-----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, B9CrJa435iJfennKInIM82qZCsIDJBhDHMNlNfTeZxY1z9PyqBJXHrKnSxyW8YbL H+Jd3nyqrqlxsP7dkYQGrg== 0001083190-03-000009.txt : 20030806 0001083190-03-000009.hdr.sgml : 20030806 20030806104258 ACCESSION NUMBER: 0001083190-03-000009 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030630 FILED AS OF DATE: 20030806 EFFECTIVENESS DATE: 20030806 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: 03825284 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 q22003.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 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 August 6, 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: 2,080 Form 13F Information Table Value Total: $16,235,638 (in 000s) List of Other Included Managers: N/A AS OF JUNE 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 772 92,000 SH SOLE 0 92,000 3COM CORP COM 885535104 3,939 843,439 SH SOLE 0 843,439 3M CO COM 88579Y101 43,601 338,044 SH SOLE 0 338,044 4 KIDS ENTMT I COM 350865101 1,521 81,800 SH SOLE 0 81,800 99 CENTS ONLY COM 65440K106 5,641 164,366 SH SOLE 0 164,366 A C MOORE ARTS COM 00086T103 2,634 130,900 SH SOLE 0 130,900 A D C TELECOMM COM 000886101 2,643 1,149,190 SH SOLE 0 1,149,190 AAR CORP COM 000361105 1,007 142,600 SH SOLE 0 142,600 AARON RENTS IN COM 002535201 3,437 133,200 SH SOLE 0 133,200 ABBOTT LABS COM 002824100 57,285 1,309,073 SH SOLE 0 1,309,073 ABERCROMBIE & CL A 002896207 7,134 251,100 SH SOLE 0 251,100 ABGENIX INC COM 00339B107 1,329 127,130 SH SOLE 0 127,130 ABLE LABORATOR COM 00371N407 573 29,100 SH SOLE 0 29,100 ABM INDS INC COM 000957100 3,393 220,300 SH SOLE 0 220,300 ACADIA RLTY TR COM 004239109 705 77,100 SH SOLE 0 77,100 ACCREDO HEALTH COM 00437V104 4,629 213,825 SH SOLE 0 213,825 ACE COMM CORP COM 004404109 496 511,265 SH SOLE 0 511,265 ACE LTD COM G0070K103 8,533 248,840 SH SOLE 0 248,840 ACTEL CORP COM 004934105 2,910 141,400 SH SOLE 0 141,400 ACTION PERFORM COM 004933107 1,518 79,900 SH SOLE 0 79,900 ACTIVISION INC COM 004930202 3,755 291,775 SH SOLE 0 291,775 ACUITY BRANDS COM 00508Y102 3,376 185,800 SH SOLE 0 185,800 ACXIOM CORP COM 005125109 3,047 199,800 SH SOLE 0 199,800 ADAPTEC INC COM 00651F108 3,815 479,900 SH SOLE 0 479,900 ADMINISTAFF IN COM 007094105 2,678 260,000 SH SOLE 0 260,000 ADOBE SYS INC COM 00724F101 6,185 192,864 SH SOLE 0 192,864 ADOLOR CORP COM 00724X102 470 38,300 SH SOLE 0 38,300 ADTRAN INC COM 00738A106 5,694 110,300 SH SOLE 0 110,300 ADVANCED AUTO COM 00751Y106 914 15,000 SH SOLE 0 15,000 ADVANCED DIGIT COM 007525108 2,569 259,000 SH SOLE 0 259,000 ADVANCED ENERG COM 007973100 2,771 193,800 SH SOLE 0 193,800 ADVANCED FIBRE COM 00754A105 4,799 293,000 SH SOLE 0 293,000 ADVANCED MARKE COM 00753T105 1,109 85,300 SH SOLE 0 85,300 ADVANCED MEDIC COM 00763M108 3,468 203,400 SH SOLE 0 203,400 ADVANCED MICRO COM 007903107 2,066 322,374 SH SOLE 0 322,374 ADVANCED NEURO COM 00757T101 603 11,700 SH SOLE 0 11,700 ADVANCED SEMIC S ADR 00756M404 396 135,000 SH SOLE 0 135,000 ADVANCEPCS COM 00790K109 8,836 231,000 SH SOLE 0 231,000 ADVENT SOFTWAR COM 007974108 1,275 74,500 SH SOLE 0 74,500 ADVISORY BRD C COM 00762W107 1,345 33,400 SH SOLE 0 33,400 ADVO INC COM 007585102 5,812 130,900 SH SOLE 0 130,900 AEROFLEX INC COM 007768104 3,560 463,600 SH SOLE 0 463,600 AEROPOSTALE COM 007865108 668 31,100 SH SOLE 0 31,100 AES CORP COM 00130H105 3,228 508,277 SH SOLE 0 508,277 AETNA INC NEW COM 00817Y108 8,907 147,949 SH SOLE 0 147,949 AFC ENTERPRISE COM 00104Q107 2,081 127,100 SH SOLE 0 127,100 AFFILIATED COM CL A 008190100 15,397 336,700 SH SOLE 0 336,700 AFFILIATED MAN COM 008252108 4,151 68,100 SH SOLE 0 68,100 AFFYMETRIX INC COM 00826T108 350 17,770 SH SOLE 0 17,770 AFLAC INC COM 001055102 15,039 489,080 SH SOLE 0 489,080 AFTERMARKET TE COM 008318107 795 75,000 SH SOLE 0 75,000 AGCO CORP COM 001084102 3,758 220,050 SH SOLE 0 220,050 AGILE SOFTWARE COM 00846X105 2,050 212,700 SH SOLE 0 212,700 AGILENT TECHNO COM 00846U101 8,732 446,671 SH SOLE 0 446,671 AGL RES INC COM 001204106 5,140 202,050 SH SOLE 0 202,050 AGRIUM INC COM 008916108 430 39,200 SH SOLE 0 39,200 AIR PRODS & CH COM 009158106 9,113 219,052 SH SOLE 0 219,052 AIRBORNE INC COM 009269101 2,360 112,900 SH SOLE 0 112,900 AIRGAS INC COM 009363102 5,788 345,557 SH SOLE 0 345,557 AIRTRAN HLDGS COM 00949P108 4,440 424,100 SH SOLE 0 424,100 AK STL HLDG CO COM 001547108 914 252,600 SH SOLE 0 252,600 ALARIS MED INC COM 011637105 918 70,900 SH SOLE 0 70,900 ALASKA AIR GRO COM 011659109 1,330 62,000 SH SOLE 0 62,000 ALBANY INTL CO CL A 012348108 6,151 224,500 SH SOLE 0 224,500 ALBEMARLE CORP COM 012653101 3,314 118,500 SH SOLE 0 118,500 ALBERTO CULVER CONV 013068101 2,384 46,660 SH SOLE 0 46,660 ALBERTO CULVER CL A 013068200 2,111 42,400 SH SOLE 0 42,400 ALBERTSONS INC COM 013104104 6,869 357,749 SH SOLE 0 357,749 ALCATEL S ADR 013904305 311 34,700 SH SOLE 0 34,700 ALCOA INC COM 013817101 22,202 870,674 SH SOLE 0 870,674 ALEXANDER & BA COM 014482103 2,516 96,400 SH SOLE 0 96,400 ALEXANDRIA REA COM 015271109 718 15,950 SH SOLE 0 15,950 ALIGN TECHNOLO COM 016255101 1,047 83,100 SH SOLE 0 83,100 ALKERMES INC COM 01642T108 2,312 217,700 SH SOLE 0 217,700 ALLEGHENY ENER COM 017361106 1,002 118,540 SH SOLE 0 118,540 ALLEGHENY TECH COM 01741R102 489 74,055 SH SOLE 0 74,055 ALLEGIANT BANC COM 017476102 854 42,300 SH SOLE 0 42,300 ALLEN TELECOM COM 018091108 2,270 137,400 SH SOLE 0 137,400 ALLERGAN INC COM 018490102 8,810 114,268 SH SOLE 0 114,268 ALLETE INC COM 018522102 5,323 200,500 SH SOLE 0 200,500 ALLIANCE CAP M PART 01855A101 694 19,000 SH SOLE 0 19,000 ALLIANCE DATA COM 018581108 2,569 109,800 SH SOLE 0 109,800 ALLIANCE GAMIN COM 01859P609 1,571 83,100 SH SOLE 0 83,100 ALLIANCE SEMIC COM 01877H100 782 160,200 SH SOLE 0 160,200 ALLIANT ENERGY COM 018802108 4,110 215,985 SH SOLE 0 215,985 ALLIANT TECHSY COM 018804104 10,945 210,837 SH SOLE 0 210,837 ALLIED IRISH B S ADR 019228402 296 9,900 SH SOLE 0 9,900 ALLIED WASTE I COM 019589308 1,922 191,260 SH SOLE 0 191,260 ALLMERICA FINL COM 019754100 2,227 123,800 SH SOLE 0 123,800 ALLSTATE CORP COM 020002101 23,946 671,700 SH SOLE 0 671,700 ALLTEL CORP COM 020039103 14,333 297,244 SH SOLE 0 297,244 ALPHARMA INC CL A 020813101 5,385 249,300 SH SOLE 0 249,300 ALTERA CORP COM 021441100 6,259 380,940 SH SOLE 0 380,940 ALTIRIS INC COM 02148M100 1,039 52,000 SH SOLE 0 52,000 ALTRIA GROUP I COM 02209S103 76,334 1,679,883 SH SOLE 0 1,679,883 AMAZON COM INC COM 023135106 523 14,400 SH SOLE 0 14,400 AMB PROPERTY C COM 00163T109 10,696 379,700 SH SOLE 0 379,700 AMBAC FINL GRO COM 023139108 6,628 100,040 SH SOLE 0 100,040 AMC ENTMT INC COM 001669100 944 82,520 SH SOLE 0 82,520 AMCORE FINL IN COM 023912108 2,785 119,900 SH SOLE 0 119,900 AMDOCS LTD COM G02602103 1,986 82,770 SH SOLE 0 82,770 AMERADA HESS C COM 023551104 4,131 83,990 SH SOLE 0 83,990 AMEREN CORP COM 023608102 6,656 150,933 SH SOLE 0 150,933 AMERICA MOVIL S ADR 02364W105 1,026 54,720 SH SOLE 0 54,720 AMERICAN CAPIT COM 024937104 1,736 69,400 SH SOLE 0 69,400 AMERICAN EAGLE COM 02553E106 4,146 225,350 SH SOLE 0 225,350 AMERICAN ELEC COM 025537101 11,246 377,017 SH SOLE 0 377,017 AMERICAN EXPRE COM 025816109 66,833 1,598,486 SH SOLE 0 1,598,486 AMERICAN FINL COM 025932104 3,694 162,000 SH SOLE 0 162,000 AMERICAN GREET CL A 026375105 13,021 662,989 SH SOLE 0 662,989 AMERICAN HEALT COM 02649V104 2,500 69,400 SH SOLE 0 69,400 AMERICAN HOME COM 02660M108 1,001 51,700 SH SOLE 0 51,700 AMERICAN INTL COM 026874107 164,095 2,973,812 SH SOLE 0 2,973,812 AMERICAN ITALI CL A 027070101 5,277 126,700 SH SOLE 0 126,700 AMERICAN MED S COM 02744M108 2,476 146,500 SH SOLE 0 146,500 AMERICAN MGMT COM 027352103 2,703 188,900 SH SOLE 0 188,900 AMERICAN PHARM COM 02886P109 1,939 57,190 SH SOLE 0 57,190 AMERICAN PWR C COM 029066107 3,217 206,060 SH SOLE 0 206,060 AMERICAN STD C COM 029712106 4,386 59,320 SH SOLE 0 59,320 AMERICAN STS W COM 029899101 3,477 127,346 SH SOLE 0 127,346 AMERICAN TOWER CL A 029912201 2,150 242,950 SH SOLE 0 242,950 AMERICREDIT CO COM 03060R101 3,111 363,900 SH SOLE 0 363,900 AMERIGROUP COR COM 03073T102 4,720 126,870 SH SOLE 0 126,870 AMERISOURCEBER COM 03073E105 7,243 104,440 SH SOLE 0 104,440 AMERUS GROUP C COM 03072M108 2,565 91,000 SH SOLE 0 91,000 AMETEK INC NEW COM 031100100 3,093 84,400 SH SOLE 0 84,400 AMGEN INC COM 031162100 113,744 1,724,960 SH SOLE 0 1,724,960 AMKOR TECHNOLO COM 031652100 3,901 296,400 SH SOLE 0 296,400 AMN HEALTHCARE COM 001744101 419 33,000 SH SOLE 0 33,000 AMPHENOL CORP CL A 032095101 1,409 30,100 SH SOLE 0 30,100 AMR CORP COM 001765106 1,652 150,200 SH SOLE 0 150,200 AMSOUTH BANCOR COM 032165102 7,554 345,898 SH SOLE 0 345,898 AMSURG CORP COM 03232P405 4,723 154,710 SH SOLE 0 154,710 AMYLIN PHARMAC COM 032346108 467 21,240 SH SOLE 0 21,240 ANADARKO PETE COM 032511107 10,945 246,121 SH SOLE 0 246,121 ANALOG DEVICES COM 032654105 10,652 305,920 SH SOLE 0 305,920 ANALOGIC CORP COM 032657207 2,919 59,800 SH SOLE 0 59,800 ANCHOR BANCORP COM 032839102 2,614 109,400 SH SOLE 0 109,400 ANDREW CORP COM 034425108 1,233 131,997 SH SOLE 0 131,997 ANDRX CORP DEL COM 034553107 970 48,600 SH SOLE 0 48,600 ANGELICA CORP COM 034663104 4,829 284,900 SH SOLE 0 284,900 ANGLO AMERN PL ADR 03485P102 1,257 81,850 SH SOLE 0 81,850 ANHEUSER BUSCH COM 035229103 35,403 693,498 SH SOLE 0 693,498 ANIXTER INTL I COM 035290105 5,122 218,600 SH SOLE 0 218,600 ANNTAYLOR STOR COM 036115103 7,706 266,200 SH SOLE 0 266,200 ANSYS INC COM 03662Q105 2,080 66,300 SH SOLE 0 66,300 ANTHEM INC COM 03674B104 10,944 141,860 SH SOLE 0 141,860 ANTHRACITE CAP COM 037023108 4,351 360,792 SH SOLE 0 360,792 AOL TIME WARNE COM 00184A105 69,373 4,311,539 SH SOLE 0 4,311,539 AON CORP COM 037389103 7,067 293,471 SH SOLE 0 293,471 APACHE CORP COM 037411105 10,408 159,972 SH SOLE 0 159,972 APARTMENT INVT CL A 03748R101 51,329 1,483,500 SH SOLE 0 1,483,500 APOGEE ENTERPR COM 037598109 1,082 121,700 SH SOLE 0 121,700 APOGENT TECHNO COM 03760A101 4,622 231,100 SH SOLE 0 231,100 APOLLO GROUP I CL A 037604105 10,231 165,550 SH SOLE 0 165,550 APOLLO GROUP I COM 037604204 1,051 20,900 SH SOLE 0 20,900 APPLE COMPUTER COM 037833100 6,454 338,632 SH SOLE 0 338,632 APPLEBEES INTL COM 037899101 4,911 156,238 SH SOLE 0 156,238 APPLERA CORP COM 038020103 3,810 200,208 SH SOLE 0 200,208 APPLERA CORP COM 038020202 943 91,400 SH SOLE 0 91,400 APPLICA INC COM 03815A106 894 105,200 SH SOLE 0 105,200 APPLIED FILMS COM 038197109 5,025 194,300 SH SOLE 0 194,300 APPLIED INDL T COM 03820C105 2,496 118,300 SH SOLE 0 118,300 APPLIED MATLS COM 038222105 25,230 1,592,776 SH SOLE 0 1,592,776 APPLIED MICRO COM 03822W109 2,313 382,920 SH SOLE 0 382,920 APRIA HEALTHCA COM 037933108 5,994 240,900 SH SOLE 0 240,900 APTARGROUP INC COM 038336103 5,792 160,900 SH SOLE 0 160,900 AQUANTIVE INC COM 03839G105 874 83,200 SH SOLE 0 83,200 AQUILA INC COM 03840P102 1,093 423,450 SH SOLE 0 423,450 ARACRUZ CELULO S ADR 038496204 3,162 150,149 SH SOLE 0 150,149 ARBITRON INC COM 03875Q108 5,294 148,300 SH SOLE 0 148,300 ARCH CAP GROUP COM G0450A105 2,314 66,720 SH SOLE 0 66,720 ARCH CHEMICALS COM 03937R102 1,920 100,500 SH SOLE 0 100,500 ARCH COAL INC COM 039380100 5,436 236,550 SH SOLE 0 236,550 ARCHER DANIELS COM 039483102 8,443 656,033 SH SOLE 0 656,033 ARCHSTONE SMIT COM 039583109 54,295 2,262,275 SH SOLE 0 2,262,275 ARCTIC CAT INC COM 039670104 1,876 98,800 SH SOLE 0 98,800 ARDEN RLTY INC COM 039793104 47,265 1,821,400 SH SOLE 0 1,821,400 ARGOSY GAMING COM 040228108 2,725 130,300 SH SOLE 0 130,300 ARKANSAS BEST COM 040790107 2,625 111,200 SH SOLE 0 111,200 ARMOR HOLDINGS COM 042260109 2,472 184,500 SH SOLE 0 184,500 ARQULE INC COM 04269E107 259 62,800 SH SOLE 0 62,800 ARRAY BIOPHARM COM 04269X105 528 168,600 SH SOLE 0 168,600 ARRIS GROUP IN COM 04269Q100 1,171 236,000 SH SOLE 0 236,000 ARROW ELECTRS COM 042735100 10,278 674,400 SH SOLE 0 674,400 ARROW INTL INC COM 042764100 806 18,100 SH SOLE 0 18,100 ARTESYN TECHNO COM 043127109 970 173,200 SH SOLE 0 173,200 ARTHROCARE COR COM 043136100 1,529 94,000 SH SOLE 0 94,000 ARTISAN COMPON COM 042923102 1,688 75,200 SH SOLE 0 75,200 ARVINMERITOR I COM 043353101 3,217 159,399 SH SOLE 0 159,399 ASE TEST LTD COM Y02516105 1,733 315,180 SH SOLE 0 315,180 ASHLAND INC COM 044204105 2,007 65,411 SH SOLE 0 65,411 ASHWORTH INC COM 04516H101 411 58,000 SH SOLE 0 58,000 ASK JEEVES INC COM 045174109 904 66,200 SH SOLE 0 66,200 ASM INTL N V COM N07045102 791 53,200 SH SOLE 0 53,200 ASML HLDG NV COM N07059111 1,377 143,890 SH SOLE 0 143,890 ASSOCIATED BAN COM 045487105 6,305 172,208 SH SOLE 0 172,208 ASTEC INDS INC COM 046224101 768 88,100 SH SOLE 0 88,100 ASTORIA FINL C COM 046265104 5,354 191,700 SH SOLE 0 191,700 ASTROPOWER INC COM 04644A101 197 58,360 SH SOLE 0 58,360 AT RD INC COM 04648K105 1,197 109,600 SH SOLE 0 109,600 AT&T CORP COM 001957505 14,412 748,687 SH SOLE 0 748,687 AT&T WIRELESS COM 00209A106 21,120 2,572,470 SH SOLE 0 2,572,470 ATHEROGENICS I COM 047439104 2,542 170,250 SH SOLE 0 170,250 ATLANTIC COAST COM 048396105 5,414 406,800 SH SOLE 0 406,800 ATMEL CORP COM 049513AE4 192 510,000 SH SOLE 0 510,000 ATMEL CORP COM 049513104 4,099 1,613,900 SH SOLE 0 1,613,900 ATMI INC COM 00207R101 6,686 267,980 SH SOLE 0 267,980 ATMOS ENERGY C COM 049560105 5,516 222,400 SH SOLE 0 222,400 ATRIX LABS INC COM 04962L101 444 20,200 SH SOLE 0 20,200 ATWOOD OCEANIC COM 050095108 2,720 100,200 SH SOLE 0 100,200 AUDIOVOX CORP CL A 050757103 1,139 102,500 SH SOLE 0 102,500 AUTODESK INC COM 052769106 5,030 311,064 SH SOLE 0 311,064 AUTOMATIC DATA COM 053015103 17,935 529,680 SH SOLE 0 529,680 AUTONATION INC COM 05329W102 5,765 366,700 SH SOLE 0 366,700 AUTOZONE INC COM 053332102 5,742 75,587 SH SOLE 0 75,587 AVALONBAY CMNT COM 053484101 58,720 1,377,122 SH SOLE 0 1,377,122 AVAYA INC COM 053499109 2,043 316,322 SH SOLE 0 316,322 AVERY DENNISON COM 053611109 5,543 110,416 SH SOLE 0 110,416 AVID TECHNOLOG COM 05367P100 6,239 176,600 SH SOLE 0 176,600 AVISTA CORP COM 05379B107 3,054 215,800 SH SOLE 0 215,800 AVNET INC COM 053807103 23,499 1,853,239 SH SOLE 0 1,853,239 AVOCENT CORP COM 053893103 6,002 200,788 SH SOLE 0 200,788 AVON PRODS INC COM 054303102 13,122 210,972 SH SOLE 0 210,972 AXCELIS TECHNO COM 054540109 2,691 440,400 SH SOLE 0 440,400 AXEDA SYSTEMS COM 054959101 264 186,092 SH SOLE 0 186,092 AZTAR CORP COM 054802103 5,030 312,200 SH SOLE 0 312,200 BAKER HUGHES I COM 057224107 28,614 852,364 SH SOLE 0 852,364 BAKER MICHAEL COM 057149106 268 25,000 SH SOLE 0 25,000 BALDOR ELEC CO COM 057741100 3,545 172,100 SH SOLE 0 172,100 BALL CORP COM 058498106 2,074 45,578 SH SOLE 0 45,578 BALLY TOTAL FI COM 05873K108 1,304 144,400 SH SOLE 0 144,400 BANC CORP COM 05944B103 204 31,000 SH SOLE 0 31,000 BANCFIRST CORP COM 05945F103 2,061 39,900 SH SOLE 0 39,900 BANCO BRADESCO S ADR 059460204 8,833 472,878 SH SOLE 0 472,878 BANCO ITAU HLD S ADR 059602201 11,232 331,336 SH SOLE 0 331,336 BANDAG INC COM 059815100 1,226 32,900 SH SOLE 0 32,900 BANDAG INC CL A 059815308 418 11,900 SH SOLE 0 11,900 BANK HAWAII CO COM 062540109 4,661 140,600 SH