-----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, DhOzysFsvHMbcY7CAWDVLyDOyKrumd+3RfUM/ocmLg8AUUnEMhtWLAU21DQ4Dvqx isV81KxTjru8jQjnyD2eBw== 0001083190-02-000012.txt : 20021113 0001083190-02-000012.hdr.sgml : 20021113 20021113100158 ACCESSION NUMBER: 0001083190-02-000012 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020930 FILED AS OF DATE: 20021113 EFFECTIVENESS DATE: 20021113 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: 02818623 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 q32002.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 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 November 12, 2002 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: 2,317 Form 13F Information Table Value Total: $13,752,224 (in 000s) List of Other Included Managers: N/A AS OF SEPTEMBER 30, 2002 TITLE Voting NAME OF VALUE Invst Other Authority OF ISSUER CLASS CUSIP (in 000s) SHARES Discr Mngrs. (SOLE) 1 800 FLOWERS CL A 68243Q106 627 89,500 SH SOLE 0 89,500 3COM CORP COM 885535104 3,981 1,010,439 SH SOLE 0 1,010,439 3-DIMENSIONAL COM 88554W104 437 147,007 SH SOLE 0 147,007 3M CO COM 88579Y101 24,963 226,996 SH SOLE 0 226,996 4 KIDS ENTMT I COM 350865101 2,449 103,200 SH SOLE 0 103,200 99 CENTS ONLY COM 65440K106 3,773 182,266 SH SOLE 0 182,266 A C MOORE ARTS COM 00086T103 3,721 176,090 SH SOLE 0 176,090 A D C TELECOMM COM 000886101 759 660,150 SH SOLE 0 660,150 AAIPHARMA INC COM 00252W104 607 50,650 SH SOLE 0 50,650 AAR CORP COM 000361105 1,054 221,900 SH SOLE 0 221,900 AARON RENTS IN COM 002535201 3,954 171,900 SH SOLE 0 171,900 ABBOTT LABS COM 002824100 47,218 1,168,768 SH SOLE 0 1,168,768 ABERCROMBIE & CL A 002896207 9,593 487,700 SH SOLE 0 487,700 ABGENIX INC COM 00339B107 519 80,010 SH SOLE 0 80,010 ABITIBI-CONSOL COM 003924107 208 30,700 SH SOLE 0 30,700 ABM INDS INC COM 000957100 3,951 280,200 SH SOLE 0 280,200 ABRAXAS PETE C COM 003830106 163 217,250 SH SOLE 0 217,250 ACCLAIM ENTMT COM 004325205 220 199,600 SH SOLE 0 199,600 ACCREDO HEALTH COM 00437V104 12,027 252,252 SH SOLE 0 252,252 ACE COMM CORP COM 004404109 414 511,265 SH SOLE 0 511,265 ACE LTD COM G0070K103 7,449 251,560 SH SOLE 0 251,560 ACTEL CORP COM 004934105 2,770 266,300 SH SOLE 0 266,300 ACTION PERFORM COM 004933107 4,554 177,182 SH SOLE 0 177,182 ACTIVISION INC COM 004930202 8,856 370,100 SH SOLE 0 370,100 ACTUATE CORP COM 00508B102 401 422,470 SH SOLE 0 422,470 ACUITY BRANDS COM 00508Y102 3,027 246,900 SH SOLE 0 246,900 ACXIOM CORP COM 005125109 4,363 307,700 SH SOLE 0 307,700 ADAPTEC INC COM 00651F108 2,684 608,600 SH SOLE 0 608,600 ADEPT TECHNOLO COM 006854103 60 127,000 SH SOLE 0 127,000 ADMINISTAFF IN COM 007094105 597 155,000 SH SOLE 0 155,000 ADOBE SYS INC COM 00724F101 3,155 165,174 SH SOLE 0 165,174 ADOLOR CORP COM 00724X102 185 13,200 SH SOLE 0 13,200 ADTRAN INC COM 00738A106 1,897 121,600 SH SOLE 0 121,600 ADVANCED AUTO COM 00751Y106 2,218 42,050 SH SOLE 0 42,050 ADVANCED ENERG COM 007973100 2,761 310,200 SH SOLE 0 310,200 ADVANCED FIBRE COM 00754A105 4,570 344,400 SH SOLE 0 344,400 ADVANCED MARKE COM 00753T105 1,511 109,600 SH SOLE 0 109,600 ADVANCED MEDIC COM 00763M108 1,998 210,100 SH SOLE 0 210,100 ADVANCED MICRO COM 007903107 317 59,414 SH SOLE 0 59,414 ADVANCED SEMIC S ADR 00756M404 324 135,000 SH SOLE 0 135,000 ADVANCEPCS COM 00790K109 6,040 268,100 SH SOLE 0 268,100 ADVANTA CORP CL B 007942204 205 19,800 SH SOLE 0 19,800 ADVENT SOFTWAR COM 007974108 1,055 92,100 SH SOLE 0 92,100 ADVO INC COM 007585102 4,159 131,000 SH SOLE 0 131,000 AEROFLEX INC COM 007768104 1,730 343,200 SH SOLE 0 343,200 AEROPOSTALE COM 007865108 216 14,000 SH SOLE 0 14,000 AES CORP COM 00130H105 2,209 880,097 SH SOLE 0 880,097 AETHER SYS INC COM 00808V105 157 58,400 SH SOLE 0 58,400 AETNA INC NEW COM 00817Y108 7,419 207,189 SH SOLE 0 207,189 AFC ENTERPRISE COM 00104Q107 1,201 59,500 SH SOLE 0 59,500 AFFILIATED COM CL A 008190100 17,756 417,300 SH SOLE 0 417,300 AFFILIATED MAN COM 008252108 1,762 39,500 SH SOLE 0 39,500 AFFYMETRIX INC COM 00826T108 1,483 71,290 SH SOLE 0 71,290 AFLAC INC COM 001055102 9,459 308,200 SH SOLE 0 308,200 AFTERMARKET TE COM 008318107 1,283 99,200 SH SOLE 0 99,200 AGCO CORP COM 001084102 6,315 272,190 SH SOLE 0 272,190 AGILE SOFTWARE COM 00846X105 2,091 326,200 SH SOLE 0 326,200 AGILENT TECHNO COM 00846U101 6,398 489,929 SH SOLE 0 489,929 AGL RES INC COM 001204106 4,376 198,100 SH SOLE 0 198,100 AIR PRODS & CH COM 009158106 12,978 308,932 SH SOLE 0 308,932 AIRBORNE INC COM 009269101 2,233 196,900 SH SOLE 0 196,900 AIRGAS INC COM 009363102 4,500 342,757 SH SOLE 0 342,757 AIRTRAN HLDGS COM 00949P108 930 298,900 SH SOLE 0 298,900 AK STL HLDG CO COM 001547108 2,223 304,100 SH SOLE 0 304,100 ALABAMA NATL B COM 010317105 806 17,800 SH SOLE 0 17,800 ALARIS MED INC COM 011637105 152 31,900 SH SOLE 0 31,900 ALASKA AIR GRO COM 011659109 1,528 86,300 SH SOLE 0 86,300 ALBANY INTL CO CL A 012348108 3,303 174,022 SH SOLE 0 174,022 ALBANY MOLECUL COM 012423109 1,113 65,350 SH SOLE 0 65,350 ALBEMARLE CORP COM 012653101 4,317 170,700 SH SOLE 0 170,700 ALBERTO CULVER CL B 013068101 2,029 41,390 SH SOLE 0 41,390 ALBERTO CULVER CL A 013068200 2,227 48,300 SH SOLE 0 48,300 ALBERTSONS INC COM 013104104 7,339 303,769 SH SOLE 0 303,769 ALCOA INC COM 013817101 34,826 1,804,460 SH SOLE 0 1,804,460 ALEXANDER & BA COM 014482103 2,877 129,300 SH SOLE 0 129,300 ALEXANDRIA REA COM 015271109 765 18,000 SH SOLE 0 18,000 ALLEGHENY ENER COM 017361106 2,181 166,500 SH SOLE 0 166,500 ALLEGHENY TECH COM 01741R102 343 49,635 SH SOLE 0 49,635 ALLEN TELECOM COM 018091108 1,528 286,100 SH SOLE 0 286,100 ALLERGAN INC COM 018490102 10,698 196,651 SH SOLE 0 196,651 ALLETE INC COM 018522102 5,188 240,200 SH SOLE 0 240,200 ALLIANCE CAP M PART 01855A101 527 19,000 SH SOLE 0 19,000 ALLIANCE DATA COM 018581108 2,369 156,400 SH SOLE 0 156,400 ALLIANCE FIBER COM 018680108 42 102,500 SH SOLE 0 102,500 ALLIANCE GAMIN COM 01859P609 2,118 137,000 SH SOLE 0 137,000 ALLIANCE SEMIC COM 01877H100 792 208,300 SH SOLE 0 208,300 ALLIANT ENERGY COM 018802108 4,933 256,285 SH SOLE 0 256,285 ALLIANT TECHSY COM 018804104 17,581 253,882 SH SOLE 0 253,882 ALLIED WASTE I COM 019589308 967 131,600 SH SOLE 0 131,600 ALLMERICA FINL COM 019754100 1,814 151,200 SH SOLE 0 151,200 ALLOS THERAPEU COM 019777101 132 15,600 SH SOLE 0 15,600 ALLOY INC COM 019855105 249 30,000 SH SOLE 0 30,000 ALLSTATE CORP COM 020002101 27,549 774,940 SH SOLE 0 774,940 ALLTEL CORP COM 020039103 9,098 226,724 SH SOLE 0 226,724 ALPHARMA INC CL A 020813101 3,210 334,400 SH SOLE 0 334,400 ALTERA CORP COM 021441100 5,861 676,000 SH SOLE 0 676,000 AMAZON COM INC COM 023135106 5,845 366,900 SH SOLE 0 366,900 AMB PROPERTY C COM 00163T109 2,971 102,800 SH SOLE 0 102,800 AMBAC FINL GRO COM 023139108 7,577 140,600 SH SOLE 0 140,600 AMC ENTMT INC COM 001669100 850 114,870 SH SOLE 0 114,870 AMCORE FINL IN COM 023912108 1,671 76,100 SH SOLE 0 76,100 AMDOCS LTD COM G02602103 1,318 205,970 SH SOLE 0 205,970 AMERADA HESS C COM 023551104 4,037 59,470 SH SOLE 0 59,470 AMEREN CORP COM 023608102 7,439 178,613 SH SOLE 0 178,613 AMERICA MOVIL S ADR 02364W105 614 50,800 SH SOLE 0 50,800 AMERICAN CAPIT COM 024937104 1,944 103,194 SH SOLE 0 103,194 AMERICAN EAGLE COM 02553E106 3,322 275,450 SH SOLE 0 275,450 AMERICAN ELEC COM 025537101 6,301 220,997 SH SOLE 0 220,997 AMERICAN EXPRE COM 025816109 62,590 2,007,376 SH SOLE 0 2,007,376 AMERICAN FINL COM 025932104 4,470 194,200 SH SOLE 0 194,200 AMERICAN FINL COM 026075101 3,704 121,800 SH SOLE 0 121,800 AMERICAN GREET CL A 026375105 12,568 780,609 SH SOLE 0 780,609 AMERICAN INTL COM 026874107 124,377 2,273,809 SH SOLE 0 2,273,809 AMERICAN ITALI CL A 027070101 6,235 174,700 SH SOLE 0 174,700 AMERICAN MED S COM 02744P101 359 25,400 SH SOLE 0 25,400 AMERICAN MED S COM 02744M108 751 36,200 SH SOLE 0 36,200 AMERICAN MGMT COM 027352103 3,307 259,800 SH SOLE 0 259,800 AMERICAN NATL COM 027717107 131 10,400 SH SOLE 0 10,400 AMERICAN PHARM PART 02886P109 2,208 135,190 SH SOLE 0 135,190 AMERICAN PWR C COM 029066107 1,347 140,850 SH SOLE 0 140,850 AMERICAN STD C COM 029712106 3,913 61,500 SH SOLE 0 61,500 AMERICAN STS W COM 029899101 4,144 158,050 SH SOLE 0 158,050 AMERICAN TOWER CL A 029912201 341 214,500 SH SOLE 0 214,500 AMERICAN WOODM COM 030506109 687 13,541 SH SOLE 0 13,541 AMERICAN WTR W COM 030411102 12,594 282,000 SH SOLE 0 282,000 AMERICREDIT CO COM 03060R101 7,054 874,100 SH SOLE 0 874,100 AMERIGROUP COR COM 03073T102 9,025 269,000 SH SOLE 0 269,000 AMERIPATH INC COM 03071D109 2,603 174,700 SH SOLE 0 174,700 AMERISOURCEBER COM 03073E105 6,624 92,750 SH SOLE 0 92,750 AMERISTAR CASI COM 03070Q101 468 24,700 SH SOLE 0 24,700 AMERITRADE HLD COM 03074K100 261 70,100 SH SOLE 0 70,100 AMERON INTL IN COM 030710107 236 4,800 SH SOLE 0 4,800 AMERUS GROUP C COM 03072M108 3,483 122,800 SH SOLE 0 122,800 AMETEK INC NEW COM 031100100 3,221 110,600 SH SOLE 0 110,600 AMGEN INC COM 031162100 50,212 1,204,132 SH SOLE 0 1,204,132 AMKOR TECHNOLO COM 031652100 152 64,000 SH SOLE 0 64,000 AMN HEALTHCARE COM 001744101 1,416 76,520 SH SOLE 0 76,520 AMPHENOL CORP CL A 032095101 1,225 39,500 SH SOLE 0 39,500 AMR CORP COM 001765106 141 33,664 SH SOLE 0 33,664 AMSOUTH BANCOR COM 032165102 5,630 271,458 SH SOLE 0 271,458 AMSURG CORP COM 03232P405 6,172 204,580 SH SOLE 0 204,580 AMYLIN PHARMAC COM 032346108 2,681 161,340 SH SOLE 0 161,340 ANADARKO PETE COM 032511107 9,408 211,221 SH SOLE 0 211,221 ANADIGICS INC COM 032515108 120 56,500 SH SOLE 0 56,500 ANALOG DEVICES COM 032654105 5,141 260,950 SH SOLE 0 260,950 ANALOGIC CORP COM 032657207 4,043 96,525 SH SOLE 0 96,525 ANALYSTS INTL COM 032681108 391 134,850 SH SOLE 0 134,850 ANCHOR BANCORP COM 032839102 2,923 144,700 SH SOLE 0 144,700 ANDREW CORP COM 034425108 424 64,757 SH SOLE 0 64,757 ANGELICA CORP COM 034663104 6,836 318,100 SH SOLE 0 318,100 ANGLO AMERN PL ADR 03485P102 1,031 81,850 SH SOLE 0 81,850 ANHEUSER BUSCH COM 035229103 28,561 564,448 SH SOLE 0 564,448 ANIXTER INTL I COM 035290105 6,264 304,100 SH SOLE 0 304,100 ANNALY MTG MGM COM 035710409 1,482 80,300 SH SOLE 0 80,300 ANNTAYLOR STOR COM 036115103 7,391 320,950 SH SOLE 0 320,950 ANSYS INC COM 03662Q105 1,653 95,950 SH SOLE 0 95,950 ANTEON INTL CO COM 03674E108 2,025 74,500 SH SOLE 0 74,500 ANTHEM INC COM 03674B104 7,942 122,185 SH SOLE 0 122,185 ANTHRACITE CAP COM 037023108 4,706 416,492 SH SOLE 0 416,492 ANTIGENICS INC COM 037032109 408 50,500 SH SOLE 0 50,500 AOL TIME WARNE COM 00184A105 43,380 3,707,659 SH SOLE 0 3,707,659 AON CORP COM 037389103 2,795 136,431 SH SOLE 0 136,431 APAC CUSTOMER COM 00185E106 30 10,400 SH SOLE 0 10,400 APACHE CORP COM 037411105 8,105 136,339 SH SOLE 0 136,339 APARTMENT INVT CL A 03748R101 29,472 758,600 SH SOLE 0 758,600 APEX MORTGAGE COM 037564101 571 51,000 SH SOLE 0 51,000 APOGEE ENTERPR COM 037598109 2,126 194,300 SH SOLE 0 194,300 APOGENT TECHNO COM 03760A101 5,818 311,800 SH SOLE 0 311,800 APOLLO GROUP I CL A 037604105 7,568 174,250 SH SOLE 0 174,250 APPLE COMPUTER COM 037833100 2,139 147,532 SH SOLE 0 147,532 APPLEBEES INTL COM 037899101 8,330 380,013 SH SOLE 0 380,013 APPLERA CORP COM 038020103 7,501 409,888 SH SOLE 0 409,888 APPLERA CORP COM 038020202 634 79,800 SH SOLE 0 79,800 APPLICA INC COM 03815A106 794 149,800 SH SOLE 0 149,800 APPLIED INDL T COM 03820C105 1,812 106,900 SH SOLE 0 106,900 APPLIED MATLS COM 038222105 19,816 1,715,631 SH SOLE 0 1,715,631 APPLIED MICRO COM 03822W109 1,389 485,800 SH SOLE 0 485,800 APRIA HEALTHCA COM 037933108 6,796 288,450 SH SOLE 0 288,450 APTARGROUP INC COM 038336103 6,468 240,700 SH SOLE 0 240,700 AQUILA INC COM 03840P102 2,082 507,850 SH SOLE 0 507,850 ARACRUZ CELULO S ADR 038496204 3,456 235,749 SH SOLE 0 235,749 ARBITRON INC COM 03875Q108 7,441 218,200 SH SOLE 0 218,200 ARCH CAP GROUP COM G0450A105 1,638 58,710 SH SOLE 0 58,710 ARCH CHEMICALS COM 03937R102 2,734 154,300 SH SOLE 0 154,300 ARCH COAL INC COM 039380100 3,097 187,100 SH SOLE 0 187,100 ARCHER DANIELS COM 039483102 6,492 518,933 SH SOLE 0 518,933 ARCHSTONE SMIT COM 039583109 48,618 2,035,945 SH SOLE 0 2,035,945 ARCTIC CAT INC COM 039670104 1,749 125,300 SH SOLE 0 125,300 ARDEN RLTY INC COM 039793104 7,052 298,200 SH SOLE 0 298,200 ARENA PHARMACE COM 040047102 109 19,400 SH SOLE 0 19,400 ARGOSY GAMING COM 040228108 4,677 203,700 SH SOLE 0 203,700 ARKANSAS BEST COM 040790107 5,563 193,907 SH SOLE 0 193,907 ARMOR HOLDINGS COM 042260109 3,719 248,100 SH SOLE 0 248,100 ARQULE INC COM 04269E107 730 141,700 SH SOLE 0 141,700 ARRAY BIOPHARM COM 04269X105 818 105,020 SH SOLE 0 105,020 ARRIS GROUP IN COM 04269Q100 108 29,100 SH SOLE 0 29,100 ARROW ELECTRS COM 042735100 12,290 973,050 SH SOLE 0 973,050 ARTESYN TECHNO COM 043127109 393 260,600 SH SOLE 0 260,600 ARTHROCARE COR COM 043136100 1,446 119,300 SH SOLE 0 119,300 ARTISAN COMPON COM 042923102 998 109,600 SH SOLE 0 109,600 ARVINMERITOR I COM 043353101 4,486 239,899 SH SOLE 0 239,899 ASCENTIAL SOFT COM 04362P108 1,976 1,063,320 SH SOLE 0 1,063,320 ASE TEST LTD COM Y02516105 761 215,720 SH SOLE 0 215,720 ASHLAND INC COM 044204105 3,339 124,651 SH SOLE 0 124,651 ASHWORTH INC COM 04516H101 367 74,100 SH SOLE 0 74,100 ASIAINFO HLDGS COM 04518A104 82 24,500 SH SOLE 0 24,500 ASM INTL N V COM N07045102 341 37,700 SH SOLE 0 37,700 ASML HLDG NV COM N07059111 638 102,990 SH SOLE 0 102,990 ASPECT COMMUNI COM 04523Q102 201 136,500 SH SOLE 0 136,500 ASPEN TECHNOLO COM 045327103 658 219,400 SH SOLE 0 219,400 ASSOCIATED BAN COM 045487105 8,421 265,408 SH SOLE 0 265,408 ASSOCIATED EST COM 045604105 149 18,400 SH SOLE 0 18,400 ASTEC INDS INC COM 046224101 1,645 152,600 SH SOLE 0 152,600 ASTORIA FINL C COM 046265104 7,271 298,000 SH SOLE 0 298,000 ASTROPOWER INC COM 04644A101 884 124,500 SH SOLE 0 124,500 ASYST TECHNOLO COM 04648X107 89 14,700 SH SOLE 0 14,700 AT&T CORP COM 001957109 41,511 3,456,351 SH SOLE 0 3,456,351 AT&T WIRELESS COM 00209A106 11,461 2,781,706 SH SOLE 0 2,781,706 ATHEROGENICS I COM 047439104 100 15,900 SH SOLE 0 15,900 ATLANTIC COAST COM 048396105 2,513 271,700 SH SOLE 0 271,700 ATLAS AIR WORL COM 049164106 260 107,800 SH SOLE 0 107,800 ATMEL CORP COM 049513104 1,395 1,316,000 SH SOLE 0 1,316,000 ATMI INC COM 00207R101 3,192 226,380 SH SOLE 0 226,380 ATMOS ENERGY C COM 049560105 5,287 245,900 SH SOLE 0 245,900 ATWOOD OCEANIC COM 050095108 3,373 115,305 SH SOLE 0 115,305 AUDIOCODES LTD COM M15342104 369 205,000 SH SOLE 0 205,000 AUDIOVOX CORP CL A 050757103 927 132,500 SH SOLE 0 132,500 AUTODESK INC COM 052769106 2,073 163,634 SH SOLE 0 163,634 AUTOMATIC DATA COM 053015103 18,984 545,995 SH SOLE 0 545,995 AUTONATION INC COM 05329W102 2,801 243,150 SH SOLE 0 243,150 AUTOZONE INC COM 053332102 8,187 103,817 SH SOLE 0 103,817 AVALONBAY CMNT COM 053484101 53,735 1,285,522 SH SOLE 0 1,285,522 AVAYA INC COM 053499109 321 224,462 SH SOLE 0 224,462 AVERY DENNISON COM 053611109 5,294 92,916 SH SOLE 0 92,916 AVIALL INC NEW COM 05366B102 193 18,900 SH SOLE 0 18,900 AVID TECHNOLOG COM 05367P100 1,512 146,800 SH SOLE 0 146,800 AVISTA CORP COM 05379B107 3,053 272,600 SH SOLE 0 272,600 AVNET INC COM 053807103 11,201 1,038,089 SH SOLE 0 1,038,089 AVOCENT CORP COM 053893103 2,492 186,238 SH SOLE 0 186,238 AVON PRODS INC COM 054303102 5,743 124,570 SH SOLE 0 124,570 AVX CORP NEW COM 002444107 391 45,100 SH SOLE 0 45,100 AWARE INC MASS COM 05453N100 263 126,400 SH SOLE 0 126,400 AXCELIS TECHNO COM 054540109 2,743 562,000 SH SOLE 0 562,000 AXEDA SYSTEMS COM 054959101 59 91,023 SH SOLE 0 91,023 AXT INC COM 00246W103 260 125,000 SH SOLE 0 125,000 AZTAR CORP COM 054802103 4,251 321,776 SH SOLE 0 321,776 BAKER HUGHES I COM 057224107 13,301 458,174 SH SOLE 0 458,174 BALDOR ELEC CO COM 057741100 3,786 198,200 SH SOLE 0 198,200 BALL CORP COM 058498106 2,481 49,228 SH SOLE 0 49,228 BALLY TOTAL FI COM 05873K108 2,066 208,500 SH SOLE 0 208,500 BANC CORP COM 05944B103 435 56,200 