-----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, J+vYvyCTUTs91bEUMP3JoihkEnhdUJmya2teRrT69wccsId52cWap2AVDHOG5fVI D7V/5PpMas/zIxxQXwRMRA== 0001083190-03-000007.txt : 20030213 0001083190-03-000007.hdr.sgml : 20030213 20030213130114 ACCESSION NUMBER: 0001083190-03-000007 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20021231 FILED AS OF DATE: 20030213 EFFECTIVENESS DATE: 20030213 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: 03558028 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 q42002.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2002 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement [ ] adds new holdings entries Institutional Investment Manager Filing this report: Name: Commonwealth of Pennsylvania Public School Employees Retirement System Address: 5 North 5th Street Harrisburg, PA 17101 13F File Number: The institutional investment manager filing this report and the person by whom it is signed hereby represents that the person signing this report is authorized to submit it, that all information contained herein is true, correct and complete, and that all information contained herein is true, correct and complete, and that it is understood that required items, statements, schedules, lists, and tables, are considered integral parts of this form. Persons signing this Report on Behalf of Reporting Manager: Name: Alan H. Van Noord Title: Chief Investment Officer Phone: 717-720-4721 Signature, Place, and Date of Signing: /s/ Alan H. Van Noord Harrisburg, Pennsylvania February 13, 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: 2,077 Form 13F Information Table Value Total: $15,017,357 (in 000s) List of Other Included Managers: N/A AS OF DECEMBER 31, 2002 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 559 89,500 SH SOLE 0 89,500 3COM CORP COM 885535104 4,802 1,037,139 SH SOLE 0 1,037,139 3-DIMENSIONAL COM 88554W104 578 179,007 SH SOLE 0 179,007 3M CO COM 88579Y101 35,749 289,934 SH SOLE 0 289,934 4 KIDS ENTMT I COM 350865101 2,270 102,800 SH SOLE 0 102,800 99 CENTS ONLY COM 65440K106 5,309 197,666 SH SOLE 0 197,666 A C MOORE ARTS COM 00086T103 1,131 89,000 SH SOLE 0 89,000 A D C TELECOMM COM 000886101 1,549 741,150 SH SOLE 0 741,150 AAR CORP COM 000361105 908 176,400 SH SOLE 0 176,400 AARON RENTS IN COM 002535201 3,759 171,800 SH SOLE 0 171,800 ABBOTT LABS COM 002824100 51,991 1,299,773 SH SOLE 0 1,299,773 ABERCROMBIE & CL A 002896207 8,941 437,000 SH SOLE 0 437,000 ABGENIX INC COM 00339B107 1,440 195,430 SH SOLE 0 195,430 ABM INDS INC COM 000957100 4,235 273,200 SH SOLE 0 273,200 ACCREDO HEALTH COM 00437V104 13,017 369,278 SH SOLE 0 369,278 ACE COMM CORP COM 004404109 537 511,265 SH SOLE 0 511,265 ACE LTD COM G0070K103 5,715 194,800 SH SOLE 0 194,800 ACTEL CORP COM 004934105 2,435 150,100 SH SOLE 0 150,100 ACTION PERFORM COM 004933107 2,690 141,600 SH SOLE 0 141,600 ACTIVISION INC COM 004930202 3,834 262,800 SH SOLE 0 262,800 ACTUATE CORP COM 00508B102 748 422,470 SH SOLE 0 422,470 ACUITY BRANDS COM 00508Y102 3,102 229,100 SH SOLE 0 229,100 ACXIOM CORP COM 005125109 3,871 251,700 SH SOLE 0 251,700 ADAPTEC INC COM 00651F108 3,865 684,150 SH SOLE 0 684,150 ADMINISTAFF IN COM 007094105 1,627 271,200 SH SOLE 0 271,200 ADOBE SYS INC COM 00724F101 4,294 173,124 SH SOLE 0 173,124 ADOLOR CORP COM 00724X102 355 25,500 SH SOLE 0 25,500 ADTRAN INC COM 00738A106 4,178 127,000 SH SOLE 0 127,000 ADVANCED AUTO COM 00751Y106 1,042 21,300 SH SOLE 0 21,300 ADVANCED ENERG COM 007973100 2,259 177,600 SH SOLE 0 177,600 ADVANCED FIBRE COM 00754A105 5,732 343,650 SH SOLE 0 343,650 ADVANCED MARKE COM 00753T105 1,545 105,100 SH SOLE 0 105,100 ADVANCED MEDIC COM 00763M108 2,675 223,500 SH SOLE 0 223,500 ADVANCED MICRO COM 007903107 1,628 252,014 SH SOLE 0 252,014 ADVANCED SEMIC S ADR 00756M404 394 135,000 SH SOLE 0 135,000 ADVANCEPCS COM 00790K109 6,432 289,600 SH SOLE 0 289,600 ADVENT SOFTWAR COM 007974108 1,255 92,100 SH SOLE 0 92,100 ADVISORY BRD C COM 00762W107 813 27,200 SH SOLE 0 27,200 ADVO INC COM 007585102 4,957 151,000 SH SOLE 0 151,000 AEROFLEX INC COM 007768104 3,362 487,200 SH SOLE 0 487,200 AEROPOSTALE COM 007865108 148 14,000 SH SOLE 0 14,000 AES CORP COM 00130H105 1,195 395,597 SH SOLE 0 395,597 AETNA INC NEW COM 00817Y108 8,487 206,389 SH SOLE 0 206,389 AFC ENTERPRISE COM 00104Q107 1,345 64,000 SH SOLE 0 64,000 AFFILIATED COM CL A 008190100 20,902 397,000 SH SOLE 0 397,000 AFFILIATED MAN COM 008252108 2,339 46,500 SH SOLE 0 46,500 AFFYMETRIX INC COM 00826T108 1,563 68,290 SH SOLE 0 68,290 AFLAC INC COM 001055102 11,753 390,200 SH SOLE 0 390,200 AFTERMARKET TE COM 008318107 1,784 123,000 SH SOLE 0 123,000 AGCO CORP COM 001084102 6,646 300,720 SH SOLE 0 300,720 AGERE SYS INC CL A 00845V100 94 65,200 SH SOLE 0 65,200 AGILE SOFTWARE COM 00846X105 2,176 281,100 SH SOLE 0 281,100 AGILENT TECHNO COM 00846U101 6,359 354,051 SH SOLE 0 354,051 AGL RES INC COM 001204106 3,861 158,900 SH SOLE 0 158,900 AIR PRODS & CH COM 009158106 10,903 255,032 SH SOLE 0 255,032 AIRBORNE INC COM 009269101 2,023 136,400 SH SOLE 0 136,400 AIRGAS INC COM 009363102 6,916 400,957 SH SOLE 0 400,957 AIRTRAN HLDGS COM 00949P108 1,188 304,600 SH SOLE 0 304,600 AK STL HLDG CO COM 001547108 2,436 304,500 SH SOLE 0 304,500 ALASKA AIR GRO COM 011659109 1,619 74,800 SH SOLE 0 74,800 ALBANY INTL CO CL A 012348108 3,601 174,322 SH SOLE 0 174,322 ALBANY MOLECUL COM 012423109 534 36,100 SH SOLE 0 36,100 ALBEMARLE CORP COM 012653101 3,980 139,900 SH SOLE 0 139,900 ALBERTO CULVER CL B 013068101 1,744 34,600 SH SOLE 0 34,600 ALBERTO CULVER CL A 013068200 2,060 42,400 SH SOLE 0 42,400 ALBERTSONS INC COM 013104104 6,265 281,469 SH SOLE 0 281,469 ALCOA INC COM 013817101 22,157 972,654 SH SOLE 0 972,654 ALEXANDER & BA COM 014482103 2,999 116,300 SH SOLE 0 116,300 ALEXANDRIA REA COM 015271109 592 13,900 SH SOLE 0 13,900 ALKERMES INC COM 01642T108 171 27,200 SH SOLE 0 27,200 ALLEGHENY ENER COM 017361106 702 92,900 SH SOLE 0 92,900 ALLEGHENY TECH COM 01741R102 358 57,535 SH SOLE 0 57,535 ALLEN TELECOM COM 018091108 1,599 168,900 SH SOLE 0 168,900 ALLERGAN INC COM 018490102 4,717 81,868 SH SOLE 0 81,868 ALLETE INC COM 018522102 5,468 241,100 SH SOLE 0 241,100 ALLIANCE CAP M PART 01855A101 589 19,000 SH SOLE 0 19,000 ALLIANCE DATA COM 018581108 2,515 141,950 SH SOLE 0 141,950 ALLIANCE GAMIN COM 01859P609 2,279 133,800 SH SOLE 0 133,800 ALLIANCE SEMIC COM 01877H100 787 200,300 SH SOLE 0 200,300 ALLIANT ENERGY COM 018802108 4,281 258,685 SH SOLE 0 258,685 ALLIANT TECHSY COM 018804104 15,178 243,437 SH SOLE 0 243,437 ALLIED WASTE I COM 019589308 1,497 149,700 SH SOLE 0 149,700 ALLMERICA FINL COM 019754100 1,508 149,300 SH SOLE 0 149,300 ALLSTATE CORP COM 020002101 27,622 746,740 SH SOLE 0 746,740 ALLTEL CORP COM 020039103 11,915 233,624 SH SOLE 0 233,624 ALPHARMA INC CL A 020813101 3,612 303,300 SH SOLE 0 303,300 ALTERA CORP COM 021441100 7,092 575,200 SH SOLE 0 575,200 ALTIRIS INC COM 02148M100 239 15,000 SH SOLE 0 15,000 AMB PROPERTY C COM 00163T109 4,599 168,100 SH SOLE 0 168,100 AMBAC FINL GRO COM 023139108 8,712 154,900 SH SOLE 0 154,900 AMC ENTMT INC COM 001669100 939 106,130 SH SOLE 0 106,130 AMCORE FINL IN COM 023912108 1,315 60,600 SH SOLE 0 60,600 AMDOCS LTD COM G02602103 813 82,770 SH SOLE 0 82,770 AMERADA HESS C COM 023551104 3,621 65,770 SH SOLE 0 65,770 AMEREN CORP COM 023608102 6,298 151,513 SH SOLE 0 151,513 AMERICA MOVIL S ADR 02364W105 445 31,000 SH SOLE 0 31,000 AMERICAN CAPIT COM 024937104 661 30,600 SH SOLE 0 30,600 AMERICAN EAGLE COM 02553E106 2,824 204,950 SH SOLE 0 204,950 AMERICAN ELEC COM 025537101 8,191 299,697 SH SOLE 0 299,697 AMERICAN EXPRE COM 025816109 75,652 2,140,086 SH SOLE 0 2,140,086 AMERICAN FINL COM 025932104 4,496 194,900 SH SOLE 0 194,900 AMERICAN FINL COM 026075101 3,645 122,000 SH SOLE 0 122,000 AMERICAN GREET CL A 026375105 12,239 774,609 SH SOLE 0 774,609 AMERICAN INTL COM 026874107 143,601 2,482,292 SH SOLE 0 2,482,292 AMERICAN ITALI CL A 027070101 5,998 166,700 SH SOLE 0 166,700 AMERICAN MGMT COM 027352103 2,807 234,100 SH SOLE 0 234,100 AMERICAN PHARM COM 02886P109 671 37,690 SH SOLE 0 37,690 AMERICAN PWR C COM 029066107 2,512 165,800 SH SOLE 0 165,800 AMERICAN STD C COM 029712106 3,159 44,400 SH SOLE 0 44,400 AMERICAN STS W COM 029899101 2,899 125,246 SH SOLE 0 125,246 AMERICAN TOWER CL A 029912201 1,361 385,500 SH SOLE 0 385,500 AMERICAN WOODM COM 030506109 354 7,450 SH SOLE 0 7,450 AMERICAN WTR W COM 030411102 12,844 282,400 SH SOLE 0 282,400 AMERICREDIT CO COM 03060R101 4,582 592,000 SH SOLE 0 592,000 AMERIGROUP COR COM 03073T102 7,697 253,940 SH SOLE 0 253,940 AMERIPATH INC COM 03071D109 3,651 169,800 SH SOLE 0 169,800 AMERISOURCEBER COM 03073E105 4,252 78,300 SH SOLE 0 78,300 AMERITRADE HLD COM 03074K100 838 148,100 SH SOLE 0 148,100 AMERUS GROUP C COM 03072M108 3,113 110,100 SH SOLE 0 110,100 AMETEK INC NEW COM 031100100 4,149 107,800 SH SOLE 0 107,800 AMGEN INC COM 031162100 61,520 1,272,660 SH SOLE 0 1,272,660 AMKOR TECHNOLO COM 031652100 2,713 570,000 SH SOLE 0 570,000 AMN HEALTHCARE COM 001744101 2,083 123,200 SH SOLE 0 123,200 AMPHENOL CORP CL A 032095101 1,307 34,400 SH SOLE 0 34,400 AMR CORP COM 001765106 753 114,164 SH SOLE 0 114,164 AMSOUTH BANCOR COM 032165102 5,254 273,658 SH SOLE 0 273,658 AMSURG CORP COM 03232P405 3,604 176,410 SH SOLE 0 176,410 AMYLIN PHARMAC COM 032346108 1,557 96,440 SH SOLE 0 96,440 ANADARKO PETE COM 032511107 14,342 299,421 SH SOLE 0 299,421 ANALOG DEVICES COM 032654105 6,454 270,400 SH SOLE 0 270,400 ANALOGIC CORP COM 032657207 3,696 73,500 SH SOLE 0 73,500 ANALYSTS INTL COM 032681108 265 133,950 SH SOLE 0 133,950 ANCHOR BANCORP COM 032839102 2,818 135,800 SH SOLE 0 135,800 ANDREW CORP COM 034425108 1,048 101,957 SH SOLE 0 101,957 ANDRX GROUP COM 034553107 1,025 69,900 SH SOLE 0 69,900 ANGELICA CORP COM 034663104 6,563 317,800 SH SOLE 0 317,800 ANGLO AMERN PL ADR 03485P102 1,195 81,850 SH SOLE 0 81,850 ANHEUSER BUSCH COM 035229103 25,918 535,498 SH SOLE 0 535,498 ANIXTER INTL I COM 035290105 5,492 236,200 SH SOLE 0 236,200 ANNTAYLOR STOR COM 036115103 5,635 275,950 SH SOLE 0 275,950 ANSYS INC COM 03662Q105 1,630 80,700 SH SOLE 0 80,700 ANTEON INTL CO COM 03674E108 1,248 52,000 SH SOLE 0 52,000 ANTHEM INC COM 03674B104 7,742 123,085 SH SOLE 0 123,085 ANTHRACITE CAP COM 037023108 3,933 360,792 SH SOLE 0 360,792 AOL TIME WARNE COM 00184A105 50,279 3,838,059 SH SOLE 0 3,838,059 AON CORP COM 037389103 6,208 328,631 SH SOLE 0 328,631 APACHE CORP COM 037411105 6,436 112,939 SH SOLE 0 112,939 APARTMENT INVT CL A 03748R101 28,653 764,500 SH SOLE 0 764,500 APOGEE ENTERPR COM 037598109 1,372 153,300 SH SOLE 0 153,300 APOGENT TECHNO COM 03760A101 6,277 301,800 SH SOLE 0 301,800 APOLLO GROUP I CL A 037604105 6,290 142,950 SH SOLE 0 142,950 APPLE COMPUTER COM 037833100 3,792 264,632 SH SOLE 0 264,632 APPLEBEES INTL COM 037899101 8,399 362,163 SH SOLE 0 362,163 APPLERA CORP COM 038020103 2,327 132,688 SH SOLE 0 132,688 APPLERA CORP COM 038020202 762 79,800 SH SOLE 0 79,800 APPLICA INC COM 03815A106 650 129,900 SH SOLE 0 129,900 APPLIED FILMS COM 038197109 2,703 135,200 SH SOLE 0 135,200 APPLIED INDL T COM 03820C105 2,627 139,000 SH SOLE 0 139,000 APPLIED MATLS COM 038222105 16,036 1,230,696 SH SOLE 0 1,230,696 APPLIED MICRO COM 03822W109 1,347 365,100 SH SOLE 0 365,100 APRIA HEALTHCA COM 037933108 5,453 245,200 SH SOLE 0 245,200 APTARGROUP INC COM 038336103 6,217 199,000 SH SOLE 0 199,000 AQUILA INC COM 03840P102 907 512,450 SH SOLE 0 512,450 ARACRUZ CELULO S ADR 038496204 5,257 283,249 SH SOLE 0 283,249 ARBITRON INC COM 03875Q108 5,471 163,300 SH SOLE 0 163,300 ARCH CAP GROUP COM G0450A105 2,087 66,940 SH SOLE 0 66,940 ARCH CHEMICALS COM 03937R102 2,263 124,000 SH SOLE 0 124,000 ARCH COAL INC COM 039380100 3,403 157,600 SH SOLE 0 157,600 ARCHER DANIELS COM 039483102 7,053 568,773 SH SOLE 0 568,773 ARCHSTONE SMIT COM 039583109 49,497 2,102,675 SH SOLE 0 2,102,675 ARCTIC CAT INC COM 039670104 1,962 122,600 SH SOLE 0 122,600 ARDEN RLTY INC COM 039793104 6,191 279,500 SH SOLE 0 279,500 ARGOSY GAMING COM 040228108 3,568 188,500 SH SOLE 0 188,500 ARKANSAS BEST COM 040790107 4,222 162,507 SH SOLE 0 162,507 ARMOR HOLDINGS COM 042260109 4,024 292,250 SH SOLE 0 292,250 ARQULE INC COM 04269E107 361 118,500 SH SOLE 0 118,500 ARRAY BIOPHARM COM 04269X105 797 143,600 SH SOLE 0 143,600 ARROW ELECTRS COM 042735100 11,633 909,500 SH SOLE 0 909,500 ARROW INTL INC COM 042764100 736 18,100 SH SOLE 0 18,100 ARTESYN TECHNO COM 043127109 816 212,600 SH SOLE 0 212,600 ARTHROCARE COR COM 043136100 1,145 116,200 SH SOLE 0 116,200 ARTISAN COMPON COM 042923102 710 46,000 SH SOLE 0 46,000 ARVINMERITOR I COM 043353101 3,192 191,499 SH SOLE 0 191,499 ASCENTIAL SOFT COM 04362P108 1,634 680,920 SH SOLE 0 680,920 ASE TEST LTD COM Y02516105 1,100 274,880 SH SOLE 0 274,880 ASHLAND INC COM 044204105 1,465 51,351 SH SOLE 0 51,351 ASHWORTH INC COM 04516H101 471 73,600 SH SOLE 0 73,600 ASM INTL N V COM N07045102 686 53,200 SH SOLE 0 53,200 ASML HLDG NV COM N07059111 1,203 143,890 SH SOLE 0 143,890 ASSOCIATED BAN COM 045487105 8,105 238,808 SH SOLE 0 238,808 ASTEC INDS INC COM 046224101 1,081 108,900 SH SOLE 0 108,900 ASTORIA FINL C COM 046265104 7,778 286,500 SH SOLE 0 286,500 ASTROPOWER INC COM 04644A101 962 120,400 SH SOLE 0 120,400 AT&T CORP COM 001957505 17,584 673,467 SH SOLE 0 673,467 AT&T WIRELESS COM 00209A106 14,736 2,608,230 SH SOLE 0 2,608,230 ATLANTIC COAST COM 048396105 3,011 250,300 SH SOLE 0 250,300 ATMEL CORP COM 049513104 5,037 2,258,800 SH SOLE 0 2,258,800 ATMI INC COM 00207R101 4,222 227,980 SH SOLE 0 227,980 ATMOS ENERGY C COM 049560105 5,797 248,600 SH SOLE 0 248,600 ATWOOD OCEANIC COM 050095108 3,455 114,800 SH SOLE 0 114,800 AUDIOCODES LTD COM M15342104 529 205,000 SH SOLE 0 205,000 AUDIOVOX CORP CL A 050757103 1,312 126,900 SH SOLE 0 126,900 AUTODESK INC COM 052769106 3,804 266,034 SH SOLE 0 266,034 AUTOMATIC DATA COM 053015103 21,958 559,445 SH SOLE 0 559,445 AUTONATION INC COM 05329W102 1,161 92,400 SH SOLE 0 92,400 AUTOZONE INC COM 053332102 4,343 61,467 SH SOLE 0 61,467 AVALONBAY CMNT COM 053484101 50,523 1,290,822 SH SOLE 0 1,290,822 AVAYA INC COM 053499109 535 218,562 SH SOLE 0 218,562 AVERY DENNISON COM 053611109 5,181 84,816 SH SOLE 0 84,816 AVID TECHNOLOG COM 05367P100 3,376 147,100 SH SOLE 0 147,100 AVISTA CORP COM 05379B107 3,073 265,800 SH SOLE 0 265,800 AVNET INC COM 053807103 21,597 1,994,139 SH SOLE 0 1,994,139 AVOCENT CORP COM 053893103 4,400 198,038 SH SOLE 0 198,038 AVON PRODS INC COM 054303102 8,095 150,270 SH SOLE 0 150,270 AVX CORP NEW COM 002444107 442 45,100 SH SOLE 0 45,100 AWARE INC MASS COM 05453N100 274 125,600 SH SOLE 0 125,600 AXCELIS TECHNO COM 054540109 3,056 544,800 SH SOLE 0 544,800 AXEDA SYSTEMS COM 054959101 149 186,092 SH SOLE 0 186,092 AZTAR CORP COM 054802103 5,047 353,400 SH SOLE 0 353,400 BAKER HUGHES I COM 057224107 10,353 321,624 SH SOLE 0 321,624 BALDOR ELEC CO COM 057741100 3,731 188,900 SH SOLE 0 188,900 BALL CORP COM 058498106 2,462 48,098 SH SOLE 0 48,098 BALLY TOTAL FI COM 05873K108 1,300 183,300 SH SOLE 0 183,300 BANC CORP COM 05944B103 436 56,200 SH SOLE 0 56,200 BANCFIRST CORP COM 05945F103 1,546 32,900 SH SOLE 0 32,900 BANCO LATINOAM CL E P16994132 248 54,400 SH SOLE 0 54,400 BANDAG INC CL A 059815308 1,864 53,900 SH SOLE 0 53,900 BANK HAWAII CO COM 062540109 5,558 182,900 SH SOLE 0 182,900 BANK NEW YORK COM 064057102 37,049 1,546,300 SH SOLE 0 1,546,300 BANK OF AMERIC COM 060505104 96,384 1,385,420 SH SOLE 0 1,385,420 BANK ONE CORP COM 06423A103 43,168 1,181,057 SH SOLE 0 1,181,057 BANKATLANTIC B CL A 065908501 2,967 314,000 SH SOLE 0 314,000 BANKNORTH GROU COM 06646R107 10,288 455,200 SH SOLE 0 455,200 BANTA CORP COM 066821109 2,236 71,500 SH SOLE 0 71,500 BARD C R INC COM 