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Commonwealth of Pennsylvania Public School Empls Retrmt Sys – ‘13F-HR’ for 9/30/04

On: Friday, 10/29/04, at 5:07pm ET · Effective: 10/29/04 · For: 9/30/04 · Accession #: 1083190-4-8 · File #: 28-05879

  As Of               Filer                 Filing    For·On·As Docs:Size

10/29/04  Commonwealth of Pennsylvania… Sys 13F-HR      9/30/04    1:124K

Quarterly Holdings and Combination Report by a Money Manager — Form 13F
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 13F-HR      Quarterly Holdings and Combination Report by a        40±   181K 
                Money Manager                                                    

13F-HR 1st “Page” of 3 TOC ↑Top Previous Next ↓Bottom Just 1st
 
UNITED STATES                                                                   
SECURITIES AND EXCHANGE COMMISSION                                              
Washington, D.C. 20549                                                          

FORM 13F                                                                        
FORM 13F COVER PAGE                                                             

Report for the Calendar Year or Quarter Ended: September 30, 2004               

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        October 29, 2004        

Report Type (Check only one.):                                                  

[X]     13F HOLDINGS REPORT                                     
[ ]     13F NOTICE.                                             
[ ]     13F COMBINATION REPORT.                                 

List of Other Managers Reporting for this Manager: N/A                          

13F-HR 2nd “Page” of 3 TOC 1st Previous Next ↓Bottom Just 2nd
FORM 13F SUMMARY PAGE                                                           

Report Summary:                                                                 

Number of Other Included Managers:              0                               

Form 13F Information Table Entry Total:         2,083                           

Form 13F Information Table Value Total:         $16,844,607                     
                         (in 000s)

List of Other Included Managers:                N/A                             

13F-HR Last “Page” of 3 TOC 1st Previous Next ↓Bottom Just 3rd
                                                                [Download Table]
                                                                              

