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Commonwealth of Pennsylvania Public School Empls Retrmt Sys – ‘13F-HR’ for 3/31/05

On: Monday, 5/2/05, at 9:44am ET · Effective: 5/2/05 · For: 3/31/05 · Accession #: 1083190-5-5 · File #: 28-05879

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

 5/02/05  Commonwealth of Pennsylvania… Sys 13F-HR      3/31/05    1:140K

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        46±   205K 
                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: March 31, 2005                   

Check here if Amendment [ ]; Amendment Number:                                  
This Amendment (Check only one.):       [ ] is a restatement                    
                             [ ] adds new holdings entries

Institutional Investment Manager Filing this report:                            

Name:           Commonwealth of Pennsylvania                                    
Public School Employees Retirement System       
Address:        5 North 5th Street                                              
Harrisburg, PA  17101                           

13F File Number:                                                                

The institutional investment manager filing this report and the person by       
whom it is signed hereby represents that the person signing this report is      
authorized to submit it, that all information contained herein is true,         
correct and complete, and that all information contained herein is true,        
correct and complete, and that it is understood that required items,            
statements, schedules, lists, and tables, are considered integral parts         
of this form.                                                                   

Persons signing this Report on Behalf of Reporting Manager:                     

Name:   Alan H. Van Noord                                                       
Title:  Chief Investment Officer                                                
Phone:  717-720-4721                                                            
Signature, Place, and Date of Signing:                                          

/s/ Alan H. Van Noord   Harrisburg, Pennsylvania        May 2, 2005             

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:         2,364                           

Form 13F Information Table Value Total:         $17,936,106                     
                         (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 MARCH 31, 2005                                                          

