-----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, CsiyFSuk7N7EZ5siMq1Arw4SMozHZToDZDNU+gkcUjdIufOXW9fsxFl8RUptfKf3 QoTdZGaTwaGyn9UX1/yvyg== 0001083190-02-000011.txt : 20020814 0001083190-02-000011.hdr.sgml : 20020814 20020814134737 ACCESSION NUMBER: 0001083190-02-000011 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020630 FILED AS OF DATE: 20020814 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: 02734128 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 q22002.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 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 August 14, 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: 2,319 Form 13F Information Table Value Total: $16,589,916 (in 000s) List of Other Included Managers: N/A AS OF JUNE 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 1,144 102,500 SH SOLE 0 102,500 3COM CORP COM 885535104 4,366 992,239 SH SOLE 0 992,239 3-DIMENSIONAL COM 88554W104 654 147,007 SH SOLE 0 147,007 3M CO COM 88579Y101 27,318 222,101 SH SOLE 0 222,101 4 KIDS ENTMT I COM 350865101 2,145 103,600 SH SOLE 0 103,600 99 CENTS ONLY COM 65440K106 4,984 194,306 SH SOLE 0 194,306 A C MOORE ARTS COM 00086T103 3,341 70,560 SH SOLE 0 70,560 A D C TELECOMM COM 000886101 1,375 600,570 SH SOLE 0 600,570 AAIPHARMA INC COM 00252W104 1,738 77,300 SH SOLE 0 77,300 AAR CORP COM 000361105 2,277 223,200 SH SOLE 0 223,200 AARON RENTS IN COM 002535201 3,250 135,700 SH SOLE 0 135,700 ABBOTT LABS COM 002824100 42,050 1,116,868 SH SOLE 0 1,116,868 ABERCROMBIE & CL A 002896207 10,991 455,695 SH SOLE 0 455,695 ABGENIX INC COM 00339B107 963 98,300 SH SOLE 0 98,300 ABITIBI-CONSOL COM 003924107 319 34,600 SH SOLE 0 34,600 ABM INDS INC COM 000957100 4,941 284,600 SH SOLE 0 284,600 ABRAXAS PETE C COM 003830106 163 217,250 SH SOLE 0 217,250 ACCLAIM ENTMT COM 004325205 1,668 472,410 SH SOLE 0 472,410 ACCREDO HEALTH COM 00437V104 10,683 231,528 SH SOLE 0 231,528 ACE LTD COM G0070K103 7,420 234,810 SH SOLE 0 234,810 ACME COMMUNICA COM 004631107 112 15,200 SH SOLE 0 15,200 ACTEL CORP COM 004934105 4,917 233,900 SH SOLE 0 233,900 ACTION PERFORM COM 004933107 4,471 141,482 SH SOLE 0 141,482 ACTIVISION INC COM 004930202 8,238 283,500 SH SOLE 0 283,500 ACTRADE FINL T COM 00507P102 144 13,800 SH SOLE 0 13,800 ACTUATE CORP COM 00508B102 1,534 340,870 SH SOLE 0 340,870 ACUITY BRANDS COM 00508Y102 4,222 232,000 SH SOLE 0 232,000 ACXIOM CORP COM 005125109 5,252 300,300 SH SOLE 0 300,300 ADAPTEC INC COM 00651F108 5,096 645,850 SH SOLE 0 645,850 ADEPT TECHNOLO COM 006854103 267 127,000 SH SOLE 0 127,000 ADMINISTAFF IN COM 007094105 2,293 229,300 SH SOLE 0 229,300 ADOBE SYS INC COM 00724F101 4,559 159,974 SH SOLE 0 159,974 ADTRAN INC COM 00738A106 2,331 122,700 SH SOLE 0 122,700 ADVANCED AUTO COM 00751Y106 1,499 27,500 SH SOLE 0 27,500 ADVANCED ENERG COM 007973100 6,543 295,000 SH SOLE 0 295,000 ADVANCED FIBRE COM 00754A105 4,499 272,000 SH SOLE 0 272,000 ADVANCED MARKE COM 00753T105 2,011 109,900 SH SOLE 0 109,900 ADVANCED MEDIC COM 00763M108 1,773 161,200 SH SOLE 0 161,200 ADVANCED MICRO COM 007903107 823 84,714 SH SOLE 0 84,714 ADVANCED SEMIC S ADR 00756M404 439 135,000 SH SOLE 0 135,000 ADVANCEPCS COM 00790K109 6,727 281,000 SH SOLE 0 281,000 ADVANTA CORP CL B 007942204 160 14,600 SH SOLE 0 14,600 ADVENT SOFTWAR COM 007974108 2,488 96,800 SH SOLE 0 96,800 ADVO INC COM 007585102 5,349 140,500 SH SOLE 0 140,500 AEROFLEX INC COM 007768104 3,675 528,750 SH SOLE 0 528,750 AEROPOSTALE COM 007865108 2,094 76,500 SH SOLE 0 76,500 AES CORP COM 00130H105 5,045 930,897 SH SOLE 0 930,897 AETHER SYS INC COM 00808V105 170 57,500 SH SOLE 0 57,500 AETNA INC NEW COM 00817Y108 5,008 104,389 SH SOLE 0 104,389 AFC ENTERPRISE COM 00104Q107 4,499 143,980 SH SOLE 0 143,980 AFFILIATED COM CL A 008190100 19,650 413,850 SH SOLE 0 413,850 AFFILIATED MAN COM 008252108 5,590 90,900 SH SOLE 0 90,900 AFFYMETRIX INC COM 00826T108 2,206 91,940 SH SOLE 0 91,940 AFLAC INC COM 001055102 9,546 298,300 SH SOLE 0 298,300 AFTERMARKET TE COM 008318107 1,346 70,100 SH SOLE 0 70,100 AGCO CORP COM 001084102 4,596 235,700 SH SOLE 0 235,700 AGERE SYS INC CL B 00845V209 716 477,338 SH SOLE 0 477,338 AGILE SOFTWARE COM 00846X105 2,310 317,800 SH SOLE 0 317,800 AGILENT TECHNO COM 00846U101 10,849 458,729 SH SOLE 0 458,729 AGL RES INC COM 001204106 4,909 211,600 SH SOLE 0 211,600 AIR PRODS & CH COM 009158106 15,238 301,932 SH SOLE 0 301,932 AIRBORNE INC COM 009269101 4,737 246,744 SH SOLE 0 246,744 AIRGAS INC COM 009363102 5,821 336,457 SH SOLE 0 336,457 AIRTRAN HLDGS COM 00949P108 2,028 379,000 SH SOLE 0 379,000 AK STL HLDG CO COM 001547108 3,847 300,300 SH SOLE 0 300,300 ALABAMA NATL B COM 010317105 771 17,800 SH SOLE 0 17,800 ALASKA AIR GRO COM 011659109 2,229 85,400 SH SOLE 0 85,400 ALBANY INTL CO CL A 012348108 5,364 199,322 SH SOLE 0 199,322 ALBANY MOLECUL COM 012423109 1,379 65,250 SH SOLE 0 65,250 ALBEMARLE CORP COM 012653101 5,221 169,800 SH SOLE 0 169,800 ALBERTO CULVER CL B 013068101 1,656 34,640 SH SOLE 0 34,640 ALBERTO CULVER CL A 013068200 2,277 50,400 SH SOLE 0 50,400 ALBERTSONS INC COM 013104104 12,083 396,669 SH SOLE 0 396,669 ALCAN INC COM 013716105 13,203 351,886 SH SOLE 0 351,886 ALCOA INC COM 013817101 27,732 836,560 SH SOLE 0 836,560 ALEXANDER & BA COM 014482103 3,328 129,000 SH SOLE 0 129,000 ALEXANDRIA REA COM 015271109 883 17,900 SH SOLE 0 17,900 ALLEGHENY ENER COM 017361106 2,060 80,000 SH SOLE 0 80,000 ALLEGHENY TECH COM 01741R102 784 49,635 SH SOLE 0 49,635 ALLEN TELECOM COM 018091108 735 171,000 SH SOLE 0 171,000 ALLERGAN INC COM 018490102 12,359 185,148 SH SOLE 0 185,148 ALLETE INC COM 018522102 7,186 265,150 SH SOLE 0 265,150 ALLIANCE CAP M PART 01855A101 548 16,000 SH SOLE 0 16,000 ALLIANCE DATA COM 018581108 2,463 96,400 SH SOLE 0 96,400 ALLIANCE FIBER COM 018680108 73 102,500 SH SOLE 0 102,500 ALLIANCE GAMIN COM 01859P609 1,242 99,500 SH SOLE 0 99,500 ALLIANCE SEMIC COM 01877H100 1,625 228,900 SH SOLE 0 228,900 ALLIANT ENERGY COM 018802108 6,458 251,285 SH SOLE 0 251,285 ALLIANT TECHSY COM 018804104 17,030 266,932 SH SOLE 0 266,932 ALLIED WASTE I COM 019589308 1,330 138,500 SH SOLE 0 138,500 ALLMERICA FINL COM 019754100 6,884 149,000 SH SOLE 0 149,000 ALLOY INC COM 019855105 1,630 112,850 SH SOLE 0 112,850 ALLSTATE CORP COM 020002101 27,463 742,640 SH SOLE 0 742,640 ALLTEL CORP COM 020039103 10,393 221,124 SH SOLE 0 221,124 ALPHARMA INC CL A 020813101 6,009 353,900 SH SOLE 0 353,900 ALTERA CORP COM 021441100 7,334 539,300 SH SOLE 0 539,300 ALTIRIS INC COM 02148M100 112 21,600 SH SOLE 0 21,600 AMAZON COM INC COM 023135106 5,878 361,700 SH SOLE 0 361,700 AMB PROPERTY C COM 00163T109 2,883 93,000 SH SOLE 0 93,000 AMBAC FINL GRO COM 023139108 10,886 162,000 SH SOLE 0 162,000 AMC ENTMT INC COM 001669100 1,652 116,330 SH SOLE 0 116,330 AMCORE FINL IN COM 023912108 948 40,900 SH SOLE 0 40,900 AMDOCS LTD COM G02602103 976 129,270 SH SOLE 0 129,270 AMERADA HESS C COM 023551104 4,783 57,970 SH SOLE 0 57,970 AMEREN CORP COM 023608102 5,089 118,313 SH SOLE 0 118,313 AMERICA FIRST COM 023934102 884 89,700 SH SOLE 0 89,700 AMERICA MOVIL S ADR 02364W105 655 48,900 SH SOLE 0 48,900 AMERICAN CAPIT COM 024937104 2,798 101,874 SH SOLE 0 101,874 AMERICAN EAGLE COM 02553E106 6,417 303,530 SH SOLE 0 303,530 AMERICAN ELEC COM 025537101 8,224 205,497 SH SOLE 0 205,497 AMERICAN EXPRE COM 025816109 47,840 1,317,176 SH SOLE 0 1,317,176 AMERICAN FINL COM 025932104 4,570 191,200 SH SOLE 0 191,200 AMERICAN FINL COM 026075101 3,997 133,600 SH SOLE 0 133,600 AMERICAN GREET CL A 026375105 13,336 800,509 SH SOLE 0 800,509 AMERICAN INTL COM 026874107 149,564 2,192,059 SH SOLE 0 2,192,059 AMERICAN ITALI CL A 027070101 9,025 177,000 SH SOLE 0 177,000 AMERICAN MED S COM 02744P101 627 26,200 SH SOLE 0 26,200 AMERICAN MGMT COM 027352103 4,967 259,900 SH SOLE 0 259,900 AMERICAN PHARM COM 02886P109 1,612 130,400 SH SOLE 0 130,400 AMERICAN PWR C COM 029066107 2,388 189,100 SH SOLE 0 189,100 AMERICAN STD C COM 029712106 4,243 56,500 SH SOLE 0 56,500 AMERICAN STS W COM 029899101 3,327 125,550 SH SOLE 0 125,550 AMERICAN SUPER COM 030111108 246 45,000 SH SOLE 0 45,000 AMERICAN TOWER CL A 029912201 412 119,500 SH SOLE 0 119,500 AMERICAN WOODM COM 030506109 623 11,091 SH SOLE 0 11,091 AMERICAN WTR W COM 030411102 12,030 278,400 SH SOLE 0 278,400 AMERICREDIT CO COM 03060R101 10,207 363,900 SH SOLE 0 363,900 AMERIGROUP COR COM 03073T102 3,124 114,520 SH SOLE 0 114,520 AMERIPATH INC COM 03071D109 4,466 199,122 SH SOLE 0 199,122 AMERISOURCEBER COM 03073E105 8,162 107,400 SH SOLE 0 107,400 AMERISTAR CASI COM 03070Q101 924 31,800 SH SOLE 0 31,800 AMERITRADE HLD CL A 03072H109 321 70,100 SH SOLE 0 70,100 AMERON INTL IN COM 030710107 318 4,400 SH SOLE 0 4,400 AMERUS GROUP C COM 03072M108 4,586 123,600 SH SOLE 0 123,600 AMETEK INC NEW COM 031100100 3,706 99,500 SH SOLE 0 99,500 AMGEN INC COM 031162100 46,356 1,106,874 SH SOLE 0 1,106,874 AMKOR TECHNOLO COM 031652100 398 64,000 SH SOLE 0 64,000 AMLI RESIDENTI COM 001735109 200 7,700 SH SOLE 0 7,700 AMN HEALTHCARE COM 001744101 2,021 57,720 SH SOLE 0 57,720 AMPHENOL CORP CL A 032095101 1,008 28,000 SH SOLE 0 28,000 AMR CORP COM 001765106 665 39,464 SH SOLE 0 39,464 AMSOUTH BANCOR COM 032165102 5,992 267,758 SH SOLE 0 267,758 AMSURG CORP COM 03232P405 1,005 38,270 SH SOLE 0 38,270 AMYLIN PHARMAC COM 032346108 1,200 109,700 SH SOLE 0 109,700 ANADARKO PETE COM 032511107 13,381 271,421 SH SOLE 0 271,421 ANALOG DEVICES COM 032654105 7,026 236,580 SH SOLE 0 236,580 ANALOGIC CORP COM 032657207 4,756 96,725 SH SOLE 0 96,725 ANALYSTS INTL COM 032681108 577 135,750 SH SOLE 0 135,750 ANCHOR BANCORP COM 032839102 3,455 143,300 SH SOLE 0 143,300 ANDREW CORP COM 034425108 966 64,757 SH SOLE 0 64,757 ANDRX GROUP COM 034553107 380 14,080 SH SOLE 0 14,080 ANGELICA CORP COM 034663104 4,644 270,000 SH SOLE 0 270,000 ANGLO AMERN PL ADR 03485P102 1,338 81,850 SH SOLE 0 81,850 ANHEUSER BUSCH COM 035229103 28,440 568,798 SH SOLE 0 568,798 ANIXTER INTL I COM 035290105 7,727 328,800 SH SOLE 0 328,800 ANNALY MTG MGM COM 035710409 2,037 105,000 SH SOLE 0 105,000 ANNTAYLOR STOR COM 036115103 9,370 369,050 SH SOLE 0 369,050 ANSOFT CORP COM 036384105 450 76,500 SH SOLE 0 76,500 ANSYS INC COM 03662Q105 2,417 120,250 SH SOLE 0 120,250 ANTEON INTL CO COM 03674E108 2,113 83,600 SH SOLE 0 83,600 ANTHEM INC COM 03674B104 621 9,200 SH SOLE 0 9,200 ANTHRACITE CAP COM 037023108 5,850 441,492 SH SOLE 0 441,492 ANTIGENICS INC COM 037032109 497 50,500 SH SOLE 0 50,500 AOL TIME WARNE COM 00184A105 53,067 3,607,521 SH SOLE 0 3,607,521 AON CORP COM 037389103 4,022 136,431 SH SOLE 0 136,431 APACHE CORP COM 037411105 7,659 133,239 SH SOLE 0 133,239 APARTMENT INVT CL A 03748R101 3,847 78,200 SH SOLE 0 78,200 APEX MORTGAGE COM 037564101 289 19,300 SH SOLE 0 19,300 APOGEE ENTERPR COM 037598109 2,738 190,700 SH SOLE 0 190,700 APOGENT TECHNO COM 03760A101 6,327 307,600 SH SOLE 0 307,600 APOLLO GROUP I CL A 037604105 6,948 176,250 SH SOLE 0 176,250 APPLE COMPUTER COM 037833100 3,449 194,632 SH SOLE 0 194,632 APPLEBEES INTL COM 037899101 9,220 405,113 SH SOLE 0 405,113 APPLERA CORP COM 038020103 7,989 409,888 SH SOLE 0 409,888 APPLERA CORP COM 038020202 680 56,700 SH SOLE 0 56,700 APPLICA INC COM 03815A106 1,846 148,900 SH SOLE 0 148,900 APPLIED INDL T COM 03820C105 2,100 107,700 SH SOLE 0 107,700 APPLIED MATLS COM 038222105 33,145 1,742,653 SH SOLE 0 1,742,653 APPLIED MICRO COM 03822W109 2,233 472,200 SH SOLE 0 472,200 APRIA HEALTHCA COM 037933108 4,228 188,750 SH SOLE 0 188,750 APTARGROUP INC COM 038336103 8,010 260,500 SH SOLE 0 260,500 AQUILA INC COM 03840P102 4,000 499,950 SH SOLE 0 499,950 ARACRUZ CELULO S ADR 038496204 4,715 235,749 SH SOLE 0 235,749 ARBITRON INC COM 03875Q108 7,192 230,500 SH SOLE 0 230,500 ARCH CAP GROUP COM G0450A105 1,560 55,400 SH SOLE 0 55,400 ARCH CHEMICALS COM 03937R102 4,026 163,000 SH SOLE 0 163,000 ARCH COAL INC COM 039380100 3,161 139,200 SH SOLE 0 139,200 ARCHER DANIELS COM 039483102 6,105 477,333 SH SOLE 0 477,333 ARCHSTONE SMIT COM 039583109 53,687 2,010,745 SH SOLE 0 2,010,745 ARCTIC CAT INC COM 039670104 2,281 131,200 SH SOLE 0 131,200 ARDEN RLTY INC COM 039793104 31,730 1,115,300 SH SOLE 0 1,115,300 ARENA PHARMACE COM 040047102 348 41,400 SH SOLE 0 41,400 ARGOSY GAMING COM 040228108 6,886 242,450 SH SOLE 0 242,450 ARIBA INC COM 04033V104 354 111,000 SH SOLE 0 111,000 ARKANSAS BEST COM 040790107 4,964 194,807 SH SOLE 0 194,807 ARMOR HOLDINGS COM 042260109 11,260 441,570 SH SOLE 0 441,570 ARQULE INC COM 04269E107 1,497 221,800 SH SOLE 0 221,800 ARRAY BIOPHARM COM 04269X105 770 79,900 SH SOLE 0 79,900 ARRIS GROUP IN COM 04269Q100 273 60,900 SH SOLE 0 60,900 ARROW ELECTRS COM 042735100 19,592 944,200 SH SOLE 0 944,200 ARTESYN TECHNO COM 043127109 1,712 262,200 SH SOLE 0 262,200 ARTHROCARE COR COM 043136100 2,193 170,500 SH SOLE 0 170,500 ARVINMERITOR I COM 043353101 5,702 237,599 SH SOLE 0 237,599 ASCENTIAL SOFT COM 04362P108 2,993 1,072,920 SH SOLE 0 1,072,920 ASE TEST LTD COM Y02516105 1,260 129,920 SH SOLE 0 129,920 ASHLAND INC COM 044204105 3,598 88,851 SH SOLE 0 88,851 ASHWORTH INC COM 04516H101 668 74,100 SH SOLE 0 74,100 ASIAINFO HLDGS COM 04518A104 325 24,500 SH SOLE 0 24,500 ASM INTL N V COM N07045102 526 30,500 SH SOLE 0 30,500 ASML HLDG NV COM N07059111 2,283 150,990 SH SOLE 0 150,990 ASPECT COMMUNI COM 04523Q102 1,380 431,100 SH SOLE 0 431,100 ASPEN TECHNOLO COM 045327103 2,117 253,800 SH SOLE 0 253,800 ASSOCIATED BAN COM 045487105 9,960 264,108 SH SOLE 0 264,108 ASTEC INDS INC COM 046224101 2,467 153,300 SH SOLE 0 153,300 ASTORIA FINL C COM 046265104 10,192 318,000 SH SOLE 0 318,000 ASTRAZENECA PL S ADR 046353108 349 8,500 SH SOLE 0 8,500 ASTROPOWER INC COM 04644A101 2,849 145,080 SH SOLE 0 145,080 ASYST TECHNOLO COM 04648X107 1,985 97,560 SH SOLE 0 97,560 AT TRACK COMMU COM 04648Y204 992 862,412 SH SOLE 0 862,412 AT&T CORP COM 001957109 36,037 3,367,951 SH SOLE 0 3,367,951 AT&T WIRELESS COM 00209A106 15,652 2,675,506 SH SOLE 0 2,675,506 ATLANTIC COAST COM 048396105 8,192 377,500 SH SOLE 0 377,500 ATLAS AIR WORL COM 049164106 394 106,600 SH SOLE 0 106,600 ATMEL CORP COM 049513104 7,249 1,158,000 SH SOLE 0 1,158,000 ATMI INC COM 00207R101 6,102 272,760 SH SOLE 0 272,760 ATMOS ENERGY C COM 049560105 5,773 246,300 SH SOLE 0 246,300 ATWOOD OCEANIC COM 050095108 5,770 153,865 SH SOLE 0 153,865 AUDIOCODES LTD COM M15342104 494 205,000 SH SOLE 0 205,000 AUDIOVOX CORP CL A 050757103 1,021 128,400 SH SOLE 0 128,400 AUTODESK INC COM 052769106 2,209 166,734 SH SOLE 0 166,734 AUTOMATIC DATA COM 053015103 22,265 511,245 SH SOLE 0 511,245 AUTONATION INC COM 05329W102 3,524 243,000 SH SOLE 0 243,000 AUTOZONE INC COM 053332102 6,730 87,067 SH SOLE 0 87,067 AVALONBAY CMNT COM 053484101 60,188 1,288,822 SH SOLE 0 1,288,822 AVAYA INC COM 053499109 1,111 224,462 SH SOLE 0 224,462 AVERY DENNISON COM 053611109 5,862 93,416 SH SOLE 0 93,416 AVIALL INC NEW COM 05366B102 385 27,500 SH SOLE 0 27,500 AVID TECHNOLOG COM 05367P100 1,364 147,300 SH SOLE 0 147,300 AVISTA CORP COM 05379B107 3,783 274,100 SH SOLE 0 274,100 AVNET INC COM 053807103 22,699 1,032,239 SH SOLE 0 1,032,239 AVOCENT CORP COM 053893103 2,670 167,738 SH SOLE 0 167,738 AVON PRODS INC COM 054303102 6,314 120,870 SH SOLE 0 120,870 AVX CORP NEW COM 002444107 736 45,100 SH SOLE 0 45,100 AWARE INC MASS COM 05453N100 483 127,200 SH SOLE 0 127,200 AXCELIS TECHNO COM 054540109 4,807 425,400 SH SOLE 0 425,400 AXEDA SYSTEMS COM 054959101 174 91,023 SH SOLE 0 91,023 AXT INC COM 00246W103 1,061 133,000 SH SOLE 0 133,000 AZTAR