300 SH SOLE 0 82,300 LIGAND PHARMAC CL B 53220K207 663 51,400 SH SOLE 0 51,400 LILLY ELI & CO COM 532457108 55,741 938,399 SH SOLE 0 938,399 LIMITED BRANDS COM 532716107 7,392 490,206 SH SOLE 0 490,206 LINCARE HLDGS COM 532791100 8,442 230,600 SH SOLE 0 230,600 LINCOLN NATL C COM 534187109 6,019 170,132 SH SOLE 0 170,132 LINDSAY MFG CO COM 535555106 907 45,100 SH SOLE 0 45,100 LINEAR TECHNOL COM 535678106 9,324 259,500 SH SOLE 0 259,500 LINENS N THING COM 535679104 8,098 340,550 SH SOLE 0 340,550 LIONS GATE ENT COM 535919203 1,540 515,000 SH SOLE 0 515,000 LITHIA MTRS IN CL A 536797103 2,089 104,600 SH SOLE 0 104,600 LIZ CLAIBORNE COM 539320101 3,413 100,234 SH SOLE 0 100,234 LOCKHEED MARTI COM 539830109 20,572 445,770 SH SOLE 0 445,770 LOEWS CORP COM 540424108 7,095 175,738 SH SOLE 0 175,738 LONE STAR STEA COM 542307103 1,664 79,600 SH SOLE 0 79,600 LONE STAR TECH COM 542312103 1,469 108,900 SH SOLE 0 108,900 LONGS DRUG STO COM 543162101 1,600 79,503 SH SOLE 0 79,503 LONGVIEW FIBRE COM 543213102 1,059 108,400 SH SOLE 0 108,400 LOUISIANA PAC COM 546347105 1,274 92,479 SH SOLE 0 92,479 LOWES COS INC COM 548661107 47,373 912,776 SH SOLE 0 912,776 LSI INDS INC COM 50216C108 1,198 85,000 SH SOLE 0 85,000 LSI LOGIC CORP CONV 502161AG7 6,402 6,695,000 SH SOLE 0 6,695,000 LSI LOGIC CORP COM 502161102 3,097 344,482 SH SOLE 0 344,482 LTX CORP COM 502392103 2,645 234,400 SH SOLE 0 234,400 LUBRIZOL CORP COM 549271104 5,909 182,100 SH SOLE 0 182,100 LUCENT TECHNOL COM 549463107 7,401 3,426,575 SH SOLE 0 3,426,575 LUXOTTICA GROU S ADR 55068R202 7,085 495,800 SH SOLE 0 495,800 LYDALL INC DEL COM 550819106 742 61,800 SH SOLE 0 61,800 LYONDELL CHEMI COM 552078107 4,392 343,700 SH SOLE 0 343,700 M & T BK CORP COM 55261F104 22,733 260,400 SH SOLE 0 260,400 M D C HLDGS IN COM 552676108 9,465 175,274 SH SOLE 0 175,274 MACATAWA BK CO COM 554225102 1,011 43,632 SH SOLE 0 43,632 MACDERMID INC COM 554273102 4,206 159,000 SH SOLE 0 159,000 MACERICH CO COM 554382101 66,380 1,758,400 SH SOLE 0 1,758,400 MACK CALI RLTY COM 554489104 60,368 1,540,000 SH SOLE 0 1,540,000 MACROMEDIA INC COM 556100105 5,386 220,100 SH SOLE 0 220,100 MACROVISION CO COM 555904101 1,913 103,400 SH SOLE 0 103,400 MADDEN STEVEN COM 556269108 1,435 75,620 SH SOLE 0 75,620 MAF BANCORP IN COM 55261R108 3,816 99,900 SH SOLE 0 99,900 MAGMA DESIGN A COM 559181102 668 34,100 SH SOLE 0 34,100 MAGNA INTL INC CL A 559222401 390 5,400 SH SOLE 0 5,400 MAGNETEK INC COM 559424106 446 90,000 SH SOLE 0 90,000 MAHANAGAR TEL S ADR 559778402 8,184 1,547,007 SH SOLE 0 1,547,007 MANDALAY RESOR COM 562567107 4,987 125,900 SH SOLE 0 125,900 MANHATTAN ASSO COM 562750109 5,578 215,100 SH SOLE 0 215,100 MANITOWOC INC COM 563571108 3,264 150,475 SH SOLE 0 150,475 MANOR CARE INC COM 564055101 2,438 81,282 SH SOLE 0 81,282 MANPOWER INC COM 56418H100 7,272 196,000 SH SOLE 0 196,000 MANTECH INTL C CL A 564563104 1,599 64,300 SH SOLE 0 64,300 MANUFACTURED H COM 564682102 3,115 79,500 SH SOLE 0 79,500 MANUFACTURERS COM 565005105 2,458 491,500 SH SOLE 0 491,500 MANUGISTICS GR COM 565011103 906 164,700 SH SOLE 0 164,700 MAPINFO CORP COM 565105103 564 58,800 SH SOLE 0 58,800 MARATHON OIL C COM 565849106 9,293 326,079 SH SOLE 0 326,079 MARCUS CORP COM 566330106 1,722 112,850 SH SOLE 0 112,850 MARKEL CORP COM 570535104 1,255 4,700 SH SOLE 0 4,700 MARRIOTT INTL CL A 571903202 9,578 222,591 SH SOLE 0 222,591 MARSH & MCLENN COM 571748102 22,254 467,422 SH SOLE 0 467,422 MARSHALL & ILS COM 571834100 6,771 214,820 SH SOLE 0 214,820 MARTEK BIOSCIE COM 572901106 4,900 93,100 SH SOLE 0 93,100 MARTIN MARIETT COM 573284106 3,785 103,839 SH SOLE 0 103,839 MARVEL ENTERPR COM 57383M108 2,706 121,600 SH SOLE 0 121,600 MASCO CORP COM 574599106 11,190 457,126 SH SOLE 0 457,126 MASSEY ENERGY COM 576206106 4,974 374,000 SH SOLE 0 374,000 MATERIAL SCIEN COM 576674105 555 54,300 SH SOLE 0 54,300 MATSUSHITA ELE ADR 576879209 323 27,000 SH SOLE 0 27,000 MATTEL INC COM 577081102 7,108 374,876 SH SOLE 0 374,876 MAVERICK TUBE COM 577914104 5,254 338,500 SH SOLE 0 338,500 MAXIM INTEGRAT COM 57772K101 10,636 270,020 SH SOLE 0 270,020 MAXIM PHARMACE COM 57772M107 333 52,200 SH SOLE 0 52,200 MAXIMUS INC COM 577933104 5,071 147,200 SH SOLE 0 147,200 MAXTOR CORP COM 577729205 3,686 302,856 SH SOLE 0 302,856 MAY DEPT STORE COM 577778103 6,692 271,696 SH SOLE 0 271,696 MAYTAG CORP COM 578592107 1,604 64,242 SH SOLE 0 64,242 MB FINANCIAL I COM 55264U108 346 7,800 SH SOLE 0 7,800 MBIA INC COM 55262C100 8,743 159,057 SH SOLE 0 159,057 MBNA CORP COM 55262L100 59,285 2,600,211 SH SOLE 0 2,600,211 MCCORMICK & CO COM 579780206 3,175 115,800 SH SOLE 0 115,800 MCDATA CORP CL A 580031201 4,828 404,662 SH SOLE 0 404,662 MCDONALDS CORP COM 580135101 28,813 1,224,000 SH SOLE 0 1,224,000 MCGRAW HILL CO COM 580645109 11,444 184,200 SH SOLE 0 184,200 MCKESSON CORP COM 58155Q103 9,429 283,230 SH SOLE 0 283,230 MDU RES GROUP COM 552690109 5,412 160,200 SH SOLE 0 160,200 MEADE INSTRUME COM 583062104 654 201,800 SH SOLE 0 201,800 MEADWESTVACO C COM 583334107 4,828 189,328 SH SOLE 0 189,328 MEDCO HEALTH S COM 58405U102 6,817 262,900 SH SOLE 0 262,900 MEDIA GEN INC CL A 584404107 3,043 49,800 SH SOLE 0 49,800 MEDICINES CO COM 584688105 5,774 222,500 SH SOLE 0 222,500 MEDICIS PHARMA CL A 584690309 8,210 140,100 SH SOLE 0 140,100 MEDIMMUNE INC COM 584699102 6,803 205,960 SH SOLE 0 205,960 MEDTRONIC INC COM 585055106 73,194 1,559,975 SH SOLE 0 1,559,975 MELLON FINL CO COM 58551A108 13,367 443,484 SH SOLE 0 443,484 MEMBERWORKS IN COM 586002107 1,467 46,300 SH SOLE 0 46,300 MEMC ELECTR MA COM 552715104 2,946 270,000 SH SOLE 0 270,000 MENS WEARHOUSE COM 587118100 3,869 150,820 SH SOLE 0 150,820 MENTOR CORP MI COM 587188103 4,669 204,800 SH SOLE 0 204,800 MENTOR GRAPHIC COM 587200106 2,570 146,100 SH SOLE 0 146,100 MERCANTILE BAN COM 587376104 647 19,500 SH SOLE 0 19,500 MERCANTILE BAN COM 587405101 6,744 168,600 SH SOLE 0 168,600 MERCK & CO INC COM 589331107 96,756 1,911,410 SH SOLE 0 1,911,410 MERCURY COMPUT COM 589378108 1,726 80,900 SH SOLE 0 80,900 MERCURY INTERA COM 589405109 3,246 71,180 SH SOLE 0 71,180 MEREDITH CORP COM 589433101 1,890 40,932 SH SOLE 0 40,932 MERIT MED SYS COM 589889104 1,520 68,800 SH SOLE 0 68,800 MERITAGE CORP COM 59001A102 2,334 49,400 SH SOLE 0 49,400 MERRILL LYNCH COM 590188108 77,079 1,439,922 SH SOLE 0 1,439,922 MESA AIR GROUP COM 590479101 2,853 256,600 SH SOLE 0 256,600 METHODE ELECTR CL A 591520200 1,607 136,400 SH SOLE 0 136,400 METLIFE INC COM 59156R108 20,319 724,380 SH SOLE 0 724,380 METRO ONE TELE COM 59163F105 330 94,500 SH SOLE 0 94,500 MFC BANCORP LT COM 55271X202 2,156 156,375 SH SOLE 0 156,375 MGI PHARMA INC COM 552880106 5,753 149,000 SH SOLE 0 149,000 MGIC INVT CORP COM 552848103 5,017 96,348 SH SOLE 0 96,348 MICHAELS STORE COM 594087108 30,592 750,550 SH SOLE 0 750,550 MICREL INC COM 594793101 4,262 349,600 SH SOLE 0 349,600 MICROCHIP TECH COM 595017104 11,285 471,001 SH SOLE 0 471,001 MICROMUSE INC COM 595094103 778 95,100 SH SOLE 0 95,100 MICRON TECHNOL COM 595112103 7,648 569,890 SH SOLE 0 569,890 MICROS SYS INC COM 594901100 3,965 116,900 SH SOLE 0 116,900 MICROSEMI CORP COM 595137100 3,187 210,500 SH SOLE 0 210,500 MICROSOFT CORP COM 594918104 342,14412,307,326 SH SOLE 0 12,307,326 MICROSTRATEGY CL A 594972408 1,297 28,200 SH SOLE 0 28,200 MID ATLANTIC M COM 59523C107 