SOLE 0 140,600 BANK MONTREAL COM 063671101 314 9,900 SH SOLE 0 9,900 BANK NEW YORK COM 064057102 21,639 752,660 SH SOLE 0 752,660 BANK OF AMERIC COM 060505104 131,406 1,662,740 SH SOLE 0 1,662,740 BANK OF THE OZ COM 063904106 442 11,500 SH SOLE 0 11,500 BANK ONE CORP COM 06423A103 40,496 1,089,197 SH SOLE 0 1,089,197 BANKATLANTIC B CL A 065908501 3,076 258,700 SH SOLE 0 258,700 BANKNORTH GROU COM 06646R107 9,662 378,600 SH SOLE 0 378,600 BANKUNITED FIN CL A 06652B103 4,881 243,100 SH SOLE 0 243,100 BANTA CORP COM 066821109 1,903 58,800 SH SOLE 0 58,800 BARD C R INC COM 067383109 3,959 55,518 SH SOLE 0 55,518 BARNES & NOBLE COM 067774109 3,485 151,200 SH SOLE 0 151,200 BARNES GROUP I COM 067806109 2,154 99,000 SH SOLE 0 99,000 BARR LABS INC COM 068306109 12,061 184,140 SH SOLE 0 184,140 BARRA INC COM 068313105 3,967 110,900 SH SOLE 0 110,900 BASSETT FURNIT COM 070203104 682 51,900 SH SOLE 0 51,900 BAUSCH & LOMB COM 071707103 1,874 49,986 SH SOLE 0 49,986 BAXTER INTL IN COM 071813109 13,538 520,692 SH SOLE 0 520,692 BAY VIEW CAP C COM 07262L101 977 169,100 SH SOLE 0 169,100 BB&T CORP COM 054937107 15,343 447,330 SH SOLE 0 447,330 BEAR STEARNS C COM 073902108 6,941 95,844 SH SOLE 0 95,844 BEARINGPOINT I COM 074002106 665 68,900 SH SOLE 0 68,900 BEAZER HOMES U COM 07556Q105 2,113 25,300 SH SOLE 0 25,300 BECKMAN COULTE COM 075811109 6,807 167,500 SH SOLE 0 167,500 BECTON DICKINS COM 075887109 8,245 212,224 SH SOLE 0 212,224 BED BATH & BEY COM 075896100 10,560 272,020 SH SOLE 0 272,020 BEI TECHNOLOGI COM 05538P104 780 65,100 SH SOLE 0 65,100 BEL FUSE INC CL B 077347300 1,113 49,100 SH SOLE 0 49,100 BELDEN INC COM 077459105 6,145 386,700 SH SOLE 0 386,700 BELL MICROPROD COM 078137106 233 54,580 SH SOLE 0 54,580 BELLSOUTH CORP COM 079860102 47,428 1,780,993 SH SOLE 0 1,780,993 BELO CORP COM 080555105 5,885 263,200 SH SOLE 0 263,200 BEMIS INC COM 081437105 2,358 50,389 SH SOLE 0 50,389 BENCHMARK ELEC COM 08160H101 4,955 161,100 SH SOLE 0 161,100 BERKLEY W R CO COM 084423102 7,815 148,300 SH SOLE 0 148,300 BERKSHIRE HATH CL B 084670207 7,533 3,100 SH SOLE 0 3,100 BEST BUY INC COM 086516101 12,161 276,900 SH SOLE 0 276,900 BIG LOTS INC COM 089302103 24,523 1,630,538 SH SOLE 0 1,630,538 BIOGEN INC COM 090597105 4,662 122,780 SH SOLE 0 122,780 BIOLASE TECHNO COM 090911108 354 32,800 SH SOLE 0 32,800 BIOMARIN PHARM COM 09061G101 902 92,450 SH SOLE 0 92,450 BIOMET INC COM 090613100 6,236 217,289 SH SOLE 0 217,289 BIOSITE INC COM 090945106 5,410 112,290 SH SOLE 0 112,290 BIOSPHERE MEDI COM 09066V103 617 102,800 SH SOLE 0 102,800 BIOVAIL CORP COM 09067J109 3,777 80,265 SH SOLE 0 80,265 BISYS GROUP IN COM 055472104 8,877 483,250 SH SOLE 0 483,250 BJ SVCS CO COM 055482103 4,834 129,400 SH SOLE 0 129,400 BJS WHOLESALE COM 05548J106 2,941 195,300 SH SOLE 0 195,300 BLACK & DECKER COM 091797100 2,886 66,413 SH SOLE 0 66,413 BLACK BOX CORP COM 091826107 4,143 114,700 SH SOLE 0 114,700 BLACK HILLS CO COM 092113109 5,267 171,550 SH SOLE 0 171,550 BLACKROCK INC CL A 09247X101 1,306 29,000 SH SOLE 0 29,000 BLOCK H & R IN COM 093671105 6,611 152,862 SH SOLE 0 152,862 BLOCKBUSTER IN CL A 093679108 730 43,300 SH SOLE 0 43,300 BLUE RHINO COR COM 095811105 554 46,200 SH SOLE 0 46,200 BLYTH INC COM 09643P108 3,631 133,500 SH SOLE 0 133,500 BMC SOFTWARE I COM 055921100 3,735 228,750 SH SOLE 0 228,750 BOB EVANS FARM COM 096761101 2,287 81,700 SH SOLE 0 81,700 BOEING CO COM 097023105 28,059 817,574 SH SOLE 0 817,574 BOISE CASCADE COM 097383103 1,275 53,353 SH SOLE 0 53,353 BOK FINL CORP COM 05561Q201 1,967 50,968 SH SOLE 0 50,968 BORDERS GROUP COM 099709107 5,244 297,800 SH SOLE 0 297,800 BORG WARNER IN COM 099724106 4,901 76,100 SH SOLE 0 76,100 BORLAND SOFTWA COM 099849101 665 67,900 SH SOLE 0 67,900 BOSTON COMMUNI COM 100582105 1,366 80,800 SH SOLE 0 80,800 BOSTON PRIVATE COM 101119105 2,142 101,400 SH SOLE 0 101,400 BOSTON PROPERT COM 101121101 9,185 209,700 SH SOLE 0 209,700 BOSTON SCIENTI COM 101137107 43,909 718,648 SH SOLE 0 718,648 BOWATER INC COM 102183100 4,827 128,900 SH SOLE 0 128,900 BOWNE & CO INC COM 103043105 1,961 150,500 SH SOLE 0 150,500 BOYD GAMING CO COM 103304101 1,113 64,500 SH SOLE 0 64,500 BP PLC S ADR 055622104 983 23,400 SH SOLE 0 23,400 BRADY CORP CL A 104674106 3,458 103,700 SH SOLE 0 103,700 BRANDYWINE RLT COM 105368203 3,683 149,600 SH SOLE 0 149,600 BRIGGS & STRAT COM 109043109 6,176 122,300 SH SOLE 0 122,300 BRIGHAM EXPLOR COM 109178103 101 20,190 SH SOLE 0 20,190 BRINKER INTL I COM 109641100 10,028 278,400 SH SOLE 0 278,400 BRINKS CO COM 109696104 1,840 126,277 SH SOLE 0 126,277 BRISTOL MYERS COM 110122108 44,802 1,650,148 SH SOLE 0 1,650,148 BROADCOM CORP CL A 111320107 5,655 227,000 SH SOLE 0 227,000 BROOKFIELD PPT COM 112900105 7,599 357,600 SH SOLE 0 357,600 BROOKS AUTOMAT COM 114340102 1,871 165,000 SH SOLE 0 165,000 BROOKSTONE INC COM 114537103 1,100 55,000 SH SOLE 0 55,000 BROOKTROUT INC COM 114580103 442 56,100 SH SOLE 0 56,100 BROWN & BROWN COM 115236101 5,655 174,000 SH SOLE 0 174,000 BROWN FORMAN C CL B 115637209 3,912 49,757 SH SOLE 0 49,757 BROWN SHOE INC COM 115736100 2,366 79,400 SH SOLE 0 79,400 BROWN TOM INC COM 115660201 4,902 176,400 SH SOLE 0 176,400 BRUNSWICK CORP COM 117043109 3,012 120,404 SH SOLE 0 120,404 BRUSH ENGINEER COM 117421107 619 74,100 SH SOLE 0 74,100 BUCKEYE TECHNO COM 118255108 1,125 165,500 SH SOLE 0 165,500 BUILDING MATLS COM 120113105 880 59,400 SH SOLE 0 59,400 BUNGE 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SOLE 0 621,900 CAL DIVE INTL COM 127914109 4,596 211,000 SH SOLE 0 211,000 CALLAWAY GOLF COM 131193104 3,021 228,500 SH SOLE 0 228,500 CALPINE CORP COM 131347106 3,077 466,280 SH SOLE 0 466,280 CAMBREX CORP COM 132011107 3,140 136,400 SH SOLE 0 136,400 CAMPBELL SOUP COM 134429109 8,297 338,637 SH SOLE 0 338,637 CANADIAN NATL COM 136375102 362 7,500 SH SOLE 0 7,500 CAPITAL AUTOMO COM 139733109 6,580 235,100 SH SOLE 0 235,100 CAPITAL ONE FI COM 14040H105 10,558 214,680 SH SOLE 0 214,680 CAPTARIS INC COM 14071N104 466 135,600 SH SOLE 0 135,600 CARAUSTAR INDS COM 140909102 2,024 252,700 SH SOLE 0 252,700 CARBO CERAMICS COM 140781105 2,581 69,300 SH SOLE 0 69,300 CARDINAL HEALT COM 14149Y108 45,364 705,502 SH SOLE 0 705,502 CARDIODYNAMICS COM 141597104 1,148 337,577 SH SOLE 0 337,577 CAREER EDUCATI COM 141665109 7,411 108,500 SH SOLE 0 108,500 CAREMARK RX IN COM 141705103 357 13,900 SH SOLE 0 13,900 CARLISLE COS I COM 142339100 3,782 89,700 SH SOLE 0 89,700 CARMAX INC COM 143130102 7,248 240,400 SH SOLE 0 240,400 CARNIVAL CORP COM 143658300 19,955 613,820 SH SOLE 0 613,820 CARPENTER TECH COM 144285103 2,335 149,700 SH SOLE 0 149,700 CARRAMERICA RL COM 144418100 1,135 40,800 SH SOLE 0 40,800 CARREKER CORP COM 144433109 278 62,880 SH SOLE 0 62,880 CASCADE NAT GA COM 147339105 947 49,600 SH SOLE 0 49,600 CASEYS GEN STO COM 147528103 3,137 222,200 SH SOLE 0 222,200 CASH AMER INTL COM 14754D100 1,433 108,433 SH SOLE 0 108,433 CASTLE A M & C COM 148411101 405 61,820 SH SOLE 0 61,820 CATALINA MARKE COM 148867104 2,196 124,400 SH SOLE 0 124,400 CATAPULT COMMU COM 149016107 604 57,600 SH SOLE 0 57,600 CATERPILLAR IN COM 149123101 20,010 359,512 SH SOLE 0 359,512 CATO CORP NEW CL A 149205106 2,401 113,900 SH SOLE 0 113,900 CBL & ASSOC PP COM 124830100 3,036 70,600 SH SOLE 0 70,600 CBRL GROUP INC COM 12489V106 4,472 115,100 SH SOLE 0 115,100 CEC ENTMT INC COM 125137109 4,473 121,125 SH SOLE 0 121,125 CELANESE AG COM D1497A101 18,650 777,100 SH SOLE 0 777,100 CELGENE CORP COM 151020104 1,391 45,850 SH SOLE 0 45,850 CENDANT CORP COM 151313103 36,220 1,977,068 SH SOLE 0 1,977,068 CENTENE CORP D COM 15135B101 2,662 69,100 SH SOLE 0 69,100 CENTERPOINT EN COM 15189T107 2,305 282,856 SH SOLE 0 282,856 CENTEX CONSTRU COM 15231R109 858 21,400 SH SOLE 0 21,400 CENTEX CORP COM 152312104 17,312 222,542 SH SOLE 0 222,542 CENTRAL PAC FI COM 154760102 2,546 91,900 SH SOLE 0 91,900 CENTRAL PKG CO COM 154785109 1,997 161,550 SH SOLE 0 161,550 CENTRAL VT PUB COM 155771108 1,036 53,000 SH SOLE 0 53,000 CENTURY ALUM C COM 156431108 660 94,300 SH SOLE 0 94,300 CENTURYTEL INC COM 156700106 5,198 149,140 SH SOLE 0 149,140 CEPHALON INC COM 156708109 10,193 248,300 SH SOLE 0 248,300 CERADYNE INC COM 156710105 2,094 112,600 SH SOLE 0 112,600 CERIDIAN CORP COM 156779100 5,851 344,800 SH SOLE 0 344,800 CERNER CORP COM 156782104 3,632 159,300 SH SOLE 0 159,300 CERTEGY INC COM 156880106 4,260 153,506 SH SOLE 0 153,506 CH ENERGY GROU COM 12541M102 3,191 70,900 SH SOLE 0 70,900 CHAMPION ENTER COM 158496109 9,540 1,841,700 SH SOLE 0 1,841,700 CHARLES RIV LA COM 159864107 3,958 123,000 SH SOLE 0 123,000 CHARMING SHOPP COM 161133103 14,472 2,990,000 SH SOLE 0 2,990,000 CHARTER ONE FI COM 160903100 6,734 215,968 SH SOLE 0 215,968 CHATEAU CMNTYS COM 161726104 2,196 74,200 SH SOLE 0 74,200 CHECK POINT SO COM M22465104 7,499 384,550 SH SOLE 0 384,550 CHECKFREE CORP COM 162813109 6,604 235,860 SH SOLE 0 235,860 CHECKPOINT SYS COM 162825103 2,070 146,300 SH SOLE 0 146,300 CHEESECAKE FAC COM 163072101 4,276 119,300 SH SOLE 0 119,300 CHELSEA PPTY G COM 163421100 1,915 47,500 SH SOLE 0 47,500 CHESAPEAKE COR COM 165159104 1,497 68,500 SH SOLE 0 68,500 CHESAPEAKE ENE COM 165167107 4,200 415,880 SH SOLE 0 415,880 CHEVRONTEXACO COM 166764100 73,847 1,022,808 SH SOLE 0 1,022,808 CHICAGO BRIDGE COM 167250109 2,413 106,400 SH SOLE 0 106,400 CHICAGO MERCAN CL A 167760107 1,490 21,400 SH SOLE 0 21,400 CHICOS FAS INC COM 168615102 7,033 334,100 SH SOLE 0 334,100 CHILDRENS PL R COM 168905107 3,899 193,800 SH SOLE 0 193,800 CHINA MOBILE H S ADR 16941M109 1,919 163,000 SH SOLE 0 163,000 CHINA TELECOM S ADR 169426103 3,167 139,286 SH SOLE 0 139,286 CHIPPAC INC CL A 169657103 2,387 313,700 SH SOLE 0 313,700 CHIRON CORP COM 170040109 7,288 166,160 SH SOLE 0 166,160 CHITTENDEN COR COM 170228100 4,461 163,100 SH SOLE 0 163,100 CHOICEPOINT IN COM 170388102 6,979 202,166 SH SOLE 0 202,166 CHRISTOPHER & COM 171046105 4,387 118,600 SH SOLE 0 118,600 CHUBB CORP COM 171232101 11,490 191,493 SH SOLE 0 191,493 CHURCH & DWIGH COM 171340102 3,057 93,400 SH SOLE 0 93,400 CIBER INC COM 17163B102 3,709 528,300 SH SOLE 0 528,300 CIENA CORP CONV 171779AA9 2,208 2,660,000 SH SOLE 0 2,660,000 CIENA CORP COM 171779101 2,130 411,900 SH SOLE 0 411,900 CIGNA CORP COM 125509109 6,263 133,419 SH SOLE 0 133,419 CIMA LABS INC COM 171796105 1,724 64,100 SH SOLE 0 64,100 CIMAREX ENERGY COM 171798101 5,637 237,347 SH SOLE 0 237,347 CINCINNATI BEL COM 171871106 4,108 613,100 SH SOLE 0 613,100 CINCINNATI FIN COM 172062101 5,653 152,614 SH SOLE 0 152,614 CINERGY CORP COM 172474108 6,139 166,859 SH SOLE 0 166,859 CINTAS CORP COM 172908105 5,001 141,140 SH SOLE 0 141,140 CIRCUIT CITY S COM 172737108 1,758 199,732 SH SOLE 0 199,732 CISCO SYS INC COM 17275R102 145,458 8,663,380 SH SOLE 0 8,663,380 CITIGROUP INC COM 172967101 257,858 6,024,723 SH SOLE 0 6,024,723 CITIZENS COMMU COM 17453B101 3,424 265,640 SH SOLE 0 265,640 CITRIX SYS INC COM 177376100 2,884 141,640 SH SOLE 0 141,640 CITY HLDG CO COM 177835105 878 30,000 SH SOLE 0 30,000 CITY NATL CORP COM 178566105 5,568 124,950 SH SOLE 0 124,950 CKE RESTAURANT CONV 12561EAB1 1,274 1,300,000 SH SOLE 0 1,300,000 CLAIRES STORES COM 179584107 3,772 148,750 SH SOLE 0 148,750 CLARCOR INC COM 179895107 5,160 133,850 SH SOLE 0 133,850 CLARK INC COM 181457102 521 43,600 SH SOLE 0 43,600 CLAYTON HOMES COM 184190106 4,357 347,193 SH SOLE 0 347,193 CLEAR CHANNEL COM 184502102 55,027 1,298,108 SH SOLE 0 1,298,108 CLECO CORP NEW COM 12561W105 4,846 279,800 SH SOLE 0 279,800 CLEVELAND CLIF COM 185896107 1,906 106,800 SH SOLE 0 106,800 CLOROX CO DEL COM 189054109 7,780 182,414 SH SOLE 0 182,414 CMS ENERGY COR COM 125896100 1,039 128,267 SH SOLE 0 128,267 CNET INC CONV 125945AC9 906 960,000 SH SOLE 0 960,000 CNF INC COM 12612W104 3,891 153,310 SH SOLE 0 153,310 CNH GLOBAL N V COM N20935206 281 29,500 SH SOLE 0 29,500 CNOOC LTD S ADR 126132109 3,329 112,100 SH SOLE 0 112,100 COACH INC COM 189754104 12,236 246,000 SH SOLE 0 246,000 COACHMEN INDS COM 189873102 7,286 609,700 SH SOLE 0 609,700 COBALT CORP COM 19074W100 775 37,700 SH SOLE 0 37,700 COCA COLA BOTT COM 191098102 2,211 40,500 SH SOLE 0 40,500 COCA COLA CO COM 191216100 95,203 2,051,338 SH SOLE 0 2,051,338 COCA COLA ENTE COM 191219104 7,730 425,920 SH SOLE 0 425,920 COCA-COLA FEMS S ADR 191241108 5,806 270,025 SH SOLE 0 270,025 COGNEX CORP COM 192422103 4,745 212,500 SH SOLE 0 212,500 COGNIZANT TECH CL A 192446102 2,904 119,070 SH SOLE 0 119,070 COGNOS INC COM 19244C109 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COMMERCIAL MET COM 201723103 2,240 125,900 SH SOLE 0 125,900 COMMERCIAL NET COM 202218103 621 36,000 SH SOLE 0 36,000 COMMONWEALTH I COM 203004106 351 71,700 SH SOLE 0 71,700 COMMSCOPE INC COM 203372107 1,310 137,900 SH SOLE 0 137,900 COMMUNITY BK S COM 203607106 323 8,500 SH SOLE 0 8,500 COMMUNITY FIRS COM 203902101 7,773 285,450 SH SOLE 0 285,450 COMMUNITY HEAL COM 203668108 4,968 257,550 SH SOLE 0 257,550 COMPANHIA BRAS S ADR 20440T201 3,373 219,900 SH SOLE 0 219,900 COMPANHIA DE B S ADR 20441W203 9,221 453,136 SH SOLE 0 453,136 COMPANHIA PARA S ADR 20441B407 1,557 519,035 SH SOLE 0 519,035 COMPANHIA VALE S ADR 204412100 13,259 477,796 SH SOLE 0 477,796 COMPANHIA VALE S ADR 204412209 2,627 88,559 SH SOLE 0 88,559 COMPASS BANCSH COM 20449H109 11,339 326,500 SH SOLE 0 326,500 COMPUDYNE CORP COM 204795306 815 87,400 SH SOLE 0 87,400 COMPUTER ASSOC COM 204912109 12,561 563,763 SH SOLE 0 563,763 COMPUTER SCIEN COM 205363104 6,714 176,122 SH SOLE 0 176,122 COMPUWARE CORP COM 205638109 2,017 352,680 SH SOLE 0 352,680 COMSTOCK RES I COM 205768203 579 42,300 SH SOLE 0 42,300 COMVERSE TECHN COM 205862402 2,574 171,460 SH SOLE 0 171,460 CONAGRA FOODS COM 205887102 12,507 529,976 SH SOLE 0 529,976 CONCERTO SOFTW COM 20602T106 472 51,400 SH SOLE 0 51,400 CONCORD CAMERA COM 206156101 2,052 294,830 SH SOLE 0 294,830 CONCORD COMMUN COM 206186108 1,065 77,300 SH SOLE 0 77,300 CONCORD EFS IN COM 206197105 7,699 523,060 SH SOLE 0 523,060 CONMED CORP COM 207410101 3,327 180,900 SH SOLE 0 180,900 CONNETICS CORP COM 208192104 2,544 169,600 SH SOLE 0 169,600 CONOCOPHILLIPS COM 20825C104 35,402 646,030 SH SOLE 0 646,030 CONSOLIDATED E COM 209115104 9,359 216,241 SH SOLE 0 216,241 CONSOLIDATED G COM 209341106 1,366 59,700 SH SOLE 0 59,700 CONSTELLATION CL A 21036P108 6,899 219,700 SH SOLE 0 219,700 CONSTELLATION COM 210371100 5,309 154,770 SH SOLE 0 154,770 CONVERGYS CORP COM 212485106 2,418 151,120 SH SOLE 0 151,120 COOPER CAMERON COM 216640102 6,413 127,300 SH SOLE 0 127,300 COOPER COS INC COM 216648402 7,818 224,850 SH SOLE 0 224,850 COOPER INDS LT CL A G24182100 3,667 88,789 SH SOLE 0 88,789 COOPER TIRE & COM 216831107 1,115 63,370 SH SOLE 0 63,370 COORS ADOLPH C CL B 217016104 1,667 34,039 SH SOLE 0 34,039 COPART INC COM 217204106 2,012 212,900 SH SOLE 0 212,900 CORE LABORATOR COM N22717107 3,496 323,700 SH SOLE 0 323,700 CORINTHIAN COL COM 218868107 7,631 157,954 SH SOLE 0 157,954 CORN PRODS INT COM 219023108 5,387 179,400 SH SOLE 0 179,400 CORNING INC COM 219350105 9,167 