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Commonwealth of Pennsylvania Public School Empls Retrmt Sys · 13F-HR · For 12/31/04

Filed On 2/14/05, 6:19pm ET   ·   Accession Number 1083190-5-4   ·   SEC File 28-05879

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

 2/15/05  Commonwealth of Pennsylvania..Sys 13F-HR     12/31/04    1:131K

Quarterly Holdings or Combination Report by an Institutional Money Manager   —   Form 13F
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 13F-HR      Quarterly Holdings or Combination Report by an        43±   358K 
                          Institutional Money Manager                            

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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2004 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement [ ] adds new holdings entries Institutional Investment Manager Filing this report: Name: Commonwealth of Pennsylvania Public School Employees Retirement System Address: 5 North 5th Street Harrisburg, PA 17101 13F File Number: The institutional investment manager filing this report and the person by whom it is signed hereby represents that the person signing this report is authorized to submit it, that all information contained herein is true, correct and complete, and that all information contained herein is true, correct and complete, and that it is understood that required items, statements, schedules, lists, and tables, are considered integral parts of this form. Persons signing this Report on Behalf of Reporting Manager: Name: Alan H. Van Noord Title: Chief Investment Officer Phone: 717-720-4721 Signature, Place, and Date of Signing: /s/ Alan H. Van Noord Harrisburg, Pennsylvania February 14, 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
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FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 2,211 Form 13F Information Table Value Total: $18,381,425 (in 000s) List of Other Included Managers: N/A
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[Download Table] AS OF DECEMBER 31, 2004 TITLE Voting OF VALUE Invst Other Authority NAME OF ISSUER CLASS CUSIP (in 000's SHARES Discr Mngrs SOLE 1 800 FLOWERS CL A 68243Q106 1,319 157,000 SH SOLE 0 157,000 21ST CENTY INS COM 90130N103 1,272 93,500 SH SOLE 0 93,500 24/7 REAL MEDI COM 901314203 802 185,300 SH SOLE 0 185,300 3COM CORP COM 885535104 2,548 610,939 SH SOLE 0 610,939 3M CO COM 88579Y101 62,983 767,434 SH SOLE 0 767,434 4 KIDS ENTMT I COM 350865101 935 44,500 SH SOLE 0 44,500 99 CENTS ONLY COM 65440K106 1,809 111,966 SH SOLE 0 111,966 A C MOORE ARTS COM 00086T103 6,459 224,180 SH SOLE 0 224,180 A D C TELECOMM COM 000886101 2,046 763,590 SH SOLE 0 763,590 AAR CORP COM 000361105 1,464 107,500 SH SOLE 0 107,500 AARON RENTS IN COM 002535201 6,309 252,350 SH SOLE 0 252,350 ABBOTT LABS COM 002824100 69,316 1,485,864 SH SOLE 0 1,485,864 ABERCROMBIE & CL A 002896207 7,686 163,700 SH SOLE 0 163,700 ABGENIX INC COM 00339B107 1,120 108,280 SH SOLE 0 108,280 ABLE LABORATOR COM 00371N407 842 37,000 SH SOLE 0 37,000 ABM INDS INC COM 000957100 3,912 198,400 SH SOLE 0 198,400 ACADIA RLTY TR COM 004239109 2,130 130,700 SH SOLE 0 130,700 ACCELRYS INC COM 00430U103 222 28,500 SH SOLE 0 28,500 ACCREDO HEALTH COM 00437V104 4,516 162,925 SH SOLE 0 162,925 ACE CASH EXPRE COM 004403101 1,026 34,600 SH SOLE 0 34,600 ACE COMM CORP COM 004404109 625 260,515 SH SOLE 0 260,515 ACE LTD ORD G0070K103 11,429 267,340 SH SOLE 0 267,340 ACTEL CORP COM 004934105 2,176 124,050 SH SOLE 0 124,050 ACTION PERFORM COM 004933107 673 61,200 SH SOLE 0 61,200 ACTIVISION INC COM 004930202 6,217 308,075 SH SOLE 0 308,075 ACUITY BRANDS COM 00508Y102 4,497 141,400 SH SOLE 0 141,400 ACXIOM CORP COM 005125109 6,490 246,750 SH SOLE 0 246,750 ADAPTEC INC COM 00651F108 2,812 370,500 SH SOLE 0 370,500 ADDVANTAGE TEC COM 006743306 138 25,000 SH SOLE 0 25,000 ADESA INC COM 00686U104 3,132 147,600 SH SOLE 0 147,600 ADEZA BIOMEDIC COM 006864102 590 33,680 SH SOLE 0 33,680 ADMINISTAFF IN COM 007094105 1,069 84,800 SH SOLE 0 84,800 ADOBE SYS INC COM 00724F101 15,255 243,151 SH SOLE 0 243,151 ADTRAN INC COM 00738A106 2,354 123,000 SH SOLE 0 123,000 ADVANCE AUTO P COM 00751Y106 5,172 118,400 SH SOLE 0 118,400 ADVANCED ENERG COM 007973100 994 108,900 SH SOLE 0 108,900 ADVANCED MARKE COM 00753T105 639 63,500 SH SOLE 0 63,500 ADVANCED MEDIC COM 00763M108 5,036 122,400 SH SOLE 0 122,400 ADVANCED MICRO COM 007903107 8,429 382,774 SH SOLE 0 382,774 ADVANCED NEURO COM 00757T101 3,145 79,700 SH SOLE 0 79,700 ADVANTA CORP CL B 007942204 1,337 55,100 SH SOLE 0 55,100 ADVENT SOFTWAR COM 007974108 1,075 52,500 SH SOLE 0 52,500 ADVISORY BRD C COM 00762W107 3,448 93,500 SH SOLE 0 93,500 ADVO INC COM 007585102 5,914 165,900 SH SOLE 0 165,900 AEROFLEX INC COM 007768104 5,983 493,650 SH SOLE 0 493,650 AEROPOSTALE COM 007865108 3,608 122,600 SH SOLE 0 122,600 AES CORP COM 00130H105 9,109 666,377 SH SOLE 0 666,377 AETNA INC NEW COM 00817Y108 17,858 143,149 SH SOLE 0 143,149 AFFILIATED COM CL A 008190100 8,071 134,100 SH SOLE 0 134,100 AFFILIATED MAN COM 008252108 10,058 148,475 SH SOLE 0 148,475 AFFYMETRIX INC COM 00826T108 1,688 46,180 SH SOLE 0 46,180 AFLAC INC COM 001055102 19,122 479,980 SH SOLE 0 479,980 AGCO CORP COM 001084102 4,277 195,400 SH SOLE 0 195,400 AGILE SOFTWARE COM 00846X105 1,755 214,850 SH SOLE 0 214,850 AGILENT TECHNO COM 00846U101 12,340 512,051 SH SOLE 0 512,051 AGILYSYS INC COM 00847J105 2,775 161,900 SH SOLE 0 161,900 AGL RES INC COM 001204106 6,055 182,150 SH SOLE 0 182,150 AGRIUM INC COM 008916108 2,132 126,500 SH SOLE 0 126,500 AIR PRODS & CH COM 009158106 12,606 217,452 SH SOLE 0 217,452 AIRGAS INC COM 009363102 11,612 438,020 SH SOLE 0 438,020 AIRTRAN HLDGS COM 00949P108 4,073 380,650 SH SOLE 0 380,650 ALADDIN KNOWLE ORD M0392N101 862 34,828 SH SOLE 0 34,828 ALAMOSA HLDGS COM 011589108 6,184 495,900 SH SOLE 0 495,900 ALASKA AIR GRO COM 011659109 1,450 43,300 SH SOLE 0 43,300 ALBANY INTL CO CL A 012348108 3,716 105,700 SH SOLE 0 105,700 ALBEMARLE CORP COM 012653101 4,200 108,500 SH SOLE 0 108,500 ALBERTO CULVER COM 013068101 5,265 108,390 SH SOLE 0 108,390 ALBERTSONS INC COM 013104104 8,407 352,049 SH SOLE 0 352,049 ALCAN INC COM 013716105 299 6,100 SH SOLE 0 6,100 ALCOA INC COM 013817101 28,441 905,174 SH SOLE 0 905,174 ALCON INC COM H01301102 6,279 77,900 SH SOLE 0 77,900 ALERIS INTL IN COM 014477103 1,627 96,136 SH SOLE 0 96,136 ALEXANDER & BA COM 014482103 2,914 68,700 SH SOLE 0 68,700 ALKERMES INC COM 01642T108 3,071 217,950 SH SOLE 0 217,950 ALLEGHENY ENER COM 017361106 2,364 119,940 SH SOLE 0 119,940 ALLEGHENY TECH COM 01741R102 2,212 102,055 SH SOLE 0 102,055 ALLERGAN INC COM 018490102 10,066 124,168 SH SOLE 0 124,168 ALLETE INC COM 018522300 3,620 98,499 SH SOLE 0 98,499 ALLIANCE CAP M UNIT 01855A101 924 22,000 SH SOLE 0 22,000 ALLIANCE DATA COM 018581108 8,513 179,300 SH SOLE 0 179,300 ALLIANCE SEMIC COM 01877H100 437 118,200 SH SOLE 0 118,200 ALLIANT ENERGY COM 018802108 6,254 218,685 SH SOLE 0 218,685 ALLIANT TECHSY COM 018804104 6,567 100,450 SH SOLE 0 100,450 ALLIED WASTE I COM 019589308 2,780 299,560 SH SOLE 0 299,560 ALLMERICA FINL COM 019754100 5,643 171,900 SH SOLE 0 171,900 ALLOY INC COM 019855105 1,755 217,500 SH SOLE 0 217,500 ALLSCRIPTS HEA COM 01988P108 3,358 314,700 SH SOLE 0 314,700 ALLSTATE CORP COM 020002101 33,918 655,800 SH SOLE 0 655,800 ALLTEL CORP COM 020039103 17,090 290,844 SH SOLE 0 290,844 ALPHARMA INC CL A 020813101 2,978 175,700 SH SOLE 0 175,700 ALTERA CORP COM 021441100 8,811 425,640 SH SOLE 0 425,640 ALTIRIS INC COM 02148M100 3,182 89,800 SH SOLE 0 89,800 ALTRIA GROUP I COM 02209S103 118,680 1,942,383 SH SOLE 0 1,942,383 AMAZON COM INC COM 023135106 2,480 56,000 SH SOLE 0 56,000 AMB PROPERTY C COM 00163T109 13,119 324,800 SH SOLE 0 324,800 AMBAC FINL GRO COM 023139108 9,153 111,440 SH SOLE 0 111,440 AMCOL INTL COR COM 02341W103 1,969 98,000 SH SOLE 0 98,000 AMCORE FINL IN COM 023912108 4,611 143,290 SH SOLE 0 143,290 AMDOCS LTD ORD G02602103 1,713 65,270 SH SOLE 0 65,270 AMEDISYS INC COM 023436108 4,907 151,500 SH SOLE 0 151,500 AMERADA HESS C COM 023551104 7,001 84,990 SH SOLE 0 84,990 AMEREN CORP COM 023608102 9,092 181,333 SH SOLE 0 181,333 AMERICA MOVIL ADR 02364W105 27,431 524,000 SH SOLE 0 524,000 AMERICA SVC GR COM 02364L109 1,676 62,600 SH SOLE 0 62,600 AMERICAN AXLE COM 024061103 828 27,000 SH SOLE 0 27,000 AMERICAN CAMPU COM 024835100 686 30,500 SH SOLE 0 30,500 AMERICAN CAPIT COM 024937104 4,932 147,900 SH SOLE 0 147,900 AMERICAN EAGLE COM 02553E106 9,776 207,550 SH SOLE 0 207,550 AMERICAN ELEC COM 025537101 12,916 376,117 SH SOLE 0 376,117 AMERICAN EQTY COM 025676206 1,854 172,170 SH SOLE 0 172,170 AMERICAN EXPRE COM 025816109 68,393 1,213,280 SH SOLE 0 1,213,280 AMERICAN FINL COM 025932104 3,720 118,800 SH SOLE 0 118,800 AMERICAN FINL COM 02607P305 3,595 222,200 SH SOLE 0 222,200 AMERICAN GREET CL A 026375105 19,687 776,600 SH SOLE 0 776,600 AMERICAN HEALT COM 02649V104 4,741 143,500 SH SOLE 0 143,500 AMERICAN HOME COM 02660R107 1,771 51,700 SH SOLE 0 51,700 AMERICAN INTL COM 026874107 165,533 2,520,673 SH SOLE 0 2,520,673 AMERICAN ITALI CL A 027070101 1,400 60,200 SH SOLE 0 60,200 AMERICAN MED S COM 02744M108 5,410 129,400 SH SOLE 0 129,400 AMERICAN PWR C COM 029066107 4,784 223,560 SH SOLE 0 223,560 AMERICAN SCIEN COM 029429107 977 23,700 SH SOLE 0 23,700 AMERICAN STD C COM 029712106 8,779 212,475 SH SOLE 0 212,475 AMERICAN STS W COM 029899101 1,446 55,600 SH SOLE 0 55,600 AMERICAN TOWER CL A 029912201 5,022 272,920 SH SOLE 0 272,920 AMERICAN VANGU COM 030371108 1,471 40,000 SH SOLE 0 40,000 AMERICAN WOODM COM 030506109 448 10,250 SH SOLE 0 10,250 AMERICREDIT CO COM 03060R101 6,115 250,100 SH SOLE 0 250,100 AMERIGON INC COM 03070L300 67 18,000 SH SOLE 0 18,000 AMERIGROUP COR COM 03073T102 6,302 83,300 SH SOLE 0 83,300 AMERISOURCEBER COM 03073E105 6,932 118,140 SH SOLE 0 118,140 AMERUS GROUP C COM 03072M108 2,854 63,000 SH SOLE 0 63,000 AMETEK INC NEW COM 031100100 3,934 110,300 SH SOLE 0 110,300 AMGEN INC COM 031162100 81,413 1,269,101 SH SOLE 0 1,269,101 AMKOR TECHNOLO COM 031652100 2,003 299,800 SH SOLE 0 299,800 AMLI RESIDENTI COM 001735109 362 11,300 SH SOLE 0 11,300 AMPCO-PITTSBUR COM 032037103 688 47,100 SH SOLE 0 47,100 AMPHENOL CORP CL A 032095101 6,801 185,100 SH SOLE 0 185,100 AMSOUTH BANCOR COM 032165102 8,783 339,098 SH SOLE 0 339,098 AMSURG CORP COM 03232P405 2,882 97,550 SH SOLE 0 97,550 AMYLIN PHARMAC COM 032346108 1,422 60,880 SH SOLE 0 60,880 ANADARKO PETE COM 032511107 16,768 258,721 SH SOLE 0 258,721 ANALOG DEVICES COM 032654105 14,518 393,220 SH SOLE 0 393,220 ANALOGIC CORP COM 032657207 2,038 45,500 SH SOLE 0 45,500 ANCHOR BANCORP COM 032839102 2,230 76,500 SH SOLE 0 76,500 ANDREW CORP COM 034425108 2,613 191,697 SH SOLE 0 191,697 ANGELICA CORP COM 034663104 4,461 164,900 SH SOLE 0 164,900 ANGIODYNAMICS COM 03475V101 2,215 100,000 SH SOLE 0 100,000 ANGLO AMERN PL ADR 03485P102 1,681 70,650 SH SOLE 0 70,650 ANHEUSER BUSCH COM 035229103 38,446 757,856 SH SOLE 0 757,856 ANIXTER INTL I COM 035290105 4,470 124,200 SH SOLE 0 124,200 ANNALY MTG MGM COM 035710409 214 10,900 SH SOLE 0 10,900 ANNTAYLOR STOR COM 036115103 2,447 113,650 SH SOLE 0 113,650 ANSOFT CORP COM 036384105 483 23,900 SH SOLE 0 23,900 ANSYS INC COM 03662Q105 4,812 150,100 SH SOLE 0 150,100 ANTEON INTL CO COM 03674E108 2,047 48,900 SH SOLE 0 48,900 AON CORP COM 037389103 7,098 297,471 SH SOLE 0 297,471 APACHE CORP COM 037411105 16,210 320,544 SH SOLE 0 320,544 APARTMENT INVT CL A 03748R101 91,756 2,380,800 SH SOLE 0 2,380,800 APOGEE ENTERPR COM 037598109 1,220 91,000 SH SOLE 0 91,000 APOLLO GROUP I CL A 037604105 14,173 175,600 SH SOLE 0 175,600 APPLE COMPUTER COM 037833100 25,215 391,532 SH SOLE 0 391,532 APPLEBEES INTL COM 037899101 3,454 130,600 SH SOLE 0 130,600 APPLERA CORP COM 038020103 5,000 239,108 SH SOLE 0 239,108 APPLERA CORP COM 038020202 1,478 107,500 SH SOLE 0 107,500 APPLICA INC COM 03815A106 485 80,200 SH SOLE 0 80,200 APPLIED FILMS COM 038197109 757 35,100 SH SOLE 0 35,100 APPLIED INDL T COM 03820C105 3,015 110,050 SH SOLE 0 110,050 APPLIED MATLS COM 038222105 28,021 1,638,676 SH SOLE 0 1,638,676 APPLIED MICRO COM 03822W109 1,239 294,320 SH SOLE 0 294,320 APPLIED SIGNAL COM 038237103 3,218 91,279 SH SOLE 0 91,279 APRIA HEALTHCA COM 037933108 2,570 78,000 SH SOLE 0 78,000 APTARGROUP INC COM 038336103 6,291 119,200 SH SOLE 0 119,200 AQUA AMERICA I COM 03836W103 3,692 150,125 SH SOLE 0 150,125 AQUILA INC COM 03840P102 1,436 389,250 SH SOLE 0 389,250 ARBITRON INC COM 03875Q108 4,047 103,300 SH SOLE 0 103,300 ARBOR RLTY TR COM 038923108 825 33,600 SH SOLE 0 33,600 ARCH CAP GROUP ORD G0450A105 2,158 55,770 SH SOLE 0 55,770 ARCH CHEMICALS COM 03937R102 3,200 111,200 SH SOLE 0 111,200 ARCH COAL INC COM 039380100 7,611 214,150 SH SOLE 0 214,150 ARCHER DANIELS COM 039483102 13,688 613,533 SH SOLE 0 613,533 ARCHSTONE SMIT COM 039583109 19,337 504,875 SH SOLE 0 504,875 ARCTIC CAT INC COM 039670104 1,801 67,900 SH SOLE 0 67,900 ARDEN GROUP IN CL A 039762109 708 7,171 SH SOLE 0 7,171 ARDEN RLTY INC COM 039793104 8,970 237,800 SH SOLE 0 237,800 ARENA PHARMACE COM 040047102 307 45,800 SH SOLE 0 45,800 ARGON ST INC COM 040149106 272 7,700 SH SOLE 0 7,700 ARGOSY GAMING COM 040228108 4,591 98,300 SH SOLE 0 98,300 ARKANSAS BEST COM 040790107 9,658 215,158 SH SOLE 0 215,158 ARMOR HOLDINGS COM 042260109 5,200 110,600 SH SOLE 0 110,600 ARQULE INC COM 04269E107 558 96,300 SH SOLE 0 96,300 ARROW ELECTRS COM 042735100 16,237 668,200 SH SOLE 0 668,200 ARROW INTL INC COM 042764100 930 30,000 SH SOLE 0 30,000 ARTESYN TECHNO COM 043127109 1,478 130,800 SH SOLE 0 130,800 ARTHROCARE COR COM 043136100 3,427 106,900 SH SOLE 0 106,900 ARVINMERITOR I COM 043353101 2,499 111,699 SH SOLE 0 111,699 ASCENTIAL SOFT COM 04362P207 1,543 94,600 SH SOLE 0 94,600 ASHFORD HOSPIT COM 044103109 4,060 373,500 SH SOLE 0 373,500 ASHLAND INC COM 044204105 3,883 66,511 SH SOLE 0 66,511 ASHWORTH INC COM 04516H101 490 45,000 SH SOLE 0 45,000 ASK JEEVES INC COM 045174109 3,338 124,800 SH SOLE 0 124,800 ASML HLDG NV COM N07059111 2,291 143,890 SH SOLE 0 143,890 ASPEN INSURANC SHS G05384105 3,975 162,100 SH SOLE 0 162,100 ASSOCIATED BAN COM 045487105 8,250 248,262 SH SOLE 0 248,262 ASSURANT INC COM 04621X108 1,069 35,000 SH SOLE 0 35,000 ASTEC INDS INC COM 046224101 1,144 66,500 SH SOLE 0 66,500 ASTORIA FINL C COM 046265104 5,780 144,600 SH SOLE 0 144,600 AT&T CORP COM 001957505 14,383 754,627 SH SOLE 0 754,627 ATHEROGENICS I COM 047439104 3,314 140,660 SH SOLE 0 140,660 ATMEL CORP COM 049513104 6,154 1,569,800 SH SOLE 0 1,569,800 ATMI INC COM 00207R101 3,337 148,100 SH SOLE 0 148,100 ATMOS ENERGY C COM 049560105 12,515 457,600 SH SOLE 0 457,600 ATS MED INC COM 002083103 100 21,500 SH SOLE 0 21,500 ATWOOD OCEANIC COM 050095108 3,715 71,300 SH SOLE 0 71,300 AUDIBLE INC COM 05069A302 784 30,100 SH SOLE 0 30,100 AUDIOCODES LTD ORD M15342104 1,473 88,710 SH SOLE 0 88,710 AUDIOVOX CORP CL A 050757103 4,526 286,800 