067383109 3,815 65,778 SH SOLE 0 65,778 BARNES & NOBLE COM 067774109 3,441 190,400 SH SOLE 0 190,400 BARNES GROUP I COM 067806109 2,123 104,300 SH SOLE 0 104,300 BARR LABS INC COM 068306109 9,351 143,660 SH SOLE 0 143,660 BARRA INC COM 068313105 4,058 133,800 SH SOLE 0 133,800 BASSETT FURNIT COM 070203104 932 65,100 SH SOLE 0 65,100 BAUSCH & LOMB COM 071707103 1,406 39,066 SH SOLE 0 39,066 BAXTER INTL IN COM 071813109 13,293 474,752 SH SOLE 0 474,752 BAY VIEW CAP C COM 07262L101 926 161,100 SH SOLE 0 161,100 BB&T CORP COM 054937107 13,240 357,930 SH SOLE 0 357,930 BE AEROSPACE I COM 073302101 725 199,100 SH SOLE 0 199,100 BEAR STEARNS C COM 073902108 4,353 73,284 SH SOLE 0 73,284 BEARINGPOINT I COM 074002106 591 85,600 SH SOLE 0 85,600 BEASLEY BROADC CL A 074014101 194 16,200 SH SOLE 0 16,200 BEAZER HOMES U COM 07556Q105 1,860 30,700 SH SOLE 0 30,700 BECKMAN COULTE COM 075811109 5,934 201,000 SH SOLE 0 201,000 BECTON DICKINS COM 075887109 9,779 318,624 SH SOLE 0 318,624 BED BATH & BEY COM 075896100 8,342 241,600 SH SOLE 0 241,600 BEI TECHNOLOGI COM 05538P104 893 79,800 SH SOLE 0 79,800 BEL FUSE INC CL B 077347300 1,214 60,500 SH SOLE 0 60,500 BELDEN INC COM 077459105 6,587 432,800 SH SOLE 0 432,800 BELL MICROPROD COM 078137106 601 108,500 SH SOLE 0 108,500 BELLSOUTH CORP COM 079860102 41,237 1,594,013 SH SOLE 0 1,594,013 BELO CORP COM 080555105 6,775 317,800 SH SOLE 0 317,800 BEMIS INC COM 081437105 1,959 39,469 SH SOLE 0 39,469 BENCHMARK ELEC COM 08160H101 4,760 166,100 SH SOLE 0 166,100 BERKSHIRE HATH CL B 084670207 9,450 3,900 SH SOLE 0 3,900 BEST BUY INC COM 086516101 4,905 203,100 SH SOLE 0 203,100 BIG LOTS INC COM 089302103 22,237 1,680,798 SH SOLE 0 1,680,798 BIO TECHNOLOGY COM 090578105 1,236 386,200 SH SOLE 0 386,200 BIOGEN INC COM 090597105 3,858 96,300 SH SOLE 0 96,300 BIOMET INC COM 090613100 5,454 190,309 SH SOLE 0 190,309 BIOSITE INC COM 090945106 4,718 138,670 SH SOLE 0 138,670 BIOSPHERE MEDI COM 09066V103 677 102,800 SH SOLE 0 102,800 BIOVAIL CORP COM 09067J109 2,010 76,095 SH SOLE 0 76,095 BISYS GROUP IN COM 055472104 6,211 390,600 SH SOLE 0 390,600 BJ SVCS CO COM 055482103 3,593 111,200 SH SOLE 0 111,200 BJS WHOLESALE COM 05548J106 3,925 214,500 SH SOLE 0 214,500 BLACK & DECKER COM 091797100 3,023 70,493 SH SOLE 0 70,493 BLACK BOX CORP COM 091826107 6,037 134,750 SH SOLE 0 134,750 BLACK HILLS CO COM 092113109 4,567 172,200 SH SOLE 0 172,200 BLACKROCK INC CL A 09247X101 599 15,200 SH SOLE 0 15,200 BLOCK H & R IN COM 093671105 4,664 116,022 SH SOLE 0 116,022 BLUE RHINO COR COM 095811105 176 10,100 SH SOLE 0 10,100 BLYTH INC COM 09643P108 3,495 130,600 SH SOLE 0 130,600 BMC SOFTWARE I COM 055921100 3,090 180,610 SH SOLE 0 180,610 BOB EVANS FARM COM 096761101 2,323 99,500 SH SOLE 0 99,500 BOEING CO COM 097023105 24,143 731,814 SH SOLE 0 731,814 BOISE CASCADE COM 097383103 1,044 41,393 SH SOLE 0 41,393 BOK FINL CORP COM 05561Q201 829 25,600 SH SOLE 0 25,600 BONE CARE INTL COM 098072101 429 44,100 SH SOLE 0 44,100 BORDERS GROUP COM 099709107 5,505 341,900 SH SOLE 0 341,900 BORG WARNER IN COM 099724106 3,928 77,900 SH SOLE 0 77,900 BORLAND SOFTWA COM 099849101 1,872 152,210 SH SOLE 0 152,210 BOSTON BEER IN CL A 100557107 948 66,300 SH SOLE 0 66,300 BOSTON COMMUNI COM 100582105 1,221 96,100 SH SOLE 0 96,100 BOSTON PRIVATE COM 101119105 2,992 150,650 SH SOLE 0 150,650 BOSTON PROPERT COM 101121101 6,941 188,300 SH SOLE 0 188,300 BOSTON SCIENTI COM 101137107 13,759 323,588 SH SOLE 0 323,588 BOWATER INC COM 102183100 7,283 173,600 SH SOLE 0 173,600 BOWNE & CO INC COM 103043105 2,219 185,700 SH SOLE 0 185,700 BOYD GAMING CO COM 103304101 1,586 112,850 SH SOLE 0 112,850 BP PLC S ADR 055622104 951 23,400 SH SOLE 0 23,400 BRADY CORP CL A 104674106 5,301 158,950 SH SOLE 0 158,950 BRANDYWINE RLT REIT 105368203 2,491 114,200 SH SOLE 0 114,200 BRIGGS & STRAT COM 109043109 6,111 143,900 SH SOLE 0 143,900 BRIGHAM EXPLOR COM 109178103 214 43,490 SH SOLE 0 43,490 BRINKER INTL I COM 109641100 10,543 326,900 SH SOLE 0 326,900 BRISTOL MYERS COM 110122108 35,072 1,515,008 SH SOLE 0 1,515,008 BROADCOM CORP CL A 111320107 3,096 205,600 SH SOLE 0 205,600 BROADWING INC COM 111620100 2,174 617,600 SH SOLE 0 617,600 BROCADE COMMUN CONV 111621AB4 2,100 2,995,000 SH SOLE 0 2,995,000 BROCADE COMMUN COM 111621108 548 132,400 SH SOLE 0 132,400 BROOKFIELD PPT COM 112900105 412 20,400 SH SOLE 0 20,400 BROOKLINE BANC COM 11373M107 1,025 86,100 SH SOLE 0 86,100 BROOK-PRI AUTO COM 11442E102 2,151 187,700 SH SOLE 0 187,700 BROOKTROUT INC COM 114580103 359 67,800 SH SOLE 0 67,800 BROWN & BROWN COM 115236101 6,920 214,100 SH SOLE 0 214,100 BROWN FORMAN C CL B 115637209 2,836 43,397 SH SOLE 0 43,397 BROWN SHOE INC COM 115736100 2,323 97,500 SH SOLE 0 97,500 BROWN TOM INC COM 115660201 5,452 217,200 SH SOLE 0 217,200 BRUNSWICK CORP COM 117043109 1,328 66,884 SH SOLE 0 66,884 BRUSH ENGINEER COM 117421107 507 92,100 SH SOLE 0 92,100 BUCA INC COM 117769109 1,146 137,800 SH SOLE 0 137,800 BUCKEYE TECHNO COM 118255108 1,258 204,500 SH SOLE 0 204,500 BUILDING MATLS COM 120113105 1,040 72,700 SH SOLE 0 72,700 BUNGE LIMITED COM G16962105 3,527 146,590 SH SOLE 0 146,590 BURLINGTON COA COM 121579106 4,419 246,200 SH SOLE 0 246,200 BURLINGTON NOR COM 12189T104 9,115 350,451 SH SOLE 0 350,451 BURLINGTON RES COM 122014103 6,948 162,911 SH SOLE 0 162,911 BUSINESS OBJEC S ADR 12328X107 1,195 79,655 SH SOLE 0 79,655 BUTLER MFG CO COM 123655102 677 35,000 SH SOLE 0 35,000 C COR NET CORP COM 125010108 669 201,500 SH SOLE 0 201,500 C D I CORP COM 125071100 2,881 106,800 SH SOLE 0 106,800 C H ROBINSON W COM 12541W100 7,435 238,300 SH SOLE 0 238,300 C&D TECHNOLOGI COM 124661109 2,520 142,600 SH SOLE 0 142,600 CABLE DESIGN T COM 126924109 1,451 245,975 SH SOLE 0 245,975 CABLEVISION SY CL A 12686C109 181 10,800 SH SOLE 0 10,800 CABOT CORP COM 127055101 5,449 205,300 SH SOLE 0 205,300 CABOT MICROELE COM 12709P103 6,221 131,791 SH SOLE 0 131,791 CABOT OIL & GA COM 127097103 5,860 236,500 SH SOLE 0 236,500 CACI INTL INC CL A 127190304 7,273 204,060 SH SOLE 0 204,060 CADENCE DESIGN COM 127387108 8,945 758,700 SH SOLE 0 758,700 CAL DIVE INTL COM 127914109 5,645 240,200 SH SOLE 0 240,200 CALIFORNIA PIZ COM 13054D109 1,159 46,000 SH SOLE 0 46,000 CALLAWAY GOLF COM 131193104 3,535 266,800 SH SOLE 0 266,800 CALPINE CORP COM 131347106 1,266 388,200 SH SOLE 0 388,200 CAMBREX CORP COM 132011107 5,250 173,800 SH SOLE 0 173,800 CAMDEN PPTY TR REIT 133131102 545 16,500 SH SOLE 0 16,500 CAMPBELL SOUP COM 134429109 5,982 254,897 SH SOLE 0 254,897 CANON INC ADR 138006309 232 6,300 SH SOLE 0 6,300 CAPITAL AUTOMO REIT 139733109 5,911 249,400 SH SOLE 0 249,400 CAPITAL ONE FI COM 14040H105 10,494 353,100 SH SOLE 0 353,100 CAPTARIS INC COM 14071N104 424 176,700 SH SOLE 0 176,700 CARAUSTAR INDS COM 140909102 2,606 274,900 SH SOLE 0 274,900 CARBO CERAMICS COM 140781105 2,868 85,100 SH SOLE 0 85,100 CARDINAL HEALT COM 14149Y108 34,006 574,522 SH SOLE 0 574,522 CARDIODYNAMICS COM 141597104 1,027 334,677 SH SOLE 0 334,677 CAREER EDUCATI COM 141665109 7,190 179,746 SH SOLE 0 179,746 CARLISLE COS I COM 142339100 4,324 104,500 SH SOLE 0 104,500 CARMAX INC COM 143130102 5,200 290,800 SH SOLE 0 290,800 CARNIVAL CORP COM 143658102 16,130 646,500 SH SOLE 0 646,500 CARPENTER TECH COM 144285103 2,001 160,700 SH SOLE 0 160,700 CARREKER CORP COM 144433109 591 130,500 SH SOLE 0 130,500 CASCADE NAT GA COM 147339105 1,222 61,100 SH SOLE 0 61,100 CASEYS GEN STO COM 147528103 3,355 274,800 SH SOLE 0 274,800 CASH AMER INTL COM 14754D100 1,288 135,333 SH SOLE 0 135,333 CASTLE A M & C COM 148411101 381 83,700 SH SOLE 0 83,700 CATALINA MARKE COM 148867104 3,413 184,500 SH SOLE 0 184,500 CATAPULT COMMU COM 149016107 863 72,200 SH SOLE 0 72,200 CATERPILLAR IN COM 149123101 13,101 286,552 SH SOLE 0 286,552 CATO CORP NEW CL A 149205106 3,040 140,800 SH SOLE 0 140,800 CBL & ASSOC PP COM 124830100 3,200 79,900 SH SOLE 0 79,900 CBRL GROUP INC COM 12489V106 4,230 140,400 SH SOLE 0 140,400 CDW COMPUTER C COM 125129106 10,384 236,800 SH SOLE 0 236,800 CEC ENTMT INC COM 125137109 6,386 208,025 SH SOLE 0 208,025 CELANESE AG COM D1497A101 17,454 802,100 SH SOLE 0 802,100 CELGENE CORP COM 151020104 3,760 175,150 SH SOLE 0 175,150 CELL GENESYS I COM 150921104 277 24,800 SH SOLE 0 24,800 CEMEX S A S ADR 151290889 11,084 515,294 SH SOLE 0 515,294 CENDANT CORP COM 151313103 17,891 1,707,148 SH SOLE 0 1,707,148 CENTENE CORP D COM 15135B101 668 19,900 SH SOLE 0 19,900 CENTERPOINT EN COM 15189T107 3,299 388,156 SH SOLE 0 388,156 CENTEX CONSTRU COM 15231R109 749 21,300 SH SOLE 0 21,300 CENTEX CORP COM 152312104 20,658 411,522 SH SOLE 0 411,522 CENTRAL PKG CO COM 154785109 4,581 242,900 SH SOLE 0 242,900 CENTRAL VT PUB COM 155771108 1,183 64,700 SH SOLE 0 64,700 CENTURY ALUM C COM 156431108 843 113,800 SH SOLE 0 113,800 CENTURYTEL INC COM 156700106 3,649 124,200 SH SOLE 0 124,200 CEPHALON INC COM 156708109 14,888 305,900 SH SOLE 0 305,900 CERIDIAN CORP COM 156779100 6,039 418,800 SH SOLE 0 418,800 CERNER CORP COM 156782104 6,139 196,400 SH SOLE 0 196,400 CERTEGY INC COM 156880106 5,558 226,406 SH SOLE 0 226,406 CERUS CORP COM 157085101 287 13,350 SH SOLE 0 13,350 CH ENERGY GROU COM 12541M102 4,183 89,700 SH SOLE 0 89,700 CHAMPION ENTER COM 158496109 5,330 1,870,000 SH SOLE 0 1,870,000 CHARLES RIV LA COM 159864107 7,811 203,000 SH SOLE 0 203,000 CHARMING SHOPP COM 161133103 15,594 3,730,518 SH SOLE 0 3,730,518 CHARTER COMMUN CL A 16117M107 312 264,000 SH SOLE 0 264,000 CHARTER ONE FI COM 160903100 4,879 169,828 SH SOLE 0 169,828 CHATEAU CMNTYS COM 161726104 1,707 74,200 SH SOLE 0 74,200 CHATTEM INC COM 162456107 349 17,000 SH SOLE 0 17,000 CHECK POINT SO COM M22465104 6,241 481,150 SH SOLE 0 481,150 CHECKFREE CORP COM 162813109 4,886 305,360 SH SOLE 0 305,360 CHECKPOINT SYS COM 162825103 1,863 180,200 SH SOLE 0 180,200 CHEESECAKE FAC COM 163072101 6,842 189,262 SH SOLE 0 189,262 CHELSEA PPTY G COM 163421100 1,582 47,500 SH SOLE 0 47,500 CHEMED CORP COM 163596109 1,920 54,300 SH SOLE 0 54,300 CHESAPEAKE COR COM 165159104 1,499 84,000 SH SOLE 0 84,000 CHESAPEAKE ENE COM 165167107 1,260 162,780 SH SOLE 0 162,780 CHEVRONTEXACO COM 166764100 85,142 1,280,722 SH SOLE 0 1,280,722 CHICAGO BRIDGE COM 167250109 1,791 59,300 SH SOLE 0 59,300 CHICAGO PIZZA COM 167889104 468 67,850 SH SOLE 0 67,850 CHICOS FAS INC COM 168615102 10,800 571,150 SH SOLE 0 571,150 CHILDRENS PL R COM 168905107 1,559 146,500 SH SOLE 0 146,500 CHINA MOBILE H S ADR 16941M109 2,452 203,000 SH SOLE 0 203,000 CHINA TELECOM S ADR 169426103 2,407 139,286 SH SOLE 0 139,286 CHIQUITA BRAND COM 170032809 1,372 103,492 SH SOLE 0 103,492 CHIRON CORP COM 170040109 4,726 125,700 SH SOLE 0 125,700 CHITTENDEN COR COM 170228100 4,513 177,100 SH SOLE 0 177,100 CHOICEPOINT IN COM 170388102 9,449 239,266 SH SOLE 0 239,266 CHRISTOPHER & COM 171046105 2,963 142,800 SH SOLE 0 142,800 CHUBB CORP COM 171232101 7,248 138,853 SH SOLE 0 138,853 CHURCH & DWIGH COM 171340102 3,423 112,500 SH SOLE 0 112,500 CIBER INC COM 17163B102 1,840 357,300 SH SOLE 0 357,300 CIENA CORP CONV 171779AA9 2,182 3,140,000 SH SOLE 0 3,140,000 CIENA CORP COM 171779101 1,674 325,600 SH SOLE 0 325,600 CIGNA CORP COM 125509109 6,490 157,839 SH SOLE 0 157,839 CIMA LABS INC COM 171796105 1,906 78,800 SH SOLE 0 78,800 CIMAREX ENERGY COM 171798101 5,356 299,223 SH SOLE 0 299,223 CINCINNATI FIN COM 172062101 4,498 119,774 SH SOLE 0 119,774 CINERGY CORP COM 172474108 4,174 123,799 SH SOLE 0 123,799 CINTAS CORP COM 172908105 5,815 127,100 SH SOLE 0 127,100 CIRCUIT CITY S COM 172737108 1,163 156,712 SH SOLE 0 156,712 CIRRUS LOGIC I COM 172755100 1,160 402,700 SH SOLE 0 402,700 CISCO SYS INC COM 17275R102 105,940 8,087,060 SH SOLE 0 8,087,060 CIT GROUP INC COM 125581108 2,391 122,000 SH SOLE 0 122,000 CITIGROUP INC COM 172967101 209,102 5,942,083 SH SOLE 0 5,942,083 CITIZENS BKG C COM 174420109 957 38,600 SH SOLE 0 38,600 CITIZENS COMMU COM 17453B101 2,195 208,100 SH SOLE 0 208,100 CITRIX SYS INC COM 177376100 1,315 106,700 SH SOLE 0 106,700 CITY HLDG CO COM 177835105 410 14,500 SH SOLE 0 14,500 CITY NATL CORP COM 178566105 7,513 170,800 SH SOLE 0 170,800 CKE RESTAURANT CONV 12561EAB1 1,769 1,870,000 SH SOLE 0 1,870,000 CLAIRES STORES COM 179584107 4,695 212,750 SH SOLE 0 212,750 CLARCOR INC COM 179895107 4,445 137,750 SH SOLE 0 137,750 CLAYTON HOMES COM 184190106 13,806 1,133,493 SH SOLE 0 1,133,493 CLEAR CHANNEL COM 184502102 17,753 476,068 SH SOLE 0 476,068 CLECO CORP NEW COM 12561W105 4,365 311,800 SH SOLE 0 311,800 CLEVELAND CLIF COM 185896107 2,322 117,000 SH SOLE 0 117,000 CLOROX CO DEL COM 189054109 5,664 137,314 SH SOLE 0 137,314 CMS ENERGY COR COM 125896100 934 98,927 SH SOLE 0 98,927 CNET INC CONV 125945AC9 642 960,000 SH SOLE 0 960,000 CNF INC COM 12612W104 6,000 180,510 SH SOLE 0 180,510 CNOOC LTD S ADR 126132109 2,920 112,100 SH SOLE 0 112,100 COACH INC COM 189754104 10,867 330,100 SH SOLE 0 330,100 COACHMEN INDS COM 189873102 11,044 699,000 SH SOLE 0 699,000 COBALT CORP COM 19074W100 515 37,300 SH SOLE 0 37,300 COCA COLA BOTT COM 191098102 3,226 50,000 SH SOLE 0 50,000 COCA COLA CO COM 191216100 88,837 2,026,398 SH SOLE 0 2,026,398 COCA COLA ENTE COM 191219104 7,632 351,400 SH SOLE 0 351,400 COCA-COLA FEMS S ADR 191241108 4,740 264,825 SH SOLE 0 264,825 COGNEX CORP COM 192422103 4,611 250,200 SH SOLE 0 250,200 COGNIZANT TECH CL A 192446102 1,119 15,490 SH SOLE 0 15,490 COGNOS INC COM 19244C109 577 24,610 SH SOLE 0 24,610 COHERENT INC COM 192479103 3,739 187,400 SH SOLE 0 187,400 COHU INC COM 192576106 2,076 141,200 SH SOLE 0 141,200 COINSTAR INC COM 19259P300 365 16,100 SH SOLE 0 16,100 COLE KENNETH P CL A 193294105 1,289 63,500 SH SOLE 0 63,500 COLGATE PALMOL COM 194162103 20,309 387,358 SH SOLE 0 387,358 COLLINS & AIKM COM 194830204 964 216,600 SH SOLE 0 216,600 COLONIAL BANCG COM 195493309 4,164 349,000 SH SOLE 0 349,000 COLONIAL PPTYS REIT 195872106 4,249 125,200 SH SOLE 0 125,200 COLUMBIA LABS COM 197779101 411 122,400 SH SOLE 0 122,400 COMCAST CORP N CL A 20030N101 28,322 1,201,621 SH SOLE 0 1,201,621 COMCAST CORP N CL A 20030N200 24,695 1,093,166 SH SOLE 0 1,093,166 COMERICA INC COM 200340107 5,768 133,389 SH SOLE 0 133,389 COMMERCE BANCO COM 200519106 9,251 214,200 SH SOLE 0 214,200 COMMERCIAL FED COM 201647104 5,845 250,300 SH SOLE 0 250,300 COMMERCIAL MET COM 201723103 2,558 157,500 SH SOLE 0 157,500 COMMONWEALTH I COM 203004106 604 88,500 SH SOLE 0 88,500 COMMONWEALTH T COM 203349105 556 15,500 SH SOLE 0 15,500 COMMSCOPE INC COM 203372107 1,320 167,100 SH SOLE 0 167,100 COMMUNITY FIRS COM 203902101 9,614 363,350 SH SOLE 0 363,350 COMPANHIA BRAS ADR 20440T201 2,752 179,900 SH SOLE 0 179,900 COMPANHIA VALE S ADR 204412209 4,128 142,803 SH SOLE 0 142,803 COMPASS BANCSH COM 20449H109 13,199 422,100 SH SOLE 0 422,100 COMPUDYNE CORP COM 204795306 550 87,400 SH SOLE 0 87,400 COMPUTER ASSOC COM 204912109 5,937 439,803 SH SOLE 0 439,803 COMPUTER SCIEN COM 205363104 4,929 143,082 SH SOLE 0 143,082 COMPUTER TASK COM 205477102 403 115,600 SH SOLE 0 115,600 COMPUWARE CORP COM 205638109 1,322 275,400 SH SOLE 0 275,400 COMVERSE TECHN CONV 205862AJ4 1,174 1,395,000 SH SOLE 0 1,395,000 COMVERSE TECHN COM 205862402 1,333 133,000 SH SOLE 0 133,000 CONAGRA FOODS COM 205887102 10,775 430,816 SH SOLE 0 430,816 CONCEPTUS INC COM 206016107 383 32,000 SH SOLE 0 32,000 CONCERTO SOFTW COM 20602T106 439 65,000 SH SOLE 0 65,000 CONCORD CAMERA COM 206156101 1,762 324,430 SH SOLE 0 324,430 CONCORD COMMUN COM 206186108 851 94,700 SH SOLE 0 94,700 CONCORD EFS IN COM 206197105 6,875 436,800 SH SOLE 0 436,800 CONEXANT SYSTE COM 207142100 236 146,300 SH SOLE 0 146,300 CONMED CORP COM 207410101 6,476 330,600 SH SOLE 0 330,600 CONNETICS CORP COM 208192104 2,144 178,350 SH SOLE 0 178,350 CONOCOPHILLIPS COM 20825C104 