AS OF SEPTEMBER 30, 2004                                                      

               TITLE                                                  Voting  
                OF                 VALUE              Invst   Other Authority 
NAME OF ISSUER CLASS    CUSIP    (in 000's) SHARES    Discr   Mngrs    SOLE   
1 800 FLOWERS   CL A  68243Q106      1,303   157,000 SH SOLE    0      157,000
1ST SOURCE COR  COM   336901103        246     9,600 SH SOLE    0        9,600
21ST CENTY INS  COM   90130N103      1,248    93,500 SH SOLE    0       93,500
24/7 REAL MEDI  COM   901314203        710   185,300 SH SOLE    0      185,300
3COM CORP       COM   885535104      3,102   735,139 SH SOLE    0      735,139
3M CO           COM   88579Y101     61,268   766,134 SH SOLE    0      766,134
4 KIDS ENTMT I  COM   350865101        919    45,500 SH SOLE    0       45,500
99 CENTS ONLY   COM   65440K106      1,847   129,766 SH SOLE    0      129,766
A C MOORE ARTS  COM   00086T103      5,739   232,080 SH SOLE    0      232,080
A D C TELECOMM  COM   000886101      1,382   763,590 SH SOLE    0      763,590
AAR CORP        COM   000361105      1,350   108,400 SH SOLE    0      108,400
AARON RENTS IN  COM   002535201      5,517   253,550 SH SOLE    0      253,550
ABAXIS INC      COM   002567105      1,448   111,290 SH SOLE    0      111,290
ABBOTT LABS     COM   002824100     62,941 1,485,864 SH SOLE    0    1,485,864
ABERCROMBIE &   CL A  002896207      7,429   235,850 SH SOLE    0      235,850
ABGENIX INC     COM   00339B107      1,022   103,650 SH SOLE    0      103,650
ABLE LABORATOR  COM   00371N407        841    43,900 SH SOLE    0       43,900
ABM INDS INC    COM   000957100      4,018   199,400 SH SOLE    0      199,400
ACADIA RLTY TR  COM   004239109      1,854   125,700 SH SOLE    0      125,700
ACCELRYS INC    COM   00430U103        186    28,500 SH SOLE    0       28,500
ACCREDO HEALTH  COM   00437V104      3,833   162,625 SH SOLE    0      162,625
ACE CASH EXPRE  COM   004403101        260    10,000 SH SOLE    0       10,000
ACE COMM CORP   COM   004404109        287   260,515 SH SOLE    0      260,515
ACE LTD         ORD   G0070K103     10,710   267,340 SH SOLE    0      267,340
ACETO CORP      COM   004446100      1,136    78,896 SH SOLE    0       78,896
ACTEL CORP      COM   004934105      1,325    87,200 SH SOLE    0       87,200
ACTION PERFORM  COM   004933107        625    61,700 SH SOLE    0       61,700
ACTIVISION INC  COM   004930202      4,747   342,275 SH SOLE    0      342,275
ACUITY BRANDS   COM   00508Y102      3,394   142,800 SH SOLE    0      142,800
ACXIOM CORP     COM   005125109      5,400   227,470 SH SOLE    0      227,470
ADAPTEC INC     COM   00651F108      2,803   368,800 SH SOLE    0      368,800
ADESA INC       COM   00686U104      2,911   177,200 SH SOLE    0      177,200
ADMINISTAFF IN  COM   007094105      1,032    88,200 SH SOLE    0       88,200
ADOBE SYS INC   COM   00724F101     12,029   243,151 SH SOLE    0      243,151
ADTRAN INC      COM   00738A106      3,373   148,700 SH SOLE    0      148,700
ADVANCED ENERG  COM   007973100      1,020   109,800 SH SOLE    0      109,800
ADVANCED FIBRE  COM   00754A105      7,252   456,100 SH SOLE    0      456,100
ADVANCED MARKE  COM   00753T105        692    64,100 SH SOLE    0       64,100
ADVANCED MEDIC  COM   00763M108      5,955   150,500 SH SOLE    0      150,500
ADVANCED MICRO  COM   007903107      4,339   333,774 SH SOLE    0      333,774
ADVANTA CORP    CL B  007942204        939    38,800 SH SOLE    0       38,800
ADVENT SOFTWAR  COM   007974108      1,042    61,900 SH SOLE    0       61,900
ADVISORY BRD C  COM   00762W107      1,331    39,600 SH SOLE    0       39,600
ADVO INC        COM   007585102      5,099   164,800 SH SOLE    0      164,800
AEROFLEX INC    COM   007768104      6,584   622,860 SH SOLE    0      622,860
AEROPOSTALE     COM   007865108      3,921   149,650 SH SOLE    0      149,650
AES CORP        COM   00130H105      6,657   666,377 SH SOLE    0      666,377
AETNA INC NEW   COM   00817Y108     14,844   148,549 SH SOLE    0      148,549
AFFILIATED COM  CL A  008190100      8,985   161,400 SH SOLE    0      161,400
AFFILIATED MAN  COM   008252108      8,353   156,015 SH SOLE    0      156,015
AFFORDABLE RES  COM   008273104        253    17,300 SH SOLE    0       17,300
AFFYMETRIX INC  COM   00826T108      2,088    67,980 SH SOLE    0       67,980
AFLAC INC       COM   001055102     18,993   484,380 SH SOLE    0      484,380
AGCO CORP       COM   001084102      6,474   286,200 SH SOLE    0      286,200
AGILE SOFTWARE  COM   00846X105      1,475   185,970 SH SOLE    0      185,970
AGILENT TECHNO  COM   00846U101     10,890   504,851 SH SOLE    0      504,851
AGILYSYS INC    COM   00847J105      2,811   162,600 SH SOLE    0      162,600
AGL RES INC     COM   001204106      5,116   166,250 SH SOLE    0      166,250
AGRIUM INC      COM   008916108      2,662   149,900 SH SOLE    0      149,900
AIR PRODS & CH  COM   009158106     11,825   217,452 SH SOLE    0      217,452
AIRGAS INC      COM   009363102      8,964   372,400 SH SOLE    0      372,400
AIRTRAN HLDGS   COM   00949P108      3,628   364,220 SH SOLE    0      364,220
AKAMAI TECHNOL  COM   00971T101      2,925   208,200 SH SOLE    0      208,200
ALAMOSA HLDGS   COM   011589108      3,186   417,000 SH SOLE    0      417,000
ALASKA AIR GRO  COM   011659109      1,241    50,100 SH SOLE    0       50,100
ALBANY INTL CO  CL A  012348108      4,594   154,100 SH SOLE    0      154,100
ALBEMARLE CORP  COM   012653101      4,172   118,900 SH SOLE    0      118,900
ALBERTO CULVER  COM   013068101      4,713   108,390 SH SOLE    0      108,390
ALBERTSONS INC  COM   013104104      8,425   352,049 SH SOLE    0      352,049
ALCAN INC       COM   013716105        292     6,100 SH SOLE    0        6,100
ALCOA INC       COM   013817101     30,069   895,174 SH SOLE    0      895,174
ALCON INC       COM   H01301102      6,280    78,300 SH SOLE    0       78,300
ALEXANDER & BA  COM   014482103      2,695    79,400 SH SOLE    0       79,400
ALIGN TECHNOLO  COM   016255101        888    58,100 SH SOLE    0       58,100
ALKERMES INC    COM   01642T108      2,449   212,190 SH SOLE    0      212,190
ALLEGHENY ENER  COM   017361106      1,914   119,940 SH SOLE    0      119,940
ALLEGHENY TECH  COM   01741R102      1,534    84,055 SH SOLE    0       84,055
ALLERGAN INC    COM   018490102      9,008   124,168 SH SOLE    0      124,168
ALLETE INC      COM   018522300      3,208    98,700 SH SOLE    0       98,700
ALLIANCE CAP M   LP   01855A101        781    22,000 SH SOLE    0       22,000
ALLIANCE DATA   COM   018581108      7,151   176,300 SH SOLE    0      176,300
ALLIANCE SEMIC  COM   01877H100        410   118,600 SH SOLE    0      118,600
ALLIANT ENERGY  COM   018802108      6,068   243,885 SH SOLE    0      243,885
ALLIANT TECHSY  COM   018804104      5,533    91,450 SH SOLE    0       91,450
ALLIED WASTE I  COM   019589308      2,651   299,560 SH SOLE    0      299,560
ALLMERICA FINL  COM   019754100      2,672    99,400 SH SOLE    0       99,400
ALLSCRIPTS HEA  COM   01988P108      2,490   276,700 SH SOLE    0      276,700
ALLSTATE CORP   COM   020002101     31,726   661,100 SH SOLE    0      661,100
ALLTEL CORP     COM   020039103     15,970   290,844 SH SOLE    0      290,844
ALPHARMA INC    CL A  020813101      3,221   176,100 SH SOLE    0      176,100
ALTERA CORP     COM   021441100      7,841   400,640 SH SOLE    0      400,640
ALTIRIS INC     COM   02148M100        937    29,600 SH SOLE    0       29,600
ALTRIA GROUP I  COM   02209S103     91,370 1,942,383 SH SOLE    0    1,942,383
AMAZON COM INC  COM   023135106      2,288    56,000 SH SOLE    0       56,000
AMB PROPERTY C  COM   00163T109     12,794   345,600 SH SOLE    0      345,600
AMBAC FINL GRO  COM   023139108      8,910   111,440 SH SOLE    0      111,440
AMCOL INTL COR  COM   02341W103      1,878    98,200 SH SOLE    0       98,200
AMCORE FINL IN  COM   023912108      4,067   143,290 SH SOLE    0      143,290
AMDOCS LTD      ORD   G02602103      1,174    53,770 SH SOLE    0       53,770
AMERADA HESS C  COM   023551104      8,267    92,890 SH SOLE    0       92,890
AMEREN CORP     COM   023608102      8,369   181,333 SH SOLE    0      181,333
AMERICA MOVIL   ADR   02364W105     19,913   510,200 SH SOLE    0      510,200
AMERICAN AXLE   COM   024061103        790    27,000 SH SOLE    0       27,000
AMERICAN CAMPU  COM   024835100        566    30,500 SH SOLE    0       30,500
AMERICAN CAPIT  COM   024937104      3,441   109,800 SH SOLE    0      109,800
AMERICAN EAGLE  COM   02553E106      9,369   254,250 SH SOLE    0      254,250
AMERICAN ELEC   COM   025537101     12,021   376,117 SH SOLE    0      376,117
AMERICAN EQTY   COM   025676206      1,585   167,000 SH SOLE    0      167,000
AMERICAN EXPRE  COM   025816109     62,965 1,223,580 SH SOLE    0    1,223,580
AMERICAN FINL   COM   025932104      4,107   137,400 SH SOLE    0      137,400
AMERICAN FINL   COM   02607P305      3,736   264,800 SH SOLE    0      264,800
AMERICAN GREET  CL A  026375105     19,938   793,700 SH SOLE    0      793,700
AMERICAN HEALT  COM   02649V104      4,465   153,400 SH SOLE    0      153,400
AMERICAN HOME   COM   02660R107      1,445    51,700 SH SOLE    0       51,700
AMERICAN INTL   COM   026874107    171,721 2,525,673 SH SOLE    0    2,525,673
AMERICAN ITALI  CL A  027070101      1,587    60,700 SH SOLE    0       60,700
AMERICAN MED S  COM   02744M108      5,074   139,900 SH SOLE    0      139,900
AMERICAN PWR C  COM   029066107      3,721   213,960 SH SOLE    0      213,960
AMERICAN SCIEN  COM   029429107        659    20,000 SH SOLE    0       20,000
AMERICAN STD C  COM   029712106      8,220   211,260 SH SOLE    0      211,260
AMERICAN STS W  COM   029899101      1,392    55,900 SH SOLE    0       55,900
AMERICAN TOWER  CL A  029912201      4,010   261,260 SH SOLE    0      261,260
AMERICREDIT CO  COM   03060R101      6,456   309,200 SH SOLE    0      309,200
AMERIGROUP COR  COM   03073T102      4,697    83,500 SH SOLE    0       83,500
AMERISOURCEBER  COM   03073E105      6,372   118,640 SH SOLE    0      118,640
AMERISTAR CASI  COM   03070Q101      1,582    52,300 SH SOLE    0       52,300
AMERUS GROUP C  COM   03072M108      2,993    73,000 SH SOLE    0       73,000
AMETEK INC NEW  COM   031100100      3,860   127,300 SH SOLE    0      127,300
AMGEN INC       COM   031162100     71,135 1,252,160 SH SOLE    0    1,252,160
AMLI RESIDENTI  COM   001735109        345    11,300 SH SOLE    0       11,300
AMN HEALTHCARE  COM   001744101        384    32,100 SH SOLE    0       32,100
AMPHENOL CORP   CL A  032095101      7,082   206,700 SH SOLE    0      206,700
AMSOUTH BANCOR  COM   032165102      8,274   339,098 SH SOLE    0      339,098
AMSURG CORP     COM   03232P405      2,153   101,650 SH SOLE    0      101,650
AMYLIN PHARMAC  COM   032346108      1,033    50,360 SH SOLE    0       50,360
ANADARKO PETE   COM   032511107     17,282   260,421 SH SOLE    0      260,421
ANALOG DEVICES  COM   032654105     14,609   376,720 SH SOLE    0      376,720
ANALOGIC CORP   COM   032657207      1,914    45,900 SH SOLE    0       45,900
ANCHOR BANCORP  COM   032839102      2,002    77,300 SH SOLE    0       77,300
ANDREW CORP     COM   034425108      4,263   348,297 SH SOLE    0      348,297
ANDRX CORP DEL  COM   034553107        671    30,000 SH SOLE    0       30,000
ANGELICA CORP   COM   034663104      5,369   215,800 SH SOLE    0      215,800
ANGLO AMERN PL  ADR   03485P102      1,713    70,650 SH SOLE    0       70,650
ANHEUSER BUSCH  COM   035229103     37,982   760,398 SH SOLE    0      760,398
ANIXTER INTL I  COM   035290105      5,081   144,800 SH SOLE    0      144,800
ANNTAYLOR STOR  COM   036115103      4,581   195,750 SH SOLE    0      195,750
ANSOFT CORP     COM   036384105        380    23,900 SH SOLE    0       23,900
ANSYS INC       COM   03662Q105      3,730    75,000 SH SOLE    0       75,000
ANTEON INTL CO  COM   03674E108      1,726    47,100 SH SOLE    0       47,100
ANTHEM INC      COM   03674B104     11,426   130,960 SH SOLE    0      130,960
AON CORP        COM   037389103      8,549   297,471 SH SOLE    0      297,471
APACHE CORP     COM   037411105     16,062   320,544 SH SOLE    0      320,544
APARTMENT INVT  CL A  03748R101     55,676 1,600,800 SH SOLE    0    1,600,800
APOGEE ENTERPR  COM   037598109      1,187    91,800 SH SOLE    0       91,800
APOLLO GROUP I  CL A  037604105     13,434   183,100 SH SOLE    0      183,100
APPLE COMPUTER  COM   037833100     14,629   377,532 SH SOLE    0      377,532
APPLEBEES INTL  COM   037899101      3,873   153,200 SH SOLE    0      153,200
APPLERA CORP    COM   038020103      4,512   239,108 SH SOLE    0      239,108
APPLERA CORP    COM   038020202      1,402   119,900 SH SOLE    0      119,900
APPLICA INC     COM   03815A106        326    80,800 SH SOLE    0       80,800
APPLIED FILMS   COM   038197109        632    35,100 SH SOLE    0       35,100
APPLIED INDL T  COM   03820C105      3,506    98,100 SH SOLE    0       98,100
APPLIED MATLS   COM   038222105     27,022 1,638,676 SH SOLE    0    1,638,676
APPLIED MICRO   COM   03822W109        921   294,320 SH SOLE    0      294,320
APPLIED SIGNAL  COM   038237103      2,926    91,479 SH SOLE    0       91,479
APRIA HEALTHCA  COM   037933108      3,529   129,500 SH SOLE    0      129,500
APTARGROUP INC  COM   038336103      5,369   122,100 SH SOLE    0      122,100
AQUA AMERICA I  COM   03836W103      3,837   173,525 SH SOLE    0      173,525
AQUILA INC      COM   03840P102      1,709   547,650 SH SOLE    0      547,650
ARBITRON INC    COM   03875Q108      3,829   104,600 SH SOLE    0      104,600
ARBOR RLTY TR   COM   038923108        746    33,600 SH SOLE    0       33,600
ARCH CAP GROUP  ORD   G0450A105      1,911    49,070 SH SOLE    0       49,070
ARCH CHEMICALS  COM   03937R102      3,181   111,600 SH SOLE    0      111,600
ARCH COAL INC   COM   039380100      7,060   198,940 SH SOLE    0      198,940
ARCHER DANIELS  COM   039483102     11,080   652,533 SH SOLE    0      652,533
ARCHSTONE SMIT  COM   039583109     10,152   320,875 SH SOLE    0      320,875
ARCTIC CAT INC  COM   039670104      1,806    69,600 SH SOLE    0       69,600
ARDEN GROUP IN  CL A  039762109        593     6,971 SH SOLE    0        6,971
ARDEN RLTY INC  COM   039793104      7,748   237,800 SH SOLE    0      237,800
ARGOSY GAMING   COM   040228108      3,881    99,000 SH SOLE    0       99,000
ARIAD PHARMACE  COM   04033A100        512    76,600 SH SOLE    0       76,600
ARKANSAS BEST   COM   040790107      8,354   228,138 SH SOLE    0      228,138
ARMOR HOLDINGS  COM   042260109      4,565   109,700 SH SOLE    0      109,700
ARQULE INC      COM   04269E107        448    96,900 SH SOLE    0       96,900
ARROW ELECTRS   COM   042735100     16,851   746,300 SH SOLE    0      746,300
ARROW INTL INC  COM   042764100        897    30,000 SH SOLE    0       30,000
ARTESYN TECHNO  COM   043127109      1,312   131,500 SH SOLE    0      131,500
ARTHROCARE COR  COM   043136100      2,771    94,600 SH SOLE    0       94,600
ARVINMERITOR I  COM   043353101      2,432   129,699 SH SOLE    0      129,699
ASCENTIAL SOFT  COM   04362P207      1,475   109,500 SH SOLE    0      109,500
ASHFORD HOSPIT  COM   044103109      3,746   398,500 SH SOLE    0      398,500
ASHLAND INC     COM   044204105      3,730    66,511 SH SOLE    0       66,511
ASHWORTH INC    COM   04516H101        371    45,200 SH SOLE    0       45,200
ASK JEEVES INC  COM   045174109      9,794   299,410 SH SOLE    0      299,410
ASML HLDG NV    REG   N07059111      1,852   143,890 SH SOLE    0      143,890
ASPEN INSURANC  SHS   G05384105      2,315   100,600 SH SOLE    0      100,600
ASSOCIATED BAN  COM   045487105      6,589   205,462 SH SOLE    0      205,462
ASSURANT INC    COM   04621X108        780    30,000 SH SOLE    0       30,000
ASTEC INDS INC  COM   046224101      1,271    66,500 SH SOLE    0       66,500
ASTORIA FINL C  COM   046265104      5,948   167,600 SH SOLE    0      167,600
ASYST TECHNOLO  COM   04648X107        965   188,800 SH SOLE    0      188,800
AT&T CORP       COM   001957505     10,806   754,627 SH SOLE    0      754,627
AT&T WIRELESS   COM   00209A106     38,397 2,597,870 SH SOLE    0    2,597,870
ATHEROGENICS I  COM   047439104      5,643   171,250 SH SOLE    0      171,250
ATMEL CORP      COM   049513104      4,877 1,347,300 SH SOLE    0    1,347,300
ATMI INC        COM   00207R101      3,533   172,500 SH SOLE    0      172,500
ATMOS ENERGY C  COM   049560105      9,612   381,600 SH SOLE    0      381,600
ATWOOD OCEANIC  COM   050095108      3,494    73,500 SH SOLE    0       73,500
AUDIOVOX CORP   CL A  050757103      1,305    77,500 SH SOLE    0       77,500
AUGUST TECHNOL  COM   05106U105        927   135,000 SH SOLE    0      135,000
AUTODESK INC    COM   052769106      5,214   107,214 SH SOLE    0      107,214
AUTOMATIC DATA  COM   053015103     24,132   584,025 SH SOLE    0      584,025
AUTONATION INC  COM   05329W102      4,311   252,400 SH SOLE    0      252,400
AUTOZONE INC    COM   053332102      6,079    78,687 SH SOLE    0       78,687
AVALONBAY CMNT  COM   053484101     83,996 1,394,822 SH SOLE    0    1,394,822
AVAYA INC       COM   053499109      5,840   418,922 SH SOLE    0      418,922
AVERY DENNISON  COM   053611109      8,204   124,716 SH SOLE    0      124,716
AVID TECHNOLOG  COM   05367P100      9,796   209,000 SH SOLE    0      209,000
AVISTA CORP     COM   05379B107      2,939   162,400 SH SOLE    0      162,400
AVNET INC       COM   053807103     23,424 1,368,239 SH SOLE    0    1,368,239
AVOCENT CORP    COM   053893103      4,552   174,888 SH SOLE    0      174,888
AVON PRODS INC  COM   054303102     20,243   463,444 SH SOLE    0      463,444
AXCELIS TECHNO  COM   054540109      6,214   750,500 SH SOLE    0      750,500
AXEDA SYSTEMS   COM   054959101         84   186,092 SH SOLE    0      186,092
AXONYX INC      COM   05461R101      1,129   199,800 SH SOLE    0      199,800
AZTAR CORP      COM   054802103      3,077   116,100 SH SOLE    0      116,100
BAKER HUGHES I  COM   057224107     13,744   314,364 SH SOLE    0      314,364
BALDOR ELEC CO  COM   057741100      2,619   110,700 SH SOLE    0      110,700
BALL CORP       COM   058498106      3,988   106,556 SH SOLE    0      106,556
BALLY TOTAL FI  COM   05873K108        416   114,300 SH SOLE    0      114,300
BANCFIRST CORP  COM   05945F103      2,898    45,200 SH SOLE    0       45,200
BANCO BRADESCO  ADR   059460303      9,665   183,389 SH SOLE    0      183,389
BANCO ITAU HLD  ADR   059602201      8,622   155,360 SH SOLE    0      155,360
BANCO SANTANDE  ADR   05965X109      1,528    54,700 SH SOLE    0       54,700
BANDAG INC      COM   059815100      1,586    36,200 SH SOLE    0       36,200
BANK HAWAII CO  COM   062540109      5,883   124,500 SH SOLE    0      124,500
BANK NEW YORK   COM   064057102     22,130   758,660 SH SOLE    0      758,660
BANK OF AMERIC  COM   060505104    170,014 3,923,692 SH SOLE    0    3,923,692
BANKATLANTIC B  CL A  065908501      7,614   415,600 SH SOLE    0      415,600
BANKNORTH GROU  COM   06646R107     11,494   328,400 SH SOLE    0      328,400
BANKRATE INC    COM   06646V108        337    30,000 SH SOLE    0       30,000
BANKUNITED FIN  CL A  06652B103      6,891   236,400 SH SOLE    0      236,400
BANTA CORP      COM   066821109      1,848    46,500 SH SOLE    0       46,500
BARD C R INC    COM   067383109      6,662   117,636 SH SOLE    0      117,636
BARNES & NOBLE  COM   067774109      4,840   130,800 SH SOLE    0      130,800
BARNES GROUP I  COM   067806109      2,134    77,700 SH SOLE    0       77,700
BARR PHARMACEU  COM   068306109      9,931   239,709 SH SOLE    0      239,709
BASSETT FURNIT  COM   070203104        742    39,300 SH SOLE    0       39,300
BAUSCH & LOMB   COM   071707103      3,322    49,986 SH SOLE    0       49,986
BAXTER INTL IN  COM   071813109     19,537   607,492 SH SOLE    0      607,492
BAY VIEW CAP C  COM   07262L309        265    16,120 SH SOLE    0       16,120
BB&T CORP       COM   054937107     20,831   524,830 SH SOLE    0      524,830
BEAR STEARNS C  COM   073902108      9,477    98,544 SH SOLE    0       98,544
BEARINGPOINT I  COM   074002106      1,069   119,600 SH SOLE    0      119,600
BEBE STORES IN  COM   075571109        561    26,550 SH SOLE    0       26,550
BECKMAN COULTE  COM   075811109      7,851   139,900 SH SOLE    0      139,900
BECTON DICKINS  COM   075887109     12,363   239,124 SH SOLE    0      239,124
BED BATH & BEY  COM   075896100     11,642   313,720 SH SOLE    0      313,720
BEI TECHNOLOGI  COM   05538P104      2,151    78,500 SH SOLE    0       78,500
BEL FUSE INC    CL B  077347300      1,254    37,900 SH SOLE    0       37,900
BELDEN CDT INC  COM   077454106      9,385   430,487 SH SOLE    0      430,487
BELL MICROPROD  COM   078137106        726    93,800 SH SOLE    0       93,800
BELLSOUTH CORP  COM   079860102     47,143 1,738,304 SH SOLE    0    1,738,304
BELO CORP       COM   080555105      4,837   214,600 SH SOLE    0      214,600
BEMIS INC       COM   081437105      2,681   100,878 SH SOLE    0      100,878
BENCHMARK ELEC  COM   08160H101      9,296   311,950 SH SOLE    0      311,950
BENIHANA INC    CL A  082047200      1,472   110,000 SH SOLE    0      110,000
BERKLEY W R CO  COM   084423102      7,935   188,200 SH SOLE    0      188,200
BERKSHIRE HATH  CL B  084670207      8,900     3,100 SH SOLE    0        3,100
BEST BUY INC    COM   086516101     17,612   324,700 SH SOLE    0      324,700
BEVERLY ENTERP  COM   087851309      2,863   378,250 SH SOLE    0      378,250
BIG LOTS INC    COM   089302103     19,335 1,580,938 SH SOLE    0    1,580,938
BIO RAD LABS I  CL A  090572207      2,984    58,400 SH SOLE    0       58,400
BIOENVISION IN  COM   09059N100        562    70,400 SH SOLE    0       70,400
BIOGEN IDEC IN  COM   09062X103     20,198   330,197 SH SOLE    0      330,197
BIOLASE TECHNO  COM   090911108        666    81,600 SH SOLE    0       81,600
BIOMED REALTY   COM   09063H107      3,312   188,300 SH SOLE    0      188,300
BIOMET INC      COM   090613100     12,226   260,789 SH SOLE    0      260,789
BIOSITE INC     COM   090945106      2,610    53,300 SH SOLE    0       53,300
BIOVAIL CORP    COM   09067J109      2,326   134,465 SH SOLE    0      134,465
BISYS GROUP IN  COM   055472104      4,601   314,900 SH SOLE    0      314,900
BJ SVCS CO      COM   055482103      8,186   156,200 SH SOLE    0      156,200
BJS WHOLESALE   COM   05548J106      5,140   188,000 SH SOLE    0      188,000
BLACK & DECKER  COM   091797100      5,794    74,813 SH SOLE    0       74,813
BLACK BOX CORP  COM   091826107      2,686    72,700 SH SOLE    0       72,700
BLACK HILLS CO  COM   092113109      1,683    60,600 SH SOLE    0       60,600
BLOCK H & R IN  COM   093671105      9,131   184,762 SH SOLE    0      184,762
BLYTH INC       COM   09643P108      3,161   102,300 SH SOLE    0      102,300
BMC SOFTWARE I  COM   055921100      3,327   210,450 SH SOLE    0      210,450
BOB EVANS FARM  COM   096761101      1,787    65,800 SH SOLE    0       65,800
BOEING CO       COM   097023105     41,961   812,874 SH SOLE    0      812,874
BOISE CASCADE   COM   097383103      2,754    82,753 SH SOLE    0       82,753
BOK FINL CORP   COM   05561Q201        964    21,600 SH SOLE    0       21,600
BONE CARE INTL  COM   098072101        573    23,600 SH SOLE    0       23,600
BORDERS GROUP   COM   099709107      5,518   222,500 SH SOLE    0      222,500
BORG WARNER IN  COM   099724106      4,506   104,100 SH SOLE    0      104,100