SH SOLE 0 56,200 BANCFIRST CORP COM 05945F103 1,486 30,200 SH SOLE 0 30,200 BANCO LATINOAM CL E P16994132 112 54,400 SH SOLE 0 54,400 BANCORPSOUTH I COM 059692103 345 17,500 SH SOLE 0 17,500 BANDAG INC CL A 059815308 1,455 53,900 SH SOLE 0 53,900 BANK HAWAII CO COM 062540109 5,354 191,900 SH SOLE 0 191,900 BANK NEW YORK COM 064057102 33,265 1,157,450 SH SOLE 0 1,157,450 BANK OF AMERIC COM 060505104 80,512 1,261,944 SH SOLE 0 1,261,944 BANK ONE CORP COM 06423A103 50,142 1,340,707 SH SOLE 0 1,340,707 BANKATLANTIC B CL A 065908501 3,103 345,600 SH SOLE 0 345,600 BANKNORTH GROU COM 06646R107 9,925 417,900 SH SOLE 0 417,900 BANTA CORP COM 066821109 3,315 93,376 SH SOLE 0 93,376 BARD C R INC COM 067383109 4,080 74,678 SH SOLE 0 74,678 BARNES & NOBLE COM 067774109 4,020 190,000 SH SOLE 0 190,000 BARNES GROUP I COM 067806109 2,107 104,900 SH SOLE 0 104,900 BARR LABS INC COM 068306109 9,939 159,560 SH SOLE 0 159,560 BARRA INC COM 068313105 3,828 140,100 SH SOLE 0 140,100 BASSETT FURNIT COM 070203104 902 65,500 SH SOLE 0 65,500 BAUSCH & LOMB COM 071707103 1,110 33,466 SH SOLE 0 33,466 BAXTER INTL IN COM 071813109 14,151 463,202 SH SOLE 0 463,202 BAY VIEW CAP C COM 07262L101 913 161,100 SH SOLE 0 161,100 BB&T CORP COM 054937107 10,939 312,180 SH SOLE 0 312,180 BE AEROSPACE I COM 073302101 1,006 211,300 SH SOLE 0 211,300 BEA SYS INC COM 073325102 692 133,650 SH SOLE 0 133,650 BEAR STEARNS C COM 073902108 6,378 113,084 SH SOLE 0 113,084 BEASLEY BROADC CL A 074014101 435 34,600 SH SOLE 0 34,600 BEAZER HOMES U COM 07556Q105 2,399 39,300 SH SOLE 0 39,300 BECKMAN COULTE COM 075811109 8,081 208,800 SH SOLE 0 208,800 BECTON DICKINS COM 075887109 10,462 368,374 SH SOLE 0 368,374 BED BATH & BEY COM 075896100 7,217 221,600 SH SOLE 0 221,600 BEDFORD PPTY I COM 076446301 369 14,900 SH SOLE 0 14,900 BEI TECHNOLOGI COM 05538P104 883 80,300 SH SOLE 0 80,300 BEL FUSE INC CL B 077347300 1,306 60,900 SH SOLE 0 60,900 BELDEN INC COM 077459105 6,196 461,688 SH SOLE 0 461,688 BELL MICROPROD COM 078137106 456 109,200 SH SOLE 0 109,200 BELLSOUTH CORP COM 079860102 29,919 1,629,563 SH SOLE 0 1,629,563 BELO CORP COM 080555105 6,918 316,200 SH SOLE 0 316,200 BEMIS INC COM 081437105 1,856 37,569 SH SOLE 0 37,569 BENCHMARK ELEC COM 08160H101 6,266 297,650 SH SOLE 0 297,650 BERKLEY W R CO COM 084423102 1,263 37,150 SH SOLE 0 37,150 BERKSHIRE HATH CL A 084670108 4,877 66 SH SOLE 0 66 BERKSHIRE HATH CL B 084670207 8,036 3,260 SH SOLE 0 3,260 BEST BUY INC COM 086516101 3,864 173,200 SH SOLE 0 173,200 BEVERLY ENTERP COM 087851309 77 31,800 SH SOLE 0 31,800 BIG LOTS INC COM 089302103 25,470 1,608,998 SH SOLE 0 1,608,998 BIO RAD LABS I CL A 090572207 418 11,100 SH SOLE 0 11,100 BIO TECHNOLOGY COM 090578105 1,102 372,300 SH SOLE 0 372,300 BIOGEN INC COM 090597105 2,623 89,600 SH SOLE 0 89,600 BIOMET INC COM 090613100 4,275 160,539 SH SOLE 0 160,539 BIOSITE INC COM 090945106 3,292 113,540 SH SOLE 0 113,540 BIOSPHERE MEDI COM 09066V103 163 52,900 SH SOLE 0 52,900 BIOVAIL CORP COM 09067J109 1,680 68,045 SH SOLE 0 68,045 BISYS GROUP IN COM 055472104 6,131 366,900 SH SOLE 0 366,900 BJ SVCS CO COM 055482103 4,359 167,650 SH SOLE 0 167,650 BJS WHOLESALE COM 05548J106 3,618 190,300 SH SOLE 0 190,300 BLACK & DECKER COM 091797100 3,568 85,093 SH SOLE 0 85,093 BLACK BOX CORP COM 091826107 4,588 138,200 SH SOLE 0 138,200 BLACK HILLS CO COM 092113109 3,808 145,400 SH SOLE 0 145,400 BLACKROCK INC CL A 09247X101 2,218 53,561 SH SOLE 0 53,561 BLOCK H & R IN COM 093671105 4,672 111,222 SH SOLE 0 111,222 BLYTH INC COM 09643P108 3,822 137,000 SH SOLE 0 137,000 BMC INDS INC M COM 055607105 49 41,100 SH SOLE 0 41,100 BMC SOFTWARE I COM 055921100 3,571 273,210 SH SOLE 0 273,210 BOB EVANS FARM COM 096761101 2,377 100,300 SH SOLE 0 100,300 BOEING CO COM 097023105 22,690 664,799 SH SOLE 0 664,799 BOISE CASCADE COM 097383103 883 38,743 SH SOLE 0 38,743 BOK FINL CORP COM 05561Q201 1,531 47,115 SH SOLE 0 47,115 BONE CARE INTL COM 098072101 255 44,100 SH SOLE 0 44,100 BORDERS GROUP COM 099709107 6,865 434,500 SH SOLE 0 434,500 BORG WARNER IN COM 099724106 5,875 118,353 SH SOLE 0 118,353 BORLAND SOFTWA COM 099849101 3,824 490,940 SH SOLE 0 490,940 BOSTON BEER IN CL A 100557107 676 48,650 SH SOLE 0 48,650 BOSTON COMMUNI COM 100582105 1,240 120,200 SH SOLE 0 120,200 BOSTON PRIVATE COM 101119105 3,288 154,350 SH SOLE 0 154,350 BOSTON PROPERT COM 101121101 18,088 486,226 SH SOLE 0 486,226 BOSTON SCIENTI COM 101137107 7,975 252,688 SH SOLE 0 252,688 BOWATER INC COM 102183100 5,235 148,300 SH SOLE 0 148,300 BOWNE & CO INC COM 103043105 2,259 225,900 SH SOLE 0 225,900 BOYD GAMING CO COM 103304101 2,107 112,850 SH SOLE 0 112,850 BOYKIN LODGING COM 103430104 206 21,400 SH SOLE 0 21,400 BP PLC S ADR 055622104 1,333 33,400 SH SOLE 0 33,400 BRADY CORP CL A 104674106 5,189 161,141 SH SOLE 0 161,141 BRANDYWINE RLT REIT 105368203 3,655 162,100 SH SOLE 0 162,100 BRIGGS & STRAT COM 109043109 8,067 214,900 SH SOLE 0 214,900 BRIGHAM EXPLOR COM 109178103 72 20,190 SH SOLE 0 20,190 BRINKER INTL I COM 109641100 7,786 300,600 SH SOLE 0 300,600 BRISTOL MYERS COM 110122108 29,107 1,222,988 SH SOLE 0 1,222,988 BRITESMILE INC COM 110415106 41 54,400 SH SOLE 0 54,400 BROADCOM CORP CL A 111320107 2,974 278,480 SH SOLE 0 278,480 BROADWING INC COM 111620100 1,221 616,900 SH SOLE 0 616,900 BROCADE COMMUN COM 111621108 816 108,400 SH SOLE 0 108,400 BROOKLINE BANC COM 11373M107 1,200 102,100 SH SOLE 0 102,100 BROOK-PRI AUTO COM 11442E102 2,337 204,100 SH SOLE 0 204,100 BROOKTROUT INC COM 114580103 312 68,200 SH SOLE 0 68,200 BROWN & BROWN COM 115236101 873 29,100 SH SOLE 0 29,100 BROWN FORMAN C CL B 115637209 2,631 39,297 SH SOLE 0 39,297 BROWN SHOE INC COM 115736100 1,756 98,100 SH SOLE 0 98,100 BROWN TOM INC COM 115660201 5,102 222,800 SH SOLE 0 222,800 BRUKER DALTONI COM 116795105 112 22,000 SH SOLE 0 22,000 BRUNSWICK CORP COM 117043109 1,693 80,484 SH SOLE 0 80,484 BRUSH ENGINEER COM 117421107 723 92,700 SH SOLE 0 92,700 BUCA INC COM 117769109 1,286 160,800 SH SOLE 0 160,800 BUCKEYE TECHNO COM 118255108 1,513 205,800 SH SOLE 0 205,800 BUILDING MATLS COM 120113105 856 73,200 SH SOLE 0 73,200 BUNGE LIMITED COM G16962105 6,793 280,710 SH SOLE 0 280,710 BURLINGTON COA COM 121579106 4,558 253,200 SH SOLE 0 253,200 BURLINGTON NOR COM 12189T104 8,958 374,501 SH SOLE 0 374,501 BURLINGTON RES COM 122014103 27,136 707,411 SH SOLE 0 707,411 BUSINESS OBJEC S ADR 12328X107 782 73,655 SH SOLE 0 73,655 BUTLER MFG CO COM 123655102 760 35,200 SH SOLE 0 35,200 BWAY CORP COM 056039100 326 23,425 SH SOLE 0 23,425 C COR NET CORP COM 125010108 749 201,900 SH SOLE 0 201,900 C D I CORP COM 125071100 3,274 125,200 SH SOLE 0 125,200 C H ROBINSON W COM 12541W100 6,439 238,300 SH SOLE 0 238,300 C&D TECHNOLOGI COM 124661109 2,186 149,100 SH SOLE 0 149,100 CABLE DESIGN T COM 126924109 2,260 369,275 SH SOLE 0 369,275 CABLEVISION SY CL A 12686C109 3,138 346,305 SH SOLE 0 346,305 CABOT CORP COM 127055101 4,414 210,200 SH SOLE 0 210,200 CABOT MICROELE COM 12709P103 3,666 98,441 SH SOLE 0 98,441 CABOT OIL & GA COM 127097103 4,900 227,900 SH SOLE 0 227,900 CACI INTL INC CL A 127190304 7,620 214,960 SH SOLE 0 214,960 CADENCE DESIGN COM 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COM 141665109 2,292 47,746 SH SOLE 0 47,746 CAREMARK RX IN COM 141705103 415 24,400 SH SOLE 0 24,400 CARLISLE COS I COM 142339100 4,064 110,800 SH SOLE 0 110,800 CARMAX INC COM 143130102 4,701 290,200 SH SOLE 0 290,200 CARNIVAL CORP COM 143658102 15,089 601,150 SH SOLE 0 601,150 CARPENTER TECH COM 144285103 2,197 169,000 SH SOLE 0 169,000 CARRAMERICA RL COM 144418100 1,194 47,450 SH SOLE 0 47,450 CARREKER CORP COM 144433109 967 157,700 SH SOLE 0 157,700 CARRIAGE SVCS COM 143905107 152 50,000 SH SOLE 0 50,000 CASCADE NAT GA COM 147339105 1,212 61,500 SH SOLE 0 61,500 CASEYS GEN STO COM 147528103 3,334 288,641 SH SOLE 0 288,641 CASH AMER INTL COM 14754D100 1,117 136,433 SH SOLE 0 136,433 CASTLE A M & C COM 148411101 559 82,800 SH SOLE 0 82,800 CATALINA MARKE COM 148867104 5,283 188,150 SH SOLE 0 188,150 CATAPULT COMMU COM 149016107 842 86,400 SH SOLE 0 86,400 CATERPILLAR IN COM 149123101 9,058 243,352 SH SOLE 0 243,352 CATHAY BANCORP COM 149150104 347 8,900 SH SOLE 0 8,900 CATO CORP NEW 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CENTURY ALUM C COM 156431108 797 114,500 SH SOLE 0 114,500 CENTURYTEL INC COM 156700106 2,830 126,150 SH SOLE 0 126,150 CEPHALON INC COM 156708109 14,177 347,300 SH SOLE 0 347,300 CERES GROUP IN COM 156772105 75 38,700 SH SOLE 0 38,700 CERIDIAN CORP COM 156779100 5,962 418,400 SH SOLE 0 418,400 CERNER CORP COM 156782104 8,797 249,850 SH SOLE 0 249,850 CERTEGY INC COM 156880106 4,706 234,106 SH SOLE 0 234,106 CH ENERGY GROU COM 12541M102 4,381 93,355 SH SOLE 0 93,355 CHAMPION ENTER COM 158496109 5,473 1,861,500 SH SOLE 0 1,861,500 CHARLES RIV LA COM 159864107 7,917 201,700 SH SOLE 0 201,700 CHARLOTTE RUSS COM 161048103 419 44,100 SH SOLE 0 44,100 CHARMING SHOPP COM 161133103 25,181 3,730,518 SH SOLE 0 3,730,518 CHARTER COMMUN CL A 16117M107 689 370,400 SH SOLE 0 370,400 CHARTER ONE FI COM 160903100 4,685 157,644 SH SOLE 0 157,644 CHATEAU CMNTYS COM 161726104 2,060 78,000 SH SOLE 0 78,000 CHATTEM INC COM 162456107 421 10,300 SH SOLE 0 10,300 CHECK POINT SO COM M22465104 3,326 242,050 SH 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5,553 158,930 SH SOLE 0 158,930 CHITTENDEN COR COM 170228100 5,707 192,800 SH SOLE 0 192,800 CHOICE HOTELS COM 169905106 448 19,400 SH SOLE 0 19,400 CHOICEPOINT IN COM 170388102 8,880 249,166 SH SOLE 0 249,166 CHOLESTECH COR COM 170393102 120 11,600 SH SOLE 0 11,600 CHRISTOPHER & COM 171046105 5,442 216,654 SH SOLE 0 216,654 CHUBB CORP COM 171232101 5,905 107,703 SH SOLE 0 107,703 CHURCH & DWIGH COM 171340102 4,031 121,600 SH SOLE 0 121,600 CIBER INC COM 17163B102 2,256 388,300 SH SOLE 0 388,300 CIENA CORP CONV 171779AA9 1,821 3,140,000 SH SOLE 0 3,140,000 CIENA CORP COM 171779101 960 323,100 SH SOLE 0 323,100 CIGNA CORP COM 125509109 15,433 218,139 SH SOLE 0 218,139 CINCINNATI FIN COM 172062101 4,333 121,774 SH SOLE 0 121,774 CINERGY CORP COM 172474108 3,542 112,699 SH SOLE 0 112,699 CINTAS CORP COM 172908105 3,416 81,500 SH SOLE 0 81,500 CIRCUIT CITY S COM 172737108 2,208 145,762 SH SOLE 0 145,762 CIRRUS LOGIC I COM 172755100 1,128 442,400 SH SOLE 0 442,400 CISCO SYS INC COM 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COINSTAR INC COM 19259P300 1,576 61,140 SH SOLE 0 61,140 COLE KENNETH P CL A 193294105 317 15,600 SH SOLE 0 15,600 COLGATE PALMOL COM 194162103 18,878 349,908 SH SOLE 0 349,908 COLLINS & AIKM COM 194830204 828 230,600 SH SOLE 0 230,600 COLONIAL BANCG COM 195493309 4,964 400,300 SH SOLE 0 400,300 COLONIAL PPTYS REIT 195872106 4,664 128,900 SH SOLE 0 128,900 COLUMBIA LABS COM 197779101 929 206,500 SH SOLE 0 206,500 COLUMBUS MCKIN COM 199333105 300 57,000 SH SOLE 0 57,000 COMCAST CORP CL A 200300200 20,398 977,866 SH SOLE 0 977,866 COMERICA INC COM 200340107 6,866 142,389 SH SOLE 0 142,389 COMFORT SYS US COM 199908104 74 24,200 SH SOLE 0 24,200 COMMERCE BANCO COM 200519106 9,460 227,890 SH SOLE 0 227,890 COMMERCE GROUP COM 200641108 395 12,200 SH SOLE 0 12,200 COMMERCIAL FED COM 201647104 7,010 322,000 SH SOLE 0 322,000 COMMERCIAL MET COM 201723103 2,747 153,300 SH SOLE 0 153,300 COMMONWEALTH B COM 20268X102 883 19,200 SH SOLE 0 19,200 COMMONWEALTH I COM 203004106 468 89,100 SH SOLE 0 89,100 COMMONWEALTH T COM 203349105 1,236 35,550 SH SOLE 0 35,550 COMMSCOPE INC COM 203372107 1,180 174,100 SH SOLE 0 174,100 COMMUNICATIONS COM 203900105 62 10,100 SH SOLE 0 10,100 COMMUNITY FIRS COM 203902101 12,790 458,750 SH SOLE 0 458,750 COMPANHIA BRAS ADR 20440T201 1,772 149,700 SH SOLE 0 149,700 COMPANHIA VALE S ADR 204412209 3,176 139,589 SH SOLE 0 139,589 COMPANIA DE TE S ADR 204449300 256 29,300 SH SOLE 0 29,300 COMPASS BANCSH COM 20449H109 13,459 456,400 SH SOLE 0 456,400 COMPUCOM SYS I COM 204780100 66 11,500 SH SOLE 0 11,500 COMPUDYNE CORP COM 204795306 809 93,800 SH SOLE 0 93,800 COMPUTER ASSOC COM 204912109 5,173 538,903 SH SOLE 0 538,903 COMPUTER SCIEN COM 205363104 4,076 146,662 SH SOLE 0 146,662 COMPUTER TASK COM 205477102 425 130,700 SH SOLE 0 130,700 COMPUWARE CORP COM 205638109 813 266,400 SH SOLE 0 266,400 COMVERSE TECHN CONV 205862AJ4 1,130 1,395,000 SH SOLE 0 1,395,000 COMVERSE TECHN COM 205862402 796 113,900 SH SOLE 0 113,900 CONAGRA FOODS COM 205887102 9,192 369,916 SH SOLE 0 369,916 CONCEPTUS INC COM 206016107 1,375 89,900 SH SOLE 0 89,900 CONCERTO SOFTW COM 20602T106 452 76,300 SH SOLE 0 76,300 CONCORD CAMERA COM 206156101 1,504 322,830 SH SOLE 0 322,830 CONCORD COMMUN COM 206186108 635 125,700 SH SOLE 0 125,700 CONCORD EFS IN COM 206197105 6,965 438,600 SH SOLE 0 438,600 CONEXANT SYSTE COM 207142100 26 23,300 SH SOLE 0 23,300 CONMED CORP COM 207410101 6,669 330,945 SH SOLE 0 330,945 CONNECTICUT BA COM 207540105 207 5,600 SH SOLE 0 5,600 CONNETICS CORP COM 208192104 565 61,100 SH SOLE 0 61,100 CONOCOPHILLIPS COM 20825C104 29,168 630,789 SH SOLE 0 630,789 CONSOLIDATED E COM 209115104 10,893 270,841 SH SOLE 0 270,841 CONSOLIDATED G COM 209341106 1,513 86,200 SH SOLE 0 86,200 CONSTELLATION CL A 21036P108 7,077 306,380 SH SOLE 0 306,380 CONSTELLATION COM 210371100 4,687 189,070 SH SOLE 0 189,070 CONVERGYS CORP COM 212485106 1,780 118,450 SH SOLE 0 118,450 COOPER CAMERON COM 216640102 10,704 256,330 SH SOLE 0 256,330 COOPER COS INC COM 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5,050,000 COX RADIO INC CL A 224051102 803 30,700 SH SOLE 0 30,700 CPB INC COM 125903104 1,911 41,400 SH SOLE 0 41,400 CPI CORP COM 125902106 3,315 241,100 SH SOLE 0 241,100 CRANE CO COM 224399105 716 36,243 SH SOLE 0 36,243 CREDENCE SYS C COM 225302108 4,126 476,400 SH SOLE 0 476,400 CREDICORP LTD COM G2519Y108 588 83,200 SH SOLE 0 83,200 CREE INC COM 225447101 2,698 215,800 SH SOLE 0 215,800 CRESCENT REAL COM 225756105 497 31,650 SH SOLE 0 31,650 CRITICAL PATH COM 22674V100 40 63,400 SH SOLE 0 63,400 CROMPTON CORP COM 227116100 5,941 591,111 SH SOLE 0 591,111 CROSS A T CO CL A 227478104 573 93,100 SH SOLE 0 93,100 CROSS CTRY INC COM 22748P105 322 22,770 SH SOLE 0 22,770 CROWN CORK & S COM 228255105 256 48,700 SH SOLE 0 48,700 CRYOLIFE INC COM 228903100 290 111,050 SH SOLE 0 111,050 CSG SYS INTL I COM 126349109 1,582 145,100 SH SOLE 0 145,100 CSX CORP COM 126408103 4,665 176,854 SH SOLE 0 176,854 CTI MOLECULAR COM 22943D105 2,717 107,400 SH SOLE 0 107,400 CTS CORP COM 126501105 889 193,200 SH SOLE 0 193,200 CULLEN FROST B COM 229899109 11,015 322,550 SH SOLE 0 322,550 CULP INC COM 230215105 145 17,100 SH SOLE 0 17,100 CUMMINS INC COM 231021106 1,547 65,488 SH SOLE 0 65,488 CUMULUS MEDIA CL A 231082108 4,686 265,520 SH SOLE 0 265,520 CUNO INC COM 126583103 2,942 95,358 SH SOLE 0 95,358 CURAGEN CORP CONV 23126RAC5 1,393 2,185,000 SH SOLE 0 2,185,000 CURATIVE HEALT COM 231264102 754 69,500 SH SOLE 0 69,500 CURTISS WRIGHT COM 231561101 3,498 58,500 SH SOLE 0 58,500 CV THERAPEUTIC COM 126667104 1,209 57,810 SH SOLE 0 57,810 CVB FINL CORP COM 126600105 1,167 53,200 SH SOLE 0 53,200 CVS CORP COM 126650100 10,528 415,294 SH SOLE 0 415,294 CYBERONICS INC COM 23251P102 544 31,600 SH SOLE 0 31,600 CYMER INC COM 232572107 6,343 340,310 SH SOLE 0 340,310 CYPRESS SEMICO COM 232806109 2,467 376,040 SH SOLE 0 376,040 CYTEC INDS INC COM 232820100 3,104 141,400 SH SOLE 0 141,400 CYTYC CORP COM 232946103 3,913 365,000 SH SOLE 0 365,000 D & K HEALTHCA COM 232861104 471 52,600 SH SOLE 0 52,600 D R HORTON INC COM 23331A109 7,686 412,800 SH SOLE 0 412,800 DAIMLERCHRYSLE COM D1668R123 335 10,000 SH SOLE 0 10,000 DAKTRONICS INC COM 234264109 1,745 182,000 SH SOLE 0 182,000 DANA CORP COM 235811106 1,834 140,240 SH SOLE 0 140,240 DANAHER CORP D COM 235851102 5,247 92,293 SH SOLE 0 92,293 DARDEN RESTAUR COM 237194105 3,502 144,473 SH SOLE 0 144,473 DATASCOPE CORP