11,297 219,650 SH SOLE 0 219,650 MIDAS GROUP IN COM 595626102 761 57,800 SH SOLE 0 57,800 MIDCAP SPDR TR COM 595635103 12,364 132,445 SH SOLE 0 132,445 MIDWAY GAMES I COM 598148104 527 178,100 SH SOLE 0 178,100 MILACRON INC COM 598709103 298 129,573 SH SOLE 0 129,573 MILLENNIUM PHA COM 599902103 9,792 633,771 SH SOLE 0 633,771 MILLER HERMAN COM 600544100 3,520 154,600 SH SOLE 0 154,600 MILLIPORE CORP COM 601073109 3,110 67,521 SH SOLE 0 67,521 MINDSPEED TECH COM 602682106 1,084 201,200 SH SOLE 0 201,200 MINERALS TECHN COM 603158106 3,054 60,000 SH SOLE 0 60,000 MINORPLANET SY COM 604363101 509 862,412 SH SOLE 0 862,412 MKS INSTRUMENT COM 55306N104 931 43,000 SH SOLE 0 43,000 MOBILE MINI IN COM 60740F105 1,069 54,900 SH SOLE 0 54,900 MOBILE TELESYS S ADR 607409109 2,626 35,700 SH SOLE 0 35,700 MOBILITY ELECT COM 60741U101 488 62,200 SH SOLE 0 62,200 MODINE MFG CO COM 607828100 2,446 102,206 SH SOLE 0 102,206 MOHAWK INDS IN COM 608190104 10,466 146,750 SH SOLE 0 146,750 MOLEX INC COM 608554101 2,697 94,375 SH SOLE 0 94,375 MOLEX INC CL A 608554200 2,195 89,700 SH SOLE 0 89,700 MONACO COACH C COM 60886R103 1,840 111,150 SH SOLE 0 111,150 MONSANTO CO NE COM 61166W101 6,399 267,274 SH SOLE 0 267,274 MONSTER WORLDW COM 611742107 2,338 92,700 SH SOLE 0 92,700 MONY GROUP INC COM 615337102 3,242 99,600 SH SOLE 0 99,600 MOODYS CORP COM 615369105 7,895 143,630 SH SOLE 0 143,630 MOOG INC CL A 615394202 2,572 65,600 SH SOLE 0 65,600 MORGAN STANLEY COM 617446448 100,675 1,995,150 SH SOLE 0 1,995,150 MOTOROLA INC COM 620076109 26,499 2,217,462 SH SOLE 0 2,217,462 MOVIE GALLERY COM 624581104 2,896 146,400 SH SOLE 0 146,400 MPS GROUP INC COM 553409103 5,060 562,270 SH SOLE 0 562,270 MRO SOFTWARE I COM 55347W105 2,619 191,900 SH SOLE 0 191,900 MSC INDL DIREC CL A 553530106 2,790 133,800 SH SOLE 0 133,800 MUELLER INDS I COM 624756102 3,336 131,100 SH SOLE 0 131,100 MURPHY OIL COR COM 626717102 11,791 200,700 SH SOLE 0 200,700 MYERS INDS INC COM 628464109 1,153 115,151 SH SOLE 0 115,151 MYKROLIS CORP COM 62852P103 1,038 85,500 SH SOLE 0 85,500 MYLAN LABS INC COM 628530107 17,095 442,300 SH SOLE 0 442,300 NABI BIOPHARMA COM 629519109 1,930 228,900 SH SOLE 0 228,900 NABORS INDUSTR COM G6359F103 6,558 176,020 SH SOLE 0 176,020 NAM TAI ELECTR COM 629865205 624 23,000 SH SOLE 0 23,000 NASH FINCH CO COM 631158102 711 45,900 SH SOLE 0 45,900 NATIONAL CITY COM 635405103 17,222 584,578 SH SOLE 0 584,578 NATIONAL COMME COM 63545P104 12,407 498,655 SH SOLE 0 498,655 NATIONAL FUEL COM 636180101 4,495 196,700 SH SOLE 0 196,700 NATIONAL INSTR COM 636518102 4,397 109,700 SH SOLE 0 109,700 NATIONAL PREST COM 637215104 900 26,200 SH SOLE 0 26,200 NATIONAL SEMIC COM 637640103 5,500 170,325 SH SOLE 0 170,325 NATIONAL-OILWE COM 637071101 15,375 847,600 SH SOLE 0 847,600 NATIONWIDE HEA COM 638620104 870 49,756 SH SOLE 0 49,756 NATURES SUNSHI COM 639027101 442 53,200 SH SOLE 0 53,200 NATUZZI S P A ADR 63905A101 1,270 124,500 SH SOLE 0 124,500 NAUTILUS GROUP COM 63910B102 1,964 155,600 SH SOLE 0 155,600 NAVIGANT CONSU COM 63935N107 1,762 143,100 SH SOLE 0 143,100 NAVIGANT INTL COM 63935R108 709 50,600 SH SOLE 0 50,600 NAVISTAR INTL COM 63934E108 2,034 54,550 SH SOLE 0 54,550 NBTY INC COM 628782104 8,336 357,000 SH SOLE 0 357,000 NCO GROUP INC COM 628858102 4,628 198,200 SH SOLE 0 198,200 NCR CORP NEW COM 62886E108 2,933 92,540 SH SOLE 0 92,540 NDCHEALTH CORP COM 639480102 2,803 133,800 SH SOLE 0 133,800 NEIMAN MARCUS CL A 640204202 4,220 101,200 SH SOLE 0 101,200 NEKTAR THERAPE COM 640268108 1,219 95,200 SH SOLE 0 95,200 NELSON THOMAS COM 640376109 762 55,200 SH SOLE 0 55,200 NEOWARE SYS IN COM 64065P102 2,122 124,340 SH SOLE 0 124,340 NETBANK INC COM 640933107 803 64,200 SH SOLE 0 64,200 NETEGRITY INC COM 64110P107 1,319 132,200 SH SOLE 0 132,200 NETFLIX COM IN COM 64110L106 1,114 33,200 SH SOLE 0 33,200 NETGEAR INC COM 64111Q104 1,914 115,000 SH SOLE 0 115,000 NETIQ CORP COM 64115P102 738 61,800 SH SOLE 0 61,800 NETSCREEN TECH COM 64117V107 2,625 118,100 SH SOLE 0 118,100 NETSOLVE INC COM 64115J106 5,270 721,876 SH SOLE 0 721,876 NETWORK APPLIA COM 64120L104 6,158 299,940 SH SOLE 0 299,940 NETWORK EQUIP COM 641208103 586 64,000 SH SOLE 0 64,000 NETWORKS ASSOC COM 640938106 5,898 428,600 SH SOLE 0 428,600 NEUBERGER BERM COM 641234109 6,222 148,600 SH SOLE 0 148,600 NEUROCRINE BIO COM 64125C109 1,566 31,650 SH SOLE 0 31,650 NEUROGEN CORP COM 64124E106 213 37,900 SH SOLE 0 37,900 NEW CENTURY FI COM 64352D101 4,570 161,100 SH SOLE 0 161,100 NEW ENGLAND BU COM 643872104 1,328 49,900 SH SOLE 0 49,900 NEW JERSEY RES COM 646025106 4,977 138,100 SH SOLE 0 138,100 NEW PLAN EXCEL COM 648053106 6,296 270,200 SH SOLE 0 270,200 NEW YORK CMNTY COM 649445103 11,740 372,566 SH SOLE 0 372,566 NEW YORK TIMES CL A 650111107 5,450 125,402 SH SOLE 0 125,402 NEWELL RUBBERM COM 651229106 33,600 1,550,545 SH SOLE 0 1,550,545 NEWFIELD EXPL COM 651290108 9,754 252,900 SH SOLE 0 252,900 NEWMONT MINING COM 651639106 16,131 412,657 SH SOLE 0 412,657 NEWPORT CORP COM 651824104 1,208 85,700 SH SOLE 0 85,700 NEWS CORP LTD ADR 652487703 9,743 297,056 SH SOLE 0 297,056 NEXTEL COMMUNI CONV 65332VAY9 5,595 6,000,000 SH SOLE 0 6,000,000 NEXTEL COMMUNI CL A 65332V103 20,163 1,022,966 SH SOLE 0 1,022,966 NEXTEL PARTNER CL A 65333F107 1,123 143,100 SH SOLE 0 143,100 NICOR INC COM 654086107 1,451 41,297 SH SOLE 0 41,297 NII HLDGS INC CL B 62913F201 3,962 66,750 SH SOLE 0 66,750 NIKE INC CL B 654106103 13,263 218,068 SH SOLE 0 218,068 NISOURCE INC COM 65473P105 4,958 248,152 SH SOLE 0 248,152 NN INC COM 629337106 1,748 135,900 SH SOLE 0 135,900 NOBLE CORPORAT COM G65422100 4,998 147,040 SH SOLE 0 147,040 NOBLE ENERGY I COM 655044105 4,588 119,800 SH SOLE 0 119,800 NOKIA CORP S ADR 654902204 18,619 1,193,529 SH SOLE 0 1,193,529 NORDSON CORP COM 655663102 1,859 71,800 SH SOLE 0 71,800 NORDSTROM INC COM 655664100 3,166 127,628 SH SOLE 0 127,628 NORFOLK SOUTHE COM 655844108 6,776 366,256 SH SOLE 0 366,256 NORTEL NETWORK CONV 656568AB8 5,238 5,935,000 SH SOLE 0 5,935,000 NORTEL NETWORK COM 656568102 854 208,190 SH SOLE 0 208,190 NORTH FORK BAN COM 659424105 5,141 147,940 SH SOLE 0 147,940 NORTHEAST UTIL COM 664397106 5,082 283,600 SH SOLE 0 283,600 NORTHERN TR CO COM 665859104 8,873 209,518 SH SOLE 0 209,518 NORTHROP GRUMM COM 666807102 15,679 181,848 SH SOLE 0 181,848 NORTHWEST NAT COM 667655104 3,811 131,400 SH SOLE 0 131,400 NORTHWESTERN C COM 668074107 12 40,000 SH SOLE 0 40,000 NOVASTAR FINL COM 669947400 839 14,600 SH SOLE 0 14,600 NOVELL INC COM 670006105 4,603 868,488 SH SOLE 0 868,488 NOVELLUS SYS I COM 670008101 6,656 198,090 SH SOLE 0 198,090 NOVEN PHARMACE COM 670009109 989 86,100 SH SOLE 0 86,100 NPS PHARMACEUT COM 62936P103 2,879 103,330 SH SOLE 0 103,330 NSTAR COM 67019E107 5,344 112,500 SH SOLE 0 112,500 NTL INC DEL COM 62940M104 9,694 209,505 SH SOLE 0 209,505 NU SKIN ENTERP CL A 67018T105 2,512 197,000 SH SOLE 0 197,000 NUCOR CORP COM 670346105 3,404 74,198 SH SOLE 0 74,198 NUEVO ENERGY C COM 670509108 1,343 73,900 SH SOLE 0 73,900 NUI CORP COM 629431107 919 61,500 SH SOLE 0 61,500 NVIDIA CORP COM 67066G104 2,131 133,440 SH SOLE 0 133,440 NVR INC COM 62944T105 14,228 30,500 SH SOLE 0 30,500 NYFIX INC COM 670712108 670 119,700 SH SOLE 0 119,700 O CHARLEYS INC COM 670823103 1,174 79,600 SH SOLE 0 79,600 O REILLY AUTOM COM 686091109 5,139 