1,240,406 SH SOLE 0 1,240,406 CORPORATE EXEC COM 21988R102 1,016 24,900 SH SOLE 0 24,900 CORRECTIONS CO COM 22025Y407 850 33,566 SH SOLE 0 33,566 COST PLUS INC COM 221485105 4,880 136,800 SH SOLE 0 136,800 COSTCO WHSL CO COM 22160K105 16,319 445,878 SH SOLE 0 445,878 COUNTRYWIDE FI COM 222372104 10,428 149,899 SH SOLE 0 149,899 COVANCE INC COM 222816100 4,167 230,208 SH SOLE 0 230,208 COVENTRY HEALT COM 222862104 8,833 191,350 SH SOLE 0 191,350 COX COMMUNICAT CONV 224044AX5 2,519 5,050,000 SH SOLE 0 5,050,000 COX RADIO INC CL A 224051102 973 42,100 SH SOLE 0 42,100 CPI CORP COM 125902106 641 36,300 SH SOLE 0 36,300 CRANE CO COM 224399105 1,233 54,503 SH SOLE 0 54,503 CRAY INC COM 225223106 1,098 139,000 SH SOLE 0 139,000 CREDENCE SYS C COM 225302108 2,428 282,600 SH SOLE 0 282,600 CREE INC COM 225447101 3,590 220,900 SH SOLE 0 220,900 CROMPTON CORP COM 227116100 1,877 266,301 SH SOLE 0 266,301 CROSS A T CO CL A 227478104 404 68,000 SH SOLE 0 68,000 CROWN CASTLE I COM 228227104 2,430 312,800 SH SOLE 0 312,800 CRYOLIFE INC COM 228903100 911 88,050 SH SOLE 0 88,050 CSG SYS INTL I COM 126349109 1,727 121,700 SH SOLE 0 121,700 CSX CORP COM 126408103 29,358 975,684 SH SOLE 0 975,684 CTS CORP COM 126501105 1,597 152,800 SH SOLE 0 152,800 CUBIC CORP COM 229669106 2,786 125,400 SH SOLE 0 125,400 CULLEN FROST B COM 229899109 8,096 252,200 SH SOLE 0 252,200 CUMMINS INC COM 231021106 1,976 55,053 SH SOLE 0 55,053 CUMULUS MEDIA CL A 231082108 5,040 268,509 SH SOLE 0 268,509 CUNO INC COM 126583103 3,259 90,000 SH SOLE 0 90,000 CURATIVE HEALT COM 231264102 3,125 184,791 SH SOLE 0 184,791 CURTISS WRIGHT COM 231561101 2,907 46,000 SH SOLE 0 46,000 CV THERAPEUTIC COM 126667104 3,810 127,930 SH SOLE 0 127,930 CVB FINL CORP COM 126600105 694 35,875 SH SOLE 0 35,875 CVS CORP COM 126650100 11,196 399,414 SH SOLE 0 399,414 CYMER INC COM 232572107 8,146 254,010 SH SOLE 0 254,010 CYPRESS SEMICO COM 232806109 4,534 377,800 SH SOLE 0 377,800 CYTEC INDS INC COM 232820100 3,786 112,000 SH SOLE 0 112,000 CYTYC CORP COM 232946103 2,755 261,100 SH SOLE 0 261,100 D R HORTON INC COM 23331A109 10,813 384,800 SH SOLE 0 384,800 DAKTRONICS INC COM 234264109 1,659 102,000 SH SOLE 0 102,000 DANA CORP COM 235811106 1,422 123,020 SH SOLE 0 123,020 DANAHER CORP D COM 235851102 10,713 157,433 SH SOLE 0 157,433 DARDEN RESTAUR COM 237194105 3,535 186,263 SH SOLE 0 186,263 DATASCOPE CORP COM 238113104 1,920 66,100 SH SOLE 0 66,100 DEAN FOODS CO COM 242370104 9,897 314,182 SH SOLE 0 314,182 DEERE & CO COM 244199105 10,301 225,400 SH SOLE 0 225,400 DEL MONTE FOOD COM 24522P103 1,922 217,400 SH SOLE 0 217,400 DELL COMPUTER COM 247025109 94,612 2,971,473 SH SOLE 0 2,971,473 DELPHI CORP COM 247126105 4,611 534,351 SH SOLE 0 534,351 DELPHI FINL GR CL A 247131105 4,281 91,476 SH SOLE 0 91,476 DELTA & PINE L COM 247357106 4,793 218,066 SH SOLE 0 218,066 DELTA AIR LINE COM 247361108 1,717 116,990 SH SOLE 0 116,990 DELTIC TIMBER COM 247850100 1,516 53,300 SH SOLE 0 53,300 DELUXE CORP COM 248019101 3,576 79,830 SH SOLE 0 79,830 DENBURY RES IN COM 247916208 642 47,800 SH SOLE 0 47,800 DENDRITE INTL COM 248239105 2,468 192,950 SH SOLE 0 192,950 DENTSPLY INTL COM 249030107 7,502 183,150 SH SOLE 0 183,150 DEPARTMENT 56 COM 249509100 897 58,500 SH SOLE 0 58,500 DEVON ENERGY C COM 25179M103 11,636 217,900 SH SOLE 0 217,900 DEVRY INC DEL COM 251893103 3,794 162,900 SH SOLE 0 162,900 DIAGNOSTIC PRO COM 252450101 8,477 206,500 SH SOLE 0 206,500 DIAL CORP NEW COM 25247D101 5,704 293,250 SH SOLE 0 293,250 DIEBOLD INC COM 253651103 7,882 182,250 SH SOLE 0 182,250 DIGENE CORP COM 253752109 1,380 50,460 SH SOLE 0 50,460 DIGI INTL INC COM 253798102 512 90,100 SH SOLE 0 90,100 DIGITAL RIV IN COM 25388B104 1,311 68,450 SH SOLE 0 68,450 DILLARDS INC CL A 254067101 1,074 79,700 SH SOLE 0 79,700 DIME CMNTY BAN COM 253922108 4,378 172,760 SH SOLE 0 172,760 DIMON INC COM 254394109 1,433 200,200 SH SOLE 0 200,200 DIONEX CORP COM 254546104 3,720 93,600 SH SOLE 0 93,600 DISNEY WALT CO COM 254687106 64,158 3,248,531 SH SOLE 0 3,248,531 DITECH COMMUNI COM 25500M103 510 104,885 SH SOLE 0 104,885 DIVERSA CORP COM 255064107 3,187 332,970 SH SOLE 0 332,970 DOCUMENTUM INC COM 256159104 1,343 68,550 SH SOLE 0 68,550 DOLLAR GEN COR COM 256669102 5,368 293,951 SH SOLE 0 293,951 DOLLAR THRIFTY COM 256743105 979 52,800 SH SOLE 0 52,800 DOLLAR TREE ST COM 256747106 9,048 284,800 SH SOLE 0 284,800 DOMINION RES I COM 25746U109 19,068 296,683 SH SOLE 0 296,683 DONALDSON INC COM 257651109 5,352 120,400 SH SOLE 0 120,400 DONNELLEY R R COM 257867101 2,880 110,172 SH SOLE 0 110,172 DOT HILL SYS C COM 25848T109 1,556 118,800 SH SOLE 0 118,800 DOVER CORP COM 260003108 5,747 191,834 SH SOLE 0 191,834 DOW CHEM CO COM 260543103 24,496 791,227 SH SOLE 0 791,227 DOW JONES & CO COM 260561105 3,028 70,363 SH SOLE 0 70,363 DOWNEY FINL CO COM 261018105 5,163 125,024 SH SOLE 0 125,024 DPL INC COM 233293109 4,695 294,524 SH SOLE 0 294,524 DQE INC COM 23329J104 5,015 332,800 SH SOLE 0 332,800 DRESS BARN INC COM 261570105 1,634 130,500 SH SOLE 0 130,500 DREXLER TECHNO COM 261876106 1,624 105,500 SH SOLE 0 105,500 DRIL-QUIP INC COM 262037104 1,409 77,400 SH SOLE 0 77,400 DRS TECHNOLOGI COM 23330X100 2,803 100,400 SH SOLE 0 100,400 DSP GROUP INC COM 23332B106 3,949 181,500 SH SOLE 0 181,500 DST SYS INC DE COM 233326107 11,522 303,200 SH SOLE 0 303,200 DTE ENERGY CO COM 233331107 6,113 158,209 SH SOLE 0 158,209 DU PONT E I DE COM 263534109 59,559 1,430,332 SH SOLE 0 1,430,332 DUANE READE IN COM 263578106 2,777 188,300 SH SOLE 0 188,300 DUKE ENERGY CO COM 264399106 17,946 899,556 SH SOLE 0 899,556 DUN & BRADSTRE COM 26483E100 7,123 173,300 SH SOLE 0 173,300 DUPONT PHOTOMA COM 26613X101 1,519 80,800 SH SOLE 0 80,800 DYCOM INDS INC COM 267475101 8,991 551,600 SH SOLE 0 551,600 DYNEGY INC NEW CL A 26816Q101 1,453 346,060 SH SOLE 0 346,060 E M C CORP MAS COM 268648102 23,560 2,250,230 SH SOLE 0 2,250,230 E PIPHANY INC COM 26881V100 836 163,650 SH SOLE 0 163,650 E TRADE GROUP COM 269246104 7,079 832,798 SH SOLE 0 832,798 EARTHLINK INC COM 270321102 2,013 252,300 SH SOLE 0 252,300 EAST WEST BANC COM 27579R104 7,623 211,000 SH SOLE 0 211,000 EASTMAN CHEM C COM 277432100 3,298 104,126 SH SOLE 0 104,126 EASTMAN KODAK COM 277461109 7,516 274,823 SH SOLE 0 274,823 EATON CORP COM 278058102 5,556 70,672 SH SOLE 0 70,672 EATON VANCE CO COM 278265103 5,100 161,400 SH SOLE 0 161,400 EBAY INC COM 278642103 27,720 266,540 SH SOLE 0 266,540 ECHELON CORP COM 27874N105 532 38,200 SH SOLE 0 38,200 ECI TELECOM LT COM 268258100 736 250,300 SH SOLE 0 250,300 ECLIPSYS CORP COM 278856109 756 71,900 SH SOLE 0 71,900 ECOLAB INC COM 278865100 5,499 214,804 SH SOLE 0 214,804 EDGE PETE CORP COM 279862106 578 102,000 SH SOLE 0 102,000 EDISON INTL COM 281020107 5,085 309,499 SH SOLE 0 309,499 EDO CORP COM 281347104 2,650 149,700 SH SOLE 0 149,700 EDUCATION MGMT COM 28139T101 11,079 208,888 SH SOLE 0 208,888 EDWARDS AG INC COM 281760108 6,385 186,700 SH SOLE 0 186,700 EDWARDS LIFESC COM 28176E108 5,605 174,400 SH SOLE 0 174,400 EFUNDS CORP COM 28224R101 2,416 209,200 SH SOLE 0 209,200 EGL INC COM 268484102 2,149 141,400 SH SOLE 0 141,400 EL PASO CORP COM 28336L109 4,673 578,287 SH SOLE 0 578,287 EL PASO ELEC C COM 283677854 2,710 219,800 SH SOLE 0 219,800 ELAN PLC ADR 284131208 138 24,500 SH SOLE 0 24,500 ELECTRO SCIENT COM 285229100 1,881 124,100 SH SOLE 0 124,100 ELECTRONIC ART COM 285512109 8,924 120,760 SH SOLE 0 120,760 ELECTRONIC DAT COM 285661104 10,067 469,320 SH SOLE 0 469,320 ELECTRONICS BO COM 286045109 1,568 68,350 SH SOLE 0 68,350 ELKCORP COM 287456107 1,968 87,450 SH SOLE 0 87,450 EMBRAER-EMPRES S ADR 29081M102 7,654 400,757 SH SOLE 0 400,757 EMBREX INC COM 290817105 1,624 160,000 SH SOLE 0 160,000 EMCOR GROUP IN COM 29084Q100 4,783 96,900 SH SOLE 0 96,900 EMERSON ELEC C COM 291011104 18,387 359,820 SH SOLE 0 359,820 EMMIS COMMUNIC CL A 291525103 5,116 221,200 SH SOLE 0 221,200 EMULEX CORP COM 292475209 915 40,200 SH SOLE 0 40,200 ENCANA CORP COM 292505104 555 14,466 SH SOLE 0 14,466 ENCYSIVE PHARM COM 29256X107 289 60,500 SH SOLE 0 60,500 ENERGEN CORP COM 29265N108 6,750 202,700 SH SOLE 0 202,700 ENERGIZER HLDG COM 29266R108 7,030 223,900 SH SOLE 0 223,900 ENERGY EAST CO COM 29266M109 7,034 338,836 SH SOLE 0 338,836 ENERGY PARTNER COM 29270U105 1,728 149,600 SH SOLE 0 149,600 ENESCO GROUP I COM 292973104 463 62,500 SH SOLE 0 62,500 ENGELHARD CORP COM 292845104 3,052 123,226 SH SOLE 0 123,226 ENGINEERED SUP COM 292866100 3,457 82,900 SH SOLE 0 82,900 ENSCO INTL INC COM 26874Q100 26,257 976,100 SH SOLE 0 976,100 ENTERCOM COMMU CL A 293639100 7,557 154,200 SH SOLE 0 154,200 ENTERGY CORP N COM 29364G103 11,412 216,214 SH SOLE 0 216,214 ENVIRONMENTAL COM 294092101 1,223 237,000 SH SOLE 0 237,000 ENZO BIOCHEM I COM 294100102 2,878 133,748 SH SOLE 0 133,748 ENZON PHARMACE COM 293904108 1,590 126,700 SH SOLE 0 126,700 EOG RES INC COM 26875P101 4,667 111,540 SH SOLE 0 111,540 EON LABS INC COM 29412E100 1,134 32,280 SH SOLE 0 32,280 EQUIFAX INC COM 294429105 3,106 119,472 SH SOLE 0 119,472 EQUITABLE RES COM 294549100 5,924 145,400 SH SOLE 0 145,400 EQUITY OFFICE COM 294741103 17,910 663,089 SH SOLE 0 663,089 EQUITY RESIDEN COM 29476L107 12,235 471,472 SH SOLE 0 471,472 ERESEARCHTECHN COM 29481V108 1,264 56,600 SH SOLE 0 56,600 ERICSSON L M T ADR 294821608 170 16,000 SH SOLE 0 16,000 ESCO TECHNOLOG COM 296315104 5,592 127,100 SH SOLE 0 127,100 ESPEED INC CL A 296643109 2,247 113,700 SH SOLE 0 113,700 ESS TECHNOLOGY COM 269151106 1,686 172,900 SH SOLE 0 172,900 ESSEX PPTY TR COM 297178105 42,677 745,450 SH SOLE 0 745,450 ESTERLINE TECH COM 297425100 1,623 93,200 SH SOLE 0 93,200 ETHAN ALLEN IN COM 297602104 5,840 166,100 SH SOLE 0 166,100 EVEREST RE GRO COM G3223R108 9,968 130,300 SH SOLE 0 130,300 EVERGREEN RES COM 299900308 6,973 128,400 SH SOLE 0 128,400 EXACT SCIENCES COM 30063P105 723 66,000 SH SOLE 0 66,000 EXAR CORP COM 300645108 5,337 342,100 SH SOLE 0 342,100 EXELIXIS INC COM 30161Q104 1,921 278,742 SH SOLE 0 278,742 EXELON CORP COM 30161N101 18,406 307,748 SH SOLE 0 307,748 EXPEDITORS INT COM 302130109 8,381 243,200 SH SOLE 0 243,200 EXPRESS SCRIPT COM 302182100 13,449 196,590 SH SOLE 0 196,590 EXTENDED STAY COM 30224P101 2,953 218,900 SH SOLE 0 218,900 EXTREME NETWOR COM 30226D106 1,523 289,350 SH SOLE 0 289,350 EXULT INC DEL COM 302284104 560 65,400 SH SOLE 0 65,400 EXXON MOBIL CO COM 30231G102 230,192 6,410,237 SH SOLE 0 6,410,237 F M C CORP COM 302491303 2,392 105,700 SH SOLE 0 105,700 F5 NETWORKS IN COM 315616102 1,640 98,700 SH SOLE 0 98,700 FACTSET RESH S COM 303075105 6,581 149,400 SH SOLE 0 149,400 FAIR ISAAC COR COM 303250104 5,649 109,800 SH SOLE 0 109,800 FAIRCHILD SEMI COM 303726103 5,657 442,300 SH SOLE 0 442,300 FAIRMONT HOTEL COM 305204109 37,112 1,586,000 SH SOLE 0 1,586,000 FAMILY DLR STO COM 307000109 5,963 156,300 SH SOLE 0 156,300 FASTENAL CO COM 311900104 6,022 176,700 SH SOLE 0 176,700 FEDDERS CORP COM 313135501 407 132,660 SH SOLE 0 132,660 FEDERAL HOME L COM 313400301 60,360 1,188,896 SH SOLE 0 1,188,896 FEDERAL NATL M COM 313586109 68,095 1,009,719 SH SOLE 0 1,009,719 FEDERAL REALTY COM 313747206 7,725 241,400 SH SOLE 0 241,400 FEDERAL SIGNAL COM 313855108 2,838 161,500 SH SOLE 0 161,500 FEDERATED DEPT COM 31410H101 6,784 184,086 SH SOLE 0 184,086 FEDERATED INVS CL B 314211103 2,501 91,200 SH SOLE 0 91,200 FEDEX CORP COM 31428X106 18,421 296,962 SH SOLE 0 296,962 FEI CO COM 30241L109 3,350 178,500 SH SOLE 0 178,500 FELCOR LODGING COM 31430F101 482 61,400 SH SOLE 0 61,400 FERRO CORP COM 315405100 3,037 134,800 SH SOLE 0 134,800 FIDELITY NATL COM 316326107 9,666 314,225 SH SOLE 0 314,225 FIFTH THIRD BA COM 316773100 27,619 481,005 SH SOLE 0 481,005 FILENET CORP COM 316869106 3,818 212,100 SH SOLE 0 212,100 FINANCIAL FED COM 317492106 2,023 82,900 SH SOLE 0 82,900 FINISH LINE IN CL A 317923100 786 35,500 SH SOLE 0 35,500 FIRST AMERN CO COM 318522307 5,631 213,700 SH SOLE 0 213,700 FIRST BANCORP COM 318672102 4,915 179,050 SH SOLE 0 179,050 FIRST CMNTY BA COM 31983B101 3,780 122,300 SH SOLE 0 122,300 FIRST CTZNS BA CL A 31946M103 1,714 17,000 SH SOLE 0 17,000 FIRST DATA COR COM 319963104 24,132 582,325 SH SOLE 0 582,325 FIRST HEALTH G COM 320960107 6,132 222,000 SH SOLE 0 222,000 FIRST INDUSTRI COM 32054K103 1,005 31,800 SH SOLE 0 31,800 FIRST MIDWEST COM 320867104 6,734 233,725 SH SOLE 0 233,725 FIRST NIAGARA COM 33582V108 5,996 430,776 SH SOLE 0 430,776 FIRST REP BK S COM 336158100 1,732 65,100 SH SOLE 0 65,100 FIRST TENN NAT COM 337162101 6,812 155,140 SH SOLE 0 155,140 FIRST VA BANKS COM 337477103 6,885 159,675 SH SOLE 0 159,675 FIRSTENERGY CO COM 337932107 10,965 285,167 SH SOLE 0 285,167 FIRSTFED FINL COM 337907109 5,216 147,800 SH SOLE 0 147,800 FIRSTMERIT COR COM 337915102 4,485 196,700 SH SOLE 0 196,700 FISERV INC COM 337738108 8,120 227,720 SH SOLE 0 227,720 FISHER SCIENTI COM 338032204 1,865 53,450 SH SOLE 0 53,450 FLAGSTAR BANCO COM 337930101 6,499 265,800 SH SOLE 0 265,800 FLAMEL TECHNOL S ADR 338488109 395 29,400 SH SOLE 0 29,400 FLEETBOSTON FI COM 339030108 31,259 1,052,140 SH SOLE 0 1,052,140 FLEETWOOD ENTE COM 339099103 10,157 1,372,553 SH SOLE 0 1,372,553 FLEXTRONICS IN COM Y2573F102 1,572 150,700 SH SOLE 0 150,700 FLIR SYS INC COM 302445101 12,949 430,050 SH SOLE 0 430,050 FLORIDA ROCK I COM 341140101 13,170 319,050 SH SOLE 0 319,050 FLOWERS FOODS COM 343498101 3,987 201,750 SH SOLE 0 201,750 FLOWSERVE CORP COM 34354P105 2,532 128,748 SH SOLE 0 128,748 FLUOR CORP NEW COM 343412102 2,859 84,975 SH SOLE 0 84,975 FMC TECHNOLOGI COM 30249U101 3,232 153,535 SH SOLE 0 153,535 FNB CORP PA COM 302520101 1,297 42,917 SH SOLE 0 42,917 FOMENTO ECONOM S ADR 344419106 9,278 225,202 SH SOLE 0 225,202 FOOTSTAR INC COM 344912100 1,173 90,200 SH SOLE 0 90,200 FORD MTR CO DE COM 345370860 19,176 1,744,843 SH SOLE 0 1,744,843 FOREST CITY EN CL A 345550107 754 18,200 SH SOLE 0 18,200 FOREST LABS IN COM 345838106 31,375 573,060 SH SOLE 0 573,060 FOREST OIL COR COM 346091705 3,306 131,600 SH SOLE 0 131,600 FORTUNE BRANDS COM 349631101 7,344 140,693 SH SOLE 0 140,693 FORWARD AIR CO COM 349853101 2,400 95,100 SH SOLE 0 95,100 FOSSIL INC COM 349882100 8,068 341,445 SH SOLE 0 341,445 FOSTER WHEELER COM G36535105 52 24,200 SH SOLE 0 24,200 FOUNDRY NETWOR COM 35063R100 3,295 231,070 SH SOLE 0 231,070 FOX ENTMT GROU CL A 35138T107 2,064 71,700 SH SOLE 0 71,700 FPL GROUP INC COM 302571104 11,959 178,894 SH SOLE 0 178,894 FRANKLIN RES I COM 354613101 10,073 257,808 SH SOLE 0 257,808 FREDS INC CL A 356108100 5,038 134,600 SH SOLE 0 134,600 FREEPORT-MCMOR CL B 35671D857 2,899 118,327 SH SOLE 0 118,327 FREMONT GEN CO COM 357288109 4,644 339,000 SH SOLE 0 339,000 FRESENIUS MED S ADR 358029106 5,614 341,464 SH SOLE 0 341,464 FRIEDMAN BILLI CL A 358434108 3,635 271,235 SH SOLE 0 271,235 FRONTIER AIRLI COM 359065109 1,201 132,700 SH SOLE 0 132,700 FRONTIER OIL C COM 35914P105 1,927 126,800 SH SOLE 0 126,800 FTI CONSULTING COM 302941109 556 22,250 SH SOLE 0 22,250 FUEL-TECH N V COM 359523107 224 39,995 SH SOLE 0 39,995 FULLER H B CO COM 359694106 