COM 238113104 2,408 89,000 SH SOLE 0 89,000 DAVITA INC COM 23918K108 878 37,205 SH SOLE 0 37,205 DEAN FOODS CO COM 242370104 10,139 254,888 SH SOLE 0 254,888 DEERE & CO COM 244199105 7,485 164,690 SH SOLE 0 164,690 DELIAS CORP CL A 24688Q101 26 24,400 SH SOLE 0 24,400 DELL COMPUTER COM 247025109 55,843 2,375,293 SH SOLE 0 2,375,293 DELPHI CORP COM 247126105 2,330 272,531 SH SOLE 0 272,531 DELPHI FINL GR CL A 247131105 4,504 123,676 SH SOLE 0 123,676 DELTA & PINE L COM 247357106 4,366 232,966 SH SOLE 0 232,966 DELTA AIR LINE COM 247361108 831 89,480 SH SOLE 0 89,480 DELTIC TIMBER COM 247850100 1,464 66,600 SH SOLE 0 66,600 DELUXE CORP COM 248019101 3,092 68,610 SH SOLE 0 68,610 DENDRITE INTL COM 248239105 1,474 233,550 SH SOLE 0 233,550 DENTSPLY INTL COM 249030107 10,971 273,120 SH SOLE 0 273,120 DEPARTMENT 56 COM 249509100 759 72,600 SH SOLE 0 72,600 DEVON ENERGY C COM 25179M103 8,555 177,300 SH SOLE 0 177,300 DEVRY INC DEL COM 251893103 4,003 215,000 SH SOLE 0 215,000 DIAGNOSTIC PRO COM 252450101 10,166 221,000 SH SOLE 0 221,000 DIAL CORP NEW COM 25247D101 9,012 419,927 SH SOLE 0 419,927 DIANON SYS INC COM 252826102 3,842 81,200 SH SOLE 0 81,200 DIEBOLD INC COM 253651103 7,425 225,550 SH SOLE 0 225,550 DIGI INTL INC COM 253798102 242 123,800 SH SOLE 0 123,800 DIGITAL INSIGH COM 25385P106 1,195 76,000 SH SOLE 0 76,000 DIGITAS INC COM 25388K104 114 51,600 SH SOLE 0 51,600 DILLARDS INC CL A 254067101 4,614 228,640 SH SOLE 0 228,640 DIME CMNTY BAN COM 253922108 3,883 181,260 SH SOLE 0 181,260 DIMON INC COM 254394109 1,552 248,700 SH SOLE 0 248,700 DIONEX CORP COM 254546104 3,126 122,300 SH SOLE 0 122,300 DISNEY WALT CO COM 254687106 51,677 3,413,255 SH SOLE 0 3,413,255 DITECH COMMUNI COM 25500M103 175 104,885 SH SOLE 0 104,885 DIVERSA CORP COM 255064107 3,220 377,470 SH SOLE 0 377,470 DOCUCORP INTL COM 255911109 265 24,500 SH SOLE 0 24,500 DOCUMENTUM INC COM 256159104 781 67,650 SH SOLE 0 67,650 DOLE FOOD INC COM 256605106 6,778 233,500 SH SOLE 0 233,500 DOLLAR GEN COR COM 256669102 2,343 174,571 SH SOLE 0 174,571 DOLLAR THRIFTY COM 256743105 1,851 115,300 SH SOLE 0 115,300 DOLLAR TREE ST COM 256747106 7,677 348,300 SH SOLE 0 348,300 DOMINION RES I COM 25746U109 9,716 191,523 SH SOLE 0 191,523 DONALDSON INC COM 257651109 5,551 161,700 SH SOLE 0 161,700 DONNELLEY R R COM 257867101 1,902 80,912 SH SOLE 0 80,912 DORAL FINL COR COM 25811P100 1,503 62,250 SH SOLE 0 62,250 DOUBLECLICK IN COM 258609304 55 10,700 SH SOLE 0 10,700 DOVER CORP COM 260003108 4,507 177,584 SH SOLE 0 177,584 DOW CHEM CO COM 260543103 16,870 617,707 SH SOLE 0 617,707 DOW JONES & CO COM 260561105 947 24,663 SH SOLE 0 24,663 DOWNEY FINL CO COM 261018105 7,907 230,874 SH SOLE 0 230,874 DPL INC COM 233293109 5,865 356,524 SH SOLE 0 356,524 DQE INC COM 23329J104 5,367 357,800 SH SOLE 0 357,800 DRESS BARN INC COM 261570105 3,260 209,500 SH SOLE 0 209,500 DREXLER TECHNO COM 261876106 1,031 70,900 SH SOLE 0 70,900 DREYERS GRAND COM 261878102 6,853 98,100 SH SOLE 0 98,100 DRIL-QUIP INC COM 262037104 1,623 96,300 SH SOLE 0 96,300 DRS TECHNOLOGI COM 23330X100 5,691 152,900 SH SOLE 0 152,900 DSP GROUP INC COM 23332B106 2,573 160,200 SH SOLE 0 160,200 DST SYS INC DE COM 233326107 11,325 384,275 SH SOLE 0 384,275 DT INDUSTRIES COM 23333J108 64 23,100 SH SOLE 0 23,100 DTE ENERGY CO COM 233331107 11,055 271,629 SH SOLE 0 271,629 DU PONT E I DE COM 263534109 26,697 740,132 SH SOLE 0 740,132 DUANE READE IN COM 263578106 2,514 157,100 SH SOLE 0 157,100 DUKE ENERGY CO COM 264399106 11,206 573,206 SH SOLE 0 573,206 DUKE REALTY CO COM 264411505 1,140 46,300 SH SOLE 0 46,300 DUN & BRADSTRE COM 26483E100 8,271 246,100 SH SOLE 0 246,100 DUPONT PHOTOMA COM 26613X101 2,712 119,050 SH SOLE 0 119,050 DURA AUTOMOTIV CL A 265903104 175 14,300 SH SOLE 0 14,300 DURECT CORP COM 266605104 93 30,000 SH SOLE 0 30,000 DYCOM INDS INC COM 267475101 5,265 574,800 SH SOLE 0 574,800 DYNEGY INC NEW CL A 26816Q101 293 252,965 SH SOLE 0 252,965 E M C CORP MAS COM 268648102 7,678 1,680,150 SH SOLE 0 1,680,150 E TRADE GROUP COM 269246104 7,259 1,631,298 SH SOLE 0 1,631,298 EARTHLINK INC COM 270321102 810 151,600 SH SOLE 0 151,600 EAST WEST BANC COM 27579R104 7,988 236,620 SH SOLE 0 236,620 EASTMAN CHEM C COM 277432100 3,831 100,366 SH SOLE 0 100,366 EASTMAN KODAK COM 277461109 9,057 332,503 SH SOLE 0 332,503 EATON CORP COM 278058102 6,239 97,877 SH SOLE 0 97,877 EATON VANCE CO COM 278265103 5,412 195,800 SH SOLE 0 195,800 EBAY INC COM 278642103 12,859 243,500 SH SOLE 0 243,500 ECHOSTAR COMMU CL A 278762109 972 56,200 SH SOLE 0 56,200 ECI TELECOM LT COM 268258100 426 250,300 SH SOLE 0 250,300 ECLIPSYS CORP COM 278856109 636 125,200 SH SOLE 0 125,200 ECOLAB INC COM 278865100 3,341 80,054 SH SOLE 0 80,054 EDGE PETE CORP COM 279862106 451 102,000 SH SOLE 0 102,000 EDISON INTL COM 281020107 3,579 357,889 SH SOLE 0 357,889 EDO CORP COM 281347104 2,591 115,600 SH SOLE 0 115,600 EDUCATION MGMT COM 28139T101 9,345 211,088 SH SOLE 0 211,088 EDWARDS AG INC COM 281760108 7,931 248,000 SH SOLE 0 248,000 EDWARDS LIFESC COM 28176E108 8,458 330,520 SH SOLE 0 330,520 EFUNDS CORP COM 28224R101 2,491 265,500 SH SOLE 0 265,500 EGL INC COM 268484102 1,836 166,800 SH SOLE 0 166,800 EL PASO CORP COM 28336L109 5,316 642,807 SH SOLE 0 642,807 EL PASO ELEC C COM 283677854 3,393 285,600 SH SOLE 0 285,600 EL PASO ENERGY CONV 283678209 1,683 93,570 SH SOLE 0 93,570 ELAN PLC ADR 284131208 47 24,500 SH SOLE 0 24,500 ELECTRO SCIENT COM 285229100 4,170 281,200 SH SOLE 0 281,200 ELECTROGLAS IN COM 285324109 236 117,900 SH SOLE 0 117,900 ELECTRONIC ART COM 285512109 6,932 105,100 SH SOLE 0 105,100 ELECTRONIC DAT COM 285661104 4,315 308,690 SH SOLE 0 308,690 ELECTRONICS BO COM 286045109 1,797 65,450 SH SOLE 0 65,450 ELECTRONICS FO COM 286082102 634 42,500 SH SOLE 0 42,500 ELIZABETH ARDE COM 28660G106 358 29,890 SH SOLE 0 29,890 ELKCORP COM 287456107 2,889 169,250 SH SOLE 0 169,250 EMBREX INC COM 290817105 1,301 117,200 SH SOLE 0 117,200 EMCOR GROUP IN COM 29084Q100 5,046 101,528 SH SOLE 0 101,528 EMCORE CORP COM 290846104 125 82,500 SH SOLE 0 82,500 EMERSON ELEC C COM 291011104 13,635 310,300 SH SOLE 0 310,300 EMMIS COMMUNIC CL A 291525103 5,630 296,300 SH SOLE 0 296,300 EMPRESA NACION S ADR 29244T101 75 11,400 SH SOLE 0 11,400 EMULEX CORP COM 292475209 749 66,500 SH SOLE 0 66,500 ENCOMPASS SVCS COM 29255U104 26 184,950 SH SOLE 0 184,950 ENDO PHARMACEU COM 29264F205 926 108,550 SH SOLE 0 108,550 ENERGEN CORP COM 29265N108 7,145 282,300 SH SOLE 0 282,300 ENERGIZER HLDG COM 29266R108 8,396 276,200 SH SOLE 0 276,200 ENERGY EAST CO COM 29266M109 10,001 504,836 SH SOLE 0 504,836 ENESCO GROUP I COM 292973104 536 76,500 SH SOLE 0 76,500 ENGELHARD CORP COM 292845104 2,163 90,756 SH SOLE 0 90,756 ENGINEERED SUP COM 292866100 4,113 72,100 SH SOLE 0 72,100 ENNIS BUSINESS COM 293389102 181 13,900 SH SOLE 0 13,900 ENSCO INTL INC COM 26874Q100 33,005 1,318,100 SH SOLE 0 1,318,100 ENTEGRIS INC COM 29362U104 496 63,850 SH SOLE 0 63,850 ENTERCOM COMMU CL A 293639100 11,005 232,310 SH SOLE 0 232,310 ENTERGY CORP N COM 29364G103 9,093 218,584 SH SOLE 0 218,584 ENTRAVISION CO CL A 29382R107 1,434 108,200 SH SOLE 0 108,200 ENTRUST INC COM 293848107 872 277,800 SH SOLE 0 277,800 ENVIRONMENTAL COM 294092101 1,446 237,000 SH SOLE 0 237,000 ENZO BIOCHEM I COM 294100102 2,362 165,179 SH SOLE 0 165,179 ENZON INC COM 293904108 1,486 77,255 SH SOLE 0 77,255 EOG RES INC COM 26875P101 2,922 81,250 SH SOLE 0 81,250 EON LABS INC COM 29412E100 697 32,280 SH SOLE 0 32,280 EPLUS INC COM 294268107 107 16,500 SH SOLE 0 16,500 EQUIFAX INC COM 294429105 1,998 91,912 SH SOLE 0 91,912 EQUITABLE RES COM 294549100 7,117 206,000 SH SOLE 0 206,000 EQUITY OFFICE REIT 294741103 18,639 721,890 SH SOLE 0 721,890 EQUITY RESIDEN COM 29476L107 9,275 387,412 SH SOLE 0 387,412 ERESEARCHTECHN COM 29481V108 292 15,800 SH SOLE 0 15,800 ERICSSON L M T ADR 294821400 80 223,427 SH SOLE 0 223,427 ESCO TECHNOLOG COM 296315104 1,554 48,100 SH SOLE 0 48,100 ESPEED INC CL A 296643109 164 16,100 SH SOLE 0 16,100 ESS TECHNOLOGY COM 269151106 2,492 405,200 SH SOLE 0 405,200 ESSEX PPTY TR COM 297178105 47,410 958,950 SH SOLE 0 958,950 ESTERLINE TECH COM 297425100 2,508 150,700 SH SOLE 0 150,700 ETHAN ALLEN IN COM 297602104 7,253 224,150 SH SOLE 0 224,150 EVEREST RE GRO COM G3223R108 8,657 157,800 SH SOLE 0 157,800 EVERGREEN RES COM 299900308 5,534 135,050 SH SOLE 0 135,050 EXABYTE CORP COM 300615101 400 624,300 SH SOLE 0 624,300 EXACT SCIENCES COM 30063P105 627 46,900 SH SOLE 0 46,900 EXAR CORP COM 300645108 3,736 323,500 SH SOLE 0 323,500 EXCO RESOURCES COM 269279204 214 13,020 SH SOLE 0 13,020 EXELIXIS INC COM 30161Q104 490 99,000 SH SOLE 0 99,000 EXELON CORP COM 30161N101 13,139 276,618 SH SOLE 0 276,618 EXPEDIA INC CL A 302125109 653 12,900 SH SOLE 0 12,900 EXPEDITORS INT COM 302130109 8,617 308,400 SH SOLE 0 308,400 EXPRESS SCRIPT COM 302182100 14,017 257,100 SH SOLE 0 257,100 EXPRESSJET HOL CL A 30218U108 1,551 168,600 SH SOLE 0 168,600 EXTENDED STAY COM 30224P101 3,355 264,200 SH SOLE 0 264,200 EXTREME NETWOR COM 30226D106 433 102,800 SH SOLE 0 102,800 EXXON MOBIL CO COM 30231G102 187,251 5,869,944 SH SOLE 0 5,869,944 F M C CORP COM 302491303 2,920 113,100 SH SOLE 0 113,100 F5 NETWORKS IN COM 315616102 94 12,400 SH SOLE 0 12,400 FACTORY 2-U IN COM 303072102 210 108,100 SH SOLE 0 108,100 FACTSET RESH S COM 303075105 5,111 192,500 SH SOLE 0 192,500 FAIR ISAAC & C COM 303250104 10,455 319,711 SH SOLE 0 319,711 FAIRCHILD SEMI CL A 303726103 3,342 352,895 SH SOLE 0 352,895 FAIRMONT HOTEL COM 305204109 37,389 1,570,975 SH SOLE 0 1,570,975 FAMILY DLR STO COM 307000109 2,105 78,300 SH SOLE 0 78,300 FASTENAL CO COM 311900104 6,752 213,800 SH SOLE 0 213,800 FBR ASSET INVT COM 30241E303 3,820 122,200 SH SOLE 0 122,200 FEDDERS CORP COM 313135501 1,053 417,740 SH SOLE 0 417,740 FEDERAL AGRIC CL C 313148306 1,467 49,700 SH SOLE 0 49,700 FEDERAL HOME L COM 313400301 52,286 935,356 SH SOLE 0 935,356 FEDERAL NATL M COM 313586109 51,550 865,804 SH SOLE 0 865,804 FEDERAL REALTY REIT 313747206 6,229 230,700 SH SOLE 0 230,700 FEDERAL SIGNAL COM 313855108 3,347 181,700 SH SOLE 0 181,700 FEDERATED DEPT COM 31410H101 9,684 328,926 SH SOLE 0 328,926 FEDERATED INVS CL B 314211103 497 18,400 SH SOLE 0 18,400 FEDEX CORP COM 31428X106 12,027 240,202 SH SOLE 0 240,202 FEI CO COM 30241L109 2,471 171,000 SH SOLE 0 171,000 FELCOR LODGING COM 31430F101 1,080 84,200 SH SOLE 0 84,200 FERRO CORP COM 315405100 5,295 229,200 SH SOLE 0 229,200 FIDELITY NATL COM 316326107 9,370 326,020 SH SOLE 0 326,020 FIFTH THIRD BA COM 316773100 19,916 325,265 SH SOLE 0 325,265 FILENET CORP COM 316869106 2,346 226,700 SH SOLE 0 226,700 FINANCIAL FED COM 317492106 3,437 107,900 SH SOLE 0 107,900 FINISH LINE IN CL A 317923100 239 26,500 SH SOLE 0 26,500 FIRST AMERN CO COM 318522307 9,984 488,700 SH SOLE 0 488,700 FIRST BANCORP COM 318672102 6,492 170,300 SH SOLE 0 170,300 FIRST CMNTY BA COM 31983B101 3,189 110,200 SH SOLE 0 110,200 FIRST COMWLTH COM 319829107 187 15,100 SH SOLE 0 15,100 FIRST CTZNS BA CL A 31946M103 1,639 15,900 SH SOLE 0 15,900 FIRST DATA COR COM 319963104 13,262 474,505 SH SOLE 0 474,505 FIRST FINL HLD COM 320239106 359 13,260 SH SOLE 0 13,260 FIRST HEALTH G COM 320960107 8,266 304,800 SH SOLE 0 304,800 FIRST HORIZON COM 32051K106 109 20,100 SH SOLE 0 20,100 FIRST MIDWEST COM 320867104 9,254 344,525 SH SOLE 0 344,525 FIRST NIAGARA COM 33582U100 2,382 75,400 SH SOLE 0 75,400 FIRST REP BK S COM 336158100 1,549 71,200 SH SOLE 0 71,200 FIRST TENN NAT COM 337162101 5,211 150,300 SH SOLE 0 150,300 FIRST VA BANKS COM 337477103 7,545 202,275 SH SOLE 0 202,275 FIRSTENERGY CO COM 337932107 9,467 316,727 SH SOLE 0 316,727 FIRSTFED FINL COM 337907109 4,908 190,600 SH SOLE 0 190,600 FIRSTMERIT COR COM 337915102 5,241 244,700 SH SOLE 0 244,700 FISERV INC COM 337738108 3,886 138,400 SH SOLE 0 138,400 FISHER SCIENTI COM 338032204 2,537 83,600 SH SOLE 0 83,600 FLAGSTAR BANCO COM 337930101 602 29,100 SH SOLE 0 29,100 FLEETBOSTON FI COM 339030108 42,783 2,104,410 SH SOLE 0 2,104,410 FLEETWOOD ENTE COM 339099103 9,284 1,377,453 SH SOLE 0 1,377,453 FLEMING COS IN COM 339130106 1,619 323,700 SH SOLE 0 323,700 FLEXTRONICS IN COM Y2573F102 888 127,400 SH SOLE 0 127,400 FLIR SYS INC COM 302445101 8,353 238,725 SH SOLE 0 238,725 FLORIDA ROCK I COM 341140101 16,585 542,700 SH SOLE 0 542,700 FLOW INTL CORP COM 343468104 277 85,700 SH SOLE 0 85,700 FLOWSERVE CORP COM 34354P105 2,334 233,448 SH SOLE 0 233,448 FLUOR CORP NEW COM 343412102 4,346 177,805 SH SOLE 0 177,805 FMC TECHNOLOGI COM 30249U101 3,140 187,335 SH SOLE 0 187,335 FNB CORP PA COM 302520101 3,581 127,815 SH SOLE 0 127,815 FOMENTO ECONOM S ADR 344419106 9,783 289,442 SH SOLE 0 289,442 FOOT LOCKER IN COM 344849104 1,005 100,600 SH SOLE 0 100,600 FOOTSTAR INC COM 344912100 1,020 130,800 SH SOLE 0 130,800 FORD MTR CO DE COM 345370860 35,850 3,658,153 SH SOLE 0 3,658,153 FOREST CITY EN CL A 345550107 592 18,200 SH SOLE 0 18,200 FOREST LABS IN COM 345838106 26,284 320,500 SH SOLE 0 320,500 FOREST OIL COR COM 346091705 3,376 132,400 SH SOLE 0 132,400 FORTUNE BRANDS COM 349631101 6,912 146,163 SH SOLE 0 146,163 FORWARD AIR CO COM 349853101 2,259 124,800 SH SOLE 0 124,800 FOSSIL INC COM 349882100 6,299 314,145 SH SOLE 0 314,145 FOSTER WHEELER COM G36535105 39 24,200 SH SOLE 0 24,200 FOUNDRY NETWOR COM 35063R100 961 175,420 SH SOLE 0 175,420 FOX ENTMT GROU CL A 35138T107 1,965 89,200 SH SOLE 0 89,200 FPIC INS GROUP COM 302563101 99 11,300 SH SOLE 0 11,300 FPL GROUP INC COM 302571104 8,886 165,174 SH SOLE 0 165,174 FRANKLIN RES I COM 354613101 5,540 178,128 SH SOLE 0 178,128 FREDS INC CL A 356108100 5,658 189,485 SH SOLE 0 189,485 FREEMARKETS IN COM 356602102 884 178,200 SH SOLE 0 178,200 FREEPORT-MCMOR CL B 35671D857 3,635 270,057 SH SOLE 0 270,057 FREMONT GEN CO COM 357288109 2,536 517,500 SH SOLE 0 517,500 FRESENIUS MED S ADR 358029106 2,568 341,464 SH SOLE 0 341,464 FRIEDMAN BILLI CL A 358433100 1,723 170,100 SH SOLE 0 170,100 FRONTIER AIRLI COM 359065109 902 184,900 SH SOLE 0 184,900 FRONTIER OIL C COM 35914P105 2,138 172,400 SH SOLE 0 172,400 FSI INTL INC COM 302633102 144 47,200 SH SOLE 0 47,200 FTI CONSULTING COM 302941109 1,211 30,460 SH SOLE 0 30,460 FUEL-TECH N V COM 359523107 91 21,300 SH SOLE 0 21,300 FULLER H B CO COM 359694106 3,203 120,400 SH SOLE 0 120,400 FULTON FINL CO COM 360271100 1,868 99,346 SH SOLE 0 99,346 FURNITURE BRAN COM 360921100 4,902 213,604 SH SOLE 0 213,604 G & K SVCS INC CL A 361268105 4,866 143,763 SH SOLE 0 143,763 GABLES RESIDEN COM 362418105 1,641 61,450 SH SOLE 0 61,450 GAIAM INC CL A 36268Q103 125 10,900 SH SOLE 0 10,900 GALLAGHER ARTH COM 363576109 6,007 243,700 SH SOLE 0 243,700 GANNETT INC COM 364730101 17,660 244,670 SH SOLE 0 244,670 GAP INC DEL COM 364760108 5,605 516,607 SH SOLE 0 516,607 GARDNER DENVER COM 365558105 1,551 98,700 SH SOLE 0 98,700 GARTNER INC COM 366651107 1,338 165,200 SH SOLE 0 165,200 GARTNER INC CL B 366651206 2,652 331,438 SH SOLE 0 331,438 GATEWAY INC COM 367626108 1,083 364,606 SH SOLE 0 364,606 GATX CORP COM 361448103 2,795 141,150 SH SOLE 0 141,150 GBC BANCORP CA COM 361475106 1,282 66,000 SH SOLE 0 66,000 GENCORP INC COM 368682100 2,776 275,900 SH SOLE 0 275,900 GENENTECH INC COM 368710406 1,582 48,471 SH SOLE 0 48,471 GENERAL CABLE COM 369300108 300 78,000 SH SOLE 0 78,000 GENERAL COMMUN CL A 369385109 1,966 522,800 SH SOLE 0 522,800 GENERAL DYNAMI COM 369550108 34,918 429,342 SH SOLE 0 429,342 GENERAL ELEC C COM 369604103 206,519 8,378,069 SH SOLE 0 8,378,069 GENERAL GROWTH REIT 370021107 3,991 77,500 SH SOLE 0 77,500 GENERAL MARITI COM Y2692M103 122 19,400 SH SOLE 0 19,400 GENERAL MLS IN COM 370334104 7,583 170,703 SH SOLE 0 170,703 GENERAL MTRS C COM 370442105 22,047 566,765 SH SOLE 0 566,765 GENERAL MTRS C CL H 370442832 550 60,100 SH SOLE 0 60,100 GENESCO INC COM 