SH SOLE 0 286,800 AUGUST TECHNOL COM 05106U105 2,512 238,600 SH SOLE 0 238,600 AUTODESK INC COM 052769106 8,138 214,428 SH SOLE 0 214,428 AUTOMATIC DATA COM 053015103 25,902 584,025 SH SOLE 0 584,025 AUTONATION INC COM 05329W102 4,849 252,400 SH SOLE 0 252,400 AUTOZONE INC COM 053332102 6,911 75,687 SH SOLE 0 75,687 AVALONBAY CMNT COM 053484101 105,030 1,394,822 SH SOLE 0 1,394,822 AVAYA INC COM 053499109 7,467 434,122 SH SOLE 0 434,122 AVERY DENNISON COM 053611109 7,479 124,716 SH SOLE 0 124,716 AVID TECHNOLOG COM 05367P100 11,542 186,910 SH SOLE 0 186,910 AVISTA CORP COM 05379B107 2,854 161,500 SH SOLE 0 161,500 AVNET INC COM 053807103 23,450 1,285,639 SH SOLE 0 1,285,639 AVOCENT CORP COM 053893103 6,988 172,088 SH SOLE 0 172,088 AVON PRODS INC COM 054303102 18,167 469,444 SH SOLE 0 469,444 AXCELIS TECHNO COM 054540109 2,709 333,200 SH SOLE 0 333,200 AXEDA SYSTEMS COM 054959101 149 186,092 SH SOLE 0 186,092 AXONYX INC COM 05461R101 1,239 199,800 SH SOLE 0 199,800 AXSYS TECHNOLO COM 054615109 785 44,843 SH SOLE 0 44,843 AZTAR CORP COM 054802103 4,033 115,500 SH SOLE 0 115,500 BAKER HUGHES I COM 057224107 13,414 314,364 SH SOLE 0 314,364 BALDOR ELEC CO COM 057741100 4,033 146,500 SH SOLE 0 146,500 BALL CORP COM 058498106 4,686 106,556 SH SOLE 0 106,556 BALLY TOTAL FI COM 05873K108 482 113,600 SH SOLE 0 113,600 BANCFIRST CORP COM 05945F103 3,665 46,400 SH SOLE 0 46,400 BANCO BRADESCO ADR 059460303 13,787 550,167 SH SOLE 0 550,167 BANCO ITAU HLD ADR 059602201 2,380 31,660 SH SOLE 0 31,660 BANCO SANTANDE ADR 05965X109 1,852 54,700 SH SOLE 0 54,700 BANDAG INC COM 059815100 1,549 31,100 SH SOLE 0 31,100 BANK HAWAII CO COM 062540109 5,663 111,600 SH SOLE 0 111,600 BANK MUTUAL CO COM 063750103 1,171 96,200 SH SOLE 0 96,200 BANK NEW YORK COM 064057102 25,562 764,860 SH SOLE 0 764,860 BANK OF AMERIC COM 060505104 183,568 3,906,536 SH SOLE 0 3,906,536 BANKATLANTIC B CL A 065908501 8,249 414,500 SH SOLE 0 414,500 BANKNORTH GROU COM 06646R107 10,563 288,600 SH SOLE 0 288,600 BANKRATE INC COM 06646V108 416 30,000 SH SOLE 0 30,000 BANKUNITED FIN CL A 06652B103 3,195 100,000 SH SOLE 0 100,000 BANTA CORP COM 066821109 5,573 124,500 SH SOLE 0 124,500 BARD C R INC COM 067383109 7,526 117,636 SH SOLE 0 117,636 BARNES & NOBLE COM 067774109 3,856 119,500 SH SOLE 0 119,500 BARNES GROUP I COM 067806109 2,047 77,200 SH SOLE 0 77,200 BARR PHARMACEU COM 068306109 9,919 217,816 SH SOLE 0 217,816 BASSETT FURNIT COM 070203104 809 41,200 SH SOLE 0 41,200 BAUSCH & LOMB COM 071707103 3,222 49,986 SH SOLE 0 49,986 BAXTER INTL IN COM 071813109 20,983 607,492 SH SOLE 0 607,492 BAY VIEW CAP C COM 07262L309 247 16,120 SH SOLE 0 16,120 BB&T CORP COM 054937107 22,069 524,830 SH SOLE 0 524,830 BEACON ROOFING COM 073685109 2,345 118,100 SH SOLE 0 118,100 BEAR STEARNS C COM 073902108 10,082 98,544 SH SOLE 0 98,544 BEBE STORES IN COM 075571109 512 18,975 SH SOLE 0 18,975 BECKMAN COULTE COM 075811109 8,267 123,400 SH SOLE 0 123,400 BECTON DICKINS COM 075887109 13,582 239,124 SH SOLE 0 239,124 BED BATH & BEY COM 075896100 13,533 339,760 SH SOLE 0 339,760 BEI TECHNOLOGI COM 05538P104 2,254 73,000 SH SOLE 0 73,000 BEL FUSE INC CL B 077347300 1,257 37,200 SH SOLE 0 37,200 BELDEN CDT INC COM 077454106 3,626 156,287 SH SOLE 0 156,287 BELL MICROPROD COM 078137106 910 94,600 SH SOLE 0 94,600 BELLSOUTH CORP COM 079860102 48,469 1,744,104 SH SOLE 0 1,744,104 BELO CORP COM 080555105 4,857 185,100 SH SOLE 0 185,100 BEMIS INC COM 081437105 2,935 100,878 SH SOLE 0 100,878 BENCHMARK ELEC COM 08160H101 11,036 323,650 SH SOLE 0 323,650 BENIHANA INC CL A 082047200 1,788 110,000 SH SOLE 0 110,000 BERKLEY W R CO COM 084423102 7,863 166,700 SH SOLE 0 166,700 BERKSHIRE HATH CL A 084670108 352 4 SH SOLE 0 4 BERKSHIRE HATH CL B 084670207 9,102 3,100 SH SOLE 0 3,100 BEST BUY INC COM 086516101 19,490 328,000 SH SOLE 0 328,000 BEVERLY ENTERP COM 087851309 3,582 391,500 SH SOLE 0 391,500 BIG LOTS INC COM 089302103 19,177 1,580,938 SH SOLE 0 1,580,938 BIOENVISION IN COM 09059N100 4,124 460,299 SH SOLE 0 460,299 BIOGEN IDEC IN COM 09062X103 21,268 319,297 SH SOLE 0 319,297 BIOLASE TECHNO COM 090911108 885 81,400 SH SOLE 0 81,400 BIOMED REALTY COM 09063H107 4,182 188,300 SH SOLE 0 188,300 BIOMET INC COM 090613100 11,645 268,389 SH SOLE 0 268,389 BIO-REFERENCE COM 09057G602 1,566 90,000 SH SOLE 0 90,000 BIOSITE INC COM 090945106 3,323 54,000 SH SOLE 0 54,000 BIOVAIL CORP COM 09067J109 2,223 134,465 SH SOLE 0 134,465 BISYS GROUP IN COM 055472104 5,124 311,500 SH SOLE 0 311,500 BJ SVCS CO COM 055482103 8,301 178,360 SH SOLE 0 178,360 BJS WHOLESALE COM 05548J106 5,657 194,200 SH SOLE 0 194,200 BLACK & DECKER COM 091797100 6,962 78,813 SH SOLE 0 78,813 BLACK BOX CORP COM 091826107 3,429 71,400 SH SOLE 0 71,400 BLACK HILLS CO COM 092113109 1,601 52,200 SH SOLE 0 52,200 BLOCK H & R IN COM 093671105 9,298 189,762 SH SOLE 0 189,762 BLUEGREEN CORP COM 096231105 202 10,200 SH SOLE 0 10,200 BLYTH INC COM 09643P108 2,720 92,000 SH SOLE 0 92,000 BMC SOFTWARE I COM 055921100 3,914 210,450 SH SOLE 0 210,450 BOB EVANS FARM COM 096761101 1,482 56,700 SH SOLE 0 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111,400 SH SOLE 0 111,400 BROWN FORMAN C CL B 115637209 5,584 114,714 SH SOLE 0 114,714 BROWN SHOE INC COM 115736100 1,808 60,600 SH SOLE 0 60,600 BRUNSWICK CORP COM 117043109 4,425 89,404 SH SOLE 0 89,404 BRUSH ENGINEER COM 117421107 1,504 81,300 SH SOLE 0 81,300 BUCKEYE TECHNO COM 118255108 1,618 124,400 SH SOLE 0 124,400 BUCYRUS INTL I CL A 118759109 2,243 55,200 SH SOLE 0 55,200 BUILDING MATLS COM 120113105 2,278 59,500 SH SOLE 0 59,500 BUNGE LIMITED COM G16962105 2,212 38,800 SH SOLE 0 38,800 BURLINGTON COA COM 121579106 3,378 148,800 SH SOLE 0 148,800 BURLINGTON NOR COM 12189T104 17,096 361,351 SH SOLE 0 361,351 BURLINGTON RES COM 122014103 16,411 377,262 SH SOLE 0 377,262 BUSINESS OBJEC ADR 12328X107 2,018 79,655 SH SOLE 0 79,655 C COR INC COM 125010108 1,336 143,700 SH SOLE 0 143,700 C D I CORP COM 125071100 1,405 65,700 SH SOLE 0 65,700 C D W CORP COM 12512N105 8,878 133,800 SH SOLE 0 133,800 C H ROBINSON W COM 12541W100 9,016 162,400 SH SOLE 0 162,400 C&D TECHNOLOGI COM 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144,800 SH SOLE 0 144,800 CORINTHIAN COL COM 218868107 2,744 145,600 SH SOLE 0 145,600 CORN PRODS INT COM 219023108 6,481 121,000 SH SOLE 0 121,000 CORNING INC COM 219350105 15,767 1,339,606 SH SOLE 0 1,339,606 CORPORATE EXEC COM 21988R102 2,246 33,550 SH SOLE 0 33,550 CORRECTIONAL P COM 22025E104 549 19,000 SH SOLE 0 19,000 COST PLUS INC COM 221485105 4,177 130,000 SH SOLE 0 130,000 COSTCO WHSL CO COM 22160K105 22,127 457,084 SH SOLE 0 457,084 COUNTRYWIDE FI COM 222372104 22,676 612,692 SH SOLE 0 612,692 COVANCE INC COM 222816100 6,611 170,608 SH SOLE 0 170,608 COVENTRY HEALT COM 222862104 9,866 185,875 SH SOLE 0 185,875 COX RADIO INC CL A 224051102 694 42,100 SH SOLE 0 42,100 CP SHIPS LTD COM 22409V102 181 12,600 SH SOLE 0 12,600 CPI CORP COM 125902106 352 25,900 SH SOLE 0 25,900 CRANE CO COM 224399105 2,547 88,300 SH SOLE 0 88,300 CREDENCE SYS C COM 225302108 1,829 199,900 SH SOLE 0 199,900 CREE INC COM 225447101 4,770 119,000 SH SOLE 0 119,000 CROMPTON CORP COM 227116100 2,181 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379,314 CYBERONICS INC COM 23251P102 1,649 79,600 SH SOLE 0 79,600 CYBEROPTICS CO COM 232517102 1,190 80,000 SH SOLE 0 80,000 CYMER INC COM 232572107 6,132 207,600 SH SOLE 0 207,600 CYPRESS SEMICO COM 232806109 5,559 473,900 SH SOLE 0 473,900 CYTEC INDS INC COM 232820100 4,828 93,900 SH SOLE 0 93,900 CYTOKINETICS I COM 23282W100 510 49,800 SH SOLE 0 49,800 CYTYC CORP COM 232946103 5,302 192,322 SH SOLE 0 192,322 D R HORTON INC COM 23331A109 19,302 478,845 SH SOLE 0 478,845 DADE BEHRING H COM 23342J206 672 12,000 SH SOLE 0 12,000 DAKTRONICS INC COM 234264109 4,109 165,100 SH SOLE 0 165,100 DANA CORP COM 235811106 2,439 140,720 SH SOLE 0 140,720 DANAHER CORP D COM 235851102 18,180 316,666 SH SOLE 0 316,666 DARDEN RESTAUR COM 237194105 5,392 194,363 SH SOLE 0 194,363 DARLING INTL I COM 237266101 103 23,700 SH SOLE 0 23,700 DATASCOPE CORP COM 238113104 1,957 49,300 SH SOLE 0 49,300 DATATRAK INTL COM 238134100 1,095 100,000 SH SOLE 0 100,000 DEAN FOODS CO COM 242370104 7,907 239,982 SH SOLE 0 239,982 DECKERS OUTDOO COM 243537107 691 14,700 SH SOLE 0 14,700 DEERE & CO COM 244199105 17,484 235,000 SH SOLE 0 235,000 DELL INC COM 24702R101 100,507 2,385,076 SH SOLE 0 2,385,076 DELPHI CORP COM 247126105 4,770 528,851 SH SOLE 0 528,851 DELPHI FINL GR CL A 247131105 4,872 105,564 SH SOLE 0 105,564 DELTA & PINE L COM 247357106 4,489 164,566 SH SOLE 0 164,566 DELTA AIR LINE COM 247361108 880 117,590 SH SOLE 0 117,590 DELTIC TIMBER COM 247850100 1,723 40,600 SH SOLE 0 40,600 DELUXE CORP COM 248019101 4,196 112,400 SH SOLE 0 112,400 DENDRITE INTL COM 248239105 2,703 139,350 SH SOLE 0 139,350 DENTSPLY INTL COM 249030107 8,551 152,150 SH SOLE 0 152,150 DEPARTMENT 56 COM 249509100 748 44,900 SH SOLE 0 44,900 DEVELOPERS DIV COM 251591103 9,926 223,700 SH SOLE 0 223,700 DEVON ENERGY C COM 25179M103 18,292 470,000 SH SOLE 0 470,000 DEVRY INC DEL COM 251893103 1,967 113,300 SH SOLE 0 113,300 DIAGNOSTIC PRO COM 252450101 9,469 172,000 SH SOLE 0 172,000 DIAMOND OFFSHO COM 25271C102 228 5,700 SH SOLE 0 5,700 DIAMONDCLUSTER COM 25278P106 3,742 261,110 SH SOLE 0 261,110 DIEBOLD INC COM 253651103 6,919 124,150 SH SOLE 0 124,150 DIGI INTL INC COM 253798102 3,743 217,750 SH SOLE 0 217,750 DIGITAL INSIGH COM 25385P106 2,190 119,000 SH SOLE 0 119,000 DIGITAL RIV IN COM 25388B104 1,394 33,500 SH SOLE 0 33,500 DIGITAL THEATE COM 25389G102 1,007 50,000 SH SOLE 0 50,000 DILLARDS INC CL A 254067101 2,120 78,900 SH SOLE 0 78,900 DIME CMNTY BAN COM 253922108 2,225 124,225 SH SOLE 0 124,225 DIMON INC COM 254394109 1,011 150,500 SH SOLE 0 150,500 DIONEX CORP COM 254546104 3,939 69,500 SH SOLE 0 69,500 DIRECT GEN COR COM 25456W204 234 7,300 SH SOLE 0 7,300 DISCOVERY LABO COM 254668106 922 116,300 SH SOLE 0 116,300 DISCOVERY PART COM 254675101 92 19,500 SH SOLE 0 19,500 DISNEY WALT CO COM 254687106 54,778 1,970,431 SH SOLE 0 1,970,431 DITECH COMMUNI COM 25500M103 821 54,885 SH SOLE 0 54,885 DIVERSA CORP COM 255064107 3,572 408,670 SH SOLE 0 408,670 DJ ORTHOPEDICS COM 23325G104 2,717 126,850 SH SOLE 0 126,850 DOBSON COMMUNI CL A 256069105 307 178,500 SH SOLE 0 178,500 DOLLAR GEN COR COM 256669102 6,465 311,251 SH SOLE 0 311,251 DOLLAR TREE ST COM 256747106 5,236 182,000 SH SOLE 0 182,000 DOMINION RES I COM 25746U109 21,310 314,583 SH SOLE 0 314,583 DONALDSON INC COM 257651109 5,617 172,400 SH SOLE 0 172,400 DONNELLEY R R COM 257867101 7,238 205,104 SH SOLE 0 205,104 DORAL FINL COR COM 25811P100 2,942 59,730 SH SOLE 0 59,730 DOVER CORP COM 260003108 8,054 192,034 SH SOLE 0 192,034 DOW CHEM CO COM 260543103 45,637 921,777 SH SOLE 0 921,777 DOW JONES & CO COM 260561105 3,327 77,263 SH SOLE 0 77,263 DOWNEY FINL CO COM 261018105 5,291 92,824 SH SOLE 0 92,824 DPL INC COM 233293109 5,116 203,724 SH SOLE 0 203,724 DR REDDYS LABS ADR 256135203 5,233 263,900 SH SOLE 0 263,900 DRESS BARN INC COM 261570105 1,746 99,200 SH SOLE 0 99,200 DRIL-QUIP INC COM 262037104 2,659 109,600 SH SOLE 0 109,600 DRS TECHNOLOGI COM 23330X100 3,874 90,700 SH SOLE 0 90,700 DSP GROUP INC COM 23332B106 2,083 93,300 SH SOLE 0 93,300 DST SYS INC DE COM 233326107 7,031 134,900 SH SOLE 0 134,900 DTE ENERGY CO COM 233331107 7,065 163,809 SH SOLE 0 163,809 DU PONT E I DE COM 263534109 48,410 986,950 SH SOLE 0 986,950 DUKE ENERGY CO COM 264399106 23,414 924,356 SH SOLE 0 924,356 DUN & BRADSTRE COM 26483E100 8,309 139,300 SH SOLE 0 139,300 DUPONT PHOTOMA COM 26613X101 1,632 61,800 SH SOLE 0 61,800 DUQUESNE LT HL COM 266233105 2,334 123,800 SH SOLE 0 123,800 DURATEK INC COM 26658Q102 1,993 80,000 SH SOLE 0 80,000 DYCOM INDS INC COM 267475101 2,390 78,300 SH SOLE 0 78,300 DYNAMEX INC COM 26784F103 1,204 65,000 SH SOLE 0 65,000 DYNEGY INC NEW CL A 26816Q101 1,652 357,660 SH SOLE 0 357,660 E M C CORP MAS COM 268648102 36,740 2,470,750 SH SOLE 0 2,470,750 E TRADE FINANC COM 269246104 5,807 388,400 SH SOLE 0 388,400 EAGLE HOSPITAL COM 26959T102 2,880 279,620 SH SOLE 0 279,620 EAGLE MATERIAL COM 26969P108 6,013 69,640 SH SOLE 0 69,640 EAST WEST BANC COM 27579R104 9,009 214,700 SH SOLE 0 214,700 EASTMAN CHEM C COM 277432100 6,265 108,526 SH SOLE 0 108,526 EASTMAN KODAK COM 277461109 9,789 303,523 SH SOLE 0 303,523 EATON CORP COM 278058102 10,300 142,344 SH SOLE 0 142,344 EATON VANCE CO COM 278265103 5,632 108,000 SH SOLE 0 108,000 EBAY INC COM 278642103 73,431 631,180 SH SOLE 0 631,180 ECLIPSYS CORP COM 278856109 911 44,600 SH SOLE 0 44,600 ECOLAB INC COM 278865100 8,519 242,504 SH SOLE 0 242,504 EDGE PETE CORP COM 279862106 2,909 199,500 SH SOLE 0 199,500 EDISON INTL COM 281020107 9,852 307,599 SH SOLE 0 307,599 EDO CORP COM 281347104 2,115 66,600 SH SOLE 0 66,600 EDUCATE INC COM 28138P100 1,219 92,100 SH SOLE 0 92,100 EDUCATION MGMT COM 28139T101 5,564 168,600 SH SOLE 0 168,600 EDWARDS AG INC COM 281760108 6,991 161,800 SH SOLE 0 161,800 EDWARDS LIFESC COM 28176E108 3,949 95,700 SH SOLE 0 95,700 EFJ INC COM 26843B101 3,290 337,470 SH SOLE 0 337,470 EFUNDS CORP COM 28224R101 4,905 204,300 SH SOLE 0 204,300 EGL INC COM 268484102 6,648 222,410 SH SOLE 0 222,410 EL PASO CORP COM 28336L109 6,505 625,487 SH SOLE 0 625,487 EL PASO ELEC C COM 283677854 2,993 158,000 SH SOLE 0 158,000 ELECTRO SCIENT COM 285229100 1,869 94,600 SH SOLE 0 94,600 ELECTRONIC ART COM 285512109 18,073 293,020 SH SOLE 0 293,020 ELECTRONIC DAT CONV 285661AF1 877 830,000 SH SOLE 0 830,000 ELECTRONIC DAT COM 285661104 11,172 483,620 SH SOLE 0 483,620 ELECTRONICS BO COM 286045109 3,946 91,900 SH SOLE 0 91,900 ELECTRONICS FO COM 286082102 1,274 73,200 SH SOLE 0 73,200 ELIZABETH ARDE COM 28660G106 4,370 184,090 SH SOLE 0 184,090 ELKCORP COM 287456107 2,537 74,150 SH SOLE 0 74,150 EMBRAER-EMPRES ADR 29081M102 5,325 159,230 SH SOLE 0 159,230 EMBREX INC COM 290817105 2,294 173,000 SH SOLE 0 173,000 EMCOR GROUP IN COM 29084Q100 2,282 50,500 SH SOLE 0 50,500 EMERSON ELEC C COM 291011104 28,665 408,920 SH SOLE 0 408,920 EMMIS COMMUNIC CL A 291525103 2,558 133,300 SH SOLE 0 133,300 EMULEX CORP COM 292475209 2,317 137,600 SH SOLE 0 137,600 ENCANA CORP COM 292505104 300 5,266 SH SOLE 0 5,266 ENCORE MED COR COM 29256E109 1,358 200,000 SH SOLE 0 200,000 ENCYSIVE PHARM COM 29256X107 928 93,470 SH SOLE 0 93,470 ENDO PHARMACEU COM 29264F205 1,299 61,840 SH SOLE 0 61,840 ENERGEN CORP COM 29265N108 12,975 220,100 SH SOLE 0 220,100 ENERGIZER HLDG COM 29266R108 7,210 145,100 SH SOLE 0 145,100 ENERGY EAST CO COM 29266M109 6,311 236,536 SH SOLE 0 236,536 ENERGY PARTNER COM 29270U105 3,507 173,000 SH SOLE 0 173,000 ENESCO GROUP I COM 292973104 388 48,000 SH SOLE 0 48,000 ENGELHARD CORP COM 292845104 3,601 117,426 SH SOLE 0 117,426 ENGINEERED SUP COM 292866100 6,434 108,650 SH SOLE 0 108,650 ENSCO INTL INC COM 26874Q100 28,261 890,400 SH SOLE 0 890,400 ENTERASYS NETW COM 293637104 1,215 675,000 SH SOLE 0 675,000 ENTERCOM COMMU CL A 293639100 2,882 80,300 SH SOLE 