139,640 SH SOLE 0 139,640 O2MICRO INTERN COM G6797E106 742 51,500 SH SOLE 0 51,500 OCCIDENTAL PET COM 674599105 12,930 367,031 SH SOLE 0 367,031 OCEANEERING IN COM 675232102 2,178 92,600 SH SOLE 0 92,600 OCULAR SCIENCE COM 675744106 436 19,600 SH SOLE 0 19,600 ODYSSEY HEALTH COM 67611V101 8,003 268,385 SH SOLE 0 268,385 OFFICE DEPOT I COM 676220106 4,669 332,340 SH SOLE 0 332,340 OFFICEMAX INC COM 67622M108 1,924 205,300 SH SOLE 0 205,300 OFFSHORE LOGIS COM 676255102 2,054 101,200 SH SOLE 0 101,200 OGE ENERGY COR COM 670837103 4,087 180,900 SH SOLE 0 180,900 OHIO CAS CORP COM 677240103 1,870 129,200 SH SOLE 0 129,200 OLD DOMINION F COM 679580100 1,407 47,890 SH SOLE 0 47,890 OLD REP INTL C COM 680223104 9,662 292,000 SH SOLE 0 292,000 OLD SECOND BAN COM 680277100 602 14,000 SH SOLE 0 14,000 OLIN CORP COM 680665205 1,957 123,700 SH SOLE 0 123,700 OM GROUP INC COM 670872100 1,588 108,500 SH SOLE 0 108,500 OMI CORP NEW COM Y6476W104 612 92,400 SH SOLE 0 92,400 OMNICARE INC COM 681904108 7,753 215,000 SH SOLE 0 215,000 OMNICOM GROUP COM 681919106 29,487 410,396 SH SOLE 0 410,396 OMNIVISION TEC COM 682128103 2,358 55,860 SH SOLE 0 55,860 OMNOVA SOLUTIO COM 682129101 537 152,900 SH SOLE 0 152,900 ON ASSIGNMENT COM 682159108 508 96,200 SH SOLE 0 96,200 ON SEMICONDUCT COM 682189105 2,165 541,200 SH SOLE 0 541,200 ON TECHNOLOGY COM 68219P108 554 205,318 SH SOLE 0 205,318 ONEOK INC NEW COM 682680103 3,670 181,960 SH SOLE 0 181,960 OPENWAVE SYS I COM 683718100 384 91,100 SH SOLE 0 91,100 OPSWARE INC COM 68383A101 1,496 204,900 SH SOLE 0 204,900 OPTION CARE IN COM 683948103 2,731 227,575 SH SOLE 0 227,575 ORACLE CORP COM 68389X105 75,005 6,667,120 SH SOLE 0 6,667,120 ORASURE TECHNO COM 68554V108 592 62,390 SH SOLE 0 62,390 ORBITAL SCIENC COM 685564106 1,433 154,400 SH SOLE 0 154,400 OREGON STL MLS COM 686079104 2,667 1,002,700 SH SOLE 0 1,002,700 ORTHODONTIC CT COM 68750P103 1,515 192,200 SH SOLE 0 192,200 ORTHOFIX INTL COM N6748L102 2,585 70,620 SH SOLE 0 70,620 OSHKOSH B GOSH CL A 688222207 1,174 45,600 SH SOLE 0 45,600 OSHKOSH TRUCK COM 688239201 6,041 152,500 SH SOLE 0 152,500 OSI PHARMACEUT COM 671040103 2,690 82,400 SH SOLE 0 82,400 OSI SYSTEMS IN COM 671044105 304 17,600 SH SOLE 0 17,600 OSTEOTECH INC COM 688582105 2,182 264,500 SH SOLE 0 264,500 OUTBACK STEAKH COM 689899102 6,400 169,000 SH SOLE 0 169,000 OVERLAND STORA COM 690310107 1,225 82,600 SH SOLE 0 82,600 OVERSEAS SHIPH COM 690368105 1,900 73,500 SH SOLE 0 73,500 OVERTURE SVCS COM 69039R100 4,742 180,100 SH SOLE 0 180,100 OWENS & MINOR COM 690732102 6,090 252,700 SH SOLE 0 252,700 OXFORD HEALTH COM 691471106 8,175 197,900 SH SOLE 0 197,900 OXFORD INDS IN COM 691497309 1,984 30,900 SH SOLE 0 30,900 P F CHANGS CHI COM 69333Y108 5,927 130,690 SH SOLE 0 130,690 PACCAR INC COM 693718108 8,104 108,938 SH SOLE 0 108,938 PACER INTL INC COM 69373H106 3,496 174,800 SH SOLE 0 174,800 PACIFIC SUNWEA COM 694873100 6,897 333,837 SH SOLE 0 333,837 PACIFICARE HEA COM 695112102 3,890 79,722 SH SOLE 0 79,722 PACKAGING CORP COM 695156109 4,296 221,200 SH SOLE 0 221,200 PACKETEER INC COM 695210104 552 45,800 SH SOLE 0 45,800 PACTIV CORP COM 695257105 3,154 155,525 SH SOLE 0 155,525 PAC-WEST TELEC COM 69371Y101 361 122,402 SH SOLE 0 122,402 PAIN THERAPEUT COM 69562K100 510 82,900 SH SOLE 0 82,900 PALATIN TECHNO COM 696077304 187 39,000 SH SOLE 0 39,000 PALL CORP COM 696429307 3,160 140,828 SH SOLE 0 140,828 PAN PACIFIC RE COM 69806L104 830 19,300 SH SOLE 0 19,300 PANAMSAT CORP COM 697933109 880 60,800 SH SOLE 0 60,800 PANERA BREAD C CL A 69840W108 6,763 164,908 SH SOLE 0 164,908 PAPA JOHNS INT COM 698813102 1,707 68,800 SH SOLE 0 68,800 PARADYNE NETWO COM 69911G107 160 59,544 SH SOLE 0 59,544 PARAGON TECHNO COM 69912T108 1,770 173,500 SH SOLE 0 173,500 PARAMETRIC TEC COM 699173100 2,410 764,997 SH SOLE 0 764,997 PAREXEL INTL C COM 699462107 1,495 98,100 SH SOLE 0 98,100 PARK ELECTROCH COM 700416209 1,720 75,600 SH SOLE 0 75,600 PARK PL ENTMT COM 700690100 5,773 640,700 SH SOLE 0 640,700 PARKER HANNIFI COM 701094104 5,006 111,994 SH SOLE 0 111,994 PARKWAY PPTYS COM 70159Q104 2,574 58,900 SH SOLE 0 58,900 PATINA OIL & G COM 703224105 7,777 214,592 SH SOLE 0 214,592 PATTERSON DENT COM 703412106 8,326 144,600 SH SOLE 0 144,600 PATTERSON UTI COM 703481101 18,145 670,300 SH SOLE 0 670,300 PAXAR CORP COM 704227107 1,911 149,300 SH SOLE 0 149,300 PAYCHEX INC COM 704326107 10,804 316,825 SH SOLE 0 316,825 PAYLESS SHOESO COM 704379106 1,869 144,402 SH SOLE 0 144,402 PC-TEL INC COM 69325Q105 831 77,700 SH SOLE 0 77,700 PEABODY ENERGY COM 704549104 6,487 206,800 SH SOLE 0 206,800 PEDIATRIX MED COM 705324101 4,656 101,100 SH SOLE 0 101,100 PEETS COFFEE & COM 705560100 1,160 58,950 SH SOLE 0 58,950 PEGASUS SOLUTI COM 705906105 1,714 124,100 SH SOLE 0 124,100 PENFORD CORP COM 707051108 425 32,700 SH SOLE 0 32,700 PENN NATL GAMI COM 707569109 3,207 150,400 SH SOLE 0 150,400 PENN-AMER GROU COM 707247102 1,494 99,750 SH SOLE 0 99,750 PENNEY J C INC COM 708160106 6,071 284,074 SH SOLE 0 284,074 PENTAIR INC COM 709631105 4,174 104,700 SH SOLE 0 104,700 PEOPLES BANCOR COM 709789101 1,177 43,995 SH SOLE 0 43,995 PEOPLES ENERGY COM 711030106 1,316 31,802 SH SOLE 0 31,802 PEOPLESOFT INC COM 712713106 6,362 348,200 SH SOLE 0 348,200 PEP BOYS MANNY COM 713278109 3,830 250,326 SH SOLE 0 250,326 PEPCO HOLDINGS COM 713291102 6,266 362,600 SH SOLE 0 362,600 PEPSI BOTTLING COM 713409100 5,269 256,040 SH SOLE 0 256,040 PEPSIAMERICAS COM 71343P200 4,429 305,670 SH SOLE 0 305,670 PEPSICO INC COM 713448108 66,621 1,453,659 SH SOLE 0 1,453,659 PERFORMANCE FO COM 713755106 10,814 265,500 SH SOLE 0 265,500 PERICOM SEMICO COM 713831105 2,258 227,160 SH SOLE 0 227,160 PERKINELMER IN COM 714046109 1,803 117,798 SH SOLE 0 117,798 PEROT SYS CORP CL A 714265105 500 50,000 SH SOLE 0 50,000 PERRIGO CO COM 714290103 2,571 202,000 SH SOLE 0 202,000 PER-SE TECHNOL COM 713569309 717 44,900 SH SOLE 0 44,900 PETCO ANIMAL S COM 716016209 1,058 33,900 SH SOLE 0 33,900 PETROBRAS ENER S ADR 71646M102 669 75,600 SH SOLE 0 75,600 PETROLEO BRASI S ADR 71654V101 10,300 484,700 SH SOLE 0 484,700 PETROLEO BRASI S ADR 71654V408 47,244 2,060,375 SH SOLE 0 2,060,375 PETSMART INC COM 716768106 6,835 300,300 SH SOLE 0 300,300 PFIZER INC COM 717081103 278,906 9,180,586 SH SOLE 0 9,180,586 PG&E CORP COM 69331C108 9,705 406,077 SH SOLE 0 406,077 PHARMACEUTICAL COM 717124101 5,645 235,300 SH SOLE 0 235,300 PHARMACEUTICAL COM 717125108 9,428 138,200 SH SOLE 0 138,200 PHARMACOPEIA I COM 71713B104 362 28,500 SH SOLE 0 28,500 PHELPS DODGE C COM 717265102 4,392 93,847 SH SOLE 0 93,847 PHILADELPHIA C COM 717528103 5,836 127,600 SH SOLE 0 127,600 PHILADELPHIA S COM 718009608 3,566 148,100 SH SOLE 0 148,100 PHILLIPS VAN H COM 718592108 1,741 116,000 SH SOLE 0 116,000 PHOENIX TECHNO COM 719153108 754 120,330 SH SOLE 0 120,330 PHOTON DYNAMIC COM 719364101 4,244 146,000 SH SOLE 0 146,000 PHOTRONICS INC COM 719405102 2,624 122,800 SH SOLE 0 122,800 PIEDMONT NAT G COM 720186105 4,988 127,900 SH SOLE 0 127,900 PIER 1 IMPORTS COM 720279108 4,494 233,600 SH SOLE 0 233,600 PINNACLE ENTMT COM 723456109 694 99,200 SH SOLE 0 99,200 PINNACLE SYS I COM 723481107 2,021 241,500 SH SOLE 0 241,500 PINNACLE WEST COM 723484101 3,068 86,420 SH SOLE 0 86,420 PIONEER NAT RE COM 723787107 7,526 295,600 SH SOLE 0 295,600 PITNEY BOWES