               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        587    77,600 SH SOLE    0       77,600
21ST CENTY INS  COM   90130N103      1,304    93,500 SH SOLE    0       93,500
24/7 REAL MEDI  COM   901314203        670   206,100 SH SOLE    0      206,100
3COM CORP       COM   885535104      2,251   632,339 SH SOLE    0      632,339
3M CO           COM   88579Y101     66,156   772,034 SH SOLE    0      772,034
4 KIDS ENTMT I  COM   350865101      1,017    46,000 SH SOLE    0       46,000
99 CENTS ONLY   COM   65440K106      1,293    98,166 SH SOLE    0       98,166
A C MOORE ARTS  COM   00086T103      4,922   184,630 SH SOLE    0      184,630
A D C TELECOMM  COM   000886101      1,520   763,590 SH SOLE    0      763,590
AAON INC        COM   000360206        337    20,455 SH SOLE    0       20,455
AAR CORP        COM   000361105      2,039   149,890 SH SOLE    0      149,890
AARON RENTS IN  COM   002535201      4,156   207,800 SH SOLE    0      207,800
ABBOTT LABS     COM   002824100     70,227 1,506,364 SH SOLE    0    1,506,364
ABERCROMBIE &   CL A  002896207     10,206   178,300 SH SOLE    0      178,300
ABGENIX INC     COM   00339B107        784   112,040 SH SOLE    0      112,040
ABLE LABORATOR  COM   00371N407      1,432    61,050 SH SOLE    0       61,050
ABM INDS INC    COM   000957100      2,934   152,600 SH SOLE    0      152,600
ACADIA RLTY TR  COM   004239109      2,102   130,700 SH SOLE    0      130,700
ACCELRYS INC    COM   00430U103        169    28,500 SH SOLE    0       28,500
ACCREDO HEALTH  COM   00437V104      7,480   168,425 SH SOLE    0      168,425
ACE CASH EXPRE  COM   004403101        646    28,400 SH SOLE    0       28,400
ACE COMM CORP   COM   004404109        301    94,500 SH SOLE    0       94,500
ACE LTD         ORD   G0070K103     11,285   273,440 SH SOLE    0      273,440
ACTEL CORP      COM   004934105      2,300   149,550 SH SOLE    0      149,550
ACTION PERFORM  COM   004933107        845    63,900 SH SOLE    0       63,900
ACTIVISION INC  COM   004930202      6,326   427,433 SH SOLE    0      427,433
ACUITY BRANDS   COM   00508Y102      4,026   149,100 SH SOLE    0      149,100
ACXIOM CORP     COM   005125109      3,780   180,600 SH SOLE    0      180,600
ADAPTEC INC     COM   00651F108      1,839   384,000 SH SOLE    0      384,000
ADDVANTAGE TEC  COM   006743306        264    62,400 SH SOLE    0       62,400
ADE CORP MASS   COM   00089C107        479    21,570 SH SOLE    0       21,570
ADESA INC       COM   00686U104      3,560   152,400 SH SOLE    0      152,400
ADEZA BIOMEDIC  COM   006864102      1,862   152,860 SH SOLE    0      152,860
ADMINISTAFF IN  COM   007094105      1,178    80,700 SH SOLE    0       80,700
ADOBE SYS INC   COM   00724F101     16,924   251,951 SH SOLE    0      251,951
ADTRAN INC      COM   00738A106      2,009   113,900 SH SOLE    0      113,900
ADVANCE AUTO P  COM   00751Y106      6,367   126,200 SH SOLE    0      126,200
ADVANCED ENERG  COM   007973100        903    93,400 SH SOLE    0       93,400
ADVANCED MARKE  COM   00753T105        354    59,000 SH SOLE    0       59,000
ADVANCED MEDIC  COM   00763M108      4,635   128,000 SH SOLE    0      128,000
ADVANCED MICRO  COM   007903107      6,111   379,074 SH SOLE    0      379,074
ADVANTA CORP    CL B  007942204        959    41,700 SH SOLE    0       41,700
ADVENT SOFTWAR  COM   007974108        858    47,200 SH SOLE    0       47,200
ADVISORY BRD C  COM   00762W107      5,244   119,990 SH SOLE    0      119,990
ADVO INC        COM   007585102      6,415   171,300 SH SOLE    0      171,300
AEROFLEX INC    COM   007768104      3,265   349,990 SH SOLE    0      349,990
AEROPOSTALE     COM   007865108      4,650   142,000 SH SOLE    0      142,000
AES CORP        COM   00130H105     11,127   679,277 SH SOLE    0      679,277
AETNA INC NEW   COM   00817Y108     22,035   293,998 SH SOLE    0      293,998
AFC ENTERPRISE  COM   00104Q107      2,406    94,300 SH SOLE    0       94,300
AFFILIATED COM  CL A  008190100      7,784   146,200 SH SOLE    0      146,200
AFFILIATED MAN  COM   008252108      9,184   148,055 SH SOLE    0      148,055
AFFYMETRIX INC  COM   00826T108      2,238    52,270 SH SOLE    0       52,270
AFLAC INC       COM   001055102     19,180   514,755 SH SOLE    0      514,755
AGCO CORP       COM   001084102      3,652   200,100 SH SOLE    0      200,100
AGILE SOFTWARE  COM   00846X105      1,564   214,850 SH SOLE    0      214,850
AGILENT TECHNO  COM   00846U101     11,623   523,551 SH SOLE    0      523,551
AGILYSYS INC    COM   00847J105      3,016   153,400 SH SOLE    0      153,400
AGL RES INC     COM   001204106      6,614   189,350 SH SOLE    0      189,350
AGRIUM INC      COM   008916108      1,424    78,000 SH SOLE    0       78,000
AIR PRODS & CH  COM   009158106     14,041   221,852 SH SOLE    0      221,852
AIRGAS INC      COM   009363102     11,231   470,120 SH SOLE    0      470,120
AIRTRAN HLDGS   COM   00949P108      3,619   399,900 SH SOLE    0      399,900
AKAMAI TECHNOL  COM   00971T101      1,417   111,300 SH SOLE    0      111,300
ALADDIN KNOWLE  ORD   M0392N101        792    34,828 SH SOLE    0       34,828
ALAMOSA HLDGS   COM   011589108      4,099   351,200 SH SOLE    0      351,200
ALASKA AIR GRO  COM   011659109      4,975   169,000 SH SOLE    0      169,000
ALBANY INTL CO  CL A  012348108      3,372   109,200 SH SOLE    0      109,200
ALBEMARLE CORP  COM   012653101      6,461   177,700 SH SOLE    0      177,700
ALBERTO CULVER  COM   013068101      5,379   112,390 SH SOLE    0      112,390
ALBERTSONS INC  COM   013104104      7,270   352,049 SH SOLE    0      352,049
ALCOA INC       COM   013817101     28,058   923,274 SH SOLE    0      923,274
ALCON INC       COM   H01301102      7,849    87,900 SH SOLE    0       87,900
ALERIS INTL IN  COM   014477103      3,134   125,626 SH SOLE    0      125,626
ALEXANDER & BA  COM   014482103      2,979    72,300 SH SOLE    0       72,300
ALIGN TECHNOLO  COM   016255101        657   105,300 SH SOLE    0      105,300
ALKERMES INC    COM   01642T108      2,066   199,040 SH SOLE    0      199,040
ALLEGHENY ENER  COM   017361106      2,478   119,940 SH SOLE    0      119,940
ALLEGHENY TECH  COM   01741R102      5,715   237,055 SH SOLE    0      237,055
ALLERGAN INC    COM   018490102      8,626   124,168 SH SOLE    0      124,168
ALLETE INC      COM   018522300      4,273   102,099 SH SOLE    0      102,099
ALLIANCE CAP M  UNIT  01855A101      1,415    30,000 SH SOLE    0       30,000
ALLIANCE DATA   COM   018581108      6,371   157,700 SH SOLE    0      157,700
ALLIANCE SEMIC  COM   01877H100        258   103,800 SH SOLE    0      103,800
ALLIANT ENERGY  COM   018802108      6,146   229,485 SH SOLE    0      229,485
ALLIANT TECHSY  COM   018804104      6,620    92,650 SH SOLE    0       92,650
ALLIED HEALTHC  COM   01923A109      1,250   200,000 SH SOLE    0      200,000
ALLIED WASTE I  COM   019589308      1,908   261,060 SH SOLE    0      261,060
ALLMERICA FINL  COM   019754100      7,733   215,100 SH SOLE    0      215,100
ALLOY INC       COM   019855105      1,279   217,500 SH SOLE    0      217,500
ALLSCRIPTS HEA  COM   01988P108      4,500   314,700 SH SOLE    0      314,700
ALLSTATE CORP   COM   020002101     35,420   655,200 SH SOLE    0      655,200
ALLTEL CORP     COM   020039103     15,953   290,844 SH SOLE    0      290,844
ALPHA NATURAL   COM   02076X102      1,601    55,850 SH SOLE    0       55,850
ALPHARMA INC    CL A  020813101      1,988   161,400 SH SOLE    0      161,400
ALTERA CORP     COM   021441100      7,873   398,040 SH SOLE    0      398,040
ALTIRIS INC     COM   02148M100      1,901    79,700 SH SOLE    0       79,700
ALTRIA GROUP I  COM   02209S103    130,020 1,988,383 SH SOLE    0    1,988,383
AMAZON COM INC  COM   023135106      1,919    56,000 SH SOLE    0       56,000
AMB PROPERTY C  COM   00163T109     13,650   361,100 SH SOLE    0      361,100
AMBAC FINL GRO  COM   023139108      8,614   115,240 SH SOLE    0      115,240
AMCOL INTL COR  COM   02341W103      1,921   102,400 SH SOLE    0      102,400
AMCORE FINL IN  COM   023912108      2,878   101,890 SH SOLE    0      101,890
AMDOCS LTD      ORD   G02602103      1,854    65,270 SH SOLE    0       65,270
AMEDISYS INC    COM   023436108      5,559   183,780 SH SOLE    0      183,780
AMERADA HESS C  COM   023551104      7,888    81,990 SH SOLE    0       81,990
AMEREN CORP     COM   023608102      9,211   187,933 SH SOLE    0      187,933
AMERICA MOVIL   ADR   02364W105     26,058   505,000 SH SOLE    0      505,000
AMERICA SVC GR  COM   02364L109      1,752    79,180 SH SOLE    0       79,180
AMERICAN AXLE   COM   024061103      3,158   128,900 SH SOLE    0      128,900
AMERICAN CAMPU  COM   024835100        641    30,500 SH SOLE    0       30,500
AMERICAN CAPIT  COM   024937104      4,646   147,900 SH SOLE    0      147,900
AMERICAN DENTA  COM   025353103        367    16,500 SH SOLE    0       16,500
AMERICAN EAGLE  COM   02553E106      9,426   319,000 SH SOLE    0      319,000
AMERICAN ECOLO  COM   025533407        243    20,500 SH SOLE    0       20,500
AMERICAN ELEC   COM   025537101     12,838   376,917 SH SOLE    0      376,917
AMERICAN EQTY   COM   025676206        709    55,400 SH SOLE    0       55,400
AMERICAN EXPRE  COM   025816109     59,162 1,151,680 SH SOLE    0    1,151,680
AMERICAN FINL   COM   025932104      2,988    97,000 SH SOLE    0       97,000
AMERICAN FINL   COM   02607P305      3,178   217,200 SH SOLE    0      217,200
AMERICAN GREET  CL A  026375105     19,900   781,000 SH SOLE    0      781,000
AMERICAN HEALT  COM   02649V104      4,669   141,400 SH SOLE    0      141,400
AMERICAN HOME   COM   02660R107      1,481    51,700 SH SOLE    0       51,700
AMERICAN INTL   COM   026874107    141,499 2,553,673 SH SOLE    0    2,553,673
AMERICAN ITALI  CL A  027070101      1,734    63,300 SH SOLE    0       63,300
AMERICAN MED S  COM   02744M108      3,594   209,200 SH SOLE    0      209,200
AMERICAN PHYSI  COM   028884104        639    18,660 SH SOLE    0       18,660
AMERICAN PWR C  COM   029066107      4,774   182,560 SH SOLE    0      182,560
AMERICAN RETIR  COM   028913101        368    25,300 SH SOLE    0       25,300
AMERICAN SCIEN  COM   029429107      2,182    48,800 SH SOLE    0       48,800
AMERICAN STD C  COM   029712106      8,505   182,975 SH SOLE    0      182,975
AMERICAN STS W  COM   029899101      1,452    57,400 SH SOLE    0       57,400
AMERICAN TOWER  CL A  029912201      4,578   251,130 SH SOLE    0      251,130
AMERICAN VANGU  COM   030371108      2,497    55,640 SH SOLE    0       55,640
AMERICAN WOODM  COM   030506109        372    10,250 SH SOLE    0       10,250
AMERICAS CAR M  COM   03062T105        600    17,120 SH SOLE    0       17,120
AMERICREDIT CO  COM   03060R101      5,919   252,500 SH SOLE    0      252,500
AMERIGON INC    COM   03070L300        176    42,235 SH SOLE    0       42,235
AMERIGROUP COR  COM   03073T102      8,511   232,800 SH SOLE    0      232,800
AMERISOURCEBER  COM   03073E105      7,083   123,640 SH SOLE    0      123,640
AMERITRADE HLD  COM   03074K100        970    95,000 SH SOLE    0       95,000
AMERUS GROUP C  COM   03072M108      3,100    65,600 SH SOLE    0       65,600
AMETEK INC NEW  COM   031100100      4,621   114,800 SH SOLE    0      114,800
AMGEN INC       COM   031162AE0      1,724 2,370,000 SH SOLE    0    2,370,000
AMGEN INC       COM   031162100     74,049 1,272,101 SH SOLE    0    1,272,101
AMICAS INC      COM   001712108        407   110,600 SH SOLE    0      110,600
AMLI RESIDENTI  COM   001735109        310    11,300 SH SOLE    0       11,300
AMN HEALTHCARE  COM   001744101        606    38,100 SH SOLE    0       38,100
AMPCO-PITTSBUR  COM   032037103      1,656   122,400 SH SOLE    0      122,400
AMPHENOL CORP   CL A  032095101      7,026   189,700 SH SOLE    0      189,700
AMSOUTH BANCOR  COM   032165102      9,038   348,298 SH SOLE    0      348,298
AMSURG CORP     COM   03232P405      2,546   100,650 SH SOLE    0      100,650
AMYLIN PHARMAC  COM   032346108      1,504    85,990 SH SOLE    0       85,990
ANADARKO PETE   COM   032511107     18,791   246,921 SH SOLE    0      246,921
ANALOG DEVICES  COM   032654105     12,892   356,720 SH SOLE    0      356,720
ANALOGIC CORP   COM   032657207      1,873    43,300 SH SOLE    0       43,300
ANCHOR BANCORP  COM   032839102      2,024    72,000 SH SOLE    0       72,000
ANDREW CORP     COM   034425108      1,776   151,697 SH SOLE    0      151,697
ANGELICA CORP   COM   034663104      1,333    47,600 SH SOLE    0       47,600
ANGIODYNAMICS   COM   03475V101      1,464    80,000 SH SOLE    0       80,000
ANGLO AMERN PL  ADR   03485P102      1,689    70,650 SH SOLE    0       70,650
ANHEUSER BUSCH  COM   035229103     35,915   757,856 SH SOLE    0      757,856
ANIMAS CORP DE  COM   03525Y105      1,374    68,000 SH SOLE    0       68,000
ANIXTER INTL I  COM   035290105      4,295   118,800 SH SOLE    0      118,800
ANNTAYLOR STOR  COM   036115103      3,003   117,350 SH SOLE    0      117,350
ANSOFT CORP     COM   036384105      1,825    67,650 SH SOLE    0       67,650
ANSYS INC       COM   03662Q105      5,285   154,500 SH SOLE    0      154,500
ANTEON INTL CO  COM   03674E108      1,904    48,900 SH SOLE    0       48,900
AON CORP        COM   037389103      6,794   297,471 SH SOLE    0      297,471
APACHE CORP     COM   037411105     20,068   327,744 SH SOLE    0      327,744
APARTMENT INVT  CL A  03748R101     85,739 2,304,800 SH SOLE    0    2,304,800
APOGEE ENTERPR  COM   037598109      1,799   125,960 SH SOLE    0      125,960
APOLLO GROUP I  CL A  037604105     11,805   159,400 SH SOLE    0      159,400
APPLE COMPUTER  COM   037833100     33,764   810,264 SH SOLE    0      810,264
APPLEBEES INTL  COM   037899101      4,902   177,860 SH SOLE    0      177,860
APPLERA CORP    COM   038020103      4,720   239,108 SH SOLE    0      239,108
APPLERA CORP    COM   038020202      1,385   135,100 SH SOLE    0      135,100
APPLICA INC     COM   03815A106        390    77,000 SH SOLE    0       77,000
APPLIED FILMS   COM   038197109      1,854    80,200 SH SOLE    0       80,200
APPLIED INDL T  COM   03820C105      2,540    93,400 SH SOLE    0       93,400
APPLIED MATLS   COM   038222105     26,628 1,638,676 SH SOLE    0    1,638,676
APPLIED MICRO   COM   03822W109        965   294,320 SH SOLE    0      294,320
APPLIED SIGNAL  COM   038237103      2,358   102,979 SH SOLE    0      102,979
APRIA HEALTHCA  COM   037933108      2,587    80,600 SH SOLE    0       80,600
APTARGROUP INC  COM   038336103      6,368   122,500 SH SOLE    0      122,500
AQUA AMERICA I  COM   03836W103      3,776   155,025 SH SOLE    0      155,025
AQUILA INC      COM   03840P102      1,539   401,950 SH SOLE    0      401,950
ARBITRON INC    COM   03875Q108      4,607   107,400 SH SOLE    0      107,400
ARBOR RLTY TR   COM   038923108        832    33,600 SH SOLE    0       33,600
ARCH CAP GROUP  ORD   G0450A105      1,574    39,310 SH SOLE    0       39,310
ARCH CHEMICALS  COM   03937R102      3,237   113,700 SH SOLE    0      113,700
ARCH COAL INC   COM   039380100      9,290   215,990 SH SOLE    0      215,990
ARCHER DANIELS  COM   039483102     14,941   607,833 SH SOLE    0      607,833
ARCHSTONE SMIT  COM   039583109     17,501   513,075 SH SOLE    0      513,075
ARCTIC CAT INC  COM   039670104      1,477    54,600 SH SOLE    0       54,600
ARDEN RLTY INC  COM   039793104      8,050   237,800 SH SOLE    0      237,800
ARENA PHARMACE  COM   040047102        522   103,400 SH SOLE    0      103,400
ARGON ST INC    COM   040149106        667    20,200 SH SOLE    0       20,200
ARGOSY GAMING   COM   040228108      4,436    96,600 SH SOLE    0       96,600
ARKANSAS BEST   COM   040790107      4,083   108,078 SH SOLE    0      108,078
ARMOR HOLDINGS  COM   042260109      4,362   117,600 SH SOLE    0      117,600
ARQULE INC      COM   04269E107        504   107,400 SH SOLE    0      107,400
ARRIS GROUP IN  COM   04269Q100      1,402   202,900 SH SOLE    0      202,900
ARROW ELECTRS   COM   042735100     18,749   739,600 SH SOLE    0      739,600
ARROW INTL INC  COM   042764100      3,024    88,030 SH SOLE    0       88,030
ARTESYN TECHNO  COM   043127109      1,623   186,370 SH SOLE    0      186,370
ARTHROCARE COR  COM   043136100      2,314    81,200 SH SOLE    0       81,200
ARVINMERITOR I  COM   043353101      1,801   116,399 SH SOLE    0      116,399
ASCENTIAL SOFT  COM   04362P207      1,810    97,700 SH SOLE    0       97,700
ASHFORD HOSPIT  COM   044103109      4,256   417,241 SH SOLE    0      417,241
ASHLAND INC     COM   044204105      4,487    66,511 SH SOLE    0       66,511
ASHWORTH INC    COM   04516H101      1,518   133,280 SH SOLE    0      133,280
ASK JEEVES INC  COM   045174109        476    16,960 SH SOLE    0       16,960
ASML HLDG NV    COM   N07059111      2,159   128,713 SH SOLE    0      128,713
ASPEN INSURANC  COM   G05384105      3,078   122,100 SH SOLE    0      122,100
ASSOCIATED BAN  COM   045487105      7,962   254,962 SH SOLE    0      254,962
ASSURANT INC    COM   04621X108      1,180    35,000 SH SOLE    0       35,000
ASTA FDG INC    COM   046220109        670    31,650 SH SOLE    0       31,650
ASTEC INDS INC  COM   046224101      2,101    95,300 SH SOLE    0       95,300
ASTORIA FINL C  COM   046265104      5,260   207,900 SH SOLE    0      207,900
AT&T CORP       COM   001957505     14,438   770,027 SH SOLE    0      770,027
ATHEROGENICS I  COM   047439104      1,841   140,660 SH SOLE    0      140,660
ATHEROS COMMUN  COM   04743P108        611    59,500 SH SOLE    0       59,500
ATMEL CORP      COM   049513104      2,200   745,900 SH SOLE    0      745,900
ATMI INC        COM   00207R101      2,707   108,100 SH SOLE    0      108,100
ATMOS ENERGY C  COM   049560105     11,599   429,600 SH SOLE    0      429,600
ATP OIL & GAS   COM   00208J108        889    41,100 SH SOLE    0       41,100
ATS MED INC     COM   002083103        327    89,600 SH SOLE    0       89,600
ATWOOD OCEANIC  COM   050095108      3,094    46,500 SH SOLE    0       46,500
AUDIOCODES LTD  ORD   M15342104        945    83,920 SH SOLE    0       83,920
AUDIOVOX CORP   CL A  050757103      4,017   315,340 SH SOLE    0      315,340
AUTODESK INC    COM   052769106      6,381   214,428 SH SOLE    0      214,428
AUTOMATIC DATA  COM   053015103     26,612   592,025 SH SOLE    0      592,025
AUTONATION INC  COM   05329W102      4,116   217,300 SH SOLE    0      217,300
AUTOZONE INC    COM   053332102      5,578    65,087 SH SOLE    0       65,087
AVALONBAY CMNT  COM   053484101     83,581 1,249,522 SH SOLE    0    1,249,522
AVAYA INC       COM   053499109      5,394   461,822 SH SOLE    0      461,822
AVERY DENNISON  COM   053611109      7,321   118,216 SH SOLE    0      118,216
AVID TECHNOLOG  COM   05367P100     10,316   190,610 SH SOLE    0      190,610
AVISTA CORP     COM   05379B107      2,919   166,800 SH SOLE    0      166,800
AVNET INC       COM   053807103     24,707 1,341,339 SH SOLE    0    1,341,339
AVOCENT CORP    COM   053893103      2,449    95,438 SH SOLE    0       95,438
AVON PRODS INC  COM   054303102     21,815   508,044 SH SOLE    0      508,044
AXCELIS TECHNO  COM   054540109      2,511   344,000 SH SOLE    0      344,000
AXEDA SYSTEMS   COM   054959101         71   186,092 SH SOLE    0      186,092
AZTAR CORP      COM   054802103      3,419   119,700 SH SOLE    0      119,700
BAKER HUGHES I  COM   057224107     14,475   325,364 SH SOLE    0      325,364
BAKER MICHAEL   COM   057149106        276    12,500 SH SOLE    0       12,500
BALDOR ELEC CO  COM   057741100      2,695   104,400 SH SOLE    0      104,400
BALL CORP       COM   058498106      4,420   106,556 SH SOLE    0      106,556
BALLY TOTAL FI  COM   05873K108        408   117,300 SH SOLE    0      117,300
BANCFIRST CORP  COM   05945F103      3,555    51,500 SH SOLE    0       51,500
BANCO BRADESCO  ADR   059460303     15,955   550,167 SH SOLE    0      550,167
BANCO ITAU HLD  ADR   059602201      2,122    26,150 SH SOLE    0       26,150
BANCO LATINOAM  CL E  P16994132        938    45,900 SH SOLE    0       45,900
BANCO SANTANDE  ADR   05965X109      1,812    54,700 SH SOLE    0       54,700
BANDAG INC      COM   059815100      1,217    25,900 SH SOLE    0       25,900
BANK HAWAII CO  COM   062540109      5,214   115,200 SH SOLE    0      115,200
BANK MUTUAL CO  COM   063750103      1,137    96,200 SH SOLE    0       96,200
BANK NEW YORK   COM   064057102     22,478   773,760 SH SOLE    0      773,760
BANK OF AMERIC  COM   060505104    175,118 3,970,936 SH SOLE    0    3,970,936
BANKATLANTIC B  CL A  065908501      7,404   425,500 SH SOLE    0      425,500
BANKUNITED FIN  CL A  06652B103      2,600    96,800 SH SOLE    0       96,800
BANTA CORP      COM   066821109      5,389   125,900 SH SOLE    0      125,900
BARD C R INC    COM   067383109      8,009   117,636 SH SOLE    0      117,636
BARNES & NOBLE  COM   067774109      5,329   154,500 SH SOLE    0      154,500
BARNES GROUP I  COM   067806109      1,983    73,000 SH SOLE    0       73,000
BARR PHARMACEU  COM   068306109     11,241   230,216 SH SOLE    0      230,216
BASSETT FURNIT  COM   070203104      3,120   158,400 SH SOLE    0      158,400
BAUSCH & LOMB   COM   071707103      3,869    52,786 SH SOLE    0       52,786
BAXTER INTL IN  COM   071813109     21,628   636,492 SH SOLE    0      636,492
BAY VIEW CAP C  COM   07262L309        258    16,120 SH SOLE    0       16,120
BB&T CORP       COM   054937107     20,510   524,830 SH SOLE    0      524,830
BCSB BANKCORP   COM   054948104        248    17,184 SH SOLE    0       17,184
BE AEROSPACE I  COM   073302101        935    77,920 SH SOLE    0       77,920
BEACON ROOFING  COM   073685109      2,585   118,100 SH SOLE    0      118,100
BEAR STEARNS C  COM   073902108     11,083   110,944 SH SOLE    0      110,944
BEAZER HOMES U  COM   07556Q105        254     5,100 SH SOLE    0        5,100
BECKMAN COULTE  COM   075811109      6,838   102,900 SH SOLE    0      102,900
BECTON DICKINS  COM   075887109     14,215   243,324 SH SOLE    0      243,324
BED BATH & BEY  COM   075896100     12,546   343,360 SH SOLE    0      343,360
BEI TECHNOLOGI  COM   05538P104      1,524    63,570 SH SOLE    0       63,570
BEL FUSE INC    CL B  077347300      1,445    47,700 SH SOLE    0       47,700
BELDEN CDT INC  COM   077454106      3,584   161,387 SH SOLE    0      161,387
BELL MICROPROD  COM   078137106      1,494   199,730 SH SOLE    0      199,730
BELLSOUTH CORP  COM   079860102     46,520 1,769,504 SH SOLE    0    1,769,504
BELO CORP       COM   080555105      4,309   178,500 SH SOLE    0      178,500
BEMIS INC       COM   081437105      3,139   100,878 SH SOLE    0      100,878
BENCHMARK ELEC  COM   08160H101     10,445   328,150 SH SOLE    0      328,150
BENIHANA INC    CL A  082047200      1,668   110,000 SH SOLE    0      110,000
BERKLEY W R CO  COM   084423102      8,427   169,900 SH SOLE    0      169,900
BERKSHIRE HATH  CL A  084670108        348         4 SH SOLE    0            4
BERKSHIRE HATH  CL B  084670207      8,854     3,100 SH SOLE    0        3,100
BEST BUY INC    COM   086516101     16,505   305,600 SH SOLE    0      305,600
BEVERLY ENTERP  COM   087851309      1,228    99,200 SH SOLE    0       99,200
BIG LOTS INC    COM   089302103     19,003 1,580,938 SH SOLE    0    1,580,938
BINDVIEW DEV C  COM   090327107        303    92,500 SH SOLE    0       92,500
BIOENVISION IN  COM   09059N100      2,708   470,999 SH SOLE    0      470,999
BIOGEN IDEC IN  COM   09062X103     11,019   319,297 SH SOLE    0      319,297
BIOLASE TECHNO  COM   090911108        678    79,800 SH SOLE    0       79,800
BIOMED REALTY   COM   09063H107      4,196   203,700 SH SOLE    0      203,700
BIOMET INC      COM   090613100      9,855   271,489 SH SOLE    0      271,489
BIO-REFERENCE   COM   09057G602        416    29,890 SH SOLE    0       29,890
BIOSITE INC     COM   090945106      3,007    57,800 SH SOLE    0       57,800
BIOVAIL CORP    COM   09067J109      2,028   134,465 SH SOLE    0      134,465
BISYS GROUP IN  COM   055472104      4,997   318,700 SH SOLE    0      318,700
BJ SVCS CO      COM   055482103      9,482   182,760 SH SOLE    0      182,760
BJS RESTAURANT  COM   09180C106        563    29,040 SH SOLE    0       29,040
BJS WHOLESALE   COM   05548J106      5,622   181,000 SH SOLE    0      181,000
BLACK & DECKER  COM   091797100      5,909    74,813 SH SOLE    0       74,813
BLACK BOX CORP  COM   091826107      2,746    73,400 SH SOLE    0       73,400
BLACK HILLS CO  COM   092113109      2,606    78,800 SH SOLE    0       78,800
BLACKBAUD INC   COM   09227Q100        882    70,000 SH SOLE    0       70,000
BLOCK H & R IN  COM   093671105      9,785   193,462 SH SOLE    0      193,462
BLUEGREEN CORP  COM   096231105        131    10,210 SH SOLE    0       10,210
BLYTH INC       COM   09643P108      1,863    58,500 SH SOLE    0       58,500
BMC SOFTWARE I  COM   055921100      3,157   210,450 SH SOLE    0      210,450
BOB EVANS FARM  COM   096761101      1,379    58,800 SH SOLE    0       58,800
BOEING CO       COM   097023105     47,725   816,374 SH SOLE    0      816,374
BONE CARE INTL  COM   098072101      1,543    59,500 SH SOLE    0       59,500
BORDERS GROUP   COM   099709107      3,322   124,800 SH SOLE    0      124,800
BORG WARNER IN  COM   099724106      6,362   130,700 SH SOLE    0      130,700
BORLAND SOFTWA  COM   099849101      1,371   168,900 SH SOLE    0      168,900
BOSTON BEER IN  CL A  100557107        578    26,400 SH SOLE    0       26,400
BOSTON COMMUNI  COM   100582105        584    82,066 SH SOLE    0       82,066
BOSTON PRIVATE  COM   101119105      2,703   113,800 SH SOLE    0      113,800
BOSTON PROPERT  COM   101121101     11,233   186,500 SH SOLE    0      186,500
BOSTON SCIENTI  COM   101137107     21,607   737,696 SH SOLE    0      737,696
BOWATER INC     COM   102183100      3,484    92,500 SH SOLE    0       92,500
BOWNE & CO INC  COM   103043105      1,854   123,300 SH SOLE    0      123,300
BOYD GAMING CO  COM   103304101      5,742   110,100 SH SOLE    0      110,100
BOYKIN LODGING  COM   103430104      1,625   170,500 SH SOLE    0      170,500
BP PLC          ADR   055622104      1,460    23,400 SH SOLE    0       23,400
BRADLEY PHARMA  COM   104576103      1,169   122,310 SH SOLE    0      122,310
BRADY CORP      CL A  104674106      5,988   185,100 SH SOLE    0      185,100
BRANDYWINE RLT  COM   105368203      1,369    48,200 SH SOLE    0       48,200
BRASIL TELECOM  ADR   105530109      3,867   118,430 SH SOLE    0      118,430
BRE PROPERTIES  CL A  05564E106     44,107 1,249,500 SH SOLE    0    1,249,500
BRIGGS & STRAT  COM   109043109      6,455   177,300 SH SOLE    0      177,300