CORP COM 054802103 6,306 303,176 SH SOLE 0 303,176 BAKER HUGHES I COM 057224107 15,581 468,024 SH SOLE 0 468,024 BALDOR ELEC CO COM 057741100 5,012 198,900 SH SOLE 0 198,900 BALL CORP COM 058498106 3,310 79,798 SH SOLE 0 79,798 BALLY TOTAL FI COM 05873K108 3,901 208,500 SH SOLE 0 208,500 BANC CORP COM 05944B103 420 48,200 SH SOLE 0 48,200 BANCFIRST CORP COM 05945F103 1,438 31,000 SH SOLE 0 31,000 BANCO LATINOAM CL E P16994132 683 54,400 SH SOLE 0 54,400 BANCORPSOUTH I COM 059692103 925 45,800 SH SOLE 0 45,800 BANDAG INC CL A 059815308 1,443 56,700 SH SOLE 0 56,700 BANK HAWAII CO COM 062540109 5,687 203,100 SH SOLE 0 203,100 BANK NEW YORK COM 064057102 42,842 1,269,400 SH SOLE 0 1,269,400 BANK OF AMERIC COM 060505104 81,515 1,158,547 SH SOLE 0 1,158,547 BANK ONE CORP COM 06423A103 50,072 1,301,257 SH SOLE 0 1,301,257 BANKATLANTIC B CL A 065908501 3,896 314,200 SH SOLE 0 314,200 BANKNORTH GROU COM 06646R107 10,673 410,200 SH SOLE 0 410,200 BANTA CORP COM 066821109 3,306 92,076 SH SOLE 0 92,076 BARD C R INC COM 067383109 4,005 70,778 SH SOLE 0 70,778 BARNES & NOBLE COM 067774109 5,117 193,600 SH SOLE 0 193,600 BARNES GROUP I COM 067806109 2,414 105,400 SH SOLE 0 105,400 BARR LABS INC COM 068306109 9,660 152,060 SH SOLE 0 152,060 BARRA INC COM 068313105 5,547 149,200 SH SOLE 0 149,200 BARRICK GOLD C COM 067901108 7,314 385,143 SH SOLE 0 385,143 BASSETT FURNIT COM 070203104 1,285 65,900 SH SOLE 0 65,900 BAUSCH & LOMB COM 071707103 1,246 36,806 SH SOLE 0 36,806 BAXTER INTL IN COM 071813109 20,994 472,302 SH SOLE 0 472,302 BAY VIEW CAP C COM 07262L101 1,073 167,400 SH SOLE 0 167,400 BB&T CORP COM 054937107 11,855 307,130 SH SOLE 0 307,130 BE AEROSPACE I COM 073302101 2,706 205,300 SH SOLE 0 205,300 BEA SYS INC COM 073325102 274 28,800 SH SOLE 0 28,800 BEAR STEARNS C COM 073902108 6,921 113,084 SH SOLE 0 113,084 BEASLEY BROADC CL A 074014101 706 47,900 SH SOLE 0 47,900 BEAZER HOMES U COM 07556Q105 3,856 48,200 SH SOLE 0 48,200 BEBE STORES IN COM 075571109 621 30,600 SH SOLE 0 30,600 BECKMAN COULTE COM 075811109 11,362 227,690 SH SOLE 0 227,690 BECTON DICKINS COM 075887109 12,837 372,624 SH SOLE 0 372,624 BED BATH & BEY COM 075896100 8,986 238,100 SH SOLE 0 238,100 BEDFORD PPTY I COM 076446301 415 15,300 SH SOLE 0 15,300 BEI TECHNOLOGI COM 05538P104 924 80,700 SH SOLE 0 80,700 BEL FUSE INC CL B 077347300 1,655 61,200 SH SOLE 0 61,200 BELDEN INC COM 077459105 9,642 462,688 SH SOLE 0 462,688 BELL MICROPROD COM 078137106 873 108,400 SH SOLE 0 108,400 BELLSOUTH CORP COM 079860102 47,506 1,508,113 SH SOLE 0 1,508,113 BELO CORP COM 080555105 7,036 311,200 SH SOLE 0 311,200 BEMIS INC COM 081437105 2,369 49,869 SH SOLE 0 49,869 BENCHMARK ELEC COM 08160H101 7,212 248,700 SH SOLE 0 248,700 BERKLEY W R CO COM 084423102 1,656 30,100 SH SOLE 0 30,100 BERKSHIRE HATH CL A 084670108 4,409 66 SH SOLE 0 66 BERKSHIRE HATH CL B 084670207 6,702 3,000 SH SOLE 0 3,000 BEST BUY INC COM 086516101 6,193 170,600 SH SOLE 0 170,600 BEVERLY ENTERP COM 087851309 460 60,400 SH SOLE 0 60,400 BIG LOTS INC COM 089302103 32,214 1,636,898 SH SOLE 0 1,636,898 BIO RAD LABS I CL A 090572207 523 11,500 SH SOLE 0 11,500 BIO TECHNOLOGY COM 090578105 2,247 373,900 SH SOLE 0 373,900 BIOGEN INC COM 090597105 3,646 88,000 SH SOLE 0 88,000 BIOMET INC COM 090613100 4,437 163,609 SH SOLE 0 163,609 BIOSITE INC COM 090945106 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100,100 SH SOLE 0 100,100 CIRCUIT CITY S COM 172737108 2,725 145,312 SH SOLE 0 145,312 CIRRUS LOGIC I COM 172755100 1,587 215,400 SH SOLE 0 215,400 CISCO SYS INC COM 17275R102 117,049 8,390,586 SH SOLE 0 8,390,586 CITIGROUP INC COM 172967101 230,924 5,959,339 SH SOLE 0 5,959,339 CITIZENS BKG C COM 174420109 2,036 71,072 SH SOLE 0 71,072 CITIZENS COMMU COM 17453B101 1,501 179,500 SH SOLE 0 179,500 CITRIX SYS INC COM 177376100 785 129,900 SH SOLE 0 129,900 CITY NATL CORP COM 178566105 9,573 178,100 SH SOLE 0 178,100 CKE RESTAURANT CONV 12561EAB1 1,662 1,870,000 SH SOLE 0 1,870,000 CKE RESTAURANT COM 12561E105 860 75,530 SH SOLE 0 75,530 CLAIRES STORES COM 179584107 7,201 314,450 SH SOLE 0 314,450 CLARCOR INC COM 179895107 4,792 151,411 SH SOLE 0 151,411 CLAYTON HOMES COM 184190106 17,434 1,103,393 SH SOLE 0 1,103,393 CLEAR CHANNEL COM 184502102 12,802 399,818 SH SOLE 0 399,818 CLECO CORP NEW COM 12561W105 7,930 362,100 SH SOLE 0 362,100 CLEVELAND CLIF COM 185896107 3,133 113,500 SH SOLE 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103,800 SH SOLE 0 103,800 COX RADIO INC CL A 224051102 1,077 44,700 SH SOLE 0 44,700 CPB INC COM 125903104 1,438 31,300 SH SOLE 0 31,300 CPI CORP COM 125902106 4,705 241,400 SH SOLE 0 241,400 CRANE CO COM 224399105 955 37,643 SH SOLE 0 37,643 CREDENCE SYS C COM 225302108 7,851 441,800 SH SOLE 0 441,800 CREDICORP LTD COM G2519Y108 647 83,200 SH SOLE 0 83,200 CREE INC COM 225447101 1,160 87,700 SH SOLE 0 87,700 CRESCENT REAL REIT 225756105 564 30,150 SH SOLE 0 30,150 CRITICAL PATH COM 22674V100 65 63,400 SH SOLE 0 63,400 CROMPTON CORP COM 227116100 7,561 593,031 SH SOLE 0 593,031 CROSS A T CO CL A 227478104 684 91,200 SH SOLE 0 91,200 CROSS CTRY INC COM 22748P105 2,662 70,430 SH SOLE 0 70,430 CROWN CORK & S COM 228255105 140 20,400 SH SOLE 0 20,400 CRYOLIFE INC COM 228903100 3,442 214,350 SH SOLE 0 214,350 CSG SYS INTL I COM 126349109 3,180 166,160 SH SOLE 0 166,160 CSX CORP COM 126408103 7,291 208,024 SH SOLE 0 208,024 CTS CORP COM 126501105 2,326 193,200 SH SOLE 0 193,200 CUBIST PHARMAC COM 229678107 358 38,000 SH SOLE 0 38,000 CULLEN FROST B COM 229899109 10,922 303,800 SH SOLE 0 303,800 CULP INC COM 230215105 275 17,100 SH SOLE 0 17,100 CUMMINS INC COM 231021106 2,687 81,188 SH SOLE 0 81,188 CUMULUS MEDIA CL A 231082108 3,128 227,000 SH SOLE 0 227,000 CUNO INC COM 126583103 3,472 95,958 SH SOLE 0 95,958 CURAGEN CORP CONV 23126RAC5 1,461 2,185,000 SH SOLE 0 2,185,000 CURATIVE HEALT COM 231264102 274 16,300 SH SOLE 0 16,300 CURTISS WRIGHT COM 231561101 4,680 58,500 SH SOLE 0 58,500 CV THERAPEUTIC COM 126667104 1,037 55,700 SH SOLE 0 55,700 CVB FINL CORP COM 126600105 1,015 44,700 SH SOLE 0 44,700 CVS CORP COM 126650100 10,419 340,494 SH SOLE 0 340,494 CYBERONICS INC COM 23251P102 580 44,200 SH SOLE 0 44,200 CYGNUS INC COM 232560102 461 214,300 SH SOLE 0 214,300 CYMER INC COM 232572107 11,255 321,210 SH SOLE 0 321,210 CYPRESS SEMICO COM 232806109 5,370 353,740 SH SOLE 0 353,740 CYTEC INDS INC COM 232820100 4,417 140,500 SH SOLE 0 140,500 CYTYC CORP COM 232946103 2,950 387,100 SH SOLE 0 387,100 D & E COMMUNIC COM 232860106 337 32,100 SH SOLE 0 32,100 D & K HEALTHCA COM 232861104 3,532 100,170 SH SOLE 0 100,170 D R HORTON INC COM 23331A109 10,599 407,200 SH SOLE 0 407,200 DAIMLERCHRYSLE COM D1668R123 386 8,000 SH SOLE 0 8,000 DAKTRONICS INC COM 234264109 1,791 182,000 SH SOLE 0 182,000 DANA CORP COM 235811106 1,882 101,540 SH SOLE 0 101,540 DANAHER CORP D COM 235851102 6,157 92,793 SH SOLE 0 92,793 DARDEN RESTAUR COM 237194105 3,530 142,923 SH SOLE 0 142,923 DATASCOPE CORP COM 238113104 2,430 87,900 SH SOLE 0 87,900 DAVITA INC COM 23918K108 769 32,305 SH SOLE 0 32,305 DEAN FOODS CO COM 242370104 9,343 250,488 SH SOLE 0 250,488 DEERE & CO COM 244199105 7,832 163,500 SH SOLE 0 163,500 DEL MONTE FOOD COM 24522P103 785 66,550 SH SOLE 0 66,550 DELIAS CORP CL A 24688Q101 124 24,400 SH SOLE 0 24,400 DELL COMPUTER COM 247025109 57,888 2,214,531 SH SOLE 0 2,214,531 DELPHI CORP COM 247126105 5,650 428,041 SH SOLE 0 428,041 DELPHI FINL GR CL A 247131105 5,387 124,276 SH SOLE 0 124,276 DELTA & PINE L COM 247357106 4,719 234,766 SH SOLE 0 234,766 DELTA AIR LINE COM 247361108 2,081 104,030 SH SOLE 0 104,030 DELTIC TIMBER COM 247850100 2,307 66,900 SH SOLE 0 66,900 DELUXE CORP COM 248019101 2,762 71,010 SH SOLE 0 71,010 DENDRITE INTL COM 248239105 2,222 229,750 SH SOLE 0 229,750 DENTSPLY INTL COM 249030107 10,408 281,970 SH SOLE 0 281,970 DEVELOPERS DIV REIT 251591103 344 15,300 SH SOLE 0 15,300 DEVON ENERGY C COM 25179M103 8,077 163,900 SH SOLE 0 163,900 DEVRY INC DEL COM 251893103 4,856 212,600 SH SOLE 0 212,600 DIAGNOSTIC PRO COM 252450101 7,359 198,900 SH SOLE 0 198,900 DIAL CORP NEW COM 25247D101 8,511 425,127 SH SOLE 0 425,127 DIAMOND OFFSHO COM 25271C102 1,710 60,000 SH SOLE 0 60,000 DIANON SYS INC COM 252826102 5,545 103,800 SH SOLE 0 103,800 DIEBOLD INC COM 253651103 8,299 222,850 SH SOLE 0 222,850 DIGI INTL INC COM 253798102 411 124,400 SH SOLE 0 124,400 DIGITAL INSIGH COM 25385P106 1,250 76,000 SH SOLE 0 76,000 DIGITAS INC COM 25388K104 231 50,800 SH SOLE 0 50,800 DILLARDS INC CL A 254067101 6,783 258,020 SH SOLE 0 258,020 DIME CMNTY BAN COM 253922108 4,108 181,050 SH SOLE 0 181,050 DIMON INC COM 254394109 1,733 250,500 SH SOLE 0 250,500 DIONEX CORP COM 254546104 3,327 124,200 SH SOLE 0 124,200 DISNEY WALT CO COM 254687106 54,814 2,900,205 SH SOLE 0 2,900,205 DITECH COMMUNI COM 25500M103 298 104,885 SH SOLE 0 104,885 DIVERSA CORP COM 255064107 3,745 376,370 SH SOLE 0 376,370 DMC STRATEX NE COM 23322L106 930 462,500 SH SOLE 0 462,500 DOCUCORP INTL COM 255911109 133 13,000 SH SOLE 0 13,000 DOCUMENTUM INC COM 256159104 1,361 113,420 SH SOLE 0 113,420 DOLE FOOD INC COM 256605106 6,232 216,000 SH SOLE 0 216,000 DOLLAR GEN COR COM 256669102 4,245 223,071 SH SOLE 0 223,071 DOLLAR THRIFTY COM 256743105 2,986 115,300 SH SOLE 0 115,300 DOLLAR TREE ST COM 256747106 14,673 372,321 SH SOLE 0 372,321 DOMINION RES I COM 25746U109 16,492 249,123 SH SOLE 0 249,123 DONALDSON INC COM 257651109 6,286 179,400 SH SOLE 0 179,400 DONNELLEY R R COM 257867101 2,265 82,212 SH SOLE 0 82,212 DORAL FINL COR COM 25811P100 942 28,200 SH SOLE 0 28,200 DOUBLECLICK IN COM 258609304 176 24,300 SH SOLE 0 24,300 DOVER CORP COM 260003108 6,994 199,834 SH SOLE 0 199,834 DOW CHEM CO COM 260543103 21,102 613,787 SH SOLE 0 613,787 DOW JONES & CO COM 260561105 1,466 30,263 SH SOLE 0 30,263 DOWNEY FINL CO COM 261018105 11,734 248,074 SH SOLE 0 248,074 DPL INC COM 233293109 9,314 352,124 SH SOLE 0 352,124 DQE INC COM 23329J104 3,553 253,800 SH SOLE 0 253,800 DRESS BARN INC COM 261570105 3,247 209,900 SH SOLE 0 209,900 DREXLER TECHNO COM 261876106 1,531 70,900 SH SOLE 0 70,900 DREYERS GRAND COM 261878102 9,083 132,400 SH SOLE 0 132,400 DRIL-QUIP INC COM 262037104 2,420 97,000 SH SOLE 0 97,000 DRS TECHNOLOGI COM 23330X100 6,049 141,500 SH SOLE 0 141,500 DSP GROUP INC COM 23332B106 3,169 161,700 SH SOLE 0 161,700 DST SYS INC DE COM 233326107 17,743 388,175 SH SOLE 0 388,175 DT INDUSTRIES COM 23333J108 81 23,100 SH SOLE 0 23,100 DTE ENERGY CO COM 233331107 10,358 232,029 SH SOLE 0 232,029 DU PONT E I DE COM 263534109 33,046 744,282 SH SOLE 0 744,282 DUANE READE IN COM 263578106 5,366 157,600 SH SOLE 0 157,600 DUKE ENERGY CO COM 264399106 16,687 536,556 SH SOLE 0 536,556 DUKE REALTY CO COM 264411505 1,340 46,300 SH SOLE 0 46,300 DUN & BRADSTRE COM 26483E100 8,077 244,400 SH SOLE 0 244,400 DUPONT PHOTOMA COM 26613X101 4,609 139,000 SH SOLE 0 139,000 DURA AUTOMOTIV CL A 265903104 297 14,300 SH SOLE 0 14,300 DURECT CORP COM 266605104 240 30,000 SH SOLE 0 30,000 DYCOM INDS INC COM 267475101 6,700 573,100 SH SOLE 0 573,100 DYNEGY INC NEW CL A 26816Q101 3,119 433,215 SH SOLE 0 433,215 E M C CORP MAS COM 268648102 13,320 1,764,248 SH SOLE 0 1,764,248 E TRADE GROUP COM 269246104 7,756 1,420,498 SH SOLE 0 1,420,498 EARTHLINK INC COM 270321102 1,005 151,600 SH SOLE 0 151,600 EAST WEST BANC COM 27579R104 8,382 242,820 SH SOLE 0 242,820 EASTMAN CHEM C COM 277432100 4,651 99,166 SH SOLE 0 99,166 EASTMAN KODAK COM 277461109 8,016 274,803 SH SOLE 0 274,803 EATON CORP COM 278058102 7,190 98,827 SH SOLE 0 98,827 EATON VANCE CO COM 278265103 6,256 200,500 SH SOLE 0 200,500 EBAY INC COM 278642103 2,643 42,900 SH SOLE 0 42,900 ECHOSTAR COMMU CL A 278762109 893 48,100 SH SOLE 0 48,100 ECI TELECOM LT COM 268258100 751 250,300 SH SOLE 0 250,300 ECOLAB INC COM 278865100 5,120 110,754 SH SOLE 0 110,754 EDGE PETE CORP COM 279862106 550 102,000 SH SOLE 0 102,000 EDISON INTL COM 281020107 4,920 289,439 SH SOLE 0 289,439 EDO CORP COM 281347104 3,198 112,200 SH SOLE 0 112,200 EDUCATION MGMT COM 28139T101 8,686 213,258 SH SOLE 0 213,258 EDWARDS AG INC COM 281760108 9,476 243,800 SH SOLE 0 243,800 EDWARDS LIFESC COM 28176E108 6,396 275,700 SH SOLE 0 275,700 EFUNDS CORP COM 28224R101 2,827 297,900 SH SOLE 0 297,900 EGL INC COM 268484102 4,243 250,150 SH SOLE 0 250,150 EL PASO CORP COM 28336L109 12,176 590,792 SH SOLE 0 590,792 EL PASO ELEC C COM 283677854 4,173 301,300 SH SOLE 0 301,300 EL PASO ENERGY CONV 283678209 3,092 84,020 SH SOLE 0 84,020 ELAN PLC ADR 284131208 134 24,500 SH SOLE 0 24,500 ELCOR CORP COM 284443108 4,559 166,700 SH SOLE 0 166,700 ELECTRO SCIENT COM 285229100 7,531 309,900 SH SOLE 0 309,900 ELECTROGLAS IN COM 285324109 1,187 118,700 SH SOLE 0 118,700 ELECTRONIC ART COM 285512109 29,452 445,900 SH SOLE 0 445,900 ELECTRONIC DAT COM 285661104 13,820 372,000 SH SOLE 0 372,000 ELECTRONICS BO COM 286045109 2,778 94,812 SH SOLE 0 94,812 ELECTRONICS FO COM 286082102 676 42,500 SH SOLE 0 42,500 EMBREX INC COM 290817105 2,305 110,200 SH SOLE 0 110,200 EMCOR GROUP IN COM 29084Q100 5,971 101,728 SH SOLE 0 101,728 EMCORE CORP COM 290846104 495 82,500 SH SOLE 0 82,500 EMERSON ELEC C COM 291011104 16,026 299,500 SH SOLE 0 299,500 EMISPHERE TECH COM 291345106 276 65,900 SH SOLE 0 65,900 EMMIS COMMUNIC CL A 291525103 6,067 286,300 SH SOLE 0 286,300 EMPRESA NACION S ADR 29244T101 91 11,400 SH SOLE 0 11,400 EMULEX CORP COM 292475209 324 14,400 SH SOLE 0 14,400 ENCOMPASS SVCS COM 29255U104 105 184,950 SH SOLE 0 184,950 ENDO PHARMACEU COM 29264F205 1,956 279,450 SH SOLE 0 279,450 ENERGEN CORP COM 29265N108 8,324 302,700 SH SOLE 0 302,700 ENERGIZER HLDG COM 29266R108 7,198 262,500 SH SOLE 0 262,500 ENERGY EAST CO COM 29266M109 9,332 412,936 SH SOLE 0 412,936 ENESCO GROUP I COM 292973104 678 77,600 SH SOLE 0 77,600 ENGELHARD CORP COM 292845104 3,495 123,406 SH SOLE 0 123,406 ENGINEERED SUP COM 292866100 382 7,300 SH SOLE 0 7,300 ENSCO INTL INC COM 26874Q100 33,884 1,243,000 SH SOLE 0 1,243,000 ENTEGRIS INC COM 29362U104 1,172 80,250 SH SOLE 0 80,250 ENTERCOM COMMU CL A 293639100 9,680 210,900 SH SOLE 0 210,900 ENTERGY CORP N COM 29364G103 11,263 265,378 SH SOLE 0 265,378 ENTRAVISION CO CL A 29382R107 760 62,000 SH SOLE 0 62,000 ENVIRONMENTAL COM 294092101 1,558 232,500 SH SOLE 0 232,500 ENZO BIOCHEM I COM 294100102 2,383 166,279 SH SOLE 0 166,279 ENZON INC COM 293904108 1,684 67,055 SH SOLE 0 67,055 EOG RES INC COM 26875P101 3,319 83,600 SH SOLE 0 83,600 EON LABS INC COM 29412E100 484 27,200 SH SOLE 0 27,200 EPIQ SYS INC COM 26882D109 235 13,800 SH SOLE 0 13,800 EPLUS INC COM 294268107 115 16,500 SH SOLE 0 16,500 EPRESENCE INC COM 294348107 480 128,000 SH SOLE 0 128,000 EQUIFAX INC COM 294429105 2,382 88,212 SH SOLE 0 88,212 EQUITABLE RES COM 294549100 7,138 208,100 SH SOLE 0 208,100 EQUITY OFFICE REIT 294741103 21,920 728,240 SH SOLE 0 728,240 EQUITY RESIDEN COM 29476L107 10,816 376,212 SH SOLE 0 376,212 ERICSSON L M T ADR 294821400 260 180,559 SH SOLE 0 180,559 ESCO TECHNOLOG COM 296315104 1,169 33,400 SH SOLE 0 33,400 ESPEED INC CL A 296643109 152 13,900 SH SOLE 0 13,900 ESS TECHNOLOGY COM 269151106 8,050 458,930 SH SOLE 0 458,930 ESSEX PPTY TR COM 297178105 52,635 962,250 SH SOLE 0 962,250 ESTERLINE TECH COM 297425100 3,441 151,600 SH SOLE 0 151,600 ETHAN ALLEN IN COM 297602104 9,443 270,950 SH SOLE 0 270,950 EURONET WORLDW COM 298736109 213 13,300 SH SOLE 0 13,300 EVEREST RE GRO COM G3223R108 9,551 170,700 SH SOLE 0 170,700 EVERGREEN RES COM 299900308 5,155 121,300 SH SOLE 0 121,300 