I COM 724479100 8,193 213,792 SH SOLE 0 213,792 PLAINS RES INC COM 726540503 1,124 90,300 SH SOLE 0 90,300 PLANAR SYS INC COM 726900103 1,223 57,500 SH SOLE 0 57,500 PLANTRONICS IN COM 727493108 5,229 219,080 SH SOLE 0 219,080 PLATINUM UNDER COM G7127P100 1,478 52,600 SH SOLE 0 52,600 PLEXUS CORP COM 729132100 2,159 138,900 SH SOLE 0 138,900 PLUM CREEK TIM COM 729251108 5,235 205,780 SH SOLE 0 205,780 PMC-SIERRA INC COM 69344F106 1,801 136,580 SH SOLE 0 136,580 PMI GROUP INC COM 69344M101 6,362 188,500 SH SOLE 0 188,500 PNC FINL SVCS COM 693475105 12,769 268,364 SH SOLE 0 268,364 PNM RES INC COM 69349H107 2,395 85,400 SH SOLE 0 85,400 POGO PRODUCING COM 730448107 6,104 134,800 SH SOLE 0 134,800 POLARIS INDS I COM 731068102 6,622 89,300 SH SOLE 0 89,300 POLYCOM INC COM 73172K104 7,805 469,880 SH SOLE 0 469,880 POLYMEDICA COR COM 731738100 2,518 95,000 SH SOLE 0 95,000 POLYONE CORP COM 73179P106 1,379 350,900 SH SOLE 0 350,900 POPE & TALBOT COM 732827100 904 59,800 SH SOLE 0 59,800 POPULAR INC COM 733174106 1,317 33,100 SH SOLE 0 33,100 POSCO S ADR 693483109 1,647 57,600 SH SOLE 0 57,600 POSSIS MEDICAL COM 737407106 1,060 68,100 SH SOLE 0 68,100 POST PPTYS INC COM 737464107 681 25,000 SH SOLE 0 25,000 POTLATCH CORP COM 737628107 1,814 61,028 SH SOLE 0 61,028 POWER INTEGRAT COM 739276103 4,840 145,600 SH SOLE 0 145,600 POWER-ONE INC COM 739308104 1,842 176,940 SH SOLE 0 176,940 POWERWAVE TECH COM 739363109 1,607 242,000 SH SOLE 0 242,000 POZEN INC COM 73941U102 892 50,200 SH SOLE 0 50,200 PPG INDS INC COM 693506107 9,354 179,122 SH SOLE 0 179,122 PPL CORP COM 69351T106 6,856 167,422 SH SOLE 0 167,422 PRAXAIR INC COM 74005P104 25,503 411,678 SH SOLE 0 411,678 PRE PAID LEGAL COM 740065107 1,557 66,500 SH SOLE 0 66,500 PRECISION CAST COM 740189105 5,402 153,900 SH SOLE 0 153,900 PREMIERE TECHN CONV 74058FAC6 1,685 1,681,000 SH SOLE 0 1,681,000 PRESIDENTIAL L COM 740884101 1,707 112,200 SH SOLE 0 112,200 PRG-SCHULTZ IN COM 69357C107 2,903 511,100 SH SOLE 0 511,100 PRICE COMMUNIC COM 741437305 1,426 115,000 SH SOLE 0 115,000 PRICE T ROWE G COM 74144T108 6,830 165,460 SH SOLE 0 165,460 PRIDE INTL INC COM 74153Q102 5,660 333,900 SH SOLE 0 333,900 PRIMA ENERGY C COM 741901201 1,245 48,900 SH SOLE 0 48,900 PRIME HOSPITAL COM 741917108 1,487 171,100 SH SOLE 0 171,100 PRIMUS TELECOM COM 741929103 614 90,900 SH SOLE 0 90,900 PRINCIPAL FINA COM 74251V102 9,599 309,740 SH SOLE 0 309,740 PRIORITY HEALT CL B 74264T102 4,539 220,360 SH SOLE 0 220,360 PRIVATEBANCORP COM 742962103 997 30,100 SH SOLE 0 30,100 PROASSURANCE C COM 74267C106 3,283 127,110 SH SOLE 0 127,110 PROCTER & GAMB COM 742718109 115,494 1,244,282 SH SOLE 0 1,244,282 PROGRESS ENERG COM 743263105 10,160 228,528 SH SOLE 0 228,528 PROGRESS SOFTW COM 743312100 3,939 182,100 SH SOLE 0 182,100 PROGRESSIVE CO COM 743315103 12,461 180,306 SH SOLE 0 180,306 PROLOGIS COM 743410102 72,140 2,384,800 SH SOLE 0 2,384,800 PROTECTIVE LIF COM 743674103 5,000 167,500 SH SOLE 0 167,500 PROTEIN DESIGN COM 74369L103 3,472 247,100 SH SOLE 0 247,100 PROVIDENT BANK COM 743859100 2,664 94,015 SH SOLE 0 94,015 PROVIDENT FINL COM 743866105 6,381 228,150 SH SOLE 0 228,150 PROVIDIAN FINL CONV 74406AAA0 2,454 2,625,000 SH SOLE 0 2,625,000 PROVIDIAN FINL COM 74406A102 3,239 274,730 SH SOLE 0 274,730 PROVINCE HEALT CONV 743977AE0 1,942 2,125,000 SH SOLE 0 2,125,000 PROVINCE HEALT COM 743977100 2,414 186,400 SH SOLE 0 186,400 PRUDENTIAL FIN COM 744320102 19,309 516,840 SH SOLE 0 516,840 PS BUSINESS PK COM 69360J107 2,366 62,700 SH SOLE 0 62,700 PSS WORLD MED COM 69366A100 1,148 130,800 SH SOLE 0 130,800 PTEK HLDGS INC COM 69366M104 278 33,800 SH SOLE 0 33,800 PUBLIC STORAGE COM 74460D109 7,112 181,300 SH SOLE 0 181,300 PUBLIC SVC ENT COM 744573106 8,971 213,592 SH SOLE 0 213,592 PUGET ENERGY I COM 745310102 5,190 231,388 SH SOLE 0 231,388 PULTE HOMES IN COM 745867101 3,901 57,354 SH SOLE 0 57,354 QLOGIC CORP COM 747277101 6,139 130,580 SH SOLE 0 130,580 QRS CORP COM 74726X105 514 60,600 SH SOLE 0 60,600 QUAKER CHEM CO COM 747316107 842 36,200 SH SOLE 0 36,200 QUALCOMM INC COM 747525103 28,413 681,860 SH SOLE 0 681,860 QUANEX CORP COM 747620102 2,513 74,800 SH SOLE 0 74,800 QUANTA SVCS IN COM 74762E102 2,908 351,600 SH SOLE 0 351,600 QUANTUM CORP COM 747906204 1,157 375,600 SH SOLE 0 375,600 QUEST DIAGNOST COM 74834L100 6,778 111,775 SH SOLE 0 111,775 QUESTAR CORP COM 748356102 8,192 265,900 SH SOLE 0 265,900 QUICKSILVER RE COM 74837R104 1,507 61,700 SH SOLE 0 61,700 QUIKSILVER INC COM 74838C106 4,349 272,680 SH SOLE 0 272,680 QUILMES INDL Q S ADR 74838Y207 971 64,485 SH SOLE 0 64,485 QUOVADX INC COM 74913K106 1,388 367,300 SH SOLE 0 367,300 QWEST COMMUNIC COM 749121109 4,732 1,391,800 SH SOLE 0 1,391,800 R & G FINANCIA CL B 749136107 666 22,800 SH SOLE 0 22,800 RADIAN GROUP I COM 750236101 6,773 152,552 SH SOLE 0 152,552 RADIANT SYSTEM COM 75025N102 647 106,000 SH SOLE 0 106,000 RADIO ONE INC CL D 75040P405 906 63,100 SH SOLE 0 63,100 RADIOSHACK COR COM 750438103 5,072 178,518 SH SOLE 0 178,518 RADISYS CORP COM 750459109 1,228 68,100 SH SOLE 0 68,100 RADWARE LTD COM M81873107 998 55,000 SH SOLE 0 55,000 RAE SYS INC COM 75061P102 304 94,900 SH SOLE 0 94,900 RAILAMERICA IN COM 750753105 2,448 284,600 SH SOLE 0 284,600 RAINBOW TECHNO COM 750862104 2,206 241,320 SH SOLE 0 241,320 RALCORP HLDGS COM 751028101 3,064 110,600 SH SOLE 0 110,600 RAMCO-GERSHENS COM 751452202 2,021 79,400 SH SOLE 0 79,400 RARE HOSPITALI COM 753820109 7,746 310,950 SH SOLE 0 310,950 RAYMOND JAMES COM 754730109 8,913 245,200 SH SOLE 0 245,200 RAYONIER INC COM 754907103 5,877 144,750 SH SOLE 0 144,750 RAYTHEON CO COM 755111507 12,107 432,410 SH SOLE 0 432,410 READERS DIGEST COM 755267101 2,937 209,900 SH SOLE 0 209,900 RECKSON ASSOCS COM 75621K106 18,468 799,150 SH SOLE 0 799,150 RED HAT INC COM 756577102 4,679 467,930 SH SOLE 0 467,930 RED ROBIN GOUR COM 75689M101 1,778 69,820 SH SOLE 0 69,820 REEBOK INTL LT COM 758110100 13,069 390,932 SH SOLE 0 390,932 REGAL BELOIT C COM 758750103 1,954 95,800 SH SOLE 0 95,800 REGENCY CTRS C COM 758849103 2,112 57,300 SH SOLE 0 57,300 REGENERON PHAR COM 75886F107 3,739 211,600 SH SOLE 0 211,600 REGENT COMMUNI COM 758865109 1,611 264,100 SH SOLE 0 264,100 REGIONS FINL C COM 758940100 7,268 212,200 SH SOLE 0 212,200 REGIS CORP MIN COM 758932107 5,325 165,875 SH SOLE 0 165,875 REHABCARE GROU COM 759148109 1,049 61,500 SH SOLE 0 61,500 REINSURANCE GR COM 759351109 3,447 84,600 SH SOLE 0 84,600 RELIANCE STEEL COM 759509102 2,698 121,600 SH SOLE 0 121,600 REMEC INC COM 759543101 939 92,100 SH SOLE 0 92,100 REMINGTON OIL COM 759594302 2,277 125,430 SH SOLE 0 125,430 RENAISSANCE RE COM G7496G103 1,150 25,200 SH SOLE 0 25,200 RENAL CARE GRO COM 759930100 8,802 257,750 SH SOLE 0 257,750 RENT A CTR INC COM 76009N100 6,325 196,300 SH SOLE 0 196,300 REPUBLIC BANCO COM 760282103 2,926 219,700 SH SOLE 0 219,700 REPUBLIC SVCS COM 760759100 8,526 376,600 SH SOLE 0 376,600 RESMED INC COM 761152107 7,558 171,840 SH SOLE 0 171,840 RESOURCES CONN COM 76122Q105 2,363 98,100 SH SOLE 0 98,100 RESPIRONICS IN COM 761230101 10,612 253,700 SH SOLE 0 253,700 RETEK INC COM 76128Q109 774 114,682 SH SOLE 0 114,682 REYNOLDS & REY CL A 761695105 4,529 164,400 SH SOLE 0 164,400 REYNOLDS R J T COM 76182K105 3,268 82,640 SH SOLE 0 82,640 RF MICRODEVICE COM 749941100 3,614 391,100 SH SOLE 