BRIGHAM EXPLOR  COM   109178103      1,202   130,190 SH SOLE    0      130,190
BRIGHT HORIZON  COM   109195107        709    21,000 SH SOLE    0       21,000
BRIGHTPOINT IN  COM   109473405        677    36,160 SH SOLE    0       36,160
BRINKER INTL I  COM   109641100      5,313   146,700 SH SOLE    0      146,700
BRINKS CO       COM   109696104      3,265    94,377 SH SOLE    0       94,377
BRISTOL MYERS   COM   110122108     49,299 1,936,348 SH SOLE    0    1,936,348
BRISTOL WEST H  COM   11037M105        195    12,600 SH SOLE    0       12,600
BRITESMILE INC  COM   110415205        215    60,200 SH SOLE    0       60,200
BROADCOM CORP   CL A  111320107      8,437   282,000 SH SOLE    0      282,000
BROOKFIELD PPT  COM   112900105     13,263   344,500 SH SOLE    0      344,500
BROOKLINE BANC  COM   11373M107      3,162   212,200 SH SOLE    0      212,200
BROOKS AUTOMAT  COM   114340102      3,399   223,900 SH SOLE    0      223,900
BROOKSTONE INC  COM   114537103      2,169   133,750 SH SOLE    0      133,750
BROOKTROUT INC  COM   114580103        493    43,800 SH SOLE    0       43,800
BROWN & BROWN   COM   115236101      4,770   103,500 SH SOLE    0      103,500
BROWN FORMAN C  CL B  115637209      4,748    86,714 SH SOLE    0       86,714
BROWN SHOE INC  COM   115736100      2,145    62,600 SH SOLE    0       62,600
BRUNSWICK CORP  COM   117043109      4,189    89,404 SH SOLE    0       89,404
BRUSH ENGINEER  COM   117421107      1,258    66,100 SH SOLE    0       66,100
BUCKEYE TECHNO  COM   118255108      1,239   114,700 SH SOLE    0      114,700
BUCYRUS INTL I  CL A  118759109      1,031    26,400 SH SOLE    0       26,400
BUILDING MATLS  COM   120113105      3,640    81,830 SH SOLE    0       81,830
BUNGE LIMITED   COM   G16962105        824    15,300 SH SOLE    0       15,300
BURLINGTON COA  COM   121579106      3,131   109,100 SH SOLE    0      109,100
BURLINGTON NOR  COM   12189T104     19,898   368,951 SH SOLE    0      368,951
BURLINGTON RES  COM   122014103     18,749   374,462 SH SOLE    0      374,462
BUSINESS OBJEC  ADR   12328X107      1,866    69,392 SH SOLE    0       69,392
C COR INC       COM   125010108        998   164,100 SH SOLE    0      164,100
C D I CORP      COM   125071100      1,186    53,600 SH SOLE    0       53,600
C D W CORP      COM   12512N105      8,279   146,070 SH SOLE    0      146,070
C H ROBINSON W  COM   12541W100      8,595   166,800 SH SOLE    0      166,800
C&D TECHNOLOGI  COM   124661109        876    87,200 SH SOLE    0       87,200
CABLEVISION SY  COM   12686C109        353    12,600 SH SOLE    0       12,600
CABOT CORP      COM   127055101      3,493   104,500 SH SOLE    0      104,500
CABOT MICROELE  COM   12709P103      2,700    86,041 SH SOLE    0       86,041
CABOT OIL & GA  COM   127097103     12,149   220,290 SH SOLE    0      220,290
CACHE INC       COM   127150308      2,253   166,300 SH SOLE    0      166,300
CACI INTL INC   CL A  127190304      5,683   102,900 SH SOLE    0      102,900
CADENCE DESIGN  COM   127387108      6,719   449,400 SH SOLE    0      449,400
CAESARS ENTMT   COM   127687101     10,324   521,700 SH SOLE    0      521,700
CAL DIVE INTL   COM   127914109      7,751   171,100 SH SOLE    0      171,100
CALAMP CORP     COM   128126109        726   119,350 SH SOLE    0      119,350
CALIFORNIA MIC  COM   130439102        884   175,000 SH SOLE    0      175,000
CALIFORNIA PIZ  COM   13054D109      1,084    46,230 SH SOLE    0       46,230
CALLAWAY GOLF   COM   131193104      1,509   117,900 SH SOLE    0      117,900
CALLON PETE CO  COM   13123X102      1,120    72,060 SH SOLE    0       72,060
CALPINE CORP    COM   131347106      1,230   439,280 SH SOLE    0      439,280
CAMBREX CORP    COM   132011107      1,913    89,800 SH SOLE    0       89,800
CAMDEN NATL CO  COM   133034108        343     9,697 SH SOLE    0        9,697
CAMPBELL SOUP   COM   134429109      9,093   313,337 SH SOLE    0      313,337
CAPITAL AUTOMO  COM   139733109      7,747   233,900 SH SOLE    0      233,900
CAPITAL BK COR  COM   139793103        184    11,100 SH SOLE    0       11,100
CAPITAL CORP O  COM   140065103      3,045    65,521 SH SOLE    0       65,521
CAPITAL ONE FI  COM   14040H105     17,786   237,880 SH SOLE    0      237,880
CAPITALSOURCE   COM   14055X102      1,792    77,930 SH SOLE    0       77,930
CAPTARIS INC    COM   14071N104        804   198,500 SH SOLE    0      198,500
CAPTIVA SOFTWA  COM   14073T109      2,149   198,400 SH SOLE    0      198,400
CARAUSTAR INDS  COM   140909102      3,807   295,120 SH SOLE    0      295,120
CARBO CERAMICS  COM   140781105      3,778    53,850 SH SOLE    0       53,850
CARDINAL HEALT  COM   14149Y108     25,788   462,152 SH SOLE    0      462,152
CAREER EDUCATI  COM   141665109      5,838   170,400 SH SOLE    0      170,400
CAREMARK RX IN  COM   141705103     17,491   439,700 SH SOLE    0      439,700
CARLISLE COS I  COM   142339100      7,675   110,000 SH SOLE    0      110,000
CARMAX INC      COM   143130102      5,459   173,300 SH SOLE    0      173,300
CARNIVAL CORP   COM   143658300     26,264   506,920 SH SOLE    0      506,920
CARPENTER TECH  COM   144285103      8,818   148,420 SH SOLE    0      148,420
CARREKER CORP   COM   144433109        447    79,600 SH SOLE    0       79,600
CARRIZO OIL &   COM   144577103      1,865   109,750 SH SOLE    0      109,750
CASCADE CORP    COM   147195101        578    16,500 SH SOLE    0       16,500
CASCADE NAT GA  COM   147339105        776    38,900 SH SOLE    0       38,900
CASEYS GEN STO  COM   147528103      3,100   172,500 SH SOLE    0      172,500
CASH AMER INTL  COM   14754D100      2,424   110,533 SH SOLE    0      110,533
CASH SYSTEMS I  COM   14756B102      1,494   200,000 SH SOLE    0      200,000
CASTLE A M & C  COM   148411101        562    44,600 SH SOLE    0       44,600
CASUAL MALE RE  COM   148711104        718   110,700 SH SOLE    0      110,700
CATALINA MARKE  COM   148867104      3,181   122,800 SH SOLE    0      122,800
CATAPULT COMMU  COM   149016107      1,158    54,230 SH SOLE    0       54,230
CATELLUS DEV C  COM   149113102      1,615    60,600 SH SOLE    0       60,600
CATERPILLAR IN  COM   149123101     33,808   369,731 SH SOLE    0      369,731
CATHAY GENERAL  COM   149150104      1,027    32,600 SH SOLE    0       32,600
CATO CORP NEW   CL A  149205106      2,299    71,300 SH SOLE    0       71,300
CB RICHARD ELL  CL A  12497T101      5,570   159,180 SH SOLE    0      159,180
CBRL GROUP INC  COM   12489V106      3,263    79,000 SH SOLE    0       79,000
CCA INDS INC    COM   124867102      1,170   100,000 SH SOLE    0      100,000
CCC INFORMATIO  COM   12487Q109      3,192   139,700 SH SOLE    0      139,700
CEC ENTMT INC   COM   125137109      5,813   158,837 SH SOLE    0      158,837
CELADON GROUP   COM   150838100      3,416   184,150 SH SOLE    0      184,150
CELEBRATE EXPR  COM   15100A104        813    41,479 SH SOLE    0       41,479
CEMEX S A       ADR   151290889      6,618   182,576 SH SOLE    0      182,576
CENDANT CORP    COM   151313103     22,710 1,105,635 SH SOLE    0    1,105,635
CENTENE CORP D  COM   15135B101      8,094   269,900 SH SOLE    0      269,900
CENTENNIAL COM  CL A  15133V208      2,486   229,100 SH SOLE    0      229,100
CENTER BANCORP  COM   151408101        187    15,200 SH SOLE    0       15,200
CENTER FINL CO  COM   15146E102      1,052    59,686 SH SOLE    0       59,686
CENTERPOINT EN  COM   15189T107      3,488   289,956 SH SOLE    0      289,956
CENTEX CORP     COM   152312104      8,235   143,784 SH SOLE    0      143,784
CENTRAL FGHT L  COM   153491105        398   111,900 SH SOLE    0      111,900
CENTRAL PKG CO  COM   154785109      1,861   108,350 SH SOLE    0      108,350
CENTRAL VT PUB  COM   155771108        942    41,900 SH SOLE    0       41,900
CENTRUE FINL C  COM   15641R103        272     9,900 SH SOLE    0        9,900
CENTURY ALUM C  COM   156431108      3,760   124,250 SH SOLE    0      124,250
CENTURY CASINO  COM   156492100        491    54,100 SH SOLE    0       54,100
CENTURYTEL INC  COM   156700106      4,310   131,240 SH SOLE    0      131,240
CEPHALON INC    COM   156708109      5,896   125,900 SH SOLE    0      125,900
CERADYNE INC    COM   156710105      4,519   202,025 SH SOLE    0      202,025
CERES GROUP IN  COM   156772105      2,670   491,659 SH SOLE    0      491,659
CERIDIAN CORP   COM   156779100      4,228   248,000 SH SOLE    0      248,000
CERNER CORP     COM   156782104      7,052   134,300 SH SOLE    0      134,300
CERTEGY INC     COM   156880106      3,590   103,706 SH SOLE    0      103,706
CH ENERGY GROU  COM   12541M102      2,477    54,200 SH SOLE    0       54,200
CHAMPION ENTER  COM   158496109     10,282 1,093,800 SH SOLE    0    1,093,800
CHARLES RIV LA  COM   159864107      7,701   163,704 SH SOLE    0      163,704
CHARLES RIVER   COM   159852102        584    11,830 SH SOLE    0       11,830
CHARLOTTE RUSS  COM   161048103        846    65,500 SH SOLE    0       65,500
CHARMING SHOPP  COM   161133103     26,888 3,307,300 SH SOLE    0    3,307,300
CHATTEM INC     COM   162456107      1,130    25,400 SH SOLE    0       25,400
CHECK POINT SO  ORD   M22465104      1,894    87,100 SH SOLE    0       87,100
CHECKERS DRIVE  COM   162809305        760    57,500 SH SOLE    0       57,500
CHECKFREE CORP  COM   162813109      7,952   195,100 SH SOLE    0      195,100
CHECKPOINT SYS  COM   162825103      2,314   137,100 SH SOLE    0      137,100
CHEESECAKE FAC  COM   163072101      4,584   129,300 SH SOLE    0      129,300
CHEMED CORP NE  COM   16359R103      4,030    52,700 SH SOLE    0       52,700
CHESAPEAKE COR  COM   165159104      1,425    67,800 SH SOLE    0       67,800
CHESAPEAKE ENE  COM   165167107      1,270    57,900 SH SOLE    0       57,900
CHEVRONTEXACO   COM   166764100    118,590 2,033,778 SH SOLE    0    2,033,778
CHICAGO BRIDGE  COM   167250109        878    19,950 SH SOLE    0       19,950
CHICAGO MERCAN  CL A  167760107      1,882     9,700 SH SOLE    0        9,700
CHICOS FAS INC  COM   168615102      8,724   308,700 SH SOLE    0      308,700
CHILDRENS PL R  COM   168905107      3,414    71,500 SH SOLE    0       71,500
CHINA MOBILE H  ADR   16941M109      2,675   163,000 SH SOLE    0      163,000
CHINA PETE & C  ADR   16941R108        571    14,000 SH SOLE    0       14,000
CHIRON CORP     COM   170040109      4,981   142,060 SH SOLE    0      142,060
CHITTENDEN COR  COM   170228100      4,157   159,450 SH SOLE    0      159,450
CHOICE HOTELS   COM   169905106        620    10,000 SH SOLE    0       10,000
CHOICEPOINT IN  COM   170388102      5,915   147,466 SH SOLE    0      147,466
CHRISTOPHER &   COM   171046105      4,243   241,100 SH SOLE    0      241,100
CHUBB CORP      COM   171232101     15,941   201,093 SH SOLE    0      201,093
CHUNGHWA TELEC  ADR   17133Q205        506    23,900 SH SOLE    0       23,900
CHURCH & DWIGH  COM   171340102      3,739   105,400 SH SOLE    0      105,400
CIBER INC       COM   17163B102      1,469   202,000 SH SOLE    0      202,000
CIENA CORP      COM   171779101        922   535,900 SH SOLE    0      535,900
CIGNA CORP      COM   125509109     13,272   148,619 SH SOLE    0      148,619
CIMAREX ENERGY  COM   171798101      6,909   177,147 SH SOLE    0      177,147
CINCINNATI BEL  COM   171871106      1,733   407,700 SH SOLE    0      407,700
CINCINNATI FIN  COM   172062101      6,666   152,849 SH SOLE    0      152,849
CINERGY CORP    COM   172474108      7,349   181,359 SH SOLE    0      181,359
CINTAS CORP     COM   172908105      5,938   143,740 SH SOLE    0      143,740
CIRCUIT CITY S  COM   172737108      4,939   307,732 SH SOLE    0      307,732
CISCO SYS INC   COM   17275R102    115,458 6,453,758 SH SOLE    0    6,453,758
CIT GROUP INC   COM   125581108      7,691   202,400 SH SOLE    0      202,400
CITIGROUP INC   COM   172967101    229,776 5,112,946 SH SOLE    0    5,112,946
CITIZENS COMMU  COM   17453B101      4,176   322,740 SH SOLE    0      322,740
CITIZENS FIRST  COM   17461R106        227    10,151 SH SOLE    0       10,151
CITIZENS SOUTH  COM   176682102        168    12,400 SH SOLE    0       12,400
CITRIX SYS INC  COM   177376100      3,831   160,840 SH SOLE    0      160,840
CITY NATL CORP  COM   178566105      6,155    88,150 SH SOLE    0       88,150
CKE RESTAURANT  COM   12561E105      1,125    71,000 SH SOLE    0       71,000
CLAIRES STORES  COM   179584107      5,758   249,930 SH SOLE    0      249,930
CLARCOR INC     COM   179895107      4,580    88,150 SH SOLE    0       88,150
CLEAR CHANNEL   COM   184502102     17,566   509,608 SH SOLE    0      509,608
CLECO CORP NEW  COM   12561W105      3,587   168,400 SH SOLE    0      168,400
CLEVELAND CLIF  COM   185896107     10,005   137,300 SH SOLE    0      137,300
CLICKSOFTWARE   ORD   M25082104      1,276   536,230 SH SOLE    0      536,230
CLIFTON SVGS B  COM   18712Q103        222    19,823 SH SOLE    0       19,823
CLOROX CO DEL   COM   189054109      9,298   147,614 SH SOLE    0      147,614
CMS ENERGY COR  COM   125896100      6,591   505,427 SH SOLE    0      505,427
CNF INC         COM   12612W104      4,019    85,900 SH SOLE    0       85,900
CNH GLOBAL N V  COM   N20935206      1,080    57,500 SH SOLE    0       57,500
CNS INC         COM   126136100        571    32,100 SH SOLE    0       32,100
COACH INC       COM   189754104     11,613   205,070 SH SOLE    0      205,070
COACHMEN INDS   COM   189873102      8,048   591,800 SH SOLE    0      591,800
COBIZ INC       COM   190897108        532    27,440 SH SOLE    0       27,440
COCA COLA CO    COM   191216100     91,424 2,193,989 SH SOLE    0    2,193,989
COCA COLA ENTE  COM   191219104      6,965   339,420 SH SOLE    0      339,420
COCA-COLA FEMS  ADR   191241108     15,648   647,425 SH SOLE    0      647,425
COGNEX CORP     COM   192422103      3,764   151,300 SH SOLE    0      151,300
COGNIZANT TECH  CL A  192446102     14,969   324,000 SH SOLE    0      324,000
COHERENT INC    COM   192479103      6,508   192,771 SH SOLE    0      192,771
COHESANT TECHN  COM   192480101        261    33,039 SH SOLE    0       33,039
COHU INC        COM   192576106      1,187    74,400 SH SOLE    0       74,400
COINSTAR INC    COM   19259P300      3,850   181,600 SH SOLE    0      181,600
COLE KENNETH P  CL A  193294105        411    14,100 SH SOLE    0       14,100
COLGATE PALMOL  COM   194162103     26,789   513,498 SH SOLE    0      513,498
COLLECTORS UNI  COM   19421R200        489    25,500 SH SOLE    0       25,500
COLLEGIATE FDG  COM   19458M108        531    34,100 SH SOLE    0       34,100
COLLEGIATE PAC  COM   194589206        514    46,500 SH SOLE    0       46,500
COLONIAL BANCG  COM   195493309     11,296   550,500 SH SOLE    0      550,500
COLONIAL PPTYS  COM   195872106      4,824   125,600 SH SOLE    0      125,600
COLUMBIA BANCO  COM   197227101        890    27,937 SH SOLE    0       27,937
COLUMBIA BKG S  COM   197236102      3,393   142,860 SH SOLE    0      142,860
COLUMBUS MCKIN  COM   199333105      1,001    73,510 SH SOLE    0       73,510
COMCAST CORP N  CL A  20030N101     72,642 2,150,449 SH SOLE    0    2,150,449
COMCAST CORP N  CL A  20030N200      1,338    40,000 SH SOLE    0       40,000
COMERICA INC    COM   200340107      9,132   165,789 SH SOLE    0      165,789
COMFORT SYS US  COM   199908104        879   113,410 SH SOLE    0      113,410
COMMERCE BANCO  COM   200519106     10,384   319,800 SH SOLE    0      319,800
COMMERCIAL CAP  COM   20162L105      2,054   100,932 SH SOLE    0      100,932
COMMERCIAL FED  COM   201647104      3,736   135,100 SH SOLE    0      135,100
COMMERCIAL MET  COM   201723103      9,493   280,100 SH SOLE    0      280,100
COMMERCIAL NET  COM   202218103      3,963   214,800 SH SOLE    0      214,800
COMMERCIAL VEH  COM   202608105        909    45,448 SH SOLE    0       45,448
COMMONWEALTH T  COM   203349105      3,903    82,800 SH SOLE    0       82,800
COMMSCOPE INC   COM   203372107      1,272    85,000 SH SOLE    0       85,000
COMMUNITY BK S  COM   203607106      2,412   105,300 SH SOLE    0      105,300
COMMUNITY HEAL  COM   203668108      4,800   137,500 SH SOLE    0      137,500
COMPANHIA DE B  ADR   20441W203      6,928   239,800 SH SOLE    0      239,800
COMPANHIA DE S  ADR   20441A102        921    74,800 SH SOLE    0       74,800
COMPANHIA VALE  ADR   204412100     32,902 1,238,300 SH SOLE    0    1,238,300
COMPASS BANCSH  COM   20449H109      5,394   118,800 SH SOLE    0      118,800
COMPUTER ASSOC  COM   204912109     13,960   515,113 SH SOLE    0      515,113
COMPUTER PROGR  COM   205306103        989    35,230 SH SOLE    0       35,230
COMPUTER SCIEN  COM   205363104      8,428   183,822 SH SOLE    0      183,822
COMPUWARE CORP  COM   205638109      2,625   364,580 SH SOLE    0      364,580
COMSTOCK HOMEB  CL A  205684103        764    35,900 SH SOLE    0       35,900
COMTECH TELECO  COM   205826209      3,532    67,800 SH SOLE    0       67,800
COMVERSE TECHN  COM   205862402      4,657   184,660 SH SOLE    0      184,660
CONAGRA FOODS   COM   205887102     13,523   500,476 SH SOLE    0      500,476
CONCEPTUS INC   COM   206016107        529    67,800 SH SOLE    0       67,800
CONCORD COMMUN  COM   206186108        638    63,000 SH SOLE    0       63,000
CONEXANT SYSTE  COM   207142100        300   200,000 SH SOLE    0      200,000
CONMED CORP     COM   207410101      4,349   144,400 SH SOLE    0      144,400
CONNETICS CORP  COM   208192104      5,232   206,900 SH SOLE    0      206,900
CONOCOPHILLIPS  COM   20825C104     72,585   673,080 SH SOLE    0      673,080
CONSOL ENERGY   COM   20854P109      2,435    51,790 SH SOLE    0       51,790
CONSOLIDATED E  COM   209115104      9,951   235,921 SH SOLE    0      235,921
CONSOLIDATED G  COM   209341106      2,304    43,800 SH SOLE    0       43,800
CONSOLIDATED W  ORD   G23773107        496    14,900 SH SOLE    0       14,900
CONSTELLATION   CL A  21036P108     10,103   191,100 SH SOLE    0      191,100
CONSTELLATION   COM   210371100      8,798   170,170 SH SOLE    0      170,170
CONVERGYS CORP  COM   212485106      2,798   187,420 SH SOLE    0      187,420
COOPER CAMERON  COM   216640102      5,137    89,800 SH SOLE    0       89,800
COOPER COS INC  COM   216648402     13,764   188,800 SH SOLE    0      188,800
COOPER INDS LT  CL A  G24182100      6,586    92,089 SH SOLE    0       92,089
COOPER TIRE &   COM   216831107      1,285    69,970 SH SOLE    0       69,970
COPART INC      COM   217204106      4,276   181,500 SH SOLE    0      181,500
CORINTHIAN COL  COM   218868107      2,372   150,900 SH SOLE    0      150,900
CORN PRODS INT  COM   219023108      6,721   258,600 SH SOLE    0      258,600
CORNING INC     COM   219350105     15,323 1,376,706 SH SOLE    0    1,376,706
CORPORATE EXEC  COM   21988R102      2,220    34,710 SH SOLE    0       34,710
CORRECTIONAL P  COM   22025E104        480    19,000 SH SOLE    0       19,000
CORRECTIONS CO  COM   22025Y407      2,630    68,140 SH SOLE    0       68,140
COST PLUS INC   COM   221485105      2,435    90,600 SH SOLE    0       90,600
COSTCO WHSL CO  COM   22160K105     20,251   458,384 SH SOLE    0      458,384
COUNTRYWIDE FI  COM   222372104     20,151   620,792 SH SOLE    0      620,792
COVANCE INC     COM   222816100      8,304   174,408 SH SOLE    0      174,408
COVANSYS CORP   COM   22281W103      2,306   154,600 SH SOLE    0      154,600
COVENTRY HEALT  COM   222862104     14,976   219,786 SH SOLE    0      219,786
COX RADIO INC   CL A  224051102        708    42,100 SH SOLE    0       42,100
CP SHIPS LTD    COM   22409V102        179    12,600 SH SOLE    0       12,600
CPI CORP        COM   125902106        403    26,700 SH SOLE    0       26,700
CRANE CO        COM   224399105      2,850    99,000 SH SOLE    0       99,000
CREDENCE SYS C  COM   225302108      1,569   198,400 SH SOLE    0      198,400
CREE INC        COM   225447101      2,767   127,200 SH SOLE    0      127,200
CROMPTON CORP   COM   227116100      2,786   190,801 SH SOLE    0      190,801
CROSS CTRY HEA  COM   227483104      1,517    90,500 SH SOLE    0       90,500
CROWN CASTLE I  COM   228227104      4,633   288,490 SH SOLE    0      288,490
CROWN HOLDINGS  COM   228368106      3,994   256,700 SH SOLE    0      256,700
CRT PROPERTIES  COM   22876P109      2,339   107,400 SH SOLE    0      107,400
CRYOLIFE INC    COM   228903100        474    76,650 SH SOLE    0       76,650
CSG SYS INTL I  COM   126349109      2,470   151,630 SH SOLE    0      151,630
CSX CORP        COM   126408103      8,983   215,684 SH SOLE    0      215,684
CTS CORP        COM   126501105      2,169   166,870 SH SOLE    0      166,870
CUBIC CORP      COM   229669106      1,375    72,600 SH SOLE    0       72,600
CULLEN FROST B  COM   229899109      4,637   102,700 SH SOLE    0      102,700
CUMMINS INC     COM   231021106      3,500    49,753 SH SOLE    0       49,753
CUNO INC        COM   126583103      4,456    86,700 SH SOLE    0       86,700
CURATIVE HEALT  COM   23126W100        151    44,500 SH SOLE    0       44,500
CURTISS WRIGHT  COM   231561101      5,412    94,950 SH SOLE    0       94,950
CUTERA INC      COM   232109108        376    19,500 SH SOLE    0       19,500
CV THERAPEUTIC  COM   126667104        774    38,000 SH SOLE    0       38,000
CVS CORP        COM   126650100     20,475   389,114 SH SOLE    0      389,114
CYBERONICS INC  COM   23251P102      3,118    70,600 SH SOLE    0       70,600
CYBEROPTICS CO  COM   232517102      1,123    90,000 SH SOLE    0       90,000
CYBERSOURCE CO  COM   23251J106        426    82,810 SH SOLE    0       82,810
CYMER INC       COM   232572107      3,402   127,100 SH SOLE    0      127,100
CYPRESS SEMICO  COM   232806109      6,871   545,300 SH SOLE    0      545,300
CYTEC INDS INC  COM   232820100      5,978   110,200 SH SOLE    0      110,200
CYTOKINETICS I  COM   23282W100        407    62,000 SH SOLE    0       62,000
CYTYC CORP      COM   232946103      4,626   201,022 SH SOLE    0      201,022
D R HORTON INC  COM   23331A109     18,229   623,425 SH SOLE    0      623,425
DADE BEHRING H  COM   23342J206      4,048    68,700 SH SOLE    0       68,700
DAKTRONICS INC  COM   234264109      3,501   161,700 SH SOLE    0      161,700
DANA CORP       COM   235811106      1,800   140,720 SH SOLE    0      140,720
DANAHER CORP D  COM   235851102     14,408   269,766 SH SOLE    0      269,766
DARDEN RESTAUR  COM   237194105      5,662   184,563 SH SOLE    0      184,563
DARLING INTL I  COM   237266101        387    97,100 SH SOLE    0       97,100
DATASCOPE CORP  COM   238113104      1,431    46,800 SH SOLE    0       46,800
DATATRAK INTL   COM   238134100      1,018    60,600 SH SOLE    0       60,600
DAVE & BUSTERS  COM   23833N104        951    50,880 SH SOLE    0       50,880
DAWSON GEOPHYS  COM   239359102        743    30,710 SH SOLE    0       30,710
DEAN FOODS CO   COM   242370104      8,499   247,782 SH SOLE    0      247,782
DECKERS OUTDOO  COM   243537107      2,652    74,210 SH SOLE    0       74,210
DEERE & CO      COM   244199105     15,776   235,000 SH SOLE    0      235,000
DELL INC        COM   24702R101     91,735 2,387,676 SH SOLE    0    2,387,676
DELPHI CORP     COM   247126105      2,369   528,851 SH SOLE    0      528,851
DELPHI FINL GR  CL A  247131105      4,406   102,464 SH SOLE    0      102,464
DELTA & PINE L  COM   247357106      3,587   132,866 SH SOLE    0      132,866
DELTA AIR LINE  COM   247361108        476   117,590 SH SOLE    0      117,590
DELTATHREE INC  COM   24783N102         67    17,345 SH SOLE    0       17,345
DELTIC TIMBER   COM   247850100      1,642    42,000 SH SOLE    0       42,000
DELUXE CORP     COM   248019101      4,596   115,300 SH SOLE    0      115,300
DENDRITE INTL   COM   248239105      2,018   143,750 SH SOLE    0      143,750
DENTSPLY INTL   COM   249030107      6,858   126,050 SH SOLE    0      126,050
DEPARTMENT 56   COM   249509100        812    46,500 SH SOLE    0       46,500
DESIGN WITHIN   COM   250557105        249    15,800 SH SOLE    0       15,800
DEVELOPERS DIV  COM   251591103      9,115   229,300 SH SOLE    0      229,300
DEVON ENERGY C  COM   25179M103     21,850   457,600 SH SOLE    0      457,600
DEVRY INC DEL   COM   251893103      2,036   107,600 SH SOLE    0      107,600
DIAGNOSTIC PRO  COM   252450101      6,694   138,600 SH SOLE    0      138,600
DIAMOND OFFSHO  COM   25271C102        284     5,700 SH SOLE    0        5,700
DIAMONDCLUSTER  COM   25278P106      6,323   392,720 SH SOLE    0      392,720
DIEBOLD INC     COM   253651103      7,797   142,150 SH SOLE    0      142,150
DIGI INTL INC   COM   253798102      3,142   229,000 SH SOLE    0      229,000
DIGITAL INSIGH  COM   25385P106      2,014   122,800 SH SOLE    0      122,800
DIGITAL RIV IN  COM   25388B104      3,001    96,300 SH SOLE    0       96,300
DIGITAL THEATE  COM   25389G102        906    50,000 SH SOLE    0       50,000
DILLARDS INC    CL A  254067101      1,829    68,000 SH SOLE    0       68,000
DIME CMNTY BAN  COM   253922108      1,756   115,525 SH SOLE    0      115,525
DIMON INC       COM   254394109        976   156,100 SH SOLE    0      156,100
DIODES INC      COM   254543101        293    10,800 SH SOLE    0       10,800
DIONEX CORP     COM   254546104      3,711    68,100 SH SOLE    0       68,100
DISCOVERY PART  COM   254675101        116    36,100 SH SOLE    0       36,100
DISNEY WALT CO  COM   254687106     57,869 2,014,231 SH SOLE    0    2,014,231
DITECH COMMUNI  COM   25500M103        684    54,885 SH SOLE    0       54,885
DIVERSA CORP    COM   255064107      1,658   332,970 SH SOLE    0      332,970
DJ ORTHOPEDICS  COM   23325G104      3,313   132,250 SH SOLE    0      132,250
DOBSON COMMUNI  CL A  256069105      1,079   534,000 SH SOLE    0      534,000
DOLLAR GEN COR  COM   256669102      6,355   290,051 SH SOLE    0      290,051
DOLLAR TREE ST  COM   256747106      5,395   187,800 SH SOLE    0      187,800
DOMINION RES I  COM   25746U109     24,389   327,683 SH SOLE    0      327,683
DONALDSON INC   COM   257651109      5,362   166,100 SH SOLE    0      166,100
DONNELLEY R R   COM   257867101      6,485   205,104 SH SOLE    0      205,104
DORAL FINL COR  COM   25811P100      1,906    87,050 SH SOLE    0       87,050
DOVER CORP      COM   260003108      7,257   192,034 SH SOLE    0      192,034
DOW CHEM CO     COM   260543103     47,042   943,677 SH SOLE    0      943,677
DOW JONES & CO  COM   260561105      2,540    67,963 SH SOLE    0       67,963
DOWNEY FINL CO  COM   261018105      5,016    81,524 SH SOLE    0       81,524
DPL INC         COM   233293109      5,258   210,324 SH SOLE    0      210,324
DR REDDYS LABS  ADR   256135203      5,137   299,700 SH SOLE    0      299,700