371532102 2,790 202,200 SH SOLE 0 202,200 GENESEE & WYO CL A 371559105 841 37,800 SH SOLE 0 37,800 GENESIS HEALTH COM 37183F107 497 30,234 SH SOLE 0 30,234 GENESIS HEALTH WTS 37183F115 1 50,759 SH SOLE 0 50,759 GENESIS MICROC COM 37184C103 127 16,600 SH SOLE 0 16,600 GENTEX CORP COM 371901109 7,988 293,800 SH SOLE 0 293,800 GENTIVA HEALTH COM 37247A102 229 27,700 SH SOLE 0 27,700 GENUINE PARTS COM 372460105 2,771 90,436 SH SOLE 0 90,436 GENZYME CORP COM 372917104 2,902 140,800 SH SOLE 0 140,800 GENZYME CORP COM 372917708 201 107,427 SH SOLE 0 107,427 GEORGIA GULF C COM 373200203 4,867 212,800 SH SOLE 0 212,800 GEORGIA PAC CO COM 373298108 2,408 183,957 SH SOLE 0 183,957 GERBER SCIENTI COM 373730100 541 140,500 SH SOLE 0 140,500 GILEAD SCIENCE COM 375558103 21,965 655,100 SH SOLE 0 655,100 GILLETTE CO COM 375766102 28,875 975,495 SH SOLE 0 975,495 GLATFELTER COM 377316104 3,235 280,100 SH SOLE 0 280,100 GLAXOSMITHKLIN S ADR 37733W105 711 18,500 SH SOLE 0 18,500 GLENBOROUGH RL COM 37803P105 6,945 342,100 SH SOLE 0 342,100 GLOBAL IMAGING COM 37934A100 1,660 87,900 SH SOLE 0 87,900 GLOBAL INDS LT COM 379336100 67 16,200 SH SOLE 0 16,200 GLOBAL PMTS IN COM 37940X102 5,373 209,880 SH SOLE 0 209,880 GLOBAL POWER E COM 37941P108 303 64,500 SH SOLE 0 64,500 GLOBALSANTAFE COM G3930E101 725 32,442 SH SOLE 0 32,442 GOLD FIELDS LT S ADR 38059T106 297 23,200 SH SOLE 0 23,200 GOLDEN ST BANC COM 381197102 12,508 387,000 SH SOLE 0 387,000 GOLDEN WEST FI COM 381317106 6,258 100,640 SH SOLE 0 100,640 GOLDMAN SACHS COM 38141G104 26,271 397,868 SH SOLE 0 397,868 GOODRICH CORP COM 382388106 1,659 87,781 SH SOLE 0 87,781 GOODYEAR TIRE COM 382550101 1,234 138,817 SH SOLE 0 138,817 GOODYS FAMILY COM 382588101 900 190,600 SH SOLE 0 190,600 GRACO INC COM 384109104 10,657 429,700 SH SOLE 0 429,700 GRAFTECH INTL COM 384313102 1,539 212,300 SH SOLE 0 212,300 GRAINGER W W I COM 384802104 4,376 102,844 SH SOLE 0 102,844 GRANITE CONSTR COM 387328107 3,438 208,620 SH SOLE 0 208,620 GRANT PRIDECO COM 38821G101 2,800 327,830 SH SOLE 0 327,830 GREAT ATLANTIC COM 390064103 1,892 225,800 SH SOLE 0 225,800 GREAT LAKES CH COM 390568103 870 36,210 SH SOLE 0 36,210 GREAT LAKES RE REIT 390752103 404 23,140 SH SOLE 0 23,140 GREAT PLAINS E COM 391164100 3,342 174,500 SH SOLE 0 174,500 GREATER BAY BA COM 391648102 3,934 216,300 SH SOLE 0 216,300 GREEN MOUNTAIN COM 393154109 566 32,000 SH SOLE 0 32,000 GREENPOINT FIN COM 395384100 18,879 452,300 SH SOLE 0 452,300 GREY WOLF INC COM 397888108 652 181,060 SH SOLE 0 181,060 GRIFFON CORP COM 398433102 2,139 200,890 SH SOLE 0 200,890 GROUP 1 AUTOMO COM 398905109 3,127 139,900 SH SOLE 0 139,900 GROUP 1 SOFTWA COM 39943Y103 400 28,600 SH SOLE 0 28,600 GRUPO AEROPORT S ADR 40051E202 1,327 120,600 SH SOLE 0 120,600 GRUPO TELEVISA S ADR 40049J206 2,321 91,043 SH SOLE 0 91,043 GTECH HLDGS CO COM 400518106 6,632 267,200 SH SOLE 0 267,200 GUCCI GROUP N COM 401566104 6,183 73,253 SH SOLE 0 73,253 GUIDANT CORP COM 401698105 18,247 564,742 SH SOLE 0 564,742 GUILFORD PHARM COM 401829106 63 13,000 SH SOLE 0 13,000 GULFMARK OFFSH COM 402629109 870 50,300 SH SOLE 0 50,300 GYMBOREE CORP COM 403777105 2,944 180,500 SH SOLE 0 180,500 HAEMONETICS CO COM 405024100 4,793 202,000 SH SOLE 0 202,000 HAGGAR CORP COM 405173105 393 35,800 SH SOLE 0 35,800 HAIN CELESTIAL COM 405217100 4,642 316,851 SH SOLE 0 316,851 HALL KINION AS COM 406069104 542 90,300 SH SOLE 0 90,300 HALLIBURTON CO COM 406216101 4,191 324,630 SH SOLE 0 324,630 HANCOCK FABRIC COM 409900107 2,345 145,200 SH SOLE 0 145,200 HANCOCK HLDG C COM 410120109 2,417 51,450 SH SOLE 0 51,450 HANCOCK JOHN F COM 41014S106 5,983 215,200 SH SOLE 0 215,200 HANDLEMAN CO D COM 410252100 187 20,400 SH SOLE 0 20,400 HANMI FINL COR COM 410495105 278 18,500 SH SOLE 0 18,500 HANOVER COMPRE COM 410768105 2,170 261,500 SH SOLE 0 261,500 HARLAND JOHN H COM 412693103 6,198 228,300 SH SOLE 0 228,300 HARLEY DAVIDSO COM 412822108 36,417 784,000 SH SOLE 0 784,000 HARLEYSVILLE G COM 412824104 2,297 87,500 SH SOLE 0 87,500 HARLEYSVILLE N COM 412850109 1,360 56,357 SH SOLE 0 56,357 HARMAN INTL IN COM 413086109 13,105 253,230 SH SOLE 0 253,230 HARMONIC INC COM 413160102 595 340,100 SH SOLE 0 340,100 HARRAHS ENTMT COM 413619107 7,063 146,505 SH SOLE 0 146,505 HARRIS CORP DE COM 413875105 8,409 251,100 SH SOLE 0 251,100 HARSCO CORP COM 415864107 3,105 114,200 SH SOLE 0 114,200 HARTE-HANKS IN COM 416196103 5,009 269,150 SH SOLE 0 269,150 HARTFORD FINL COM 416515104 7,126 173,816 SH SOLE 0 173,816 HASBRO INC COM 418056107 4,708 422,987 SH SOLE 0 422,987 HAVERTY FURNIT COM 419596101 1,641 131,300 SH SOLE 0 131,300 HAWAIIAN ELEC COM 419870100 5,060 117,400 SH SOLE 0 117,400 HCA INC COM 404119109 19,817 416,240 SH SOLE 0 416,240 HCC INS HLDGS COM 404132102 5,103 212,550 SH SOLE 0 212,550 HEADWATERS INC COM 42210P102 588 42,550 SH SOLE 0 42,550 HEALTH CARE RE REIT 42217K106 1,285 47,000 SH SOLE 0 47,000 HEALTH MGMT AS CL A 421933102 4,022 198,900 SH SOLE 0 198,900 HEALTH NET INC COM 42222G108 10,037 467,910 SH SOLE 0 467,910 HEALTHCARE RLT REIT 421946104 1,424 45,800 SH SOLE 0 45,800 HEALTHEXTRAS I COM 422211102 1,038 245,440 SH SOLE 0 245,440 HEALTHSOUTH CO COM 421924101 1,080 260,356 SH SOLE 0 260,356 HEALTHTRONICS COM 42222L107 256 30,600 SH SOLE 0 30,600 HEARST-ARGYLE COM 422317107 961 38,700 SH SOLE 0 38,700 HEARTLAND EXPR COM 422347104 7,604 405,741 SH SOLE 0 405,741 HEIDRICK & STR COM 422819102 1,534 101,000 SH SOLE 0 101,000 HEINZ H J CO COM 423074103 9,479 284,060 SH SOLE 0 284,060 HELIX TECHNOLO COM 423319102 2,758 285,800 SH SOLE 0 285,800 HELMERICH & PA COM 423452101 8,500 248,322 SH SOLE 0 248,322 HENRY JACK & A COM 426281101 3,168 254,900 SH SOLE 0 254,900 HERCULES INC COM 427056106 485 52,656 SH SOLE 0 52,656 HERLEY INDS IN COM 427398102 1,090 58,700 SH SOLE 0 58,700 HERSHEY FOODS COM 427866108 4,649 74,921 SH SOLE 0 74,921 HEWLETT PACKAR COM 428236103 34,982 2,997,631 SH SOLE 0 2,997,631 HIBBETT SPORTI COM 428565105 1,476 71,150 SH SOLE 0 71,150 HIBERNIA CORP CL A 428656102 11,042 552,400 SH SOLE 0 552,400 HIGHWOODS PPTY COM 431284108 452 19,300 SH SOLE 0 19,300 HILB ROGAL & H COM 431294107 8,778 212,810 SH SOLE 0 212,810 HILLENBRAND IN COM 431573104 10,382 191,200 SH SOLE 0 191,200 HILTON HOTELS COM 432848109 6,352 558,185 SH SOLE 0 558,185 HISPANIC BROAD CL A 43357B104 6,539 350,600 SH SOLE 0 350,600 HOLLY CORP COM 435758305 236 13,900 SH SOLE 0 13,900 HOLLYWOOD ENTM COM 436141105 2,727 187,820 SH SOLE 0 187,820 HOLOGIC INC COM 436440101 1,339 136,600 SH SOLE 0 136,600 HOME DEPOT INC COM 437076102 62,328 2,388,063 SH SOLE 0 2,388,063 HOMESTORE INC COM 437852106 71 235,000 SH SOLE 0 235,000 HON INDS INC COM 438092108 4,227 166,100 SH SOLE 0 166,100 HONDA MOTOR LT COM 438128308 338 17,000 SH SOLE 0 17,000 HONEYWELL INTL COM 438516106 35,033 1,617,409 SH SOLE 0 1,617,409 HOOPER HOLMES COM 439104100 2,559 412,700 SH SOLE 0 412,700 HORACE MANN ED COM 440327104 9,726 661,600 SH SOLE 0 661,600 HORMEL FOODS C COM 440452100 8,562 391,300 SH SOLE 0 391,300 HOSPITALITY PP REIT 44106M102 7,243 218,700 SH SOLE 0 218,700 HOST MARRIOTT COM 44107P104 4,151 447,266 SH SOLE 0 447,266 HOT TOPIC INC COM 441339108 4,563 253,093 SH SOLE 0 253,093 HOTELS COM COM 44147T108 835 16,500 SH SOLE 0 16,500 HOUSEHOLD INTL COM 441815107 16,733 591,058 SH SOLE 0 591,058 HOUSTON EXPL C COM 442120101 732 23,500 SH SOLE 0 23,500 HOVNANIAN ENTE CL A 442487203 649 19,200 SH SOLE 0 19,200 HPL TECHNOLOGI COM 40426C105 358 84,300 SH SOLE 0 84,300 HRPT PPTYS TR COM 40426W101 380 46,100 SH SOLE 0 46,100 HUB INTERNATIO COM 44332P101 374 23,690 SH SOLE 0 23,690 HUBBELL INC CL B 443510201 7,459 256,600 SH SOLE 0 256,600 HUDSON CITY BA COM 443683107 912 56,200 SH SOLE 0 56,200 HUDSON UNITED COM 444165104 7,954 299,023 SH SOLE 0 299,023 HUFFY CORP COM 444356109 665 86,100 SH SOLE 0 86,100 HUGHES SUPPLY COM 444482103 7,264 249,280 SH SOLE 0 249,280 HUMAN GENOME S COM 444903108 1,960 162,500 SH SOLE 0 162,500 HUMANA INC COM 444859102 1,343 108,294 SH SOLE 0 108,294 HUNT J B TRANS COM 445658107 4,807 204,130 SH SOLE 0 204,130 HUNTINGTON BAN COM 446150104 3,041 167,185 SH SOLE 0 167,185 HURRICANE HYDR CL A 44779E106 554 56,450 SH SOLE 0 56,450 HUTCHINSON TEC COM 448407106 13,907 861,100 SH SOLE 0 861,100 HYDRIL CO COM 448774109 1,321 53,100 SH SOLE 0 53,100 HYPERCOM CORP COM 44913M105 1,004 350,900 SH SOLE 0 350,900 HYPERION SOLUT COM 44914M104 6,364 346,795 SH SOLE 0 346,795 I2 TECHNOLOGIE COM 465754109 232 445,200 SH SOLE 0 445,200 IBERIABANK COR COM 450828108 203 5,400 SH SOLE 0 5,400 ICICI BK LTD ADR 45104G104 1,468 245,121 SH SOLE 0 245,121 ICN PHARMACEUT COM 448924100 2,112 233,150 SH SOLE 0 233,150 ICU MED INC COM 44930G107 2,823 77,300 SH SOLE 0 77,300 IDACORP INC COM 451107106 2,584 106,200 SH SOLE 0 106,200 IDEC PHARMACEU COM 449370105 19,981 481,250 SH SOLE 0 481,250 IDEX CORP COM 45167R104 6,378 223,400 SH SOLE 0 223,400 IDEXX LABS INC COM 45168D104 7,366 238,000 SH SOLE 0 238,000 IDINE REWARDS COM 45168A100 115 12,400 SH SOLE 0 12,400 IDX SYS CORP COM 449491109 191 15,400 SH SOLE 0 15,400 IGEN INC COM 449536101 2,098 71,400 SH SOLE 0 71,400 IHOP CORP COM 449623107 2,902 120,400 SH SOLE 0 120,400 II VI INC COM 902104108 1,017 76,200 SH SOLE 0 76,200 IKON OFFICE SO COM 451713101 1,502 190,600 SH SOLE 0 190,600 ILEX ONCOLOGY COM 451923106 192 40,400 SH SOLE 0 40,400 ILLINOIS TOOL COM 452308109 30,983 531,170 SH SOLE 0 531,170 ILLUMINA INC COM 452327109 260 75,500 SH SOLE 0 75,500 IMAGISTICS INT COM 45247T104 1,810 104,300 SH SOLE 0 104,300 IMATION CORP COM 45245A107 3,844 135,700 SH SOLE 0 135,700 IMC GLOBAL INC COM 449669100 7,413 615,180 SH SOLE 0 615,180 IMCO RECYCLING COM 449681105 1,193 197,200 SH SOLE 0 197,200 IMMUCOR INC COM 452526106 683 42,000 SH SOLE 0 42,000 IMPATH INC COM 45255G101 2,414 187,000 SH SOLE 0 187,000 IMS HEALTH INC COM 449934108 2,291 153,016 SH SOLE 0 153,016 INAMED CORP COM 453235103 2,930 127,400 SH SOLE 0 127,400 INCO LTD COM 453258402 729 45,400 SH SOLE 0 45,400 INCYTE GENOMIC CONV 45337CAC6 1,290 1,947,000 SH SOLE 0 1,947,000 INCYTE GENOMIC COM 45337C102 1,440 310,400 SH SOLE 0 310,400 INDEPENDENCE C COM 453414104 5,259 209,600 SH SOLE 0 209,600 INDYMAC BANCOR COM 456607100 6,891 357,600 SH SOLE 0 357,600 INFOCUS CORP COM 45665B106 844 110,800 SH SOLE 0 110,800 INFORMATION HL COM 456727106 2,700 124,700 SH SOLE 0 124,700 INFORMATION RE COM 456905108 611 164,700 SH SOLE 0 164,700 INFOSYS TECHNO S ADR 456788108 2,482 45,800 SH SOLE 0 45,800 INGERSOLL-RAND CL A G4776G101 9,771 283,717 SH SOLE 0 283,717 INNKEEPERS USA COM 4576J0104 182 22,800 SH SOLE 0 22,800 INNOVATIVE SOL COM 45769N105 5,910 768,492 SH SOLE 0 768,492 INPUT/OUTPUT I COM 457652105 1,515 316,259 SH SOLE 0 316,259 INRANGE TECHNO CL B 45769V206 59 21,300 SH SOLE 0 21,300 INSIGHT COMMUN CL A 45768V108 787 85,300 SH SOLE 0 85,300 INSIGHT ENTERP COM 45765U103 2,943 289,975 SH SOLE 0 289,975 INSIGNIA FINL COM 45767A105 447 57,000 SH SOLE 0 57,000 INSITUFORM TEC CL A 457667103 2,160 150,500 SH SOLE 0 150,500 INSURANCE AUTO COM 457875102 1,031 68,200 SH SOLE 0 68,200 INTEGRATED CIR COM 45811K208 2,746 174,900 SH SOLE 0 174,900 INTEGRATED DEF COM 45819B101 772 39,200 SH SOLE 0 39,200 INTEGRATED DEV COM 458118106 3,716 355,950 SH SOLE 0 355,950 INTEGRATED ELE COM 45811E103 96 25,600 SH SOLE 0 25,600 INTEGRATED SIL COM 45812P107 125 42,000 SH SOLE 0 42,000 INTEL CORP COM 458140100 87,288 6,284,257 SH SOLE 0 6,284,257 INTER TEL INC COM 458372109 4,368 214,650 SH SOLE 0 214,650 INTERCEPT INC COM 45845L107 202 20,400 SH SOLE 0 20,400 INTERDIGITAL C COM 45866A105 868 99,800 SH SOLE 0 99,800 INTERFACE INC CL A 458665106 1,250 315,700 SH SOLE 0 315,700 INTERGRAPH COR COM 458683109 1,892 110,700 SH SOLE 0 110,700 INTERMAGNETICS COM 458771102 1,766 103,446 SH SOLE 0 103,446 INTERMET CORP COM 45881K104 901 187,400 SH SOLE 0 187,400 INTERMUNE INC COM 45884X103 2,019 61,520 SH SOLE 0 61,520 INTERNATIONAL COM 459044103 399 10,250 SH SOLE 0 10,250 INTERNATIONAL COM 459200101 71,259 1,222,068 SH SOLE 0 1,222,068 INTERNATIONAL COM 459506101 26,253 824,264 SH SOLE 0 824,264 INTERNATIONAL COM 459902102 5,203 75,250 SH SOLE 0 75,250 INTERNATIONAL COM 460043102 3,559 181,600 SH SOLE 0 181,600 INTERNATIONAL COM 460254105 3,378 216,250 SH SOLE 0 216,250 INTERNATIONAL CL A 460335201 7,787 196,000 SH SOLE 0 196,000 INTERNET SEC S COM 46060X107 1,680 136,400 SH SOLE 0 136,400 INTERPUBLIC GR CONV 460690AF7 694 840,000 SH SOLE 0 840,000 INTERPUBLIC GR COM 460690100 3,869 244,118 SH SOLE 0 244,118 INTERSIL CORP CL A 46069S109 6,791 524,016 SH SOLE 0 524,016 INTERSTATE BAK COM 46072H108 7,105 267,390 SH SOLE 0 267,390 INTL PAPER CO COM 460146103 10,968 328,478 SH SOLE 0 328,478 INTUIT COM 461202103 5,996 131,700 SH SOLE 0 131,700 INVACARE CORP COM 461203101 6,932 202,400 SH SOLE 0 202,400 INVESTMENT TEC COM 46145F105 6,525 223,010 SH SOLE 0 223,010 INVESTORS FINL COM 461915100 6,114 225,870 SH SOLE 0 225,870 INVISION TECHN COM 461851107 1,184 37,000 SH SOLE 0 37,000 INVITROGEN COR COM 46185R100 2,529 74,230 SH SOLE 0 74,230 IOMEGA CORP COM 462030305 230 21,500 SH SOLE 0 21,500 IONICS INC COM 462218108 3,892 163,468 SH SOLE 0 163,468 IPC HLDGS LTD COM G4933P101 4,141 141,000 SH SOLE 0 141,000 IRON MTN INC P COM 462846106 852 34,100 SH SOLE 0 34,100 IRWIN FINL COR COM 464119106 3,315 195,000 SH SOLE 0 195,000 ISHARES INC COM 464286202 1,446 191,500 SH SOLE 0 191,500 ISHARES INC COM 464286301 2,153 250,000 SH SOLE 0 250,000 ISHARES INC COM 464286400 2,742 473,600 SH SOLE 0 473,600 ISHARES INC COM 464286830 7,903 1,568,100 SH SOLE 0 1,568,100 ISHARES TR COM 464287408 11,425 289,831 SH SOLE 0 289,831 ISHARES TR COM 464287465 5,832 61,257 SH SOLE 0 61,257 ISHARES TR COM 464287648 4,591 122,920 SH SOLE 0 122,920 ISHARES TR COM 464287705 15,211 200,600 SH SOLE 0 200,600 ISHARES TR COM 464287804 20,624 221,435 SH SOLE 0 221,435 ISIS PHARMACEU COM 464330109 136 13,800 SH SOLE 0 13,800 ISLE OF CAPRI COM 464592104 592 35,470 SH SOLE 0 35,470 ISTAR FINL INC COM 45031U101 1,025 36,700 SH SOLE 0 36,700 ITLA CAP CORP COM 450565106 800 26,500 SH SOLE 0 26,500 ITRON INC COM 465741106 4,268 232,100 SH SOLE 0 232,100 ITT EDUCATIONA COM 45068B109 4,916 261,900 SH SOLE 0 261,900 ITT INDS INC I COM 450911102 3,768 60,449 SH SOLE 0 60,449 IVAX CORP COM 465823102 6,163 502,300 SH SOLE 0 502,300 IXIA COM 45071R109 365 89,100 SH SOLE 0 89,100 J & J SNACK FO COM 466032109 1,820 49,400 SH SOLE 0 49,400 J D EDWARDS & COM 281667105 3,930 424,870 SH SOLE 0 424,870 J JILL GROUP I COM 466189107 3,850 221,025 SH SOLE 0 221,025 J P MORGAN CHA COM 46625H100 51,794 2,727,437 SH SOLE 0 2,727,437 JABIL CIRCUIT COM 466313103 3,648 246,790 SH SOLE 0 246,790 JACK IN THE BO COM 466367109 5,075 222,600 SH SOLE 0 222,600 JACOBS ENGR GR COM 469814107 6,633 214,800 SH SOLE 0 214,800 JAKKS PAC INC COM 47012E106 1,461 131,400 SH SOLE 0 131,400 JARDEN CORP COM 471109108 1,925 70,900 SH SOLE 0 70,900 JDA SOFTWARE G COM 46612K108 1,362 194,900 SH SOLE 0 194,900 JDN RLTY CORP COM 465917102 755 62,541 SH SOLE 0 62,541 JDS UNIPHASE C COM 46612J101 1,736 891,109 SH SOLE 0 891,109 JEFFERIES GROU COM 472319102 7,147 187,300 SH SOLE 0 187,300 JEFFERSON PILO COM 475070108 4,020 100,251 SH SOLE 0 100,251 JETBLUE AWYS C COM 477143101 643 15,950 SH SOLE 0 15,950 JLG INDS INC COM 466210101 1,963 243,873 SH SOLE 0 243,873 JO-ANN STORES CL A 47758P109 9,043 322,500 SH SOLE 0 322,500 JO-ANN STORES CL B 47758P208 10,285 443,300 SH SOLE 0 443,300 JOHNSON & JOHN COM 478160104 133,582 2,470,075 SH SOLE 0 2,470,075 JOHNSON CTLS I COM 478366107 9,172 119,391 SH SOLE 0 119,391 JONES APPAREL COM 480074103 6,872 223,855 SH SOLE 0 223,855 JONES LANG LAS COM 48020Q107 1,762 85,700 SH SOLE 0 85,700 JOY GLOBAL INC COM 481165108 3,985 480,174 SH SOLE 0 480,174 JUNIPER NETWOR CONV 48203RAA2 2,608 3,870,000 SH SOLE 