BORLAND SOFTWA  COM   099849101        690    82,600 SH SOLE    0       82,600
BOSTON COMMUNI  COM   100582105        515    58,700 SH SOLE    0       58,700
BOSTON PRIVATE  COM   101119105      2,364    94,700 SH SOLE    0       94,700
BOSTON PROPERT  COM   101121101     10,330   186,500 SH SOLE    0      186,500
BOSTON SCIENTI  COM   101137107     31,931   803,696 SH SOLE    0      803,696
BOWATER INC     COM   102183100      3,968   103,900 SH SOLE    0      103,900
BOWNE & CO INC  COM   103043105      2,875   221,300 SH SOLE    0      221,300
BOYD GAMING CO  COM   103304101      4,555   161,800 SH SOLE    0      161,800
BP PLC          ADR   055622104      1,346    23,400 SH SOLE    0       23,400
BRADLEY PHARMA  COM   104576103      1,353    66,500 SH SOLE    0       66,500
BRADY CORP      CL A  104674106      4,843    99,300 SH SOLE    0       99,300
BRANDYWINE RLT  COM   105368203      1,008    35,400 SH SOLE    0       35,400
BRASIL TELECOM  ADR   105530109      1,795    55,400 SH SOLE    0       55,400
BRIGGS & STRAT  COM   109043109      6,975    85,900 SH SOLE    0       85,900
BRIGHAM EXPLOR  COM   109178103      1,447   153,890 SH SOLE    0      153,890
BRIGHT HORIZON  COM   109195107      1,965    36,200 SH SOLE    0       36,200
BRINKER INTL I  COM   109641100      5,227   167,800 SH SOLE    0      167,800
BRINKS CO       COM   109696104      3,200   106,077 SH SOLE    0      106,077
BRISTOL MYERS   COM   110122108     44,517 1,880,748 SH SOLE    0    1,880,748
BRISTOL WEST H  COM   11037M105        505    29,490 SH SOLE    0       29,490
BROADCOM CORP   CL A  111320107      8,381   307,100 SH SOLE    0      307,100
BROCADE COMMUN  COM   111621108        480    84,900 SH SOLE    0       84,900
BROOKFIELD HOM  COM   112723101        201     7,620 SH SOLE    0        7,620
BROOKFIELD PPT  COM   112900105     11,536   357,600 SH SOLE    0      357,600
BROOKLINE BANC  COM   11373M107      3,109   198,400 SH SOLE    0      198,400
BROOKS AUTOMAT  COM   114340102      2,881   203,600 SH SOLE    0      203,600
BROOKSTONE INC  COM   114537103      2,527   133,750 SH SOLE    0      133,750
BROOKTROUT INC  COM   114580103        395    43,600 SH SOLE    0       43,600
BROWN & BROWN   COM   115236101      5,872   128,500 SH SOLE    0      128,500
BROWN FORMAN C  CL B  115637209      5,254   114,714 SH SOLE    0      114,714
BROWN SHOE INC  COM   115736100      1,531    61,100 SH SOLE    0       61,100
BRUNSWICK CORP  COM   117043109      4,091    89,404 SH SOLE    0       89,404
BRUSH ENGINEER  COM   117421107      2,067    99,800 SH SOLE    0       99,800
BUCKEYE TECHNO  COM   118255108      1,383   124,000 SH SOLE    0      124,000
BUCYRUS INTL I  CL A  118759109        743    22,100 SH SOLE    0       22,100
BUILDING MATLS  COM   120113105      1,241    45,100 SH SOLE    0       45,100
BUNGE LIMITED   COM   G16962105      1,551    38,800 SH SOLE    0       38,800
BURLINGTON COA  COM   121579106      3,178   149,700 SH SOLE    0      149,700
BURLINGTON NOR  COM   12189T104     13,594   354,851 SH SOLE    0      354,851
BURLINGTON RES  COM   122014103     15,392   377,262 SH SOLE    0      377,262
BUSINESS OBJEC  ADR   12328X107      1,856    79,655 SH SOLE    0       79,655
C COR INC       COM   125010108      2,923   345,900 SH SOLE    0      345,900
C D I CORP      COM   125071100      1,353    66,000 SH SOLE    0       66,000
C D W CORP      COM   12512N105      9,006   155,200 SH SOLE    0      155,200
C H ROBINSON W  COM   12541W100      8,554   184,400 SH SOLE    0      184,400
C&D TECHNOLOGI  COM   124661109      1,619    85,100 SH SOLE    0       85,100
CABOT CORP      COM   127055101      5,755   149,210 SH SOLE    0      149,210
CABOT MICROELE  COM   12709P103      2,572    70,941 SH SOLE    0       70,941
CABOT OIL & GA  COM   127097103     11,157   248,490 SH SOLE    0      248,490
CACI INTL INC   CL A  127190304      5,157    97,700 SH SOLE    0       97,700
CADENCE DESIGN  COM   127387108      6,558   502,900 SH SOLE    0      502,900
CAESARS ENTMT   COM   127687101      9,661   578,500 SH SOLE    0      578,500
CAL DIVE INTL   COM   127914109      6,429   180,500 SH SOLE    0      180,500
CALIFORNIA PIZ  COM   13054D109      2,074    94,900 SH SOLE    0       94,900
CALLAWAY GOLF   COM   131193104      1,486   140,600 SH SOLE    0      140,600
CALLON PETE CO  COM   13123X102        527    41,600 SH SOLE    0       41,600
CALPINE CORP    COM   131347106      1,450   500,080 SH SOLE    0      500,080
CAMBREX CORP    COM   132011107      1,927    87,800 SH SOLE    0       87,800
CAMPBELL SOUP   COM   134429109     10,199   387,937 SH SOLE    0      387,937
CANDELA CORP    COM   136907102        565    49,000 SH SOLE    0       49,000
CAPITAL AUTOMO  COM   139733109      6,976   223,100 SH SOLE    0      223,100
CAPITAL CORP O  COM   140065103      3,330    77,431 SH SOLE    0       77,431
CAPITAL ONE FI  COM   14040H105     17,010   230,180 SH SOLE    0      230,180
CAPITALSOURCE   COM   14055X102        938    42,000 SH SOLE    0       42,000
CAPTARIS INC    COM   14071N104        451   105,800 SH SOLE    0      105,800
CARAUSTAR INDS  COM   140909102      4,181   249,300 SH SOLE    0      249,300
CARBO CERAMICS  COM   140781105      3,859    53,500 SH SOLE    0       53,500
CARDINAL HEALT  COM   14149Y108     18,675   426,652 SH SOLE    0      426,652
CARDIODYNAMICS  COM   141597104        519   112,800 SH SOLE    0      112,800
CAREER EDUCATI  COM   141665109      6,133   215,720 SH SOLE    0      215,720
CAREMARK RX IN  COM   141705103     14,146   441,100 SH SOLE    0      441,100
CARLISLE COS I  COM   142339100      7,991   125,000 SH SOLE    0      125,000
CARMAX INC      COM   143130102      4,183   194,100 SH SOLE    0      194,100
CARNIVAL CORP   COM   143658300     29,193   617,320 SH SOLE    0      617,320
CARPENTER TECH  COM   144285103      6,622   138,710 SH SOLE    0      138,710
CARREKER CORP   COM   144433109        627    82,400 SH SOLE    0       82,400
CASCADE NAT GA  COM   147339105        798    37,600 SH SOLE    0       37,600
CASEYS GEN STO  COM   147528103      3,125   168,100 SH SOLE    0      168,100
CASH AMER INTL  COM   14754D100      3,144   128,533 SH SOLE    0      128,533
CASTLE A M & C  COM   148411101        538    53,000 SH SOLE    0       53,000
CATALINA MARKE  COM   148867104      2,952   127,900 SH SOLE    0      127,900
CATAPULT COMMU  COM   149016107        914    48,500 SH SOLE    0       48,500
CATELLUS DEV C  COM   149113102        936    35,300 SH SOLE    0       35,300
CATERPILLAR IN  COM   149123101     28,826   358,312 SH SOLE    0      358,312
CATHAY GENERAL  COM   149150104        721    19,400 SH SOLE    0       19,400
CATO CORP NEW   CL A  149205106      1,542    69,300 SH SOLE    0       69,300
CB RICHARD ELL  CL A  12497T101      2,804   121,370 SH SOLE    0      121,370
CBL & ASSOC PP  COM   124830100      3,243    53,200 SH SOLE    0       53,200
CBRL GROUP INC  COM   12489V106      3,283    91,000 SH SOLE    0       91,000
CEC ENTMT INC   COM   125137109      5,510   149,937 SH SOLE    0      149,937
CELADON GROUP   COM   150838100        840    44,100 SH SOLE    0       44,100
CELGENE CORP    COM   151020104        280     4,800 SH SOLE    0        4,800
CEMEX S A       ADR   151290889      4,237   150,586 SH SOLE    0      150,586
CENDANT CORP    COM   151313103     22,854 1,058,068 SH SOLE    0    1,058,068
CENTENE CORP D  COM   15135B101      3,785    88,900 SH SOLE    0       88,900
CENTER FINL CO  COM   15146E102        381    20,038 SH SOLE    0       20,038
CENTERPOINT EN  COM   15189T107      3,004   289,956 SH SOLE    0      289,956
CENTEX CORP     COM   152312104      7,235   143,384 SH SOLE    0      143,384
CENTRAL PAC FI  COM   154760102      2,843   103,300 SH SOLE    0      103,300
CENTRAL PKG CO  COM   154785109      1,621   122,650 SH SOLE    0      122,650
CENTRAL VT PUB  COM   155771108        818    40,700 SH SOLE    0       40,700
CENTURY ALUM C  COM   156431108      4,060   146,400 SH SOLE    0      146,400
CENTURYTEL INC  COM   156700106      5,418   158,240 SH SOLE    0      158,240
CEPHALON INC    COM   156708109      6,476   135,200 SH SOLE    0      135,200
CERADYNE INC    COM   156710105      3,458    78,750 SH SOLE    0       78,750
CERIDIAN CORP   COM   156779100      5,107   277,400 SH SOLE    0      277,400
CERNER CORP     COM   156782104      6,182   142,900 SH SOLE    0      142,900
CERTEGY INC     COM   156880106      4,402   118,306 SH SOLE    0      118,306
CH ENERGY GROU  COM   12541M102      2,427    53,000 SH SOLE    0       53,000
CHAMPION ENTER  COM   158496109     13,205 1,283,300 SH SOLE    0    1,283,300
CHARLES RIV LA  COM   159864107      4,145    90,500 SH SOLE    0       90,500
CHARMING SHOPP  COM   161133103     21,289 2,990,000 SH SOLE    0    2,990,000
CHARTERMAC      COM   160908109      1,253    57,000 SH SOLE    0       57,000
CHATTEM INC     COM   162456107        819    25,400 SH SOLE    0       25,400
CHECK POINT SO  ORD   M22465104      3,027   178,400 SH SOLE    0      178,400
CHECKFREE CORP  COM   162813109      5,874   212,300 SH SOLE    0      212,300
CHECKPOINT SYS  COM   162825103      2,610   167,600 SH SOLE    0      167,600
CHEESECAKE FAC  COM   163072101      4,197    96,700 SH SOLE    0       96,700
CHELSEA PPTY G  COM   163421100        671    10,000 SH SOLE    0       10,000
CHEMED CORP NE  COM   16359R103      5,998   107,600 SH SOLE    0      107,600
CHESAPEAKE COR  COM   165159104      1,576    65,600 SH SOLE    0       65,600
CHESAPEAKE ENE  COM   165167107      5,499   347,400 SH SOLE    0      347,400
CHEVRONTEXACO   COM   166764100    108,706 2,026,578 SH SOLE    0    2,026,578
CHICAGO MERCAN  CL A  167760107        532     3,300 SH SOLE    0        3,300
CHICOS FAS INC  COM   168615102      5,708   166,900 SH SOLE    0      166,900
CHILDRENS PL R  COM   168905107      2,159    90,300 SH SOLE    0       90,300
CHINA MOBILE H  ADR   16941M109      2,494   163,000 SH SOLE    0      163,000
CHIRON CORP     COM   170040109      8,695   196,710 SH SOLE    0      196,710
CHITTENDEN COR  COM   170228100      4,217   154,750 SH SOLE    0      154,750
CHOICEPOINT IN  COM   170388102      7,057   165,466 SH SOLE    0      165,466
CHRISTOPHER &   COM   171046105      3,216   200,900 SH SOLE    0      200,900
CHUBB CORP      COM   171232101     13,416   190,893 SH SOLE    0      190,893
CHUNGHWA TELEC  ADR   17133Q205      2,622   148,900 SH SOLE    0      148,900
CHURCH & DWIGH  COM   171340102      4,565   162,670 SH SOLE    0      162,670
CIBER INC       COM   17163B102      1,521   202,200 SH SOLE    0      202,200
CIENA CORP      COM   171779101      1,061   535,900 SH SOLE    0      535,900
CIGNA CORP      COM   125509109     10,578   151,919 SH SOLE    0      151,919
CIMAREX ENERGY  COM   171798101      6,039   172,847 SH SOLE    0      172,847
CINCINNATI BEL  COM   171871106      2,034   582,900 SH SOLE    0      582,900
CINCINNATI FIN  COM   172062101      6,552   158,949 SH SOLE    0      158,949
CINERGY CORP    COM   172474108      6,722   169,759 SH SOLE    0      169,759
CINTAS CORP     COM   172908105      6,800   161,740 SH SOLE    0      161,740
CIRCUIT CITY S  COM   172737108      2,880   187,732 SH SOLE    0      187,732
CISCO SYS INC   COM   17275R102    119,267 6,589,312 SH SOLE    0    6,589,312
CIT GROUP INC   COM   125581108        423    11,300 SH SOLE    0       11,300
CITADEL BROADC  COM   17285T106        546    42,600 SH SOLE    0       42,600
CITADEL SEC SO  COM   17288Q109        235    94,200 SH SOLE    0       94,200
CITIGROUP INC   COM   172967101    219,093 4,965,851 SH SOLE    0    4,965,851
CITIZENS COMMU  COM   17453B101      4,105   306,540 SH SOLE    0      306,540
CITRIX SYS INC  COM   177376100      2,818   160,840 SH SOLE    0      160,840
CITY NATL CORP  COM   178566105      6,758   104,050 SH SOLE    0      104,050
CKE RESTAURANT  COM   12561E105        535    48,400 SH SOLE    0       48,400
CLAIRES STORES  COM   179584107      5,990   239,200 SH SOLE    0      239,200
CLARCOR INC     COM   179895107      5,375   112,750 SH SOLE    0      112,750
CLARK INC       COM   181457102        640    47,300 SH SOLE    0       47,300
CLEAR CHANNEL   COM   184502102     17,487   561,008 SH SOLE    0      561,008
CLECO CORP NEW  COM   12561W105      2,724   158,000 SH SOLE    0      158,000
CLEVELAND CLIF  COM   185896107      6,348    78,500 SH SOLE    0       78,500
CLOROX CO DEL   COM   189054109     10,677   200,314 SH SOLE    0      200,314
CMS ENERGY COR  COM   125896100      1,470   154,367 SH SOLE    0      154,367
CNET NETWORKS   COM   12613R104      4,160   454,600 SH SOLE    0      454,600
CNF INC         COM   12612W104      3,898    95,100 SH SOLE    0       95,100
CNH GLOBAL N V  COM   N20935206        832    42,500 SH SOLE    0       42,500
COACH INC       COM   189754104      7,945   187,300 SH SOLE    0      187,300
COACHMEN INDS   COM   189873102      9,359   593,100 SH SOLE    0      593,100
COCA COLA CO    COM   191216100     92,227 2,302,789 SH SOLE    0    2,302,789
COCA COLA ENTE  COM   191219104      8,388   443,820 SH SOLE    0      443,820
COCA-COLA FEMS  ADR   191241108     11,607   595,825 SH SOLE    0      595,825
COGNEX CORP     COM   192422103      4,043   154,300 SH SOLE    0      154,300
COGNIZANT TECH  CL A  192446102     10,167   333,220 SH SOLE    0      333,220
COHERENT INC    COM   192479103      2,633   101,500 SH SOLE    0      101,500
COHU INC        COM   192576106      1,066    72,100 SH SOLE    0       72,100
COINSTAR INC    COM   19259P300      1,671    71,700 SH SOLE    0       71,700
COLE KENNETH P  CL A  193294105      1,832    65,100 SH SOLE    0       65,100
COLGATE PALMOL  COM   194162103     22,793   504,498 SH SOLE    0      504,498
COLONIAL BANCG  COM   195493309      5,098   249,300 SH SOLE    0      249,300
COLONIAL PPTYS  COM   195872106      4,931   122,600 SH SOLE    0      122,600
COLUMBIA BANCO  COM   197227101        863    29,600 SH SOLE    0       29,600
COLUMBIA BKG S  COM   197236102      2,656   111,650 SH SOLE    0      111,650
COMCAST CORP N  CL A  20030N101     59,913 2,121,549 SH SOLE    0    2,121,549
COMCAST CORP N  CL A  20030N200      1,117    40,000 SH SOLE    0       40,000
COMERICA INC    COM   200340107     10,107   170,289 SH SOLE    0      170,289
COMMERCE BANCO  COM   200519106      9,643   174,700 SH SOLE    0      174,700
COMMERCIAL CAP  COM   20162L105      6,876   303,020 SH SOLE    0      303,020
COMMERCIAL FED  COM   201647104      3,594   133,200 SH SOLE    0      133,200
COMMERCIAL MET  COM   201723103      6,117   154,000 SH SOLE    0      154,000
COMMERCIAL NET  COM   202218103      3,823   209,800 SH SOLE    0      209,800
COMMONWEALTH I  COM   203004106        509    54,500 SH SOLE    0       54,500
COMMONWEALTH T  COM   203349105      3,079    70,700 SH SOLE    0       70,700
COMMSCOPE INC   COM   203372107      3,262   151,000 SH SOLE    0      151,000
COMMUNITY BK S  COM   203607106      2,583   102,800 SH SOLE    0      102,800
COMMUNITY FIRS  COM   203902101      3,975   124,000 SH SOLE    0      124,000
COMMUNITY HEAL  COM   203668108      5,451   204,300 SH SOLE    0      204,300
COMPANHIA BRAS  ADR   20440T201      1,159    58,000 SH SOLE    0       58,000
COMPANHIA DE B  ADR   20441W203     19,702   879,550 SH SOLE    0      879,550
COMPANHIA VALE  ADR   204412100     27,148 1,410,300 SH SOLE    0    1,410,300
COMPASS BANCSH  COM   20449H109     10,166   232,000 SH SOLE    0      232,000
COMPUTER ASSOC  COM   204912109     14,911   566,963 SH SOLE    0      566,963
COMPUTER PROGR  COM   205306103        315    15,700 SH SOLE    0       15,700
COMPUTER SCIEN  COM   205363104      8,347   177,222 SH SOLE    0      177,222
COMPUWARE CORP  COM   205638109      1,878   364,580 SH SOLE    0      364,580
COMSTOCK RES I  COM   205768203      1,661    79,400 SH SOLE    0       79,400
COMTECH TELECO  COM   205826209      2,780   102,600 SH SOLE    0      102,600
COMVERSE TECHN  COM   205862402      4,110   218,260 SH SOLE    0      218,260
CONAGRA FOODS   COM   205887102     13,397   521,076 SH SOLE    0      521,076
CONCORD COMMUN  COM   206186108        549    61,500 SH SOLE    0       61,500
CONEXANT SYSTE  COM   207142100        320   200,000 SH SOLE    0      200,000
CONMED CORP     COM   207410101      3,727   141,700 SH SOLE    0      141,700
CONNETICS CORP  COM   208192104      6,286   232,650 SH SOLE    0      232,650
CONOCOPHILLIPS  COM   20825C104     54,373   656,280 SH SOLE    0      656,280
CONSOL ENERGY   COM   20854P109      1,406    40,300 SH SOLE    0       40,300
CONSOLIDATED E  COM   209115104      9,666   229,921 SH SOLE    0      229,921
CONSOLIDATED G  COM   209341106      1,915    45,700 SH SOLE    0       45,700
CONSTELLATION   CL A  21036P108      8,381   220,200 SH SOLE    0      220,200
CONSTELLATION   COM   210371100      6,616   166,070 SH SOLE    0      166,070
CONVERGYS CORP  COM   212485106      2,517   187,420 SH SOLE    0      187,420
COOPER CAMERON  COM   216640102      6,596   120,270 SH SOLE    0      120,270
COOPER COS INC  COM   216648402     13,175   192,200 SH SOLE    0      192,200
COOPER INDS LT  CL A  G24182100      5,433    92,089 SH SOLE    0       92,089
COOPER TIRE &   COM   216831107      3,582   177,570 SH SOLE    0      177,570
COORS ADOLPH C  CL B  217016104      2,387    35,139 SH SOLE    0       35,139
COPART INC      COM   217204106      3,184   168,200 SH SOLE    0      168,200
CORINTHIAN COL  COM   218868107      2,271   168,500 SH SOLE    0      168,500
CORN PRODS INT  COM   219023108      5,703   123,700 SH SOLE    0      123,700
CORNING INC     COM   219350105     14,843 1,339,606 SH SOLE    0    1,339,606
CORPORATE EXEC  COM   21988R102      1,967    32,120 SH SOLE    0       32,120
CORPORATE OFFI  COM   22002T108      2,152    84,000 SH SOLE    0       84,000
CORRECTIONAL P  COM   22025E104        519    19,000 SH SOLE    0       19,000
COST PLUS INC   COM   221485105      4,316   122,000 SH SOLE    0      122,000
COSTCO WHSL CO  COM   22160K105     18,147   437,184 SH SOLE    0      437,184
COUNTRYWIDE FI  COM   222372104     23,846   605,392 SH SOLE    0      605,392
COVANCE INC     COM   222816100      7,367   184,308 SH SOLE    0      184,308
COVENTRY HEALT  COM   222862104     10,502   196,775 SH SOLE    0      196,775
COX RADIO INC   CL A  224051102        628    42,100 SH SOLE    0       42,100
CPI CORP        COM   125902106        345    26,000 SH SOLE    0       26,000
CRANE CO        COM   224399105      1,628    56,303 SH SOLE    0       56,303
CREDENCE SYS C  COM   225302108      3,429   476,300 SH SOLE    0      476,300
CREE INC        COM   225447101      4,172   136,800 SH SOLE    0      136,800
CROMPTON CORP   COM   227116100      2,032   214,101 SH SOLE    0      214,101
CROSS CTRY HEA  COM   227483104      1,666   107,500 SH SOLE    0      107,500
CROWN CASTLE I  COM   228227104      7,260   487,910 SH SOLE    0      487,910
CROWN HOLDINGS  COM   228368106      2,616   253,700 SH SOLE    0      253,700
CRYOLIFE INC    COM   228903100        567    78,150 SH SOLE    0       78,150
CSG SYS INTL I  COM   126349109      2,814   182,610 SH SOLE    0      182,610
CSX CORP        COM   126408103      6,835   205,884 SH SOLE    0      205,884
CTS CORP        COM   126501105      1,528   121,300 SH SOLE    0      121,300
CUBIC CORP      COM   229669106      2,052    89,600 SH SOLE    0       89,600
CULLEN FROST B  COM   229899109      9,359   201,400 SH SOLE    0      201,400
CUMMINS INC     COM   231021106      3,676    49,753 SH SOLE    0       49,753
CUNO INC        COM   126583103      3,910    67,700 SH SOLE    0       67,700
CURATIVE HEALT  COM   23126W100        298    43,400 SH SOLE    0       43,400
CURTISS WRIGHT  COM   231561101      4,103    71,700 SH SOLE    0       71,700
CV THERAPEUTIC  COM   126667104        475    38,000 SH SOLE    0       38,000
CVS CORP        COM   126650100     16,486   391,314 SH SOLE    0      391,314
CYBERGUARD COR  COM   231910100        189    32,000 SH SOLE    0       32,000
CYBERONICS INC  COM   23251P102      1,637    80,000 SH SOLE    0       80,000
CYMER INC       COM   232572107      7,274   253,810 SH SOLE    0      253,810
CYPRESS SEMICO  COM   232806109      3,008   340,300 SH SOLE    0      340,300
CYTEC INDS INC  COM   232820100      3,578    73,100 SH SOLE    0       73,100
CYTOKINETICS I  COM   23282W100        368    27,700 SH SOLE    0       27,700
CYTYC CORP      COM   232946103      5,006   207,300 SH SOLE    0      207,300
D R HORTON INC  COM   23331A109     17,105   516,600 SH SOLE    0      516,600
DAKTRONICS INC  COM   234264109      4,046   165,500 SH SOLE    0      165,500
DANA CORP       COM   235811106      2,489   140,720 SH SOLE    0      140,720
DANAHER CORP D  COM   235851102     16,239   316,666 SH SOLE    0      316,666
DARDEN RESTAUR  COM   237194105      4,253   182,363 SH SOLE    0      182,363
DATASCOPE CORP  COM   238113104      1,854    49,700 SH SOLE    0       49,700
DEAN FOODS CO   COM   242370104      8,843   294,582 SH SOLE    0      294,582
DEERE & CO      COM   244199105     15,169   235,000 SH SOLE    0      235,000
DEL MONTE FOOD  COM   24522P103      3,949   376,500 SH SOLE    0      376,500
DELL INC        COM   24702R101     84,955 2,386,376 SH SOLE    0    2,386,376
DELPHI CORP     COM   247126105      4,913   528,851 SH SOLE    0      528,851
DELPHI FINL GR  CL A  247131105      4,249   105,764 SH SOLE    0      105,764
DELTA & PINE L  COM   247357106      5,119   191,366 SH SOLE    0      191,366
DELTA AIR LINE  COM   247361108        387   117,590 SH SOLE    0      117,590
DELTIC TIMBER   COM   247850100      1,619    40,700 SH SOLE    0       40,700
DELUXE CORP     COM   248019101      3,242    79,030 SH SOLE    0       79,030
DENDREON CORP   COM   24823Q107        692    82,300 SH SOLE    0       82,300
DENDRITE INTL   COM   248239105      2,250   139,550 SH SOLE    0      139,550
DENTSPLY INTL   COM   249030107      8,957   172,450 SH SOLE    0      172,450
DEPARTMENT 56   COM   249509100        734    45,000 SH SOLE    0       45,000
DEPOMED INC     COM   249908104        462    88,450 SH SOLE    0       88,450
DEVELOPERS DIV  COM   251591103      8,903   227,400 SH SOLE    0      227,400
DEVON ENERGY C  COM   25179M103     16,687   235,000 SH SOLE    0      235,000
DEVRY INC DEL   COM   251893103      2,717   131,200 SH SOLE    0      131,200
DIAGNOSTIC PRO  COM   252450101      7,050   172,500 SH SOLE    0      172,500
DIAMONDCLUSTER  COM   25278P106      5,305   434,800 SH SOLE    0      434,800
DIEBOLD INC     COM   253651103      6,671   142,850 SH SOLE    0      142,850
DIGENE CORP     COM   253752109        654    25,200 SH SOLE    0       25,200
DIGI INTL INC   COM   253798102      1,486   130,000 SH SOLE    0      130,000
DIGITAL INSIGH  COM   25385P106      1,619   118,800 SH SOLE    0      118,800
DIGITAL RIV IN  COM   25388B104      2,472    83,000 SH SOLE    0       83,000
DILLARDS INC    CL A  254067101      1,557    78,900 SH SOLE    0       78,900
DIME CMNTY BAN  COM   253922108      2,099   124,925 SH SOLE    0      124,925
DIMON INC       COM   254394109        892   151,500 SH SOLE    0      151,500
DIONEX CORP     COM   254546104      3,862    70,600 SH SOLE    0       70,600
DISCOVERY LABO  COM   254668106        750   111,900 SH SOLE    0      111,900
DISNEY WALT CO  COM   254687106     44,602 1,977,931 SH SOLE    0    1,977,931
DITECH COMMUNI  COM   25500M103      1,943    86,785 SH SOLE    0       86,785
DIVERSA CORP    COM   255064107      3,117   373,270 SH SOLE    0      373,270