32,789 677,590 SH SOLE 0 677,590 CONSOLIDATED E COM 209115104 8,120 189,641 SH SOLE 0 189,641 CONSOLIDATED G COM 209341106 1,629 73,200 SH SOLE 0 73,200 CONSTELLATION CL A 21036P108 6,039 254,700 SH SOLE 0 254,700 CONSTELLATION COM 210371100 5,725 205,770 SH SOLE 0 205,770 CONVERGYS CORP COM 212485106 1,926 127,100 SH SOLE 0 127,100 COOPER CAMERON COM 216640102 12,806 257,040 SH SOLE 0 257,040 COOPER COS INC COM 216648402 6,440 257,400 SH SOLE 0 257,400 COOPER INDS LT CL A G24182100 3,214 88,189 SH SOLE 0 88,189 COOPER TIRE & COM 216831107 2,320 151,270 SH SOLE 0 151,270 COORS ADOLPH C CL B 217016104 2,005 32,739 SH SOLE 0 32,739 COPART INC COM 217204106 3,406 287,700 SH SOLE 0 287,700 CORE LABORATOR COM N22717107 3,674 323,700 SH SOLE 0 323,700 CORINTHIAN COL COM 218868107 12,413 327,854 SH SOLE 0 327,854 CORN PRODS INT COM 219023108 7,120 236,300 SH SOLE 0 236,300 CORNING INC COM 219350105 2,738 827,286 SH SOLE 0 827,286 CORPORATE EXEC COM 21988R102 993 31,100 SH SOLE 0 31,100 COST PLUS INC COM 221485105 3,756 131,000 SH SOLE 0 131,000 COSTCO WHSL CO COM 22160K105 9,600 342,138 SH SOLE 0 342,138 COUNTRYWIDE FI COM 222372104 17,116 331,379 SH SOLE 0 331,379 COVANCE INC COM 222816100 8,477 344,736 SH SOLE 0 344,736 COVENTRY HEALT COM 222862104 12,701 437,510 SH SOLE 0 437,510 COX COMMUNICAT CONV 224044AX5 2,298 5,050,000 SH SOLE 0 5,050,000 COX RADIO INC CL A 224051102 951 41,700 SH SOLE 0 41,700 CPB INC COM 125903104 2,317 84,400 SH SOLE 0 84,400 CPI CORP COM 125902106 3,489 240,800 SH SOLE 0 240,800 CRANE CO COM 224399105 846 42,443 SH SOLE 0 42,443 CRAY INC COM 225223106 1,578 205,800 SH SOLE 0 205,800 CREDENCE SYS C COM 225302108 2,969 318,200 SH SOLE 0 318,200 CREDICORP LTD COM G2519Y108 521 55,400 SH SOLE 0 55,400 CREE INC COM 225447101 3,548 217,000 SH SOLE 0 217,000 CROMPTON CORP COM 227116100 2,526 424,501 SH SOLE 0 424,501 CROSS A T CO CL A 227478104 465 86,900 SH SOLE 0 86,900 CRYOLIFE INC COM 228903100 737 107,950 SH SOLE 0 107,950 CSG SYS INTL I COM 126349109 1,987 145,600 SH SOLE 0 145,600 CSX CORP COM 126408103 30,940 1,092,904 SH SOLE 0 1,092,904 CTI MOLECULAR COM 22943D105 900 36,500 SH SOLE 0 36,500 CTS CORP COM 126501105 1,454 187,600 SH SOLE 0 187,600 CULLEN FROST B COM 229899109 9,967 304,800 SH SOLE 0 304,800 CUMMINS INC COM 231021106 1,826 64,913 SH SOLE 0 64,913 CUMULUS MEDIA CL A 231082108 4,286 289,009 SH SOLE 0 289,009 CUNO INC COM 126583103 3,034 91,600 SH SOLE 0 91,600 CURAGEN CORP CONV 23126RAC5 1,390 2,185,000 SH SOLE 0 2,185,000 CURATIVE HEALT COM 231264102 2,594 150,400 SH SOLE 0 150,400 CURTISS WRIGHT COM 231561101 3,619 56,700 SH SOLE 0 56,700 CV THERAPEUTIC COM 126667104 1,213 66,580 SH SOLE 0 66,580 CVB FINL CORP COM 126600105 730 28,700 SH SOLE 0 28,700 CVS CORP COM 126650100 13,721 549,494 SH SOLE 0 549,494 CYBERONICS INC COM 23251P102 1,097 59,600 SH SOLE 0 59,600 CYMER INC COM 232572107 10,309 319,660 SH SOLE 0 319,660 CYPRESS SEMICO COM 232806109 1,998 349,300 SH SOLE 0 349,300 CYTEC INDS INC COM 232820100 3,601 132,000 SH SOLE 0 132,000 CYTYC CORP COM 232946103 4,386 430,000 SH SOLE 0 430,000 D & K HEALTHCA COM 232861104 190 18,600 SH SOLE 0 18,600 D R HORTON INC COM 23331A109 7,172 413,400 SH SOLE 0 413,400 DAIMLERCHRYSLE COM D1668R123 307 10,000 SH SOLE 0 10,000 DAKTRONICS INC COM 234264109 2,435 182,000 SH SOLE 0 182,000 DANA CORP COM 235811106 1,293 109,940 SH SOLE 0 109,940 DANAHER CORP D COM 235851102 8,284 126,093 SH SOLE 0 126,093 DARDEN RESTAUR COM 237194105 2,602 127,223 SH SOLE 0 127,223 DATASCOPE CORP COM 238113104 2,029 81,800 SH SOLE 0 81,800 DEAN FOODS CO COM 242370104 9,553 257,488 SH SOLE 0 257,488 DEERE & CO COM 244199105 8,482 185,000 SH SOLE 0 185,000 DEL MONTE FOOD COM 24522P103 136 17,686 SH SOLE 0 17,686 DELL COMPUTER COM 247025109 64,789 2,422,933 SH SOLE 0 2,422,933 DELPHI CORP COM 247126105 3,708 460,631 SH SOLE 0 460,631 DELPHI FINL GR CL A 247131105 4,315 113,676 SH SOLE 0 113,676 DELTA & PINE L COM 247357106 4,829 236,616 SH SOLE 0 236,616 DELTA AIR LINE COM 247361108 1,111 91,830 SH SOLE 0 91,830 DELTIC TIMBER COM 247850100 1,768 66,200 SH SOLE 0 66,200 DELUXE CORP COM 248019101 2,977 70,710 SH SOLE 0 70,710 DENDRITE INTL COM 248239105 1,648 220,650 SH SOLE 0 220,650 DENTSPLY INTL COM 249030107 8,694 233,720 SH SOLE 0 233,720 DEPARTMENT 56 COM 249509100 931 72,200 SH SOLE 0 72,200 DEVON ENERGY C COM 25179M103 6,890 150,100 SH SOLE 0 150,100 DEVRY INC DEL COM 251893103 3,277 197,300 SH SOLE 0 197,300 DIAGNOSTIC PRO COM 252450101 7,824 202,600 SH SOLE 0 202,600 DIAL CORP NEW COM 25247D101 7,445 365,500 SH SOLE 0 365,500 DIANON SYS INC COM 252826102 3,788 79,400 SH SOLE 0 79,400 DIEBOLD INC COM 253651103 9,887 239,850 SH SOLE 0 239,850 DIGENE CORP COM 253752109 1,134 98,960 SH SOLE 0 98,960 DIGI INTL INC COM 253798102 358 123,000 SH SOLE 0 123,000 DILLARDS INC CL A 254067101 2,107 132,820 SH SOLE 0 132,820 DIME CMNTY BAN COM 253922108 2,893 151,060 SH SOLE 0 151,060 DIMON INC COM 254394109 1,483 247,200 SH SOLE 0 247,200 DIONEX CORP COM 254546104 3,465 116,800 SH SOLE 0 116,800 DISNEY WALT CO COM 254687106 48,936 3,000,351 SH SOLE 0 3,000,351 DITECH COMMUNI COM 25500M103 229 104,885 SH SOLE 0 104,885 DIVERSA CORP COM 255064107 3,013 332,970 SH SOLE 0 332,970 DOCUMENTUM INC COM 256159104 478 30,550 SH SOLE 0 30,550 DOLE FOOD INC COM 256605106 6,180 189,700 SH SOLE 0 189,700 DOLLAR GEN COR COM 256669102 2,480 207,571 SH SOLE 0 207,571 DOLLAR THRIFTY COM 256743105 1,853 87,600 SH SOLE 0 87,600 DOLLAR TREE ST COM 256747106 9,310 378,900 SH SOLE 0 378,900 DOMINION RES I COM 25746U109 12,952 235,923 SH SOLE 0 235,923 DONALDSON INC COM 257651109 5,148 143,000 SH SOLE 0 143,000 DONNELLEY R R COM 257867101 1,892 86,912 SH SOLE 0 86,912 DORAL FINL COR COM 25811P100 1,205 42,150 SH SOLE 0 42,150 DOVER CORP COM 260003108 4,565 156,534 SH SOLE 0 156,534 DOW CHEM CO COM 260543103 21,473 722,997 SH SOLE 0 722,997 DOW JONES & CO COM 260561105 2,311 53,463 SH SOLE 0 53,463 DOWNEY FINL CO COM 261018105 8,187 209,924 SH SOLE 0 209,924 DPL INC COM 233293109 5,475 356,924 SH SOLE 0 356,924 DQE INC COM 23329J104 5,613 368,300 SH SOLE 0 368,300 DRESS BARN INC COM 261570105 2,147 161,400 SH SOLE 0 161,400 DREXLER TECHNO COM 261876106 1,032 81,900 SH SOLE 0 81,900 DREYERS GRAND COM 261878102 6,990 98,500 SH SOLE 0 98,500 DRIL-QUIP INC COM 262037104 1,617 95,700 SH SOLE 0 95,700 DRS TECHNOLOGI COM 23330X100 5,104 162,900 SH SOLE 0 162,900 DSP GROUP INC COM 23332B106 2,373 150,000 SH SOLE 0 150,000 DST SYS INC DE COM 233326107 12,940 364,000 SH SOLE 0 364,000 DTE ENERGY CO COM 233331107 9,411 202,829 SH SOLE 0 202,829 DU PONT E I DE COM 263534109 32,018 755,132 SH SOLE 0 755,132 DUANE READE IN COM 263578106 2,657 156,300 SH SOLE 0 156,300 DUKE ENERGY CO COM 264399106 13,224 676,756 SH SOLE 0 676,756 DUN & BRADSTRE COM 26483E100 7,233 209,700 SH SOLE 0 209,700 DUPONT PHOTOMA COM 26613X101 2,619 112,650 SH SOLE 0 112,650 DYCOM INDS INC COM 267475101 7,620 575,100 SH SOLE 0 575,100 DYNEGY INC NEW CL A 26816Q101 317 268,600 SH SOLE 0 268,600 E M C CORP MAS COM 268648102 10,642 1,733,150 SH SOLE 0 1,733,150 E PIPHANY INC COM 26881V100 552 132,350 SH SOLE 0 132,350 E TRADE GROUP COM 269246104 6,353 1,307,298 SH SOLE 0 1,307,298 EAST WEST BANC COM 27579R104 8,591 238,100 SH SOLE 0 238,100 EASTMAN CHEM C COM 277432100 4,643 126,266 SH SOLE 0 126,266 EASTMAN KODAK COM 277461109 8,939 255,103 SH SOLE 0 255,103 EATON CORP COM 278058102 5,361 68,632 SH SOLE 0 68,632 EATON VANCE CO COM 278265103 5,531 195,800 SH SOLE 0 195,800 EBAY INC COM 278642103 17,389 256,400 SH SOLE 0 256,400 ECI TELECOM LT COM 268258100 508 250,300 SH SOLE 0 250,300 ECLIPSYS CORP COM 278856109 935 174,700 SH SOLE 0 174,700 ECOLAB INC COM 278865100 4,005 80,902 SH SOLE 0 80,902 EDGE PETE CORP COM 279862106 383 102,000 SH SOLE 0 102,000 EDISON INTL COM 281020107 3,470 292,839 SH SOLE 0 292,839 EDO CORP COM 281347104 3,855 185,500 SH SOLE 0 185,500 EDUCATION MGMT COM 28139T101 8,012 213,088 SH SOLE 0 213,088 EDWARDS AG INC COM 281760108 7,330 222,400 SH SOLE 0 222,400 EDWARDS LIFESC COM 28176E108 6,783 266,330 SH SOLE 0 266,330 EFUNDS CORP COM 28224R101 2,352 258,200 SH SOLE 0 258,200 EGL INC COM 268484102 1,891 132,700 SH SOLE 0 132,700 EL PASO CORP COM 28336L109 4,013 576,607 SH SOLE 0 576,607 EL PASO ELEC C COM 283677854 3,042 276,500 SH SOLE 0 276,500 EL PASO ENERGY CONV 283678209 1,703 93,570 SH SOLE 0 93,570 ELAN PLC ADR 284131208 60 24,500 SH SOLE 0 24,500 ELECTRO SCIENT COM 285229100 4,068 203,400 SH SOLE 0 203,400 ELECTRONIC ART COM 285512109 6,226 125,100 SH SOLE 0 125,100 ELECTRONIC DAT COM 285661104 6,847 371,500 SH SOLE 0 371,500 ELECTRONICS BO COM 286045109 655 41,450 SH SOLE 0 41,450 ELECTRONICS FO COM 286082102 330 20,300 SH SOLE 0 20,300 ELKCORP COM 287456107 1,940 112,160 SH SOLE 0 112,160 EMBREX INC COM 290817105 1,113 100,000 SH SOLE 0 100,000 EMCOR GROUP IN COM 29084Q100 6,845 129,128 SH SOLE 0 129,128 EMERSON ELEC C COM 291011104 13,913 273,600 SH SOLE 0 273,600 EMMIS COMMUNIC CL A 291525103 5,307 254,800 SH SOLE 0 254,800 EMULEX CORP COM 292475209 787 42,400 SH SOLE 0 42,400 ENDO PHARMACEU COM 29264F205 886 115,050 SH SOLE 0 115,050 ENERGEN CORP COM 29265N108 5,587 192,000 SH SOLE 0 192,000 ENERGIZER HLDG COM 29266R108 7,929 284,200 SH SOLE 0 284,200 ENERGY EAST CO COM 29266M109 9,533 431,536 SH SOLE 0 431,536 ENESCO GROUP I COM 292973104 545 77,000 SH SOLE 0 77,000 ENGELHARD CORP COM 292845104 2,177 97,406 SH SOLE 0 97,406 ENGINEERED SUP COM 292866100 3,554 96,950 SH SOLE 0 96,950 ENSCO INTL INC COM 26874Q100 36,165 1,228,000 SH SOLE 0 1,228,000 ENTERCOM COMMU CL A 293639100 9,315 198,530 SH SOLE 0 198,530 ENTERGY CORP N COM 29364G103 8,030 176,134 SH SOLE 0 176,134 ENTRAVISION CO CL A 29382R107 386 38,700 SH SOLE 0 38,700 ENTRUST INC COM 293848107 933 277,800 SH SOLE 0 277,800 ENVIRONMENTAL COM 294092101 1,469 237,000 SH SOLE 0 237,000 ENZO BIOCHEM I COM 294100102 2,205 157,479 SH SOLE 0 157,479 ENZON PHARMACE COM 293904108 1,423 85,100 SH SOLE 0 85,100 EOG RES INC COM 26875P101 3,593 90,000 SH SOLE 0 90,000 EON LABS INC COM 29412E100 610 32,280 SH SOLE 0 32,280 EQUIFAX INC COM 294429105 2,090 90,312 SH SOLE 0 90,312 EQUITABLE RES COM 294549100 6,178 176,300 SH SOLE 0 176,300 EQUITY OFFICE REIT 294741103 14,665 587,069 SH SOLE 0 587,069 EQUITY RESIDEN COM 29476L107 9,945 404,612 SH SOLE 0 404,612 ERESEARCHTECHN COM 29481V108 395 23,600 SH SOLE 0 23,600 ERICSSON L M T ADR 294821608 108 16,000 SH SOLE 0 16,000 ESCO TECHNOLOG COM 296315104 2,087 56,400 SH SOLE 0 56,400 ESPEED INC CL A 296643109 615 36,300 SH SOLE 0 36,300 ESS TECHNOLOGY COM 269151106 1,800 286,100 SH SOLE 0 286,100 ESSEX PPTY TR COM 297178105 48,140 946,700 SH SOLE 0 946,700 ESTERLINE TECH COM 297425100 2,650 150,000 SH SOLE 0 150,000 ETHAN ALLEN IN COM 297602104 7,994 232,600 SH SOLE 0 232,600 EVEREST RE GRO COM G3223R108 8,013 144,900 SH SOLE 0 144,900 EVERGREEN RES COM 299900308 6,490 144,700 SH SOLE 0 144,700 EXABYTE CORP COM 300615101 331 624,300 SH SOLE 0 624,300 EXACT SCIENCES COM 30063P105 477 44,000 SH SOLE 0 44,000 EXAR CORP COM 300645108 3,636 293,200 SH SOLE 0 293,200 EXELIXIS INC COM 30161Q104 1,161 145,100 SH SOLE 0 145,100 EXELON CORP COM 30161N101 12,748 241,568 SH SOLE 0 241,568 EXPEDIA INC CL A 302125109 796 11,900 SH SOLE 0 11,900 EXPEDITORS INT COM 302130109 9,589 293,700 SH SOLE 0 293,700 EXPRESS SCRIPT COM 302182100 11,481 238,990 SH SOLE 0 238,990 EXTENDED STAY COM 30224P101 3,904 264,700 SH SOLE 0 264,700 EXXON MOBIL CO COM 30231G102 201,356 5,762,917 SH SOLE 0 5,762,917 F M C CORP COM 302491303 2,702 98,900 SH SOLE 0 98,900 FACTSET RESH S COM 303075105 5,284 186,900 SH SOLE 0 186,900 FAIR ISAAC & C COM 303250104 12,008 281,228 SH SOLE 0 281,228 FAIRCHILD SEMI CL A 303726103 4,886 456,250 SH SOLE 0 456,250 FAIRMONT HOTEL COM 305204109 42,265 1,794,675 SH SOLE 0 1,794,675 FAMILY DLR STO COM 307000109 4,241 135,900 SH SOLE 0 135,900 FASTENAL CO COM 311900104 8,005 214,100 SH SOLE 0 214,100 FBR ASSET INVT COM 30241E303 3,068 90,500 SH SOLE 0 90,500 FEDDERS CORP COM 313135501 1,146 404,840 SH SOLE 0 404,840 FEDERAL HOME L COM 313400301 79,414 1,344,856 SH SOLE 0 1,344,856 FEDERAL NATL M COM 313586109 47,098 732,139 SH SOLE 0 732,139 FEDERAL REALTY REIT 313747206 6,487 230,700 SH SOLE 0 230,700 FEDERAL SIGNAL COM 313855108 3,575 184,100 SH SOLE 0 184,100 FEDERATED DEPT COM 31410H101 7,188 249,926 SH SOLE 0 249,926 FEDERATED INVS CL B 314211103 467 18,400 SH SOLE 0 18,400 FEDEX CORP COM 31428X106 14,179 261,502 SH SOLE 0 261,502 FEI CO COM 30241L109 1,778 116,300 SH SOLE 0 116,300 FELCOR LODGING COM 31430F101 2,392 209,100 SH SOLE 0 209,100 FERRO CORP COM 315405100 3,413 139,700 SH SOLE 0 139,700 FIDELITY NATL COM 316326107 9,659 294,220 SH SOLE 0 294,220 FIFTH THIRD BA COM 316773100 21,352 364,685 SH SOLE 0 364,685 FILENET CORP COM 316869106 3,176 260,300 SH SOLE 0 260,300 FINANCIAL FED COM 317492106 3,043 121,100 SH SOLE 0 121,100 FINISH LINE IN CL A 317923100 587 55,600 SH SOLE 0 55,600 FIRST AMERN CO COM 318522307 9,681 436,100 SH SOLE 0 436,100 FIRST BANCORP COM 318672102 4,996 221,050 SH SOLE 0 221,050 FIRST CMNTY BA COM 31983B101 3,125 94,900 SH SOLE 0 94,900 FIRST CTZNS BA CL A 31946M103 1,536 15,900 SH SOLE 0 15,900 FIRST DATA COR COM 319963104 18,488 522,105 SH SOLE 0 522,105 FIRST HEALTH G COM 320960107 6,969 286,200 SH SOLE 0 286,200 FIRST HORIZON COM 32051K106 2,336 312,400 SH SOLE 0 312,400 FIRST MIDWEST COM 320867104 7,252 271,525 SH SOLE 0 271,525 FIRST NIAGARA COM 33582U100 2,980 114,070 SH SOLE 0 114,070 FIRST REP BK S COM 336158100 1,621 81,100 SH SOLE 0 81,100 FIRST TENN NAT COM 337162101 4,356 121,200 SH SOLE 0 121,200 FIRST VA BANKS COM 337477103 7,531 202,275 SH SOLE 0 202,275 FIRSTENERGY CO COM 337932107 7,939 240,807 SH SOLE 0 240,807 FIRSTFED FINL COM 337907109 4,794 165,600 SH SOLE 0 165,600 FIRSTMERIT COR COM 337915102 5,333 246,200 SH SOLE 0 246,200 FISERV INC COM 337738108 5,622 165,600 SH SOLE 0 165,600 FISHER SCIENTI COM 338032204 1,681 55,900 SH SOLE 0 55,900 FLAGSTAR BANCO COM 337930101 3,996 185,000 SH SOLE 0 185,000 FLEETBOSTON FI COM 339030108 28,535 1,174,260 SH SOLE 0 1,174,260 FLEETWOOD ENTE COM 339099103 10,442 1,330,253 SH SOLE 0 1,330,253 FLEMING COS IN COM 339130106 1,985 302,100 SH SOLE 0 302,100 FLEXTRONICS IN COM Y2573F102 1,103 134,700 SH SOLE 0 134,700 FLIR SYS INC COM 302445101 11,313 231,825 SH SOLE 0 231,825 FLORIDA ROCK I COM 341140101 20,486 538,400 SH SOLE 0 538,400 FLOW INTL CORP COM 343468104 217 85,200 SH SOLE 0 85,200 FLOWSERVE CORP COM 34354P105 3,453 233,448 SH SOLE 0 233,448 FLUOR CORP NEW COM 343412102 1,920 68,555 SH SOLE 0 68,555 FMC TECHNOLOGI COM 30249U101 3,766 184,335 SH SOLE 0 184,335 FNB CORP PA COM 302520101 3,550 128,995 SH SOLE 0 128,995 FOMENTO ECONOM S ADR 344419106 11,168 306,642 SH SOLE 0 306,642 FOOTSTAR INC COM 344912100 1,286 184,800 SH SOLE 0 184,800 FORD MTR CO DE COM 345370860 15,325 1,647,903 SH SOLE 0 1,647,903 FOREST CITY EN CL A 345550107 607 18,200 SH SOLE 0 18,200 FOREST LABS IN COM 345838106 15,371 156,500 SH SOLE 0 156,500 FOREST OIL COR COM 346091705 3,661 132,400 SH SOLE 0 132,400 FORTUNE BRANDS COM 349631101 5,949 127,913 SH SOLE 0 127,913 FORWARD AIR CO COM 349853101 2,306 118,800 SH SOLE 0 118,800 FOSSIL INC COM 349882100 7,134 350,745 SH SOLE 0 350,745 FOSTER WHEELER COM G36535105 28 24,200 SH SOLE 0 24,200 FOUNDRY NETWOR COM 35063R100 1,124 159,620 SH SOLE 0 159,620 FOX ENTMT GROU CL A 35138T107 1,823 70,300 SH SOLE 0 70,300 FPL GROUP INC COM 302571104 8,236 136,974 SH SOLE 0 136,974 FRANKLIN RES I COM 354613101 7,178 210,628 SH SOLE 0 210,628 FREDS INC CL A 356108100 4,284 166,700 SH SOLE 0 166,700 FREEMARKETS IN COM 356602102 598 92,800 SH SOLE 0 92,800 FREEPORT-MCMOR