EXABYTE CORP COM 300615101 687 624,300 SH SOLE 0 624,300 EXAR CORP COM 300645108 6,878 348,800 SH SOLE 0 348,800 EXCO RESOURCES COM 269279204 196 13,020 SH SOLE 0 13,020 EXELIXIS INC COM 30161Q104 1,190 158,100 SH SOLE 0 158,100 EXELON CORP COM 30161N101 10,537 201,468 SH SOLE 0 201,468 EXPEDIA INC CL A 302125109 694 11,700 SH SOLE 0 11,700 EXPEDITORS INT COM 302130109 9,563 288,400 SH SOLE 0 288,400 EXPRESS SCRIPT COM 302182100 12,703 253,500 SH SOLE 0 253,500 EXPRESSJET HOL CL A 30218U108 770 59,000 SH SOLE 0 59,000 EXTENDED STAY COM 30224P101 4,183 257,900 SH SOLE 0 257,900 EXTREME NETWOR COM 30226D106 281 27,800 SH SOLE 0 27,800 EXXON MOBIL CO COM 30231G102 247,390 6,045,688 SH SOLE 0 6,045,688 F M C CORP COM 302491303 1,982 65,700 SH SOLE 0 65,700 FACTORY 2-U IN COM 303072102 1,504 108,600 SH SOLE 0 108,600 FACTSET RESH S COM 303075105 5,746 193,000 SH SOLE 0 193,000 FAIR ISAAC & C COM 303250104 6,542 199,025 SH SOLE 0 199,025 FAIRCHILD SEMI CL A 303726103 10,077 414,685 SH SOLE 0 414,685 FAIRMONT HOTEL COM 305204109 2,439 94,605 SH SOLE 0 94,605 FAMILY DLR STO COM 307000109 3,916 111,100 SH SOLE 0 111,100 FASTENAL CO COM 311900104 8,395 217,985 SH SOLE 0 217,985 FBR ASSET INVT COM 30241E303 4,092 122,700 SH SOLE 0 122,700 FEDDERS CORP COM 313135501 1,057 417,740 SH SOLE 0 417,740 FEDERAL AGRIC CL C 313148306 304 11,400 SH SOLE 0 11,400 FEDERAL HOME L COM 313400301 57,562 940,556 SH SOLE 0 940,556 FEDERAL NATL M COM 313586109 63,012 854,404 SH SOLE 0 854,404 FEDERAL REALTY REIT 313747206 6,393 230,700 SH SOLE 0 230,700 FEDERAL SIGNAL COM 313855108 4,495 187,300 SH SOLE 0 187,300 FEDERATED DEPT COM 31410H101 12,078 304,226 SH SOLE 0 304,226 FEDERATED INVS CL B 314211103 636 18,400 SH SOLE 0 18,400 FEDEX CORP COM 31428X106 15,620 292,502 SH SOLE 0 292,502 FEI CO COM 30241L109 4,157 169,600 SH SOLE 0 169,600 FERRO CORP COM 315405100 9,905 328,524 SH SOLE 0 328,524 FIDELITY NATL COM 316326107 9,982 315,878 SH SOLE 0 315,878 FIFTH THIRD BA COM 316773100 23,808 357,215 SH SOLE 0 357,215 FILENET CORP COM 316869106 3,257 224,600 SH SOLE 0 224,600 FINANCIAL FED COM 317492106 3,194 96,500 SH SOLE 0 96,500 FINISH LINE IN CL A 317923100 642 35,800 SH SOLE 0 35,800 FIRST AMERN CO COM 318522307 11,721 509,600 SH SOLE 0 509,600 FIRST BANCORP COM 318672102 6,605 175,200 SH SOLE 0 175,200 FIRST COMWLTH COM 319829107 204 15,100 SH SOLE 0 15,100 FIRST CTZNS BA CL A 31946M103 1,891 17,100 SH SOLE 0 17,100 FIRST DATA COR COM 319963104 19,469 523,366 SH SOLE 0 523,366 FIRST HEALTH G COM 320960107 8,740 311,700 SH SOLE 0 311,700 FIRST HORIZON COM 32051K106 731 35,310 SH SOLE 0 35,310 FIRST MERCHANT COM 320817109 381 12,700 SH SOLE 0 12,700 FIRST MIDWEST COM 320867104 9,364 337,075 SH SOLE 0 337,075 FIRST REP BK S COM 336158100 2,112 76,800 SH SOLE 0 76,800 FIRST TENN NAT COM 337162101 5,197 135,700 SH SOLE 0 135,700 FIRST VA BANKS COM 337477103 7,145 133,250 SH SOLE 0 133,250 FIRSTENERGY CO COM 337932107 6,724 201,427 SH SOLE 0 201,427 FIRSTFED FINL COM 337907109 5,873 202,500 SH SOLE 0 202,500 FIRSTMERIT COR COM 337915102 6,691 242,600 SH SOLE 0 242,600 FISERV INC COM 337738108 5,149 140,270 SH SOLE 0 140,270 FISHER SCIENTI COM 338032204 1,910 68,200 SH SOLE 0 68,200 FLAGSTAR BANCO COM 337930101 836 36,200 SH SOLE 0 36,200 FLEETBOSTON FI COM 339030108 61,480 1,900,460 SH SOLE 0 1,900,460 FLEETWOOD ENTE COM 339099103 11,826 1,359,253 SH SOLE 0 1,359,253 FLEMING COS IN COM 339130106 7,414 408,500 SH SOLE 0 408,500 FLEXTRONICS IN COM Y2573F102 688 96,500 SH SOLE 0 96,500 FLIR SYS INC COM 302445101 9,184 218,825 SH SOLE 0 218,825 FLORIDA ROCK I COM 341140101 19,448 543,100 SH SOLE 0 543,100 FLOW INTL CORP COM 343468104 578 85,700 SH SOLE 0 85,700 FLOWSERVE CORP COM 34354P105 9,400 315,448 SH SOLE 0 315,448 FLUOR CORP NEW COM 343412102 6,651 170,755 SH SOLE 0 170,755 FMC TECHNOLOGI COM 30249U101 3,781 182,135 SH SOLE 0 182,135 FNB CORP PA COM 302520101 2,335 85,045 SH SOLE 0 85,045 FOMENTO ECONOM S ADR 344419106 12,029 306,699 SH SOLE 0 306,699 FOOTSTAR INC COM 344912100 3,215 131,400 SH SOLE 0 131,400 FORD MTR CO DE COM 345370860 50,270 3,141,903 SH SOLE 0 3,141,903 FOREST CITY EN CL A 345550107 632 18,200 SH SOLE 0 18,200 FOREST LABS IN COM 345838106 22,762 321,500 SH SOLE 0 321,500 FOREST OIL COR COM 346091705 3,710 130,500 SH SOLE 0 130,500 FORTUNE BRANDS COM 349631101 7,362 131,463 SH SOLE 0 131,463 FORWARD AIR CO COM 349853101 4,705 143,530 SH SOLE 0 143,530 FOSSIL INC COM 349882100 5,907 287,325 SH SOLE 0 287,325 FOSTER WHEELER COM G36535105 39 24,200 SH SOLE 0 24,200 FOUNDRY NETWOR COM 35063R100 645 91,750 SH SOLE 0 91,750 FOX ENTMT GROU CL A 35138T107 1,707 78,500 SH SOLE 0 78,500 FPL GROUP INC COM 302571104 10,035 167,274 SH SOLE 0 167,274 FRANKLIN COVEY COM 353469109 324 111,800 SH SOLE 0 111,800 FRANKLIN RES I COM 354613101 7,983 187,228 SH SOLE 0 187,228 FREDS INC CL A 356108100 7,058 191,895 SH SOLE 0 191,895 FREEMARKETS IN COM 356602102 3,167 224,150 SH SOLE 0 224,150 FREEPORT-MCMOR CL B 35671D857 5,360 300,257 SH SOLE 0 300,257 FREMONT GEN CO COM 357288109 1,997 477,800 SH SOLE 0 477,800 FRESENIUS MED S ADR 358029106 5,064 341,464 SH SOLE 0 341,464 FRIEDMAN BILLI CL A 358433100 3,092 242,900 SH SOLE 0 242,900 FRONTIER AIRLI COM 359065109 1,506 185,300 SH SOLE 0 185,300 FRONTIER OIL C COM 35914P105 3,073 174,600 SH SOLE 0 174,600 FTI CONSULTING COM 302941109 686 19,600 SH SOLE 0 19,600 FUEL-TECH N V COM 359523107 141 21,300 SH SOLE 0 21,300 FULLER H B CO COM 359694106 3,497 119,400 SH SOLE 0 119,400 FULTON FINL CO COM 360271100 1,029 54,346 SH SOLE 0 54,346 FURNITURE BRAN COM 360921100 7,742 255,944 SH SOLE 0 255,944 G & K SVCS INC CL A 361268105 5,326 155,543 SH SOLE 0 155,543 GABLES RESIDEN COM 362418105 1,975 61,850 SH SOLE 0 61,850 GAIAM INC CL A 36268Q103 160 10,900 SH SOLE 0 10,900 GALLAGHER ARTH COM 363576109 9,927 286,500 SH SOLE 0 286,500 GANNETT INC COM 364730101 21,480 283,010 SH SOLE 0 283,010 GAP INC DEL COM 364760108 4,723 332,607 SH SOLE 0 332,607 GARDNER DENVER COM 365558105 1,980 99,000 SH SOLE 0 99,000 GARTNER INC COM 366651107 1,938 191,900 SH SOLE 0 191,900 GARTNER INC CL B 366651206 3,164 336,548 SH SOLE 0 336,548 GATEWAY INC COM 367626108 1,619 364,606 SH SOLE 0 364,606 GATX CORP COM 361448103 4,187 139,100 SH SOLE 0 139,100 GBC BANCORP CA COM 361475106 2,151 74,300 SH SOLE 0 74,300 GEMSTAR-TV GUI COM 36866W106 885 164,200 SH SOLE 0 164,200 GENCORP INC COM 368682100 3,963 277,100 SH SOLE 0 277,100 GENE LOGIC INC COM 368689105 335 23,900 SH SOLE 0 23,900 GENENTECH INC COM 368710406 458 13,671 SH SOLE 0 13,671 GENERAL CABLE COM 369300108 545 86,500 SH SOLE 0 86,500 GENERAL COMMUN CL A 369385109 3,470 520,200 SH SOLE 0 520,200 GENERAL DYNAMI COM 369550108 43,555 409,542 SH SOLE 0 409,542 GENERAL ELEC C COM 369604103 270,848 9,323,519 SH SOLE 0 9,323,519 GENERAL GROWTH REIT 370021107 4,391 86,100 SH SOLE 0 86,100 GENERAL MLS IN COM 370334104 9,861 223,703 SH SOLE 0 223,703 GENERAL MTRS C COM 370442105 29,837 558,215 SH SOLE 0 558,215 GENERAL MTRS C CL H 370442832 625 60,100 SH SOLE 0 60,100 GENESCO INC COM 371532102 5,184 212,900 SH SOLE 0 212,900 GENESEE & WYO CL A 371559105 851 37,700 SH SOLE 0 37,700 GENESIS HEALTH COM 37183F107 607 30,234 SH SOLE 0 30,234 GENESIS HEALTH WTS 37183F115 69 50,759 SH SOLE 0 50,759 GENTEX CORP COM 371901109 7,810 284,300 SH SOLE 0 284,300 GENTIVA HEALTH COM 37247A102 245 27,200 SH SOLE 0 27,200 GENUINE PARTS COM 372460105 4,067 116,636 SH SOLE 0 116,636 GENZYME CORP COM 372917104 2,547 132,400 SH SOLE 0 132,400 GENZYME CORP COM 372917708 487 107,427 SH SOLE 0 107,427 GEORGIA GULF C COM 373200203 5,639 213,260 SH SOLE 0 213,260 GEORGIA PAC CO COM 373298108 6,944 282,507 SH SOLE 0 282,507 GERBER SCIENTI COM 373730100 496 141,400 SH SOLE 0 141,400 GETTY RLTY COR COM 374297109 296 14,600 SH SOLE 0 14,600 GILEAD SCIENCE COM 375558103 20,655 628,200 SH SOLE 0 628,200 GILLETTE CO COM 375766102 28,735 848,392 SH SOLE 0 848,392 GLATFELTER COM 377316104 5,132 273,000 SH SOLE 0 273,000 GLAXOSMITHKLIN S ADR 37733W105 798 18,500 SH SOLE 0 18,500 GLENBOROUGH RL REIT 37803P105 4,448 187,700 SH SOLE 0 187,700 GLOBAL IMAGING COM 37934A100 1,588 83,600 SH SOLE 0 83,600 GLOBAL INDS LT COM 379336100 467 66,800 SH SOLE 0 66,800 GLOBAL PMTS IN COM 37940X102 6,277 210,980 SH SOLE 0 210,980 GLOBAL POWER E COM 37941P108 496 50,100 SH SOLE 0 50,100 GLOBALSANTAFE COM G3930E101 1,314 48,042 SH SOLE 0 48,042 GOLD FIELDS LT S ADR 38059T106 260 23,200 SH SOLE 0 23,200 GOLDEN ST BANC COM 381197102 13,717 378,400 SH SOLE 0 378,400 GOLDEN WEST FI COM 381317106 6,929 100,740 SH SOLE 0 100,740 GOLDMAN SACHS COM 38141G104 8,634 117,715 SH SOLE 0 117,715 GOODRICH CORP COM 382388106 2,874 105,181 SH SOLE 0 105,181 GOODYEAR TIRE COM 382550101 2,056 109,867 SH SOLE 0 109,867 GOODYS FAMILY COM 382588101 551 47,800 SH SOLE 0 47,800 GRACO INC COM 384109104 9,933 395,100 SH SOLE 0 395,100 GRAFTECH INTL COM 384313102 2,934 238,500 SH SOLE 0 238,500 GRAINGER W W I COM 384802104 6,137 122,494 SH SOLE 0 122,494 GRANITE CONSTR COM 387328107 5,896 233,030 SH SOLE 0 233,030 GRANT PRIDECO COM 38821G101 4,210 309,530 SH SOLE 0 309,530 GREAT ATLANTIC COM 390064103 4,129 220,900 SH SOLE 0 220,900 GREAT LAKES CH COM 390568103 949 35,810 SH SOLE 0 35,810 GREAT LAKES RE REIT 390752103 2,726 143,600 SH SOLE 0 143,600 GREAT PLAINS E COM 391164100 3,506 172,300 SH SOLE 0 172,300 GREATER BAY BA COM 391648102 5,306 172,500 SH SOLE 0 172,500 GREEN MOUNTAIN COM 393154109 581 32,000 SH SOLE 0 32,000 GREENPOINT FIN COM 395384100 22,061 449,300 SH SOLE 0 449,300 GREY WOLF INC COM 397888108 732 178,900 SH SOLE 0 178,900 GRIFFON CORP COM 398433102 3,768 208,190 SH SOLE 0 208,190 GROUP 1 AUTOMO COM 398905109 6,684 175,200 SH SOLE 0 175,200 GROUP 1 SOFTWA COM 39943Y103 277 20,000 SH SOLE 0 20,000 GRUPO AEROPORT S ADR 40051E202 1,220 94,600 SH SOLE 0 94,600 GRUPO TELEVISA S ADR 40049J206 5,934 158,738 SH SOLE 0 158,738 GTECH HLDGS CO COM 400518106 6,428 251,700 SH SOLE 0 251,700 GUCCI GROUP N COM 401566104 6,930 73,253 SH SOLE 0 73,253 GUIDANT CORP COM 401698105 16,865 557,892 SH SOLE 0 557,892 GUILFORD PHARM COM 401829106 96 12,700 SH SOLE 0 12,700 GULFMARK OFFSH COM 402629109 1,035 25,000 SH SOLE 0 25,000 GYMBOREE CORP COM 403777105 2,845 177,600 SH SOLE 0 177,600 HAEMONETICS CO COM 405024100 5,674 194,300 SH SOLE 0 194,300 HAGGAR CORP COM 405173105 575 35,800 SH SOLE 0 35,800 HAIN CELESTIAL COM 405217100 7,190 388,651 SH SOLE 0 388,651 HALL KINION AS COM 406069104 161 21,500 SH SOLE 0 21,500 HALLIBURTON CO COM 406216101 4,716 295,880 SH SOLE 0 295,880 HANCOCK FABRIC COM 409900107 1,964 105,700 SH SOLE 0 105,700 HANCOCK HLDG C COM 410120109 1,193 17,700 SH SOLE 0 17,700 HANCOCK JOHN F COM 41014S106 7,498 213,000 SH SOLE 0 213,000 HANDLEMAN CO D COM 410252100 625 43,100 SH SOLE 0 43,100 HANOVER COMPRE COM 410768105 1,929 142,900 SH SOLE 0 142,900 HARLAND JOHN H COM 412693103 6,438 228,300 SH SOLE 0 228,300 HARLEY DAVIDSO COM 412822108 39,932 778,850 SH SOLE 0 778,850 HARLEYSVILLE G COM 412824104 2,426 87,500 SH SOLE 0 87,500 HARLEYSVILLE N COM 412850109 1,450 53,674 SH SOLE 0 53,674 HARMAN INTL IN COM 413086109 14,189 288,100 SH SOLE 0 288,100 HARMONIC INC COM 413160102 2,251 615,200 SH SOLE 0 615,200 HARRAHS ENTMT COM 413619107 5,708 128,705 SH SOLE 0 128,705 HARRIS CORP DE COM 413875105 9,296 256,500 SH SOLE 0 256,500 HARSCO CORP COM 415864107 4,189 111,700 SH SOLE 0 111,700 HARTE-HANKS IN COM 416196103 5,595 272,250 SH SOLE 0 272,250 HARTFORD FINL COM 416515104 9,308 156,516 SH SOLE 0 156,516 HASBRO INC COM 418056107 5,677 418,687 SH SOLE 0 418,687 HAVERTY FURNIT COM 419596101 2,394 121,200 SH SOLE 0 121,200 HAWAIIAN ELEC COM 419870100 4,281 100,600 SH SOLE 0 100,600 HCA INC COM 404119109 19,688 414,490 SH SOLE 0 414,490 HCC INS HLDGS COM 404132102 5,535 210,050 SH SOLE 0 210,050 HEADWATERS INC COM 42210P102 2,451 155,650 SH SOLE 0 155,650 HEALTH CARE PP REIT 421915109 240 5,600 SH SOLE 0 5,600 HEALTH CARE RE COM 42217K106 2,965 53,900 SH SOLE 0 53,900 HEALTH MGMT AS CL A 421933102 3,532 175,300 SH SOLE 0 175,300 HEALTH NET INC COM 42222G108 12,791 477,810 SH SOLE 0 477,810 HEALTHCARE RLT REIT 421946104 1,466 45,800 SH SOLE 0 45,800 HEALTHEXTRAS I COM 422211102 1,174 231,610 SH SOLE 0 231,610 HEALTHSOUTH CO COM 421924101 3,490 272,881 SH SOLE 0 272,881 HEALTHTRONICS COM 42222L107 714 40,800 SH SOLE 0 40,800 HEARST-ARGYLE COM 422317107 873 38,700 SH SOLE 0 38,700 HEARTLAND EXPR COM 422347104 8,100 338,491 SH SOLE 0 338,491 HEIDRICK & STR COM 422819102 2,027 101,500 SH SOLE 0 101,500 HEINZ H J CO COM 423074103 12,052 293,245 SH SOLE 0 293,245 HELIX TECHNOLO COM 423319102 7,337 356,150 SH SOLE 0 356,150 HELMERICH & PA COM 423452101 8,607 240,962 SH SOLE 0 240,962 HENRY JACK & A COM 426281101 5,177 310,195 SH SOLE 0 310,195 HERCULES INC COM 427056106 611 52,656 SH SOLE 0 52,656 HERLEY INDS IN COM 427398102 492 23,200 SH SOLE 0 23,200 HERSHEY FOODS COM 427866108 4,683 74,921 SH SOLE 0 74,921 HEWLETT PACKAR COM 428236103 48,757 3,190,931 SH SOLE 0 3,190,931 HIBBETT SPORTI COM 428565105 1,383 54,450 SH SOLE 0 54,450 HIBERNIA CORP CL A 428656102 9,944 502,500 SH SOLE 0 502,500 HIGHWOODS PPTY COM 431284108 216 8,300 SH SOLE 0 8,300 HILB ROGAL & H COM 431294107 9,500 209,950 SH SOLE 0 209,950 HILLENBRAND IN COM 431573104 10,792 192,200 SH SOLE 0 192,200 HILTON HOTELS COM 432848109 6,153 442,685 SH SOLE 0 442,685 HISPANIC BROAD CL A 43357B104 9,051 346,800 SH SOLE 0 346,800 HNC SOFTWARE I COM 40425P107 3,417 204,600 SH SOLE 0 204,600 HOLLY CORP COM 435758305 213 12,700 SH SOLE 0 12,700 HOLLYWOOD ENTM COM 436141105 2,870 138,800 SH SOLE 0 138,800 HOLOGIC INC COM 436440101 1,629 112,560 SH SOLE 0 112,560 HOME DEPOT INC COM 437076102 93,061 2,533,663 SH SOLE 0 2,533,663 HOMESTORE INC COM 437852106 338 235,000 SH SOLE 0 235,000 HON INDS INC COM 438092108 4,464 164,000 SH SOLE 0 164,000 HONDA MOTOR LT COM 438128308 352 17,000 SH SOLE 0 17,000 HONEYWELL INTL COM 438516106 50,599 1,436,259 SH SOLE 0 1,436,259 HOOPER HOLMES COM 439104100 3,076 384,500 SH SOLE 0 384,500 HORACE MANN ED COM 440327104 12,326 660,200 SH SOLE 0 660,200 HORMEL FOODS C COM 440452100 10,081 421,100 SH SOLE 0 421,100 HOSPITALITY PP REIT 44106M102 8,169 223,800 SH SOLE 0 223,800 HOST MARRIOTT COM 44107P104 4,785 423,466 SH SOLE 0 423,466 HOT TOPIC INC COM 441339108 7,042 263,663 SH SOLE 0 263,663 HOTELS COM COM 44147T108 621 14,700 SH SOLE 0 14,700 HOUSEHOLD INTL COM 441815107 54,183 1,090,208 SH SOLE 0 1,090,208 HOUSTON EXPL C COM 442120101 858 29,600 SH SOLE 0 29,600 HOVNANIAN ENTE CL A 442487203 398 11,100 SH SOLE 0 11,100 HPL TECHNOLOGI COM 40426C105 2,260 150,100 SH SOLE 0 150,100 HRPT PPTYS TR COM 40426W101 422 47,700 SH SOLE 0 47,700 HUBBELL INC CL B 443510201 8,664 253,700 SH SOLE 0 253,700 HUDSON CITY BA COM 443683107 1,110 56,200 SH SOLE 0 56,200 HUDSON UNITED COM 444165104 11,196 392,023 SH SOLE 0 392,023 HUFFY CORP COM 444356109 503 58,300 SH SOLE 0 58,300 HUGHES SUPPLY COM 444482103 11,862 264,180 SH SOLE 0 264,180 HUMAN GENOME S COM 444903108 1,679 125,300 SH SOLE 0 125,300 HUMANA INC COM 444859102 1,693 108,294 SH SOLE 0 108,294 HUNT J B TRANS COM 445658107 3,994 135,300 SH SOLE 0 135,300 HUNTINGTON BAN COM 446150104 3,715 191,285 SH SOLE 0 191,285 HURRICANE HYDR CL A 44779E106 408 43,650 SH SOLE 0 43,650 HUTCHINSON TEC COM 448407106 13,105 837,900 SH SOLE 0 837,900 HYDRIL CO COM 448774109 1,680 62,700 SH SOLE 0 62,700 HYPERCOM CORP COM 44913M105 2,834 368,000 SH SOLE 0 368,000 HYPERION SOLUT COM 44914M104 