3,935 178,700 SH SOLE 0 178,700 FULTON FINL CO COM 360271100 1,204 60,480 SH SOLE 0 60,480 FURNITURE BRAN COM 360921100 4,560 174,700 SH SOLE 0 174,700 G & K SVCS INC CL A 361268105 2,732 92,800 SH SOLE 0 92,800 GABLES RESIDEN COM 362418105 3,325 110,000 SH SOLE 0 110,000 GALLAGHER ARTH COM 363576109 5,704 209,700 SH SOLE 0 209,700 GANNETT INC COM 364730101 35,564 463,010 SH SOLE 0 463,010 GAP INC DEL COM 364760108 14,053 749,087 SH SOLE 0 749,087 GARDNER DENVER COM 365558105 2,515 122,900 SH SOLE 0 122,900 GART SPORTS CO COM 366630101 315 11,100 SH SOLE 0 11,100 GARTNER INC COM 366651107 1,480 195,300 SH SOLE 0 195,300 GARTNER INC CL B 366651206 1,656 220,738 SH SOLE 0 220,738 GATEWAY INC COM 367626108 1,082 296,486 SH SOLE 0 296,486 GATX CORP COM 361448103 1,867 114,200 SH SOLE 0 114,200 GBC BANCORP CA COM 361475106 1,981 51,800 SH SOLE 0 51,800 GENCORP INC COM 368682100 1,732 194,800 SH SOLE 0 194,800 GENENCOR INTL COM 368709101 841 51,300 SH SOLE 0 51,300 GENENTECH INC COM 368710406 2,366 32,800 SH SOLE 0 32,800 GENERAL COMMUN CL A 369385109 3,238 370,100 SH SOLE 0 370,100 GENERAL DYNAMI COM 369550108 14,961 206,362 SH SOLE 0 206,362 GENERAL ELEC C COM 369604103 276,861 9,653,449 SH SOLE 0 9,653,449 GENERAL GROWTH COM 370021107 3,965 63,500 SH SOLE 0 63,500 GENERAL MLS IN COM 370334104 14,590 307,748 SH SOLE 0 307,748 GENERAL MTRS C COM 370442105 19,194 533,165 SH SOLE 0 533,165 GENERAL MTRS C CL H 370442832 1,476 115,200 SH SOLE 0 115,200 GENESCO INC COM 371532102 2,853 161,200 SH SOLE 0 161,200 GENESEE & WYO CL A 371559105 1,823 88,600 SH SOLE 0 88,600 GENESIS MICROC COM 37184C103 379 28,000 SH SOLE 0 28,000 GEN-PROBE INC COM 36866T103 3,298 80,500 SH SOLE 0 80,500 GENTEX CORP COM 371901109 7,696 251,100 SH SOLE 0 251,100 GENUINE PARTS COM 372460105 5,244 163,836 SH SOLE 0 163,836 GENZYME CORP COM 372917104 7,948 189,860 SH SOLE 0 189,860 GENZYME CORP COM 372917708 199 96,127 SH SOLE 0 96,127 GEORGIA GULF C COM 373200203 2,873 145,100 SH SOLE 0 145,100 GEORGIA PAC CO COM 373298108 4,485 236,687 SH SOLE 0 236,687 GILEAD SCIENCE COM 375558103 27,225 490,100 SH SOLE 0 490,100 GILLETTE CO COM 375766102 27,294 856,700 SH SOLE 0 856,700 GLATFELTER COM 377316104 2,630 178,300 SH SOLE 0 178,300 GLENBOROUGH RL COM 37803P105 2,382 124,400 SH SOLE 0 124,400 GLOBAL IMAGING COM 37934A100 5,415 234,500 SH SOLE 0 234,500 GLOBAL PMTS IN COM 37940X102 5,885 165,780 SH SOLE 0 165,780 GLOBALSANTAFE COM G3930E101 464 19,900 SH SOLE 0 19,900 GLOBESPANVIRAT COM 37957V106 858 102,600 SH SOLE 0 102,600 GOLD FIELDS LT S ADR 38059T106 283 23,200 SH SOLE 0 23,200 GOLDEN WEST FI COM 381317106 11,672 145,880 SH SOLE 0 145,880 GOLDMAN SACHS COM 38141G104 37,609 449,068 SH SOLE 0 449,068 GOODRICH CORP COM 382388106 2,191 104,321 SH SOLE 0 104,321 GOODYEAR TIRE COM 382550101 833 158,667 SH SOLE 0 158,667 GOODYS FAMILY COM 382588101 1,253 145,700 SH SOLE 0 145,700 GRACO INC COM 384109104 11,287 352,725 SH SOLE 0 352,725 GRAFTECH INTL COM 384313102 994 182,300 SH SOLE 0 182,300 GRAINGER W W I COM 384802104 4,049 86,594 SH SOLE 0 86,594 GRANITE CONSTR COM 387328107 2,677 139,700 SH SOLE 0 139,700 GRANT PRIDECO COM 38821G101 3,322 282,730 SH SOLE 0 282,730 GRAY TELEVISIO COM 389375106 1,285 103,600 SH SOLE 0 103,600 GREAT ATLANTIC COM 390064103 1,517 172,400 SH SOLE 0 172,400 GREAT LAKES CH COM 390568103 958 46,970 SH SOLE 0 46,970 GREAT PLAINS E COM 391164100 4,653 161,100 SH SOLE 0 161,100 GREATER BAY BA COM 391648102 2,423 120,900 SH SOLE 0 120,900 GREEN MOUNTAIN COM 393154109 442 22,100 SH SOLE 0 22,100 GREENPOINT FIN COM 395384100 13,056 256,300 SH SOLE 0 256,300 GREY WOLF INC COM 397888108 954 236,260 SH SOLE 0 236,260 GRIFFON CORP COM 398433102 2,333 145,790 SH SOLE 0 145,790 GROUP 1 AUTOMO COM 398905109 4,119 127,100 SH SOLE 0 127,100 GROUP 1 SOFTWA COM 39943Y103 2,976 160,002 SH SOLE 0 160,002 GRUPO AEROPORT S ADR 40051E202 1,435 98,100 SH SOLE 0 98,100 GRUPO TELEVISA S ADR 40049J206 4,212 122,100 SH SOLE 0 122,100 GTECH HLDGS CO COM 400518106 4,970 132,000 SH SOLE 0 132,000 GUIDANT CORP COM 401698105 12,654 285,072 SH SOLE 0 285,072 GUITAR CTR MGM COM 402040109 5,275 181,400 SH SOLE 0 181,400 GYMBOREE CORP COM 403777105 2,199 131,100 SH SOLE 0 131,100 H & Q HEALTHCA COM 404052102 313 17,816 SH SOLE 0 17,816 HAEMONETICS CO COM 405024100 2,786 149,000 SH SOLE 0 149,000 HAGGAR CORP COM 405173105 360 28,800 SH SOLE 0 28,800 HAIN CELESTIAL COM 405217100 4,625 289,601 SH SOLE 0 289,601 HALLIBURTON CO COM 406216101 10,268 446,440 SH SOLE 0 446,440 HANCOCK FABRIC COM 409900107 2,789 172,700 SH SOLE 0 172,700 HANCOCK HLDG C COM 410120109 2,704 57,840 SH SOLE 0 57,840 HANCOCK JOHN F COM 41014S106 8,523 277,360 SH SOLE 0 277,360 HANMI FINL COR COM 410495105 452 25,900 SH SOLE 0 25,900 HANOVER COMPRE COM 410768105 2,728 241,400 SH SOLE 0 241,400 HARLAND JOHN H COM 412693103 3,254 124,400 SH SOLE 0 124,400 HARLEY DAVIDSO COM 412822108 24,940 625,700 SH SOLE 0 625,700 HARLEYSVILLE G COM 412824104 1,556 67,500 SH SOLE 0 67,500 HARLEYSVILLE N COM 412850109 1,106 41,057 SH SOLE 0 41,057 HARMAN INTL IN COM 413086109 12,884 162,800 SH SOLE 0 162,800 HARMONIC INC COM 413160102 1,101 270,600 SH SOLE 0 270,600 HARRAHS ENTMT COM 413619107 4,249 105,585 SH SOLE 0 105,585 HARRIS CORP DE COM 413875105 6,740 224,300 SH SOLE 0 224,300 HARSCO CORP COM 415864107 3,407 94,500 SH SOLE 0 94,500 HARTE-HANKS IN COM 416196103 4,795 252,350 SH SOLE 0 252,350 HARTFORD FINL COM 416515104 13,468 267,436 SH SOLE 0 267,436 HASBRO INC COM 418056107 4,331 247,607 SH SOLE 0 247,607 HAVERTY FURNIT COM 419596101 1,712 97,800 SH SOLE 0 97,800 HAWAIIAN ELEC COM 419870100 4,649 101,400 SH SOLE 0 101,400 HCA INC COM 404119109 42,332 1,321,210 SH SOLE 0 1,321,210 HCC INS HLDGS COM 404132102 6,474 218,950 SH SOLE 0 218,950 HDFC BANK LTD ADR 40415F101 1,071 57,100 SH SOLE 0 57,100 HEADWATERS INC COM 42210P102 3,294 226,400 SH SOLE 0 226,400 HEALTH CARE RE COM 42217K106 1,278 41,900 SH SOLE 0 41,900 HEALTH MGMT AS CL A 421933102 5,386 291,900 SH SOLE 0 291,900 HEALTH NET INC COM 42222G108 11,032 334,810 SH SOLE 0 334,810 HEALTHEXTRAS I COM 422211102 1,809 231,870 SH SOLE 0 231,870 HEARST-ARGYLE COM 422317107 2,148 82,950 SH SOLE 0 82,950 HEARTLAND EXPR COM 422347104 5,660 250,091 SH SOLE 0 250,091 HEIDRICK & STR COM 422819102 1,026 81,300 SH SOLE 0 81,300 HEINZ H J CO COM 423074103 9,727 294,940 SH SOLE 0 294,940 HELIX TECHNOLO COM 423319102 1,529 116,800 SH SOLE 0 116,800 HELMERICH & PA COM 423452101 3,400 116,432 SH SOLE 0 116,432 HENRY JACK & A COM 426281101 3,661 204,500 SH SOLE 0 204,500 HERCULES INC COM 427056106 852 86,076 SH SOLE 0 86,076 HERLEY INDS IN COM 427398102 1,105 65,900 SH SOLE 0 65,900 HERSHEY FOODS COM 427866108 7,677 110,201 SH SOLE 0 110,201 HEWLETT PACKAR COM 428236103 84,733 3,978,090 SH SOLE 0 3,978,090 HIBBETT SPORTI COM 428565105 4,114 124,900 SH SOLE 0 124,900 HIBERNIA CORP CL A 428656102 6,637 365,500 SH SOLE 0 365,500 HILB ROGAL & H COM 431294107 6,175 181,400 SH SOLE 0 181,400 HILLENBRAND IN COM 431573104 7,255 143,800 SH SOLE 0 143,800 HILTON HOTELS COM 432848109 8,134 635,985 SH SOLE 0 635,985 HISPANIC BROAD CL A 43357B104 7,582 297,900 SH SOLE 0 297,900 HOLLYWOOD ENTM COM 436141105 3,396 195,310 SH SOLE 0 195,310 HOLOGIC INC COM 436440101 1,153 88,100 SH SOLE 0 88,100 HOME DEPOT INC COM 437076102 67,463 2,036,914 SH SOLE 0 2,036,914 HON INDS INC COM 438092108 4,130 135,400 SH SOLE 0 135,400 HONDA MOTOR LT COM 438128308 324 17,000 SH SOLE 0 17,000 HONEYWELL INTL COM 438516106 51,263 1,909,219 SH SOLE 0 1,909,219 HOOPER HOLMES COM 439104100 1,865 289,600 SH SOLE 0 289,600 HORACE MANN ED COM 440327104 9,705 601,700 SH SOLE 0 601,700 HORMEL FOODS C COM 440452100 7,639 322,300 SH SOLE 0 322,300 HOSPITALITY PP COM 44106M102 5,138 164,400 SH SOLE 0 164,400 HOST MARRIOTT COM 44107P104 4,388 479,566 SH SOLE 0 479,566 HOT TOPIC INC COM 441339108 6,387 236,893 SH SOLE 0 236,893 HOVNANIAN ENTE CL A 442487203 1,120 19,000 SH SOLE 0 19,000 HSBC HLDGS PLC S ADR 404280406 4,729 80,000 SH SOLE 0 80,000 HUBBELL INC CL B 443510201 7,156 216,200 SH SOLE 0 216,200 HUDSON UNITED COM 444165104 6,814 199,523 SH SOLE 0 199,523 HUFFY CORP COM 444356109 462 66,000 SH SOLE 0 66,000 HUGHES SUPPLY COM 444482103 3,638 104,850 SH SOLE 0 104,850 HUMANA INC COM 444859102 2,380 157,634 SH SOLE 0 157,634 HUNT J B TRANS COM 445658107 8,330 218,630 SH SOLE 0 218,630 HUNTINGTON BAN COM 446150104 4,388 224,925 SH SOLE 0 224,925 HUTCHINSON TEC COM 448407106 17,027 514,400 SH SOLE 0 514,400 HYDRIL CO COM 448774109 3,379 123,950 SH SOLE 0 123,950 HYPERCOM CORP COM 44913M105 1,272 306,400 SH SOLE 0 306,400 HYPERION SOLUT COM 44914M104 12,169 360,785 SH SOLE 0 360,785 ICICI BK LTD ADR 45104G104 2,546 350,200 SH SOLE 0 350,200 ICN PHARMACEUT CONV 448924AM2 2,619 2,645,000 SH SOLE 0 2,645,000 ICN PHARMACEUT COM 448924100 3,272 195,250 SH SOLE 0 195,250 ICU MED INC COM 44930G107 1,918 61,700 SH SOLE 0 61,700 IDACORP INC COM 451107106 2,334 88,900 SH SOLE 0 88,900 IDEC PHARMACEU COM 449370105 12,314 362,600 SH SOLE 0 362,600 IDEX CORP COM 45167R104 6,480 178,800 SH SOLE 0 178,800 IDEXX LABS INC COM 45168D104 6,664 199,950 SH SOLE 0 199,950 IDX SYS CORP COM 449491109 223 14,300 SH SOLE 0 14,300 IGEN INC COM 449536101 1,494 47,700 SH SOLE 0 47,700 IHOP CORP COM 449623107 3,031 96,000 SH SOLE 0 96,000 II VI INC COM 902104108 1,960 86,200 SH SOLE 0 86,200 ILEX ONCOLOGY COM 451923106 2,088 107,800 SH SOLE 0 107,800 ILLINOIS TOOL COM 452308109 36,940 560,965 SH SOLE 0 560,965 IMAGISTICS INT COM 45247T104 1,981 76,800 SH SOLE 0 76,800 IMATION CORP COM 45245A107 3,971 105,000 SH SOLE 0 105,000 IMC GLOBAL INC COM 449669100 2,118 315,700 SH SOLE 0 315,700 IMCO RECYCLING COM 449681105 399 60,140 SH SOLE 0 60,140 IMPAC MTG HLDG COM 45254P102 826 49,500 SH SOLE 0 49,500 IMPATH INC COM 45255G101 1,037 73,500 SH SOLE 0 73,500 IMPAX LABORATO COM 45256B101 478 40,000 SH SOLE 0 40,000 IMS HEALTH INC COM 449934108 3,727 207,183 SH SOLE 0 207,183 INAMED CORP COM 453235103 7,360 137,900 SH SOLE 0 137,900 INCO LTD COM 453258402 516 24,400 SH SOLE 0 24,400 INCYTE CORP COM 45337C102 821 169,000 SH SOLE 0 169,000 INDEPENDENCE C COM 453414104 4,415 156,900 SH SOLE 0 156,900 INDEPENDENT BA COM 453836108 388 17,200 SH SOLE 0 17,200 INDYMAC BANCOR COM 456607100 3,999 157,300 SH SOLE 0 157,300 INFOCUS CORP COM 45665B106 433 91,700 SH SOLE 0 91,700 INFORMATICA CO COM 45666Q102 731 105,700 SH SOLE 0 105,700 INFORMATION HL COM 456727106 1,754 96,100 SH SOLE 0 96,100 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230,200 SH SOLE 0 230,200 INTERGRAPH COR COM 458683109 2,533 119,800 SH SOLE 0 119,800 INTERMAGNETICS COM 458771102 1,460 73,676 SH SOLE 0 73,676 INTERMET CORP COM 45881K104 236 68,440 SH SOLE 0 68,440 INTERNATIONAL COM 459200101 121,482 1,472,508 SH SOLE 0 1,472,508 INTERNATIONAL COM 459506101 2,460 77,044 SH SOLE 0 77,044 INTERNATIONAL COM 459902102 9,103 88,960 SH SOLE 0 88,960 INTERNATIONAL COM 460043102 3,583 156,400 SH SOLE 0 156,400 INTERNATIONAL COM 460254105 6,368 237,450 SH SOLE 0 237,450 INTERNATIONAL CL A 460335201 4,891 123,800 SH SOLE 0 123,800 INTERNET SEC S COM 46060X107 1,648 115,600 SH SOLE 0 115,600 INTERPUBLIC GR COM 460690100 4,857 362,968 SH SOLE 0 362,968 INTERSIL CORP CL A 46069S109 9,048 340,010 SH SOLE 0 340,010 INTERSTATE BAK COM 46072H108 1,326 104,400 SH SOLE 0 104,400 INTL PAPER CO COM 460146103 16,788 469,858 SH SOLE 0 469,858 INTUIT COM 461202103 7,594 170,260 SH SOLE 0 170,260 INVACARE CORP COM 461203101 6,488 196,600 SH SOLE 0 196,600 INVESTMENT TEC COM 46145F105 4,862 261,420 SH SOLE 0 261,420 INVESTORS FINL COM 461915100 4,923 169,600 SH SOLE 0 169,600 INVISION TECHN COM 461851107 1,889 76,800 SH SOLE 0 76,800 INVITROGEN COR COM 46185R100 1,236 32,200 SH SOLE 0 32,200 IONICS INC COM 462218108 1,758 78,600 SH SOLE 0 78,600 IPC HLDGS LTD COM G4933P101 3,646 108,800 SH SOLE 0 108,800 IRON MTN INC P COM 462846106 682 18,400 SH SOLE 0 18,400 IRWIN FINL COR COM 464119106 3,235 124,900 SH SOLE 0 124,900 ISHARES TR COM 464287200 198,245 2,027,459 SH SOLE 0 2,027,459 ISHARES TR COM 464287408 8,018 168,085 SH SOLE 0 168,085 ISHARES TR COM 464287465 3,222 29,747 SH SOLE 0 29,747 ISHARES TR COM 464287648 5,662 119,840 SH SOLE 0 119,840 ISHARES TR COM 464287804 13,469 122,835 SH SOLE 0 122,835 ITLA CAP CORP COM 450565106 1,844 46,000 SH SOLE 0 46,000 ITRON INC COM 465741106 3,928 182,700 SH SOLE 0 182,700 ITT EDUCATIONA COM 45068B109 7,511 256,800 SH SOLE 0 256,800 ITT INDS INC I COM 450911102 4,978 76,049 SH SOLE 0 76,049 IVAX CORP COM 465823102 8,100 453,800 SH SOLE 0 453,800 IXIA COM 45071R109 259 40,200 SH SOLE 0 40,200 J & J SNACK FO COM 466032109 1,218 38,800 SH SOLE 0 38,800 J JILL GROUP I COM 466189107 2,284 136,250 SH SOLE 0 136,250 J P MORGAN CHA COM 46625H100 96,627 2,827,017 SH SOLE 0 2,827,017 J2 GLOBAL COMM COM 46626E205 1,127 24,500 SH SOLE 0 24,500 JABIL CIRCUIT COM 466313103 4,129 186,840 SH SOLE 0 186,840 JACK IN THE BO COM 466367109 3,595 161,200 SH SOLE 0 161,200 JACOBS ENGR GR COM 469814107 7,071 167,750 SH SOLE 0 167,750 JAKKS PAC INC COM 47012E106 1,460 110,000 SH SOLE 0 110,000 JANUS CAP GROU COM 47102X105 3,804 231,980 SH SOLE 0 231,980 JARDEN CORP COM 471109108 1,597 57,700 SH SOLE 0 57,700 JDA SOFTWARE G COM 46612K108 2,163 195,050 SH SOLE 0 195,050 JDS UNIPHASE C COM 46612J101 5,220 1,492,729 SH SOLE 0 1,492,729 JEFFERIES GROU COM 472319102 7,693 154,500 SH SOLE 0 154,500 JEFFERSON PILO COM 475070108 5,748 138,641 SH SOLE 0 138,641 JETBLUE AWYS C COM 477143101 1,846 43,975 SH SOLE 0 43,975 JLG INDS INC COM 466210101 1,309 192,500 SH SOLE 0 192,500 JO-ANN STORES CL A 47758P109 7,699 304,300 SH SOLE 0 304,300 JO-ANN STORES CL B 47758P208 9,819 443,300 SH SOLE 0 443,300 JOHNSON & JOHN COM 478160104 157,503 3,046,487 SH SOLE 0 3,046,487 JOHNSON CTLS I COM 478366107 9,012 105,281 SH SOLE 0 105,281 JONES APPAREL COM 480074103 4,035 137,900 SH SOLE 0 137,900 JOY GLOBAL INC COM 481165108 9,499 642,705 SH SOLE 0 642,705 JUNIPER NETWOR CONV 48203RAA2 1,878 1,990,000 SH SOLE 0 1,990,000 JUNIPER NETWOR COM 48203R104 269 21,600 SH SOLE 0 21,600 K V PHARMACEUT CONV 482740107 608 21,500 SH SOLE 0 21,500 K V PHARMACEUT CL A 482740206 5,812 209,080 SH SOLE 0 209,080 K2 INC COM 482732104 1,470 120,000 SH SOLE 0 120,000 KAMAN CORP CL A 483548103 1,152 100,900 SH SOLE 0 100,900 KANSAS CITY SO COM 485170302 4,164 346,100 SH SOLE 0 346,100 KAYDON CORP COM 486587108 2,810 135,100 SH SOLE 0 135,100 KB HOME COM 48666K109 2,863 46,192 SH SOLE 0 46,192 KEANE INC COM 486665102 2,118 155,400 SH SOLE 0 155,400 KEITH COMPANIE COM 487539108 212 21,200 SH SOLE 0 21,200 KEITHLEY INSTR COM 487584104 1,764 122,100 SH SOLE 0 122,100 KELLOGG CO COM 487836108 11,776 342,615 SH SOLE 0 342,615 KELLWOOD CO COM 488044108 3,720 117,600 SH SOLE 0 117,600 KELLY SVCS INC CL A 488152208 1,969 82,900 SH SOLE 0 82,900 KEMET CORP COM 488360108 2,030 201,000 SH SOLE 0 201,000 KENDLE INTERNA COM 48880L107 661 106,800 SH SOLE 0 106,800 KENNAMETAL INC COM 489170100 4,321 127,700 SH SOLE 0 127,700 KENSEY NASH CO COM 