DRAXIS HEALTH   COM   26150J101        419    81,400 SH SOLE    0       81,400
DRESS BARN INC  COM   261570105      1,625    89,200 SH SOLE    0       89,200
DREW INDS INC   COM   26168L205        560    14,870 SH SOLE    0       14,870
DRIL-QUIP INC   COM   262037104      2,178    70,860 SH SOLE    0       70,860
DRS TECHNOLOGI  COM   23330X100      3,995    94,000 SH SOLE    0       94,000
DSP GROUP INC   COM   23332B106      2,483    96,400 SH SOLE    0       96,400
DST SYS INC DE  COM   233326107      5,814   125,900 SH SOLE    0      125,900
DTE ENERGY CO   COM   233331107      7,450   163,809 SH SOLE    0      163,809
DU PONT E I DE  COM   263534109     50,382   983,250 SH SOLE    0      983,250
DUKE ENERGY CO  COM   264399106     25,958   926,756 SH SOLE    0      926,756
DUN & BRADSTRE  COM   26483E100      8,738   142,200 SH SOLE    0      142,200
DUPONT PHOTOMA  COM   26613X101      1,584    59,400 SH SOLE    0       59,400
DUQUESNE LT HL  COM   266233105      2,290   127,800 SH SOLE    0      127,800
DURATEK INC     COM   26658Q102      2,312   115,870 SH SOLE    0      115,870
DXP ENTERPRISE  COM   233377407        201    39,400 SH SOLE    0       39,400
DYCOM INDS INC  COM   267475101      1,860    80,900 SH SOLE    0       80,900
DYNAMEX INC     COM   26784F103      1,177    65,000 SH SOLE    0       65,000
DYNEGY INC NEW  CL A  26816Q101      1,246   318,660 SH SOLE    0      318,660
E M C CORP MAS  COM   268648102     30,548 2,479,550 SH SOLE    0    2,479,550
E PIPHANY INC   COM   26881V100        239    67,300 SH SOLE    0       67,300
E TRADE FINANC  COM   269246104      4,140   345,000 SH SOLE    0      345,000
E Z EM INC      COM   269305405        161    13,500 SH SOLE    0       13,500
EAGLE HOSPITAL  COM   26959T102      2,690   299,920 SH SOLE    0      299,920
EAGLE MATERIAL  COM   26969P108      5,383    66,510 SH SOLE    0       66,510
EAST WEST BANC  COM   27579R104      8,211   222,400 SH SOLE    0      222,400
EASTMAN CHEM C  COM   277432100      6,403   108,526 SH SOLE    0      108,526
EASTMAN KODAK   COM   277461109      9,880   303,523 SH SOLE    0      303,523
EATON CORP      COM   278058102      9,623   147,144 SH SOLE    0      147,144
EATON VANCE CO  COM   278265103      5,190   221,400 SH SOLE    0      221,400
EBAY INC        COM   278642103     43,392 1,164,560 SH SOLE    0    1,164,560
ECC CAPITAL CO  COM   26826M108      2,636   439,400 SH SOLE    0      439,400
ECOLAB INC      COM   278865100      7,023   212,504 SH SOLE    0      212,504
EDGE PETE CORP  COM   279862106      3,599   217,350 SH SOLE    0      217,350
EDISON INTL     COM   281020107     10,885   313,499 SH SOLE    0      313,499
EDO CORP        COM   281347104      1,821    60,600 SH SOLE    0       60,600
EDUCATE INC     COM   28138P100      1,277    92,100 SH SOLE    0       92,100
EDUCATION MGMT  COM   28139T101      4,883   174,700 SH SOLE    0      174,700
EDWARDS AG INC  COM   281760108      7,401   165,200 SH SOLE    0      165,200
EDWARDS LIFESC  COM   28176E108      4,283    99,100 SH SOLE    0       99,100
EFJ INC         COM   26843B101      3,631   441,250 SH SOLE    0      441,250
EFUNDS CORP     COM   28224R101      3,750   168,000 SH SOLE    0      168,000
EGL INC         COM   268484102      6,325   277,400 SH SOLE    0      277,400
EL PASO CORP    COM   28336L109      6,903   652,487 SH SOLE    0      652,487
EL PASO ELEC C  COM   283677854      3,099   163,100 SH SOLE    0      163,100
ELECTRO SCIENT  COM   285229100      1,900    98,000 SH SOLE    0       98,000
ELECTRONIC ART  COM   285512109     15,608   301,420 SH SOLE    0      301,420
ELECTRONIC DAT  PRD   285661AF1        375   380,000 SH SOLE    0      380,000
ELECTRONIC DAT  COM   285661104     10,294   498,020 SH SOLE    0      498,020
ELECTRONICS BO  COM   286045109      5,150   119,840 SH SOLE    0      119,840
ELECTRONICS FO  COM   286082102      1,306    73,200 SH SOLE    0       73,200
ELIZABETH ARDE  COM   28660G106      2,958   124,590 SH SOLE    0      124,590
ELKCORP         COM   287456107      2,813    73,150 SH SOLE    0       73,150
EMAGEON INC     COM   29076V109        377    21,000 SH SOLE    0       21,000
EMBRAER-EMPRES  ADR   29081M102      4,984   159,230 SH SOLE    0      159,230
EMBRATEL PARTI RIGHT  29081N118          0    80,226 SH SOLE    0       80,226
EMBREX INC      COM   290817105      2,028   173,000 SH SOLE    0      173,000
EMCOR GROUP IN  COM   29084Q100      2,463    52,600 SH SOLE    0       52,600
EMERSON ELEC C  COM   291011104     26,337   405,620 SH SOLE    0      405,620
EMMIS COMMUNIC  CL A  291525103      3,406   177,200 SH SOLE    0      177,200
EMULEX CORP     COM   292475209      3,551   188,500 SH SOLE    0      188,500
ENCANA CORP     COM   292505104        371     5,266 SH SOLE    0        5,266
ENCORE ACQUISI  COM   29255W100        306     7,400 SH SOLE    0        7,400
ENCORE CAP GRO  COM   292554102        410    28,210 SH SOLE    0       28,210
ENCORE MED COR  COM   29256E109      1,480   275,000 SH SOLE    0      275,000
ENCORE WIRE CO  COM   292562105        194    19,000 SH SOLE    0       19,000
ENCYSIVE PHARM  COM   29256X107      1,228   120,110 SH SOLE    0      120,110
ENDO PHARMACEU  COM   29264F205      2,369   105,040 SH SOLE    0      105,040
ENERGEN CORP    COM   29265N108     13,533   203,200 SH SOLE    0      203,200
ENERGIZER HLDG  COM   29266R108      8,617   144,100 SH SOLE    0      144,100
ENERGY EAST CO  COM   29266M109      6,404   244,236 SH SOLE    0      244,236
ENERGY PARTNER  COM   29270U105      3,148   121,200 SH SOLE    0      121,200
ENESCO GROUP I  COM   292973104        329    49,500 SH SOLE    0       49,500
ENGELHARD CORP  COM   292845104      3,526   117,426 SH SOLE    0      117,426
ENGINEERED SUP  COM   292866100      5,783   108,050 SH SOLE    0      108,050
ENNIS INC       COM   293389102        492    29,100 SH SOLE    0       29,100
ENSCO INTL INC  COM   26874Q100     33,838   898,500 SH SOLE    0      898,500
ENTERCOM COMMU  CL A  293639100      2,607    73,400 SH SOLE    0       73,400
ENTERGY CORP N  COM   29364G103     14,599   206,614 SH SOLE    0      206,614
ENTERTAINMENT   COM   29380T105      5,622   135,700 SH SOLE    0      135,700
ENVIRONMENTAL   COM   294092101      1,063   204,800 SH SOLE    0      204,800
ENZO BIOCHEM I  COM   294100102      1,496   103,718 SH SOLE    0      103,718
EOG RES INC     COM   26875P101     11,209   229,980 SH SOLE    0      229,980
EPICOR SOFTWAR  COM   29426L108        354    27,100 SH SOLE    0       27,100
EPIQ SYS INC    COM   26882D109        704    54,200 SH SOLE    0       54,200
EQUIFAX INC     COM   294429105      3,967   129,272 SH SOLE    0      129,272
EQUITABLE RES   COM   294549100      5,830   101,500 SH SOLE    0      101,500
EQUITY LIFESTY  COM   29472R108      2,556    72,500 SH SOLE    0       72,500
EQUITY OFFICE   COM   294741103     19,602   650,589 SH SOLE    0      650,589
EQUITY ONE      COM   294752100      2,928   142,200 SH SOLE    0      142,200
EQUITY RESIDEN  COM   29476L107     13,785   427,972 SH SOLE    0      427,972
ERESEARCHTECHN  COM   29481V108        611    51,900 SH SOLE    0       51,900
ERICSSON L M T  ADR   294821608        451    16,000 SH SOLE    0       16,000
ESCO TECHNOLOG  COM   296315104      7,531    93,730 SH SOLE    0       93,730
ESS TECHNOLOGY  COM   269151106        639   121,200 SH SOLE    0      121,200
ESSEX CORP      COM   296744105        309    18,900 SH SOLE    0       18,900
ESSEX PPTY TR   COM   297178105     12,248   177,250 SH SOLE    0      177,250
ESTERLINE TECH  COM   297425100      3,320    96,100 SH SOLE    0       96,100
ETHAN ALLEN IN  COM   297602104      3,910   122,200 SH SOLE    0      122,200
EUROBANCSHARES  COM   298716101        262    15,500 SH SOLE    0       15,500
EURONET WORLDW  COM   298736109      1,342    47,000 SH SOLE    0       47,000
EVEREST RE GRO  COM   G3223R108      7,941    93,300 SH SOLE    0       93,300
EXAR CORP       COM   300645108      2,933   218,900 SH SOLE    0      218,900
EXELIXIS INC    COM   30161Q104        573    84,505 SH SOLE    0       84,505
EXELON CORP     COM   30161N101     29,801   649,396 SH SOLE    0      649,396
EXIDE TECHNOLO  COM   302051206      1,116    86,500 SH SOLE    0       86,500
EXPEDITORS INT  COM   302130109      9,489   177,200 SH SOLE    0      177,200
EXPONENT INC    COM   30214U102        410    17,148 SH SOLE    0       17,148
EXPRESS SCRIPT  COM   302182100      9,337   107,090 SH SOLE    0      107,090
EXPRESSJET HOL  CL A  30218U108        176    15,400 SH SOLE    0       15,400
EXTREME NETWOR  COM   30226D106      2,275   386,300 SH SOLE    0      386,300
EXXON MOBIL CO  COM   30231G102    370,489 6,216,255 SH SOLE    0    6,216,255
EZCORP INC      CL A  302301106        453    34,100 SH SOLE    0       34,100
F M C CORP      COM   302491303      7,678   143,650 SH SOLE    0      143,650
F5 NETWORKS IN  COM   315616102      6,468   128,100 SH SOLE    0      128,100
FACTSET RESH S  COM   303075105      4,725   143,150 SH SOLE    0      143,150
FAIR ISAAC COR  COM   303250104      5,181   150,450 SH SOLE    0      150,450
FAIRCHILD SEMI  COM   303726103      3,051   199,000 SH SOLE    0      199,000
FAIRMONT HOTEL  COM   305204109     59,347 1,790,800 SH SOLE    0    1,790,800
FAMILY DLR STO  COM   307000109      4,922   162,120 SH SOLE    0      162,120
FARGO ELECTRON  COM   30744P102      2,338   159,370 SH SOLE    0      159,370
FASTENAL CO     COM   311900104      6,581   119,000 SH SOLE    0      119,000
FEDDERS CORP    COM   313135501        258    92,760 SH SOLE    0       92,760
FEDERAL AGRIC   CL C  313148306        462    26,430 SH SOLE    0       26,430
FEDERAL HOME L  COM   313400301     41,914   663,196 SH SOLE    0      663,196
FEDERAL NATL M  COM   313586109     52,072   956,334 SH SOLE    0      956,334
FEDERAL REALTY  COM   313747206     10,294   212,900 SH SOLE    0      212,900
FEDERAL SIGNAL  COM   313855108      1,214    80,000 SH SOLE    0       80,000
FEDERATED DEPT  COM   31410H101     10,379   163,086 SH SOLE    0      163,086
FEDERATED INVS  CL B  314211103      2,590    91,500 SH SOLE    0       91,500
FEDEX CORP      COM   31428X106     28,144   299,562 SH SOLE    0      299,562
FEI CO          COM   30241L109      2,320   100,200 SH SOLE    0      100,200
FERRO CORP      COM   315405100      2,260   120,100 SH SOLE    0      120,100
FIDELITY NATL   COM   316326107      9,553   289,997 SH SOLE    0      289,997
FIFTH THIRD BA  COM   316773100     21,506   500,365 SH SOLE    0      500,365
FILENET CORP    COM   316869106      3,239   142,200 SH SOLE    0      142,200
FINANCIAL FED   COM   317492106      2,380    67,300 SH SOLE    0       67,300
FINDWHAT COM    COM   317794105        993    95,800 SH SOLE    0       95,800
FINISH LINE IN  CL A  317923100      3,852   166,400 SH SOLE    0      166,400
FINLAY ENTERPR  COM   317884203        258    19,600 SH SOLE    0       19,600
FIRST AMERN CO  COM   318522307      4,467   135,600 SH SOLE    0      135,600
FIRST BANCORP   COM   318672102      5,566   131,750 SH SOLE    0      131,750
FIRST CASH FIN  COM   31942D107        269    12,700 SH SOLE    0       12,700
FIRST CMNTY BA  COM   31983B101      1,807    40,800 SH SOLE    0       40,800
FIRST CTZNS BA  CL A  31946M103      3,806    26,000 SH SOLE    0       26,000
FIRST DATA COR  COM   319963104     32,689   831,577 SH SOLE    0      831,577
FIRST FINL BAN  COM   320209109      2,582   141,500 SH SOLE    0      141,500
FIRST HORIZON   COM   320517105      4,880   119,640 SH SOLE    0      119,640
FIRST HORIZON   COM   32051K106      1,280    75,800 SH SOLE    0       75,800
FIRST MARBLEHE  COM   320771108        863    15,000 SH SOLE    0       15,000
FIRST MIDWEST   COM   320867104      6,321   194,625 SH SOLE    0      194,625
FIRST NIAGARA   COM   33582V108        931    70,500 SH SOLE    0       70,500
FIRST REP BK S  COM   336158100      3,483   107,600 SH SOLE    0      107,600
FIRSTENERGY CO  COM   337932107     13,427   320,067 SH SOLE    0      320,067
FIRSTFED FINL   COM   337907109      2,897    56,800 SH SOLE    0       56,800
FIRSTMERIT COR  COM   337915102      3,744   139,900 SH SOLE    0      139,900
FISERV INC      COM   337738108     10,723   269,420 SH SOLE    0      269,420
FISHER SCIENTI  COM   338032204      9,369   164,600 SH SOLE    0      164,600
FLAGSTAR BANCO  COM   337930101      3,136   160,400 SH SOLE    0      160,400
FLANDERS CORP   COM   338494107        620    54,960 SH SOLE    0       54,960
FLEETWOOD ENTE  COM   339099103     13,174 1,514,253 SH SOLE    0    1,514,253
FLEXTRONICS IN  ORD   Y2573F102      6,042   501,820 SH SOLE    0      501,820
FLIR SYS INC    COM   302445101     10,615   350,316 SH SOLE    0      350,316
FLORIDA ROCK I  COM   341140101      7,554   128,425 SH SOLE    0      128,425
FLOWERS FOODS   COM   343498101      3,821   135,450 SH SOLE    0      135,450
FLOWSERVE CORP  COM   34354P105      2,992   115,648 SH SOLE    0      115,648
FLUOR CORP NEW  COM   343412102      4,771    86,075 SH SOLE    0       86,075
FLUSHING FINL   COM   343873105        268    14,748 SH SOLE    0       14,748
FMC TECHNOLOGI  COM   30249U101      6,102   183,905 SH SOLE    0      183,905
FNB FINANCIAL   COM   302526108        212     9,400 SH SOLE    0        9,400
FOMENTO ECONOM  ADR   344419106      8,202   153,160 SH SOLE    0      153,160
FOOT LOCKER IN  COM   344849104     24,183   825,370 SH SOLE    0      825,370
FORD MTR CO DE  COM   345370860     20,042 1,768,943 SH SOLE    0    1,768,943
FOREST CITY EN  CL A  345550107      2,016    31,600 SH SOLE    0       31,600
FOREST LABS IN  COM   345838106     12,643   342,160 SH SOLE    0      342,160
FOREST OIL COR  COM   346091705      3,714    91,700 SH SOLE    0       91,700
FORRESTER RESH  COM   346563109        197    14,000 SH SOLE    0       14,000
FORTUNE BRANDS  COM   349631101     11,328   140,493 SH SOLE    0      140,493
FORWARD AIR CO  COM   349853101      6,062   142,372 SH SOLE    0      142,372
FOSSIL INC      COM   349882100      5,012   193,337 SH SOLE    0      193,337
FOUNDRY NETWOR  COM   35063R100      2,099   211,980 SH SOLE    0      211,980
FOXHOLLOW TECH  COM   35166A103        387    13,710 SH SOLE    0       13,710
FPIC INS GROUP  COM   302563101        550    17,100 SH SOLE    0       17,100
FPL GROUP INC   COM   302571104     15,248   379,788 SH SOLE    0      379,788
FRANKLIN BK CO  COM   352451108      4,002   232,000 SH SOLE    0      232,000
FRANKLIN ELEC   COM   353514102        340     9,000 SH SOLE    0        9,000
FRANKLIN RES I  COM   354613101     14,094   205,308 SH SOLE    0      205,308
FREDS INC       CL A  356108100      2,327   135,500 SH SOLE    0      135,500
FREEPORT-MCMOR  CL B  35671D857      6,822   172,227 SH SOLE    0      172,227
FREESCALE SEMI  CL B  35687M206      6,520   377,949 SH SOLE    0      377,949
FREMONT GEN CO  COM   357288109      6,436   292,700 SH SOLE    0      292,700
FRESENIUS MED   ADR   358029106      8,683   319,464 SH SOLE    0      319,464
FRIEDMAN BILLI  CL A  358434108      5,122   322,735 SH SOLE    0      322,735
FRONTIER AIRLI  COM   359065109      4,293   409,611 SH SOLE    0      409,611
FRONTIER OIL C  COM   35914P105      4,384   120,900 SH SOLE    0      120,900
FROZEN FOOD EX  COM   359360104        363    31,500 SH SOLE    0       31,500
FSI INTL INC    COM   302633102      1,269   300,000 SH SOLE    0      300,000
FUELCELL ENERG  COM   35952H106        658    65,900 SH SOLE    0       65,900
FULLER H B CO   COM   359694106      3,344   115,300 SH SOLE    0      115,300
FURNITURE BRAN  COM   360921100      2,539   116,400 SH SOLE    0      116,400
G & K SVCS INC  CL A  361268105      6,785   168,400 SH SOLE    0      168,400
GABLES RESIDEN  COM   362418105      3,357   100,800 SH SOLE    0      100,800
GALLAGHER ARTH  COM   363576109      4,409   153,100 SH SOLE    0      153,100
GAMESTOP CORP   CL A  36466R101      2,227   100,500 SH SOLE    0      100,500
GAMESTOP CORP   COM   36466R200      5,287   237,074 SH SOLE    0      237,074
GANNETT INC     COM   364730101     19,288   243,910 SH SOLE    0      243,910
GAP INC DEL     COM   364760108     15,476   708,587 SH SOLE    0      708,587
GARDNER DENVER  COM   365558105      4,575   115,800 SH SOLE    0      115,800
GARTNER INC     COM   366651107      2,478   258,900 SH SOLE    0      258,900
GATEWAY INC     COM   367626108      1,159   287,586 SH SOLE    0      287,586
GATX CORP       COM   361448103      2,728    82,200 SH SOLE    0       82,200
GEMSTAR-TV GUI  COM   36866W106        631   145,000 SH SOLE    0      145,000
GENCORP INC     COM   368682100      3,528   176,400 SH SOLE    0      176,400
GENENTECH INC   COM   368710406      2,230    39,400 SH SOLE    0       39,400
GENERAL COMMUN  CL A  369385109      2,769   303,300 SH SOLE    0      303,300
GENERAL DYNAMI  COM   369550108     22,569   210,825 SH SOLE    0      210,825
GENERAL ELEC C  COM   369604103    372,25210,323,138 SH SOLE    0   10,323,138
GENERAL GROWTH  COM   370021107      5,471   160,445 SH SOLE    0      160,445
GENERAL MLS IN  COM   370334104     18,152   369,315 SH SOLE    0      369,315
GENERAL MTRS C  COM   370442105     15,973   543,481 SH SOLE    0      543,481
GENESCO INC     COM   371532102      4,948   174,100 SH SOLE    0      174,100
GENESEE & WYO   CL A  371559105      2,047    79,000 SH SOLE    0       79,000
GENESIS HEALTH  COM   37184D101      7,245   168,920 SH SOLE    0      168,920
GENITOPE CORP   COM   37229P507        766    61,305 SH SOLE    0       61,305
GENLYTE GROUP   COM   372302109      3,698    41,100 SH SOLE    0       41,100
GEN-PROBE INC   COM   36866T103      7,573   169,950 SH SOLE    0      169,950
GENTEX CORP     COM   371901109      6,495   203,600 SH SOLE    0      203,600
GENTIVA HEALTH  COM   37247A102      1,955   120,830 SH SOLE    0      120,830
GENUINE PARTS   COM   372460105      7,586   174,436 SH SOLE    0      174,436
GENWORTH FINL   COM   37247D106      2,229    81,000 SH SOLE    0       81,000
GENZYME CORP    COM   372917104     13,970   244,060 SH SOLE    0      244,060
GEO GROUP INC   COM   36159R103        652    22,820 SH SOLE    0       22,820
GEORGIA GULF C  COM   373200203      5,375   116,900 SH SOLE    0      116,900
GEORGIA PAC CO  COM   373298108      8,872   249,987 SH SOLE    0      249,987
GERBER SCIENTI  COM   373730100        530    72,800 SH SOLE    0       72,800
GERDAU S A      ADR   373737105      2,838   172,000 SH SOLE    0      172,000
GETTY IMAGES I  COM   374276103      1,515    21,300 SH SOLE    0       21,300
GEVITY HR INC   COM   374393106      1,205    63,000 SH SOLE    0       63,000
GIANT INDS INC  COM   374508109        912    35,500 SH SOLE    0       35,500
GILEAD SCIENCE  COM   375558103     14,911   416,500 SH SOLE    0      416,500
GILLETTE CO     COM   375766102     54,271 1,075,100 SH SOLE    0    1,075,100
GLACIER BANCOR  COM   37637Q105        384    12,600 SH SOLE    0       12,600
GLATFELTER      COM   377316104      5,859   397,200 SH SOLE    0      397,200
GLENBOROUGH RL  COM   37803P105      2,101   109,900 SH SOLE    0      109,900
GLOBAL IMAGING  COM   37934A100      5,390   151,996 SH SOLE    0      151,996
GLOBAL INDS LT  COM   379336100        930    98,900 SH SOLE    0       98,900
GLOBAL PMTS IN  COM   37940X102      7,905   122,580 SH SOLE    0      122,580
GLOBECOMM SYST  COM   37956X103        422    71,000 SH SOLE    0       71,000
GOL LINHAS AER  ADR   38045R107      1,596    63,520 SH SOLE    0       63,520
GOLD BANC CORP  COM   379907108      2,664   189,900 SH SOLE    0      189,900
GOLD FIELDS LT  ADR   38059T106        134    11,700 SH SOLE    0       11,700
GOLDEN WEST FI  COM   381317106     16,435   271,660 SH SOLE    0      271,660
GOLDMAN SACHS   COM   38141G104     47,835   434,900 SH SOLE    0      434,900
GOODRICH CORP   COM   382388106      4,565   119,221 SH SOLE    0      119,221
GOODRICH PETE   COM   382410405        662    31,340 SH SOLE    0       31,340
GOODYEAR TIRE   COM   382550101      2,210   165,567 SH SOLE    0      165,567
GOODYS FAMILY   COM   382588101        815    90,300 SH SOLE    0       90,300
GOOGLE INC      CL A  38259P508      1,390     7,700 SH SOLE    0        7,700
GORMAN RUPP CO  COM   383082104        322    15,000 SH SOLE    0       15,000
GRACO INC       COM   384109104     10,831   268,350 SH SOLE    0      268,350
GRAFTECH INTL   COM   384313102        787   138,400 SH SOLE    0      138,400
GRAINGER W W I  COM   384802104      5,000    80,294 SH SOLE    0       80,294
GRANITE CONSTR  COM   387328107      1,618    61,600 SH SOLE    0       61,600
GRANT PRIDECO   COM   38821G101      7,250   300,080 SH SOLE    0      300,080
GREAT ATLANTIC  COM   390064103      1,445    97,000 SH SOLE    0       97,000
GREAT LAKES CH  COM   390568103      1,541    47,970 SH SOLE    0       47,970
GREAT PLAINS E  COM   391164100      4,428   144,800 SH SOLE    0      144,800
GREATER BAY BA  COM   391648102      2,070    84,800 SH SOLE    0       84,800
GREEN MOUNTAIN  COM   393154109        516    17,600 SH SOLE    0       17,600
GREENBRIER COS  COM   393657101      3,660   104,310 SH SOLE    0      104,310
GREENFIELD ONL  COM   395150105        244    12,400 SH SOLE    0       12,400
GREIF INC       CL A  397624107        697    10,000 SH SOLE    0       10,000
GREY WOLF INC   COM   397888108      1,852   281,400 SH SOLE    0      281,400
GRIFFON CORP    COM   398433102      1,965    91,790 SH SOLE    0       91,790
GROUP 1 AUTOMO  COM   398905109      2,091    79,500 SH SOLE    0       79,500
GRUPO TELEVISA  ADR   40049J206      7,679   130,600 SH SOLE    0      130,600
GSI COMMERCE I  COM   36238G102        748    55,300 SH SOLE    0       55,300
GTECH HLDGS CO  COM   400518106      4,530   192,500 SH SOLE    0      192,500
GUIDANT CORP    COM   401698105     23,262   314,772 SH SOLE    0      314,772
GUITAR CTR MGM  COM   402040109     12,948   236,143 SH SOLE    0      236,143
GULFMARK OFFSH  COM   402629109        702    27,100 SH SOLE    0       27,100
GYMBOREE CORP   COM   403777105      1,337   106,600 SH SOLE    0      106,600
HAEMONETICS CO  COM   405024100      6,257   148,400 SH SOLE    0      148,400
HAGGAR CORP     COM   405173105        438    21,700 SH SOLE    0       21,700
HAIN CELESTIAL  COM   405217100      2,133   114,451 SH SOLE    0      114,451
HALLIBURTON CO  COM   406216101     21,225   490,740 SH SOLE    0      490,740
HANCOCK FABRIC  COM   409900107        489    65,700 SH SOLE    0       65,700
HANCOCK HLDG C  COM   410120109      2,831    87,100 SH SOLE    0       87,100
HANOVER COMPRE  COM   410768105      1,568   129,900 SH SOLE    0      129,900
HANSEN NAT COR  COM   411310105      2,492    41,560 SH SOLE    0       41,560
HARDINGE INC    COM   412324303        419    31,074 SH SOLE    0       31,074
HARLAND JOHN H  COM   412693103      3,288    95,700 SH SOLE    0       95,700
HARLEY DAVIDSO  COM   412822108     16,092   278,600 SH SOLE    0      278,600
HARMAN INTL IN  COM   413086109     11,199   126,600 SH SOLE    0      126,600
HARMONIC INC    COM   413160102      5,992   626,800 SH SOLE    0      626,800
HARRAHS ENTMT   COM   413619107      6,883   106,585 SH SOLE    0      106,585
HARRIS CORP DE  COM   413875105     14,170   434,000 SH SOLE    0      434,000
HARSCO CORP     COM   415864107      7,642   128,200 SH SOLE    0      128,200
HARTE-HANKS IN  COM   416196103      3,284   119,150 SH SOLE    0      119,150
HARTFORD FINL   COM   416515104     19,949   290,965 SH SOLE    0      290,965
HARTMARX CORP   COM   417119104        670    70,200 SH SOLE    0       70,200
HASBRO INC      COM   418056107      3,407   166,607 SH SOLE    0      166,607
HAUPPAUGE DIGI  COM   419131107        255    60,400 SH SOLE    0       60,400
HAVERTY FURNIT  COM   419596101      1,186    77,800 SH SOLE    0       77,800
HAWAIIAN ELEC   COM   419870100      4,185   164,000 SH SOLE    0      164,000
HCA INC         COM   404119109     21,669   404,500 SH SOLE    0      404,500
HCC INS HLDGS   COM   404132102      6,872   190,050 SH SOLE    0      190,050
HEADWATERS INC  COM   42210P102      6,921   210,870 SH SOLE    0      210,870
HEALTH MGMT AS  CL A  421933102      7,317   279,500 SH SOLE    0      279,500
HEALTH NET INC  COM   42222G108      8,662   264,810 SH SOLE    0      264,810
HEALTHCARE SVC  COM   421906108      1,357    55,970 SH SOLE    0       55,970
HEALTHEXTRAS I  COM   422211102      1,243    74,680 SH SOLE    0       74,680
HEALTHTRONICS   COM   42222L107      3,033   281,870 SH SOLE    0      281,870
HEARTLAND EXPR  COM   422347104      4,759   248,536 SH SOLE    0      248,536
HEARTLAND FINL  COM   42234Q102        278    14,000 SH SOLE    0       14,000
HEIDRICK & STR  COM   422819102      2,427    66,000 SH SOLE    0       66,000
HEINZ H J CO    COM   423074103     12,394   336,440 SH SOLE    0      336,440
HELEN OF TROY   COM   G4388N106      1,213    44,300 SH SOLE    0       44,300
HELIX TECHNOLO  COM   423319102      2,754   178,010 SH SOLE    0      178,010
HELMERICH & PA  COM   423452101      3,347    84,332 SH SOLE    0       84,332
HENRY JACK & A  COM   426281101      3,742   208,030 SH SOLE    0      208,030
HERCULES INC    COM   427056106      4,121   284,396 SH SOLE    0      284,396
HERITAGE FINL   COM   42722X106        216     9,600 SH SOLE    0        9,600
HERITAGE PPTY   COM   42725M107        730    24,600 SH SOLE    0       24,600
HERLEY INDS IN  COM   427398102        356    20,810 SH SOLE    0       20,810
HERSHEY FOODS   COM   427866108     12,969   214,502 SH SOLE    0      214,502
HEWLETT PACKAR  COM   428236103     66,915 3,049,891 SH SOLE    0    3,049,891
HIBBETT SPORTI  COM   428565105      6,031   200,775 SH SOLE    0      200,775
HIBERNIA CORP   CL A  428656102      8,255   257,900 SH SOLE    0      257,900
HIGHWOODS PPTY  COM   431284108      2,395    89,300 SH SOLE    0       89,300
HILB ROGAL & H  COM   431294107      4,432   123,800 SH SOLE    0      123,800
HILLENBRAND IN  COM   431573104      5,419    97,700 SH SOLE    0       97,700
HILTON HOTELS   COM   432848109     18,244   816,290 SH SOLE    0      816,290
HI-TECH PHARMA  COM   42840B101        232    10,550 SH SOLE    0       10,550
HNI CORP        COM   404251100      3,870    86,100 SH SOLE    0       86,100
HOLOGIC INC     COM   436440101      5,131   160,980 SH SOLE    0      160,980
HOME DEPOT INC  COM   437076102     84,439 2,208,121 SH SOLE    0    2,208,121
HOME FED BANCO  COM   436926109        263    10,400 SH SOLE    0       10,400
HONEYWELL INTL  COM   438516106     32,504   873,519 SH SOLE    0      873,519
HOOKER FURNITU  COM   439038100        968    51,250 SH SOLE    0       51,250