5,612 307,725 SH SOLE 0 307,725 ICICI BK LTD ADR 45104G104 2,119 302,700 SH SOLE 0 302,700 ICN PHARMACEUT COM 448924100 5,936 245,185 SH SOLE 0 245,185 ICU MED INC COM 44930G107 2,404 77,800 SH SOLE 0 77,800 IDACORP INC COM 451107106 2,897 104,600 SH SOLE 0 104,600 IDEC PHARMACEU COM 449370105 16,137 455,200 SH SOLE 0 455,200 IDEX CORP COM 45167R104 7,316 218,400 SH SOLE 0 218,400 IDEXX LABS INC COM 45168D104 7,409 287,300 SH SOLE 0 287,300 IDX SYS CORP COM 449491109 186 14,300 SH SOLE 0 14,300 IGEN INC COM 449536101 2,249 71,400 SH SOLE 0 71,400 IHOP CORP COM 449623107 3,566 121,100 SH SOLE 0 121,100 II VI INC COM 902104108 1,125 76,200 SH SOLE 0 76,200 IKON OFFICE SO COM 451713101 1,808 192,300 SH SOLE 0 192,300 ILEX ONCOLOGY COM 451923106 569 40,400 SH SOLE 0 40,400 ILLINOIS TOOL COM 452308109 15,523 227,270 SH SOLE 0 227,270 ILLUMINA INC COM 452327109 507 75,500 SH SOLE 0 75,500 IMAGISTICS INT COM 45247T104 764 35,600 SH SOLE 0 35,600 IMATION CORP COM 45245A107 3,140 105,500 SH SOLE 0 105,500 IMC GLOBAL INC COM 449669100 6,710 536,800 SH SOLE 0 536,800 IMCO RECYCLING COM 449681105 1,045 106,100 SH SOLE 0 106,100 IMMUCOR INC COM 452526106 535 22,800 SH SOLE 0 22,800 IMMUNEX CORP N COM 452528102 7,765 347,600 SH SOLE 0 347,600 IMMUNOMEDICS I COM 452907108 120 23,000 SH SOLE 0 23,000 IMPATH INC COM 45255G101 3,364 187,400 SH SOLE 0 187,400 IMS HEALTH INC COM 449934108 3,237 180,361 SH SOLE 0 180,361 INAMED CORP COM 453235103 3,489 128,900 SH SOLE 0 128,900 INCO LTD COM 453258402 4,535 200,324 SH SOLE 0 200,324 INCYTE GENOMIC CONV 45337CAC6 1,375 1,947,000 SH SOLE 0 1,947,000 INCYTE GENOMIC COM 45337C102 1,956 269,100 SH SOLE 0 269,100 INDEPENDENCE C COM 453414104 6,536 223,300 SH SOLE 0 223,300 INDYMAC BANCOR COM 456607100 8,299 365,900 SH SOLE 0 365,900 INFOCUS CORP COM 45665B106 1,288 109,300 SH SOLE 0 109,300 INFORMATICA CO COM 45666Q102 75 10,600 SH SOLE 0 10,600 INFORMATION HL COM 456727106 3,060 125,400 SH SOLE 0 125,400 INFORMATION RE COM 456905108 1,557 165,800 SH SOLE 0 165,800 INFORMAX INC COM 45677N205 16 18,000 SH SOLE 0 18,000 INFOSYS TECHNO S ADR 456788108 4,936 96,400 SH SOLE 0 96,400 INGERSOLL-RAND CL A G4776G101 12,197 267,117 SH SOLE 0 267,117 INNKEEPERS USA COM 4576J0104 117 12,200 SH SOLE 0 12,200 INNOVATIVE SOL COM 45769N105 5,764 768,492 SH SOLE 0 768,492 INPUT/OUTPUT I COM 457652105 2,660 295,559 SH SOLE 0 295,559 INSIGHT COMMUN CL A 45768V108 1,001 85,300 SH SOLE 0 85,300 INSIGHT ENTERP COM 45765U103 7,372 292,675 SH SOLE 0 292,675 INSIGNIA FINL COM 45767A105 554 57,000 SH SOLE 0 57,000 INSITUFORM TEC CL A 457667103 3,217 151,900 SH SOLE 0 151,900 INSURANCE AUTO COM 457875102 1,338 68,600 SH SOLE 0 68,600 INTEGRATED CIR COM 45811K208 2,170 107,500 SH SOLE 0 107,500 INTEGRATED DEF COM 45819B101 365 12,400 SH SOLE 0 12,400 INTEGRATED DEV COM 458118106 5,826 321,150 SH SOLE 0 321,150 INTEGRATED ELE COM 45811E103 376 60,200 SH SOLE 0 60,200 INTEGRATED SIL COM 45812P107 538 60,260 SH SOLE 0 60,260 INTEL CORP COM 458140100 118,706 6,497,307 SH SOLE 0 6,497,307 INTER TEL INC COM 458372109 5,188 305,910 SH SOLE 0 305,910 INTERCEPT INC COM 45845L107 423 20,400 SH SOLE 0 20,400 INTERDIGITAL C COM 45866A105 902 99,700 SH SOLE 0 99,700 INTERFACE INC CL A 458665106 2,546 316,700 SH SOLE 0 316,700 INTERGRAPH COR COM 458683109 2,170 124,400 SH SOLE 0 124,400 INTERMAGNETICS COM 458771102 4,807 237,946 SH SOLE 0 237,946 INTERMET CORP COM 45881K104 488 45,400 SH SOLE 0 45,400 INTERMUNE INC COM 45884X103 654 31,000 SH SOLE 0 31,000 INTERNATIONAL COM 459044103 433 10,250 SH SOLE 0 10,250 INTERNATIONAL COM 459200101 108,577 1,508,018 SH SOLE 0 1,508,018 INTERNATIONAL COM 459506101 5,045 155,264 SH SOLE 0 155,264 INTERNATIONAL COM 459902102 5,568 98,200 SH SOLE 0 98,200 INTERNATIONAL COM 460043102 4,859 186,900 SH SOLE 0 186,900 INTERNATIONAL COM 460254105 7,745 265,700 SH SOLE 0 265,700 INTERNATIONAL CL A 460335201 8,433 210,300 SH SOLE 0 210,300 INTERNET SEC S COM 46060X107 321 24,490 SH SOLE 0 24,490 INTERPUBLIC GR COM 460690100 4,867 196,568 SH SOLE 0 196,568 INTERSIL CORP CL A 46069S109 11,279 527,556 SH SOLE 0 527,556 INTERSTATE BAK COM 46072H108 6,004 207,900 SH SOLE 0 207,900 INTERVOICE-BRI COM 461142101 308 191,100 SH SOLE 0 191,100 INTL PAPER CO COM 460146103 17,174 394,078 SH SOLE 0 394,078 INTUIT COM 461202103 7,279 146,400 SH SOLE 0 146,400 INVACARE CORP COM 461203101 7,537 203,700 SH SOLE 0 203,700 INVESTMENT TEC COM 46145F105 6,203 189,700 SH SOLE 0 189,700 INVESTORS FINL COM 461915100 7,405 220,780 SH SOLE 0 220,780 INVISION TECHN COM 461851107 805 33,300 SH SOLE 0 33,300 IOMEGA CORP COM 462030305 412 32,100 SH SOLE 0 32,100 IONICS INC COM 462218108 4,381 180,668 SH SOLE 0 180,668 IPC HLDGS LTD COM G4933P101 4,306 141,000 SH SOLE 0 141,000 IRON MTN INC P COM 462846106 3,273 106,080 SH SOLE 0 106,080 IRWIN FINL COR COM 464119106 949 47,200 SH SOLE 0 47,200 ISHARES INC COM 464286103 3,800 380,000 SH SOLE 0 380,000 ISHARES INC COM 464286202 2,745 300,000 SH SOLE 0 300,000 ISHARES INC COM 464286301 1,304 110,000 SH SOLE 0 110,000 ISHARES INC COM 464286400 7,019 723,600 SH SOLE 0 723,600 ISHARES INC COM 464286772 1,944 88,800 SH SOLE 0 88,800 ISHARES INC COM 464286830 7,545 1,319,100 SH SOLE 0 1,319,100 ISHARES TR COM 464287408 8,462 170,598 SH SOLE 0 170,598 ISHARES TR COM 464287465 7,262 61,257 SH SOLE 0 61,257 ISHARES TR COM 464287705 18,584 200,600 SH SOLE 0 200,600 ISHARES TR COM 464287804 42,495 371,135 SH SOLE 0 371,135 ISIS PHARMACEU COM 464330109 129 13,600 SH SOLE 0 13,600 ISLE OF CAPRI COM 464592104 889 43,900 SH SOLE 0 43,900 ITRON INC COM 465741106 4,892 186,500 SH SOLE 0 186,500 ITT EDUCATIONA COM 45068B109 5,729 262,800 SH SOLE 0 262,800 ITT INDS INC I COM 450911102 5,708 80,849 SH SOLE 0 80,849 IVAX CORP COM 465823102 5,199 481,400 SH SOLE 0 481,400 IXIA COM 45071R109 519 89,100 SH SOLE 0 89,100 J & J SNACK FO COM 466032109 2,221 49,400 SH SOLE 0 49,400 J D EDWARDS & COM 281667105 3,097 254,900 SH SOLE 0 254,900 J JILL GROUP I COM 466189107 6,757 178,050 SH SOLE 0 178,050 J P MORGAN CHA COM 46625H100 84,235 2,483,337 SH SOLE 0 2,483,337 JABIL CIRCUIT COM 466313103 4,646 220,100 SH SOLE 0 220,100 JACK IN THE BO COM 466367109 7,238 227,600 SH SOLE 0 227,600 JACOBS ENGR GR COM 469814107 7,398 212,700 SH SOLE 0 212,700 JAKKS PAC INC COM 47012E106 2,217 125,200 SH SOLE 0 125,200 JARDEN CORP COM 471109108 291 14,700 SH SOLE 0 14,700 JDA SOFTWARE G COM 46612K108 6,963 246,380 SH SOLE 0 246,380 JDN RLTY CORP COM 465917102 504 40,300 SH SOLE 0 40,300 JDS UNIPHASE C COM 46612J101 2,519 943,309 SH SOLE 0 943,309 JEFFERIES GROU COM 472319102 8,732 207,400 SH SOLE 0 207,400 JEFFERSON PILO COM 475070108 4,850 103,201 SH SOLE 0 103,201 JLG INDS INC COM 466210101 3,447 245,673 SH SOLE 0 245,673 JO-ANN STORES CL A 47758P109 9,376 321,100 SH SOLE 0 321,100 JO-ANN STORES CL B 47758P208 8,377 393,300 SH SOLE 0 393,300 JOHNSON & JOHN COM 478160104 132,491 2,535,225 SH SOLE 0 2,535,225 JOHNSON CTLS I COM 478366107 10,621 130,141 SH SOLE 0 130,141 JONES APPAREL COM 480074103 8,038 214,355 SH SOLE 0 214,355 JONES LANG LAS COM 48020Q107 2,117 85,700 SH SOLE 0 85,700 JOY GLOBAL INC COM 481165108 1,764 101,719 SH SOLE 0 101,719 JUNIPER NETWOR CONV 48203RAA2 2,361 3,870,000 SH SOLE 0 3,870,000 K MART CORP COM 482584109 221 214,266 SH SOLE 0 214,266 K V PHARMACEUT CL B 482740107 730 27,800 SH SOLE 0 27,800 K V PHARMACEUT CL A 482740206 4,735 175,380 SH SOLE 0 175,380 K2 INC COM 482732104 1,032 100,700 SH SOLE 0 100,700 KAMAN CORP CL A 483548103 2,328 138,900 SH SOLE 0 138,900 KANA SOFTWARE COM 483600300 97 24,300 SH SOLE 0 24,300 KANSAS CITY SO COM 485170302 5,884 346,100 SH SOLE 0 346,100 KAYDON CORP COM 486587108 2,139 90,600 SH SOLE 0 90,600 KB HOME COM 48666K109 2,494 48,412 SH SOLE 0 48,412 KEANE INC COM 486665102 2,743 221,200 SH SOLE 0 221,200 KEITHLEY INSTR COM 487584104 1,276 88,400 SH SOLE 0 88,400 KELLOGG CO COM 487836108 12,408 346,005 SH SOLE 0 346,005 KELLWOOD CO COM 488044108 6,083 187,179 SH SOLE 0 187,179 KELLY SVCS INC CL A 488152208 2,701 100,000 SH SOLE 0 100,000 KEMET CORP COM 488360108 4,267 238,900 SH SOLE 0 238,900 KENDLE INTERNA COM 48880L107 1,707 125,500 SH SOLE 0 125,500 KENNAMETAL INC COM 489170100 5,241 143,200 SH SOLE 0 143,200 KENSEY NASH CO COM 490057106 2,122 131,000 SH SOLE 0 131,000 KERR MCGEE COR COM 492386107 2,735 51,072 SH SOLE 0 51,072 KEY ENERGY SVC COM 492914106 5,029 478,930 SH SOLE 0 478,930 KEY PRODTN INC COM 493138101 2,145 110,000 SH SOLE 0 110,000 KEYCORP NEW COM 493267108 8,325 304,944 SH SOLE 0 304,944 KEYSPAN CORP COM 49337W100 4,371 116,100 SH SOLE 0 116,100 KEYSTONE AUTOM COM 49338N109 259 13,600 SH SOLE 0 13,600 KEYSTONE PPTY REIT 493596100 290 18,300 SH SOLE 0 18,300 KILROY RLTY CO REIT 49427F108 4,687 175,200 SH SOLE 0 175,200 KIMBERLY CLARK COM 494368103 19,837 319,955 SH SOLE 0 319,955 KIMCO REALTY C REIT 49446R109 948 28,300 SH SOLE 0 28,300 KINDER MORGAN COM 49455P101 3,810 100,200 SH SOLE 0 100,200 KINDER MORGAN COM 49455U100 2,100 68,836 SH SOLE 0 68,836 KING PHARMACEU COM 495582108 4,678 210,266 SH SOLE 0 210,266 KIRBY CORP COM 497266106 3,416 139,700 SH SOLE 0 139,700 KLA-TENCOR COR COM 482480100 11,748 267,056 SH SOLE 0 267,056 KNIGHT RIDDER COM 499040103 6,406 101,758 SH SOLE 0 101,758 KNIGHT TRADING COM 499063105 274 52,300 SH SOLE 0 52,300 KNIGHT TRANSN COM 499064103 1,156 49,850 SH SOLE 0 49,850 KOGER EQUITY I COM 500228101 361 18,700 SH SOLE 0 18,700 KOHLS CORP COM 500255104 76,060 1,085,335 SH SOLE 0 1,085,335 KONINKLIJKE PH COM 500472303 8,183 296,485 SH SOLE 0 296,485 KOOKMIN BK NEW S ADR 50049M109 7,340 149,330 SH SOLE 0 149,330 KOPIN CORP COM 500600101 3,235 490,100 SH SOLE 0 490,100 KOREA ELECTRIC S ADR 500631106 1,076 102,800 SH SOLE 0 102,800 KORN FERRY INT COM 500643200 958 105,300 SH SOLE 0 105,300 KOS PHARMACEUT COM 500648100 576 28,300 SH SOLE 0 28,300 KOSAN BIOSCIEN COM 50064W107 431 49,500 SH SOLE 0 49,500 KPMG CONSULTIN COM 48265R109 1,311 88,200 SH SOLE 0 88,200 KRAFT FOODS IN CL A 50075N104 10,605 258,977 SH SOLE 0 258,977 KRISPY KREME D COM 501014104 1,401 43,531 SH SOLE 0 43,531 KROGER CO COM 501044101 9,945 499,740 SH SOLE 0 499,740 KROLL INC COM 501049100 4,999 231,100 SH SOLE 0 231,100 KRONOS INC COM 501052104 4,608 151,125 SH SOLE 0 151,125 K-SWISS INC CL A 482686102 3,027 116,500 SH SOLE 0 116,500 KT CORP S ADR 48268K101 20,151 930,776 SH SOLE 0 930,776 KULICKE & SOFF COM 501242101 7,086 571,920 SH SOLE 0 571,920 L-3 COMMUNICAT COM 502424104 14,920 276,300 SH SOLE 0 276,300 LA QUINTA CORP COM 50419U202 551 76,000 SH SOLE 0 76,000 LA Z BOY INC COM 505336107 10,150 402,470 SH SOLE 0 402,470 LABOR READY IN COM 505401208 1,343 229,550 SH SOLE 0 229,550 LABORATORY COR COM 50540R409 21,332 467,300 SH SOLE 0 467,300 LABRANCHE & CO COM 505447102 3,886 169,700 SH SOLE 0 169,700 LACLEDE GROUP COM 505597104 2,487 105,900 SH SOLE 0 105,900 LAM RESEARCH C COM 512807108 9,161 509,500 SH SOLE 0 509,500 LAMAR ADVERTIS CL A 512815101 323 8,680 SH SOLE 0 8,680 LANCASTER COLO COM 513847103 3,903 109,450 SH SOLE 0 109,450 LANCE INC COM 514606102 3,415 234,200 SH SOLE 0 234,200 LANDAMERICA FI COM 514936103 4,237 134,500 SH SOLE 0 134,500 LANDRYS RESTAU COM 51508L103 6,740 264,200 SH SOLE 0 264,200 LANDSTAR SYS I COM 515098101 5,877 55,000 SH SOLE 0 55,000 LATTICE SEMICO COM 518415104 2,276 261,900 SH SOLE 0 261,900 LAUDER ESTEE C CL A 518439104 1,017 28,900 SH SOLE 0 28,900 LAWSON PRODS I COM 520776105 1,664 54,000 SH SOLE 0 54,000 LEAR CORP COM 521865105 11,183 241,800 SH SOLE 0 241,800 LEE ENTERPRISE COM 523768109 8,705 248,700 SH SOLE 0 248,700 LEGATO SYS INC COM 524651106 1,455 404,192 SH SOLE 0 404,192 LEGG MASON INC COM 524901105 9,426 191,046 SH SOLE 0 191,046 LEGGETT & PLAT COM 524660107 2,974 127,100 SH SOLE 0 127,100 LEHMAN BROS HL COM 524908100 14,372 229,874 SH SOLE 0 229,874 LENNAR CORP COM 526057104 13,265 216,750 SH SOLE 0 216,750 LENNOX INTL IN COM 526107107 6,646 369,446 SH SOLE 0 369,446 LEUCADIA NATL COM 527288104 4,876 154,000 SH SOLE 0 154,000 LEXMARK INTL N CL A 529771107 4,684 86,100 SH SOLE 0 86,100 LIBBEY INC COM 529898108 3,315 97,200 SH SOLE 0 97,200 LIBERTY MEDIA COM 530718105 6,862 686,200 SH SOLE 0 686,200 LIBERTY PPTY T COM 531172104 2,209 63,100 SH SOLE 0 63,100 LIFEPOINT HOSP COM 53219L109 6,427 177,000 SH SOLE 0 177,000 LIGAND PHARMAC CL B 53220K207 827 57,000 SH SOLE 0 57,000 LILLY ELI & CO COM 532457108 48,142 853,584 SH SOLE 0 853,584 LIMITED BRANDS COM 532716107 7,092 332,976 SH SOLE 0 332,976 LIN TV CORP CL A 532774106 1,393 51,500 SH SOLE 0 51,500 LINCARE HLDGS COM 532791100 13,566 420,000 SH SOLE 0 420,000 LINCOLN ELEC H COM 533900106 907 33,700 SH SOLE 0 33,700 LINCOLN NATL C COM 534187109 8,402 200,052 SH SOLE 0 200,052 LINDSAY MFG CO COM 535555106 1,521 65,700 SH SOLE 0 65,700 LINEAR TECHNOL COM 535678106 10,865 345,700 SH SOLE 0 345,700 LINENS N THING COM 535679104 14,385 438,440 SH SOLE 0 438,440 LITHIA MTRS IN CL A 536797103 3,370 125,200 SH SOLE 0 125,200 LIZ CLAIBORNE COM 539320101 2,588 81,394 SH SOLE 0 81,394 LNR PPTY CORP COM 501940100 324 9,400 SH SOLE 0 9,400 LOCAL FINL COR COM 539553107 2,544 156,000 SH SOLE 0 156,000 LOCKHEED MARTI COM 539830109 27,071 389,510 SH SOLE 0 389,510 LOEWS CORP COM 540424108 8,113 153,113 SH SOLE 0 153,113 LOEWS CORP COM 540424207 222 8,200 SH SOLE 0 8,200 LOGITECH INTER S ADR 541419107 1,290 27,410 SH SOLE 0 27,410 LO-JACK CORP COM 539451104 46 13,000 SH SOLE 0 13,000 LONE STAR STEA COM 542307103 2,833 120,100 SH SOLE 0 120,100 LONE STAR TECH COM 542312103 4,360 190,400 SH SOLE 0 190,400 LONGS DRUG STO COM 543162101 3,222 113,903 SH SOLE 0 113,903 LONGVIEW FIBRE COM 543213102 1,340 142,200 SH SOLE 0 142,200 LORAL SPACE & COM G56462107 77 78,000 SH SOLE 0 78,000 LOUISIANA PAC COM 546347105 637 60,119 SH SOLE 0 60,119 LOWES COS INC COM 548661107 55,889 1,231,041 SH SOLE 0 1,231,041 LSI INDS INC COM 50216C108 1,727 94,000 SH SOLE 0 94,000 LSI LOGIC CORP CONV 502161AE2 4,618 5,425,000 SH SOLE 0 5,425,000 LSI LOGIC CORP COM 502161102 3,223 368,322 SH SOLE 0 368,322 LTX CORP COM 502392103 4,281 299,800 SH SOLE 0 299,800 LUBRIZOL CORP COM 549271104 5,152 153,800 SH SOLE 0 153,800 LUBYS INC COM 549282101 828 125,800 SH SOLE 0 125,800 LUCENT TECHNOL COM 549463107 2,947 1,775,055 SH SOLE 0 1,775,055 LUMINEX CORP D COM 55027E102 156 20,800 SH SOLE 0 20,800 LUXOTTICA GROU S ADR 55068R202 10,161 534,800 SH SOLE 0 534,800 LYDALL INC DEL COM 550819106 1,676 109,900 SH SOLE 0 109,900 LYONDELL CHEMI COM 552078107 5,848 387,300 SH SOLE 0 387,300 M & T BK CORP COM 55261F104 22,310 260,150 SH SOLE 0 260,150 M D C HLDGS IN COM 552676108 9,388 180,531 SH SOLE 0 180,531 M/I SCHOTTENST COM 55305B101 230 6,100 SH SOLE 0 6,100 MACATAWA BK CO COM 554225102 1,824 83,888 SH SOLE 0 83,888 MACDERMID INC COM 554273102 4,653 216,400 SH SOLE 0 216,400 MACERICH CO COM 554382101 39,023 1,258,800 SH SOLE 0 1,258,800 MACK CALI RLTY COM 554489104 53,456 1,520,800 SH SOLE 0 1,520,800 MACROMEDIA INC COM 556100105 3,181 358,600 SH SOLE 0 358,600 MACROVISION CO COM 555904101 291 22,200 SH SOLE 0 22,200 MAF BANCORP IN COM 55261R108 5,035 133,900 SH SOLE 0 133,900 MAGMA DESIGN A COM 559181102 782 46,570 SH SOLE 0 46,570 MAGNETEK INC COM 559424106 1,422 143,600 SH SOLE 0 143,600 MAGNUM HUNTER COM 55972F203 829 105,100 SH SOLE 0 105,100 MAHANAGAR TEL S ADR 559778402 9,081 1,544,307 SH SOLE 0 1,544,307 MANDALAY RESOR COM 562567107 6,523 236,600 SH SOLE 0 236,600 MANHATTAN ASSO COM 562750109 10,069 313,090 SH SOLE 0 313,090 MANITOWOC INC