490057106 4,168 162,700 SH SOLE 0 162,700 KERR MCGEE COR COM 492386107 29,997 669,572 SH SOLE 0 669,572 KEY ENERGY SVC COM 492914106 6,796 633,940 SH SOLE 0 633,940 KEYCORP NEW COM 493267108 10,260 406,024 SH SOLE 0 406,024 KEYSPAN CORP COM 49337W100 5,225 147,400 SH SOLE 0 147,400 KILROY RLTY CO COM 49427F108 3,383 123,000 SH SOLE 0 123,000 KIMBERLY CLARK COM 494368103 23,523 451,155 SH SOLE 0 451,155 KIMCO REALTY C COM 49446R109 1,080 28,500 SH SOLE 0 28,500 KINDER MORGAN COM 49455P101 6,344 116,080 SH SOLE 0 116,080 KING PHARMACEU COM 495582108 3,995 270,680 SH SOLE 0 270,680 KIRBY CORP COM 497266106 3,040 107,800 SH SOLE 0 107,800 KLA-TENCOR COR COM 482480100 7,296 157,036 SH SOLE 0 157,036 KNIGHT RIDDER COM 499040103 4,767 69,158 SH SOLE 0 69,158 KNIGHT TRADING COM 499063105 714 113,300 SH SOLE 0 113,300 KNIGHT TRANSN COM 499064103 4,667 188,050 SH SOLE 0 188,050 KOHLS CORP COM 500255104 52,744 1,026,540 SH SOLE 0 1,026,540 KONINKLIJKE PH S ADR 500472303 5,263 275,385 SH SOLE 0 275,385 KOOKMIN BK NEW S ADR 50049M109 303 10,000 SH SOLE 0 10,000 KOPIN CORP COM 500600101 1,907 310,600 SH SOLE 0 310,600 KOREA ELECTRIC S ADR 500631106 673 75,500 SH SOLE 0 75,500 KORN FERRY INT COM 500643200 1,280 158,000 SH SOLE 0 158,000 KOS PHARMACEUT COM 500648100 281 12,000 SH SOLE 0 12,000 KOSAN BIOSCIEN COM 50064W107 209 35,800 SH SOLE 0 35,800 KRAFT FOODS IN CL A 50075N104 27,638 849,079 SH SOLE 0 849,079 KRISPY KREME D COM 501014104 6,193 150,400 SH SOLE 0 150,400 KROGER CO COM 501044101 12,030 721,210 SH SOLE 0 721,210 KROLL INC COM 501049100 6,535 242,140 SH SOLE 0 242,140 KRONOS INC COM 501052104 5,549 109,125 SH SOLE 0 109,125 K-SWISS INC CL A 482686102 4,362 126,400 SH SOLE 0 126,400 KT CORP S ADR 48268K101 19,183 973,276 SH SOLE 0 973,276 KULICKE & SOFF CONV 501242AE1 1,369 1,725,000 SH SOLE 0 1,725,000 KULICKE & SOFF COM 501242101 1,422 222,600 SH SOLE 0 222,600 KVH INDS INC COM 482738101 536 21,800 SH SOLE 0 21,800 L-3 COMMUNICAT COM 502424104 10,143 233,220 SH SOLE 0 233,220 LA Z BOY INC COM 505336107 7,049 314,970 SH SOLE 0 314,970 LABONE INC NEW COM 50540L105 1,360 63,100 SH SOLE 0 63,100 LABOR READY IN COM 505401208 2,377 331,550 SH SOLE 0 331,550 LABORATORY COR COM 50540R409 844 28,000 SH SOLE 0 28,000 LABRANCHE & CO COM 505447102 2,870 138,700 SH SOLE 0 138,700 LACLEDE GROUP COM 505597104 2,283 85,200 SH SOLE 0 85,200 LAM RESEARCH C COM 512807108 6,396 351,250 SH SOLE 0 351,250 LANCASTER COLO COM 513847103 3,229 83,450 SH SOLE 0 83,450 LANCE INC 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52,500 LINEAR TECHNOL COM 535678106 8,503 262,600 SH SOLE 0 262,600 LINENS N THING COM 535679104 8,642 366,050 SH SOLE 0 366,050 LITHIA MTRS IN CL A 536797103 1,691 104,600 SH SOLE 0 104,600 LIZ CLAIBORNE COM 539320101 3,523 99,934 SH SOLE 0 99,934 LOCAL FINL COR COM 539553107 947 66,100 SH SOLE 0 66,100 LOCKHEED MARTI COM 539830109 21,205 445,770 SH SOLE 0 445,770 LOEWS CORP COM 540424108 8,311 175,738 SH SOLE 0 175,738 LONE STAR STEA COM 542307103 2,051 92,800 SH SOLE 0 92,800 LONE STAR TECH COM 542312103 2,694 127,200 SH SOLE 0 127,200 LONGS DRUG STO COM 543162101 1,443 86,903 SH SOLE 0 86,903 LONGVIEW FIBRE COM 543213102 975 118,900 SH SOLE 0 118,900 LOOKSMART LTD COM 543442107 1,110 397,800 SH SOLE 0 397,800 LOUISIANA PAC COM 546347105 1,002 92,479 SH SOLE 0 92,479 LOWES COS INC COM 548661107 28,672 667,576 SH SOLE 0 667,576 LSI INDS INC COM 50216C108 856 77,100 SH SOLE 0 77,100 LSI LOGIC CORP CONV 502161AG7 6,226 6,695,000 SH SOLE 0 6,695,000 LSI LOGIC CORP COM 502161102 2,439 344,482 SH SOLE 0 344,482 LTX CORP COM 502392103 997 115,400 SH SOLE 0 115,400 LUBRIZOL CORP COM 549271104 5,495 177,300 SH SOLE 0 177,300 LUCENT TECHNOL COM 549463107 6,956 3,426,575 SH SOLE 0 3,426,575 LUXOTTICA GROU S ADR 55068R202 7,336 527,800 SH SOLE 0 527,800 LYDALL INC DEL COM 550819106 1,478 138,100 SH SOLE 0 138,100 LYONDELL CHEMI COM 552078107 5,082 375,600 SH SOLE 0 375,600 M & T BK CORP COM 55261F104 23,918 284,000 SH SOLE 0 284,000 M D C HLDGS IN COM 552676108 8,380 173,574 SH SOLE 0 173,574 MACATAWA BK CO COM 554225102 1,055 43,632 SH SOLE 0 43,632 MACDERMID INC COM 554273102 4,871 185,200 SH SOLE 0 185,200 MACERICH CO COM 554382101 50,145 1,427,400 SH SOLE 0 1,427,400 MACK CALI RLTY COM 554489104 56,422 1,550,900 SH SOLE 0 1,550,900 MACROMEDIA INC COM 556100105 4,858 231,200 SH SOLE 0 231,200 MACROVISION CO COM 555904101 3,759 188,600 SH SOLE 0 188,600 MADDEN STEVEN COM 556269108 1,831 84,820 SH SOLE 0 84,820 MAF BANCORP IN COM 55261R108 3,870 104,400 SH SOLE 0 104,400 MAGMA DESIGN A COM 559181102 585 34,100 SH SOLE 0 34,100 MAGNA INTL INC CL A 559222401 5,543 82,400 SH SOLE 0 82,400 MAGNETEK INC COM 559424106 235 92,380 SH SOLE 0 92,380 MAHANAGAR TEL S ADR 559778402 7,738 1,612,007 SH SOLE 0 1,612,007 MANDALAY RESOR COM 562567107 4,402 138,200 SH SOLE 0 138,200 MANHATTAN ASSO COM 562750109 6,330 243,540 SH SOLE 0 243,540 MANITOWOC INC COM 563571108 3,737 167,575 SH SOLE 0 167,575 MANOR CARE INC COM 564055101 2,033 81,282 SH SOLE 0 81,282 MANPOWER INC COM 56418H100 7,919 213,500 SH SOLE 0 213,500 MANTECH INTL C CL A 564563104 1,061 55,300 SH SOLE 0 55,300 MANUFACTURED H COM 564682102 3,911 111,400 SH SOLE 0 111,400 MANUFACTURERS COM 565005105 1,549 319,300 SH SOLE 0 319,300 MAPINFO CORP COM 565105103 296 41,540 SH SOLE 0 41,540 MARATHON OIL C COM 565849106 8,292 314,679 SH SOLE 0 314,679 MARCUS CORP COM 566330106 1,971 131,850 SH SOLE 0 131,850 MARKEL CORP COM 570535104 1,203 4,700 SH SOLE 0 4,700 MARRIOTT INTL CL A 571903202 8,552 222,591 SH SOLE 0 222,591 MARSH & MCLENN COM 571748102 24,256 474,962 SH SOLE 0 474,962 MARSHALL & ILS COM 571834100 6,569 214,820 SH SOLE 0 214,820 MARTEK BIOSCIE COM 572901106 3,739 87,100 SH SOLE 0 87,100 MARTIN MARIETT COM 573284106 3,826 113,839 SH SOLE 0 113,839 MARVEL ENTERPR COM 57383M108 1,713 89,700 SH SOLE 0 89,700 MASCO CORP COM 574599106 10,874 455,926 SH SOLE 0 455,926 MASSEY ENERGY COM 576206106 5,562 423,000 SH SOLE 0 423,000 MATERIAL SCIEN COM 576674105 614 63,300 SH SOLE 0 63,300 MATTEL INC COM 577081102 7,093 374,876 SH SOLE 0 374,876 MAVERICK TUBE COM 577914104 6,938 362,300 SH SOLE 0 362,300 MAXIM INTEGRAT COM 57772K101 9,109 267,120 SH SOLE 0 267,120 MAXIMUS INC COM 577933104 4,191 151,700 SH SOLE 0 151,700 MAXTOR CORP COM 577729205 2,852 379,756 SH SOLE 0 379,756 MAY DEPT STORE COM 577778103 6,048 271,696 SH SOLE 0 271,696 MAYTAG CORP COM 578592107 1,569 64,242 SH SOLE 0 64,242 MB FINANCIAL I COM 55264U108 253 6,300 SH SOLE 0 6,300 MBIA INC COM 55262C100 7,754 159,057 SH SOLE 0 159,057 MBNA CORP COM 55262L100 54,188 2,600,211 SH SOLE 0 2,600,211 MCCORMICK & CO COM 579780206 3,150 115,800 SH SOLE 0 115,800 MCDATA CORP CL A 580031201 6,867 468,762 SH SOLE 0 468,762 MCDERMOTT INTL COM 580037109 275 43,398 SH SOLE 0 43,398 MCDONALDS CORP COM 580135101 27,083 1,227,715 SH SOLE 0 1,227,715 MCGRAW HILL CO COM 580645109 11,598 187,066 SH SOLE 0 187,066 MCKESSON CORP COM 58155Q103 9,812 274,530 SH SOLE 0 274,530 MDU RES GROUP COM 552690109 5,790 172,900 SH SOLE 0 172,900 MEADE INSTRUME COM 583062104 687 214,600 SH SOLE 0 214,600 MEADWESTVACO C COM 583334107 4,676 189,328 SH SOLE 0 189,328 MEDIA GEN INC CL A 584404107 3,112 54,400 SH SOLE 0 54,400 MEDIACOM COMMU CL A 58446K105 501 51,450 SH SOLE 0 51,450 MEDICINES CO COM 584688105 4,696 240,700 SH SOLE 0 240,700 MEDICIS PHARMA CL A 584690309 8,817 155,500 SH SOLE 0 155,500 MEDIMMUNE INC COM 584699102 7,956 218,760 SH SOLE 0 218,760 MEDTRONIC INC COM 585055106 75,076 1,565,054 SH SOLE 0 1,565,054 MELLON FINL CO COM 58551A108 12,307 443,484 SH SOLE 0 443,484 MEMBERWORKS IN COM 586002107 1,068 53,900 SH SOLE 0 53,900 MEMC ELECTR MA COM 552715104 1,691 172,600 SH SOLE 0 172,600 MENS WEARHOUSE COM 587118100 4,453 203,820 SH SOLE 0 203,820 MENTOR CORP MI COM 587188103 5,205 268,300 SH SOLE 0 268,300 MENTOR GRAPHIC COM 587200106 2,281 157,000 SH SOLE 0 157,000 MERCANTILE BAN COM 587405101 6,316 160,500 SH SOLE 0 160,500 MERCK & CO INC COM 589331107 117,289 1,937,062 SH SOLE 0 1,937,062 MERCURY COMPUT COM 589378108 1,722 94,600 SH SOLE 0 94,600 MERCURY INTERA COM 589405109 2,759 71,180 SH SOLE 0 71,180 MEREDITH CORP COM 589433101 1,801 40,932 SH SOLE 0 40,932 MERITAGE CORP COM 59001A102 2,433 49,400 SH SOLE 0 49,400 MERRILL LYNCH COM 590188108 67,192 1,439,422 SH SOLE 0 1,439,422 MESA AIR GROUP COM 590479101 1,604 201,500 SH SOLE 0 201,500 METHODE ELECTR CL A 591520200 1,742 162,000 SH SOLE 0 162,000 METLIFE INC COM 59156R108 20,514 724,380 SH SOLE 0 724,380 METRO ONE TELE COM 59163F105 569 110,500 SH SOLE 0 110,500 MFC BANCORP LT COM 55271X202 1,298 156,375 SH SOLE 0 156,375 MGI PHARMA INC COM 552880106 3,351 131,000 SH SOLE 0 131,000 MGIC INVT CORP COM 552848103 4,494 96,348 SH SOLE 0 96,348 MICHAELS STORE COM 594087108 28,745 755,250 SH SOLE 0 755,250 MICREL INC COM 594793101 3,562 342,500 SH SOLE 0 342,500 MICROCHIP TECH COM 595017104 12,640 510,701 SH SOLE 0 510,701 MICROMUSE INC COM 595094103 501 62,800 SH SOLE 0 62,800 MICRON TECHNOL COM 595112103 6,628 569,890 SH SOLE 0 569,890 MICROS SYS INC COM 594901100 4,231 128,200 SH SOLE 0 128,200 MICROSEMI CORP COM 595137100 3,577 224,700 SH SOLE 0 224,700 MICROSOFT CORP COM 594918104 320,27912,491,378 SH SOLE 0 12,491,378 MICROSTRATEGY CL A 594972408 1,282 35,000 SH SOLE 0 35,000 MID ATLANTIC M COM 59523C107 13,229 252,950 SH SOLE 0 252,950 MIDAS GROUP IN COM 595626102 817 67,400 SH SOLE 0 67,400 MIDCAP SPDR TR COM 595635103 13,162 150,045 SH SOLE 0 150,045 MIDWAY GAMES I COM 598148104 755 208,000 SH SOLE 0 208,000 MILACRON INC COM 598709103 740 151,373 SH SOLE 0 151,373 MILLENNIUM PHA COM 599902103 10,883 691,871 SH SOLE 0 691,871 MILLER HERMAN COM 600544100 3,398 169,400 SH SOLE 0 169,400 MILLIPORE CORP COM 601073109 2,996 67,521 SH SOLE 0 67,521 MINERALS TECHN COM 603158106 3,377 69,400 SH SOLE 0 69,400 MINORPLANET SY COM 604363101 423 862,412 SH SOLE 0 862,412 MIRANT CORP COM 604675108 886 305,425 SH SOLE 0 305,425 MKS INSTRUMENT COM 55306N104 784 43,000 SH SOLE 0 43,000 MOBILE MINI IN COM 60740F105 1,044 64,000 SH SOLE 0 64,000 MOBILE TELESYS S ADR 607409109 2,472 41,900 SH SOLE 0 41,900 MODINE MFG CO COM 607828100 2,060 108,406 SH SOLE 0 108,406 MOHAWK INDS IN COM 608190104 8,527 153,550 SH SOLE 0 153,550 MOLEX INC COM 608554101 3,159 117,075 SH SOLE 0 117,075 MOLEX INC CL A 608554200 1,551 67,000 SH SOLE 0 67,000 MONACO COACH C COM 60886R103 1,992 129,950 SH SOLE 0 129,950 MONSANTO CO NE COM 61166W101 5,637 260,474 SH SOLE 0 260,474 MONSTER WORLDW COM 611742107 2,181 110,543 SH SOLE 0 110,543 MONY GROUP INC COM 615337102 2,948 109,400 SH SOLE 0 109,400 MOODYS CORP COM 615369105 7,571 143,630 SH SOLE 0 143,630 MOOG INC CL A 615394202 865 24,900 SH SOLE 0 24,900 MORGAN STANLEY COM 617446448 83,831 1,960,950 SH SOLE 0 1,960,950 MOTOROLA INC COM 620076109 20,564 2,180,662 SH SOLE 0 2,180,662 MOVIE GALLERY COM 624581104 2,686 144,200 SH SOLE 0 144,200 MPS GROUP INC COM 553409103 3,609 524,500 SH SOLE 0 524,500 MRO SOFTWARE I COM 55347W105 1,786 207,400 SH SOLE 0 207,400 MSC INDL DIREC CL A 553530106 804 44,900 SH SOLE 0 44,900 MTC TECHNOLOGI COM 55377A106 1,143 48,000 SH SOLE 0 48,000 MUELLER INDS I COM 624756102 4,159 153,400 SH SOLE 0 153,400 MURPHY OIL COR COM 626717102 11,241 213,700 SH SOLE 0 213,700 MYERS INDS INC COM 628464109 1,280 134,751 SH SOLE 0 134,751 MYKROLIS CORP COM 62852P103 1,087 107,100 SH SOLE 0 107,100 MYLAN LABS INC COM 628530107 17,058 490,600 SH SOLE 0 490,600 NABI BIOPHARMA COM 629519109 1,591 228,900 SH SOLE 0 228,900 NABORS INDUSTR COM G6359F103 6,958 176,020 SH SOLE 0 176,020 NAM TAI ELECTR COM 629865205 1,022 24,100 SH SOLE 0 24,100 NASH FINCH CO COM 631158102 892 53,500 SH SOLE 0 53,500 NATIONAL CITY COM 635405103 19,344 591,378 SH SOLE 0 591,378 NATIONAL COMME COM 63545P104 10,573 476,455 SH SOLE 0 476,455 NATIONAL FUEL COM 636180101 5,528 212,200 SH SOLE 0 212,200 NATIONAL INSTR COM 636518102 4,550 119,900 SH SOLE 0 119,900 NATIONAL PREST COM 637215104 964 30,500 SH SOLE 0 30,500 NATIONAL SEMIC COM 637640103 3,359 170,325 SH SOLE 0 170,325 NATIONAL-OILWE COM 637071101 16,377 744,400 SH SOLE 0 744,400 NATIONWIDE HEA COM 638620104 15,542 975,656 SH SOLE 0 975,656 NATURES SUNSHI COM 639027101 497 62,300 SH SOLE 0 62,300 NATUZZI S P A ADR 63905A101 1,239 154,500 SH SOLE 0 154,500 NAUTICA ENTERP COM 639089101 1,975 150,300 SH SOLE 0 150,300 NAUTILUS GROUP COM 63910B102 1,807 145,700 SH SOLE 0 145,700 NAVIGANT CONSU COM 63935N107 1,043 88,000 SH SOLE 0 88,000 NAVIGANT INTL COM 63935R108 653 50,600 SH SOLE 0 50,600 NAVISTAR INTL COM 63934E108 1,617 49,550 SH SOLE 0 49,550 NBTY INC COM 628782104 9,453 449,300 SH SOLE 0 449,300 NCO GROUP INC COM 628858102 3,430 191,100 SH SOLE 0 191,100 NCR CORP NEW COM 62886E108 2,371 92,540 SH SOLE 0 92,540 NDCHEALTH CORP COM 639480102 4,389 239,200 SH SOLE 0 239,200 NEIMAN MARCUS CL A 640204202 4,052 110,700 SH SOLE 0 110,700 NELSON THOMAS COM 640376109 804 64,300 SH SOLE 0 64,300 NEOWARE SYS IN COM 64065P102 1,805 118,640 SH SOLE 0 118,640 NETEGRITY INC COM 64110P107 920 153,600 SH SOLE 0 153,600 NETFLIX COM IN COM 64110L106 986 38,600 SH SOLE 0 38,600 NETIQ CORP COM 64115P102 958 61,800 SH SOLE 0 61,800 NETSCREEN TECH COM 64117V107 2,935 131,608 SH SOLE 0 131,608 NETSOLVE INC COM 64115J106 6,122 721,876 SH SOLE 0 721,876 NETWORK APPLIA COM 64120L104 4,823 299,940 SH SOLE 0 299,940 NETWORK EQUIP COM 641208103 1,096 130,200 SH SOLE 0 130,200 NETWORKS ASSOC COM 640938106 4,618 364,200 SH SOLE 0 364,200 NEUBERGER BERM COM 641234109 6,529 163,600 SH SOLE 0 163,600 NEUROCRINE BIO COM 64125C109 1,581 31,650 SH SOLE 0 31,650 NEUROGEN CORP COM 64124E106 182 37,900 SH SOLE 0 37,900 NEW CENTURY FI COM 64352D101 5,482 126,200 SH SOLE 0 126,200 NEW ENGLAND BU COM 643872104 1,743 58,100 SH SOLE 0 58,100 NEW JERSEY RES COM 646025106 7,364 207,450 SH SOLE 0 207,450 NEW PLAN EXCEL COM 648053106 6,179 289,400 SH SOLE 0 289,400 NEW YORK CMNTY COM 649445103 11,981 411,866 SH SOLE 0 411,866 NEW YORK TIMES CL A 650111107 5,706 125,402 SH SOLE 0 125,402 NEWELL RUBBERM COM 651229106 33,859 1,209,245 SH SOLE 0 1,209,245 NEWFIELD EXPL COM 651290108 10,833 288,500 SH SOLE 0 288,500 NEWMONT MINING COM 651639106 13,434 413,857 SH SOLE 0 413,857 NEWPORT CORP COM 651824104 1,383 93,300 SH SOLE 0 93,300 NEWS CORP LTD ADR 652487703 12,872 425,256 SH SOLE 0 425,256 NEXTEL COMMUNI CONV 65332VAY9 5,640 6,000,000 SH SOLE 0 6,000,000 NEXTEL COMMUNI CL A 65332V103 19,370 1,071,966 SH SOLE 0 1,071,966 NEXTEL PARTNER CL A 65333F107 1,436 195,700 SH SOLE 0 195,700 NICOR INC COM 654086107 1,533 41,297 SH SOLE 0 41,297 NII HLDGS INC CL B 62913F201 4,454 116,749 SH SOLE 0 116,749 NIKE INC CL B 654106103 12,231 228,668 SH SOLE 0 228,668 NISOURCE INC COM 65473P105 4,715 248,152 SH SOLE 0 248,152 NN INC COM 629337106 1,142 90,200 SH SOLE 0 90,200 NOBLE CORPORAT COM G65422100 5,043 147,040 SH SOLE 0 147,040 NOBLE ENERGY I COM 655044105 5,050 133,600 SH SOLE 0 133,600 NOKIA CORP S ADR 654902204 34,397 2,093,529 SH SOLE 0 2,093,529 NORDSON CORP COM 655663102 1,920 78,400 