0 80,300 ENTERGY CORP N COM 29364G103 14,668 217,014 SH SOLE 0 217,014 ENTERTAINMENT COM 29380T105 4,486 100,700 SH SOLE 0 100,700 ENVIRONMENTAL COM 294092101 1,422 237,000 SH SOLE 0 237,000 ENZO BIOCHEM I COM 294100102 2,103 108,018 SH SOLE 0 108,018 EOG RES INC COM 26875P101 7,860 110,140 SH SOLE 0 110,140 EPICOR SOFTWAR COM 29426L108 727 51,600 SH SOLE 0 51,600 EPIQ SYS INC COM 26882D109 873 59,600 SH SOLE 0 59,600 EPIX PHARMACEU COM 26881Q101 912 50,900 SH SOLE 0 50,900 EQUIFAX INC COM 294429105 3,633 129,272 SH SOLE 0 129,272 EQUITABLE RES COM 294549100 5,999 98,900 SH SOLE 0 98,900 EQUITY LIFESTY COM 29472R108 2,592 72,500 SH SOLE 0 72,500 EQUITY OFFICE COM 294741103 18,738 643,489 SH SOLE 0 643,489 EQUITY RESIDEN COM 29476L107 15,209 420,372 SH SOLE 0 420,372 ERESEARCHTECHN COM 29481V108 823 51,900 SH SOLE 0 51,900 ERICSSON L M T ADR 294821608 976 31,000 SH SOLE 0 31,000 ESCO TECHNOLOG COM 296315104 8,391 109,470 SH SOLE 0 109,470 ESS TECHNOLOGY COM 269151106 938 131,900 SH SOLE 0 131,900 ESSEX CORP COM 296744105 306 15,100 SH SOLE 0 15,100 ESSEX PPTY TR COM 297178105 14,644 174,750 SH SOLE 0 174,750 ESTERLINE TECH COM 297425100 2,664 81,600 SH SOLE 0 81,600 ETHAN ALLEN IN COM 297602104 4,794 119,800 SH SOLE 0 119,800 EVEREST RE GRO COM G3223R108 8,096 90,400 SH SOLE 0 90,400 EXAR CORP COM 300645108 3,035 213,900 SH SOLE 0 213,900 EXCEL TECHNOLO COM 30067T103 1,430 55,000 SH SOLE 0 55,000 EXELIXIS INC COM 30161Q104 1,515 159,492 SH SOLE 0 159,492 EXELON CORP COM 30161N101 28,077 637,096 SH SOLE 0 637,096 EXPEDITORS INT COM 302130109 9,589 171,600 SH SOLE 0 171,600 EXPRESS SCRIPT COM 302182100 7,146 93,490 SH SOLE 0 93,490 EXPRESSJET HOL CL A 30218U108 198 15,400 SH SOLE 0 15,400 EXXON MOBIL CO COM 30231G102 317,271 6,189,455 SH SOLE 0 6,189,455 EYETECH PHARMA COM 302297106 1,214 26,680 SH SOLE 0 26,680 F M C CORP COM 302491303 6,847 141,750 SH SOLE 0 141,750 F5 NETWORKS IN COM 315616102 2,714 55,710 SH SOLE 0 55,710 FACTSET RESH S COM 303075105 7,311 125,100 SH SOLE 0 125,100 FAIR ISAAC COR COM 303250104 5,566 151,750 SH SOLE 0 151,750 FAIRCHILD SEMI COM 303726103 5,056 310,930 SH SOLE 0 310,930 FAIRMONT HOTEL COM 305204109 62,033 1,790,800 SH SOLE 0 1,790,800 FALCON FINL IN COM 306032103 575 82,100 SH SOLE 0 82,100 FAMILY DLR STO COM 307000109 5,063 162,120 SH SOLE 0 162,120 FARGO ELECTRON COM 30744P102 1,799 120,000 SH SOLE 0 120,000 FASTENAL CO COM 311900104 7,516 122,100 SH SOLE 0 122,100 FEDDERS CORP COM 313135501 365 100,960 SH SOLE 0 100,960 FEDERAL HOME L COM 313400301 48,281 655,096 SH SOLE 0 655,096 FEDERAL NATL M COM 313586109 67,182 943,434 SH SOLE 0 943,434 FEDERAL REALTY COM 313747206 10,996 212,900 SH SOLE 0 212,900 FEDERAL SIGNAL COM 313855108 1,367 77,400 SH SOLE 0 77,400 FEDERATED DEPT COM 31410H101 9,425 163,086 SH SOLE 0 163,086 FEDERATED INVS CL B 314211103 3,104 102,100 SH SOLE 0 102,100 FEDEX CORP COM 31428X106 28,952 293,962 SH SOLE 0 293,962 FEI CO COM 30241L109 2,329 110,900 SH SOLE 0 110,900 FERRO CORP COM 315405100 2,964 127,800 SH SOLE 0 127,800 FIDELITY NATL COM 316326107 14,349 314,187 SH SOLE 0 314,187 FIFTH THIRD BA COM 316773100 25,176 532,265 SH SOLE 0 532,265 FILENET CORP COM 316869106 3,390 131,600 SH SOLE 0 131,600 FINANCIAL FED COM 317492106 2,560 65,300 SH SOLE 0 65,300 FINDWHAT COM COM 317794105 1,787 100,800 SH SOLE 0 100,800 FINISH LINE IN CL A 317923100 2,309 126,200 SH SOLE 0 126,200 FIRST AMERN CO COM 318522307 5,071 144,300 SH SOLE 0 144,300 FIRST BANCORP COM 318672102 8,533 134,350 SH SOLE 0 134,350 FIRST CASH FIN COM 31942D107 425 15,900 SH SOLE 0 15,900 FIRST CMNTY BA COM 31983B101 1,742 40,800 SH SOLE 0 40,800 FIRST CTZNS BA CL A 31946M103 3,855 26,000 SH SOLE 0 26,000 FIRST DATA COR COM 319963104 35,686 838,877 SH SOLE 0 838,877 FIRST HEALTH G COM 320960107 2,853 152,500 SH SOLE 0 152,500 FIRST HORIZON COM 320517105 5,158 119,640 SH SOLE 0 119,640 FIRST HORIZON COM 32051K106 785 34,300 SH SOLE 0 34,300 FIRST MARBLEHE COM 320771108 844 15,000 SH SOLE 0 15,000 FIRST MIDWEST COM 320867104 6,972 192,125 SH SOLE 0 192,125 FIRST NIAGARA COM 33582V108 983 70,500 SH SOLE 0 70,500 FIRST REP BK S COM 336158100 2,894 54,600 SH SOLE 0 54,600 FIRSTENERGY CO COM 337932107 12,401 313,867 SH SOLE 0 313,867 FIRSTFED FINL COM 337907109 2,848 54,900 SH SOLE 0 54,900 FIRSTMERIT COR COM 337915102 8,014 281,300 SH SOLE 0 281,300 FISERV INC COM 337738108 9,574 238,220 SH SOLE 0 238,220 FISHER SCIENTI COM 338032204 9,950 159,500 SH SOLE 0 159,500 FLAGSTAR BANCO COM 337930101 4,622 204,500 SH SOLE 0 204,500 FLAMEL TECHNOL ADR 338488109 754 38,700 SH SOLE 0 38,700 FLEETWOOD ENTE COM 339099103 21,886 1,626,033 SH SOLE 0 1,626,033 FLEXTRONICS IN ORD Y2573F102 6,570 475,420 SH SOLE 0 475,420 FLIR SYS INC COM 302445101 12,110 189,838 SH SOLE 0 189,838 FLORIDA ROCK I COM 341140101 8,604 144,525 SH SOLE 0 144,525 FLOWERS FOODS COM 343498101 4,552 144,150 SH SOLE 0 144,150 FLOWSERVE CORP COM 34354P105 6,046 219,548 SH SOLE 0 219,548 FLUOR CORP NEW COM 343412102 4,485 82,275 SH SOLE 0 82,275 FMC TECHNOLOGI COM 30249U101 5,365 166,605 SH SOLE 0 166,605 FOMENTO ECONOM ADR 344419106 6,869 130,560 SH SOLE 0 130,560 FOOT LOCKER IN COM 344849104 21,343 792,550 SH SOLE 0 792,550 FORD MTR CO DE COM 345370860 25,402 1,735,143 SH SOLE 0 1,735,143 FOREST CITY EN CL A 345550107 1,819 31,600 SH SOLE 0 31,600 FOREST LABS IN COM 345838106 15,816 352,560 SH SOLE 0 352,560 FOREST OIL COR COM 346091705 3,029 95,500 SH SOLE 0 95,500 FORMFACTOR INC COM 346375108 5,121 188,700 SH SOLE 0 188,700 FORTUNE BRANDS COM 349631101 10,658 138,093 SH SOLE 0 138,093 FORWARD AIR CO COM 349853101 5,557 124,322 SH SOLE 0 124,322 FOSSIL INC COM 349882100 6,075 236,937 SH SOLE 0 236,937 FOUNDRY NETWOR COM 35063R100 3,148 239,180 SH SOLE 0 239,180 FOX ENTMT GROU CL A 35138T107 7,912 253,100 SH SOLE 0 253,100 FPL GROUP INC COM 302571104 13,170 176,194 SH SOLE 0 176,194 FRANKLIN BK CO COM 352451108 3,550 194,500 SH SOLE 0 194,500 FRANKLIN ELEC COM 353514102 380 9,000 SH SOLE 0 9,000 FRANKLIN RES I COM 354613101 17,490 251,108 SH SOLE 0 251,108 FREDS INC CL A 356108100 2,279 131,000 SH SOLE 0 131,000 FREEPORT-MCMOR CL B 35671D857 6,393 167,227 SH SOLE 0 167,227 FREESCALE SEMI COM 35687M107 1,069 60,000 SH SOLE 0 60,000 FREESCALE SEMI CL B 35687M206 5,838 317,949 SH SOLE 0 317,949 FREMONT GEN CO COM 357288109 7,692 305,500 SH SOLE 0 305,500 FRESENIUS MED ADR 358029106 8,562 319,464 SH SOLE 0 319,464 FRIEDMAN BILLI CL A 358434108 6,909 356,335 SH SOLE 0 356,335 FRONTIER AIRLI COM 359065109 1,354 118,700 SH SOLE 0 118,700 FRONTIER OIL C COM 35914P105 2,394 89,800 SH SOLE 0 89,800 FSI INTL INC COM 302633102 1,168 250,000 SH SOLE 0 250,000 FUELCELL ENERG COM 35952H106 1,501 151,610 SH SOLE 0 151,610 FULLER H B CO COM 359694106 3,196 112,100 SH SOLE 0 112,100 FURNITURE BRAN COM 360921100 2,848 113,700 SH SOLE 0 113,700 G & K SVCS INC CL A 361268105 3,035 69,900 SH SOLE 0 69,900 GABLES RESIDEN COM 362418105 3,493 97,600 SH SOLE 0 97,600 GALLAGHER ARTH COM 363576109 5,372 165,300 SH SOLE 0 165,300 GAMESTOP CORP COM 36466R200 3,852 171,904 SH SOLE 0 171,904 GANNETT INC COM 364730101 19,927 243,910 SH SOLE 0 243,910 GAP INC DEL COM 364760108 17,559 831,387 SH SOLE 0 831,387 GARDNER DENVER COM 365558105 3,077 84,800 SH SOLE 0 84,800 GARTNER INC COM 366651107 5,176 415,400 SH SOLE 0 415,400 GATEWAY INC COM 367626108 2,112 351,486 SH SOLE 0 351,486 GATX CORP COM 361448103 2,353 79,600 SH SOLE 0 79,600 GENCORP INC COM 368682100 3,276 176,400 SH SOLE 0 176,400 GENENTECH INC COM 368710406 2,145 39,400 SH SOLE 0 39,400 GENERAL CABLE COM 369300108 738 53,300 SH SOLE 0 53,300 GENERAL COMMUN CL A 369385109 3,476 314,900 SH SOLE 0 314,900 GENERAL DYNAMI COM 369550108 21,571 206,225 SH SOLE 0 206,225 GENERAL ELEC C COM 369604103 370,95510,163,138 SH SOLE 0 10,163,138 GENERAL GROWTH COM 370021107 8,563 236,800 SH SOLE 0 236,800 GENERAL MLS IN COM 370334104 17,673 355,515 SH SOLE 0 355,515 GENERAL MTRS C COM 370442105 21,471 535,965 SH SOLE 0 535,965 GENESCO INC COM 371532102 7,056 226,600 SH SOLE 0 226,600 GENESEE & WYO CL A 371559105 1,589 56,500 SH SOLE 0 56,500 GENESIS HEALTH COM 37184D101 5,849 166,980 SH SOLE 0 166,980 GENESIS MICROC COM 37184C103 540 33,300 SH SOLE 0 33,300 GENITOPE CORP COM 37229P507 1,619 95,005 SH SOLE 0 95,005 GENLYTE GROUP COM 372302109 5,021 58,600 SH SOLE 0 58,600 GEN-PROBE INC COM 36866T103 2,426 53,650 SH SOLE 0 53,650 GENTEX CORP COM 371901109 7,371 199,100 SH SOLE 0 199,100 GENTIVA HEALTH COM 37247A102 1,339 80,100 SH SOLE 0 80,100 GENUINE PARTS COM 372460105 7,686 174,436 SH SOLE 0 174,436 GENWORTH FINL COM 37247D106 2,187 81,000 SH SOLE 0 81,000 GENZYME CORP COM 372917104 13,708 236,060 SH SOLE 0 236,060 GEORGIA GULF C COM 373200203 6,101 122,500 SH SOLE 0 122,500 GEORGIA PAC CO COM 373298108 9,021 240,687 SH SOLE 0 240,687 GERBER SCIENTI COM 373730100 565 74,200 SH SOLE 0 74,200 GERDAU S A ADR 373737105 3,096 172,000 SH SOLE 0 172,000 GETTY IMAGES I COM 374276103 1,467 21,300 SH SOLE 0 21,300 GEVITY HR INC COM 374393106 2,303 112,000 SH SOLE 0 112,000 GIANT INDS INC COM 374508109 941 35,500 SH SOLE 0 35,500 GILEAD SCIENCE COM 375558103 14,171 405,000 SH SOLE 0 405,000 GILLETTE CO COM 375766102 42,447 947,900 SH SOLE 0 947,900 GLACIER BANCOR COM 37637Q105 429 12,600 SH SOLE 0 12,600 GLATFELTER COM 377316104 6,202 405,900 SH SOLE 0 405,900 GLAXOSMITHKLIN ADR 37733W105 1,043 22,000 SH SOLE 0 22,000 GLENBOROUGH RL COM 37803P105 2,266 106,500 SH SOLE 0 106,500 GLOBAL IMAGING COM 37934A100 4,831 122,300 SH SOLE 0 122,300 GLOBAL PMTS IN COM 37940X102 7,498 128,080 SH SOLE 0 128,080 GLOBECOMM SYST COM 37956X103 99 15,500 SH SOLE 0 15,500 GOL LINHAS AER ADR 38045R107 3,089 96,910 SH SOLE 0 96,910 GOLD BANC CORP COM 379907108 1,958 133,900 SH SOLE 0 133,900 GOLD FIELDS LT ADR 38059T106 146 11,700 SH SOLE 0 11,700 GOLDEN WEST FI COM 381317106 17,699 288,160 SH SOLE 0 288,160 GOLDMAN SACHS COM 38141G104 48,358 464,800 SH SOLE 0 464,800 GOODRICH CORP COM 382388106 3,627 111,121 SH SOLE 0 111,121 GOODYEAR TIRE COM 382550101 2,427 165,567 SH SOLE 0 165,567 GOODYS FAMILY COM 382588101 999 109,300 SH SOLE 0 109,300 GOOGLE INC CL A 38259P508 1,272 6,600 SH SOLE 0 6,600 GRACO INC COM 384109104 9,907 265,250 SH SOLE 0 265,250 GRAFTECH INTL COM 384313102 4,732 500,180 SH SOLE 0 500,180 GRAINGER W W I COM 384802104 5,716 85,794 SH SOLE 0 85,794 GRANITE CONSTR COM 387328107 1,780 66,900 SH SOLE 0 66,900 GRANT PRIDECO COM 38821G101 5,375 268,080 SH SOLE 0 268,080 GREAT ATLANTIC COM 390064103 1,317 128,500 SH SOLE 0 128,500 GREAT LAKES CH COM 390568103 1,367 47,970 SH SOLE 0 47,970 GREAT PLAINS E COM 391164100 4,263 140,800 SH SOLE 0 140,800 GREATER BAY BA COM 391648102 2,289 82,100 SH SOLE 0 82,100 GREEN MOUNTAIN COM 393154109 490 17,000 SH SOLE 0 17,000 GREENBRIER COS COM 393657101 3,324 98,200 SH SOLE 0 98,200 GREY WOLF INC COM 397888108 1,280 242,800 SH SOLE 0 242,800 GRIFFON CORP COM 398433102 2,640 97,790 SH SOLE 0 97,790 GROUP 1 AUTOMO COM 398905109 2,426 77,000 SH SOLE 0 77,000 GRUPO TELEVISA ADR 40049J206 6,540 108,100 SH SOLE 0 108,100 GSI COMMERCE I COM 36238G102 875 49,200 SH SOLE 0 49,200 GTECH HLDGS CO COM 400518106 6,407 246,900 SH SOLE 0 246,900 GUIDANT CORP COM 401698105 23,279 322,872 SH SOLE 0 322,872 GUITAR CTR MGM COM 402040109 12,874 244,343 SH SOLE 0 244,343 GYMBOREE CORP COM 403777105 1,313 102,400 SH SOLE 0 102,400 HAEMONETICS CO COM 405024100 5,214 144,000 SH SOLE 0 144,000 HAGGAR CORP COM 405173105 566 24,100 SH SOLE 0 24,100 HAIN CELESTIAL COM 405217100 2,515 121,651 SH SOLE 0 121,651 HALLIBURTON CO COM 406216101 16,514 420,840 SH SOLE 0 420,840 HANCOCK FABRIC COM 409900107 655 63,200 SH SOLE 0 63,200 HANCOCK HLDG C COM 410120109 2,914 87,100 SH SOLE 0 87,100 HANOVER COMPRE COM 410768105 1,778 125,800 SH SOLE 0 125,800 HANSEN NAT COR COM 411310105 1,464 40,200 SH SOLE 0 40,200 HARLAND JOHN H COM 412693103 3,346 92,700 SH SOLE 0 92,700 HARLEY DAVIDSO COM 412822108 16,925 278,600 SH SOLE 0 278,600 HARLEYSVILLE N COM 412850109 825 31,032 SH SOLE 0 31,032 HARMAN INTL IN COM 413086109 15,100 118,900 SH SOLE 0 118,900 HARMONIC INC COM 413160102 6,141 736,300 SH SOLE 0 736,300 HARRAHS ENTMT COM 413619107 7,129 106,585 SH SOLE 0 106,585 HARRIS CORP DE COM 413875105 12,037 194,800 SH SOLE 0 194,800 HARSCO CORP COM 415864107 6,678 119,800 SH SOLE 0 119,800 HARTE-HANKS IN COM 416196103 3,568 137,350 SH SOLE 0 137,350 HARTFORD FINL COM 416515104 19,557 282,165 SH SOLE 0 282,165 HASBRO INC COM 418056107 3,229 166,607 SH SOLE 0 166,607 HAUPPAUGE DIGI COM 419131107 87 14,200 SH SOLE 0 14,200 HAVERTY FURNIT COM 419596101 1,395 75,400 SH SOLE 0 75,400 HAWAIIAN ELEC COM 419870100 4,652 159,600 SH SOLE 0 159,600 HCA INC COM 404119109 15,984 400,000 SH SOLE 0 400,000 HCC INS HLDGS COM 404132102 6,169 186,250 SH SOLE 0 186,250 HEADWATERS INC COM 42210P102 4,447 156,030 SH SOLE 0 156,030 HEALTH MGMT AS CL A 421933102 5,214 229,500 SH SOLE 0 229,500 HEALTH NET INC COM 42222G108 7,348 254,510 SH SOLE 0 254,510 HEALTHCARE SVC COM 421906108 823 39,500 SH SOLE 0 39,500 HEALTHEXTRAS I COM 422211102 1,012 62,090 SH SOLE 0 62,090 HEARST-ARGYLE COM 422317107 1,026 38,900 SH SOLE 0 38,900 HEARTLAND EXPR COM 422347104 6,504 289,436 SH SOLE 0 289,436 HEIDRICK & STR COM 422819102 3,136 91,500 SH SOLE 0 91,500 HEINZ H J CO COM 423074103 13,118 336,440 SH SOLE 0 336,440 HELEN OF TROY COM G4388N106 3,785 112,610 SH SOLE 0 112,610 HELIX TECHNOLO COM 423319102 2,158 124,100 SH SOLE 0 124,100 HELMERICH & PA COM 423452101 2,765 81,232 SH SOLE 0 81,232 HENRY JACK & A COM 426281101 2,901 145,700 SH SOLE 0 145,700 HERCULES INC COM 427056106 4,370 294,276 SH SOLE 0 294,276 HERITAGE PPTY COM 42725M107 789 24,600 SH SOLE 0 24,600 HERSHEY FOODS COM 427866108 13,169 237,102 SH SOLE 0 237,102 HEWLETT PACKAR COM 428236103 66,357 3,164,391 SH SOLE 0 3,164,391 HEXCEL CORP NE COM 428291108 1,016 70,100 SH SOLE 0 70,100 HIBBETT SPORTI COM 428565105 3,661 137,575 SH SOLE 0 137,575 HIBERNIA CORP CL A 428656102 7,366 249,600 SH SOLE 0 249,600 HIGHWOODS PPTY COM 431284108 2,391 86,300 SH SOLE 0 86,300 HILB ROGAL & H COM 431294107 4,345 119,900 SH SOLE 0 119,900 HILLENBRAND IN COM 431573104 5,532 99,600 SH SOLE 0 99,600 HILTON HOTELS COM 432848109 14,842 652,685 SH SOLE 0 652,685 HNI CORP COM 404251100 3,896 90,500 SH SOLE 0 90,500 HOLOGIC INC COM 436440101 2,544 92,600 SH SOLE 0 92,600 HOME DEPOT INC COM 437076102 93,127 2,178,921 SH SOLE 0 2,178,921 HONEYWELL INTL COM 438516106 31,824 898,719 SH SOLE 0 898,719 HOOKER FURNITU COM 439038100 386 17,000 SH SOLE 0 17,000 HOOPER HOLMES COM 439104100 1,283 216,800 SH SOLE 0 216,800 HORACE MANN ED COM 440327104 10,231 536,200 SH SOLE 0 536,200 HORMEL FOODS C COM 440452100 7,004 223,400 SH SOLE 0 223,400 HOSPIRA INC COM 441060100 5,444 162,496 SH SOLE 0 162,496 HOSPITALITY PP COM 44106M102 5,828 126,700 SH SOLE 0 126,700 HOST MARRIOTT COM 44107P104 39,520 2,284,366 SH SOLE 0 2,284,366 HOT TOPIC INC COM 441339108 3,859 224,500 SH SOLE 0 224,500 HOUSEVALUES IN COM 44183Y102 1,502 100,000 SH SOLE 0 