COM 563571108 7,690 216,675 SH SOLE 0 216,675 MANOR CARE INC COM 564055101 2,028 88,192 SH SOLE 0 88,192 MANPOWER INC COM 56418H100 8,875 241,500 SH SOLE 0 241,500 MANTECH INTL C CL A 564563104 2,418 100,800 SH SOLE 0 100,800 MANUFACTURED H COM 564682102 3,987 113,600 SH SOLE 0 113,600 MANUGISTICS GR COM 565011103 321 52,500 SH SOLE 0 52,500 MAPINFO CORP COM 565105103 772 84,800 SH SOLE 0 84,800 MARATHON OIL C COM 565849106 8,167 301,154 SH SOLE 0 301,154 MARCUS CORP COM 566330106 2,738 164,450 SH SOLE 0 164,450 MARKEL CORP COM 570535104 1,734 8,800 SH SOLE 0 8,800 MARRIOTT INTL CL A 571903202 7,929 208,371 SH SOLE 0 208,371 MARSH & MCLENN COM 571748102 13,597 140,751 SH SOLE 0 140,751 MARSHALL & ILS COM 571834100 5,292 171,100 SH SOLE 0 171,100 MARTHA STEWART CL A 573083102 585 51,000 SH SOLE 0 51,000 MARTIN MARIETT COM 573284106 5,423 139,039 SH SOLE 0 139,039 MASCO CORP COM 574599106 8,694 320,686 SH SOLE 0 320,686 MASSEY ENERGY COM 576206106 4,174 328,700 SH SOLE 0 328,700 MASTEC INC COM 576323109 280 38,100 SH SOLE 0 38,100 MATRIXONE INC COM 57685P304 498 81,700 SH SOLE 0 81,700 MATTEL INC COM 577081102 7,847 372,236 SH SOLE 0 372,236 MAVERICK TUBE COM 577914104 2,562 170,800 SH SOLE 0 170,800 MAX RE CAPITAL COM G6052F103 243 18,000 SH SOLE 0 18,000 MAXIM INTEGRAT COM 57772K101 9,527 248,560 SH SOLE 0 248,560 MAXIMUS INC COM 577933104 5,592 176,400 SH SOLE 0 176,400 MAXTOR CORP COM 577729205 2,437 539,156 SH SOLE 0 539,156 MAXYGEN INC COM 577776107 292 23,800 SH SOLE 0 23,800 MAY DEPT STORE COM 577778103 7,568 229,836 SH SOLE 0 229,836 MAYTAG CORP COM 578592107 1,646 38,582 SH SOLE 0 38,582 MBIA INC COM 55262C100 9,256 163,737 SH SOLE 0 163,737 MBNA CORP COM 55262L100 52,348 1,582,959 SH SOLE 0 1,582,959 MCAFEE COM COR CL A 579062100 917 62,650 SH SOLE 0 62,650 MCCLATCHY CO CL A 579489105 222 3,450 SH SOLE 0 3,450 MCCORMICK & CO COM 579780206 9,978 387,500 SH SOLE 0 387,500 MCDATA CORP CL A 580031201 3,318 376,662 SH SOLE 0 376,662 MCDERMOTT INTL COM 580037109 250 30,898 SH SOLE 0 30,898 MCDONALDS CORP COM 580135101 26,183 920,315 SH SOLE 0 920,315 MCG CAPITAL CO COM 58047P107 2,557 153,000 SH SOLE 0 153,000 MCGRAW HILL CO COM 580645109 7,514 125,866 SH SOLE 0 125,866 MCKESSON CORP COM 58155Q103 8,266 252,790 SH SOLE 0 252,790 MDU RES GROUP COM 552690109 5,432 206,600 SH SOLE 0 206,600 MEADE INSTRUME COM 583062104 1,239 218,500 SH SOLE 0 218,500 MEADWESTVACO C COM 583334107 5,330 158,808 SH SOLE 0 158,808 MEDALLION FINL COM 583928106 290 55,000 SH SOLE 0 55,000 MEDIA GEN INC CL A 584404107 4,548 75,800 SH SOLE 0 75,800 MEDIACOM COMMU CL A 58446K105 1,493 191,600 SH SOLE 0 191,600 MEDICINES CO COM 584688105 3,100 251,450 SH SOLE 0 251,450 MEDICIS PHARMA CL A 584690309 8,992 210,300 SH SOLE 0 210,300 MEDIMMUNE INC COM 584699102 9,857 373,370 SH SOLE 0 373,370 MEDQUIST INC COM 584949101 2,232 83,800 SH SOLE 0 83,800 MEDSOURCE TECH COM 58505Y103 221 18,000 SH SOLE 0 18,000 MEDTRONIC INC COM 585055106 49,712 1,160,144 SH SOLE 0 1,160,144 MELLON FINL CO COM 58551A108 7,875 250,564 SH SOLE 0 250,564 MEMBERWORKS IN COM 586002107 1,897 102,400 SH SOLE 0 102,400 MENS WEARHOUSE COM 587118100 8,469 332,120 SH SOLE 0 332,120 MENTOR CORP MI COM 587188103 6,852 186,650 SH SOLE 0 186,650 MENTOR GRAPHIC COM 587200106 1,900 133,600 SH SOLE 0 133,600 MERCANTILE BAN COM 587405101 9,109 222,000 SH SOLE 0 222,000 MERCK & CO INC COM 589331107 102,120 2,016,585 SH SOLE 0 2,016,585 MERCURY COMPUT COM 589378108 2,579 124,600 SH SOLE 0 124,600 MERCURY INTERA COM 589405109 1,153 50,230 SH SOLE 0 50,230 MEREDITH CORP COM 589433101 942 24,572 SH SOLE 0 24,572 MERIDIAN BIOSC COM 589584101 74 10,700 SH SOLE 0 10,700 MERIDIAN RESOU COM 58977Q109 229 61,500 SH SOLE 0 61,500 MERISTAR HOSPI COM 58984Y103 679 44,500 SH SOLE 0 44,500 MERIT MED SYS COM 589889104 487 23,600 SH SOLE 0 23,600 MERITAGE CORP COM 59001A102 2,712 59,400 SH SOLE 0 59,400 MERIX CORP COM 590049102 228 26,600 SH SOLE 0 26,600 MERRILL LYNCH COM 590188108 39,982 987,222 SH SOLE 0 987,222 MESA AIR GROUP COM 590479101 3,487 379,000 SH SOLE 0 379,000 METAWAVE COMMU COM 591409107 7 33,800 SH SOLE 0 33,800 METHODE ELECTR CL A 591520200 3,296 258,100 SH SOLE 0 258,100 METLIFE INC COM 59156R108 17,689 614,200 SH SOLE 0 614,200 METRIS COS INC COM 591598107 753 90,600 SH SOLE 0 90,600 METRO ONE TELE COM 59163F105 1,975 141,500 SH SOLE 0 141,500 METRON TECHNOL COM N5665B105 1,546 180,350 SH SOLE 0 180,350 METTLER TOLEDO COM 592688105 1,191 32,300 SH SOLE 0 32,300 MFC BANCORP LT COM 55271X202 1,353 156,375 SH SOLE 0 156,375 MGI PHARMA INC COM 552880106 993 140,600 SH SOLE 0 140,600 MGIC INVT CORP COM 552848103 6,492 95,748 SH SOLE 0 95,748 MICHAELS STORE COM 594087108 40,778 1,045,580 SH SOLE 0 1,045,580 MICREL INC COM 594793101 3,653 254,000 SH SOLE 0 254,000 MICROCHIP TECH COM 595017104 18,761 683,951 SH SOLE 0 683,951 MICRON TECHNOL COM 595112103 32,264 1,595,670 SH SOLE 0 1,595,670 MICROS SYS INC COM 594901100 3,223 116,300 SH SOLE 0 116,300 MICROSEMI CORP COM 595137100 1,334 202,100 SH SOLE 0 202,100 MICROSOFT CORP COM 594918104 279,330 5,106,589 SH SOLE 0 5,106,589 MICROSTRATEGY CL A 594972101 19 38,500 SH SOLE 0 38,500 MICROTUNE INC COM 59514P109 886 99,420 SH SOLE 0 99,420 MID ATLANTIC M COM 59523C107 11,595 369,870 SH SOLE 0 369,870 MIDAS GROUP IN COM 595626102 1,042 84,000 SH SOLE 0 84,000 MIDCAP SPDR TR COM 595635103 85,085 950,145 SH SOLE 0 950,145 MIDWAY GAMES I COM 598148104 3,706 436,000 SH SOLE 0 436,000 MIDWEST EXPRES COM 597911106 1,283 97,200 SH SOLE 0 97,200 MILACRON INC COM 598709103 2,174 214,173 SH SOLE 0 214,173 MILLENNIUM PHA COM 599902103 9,533 784,571 SH SOLE 0 784,571 MILLER HERMAN COM 600544100 4,460 219,700 SH SOLE 0 219,700 MILLIPORE CORP COM 601073109 1,504 47,041 SH SOLE 0 47,041 MILLS CORP COM 601148109 440 14,200 SH SOLE 0 14,200 MINERALS TECHN COM 603158106 3,679 74,600 SH SOLE 0 74,600 MIPS TECHNOLOG CL A 604567107 299 48,400 SH SOLE 0 48,400 MIPS TECHNOLOG CL B 604567206 647 116,100 SH SOLE 0 116,100 MIRANT CORP COM 604675108 2,512 344,114 SH SOLE 0 344,114 MISSISSIPPI CH COM 605288208 19 17,160 SH SOLE 0 17,160 MITSUBISHI TOK S ADR 606816106 78 11,400 SH SOLE 0 11,400 MOBILE MINI IN COM 60740F105 1,366 79,900 SH SOLE 0 79,900 MOBILE TELESYS S ADR 607409109 451 14,900 SH SOLE 0 14,900 MODINE MFG CO COM 607828100 3,011 122,506 SH SOLE 0 122,506 MOHAWK INDS IN COM 608190104 11,546 187,650 SH SOLE 0 187,650 MOLDFLOW CORP COM 608507109 292 37,000 SH SOLE 0 37,000 MOLEX INC COM 608554101 2,455 73,227 SH SOLE 0 73,227 MOLEX INC CL A 608554200 1,838 67,000 SH SOLE 0 67,000 MONACO COACH C COM 60886R103 3,528 165,650 SH SOLE 0 165,650 MONDAVI ROBERT CL A 609200100 298 8,700 SH SOLE 0 8,700 MONOLITHIC SYS COM 609842109 584 53,000 SH SOLE 0 53,000 MONSANTO CO NE COM 61166W101 707 39,700 SH SOLE 0 39,700 MONY GROUP INC COM 615337102 4,598 135,200 SH SOLE 0 135,200 MOODYS CORP COM 615369105 5,655 113,670 SH SOLE 0 113,670 MOOG INC CL A 615394202 832 19,400 SH SOLE 0 19,400 MOORE LTD COM 615785102 1,594 138,850 SH SOLE 0 138,850 MORGAN STANLEY COM 617446448 84,060 1,951,250 SH SOLE 0 1,951,250 MOTOROLA INC COM 620076109 26,299 1,802,543 SH SOLE 0 1,802,543 MOVIE GALLERY COM 624581104 1,696 80,300 SH SOLE 0 80,300 MPS GROUP INC COM 553409103 5,299 623,400 SH SOLE 0 623,400 MRO SOFTWARE I COM 55347W105 1,476 129,700 SH SOLE 0 129,700 MSC INDL DIREC CL A 553530106 224 11,500 SH SOLE 0 11,500 MSC SOFTWARE C COM 553531104 1,090 121,800 SH SOLE 0 121,800 MTR GAMING GRO COM 553769100 676 40,500 SH SOLE 0 40,500 MTS SYS CORP COM 553777103 491 37,300 SH SOLE 0 37,300 MUELLER INDS I COM 624756102 6,166 194,200 SH SOLE 0 194,200 MULTIMEDIA GAM COM 625453105 1,370 62,800 SH SOLE 0 62,800 MURPHY OIL COR COM 626717102 10,923 132,400 SH SOLE 0 132,400 MYERS INDS INC COM 628464109 2,297 134,041 SH SOLE 0 134,041 MYLAN LABS INC COM 628530107 14,136 450,900 SH SOLE 0 450,900 NAM TAI ELECTR COM 629865205 1,723 87,350 SH SOLE 0 87,350 NANOMETRICS IN COM 630077105 792 49,900 SH SOLE 0 49,900 NASH FINCH CO COM 631158102 2,528 79,100 SH SOLE 0 79,100 NASSDA CORP COM 63172M101 873 70,600 SH SOLE 0 70,600 NATIONAL CITY COM 635405103 15,775 474,438 SH SOLE 0 474,438 NATIONAL COMME COM 63545P104 15,512 589,805 SH SOLE 0 589,805 NATIONAL FUEL COM 636180101 5,787 257,100 SH SOLE 0 257,100 NATIONAL HEALT COM 63633D104 262 16,400 SH SOLE 0 16,400 NATIONAL INSTR COM 636518102 4,663 143,200 SH SOLE 0 143,200 NATIONAL PREST COM 637215104 1,229 38,400 SH SOLE 0 38,400 NATIONAL SEMIC COM 637640103 3,835 131,485 SH SOLE 0 131,485 NATIONAL-OILWE COM 637071101 20,362 967,300 SH SOLE 0 967,300 NATIONWIDE FIN CL A 638612101 577 14,600 SH SOLE 0 14,600 NATURES SUNSHI COM 639027101 1,022 90,400 SH SOLE 0 90,400 NATUZZI S P A ADR 63905A101 2,347 154,500 SH SOLE 0 154,500 NAUTICA ENTERP COM 639089101 2,512 193,400 SH SOLE 0 193,400 NAUTILUS GROUP COM 63910B102 860 28,100 SH SOLE 0 28,100 NAVIGANT INTL COM 63935R108 241 15,600 SH SOLE 0 15,600 NAVISTAR INTL COM 63934E108 3,614 112,935 SH SOLE 0 112,935 NBTY INC COM 628782104 8,229 531,600 SH SOLE 0 531,600 NCO GROUP INC COM 628858102 3,408 154,300 SH SOLE 0 154,300 NCR CORP NEW COM 62886E108 6,477 187,200 SH SOLE 0 187,200 NDCHEALTH CORP COM 639480102 9,201 329,800 SH SOLE 0 329,800 NEIMAN MARCUS CL A 640204202 5,320 153,300 SH SOLE 0 153,300 NEOFORMA COM I COM 640475505 362 27,900 SH SOLE 0 27,900 NEOSE TECHNOLO COM 640522108 322 29,500 SH SOLE 0 29,500 NETBANK INC COM 640933107 841 70,200 SH SOLE 0 70,200 NETEGRITY INC COM 64110P107 1,175 190,800 SH SOLE 0 190,800 NETIQ CORP COM 64115P102 1,156 51,090 SH SOLE 0 51,090 NETRATINGS INC COM 64116M108 156 17,000 SH SOLE 0 17,000 NETSCREEN TECH COM 64117V107 573 62,458 SH SOLE 0 62,458 NETSOLVE INC COM 64115J106 5,806 807,576 SH SOLE 0 807,576 NETWORK APPLIA COM 64120L104 3,156 253,700 SH SOLE 0 253,700 NETWORK EQUIP COM 641208103 534 124,100 SH SOLE 0 124,100 NETWORKS ASSOC COM 640938106 8,801 456,700 SH SOLE 0 456,700 NEUBERGER BERM COM 641234109 7,174 196,000 SH SOLE 0 196,000 NEUROCRINE BIO COM 64125C109 1,229 42,900 SH SOLE 0 42,900 NEUROGEN CORP COM 64124E106 443 37,900 SH SOLE 0 37,900 NEW CENTURY FI COM 64352D101 5,036 144,000 SH SOLE 0 144,000 NEW ENGLAND BU COM 643872104 1,835 73,000 SH SOLE 0 73,000 NEW JERSEY RES COM 646025106 6,583 220,550 SH SOLE 0 220,550 NEW PLAN EXCEL REIT 648053106 5,497 263,900 SH SOLE 0 263,900 NEW YORK CMNTY COM 649445103 9,905 365,500 SH SOLE 0 365,500 NEW YORK TIMES CL A 650111107 4,076 79,142 SH SOLE 0 79,142 NEWELL RUBBERM COM 651229106 5,688 162,245 SH SOLE 0 162,245 NEWFIELD EXPL COM 651290108 11,948 321,450 SH SOLE 0 321,450 NEWMONT MINING COM 651639106 7,676 291,517 SH SOLE 0 291,517 NEWPARK RES IN COM 651718504 151 20,500 SH SOLE 0 20,500 NEWPORT CORP COM 651824104 2,556 163,190 SH SOLE 0 163,190 NEWS CORP LTD ADR 652487703 9,325 406,670 SH SOLE 0 406,670 NEXTEL COMMUNI CL A 65332V103 2,482 773,146 SH SOLE 0 773,146 NEXTEL PARTNER CL A 65333F107 530 194,700 SH SOLE 0 194,700 NICE SYS LTD S ADR 653656108 214 18,000 SH SOLE 0 18,000 NICOR INC COM 654086107 1,271 27,777 SH SOLE 0 27,777 NIKE INC CL B 654106103 13,675 254,898 SH SOLE 0 254,898 NISOURCE INC COM 65473P105 5,523 253,012 SH SOLE 0 253,012 NOBLE CORPORAT COM G65422100 6,014 155,800 SH SOLE 0 155,800 NOBLE ENERGY I COM 655044105 6,499 180,290 SH SOLE 0 180,290 NOKIA CORP S ADR 654902204 19,419 1,341,100 SH SOLE 0 1,341,100 NORDSON CORP COM 655663102 2,301 93,300 SH SOLE 0 93,300 NORDSTROM INC COM 655664100 3,041 134,258 SH SOLE 0 134,258 NORFOLK SOUTHE COM 655844108 6,674 285,476 SH SOLE 0 285,476 NORTEL NETWORK COM 656568102 3,913 2,698,867 SH SOLE 0 2,698,867 NORTH FORK BAN COM 659424105 21,464 539,160 SH SOLE 0 539,160 NORTHEAST UTIL COM 664397106 7,206 383,100 SH SOLE 0 383,100 NORTHERN TR CO COM 665859104 5,636 127,918 SH SOLE 0 127,918 NORTHROP GRUMM COM 666807102 10,531 84,249 SH SOLE 0 84,249 NORTHWEST NAT COM 667655104 4,269 148,500 SH SOLE 0 148,500 NORTHWESTERN C COM 668074107 4,160 245,400 SH SOLE 0 245,400 NOVASTAR FINL COM 669947400 708 19,800 SH SOLE 0 19,800 NOVELL INC COM 670006105 710 221,148 SH SOLE 0 221,148 NOVELLUS SYS I COM 670008101 7,256 213,410 SH SOLE 0 213,410 NOVEN PHARMACE COM 670009109 6,814 267,200 SH SOLE 0 267,200 NPS PHARMACEUT COM 62936P103 1,121 73,200 SH SOLE 0 73,200 NSTAR COM 67019E107 6,610 147,600 SH SOLE 0 147,600 NU SKIN ENTERP CL A 67018T105 227 15,600 SH SOLE 0 15,600 NUCOR CORP COM 670346105 4,895 75,258 SH SOLE 0 75,258 NUEVO ENERGY C COM 670509108 1,773 112,200 SH SOLE 0 112,200 NUI CORP COM 629431107 2,431 88,400 SH SOLE 0 88,400 NVIDIA CORP COM 67066G104 1,426 83,000 SH SOLE 0 83,000 NVR INC COM 62944T105 16,891 52,295 SH SOLE 0 52,295 NYFIX INC COM 670712108 1,465 172,300 SH SOLE 0 172,300 O CHARLEYS INC COM 670823103 2,745 108,500 SH SOLE 0 108,500 O REILLY AUTOM COM 686091109 9,926 360,170 SH SOLE 0 360,170 OAK TECHNOLOGY COM 671802106 118 26,100 SH SOLE 0 26,100 OCCIDENTAL PET COM 674599105 8,965 298,931 SH SOLE 0 298,931 OCEAN ENERGY I COM 67481E106 11,001 507,650 SH SOLE 0 507,650 OCEANEERING IN COM 675232102 4,969 184,050 SH SOLE 0 184,050 OCULAR SCIENCE COM 675744106 1,571 59,300 SH SOLE 0 59,300 ODYSSEY HEALTH COM 67611V101 718 19,800 SH SOLE 0 19,800 ODYSSEY RE HLD COM 67612W108 278 16,000 SH SOLE 0 16,000 OFFICE DEPOT I COM 676220106 6,138 365,330 SH SOLE 0 365,330 OFFICEMAX INC COM 67622M108 1,918 325,700 SH SOLE 0 325,700 OFFSHORE LOGIS COM 676255102 2,986 125,000 SH SOLE 0 125,000 OGE ENERGY COR COM 670837103 5,134 224,600 SH SOLE 0 224,600 OHIO CAS CORP COM 677240103 6,851 327,800 SH SOLE 0 327,800 OLD REP INTL C COM 680223104 13,158 417,700 SH SOLE 0 417,700 OLIN CORP COM 680665205 2,891 130,500 SH SOLE 0 130,500 OM GROUP INC COM 670872100 14,325 231,050 SH SOLE 0 231,050 OMI CORP NEW COM Y6476W104 304 74,100 SH SOLE 0 74,100 OMNICARE INC COM 681904108 7,630 290,570 SH SOLE 0 290,570 OMNICOM GROUP COM 681919106 15,322 334,536 SH SOLE 0 334,536 OMNIVISION TEC COM 682128103 471 33,100 SH SOLE 0 33,100 OMNOVA SOLUTIO COM 682129101 2,258 268,800 SH SOLE 0 268,800 ON ASSIGNMENT COM 682159108 2,754 154,700 SH SOLE 0 154,700 ON TECHNOLOGY COM 68219P108 370 205,318 SH SOLE 0 205,318 ONEOK INC NEW COM 682680103 4,181 190,460 SH SOLE 0 190,460 ONI SYSTEMS CO CONV 68273FAA1 1,518 2,240,000 SH SOLE 0 2,240,000 ONYX SOFTWARE COM 683402101 54 16,000 SH SOLE 0 16,000 OPTION CARE IN COM 683948103 1,420 103,375 SH SOLE 0 103,375 ORACLE CORP COM 68389X105 63,799 6,736,975 SH SOLE 0 6,736,975 ORAPHARMA INC COM 68554E106 865 188,134 SH SOLE 0 188,134 ORASURE TECHNO COM 68554V108 650 100,000 SH SOLE 0 100,000 ORBITAL SCIENC WTS 685564130 47 10,723 SH SOLE 0 10,723 OREGON STL MLS COM 686079104 6,016 1,002,700 SH SOLE 0 1,002,700 ORTHODONTIC CT COM 68750P103 7,781 337,550 SH SOLE 0 337,550 ORTHOFIX INTL COM N6748L102 1,684 47,900 SH SOLE 0 47,900 OSHKOSH B GOSH CL A 688222207 3,131 72,000 SH SOLE 0 72,000 OSHKOSH TRUCK COM 688239201 7,045 119,179 SH SOLE 0 119,179 OSI PHARMACEUT COM 671040103 1,188 48,850 SH SOLE 0 48,850 OSTEOTECH INC COM 688582105 703 95,100 SH SOLE 0 95,100 OUTBACK STEAKH COM 689899102 7,620 217,100 SH SOLE 0 217,100 OVERLAND DATA COM 690213103 475 28,800 SH SOLE 0 28,800 OVERSEAS SHIPH COM 690368105 2,017 95,700 SH SOLE 0 95,700 OVERTURE SVCS COM 69039R100 927 38,000 SH SOLE 0 38,000 OWENS & MINOR COM 690732102 7,938 401,700 SH SOLE 0 401,700 OXFORD HEALTH COM 691471106 15,736 338,700 SH SOLE 0 338,700 OXFORD INDS IN COM 691497309 1,182 42,200 SH SOLE 0 42,200 P F CHANGS CHI COM 