CL B 35671D857 1,487 88,607 SH SOLE 0 88,607 FREMONT GEN CO COM 357288109 1,873 417,100 SH SOLE 0 417,100 FRESENIUS MED S ADR 358029106 4,702 341,464 SH SOLE 0 341,464 FRIEDMAN BILLI CL A 358433100 1,305 139,400 SH SOLE 0 139,400 FRONTIER AIRLI COM 359065109 1,109 164,100 SH SOLE 0 164,100 FRONTIER OIL C COM 35914P105 2,492 144,700 SH SOLE 0 144,700 FTI CONSULTING COM 302941109 1,103 27,460 SH SOLE 0 27,460 FUEL-TECH N V COM 359523107 98 23,400 SH SOLE 0 23,400 FULLER H B CO COM 359694106 3,142 121,400 SH SOLE 0 121,400 FULTON FINL CO COM 360271100 1,017 57,600 SH SOLE 0 57,600 FURNITURE BRAN COM 360921100 4,656 195,200 SH SOLE 0 195,200 G & K SVCS INC CL A 361268105 4,749 134,140 SH SOLE 0 134,140 GALLAGHER ARTH COM 363576109 7,292 248,200 SH SOLE 0 248,200 GANNETT INC COM 364730101 18,504 257,710 SH SOLE 0 257,710 GAP INC DEL COM 364760108 10,226 658,907 SH SOLE 0 658,907 GARDNER DENVER COM 365558105 1,786 88,000 SH SOLE 0 88,000 GARMIN LTD COM G37260109 1,978 67,500 SH SOLE 0 67,500 GARTNER INC COM 366651107 1,619 176,000 SH SOLE 0 176,000 GARTNER INC CL B 366651206 2,538 268,538 SH SOLE 0 268,538 GATEWAY INC COM 367626108 723 230,206 SH SOLE 0 230,206 GATX CORP COM 361448103 3,154 138,200 SH SOLE 0 138,200 GBC BANCORP CA COM 361475106 1,237 63,900 SH SOLE 0 63,900 GENCORP INC COM 368682100 1,894 239,200 SH SOLE 0 239,200 GENENTECH INC COM 368710406 1,160 34,971 SH SOLE 0 34,971 GENERAL COMMUN CL A 369385109 2,860 426,300 SH SOLE 0 426,300 GENERAL DYNAMI COM 369550108 36,688 462,242 SH SOLE 0 462,242 GENERAL ELEC C COM 369604103 221,000 9,075,989 SH SOLE 0 9,075,989 GENERAL GROWTH COM 370021107 4,139 79,600 SH SOLE 0 79,600 GENERAL MLS IN COM 370334104 10,918 232,548 SH SOLE 0 232,548 GENERAL MTRS C COM 370442105 19,778 536,565 SH SOLE 0 536,565 GENERAL MTRS C CL H 370442832 1,233 115,200 SH SOLE 0 115,200 GENESCO INC COM 371532102 3,545 190,300 SH SOLE 0 190,300 GENESEE & WYO CL A 371559105 1,227 60,300 SH SOLE 0 60,300 GENESIS HEALTH COM 37183F107 467 30,234 SH SOLE 0 30,234 GENESIS MICROC COM 37184C103 431 33,000 SH SOLE 0 33,000 GEN-PROBE INC COM 36866T103 838 35,200 SH SOLE 0 35,200 GENTEX CORP COM 371901109 9,138 288,800 SH SOLE 0 288,800 GENUINE PARTS COM 372460105 3,947 128,136 SH SOLE 0 128,136 GENZYME CORP COM 372917104 5,071 171,500 SH SOLE 0 171,500 GENZYME CORP COM 372917708 274 107,427 SH SOLE 0 107,427 GEORGIA GULF C COM 373200203 4,524 195,500 SH SOLE 0 195,500 GEORGIA PAC CO COM 373298108 3,012 186,407 SH SOLE 0 186,407 GERBER SCIENTI COM 373730100 497 122,300 SH SOLE 0 122,300 GILEAD SCIENCE COM 375558103 18,870 555,000 SH SOLE 0 555,000 GILLETTE CO COM 375766102 28,407 935,680 SH SOLE 0 935,680 GLATFELTER COM 377316104 2,436 185,100 SH SOLE 0 185,100 GLENBOROUGH RL COM 37803P105 2,735 153,500 SH SOLE 0 153,500 GLOBAL IMAGING COM 37934A100 4,567 248,500 SH SOLE 0 248,500 GLOBAL PMTS IN COM 37940X102 6,552 204,680 SH SOLE 0 204,680 GLOBALSANTAFE COM G3930E101 260 10,700 SH SOLE 0 10,700 GOLD BANC CORP COM 379907108 1,948 196,400 SH SOLE 0 196,400 GOLD FIELDS LT S ADR 38059T106 324 23,200 SH SOLE 0 23,200 GOLDEN WEST FI COM 381317106 8,685 120,940 SH SOLE 0 120,940 GOLDMAN SACHS COM 38141G104 28,436 417,568 SH SOLE 0 417,568 GOODRICH CORP COM 382388106 1,474 80,481 SH SOLE 0 80,481 GOODYEAR TIRE COM 382550101 837 122,967 SH SOLE 0 122,967 GOODYS FAMILY COM 382588101 801 180,300 SH SOLE 0 180,300 GRACO INC COM 384109104 10,762 375,625 SH SOLE 0 375,625 GRAFTECH INTL COM 384313102 944 158,400 SH SOLE 0 158,400 GRAINGER W W I COM 384802104 4,247 82,394 SH SOLE 0 82,394 GRANITE CONSTR COM 387328107 2,472 159,500 SH SOLE 0 159,500 GRANT PRIDECO COM 38821G101 3,973 341,330 SH SOLE 0 341,330 GREAT ATLANTIC COM 390064103 1,718 213,200 SH SOLE 0 213,200 GREAT LAKES CH COM 390568103 877 36,710 SH SOLE 0 36,710 GREAT PLAINS E COM 391164100 4,409 192,700 SH SOLE 0 192,700 GREATER BAY BA COM 391648102 3,290 190,300 SH SOLE 0 190,300 GREEN MOUNTAIN COM 393154109 323 15,400 SH SOLE 0 15,400 GREENPOINT FIN COM 395384100 17,200 380,700 SH SOLE 0 380,700 GREY WOLF INC COM 397888108 1,128 282,610 SH SOLE 0 282,610 GRIFFON CORP COM 398433102 2,502 183,690 SH SOLE 0 183,690 GROUP 1 AUTOMO COM 398905109 2,978 124,700 SH SOLE 0 124,700 GROUP 1 SOFTWA COM 39943Y103 1,883 157,602 SH SOLE 0 157,602 GRUPO AEROPORT S ADR 40051E202 1,341 114,100 SH SOLE 0 114,100 GRUPO TELEVISA S ADR 40049J206 2,297 82,243 SH SOLE 0 82,243 GTECH HLDGS CO COM 400518106 4,488 161,100 SH SOLE 0 161,100 GUCCI GROUP N COM 401566104 7,434 81,153 SH SOLE 0 81,153 GUIDANT CORP COM 401698105 7,863 254,892 SH SOLE 0 254,892 GUITAR CTR MGM COM 402040109 618 37,300 SH SOLE 0 37,300 GULFMARK OFFSH COM 402629109 525 35,600 SH SOLE 0 35,600 GYMBOREE CORP COM 403777105 3,356 211,600 SH SOLE 0 211,600 HAEMONETICS CO COM 405024100 3,738 174,200 SH SOLE 0 174,200 HAGGAR CORP COM 405173105 448 35,600 SH SOLE 0 35,600 HAIN CELESTIAL COM 405217100 4,386 288,551 SH SOLE 0 288,551 HALL KINION AS COM 406069104 393 70,300 SH SOLE 0 70,300 HALLIBURTON CO COM 406216101 6,064 324,080 SH SOLE 0 324,080 HANCOCK FABRIC COM 409900107 2,199 144,200 SH SOLE 0 144,200 HANCOCK HLDG C COM 410120109 2,449 54,840 SH SOLE 0 54,840 HANCOCK JOHN F COM 41014S106 6,244 223,800 SH SOLE 0 223,800 HANMI FINL COR COM 410495105 431 25,900 SH SOLE 0 25,900 HANOVER COMPRE COM 410768105 2,515 274,000 SH SOLE 0 274,000 HARLAND JOHN H COM 412693103 3,607 163,000 SH SOLE 0 163,000 HARLEY DAVIDSO COM 412822108 35,897 777,000 SH SOLE 0 777,000 HARLEYSVILLE G COM 412824104 2,313 87,500 SH SOLE 0 87,500 HARLEYSVILLE N COM 412850109 1,026 38,657 SH SOLE 0 38,657 HARMAN INTL IN COM 413086109 14,545 244,450 SH SOLE 0 244,450 HARMONIC INC COM 413160102 766 333,000 SH SOLE 0 333,000 HARMONY GOLD M S ADR 413216300 1,060 63,060 SH SOLE 0 63,060 HARRAHS ENTMT COM 413619107 5,160 130,305 SH SOLE 0 130,305 HARRIS CORP DE COM 413875105 7,025 267,100 SH SOLE 0 267,100 HARSCO CORP COM 415864107 3,642 114,200 SH SOLE 0 114,200 HARTE-HANKS IN COM 416196103 4,795 256,850 SH SOLE 0 256,850 HARTFORD FINL COM 416515104 8,732 192,216 SH SOLE 0 192,216 HARVEST NATURA COM 41754V103 748 116,030 SH SOLE 0 116,030 HASBRO INC COM 418056107 4,351 376,687 SH SOLE 0 376,687 HAVERTY FURNIT COM 419596101 1,669 120,100 SH SOLE 0 120,100 HAWAIIAN ELEC COM 419870100 5,194 118,100 SH SOLE 0 118,100 HCA INC COM 404119109 41,657 1,003,790 SH SOLE 0 1,003,790 HCC INS HLDGS COM 404132102 5,096 207,150 SH SOLE 0 207,150 HEADWATERS INC COM 42210P102 870 56,100 SH SOLE 0 56,100 HEALTH CARE RE COM 42217K106 1,123 41,500 SH SOLE 0 41,500 HEALTH MGMT AS CL A 421933102 4,124 230,400 SH SOLE 0 230,400 HEALTH NET INC COM 42222G108 11,043 418,310 SH SOLE 0 418,310 HEALTHCARE RLT COM 421946104 1,340 45,800 SH SOLE 0 45,800 HEALTHEXTRAS I COM 422211102 1,063 262,370 SH SOLE 0 262,370 HEALTHSOUTH CO COM 421924101 1,215 289,256 SH SOLE 0 289,256 HEARST-ARGYLE COM 422317107 933 38,700 SH SOLE 0 38,700 HEARTLAND EXPR COM 422347104 8,182 357,141 SH SOLE 0 357,141 HEIDRICK & STR COM 422819102 1,473 100,400 SH SOLE 0 100,400 HEINZ H J CO COM 423074103 8,308 252,760 SH SOLE 0 252,760 HELIX TECHNOLO COM 423319102 1,618 144,500 SH SOLE 0 144,500 HELMERICH & PA COM 423452101 5,460 195,622 SH SOLE 0 195,622 HENRY JACK & A COM 426281101 2,977 247,300 SH SOLE 0 247,300 HERCULES INC COM 427056106 675 76,656 SH SOLE 0 76,656 HERLEY INDS IN COM 427398102 1,476 84,800 SH SOLE 0 84,800 HERSHEY FOODS COM 427866108 5,738 85,081 SH SOLE 0 85,081 HEWLETT PACKAR COM 428236103 65,858 3,793,690 SH SOLE 0 3,793,690 HIBBETT SPORTI COM 428565105 1,329 55,550 SH SOLE 0 55,550 HIBERNIA CORP CL A 428656102 9,453 490,800 SH SOLE 0 490,800 HIGHWOODS PPTY COM 431284108 243 11,000 SH SOLE 0 11,000 HILB ROGAL & H COM 431294107 9,060 221,510 SH SOLE 0 221,510 HILLENBRAND IN COM 431573104 8,401 173,900 SH SOLE 0 173,900 HILTON HOTELS COM 432848109 7,105 558,985 SH SOLE 0 558,985 HISPANIC BROAD CL A 43357B104 7,217 351,200 SH SOLE 0 351,200 HOLLYWOOD ENTM COM 436141105 2,022 133,910 SH SOLE 0 133,910 HOLOGIC INC COM 436440101 1,659 135,900 SH SOLE 0 135,900 HOME DEPOT INC COM 437076102 63,336 2,636,814 SH SOLE 0 2,636,814 HON INDS INC COM 438092108 4,697 166,100 SH SOLE 0 166,100 HONDA MOTOR LT COM 438128308 307 17,000 SH SOLE 0 17,000 HONEYWELL INTL COM 438516106 40,216 1,675,659 SH SOLE 0 1,675,659 HOOPER HOLMES COM 439104100 2,191 356,800 SH SOLE 0 356,800 HORACE MANN ED COM 440327104 10,679 696,600 SH SOLE 0 696,600 HORMEL FOODS C COM 440452100 9,129 391,300 SH SOLE 0 391,300 HOSPITALITY PP REIT 44106M102 7,403 210,300 SH SOLE 0 210,300 HOST MARRIOTT COM 44107P104 4,244 479,566 SH SOLE 0 479,566 HOT TOPIC INC COM 441339108 6,916 302,293 SH SOLE 0 302,293 HOTELS COM COM 44147T108 748 13,700 SH SOLE 0 13,700 HOUSEHOLD INTL COM 441815107 12,974 466,526 SH SOLE 0 466,526 HOVNANIAN ENTE CL A 442487203 403 12,700 SH SOLE 0 12,700 HRPT PPTYS TR REIT 40426W101 496 60,200 SH SOLE 0 60,200 HUBBELL INC CL B 443510201 8,866 252,300 SH SOLE 0 252,300 HUDSON CITY BA COM 443683107 1,047 56,200 SH SOLE 0 56,200 HUDSON UNITED COM 444165104 7,763 249,623 SH SOLE 0 249,623 HUFFY CORP COM 444356109 511 85,600 SH SOLE 0 85,600 HUGHES SUPPLY COM 444482103 4,754 174,000 SH SOLE 0 174,000 HUMAN GENOME S COM 444903108 1,924 218,420 SH SOLE 0 218,420 HUMANA INC COM 444859102 1,245 124,494 SH SOLE 0 124,494 HUNT J B TRANS COM 445658107 5,843 199,430 SH SOLE 0 199,430 HUNTINGTON BAN COM 446150104 3,323 177,585 SH SOLE 0 177,585 HURRICANE HYDR CL A 44779E106 588 56,450 SH SOLE 0 56,450 HUTCHINSON TEC COM 448407106 16,887 815,800 SH SOLE 0 815,800 HYDRIL CO COM 448774109 3,178 134,850 SH SOLE 0 134,850 HYPERCOM CORP COM 44913M105 1,143 306,400 SH SOLE 0 306,400 HYPERION SOLUT COM 44914M104 9,166 357,085 SH SOLE 0 357,085 I2 TECHNOLOGIE COM 465754109 964 838,100 SH SOLE 0 838,100 ICICI BK LTD ADR 45104G104 1,539 236,700 SH SOLE 0 236,700 ICN PHARMACEUT CONV 448924AM2 896 1,110,000 SH SOLE 0 1,110,000 ICN PHARMACEUT COM 448924100 2,577 236,250 SH SOLE 0 236,250 ICU MED INC COM 44930G107 3,519 94,350 SH SOLE 0 94,350 IDACORP INC COM 451107106 2,652 106,800 SH SOLE 0 106,800 IDEC PHARMACEU COM 449370105 14,784 445,700 SH SOLE 0 445,700 IDEX CORP COM 45167R104 6,913 211,400 SH SOLE 0 211,400 IDEXX LABS INC COM 45168D104 7,309 222,500 SH SOLE 0 222,500 IDX SYS CORP COM 449491109 244 14,300 SH SOLE 0 14,300 IGEN INC COM 449536101 3,059 71,400 SH SOLE 0 71,400 IHOP CORP COM 449623107 2,779 115,800 SH SOLE 0 115,800 II VI INC COM 902104108 1,384 86,200 SH SOLE 0 86,200 ILEX ONCOLOGY COM 451923106 403 57,050 SH SOLE 0 57,050 ILLINOIS TOOL COM 452308109 36,192 558,005 SH SOLE 0 558,005 IMAGISTICS INT COM 45247T104 2,018 100,900 SH SOLE 0 100,900 IMATION CORP COM 45245A107 4,652 132,600 SH SOLE 0 132,600 IMC GLOBAL INC COM 449669100 5,035 471,900 SH SOLE 0 471,900 IMCLONE SYS IN COM 45245W109 454 42,700 SH SOLE 0 42,700 IMCO RECYCLING COM 449681105 1,546 190,100 SH SOLE 0 190,100 IMPAC MTG HLDG COM 45254P102 565 49,100 SH SOLE 0 49,100 IMPATH INC COM 45255G101 3,676 186,400 SH SOLE 0 186,400 IMS HEALTH INC COM 449934108 2,914 182,116 SH SOLE 0 182,116 INAMED CORP COM 453235103 3,736 121,300 SH SOLE 0 121,300 INCO LTD COM 453258402 518 24,400 SH SOLE 0 24,400 INCYTE GENOMIC CONV 45337CAC6 1,346 1,947,000 SH SOLE 0 1,947,000 INCYTE GENOMIC COM 45337C102 1,593 349,300 SH SOLE 0 349,300 INDEPENDENCE C COM 453414104 4,822 190,000 SH SOLE 0 190,000 INDYMAC BANCOR COM 456607100 3,410 184,400 SH SOLE 0 184,400 INFOCUS CORP COM 45665B106 683 110,800 SH SOLE 0 110,800 INFORMATION HL COM 456727106 1,873 120,700 SH SOLE 0 120,700 INFORMATION RE COM 456905108 262 163,700 SH SOLE 0 163,700 INFOSYS TECHNO COM 456788108 3,074 44,200 SH SOLE 0 44,200 INGERSOLL-RAND CL A G4776G101 9,077 210,804 SH SOLE 0 210,804 INNKEEPERS USA COM 4576J0104 93 12,200 SH SOLE 0 12,200 INNOVATIVE SOL COM 45769N105 4,681 750,192 SH SOLE 0 750,192 INPUT/OUTPUT I COM 457652105 1,201 282,700 SH SOLE 0 282,700 INSIGHT ENTERP COM 45765U103 2,271 273,275 SH SOLE 0 273,275 INSITUFORM TEC CL A 457667103 2,501 146,700 SH SOLE 0 146,700 INSURANCE AUTO COM 457875102 1,125 67,800 SH SOLE 0 67,800 INTEGRATED CIR COM 45811K208 2,619 143,500 SH SOLE 0 143,500 INTEGRATED DEV COM 458118106 3,691 441,000 SH SOLE 0 441,000 INTEL CORP COM 458140100 92,791 5,959,582 SH SOLE 0 5,959,582 INTER TEL INC COM 458372109 3,451 165,050 SH SOLE 0 165,050 INTERCEPT INC COM 45845L107 244 14,400 SH SOLE 0 14,400 INTERDIGITAL C COM 45866A105 1,022 70,200 SH SOLE 0 70,200 INTERFACE INC CL A 458665106 870 283,400 SH SOLE 0 283,400 INTERGRAPH COR COM 458683109 1,570 88,400 SH SOLE 0 88,400 INTERMAGNETICS COM 458771102 1,795 91,376 SH SOLE 0 91,376 INTERMET CORP COM 45881K104 593 141,100 SH SOLE 0 141,100 INTERMUNE INC COM 45884X103 1,943 76,150 SH SOLE 0 76,150 INTERNATIONAL COM 459044103 404 10,250 SH SOLE 0 10,250 INTERNATIONAL COM 459200101 101,733 1,312,688 SH SOLE 0 1,312,688 INTERNATIONAL COM 459506101 2,024 57,664 SH SOLE 0 57,664 INTERNATIONAL COM 459902102 5,314 70,000 SH SOLE 0 70,000 INTERNATIONAL COM 460043102 3,732 176,100 SH SOLE 0 176,100 INTERNATIONAL COM 460254105 4,537 245,750 SH SOLE 0 245,750 INTERNATIONAL CL A 460335201 6,007 161,100 SH SOLE 0 161,100 INTERNET SEC S COM 46060X107 4,191 228,650 SH SOLE 0 228,650 INTERPUBLIC GR CONV 460690AF7 1,024 1,175,000 SH SOLE 0 1,175,000 INTERPUBLIC GR CONV 460690AQ3 316 405,000 SH SOLE 0 405,000 INTERPUBLIC GR COM 460690100 3,994 283,668 SH SOLE 0 283,668 INTERSIL CORP CL A 46069S109 7,530 540,150 SH SOLE 0 540,150 INTERSTATE BAK COM 46072H108 2,032 133,230 SH SOLE 0 133,230 INTL PAPER CO COM 460146103 13,005 371,878 SH SOLE 0 371,878 INTUIT COM 461202103 6,010 128,100 SH SOLE 0 128,100 INVACARE CORP COM 461203101 7,453 223,800 SH SOLE 0 223,800 INVESTMENT TEC COM 46145F105 4,734 211,720 SH SOLE 0 211,720 INVESTORS FINL COM 461915100 5,346 195,170 SH SOLE 0 195,170 INVISION TECHN COM 461851107 878 33,300 SH SOLE 0 33,300 INVITROGEN COR COM 46185R100 1,245 39,800 SH SOLE 0 39,800 IONICS INC COM 462218108 3,395 148,900 SH SOLE 0 148,900 IPC HLDGS LTD COM G4933P101 3,428 108,700 SH SOLE 0 108,700 IRON MTN INC P COM 462846106 1,126 34,100 SH SOLE 0 34,100 IRWIN FINL COR COM 464119106 2,534 153,600 SH SOLE 0 153,600 ISHARES TR COM 464287408 5,662 131,581 SH SOLE 0 131,581 ISHARES TR COM 464287465 9,035 91,257 SH SOLE 0 91,257 ISHARES TR COM 464287648 1,663 41,740 SH SOLE 0 41,740 ISHARES TR COM 464287804 7,361 75,535 SH SOLE 0 75,535 ISTAR FINL INC COM 45031U101 1,029 36,700 SH SOLE 0 36,700 ITLA CAP CORP COM 450565106 1,153 34,700 SH SOLE 0 34,700 ITRON INC COM 465741106 3,675 191,700 SH SOLE 0 191,700 ITT EDUCATIONA COM 45068B109 5,932 251,900 SH SOLE 0 251,900 ITT INDS INC I COM 450911102 4,136 68,149 SH SOLE 0 68,149 IVAX CORP COM 465823102 6,661 549,100 SH SOLE 0 549,100 IXIA COM 45071R109 46 12,600 SH SOLE 0 12,600 J & J SNACK FO COM 466032109 1,753 49,100 SH SOLE 0 49,100 J D EDWARDS & COM 281667105 1,896 168,100 SH SOLE 0 168,100 J JILL GROUP I COM 466189107 3,618 258,765 SH SOLE 0 258,765 J P MORGAN CHA COM 46625H100 59,626 2,484,437 SH SOLE 0 2,484,437 JABIL CIRCUIT COM 466313103 2,623 146,400 SH SOLE 0 146,400 JACK IN THE BO COM 466367109 3,745 216,600 SH SOLE 0 216,600 JACOBS ENGR GR COM 469814107 7,092 199,200 SH SOLE 0 199,200 JAKKS PAC INC COM 47012E106 1,820 135,100 SH SOLE 0 135,100 JARDEN CORP COM 471109108 738 30,900 SH SOLE 0 30,900 JDA SOFTWARE G COM 46612K108 1,727 178,800 SH SOLE 0 178,800 JDS UNIPHASE C COM 46612J101 2,529 1,023,909 SH SOLE 0 1,023,909 JEFFERIES GROU COM 472319102 7,353 175,200 SH SOLE 0 175,200 JEFFERSON PILO COM 475070108 4,192 110,001 SH SOLE 0 110,001 JETBLUE AWYS C COM 477143101 1,591 58,935 SH SOLE 0 58,935 JLG INDS INC COM 466210101 1,794 238,200 SH SOLE 0 