0 3,870,000 K V PHARMACEUT CL B 482740107 467 24,700 SH SOLE 0 24,700 K V PHARMACEUT CL A 482740206 3,700 195,780 SH SOLE 0 195,780 K2 INC COM 482732104 789 99,900 SH SOLE 0 99,900 KAMAN CORP CL A 483548103 1,695 138,400 SH SOLE 0 138,400 KANSAS CITY SO COM 485170302 6,184 498,740 SH SOLE 0 498,740 KAYDON CORP COM 486587108 1,926 96,100 SH SOLE 0 96,100 KB HOME COM 48666K109 1,993 40,812 SH SOLE 0 40,812 KEANE INC COM 486665102 1,490 220,700 SH SOLE 0 220,700 KEITHLEY INSTR COM 487584104 1,294 106,500 SH SOLE 0 106,500 KELLOGG CO COM 487836108 10,348 311,205 SH SOLE 0 311,205 KELLWOOD CO COM 488044108 4,295 187,879 SH SOLE 0 187,879 KELLY SVCS INC CL A 488152208 2,167 100,000 SH SOLE 0 100,000 KEMET CORP COM 488360108 2,076 242,800 SH SOLE 0 242,800 KENDLE INTERNA COM 48880L107 984 146,800 SH SOLE 0 146,800 KENNAMETAL INC COM 489170100 4,667 145,300 SH SOLE 0 145,300 KENSEY NASH CO COM 490057106 1,971 131,000 SH SOLE 0 131,000 KERR MCGEE COR COM 492386107 2,397 55,172 SH SOLE 0 55,172 KEY ENERGY SVC COM 492914106 2,951 374,540 SH SOLE 0 374,540 KEY PRODTN INC COM 493138101 1,777 109,700 SH SOLE 0 109,700 KEYCORP NEW COM 493267108 7,614 304,944 SH SOLE 0 304,944 KEYNOTE SYS IN COM 493308100 116 17,700 SH SOLE 0 17,700 KEYSPAN CORP COM 49337W100 3,940 117,600 SH SOLE 0 117,600 KEYSTONE AUTOM COM 49338N109 228 13,800 SH SOLE 0 13,800 KEYSTONE PPTY REIT 493596100 298 17,900 SH SOLE 0 17,900 KILROY RLTY CO REIT 49427F108 4,144 174,800 SH SOLE 0 174,800 KIMBERLY CLARK COM 494368103 18,918 334,005 SH SOLE 0 334,005 KIMCO REALTY C REIT 49446R109 880 28,300 SH SOLE 0 28,300 KINDER MORGAN COM 49455P101 4,349 122,667 SH SOLE 0 122,667 KINDER MORGAN COM 49455U100 2,088 70,184 SH SOLE 0 70,184 KING PHARMACEU COM 495582108 5,091 280,214 SH SOLE 0 280,214 KIRBY CORP COM 497266106 3,122 138,000 SH SOLE 0 138,000 KLA-TENCOR COR COM 482480100 7,685 275,056 SH SOLE 0 275,056 KNIGHT RIDDER COM 499040103 4,666 82,708 SH SOLE 0 82,708 KNIGHT TRADING COM 499063105 196 52,300 SH SOLE 0 52,300 KNIGHT TRANSN COM 499064103 1,434 92,500 SH SOLE 0 92,500 KOGER EQUITY I COM 500228101 307 18,200 SH SOLE 0 18,200 KOHLS CORP COM 500255104 64,436 1,059,635 SH SOLE 0 1,059,635 KONINKLIJKE PH COM 500472303 4,408 303,385 SH SOLE 0 303,385 KOOKMIN BK NEW S ADR 50049M109 7,083 199,930 SH SOLE 0 199,930 KOPIN CORP COM 500600101 1,387 398,700 SH SOLE 0 398,700 KOREA ELECTRIC S ADR 500631106 605 64,800 SH SOLE 0 64,800 KORN FERRY INT COM 500643200 837 106,700 SH SOLE 0 106,700 KOS PHARMACEUT COM 500648100 317 28,300 SH SOLE 0 28,300 KOSAN BIOSCIEN COM 50064W107 234 35,800 SH SOLE 0 35,800 KPMG CONSULTIN COM 48265R109 634 98,200 SH SOLE 0 98,200 KRAFT FOODS IN CL A 50075N104 8,985 246,426 SH SOLE 0 246,426 KRISPY KREME D COM 501014104 6,070 194,176 SH SOLE 0 194,176 KROGER CO COM 501044101 7,285 516,690 SH SOLE 0 516,690 KROLL INC COM 501049100 4,351 219,440 SH SOLE 0 219,440 KRONOS INC COM 501052104 3,616 146,825 SH SOLE 0 146,825 K-SWISS INC CL A 482686102 2,460 115,100 SH SOLE 0 115,100 KT CORP S ADR 48268K101 19,247 867,776 SH SOLE 0 867,776 KULICKE & SOFF COM 501242101 1,361 453,600 SH SOLE 0 453,600 KYPHON INC COM 501577100 185 14,000 SH SOLE 0 14,000 L-3 COMMUNICAT COM 502424104 14,282 271,000 SH SOLE 0 271,000 LA QUINTA CORP COM 50419U202 63 13,200 SH SOLE 0 13,200 LA Z BOY INC COM 505336107 9,722 419,070 SH SOLE 0 419,070 LABOR READY IN COM 505401208 1,850 292,750 SH SOLE 0 292,750 LABORATORY COR COM 50540R409 15,292 452,700 SH SOLE 0 452,700 LABRANCHE & CO COM 505447102 3,366 166,200 SH SOLE 0 166,200 LACLEDE GROUP COM 505597104 2,456 105,400 SH SOLE 0 105,400 LAM RESEARCH C COM 512807108 4,826 542,200 SH SOLE 0 542,200 LAMAR ADVERTIS CL A 512815101 263 8,680 SH SOLE 0 8,680 LANCASTER COLO COM 513847103 4,568 108,450 SH SOLE 0 108,450 LANCE INC COM 514606102 2,137 167,600 SH SOLE 0 167,600 LANDAMERICA FI COM 514936103 4,463 135,700 SH SOLE 0 135,700 LANDRYS RESTAU COM 51508L103 5,600 247,890 SH SOLE 0 247,890 LANDSTAR SYS I COM 515098101 6,025 122,890 SH SOLE 0 122,890 LATTICE SEMICO COM 518415104 2,723 437,800 SH SOLE 0 437,800 LAUDER ESTEE C CL A 518439104 803 27,950 SH SOLE 0 27,950 LAWSON PRODS I COM 520776105 1,560 53,500 SH SOLE 0 53,500 LEAPFROG ENTER CL A 52186N106 564 29,850 SH SOLE 0 29,850 LEAR CORP COM 521865105 9,784 234,900 SH SOLE 0 234,900 LEE ENTERPRISE COM 523768109 8,231 250,500 SH SOLE 0 250,500 LEGATO SYS INC COM 524651106 1,134 411,292 SH SOLE 0 411,292 LEGG MASON INC COM 524901105 8,231 193,396 SH SOLE 0 193,396 LEGGETT & PLAT COM 524660107 2,515 127,100 SH SOLE 0 127,100 LEHMAN BROS HL COM 524908100 11,687 238,274 SH SOLE 0 238,274 LENDINGTREE IN COM 52602Q105 284 19,300 SH SOLE 0 19,300 LENNAR CORP COM 526057104 11,279 202,200 SH SOLE 0 202,200 LENNOX INTL IN COM 526107107 4,873 368,346 SH SOLE 0 368,346 LEUCADIA NATL COM 527288104 5,304 156,000 SH SOLE 0 156,000 LEXICON GENETI COM 528872104 53 13,100 SH SOLE 0 13,100 LEXMARK INTL N CL A 529771107 4,606 98,000 SH SOLE 0 98,000 LIBBEY INC COM 529898108 2,960 92,900 SH SOLE 0 92,900 LIBERTY MEDIA COM 530718105 4,693 653,600 SH SOLE 0 653,600 LIBERTY PPTY T REIT 531172104 722 23,300 SH SOLE 0 23,300 LIFEPOINT HOSP COM 53219L109 5,530 177,300 SH SOLE 0 177,300 LIGAND PHARMAC CL B 53220K207 112 16,400 SH SOLE 0 16,400 LILLY ELI & CO COM 532457108 50,829 918,484 SH SOLE 0 918,484 LIMITED BRANDS COM 532716107 7,145 498,236 SH SOLE 0 498,236 LIN TV CORP CL A 532774106 1,281 51,770 SH SOLE 0 51,770 LINCARE HLDGS COM 532791100 11,078 356,900 SH SOLE 0 356,900 LINCOLN ELEC H COM 533900106 624 28,200 SH SOLE 0 28,200 LINCOLN NATL C COM 534187109 3,747 122,652 SH SOLE 0 122,652 LINDSAY MFG CO COM 535555106 1,580 65,200 SH SOLE 0 65,200 LINEAR TECHNOL COM 535678106 9,198 443,900 SH SOLE 0 443,900 LINENS N THING COM 535679104 6,744 367,100 SH SOLE 0 367,100 LITHIA MTRS IN CL A 536797103 2,400 141,100 SH SOLE 0 141,100 LIZ CLAIBORNE COM 539320101 2,031 81,394 SH SOLE 0 81,394 LNR PPTY CORP COM 501940100 313 9,400 SH SOLE 0 9,400 LOCAL FINL COR COM 539553107 2,362 171,000 SH SOLE 0 171,000 LOCKHEED MARTI COM 539830109 24,708 382,060 SH SOLE 0 382,060 LOEWS CORP COM 540424108 6,082 141,813 SH SOLE 0 141,813 LONE STAR STEA COM 542307103 2,720 129,600 SH SOLE 0 129,600 LONE STAR TECH COM 542312103 2,147 181,200 SH SOLE 0 181,200 LONGS DRUG STO COM 543162101 2,665 115,403 SH SOLE 0 115,403 LONGVIEW FIBRE COM 543213102 999 143,900 SH SOLE 0 143,900 LORAL SPACE & COM G56462107 21 78,000 SH SOLE 0 78,000 LOUISIANA PAC COM 546347105 389 60,119 SH SOLE 0 60,119 LOWES COS INC COM 548661107 32,325 780,791 SH SOLE 0 780,791 LSI INDS INC COM 50216C108 935 92,200 SH SOLE 0 92,200 LSI LOGIC CORP CONV 502161AE2 5,607 6,695,000 SH SOLE 0 6,695,000 LSI LOGIC CORP COM 502161102 2,079 327,472 SH SOLE 0 327,472 LTX CORP COM 502392103 1,471 322,700 SH SOLE 0 322,700 LUBRIZOL CORP COM 549271104 4,987 176,400 SH SOLE 0 176,400 LUBYS INC COM 549282101 615 125,000 SH SOLE 0 125,000 LUCENT TECHNOL COM 549463107 1,412 1,858,505 SH SOLE 0 1,858,505 LUMINEX CORP D COM 55027E102 146 20,800 SH SOLE 0 20,800 LUXOTTICA GROU S ADR 55068R202 6,888 534,800 SH SOLE 0 534,800 LYDALL INC DEL COM 550819106 1,831 155,200 SH SOLE 0 155,200 LYONDELL CHEMI COM 552078107 7,220 604,700 SH SOLE 0 604,700 M & T BK CORP COM 55261F104 20,815 264,120 SH SOLE 0 264,120 M D C HLDGS IN COM 552676108 5,949 168,531 SH SOLE 0 168,531 MACATAWA BK CO COM 554225102 1,546 83,888 SH SOLE 0 83,888 MACDERMID INC COM 554273102 4,349 218,000 SH SOLE 0 218,000 MACERICH CO COM 554382101 39,047 1,260,400 SH SOLE 0 1,260,400 MACK CALI RLTY COM 554489104 45,374 1,412,200 SH SOLE 0 1,412,200 MACROMEDIA INC COM 556100105 4,412 570,800 SH SOLE 0 570,800 MACROVISION CO COM 555904101 1,759 143,800 SH SOLE 0 143,800 MADDEN STEVEN COM 556269108 499 34,650 SH SOLE 0 34,650 MAF BANCORP IN COM 55261R108 4,125 133,500 SH SOLE 0 133,500 MAGMA DESIGN A COM 559181102 418 46,890 SH SOLE 0 46,890 MAGNETEK INC COM 559424106 402 125,500 SH SOLE 0 125,500 MAGNUM HUNTER COM 55972F203 685 130,500 SH SOLE 0 130,500 MAHANAGAR TEL S ADR 559778402 7,390 1,589,207 SH SOLE 0 1,589,207 MANDALAY RESOR COM 562567107 8,937 266,370 SH SOLE 0 266,370 MANHATTAN ASSO COM 562750109 3,448 255,040 SH SOLE 0 255,040 MANITOWOC INC COM 563571108 6,273 229,375 SH SOLE 0 229,375 MANOR CARE INC COM 564055101 1,405 62,522 SH SOLE 0 62,522 MANPOWER INC COM 56418H100 7,395 252,050 SH SOLE 0 252,050 MANTECH INTL C CL A 564563104 1,788 76,200 SH SOLE 0 76,200 MANUFACTURED H COM 564682102 3,622 113,600 SH SOLE 0 113,600 MANUGISTICS GR COM 565011103 146 52,500 SH SOLE 0 52,500 MAPINFO CORP COM 565105103 333 84,300 SH SOLE 0 84,300 MARATHON OIL C COM 565849106 6,644 292,954 SH SOLE 0 292,954 MARCUS CORP COM 566330106 2,141 163,450 SH SOLE 0 163,450 MARKEL CORP COM 570535104 1,753 8,800 SH SOLE 0 8,800 MARRIOTT INTL CL A 571903202 6,712 231,531 SH SOLE 0 231,531 MARSH & MCLENN COM 571748102 13,596 326,502 SH SOLE 0 326,502 MARSHALL & ILS COM 571834100 6,482 232,400 SH SOLE 0 232,400 MARTHA STEWART CL A 573083102 357 51,000 SH SOLE 0 51,000 MARTIN MARIETT COM 573284106 4,589 140,889 SH SOLE 0 140,889 MARVELL TECHNO COM G5876H105 523 33,000 SH SOLE 0 33,000 MASCO CORP COM 574599106 7,808 399,386 SH SOLE 0 399,386 MASSEY ENERGY COM 576206106 2,845 441,100 SH SOLE 0 441,100 MASTEC INC COM 576323109 109 33,600 SH SOLE 0 33,600 MATERIAL SCIEN COM 576674105 992 81,500 SH SOLE 0 81,500 MATTEL INC COM 577081102 7,018 389,686 SH SOLE 0 389,686 MAVERICK TUBE COM 577914104 3,175 357,900 SH SOLE 0 357,900 MAX RE CAPITAL COM G6052F103 183 18,000 SH SOLE 0 18,000 MAXIM INTEGRAT COM 57772K101 6,980 281,910 SH SOLE 0 281,910 MAXIMUS INC COM 577933104 3,839 171,400 SH SOLE 0 171,400 MAXTOR CORP COM 577729205 1,407 539,156 SH SOLE 0 539,156 MAXYGEN INC COM 577776107 155 24,900 SH SOLE 0 24,900 MAY DEPT STORE COM 577778103 5,844 256,636 SH SOLE 0 256,636 MAYTAG CORP COM 578592107 1,451 62,582 SH SOLE 0 62,582 MBIA INC COM 55262C100 6,853 171,537 SH SOLE 0 171,537 MBNA CORP COM 55262L100 44,544 2,423,488 SH SOLE 0 2,423,488 MCCLATCHY CO CL A 579489105 210 3,450 SH SOLE 0 3,450 MCCORMICK & CO COM 579780206 8,985 394,100 SH SOLE 0 394,100 MCDATA CORP CL A 580031201 1,881 346,462 SH SOLE 0 346,462 MCDERMOTT INTL COM 580037109 189 30,898 SH SOLE 0 30,898 MCDONALDS CORP COM 580135101 15,748 891,715 SH SOLE 0 891,715 MCG CAPITAL CO COM 58047P107 2,017 153,000 SH SOLE 0 153,000 MCGRAW HILL CO COM 580645109 8,275 135,166 SH SOLE 0 135,166 MCKESSON CORP COM 58155Q103 7,688 271,390 SH SOLE 0 271,390 MDU RES GROUP COM 552690109 4,596 201,300 SH SOLE 0 201,300 MEADE INSTRUME COM 583062104 680 217,800 SH SOLE 0 217,800 MEADWESTVACO C COM 583334107 1,669 86,908 SH SOLE 0 86,908 MEDALLION FINL COM 583928106 262 55,000 SH SOLE 0 55,000 MEDIA GEN INC CL A 584404107 3,463 68,100 SH SOLE 0 68,100 MEDIACOM COMMU CL A 58446K105 569 105,900 SH SOLE 0 105,900 MEDICINES CO COM 584688105 2,787 253,850 SH SOLE 0 253,850 MEDICIS PHARMA CL A 584690309 9,261 226,600 SH SOLE 0 226,600 MEDIMMUNE INC COM 584699102 7,118 340,246 SH SOLE 0 340,246 MEDQUIST INC COM 584949101 1,169 49,800 SH SOLE 0 49,800 MEDSOURCE TECH COM 58505Y103 135 18,000 SH SOLE 0 18,000 MEDTRONIC INC COM 585055106 48,989 1,163,094 SH SOLE 0 1,163,094 MELLON FINL CO COM 58551A108 6,675 257,414 SH SOLE 0 257,414 MEMBERWORKS IN COM 586002107 1,629 93,500 SH SOLE 0 93,500 MEMC ELECTR MA COM 552715104 44 13,200 SH SOLE 0 13,200 MENS WEARHOUSE COM 587118100 4,973 338,320 SH SOLE 0 338,320 MENTOR CORP MI COM 587188103 5,635 176,750 SH SOLE 0 176,750 MENTOR GRAPHIC COM 587200106 1,162 238,200 SH SOLE 0 238,200 MERCANTILE BAN COM 587405101 8,542 223,800 SH SOLE 0 223,800 MERCK & CO INC COM 589331107 72,159 1,578,625 SH SOLE 0 1,578,625 MERCURY COMPUT COM 589378108 2,919 123,700 SH SOLE 0 123,700 MERCURY INTERA COM 589405109 780 45,430 SH SOLE 0 45,430 MEREDITH CORP COM 589433101 1,204 27,972 SH SOLE 0 27,972 MERIDIAN BIOSC COM 589584101 62 10,700 SH SOLE 0 10,700 MERIDIAN MED T COM 589658103 359 10,000 SH SOLE 0 10,000 MERIDIAN RESOU COM 58977Q109 98 46,500 SH SOLE 0 46,500 MERISTAR HOSPI COM 58984Y103 382 44,500 SH SOLE 0 44,500 MERIT MED SYS COM 589889104 434 22,500 SH SOLE 0 22,500 MERITAGE CORP COM 59001A102 1,889 53,300 SH SOLE 0 53,300 MERIX CORP COM 590049102 294 36,100 SH SOLE 0 36,100 MERRILL LYNCH COM 590188108 33,779 1,025,172 SH SOLE 0 1,025,172 MESA AIR GROUP COM 590479101 1,233 337,800 SH SOLE 0 337,800 METHODE ELECTR CL A 591520200 2,177 237,200 SH SOLE 0 237,200 METLIFE INC COM 59156R108 11,514 505,900 SH SOLE 0 505,900 METRIS COS INC COM 591598107 587 253,900 SH SOLE 0 253,900 METRO ONE TELE COM 59163F105 1,198 140,900 SH SOLE 0 140,900 METRON TECHNOL COM N5665B105 433 180,350 SH SOLE 0 180,350 MFA MTG INVTS COM 55272X102 555 68,500 SH SOLE 0 68,500 MFC BANCORP LT COM 55271X202 1,117 156,375 SH SOLE 0 156,375 MGI PHARMA INC COM 552880106 981 140,200 SH SOLE 0 140,200 MGIC INVT CORP COM 552848103 3,891 95,298 SH SOLE 0 95,298 MGM MIRAGE COM 552953101 638 17,100 SH SOLE 0 17,100 MICHAELS STORE COM 594087108 40,905 895,080 SH SOLE 0 895,080 MICREL INC COM 594793101 1,765 286,500 SH SOLE 0 286,500 MICROCHIP TECH COM 595017104 14,799 723,651 SH SOLE 0 723,651 MICRON TECHNOL COM 595112103 20,306 1,641,570 SH SOLE 0 1,641,570 MICROS SYS INC COM 594901100 2,774 119,600 SH SOLE 0 119,600 MICROSEMI CORP COM 595137100 903 160,900 SH SOLE 0 160,900 MICROSOFT CORP COM 594918104 244,139 5,581,589 SH SOLE 0 5,581,589 MID ATLANTIC M COM 59523C107 13,342 368,570 SH SOLE 0 368,570 MIDAS GROUP IN COM 595626102 417 83,400 SH SOLE 0 83,400 MIDCAP SPDR TR COM 595635103 55,461 746,945 SH SOLE 0 746,945 MIDWAY GAMES I COM 598148104 2,591 472,800 SH SOLE 0 472,800 MIDWEST EXPRES COM 597911106 424 106,000 SH SOLE 0 106,000 MILACRON INC COM 598709103 1,065 236,073 SH SOLE 0 236,073 MILLENNIUM PHA COM 599902103 6,924 742,871 SH SOLE 0 742,871 MILLER HERMAN COM 600544100 3,944 222,050 SH SOLE 0 222,050 MILLIPORE CORP COM 601073109 1,670 52,541 SH SOLE 0 52,541 MILLS CORP COM 601148109 430 14,500 SH SOLE 0 14,500 MINERALS TECHN COM 603158106 2,684 72,400 SH SOLE 0 72,400 MINORPLANET SY COM 604363101 724 862,412 SH SOLE 0 862,412 MIPS TECHNOLOG CL A 604567107 48 36,000 SH SOLE 0 36,000 MIRANT CORP COM 604675108 583 263,864 SH SOLE 0 263,864 MISSISSIPPI CH COM 605288208 12 17,160 SH SOLE 0 17,160 MITSUBISHI TOK S ADR 606816106 141 19,200 SH SOLE 0 19,200 MKS INSTRUMENT COM 55306N104 403 36,900 SH SOLE 0 36,900 MOBILE MINI IN COM 60740F105 1,028 79,400 SH SOLE 0 79,400 MOBILE TELESYS S ADR 607409109 513 17,000 SH SOLE 0 17,000 MODINE MFG CO COM 607828100 2,368 124,506 SH SOLE 0 124,506 MOHAWK INDS IN COM 608190104 8,185 164,850 SH SOLE 0 164,850 MOLDFLOW CORP COM 608507109 183 37,000 SH SOLE 0 37,000 MOLEX INC COM 608554101 1,161 49,377 SH SOLE 0 49,377 MOLEX INC CL A 608554200 1,407 67,000 SH SOLE 0 67,000 MONACO COACH C COM 60886R103 3,871 193,250 SH SOLE 0 193,250 MONOLITHIC SYS COM 609842109 340 34,000 SH SOLE 0 34,000 MONSANTO CO NE COM 61166W101 3,234 211,491 SH SOLE 0 211,491 MONY GROUP INC COM 615337102 3,316 134,400 SH SOLE 0 134,400 MOODYS CORP COM 615369105 5,692 117,370 SH SOLE 0 117,370 MOOG INC CL A 615394202 492 17,400 SH SOLE 0 17,400 MOORE LTD COM 615785102 1,442 147,140 SH SOLE 0 147,140 MORGAN STANLEY COM 617446448 67,990 2,006,800 SH SOLE 0 2,006,800 MOTOROLA INC COM 620076109 19,883 1,953,103 SH SOLE 0 1,953,103 MOVIE GALLERY COM 624581104 1,938 129,100 SH SOLE 0 129,100 MPS GROUP INC COM 553409103 3,297 568,500 SH SOLE 0 568,500 MRO SOFTWARE I COM 55347W105 1,120 128,700 SH SOLE 0 128,700 MSC INDL DIREC CL A 553530106 122 11,500 SH SOLE 0 11,500 MSC SOFTWARE C COM 553531104 750 88,000 SH SOLE 0 88,000 MTC TECHNOLOGI COM 55377A106 331 15,300 SH SOLE 0 15,300 MTS SYS CORP COM 553777103 273 28,800 SH SOLE 0 28,800 MUELLER INDS I COM 