69333Y108 6,424 204,450 SH SOLE 0 204,450 PACCAR INC COM 693718108 4,037 90,948 SH SOLE 0 90,948 PACER INTL INC COM 69373H106 769 44,600 SH SOLE 0 44,600 PACIFIC SUNWEA COM 694873100 4,176 188,350 SH SOLE 0 188,350 PACIFICARE HEA COM 695112102 2,636 96,922 SH SOLE 0 96,922 PACKAGING CORP COM 695156109 6,053 304,300 SH SOLE 0 304,300 PACTIV CORP COM 695257105 4,098 172,195 SH SOLE 0 172,195 PAC-WEST TELEC COM 69371Y101 54 122,402 SH SOLE 0 122,402 PALL CORP COM 696429307 1,921 92,568 SH SOLE 0 92,568 PALM INC COM 696642107 610 346,787 SH SOLE 0 346,787 PAN PACIFIC RE REIT 69806L104 554 16,200 SH SOLE 0 16,200 PANAMSAT CORP COM 697933109 592 26,200 SH SOLE 0 26,200 PANERA BREAD C CL A 69840W108 8,629 250,348 SH SOLE 0 250,348 PAPA JOHNS INT COM 698813102 3,105 93,000 SH SOLE 0 93,000 PARADYNE NETWO COM 69911G107 236 59,544 SH SOLE 0 59,544 PARAGON TECHNO COM 69912T108 1,183 146,000 SH SOLE 0 146,000 PARAMETRIC TEC COM 699173100 561 163,437 SH SOLE 0 163,437 PAREXEL INTL C COM 699462107 1,953 140,400 SH SOLE 0 140,400 PARK ELECTROCH COM 700416209 3,233 122,000 SH SOLE 0 122,000 PARK PL ENTMT COM 700690100 9,306 907,900 SH SOLE 0 907,900 PARKER HANNIFI COM 701094104 5,533 115,774 SH SOLE 0 115,774 PARKWAY PPTYS REIT 70159Q104 2,143 58,900 SH SOLE 0 58,900 PARTNERRE LTD COM G6852T105 724 14,800 SH SOLE 0 14,800 PATHMARK STORE COM 70322A101 1,198 63,700 SH SOLE 0 63,700 PATINA OIL & G COM 703224105 7,311 266,525 SH SOLE 0 266,525 PATTERSON DENT COM 703412106 10,700 212,600 SH SOLE 0 212,600 PATTERSON UTI COM 703481101 33,930 1,201,900 SH SOLE 0 1,201,900 PAXAR CORP COM 704227107 3,881 231,700 SH SOLE 0 231,700 PAYCHEX INC COM 704326107 5,747 183,660 SH SOLE 0 183,660 PAYLESS SHOESO COM 704379106 2,383 41,334 SH SOLE 0 41,334 PC-TEL INC COM 69325Q105 761 112,400 SH SOLE 0 112,400 PEC SOLUTIONS COM 705107100 365 15,240 SH SOLE 0 15,240 PEDIATRIX MED COM 705324101 3,865 154,600 SH SOLE 0 154,600 PEGASUS COMMUN CL A 705904100 73 99,448 SH SOLE 0 99,448 PEGASUS SOLUTI COM 705906105 2,492 142,400 SH SOLE 0 142,400 PENN NATL GAMI COM 707569109 4,530 249,600 SH SOLE 0 249,600 PENN VA CORP COM 707882106 920 23,600 SH SOLE 0 23,600 PENN-AMER GROU COM 707247102 1,050 99,750 SH SOLE 0 99,750 PENNEY J C INC COM 708160106 5,445 247,294 SH SOLE 0 247,294 PENNZOIL-QUAKE COM 709323109 7,112 330,310 SH SOLE 0 330,310 PENTAIR INC COM 709631105 8,885 184,800 SH SOLE 0 184,800 PENTON MEDIA I COM 709668107 384 178,800 SH SOLE 0 178,800 PEOPLES BK BRI COM 710198102 1,692 64,800 SH SOLE 0 64,800 PEOPLES ENERGY COM 711030106 3,033 83,182 SH SOLE 0 83,182 PEOPLESOFT INC COM 712713106 3,470 233,220 SH SOLE 0 233,220 PEP BOYS MANNY COM 713278109 7,061 419,026 SH SOLE 0 419,026 PEPSI BOTTLING COM 713409100 6,340 205,850 SH SOLE 0 205,850 PEPSIAMERICAS COM 71343P200 6,430 430,370 SH SOLE 0 430,370 PEPSICO INC COM 713448108 53,347 1,106,791 SH SOLE 0 1,106,791 PEREZ COMPANC S ADR 71367B103 1,447 253,900 SH SOLE 0 253,900 PERFORMANCE FO COM 713755106 14,978 442,342 SH SOLE 0 442,342 PERFORMANCE TE COM 71376K102 101 15,300 SH SOLE 0 15,300 PERICOM SEMICO COM 713831105 3,171 273,640 SH SOLE 0 273,640 PERKINELMER IN COM 714046109 1,001 90,578 SH SOLE 0 90,578 PEROT SYS CORP CL A 714265105 1,131 103,850 SH SOLE 0 103,850 PERRIGO CO COM 714290103 3,647 280,500 SH SOLE 0 280,500 PER-SE TECHNOL COM 713569309 1,210 131,500 SH SOLE 0 131,500 PERSONNEL GROU CONV 715338AE9 1,122 3,400,000 SH SOLE 0 3,400,000 PETCO ANIMAL S COM 716016209 752 30,200 SH SOLE 0 30,200 PETROLEO BRASI S ADR 71654V101 506 29,100 SH SOLE 0 29,100 PETROLEO BRASI S ADR 71654V408 30,271 1,605,036 SH SOLE 0 1,605,036 PETROQUEST ENE COM 716748108 304 54,500 SH SOLE 0 54,500 PETSMART INC COM 716768106 4,097 256,890 SH SOLE 0 256,890 PFIZER INC COM 717081103 211,082 6,030,913 SH SOLE 0 6,030,913 PG&E CORP COM 69331C108 10,768 601,877 SH SOLE 0 601,877 PHARMACEUTICAL COM 717124101 11,279 428,194 SH SOLE 0 428,194 PHARMACIA CORP COM 71713U102 35,900 958,614 SH SOLE 0 958,614 PHARMACOPEIA I COM 71713B104 303 35,600 SH SOLE 0 35,600 PHARMACYCLICS COM 716933106 60 13,600 SH SOLE 0 13,600 PHELPS DODGE C COM 717265102 2,378 57,707 SH SOLE 0 57,707 PHILADELPHIA C COM 717528103 8,542 188,400 SH SOLE 0 188,400 PHILADELPHIA S COM 718009608 7,947 393,397 SH SOLE 0 393,397 PHILIP MORRIS COM 718154107 71,307 1,632,483 SH SOLE 0 1,632,483 PHILIPPINE LON S ADR 718252604 656 88,000 SH SOLE 0 88,000 PHILLIPS PETE COM 718507106 15,295 259,767 SH SOLE 0 259,767 PHILLIPS VAN H COM 718592108 4,346 278,600 SH SOLE 0 278,600 PHOENIX TECHNO COM 719153108 1,732 173,230 SH SOLE 0 173,230 PHOTON DYNAMIC COM 719364101 4,604 153,450 SH SOLE 0 153,450 PHOTRONICS INC COM 719405102 4,980 262,948 SH SOLE 0 262,948 PIEDMONT NAT G COM 720186105 6,952 188,000 SH SOLE 0 188,000 PIER 1 IMPORTS COM 720279108 15,921 758,125 SH SOLE 0 758,125 PINNACLE ENTMT COM 723456109 1,546 145,400 SH SOLE 0 145,400 PINNACLE SYS I COM 723481107 5,538 548,300 SH SOLE 0 548,300 PINNACLE WEST COM 723484101 3,689 93,400 SH SOLE 0 93,400 PIONEER NAT RE COM 723787107 10,636 408,300 SH SOLE 0 408,300 PIONEER STD EL COM 723877106 2,129 204,900 SH SOLE 0 204,900 PITNEY BOWES I COM 724479100 5,921 149,072 SH SOLE 0 149,072 PITTSTON CO COM 725701106 5,752 239,677 SH SOLE 0 239,677 PLACER DOME IN COM 725906101 2,505 223,494 SH SOLE 0 223,494 PLAINS RES INC COM 726540503 3,959 148,000 SH SOLE 0 148,000 PLANAR SYS INC COM 726900103 2,803 145,600 SH SOLE 0 145,600 PLANTRONICS IN COM 727493108 3,222 169,500 SH SOLE 0 169,500 PLEXUS CORP COM 729132100 3,338 184,400 SH SOLE 0 184,400 PLUM CREEK TIM COM 729251108 4,574 149,000 SH SOLE 0 149,000 PLX TECHNOLOGY COM 693417107 289 67,900 SH SOLE 0 67,900 PMC-SIERRA INC COM 69344F106 2,430 262,100 SH SOLE 0 262,100 PMI GROUP INC COM 69344M101 18,076 473,200 SH SOLE 0 473,200 PNC FINL SVCS COM 693475105 16,021 306,444 SH SOLE 0 306,444 PNM RES INC COM 69349H107 3,935 162,600 SH SOLE 0 162,600 POGO PRODUCING COM 730448107 10,158 311,400 SH SOLE 0 311,400 POLARIS INDS I COM 731068102 12,355 190,072 SH SOLE 0 190,072 POLYCOM INC COM 73172K104 4,301 358,700 SH SOLE 0 358,700 POLYMEDICA COR COM 731738100 2,733 107,000 SH SOLE 0 107,000 POLYONE CORP COM 73179P106 8,609 765,258 SH SOLE 0 765,258 POPE & TALBOT COM 732827100 1,643 87,700 SH SOLE 0 87,700 PORTUGAL TELEC S ADR 737273102 476 67,000 SH SOLE 0 67,000 POSCO S ADR 693483109 5,645 207,000 SH SOLE 0 207,000 POSSIS MEDICAL COM 737407106 777 62,900 SH SOLE 0 62,900 POST PPTYS INC COM 737464107 1,074 35,600 SH SOLE 0 35,600 POTLATCH CORP COM 737628107 2,689 79,028 SH SOLE 0 79,028 POTOMAC ELEC P COM 737679100 7,436 346,200 SH SOLE 0 346,200 POWER INTEGRAT COM 739276103 4,878 269,200 SH SOLE 0 269,200 POWER-ONE INC COM 739308104 769 123,700 SH SOLE 0 123,700 POWERWAVE TECH COM 739363109 1,933 211,000 SH SOLE 0 211,000 PPG INDS INC COM 693506107 14,891 240,562 SH SOLE 0 240,562 PPL CORP COM 69351T106 5,068 153,202 SH SOLE 0 153,202 PRACTICEWORKS COM 739419109 1,223 66,300 SH SOLE 0 66,300 PRAXAIR INC COM 74005P104 12,946 227,238 SH SOLE 0 227,238 PRE PAID LEGAL COM 740065107 2,306 115,900 SH SOLE 0 115,900 PRECISE SOFTWA COM M41450103 106 11,100 SH SOLE 0 11,100 PRECISION CAST COM 740189105 6,537 198,100 SH SOLE 0 198,100 PRESIDENTIAL L COM 740884101 3,709 183,000 SH SOLE 0 183,000 PRG-SCHULTZ IN COM 69357C107 7,269 590,500 SH SOLE 0 590,500 PRICE COMMUNIC COM 741437305 2,432 152,000 SH SOLE 0 152,000 PRICE T ROWE G COM 74144T108 5,948 180,900 SH SOLE 0 180,900 PRICELINE COM COM 741503106 209 74,900 SH SOLE 0 74,900 PRIDE INTL INC COM 74153Q102 6,761 431,750 SH SOLE 0 431,750 PRIMA ENERGY C COM 741901201 2,160 94,800 SH SOLE 0 94,800 PRIME GROUP RE REIT 74158J103 582 89,475 SH SOLE 0 89,475 PRIME HOSPITAL COM 741917108 3,397 261,500 SH SOLE 0 261,500 PRIME MED SVCS COM 74156D108 192 16,500 SH SOLE 0 16,500 PRINCIPAL FINA COM 74251V102 701 22,600 SH SOLE 0 22,600 PRIORITY HEALT CL B 74264T102 3,346 142,400 SH SOLE 0 142,400 PROCTER & GAMB COM 742718109 94,673 1,060,172 SH SOLE 0 1,060,172 PROGRESS ENERG COM 743263105 16,410 315,508 SH SOLE 0 315,508 PROGRESS FINL COM 743266108 462 47,407 SH SOLE 0 47,407 PROGRESS SOFTW COM 743312100 3,154 205,900 SH SOLE 0 205,900 PROGRESSIVE CO COM 743315103 9,844 170,166 SH SOLE 0 170,166 PROLOGIS TR COM 743410102 77,951 2,998,126 SH SOLE 0 2,998,126 PROQUEST COMPA COM 74346P102 1,789 50,400 SH SOLE 0 50,400 PROTECTIVE LIF COM 743674103 7,613 230,000 SH SOLE 0 230,000 PROTEIN DESIGN COM 74369L103 2,030 186,900 SH SOLE 0 186,900 PROVIDENT BANK COM 743859100 5,023 212,015 SH SOLE 0 212,015 PROVIDENT FINL COM 743866105 3,979 137,150 SH SOLE 0 137,150 PROVIDIAN FINL CONV 74406AAA0 1,808 2,625,000 SH SOLE 0 2,625,000 PROVIDIAN FINL COM 74406A102 1,131 192,270 SH SOLE 0 192,270 PROVINCE HEALT COM 743977100 10,498 469,500 SH SOLE 0 469,500 PRUDENTIAL FIN COM 744320102 4,419 132,476 SH SOLE 0 132,476 PS BUSINESS PK COM 69360J107 1,580 45,200 SH SOLE 0 45,200 PSS WORLD MED COM 69366A100 1,489 183,800 SH SOLE 0 183,800 PTEK HLDGS INC COM 69366M104 223 38,900 SH SOLE 0 38,900 PUBLIC STORAGE COM 74460D109 8,711 234,800 SH SOLE 0 234,800 PUBLIC SVC ENT COM 744573106 6,573 151,812 SH SOLE 0 151,812 PUGET ENERGY I COM 745310102 5,022 243,188 SH SOLE 0 243,188 PULTE HOMES IN COM 745867101 4,024 70,014 SH SOLE 0 70,014 QLOGIC CORP COM 747277101 3,930 103,151 SH SOLE 0 103,151 QRS CORP COM 74726X105 688 88,300 SH SOLE 0 88,300 QUADRAMED CORP CONV 74730WAC5 1,386 1,675,000 SH SOLE 0 1,675,000 QUAKER CHEM CO COM 747316107 1,264 51,600 SH SOLE 0 51,600 QUAKER FABRIC COM 747399103 1,124 72,550 SH SOLE 0 72,550 QUALCOMM INC COM 747525103 14,230 517,635 SH SOLE 0 517,635 QUANEX CORP COM 747620102 6,118 140,000 SH SOLE 0 140,000 QUANTA SVCS IN COM 74762E102 1,738 176,100 SH SOLE 0 176,100 QUANTUM CORP COM 747906204 401 95,500 SH SOLE 0 95,500 QUEST DIAGNOST COM 74834L100 26,939 313,057 SH SOLE 0 313,057 QUESTAR CORP COM 748356102 9,700 392,700 SH SOLE 0 392,700 QUICKSILVER RE COM 74837R104 853 33,000 SH SOLE 0 33,000 QUIKSILVER INC COM 74838C106 5,692 229,500 SH SOLE 0 229,500 QUILMES INDL Q S ADR 74838Y207 1,850 189,185 SH SOLE 0 189,185 QUINENCO S A S ADR 748718103 1,056 216,600 SH SOLE 0 216,600 QUINTILES TRAN COM 748767100 2,061 165,030 SH SOLE 0 165,030 QUIXOTE CORP COM 749056107 1,695 100,000 SH SOLE 0 100,000 QUOVADX INC COM 74913K106 1,049 167,000 SH SOLE 0 167,000 QWEST COMMUNIC COM 749121109 3,340 1,192,940 SH SOLE 0 1,192,940 R & G FINANCIA CL B 749136107 484 20,400 SH SOLE 0 20,400 R G S ENERGY G COM 74956K104 7,773 198,300 SH SOLE 0 198,300 R H DONNELLEY COM 74955W307 2,956 105,700 SH SOLE 0 105,700 RACING CHAMPIO COM 750069106 1,219 68,700 SH SOLE 0 68,700 RADIAN GROUP I COM 750236101 16,006 327,652 SH SOLE 0 327,652 RADIANT SYSTEM COM 75025N102 2,194 168,400 SH SOLE 0 168,400 RADIO ONE INC CL D 75040P405 2,372 159,500 SH SOLE 0 159,500 RADIOSHACK COR COM 750438103 5,316 176,848 SH SOLE 0 176,848 RADISYS CORP COM 750459109 1,330 114,400 SH SOLE 0 114,400 RAILAMERICA IN COM 750753105 1,742 161,000 SH SOLE 0 161,000 RAINBOW TECHNO COM 750862104 1,556 316,320 SH SOLE 0 316,320 RAIT INVT TR REIT 749227104 906 38,200 SH SOLE 0 38,200 RALCORP HLDGS COM 751028101 7,627 244,068 SH SOLE 0 244,068 RAMBUS INC DEL COM 750917106 87 21,300 SH SOLE 0 21,300 RAMCO-GERSHENS REIT 751452202 2,333 115,800 SH SOLE 0 115,800 RANGE RES CORP COM 75281A109 314 56,100 SH SOLE 0 56,100 RARE HOSPITALI COM 753820109 4,593 170,600 SH SOLE 0 170,600 RATIONAL SOFTW COM 75409P202 1,314 160,000 SH SOLE 0 160,000 RAYMOND JAMES COM 754730109 8,655 304,000 SH SOLE 0 304,000 RAYONIER INC COM 754907103 5,478 111,500 SH SOLE 0 111,500 RAYOVAC CORP COM 755081106 4,356 235,100 SH SOLE 0 235,100 RAYTHEON CO COM 755111507 10,189 250,030 SH SOLE 0 250,030 READERS DIGEST CL A 755267101 5,196 277,400 SH SOLE 0 277,400 RECKSON ASSOCS REIT 75621K106 3,991 160,300 SH SOLE 0 160,300 RECOTON CORP COM 756268108 1,264 489,800 SH SOLE 0 489,800 RED HAT INC COM 756577102 258 44,000 SH SOLE 0 44,000 REEBOK INTL LT COM 758110100 18,063 612,292 SH SOLE 0 612,292 REGAL BELOIT C COM 758750103 3,693 151,900 SH SOLE 0 151,900 REGAL ENTMT GR CL A 758766109 301 12,900 SH SOLE 0 12,900 REGENCY CTRS C COM 758849103 291 9,800 SH SOLE 0 9,800 REGENERON PHAR COM 75886F107 3,858 265,900 SH SOLE 0 265,900 REGENT COMMUNI COM 758865109 465 65,900 SH SOLE 0 65,900 REGIONS FINL C COM 758940100 7,223 205,500 SH SOLE 0 205,500 REGIS CORP MIN COM 758932107 7,748 286,775 SH SOLE 0 286,775 REGISTER COM I COM 75914G101 434 57,000 SH SOLE 0 57,000 REHABCARE GROU COM 759148109 2,384 99,200 SH SOLE 0 99,200 REINSURANCE GR COM 759351109 3,042 98,700 SH SOLE 0 98,700 RELIANCE STEEL COM 759509102 5,826 191,000 SH SOLE 0 191,000 RELIANT ENERGY COM 75952J108 4,359 257,956 SH SOLE 0 257,956 REMINGTON OIL COM 759594302 3,713 186,400 SH SOLE 0 186,400 RENAISSANCE RE COM G7496G103 2,851 77,900 SH SOLE 0 77,900 RENAL CARE GRO COM 759930100 11,135 357,450 SH SOLE 0 357,450 RENT A CTR INC COM 76009N100 1,410 24,300 SH SOLE 0 24,300 REPSOL YPF S A S ADR 76026T205 329 27,800 SH SOLE 0 27,800 REPUBLIC SVCS COM 760759100 11,862 622,000 SH SOLE 0 622,000 RESMED INC COM 761152107 3,869 131,600 SH SOLE 0 131,600 RESOURCES CONN COM 76122Q105 3,317 122,900 SH SOLE 0 122,900 RESPIRONICS IN COM 761230101 10,035 294,700 SH SOLE 0 294,700 RETEK INC COM 76128Q109 3,848 158,362 SH SOLE 0 158,362 REYNOLDS & REY CL A 761695105 6,538 233,900 SH SOLE 0 233,900 REYNOLDS R J T COM 76182K105 13,746 255,733 SH SOLE 0 255,733 RF MICRODEVICE COM 749941100 3,347 439,300 SH SOLE 0 439,300 RICHARDSON ELE COM 763165107 1,006 93,800 SH SOLE 0 93,800 RIGGS NATL COR COM 766570105 3,499 234,700 SH SOLE 0 234,700 RIGHT MGMT CON COM 766573109 2,800 106,450 SH SOLE 0 106,450 RLI CORP COM 749607107 2,938 57,600 SH SOLE 0 57,600 RMH TELESERVIC COM 749938106 511 74,370 SH SOLE 0 74,370 ROADWAY CORP COM 769742107 4,053 112,800 SH SOLE 0 112,800 ROBBINS & MYER COM 770196103 2,124 80,900 SH SOLE 0 80,900 ROBERT HALF IN COM 770323103 3,990 171,260 SH SOLE 0 171,260 ROCK OF AGES C CL A 772632105 971 136,900 SH SOLE 0 136,900 ROCK-TENN CO CL A 772739207 316 17,200 SH SOLE 0 17,200 ROCKWELL AUTOM COM 773903109 2,800 140,134 SH SOLE 0 140,134 ROCKWELL COLLI COM 774341101 2,655 96,834 SH SOLE 0 96,834 ROGERS CORP COM 775133101 2,518 92,200 SH SOLE 0 92,200 ROHM & HAAS CO COM 775371107 6,174 152,474 SH SOLE 0 152,474 ROLLINS INC COM 775711104 1,704 83,800 SH SOLE 0 83,800 ROPER INDS INC COM 776696106 7,937 212,800 SH SOLE 0 212,800 ROSLYN BANCORP COM 778162107 5,143 235,600 SH SOLE 0 235,600 ROSS STORES IN COM 778296103 43,717 1,072,800 SH SOLE 0 1,072,800 ROSTELECOM OPE S ADR 778529107 354 59,027 SH SOLE 0 59,027 ROUGE INDS INC CL A 779088103 1,493 829,400 SH SOLE 0 829,400 ROUSE CO COM 779273101 6,029 182,700 SH SOLE 0 182,700 ROWAN COS INC COM 779382100 1,203 56,088 SH SOLE 0 56,088 ROXIO INC COM 780008108 1,031 143,216 SH SOLE 0 143,216 ROYAL APPLIANC COM 780076105 472 73,200 SH SOLE 0 73,200 ROYAL BK CDA M COM 780087102 279 8,031 SH SOLE 0 8,031 ROYAL CARIBBEA COM V7780T103 1,424 73,000 SH SOLE 0 73,000 ROYAL DUTCH PE COM 780257804 91,014 1,646,722 SH SOLE 0 1,646,722 RPM INC OHIO COM 749685103 9,108 597,225 SH SOLE 0 597,225 RTI INTL METAL COM 74973W107 1,417 116,600 SH SOLE 0 116,600 RUBY TUESDAY I COM 781182100 9,698 499,900 SH SOLE 0 499,900 RUDDICK CORP COM 781258108 2,463 145,200 SH SOLE 0 145,200 RUDOLPH TECHNO COM 781270103 6,633 266,060 SH SOLE 0 266,060 RUSS BERRIE & COM 782233100 4,227 119,400 SH SOLE 0 119,400 