100,000 HOUSTON EXPL C COM 442120101 1,053 18,700 SH SOLE 0 18,700 HOVNANIAN ENTE CL A 442487203 7,126 143,900 SH SOLE 0 143,900 HUB GROUP INC CL A 443320106 2,533 48,500 SH SOLE 0 48,500 HUBBELL INC CL B 443510201 9,158 175,100 SH SOLE 0 175,100 HUDSON UNITED COM 444165104 6,987 177,423 SH SOLE 0 177,423 HUGHES SUPPLY COM 444482103 8,317 257,100 SH SOLE 0 257,100 HUMAN GENOME S COM 444903108 1,032 85,870 SH SOLE 0 85,870 HUMANA INC COM 444859102 6,203 208,934 SH SOLE 0 208,934 HUNT J B TRANS COM 445658107 7,481 166,800 SH SOLE 0 166,800 HUNTINGTON BAN COM 446150104 5,359 216,625 SH SOLE 0 216,625 HURON CONSULTI COM 447462102 1,070 48,203 SH SOLE 0 48,203 HUTCHINSON TEC COM 448407106 18,803 543,925 SH SOLE 0 543,925 HYDRIL COM 448774109 4,601 101,100 SH SOLE 0 101,100 HYPERION SOLUT COM 44914M104 9,741 208,945 SH SOLE 0 208,945 ICICI BK LTD ADR 45104G104 9,914 492,000 SH SOLE 0 492,000 ICOS CORP COM 449295104 2,097 74,150 SH SOLE 0 74,150 ICU MED INC COM 44930G107 2,466 90,200 SH SOLE 0 90,200 IDACORP INC COM 451107106 2,051 67,100 SH SOLE 0 67,100 IDEX CORP COM 45167R104 6,836 168,799 SH SOLE 0 168,799 IDEXX LABS INC COM 45168D104 6,447 118,100 SH SOLE 0 118,100 IDX SYS CORP COM 449491109 555 16,100 SH SOLE 0 16,100 I-FLOW CORP COM 449520303 912 50,000 SH SOLE 0 50,000 IHOP CORP COM 449623107 2,781 66,400 SH SOLE 0 66,400 II VI INC COM 902104108 3,178 74,800 SH SOLE 0 74,800 ILLINOIS TOOL COM 452308109 27,912 301,165 SH SOLE 0 301,165 IMAGISTICS INT COM 45247T104 1,831 54,400 SH SOLE 0 54,400 IMATION CORP COM 45245A107 1,744 54,800 SH SOLE 0 54,800 IMAX CORP COM 45245E109 2,475 300,000 SH SOLE 0 300,000 IMCLONE SYS IN COM 45245W109 816 17,700 SH SOLE 0 17,700 IMERGENT INC COM 45247Q100 1,810 120,000 SH SOLE 0 120,000 IMMUCOR INC COM 452526106 5,004 212,850 SH SOLE 0 212,850 IMMUNOGEN INC COM 45253H101 748 84,600 SH SOLE 0 84,600 IMPAC MTG HLDG COM 45254P102 1,122 49,500 SH SOLE 0 49,500 IMPAX LABORATO COM 45256B101 1,371 86,320 SH SOLE 0 86,320 IMPERIAL OIL L COM 453038408 511 8,600 SH SOLE 0 8,600 IMS HEALTH INC COM 449934108 5,150 221,883 SH SOLE 0 221,883 INAMED CORP COM 453235103 5,083 80,370 SH SOLE 0 80,370 INCO LTD COM 453258402 897 24,400 SH SOLE 0 24,400 INCYTE CORP COM 45337C102 2,519 252,200 SH SOLE 0 252,200 INDEPENDENCE C COM 453414104 5,804 136,300 SH SOLE 0 136,300 INDEPENDENT BA COM 453836108 621 18,400 SH SOLE 0 18,400 INDYMAC BANCOR COM 456607100 8,472 245,910 SH SOLE 0 245,910 INFINITY PPTY COM 45665Q103 542 15,400 SH SOLE 0 15,400 INFOCROSSING I COM 45664X109 1,410 83,300 SH SOLE 0 83,300 INFOSPACE INC COM 45678T201 6,688 140,650 SH SOLE 0 140,650 INGERSOLL-RAND CL A G4776G101 13,287 165,464 SH SOLE 0 165,464 INGRAM MICRO I CL A 457153104 2,511 120,700 SH SOLE 0 120,700 INNKEEPERS USA COM 4576J0104 173 12,200 SH SOLE 0 12,200 INNODATA ISOGE COM 457642205 2,165 220,000 SH SOLE 0 220,000 INNOVATIVE SOL COM 45769N105 687 20,600 SH SOLE 0 20,600 INPUT/OUTPUT I COM 457652105 2,282 258,200 SH SOLE 0 258,200 INSIGHT ENTERP COM 45765U103 4,992 243,285 SH SOLE 0 243,285 INSITUFORM TEC CL A 457667103 2,022 89,200 SH SOLE 0 89,200 INSPIRE PHARMA COM 457733103 1,736 103,500 SH SOLE 0 103,500 INSURANCE AUTO COM 457875102 863 38,500 SH SOLE 0 38,500 INTEGRA LIFESC COM 457985208 3,937 106,600 SH SOLE 0 106,600 INTEGRATED CIR COM 45811K208 3,171 151,600 SH SOLE 0 151,600 INTEGRATED DEV COM 458118106 1,987 171,900 SH SOLE 0 171,900 INTEGRATED SIL COM 45812P107 3,064 373,700 SH SOLE 0 373,700 INTEL CORP COM 458140100 142,839 6,106,830 SH SOLE 0 6,106,830 INTER TEL INC COM 458372109 5,248 191,660 SH SOLE 0 191,660 INTERDIGITAL C COM 45866A105 2,135 96,600 SH SOLE 0 96,600 INTERFACE INC CL A 458665106 1,729 173,400 SH SOLE 0 173,400 INTERGRAPH COR COM 458683109 2,216 82,300 SH SOLE 0 82,300 INTERMAGNETICS COM 458771102 2,161 85,064 SH SOLE 0 85,064 INTERNATIONAL COM 459200101 159,557 1,618,554 SH SOLE 0 1,618,554 INTERNATIONAL COM 459506101 3,823 89,244 SH SOLE 0 89,244 INTERNATIONAL COM 459902102 11,416 332,040 SH SOLE 0 332,040 INTERNATIONAL COM 460254105 5,576 125,100 SH SOLE 0 125,100 INTERNATIONAL COM 460321201 703 47,200 SH SOLE 0 47,200 INTERNATIONAL CL A 460335201 4,530 85,800 SH SOLE 0 85,800 INTERNET SEC S COM 46060X107 6,638 285,500 SH SOLE 0 285,500 INTEROIL CORP COM 460951106 2,733 71,950 SH SOLE 0 71,950 INTERPUBLIC GR COM 460690100 5,299 395,468 SH SOLE 0 395,468 INTERSIL CORP CL A 46069S109 4,051 242,400 SH SOLE 0 242,400 INTL PAPER CO COM 460146103 19,730 469,758 SH SOLE 0 469,758 INTRADO INC COM 46117A100 703 58,100 SH SOLE 0 58,100 INTRAWEST CORP COM 460915200 285 12,400 SH SOLE 0 12,400 INTUIT COM 461202103 9,368 212,860 SH SOLE 0 212,860 INVACARE CORP COM 461203101 7,032 152,000 SH SOLE 0 152,000 INVERNESS MED COM 46126P106 648 25,800 SH SOLE 0 25,800 INVESTMENT TEC COM 46145F105 2,794 139,700 SH SOLE 0 139,700 INVESTORS FINL COM 461915100 9,516 190,400 SH SOLE 0 190,400 INVITROGEN COR COM 46185R100 5,538 82,500 SH SOLE 0 82,500 IONICS INC COM 462218108 3,290 75,900 SH SOLE 0 75,900 IPAYMENT INC COM 46262E105 1,347 27,200 SH SOLE 0 27,200 IRWIN FINL COR COM 464119106 2,683 94,500 SH SOLE 0 94,500 ISHARES INC ISHARES 464286509 432 25,000 SH SOLE 0 25,000 ISHARES TR ISHARES 464287234 1,554 7,700 SH SOLE 0 7,700 ISHARES TR ISHARES 464287465 9,085 56,695 SH SOLE 0 56,695 ISHARES TR ISHARES 464287648 848 12,600 SH SOLE 0 12,600 ISHARES TR ISHARES 464287804 8,521 52,372 SH SOLE 0 52,372 ITLA CAP CORP COM 450565106 4,199 71,426 SH SOLE 0 71,426 ITRON INC COM 465741106 1,686 70,500 SH SOLE 0 70,500 ITT EDUCATIONA COM 45068B109 3,519 74,000 SH SOLE 0 74,000 ITT INDS INC I COM 450911102 7,394 87,549 SH SOLE 0 87,549 IVAX CORP COM 465823102 6,752 426,816 SH SOLE 0 426,816 IVILLAGE INC COM 46588H105 690 111,700 SH SOLE 0 111,700 IXIA COM 45071R109 3,623 215,500 SH SOLE 0 215,500 IXYS CORP COM 46600W106 974 94,400 SH SOLE 0 94,400 J & J SNACK FO COM 466032109 2,264 46,180 SH SOLE 0 46,180 J JILL GROUP I COM 466189107 998 67,050 SH SOLE 0 67,050 J2 GLOBAL COMM COM 46626E205 3,874 112,300 SH SOLE 0 112,300 JABIL CIRCUIT COM 466313103 6,226 243,400 SH SOLE 0 243,400 JACK IN THE BO COM 466367109 8,377 227,200 SH SOLE 0 227,200 JACKSON HEWITT COM 468202106 2,201 87,160 SH SOLE 0 87,160 JACOBS ENGR GR COM 469814107 5,047 105,600 SH SOLE 0 105,600 JAKKS PAC INC COM 47012E106 2,722 123,100 SH SOLE 0 123,100 JANUS CAP GROU COM 47102X105 3,884 231,080 SH SOLE 0 231,080 JARDEN CORP COM 471109108 5,019 115,530 SH SOLE 0 115,530 JDA SOFTWARE G COM 46612K108 1,321 97,000 SH SOLE 0 97,000 JDS UNIPHASE C COM 46612J101 5,576 1,758,973 SH SOLE 0 1,758,973 JEFFERIES GROU COM 472319102 4,805 119,300 SH SOLE 0 119,300 JEFFERSON PILO COM 475070108 7,012 134,941 SH SOLE 0 134,941 JETBLUE AWYS C COM 477143101 4,541 195,559 SH SOLE 0 195,559 JLG INDS INC COM 466210101 4,505 229,500 SH SOLE 0 229,500 JO-ANN STORES COM 47758P307 21,111 766,545 SH SOLE 0 766,545 JOHNSON & JOHN COM 478160104 184,577 2,910,394 SH SOLE 0 2,910,394 JOHNSON CTLS I COM 478366107 12,172 191,862 SH SOLE 0 191,862 JONES APPAREL COM 480074103 4,355 119,100 SH SOLE 0 119,100 JOS A BANK CLO COM 480838101 3,566 126,000 SH SOLE 0 126,000 JOURNAL REGIST COM 481138105 1,852 95,800 SH SOLE 0 95,800 JOY GLOBAL INC COM 481165108 3,483 80,200 SH SOLE 0 80,200 JPMORGAN & CHA COM 46625H100 134,561 3,449,389 SH SOLE 0 3,449,389 JUNIPER NETWOR COM 48203R104 359 13,200 SH SOLE 0 13,200 JUPITERMEDIA C COM 48207D101 1,077 45,300 SH SOLE 0 45,300 K V PHARMACEUT COM 482740107 698 30,650 SH SOLE 0 30,650 K V PHARMACEUT CL A 482740206 5,490 248,970 SH SOLE 0 248,970 K2 INC COM 482732104 2,471 155,600 SH SOLE 0 155,600 KAMAN CORP CL A 483548103 959 75,800 SH SOLE 0 75,800 KANBAY INTL IN COM 48369P207 3,504 111,940 SH SOLE 0 111,940 KANSAS CITY SO COM 485170302 3,707 209,100 SH SOLE 0 209,100 KAYDON CORP COM 486587108 5,554 168,200 SH SOLE 0 168,200 KB HOME COM 48666K109 4,614 44,192 SH SOLE 0 44,192 KCS ENERGY INC COM 482434206 4,542 307,300 SH SOLE 0 307,300 KEANE INC COM 486665102 1,469 99,900 SH SOLE 0 99,900 KEITH COMPANIE COM 487539108 482 27,700 SH SOLE 0 27,700 KEITHLEY INSTR COM 487584104 2,252 114,300 SH SOLE 0 114,300 KELLOGG CO COM 487836108 17,485 391,515 SH SOLE 0 391,515 KELLWOOD CO COM 488044108 4,395 127,400 SH SOLE 0 127,400 KELLY SVCS INC CL A 488152208 1,708 56,600 SH SOLE 0 56,600 KEMET CORP COM 488360108 1,247 139,300 SH SOLE 0 139,300 KENDLE INTERNA COM 48880L107 698 79,300 SH SOLE 0 79,300 KENNAMETAL INC COM 489170100 5,166 103,800 SH SOLE 0 103,800 KENSEY NASH CO COM 490057106 10,609 307,255 SH SOLE 0 307,255 KERR MCGEE COR COM 492386107 8,164 141,272 SH SOLE 0 141,272 KEY ENERGY SVC COM 492914106 5,881 498,400 SH SOLE 0 498,400 KEYCORP NEW COM 493267108 13,307 392,524 SH SOLE 0 392,524 KEYSPAN CORP COM 49337W100 5,969 151,300 SH SOLE 0 151,300 KFORCE INC COM 493732101 1,776 160,000 SH SOLE 0 160,000 KILROY RLTY CO COM 49427F108 4,070 95,200 SH SOLE 0 95,200 KIMBERLY CLARK COM 494368103 31,944 485,400 SH SOLE 0 485,400 KIMCO REALTY C COM 49446R109 2,233 38,500 SH SOLE 0 38,500 KINDER MORGAN COM 49455P101 8,569 117,180 SH SOLE 0 117,180 KINDRED HEALTH COM 494580103 4,421 147,600 SH SOLE 0 147,600 KING PHARMACEU COM 495582108 6,682 538,880 SH SOLE 0 538,880 KIRBY CORP COM 497266106 6,821 153,700 SH SOLE 0 153,700 KLA-TENCOR COR COM 482480100 8,745 187,736 SH SOLE 0 187,736 KNIGHT RIDDER COM 499040103 4,984 74,458 SH SOLE 0 74,458 KNIGHT TRADING COM 499063105 2,963 270,600 SH SOLE 0 270,600 KNIGHT TRANSN COM 499064103 6,442 259,760 SH SOLE 0 259,760 KOHLS CORP COM 500255104 15,933 324,040 SH SOLE 0 324,040 KOMAG INC COM 500453204 3,452 183,800 SH SOLE 0 183,800 KONINKLIJKE PH COM 500472303 5,761 217,385 SH SOLE 0 217,385 KOOKMIN BK NEW ADR 50049M109 391 10,000 SH SOLE 0 10,000 KOPIN CORP COM 500600101 903 233,300 SH SOLE 0 233,300 KOREA ELECTRIC ADR 500631106 1,258 95,000 SH SOLE 0 95,000 KORN FERRY INT COM 500643200 2,058 99,200 SH SOLE 0 99,200 KOS PHARMACEUT COM 500648100 1,310 34,800 SH SOLE 0 34,800 KOSAN BIOSCIEN COM 50064W107 631 91,100 SH SOLE 0 91,100 KRISPY KREME D COM 501014104 1,251 99,300 SH SOLE 0 99,300 KROGER CO COM 501044101 12,924 736,810 SH SOLE 0 736,810 KRONOS INC COM 501052104 6,961 136,137 SH SOLE 0 136,137 K-SWISS INC CL A 482686102 3,326 114,200 SH SOLE 0 114,200 KT CORP ADR 48268K101 14,545 666,908 SH SOLE 0 666,908 KULICKE & SOFF COM 501242101 1,467 170,200 SH SOLE 0 170,200 L-3 COMMUNICAT COM 502424104 10,136 138,397 SH SOLE 0 138,397 LA QUINTA CORP COM 50419U202 6,115 672,730 SH SOLE 0 672,730 LA Z BOY INC COM 505336107 2,668 173,570 SH SOLE 0 173,570 LABONE INC NEW COM 50540L105 3,858 120,400 SH SOLE 0 120,400 LABOR READY IN COM 505401208 4,013 237,150 SH SOLE 0 237,150 LABORATORY COR CONV 50540RAC6 2,055 2,665,000 SH SOLE 0 2,665,000 LABORATORY COR COM 50540R409 7,488 150,300 SH SOLE 0 150,300 LABRANCHE & CO COM 505447102 866 96,700 SH SOLE 0 96,700 LACLEDE GROUP COM 505597104 2,181 70,000 SH SOLE 0 70,000 LAIDLAW INTL I COM 50730R102 2,737 127,900 SH SOLE 0 127,900 LAKELAND INDS COM 511795106 1,726 85,000 SH SOLE 0 85,000 LAM RESEARCH C COM 512807108 9,030 312,350 SH SOLE 0 312,350 LANCASTER COLO COM 513847103 2,424 56,550 SH SOLE 0 56,550 LANCE INC COM 514606102 4,198 220,600 SH SOLE 0 220,600 LANDAMERICA FI COM 514936103 3,198 59,300 SH SOLE 0 59,300 LANDAUER INC COM 51476K103 377 8,250 SH SOLE 0 8,250 LANDEC CORP COM 514766104 99 14,500 SH SOLE 0 14,500 LANDRYS RESTAU COM 51508L103 5,122 176,250 SH SOLE 0 176,250 LANDSTAR SYS I COM 515098101 7,438 101,000 SH SOLE 0 101,000 LASALLE HOTEL COM 517942108 2,648 83,200 SH SOLE 0 83,200 LATTICE SEMICO COM 518415104 1,041 182,600 SH SOLE 0 182,600 LAUDER ESTEE C CL A 518439104 883 19,300 SH SOLE 0 19,300 LAUREATE EDUCA COM 518613104 9,490 215,250 SH SOLE 0 215,250 LAWSON PRODS I COM 520776105 1,566 31,200 SH SOLE 0 31,200 LCA-VISION INC COM 501803308 2,358 100,800 SH SOLE 0 100,800 LCC INTERNATIO CL A 501810105 101 17,300 SH SOLE 0 17,300 LEAPFROG ENTER CL A 52186N106 1,850 136,000 SH SOLE 0 136,000 LEAR CORP COM 521865105 6,613 108,400 SH SOLE 0 108,400 LECG CORP COM 523234102 1,595 85,500 SH SOLE 0 85,500 LECROY CORP COM 52324W109 1,576 67,503 SH SOLE 0 67,503 LEE ENTERPRISE COM 523768109 3,350 72,700 SH SOLE 0 72,700 LEGG MASON INC COM 524901105 13,963 190,593 SH SOLE 0 190,593 LEGGETT & PLAT COM 524660107 5,953 209,380 SH SOLE 0 209,380 LEHMAN BROS HL COM 524908100 26,217 299,694 SH SOLE 0 299,694 LENNAR CORP CL A 526057104 14,255 251,500 SH SOLE 0 251,500 LENNOX INTL IN COM 526107107 4,087 200,853 SH SOLE 0 200,853 LEUCADIA NATL COM 527288104 8,025 115,500 SH SOLE 0 115,500 LEXINGTON CORP COM 529043101 3,647 161,500 SH SOLE 0 161,500 LEXMARK INTL N CL A 529771107 10,433 122,740 SH SOLE 0 122,740 LIBBEY INC COM 529898108 1,022 46,000 SH SOLE 0 46,000 LIBERTY CORP S COM 530370105 791 18,000 SH SOLE 0 18,000 LIBERTY MEDIA COM 530718105 714 65,000 SH SOLE 0 65,000 LIBERTY PPTY T COM 531172104 5,957 137,900 SH SOLE 0 137,900 LIFELINE SYS I COM 532192101 1,288 50,000 SH SOLE 0 50,000 LIFEPOINT HOSP COM 53219L109 4,610 132,400 SH SOLE 0 132,400 LIGAND PHARMAC CL B 53220K207 917 78,800 SH SOLE 0 78,800 LILLY ELI & CO COM 532457108 61,188 1,078,199 SH SOLE 0 1,078,199 LIMITED BRANDS COM 532716107 9,142 397,126 SH SOLE 0 397,126 LIN TV CORP CL A 532774106 980 51,300 SH SOLE 0 51,300 LINCARE HLDGS CONV 532791AB6 2,089 1,955,000 SH SOLE 0 1,955,000 LINCARE HLDGS COM 532791100 6,892 161,600 SH SOLE 0 161,600 LINCOLN ELEC H COM 533900106 2,597 75,200 SH SOLE 0 75,200 LINCOLN NATL C COM 534187109 7,858 168,332 SH SOLE 0 168,332 LINDSAY MFG CO COM 535555106 1,014 39,200 SH SOLE 0 39,200 LINEAR TECHNOL COM 535678106 11,318 292,000 SH SOLE 0 292,000 LINENS N THING COM 535679104 5,131 206,900 SH SOLE 0 206,900 LIONS GATE ENT COM 535919203 6,256 589,050 SH SOLE 0 589,050 LITHIA MTRS IN CL A 536797103 2,993 111,600 SH SOLE 0 111,600 LITTELFUSE INC COM 537008104 2,535 74,200 SH SOLE 0 74,200 LIVEPERSON INC COM 538146101 800 254,000 SH SOLE 0 254,000 LIZ CLAIBORNE COM 539320101 4,421 104,734 SH SOLE 0 104,734 LOCKHEED MARTI COM 539830109 24,601 442,870 SH SOLE 0 442,870 LODGIAN INC COM 54021P403 226 18,400 SH SOLE 0 18,400 LOEWS CORP CONV 540424AL2 496 505,000 SH SOLE 0 505,000 LOEWS CORP COM 540424108 12,622 179,538 SH SOLE 0 179,538 LONE STAR STEA COM 542307103 1,901 67,900 SH SOLE 0 67,900 LONE STAR TECH COM 542312103 3,239 96,800 SH SOLE 0 96,800 LONGS DRUG STO COM 543162101 3,463 125,603 SH SOLE 0 125,603 LONGVIEW FIBRE COM 543213102 2,320 127,900 SH SOLE 0 127,900 LOUISIANA PAC COM 546347105 2,748 102,779 SH SOLE 0 102,779 LOWES COS INC COM 548661107 43,709 758,976 SH SOLE 0 758,976 LOWRANCE ELECT COM 548900109 1,728 55,000 SH SOLE 0 55,000 LSI INDS INC COM 50216C108 204 17,800 SH SOLE 0 17,800 LSI LOGIC CORP COM 502161102 1,976 360,582 SH SOLE 0 360,582 LTC PPTYS INC COM 502175102 553 27,800 SH SOLE 0 27,800 LTX CORP COM 502392103 757 98,500 SH SOLE 0 98,500 LUBRIZOL CORP COM 549271104 3,959 107,400 SH SOLE 0 107,400 LUCENT TECHNOL COM 549463107 15,837 4,211,975 SH