624756102 5,063 195,500 SH SOLE 0 195,500 MULTIMEDIA GAM COM 625453105 1,343 68,220 SH SOLE 0 68,220 MURPHY OIL COR COM 626717102 11,014 134,200 SH SOLE 0 134,200 MYERS INDS INC COM 628464109 2,225 177,551 SH SOLE 0 177,551 MYLAN LABS INC COM 628530107 14,222 434,400 SH SOLE 0 434,400 NABORS INDUSTR COM G6359F103 4,562 139,300 SH SOLE 0 139,300 NANOMETRICS IN COM 630077105 133 49,900 SH SOLE 0 49,900 NASH FINCH CO COM 631158102 1,046 76,900 SH SOLE 0 76,900 NASSDA CORP COM 63172M101 289 55,300 SH SOLE 0 55,300 NATIONAL CITY COM 635405103 13,442 471,138 SH SOLE 0 471,138 NATIONAL COMME COM 63545P104 14,400 574,855 SH SOLE 0 574,855 NATIONAL FUEL COM 636180101 5,661 284,900 SH SOLE 0 284,900 NATIONAL HEALT COM 63633D104 250 16,400 SH SOLE 0 16,400 NATIONAL INSTR COM 636518102 3,178 145,200 SH SOLE 0 145,200 NATIONAL PREST COM 637215104 1,100 38,100 SH SOLE 0 38,100 NATIONAL SEMIC COM 637640103 1,553 130,085 SH SOLE 0 130,085 NATIONAL-OILWE COM 637071101 20,126 1,038,500 SH SOLE 0 1,038,500 NATIONWIDE FIN CL A 638612101 390 14,600 SH SOLE 0 14,600 NATURES SUNSHI COM 639027101 954 88,100 SH SOLE 0 88,100 NATUZZI S P A ADR 63905A101 1,687 154,500 SH SOLE 0 154,500 NAUTICA ENTERP COM 639089101 1,998 192,100 SH SOLE 0 192,100 NAUTILUS GROUP COM 63910B102 548 28,100 SH SOLE 0 28,100 NAVIGANT INTL COM 63935R108 646 61,500 SH SOLE 0 61,500 NAVISTAR INTL COM 63934E108 2,324 107,200 SH SOLE 0 107,200 NBTY INC COM 628782104 7,096 546,700 SH SOLE 0 546,700 NCO GROUP INC COM 628858102 1,644 144,300 SH SOLE 0 144,300 NCR CORP NEW COM 62886E108 3,382 170,800 SH SOLE 0 170,800 NDCHEALTH CORP COM 639480102 4,324 278,100 SH SOLE 0 278,100 NEIMAN MARCUS CL A 640204202 4,069 155,000 SH SOLE 0 155,000 NELSON THOMAS COM 640376109 704 80,000 SH SOLE 0 80,000 NEOFORMA COM I COM 640475505 239 25,300 SH SOLE 0 25,300 NEOSE TECHNOLO COM 640522108 105 13,500 SH SOLE 0 13,500 NEOWARE SYS IN COM 64065P102 1,122 80,740 SH SOLE 0 80,740 NETBANK INC COM 640933107 282 27,100 SH SOLE 0 27,100 NETEGRITY INC COM 64110P107 392 190,400 SH SOLE 0 190,400 NETIQ CORP COM 64115P102 1,419 97,890 SH SOLE 0 97,890 NETSCREEN TECH COM 64117V107 1,119 103,108 SH SOLE 0 103,108 NETSOLVE INC COM 64115J106 5,790 807,576 SH SOLE 0 807,576 NETWORK APPLIA COM 64120L104 1,716 234,100 SH SOLE 0 234,100 NETWORK EQUIP COM 641208103 467 124,400 SH SOLE 0 124,400 NETWORKS ASSOC COM 640938106 6,575 618,564 SH SOLE 0 618,564 NEUBERGER BERM COM 641234109 5,306 196,900 SH SOLE 0 196,900 NEUROCRINE BIO COM 64125C109 2,247 54,800 SH SOLE 0 54,800 NEUROGEN CORP COM 64124E106 304 37,900 SH SOLE 0 37,900 NEW CENTURY FI COM 64352D101 2,146 91,700 SH SOLE 0 91,700 NEW ENGLAND BU COM 643872104 1,815 85,800 SH SOLE 0 85,800 NEW JERSEY RES COM 646025106 7,884 239,650 SH SOLE 0 239,650 NEW PLAN EXCEL REIT 648053106 6,190 335,700 SH SOLE 0 335,700 NEW YORK CMNTY COM 649445103 10,375 368,300 SH SOLE 0 368,300 NEW YORK TIMES CL A 650111107 3,520 77,442 SH SOLE 0 77,442 NEWELL RUBBERM COM 651229106 26,170 847,745 SH SOLE 0 847,745 NEWFIELD EXPL COM 651290108 9,677 288,100 SH SOLE 0 288,100 NEWMONT MINING COM 651639106 8,084 293,867 SH SOLE 0 293,867 NEWPARK RES IN COM 651718504 83 20,900 SH SOLE 0 20,900 NEWPORT CORP COM 651824104 1,623 143,900 SH SOLE 0 143,900 NEWS CORP LTD ADR 652487703 8,422 437,490 SH SOLE 0 437,490 NEXTEL COMMUNI CL A 65332V103 6,400 847,646 SH SOLE 0 847,646 NEXTEL PARTNER CL A 65333F107 2,199 408,700 SH SOLE 0 408,700 NICE SYS LTD S ADR 653656108 151 18,000 SH SOLE 0 18,000 NICOR INC COM 654086107 2,701 95,777 SH SOLE 0 95,777 NIKE INC CL B 654106103 9,333 216,148 SH SOLE 0 216,148 NISOURCE INC COM 65473P105 5,124 297,362 SH SOLE 0 297,362 NISSAN MOTORS S ADR 654744408 275 18,700 SH SOLE 0 18,700 NOBLE CORPORAT COM G65422100 4,008 129,300 SH SOLE 0 129,300 NOBLE ENERGY I COM 655044105 5,751 169,290 SH SOLE 0 169,290 NOKIA CORP S ADR 654902204 24,374 1,839,579 SH SOLE 0 1,839,579 NORDSON CORP COM 655663102 2,243 94,500 SH SOLE 0 94,500 NORDSTROM INC COM 655664100 1,974 110,058 SH SOLE 0 110,058 NORFOLK SOUTHE COM 655844108 5,447 269,776 SH SOLE 0 269,776 NORTEL NETWORK COM 656568102 50 92,690 SH SOLE 0 92,690 NORTH FORK BAN COM 659424105 5,740 151,700 SH SOLE 0 151,700 NORTHEAST UTIL COM 664397106 6,505 384,900 SH SOLE 0 384,900 NORTHERN TR CO COM 665859104 4,851 128,618 SH SOLE 0 128,618 NORTHROP GRUMM COM 666807102 10,752 86,681 SH SOLE 0 86,681 NORTHWEST NAT COM 667655104 4,339 147,800 SH SOLE 0 147,800 NORTHWESTERN C COM 668074107 2,462 252,300 SH SOLE 0 252,300 NOVASTAR FINL COM 669947400 433 19,800 SH SOLE 0 19,800 NOVELL INC COM 670006105 464 221,148 SH SOLE 0 221,148 NOVELLUS SYS I COM 670008101 3,940 189,310 SH SOLE 0 189,310 NOVEN PHARMACE COM 670009109 1,742 142,300 SH SOLE 0 142,300 NPS PHARMACEUT COM 62936P103 2,234 108,600 SH SOLE 0 108,600 NSTAR COM 67019E107 5,913 149,500 SH SOLE 0 149,500 NU SKIN ENTERP CL A 67018T105 1,691 138,600 SH SOLE 0 138,600 NUCOR CORP COM 670346105 3,281 86,558 SH SOLE 0 86,558 NUEVO ENERGY C COM 670509108 1,218 111,700 SH SOLE 0 111,700 NUI CORP COM 629431107 1,896 87,800 SH SOLE 0 87,800 NVIDIA CORP COM 67066G104 107 12,500 SH SOLE 0 12,500 NVR INC COM 62944T105 15,856 52,885 SH SOLE 0 52,885 NYFIX INC COM 670712108 667 171,400 SH SOLE 0 171,400 O CHARLEYS INC COM 670823103 2,005 107,000 SH SOLE 0 107,000 O REILLY AUTOM COM 686091109 9,819 343,090 SH SOLE 0 343,090 OAK TECHNOLOGY COM 671802106 85 26,600 SH SOLE 0 26,600 OCCIDENTAL PET COM 674599105 8,796 309,931 SH SOLE 0 309,931 OCEAN ENERGY I COM 67481E106 10,824 542,550 SH SOLE 0 542,550 OCEANEERING IN COM 675232102 4,675 183,690 SH SOLE 0 183,690 OCULAR SCIENCE COM 675744106 1,303 55,800 SH SOLE 0 55,800 ODYSSEY HEALTH COM 67611V101 635 21,200 SH SOLE 0 21,200 ODYSSEY RE HLD COM 67612W108 266 16,000 SH SOLE 0 16,000 OFFICE DEPOT I COM 676220106 4,541 368,030 SH SOLE 0 368,030 OFFSHORE LOGIS COM 676255102 2,238 124,600 SH SOLE 0 124,600 OGE ENERGY COR COM 670837103 3,842 227,750 SH SOLE 0 227,750 OHIO CAS CORP COM 677240103 3,528 216,700 SH SOLE 0 216,700 OLD REP INTL C COM 680223104 12,510 440,800 SH SOLE 0 440,800 OLIN CORP COM 680665205 2,616 159,700 SH SOLE 0 159,700 OM GROUP INC COM 670872100 8,890 207,700 SH SOLE 0 207,700 OMI CORP NEW COM Y6476W104 179 54,900 SH SOLE 0 54,900 OMNICARE INC COM 681904108 6,088 288,270 SH SOLE 0 288,270 OMNICOM GROUP COM 681919106 17,029 305,836 SH SOLE 0 305,836 OMNIVISION TEC COM 682128103 548 83,200 SH SOLE 0 83,200 OMNOVA SOLUTIO COM 682129101 1,342 292,300 SH SOLE 0 292,300 ON ASSIGNMENT COM 682159108 1,272 153,800 SH SOLE 0 153,800 ON TECHNOLOGY COM 68219P108 462 205,318 SH SOLE 0 205,318 ONEOK INC NEW COM 682680103 3,643 192,760 SH SOLE 0 192,760 ONYX SOFTWARE COM 683402101 31 16,000 SH SOLE 0 16,000 OPTION CARE IN COM 683948103 915 103,375 SH SOLE 0 103,375 ORACLE CORP COM 68389X105 51,040 6,493,675 SH SOLE 0 6,493,675 ORAPHARMA INC COM 68554E106 800 188,134 SH SOLE 0 188,134 ORASURE TECHNO COM 68554V108 444 100,000 SH SOLE 0 100,000 OREGON STL MLS COM 686079104 6,268 1,024,200 SH SOLE 0 1,024,200 ORTHODONTIC CT COM 68750P103 3,132 292,700 SH SOLE 0 292,700 ORTHOFIX INTL COM N6748L102 2,063 77,960 SH SOLE 0 77,960 OSHKOSH B GOSH CL A 688222207 2,467 71,800 SH SOLE 0 71,800 OSHKOSH TRUCK COM 688239201 6,688 118,579 SH SOLE 0 118,579 OSI PHARMACEUT COM 671040103 514 30,300 SH SOLE 0 30,300 OSTEOTECH INC COM 688582105 488 94,500 SH SOLE 0 94,500 OUTBACK STEAKH COM 689899102 6,002 218,400 SH SOLE 0 218,400 OVERLAND STORA COM 690310107 1,025 94,400 SH SOLE 0 94,400 OVERSEAS SHIPH COM 690368105 1,482 97,000 SH SOLE 0 97,000 OVERTURE SVCS COM 69039R100 1,070 45,400 SH SOLE 0 45,400 OWENS & MINOR COM 690732102 6,372 445,900 SH SOLE 0 445,900 OXFORD HEALTH COM 691471106 13,458 345,600 SH SOLE 0 345,600 OXFORD INDS IN COM 691497309 918 41,900 SH SOLE 0 41,900 P F CHANGS CHI COM 69333Y108 6,575 226,490 SH SOLE 0 226,490 PACCAR INC COM 693718108 2,820 83,448 SH SOLE 0 83,448 PACER INTL INC COM 69373H106 922 81,200 SH SOLE 0 81,200 PACIFIC CAP BA COM 69404P101 1,399 51,500 SH SOLE 0 51,500 PACIFIC SUNWEA COM 694873100 5,377 264,110 SH SOLE 0 264,110 PACIFICARE HEA COM 695112102 2,312 100,122 SH SOLE 0 100,122 PACKAGING CORP COM 695156109 5,150 294,100 SH SOLE 0 294,100 PACTIV CORP COM 695257105 1,764 107,245 SH SOLE 0 107,245 PAC-WEST TELEC COM 69371Y101 33 122,402 SH SOLE 0 122,402 PALL CORP COM 696429307 2,375 150,428 SH SOLE 0 150,428 PAN PACIFIC RE REIT 69806L104 210 6,100 SH SOLE 0 6,100 PANAMSAT CORP COM 697933109 455 26,200 SH SOLE 0 26,200 PANERA BREAD C CL A 69840W108 8,039 297,758 SH SOLE 0 297,758 PAPA JOHNS INT COM 698813102 2,572 88,300 SH SOLE 0 88,300 PARADYNE NETWO COM 69911G107 79 59,544 SH SOLE 0 59,544 PARAGON TECHNO COM 69912T108 1,440 173,500 SH SOLE 0 173,500 PARAMETRIC TEC COM 699173100 294 163,437 SH SOLE 0 163,437 PAREXEL INTL C COM 699462107 1,185 139,400 SH SOLE 0 139,400 PARK ELECTROCH COM 700416209 2,024 121,200 SH SOLE 0 121,200 PARK PL ENTMT COM 700690100 7,615 957,900 SH SOLE 0 957,900 PARKER DRILLIN CONV 701081AD3 1,021 1,150,000 SH SOLE 0 1,150,000 PARKER HANNIFI COM 701094104 4,230 110,692 SH SOLE 0 110,692 PARKWAY PPTYS REIT 70159Q104 1,993 58,900 SH SOLE 0 58,900 PARTNERRE LTD COM G6852T105 713 14,800 SH SOLE 0 14,800 PATHMARK STORE COM 70322A101 598 65,400 SH SOLE 0 65,400 PATINA OIL & G COM 703224105 7,528 264,135 SH SOLE 0 264,135 PATTERSON DENT COM 703412106 11,147 217,800 SH SOLE 0 217,800 PATTERSON UTI COM 703481101 30,160 1,182,300 SH SOLE 0 1,182,300 PAXAR CORP COM 704227107 3,340 229,700 SH SOLE 0 229,700 PAYCHEX INC COM 704326107 4,928 203,060 SH SOLE 0 203,060 PAYLESS SHOESO COM 704379106 5,036 93,234 SH SOLE 0 93,234 PC-TEL INC COM 69325Q105 585 112,200 SH SOLE 0 112,200 PEABODY ENERGY COM 704549104 3,904 153,100 SH SOLE 0 153,100 PEC SOLUTIONS COM 705107100 731 32,840 SH SOLE 0 32,840 PEDIATRIX MED COM 705324101 4,562 147,200 SH SOLE 0 147,200 PEETS COFFEE & COM 705560100 962 75,120 SH SOLE 0 75,120 PEGASUS COMMUN CL A 705904100 109 99,448 SH SOLE 0 99,448 PEGASUS SOLUTI COM 705906105 1,496 141,800 SH SOLE 0 141,800 PENFORD CORP COM 707051108 578 42,800 SH SOLE 0 42,800 PENN NATL GAMI COM 707569109 4,779 253,100 SH SOLE 0 253,100 PENN VA CORP COM 707882106 272 8,400 SH SOLE 0 8,400 PENN-AMER GROU COM 707247102 903 99,750 SH SOLE 0 99,750 PENNEY J C INC COM 708160106 4,789 300,844 SH SOLE 0 300,844 PENNZOIL-QUAKE COM 709323109 6,284 286,010 SH SOLE 0 286,010 PENTAIR INC COM 709631105 5,996 161,300 SH SOLE 0 161,300 PEOPLES BK BRI COM 710198102 1,385 61,750 SH SOLE 0 61,750 PEOPLES ENERGY COM 711030106 1,017 30,182 SH SOLE 0 30,182 PEOPLESOFT INC COM 712713106 2,979 240,820 SH SOLE 0 240,820 PEP BOYS MANNY COM 713278109 5,313 433,726 SH SOLE 0 433,726 PEPCO HOLDINGS COM 713291102 10,538 528,200 SH SOLE 0 528,200 PEPSI BOTTLING COM 713409100 5,610 239,750 SH SOLE 0 239,750 PEPSIAMERICAS COM 71343P200 6,155 433,470 SH SOLE 0 433,470 PEPSICO INC COM 713448108 48,341 1,308,291 SH SOLE 0 1,308,291 PEREZ COMPANC S ADR 71367B103 615 122,300 SH SOLE 0 122,300 PERFORMANCE FO COM 713755106 15,103 444,742 SH SOLE 0 444,742 PERFORMANCE TE COM 71376K102 57 15,300 SH SOLE 0 15,300 PERICOM SEMICO COM 713831105 2,350 272,640 SH SOLE 0 272,640 PERKINELMER IN COM 714046109 494 90,578 SH SOLE 0 90,578 PEROT SYS CORP CL A 714265105 466 50,100 SH SOLE 0 50,100 PERRIGO CO COM 714290103 3,014 283,500 SH SOLE 0 283,500 PER-SE TECHNOL COM 713569309 1,020 103,200 SH SOLE 0 103,200 PETCO ANIMAL S COM 716016209 663 30,560 SH SOLE 0 30,560 PETROLEO BRASI S ADR 71654V101 3,925 411,000 SH SOLE 0 411,000 PETROLEO BRASI S ADR 71654V408 18,517 1,725,738 SH SOLE 0 1,725,738 PETSMART INC COM 716768106 10,834 608,290 SH SOLE 0 608,290 PFIZER INC COM 717081103 186,510 6,426,963 SH SOLE 0 6,426,963 PG&E CORP COM 69331C108 6,601 586,227 SH SOLE 0 586,227 PHARMACEUTICAL COM 717124101 7,278 376,324 SH SOLE 0 376,324 PHARMACEUTICAL COM 717125108 271 9,700 SH SOLE 0 9,700 PHARMACIA CORP COM 71713U102 42,057 1,081,714 SH SOLE 0 1,081,714 PHARMACOPEIA I COM 71713B104 317 35,800 SH SOLE 0 35,800 PHARMACYCLICS COM 716933106 41 13,800 SH SOLE 0 13,800 PHELPS DODGE C COM 717265102 1,837 71,657 SH SOLE 0 71,657 PHILADELPHIA C COM 717528103 5,207 176,500 SH SOLE 0 176,500 PHILADELPHIA S COM 718009608 8,412 414,397 SH SOLE 0 414,397 PHILIP MORRIS COM 718154107 61,565 1,586,733 SH SOLE 0 1,586,733 PHILIPPINE LON S ADR 718252604 454 88,000 SH SOLE 0 88,000 PHILLIPS VAN H COM 718592108 3,546 281,400 SH SOLE 0 281,400 PHOENIX TECHNO COM 719153108 1,256 173,230 SH SOLE 0 173,230 PHOTON DYNAMIC COM 719364101 3,335 178,990 SH SOLE 0 178,990 PHOTRONICS INC COM 719405102 1,955 194,348 SH SOLE 0 194,348 PIEDMONT NAT G COM 720186105 6,647 187,400 SH SOLE 0 187,400 PIER 1 IMPORTS COM 720279108 8,919 467,700 SH SOLE 0 467,700 PINNACLE ENTMT COM 723456109 1,053 144,300 SH SOLE 0 144,300 PINNACLE SYS I COM 723481107 6,282 581,700 SH SOLE 0 581,700 PINNACLE WEST COM 723484101 2,593 93,400 SH SOLE 0 93,400 PIONEER NAT RE COM 723787107 9,729 401,200 SH SOLE 0 401,200 PIONEER STD EL COM 723877106 1,507 208,100 SH SOLE 0 208,100 PITNEY BOWES I COM 724479100 4,402 144,362 SH SOLE 0 144,362 PITTSTON CO COM 725701106 5,346 238,677 SH SOLE 0 238,677 PLAINS RES INC COM 726540503 3,808 147,700 SH SOLE 0 147,700 PLANAR SYS INC COM 726900103 3,268 205,000 SH SOLE 0 205,000 PLANTRONICS IN COM 727493108 2,768 169,800 SH SOLE 0 169,800 PLEXUS CORP COM 729132100 1,454 157,200 SH SOLE 0 157,200 PLUM CREEK TIM COM 729251108 2,650 117,200 SH SOLE 0 117,200 PLX TECHNOLOGY COM 693417107 40 36,600 SH SOLE 0 36,600 PMC-SIERRA INC CONV 69344FAB2 1,252 1,865,000 SH SOLE 0 1,865,000 PMC-SIERRA INC COM 69344F106 1,104 284,620 SH SOLE 0 284,620 PMI GROUP INC COM 69344M101 12,538 460,800 SH SOLE 0 460,800 PNC FINL SVCS COM 693475105 14,087 334,044 SH SOLE 0 334,044 PNM RES INC COM 69349H107 2,400 121,200 SH SOLE 0 121,200 POGO PRODUCING COM 730448107 11,751 345,000 SH SOLE 0 345,000 POLARIS INDS I COM 731068102 10,518 169,642 SH SOLE 0 169,642 POLYCOM INC COM 73172K104 3,053 449,600 SH SOLE 0 449,600 POLYMEDICA COR COM 731738100 3,065 116,000 SH SOLE 0 116,000 POLYONE CORP COM 73179P106 6,200 721,768 SH SOLE 0 721,768 POPE & TALBOT COM 732827100 1,359 105,750 SH SOLE 0 105,750 PORTUGAL TELEC S ADR 737273102 310 67,000 SH SOLE 0 67,000 POSCO S ADR 693483109 4,653 215,600 SH SOLE 0 215,600 POSSIS MEDICAL COM 737407106 428 41,900 SH SOLE 0 41,900 POST PPTYS INC COM 737464107 917 35,300 SH SOLE 0 35,300 POTLATCH CORP COM 737628107 2,301 80,228 SH SOLE 0 80,228 POWER INTEGRAT COM 739276103 2,455 201,400 SH SOLE 0 201,400 POWER-ONE INC COM 739308104 142 47,700 SH SOLE 0 47,700 POWERWAVE TECH COM 739363109 625 184,400 SH SOLE 0 184,400 PPG INDS INC COM 693506107 9,656 216,012 SH SOLE 0 216,012 PPL CORP COM 69351T106 3,814 117,202 SH SOLE 0 117,202 PRACTICEWORKS COM 739419109 1,962 113,390 SH SOLE 0 113,390 PRAXAIR INC COM 74005P104 10,621 207,804 SH SOLE 0 207,804 PRE PAID LEGAL COM 740065107 2,205 110,900 SH SOLE 0 110,900 PRECISE SOFTWA COM M41450103 450 49,100 SH SOLE 0 49,100 PRECISION CAST COM 740189105 4,384 202,200 SH SOLE 0 202,200 PREMIERE TECHN CONV 74058FAC6 1,449 1,685,000 SH SOLE 0 1,685,000 PRESIDENTIAL L COM 740884101 2,648 183,900 SH SOLE 0 183,900 PRG-SCHULTZ IN COM 69357C107 7,404 598,100 SH SOLE 0 598,100 PRICE COMMUNIC COM 741437305 1,736 153,600 SH SOLE 0 153,600 PRICE T ROWE G COM 74144T108 4,009 160,600 SH SOLE 0 160,600 PRICELINE COM COM 741503106 154 105,200 SH SOLE 0 105,200 PRIDE INTL INC COM 74153Q102 5,225 401,900 SH SOLE 0 401,900 PRIMA ENERGY C COM 741901201 1,493 71,200 SH SOLE 0 71,200 PRIME GROUP RE REIT 74158J103 434 89,475 SH SOLE 0 89,475 PRIME HOSPITAL COM 741917108 2,127 259,400 SH SOLE 0 259,400 PRIME MED SVCS COM 74156D108 209 22,600 SH SOLE 0 22,600 PRINCIPAL FINA COM 74251V102 6,184 236,200 SH SOLE 