-----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, U9/clGg6nrBybXnkJ1fwRFcAykeq24PbybAaJYlvCnsHomLSBmlwVrJu2QEohti1 uJQLEB9ikkMzLEf3Lznf6Q== 0001083190-03-000008.txt : 20030513 0001083190-03-000008.hdr.sgml : 20030513 20030513142433 ACCESSION NUMBER: 0001083190-03-000008 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030331 FILED AS OF DATE: 20030513 EFFECTIVENESS DATE: 20030513 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: 03695108 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 q12003.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 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 May 12, 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: 2,044 Form 13F Information Table Value Total: $13,751,266 (in 000s) List of Other Included Managers: N/A AS OF MARCH 31, 2003 TITLE Voting NAME OF VALUE Invst Other Authority OF ISSUER CLASS CUSIP (in 000's) SHARES Discr Mngrs SOLE 1 800 FLOWERS CL A 68243Q106 601 89,500 SH SOLE 0 89,500 3COM CORP COM 885535104 4,145 842,239 SH SOLE 0 842,239 3M CO COM 88579Y101 43,631 335,544 SH SOLE 0 335,544 4 KIDS ENTMT I COM 350865101 942 79,800 SH SOLE 0 79,800 99 CENTS ONLY COM 65440K106 4,168 163,466 SH SOLE 0 163,466 A C MOORE ARTS COM 00086T103 722 52,200 SH SOLE 0 52,200 A D C TELECOMM COM 000886101 1,863 904,190 SH SOLE 0 904,190 AAR CORP COM 000361105 542 143,300 SH SOLE 0 143,300 AARON RENTS IN COM 002535201 2,647 129,900 SH SOLE 0 129,900 ABBOTT LABS COM 002824100 49,234 1,309,073 SH SOLE 0 1,309,073 ABERCROMBIE & CL A 002896207 7,510 250,100 SH SOLE 0 250,100 ABGENIX INC COM 00339B107 1,337 153,630 SH SOLE 0 153,630 ABM INDS INC COM 000957100 2,901 220,800 SH SOLE 0 220,800 ACADIA RLTY TR REIT 004239109 470 58,600 SH SOLE 0 58,600 ACCREDITED HOM COM 00437P107 931 104,700 SH SOLE 0 104,700 ACCREDO HEALTH COM 00437V104 6,816 280,028 SH SOLE 0 280,028 ACE COMM CORP COM 004404109 486 511,265 SH SOLE 0 511,265 ACE LTD COM G0070K103 7,198 248,640 SH SOLE 0 248,640 ACTEL CORP COM 004934105 2,330 136,600 SH SOLE 0 136,600 ACTION PERFORM COM 004933107 1,698 80,300 SH SOLE 0 80,300 ACTIVISION INC COM 004930202 2,230 154,300 SH SOLE 0 154,300 ACTUATE CORP COM 00508B102 799 575,470 SH SOLE 0 575,470 ACUITY BRANDS COM 00508Y102 2,511 186,700 SH SOLE 0 186,700 ACXIOM CORP COM 005125109 3,501 208,000 SH SOLE 0 208,000 ADAPTEC INC COM 00651F108 3,451 572,250 SH SOLE 0 572,250 ADMINISTAFF IN COM 007094105 1,601 256,100 SH SOLE 0 256,100 ADOBE SYS INC COM 00724F101 6,692 217,064 SH SOLE 0 217,064 ADTRAN INC COM 00738A106 4,844 134,900 SH SOLE 0 134,900 ADVANCED AUTO COM 00751Y106 846 18,300 SH SOLE 0 18,300 ADVANCED DIGIT COM 007525108 1,673 242,800 SH SOLE 0 242,800 ADVANCED ENERG COM 007973100 1,668 194,200 SH SOLE 0 194,200 ADVANCED FIBRE COM 00754A105 4,416 291,700 SH SOLE 0 291,700 ADVANCED MARKE COM 00753T105 959 85,700 SH SOLE 0 85,700 ADVANCED MEDIC COM 00763M108 2,607 193,800 SH SOLE 0 193,800 ADVANCED MICRO COM 007903107 1,992 322,374 SH SOLE 0 322,374 ADVANCED SEMIC S ADR 00756M404 363 135,000 SH SOLE 0 135,000 ADVANCEPCS COM 00790K109 6,739 237,800 SH SOLE 0 237,800 ADVENT SOFTWAR COM 007974108 926 76,100 SH SOLE 0 76,100 ADVISORY BRD C COM 00762W107 993 28,400 SH SOLE 0 28,400 ADVO INC COM 007585102 4,323 131,000 SH SOLE 0 131,000 AEROFLEX INC COM 007768104 2,632 465,100 SH SOLE 0 465,100 AES CORP COM 00130H105 1,835 506,877 SH SOLE 0 506,877 AETNA INC NEW COM 00817Y108 7,023 142,449 SH SOLE 0 142,449 AFC ENTERPRISE COM 00104Q107 1,720 127,800 SH SOLE 0 127,800 AFFILIATED COM CL A 008190100 14,743 333,100 SH SOLE 0 333,100 AFFILIATED MAN COM 008252108 1,010 24,300 SH SOLE 0 24,300 AFFYMETRIX INC COM 00826T108 1,640 63,090 SH SOLE 0 63,090 AFLAC INC COM 001055102 15,893 495,880 SH SOLE 0 495,880 AFTERMARKET TE COM 008318107 1,185 104,900 SH SOLE 0 104,900 AGCO CORP COM 001084102 3,540 219,850 SH SOLE 0 219,850 AGILE SOFTWARE COM 00846X105 1,653 257,400 SH SOLE 0 257,400 AGILENT TECHNO COM 00846U101 5,780 439,571 SH SOLE 0 439,571 AGL RES INC COM 001204106 6,016 254,600 SH SOLE 0 254,600 AGNICO EAGLE M COM 008474108 456 34,750 SH SOLE 0 34,750 AIR PRODS & CH COM 009158106 9,075 219,052 SH SOLE 0 219,052 AIRBORNE INC COM 009269101 2,214 112,900 SH SOLE 0 112,900 AIRGAS INC COM 009363102 6,933 374,557 SH SOLE 0 374,557 AIRTRAN HLDGS COM 00949P108 2,598 386,000 SH SOLE 0 386,000 AK STL HLDG CO COM 001547108 818 251,600 SH SOLE 0 251,600 ALASKA AIR GRO COM 011659109 968 61,800 SH SOLE 0 61,800 ALBANY INTL CO CL A 012348108 4,669 203,800 SH SOLE 0 203,800 ALBEMARLE CORP COM 012653101 2,915 119,700 SH SOLE 0 119,700 ALBERTO CULVER CL B 013068101 2,294 46,560 SH SOLE 0 46,560 ALBERTO CULVER CL A 013068200 2,033 42,400 SH SOLE 0 42,400 ALBERTSONS INC COM 013104104 6,862 364,049 SH SOLE 0 364,049 ALCATEL S ADR 013904305 160 23,200 SH SOLE 0 23,200 ALCOA INC COM 013817101 16,480 850,374 SH SOLE 0 850,374 ALEXANDER & BA COM 014482103 2,389 96,100 SH SOLE 0 96,100 ALEXANDRIA REA COM 015271109 671 15,950 SH SOLE 0 15,950 ALIGN TECHNOLO COM 016255101 313 51,800 SH SOLE 0 51,800 ALKERMES INC COM 01642T108 1,407 155,150 SH SOLE 0 155,150 ALLEGHENY ENER COM 017361106 736 118,540 SH SOLE 0 118,540 ALLEGHENY TECH COM 01741R102 215 74,055 SH SOLE 0 74,055 ALLEGIANT BANC COM 017476102 243 14,400 SH SOLE 0 14,400 ALLEN TELECOM COM 018091108 1,340 137,400 SH SOLE 0 137,400 ALLERGAN INC COM 018490102 7,569 110,968 SH SOLE 0 110,968 ALLETE INC COM 018522102 4,150 199,900 SH SOLE 0 199,900 ALLIANCE CAP M PART 01855A101 547 19,000 SH SOLE 0 19,000 ALLIANCE DATA COM 018581108 2,413 141,950 SH SOLE 0 141,950 ALLIANCE GAMIN COM 01859P609 1,451 96,700 SH SOLE 0 96,700 ALLIANCE SEMIC COM 01877H100 516 161,100 SH SOLE 0 161,100 ALLIANT ENERGY COM 018802108 3,436 213,785 SH SOLE 0 213,785 ALLIANT TECHSY COM 018804104 11,371 210,537 SH SOLE 0 210,537 ALLIED WASTE I COM 019589308 1,518 189,960 SH SOLE 0 189,960 ALLMERICA FINL COM 019754100 1,730 123,300 SH SOLE 0 123,300 ALLSTATE CORP COM 020002101 22,274 671,500 SH SOLE 0 671,500 ALLTEL CORP COM 020039103 13,305 297,244 SH SOLE 0 297,244 ALPHARMA INC CL A 020813101 4,477 249,700 SH SOLE 0 249,700 ALTERA CORP COM 021441100 5,151 380,440 SH SOLE 0 380,440 ALTIRIS INC COM 02148M100 187 15,000 SH SOLE 0 15,000 ALTRIA GROUP I COM 02209S103 51,357 1,714,183 SH SOLE 0 1,714,183 AMAZON COM INC COM 023135106 250 9,600 SH SOLE 0 9,600 AMB PROPERTY C COM 00163T109 11,242 397,950 SH SOLE 0 397,950 AMBAC FINL GRO COM 023139108 5,049 99,940 SH SOLE 0 99,940 AMC ENTMT INC COM 001669100 715 82,520 SH SOLE 0 82,520 AMCORE FINL IN COM 023912108 1,461 67,100 SH SOLE 0 67,100 AMDOCS LTD COM G02602103 1,099 82,770 SH SOLE 0 82,770 AMERADA HESS C COM 023551104 3,717 83,990 SH SOLE 0 83,990 AMEREN CORP COM 023608102 5,882 150,633 SH SOLE 0 150,633 AMERICA MOVIL S ADR 02364W105 414 31,000 SH SOLE 0 31,000 AMERICAN CAPIT COM 024937104 685 30,600 SH SOLE 0 30,600 AMERICAN EAGLE COM 02553E106 2,444 168,350 SH SOLE 0 168,350 AMERICAN ELEC COM 025537101 8,469 370,617 SH SOLE 0 370,617 AMERICAN EXPRE COM 025816109 75,392 2,268,786 SH SOLE 0 2,268,786 AMERICAN FINL COM 025932104 3,198 161,100 SH SOLE 0 161,100 AMERICAN GREET CL A 026375105 10,323 787,989 SH SOLE 0 787,989 AMERICAN INTL COM 026874107 146,936 2,971,412 SH SOLE 0 2,971,412 AMERICAN ITALI CL A 027070101 6,349 146,800 SH SOLE 0 146,800 AMERICAN MED S COM 02744M108 2,108 145,900 SH SOLE 0 145,900 AMERICAN MGMT COM 027352103 2,295 190,000 SH SOLE 0 190,000 AMERICAN PHARM COM 02886P109 1,335 69,690 SH SOLE 0 69,690 AMERICAN PWR C COM 029066107 2,934 206,060 SH SOLE 0 206,060 AMERICAN STD C COM 029712106 4,079 59,320 SH SOLE 0 59,320 AMERICAN STS W COM 029899101 3,051 127,646 SH SOLE 0 127,646 AMERICAN TOWER CL A 029912201 2,987 541,100 SH SOLE 0 541,100 AMERICREDIT CO COM 03060R101 1,190 360,700 SH SOLE 0 360,700 AMERIGROUP COR COM 03073T102 6,337 216,570 SH SOLE 0 216,570 AMERISOURCEBER COM 03073E105 5,478 104,340 SH SOLE 0 104,340 AMERUS GROUP C COM 03072M108 2,233 91,000 SH SOLE 0 91,000 AMETEK INC NEW COM 031100100 3,176 96,200 SH SOLE 0 96,200 AMGEN INC COM 031162100 100,474 1,745,860 SH SOLE 0 1,745,860 AMKOR TECHNOLO COM 031652100 3,191 617,300 SH SOLE 0 617,300 AMN HEALTHCARE COM 001744101 957 87,200 SH SOLE 0 87,200 AMPHENOL CORP CL A 032095101 1,227 30,100 SH SOLE 0 30,100 AMSOUTH BANCOR COM 032165102 7,055 354,898 SH SOLE 0 354,898 AMSURG CORP COM 03232P405 4,583 181,860 SH SOLE 0 181,860 AMYLIN PHARMAC COM 032346108 1,360 83,940 SH SOLE 0 83,940 ANADARKO PETE COM 032511107 10,771 236,721 SH SOLE 0 236,721 ANALOG DEVICES COM 032654105 8,413 305,920 SH SOLE 0 305,920 ANALOGIC CORP COM 032657207 2,725 59,800 SH SOLE 0 59,800 ANCHOR BANCORP COM 032839102 2,415 110,000 SH SOLE 0 110,000 ANDREW CORP COM 034425108 671 121,997 SH SOLE 0 121,997 ANDRX CORP DEL COM 034553107 413 35,000 SH SOLE 0 35,000 ANGELICA CORP COM 034663104 4,859 285,000 SH SOLE 0 285,000 ANGLO AMERN PL ADR 03485P102 1,170 81,850 SH SOLE 0 81,850 ANHEUSER BUSCH COM 035229103 33,121 710,598 SH SOLE 0 710,598 ANIXTER INTL I COM 035290105 4,480 197,600 SH SOLE 0 197,600 ANNTAYLOR STOR COM 036115103 4,862 236,800 SH SOLE 0 236,800 ANSYS INC COM 03662Q105 1,574 65,700 SH SOLE 0 65,700 ANTEON INTL CO COM 03674E108 415 18,500 SH SOLE 0 18,500 ANTHEM INC COM 03674B104 9,471 142,960 SH SOLE 0 142,960 ANTHRACITE CAP COM 037023108 4,127 360,792 SH SOLE 0 360,792 AOL TIME WARNE COM 00184A105 46,395 4,272,139 SH SOLE 0 4,272,139 AON CORP COM 037389103 6,063 293,171 SH SOLE 0 293,171 APACHE CORP COM 037411105 9,891 160,208 SH SOLE 0 160,208 APARTMENT INVT CL A 03748R101 31,519 864,000 SH SOLE 0 864,000 APOGEE ENTERPR COM 037598109 1,019 124,000 SH SOLE 0 124,000 APOGENT TECHNO COM 03760A101 3,576 245,300 SH SOLE 0 245,300 APOLLO GROUP I CL A 037604105 8,555 171,450 SH SOLE 0 171,450 APPLE COMPUTER COM 037833100 4,780 338,032 SH SOLE 0 338,032 APPLEBEES INTL COM 037899101 4,370 155,838 SH SOLE 0 155,838 APPLERA CORP COM 038020103 2,780 175,608 SH SOLE 0 175,608 APPLERA CORP COM 038020202 688 79,800 SH SOLE 0 79,800 APPLICA INC COM 03815A106 517 105,700 SH SOLE 0 105,700 APPLIED FILMS COM 038197109 2,957 183,100 SH SOLE 0 183,100 APPLIED INDL T COM 03820C105 1,980 118,500 SH SOLE 0 118,500 APPLIED MATLS COM 038222105 17,571 1,396,776 SH SOLE 0 1,396,776 APPLIED MICRO COM 03822W109 1,785 547,620 SH SOLE 0 547,620 APRIA HEALTHCA COM 037933108 5,623 240,700 SH SOLE 0 240,700 APTARGROUP INC COM 038336103 5,231 161,700 SH SOLE 0 161,700 AQUILA INC COM 03840P102 881 423,450 SH SOLE 0 423,450 ARACRUZ CELULO S ADR 038496204 3,004 150,149 SH SOLE 0 150,149 ARBITRON INC COM 03875Q108 4,216 133,000 SH SOLE 0 133,000 ARCH CAP GROUP COM G0450A105 2,455 72,320 SH SOLE 0 72,320 ARCH CHEMICALS COM 03937R102 1,885 100,800 SH SOLE 0 100,800 ARCH COAL INC COM 039380100 3,160 166,250 SH SOLE 0 166,250 ARCHER DANIELS COM 039483102 6,762 626,133 SH SOLE 0 626,133 ARCHSTONE SMIT COM 039583109 49,680 2,262,275 SH SOLE 0 2,262,275 ARCTIC CAT INC COM 039670104 1,550 99,300 SH SOLE 0 99,300 ARDEN RLTY INC COM 039793104 42,255 1,863,100 SH SOLE 0 1,863,100 ARGOSY GAMING COM 040228108 3,315 165,900 SH SOLE 0 165,900 ARKANSAS BEST COM 040790107 3,495 137,507 SH SOLE 0 137,507 ARMOR HOLDINGS COM 042260109 2,258 225,800 SH SOLE 0 225,800 ARQULE INC COM 04269E107 232 96,200 SH SOLE 0 96,200 ARRAY BIOPHARM COM 04269X105 613 143,600 SH SOLE 0 143,600 ARRIS GROUP IN COM 04269Q100 754 203,900 SH SOLE 0 203,900 ARROW ELECTRS COM 042735100 12,649 860,500 SH SOLE 0 860,500 ARROW INTL INC COM 042764100 736 18,100 SH SOLE 0 18,100 ARTESYN TECHNO COM 043127109 535 172,700 SH SOLE 0 172,700 ARTHROCARE COR COM 043136100 1,176 94,300 SH SOLE 0 94,300 ARTISAN COMPON COM 042923102 624 38,600 SH SOLE 0 38,600 ARVINMERITOR I COM 043353101 2,234 159,699 SH SOLE 0 159,699 ASCENTIAL SOFT COM 04362P108 1,575 562,400 SH SOLE 0 562,400 ASE TEST LTD COM Y02516105 993 315,180 SH SOLE 0 315,180 ASHLAND INC COM 044204105 1,941 65,411 SH SOLE 0 65,411 ASHWORTH INC COM 04516H101 370 58,300 SH SOLE 0 58,300 ASM INTL N V COM N07045102 531 53,200 SH SOLE 0 53,200 ASML HLDG NV COM N07059111 945 143,890 SH SOLE 0 143,890 ASSOCIATED BAN COM 045487105 5,622 173,908 SH SOLE 0 173,908 ASTEC INDS INC COM 046224101 514 88,500 SH SOLE 0 88,500 ASTORIA FINL C COM 046265104 5,348 230,200 SH SOLE 0 230,200 ASTROPOWER INC COM 04644A101 411 98,300 SH SOLE 0 98,300 AT&T CORP COM 001957505 11,876 733,087 SH SOLE 0 733,087 AT&T WIRELESS COM 00209A106 16,978 2,572,470 SH SOLE 0 2,572,470 ATHEROGENICS I COM 047439104 1,011 108,000 SH SOLE 0 108,000 ATLANTIC COAST COM 048396105 1,263 203,400 SH SOLE 0 203,400 ATMEL CORP COM 049513104 2,573 1,608,300 SH SOLE 0 1,608,300 ATMI INC COM 00207R101 3,859 200,380 SH SOLE 0 200,380 ATMOS ENERGY C COM 049560105 4,341 204,200 SH SOLE 0 204,200 ATRIX LABS INC COM 04962L101 588 41,850 SH SOLE 0 41,850 ATWOOD OCEANIC COM 050095108 2,534 100,400 SH SOLE 0 100,400 AUDIOVOX CORP CL A 050757103 759 103,000 SH SOLE 0 103,000 AUTODESK INC COM 052769106 5,017 328,764 SH SOLE 0 328,764 AUTOMATIC DATA COM 053015103 16,141 524,225 SH SOLE 0 524,225 AUTONATION INC COM 05329W102 4,682 367,200 SH SOLE 0 367,200 AUTOZONE INC COM 053332102 5,613 81,687 SH SOLE 0 81,687 AVALONBAY CMNT COM 053484101 50,816 1,377,122 SH SOLE 0 1,377,122 AVAYA INC COM 053499109 597 292,622 SH SOLE 0 292,622 AVERY DENNISON COM 053611109 6,302 107,416 SH SOLE 0 107,416 AVID TECHNOLOG COM 05367P100 2,911 131,200 SH SOLE 0 131,200 AVISTA CORP COM 05379B107 2,285 215,800 SH SOLE 0 215,800 AVNET INC COM 053807103 20,285 1,935,639 SH SOLE 0 1,935,639 AVOCENT CORP COM 053893103 4,752 203,588 SH SOLE 0 203,588 AVON PRODS INC COM 054303102 11,884 208,310 SH SOLE 0 208,310 AXCELIS TECHNO COM 054540109 2,112 446,500 SH SOLE 0 446,500 AXEDA SYSTEMS COM 054959101 74 186,092 SH SOLE 0 186,092 AZTAR CORP COM 054802103 4,499 335,000 SH SOLE 0 335,000 BAKER HUGHES I COM 057224107 24,314 812,364 SH SOLE 0 812,364 BALDOR ELEC CO COM 057741100 3,835 179,200 SH SOLE 0 179,200 BALL CORP COM 058498106 2,539 45,578 SH SOLE 0 45,578 BALLY TOTAL FI COM 05873K108 756 149,200 SH SOLE 0 149,200 BANC CORP COM 05944B103 277 56,200 SH SOLE 0 56,200 BANCFIRST CORP COM 05945F103 1,491 33,800 SH SOLE 0 33,800 BANCO LATINOAM CL E P16994132 286 54,400 SH SOLE 0 54,400 BANDAG INC CL A 059815308 1,344 44,600 SH SOLE 0 44,600 BANK HAWAII CO COM 062540109 4,364 141,700 SH SOLE 0 141,700 BANK NEW YORK COM 064057102 34,784 1,696,760 SH SOLE 0 1,696,760 BANK OF AMERIC COM 060505104 111,331 1,665,640 SH SOLE 0 1,665,640 BANK OF THE OZ COM 063904106 320 11,500 SH SOLE 0 11,500 BANK ONE CORP COM 06423A103 38,397 1,109,097 SH SOLE 0 1,109,097 BANKATLANTIC B CL A 065908501 3,481 355,600 SH SOLE 0 355,600 BANKNORTH GROU COM 06646R107 8,201 376,000 SH SOLE 0 376,000 BANKUNITED FIN CL A 06652B103 2,367 134,100 SH SOLE 0 134,100 BANTA CORP COM 066821109 1,742 59,100 SH SOLE 0 59,100 BARD C R INC COM 067383109 3,886 61,618 SH SOLE 0 61,618 BARNES & NOBLE COM 067774109 2,860 150,600 SH SOLE 0 150,600 BARNES GROUP I COM 067806109 1,799 85,000 SH SOLE 0 85,000 BARR LABS INC COM 068306109 10,467 183,640 SH SOLE 0 183,640 BARRA INC COM 068313105 3,304 111,300 SH SOLE 0 111,300 BASSETT FURNIT COM 070203104 548 52,200 SH SOLE 0 52,200 BAUSCH & LOMB COM 071707103 1,644 49,986 SH SOLE 0 49,986 BAXTER INTL IN COM 071813109 9,501 509,692 SH SOLE 0 509,692 BAY VIEW CAP C COM 07262L101 