SOLE 0 4,211,975 LUFKIN INDS IN COM 549764108 1,585 40,000 SH SOLE 0 40,000 LUXOTTICA GROU ADR 55068R202 8,331 408,600 SH SOLE 0 408,600 LYDALL INC DEL COM 550819106 637 53,700 SH SOLE 0 53,700 LYONDELL CHEMI COM 552078107 16,603 574,110 SH SOLE 0 574,110 M & T BK CORP COM 55261F104 13,210 122,500 SH SOLE 0 122,500 M D C HLDGS IN COM 552676108 11,323 130,998 SH SOLE 0 130,998 M SYS FLASH DI ORD M7061C100 836 42,400 SH SOLE 0 42,400 MACDERMID INC COM 554273102 3,646 101,000 SH SOLE 0 101,000 MACERICH CO COM 554382101 92,530 1,473,400 SH SOLE 0 1,473,400 MACK CALI RLTY COM 554489104 6,909 150,100 SH SOLE 0 150,100 MACROMEDIA INC COM 556100105 7,382 237,200 SH SOLE 0 237,200 MACROVISION CO COM 555904101 2,060 80,100 SH SOLE 0 80,100 MAF BANCORP IN COM 55261R108 5,015 111,900 SH SOLE 0 111,900 MAGELLAN HEALT COM 559079207 922 27,000 SH SOLE 0 27,000 MAGMA DESIGN A COM 559181102 776 62,000 SH SOLE 0 62,000 MAGNETEK INC COM 559424106 749 108,600 SH SOLE 0 108,600 MAHANAGAR TEL ADR 559778402 11,399 1,428,407 SH SOLE 0 1,428,407 MAIN STR BKS I COM 56034R102 1,028 29,428 SH SOLE 0 29,428 MAIR HOLDINGS COM 560635104 1,109 120,500 SH SOLE 0 120,500 MANDALAY RESOR COM 562567107 7,649 108,600 SH SOLE 0 108,600 MANHATTAN ASSO COM 562750109 2,393 100,200 SH SOLE 0 100,200 MANITOWOC INC COM 563571108 4,415 117,275 SH SOLE 0 117,275 MANOR CARE INC COM 564055101 2,975 83,982 SH SOLE 0 83,982 MANPOWER INC COM 56418H100 7,018 145,300 SH SOLE 0 145,300 MANTECH INTL C CL A 564563104 3,903 164,400 SH SOLE 0 164,400 MAPINFO CORP COM 565105103 813 67,900 SH SOLE 0 67,900 MARATHON OIL C COM 565849106 13,775 366,246 SH SOLE 0 366,246 MARCUS CORP COM 566330106 2,523 100,350 SH SOLE 0 100,350 MARINEMAX INC COM 567908108 911 30,600 SH SOLE 0 30,600 MARRIOTT INTL CL A 571903202 14,075 223,491 SH SOLE 0 223,491 MARSH & MCLENN COM 571748102 16,355 497,122 SH SOLE 0 497,122 MARSH SUPERMAR CL B 571783208 213 17,300 SH SOLE 0 17,300 MARSHALL & ILS COM 571834100 9,676 218,920 SH SOLE 0 218,920 MARTEK BIOSCIE COM 572901106 4,291 83,800 SH SOLE 0 83,800 MARTIN MARIETT COM 573284106 4,150 77,339 SH SOLE 0 77,339 MARVEL ENTERPR COM 57383M108 8,481 414,100 SH SOLE 0 414,100 MARVELL TECHNO ORD G5876H105 436 12,300 SH SOLE 0 12,300 MASCO CORP COM 574599106 16,688 456,826 SH SOLE 0 456,826 MASSEY ENERGY COM 576206106 13,386 383,000 SH SOLE 0 383,000 MATERIAL SCIEN COM 576674105 862 47,900 SH SOLE 0 47,900 MATRIA HEALTHC COM 576817209 3,403 87,100 SH SOLE 0 87,100 MATTEL INC COM 577081102 8,404 431,176 SH SOLE 0 431,176 MATTHEWS INTL CL A 577128101 368 10,000 SH SOLE 0 10,000 MAVERICK TUBE COM 577914104 4,306 142,100 SH SOLE 0 142,100 MAXIM INTEGRAT COM 57772K101 13,871 327,220 SH SOLE 0 327,220 MAXIMUS INC COM 577933104 3,921 126,000 SH SOLE 0 126,000 MAXTOR CORP COM 577729205 7,006 1,321,800 SH SOLE 0 1,321,800 MAXYGEN INC COM 577776107 211 16,500 SH SOLE 0 16,500 MAY DEPT STORE COM 577778103 8,070 274,496 SH SOLE 0 274,496 MAYTAG CORP COM 578592107 1,577 74,742 SH SOLE 0 74,742 MB FINANCIAL I COM 55264U108 1,627 38,600 SH SOLE 0 38,600 MBIA INC COM 55262C100 9,394 148,457 SH SOLE 0 148,457 MBNA CORP COM 55262L100 35,139 1,246,511 SH SOLE 0 1,246,511 MCAFEE INC COM 579064106 10,111 349,500 SH SOLE 0 349,500 MCCORMICK & CO COM 579780206 5,014 129,900 SH SOLE 0 129,900 MCDATA CORP CL A 580031201 1,138 190,862 SH SOLE 0 190,862 MCDONALDS CORP COM 580135101 38,334 1,195,700 SH SOLE 0 1,195,700 MCGRAW HILL CO COM 580645109 18,061 197,300 SH SOLE 0 197,300 MCKESSON CORP COM 58155Q103 8,693 276,330 SH SOLE 0 276,330 MDU RES GROUP COM 552690109 5,075 190,200 SH SOLE 0 190,200 MEADE INSTRUME COM 583062104 661 192,600 SH SOLE 0 192,600 MEADWESTVACO C COM 583334107 6,447 190,228 SH SOLE 0 190,228 MEDCO HEALTH S COM 58405U102 10,970 263,708 SH SOLE 0 263,708 MEDIA GEN INC CL A 584404107 2,469 38,100 SH SOLE 0 38,100 MEDICINES CO COM 584688105 6,058 210,354 SH SOLE 0 210,354 MEDICIS PHARMA COM 584690309 6,401 182,300 SH SOLE 0 182,300 MEDIMMUNE INC COM 584699102 6,776 249,960 SH SOLE 0 249,960 MEDTRONIC INC COM 585055106 58,503 1,177,836 SH SOLE 0 1,177,836 MELLON FINL CO COM 58551A108 12,462 400,584 SH SOLE 0 400,584 MEMC ELECTR MA COM 552715104 3,590 270,930 SH SOLE 0 270,930 MEMRY CORP COM 586263204 1,035 500,000 SH SOLE 0 500,000 MENS WEARHOUSE COM 587118100 6,336 198,250 SH SOLE 0 198,250 MENTOR CORP MI COM 587188103 5,182 153,600 SH SOLE 0 153,600 MENTOR GRAPHIC COM 587200106 3,306 216,200 SH SOLE 0 216,200 MERCANTILE BAN COM 587376104 913 23,125 SH SOLE 0 23,125 MERCANTILE BAN COM 587405101 6,656 127,500 SH SOLE 0 127,500 MERCK & CO INC COM 589331107 67,653 2,104,960 SH SOLE 0 2,104,960 MERCURY COMPUT COM 589378108 2,084 70,200 SH SOLE 0 70,200 MERCURY INTERA COM 589405109 3,648 80,080 SH SOLE 0 80,080 MEREDITH CORP COM 589433101 3,725 68,732 SH SOLE 0 68,732 MERIDIAN BIOSC COM 589584101 1,755 100,000 SH SOLE 0 100,000 MERIDIAN RESOU COM 58977Q109 147 24,250 SH SOLE 0 24,250 MERISTAR HOSPI COM 58984Y103 209 25,000 SH SOLE 0 25,000 MERIT MED SYS COM 589889104 1,348 88,200 SH SOLE 0 88,200 MERITAGE HOMES COM 59001A102 5,252 46,600 SH SOLE 0 46,600 MERRILL LYNCH COM 590188108 54,900 918,522 SH SOLE 0 918,522 MESA AIR GROUP COM 590479101 1,035 130,300 SH SOLE 0 130,300 METHODE ELECTR COM 591520200 1,534 119,400 SH SOLE 0 119,400 METLIFE INC COM 59156R108 28,794 710,780 SH SOLE 0 710,780 METRIS COS INC COM 591598107 4,964 389,300 SH SOLE 0 389,300 METROLOGIC INS COM 591676101 2,193 103,200 SH SOLE 0 103,200 METROPOLITAN H COM 592142103 347 122,729 SH SOLE 0 122,729 MFC BANCORP LT COM 55271X202 3,128 156,375 SH SOLE 0 156,375 MGI PHARMA INC COM 552880106 6,622 236,400 SH SOLE 0 236,400 MGIC INVT CORP COM 552848103 6,922 100,453 SH SOLE 0 100,453 MGM MIRAGE COM 552953101 255 3,500 SH SOLE 0 3,500 MICHAELS STORE COM 594087108 33,518 1,118,400 SH SOLE 0 1,118,400 MICREL INC COM 594793101 3,347 303,700 SH SOLE 0 303,700 MICROCHIP TECH COM 595017104 8,833 332,201 SH SOLE 0 332,201 MICRON TECHNOL COM 595112103 7,116 576,190 SH SOLE 0 576,190 MICRONETICS IN COM 595125105 1,230 150,000 SH SOLE 0 150,000 MICROS SYS INC COM 594901100 11,053 141,600 SH SOLE 0 141,600 MICROSEMI CORP COM 595137100 6,270 361,180 SH SOLE 0 361,180 MICROSOFT CORP COM 594918104 279,49210,460,045 SH SOLE 0 10,460,045 MICROTEK MEDIC COM 59515B109 1,724 424,600 SH SOLE 0 424,600 MIDAS GROUP IN COM 595626102 1,050 52,500 SH SOLE 0 52,500 MIDCAP SPDR TR UNIT 595635103 28,404 234,745 SH SOLE 0 234,745 MIKOHN GAMING COM 59862K108 2,537 249,000 SH SOLE 0 249,000 MILACRON INC COM 598709103 549 161,874 SH SOLE 0 161,874 MILLENNIUM PHA COM 599902103 5,981 492,671 SH SOLE 0 492,671 MILLER HERMAN COM 600544100 3,144 113,800 SH SOLE 0 113,800 MILLIPORE CORP COM 601073109 3,797 76,221 SH SOLE 0 76,221 MINERALS TECHN COM 603158106 4,002 60,000 SH SOLE 0 60,000 MIPS TECHNOLOG COM 604567107 525 53,300 SH SOLE 0 53,300 MISSION RESOUR COM 605109107 1,256 215,000 SH SOLE 0 215,000 MOBILE MINI IN COM 60740F105 1,612 48,800 SH SOLE 0 48,800 MOBILE TELESYS ADR 607409109 15,416 111,300 SH SOLE 0 111,300 MOBILITY ELECT COM 60741U101 998 116,300 SH SOLE 0 116,300 MOBIUS MGMT SY COM 606925105 725 100,000 SH SOLE 0 100,000 MODINE MFG CO COM 607828100 3,084 91,320 SH SOLE 0 91,320 MOHAWK INDS IN COM 608190104 10,863 119,050 SH SOLE 0 119,050 MOLEX INC COM 608554101 5,372 179,075 SH SOLE 0 179,075 MONACO COACH C COM 60886R103 2,905 141,250 SH SOLE 0 141,250 MONEYGRAM INTL COM 60935Y109 3,012 142,500 SH SOLE 0 142,500 MONSANTO CO NE COM 61166W101 13,930 250,774 SH SOLE 0 250,774 MONSTER WORLDW COM 611742107 4,181 124,300 SH SOLE 0 124,300 MOODYS CORP COM 615369105 12,283 141,430 SH SOLE 0 141,430 MOOG INC CL A 615394202 6,650 146,640 SH SOLE 0 146,640 MORGAN STANLEY COM 617446448 60,536 1,090,350 SH SOLE 0 1,090,350 MOSAIC CO COM 61945A107 2,659 162,900 SH SOLE 0 162,900 MOTOROLA INC COM 620076109 39,706 2,308,462 SH SOLE 0 2,308,462 MOVIE GALLERY COM 624581104 1,976 103,600 SH SOLE 0 103,600 MPS GROUP INC COM 553409103 2,024 165,100 SH SOLE 0 165,100 MRO SOFTWARE I COM 55347W105 1,085 83,300 SH SOLE 0 83,300 MSC INDL DIREC CL A 553530106 1,957 54,400 SH SOLE 0 54,400 MTS SYS CORP COM 553777103 3,266 96,600 SH SOLE 0 96,600 MUELLER INDS I COM 624756102 4,582 142,300 SH SOLE 0 142,300 MULTIMEDIA GAM COM 625453105 4,225 268,100 SH SOLE 0 268,100 MURPHY OIL COR COM 626717102 11,923 148,200 SH SOLE 0 148,200 MYERS INDS INC COM 628464109 1,470 114,816 SH SOLE 0 114,816 MYLAN LABS INC COM 628530107 709 40,075 SH SOLE 0 40,075 NABI BIOPHARMA COM 629519109 760 51,900 SH SOLE 0 51,900 NABORS INDUSTR SHS G6359F103 8,859 172,720 SH SOLE 0 172,720 NAM TAI ELECTR COM 629865205 949 49,300 SH SOLE 0 49,300 NARA BANCORP I COM 63080P105 2,129 100,100 SH SOLE 0 100,100 NASH FINCH CO COM 631158102 2,326 61,600 SH SOLE 0 61,600 NATIONAL CITY COM 635405103 24,321 647,691 SH SOLE 0 647,691 NATIONAL FINL COM 63607P208 2,809 72,400 SH SOLE 0 72,400 NATIONAL FUEL COM 636180101 4,452 157,100 SH SOLE 0 157,100 NATIONAL HEALT COM 63633D104 1,021 35,000 SH SOLE 0 35,000 NATIONAL INSTR COM 636518102 3,474 127,500 SH SOLE 0 127,500 NATIONAL PREST COM 637215104 1,037 22,800 SH SOLE 0 22,800 NATIONAL SEMIC COM 637640103 6,081 338,750 SH SOLE 0 338,750 NATIONAL-OILWE COM 637071101 34,012 963,800 SH SOLE 0 963,800 NATIONWIDE HEA COM 638620104 3,722 156,700 SH SOLE 0 156,700 NATURAL ALTERN COM 638842302 1,385 150,000 SH SOLE 0 150,000 NATURES SUNSHI COM 639027101 1,044 51,300 SH SOLE 0 51,300 NATUZZI S P A ADR 63905A101 884 81,520 SH SOLE 0 81,520 NAUTILUS GROUP COM 63910B102 4,816 199,270 SH SOLE 0 199,270 NAVIGANT CONSU COM 63935N107 7,952 298,930 SH SOLE 0 298,930 NAVIGATORS GRO COM 638904102 220 7,300 SH SOLE 0 7,300 NAVISTAR INTL COM 63934E108 2,905 66,050 SH SOLE 0 66,050 NAVTEQ CORP COM 63936L100 1,600 34,520 SH SOLE 0 34,520 NBTY INC COM 628782104 6,808 283,550 SH SOLE 0 283,550 NCO GROUP INC COM 628858102 6,951 268,900 SH SOLE 0 268,900 NCR CORP NEW COM 62886E108 7,348 106,140 SH SOLE 0 106,140 NDCHEALTH CORP COM 639480102 4,560 245,300 SH SOLE 0 245,300 NEENAH PAPER I COM 640079109 2,107 64,640 SH SOLE 0 64,640 NEIMAN MARCUS CL A 640204202 5,623 78,600 SH SOLE 0 78,600 NEKTAR THERAPE COM 640268108 644 31,800 SH SOLE 0 31,800 NELSON THOMAS COM 640376109 1,376 60,900 SH SOLE 0 60,900 NEOGEN CORP COM 640491106 1,133 50,000 SH SOLE 0 50,000 NETGEAR INC COM 64111Q104 2,913 160,400 SH SOLE 0 160,400 NETWORK APPLIA COM 64120L104 11,794 355,040 SH SOLE 0 355,040 NETWORK EQUIP COM 641208103 801 81,600 SH SOLE 0 81,600 NEUROCRINE BIO COM 64125C109 1,114 22,600 SH SOLE 0 22,600 NEUROGEN CORP COM 64124E106 265 28,300 SH SOLE 0 28,300 NEW CENTURY FI COM 6435EV108 15,984 250,100 SH SOLE 0 250,100 NEW JERSEY RES COM 646025106 4,022 92,800 SH SOLE 0 92,800 NEW PLAN EXCEL COM 648053106 6,193 228,700 SH SOLE 0 228,700 NEW YORK & CO COM 649295102 421 25,500 SH SOLE 0 25,500 NEW YORK CMNTY COM 649445103 10,726 521,461 SH SOLE 0 521,461 NEW YORK TIMES CL A 650111107 5,728 140,402 SH SOLE 0 140,402 NEWELL RUBBERM COM 651229106 7,159 295,945 SH SOLE 0 295,945 NEWFIELD EXPL COM 651290108 5,923 100,300 SH SOLE 0 100,300 NEWMONT MINING COM 651639106 19,343 435,557 SH SOLE 0 435,557 NEWPORT CORP COM 651824104 974 69,100 SH SOLE 0 69,100 NEWS CORP CL A 65248E104 39,373 2,110,000 SH SOLE 0 2,110,000 NEXTEL COMMUNI CL A 65332V103 31,832 1,060,716 SH SOLE 0 1,060,716 NEXTEL PARTNER CL A 65333F107 3,517 180,000 SH SOLE 0 180,000 NICOR INC COM 654086107 1,540 41,697 SH SOLE 0 41,697 NII HLDGS INC COM 62913F201 7,117 150,000 SH SOLE 0 150,000 NIKE INC CL B 654106103 22,914 252,668 SH SOLE 0 252,668 NIKU CORP COM 654113703 1,422 70,600 SH SOLE 0 70,600 NISOURCE INC COM 65473P105 5,664 248,652 SH SOLE 0 248,652 NITROMED INC COM 654798503 2,530 94,950 SH SOLE 0 94,950 NOBLE CORPORAT SHS G65422100 9,018 181,310 SH SOLE 0 181,310 NOBLE ENERGY I COM 655044105 5,839 94,700 SH SOLE 0 94,700 NOKIA CORP ADR 654902204 8,103 517,102 SH SOLE 0 517,102 NORDSON CORP COM 655663102 3,606 90,000 SH SOLE 0 90,000 NORDSTROM INC COM 655664100 6,137 131,328 SH SOLE 0 131,328 NORFOLK SOUTHE COM 655844108 13,396 370,156 SH SOLE 0 370,156 NORSTAN INC COM 656535101 648 116,900 SH SOLE 0 116,900 NORTEL NETWORK CONV 656568AB8 4,133 4,250,000 SH SOLE 0 4,250,000 NORTEL NETWORK COM 656568102 260 75,000 SH SOLE 0 75,000 NORTH AMERN SC COM 65715D100 114 21,200 SH SOLE 0 21,200 NORTH FORK BAN COM 659424105 12,748 441,889 SH SOLE 0 441,889 NORTHEAST UTIL COM 664397106 3,896 206,700 SH SOLE 0 206,700 NORTHERN TR CO COM 665859104 10,310 212,218 SH SOLE 0 212,218 NORTHROP GRUMM COM 666807102 19,624 361,004 SH SOLE 0 361,004 NORTHWEST NAT COM 667655104 3,084 91,400 SH SOLE 0 91,400 NORTHWESTERN C COM 668074305 638 22,800 SH SOLE 0 22,800 NOVATEL WIRELE COM 66987M604 3,133 161,430 SH SOLE 0 161,430 NOVELL INC COM 670006105 2,464 365,088 SH SOLE 0 365,088 NOVELLUS SYS I COM 670008101 5,391 193,290 SH SOLE 0 193,290 NOVEN PHARMACE COM 670009109 1,332 78,100 SH SOLE 0 78,100 NPS PHARMACEUT COM 62936P103 1,105 60,470 SH SOLE 0 60,470 NSTAR COM 67019E107 4,652 85,700 SH SOLE 0 85,700 NTL INC DEL COM 62940M104 26,020 356,628 SH SOLE 0 356,628 NU SKIN ENTERP CL A 67018T105 2,675 105,400 SH SOLE 0 105,400 NUCOR CORP COM 670346105 9,013 172,196 SH SOLE 0 172,196 NVIDIA CORP COM 67066G104 3,693 156,740 SH SOLE 0 156,740 NVR INC COM 62944T105 18,696 24,300 SH SOLE 0 24,300 NYFIX INC COM 670712108 669 108,000 SH SOLE 0 108,000 O CHARLEYS INC COM 670823103 1,392 71,200 SH SOLE 0 71,200 O REILLY AUTOM COM 686091109 5,074 112,640 SH SOLE 0 112,640 OCA INC COM 67083Q101 1,060 167,000 SH SOLE 0 167,000 OCCIDENTAL PET COM 674599105 22,616 387,531 SH SOLE 0 387,531 OCEANEERING IN COM 675232102 4,385 117,500 SH SOLE 0 117,500 ODYSSEY HEALTH COM 67611V101 1,672 122,250 SH SOLE 0 122,250 OFFICE DEPOT I COM 676220106 5,129 295,440 SH SOLE 0 295,440 OFFICEMAX INC COM 67622P101 2,597 82,753 SH SOLE 0 82,753 OFFSHORE LOGIS COM 676255102 4,861 149,700 SH SOLE 0 149,700 OGE ENERGY COR COM 670837103 3,799 143,300 SH SOLE 0 143,300 OHIO CAS CORP COM 677240103 3,586 154,500 SH SOLE 0 154,500 OIL STS INTL I COM 678026105 5,982 310,100 SH SOLE 0 310,100 OLD DOMINION F COM 679580100 1,718 49,365 SH SOLE 0 49,365 OLD REP INTL C COM 680223104 7,531 297,650 SH SOLE 0 297,650 OLD SECOND BAN COM 680277100 1,176 36,900 SH SOLE 0 36,900 OLIN CORP COM 680665205 2,488 113,000 SH SOLE 0 113,000 OM GROUP INC COM 670872100 6,160 190,000 SH SOLE 0 190,000 OMEGA HEALTHCA COM 681936100 308 26,100 SH SOLE 0 26,100 OMI CORP NEW COM Y6476W104 2,158 128,060 SH SOLE 0 128,060 OMNICARE INC COM 681904108 5,802 167,600 SH SOLE 0 167,600 OMNICOM GROUP COM 681919106 15,236 180,696 SH SOLE 0 180,696 OMNIVISION TEC COM 682128103 1,163 63,400 SH SOLE 0 63,400 OMNOVA SOLUTIO COM 682129101 755 134,300 SH SOLE 0 134,300 ON ASSIGNMENT COM 682159108 437 84,200 SH SOLE 0 84,200 ON SEMICONDUCT COM 682189105 1,711 376,800 SH SOLE 0 376,800 ONEOK INC NEW COM 682680103 5,376 189,160 SH SOLE 0 189,160 ONYX PHARMACEU COM 683399109 706 21,800 SH SOLE 0 21,800 OPEN JT STK