HOOPER HOLMES   COM   439104100        855   223,800 SH SOLE    0      223,800
HORACE MANN ED  COM   440327104      9,553   538,500 SH SOLE    0      538,500
HORIZON HEALTH  COM   44041Y104        693    16,300 SH SOLE    0       16,300
HORMEL FOODS C  COM   440452100      5,429   174,500 SH SOLE    0      174,500
HORNBECK OFFSH  COM   440543106      3,312   132,160 SH SOLE    0      132,160
HOSPIRA INC     COM   441060100      5,244   162,496 SH SOLE    0      162,496
HOSPITALITY PP  COM   44106M102      4,991   123,600 SH SOLE    0      123,600
HOST MARRIOTT   COM   44107P104     37,829 2,284,366 SH SOLE    0    2,284,366
HOT TOPIC INC   COM   441339108      3,891   178,100 SH SOLE    0      178,100
HOUSEVALUES IN  COM   44183Y102      1,258   100,000 SH SOLE    0      100,000
HOUSTON EXPL C  COM   442120101        570    10,000 SH SOLE    0       10,000
HOVNANIAN ENTE  CL A  442487203      4,447    87,200 SH SOLE    0       87,200
HUBBELL INC     CL B  443510201      9,157   179,200 SH SOLE    0      179,200
HUDSON UNITED   COM   444165104      6,427   182,323 SH SOLE    0      182,323
HUGHES SUPPLY   COM   444482103      8,666   291,300 SH SOLE    0      291,300
HUMANA INC      COM   444859102      7,580   237,334 SH SOLE    0      237,334
HUNT J B TRANS  COM   445658107      6,583   150,400 SH SOLE    0      150,400
HUNTINGTON BAN  COM   446150104      5,177   216,625 SH SOLE    0      216,625
HURCO COMPANIE  COM   447324104        456    32,662 SH SOLE    0       32,662
HURON CONSULTI  COM   447462102      1,551    74,903 SH SOLE    0       74,903
HUTCHINSON TEC  COM   448407106     15,154   435,700 SH SOLE    0      435,700
HYDRIL          COM   448774109      5,496    94,100 SH SOLE    0       94,100
HYPERCOM CORP   COM   44913M105      2,081   440,000 SH SOLE    0      440,000
HYPERION SOLUT  COM   44914M104      9,627   218,245 SH SOLE    0      218,245
I D SYSTEMS IN  COM   449489103        230    20,800 SH SOLE    0       20,800
ICAD INC        COM   44934S107        254    66,800 SH SOLE    0       66,800
ICICI BK LTD    ADR   45104G104      3,545   171,100 SH SOLE    0      171,100
ICOS CORP       COM   449295104      1,840    81,920 SH SOLE    0       81,920
ICU MED INC     COM   44930G107      3,255    91,700 SH SOLE    0       91,700
IDACORP INC     COM   451107106      6,068   213,900 SH SOLE    0      213,900
IDEX CORP       COM   45167R104      7,057   174,899 SH SOLE    0      174,899
IDEXX LABS INC  COM   45168D104      6,272   115,800 SH SOLE    0      115,800
IDX SYS CORP    COM   449491109        559    16,100 SH SOLE    0       16,100
I-FLOW CORP     COM   449520303        950    60,000 SH SOLE    0       60,000
IHOP CORP       COM   449623107      3,271    68,600 SH SOLE    0       68,600
II VI INC       COM   902104108      2,609   149,600 SH SOLE    0      149,600
ILLINOIS TOOL   COM   452308109     25,531   285,165 SH SOLE    0      285,165
IMAGE ENTMT IN  COM   452439201        528    96,540 SH SOLE    0       96,540
IMAGISTICS INT  COM   45247T104      1,956    56,000 SH SOLE    0       56,000
IMATION CORP    COM   45245A107      3,492   100,500 SH SOLE    0      100,500
IMAX CORP       COM   45245E109      3,524   381,400 SH SOLE    0      381,400
IMERGENT INC    COM   45247Q100      1,681   171,400 SH SOLE    0      171,400
IMMUCOR INC     COM   452526106      4,685   155,200 SH SOLE    0      155,200
IMMUNOGEN INC   COM   45253H101        442    84,600 SH SOLE    0       84,600
IMPAC MTG HLDG  COM   45254P102        949    49,500 SH SOLE    0       49,500
IMPAX LABORATO  COM   45256B101      4,642   290,110 SH SOLE    0      290,110
IMPCO TECHNOLO  COM   45255W106        231    42,900 SH SOLE    0       42,900
IMPERIAL OIL L  COM   453038408        655     8,600 SH SOLE    0        8,600
IMS HEALTH INC  COM   449934108      5,412   221,883 SH SOLE    0      221,883
INAMED CORP     COM   453235103      5,749    82,270 SH SOLE    0       82,270
INCO LTD        COM   453258402      1,270    31,900 SH SOLE    0       31,900
INCYTE CORP     COM   45337C102      2,210   323,600 SH SOLE    0      323,600
INDEPENDENCE C  COM   453414104      5,093   130,600 SH SOLE    0      130,600
INDEPENDENT BA  COM   453836108        534    18,400 SH SOLE    0       18,400
INDUS INTL INC  COM   45578L100      1,708   700,000 SH SOLE    0      700,000
INDUSTRIAL DIS  COM   456061100        297    33,200 SH SOLE    0       33,200
INDYMAC BANCOR  COM   456607100      6,606   194,300 SH SOLE    0      194,300
INFINITY PPTY   COM   45665Q103      2,632    84,200 SH SOLE    0       84,200
INFOCROSSING I  COM   45664X109      2,625   165,700 SH SOLE    0      165,700
INFOSPACE INC   COM   45678T201      6,135   150,250 SH SOLE    0      150,250
INGERSOLL-RAND  CL A  G4776G101     13,434   168,664 SH SOLE    0      168,664
INGRAM MICRO I  CL A  457153104      2,272   136,300 SH SOLE    0      136,300
INNKEEPERS USA  COM   4576J0104        158    12,200 SH SOLE    0       12,200
INNODATA ISOGE  COM   457642205        616   168,733 SH SOLE    0      168,733
INNOVATIVE SOL  COM   45769N105      1,050    33,060 SH SOLE    0       33,060
INPUT/OUTPUT I  COM   457652105      1,516   235,100 SH SOLE    0      235,100
INSIGHT ENTERP  COM   45765U103      4,629   263,605 SH SOLE    0      263,605
INSITUFORM TEC  CL A  457667103      1,336    92,100 SH SOLE    0       92,100
INSPIRE PHARMA  COM   457733103        335    41,000 SH SOLE    0       41,000
INSURANCE AUTO  COM   457875102        997    35,800 SH SOLE    0       35,800
INTEGRA LIFESC  COM   457985208      3,342    94,900 SH SOLE    0       94,900
INTEGRATED CIR  COM   45811K208      2,577   134,800 SH SOLE    0      134,800
INTEGRATED DEV  COM   458118106      2,103   174,800 SH SOLE    0      174,800
INTEGRATED SIL  COM   45812P107      2,556   381,500 SH SOLE    0      381,500
INTEL CORP      COM   458140100    142,401 6,130,030 SH SOLE    0    6,130,030
INTER TEL INC   COM   458372109      3,087   126,000 SH SOLE    0      126,000
INTERDIGITAL C  COM   45866A105      1,480    96,600 SH SOLE    0       96,600
INTERFACE INC   CL A  458665106      1,148   168,400 SH SOLE    0      168,400
INTERGRAPH COR  COM   458683109      3,374   117,100 SH SOLE    0      117,100
INTERLINE BRAN  COM   458743101      1,181    61,800 SH SOLE    0       61,800
INTERMAGNETICS  COM   458771102      2,141    87,964 SH SOLE    0       87,964
INTERNATIONAL   COM   459200101    147,218 1,611,054 SH SOLE    0    1,611,054
INTERNATIONAL   COM   459412102      1,310   137,500 SH SOLE    0      137,500
INTERNATIONAL   COM   459506101      3,525    89,244 SH SOLE    0       89,244
INTERNATIONAL   COM   459902102      9,806   367,825 SH SOLE    0      367,825
INTERNATIONAL   COM   460254105      5,920   130,100 SH SOLE    0      130,100
INTERNATIONAL   COM   460321201      1,035    68,100 SH SOLE    0       68,100
INTERNATIONAL   CL A  460335201      5,420    99,900 SH SOLE    0       99,900
INTERNET SEC S  COM   46060X107      4,571   249,800 SH SOLE    0      249,800
INTEROIL CORP   COM   460951106      2,783    79,450 SH SOLE    0       79,450
INTERPUBLIC GR  COM   460690100      4,856   395,468 SH SOLE    0      395,468
INTERSIL CORP   CL A  46069S109      4,333   250,200 SH SOLE    0      250,200
INTERVOICE INC  COM   461142101      2,839   253,280 SH SOLE    0      253,280
INTL PAPER CO   COM   460146103     17,779   483,258 SH SOLE    0      483,258
INTRADO INC     COM   46117A100      1,005    81,715 SH SOLE    0       81,715
INTRAWEST CORP  COM   460915200        237    12,400 SH SOLE    0       12,400
INTUIT          COM   461202103      9,317   212,860 SH SOLE    0      212,860
INVACARE CORP   COM   461203101      6,520   146,100 SH SOLE    0      146,100
INVESTMENT TEC  COM   46145F105      2,525   144,300 SH SOLE    0      144,300
INVESTORS FINL  COM   461915100      9,298   190,100 SH SOLE    0      190,100
INVITROGEN COR  COM   46185R100      5,937    85,800 SH SOLE    0       85,800
IPAYMENT INC    COM   46262E105      1,148    27,200 SH SOLE    0       27,200
IRIS INTL INC   COM   46270W105        673    59,900 SH SOLE    0       59,900
IRWIN FINL COR  COM   464119106      1,830    79,500 SH SOLE    0       79,500
ISHARES INC    INDEX  464286509        625    35,000 SH SOLE    0       35,000
ISHARES TR     INDEX  464287234      1,257     6,200 SH SOLE    0        6,200
ISHARES TR     INDEX  464287465      9,245    58,195 SH SOLE    0       58,195
ISHARES TR     INDEX  464287648      5,657    90,400 SH SOLE    0       90,400
ISHARES TR     INDEX  464287804      8,061    50,743 SH SOLE    0       50,743
ITLA CAP CORP   COM   450565106      2,904    58,129 SH SOLE    0       58,129
ITRON INC       COM   465741106      2,428    81,920 SH SOLE    0       81,920
ITT EDUCATIONA  COM   45068B109      3,705    76,400 SH SOLE    0       76,400
ITT INDS INC I  COM   450911102      8,591    95,199 SH SOLE    0       95,199
IVAX CORP       COM   465823102      7,709   389,916 SH SOLE    0      389,916
IVILLAGE INC    COM   46588H105        820   134,600 SH SOLE    0      134,600
IXIA            COM   45071R109      5,479   310,050 SH SOLE    0      310,050
IXYS CORP       COM   46600W106      1,793   156,690 SH SOLE    0      156,690
J & J SNACK FO  COM   466032109      2,069    44,190 SH SOLE    0       44,190
J JILL GROUP I  COM   466189107      1,161    84,350 SH SOLE    0       84,350
J2 GLOBAL COMM  COM   46626E205      3,719   108,400 SH SOLE    0      108,400
JABIL CIRCUIT   COM   466313103      7,715   270,500 SH SOLE    0      270,500
JACK IN THE BO  COM   466367109      7,145   192,600 SH SOLE    0      192,600
JACOBS ENGR GR  COM   469814107      7,337   141,310 SH SOLE    0      141,310
JACUZZI BRANDS  COM   469865109        961    98,500 SH SOLE    0       98,500
JAKKS PAC INC   COM   47012E106      2,703   125,900 SH SOLE    0      125,900
JANUS CAP GROU  COM   47102X105      3,151   225,880 SH SOLE    0      225,880
JARDEN CORP     COM   471109108      7,278   158,630 SH SOLE    0      158,630
JDA SOFTWARE G  COM   46612K108      1,936   137,860 SH SOLE    0      137,860
JDS UNIPHASE C  COM   46612J101      2,603 1,558,973 SH SOLE    0    1,558,973
JEFFERIES GROU  COM   472319102      4,247   112,700 SH SOLE    0      112,700
JEFFERSON PILO  COM   475070108      6,619   134,941 SH SOLE    0      134,941
JETBLUE AWYS C  COM   477143101      3,651   191,759 SH SOLE    0      191,759
JINPAN INTL LT  ORD   G5138L100        300    51,500 SH SOLE    0       51,500
JLG INDS INC    COM   466210101      4,872   226,100 SH SOLE    0      226,100
JO-ANN STORES   COM   47758P307     21,614   769,445 SH SOLE    0      769,445
JOHNSON & JOHN  COM   478160104    198,726 2,958,994 SH SOLE    0    2,958,994
JOHNSON CTLS I  COM   478366107     11,395   204,362 SH SOLE    0      204,362
JONES APPAREL   COM   480074103      3,989   119,100 SH SOLE    0      119,100
JONES LANG LAS  COM   48020Q107        723    15,500 SH SOLE    0       15,500
JOS A BANK CLO  COM   480838101      4,808   164,090 SH SOLE    0      164,090
JOURNAL REGIST  COM   481138105      1,600    95,800 SH SOLE    0       95,800
JPMORGAN & CHA  COM   46625H100    120,847 3,492,689 SH SOLE    0    3,492,689
JUPITERMEDIA C  COM   48207D101      2,363   152,360 SH SOLE    0      152,360
K V PHARMACEUT  CL B  482740107        720    30,650 SH SOLE    0       30,650
K V PHARMACEUT  CL A  482740206      4,602   198,370 SH SOLE    0      198,370
K2 INC          COM   482732104      2,210   160,700 SH SOLE    0      160,700
KAMAN CORP      CL A  483548103        975    78,300 SH SOLE    0       78,300
KANBAY INTL IN  COM   48369P207      1,361    66,500 SH SOLE    0       66,500
KANSAS CITY SO  COM   485170302      4,214   218,800 SH SOLE    0      218,800
KAYDON CORP     COM   486587108      6,443   205,200 SH SOLE    0      205,200
KB HOME         COM   48666K109      5,038    42,892 SH SOLE    0       42,892
KCS ENERGY INC  COM   482434206      3,411   222,100 SH SOLE    0      222,100
KEANE INC       COM   486665102      1,209    92,800 SH SOLE    0       92,800
KEITH COMPANIE  COM   487539108        479    27,700 SH SOLE    0       27,700
KEITHLEY INSTR  COM   487584104      2,302   142,690 SH SOLE    0      142,690
KELLOGG CO      COM   487836108     14,777   341,515 SH SOLE    0      341,515
KELLWOOD CO     COM   488044108      2,741    95,200 SH SOLE    0       95,200
KELLY SVCS INC  CL A  488152208      1,310    45,500 SH SOLE    0       45,500
KEMET CORP      COM   488360108      1,115   143,900 SH SOLE    0      143,900
KENDLE INTERNA  COM   48880L107        912    79,300 SH SOLE    0       79,300
KENNAMETAL INC  COM   489170100      4,982   104,900 SH SOLE    0      104,900
KENSEY NASH CO  COM   490057106      6,249   230,755 SH SOLE    0      230,755
KERR MCGEE COR  COM   492386107     12,303   157,072 SH SOLE    0      157,072
KEY ENERGY SVC  COM   492914106      2,311   201,450 SH SOLE    0      201,450
KEYCORP NEW     COM   493267108     12,737   392,524 SH SOLE    0      392,524
KEYSPAN CORP    COM   49337W100      5,896   151,300 SH SOLE    0      151,300
KFORCE INC      COM   493732101      1,978   180,000 SH SOLE    0      180,000
KFX INC         COM   48245L107        468    34,900 SH SOLE    0       34,900
KILROY RLTY CO  COM   49427F108      4,046    98,900 SH SOLE    0       98,900
KIMBERLY CLARK  COM   494368103     30,919   470,400 SH SOLE    0      470,400
KIMCO REALTY C  COM   49446R109      2,075    38,500 SH SOLE    0       38,500
KINDER MORGAN   COM   49455P101      8,000   105,680 SH SOLE    0      105,680
KINDRED HEALTH  COM   494580103        309     8,800 SH SOLE    0        8,800
KING PHARMACEU  COM   495582108      5,808   698,880 SH SOLE    0      698,880
KIRBY CORP      COM   497266106      5,544   131,900 SH SOLE    0      131,900
KLA-TENCOR COR  COM   482480100      8,836   192,036 SH SOLE    0      192,036
KNBT BANCORP I  COM   482921103        591    38,620 SH SOLE    0       38,620
KNIGHT RIDDER   COM   499040103      5,007    74,458 SH SOLE    0       74,458
KNIGHT TRADING  COM   499063105      2,684   278,400 SH SOLE    0      278,400
KNIGHT TRANSN   COM   499064103      6,134   248,650 SH SOLE    0      248,650
KOHLS CORP      COM   500255104     17,787   344,500 SH SOLE    0      344,500
KOMAG INC       COM   500453204      4,108   183,800 SH SOLE    0      183,800
KONINKLIJKE PH  COM   500472303      5,982   217,385 SH SOLE    0      217,385
KOOKMIN BK NEW  ADR   50049M109        447    10,000 SH SOLE    0       10,000
KOPIN CORP      COM   500600101        740   240,900 SH SOLE    0      240,900
KOREA ELECTRIC  ADR   500631106      1,785   132,800 SH SOLE    0      132,800
KORN FERRY INT  COM   500643200      1,100    57,800 SH SOLE    0       57,800
KOS PHARMACEUT  COM   500648100        500    12,000 SH SOLE    0       12,000
KOSAN BIOSCIEN  COM   50064W107        374    91,100 SH SOLE    0       91,100
KRISPY KREME D  COM   501014104        784   102,700 SH SOLE    0      102,700
KROGER CO       COM   501044101     11,811   736,810 SH SOLE    0      736,810
KRONOS INC      COM   501052104      7,244   141,737 SH SOLE    0      141,737
K-SWISS INC     CL A  482686102      3,465   104,900 SH SOLE    0      104,900
KT CORP         ADR   48268K101     14,212   666,908 SH SOLE    0      666,908
KULICKE & SOFF  COM   501242101      1,113   176,900 SH SOLE    0      176,900
L-3 COMMUNICAT  COM   502424104      9,829   138,397 SH SOLE    0      138,397
LA BARGE INC    COM   502470107      1,058    80,830 SH SOLE    0       80,830
LA QUINTA CORP  COM   50419U202      6,031   709,500 SH SOLE    0      709,500
LA Z BOY INC    COM   505336107      2,501   179,570 SH SOLE    0      179,570
LABONE INC NEW  COM   50540L105      3,400    98,600 SH SOLE    0       98,600
LABOR READY IN  COM   505401208      4,427   237,350 SH SOLE    0      237,350
LABORATORY COR  PFD   50540RAC6      4,144 5,525,000 SH SOLE    0    5,525,000
LABORATORY COR  COM   50540R409      7,037   146,000 SH SOLE    0      146,000
LABRANCHE & CO  COM   505447102        882    94,800 SH SOLE    0       94,800
LACLEDE GROUP   COM   505597104      2,117    72,500 SH SOLE    0       72,500
LAIDLAW INTL I  COM   50730R102      3,257   156,600 SH SOLE    0      156,600
LAKELAND INDS   COM   511795106      1,526    80,000 SH SOLE    0       80,000
LAM RESEARCH C  COM   512807108      8,885   307,850 SH SOLE    0      307,850
LANCASTER COLO  COM   513847103      2,172    51,050 SH SOLE    0       51,050
LANCE INC       COM   514606102      2,222   138,300 SH SOLE    0      138,300
LANDAMERICA FI  COM   514936103      3,112    62,200 SH SOLE    0       62,200
LANDAUER INC    COM   51476K103        392     8,250 SH SOLE    0        8,250
LANDEC CORP     COM   514766104        351    48,200 SH SOLE    0       48,200
LANDRYS RESTAU  COM   51508L103      3,407   117,800 SH SOLE    0      117,800
LANDSTAR SYS I  COM   515098101      6,838   208,800 SH SOLE    0      208,800
LASALLE HOTEL   COM   517942108      2,417    83,200 SH SOLE    0       83,200
LASERSCOPE      COM   518081104      1,587    50,000 SH SOLE    0       50,000
LATTICE SEMICO  COM   518415104      1,013   188,600 SH SOLE    0      188,600
LAUDER ESTEE C  CL A  518439104        868    19,300 SH SOLE    0       19,300
LAUREATE EDUCA  COM   518613104      8,128   189,950 SH SOLE    0      189,950
LAWSON PRODS I  COM   520776105      1,142    24,400 SH SOLE    0       24,400
LAYNE CHRISTEN  COM   521050104        190    11,000 SH SOLE    0       11,000
LCA-VISION INC  COM   501803308      2,714    81,500 SH SOLE    0       81,500
LCC INTERNATIO  CL A  501810105        189    44,800 SH SOLE    0       44,800
LEAPFROG ENTER  CL A  52186N106      1,362   120,000 SH SOLE    0      120,000
LEAR CORP       COM   521865105      4,951   111,600 SH SOLE    0      111,600
LECG CORP       COM   523234102      2,240   114,310 SH SOLE    0      114,310
LECROY CORP     COM   52324W109      1,660    96,930 SH SOLE    0       96,930
LEE ENTERPRISE  COM   523768109      3,272    75,400 SH SOLE    0       75,400
LEGG MASON INC  COM   524901105     16,401   209,893 SH SOLE    0      209,893
LEGGETT & PLAT  COM   524660107      6,336   219,380 SH SOLE    0      219,380
LEHMAN BROS HL  COM   524908100     29,038   308,394 SH SOLE    0      308,394
LENNAR CORP     CL A  526057104     13,892   245,100 SH SOLE    0      245,100
LENNOX INTL IN  COM   526107107      4,135   188,653 SH SOLE    0      188,653
LEUCADIA NATL   COM   527288104      5,405   157,350 SH SOLE    0      157,350
LEXINGTON CORP  COM   529043101      3,660   166,800 SH SOLE    0      166,800
LEXMARK INTL N  CL A  529771107      9,816   122,740 SH SOLE    0      122,740
LIBBEY INC      COM   529898108        995    47,400 SH SOLE    0       47,400
LIBERTY CORP S  COM   530370105        730    18,000 SH SOLE    0       18,000
LIBERTY PPTY T  COM   531172104      5,592   143,200 SH SOLE    0      143,200
LIFECELL CORP   COM   531927101        872    97,990 SH SOLE    0       97,990
LIFECORE BIOME  COM   532187101        586    32,920 SH SOLE    0       32,920
LIFELINE SYS I  COM   532192101      1,516    50,000 SH SOLE    0       50,000
LIFEPOINT HOSP  COM   53219L109     10,482   239,100 SH SOLE    0      239,100
LILLY ELI & CO  COM   532457108     56,971 1,093,499 SH SOLE    0    1,093,499
LIMITED BRANDS  COM   532716107      9,419   387,626 SH SOLE    0      387,626
LIN TV CORP     CL A  532774106      1,244    73,500 SH SOLE    0       73,500
LINCARE HLDGS   CONV  532791AB6      2,050 1,955,000 SH SOLE    0    1,955,000
LINCARE HLDGS   COM   532791100      7,599   171,800 SH SOLE    0      171,800
LINCOLN NATL C  COM   534187109      7,599   168,332 SH SOLE    0      168,332
LINDSAY MFG CO  COM   535555106        773    40,500 SH SOLE    0       40,500
LINEAR TECHNOL  COM   535678106     11,187   292,000 SH SOLE    0      292,000
LINENS N THING  COM   535679104      3,861   155,500 SH SOLE    0      155,500
LIONBRIDGE TEC  COM   536252109        444    78,050 SH SOLE    0       78,050
LIONS GATE ENT  COM   535919203      4,470   404,500 SH SOLE    0      404,500
LITHIA MTRS IN  CL A  536797103      2,858   111,600 SH SOLE    0      111,600
LITTELFUSE INC  COM   537008104      2,195    76,600 SH SOLE    0       76,600
LIVEPERSON INC  COM   538146101        668   254,000 SH SOLE    0      254,000
LIZ CLAIBORNE   COM   539320101      4,203   104,734 SH SOLE    0      104,734
LKQ CORP        COM   501889208        684    34,100 SH SOLE    0       34,100
LOCKHEED MARTI  COM   539830109     23,726   388,570 SH SOLE    0      388,570
LODGIAN INC     COM   54021P403        189    18,400 SH SOLE    0       18,400
LOEWS CORP      CONV  540424AL2        509   505,000 SH SOLE    0      505,000
LOEWS CORP      COM   540424108     11,732   159,538 SH SOLE    0      159,538
LOGITECH INTER  ADR   541419107      2,413    39,660 SH SOLE    0       39,660
LO-JACK CORP    COM   539451104        558    40,500 SH SOLE    0       40,500
LONE STAR STEA  COM   542307103      1,963    67,900 SH SOLE    0       67,900
LONE STAR TECH  COM   542312103      3,975   100,800 SH SOLE    0      100,800
LONGS DRUG STO  COM   543162101      6,252   182,703 SH SOLE    0      182,703
LONGVIEW FIBRE  COM   543213102      1,593    84,900 SH SOLE    0       84,900
LOUISIANA PAC   COM   546347105      2,584   102,779 SH SOLE    0      102,779
LOWES COS INC   COM   548661107     43,947   769,776 SH SOLE    0      769,776
LOWRANCE ELECT  COM   548900109      1,702    70,000 SH SOLE    0       70,000
LSI INDS INC    COM   50216C108        711    63,290 SH SOLE    0       63,290
LSI LOGIC CORP  COM   502161102      2,016   360,582 SH SOLE    0      360,582
LTC PPTYS INC   COM   502175102        482    27,800 SH SOLE    0       27,800
LTX CORP        COM   502392103        452   101,700 SH SOLE    0      101,700
LUBRIZOL CORP   COM   549271104      4,548   111,900 SH SOLE    0      111,900
LUCENT TECHNOL  COM   549463107     11,724 4,263,375 SH SOLE    0    4,263,375
LUFKIN INDS IN  COM   549764108      1,690    35,000 SH SOLE    0       35,000
LUXOTTICA GROU  ADR   55068R202      8,335   408,600 SH SOLE    0      408,600
LYDALL INC DEL  COM   550819106        616    55,500 SH SOLE    0       55,500
LYONDELL CHEMI  COM   552078107     13,461   482,110 SH SOLE    0      482,110
M & T BK CORP   COM   55261F104     10,920   107,000 SH SOLE    0      107,000
M D C HLDGS IN  COM   552676108     11,016   158,157 SH SOLE    0      158,157
M SYS FLASH DI  ORD   M7061C100        798    36,200 SH SOLE    0       36,200
MACDERMID INC   COM   554273102      3,084    94,900 SH SOLE    0       94,900
MACERICH CO     COM   554382101     58,338 1,094,940 SH SOLE    0    1,094,940
MACK CALI RLTY  COM   554489104      7,727   182,455 SH SOLE    0      182,455
MACROMEDIA INC  COM   556100105      7,069   211,000 SH SOLE    0      211,000
MACROVISION CO  COM   555904101      1,885    82,700 SH SOLE    0       82,700
MADDEN STEVEN   COM   556269108        431    25,850 SH SOLE    0       25,850
MAF BANCORP IN  COM   55261R108      4,557   109,700 SH SOLE    0      109,700
MAGELLAN HEALT  COM   559079207        919    27,000 SH SOLE    0       27,000
MAGNETEK INC    COM   559424106        895   167,900 SH SOLE    0      167,900
MAHANAGAR TEL   ADR   559778402      9,637 1,520,007 SH SOLE    0    1,520,007
MAIN STR BKS I  COM   56034R102        778    29,428 SH SOLE    0       29,428
MAIR HOLDINGS   COM   560635104      2,161   243,900 SH SOLE    0      243,900
MAJESCO HLDGS   COM   560690208        419    36,160 SH SOLE    0       36,160
MANCHESTER TEC  COM   562398107         91    16,264 SH SOLE    0       16,264
MANDALAY RESOR  COM   562567107      7,916   112,300 SH SOLE    0      112,300
MANHATTAN ASSO  COM   562750109      2,106   103,400 SH SOLE    0      103,400
MANITOWOC INC   COM   563571108      4,103   101,575 SH SOLE    0      101,575
MANNING GREG A  COM   563823103        520    51,610 SH SOLE    0       51,610
MANOR CARE INC  COM   564055101      3,054    83,982 SH SOLE    0       83,982
MANPOWER INC    COM   56418H100      8,003   183,900 SH SOLE    0      183,900
MANTECH INTL C  CL A  564563104      2,900   125,700 SH SOLE    0      125,700
MAPINFO CORP    COM   565105103      1,622   134,720 SH SOLE    0      134,720
MARATHON OIL C  COM   565849106     17,555   374,146 SH SOLE    0      374,146
MARCUS CORP     COM   566330106      1,940    94,650 SH SOLE    0       94,650
MARINEMAX INC   COM   567908108      1,836    58,870 SH SOLE    0       58,870
MARITRANS INC   COM   570363101        375    19,700 SH SOLE    0       19,700
MARRIOTT INTL   CL A  571903202     14,247   213,091 SH SOLE    0      213,091
MARSH & MCLENN  COM   571748102     15,579   512,122 SH SOLE    0      512,122
MARSH SUPERMAR  CL B  571783208        214    17,300 SH SOLE    0       17,300
MARSHALL & ILS  COM   571834100      8,347   199,920 SH SOLE    0      199,920
MARTEK BIOSCIE  COM   572901106      6,506   111,800 SH SOLE    0      111,800
MARTEN TRANS L  COM   573075108      2,481   116,310 SH SOLE    0      116,310
MARTIN MARIETT  COM   573284106      4,386    78,439 SH SOLE    0       78,439
MARVEL ENTERPR  COM   57383M108      9,150   457,500 SH SOLE    0      457,500
MARVELL TECHNO  ORD   G5876H105        472    12,300 SH SOLE    0       12,300
MASCO CORP      COM   574599106     16,053   463,026 SH SOLE    0      463,026
MASSBANK CORP   COM   576152102        233     6,150 SH SOLE    0        6,150
MASSEY ENERGY   COM   576206106     15,664   391,200 SH SOLE    0      391,200
MATERIAL SCIEN  COM   576674105      1,091    81,100 SH SOLE    0       81,100
MATRIA HEALTHC  COM   576817209      4,125   134,330 SH SOLE    0      134,330
MATTEL INC      COM   577081102      8,710   407,976 SH SOLE    0      407,976
MATTHEWS INTL   CL A  577128101        328    10,000 SH SOLE    0       10,000
MAVERICK TUBE   COM   577914104      8,173   251,400 SH SOLE    0      251,400
MAX RE CAPITAL  SHS   G6052F103        256    10,900 SH SOLE    0       10,900
MAXIM INTEGRAT  COM   57772K101     13,987   342,220 SH SOLE    0      342,220
MAXIMUS INC     COM   577933104      4,307   128,600 SH SOLE    0      128,600
MAXTOR CORP     COM   577729205      4,885   918,200 SH SOLE    0      918,200
MAXYGEN INC     COM   577776107        394    45,900 SH SOLE    0       45,900
MAY DEPT STORE  COM   577778103     10,399   280,896 SH SOLE    0      280,896
MAYTAG CORP     COM   578592107      1,044    74,742 SH SOLE    0       74,742
MB FINANCIAL I  COM   55264U108      1,478    38,600 SH SOLE    0       38,600
MBIA INC        COM   55262C100      7,761   148,457 SH SOLE    0      148,457
MBNA CORP       COM   55262L100     31,468 1,281,811 SH SOLE    0    1,281,811