922 169,100 SH SOLE 0 169,100 BB&T CORP COM 054937107 12,277 390,630 SH SOLE 0 390,630 BE AEROSPACE I COM 073302101 300 158,000 SH SOLE 0 158,000 BEAR STEARNS C COM 073902108 6,287 95,844 SH SOLE 0 95,844 BEARINGPOINT I COM 074002106 820 128,700 SH SOLE 0 128,700 BEAZER HOMES U COM 07556Q105 1,805 30,700 SH SOLE 0 30,700 BECKMAN COULTE COM 075811109 5,724 168,200 SH SOLE 0 168,200 BECTON DICKINS COM 075887109 8,518 247,324 SH SOLE 0 247,324 BED BATH & BEY COM 075896100 9,396 272,020 SH SOLE 0 272,020 BEI TECHNOLOGI COM 05538P104 637 65,700 SH SOLE 0 65,700 BEL FUSE INC CL B 077347300 987 49,100 SH SOLE 0 49,100 BELDEN INC COM 077459105 4,145 385,600 SH SOLE 0 385,600 BELL MICROPROD COM 078137106 452 88,400 SH SOLE 0 88,400 BELLSOUTH CORP COM 079860102 38,388 1,771,493 SH SOLE 0 1,771,493 BELO CORP COM 080555105 5,332 263,200 SH SOLE 0 263,200 BEMIS INC COM 081437105 2,119 50,389 SH SOLE 0 50,389 BENCHMARK ELEC COM 08160H101 3,995 141,000 SH SOLE 0 141,000 BERKLEY W R CO COM 084423102 827 19,300 SH SOLE 0 19,300 BERKSHIRE HATH CL B 084670207 8,121 3,800 SH SOLE 0 3,800 BEST BUY INC COM 086516101 7,468 276,900 SH SOLE 0 276,900 BIG LOTS INC COM 089302103 19,176 1,704,538 SH SOLE 0 1,704,538 BIO TECHNOLOGY COM 090578105 714 264,300 SH SOLE 0 264,300 BIOGEN INC COM 090597105 3,678 122,780 SH SOLE 0 122,780 BIOMET INC COM 090613100 6,660 217,289 SH SOLE 0 217,289 BIOSITE INC COM 090945106 4,432 115,390 SH SOLE 0 115,390 BIOSPHERE MEDI COM 09066V103 483 102,800 SH SOLE 0 102,800 BIOVAIL CORP COM 09067J109 3,281 82,295 SH SOLE 0 82,295 BISYS GROUP IN COM 055472104 7,073 433,400 SH SOLE 0 433,400 BJ SVCS CO COM 055482103 4,450 129,400 SH SOLE 0 129,400 BJS WHOLESALE COM 05548J106 2,214 195,900 SH SOLE 0 195,900 BLACK & DECKER COM 091797100 2,639 75,713 SH SOLE 0 75,713 BLACK BOX CORP COM 091826107 3,407 115,000 SH SOLE 0 115,000 BLACK HILLS CO COM 092113109 3,953 143,800 SH SOLE 0 143,800 BLACKROCK INC CL A 09247X101 662 15,200 SH SOLE 0 15,200 BLOCK H & R IN COM 093671105 6,526 152,862 SH SOLE 0 152,862 BLOCKBUSTER IN CL A 093679108 734 42,900 SH SOLE 0 42,900 BLUE RHINO COR COM 095811105 472 46,200 SH SOLE 0 46,200 BLYTH INC COM 09643P108 2,731 107,400 SH SOLE 0 107,400 BMC SOFTWARE I COM 055921100 3,452 228,750 SH SOLE 0 228,750 BOB EVANS FARM COM 096761101 1,968 81,700 SH SOLE 0 81,700 BOEING CO COM 097023105 20,040 799,674 SH SOLE 0 799,674 BOISE CASCADE COM 097383103 1,166 53,353 SH SOLE 0 53,353 BOK FINL CORP COM 05561Q201 836 25,600 SH SOLE 0 25,600 BONE CARE INTL COM 098072101 145 20,400 SH SOLE 0 20,400 BORDERS GROUP COM 099709107 4,444 302,300 SH SOLE 0 302,300 BORG WARNER IN COM 099724106 3,913 81,800 SH SOLE 0 81,800 BORLAND SOFTWA COM 099849101 316 34,400 SH SOLE 0 34,400 BOSTON BEER IN CL A 100557107 446 35,500 SH SOLE 0 35,500 BOSTON COMMUNI COM 100582105 1,225 78,200 SH SOLE 0 78,200 BOSTON PRIVATE COM 101119105 1,524 101,900 SH SOLE 0 101,900 BOSTON PROPERT COM 101121101 7,137 188,300 SH SOLE 0 188,300 BOSTON SCIENTI COM 101137107 29,484 723,348 SH SOLE 0 723,348 BOWATER INC COM 102183100 4,789 128,900 SH SOLE 0 128,900 BOWNE & CO INC COM 103043105 1,510 151,000 SH SOLE 0 151,000 BOYD GAMING CO COM 103304101 1,047 82,100 SH SOLE 0 82,100 BP PLC S ADR 055622104 903 23,400 SH SOLE 0 23,400 BRADY CORP CL A 104674106 3,613 127,750 SH SOLE 0 127,750 BRANDYWINE RLT REIT 105368203 3,291 149,600 SH SOLE 0 149,600 BRIGGS & STRAT COM 109043109 4,723 121,600 SH SOLE 0 121,600 BRIGHAM EXPLOR COM 109178103 95 20,190 SH SOLE 0 20,190 BRINKER INTL I COM 109641100 8,485 278,200 SH SOLE 0 278,200 BRISTOL MYERS COM 110122108 34,394 1,627,748 SH SOLE 0 1,627,748 BROADCOM CORP CL A 111320107 3,205 259,500 SH SOLE 0 259,500 BROADWING INC COM 111620100 2,042 510,400 SH SOLE 0 510,400 BROCADE COMMUN CONV 111621AB4 2,302 2,995,000 SH SOLE 0 2,995,000 BROOKFIELD PPT COM 112900105 7,027 357,600 SH SOLE 0 357,600 BROOKLINE BANC COM 11373M107 141 11,300 SH SOLE 0 11,300 BROOKS AUTOMAT COM 114340102 1,592 164,600 SH SOLE 0 164,600 BROOKSTONE INC COM 114537103 897 55,000 SH SOLE 0 55,000 BROOKTROUT INC COM 114580103 265 55,000 SH SOLE 0 55,000 BROWN & BROWN COM 115236101 6,469 206,600 SH SOLE 0 206,600 BROWN FORMAN C CL B 115637209 3,826 49,757 SH SOLE 0 49,757 BROWN SHOE INC COM 115736100 2,149 79,400 SH SOLE 0 79,400 BROWN TOM INC COM 115660201 4,274 176,600 SH SOLE 0 176,600 BRUNSWICK CORP COM 117043109 1,623 85,404 SH SOLE 0 85,404 BRUSH ENGINEER COM 117421107 380 74,900 SH SOLE 0 74,900 BUCA INC COM 117769109 593 107,800 SH SOLE 0 107,800 BUCKEYE TECHNO COM 118255108 790 166,400 SH SOLE 0 166,400 BUILDING MATLS COM 120113105 785 59,000 SH SOLE 0 59,000 BUNGE LIMITED COM G16962105 2,586 102,790 SH SOLE 0 102,790 BURLINGTON COA COM 121579106 3,263 200,200 SH SOLE 0 200,200 BURLINGTON NOR COM 12189T104 8,960 359,851 SH SOLE 0 359,851 BURLINGTON RES COM 122014103 9,730 203,931 SH SOLE 0 203,931 BUSINESS OBJEC S ADR 12328X107 2,755 168,485 SH SOLE 0 168,485 BUTLER MFG CO COM 123655102 464 28,300 SH SOLE 0 28,300 C COR NET CORP COM 125010108 540 163,700 SH SOLE 0 163,700 C D I CORP COM 125071100 2,025 86,900 SH SOLE 0 86,900 C H ROBINSON W COM 12541W100 6,442 197,000 SH SOLE 0 197,000 C&D TECHNOLOGI COM 124661109 1,559 130,100 SH SOLE 0 130,100 CABLE DESIGN T COM 126924109 1,340 201,475 SH SOLE 0 201,475 CABLEVISION SY CL A 12686C109 205 10,800 SH SOLE 0 10,800 CABOT CORP COM 127055101 4,278 179,300 SH SOLE 0 179,300 CABOT MICROELE COM 12709P103 4,932 117,591 SH SOLE 0 117,591 CABOT OIL & GA COM 127097103 4,922 205,100 SH SOLE 0 205,100 CACI INTL INC CL A 127190304 6,037 180,960 SH SOLE 0 180,960 CADENCE DESIGN COM 127387108 6,269 626,900 SH SOLE 0 626,900 CAL DIVE INTL COM 127914109 3,793 210,600 SH SOLE 0 210,600 CALIFORNIA PIZ COM 13054D109 1,010 43,900 SH SOLE 0 43,900 CALLAWAY GOLF COM 131193104 2,723 229,200 SH SOLE 0 229,200 CALPINE CORP COM 131347106 1,536 465,480 SH SOLE 0 465,480 CAMBREX CORP COM 132011107 3,531 147,000 SH SOLE 0 147,000 CAMDEN PPTY TR REIT 133131102 535 16,500 SH SOLE 0 16,500 CAMPBELL SOUP COM 134429109 7,111 338,637 SH SOLE 0 338,637 CANON INC ADR 138006309 221 6,300 SH SOLE 0 6,300 CAPITAL AUTOMO REIT 139733109 5,509 220,900 SH SOLE 0 220,900 CAPITAL ONE FI COM 14040H105 6,262 208,680 SH SOLE 0 208,680 CAPTARIS INC COM 14071N104 415 143,500 SH SOLE 0 143,500 CARAUSTAR INDS COM 140909102 1,667 246,200 SH SOLE 0 246,200 CARBO CERAMICS COM 140781105 2,270 69,100 SH SOLE 0 69,100 CARDINAL HEALT COM 14149Y108 54,338 953,802 SH SOLE 0 953,802 CARDIODYNAMICS COM 141597104 1,019 337,577 SH SOLE 0 337,577 CAREER EDUCATI COM 141665109 8,025 164,046 SH SOLE 0 164,046 CARLISLE COS I COM 142339100 3,628 89,600 SH SOLE 0 89,600 CARMAX INC COM 143130102 3,503 240,400 SH SOLE 0 240,400 CARNIVAL CORP COM 143658102 13,854 574,620 SH SOLE 0 574,620 CARPENTER TECH COM 144285103 1,519 149,700 SH SOLE 0 149,700 CARREKER CORP COM 144433109 217 105,900 SH SOLE 0 105,900 CASCADE NAT GA COM 147339105 962 49,600 SH SOLE 0 49,600 CASEYS GEN STO COM 147528103 2,658 223,400 SH SOLE 0 223,400 CASH AMER INTL COM 14754D100 1,041 109,833 SH SOLE 0 109,833 CASTLE A M & C COM 148411101 338 71,100 SH SOLE 0 71,100 CATALINA MARKE COM 148867104 2,990 155,500 SH SOLE 0 155,500 CATAPULT COMMU COM 149016107 373 58,800 SH SOLE 0 58,800 CATERPILLAR IN COM 149123101 17,604 357,812 SH SOLE 0 357,812 CATO CORP NEW CL A 149205106 2,188 114,900 SH SOLE 0 114,900 CBL & ASSOC PP COM 124830100 2,866 70,600 SH SOLE 0 70,600 CBRL GROUP INC COM 12489V106 3,184 116,000 SH SOLE 0 116,000 CDW COMPUTER C COM 125129106 8,511 208,600 SH SOLE 0 208,600 CEC ENTMT INC COM 125137109 3,369 123,825 SH SOLE 0 123,825 CELANESE AG COM D1497A101 13,483 777,100 SH SOLE 0 777,100 CELGENE CORP COM 151020104 4,568 175,150 SH SOLE 0 175,150 CEMEX S A S ADR 151290889 1,791 102,694 SH SOLE 0 102,694 CENDANT CORP COM 151313103 27,021 2,127,668 SH SOLE 0 2,127,668 CENTENE CORP D COM 15135B101 581 19,900 SH SOLE 0 19,900 CENTERPOINT EN COM 15189T107 1,994 282,856 SH SOLE 0 282,856 CENTEX CONSTRU COM 15231R109 767 21,300 SH SOLE 0 21,300 CENTEX CORP COM 152312104 21,621 397,742 SH SOLE 0 397,742 CENTRAL PKG CO COM 154785109 1,620 161,950 SH SOLE 0 161,950 CENTRAL VT PUB COM 155771108 905 52,600 SH SOLE 0 52,600 CENTURY ALUM C COM 156431108 584 92,500 SH SOLE 0 92,500 CENTURYTEL INC COM 156700106 4,116 149,140 SH SOLE 0 149,140 CEPHALON INC COM 156708109 9,917 248,300 SH SOLE 0 248,300 CERIDIAN CORP COM 156779100 4,838 346,100 SH SOLE 0 346,100 CERNER CORP COM 156782104 6,725 207,700 SH SOLE 0 207,700 CERTEGY INC COM 156880106 4,886 193,906 SH SOLE 0 193,906 CH ENERGY GROU COM 12541M102 3,002 72,000 SH SOLE 0 72,000 CHAMPION ENTER COM 158496109 3,343 1,816,900 SH SOLE 0 1,816,900 CHARLES RIV LA COM 159864107 3,131 122,700 SH SOLE 0 122,700 CHARMING SHOPP COM 161133103 13,059 3,731,000 SH SOLE 0 3,731,000 CHARTER ONE FI COM 160903100 5,974 215,968 SH SOLE 0 215,968 CHATEAU CMNTYS COM 161726104 1,399 74,200 SH SOLE 0 74,200 CHECK POINT SO COM M22465104 6,574 454,350 SH SOLE 0 454,350 CHECKFREE CORP COM 162813109 5,534 246,160 SH SOLE 0 246,160 CHECKPOINT SYS COM 162825103 1,440 146,300 SH SOLE 0 146,300 CHEESECAKE FAC COM 163072101 4,786 148,300 SH SOLE 0 148,300 CHELSEA PPTY G COM 163421100 1,769 47,500 SH SOLE 0 47,500 CHEMED CORP COM 163596109 1,394 44,000 SH SOLE 0 44,000 CHESAPEAKE COR COM 165159104 1,150 68,100 SH SOLE 0 68,100 CHESAPEAKE ENE COM 165167107 2,028 257,980 SH SOLE 0 257,980 CHEVRONTEXACO COM 166764100 65,788 1,017,598 SH SOLE 0 1,017,598 CHICAGO BRIDGE COM 167250109 1,756 108,100 SH SOLE 0 108,100 CHICOS FAS INC COM 168615102 5,970 298,500 SH SOLE 0 298,500 CHILDRENS PL R COM 168905107 1,556 169,000 SH SOLE 0 169,000 CHINA MOBILE H S ADR 16941M109 2,010 203,000 SH SOLE 0 203,000 CHINA TELECOM S ADR 169426103 2,500 139,286 SH SOLE 0 139,286 CHIPPAC INC CL A 169657103 853 236,900 SH SOLE 0 236,900 CHIRON CORP COM 170040109 6,156 164,160 SH SOLE 0 164,160 CHITTENDEN COR COM 170228100 4,269 163,300 SH SOLE 0 163,300 CHOICEPOINT IN COM 170388102 6,704 197,766 SH SOLE 0 197,766 CHRISTOPHER & COM 171046105 2,053 116,000 SH SOLE 0 116,000 CHUBB CORP COM 171232101 7,707 173,893 SH SOLE 0 173,893 CHURCH & DWIGH COM 171340102 2,823 93,000 SH SOLE 0 93,000 CIBER INC COM 17163B102 2,299 483,000 SH SOLE 0 483,000 CIENA CORP CONV 171779AA9 2,355 3,140,000 SH SOLE 0 3,140,000 CIENA CORP COM 171779101 1,809 413,900 SH SOLE 0 413,900 CIGNA CORP COM 125509109 6,100 133,419 SH SOLE 0 133,419 CIMA LABS INC COM 171796105 1,391 64,100 SH SOLE 0 64,100 CIMAREX ENERGY COM 171798101 4,902 252,047 SH SOLE 0 252,047 CINCINNATI FIN COM 172062101 5,359 152,814 SH SOLE 0 152,814 CINERGY CORP COM 172474108 5,329 158,359 SH SOLE 0 158,359 CINTAS CORP COM 172908105 4,644 141,140 SH SOLE 0 141,140 CIRCUIT CITY S COM 172737108 1,039 199,732 SH SOLE 0 199,732 CISCO SYS INC COM 17275R102 113,667 8,757,080 SH SOLE 0 8,757,080 CIT GROUP INC COM 125581108 722 42,800 SH SOLE 0 42,800 CITIGROUP INC COM 172967101 207,166 6,013,523 SH SOLE 0 6,013,523 CITIZENS COMMU COM 17453B101 2,651 265,640 SH SOLE 0 265,640 CITRIX SYS INC COM 177376100 1,864 141,640 SH SOLE 0 141,640 CITY HLDG CO COM 177835105 591 21,600 SH SOLE 0 21,600 CITY NATL CORP COM 178566105 6,127 139,450 SH SOLE 0 139,450 CKE RESTAURANT CONV 12561EAB1 1,784 1,870,000 SH SOLE 0 1,870,000 CLAIRES STORES COM 179584107 3,977 168,450 SH SOLE 0 168,450 CLARCOR INC COM 179895107 4,867 134,450 SH SOLE 0 134,450 CLARK / BARDES COM 180668105 521 43,600 SH SOLE 0 43,600 CLAYTON HOMES COM 184190106 11,784 1,067,393 SH SOLE 0 1,067,393 CLEAR CHANNEL COM 184502102 44,025 1,297,908 SH SOLE 0 1,297,908 CLECO CORP NEW COM 12561W105 3,985 317,550 SH SOLE 0 317,550 CLEVELAND CLIF COM 185896107 1,986 106,500 SH SOLE 0 106,500 CLOROX CO DEL COM 189054109 8,422 182,414 SH SOLE 0 182,414 CMS ENERGY COR COM 125896100 566 128,267 SH SOLE 0 128,267 CNET INC CONV 125945AC9 733 960,000 SH SOLE 0 960,000 CNF INC COM 12612W104 4,997 164,110 SH SOLE 0 164,110 CNOOC LTD S ADR 126132109 2,989 112,100 SH SOLE 0 112,100 COACH INC COM 189754104 9,981 260,400 SH SOLE 0 260,400 COACHMEN INDS COM 189873102 6,727 611,500 SH SOLE 0 611,500 COBALT CORP COM 19074W100 539 37,300 SH SOLE 0 37,300 COCA COLA BOTT COM 191098102 2,021 40,500 SH SOLE 0 40,500 COCA COLA CO COM 191216100 83,475 2,062,138 SH SOLE 0 2,062,138 COCA COLA ENTE COM 191219104 7,951 425,420 SH SOLE 0 425,420 COCA-COLA FEMS S ADR 191241108 5,067 295,625 SH SOLE 0 295,625 COGNEX CORP COM 192422103 4,581 216,300 SH SOLE 0 216,300 COGNIZANT TECH CL A 192446102 1,123 16,690 SH SOLE 0 16,690 COGNOS INC COM 19244C109 998 43,920 SH SOLE 0 43,920 COHERENT INC COM 192479103 2,468 131,600 SH SOLE 0 131,600 COHU INC COM 192576106 1,759 120,200 SH SOLE 0 120,200 COINSTAR INC COM 19259P300 1,934 115,200 SH SOLE 0 115,200 COLE KENNETH P CL A 193294105 1,406 64,200 SH SOLE 0 64,200 COLGATE PALMOL COM 194162103 25,080 460,698 SH SOLE 0 460,698 COLLINS & AIKM COM 194830204 719 176,600 SH SOLE 0 176,600 COLONIAL BANCG COM 195493309 3,245 288,400 SH SOLE 0 288,400 COLONIAL PPTYS REIT 195872106 3,364 101,700 SH SOLE 0 101,700 COLUMBIA LABS COM 197779101 490 122,400 SH SOLE 0 122,400 COMCAST CORP N CL A 20030N101 42,099 1,472,521 SH SOLE 0 1,472,521 COMCAST CORP N CL A 20030N200 37,847 1,376,766 SH SOLE 0 1,376,766 COMERICA INC COM 200340107 25,838 682,089 SH SOLE 0 682,089 COMMERCE BANCO COM 200519106 7,201 181,200 SH SOLE 0 181,200 COMMERCIAL CAP COM 20162L105 1,274 118,500 SH SOLE 0 118,500 COMMERCIAL FED COM 201647104 5,017 231,000 SH SOLE 0 231,000 COMMERCIAL MET COM 201723103 1,780 127,600 SH SOLE 0 127,600 COMMONWEALTH I COM 203004106 356 72,000 SH SOLE 0 72,000 COMMSCOPE INC COM 203372107 1,036 138,100 SH SOLE 0 138,100 COMMUNITY FIRS COM 203902101 8,683 339,850 SH SOLE 0 339,850 COMMUNITY HEAL COM 203668108 6,985 340,900 SH SOLE 0 340,900 COMPANHIA BRAS ADR 20440T201 2,270 179,900 SH SOLE 0 179,900 COMPANHIA VALE S ADR 204412209 3,849 142,803 SH SOLE 0 142,803 COMPASS BANCSH COM 20449H109 10,191 325,900 SH SOLE 0 325,900 COMPUDYNE CORP COM 204795306 601 87,400 SH SOLE 0 87,400 COMPUTER ASSOC COM 204912109 7,611 557,163 SH SOLE 0 557,163 COMPUTER SCIEN COM 205363104 5,733 176,122 SH SOLE 0 176,122 COMPUTER TASK COM 205477102 181 93,900 SH SOLE 0 93,900 COMPUWARE CORP COM 205638109 1,196 352,680 SH SOLE 0 352,680 COMVERSE TECHN CONV 205862AJ4 1,264 1,395,000 SH SOLE 0 1,395,000 COMVERSE TECHN COM 205862402 1,939 171,460 SH SOLE 0 171,460 CONAGRA FOODS COM 205887102 10,646 530,176 SH SOLE 0 530,176 CONCERTO SOFTW COM 20602T106 289 52,600 SH SOLE 0 52,600 CONCORD CAMERA COM 206156101 1,480 295,330 SH SOLE 0 295,330 CONCORD COMMUN COM 206186108 665 77,000 SH SOLE 0 77,000 CONCORD EFS IN COM 206197105 4,539 482,860 SH SOLE 0 482,860 CONMED CORP COM 207410101 2,793 170,200 SH SOLE 0 170,200 CONNETICS CORP COM 208192104 2,732 163,100 SH SOLE 0 163,100 CONOCOPHILLIPS COM 20825C104 34,418 642,130 SH SOLE 0 642,130 CONSOLIDATED E COM 209115104 7,837 203,721 SH SOLE 0 203,721 CONSOLIDATED G COM 209341106 1,009 60,000 SH SOLE 0 60,000 CONSTELLATION CL A 21036P108 4,790 211,000 SH SOLE 0 211,000 CONSTELLATION COM 210371100 4,292 154,770 SH SOLE 0 154,770 CONVERGYS CORP COM 212485106 2,217 167,920 SH SOLE 0 167,920 COOPER CAMERON COM 216640102 6,713 135,590 SH SOLE 0 135,590 COOPER COS INC COM 216648402 7,118 238,050 SH SOLE 0 238,050 COOPER INDS LT