DJ ORTHOPEDICS  COM   23325G104      3,028   171,550 SH SOLE    0      171,550
DOBSON COMMUNI  CL A  256069105        237   178,500 SH SOLE    0      178,500
DOLLAR GEN COR  COM   256669102      6,272   311,251 SH SOLE    0      311,251
DOLLAR TREE ST  COM   256747106      5,711   211,900 SH SOLE    0      211,900
DOMINION RES I  COM   25746U109     20,527   314,583 SH SOLE    0      314,583
DONALDSON INC   COM   257651109      5,672   199,800 SH SOLE    0      199,800
DONNELLEY R R   COM   257867101      6,424   205,104 SH SOLE    0      205,104
DORAL FINL COR  COM   25811P100      1,022    24,650 SH SOLE    0       24,650
DOVER CORP      COM   260003108      7,464   192,034 SH SOLE    0      192,034
DOW CHEM CO     COM   260543103     42,242   934,977 SH SOLE    0      934,977
DOW JONES & CO  COM   260561105      3,138    77,263 SH SOLE    0       77,263
DOWNEY FINL CO  COM   261018105      5,168    94,024 SH SOLE    0       94,024
DPL INC         COM   233293109      4,859   236,124 SH SOLE    0      236,124
DR REDDYS LABS  ADR   256135203      3,608   223,800 SH SOLE    0      223,800
DRESS BARN INC  COM   261570105      1,738    99,600 SH SOLE    0       99,600
DRIL-QUIP INC   COM   262037104      1,726    77,400 SH SOLE    0       77,400
DRS TECHNOLOGI  COM   23330X100      3,415    91,200 SH SOLE    0       91,200
DSP GROUP INC   COM   23332B106      2,939   139,600 SH SOLE    0      139,600
DST SYS INC DE  COM   233326107      6,973   156,800 SH SOLE    0      156,800
DTE ENERGY CO   COM   233331107      6,911   163,809 SH SOLE    0      163,809
DU PONT E I DE  COM   263534109     41,856   977,950 SH SOLE    0      977,950
DUKE ENERGY CO  COM   264399106     21,397   934,756 SH SOLE    0      934,756
DUN & BRADSTRE  COM   26483E100      9,316   158,700 SH SOLE    0      158,700
DUPONT PHOTOMA  COM   26613X101      1,053    61,800 SH SOLE    0       61,800
DUQUESNE LT HL  COM   266233105      2,568   143,000 SH SOLE    0      143,000
DUSA PHARMACEU  COM   266898105        327    28,500 SH SOLE    0       28,500
DYCOM INDS INC  COM   267475101     15,067   530,700 SH SOLE    0      530,700
DYNEGY INC NEW  CL A  26816Q101      1,785   357,660 SH SOLE    0      357,660
E M C CORP MAS  COM   268648102     27,475 2,380,855 SH SOLE    0    2,380,855
E TRADE FINANC  COM   269246104      4,192   367,100 SH SOLE    0      367,100
EAGLE MATERIAL  COM   26969P108      4,889    68,570 SH SOLE    0       68,570
EAST WEST BANC  COM   27579R104      6,557   195,200 SH SOLE    0      195,200
EASTMAN CHEM C  COM   277432100      4,970   104,526 SH SOLE    0      104,526
EASTMAN KODAK   COM   277461109     10,211   316,923 SH SOLE    0      316,923
EATON CORP      COM   278058102      9,026   142,344 SH SOLE    0      142,344
EATON VANCE CO  COM   278265103      5,105   126,400 SH SOLE    0      126,400
EBAY INC        COM   278642103     57,828   628,980 SH SOLE    0      628,980
ECOLAB INC      COM   278865100      7,624   242,504 SH SOLE    0      242,504
EDGE PETE CORP  COM   279862106      1,629   102,000 SH SOLE    0      102,000
EDISON INTL     COM   281020107      8,154   307,599 SH SOLE    0      307,599
EDO CORP        COM   281347104      1,859    67,000 SH SOLE    0       67,000
EDUCATION MGMT  COM   28139T101      4,316   162,000 SH SOLE    0      162,000
EDWARDS AG INC  COM   281760108      6,464   186,700 SH SOLE    0      186,700
EDWARDS LIFESC  COM   28176E108      3,732   111,400 SH SOLE    0      111,400
EFJ INC         COM   26843B101        883   131,600 SH SOLE    0      131,600
EFUNDS CORP     COM   28224R101      3,543   190,600 SH SOLE    0      190,600
EGL INC         COM   268484102      4,984   164,700 SH SOLE    0      164,700
EL PASO CORP    COM   28336L109      6,181   672,587 SH SOLE    0      672,587
EL PASO ELEC C  COM   283677854      2,565   159,600 SH SOLE    0      159,600
ELECTRO SCIENT  COM   285229100      1,645    94,800 SH SOLE    0       94,800
ELECTRONIC ART  COM   285512109     13,333   289,920 SH SOLE    0      289,920
ELECTRONIC DAT  NOTE  285661AF1        827   830,000 SH SOLE    0      830,000
ELECTRONIC DAT  COM   285661104      9,377   483,620 SH SOLE    0      483,620
ELECTRONICS BO  COM   286045109      2,725    79,900 SH SOLE    0       79,900
ELECTRONICS FO  COM   286082102      1,189    73,200 SH SOLE    0       73,200
ELIZABETH ARDE  COM   28660G106      3,045   144,590 SH SOLE    0      144,590
ELKCORP         COM   287456107      3,574   128,750 SH SOLE    0      128,750
EMBARCADERO TE  COM   290787100      1,007   119,030 SH SOLE    0      119,030
EMBRAER-EMPRES  ADR   29081M102      3,412   129,230 SH SOLE    0      129,230
EMBREX INC      COM   290817105      2,163   160,000 SH SOLE    0      160,000
EMCOR GROUP IN  COM   29084Q100      1,915    50,900 SH SOLE    0       50,900
EMERSON ELEC C  COM   291011104     25,308   408,920 SH SOLE    0      408,920
EMMIS COMMUNIC  CL A  291525103      1,887   104,500 SH SOLE    0      104,500
ENCANA CORP     COM   292505104        244     5,266 SH SOLE    0        5,266
ENDO PHARMACEU  COM   29264F205        795    43,280 SH SOLE    0       43,280
ENERGEN CORP    COM   29265N108     11,197   217,200 SH SOLE    0      217,200
ENERGIZER HLDG  COM   29266R108      8,026   174,100 SH SOLE    0      174,100
ENERGY EAST CO  COM   29266M109      6,900   274,036 SH SOLE    0      274,036
ENERGY PARTNER  COM   29270U105      3,005   184,600 SH SOLE    0      184,600
ENESCO GROUP I  COM   292973104        327    47,700 SH SOLE    0       47,700
ENGELHARD CORP  COM   292845104      3,329   117,426 SH SOLE    0      117,426
ENGINEERED SUP  COM   292866100      5,027   110,150 SH SOLE    0      110,150
ENSCO INTL INC  COM   26874Q100     29,730   910,000 SH SOLE    0      910,000
ENTERCOM COMMU  CL A  293639100      3,037    93,000 SH SOLE    0       93,000
ENTERGY CORP N  COM   29364G103     13,153   217,014 SH SOLE    0      217,014
ENTERTAINMENT   COM   29380T105      3,723    98,500 SH SOLE    0       98,500
ENTRAVISION CO  CL A  29382R107        924   121,400 SH SOLE    0      121,400
ENVIRONMENTAL   CL A  294092101      1,654   237,000 SH SOLE    0      237,000
ENZO BIOCHEM I  COM   294100102      1,552   103,447 SH SOLE    0      103,447
EOG RES INC     COM   26875P101      7,253   110,140 SH SOLE    0      110,140
EPIQ SYS INC    COM   26882D109        935    60,000 SH SOLE    0       60,000
EPIX MEDICAL I  COM   26881Q101        983    50,900 SH SOLE    0       50,900
EQUIFAX INC     COM   294429105      3,408   129,272 SH SOLE    0      129,272
EQUITABLE RES   COM   294549100      6,267   115,400 SH SOLE    0      115,400
EQUITY OFFICE   COM   294741103     17,535   643,489 SH SOLE    0      643,489
EQUITY ONE      COM   294752100      2,551   130,000 SH SOLE    0      130,000
EQUITY RESIDEN  COM   29476L107     13,032   420,372 SH SOLE    0      420,372
ERESEARCHTECHN  COM   29481V108        692    51,900 SH SOLE    0       51,900
ERICSSON L M T  ADR   294821608        968    31,000 SH SOLE    0       31,000
ESCO TECHNOLOG  COM   296315104      6,810   100,500 SH SOLE    0      100,500
ESS TECHNOLOGY  COM   269151106        907   132,400 SH SOLE    0      132,400
ESSEX PPTY TR   COM   297178105     12,592   175,250 SH SOLE    0      175,250
ESTERLINE TECH  COM   297425100      2,178    71,200 SH SOLE    0       71,200
ETHAN ALLEN IN  COM   297602104      4,344   125,000 SH SOLE    0      125,000
EVEREST RE GRO  COM   G3223R108      7,872   105,900 SH SOLE    0      105,900
EXAR CORP       COM   300645108      1,950   137,700 SH SOLE    0      137,700
EXCEL TECHNOLO  COM   30067T103        261    10,100 SH SOLE    0       10,100
EXELIXIS INC    COM   30161Q104      1,732   214,842 SH SOLE    0      214,842
EXELON CORP     COM   30161N101     23,375   637,096 SH SOLE    0      637,096
EXPEDITORS INT  COM   302130109     10,221   197,700 SH SOLE    0      197,700
EXPRESS SCRIPT  COM   302182100      6,109    93,490 SH SOLE    0       93,490
EXTREME NETWOR  COM   30226D106        478   107,400 SH SOLE    0      107,400
EXXON MOBIL CO  COM   30231G102    301,175 6,231,642 SH SOLE    0    6,231,642
F M C CORP      COM   302491303      7,419   152,750 SH SOLE    0      152,750
F5 NETWORKS IN  COM   315616102      1,118    36,700 SH SOLE    0       36,700
FACTSET RESH S  COM   303075105      5,755   119,400 SH SOLE    0      119,400
FAIR ISAAC COR  COM   303250104      3,831   131,200 SH SOLE    0      131,200
FAIRCHILD SEMI  COM   303726103      5,163   364,390 SH SOLE    0      364,390
FAIRMONT HOTEL  COM   305204109     45,867 1,678,890 SH SOLE    0    1,678,890
FALCON FINL IN  COM   306032103        664    82,100 SH SOLE    0       82,100
FAMILY DLR STO  COM   307000109      5,018   185,180 SH SOLE    0      185,180
FASTENAL CO     COM   311900104      8,168   141,800 SH SOLE    0      141,800
FEDDERS CORP    COM   313135501        419   102,360 SH SOLE    0      102,360
FEDERAL HOME L  COM   313400301     42,471   650,996 SH SOLE    0      650,996
FEDERAL NATL M  COM   313586109     59,814   943,434 SH SOLE    0      943,434
FEDERAL REALTY  COM   313747206      9,368   212,900 SH SOLE    0      212,900
FEDERAL SIGNAL  COM   313855108      2,133   114,800 SH SOLE    0      114,800
FEDERATED DEPT  COM   31410H101      7,827   172,286 SH SOLE    0      172,286
FEDERATED INVS  CL B  314211103      2,904   102,100 SH SOLE    0      102,100
FEDEX CORP      COM   31428X106     25,190   293,962 SH SOLE    0      293,962
FEI CO          COM   30241L109      2,209   111,800 SH SOLE    0      111,800
FELCOR LODGING  COM   31430F101        412    36,400 SH SOLE    0       36,400
FERRO CORP      COM   315405100      3,023   138,600 SH SOLE    0      138,600
FIDELITY NATL   COM   316326107     14,359   376,887 SH SOLE    0      376,887
FIFTH THIRD BA  COM   316773100     26,557   539,565 SH SOLE    0      539,565
FILENET CORP    COM   316869106      2,308   132,200 SH SOLE    0      132,200
FINANCIAL FED   COM   317492106      2,174    58,000 SH SOLE    0       58,000
FINDWHAT COM    COM   317794105      1,892   101,000 SH SOLE    0      101,000
FINISH LINE IN  CL A  317923100        544    17,600 SH SOLE    0       17,600
FIRST AMERN CO  COM   318522307      6,212   201,500 SH SOLE    0      201,500
FIRST BANCORP   COM   318672102      6,518   134,950 SH SOLE    0      134,950
FIRST CASH FIN  COM   31942D107        363    18,100 SH SOLE    0       18,100
FIRST CMNTY BA  COM   31983B101      3,879    94,600 SH SOLE    0       94,600
FIRST CTZNS BA  CL A  31946M103      2,915    24,700 SH SOLE    0       24,700
FIRST DATA COR  COM   319963104     37,505   862,177 SH SOLE    0      862,177
FIRST HEALTH G  COM   320960107      2,825   175,600 SH SOLE    0      175,600
FIRST HORIZON   COM   320517105      5,448   125,640 SH SOLE    0      125,640
FIRST MIDWEST   COM   320867104      6,339   183,425 SH SOLE    0      183,425
FIRST NIAGARA   COM   33582V108        972    72,660 SH SOLE    0       72,660
FIRST REP BK S  COM   336158100      2,447    53,200 SH SOLE    0       53,200
FIRSTENERGY CO  COM   337932107     12,927   314,667 SH SOLE    0      314,667
FIRSTFED FINL   COM   337907109      2,688    55,000 SH SOLE    0       55,000
FIRSTMERIT COR  COM   337915102      7,999   304,100 SH SOLE    0      304,100
FISERV INC      COM   337738108      8,304   238,220 SH SOLE    0      238,220
FISHER SCIENTI  COM   338032204      9,467   162,300 SH SOLE    0      162,300
FLAGSTAR BANCO  COM   337930101      4,369   205,300 SH SOLE    0      205,300
FLAMEL TECHNOL  ADR   338488109        546    37,200 SH SOLE    0       37,200
FLEETWOOD ENTE  COM   339099103     24,826 1,635,413 SH SOLE    0    1,635,413
FLEXTRONICS IN  ORD   Y2573F102      6,016   454,020 SH SOLE    0      454,020
FLIR SYS INC    COM   302445101     13,024   222,638 SH SOLE    0      222,638
FLORIDA ROCK I  COM   341140101     12,440   253,925 SH SOLE    0      253,925
FLOWERS FOODS   COM   343498101      3,799   146,950 SH SOLE    0      146,950
FLOWSERVE CORP  COM   34354P105      2,494   103,148 SH SOLE    0      103,148
FLUOR CORP NEW  COM   343412102      3,494    78,475 SH SOLE    0       78,475
FLYI INC        COM   34407T104        595   152,100 SH SOLE    0      152,100
FMC TECHNOLOGI  COM   30249U101      7,233   216,555 SH SOLE    0      216,555
FOMENTO ECONOM  ADR   344419106      5,768   130,560 SH SOLE    0      130,560
FOOT LOCKER IN  COM   344849104     18,166   766,500 SH SOLE    0      766,500
FORD MTR CO DE  COM   345370860     24,379 1,735,143 SH SOLE    0    1,735,143
FOREST CITY EN  CL A  345550107      1,003    18,200 SH SOLE    0       18,200
FOREST LABS IN  COM   345838106     15,851   352,560 SH SOLE    0      352,560
FOREST OIL COR  COM   346091705      3,313   110,000 SH SOLE    0      110,000
FORMFACTOR INC  COM   346375108      4,378   226,000 SH SOLE    0      226,000
FORRESTER RESH  COM   346563109      1,189    78,000 SH SOLE    0       78,000
FORTUNE BRANDS  COM   349631101     10,231   138,093 SH SOLE    0      138,093
FORWARD AIR CO  COM   349853101      5,794   144,790 SH SOLE    0      144,790
FOSSIL INC      COM   349882100      9,528   307,967 SH SOLE    0      307,967
FOUNDRY NETWOR  COM   35063R100      1,407   148,280 SH SOLE    0      148,280
FOX ENTMT GROU  CL A  35138T107      2,166    78,100 SH SOLE    0       78,100
FPL GROUP INC   COM   302571104     12,038   176,194 SH SOLE    0      176,194
FRANKLIN BK CO  COM   352451108      2,319   136,000 SH SOLE    0      136,000
FRANKLIN RES I  COM   354613101     14,002   251,108 SH SOLE    0      251,108
FREDS INC       CL A  356108100      2,365   131,700 SH SOLE    0      131,700
FREEPORT-MCMOR  CL B  35671D857      7,068   174,527 SH SOLE    0      174,527
FREMONT GEN CO  COM   357288109      7,109   307,100 SH SOLE    0      307,100
FRESENIUS MED   ADR   358029106      8,150   319,464 SH SOLE    0      319,464
FRIEDMAN BILLI  CL A  358434108      7,389   386,835 SH SOLE    0      386,835
FRONTIER AIRLI  COM   359065109        918   119,500 SH SOLE    0      119,500
FRONTIER OIL C  COM   35914P105      2,132    90,300 SH SOLE    0       90,300
FUELCELL ENERG  COM   35952H106      1,515   147,780 SH SOLE    0      147,780
FULLER H B CO   COM   359694106      3,510   128,100 SH SOLE    0      128,100
FURNITURE BRAN  COM   360921100      4,399   175,400 SH SOLE    0      175,400
G & K SVCS INC  CL A  361268105      2,790    70,200 SH SOLE    0       70,200
GABLES RESIDEN  COM   362418105      3,360    98,400 SH SOLE    0       98,400
GALLAGHER ARTH  COM   363576109      6,066   183,100 SH SOLE    0      183,100
GANNETT INC     COM   364730101     21,259   253,810 SH SOLE    0      253,810
GAP INC DEL     COM   364760108     15,845   849,587 SH SOLE    0      849,587
GARDNER DENVER  COM   365558105      4,058   147,200 SH SOLE    0      147,200
GARTNER INC     COM   366651107      5,061   432,900 SH SOLE    0      432,900
GATEWAY INC     COM   367626108      1,740   351,486 SH SOLE    0      351,486
GATX CORP       COM   361448103      2,453    92,000 SH SOLE    0       92,000
GENCORP INC     COM   368682100      2,037   150,300 SH SOLE    0      150,300
GENENTECH INC   COM   368710406      2,065    39,400 SH SOLE    0       39,400
GENERAL COMMUN  CL A  369385109      2,840   313,800 SH SOLE    0      313,800
GENERAL DYNAMI  COM   369550108     20,716   202,899 SH SOLE    0      202,899
GENERAL ELEC C  COM   369604103    340,19210,130,791 SH SOLE    0   10,130,791
GENERAL GROWTH  COM   370021107      6,907   222,800 SH SOLE    0      222,800
GENERAL MLS IN  COM   370334104     16,175   360,248 SH SOLE    0      360,248
GENERAL MTRS C  COM   370442105     22,768   535,965 SH SOLE    0      535,965
GENESCO INC     COM   371532102      5,146   218,500 SH SOLE    0      218,500
GENESEE & WYO   CL A  371559105        912    36,000 SH SOLE    0       36,000
GENESIS HEALTH  COM   37184D101      1,865    61,340 SH SOLE    0       61,340
GENESIS MICROC  COM   37184C103      1,657   122,750 SH SOLE    0      122,750
GENITOPE CORP   COM   37229P507        507    51,405 SH SOLE    0       51,405
GEN-PROBE INC   COM   36866T103      5,743   144,050 SH SOLE    0      144,050
GENTEX CORP     COM   371901109      7,686   218,800 SH SOLE    0      218,800
GENTIVA HEALTH  COM   37247A102      2,627   160,500 SH SOLE    0      160,500
GENUINE PARTS   COM   372460105      6,695   174,436 SH SOLE    0      174,436
GENZYME CORP    COM   372917104     11,756   216,060 SH SOLE    0      216,060
GEORGIA GULF C  COM   373200203      8,013   179,700 SH SOLE    0      179,700
GEORGIA PAC CO  COM   373298108      8,653   240,687 SH SOLE    0      240,687
GERBER SCIENTI  COM   373730100        492    74,700 SH SOLE    0       74,700
GERDAU S A      ADR   373737105      2,126   130,000 SH SOLE    0      130,000
GEVITY HR INC   COM   374393106      1,859   120,900 SH SOLE    0      120,900
GIANT INDS INC  COM   374508109        863    35,500 SH SOLE    0       35,500
GILEAD SCIENCE  COM   375558103     15,453   413,400 SH SOLE    0      413,400
GILLETTE CO     COM   375766102     39,799   953,500 SH SOLE    0      953,500
GLACIER BANCOR  COM   37637Q105        367    12,600 SH SOLE    0       12,600
GLAMIS GOLD LT  COM   376775102        959    51,200 SH SOLE    0       51,200
GLATFELTER      COM   377316104      3,538   285,550 SH SOLE    0      285,550
GLAXOSMITHKLIN  ADR   37733W105        962    22,000 SH SOLE    0       22,000
GLENBOROUGH RL  COM   37803P105      2,229   107,300 SH SOLE    0      107,300
GLOBAL IMAGING  COM   37934A100      4,065   130,800 SH SOLE    0      130,800
GLOBAL PMTS IN  COM   37940X102      6,869   128,280 SH SOLE    0      128,280
GOL LINHAS AER  ADR   38045R107      1,967    96,910 SH SOLE    0       96,910
GOLD BANC CORP  COM   379907108      1,814   134,500 SH SOLE    0      134,500
GOLD FIELDS LT  ADR   38059T106        160    11,700 SH SOLE    0       11,700
GOLDEN WEST FI  COM   381317106     15,986   144,080 SH SOLE    0      144,080
GOLDMAN SACHS   COM   38141G104     43,161   462,900 SH SOLE    0      462,900
GOODRICH CORP   COM   382388106      3,485   111,121 SH SOLE    0      111,121
GOODYEAR TIRE   COM   382550101      1,778   165,567 SH SOLE    0      165,567
GOODYS FAMILY   COM   382588101        933   110,800 SH SOLE    0      110,800
GRACO INC       COM   384109104      8,886   265,250 SH SOLE    0      265,250
GRAFTECH INTL   COM   384313102      4,853   347,920 SH SOLE    0      347,920
GRAINGER W W I  COM   384802104      4,946    85,794 SH SOLE    0       85,794
GRANITE CONSTR  COM   387328107      1,857    77,700 SH SOLE    0       77,700
GRANT PRIDECO   COM   38821G101      6,949   339,130 SH SOLE    0      339,130
GREAT ATLANTIC  COM   390064103        790   129,500 SH SOLE    0      129,500
GREAT LAKES CH  COM   390568103      1,228    47,970 SH SOLE    0       47,970
GREAT PLAINS E  COM   391164100      4,655   159,700 SH SOLE    0      159,700
GREATER BAY BA  COM   391648102      2,749    95,600 SH SOLE    0       95,600
GREEN MOUNTAIN  COM   393154109        443    17,000 SH SOLE    0       17,000
GREENBRIER COS  COM   393657101      2,194    91,400 SH SOLE    0       91,400
GREENPOINT FIN  COM   395384100      5,718   123,600 SH SOLE    0      123,600
GREY WOLF INC   COM   397888108      2,092   427,900 SH SOLE    0      427,900
GRIFFON CORP    COM   398433102      2,076    98,390 SH SOLE    0       98,390
GROUP 1 AUTOMO  COM   398905109      2,092    76,700 SH SOLE    0       76,700
GRUPO TELEVISA  ADR   40049J206      4,804    91,100 SH SOLE    0       91,100
GTECH HLDGS CO  COM   400518106      7,107   280,700 SH SOLE    0      280,700
GUIDANT CORP    COM   401698105     20,920   316,772 SH SOLE    0      316,772
GUILFORD PHARM  COM   401829106      1,203   240,500 SH SOLE    0      240,500
GUITAR CTR MGM  COM   402040109     12,072   278,800 SH SOLE    0      278,800
GYMBOREE CORP   COM   403777105      1,480   102,800 SH SOLE    0      102,800
HAEMONETICS CO  COM   405024100      4,726   143,900 SH SOLE    0      143,900
HAGGAR CORP     COM   405173105        412    24,000 SH SOLE    0       24,000
HAIN CELESTIAL  COM   405217100      3,735   211,251 SH SOLE    0      211,251
HALLIBURTON CO  COM   406216101     13,996   415,440 SH SOLE    0      415,440
HANCOCK FABRIC  COM   409900107        761    63,500 SH SOLE    0       63,500
HANCOCK HLDG C  COM   410120109      4,904   154,270 SH SOLE    0      154,270
HANOVER COMPRE  COM   410768105      1,958   145,600 SH SOLE    0      145,600
HANSEN NAT COR  COM   411310105        379    15,700 SH SOLE    0       15,700
HARLAND JOHN H  COM   412693103      2,919    93,100 SH SOLE    0       93,100
HARLEY DAVIDSO  COM   412822108     16,732   281,500 SH SOLE    0      281,500
HARLEYSVILLE N  COM   412850109      1,241    50,632 SH SOLE    0       50,632
HARMAN INTL IN  COM   413086109     13,286   123,300 SH SOLE    0      123,300
HARMONIC INC    COM   413160102      4,243   638,000 SH SOLE    0      638,000
HARRAHS ENTMT   COM   413619107      5,647   106,585 SH SOLE    0      106,585
HARRIS CORP DE  COM   413875105     11,625   211,600 SH SOLE    0      211,600
HARSCO CORP     COM   415864107      5,846   130,200 SH SOLE    0      130,200
HARTE-HANKS IN  COM   416196103      4,010   160,350 SH SOLE    0      160,350
HARTFORD FINL   COM   416515104     17,250   278,536 SH SOLE    0      278,536
HASBRO INC      COM   418056107      3,132   166,607 SH SOLE    0      166,607
HAVERTY FURNIT  COM   419596101      1,330    75,800 SH SOLE    0       75,800
HAWAIIAN ELEC   COM   419870100      4,777   180,000 SH SOLE    0      180,000
HCA INC         COM   404119109     17,488   458,410 SH SOLE    0      458,410
HCC INS HLDGS   COM   404132102      6,348   210,550 SH SOLE    0      210,550
HEADWATERS INC  COM   42210P102      4,596   148,940 SH SOLE    0      148,940
HEALTH MGMT AS  CL A  421933102      4,689   229,500 SH SOLE    0      229,500
HEALTH NET INC  COM   42222G108      6,791   274,710 SH SOLE    0      274,710
HEALTHEXTRAS I  COM   422211102      1,763   126,440 SH SOLE    0      126,440
HEARST-ARGYLE   COM   422317107        951    38,900 SH SOLE    0       38,900
HEARTLAND EXPR  COM   422347104      5,370   291,036 SH SOLE    0      291,036
HEIDRICK & STR  COM   422819102      2,640    91,600 SH SOLE    0       91,600
HEINZ H J CO    COM   423074103     12,119   336,440 SH SOLE    0      336,440
HELEN OF TROY   COM   G4388N106      2,352    86,390 SH SOLE    0       86,390
HELIX TECHNOLO  COM   423319102      2,182   160,500 SH SOLE    0      160,500
HELMERICH & PA  COM   423452101      2,704    94,232 SH SOLE    0       94,232
HENRY JACK & A  COM   426281101      3,163   168,500 SH SOLE    0      168,500
HERCULES INC    COM   427056106      2,994   210,076 SH SOLE    0      210,076
HERITAGE PPTY   COM   42725M107        718    24,600 SH SOLE    0       24,600
HERSHEY FOODS   COM   427866108     11,075   237,102 SH SOLE    0      237,102
HEWLETT PACKAR  COM   428236103     59,332 3,164,391 SH SOLE    0    3,164,391
HIBBETT SPORTI  COM   428565105      2,833   138,275 SH SOLE    0      138,275
HIBERNIA CORP   CL A  428656102      7,659   290,000 SH SOLE    0      290,000
HIGHWOODS PPTY  COM   431284108      2,466   100,200 SH SOLE    0      100,200
HILB ROGAL & H  COM   431294107      4,350   120,100 SH SOLE    0      120,100
HILLENBRAND IN  COM   431573104      5,836   115,500 SH SOLE    0      115,500
HILTON HOTELS   COM   432848109     12,297   652,685 SH SOLE    0      652,685
HNI CORP        COM   404251100      4,247   107,300 SH SOLE    0      107,300
HOLOGIC INC     COM   436440101      1,890    98,100 SH SOLE    0       98,100