MC SHIPPING IN  COM   55267Q104      1,222   150,700 SH SOLE    0      150,700
MCAFEE INC      COM   579064106      7,070   313,400 SH SOLE    0      313,400
MCCORMICK & CO  COM   579780206      4,472   129,900 SH SOLE    0      129,900
MCCORMICK & SC  COM   579793100        227    13,600 SH SOLE    0       13,600
MCDATA CORP     CL A  580031201        749   198,562 SH SOLE    0      198,562
MCDONALDS CORP  COM   580135101     38,352 1,231,600 SH SOLE    0    1,231,600
MCGRAW HILL CO  COM   580645109     17,450   200,000 SH SOLE    0      200,000
MCKESSON CORP   COM   58155Q103     11,145   295,230 SH SOLE    0      295,230
MDU RES GROUP   COM   552690109      5,430   196,600 SH SOLE    0      196,600
MEADE INSTRUME  COM   583062104        535   183,800 SH SOLE    0      183,800
MEADOWBROOK IN  COM   58319P108         58    11,100 SH SOLE    0       11,100
MEADWESTVACO C  COM   583334107      6,053   190,228 SH SOLE    0      190,228
MEASUREMENT SP  COM   583421102        389    16,900 SH SOLE    0       16,900
MEDCATH CORP    COM   58404W109        737    25,160 SH SOLE    0       25,160
MEDCO HEALTH S  COM   58405U102     13,637   275,108 SH SOLE    0      275,108
MEDIA GEN INC   CL A  584404107      2,462    39,800 SH SOLE    0       39,800
MEDICINES CO    COM   584688105      4,776   210,754 SH SOLE    0      210,754
MEDICIS PHARMA  CL A  584690309      5,609   187,100 SH SOLE    0      187,100
MEDIMMUNE INC   COM   584699102      5,697   239,260 SH SOLE    0      239,260
MEDTOX SCIENTI  COM   584977201        414    51,800 SH SOLE    0       51,800
MEDTRONIC INC   COM   585055106     60,953 1,196,336 SH SOLE    0    1,196,336
MELLON FINL CO  COM   58551A108     11,638   407,784 SH SOLE    0      407,784
MEMC ELECTR MA  COM   552715104      2,376   176,630 SH SOLE    0      176,630
MEMRY CORP      COM   586263204        895   500,000 SH SOLE    0      500,000
MENS WEARHOUSE  COM   587118100      8,425   199,590 SH SOLE    0      199,590
MENTOR CORP MI  COM   587188103      4,247   132,300 SH SOLE    0      132,300
MENTOR GRAPHIC  COM   587200106      3,324   242,600 SH SOLE    0      242,600
MERCANTILE BAN  COM   587376104      1,516    37,085 SH SOLE    0       37,085
MERCANTILE BAN  COM   587405101      6,693   131,600 SH SOLE    0      131,600
MERCK & CO INC  COM   589331107     68,843 2,126,760 SH SOLE    0    2,126,760
MERCURY COMPUT  COM   589378108      2,002    72,600 SH SOLE    0       72,600
MERCURY INTERA  COM   589405109      3,794    80,080 SH SOLE    0       80,080
MEREDITH CORP   COM   589433101      3,036    64,932 SH SOLE    0       64,932
MERGE TECHNOLO  COM   589981109        315    17,930 SH SOLE    0       17,930
MERIDIAN BIOSC  COM   589584101      2,055   137,930 SH SOLE    0      137,930
MERIDIAN RESOU  COM   58977Q109        132    25,600 SH SOLE    0       25,600
MERISTAR HOSPI  COM   58984Y103        175    25,000 SH SOLE    0       25,000
MERIT MED SYS   COM   589889104      1,091    91,000 SH SOLE    0       91,000
MERITAGE HOMES  COM   59001A102      4,696    79,700 SH SOLE    0       79,700
MERRILL LYNCH   COM   590188108     52,617   929,622 SH SOLE    0      929,622
MESA AIR GROUP  COM   590479101      1,165   166,490 SH SOLE    0      166,490
METAL MGMT INC  COM   591097209        817    31,800 SH SOLE    0       31,800
METALS USA INC  COM   591324207        549    28,000 SH SOLE    0       28,000
METHODE ELECTR  COM   591520200      2,066   170,620 SH SOLE    0      170,620
METLIFE INC     COM   59156R108     27,791   710,780 SH SOLE    0      710,780
METRIS COS INC  COM   591598107      4,512   389,300 SH SOLE    0      389,300
METROLOGIC INS  COM   591676101      2,572   114,400 SH SOLE    0      114,400
METROPOLITAN H  COM   592142103        900   400,000 SH SOLE    0      400,000
MFC BANCORP LT  COM   55271X202      3,120   156,375 SH SOLE    0      156,375
MGI PHARMA INC  COM   552880106      6,214   245,900 SH SOLE    0      245,900
MGIC INVT CORP  COM   552848103      6,195   100,453 SH SOLE    0      100,453
MGM MIRAGE      COM   552953101        404     5,700 SH SOLE    0        5,700
MICHAELS STORE  COM   594087108     38,859 1,070,500 SH SOLE    0    1,070,500
MICREL INC      COM   594793101      2,678   290,500 SH SOLE    0      290,500
MICROCHIP TECH  COM   595017104      9,964   383,101 SH SOLE    0      383,101
MICROMUSE INC   COM   595094103        305    67,280 SH SOLE    0       67,280
MICRON TECHNOL  COM   595112103      5,958   576,190 SH SOLE    0      576,190
MICRONETICS IN  COM   595125105      1,166   135,160 SH SOLE    0      135,160
MICROS SYS INC  COM   594901100      9,713   264,600 SH SOLE    0      264,600
MICROSEMI CORP  COM   595137100      4,873   299,150 SH SOLE    0      299,150
MICROSOFT CORP  COM   594918104    238,402 9,863,545 SH SOLE    0    9,863,545
MICROTEK MEDIC  COM   59515B109      1,876   524,100 SH SOLE    0      524,100
MIDAS GROUP IN  COM   595626102      1,164    51,000 SH SOLE    0       51,000
MIDCAP SPDR TR  UNIT  595635103     37,558   311,945 SH SOLE    0      311,945
MIDDLEBY CORP   COM   596278101        631    12,770 SH SOLE    0       12,770
MIKOHN GAMING   COM   59862K108      1,871   149,000 SH SOLE    0      149,000
MILACRON INC    COM   598709103        454   148,774 SH SOLE    0      148,774
MILLENNIUM PHA  COM   599902103      4,293   509,871 SH SOLE    0      509,871
MILLER HERMAN   COM   600544100      3,500   116,200 SH SOLE    0      116,200
MILLIPORE CORP  COM   601073109      3,308    76,221 SH SOLE    0       76,221
MINERALS TECHN  COM   603158106      3,710    56,400 SH SOLE    0       56,400
MIPS TECHNOLOG  COM   604567107        559    48,600 SH SOLE    0       48,600
MISSION RESOUR  COM   605109107      1,756   248,000 SH SOLE    0      248,000
MOBILE MINI IN  COM   60740F105      2,033    50,300 SH SOLE    0       50,300
MOBILE TELESYS  ADR   607409109     12,623   358,700 SH SOLE    0      358,700
MOBILITY ELECT  COM   60741U101        813   116,300 SH SOLE    0      116,300
MODINE MFG CO   COM   607828100      2,623    89,420 SH SOLE    0       89,420
MODTECH HLDGS   COM   60783C100        348    40,900 SH SOLE    0       40,900
MOHAWK INDS IN  COM   608190104     10,297   122,150 SH SOLE    0      122,150
MOLECULAR DEVI  COM   60851C107        419    22,040 SH SOLE    0       22,040
MOLEX INC       COM   608554101      4,254   161,375 SH SOLE    0      161,375
MOLSON COORS B  CL B  60871R209      5,968    77,339 SH SOLE    0       77,339
MONACO COACH C  COM   60886R103      1,792   110,950 SH SOLE    0      110,950
MONARCH CASINO  COM   609027107        710    35,660 SH SOLE    0       35,660
MONEYGRAM INTL  COM   60935Y109      2,692   142,500 SH SOLE    0      142,500
MONOLITHIC PWR  COM   609839105        528    59,780 SH SOLE    0       59,780
MONSANTO CO NE  COM   61166W101     16,523   256,174 SH SOLE    0      256,174
MONSTER WORLDW  COM   611742107      3,482   124,300 SH SOLE    0      124,300
MOODYS CORP     COM   615369105     10,676   132,030 SH SOLE    0      132,030
MOOG INC        CL A  615394202      7,139   157,940 SH SOLE    0      157,940
MORGAN STANLEY  COM   617446448     64,255 1,122,350 SH SOLE    0    1,122,350
MOSAIC CO       COM   61945A107      3,461   202,900 SH SOLE    0      202,900
MOTOROLA INC    COM   620076109     35,393 2,364,262 SH SOLE    0    2,364,262
MOVADO GROUP I  COM   624580106        628    33,920 SH SOLE    0       33,920
MOVIE GALLERY   COM   624581104      2,791    97,300 SH SOLE    0       97,300
MPS GROUP INC   COM   553409103      1,792   170,500 SH SOLE    0      170,500
MRO SOFTWARE I  COM   55347W105      1,598   113,890 SH SOLE    0      113,890
MSC INDL DIREC  CL A  553530106      1,662    54,400 SH SOLE    0       54,400
MTC TECHNOLOGI  COM   55377A106        456    14,020 SH SOLE    0       14,020
MTS SYS CORP    COM   553777103      2,822    97,200 SH SOLE    0       97,200
MUELLER INDS I  COM   624756102      3,544   125,900 SH SOLE    0      125,900
MULTIMEDIA GAM  COM   625453105        748    96,400 SH SOLE    0       96,400
MURPHY OIL COR  COM   626717102     14,345   145,300 SH SOLE    0      145,300
MYERS INDS INC  COM   628464109      2,155   152,736 SH SOLE    0      152,736
NABORS INDUSTR  SHS   G6359F103      9,972   168,620 SH SOLE    0      168,620
NAM TAI ELECTR  COM   629865205      1,311    49,300 SH SOLE    0       49,300
NAPSTER INC     COM   630797108        958   147,116 SH SOLE    0      147,116
NARA BANCORP I  COM   63080P105      1,597   113,650 SH SOLE    0      113,650
NASH FINCH CO   COM   631158102      2,951    77,670 SH SOLE    0       77,670
NATIONAL CITY   COM   635405103     19,329   576,991 SH SOLE    0      576,991
NATIONAL FINL   COM   63607P208      2,882    72,400 SH SOLE    0       72,400
NATIONAL FUEL   COM   636180101      4,406   154,100 SH SOLE    0      154,100
NATIONAL HEALT  COM   63633D104        909    35,000 SH SOLE    0       35,000
NATIONAL INSTR  COM   636518102      2,994   110,700 SH SOLE    0      110,700
NATIONAL OILWE  COM   637071101     41,856   896,282 SH SOLE    0      896,282
NATIONAL PENN   COM   637138108      1,155    47,000 SH SOLE    0       47,000
NATIONAL PREST  COM   637215104        806    20,000 SH SOLE    0       20,000
NATIONAL SEMIC  COM   637640103      7,194   349,050 SH SOLE    0      349,050
NATIONWIDE HEA  COM   638620104      4,226   209,100 SH SOLE    0      209,100
NATURES SUNSHI  COM   639027101        800    46,600 SH SOLE    0       46,600
NATUS MEDICAL   COM   639050103        636    76,100 SH SOLE    0       76,100
NATUZZI S P A   ADR   63905A101        847    81,520 SH SOLE    0       81,520
NAUTILUS INC    COM   63910B102      3,861   162,500 SH SOLE    0      162,500
NAVIGANT CONSU  COM   63935N107      7,078   259,950 SH SOLE    0      259,950
NAVIGATORS GRO  COM   638904102        858    25,890 SH SOLE    0       25,890
NAVISTAR INTL   COM   63934E108      2,404    66,050 SH SOLE    0       66,050
NAVTEQ CORP     COM   63936L100        997    23,000 SH SOLE    0       23,000
NBTY INC        COM   628782104      6,335   252,480 SH SOLE    0      252,480
NCI BUILDING S  COM   628852105      3,092    80,100 SH SOLE    0       80,100
NCO GROUP INC   COM   628858102      2,156   110,300 SH SOLE    0      110,300
NCR CORP NEW    COM   62886E108      6,339   187,880 SH SOLE    0      187,880
NDCHEALTH CORP  COM   639480102      3,982   249,200 SH SOLE    0      249,200
NEENAH PAPER I  COM   640079109      2,216    65,920 SH SOLE    0       65,920
NEIMAN MARCUS   CL A  640204202      7,449    81,400 SH SOLE    0       81,400
NELSON THOMAS   COM   640376109      1,919    81,130 SH SOLE    0       81,130
NEOGEN CORP     COM   640491106        852    57,587 SH SOLE    0       57,587
NEOWARE SYS IN  COM   64065P102        353    33,780 SH SOLE    0       33,780
NESS TECHNOLOG  COM   64104X108        461    38,510 SH SOLE    0       38,510
NETGEAR INC     COM   64111Q104      1,826   121,040 SH SOLE    0      121,040
NETLOGIC MICRO  COM   64118B100        438    35,270 SH SOLE    0       35,270
NETWORK APPLIA  COM   64120L104      9,865   356,640 SH SOLE    0      356,640
NETWORK EQUIP   COM   641208103        484    85,900 SH SOLE    0       85,900
NEUROGEN CORP   COM   64124E106        200    28,300 SH SOLE    0       28,300
NEVADA GOLD &   COM   64126Q206        306    23,900 SH SOLE    0       23,900
NEW CENTURY FI  COM   6435EV108     10,094   215,600 SH SOLE    0      215,600
NEW JERSEY RES  COM   646025106      3,987    91,600 SH SOLE    0       91,600
NEW PLAN EXCEL  COM   648053106      5,891   234,600 SH SOLE    0      234,600
NEW YORK & CO   COM   649295102      1,276    63,600 SH SOLE    0       63,600
NEW YORK CMNTY  COM   649445103      8,037   442,567 SH SOLE    0      442,567
NEW YORK TIMES  CL A  650111107      5,136   140,402 SH SOLE    0      140,402
NEWELL RUBBERM  COM   651229106      5,692   259,445 SH SOLE    0      259,445
NEWFIELD EXPL   COM   651290108      9,468   127,500 SH SOLE    0      127,500
NEWMONT MINING  COM   651639106     18,783   444,557 SH SOLE    0      444,557
NEWPARK RES IN  COM   651718504        789   134,000 SH SOLE    0      134,000
NEWPORT CORP    COM   651824104      2,899   200,100 SH SOLE    0      200,100
NEWS CORP       CL A  65248E104     46,823 2,767,300 SH SOLE    0    2,767,300
NEXTEL COMMUNI  CL A  65332V103     31,220 1,098,516 SH SOLE    0    1,098,516
NEXTEL PARTNER  CL A  65333F107      3,946   180,000 SH SOLE    0      180,000
NICOR INC       COM   654086107      1,547    41,697 SH SOLE    0       41,697
NII HLDGS INC   CL B  62913F201      6,101   106,100 SH SOLE    0      106,100
NIKE INC        CL B  654106103     18,417   221,068 SH SOLE    0      221,068
NIKU CORP       COM   654113703      2,469   136,800 SH SOLE    0      136,800
NISOURCE INC    COM   65473P105      5,947   260,952 SH SOLE    0      260,952
NITROMED INC    COM   654798503      1,547    89,350 SH SOLE    0       89,350
NMS COMMUNICAT  COM   629248105        375    87,360 SH SOLE    0       87,360
NN INC          COM   629337106        777    63,090 SH SOLE    0       63,090
NOBLE CORPORAT  SHS   G65422100      9,515   169,280 SH SOLE    0      169,280
NOBLE ENERGY I  COM   655044105      6,680    98,200 SH SOLE    0       98,200
NOKIA CORP      ADR   654902204      7,902   512,102 SH SOLE    0      512,102
NORDSON CORP    COM   655663102      2,007    54,500 SH SOLE    0       54,500
NORDSTROM INC   COM   655664100      6,719   121,328 SH SOLE    0      121,328
NORFOLK SOUTHE  COM   655844108     14,270   385,156 SH SOLE    0      385,156
NORTEL NETWORK  CONV  656568AB8      3,931 4,250,000 SH SOLE    0    4,250,000
NORTEL NETWORK  COM   656568102        205    75,000 SH SOLE    0       75,000
NORTH AMERN SC  COM   65715D100        312    86,800 SH SOLE    0       86,800
NORTH CENT BAN  COM   658418108        275     6,800 SH SOLE    0        6,800
NORTH FORK BAN  COM   659424105     13,661   492,449 SH SOLE    0      492,449
NORTHEAST UTIL  COM   664397106      4,112   213,400 SH SOLE    0      213,400
NORTHERN TR CO  COM   665859104      8,502   195,718 SH SOLE    0      195,718
NORTHROP GRUMM  COM   666807102     19,487   361,004 SH SOLE    0      361,004
NORTHWEST NAT   COM   667655104      3,436    95,000 SH SOLE    0       95,000
NORTHWESTERN C  COM   668074305        601    22,800 SH SOLE    0       22,800
NOVAMED INC DE  COM   66986W108        960   166,950 SH SOLE    0      166,950
NOVATEL WIRELE  COM   66987M604        383    35,640 SH SOLE    0       35,640
NOVELL INC      COM   670006105      2,176   365,088 SH SOLE    0      365,088
NOVELLUS SYS I  COM   670008101      5,167   193,290 SH SOLE    0      193,290
NOVEN PHARMACE  COM   670009109      1,574    92,790 SH SOLE    0       92,790
NPS PHARMACEUT  COM   62936P103        790    62,570 SH SOLE    0       62,570
NSTAR           COM   67019E107      4,811    88,600 SH SOLE    0       88,600
NTL INC DEL     COM   62940M104     22,707   356,628 SH SOLE    0      356,628
NU HORIZONS EL  COM   669908105      1,787   249,900 SH SOLE    0      249,900
NU SKIN ENTERP  CL A  67018T105      3,568   158,500 SH SOLE    0      158,500
NUCOR CORP      COM   670346105     10,159   176,496 SH SOLE    0      176,496
NVIDIA CORP     COM   67066G104      3,724   156,740 SH SOLE    0      156,740
NVR INC         COM   62944T105     17,820    22,700 SH SOLE    0       22,700
NYFIX INC       COM   670712108        573   105,900 SH SOLE    0      105,900
O CHARLEYS INC  COM   670823103      2,334   107,370 SH SOLE    0      107,370
O I CORP        COM   670841105        241    22,100 SH SOLE    0       22,100
O REILLY AUTOM  COM   686091109      5,510   111,240 SH SOLE    0      111,240
OAK HILL FINL   COM   671337103        414    12,300 SH SOLE    0       12,300
OCA INC         COM   67083Q101      1,076   253,070 SH SOLE    0      253,070
OCCIDENTAL PET  COM   674599105     28,143   395,431 SH SOLE    0      395,431
OCEANEERING IN  COM   675232102      4,508   120,200 SH SOLE    0      120,200
ODYSSEY HEALTH  COM   67611V101      1,918   163,130 SH SOLE    0      163,130
OFFICE DEPOT I  COM   676220106      6,752   304,440 SH SOLE    0      304,440
OFFICEMAX INC   COM   67622P101      2,772    82,753 SH SOLE    0       82,753
OFFSHORE LOGIS  COM   676255102      5,325   159,800 SH SOLE    0      159,800
OGE ENERGY COR  COM   670837103      4,032   149,600 SH SOLE    0      149,600
OHIO CAS CORP   COM   677240103      3,647   158,700 SH SOLE    0      158,700
OIL STS INTL I  COM   678026105      6,553   318,900 SH SOLE    0      318,900
OIL SVC HOLDRS  ADR   678002106      1,805    18,770 SH SOLE    0       18,770
OLD DOMINION F  COM   679580100      2,065    66,300 SH SOLE    0       66,300
OLD REP INTL C  COM   680223104      7,154   307,150 SH SOLE    0      307,150
OLD SECOND BAN  COM   680277100      1,252    41,500 SH SOLE    0       41,500
OLIN CORP       COM   680665205      3,733   167,390 SH SOLE    0      167,390
OM GROUP INC    COM   670872100      2,969    97,600 SH SOLE    0       97,600
OMEGA HEALTHCA  COM   681936100        287    26,100 SH SOLE    0       26,100
OMI CORP NEW    COM   Y6476W104      1,386    72,400 SH SOLE    0       72,400
OMNICARE INC    COM   681904108      6,140   173,200 SH SOLE    0      173,200
OMNICOM GROUP   COM   681919106     15,995   180,696 SH SOLE    0      180,696
OMNIVISION TEC  COM   682128103      1,192    78,700 SH SOLE    0       78,700
OMNOVA SOLUTIO  COM   682129101      1,557   290,000 SH SOLE    0      290,000
ON ASSIGNMENT   COM   682159108        444    87,000 SH SOLE    0       87,000
ON SEMICONDUCT  COM   682189105      3,911   990,200 SH SOLE    0      990,200
ONEOK INC NEW   COM   682680103      5,340   173,260 SH SOLE    0      173,260
ONYX PHARMACEU  COM   683399109        683    21,800 SH SOLE    0       21,800
OPEN JT STK CO  ADR   68370R109      1,428    41,500 SH SOLE    0       41,500
OPEN SOLUTIONS  COM   68371P102        970    48,900 SH SOLE    0       48,900
OPENWAVE SYS I  COM   683718308      2,890   237,100 SH SOLE    0      237,100
OPNET TECHNOLO  COM   683757108        854   102,100 SH SOLE    0      102,100
OPSWARE INC     COM   68383A101      2,518   487,900 SH SOLE    0      487,900
OPTIMAL GROUP   CL A  68388R208        296    16,300 SH SOLE    0       16,300
OPTION CARE IN  COM   683948103      2,558   124,220 SH SOLE    0      124,220
ORACLE CORP     COM   68389X105     55,575 4,453,120 SH SOLE    0    4,453,120
ORBITAL SCIENC  COM   685564106        961    99,300 SH SOLE    0       99,300
ORCHID BIOSCIE  COM   68571P506        247    21,000 SH SOLE    0       21,000
ORIENTAL FINL   COM   68618W100      3,617   154,440 SH SOLE    0      154,440
ORLEANS HOMEBU  COM   686588104        265    14,400 SH SOLE    0       14,400
ORTHOLOGIC COR  COM   68750J107        314    62,100 SH SOLE    0       62,100
OSHKOSH B GOSH  CL A  688222207      1,889    61,950 SH SOLE    0       61,950
OSHKOSH TRUCK   COM   688239201     15,709   191,600 SH SOLE    0      191,600
OSTEOTECH INC   COM   688582105        223    59,100 SH SOLE    0       59,100
OUTBACK STEAKH  COM   689899102      5,472   119,500 SH SOLE    0      119,500
OVERNITE CORP   COM   690322102      1,180    36,900 SH SOLE    0       36,900
OVERSEAS SHIPH  COM   690368105      4,762    75,700 SH SOLE    0       75,700
OWENS & MINOR   COM   690732102      3,698   136,200 SH SOLE    0      136,200
OXFORD INDS IN  COM   691497309      1,928    52,700 SH SOLE    0       52,700
P F CHANGS CHI  COM   69333Y108      5,878    98,300 SH SOLE    0       98,300
PACCAR INC      COM   693718108     12,995   179,507 SH SOLE    0      179,507
PACER INTL INC  COM   69373H106      1,106    46,300 SH SOLE    0       46,300
PACIFIC PREMIE  COM   69478X105      1,351   122,816 SH SOLE    0      122,816
PACIFIC SUNWEA  COM   694873100      7,378   263,690 SH SOLE    0      263,690
PACIFICARE HEA  COM   695112102     10,188   178,994 SH SOLE    0      178,994
PACKAGING CORP  COM   695156109      3,425   141,000 SH SOLE    0      141,000
PACKAGING DYNA  COM   695160101      1,579   112,900 SH SOLE    0      112,900
PACTIV CORP     COM   695257105      3,505   150,125 SH SOLE    0      150,125
PAC-WEST TELEC  COM   69371Y101        201   122,402 SH SOLE    0      122,402
PALL CORP       COM   696429307      3,206   118,228 SH SOLE    0      118,228
PANERA BREAD C  CL A  69840W108      8,604   152,200 SH SOLE    0      152,200
PANTRY INC      COM   698657103      2,320    74,900 SH SOLE    0       74,900
PAPA JOHNS INT  COM   698813102      1,694    48,800 SH SOLE    0       48,800
PAR PHARMACEUT  COM   69888P106      2,986    89,300 SH SOLE    0       89,300
PARADYNE NETWO  COM   69911G107        124    59,544 SH SOLE    0       59,544
PARAGON TECHNO  COM   69912T108      1,520   173,500 SH SOLE    0      173,500
PARALLEL PETE   COM   699157103        408    55,500 SH SOLE    0       55,500
PARAMETRIC TEC  COM   699173100      1,415   253,097 SH SOLE    0      253,097
PAREXEL INTL C  COM   699462107      2,122    90,300 SH SOLE    0       90,300
PARK ELECTROCH  COM   700416209      1,319    65,100 SH SOLE    0       65,100
PARK OHIO HLDG  COM   700666100        329    17,540 SH SOLE    0       17,540
PARKER DRILLIN  COM   701081101      1,961   341,000 SH SOLE    0      341,000
PARKER HANNIFI  COM   701094104      6,884   112,994 SH SOLE    0      112,994
PARKWAY PPTYS   COM   70159Q104      5,011   107,300 SH SOLE    0      107,300
PARLUX FRAGRAN  COM   701645103        443    20,450 SH SOLE    0       20,450
PARTNERRE LTD   COM   G6852T105        213     3,300 SH SOLE    0        3,300
PATINA OIL & G  COM   703224105     12,398   309,940 SH SOLE    0      309,940
PATTERSON COMP  COM   703395103     11,409   228,400 SH SOLE    0      228,400
PATTERSON UTI   COM   703481101     37,845 1,512,610 SH SOLE    0    1,512,610
PAXAR CORP      COM   704227107      3,858   180,800 SH SOLE    0      180,800
PAYCHEX INC     COM   704326107     11,232   342,225 SH SOLE    0      342,225
PAYLESS SHOESO  COM   704379106      1,787   113,202 SH SOLE    0      113,202
PC MALL INC     COM   69323K100      1,490   120,000 SH SOLE    0      120,000
PC-TEL INC      COM   69325Q105        499    67,800 SH SOLE    0       67,800
PDI INC         COM   69329V100        410    20,000 SH SOLE    0       20,000
PEABODY ENERGY  COM   704549104     11,321   244,200 SH SOLE    0      244,200
PEC SOLUTIONS   COM   705107100        931    73,980 SH SOLE    0       73,980
PEDIATRIX MED   COM   705324101      5,377    78,400 SH SOLE    0       78,400
PEETS COFFEE &  COM   705560100      3,252   131,930 SH SOLE    0      131,930
PEGASUS SOLUTI  COM   705906105      1,258   106,420 SH SOLE    0      106,420
PENFORD CORP    COM   707051108        661    40,180 SH SOLE    0       40,180
PENN ENGR & MF  COM   707389300        537    29,750 SH SOLE    0       29,750
PENN NATL GAMI  COM   707569109      4,959   168,800 SH SOLE    0      168,800
PENN VA CORP    COM   707882106      4,414    96,170 SH SOLE    0       96,170
PENNEY J C INC  COM   708160106     15,720   302,774 SH SOLE    0      302,774
PENNSYLVANIA R  COM   709102107        790    19,600 SH SOLE    0       19,600
PENTAIR INC     COM   709631105      7,933   203,400 SH SOLE    0      203,400
PEOPLES ENERGY  COM   711030106      1,488    35,502 SH SOLE    0       35,502
PEOPLESUPPORT   COM   712714302      2,746   312,000 SH SOLE    0      312,000
PEP BOYS MANNY  COM   713278109      3,460   196,826 SH SOLE    0      196,826
PEPCO HOLDINGS  COM   713291102      6,557   312,400 SH SOLE    0      312,400
PEPSI BOTTLING  COM   713409100      5,608   201,351 SH SOLE    0      201,351
PEPSIAMERICAS   COM   71343P200      5,025   221,770 SH SOLE    0      221,770
PEPSICO INC     COM   713448108     88,293 1,664,959 SH SOLE    0    1,664,959
PERFICIENT INC  COM   71375U101      1,870   243,230 SH SOLE    0      243,230
PERFORMANCE FO  COM   713755106      8,216   296,820 SH SOLE    0      296,820
PERICOM SEMICO  COM   713831105        782    91,300 SH SOLE    0       91,300
PERINI CORP     COM   713839108        604    43,770 SH SOLE    0       43,770
PERKINELMER IN  COM   714046109      3,697   179,198 SH SOLE    0      179,198
PEROT SYS CORP  CL A  714265105      1,246    92,700 SH SOLE    0       92,700
PERRIGO CO      COM   714290103      4,020   209,900 SH SOLE    0      209,900
PER-SE TECHNOL  COM   713569309      2,252   146,700 SH SOLE    0      146,700
PETCO ANIMAL S  COM   716016209      3,205    87,060 SH SOLE    0       87,060
PETMED EXPRESS  COM   716382106      2,491   336,160 SH SOLE    0      336,160
PETROLEO BRASI  ADR   71654V101     14,923   387,920 SH SOLE    0      387,920
PETROLEO BRASI  ADR   71654V408     74,954 1,696,549 SH SOLE    0    1,696,549
PETROLEUM DEV   COM   716578109      2,148    57,000 SH SOLE    0       57,000
PETROQUEST ENE  COM   716748108        762   114,760 SH SOLE    0      114,760
PETSMART INC    COM   716768106      8,312   289,100 SH SOLE    0      289,100
PFIZER INC      COM   717081103    192,771 7,338,066 SH SOLE    0    7,338,066
PG&E CORP       COM   69331C108     12,374   362,877 SH SOLE    0      362,877
PHARMACEUTICAL  COM   717124101     10,907   225,110 SH SOLE    0      225,110
PHARMACOPEIA D  COM   7171EP101        214    42,550 SH SOLE    0       42,550
PHELPS DODGE C  COM   717265102     12,121   119,147 SH SOLE    0      119,147
PHILADELPHIA C  COM   717528103      7,513    96,900 SH SOLE    0       96,900
PHILLIPS VAN H  COM   718592108      3,133   117,600 SH SOLE    0      117,600
PHOENIX TECHNO  COM   719153108      2,984   313,470 SH SOLE    0      313,470
PHOTON DYNAMIC  COM   719364101      2,047   107,394 SH SOLE    0      107,394
PHOTRONICS INC  COM   719405102      2,038   112,600 SH SOLE    0      112,600
PIEDMONT NAT G  COM   720186105      6,076   263,700 SH SOLE    0      263,700
PIER 1 IMPORTS  COM   720279108      2,618   143,600 SH SOLE    0      143,600
PINNACLE AIRL   COM   723443107        539    50,750 SH SOLE    0       50,750
PINNACLE ENTMT  COM   723456109      2,290   137,100 SH SOLE    0      137,100
PINNACLE SYS I  COM   723481107      1,343   240,300 SH SOLE    0      240,300
PINNACLE WEST   COM   723484101      3,669    86,320 SH SOLE    0       86,320
PIONEER DRILLI  COM   723655106      3,762   273,220 SH SOLE    0      273,220
PIONEER NAT RE  COM   723787107     10,287   240,800 SH SOLE    0      240,800
PIPER JAFFRAY   COM   724078100      2,605    71,200 SH SOLE    0       71,200
PITNEY BOWES I  COM   724479100     10,567   234,192 SH SOLE    0      234,192
PIXAR           COM   725811103        888     9,100 SH SOLE    0        9,100
PIXELWORKS INC  COM   72581M107        978   120,000 SH SOLE    0      120,000