CL A G24182100 3,171 88,789 SH SOLE 0 88,789 COOPER TIRE & COM 216831107 773 63,370 SH SOLE 0 63,370 COORS ADOLPH C CL B 217016104 1,651 34,039 SH SOLE 0 34,039 COPART INC COM 217204106 1,654 215,300 SH SOLE 0 215,300 CORE LABORATOR COM N22717107 3,366 323,700 SH SOLE 0 323,700 CORINTHIAN COL COM 218868107 6,844 173,254 SH SOLE 0 173,254 CORN PRODS INT COM 219023108 5,205 178,500 SH SOLE 0 178,500 CORNING INC COM 219350105 6,779 1,160,706 SH SOLE 0 1,160,706 CORPORATE EXEC COM 21988R102 887 24,900 SH SOLE 0 24,900 COST PLUS INC COM 221485105 3,000 114,000 SH SOLE 0 114,000 COSTCO WHSL CO COM 22160K105 13,071 435,278 SH SOLE 0 435,278 COUNTRYWIDE FI COM 222372104 8,257 143,599 SH SOLE 0 143,599 COVANCE INC COM 222816100 6,248 270,236 SH SOLE 0 270,236 COVENTRY HEALT COM 222862104 7,662 232,900 SH SOLE 0 232,900 COX COMMUNICAT CONV 224044AX5 2,411 5,050,000 SH SOLE 0 5,050,000 COX RADIO INC CL A 224051102 862 41,700 SH SOLE 0 41,700 CPB INC COM 125903104 2,026 79,600 SH SOLE 0 79,600 CPI CORP COM 125902106 3,051 232,400 SH SOLE 0 232,400 CRANE CO COM 224399105 949 54,503 SH SOLE 0 54,503 CRAY INC COM 225223106 1,021 154,500 SH SOLE 0 154,500 CREDENCE SYS C COM 225302108 1,684 247,600 SH SOLE 0 247,600 CREE INC COM 225447101 4,034 217,800 SH SOLE 0 217,800 CROMPTON CORP COM 227116100 1,494 368,801 SH SOLE 0 368,801 CROSS A T CO CL A 227478104 327 68,600 SH SOLE 0 68,600 CROWN CASTLE I COM 228227104 1,809 328,900 SH SOLE 0 328,900 CRYOLIFE INC COM 228903100 603 88,050 SH SOLE 0 88,050 CSG SYS INTL I COM 126349109 1,043 120,300 SH SOLE 0 120,300 CSX CORP COM 126408103 27,826 975,684 SH SOLE 0 975,684 CTI MOLECULAR COM 22943D105 717 36,600 SH SOLE 0 36,600 CTS CORP COM 126501105 936 153,500 SH SOLE 0 153,500 CUBIC CORP COM 229669106 1,962 120,200 SH SOLE 0 120,200 CULLEN FROST B COM 229899109 7,662 252,200 SH SOLE 0 252,200 CUMMINS INC COM 231021106 919 37,353 SH SOLE 0 37,353 CUMULUS MEDIA CL A 231082108 4,365 299,809 SH SOLE 0 299,809 CUNO INC COM 126583103 3,025 90,000 SH SOLE 0 90,000 CURATIVE HEALT COM 231264102 2,355 137,900 SH SOLE 0 137,900 CURTISS WRIGHT COM 231561101 2,783 46,000 SH SOLE 0 46,000 CV THERAPEUTIC COM 126667104 1,200 66,580 SH SOLE 0 66,580 CVB FINL CORP COM 126600105 695 35,875 SH SOLE 0 35,875 CVS CORP COM 126650100 9,376 393,114 SH SOLE 0 393,114 CYBERONICS INC COM 23251P102 1,703 79,600 SH SOLE 0 79,600 CYMER INC COM 232572107 6,162 260,310 SH SOLE 0 260,310 CYPRESS SEMICO COM 232806109 1,991 288,600 SH SOLE 0 288,600 CYTEC INDS INC COM 232820100 3,735 134,100 SH SOLE 0 134,100 CYTYC CORP COM 232946103 3,526 270,200 SH SOLE 0 270,200 D R HORTON INC COM 23331A109 7,377 384,200 SH SOLE 0 384,200 DAKTRONICS INC COM 234264109 1,586 102,000 SH SOLE 0 102,000 DANA CORP COM 235811106 991 140,320 SH SOLE 0 140,320 DANAHER CORP D COM 235851102 10,346 157,333 SH SOLE 0 157,333 DARDEN RESTAUR COM 237194105 2,895 162,163 SH SOLE 0 162,163 DATASCOPE CORP COM 238113104 1,801 66,500 SH SOLE 0 66,500 DEAN FOODS CO COM 242370104 9,131 212,788 SH SOLE 0 212,788 DEERE & CO COM 244199105 8,849 225,400 SH SOLE 0 225,400 DELL COMPUTER COM 247025109 73,108 2,676,973 SH SOLE 0 2,676,973 DELPHI CORP COM 247126105 3,650 534,351 SH SOLE 0 534,351 DELPHI FINL GR CL A 247131105 3,631 92,676 SH SOLE 0 92,676 DELTA & PINE L COM 247357106 4,969 219,766 SH SOLE 0 219,766 DELTA AIR LINE COM 247361108 1,041 116,990 SH SOLE 0 116,990 DELTIC TIMBER COM 247850100 1,279 53,500 SH SOLE 0 53,500 DELUXE CORP COM 248019101 3,348 83,430 SH SOLE 0 83,430 DENBURY RES IN COM 247916208 512 47,300 SH SOLE 0 47,300 DENDRITE INTL COM 248239105 1,623 190,950 SH SOLE 0 190,950 DENTSPLY INTL COM 249030107 6,354 182,650 SH SOLE 0 182,650 DEPARTMENT 56 COM 249509100 576 58,700 SH SOLE 0 58,700 DEVON ENERGY C COM 25179M103 7,093 147,100 SH SOLE 0 147,100 DEVRY INC DEL COM 251893103 3,045 163,100 SH SOLE 0 163,100 DIAGNOSTIC PRO COM 252450101 7,026 188,100 SH SOLE 0 188,100 DIAL CORP NEW COM 25247D101 5,263 271,300 SH SOLE 0 271,300 DIEBOLD INC COM 253651103 6,196 182,550 SH SOLE 0 182,550 DIGENE CORP COM 253752109 2,070 125,160 SH SOLE 0 125,160 DIGI INTL INC COM 253798102 311 95,600 SH SOLE 0 95,600 DILLARDS INC CL A 254067101 1,463 113,200 SH SOLE 0 113,200 DIME CMNTY BAN COM 253922108 3,704 162,260 SH SOLE 0 162,260 DIMON INC COM 254394109 1,153 201,300 SH SOLE 0 201,300 DIONEX CORP COM 254546104 3,128 94,700 SH SOLE 0 94,700 DISNEY WALT CO COM 254687106 57,143 3,357,431 SH SOLE 0 3,357,431 DITECH COMMUNI COM 25500M103 260 104,885 SH SOLE 0 104,885 DIVERSA CORP COM 255064107 3,422 365,620 SH SOLE 0 365,620 DOCUMENTUM INC COM 256159104 449 34,250 SH SOLE 0 34,250 DOLLAR GEN COR COM 256669102 3,367 275,751 SH SOLE 0 275,751 DOLLAR THRIFTY COM 256743105 1,112 66,800 SH SOLE 0 66,800 DOLLAR TREE ST COM 256747106 6,496 326,450 SH SOLE 0 326,450 DOMINION RES I COM 25746U109 16,162 291,883 SH SOLE 0 291,883 DONALDSON INC COM 257651109 4,889 133,650 SH SOLE 0 133,650 DONNELLEY R R COM 257867101 2,018 110,172 SH SOLE 0 110,172 DORAL FINL COR COM 25811P100 1,069 30,250 SH SOLE 0 30,250 DOVER CORP COM 260003108 4,646 191,834 SH SOLE 0 191,834 DOW CHEM CO COM 260543103 23,893 865,377 SH SOLE 0 865,377 DOW JONES & CO COM 260561105 2,494 70,363 SH SOLE 0 70,363 DOWNEY FINL CO COM 261018105 7,509 190,524 SH SOLE 0 190,524 DPL INC COM 233293109 3,675 294,924 SH SOLE 0 294,924 DQE INC COM 23329J104 4,046 331,900 SH SOLE 0 331,900 DRESS BARN INC COM 261570105 1,763 131,100 SH SOLE 0 131,100 DREXLER TECHNO COM 261876106 1,188 81,900 SH SOLE 0 81,900 DREYERS GRAND COM 261878102 5,643 81,400 SH SOLE 0 81,400 DRIL-QUIP INC COM 262037104 1,064 77,800 SH SOLE 0 77,800 DRS TECHNOLOGI COM 23330X100 3,229 129,100 SH SOLE 0 129,100 DSP GROUP INC COM 23332B106 2,892 159,500 SH SOLE 0 159,500 DST SYS INC DE COM 233326107 8,307 305,400 SH SOLE 0 305,400 DTE ENERGY CO COM 233331107 6,115 158,209 SH SOLE 0 158,209 DU PONT E I DE COM 263534109 59,558 1,532,632 SH SOLE 0 1,532,632 DUANE READE IN COM 263578106 1,667 131,500 SH SOLE 0 131,500 DUKE ENERGY CO COM 264399106 12,492 859,156 SH SOLE 0 859,156 DUN & BRADSTRE COM 26483E100 6,629 173,300 SH SOLE 0 173,300 DUPONT PHOTOMA COM 26613X101 1,891 94,250 SH SOLE 0 94,250 DYCOM INDS INC COM 267475101 5,698 551,600 SH SOLE 0 551,600 DYNEGY INC NEW CL A 26816Q101 900 344,760 SH SOLE 0 344,760 E M C CORP MAS COM 268648102 16,170 2,236,530 SH SOLE 0 2,236,530 E PIPHANY INC COM 26881V100 492 123,550 SH SOLE 0 123,550 E TRADE GROUP COM 269246104 3,548 842,798 SH SOLE 0 842,798 EAST WEST BANC COM 27579R104 7,077 229,400 SH SOLE 0 229,400 EASTMAN CHEM C COM 277432100 2,410 83,126 SH SOLE 0 83,126 EASTMAN KODAK COM 277461109 8,155 275,523 SH SOLE 0 275,523 EATON CORP COM 278058102 4,629 66,172 SH SOLE 0 66,172 EATON VANCE CO COM 278265103 4,314 161,400 SH SOLE 0 161,400 EBAY INC COM 278642103 22,013 258,040 SH SOLE 0 258,040 ECI TELECOM LT COM 268258100 513 250,300 SH SOLE 0 250,300 ECLIPSYS CORP COM 278856109 1,393 174,700 SH SOLE 0 174,700 ECOLAB INC COM 278865100 5,298 107,402 SH SOLE 0 107,402 EDGE PETE CORP COM 279862106 425 102,000 SH SOLE 0 102,000 EDISON INTL COM 281020107 4,237 309,499 SH SOLE 0 309,499 EDO CORP COM 281347104 3,716 205,300 SH SOLE 0 205,300 EDUCATION MGMT COM 28139T101 7,389 185,788 SH SOLE 0 185,788 EDWARDS AG INC COM 281760108 4,823 186,200 SH SOLE 0 186,200 EDWARDS LIFESC COM 28176E108 6,083 222,020 SH SOLE 0 222,020 EFUNDS CORP COM 28224R101 1,443 210,000 SH SOLE 0 210,000 EGL INC COM 268484102 1,629 109,600 SH SOLE 0 109,600 EL PASO CORP COM 28336L109 3,499 578,287 SH SOLE 0 578,287 EL PASO ELEC C COM 283677854 2,425 224,500 SH SOLE 0 224,500 EL PASO ENERGY CONV 283678209 2,098 93,570 SH SOLE 0 93,570 ELAN PLC ADR 284131208 68 24,500 SH SOLE 0 24,500 ELECTRO SCIENT COM 285229100 1,566 124,700 SH SOLE 0 124,700 ELECTRONIC ART COM 285512109 6,876 117,260 SH SOLE 0 117,260 ELECTRONIC DAT COM 285661104 8,255 469,020 SH SOLE 0 469,020 ELECTRONICS BO COM 286045109 1,148 68,350 SH SOLE 0 68,350 ELKCORP COM 287456107 1,667 87,750 SH SOLE 0 87,750 EMBREX INC COM 290817105 790 100,000 SH SOLE 0 100,000 EMCOR GROUP IN COM 29084Q100 4,990 103,428 SH SOLE 0 103,428 EMERSON ELEC C COM 291011104 16,318 359,820 SH SOLE 0 359,820 EMMIS COMMUNIC CL A 291525103 3,484 206,400 SH SOLE 0 206,400 EMULEX CORP COM 292475209 770 40,200 SH SOLE 0 40,200 ENCANA CORP COM 292505104 335 10,366 SH SOLE 0 10,366 ENDO PHARMACEU COM 29264F205 1,552 115,050 SH SOLE 0 115,050 ENERGEN CORP COM 29265N108 6,444 201,000 SH SOLE 0 201,000 ENERGIZER HLDG COM 29266R108 5,921 232,300 SH SOLE 0 232,300 ENERGY EAST CO COM 29266M109 6,564 368,736 SH SOLE 0 368,736 ENESCO GROUP I COM 292973104 448 62,500 SH SOLE 0 62,500 ENGELHARD CORP COM 292845104 2,644 123,426 SH SOLE 0 123,426 ENGINEERED SUP COM 292866100 3,471 88,650 SH SOLE 0 88,650 ENSCO INTL INC COM 26874Q100 28,464 1,115,800 SH SOLE 0 1,115,800 ENTERCOM COMMU CL A 293639100 6,635 151,100 SH SOLE 0 151,100 ENTERGY CORP N COM 29364G103 10,252 212,914 SH SOLE 0 212,914 ENTRUST INC COM 293848107 695 277,800 SH SOLE 0 277,800 ENVIRONMENTAL COM 294092101 1,396 237,000 SH SOLE 0 237,000 ENZO BIOCHEM I COM 294100102 1,674 128,079 SH SOLE 0 128,079 ENZON PHARMACE COM 293904108 1,438 126,700 SH SOLE 0 126,700 EOG RES INC COM 26875P101 4,420 111,740 SH SOLE 0 111,740 EON LABS INC COM 29412E100 2,293 85,880 SH SOLE 0 85,880 EQUIFAX INC COM 294429105 2,388 119,472 SH SOLE 0 119,472 EQUITABLE RES COM 294549100 5,386 143,600 SH SOLE 0 143,600 EQUITY OFFICE REIT 294741103 17,087 671,389 SH SOLE 0 671,389 EQUITY RESIDEN COM 29476L107 11,344 471,272 SH SOLE 0 471,272 ERESEARCHTECHN COM 29481V108 2,373 88,400 SH SOLE 0 88,400 ERICSSON L M T ADR 294821608 102 16,000 SH SOLE 0 16,000 ESCO TECHNOLOG COM 296315104 2,109 64,300 SH SOLE 0 64,300 ESS TECHNOLOGY COM 269151106 1,414 237,200 SH SOLE 0 237,200 ESSEX PPTY TR COM 297178105 47,952 917,750 SH SOLE 0 917,750 ESTERLINE TECH COM 297425100 2,178 128,800 SH SOLE 0 128,800 ETHAN ALLEN IN COM 297602104 5,480 186,200 SH SOLE 0 186,200 EVEREST RE GRO COM G3223R108 6,859 119,900 SH SOLE 0 119,900 EVERGREEN RES COM 299900308 5,279 116,500 SH SOLE 0 116,500 EXABYTE CORP COM 300615101 61 624,300 SH SOLE 0 624,300 EXAR CORP COM 300645108 3,429 269,800 SH SOLE 0 269,800 EXELIXIS INC COM 30161Q104 965 145,100 SH SOLE 0 145,100 EXELON CORP COM 30161N101 15,503 307,548 SH SOLE 0 307,548 EXPEDITORS INT COM 302130109 8,725 242,700 SH SOLE 0 242,700 EXPRESS SCRIPT COM 302182100 11,189 200,890 SH SOLE 0 200,890 EXTENDED STAY COM 30224P101 2,213 219,100 SH SOLE 0 219,100 EXTREME NETWOR COM 30226D106 562 129,800 SH SOLE 0 129,800 EXULT INC DEL COM 302284104 172 23,400 SH SOLE 0 23,400 EXXON MOBIL CO COM 30231G102 225,467 6,451,137 SH SOLE 0 6,451,137 F M C CORP COM 302491303 1,281 81,700 SH SOLE 0 81,700 F5 NETWORKS IN COM 315616102 1,082 85,700 SH SOLE 0 85,700 FACTSET RESH S COM 303075105 4,936 152,100 SH SOLE 0 152,100 FAIR ISAAC & C COM 303250104 5,870 115,500 SH SOLE 0 115,500 FAIRCHILD SEMI CL A 303726103 3,985 380,950 SH SOLE 0 380,950 FAIRMONT HOTEL COM 305204109 39,939 1,775,075 SH SOLE 0 1,775,075 FAMILY DLR STO COM 307000109 5,272 170,720 SH SOLE 0 170,720 FASTENAL CO COM 311900104 4,987 176,900 SH SOLE 0 176,900 FEDDERS CORP COM 313135501 439 133,360 SH SOLE 0 133,360 FEDERAL HOME L COM 313400301 70,506 1,327,796 SH SOLE 0 1,327,796 FEDERAL NATL M COM 313586109 55,287 846,019 SH SOLE 0 846,019 FEDERAL REALTY REIT 313747206 7,006 230,700 SH SOLE 0 230,700 FEDERAL SIGNAL COM 313855108 2,285 160,900 SH SOLE 0 160,900 FEDERATED DEPT COM 31410H101 5,166 184,386 SH SOLE 0 184,386 FEDERATED INVS CL B 314211103 791 31,100 SH SOLE 0 31,100 FEDEX CORP COM 31428X106 16,089 292,162 SH SOLE 0 292,162 FEI CO COM 30241L109 2,842 178,100 SH SOLE 0 178,100 FELCOR LODGING COM 31430F101 1,117 179,300 SH SOLE 0 179,300 FERRO CORP COM 315405100 2,629 123,000 SH SOLE 0 123,000 FIDELITY NATL COM 316326107 7,608 222,780 SH SOLE 0 222,780 FIFTH THIRD BA COM 316773100 24,252 482,805 SH SOLE 0 482,805 FILENET CORP COM 316869106 2,331 222,200 SH SOLE 0 222,200 FINANCIAL FED COM 317492106 1,597 83,600 SH SOLE 0 83,600 FINISH LINE IN CL A 317923100 336 22,400 SH SOLE 0 22,400 FIRST AMERN CO COM 318522307 4,980 204,100 SH SOLE 0 204,100 FIRST BANCORP COM 318672102 4,850 179,750 SH SOLE 0 179,750 FIRST CMNTY BA COM 31983B101 3,088 106,800 SH SOLE 0 106,800 FIRST CTZNS BA CL A 31946M103 1,552 16,500 SH SOLE 0 16,500 FIRST DATA COR COM 319963104 23,484 634,525 SH SOLE 0 634,525 FIRST HEALTH G COM 320960107 6,017 236,500 SH SOLE 0 236,500 FIRST INDUSTRI COM 32054K103 889 31,400 SH SOLE 0 31,400 FIRST MIDWEST COM 320867104 6,094 236,125 SH SOLE 0 236,125 FIRST NIAGARA COM 33582V108 3,619 307,976 SH SOLE 0 307,976 FIRST REP BK S COM 336158100 1,419 65,700 SH SOLE 0 65,700 FIRST TENN NAT COM 337162101 5,831 146,840 SH SOLE 0 146,840 FIRST VA BANKS COM 337477103 8,324 212,175 SH SOLE 0 212,175 FIRSTENERGY CO COM 337932107 9,503 301,667 SH SOLE 0 301,667 FIRSTFED FINL COM 337907109 4,468 148,000 SH SOLE 0 148,000 FIRSTMERIT COR COM 337915102 3,635 197,100 SH SOLE 0 197,100 FISERV INC COM 337738108 6,448 204,820 SH SOLE 0 204,820 FISHER SCIENTI COM 338032204 1,001 35,800 SH SOLE 0 35,800 FLAGSTAR BANCO COM 337930101 3,486 132,200 SH SOLE 0 132,200 FLEETBOSTON FI COM 339030108 24,640 1,031,840 SH SOLE 0 1,031,840 FLEETWOOD ENTE COM 339099103 5,249 1,292,753 SH SOLE 0 1,292,753 FLEXTRONICS IN COM Y2573F102 1,314 150,700 SH SOLE 0 150,700 FLIR SYS INC COM 302445101 10,711 225,925 SH SOLE 0 225,925 FLORIDA ROCK I COM 341140101 16,715 493,800 SH SOLE 0 493,800 FLOW INTL CORP COM 343468104 138 69,100 SH SOLE 0 69,100 FLOWERS FOODS COM 343498101 3,692 134,800 SH SOLE 0 134,800 FLOWSERVE CORP COM 34354P105 1,500 128,748 SH SOLE 0 128,748 FLUOR CORP NEW COM 343412102 2,862 84,975 SH SOLE 0 84,975 FMC TECHNOLOGI COM 30249U101 2,927 152,435 SH SOLE 0 152,435 FNB CORP PA COM 302520101 3,646 127,295 SH SOLE 0 127,295 FOMENTO ECONOM S ADR 344419106 6,681 200,802 SH SOLE 0 200,802 FOOTSTAR INC COM 344912100 1,377 163,900 SH SOLE 0 163,900 FORD MTR CO DE COM 345370860 13,121 1,744,843 SH SOLE 0 1,744,843 FOREST CITY EN CL A 345550107 633 18,200 SH SOLE 0 18,200 FOREST LABS IN COM 345838106 16,604 307,660 SH SOLE 0 307,660 FOREST OIL COR COM 346091705 2,442 109,500 SH SOLE 0 109,500 FORTUNE BRANDS COM 349631101 6,049 141,093 SH SOLE 0 141,093 FORWARD AIR CO COM 349853101 2,100 96,500 SH SOLE 0 96,500 FOSSIL INC COM 349882100 5,444 316,145 SH SOLE 0 316,145 FOSTER WHEELER COM G36535105 31 24,200 SH SOLE 0 24,200 FOUNDRY NETWOR COM 35063R100 2,134 265,420 SH SOLE 0 265,420 FOX ENTMT GROU CL A 35138T107 1,723 64,600 SH SOLE 0 64,600 FPL GROUP INC COM 302571104 10,271 174,294 SH SOLE 0 174,294 FRANKLIN RES I COM 354613101 8,560 260,108 SH SOLE 0 260,108 FREDS INC CL A 356108100 3,921 140,800 SH SOLE 0 140,800 FREEPORT-MCMOR CL B 35671D857 2,482 145,577 SH SOLE 0 145,577 FREMONT GEN CO COM 357288109 2,353 338,600 SH SOLE 0 338,600 FRESENIUS MED S ADR 358029106 5,829 341,464 SH SOLE 0 341,464 FRONTIER AIRLI COM 359065109 663 133,500 SH SOLE 0 133,500 FRONTIER OIL C COM 35914P105 2,011 117,600 SH SOLE 0 117,600 FTI CONSULTING COM 302941109 2,485 53,760 SH SOLE 0 53,760 FUEL-TECH N V COM 359523107 89 26,795 SH SOLE 0 26,795 FULLER H B CO COM 359694106 3,912 169,200 SH SOLE 0 169,200 FULTON FINL CO COM 360271100 1,083 57,600 SH SOLE 0 57,600 