CO ADR 68370R109 3,426 94,800 SH SOLE 0 94,800 OPENWAVE SYS I COM 683718308 4,025 260,380 SH SOLE 0 260,380 OPNET TECHNOLO COM 683757108 790 93,800 SH SOLE 0 93,800 OPSWARE INC COM 68383A101 2,722 370,800 SH SOLE 0 370,800 OPTION CARE IN COM 683948103 2,037 118,500 SH SOLE 0 118,500 ORACLE CORP COM 68389X105 68,167 4,968,420 SH SOLE 0 4,968,420 ORBITAL SCIENC COM 685564106 982 83,000 SH SOLE 0 83,000 ORCHID BIOSCIE COM 68571P506 115 10,000 SH SOLE 0 10,000 OREGON STL MLS COM 686079104 6,377 314,300 SH SOLE 0 314,300 ORIENTAL FINL COM 68618W100 4,372 154,440 SH SOLE 0 154,440 ORTHOLOGIC COR COM 68750J107 106 17,000 SH SOLE 0 17,000 OSHKOSH B GOSH CL A 688222207 841 39,300 SH SOLE 0 39,300 OSHKOSH TRUCK COM 688239201 13,936 203,800 SH SOLE 0 203,800 OSTEOTECH INC COM 688582105 315 57,200 SH SOLE 0 57,200 OUTBACK STEAKH COM 689899102 5,896 128,800 SH SOLE 0 128,800 OVERNITE CORP COM 690322102 1,951 52,400 SH SOLE 0 52,400 OVERSEAS SHIPH COM 690368105 3,577 64,800 SH SOLE 0 64,800 OWENS & MINOR COM 690732102 3,702 131,400 SH SOLE 0 131,400 OXFORD INDS IN COM 691497309 2,309 55,900 SH SOLE 0 55,900 P F CHANGS CHI COM 69333Y108 5,860 104,000 SH SOLE 0 104,000 PACCAR INC COM 693718108 13,803 171,507 SH SOLE 0 171,507 PACIFIC PREMIE COM 69478X105 1,379 104,000 SH SOLE 0 104,000 PACIFIC SUNWEA COM 694873100 6,511 292,490 SH SOLE 0 292,490 PACIFICARE HEA COM 695112102 8,057 142,544 SH SOLE 0 142,544 PACKAGING CORP COM 695156109 4,055 172,200 SH SOLE 0 172,200 PACKAGING DYNA COM 695160101 1,080 75,000 SH SOLE 0 75,000 PACKETEER INC COM 695210104 786 54,400 SH SOLE 0 54,400 PACTIV CORP COM 695257105 3,797 150,125 SH SOLE 0 150,125 PAC-WEST TELEC COM 69371Y101 162 122,402 SH SOLE 0 122,402 PALL CORP COM 696429307 3,423 118,228 SH SOLE 0 118,228 PANERA BREAD C CL A 69840W108 6,012 149,100 SH SOLE 0 149,100 PAPA JOHNS INT COM 698813102 1,922 55,800 SH SOLE 0 55,800 PAR PHARMACEUT COM 69888P106 7,026 169,800 SH SOLE 0 169,800 PARADYNE NETWO COM 69911G107 307 85,544 SH SOLE 0 85,544 PARAGON TECHNO COM 69912T108 1,718 173,500 SH SOLE 0 173,500 PARALLEL PETE COM 699157103 97 18,000 SH SOLE 0 18,000 PARAMETRIC TEC COM 699173100 2,478 420,697 SH SOLE 0 420,697 PAREXEL INTL C COM 699462107 2,290 112,800 SH SOLE 0 112,800 PARK ELECTROCH COM 700416209 1,437 66,300 SH SOLE 0 66,300 PARKER HANNIFI COM 701094104 8,861 116,994 SH SOLE 0 116,994 PARKWAY PPTYS COM 70159Q104 4,923 97,000 SH SOLE 0 97,000 PARTNERRE LTD COM G6852T105 204 3,300 SH SOLE 0 3,300 PATINA OIL & G COM 703224105 11,201 298,700 SH SOLE 0 298,700 PATTERSON COMP COM 703395103 9,585 220,900 SH SOLE 0 220,900 PATTERSON UTI COM 703481101 29,243 1,503,500 SH SOLE 0 1,503,500 PAXAR CORP COM 704227107 4,611 208,000 SH SOLE 0 208,000 PAYCHEX INC COM 704326107 12,150 356,525 SH SOLE 0 356,525 PAYLESS SHOESO COM 704379106 1,349 109,702 SH SOLE 0 109,702 PC MALL INC COM 69323K100 1,679 75,000 SH SOLE 0 75,000 PC-TEL INC COM 69325Q105 548 69,100 SH SOLE 0 69,100 PDF SOLUTIONS COM 693282105 506 31,400 SH SOLE 0 31,400 PDI INC COM 69329V100 446 20,000 SH SOLE 0 20,000 PEABODY ENERGY COM 704549104 8,415 104,000 SH SOLE 0 104,000 PEC SOLUTIONS COM 705107100 473 33,400 SH SOLE 0 33,400 PEDIATRIX MED COM 705324101 4,772 74,500 SH SOLE 0 74,500 PEETS COFFEE & COM 705560100 2,910 109,920 SH SOLE 0 109,920 PEGASUS SOLUTI COM 705906105 914 72,500 SH SOLE 0 72,500 PENFORD CORP COM 707051108 462 29,400 SH SOLE 0 29,400 PENN NATL GAMI COM 707569109 5,752 95,000 SH SOLE 0 95,000 PENN VA CORP COM 707882106 1,593 39,270 SH SOLE 0 39,270 PENN-AMER GROU COM 707247102 931 61,650 SH SOLE 0 61,650 PENNEY J C INC COM 708160106 12,535 302,774 SH SOLE 0 302,774 PENNSYLVANIA R COM 709102107 839 19,600 SH SOLE 0 19,600 PENTAIR INC COM 709631105 7,065 162,200 SH SOLE 0 162,200 PEOPLES ENERGY COM 711030106 1,560 35,502 SH SOLE 0 35,502 PEP BOYS MANNY COM 713278109 3,254 190,626 SH SOLE 0 190,626 PEPCO HOLDINGS COM 713291102 6,451 302,600 SH SOLE 0 302,600 PEPSI BOTTLING COM 713409100 6,875 254,251 SH SOLE 0 254,251 PEPSIAMERICAS COM 71343P200 5,707 268,670 SH SOLE 0 268,670 PEPSICO INC COM 713448108 85,872 1,645,059 SH SOLE 0 1,645,059 PERFICIENT INC COM 71375U101 1,804 275,000 SH SOLE 0 275,000 PERFORMANCE FO COM 713755106 7,613 282,920 SH SOLE 0 282,920 PERICOM SEMICO COM 713831105 834 88,400 SH SOLE 0 88,400 PERKINELMER IN COM 714046109 2,712 120,598 SH SOLE 0 120,598 PEROT SYS CORP CL A 714265105 1,486 92,700 SH SOLE 0 92,700 PERRIGO CO COM 714290103 2,824 163,500 SH SOLE 0 163,500 PER-SE TECHNOL COM 713569309 4,711 297,600 SH SOLE 0 297,600 PETCO ANIMAL S COM 716016209 1,819 46,070 SH SOLE 0 46,070 PETMED EXPRESS COM 716382106 107 14,000 SH SOLE 0 14,000 PETROLEO BRASI ADR 71654V101 11,036 304,768 SH SOLE 0 304,768 PETROLEO BRASI ADR 71654V408 67,461 1,695,849 SH SOLE 0 1,695,849 PETROLEUM DEV COM 716578109 2,129 55,200 SH SOLE 0 55,200 PETSMART INC COM 716768106 9,963 280,400 SH SOLE 0 280,400 PFIZER INC COM 717081103 195,756 7,279,866 SH SOLE 0 7,279,866 PG&E CORP COM 69331C108 13,155 395,277 SH SOLE 0 395,277 PHARMACEUTICAL COM 717124101 9,171 222,110 SH SOLE 0 222,110 PHARMACOPEIA D COM 7171EP101 254 42,550 SH SOLE 0 42,550 PHELPS DODGE C COM 717265102 11,578 117,047 SH SOLE 0 117,047 PHILADELPHIA C COM 717528103 6,700 101,300 SH SOLE 0 101,300 PHILLIPS VAN H COM 718592108 3,613 133,800 SH SOLE 0 133,800 PHOENIX TECHNO COM 719153108 676 81,800 SH SOLE 0 81,800 PHOTON DYNAMIC COM 719364101 1,451 59,900 SH SOLE 0 59,900 PHOTRONICS INC COM 719405102 1,797 108,900 SH SOLE 0 108,900 PIEDMONT NAT G COM 720186105 5,938 255,500 SH SOLE 0 255,500 PIER 1 IMPORTS COM 720279108 2,725 138,300 SH SOLE 0 138,300 PINNACLE AIRL COM 723443107 531 38,100 SH SOLE 0 38,100 PINNACLE ENTMT COM 723456109 2,558 129,300 SH SOLE 0 129,300 PINNACLE SYS I COM 723481107 1,827 299,500 SH SOLE 0 299,500 PINNACLE WEST COM 723484101 3,833 86,320 SH SOLE 0 86,320 PIONEER DRILLI COM 723655106 794 78,700 SH SOLE 0 78,700 PIONEER NAT RE COM 723787107 8,241 234,800 SH SOLE 0 234,800 PIPER JAFFRAY COM 724078100 6,948 144,900 SH SOLE 0 144,900 PITNEY BOWES I COM 724479100 11,579 250,192 SH SOLE 0 250,192 PIXAR COM 725811103 779 9,100 SH SOLE 0 9,100 PIXELWORKS INC COM 72581M107 1,361 120,000 SH SOLE 0 120,000 PLACER SIERRA COM 726079106 2,562 90,100 SH SOLE 0 90,100 PLAINS EXPL& P COM 726505100 5,376 206,764 SH SOLE 0 206,764 PLANAR SYS INC COM 726900103 548 48,800 SH SOLE 0 48,800 PLANTRONICS IN COM 727493108 4,736 114,200 SH SOLE 0 114,200 PLATINUM UNDER COM G7127P100 4,902 157,620 SH SOLE 0 157,620 PLAYBOY ENTERP CL B 728117300 1,244 101,200 SH SOLE 0 101,200 PLAYTEX PRODS COM 72813P100 710 88,900 SH SOLE 0 88,900 PLEXUS CORP COM 729132100 903 69,400 SH SOLE 0 69,400 PLUM CREEK TIM COM 729251108 7,107 184,880 SH SOLE 0 184,880 PMA CAP CORP CONV 693419AD5 1,641 1,495,000 SH SOLE 0 1,495,000 PMC-SIERRA INC COM 69344F106 3,569 317,280 SH SOLE 0 317,280 PMI GROUP INC COM 69344M101 6,404 153,400 SH SOLE 0 153,400 PNC FINL SVCS COM 693475105 15,294 266,264 SH SOLE 0 266,264 PNM RES INC COM 69349H107 6,693 264,650 SH SOLE 0 264,650 POGO PRODUCING COM 730448107 5,959 122,900 SH SOLE 0 122,900 POLARIS INDS I COM 731068102 11,429 168,024 SH SOLE 0 168,024 POLO RALPH LAU CL A 731572103 209 4,900 SH SOLE 0 4,900 POLYCOM INC COM 73172K104 8,065 345,820 SH SOLE 0 345,820 POLYMEDICA COR COM 731738100 3,777 101,300 SH SOLE 0 101,300 POLYONE CORP COM 73179P106 2,767 305,400 SH SOLE 0 305,400 POPE & TALBOT COM 732827100 926 54,100 SH SOLE 0 54,100 PORTFOLIO RECO COM 73640Q105 730 17,700 SH SOLE 0 17,700 POSCO ADR 693483109 3,478 78,100 SH SOLE 0 78,100 POSSIS MEDICAL COM 737407106 816 60,500 SH SOLE 0 60,500 POST PPTYS INC COM 737464107 31,113 891,500 SH SOLE 0 891,500 POTLATCH CORP COM 737628107 2,419 47,828 SH SOLE 0 47,828 POWER INTEGRAT COM 739276103 2,047 103,500 SH SOLE 0 103,500 POWER-ONE INC COM 739308104 707 79,240 SH SOLE 0 79,240 POWERWAVE TECH COM 739363109 2,272 267,900 SH SOLE 0 267,900 PPG INDS INC COM 693506107 11,861 174,022 SH SOLE 0 174,022 PPL CORP COM 69351T106 9,501 178,322 SH SOLE 0 178,322 PRAXAIR INC COM 74005P104 15,353 347,756 SH SOLE 0 347,756 PRE PAID LEGAL COM 740065107 1,941 51,700 SH SOLE 0 51,700 PRECISION CAST COM 740189105 6,956 105,900 SH SOLE 0 105,900 PRESIDENTIAL L COM 740884101 2,035 120,000 SH SOLE 0 120,000 PRG-SCHULTZ IN COM 69357C107 1,298 258,000 SH SOLE 0 258,000 PRICE T ROWE G COM 74144T108 8,873 142,660 SH SOLE 0 142,660 PRIDE INTL INC COM 74153Q102 4,506 219,400 SH SOLE 0 219,400 PRINCIPAL FINA COM 74251V102 11,915 291,040 SH SOLE 0 291,040 PRIORITY HEALT CL B 74264T102 4,336 199,160 SH SOLE 0 199,160 PRIVATEBANCORP COM 742962103 3,117 96,700 SH SOLE 0 96,700 PROASSURANCE C COM 74267C106 7,071 180,800 SH SOLE 0 180,800 PROCTER & GAMB COM 742718109 133,055 2,415,664 SH SOLE 0 2,415,664 PROGRESS ENERG COM 743263105 10,529 232,728 SH SOLE 0 232,728 PROGRESS SOFTW COM 743312100 5,665 242,600 SH SOLE 0 242,600 PROGRESSIVE CO COM 743315103 16,146 190,306 SH SOLE 0 190,306 PROLOGIS COM 743410102 102,753 2,371,400 SH SOLE 0 2,371,400 PROSPERITY BAN COM 743606105 1,612 55,200 SH SOLE 0 55,200 PROTECTIVE LIF COM 743674103 6,596 154,500 SH SOLE 0 154,500 PROTEIN DESIGN COM 74369L103 5,572 269,700 SH SOLE 0 269,700 PROVIDE COMM I COM 74373W103 528 14,200 SH SOLE 0 14,200 PROVIDENCE SVC COM 743815102 1,574 75,000 SH SOLE 0 75,000 PROVIDENT BANC COM 74383A109 542 41,100 SH SOLE 0 41,100 PROVIDENT BANK COM 743859100 4,019 110,515 SH SOLE 0 110,515 PROVIDENT FINL COM 74386T105 984 50,800 SH SOLE 0 50,800 PROVIDIAN FINL COM 74406A102 4,528 274,930 SH SOLE 0 274,930 PROVINCE HEALT COM 743977100 3,708 165,900 SH SOLE 0 165,900 PRUDENTIAL FIN COM 744320102 26,861 488,740 SH SOLE 0 488,740 PS BUSINESS PK COM 69360J107 2,774 61,500 SH SOLE 0 61,500 PSS WORLD MED COM 69366A100 2,811 224,600 SH SOLE 0 224,600 PSYCHIATRIC SO COM 74439H108 1,982 54,200 SH SOLE 0 54,200 PTEK HLDGS INC COM 69366M104 362 33,800 SH SOLE 0 33,800 PUBLIC STORAGE COM 74460D109 10,107 181,300 SH SOLE 0 181,300 PUBLIC SVC ENT COM 744573106 11,689 225,792 SH SOLE 0 225,792 PUGET ENERGY I COM 745310102 4,752 192,388 SH SOLE 0 192,388 PULTE HOMES IN COM 745867101 8,326 130,499 SH SOLE 0 130,499 PXRE GROUP LTD COM G73018106 1,157 45,900 SH SOLE 0 45,900 QAD INC COM 74727D108 1,115 125,000 SH SOLE 0 125,000 QC HLDGS INC COM 74729T101 3,246 169,400 SH SOLE 0 169,400 QLOGIC CORP COM 747277101 5,024 136,780 SH SOLE 0 136,780 QUADRAMED CORP COM 74730W101 1,163 465,301 SH SOLE 0 465,301 QUAKER CHEM CO COM 747316107 802 32,300 SH SOLE 0 32,300 QUALCOMM INC COM 747525103 68,265 1,610,020 SH SOLE 0 1,610,020 QUALITY SYS IN COM 747582104 449 7,500 SH SOLE 0 7,500 QUANEX CORP COM 747620102 4,676 68,200 SH SOLE 0 68,200 QUANTA SVCS IN COM 74762E102 1,510 188,800 SH SOLE 0 188,800 QUEST DIAGNOST COM 74834L100 9,690 101,415 SH SOLE 0 101,415 QUEST SOFTWARE COM 74834T103 2,595 162,700 SH SOLE 0 162,700 QUESTAR CORP COM 748356102 6,915 135,700 SH SOLE 0 135,700 QUIKSILVER INC COM 74838C106 9,631 323,280 SH SOLE 0 323,280 QUINTON CARDIO COM 748773108 1,699 160,900 SH SOLE 0 160,900 QWEST COMMUNIC COM 749121109 7,514 1,692,300 SH SOLE 0 1,692,300 R & G FINANCIA CL B 749136107 1,641 42,200 SH SOLE 0 42,200 RADIAN GROUP I COM 750236101 8,085 151,852 SH SOLE 0 151,852 RADIANT SYSTEM COM 75025N102 574 88,200 SH SOLE 0 88,200 RADIOSHACK COR COM 750438103 4,995 151,918 SH SOLE 0 151,918 RADISYS CORP COM 750459109 1,247 63,800 SH SOLE 0 63,800 RADWARE LTD ORD M81873107 716 27,400 SH SOLE 0 27,400 RADYNE COMSTRE COM 750611402 1,234 165,000 SH SOLE 0 165,000 RAE SYS INC COM 75061P102 1,221 167,300 SH SOLE 0 167,300 RAILAMERICA IN COM 750753105 3,199 245,100 SH SOLE 0 245,100 RALCORP HLDGS COM 751028101 4,512 107,600 SH SOLE 0 107,600 RANGE RES CORP COM 75281A109 5,613 274,320 SH SOLE 0 274,320 RARE HOSPITALI COM 753820109 10,960 344,010 SH SOLE 0 344,010 RAVEN INDS INC COM 754212108 1,873 87,900 SH SOLE 0 87,900 RAYMOND JAMES COM 754730109 3,885 125,400 SH SOLE 0 125,400 RAYONIER INC COM 754907103 3,927 80,283 SH SOLE 0 80,283 RAYOVAC CORP COM 755081106 3,521 115,200 SH SOLE 0 115,200 RAYTHEON CO COM 755111507 18,701 481,610 SH SOLE 0 481,610 READERS DIGEST COM 755267101 2,228 160,200 SH SOLE 0 160,200 RECKSON ASSOCS COM 75621K106 69,004 2,103,150 SH SOLE 0 2,103,150 RED HAT INC COM 756577102 1,346 100,800 SH SOLE 0 100,800 RED ROBIN GOUR COM 75689M101 2,353 44,010 SH SOLE 0 44,010 REDBACK NETWOR COM 757209507 838 156,300 SH SOLE 0 156,300 REEBOK INTL LT COM 758110100 19,995 454,432 SH SOLE 0 454,432 REGAL BELOIT C COM 758750103 2,331 81,500 SH SOLE 0 81,500 REGENCY CTRS C COM 758849103 5,845 105,500 SH SOLE 0 105,500 REGENERATION T COM 75886N100 712 67,900 SH SOLE 0 67,900 REGENERON PHAR COM 75886F107 1,711 185,800 SH SOLE 0 185,800 REGENT COMMUNI COM 758865109 1,269 239,400 SH SOLE 0 239,400 REGIONS FINANC COM 7591EP100 15,621 438,915 SH SOLE 0 438,915 REGIS CORP MIN COM 758932107 3,600 78,000 SH SOLE 0 78,000 REHABCARE GROU COM 759148109 3,737 133,500 SH SOLE 0 133,500 REINSURANCE GR COM 759351109 4,482 92,500 SH SOLE 0 92,500 RELIANCE STEEL COM 759509102 4,235 108,700 SH SOLE 0 108,700 REMINGTON OIL COM 759594302 3,856 141,500 SH SOLE 0 141,500 REMOTE DYNAMIC COM 75962A105 54 53,469 SH SOLE 0 53,469 RENAISSANCE LE COM 75968L105 302 16,250 SH SOLE 0 16,250 RENAL CARE GRO COM 759930100 3,905 108,500 SH SOLE 0 108,500 RENT A CTR INC COM 76009N100 10,738 405,200 SH SOLE 0 405,200 REPUBLIC BANCO COM 760282103 3,588 234,847 SH SOLE 0 234,847 REPUBLIC SVCS COM 760759100 9,341 278,500 SH SOLE 0 278,500 RESEARCH IN MO COM 760975102 478 5,800 SH SOLE 0 5,800 RESMED INC COM 761152107 9,024 176,600 SH SOLE 0 176,600 RESOURCES CONN COM 76122Q105 3,693 68,000 SH SOLE 0 68,000 RESPIRONICS IN COM 761230101 11,246 206,888 SH SOLE 0 206,888 RETEK INC COM 76128Q109 2,120 344,682 SH SOLE 0 344,682 REWARDS NETWOR COM 761557107 578 82,600 SH SOLE 0 82,600 REYNOLDS & REY CL A 761695105 3,285 123,900 SH SOLE 0 123,900 REYNOLDS AMERI COM 761713106 11,156 141,940 SH SOLE 0 141,940 RF MICRODEVICE COM 749941100 2,064 301,700 SH SOLE 0 301,700 RF MONOLITHICS COM 74955F106 113 13,500 SH SOLE 0 13,500 RIGGS NATL COR COM 766570105 3,404 160,100 SH SOLE 0 160,100 RIVERVIEW BANC COM 769397100 378 16,900 SH SOLE 0 16,900 RLI CORP COM 749607107 3,500 84,200 SH SOLE 0 84,200 ROBBINS & MYER COM 770196103 1,153 48,400 SH SOLE 0 48,400 ROBERT HALF IN COM 770323103 4,768 162,020 SH SOLE 0 162,020 ROCK OF AGES C CL A 772632105 1,018 139,500 SH SOLE 0 139,500 ROCK-TENN CO CL A 772739207 1,801 118,800 SH SOLE 0 118,800 ROCKWELL AUTOM COM 773903109 8,930 180,214 SH SOLE 0 180,214 ROCKWELL COLLI COM 774341101 6,742 170,954 SH SOLE 0 170,954 ROFIN SINAR TE COM 775043102 1,538 36,241 SH SOLE 0 36,241 ROGERS COMMUNI CL B 775109200 220 8,400 SH SOLE 0 8,400 ROGERS CORP COM 775133101 3,228 74,900 SH SOLE 0 74,900 ROHM & HAAS CO COM 775371107 10,512 237,674 SH SOLE 0 237,674 ROLLINS INC COM 775711104 1,937 73,600 SH SOLE 0 73,600 ROPER INDS INC COM 776696106 8,538 140,500 SH SOLE 0 140,500 ROSS STORES IN COM 