0 391,100 RIGGS NATL COR COM 766570105 3,040 190,500 SH SOLE 0 190,500 RIGHT MGMT CON COM 766573109 457 25,300 SH SOLE 0 25,300 RLI CORP COM 749607107 5,590 169,800 SH SOLE 0 169,800 ROADWAY CORP COM 769742107 3,716 76,200 SH SOLE 0 76,200 ROBBINS & MYER COM 770196103 1,228 55,200 SH SOLE 0 55,200 ROBERT HALF IN COM 770323103 2,849 146,120 SH SOLE 0 146,120 ROCK OF AGES C CL A 772632105 767 136,900 SH SOLE 0 136,900 ROCK-TENN CO CL A 772739207 1,945 133,400 SH SOLE 0 133,400 ROCKWELL AUTOM COM 773903109 4,589 174,814 SH SOLE 0 174,814 ROCKWELL COLLI COM 774341101 3,842 152,154 SH SOLE 0 152,154 ROGERS CORP COM 775133101 1,914 61,700 SH SOLE 0 61,700 ROHM & HAAS CO COM 775371107 7,448 222,674 SH SOLE 0 222,674 ROLLINS INC COM 775711104 1,707 95,700 SH SOLE 0 95,700 ROPER INDS INC COM 776696106 6,267 143,900 SH SOLE 0 143,900 ROSLYN BANCORP COM 778162107 3,781 160,900 SH SOLE 0 160,900 ROSS STORES IN COM 778296103 27,474 592,250 SH SOLE 0 592,250 ROTO ROOTER IN COM 778787101 1,340 37,700 SH SOLE 0 37,700 ROUSE CO COM 779273101 5,554 133,200 SH SOLE 0 133,200 ROWAN COS INC COM 779382100 5,446 221,568 SH SOLE 0 221,568 ROXIO INC COM 780008108 912 105,016 SH SOLE 0 105,016 ROYAL CARIBBEA COM V7780T103 1,054 37,500 SH SOLE 0 37,500 RPM INTL INC COM 749685103 5,032 385,325 SH SOLE 0 385,325 RSA SEC INC COM 749719100 2,189 152,200 SH SOLE 0 152,200 RTI INTL METAL COM 74973W107 838 79,700 SH SOLE 0 79,700 RUBY TUESDAY I COM 781182100 5,763 239,050 SH SOLE 0 239,050 RUDDICK CORP COM 781258108 1,523 98,000 SH SOLE 0 98,000 RUDOLPH TECHNO COM 781270103 4,635 239,670 SH SOLE 0 239,670 RUSS BERRIE & COM 782233100 2,662 79,000 SH SOLE 0 79,000 RUSSELL CORP COM 782352108 2,248 137,900 SH SOLE 0 137,900 RYANAIR HLDGS S ADR 783513104 23,357 577,430 SH SOLE 0 577,430 RYANS FAMILY S COM 783519101 2,062 161,200 SH SOLE 0 161,200 RYDER SYS INC COM 783549108 1,608 54,831 SH SOLE 0 54,831 RYERSON TULL I COM 78375P107 741 94,940 SH SOLE 0 94,940 RYLAND GROUP I COM 783764103 9,468 129,500 SH SOLE 0 129,500 S & T BANCORP COM 783859101 553 19,400 SH SOLE 0 19,400 SABRE HLDGS CO CL A 785905100 2,930 136,344 SH SOLE 0 136,344 SAFECO CORP COM 786429100 4,554 128,821 SH SOLE 0 128,821 SAFEGUARD SCIE COM 786449108 136 40,000 SH SOLE 0 40,000 SAFENET INC COM 78645R107 582 16,100 SH SOLE 0 16,100 SAFEWAY INC COM 786514208 10,123 441,300 SH SOLE 0 441,300 SAGA COMMUNICA CL A 786598102 1,188 61,375 SH SOLE 0 61,375 SAKS INC COM 79377W108 3,494 303,037 SH SOLE 0 303,037 SALTON INC COM 795757103 428 43,000 SH SOLE 0 43,000 SANDISK CORP COM 80004C101 13,540 212,500 SH SOLE 0 212,500 SANMINA SCI CO COM 800907107 4,667 483,088 SH SOLE 0 483,088 SARA LEE CORP COM 803111103 11,924 649,455 SH SOLE 0 649,455 SATYAM COMPUTE ADR 804098101 4,395 340,710 SH SOLE 0 340,710 SAUL CTRS INC COM 804395101 985 37,100 SH SOLE 0 37,100 SAVIENT PHARMA COM 80517Q100 1,149 227,500 SH SOLE 0 227,500 SAXON CAPITAL COM 80556P302 1,083 63,200 SH SOLE 0 63,200 SBC COMMUNICAT COM 78387G103 70,362 3,162,343 SH SOLE 0 3,162,343 SBS TECHNOLOGI COM 78387P103 610 56,100 SH SOLE 0 56,100 SCANA CORP NEW COM 80589M102 9,052 264,300 SH SOLE 0 264,300 SCANSOFT INC COM 80603P107 1,070 254,800 SH SOLE 0 254,800 SCANSOURCE INC COM 806037107 1,413 38,700 SH SOLE 0 38,700 SCHEIN HENRY I COM 806407102 7,367 129,900 SH SOLE 0 129,900 SCHERING PLOUG COM 806605101 21,225 1,392,726 SH SOLE 0 1,392,726 SCHLUMBERGER L COM 806857108 24,017 496,227 SH SOLE 0 496,227 SCHOLASTIC COR COM 807066105 3,093 107,430 SH SOLE 0 107,430 SCHOOL SPECIAL COM 807863105 2,023 71,700 SH SOLE 0 71,700 SCHULMAN A INC COM 808194104 3,057 192,600 SH SOLE 0 192,600 SCHWAB CHARLES COM 808513105 15,492 1,300,796 SH SOLE 0 1,300,796 SCHWEITZER-MAU COM 808541106 2,778 110,000 SH SOLE 0 110,000 SCICLONE PHARM COM 80862K104 329 41,100 SH SOLE 0 41,100 SCIENTIFIC ATL COM 808655104 5,105 163,898 SH SOLE 0 163,898 SCIENTIFIC GAM CL A 80874P109 3,939 345,510 SH SOLE 0 345,510 SCM MICROSYSTE COM 784018103 424 58,000 SH SOLE 0 58,000 SCOTTISH RE GR COM G7885T104 3,043 126,000 SH SOLE 0 126,000 SCOTTS CO CL A 810186106 8,752 160,000 SH SOLE 0 160,000 SCP POOL CORP COM 784028102 3,764 135,262 SH SOLE 0 135,262 SCPIE HLDGS IN COM 78402P104 378 37,800 SH SOLE 0 37,800 SCRIPPS E W CO CL A 811054204 757 8,900 SH SOLE 0 8,900 SCS TRANSN INC COM 81111T102 962 63,700 SH SOLE 0 63,700 SEACHANGE INTL COM 811699107 2,509 200,850 SH SOLE 0 200,850 SEACOAST BKG C COM 811707306 530 30,470 SH SOLE 0 30,470 SEACOAST FINL COM 81170Q106 2,091 100,400 SH SOLE 0 100,400 SEACOR SMIT IN COM 811904101 2,597 71,800 SH SOLE 0 71,800 SEAGATE TECHNO COM G7945J104 1,004 36,900 SH SOLE 0 36,900 SEALED AIR COR COM 81211K100 3,314 70,176 SH SOLE 0 70,176 SEARS ROEBUCK COM 812387108 12,426 284,154 SH SOLE 0 284,154 SEI INVESTMENT COM 784117103 8,173 251,100 SH SOLE 0 251,100 SELECT COMFORT COM 81616X103 1,319 49,700 SH SOLE 0 49,700 SELECT MEDICAL COM 816196109 3,646 126,600 SH SOLE 0 126,600 SELECTIVE INS COM 816300107 3,843 128,900 SH SOLE 0 128,900 SEMITOOL INC COM 816909105 1,342 168,400 SH SOLE 0 168,400 SEMPRA ENERGY COM 816851109 5,776 196,718 SH SOLE 0 196,718 SEMTECH CORP COM 816850101 6,876 371,500 SH SOLE 0 371,500 SENSIENT TECHN COM 81725T100 3,555 169,300 SH SOLE 0 169,300 SEPRACOR INC COM 817315104 5,505 199,300 SH SOLE 0 199,300 SEQUA CORPORAT CL A 817320104 950 22,200 SH SOLE 0 22,200 SERENA SOFTWAR COM 817492101 3,908 211,800 SH SOLE 0 211,800 SEROLOGICALS C COM 817523103 1,674 127,300 SH SOLE 0 127,300 SHARPER IMAGE COM 820013100 870 37,600 SH SOLE 0 37,600 SHAW GROUP INC CONV 820280AC9 1,059 1,635,000 SH SOLE 0 1,635,000 SHAW GROUP INC COM 820280105 1,518 144,400 SH SOLE 0 144,400 SHERWIN WILLIA COM 824348106 4,722 160,545 SH SOLE 0 160,545 SHOPKO STORES COM 824911101 3,332 222,100 SH SOLE 0 222,100 SHUFFLE MASTER COM 825549108 3,056 112,400 SH SOLE 0 112,400 SHURGARD STORA COM 82567D104 8,811 249,600 SH SOLE 0 249,600 SI INTL INC COM 78427V102 866 52,800 SH SOLE 0 52,800 SICOR INC COM 825846108 6,122 317,050 SH SOLE 0 317,050 SIEBEL SYS INC COM 826170102 4,600 471,320 SH SOLE 0 471,320 SIERRA HEALTH COM 826322109 2,257 109,850 SH SOLE 0 109,850 SIERRA PAC RES COM 826428104 3,206 661,100 SH SOLE 0 661,100 SIERRA WIRELES COM 826516106 609 47,050 SH SOLE 0 47,050 SIGMA ALDRICH COM 826552101 3,097 59,389 SH SOLE 0 59,389 SIGMA DESIGNS COM 826565103 1,036 119,800 SH SOLE 0 119,800 SILICON LABORA COM 826919102 5,570 124,000 SH SOLE 0 124,000 SILICON STORAG COM 827057100 542 61,900 SH SOLE 0 61,900 SILICON VY BAN COM 827064106 2,114 76,600 SH SOLE 0 76,600 SILICONIX INC COM 827079203 990 19,700 SH SOLE 0 19,700 SIMON PPTY GRO COM 828806109 55,942 1,283,660 SH SOLE 0 1,283,660 SIMPSON MANUFA COM 829073105 5,091 124,500 SH SOLE 0 124,500 SINCLAIR BROAD CL A 829226109 1,317 128,700 SH SOLE 0 128,700 SIRIUS SATELLI COM 82966U103 2,213 1,215,900 SH SOLE 0 1,215,900 SIX FLAGS INC COM 83001P109 1,034 196,500 SH SOLE 0 196,500 SK TELECOM LTD S ADR 78440P108 3,008 168,610 SH SOLE 0 168,610 SKILLSOFT PLC S ADR 830928107 691 92,700 SH SOLE 0 92,700 SKYLINE CORP COM 830830105 1,031 32,200 SH SOLE 0 32,200 SKYWEST INC COM 830879102 8,258 476,769 SH SOLE 0 476,769 SKYWORKS SOLUT COM 83088M102 6,644 730,100 SH SOLE 0 730,100 SL GREEN RLTY COM 78440X101 3,824 105,900 SH SOLE 0 105,900 SLM CORP COM 78442P106 14,706 377,460 SH