FURNITURE BRAN COM 360921100 3,448 176,300 SH SOLE 0 176,300 G & K SVCS INC CL A 361268105 2,239 93,300 SH SOLE 0 93,300 GABLES RESIDEN REIT 362418105 2,930 109,500 SH SOLE 0 109,500 GALLAGHER ARTH COM 363576109 5,035 205,100 SH SOLE 0 205,100 GANNETT INC COM 364730101 32,596 462,810 SH SOLE 0 462,810 GAP INC DEL COM 364760108 10,775 743,587 SH SOLE 0 743,587 GARDNER DENVER COM 365558105 1,317 71,600 SH SOLE 0 71,600 GARMIN LTD COM G37260109 906 25,300 SH SOLE 0 25,300 GARTNER INC COM 366651107 1,223 176,000 SH SOLE 0 176,000 GARTNER INC CL B 366651206 1,702 226,038 SH SOLE 0 226,038 GATEWAY INC COM 367626108 700 296,486 SH SOLE 0 296,486 GATX CORP COM 361448103 1,654 114,200 SH SOLE 0 114,200 GBC BANCORP CA COM 361475106 1,253 51,800 SH SOLE 0 51,800 GENCORP INC COM 368682100 1,218 194,800 SH SOLE 0 194,800 GENENTECH INC COM 368710406 1,469 41,971 SH SOLE 0 41,971 GENERAL COMMUN CL A 369385109 2,202 368,200 SH SOLE 0 368,200 GENERAL DYNAMI COM 369550108 21,855 396,862 SH SOLE 0 396,862 GENERAL ELEC C COM 369604103 250,970 9,841,949 SH SOLE 0 9,841,949 GENERAL GROWTH COM 370021107 3,426 63,500 SH SOLE 0 63,500 GENERAL MLS IN COM 370334104 14,018 307,748 SH SOLE 0 307,748 GENERAL MTRS C COM 370442105 17,925 533,165 SH SOLE 0 533,165 GENERAL MTRS C CL H 370442832 1,290 115,200 SH SOLE 0 115,200 GENESCO INC COM 371532102 2,794 196,500 SH SOLE 0 196,500 GENESEE & WYO CL A 371559105 1,373 88,600 SH SOLE 0 88,600 GENESIS MICROC COM 37184C103 721 57,800 SH SOLE 0 57,800 GEN-PROBE INC COM 36866T103 1,716 75,800 SH SOLE 0 75,800 GENTEX CORP COM 371901109 6,408 251,800 SH SOLE 0 251,800 GENUINE PARTS COM 372460105 4,999 163,836 SH SOLE 0 163,836 GENZYME CORP COM 372917104 7,846 215,260 SH SOLE 0 215,260 GENZYME CORP COM 372917708 127 107,427 SH SOLE 0 107,427 GEORGIA GULF C COM 373200203 2,927 145,400 SH SOLE 0 145,400 GEORGIA PAC CO COM 373298108 3,290 236,687 SH SOLE 0 236,687 GERBER SCIENTI COM 373730100 656 99,700 SH SOLE 0 99,700 GILEAD SCIENCE COM 375558103 19,996 476,200 SH SOLE 0 476,200 GILLETTE CO COM 375766102 26,961 871,400 SH SOLE 0 871,400 GLATFELTER COM 377316104 1,745 163,700 SH SOLE 0 163,700 GLENBOROUGH RL COM 37803P105 1,928 124,700 SH SOLE 0 124,700 GLOBAL IMAGING COM 37934A100 4,348 235,000 SH SOLE 0 235,000 GLOBAL PMTS IN COM 37940X102 5,081 166,480 SH SOLE 0 166,480 GOLD BANC CORP COM 379907108 852 105,900 SH SOLE 0 105,900 GOLD FIELDS LT S ADR 38059T106 244 23,200 SH SOLE 0 23,200 GOLDEN WEST FI COM 381317106 10,493 145,880 SH SOLE 0 145,880 GOLDMAN SACHS COM 38141G104 30,681 450,668 SH SOLE 0 450,668 GOODRICH CORP COM 382388106 1,463 104,021 SH SOLE 0 104,021 GOODYEAR TIRE COM 382550101 820 158,667 SH SOLE 0 158,667 GOODYS FAMILY COM 382588101 590 146,500 SH SOLE 0 146,500 GRACO INC COM 384109104 8,892 316,425 SH SOLE 0 316,425 GRAFTECH INTL COM 384313102 585 205,100 SH SOLE 0 205,100 GRAINGER W W I COM 384802104 3,715 86,594 SH SOLE 0 86,594 GRANITE CONSTR COM 387328107 2,187 139,300 SH SOLE 0 139,300 GRANT PRIDECO COM 38821G101 3,402 282,130 SH SOLE 0 282,130 GREAT ATLANTIC COM 390064103 747 173,300 SH SOLE 0 173,300 GREAT LAKES CH COM 390568103 1,043 46,970 SH SOLE 0 46,970 GREAT PLAINS E COM 391164100 3,850 161,300 SH SOLE 0 161,300 GREATER BAY BA COM 391648102 1,723 120,100 SH SOLE 0 120,100 GREEN MOUNTAIN COM 393154109 447 22,100 SH SOLE 0 22,100 GREENPOINT FIN COM 395384100 11,951 266,700 SH SOLE 0 266,700 GREY WOLF INC COM 397888108 644 163,560 SH SOLE 0 163,560 GRIFFON CORP COM 398433102 1,900 147,290 SH SOLE 0 147,290 GROUP 1 AUTOMO COM 398905109 2,735 127,800 SH SOLE 0 127,800 GROUP 1 SOFTWA COM 39943Y103 2,837 157,602 SH SOLE 0 157,602 GRUPO AEROPORT S ADR 40051E202 1,367 122,600 SH SOLE 0 122,600 GRUPO TELEVISA S ADR 40049J206 3,071 122,100 SH SOLE 0 122,100 GTECH HLDGS CO COM 400518106 6,254 191,500 SH SOLE 0 191,500 GUCCI GROUP N COM 401566104 2,397 25,153 SH SOLE 0 25,153 GUIDANT CORP COM 401698105 10,392 287,072 SH SOLE 0 287,072 GUITAR CTR MGM COM 402040109 1,778 87,300 SH SOLE 0 87,300 GULFMARK OFFSH COM 402629109 479 35,600 SH SOLE 0 35,600 GYMBOREE CORP COM 403777105 1,972 131,100 SH SOLE 0 131,100 HAEMONETICS CO COM 405024100 3,236 148,100 SH SOLE 0 148,100 HAGGAR CORP COM 405173105 306 28,800 SH SOLE 0 28,800 HAIN CELESTIAL COM 405217100 3,860 255,451 SH SOLE 0 255,451 HALLIBURTON CO COM 406216101 8,741 421,640 SH SOLE 0 421,640 HANCOCK FABRIC COM 409900107 2,428 174,700 SH SOLE 0 174,700 HANCOCK HLDG C COM 410120109 2,448 56,840 SH SOLE 0 56,840 HANCOCK JOHN F COM 41014S106 7,705 277,360 SH SOLE 0 277,360 HANGER ORTHOPE COM 41043F208 147 12,900 SH SOLE 0 12,900 HANMI FINL COR COM 410495105 440 25,900 SH SOLE 0 25,900 HANOVER COMPRE COM 410768105 1,569 241,400 SH SOLE 0 241,400 HARLAND JOHN H COM 412693103 3,219 132,400 SH SOLE 0 132,400 HARLEY DAVIDSO COM 412822108 24,847 625,700 SH SOLE 0 625,700 HARLEYSVILLE G COM 412824104 2,183 87,500 SH SOLE 0 87,500 HARLEYSVILLE N COM 412850109 999 41,057 SH SOLE 0 41,057 HARMAN INTL IN COM 413086109 9,963 170,100 SH SOLE 0 170,100 HARMONIC INC COM 413160102 900 270,300 SH SOLE 0 270,300 HARRAHS ENTMT COM 413619107 3,780 105,885 SH SOLE 0 105,885 HARRIS CORP DE COM 413875105 6,229 224,300 SH SOLE 0 224,300 HARSCO CORP COM 415864107 2,881 94,500 SH SOLE 0 94,500 HARTE-HANKS IN COM 416196103 4,709 246,550 SH SOLE 0 246,550 HARTFORD FINL COM 416515104 8,630 244,536 SH SOLE 0 244,536 HARVEST NATURA COM 41754V103 564 116,030 SH SOLE 0 116,030 HASBRO INC COM 418056107 4,645 334,407 SH SOLE 0 334,407 HAVERTY FURNIT COM 419596101 1,051 97,800 SH SOLE 0 97,800 HAWAIIAN ELEC COM 419870100 4,084 100,200 SH SOLE 0 100,200 HCA INC COM 404119109 17,640 426,510 SH SOLE 0 426,510 HCC INS HLDGS COM 404132102 5,573 218,050 SH SOLE 0 218,050 HEADWATERS INC COM 42210P102 2,265 161,200 SH SOLE 0 161,200 HEALTH CARE RE COM 42217K106 1,087 41,500 SH SOLE 0 41,500 HEALTH MGMT AS CL A 421933102 5,428 285,700 SH SOLE 0 285,700 HEALTH NET INC COM 42222G108 9,466 353,610 SH SOLE 0 353,610 HEALTHEXTRAS I COM 422211102 1,010 262,370 SH SOLE 0 262,370 HEALTHSOUTH CO COM 421924101 26 370,536 SH SOLE 0 370,536 HEARST-ARGYLE COM 422317107 801 38,700 SH SOLE 0 38,700 HEARTLAND EXPR COM 422347104 5,840 304,491 SH SOLE 0 304,491 HEIDRICK & STR COM 422819102 948 81,700 SH SOLE 0 81,700 HEINZ H J CO COM 423074103 8,612 294,940 SH SOLE 0 294,940 HELIX TECHNOLO COM 423319102 1,012 117,500 SH SOLE 0 117,500 HELMERICH & PA COM 423452101 2,988 116,632 SH SOLE 0 116,632 HENRY JACK & A COM 426281101 2,166 204,500 SH SOLE 0 204,500 HERCULES INC COM 427056106 861 98,976 SH SOLE 0 98,976 HERLEY INDS IN COM 427398102 2,125 123,600 SH SOLE 0 123,600 HERSHEY FOODS COM 427866108 7,074 112,901 SH SOLE 0 112,901 HEWLETT PACKAR COM 428236103 61,741 3,970,490 SH SOLE 0 3,970,490 HIBBETT SPORTI COM 428565105 1,374 55,550 SH SOLE 0 55,550 HIBERNIA CORP CL A 428656102 6,229 367,300 SH SOLE 0 367,300 HILB ROGAL & H COM 431294107 5,648 180,810 SH SOLE 0 180,810 HILLENBRAND IN COM 431573104 7,341 144,000 SH SOLE 0 144,000 HILTON HOTELS COM 432848109 7,384 635,985 SH SOLE 0 635,985 HISPANIC BROAD CL A 43357B104 6,155 297,900 SH SOLE 0 297,900 HOLLYWOOD ENTM COM 436141105 3,123 195,310 SH SOLE 0 195,310 HOLOGIC INC COM 436440101 760 88,300 SH SOLE 0 88,300 HOME DEPOT INC COM 437076102 56,520 2,320,214 SH SOLE 0 2,320,214 HON INDS INC COM 438092108 3,916 137,400 SH SOLE 0 137,400 HONDA MOTOR LT COM 438128308 282 17,000 SH SOLE 0 17,000 HONEYWELL INTL COM 438516106 40,497 1,895,919 SH SOLE 0 1,895,919 HOOPER HOLMES COM 439104100 1,448 289,600 SH SOLE 0 289,600 HORACE MANN ED COM 440327104 8,880 676,800 SH SOLE 0 676,800 HORMEL FOODS C COM 440452100 6,832 322,700 SH SOLE 0 322,700 HOSPITALITY PP REIT 44106M102 5,016 164,200 SH SOLE 0 164,200 HOST MARRIOTT COM 44107P104 3,319 479,566 SH SOLE 0 479,566 HOT TOPIC INC COM 441339108 6,354 272,593 SH SOLE 0 272,593 HOVNANIAN ENTE CL A 442487203 439 12,700 SH SOLE 0 12,700 HRPT PPTYS TR REIT 40426W101 512 60,200 SH SOLE 0 60,200 HSBC HLDGS PLC S ADR 404280406 5,392 105,480 SH SOLE 0 105,480 HUBBELL INC CL B 443510201 6,758 215,900 SH SOLE 0 215,900 HUDSON UNITED COM 444165104 6,241 202,623 SH SOLE 0 202,623 HUFFY CORP COM 444356109 325 66,000 SH SOLE 0 66,000 HUGHES SUPPLY COM 444482103 2,496 107,150 SH SOLE 0 107,150 HUMAN GENOME S COM 444903108 819 95,820 SH SOLE 0 95,820 HUMANA INC COM 444859102 1,513 157,634 SH SOLE 0 157,634 HUNT J B TRANS COM 445658107 5,296 196,730 SH SOLE 0 196,730 HUNTINGTON BAN COM 446150104 4,196 225,725 SH SOLE 0 225,725 HURRICANE HYDR CL A 44779E106 571 56,450 SH SOLE 0 56,450 HUTCHINSON TEC COM 448407106 18,238 737,800 SH SOLE 0 737,800 HYDRIL CO COM 448774109 2,531 101,300 SH SOLE 0 101,300 HYPERCOM CORP COM 44913M105 1,149 306,400 SH SOLE 0 306,400 HYPERION SOLUT COM 44914M104 9,147 377,185 SH SOLE 0 377,185 I2 TECHNOLOGIE COM 465754109 352 445,200 SH SOLE 0 445,200 ICICI BK LTD ADR 45104G104 1,866 296,200 SH SOLE 0 296,200 ICN PHARMACEUT CONV 448924AM2 2,235 2,645,000 SH SOLE 0 2,645,000 ICN PHARMACEUT COM 448924100 1,740 195,250 SH SOLE 0 195,250 ICU MED INC COM 44930G107 2,411 87,650 SH SOLE 0 87,650 IDACORP INC COM 451107106 2,013 88,300 SH SOLE 0 88,300 IDEC PHARMACEU COM 449370105 12,685 370,700 SH SOLE 0 370,700 IDEX CORP COM 45167R104 5,162 178,000 SH SOLE 0 178,000 IDEXX LABS INC COM 45168D104 6,525 186,600 SH SOLE 0 186,600 IDX SYS CORP COM 449491109 224 14,300 SH SOLE 0 14,300 IGEN INC COM 449536101 2,527 71,400 SH SOLE 0 71,400 IHOP CORP COM 449623107 2,130 94,500 SH SOLE 0 94,500 II VI INC COM 902104108 1,431 86,200 SH SOLE 0 86,200 ILEX ONCOLOGY COM 451923106 1,062 114,650 SH SOLE 0 114,650 ILLINOIS TOOL COM 452308109 32,614 560,865 SH SOLE 0 560,865 IMAGISTICS INT COM 45247T104 1,525 81,900 SH SOLE 0 81,900 IMATION CORP COM 45245A107 5,239 140,750 SH SOLE 0 140,750 IMC GLOBAL INC COM 449669100 4,752 494,000 SH SOLE 0 494,000 IMCO RECYCLING COM 449681105 433 68,200 SH SOLE 0 68,200 IMPAC MTG HLDG COM 45254P102 638 49,100 SH SOLE 0 49,100 IMPATH INC COM 45255G101 2,281 169,500 SH SOLE 0 169,500 IMS HEALTH INC COM 449934108 3,304 211,683 SH SOLE 0 211,683 INAMED CORP COM 453235103 3,520 98,400 SH SOLE 0 98,400 INCO LTD COM 453258402 454 24,400 SH SOLE 0 24,400 INCYTE GENOMIC CONV 45337CAC6 1,339 1,947,000 SH SOLE 0 1,947,000 INCYTE GENOMIC COM 45337C102 471 157,600 SH SOLE 0 157,600 INDEPENDENCE C COM 453414104 4,288 162,100 SH SOLE 0 162,100 INDYMAC BANCOR COM 456607100 3,059 157,300 SH SOLE 0 157,300 INFOCUS CORP COM 45665B106 453 91,700 SH SOLE 0 91,700 INFORMATICA CO COM 45666Q102 993 154,000 SH SOLE 0 154,000 INFORMATION HL COM 456727106 1,581 98,200 SH SOLE 0 98,200 INGERSOLL-RAND CL A G4776G101 6,258 162,164 SH SOLE 0 162,164 INGRAM MICRO I CL A 457153104 700 63,450 SH SOLE 0 63,450 INNKEEPERS USA COM 4576J0104 79 12,200 SH SOLE 0 12,200 INNOVATIVE SOL COM 45769N105 4,277 750,192 SH SOLE 0 750,192 INPUT/OUTPUT I COM 457652105 828 230,000 SH SOLE 0 230,000 INSIGHT ENTERP COM 45765U103 1,462 207,375 SH SOLE 0 207,375 INSITUFORM TEC CL A 457667103 1,605 119,300 SH SOLE 0 119,300 INSURANCE AUTO COM 457875102 605 55,000 SH SOLE 0 55,000 INTEGRA LIFESC COM 457985208 3,363 146,200 SH SOLE 0 146,200 INTEGRATED CIR COM 45811K208 2,181 100,500 SH SOLE 0 100,500 INTEGRATED DEV COM 458118106 1,918 241,500 SH SOLE 0 241,500 INTEL CORP COM 458140100 125,968 7,737,622 SH SOLE 0 7,737,622 INTER TEL INC COM 458372109 2,092 139,350 SH SOLE 0 139,350 INTERDIGITAL C COM 45866A105 1,960 86,600 SH SOLE 0 86,600 INTERFACE INC CL A 458665106 760 230,400 SH SOLE 0 230,400 INTERGRAPH COR COM 458683109 1,874 108,100 SH SOLE 0 108,100 INTERMAGNETICS COM 458771102 1,323 74,176 SH SOLE 0 74,176 INTERMET CORP COM 45881K104 419 115,200 SH SOLE 0 115,200 INTERMUNE INC COM 45884X103 626 29,300 SH SOLE 0 29,300 INTERNATIONAL COM 459044103 398 10,250 SH SOLE 0 10,250 INTERNATIONAL COM 459200101 113,152 1,442,708 SH SOLE 0 1,442,708 INTERNATIONAL COM 459506101 2,395 77,044 SH SOLE 0 77,044 INTERNATIONAL COM 459902102 7,179 87,660 SH SOLE 0 87,660 INTERNATIONAL COM 460043102 3,029 156,800 SH SOLE 0 156,800 INTERNATIONAL COM 460254105 4,092 208,050 SH SOLE 0 208,050 INTERNATIONAL CL A 460335201 5,416 135,200 SH SOLE 0 135,200 INTERNET SEC S COM 46060X107 1,147 115,400 SH SOLE 0 115,400 INTERPUBLIC GR COM 460690100 3,371 362,468 SH SOLE 0 362,468 INTERSIL CORP CL A 46069S109 5,732 368,400 SH SOLE 0 368,400 INTERSTATE BAK COM 46072H108 1,096 104,400 SH SOLE 0 104,400 INTL PAPER CO COM 460146103 15,881 469,858 SH SOLE 0 469,858 INTUIT COM 461202103 6,334 170,260 SH SOLE 0 170,260 INVACARE CORP COM 461203101 5,885 186,900 SH SOLE 0 186,900 INVESTMENT TEC COM 46145F105 3,124 223,620 SH SOLE 0 223,620 INVESTORS FINL COM 461915100 3,992 164,070 SH SOLE 0 164,070 INVISION TECHN COM 461851107 2,460 109,500 SH SOLE 0 109,500 INVITROGEN COR COM 46185R100 1,581 51,600 SH SOLE 0 51,600 IONICS INC COM 462218108 1,307 79,000 SH SOLE 0 79,000 IPC HLDGS LTD COM G4933P101 3,821 127,000 SH SOLE 0 127,000 IRON MTN INC P COM 462846106 704 18,400 SH SOLE 0 18,400 IRWIN FINL COR COM 464119106 2,434 124,900 SH SOLE 0 124,900 ISHARES TR COM 464287408 6,586 163,581 SH SOLE 0 163,581 ISHARES TR COM 464287465 4,756 52,492 SH SOLE 0 52,492 ISHARES TR COM 464287648 2,704 70,700 SH SOLE 0 70,700 ISHARES TR COM 464287804 10,469 114,435 SH SOLE 0 114,435 ISTAR FINL INC COM 45031U101 1,071 36,700 SH SOLE 0 36,700 ITLA CAP CORP COM 450565106 1,520 46,000 SH SOLE 0 46,000 ITRON INC COM 465741106 3,359 201,000 SH SOLE 0 201,000 ITT EDUCATIONA COM 45068B109 5,681 202,900 SH SOLE 0 202,900 ITT INDS INC I COM 450911102 4,644 86,949 SH SOLE 0 86,949 IVAX CORP COM 465823102 5,559 453,800 SH SOLE 0 453,800 IXIA COM 45071R109 61 12,600 SH SOLE 0 12,600 J & J SNACK FO COM 466032109 1,216 40,100 SH SOLE 0 40,100 J D EDWARDS & COM 281667105 2,482 225,000 SH SOLE 0 225,000 J JILL GROUP I COM 466189107 3,036 261,715 SH SOLE 0 261,715 J P MORGAN CHA COM 46625H100 67,332 2,839,817 SH SOLE 0 2,839,817 J2 GLOBAL COMM COM 46626E205 499 17,600 SH SOLE 0 17,600 JABIL CIRCUIT COM 466313103 3,270 186,840 SH SOLE 0 186,840 JACK IN THE BO COM 466367109 2,977 164,400 SH SOLE 0 164,400 JACOBS ENGR GR COM 469814107 7,301 173,800 SH SOLE 0 173,800 JAKKS PAC INC COM 47012E106 1,136 109,700 SH SOLE 0 109,700 JANUS CAP GROU COM 47102X105 2,459 215,880 SH SOLE 0 215,880 JARDEN CORP COM 471109108 803 30,900 SH SOLE 0 30,900 JDA SOFTWARE G COM 46612K108 1,293 127,900 SH SOLE 0 127,900 JDS UNIPHASE C COM 46612J101 3,999 1,403,229 SH SOLE 0 1,403,229 JEFFERIES GROU COM 472319102 5,076 141,200 SH SOLE 0 141,200 JEFFERSON PILO COM 475070108 5,343 138,841 SH SOLE 0 138,841 JETBLUE AWYS C COM 477143101 949 34,235 SH SOLE 0 34,235 JLG INDS INC COM 466210101 913 193,500 SH SOLE 0 193,500 JO-ANN STORES CL A 47758P109 6,064 303,200 SH SOLE 0 303,200 JO-ANN STORES CL B 47758P208 8,002 443,300 SH SOLE 0 443,300 JOHNSON & JOHN COM 478160104 176,213 3,044,987 SH SOLE 0 3,044,987 JOHNSON CTLS I COM 478366107 7,619 105,181 SH SOLE 0 105,181 JONES APPAREL COM 480074103 3,785 138,000 SH SOLE 0 138,000 JOY GLOBAL INC COM 481165108 6,894 636,605 SH SOLE 0 636,605 JUNIPER NETWOR CONV 48203RAA2 3,290 3,870,000 SH SOLE 0 3,870,000 K V PHARMACEUT CL B 482740107 390 21,500 SH SOLE 0 21,500 K V PHARMACEUT CL A 482740206 3,784 209,080 SH SOLE 0 209,080 K2 INC COM 482732104 926 120,000 SH SOLE 0 120,000 KAMAN CORP CL A 483548103 958 98,000 SH