0 236,200 PRIORITY HEALT CL B 74264T102 6,397 253,850 SH SOLE 0 253,850 PROCTER & GAMB COM 742718109 94,387 1,056,022 SH SOLE 0 1,056,022 PROGRESS ENERG COM 743263105 11,041 270,158 SH SOLE 0 270,158 PROGRESS FINL COM 743266108 446 47,407 SH SOLE 0 47,407 PROGRESS SOFTW COM 743312100 2,505 207,000 SH SOLE 0 207,000 PROGRESSIVE CO COM 743315103 9,929 196,116 SH SOLE 0 196,116 PROLOGIS COM 743410102 73,946 2,968,526 SH SOLE 0 2,968,526 PROQUEST COMPA COM 74346P102 1,587 52,300 SH SOLE 0 52,300 PROTECTIVE LIF COM 743674103 7,151 232,400 SH SOLE 0 232,400 PROTEIN DESIGN COM 74369L103 2,622 315,900 SH SOLE 0 315,900 PROVIDENT BANK COM 743859100 4,142 191,915 SH SOLE 0 191,915 PROVIDENT FINL COM 743866105 3,441 137,150 SH SOLE 0 137,150 PROVIDIAN FINL CONV 74406AAA0 1,683 2,625,000 SH SOLE 0 2,625,000 PROVIDIAN FINL COM 74406A102 826 168,570 SH SOLE 0 168,570 PROVINCE HEALT COM 743977100 6,613 385,600 SH SOLE 0 385,600 PRUDENTIAL FIN COM 744320102 9,952 348,476 SH SOLE 0 348,476 PS BUSINESS PK COM 69360J107 2,071 60,900 SH SOLE 0 60,900 PSS WORLD MED COM 69366A100 1,225 184,200 SH SOLE 0 184,200 PTEK HLDGS INC COM 69366M104 193 41,400 SH SOLE 0 41,400 PUBLIC STORAGE COM 74460D109 6,501 203,800 SH SOLE 0 203,800 PUBLIC SVC ENT COM 744573106 4,130 135,412 SH SOLE 0 135,412 PUGET ENERGY I COM 745310102 5,676 278,088 SH SOLE 0 278,088 PULTE HOMES IN COM 745867101 2,985 70,014 SH SOLE 0 70,014 QLOGIC CORP COM 747277101 4,922 189,011 SH SOLE 0 189,011 QRS CORP COM 74726X105 582 87,800 SH SOLE 0 87,800 QUADRAMED CORP CONV 74730WAC5 1,080 1,675,000 SH SOLE 0 1,675,000 QUADRAMED CORP COM 74730W101 180 99,673 SH SOLE 0 99,673 QUAKER CHEM CO COM 747316107 1,070 55,600 SH SOLE 0 55,600 QUALCOMM INC COM 747525103 15,925 576,585 SH SOLE 0 576,585 QUANEX CORP COM 747620102 4,444 128,070 SH SOLE 0 128,070 QUANTA SVCS IN COM 74762E102 357 171,600 SH SOLE 0 171,600 QUANTUM CORP COM 747906204 982 444,200 SH SOLE 0 444,200 QUEST DIAGNOST COM 74834L100 19,660 319,517 SH SOLE 0 319,517 QUESTAR CORP COM 748356102 8,323 364,400 SH SOLE 0 364,400 QUICKSILVER RE COM 74837R104 995 55,250 SH SOLE 0 55,250 QUIKSILVER INC COM 74838C106 6,533 289,190 SH SOLE 0 289,190 QUILMES INDL Q S ADR 74838Y207 1,400 189,185 SH SOLE 0 189,185 QUINENCO S A S ADR 748718103 875 216,600 SH SOLE 0 216,600 QUINTILES TRAN COM 748767100 1,570 165,080 SH SOLE 0 165,080 QUOVADX INC COM 74913K106 234 167,000 SH SOLE 0 167,000 QWEST COMMUNIC COM 749121109 2,726 1,195,740 SH SOLE 0 1,195,740 R & G FINANCIA CL B 749136107 816 37,400 SH SOLE 0 37,400 R H DONNELLEY COM 74955W307 2,348 90,300 SH SOLE 0 90,300 RACING CHAMPIO COM 750069106 1,453 88,900 SH SOLE 0 88,900 RADIAN GROUP I COM 750236101 11,438 350,202 SH SOLE 0 350,202 RADIANT SYSTEM COM 75025N102 1,342 167,700 SH SOLE 0 167,700 RADIO ONE INC CL D 75040P405 2,596 157,400 SH SOLE 0 157,400 RADIOLOGIX INC COM 75040K109 481 75,100 SH SOLE 0 75,100 RADIOSHACK COR COM 750438103 3,334 166,208 SH SOLE 0 166,208 RADISYS CORP COM 750459109 452 114,100 SH SOLE 0 114,100 RAILAMERICA IN COM 750753105 1,514 208,800 SH SOLE 0 208,800 RAINBOW TECHNO COM 750862104 876 308,320 SH SOLE 0 308,320 RAIT INVT TR REIT 749227104 787 38,200 SH SOLE 0 38,200 RALCORP HLDGS COM 751028101 5,512 259,168 SH SOLE 0 259,168 RAMBUS INC DEL COM 750917106 58 13,400 SH SOLE 0 13,400 RAMCO-GERSHENS REIT 751452202 2,277 115,800 SH SOLE 0 115,800 RANGE RES CORP COM 75281A109 495 105,800 SH SOLE 0 105,800 RARE HOSPITALI COM 753820109 3,766 160,800 SH SOLE 0 160,800 RATIONAL SOFTW COM 75409P202 692 160,150 SH SOLE 0 160,150 RAYMOND JAMES COM 754730109 8,137 300,600 SH SOLE 0 300,600 RAYONIER INC COM 754907103 4,669 111,400 SH SOLE 0 111,400 RAYOVAC CORP COM 755081106 2,181 178,800 SH SOLE 0 178,800 RAYTHEON CO COM 755111507 26,539 905,780 SH SOLE 0 905,780 READERS DIGEST CL A 755267101 4,396 280,900 SH SOLE 0 280,900 RECKSON ASSOCS REIT 75621K106 1,949 85,600 SH SOLE 0 85,600 RECOTON CORP COM 756268108 294 489,800 SH SOLE 0 489,800 RED HAT INC COM 756577102 172 36,200 SH SOLE 0 36,200 REEBOK INTL LT COM 758110100 15,425 615,762 SH SOLE 0 615,762 REGAL BELOIT C COM 758750103 2,650 154,900 SH SOLE 0 154,900 REGENCY CTRS C COM 758849103 298 9,600 SH SOLE 0 9,600 REGENERON PHAR COM 75886F107 3,565 264,100 SH SOLE 0 264,100 REGENT COMMUNI COM 758865109 59 11,600 SH SOLE 0 11,600 REGIONS FINL C COM 758940100 6,047 185,100 SH SOLE 0 185,100 REGIS CORP MIN COM 758932107 7,926 280,175 SH SOLE 0 280,175 REGISTER COM I COM 75914G101 113 37,300 SH SOLE 0 37,300 REHABCARE GROU COM 759148109 2,244 97,000 SH SOLE 0 97,000 REINSURANCE GR COM 759351109 3,145 121,700 SH SOLE 0 121,700 RELIANCE STEEL COM 759509102 4,099 187,600 SH SOLE 0 187,600 RELIANT ENERGY COM 75952J108 3,788 378,456 SH SOLE 0 378,456 REMINGTON OIL COM 759594302 2,670 189,330 SH SOLE 0 189,330 RENAISSANCE RE COM G7496G103 2,883 76,300 SH SOLE 0 76,300 RENAL CARE GRO COM 759930100 11,641 353,950 SH SOLE 0 353,950 RENT A CTR INC COM 76009N100 1,101 21,200 SH SOLE 0 21,200 REPSOL YPF S A S ADR 76026T205 333 27,800 SH SOLE 0 27,800 REPUBLIC SVCS COM 760759100 10,845 576,850 SH SOLE 0 576,850 RESMED INC COM 761152107 5,612 196,240 SH SOLE 0 196,240 RESOURCES CONN COM 76122Q105 1,493 103,600 SH SOLE 0 103,600 RESPIRONICS IN COM 761230101 9,597 299,800 SH SOLE 0 299,800 RETEK INC COM 76128Q109 558 154,982 SH SOLE 0 154,982 REYNOLDS & REY CL A 761695105 5,264 234,600 SH SOLE 0 234,600 REYNOLDS R J T COM 76182K105 2,355 58,400 SH SOLE 0 58,400 RF MICRODEVICE COM 749941100 3,794 632,300 SH SOLE 0 632,300 RICHARDSON ELE COM 763165107 617 93,800 SH SOLE 0 93,800 RIGGS NATL COR COM 766570105 3,428 239,900 SH SOLE 0 239,900 RIGHT MGMT CON COM 766573109 2,243 91,050 SH SOLE 0 91,050 RLI CORP COM 749607107 3,069 57,200 SH SOLE 0 57,200 ROADWAY CORP COM 769742107 4,101 111,800 SH SOLE 0 111,800 ROBBINS & MYER COM 770196103 1,499 80,400 SH SOLE 0 80,400 ROBERT HALF IN COM 770323103 2,308 145,400 SH SOLE 0 145,400 ROCK OF AGES C CL A 772632105 534 136,900 SH SOLE 0 136,900 ROCK-TENN CO CL A 772739207 3,206 207,900 SH SOLE 0 207,900 ROCKWELL AUTOM COM 773903109 3,113 191,334 SH SOLE 0 191,334 ROCKWELL COLLI COM 774341101 2,247 102,434 SH SOLE 0 102,434 ROGERS CORP COM 775133101 2,141 91,700 SH SOLE 0 91,700 ROHM & HAAS CO COM 775371107 4,577 147,644 SH SOLE 0 147,644 ROLLINS INC COM 775711104 1,653 85,200 SH SOLE 0 85,200 ROPER INDS INC COM 776696106 7,131 206,700 SH SOLE 0 206,700 ROSLYN BANCORP COM 778162107 4,184 240,300 SH SOLE 0 240,300 ROSS STORES IN COM 778296103 37,267 1,045,650 SH SOLE 0 1,045,650 ROUGE INDS INC CL A 779088103 970 829,400 SH SOLE 0 829,400 ROUSE CO COM 779273101 4,623 144,700 SH SOLE 0 144,700 ROWAN COS INC COM 779382100 4,334 232,488 SH SOLE 0 232,488 ROXIO INC COM 780008108 486 160,516 SH SOLE 0 160,516 ROYAL APPLIANC COM 780076105 299 75,000 SH SOLE 0 75,000 ROYAL BK CDA M COM 780087102 352 10,631 SH SOLE 0 10,631 ROYAL CARIBBEA COM V7780T103 1,487 93,400 SH SOLE 0 93,400 ROYAL DUTCH PE COM 780257804 3,716 92,495 SH SOLE 0 92,495 RPM INC OHIO COM 749685103 8,010 569,725 SH SOLE 0 569,725 RSA SEC INC COM 749719100 536 159,500 SH SOLE 0 159,500 RTI INTL METAL COM 74973W107 1,411 134,400 SH SOLE 0 134,400 RUBY TUESDAY I COM 781182100 9,565 509,300 SH SOLE 0 509,300 RUDDICK CORP COM 781258108 2,230 146,800 SH SOLE 0 146,800 RUDOLPH TECHNO COM 781270103 3,259 316,760 SH SOLE 0 316,760 RUSS BERRIE & COM 782233100 3,565 118,800 SH SOLE 0 118,800 RUSSELL CORP COM 782352108 3,301 220,200 SH SOLE 0 220,200 RYANAIR HLDGS S ADR 783513104 5,784 170,671 SH SOLE 0 170,671 RYANS FAMILY S COM 783519101 3,745 307,700 SH SOLE 0 307,700 RYDER SYS INC COM 783549108 890 35,711 SH SOLE 0 35,711 RYERSON TULL I COM 78375P107 1,030 160,140 SH SOLE 0 160,140 RYLAND GROUP I COM 783764103 8,561 230,320 SH SOLE 0 230,320 S & T BANCORP COM 783859101 488 19,400 SH SOLE 0 19,400 S1 CORPORATION COM 78463B101 284 52,900 SH SOLE 0 52,900 SABRE HLDGS CO CL A 785905100 2,665 137,704 SH SOLE 0 137,704 SAFECO CORP COM 786429100 2,144 67,460 SH SOLE 0 67,460 SAFEGUARD SCIE COM 786449108 44 40,000 SH SOLE 0 40,000 SAFEWAY INC COM 786514208 6,331 283,890 SH SOLE 0 283,890 SAGA COMMUNICA CL A 786598102 2,218 119,875 SH SOLE 0 119,875 SAKS INC COM 79377W108 4,822 457,937 SH SOLE 0 457,937 SALEM COMMUNIC CL A 794093104 1,383 61,700 SH SOLE 0 61,700 SALIX PHARMACE COM 795435106 619 73,300 SH SOLE 0 73,300 SALTON INC COM 795757103 521 61,200 SH SOLE 0 61,200 SAN JUAN BASIN REIT 798241105 679 58,000 SH SOLE 0 58,000 SANDISK CORP COM 80004C101 3,003 229,100 SH SOLE 0 229,100 SANDY SPRING B COM 800363103 365 11,850 SH SOLE 0 11,850 SANGSTAT MED C COM 801003104 4,071 195,160 SH SOLE 0 195,160 SANMINA SCI CO COM 800907107 1,017 367,028 SH SOLE 0 367,028 SARA LEE CORP COM 803111103 10,615 580,355 SH SOLE 0 580,355 SATYAM COMPUTE ADR 804098101 581 65,310 SH SOLE 0 65,310 SBA COMMUNICAT COM 78388J106 126 115,393 SH SOLE 0 115,393 SBC COMMUNICAT COM 78387G103 75,279 3,745,203 SH SOLE 0 3,745,203 SBS TECHNOLOGI COM 78387P103 581 81,200 SH SOLE 0 81,200 SCANA CORP NEW COM 80589M102 9,188 353,100 SH SOLE 0 353,100 SCANSOFT INC COM 80603P107 354 107,150 SH SOLE 0 107,150 SCANSOURCE INC COM 806037107 412 7,100 SH SOLE 0 7,100 SCHEIN HENRY I COM 806407102 13,438 254,752 SH SOLE 0 254,752 SCHERING PLOUG COM 806605101 42,893 2,011,846 SH SOLE 0 2,011,846 SCHLUMBERGER L COM 806857108 16,583 431,188 SH SOLE 0 431,188 SCHOLASTIC COR COM 807066105 7,626 170,680 SH SOLE 0 170,680 SCHOOL SPECIAL COM 807863105 3,967 158,600 SH SOLE 0 158,600 SCHULMAN A INC COM 808194104 2,563 147,900 SH SOLE 0 147,900 SCHWAB CHARLES COM 808513105 10,383 1,193,415 SH SOLE 0 1,193,415 SCHWEITZER-MAU COM 808541106 2,933 137,400 SH SOLE 0 137,400 SCIENTIFIC ATL COM 808655104 1,589 127,028 SH SOLE 0 127,028 SCIENTIFIC GAM CL A 80874P109 3,522 525,550 SH SOLE 0 525,550 SCIOS INC COM 808905103 3,621 142,298 SH SOLE 0 142,298 SCIQUEST INC COM 80908Q107 35 56,786 SH SOLE 0 56,786 SCM MICROSYSTE COM 784018103 344 87,100 SH SOLE 0 87,100 SCOTTISH ANNUI COM G7885T104 3,589 210,500 SH SOLE 0 210,500 SCOTTS CO CL A 810186106 8,334 199,900 SH SOLE 0 199,900 SCP POOL CORP COM 784028102 3,733 136,175 SH SOLE 0 136,175 SCPIE HLDGS IN COM 78402P104 279 54,700 SH SOLE 0 54,700 SCRIPPS E W CO CL A 811054204 617 8,900 SH SOLE 0 8,900 SEACHANGE INTL COM 811699107 1,380 200,850 SH SOLE 0 200,850 SEACOAST BKG C COM 811707306 746 38,900 SH SOLE 0 38,900 SEACOAST FINL COM 81170Q106 2,758 137,400 SH SOLE 0 137,400 SEACOR SMIT IN COM 811904101 7,559 184,400 SH SOLE 0 184,400 SEALED AIR COR COM 81211K100 890 52,696 SH SOLE 0 52,696 SEARS ROEBUCK COM 812387108 10,655 273,194 SH SOLE 0 273,194 SECOND BANCORP COM 813114105 1,946 72,800 SH SOLE 0 72,800 SEI INVESTMENT COM 784117103 8,639 361,750 SH SOLE 0 361,750 SEITEL INC COM 816074306 120 160,390 SH SOLE 0 160,390 SELECT MEDICAL COM 816196109 230 16,107 SH SOLE 0 16,107 SELECTIVE INS COM 816300107 3,675 169,100 SH SOLE 0 169,100 SEMCO ENERGY I COM 78412D109 107 13,700 SH SOLE 0 13,700 SEMITOOL INC COM 816909105 829 161,000 SH SOLE 0 161,000 SEMPRA ENERGY COM 816851109 3,632 184,848 SH SOLE 0 184,848 SEMTECH CORP COM 816850101 2,414 248,850 SH SOLE 0 248,850 SENSIENT TECHN COM 81725T100 3,584 169,600 SH SOLE 0 169,600 SEPRACOR INC COM 817315104 1,435 273,900 SH SOLE 0 273,900 SEQUA CORPORAT CL A 817320104 1,532 29,400 SH SOLE 0 29,400 SERENA SOFTWAR COM 817492101 2,960 246,700 SH SOLE 0 246,700 SEROLOGICALS C COM 817523103 4,050 302,460 SH SOLE 0 302,460 SERVICE CORP I COM 817565104 282 80,500 SH SOLE 0 80,500 SERVICEMASTER COM 81760N109 120 11,100 SH SOLE 0 11,100 SHAW GROUP INC CONV 820280AC9 1,020 2,000,000 SH SOLE 0 2,000,000 SHAW GROUP INC COM 820280105 4,382 308,600 SH SOLE 0 308,600 SHELL TRANS & ADR 822703609 697 19,500 SH SOLE 0 19,500 SHERWIN WILLIA COM 824348106 3,996 168,735 SH SOLE 0 168,735 SHIRE PHARMACE S ADR 82481R106 311 12,550 SH SOLE 0 12,550 SHOE CARNIVAL COM 824889109 174 12,200 SH SOLE 0 12,200 SHOPKO STORES COM 824911101 2,171 166,200 SH SOLE 0 166,200 SHUFFLE MASTER COM 825549108 4,654 250,100 SH SOLE 0 250,100 SHURGARD STORA COM 82567D104 8,224 260,100 SH SOLE 0 260,100 SICOR INC COM 825846108 6,277 412,715 SH SOLE 0 412,715 SIEBEL SYS INC COM 826170102 1,697 295,050 SH SOLE 0 295,050 SIERRA HEALTH COM 826322109 3,674 204,780 SH SOLE 0 204,780 SIERRA PAC RES COM 826428104 4,667 765,080 SH SOLE 0 765,080 SIGMA ALDRICH COM 826552101 1,979 40,169 SH SOLE 0 40,169 SILGAN HOLDING COM 827048109 737 25,900 SH SOLE 0 25,900 SILICON GRAPHI COM 827056102 35 42,500 SH SOLE 0 42,500 SILICON IMAGE COM 82705T102 85 20,800 SH SOLE 0 20,800 SILICON LABORA COM 826919102 792 43,200 SH SOLE 0 43,200 SILICON STORAG COM 827057100 828 211,800 SH SOLE 0 211,800 SILICON VY BAN COM 827064106 2,177 128,600 SH SOLE 0 128,600 SIMON PPTY GRO COM 828806109 12,184 341,000 SH SOLE 0 341,000 SIMPSON MANUFA COM 829073105 4,407 140,400 SH SOLE 0 140,400 SINCLAIR BROAD CL A 829226109 3,689 269,250 SH SOLE 0 269,250 SIX FLAGS INC COM 83001P109 1,084 307,900 SH SOLE 0 307,900 SIZELER PPTY I COM 830137105 171 17,000 SH SOLE 0 17,000 SK TELECOM LTD S ADR 78440P108 3,608 170,910 SH SOLE 0 170,910 SKECHERS U S A CL A 830566105 190 19,900 SH SOLE 0 19,900 SKY FINL GROUP COM 83080P103 1,382 69,400 SH SOLE 0 69,400 SKYLINE CORP COM 830830105 1,270 46,700 SH SOLE 0 46,700 SKYWEST INC COM 830879102 4,616 352,400 SH SOLE 0 352,400 SKYWORKS SOLUT COM 83088M102 4,486 990,200 SH SOLE 0 990,200 SL GREEN RLTY COM 78440X101 4,052 131,800 SH SOLE 0 131,800 SLM CORP COM 78442P106 15,462 166,005 SH SOLE 0 166,005 SMARTFORCE PUB S ADR 83170A206 77 23,200 SH SOLE 0 23,200 SMITH A O COM 831865209 5,786 203,600 SH SOLE 0 203,600 SMITH INTL INC COM 832110100 9,253 315,700 SH SOLE 0 315,700 SMITHFIELD FOO COM 832248108 4,485 285,700 SH SOLE 0 285,700 SMUCKER J M CO COM 832696405 5,131 139,817 SH SOLE 0 139,817 SMURFIT-STONE COM 832727101 1,441 114,666 SH SOLE 0 114,666 SNAP ON INC COM 833034101 1,117 48,586 SH SOLE 0 48,586 SOLA INTL INC COM 834092108 1,436 142,900 SH SOLE 0 142,900 SOLECTRON CORP COM 834182107 1,239 587,154 SH SOLE 0 587,154 SOLUTIA INC COM 834376105 2,161 414,000 SH SOLE 0 414,000 SOMERA COMMUNI COM 834458101 51 25,000 SH SOLE 0 25,000 SONIC AUTOMOTI CL A 83545G102 260 14,700 SH SOLE 0 14,700 SONIC CORP COM 835451105 6,378 276,100 SH SOLE 0 276,100 SONIC SOLUTION COM 835460106 116 16,700 SH SOLE 0 16,700 SONOCO PRODS C COM 835495102 6,328 296,960 SH SOLE 0 296,960 SONY CORP ADR 835699307 493 12,000 SH SOLE 0 12,000 SOTHEBYS HLDGS CL A 835898107 1,213 173,300 SH SOLE 0 173,300 SOURCECORP COM 836167106 3,156 154,650 SH SOLE 0 154,650 SOUTH FINL GRO COM 837841105 5,837 276,767 SH SOLE 0 276,767 SOUTHERN CO COM 842587107 13,752 477,819 SH SOLE 0 477,819 SOUTHERN PERU COM 843611104 143 10,400 SH SOLE 0 10,400 SOUTHERN UN CO COM 844030106 3,538 313,060 SH SOLE 0 313,060 SOUTHTRUST COR COM 844730101 6,800 280,400 SH SOLE 0 280,400 SOUTHWEST AIRL COM 844741108 7,473 572,169 SH SOLE 0 572,169 SOUTHWEST BANC COM 84476R109 8,635 237,160 SH SOLE 0 237,160 SOUTHWEST GAS COM 844895102 5,153 231,600 SH SOLE 0 231,600 SOUTHWESTERN E COM 845467109 3,754 312,800 SH SOLE 0 312,800 SOVEREIGN BANC COM 845905108 9,743 755,295 SH SOLE 0 755,295 SOVRAN SELF ST COM 84610H108 453 14,900 SH SOLE 0 14,900 SPANISH BROADC CL A 846425882 226 34,500 SH SOLE 0 34,500 SPARTECH CORP COM 847220209 1,244 58,800 SH SOLE 0 58,800 SPDR TR COM 78462F103 27,223 332,845 SH SOLE 0 332,845 SPECTRALINK CO COM 847580107 121 21,300 SH SOLE 0 21,300 SPECTRASITE HL COM 84760T100 8 117,802 SH SOLE 0 117,802 SPEEDWAY MOTOR COM 847788106 714 30,300 SH SOLE 0 30,300 SPHERION CORP COM 848420105 2,372 336,411 SH SOLE 0 336,411 SPORTS AUTH IN COM 849176102 278 46,500 SH SOLE 0 46,500 SPRINT CORP COM 852061100 11,350 1,244,532 SH SOLE 0 1,244,532 SPRINT CORP COM 852061506 3,665 1,869,866 