778296103 14,273 494,400 SH SOLE 0 494,400 ROWAN COS INC COM 779382100 18,051 696,968 SH SOLE 0 696,968 ROYAL BANCSHAR CL A 780081105 1,378 51,000 SH SOLE 0 51,000 ROYAL CARIBBEA COM V7780T103 327 6,000 SH SOLE 0 6,000 ROYAL DUTCH PE COM 780257804 402 7,000 SH SOLE 0 7,000 RPM INTL INC COM 749685103 3,685 187,425 SH SOLE 0 187,425 RSA SEC INC COM 749719100 4,598 229,200 SH SOLE 0 229,200 RTI INTL METAL COM 74973W107 2,038 99,200 SH SOLE 0 99,200 RUBY TUESDAY I COM 781182100 3,041 116,600 SH SOLE 0 116,600 RUDDICK CORP COM 781258108 1,631 75,200 SH SOLE 0 75,200 RUDOLPH TECHNO COM 781270103 2,423 141,100 SH SOLE 0 141,100 RURAL CELLULAR CL A 781904107 146 23,500 SH SOLE 0 23,500 RUSS BERRIE & COM 782233100 1,585 69,400 SH SOLE 0 69,400 RUSSELL CORP COM 782352108 2,121 108,900 SH SOLE 0 108,900 RYANS RESTAURA COM 783520109 2,143 139,000 SH SOLE 0 139,000 RYDER SYS INC COM 783549108 2,958 61,931 SH SOLE 0 61,931 RYERSON TULL I COM 78375P107 1,314 83,440 SH SOLE 0 83,440 RYLAND GROUP I COM 783764103 6,260 108,800 SH SOLE 0 108,800 S1 CORPORATION COM 78463B101 2,406 265,900 SH SOLE 0 265,900 SABRE HLDGS CO CL A 785905100 2,911 131,344 SH SOLE 0 131,344 SAFECO CORP COM 786429100 6,353 121,621 SH SOLE 0 121,621 SAFEGUARD SCIE COM 786449108 85 40,000 SH SOLE 0 40,000 SAFENET INC COM 78645R107 3,326 90,525 SH SOLE 0 90,525 SAFEWAY INC COM 786514208 8,314 421,200 SH SOLE 0 421,200 SAKS INC COM 79377W108 5,210 359,037 SH SOLE 0 359,037 SALESFORCE COM COM 79466L302 2,305 136,050 SH SOLE 0 136,050 SALIX PHARMACE COM 795435106 2,079 118,210 SH SOLE 0 118,210 SANDERSON FARM COM 800013104 2,878 66,500 SH SOLE 0 66,500 SANDISK CORP COM 80004C101 6,550 262,300 SH SOLE 0 262,300 SANMINA SCI CO COM 800907107 4,446 524,888 SH SOLE 0 524,888 SAPIENT CORP COM 803062108 1,221 154,400 SH SOLE 0 154,400 SARA LEE CORP COM 803111103 18,005 745,855 SH SOLE 0 745,855 SAUL CTRS INC COM 804395101 1,629 42,600 SH SOLE 0 42,600 SAVIENT PHARMA COM 80517Q100 648 239,000 SH SOLE 0 239,000 SAXON CAP INC COM 80556T106 4,671 194,700 SH SOLE 0 194,700 SBA COMMUNICAT COM 78388J106 3,914 421,800 SH SOLE 0 421,800 SBC COMMUNICAT COM 78387G103 81,275 3,153,843 SH SOLE 0 3,153,843 SBS TECHNOLOGI COM 78387P103 3,325 238,150 SH SOLE 0 238,150 SCANA CORP NEW COM 80589M102 8,266 209,800 SH SOLE 0 209,800 SCANSOURCE INC COM 806037107 3,282 52,800 SH SOLE 0 52,800 SCBT FINANCIAL COM 78401V102 708 21,105 SH SOLE 0 21,105 SCHEIN HENRY I COM 806407102 4,854 69,700 SH SOLE 0 69,700 SCHERING PLOUG COM 806605101 29,130 1,395,126 SH SOLE 0 1,395,126 SCHLUMBERGER L COM 806857108 37,233 556,127 SH SOLE 0 556,127 SCHOLASTIC COR COM 807066105 2,362 63,900 SH SOLE 0 63,900 SCHOOL SPECIAL COM 807863105 3,308 85,800 SH SOLE 0 85,800 SCHULMAN A INC COM 808194104 2,182 101,900 SH SOLE 0 101,900 SCHWAB CHARLES COM 808513105 15,738 1,315,896 SH SOLE 0 1,315,896 SCHWEITZER-MAU COM 808541106 3,680 108,400 SH SOLE 0 108,400 SCIENTIFIC ATL COM 808655104 5,582 169,098 SH SOLE 0 169,098 SCIENTIFIC GAM CL A 80874P109 1,728 72,490 SH SOLE 0 72,490 SCOTTISH RE GR ORD G7885T104 2,266 87,500 SH SOLE 0 87,500 SCOTTS CO CL A 810186106 3,897 53,000 SH SOLE 0 53,000 SCP POOL CORP COM 784028102 5,922 185,643 SH SOLE 0 185,643 SCPIE HLDGS IN COM 78402P104 328 33,000 SH SOLE 0 33,000 SCRIPPS E W CO CL A 811054204 1,767 36,600 SH SOLE 0 36,600 SCS TRANSN INC COM 81111T102 907 38,800 SH SOLE 0 38,800 SEA CONTAINERS CL A 811371707 1,646 83,600 SH SOLE 0 83,600 SEACHANGE INTL COM 811699107 1,715 98,350 SH SOLE 0 98,350 SEACOAST BKG C COM 811707306 738 33,165 SH SOLE 0 33,165 SEACOR HOLDING COM 811904101 3,257 61,000 SH SOLE 0 61,000 SEALED AIR COR COM 81211K100 4,239 79,576 SH SOLE 0 79,576 SEARS ROEBUCK COM 812387108 10,010 196,154 SH SOLE 0 196,154 SECURE COMPUTI COM 813705100 1,174 117,600 SH SOLE 0 117,600 SECURITY BANK COM 814047106 2,072 51,790 SH SOLE 0 51,790 SEI INVESTMENT COM 784117103 9,346 222,900 SH SOLE 0 222,900 SELECT COMFORT COM 81616X103 2,210 123,200 SH SOLE 0 123,200 SELECT MEDICAL COM 816196109 283 16,100 SH SOLE 0 16,100 SELECTIVE INS COM 816300107 5,716 129,200 SH SOLE 0 129,200 SEMITOOL INC COM 816909105 1,857 200,100 SH SOLE 0 200,100 SEMPRA ENERGY COM 816851109 7,960 217,018 SH SOLE 0 217,018 SEMTECH CORP COM 816850101 7,612 348,540 SH SOLE 0 348,540 SENSIENT TECHN COM 81725T100 1,811 75,500 SH SOLE 0 75,500 SEPRACOR INC COM 817315104 10,045 169,200 SH SOLE 0 169,200 SEQUA CORPORAT CL A 817320104 1,033 16,900 SH SOLE 0 16,900 SERENA SOFTWAR COM 817492101 4,581 212,000 SH SOLE 0 212,000 SFBC INTL INC COM 784121105 1,943 49,200 SH SOLE 0 49,200 SHAW GROUP INC COM 820280105 3,813 213,600 SH SOLE 0 213,600 SHERWIN WILLIA COM 824348106 8,076 180,945 SH SOLE 0 180,945 SHOPKO STORES COM 824911101 3,191 170,800 SH SOLE 0 170,800 SHUFFLE MASTER COM 825549108 4,835 102,650 SH SOLE 0 102,650 SHURGARD STORA COM 82567D104 69,897 1,588,200 SH SOLE 0 1,588,200 SIEBEL SYS INC COM 826170102 5,081 484,320 SH SOLE 0 484,320 SIERRA HEALTH COM 826322109 4,847 87,950 SH SOLE 0 87,950 SIERRA PAC RES COM 826428104 5,689 541,800 SH SOLE 0 541,800 SIERRA WIRELES COM 826516106 921 52,110 SH SOLE 0 52,110 SIGMA ALDRICH COM 826552101 3,947 65,289 SH SOLE 0 65,289 SIGMATEL INC COM 82661W107 1,972 55,500 SH SOLE 0 55,500 SIGNATURE BK N COM 82669G104 657 20,300 SH SOLE 0 20,300 SILICON IMAGE COM 82705T102 1,355 82,300 SH SOLE 0 82,300 SILICON LABORA COM 826919102 3,294 93,300 SH SOLE 0 93,300 SILICON VY BAN COM 827064106 3,541 79,000 SH SOLE 0 79,000 SILICONIX INC COM 827079203 1,471 40,300 SH SOLE 0 40,300 SIMON PPTY GRO COM 828806109 33,234 513,896 SH SOLE 0 513,896 SIMPLETECH INC COM 828823104 395 85,800 SH SOLE 0 85,800 SIMPSON MANUFA COM 829073105 7,230 207,150 SH SOLE 0 207,150 SIRENZA MICROD COM 82966T106 1,559 237,600 SH SOLE 0 237,600 SIRVA INC COM 82967Y104 5,152 268,080 SH SOLE 0 268,080 SK TELECOM LTD ADR 78440P108 8,942 401,900 SH SOLE 0 401,900 SKECHERS U S A CL A 830566105 1,829 141,100 SH SOLE 0 141,100 SKYLINE CORP COM 830830105 1,146 28,100 SH SOLE 0 28,100 SKYWEST INC COM 830879102 6,456 321,850 SH SOLE 0 321,850 SKYWORKS SOLUT COM 83088M102 4,889 518,500 SH SOLE 0 518,500 SL GREEN RLTY COM 78440X101 2,125 35,100 SH SOLE 0 35,100 SLM CORP COM 78442P106 22,208 415,960 SH SOLE 0 415,960 SM&A COM 78465D105 222 26,000 SH SOLE 0 26,000 SMITH A O COM 831865209 2,943 98,300 SH SOLE 0 98,300 SMITH INTL INC COM 832110100 9,190 168,900 SH SOLE 0 168,900 SMITH MICRO SO COM 832154108 1,790 200,000 SH SOLE 0 200,000 SMITHFIELD FOO COM 832248108 6,294 212,700 SH SOLE 0 212,700 SMUCKER J M CO COM 832696405 4,424 93,987 SH SOLE 0 93,987 SNAP ON INC COM 833034101 1,888 54,946 SH SOLE 0 54,946 SOLA INTL INC COM 834092108 2,958 107,400 SH SOLE 0 107,400 SOLECTRON CORP COM 834182107 4,836 907,374 SH SOLE 0 907,374 SONIC AUTOMOTI CL A 83545G102 3,420 137,900 SH SOLE 0 137,900 SONIC CORP COM 835451105 7,562 247,950 SH SOLE 0 247,950 SONIC SOLUTION COM 835460106 2,152 95,900 SH SOLE 0 95,900 SONOCO PRODS C COM 835495102 4,692 158,260 SH SOLE 0 158,260 SONOSITE INC COM 83568G104 879 25,900 SH SOLE 0 25,900 SONUS NETWORKS COM 835916107 1,046 182,550 SH SOLE 0 182,550 SONY CORP ADR 835699307 468 12,000 SH SOLE 0 12,000 SOTHEBYS HLDGS CL A 835898107 1,856 102,206 SH SOLE 0 102,206 SOURCE INTERLI COM 836151209 1,706 128,500 SH SOLE 0 128,500 SOURCECORP COM 836167106 1,005 52,600 SH SOLE 0 52,600 SOUTH FINL GRO COM 837841105 7,705 236,867 SH SOLE 0 236,867 SOUTHERN CO COM 842587107 23,463 699,959 SH SOLE 0 699,959 SOUTHERN UN CO COM 844030106 6,583 274,521 SH SOLE 0 274,521 SOUTHWEST AIRL COM 844741108 12,339 757,949 SH SOLE 0 757,949 SOUTHWEST BANC COM 84476R109 6,691 287,300 SH SOLE 0 287,300 SOUTHWEST GAS COM 844895102 3,053 120,200 SH SOLE 0 120,200 SOUTHWESTERN E COM 845467109 10,660 210,300 SH SOLE 0 210,300 SOVEREIGN BANC COM 845905108 8,265 366,500 SH SOLE 0 366,500 SOVRAN SELF ST COM 84610H108 2,217 52,600 SH SOLE 0 52,600 SPARTECH CORP COM 847220209 2,440 90,070 SH SOLE 0 90,070 SPDR TR UNIT 78462F103 55,981 463,154 SH SOLE 0 463,154 SPECTRASITE IN COM 84761M104 1,792 30,950 SH SOLE 0 30,950 SPECTRUM CTL I COM 847615101 411 56,600 SH SOLE 0 56,600 SPEEDWAY MOTOR COM 847788106 2,253 57,510 SH SOLE 0 57,510 SPHERION CORP COM 848420105 1,708 203,332 SH SOLE 0 203,332 SPINNAKER EXPL COM 84855W109 4,917 140,200 SH SOLE 0 140,200 SPORTSMANS GUI COM 848907200 1,913 85,000 SH SOLE 0 85,000 SPRINT CORP COM 852061100 34,887 1,403,895 SH SOLE 0 1,403,895 SPSS INC COM 78462K102 917 58,600 SH SOLE 0 58,600 SPX CORP COM 784635104 4,936 123,206 SH SOLE 0 123,206 SS&C TECHNOLOG COM 85227Q100 646 31,300 SH SOLE 0 31,300 ST JOE CO COM 790148100 1,631 25,400 SH SOLE 0 25,400 ST JUDE MED IN COM 790849103 14,215 339,028 SH SOLE 0 339,028 ST MARY LD & E COM 792228108 4,285 102,650 SH SOLE 0 102,650 ST PAUL TRAVEL COM 792860108 23,339 629,587 SH SOLE 0 629,587 STAGE STORES I COM 85254C305 3,812 91,800 SH SOLE 0 91,800 STANCORP FINL COM 852891100 4,018 48,700 SH SOLE 0 48,700 STANDARD COML COM 853258101 1,537 79,000 SH SOLE 0 79,000 STANDARD MICRO COM 853626109 2,407 135,000 SH SOLE 0 135,000 STANDARD MTR P COM 853666105 1,041 65,900 SH SOLE 0 65,900 STANDARD PAC C COM 85375C101 12,147 189,390 SH SOLE 0 189,390 STANDARD REGIS COM 853887107 1,343 95,100 SH SOLE 0 95,100 STANDEX INTL C COM 854231107 1,171 41,100 SH SOLE 0 41,100 STANLEY WKS COM 854616109 4,046 82,597 SH SOLE 0 82,597 STAPLES INC COM 855030102 18,306 543,055 SH SOLE 0 543,055 STARBUCKS CORP COM 855244109 23,964 384,280 SH SOLE 0 384,280 STARTEK INC COM 85569C107 1,839 64,650 SH SOLE 0 64,650 STARWOOD HOTEL COM 85590A203 67,627 1,157,990 SH SOLE 0 1,157,990 STATE FINL SVC CL A 856855101 464 15,400 SH SOLE 0 15,400 STATE STR CORP COM 857477103 15,571 317,008 SH SOLE 0 317,008 STEAK N SHAKE COM 857873103 1,848 92,054 SH SOLE 0 92,054 STEEL DYNAMICS COM 858119100 3,958 104,500 SH SOLE 0 104,500 STEEL TECHNOLO COM 858147101 1,458 53,000 SH SOLE 0 53,000 STEIN MART INC COM 858375108 2,416 141,600 SH SOLE 0 141,600 STEINER LEISUR ORD P8744Y102 374 12,500 SH SOLE 0 12,500 STERICYCLE INC COM 858912108 3,331 72,500 SH SOLE 0 72,500 STERIS CORP COM 859152100 2,640 111,300 SH SOLE 0 111,300 STERLING BANCS COM 858907108 2,137 149,750 SH SOLE 0 149,750 STERLING FINL COM 859319105 2,984 76,010 SH SOLE 0 76,010 STEWART & STEV COM 860342104 1,940 95,900 SH SOLE 0 95,900 STEWART INFORM COM 860372101 2,511 60,300 SH SOLE 0 60,300 STONE ENERGY C COM 861642106 4,009 88,900 SH SOLE 0 88,900 STORAGE TECHNO COM 862111200 6,512 206,000 SH SOLE 0 206,000 STRATASYS INC COM 862685104 782 23,300 SH SOLE 0 23,300 STRATEGIC HOTE COM 86272T106 7,609 461,157 SH SOLE 0 461,157 STRAYER ED INC COM 863236105 2,224 20,260 SH SOLE 0 20,260 STRIDE RITE CO COM 863314100 1,880 168,300 SH SOLE 0 168,300 STRYKER CORP COM 863667101 20,944 434,080 SH SOLE 0 434,080 STURM RUGER & COM 864159108 810 89,700 SH SOLE 0 89,700 SUMMIT PPTYS I COM 866239106 433 13,300 SH SOLE 0 13,300 SUN BANCORP IN COM 86663B102 1,816 74,620 SH SOLE 0 74,620 SUN MICROSYSTE COM 866810104 18,121 3,361,976 SH SOLE 0 3,361,976 SUNGARD DATA S COM 867363103 9,567 337,712 SH SOLE 0 337,712 SUNOCO INC COM 86764P109 5,834 71,398 SH SOLE 0 71,398 SUNOPTA INC COM 8676EP108 1,885 262,600 SH SOLE 0 262,600 SUNRISE SENIOR COM 86768K106 3,143 67,800 SH SOLE 0 67,800 SUNSTONE HOTEL COM 867892101 447 21,500 SH SOLE 0 21,500 SUNTRUST BKS I COM 867914103 26,306 356,068 SH SOLE 0 356,068 SUPERIOR ENERG COM 868157108 3,948 256,200 SH SOLE 0 256,200 SUPERIOR INDS COM 868168105 2,373 81,700 SH SOLE 0 81,700 SUPERTEX INC COM 868532102 940 43,300 SH SOLE 0 43,300 SUPERVALU INC COM 868536103 4,396 127,348 SH SOLE 0 127,348 SURMODICS INC COM 868873100 1,899 58,400 SH SOLE 0 58,400 SUSQUEHANNA BA COM 869099101 3,867 155,000 SH SOLE 0 155,000 SWIFT ENERGY C COM 870738101 3,684 127,300 SH SOLE 0 127,300 SWIFT TRANSN C COM 870756103 3,262 151,880 SH SOLE 0 151,880 SWS GROUP INC COM 78503N107 1,260 57,467 SH SOLE 0 57,467 SYBASE INC COM 871130100 3,056 153,200 SH SOLE 0 153,200 SYBRON DENTAL COM 871142105 5,403 152,700 SH SOLE 0 152,700 SYMANTEC CORP COM 871503108 17,899 694,836 SH SOLE 0 694,836 SYMBION INC DE COM 871507109 3,660 165,780 SH SOLE 0 165,780 SYMBOL TECHNOL COM 871508107 3,945 228,050 SH SOLE 0 228,050 SYMMETRICOM IN COM 871543104 2,312 238,100 SH SOLE 0 238,100 SYMYX TECHNOLO COM 87155S108 766 25,500 SH SOLE 0 25,500 SYNAPTICS INC COM 87157D109 3,214 105,100 SH SOLE 0 105,100 SYNOPSYS INC COM 871607107 4,788 244,928 SH SOLE 0 244,928 SYNOVUS FINL C COM 87161C105 8,224 287,742 SH SOLE 0 287,742 SYSCO CORP COM 871829107 23,511 615,960 SH SOLE 0 615,960 TAG-IT PAC INC COM 873774103 106 23,500 SH SOLE 0 23,500 TAIWAN SEMICON ADR 874039100 8,235 970,024 SH SOLE 0 970,024 TAKE-TWO INTER COM 874054109 9,516 273,520 SH SOLE 0 273,520 TALISMAN ENERG COM 87425E103 534 19,800 SH SOLE 0 19,800 TALX CORP COM 874918105 1,186 46,000 SH SOLE 0 46,000 TARGET CORP COM 87612E106 46,088 887,499 SH SOLE 0 887,499 TAUBMAN CTRS I COM 876664103 6,496 216,900 SH SOLE 0 216,900 TAYLOR CAP GRO COM 876851106 412 12,300 SH SOLE 0 12,300 TBC CORP NEW COM 872183108 3,450 124,100 SH SOLE 0 124,100 TCF FINL CORP COM 872275102 7,180 223,400 SH SOLE 0 223,400 TECH DATA CORP COM 878237106 5,502 121,200 SH SOLE 0 121,200 TECHNE CORP COM 878377100 2,956 76,000 SH SOLE 0 76,000 TECHNITROL INC COM 878555101 2,453 134,800 SH SOLE 0 134,800 TECO ENERGY IN COM 872375100 2,712 176,680 SH SOLE 0 176,680 TECUMSEH PRODS CL A 878895200 2,753 57,600 SH SOLE 0 57,600 TEKELEC COM 879101103 734 35,900 SH SOLE 0 35,900 TEKTRONIX INC COM 879131100 2,414 79,916 SH SOLE 0 79,916 TELE NORTE LES ADR 879246106 11,472 680,000 SH SOLE 0 680,000 TELECOMUNICACO ADR 879287308 9,647 299,773 SH SOLE 0 299,773 TELEDYNE TECHN COM 879360105 9,107 309,450 SH SOLE 0 309,450 TELEFLEX INC COM 879369106 4,036 77,700 SH SOLE 0 77,700 TELEFONICA S A ADR 879382208 644 11,400 SH SOLE 0 11,400 TELEFONOS DE M ADR 879403780 49,919 1,302,690 SH SOLE 0 1,302,690 TELEPHONE & DA COM 879433100 7,110 92,400 SH SOLE 0 92,400 TELEWEST GLOBA COM 87956T107 16,050 912,971 SH SOLE 0 912,971 TELIK INC COM 87959M109 6,350 331,781 SH SOLE 0 331,781 TELLABS INC COM 879664100 5,052 588,152 SH SOLE 0 588,152 TEMPLE INLAND COM 879868107 3,583 52,378 SH SOLE 0 52,378 TEMPUR PEDIC I COM 88023U101 3,331 157,100 SH SOLE 0 157,100 TENARIS S A ADR 88031M109 2,003 40,964 SH SOLE 0 40,964 TENET HEALTHCA COM 88033G100 4,823 439,280 SH SOLE 0 439,280 TERADYNE INC COM 880770102 5,109 299,300 SH SOLE 0 299,300 TESORO CORP COM 881609101 1,717 53,900 SH SOLE 0 53,900 TETRA TECH INC COM 88162G103 4,309 257,406 SH SOLE 0 257,406 TETRA TECHNOLO COM 88162F105 3,379 119,400 SH SOLE 0 119,400 TEVA PHARMACEU ADR 881624209 23,055 772,100 SH SOLE 0 772,100 TEXAS CAPITAL COM 88224Q107 216 10,000 SH SOLE 0 10,000 TEXAS INDS INC COM 882491103 6,955 111,500 SH SOLE 0 111,500 TEXAS INSTRS I COM 882508104 40,739 1,654,711 SH SOLE 0 1,654,711 TEXTRON INC COM 883203101 10,006 135,583 SH SOLE 0 135,583 THERAGENICS CO COM 883375107 406 99,900 SH SOLE 0 