SOLE 0 98,000 KANSAS CITY SO COM 485170302 3,869 344,500 SH SOLE 0 344,500 KAYDON CORP COM 486587108 2,543 135,100 SH SOLE 0 135,100 KB HOME COM 48666K109 2,104 46,292 SH SOLE 0 46,292 KEANE INC COM 486665102 1,360 166,200 SH SOLE 0 166,200 KEITHLEY INSTR COM 487584104 1,323 122,400 SH SOLE 0 122,400 KELLOGG CO COM 487836108 10,501 342,615 SH SOLE 0 342,615 KELLWOOD CO COM 488044108 3,328 115,000 SH SOLE 0 115,000 KELLY SVCS INC CL A 488152208 1,780 82,700 SH SOLE 0 82,700 KEMET CORP COM 488360108 1,568 201,000 SH SOLE 0 201,000 KENDLE INTERNA COM 48880L107 360 106,800 SH SOLE 0 106,800 KENNAMETAL INC COM 489170100 2,309 82,100 SH SOLE 0 82,100 KENSEY NASH CO COM 490057106 2,683 131,000 SH SOLE 0 131,000 KERR MCGEE COR COM 492386107 25,668 632,072 SH SOLE 0 632,072 KEY ENERGY SVC COM 492914106 6,013 596,490 SH SOLE 0 596,490 KEYCORP NEW COM 493267108 9,164 406,224 SH SOLE 0 406,224 KEYSPAN CORP COM 49337W100 4,747 147,200 SH SOLE 0 147,200 KILROY RLTY CO COM 49427F108 2,732 123,600 SH SOLE 0 123,600 KIMBERLY CLARK COM 494368103 20,710 455,555 SH SOLE 0 455,555 KIMCO REALTY C COM 49446R109 994 28,300 SH SOLE 0 28,300 KINDER MORGAN COM 49455P101 5,228 116,180 SH SOLE 0 116,180 KING PHARMACEU COM 495582108 3,229 270,680 SH SOLE 0 270,680 KIRBY CORP COM 497266106 2,664 108,300 SH SOLE 0 108,300 KLA-TENCOR COR COM 482480100 5,644 157,036 SH SOLE 0 157,036 KNIGHT RIDDER COM 499040103 4,613 78,858 SH SOLE 0 78,858 KNIGHT TRANSN COM 499064103 3,841 195,050 SH SOLE 0 195,050 KOHLS CORP COM 500255104 52,820 933,540 SH SOLE 0 933,540 KONINKLIJKE PH S ADR 500472303 4,293 275,385 SH SOLE 0 275,385 KOOKMIN BK NEW S ADR 50049M109 3,269 142,130 SH SOLE 0 142,130 KOPIN CORP COM 500600101 1,573 312,200 SH SOLE 0 312,200 KOREA ELECTRIC S ADR 500631106 602 75,500 SH SOLE 0 75,500 KORN FERRY INT COM 500643200 577 88,100 SH SOLE 0 88,100 KOS PHARMACEUT COM 500648100 210 12,000 SH SOLE 0 12,000 KOSAN BIOSCIEN COM 50064W107 160 35,800 SH SOLE 0 35,800 KRAFT FOODS IN CL A 50075N104 1,071 37,991 SH SOLE 0 37,991 KRISPY KREME D COM 501014104 5,157 152,296 SH SOLE 0 152,296 KROGER CO COM 501044101 9,614 731,110 SH SOLE 0 731,110 KROLL INC COM 501049100 5,699 266,190 SH SOLE 0 266,190 KRONOS INC COM 501052104 3,860 110,125 SH SOLE 0 110,125 K-SWISS INC CL A 482686102 2,049 80,200 SH SOLE 0 80,200 KT CORP S ADR 48268K101 15,722 915,676 SH SOLE 0 915,676 KULICKE & SOFF COM 501242101 1,060 223,200 SH SOLE 0 223,200 L-3 COMMUNICAT COM 502424104 9,284 231,120 SH SOLE 0 231,120 LA Z BOY INC COM 505336107 5,524 319,670 SH SOLE 0 319,670 LABONE INC NEW COM 50540L105 789 41,000 SH SOLE 0 41,000 LABOR READY IN COM 505401208 1,821 319,450 SH SOLE 0 319,450 LABORATORY COR COM 50540R409 830 28,000 SH SOLE 0 28,000 LABRANCHE & CO COM 505447102 2,549 138,700 SH SOLE 0 138,700 LACLEDE GROUP COM 505597104 1,984 85,500 SH SOLE 0 85,500 LAM RESEARCH C COM 512807108 3,773 331,250 SH SOLE 0 331,250 LANCASTER COLO COM 513847103 3,235 84,350 SH SOLE 0 84,350 LANCE INC COM 514606102 1,054 130,900 SH SOLE 0 130,900 LANDAMERICA FI COM 514936103 3,260 82,000 SH SOLE 0 82,000 LANDRYS RESTAU COM 51508L103 2,417 143,890 SH SOLE 0 143,890 LANDSTAR SYS I COM 515098101 5,749 99,990 SH SOLE 0 99,990 LATTICE SEMICO COM 518415104 2,944 390,500 SH SOLE 0 390,500 LAWSON PRODS I COM 520776105 1,100 42,700 SH SOLE 0 42,700 LEAPFROG ENTER CL A 52186N106 452 18,970 SH SOLE 0 18,970 LEAR CORP COM 521865105 5,419 153,300 SH SOLE 0 153,300 LEE ENTERPRISE COM 523768109 6,096 193,400 SH SOLE 0 193,400 LEGATO SYS INC COM 524651106 2,237 435,992 SH SOLE 0 435,992 LEGG MASON INC COM 524901105 7,421 152,266 SH SOLE 0 152,266 LEGGETT & PLAT COM 524660107 3,838 209,980 SH SOLE 0 209,980 LEHMAN BROS HL COM 524908100 15,529 268,894 SH SOLE 0 268,894 LENNAR CORP COM 526057104 8,107 151,400 SH SOLE 0 151,400 LENNOX INTL IN COM 526107107 3,743 259,953 SH SOLE 0 259,953 LEUCADIA NATL COM 527288104 4,857 135,900 SH SOLE 0 135,900 LEVEL 3 COMMUN COM 52729N100 510 98,900 SH SOLE 0 98,900 LEXAR MEDIA IN COM 52886P104 641 195,390 SH SOLE 0 195,390 LEXMARK INTL N CL A 529771107 7,032 105,040 SH SOLE 0 105,040 LIBBEY INC COM 529898108 1,474 59,900 SH SOLE 0 59,900 LIBERTY CORP S COM 530370105 780 17,900 SH SOLE 0 17,900 LIBERTY MEDIA COM 530718105 487 50,000 SH SOLE 0 50,000 LIBERTY PPTY T REIT 531172104 6,247 199,600 SH SOLE 0 199,600 LIFEPOINT HOSP COM 53219L109 3,579 142,550 SH SOLE 0 142,550 LILLY ELI & CO COM 532457108 53,401 934,399 SH SOLE 0 934,399 LIMITED BRANDS COM 532716107 6,309 490,206 SH SOLE 0 490,206 LIN TV CORP CL A 532774106 461 22,470 SH SOLE 0 22,470 LINCARE HLDGS COM 532791100 8,225 268,000 SH SOLE 0 268,000 LINCOLN NATL C COM 534187109 4,764 170,132 SH SOLE 0 170,132 LINDSAY MFG CO COM 535555106 1,819 84,600 SH SOLE 0 84,600 LINEAR TECHNOL COM 535678106 8,106 262,600 SH SOLE 0 262,600 LINENS N THING COM 535679104 6,679 328,700 SH SOLE 0 328,700 LITHIA MTRS IN CL A 536797103 1,287 104,600 SH SOLE 0 104,600 LIZ CLAIBORNE COM 539320101 3,090 99,934 SH SOLE 0 99,934 LOCAL FINL COR COM 539553107 2,026 140,500 SH SOLE 0 140,500 LOCKHEED MARTI COM 539830109 21,344 448,870 SH SOLE 0 448,870 LOEWS CORP COM 540424108 7,001 175,738 SH SOLE 0 175,738 LONE STAR STEA COM 542307103 1,998 94,300 SH SOLE 0 94,300 LONE STAR TECH COM 542312103 2,708 128,200 SH SOLE 0 128,200 LONGS DRUG STO COM 543162101 1,346 89,703 SH SOLE 0 89,703 LONGVIEW FIBRE COM 543213102 792 119,100 SH SOLE 0 119,100 LOUISIANA PAC COM 546347105 729 91,979 SH SOLE 0 91,979 LOWES COS INC COM 548661107 27,030 662,176 SH SOLE 0 662,176 LSI INDS INC COM 50216C108 698 77,100 SH SOLE 0 77,100 LSI LOGIC CORP CONV 502161AG7 5,733 6,695,000 SH SOLE 0 6,695,000 LSI LOGIC CORP COM 502161102 1,557 344,482 SH SOLE 0 344,482 LTX CORP COM 502392103 576 115,100 SH SOLE 0 115,100 LUBRIZOL CORP COM 549271104 5,321 177,300 SH SOLE 0 177,300 LUCENT TECHNOL COM 549463107 4,774 3,247,575 SH SOLE 0 3,247,575 LUXOTTICA GROU S ADR 55068R202 5,690 527,800 SH SOLE 0 527,800 LYDALL INC DEL COM 550819106 1,215 138,100 SH SOLE 0 138,100 LYONDELL CHEMI COM 552078107 5,199 372,700 SH SOLE 0 372,700 M & T BK CORP COM 55261F104 17,343 220,700 SH SOLE 0 220,700 M D C HLDGS IN COM 552676108 5,198 135,431 SH SOLE 0 135,431 MACATAWA BK CO COM 554225102 1,514 70,388 SH SOLE 0 70,388 MACDERMID INC COM 554273102 3,861 188,800 SH SOLE 0 188,800 MACERICH CO COM 554382101 46,658 1,472,800 SH SOLE 0 1,472,800 MACK CALI RLTY COM 554489104 45,244 1,460,900 SH SOLE 0 1,460,900 MACROMEDIA INC COM 556100105 3,417 282,600 SH SOLE 0 282,600 MACROVISION CO COM 555904101 1,711 142,700 SH SOLE 0 142,700 MADDEN STEVEN COM 556269108 1,489 95,020 SH SOLE 0 95,020 MAF BANCORP IN COM 55261R108 3,520 104,600 SH SOLE 0 104,600 MAGNA INTL INC CL A 559222401 4,308 82,400 SH SOLE 0 82,400 MAGNETEK INC COM 559424106 254 105,900 SH SOLE 0 105,900 MAHANAGAR TEL S ADR 559778402 6,690 1,612,007 SH SOLE 0 1,612,007 MANDALAY RESOR COM 562567107 4,239 153,800 SH SOLE 0 153,800 MANHATTAN ASSO COM 562750109 3,740 213,340 SH SOLE 0 213,340 MANITOWOC INC COM 563571108 2,824 167,975 SH SOLE 0 167,975 MANOR CARE INC COM 564055101 1,771 92,082 SH SOLE 0 92,082 MANPOWER INC COM 56418H100 6,379 213,500 SH SOLE 0 213,500 MANTECH INTL C CL A 564563104 1,064 71,800 SH SOLE 0 71,800 MANUFACTURED H COM 564682102 3,363 113,600 SH SOLE 0 113,600 MANUFACTURERS COM 565005105 1,441 306,600 SH SOLE 0 306,600 MAPINFO CORP COM 565105103 264 68,200 SH SOLE 0 68,200 MARATHON OIL C COM 565849106 7,111 296,679 SH SOLE 0 296,679 MARCUS CORP COM 566330106 1,799 132,250 SH SOLE 0 132,250 MARKEL CORP COM 570535104 1,454 6,500 SH SOLE 0 6,500 MARRIOTT INTL CL A 571903202 7,087 222,791 SH SOLE 0 222,791 MARSH & MCLENN COM 571748102 20,248 474,962 SH SOLE 0 474,962 MARSHALL & ILS COM 571834100 5,289 206,920 SH SOLE 0 206,920 MARTEK BIOSCIE COM 572901106 2,106 73,850 SH SOLE 0 73,850 MARTIN MARIETT COM 573284106 3,143 113,839 SH SOLE 0 113,839 MARVEL ENTERPR COM 57383M108 973 70,400 SH SOLE 0 70,400 MARVELL TECHNO COM G5876H105 756 35,700 SH SOLE 0 35,700 MASCO CORP COM 574599106 8,717 468,126 SH SOLE 0 468,126 MASSEY ENERGY COM 576206106 3,993 424,800 SH SOLE 0 424,800 MATERIAL SCIEN COM 576674105 634 63,000 SH SOLE 0 63,000 MATTEL INC COM 577081102 8,716 387,376 SH SOLE 0 387,376 MAVERICK TUBE COM 577914104 5,930 318,800 SH SOLE 0 318,800 MAXIM INTEGRAT COM 57772K101 9,771 270,520 SH SOLE 0 270,520 MAXIMUS INC COM 577933104 3,196 150,600 SH SOLE 0 150,600 MAXTOR CORP COM 577729205 3,193 567,056 SH SOLE 0 567,056 MAY DEPT STORE COM 577778103 5,404 271,696 SH SOLE 0 271,696 MAYTAG CORP COM 578592107 1,223 64,242 SH SOLE 0 64,242 MBIA INC COM 55262C100 6,154 159,257 SH SOLE 0 159,257 MBNA CORP COM 55262L100 64,116 4,260,211 SH SOLE 0 4,260,211 MCCORMICK & CO COM 579780206 2,795 115,800 SH SOLE 0 115,800 MCDATA CORP CL A 580031201 4,718 549,262 SH SOLE 0 549,262 MCDERMOTT INTL COM 580037109 146 50,398 SH SOLE 0 50,398 MCDONALDS CORP COM 580135101 17,542 1,213,115 SH SOLE 0 1,213,115 MCGRAW HILL CO COM 580645109 10,471 188,366 SH SOLE 0 188,366 MCKESSON CORP COM 58155Q103 6,849 274,730 SH SOLE 0 274,730 MDU RES GROUP COM 552690109 4,665 167,100 SH SOLE 0 167,100 MEADE INSTRUME COM 583062104 574 215,000 SH SOLE 0 215,000 MEADWESTVACO C COM 583334107 4,313 189,328 SH SOLE 0 189,328 MEDIA GEN INC CL A 584404107 2,600 52,800 SH SOLE 0 52,800 MEDICINES CO COM 584688105 5,594 300,100 SH SOLE 0 300,100 MEDICIS PHARMA CL A 584690309 8,861 159,400 SH SOLE 0 159,400 MEDIMMUNE INC COM 584699102 6,952 211,760 SH SOLE 0 211,760 MEDTRONIC INC COM 585055106 70,841 1,570,054 SH SOLE 0 1,570,054 MELLON FINL CO COM 58551A108 8,057 378,984 SH SOLE 0 378,984 MEMBERWORKS IN COM 586002107 1,185 57,200 SH SOLE 0 57,200 MEMC ELECTR MA COM 552715104 2,079 184,800 SH SOLE 0 184,800 MENS WEARHOUSE COM 587118100 3,540 236,620 SH SOLE 0 236,620 MENTOR CORP MI COM 587188103 3,571 208,600 SH SOLE 0 208,600 MENTOR GRAPHIC COM 587200106 1,387 155,200 SH SOLE 0 155,200 MERCANTILE BAN COM 587405101 5,447 160,500 SH SOLE 0 160,500 MERCK & CO INC COM 589331107 106,262 1,939,793 SH SOLE 0 1,939,793 MERCURY COMPUT COM 589378108 2,938 108,000 SH SOLE 0 108,000 MERCURY INTERA COM 589405109 2,113 71,180 SH SOLE 0 71,180 MEREDITH CORP COM 589433101 1,563 40,932 SH SOLE 0 40,932 MERITAGE CORP COM 59001A102 1,606 47,900 SH SOLE 0 47,900 MERRILL LYNCH COM 590188108 48,332 1,365,322 SH SOLE 0 1,365,322 MESA AIR GROUP COM 590479101 1,006 202,400 SH SOLE 0 202,400 METHODE ELECTR CL A 591520200 1,279 157,900 SH SOLE 0 157,900 METLIFE INC COM 59156R108 17,835 676,080 SH SOLE 0 676,080 METRO ONE TELE COM 59163F105 553 111,000 SH SOLE 0 111,000 MFC BANCORP LT COM 55271X202 1,297 156,375 SH SOLE 0 156,375 MGI PHARMA INC COM 552880106 1,428 113,300 SH SOLE 0 113,300 MGIC INVT CORP COM 552848103 3,791 96,548 SH SOLE 0 96,548 MICHAELS STORE COM 594087108 23,057 921,900 SH SOLE 0 921,900 MICREL INC COM 594793101 1,968 213,700 SH SOLE 0 213,700 MICROCHIP TECH COM 595017104 10,161 510,601 SH SOLE 0 510,601 MICRON TECHNOL COM 595112103 4,633 569,190 SH SOLE 0 569,190 MICROS SYS INC COM 594901100 3,026 128,700 SH SOLE 0 128,700 MICROSEMI CORP COM 595137100 1,757 160,500 SH SOLE 0 160,500 MICROSOFT CORP COM 594918104 296,36912,241,578 SH SOLE 0 12,241,578 MICROSTRATEGY CL A 594972408 1,155 47,900 SH SOLE 0 47,900 MID ATLANTIC M COM 59523C107 10,128 249,770 SH SOLE 0 249,770 MIDAS GROUP IN COM 595626102 492 67,400 SH SOLE 0 67,400 MIDCAP SPDR TR COM 595635103 18,352 245,845 SH SOLE 0 245,845 MIDWAY GAMES I COM 598148104 692 209,100 SH SOLE 0 209,100 MILACRON INC COM 598709103 630 151,873 SH SOLE 0 151,873 MILLENNIUM PHA COM 599902103 6,074 772,771 SH SOLE 0 772,771 MILLER HERMAN COM 600544100 2,758 171,300 SH SOLE 0 171,300 MILLIPORE CORP COM 601073109 2,195 67,121 SH SOLE 0 67,121 MILLS CORP COM 601148109 686 22,000 SH SOLE 0 22,000 MINERALS TECHN COM 603158106 2,500 65,600 SH SOLE 0 65,600 MINORPLANET SY COM 604363101 556 862,412 SH SOLE 0 862,412 MIRANT CORP COM 604675108 609 380,425 SH SOLE 0 380,425 MKS INSTRUMENT COM 55306N104 538 43,000 SH SOLE 0 43,000 MOBILE MINI IN COM 60740F105 1,028 64,300 SH SOLE 0 64,300 MODINE MFG CO COM 607828100 1,625 108,406 SH SOLE 0 108,406 MOHAWK INDS IN COM 608190104 7,424 154,850 SH SOLE 0 154,850 MOLEX INC COM 608554101 2,515 117,075 SH SOLE 0 117,075 MOLEX INC CL A 608554200 1,233 67,000 SH SOLE 0 67,000 MONACO COACH C COM 60886R103 1,346 129,950 SH SOLE 0 129,950 MONOLITHIC SYS COM 609842109 723 102,700 SH SOLE 0 102,700 MONSANTO CO NE COM 61166W101 4,036 246,074 SH SOLE 0 246,074 MONY GROUP INC COM 615337102 2,286 109,400 SH SOLE 0 109,400 MOODYS CORP COM 615369105 6,802 147,130 SH SOLE 0 147,130 MOOG INC CL A 615394202 542 17,700 SH SOLE 0 17,700 MORGAN STANLEY COM 617446448 76,671 1,999,250 SH SOLE 0 1,999,250 MOTOROLA INC COM 620076109 18,053 2,185,623 SH SOLE 0 2,185,623 MPS GROUP INC COM 553409103 2,794 535,300 SH SOLE 0 535,300 MRO SOFTWARE I COM 55347W105 753 109,700 SH SOLE 0 109,700 MSC INDL DIREC CL A 553530106 718 44,900 SH SOLE 0 44,900 MTC TECHNOLOGI COM 55377A106 1,077 55,800 SH SOLE 0 55,800 MUELLER INDS I COM 624756102 3,848 154,100 SH SOLE 0 154,100 MURPHY OIL COR COM 626717102 9,439 213,700 SH SOLE 0 213,700 MYERS INDS INC COM 628464109 1,292 135,251 SH SOLE 0 135,251 MYKROLIS CORP COM 62852P103 894 107,100 SH SOLE 0 107,100 MYLAN LABS INC COM 628530107 14,352 499,200 SH SOLE 0 499,200 NABI BIOPHARMA COM 629519109 1,200 200,000 SH SOLE 0 200,000 NABORS INDUSTR COM G6359F103 7,018 176,020 SH SOLE 0 176,020 NAM TAI ELECTR COM 629865205 1,203 47,800 SH SOLE 0 47,800 NASH FINCH CO COM 631158102 453 53,700 SH SOLE 0 53,700 NATIONAL CITY COM 635405103 16,280 584,578 SH SOLE 0 584,578 NATIONAL COMME COM 63545P104 11,342 478,555 SH SOLE 0 478,555 NATIONAL FUEL COM 636180101 4,632 211,800 SH SOLE 0 211,800 NATIONAL INSTR COM 636518102 4,204 119,200 SH SOLE 0 119,200 NATIONAL PREST COM 637215104 803 30,700 SH SOLE 0 30,700 NATIONAL SEMIC COM 637640103 2,897 170,025 SH SOLE 0 170,025 NATIONAL-OILWE COM 637071101 19,979 892,300 SH SOLE 0 892,300 NATURES SUNSHI COM 639027101 600 68,400 SH SOLE 0 68,400 NATUZZI S P A ADR 63905A101 1,247 154,500 SH SOLE 0 154,500 NAUTICA ENTERP COM 639089101 1,467 151,200 SH SOLE 0 151,200 NAUTILUS GROUP COM 63910B102 2,089 146,500 SH SOLE 0 146,500 NAVIGANT INTL COM 63935R108 492 46,600 SH SOLE 0 46,600 NAVISTAR INTL COM 63934E108 1,419 57,650 SH SOLE 0 57,650 NBTY INC COM 628782104 7,476 394,300 SH SOLE 0 394,300 NCO GROUP INC COM 628858102 1,836 126,600 SH SOLE 0 126,600 NCR CORP NEW COM 62886E108 1,705 92,940 SH SOLE 0 92,940 NDCHEALTH CORP COM 639480102 4,020 239,700 SH SOLE 0 239,700 NEIMAN MARCUS CL A 640204202 3,244 111,900 SH SOLE 0 111,900 NELSON THOMAS COM 640376109 551 64,700 SH SOLE 0 64,700 NEOWARE SYS IN COM 64065P102 1,484 118,640 SH SOLE 0 118,640 NETEGRITY INC COM 64110P107 573 154,400 SH SOLE 0 154,400 NETSCREEN TECH COM 64117V107 2,326 138,608 SH SOLE 0 138,608 NETSOLVE INC COM 64115J106 4,822 721,876 SH SOLE 0 721,876 NETWORK APPLIA COM 64120L104 3,127 279,440 SH SOLE 0 279,440 NETWORK EQUIP COM 641208103 614 101,800 SH SOLE 0 101,800 NETWORKS ASSOC COM 640938106 5,038 364,800 SH SOLE 0 364,800 NEUBERGER BERM COM 641234109 4,593 162,700 SH SOLE 0 162,700 NEUROCRINE BIO COM 64125C109 1,471 35,300 SH SOLE 0 35,300 NEUROGEN CORP COM 64124E106 138 37,900 SH SOLE 0 37,900 NEW CENTURY FI COM 64352D101 4,091 