SH SOLE 0 78,400 NORDSTROM INC COM 655664100 2,491 127,628 SH SOLE 0 127,628 NORFOLK SOUTHE COM 655844108 7,032 366,256 SH SOLE 0 366,256 NORTEL NETWORK CONV 656568AB8 5,000 5,935,000 SH SOLE 0 5,935,000 NORTEL NETWORK COM 656568102 562 208,190 SH SOLE 0 208,190 NORTH FORK BAN COM 659424105 5,226 153,440 SH SOLE 0 153,440 NORTHEAST UTIL COM 664397106 5,188 309,900 SH SOLE 0 309,900 NORTHERN TR CO COM 665859104 8,716 209,518 SH SOLE 0 209,518 NORTHROP GRUMM COM 666807102 15,497 179,597 SH SOLE 0 179,597 NORTHWEST NAT COM 667655104 3,131 114,900 SH SOLE 0 114,900 NORTHWESTERN C COM 668074107 297 148,260 SH SOLE 0 148,260 NOVASTAR FINL COM 669947400 2,193 36,700 SH SOLE 0 36,700 NOVELL INC COM 670006105 2,701 868,488 SH SOLE 0 868,488 NOVELLUS SYS I COM 670008101 7,249 197,790 SH SOLE 0 197,790 NOVEN PHARMACE COM 670009109 1,031 100,700 SH SOLE 0 100,700 NPS PHARMACEUT COM 62936P103 2,264 93,030 SH SOLE 0 93,030 NSTAR COM 67019E107 5,625 123,500 SH SOLE 0 123,500 NTL INC DEL COM 62940M104 7,137 207,346 SH SOLE 0 207,346 NU SKIN ENTERP CL A 67018T105 959 91,800 SH SOLE 0 91,800 NUCOR CORP COM 670346105 4,162 85,198 SH SOLE 0 85,198 NUEVO ENERGY C COM 670509108 1,502 86,100 SH SOLE 0 86,100 NUI CORP COM 629431107 1,113 71,700 SH SOLE 0 71,700 NVIDIA CORP COM 67066G104 2,954 128,940 SH SOLE 0 128,940 NVR INC COM 62944T105 14,467 35,200 SH SOLE 0 35,200 NYFIX INC COM 670712108 882 139,400 SH SOLE 0 139,400 O CHARLEYS INC COM 670823103 1,947 90,400 SH SOLE 0 90,400 O REILLY AUTOM COM 686091109 8,857 264,640 SH SOLE 0 264,640 O2MICRO INTERN COM G6797E106 752 46,600 SH SOLE 0 46,600 OAK TECHNOLOGY COM 671802106 572 92,600 SH SOLE 0 92,600 OCCIDENTAL PET COM 674599105 12,109 360,931 SH SOLE 0 360,931 OCEANEERING IN COM 675232102 2,742 107,300 SH SOLE 0 107,300 ODYSSEY HEALTH COM 67611V101 4,088 110,490 SH SOLE 0 110,490 OFFICE DEPOT I COM 676220106 4,242 292,340 SH SOLE 0 292,340 OFFICEMAX INC COM 67622M108 1,465 223,600 SH SOLE 0 223,600 OFFSHORE LOGIS COM 676255102 2,192 100,800 SH SOLE 0 100,800 OGE ENERGY COR COM 670837103 3,943 184,500 SH SOLE 0 184,500 OHIO CAS CORP COM 677240103 1,873 141,700 SH SOLE 0 141,700 OLD REP INTL C COM 680223104 10,850 316,600 SH SOLE 0 316,600 OLD SECOND BAN COM 680277100 405 9,600 SH SOLE 0 9,600 OLIN CORP COM 680665205 2,312 135,200 SH SOLE 0 135,200 OM GROUP INC COM 670872100 1,868 126,800 SH SOLE 0 126,800 OMI CORP NEW COM Y6476W104 569 92,400 SH SOLE 0 92,400 OMNICARE INC COM 681904108 7,893 233,600 SH SOLE 0 233,600 OMNICOM GROUP COM 681919106 29,282 408,396 SH SOLE 0 408,396 OMNIVISION TEC COM 682128103 925 29,700 SH SOLE 0 29,700 OMNOVA SOLUTIO COM 682129101 722 178,700 SH SOLE 0 178,700 ON ASSIGNMENT COM 682159108 268 66,260 SH SOLE 0 66,260 ON SEMICONDUCT COM 682189105 86 31,700 SH SOLE 0 31,700 ON TECHNOLOGY COM 68219P108 496 205,318 SH SOLE 0 205,318 ONEOK INC NEW COM 682680103 3,864 196,860 SH SOLE 0 196,860 OPTION CARE IN COM 683948103 2,688 233,575 SH SOLE 0 233,575 ORACLE CORP COM 68389X105 76,614 6,379,170 SH SOLE 0 6,379,170 ORASURE TECHNO COM 68554V108 610 79,790 SH SOLE 0 79,790 ORBITAL SCIENC COM 685564106 1,943 266,200 SH SOLE 0 266,200 OREGON STL MLS COM 686079104 2,908 1,002,700 SH SOLE 0 1,002,700 ORTHODONTIC CT COM 68750P103 1,801 224,800 SH SOLE 0 224,800 ORTHOFIX INTL COM N6748L102 2,309 70,520 SH SOLE 0 70,520 OSHKOSH B GOSH CL A 688222207 1,431 53,100 SH SOLE 0 53,100 OSHKOSH TRUCK COM 688239201 4,532 76,400 SH SOLE 0 76,400 OSI PHARMACEUT COM 671040103 2,779 86,300 SH SOLE 0 86,300 OSTEOTECH INC COM 688582105 2,006 147,600 SH SOLE 0 147,600 OUTBACK STEAKH COM 689899102 7,250 185,900 SH SOLE 0 185,900 OVERLAND STORA COM 690310107 2,072 101,800 SH SOLE 0 101,800 OVERSEAS SHIPH COM 690368105 1,767 80,300 SH SOLE 0 80,300 OVERTURE SVCS COM 69039R100 2,690 148,400 SH SOLE 0 148,400 OWENS & MINOR COM 690732102 7,257 324,700 SH SOLE 0 324,700 OXFORD HEALTH COM 691471106 9,074 215,900 SH SOLE 0 215,900 OXFORD INDS IN COM 691497309 1,470 35,400 SH SOLE 0 35,400 P F CHANGS CHI COM 69333Y108 7,834 159,190 SH SOLE 0 159,190 PACCAR INC COM 693718108 7,726 114,038 SH SOLE 0 114,038 PACER INTL INC COM 69373H106 3,195 169,500 SH SOLE 0 169,500 PACIFIC SUNWEA COM 694873100 7,603 315,745 SH SOLE 0 315,745 PACIFICARE HEA COM 695112102 4,253 86,222 SH SOLE 0 86,222 PACKAGING CORP COM 695156109 4,491 243,700 SH SOLE 0 243,700 PACKETEER INC COM 695210104 633 40,900 SH SOLE 0 40,900 PACTIV CORP COM 695257105 3,065 155,525 SH SOLE 0 155,525 PAC-WEST TELEC COM 69371Y101 91 122,402 SH SOLE 0 122,402 PALL CORP COM 696429307 3,614 160,628 SH SOLE 0 160,628 PAN PACIFIC RE COM 69806L104 759 19,300 SH SOLE 0 19,300 PANAMSAT CORP COM 697933109 1,120 60,800 SH SOLE 0 60,800 PANERA BREAD C CL A 69840W108 9,310 232,758 SH SOLE 0 232,758 PAPA JOHNS INT COM 698813102 2,250 80,100 SH SOLE 0 80,100 PARADYNE NETWO COM 69911G107 107 59,544 SH SOLE 0 59,544 PARAGON TECHNO COM 69912T108 1,735 173,500 SH SOLE 0 173,500 PARAMETRIC TEC COM 699173100 2,310 764,997 SH SOLE 0 764,997 PAREXEL INTL C COM 699462107 1,601 114,800 SH SOLE 0 114,800 PARK ELECTROCH COM 700416209 1,764 88,400 SH SOLE 0 88,400 PARK PL ENTMT COM 700690100 6,374 701,200 SH SOLE 0 701,200 PARKER HANNIFI COM 701094104 4,703 111,994 SH SOLE 0 111,994 PARKWAY PPTYS COM 70159Q104 2,477 58,900 SH SOLE 0 58,900 PATINA OIL & G COM 703224105 7,732 240,494 SH SOLE 0 240,494 PATTERSON DENT COM 703412106 7,191 158,400 SH SOLE 0 158,400 PATTERSON UTI COM 703481101 21,105 652,000 SH SOLE 0 652,000 PAXAR CORP COM 704227107 1,918 174,400 SH SOLE 0 174,400 PAYCHEX INC COM 704326107 9,115 310,125 SH SOLE 0 310,125 PAYLESS SHOESO COM 704379106 1,978 158,202 SH SOLE 0 158,202 PC-TEL INC COM 69325Q105 1,042 87,900 SH SOLE 0 87,900 PEABODY ENERGY COM 704549104 6,668 198,500 SH SOLE 0 198,500 PEC SOLUTIONS COM 705107100 457 28,440 SH SOLE 0 28,440 PEDIATRIX MED COM 705324101 3,761 105,500 SH SOLE 0 105,500 PEETS COFFEE & COM 705560100 1,638 93,750 SH SOLE 0 93,750 PEGASUS SOLUTI COM 705906105 2,272 139,500 SH SOLE 0 139,500 PENFORD CORP COM 707051108 253 22,660 SH SOLE 0 22,660 PENN NATL GAMI COM 707569109 3,086 150,400 SH SOLE 0 150,400 PENN-AMER GROU COM 707247102 1,122 99,750 SH SOLE 0 99,750 PENNEY J C INC COM 708160106 4,787 284,074 SH SOLE 0 284,074 PENTAIR INC COM 709631105 4,484 114,800 SH SOLE 0 114,800 PEOPLES BANCOR COM 709789101 990 38,900 SH SOLE 0 38,900 PEOPLES ENERGY COM 711030106 1,364 31,802 SH SOLE 0 31,802 PEOPLESOFT INC COM 712713106 5,191 295,600 SH SOLE 0 295,600 PEP BOYS MANNY COM 713278109 3,256 241,026 SH SOLE 0 241,026 PEPCO HOLDINGS COM 713291102 7,605 396,900 SH SOLE 0 396,900 PEPSI BOTTLING COM 713409100 5,322 265,840 SH SOLE 0 265,840 PEPSIAMERICAS COM 71343P200 4,210 335,170 SH SOLE 0 335,170 PEPSICO INC COM 713448108 64,572 1,451,061 SH SOLE 0 1,451,061 PEREZ COMPANC S ADR 71367B103 624 75,600 SH SOLE 0 75,600 PERFORMANCE FO COM 713755106 10,889 294,300 SH SOLE 0 294,300 PERICOM SEMICO COM 713831105 2,656 276,860 SH SOLE 0 276,860 PERKINELMER IN COM 714046109 1,627 117,798 SH SOLE 0 117,798 PEROT SYS CORP CL A 714265105 1,731 152,350 SH SOLE 0 152,350 PERRIGO CO COM 714290103 3,364 215,100 SH SOLE 0 215,100 PER-SE TECHNOL COM 713569309 498 44,900 SH SOLE 0 44,900 PETCO ANIMAL S COM 716016209 1,505 69,100 SH SOLE 0 69,100 PETROKAZAKHSTA COM 71649P102 704 56,450 SH SOLE 0 56,450 PETROLEO BRASI S ADR 71654V101 8,608 484,700 SH SOLE 0 484,700 PETROLEO BRASI S ADR 71654V408 42,183 2,134,775 SH SOLE 0 2,134,775 PETSMART INC COM 716768106 5,478 327,800 SH SOLE 0 327,800 PFIZER INC COM 717081103 314,409 9,206,718 SH SOLE 0 9,206,718 PG&E CORP COM 69331C108 8,371 395,777 SH SOLE 0 395,777 PHARMACEUTICAL COM 717124101 8,183 285,024 SH SOLE 0 285,024 PHARMACEUTICAL COM 717125108 5,971 122,700 SH SOLE 0 122,700 PHARMACOPEIA I COM 71713B104 235 28,500 SH SOLE 0 28,500 PHELPS DODGE C COM 717265102 3,598 93,847 SH SOLE 0 93,847 PHILADELPHIA C COM 717528103 5,682 141,900 SH SOLE 0 141,900 PHILADELPHIA S COM 718009608 3,867 158,600 SH SOLE 0 158,600 PHILLIPS VAN H COM 718592108 1,850 135,700 SH SOLE 0 135,700 PHOENIX TECHNO COM 719153108 519 91,270 SH SOLE 0 91,270 PHOTON DYNAMIC COM 719364101 4,321 155,700 SH SOLE 0 155,700 PHOTRONICS INC COM 719405102 4,518 262,800 SH SOLE 0 262,800 PIEDMONT NAT G COM 720186105 5,787 149,100 SH SOLE 0 149,100 PIER 1 IMPORTS COM 720279108 6,014 294,800 SH SOLE 0 294,800 PINNACLE ENTMT COM 723456109 789 116,100 SH SOLE 0 116,100 PINNACLE SYS I COM 723481107 3,861 360,800 SH SOLE 0 360,800 PINNACLE WEST COM 723484101 3,236 86,420 SH SOLE 0 86,420 PIONEER NAT RE COM 723787107 8,026 307,500 SH SOLE 0 307,500 PIONEER STD EL COM 723877106 1,209 143,100 SH SOLE 0 143,100 PITNEY BOWES I COM 724479100 8,212 213,792 SH SOLE 0 213,792 PLAINS EXPL & COM 726505100 538 49,800 SH SOLE 0 49,800 PLAINS RES INC COM 726540503 1,503 106,200 SH SOLE 0 106,200 PLANAR SYS INC COM 726900103 1,284 65,600 SH SOLE 0 65,600 PLANTRONICS IN COM 727493108 5,751 265,380 SH SOLE 0 265,380 PLATINUM UNDER COM G7127P100 1,428 52,600 SH SOLE 0 52,600 PLEXUS CORP COM 729132100 1,131 98,400 SH SOLE 0 98,400 PLUM CREEK TIM COM 729251108 5,340 205,780 SH SOLE 0 205,780 PMC-SIERRA INC CONV 69344FAB2 1,282 1,375,000 SH SOLE 0 1,375,000 PMC-SIERRA INC COM 69344F106 1,606 136,580 SH SOLE 0 136,580 PMI GROUP INC COM 69344M101 6,439 239,900 SH SOLE 0 239,900 PNC FINL SVCS COM 693475105 13,118 268,764 SH SOLE 0 268,764 PNM RES INC COM 69349H107 2,440 91,200 SH SOLE 0 91,200 POGO PRODUCING COM 730448107 6,156 144,000 SH SOLE 0 144,000 POLARIS INDS I COM 731068102 5,987 97,500 SH SOLE 0 97,500 POLYCOM INC COM 73172K104 6,870 495,700 SH SOLE 0 495,700 POLYMEDICA COR COM 731738100 2,541 55,400 SH SOLE 0 55,400 POLYONE CORP COM 73179P106 1,827 410,500 SH SOLE 0 410,500 POPE & TALBOT COM 732827100 774 70,000 SH SOLE 0 70,000 POPULAR INC COM 733174106 1,276 33,100 SH SOLE 0 33,100 PORTFOLIO RECO COM 73640Q105 425 13,800 SH SOLE 0 13,800 POSCO S ADR 693483109 5,694 217,400 SH SOLE 0 217,400 POSSIS MEDICAL COM 737407106 1,065 78,500 SH SOLE 0 78,500 POST PPTYS INC COM 737464107 663 25,000 SH SOLE 0 25,000 POTLATCH CORP COM 737628107 1,716 66,628 SH SOLE 0 66,628 POWER INTEGRAT COM 739276103 3,741 153,900 SH SOLE 0 153,900 POWER-ONE INC COM 739308104 1,204 169,140 SH SOLE 0 169,140 POWERWAVE TECH COM 739363109 946 153,600 SH SOLE 0 153,600 PPG INDS INC COM 693506107 8,799 173,422 SH SOLE 0 173,422 PPL CORP COM 69351T106 6,868 159,722 SH SOLE 0 159,722 PRAXAIR INC COM 74005P104 24,742 411,678 SH SOLE 0 411,678 PRE PAID LEGAL COM 740065107 1,957 79,800 SH SOLE 0 79,800 PRECISION CAST COM 740189105 5,377 172,900 SH SOLE 0 172,900 PREMIERE TECHN CONV 74058FAC6 1,626 1,685,000 SH SOLE 0 1,685,000 PRESIDENTIAL L COM 740884101 1,853 131,300 SH SOLE 0 131,300 PRG-SCHULTZ IN COM 69357C107 3,215 544,000 SH SOLE 0 544,000 PRICE COMMUNIC COM 741437305 1,637 126,800 SH SOLE 0 126,800 PRICE T ROWE G COM 74144T108 6,589 174,460 SH SOLE 0 174,460 PRIDE INTL INC COM 74153Q102 7,545 400,900 SH SOLE 0 400,900 PRIMA ENERGY C COM 741901201 1,191 57,000 SH SOLE 0 57,000 PRIME HOSPITAL COM 741917108 1,343 200,200 SH SOLE 0 200,200 PRINCIPAL FINA COM 74251V102 10,005 310,240 SH SOLE 0 310,240 PRIORITY HEALT CL B 74264T102 5,313 285,660 SH SOLE 0 285,660 PROASSURANCE C COM 74267C106 3,085 114,310 SH SOLE 0 114,310 PROCTER & GAMB COM 742718109 110,952 1,244,132 SH SOLE 0 1,244,132 PROGRESS ENERG COM 743263105 10,019 228,228 SH SOLE 0 228,228 PROGRESS FINL COM 743266108 687 49,777 SH SOLE 0 49,777 PROGRESS SOFTW COM 743312100 4,158 200,400 SH SOLE 0 200,400 PROGRESSIVE CO COM 743315103 13,180 180,306 SH SOLE 0 180,306 PROLOGIS COM 743410102 60,475 2,215,200 SH SOLE 0 2,215,200 PROTECTIVE LIF COM 743674103 4,860 181,700 SH SOLE 0 181,700 PROTEIN DESIGN COM 74369L103 3,827 269,500 SH SOLE 0 269,500 PROVIDENT BANK COM 743859100 2,767 109,615 SH SOLE 0 109,615 PROVIDENT FINL COM 743866105 5,715 221,950 SH SOLE 0 221,950 PROVIDIAN FINL CONV 74406AAA0 2,399 2,625,000 SH SOLE 0 2,625,000 PROVIDIAN FINL COM 74406A102 2,544 274,730 SH SOLE 0 274,730 PROVINCE HEALT CONV 743977AE0 2,835 3,120,000 SH SOLE 0 3,120,000 PROVINCE HEALT COM 743977100 2,414 218,100 SH SOLE 0 218,100 PRUDENTIAL FIN COM 744320102 17,631 523,940 SH SOLE 0 523,940 PS BUSINESS PK COM 69360J107 2,587 73,300 SH SOLE 0 73,300 PSS WORLD MED COM 69366A100 727 126,800 SH SOLE 0 126,800 PUBLIC STORAGE COM 74460D109 6,141 181,300 SH SOLE 0 181,300 PUBLIC SVC ENT COM 744573106 9,024 213,592 SH SOLE 0 213,592 PUGET ENERGY I COM 745310102 5,977 250,388 SH SOLE 0 250,388 PULTE HOMES IN COM 745867101 3,536 57,354 SH SOLE 0 57,354 QLOGIC CORP COM 747277101 6,299 130,580 SH SOLE 0 130,580 QRS CORP COM 74726X105 224 42,220 SH SOLE 0 42,220 QUAKER CHEM CO COM 747316107 1,050 41,900 SH SOLE 0 41,900 QUALCOMM INC COM 747525103 24,244 674,560 SH SOLE 0 674,560 QUANEX CORP COM 747620102 2,526 85,000 SH SOLE 0 85,000 QUANTA SVCS IN COM 74762E102 1,921 270,600 SH SOLE 0 270,600 QUANTUM CORP COM 747906204 1,629 402,100 SH SOLE 0 402,100 QUEST DIAGNOST COM 74834L100 7,721 121,015 SH SOLE 0 121,015 QUESTAR CORP COM 748356102 9,459 282,600 SH SOLE 0 282,600 QUICKSILVER RE COM 74837R104 884 36,900 SH SOLE 0 36,900 QUIKSILVER INC COM 74838C106 6,094 369,580 SH SOLE 0 369,580 QUILMES INDL Q S ADR 74838Y207 2,098 164,185 SH SOLE 0 164,185 QUINTILES TRAN COM 748767100 2,441 172,260 SH SOLE 0 172,260 QUOVADX INC COM 74913K106 446 167,000 SH SOLE 0 167,000 QWEST COMMUNIC COM 749121109 6,653 1,391,800 SH SOLE 0 1,391,800 R & G FINANCIA CL B 749136107 677 22,800 SH SOLE 0 22,800 RADIAN GROUP I COM 750236101 9,018 246,052 SH SOLE 0 246,052 RADIANT SYSTEM COM 75025N102 845 123,500 SH SOLE 0 123,500 RADIO ONE INC CL D 75040P405 1,119 63,100 SH SOLE 0 63,100 RADIOSHACK COR COM 750438103 4,697 178,518 SH SOLE 0 178,518 RADISYS CORP COM 750459109 1,064 79,400 SH SOLE 0 79,400 RADWARE LTD COM M81873107 942 55,000 SH SOLE 0 55,000 RAILAMERICA IN COM 750753105 2,357 278,900 SH SOLE 0 278,900 RAINBOW TECHNO COM 750862104 2,185 259,520 SH SOLE 0 259,520 RALCORP HLDGS COM 751028101 3,227 129,300 SH SOLE 0 129,300 RAMCO-GERSHENS COM 751452202 1,850 79,400 SH SOLE 0 79,400 RARE HOSPITALI COM 753820109 7,641 235,400 SH SOLE 0 235,400 RAYMOND JAMES COM 754730109 8,573 259,400 SH SOLE 0 259,400 RAYONIER INC COM 754907103 5,047 152,950 SH SOLE 0 152,950 RAYOVAC CORP COM 755081106 1,659 128,100 SH SOLE 0 128,100 RAYTHEON CO COM 755111507 41,392 1,260,410 SH SOLE 0 1,260,410 RC2 CORP COM 749388104 420 24,500 SH SOLE 0 24,500 READERS DIGEST COM 755267101 3,077 228,300 SH SOLE 0 228,300 RECKSON ASSOCS COM 75621K106 16,670 799,150 SH SOLE 0 799,150 RED HAT INC COM 756577102 3,355 444,930 SH SOLE 0 444,930 RED ROBIN GOUR COM 75689M101 1,595 84,100 SH SOLE 0 84,100 REEBOK INTL LT COM 758110100 11,906 354,032 SH SOLE 0 354,032 REGAL BELOIT C COM 758750103 2,139 112,000 SH SOLE 0 112,000 REGENCY CTRS C COM 758849103 2,004 57,300 SH SOLE 0 57,300 REGENERON PHAR COM 75886F107 3,500 222,100 SH SOLE 0 222,100 REGENT COMMUNI COM 758865109 1,760 286,600 SH SOLE 0 286,600 REGIONS FINL C COM 