238,200 JO-ANN STORES CL A 47758P109 7,403 322,300 SH SOLE 0 322,300 JO-ANN STORES CL B 47758P208 8,573 443,300 SH SOLE 0 443,300 JOHNSON & JOHN COM 478160104 146,360 2,725,007 SH SOLE 0 2,725,007 JOHNSON CTLS I COM 478366107 8,317 103,741 SH SOLE 0 103,741 JONES APPAREL COM 480074103 7,747 218,600 SH SOLE 0 218,600 JONES LANG LAS COM 48020Q107 1,318 85,700 SH SOLE 0 85,700 JOY GLOBAL INC COM 481165108 7,127 632,974 SH SOLE 0 632,974 JUNIPER NETWOR CONV 48203RAA2 2,999 3,870,000 SH SOLE 0 3,870,000 K V PHARMACEUT CL B 482740107 511 21,500 SH SOLE 0 21,500 K V PHARMACEUT CL A 482740206 5,338 230,080 SH SOLE 0 230,080 K2 INC COM 482732104 933 99,300 SH SOLE 0 99,300 KAMAN CORP CL A 483548103 1,366 124,200 SH SOLE 0 124,200 KANSAS CITY SO COM 485170302 4,897 408,100 SH SOLE 0 408,100 KAYDON CORP COM 486587108 1,796 84,700 SH SOLE 0 84,700 KB HOME COM 48666K109 1,569 36,612 SH SOLE 0 36,612 KEANE INC COM 486665102 1,815 201,900 SH SOLE 0 201,900 KEITHLEY INSTR COM 487584104 1,761 140,900 SH SOLE 0 140,900 KELLOGG CO COM 487836108 11,386 332,255 SH SOLE 0 332,255 KELLWOOD CO COM 488044108 3,684 141,700 SH SOLE 0 141,700 KELLY SVCS INC CL A 488152208 2,471 100,000 SH SOLE 0 100,000 KEMET CORP COM 488360108 2,126 243,200 SH SOLE 0 243,200 KENDLE INTERNA COM 48880L107 940 106,800 SH SOLE 0 106,800 KENNAMETAL INC COM 489170100 3,417 99,100 SH SOLE 0 99,100 KENSEY NASH CO COM 490057106 2,393 131,000 SH SOLE 0 131,000 KERR MCGEE COR COM 492386107 26,645 601,472 SH SOLE 0 601,472 KEY ENERGY SVC COM 492914106 4,127 460,140 SH SOLE 0 460,140 KEYCORP NEW COM 493267108 8,031 319,444 SH SOLE 0 319,444 KEYSPAN CORP COM 49337W100 3,693 104,800 SH SOLE 0 104,800 KILROY RLTY CO COM 49427F108 3,566 154,700 SH SOLE 0 154,700 KIMBERLY CLARK COM 494368103 18,388 387,355 SH SOLE 0 387,355 KIMCO REALTY C COM 49446R109 867 28,300 SH SOLE 0 28,300 KINDER MORGAN COM 49455P101 3,863 91,400 SH SOLE 0 91,400 KING PHARMACEU COM 495582108 3,806 221,400 SH SOLE 0 221,400 KIRBY CORP COM 497266106 3,640 132,900 SH SOLE 0 132,900 KLA-TENCOR COR COM 482480100 4,188 118,396 SH SOLE 0 118,396 KNIGHT RIDDER COM 499040103 3,919 61,958 SH SOLE 0 61,958 KNIGHT TRANSN COM 499064103 5,201 247,650 SH SOLE 0 247,650 KOHLS CORP COM 500255104 61,601 1,101,000 SH SOLE 0 1,101,000 KONINKLIJKE PH S ADR 500472303 4,869 275,385 SH SOLE 0 275,385 KOOKMIN BK NEW S ADR 50049M109 5,024 142,130 SH SOLE 0 142,130 KOPIN CORP COM 500600101 1,506 384,300 SH SOLE 0 384,300 KOREA ELECTRIC S ADR 500631106 725 85,300 SH SOLE 0 85,300 KORN FERRY INT COM 500643200 798 106,700 SH SOLE 0 106,700 KOS PHARMACEUT COM 500648100 228 12,000 SH SOLE 0 12,000 KOSAN BIOSCIEN COM 50064W107 217 35,800 SH SOLE 0 35,800 KRAFT FOODS IN CL A 50075N104 6,513 167,291 SH SOLE 0 167,291 KRISPY KREME D COM 501014104 6,180 182,996 SH SOLE 0 182,996 KROGER CO COM 501044101 8,869 574,030 SH SOLE 0 574,030 KROLL INC COM 501049100 5,850 306,590 SH SOLE 0 306,590 KRONOS INC COM 501052104 4,615 124,775 SH SOLE 0 124,775 K-SWISS INC CL A 482686102 2,160 99,500 SH SOLE 0 99,500 KT CORP S ADR 48268K101 19,455 902,776 SH SOLE 0 902,776 KULICKE & SOFF COM 501242101 1,562 273,000 SH SOLE 0 273,000 L-3 COMMUNICAT COM 502424104 11,973 266,600 SH SOLE 0 266,600 LA Z BOY INC COM 505336107 9,085 378,870 SH SOLE 0 378,870 LABONE INC NEW COM 50540L105 418 23,600 SH SOLE 0 23,600 LABOR READY IN COM 505401208 1,462 227,650 SH SOLE 0 227,650 LABORATORY COR COM 50540R409 651 28,000 SH SOLE 0 28,000 LABRANCHE & CO COM 505447102 4,473 167,900 SH SOLE 0 167,900 LACLEDE GROUP COM 505597104 2,536 104,800 SH SOLE 0 104,800 LAM RESEARCH C COM 512807108 5,424 502,200 SH SOLE 0 502,200 LANCASTER COLO COM 513847103 4,031 103,150 SH SOLE 0 103,150 LANCE INC COM 514606102 1,907 161,100 SH SOLE 0 161,100 LANDAMERICA FI COM 514936103 3,580 101,000 SH SOLE 0 101,000 LANDRYS RESTAU COM 51508L103 3,785 178,190 SH SOLE 0 178,190 LANDSTAR SYS I COM 515098101 7,055 120,890 SH SOLE 0 120,890 LATTICE SEMICO COM 518415104 3,907 445,500 SH SOLE 0 445,500 LAWSON PRODS I COM 520776105 1,633 52,700 SH SOLE 0 52,700 LEAPFROG ENTER CL A 52186N106 477 18,970 SH SOLE 0 18,970 LEAR CORP COM 521865105 7,894 237,200 SH SOLE 0 237,200 LEE ENTERPRISE COM 523768109 7,193 214,600 SH SOLE 0 214,600 LEGATO SYS INC COM 524651106 3,689 733,407 SH SOLE 0 733,407 LEGG MASON INC COM 524901105 8,969 184,766 SH SOLE 0 184,766 LEGGETT & PLAT COM 524660107 3,817 170,100 SH SOLE 0 170,100 LEHMAN BROS HL COM 524908100 11,488 215,574 SH SOLE 0 215,574 LENNAR CORP COM 526057104 9,443 183,000 SH SOLE 0 183,000 LENNOX INTL IN COM 526107107 4,019 320,253 SH SOLE 0 320,253 LEUCADIA NATL COM 527288104 5,820 156,000 SH SOLE 0 156,000 LEVEL 3 COMMUN COM 52729N100 485 98,900 SH SOLE 0 98,900 LEXAR MEDIA IN COM 52886P104 1,516 241,790 SH SOLE 0 241,790 LEXMARK INTL N CL A 529771107 5,227 86,400 SH SOLE 0 86,400 LIBBEY INC COM 529898108 2,137 82,200 SH SOLE 0 82,200 LIBERTY MEDIA COM 530718105 1,460 163,300 SH SOLE 0 163,300 LIBERTY PPTY T REIT 531172104 6,017 188,400 SH SOLE 0 188,400 LIFEPOINT HOSP COM 53219L109 4,133 138,100 SH SOLE 0 138,100 LILLY ELI & CO COM 532457108 51,519 811,319 SH SOLE 0 811,319 LIMITED BRANDS COM 532716107 5,339 383,286 SH SOLE 0 383,286 LIN TV CORP CL A 532774106 1,261 51,770 SH SOLE 0 51,770 LINCARE HLDGS COM 532791100 10,112 319,800 SH SOLE 0 319,800 LINCOLN NATL C COM 534187109 4,230 133,952 SH SOLE 0 133,952 LINDSAY MFG CO COM 535555106 2,069 96,700 SH SOLE 0 96,700 LINEAR TECHNOL COM 535678106 6,926 269,300 SH SOLE 0 269,300 LINENS N THING COM 535679104 8,337 368,900 SH SOLE 0 368,900 LITHIA MTRS IN CL A 536797103 1,641 104,600 SH SOLE 0 104,600 LIZ CLAIBORNE COM 539320101 2,313 77,994 SH SOLE 0 77,994 LOCAL FINL COR COM 539553107 2,425 165,500 SH SOLE 0 165,500 LOCKHEED MARTI COM 539830109 25,013 433,130 SH SOLE 0 433,130 LOEWS CORP COM 540424108 6,125 137,758 SH SOLE 0 137,758 LONE STAR STEA COM 542307103 2,247 116,200 SH SOLE 0 116,200 LONE STAR TECH COM 542312103 2,351 157,900 SH SOLE 0 157,900 LONGS DRUG STO COM 543162101 2,244 108,203 SH SOLE 0 108,203 LONGVIEW FIBRE COM 543213102 1,040 143,900 SH SOLE 0 143,900 LOUISIANA PAC COM 546347105 570 70,719 SH SOLE 0 70,719 LOWES COS INC COM 548661107 23,800 634,656 SH SOLE 0 634,656 LSI INDS INC COM 50216C108 1,150 83,000 SH SOLE 0 83,000 LSI LOGIC CORP CONV 502161AE2 3,653 4,105,000 SH SOLE 0 4,105,000 LSI LOGIC CORP CONV 502161AG7 2,111 2,590,000 SH SOLE 0 2,590,000 LSI LOGIC CORP COM 502161102 1,548 268,322 SH SOLE 0 268,322 LTX CORP COM 502392103 839 139,100 SH SOLE 0 139,100 LUBRIZOL CORP COM 549271104 4,423 145,000 SH SOLE 0 145,000 LUBYS INC COM 549282101 361 124,200 SH SOLE 0 124,200 LUCENT TECHNOL COM 549463107 3,504 2,780,855 SH SOLE 0 2,780,855 LUXOTTICA GROU S ADR 55068R202 6,845 501,500 SH SOLE 0 501,500 LYDALL INC DEL COM 550819106 1,755 154,600 SH SOLE 0 154,600 LYONDELL CHEMI COM 552078107 6,143 486,000 SH SOLE 0 486,000 M & T BK CORP COM 55261F104 20,885 263,200 SH SOLE 0 263,200 M D C HLDGS IN COM 552676108 6,486 169,531 SH SOLE 0 169,531 MACATAWA BK CO COM 554225102 1,681 84,688 SH SOLE 0 84,688 MACDERMID INC COM 554273102 4,824 211,100 SH SOLE 0 211,100 MACERICH CO COM 554382101 45,101 1,466,700 SH SOLE 0 1,466,700 MACK CALI RLTY COM 554489104 42,699 1,409,200 SH SOLE 0 1,409,200 MACROMEDIA INC COM 556100105 3,456 324,500 SH SOLE 0 324,500 MACROVISION CO COM 555904101 2,590 161,500 SH SOLE 0 161,500 MADDEN STEVEN COM 556269108 1,148 63,520 SH SOLE 0 63,520 MAF BANCORP IN COM 55261R108 4,372 128,600 SH SOLE 0 128,600 MAGNA INTL INC CL A 559222401 3,897 69,400 SH SOLE 0 69,400 MAGNETEK INC COM 559424106 579 130,400 SH SOLE 0 130,400 MAGNUM HUNTER COM 55972F203 693 116,400 SH SOLE 0 116,400 MAHANAGAR TEL S ADR 559778402 6,367 1,612,007 SH SOLE 0 1,612,007 MANDALAY RESOR COM 562567107 5,941 194,100 SH SOLE 0 194,100 MANHATTAN ASSO COM 562750109 6,510 275,140 SH SOLE 0 275,140 MANITOWOC INC COM 563571108 4,977 195,175 SH SOLE 0 195,175 MANOR CARE INC COM 564055101 1,348 72,422 SH SOLE 0 72,422 MANPOWER INC COM 56418H100 7,892 247,400 SH SOLE 0 247,400 MANTECH INTL C CL A 564563104 995 52,200 SH SOLE 0 52,200 MANUFACTURED H COM 564682102 3,366 113,600 SH SOLE 0 113,600 MANUFACTURERS COM 565005105 1,374 248,000 SH SOLE 0 248,000 MAPINFO CORP COM 565105103 465 83,800 SH SOLE 0 83,800 MARATHON OIL C COM 565849106 4,958 232,879 SH SOLE 0 232,879 MARCUS CORP COM 566330106 2,307 162,450 SH SOLE 0 162,450 MARKEL CORP COM 570535104 1,336 6,500 SH SOLE 0 6,500 MARRIOTT INTL CL A 571903202 5,995 182,371 SH SOLE 0 182,371 MARSH & MCLENN COM 571748102 16,871 365,102 SH SOLE 0 365,102 MARSHALL & ILS COM 571834100 6,333 231,300 SH SOLE 0 231,300 MARTEK BIOSCIE COM 572901106 1,393 55,650 SH SOLE 0 55,650 MARTIN MARIETT COM 573284106 4,217 137,539 SH SOLE 0 137,539 MARVELL TECHNO COM G5876H105 700 37,100 SH SOLE 0 37,100 MASCO CORP COM 574599106 10,672 506,986 SH SOLE 0 506,986 MASSEY ENERGY COM 576206106 4,893 503,400 SH SOLE 0 503,400 MATERIAL SCIEN COM 576674105 1,007 77,800 SH SOLE 0 77,800 MATTEL INC COM 577081102 7,199 375,936 SH SOLE 0 375,936 MAVERICK TUBE COM 577914104 4,848 372,100 SH SOLE 0 372,100 MAXIM INTEGRAT COM 57772K101 8,584 259,800 SH SOLE 0 259,800 MAXIMUS INC COM 577933104 5,206 199,450 SH SOLE 0 199,450 MAXTOR CORP COM 577729205 2,728 539,156 SH SOLE 0 539,156 MAY DEPT STORE COM 577778103 4,889 212,736 SH SOLE 0 212,736 MAYTAG CORP COM 578592107 1,379 48,382 SH SOLE 0 48,382 MBIA INC COM 55262C100 9,331 212,737 SH SOLE 0 212,737 MBNA CORP COM 55262L100 47,767 2,511,411 SH SOLE 0 2,511,411 MCCORMICK & CO COM 579780206 9,159 394,800 SH SOLE 0 394,800 MCDATA CORP CL A 580031201 2,732 384,762 SH SOLE 0 384,762 MCDERMOTT INTL COM 580037109 163 37,298 SH SOLE 0 37,298 MCDONALDS CORP COM 580135101 15,333 953,515 SH SOLE 0 953,515 MCG CAPITAL CO COM 58047P107 1,648 153,000 SH SOLE 0 153,000 MCGRAW HILL CO COM 580645109 9,777 161,766 SH SOLE 0 161,766 MCKESSON CORP COM 58155Q103 6,265 231,790 SH SOLE 0 231,790 MDU RES GROUP COM 552690109 5,219 202,200 SH SOLE 0 202,200 MEADE INSTRUME COM 583062104 735 235,700 SH SOLE 0 235,700 MEADWESTVACO C COM 583334107 3,662 148,208 SH SOLE 0 148,208 MEDIA GEN INC CL A 584404107 3,915 65,300 SH SOLE 0 65,300 MEDICINES CO COM 584688105 4,499 280,850 SH SOLE 0 280,850 MEDICIS PHARMA CL A 584690309 9,412 189,500 SH SOLE 0 189,500 MEDIMMUNE INC COM 584699102 7,722 284,200 SH SOLE 0 284,200 MEDQUIST INC COM 584949101 1,009 49,800 SH SOLE 0 49,800 MEDTRONIC INC COM 585055106 56,235 1,233,234 SH SOLE 0 1,233,234 MELLON FINL CO COM 58551A108 9,493 363,564 SH SOLE 0 363,564 MEMBERWORKS IN COM 586002107 1,271 70,700 SH SOLE 0 70,700 MEMC ELECTR MA COM 552715104 855 112,900 SH SOLE 0 112,900 MENS WEARHOUSE COM 587118100 4,694 273,720 SH SOLE 0 273,720 MENTOR CORP MI COM 587188103 4,943 128,400 SH SOLE 0 128,400 MENTOR GRAPHIC COM 587200106 1,789 227,600 SH SOLE 0 227,600 MERCANTILE BAN COM 587405101 7,494 194,200 SH SOLE 0 194,200 MERCK & CO INC COM 589331107 93,439 1,650,566 SH SOLE 0 1,650,566 MERCURY COMPUT COM 589378108 3,836 125,700 SH SOLE 0 125,700 MERCURY INTERA COM 589405109 1,595 53,800 SH SOLE 0 53,800 MEREDITH CORP COM 589433101 1,265 30,772 SH SOLE 0 30,772 MERITAGE CORP COM 59001A102 1,376 40,900 SH SOLE 0 40,900 MERIX CORP COM 590049102 484 57,600 SH SOLE 0 57,600 MERRILL LYNCH COM 590188108 39,693 1,045,922 SH SOLE 0 1,045,922 MESA AIR GROUP COM 590479101 977 240,100 SH SOLE 0 240,100 METHODE ELECTR CL A 591520200 2,197 200,300 SH SOLE 0 200,300 METLIFE INC COM 59156R108 17,038 630,100 SH SOLE 0 630,100 METRIS COS INC COM 591598107 691 279,600 SH SOLE 0 279,600 METRO ONE TELE COM 59163F105 878 136,200 SH SOLE 0 136,200 MFC BANCORP LT COM 55271X202 1,134 156,375 SH SOLE 0 156,375 MGI PHARMA INC COM 552880106 1,010 139,300 SH SOLE 0 139,300 MGIC INVT CORP COM 552848103 3,137 75,948 SH SOLE 0 75,948 MGM MIRAGE COM 552953101 257 7,800 SH SOLE 0 7,800 MICHAELS STORE COM 594087108 29,857 953,900 SH SOLE 0 953,900 MICREL INC COM 594793101 2,322 258,600 SH SOLE 0 258,600 MICROCHIP TECH COM 595017104 14,895 609,201 SH SOLE 0 609,201 MICRON TECHNOL COM 595112103 5,058 519,270 SH SOLE 0 519,270 MICROS SYS INC COM 594901100 3,296 147,000 SH SOLE 0 147,000 MICROSEMI CORP COM 595137100 974 159,900 SH SOLE 0 159,900 MICROSOFT CORP COM 594918104 301,196 5,825,849 SH SOLE 0 5,825,849 MICROSTRATEGY CL A 594972408 862 57,072 SH SOLE 0 57,072 MID ATLANTIC M COM 59523C107 9,855 304,170 SH SOLE 0 304,170 MIDAS GROUP IN COM 595626102 533 82,900 SH SOLE 0 82,900 MIDCAP SPDR TR COM 595635103 41,287 524,945 SH SOLE 0 524,945 MIDWAY GAMES I COM 598148104 1,073 257,300 SH SOLE 0 257,300 MIDWEST EXPRES COM 597911106 460 85,900 SH SOLE 0 85,900 MILACRON INC COM 598709103 1,111 186,773 SH SOLE 0 186,773 MILLENNIUM PHA COM 599902103 6,919 871,371 SH SOLE 0 871,371 MILLER HERMAN COM 600544100 3,886 211,200 SH SOLE 0 211,200 MILLIPORE CORP COM 601073109 1,950 57,341 SH SOLE 0 57,341 MILLS CORP COM 601148109 422 14,400 SH SOLE 0 14,400 MINERALS TECHN COM 603158106 3,262 75,600 SH SOLE 0 75,600 MINORPLANET SY COM 604363101 664 862,412 SH SOLE 0 862,412 MIRANT CORP COM 604675108 557 297,905 SH SOLE 0 297,905 MOBILE MINI IN COM 60740F105 1,236 78,900 SH SOLE 0 78,900 MODINE MFG CO COM 607828100 2,201 124,506 SH SOLE 0 124,506 MOHAWK INDS IN COM 608190104 11,518 202,250 SH SOLE 0 202,250 MOLEX INC COM 608554101 1,787 77,575 SH SOLE 0 77,575 MOLEX INC CL A 608554200 1,333 67,000 SH SOLE 0 67,000 MONACO COACH C COM 60886R103 2,642 159,650 SH SOLE 0 159,650 MONOLITHIC SYS COM 609842109 1,800 149,000 SH SOLE 0 149,000 MONSANTO CO NE COM 61166W101 6,004 311,914 SH SOLE 0 311,914 MONY GROUP INC COM 615337102 3,170 132,400 SH SOLE 0 132,400 MOODYS CORP COM 615369105 4,801 116,270 SH SOLE 0 116,270 MOOG INC CL A 615394202 497 16,000 SH SOLE 0 16,000 MORGAN STANLEY COM 617446448 61,467 1,539,750 SH SOLE 0 1,539,750 MOTOROLA INC COM 620076109 19,036 2,200,643 SH SOLE 0 2,200,643 MOVIE GALLERY COM 624581104 629 48,400 SH SOLE 0 48,400 MPS GROUP INC COM 553409103 2,960 534,300 SH SOLE 0 534,300 MRO SOFTWARE I COM 55347W105 1,631 134,300 SH SOLE 0 134,300 MSC INDL DIREC CL A 553530106 678 38,200 SH SOLE 0 38,200 MTC TECHNOLOGI COM 55377A106 524 20,700 SH SOLE 0 20,700 MUELLER INDS I COM 624756102 5,175 189,900 SH SOLE 0 189,900 MULTIMEDIA GAM COM 625453105 836 30,440 SH SOLE 0 30,440 MURPHY OIL COR COM 626717102 11,064 258,200 SH SOLE 0 258,200 MYERS INDS INC COM 628464109 1,781 166,451 SH SOLE 0 166,451 MYKROLIS CORP COM 62852P103 1,083 148,300 SH SOLE 0 148,300 MYLAN LABS INC COM 628530107 13,513 387,200 SH SOLE 0 387,200 MYRIAD GENETIC COM 62855J104 146 10,000 SH SOLE 0 10,000 NABI BIOPHARMA COM 629519109 1,031 166,300 SH SOLE 0 166,300 NABORS INDUSTR COM G6359F103 5,428 153,900 SH SOLE 0 153,900 NASDAQ 100 TR COM 631100104 2,922 119,900 SH SOLE 0 119,900 NASH FINCH CO COM 631158102 510 66,000 SH SOLE 0 66,000 NATIONAL CITY COM 635405103 12,552 459,438 SH SOLE 0 459,438 NATIONAL COMME COM 63545P104 13,813 579,155 SH SOLE 0 579,155 NATIONAL FUEL COM 636180101 5,406 260,800 SH SOLE 0 260,800 NATIONAL INSTR COM 636518102 4,675 143,900 SH SOLE 0 143,900 NATIONAL PREST COM 637215104 1,114 37,900 SH SOLE 0 37,900 NATIONAL SEMIC COM 637640103 2,110 140,585 SH SOLE 0 140,585 NATIONAL-OILWE COM 637071101 23,028 1,054,400 SH SOLE 0 1,054,400 NATURES SUNSHI COM 639027101 819 84,300 SH SOLE 0 84,300 NATUZZI S P A ADR 63905A101 1,570 154,500 SH SOLE 0 154,500 NAUTICA ENTERP COM 639089101 2,068 186,100 SH SOLE 0 186,100 NAVIGANT INTL COM 63935R108 575 46,600 SH SOLE 0 46,600 NAVISTAR INTL COM 63934E108 1,038 42,690 SH SOLE 0 42,690 NBTY INC COM 628782104 7,916 450,300 SH SOLE 0 450,300 NCO GROUP INC COM 628858102 2,287 143,400 SH SOLE 0 143,400 NCR CORP NEW COM 62886E108 4,905 206,600 