131,200 SH SOLE 0 131,200 NEW ENGLAND BU COM 643872104 1,495 58,400 SH SOLE 0 58,400 NEW JERSEY RES COM 646025106 6,780 207,650 SH SOLE 0 207,650 NEW PLAN EXCEL COM 648053106 5,656 288,700 SH SOLE 0 288,700 NEW YORK CMNTY COM 649445103 9,348 313,700 SH SOLE 0 313,700 NEW YORK TIMES CL A 650111107 5,411 125,402 SH SOLE 0 125,402 NEWELL RUBBERM COM 651229106 29,743 1,049,145 SH SOLE 0 1,049,145 NEWFIELD EXPL COM 651290108 10,682 315,200 SH SOLE 0 315,200 NEWMONT MINING COM 651639106 10,977 419,757 SH SOLE 0 419,757 NEWPORT CORP COM 651824104 1,098 93,000 SH SOLE 0 93,000 NEWS CORP LTD ADR 652487703 11,045 426,456 SH SOLE 0 426,456 NEXTEL COMMUNI CL A 65332V103 13,920 1,039,566 SH SOLE 0 1,039,566 NEXTEL PARTNER CL A 65333F107 683 135,600 SH SOLE 0 135,600 NICOR INC COM 654086107 1,128 41,297 SH SOLE 0 41,297 NII HLDGS INC CL B 62913F201 5,674 221,449 SH SOLE 0 221,449 NIKE INC CL B 654106103 13,028 253,368 SH SOLE 0 253,368 NISOURCE INC COM 65473P105 4,214 231,552 SH SOLE 0 231,552 NOBLE CORPORAT COM G65422100 4,620 147,040 SH SOLE 0 147,040 NOBLE ENERGY I COM 655044105 4,581 133,600 SH SOLE 0 133,600 NOKIA CORP S ADR 654902204 29,330 2,093,529 SH SOLE 0 2,093,529 NORDSON CORP COM 655663102 1,889 78,400 SH SOLE 0 78,400 NORDSTROM INC COM 655664100 2,068 127,628 SH SOLE 0 127,628 NORFOLK SOUTHE COM 655844108 6,798 366,256 SH SOLE 0 366,256 NORTEL NETWORK CONV 656568AB8 4,362 5,935,000 SH SOLE 0 5,935,000 NORTEL NETWORK COM 656568102 301 144,690 SH SOLE 0 144,690 NORTH FORK BAN COM 659424105 4,719 160,240 SH SOLE 0 160,240 NORTHEAST UTIL COM 664397106 4,406 316,500 SH SOLE 0 316,500 NORTHERN TR CO COM 665859104 6,380 209,518 SH SOLE 0 209,518 NORTHROP GRUMM COM 666807102 15,409 179,597 SH SOLE 0 179,597 NORTHWEST NAT COM 667655104 2,884 114,900 SH SOLE 0 114,900 NORTHWESTERN C COM 668074107 353 168,300 SH SOLE 0 168,300 NOVASTAR FINL COM 669947400 1,250 36,600 SH SOLE 0 36,600 NOVELL INC COM 670006105 1,867 868,488 SH SOLE 0 868,488 NOVELLUS SYS I COM 670008101 5,394 197,790 SH SOLE 0 197,790 NOVEN PHARMACE COM 670009109 1,433 101,500 SH SOLE 0 101,500 NPS PHARMACEUT COM 62936P103 1,206 78,030 SH SOLE 0 78,030 NSTAR COM 67019E107 4,950 123,700 SH SOLE 0 123,700 NTL INC DEL COM 62940M104 1,839 207,346 SH SOLE 0 207,346 NU SKIN ENTERP CL A 67018T105 924 91,800 SH SOLE 0 91,800 NUCOR CORP COM 670346105 2,836 74,298 SH SOLE 0 74,298 NUEVO ENERGY C COM 670509108 1,169 86,300 SH SOLE 0 86,300 NUI CORP COM 629431107 1,056 72,300 SH SOLE 0 72,300 NVIDIA CORP COM 67066G104 1,900 147,540 SH SOLE 0 147,540 NVR INC COM 62944T105 11,548 35,100 SH SOLE 0 35,100 NYFIX INC COM 670712108 519 139,900 SH SOLE 0 139,900 O CHARLEYS INC COM 670823103 2,148 112,050 SH SOLE 0 112,050 O REILLY AUTOM COM 686091109 6,966 257,340 SH SOLE 0 257,340 O2MICRO INTERN COM G6797E106 384 35,700 SH SOLE 0 35,700 OCCIDENTAL PET COM 674599105 10,807 360,731 SH SOLE 0 360,731 OCEAN ENERGY I COM 67481E106 8,287 414,350 SH SOLE 0 414,350 OCEANEERING IN COM 675232102 2,862 130,990 SH SOLE 0 130,990 ODYSSEY HEALTH COM 67611V101 1,411 59,350 SH SOLE 0 59,350 OFFICE DEPOT I COM 676220106 3,458 292,340 SH SOLE 0 292,340 OFFSHORE LOGIS COM 676255102 1,828 101,300 SH SOLE 0 101,300 OGE ENERGY COR COM 670837103 3,287 182,900 SH SOLE 0 182,900 OHIO CAS CORP COM 677240103 1,828 141,500 SH SOLE 0 141,500 OLD REP INTL C COM 680223104 8,472 316,700 SH SOLE 0 316,700 OLD SECOND BAN COM 680277100 363 9,600 SH SOLE 0 9,600 OLIN CORP COM 680665205 2,447 134,700 SH SOLE 0 134,700 OM GROUP INC COM 670872100 1,110 126,800 SH SOLE 0 126,800 OMI CORP NEW COM Y6476W104 434 92,400 SH SOLE 0 92,400 OMNICARE INC COM 681904108 5,981 219,800 SH SOLE 0 219,800 OMNICOM GROUP COM 681919106 22,123 408,396 SH SOLE 0 408,396 OMNIVISION TEC COM 682128103 613 29,600 SH SOLE 0 29,600 OMNOVA SOLUTIO COM 682129101 530 179,600 SH SOLE 0 179,600 ON ASSIGNMENT COM 682159108 503 118,800 SH SOLE 0 118,800 ON TECHNOLOGY COM 68219P108 544 205,318 SH SOLE 0 205,318 ONEOK INC NEW COM 682680103 3,511 191,460 SH SOLE 0 191,460 OPTION CARE IN COM 683948103 951 112,175 SH SOLE 0 112,175 ORACLE CORP COM 68389X105 69,771 6,431,070 SH SOLE 0 6,431,070 ORASURE TECHNO COM 68554V108 466 79,790 SH SOLE 0 79,790 ORBITAL SCIENC COM 685564106 1,376 266,200 SH SOLE 0 266,200 OREGON STL MLS COM 686079104 2,356 1,002,700 SH SOLE 0 1,002,700 ORTHODONTIC CT COM 68750P103 1,199 230,100 SH SOLE 0 230,100 ORTHOFIX INTL COM N6748L102 1,918 70,520 SH SOLE 0 70,520 OSHKOSH B GOSH CL A 688222207 1,430 55,000 SH SOLE 0 55,000 OSHKOSH TRUCK COM 688239201 4,666 74,900 SH SOLE 0 74,900 OSI PHARMACEUT COM 671040103 1,358 84,900 SH SOLE 0 84,900 OSTEOTECH INC COM 688582105 477 76,500 SH SOLE 0 76,500 OUTBACK STEAKH COM 689899102 6,605 186,700 SH SOLE 0 186,700 OVERLAND STORA COM 690310107 1,203 83,700 SH SOLE 0 83,700 OVERSEAS SHIPH COM 690368105 1,341 80,300 SH SOLE 0 80,300 OVERTURE SVCS COM 69039R100 2,096 138,200 SH SOLE 0 138,200 OWENS & MINOR COM 690732102 5,753 327,800 SH SOLE 0 327,800 OXFORD HEALTH COM 691471106 6,603 217,500 SH SOLE 0 217,500 OXFORD INDS IN COM 691497309 831 33,700 SH SOLE 0 33,700 P F CHANGS CHI COM 69333Y108 6,090 164,590 SH SOLE 0 164,590 PACCAR INC COM 693718108 5,647 112,338 SH SOLE 0 112,338 PACER INTL INC COM 69373H106 1,817 145,000 SH SOLE 0 145,000 PACIFIC CAP BA COM 69404P101 743 24,700 SH SOLE 0 24,700 PACIFIC SUNWEA COM 694873100 7,309 359,170 SH SOLE 0 359,170 PACIFICARE HEA COM 695112102 2,011 83,322 SH SOLE 0 83,322 PACKAGING CORP COM 695156109 4,385 243,500 SH SOLE 0 243,500 PACTIV CORP COM 695257105 2,773 136,625 SH SOLE 0 136,625 PAC-WEST TELEC COM 69371Y101 58 122,402 SH SOLE 0 122,402 PALL CORP COM 696429307 5,611 280,548 SH SOLE 0 280,548 PALM INC COM 696642206 226 22,600 SH SOLE 0 22,600 PAN PACIFIC RE COM 69806L104 452 11,950 SH SOLE 0 11,950 PANAMSAT CORP COM 697933109 551 39,000 SH SOLE 0 39,000 PANERA BREAD C CL A 69840W108 7,563 248,058 SH SOLE 0 248,058 PAPA JOHNS INT COM 698813102 2,105 84,100 SH SOLE 0 84,100 PARADYNE NETWO COM 69911G107 77 59,544 SH SOLE 0 59,544 PARAGON TECHNO COM 69912T108 1,518 173,500 SH SOLE 0 173,500 PARAMETRIC TEC COM 699173100 1,557 717,597 SH SOLE 0 717,597 PAREXEL INTL C COM 699462107 1,567 114,200 SH SOLE 0 114,200 PARK ELECTROCH COM 700416209 1,341 88,600 SH SOLE 0 88,600 PARK PL ENTMT COM 700690100 4,990 700,800 SH SOLE 0 700,800 PARKER HANNIFI COM 701094104 4,339 111,994 SH SOLE 0 111,994 PARKWAY PPTYS COM 70159Q104 2,219 58,900 SH SOLE 0 58,900 PATINA OIL & G COM 703224105 6,532 198,535 SH SOLE 0 198,535 PATTERSON DENT COM 703412106 7,289 158,700 SH SOLE 0 158,700 PATTERSON UTI COM 703481101 25,607 792,550 SH SOLE 0 792,550 PAXAR CORP COM 704227107 2,482 216,800 SH SOLE 0 216,800 PAYCHEX INC COM 704326107 8,519 310,125 SH SOLE 0 310,125 PAYLESS SHOESO COM 704379106 2,476 158,202 SH SOLE 0 158,202 PC-TEL INC COM 69325Q105 807 89,600 SH SOLE 0 89,600 PEABODY ENERGY COM 704549104 3,403 122,000 SH SOLE 0 122,000 PEC SOLUTIONS COM 705107100 335 28,440 SH SOLE 0 28,440 PEDIATRIX MED COM 705324101 2,856 113,600 SH SOLE 0 113,600 PEETS COFFEE & COM 705560100 1,657 99,950 SH SOLE 0 99,950 PEGASUS SOLUTI COM 705906105 1,240 110,700 SH SOLE 0 110,700 PENFORD CORP COM 707051108 420 35,100 SH SOLE 0 35,100 PENN NATL GAMI COM 707569109 4,141 233,300 SH SOLE 0 233,300 PENN-AMER GROU COM 707247102 1,015 99,750 SH SOLE 0 99,750 PENNEY J C INC COM 708160106 5,579 284,074 SH SOLE 0 284,074 PENTAIR INC COM 709631105 4,058 114,800 SH SOLE 0 114,800 PEOPLES BANCOR COM 709789101 857 37,000 SH SOLE 0 37,000 PEOPLES BK BRI COM 710198102 1,465 58,000 SH SOLE 0 58,000 PEOPLES ENERGY COM 711030106 1,138 31,802 SH SOLE 0 31,802 PEOPLESOFT INC COM 712713106 4,514 295,000 SH SOLE 0 295,000 PEP BOYS MANNY COM 713278109 1,763 232,026 SH SOLE 0 232,026 PEPCO HOLDINGS COM 713291102 6,638 381,500 SH SOLE 0 381,500 PEPSI BOTTLING COM 713409100 4,186 233,440 SH SOLE 0 233,440 PEPSIAMERICAS COM 71343P200 4,122 350,470 SH SOLE 0 350,470 PEPSICO INC COM 713448108 58,266 1,456,661 SH SOLE 0 1,456,661 PEREZ COMPANC S ADR 71367B103 522 75,600 SH SOLE 0 75,600 PERFORMANCE FO COM 713755106 9,855 321,442 SH SOLE 0 321,442 PERICOM SEMICO COM 713831105 2,160 277,660 SH SOLE 0 277,660 PERKINELMER IN COM 714046109 1,047 117,798 SH SOLE 0 117,798 PEROT SYS CORP CL A 714265105 513 50,000 SH SOLE 0 50,000 PERRIGO CO COM 714290103 2,559 215,400 SH SOLE 0 215,400 PER-SE TECHNOL COM 713569309 357 44,900 SH SOLE 0 44,900 PETCO ANIMAL S COM 716016209 510 27,060 SH SOLE 0 27,060 PETROLEO BRASI S ADR 71654V101 6,668 484,600 SH SOLE 0 484,600 PETROLEO BRASI S ADR 71654V408 31,569 2,083,775 SH SOLE 0 2,083,775 PETSMART INC COM 716768106 4,089 324,500 SH SOLE 0 324,500 PFIZER INC COM 717081103 217,146 6,968,757 SH SOLE 0 6,968,757 PG&E CORP COM 69331C108 5,323 395,777 SH SOLE 0 395,777 PHARMACEUTICAL COM 717124101 9,396 349,924 SH SOLE 0 349,924 PHARMACEUTICAL COM 717125108 3,241 76,300 SH SOLE 0 76,300 PHARMACIA CORP COM 71713U102 48,854 1,128,258 SH SOLE 0 1,128,258 PHARMACOPEIA I COM 71713B104 250 28,500 SH SOLE 0 28,500 PHELPS DODGE C COM 717265102 3,048 93,847 SH SOLE 0 93,847 PHILADELPHIA C COM 717528103 4,932 137,000 SH SOLE 0 137,000 PHILADELPHIA S COM 718009608 3,966 180,700 SH SOLE 0 180,700 PHILIPPINE LON S ADR 718252604 508 88,000 SH SOLE 0 88,000 PHILLIPS VAN H COM 718592108 1,687 136,600 SH SOLE 0 136,600 PHOENIX TECHNO COM 719153108 586 137,930 SH SOLE 0 137,930 PHOTON DYNAMIC COM 719364101 2,222 135,800 SH SOLE 0 135,800 PHOTRONICS INC COM 719405102 2,618 220,200 SH SOLE 0 220,200 PIEDMONT NAT G COM 720186105 5,323 149,300 SH SOLE 0 149,300 PIER 1 IMPORTS COM 720279108 4,901 309,000 SH SOLE 0 309,000 PINNACLE ENTMT COM 723456109 569 116,700 SH SOLE 0 116,700 PINNACLE SYS I COM 723481107 3,784 363,470 SH SOLE 0 363,470 PINNACLE WEST COM 723484101 2,733 82,220 SH SOLE 0 82,220 PIONEER NAT RE COM 723787107 6,865 273,500 SH SOLE 0 273,500 PIONEER STD EL COM 723877106 1,712 202,800 SH SOLE 0 202,800 PITNEY BOWES I COM 724479100 6,824 213,792 SH SOLE 0 213,792 PITTSTON CO COM 725701106 1,753 126,477 SH SOLE 0 126,477 PLAINS EXPL & COM 726505100 411 49,800 SH SOLE 0 49,800 PLAINS RES INC COM 726540503 1,152 108,000 SH SOLE 0 108,000 PLANAR SYS INC COM 726900103 930 79,100 SH SOLE 0 79,100 PLANTRONICS IN COM 727493108 2,021 138,300 SH SOLE 0 138,300 PLEXUS CORP COM 729132100 1,257 137,400 SH SOLE 0 137,400 PLUM CREEK TIM COM 729251108 4,445 205,880 SH SOLE 0 205,880 PMC-SIERRA INC CONV 69344FAB2 1,599 1,865,000 SH SOLE 0 1,865,000 PMC-SIERRA INC COM 69344F106 813 136,580 SH SOLE 0 136,580 PMI GROUP INC COM 69344M101 6,216 243,300 SH SOLE 0 243,300 PNC FINL SVCS COM 693475105 11,399 268,964 SH SOLE 0 268,964 PNM RES INC COM 69349H107 2,762 122,800 SH SOLE 0 122,800 POGO PRODUCING COM 730448107 5,675 142,700 SH SOLE 0 142,700 POLARIS INDS I COM 731068102 5,081 102,200 SH SOLE 0 102,200 POLO RALPH LAU CL A 731572103 717 31,300 SH SOLE 0 31,300 POLYCOM INC COM 73172K104 1,875 232,000 SH SOLE 0 232,000 POLYMEDICA COR COM 731738100 2,937 96,450 SH SOLE 0 96,450 POLYONE CORP COM 73179P106 1,608 412,400 SH SOLE 0 412,400 POPE & TALBOT COM 732827100 884 70,400 SH SOLE 0 70,400 POPULAR INC COM 733174106 1,111 32,700 SH SOLE 0 32,700 POSCO S ADR 693483109 3,653 185,456 SH SOLE 0 185,456 POSSIS MEDICAL COM 737407106 1,257 77,800 SH SOLE 0 77,800 POST PPTYS INC COM 737464107 604 25,000 SH SOLE 0 25,000 POTLATCH CORP COM 737628107 1,295 66,628 SH SOLE 0 66,628 POWER INTEGRAT COM 739276103 3,232 155,900 SH SOLE 0 155,900 POWER-ONE INC COM 739308104 577 131,240 SH SOLE 0 131,240 POWERWAVE TECH COM 739363109 523 153,800 SH SOLE 0 153,800 PPG INDS INC COM 693506107 7,818 173,422 SH SOLE 0 173,422 PPL CORP COM 69351T106 5,542 155,622 SH SOLE 0 155,622 PRAXAIR INC COM 74005P104 23,286 413,244 SH SOLE 0 413,244 PRE PAID LEGAL COM 740065107 1,477 85,500 SH SOLE 0 85,500 PRECISION CAST COM 740189105 4,225 177,300 SH SOLE 0 177,300 PREMCOR INC COM 74045Q104 1,934 75,300 SH SOLE 0 75,300 PREMIERE TECHN CONV 74058FAC6 1,500 1,685,000 SH SOLE 0 1,685,000 PRESIDENTIAL L COM 740884101 830 132,000 SH SOLE 0 132,000 PRG-SCHULTZ IN COM 69357C107 3,837 532,200 SH SOLE 0 532,200 PRICE COMMUNIC COM 741437305 1,521 127,200 SH SOLE 0 127,200 PRICE T ROWE G COM 74144T108 5,423 199,960 SH SOLE 0 199,960 PRIDE INTL INC COM 74153Q102 4,978 369,000 SH SOLE 0 369,000 PRIMA ENERGY C COM 741901201 1,074 57,300 SH SOLE 0 57,300 PRIME HOSPITAL COM 741917108 1,047 202,900 SH SOLE 0 202,900 PRINCIPAL FINA COM 74251V102 8,276 304,940 SH SOLE 0 304,940 PRIORITY HEALT CL B 74264T102 7,402 277,760 SH SOLE 0 277,760 PROASSURANCE C COM 74267C106 1,613 68,600 SH SOLE 0 68,600 PROCTER & GAMB COM 742718109 101,725 1,142,332 SH SOLE 0 1,142,332 PROGRESS ENERG COM 743263105 8,759 223,728 SH SOLE 0 223,728 PROGRESS FINL COM 743266108 612 47,407 SH SOLE 0 47,407 PROGRESS SOFTW COM 743312100 3,542 197,300 SH SOLE 0 197,300 PROGRESSIVE CO COM 743315103 10,694 180,306 SH SOLE 0 180,306 PROLOGIS COM 743410102 67,405 2,662,126 SH SOLE 0 2,662,126 PROTECTIVE LIF COM 743674103 5,173 181,200 SH SOLE 0 181,200 PROTEIN DESIGN COM 74369L103 2,077 279,500 SH SOLE 0 279,500 PROVIDENT BANK COM 743859100 2,546 110,315 SH SOLE 0 110,315 PROVIDENT FINL COM 743866105 4,712 221,950 SH SOLE 0 221,950 PROVIDIAN FINL CONV 74406AAA0 2,070 2,625,000 SH SOLE 0 2,625,000 PROVIDIAN FINL COM 74406A102 3,367 513,230 SH SOLE 0 513,230 PROVINCE HEALT CONV 743977AE0 2,287 2,760,000 SH SOLE 0 2,760,000 PROVINCE HEALT COM 743977100 1,935 218,600 SH SOLE 0 218,600 PRUDENTIAL FIN COM 744320102 16,389 560,316 SH SOLE 0 560,316 PS BUSINESS PK COM 69360J107 2,005 67,400 SH SOLE 0 67,400 PSS WORLD MED COM 69366A100 827 126,800 SH SOLE 0 126,800 PUBLIC STORAGE COM 74460D109 5,493 181,300 SH SOLE 0 181,300 PUBLIC SVC ENT COM 744573106 7,822 213,192 SH SOLE 0 213,192 PUGET ENERGY I COM 745310102 5,274 247,488 SH SOLE 0 247,488 PULTE HOMES IN COM 745867101 2,876 57,354 SH SOLE 0 57,354 QLOGIC CORP COM 747277101 5,073 136,580 SH SOLE 0 136,580 QRS CORP COM 74726X105 349 71,100 SH SOLE 0 71,100 QUAKER CHEM CO COM 747316107 855 41,900 SH SOLE 0 41,900 QUALCOMM INC COM 747525103 24,655 684,860 SH SOLE 0 684,860 QUANEX CORP COM 747620102 2,729 86,100 SH SOLE 0 86,100 QUANTA SVCS IN COM 74762E102 511 159,600 SH SOLE 0 159,600 QUANTUM CORP COM 747906204 1,454 402,700 SH SOLE 0 402,700 QUEST DIAGNOST COM 74834L100 6,943 116,315 SH SOLE 0 116,315 QUESTAR CORP COM 748356102 8,312 281,100 SH SOLE 0 281,100 QUICKSILVER RE COM 74837R104 877 36,900 SH SOLE 0 36,900 QUIKSILVER INC COM 74838C106 7,959 259,940 SH SOLE 0 259,940 QUILMES INDL Q S ADR 74838Y207 1,436 189,185 SH SOLE 0 189,185 QUINENCO S A S ADR 748718103 454 100,300 SH SOLE 0 100,300 QUINTILES TRAN COM 748767100 2,841 233,660 SH SOLE 0 233,660 QUOVADX INC COM 74913K106 322 167,000 SH SOLE 0 167,000 QWEST COMMUNIC COM 749121109 5,557 1,592,200 SH SOLE 0 1,592,200 R & G FINANCIA CL B 749136107 497 22,600 SH SOLE 0 22,600 R H DONNELLEY COM 74955W307 1,994 67,200 SH SOLE 0 67,200 RACING CHAMPIO COM 750069106 371 24,200 SH SOLE 0 24,200 RADIAN GROUP I COM 750236101 8,233 246,652 SH SOLE 0 246,652 RADIANT SYSTEM COM 75025N102 931 125,800 SH SOLE 0 125,800 RADIO ONE INC CL D 75040P405 835 63,100 SH SOLE 0 63,100 RADIOSHACK COR COM 750438103 3,979 178,518 SH SOLE 0 178,518 RADISYS CORP COM 750459109 526 79,400 SH SOLE 0 79,400 RAILAMERICA IN COM 750753105 1,528 250,500 