HOME DEPOT INC  COM   437076102     85,523 2,181,698 SH SOLE    0    2,181,698
HONEYWELL INTL  COM   438516106     32,228   898,719 SH SOLE    0      898,719
HOOKER FURNITU  COM   439038100        470    17,000 SH SOLE    0       17,000
HOOPER HOLMES   COM   439104100        978   218,300 SH SOLE    0      218,300
HORACE MANN ED  COM   440327104      9,620   547,200 SH SOLE    0      547,200
HORMEL FOODS C  COM   440452100      6,939   259,100 SH SOLE    0      259,100
HOSPIRA INC     COM   441060100      4,513   147,496 SH SOLE    0      147,496
HOSPITALITY PP  COM   44106M102      6,127   144,200 SH SOLE    0      144,200
HOST MARRIOTT   COM   44107P104      8,199   584,366 SH SOLE    0      584,366
HOT TOPIC INC   COM   441339108      2,670   156,700 SH SOLE    0      156,700
HOUSTON EXPL C  COM   442120101        712    12,000 SH SOLE    0       12,000
HOVNANIAN ENTE  CL A  442487203      6,135   153,000 SH SOLE    0      153,000
HSBC HLDGS PLC  ADR   404280406      6,434    80,622 SH SOLE    0       80,622
HUBBELL INC     CL B  443510201      7,325   163,400 SH SOLE    0      163,400
HUDSON HIGHLAN  COM   443792106      2,298    78,730 SH SOLE    0       78,730
HUDSON UNITED   COM   444165104      6,579   178,523 SH SOLE    0      178,523
HUGHES SUPPLY   COM   444482103      7,304   242,900 SH SOLE    0      242,900
HUMANA INC      COM   444859102      3,567   178,534 SH SOLE    0      178,534
HUNT J B TRANS  COM   445658107      6,934   186,700 SH SOLE    0      186,700
HUNTINGTON BAN  COM   446150104      5,396   216,625 SH SOLE    0      216,625
HUTCHINSON TEC  COM   448407106     16,418   614,200 SH SOLE    0      614,200
HYDRIL          COM   448774109      7,819   182,050 SH SOLE    0      182,050
HYPERCOM CORP   COM   44913M105      1,265   171,400 SH SOLE    0      171,400
HYPERION SOLUT  COM   44914M104      6,167   181,445 SH SOLE    0      181,445
IBERIABANK COR  COM   450828108        346     6,000 SH SOLE    0        6,000
ICICI BK LTD    ADR   45104G104      7,756   562,000 SH SOLE    0      562,000
ICOS CORP       COM   449295104      1,099    45,520 SH SOLE    0       45,520
ICU MED INC     COM   44930G107      1,825    70,100 SH SOLE    0       70,100
IDACORP INC     COM   451107106      2,075    71,400 SH SOLE    0       71,400
IDEX CORP       COM   45167R104      5,743   169,099 SH SOLE    0      169,099
IDEXX LABS INC  COM   45168D104      5,830   114,900 SH SOLE    0      114,900
IDX SYS CORP    COM   449491109        522    16,100 SH SOLE    0       16,100
IHOP CORP       COM   449623107      2,598    68,000 SH SOLE    0       68,000
II VI INC       COM   902104108      3,018    86,200 SH SOLE    0       86,200
ILLINOIS TOOL   COM   452308109     28,600   306,965 SH SOLE    0      306,965
IMAGISTICS INT  COM   45247T104      1,868    55,600 SH SOLE    0       55,600
IMATION CORP    COM   45245A107      2,360    66,300 SH SOLE    0       66,300
IMAX CORP       COM   45245E109      1,464   260,000 SH SOLE    0      260,000
IMC GLOBAL INC  COM   449669100      7,832   450,400 SH SOLE    0      450,400
IMCLONE SYS IN  COM   45245W109        935    17,700 SH SOLE    0       17,700
IMCO RECYCLING  COM   449681105        594    52,100 SH SOLE    0       52,100
IMMUCOR INC     COM   452526106      3,633   146,800 SH SOLE    0      146,800
IMPAC MTG HLDG  COM   45254P102      1,302    49,500 SH SOLE    0       49,500
IMPAX LABORATO  COM   45256B101        522    34,000 SH SOLE    0       34,000
IMPERIAL OIL L  COM   453038408        445     8,600 SH SOLE    0        8,600
IMS HEALTH INC  COM   449934108      5,307   221,883 SH SOLE    0      221,883
INAMED CORP     COM   453235103      3,327    69,800 SH SOLE    0       69,800
INCO LTD        COM   453258402      1,238    31,700 SH SOLE    0       31,700
INCYTE CORP     COM   45337C102      2,154   223,700 SH SOLE    0      223,700
INDEPENDENCE C  COM   453414104      7,248   185,600 SH SOLE    0      185,600
INDEPENDENT BA  COM   453836108        569    18,400 SH SOLE    0       18,400
INDYMAC BANCOR  COM   456607100      8,923   246,500 SH SOLE    0      246,500
INFORMATION HL  COM   456727106      1,912    70,200 SH SOLE    0       70,200
INFOSPACE INC   COM   45678T201      6,495   137,050 SH SOLE    0      137,050
INGERSOLL-RAND  CL A  G4776G101     11,247   165,464 SH SOLE    0      165,464
INGRAM MICRO I  CL A  457153104      1,871   116,200 SH SOLE    0      116,200
INNKEEPERS USA  COM   4576J0104        152    12,200 SH SOLE    0       12,200
INNOVATIVE SOL  COM   45769N105        505    20,600 SH SOLE    0       20,600
INPUT/OUTPUT I  COM   457652105      6,365   617,350 SH SOLE    0      617,350
INSIGHT ENTERP  COM   45765U103      4,175   247,925 SH SOLE    0      247,925
INSITUFORM TEC  CL A  457667103      1,677    89,800 SH SOLE    0       89,800
INSPIRE PHARMA  COM   457733103      1,979   125,800 SH SOLE    0      125,800
INSURANCE AUTO  COM   457875102        669    39,000 SH SOLE    0       39,000
INTEGRA LIFESC  COM   457985208      3,099    96,500 SH SOLE    0       96,500
INTEGRATED ALA  COM   45890M109      1,241   300,500 SH SOLE    0      300,500
INTEGRATED CIR  COM   45811K208      3,354   156,000 SH SOLE    0      156,000
INTEGRATED DEV  COM   458118106      1,889   198,200 SH SOLE    0      198,200
INTEL CORP      COM   458140100    123,507 6,156,880 SH SOLE    0    6,156,880
INTER TEL INC   COM   458372109      3,091   142,960 SH SOLE    0      142,960
INTERDIGITAL C  COM   45866A105      1,577    96,600 SH SOLE    0       96,600
INTERFACE INC   CL A  458665106      1,394   173,800 SH SOLE    0      173,800
INTERGRAPH COR  COM   458683109      1,706    62,800 SH SOLE    0       62,800
INTERMAGNETICS  COM   458771102      2,011    86,864 SH SOLE    0       86,864
INTERNATIONAL   COM   459200101    139,135 1,622,754 SH SOLE    0    1,622,754
INTERNATIONAL   COM   459506101      3,409    89,244 SH SOLE    0       89,244
INTERNATIONAL   COM   459902102     11,937   332,040 SH SOLE    0      332,040
INTERNATIONAL   COM   460254105      4,840   141,100 SH SOLE    0      141,100
INTERNATIONAL   CL A  460335201      4,965    99,500 SH SOLE    0       99,500
INTERNET SEC S  COM   46060X107      4,299   252,900 SH SOLE    0      252,900
INTEROIL CORP   COM   460951106      1,383    62,550 SH SOLE    0       62,550
INTERPUBLIC GR  COM   460690100      4,188   395,468 SH SOLE    0      395,468
INTERSIL CORP   CL A  46069S109      4,476   281,000 SH SOLE    0      281,000
INTL PAPER CO   COM   460146103     18,983   469,758 SH SOLE    0      469,758
INTRADO INC     COM   46117A100        587    58,100 SH SOLE    0       58,100
INTUIT          COM   461202103      9,405   207,160 SH SOLE    0      207,160
INVACARE CORP   COM   461203101      7,015   152,500 SH SOLE    0      152,500
INVERESK RESH   COM   461238107      1,560    42,300 SH SOLE    0       42,300
INVERNESS MED   COM   46126P106      1,408    67,700 SH SOLE    0       67,700
INVESTMENT TEC  COM   46145F105      2,514   164,300 SH SOLE    0      164,300
INVESTORS FINL  COM   461915100      9,319   206,500 SH SOLE    0      206,500
INVISION TECHN  COM   461851107      4,814   107,000 SH SOLE    0      107,000
INVITROGEN COR  COM   46185R100      5,411    98,400 SH SOLE    0       98,400
IONICS INC      COM   462218108      2,803   103,800 SH SOLE    0      103,800
IRON MTN INC P  COM   462846106        970    28,650 SH SOLE    0       28,650
IRWIN FINL COR  COM   464119106      2,455    95,100 SH SOLE    0       95,100
ISHARES TR    ISHARES 464287465     12,554    88,784 SH SOLE    0       88,784
ISHARES TR    ISHARES 464287648      6,897   117,700 SH SOLE    0      117,700
ISHARES TR    ISHARES 464287804     11,651    80,772 SH SOLE    0       80,772
ITLA CAP CORP   COM   450565106      3,300    71,426 SH SOLE    0       71,426
ITRON INC       COM   465741106      1,228    70,400 SH SOLE    0       70,400
ITT EDUCATIONA  COM   45068B109      3,082    85,500 SH SOLE    0       85,500
ITT INDS INC I  COM   450911102      7,003    87,549 SH SOLE    0       87,549
IVAX CORP       COM   465823102     10,354   540,691 SH SOLE    0      540,691
IXIA            COM   45071R109      2,488   256,000 SH SOLE    0      256,000
J & J SNACK FO  COM   466032109      1,852    43,200 SH SOLE    0       43,200
J JILL GROUP I  COM   466189107      1,335    67,250 SH SOLE    0       67,250
J2 GLOBAL COMM  COM   46626E205      3,535   111,900 SH SOLE    0      111,900
JABIL CIRCUIT   COM   466313103      5,048   219,480 SH SOLE    0      219,480
JACK IN THE BO  COM   466367109      4,537   143,000 SH SOLE    0      143,000
JACKSON HEWITT  COM   468202106      4,711   232,860 SH SOLE    0      232,860
JACOBS ENGR GR  COM   469814107      4,602   120,200 SH SOLE    0      120,200
JACUZZI BRANDS  COM   469865109      2,305   247,800 SH SOLE    0      247,800
JAKKS PAC INC   COM   47012E106      2,592   112,700 SH SOLE    0      112,700
JANUS CAP GROU  COM   47102X105      3,145   231,080 SH SOLE    0      231,080
JARDEN CORP     COM   471109108      1,985    54,400 SH SOLE    0       54,400
JDA SOFTWARE G  COM   46612K108      1,057    97,700 SH SOLE    0       97,700
JDS UNIPHASE C  COM   46612J101      5,591 1,658,973 SH SOLE    0    1,658,973
JEFFERIES GROU  COM   472319102      4,581   132,900 SH SOLE    0      132,900
JEFFERSON PILO  COM   475070108      6,701   134,941 SH SOLE    0      134,941
JETBLUE AWYS C  COM   477143101      4,637   221,659 SH SOLE    0      221,659
JLG INDS INC    COM   466210101      3,824   227,600 SH SOLE    0      227,600
JO-ANN STORES   COM   47758P307     21,497   766,645 SH SOLE    0      766,645
JOHNSON & JOHN  COM   478160104    163,154 2,896,394 SH SOLE    0    2,896,394
JOHNSON CTLS I  COM   478366107     10,900   191,862 SH SOLE    0      191,862
JONES APPAREL   COM   480074103      4,264   119,100 SH SOLE    0      119,100
JOS A BANK CLO  COM   480838101      1,827    66,000 SH SOLE    0       66,000
JOURNAL REGIST  COM   481138105      1,342    71,000 SH SOLE    0       71,000
JOY GLOBAL INC  COM   481165108      2,125    61,800 SH SOLE    0       61,800
JPMORGAN & CHA  COM   46625H100    136,563 3,437,289 SH SOLE    0    3,437,289
JUPITERMEDIA C  COM   48207D101        806    45,300 SH SOLE    0       45,300
K V PHARMACEUT  CL B  482740107        565    30,650 SH SOLE    0       30,650
K V PHARMACEUT  CL A  482740206      6,077   339,470 SH SOLE    0      339,470
K2 INC          COM   482732104      4,224   295,200 SH SOLE    0      295,200
KAMAN CORP      CL A  483548103        911    76,300 SH SOLE    0       76,300
KANSAS CITY SO  COM   485170302      3,189   210,200 SH SOLE    0      210,200
KAYDON CORP     COM   486587108      4,862   169,000 SH SOLE    0      169,000
KB HOME         COM   48666K109      3,734    44,192 SH SOLE    0       44,192
KCS ENERGY INC  COM   482434206      2,853   205,100 SH SOLE    0      205,100
KEANE INC       COM   486665102      1,771   115,300 SH SOLE    0      115,300
KEITH COMPANIE  COM   487539108        413    27,700 SH SOLE    0       27,700
KEITHLEY INSTR  COM   487584104      2,117   121,300 SH SOLE    0      121,300
KELLOGG CO      COM   487836108     16,702   391,515 SH SOLE    0      391,515
KELLWOOD CO     COM   488044108      4,644   127,400 SH SOLE    0      127,400
KELLY SVCS INC  CL A  488152208      1,750    65,500 SH SOLE    0       65,500
KEMET CORP      COM   488360108      1,308   161,700 SH SOLE    0      161,700
KENDLE INTERNA  COM   48880L107        419    79,300 SH SOLE    0       79,300
KENNAMETAL INC  COM   489170100      4,998   110,700 SH SOLE    0      110,700
KENSEY NASH CO  COM   490057106      7,479   285,555 SH SOLE    0      285,555
KERR MCGEE COR  COM   492386107      8,088   141,272 SH SOLE    0      141,272
KEY ENERGY SVC  COM   492914106      2,759   249,700 SH SOLE    0      249,700
KEYCORP NEW     COM   493267108     12,404   392,524 SH SOLE    0      392,524
KEYSPAN CORP    COM   49337W100      5,931   151,300 SH SOLE    0      151,300
KILROY RLTY CO  COM   49427F108      3,632    95,500 SH SOLE    0       95,500
KIMBERLY CLARK  COM   494368103     31,420   486,455 SH SOLE    0      486,455
KIMCO REALTY C  COM   49446R109      1,975    38,500 SH SOLE    0       38,500
KINDER MORGAN   COM   49455P101      7,361   117,180 SH SOLE    0      117,180
KINDRED HEALTH  COM   494580103      3,387   138,800 SH SOLE    0      138,800
KING PHARMACEU  COM   495582108      6,434   538,880 SH SOLE    0      538,880
KIRBY CORP      COM   497266106      6,789   169,100 SH SOLE    0      169,100
KLA-TENCOR COR  COM   482480100      7,787   187,736 SH SOLE    0      187,736
KNIGHT RIDDER   COM   499040103      4,873    74,458 SH SOLE    0       74,458
KNIGHT TRADING  COM   499063105        980   106,200 SH SOLE    0      106,200
KNIGHT TRANSN   COM   499064103      5,925   276,620 SH SOLE    0      276,620
KOHLS CORP      COM   500255104     15,615   324,040 SH SOLE    0      324,040
KOMAG INC       COM   500453204      1,501   108,000 SH SOLE    0      108,000
KONINKLIJKE PH  COM   500472303      4,980   217,385 SH SOLE    0      217,385
KOOKMIN BK NEW  ADR   50049M109        318    10,000 SH SOLE    0       10,000
KOPIN CORP      COM   500600101        957   235,200 SH SOLE    0      235,200
KORN FERRY INT  COM   500643200      2,120   116,300 SH SOLE    0      116,300
KOS PHARMACEUT  COM   500648100        427    12,000 SH SOLE    0       12,000
KOSAN BIOSCIEN  COM   50064W107        738   128,100 SH SOLE    0      128,100
KRISPY KREME D  COM   501014104      1,460   115,300 SH SOLE    0      115,300
KROGER CO       COM   501044101     11,435   736,810 SH SOLE    0      736,810
KRONOS INC      COM   501052104      5,790   130,737 SH SOLE    0      130,737
K-SWISS INC     CL A  482686102      2,250   116,900 SH SOLE    0      116,900
KT CORP         ADR   48268K101     12,777   707,108 SH SOLE    0      707,108
KULICKE & SOFF  COM   501242101      1,324   234,300 SH SOLE    0      234,300
KYPHON INC      COM   501577100        453    18,300 SH SOLE    0       18,300
L-3 COMMUNICAT  COM   502424104     15,329   228,797 SH SOLE    0      228,797
LA QUINTA CORP  COM   50419U202      3,985   510,910 SH SOLE    0      510,910
LA Z BOY INC    COM   505336107      2,651   174,670 SH SOLE    0      174,670
LABONE INC NEW  COM   50540L105      3,519   120,400 SH SOLE    0      120,400
LABOR READY IN  COM   505401208      4,752   338,950 SH SOLE    0      338,950
LABORATORY COR  NOTE  50540RAC6      1,965 2,665,000 SH SOLE    0    2,665,000
LABORATORY COR  COM   50540R409        800    18,300 SH SOLE    0       18,300
LABRANCHE & CO  COM   505447102        946   111,900 SH SOLE    0      111,900
LACLEDE GROUP   COM   505597104      2,058    70,400 SH SOLE    0       70,400
LAM RESEARCH C  COM   512807108      6,456   295,050 SH SOLE    0      295,050
LANCASTER COLO  COM   513847103      2,810    66,650 SH SOLE    0       66,650
LANCE INC       COM   514606102      3,572   221,200 SH SOLE    0      221,200
LANDAMERICA FI  COM   514936103      2,771    60,900 SH SOLE    0       60,900
LANDRYS RESTAU  COM   51508L103      5,148   188,640 SH SOLE    0      188,640
LANDSTAR SYS I  COM   515098101      5,962   101,600 SH SOLE    0      101,600
LASALLE HOTEL   COM   517942108      2,296    83,200 SH SOLE    0       83,200
LASERSCOPE      COM   518081104        774    38,200 SH SOLE    0       38,200
LATTICE SEMICO  COM   518415104      1,039   211,700 SH SOLE    0      211,700
LAUDER ESTEE C  CL A  518439104        259     6,200 SH SOLE    0        6,200
LAUREATE EDUCA  COM   518613104      8,205   220,450 SH SOLE    0      220,450
LAWSON PRODS I  COM   520776105      1,295    31,600 SH SOLE    0       31,600
LEAPFROG ENTER  CL A  52186N106      2,707   133,700 SH SOLE    0      133,700
LEAR CORP       COM   521865105      6,975   128,100 SH SOLE    0      128,100
LECG CORP       COM   523234102      1,392    82,300 SH SOLE    0       82,300
LEE ENTERPRISE  COM   523768109      3,911    84,400 SH SOLE    0       84,400
LEGG MASON INC  COM   524901105     11,256   211,299 SH SOLE    0      211,299
LEGGETT & PLAT  COM   524660107      5,884   209,380 SH SOLE    0      209,380
LEHMAN BROS HL  COM   524908100     23,613   296,194 SH SOLE    0      296,194
LENNAR CORP     CL A  526057104     13,866   291,300 SH SOLE    0      291,300
LENNOX INTL IN  COM   526107107      2,947   197,253 SH SOLE    0      197,253
LEUCADIA NATL   COM   527288104      7,500   132,400 SH SOLE    0      132,400
LEXINGTON CORP  COM   529043101      3,515   161,900 SH SOLE    0      161,900
LEXMARK INTL N  CL A  529771107     10,311   122,740 SH SOLE    0      122,740
LIBBEY INC      COM   529898108        858    45,900 SH SOLE    0       45,900
LIBERTY CORP S  COM   530370105        715    18,000 SH SOLE    0       18,000
LIBERTY MEDIA   COM   530718105        567    65,000 SH SOLE    0       65,000
LIBERTY PPTY T  COM   531172104      6,331   158,900 SH SOLE    0      158,900
LIFEPOINT HOSP  COM   53219L109      3,847   128,200 SH SOLE    0      128,200
LILLY ELI & CO  COM   532457108     64,578 1,075,399 SH SOLE    0    1,075,399
LIMITED BRANDS  COM   532716107      9,915   444,806 SH SOLE    0      444,806
LIN TV CORP     CL A  532774106      1,278    65,600 SH SOLE    0       65,600
LINCARE HLDGS   NOTE  532791AB6      1,913 1,955,000 SH SOLE    0    1,955,000
LINCARE HLDGS   COM   532791100      6,186   208,200 SH SOLE    0      208,200
LINCOLN ELEC H  COM   533900106      1,809    57,700 SH SOLE    0       57,700
LINCOLN NATL C  COM   534187109      8,034   170,932 SH SOLE    0      170,932
LINDSAY MFG CO  COM   535555106      1,060    39,500 SH SOLE    0       39,500
LINEAR TECHNOL  COM   535678106     10,582   292,000 SH SOLE    0      292,000
LINENS N THING  COM   535679104      6,159   265,800 SH SOLE    0      265,800
LIONS GATE ENT  COM   535919203      5,961   685,220 SH SOLE    0      685,220
LITHIA MTRS IN  CL A  536797103      2,645   124,400 SH SOLE    0      124,400
LITTELFUSE INC  COM   537008104      2,579    74,700 SH SOLE    0       74,700
LIVEPERSON INC  COM   538146101        831   254,000 SH SOLE    0      254,000
LIZ CLAIBORNE   COM   539320101      3,951   104,734 SH SOLE    0      104,734
LOCKHEED MARTI  COM   539830109     24,586   440,770 SH SOLE    0      440,770
LODGIAN INC     COM   54021P403        182    18,400 SH SOLE    0       18,400
LOEWS CORP      NOTE  540424AL2        494   505,000 SH SOLE    0      505,000
LOEWS CORP      COM   540424108     10,246   175,138 SH SOLE    0      175,138
LONE STAR STEA  COM   542307103      1,901    73,600 SH SOLE    0       73,600
LONE STAR TECH  COM   542312103      3,761    99,500 SH SOLE    0       99,500
LONGS DRUG STO  COM   543162101      3,027   125,103 SH SOLE    0      125,103
LONGVIEW FIBRE  COM   543213102      1,481    97,100 SH SOLE    0       97,100
LOUISIANA PAC   COM   546347105      2,667   102,779 SH SOLE    0      102,779
LOWES COS INC   COM   548661107     41,538   764,276 SH SOLE    0      764,276
LSI INDS INC    COM   50216C108      1,295   124,050 SH SOLE    0      124,050
LSI LOGIC CORP  COM   502161102      1,554   360,582 SH SOLE    0      360,582
LTC PPTYS INC   COM   502175102        497    27,800 SH SOLE    0       27,800
LTX CORP        COM   502392103        617   114,000 SH SOLE    0      114,000
LUBRIZOL CORP   COM   549271104      5,207   150,500 SH SOLE    0      150,500
LUCENT TECHNOL  COM   549463107     12,884 4,064,375 SH SOLE    0    4,064,375
LUXOTTICA GROU  ADR   55068R202      8,850   495,800 SH SOLE    0      495,800
LYDALL INC DEL  COM   550819106        504    54,200 SH SOLE    0       54,200
LYONDELL CHEMI  COM   552078107      7,484   333,200 SH SOLE    0      333,200
M & T BK CORP   COM   55261F104     11,331   118,400 SH SOLE    0      118,400
M D C HLDGS IN  COM   552676108      8,830   120,798 SH SOLE    0      120,798
M SYS FLASH DI  ORD   M7061C100        474    28,700 SH SOLE    0       28,700
MACDERMID INC   COM   554273102      2,942   101,600 SH SOLE    0      101,600
MACERICH CO     COM   554382101     92,053 1,727,400 SH SOLE    0    1,727,400
MACK CALI RLTY  COM   554489104     57,563 1,299,400 SH SOLE    0    1,299,400
MACROMEDIA INC  COM   556100105      8,020   399,400 SH SOLE    0      399,400
MACROVISION CO  COM   555904101      2,218    92,100 SH SOLE    0       92,100
MAF BANCORP IN  COM   55261R108      4,718   109,400 SH SOLE    0      109,400
MAGMA DESIGN A  COM   559181102        935    62,000 SH SOLE    0       62,000
MAGNETEK INC    COM   559424106        715    95,700 SH SOLE    0       95,700
MAHANAGAR TEL   ADR   559778402      9,464 1,342,407 SH SOLE    0    1,342,407
MAIN STR BKS I  COM   56034R102        861    28,128 SH SOLE    0       28,128
MANDALAY RESOR  COM   562567107      8,657   126,100 SH SOLE    0      126,100
MANHATTAN ASSO  COM   562750109      2,466   101,000 SH SOLE    0      101,000
MANITOWOC INC   COM   563571108      4,563   128,675 SH SOLE    0      128,675
MANOR CARE INC  COM   564055101      2,516    83,982 SH SOLE    0       83,982
MANPOWER INC    COM   56418H100      7,483   168,200 SH SOLE    0      168,200
MANTECH INTL C  CL A  564563104      2,829   151,100 SH SOLE    0      151,100
MANUFACTURED H  COM   564682102      2,410    72,500 SH SOLE    0       72,500
MAPINFO CORP    COM   565105103        733    67,900 SH SOLE    0       67,900
MARATHON OIL C  COM   565849106     14,959   362,379 SH SOLE    0      362,379
MARCUS CORP     COM   566330106      1,946    99,950 SH SOLE    0       99,950
MARINEMAX INC   COM   567908108        302    13,400 SH SOLE    0       13,400
MARRIOTT INTL   CL A  571903202     11,093   213,491 SH SOLE    0      213,491
MARSH & MCLENN  COM   571748102     25,892   565,822 SH SOLE    0      565,822
MARSHALL & ILS  COM   571834100      8,822   218,920 SH SOLE    0      218,920
MARTEK BIOSCIE  COM   572901106      3,201    65,800 SH SOLE    0       65,800
MARTIN MARIETT  COM   573284106      4,081    90,139 SH SOLE    0       90,139
MARVEL ENTERPR  COM   57383M108      2,033   139,600 SH SOLE    0      139,600
MASCO CORP      COM   574599106     15,381   445,426 SH SOLE    0      445,426
MASSEY ENERGY   COM   576206106     10,970   379,200 SH SOLE    0      379,200
MATERIAL SCIEN  COM   576674105        648    48,000 SH SOLE    0       48,000
MATRIA HEALTHC  COM   576817209      2,375    83,900 SH SOLE    0       83,900
MATTEL INC      COM   577081102      7,636   421,176 SH SOLE    0      421,176
MATTHEWS INTL   CL A  577128101        725    21,400 SH SOLE    0       21,400
MAVERICK TUBE   COM   577914104      5,740   186,300 SH SOLE    0      186,300
MAXIM INTEGRAT  COM   57772K101     12,992   307,220 SH SOLE    0      307,220
MAXIMUS INC     COM   577933104      3,650   126,700 SH SOLE    0      126,700
MAXTOR CORP     COM   577729205      9,674 1,860,400 SH SOLE    0    1,860,400
MAY DEPT STORE  COM   577778103      7,035   274,496 SH SOLE    0      274,496
MAYTAG CORP     COM   578592107      1,373    74,742 SH SOLE    0       74,742
MB FINANCIAL I  COM   55264U108      1,530    38,600 SH SOLE    0       38,600
MBIA INC        COM   55262C100      8,642   148,457 SH SOLE    0      148,457
MBNA CORP       COM   55262L100     31,268 1,240,811 SH SOLE    0    1,240,811
MCAFEE INC      COM   579064106      8,102   403,100 SH SOLE    0      403,100
MCCORMICK & CO  COM   579780206      4,461   129,900 SH SOLE    0      129,900
MCDATA CORP     CL A  580031201      1,118   222,262 SH SOLE    0      222,262
MCDONALDS CORP  COM   580135101     33,515 1,195,700 SH SOLE    0    1,195,700
MCGRAW HILL CO  COM   580645109     15,882   199,300 SH SOLE    0      199,300