758940100 8,185 242,300 SH SOLE 0 242,300 REGIS CORP MIN COM 758932107 5,635 193,975 SH SOLE 0 193,975 REHABCARE GROU COM 759148109 1,045 71,300 SH SOLE 0 71,300 REINSURANCE GR COM 759351109 3,175 98,900 SH SOLE 0 98,900 RELIANCE STEEL COM 759509102 2,944 142,200 SH SOLE 0 142,200 REMEC INC COM 759543101 420 60,800 SH SOLE 0 60,800 REMINGTON OIL COM 759594302 2,599 141,430 SH SOLE 0 141,430 RENAISSANCE RE COM G7496G103 1,147 25,200 SH SOLE 0 25,200 RENAL CARE GRO COM 759930100 10,118 287,350 SH SOLE 0 287,350 RENT A CTR INC COM 76009N100 1,274 16,800 SH SOLE 0 16,800 REPUBLIC BANCO COM 760282103 3,451 257,500 SH SOLE 0 257,500 REPUBLIC SVCS COM 760759100 9,272 409,000 SH SOLE 0 409,000 RESMED INC COM 761152107 7,587 193,540 SH SOLE 0 193,540 RESOURCES CONN COM 76122Q105 2,342 98,100 SH SOLE 0 98,100 RESPIRONICS IN COM 761230101 10,491 281,800 SH SOLE 0 281,800 RETEK INC COM 76128Q109 790 125,382 SH SOLE 0 125,382 REYNOLDS & REY CL A 761695105 5,826 204,000 SH SOLE 0 204,000 REYNOLDS R J T COM 76182K105 3,075 82,640 SH SOLE 0 82,640 RF MICRODEVICE COM 749941100 3,587 607,900 SH SOLE 0 607,900 RICHARDSON ELE COM 763165107 1,277 158,400 SH SOLE 0 158,400 RIGGS NATL COR COM 766570105 3,175 208,600 SH SOLE 0 208,600 RIGHT MGMT CON COM 766573109 607 48,000 SH SOLE 0 48,000 RLI CORP COM 749607107 6,123 186,100 SH SOLE 0 186,100 ROADWAY CORP COM 769742107 2,534 88,800 SH SOLE 0 88,800 ROBBINS & MYER COM 770196103 1,190 64,300 SH SOLE 0 64,300 ROBERT HALF IN COM 770323103 2,768 146,120 SH SOLE 0 146,120 ROCK OF AGES C CL A 772632105 897 136,900 SH SOLE 0 136,900 ROCK-TENN CO CL A 772739207 2,617 154,400 SH SOLE 0 154,400 ROCKWELL AUTOM COM 773903109 4,168 174,814 SH SOLE 0 174,814 ROCKWELL COLLI COM 774341101 3,748 152,154 SH SOLE 0 152,154 ROGERS CORP COM 775133101 2,378 71,400 SH SOLE 0 71,400 ROHM & HAAS CO COM 775371107 6,910 222,674 SH SOLE 0 222,674 ROLLINS INC COM 775711104 1,979 105,000 SH SOLE 0 105,000 ROPER INDS INC COM 776696106 6,465 173,800 SH SOLE 0 173,800 ROSLYN BANCORP COM 778162107 3,875 179,500 SH SOLE 0 179,500 ROSS STORES IN COM 778296103 26,483 616,450 SH SOLE 0 616,450 ROTO ROOTER IN COM 778787101 1,678 44,000 SH SOLE 0 44,000 ROUSE CO COM 779273101 5,075 133,200 SH SOLE 0 133,200 ROWAN COS INC COM 779382100 4,314 192,568 SH SOLE 0 192,568 ROXIO INC COM 780008108 795 122,316 SH SOLE 0 122,316 ROYAL BK CDA M COM 780087102 328 7,700 SH SOLE 0 7,700 ROYAL CARIBBEA COM V7780T103 869 37,500 SH SOLE 0 37,500 ROYAL DUTCH PE COM 780257804 601 12,900 SH SOLE 0 12,900 RPM INTL INC COM 749685103 5,627 409,225 SH SOLE 0 409,225 RSA SEC INC COM 749719100 1,456 135,200 SH SOLE 0 135,200 RTI INTL METAL COM 74973W107 1,009 93,200 SH SOLE 0 93,200 RUBY TUESDAY I COM 781182100 4,270 172,650 SH SOLE 0 172,650 RUDDICK CORP COM 781258108 1,698 108,000 SH SOLE 0 108,000 RUDOLPH TECHNO COM 781270103 4,270 267,570 SH SOLE 0 267,570 RUSS BERRIE & COM 782233100 3,363 92,100 SH SOLE 0 92,100 RUSSELL CORP COM 782352108 3,010 158,400 SH SOLE 0 158,400 RYANAIR HLDGS S ADR 783513104 26,039 579,671 SH SOLE 0 579,671 RYANS FAMILY S COM 783519101 2,582 188,600 SH SOLE 0 188,600 RYDER SYS INC COM 783549108 1,405 54,831 SH SOLE 0 54,831 RYERSON TULL I COM 78375P107 975 111,040 SH SOLE 0 111,040 RYLAND GROUP I COM 783764103 11,855 170,820 SH SOLE 0 170,820 S & T BANCORP COM 783859101 532 19,400 SH SOLE 0 19,400 SABRE HLDGS CO CL A 785905100 3,361 136,344 SH SOLE 0 136,344 SAFECO CORP COM 786429100 4,546 128,821 SH SOLE 0 128,821 SAFEGUARD SCIE COM 786449108 108 40,000 SH SOLE 0 40,000 SAFEWAY INC COM 786514208 9,029 441,300 SH SOLE 0 441,300 SAGA COMMUNICA CL A 786598102 1,744 89,675 SH SOLE 0 89,675 SAKS INC COM 79377W108 3,226 332,537 SH SOLE 0 332,537 SALTON INC COM 795757103 397 43,960 SH SOLE 0 43,960 SANDISK CORP COM 80004C101 9,493 234,000 SH SOLE 0 234,000 SANGSTAT MED C COM 801003104 1,179 89,900 SH SOLE 0 89,900 SANMINA SCI CO COM 800907107 3,114 492,788 SH SOLE 0 492,788 SAP AKTIENGESE S ADR 803054204 412 14,100 SH SOLE 0 14,100 SARA LEE CORP COM 803111103 12,216 649,455 SH SOLE 0 649,455 SATYAM COMPUTE ADR 804098101 3,383 340,710 SH SOLE 0 340,710 SAUL CTRS INC COM 804395101 950 37,100 SH SOLE 0 37,100 SAXON CAPITAL COM 80556P302 994 57,500 SH SOLE 0 57,500 SBC COMMUNICAT COM 78387G103 109,380 4,281,027 SH SOLE 0 4,281,027 SBS TECHNOLOGI COM 78387P103 638 65,400 SH SOLE 0 65,400 SCANA CORP NEW COM 80589M102 9,835 286,900 SH SOLE 0 286,900 SCANSOFT INC COM 80603P107 589 108,300 SH SOLE 0 108,300 SCANSOURCE INC COM 806037107 1,035 38,700 SH SOLE 0 38,700 SCHEIN HENRY I COM 806407102 7,383 140,600 SH SOLE 0 140,600 SCHERING PLOUG COM 806605101 25,905 1,392,726 SH SOLE 0 1,392,726 SCHLUMBERGER L COM 806857108 23,606 496,227 SH SOLE 0 496,227 SCHOLASTIC COR COM 807066105 3,438 115,430 SH SOLE 0 115,430 SCHOOL SPECIAL COM 807863105 2,327 82,500 SH SOLE 0 82,500 SCHULMAN A INC COM 808194104 3,403 211,600 SH SOLE 0 211,600 SCHWAB CHARLES COM 808513105 12,847 1,273,196 SH SOLE 0 1,273,196 SCHWEITZER-MAU COM 808541106 2,892 119,800 SH SOLE 0 119,800 SCIENTIFIC ATL COM 808655104 4,398 184,498 SH SOLE 0 184,498 SCIENTIFIC GAM CL A 80874P109 4,398 470,360 SH SOLE 0 470,360 SCM MICROSYSTE COM 784018103 224 41,100 SH SOLE 0 41,100 SCOTTISH ANNUI COM G7885T104 3,264 161,500 SH SOLE 0 161,500 SCOTTS CO CL A 810186106 6,965 140,700 SH SOLE 0 140,700 SCP POOL CORP COM 784028102 3,620 105,275 SH SOLE 0 105,275 SCPIE HLDGS IN COM 78402P104 339 44,100 SH SOLE 0 44,100 SCRIPPS E W CO CL A 811054204 790 8,900 SH SOLE 0 8,900 SEACHANGE INTL COM 811699107 1,916 200,850 SH SOLE 0 200,850 SEACOAST BKG C COM 811707306 477 27,700 SH SOLE 0 27,700 SEACOAST FINL COM 81170Q106 2,213 111,700 SH SOLE 0 111,700 SEACOR SMIT IN COM 811904101 3,186 87,300 SH SOLE 0 87,300 SEALED AIR COR COM 81211K100 3,345 70,176 SH SOLE 0 70,176 SEARS ROEBUCK COM 812387108 10,326 306,954 SH SOLE 0 306,954 SEI INVESTMENT COM 784117103 8,717 272,500 SH SOLE 0 272,500 SELECT COMFORT COM 81616X103 943 57,300 SH SOLE 0 57,300 SELECT MEDICAL COM 816196109 4,296 173,000 SH SOLE 0 173,000 SELECT SECTOR COM 81369Y803 1,833 107,400 SH SOLE 0 107,400 SELECTIVE INS COM 816300107 3,657 146,000 SH SOLE 0 146,000 SEMITOOL INC COM 816909105 703 145,200 SH SOLE 0 145,200 SEMPRA ENERGY COM 816851109 5,612 196,718 SH SOLE 0 196,718 SEMTECH CORP COM 816850101 6,261 439,400 SH SOLE 0 439,400 SENSIENT TECHN COM 81725T100 4,513 196,300 SH SOLE 0 196,300 SEPRACOR INC COM 817315104 3,980 222,000 SH SOLE 0 222,000 SEQUA CORPORAT CL A 817320104 833 24,300 SH SOLE 0 24,300 SERENA SOFTWAR COM 817492101 4,924 238,100 SH SOLE 0 238,100 SEROLOGICALS C COM 817523103 2,475 182,000 SH SOLE 0 182,000 SHARPER IMAGE COM 820013100 1,222 44,800 SH SOLE 0 44,800 SHAW GROUP INC COM 820280105 3,256 270,200 SH SOLE 0 270,200 SHERWIN WILLIA COM 824348106 4,315 160,545 SH SOLE 0 160,545 SHOPKO STORES COM 824911101 1,693 130,200 SH SOLE 0 130,200 SHUFFLE MASTER COM 825549108 3,576 122,500 SH SOLE 0 122,500 SHURGARD STORA COM 82567D104 7,559 228,500 SH SOLE 0 228,500 SICOR INC COM 825846108 6,892 338,850 SH SOLE 0 338,850 SIEBEL SYS INC COM 826170102 4,375 461,320 SH SOLE 0 461,320 SIERRA HEALTH COM 826322109 2,457 122,850 SH SOLE 0 122,850 SIERRA PAC RES COM 826428104 3,987 671,200 SH SOLE 0 671,200 SIGMA ALDRICH COM 826552101 3,226 59,389 SH SOLE 0 59,389 SIGMA DESIGNS COM 826565103 928 85,100 SH SOLE 0 85,100 SILGAN HOLDING COM 827048109 1,062 33,801 SH SOLE 0 33,801 SILICON LABORA COM 826919102 3,559 133,700 SH SOLE 0 133,700 SILICON STORAG COM 827057100 156 37,000 SH SOLE 0 37,000 SILICON VY BAN COM 827064106 2,231 93,700 SH SOLE 0 93,700 SIMON PPTY GRO COM 828806109 17,406 445,960 SH SOLE 0 445,960 SIMPSON MANUFA COM 829073105 4,787 130,800 SH SOLE 0 130,800 SINCLAIR BROAD CL A 829226109 1,495 128,700 SH SOLE 0 128,700 SIRIUS SATELLI COM 82966U103 1,868 1,105,300 SH SOLE 0 1,105,300 SIX FLAGS INC COM 83001P109 1,462 215,700 SH SOLE 0 215,700 SK TELECOM LTD S ADR 78440P108 4,455 236,210 SH SOLE 0 236,210 SKILLSOFT PLC S ADR 830928107 468 92,700 SH SOLE 0 92,700 SKYLINE CORP COM 830830105 1,131 37,700 SH SOLE 0 37,700 SKYWEST INC COM 830879102 9,795 513,369 SH SOLE 0 513,369 SKYWORKS SOLUT COM 83088M102 4,201 620,500 SH SOLE 0 620,500 SL GREEN RLTY COM 78440X101 3,695 105,900 SH SOLE 0 105,900 SLM CORP COM 78442P106 20,525 524,010 SH SOLE 0 524,010 SM&A COM 78465D105 1,043 93,300 SH SOLE 0 93,300 SMITH A O COM 831865209 4,712 167,400 SH SOLE 0 167,400 SMITH INTL INC COM 832110100 8,722 237,400 SH SOLE 0 237,400 SMITHFIELD FOO COM 832248108 7,149 311,900 SH SOLE 0 311,900 SMUCKER J M CO COM 832696405 4,627 115,987 SH SOLE 0 115,987 SNAP ON INC COM 833034101 1,938 66,746 SH SOLE 0 66,746 SOLA INTL INC COM 834092108 1,916 110,100 SH SOLE 0 110,100 SOLECTRON CORP COM 834182107 2,911 778,474 SH SOLE 0 778,474 SONIC AUTOMOTI CL A 83545G102 949 43,300 SH SOLE 0 43,300 SONIC CORP COM 835451105 6,817 268,600 SH SOLE 0 268,600 SONOCO PRODS C COM 835495102 5,406 225,060 SH SOLE 0 225,060 SONY CORP ADR 835699307 336 12,000 SH SOLE 0 12,000 SOTHEBYS HLDGS CL A 835898107 1,067 143,400 SH SOLE 0 143,400 SOURCECORP COM 836167106 1,579 73,100 SH SOLE 0 73,100 SOUTH FINL GRO COM 837841105 6,205 268,267 SH SOLE 0 268,267 SOUTHERN CO COM 842587107 21,443 688,159 SH SOLE 0 688,159 SOUTHERN UN CO COM 844030106 5,166 304,940 SH SOLE 0 304,940 SOUTHTRUST COR COM 844730101 8,832 327,120 SH SOLE 0 327,120 SOUTHWEST AIRL COM 844741108 12,749 741,249 SH SOLE 0 741,249 SOUTHWEST BANC COM 84476R109 7,739 238,060 SH SOLE 0 238,060 SOUTHWEST GAS COM 844895102 3,190 150,600 SH SOLE 0 150,600 SOUTHWESTERN E COM 845467109 5,159 343,700 SH SOLE 0 343,700 SOVEREIGN BANC COM 845905108 10,927 698,195 SH SOLE 0 698,195 SPDR TR COM 78462F103 83,590 856,192 SH SOLE 0 856,192 SPECIALTY LABO COM 84749R100 296 28,900 SH SOLE 0 28,900 SPECTRUM CTL I COM 847615101 228 40,600 SH SOLE 0 40,600 SPHERION CORP COM 848420105 1,844 265,332 SH SOLE 0 265,332 SPINNAKER EXPL COM 84855W109 3,893 148,600 SH SOLE 0 148,600 SPRINT CORP COM 852061100 12,306 854,592 SH SOLE 0 854,592 SPRINT CORP COM 852061506 4,714 819,806 SH SOLE 0 819,806 SPS TECHNOLOGI COM 784626103 1,563 57,800 SH SOLE 0 57,800 SPSS INC COM 78462K102 1,282 77,300 SH SOLE 0 77,300 SPX CORP COM 784635104 8,006 181,706 SH SOLE 0 181,706 SRA INTL INC CL A 78464R105 395 12,350 SH SOLE 0 12,350 ST JUDE MED IN COM 790849103 8,583 149,264 SH SOLE 0 149,264 ST MARY LD & E COM 792228108 4,218 154,500 SH SOLE 0 154,500 ST PAUL COS IN COM 792860108 7,916 216,812 SH SOLE 0 216,812 STAKE TECHNOLO COM 852559103 1,725 244,300 SH SOLE 0 244,300 STANCORP FINL COM 852891100 4,178 80,000 SH SOLE 0 80,000 STANDARD MICRO COM 853626109 1,129 74,900 SH SOLE 0 74,900 STANDARD MTR P COM 853666105 909 81,900 SH SOLE 0 81,900 STANDARD PAC C COM 85375C101 5,856 176,600 SH SOLE 0 176,600 STANDARD REGIS COM 853887107 2,083 126,400 SH SOLE 0 126,400 STANDEX INTL C COM 854231107 1,128 53,700 SH SOLE 0 53,700 STANLEY WKS COM 854616109 2,226 80,666 SH SOLE 0 80,666 STAPLES INC COM 855030102 9,180 500,255 SH SOLE 0 500,255 STARBUCKS CORP COM 855244109 7,897 321,680 SH SOLE 0 321,680 STARTEK INC COM 85569C107 1,675 63,700 SH SOLE 0 63,700 STARWOOD HOTEL COM 85590A203 13,952 487,990 SH SOLE 0 487,990 STATE FINL SVC CL A 856855101 353 16,100 SH SOLE 0 16,100 STATE STR CORP COM 857477103 12,388 314,408 SH SOLE 0 314,408 STATEN IS BANC COM 857550107 5,207 267,300 SH SOLE 0 267,300 STATION CASINO COM 857689103 1,154 45,700 SH SOLE 0 45,700 STEAK N SHAKE COM 857873103 1,845 120,954 SH SOLE 0 120,954 STEEL DYNAMICS COM 858119100 2,940 213,200 SH SOLE 0 213,200 STEEL TECHNOLO COM 858147101 442 43,700 SH SOLE 0 43,700 STEIN MART INC COM 858375108 1,091 186,100 SH SOLE 0 186,100 STERICYCLE INC COM 858912108 6,457 168,322 SH SOLE 0 168,322 STERIS CORP COM 859152100 3,738 161,900 SH SOLE 0 161,900 STERLING BANCS COM 858907108 3,120 240,170 SH SOLE 0 240,170 STEWART & STEV COM 860342104 2,010 127,600 SH SOLE 0 127,600 STEWART ENTERP CL A 860370105 432 100,400 SH SOLE 0 100,400 STEWART INFORM COM 860372101 2,214 79,500 SH SOLE 0 79,500 STILLWATER MNG COM 86074Q102 429 83,500 SH SOLE 0 83,500 STONE ENERGY C COM 861642106 4,942 117,900 SH SOLE 0 117,900 STORAGE TECHNO COM 862111200 8,876 344,850 SH SOLE 0 344,850 STRATEGIC DIAG COM 862700101 251 56,300 SH SOLE 0 56,300 STRAYER ED INC COM 863236105 3,015 37,900 SH SOLE 0 37,900 STRIDE RITE CO COM 863314100 1,755 176,200 SH SOLE 0 176,200 STRYKER CORP COM 863667101 12,295 177,240 SH SOLE 0 177,240 STURM RUGER & COM 864159108 1,204 120,400 SH SOLE 0 120,400 SUMMIT PPTYS I COM 866239106 1,617 78,300 SH SOLE 0 78,300 SUN BANCORP IN COM 86663B102 1,613 81,205 SH SOLE 0 81,205 SUN COMMUNITIE COM 866674104 2,354 59,900 SH SOLE 0 59,900 SUN MICROSYSTE COM 866810104 15,233 3,275,976 SH SOLE 0 3,275,976 SUNGARD DATA S COM 867363103 9,338 360,420 SH SOLE 0 360,420 SUNOCO INC COM 86764P109 2,710 71,798 SH SOLE 0 71,798 SUNRISE SENIOR COM 86768K106 2,811 125,600 SH SOLE 0 125,600 SUNTRUST BKS I COM 867914103 15,961 268,968 SH SOLE 0 268,968 SUPERIOR ENERG COM 868157108 1,921 202,600 SH SOLE 0 202,600 SUPERIOR FINAN COM 868161100 2,125 89,300 SH SOLE 0 89,300 SUPERIOR INDS COM 868168105 5,663 135,800 SH SOLE 0 135,800 SUPERTEX INC COM 868532102 1,039 56,700 SH SOLE 0 56,700 SUPERVALU INC COM 868536103 3,265 153,148 SH SOLE 0 153,148 SUPPORTSOFT IN COM 868587106 499 76,950 SH SOLE 0 76,950 SUREBEAM CORP CL A 86866R102 403 149,214 SH SOLE 0 149,214 SURMODICS INC COM 868873100 3,580 117,290 SH SOLE 0 117,290 SUSQUEHANNA BA COM 869099101 4,145 177,600 SH SOLE 0 177,600 SWIFT ENERGY C COM 870738101 1,343 122,100 SH SOLE 0 122,100 SWIFT TRANSN C COM 870756103 3,597 193,380 SH SOLE 0 193,380 SWS GROUP INC COM 78503N107 1,529 75,867 SH SOLE 0 75,867 SYBASE INC COM 871130100 3,703 266,200 SH SOLE 0 266,200 SYBRON DENTAL COM 871142105 4,031 170,800 SH SOLE 0 170,800 SYCAMORE NETWO COM 871206108 727 190,400 SH SOLE 0 190,400 SYLVAN LEARNIN COM 871399101 3,317 145,550 SH SOLE 0 145,550 SYMANTEC CORP COM 871503108 28,880 657,700 SH SOLE 0 657,700 SYMBOL TECHNOL COM 871508107 2,796 214,950 SH SOLE 0 214,950 SYMMETRICOM IN COM 871543104 130 29,499 SH SOLE 0 29,499 SYNOPSYS INC COM 871607107 10,786 174,164 SH SOLE 0 174,164 SYNOVUS FINL C COM 87161C105 6,197 288,242 SH SOLE 0 288,242 SYSCO CORP COM 871829107 16,347 544,160 SH SOLE 0 544,160 SYSTEMS & COMP COM 871873105 1,327 150,600 SH SOLE 0 150,600 TAIWAN SEMICON S ADR 874039100 4,920 488,100 SH SOLE 0 488,100 TAKE-TWO INTER COM 874054109 5,828 205,800 SH SOLE 0 205,800 TALISMAN ENERG COM 87425E103 303 6,600 SH SOLE 0 6,600 TALX CORP COM 874918105 1,907 85,150 SH SOLE 0 85,150 TARGET CORP COM 87612E106 78,328 2,069,972 SH SOLE 0 2,069,972 TARO PHARMACEU COM M8737E108 2,674 48,600 SH SOLE 0 48,600 TAUBMAN CTRS I COM 876664103 4,156 216,900 SH SOLE 0 216,900 TBC CORP COM 872180104 1,828 96,000 SH SOLE 0 96,000 TCF FINL CORP COM 872275102 7,494 188,100 SH SOLE 0 188,100 TECH DATA CORP COM 878237106 4,564 170,600 SH SOLE 0 170,600 TECHNE CORP COM 878377100 6,747 222,300 SH SOLE 0 222,300 