SH SOLE 0 206,600 NDCHEALTH CORP COM 639480102 5,480 275,400 SH SOLE 0 275,400 NEIMAN MARCUS CL A 640204202 4,710 155,000 SH SOLE 0 155,000 NELSON THOMAS COM 640376109 797 79,500 SH SOLE 0 79,500 NEOWARE SYS IN COM 64065P102 1,769 118,640 SH SOLE 0 118,640 NETEGRITY INC COM 64110P107 615 189,200 SH SOLE 0 189,200 NETIQ CORP COM 64115P102 905 73,300 SH SOLE 0 73,300 NETSCREEN TECH COM 64117V107 1,630 96,808 SH SOLE 0 96,808 NETSOLVE INC COM 64115J106 5,451 807,576 SH SOLE 0 807,576 NETWORK APPLIA COM 64120L104 2,156 215,600 SH SOLE 0 215,600 NETWORK EQUIP COM 641208103 488 124,600 SH SOLE 0 124,600 NETWORKS ASSOC COM 640938106 8,656 537,966 SH SOLE 0 537,966 NEUBERGER BERM COM 641234109 6,594 196,900 SH SOLE 0 196,900 NEUROCRINE BIO COM 64125C109 1,589 34,800 SH SOLE 0 34,800 NEUROGEN CORP COM 64124E106 138 37,900 SH SOLE 0 37,900 NEW CENTURY FI COM 64352D101 5,055 199,100 SH SOLE 0 199,100 NEW ENGLAND BU COM 643872104 1,757 72,000 SH SOLE 0 72,000 NEW JERSEY RES COM 646025106 7,422 234,950 SH SOLE 0 234,950 NEW PLAN EXCEL COM 648053106 6,416 336,100 SH SOLE 0 336,100 NEW YORK CMNTY COM 649445103 10,429 361,100 SH SOLE 0 361,100 NEW YORK TIMES CL A 650111107 4,323 94,542 SH SOLE 0 94,542 NEWELL RUBBERM COM 651229106 28,651 944,645 SH SOLE 0 944,645 NEWFIELD EXPL COM 651290108 10,314 286,100 SH SOLE 0 286,100 NEWMONT MINING COM 651639106 9,636 331,917 SH SOLE 0 331,917 NEWPORT CORP COM 651824104 1,404 111,800 SH SOLE 0 111,800 NEWS CORP LTD ADR 652487703 11,318 431,156 SH SOLE 0 431,156 NEXTEL COMMUNI CL A 65332V103 9,730 842,446 SH SOLE 0 842,446 NEXTEL PARTNER CL A 65333F107 1,562 257,400 SH SOLE 0 257,400 NICOR INC COM 654086107 3,406 100,077 SH SOLE 0 100,077 NIKE INC CL B 654106103 10,470 235,448 SH SOLE 0 235,448 NISOURCE INC COM 65473P105 3,622 181,112 SH SOLE 0 181,112 NOBLE CORPORAT COM G65422100 4,380 124,600 SH SOLE 0 124,600 NOBLE ENERGY I COM 655044105 6,072 161,700 SH SOLE 0 161,700 NOKIA CORP S ADR 654902204 25,845 1,667,429 SH SOLE 0 1,667,429 NORDSON CORP COM 655663102 2,346 94,500 SH SOLE 0 94,500 NORDSTROM INC COM 655664100 1,895 99,908 SH SOLE 0 99,908 NORFOLK SOUTHE COM 655844108 6,098 305,076 SH SOLE 0 305,076 NORTEL NETWORK CONV 656568AB8 1,283 2,455,000 SH SOLE 0 2,455,000 NORTEL NETWORK COM 656568102 149 92,690 SH SOLE 0 92,690 NORTH FORK BAN COM 659424105 5,358 158,800 SH SOLE 0 158,800 NORTHEAST UTIL COM 664397106 5,812 383,100 SH SOLE 0 383,100 NORTHERN TR CO COM 665859104 5,763 164,418 SH SOLE 0 164,418 NORTHROP GRUMM COM 666807102 15,652 161,363 SH SOLE 0 161,363 NORTHWEST NAT COM 667655104 3,815 141,000 SH SOLE 0 141,000 NORTHWESTERN C COM 668074107 1,052 207,000 SH SOLE 0 207,000 NOVASTAR FINL COM 669947400 1,136 36,600 SH SOLE 0 36,600 NOVELL INC COM 670006105 2,652 793,948 SH SOLE 0 793,948 NOVELLUS SYS I COM 670008101 4,701 167,410 SH SOLE 0 167,410 NOVEN PHARMACE COM 670009109 1,152 124,800 SH SOLE 0 124,800 NPS PHARMACEUT COM 62936P103 2,627 104,380 SH SOLE 0 104,380 NSTAR COM 67019E107 6,636 149,500 SH SOLE 0 149,500 NU SKIN ENTERP CL A 67018T105 1,099 91,800 SH SOLE 0 91,800 NUCOR CORP COM 670346105 2,406 58,258 SH SOLE 0 58,258 NUEVO ENERGY C COM 670509108 1,179 106,200 SH SOLE 0 106,200 NUI CORP COM 629431107 1,507 87,300 SH SOLE 0 87,300 NVIDIA CORP COM 67066G104 1,333 115,800 SH SOLE 0 115,800 NVR INC COM 62944T105 14,725 45,100 SH SOLE 0 45,100 NYFIX INC COM 670712108 775 172,300 SH SOLE 0 172,300 O CHARLEYS INC COM 670823103 2,133 103,900 SH SOLE 0 103,900 O REILLY AUTOM COM 686091109 7,473 295,500 SH SOLE 0 295,500 O2MICRO INTERN COM G6797E106 246 25,200 SH SOLE 0 25,200 OCCIDENTAL PET COM 674599105 8,069 283,631 SH SOLE 0 283,631 OCEAN ENERGY I COM 67481E106 9,934 497,450 SH SOLE 0 497,450 OCEANEERING IN COM 675232102 3,877 156,690 SH SOLE 0 156,690 ODYSSEY HEALTH COM 67611V101 1,169 33,700 SH SOLE 0 33,700 OFFICE DEPOT I COM 676220106 3,382 229,100 SH SOLE 0 229,100 OFFSHORE LOGIS COM 676255102 2,733 124,700 SH SOLE 0 124,700 OGE ENERGY COR COM 670837103 3,895 221,300 SH SOLE 0 221,300 OHIO CAS CORP COM 677240103 2,218 171,300 SH SOLE 0 171,300 OLD REP INTL C COM 680223104 10,522 375,800 SH SOLE 0 375,800 OLIN CORP COM 680665205 2,516 161,800 SH SOLE 0 161,800 OM GROUP INC COM 670872100 1,073 156,000 SH SOLE 0 156,000 OMI CORP NEW COM Y6476W104 380 92,400 SH SOLE 0 92,400 OMNICARE INC COM 681904108 6,339 266,000 SH SOLE 0 266,000 OMNICOM GROUP COM 681919106 23,898 369,936 SH SOLE 0 369,936 OMNIVISION TEC COM 682128103 646 47,600 SH SOLE 0 47,600 OMNOVA SOLUTIO COM 682129101 885 219,600 SH SOLE 0 219,600 ON ASSIGNMENT COM 682159108 1,247 146,400 SH SOLE 0 146,400 ON TECHNOLOGY COM 68219P108 790 205,318 SH SOLE 0 205,318 ONEOK INC NEW COM 682680103 3,707 193,060 SH SOLE 0 193,060 OPTION CARE IN COM 683948103 893 112,175 SH SOLE 0 112,175 ORACLE CORP COM 68389X105 64,817 6,001,530 SH SOLE 0 6,001,530 ORASURE TECHNO COM 68554V108 551 101,190 SH SOLE 0 101,190 ORBITAL SCIENC COM 685564106 1,064 252,200 SH SOLE 0 252,200 OREGON STL MLS COM 686079104 4,031 1,002,700 SH SOLE 0 1,002,700 ORTHODONTIC CT COM 68750P103 3,092 283,400 SH SOLE 0 283,400 ORTHOFIX INTL COM N6748L102 2,314 82,220 SH SOLE 0 82,220 OSHKOSH B GOSH CL A 688222207 1,905 67,900 SH SOLE 0 67,900 OSHKOSH TRUCK COM 688239201 6,230 101,300 SH SOLE 0 101,300 OSI PHARMACEUT COM 671040103 2,159 131,650 SH SOLE 0 131,650 OSTEOTECH INC COM 688582105 605 93,900 SH SOLE 0 93,900 OUTBACK STEAKH COM 689899102 7,708 223,800 SH SOLE 0 223,800 OVERLAND STORA COM 690310107 1,220 83,700 SH SOLE 0 83,700 OVERSEAS SHIPH COM 690368105 1,736 97,000 SH SOLE 0 97,000 OVERTURE SVCS COM 69039R100 4,987 182,600 SH SOLE 0 182,600 OWENS & MINOR COM 690732102 6,875 418,700 SH SOLE 0 418,700 OXFORD HEALTH COM 691471106 9,794 268,700 SH SOLE 0 268,700 OXFORD INDS IN COM 691497309 1,067 41,600 SH SOLE 0 41,600 P F CHANGS CHI COM 69333Y108 8,287 228,290 SH SOLE 0 228,290 PACCAR INC COM 693718108 4,225 91,598 SH SOLE 0 91,598 PACER INTL INC COM 69373H106 1,346 101,200 SH SOLE 0 101,200 PACIFIC CAP BA COM 69404P101 629 24,700 SH SOLE 0 24,700 PACIFIC SUNWEA COM 694873100 8,205 463,830 SH SOLE 0 463,830 PACIFICARE HEA COM 695112102 2,839 101,022 SH SOLE 0 101,022 PACKAGING CORP COM 695156109 5,375 294,700 SH SOLE 0 294,700 PACTIV CORP COM 695257105 2,279 104,245 SH SOLE 0 104,245 PAC-WEST TELEC COM 69371Y101 61 122,402 SH SOLE 0 122,402 PALL CORP COM 696429307 2,817 168,888 SH SOLE 0 168,888 PALM INC COM 696642206 735 46,800 SH SOLE 0 46,800 PANAMSAT CORP COM 697933109 571 39,000 SH SOLE 0 39,000 PANERA BREAD C CL A 69840W108 9,524 273,608 SH SOLE 0 273,608 PAPA JOHNS INT COM 698813102 1,469 52,700 SH SOLE 0 52,700 PARADYNE NETWO COM 69911G107 76 59,544 SH SOLE 0 59,544 PARAGON TECHNO COM 69912T108 1,470 173,500 SH SOLE 0 173,500 PARAMETRIC TEC COM 699173100 1,439 571,037 SH SOLE 0 571,037 PAREXEL INTL C COM 699462107 1,534 139,600 SH SOLE 0 139,600 PARK ELECTROCH COM 700416209 2,076 108,100 SH SOLE 0 108,100 PARK PL ENTMT COM 700690100 7,998 952,100 SH SOLE 0 952,100 PARKER HANNIFI COM 701094104 4,044 87,674 SH SOLE 0 87,674 PARKWAY PPTYS COM 70159Q104 2,066 58,900 SH SOLE 0 58,900 PATINA OIL & G COM 703224105 7,949 251,160 SH SOLE 0 251,160 PATTERSON DENT COM 703412106 8,420 192,500 SH SOLE 0 192,500 PATTERSON UTI COM 703481101 35,652 1,181,700 SH SOLE 0 1,181,700 PAXAR CORP COM 704227107 3,213 217,800 SH SOLE 0 217,800 PAYCHEX INC COM 704326107 7,196 257,925 SH SOLE 0 257,925 PAYLESS SHOESO COM 704379106 3,280 63,734 SH SOLE 0 63,734 PC-TEL INC COM 69325Q105 749 110,400 SH SOLE 0 110,400 PEABODY ENERGY COM 704549104 4,314 147,600 SH SOLE 0 147,600 PEC SOLUTIONS COM 705107100 746 24,940 SH SOLE 0 24,940 PEDIATRIX MED COM 705324101 5,604 139,900 SH SOLE 0 139,900 PEETS COFFEE & COM 705560100 1,166 82,550 SH SOLE 0 82,550 PEGASUS COMMUN CL A 705904100 130 99,448 SH SOLE 0 99,448 PEGASUS SOLUTI COM 705906105 1,368 136,400 SH SOLE 0 136,400 PENFORD CORP COM 707051108 599 42,500 SH SOLE 0 42,500 PENN NATL GAMI COM 707569109 3,657 230,600 SH SOLE 0 230,600 PENN-AMER GROU COM 707247102 903 99,750 SH SOLE 0 99,750 PENNEY J C INC COM 708160106 5,271 229,094 SH SOLE 0 229,094 PENTAIR INC COM 709631105 4,792 138,700 SH SOLE 0 138,700 PEOPLES BANCOR COM 709789101 323 12,600 SH SOLE 0 12,600 PEOPLES BK BRI COM 710198102 1,462 58,000 SH SOLE 0 58,000 PEOPLES ENERGY COM 711030106 950 24,582 SH SOLE 0 24,582 PEOPLESOFT INC COM 712713106 4,229 231,100 SH SOLE 0 231,100 PEP BOYS MANNY COM 713278109 3,307 285,126 SH SOLE 0 285,126 PEPCO HOLDINGS COM 713291102 10,381 535,400 SH SOLE 0 535,400 PEPSI BOTTLING COM 713409100 4,523 176,000 SH SOLE 0 176,000 PEPSIAMERICAS COM 71343P200 5,695 424,070 SH SOLE 0 424,070 PEPSICO INC COM 713448108 51,510 1,220,041 SH SOLE 0 1,220,041 PEREZ COMPANC S ADR 71367B103 768 122,300 SH SOLE 0 122,300 PERFORMANCE FO COM 713755106 14,156 416,842 SH SOLE 0 416,842 PERICOM SEMICO COM 713831105 2,461 296,150 SH SOLE 0 296,150 PERKINELMER IN COM 714046109 759 91,978 SH SOLE 0 91,978 PEROT SYS CORP CL A 714265105 536 50,000 SH SOLE 0 50,000 PERRIGO CO COM 714290103 3,027 249,100 SH SOLE 0 249,100 PER-SE TECHNOL COM 713569309 403 44,900 SH SOLE 0 44,900 PETCO ANIMAL S COM 716016209 716 30,560 SH SOLE 0 30,560 PETROLEO BRASI S ADR 71654V101 6,662 497,200 SH SOLE 0 497,200 PETROLEO BRASI S ADR 71654V408 26,629 1,782,375 SH SOLE 0 1,782,375 PETSMART INC COM 716768106 7,876 459,790 SH SOLE 0 459,790 PFIZER INC COM 717081103 199,863 6,537,877 SH SOLE 0 6,537,877 PG&E CORP COM 69331C108 7,996 575,277 SH SOLE 0 575,277 PHARMACEUTICAL COM 717124101 10,605 362,324 SH SOLE 0 362,324 PHARMACIA CORP COM 71713U102 46,495 1,112,318 SH SOLE 0 1,112,318 PHARMACOPEIA I COM 71713B104 254 28,500 SH SOLE 0 28,500 PHELPS DODGE C COM 717265102 2,402 75,907 SH SOLE 0 75,907 PHILADELPHIA C COM 717528103 6,487 183,250 SH SOLE 0 183,250 PHILADELPHIA S COM 718009608 8,209 398,497 SH SOLE 0 398,497 PHILIP MORRIS COM 718154107 67,105 1,655,683 SH SOLE 0 1,655,683 PHILIPPINE LON S ADR 718252604 443 88,000 SH SOLE 0 88,000 PHILLIPS VAN H COM 718592108 1,778 153,800 SH SOLE 0 153,800 PHOENIX TECHNO COM 719153108 956 165,630 SH SOLE 0 165,630 PHOTON DYNAMIC COM 719364101 2,545 111,610 SH SOLE 0 111,610 PHOTRONICS INC COM 719405102 2,425 177,000 SH SOLE 0 177,000 PIEDMONT NAT G COM 720186105 6,458 182,700 SH SOLE 0 182,700 PIER 1 IMPORTS COM 720279108 7,347 388,100 SH SOLE 0 388,100 PINNACLE ENTMT COM 723456109 994 143,400 SH SOLE 0 143,400 PINNACLE SYS I COM 723481107 6,369 467,970 SH SOLE 0 467,970 PINNACLE WEST COM 723484101 4,282 125,600 SH SOLE 0 125,600 PIONEER NAT RE COM 723787107 9,840 389,700 SH SOLE 0 389,700 PIONEER STD EL COM 723877106 2,162 235,500 SH SOLE 0 235,500 PITNEY BOWES I COM 724479100 5,643 172,772 SH SOLE 0 172,772 PITTSTON CO COM 725701106 2,825 152,877 SH SOLE 0 152,877 PLAINS RES INC COM 726540503 1,570 132,500 SH SOLE 0 132,500 PLANAR SYS INC COM 726900103 3,132 151,800 SH SOLE 0 151,800 PLANTRONICS IN COM 727493108 2,448 161,800 SH SOLE 0 161,800 PLATINUM UNDER COM G7127P100 796 30,200 SH SOLE 0 30,200 PLEXUS CORP COM 729132100 1,380 157,200 SH SOLE 0 157,200 PLUM CREEK TIM COM 729251108 3,962 167,900 SH SOLE 0 167,900 PMC-SIERRA INC CONV 69344FAB2 1,399 1,865,000 SH SOLE 0 1,865,000 PMC-SIERRA INC COM 69344F106 1,084 195,000 SH SOLE 0 195,000 PMI GROUP INC COM 69344M101 8,636 287,500 SH SOLE 0 287,500 PNC FINL SVCS COM 693475105 13,305 317,544 SH SOLE 0 317,544 PNM RES INC COM 69349H107 3,378 141,800 SH SOLE 0 141,800 POGO PRODUCING COM 730448107 12,594 338,100 SH SOLE 0 338,100 POLARIS INDS I COM 731068102 8,031 137,042 SH SOLE 0 137,042 POLO RALPH LAU CL A 731572103 681 31,300 SH SOLE 0 31,300 POLYCOM INC COM 73172K104 2,672 280,700 SH SOLE 0 280,700 POLYMEDICA COR COM 731738100 3,343 108,400 SH SOLE 0 108,400 POLYONE CORP COM 73179P106 1,991 508,000 SH SOLE 0 508,000 POPE & TALBOT COM 732827100 1,235 86,600 SH SOLE 0 86,600 POSCO S ADR 693483109 4,871 196,950 SH SOLE 0 196,950 POST PPTYS INC COM 737464107 598 25,000 SH SOLE 0 25,000 POTLATCH CORP COM 737628107 1,916 80,228 SH SOLE 0 80,228 POWER INTEGRAT COM 739276103 2,679 157,600 SH SOLE 0 157,600 POWER-ONE INC COM 739308104 315 55,600 SH SOLE 0 55,600 POWERWAVE TECH COM 739363109 1,001 185,400 SH SOLE 0 185,400 PPG INDS INC COM 693506107 11,618 231,662 SH SOLE 0 231,662 PPL CORP COM 69351T106 4,474 129,002 SH SOLE 0 129,002 PRACTICEWORKS COM 739419109 337 42,700 SH SOLE 0 42,700 PRAXAIR INC COM 74005P104 7,874 136,304 SH SOLE 0 136,304 PRE PAID LEGAL COM 740065107 2,761 105,400 SH SOLE 0 105,400 PRECISE SOFTWA COM M41450103 1,455 88,100 SH SOLE 0 88,100 PRECISION CAST COM 740189105 4,571 188,500 SH SOLE 0 188,500 PREMCOR INC COM 74045Q104 827 37,200 SH SOLE 0 37,200 PREMIERE TECHN CONV 74058FAC6 1,466 1,685,000 SH SOLE 0 1,685,000 PRESIDENTIAL L COM 740884101 1,613 162,400 SH SOLE 0 162,400 PRG-SCHULTZ IN COM 69357C107 5,325 598,300 SH SOLE 0 598,300 PRICE COMMUNIC COM 741437305 2,128 153,900 SH SOLE 0 153,900 PRICE T ROWE G COM 74144T108 4,526 165,900 SH SOLE 0 165,900 PRIDE INTL INC COM 74153Q102 6,100 409,400 SH SOLE 0 409,400 PRIMA ENERGY C COM 741901201 2,055 91,900 SH SOLE 0 91,900 PRIME HOSPITAL COM 741917108 2,033 249,400 SH SOLE 0 249,400 PRINCIPAL FINA COM 74251V102 7,536 250,100 SH SOLE 0 250,100 PRIORITY HEALT CL B 74264T102 6,927 298,560 SH SOLE 0 298,560 PROASSURANCE C COM 74267C106 1,159 55,200 SH SOLE 0 55,200 PROCTER & GAMB COM 742718109 92,323 1,074,272 SH SOLE 0 1,074,272 PROGRESS ENERG COM 743263105 10,508 242,408 SH SOLE 0 242,408 PROGRESS FINL COM 743266108 550 47,407 SH SOLE 0 47,407 PROGRESS SOFTW COM 743312100 2,446 188,900 SH SOLE 0 188,900 PROGRESSIVE CO COM 743315103 6,738 135,766 SH SOLE 0 135,766 PROLOGIS COM 743410102 75,151 2,988,126 SH SOLE 0 2,988,126 PROTECTIVE LIF COM 743674103 6,404 232,700 SH SOLE 0 232,700 PROTEIN DESIGN COM 74369L103 2,936 345,400 SH SOLE 0 345,400 PROVIDENT BANK COM 743859100 3,141 135,915 SH SOLE 0 135,915 PROVIDENT FINL COM 743866105 6,399 245,850 SH SOLE 0 245,850 PROVIDIAN FINL CONV 74406AAA0 1,952 2,625,000 SH SOLE 0 2,625,000 PROVIDIAN FINL COM 74406A102 3,363 518,170 SH SOLE 0 518,170 PROVINCE HEALT COM 743977100 2,615 268,800 SH SOLE 0 268,800 PRUDENTIAL FIN COM 744320102 14,108 444,476 SH SOLE 0 444,476 PS BUSINESS PK COM 69360J107 1,380 43,400 SH SOLE 0 43,400 PSS WORLD MED COM 69366A100 867 126,800 SH SOLE 0 126,800 PUBLIC STORAGE COM 74460D109 6,401 198,100 SH SOLE 0 198,100 PUBLIC SVC ENT COM 744573106 32,421 1,010,012 SH SOLE 0 1,010,012 PUGET ENERGY I COM 745310102 6,460 292,988 SH SOLE 0 292,988 PULTE HOMES IN COM 745867101 2,945 61,514 SH SOLE 0 61,514 QLOGIC CORP COM 747277101 5,218 151,200 SH SOLE 0 151,200 QRS CORP COM 74726X105 576 87,300 SH SOLE 0 87,300 QUADRAMED CORP CONV 74730WAC5 1,015 1,675,000 SH SOLE 0 1,675,000 QUADRAMED CORP COM 74730W101 261 99,673 SH SOLE 0 99,673 QUAKER CHEM CO COM 747316107 1,197 51,600 SH SOLE 0 51,600 QUALCOMM INC COM 747525103 20,531 564,200 SH SOLE 0 564,200 QUANEX CORP COM 747620102 3,818 113,970 SH SOLE 0 113,970 QUANTA SVCS IN COM 74762E102 686 196,000 SH SOLE 0 196,000 QUANTUM CORP COM 747906204 1,191 446,000 SH SOLE 0 446,000 QUEST DIAGNOST COM 74834L100 5,137 90,275 SH SOLE 0 90,275 QUESTAR CORP COM 748356102 9,556 343,500 SH SOLE 0 343,500 QUICKSILVER RE COM 74837R104 1,361 60,700 SH SOLE 0 60,700 QUIKSILVER INC COM 74838C106 7,682 288,140 SH SOLE 0 288,140 QUILMES INDL Q S ADR 74838Y207 1,179 189,185 SH SOLE 0 189,185 QUINENCO S A S ADR 748718103 861 179,400 SH SOLE 0 179,400 QUINTILES TRAN COM 748767100 2,534 209,440 SH SOLE 0 209,440 QUOVADX INC COM 74913K106 404 167,000 SH SOLE 0 167,000 QWEST COMMUNIC COM 749121109 6,935 1,387,040 SH SOLE 0 1,387,040 R & G FINANCIA CL B 749136107 525 22,600 SH SOLE 0 22,600 R H DONNELLEY