99,900 THERMO ELECTRO COM 883556102 4,725 156,505 SH SOLE 0 156,505 THERMOGENESIS COM 883623209 5,216 822,700 SH SOLE 0 822,700 THOMAS & BETTS COM 884315102 7,758 252,300 SH SOLE 0 252,300 THOMAS INDS IN COM 884425109 2,347 58,800 SH SOLE 0 58,800 THOMAS PPTYS G COM 884453101 841 66,000 SH SOLE 0 66,000 THOR INDS INC COM 885160101 20,188 544,880 SH SOLE 0 544,880 THQ INC COM 872443403 6,767 294,980 SH SOLE 0 294,980 TIDEWATER INC COM 886423102 3,472 97,500 SH SOLE 0 97,500 TIERONE CORP COM 88650R108 383 15,400 SH SOLE 0 15,400 TIFFANY & CO N COM 886547108 4,515 141,220 SH SOLE 0 141,220 TIM PARTICIPAC ADR 88706P106 1,416 91,807 SH SOLE 0 91,807 TIMBERLAND CO CL A 887100105 3,472 55,400 SH SOLE 0 55,400 TIME WARNER IN COM 887317105 84,805 4,360,139 SH SOLE 0 4,360,139 TIMKEN CO COM 887389104 8,698 334,300 SH SOLE 0 334,300 TITAN CORP COM 888266103 2,210 136,400 SH SOLE 0 136,400 TIVO INC COM 888706108 791 134,670 SH SOLE 0 134,670 TJX COS INC NE COM 872540109 11,483 456,924 SH SOLE 0 456,924 TODCO CL A 88889T107 1,113 60,400 SH SOLE 0 60,400 TOLL BROTHERS COM 889478103 9,859 143,700 SH SOLE 0 143,700 TOLLGRADE COMM COM 889542106 539 44,000 SH SOLE 0 44,000 TOO INC COM 890333107 4,885 199,700 SH SOLE 0 199,700 TOOTSIE ROLL I COM 890516107 2,914 84,142 SH SOLE 0 84,142 TORCHMARK CORP COM 891027104 6,004 105,067 SH SOLE 0 105,067 TORO CO COM 891092108 8,883 109,200 SH SOLE 0 109,200 TOTAL SYS SVCS COM 891906109 573 23,600 SH SOLE 0 23,600 TOWER GROUP IN COM 891777104 3,148 262,300 SH SOLE 0 262,300 TOYOTA MOTOR C ADR 892331307 524 6,400 SH SOLE 0 6,400 TOYS R US INC COM 892335100 4,340 212,000 SH SOLE 0 212,000 TRACTOR SUPPLY COM 892356106 4,748 127,600 SH SOLE 0 127,600 TRADESTATION G COM 89267P105 2,617 372,300 SH SOLE 0 372,300 TRANSACT TECHN COM 892918103 609 28,500 SH SOLE 0 28,500 TRANSACTION SY CL A 893416107 1,816 91,500 SH SOLE 0 91,500 TRANSOCEAN INC ORD G90078109 13,194 311,259 SH SOLE 0 311,259 TREDEGAR CORP COM 894650100 2,599 128,600 SH SOLE 0 128,600 TREX INC COM 89531P105 2,622 50,000 SH SOLE 0 50,000 TRIAD GTY INC COM 895925105 4,052 67,000 SH SOLE 0 67,000 TRIAD HOSPITAL COM 89579K109 6,844 183,918 SH SOLE 0 183,918 TRIARC COS INC COM 895927309 2,635 214,900 SH SOLE 0 214,900 TRIBUNE CO NEW COM 896047107 12,843 304,778 SH SOLE 0 304,778 TRICO BANCSHAR COM 896095106 543 23,200 SH SOLE 0 23,200 TRIDENT MICROS COM 895919108 487 29,100 SH SOLE 0 29,100 TRIMBLE NAVIGA COM 896239100 6,930 209,750 SH SOLE 0 209,750 TRINITY INDS I COM 896522109 19,940 585,100 SH SOLE 0 585,100 TRIQUINT SEMIC COM 89674K103 986 221,500 SH SOLE 0 221,500 TRIUMPH GROUP COM 896818101 2,757 69,800 SH SOLE 0 69,800 TRIZEC PROPERT COM 89687P107 1,606 84,900 SH SOLE 0 84,900 TRIZETTO GROUP COM 896882107 418 44,000 SH SOLE 0 44,000 TRM CORP COM 872636105 2,663 112,200 SH SOLE 0 112,200 TRUSTCO BK COR COM 898349105 3,418 247,839 SH SOLE 0 247,839 TRW AUTOMOTIVE COM 87264S106 1,397 67,500 SH SOLE 0 67,500 TSAKOS ENERGY SHS G9108L108 233 6,500 SH SOLE 0 6,500 TTM TECHNOLOGI COM 87305R109 2,139 181,300 SH SOLE 0 181,300 TUPPERWARE COR COM 899896104 1,954 94,300 SH SOLE 0 94,300 TXU CORP COM 873168108 14,870 230,327 SH SOLE 0 230,327 TYCO INTL LTD COM 902124106 68,930 1,928,655 SH SOLE 0 1,928,655 TYSON FOODS IN CL A 902494103 11,562 628,354 SH SOLE 0 628,354 U S G CORP COM 903293405 1,546 38,400 SH SOLE 0 38,400 U S I HLDGS COM 90333H101 521 45,000 SH SOLE 0 45,000 U STORE IT TR COM 91274F104 1,216 70,100 SH SOLE 0 70,100 UBIQUITEL INC COM 903474302 3,394 476,700 SH SOLE 0 476,700 UCBH HOLDINGS COM 90262T308 8,486 185,200 SH SOLE 0 185,200 UGI CORP NEW COM 902681105 7,869 192,350 SH SOLE 0 192,350 UICI COM 902737105 5,166 152,400 SH SOLE 0 152,400 UIL HLDG CORP COM 902748102 2,493 48,600 SH SOLE 0 48,600 ULTICOM INC COM 903844108 872 54,400 SH SOLE 0 54,400 ULTIMATE SOFTW COM 90385D107 479 37,744 SH SOLE 0 37,744 ULTRATECH INC COM 904034105 1,495 79,300 SH SOLE 0 79,300 UMB FINL CORP COM 902788108 2,765 48,800 SH SOLE 0 48,800 UMPQUA HLDGS C COM 904214103 4,326 171,600 SH SOLE 0 171,600 UNIBANCO-UNIAO GDR 90458E107 5,421 170,900 SH SOLE 0 170,900 UNIFI INC COM 904677101 153 40,000 SH SOLE 0 40,000 UNIFIRST CORP COM 904708104 317 11,200 SH SOLE 0 11,200 UNION PAC CORP COM 907818108 16,602 246,868 SH SOLE 0 246,868 UNIONBANCAL CO COM 908906100 1,477 22,900 SH SOLE 0 22,900 UNISOURCE ENER COM 909205106 4,996 207,200 SH SOLE 0 207,200 UNISYS CORP COM 909214108 3,203 314,685 SH SOLE 0 314,685 UNIT CORP COM 909218109 6,675 174,700 SH SOLE 0 174,700 UNITED BANKSHA COM 909907107 5,482 143,700 SH SOLE 0 143,700 UNITED DEFENSE COM 91018B104 624 13,200 SH SOLE 0 13,200 UNITED DOMINIO COM 910197102 5,292 213,400 SH SOLE 0 213,400 UNITED MICROEL ADR 910873207 12,295 3,483,116 SH SOLE 0 3,483,116 UNITED NAT FOO COM 911163103 4,146 133,300 SH SOLE 0 133,300 UNITED NATL GR CL A 91103X102 752 40,400 SH SOLE 0 40,400 UNITED PARCEL CL B 911312106 91,934 1,075,760 SH SOLE 0 1,075,760 UNITED RENTALS COM 911363109 2,368 125,300 SH SOLE 0 125,300 UNITED STATES COM 912909108 5,582 108,914 SH SOLE 0 108,914 UNITED STATION COM 913004107 5,091 110,200 SH SOLE 0 110,200 UNITED SURGICA COM 913016309 3,957 94,900 SH SOLE 0 94,900 UNITED TECHNOL COM 913017109 52,672 509,650 SH SOLE 0 509,650 UNITED THERAPE COM 91307C102 1,671 37,000 SH SOLE 0 37,000 UNITEDGLOBALCO CL A 913247508 7,938 821,752 SH SOLE 0 821,752 UNITEDHEALTH G COM 91324P102 57,748 656,002 SH SOLE 0 656,002 UNITRIN INC COM 913275103 5,018 110,400 SH SOLE 0 110,400 UNIVERSAL AMER COM 913377107 1,173 75,800 SH SOLE 0 75,800 UNIVERSAL COMP COM 913431102 1,002 28,700 SH SOLE 0 28,700 UNIVERSAL CORP COM 913456109 1,966 41,100 SH SOLE 0 41,100 UNIVERSAL DISP COM 91347P105 102 11,283 SH SOLE 0 11,283 UNIVERSAL FST COM 913543104 5,195 119,700 SH SOLE 0 119,700 UNIVERSAL HLTH CL B 913903100 5,073 114,000 SH SOLE 0 114,000 UNIVISION COMM CL A 914906102 8,939 305,400 SH SOLE 0 305,400 UNOCAL CORP COM 915289102 11,110 256,937 SH SOLE 0 256,937 UNUMPROVIDENT COM 91529Y106 6,309 351,665 SH SOLE 0 351,665 URBAN OUTFITTE COM 917047102 6,775 152,600 SH SOLE 0 152,600 URS CORP NEW COM 903236107 4,654 144,988 SH SOLE 0 144,988 US BANCORP DEL COM 902973304 56,327 1,798,439 SH SOLE 0 1,798,439 USF CORP COM 91729Q101 7,271 191,600 SH SOLE 0 191,600 UST INC COM 902911106 7,519 156,280 SH SOLE 0 156,280 UTI WORLDWIDE ORD G87210103 1,173 17,240 SH SOLE 0 17,240 UTSTARCOM INC COM 918076100 5,241 236,600 SH SOLE 0 236,600 V F CORP COM 918204108 5,752 103,864 SH SOLE 0 103,864 VAIL RESORTS I COM 91879Q109 2,431 108,450 SH SOLE 0 108,450 VALASSIS COMMU COM 918866104 2,892 82,600 SH SOLE 0 82,600 VALEANT PHARMA COM 91911X104 3,569 135,450 SH SOLE 0 135,450 VALERO ENERGY COM 91913Y100 12,240 269,600 SH SOLE 0 269,600 VALMONT INDS I COM 920253101 2,001 79,700 SH SOLE 0 79,700 VALSPAR CORP COM 920355104 4,131 82,600 SH SOLE 0 82,600 VALUECLICK INC COM 92046N102 589 44,200 SH SOLE 0 44,200 VARCO INTL INC COM 922122106 4,593 157,571 SH SOLE 0 157,571 VARIAN INC COM 922206107 4,632 112,950 SH SOLE 0 112,950 VARIAN MED SYS COM 92220P105 10,494 242,700 SH SOLE 0 242,700 VARIAN SEMICON COM 922207105 7,580 205,700 SH SOLE 0 205,700 VCA ANTECH INC COM 918194101 3,597 184,100 SH SOLE 0 184,100 VECTREN CORP COM 92240G101 3,279 122,366 SH SOLE 0 122,366 VEECO INSTRS I COM 922417100 4,772 226,500 SH SOLE 0 226,500 VENTANA MED SY COM 92276H106 1,152 18,000 SH SOLE 0 18,000 VENTAS INC COM 92276F100 2,815 102,700 SH SOLE 0 102,700 VENTIV HEALTH COM 922793104 2,296 113,000 SH SOLE 0 113,000 VERINT SYS INC COM 92343X100 2,394 65,900 SH SOLE 0 65,900 VERISIGN INC COM 92343E102 9,018 268,379 SH SOLE 0 268,379 VERITAS DGC IN COM 92343P107 5,298 236,400 SH SOLE 0 236,400 VERITAS SOFTWA COM 923436109 11,592 406,023 SH SOLE 0 406,023 VERITY INC COM 92343C106 1,635 124,600 SH SOLE 0 124,600 VERIZON COMMUN COM 92343V104 108,045 2,667,124 SH SOLE 0 2,667,124 VERTEX PHARMAC COM 92532F100 2,022 191,300 SH SOLE 0 191,300 VERTRUE INC COM 92534N101 1,258 33,300 SH SOLE 0 33,300 VIACOM INC CL B 925524308 59,127 1,624,818 SH SOLE 0 1,624,818 VIAD CORP COM 92552R406 2,103 73,800 SH SOLE 0 73,800 VIASAT INC COM 92552V100 3,570 147,100 SH SOLE 0 147,100 VIASYS HEALTHC COM 92553Q209 1,963 103,300 SH SOLE 0 103,300 VICOR CORP COM 925815102 1,838 140,200 SH SOLE 0 140,200 VINTAGE PETE I COM 927460105 4,971 219,100 SH SOLE 0 219,100 VIRAGE LOGIC C COM 92763R104 2,063 111,100 SH SOLE 0 111,100 VISHAY INTERTE COM 928298108 4,018 267,496 SH SOLE 0 267,496 VISTEON CORP COM 92839U107 4,359 446,166 SH SOLE 0 446,166 VISX INC DEL COM 92844S105 5,378 207,900 SH SOLE 0 207,900 VITAL SIGNS IN COM 928469105 1,650 42,400 SH SOLE 0 42,400 VITALWORKS INC COM 928483106 96 21,500 SH SOLE 0 21,500 VOLT INFORMATI COM 928703107 1,493 50,800 SH SOLE 0 50,800 VOLTERRA SEMIC COM 928708106 465 21,000 SH SOLE 0 21,000 VORNADO RLTY T COM 929042109 8,877 116,600 SH SOLE 0 116,600 VULCAN MATLS C COM 929160109 5,270 96,500 SH SOLE 0 96,500 WABASH NATL CO COM 929566107 3,561 132,230 SH SOLE 0 132,230 WABTEC CORP COM 929740108 4,316 202,460 SH SOLE 0 202,460 WACHOVIA CORP COM 929903102 81,252 1,544,715 SH SOLE 0 1,544,715 WADDELL & REED CL A 930059100 3,180 133,100 SH SOLE 0 133,100 WAL MART STORE COM 931142103 213,691 4,045,638 SH SOLE 0 4,045,638 WALGREEN CO COM 931422109 38,649 1,007,271 SH SOLE 0 1,007,271 WASHINGTON FED COM 938824109 3,364 126,750 SH SOLE 0 126,750 WASHINGTON GRO COM 938862208 1,480 35,880 SH SOLE 0 35,880 WASHINGTON MUT COM 939322103 36,180 855,721 SH SOLE 0 855,721 WASHINGTON POS CL B 939640108 16,515 16,800 SH SOLE 0 16,800 WASTE CONNECTI COM 941053100 11,854 346,100 SH SOLE 0 346,100 WASTE MGMT INC COM 94106L109 16,404 547,909 SH SOLE 0 547,909 WATERS CORP COM 941848103 7,135 152,500 SH SOLE 0 152,500 WATSCO INC COM 942622200 3,409 96,800 SH SOLE 0 96,800 WATSON PHARMAC COM 942683103 4,900 149,340 SH SOLE 0 149,340 WATSON WYATT & CL A 942712100 4,617 171,300 SH SOLE 0 171,300 WATTS WATER TE CL A 942749102 3,475 107,800 SH SOLE 0 107,800 WAUSAU-MOSINEE COM 943315101 3,077 172,300 SH SOLE 0 172,300 WAYPOINT FINL COM 946756103 3,164 111,610 SH SOLE 0 111,610 WCI CMNTYS INC COM 92923C104 1,285 43,700 SH SOLE 0 43,700 WD-40 CO COM 929236107 1,568 55,200 SH SOLE 0 55,200 WEATHERFORD IN COM G95089101 12,337 240,490 SH SOLE 0 240,490 WEBEX COMMUNIC COM 94767L109 3,541 148,900 SH SOLE 0 148,900 WEBSENSE INC COM 947684106 3,951 77,900 SH SOLE 0 77,900 WEBSTER FINL C COM 947890109 4,325 85,416 SH SOLE 0 85,416 WEINGARTEN RLT COM 948741103 5,742 143,200 SH SOLE 0 143,200 WELLCARE HEALT COM 94946T106 868 26,700 SH SOLE 0 26,700 WELLCHOICE INC COM 949475107 1,177 22,040 SH SOLE 0 22,040 WELLMAN INC COM 949702104 3,515 328,800 SH SOLE 0 328,800 WELLPOINT INC COM 94973V107 33,303 289,590 SH SOLE 0 289,590 WELLS FARGO & COM 949746101 101,170 1,627,835 SH SOLE 0 1,627,835 WELLSFORD REAL COM 950240200 1,007 69,850 SH SOLE 0 69,850 WENDYS INTL IN COM 950590109 4,232 107,791 SH SOLE 0 107,791 WERNER ENTERPR COM 950755108 2,878 127,100 SH SOLE 0 127,100 WESCO INTL INC COM 95082P105 7,792 262,900 SH SOLE 0 262,900 WEST CORP COM 952355105 622 18,800 SH SOLE 0 18,800 WESTAMERICA BA COM 957090103 2,991 51,300 SH SOLE 0 51,300 WESTAR ENERGY COM 95709T100 10,333 451,800 SH SOLE 0 451,800 WESTCORP INC COM 957907108 978 21,300 SH SOLE 0 21,300 WESTELL TECHNO CL A 957541105 1,700 250,000 SH SOLE 0 250,000 WESTERN DIGITA COM 958102105 2,990 275,796 SH SOLE 0 275,796 WESTERN GAS RE COM 958259103 3,484 119,100 SH SOLE 0 119,100 WESTLAKE CHEM COM 960413102 1,122 33,600 SH SOLE 0 33,600 WESTWOOD ONE I COM 961815107 4,163 154,600 SH SOLE 0 154,600 WET SEAL INC CL A 961840105 227 100,000 SH SOLE 0 100,000 WEYERHAEUSER C COM 962166104 15,472 230,175 SH SOLE 0 230,175 WGL HLDGS INC COM 92924F106 2,415 78,300 SH SOLE 0 78,300 W-H ENERGY SVC COM 92925E108 2,066 92,400 SH SOLE 0 92,400 WHEELING PITTS COM 963142302 2,093 54,300 SH SOLE 0 54,300 WHIRLPOOL CORP COM 963320106 4,507 65,118 SH SOLE 0 65,118 WHITING PETE C COM 966387102 3,525 116,540 SH SOLE 0 116,540 WHITNEY HLDG C COM 966612103 6,299 140,000 SH SOLE 0 140,000 WHOLE FOODS MK COM 966837106 10,708 112,300 SH SOLE 0 112,300 WILD OATS MARK COM 96808B107 2,159 245,100 SH SOLE 0 245,100 WILLIAMS COS I COM 969457100 9,047 555,366 SH SOLE 0 555,366 WILLIAMS SONOM COM 969904101 6,577 187,700 SH SOLE 0 187,700 WILMINGTON TRU COM 971807102 3,922 108,500 SH SOLE 0 108,500 WILSON GREATBA COM 972232102 1,599 71,300 SH SOLE 0 71,300 WIND RIVER SYS COM 973149107 2,607 192,391 SH SOLE 0 192,391 WINNEBAGO INDS COM 974637100 6,396 163,750 SH SOLE 0 163,750 WINSTON HOTELS COM 97563A102 393 33,300 SH SOLE 0 33,300 WINTRUST FINAN COM 97650W108 4,090 71,800 SH SOLE 0 71,800 WISCONSIN ENER COM 976657106 6,351 188,400 SH SOLE 0 188,400 WITNESS SYS IN COM 977424100 866 49,600 SH SOLE 0 49,600 WMS INDS INC COM 929297109 3,414 101,800 SH SOLE 0 101,800 WOLVERINE TUBE COM 978093102 640 49,600 SH SOLE 0 49,600 WOLVERINE WORL COM 978097103 5,220 166,125 SH SOLE 0 166,125 WOODWARD GOVER COM 980745103 2,707 37,800 SH SOLE 0 37,800 WORLD ACCEP CO COM 981419104 4,243 154,250 SH SOLE 0 154,250 WORLD WRESTLIN CL A 98156Q108 397 32,700 SH SOLE 0 32,700 WORTHINGTON IN COM 981811102 3,724 190,200 SH SOLE 0 190,200 WPS RESOURCES COM 92931B106 7,324 146,600 SH SOLE 0 146,600 WRIGLEY WM JR COM 982526105 14,672 212,052 SH SOLE 0 212,052 WYETH COM 983024100 54,264 1,274,098 SH SOLE 0 1,274,098 WYNN RESORTS L COM 983134107 542 8,100 SH SOLE 0 8,100 XCEL ENERGY IN COM 98389B100 6,939 381,285 SH SOLE 0 381,285 XEROX CORP COM 984121103 15,528 912,856 SH SOLE 0 912,856 XILINX INC COM 983919101 10,003 337,140 SH SOLE 0 337,140 XL CAP LTD CL A G98255105 10,135 130,520 SH SOLE 0 130,520 XM SATELLITE R CL A 983759101 2,227 59,200 SH SOLE 0 59,200 X-RITE INC COM 983857103 2,233 139,500 SH SOLE 0 139,500 XTO ENERGY INC COM 98385X106 9,239 261,150 SH SOLE 0 261,150 YAHOO INC COM 984332106 49,898 1,324,260 SH SOLE 0 1,324,260 YANKEE CANDLE COM 984757104 6,446 194,280 SH SOLE 0 194,280 YARDVILLE NATL COM 985021104 1,689 49,300 SH SOLE 0 49,300 YELLOW ROADWAY COM 985577105 16,606 298,079 SH SOLE 0 298,079 YORK INTL CORP COM 986670107 2,836 82,100 SH SOLE 0 82,100 YUM BRANDS INC COM 988498101 13,489 285,911 SH SOLE 0 285,911 ZALE CORP NEW COM 988858106 29,748 995,900 SH SOLE 0 995,900 ZEBRA TECHNOLO CL A 989207105 6,503 115,550 SH SOLE 0 115,550 ZENITH NATL IN COM 989390109 4,361 87,500 SH SOLE 0 87,500 ZIMMER HLDGS I COM 98956P102 18,463 230,440 SH SOLE 0 230,440 ZINDART LTD ADR 989597109 65 12,752 SH SOLE 0 12,752 ZIONS BANCORPO COM 989701107 7,249 106,560 SH SOLE 0 106,560 ZIX CORP COM 98974P100 552 107,200 SH SOLE 0 107,200 ZOLL MED CORP COM 989922109 4,186 121,680 SH SOLE 0 121,680 ZOMAX INC MINN COM 989929104 111 27,000 SH SOLE 0 27,000 ZYMOGENETICS I COM 98985T109 1,060 46,100 SH SOLE 0 46,100

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For The Period Ended12/31/0413
Filed On2/14/051
Filed As Of / Effective As Of2/15/05
 
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