PLACER SIERRA   COM   726079106      4,040   175,900 SH SOLE    0      175,900
PLAINS EXPL& P  COM   726505100      7,356   210,764 SH SOLE    0      210,764
PLANAR SYS INC  COM   726900103        456    50,500 SH SOLE    0       50,500
PLANTRONICS IN  COM   727493108      3,385    88,900 SH SOLE    0       88,900
PLATINUM UNDER  COM   G7127P100      4,742   159,670 SH SOLE    0      159,670
PLATO LEARNING  COM   72764Y100        226    29,000 SH SOLE    0       29,000
PLAYBOY ENTERP  CL B  728117300      1,305   101,200 SH SOLE    0      101,200
PLAYTEX PRODS   COM   72813P100      1,332   148,000 SH SOLE    0      148,000
PLEXUS CORP     COM   729132100        829    72,000 SH SOLE    0       72,000
PLUM CREEK TIM  COM   729251108      6,172   172,880 SH SOLE    0      172,880
PMC-SIERRA INC  COM   69344F106      2,792   317,280 SH SOLE    0      317,280
PMI GROUP INC   COM   69344M101      5,945   156,400 SH SOLE    0      156,400
PNC FINL SVCS   COM   693475105     14,001   271,964 SH SOLE    0      271,964
PNM RES INC     COM   69349H107      9,225   345,750 SH SOLE    0      345,750
POGO PRODUCING  COM   730448107      6,150   124,900 SH SOLE    0      124,900
POLARIS INDS I  COM   731068102     12,166   173,224 SH SOLE    0      173,224
POLYCOM INC     COM   73172K104      2,765   163,100 SH SOLE    0      163,100
POLYMEDICA COR  COM   731738100      3,351   105,500 SH SOLE    0      105,500
POLYONE CORP    COM   73179P106      2,805   315,900 SH SOLE    0      315,900
POPE & TALBOT   COM   732827100      1,417    80,598 SH SOLE    0       80,598
PORTALPLAYER I  COM   736187204      1,542    67,540 SH SOLE    0       67,540
POSCO           ADR   693483109      3,658    74,100 SH SOLE    0       74,100
POSSIS MEDICAL  COM   737407106        502    60,000 SH SOLE    0       60,000
POST PPTYS INC  COM   737464107     28,228   909,400 SH SOLE    0      909,400
POTLATCH CORP   COM   737628107      2,350    49,928 SH SOLE    0       49,928
POWER INTEGRAT  COM   739276103      2,231   106,800 SH SOLE    0      106,800
POWERWAVE TECH  COM   739363109      2,043   263,900 SH SOLE    0      263,900
PPG INDS INC    COM   693506107     12,775   178,622 SH SOLE    0      178,622
PPL CORP        COM   69351T106      9,946   184,222 SH SOLE    0      184,222
PRAXAIR INC     COM   74005P104     16,433   343,356 SH SOLE    0      343,356
PRE PAID LEGAL  COM   740065107      1,604    47,400 SH SOLE    0       47,400
PRECISION CAST  COM   740189105      8,456   109,800 SH SOLE    0      109,800
PREMIERE GLOBA  COM   740585104        383    33,800 SH SOLE    0       33,800
PRESIDENTIAL L  COM   740884101      1,431    87,900 SH SOLE    0       87,900
PRG-SCHULTZ IN  COM   69357C107        735   147,000 SH SOLE    0      147,000
PRICE T ROWE G  COM   74144T108      8,471   142,660 SH SOLE    0      142,660
PRICELINE COM   COM   741503403      1,678    66,580 SH SOLE    0       66,580
PRIDE INTL INC  COM   74153Q102      7,598   305,860 SH SOLE    0      305,860
PRINCETON NATL  COM   742282106        300    10,000 SH SOLE    0       10,000
PRINCIPAL FINA  COM   74251V102     11,202   291,040 SH SOLE    0      291,040
PRIORITY HEALT  CL B  74264T102      3,858   178,360 SH SOLE    0      178,360
PRIVATEBANCORP  COM   742962103      2,868    91,300 SH SOLE    0       91,300
PROASSURANCE C  COM   74267C106      7,264   183,900 SH SOLE    0      183,900
PROCTER & GAMB  COM   742718109    123,191 2,324,364 SH SOLE    0    2,324,364
PROGRESS ENERG  COM   743263105      9,973   237,728 SH SOLE    0      237,728
PROGRESS SOFTW  COM   743312100      6,697   255,400 SH SOLE    0      255,400
PROGRESSIVE CO  COM   743315103     17,674   192,606 SH SOLE    0      192,606
PROLOGIS        COM   743410102     87,092 2,347,500 SH SOLE    0    2,347,500
PROQUEST COMPA  COM   74346P102        889    24,600 SH SOLE    0       24,600
PROSPERITY BAN  COM   743606105      1,462    55,200 SH SOLE    0       55,200
PROTECTIVE LIF  COM   743674103      6,571   167,200 SH SOLE    0      167,200
PROTEIN DESIGN  COM   74369L103      2,801   175,200 SH SOLE    0      175,200
PROVIDE COMM I  COM   74373W103      1,616    55,940 SH SOLE    0       55,940
PROVIDENCE SVC  COM   743815102      1,939    83,400 SH SOLE    0       83,400
PROVIDENT BANC  COM   74383A109        503    41,100 SH SOLE    0       41,100
PROVIDENT BANK  COM   743859100      3,755   113,915 SH SOLE    0      113,915
PROVIDENT FINL  COM   743868101        223     7,500 SH SOLE    0        7,500
PROVIDENT FINL  COM   74386T105        869    50,800 SH SOLE    0       50,800
PROVIDIAN FINL  CONV  74406AAA0      1,029 1,030,000 SH SOLE    0    1,030,000
PROVIDIAN FINL  COM   74406A102      4,718   274,930 SH SOLE    0      274,930
PROVINCE HEALT  COM   743977100      4,127   171,300 SH SOLE    0      171,300
PRUDENTIAL FIN  COM   744320102     29,133   507,540 SH SOLE    0      507,540
PS BUSINESS PK  COM   69360J107      3,486    86,500 SH SOLE    0       86,500
PSS WORLD MED   COM   69366A100      2,554   224,600 SH SOLE    0      224,600
PSYCHIATRIC SO  COM   74439H108      2,332    50,700 SH SOLE    0       50,700
PUBLIC STORAGE  COM   74460D109      9,401   165,100 SH SOLE    0      165,100
PUBLIC SVC ENT  COM   744573106     12,471   229,292 SH SOLE    0      229,292
PUGET ENERGY I  COM   745310102      3,661   166,088 SH SOLE    0      166,088
PULTE HOMES IN  COM   745867101      9,189   124,799 SH SOLE    0      124,799
PXRE GROUP LTD  COM   G73018106      1,177    45,900 SH SOLE    0       45,900
QAD INC         COM   74727D108      1,654   200,000 SH SOLE    0      200,000
QLOGIC CORP     COM   747277101      6,860   169,380 SH SOLE    0      169,380
QUADRAMED CORP  COM   74730W101        919   588,801 SH SOLE    0      588,801
QUAKER CHEM CO  COM   747316107        684    33,300 SH SOLE    0       33,300
QUALCOMM INC    COM   747525103     59,656 1,628,620 SH SOLE    0    1,628,620
QUALITY SYS IN  COM   747582104        527    12,440 SH SOLE    0       12,440
QUANEX CORP     COM   747620102      5,631   105,600 SH SOLE    0      105,600
QUANTA SVCS IN  COM   74762E102      1,234   161,700 SH SOLE    0      161,700
QUEST DIAGNOST  COM   74834L100      9,621    91,515 SH SOLE    0       91,515
QUEST SOFTWARE  COM   74834T103      1,619   117,000 SH SOLE    0      117,000
QUESTAR CORP    COM   748356102      8,342   140,800 SH SOLE    0      140,800
QUIKSILVER INC  COM   74838C106      6,456   222,400 SH SOLE    0      222,400
QUINTON CARDIO  COM   748773108        423    51,001 SH SOLE    0       51,001
QWEST COMMUNIC  COM   749121109      5,981 1,616,600 SH SOLE    0    1,616,600
R & G FINANCIA  CL B  749136107      1,069    34,300 SH SOLE    0       34,300
RADIAN GROUP I  COM   750236101      7,020   147,052 SH SOLE    0      147,052
RADIANT SYSTEM  COM   75025N102        802    81,800 SH SOLE    0       81,800
RADIATION THER  COM   750323206        360    18,948 SH SOLE    0       18,948
RADIOSHACK COR  COM   750438103      3,722   151,918 SH SOLE    0      151,918
RADISYS CORP    COM   750459109      2,976   210,180 SH SOLE    0      210,180
RADYNE COMSTRE  COM   750611402      1,307   160,000 SH SOLE    0      160,000
RAE SYS INC     COM   75061P102        514   167,300 SH SOLE    0      167,300
RAILAMERICA IN  COM   750753105      3,356   268,900 SH SOLE    0      268,900
RALCORP HLDGS   COM   751028101      7,922   167,300 SH SOLE    0      167,300
RANGE RES CORP  COM   75281A109      7,961   340,800 SH SOLE    0      340,800
RARE HOSPITALI  COM   753820109      9,960   322,550 SH SOLE    0      322,550
RAVEN INDS INC  COM   754212108      1,650    80,790 SH SOLE    0       80,790
RAYMOND JAMES   COM   754730109      3,545   117,000 SH SOLE    0      117,000
RAYONIER INC    COM   754907103      4,135    83,483 SH SOLE    0       83,483
RAYOVAC CORP    COM   755081106      7,114   171,000 SH SOLE    0      171,000
RAYTHEON CO     COM   755111507     18,615   481,010 SH SOLE    0      481,010
RCM TECHNOLOGI  COM   749360400        124    24,541 SH SOLE    0       24,541
READERS DIGEST  COM   755267101      2,865   165,500 SH SOLE    0      165,500
RECKSON ASSOCS  COM   75621K106     64,567 2,103,150 SH SOLE    0    2,103,150
RED HAT INC     COM   756577102      1,012    92,800 SH SOLE    0       92,800
RED ROBIN GOUR  COM   75689M101      2,096    41,170 SH SOLE    0       41,170
REDBACK NETWOR  COM   757209507      1,618   270,600 SH SOLE    0      270,600
REEBOK INTL LT  COM   758110100     20,131   454,432 SH SOLE    0      454,432
REGAL BELOIT C  COM   758750103      3,898   135,400 SH SOLE    0      135,400
REGENCY CTRS C  COM   758849103      6,873   144,300 SH SOLE    0      144,300
REGENERATION T  COM   75886N100        700    67,900 SH SOLE    0       67,900
REGENERON PHAR  COM   75886F107        840   164,400 SH SOLE    0      164,400
REGENT COMMUNI  COM   758865109      1,281   239,400 SH SOLE    0      239,400
REGIONS FINANC  COM   7591EP100     14,603   450,715 SH SOLE    0      450,715
REGIS CORP MIN  COM   758932107      3,311    80,900 SH SOLE    0       80,900
REHABCARE GROU  COM   759148109      4,485   156,230 SH SOLE    0      156,230
REINSURANCE GR  COM   759351109      2,844    66,800 SH SOLE    0       66,800
RELIANCE STEEL  COM   759509102      4,085   102,100 SH SOLE    0      102,100
REMINGTON OIL   COM   759594302      4,403   139,700 SH SOLE    0      139,700
REMOTE DYNAMIC  COM   75962A105         56    53,469 SH SOLE    0       53,469
RENAISSANCE LE  COM   75968L105        278    16,250 SH SOLE    0       16,250
RENAL CARE GRO  COM   759930100      4,276   112,700 SH SOLE    0      112,700
RENT A CTR INC  COM   76009N100     11,735   429,700 SH SOLE    0      429,700
RENTRAK CORP    COM   760174102        431    38,900 SH SOLE    0       38,900
REPUBLIC BANCO  COM   760282103      3,281   242,347 SH SOLE    0      242,347
REPUBLIC SVCS   COM   760759100      9,026   269,600 SH SOLE    0      269,600
RES-CARE INC    COM   760943100        509    40,660 SH SOLE    0       40,660
RESMED INC      COM   761152107      9,041   160,300 SH SOLE    0      160,300
RESOURCES CONN  COM   76122Q105      2,625   125,400 SH SOLE    0      125,400
RESPIRONICS IN  COM   761230101     11,976   205,518 SH SOLE    0      205,518
RETEK INC       COM   76128Q109      1,044    93,082 SH SOLE    0       93,082
REWARDS NETWOR  COM   761557107        295    70,800 SH SOLE    0       70,800
REYNOLDS & REY  CL A  761695105      2,614    96,600 SH SOLE    0       96,600
REYNOLDS AMERI  COM   761713106      9,029   112,040 SH SOLE    0      112,040
RF MICRODEVICE  COM   749941100      1,627   311,700 SH SOLE    0      311,700
RICHARDSON ELE  COM   763165107        393    38,291 SH SOLE    0       38,291
RIGGS NATL COR  COM   766570105      2,417   126,600 SH SOLE    0      126,600
RIVERVIEW BANC  COM   769397100        544    25,600 SH SOLE    0       25,600
RLI CORP        COM   749607107      3,295    79,500 SH SOLE    0       79,500
ROBBINS & MYER  COM   770196103      1,409    64,010 SH SOLE    0       64,010
ROBERT HALF IN  COM   770323103      4,368   162,020 SH SOLE    0      162,020
ROCK OF AGES C  CL A  772632105        921   139,500 SH SOLE    0      139,500
ROCK-TENN CO    CL A  772739207      1,527   114,800 SH SOLE    0      114,800
ROCKWELL AUTOM  COM   773903109      9,794   172,914 SH SOLE    0      172,914
ROCKWELL COLLI  COM   774341101      8,169   171,654 SH SOLE    0      171,654
ROCKY SHOES &   COM   774830103        489    18,430 SH SOLE    0       18,430
ROGERS COMMUNI  CL B  775109200        229     8,400 SH SOLE    0        8,400
ROGERS CORP     COM   775133101      3,304    82,600 SH SOLE    0       82,600
ROHM & HAAS CO  COM   775371107     10,434   217,374 SH SOLE    0      217,374
ROLLINS INC     COM   775711104      1,841    98,975 SH SOLE    0       98,975
ROPER INDS INC  COM   776696106      9,498   145,000 SH SOLE    0      145,000
ROSS STORES IN  COM   778296103     14,596   500,900 SH SOLE    0      500,900
ROWAN COS INC   COM   779382100     20,860   696,968 SH SOLE    0      696,968
ROYAL BANCSHAR  CL A  780081105      1,158    51,000 SH SOLE    0       51,000
ROYAL DUTCH PE  COM   780257804        420     7,000 SH SOLE    0        7,000
ROYAL GOLD INC  COM   780287108      2,091   114,100 SH SOLE    0      114,100
RPM INTL INC    COM   749685103      3,561   194,825 SH SOLE    0      194,825
RSA SEC INC     COM   749719100      1,832   115,600 SH SOLE    0      115,600
RTI INTL METAL  COM   74973W107      3,866   165,200 SH SOLE    0      165,200
RUBIOS RESTAUR  COM   78116B102        307    30,700 SH SOLE    0       30,700
RUBY TUESDAY I  COM   781182100      2,589   106,600 SH SOLE    0      106,600
RUDDICK CORP    COM   781258108      1,722    74,400 SH SOLE    0       74,400
RUDOLPH TECHNO  COM   781270103      2,347   155,844 SH SOLE    0      155,844
RUSH ENTERPRIS  CL A  781846209        358    22,800 SH SOLE    0       22,800
RUSS BERRIE &   COM   782233100      1,111    58,000 SH SOLE    0       58,000
RUSSELL CORP    COM   782352108      2,032   112,400 SH SOLE    0      112,400
RYANS RESTAURA  COM   783520109      2,095   144,200 SH SOLE    0      144,200
RYDER SYS INC   COM   783549108      2,583    61,931 SH SOLE    0       61,931
RYERSON TULL I  COM   78375P107      1,673   132,030 SH SOLE    0      132,030
RYLAND GROUP I  COM   783764103      6,897   111,200 SH SOLE    0      111,200
S1 CORPORATION  COM   78463B101      1,845   265,900 SH SOLE    0      265,900
SABRE HLDGS CO  CL A  785905100      2,874   131,344 SH SOLE    0      131,344
SAFECO CORP     COM   786429100      5,924   121,621 SH SOLE    0      121,621
SAFEGUARD SCIE  COM   786449108         57    40,000 SH SOLE    0       40,000
SAFENET INC     COM   78645R107      1,847    63,025 SH SOLE    0       63,025
SAFEWAY INC     COM   786514208      7,805   421,200 SH SOLE    0      421,200
SAKS INC        COM   79377W108      4,194   232,337 SH SOLE    0      232,337
SALESFORCE COM  COM   79466L302      3,458   230,660 SH SOLE    0      230,660
SALIX PHARMACE  COM   795435106      2,078   126,010 SH SOLE    0      126,010
SANDERSON FARM  COM   800013104      3,548    82,100 SH SOLE    0       82,100
SANDISK CORP    COM   80004C101      7,528   270,800 SH SOLE    0      270,800
SANDS REGENT    COM   800091100        180    17,800 SH SOLE    0       17,800
SANMINA SCI CO  COM   800907107      2,567   491,688 SH SOLE    0      491,688
SAPIENT CORP    COM   803062108        212    28,900 SH SOLE    0       28,900
SARA LEE CORP   COM   803111103     16,830   759,455 SH SOLE    0      759,455
SAUL CTRS INC   COM   804395101      1,363    42,600 SH SOLE    0       42,600
SAVIENT PHARMA  COM   80517Q100        831   309,000 SH SOLE    0      309,000
SAXON CAP INC   COM   80556T106        439    25,500 SH SOLE    0       25,500
SBA COMMUNICAT  COM   78388J106      2,942   321,900 SH SOLE    0      321,900
SBC COMMUNICAT  COM   78387G103     75,529 3,188,243 SH SOLE    0    3,188,243
SBS TECHNOLOGI  COM   78387P103        778    69,789 SH SOLE    0       69,789
SCANA CORP NEW  COM   80589M102      8,278   216,600 SH SOLE    0      216,600
SCANSOURCE INC  COM   806037107      2,814    54,300 SH SOLE    0       54,300
SCBT FINANCIAL  COM   78401V102        799    26,605 SH SOLE    0       26,605
SCHEIN HENRY I  COM   806407102      5,157   143,900 SH SOLE    0      143,900
SCHERING PLOUG  COM   806605101     25,908 1,427,426 SH SOLE    0    1,427,426
SCHLUMBERGER L  COM   806857108     39,985   567,327 SH SOLE    0      567,327
SCHOLASTIC COR  COM   807066105      5,312   144,000 SH SOLE    0      144,000
SCHOOL SPECIAL  COM   807863105      3,462    88,400 SH SOLE    0       88,400
SCHULMAN A INC  COM   808194104      1,838   105,500 SH SOLE    0      105,500
SCHWAB CHARLES  COM   808513105     11,609 1,104,596 SH SOLE    0    1,104,596
SCHWEITZER-MAU  COM   808541106      3,727   111,100 SH SOLE    0      111,100
SCIENTIFIC ATL  COM   808655104      4,082   144,648 SH SOLE    0      144,648
SCIENTIFIC GAM  CL A  80874P109      1,656    72,490 SH SOLE    0       72,490
SCOTTISH RE GR  ORD   G7885T104      1,971    87,500 SH SOLE    0       87,500
SCOTTS CO       CL A  810186106      3,224    45,900 SH SOLE    0       45,900
SCP POOL CORP   COM   784028102      6,115   191,943 SH SOLE    0      191,943
SCPIE HLDGS IN  COM   78402P104        376    34,100 SH SOLE    0       34,100
SCS TRANSN INC  COM   81111T102        613    33,000 SH SOLE    0       33,000
SEA CONTAINERS  CL A  811371707      2,847   155,900 SH SOLE    0      155,900
SEACHANGE INTL  COM   811699107      1,274    98,350 SH SOLE    0       98,350
SEACOAST BKG C  COM   811707306        653    33,165 SH SOLE    0       33,165
SEACOR HOLDING  COM   811904101      4,016    63,000 SH SOLE    0       63,000
SEAGATE TECHNO  SHS   G7945J104        231    11,800 SH SOLE    0       11,800
SEALED AIR COR  COM   81211K100      4,133    79,576 SH SOLE    0       79,576
SECURITY BANK   COM   814047106      2,990    72,590 SH SOLE    0       72,590
SEI INVESTMENT  COM   784117103      6,860   189,700 SH SOLE    0      189,700
SELECT COMFORT  COM   81616X103      2,600   127,200 SH SOLE    0      127,200
SELECTIVE INS   COM   816300107      6,370   137,800 SH SOLE    0      137,800
SEMITOOL INC    COM   816909105      2,041   200,100 SH SOLE    0      200,100
SEMPRA ENERGY   COM   816851109      9,267   232,618 SH SOLE    0      232,618
SEMTECH CORP    COM   816850101      6,190   346,400 SH SOLE    0      346,400
SENSIENT TECHN  COM   81725T100      1,688    78,300 SH SOLE    0       78,300
SEPRACOR INC    COM   817315104     10,472   182,400 SH SOLE    0      182,400
SEQUA CORPORAT  CL A  817320104        721    13,900 SH SOLE    0       13,900
SERENA SOFTWAR  COM   817492101      4,184   176,100 SH SOLE    0      176,100
SFBC INTL INC   COM   784121105      2,033    57,700 SH SOLE    0       57,700
SHAW GROUP INC  COM   820280105      4,807   220,500 SH SOLE    0      220,500
SHERWIN WILLIA  COM   824348106      6,499   147,745 SH SOLE    0      147,745
SHOPKO STORES   COM   824911101      3,875   174,400 SH SOLE    0      174,400
SHUFFLE MASTER  COM   825549108      3,541   122,275 SH SOLE    0      122,275
SHURGARD STORA  COM   82567D104     87,837 2,143,400 SH SOLE    0    2,143,400
SI INTL INC     COM   78427V102        418    15,120 SH SOLE    0       15,120
SIEBEL SYS INC  COM   826170102      4,331   474,320 SH SOLE    0      474,320
SIERRA HEALTH   COM   826322109      6,400   100,250 SH SOLE    0      100,250
SIERRA PAC RES  COM   826428104      4,850   451,200 SH SOLE    0      451,200
SIFCO INDS INC  COM   826546103        191    42,900 SH SOLE    0       42,900
SIGMA ALDRICH   COM   826552101      3,999    65,289 SH SOLE    0       65,289
SIGMATEL INC    COM   82661W107      1,948    52,040 SH SOLE    0       52,040
SIGNATURE BK N  COM   82669G104      1,999    75,400 SH SOLE    0       75,400
SILICON IMAGE   COM   82705T102        291    28,900 SH SOLE    0       28,900
SILICON LABORA  COM   826919102      2,915    98,100 SH SOLE    0       98,100
SILICON VY BAN  COM   827064106      3,578    81,200 SH SOLE    0       81,200
SILICONIX INC   COM   827079203      1,757    49,800 SH SOLE    0       49,800
SIMON PPTY GRO  COM   828806109     32,190   531,371 SH SOLE    0      531,371
SIMPLETECH INC  COM   828823104        338    85,800 SH SOLE    0       85,800
SIMPSON MANUFA  COM   829073105      6,356   205,700 SH SOLE    0      205,700
SIRENZA MICROD  COM   82966T106      1,030   325,000 SH SOLE    0      325,000
SIRVA INC       COM   82967Y104        475    66,800 SH SOLE    0       66,800
SK TELECOM LTD  ADR   78440P108      8,415   426,700 SH SOLE    0      426,700
SKECHERS U S A  CL A  830566105      2,480   160,200 SH SOLE    0      160,200
SKYLINE CORP    COM   830830105      1,012    26,300 SH SOLE    0       26,300
SKYWEST INC     COM   830879102      6,113   328,850 SH SOLE    0      328,850
SKYWORKS SOLUT  COM   83088M102      3,428   539,900 SH SOLE    0      539,900
SL GREEN RLTY   COM   78440X101      1,973    35,100 SH SOLE    0       35,100
SLM CORP        COM   78442P106     20,612   413,560 SH SOLE    0      413,560
SM&A            COM   78465D105        215    26,000 SH SOLE    0       26,000
SMITH A O       COM   831865209      2,445    84,700 SH SOLE    0       84,700
SMITH INTL INC  COM   832110100     11,059   176,300 SH SOLE    0      176,300
SMITH MICRO SO  COM   832154108      1,712   350,000 SH SOLE    0      350,000
SMITHFIELD FOO  COM   832248108      6,326   200,500 SH SOLE    0      200,500
SMUCKER J M CO  COM   832696405      4,889    97,187 SH SOLE    0       97,187
SNAP ON INC     COM   833034101      1,747    54,946 SH SOLE    0       54,946
SOLECTRON CORP  COM   834182107      3,149   907,374 SH SOLE    0      907,374
SONIC AUTOMOTI  CL A  83545G102      2,796   123,100 SH SOLE    0      123,100
SONIC CORP      COM   835451105      8,502   254,550 SH SOLE    0      254,550
SONIC SOLUTION  COM   835460106      1,169    77,700 SH SOLE    0       77,700
SONOCO PRODS C  COM   835495102      4,748   164,560 SH SOLE    0      164,560
SONY CORP       ADR   835699307        480    12,000 SH SOLE    0       12,000
SOTHEBYS HLDGS  CL A  835898107      1,342    79,106 SH SOLE    0       79,106
SOURCE INTERLI  COM   836151209      1,338   118,900 SH SOLE    0      118,900
SOURCECORP      COM   836167106      1,094    54,300 SH SOLE    0       54,300
SOUTH FINL GRO  COM   837841105      7,469   244,567 SH SOLE    0      244,567
SOUTHERN CO     COM   842587107     22,878   718,759 SH SOLE    0      718,759
SOUTHERN UN CO  COM   844030106      8,387   334,021 SH SOLE    0      334,021
SOUTHSIDE BANC  COM   84470P109        228    10,925 SH SOLE    0       10,925
SOUTHWEST AIRL  COM   844741108     10,268   721,049 SH SOLE    0      721,049
SOUTHWEST BANC  COM   84476R109      5,226   284,800 SH SOLE    0      284,800
SOUTHWEST GAS   COM   844895102      2,998   124,100 SH SOLE    0      124,100
SOUTHWESTERN E  COM   845467109      9,905   174,500 SH SOLE    0      174,500
SOVEREIGN BANC  COM   845905108      8,875   400,500 SH SOLE    0      400,500
SOVRAN SELF ST  COM   84610H108      2,152    54,300 SH SOLE    0       54,300
SPATIALIGHT IN  COM   847248101        282    55,900 SH SOLE    0       55,900
SPDR TR         UNIT  78462F103     37,765   320,154 SH SOLE    0      320,154
SPECTRALINK CO  COM   847580107        937    66,370 SH SOLE    0       66,370
SPECTRASITE IN  COM   84761M104      1,856    32,020 SH SOLE    0       32,020
SPECTRUM CTL I  COM   847615101        423    56,600 SH SOLE    0       56,600
SPEEDWAY MOTOR  COM   847788106      1,535    43,010 SH SOLE    0       43,010
SPHERION CORP   COM   848420105      2,057   274,662 SH SOLE    0      274,662
SPINNAKER EXPL  COM   84855W109      3,731   105,000 SH SOLE    0      105,000
SPIRIT FIN COR  COM   848568309        161    14,800 SH SOLE    0       14,800
SPORTSMANS GUI  COM   848907200      2,345    89,700 SH SOLE    0       89,700
SPRINT CORP     COM   852061100     32,560 1,431,195 SH SOLE    0    1,431,195
SPSS INC        COM   78462K102      1,324    76,140 SH SOLE    0       76,140
SPX CORP        COM   784635104      5,406   124,906 SH SOLE    0      124,906
SS&C TECHNOLOG  COM   85227Q100      2,738   120,100 SH SOLE    0      120,100
ST JOE CO       COM   790148100      1,312    19,500 SH SOLE    0       19,500
ST JUDE MED IN  COM   790849103     12,500   347,228 SH SOLE    0      347,228
ST MARY LD & E  COM   792228108      5,323   106,350 SH SOLE    0      106,350
ST PAUL TRAVEL  COM   792860108     24,800   675,187 SH SOLE    0      675,187
STAGE STORES I  COM   85254C305      2,396    62,400 SH SOLE    0       62,400
STANCORP FINL   COM   852891100      4,264    50,300 SH SOLE    0       50,300
STANDARD COML   COM   853258101      1,469    79,000 SH SOLE    0       79,000
STANDARD MICRO  COM   853626109      1,722    99,200 SH SOLE    0       99,200
STANDARD MTR P  COM   853666105        605    51,700 SH SOLE    0       51,700
STANDARD PAC C  COM   85375C101     13,032   180,530 SH SOLE    0      180,530
STANDARD REGIS  COM   853887107      1,139    90,400 SH SOLE    0       90,400
STANDEX INTL C  COM   854231107      1,092    40,000 SH SOLE    0       40,000
STANLEY FURNIT  COM   854305208        667    14,110 SH SOLE    0       14,110
STANLEY WKS     COM   854616109      3,793    83,797 SH SOLE    0       83,797
STAPLES INC     COM   855030102     17,291   550,155 SH SOLE    0      550,155
STARBUCKS CORP  COM   855244109     19,862   384,480 SH SOLE    0      384,480
STARTEK INC     COM   85569C107      1,011    60,150 SH SOLE    0       60,150
STARWOOD HOTEL  COM   85590A203     57,809   963,010 SH SOLE    0      963,010
STATE STR CORP  COM   857477103     13,860   317,008 SH SOLE    0      317,008
STEAK N SHAKE   COM   857873103      1,841    95,154 SH SOLE    0       95,154
STEEL DYNAMICS  COM   858119100      3,903   113,300 SH SOLE    0      113,300
STEEL TECHNOLO  COM   858147101      1,750    72,930 SH SOLE    0       72,930
STEELCASE INC   CL A  858155203      2,200   159,400 SH SOLE    0      159,400
STEIN MART INC  COM   858375108      2,635   117,100 SH SOLE    0      117,100
STEINER LEISUR  ORD   P8744Y102        204     6,250 SH SOLE    0        6,250
STEINWAY MUSIC  COM   858495104        291     9,700 SH SOLE    0        9,700
STERICYCLE INC  COM   858912108      4,310    97,500 SH SOLE    0       97,500
STERIS CORP     COM   859152100      2,909   115,200 SH SOLE    0      115,200
STERLING BANCS  COM   858907108      2,206   155,350 SH SOLE    0      155,350
STERLING FINL   COM   859319105      2,803    78,510 SH SOLE    0       78,510
STEWART & STEV  COM   860342104      4,072   177,900 SH SOLE    0      177,900
STEWART INFORM  COM   860372101      2,337    62,300 SH SOLE    0       62,300
STOLT OFFSHORE  ADR   861567105      1,939   246,050 SH SOLE    0      246,050
STONE ENERGY C  COM   861642106      4,235    87,200 SH SOLE    0       87,200
STORAGE TECHNO  COM   862111200      6,517   211,600 SH SOLE    0      211,600
STRATEGIC HOTE  COM   86272T106      6,779   461,157 SH SOLE    0      461,157
STRAYER ED INC  COM   863236105      3,194    28,190 SH SOLE    0       28,190
STRIDE RITE CO  COM   863314100      3,640   273,700 SH SOLE    0      273,700
STRYKER CORP    COM   863667101     18,593   416,780 SH SOLE    0      416,780
STURM RUGER &   COM   864159108        577    83,300 SH SOLE    0       83,300
SUN BANCORP IN  COM   86663B102      1,708    74,620 SH SOLE    0       74,620
SUN HYDRAULICS  COM   866942105      1,437    47,800 SH SOLE    0       47,800
SUN MICROSYSTE  COM   866810104     13,498 3,341,076 SH SOLE    0    3,341,076