COM 74955W307 1,970 67,200 SH SOLE 0 67,200 RACING CHAMPIO COM 750069106 330 24,200 SH SOLE 0 24,200 RADIAN GROUP I COM 750236101 10,865 292,452 SH SOLE 0 292,452 RADIANT SYSTEM COM 75025N102 1,493 155,000 SH SOLE 0 155,000 RADIO ONE INC CL D 75040P405 911 63,100 SH SOLE 0 63,100 RADIOSHACK COR COM 750438103 2,698 143,958 SH SOLE 0 143,958 RADISYS CORP COM 750459109 781 97,900 SH SOLE 0 97,900 RAILAMERICA IN COM 750753105 1,796 250,500 SH SOLE 0 250,500 RAINBOW TECHNO COM 750862104 2,041 284,620 SH SOLE 0 284,620 RALCORP HLDGS COM 751028101 4,719 187,700 SH SOLE 0 187,700 RAMCO-GERSHENS REIT 751452202 2,696 136,500 SH SOLE 0 136,500 RARE HOSPITALI COM 753820109 5,444 197,100 SH SOLE 0 197,100 RATIONAL SOFTW COM 75409P202 3,178 305,910 SH SOLE 0 305,910 RAYMOND JAMES COM 754730109 8,626 291,600 SH SOLE 0 291,600 RAYONIER INC COM 754907103 4,475 98,900 SH SOLE 0 98,900 RAYOVAC CORP COM 755081106 2,118 158,900 SH SOLE 0 158,900 RAYTHEON CO COM 755111507 36,972 1,202,330 SH SOLE 0 1,202,330 READERS DIGEST CL A 755267101 4,169 276,100 SH SOLE 0 276,100 RECKSON ASSOCS COM 75621K106 895 42,500 SH SOLE 0 42,500 RECOTON CORP COM 756268108 578 489,800 SH SOLE 0 489,800 RED HAT INC COM 756577102 2,555 432,300 SH SOLE 0 432,300 REEBOK INTL LT COM 758110100 16,581 563,992 SH SOLE 0 563,992 REGAL BELOIT C COM 758750103 2,867 138,500 SH SOLE 0 138,500 REGENERON PHAR COM 75886F107 5,097 275,350 SH SOLE 0 275,350 REGENT COMMUNI COM 758865109 883 149,400 SH SOLE 0 149,400 REGIONS FINL C COM 758940100 6,569 196,900 SH SOLE 0 196,900 REGIS CORP MIN COM 758932107 6,684 257,175 SH SOLE 0 257,175 REHABCARE GROU COM 759148109 1,675 87,800 SH SOLE 0 87,800 REINSURANCE GR COM 759351109 2,678 98,900 SH SOLE 0 98,900 RELIANCE STEEL COM 759509102 3,660 175,600 SH SOLE 0 175,600 REMINGTON OIL COM 759594302 2,834 172,730 SH SOLE 0 172,730 RENAISSANCE RE COM G7496G103 2,099 53,000 SH SOLE 0 53,000 RENAL CARE GRO COM 759930100 10,288 325,150 SH SOLE 0 325,150 RENT A CTR INC COM 76009N100 834 16,700 SH SOLE 0 16,700 REPUBLIC SVCS COM 760759100 11,579 551,900 SH SOLE 0 551,900 RESMED INC COM 761152107 6,097 199,440 SH SOLE 0 199,440 RESOURCES CONN COM 76122Q105 1,968 84,800 SH SOLE 0 84,800 RESPIRONICS IN COM 761230101 8,880 291,800 SH SOLE 0 291,800 RETEK INC COM 76128Q109 408 150,082 SH SOLE 0 150,082 REYNOLDS & REY CL A 761695105 6,217 244,100 SH SOLE 0 244,100 REYNOLDS R J T COM 76182K105 2,838 67,400 SH SOLE 0 67,400 RF MICRODEVICE COM 749941100 3,943 537,900 SH SOLE 0 537,900 RICHARDSON ELE COM 763165107 1,234 142,500 SH SOLE 0 142,500 RIGGS NATL COR COM 766570105 3,662 236,400 SH SOLE 0 236,400 RIGHT MGMT CON COM 766573109 632 47,700 SH SOLE 0 47,700 RIVERSTONE NET COM 769320102 1,662 783,900 SH SOLE 0 783,900 RLI CORP COM 749607107 4,682 167,800 SH SOLE 0 167,800 ROADWAY CORP COM 769742107 4,266 115,900 SH SOLE 0 115,900 ROBBINS & MYER COM 770196103 1,463 79,500 SH SOLE 0 79,500 ROBERT HALF IN COM 770323103 1,783 110,700 SH SOLE 0 110,700 ROCK OF AGES C CL A 772632105 773 136,900 SH SOLE 0 136,900 ROCK-TENN CO CL A 772739207 2,560 189,900 SH SOLE 0 189,900 ROCKWELL AUTOM COM 773903109 3,842 185,534 SH SOLE 0 185,534 ROCKWELL COLLI COM 774341101 2,669 114,734 SH SOLE 0 114,734 ROGERS CORP COM 775133101 1,951 87,700 SH SOLE 0 87,700 ROHM & HAAS CO COM 775371107 5,410 166,574 SH SOLE 0 166,574 ROLLINS INC COM 775711104 2,143 84,200 SH SOLE 0 84,200 ROPER INDS INC COM 776696106 7,353 200,900 SH SOLE 0 200,900 ROSLYN BANCORP COM 778162107 4,221 234,100 SH SOLE 0 234,100 ROSS STORES IN COM 778296103 39,925 941,850 SH SOLE 0 941,850 ROUGE INDS INC CL A 779088103 846 829,400 SH SOLE 0 829,400 ROUSE CO COM 779273101 5,037 158,900 SH SOLE 0 158,900 ROWAN COS INC COM 779382100 6,276 276,488 SH SOLE 0 276,488 ROXIO INC COM 780008108 514 107,716 SH SOLE 0 107,716 ROYAL APPLIANC COM 780076105 516 71,000 SH SOLE 0 71,000 ROYAL CARIBBEA COM V7780T103 620 37,100 SH SOLE 0 37,100 ROYAL DUTCH PE COM 780257804 650 14,766 SH SOLE 0 14,766 RPM INTL INC COM 749685103 7,786 509,525 SH SOLE 0 509,525 RSA SEC INC COM 749719100 961 160,500 SH SOLE 0 160,500 RTI INTL METAL COM 74973W107 1,162 115,000 SH SOLE 0 115,000 RUBY TUESDAY I COM 781182100 6,862 396,900 SH SOLE 0 396,900 RUDDICK CORP COM 781258108 1,797 131,300 SH SOLE 0 131,300 RUDOLPH TECHNO COM 781270103 5,910 308,470 SH SOLE 0 308,470 RUSS BERRIE & COM 782233100 3,824 113,200 SH SOLE 0 113,200 RUSSELL CORP COM 782352108 3,209 191,700 SH SOLE 0 191,700 RYANAIR HLDGS S ADR 783513104 6,848 174,871 SH SOLE 0 174,871 RYANS FAMILY S COM 783519101 2,721 239,700 SH SOLE 0 239,700 RYDER SYS INC COM 783549108 943 42,011 SH SOLE 0 42,011 RYERSON TULL I COM 78375P107 838 137,440 SH SOLE 0 137,440 RYLAND GROUP I COM 783764103 6,404 192,020 SH SOLE 0 192,020 S & T BANCORP COM 783859101 486 19,400 SH SOLE 0 19,400 SABRE HLDGS CO CL A 785905100 1,938 107,004 SH SOLE 0 107,004 SAFECO CORP COM 786429100 3,489 100,621 SH SOLE 0 100,621 SAFEGUARD SCIE COM 786449108 54 40,000 SH SOLE 0 40,000 SAFEWAY INC COM 786514208 8,267 353,900 SH SOLE 0 353,900 SAGA COMMUNICA CL A 786598102 2,278 119,875 SH SOLE 0 119,875 SAKS INC COM 79377W108 4,739 403,637 SH SOLE 0 403,637 SALEM COMMUNIC CL A 794093104 991 39,700 SH SOLE 0 39,700 SALIX PHARMACE COM 795435106 512 73,300 SH SOLE 0 73,300 SALTON INC COM 795757103 585 60,800 SH SOLE 0 60,800 SANDISK CORP COM 80004C101 5,367 264,400 SH SOLE 0 264,400 SANGSTAT MED C COM 801003104 2,147 190,000 SH SOLE 0 190,000 SANMINA SCI CO COM 800907107 1,736 386,728 SH SOLE 0 386,728 SAPIENT CORP COM 803062108 47 23,000 SH SOLE 0 23,000 SARA LEE CORP COM 803111103 11,200 497,535 SH SOLE 0 497,535 SATYAM COMPUTE ADR 804098101 792 61,620 SH SOLE 0 61,620 SAUL CTRS INC COM 804395101 771 32,400 SH SOLE 0 32,400 SBA COMMUNICAT COM 78388J106 47 115,393 SH SOLE 0 115,393 SBC COMMUNICAT COM 78387G103 102,510 3,781,247 SH SOLE 0 3,781,247 SBS TECHNOLOGI COM 78387P103 739 80,700 SH SOLE 0 80,700 SCANA CORP NEW COM 80589M102 10,567 341,300 SH SOLE 0 341,300 SCANSOFT INC COM 80603P107 557 107,150 SH SOLE 0 107,150 SCHEIN HENRY I COM 806407102 9,063 201,402 SH SOLE 0 201,402 SCHERING PLOUG COM 806605101 48,960 2,205,386 SH SOLE 0 2,205,386 SCHLUMBERGER L COM 806857108 18,564 441,047 SH SOLE 0 441,047 SCHOLASTIC COR COM 807066105 5,545 154,230 SH SOLE 0 154,230 SCHOOL SPECIAL COM 807863105 2,686 134,450 SH SOLE 0 134,450 SCHULMAN A INC COM 808194104 3,026 162,600 SH SOLE 0 162,600 SCHWAB CHARLES COM 808513105 16,531 1,523,615 SH SOLE 0 1,523,615 SCHWEITZER-MAU COM 808541106 3,339 136,300 SH SOLE 0 136,300 SCIENTIFIC ATL COM 808655104 1,416 119,428 SH SOLE 0 119,428 SCIENTIFIC GAM CL A 80874P109 5,080 699,760 SH SOLE 0 699,760 SCIOS INC COM 808905103 2,986 91,648 SH SOLE 0 91,648 SCIQUEST INC COM 80908Q107 26 56,786 SH SOLE 0 56,786 SCM MICROSYSTE COM 784018103 368 86,600 SH SOLE 0 86,600 SCOTTISH ANNUI COM G7885T104 2,726 156,200 SH SOLE 0 156,200 SCOTTS CO CL A 810186106 8,077 164,700 SH SOLE 0 164,700 SCP POOL CORP COM 784028102 3,766 128,975 SH SOLE 0 128,975 SCPIE HLDGS IN COM 78402P104 358 54,400 SH SOLE 0 54,400 SCRIPPS E W CO CL A 811054204 685 8,900 SH SOLE 0 8,900 SCS TRANSN INC COM 81111T102 198 20,000 SH SOLE 0 20,000 SEACHANGE INTL COM 811699107 1,235 200,850 SH SOLE 0 200,850 SEACOAST BKG C COM 811707306 733 38,900 SH SOLE 0 38,900 SEACOAST FINL COM 81170Q106 2,643 132,100 SH SOLE 0 132,100 SEACOR SMIT IN COM 811904101 7,467 167,800 SH SOLE 0 167,800 SEALED AIR COR COM 81211K100 2,339 62,696 SH SOLE 0 62,696 SEARS ROEBUCK COM 812387108 31,104 1,298,694 SH SOLE 0 1,298,694 SECOND BANCORP COM 813114105 1,235 46,600 SH SOLE 0 46,600 SEI INVESTMENT COM 784117103 9,230 339,600 SH SOLE 0 339,600 SEITEL INC COM 816074306 88 160,390 SH SOLE 0 160,390 SELECT MEDICAL COM 816196109 782 58,000 SH SOLE 0 58,000 SELECTIVE INS COM 816300107 4,394 174,500 SH SOLE 0 174,500 SEMITOOL INC COM 816909105 905 145,200 SH SOLE 0 145,200 SEMPRA ENERGY COM 816851109 3,655 154,538 SH SOLE 0 154,538 SEMTECH CORP COM 816850101 2,551 233,200 SH SOLE 0 233,200 SENSIENT TECHN COM 81725T100 3,690 164,200 SH SOLE 0 164,200 SEPRACOR INC COM 817315104 2,664 275,500 SH SOLE 0 275,500 SEQUA CORPORAT CL A 817320104 1,150 29,400 SH SOLE 0 29,400 SERENA SOFTWAR COM 817492101 5,018 317,800 SH SOLE 0 317,800 SEROLOGICALS C COM 817523103 2,022 183,800 SH SOLE 0 183,800 SHAW GROUP INC CONV 820280AC9 1,363 2,380,000 SH SOLE 0 2,380,000 SHAW GROUP INC COM 820280105 4,744 288,400 SH SOLE 0 288,400 SHERWIN WILLIA COM 824348106 3,672 129,985 SH SOLE 0 129,985 SHOPKO STORES COM 824911101 1,986 159,500 SH SOLE 0 159,500 SHUFFLE MASTER COM 825549108 4,718 246,900 SH SOLE 0 246,900 SHURGARD STORA COM 82567D104 8,267 263,800 SH SOLE 0 263,800 SI INTL INC COM 78427V102 162 15,000 SH SOLE 0 15,000 SICOR INC COM 825846108 6,356 401,000 SH SOLE 0 401,000 SIEBEL SYS INC COM 826170102 2,676 361,600 SH SOLE 0 361,600 SIERRA HEALTH COM 826322109 1,967 163,750 SH SOLE 0 163,750 SIERRA PAC RES COM 826428104 4,688 721,200 SH SOLE 0 721,200 SIGMA ALDRICH COM 826552101 2,180 44,769 SH SOLE 0 44,769 SILGAN HOLDING COM 827048109 639 25,900 SH SOLE 0 25,900 SILICON LABORA COM 826919102 943 49,400 SH SOLE 0 49,400 SILICON STORAG COM 827057100 475 117,600 SH SOLE 0 117,600 SILICON VY BAN COM 827064106 2,268 124,300 SH SOLE 0 124,300 SIMON PPTY GRO COM 828806109 12,371 363,100 SH SOLE 0 363,100 SIMPSON MANUFA COM 829073105 4,461 135,600 SH SOLE 0 135,600 SINCLAIR BROAD CL A 829226109 1,497 128,700 SH SOLE 0 128,700 SIX FLAGS INC COM 83001P109 2,039 357,100 SH SOLE 0 357,100 SK TELECOM LTD S ADR 78440P108 2,650 124,510 SH SOLE 0 124,510 SKYLINE CORP COM 830830105 1,369 46,400 SH SOLE 0 46,400 SKYWEST INC COM 830879102 5,541 423,969 SH SOLE 0 423,969 SKYWORKS SOLUT COM 83088M102 8,962 1,039,650 SH SOLE 0 1,039,650 SL GREEN RLTY COM 78440X101 1,972 62,400 SH SOLE 0 62,400 SLM CORP COM 78442P106 10,022 96,500 SH SOLE 0 96,500 SMITH A O COM 831865209 5,488 203,200 SH SOLE 0 203,200 SMITH INTL INC COM 832110100 9,346 286,500 SH SOLE 0 286,500 SMITHFIELD FOO COM 832248108 6,125 308,700 SH SOLE 0 308,700 SMUCKER J M CO COM 832696405 5,561 139,687 SH SOLE 0 139,687 SMURFIT-STONE COM 832727101 223 14,500 SH SOLE 0 14,500 SNAP ON INC COM 833034101 1,537 54,686 SH SOLE 0 54,686 SOLA INTL INC COM 834092108 1,767 135,900 SH SOLE 0 135,900 SOLECTRON CORP COM 834182107 2,163 609,354 SH SOLE 0 609,354 SOLUTIA INC COM 834376105 1,073 295,700 SH SOLE 0 295,700 SONIC CORP COM 835451105 6,458 315,200 SH SOLE 0 315,200 SONOCO PRODS C COM 835495102 6,250 272,560 SH SOLE 0 272,560 SONY CORP ADR 835699307 496 12,000 SH SOLE 0 12,000 SOTHEBYS HLDGS CL A 835898107 1,560 173,300 SH SOLE 0 173,300 SOURCECORP COM 836167106 1,803 97,000 SH SOLE 0 97,000 SOUTH FINL GRO COM 837841105 5,573 269,767 SH SOLE 0 269,767 SOUTHERN CO COM 842587107 15,149 533,619 SH SOLE 0 533,619 SOUTHERN UN CO COM 844030106 5,081 307,940 SH SOLE 0 307,940 SOUTHTRUST COR COM 844730101 6,670 268,400 SH SOLE 0 268,400 SOUTHWEST AIRL COM 844741108 8,092 582,169 SH SOLE 0 582,169 SOUTHWEST BANC COM 84476R109 8,135 282,360 SH SOLE 0 282,360 SOUTHWEST GAS COM 844895102 4,317 184,100 SH SOLE 0 184,100 SOUTHWESTERN E COM 845467109 3,499 305,600 SH SOLE 0 305,600 SOVEREIGN BANC COM 845905108 10,426 742,095 SH SOLE 0 742,095 SPDR TR COM 78462F103 813,233 9,217,192 SH SOLE 0 9,217,192 SPECIALTY LABO COM 84749R100 279 28,900 SH SOLE 0 28,900 SPHERION CORP COM 848420105 2,190 326,832 SH SOLE 0 326,832 SPRINT CORP COM 852061100 11,292 779,832 SH SOLE 0 779,832 SPRINT CORP COM 852061506 3,876 884,966 SH SOLE 0 884,966 SPS TECHNOLOGI COM 784626103 1,729 72,800 SH SOLE 0 72,800 SPSS INC COM 78462K102 1,332 95,200 SH SOLE 0 95,200 SPX CORP COM 784635104 9,228 246,406 SH SOLE 0 246,406 SRA INTL INC CL A 78464R105 335 12,350 SH SOLE 0 12,350 ST JUDE MED IN COM 790849103 7,114 179,104 SH SOLE 0 179,104 ST MARY LD & E COM 792228108 4,573 182,900 SH SOLE 0 182,900 ST PAUL COS IN COM 792860108 5,808 170,572 SH SOLE 0 170,572 STANCORP FINL COM 852891100 5,220 106,860 SH SOLE 0 106,860 STANDARD MICRO COM 853626109 2,539 130,400 SH SOLE 0 130,400 STANDARD MTR P COM 853666105 904 69,500 SH SOLE 0 69,500 STANDARD PAC C COM 85375C101 5,289 213,700 SH SOLE 0 213,700 STANDARD REGIS COM 853887107 2,801 155,600 SH SOLE 0 155,600 STANDEX INTL C COM 854231107 1,602 67,200 SH SOLE 0 67,200 STANLEY WKS COM 854616109 2,179 63,026 SH SOLE 0 63,026 STAPLES INC COM 855030102 6,203 338,975 SH SOLE 0 338,975 STARBUCKS CORP COM 855244109 5,119 251,200 SH SOLE 0 251,200 STARTEK INC COM 85569C107 2,164 78,400 SH SOLE 0 78,400 STARWOOD HOTEL COM 85590A203 55,140 2,322,650 SH SOLE 0 2,322,650 STATE STR CORP COM 857477103 9,408 241,228 SH SOLE 0 241,228 STATEN IS BANC COM 857550107 6,725 333,900 SH SOLE 0 333,900 STATION CASINO COM 857689103 2,501 141,300 SH SOLE 0 141,300 STEAK N SHAKE COM 857873103 1,523 152,254 SH SOLE 0 152,254 STEEL DYNAMICS COM 858119100 3,774 313,700 SH SOLE 0 313,700 STEEL TECHNOLO COM 858147101 899 53,000 SH SOLE 0 53,000 STEIN MART INC COM 858375108 1,404 230,100 SH SOLE 0 230,100 STERICYCLE INC COM 858912108 3,436 106,122 SH SOLE 0 106,122 STERIS CORP COM 859152100 7,919 326,541 SH SOLE 0 326,541 STERLING BANCS COM 858907108 2,969 242,950 SH SOLE 0 242,950 STEWART & STEV COM 860342104 2,226 157,400 SH SOLE 0 157,400 STEWART ENTERP CL A 860370105 1,360 244,200 SH SOLE 0 244,200 STEWART INFORM COM 860372101 2,090 97,700 SH SOLE 0 97,700 STILLWATER MNG COM 86074Q102 1,737 324,650 SH SOLE 0 324,650 STILWELL FINL COM 860831106 2,226 170,300 SH SOLE 0 170,300 STONE ENERGY C COM 861642106 7,770 232,900 SH SOLE 0 232,900 STORAGE TECHNO COM 862111200 22,821 1,065,400 SH SOLE 0 1,065,400 STRATEGIC DIAG COM 862700101 247 74,700 SH SOLE 0 74,700 STRAYER ED INC COM 863236105 1,236 21,500 SH SOLE 0 21,500 STRIDE RITE CO COM 863314100 1,594 222,300 SH SOLE 0 222,300 STRYKER CORP COM 863667101 9,833 146,500 SH SOLE 0 146,500 STURM RUGER & COM 864159108 1,426 149,000 SH SOLE 0 149,000 SUMMIT PPTYS I COM 866239106 1,394 78,300 SH SOLE 0 78,300 SUN BANCORP IN COM 86663B102 1,029 77,339 SH SOLE 0 77,339 SUN COMMUNITIE COM 866674104 1,967 53,800 SH SOLE 0 53,800 SUN MICROSYSTE COM 866810104 7,517 2,416,956 SH SOLE 0 2,416,956 SUNGARD DATA S COM 867363103 7,122 302,300 SH SOLE 0 302,300 SUNOCO INC COM 86764P109 1,859 56,038 SH SOLE 0 56,038 SUNRISE ASSIST COM 86768K106 4,756 191,100 SH SOLE 0 191,100 SUNTRUST BKS I COM 867914103 17,295 303,848 SH SOLE 0 303,848 SUPERIOR ENERG COM 868157108 1,356 165,400 SH SOLE 0 165,400 SUPERIOR FINAN COM 868161100 1,179 64,200 SH SOLE 0 64,200 SUPERIOR INDS COM 868168105 4,541 109,800 SH SOLE 0 109,800 SUPERTEX INC COM 868532102 1,039 69,800 SH SOLE 0 69,800 SUPERVALU INC COM 868536103 2,358 142,808 SH SOLE 0 142,808 SUREBEAM CORP CL A 86866R102 230 56,814 SH SOLE 0 56,814 SURMODICS INC COM 868873100 3,407 118,790 SH SOLE 0 118,790 SUSQUEHANNA BA COM 869099101 4,570 219,300 SH SOLE 0 219,300 SWIFT ENERGY C COM 870738101 1,457 150,700 SH SOLE 0 150,700 SWIFT TRANSN C COM 870756103 4,724 235,980 SH SOLE 0 235,980 SWS GROUP INC COM 78503N107 1,274 93,967 SH SOLE 0 93,967 SYBASE INC COM 871130100 4,200 313,400 SH SOLE 0 313,400 SYBRON DENTAL COM 871142105 3,123 210,300 SH SOLE 0 210,300 SYKES ENTERPRI COM 871237103 374 114,000 SH SOLE 0 114,000 SYLVAN LEARNIN COM 871399101 3,073 187,350 SH SOLE 0 187,350 SYMANTEC CORP COM 871503108 18,691 461,400 SH SOLE 0 461,400 SYMBOL TECHNOL COM 871508107 1,379 167,750 SH SOLE 0 167,750 SYMMETRICOM IN COM 871543104 981 232,550 SH SOLE 0 232,550 SYNOPSYS INC COM 871607107 10,742 232,764 SH SOLE 0 232,764 SYNOVUS FINL C COM 87161C105 4,260 219,602 SH SOLE 0 219,602 SYSCO CORP COM 871829107 14,713 493,900 SH SOLE 0 493,900 SYSTEMS & COMP COM 871873105 1,592 185,100 SH SOLE 0 