SOLE 0 377,460 SM&A COM 78465D105 1,140 98,900 SH SOLE 0 98,900 SMITH A O COM 831865209 3,602 128,600 SH SOLE 0 128,600 SMITH INTL INC COM 832110100 7,642 212,400 SH SOLE 0 212,400 SMITHFIELD FOO COM 832248108 4,445 231,500 SH SOLE 0 231,500 SMUCKER J M CO COM 832696405 4,468 105,987 SH SOLE 0 105,987 SNAP ON INC COM 833034101 1,846 66,746 SH SOLE 0 66,746 SOLA INTL INC COM 834092108 1,520 95,000 SH SOLE 0 95,000 SOLECTRON CORP COM 834182107 4,849 828,874 SH SOLE 0 828,874 SONIC CORP COM 835451105 5,526 219,300 SH SOLE 0 219,300 SONOCO PRODS C COM 835495102 4,510 205,460 SH SOLE 0 205,460 SONY CORP ADR 835699307 418 12,000 SH SOLE 0 12,000 SOTHEBYS HLDGS CL A 835898107 1,413 130,600 SH SOLE 0 130,600 SOURCECORP COM 836167106 1,440 61,900 SH SOLE 0 61,900 SOUTH FINL GRO COM 837841105 7,716 308,267 SH SOLE 0 308,267 SOUTHERN CO COM 842587107 20,368 693,959 SH SOLE 0 693,959 SOUTHERN UN CO COM 844030106 4,739 278,787 SH SOLE 0 278,787 SOUTHTRUST COR COM 844730101 9,396 320,020 SH SOLE 0 320,020 SOUTHWEST AIRL COM 844741108 13,283 750,449 SH SOLE 0 750,449 SOUTHWEST BANC COM 84476R109 6,313 173,000 SH SOLE 0 173,000 SOUTHWEST GAS COM 844895102 2,935 129,300 SH SOLE 0 129,300 SOUTHWESTERN E COM 845467109 4,778 264,000 SH SOLE 0 264,000 SOVEREIGN BANC COM 845905108 13,489 727,195 SH SOLE 0 727,195 SPDR TR COM 78462F103 69,994 700,292 SH SOLE 0 700,292 SPECIALTY LABO COM 84749R100 377 28,900 SH SOLE 0 28,900 SPECTRUM CTL I COM 847615101 278 40,600 SH SOLE 0 40,600 SPHERION CORP COM 848420105 1,585 227,732 SH SOLE 0 227,732 SPINNAKER EXPL COM 84855W109 3,050 127,100 SH SOLE 0 127,100 SPORTS AUTH IN COM 84917U109 982 31,200 SH SOLE 0 31,200 SPRINT CORP COM 852061100 12,904 854,592 SH SOLE 0 854,592 SPRINT CORP COM 852061506 4,869 849,806 SH SOLE 0 849,806 SPS TECHNOLOGI COM 784626103 2,232 49,600 SH SOLE 0 49,600 SPSS INC COM 78462K102 1,118 66,300 SH SOLE 0 66,300 SPX CORP COM 784635104 7,358 162,506 SH SOLE 0 162,506 SRA INTL INC CL A 78464R105 462 12,350 SH SOLE 0 12,350 ST JOE CO COM 790148100 407 12,700 SH SOLE 0 12,700 ST JUDE MED IN COM 790849103 7,655 142,364 SH SOLE 0 142,364 ST MARY LD & E COM 792228108 3,712 146,600 SH SOLE 0 146,600 ST PAUL COS IN COM 792860108 8,029 216,812 SH SOLE 0 216,812 STAKE TECHNOLO COM 852559103 2,433 262,700 SH SOLE 0 262,700 STANCORP FINL COM 852891100 4,263 74,200 SH SOLE 0 74,200 STANDARD MICRO COM 853626109 1,735 64,300 SH SOLE 0 64,300 STANDARD MTR P COM 853666105 763 75,500 SH SOLE 0 75,500 STANDARD PAC C COM 85375C101 5,950 157,000 SH SOLE 0 157,000 STANDARD REGIS COM 853887107 1,796 108,200 SH SOLE 0 108,200 STANDEX INTL C COM 854231107 1,120 46,100 SH SOLE 0 46,100 STANLEY WKS COM 854616109 2,381 80,666 SH SOLE 0 80,666 STAPLES INC COM 855030102 12,167 510,355 SH SOLE 0 510,355 STARBUCKS CORP COM 855244109 9,264 321,680 SH SOLE 0 321,680 STARTEK INC COM 85569C107 1,747 54,600 SH SOLE 0 54,600 STARWOOD HOTEL COM 85590A203 16,982 487,990 SH SOLE 0 487,990 STATE FINL SVC CL A 856855101 404 16,300 SH SOLE 0 16,300 STATE STR CORP COM 857477103 14,148 314,408 SH SOLE 0 314,408 STATEN IS BANC COM 857550107 4,359 224,100 SH SOLE 0 224,100 STATION CASINO COM 857689103 1,248 40,800 SH SOLE 0 40,800 STEAK N SHAKE COM 857873103 1,541 103,454 SH SOLE 0 103,454 STEEL DYNAMICS COM 858119100 2,779 182,700 SH SOLE 0 182,700 STEEL TECHNOLO COM 858147101 468 37,500 SH SOLE 0 37,500 STEIN MART INC COM 858375108 860 159,300 SH SOLE 0 159,300 STERICYCLE INC COM 858912108 5,770 122,122 SH SOLE 0 122,122 STERIS CORP COM 859152100 4,302 186,900 SH SOLE 0 186,900 STERLING BANCS COM 858907108 2,019 169,250 SH SOLE 0 169,250 STEWART & STEV COM 860342104 1,645 109,500 SH SOLE 0 109,500 STEWART ENTERP CL A 860370105 382 100,400 SH SOLE 0 100,400 STEWART INFORM COM 860372101 1,934 68,500 SH SOLE 0 68,500 STILLWATER MNG COM 86074Q102 459 72,779 SH SOLE 0 72,779 STONE ENERGY C COM 861642106 3,560 100,900 SH SOLE 0 100,900 STORAGE TECHNO COM 862111200 6,441 266,800 SH SOLE 0 266,800 STRAYER ED INC COM 863236105 3,404 35,200 SH SOLE 0 35,200 STRIDE RITE CO COM 863314100 1,633 151,200 SH SOLE 0 151,200 STRYKER CORP COM 863667101 14,327 190,240 SH SOLE 0 190,240 STURM RUGER & COM 864159108 1,063 103,000 SH SOLE 0 103,000 SUMMIT PPTYS I COM 866239106 1,779 78,300 SH SOLE 0 78,300 SUN BANCORP IN COM 86663B102 1,787 81,205 SH SOLE 0 81,205 SUN COMMUNITIE COM 866674104 1,564 39,700 SH SOLE 0 39,700 SUN MICROSYSTE COM 866810104 10,843 3,275,976 SH SOLE 0 3,275,976 SUNGARD DATA S COM 867363103 9,483 360,420 SH SOLE 0 360,420 SUNOCO INC COM 86764P109 2,888 71,798 SH SOLE 0 71,798 SUNRISE SENIOR COM 86768K106 2,809 107,100 SH SOLE 0 107,100 SUNTRUST BKS I COM 867914103 16,250 269,168 SH SOLE 0 269,168 SUPERIOR ENERG COM 868157108 1,754 179,000 SH SOLE 0 179,000 SUPERIOR INDS COM 868168105 6,115 150,800 SH SOLE 0 150,800 SUPERTEX INC COM 868532102 872 48,600 SH SOLE 0 48,600 SUPERVALU INC COM 868536103 3,654 153,148 SH SOLE 0 153,148 SUPPORTSOFT IN COM 868587106 1,794 160,350 SH SOLE 0 160,350 SURMODICS INC COM 868873100 2,659 99,100 SH SOLE 0 99,100 SUSQUEHANNA BA COM 869099101 3,909 152,100 SH SOLE 0 152,100 SWIFT ENERGY C COM 870738101 1,479 104,800 SH SOLE 0 104,800 SWIFT TRANSN C COM 870756103 4,016 176,980 SH SOLE 0 176,980 SWS GROUP INC COM 78503N107 1,279 64,867 SH SOLE 0 64,867 SYBASE INC COM 871130100 4,210 247,500 SH SOLE 0 247,500 SYBRON DENTAL COM 871142105 3,660 146,000 SH SOLE 0 146,000 SYCAMORE NETWO COM 871206108 933 190,400 SH SOLE 0 190,400 SYLVAN LEARNIN COM 871399101 4,431 161,650 SH SOLE 0 161,650 SYMANTEC CORP COM 871503108 41,876 662,700 SH SOLE 0 662,700 SYMBOL TECHNOL COM 871508107 2,569 214,950 SH SOLE 0 214,950 SYNOPSYS INC COM 871607107 11,094 358,928 SH SOLE 0 358,928 SYNOVUS FINL C COM 87161C105 7,203 288,242 SH SOLE 0 288,242 SYSCO CORP COM 871829107 17,616 538,560 SH SOLE 0 538,560 SYSTEMS & COMP COM 871873105 1,349 129,200 SH SOLE 0 129,200 TAIWAN SEMICON S ADR 874039100 10,573 976,248 SH SOLE 0 976,248 TAKE-TWO INTER COM 874054109 6,545 191,600 SH SOLE 0 191,600 TALISMAN ENERG COM 87425E103 313 6,600 SH SOLE 0 6,600 TALX CORP COM 874918105 1,281 51,700 SH SOLE 0 51,700 TARGET CORP COM 87612E106 76,713 2,038,612 SH SOLE 0 2,038,612 TARO PHARMACEU COM M8737E108 3,945 70,290 SH SOLE 0 70,290 TAUBMAN CTRS I COM 876664103 4,251 216,900 SH SOLE 0 216,900 TAYLOR CAP GRO COM 876851106 284 12,300 SH SOLE 0 12,300 TBC CORP COM 872180104 2,082 83,100 SH SOLE 0 83,100 TCF FINL CORP COM 872275102 8,199 171,000 SH SOLE 0 171,000 TECH DATA CORP COM 878237106 4,865 157,700 SH SOLE 0 157,700 TECHNE CORP COM 878377100 6,224 195,800 SH SOLE 0 195,800 TECHNITROL INC COM 878555101 2,830 153,700 SH SOLE 0 153,700 TECO ENERGY IN COM 872375100 2,287 165,480 SH SOLE 0 165,480 TECUMSEH PRODS CL A 878895200 1,470 39,400 SH SOLE 0 39,400 TEKELEC COM 879101103 2,953 188,200 SH SOLE 0 188,200 TEKTRONIX INC COM 879131100 3,547 143,316 SH SOLE 0 143,316 TELE CELULAR S S ADR 879238103 1,192 126,900 SH SOLE 0 126,900 TELE NORTE LES S ADR 879246106 7,528 540,000 SH SOLE 0 540,000 TELECOMUNICACO S ADR 879287308 5,396 167,673 SH SOLE 0 167,673 TELEDYNE TECHN COM 879360105 1,791 123,100 SH SOLE 0 123,100 TELEFLEX INC COM 879369106 4,208 96,900 SH SOLE 0 96,900 TELEFONICA S A S ADR 879382208 496 14,000 SH SOLE 0 14,000 TELEFONOS DE M S ADR 879403780 51,843 1,697,001 SH SOLE 0 