SH SOLE 0 250,500 RAINBOW TECHNO COM 750862104 2,429 257,320 SH SOLE 0 257,320 RALCORP HLDGS COM 751028101 3,385 130,000 SH SOLE 0 130,000 RAMCO-GERSHENS COM 751452202 1,744 79,400 SH SOLE 0 79,400 RARE HOSPITALI COM 753820109 4,674 167,900 SH SOLE 0 167,900 RAYMOND JAMES COM 754730109 6,768 261,600 SH SOLE 0 261,600 RAYONIER INC COM 754907103 4,476 101,600 SH SOLE 0 101,600 RAYOVAC CORP COM 755081106 1,724 158,900 SH SOLE 0 158,900 RAYTHEON CO COM 755111507 35,624 1,255,710 SH SOLE 0 1,255,710 READERS DIGEST COM 755267101 2,333 228,500 SH SOLE 0 228,500 RECKSON ASSOCS COM 75621K106 316 16,800 SH SOLE 0 16,800 RECOTON CORP COM 756268108 118 489,800 SH SOLE 0 489,800 RED HAT INC COM 756577102 3,271 602,400 SH SOLE 0 602,400 REEBOK INTL LT COM 758110100 12,615 384,032 SH SOLE 0 384,032 REGAL BELOIT C COM 758750103 1,724 112,600 SH SOLE 0 112,600 REGENCY CTRS C COM 758849103 687 20,850 SH SOLE 0 20,850 REGENERON PHAR COM 75886F107 1,582 210,400 SH SOLE 0 210,400 REGENT COMMUNI COM 758865109 1,023 215,300 SH SOLE 0 215,300 REGIONS FINL C COM 758940100 7,841 242,000 SH SOLE 0 242,000 REGIS CORP MIN COM 758932107 4,887 196,175 SH SOLE 0 196,175 REHABCARE GROU COM 759148109 1,273 71,300 SH SOLE 0 71,300 REINSURANCE GR COM 759351109 2,599 98,900 SH SOLE 0 98,900 RELIANCE STEEL COM 759509102 2,158 142,900 SH SOLE 0 142,900 REMINGTON OIL COM 759594302 2,477 145,430 SH SOLE 0 145,430 RENAISSANCE RE COM G7496G103 1,938 48,400 SH SOLE 0 48,400 RENAL CARE GRO COM 759930100 9,016 289,150 SH SOLE 0 289,150 RENT A CTR INC COM 76009N100 917 16,700 SH SOLE 0 16,700 REPUBLIC SVCS COM 760759100 8,998 453,550 SH SOLE 0 453,550 RESMED INC COM 761152107 6,125 191,540 SH SOLE 0 191,540 RESOURCES CONN COM 76122Q105 1,805 84,800 SH SOLE 0 84,800 RESPIRONICS IN COM 761230101 9,473 275,600 SH SOLE 0 275,600 RETEK INC COM 76128Q109 715 123,982 SH SOLE 0 123,982 REYNOLDS & REY CL A 761695105 5,197 205,400 SH SOLE 0 205,400 REYNOLDS R J T COM 76182K105 2,740 84,940 SH SOLE 0 84,940 RF MICRODEVICE COM 749941100 2,920 486,100 SH SOLE 0 486,100 RICHARDSON ELE COM 763165107 1,370 165,300 SH SOLE 0 165,300 RIGGS NATL COR COM 766570105 3,002 209,200 SH SOLE 0 209,200 RIGHT MGMT CON COM 766573109 620 47,700 SH SOLE 0 47,700 RIVERSTONE NET COM 769320102 901 643,500 SH SOLE 0 643,500 RLI CORP COM 749607107 4,369 162,600 SH SOLE 0 162,600 ROADWAY CORP COM 769742107 3,218 96,000 SH SOLE 0 96,000 ROBBINS & MYER COM 770196103 870 64,600 SH SOLE 0 64,600 ROBERT HALF IN COM 770323103 1,945 146,120 SH SOLE 0 146,120 ROCK OF AGES C CL A 772632105 793 136,900 SH SOLE 0 136,900 ROCK-TENN CO CL A 772739207 1,983 154,900 SH SOLE 0 154,900 ROCKWELL AUTOM COM 773903109 3,619 174,814 SH SOLE 0 174,814 ROCKWELL COLLI COM 774341101 2,795 152,154 SH SOLE 0 152,154 ROGERS CORP COM 775133101 2,113 71,100 SH SOLE 0 71,100 ROHM & HAAS CO COM 775371107 6,211 208,574 SH SOLE 0 208,574 ROLLINS INC COM 775711104 2,404 104,400 SH SOLE 0 104,400 ROPER INDS INC COM 776696106 4,870 168,800 SH SOLE 0 168,800 ROSLYN BANCORP COM 778162107 3,477 193,400 SH SOLE 0 193,400 ROSS STORES IN COM 778296103 30,248 837,650 SH SOLE 0 837,650 ROUGE INDS INC CL A 779088103 415 829,400 SH SOLE 0 829,400 ROUSE CO COM 779273101 4,602 133,200 SH SOLE 0 133,200 ROWAN COS INC COM 779382100 4,066 206,818 SH SOLE 0 206,818 ROXIO INC COM 780008108 542 87,416 SH SOLE 0 87,416 ROYAL APPLIANC COM 780076105 424 57,700 SH SOLE 0 57,700 ROYAL CARIBBEA COM V7780T103 558 37,100 SH SOLE 0 37,100 ROYAL DUTCH PE COM 780257804 526 12,900 SH SOLE 0 12,900 RPM INTL INC COM 749685103 3,966 377,725 SH SOLE 0 377,725 RSA SEC INC COM 749719100 941 132,600 SH SOLE 0 132,600 RTI INTL METAL COM 74973W107 916 93,500 SH SOLE 0 93,500 RUBY TUESDAY I COM 781182100 3,780 185,300 SH SOLE 0 185,300 RUDDICK CORP COM 781258108 1,336 108,600 SH SOLE 0 108,600 RUDOLPH TECHNO COM 781270103 4,478 309,870 SH SOLE 0 309,870 RUSS BERRIE & COM 782233100 2,947 92,100 SH SOLE 0 92,100 RUSSELL CORP COM 782352108 2,776 158,600 SH SOLE 0 158,600 RYANAIR HLDGS S ADR 783513104 7,318 175,752 SH SOLE 0 175,752 RYANS FAMILY S COM 783519101 2,042 194,500 SH SOLE 0 194,500 RYDER SYS INC COM 783549108 1,125 54,831 SH SOLE 0 54,831 RYERSON TULL I COM 78375P107 698 111,640 SH SOLE 0 111,640 RYLAND GROUP I COM 783764103 7,157 165,720 SH SOLE 0 165,720 S & T BANCORP COM 783859101 496 19,400 SH SOLE 0 19,400 SABRE HLDGS CO CL A 785905100 2,169 136,344 SH SOLE 0 136,344 SAFECO CORP COM 786429100 4,505 128,821 SH SOLE 0 128,821 SAFEGUARD SCIE COM 786449108 56 40,000 SH SOLE 0 40,000 SAFEWAY INC COM 786514208 8,354 441,300 SH SOLE 0 441,300 SAGA COMMUNICA CL A 786598102 2,074 119,875 SH SOLE 0 119,875 SAKS INC COM 79377W108 2,554 332,137 SH SOLE 0 332,137 SALTON INC COM 795757103 528 50,300 SH SOLE 0 50,300 SANDISK CORP COM 80004C101 3,929 233,600 SH SOLE 0 233,600 SANGSTAT MED C COM 801003104 882 89,900 SH SOLE 0 89,900 SANMINA SCI CO COM 800907107 1,991 492,788 SH SOLE 0 492,788 SAPIENT CORP COM 803062108 35 23,000 SH SOLE 0 23,000 SARA LEE CORP COM 803111103 12,145 649,455 SH SOLE 0 649,455 SATYAM COMPUTE ADR 804098101 1,039 125,510 SH SOLE 0 125,510 SAUL CTRS INC COM 804395101 851 36,900 SH SOLE 0 36,900 SBA COMMUNICAT COM 78388J106 152 115,393 SH SOLE 0 115,393 SBC COMMUNICAT COM 78387G103 85,753 4,274,827 SH SOLE 0 4,274,827 SBS TECHNOLOGI COM 78387P103 477 65,700 SH SOLE 0 65,700 SCANA CORP NEW COM 80589M102 8,587 287,000 SH SOLE 0 287,000 SCANSOFT INC COM 80603P107 1,004 223,100 SH SOLE 0 223,100 SCHEIN HENRY I COM 806407102 6,639 147,200 SH SOLE 0 147,200 SCHERING PLOUG COM 806605101 21,735 1,219,026 SH SOLE 0 1,219,026 SCHLUMBERGER L COM 806857108 21,477 565,027 SH SOLE 0 565,027 SCHOLASTIC COR COM 807066105 3,104 115,430 SH SOLE 0 115,430 SCHOOL SPECIAL COM 807863105 1,473 82,900 SH SOLE 0 82,900 SCHULMAN A INC COM 808194104 3,085 212,300 SH SOLE 0 212,300 SCHWAB CHARLES COM 808513105 8,039 1,113,496 SH SOLE 0 1,113,496 SCHWEITZER-MAU COM 808541106 2,716 120,700 SH SOLE 0 120,700 SCIENTIFIC ATL COM 808655104 4,973 361,948 SH SOLE 0 361,948 SCIENTIFIC GAM CL A 80874P109 3,330 616,660 SH SOLE 0 616,660 SCIOS INC COM 808905103 2,157 48,948 SH SOLE 0 48,948 SCIQUEST INC COM 80908Q107 30 56,786 SH SOLE 0 56,786 SCM MICROSYSTE COM 784018103 176 70,500 SH SOLE 0 70,500 SCOTTISH ANNUI COM G7885T104 2,813 161,500 SH SOLE 0 161,500 SCOTTS CO CL A 810186106 7,195 138,900 SH SOLE 0 138,900 SCP POOL CORP COM 784028102 3,110 104,675 SH SOLE 0 104,675 SCPIE HLDGS IN COM 78402P104 275 44,100 SH SOLE 0 44,100 SCRIPPS E W CO CL A 811054204 674 8,900 SH SOLE 0 8,900 SCS TRANSN INC COM 81111T102 212 20,000 SH SOLE 0 20,000 SEACHANGE INTL COM 811699107 1,452 200,850 SH SOLE 0 200,850 SEACOAST BKG C COM 811707306 657 33,900 SH SOLE 0 33,900 SEACOAST FINL COM 81170Q106 1,957 107,200 SH SOLE 0 107,200 SEACOR SMIT IN COM 811904101 5,254 150,100 SH SOLE 0 150,100 SEALED AIR COR COM 81211K100 3,213 80,076 SH SOLE 0 80,076 SEARS ROEBUCK COM 812387108 7,266 300,854 SH SOLE 0 300,854 SEI INVESTMENT COM 784117103 7,538 287,700 SH SOLE 0 287,700 SEITEL INC COM 816074306 32 160,390 SH SOLE 0 160,390 SELECT COMFORT COM 81616X103 570 56,500 SH SOLE 0 56,500 SELECT MEDICAL COM 816196109 2,465 173,000 SH SOLE 0 173,000 SELECT SECTOR COM 81369Y803 1,536 107,400 SH SOLE 0 107,400 SELECTIVE INS COM 816300107 3,735 152,200 SH SOLE 0 152,200 SEMITOOL INC COM 816909105 594 145,200 SH SOLE 0 145,200 SEMPRA ENERGY COM 816851109 4,905 196,518 SH SOLE 0 196,518 SEMTECH CORP COM 816850101 4,393 290,000 SH SOLE 0 290,000 SENIOR HSG PPT REIT 81721M109 468 40,500 SH SOLE 0 40,500 SENSIENT TECHN COM 81725T100 3,946 197,100 SH SOLE 0 197,100 SEPRACOR INC COM 817315104 3,006 222,000 SH SOLE 0 222,000 SEQUA CORPORAT CL A 817320104 832 24,300 SH SOLE 0 24,300 SERENA SOFTWAR COM 817492101 4,321 270,700 SH SOLE 0 270,700 SEROLOGICALS C COM 817523103 1,796 211,300 SH SOLE 0 211,300 SHAW GROUP INC COM 820280105 2,431 241,900 SH SOLE 0 241,900 SHERWIN WILLIA COM 824348106 4,251 160,845 SH SOLE 0 160,845 SHOPKO STORES COM 824911101 1,517 130,200 SH SOLE 0 130,200 SHUFFLE MASTER COM 825549108 3,839 190,500 SH SOLE 0 190,500 SHURGARD STORA COM 82567D104 7,027 226,300 SH SOLE 0 226,300 SI INTL INC COM 78427V102 119 15,000 SH SOLE 0 15,000 SICOR INC COM 825846108 6,225 372,750 SH SOLE 0 372,750 SIEBEL SYS INC COM 826170102 3,690 460,720 SH SOLE 0 460,720 SIERRA HEALTH COM 826322109 1,715 132,950 SH SOLE 0 132,950 SIERRA PAC RES COM 826428104 2,134 671,200 SH SOLE 0 671,200 SIGMA ALDRICH COM 826552101 2,642 59,389 SH SOLE 0 59,389 SILGAN HOLDING COM 827048109 641 28,900 SH SOLE 0 28,900 SILICON IMAGE COM 82705T102 143 36,000 SH SOLE 0 36,000 SILICON LABORA COM 826919102 1,467 56,100 SH SOLE 0 56,100 SILICON STORAG COM 827057100 85 37,000 SH SOLE 0 37,000 SILICON VY BAN COM 827064106 1,712 94,100 SH SOLE 0 94,100 SIMON PPTY GRO COM 828806109 15,685 437,760 SH SOLE 0 437,760 SIMPSON MANUFA COM 829073105 3,721 110,100 SH SOLE 0 110,100 SINCLAIR BROAD CL A 829226109 1,012 128,700 SH SOLE 0 128,700 SIX CONTINENTS S ADR 830018107 165 16,900 SH SOLE 0 16,900 SIX FLAGS INC COM 83001P109 1,474 263,300 SH SOLE 0 263,300 SK TELECOM LTD S ADR 78440P108 3,184 236,210 SH SOLE 0 236,210 SKILLSOFT PLC S ADR 830928107 246 92,700 SH SOLE 0 92,700 SKYLINE CORP COM 830830105 984 37,700 SH SOLE 0 37,700 SKYWEST INC COM 830879102 3,994 386,669 SH SOLE 0 386,669 SKYWORKS SOLUT COM 83088M102 3,871 621,400 SH SOLE 0 621,400 SL GREEN RLTY COM 78440X101 1,073 35,100 SH SOLE 0 35,100 SLM CORP COM 78442P106 25,153 226,770 SH SOLE 0 226,770 SMITH A O COM 831865209 5,347 199,500 SH SOLE 0 199,500 SMITH INTL INC COM 832110100 8,339 236,700 SH SOLE 0 236,700 SMITHFIELD FOO COM 832248108 5,211 294,100 SH SOLE 0 294,100 SMUCKER J M CO COM 832696405 4,056 115,987 SH SOLE 0 115,987 SNAP ON INC COM 833034101 1,650 66,646 SH SOLE 0 66,646 SOLA INTL INC COM 834092108 1,368 110,700 SH SOLE 0 110,700 SOLECTRON CORP COM 834182107 2,351 778,474 SH SOLE 0 778,474 SOLUTIA INC COM 834376105 378 244,100 SH SOLE 0 244,100 SONIC AUTOMOTI CL A 83545G102 637 43,300 SH SOLE 0 43,300 SONIC CORP COM 835451105 7,303 286,850 SH SOLE 0 286,850 SONOCO PRODS C COM 835495102 4,715 225,260 SH SOLE 0 225,260 SONY CORP ADR 835699307 422 12,000 SH SOLE 0 12,000 SOTHEBYS HLDGS CL A 835898107 1,316 143,400 SH SOLE 0 143,400 SOURCECORP COM 836167106 1,103 78,700 SH SOLE 0 78,700 SOUTH FINL GRO COM 837841105 6,063 280,067 SH SOLE 0 280,067 SOUTHERN CO COM 842587107 19,327 679,559 SH SOLE 0 679,559 SOUTHERN UN CO COM 844030106 3,039 250,140 SH SOLE 0 250,140 SOUTHTRUST COR COM 844730101 8,367 327,720 SH SOLE 0 327,720 SOUTHWEST AIRL COM 844741108 10,636 740,649 SH SOLE 0 740,649 SOUTHWEST BANC COM 84476R109 7,599 253,060 SH SOLE 0 253,060 SOUTHWEST GAS COM 844895102 3,040 149,400 SH SOLE 0 149,400 SOUTHWESTERN E COM 845467109 4,408 336,500 SH SOLE 0 336,500 SOVEREIGN BANC COM 845905108 9,296 671,195 SH SOLE 0 671,195 SPDR TR COM 78462F103 73,571 868,192 SH SOLE 0 868,192 SPECIALTY LABO COM 84749R100 243 28,900 SH SOLE 0 28,900 SPHERION CORP COM 848420105 1,053 265,332 SH SOLE 0 265,332 SPINNAKER EXPL COM 84855W109 2,899 149,300 SH SOLE 0 149,300 SPRINT CORP COM 852061100 10,034 853,992 SH SOLE 0 853,992 SPRINT CORP COM 852061506 3,591 823,606 SH SOLE 0 823,606 SPS TECHNOLOGI COM 784626103 1,435 58,800 SH SOLE 0 58,800 SPSS INC COM 78462K102 873 77,100 SH SOLE 0 77,100 SPX CORP COM 784635104 6,415 187,806 SH SOLE 0 187,806 SRA INTL INC CL A 78464R105 293 12,350 SH SOLE 0 12,350 ST JUDE MED IN COM 790849103 7,125 146,164 SH SOLE 0 146,164 ST MARY LD & E COM 792228108 3,865 154,300 SH SOLE 0 154,300 ST PAUL COS IN COM 792860108 6,895 216,812 SH SOLE 0 216,812 STANCORP FINL COM 852891100 4,761 92,360 SH SOLE 0 92,360 STANDARD MICRO COM 853626109 1,142 75,200 SH SOLE 0 75,200 STANDARD MTR P COM 853666105 626 56,400 SH SOLE 0 56,400 STANDARD PAC C COM 85375C101 4,582 179,600 SH SOLE 0 179,600 STANDARD REGIS COM 853887107 1,888 126,700 SH SOLE 0 126,700 STANDEX INTL C COM 854231107 1,029 54,000 SH SOLE 0 54,000 STANLEY WKS COM 854616109 1,942 80,966 SH SOLE 0 80,966 STAPLES INC COM 855030102 7,976 435,155 SH SOLE 0 435,155 STARBUCKS CORP COM 855244109 8,523 330,880 SH SOLE 0 330,880 STARTEK INC COM 85569C107 1,456 63,700 SH SOLE 0 63,700 STARWOOD HOTEL COM 85590A203 24,204 1,017,390 SH SOLE 0 1,017,390 STATE STR CORP COM 857477103 9,945 314,408 SH SOLE 0 314,408 STATEN IS BANC COM 857550107 4,043 271,000 SH SOLE 0 271,000 STATION CASINO COM 857689103 2,041 96,700 SH SOLE 0 96,700 STEAK N SHAKE COM 857873103 1,107 121,154 SH SOLE 0 121,154 STEEL DYNAMICS COM 858119100 3,096 264,400 SH SOLE 0 264,400 STEEL TECHNOLO COM 858147101 393 43,900 SH SOLE 0 43,900 STEIN MART INC COM 858375108 953 186,800 SH SOLE 0 186,800 STERICYCLE INC COM 858912108 4,124 109,722 SH SOLE 0 109,722 STERIS CORP COM 859152100 7,117 272,041 SH SOLE 0 272,041 STERLING BANCS COM 858907108 2,860 240,570 SH SOLE 0 240,570 STEWART & STEV COM 860342104 1,397 128,200 SH SOLE 0 128,200 STEWART ENTERP CL A 860370105 659 244,200 SH SOLE 0 244,200 STEWART INFORM COM 860372101 1,852 79,800 SH SOLE 0 79,800 STILLWATER MNG COM 86074Q102 698 279,250 SH SOLE 0 279,250 STONE ENERGY C COM 861642106 3,979 118,500 SH SOLE 0 118,500 STORAGE TECHNO COM 862111200 13,152 650,450 SH SOLE 0 650,450 STRATEGIC DIAG COM 862700101 344 74,700 SH SOLE 0 74,700 STRAYER ED INC COM 863236105 1,180 21,500 SH SOLE 0 21,500 STRIDE RITE CO COM 863314100 1,509 177,500 SH SOLE 0 177,500 STRYKER CORP COM 863667101 12,168 177,240 SH SOLE 0 177,240 STURM RUGER & COM 864159108 1,061 121,100 SH SOLE 0 121,100 SUMMIT PPTYS I COM 866239106 1,449 78,300 SH SOLE 0 78,300 SUN BANCORP IN COM 86663B102 1,134 77,339 SH SOLE 0 77,339 SUN COMMUNITIE COM 866674104 2,030 56,700 SH SOLE 0 56,700 SUN MICROSYSTE COM 866810104 10,447 3,204,576 SH SOLE 0 3,204,576 SUNGARD DATA S COM 867363103 7,673 360,220 SH SOLE 0 360,220 SUNOCO INC COM 86764P109 2,626 71,798 SH SOLE 0 71,798 SUNRISE ASSIST COM 86768K106 4,030 167,900 SH SOLE 0 167,900 SUNTRUST BKS I COM 867914103 14,266 270,968 SH SOLE 0 270,968 SUPERIOR ENERG COM 868157108 1,006 117,700 SH SOLE 0 117,700 SUPERIOR FINAN COM 868161100 1,429 77,300 SH SOLE 0 77,300 SUPERIOR INDS COM 868168105 3,847 105,600 SH SOLE 0 105,600 SUPERTEX INC COM 868532102 784 57,000 SH SOLE 0 57,000 SUPERVALU INC COM 868536103 1,960 126,448 SH SOLE 0 126,448 SUREBEAM CORP CL A 86866R102 534 149,214 SH SOLE 0 149,214 SURMODICS INC COM 868873100 3,131 101,290 SH SOLE 0 101,290 SUSQUEHANNA BA COM 869099101 3,694 178,300 SH SOLE 0 178,300 SWIFT ENERGY C COM 870738101 1,042 122,400 SH SOLE 0 122,400 SWIFT TRANSN C COM 870756103 3,120 194,980 SH SOLE 0 194,980 SWS GROUP INC COM 78503N107 1,074 76,267 SH SOLE 0 76,267 SYBASE INC COM 871130100 3,885 300,000 SH SOLE 0 300,000 SYBRON DENTAL COM 871142105 2,986 171,100 SH SOLE 0 171,100 SYLVAN LEARNIN COM 871399101 2,011 126,650 SH SOLE 0 126,650 SYMANTEC CORP COM 871503108 20,428 521,400 SH SOLE 0 521,400 SYMBOL TECHNOL COM 871508107 1,851 214,950 SH SOLE 0 214,950 SYMMETRICOM IN COM 871543104 717 189,250 SH SOLE 0 189,250 SYNOPSYS INC COM 871607107 8,257 193,964 SH SOLE 0 193,964 SYNOVUS FINL C COM 87161C105 5,157 288,242 SH SOLE 0 288,242 SYSCO CORP COM 871829107 13,843 544,160 SH SOLE 0 544,160 SYSTEMS & COMP COM 871873105 1,159 151,300 SH SOLE 0 151,300 TAIWAN SEMICON S ADR 874039100 3,120 456,200 SH SOLE 0 