MCKESSON CORP   COM   58155Q103      7,088   276,330 SH SOLE    0      276,330
MDU RES GROUP   COM   552690109      5,774   219,300 SH SOLE    0      219,300
MEADE INSTRUME  COM   583062104        601   193,100 SH SOLE    0      193,100
MEADWESTVACO C  COM   583334107      6,068   190,228 SH SOLE    0      190,228
MEDCO HEALTH S  COM   58405U102      7,908   255,908 SH SOLE    0      255,908
MEDIA GEN INC   CL A  584404107      2,479    44,300 SH SOLE    0       44,300
MEDICINES CO    COM   584688105      3,880   160,734 SH SOLE    0      160,734
MEDICIS PHARMA  CL A  584690309      7,429   190,300 SH SOLE    0      190,300
MEDIMMUNE INC   COM   584699102      5,670   239,260 SH SOLE    0      239,260
MEDTRONIC INC   COM   585055106     60,831 1,172,075 SH SOLE    0    1,172,075
MELLON FINL CO  COM   58551A108     11,784   425,584 SH SOLE    0      425,584
MEMBERWORKS IN  COM   586002107        929    35,400 SH SOLE    0       35,400
MEMC ELECTR MA  COM   552715104      2,520   297,170 SH SOLE    0      297,170
MENS WEARHOUSE  COM   587118100      3,530   121,520 SH SOLE    0      121,520
MENTOR CORP MI  COM   587188103      4,779   141,900 SH SOLE    0      141,900
MENTOR GRAPHIC  COM   587200106      1,468   133,900 SH SOLE    0      133,900
MERCANTILE BAN  COM   587376104        774    22,225 SH SOLE    0       22,225
MERCANTILE BAN  COM   587405101      7,079   147,600 SH SOLE    0      147,600
MERCK & CO INC  COM   589331107     70,538 2,137,510 SH SOLE    0    2,137,510
MERCURY COMPUT  COM   589378108      1,911    71,300 SH SOLE    0       71,300
MERCURY INTERA  COM   589405109      3,037    87,080 SH SOLE    0       87,080
MEREDITH CORP   COM   589433101      3,531    68,732 SH SOLE    0       68,732
MERISTAR HOSPI  COM   58984Y103        136    25,000 SH SOLE    0       25,000
MERIT MED SYS   COM   589889104      2,309   152,800 SH SOLE    0      152,800
MERITAGE HOMES  COM   59001A102      3,419    43,500 SH SOLE    0       43,500
MERRILL LYNCH   COM   590188108     45,326   911,622 SH SOLE    0      911,622
MESA AIR GROUP  COM   590479101        850   166,600 SH SOLE    0      166,600
METHODE ELECTR  COM   591520200      1,522   119,000 SH SOLE    0      119,000
METLIFE INC     COM   59156R108     27,765   718,380 SH SOLE    0      718,380
METRIS COS INC  COM   591598107      2,474   253,000 SH SOLE    0      253,000
MFC BANCORP LT  COM   55271X202      2,868   156,375 SH SOLE    0      156,375
MGI PHARMA INC  COM   552880106      7,009   262,600 SH SOLE    0      262,600
MGIC INVT CORP  COM   552848103      6,219    93,448 SH SOLE    0       93,448
MICHAELS STORE  COM   594087108     34,200   577,600 SH SOLE    0      577,600
MICREL INC      COM   594793101      4,043   388,400 SH SOLE    0      388,400
MICROCHIP TECH  COM   595017104     10,315   384,301 SH SOLE    0      384,301
MICRON TECHNOL  COM   595112103      6,932   576,190 SH SOLE    0      576,190
MICROS SYS INC  COM   594901100      6,484   129,500 SH SOLE    0      129,500
MICROSEMI CORP  COM   595137100      4,340   307,770 SH SOLE    0      307,770
MICROSOFT CORP  COM   594918104    288,61410,438,126 SH SOLE    0   10,438,126
MIDAS GROUP IN  COM   595626102        852    52,600 SH SOLE    0       52,600
MIDCAP SPDR TR  UNIT  595635103     68,222   629,645 SH SOLE    0      629,645
MILACRON INC    COM   598709103        374   119,973 SH SOLE    0      119,973
MILLENNIUM CHE  COM   599903101      2,212   104,300 SH SOLE    0      104,300
MILLENNIUM PHA  COM   599902103      7,790   569,871 SH SOLE    0      569,871
MILLER HERMAN   COM   600544100      3,278   133,000 SH SOLE    0      133,000
MILLIPORE CORP  COM   601073109      3,647    76,221 SH SOLE    0       76,221
MINERALS TECHN  COM   603158106      3,849    65,400 SH SOLE    0       65,400
MOBILE MINI IN  COM   60740F105      1,213    48,900 SH SOLE    0       48,900
MOBILE TELESYS  ADR   607409109     18,095   124,800 SH SOLE    0      124,800
MOBILITY ELECT  COM   60741U101        958   116,300 SH SOLE    0      116,300
MODINE MFG CO   COM   607828100      3,006    99,820 SH SOLE    0       99,820
MOHAWK INDS IN  COM   608190104     10,293   129,650 SH SOLE    0      129,650
MOLEX INC       COM   608554101        757    25,375 SH SOLE    0       25,375
MOLEX INC       CL A  608554200      4,045   153,700 SH SOLE    0      153,700
MONACO COACH C  COM   60886R103      2,861   132,150 SH SOLE    0      132,150
MONDAVI ROBERT  CL A  609200100      1,970    50,300 SH SOLE    0       50,300
MONEYGRAM INTL  COM   60935Y109      2,827   165,500 SH SOLE    0      165,500
MONSANTO CO NE  COM   61166W101      9,133   250,774 SH SOLE    0      250,774
MONSTER WORLDW  COM   611742107      2,804   113,800 SH SOLE    0      113,800
MOODYS CORP     COM   615369105     10,360   141,430 SH SOLE    0      141,430
MOOG INC        CL A  615394202      5,373   148,020 SH SOLE    0      148,020
MORGAN STANLEY  COM   617446448     53,409 1,083,350 SH SOLE    0    1,083,350
MOTOROLA INC    COM   620076109     40,348 2,236,562 SH SOLE    0    2,236,562
MOVIE GALLERY   COM   624581104      1,900   108,400 SH SOLE    0      108,400
MPS GROUP INC   COM   553409103      3,036   360,990 SH SOLE    0      360,990
MRO SOFTWARE I  COM   55347W105      1,531   153,100 SH SOLE    0      153,100
MSC INDL DIREC  CL A  553530106      3,401    99,800 SH SOLE    0       99,800
MTS SYS CORP    COM   553777103        606    28,500 SH SOLE    0       28,500
MUELLER INDS I  COM   624756102      5,747   133,800 SH SOLE    0      133,800
MULTIMEDIA GAM  COM   625453105      1,925   124,200 SH SOLE    0      124,200
MURPHY OIL COR  COM   626717102     14,907   171,800 SH SOLE    0      171,800
MYERS INDS INC  COM   628464109      1,224   111,816 SH SOLE    0      111,816
MYLAN LABS INC  COM   628530107        721    40,075 SH SOLE    0       40,075
NABI BIOPHARMA  COM   629519109        669    50,000 SH SOLE    0       50,000
NABORS INDUSTR  SHS   G6359F103      7,799   164,720 SH SOLE    0      164,720
NAM TAI ELECTR  COM   629865205      1,053    49,300 SH SOLE    0       49,300
NARA BANCORP I  COM   63080P105        451    22,400 SH SOLE    0       22,400
NASH FINCH CO   COM   631158102      1,302    41,400 SH SOLE    0       41,400
NATIONAL CITY   COM   635405103     24,612   637,291 SH SOLE    0      637,291
NATIONAL FINL   COM   63607P208      2,590    72,400 SH SOLE    0       72,400
NATIONAL FUEL   COM   636180101      5,048   178,200 SH SOLE    0      178,200
NATIONAL HEALT  COM   63633D104        995    35,000 SH SOLE    0       35,000
NATIONAL INSTR  COM   636518102      4,459   147,300 SH SOLE    0      147,300
NATIONAL PREST  COM   637215104        958    22,900 SH SOLE    0       22,900
NATIONAL SEMIC  COM   637640103      5,247   338,750 SH SOLE    0      338,750
NATIONAL-OILWE  COM   637071101     34,844 1,060,370 SH SOLE    0    1,060,370
NATIONWIDE FIN  CL A  638612101      1,106    31,510 SH SOLE    0       31,510
NATIONWIDE HEA  COM   638620104      3,262   157,200 SH SOLE    0      157,200
NATURES SUNSHI  COM   639027101        768    50,600 SH SOLE    0       50,600
NATUZZI S P A   ADR   63905A101      1,288   119,220 SH SOLE    0      119,220
NAUTILUS GROUP  COM   63910B102      4,948   219,040 SH SOLE    0      219,040
NAVIGANT CONSU  COM   63935N107      7,393   336,680 SH SOLE    0      336,680
NAVISTAR INTL   COM   63934E108      2,456    66,050 SH SOLE    0       66,050
NAVTEQ CORP     COM   63936L100      1,178    33,050 SH SOLE    0       33,050
NBTY INC        COM   628782104      4,838   224,400 SH SOLE    0      224,400
NCO GROUP INC   COM   628858102      6,840   253,800 SH SOLE    0      253,800
NCR CORP NEW    COM   62886E108      4,430    89,340 SH SOLE    0       89,340
NDCHEALTH CORP  COM   639480102      4,378   272,800 SH SOLE    0      272,800
NEIMAN MARCUS   CL A  640204202      5,296    92,100 SH SOLE    0       92,100
NEKTAR THERAPE  COM   640268108        592    40,900 SH SOLE    0       40,900
NELSON THOMAS   COM   640376109      1,189    60,800 SH SOLE    0       60,800
NETEGRITY INC   COM   64110P107        965   128,500 SH SOLE    0      128,500
NETLOGIC MICRO  COM   64118B100        392    59,500 SH SOLE    0       59,500
NETWORK APPLIA  COM   64120L104      8,078   350,440 SH SOLE    0      350,440
NETWORK EQUIP   COM   641208103        539    81,600 SH SOLE    0       81,600
NEUROGEN CORP   COM   64124E106        183    28,300 SH SOLE    0       28,300
NEW CENTURY FI  COM   64352D101     12,761   211,900 SH SOLE    0      211,900
NEW JERSEY RES  COM   646025106      4,463   107,800 SH SOLE    0      107,800
NEW PLAN EXCEL  COM   648053106      6,358   254,300 SH SOLE    0      254,300
NEW YORK CMNTY  COM   649445103     12,097   588,961 SH SOLE    0      588,961
NEW YORK TIMES  CL A  650111107      5,490   140,402 SH SOLE    0      140,402
NEWELL RUBBERM  COM   651229106      5,730   285,945 SH SOLE    0      285,945
NEWFIELD EXPL   COM   651290108      7,122   116,300 SH SOLE    0      116,300
NEWMONT MINING  COM   651639106     20,104   441,557 SH SOLE    0      441,557
NEWPORT CORP    COM   651824104        912    79,500 SH SOLE    0       79,500
NEXTEL COMMUNI  CL A  65332V103     25,118 1,053,616 SH SOLE    0    1,053,616
NEXTEL PARTNER  CL A  65333F107      2,984   180,000 SH SOLE    0      180,000
NICOR INC       COM   654086107      1,530    41,697 SH SOLE    0       41,697
NII HLDGS INC   CL B  62913F201      7,723   187,400 SH SOLE    0      187,400
NIKE INC        CL B  654106103     19,634   249,168 SH SOLE    0      249,168
NISOURCE INC    COM   65473P105      5,224   248,652 SH SOLE    0      248,652
NITROMED INC    COM   654798503        443    18,600 SH SOLE    0       18,600
NOBLE CORPORAT  SHS   G65422100      7,835   174,310 SH SOLE    0      174,310
NOBLE ENERGY I  COM   655044105      6,348   109,000 SH SOLE    0      109,000
NOKIA CORP      ADR   654902204      7,035   512,729 SH SOLE    0      512,729
NORDSON CORP    COM   655663102      3,371    98,200 SH SOLE    0       98,200
NORDSTROM INC   COM   655664100      5,022   131,328 SH SOLE    0      131,328
NORFOLK SOUTHE  COM   655844108     11,008   370,156 SH SOLE    0      370,156
NORTEL NETWORK  NOTE  656568AB8      4,101 4,250,000 SH SOLE    0    4,250,000
NORTEL NETWORK  COM   656568102        255    75,000 SH SOLE    0       75,000
NORTH FORK BAN  COM   659424105      7,318   164,640 SH SOLE    0      164,640
NORTHEAST UTIL  COM   664397106      4,644   239,500 SH SOLE    0      239,500
NORTHERN TR CO  COM   665859104      8,487   208,018 SH SOLE    0      208,018
NORTHROP GRUMM  COM   666807102     18,730   351,204 SH SOLE    0      351,204
NORTHWEST NAT   COM   667655104      2,913    91,800 SH SOLE    0       91,800
NOVATEL WIRELE  COM   66987M604      3,545   150,850 SH SOLE    0      150,850
NOVELL INC      COM   670006105      2,304   365,088 SH SOLE    0      365,088
NOVELLUS SYS I  COM   670008101      5,336   200,290 SH SOLE    0      200,290
NOVEN PHARMACE  COM   670009109      3,272   157,006 SH SOLE    0      157,006
NPS PHARMACEUT  COM   62936P103      1,261    57,890 SH SOLE    0       57,890
NSTAR           COM   67019E107      4,871    99,200 SH SOLE    0       99,200
NTL INC DEL     COM   62940M104     22,136   356,628 SH SOLE    0      356,628
NU SKIN ENTERP  CL A  67018T105      3,957   168,320 SH SOLE    0      168,320
NUCOR CORP      COM   670346105      6,825    74,698 SH SOLE    0       74,698
NUI CORP        COM   629431107        716    53,700 SH SOLE    0       53,700
NVIDIA CORP     COM   67066G104      2,276   156,740 SH SOLE    0      156,740
NVR INC         COM   62944T105     13,500    24,500 SH SOLE    0       24,500
NYFIX INC       COM   670712108        660   108,500 SH SOLE    0      108,500
O CHARLEYS INC  COM   670823103      1,162    71,300 SH SOLE    0       71,300
O REILLY AUTOM  COM   686091109      4,849   126,640 SH SOLE    0      126,640
OCA INC         COM   67083Q101        797   168,100 SH SOLE    0      168,100
OCCIDENTAL PET  COM   674599105     21,434   383,231 SH SOLE    0      383,231
OCEANEERING IN  COM   675232102      4,292   116,500 SH SOLE    0      116,500
ODYSSEY HEALTH  COM   67611V101      3,018   170,050 SH SOLE    0      170,050
OFFICE DEPOT I  COM   676220106      4,440   295,440 SH SOLE    0      295,440
OFFSHORE LOGIS  COM   676255102      5,717   166,100 SH SOLE    0      166,100
OGE ENERGY COR  COM   670837103      4,130   163,700 SH SOLE    0      163,700
OHIO CAS CORP   COM   677240103      3,548   169,500 SH SOLE    0      169,500
OIL STS INTL I  COM   678026105      4,845   259,100 SH SOLE    0      259,100
OLD DOMINION F  COM   679580100      2,868    99,550 SH SOLE    0       99,550
OLD REP INTL C  COM   680223104      8,614   344,150 SH SOLE    0      344,150
OLD SECOND BAN  COM   680277100      1,032    36,900 SH SOLE    0       36,900
OLIN CORP       COM   680665205      5,232   261,600 SH SOLE    0      261,600
OM GROUP INC    COM   670872100      4,965   135,800 SH SOLE    0      135,800
OMEGA HEALTHCA  COM   681936100        720    66,900 SH SOLE    0       66,900
OMI CORP NEW    COM   Y6476W104      3,661   228,540 SH SOLE    0      228,540
OMNICARE INC    COM   681904108      6,792   239,500 SH SOLE    0      239,500
OMNICOM GROUP   COM   681919106     13,202   180,696 SH SOLE    0      180,696
OMNOVA SOLUTIO  COM   682129101        815   135,100 SH SOLE    0      135,100
ON ASSIGNMENT   COM   682159108        376    84,600 SH SOLE    0       84,600
ON SEMICONDUCT  COM   682189105      1,504   480,500 SH SOLE    0      480,500
ONEOK INC NEW   COM   682680103      5,593   214,960 SH SOLE    0      214,960
ONYX PHARMACEU  COM   683399109        938    21,800 SH SOLE    0       21,800
OPEN JT STK CO  ADR   68370R109      1,882    17,300 SH SOLE    0       17,300
OPEN SOLUTIONS  COM   68371P102        477    19,100 SH SOLE    0       19,100
OPENWAVE SYS I  COM   683718308      1,709   193,770 SH SOLE    0      193,770
OPNET TECHNOLO  COM   683757108        962    93,800 SH SOLE    0       93,800
OPSWARE INC     COM   68383A101      1,149   204,900 SH SOLE    0      204,900
OPTION CARE IN  COM   683948103        596    38,500 SH SOLE    0       38,500
ORACLE CORP     COM   68389X105     56,396 4,999,620 SH SOLE    0    4,999,620
ORBITAL SCIENC  COM   685564106      2,644   231,500 SH SOLE    0      231,500
OREGON STL MLS  COM   686079104      5,534   332,800 SH SOLE    0      332,800
ORIENTAL FINL   COM   68618W100      2,530    93,500 SH SOLE    0       93,500
OSHKOSH B GOSH  CL A  688222207        798    39,500 SH SOLE    0       39,500
OSHKOSH TRUCK   COM   688239201      7,812   136,900 SH SOLE    0      136,900
OSTEOTECH INC   COM   688582105        227    57,700 SH SOLE    0       57,700
OUTBACK STEAKH  COM   689899102      6,126   147,500 SH SOLE    0      147,500
OVERNITE CORP   COM   690322102        757    24,100 SH SOLE    0       24,100
OVERSEAS SHIPH  COM   690368105      3,713    74,800 SH SOLE    0       74,800
OWENS & MINOR   COM   690732102      3,353   132,000 SH SOLE    0      132,000
OXFORD INDS IN  COM   691497309      2,444    65,600 SH SOLE    0       65,600
P F CHANGS CHI  COM   69333Y108      4,776    98,500 SH SOLE    0       98,500
PACCAR INC      COM   693718108     11,855   171,507 SH SOLE    0      171,507
PACER INTL INC  COM   69373H106      1,284    78,300 SH SOLE    0       78,300
PACIFIC SUNWEA  COM   694873100      6,005   285,290 SH SOLE    0      285,290
PACIFICARE HEA  COM   695112102      5,892   160,544 SH SOLE    0      160,544
PACKAGING CORP  COM   695156109      4,877   199,300 SH SOLE    0      199,300
PACKETEER INC   COM   695210104        495    45,800 SH SOLE    0       45,800
PACTIV CORP     COM   695257105      3,490   150,125 SH SOLE    0      150,125
PAC-WEST TELEC  COM   69371Y101        110   122,402 SH SOLE    0      122,402
PALL CORP       COM   696429307      2,894   118,228 SH SOLE    0      118,228
PANERA BREAD C  CL A  69840W108      7,343   195,600 SH SOLE    0      195,600
PAPA JOHNS INT  COM   698813102      1,730    56,400 SH SOLE    0       56,400
PAR PHARMACEUT  COM   69888P106      4,545   126,500 SH SOLE    0      126,500
PARADYNE NETWO  COM   69911G107        274    59,544 SH SOLE    0       59,544
PARAGON TECHNO  COM   69912T108      1,640   173,500 SH SOLE    0      173,500
PARAMETRIC TEC  COM   699173100      3,168   599,997 SH SOLE    0      599,997
PAREXEL INTL C  COM   699462107      3,161   161,300 SH SOLE    0      161,300
PARK ELECTROCH  COM   700416209      1,414    66,700 SH SOLE    0       66,700
PARKER HANNIFI  COM   701094104      6,651   112,994 SH SOLE    0      112,994
PARKWAY PPTYS   COM   70159Q104      2,736    58,900 SH SOLE    0       58,900
PATINA OIL & G  COM   703224105      8,821   298,300 SH SOLE    0      298,300
PATTERSON COMP  COM   703395103      9,777   127,700 SH SOLE    0      127,700
PATTERSON UTI   COM   703481101     29,440 1,543,800 SH SOLE    0    1,543,800
PAXAR CORP      COM   704227107      6,128   270,210 SH SOLE    0      270,210
PAYCHEX INC     COM   704326107     10,749   356,525 SH SOLE    0      356,525
PAYLESS SHOESO  COM   704379106      1,287   127,002 SH SOLE    0      127,002
PC-TEL INC      COM   69325Q105      1,031   124,800 SH SOLE    0      124,800
PDI INC         COM   69329V100        540    20,000 SH SOLE    0       20,000
PEABODY ENERGY  COM   704549104      9,175   154,200 SH SOLE    0      154,200
PEDIATRIX MED   COM   705324101      5,326    97,100 SH SOLE    0       97,100
PEETS COFFEE &  COM   705560100      2,299    98,270 SH SOLE    0       98,270
PEGASUS SOLUTI  COM   705906105      3,267   274,100 SH SOLE    0      274,100
PENFORD CORP    COM   707051108        514    29,500 SH SOLE    0       29,500
PENN NATL GAMI  COM   707569109      5,066   125,400 SH SOLE    0      125,400
PENN VA CORP    COM   707882106        832    21,010 SH SOLE    0       21,010
PENN-AMER GROU  COM   707247102      1,358    99,750 SH SOLE    0       99,750
PENNEY J C INC  COM   708160106     10,992   311,574 SH SOLE    0      311,574
PENNSYLVANIA R  COM   709102107        758    19,600 SH SOLE    0       19,600
PENTAIR INC     COM   709631105      6,542   187,400 SH SOLE    0      187,400
PEOPLES ENERGY  COM   711030106      1,480    35,502 SH SOLE    0       35,502
PEOPLESOFT INC  COM   712713106      7,021   353,700 SH SOLE    0      353,700
PEP BOYS MANNY  COM   713278109      3,446   246,126 SH SOLE    0      246,126
PEPCO HOLDINGS  COM   713291102      6,895   346,500 SH SOLE    0      346,500
PEPSI BOTTLING  COM   713409100      6,601   243,140 SH SOLE    0      243,140
PEPSIAMERICAS   COM   71343P200      5,802   303,770 SH SOLE    0      303,770
PEPSICO INC     COM   713448108     79,390 1,631,859 SH SOLE    0    1,631,859
PERFORMANCE FO  COM   713755106      5,254   221,700 SH SOLE    0      221,700
PERICOM SEMICO  COM   713831105        855    88,500 SH SOLE    0       88,500
PERKINELMER IN  COM   714046109      2,077   120,598 SH SOLE    0      120,598
PEROT SYS CORP  CL A  714265105        605    37,700 SH SOLE    0       37,700
PERRIGO CO      COM   714290103      3,685   179,300 SH SOLE    0      179,300
PER-SE TECHNOL  COM   713569309      4,886   356,100 SH SOLE    0      356,100
PETCO ANIMAL S  COM   716016209      1,126    34,470 SH SOLE    0       34,470
PETROLEO BRASI  ADR   71654V101      8,042   251,932 SH SOLE    0      251,932
PETROLEO BRASI  ADR   71654V408     60,121 1,705,549 SH SOLE    0    1,705,549
PETROLEUM DEV   COM   716578109      3,602    82,200 SH SOLE    0       82,200
PETSMART INC    COM   716768106      9,017   317,600 SH SOLE    0      317,600
PFIZER INC      COM   717081103    222,474 7,270,386 SH SOLE    0    7,270,386
PG&E CORP       COM   69331C108     12,016   395,277 SH SOLE    0      395,277
PHARMACEUTICAL  COM   717124101      8,618   239,400 SH SOLE    0      239,400
PHARMACOPEIA D  COM   7171EP101        208    42,550 SH SOLE    0       42,550
PHARMION CORP   COM   71715B409      1,690    32,700 SH SOLE    0       32,700
PHELPS DODGE C  COM   717265102     10,569   114,847 SH SOLE    0      114,847
PHILADELPHIA C  COM   717528103      5,611   101,800 SH SOLE    0      101,800
PHILLIPS VAN H  COM   718592108      2,482   111,400 SH SOLE    0      111,400
PHOENIX TECHNO  COM   719153108        410    82,200 SH SOLE    0       82,200
PHOTON DYNAMIC  COM   719364101      2,312   113,900 SH SOLE    0      113,900
PHOTRONICS INC  COM   719405102      1,818   109,400 SH SOLE    0      109,400
PIEDMONT NAT G  COM   720186105      5,646   128,500 SH SOLE    0      128,500
PIER 1 IMPORTS  COM   720279108      3,735   206,600 SH SOLE    0      206,600
PINNACLE AIRL   COM   723443107        890    88,100 SH SOLE    0       88,100
PINNACLE ENTMT  COM   723456109      1,649   119,500 SH SOLE    0      119,500
PINNACLE SYS I  COM   723481107        962   230,800 SH SOLE    0      230,800
PINNACLE WEST   COM   723484101      3,582    86,320 SH SOLE    0       86,320
PIONEER DRILLI  COM   723655106        665    79,200 SH SOLE    0       79,200
PIONEER NAT RE  COM   723787107      9,508   275,748 SH SOLE    0      275,748
PIPER JAFFRAY   COM   724078100      6,311   159,400 SH SOLE    0      159,400
PITNEY BOWES I  COM   724479100     11,033   250,192 SH SOLE    0      250,192
PIXAR           COM   725811103        276     3,500 SH SOLE    0        3,500
PIXELWORKS INC  COM   72581M107      1,201   120,000 SH SOLE    0      120,000
PLAINS EXPL& P  COM   726505100      5,403   226,464 SH SOLE    0      226,464
PLANAR SYS INC  COM   726900103        552    49,200 SH SOLE    0       49,200
PLANTRONICS IN  COM   727493108      8,474   195,970 SH SOLE    0      195,970
PLATINUM UNDER  COM   G7127P100      1,246    42,570 SH SOLE    0       42,570
PLEXUS CORP     COM   729132100        888    80,400 SH SOLE    0       80,400
PLUM CREEK TIM  COM   729251108      6,476   184,880 SH SOLE    0      184,880
PMA CAP CORP    NOTE  693419AA1      1,726 1,810,000 SH SOLE    0    1,810,000
PMC-SIERRA INC  COM   69344F106      1,470   166,880 SH SOLE    0      166,880
PMI GROUP INC   COM   69344M101      8,505   209,590 SH SOLE    0      209,590
PNC FINL SVCS   COM   693475105     14,405   266,264 SH SOLE    0      266,264
PNM RES INC     COM   69349H107      5,127   227,750 SH SOLE    0      227,750
POGO PRODUCING  COM   730448107      6,577   138,600 SH SOLE    0      138,600
POLARIS INDS I  COM   731068102      8,669   155,300 SH SOLE    0      155,300
POLYCOM INC     COM   73172K104      6,891   347,660 SH SOLE    0      347,660
POLYMEDICA COR  COM   731738100      3,034    98,500 SH SOLE    0       98,500
POLYONE CORP    COM   73179P106      3,031   403,000 SH SOLE    0      403,000
POPE & TALBOT   COM   732827100        933    53,000 SH SOLE    0       53,000
POSCO           ADR   693483109      2,956    78,100 SH SOLE    0       78,100
POSSIS MEDICAL  COM   737407106        957    61,100 SH SOLE    0       61,100
POST PPTYS INC  COM   737464107     26,656   891,500 SH SOLE    0      891,500
POTLATCH CORP   COM   737628107      2,576    55,028 SH SOLE    0       55,028
POWER INTEGRAT  COM   739276103      4,331   212,000 SH SOLE    0      212,000
POWER-ONE INC   COM   739308104        923   142,440 SH SOLE    0      142,440
POWERWAVE TECH  COM   739363109      1,200   194,800 SH SOLE    0      194,800
PPG INDS INC    COM   693506107     10,664   174,022 SH SOLE    0      174,022
PPL CORP        COM   69351T106      8,413   178,322 SH SOLE    0      178,322
PRAXAIR INC     COM   74005P104     14,863   347,756 SH SOLE    0      347,756
PRE PAID LEGAL  COM   740065107      1,330    51,800 SH SOLE    0       51,800