1,697,001 TELEPHONE & DA COM 879433100 6,881 121,700 SH SOLE 0 121,700 TELIK INC COM 87959M109 3,885 193,581 SH SOLE 0 193,581 TELLABS INC COM 879664100 3,479 510,688 SH SOLE 0 510,688 TEMPLE INLAND COM 879868107 2,490 51,278 SH SOLE 0 51,278 TENARIS S A S ADR 88031M109 3,037 115,388 SH SOLE 0 115,388 TENET HEALTHCA COM 88033G100 6,523 450,480 SH SOLE 0 450,480 TERADYNE INC COM 880770102 3,603 193,700 SH SOLE 0 193,700 TETRA TECH INC COM 88162G103 5,045 252,506 SH SOLE 0 252,506 TETRA TECHNOLO COM 88162F105 3,101 150,405 SH SOLE 0 150,405 TEVA PHARMACEU ADR 881624209 2,839 49,634 SH SOLE 0 49,634 TEXAS INDS INC COM 882491103 1,990 80,900 SH SOLE 0 80,900 TEXAS INSTRS I COM 882508104 54,615 2,395,411 SH SOLE 0 2,395,411 TEXTRON INC COM 883203101 5,207 131,983 SH SOLE 0 131,983 THERAGENICS CO COM 883375107 653 114,500 SH SOLE 0 114,500 THERASENSE INC COM 883381105 652 52,100 SH SOLE 0 52,100 THERMO ELECTRO COM 883556102 3,444 158,705 SH SOLE 0 158,705 THERMOGENESIS COM 883623209 452 145,000 SH SOLE 0 145,000 THOMAS & BETTS COM 884315102 816 51,471 SH SOLE 0 51,471 THOMAS INDS IN COM 884425109 1,879 65,900 SH SOLE 0 65,900 THOR INDS INC COM 885160101 18,469 341,900 SH SOLE 0 341,900 THQ INC COM 872443403 2,415 147,500 SH SOLE 0 147,500 THREE FIVE SYS COM 88554L108 958 173,949 SH SOLE 0 173,949 TIDEWATER INC COM 886423102 3,637 128,500 SH SOLE 0 128,500 TIFFANY & CO N COM 886547108 4,850 129,920 SH SOLE 0 129,920 TIMBERLAND CO CL A 887100105 5,740 134,560 SH SOLE 0 134,560 TIMKEN CO COM 887389104 4,990 327,400 SH SOLE 0 327,400 TITAN CORP COM 888266103 3,551 170,400 SH SOLE 0 170,400 TIVO INC COM 888706108 674 91,000 SH SOLE 0 91,000 TJX COS INC NE COM 872540109 8,326 428,724 SH SOLE 0 428,724 TOLL BROTHERS COM 889478103 5,187 170,500 SH SOLE 0 170,500 TOLLGRADE COMM COM 889542106 837 52,100 SH SOLE 0 52,100 TOO INC COM 890333107 2,308 156,700 SH SOLE 0 156,700 TOOTSIE ROLL I COM 890516107 3,409 109,952 SH SOLE 0 109,952 TORCHMARK CORP COM 891027104 4,445 109,367 SH SOLE 0 109,367 TORO CO COM 891092108 4,230 94,000 SH SOLE 0 94,000 TOTAL SYS SVCS COM 891906109 622 23,600 SH SOLE 0 23,600 TOWER AUTOMOTI COM 891707101 969 215,400 SH SOLE 0 215,400 TOYOTA MOTOR C S ADR 892331307 381 6,400 SH SOLE 0 6,400 TOYS R US INC COM 892335100 2,377 197,600 SH SOLE 0 197,600 TRACTOR SUPPLY COM 892356106 5,404 164,700 SH SOLE 0 164,700 TRANSACTION SY CL A 893416107 1,572 94,900 SH SOLE 0 94,900 TRANSOCEAN INC COM G90078109 6,507 325,359 SH SOLE 0 325,359 TRANSWITCH COR COM 894065101 448 180,800 SH SOLE 0 180,800 TRAVELERS PPTY CL B 89420G406 15,100 950,868 SH SOLE 0 950,868 TREDEGAR CORP COM 894650100 2,193 145,700 SH SOLE 0 145,700 TREX INC COM 89531P105 1,438 46,300 SH SOLE 0 46,300 TRIAD GTY INC COM 895925105 1,276 26,000 SH SOLE 0 26,000 TRIAD HOSPITAL COM 89579K109 7,683 253,718 SH SOLE 0 253,718 TRIARC COS INC CL A 895927101 385 38,200 SH SOLE 0 38,200 TRIARC COS INC CL B 895927309 3,119 299,900 SH SOLE 0 299,900 TRIBUNE CO NEW COM 896047107 13,801 300,678 SH SOLE 0 300,678 TRICO BANCSHAR COM 896095106 269 9,400 SH SOLE 0 9,400 TRIMBLE NAVIGA COM 896239100 3,713 161,100 SH SOLE 0 161,100 TRINITY INDS I COM 896522109 15,675 606,400 SH SOLE 0 606,400 TRIQUINT SEMIC COM 89674K103 1,609 284,700 SH SOLE 0 284,700 TRIUMPH GROUP COM 896818101 2,312 77,600 SH SOLE 0 77,600 TRIZEC PROPERT COM 89687P107 912 74,400 SH SOLE 0 74,400 TRIZETTO GROUP COM 896882107 350 52,300 SH SOLE 0 52,300 TRUSTCO BK COR COM 898349105 3,512 284,139 SH SOLE 0 284,139 TTM TECHNOLOGI COM 87305R109 1,141 79,500 SH SOLE 0 79,500 TUESDAY MORNIN COM 899035505 694 24,920 SH SOLE 0 24,920 TUPPERWARE COR COM 899896104 611 45,643 SH SOLE 0 45,643 TXU CORP COM 873168108 7,264 308,327 SH SOLE 0 308,327 TYCO INTL LTD COM 902124106 38,736 1,896,055 SH SOLE 0 1,896,055 TYSON FOODS IN CL A 902494103 10,506 743,554 SH SOLE 0 743,554 U S I HLDGS COM 90333H101 1,740 133,770 SH SOLE 0 133,770 UCBH HOLDINGS COM 90262T308 7,153 236,700 SH SOLE 0 236,700 UGC EUROPE INC COM 90268P102 8,962 170,942 SH SOLE 0 170,942 UGI CORP NEW COM 902681105 4,723 163,250 SH SOLE 0 163,250 UICI COM 902737105 3,002 239,400 SH SOLE 0 239,400 UIL HLDG CORP COM 902748102 1,942 55,500 SH SOLE 0 55,500 ULTIMATE ELECT COM 903849107 526 56,000 SH SOLE 0 56,000 ULTRA PETROLEU COM 903914109 424 30,400 SH SOLE 0 30,400 ULTRAPAR PARTI S ADR 90400P101 1,257 120,600 SH SOLE 0 120,600 ULTRATECH INC COM 904034105 2,466 87,400 SH SOLE 0 87,400 UMB FINL CORP COM 902788108 1,712 36,300 SH SOLE 0 36,300 UNIBANCO-UNIAO GDR 90458E107 6,607 333,686 SH SOLE 0 333,686 UNIFI INC COM 904677101 548 114,200 SH SOLE 0 114,200 UNION PAC CORP COM 907818108 14,099 242,368 SH SOLE 0 242,368 UNION PLANTERS COM 908068109 6,013 190,040 SH SOLE 0 190,040 UNISOURCE ENER COM 909205106 3,007 158,100 SH SOLE 0 158,100 UNISYS CORP COM 909214108 3,573 264,085 SH SOLE 0 264,085 UNIT CORP COM 909218109 3,438 182,500 SH SOLE 0 182,500 UNITED BANKSHA COM 909907107 4,738 158,200 SH SOLE 0 158,200 UNITED DEFENSE COM 91018B104 1,622 57,150 SH SOLE 0 57,150 UNITED DOMINIO COM 910197102 4,664 254,700 SH SOLE 0 254,700 UNITED MICROEL S ADR 910873207 10,622 2,355,266 SH SOLE 0 2,355,266 UNITED NAT FOO COM 911163103 3,653 110,050 SH SOLE 0 110,050 UNITED ONLINE COM 911268100 1,604 46,100 SH SOLE 0 46,100 UNITED PARCEL CL B 911312106 60,225 943,960 SH SOLE 0 943,960 UNITED RENTALS COM 911363109 2,627 163,300 SH SOLE 0 163,300 UNITED STATES COM 912909108 2,149 116,914 SH SOLE 0 116,914 UNITED STATION COM 913004107 4,779 126,800 SH SOLE 0 126,800 UNITED TECHNOL COM 913017109 52,606 680,715 SH SOLE 0 680,715 UNITED THERAPE COM 91307C102 1,503 66,550 SH SOLE 0 66,550 UNITEDHEALTH G COM 91324P102 62,495 1,241,960 SH SOLE 0 1,241,960 UNITRIN INC COM 913275103 4,365 143,300 SH SOLE 0 143,300 UNIVERSAL AMER COM 913377107 474 53,600 SH SOLE 0 53,600 UNIVERSAL COMP COM 913431102 2,180 101,300 SH SOLE 0 101,300 UNIVERSAL CORP COM 913456109 2,229 52,900 SH SOLE 0 52,900 UNIVERSAL DISP COM 91347P105 654 62,900 SH SOLE 0 62,900 UNIVERSAL ELEC COM 913483103 1,445 125,000 SH SOLE 0 125,000 UNIVERSAL FST COM 913543104 1,668 68,000 SH SOLE 0 68,000 UNIVERSAL HLTH CL B 913903100 7,071 143,000 SH SOLE 0 143,000 UNIVISION COMM CL A 914906102 8,513 266,620 SH SOLE 0 266,620 UNOCAL CORP COM 915289102 7,802 247,537 SH SOLE 0 247,537 UNUMPROVIDENT COM 91529Y106 4,783 323,865 SH SOLE 0 323,865 URBAN OUTFITTE COM 917047102 3,883 149,000 SH SOLE 0 149,000 URS CORP NEW COM 903236107 2,590 133,488 SH SOLE 0 133,488 US BANCORP DEL COM 902973304 44,404 1,850,939 SH SOLE 0 1,850,939 US ONCOLOGY IN COM 90338W103 2,406 329,100 SH SOLE 0 329,100 USEC INC COM 90333E108 1,713 262,300 SH SOLE 0 262,300 USF CORP COM 91729Q101 3,295 104,300 SH SOLE 0 104,300 UST INC COM 902911106 4,914 139,680 SH SOLE 0 139,680 V F CORP COM 918204108 4,065 104,464 SH SOLE 0 104,464 VALASSIS COMMU COM 918866104 2,915 110,400 SH SOLE 0 110,400 VALERO ENERGY COM 91913Y100 11,041 288,500 SH SOLE 0 288,500 VALMONT INDS I COM 920253101 1,801 91,000 SH SOLE 0 91,000 VALSPAR CORP COM 920355104 4,996 107,100 SH SOLE 0 107,100 VALUECLICK INC COM 92046N102 1,679 199,850 SH SOLE 0 199,850 VARCO INTL INC COM 922122106 5,594 330,821 SH SOLE 0 330,821 VARIAN INC COM 922206107 3,858 123,000 SH SOLE 0 123,000 VARIAN MED SYS COM 92220P105 8,329 144,900 SH SOLE 0 144,900 VARIAN SEMICON