185,100 TAIWAN SEMICON S ADR 874039100 7,728 1,096,200 SH SOLE 0 1,096,200 TAKE-TWO INTER COM 874054109 5,532 235,500 SH SOLE 0 235,500 TALK AMERICA H COM 87426R202 498 89,000 SH SOLE 0 89,000 TALX CORP COM 874918105 988 76,500 SH SOLE 0 76,500 TARGET CORP COM 87612E106 36,608 1,220,252 SH SOLE 0 1,220,252 TARO PHARMACEU COM M8737E108 1,966 52,300 SH SOLE 0 52,300 TAUBMAN CTRS I COM 876664103 35,824 2,207,300 SH SOLE 0 2,207,300 TBC CORP COM 872180104 1,411 117,500 SH SOLE 0 117,500 TCF FINL CORP COM 872275102 9,603 219,800 SH SOLE 0 219,800 TECH DATA CORP COM 878237106 4,780 177,300 SH SOLE 0 177,300 TECHNE CORP COM 878377100 7,885 276,000 SH SOLE 0 276,000 TECHNITROL INC COM 878555101 3,580 221,800 SH SOLE 0 221,800 TECO ENERGY IN COM 872375100 1,980 128,000 SH SOLE 0 128,000 TECUMSEH PRODS CL A 878895200 3,623 82,100 SH SOLE 0 82,100 TEKELEC COM 879101103 341 32,650 SH SOLE 0 32,650 TEKTRONIX INC COM 879131100 2,384 131,056 SH SOLE 0 131,056 TELECOMUNICACO S ADR 879287308 5,670 304,023 SH SOLE 0 304,023 TELEDYNE TECHN COM 879360105 3,001 191,400 SH SOLE 0 191,400 TELEFLEX INC COM 879369106 5,310 123,800 SH SOLE 0 123,800 TELEFONICA S A S ADR 879382208 358 13,457 SH SOLE 0 13,457 TELEFONOS DE M S ADR 879403780 29,983 937,561 SH SOLE 0 937,561 TELEPHONE & DA COM 879433100 7,787 165,600 SH SOLE 0 165,600 TELIK INC COM 87959M109 994 85,281 SH SOLE 0 85,281 TELLABS INC COM 879664100 3,100 426,368 SH SOLE 0 426,368 TEMPLE INLAND COM 879868107 3,310 73,858 SH SOLE 0 73,858 TENET HEALTHCA COM 88033G100 13,753 838,580 SH SOLE 0 838,580 TENNECO AUTOMO COM 880349105 458 113,300 SH SOLE 0 113,300 TERADYNE INC COM 880770102 1,942 149,300 SH SOLE 0 149,300 TERRA NETWORKS S ADR 88100W103 80 19,500 SH SOLE 0 19,500 TETRA TECH INC COM 88162G103 3,599 295,006 SH SOLE 0 295,006 TETRA TECHNOLO COM 88162F105 2,160 101,070 SH SOLE 0 101,070 TEVA PHARMACEU ADR 881624209 4,233 109,626 SH SOLE 0 109,626 TEXAS BIOTECHN COM 88221T104 85 60,500 SH SOLE 0 60,500 TEXAS INDS INC COM 882491103 2,831 116,500 SH SOLE 0 116,500 TEXAS INSTRS I COM 882508104 27,344 1,821,749 SH SOLE 0 1,821,749 TEXTRON INC COM 883203101 4,664 108,483 SH SOLE 0 108,483 THERAGENICS CO COM 883375107 664 164,700 SH SOLE 0 164,700 THERASENSE INC COM 883381105 746 89,400 SH SOLE 0 89,400 THERMO ELECTRO COM 883556102 2,521 125,285 SH SOLE 0 125,285 THERMOGENESIS COM 883623209 297 145,000 SH SOLE 0 145,000 THOMAS & BETTS COM 884315102 668 39,511 SH SOLE 0 39,511 THOMAS INDS IN COM 884425109 2,463 94,500 SH SOLE 0 94,500 THOR INDS INC COM 885160101 23,571 684,600 SH SOLE 0 684,600 THORNBURG MTG COM 885218107 1,272 63,300 SH SOLE 0 63,300 THQ INC COM 872443403 2,908 219,500 SH SOLE 0 219,500 THREE FIVE SYS COM 88554L108 1,363 211,249 SH SOLE 0 211,249 TIBCO SOFTWARE COM 88632Q103 657 106,250 SH SOLE 0 106,250 TIDEWATER INC COM 886423102 6,018 193,500 SH SOLE 0 193,500 TIFFANY & CO N COM 886547108 2,195 91,800 SH SOLE 0 91,800 TIMBERLAND CO CL A 887100105 4,555 127,900 SH SOLE 0 127,900 TIMKEN CO COM 887389104 6,704 351,000 SH SOLE 0 351,000 TITAN CORP COM 888266103 3,578 344,000 SH SOLE 0 344,000 TJX COS INC NE COM 872540109 8,522 436,564 SH SOLE 0 436,564 TMP WORLDWIDE COM 872941109 1,584 140,043 SH SOLE 0 140,043 TOLL BROTHERS COM 889478103 7,939 393,000 SH SOLE 0 393,000 TOLLGRADE COMM COM 889542106 881 75,100 SH SOLE 0 75,100 TOO INC COM 890333107 6,277 266,900 SH SOLE 0 266,900 TOOTSIE ROLL I COM 890516107 4,466 145,576 SH SOLE 0 145,576 TORCHMARK CORP COM 891027104 5,152 141,047 SH SOLE 0 141,047 TORO CO COM 891092108 4,917 76,950 SH SOLE 0 76,950 TOTAL SYS SVCS COM 891906109 317 23,500 SH SOLE 0 23,500 TOWER AUTOMOTI COM 891707101 1,874 416,500 SH SOLE 0 416,500 TOYOTA MOTOR C S ADR 892331307 339 6,400 SH SOLE 0 6,400 TOYS R US INC COM 892335100 1,541 154,120 SH SOLE 0 154,120 TRACTOR SUPPLY COM 892356106 2,969 78,950 SH SOLE 0 78,950 TRANSACTION SY CL A 893416107 649 99,800 SH SOLE 0 99,800 TRANSOCEAN INC COM G90078109 7,063 304,439 SH SOLE 0 304,439 TRAVELERS PPTY CL A 89420G109 8,439 576,032 SH SOLE 0 576,032 TRAVELERS PPTY CL B 89420G406 11,693 798,175 SH SOLE 0 798,175 TREDEGAR CORP COM 894650100 3,188 212,500 SH SOLE 0 212,500 TREX INC COM 89531P105 367 10,400 SH SOLE 0 10,400 TRIAD HOSPITAL COM 89579K109 6,289 210,818 SH SOLE 0 210,818 TRIARC COS INC CL A 895927101 4,191 159,700 SH SOLE 0 159,700 TRIBUNE CO NEW COM 896047107 16,411 360,998 SH SOLE 0 360,998 TRIMBLE NAVIGA COM 896239100 2,013 161,200 SH SOLE 0 161,200 TRIMERIS INC COM 896263100 984 22,800 SH SOLE 0 22,800 TRINITY INDS I COM 896522109 12,093 637,800 SH SOLE 0 637,800 TRIQUINT SEMIC COM 89674K103 1,585 373,800 SH SOLE 0 373,800 TRITON PCS HLD CL A 89677M106 329 83,800 SH SOLE 0 83,800 TRIUMPH GROUP COM 896818101 2,804 87,800 SH SOLE 0 87,800 TRIZEC PROPERT COM 89687P107 1,963 209,000 SH SOLE 0 209,000 TRIZETTO GROUP COM 896882107 321 52,300 SH SOLE 0 52,300 TRUSTCO BK COR COM 898349105 4,435 411,439 SH SOLE 0 411,439 TRUSTMARK CORP COM 898402102 455 19,100 SH SOLE 0 19,100 TUESDAY MORNIN COM 899035505 370 21,620 SH SOLE 0 21,620 TUPPERWARE COR COM 899896104 508 33,683 SH SOLE 0 33,683 TV AZTECA S A S ADR 901145102 179 37,300 SH SOLE 0 37,300 TWEETER HOME E COM 901167106 620 105,800 SH SOLE 0 105,800 TXU CORP COM 873168108 4,497 240,727 SH SOLE 0 240,727 TYCO INTL LTD COM 902124106 35,555 2,081,655 SH SOLE 0 2,081,655 TYSON FOODS IN CL A 902494103 11,248 1,002,454 SH SOLE 0 1,002,454 U S B HLDG INC COM 902910108 1,217 68,750 SH SOLE 0 68,750 UCBH HOLDINGS COM 90262T308 6,571 154,800 SH SOLE 0 154,800 UGI CORP NEW COM 902681105 6,237 166,800 SH SOLE 0 166,800 UICI COM 902737105 4,153 267,100 SH SOLE 0 267,100 UIL HLDG CORP COM 902748102 2,793 80,100 SH SOLE 0 80,100 ULTIMATE ELECT COM 903849107 815 80,300 SH SOLE 0 80,300 ULTRA PETE COR COM 903914109 456 46,100 SH SOLE 0 46,100 ULTRAPAR PARTI S ADR 90400P101 1,096 162,800 SH SOLE 0 162,800 ULTRATECH STEP COM 904034105 1,232 125,200 SH SOLE 0 125,200 UNIFI INC COM 904677101 796 151,700 SH SOLE 0 151,700 UNION PAC CORP COM 907818108 13,125 219,228 SH SOLE 0 219,228 UNION PLANTERS COM 908068109 4,210 149,600 SH SOLE 0 149,600 UNIONBANCAL CO COM 908906100 1,512 38,500 SH SOLE 0 38,500 UNISOURCE ENER COM 909205106 3,721 215,200 SH SOLE 0 215,200 UNISYS CORP COM 909214108 2,336 236,005 SH SOLE 0 236,005 UNIT CORP COM 909218109 4,450 239,900 SH SOLE 0 239,900 UNITED BANKSHA COM 909907107 6,794 233,800 SH SOLE 0 233,800 UNITED MICROEL S ADR 910873207 5,921 1,762,300 SH SOLE 0 1,762,300 UNITED NAT FOO COM 911163103 3,186 125,700 SH SOLE 0 125,700 UNITED NATL BA COM 910909100 1,176 51,000 SH SOLE 0 51,000 UNITED ONLINE COM 911268100 730 45,800 SH SOLE 0 45,800 UNITED PARCEL CL B 911312106 53,034 840,741 SH SOLE 0 840,741 UNITED RENTALS COM 911363109 2,322 215,800 SH SOLE 0 215,800 UNITED STATES COM 911684108 615 24,600 SH SOLE 0 24,600 UNITED STATES COM 912909108 1,703 129,834 SH SOLE 0 129,834 UNITED STATION COM 913004107 5,829 202,400 SH SOLE 0 202,400 UNITED TECHNOL COM 913017109 56,655 914,675 SH SOLE 0 914,675 UNITEDHEALTH G COM 91324P102 43,094 516,097 SH SOLE 0 516,097 UNITRIN INC COM 913275103 5,584 191,100 SH SOLE 0 191,100 UNIVERSAL COMP COM 913431102 717 37,500 SH SOLE 0 37,500 UNIVERSAL CORP COM 913456109 2,683 72,600 SH SOLE 0 72,600 UNIVERSAL DISP COM 91347P105 810 102,600 SH SOLE 0 102,600 UNIVERSAL ELEC COM 913483103 1,218 125,000 SH SOLE 0 125,000 UNIVERSAL FST COM 913543104 2,096 98,300 SH SOLE 0 98,300 UNIVERSAL HLTH CL B 913903100 7,703 170,800 SH SOLE 0 170,800 UNIVISION COMM CL A 914906102 3,489 142,400 SH SOLE 0 142,400 UNOCAL CORP COM 915289102 5,961 194,937 SH SOLE 0 194,937 UNUMPROVIDENT COM 91529Y106 5,076 289,385 SH SOLE 0 289,385 URS CORP NEW COM 903236107 2,364 166,100 SH SOLE 0 166,100 US BANCORP DEL COM 902973304 42,889 2,021,179 SH SOLE 0 2,021,179 US ONCOLOGY IN COM 90338W103 4,292 495,000 SH SOLE 0 495,000 USEC INC COM 90333E108 1,488 247,200 SH SOLE 0 247,200 USFREIGHTWAYS COM 916906100 4,284 149,000 SH SOLE 0 149,000 UST INC COM 902911106 3,514 105,120 SH SOLE 0 105,120 V F CORP COM 918204108 2,961 82,144 SH SOLE 0 82,144 VALASSIS COMMU COM 918866104 4,367 148,400 SH SOLE 0 148,400 VALERO ENERGY COM 91913Y100 13,044 353,100 SH SOLE 0 353,100 VALMONT INDS I COM 920253101 2,569 132,400 SH SOLE 0 132,400 VALSPAR CORP COM 920355104 6,247 141,400 SH SOLE 0 141,400 VARCO INTL INC COM 922122106 6,836 392,871 SH SOLE 0 392,871 VARIAN INC COM 922206107 4,852 169,130 SH SOLE 0 169,130 VARIAN MED SYS COM 92220P105 9,692 195,400 SH SOLE 0 195,400 VARIAN SEMICON COM 922207105 5,766 242,650 SH SOLE 0 242,650 VAXGEN INC COM 922390208 703 36,400 SH SOLE 0 36,400 VCA ANTECH INC COM 918194101 1,514 100,950 SH SOLE 0 100,950 VECTREN CORP COM 92240G101 4,399 191,266 SH SOLE 0 191,266 VEECO INSTRS I COM 922417100 2,482 214,700 SH SOLE 0 214,700 VENTAS INC COM 92276F100 766 66,900 SH SOLE 0 66,900 VERISIGN INC COM 92343E102 2,401 299,389 SH SOLE 0 299,389 VERITAS DGC IN COM 92343P107 1,391 176,100 SH SOLE 0 176,100 VERITAS SOFTWA COM 923436109 5,636 360,803 SH SOLE 0 360,803 VERITY INC COM 92343C106 4,400 328,600 SH SOLE 0 328,600 VERIZON COMMUN COM 92343V104 83,845 2,163,753 SH SOLE 0 2,163,753 VERTEX PHARMAC CONV 92532FAD2 2,606 3,480,000 SH SOLE 0 3,480,000 VERTEX PHARMAC COM 92532F100 4,666 294,380 SH SOLE 0 294,380 VIACOM INC CL B 925524308 87,846 2,155,193 SH SOLE 0 2,155,193 VIAD CORP COM 92552R109 6,486 290,200 SH SOLE 0 290,200 VIASAT INC COM 92552V100 1,662 144,000 SH SOLE 0 144,000 VIASYS HEALTHC COM 92553Q209 2,164 145,300 SH SOLE 0 145,300 VICOR CORP COM 925815102 2,119 256,800 SH SOLE 0 256,800 VIGNETTE CORP COM 926734104 741 604,100 SH SOLE 0 604,100 VINTAGE PETE I COM 927460105 4,094 388,100 SH SOLE 0 388,100 VIRAGE LOGIC C COM 92763R104 1,499 149,450 SH SOLE 0 149,450 VISHAY INTERTE COM 928298108 5,842 522,496 SH SOLE 0 522,496 VISTEON CORP COM 92839U107 662 95,086 SH SOLE 0 95,086 VISX INC DEL COM 92844S105 1,394 145,500 SH SOLE 0 145,500 VITAL SIGNS IN COM 928469105 2,139 71,600 SH SOLE 0 71,600 VITESSE SEMICO CONV 928497AB2 1,770 2,120,000 SH SOLE 0 2,120,000 VITESSE SEMICO COM 928497106 497 227,300 SH SOLE 0 227,300 VITRO SOCIEDAD S ADR 928502301 488 204,000 SH SOLE 0 204,000 VODAFONE GROUP S ADR 92857W100 205 11,300 SH SOLE 0 11,300 VOLT INFORMATI COM 928703107 1,442 84,300 SH SOLE 0 84,300 VORNADO RLTY T REIT 929042109 3,251 87,400 SH SOLE 0 87,400 VULCAN MATLS C COM 929160109 2,865 76,400 SH SOLE 0 76,400 W HLDG CO INC COM 929251106 644 39,250 SH SOLE 0 39,250 WABASH NATL CO COM 929566107 1,190 142,000 SH SOLE 0 142,000 WABTEC CORP COM 929740108 2,399 170,900 SH SOLE 0 170,900 WACHOVIA CORP COM 929903102 37,235 1,021,815 SH SOLE 0 1,021,815 WADDELL & REED CL A 930059100 4,457 226,600 SH SOLE 0 226,600 WAL MART STORE COM 931142103 207,773 4,113,495 SH SOLE 0 4,113,495 WALGREEN CO COM 931422109 47,279 1,619,708 SH SOLE 0 1,619,708 WALLACE COMPUT COM 932270101 2,538 118,000 SH SOLE 0 118,000 WASHINGTON FED COM 938824109 8,728 351,218 SH SOLE 0 351,218 WASHINGTON MUT COM 939322103 30,023 869,462 SH SOLE 0 869,462 WASHINGTON POS CL B 939640108 20,959 28,400 SH SOLE 0 28,400 WASTE CONNECTI COM 941053100 10,346 267,950 SH SOLE 0 267,950 WASTE MGMT INC COM 94106L109 14,014 611,429 SH SOLE 0 611,429 WATCHGUARD TEC COM 941105108 1,162 182,100 SH SOLE 0 182,100 WATERS CORP COM 941848103 2,799 128,500 SH SOLE 0 128,500 WATSCO INC COM 942622200 2,328 142,100 SH SOLE 0 142,100 WATSON PHARMAC COM 942683103 2,496 88,300 SH SOLE 0 88,300 WATSON WYATT & CL A 942712100 5,283 242,900 SH SOLE 0 242,900 WATTS INDS INC CL A 942749102 2,361 150,000 SH SOLE 0 150,000 WAUSAU-MOSINEE COM 943315101 1,630 145,258 SH SOLE 0 145,258 WAVE SYSTEMS C CL A 943526103 31 23,434 SH SOLE 0 23,434 WAYPOINT FINL COM 946756103 3,524 198,000 SH SOLE 0 198,000 WD-40 CO COM 929236107 2,402 90,900 SH SOLE 0 90,900 WEATHERFORD IN COM G95089101 14,663 367,230 SH SOLE 0 367,230 WEBEX INC COM 94767L109 437 29,100 SH SOLE 0 29,100 WEBSENSE INC COM 947684106 1,025 48,000 SH SOLE 0 48,000 WEBSTER FINL C COM 947890109 5,287 151,916 SH SOLE 0 151,916 WELLCHOICE INC COM 949475107 1,483 61,900 SH SOLE 0 61,900 WELLMAN INC COM 949702104 2,751 203,900 SH SOLE 0 203,900 WELLPOINT HEAL COM 94973H108 20,893 293,600 SH SOLE 0 293,600 WELLS FARGO & COM 949746101 60,435 1,289,411 SH SOLE 0 1,289,411 WELLSFORD REAL COM 950240200 1,101 69,850 SH SOLE 0 69,850 WENDYS INTL IN COM 950590109 2,979 110,051 SH SOLE 0 110,051 WERNER ENTERPR COM 950755108 9,936 461,499 SH SOLE 0 461,499 WESTAMERICA BA COM 957090103 3,801 94,600 SH SOLE 0 94,600 WESTAR ENERGY COM 95709T100 1,997 201,700 SH SOLE 0 201,700 WESTERN DIGITA COM 958102105 5,173 809,590 SH SOLE 0 809,590 WESTERN GAS RE COM 958259103 4,719 128,050 SH SOLE 0 128,050 WESTWOOD ONE I COM 961815107 12,243 327,700 SH SOLE 0 327,700 WET SEAL INC CL A 961840105 3,322 308,700 SH SOLE 0 308,700 WEYERHAEUSER C COM 962166104 8,516 173,055 SH SOLE 0 173,055 WGL HLDGS INC COM 92924F106 3,275 136,900 SH SOLE 0 136,900 W-H ENERGY SVC COM 92925E108 2,186 149,800 SH SOLE 0 149,800 WHIRLPOOL CORP COM 963320106 2,196 42,058 SH SOLE 0 42,058 WHITE ELECTR D COM 963801105 549 71,750 SH SOLE 0 71,750 WHITNEY HLDG C COM 966612103 7,383 221,500 SH SOLE 0 221,500 WHOLE FOODS MK COM 966837106 8,542 162,000 SH SOLE 0 162,000 WILD OATS MARK COM 96808B107 1,246 120,700 SH SOLE 0 120,700 WILLBROS GROUP COM 969199108 749 91,070 SH SOLE 0 91,070 WILLIAMS COS I COM 969457100 1,029 381,086 SH SOLE 0 381,086 WILLIAMS SONOM COM 969904101 9,712 357,700 SH SOLE 0 357,700 WILMINGTON TRU COM 971807102 5,864 185,100 SH SOLE 0 185,100 WILSON GREATBA COM 972232102 1,351 46,270 SH SOLE 0 46,270 WIND RIVER SYS COM 973149107 915 223,291 SH SOLE 0 223,291 WINN DIXIE STO COM 974280109 1,561 102,147 SH SOLE 0 102,147 WINNEBAGO INDS COM 974637100 4,084 104,100 SH SOLE 0 104,100 WINTRUST FINAN COM 97650W108 4,303 137,380 SH SOLE 0 137,380 WIRELESS FACIL COM 97653A103 314 52,200 SH SOLE 0 52,200 WISCONSIN ENER COM 976657106 8,218 326,100 SH SOLE 0 326,100 WMS INDS INC COM 929297109 2,559 170,800 SH SOLE 0 170,800 WOLVERINE TUBE COM 978093102 388 67,900 SH SOLE 0 67,900 WOLVERINE WORL COM 978097103 3,393 224,525 SH SOLE 0 224,525 WOODWARD GOVER COM 980745103 3,750 86,200 SH SOLE 0 86,200 WORTHINGTON IN COM 981811102 1,448 95,026 SH SOLE 0 95,026 WPS RESOURCES COM 92931B106 3,494 90,000 SH SOLE 0 90,000 WRIGLEY WM JR COM 982526105 7,733 140,912 SH SOLE 0 140,912 WYETH COM 983024100 60,012 1,604,600 SH SOLE 0 1,604,600 WYNN RESORTS L COM 983134107 746 56,930 SH SOLE 0 56,930 XCEL ENERGY IN COM 98389B100 6,070 551,825 SH SOLE 0 551,825 XEROX CORP COM 984121103 4,405 547,156 SH SOLE 0 547,156 XILINX INC COM 983919101 6,812 330,700 SH SOLE 0 330,700 XL CAP LTD CL A G98255105 7,779 100,700 SH SOLE 0 100,700 X-RITE INC COM 983857103 782 111,900 SH SOLE 0 111,900 XTO ENERGY COR COM 98385X106 10,618 429,880 SH SOLE 0 429,880 YAHOO INC COM 984332106 6,283 384,300 SH SOLE 0 384,300 YARDVILLE NATL COM 985021104 850 49,300 SH SOLE 0 49,300 YELLOW CORP COM 985509108 10,885 432,110 SH SOLE 0 432,110 YORK INTL CORP COM 986670107 4,408 172,400 SH SOLE 0 172,400 YUM BRANDS INC COM 988498101 9,017 372,308 SH SOLE 0 372,308 ZALE CORP NEW COM 988858106 21,206 664,750 SH SOLE 0 664,750 ZEBRA TECHNOLO CL A 989207105 10,973 191,500 SH SOLE 0 191,500 ZENITH NATL IN COM 989390109 2,446 104,000 SH SOLE 0 104,000 ZIMMER HLDGS I COM 98956P102 5,226 125,860 SH SOLE 0 125,860 ZIONS BANCORPO COM 989701107 2,676 68,000 SH SOLE 0 68,000 ZIX CORP COM 98974P100 455 103,100 SH SOLE 0 103,100 ZOLL MED CORP COM 989922109 1,669 46,800 SH SOLE 0 46,800 ZORAN CORP COM 98975F101 428 30,440 SH SOLE 0 30,440 ZYGO CORP COM 989855101 190 27,200 SH SOLE 0 27,200
-----END PRIVACY-ENHANCED MESSAGE-----