SH SOLE 0 1,869,866 SPS TECHNOLOGI COM 784626103 1,891 75,845 SH SOLE 0 75,845 SPSS INC COM 78462K102 1,085 93,800 SH SOLE 0 93,800 SPX CORP COM 784635104 13,233 131,153 SH SOLE 0 131,153 SRA INTL INC CL A 78464R105 502 17,550 SH SOLE 0 17,550 SS&C TECHNOLOG COM 85227Q100 124 15,600 SH SOLE 0 15,600 ST JUDE MED IN COM 790849103 4,207 117,844 SH SOLE 0 117,844 ST MARY LD & E COM 792228108 4,854 203,100 SH SOLE 0 203,100 ST PAUL COS IN COM 792860108 4,233 147,372 SH SOLE 0 147,372 STANCORP FINL COM 852891100 7,943 150,160 SH SOLE 0 150,160 STANDARD MICRO COM 853626109 1,542 100,900 SH SOLE 0 100,900 STANDARD MTR P COM 853666105 756 69,900 SH SOLE 0 69,900 STANDARD PAC C COM 85375C101 4,302 184,000 SH SOLE 0 184,000 STANDARD REGIS COM 853887107 4,361 181,700 SH SOLE 0 181,700 STANDEX INTL C COM 854231107 1,377 67,900 SH SOLE 0 67,900 STANLEY WKS COM 854616109 1,429 43,726 SH SOLE 0 43,726 STAPLES INC COM 855030102 5,961 466,075 SH SOLE 0 466,075 STARBUCKS CORP COM 855244109 4,447 215,464 SH SOLE 0 215,464 STARTEK INC COM 85569C107 2,269 103,100 SH SOLE 0 103,100 STARWOOD HOTEL COM 85590A203 53,635 2,405,150 SH SOLE 0 2,405,150 STATE STR CORP COM 857477103 6,941 179,628 SH SOLE 0 179,628 STATEN IS BANC COM 857550107 6,939 398,812 SH SOLE 0 398,812 STATION CASINO COM 857689103 2,101 123,520 SH SOLE 0 123,520 STEAK N SHAKE COM 857873103 1,685 153,154 SH SOLE 0 153,154 STEEL DYNAMICS COM 858119100 4,354 332,600 SH SOLE 0 332,600 STEEL TECHNOLO COM 858147101 1,009 59,500 SH SOLE 0 59,500 STEIN MART INC COM 858375108 1,399 239,600 SH SOLE 0 239,600 STEINER LEISUR COM P8744Y102 343 28,000 SH SOLE 0 28,000 STERICYCLE INC COM 858912108 2,511 74,022 SH SOLE 0 74,022 STERIS CORP COM 859152100 9,071 364,141 SH SOLE 0 364,141 STERLING BANCS COM 858907108 3,842 293,950 SH SOLE 0 293,950 STEWART & STEV COM 860342104 1,551 158,400 SH SOLE 0 158,400 STEWART ENTERP CL A 860370105 991 194,300 SH SOLE 0 194,300 STEWART INFORM COM 860372101 2,099 98,300 SH SOLE 0 98,300 STILLWATER MNG COM 86074Q102 1,984 330,650 SH SOLE 0 330,650 STILWELL FINL COM 860831106 2,471 204,750 SH SOLE 0 204,750 STMICROELECTRO COM 861012102 900 66,500 SH SOLE 0 66,500 STONE ENERGY C COM 861642106 7,706 237,100 SH SOLE 0 237,100 STONERIDGE INC COM 86183P102 197 11,600 SH SOLE 0 11,600 STORAGE TECHNO COM 862111200 13,604 1,294,400 SH SOLE 0 1,294,400 STRATEGIC DIAG COM 862700101 273 74,700 SH SOLE 0 74,700 STRAYER ED INC COM 863236105 886 14,900 SH SOLE 0 14,900 STRIDE RITE CO COM 863314100 1,838 232,400 SH SOLE 0 232,400 STRYKER CORP COM 863667101 8,640 150,000 SH SOLE 0 150,000 STURM RUGER & COM 864159108 1,873 153,500 SH SOLE 0 153,500 SUMMIT PPTYS I REIT 866239106 1,519 78,300 SH SOLE 0 78,300 SUN BANCORP IN COM 86663B102 1,026 77,339 SH SOLE 0 77,339 SUN COMMUNITIE COM 866674104 1,622 44,200 SH SOLE 0 44,200 SUN MICROSYSTE COM 866810104 5,120 1,976,956 SH SOLE 0 1,976,956 SUNGARD DATA S COM 867363103 5,356 275,390 SH SOLE 0 275,390 SUNOCO INC COM 86764P109 1,719 56,988 SH SOLE 0 56,988 SUNRISE ASSIST COM 86768K106 4,762 222,000 SH SOLE 0 222,000 SUNTRUST BKS I COM 867914103 13,707 222,948 SH SOLE 0 222,948 SUPERGEN INC COM 868059106 34 19,600 SH SOLE 0 19,600 SUPERIOR ENERG COM 868157108 911 140,100 SH SOLE 0 140,100 SUPERIOR FINAN COM 868161100 1,861 99,000 SH SOLE 0 99,000 SUPERIOR INDS COM 868168105 5,019 106,600 SH SOLE 0 106,600 SUPERTEX INC COM 868532102 730 70,200 SH SOLE 0 70,200 SUPERVALU INC COM 868536103 2,587 160,198 SH SOLE 0 160,198 SUREBEAM CORP CL A 86866R102 77 42,614 SH SOLE 0 42,614 SURMODICS INC COM 868873100 4,251 133,790 SH SOLE 0 133,790 SUSQUEHANNA BA COM 869099101 7,554 348,895 SH SOLE 0 348,895 SWIFT ENERGY C COM 870738101 1,558 149,800 SH SOLE 0 149,800 SWIFT TRANSN C COM 870756103 3,769 241,580 SH SOLE 0 241,580 SWS GROUP INC COM 78503N107 1,177 96,067 SH SOLE 0 96,067 SYBASE INC COM 871130100 3,718 320,000 SH SOLE 0 320,000 SYBRON DENTAL COM 871142105 3,055 218,400 SH SOLE 0 218,400 SYKES ENTERPRI COM 871237103 597 141,900 SH SOLE 0 141,900 SYLVAN LEARNIN COM 871399101 2,475 180,950 SH SOLE 0 180,950 SYMANTEC CORP COM 871503108 15,843 471,100 SH SOLE 0 471,100 SYMBOL TECHNOL COM 871508107 1,233 160,700 SH SOLE 0 160,700 SYMMETRICOM IN COM 871543104 401 156,450 SH SOLE 0 156,450 SYNAPTICS INC COM 87157D109 178 37,100 SH SOLE 0 37,100 SYNCOR INTL CO COM 87157J106 4,643 144,600 SH SOLE 0 144,600 SYNOPSYS INC COM 871607107 9,326 244,466 SH SOLE 0 244,466 SYNOVUS FINL C COM 87161C105 2,757 133,702 SH SOLE 0 133,702 SYSCO CORP COM 871829107 12,500 440,300 SH SOLE 0 440,300 SYSTEMS & COMP COM 871873105 1,331 190,200 SH SOLE 0 190,200 TAIWAN SEMICON S ADR 874039100 293 46,200 SH SOLE 0 46,200 TAKE-TWO INTER COM 874054109 9,429 325,150 SH SOLE 0 325,150 TALK AMERICA H COM 87426R103 146 63,000 SH SOLE 0 63,000 TALX CORP COM 874918105 1,014 77,000 SH SOLE 0 77,000 TANOX INC COM 87588Q109 762 72,600 SH SOLE 0 72,600 TARGET CORP COM 87612E106 34,320 1,162,602 SH SOLE 0 1,162,602 TARO PHARMACEU COM M8737E108 1,164 34,500 SH SOLE 0 34,500 TAUBMAN CTRS I COM 876664103 24,295 1,707,300 SH SOLE 0 1,707,300 TBC CORP COM 872180104 1,353 130,500 SH SOLE 0 130,500 TCF FINL CORP COM 872275102 9,854 232,800 SH SOLE 0 232,800 TECH DATA CORP COM 878237106 5,968 226,050 SH SOLE 0 226,050 TECHNE CORP COM 878377100 9,660 294,600 SH SOLE 0 294,600 TECHNITROL INC COM 878555101 4,132 276,400 SH SOLE 0 276,400 TECO ENERGY IN COM 872375100 2,820 177,600 SH SOLE 0 177,600 TECUMSEH PRODS CL A 878895200 3,961 94,400 SH SOLE 0 94,400 TEKELEC COM 879101103 287 33,200 SH SOLE 0 33,200 TEKTRONIX INC COM 879131100 1,777 108,156 SH SOLE 0 108,156 TELECOM ITALIA S ADR 87927W106 535 7,500 SH SOLE 0 7,500 TELECOMUNICACO S ADR 879287308 4,344 304,023 SH SOLE 0 304,023 TELEDYNE TECHN COM 879360105 5,207 286,710 SH SOLE 0 286,710 TELEFLEX INC COM 879369106 5,625 123,400 SH SOLE 0 123,400 TELEFONICA S A S ADR 879382208 301 13,457 SH SOLE 0 13,457 TELEFONOS DE M S ADR 879403780 24,907 884,811 SH SOLE 0 884,811 TELEPHONE & DA COM 879433100 9,976 197,750 SH SOLE 0 197,750 TELIK INC COM 87959M109 728 58,781 SH SOLE 0 58,781 TELLABS INC COM 879664100 1,443 354,568 SH SOLE 0 354,568 TEMPLE INLAND COM 879868107 1,041 26,958 SH SOLE 0 26,958 TENET HEALTHCA CONV 88033G100 55,404 1,119,280 SH SOLE 0 1,119,280 TENNECO AUTOMO COM 880349105 496 117,900 SH SOLE 0 117,900 TERADYNE INC COM 880770102 2,442 254,400 SH SOLE 0 254,400 TERRA NETWORKS S ADR 88100W103 76 19,500 SH SOLE 0 19,500 TETRA TECH INC COM 88162G103 2,420 302,906 SH SOLE 0 302,906 TETRA TECHNOLO COM 88162F105 2,693 133,670 SH SOLE 0 133,670 TEVA PHARMACEU ADR 881624209 5,366 80,088 SH SOLE 0 80,088 TEXAS BIOTECHN COM 88221T104 185 60,500 SH SOLE 0 60,500 TEXAS INDS INC COM 882491103 2,999 123,500 SH SOLE 0 123,500 TEXAS INSTRS I COM 882508104 23,072 1,562,104 SH SOLE 0 1,562,104 TEXTRON INC COM 883203101 4,102 120,283 SH SOLE 0 120,283 THERAGENICS CO COM 883375107 769 174,700 SH SOLE 0 174,700 THERASENSE INC COM 883381105 894 64,040 SH SOLE 0 64,040 THERMA-WAVE IN COM 88343A108 61 77,000 SH SOLE 0 77,000 THERMO ELECTRO COM 883556102 1,758 108,985 SH SOLE 0 108,985 THERMOGENESIS COM 883623209 210 145,000 SH SOLE 0 145,000 THOMAS & BETTS COM 884315102 709 50,311 SH SOLE 0 50,311 THOMAS INDS IN COM 884425109 2,358 95,100 SH SOLE 0 95,100 THOR INDS INC COM 885160101 27,446 789,600 SH SOLE 0 789,600 THORNBURG MTG COM 885218107 1,107 58,900 SH SOLE 0 58,900 THQ INC COM 872443403 8,058 387,400 SH SOLE 0 387,400 THREE FIVE SYS COM 88554L108 986 212,449 SH SOLE 0 212,449 TICKETMASTER CL B 88633P203 168 11,045 SH SOLE 0 11,045 TIDEWATER INC COM 886423102 5,340 197,850 SH SOLE 0 197,850 TIFFANY & CO N COM 886547108 1,753 81,800 SH SOLE 0 81,800 TIMBERLAND CO CL A 887100105 4,543 143,400 SH SOLE 0 143,400 TIMKEN CO COM 887389104 5,772 344,600 SH SOLE 0 344,600 TITAN CORP COM 888266103 2,889 300,900 SH SOLE 0 300,900 TITAN INTL INC COM 88830M102 300 116,000 SH SOLE 0 116,000 TJX COS INC NE COM 872540109 8,876 522,114 SH SOLE 0 522,114 TMP WORLDWIDE COM 872941109 1,728 192,043 SH SOLE 0 192,043 TOLL BROTHERS COM 889478103 10,111 465,100 SH SOLE 0 465,100 TOLLGRADE COMM COM 889542106 774 99,100 SH SOLE 0 99,100 TOO INC COM 890333107 7,096 304,800 SH SOLE 0 304,800 TOOTSIE ROLL I COM 890516107 4,327 145,576 SH SOLE 0 145,576 TORCHMARK CORP COM 891027104 5,375 156,897 SH SOLE 0 156,897 TORO CO COM 891092108 5,001 88,900 SH SOLE 0 88,900 TOTAL FINA ELF S ADR 89151E109 1,146 17,400 SH SOLE 0 17,400 TOTAL SYS SVCS COM 891906109 309 23,500 SH SOLE 0 23,500 TOWER AUTOMOTI COM 891707101 3,306 493,500 SH SOLE 0 493,500 TOYOTA MOTOR C S ADR 892331307 327 6,400 SH SOLE 0 6,400 TOYS R US INC COM 892335100 1,349 132,520 SH SOLE 0 132,520 TRACTOR SUPPLY COM 892356106 2,509 78,950 SH SOLE 0 78,950 TRAMMELL CROW COM 89288R106 531 53,900 SH SOLE 0 53,900 TRANSACTION SY CL A 893416107 858 138,400 SH SOLE 0 138,400 TRANSKARYOTIC COM 893735100 1,461 45,065 SH SOLE 0 45,065 TRANSOCEAN INC COM G90078109 6,734 323,761 SH SOLE 0 323,761 TRANSWITCH COR COM 894065101 120 291,700 SH SOLE 0 291,700 TRAVELERS PPTY CL A 89420G109 6,161 466,753 SH SOLE 0 466,753 TRAVELERS PPTY CL B 89420G406 10,254 757,877 SH SOLE 0 757,877 TREDEGAR CORP COM 894650100 3,677 219,500 SH SOLE 0 219,500 TRENWICK GROUP COM G9032C109 1,065 204,850 SH SOLE 0 204,850 TRIAD HOSPITAL COM 89579K109 9,327 245,760 SH SOLE 0 245,760 TRIARC COS INC CL A 895927101 3,753 165,400 SH SOLE 0 165,400 TRIBUNE CO NEW COM 896047107 14,466 345,998 SH SOLE 0 345,998 TRIMBLE NAVIGA COM 896239100 1,647 166,400 SH SOLE 0 166,400 TRIMERIS INC COM 896263100 1,581 35,400 SH SOLE 0 35,400 TRINITY INDS I COM 896522109 9,369 569,200 SH SOLE 0 569,200 TRIQUINT SEMIC COM 89674K103 1,314 372,200 SH SOLE 0 372,200 TRIUMPH GROUP COM 896818101 2,831 101,100 SH SOLE 0 101,100 TRIZEC PROPERT COM 89687P107 2,372 209,000 SH SOLE 0 209,000 TRIZETTO GROUP COM 896882107 260 52,300 SH SOLE 0 52,300 TRUSTCO BK COR COM 898349105 4,379 413,939 SH SOLE 0 413,939 TRUSTMARK CORP COM 898402102 645 28,300 SH SOLE 0 28,300 TRW INC COM 872649108 5,020 85,739 SH SOLE 0 85,739 TUBOS DE ACERO ADR 898592506 1,868 216,990 SH SOLE 0 216,990 TUESDAY MORNIN COM 899035505 375 20,620 SH SOLE 0 20,620 TULARIK INC COM 899165104 271 39,600 SH SOLE 0 39,600 TUPPERWARE COR COM 899896104 894 53,783 SH SOLE 0 53,783 TURNSTONE SYST COM 900423104 77 34,500 SH SOLE 0 34,500 TV AZTECA S A S ADR 901145102 182 37,300 SH SOLE 0 37,300 TXU CORP COM 873168108 7,538 180,727 SH SOLE 0 180,727 TYCO INTL LTD COM 902124106 27,987 1,984,915 SH SOLE 0 1,984,915 TYSON FOODS IN CL A 902494103 12,005 1,032,254 SH SOLE 0 1,032,254 U S B HLDG INC COM 902910108 1,339 72,650 SH SOLE 0 72,650 U S G CORP COM 903293405 134 33,400 SH SOLE 0 33,400 U S INDS INC N COM 912080108 100 42,700 SH SOLE 0 42,700 U S LIQUIDS IN COM 902974104 75 101,000 SH SOLE 0 101,000 UCBH HOLDINGS COM 90262T308 6,086 154,900 SH SOLE 0 154,900 UGI CORP NEW COM 902681105 7,899 217,300 SH SOLE 0 217,300 UICI COM 902737105 4,402 270,700 SH SOLE 0 270,700 UIL HLDG CORP COM 902748102 2,944 83,035 SH SOLE 0 83,035 ULTIMATE ELECT COM 903849107 1,590 124,700 SH SOLE 0 124,700 ULTRA PETE COR COM 903914109 183 21,900 SH SOLE 0 21,900 ULTRAPAR PARTI S ADR 90400P101 981 174,000 SH SOLE 0 174,000 ULTRATECH STEP COM 904034105 1,477 182,600 SH SOLE 0 182,600 UMB FINL CORP COM 902788108 265 6,800 SH SOLE 0 6,800 UNIFI INC COM 904677101 1,885 300,700 SH SOLE 0 300,700 UNILEVER N V COM 904784709 441 7,425 SH SOLE 0 7,425 UNION PAC CORP COM 907818108 13,940 240,878 SH SOLE 0 240,878 UNION PLANTERS COM 908068109 3,982 145,025 SH SOLE 0 145,025 UNIONBANCAL CO COM 908906100 1,617 38,500 SH SOLE 0 38,500 UNISOURCE ENER COM 909205106 3,376 221,400 SH SOLE 0 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48,600 SH SOLE 0 48,600 UNIVERSAL CORP COM 913456109 2,585 73,700 SH SOLE 0 73,700 UNIVERSAL DISP COM 91347P105 617 102,600 SH SOLE 0 102,600 UNIVERSAL ELEC COM 913483103 1,119 125,000 SH SOLE 0 125,000 UNIVERSAL FST COM 913543104 2,117 112,500 SH SOLE 0 112,500 UNIVERSAL HLTH CL B 913903100 9,008 176,100 SH SOLE 0 176,100 UNIVISION COMM CL A 914906102 3,176 139,300 SH SOLE 0 139,300 UNOCAL CORP COM 915289102 9,848 313,737 SH SOLE 0 313,737 UNOVA INC COM 91529B106 802 163,100 SH SOLE 0 163,100 UNUMPROVIDENT COM 91529Y106 5,473 268,935 SH SOLE 0 268,935 URBAN OUTFITTE COM 917047102 206 8,500 SH SOLE 0 8,500 URS CORP NEW COM 903236107 1,667 100,600 SH SOLE 0 100,600 US BANCORP DEL COM 902973304 38,804 2,088,510 SH SOLE 0 2,088,510 US ONCOLOGY IN COM 90338W103 4,903 604,600 SH SOLE 0 604,600 USA INTERACTIV COM 902984103 3,364 173,600 SH SOLE 0 173,600 USEC INC COM 90333E108 1,303 208,100 SH SOLE 0 208,100 USFREIGHTWAYS COM 916906100 4,642 161,850 SH SOLE 0 161,850 UST INC COM 902911106 2,483 88,020 SH SOLE 0 88,020 UTSTARCOM INC COM 918076100 481 31,500 SH SOLE 0 31,500 V F CORP COM 918204108 3,078 85,544 SH SOLE 0 85,544 VALASSIS COMMU COM 918866104 6,260 178,500 SH SOLE 0 178,500 VALERO ENERGY COM 91913Y100 7,692 290,600 SH SOLE 0 290,600 VALMONT INDS I COM 920253101 3,228 138,254 SH SOLE 0 138,254 VALSPAR CORP COM 920355104 6,927 185,700 SH SOLE 0 185,700 VANS INC COM 921930103 347 61,000 SH SOLE 0 61,000 VARCO INTL INC COM 922122106 4,806 284,071 SH SOLE 0 284,071 VARIAN INC COM 922206107 3,310 119,900 SH SOLE 0 119,900 VARIAN MED SYS COM 92220P105 9,659 224,684 SH SOLE 0 224,684 VARIAN SEMICON COM 922207105 3,216 195,600 SH SOLE 0 195,600 VECTOR GROUP L COM 92240M108 127 10,080 SH SOLE 0 10,080 VECTREN CORP COM 92240G101 4,201 190,966 SH SOLE 0 190,966 VEECO INSTRS I COM 922417100 3,570 330,600 SH SOLE 0 330,600 VERIDIAN CORP COM 92342R203 2,066 82,700 SH SOLE 0 82,700 VERISIGN INC COM 92343E102 1,257 248,879 SH SOLE 0 248,879 VERISITY LTD COM M97385112 159 13,300 SH SOLE 0 13,300 VERITAS DGC IN COM 92343P107 1,970 182,200 SH SOLE 0 182,200 VERITAS SOFTWA COM 923436109 5,373 366,255 SH SOLE 0 366,255 VERITY INC COM 92343C106 3,438 345,500 SH SOLE 0 345,500 VERIZON COMMUN COM 92343V104 89,534 3,262,903 SH SOLE 0 3,262,903 VERTEX PHARMAC CONV 92532FAD2 2,540 3,480,000 SH SOLE 0 3,480,000 VERTEX PHARMAC COM 92532F100 5,212 281,890 SH SOLE 0 281,890 VESTA INS GROU COM 925391104 681 272,200 SH SOLE 0 272,200 VIACOM INC CL B 925524308 81,339 2,005,891 SH SOLE 0 2,005,891 VIAD CORP COM 92552R109 6,454 315,900 SH SOLE 0 315,900 VIASAT INC COM 92552V100 913 144,900 SH SOLE 0 144,900 VIASYS HEALTHC COM 92553Q209 2,318 150,500 SH SOLE 0 150,500 VICOR CORP COM 925815102 1,747 244,400 SH SOLE 0 244,400 VIGNETTE CORP COM 926734104 674 841,700 SH SOLE 0 841,700 VINTAGE PETE I COM 927460105 5,149 476,800 SH SOLE 0 476,800 VIRAGE LOGIC C COM 92763R104 538 57,050 SH SOLE 0 57,050 VISHAY INTERTE COM 928298108 4,202 477,496 SH SOLE 0 477,496 VISTEON CORP COM 92839U107 1,252 132,186 SH SOLE 0 132,186 VISX INC DEL COM 92844S105 1,388 150,400 SH SOLE 0 150,400 VITAL SIGNS IN COM 928469105 2,448 82,400 SH SOLE 0 82,400 VITALWORKS INC COM 928483106 1,402 192,800 SH SOLE 0 192,800 VITESSE SEMICO CONV 928497AB2 1,524 2,120,000 SH SOLE 0 2,120,000 VITRO SOCIEDAD S ADR 928502301 520 204,000 SH SOLE 0 204,000 VIVUS INC COM 928551100 175 40,500 SH SOLE 0 40,500 VODAFONE GROUP S ADR 92857W100 145 11,300 SH SOLE 0 11,300 VOLT INFORMATI COM 928703107 1,285 84,800 SH SOLE 0 84,800 VORNADO RLTY T REIT 929042109 4,470 113,300 SH SOLE 0 113,300 VOTORANTIM CEL S ADR 92906P106 458 32,800 SH SOLE 0 32,800 VULCAN MATLS C COM 929160109 2,014 55,700 SH SOLE 0 55,700 W HLDG CO INC COM 929251106 757 46,450 SH SOLE 0 46,450 WABASH NATL CO COM 929566107 695 128,400 SH SOLE 0 128,400 WABTEC CORP COM 929740108 2,354 167,200 SH SOLE 0 167,200 WACHOVIA CORP COM 929903102 32,730 1,001,215 SH SOLE 0 1,001,215 WADDELL & REED CL A 930059100 4,221 239,032 SH SOLE 0 239,032 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