PRECISION CAST  COM   740189105      7,278   121,200 SH SOLE    0      121,200
PREMCOR INC     COM   74045Q104      1,779    46,200 SH SOLE    0       46,200
PRESIDENTIAL L  COM   740884101      2,072   120,600 SH SOLE    0      120,600
PRG-SCHULTZ IN  COM   69357C107      1,754   305,600 SH SOLE    0      305,600
PRICE T ROWE G  COM   74144T108      7,394   145,160 SH SOLE    0      145,160
PRIDE INTL INC  COM   74153Q102      5,023   253,800 SH SOLE    0      253,800
PRIME HOSPITAL  COM   741917108      1,821   149,600 SH SOLE    0      149,600
PRINCETON REVI  COM   742352107        560    74,708 SH SOLE    0       74,708
PRINCIPAL FINA  COM   74251V102     10,674   296,740 SH SOLE    0      296,740
PRIORITY HEALT  CL B  74264T102      3,634   180,360 SH SOLE    0      180,360
PRIVATEBANCORP  COM   742962103      2,736   101,500 SH SOLE    0      101,500
PROASSURANCE C  COM   74267C106      6,356   181,500 SH SOLE    0      181,500
PROCTER & GAMB  COM   742718109    131,207 2,424,364 SH SOLE    0    2,424,364
PROGRESS ENERG  COM   743263105      9,854   232,728 SH SOLE    0      232,728
PROGRESS SOFTW  COM   743312100      5,309   266,800 SH SOLE    0      266,800
PROGRESSIVE CO  COM   743315103     17,400   205,306 SH SOLE    0      205,306
PROLOGIS        COM   743410102     83,568 2,371,400 SH SOLE    0    2,371,400
PROSPECT ENERG  COM   74348T102        807    54,000 SH SOLE    0       54,000
PROSPERITY BAN  COM   743606105      1,472    55,100 SH SOLE    0       55,100
PROTECTIVE LIF  COM   743674103      6,400   162,800 SH SOLE    0      162,800
PROTEIN DESIGN  COM   74369L103      5,122   261,600 SH SOLE    0      261,600
PROVIDENT BANC  COM   74383A109        483    41,100 SH SOLE    0       41,100
PROVIDENT BANK  COM   743859100      3,708   110,515 SH SOLE    0      110,515
PROVIDENT FINL  COM   74386T105        876    50,800 SH SOLE    0       50,800
PROVIDIAN FINL  COM   74406A102      4,272   274,930 SH SOLE    0      274,930
PROVINCE HEALT  COM   743977100      3,487   166,700 SH SOLE    0      166,700
PRUDENTIAL FIN  COM   744320102     23,113   491,340 SH SOLE    0      491,340
PS BUSINESS PK  COM   69360J107      2,674    67,100 SH SOLE    0       67,100
PSS WORLD MED   COM   69366A100      2,149   214,000 SH SOLE    0      214,000
PSYCHIATRIC SO  COM   74439H108      1,260    49,700 SH SOLE    0       49,700
PTEK HLDGS INC  COM   69366M104        290    33,800 SH SOLE    0       33,800
PUBLIC STORAGE  COM   74460D109      8,983   181,300 SH SOLE    0      181,300
PUBLIC SVC ENT  COM   744573106      9,619   225,792 SH SOLE    0      225,792
PUGET ENERGY I  COM   745310102      4,942   217,688 SH SOLE    0      217,688
PULTE HOMES IN  COM   745867101      8,311   135,418 SH SOLE    0      135,418
QC HLDGS INC    COM   74729T101      2,354   147,800 SH SOLE    0      147,800
QLOGIC CORP     COM   747277101      3,799   127,880 SH SOLE    0      127,880
QRS CORP        COM   74726X105        370    53,500 SH SOLE    0       53,500
QUADRAMED CORP  COM   74730W101      1,250   456,301 SH SOLE    0      456,301
QUAKER CHEM CO  COM   747316107        782    32,400 SH SOLE    0       32,400
QUALCOMM INC    COM   747525103     62,402 1,598,420 SH SOLE    0    1,598,420
QUALITY SYS IN  COM   747582104        379     7,500 SH SOLE    0        7,500
QUANEX CORP     COM   747620102      3,513    68,500 SH SOLE    0       68,500
QUANTA SVCS IN  COM   74762E102      1,324   218,900 SH SOLE    0      218,900
QUANTUM CORP    COM   747906204        785   339,800 SH SOLE    0      339,800
QUEST DIAGNOST  COM   74834L100      8,947   101,415 SH SOLE    0      101,415
QUEST SOFTWARE  COM   74834T103      3,286   295,500 SH SOLE    0      295,500
QUESTAR CORP    COM   748356102      7,189   156,900 SH SOLE    0      156,900
QUICKSILVER RE  COM   74837R104        493    15,100 SH SOLE    0       15,100
QUIKSILVER INC  COM   74838C106      8,251   324,580 SH SOLE    0      324,580
QWEST COMMUNIC  COM   749121109      5,635 1,692,300 SH SOLE    0    1,692,300
R & G FINANCIA  CL B  749136107        730    18,900 SH SOLE    0       18,900
RADIAN GROUP I  COM   750236101      8,005   173,152 SH SOLE    0      173,152
RADIANT SYSTEM  COM   75025N102        356    88,600 SH SOLE    0       88,600
RADIOSHACK COR  COM   750438103      4,351   151,918 SH SOLE    0      151,918
RADISYS CORP    COM   750459109        887    63,600 SH SOLE    0       63,600
RAE SYS INC     COM   75061P102        934   167,300 SH SOLE    0      167,300
RAILAMERICA IN  COM   750753105      2,431   220,000 SH SOLE    0      220,000
RALCORP HLDGS   COM   751028101      3,549    98,300 SH SOLE    0       98,300
RANGE RES CORP  COM   75281A109        951    54,400 SH SOLE    0       54,400
RARE HOSPITALI  COM   753820109      8,115   304,510 SH SOLE    0      304,510
RAVEN INDS INC  COM   754212108        676    15,200 SH SOLE    0       15,200
RAYMOND JAMES   COM   754730109      3,317   137,500 SH SOLE    0      137,500
RAYONIER INC    COM   754907103      4,188    92,583 SH SOLE    0       92,583
RAYOVAC CORP    COM   755081106      3,441   130,600 SH SOLE    0      130,600
RAYTHEON CO     COM   755111507     18,105   476,710 SH SOLE    0      476,710
READERS DIGEST  COM   755267101      2,711   185,800 SH SOLE    0      185,800
RECKSON ASSOCS  COM   75621K106     60,034 2,088,150 SH SOLE    0    2,088,150
RED HAT INC     COM   756577102      2,628   214,870 SH SOLE    0      214,870
RED ROBIN GOUR  COM   75689M101      1,293    29,610 SH SOLE    0       29,610
REDBACK NETWOR  COM   757209507        192    36,800 SH SOLE    0       36,800
REEBOK INTL LT  COM   758110100     16,687   454,432 SH SOLE    0      454,432
REGAL BELOIT C  COM   758750103      1,988    82,200 SH SOLE    0       82,200
REGAL ENTMT GR  CL A  758766109        798    41,800 SH SOLE    0       41,800
REGENCY CTRS C  COM   758849103      4,905   105,500 SH SOLE    0      105,500
REGENERATION T  COM   75886N100        545    67,900 SH SOLE    0       67,900
REGENERON PHAR  COM   75886F107      1,621   186,800 SH SOLE    0      186,800
REGENT COMMUNI  COM   758865109      1,554   276,600 SH SOLE    0      276,600
REGIONS FINANC  COM   7591EP100     14,511   438,915 SH SOLE    0      438,915
REGIS CORP MIN  COM   758932107      3,326    82,700 SH SOLE    0       82,700
REHABCARE GROU  COM   759148109      2,886   125,300 SH SOLE    0      125,300
REINSURANCE GR  COM   759351109      3,317    80,500 SH SOLE    0       80,500
RELIANCE STEEL  COM   759509102      4,327   109,000 SH SOLE    0      109,000
REMINGTON OIL   COM   759594302      3,709   141,300 SH SOLE    0      141,300
REMOTE DYNAMIC  COM   75962A105         53    53,469 SH SOLE    0       53,469
RENAL CARE GRO  COM   759930100      4,035   125,200 SH SOLE    0      125,200
RENT A CTR INC  COM   76009N100      8,505   328,900 SH SOLE    0      328,900
REPUBLIC BANCO  COM   760282103      4,473   290,470 SH SOLE    0      290,470
REPUBLIC SVCS   COM   760759100      9,496   319,100 SH SOLE    0      319,100
RESEARCH IN MO  COM   760975102        802    10,500 SH SOLE    0       10,500
RESMED INC      COM   761152107      8,398   176,400 SH SOLE    0      176,400
RESOURCES CONN  COM   76122Q105      3,351    88,700 SH SOLE    0       88,700
RESPIRONICS IN  COM   761230101     10,380   194,238 SH SOLE    0      194,238
RETEK INC       COM   76128Q109        476   104,282 SH SOLE    0      104,282
REWARDS NETWOR  COM   761557107        554    83,100 SH SOLE    0       83,100
REYNOLDS & REY  CL A  761695105      3,469   140,600 SH SOLE    0      140,600
REYNOLDS AMERI  COM   761713106      9,658   141,940 SH SOLE    0      141,940
RF MICRODEVICE  COM   749941100      2,480   391,100 SH SOLE    0      391,100
RIGGS NATL COR  COM   766570105      3,392   152,800 SH SOLE    0      152,800
RLI CORP        COM   749607107      3,177    84,600 SH SOLE    0       84,600
ROBBINS & MYER  COM   770196103      1,069    48,600 SH SOLE    0       48,600
ROBERT HALF IN  COM   770323103      4,175   162,020 SH SOLE    0      162,020
ROCK OF AGES C  CL A  772632105      1,042   136,900 SH SOLE    0      136,900
ROCK-TENN CO    CL A  772739207      1,881   119,500 SH SOLE    0      119,500
ROCKWELL AUTOM  COM   773903109      6,974   180,214 SH SOLE    0      180,214
ROCKWELL COLLI  COM   774341101      6,349   170,954 SH SOLE    0      170,954
ROGERS CORP     COM   775133101      2,388    56,200 SH SOLE    0       56,200
ROHM & HAAS CO  COM   775371107      9,912   230,674 SH SOLE    0      230,674
ROLLINS INC     COM   775711104      2,077    85,500 SH SOLE    0       85,500
ROPER INDS INC  COM   776696106      7,131   124,100 SH SOLE    0      124,100
ROSS STORES IN  COM   778296103     12,224   521,500 SH SOLE    0      521,500
ROUSE CO        COM   779273101      9,965   149,000 SH SOLE    0      149,000
ROWAN COS INC   COM   779382100     17,856   676,368 SH SOLE    0      676,368
ROXIO INC       COM   780008108        598   116,316 SH SOLE    0      116,316
RPM INTL INC    COM   749685103      3,829   216,925 SH SOLE    0      216,925
RSA SEC INC     COM   749719100      4,555   236,000 SH SOLE    0      236,000
RTI INTL METAL  COM   74973W107      1,381    71,300 SH SOLE    0       71,300
RUBY TUESDAY I  COM   781182100      3,414   122,500 SH SOLE    0      122,500
RUDDICK CORP    COM   781258108      1,711    87,100 SH SOLE    0       87,100
RUDOLPH TECHNO  COM   781270103        941    56,200 SH SOLE    0       56,200
RURAL CELLULAR  CL A  781904107        393    57,100 SH SOLE    0       57,100
RUSS BERRIE &   COM   782233100      1,404    69,700 SH SOLE    0       69,700
RUSSELL CORP    COM   782352108      1,847   109,700 SH SOLE    0      109,700
RYANAIR HLDGS   ADR   783513104      5,330   182,523 SH SOLE    0      182,523
RYANS RESTAURA  COM   783520109      2,073   139,700 SH SOLE    0      139,700
RYDER SYS INC   COM   783549108      2,913    61,931 SH SOLE    0       61,931
RYERSON TULL I  COM   78375P107      1,434    83,540 SH SOLE    0       83,540
RYLAND GROUP I  COM   783764103      5,597    60,400 SH SOLE    0       60,400
S1 CORPORATION  COM   78463B101      2,068   259,100 SH SOLE    0      259,100
SABRE HLDGS CO  CL A  785905100      3,222   131,344 SH SOLE    0      131,344
SAFECO CORP     COM   786429100      6,008   131,621 SH SOLE    0      131,621
SAFEGUARD SCIE  COM   786449108         75    40,000 SH SOLE    0       40,000
SAFENET INC     COM   78645R107      1,947    73,805 SH SOLE    0       73,805
SAFEWAY INC     COM   786514208      8,713   451,200 SH SOLE    0      451,200
SAKS INC        COM   79377W108      4,052   336,237 SH SOLE    0      336,237
SALIX PHARMACE  COM   795435106      4,168   193,670 SH SOLE    0      193,670
SANDERSON FARM  COM   800013104      2,238    66,900 SH SOLE    0       66,900
SANDISK CORP    COM   80004C101      8,989   308,700 SH SOLE    0      308,700
SANMINA SCI CO  COM   800907107      3,466   491,688 SH SOLE    0      491,688
SAPIENT CORP    COM   803062108      2,717   356,040 SH SOLE    0      356,040
SARA LEE CORP   COM   803111103     17,050   745,855 SH SOLE    0      745,855
SATYAM COMPUTE  ADR   804098101      1,482    64,100 SH SOLE    0       64,100
SAUL CTRS INC   COM   804395101      1,401    42,600 SH SOLE    0       42,600
SAVIENT PHARMA  COM   80517Q100        465   202,100 SH SOLE    0      202,100
SBC COMMUNICAT  COM   78387G103     82,099 3,163,743 SH SOLE    0    3,163,743
SBS TECHNOLOGI  COM   78387P103      2,414   197,890 SH SOLE    0      197,890
SCANA CORP NEW  COM   80589M102      8,857   237,200 SH SOLE    0      237,200
SCANSOURCE INC  COM   806037107      3,184    49,900 SH SOLE    0       49,900
SCBT FINANCIAL  COM   78401V102        590    20,000 SH SOLE    0       20,000
SCHEIN HENRY I  COM   806407102      5,066    81,300 SH SOLE    0       81,300
SCHERING PLOUG  COM   806605101     26,591 1,395,126 SH SOLE    0    1,395,126
SCHLUMBERGER L  COM   806857108     37,823   561,927 SH SOLE    0      561,927
SCHOLASTIC COR  COM   807066105      2,280    73,800 SH SOLE    0       73,800
SCHOOL SPECIAL  COM   807863105      2,987    75,800 SH SOLE    0       75,800
SCHULMAN A INC  COM   808194104      2,244   101,800 SH SOLE    0      101,800
SCHWAB CHARLES  COM   808513105     11,838 1,288,096 SH SOLE    0    1,288,096
SCHWEITZER-MAU  COM   808541106      3,528   108,900 SH SOLE    0      108,900
SCIENTIFIC ATL  COM   808655104      4,360   168,198 SH SOLE    0      168,198
SCIENTIFIC GAM  CL A  80874P109      1,385    72,490 SH SOLE    0       72,490
SCM MICROSYSTE  COM   784018103        142    51,800 SH SOLE    0       51,800
SCOTTISH RE GR  ORD   G7885T104      4,223   199,500 SH SOLE    0      199,500
SCOTTS CO       CL A  810186106      3,913    61,000 SH SOLE    0       61,000
SCP POOL CORP   COM   784028102      4,737   177,143 SH SOLE    0      177,143
SCPIE HLDGS IN  COM   78402P104        298    33,200 SH SOLE    0       33,200
SCRIPPS E W CO  CL A  811054204      1,749    36,600 SH SOLE    0       36,600
SCS TRANSN INC  COM   81111T102        706    37,300 SH SOLE    0       37,300
SEACHANGE INTL  COM   811699107      3,095   193,550 SH SOLE    0      193,550
SEACOAST BKG C  COM   811707306        764    35,765 SH SOLE    0       35,765
SEACOR HOLDING  COM   811904101      2,875    61,500 SH SOLE    0       61,500
SEALED AIR COR  COM   81211K100      3,688    79,576 SH SOLE    0       79,576
SEARS ROEBUCK   COM   812387108      8,179   205,254 SH SOLE    0      205,254
SECURITY BANK   COM   814047106      1,694    48,390 SH SOLE    0       48,390
SEI INVESTMENT  COM   784117103      8,164   242,400 SH SOLE    0      242,400
SELECT COMFORT  COM   81616X103      2,239   123,000 SH SOLE    0      123,000
SELECT MEDICAL  COM   816196109      1,562   116,300 SH SOLE    0      116,300
SELECTIVE INS   COM   816300107      4,419   118,800 SH SOLE    0      118,800
SEMICONDUCTOR   ADR   81663N206        292    29,600 SH SOLE    0       29,600
SEMITOOL INC    COM   816909105      1,894   249,500 SH SOLE    0      249,500
SEMPRA ENERGY   COM   816851109      7,854   217,018 SH SOLE    0      217,018
SEMTECH CORP    COM   816850101      6,569   342,680 SH SOLE    0      342,680
SENSIENT TECHN  COM   81725T100      1,891    87,400 SH SOLE    0       87,400
SEPRACOR INC    COM   817315104      8,166   167,400 SH SOLE    0      167,400
SEQUA CORPORAT  CL A  817320104      1,008    19,300 SH SOLE    0       19,300
SERENA SOFTWAR  COM   817492101      5,285   315,870 SH SOLE    0      315,870
SERVICE CORP I  COM   817565104      2,110   339,830 SH SOLE    0      339,830
SHAW GROUP INC  COM   820280105      2,567   213,900 SH SOLE    0      213,900
SHERWIN WILLIA  COM   824348106      7,220   164,245 SH SOLE    0      164,245
SHOPKO STORES   COM   824911101      2,984   171,400 SH SOLE    0      171,400
SHUFFLE MASTER  COM   825549108      3,875   103,450 SH SOLE    0      103,450
SHURGARD STORA  COM   82567D104     61,044 1,573,300 SH SOLE    0    1,573,300
SIEBEL SYS INC  COM   826170102      3,652   484,320 SH SOLE    0      484,320
SIERRA HEALTH   COM   826322109      4,307    89,850 SH SOLE    0       89,850
SIERRA PAC RES  COM   826428104      5,118   571,800 SH SOLE    0      571,800
SIERRA WIRELES  COM   826516106      2,358   132,480 SH SOLE    0      132,480
SIGMA ALDRICH   COM   826552101      3,787    65,289 SH SOLE    0       65,289
SILICON LABORA  COM   826919102      3,200    96,700 SH SOLE    0       96,700
SILICON VY BAN  COM   827064106      3,297    88,700 SH SOLE    0       88,700
SILICONIX INC   COM   827079203      1,444    40,300 SH SOLE    0       40,300
SIMON PPTY GRO  COM   828806109     26,727   498,360 SH SOLE    0      498,360
SIMPSON MANUFA  COM   829073105      7,072   111,900 SH SOLE    0      111,900
SIRF TECHNOLOG  COM   82967H101        338    23,780 SH SOLE    0       23,780
SIRIUS SATELLI  COM   82966U103      1,746   545,560 SH SOLE    0      545,560
SIRVA INC       COM   82967Y104      5,477   239,150 SH SOLE    0      239,150
SIX FLAGS INC   COM   83001P109        946   173,900 SH SOLE    0      173,900
SK TELECOM LTD  ADR   78440P108      4,493   231,000 SH SOLE    0      231,000
SKECHERS U S A  CL A  830566105      2,040   140,500 SH SOLE    0      140,500
SKYLINE CORP    COM   830830105      1,129    28,200 SH SOLE    0       28,200
SKYWEST INC     COM   830879102      4,452   295,800 SH SOLE    0      295,800
SKYWORKS SOLUT  COM   83088M102      5,449   574,800 SH SOLE    0      574,800
SL GREEN RLTY   COM   78440X101      1,819    35,100 SH SOLE    0       35,100
SLM CORP        COM   78442P106     18,846   422,560 SH SOLE    0      422,560
SM&A            COM   78465D105        182    26,000 SH SOLE    0       26,000
SMITH A O       COM   831865209      2,408    98,900 SH SOLE    0       98,900
SMITH INTL INC  COM   832110100     12,097   199,200 SH SOLE    0      199,200
SMITHFIELD FOO  COM   832248108      6,008   240,300 SH SOLE    0      240,300
SMUCKER J M CO  COM   832696405      4,836   108,887 SH SOLE    0      108,887
SNAP ON INC     COM   833034101      1,514    54,946 SH SOLE    0       54,946
SOLA INTL INC   COM   834092108      2,057   108,000 SH SOLE    0      108,000
SOLECTRON CORP  COM   834182107      4,492   907,374 SH SOLE    0      907,374
SONIC CORP      COM   835451105      7,297   284,700 SH SOLE    0      284,700
SONIC SOLUTION  COM   835460106      1,573    96,400 SH SOLE    0       96,400
SONOCO PRODS C  COM   835495102      4,837   182,960 SH SOLE    0      182,960
SONUS NETWORKS  COM   835916107      2,136   379,450 SH SOLE    0      379,450
SONY CORP       ADR   835699307        413    12,000 SH SOLE    0       12,000
SOTHEBYS HLDGS  CL A  835898107      3,104   197,466 SH SOLE    0      197,466
SOURCE INTERLI  COM   836151209        293    30,100 SH SOLE    0       30,100
SOURCECORP      COM   836167106      1,979    89,400 SH SOLE    0       89,400
SOUTH FINL GRO  COM   837841105      6,682   236,967 SH SOLE    0      236,967
SOUTHERN CO     COM   842587107     20,985   699,959 SH SOLE    0      699,959
SOUTHERN UN CO  COM   844030106      5,630   274,621 SH SOLE    0      274,621
SOUTHTRUST COR  COM   844730101     23,526   564,720 SH SOLE    0      564,720
SOUTHWEST AIRL  COM   844741108     10,323   757,949 SH SOLE    0      757,949
SOUTHWEST BANC  COM   84476R109      5,466   271,400 SH SOLE    0      271,400
SOUTHWEST GAS   COM   844895102      2,836   118,400 SH SOLE    0      118,400
SOUTHWEST WTR   COM   845331107        333    27,200 SH SOLE    0       27,200
SOUTHWESTERN E  COM   845467109      9,460   225,300 SH SOLE    0      225,300
SOVEREIGN BANC  COM   845905108      7,798   357,400 SH SOLE    0      357,400
SOVRAN SELF ST  COM   84610H108      1,990    50,800 SH SOLE    0       50,800
SPARTECH CORP   COM   847220209        991    39,480 SH SOLE    0       39,480
SPDR TR         UNIT  78462F103     41,815   374,154 SH SOLE    0      374,154
SPECTRUM CTL I  COM   847615101        402    56,600 SH SOLE    0       56,600
SPEEDWAY MOTOR  COM   847788106      1,457    43,700 SH SOLE    0       43,700
SPHERION CORP   COM   848420105      1,598   204,332 SH SOLE    0      204,332
SPINNAKER EXPL  COM   84855W109      6,486   185,100 SH SOLE    0      185,100
SPRINT CORP     COM   852061100     27,864 1,384,195 SH SOLE    0    1,384,195
SPSS INC        COM   78462K102        786    59,000 SH SOLE    0       59,000
SPX CORP        COM   784635104      5,112   144,406 SH SOLE    0      144,406
ST JOE CO       COM   790148100        936    19,600 SH SOLE    0       19,600
ST JUDE MED IN  COM   790849103     12,522   166,364 SH SOLE    0      166,364
ST MARY LD & E  COM   792228108      3,822    96,000 SH SOLE    0       96,000
ST PAUL TRAVEL  COM   792860108     20,814   629,587 SH SOLE    0      629,587
STAGE STORES I  COM   85254C305      2,022    59,100 SH SOLE    0       59,100
STANCORP FINL   COM   852891100      4,649    65,300 SH SOLE    0       65,300
STANDARD MICRO  COM   853626109      3,330   190,200 SH SOLE    0      190,200
STANDARD MTR P  COM   853666105      1,003    66,400 SH SOLE    0       66,400
STANDARD PAC C  COM   85375C101     13,627   241,740 SH SOLE    0      241,740
STANDARD REGIS  COM   853887107      1,007    95,900 SH SOLE    0       95,900
STANDEX INTL C  COM   854231107      1,007    41,100 SH SOLE    0       41,100
STANLEY WKS     COM   854616109      3,282    77,166 SH SOLE    0       77,166
STAPLES INC     COM   855030102     16,194   543,055 SH SOLE    0      543,055
STARBUCKS CORP  COM   855244109     17,242   379,280 SH SOLE    0      379,280
STARTEK INC     COM   85569C107      1,850    59,000 SH SOLE    0       59,000
STARWOOD HOTEL  COM   85590A203     72,619 1,564,390 SH SOLE    0    1,564,390
STATE FINL SVC  CL A  856855101        510    18,600 SH SOLE    0       18,600
STATE STR CORP  COM   857477103     13,539   317,008 SH SOLE    0      317,008
STEAK N SHAKE   COM   857873103      1,569    91,854 SH SOLE    0       91,854
STEEL DYNAMICS  COM   858119100      7,631   197,600 SH SOLE    0      197,600
STEEL TECHNOLO  COM   858147101      1,099    42,900 SH SOLE    0       42,900
STEIN MART INC  COM   858375108      3,011   197,830 SH SOLE    0      197,830
STERICYCLE INC  COM   858912108      3,869    84,300 SH SOLE    0       84,300
STERIS CORP     COM   859152100      4,191   191,000 SH SOLE    0      191,000
STERLING BANCS  COM   858907108      2,025   150,550 SH SOLE    0      150,550
STERLING FINL   COM   859319105      2,679    76,010 SH SOLE    0       76,010
STEWART & STEV  COM   860342104      1,707    96,600 SH SOLE    0       96,600
STEWART INFORM  COM   860372101      2,399    60,900 SH SOLE    0       60,900
STONE ENERGY C  COM   861642106      3,908    89,300 SH SOLE    0       89,300
STORAGE TECHNO  COM   862111200      6,108   241,800 SH SOLE    0      241,800
STRATEGIC HOTE  COM   86272T106      6,235   461,157 SH SOLE    0      461,157
STRAYER ED INC  COM   863236105        644     5,600 SH SOLE    0        5,600
STRIDE RITE CO  COM   863314100      1,297   126,500 SH SOLE    0      126,500
STRYKER CORP    COM   863667101     20,678   430,080 SH SOLE    0      430,080
STURM RUGER &   COM   864159108        815    90,500 SH SOLE    0       90,500
SUMMIT PPTYS I  COM   866239106        360    13,300 SH SOLE    0       13,300
SUN BANCORP IN  COM   86663B102      1,950    88,900 SH SOLE    0       88,900
SUN MICROSYSTE  COM   866810104     13,069 3,234,976 SH SOLE    0    3,234,976
SUNGARD DATA S  COM   867363103      8,760   368,520 SH SOLE    0      368,520
SUNOCO INC      COM   86764P109      5,282    71,398 SH SOLE    0       71,398
SUNRISE SENIOR  COM   86768K106      2,416    68,800 SH SOLE    0       68,800
SUNTRUST BKS I  COM   867914103     24,162   343,168 SH SOLE    0      343,168
SUPERIOR ENERG  COM   868157108      2,384   184,500 SH SOLE    0      184,500
SUPERIOR INDS   COM   868168105      1,492    49,800 SH SOLE    0       49,800
SUPERTEX INC    COM   868532102        839    43,200 SH SOLE    0       43,200
SUPERVALU INC   COM   868536103      3,508   127,348 SH SOLE    0      127,348
SUPPORTSOFT IN  COM   868587106      1,808   185,600 SH SOLE    0      185,600
SURMODICS INC   COM   868873100      1,399    58,900 SH SOLE    0       58,900
SUSQUEHANNA BA  COM   869099101      3,833   155,800 SH SOLE    0      155,800
SWIFT ENERGY C  COM   870738101      2,822   117,800 SH SOLE    0      117,800
SWIFT TRANSN C  COM   870756103      3,078   182,980 SH SOLE    0      182,980
SWS GROUP INC   COM   78503N107        926    57,567 SH SOLE    0       57,567