456,200 TAKE-TWO INTER COM 874054109 4,534 203,400 SH SOLE 0 203,400 TALX CORP COM 874918105 803 61,600 SH SOLE 0 61,600 TARGET CORP COM 87612E106 60,638 2,072,372 SH SOLE 0 2,072,372 TARO PHARMACEU COM M8737E108 2,193 57,300 SH SOLE 0 57,300 TAUBMAN CTRS I COM 876664103 24,384 1,431,800 SH SOLE 0 1,431,800 TBC CORP COM 872180104 1,338 95,600 SH SOLE 0 95,600 TCF FINL CORP COM 872275102 6,867 171,500 SH SOLE 0 171,500 TECH DATA CORP COM 878237106 3,153 131,700 SH SOLE 0 131,700 TECHNE CORP COM 878377100 4,841 233,200 SH SOLE 0 233,200 TECHNITROL INC COM 878555101 3,153 215,400 SH SOLE 0 215,400 TECO ENERGY IN COM 872375100 1,744 164,080 SH SOLE 0 164,080 TECUMSEH PRODS CL A 878895200 3,028 73,900 SH SOLE 0 73,900 TEKELEC COM 879101103 960 110,600 SH SOLE 0 110,600 TEKTRONIX INC COM 879131100 2,552 148,816 SH SOLE 0 148,816 TELECOMUNICACO S ADR 879287308 6,111 304,023 SH SOLE 0 304,023 TELEDYNE TECHN COM 879360105 1,833 144,800 SH SOLE 0 144,800 TELEFLEX INC COM 879369106 3,731 104,500 SH SOLE 0 104,500 TELEFONICA S A S ADR 879382208 393 14,001 SH SOLE 0 14,001 TELEFONOS DE M S ADR 879403780 25,135 845,741 SH SOLE 0 845,741 TELEPHONE & DA COM 879433100 5,596 136,800 SH SOLE 0 136,800 TELIK INC COM 87959M109 1,540 114,581 SH SOLE 0 114,581 TELLABS INC COM 879664100 2,957 510,688 SH SOLE 0 510,688 TEMPLE INLAND COM 879868107 1,918 51,278 SH SOLE 0 51,278 TENARIS S A S ADR 88031M109 2,543 115,388 SH SOLE 0 115,388 TENET HEALTHCA COM 88033G100 16,633 995,980 SH SOLE 0 995,980 TERADYNE INC COM 880770102 2,155 185,100 SH SOLE 0 185,100 TERRA NETWORKS S ADR 88100W103 93 19,500 SH SOLE 0 19,500 TETRA TECH INC COM 88162G103 3,395 240,106 SH SOLE 0 240,106 TETRA TECHNOLO COM 88162F105 2,470 107,370 SH SOLE 0 107,370 TEVA PHARMACEU ADR 881624209 2,313 55,534 SH SOLE 0 55,534 TEXAS BIOTECHN COM 88221T104 75 60,500 SH SOLE 0 60,500 TEXAS INDS INC COM 882491103 1,821 94,700 SH SOLE 0 94,700 TEXAS INSTRS I COM 882508104 38,120 2,328,629 SH SOLE 0 2,328,629 TEXTRON INC COM 883203101 3,630 132,183 SH SOLE 0 132,183 THERAGENICS CO COM 883375107 463 133,900 SH SOLE 0 133,900 THERASENSE INC COM 883381105 597 89,400 SH SOLE 0 89,400 THERMO ELECTRO COM 883556102 2,873 158,705 SH SOLE 0 158,705 THERMOGENESIS COM 883623209 290 145,000 SH SOLE 0 145,000 THOMAS & BETTS COM 884315102 730 51,471 SH SOLE 0 51,471 THOMAS INDS IN COM 884425109 1,910 77,000 SH SOLE 0 77,000 THOR INDS INC COM 885160101 16,410 655,600 SH SOLE 0 655,600 THORATEC CORP COM 885175307 721 56,800 SH SOLE 0 56,800 THQ INC COM 872443403 2,332 178,600 SH SOLE 0 178,600 THREE FIVE SYS COM 88554L108 963 188,849 SH SOLE 0 188,849 TIDEWATER INC COM 886423102 4,713 164,100 SH SOLE 0 164,100 TIFFANY & CO N COM 886547108 3,038 121,520 SH SOLE 0 121,520 TIMBERLAND CO CL A 887100105 4,020 96,140 SH SOLE 0 96,140 TIMKEN CO COM 887389104 6,007 384,600 SH SOLE 0 384,600 TITAN CORP COM 888266103 1,892 254,000 SH SOLE 0 254,000 TJX COS INC NE COM 872540109 7,704 437,724 SH SOLE 0 437,724 TMP WORLDWIDE COM 872941109 1,338 124,743 SH SOLE 0 124,743 TOLL BROTHERS COM 889478103 3,246 168,200 SH SOLE 0 168,200 TOLLGRADE COMM COM 889542106 875 61,000 SH SOLE 0 61,000 TOO INC COM 890333107 3,787 228,000 SH SOLE 0 228,000 TOOTSIE ROLL I COM 890516107 3,431 120,252 SH SOLE 0 120,252 TORCHMARK CORP COM 891027104 4,105 114,667 SH SOLE 0 114,667 TORO CO COM 891092108 4,592 65,550 SH SOLE 0 65,550 TOTAL SYS SVCS COM 891906109 368 23,500 SH SOLE 0 23,500 TOWER AUTOMOTI COM 891707101 605 255,200 SH SOLE 0 255,200 TOYOTA MOTOR C S ADR 892331307 288 6,400 SH SOLE 0 6,400 TOYS R US INC COM 892335100 1,654 197,600 SH SOLE 0 197,600 TRACTOR SUPPLY COM 892356106 3,069 92,950 SH SOLE 0 92,950 TRANSACTION SY CL A 893416107 491 82,700 SH SOLE 0 82,700 TRANSOCEAN INC COM G90078109 6,654 325,359 SH SOLE 0 325,359 TRAVELERS PPTY CL B 89420G406 13,411 950,468 SH SOLE 0 950,468 TREDEGAR CORP COM 894650100 2,061 172,500 SH SOLE 0 172,500 TREX INC COM 89531P105 336 10,400 SH SOLE 0 10,400 TRIAD HOSPITAL COM 89579K109 5,471 203,368 SH SOLE 0 203,368 TRIARC COS INC CL A 895927101 3,615 129,800 SH SOLE 0 129,800 TRIBUNE CO NEW COM 896047107 13,407 297,878 SH SOLE 0 297,878 TRIMBLE NAVIGA COM 896239100 3,927 207,000 SH SOLE 0 207,000 TRIMERIS INC COM 896263100 1,497 36,400 SH SOLE 0 36,400 TRINITY INDS I COM 896522109 10,599 615,500 SH SOLE 0 615,500 TRIQUINT SEMIC COM 89674K103 871 308,900 SH SOLE 0 308,900 TRIUMPH GROUP COM 896818101 1,751 78,000 SH SOLE 0 78,000 TRIZEC PROPERT COM 89687P107 1,777 209,000 SH SOLE 0 209,000 TRIZETTO GROUP COM 896882107 216 52,300 SH SOLE 0 52,300 TRUSTCO BK COR COM 898349105 3,217 334,039 SH SOLE 0 334,039 TUESDAY MORNIN COM 899035505 425 21,620 SH SOLE 0 21,620 TULARIK INC COM 899165104 395 78,300 SH SOLE 0 78,300 TUPPERWARE COR COM 899896104 631 45,643 SH SOLE 0 45,643 TV AZTECA S A S ADR 901145102 175 37,300 SH SOLE 0 37,300 TWEETER HOME E COM 901167106 562 117,900 SH SOLE 0 117,900 TXU CORP COM 873168108 5,472 306,527 SH SOLE 0 306,527 TYCO INTL LTD COM 902124106 24,316 1,890,855 SH SOLE 0 1,890,855 TYSON FOODS IN CL A 902494103 6,408 826,854 SH SOLE 0 826,854 UCBH HOLDINGS COM 90262T308 5,911 134,400 SH SOLE 0 134,400 UGI CORP NEW COM 902681105 7,902 172,900 SH SOLE 0 172,900 UICI COM 902737105 2,083 216,800 SH SOLE 0 216,800 UIL HLDG CORP COM 902748102 2,259 65,100 SH SOLE 0 65,100 ULTIMATE ELECT COM 903849107 522 65,600 SH SOLE 0 65,600 ULTRA PETE COR COM 903914109 407 46,100 SH SOLE 0 46,100 ULTRAPAR PARTI S ADR 90400P101 1,184 172,100 SH SOLE 0 172,100 ULTRATECH STEP COM 904034105 1,217 101,800 SH SOLE 0 101,800 UNIFI INC COM 904677101 604 125,600 SH SOLE 0 125,600 UNION PAC CORP COM 907818108 13,325 242,268 SH SOLE 0 242,268 UNION PLANTERS COM 908068109 4,996 190,040 SH SOLE 0 190,040 UNIONBANCAL CO COM 908906100 1,518 38,500 SH SOLE 0 38,500 UNISOURCE ENER COM 909205106 3,121 180,400 SH SOLE 0 180,400 UNISYS CORP COM 909214108 2,799 302,285 SH SOLE 0 302,285 UNIT CORP COM 909218109 3,957 195,000 SH SOLE 0 195,000 UNITED BANKSHA COM 909907107 5,257 189,800 SH SOLE 0 189,800 UNITED DEFENSE COM 91018B104 487 22,500 SH SOLE 0 22,500 UNITED DOMINIO COM 910197102 3,992 249,800 SH SOLE 0 249,800 UNITED MICROEL S ADR 910873207 8,263 2,745,200 SH SOLE 0 2,745,200 UNITED NAT FOO COM 911163103 2,994 117,400 SH SOLE 0 117,400 UNITED NATL BA COM 910909100 884 37,600 SH SOLE 0 37,600 UNITED ONLINE COM 911268100 790 45,800 SH SOLE 0 45,800 UNITED PARCEL CL B 911312106 53,723 942,501 SH SOLE 0 942,501 UNITED RENTALS COM 911363109 1,717 178,500 SH SOLE 0 178,500 UNITED STATES COM 911684108 581 24,600 SH SOLE 0 24,600 UNITED STATES COM 912909108 854 86,914 SH SOLE 0 86,914 UNITED STATION COM 913004107 3,119 146,100 SH SOLE 0 146,100 UNITED TECHNOL COM 913017109 42,949 743,315 SH SOLE 0 743,315 UNITED THERAPE COM 91307C102 877 50,850 SH SOLE 0 50,850 UNITEDHEALTH G COM 91324P102 42,634 465,077 SH SOLE 0 465,077 UNITRIN INC COM 913275103 3,656 157,800 SH SOLE 0 157,800 UNIVERSAL COMP COM 913431102 654 37,500 SH SOLE 0 37,500 UNIVERSAL CORP COM 913456109 2,220 58,800 SH SOLE 0 58,800 UNIVERSAL DISP COM 91347P105 839 102,600 SH SOLE 0 102,600 UNIVERSAL ELEC COM 913483103 1,206 125,000 SH SOLE 0 125,000 UNIVERSAL FST COM 913543104 1,237 79,800 SH SOLE 0 79,800 UNIVERSAL HLTH CL B 913903100 5,757 141,200 SH SOLE 0 141,200 UNIVISION COMM CL A 914906102 4,642 189,400 SH SOLE 0 189,400 UNOCAL CORP COM 915289102 6,513 247,537 SH SOLE 0 247,537 UNUMPROVIDENT COM 91529Y106 2,237 228,265 SH SOLE 0 228,265 URS CORP NEW COM 903236107 1,672 145,000 SH SOLE 0 145,000 US BANCORP DEL COM 902973304 34,958 1,841,839 SH SOLE 0 1,841,839 US ONCOLOGY IN COM 90338W103 2,853 401,800 SH SOLE 0 401,800 USEC INC COM 90333E108 1,443 262,300 SH SOLE 0 262,300 USFREIGHTWAYS COM 916906100 3,068 121,200 SH SOLE 0 121,200 UST INC COM 902911106 3,855 139,680 SH SOLE 0 139,680 V F CORP COM 918204108 3,931 104,464 SH SOLE 0 104,464 VALASSIS COMMU COM 918866104 3,237 122,600 SH SOLE 0 122,600 VALERO ENERGY COM 91913Y100 12,331 298,000 SH SOLE 0 298,000 VALMONT INDS I COM 920253101 2,320 107,400 SH SOLE 0 107,400 VALSPAR CORP COM 920355104 4,809 117,500 SH SOLE 0 117,500 VARCO INTL INC COM 922122106 6,372 348,021 SH SOLE 0 348,021 VARIAN INC COM 922206107 3,468 121,000 SH SOLE 0 121,000 VARIAN MED SYS COM 92220P105 8,764 162,500 SH SOLE 0 162,500 VARIAN SEMICON COM 922207105 3,806 187,100 SH SOLE 0 187,100 VCA ANTECH INC COM 918194101 3,372 217,940 SH SOLE 0 217,940 VECTREN CORP COM 92240G101 3,400 158,066 SH SOLE 0 158,066 VEECO INSTRS I COM 922417100 2,800 180,900 SH SOLE 0 180,900 VENTAS INC COM 92276F100 776 66,900 SH SOLE 0 66,900 VERIDIAN CORP COM 92342R203 485 24,350 SH SOLE 0 24,350 VERISIGN INC COM 92343E102 3,182 364,089 SH SOLE 0 364,089 VERITAS DGC IN COM 92343P107 998 150,100 SH SOLE 0 150,100 VERITAS SOFTWA COM 923436109 7,953 452,123 SH SOLE 0 452,123 VERITY INC COM 92343C106 5,042 362,700 SH SOLE 0 362,700 VERIZON COMMUN COM 92343V104 82,263 2,327,093 SH SOLE 0 2,327,093 VERTEX PHARMAC CONV 92532FAD2 2,793 3,480,000 SH SOLE 0 3,480,000 VERTEX PHARMAC COM 92532F100 2,502 224,580 SH SOLE 0 224,580 VIACOM INC CL B 925524308 89,446 2,449,233 SH SOLE 0 2,449,233 VIAD CORP COM 92552R109 5,296 247,000 SH SOLE 0 247,000 VIASAT INC COM 92552V100 1,337 117,600 SH SOLE 0 117,600 VIASYS HEALTHC COM 92553Q209 2,241 160,100 SH SOLE 0 160,100 VICOR CORP COM 925815102 1,244 218,200 SH SOLE 0 218,200 VIGNETTE CORP COM 926734104 195 128,100 SH SOLE 0 128,100 VINTAGE PETE I COM 927460105 3,062 322,300 SH SOLE 0 322,300 VIRAGE LOGIC C COM 92763R104 648 103,600 SH SOLE 0 103,600 VISHAY INTERTE COM 928298108 4,639 455,696 SH SOLE 0 455,696 VISTEON CORP COM 92839U107 723 121,766 SH SOLE 0 121,766 VISX INC DEL COM 92844S105 1,274 120,200 SH SOLE 0 120,200 VITAL SIGNS IN COM 928469105 1,550 58,500 SH SOLE 0 58,500 VITESSE SEMICO CONV 928497AB2 1,852 2,120,000 SH SOLE 0 2,120,000 VITRO SOCIEDAD S ADR 928502301 447 204,000 SH SOLE 0 204,000 VODAFONE GROUP S ADR 92857W100 206 11,300 SH SOLE 0 11,300 VOLT INFORMATI COM 928703107 703 68,500 SH SOLE 0 68,500 VORNADO RLTY T REIT 929042109 3,129 87,400 SH SOLE 0 87,400 VULCAN MATLS C COM 929160109 2,935 97,100 SH SOLE 0 97,100 W HLDG CO INC COM 929251106 721 39,250 SH SOLE 0 39,250 WABASH NATL CO COM 929566107 1,482 235,200 SH SOLE 0 235,200 WABTEC CORP COM 929740108 646 55,600 SH SOLE 0 55,600 WACHOVIA CORP COM 929903102 44,084 1,293,915 SH SOLE 0 1,293,915 WADDELL & REED CL A 930059100 3,289 187,200 SH SOLE 0 187,200 WAL MART STORE COM 931142103 235,679 4,529,675 SH SOLE 0 4,529,675 WALGREEN CO COM 931422109 51,165 1,735,568 SH SOLE 0 1,735,568 WALLACE COMPUT COM 932270101 2,454 98,500 SH SOLE 0 98,500 WASHINGTON FED COM 938824109 6,582 312,849 SH SOLE 0 312,849 WASHINGTON MUT COM 939322103 32,154 911,662 SH SOLE 0 911,662 WASHINGTON POS CL B 939640108 16,148 23,700 SH SOLE 0 23,700 WASTE CONNECTI COM 941053100 8,585 248,850 SH SOLE 0 248,850 WASTE MGMT INC COM 94106L109 11,975 565,409 SH SOLE 0 565,409 WATCHGUARD TEC COM 941105108 1,093 182,100 SH SOLE 0 182,100 WATERS CORP COM 941848103 3,276 154,800 SH SOLE 0 154,800 WATSCO INC COM 942622200 1,577 115,300 SH SOLE 0 115,300 WATSON PHARMAC COM 942683103 3,117 108,340 SH SOLE 0 108,340 WATSON WYATT & CL A 942712100 4,197 208,800 SH SOLE 0 208,800 WATTS INDS INC CL A 942749102 1,896 121,700 SH SOLE 0 121,700 WAUSAU-MOSINEE COM 943315101 1,226 120,158 SH SOLE 0 120,158 WAVE SYSTEMS C CL A 943526103 25 23,434 SH SOLE 0 23,434 WAYPOINT FINL COM 946756103 2,779 160,700 SH SOLE 0 160,700 WD-40 CO COM 929236107 1,848 74,500 SH SOLE 0 74,500 WEATHERFORD IN COM G95089101 11,461 303,430 SH SOLE 0 303,430 WEBSENSE INC COM 947684106 1,418 96,500 SH SOLE 0 96,500 WEBSTER FINL C COM 947890109 4,545 129,416 SH SOLE 0 129,416 WEINGARTEN RLT REIT 948741103 524 13,400 SH SOLE 0 13,400 WELLMAN INC COM 949702104 1,520 162,900 SH SOLE 0 162,900 WELLPOINT HEAL COM 94973H108 28,419 370,280 SH SOLE 0 370,280 WELLS FARGO & COM 949746101 73,429 1,632,111 SH SOLE 0 1,632,111 WELLSFORD REAL COM 950240200 1,014 69,850 SH SOLE 0 69,850 WENDYS INTL IN COM 950590109 2,990 108,691 SH SOLE 0 108,691 WERNER ENTERPR COM 950755108 4,419 229,433 SH SOLE 0 229,433 WESTAMERICA BA COM 957090103 3,088 78,200 SH SOLE 0 78,200 WESTAR ENERGY COM 95709T100 2,020 166,700 SH SOLE 0 166,700 WESTERN DIGITA COM 958102105 4,346 479,740 SH SOLE 0 479,740 WESTERN GAS RE COM 958259103 3,699 113,650 SH SOLE 0 113,650 WESTWOOD ONE I COM 961815107 8,563 274,100 SH SOLE 0 274,100 WET SEAL INC CL A 961840105 1,995 273,300 SH SOLE 0 273,300 WEYERHAEUSER C COM 962166104 10,067 210,475 SH SOLE 0 210,475 WGL HLDGS INC COM 92924F106 3,571 134,800 SH SOLE 0 134,800 W-H ENERGY SVC COM 92925E108 2,383 139,200 SH SOLE 0 139,200 WHIRLPOOL CORP COM 963320106 2,751 56,118 SH SOLE 0 56,118 WHITE ELECTR D COM 963801105 724 106,850 SH SOLE 0 106,850 WHITNEY HLDG C COM 966612103 6,159 180,100 SH SOLE 0 180,100 WHOLE FOODS MK COM 966837106 7,595 136,500 SH SOLE 0 136,500 WILD OATS MARK COM 96808B107 1,595 172,200 SH SOLE 0 172,200 WILLBROS GROUP COM 969199108 796 91,070 SH SOLE 0 91,070 WILLIAMS COS I COM 969457100 2,230 486,866 SH SOLE 0 486,866 WILLIAMS SONOM COM 969904101 6,579 301,800 SH SOLE 0 301,800 WILMINGTON TRU COM 971807102 4,251 152,900 SH SOLE 0 152,900 WILSON GREATBA COM 972232102 1,295 46,270 SH SOLE 0 46,270 WIND RIVER SYS COM 973149107 550 184,491 SH SOLE 0 184,491 WINN DIXIE STO COM 974280109 1,733 131,107 SH SOLE 0 131,107 WINNEBAGO INDS COM 974637100 2,298 84,500 SH SOLE 0 84,500 WINTRUST FINAN COM 97650W108 3,426 119,780 SH SOLE 0 119,780 WISCONSIN ENER COM 976657106 6,878 270,800 SH SOLE 0 270,800 WMS INDS INC COM 929297109 1,770 138,800 SH SOLE 0 138,800 WOLVERINE TUBE COM 978093102 248 55,200 SH SOLE 0 55,200 WOLVERINE WORL COM 978097103 3,052 182,225 SH SOLE 0 182,225 WOODWARD GOVER COM 980745103 2,570 73,800 SH SOLE 0 73,800 WORTHINGTON IN COM 981811102 1,344 112,686 SH SOLE 0 112,686 WPS RESOURCES COM 92931B106 2,968 74,200 SH SOLE 0 74,200 WRIGLEY WM JR COM 982526105 10,568 187,052 SH SOLE 0 187,052 WYETH COM 983024100 64,335 1,701,080 SH SOLE 0 1,701,080 WYNN RESORTS L COM 983134107 1,135 73,730 SH SOLE 0 73,730 XCEL ENERGY IN COM 98389B100 4,846 378,285 SH SOLE 0 378,285 XEROX CORP COM 984121103 6,153 707,256 SH SOLE 0 707,256 XILINX INC COM 983919101 7,196 307,410 SH SOLE 0 307,410 XL CAP LTD CL A G98255105 9,097 128,520 SH SOLE 0 128,520 XM SATELLITE R CL A 983759101 981 166,600 SH SOLE 0 166,600 X-RITE INC COM 983857103 765 91,000 SH SOLE 0 91,000 XTO ENERGY COR COM 98385X106 9,641 507,440 SH SOLE 0 507,440 YAHOO INC COM 984332106 12,137 505,280 SH SOLE 0 505,280 YANKEE CANDLE COM 984757104 702 41,250 SH SOLE 0 41,250 YARDVILLE NATL COM 985021104 839 49,300 SH SOLE 0 49,300 YELLOW CORP COM 985509108 9,240 383,410 SH SOLE 0 383,410 YORK INTL CORP COM 986670107 2,913 138,700 SH SOLE 0 138,700 YUM BRANDS INC COM 988498101 6,024 247,588 SH SOLE 0 247,588 ZALE CORP NEW COM 988858106 19,860 606,600 SH SOLE 0 606,600 ZEBRA TECHNOLO CL A 989207105 10,130 157,300 SH SOLE 0 157,300 ZENITH NATL IN COM 989390109 1,810 84,400 SH SOLE 0 84,400 ZIMMER HLDGS I COM 98956P102 8,060 165,740 SH SOLE 0 165,740 ZIONS BANCORPO COM 989701107 3,701 86,520 SH SOLE 0 86,520 ZIX CORP COM 98974P100 360 83,700 SH SOLE 0 83,700 ZOLL MED CORP COM 989922109 2,136 52,300 SH SOLE 0 52,300
-----END PRIVACY-ENHANCED MESSAGE-----