TECHNITROL INC COM 878555101 3,230 214,600 SH SOLE 0 214,600 TECO ENERGY IN COM 872375100 1,967 164,080 SH SOLE 0 164,080 TECUMSEH PRODS CL A 878895200 2,899 75,600 SH SOLE 0 75,600 TEKELEC COM 879101103 1,490 132,300 SH SOLE 0 132,300 TEKTRONIX INC COM 879131100 3,096 143,316 SH SOLE 0 143,316 TELE CELULAR S S ADR 879238103 1,057 126,900 SH SOLE 0 126,900 TELE NORTE LES S ADR 879246106 8,189 701,100 SH SOLE 0 701,100 TELECOMUNICACO S ADR 879287308 4,647 168,673 SH SOLE 0 168,673 TELEDYNE TECHN COM 879360105 1,886 144,000 SH SOLE 0 144,000 TELEFLEX INC COM 879369106 4,451 104,600 SH SOLE 0 104,600 TELEFONICA S A S ADR 879382208 484 14,000 SH SOLE 0 14,000 TELEFONOS DE M S ADR 879403780 31,803 1,012,201 SH SOLE 0 1,012,201 TELEPHONE & DA COM 879433100 6,655 133,900 SH SOLE 0 133,900 TELIK INC COM 87959M109 2,489 155,381 SH SOLE 0 155,381 TELLABS INC COM 879664100 3,350 510,688 SH SOLE 0 510,688 TEMPLE INLAND COM 879868107 2,200 51,278 SH SOLE 0 51,278 TENARIS S A S ADR 88031M109 2,942 115,388 SH SOLE 0 115,388 TENET HEALTHCA COM 88033G100 5,248 450,480 SH SOLE 0 450,480 TERADYNE INC COM 880770102 3,204 185,100 SH SOLE 0 185,100 TETRA TECH INC COM 88162G103 4,971 285,706 SH SOLE 0 285,706 TETRA TECHNOLO COM 88162F105 2,582 87,070 SH SOLE 0 87,070 TEVA PHARMACEU ADR 881624209 3,325 58,434 SH SOLE 0 58,434 TEXAS INDS INC COM 882491103 2,244 94,300 SH SOLE 0 94,300 TEXAS INSTRS I COM 882508104 42,040 2,388,629 SH SOLE 0 2,388,629 TEXAS REGL BAN CL A 882673106 555 16,300 SH SOLE 0 16,300 TEXTRON INC COM 883203101 5,150 131,983 SH SOLE 0 131,983 THERAGENICS CO COM 883375107 576 133,900 SH SOLE 0 133,900 THERASENSE INC COM 883381105 1,415 141,500 SH SOLE 0 141,500 THERMO ELECTRO COM 883556102 3,336 158,705 SH SOLE 0 158,705 THERMOGENESIS COM 883623209 415 145,000 SH SOLE 0 145,000 THOMAS & BETTS COM 884315102 744 51,471 SH SOLE 0 51,471 THOMAS INDS IN COM 884425109 2,077 76,800 SH SOLE 0 76,800 THOR INDS INC COM 885160101 17,397 426,200 SH SOLE 0 426,200 THORATEC CORP COM 885175307 1,896 129,140 SH SOLE 0 129,140 THQ INC COM 872443403 3,083 171,100 SH SOLE 0 171,100 THREE FIVE SYS COM 88554L108 1,295 187,749 SH SOLE 0 187,749 TIDEWATER INC COM 886423102 4,814 163,900 SH SOLE 0 163,900 TIFFANY & CO N COM 886547108 3,971 121,520 SH SOLE 0 121,520 TIMBERLAND CO CL A 887100105 4,414 83,500 SH SOLE 0 83,500 TIMKEN CO COM 887389104 6,698 382,500 SH SOLE 0 382,500 TITAN CORP COM 888266103 1,903 184,900 SH SOLE 0 184,900 TJX COS INC NE COM 872540109 8,077 428,724 SH SOLE 0 428,724 TOLL BROTHERS COM 889478103 5,345 188,800 SH SOLE 0 188,800 TOLLGRADE COMM COM 889542106 1,133 60,700 SH SOLE 0 60,700 TOO INC COM 890333107 4,658 230,000 SH SOLE 0 230,000 TOOTSIE ROLL I COM 890516107 3,697 121,252 SH SOLE 0 121,252 TORCHMARK CORP COM 891027104 4,260 114,367 SH SOLE 0 114,367 TORO CO COM 891092108 4,353 109,500 SH SOLE 0 109,500 TOTAL SYS SVCS COM 891906109 526 23,600 SH SOLE 0 23,600 TOWER AUTOMOTI COM 891707101 921 251,600 SH SOLE 0 251,600 TOYOTA MOTOR C S ADR 892331307 332 6,400 SH SOLE 0 6,400 TOYS R US INC COM 892335100 2,395 197,600 SH SOLE 0 197,600 TRACTOR SUPPLY COM 892356106 4,459 94,150 SH SOLE 0 94,150 TRANSACTION SY CL A 893416107 748 82,700 SH SOLE 0 82,700 TRANSOCEAN INC COM G90078109 7,148 325,359 SH SOLE 0 325,359 TRAVELERS PPTY CL B 89420G406 14,995 950,868 SH SOLE 0 950,868 TREDEGAR CORP COM 894650100 2,565 171,100 SH SOLE 0 171,100 TREX INC COM 89531P105 1,276 32,500 SH SOLE 0 32,500 TRIAD HOSPITAL COM 89579K109 4,962 199,918 SH SOLE 0 199,918 TRIARC COS INC CL A 895927101 3,959 132,000 SH SOLE 0 132,000 TRIBUNE CO NEW COM 896047107 14,315 296,378 SH SOLE 0 296,378 TRICO BANCSHAR COM 896095106 239 9,400 SH SOLE 0 9,400 TRIMBLE NAVIGA COM 896239100 5,087 220,900 SH SOLE 0 220,900 TRIMERIS INC COM 896263100 520 11,400 SH SOLE 0 11,400 TRINITY INDS I COM 896522109 12,205 659,400 SH SOLE 0 659,400 TRIQUINT SEMIC COM 89674K103 1,271 310,100 SH SOLE 0 310,100 TRIUMPH GROUP COM 896818101 2,175 77,200 SH SOLE 0 77,200 TRIZEC PROPERT COM 89687P107 846 74,400 SH SOLE 0 74,400 TRIZETTO GROUP COM 896882107 313 52,300 SH SOLE 0 52,300 TRUSTCO BK COR COM 898349105 3,687 333,339 SH SOLE 0 333,339 TTM TECHNOLOGI COM 87305R109 327 69,700 SH SOLE 0 69,700 TUESDAY MORNIN COM 899035505 655 24,920 SH SOLE 0 24,920 TUPPERWARE COR COM 899896104 655 45,643 SH SOLE 0 45,643 TXU CORP COM 873168108 6,882 306,527 SH SOLE 0 306,527 TYCO INTL LTD COM 902124106 35,987 1,896,055 SH SOLE 0 1,896,055 TYSON FOODS IN CL A 902494103 8,745 823,454 SH SOLE 0 823,454 U S I HLDGS COM 90333H101 679 58,000 SH SOLE 0 58,000 UCBH HOLDINGS COM 90262T308 7,279 253,700 SH SOLE 0 253,700 UGI CORP NEW COM 902681105 6,651 209,800 SH SOLE 0 209,800 UICI COM 902737105 4,076 270,500 SH SOLE 0 270,500 UIL HLDG CORP COM 902748102 2,624 64,700 SH SOLE 0 64,700 ULTIMATE ELECT COM 903849107 833 65,300 SH SOLE 0 65,300 ULTRA PETE COR COM 903914109 595 46,100 SH SOLE 0 46,100 ULTRAPAR PARTI S ADR 90400P101 1,117 121,100 SH SOLE 0 121,100 ULTRATECH INC COM 904034105 1,884 101,800 SH SOLE 0 101,800 UNIBANCO-UNIAO ADR 90458E107 5,295 308,580 SH SOLE 0 308,580 UNIFI INC COM 904677101 777 125,400 SH SOLE 0 125,400 UNION PAC CORP COM 907818108 14,062 242,368 SH SOLE 0 242,368 UNION PLANTERS COM 908068109 5,897 190,040 SH SOLE 0 190,040 UNISOURCE ENER COM 909205106 3,378 179,700 SH SOLE 0 179,700 UNISYS CORP COM 909214108 3,243 264,085 SH SOLE 0 264,085 UNIT CORP COM 909218109 4,408 210,800 SH SOLE 0 210,800 UNITED BANKSHA COM 909907107 5,337 186,400 SH SOLE 0 186,400 UNITED DEFENSE COM 91018B104 803 30,950 SH SOLE 0 30,950 UNITED DOMINIO COM 910197102 4,503 261,500 SH SOLE 0 261,500 UNITED MICROEL S ADR 910873207 9,732 2,595,200 SH SOLE 0 2,595,200 UNITED NAT FOO COM 911163103 3,612 127,350 SH SOLE 0 127,350 UNITED NATL BA COM 910909100 1,037 37,600 SH SOLE 0 37,600 UNITED ONLINE COM 911268100 1,168 46,100 SH SOLE 0 46,100 UNITED PARCEL CL B 911312106 60,209 945,201 SH SOLE 0 945,201 UNITED RENTALS COM 911363109 2,496 179,700 SH SOLE 0 179,700 UNITED STATES COM 911684108 626 24,600 SH SOLE 0 24,600 UNITED STATES COM 912909108 1,914 116,914 SH SOLE 0 116,914 UNITED STATION COM 913004107 5,278 147,300 SH SOLE 0 147,300 UNITED TECHNOL COM 913017109 48,711 687,715 SH SOLE 0 687,715 UNITED THERAPE COM 91307C102 1,354 62,550 SH SOLE 0 62,550 UNITEDHEALTH G COM 91324P102 62,252 1,238,854 SH SOLE 0 1,238,854 UNITRIN INC COM 913275103 4,266 157,300 SH SOLE 0 157,300 UNIVERSAL COMP COM 913431102 2,113 101,300 SH SOLE 0 101,300 UNIVERSAL CORP COM 913456109 2,445 57,800 SH SOLE 0 57,800 UNIVERSAL DISP COM 91347P105 557 62,900 SH SOLE 0 62,900 UNIVERSAL ELEC COM 913483103 1,575 125,000 SH SOLE 0 125,000 UNIVERSAL FST COM 913543104 1,658 79,200 SH SOLE 0 79,200 UNIVERSAL HLTH CL B 913903100 6,193 156,300 SH SOLE 0 156,300 UNIVISION COMM CL A 914906102 5,758 189,400 SH SOLE 0 189,400 UNOCAL CORP COM 915289102 7,102 247,537 SH SOLE 0 247,537 UNUMPROVIDENT COM 91529Y106 4,187 312,265 SH SOLE 0 312,265 URBAN OUTFITTE COM 917047102 3,135 87,200 SH SOLE 0 87,200 URS CORP NEW COM 903236107 2,841 146,000 SH SOLE 0 146,000 US BANCORP DEL COM 902973304 45,336 1,850,439 SH SOLE 0 1,850,439 US ONCOLOGY IN COM 90338W103 2,993 405,000 SH SOLE 0 405,000 USEC INC COM 90333E108 1,841 262,300 SH SOLE 0 262,300 USF CORP COM 91729Q101 3,259 120,900 SH SOLE 0 120,900 UST INC COM 902911106 4,893 139,680 SH SOLE 0 139,680 V F CORP COM 918204108 3,549 104,464 SH SOLE 0 104,464 VALASSIS COMMU COM 918866104 3,115 121,100 SH SOLE 0 121,100 VALERO ENERGY COM 91913Y100 11,328 311,800 SH SOLE 0 311,800 VALMONT INDS I COM 920253101 2,078 106,800 SH SOLE 0 106,800 VALSPAR CORP COM 920355104 4,961 117,500 SH SOLE 0 117,500 VALUE LINE INC COM 920437100 201 4,100 SH SOLE 0 4,100 VALUECLICK INC COM 92046N102 408 67,300 SH SOLE 0 67,300 VARCO INTL INC COM 922122106 6,860 350,021 SH SOLE 0 350,021 VARIAN INC COM 922206107 3,627 105,600 SH SOLE 0 105,600 VARIAN MED SYS COM 92220P105 9,148 158,900 SH SOLE 0 158,900 VARIAN SEMICON COM 922207105 5,552 186,500 SH SOLE 0 186,500 VCA ANTECH INC COM 918194101 3,769 190,740 SH SOLE 0 190,740 VECTREN CORP COM 92240G101 3,972 158,566 SH SOLE 0 158,566 VEECO INSTRS I COM 922417100 3,493 205,100 SH SOLE 0 205,100 VENTAS INC COM 92276F100 1,873 123,600 SH SOLE 0 123,600 VERISIGN INC COM 92343E102 3,942 285,879 SH SOLE 0 285,879 VERISITY LTD COM M97385112 487 41,000 SH SOLE 0 41,000 VERITAS DGC IN COM 92343P107 1,717 149,300 SH SOLE 0 149,300 VERITAS SOFTWA COM 923436109 11,647 404,123 SH SOLE 0 404,123 VERITY INC COM 92343C106 4,563 359,300 SH SOLE 0 359,300 VERIZON COMMUN COM 92343V104 104,878 2,658,493 SH SOLE 0 2,658,493 VERTEX PHARMAC CONV 92532FAD2 2,910 3,480,000 SH SOLE 0 3,480,000 VERTEX PHARMAC COM 92532F100 3,793 259,280 SH SOLE 0 259,280 VIACOM INC CL B 925524308 106,789 2,445,933 SH SOLE 0 2,445,933 VIAD CORP COM 92552R109 5,546 247,700 SH SOLE 0 247,700 VIASAT INC COM 92552V100 1,966 137,000 SH SOLE 0 137,000 VIASYS HEALTHC COM 92553Q209 3,589 173,400 SH SOLE 0 173,400 VICOR CORP COM 925815102 2,052 211,500 SH SOLE 0 211,500 VICURON PHARMA COM 926471103 523 36,800 SH SOLE 0 36,800 VINTAGE PETE I COM 927460105 3,648 323,400 SH SOLE 0 323,400 VIRAGE LOGIC C COM 92763R104 362 50,000 SH SOLE 0 50,000 VISHAY INTERTE COM 928298108 6,137 464,896 SH SOLE 0 464,896 VISTACARE INC CL A 92839Y109 612 25,000 SH SOLE 0 25,000 VISTEON CORP COM 92839U107 622 90,566 SH SOLE 0 90,566 VISX INC DEL COM 92844S105 2,764 159,300 SH SOLE 0 159,300 VITAL SIGNS IN COM 928469105 1,514 58,200 SH SOLE 0 58,200 VITESSE SEMICO CONV 928497AB2 1,969 2,120,000 SH SOLE 0 2,120,000 VITRO SOCIEDAD S ADR 928502301 339 162,000 SH SOLE 0 162,000 VODAFONE GROUP S ADR 92857W100 336 17,100 SH SOLE 0 17,100 VOLT INFORMATI COM 928703107 930 68,100 SH SOLE 0 68,100 VORNADO RLTY T COM 929042109 3,811 87,400 SH SOLE 0 87,400 VULCAN MATLS C COM 929160109 3,599 97,100 SH SOLE 0 97,100 W HLDG CO INC COM 929251106 643 38,000 SH SOLE 0 38,000 WABASH NATL CO COM 929566107 3,848 274,300 SH SOLE 0 274,300 WABTEC CORP COM 929740108 898 64,550 SH SOLE 0 64,550 WACHOVIA CORP COM 929903102 51,673 1,293,115 SH SOLE 0 1,293,115 WADDELL & REED CL A 930059100 4,911 191,300 SH SOLE 0 191,300 WAL MART STORE COM 931142103 241,739 4,504,175 SH SOLE 0 4,504,175 WALGREEN CO COM 931422109 53,836 1,788,568 SH SOLE 0 1,788,568 WASHINGTON FED COM 938824109 7,213 311,449 SH SOLE 0 311,449 WASHINGTON MUT COM 939322103 37,472 907,307 SH SOLE 0 907,307 WASHINGTON POS CL B 939640108 17,223 23,500 SH SOLE 0 23,500 WASTE CONNECTI COM 941053100 7,169 204,550 SH SOLE 0 204,550 WASTE MGMT INC COM 94106L109 13,611 565,009 SH SOLE 0 565,009 WATERS CORP COM 941848103 5,039 173,000 SH SOLE 0 173,000 WATSCO INC COM 942622200 1,921 116,000 SH SOLE 0 116,000 WATSON PHARMAC COM 942683103 4,794 118,740 SH SOLE 0 118,740 WATSON WYATT & CL A 942712100 4,884 210,700 SH SOLE 0 210,700 WATTS INDS INC CL A 942749102 2,172 121,700 SH SOLE 0 121,700 WAUSAU-MOSINEE COM 943315101 1,346 120,158 SH SOLE 0 120,158 WAYPOINT FINL COM 946756103 2,643 146,200 SH SOLE 0 146,200 WD-40 CO COM 929236107 2,112 74,200 SH SOLE 0 74,200 WEATHERFORD IN COM G95089101 11,784 281,230 SH SOLE 0 281,230 WEBEX INC COM 94767L109 920 66,300 SH SOLE 0 66,300 WEBMETHODS INC COM 94768C108 3,126 385,400 SH SOLE 0 385,400 WEBSENSE INC COM 947684106 1,534 97,900 SH SOLE 0 97,900 WEBSTER FINL C COM 947890109 4,858 128,516 SH SOLE 0 128,516 WELLMAN INC COM 949702104 1,598 142,700 SH SOLE 0 142,700 WELLPOINT HEAL COM 94973H108 31,063 368,480 SH SOLE 0 368,480 WELLS FARGO & COM 949746101 81,460 1,616,269 SH SOLE 0 1,616,269 WELLSFORD REAL COM 950240200 1,076 69,850 SH SOLE 0 69,850 WENDYS INTL IN COM 950590109 3,143 108,491 SH SOLE 0 108,491 WERNER ENTERPR COM 950755108 4,862 229,433 SH SOLE 0 229,433 WESTAMERICA BA COM 957090103 3,313 76,900 SH SOLE 0 76,900 WESTAR ENERGY COM 95709T100 2,719 167,500 SH SOLE 0 167,500 WESTELL TECHNO CL A 957541105 1,292 156,000 SH SOLE 0 156,000 WESTERN DIGITA COM 958102105 1,529 148,450 SH SOLE 0 148,450 WESTERN GAS RE COM 958259103 4,415 111,500 SH SOLE 0 111,500 WESTWOOD ONE I COM 961815107 9,069 267,300 SH SOLE 0 267,300 WET SEAL INC CL A 961840105 3,693 350,700 SH SOLE 0 350,700 WEYERHAEUSER C COM 962166104 11,360 210,375 SH SOLE 0 210,375 WGL HLDGS INC COM 92924F106 3,599 134,800 SH SOLE 0 134,800 W-H ENERGY SVC COM 92925E108 3,867 197,700 SH SOLE 0 197,700 WHIRLPOOL CORP COM 963320106 3,575 56,118 SH SOLE 0 56,118 WHITE ELECTR D COM 963801105 1,127 106,850 SH SOLE 0 106,850 WHITNEY HLDG C COM 966612103 5,750 179,700 SH SOLE 0 179,700 WHOLE FOODS MK COM 966837106 6,578 138,400 SH SOLE 0 138,400 WILD OATS MARK COM 96808B107 1,328 120,700 SH SOLE 0 120,700 WILLIAMS COS I COM 969457100 3,846 486,866 SH SOLE 0 486,866 WILLIAMS SONOM COM 969904101 8,728 298,900 SH SOLE 0 298,900 WILMINGTON TRU COM 971807102 4,488 152,900 SH SOLE 0 152,900 WILSON GREATBA COM 972232102 4,057 112,370 SH SOLE 0 112,370 WIND RIVER SYS COM 973149107 707 185,491 SH SOLE 0 185,491 WINN DIXIE STO COM 974280109 1,614 131,107 SH SOLE 0 131,107 WINNEBAGO INDS COM 974637100 3,942 104,000 SH SOLE 0 104,000 WINTRUST FINAN COM 97650W108 4,265 143,180 SH SOLE 0 143,180 WISCONSIN ENER COM 976657106 7,853 270,800 SH SOLE 0 270,800 WMS INDS INC COM 929297109 2,088 133,900 SH SOLE 0 133,900 WOLVERINE TUBE COM 978093102 315 55,000 SH SOLE 0 55,000 WOLVERINE WORL COM 978097103 4,650 241,425 SH SOLE 0 241,425 WOODWARD GOVER COM 980745103 3,174 73,800 SH SOLE 0 73,800 WORTHINGTON IN COM 981811102 1,515 113,086 SH SOLE 0 113,086 WPS RESOURCES COM 92931B106 3,015 75,000 SH SOLE 0 75,000 WRIGLEY WM JR COM 982526105 10,518 187,052 SH SOLE 0 187,052 WYETH COM 983024100 50,459 1,107,780 SH SOLE 0 1,107,780 WYNN RESORTS L COM 983134107 1,116 62,930 SH SOLE 0 62,930 XCEL ENERGY IN COM 98389B100 5,993 398,485 SH SOLE 0 398,485 XEROX CORP COM 984121103 7,101 670,556 SH SOLE 0 670,556 XILINX INC COM 983919101 8,377 331,110 SH SOLE 0 331,110 XL CAP LTD CL A G98255105 10,675 128,620 SH SOLE 0 128,620 XM SATELLITE R CL A 983759101 1,831 166,600 SH SOLE 0 166,600 X-RITE INC COM 983857103 907 90,700 SH SOLE 0 90,700 XTO ENERGY INC COM 98385X106 9,310 462,933 SH SOLE 0 462,933 YAHOO INC COM 984332106 16,967 518,880 SH SOLE 0 518,880 YANKEE CANDLE COM 984757104 1,573 67,750 SH SOLE 0 67,750 YARDVILLE NATL COM 985021104 962 49,300 SH SOLE 0 49,300 YELLOW CORP COM 985509108 7,947 341,210 SH SOLE 0 341,210 YORK INTL CORP COM 986670107 3,241 138,500 SH SOLE 0 138,500 YUM BRANDS INC COM 988498101 7,319 247,588 SH SOLE 0 247,588 ZALE CORP NEW COM 988858106 19,844 496,100 SH SOLE 0 496,100 ZEBRA TECHNOLO CL A 989207105 11,829 157,200 SH SOLE 0 157,200 ZENITH NATL IN COM 989390109 2,397 84,100 SH SOLE 0 84,100 ZIMMER HLDGS I COM 98956P102 7,259 161,140 SH SOLE 0 161,140 ZIONS BANCORPO COM 989701107 4,378 86,520 SH SOLE 0 86,520 ZIX CORP COM 98974P100 354 93,900 SH SOLE 0 93,900 ZOLL MED CORP COM 989922109 2,091 62,900 SH SOLE 0 62,900 ZORAN CORP COM 98975F101 1,587 82,700 SH SOLE 0 82,700
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