SYBASE INC      COM   871130100      2,446   177,400 SH SOLE    0      177,400
SYBRON DENTAL   COM   871142105      4,635   156,100 SH SOLE    0      156,100
SYMANTEC CORP   COM   871503108     18,763   341,900 SH SOLE    0      341,900
SYMBION INC DE  COM   871507109      2,252   139,860 SH SOLE    0      139,860
SYMBOL TECHNOL  COM   871508107      2,883   228,050 SH SOLE    0      228,050
SYMMETRICOM IN  COM   871543104      1,861   196,700 SH SOLE    0      196,700
SYNAPTICS INC   COM   87157D109      1,683    83,500 SH SOLE    0       83,500
SYNERON MEDICA  COM   M87245102      1,527    86,150 SH SOLE    0       86,150
SYNOPSYS INC    COM   871607107      4,588   291,128 SH SOLE    0      291,128
SYNOVUS FINL C  COM   87161C105      7,524   287,742 SH SOLE    0      287,742
SYSCO CORP      COM   871829107     18,056   603,460 SH SOLE    0      603,460
TAIWAN SEMICON  ADR   874039100      7,888 1,104,735 SH SOLE    0    1,104,735
TAKE-TWO INTER  COM   874054109      4,947   150,600 SH SOLE    0      150,600
TALISMAN ENERG  COM   87425E103        513    19,800 SH SOLE    0       19,800
TALX CORP       COM   874918105      1,062    46,000 SH SOLE    0       46,000
TARGET CORP     COM   87612E106     39,830   880,212 SH SOLE    0      880,212
TARO PHARMACEU  ORD   M8737E108      1,384    59,200 SH SOLE    0       59,200
TAUBMAN CTRS I  COM   876664103      5,603   216,900 SH SOLE    0      216,900
TAYLOR CAP GRO  COM   876851106        295    12,300 SH SOLE    0       12,300
TBC CORP        COM   872180104      1,662    74,400 SH SOLE    0       74,400
TCF FINL CORP   COM   872275102      7,891   260,500 SH SOLE    0      260,500
TECH DATA CORP  COM   878237106      5,239   135,900 SH SOLE    0      135,900
TECHNE CORP     COM   878377100      5,265   137,900 SH SOLE    0      137,900
TECHNITROL INC  COM   878555101      2,646   135,700 SH SOLE    0      135,700
TECO ENERGY IN  COM   872375100      2,390   176,680 SH SOLE    0      176,680
TECUMSEH PRODS  CL A  878895200      2,864    68,400 SH SOLE    0       68,400
TEKELEC         COM   879101103        599    35,900 SH SOLE    0       35,900
TEKTRONIX INC   COM   879131100      2,657    79,916 SH SOLE    0       79,916
TELE CELULAR S  ADR   879238103      1,306    91,500 SH SOLE    0       91,500
TELE NORTE LES  ADR   879246106      8,996   680,000 SH SOLE    0      680,000
TELECOMUNICACO  ADR   879287308      7,625   277,273 SH SOLE    0      277,273
TELEDYNE TECHN  COM   879360105      8,734   348,800 SH SOLE    0      348,800
TELEFLEX INC    COM   879369106      5,908   139,000 SH SOLE    0      139,000
TELEFONICA S A  ADR   879382208        513    11,400 SH SOLE    0       11,400
TELEFONOS DE M  ADR   879403780     44,502 1,379,050 SH SOLE    0    1,379,050
TELEPHONE & DA  COM   879433100      9,183   109,100 SH SOLE    0      109,100
TELEWEST GLOBA  COM   87956T107     10,609   912,971 SH SOLE    0      912,971
TELIK INC       COM   87959M109      8,743   392,081 SH SOLE    0      392,081
TELLABS INC     COM   879664100      4,057   441,488 SH SOLE    0      441,488
TEMPLE INLAND   COM   879868107      3,517    52,378 SH SOLE    0       52,378
TEMPUR PEDIC I  COM   88023U101        770    51,400 SH SOLE    0       51,400
TENARIS S A     ADR   88031M109      1,868    40,964 SH SOLE    0       40,964
TENET HEALTHCA  COM   88033G100      4,740   439,280 SH SOLE    0      439,280
TERADYNE INC    COM   880770102      3,863   288,300 SH SOLE    0      288,300
TEREX CORP NEW  COM   880779103      2,131    49,100 SH SOLE    0       49,100
TESSERA TECHNO  COM   88164L100      5,407   244,671 SH SOLE    0      244,671
TETRA TECH INC  COM   88162G103      3,773   297,806 SH SOLE    0      297,806
TETRA TECHNOLO  COM   88162F105      4,192   135,000 SH SOLE    0      135,000
TEVA PHARMACEU  ADR   881624209      7,393   284,900 SH SOLE    0      284,900
TEXAS CAPITAL   COM   88224Q107        182    10,000 SH SOLE    0       10,000
TEXAS INDS INC  COM   882491103      3,899    75,800 SH SOLE    0       75,800
TEXAS INSTRS I  COM   882508104     35,212 1,654,711 SH SOLE    0    1,654,711
TEXAS REGL BAN  CL A  882673106        807    25,950 SH SOLE    0       25,950
TEXTRON INC     COM   883203101      8,714   135,583 SH SOLE    0      135,583
THERAGENICS CO  COM   883375107        367   100,500 SH SOLE    0      100,500
THERMO ELECTRO  COM   883556102      4,229   156,505 SH SOLE    0      156,505
THERMOGENESIS   COM   883623209      1,957   407,700 SH SOLE    0      407,700
THOMAS & BETTS  COM   884315102      4,069   151,700 SH SOLE    0      151,700
THOMAS INDS IN  COM   884425109      1,834    58,400 SH SOLE    0       58,400
THOR INDS INC   COM   885160101     14,349   542,100 SH SOLE    0      542,100
THQ INC         COM   872443403      6,133   315,170 SH SOLE    0      315,170
THREE FIVE SYS  COM   88554L108        200    73,000 SH SOLE    0       73,000
TIDEWATER INC   COM   886423102      3,685   113,200 SH SOLE    0      113,200
TIERONE CORP    COM   88650R108        355    15,400 SH SOLE    0       15,400
TIFFANY & CO N  COM   886547108      4,341   141,220 SH SOLE    0      141,220
TIMBERLAND CO   CL A  887100105      4,851    85,400 SH SOLE    0       85,400
TIME WARNER IN  COM   887317105     70,649 4,377,239 SH SOLE    0    4,377,239
TIMKEN CO       COM   887389104     10,685   434,000 SH SOLE    0      434,000
TITAN CORP      COM   888266103      2,200   157,500 SH SOLE    0      157,500
TIVO INC        COM   888706108        853   128,920 SH SOLE    0      128,920
TJX COS INC NE  COM   872540109     10,300   467,324 SH SOLE    0      467,324
TOLL BROTHERS   COM   889478103      7,195   155,300 SH SOLE    0      155,300
TOLLGRADE COMM  COM   889542106        388    44,100 SH SOLE    0       44,100
TOO INC         COM   890333107      2,797   154,800 SH SOLE    0      154,800
TOOTSIE ROLL I  COM   890516107      2,850    97,542 SH SOLE    0       97,542
TORCHMARK CORP  COM   891027104      5,587   105,067 SH SOLE    0      105,067
TORO CO         COM   891092108      7,493   109,700 SH SOLE    0      109,700
TORTOISE ENERG  COM   89147L100      2,036    78,300 SH SOLE    0       78,300
TOTAL SYS SVCS  COM   891906109        596    23,600 SH SOLE    0       23,600
TOWER AUTOMOTI  COM   891707101        408   195,200 SH SOLE    0      195,200
TOYOTA MOTOR C  ADR   892331307        489     6,400 SH SOLE    0        6,400
TOYS R US INC   COM   892335100      3,585   202,100 SH SOLE    0      202,100
TRACTOR SUPPLY  COM   892356106      4,040   128,500 SH SOLE    0      128,500
TRADESTATION G  COM   89267P105      2,414   393,800 SH SOLE    0      393,800
TRANSACTION SY  CL A  893416107      2,416   130,000 SH SOLE    0      130,000
TRANSOCEAN INC  ORD   G90078109     10,990   307,159 SH SOLE    0      307,159
TREDEGAR CORP   COM   894650100      2,346   128,900 SH SOLE    0      128,900
TRIAD GTY INC   COM   895925105      3,523    63,500 SH SOLE    0       63,500
TRIAD HOSPITAL  COM   89579K109      5,752   167,018 SH SOLE    0      167,018
TRIARC COS INC  CL A  895927101        437    38,200 SH SOLE    0       38,200
TRIARC COS INC  CL B  895927309      3,346   291,700 SH SOLE    0      291,700
TRIBUNE CO NEW  COM   896047107     12,542   304,778 SH SOLE    0      304,778
TRICO BANCSHAR  COM   896095106        485    23,200 SH SOLE    0       23,200
TRIMBLE NAVIGA  COM   896239100      5,423   171,600 SH SOLE    0      171,600
TRINITY INDS I  COM   896522109     18,590   596,400 SH SOLE    0      596,400
TRIQUINT SEMIC  COM   89674K103      1,000   256,300 SH SOLE    0      256,300
TRIUMPH GROUP   COM   896818101      1,803    53,300 SH SOLE    0       53,300
TRIZEC PROPERT  COM   89687P107        203    12,700 SH SOLE    0       12,700
TRIZETTO GROUP  COM   896882107        176    30,200 SH SOLE    0       30,200
TRUSTCO BK COR  COM   898349105      3,195   249,239 SH SOLE    0      249,239
TTM TECHNOLOGI  COM   87305R109      1,612   181,300 SH SOLE    0      181,300
TUPPERWARE COR  COM   899896104      1,858   109,400 SH SOLE    0      109,400
TXU CORP        COM   873168108     14,353   299,527 SH SOLE    0      299,527
TYCO INTL LTD   COM   902124106     59,022 1,925,055 SH SOLE    0    1,925,055
TYSON FOODS IN  CL A  902494103     11,524   719,354 SH SOLE    0      719,354
U S I HLDGS     COM   90333H101      2,392   175,240 SH SOLE    0      175,240
UCBH HOLDINGS   COM   90262T308      8,205   210,000 SH SOLE    0      210,000
UGI CORP NEW    COM   902681105      7,200   193,250 SH SOLE    0      193,250
UICI            COM   902737105      5,088   155,400 SH SOLE    0      155,400
UIL HLDG CORP   COM   902748102      2,396    48,700 SH SOLE    0       48,700
ULTICOM INC     COM   903844108        377    25,500 SH SOLE    0       25,500
ULTIMATE SOFTW  COM   90385D107        525    42,744 SH SOLE    0       42,744
ULTRALIFE BATT  COM   903899102        357    35,100 SH SOLE    0       35,100
ULTRATECH INC   COM   904034105      1,249    79,700 SH SOLE    0       79,700
UMB FINL CORP   COM   902788108      1,845    38,700 SH SOLE    0       38,700
UMPQUA HLDGS C  COM   904214103      3,826   169,600 SH SOLE    0      169,600
UNIBANCO-UNIAO  GDR   90458E107      3,935   162,400 SH SOLE    0      162,400
UNIFIRST CORP   COM   904708104        320    11,200 SH SOLE    0       11,200
UNION PAC CORP  COM   907818108     14,466   246,868 SH SOLE    0      246,868
UNIONBANCAL CO  COM   908906100      1,356    22,900 SH SOLE    0       22,900
UNISOURCE ENER  COM   909205106      5,060   207,800 SH SOLE    0      207,800
UNISYS CORP     COM   909214108      3,248   314,685 SH SOLE    0      314,685
UNIT CORP       COM   909218109      6,616   188,600 SH SOLE    0      188,600
UNITED BANKSHA  COM   909907107      5,042   145,500 SH SOLE    0      145,500
UNITED DEFENSE  COM   91018B104        816    20,400 SH SOLE    0       20,400
UNITED DOMINIO  COM   910197102      4,733   238,700 SH SOLE    0      238,700
UNITED MICROEL  ADR   910873207     11,252 3,329,116 SH SOLE    0    3,329,116
UNITED NAT FOO  COM   911163103      5,387   202,500 SH SOLE    0      202,500
UNITED NATL GR  CL A  91103X102        587    40,400 SH SOLE    0       40,400
UNITED ONLINE   COM   911268100        665    69,150 SH SOLE    0       69,150
UNITED PARCEL   CL B  911312106     81,824 1,077,760 SH SOLE    0    1,077,760
UNITED RENTALS  COM   911363109      2,306   145,100 SH SOLE    0      145,100
UNITED STATES   COM   912909108      4,026   107,014 SH SOLE    0      107,014
UNITED STATION  COM   913004107      4,835   111,400 SH SOLE    0      111,400
UNITED SURGICA  COM   913016309      3,263    95,000 SH SOLE    0       95,000
UNITED TECHNOL  COM   913017109     47,224   505,715 SH SOLE    0      505,715
UNITEDGLOBALCO  CL A  913247508      5,882   787,452 SH SOLE    0      787,452
UNITEDHEALTH G  COM   91324P102     49,443   670,502 SH SOLE    0      670,502
UNITRIN INC     COM   913275103      5,304   127,600 SH SOLE    0      127,600
UNIVERSAL AMER  COM   913377107        693    53,600 SH SOLE    0       53,600
UNIVERSAL COMP  COM   913431102      1,496    43,900 SH SOLE    0       43,900
UNIVERSAL CORP  COM   913456109      2,125    47,600 SH SOLE    0       47,600
UNIVERSAL DISP  COM   91347P105        713    84,700 SH SOLE    0       84,700
UNIVERSAL ELEC  COM   913483103      2,098   125,000 SH SOLE    0      125,000
UNIVERSAL FST   COM   913543104      3,779   110,500 SH SOLE    0      110,500
UNIVERSAL HLTH  CL B  913903100      5,603   128,800 SH SOLE    0      128,800
UNIVISION COMM  CL A  914906102      9,654   305,400 SH SOLE    0      305,400
UNOCAL CORP     COM   915289102     11,048   256,937 SH SOLE    0      256,937
UNUMPROVIDENT   COM   91529Y106      5,204   331,665 SH SOLE    0      331,665
URBAN OUTFITTE  COM   917047102      3,550   103,200 SH SOLE    0      103,200
URS CORP NEW    COM   903236107      3,844   144,088 SH SOLE    0      144,088
US BANCORP DEL  COM   902973304     52,221 1,806,939 SH SOLE    0    1,806,939
USF CORP        COM   91729Q101      3,345    93,200 SH SOLE    0       93,200
UST INC         COM   902911106      6,292   156,280 SH SOLE    0      156,280
UTI WORLDWIDE   ORD   G87210103      2,688    45,700 SH SOLE    0       45,700
UTSTARCOM INC   COM   918076100      3,952   245,300 SH SOLE    0      245,300
V F CORP        COM   918204108      5,136   103,864 SH SOLE    0      103,864
VALASSIS COMMU  COM   918866104      2,860    96,700 SH SOLE    0       96,700
VALEANT PHARMA  COM   91911X104      3,786   156,950 SH SOLE    0      156,950
VALERO ENERGY   COM   91913Y100     10,812   134,800 SH SOLE    0      134,800
VALMONT INDS I  COM   920253101      1,674    80,200 SH SOLE    0       80,200
VALSPAR CORP    COM   920355104      4,477    95,900 SH SOLE    0       95,900
VALUECLICK INC  COM   92046N102        649    68,700 SH SOLE    0       68,700
VARCO INTL INC  COM   922122106      4,886   182,171 SH SOLE    0      182,171
VARIAN INC      COM   922206107      3,721    98,250 SH SOLE    0       98,250
VARIAN MED SYS  COM   92220P105      8,767   253,600 SH SOLE    0      253,600
VARIAN SEMICON  COM   922207105      4,545   147,100 SH SOLE    0      147,100
VCA ANTECH INC  COM   918194101      1,952    94,600 SH SOLE    0       94,600
VECTREN CORP    COM   92240G101      3,572   141,866 SH SOLE    0      141,866
VEECO INSTRS I  COM   922417100      5,213   248,600 SH SOLE    0      248,600
VENTANA MED SY  COM   92276H106        822    16,300 SH SOLE    0       16,300
VENTAS INC      COM   92276F100      2,610   100,700 SH SOLE    0      100,700
VENTIV HEALTH   COM   922793104      1,441    85,000 SH SOLE    0       85,000
VERINT SYS INC  COM   92343X100      2,345    63,660 SH SOLE    0       63,660
VERISIGN INC    COM   92343E102      5,135   258,279 SH SOLE    0      258,279
VERITAS DGC IN  COM   92343P107      2,554   112,100 SH SOLE    0      112,100
VERITAS SOFTWA  COM   923436109      7,357   413,323 SH SOLE    0      413,323
VERITY INC      COM   92343C106      1,592   123,600 SH SOLE    0      123,600
VERIZON COMMUN  COM   92343V104    105,019 2,666,821 SH SOLE    0    2,666,821
VERTEX PHARMAC  COM   92532F100      2,219   211,300 SH SOLE    0      211,300
VIACOM INC      CL B  925524308     55,388 1,650,403 SH SOLE    0    1,650,403
VIAD CORP       COM   92552R406      1,766    74,400 SH SOLE    0       74,400
VIASAT INC      COM   92552V100      2,094   104,200 SH SOLE    0      104,200
VIASYS HEALTHC  COM   92553Q209      1,732   103,500 SH SOLE    0      103,500
VICOR CORP      COM   925815102      1,429   141,300 SH SOLE    0      141,300
VINTAGE PETE I  COM   927460105      5,177   257,940 SH SOLE    0      257,940
VIRAGE LOGIC C  COM   92763R104      1,020    82,700 SH SOLE    0       82,700
VISHAY INTERTE  COM   928298108      3,999   309,996 SH SOLE    0      309,996
VISTEON CORP    COM   92839U107      3,457   432,666 SH SOLE    0      432,666
VISX INC DEL    COM   92844S105      5,136   249,300 SH SOLE    0      249,300
VITAL SIGNS IN  COM   928469105      1,362    42,600 SH SOLE    0       42,600
VOLT INFORMATI  COM   928703107      1,473    51,200 SH SOLE    0       51,200
VORNADO RLTY T  COM   929042109      7,308   116,600 SH SOLE    0      116,600
VULCAN MATLS C  COM   929160109      4,917    96,500 SH SOLE    0       96,500
W HLDG CO INC   COM   929251106      1,105    58,140 SH SOLE    0       58,140
WABASH NATL CO  COM   929566107      3,772   137,300 SH SOLE    0      137,300
WABTEC CORP     COM   929740108      2,581   138,100 SH SOLE    0      138,100
WACHOVIA CORP   COM   929903102     48,646 1,036,115 SH SOLE    0    1,036,115
WADDELL & REED  CL A  930059100      3,392   154,200 SH SOLE    0      154,200
WAL MART STORE  COM   931142103    215,584 4,052,338 SH SOLE    0    4,052,338
WALGREEN CO     COM   931422109     35,800   999,154 SH SOLE    0      999,154
WASHINGTON FED  COM   938824109      3,683   146,450 SH SOLE    0      146,450
WASHINGTON GRO  COM   938862208      2,780    80,310 SH SOLE    0       80,310
WASHINGTON MUT  COM   939322103     33,142   848,062 SH SOLE    0      848,062
WASHINGTON POS  CL B  939640108     17,756    19,300 SH SOLE    0       19,300
WASTE CONNECTI  COM   941053100     10,375   327,500 SH SOLE    0      327,500
WASTE MGMT INC  COM   94106L109     14,980   547,909 SH SOLE    0      547,909
WATERS CORP     COM   941848103      5,420   122,900 SH SOLE    0      122,900
WATSCO INC      COM   942622200      2,688    89,500 SH SOLE    0       89,500
WATSON PHARMAC  COM   942683103      3,946   133,940 SH SOLE    0      133,940
WATSON WYATT &  CL A  942712100      4,503   171,200 SH SOLE    0      171,200
WATTS WATER TE  CL A  942749102      2,913   108,500 SH SOLE    0      108,500
WAUSAU-MOSINEE  COM   943315101      2,887   173,400 SH SOLE    0      173,400
WAYPOINT FINL   COM   946756103      3,590   130,210 SH SOLE    0      130,210
WD-40 CO        COM   929236107      1,619    56,600 SH SOLE    0       56,600
WEATHERFORD IN  COM   G95089101     13,543   265,450 SH SOLE    0      265,450
WEBEX COMMUNIC  COM   94767L109      3,242   148,600 SH SOLE    0      148,600
WEBSENSE INC    COM   947684106      3,254    78,100 SH SOLE    0       78,100
WEBSTER FINL C  COM   947890109      4,900    99,216 SH SOLE    0       99,216
WELLCHOICE INC  COM   949475107      1,060    28,390 SH SOLE    0       28,390
WELLMAN INC     COM   949702104        909   107,200 SH SOLE    0      107,200
WELLPOINT HEAL  COM   94973H108     16,823   160,080 SH SOLE    0      160,080
WELLS FARGO &   COM   949746101     96,823 1,623,735 SH SOLE    0    1,623,735
WELLSFORD REAL  COM   950240200      1,058    69,850 SH SOLE    0       69,850
WENDYS INTL IN  COM   950590109      3,622   107,791 SH SOLE    0      107,791
WERNER ENTERPR  COM   950755108      2,856   147,900 SH SOLE    0      147,900
WESCO INTL INC  COM   95082P105      3,475   143,300 SH SOLE    0      143,300
WEST CORP       COM   952355105      1,891    64,900 SH SOLE    0       64,900
WEST MARINE IN  COM   954235107      1,973    92,300 SH SOLE    0       92,300
WESTAMERICA BA  COM   957090103      3,255    59,300 SH SOLE    0       59,300
WESTAR ENERGY   COM   95709T100      9,567   473,600 SH SOLE    0      473,600
WESTCORP INC    COM   957907108        906    21,300 SH SOLE    0       21,300
WESTERN GAS RE  COM   958259103      3,940   137,800 SH SOLE    0      137,800
WESTLAKE CHEM   COM   960413102        326    14,600 SH SOLE    0       14,600
WESTWOOD ONE I  COM   961815107      3,588   181,500 SH SOLE    0      181,500
WET SEAL INC    CL A  961840105        166   100,000 SH SOLE    0      100,000
WEYERHAEUSER C  COM   962166104     15,302   230,175 SH SOLE    0      230,175
WGL HLDGS INC   COM   92924F106      2,572    91,000 SH SOLE    0       91,000
W-H ENERGY SVC  COM   92925E108      1,915    92,300 SH SOLE    0       92,300
WHIRLPOOL CORP  COM   963320106      3,913    65,118 SH SOLE    0       65,118
WHITING PETE C  COM   966387102      5,037   165,690 SH SOLE    0      165,690
WHITNEY HLDG C  COM   966612103      5,754   137,000 SH SOLE    0      137,000
WHOLE FOODS MK  COM   966837106     10,998   128,200 SH SOLE    0      128,200
WILD OATS MARK  COM   96808B107      1,686   195,100 SH SOLE    0      195,100
WILLIAMS COS I  COM   969457100      6,301   520,766 SH SOLE    0      520,766
WILLIAMS SONOM  COM   969904101      8,156   217,200 SH SOLE    0      217,200
WILMINGTON TRU  COM   971807102      4,494   124,100 SH SOLE    0      124,100
WILSON GREATBA  COM   972232102      1,286    71,900 SH SOLE    0       71,900
WIND RIVER SYS  COM   973149107      1,864   152,791 SH SOLE    0      152,791
WINN DIXIE STO  COM   974280109        415   134,207 SH SOLE    0      134,207
WINNEBAGO INDS  COM   974637100      5,296   152,900 SH SOLE    0      152,900
WINSTON HOTELS  COM   97563A102        356    33,300 SH SOLE    0       33,300
WINTRUST FINAN  COM   97650W108      3,941    68,800 SH SOLE    0       68,800
WISCONSIN ENER  COM   976657106      7,002   219,500 SH SOLE    0      219,500
WITNESS SYS IN  COM   977424100        532    33,100 SH SOLE    0       33,100
WMS INDS INC    COM   929297109      2,600   101,200 SH SOLE    0      101,200
WOLVERINE TUBE  COM   978093102        575    49,800 SH SOLE    0       49,800
WOLVERINE WORL  COM   978097103      5,192   206,025 SH SOLE    0      206,025
WOODWARD GOVER  COM   980745103      2,565    38,000 SH SOLE    0       38,000
WORLD ACCEP CO  COM   981419104      1,439    61,900 SH SOLE    0       61,900
WORLD WRESTLIN  CL A  98156Q108        400    32,700 SH SOLE    0       32,700
WORTHINGTON IN  COM   981811102      2,876   134,686 SH SOLE    0      134,686
WPS RESOURCES   COM   92931B106      5,705   126,800 SH SOLE    0      126,800
WRIGLEY WM JR   COM   982526105     13,425   212,052 SH SOLE    0      212,052
WYETH           COM   983024100     47,651 1,274,098 SH SOLE    0    1,274,098
WYNN RESORTS L  COM   983134107        419     8,100 SH SOLE    0        8,100
XCEL ENERGY IN  COM   98389B100      6,604   381,285 SH SOLE    0      381,285
XEROX CORP      COM   984121103     11,185   794,356 SH SOLE    0      794,356
XILINX INC      COM   983919101      8,849   327,740 SH SOLE    0      327,740
XL CAP LTD      CL A  G98255105      9,657   130,520 SH SOLE    0      130,520
XM SATELLITE R  CL A  983759101      2,140    69,000 SH SOLE    0       69,000
X-RITE INC      COM   983857103      1,017    69,800 SH SOLE    0       69,800
XTO ENERGY INC  COM   98385X106     16,214   499,191 SH SOLE    0      499,191
YAHOO INC       COM   984332106     44,373 1,308,560 SH SOLE    0    1,308,560
YANKEE CANDLE   COM   984757104      2,522    87,090 SH SOLE    0       87,090
YARDVILLE NATL  COM   985021104      1,435    49,300 SH SOLE    0       49,300
YELLOW ROADWAY  COM   985577105     13,878   295,959 SH SOLE    0      295,959
YORK INTL CORP  COM   986670107      3,677   116,400 SH SOLE    0      116,400
YUM BRANDS INC  COM   988498101     11,250   276,688 SH SOLE    0      276,688
ZALE CORP NEW   COM   988858106     27,232   969,100 SH SOLE    0      969,100
ZEBRA TECHNOLO  CL A  989207105      8,154   133,650 SH SOLE    0      133,650
ZENITH NATL IN  COM   989390109      3,719    87,900 SH SOLE    0       87,900
ZIMMER HLDGS I  COM   98956P102     18,214   230,440 SH SOLE    0      230,440
ZIONS BANCORPO  COM   989701107      6,846   112,160 SH SOLE    0      112,160
ZIX CORP        COM   98974P100        491   107,100 SH SOLE    0      107,100
ZOLL MED CORP   COM   989922109      3,845   115,150 SH SOLE    0      115,150
ZORAN CORP      COM   98975F101      2,532   161,100 SH SOLE    0      161,100
ZYMOGENETICS I  COM   98985T109        924    53,000 SH SOLE    0       53,000

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Dates Referenced Herein

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This ‘13F-HR’ Filing	Date	First	Last	Other Filings

Filed on / Effective on:	10/29/04	1		None on these Dates
For Period end:	9/30/04	1	3
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Filing Submission 0001083190-04-000008 – Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

Commonwealth of Pennsylvania Public School Empls Retrmt Sys – ‘13F-HR’ for 9/30/04

On: Friday, 10/29/04, at 5:07pm ET · Effective: 10/29/04 · For: 9/30/04 · Accession #: 1083190-4-8 · File #: 28-05879

Previous ‘13F-HR’: ‘13F-HR’ on 8/11/04 for 6/30/04 · Next: ‘13F-HR’ on 2/15/05 for 12/31/04 · Latest: ‘13F-HR’ on 2/9/24 for 12/31/23

Quarterly Holdings and Combination Report by a Money Manager — Form 13FFiling Table of Contents

Dates Referenced Herein

Quarterly Holdings and Combination Report by a Money Manager — Form 13F
Filing Table of Contents