SUNGARD DATA S  COM   867363103     11,206   324,820 SH SOLE    0      324,820
SUNOCO INC      COM   86764P109      6,874    66,398 SH SOLE    0       66,398
SUNOPTA INC     COM   8676EP108      1,405   275,400 SH SOLE    0      275,400
SUNRISE SENIOR  COM   86768K106      3,130    64,400 SH SOLE    0       64,400
SUNSTONE HOTEL  COM   867892101        461    21,500 SH SOLE    0       21,500
SUNTERRA CORP   COM   86787D208        672    44,550 SH SOLE    0       44,550
SUNTRUST BKS I  COM   867914103     23,658   328,268 SH SOLE    0      328,268
SUPERIOR ENERG  COM   868157108      3,097   180,040 SH SOLE    0      180,040
SUPERIOR ESSEX  COM   86815V105        477    26,970 SH SOLE    0       26,970
SUPERIOR INDS   COM   868168105      2,419    91,600 SH SOLE    0       91,600
SUPERTEX INC    COM   868532102        822    44,900 SH SOLE    0       44,900
SUPERVALU INC   COM   868536103      4,247   127,348 SH SOLE    0      127,348
SURMODICS INC   COM   868873100      1,819    57,000 SH SOLE    0       57,000
SUSQUEHANNA BA  COM   869099101      3,903   160,100 SH SOLE    0      160,100
SUSSEX BANCORP  COM   869245100        170    12,000 SH SOLE    0       12,000
SWIFT ENERGY C  COM   870738101      2,744    96,500 SH SOLE    0       96,500
SWIFT TRANSN C  COM   870756103      2,282   103,080 SH SOLE    0      103,080
SWS GROUP INC   COM   78503N107        883    55,067 SH SOLE    0       55,067
SYBASE INC      COM   871130100      2,919   158,100 SH SOLE    0      158,100
SYBRON DENTAL   COM   871142105      6,659   185,500 SH SOLE    0      185,500
SYMANTEC CORP   COM   871503108     16,073   753,536 SH SOLE    0      753,536
SYMBION INC DE  COM   871507109      4,106   192,120 SH SOLE    0      192,120
SYMBOL TECHNOL  COM   871508107      3,304   228,050 SH SOLE    0      228,050
SYMMETRICOM IN  COM   871543104      1,760   158,700 SH SOLE    0      158,700
SYMYX TECHNOLO  COM   87155S108        562    25,500 SH SOLE    0       25,500
SYNAPTICS INC   COM   87157D109      2,097    90,400 SH SOLE    0       90,400
SYNOPSYS INC    COM   871607107      4,366   241,228 SH SOLE    0      241,228
SYNOVUS FINL C  COM   87161C105      8,334   299,142 SH SOLE    0      299,142
SYSCO CORP      COM   871829107     22,388   625,360 SH SOLE    0      625,360
TAG-IT PAC INC  COM   873774103        447    86,000 SH SOLE    0       86,000
TAIWAN SEMICON  ADR   874039100      6,209   732,224 SH SOLE    0      732,224
TAKE-TWO INTER  COM   874054109     10,847   277,410 SH SOLE    0      277,410
TALISMAN ENERG  COM   87425E103        676    19,800 SH SOLE    0       19,800
TALX CORP       COM   874918105      1,297    71,400 SH SOLE    0       71,400
TARGET CORP     COM   87612E106     45,013   899,899 SH SOLE    0      899,899
TAUBMAN CTRS I  COM   876664103      6,017   216,900 SH SOLE    0      216,900
TAYLOR CAP GRO  COM   876851106        402    12,300 SH SOLE    0       12,300
TBC CORP NEW    COM   872183108      2,134    76,600 SH SOLE    0       76,600
TCF FINL CORP   COM   872275102      5,729   211,000 SH SOLE    0      211,000
TEAM INC        COM   878155100        292    14,600 SH SOLE    0       14,600
TECH DATA CORP  COM   878237106      4,759   128,400 SH SOLE    0      128,400
TECHNE CORP     COM   878377100      2,949    73,400 SH SOLE    0       73,400
TECHNITROL INC  COM   878555101      2,078   139,300 SH SOLE    0      139,300
TECHTEAM GLOBA  COM   878311109        344    31,200 SH SOLE    0       31,200
TECO ENERGY IN  COM   872375100      3,115   198,680 SH SOLE    0      198,680
TECUMSEH PRODS  CL A  878895200      1,216    30,700 SH SOLE    0       30,700
TEKTRONIX INC   COM   879131100      1,960    79,916 SH SOLE    0       79,916
TELE NORTE LES  ADR   879246106     10,520   680,000 SH SOLE    0      680,000
TELECOMUNICACO  ADR   879287308      9,161   316,433 SH SOLE    0      316,433
TELEDYNE TECHN  COM   879360105      9,050   289,150 SH SOLE    0      289,150
TELEFLEX INC    COM   879369106      3,931    76,800 SH SOLE    0       76,800
TELEFONICA S A  ADR   879382208        592    11,400 SH SOLE    0       11,400
TELEFONOS DE M  ADR   879403780     44,982 1,302,690 SH SOLE    0    1,302,690
TELEPHONE & DA  COM   879433100      7,409    90,800 SH SOLE    0       90,800
TELEWEST GLOBA  COM   87956T107     16,242   912,971 SH SOLE    0      912,971
TELIK INC       COM   87959M109      4,540   301,081 SH SOLE    0      301,081
TELLABS INC     COM   879664100      4,129   565,552 SH SOLE    0      565,552
TEMPLE INLAND   COM   879868107      4,272    58,878 SH SOLE    0       58,878
TEMPUR PEDIC I  COM   88023U101      4,262   228,420 SH SOLE    0      228,420
TENET HEALTHCA  COM   88033G100      5,065   439,280 SH SOLE    0      439,280
TERADYNE INC    COM   880770102      3,625   248,300 SH SOLE    0      248,300
TESORO CORP     COM   881609101      1,995    53,900 SH SOLE    0       53,900
TETRA TECH INC  COM   88162G103      3,337   264,406 SH SOLE    0      264,406
TETRA TECHNOLO  COM   88162F105      2,193    77,100 SH SOLE    0       77,100
TEVA PHARMACEU  ADR   881624209     14,807   477,800 SH SOLE    0      477,800
TEXAS CAPITAL   COM   88224Q107        210    10,000 SH SOLE    0       10,000
TEXAS INDS INC  COM   882491103      6,310   117,400 SH SOLE    0      117,400
TEXAS INSTRS I  COM   882508104     42,724 1,676,111 SH SOLE    0    1,676,111
TEXTRON INC     COM   883203101     10,117   135,583 SH SOLE    0      135,583
TF FINL CORP    COM   872391107        212     7,400 SH SOLE    0        7,400
THERAGENICS CO  COM   883375107        355   103,200 SH SOLE    0      103,200
THERMA-WAVE IN  COM   88343A108        218   112,900 SH SOLE    0      112,900
THERMO ELECTRO  COM   883556102      5,086   201,105 SH SOLE    0      201,105
THERMOGENESIS   COM   883623209      4,489   897,800 SH SOLE    0      897,800
THOMAS & BETTS  COM   884315102      8,278   256,300 SH SOLE    0      256,300
THOMAS INDS IN  COM   884425109      1,998    50,400 SH SOLE    0       50,400
THOMAS PPTYS G  COM   884453101        820    66,000 SH SOLE    0       66,000
THOR INDS INC   COM   885160101     15,995   534,780 SH SOLE    0      534,780
THQ INC         COM   872443403      8,059   286,400 SH SOLE    0      286,400
TIDEWATER INC   COM   886423102      5,188   133,500 SH SOLE    0      133,500
TIERONE CORP    COM   88650R108      1,012    43,060 SH SOLE    0       43,060
TIFFANY & CO N  COM   886547108      4,906   142,120 SH SOLE    0      142,120
TIM PARTICIPAC  ADR   88706P106        722    48,107 SH SOLE    0       48,107
TIMBERLAND CO   CL A  887100105      3,653    51,500 SH SOLE    0       51,500
TIME WARNER IN  COM   887317105     77,898 4,438,639 SH SOLE    0    4,438,639
TIMKEN CO       COM   887389104      9,498   347,400 SH SOLE    0      347,400
TITAN CORP      COM   888266103      2,557   140,800 SH SOLE    0      140,800
TJX COS INC NE  COM   872540109     11,254   456,924 SH SOLE    0      456,924
TODCO           CL A  88889T107      1,561    60,400 SH SOLE    0       60,400
TOLL BROTHERS   COM   889478103      9,880   125,300 SH SOLE    0      125,300
TOLLGRADE COMM  COM   889542106        323    46,900 SH SOLE    0       46,900
TOO INC         COM   890333107      5,622   227,900 SH SOLE    0      227,900
TOOTSIE ROLL I  COM   890516107      2,120    70,666 SH SOLE    0       70,666
TORCHMARK CORP  COM   891027104      5,484   105,067 SH SOLE    0      105,067
TORO CO         COM   891092108      9,124   103,100 SH SOLE    0      103,100
TOTAL ENTMT RE  COM   89150E100        440    38,600 SH SOLE    0       38,600
TOTAL SYS SVCS  COM   891906109        590    23,600 SH SOLE    0       23,600
TOWER GROUP IN  COM   891777104      4,182   313,480 SH SOLE    0      313,480
TOYOTA MOTOR C  ADR   892331307        476     6,400 SH SOLE    0        6,400
TOYS R US INC   COM   892335100      5,951   231,000 SH SOLE    0      231,000
TRACTOR SUPPLY  COM   892356106      6,117   140,130 SH SOLE    0      140,130
TRANSACT TECHN  COM   892918103        249    24,830 SH SOLE    0       24,830
TRANSACTION SY  COM   893416107      2,100    90,700 SH SOLE    0       90,700
TRANSOCEAN INC  ORD   G90078109     16,460   319,859 SH SOLE    0      319,859
TREDEGAR CORP   COM   894650100      1,925   114,200 SH SOLE    0      114,200
TREX INC        COM   89531P105      2,221    50,000 SH SOLE    0       50,000
TRIAD GTY INC   COM   895925105      4,104    78,000 SH SOLE    0       78,000
TRIAD HOSPITAL  COM   89579K109     10,071   201,018 SH SOLE    0      201,018
TRIARC COS INC  CL B  895927309      2,608   188,600 SH SOLE    0      188,600
TRIBUNE CO NEW  COM   896047107     11,581   290,478 SH SOLE    0      290,478
TRICO BANCSHAR  COM   896095106        486    23,200 SH SOLE    0       23,200
TRIDENT MICROS  COM   895919108        969    54,800 SH SOLE    0       54,800
TRIMBLE NAVIGA  COM   896239100      6,370   188,400 SH SOLE    0      188,400
TRINITY INDS I  COM   896522109     17,248   612,300 SH SOLE    0      612,300
TRIQUINT SEMIC  COM   89674K103      3,813 1,128,200 SH SOLE    0    1,128,200
TRIUMPH GROUP   COM   896818101      2,788    71,600 SH SOLE    0       71,600
TRIZEC PROPERT  COM   89687P107      1,613    84,900 SH SOLE    0       84,900
TRIZETTO GROUP  COM   896882107        508    54,560 SH SOLE    0       54,560
TRM CORP        COM   872636105      1,942    96,100 SH SOLE    0       96,100
TRUSTCO BK COR  COM   898349105      2,940   255,839 SH SOLE    0      255,839
TRW AUTOMOTIVE  COM   87264S106      1,312    67,500 SH SOLE    0       67,500
TSAKOS ENERGY   SHS   G9108L108        286     6,500 SH SOLE    0        6,500
TUPPERWARE COR  COM   899896104      1,910    93,800 SH SOLE    0       93,800
TUT SYSTEMS     COM   901103101         81    33,800 SH SOLE    0       33,800
TXU CORP        COM   873168108     18,890   237,227 SH SOLE    0      237,227
TYCO INTL LTD   COM   902124106     66,189 1,958,255 SH SOLE    0    1,958,255
TYLER TECHNOLO  COM   902252105        438    57,580 SH SOLE    0       57,580
TYSON FOODS IN  CL A  902494103      9,422   564,854 SH SOLE    0      564,854
U S G CORP      COM   903293405        441    13,300 SH SOLE    0       13,300
U S I HLDGS     COM   90333H101        530    45,000 SH SOLE    0       45,000
U S XPRESS ENT  CL A  90338N103        306    18,690 SH SOLE    0       18,690
U STORE IT TR   COM   91274F104      1,230    70,700 SH SOLE    0       70,700
UBIQUITEL INC   COM   903474302      3,380   504,500 SH SOLE    0      504,500
UCBH HOLDINGS   COM   90262T308      6,835   171,300 SH SOLE    0      171,300
UGI CORP NEW    COM   902681105      9,077   199,850 SH SOLE    0      199,850
UICI            COM   902737105      3,359   138,500 SH SOLE    0      138,500
UIL HLDG CORP   COM   902748102      2,375    46,900 SH SOLE    0       46,900
ULTIMATE SOFTW  COM   90385D107      1,134    70,944 SH SOLE    0       70,944
ULTRATECH INC   COM   904034105      1,196    81,900 SH SOLE    0       81,900
UMB FINL CORP   COM   902788108      2,943    51,700 SH SOLE    0       51,700
UMPQUA HLDGS C  COM   904214103      3,587   153,600 SH SOLE    0      153,600
UNIBANCO-UNIAO  ADR   90458E107      5,876   170,900 SH SOLE    0      170,900
UNIFI INC       COM   904677101        134    40,000 SH SOLE    0       40,000
UNION PAC CORP  COM   907818108     17,667   253,468 SH SOLE    0      253,468
UNIONBANCAL CO  COM   908906100      1,403    22,900 SH SOLE    0       22,900
UNISOURCE ENER  COM   909205106      3,651   117,900 SH SOLE    0      117,900
UNISYS CORP     COM   909214108      2,222   314,685 SH SOLE    0      314,685
UNIT CORP       COM   909218109      6,468   143,200 SH SOLE    0      143,200
UNITED AMER IN  CL A  90933T109      1,888   100,235 SH SOLE    0      100,235
UNITED BANKSHA  COM   909907107      4,477   135,100 SH SOLE    0      135,100
UNITED DOMINIO  COM   910197102      4,754   227,800 SH SOLE    0      227,800
UNITED INDL CO  COM   910671106        517    17,450 SH SOLE    0       17,450
UNITED MICROEL  ADR   910873207     12,574 3,731,216 SH SOLE    0    3,731,216
UNITED NAT FOO  COM   911163103      3,756   131,200 SH SOLE    0      131,200
UNITED PARCEL   CL B  911312106     79,015 1,086,260 SH SOLE    0    1,086,260
UNITED RENTALS  COM   911363109      2,431   120,300 SH SOLE    0      120,300
UNITED STATES   COM   912909108      5,538   108,914 SH SOLE    0      108,914
UNITED STATION  COM   913004107      5,149   113,800 SH SOLE    0      113,800
UNITED SURGICA  COM   913016309      4,536    99,100 SH SOLE    0       99,100
UNITED TECHNOL  COM   913017109     53,000   521,350 SH SOLE    0      521,350
UNITED THERAPE  COM   91307C102        941    20,600 SH SOLE    0       20,600
UNITEDGLOBALCO  CL A  913247508      7,774   821,752 SH SOLE    0      821,752
UNITEDHEALTH G  COM   91324P102     62,350   653,702 SH SOLE    0      653,702
UNITRIN INC     COM   913275103      4,367    96,200 SH SOLE    0       96,200
UNIVERSAL AMER  COM   913377107      1,311    75,800 SH SOLE    0       75,800
UNIVERSAL COMP  COM   913431102      1,087    28,700 SH SOLE    0       28,700
UNIVERSAL CORP  COM   913456109      1,950    42,600 SH SOLE    0       42,600
UNIVERSAL FST   COM   913543104      2,288    58,900 SH SOLE    0       58,900
UNIVERSAL HLTH  CL B  913903100      5,083    97,000 SH SOLE    0       97,000
UNIVERSAL TECH  COM   913915104        283     7,700 SH SOLE    0        7,700
UNIVERSAL TRUC  COM   91388P105        224    10,600 SH SOLE    0       10,600
UNIVISION COMM  CL A  914906102      7,775   280,800 SH SOLE    0      280,800
UNOCAL CORP     COM   915289102     16,560   268,437 SH SOLE    0      268,437
UNUMPROVIDENT   COM   91529Y106      6,188   363,565 SH SOLE    0      363,565
URBAN OUTFITTE  COM   917047102      6,260   130,500 SH SOLE    0      130,500
UROLOGIX INC    COM   917273104      1,051   228,900 SH SOLE    0      228,900
URS CORP NEW    COM   903236107      3,892   135,388 SH SOLE    0      135,388
US BANCORP DEL  COM   902973304     52,125 1,808,639 SH SOLE    0    1,808,639
USANA HEALTH S  COM   90328M107      2,024    42,800 SH SOLE    0       42,800
USEC INC        COM   90333E108      1,904   116,950 SH SOLE    0      116,950
USF CORP        COM   91729Q101      4,647    96,300 SH SOLE    0       96,300
UST INC         COM   902911106      8,080   156,280 SH SOLE    0      156,280
UTI WORLDWIDE   ORD   G87210103        770    11,080 SH SOLE    0       11,080
UTSTARCOM INC   COM   918076100      2,469   225,500 SH SOLE    0      225,500
V F CORP        COM   918204108      5,687    96,164 SH SOLE    0       96,164
VAALCO ENERGY   COM   91851C201        380    99,200 SH SOLE    0       99,200
VAIL RESORTS I  COM   91879Q109      2,809   111,240 SH SOLE    0      111,240
VALASSIS COMMU  COM   918866104      2,979    85,200 SH SOLE    0       85,200
VALEANT PHARMA  COM   91911X104      3,422   151,950 SH SOLE    0      151,950
VALERO ENERGY   COM   91913Y100     18,281   249,500 SH SOLE    0      249,500
VALMONT INDS I  COM   920253101      1,562    70,000 SH SOLE    0       70,000
VALSPAR CORP    COM   920355104      3,984    85,600 SH SOLE    0       85,600
VALUECLICK INC  COM   92046N102        390    36,800 SH SOLE    0       36,800
VARIAN INC      COM   922206107      3,495    92,250 SH SOLE    0       92,250
VARIAN MED SYS  COM   92220P105      8,433   246,000 SH SOLE    0      246,000
VARIAN SEMICON  COM   922207105     11,122   292,600 SH SOLE    0      292,600
VASOGEN INC     COM   92232F103        278    68,700 SH SOLE    0       68,700
VCA ANTECH INC  COM   918194101      3,967   196,100 SH SOLE    0      196,100
VECTREN CORP    COM   92240G101      3,369   126,466 SH SOLE    0      126,466
VEECO INSTRS I  COM   922417100      3,000   199,350 SH SOLE    0      199,350
VENTANA MED SY  COM   92276H106      1,349    36,000 SH SOLE    0       36,000
VENTAS INC      COM   92276F100      2,563   102,700 SH SOLE    0      102,700
VENTIV HEALTH   COM   922793104      3,232   140,500 SH SOLE    0      140,500
VERINT SYS INC  COM   92343X100      1,968    56,320 SH SOLE    0       56,320
VERISIGN INC    COM   92343E102      7,393   257,579 SH SOLE    0      257,579
VERITAS DGC IN  COM   92343P107      3,445   115,000 SH SOLE    0      115,000
VERITAS SOFTWA  COM   923436109      9,428   406,023 SH SOLE    0      406,023
VERITY INC      COM   92343C106      1,229   130,000 SH SOLE    0      130,000
VERIZON COMMUN  COM   92343V104     96,096 2,706,924 SH SOLE    0    2,706,924
VERTEX PHARMAC  COM   92532F100      1,751   187,100 SH SOLE    0      187,100
VERTRUE INC     COM   92534N101      1,131    31,900 SH SOLE    0       31,900
VIACOM INC      CL B  925524308     57,348 1,646,518 SH SOLE    0    1,646,518
VIAD CORP       COM   92552R406      2,050    76,200 SH SOLE    0       76,200
VIASAT INC      COM   92552V100      2,256   120,700 SH SOLE    0      120,700
VIASYS HEALTHC  COM   92553Q209      1,935   101,400 SH SOLE    0      101,400
VICOR CORP      COM   925815102      1,104   105,700 SH SOLE    0      105,700
VINEYARD NATL   COM   927426106        425    15,500 SH SOLE    0       15,500
VINTAGE PETE I  COM   927460105      8,107   257,700 SH SOLE    0      257,700
VIRAGE LOGIC C  COM   92763R104        356    32,500 SH SOLE    0       32,500
VISHAY INTERTE  COM   928298108      3,432   276,096 SH SOLE    0      276,096
VISTEON CORP    COM   92839U107      1,301   227,866 SH SOLE    0      227,866
VISX INC DEL    COM   92844S105      4,951   211,200 SH SOLE    0      211,200
VITAL SIGNS IN  COM   928469105      1,265    31,700 SH SOLE    0       31,700
VITRAN INC      COM   92850E107        373    25,100 SH SOLE    0       25,100
VOLT INFORMATI  COM   928703107      1,519    62,890 SH SOLE    0       62,890
VORNADO RLTY T  COM   929042109      8,077   116,600 SH SOLE    0      116,600
VULCAN MATLS C  COM   929160109      5,484    96,500 SH SOLE    0       96,500
WABASH NATL CO  COM   929566107      3,336   136,730 SH SOLE    0      136,730
WABTEC CORP     COM   929740108      5,868   286,360 SH SOLE    0      286,360
WACHOVIA CORP   COM   929903102     78,967 1,551,115 SH SOLE    0    1,551,115
WADDELL & REED  CL A  930059100      2,712   137,400 SH SOLE    0      137,400
WAL MART STORE  COM   931142103    165,119 3,295,138 SH SOLE    0    3,295,138
WALGREEN CO     COM   931422109     45,667 1,028,071 SH SOLE    0    1,028,071
WALTER INDS IN  COM   93317Q105      1,379    32,400 SH SOLE    0       32,400
WARREN RES INC  COM   93564A100        866    80,700 SH SOLE    0       80,700
WASHINGTON FED  COM   938824109      3,364   144,025 SH SOLE    0      144,025
WASHINGTON GRO  COM   938862208      2,618    58,200 SH SOLE    0       58,200
WASHINGTON MUT  COM   939322103     34,362   869,921 SH SOLE    0      869,921
WASHINGTON POS  CL B  939640108     11,533    12,900 SH SOLE    0       12,900
WASTE CONNECTI  COM   941053100     10,630   305,900 SH SOLE    0      305,900
WASTE MGMT INC  COM   94106L109     15,807   547,909 SH SOLE    0      547,909
WATERS CORP     COM   941848103      5,336   149,100 SH SOLE    0      149,100
WATSCO INC      COM   942622200      5,060   120,200 SH SOLE    0      120,200
WATSON PHARMAC  COM   942683103      4,589   149,340 SH SOLE    0      149,340
WATSON WYATT &  CL A  942712100      4,768   175,300 SH SOLE    0      175,300
WATTS WATER TE  CL A  942749102      3,232    99,100 SH SOLE    0       99,100
WAUSAU-MOSINEE  COM   943315101      2,516   177,900 SH SOLE    0      177,900
WCI CMNTYS INC  COM   92923C104      1,314    43,700 SH SOLE    0       43,700
WD-40 CO        COM   929236107      1,852    57,000 SH SOLE    0       57,000
WEATHERFORD IN  COM   G95089101     14,566   251,390 SH SOLE    0      251,390
WEBEX COMMUNIC  COM   94767L109      2,854   132,200 SH SOLE    0      132,200
WEBSENSE INC    COM   947684106      6,737   125,230 SH SOLE    0      125,230
WEBSIDESTORY I  COM   947685103      1,041    85,000 SH SOLE    0       85,000
WEBSTER FINL C  COM   947890109      4,060    89,416 SH SOLE    0       89,416
WEIGHT WATCHER  COM   948626106        288     6,700 SH SOLE    0        6,700
WEINGARTEN RLT  COM   948741103      4,845   140,400 SH SOLE    0      140,400
WELLCARE HEALT  COM   94946T106        813    26,700 SH SOLE    0       26,700
WELLCHOICE INC  COM   949475107      1,383    25,940 SH SOLE    0       25,940
WELLMAN INC     COM   949702104      6,528   451,460 SH SOLE    0      451,460
WELLPOINT INC   COM   94973V107     38,030   303,390 SH SOLE    0      303,390
WELLS FARGO &   COM   949746101    100,179 1,675,235 SH SOLE    0    1,675,235
WELLSFORD REAL  COM   950240200      1,016    69,850 SH SOLE    0       69,850
WENDYS INTL IN  COM   950590109      4,208   107,791 SH SOLE    0      107,791
WERNER ENTERPR  COM   950755108      2,046   105,300 SH SOLE    0      105,300
WESCO INTL INC  COM   95082P105      6,756   241,300 SH SOLE    0      241,300
WEST COAST BAN  COM   952145100        496    20,850 SH SOLE    0       20,850
WEST CORP       COM   952355105        602    18,800 SH SOLE    0       18,800
WESTAMERICA BA  COM   957090103      2,878    55,600 SH SOLE    0       55,600
WESTAR ENERGY   COM   95709T100      7,708   356,200 SH SOLE    0      356,200
WESTCORP INC    COM   957907108        900    21,300 SH SOLE    0       21,300
WESTELL TECHNO  CL A  957541105      2,125   385,750 SH SOLE    0      385,750
WESTERN DIGITA  COM   958102105      3,638   285,296 SH SOLE    0      285,296
WESTERN GAS RE  COM   958259103      3,696   107,300 SH SOLE    0      107,300
WESTERN WIRELE  CL A  95988E204      1,518    40,000 SH SOLE    0       40,000
WESTFIELD FINA  COM   96008D101        260    10,400 SH SOLE    0       10,400
WESTWOOD ONE I  COM   961815107      2,987   146,800 SH SOLE    0      146,800
WEYERHAEUSER C  COM   962166104     16,171   236,075 SH SOLE    0      236,075
WGL HLDGS INC   COM   92924F106      2,505    80,900 SH SOLE    0       80,900
W-H ENERGY SVC  COM   92925E108      3,522   147,200 SH SOLE    0      147,200
WHEELING PITTS  COM   963142302        985    31,733 SH SOLE    0       31,733
WHIRLPOOL CORP  COM   963320106      4,519    66,718 SH SOLE    0       66,718
WHITING PETE C  COM   966387102      4,746   116,380 SH SOLE    0      116,380
WHITNEY HLDG C  COM   966612103      6,432   144,500 SH SOLE    0      144,500
WHOLE FOODS MK  COM   966837106     12,143   118,900 SH SOLE    0      118,900
WILD OATS MARK  COM   96808B107      5,093   479,100 SH SOLE    0      479,100
WILLIAMS COS I  COM   969457100     10,888   578,866 SH SOLE    0      578,866
WILLIAMS SONOM  COM   969904101      7,152   194,600 SH SOLE    0      194,600
WILMINGTON TRU  COM   971807102      3,931   112,000 SH SOLE    0      112,000
WILSHIRE BANCO  COM   97186T108        436    33,470 SH SOLE    0       33,470
WILSON GREATBA  COM   972232102      2,022   110,860 SH SOLE    0      110,860
WIND RIVER SYS  COM   973149107      2,802   185,791 SH SOLE    0      185,791
WINNEBAGO INDS  COM   974637100      4,931   156,050 SH SOLE    0      156,050
WINSTON HOTELS  COM   97563A102        390    33,300 SH SOLE    0       33,300
WINTRUST FINAN  COM   97650W108      3,489    74,100 SH SOLE    0       74,100
WISCONSIN ENER  COM   976657106      6,905   194,500 SH SOLE    0      194,500
WMS INDS INC    COM   929297109      2,534    90,000 SH SOLE    0       90,000
WOLVERINE TUBE  COM   978093102        459    51,300 SH SOLE    0       51,300
WOLVERINE WORL  COM   978097103      5,473   255,387 SH SOLE    0      255,387
WOODWARD GOVER  COM   980745103      2,610    36,400 SH SOLE    0       36,400
WORLD ACCEP CO  COM   981419104      3,883   152,150 SH SOLE    0      152,150
WORTHINGTON IN  COM   981811102      4,016   208,300 SH SOLE    0      208,300
WPS RESOURCES   COM   92931B106      8,282   156,500 SH SOLE    0      156,500
WRIGHT EXPRESS  COM   98233Q105      1,286    75,200 SH SOLE    0       75,200
WRIGLEY WM JR   COM   982526105     12,337   188,152 SH SOLE    0      188,152
WYETH           COM   983024100     54,311 1,287,598 SH SOLE    0    1,287,598
WYNN RESORTS L  COM   983134107        549     8,100 SH SOLE    0        8,100
XCEL ENERGY IN  COM   98389B100      6,550   381,285 SH SOLE    0      381,285
XEROX CORP      COM   984121103     13,956   921,156 SH SOLE    0      921,156
XILINX INC      COM   983919101      9,802   335,340 SH SOLE    0      335,340
XL CAP LTD      CL A  G98255105      9,685   133,820 SH SOLE    0      133,820
X-RITE INC      COM   983857103      1,982   131,800 SH SOLE    0      131,800
XTO ENERGY INC  COM   98385X106     11,435   348,199 SH SOLE    0      348,199
YAHOO INC       COM   984332106     42,757 1,261,260 SH SOLE    0    1,261,260
YAK COMMUNICAT  COM   984208207        245    45,730 SH SOLE    0       45,730
YANKEE CANDLE   COM   984757104      1,237    39,025 SH SOLE    0       39,025
YARDVILLE NATL  COM   985021104      1,713    52,500 SH SOLE    0       52,500
YELLOW ROADWAY  COM   985577105      9,696   165,630 SH SOLE    0      165,630
YORK INTL CORP  COM   986670107      2,707    69,100 SH SOLE    0       69,100
YOUBET COM INC  COM   987413101        239    40,820 SH SOLE    0       40,820
YUM BRANDS INC  COM   988498101     14,927   288,111 SH SOLE    0      288,111
ZALE CORP NEW   COM   988858106     24,694   830,900 SH SOLE    0      830,900
ZEBRA TECHNOLO  CL A  989207105      5,673   119,450 SH SOLE    0      119,450
ZENITH NATL IN  COM   989390109      4,704    90,700 SH SOLE    0       90,700
ZIMMER HLDGS I  COM   98956P102     18,467   237,340 SH SOLE    0      237,340
ZINDART LTD     ADR   989597109        272    65,452 SH SOLE    0       65,452
ZIONS BANCORPO  COM   989701107      7,355   106,560 SH SOLE    0      106,560
ZIX CORP        COM   98974P100        381   101,800 SH SOLE    0      101,800
ZOLL MED CORP   COM   989922109      1,525    67,710 SH SOLE    0       67,710
ZOMAX INC MINN  COM   989929104        257    86,800 SH SOLE    0       86,800
ZYMOGENETICS I  COM   98985T109      1,428    93,600 SH SOLE    0       93,600

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Dates Referenced Herein

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

Filed on / Effective on:	5/2/05	1		None on these Dates
For Period end:	3/31/05	1	3
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Filing Submission 0001083190-05-000005 – Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

Commonwealth of Pennsylvania Public School Empls Retrmt Sys – ‘13F-HR’ for 3/31/05

On: Monday, 5/2/05, at 9:44am ET · Effective: 5/2/05 · For: 3/31/05 · Accession #: 1083190-5-5 · File #: 28-05879

Previous ‘13F-HR’: ‘13F-HR’ on 2/15/05 for 12/31/04 · Next: ‘13F-HR’ on 8/10/05 for 6/30/05 · 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