COM 922207105 7,183 191,800 SH SOLE 0 191,800 VAXGEN INC COM 922390208 378 31,300 SH SOLE 0 31,300 VCA ANTECH INC COM 918194101 2,966 125,950 SH SOLE 0 125,950 VECTREN CORP COM 92240G101 3,741 158,366 SH SOLE 0 158,366 VEECO INSTRS I COM 922417100 4,058 203,400 SH SOLE 0 203,400 VENTANA MED SY COM 92276H106 656 16,300 SH SOLE 0 16,300 VENTAS INC COM 92276F100 2,116 123,600 SH SOLE 0 123,600 VERISIGN INC COM 92343E102 4,285 318,379 SH SOLE 0 318,379 VERITAS DGC IN COM 92343P107 1,022 128,100 SH SOLE 0 128,100 VERITAS SOFTWA COM 923436109 12,782 405,523 SH SOLE 0 405,523 VERITY INC COM 92343C106 4,176 318,500 SH SOLE 0 318,500 VERIZON COMMUN COM 92343V104 86,340 2,661,521 SH SOLE 0 2,661,521 VERTEX PHARMAC CONV 92532FAD2 2,941 3,480,000 SH SOLE 0 3,480,000 VERTEX PHARMAC COM 92532F100 3,014 245,080 SH SOLE 0 245,080 VIACOM INC CL B 925524308 93,437 2,439,603 SH SOLE 0 2,439,603 VIAD CORP COM 92552R109 5,476 229,300 SH SOLE 0 229,300 VIASAT INC COM 92552V100 2,467 138,300 SH SOLE 0 138,300 VIASYS HEALTHC COM 92553Q209 3,171 157,000 SH SOLE 0 157,000 VICOR CORP COM 925815102 1,525 159,900 SH SOLE 0 159,900 VICURON PHARMA COM 926471103 1,437 81,200 SH SOLE 0 81,200 VINTAGE PETE I COM 927460105 3,081 283,200 SH SOLE 0 283,200 VIRAGE LOGIC C COM 92763R104 380 50,000 SH SOLE 0 50,000 VISHAY INTERTE COM 928298108 7,481 426,996 SH SOLE 0 426,996 VISTACARE INC CL A 92839Y109 790 25,000 SH SOLE 0 25,000 VISTEON CORP COM 92839U107 598 90,566 SH SOLE 0 90,566 VISX INC DEL COM 92844S105 2,871 150,700 SH SOLE 0 150,700 VITAL SIGNS IN COM 928469105 1,436 49,400 SH SOLE 0 49,400 VOLT INFORMATI COM 928703107 960 58,200 SH SOLE 0 58,200 VORNADO RLTY T COM 929042109 4,199 87,400 SH SOLE 0 87,400 VULCAN MATLS C COM 929160109 3,875 97,100 SH SOLE 0 97,100 W HLDG CO INC COM 929251106 680 38,000 SH SOLE 0 38,000 WABASH NATL CO COM 929566107 3,764 236,000 SH SOLE 0 236,000 WABTEC CORP COM 929740108 1,277 80,550 SH SOLE 0 80,550 WACHOVIA CORP COM 929903102 52,724 1,280,015 SH SOLE 0 1,280,015 WADDELL & REED CL A 930059100 4,139 175,600 SH SOLE 0 175,600 WAL MART STORE COM 931142103 250,612 4,487,238 SH SOLE 0 4,487,238 WALGREEN CO COM 931422109 46,216 1,508,354 SH SOLE 0 1,508,354 WASHINGTON FED COM 938824109 3,727 147,900 SH SOLE 0 147,900 WASHINGTON MUT COM 939322103 34,983 888,562 SH SOLE 0 888,562 WASHINGTON POS CL B 939640108 14,431 21,700 SH SOLE 0 21,700 WASTE CONNECTI COM 941053100 6,004 171,100 SH SOLE 0 171,100 WASTE MGMT INC COM 94106L109 14,786 565,009 SH SOLE 0 565,009 WATERS CORP COM 941848103 5,083 185,300 SH SOLE 0 185,300 WATSCO INC COM 942622200 1,903 99,600 SH SOLE 0 99,600 WATSON PHARMAC COM 942683103 4,758 114,140 SH SOLE 0 114,140 WATSON WYATT & CL A 942712100 4,261 189,300 SH SOLE 0 189,300 WATTS INDS INC CL A 942749102 1,838 104,300 SH SOLE 0 104,300 WAUSAU-MOSINEE COM 943315101 1,335 109,358 SH SOLE 0 109,358 WAYPOINT FINL COM 946756103 2,587 129,010 SH SOLE 0 129,010 WD-40 CO COM 929236107 2,026 63,700 SH SOLE 0 63,700 WEATHERFORD IN COM G95089101 10,527 278,630 SH SOLE 0 278,630 WEBEX COMMUNIC COM 94767L109 3,093 163,800 SH SOLE 0 163,800 WEBMETHODS INC COM 94768C108 2,885 359,700 SH SOLE 0 359,700 WEBSENSE INC COM 947684106 1,798 84,100 SH SOLE 0 84,100 WEBSTER FINL C COM 947890109 4,762 119,416 SH SOLE 0 119,416 WELLMAN INC COM 949702104 916 122,000 SH SOLE 0 122,000 WELLPOINT HEAL COM 94973H108 28,761 373,128 SH SOLE 0 373,128 WELLS FARGO & COM 949746101 83,179 1,615,135 SH SOLE 0 1,615,135 WELLSFORD REAL COM 950240200 1,206 69,850 SH SOLE 0 69,850 WENDYS INTL IN COM 950590109 3,504 108,491 SH SOLE 0 108,491 WERNER ENTERPR COM 950755108 3,834 167,000 SH SOLE 0 167,000 WESCO INTL INC COM 95082P105 454 86,800 SH SOLE 0 86,800 WEST MARINE IN COM 954235107 1,154 60,600 SH SOLE 0 60,600 WESTAMERICA BA COM 957090103 3,087 69,400 SH SOLE 0 69,400 WESTAR ENERGY COM 95709T100 2,828 153,300 SH SOLE 0 153,300 WESTCORP INC COM 957907108 1,055 30,200 SH SOLE 0 30,200 WESTELL TECHNO CL A 957541105 1,424 190,100 SH SOLE 0 190,100 WESTERN DIGITA COM 958102105 1,368 106,100 SH SOLE 0 106,100 WESTERN GAS RE COM 958259103 3,260 85,800 SH SOLE 0 85,800 WESTPORT RES C COM 961418100 1,259 53,500 SH SOLE 0 53,500 WESTWOOD ONE I COM 961815107 6,482 214,700 SH SOLE 0 214,700 WET SEAL INC CL A 961840105 3,682 366,400 SH SOLE 0 366,400 WEYERHAEUSER C COM 962166104 12,624 215,975 SH SOLE 0 215,975 WGL HLDGS INC COM 92924F106 3,442 124,800 SH SOLE 0 124,800 W-H ENERGY SVC COM 92925E108 2,626 147,500 SH SOLE 0 147,500 WHIRLPOOL CORP COM 963320106 3,803 56,118 SH SOLE 0 56,118 WHITE ELECTR D COM 963801105 1,418 131,950 SH SOLE 0 131,950 WHITEHALL JEWE COM 965063100 220 19,600 SH SOLE 0 19,600 WHITNEY HLDG C COM 966612103 5,243 154,200 SH SOLE 0 154,200 WHOLE FOODS MK COM 966837106 6,961 126,100 SH SOLE 0 126,100 WILD OATS MARK COM 96808B107 1,271 116,300 SH SOLE 0 116,300 WILLIAMS COS I COM 969457100 4,586 486,866 SH SOLE 0 486,866 WILLIAMS SONOM COM 969904101 8,178 303,100 SH SOLE 0 303,100 WILMINGTON TRU COM 971807102 4,306 140,000 SH SOLE 0 140,000 WILSON GREATBA COM 972232102 6,365 176,570 SH SOLE 0 176,570 WIND RIVER SYS COM 973149107 964 169,391 SH SOLE 0 169,391 WINN DIXIE STO COM 974280109 1,265 131,107 SH SOLE 0 131,107 WINNEBAGO INDS COM 974637100 4,124 92,500 SH SOLE 0 92,500 WINTRUST FINAN COM 97650W108 3,761 99,500 SH SOLE 0 99,500 WIRELESS FACIL COM 97653A103 2,191 183,800 SH SOLE 0 183,800 WISCONSIN ENER COM 976657106 7,600 248,600 SH SOLE 0 248,600 WMS INDS INC COM 929297109 3,231 142,600 SH SOLE 0 142,600 WOLVERINE TUBE COM 978093102 200 47,200 SH SOLE 0 47,200 WOLVERINE WORL COM 978097103 4,480 230,925 SH SOLE 0 230,925 WOODWARD GOVER COM 980745103 2,868 66,100 SH SOLE 0 66,100 WORTHINGTON IN COM 981811102 1,420 113,086 SH SOLE 0 113,086 WPS RESOURCES COM 92931B106 2,839 68,900 SH SOLE 0 68,900 WRIGLEY WM JR COM 982526105 10,344 187,052 SH SOLE 0 187,052 WYETH COM 983024100 50,991 1,106,098 SH SOLE 0 1,106,098 WYNN RESORTS L COM 983134107 1,375 75,630 SH SOLE 0 75,630 XCEL ENERGY IN COM 98389B100 5,860 378,785 SH SOLE 0 378,785 XEROX CORP COM 984121103 6,569 640,256 SH SOLE 0 640,256 XILINX INC COM 983919101 9,573 336,710 SH SOLE 0 336,710 XL CAP LTD CL A G98255105 37,955 490,120 SH SOLE 0 490,120 XM SATELLITE R CL A 983759101 2,582 166,600 SH SOLE 0 166,600 XOMA LTD COM G9825R107 455 60,800 SH SOLE 0 60,800 X-RITE INC COM 983857103 894 78,600 SH SOLE 0 78,600 XTO ENERGY INC COM 98385X106 8,934 425,633 SH SOLE 0 425,633 YAHOO INC COM 984332106 18,469 521,880 SH SOLE 0 521,880 YANKEE CANDLE COM 984757104 1,968 77,250 SH SOLE 0 77,250 YARDVILLE NATL COM 985021104 1,033 49,300 SH SOLE 0 49,300 YELLOW CORP COM 985509108 7,553 253,300 SH SOLE 0 253,300 YORK INTL CORP COM 986670107 4,521 130,700 SH SOLE 0 130,700 YUM BRANDS INC COM 988498101 7,334 247,588 SH SOLE 0 247,588 ZALE CORP NEW COM 988858106 20,300 457,100 SH SOLE 0 457,100 ZEBRA TECHNOLO CL A 989207105 10,605 206,000 SH SOLE 0 206,000 ZENITH NATL IN COM 989390109 2,006 72,100 SH SOLE 0 72,100 ZIMMER HLDGS I COM 98956P102 10,598 192,340 SH SOLE 0 192,340 ZIONS BANCORPO COM 989701107 5,438 97,120 SH SOLE 0 97,120 ZIX CORP COM 98974P100 705 87,000 SH SOLE 0 87,000 ZOLL MED CORP COM 989922109 2,375 74,100 SH SOLE 0 74,100 ZORAN CORP COM 98975F101 611 31,200 SH SOLE 0 31,200
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