RUSSELL CORP COM 782352108 4,273 222,000 SH SOLE 0 222,000 RYANS FAMILY S COM 783519101 4,222 319,600 SH SOLE 0 319,600 RYDER SYS INC COM 783549108 967 35,711 SH SOLE 0 35,711 RYERSON TULL I COM 78375P107 1,916 164,740 SH SOLE 0 164,740 RYLAND GROUP I COM 783764103 11,739 235,960 SH SOLE 0 235,960 S & T BANCORP COM 783859101 524 19,400 SH SOLE 0 19,400 S1 CORPORATION COM 78463B101 308 41,650 SH SOLE 0 41,650 SABRE HLDGS CO CL A 785905100 4,618 129,004 SH SOLE 0 129,004 SAFECO CORP COM 786429100 2,028 65,660 SH SOLE 0 65,660 SAFEGUARD SCIE COM 786449108 80 40,000 SH SOLE 0 40,000 SAFEWAY INC COM 786514208 10,307 353,090 SH SOLE 0 353,090 SAGA COMMUNICA CL A 786598102 2,697 119,875 SH SOLE 0 119,875 SAKS INC COM 79377W108 5,092 396,537 SH SOLE 0 396,537 SALEM COMMUNIC CL A 794093104 1,360 54,700 SH SOLE 0 54,700 SALIX PHARMACE COM 795435106 1,119 73,300 SH SOLE 0 73,300 SALTON INC COM 795757103 885 61,700 SH SOLE 0 61,700 SAN JUAN BASIN REIT 798241105 775 70,000 SH SOLE 0 70,000 SANCHEZ COMPUT COM 799702105 636 142,600 SH SOLE 0 142,600 SANDISK CORP COM 80004C101 805 64,900 SH SOLE 0 64,900 SANDY SPRING B COM 800363103 381 11,850 SH SOLE 0 11,850 SANGSTAT MED C COM 801003104 4,385 190,800 SH SOLE 0 190,800 SANMINA SCI CO COM 800907107 2,054 325,528 SH SOLE 0 325,528 SAP AKTIENGESE S ADR 803054204 238 9,800 SH SOLE 0 9,800 SAPIENT CORP COM 803062108 15 14,400 SH SOLE 0 14,400 SARA LEE CORP COM 803111103 12,143 588,305 SH SOLE 0 588,305 SBA COMMUNICAT COM 78388J106 163 115,393 SH SOLE 0 115,393 SBC COMMUNICAT COM 78387G103 108,929 3,571,453 SH SOLE 0 3,571,453 SBS TECHNOLOGI COM 78387P103 1,002 81,800 SH SOLE 0 81,800 SCANA CORP NEW COM 80589M102 10,795 349,700 SH SOLE 0 349,700 SCANSOFT INC COM 80603P107 1,020 137,800 SH SOLE 0 137,800 SCANSOURCE INC COM 806037107 657 10,700 SH SOLE 0 10,700 SCHEIN HENRY I COM 806407102 12,387 278,352 SH SOLE 0 278,352 SCHERING PLOUG COM 806605101 51,528 2,094,646 SH SOLE 0 2,094,646 SCHLUMBERGER L COM 806857108 19,701 423,688 SH SOLE 0 423,688 SCHOLASTIC COR COM 807066105 6,079 160,400 SH SOLE 0 160,400 SCHOOL SPECIAL COM 807863105 4,199 158,100 SH SOLE 0 158,100 SCHULMAN A INC COM 808194104 3,565 166,200 SH SOLE 0 166,200 SCHWAB CHARLES COM 808513105 9,811 876,016 SH SOLE 0 876,016 SCHWEITZER-MAU COM 808541106 3,506 142,500 SH SOLE 0 142,500 SCIENTIFIC ATL COM 808655104 2,975 180,828 SH SOLE 0 180,828 SCIENTIFIC GAM CL A 80874P109 3,719 468,450 SH SOLE 0 468,450 SCIOS INC COM 808905103 3,307 108,048 SH SOLE 0 108,048 SCIQUEST INC COM 80908Q107 43 56,786 SH SOLE 0 56,786 SCM MICROSYSTE COM 784018103 1,172 87,600 SH SOLE 0 87,600 SCOTTISH ANNUI COM G7885T104 3,948 206,900 SH SOLE 0 206,900 SCOTTS CO CL A 810186106 9,375 206,500 SH SOLE 0 206,500 SCP POOL CORP COM 784028102 4,327 155,875 SH SOLE 0 155,875 SCPIE HLDGS IN COM 78402P104 318 52,300 SH SOLE 0 52,300 SCRIPPS E W CO CL A 811054204 685 8,900 SH SOLE 0 8,900 SEACHANGE INTL COM 811699107 1,763 200,850 SH SOLE 0 200,850 SEACOAST BKG C COM 811707306 1,183 20,500 SH SOLE 0 20,500 SEACOAST FINL COM 81170Q106 3,507 139,900 SH SOLE 0 139,900 SEACOR SMIT IN COM 811904101 9,077 191,700 SH SOLE 0 191,700 SEALED AIR COR COM 81211K100 3,399 84,396 SH SOLE 0 84,396 SEARS ROEBUCK COM 812387108 14,438 265,894 SH SOLE 0 265,894 SECOND BANCORP COM 813114105 1,987 72,800 SH SOLE 0 72,800 SEI INVESTMENT COM 784117103 10,300 365,650 SH SOLE 0 365,650 SEITEL INC COM 816074306 160 160,390 SH SOLE 0 160,390 SELECT MEDICAL COM 816196109 247 15,800 SH SOLE 0 15,800 SELECTICA INC COM 816288104 311 78,400 SH SOLE 0 78,400 SELECTIVE INS COM 816300107 4,230 149,300 SH SOLE 0 149,300 SEMCO ENERGY I COM 78412D109 101 11,200 SH SOLE 0 11,200 SEMITOOL INC COM 816909105 1,311 160,700 SH SOLE 0 160,700 SEMPRA ENERGY COM 816851109 3,663 165,538 SH SOLE 0 165,538 SEMTECH CORP COM 816850101 7,770 291,005 SH SOLE 0 291,005 SENSIENT TECHN COM 81725T100 3,735 164,100 SH SOLE 0 164,100 SEPRACOR INC COM 817315104 923 96,700 SH SOLE 0 96,700 SEQUA CORPORAT CL A 817320104 1,896 29,000 SH SOLE 0 29,000 SEQUENOM INC COM 817337108 241 68,200 SH SOLE 0 68,200 SERENA SOFTWAR COM 817492101 3,395 247,900 SH SOLE 0 247,900 SEROLOGICALS C COM 817523103 5,976 326,720 SH SOLE 0 326,720 SERVICEMASTER COM 81760N109 244 17,800 SH SOLE 0 17,800 SHAW GROUP INC COM 820280105 8,949 291,500 SH SOLE 0 291,500 SHELL TRANS & ADR 822703609 774 17,200 SH SOLE 0 17,200 SHERWIN WILLIA COM 824348106 5,097 170,285 SH SOLE 0 170,285 SHIRE PHARMACE S ADR 82481R106 284 11,000 SH SOLE 0 11,000 SHOE CARNIVAL COM 824889109 314 14,700 SH SOLE 0 14,700 SHOPKO STORES COM 824911101 3,319 164,300 SH SOLE 0 164,300 SHUFFLE MASTER COM 825549108 4,591 249,900 SH SOLE 0 249,900 SHURGARD STORA COM 82567D104 9,182 264,600 SH SOLE 0 264,600 SICOR INC COM 825846108 1,344 72,515 SH SOLE 0 72,515 SIEBEL SYS INC COM 826170102 4,020 282,700 SH SOLE 0 282,700 SIERRA HEALTH COM 826322109 3,865 172,950 SH SOLE 0 172,950 SIERRA PAC RES COM 826428104 6,220 797,480 SH SOLE 0 797,480 SIGMA ALDRICH COM 826552101 2,025 40,369 SH SOLE 0 40,369 SILGAN HOLDING COM 827048109 1,428 35,300 SH SOLE 0 35,300 SILICON GRAPHI COM 827056102 125 42,500 SH SOLE 0 42,500 SILICON IMAGE COM 82705T102 207 33,900 SH SOLE 0 33,900 SILICON LABORA COM 826919102 1,419 50,700 SH SOLE 0 50,700 SILICON STORAG COM 827057100 1,931 247,500 SH SOLE 0 247,500 SILICON VY BAN COM 827064106 3,577 135,700 SH SOLE 0 135,700 SILICONWARE PR S ADR 827084864 1,310 379,710 SH SOLE 0 379,710 SIMON PPTY GRO COM 828806109 57,894 1,571,500 SH SOLE 0 1,571,500 SIMPSON MANUFA COM 829073105 4,022 70,400 SH SOLE 0 70,400 SINCLAIR BROAD CL A 829226109 4,242 291,350 SH SOLE 0 291,350 SIX FLAGS INC COM 83001P109 4,401 304,600 SH SOLE 0 304,600 SK TELECOM LTD S ADR 78440P108 3,845 156,610 SH SOLE 0 156,610 SKECHERS U S A CL A 830566105 421 19,500 SH SOLE 0 19,500 SKY FINL GROUP COM 83080P103 1,967 93,000 SH SOLE 0 93,000 SKYLINE CORP COM 830830105 1,554 47,100 SH SOLE 0 47,100 SKYWEST INC COM 830879102 11,989 512,550 SH SOLE 0 512,550 SL GREEN RLTY COM 78440X101 3,544 99,400 SH SOLE 0 99,400 SLM CORP COM 78442P106 18,329 189,155 SH SOLE 0 189,155 SMITH A O COM 831865209 5,780 185,200 SH SOLE 0 185,200 SMITH INTL INC COM 832110100 9,656 141,600 SH SOLE 0 141,600 SMITHFIELD FOO COM 832248108 6,363 343,000 SH SOLE 0 343,000 SMUCKER J M CO COM 832696405 4,666 136,717 SH SOLE 0 136,717 SMURFIT-STONE COM 832727101 682 44,200 SH SOLE 0 44,200 SNAP ON INC COM 833034101 1,505 50,686 SH SOLE 0 50,686 SOLA INTL INC COM 834092108 1,795 156,100 SH SOLE 0 156,100 SOLECTRON CORP COM 834182107 3,070 499,154 SH SOLE 0 499,154 SOLUTIA INC COM 834376105 1,495 212,900 SH SOLE 0 212,900 SOMERA COMMUNI COM 834458101 175 24,500 SH SOLE 0 24,500 SONIC AUTOMOTI CL A 83545G102 966 37,500 SH SOLE 0 37,500 SONIC CORP COM 835451105 9,007 286,750 SH SOLE 0 286,750 SONOCO PRODS C COM 835495102 8,311 293,460 SH SOLE 0 293,460 SONY CORP ADR 835699307 738 13,900 SH SOLE 0 13,900 SOTHEBYS HLDGS CL A 835898107 2,438 171,100 SH SOLE 0 171,100 SOURCECORP COM 836167106 3,934 148,450 SH SOLE 0 148,450 SOUTH FINL GRO COM 837841105 5,187 231,467 SH SOLE 0 231,467 SOUTHERN CO COM 842587107 12,780 466,419 SH SOLE 0 466,419 SOUTHERN PERU COM 843611104 169 11,300 SH SOLE 0 11,300 SOUTHERN UN CO COM 844030106 5,361 315,360 SH SOLE 0 315,360 SOUTHTRUST COR COM 844730101 7,651 292,900 SH SOLE 0 292,900 SOUTHWEST AIRL COM 844741108 10,018 619,919 SH SOLE 0 619,919 SOUTHWEST BANC COM 84476R109 6,929 191,300 SH SOLE 0 191,300 SOUTHWEST GAS COM 844895102 5,923 239,300 SH SOLE 0 239,300 SOUTHWESTERN E COM 845467109 2,885 189,900 SH SOLE 0 189,900 SOVEREIGN BANC COM 845905108 10,948 732,295 SH SOLE 0 732,295 SOVRAN SELF ST COM 84610H108 632 18,500 SH SOLE 0 18,500 SPANISH BROADC CL A 846425882 508 50,780 SH SOLE 0 50,780 SPARTECH CORP COM 847220209 1,601 58,800 SH SOLE 0 58,800 SPDR TR COM 78462F103 32,432 327,729 SH SOLE 0 327,729 SPECIALTY LABO COM 84749R100 185 22,000 SH SOLE 0 22,000 SPECTRALINK CO COM 847580107 528 49,600 SH SOLE 0 49,600 SPECTRASITE HL COM 84760T100 21 117,802 SH SOLE 0 117,802 SPEEDFAM-IPEC COM 847705100 282 53,800 SH SOLE 0 53,800 SPEEDWAY MOTOR COM 847788106 1,882 74,000 SH SOLE 0 74,000 SPHERION CORP COM 848420105 4,031 338,711 SH SOLE 0 338,711 SPINNAKER EXPL COM 84855W109 1,690 46,920 SH SOLE 0 46,920 SPORTS AUTH IN COM 849176102 579 51,000 SH SOLE 0 51,000 SPRINT CORP COM 852061100 10,271 968,032 SH SOLE 0 968,032 SPRINT CORP COM 852061506 7,315 1,636,566 SH SOLE 0 1,636,566 SPS TECHNOLOGI COM 784626103 2,914 76,345 SH SOLE 0 76,345 SPSS INC COM 78462K102 1,467 94,400 SH SOLE 0 94,400 SPX CORP COM 784635104 14,353 122,153 SH SOLE 0 122,153 SS&C TECHNOLOG COM 85227Q100 159 11,300 SH SOLE 0 11,300 ST JUDE MED IN COM 790849103 4,215 57,072 SH SOLE 0 57,072 ST MARY LD & E COM 792228108 4,220 175,400 SH SOLE 0 175,400 ST PAUL COS IN COM 792860108 4,903 125,972 SH SOLE 0 125,972 STAGE STORES I COM 85254C305 591 17,000 SH SOLE 0 17,000 STANCORP FINL COM 852891100 8,282 149,220 SH SOLE 0 149,220 STANDARD MICRO COM 853626109 2,182 92,400 SH SOLE 0 92,400 STANDARD MTR P COM 853666105 1,192 70,300 SH SOLE 0 70,300 STANDARD PAC C COM 85375C101 6,728 191,800 SH SOLE 0 191,800 STANDARD REGIS COM 853887107 5,997 175,400 SH SOLE 0 175,400 STANDEX INTL C COM 854231107 1,704 67,900 SH SOLE 0 67,900 STANLEY WKS COM 854616109 2,613 63,726 SH SOLE 0 63,726 STAPLES INC COM 855030102 8,275 420,075 SH SOLE 0 420,075 STARBUCKS CORP COM 855244109 5,809 233,764 SH SOLE 0 233,764 STARTEK INC COM 85569C107 2,896 108,300 SH SOLE 0 108,300 STARWOOD HOTEL COM 85590A203 63,917 1,943,350 SH SOLE 0 1,943,350 STATE AUTO FIN COM 855707105 239 14,600 SH SOLE 0 14,600 STATE STR CORP COM 857477103 8,235 184,233 SH SOLE 0 184,233 STATEN IS BANC COM 857550107 7,471 389,112 SH SOLE 0 389,112 STATION CASINO COM 857689103 2,100 117,640 SH SOLE 0 117,640 STEAK N SHAKE COM 857873103 2,442 156,054 SH SOLE 0 156,054 STEEL DYNAMICS COM 858119100 5,547 336,800 SH SOLE 0 336,800 STEEL TECHNOLO COM 858147101 705 53,500 SH SOLE 0 53,500 STEIN MART INC COM 858375108 2,861 241,000 SH SOLE 0 241,000 STEINER LEISUR COM P8744Y102 551 38,000 SH SOLE 0 38,000 STERICYCLE INC COM 858912108 2,934 82,872 SH SOLE 0 82,872 STERIS CORP COM 859152100 6,154 322,011 SH SOLE 0 322,011 STERLING BANCS COM 858907108 4,384 296,850 SH SOLE 0 296,850 STEWART & STEV COM 860342104 1,407 79,300 SH SOLE 0 79,300 STEWART ENTERP CL A 860370105 1,257 197,300 SH SOLE 0 197,300 STEWART INFORM COM 860372101 2,073 100,900 SH SOLE 0 100,900 STILLWATER MNG COM 86074Q102 5,591 343,450 SH SOLE 0 343,450 STILWELL FINL COM 860831106 3,383 185,900 SH SOLE 0 185,900 STMICROELECTRO COM 861012102 1,302 53,500 SH SOLE 0 53,500 STONE ENERGY C COM 861642106 9,213 228,900 SH SOLE 0 228,900 STONERIDGE INC COM 86183P102 281 15,000 SH SOLE 0 15,000 STORAGE TECHNO COM 862111200 15,266 955,900 SH SOLE 0 955,900 STRATEGIC DIAG COM 862700101 358 81,400 SH SOLE 0 81,400 STRAYER ED INC COM 863236105 948 14,900 SH SOLE 0 14,900 STRIDE RITE CO COM 863314100 1,887 235,900 SH SOLE 0 235,900 STRYKER CORP COM 863667101 8,032 150,100 SH SOLE 0 150,100 STURM RUGER & COM 864159108 2,137 151,000 SH SOLE 0 151,000 SUMMIT PPTYS I REIT 866239106 1,828 78,300 SH SOLE 0 78,300 SUN BANCORP IN COM 86663B102 1,074 77,339 SH SOLE 0 77,339 SUN COMMUNITIE COM 866674104 1,991 47,700 SH SOLE 0 47,700 SUN MICROSYSTE COM 866810104 13,867 2,767,797 SH SOLE 0 2,767,797 SUNGARD DATA S COM 867363103 24,105 910,300 SH SOLE 0 910,300 SUNOCO INC COM 86764P109 2,161 60,638 SH SOLE 0 60,638 SUNRISE ASSIST COM 86768K106 5,800 216,400 SH SOLE 0 216,400 SUNTRUST BKS I COM 867914103 15,525 229,248 SH SOLE 0 229,248 SUPERGEN INC COM 868059106 306 42,200 SH SOLE 0 42,200 SUPERIOR ENERG COM 868157108 1,422 140,100 SH SOLE 0 140,100 SUPERIOR FINAN COM 868161100 1,052 54,920 SH SOLE 0 54,920 SUPERIOR INDS COM 868168105 4,819 104,200 SH SOLE 0 104,200 SUPERTEX INC COM 868532102 1,232 69,900 SH SOLE 0 69,900 SUPERVALU INC COM 868536103 3,967 161,708 SH SOLE 0 161,708 SURMODICS INC COM 868873100 2,843 109,400 SH SOLE 0 109,400 SUSQUEHANNA BA COM 869099101 7,437 327,495 SH SOLE 0 327,495 SWIFT ENERGY C COM 870738101 2,378 150,600 SH SOLE 0 150,600 SWIFT TRANSN C COM 870756103 5,608 240,680 SH SOLE 0 240,680 SWS GROUP INC COM 78503N107 1,899 96,767 SH SOLE 0 96,767 SYBASE INC COM 871130100 3,791 359,300 SH SOLE 0 359,300 SYBRON DENTAL COM 871142105 4,064 219,700 SH SOLE 0 219,700 SYKES ENTERPRI COM 871237103 907 112,500 SH SOLE 0 112,500 SYLVAN LEARNIN COM 871399101 3,638 182,450 SH SOLE 0 182,450 SYMANTEC CORP COM 871503108 14,743 448,800 SH SOLE 0 448,800 SYMBOL TECHNOL COM 871508107 865 101,750 SH SOLE 0 101,750 SYMMETRICOM IN COM 871543104 577 158,050 SH SOLE 0 158,050 SYNAPTICS INC COM 87157D109 397 52,600 SH SOLE 0 52,600 SYNCOR INTL CO COM 87157J106 4,476 142,100 SH SOLE 0 142,100 SYNOPSYS INC COM 871607107 12,950 236,266 SH SOLE 0 236,266 SYNOVUS FINL C COM 87161C105 3,922 142,502 SH SOLE 0 142,502 SYPRIS SOLUTIO COM 871655106 887 48,700 SH SOLE 0 48,700 SYSCO CORP COM 871829107 12,355 453,900 SH SOLE 0 453,900 SYSTEMS & COMP COM 871873105 2,576 190,700 SH SOLE 0 190,700 TAIWAN SEMICON S ADR 874039100 601 46,200 SH SOLE 0 46,200 TAKE-TWO INTER COM 874054109 6,849 332,650 SH SOLE 0 332,650 TALX CORP COM 874918105 2,305 121,595 SH SOLE 0 121,595 TANOX INC COM 87588Q109 827 76,400 SH SOLE 0 76,400 TARGET CORP COM 87612E106 41,786 1,096,752 SH SOLE 0 1,096,752 TARO PHARMACEU COM M8737E108 2,087 85,100 SH SOLE 0 85,100 TAUBMAN CTRS I COM 876664103 26,036 1,707,300 SH SOLE 0 1,707,300 TBC CORP COM 872180104 2,212 139,300 SH SOLE 0 139,300 TCF FINL CORP COM 872275102 12,462 253,800 SH SOLE 0 253,800 TECH DATA CORP COM 878237106 9,245 244,250 SH SOLE 0 244,250 TECHNE CORP COM 878377100 7,619 270,000 SH SOLE 0 270,000 TECHNITROL INC COM 878555101 5,876 252,210 SH SOLE 0 252,210 TECO ENERGY IN COM 872375100 2,502 101,100 SH SOLE 0 101,100 TECUMSEH PRODS CL A 878895200 4,873 91,800 SH SOLE 0 91,800 TEEKAY SHIPPIN COM Y8564W103 746 20,200 SH SOLE 0 20,200 TEKELEC COM 879101103 124 15,500 SH SOLE 0 15,500 TEKTRONIX INC COM 879131100 1,635 87,406 SH SOLE 0 87,406 TELECOM ITALIA S ADR 87927W106 586 7,500 SH SOLE 0 7,500 TELECOMUNICACO S ADR 879287308 6,895 304,023 SH SOLE 0 304,023 TELEDYNE TECHN COM 879360105 5,692 274,300 SH SOLE 0 274,300 TELEFLEX INC COM 879369106 7,035 123,100 SH SOLE 0 123,100 TELEFONICA S A S ADR 879382208 334 13,457 SH SOLE 0 13,457 TELEFONOS DE M S ADR 879403780 27,339 852,211 SH SOLE 0 852,211 TELEPHONE & DA COM 879433100 10,808 178,500 SH SOLE 0 178,500 TELIK INC COM 87959M109 710 56,781 SH SOLE 0 56,781 TELLABS INC COM 879664100 2,264 365,168 SH SOLE 0 365,168 TEMPLE INLAND COM 879868107 3,220 55,658 SH SOLE 0 55,658 TENET HEALTHCA CONV 88033GAD2 497 500,000 SH SOLE 0 500,000 TENET HEALTHCA COM 88033G100 59,157 826,787 SH SOLE 0 826,787 TENNECO AUTOMO COM 880349105 682 103,300 SH SOLE 0 103,300 TERADYNE INC COM 880770102 6,864 292,100 SH SOLE 0 292,100 TERRA NETWORKS S ADR 88100W103 113 19,500 SH SOLE 0 19,500 TETRA TECH INC COM 88162G103 4,453 302,906 SH SOLE 0 302,906 TETRA TECHNOLO COM 88162F105 4,269 160,800 SH SOLE 0 160,800 TEVA PHARMACEU ADR 881624209 6,443 96,488 SH SOLE 0 96,488 TEXAS BIOTECHN COM 88221T104 236 60,500 SH SOLE 0 60,500 TEXAS INDS INC COM 882491103 3,902 123,900 SH SOLE 0 123,900 TEXAS INSTRS I COM 882508104 39,450 1,664,554 SH SOLE 0 1,664,554 TEXTRON INC COM 883203101 4,403 93,883 SH SOLE 0 93,883 THERAGENICS CO COM 883375107 1,630 193,400 SH SOLE 0 193,400 THERASENSE INC COM 883381105 573 31,000 SH SOLE 0 31,000 THERMA-WAVE IN COM 88343A108 3,016 264,800 SH SOLE 0 264,800 THERMO ELECTRO COM 883556102 1,906 115,485 SH SOLE 0 115,485 THERMOGENESIS COM 883623209 307 145,000 SH SOLE 0 145,000 THOMAS & BETTS COM 884315102 993 53,411 SH SOLE 0 53,411 THOMAS INDS IN COM 884425109 2,468 85,700 SH SOLE 0 85,700 THOR INDS INC COM 885160101 28,554 400,700 SH SOLE 0 400,700 THORNBURG MTG COM 885218107 1,159 58,900 SH SOLE 0 58,900 THQ INC COM 872443403 8,946 300,010 SH SOLE 0 300,010 THREE FIVE SYS COM 88554L108 2,782 244,049 SH SOLE 0 244,049 TIBCO SOFTWARE COM 88632Q103 141 25,400 SH SOLE 0 25,400 TICKETMASTER CL B 88633P203 1,101 58,855 SH SOLE 0 58,855 TIDEWATER INC COM 886423102 8,055 244,688 SH SOLE 0 244,688 TIFFANY & CO N COM 886547108 2,756 78,300 SH SOLE 0 78,300 TIMBERLAND CO CL A 887100105 6,448 180,000 SH SOLE 0 180,000 TIMKEN CO COM 887389104 7,695 344,600 SH SOLE 0 344,600 TITAN CORP COM 888266103 6,057 331,170 SH SOLE 0 331,170 TITAN INTL INC COM 88830M102 483 116,500 SH SOLE 0 116,500 TITAN PHARMACE COM 888314101 45 13,300 SH SOLE 0 13,300 TJX COS INC NE COM 872540109 14,583 743,664 SH SOLE 0 743,664 TMP WORLDWIDE COM 872941109 3,086 143,543 SH SOLE 0 143,543 TOLL BROTHERS COM 889478103 14,846 506,700 SH SOLE 0 506,700 TOLLGRADE COMM COM 889542106 1,461 99,600 SH SOLE 0 99,600 TOO INC COM 890333107 10,666 346,300 SH SOLE 0 346,300 TOOTSIE ROLL I COM 890516107 6,126 158,878 SH SOLE 0 158,878 TORCHMARK CORP COM 891027104 5,606 146,747 SH SOLE 0 146,747 TORO CO COM 891092108 5,252 92,400 SH SOLE 0 92,400 TOTAL FINA ELF S ADR 89151E109 1,331 16,450 SH SOLE 0 16,450 TOTAL SYS SVCS COM 891906109 442 23,500 SH SOLE 0 23,500 TOWER AUTOMOTI COM 891707101 8,631 618,700 SH SOLE 0 618,700 TOYOTA MOTOR C S ADR 892331307 339 6,400 SH SOLE 0 6,400 TOYS R US INC COM 892335100 2,315 132,520 SH SOLE 0 132,520 TRACTOR SUPPLY COM 892356106 2,818 39,700 SH SOLE 0 39,700 TRAMMELL CROW COM 89288R106 1,215 84,100 SH SOLE 0 84,100 TRANSACTION SY CL A 893416107 1,157 98,400 SH SOLE 0 98,400 TRANSKARYOTIC COM 893735100 1,880 52,145 SH SOLE 0 52,145 TRANSOCEAN INC COM G90078109 9,112 292,511 SH SOLE 0 292,511 TRANSWITCH COR COM 894065101 119 186,000 SH SOLE 0 186,000 TREDEGAR CORP COM 894650100 5,332 220,800 SH SOLE 0 220,800 TRENWICK GROUP COM G9032C109 1,548 206,450 SH SOLE 0 206,450 TRIAD GTY INC COM 895925105 596 13,700 SH SOLE 0 13,700 TRIAD HOSPITAL COM 89579K109 9,321 219,930 SH SOLE 0 219,930 TRIARC COS INC CL A 895927101 4,584 166,100 SH SOLE 0 166,100 TRIBUNE CO NEW COM 896047107 13,402 308,098 SH SOLE 0 308,098 TRIGON HEALTHC COM 89618L100 12,945 128,700 SH SOLE 0 128,700 TRIMBLE NAVIGA COM 896239100 2,554 164,800 SH SOLE 0 164,800 TRIMERIS INC COM 896263100 2,117 47,700 SH SOLE 0 47,700 TRINITY INDS I COM 896522109 11,456 552,900 SH SOLE 0 552,900 TRIQUINT SEMIC COM 89674K103 2,344 365,700 SH SOLE 0 365,700 TRITON PCS HLD CL A 89677M106 47 12,000 SH SOLE 0 12,000 TRIUMPH GROUP COM 896818101 5,004 112,200 SH SOLE 0 112,200 TRIZEC PROPERT COM 89687P107 3,524 209,000 SH SOLE 0 209,000 TRIZETTO GROUP COM 896882107 447 52,300 SH SOLE 0 52,300 TRUSTCO BK COR COM 898349105 5,483 416,339 SH SOLE 0 416,339 TRUSTMARK CORP COM 898402102 1,032 40,400 SH SOLE 0 40,400 TRW INC COM 872649108 4,743 83,239 SH SOLE 0 83,239 TUBOS DE ACERO ADR 898592506 1,599 173,810 SH SOLE 0 173,810 TUESDAY MORNIN COM 899035505 412 22,200 SH SOLE 0 22,200 TULARIK INC COM 899165104 363 39,600 SH SOLE 0 39,600 TUPPERWARE COR COM 899896104 844 40,583 SH SOLE 0 40,583 TURNSTONE SYST COM 900423104 196 45,300 SH SOLE 0 45,300 TV AZTECA S A S ADR 901145102 254 37,300 SH SOLE 0 37,300 TWEETER HOME E COM 901167106 1,801 110,250 SH SOLE 0 110,250 TXU CORP COM 873168108 10,090 195,727 SH SOLE 0 195,727 TYCO INTL LTD COM 902124106 29,297 2,168,566 SH SOLE 0 2,168,566 TYSON FOODS IN CL A 902494103 16,018 1,032,754 SH SOLE 0 1,032,754 U S B HLDG INC COM 902910108 1,416 68,750 SH SOLE 0 68,750 U S G CORP COM 903293405 185 25,900 SH SOLE 0 25,900 U S LIQUIDS IN COM 902974104 298 101,000 SH SOLE 0 101,000 UCBH HOLDINGS COM 90262T308 5,656 148,800 SH SOLE 0 148,800 UGI CORP NEW COM 902681105 6,152 192,600 SH SOLE 0 192,600 UICI COM 902737105 5,549 274,700 SH SOLE 0 274,700 UIL HLDG CORP COM 902748102 4,549 83,535 SH SOLE 0 83,535 ULTIMATE ELECT COM 903849107 2,819 108,800 SH SOLE 0 108,800 ULTRAPAR PARTI S ADR 90400P101 1,262 174,000 SH SOLE 0 174,000 ULTRATECH STEP COM 904034105 2,723 168,200 SH SOLE 0 168,200 UMB FINL CORP COM 902788108 492 10,500 SH SOLE 0 10,500 UNIFI INC COM 904677101 2,757 252,900 SH SOLE 0 252,900 UNILEVER N V COM 904784709 30,526 471,083 SH SOLE 0 471,083 UNION PAC CORP COM 907818108 14,689 232,128 SH SOLE 0 232,128 UNION PLANTERS COM 908068109 5,287 163,325 SH SOLE 0 163,325 UNIONBANCAL CO COM 908906100 1,893 40,400 SH SOLE 0 40,400 UNISOURCE ENER COM 909205106 4,142 222,700 SH SOLE 0 222,700 UNISYS CORP COM 909214108 1,723 191,405 SH SOLE 0 191,405 UNIT CORP COM 909218109 3,611 208,100 SH SOLE 0 208,100 UNITED BANKSHA COM 909907107 7,245 246,600 SH SOLE 0 246,600 UNITED MICROEL S ADR 910873207 5,753 782,700 SH SOLE 0 782,700 UNITED NAT FOO COM 911163103 2,360 119,800 SH SOLE 0 119,800 UNITED NATL BA COM 910909100 1,173 51,000 SH SOLE 0 51,000 UNITED ONLINE COM 911268100 197 16,400 SH SOLE 0 16,400 UNITED PARCEL CL B 911312106 3,267 52,900 SH SOLE 0 52,900 UNITED RENTALS COM 911363109 8,386 384,695 SH SOLE 0 384,695 UNITED RETAIL COM 911380103 387 36,900 SH SOLE 0 36,900 UNITED STATES COM 911684108 626 24,600 SH SOLE 0 24,600 UNITED STATES COM 912909108 1,640 82,434 SH SOLE 0 82,434 UNITED STATION COM 913004107 8,382 275,740 SH SOLE 0 275,740 UNITED TECHNOL COM 913017109 71,538 1,053,581 SH SOLE 0 1,053,581 UNITEDHEALTH G COM 91324P102 49,812 544,097 SH SOLE 0 544,097 UNITRIN INC COM 913275103 6,735 188,300 SH SOLE 0 188,300 UNIVERSAL COMP COM 913431102 1,166 48,600 SH SOLE 0 48,600 UNIVERSAL CORP COM 913456109 2,672 72,800 SH SOLE 0 72,800 UNIVERSAL DISP COM 91347P105 229 27,600 SH SOLE 0 27,600 UNIVERSAL ELEC COM 913483103 1,870 125,000 SH SOLE 0 125,000 UNIVERSAL FST COM 913543104 3,672 156,800 SH SOLE 0 156,800 UNIVERSAL HLTH CL B 913903100 8,350 170,400 SH SOLE 0 170,400 UNIVISION COMM CL A 914906102 4,038 128,600 SH SOLE 0 128,600 UNOCAL CORP COM 915289102 10,566 286,037 SH SOLE 0 286,037 UNOVA INC COM 91529B106 941 145,000 SH SOLE 0 145,000 UNUMPROVIDENT COM 91529Y106 6,606 259,585 SH SOLE 0 259,585 URBAN OUTFITTE COM 917047102 594 17,100 SH SOLE 0 17,100 URS CORP NEW COM 903236107 3,002 107,200 SH SOLE 0 107,200 US BANCORP DEL COM 902973304 49,333 2,112,760 SH SOLE 0 2,112,760 US ONCOLOGY IN COM 90338W103 4,555 546,800 SH SOLE 0 546,800 US UNWIRED INC COM 90338R104 138 49,300 SH SOLE 0 49,300 USA INTERACTIV COM 902984103 3,590 153,100 SH SOLE 0 153,100 USEC INC COM 90333E108 898 102,100 SH SOLE 0 102,100 USFREIGHTWAYS COM 916906100 6,163 162,750 SH SOLE 0 162,750 UST INC COM 902911106 3,822 112,410 SH SOLE 0 112,410 UTSTARCOM INC COM 918076100 460 22,800 SH SOLE 0 22,800 V F CORP COM 918204108 4,217 107,544 SH SOLE 0 107,544 VALASSIS COMMU COM 918866104 6,497 178,000 SH SOLE 0 178,000 VALENCE TECHNO COM 918914102 110 80,000 SH SOLE 0 80,000 VALERO ENERGY COM 91913Y100 12,035 321,625 SH SOLE 0 321,625 VALMONT INDS I COM 920253101 2,866 140,954 SH SOLE 0 140,954 VALSPAR CORP COM 920355104 8,301 183,900 SH SOLE 0 183,900 VALUEVISION IN CL A 92047K107 1,434 79,000 SH SOLE 0 79,000 VANS INC COM 921930103 495 61,000 SH SOLE 0 61,000 VARCO INTL INC COM 922122106 4,912 280,071 SH SOLE 0 280,071 VARIAN INC COM 922206107 1,618 49,100 SH SOLE 0 49,100 VARIAN MED SYS COM 92220P105 9,350 230,584 SH SOLE 0 230,584 VARIAN SEMICON COM 922207105 7,029 207,170 SH SOLE 0 207,170 VECTREN CORP COM 92240G101 4,730 188,466 SH SOLE 0 188,466 VEECO INSTRS I COM 922417100 7,798 337,430 SH SOLE 0 337,430 VERIDIAN CORP COM 92342R203 933 41,100 SH SOLE 0 41,100 VERISIGN INC COM 92343E102 1,708 237,579 SH SOLE 0 237,579 VERITAS DGC IN COM 92343P107 2,434 193,200 SH SOLE 0 193,200 VERITAS SOFTWA COM 923436109 6,007 303,555 SH SOLE 0 303,555 VERITY INC COM 92343C106 3,712 334,700 SH SOLE 0 334,700 VERIZON COMMUN COM 92343V104 122,861 3,060,053 SH SOLE 0 3,060,053 VERTEX PHARMAC CONV 92532FAD2 2,658 3,480,000 SH SOLE 0 3,480,000 VERTEX PHARMAC COM 92532F100 4,876 299,500 SH SOLE 0 299,500 VESTA INS GROU COM 925391104 1,165 272,200 SH SOLE 0 272,200 VIACOM INC CL B 925524308 88,818 2,001,753 SH SOLE 0 2,001,753 VIAD CORP COM 92552R109 7,987 307,200 SH SOLE 0 307,200 VIASAT INC COM 92552V100 1,225 145,300 SH SOLE 0 145,300 VIASYS HEALTHC COM 92553Q209 2,534 145,200 SH SOLE 0 145,200 VICOR CORP COM 925815102 1,720 246,100 SH SOLE 0 246,100 VIGNETTE CORP COM 926734104 451 229,000 SH SOLE 0 229,000 VINTAGE PETE I COM 927460105 4,883 410,300 SH SOLE 0 410,300 VIRAGE LOGIC C COM 92763R104 547 42,050 SH SOLE 0 42,050 VISHAY INTERTE COM 928298108 9,577 435,296 SH SOLE 0 435,296 VISTEON CORP COM 92839U107 1,790 126,086 SH SOLE 0 126,086 VISUAL NETWORK COM 928444108 43 30,000 SH SOLE 0 30,000 VISX INC DEL COM 92844S105 1,637 150,200 SH SOLE 0 150,200 VITAL SIGNS IN COM 928469105 2,946 81,500 SH SOLE 0 81,500 VITALWORKS INC COM 928483106 736 89,800 SH SOLE 0 89,800 VITESSE SEMICO CONV 928497AB2 1,643 2,120,000 SH SOLE 0 2,120,000 VITESSE SEMICO COM 928497106 373 119,800 SH SOLE 0 119,800 VITRO SOCIEDAD S ADR 928502301 690 204,000 SH SOLE 0 204,000 VIVUS INC COM 928551100 251 37,100 SH SOLE 0 37,100 VOLT INFORMATI COM 928703107 2,091 85,400 SH SOLE 0 85,400 VORNADO RLTY T REIT 929042109 4,675 101,200 SH SOLE 0 101,200 VOTORANTIM CEL S ADR 92906P106 620 32,800 SH SOLE 0 32,800 VULCAN MATLS C COM 929160109 3,811 87,000 SH SOLE 0 87,000 W HLDG CO INC COM 929251106 866 35,800 SH SOLE 0 35,800 WABASH NATL CO COM 929566107 1,293 129,300 SH SOLE 0 129,300 WABTEC CORP COM 929740108 3,467 243,300 SH SOLE 0 243,300 WACHOVIA CORP COM 929903102 38,849 1,017,515 SH SOLE 0 1,017,515 WADDELL & REED CL A 930059100 5,173 225,700 SH SOLE 0 225,700 WAL MART STORE COM 931142103 200,516 3,645,090 SH SOLE 0 3,645,090 WALGREEN CO COM 931422109 64,745 1,676,031 SH SOLE 0 1,676,031 WALLACE COMPUT COM 932270101 2,860 133,000 SH SOLE 0 133,000 WALTER INDS IN COM 93317Q105 429 32,100 SH SOLE 0 32,100 WASHINGTON FED COM 938824109 9,785 387,378 SH SOLE 0 387,378 WASHINGTON MUT COM 939322103 45,192 1,217,779 SH SOLE 0 1,217,779 WASHINGTON POS CL B 939640108 15,206 27,900 SH SOLE 0 27,900 WASTE CONNECTI COM 941053100 6,956 222,650 SH SOLE 0 222,650 WASTE MGMT INC COM 94106L109 17,593 675,349 SH SOLE 0 675,349 WATERS CORP COM 941848103 2,532 94,845 SH SOLE 0 94,845 WATSCO INC COM 942622200 3,798 208,100 SH SOLE 0 208,100 WATSON PHARMAC COM 942683103 2,449 96,900 SH SOLE 0 96,900 WATSON WYATT & CL A 942712100 1,356 56,000 SH SOLE 0 56,000 WATTS INDS INC CL A 942749102 3,021 152,200 SH SOLE 0 152,200 WAUSAU-MOSINEE COM 943315101 1,730 143,558 SH SOLE 0 143,558 WAYPOINT FINL COM 946756103 987 50,500 SH SOLE 0 50,500 WCI CMNTYS INC COM 92923C104 428 14,800 SH SOLE 0 14,800 WD-40 CO COM 929236107 2,485 89,500 SH SOLE 0 89,500 WEBMETHODS INC COM 94768C108 655 66,200 SH SOLE 0 66,200 WEBSENSE INC COM 947684106 1,118 43,730 SH SOLE 0 43,730 WEBSTER FINL C COM 947890109 11,866 310,316 SH SOLE 0 310,316 WEIGHT WATCHER COM 948626106 287 6,600 SH SOLE 0 6,600 WELLMAN INC COM 949702104 3,382 201,900 SH SOLE 0 201,900 WELLPOINT HEAL COM 94973H108 11,660 149,850 SH SOLE 0 149,850 WELLS FARGO & COM 949746101 64,728 1,293,011 SH SOLE 0 1,293,011 WELLSFORD REAL COM 950240200 1,446 69,850 SH SOLE 0 69,850 WENDYS INTL IN COM 950590109 3,650 91,651 SH SOLE 0 91,651 WERNER ENTERPR COM 950755108 9,344 438,499 SH SOLE 0 438,499 WESCO INTL INC COM 95082P105 365 58,000 SH SOLE 0 58,000 WEST MARINE IN COM 954235107 422 33,100 SH SOLE 0 33,100 WEST PHARMACEU COM 955306105 793 24,700 SH SOLE 0 24,700 WESTAMERICA BA COM 957090103 5,101 130,200 SH SOLE 0 130,200 WESTERN DIGITA COM 958102105 1,298 399,300 SH SOLE 0 399,300 WESTERN GAS RE COM 958259103 3,433 91,800 SH SOLE 0 91,800 WESTPORT RES C COM 961418100 307 18,700 SH SOLE 0 18,700 WESTWOOD ONE I COM 961815107 11,283 337,600 SH SOLE 0 337,600 WET SEAL INC CL A 961840105 9,301 382,745 SH SOLE 0 382,745 WEYERHAEUSER C COM 962166104 13,032 204,105 SH SOLE 0 204,105 WGL HLDGS INC COM 92924F106 3,838 148,200 SH SOLE 0 148,200 W-H ENERGY SVC COM 92925E108 1,231 55,550 SH SOLE 0 55,550 WHIRLPOOL CORP COM 963320106 3,667 56,108 SH SOLE 0 56,108 WHITEHALL JEWE COM 965063100 2,191 105,600 SH SOLE 0 105,600 WHITNEY HLDG C COM 966612103 7,012 228,100 SH SOLE 0 228,100 WHOLE FOODS MK COM 966837106 7,590 157,400 SH SOLE 0 157,400 WILD OATS MARK COM 96808B107 3,201 198,800 SH SOLE 0 198,800 WILLBROS GROUP COM 969199108 1,459 85,850 SH SOLE 0 85,850 WILLIAMS COS I COM 969457100 2,496 416,686 SH SOLE 0 416,686 WILLIAMS SONOM COM 969904101 13,650 445,200 SH SOLE 0 445,200 WILMINGTON TRU COM 971807102 5,572 182,700 SH SOLE 0 182,700 WILSON GREATBA COM 972232102 1,220 47,900 SH SOLE 0 47,900 WINN DIXIE STO COM 974280109 1,553 99,647 SH SOLE 0 99,647 WINNEBAGO INDS COM 974637100 4,739 107,700 SH SOLE 0 107,700 WINSTON HOTELS COM 97563A102 145 14,900 SH SOLE 0 14,900 WINTRUST FINAN COM 97650W108 1,486 43,000 SH SOLE 0 43,000 WIPRO LTD S ADR 97651M109 375 12,500 SH SOLE 0 12,500 WISCONSIN ENER COM 976657106 10,151 401,700 SH SOLE 0 401,700 WITNESS SYS IN COM 977424100 179 24,200 SH SOLE 0 24,200 WMS INDS INC COM 929297109 2,276 185,800 SH SOLE 0 185,800 WOLVERINE TUBE COM 978093102 519 68,700 SH SOLE 0 68,700 WOLVERINE WORL COM 978097103 4,543 260,325 SH SOLE 0 260,325 WOODHEAD INDS COM 979438108 192 11,200 SH SOLE 0 11,200 WOODWARD GOVER COM 980745103 4,688 79,300 SH SOLE 0 79,300 WORLD FUEL SVC COM 981475106 207 8,500 SH SOLE 0 8,500 WORLD WRESTLIN CL A 98156Q108 949 65,000 SH SOLE 0 65,000 WORTHINGTON IN COM 981811102 2,395 132,326 SH SOLE 0 132,326 WPS RESOURCES COM 92931B106 3,585 87,800 SH SOLE 0 87,800 WRIGHT MED GRO COM 98235T107 1,316 65,300 SH SOLE 0 65,300 WRIGLEY WM JR COM 982526105 6,327 114,312 SH SOLE 0 114,312 WYETH COM 983024100 57,736 1,127,660 SH SOLE 0 1,127,660 XCEL ENERGY IN COM 98389B100 6,132 365,625 SH SOLE 0 365,625 XEROX CORP COM 984121103 3,806 546,056 SH SOLE 0 546,056 XILINX INC COM 983919101 8,842 394,200 SH SOLE 0 394,200 XL CAP LTD CL A G98255105 15,285 180,465 SH SOLE 0 180,465 X-RITE INC COM 983857103 1,284 150,900 SH SOLE 0 150,900 XTO ENERGY COR COM 98385X106 19,082 926,322 SH SOLE 0 926,322 YAHOO INC COM 984332106 5,119 346,800 SH SOLE 0 346,800 YANKEE CANDLE COM 984757104 1,652 61,000 SH SOLE 0 61,000 YARDVILLE NATL COM 985021104 399 20,000 SH SOLE 0 20,000 YELLOW CORP COM 985509108 12,706 392,150 SH SOLE 0 392,150 YORK INTL CORP COM 986670107 11,066 327,500 SH SOLE 0 327,500 YOUNG BROADCAS CL A 987434107 645 36,300 SH SOLE 0 36,300 YUM BRANDS INC COM 988498101 9,392 321,108 SH SOLE 0 321,108 ZALE CORP NEW COM 988858106 24,284 669,900 SH SOLE 0 669,900 ZEBRA TECHNOLO CL A 989207105 9,586 198,800 SH SOLE 0 198,800 ZENITH NATL IN COM 989390109 3,956 124,200 SH SOLE 0 124,200 ZIMMER HLDGS I COM 98956P102 4,399 123,360 SH SOLE 0 123,360 ZIONS BANCORPO COM 989701107 5,981 114,800 SH SOLE 0 114,800 ZIXIT CORP COM 98974P100 544 99,200 SH SOLE 0 99,200 ZOLL MED CORP COM 989922109 924 28,400 SH SOLE 0 28,400 ZORAN CORP COM 98975F101 2,644 115,420 SH SOLE 0 115,420 ZYGO CORP COM 989855101 354 44,000 SH SOLE 0 44,000
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