13F-HR 1 doc1.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 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: General Motors Investment Management Corporation ----------------------------------------------------- Address: 767 Fifth Avenue 15th Floor New York, NY 10153 ----------------------------------------------------- Form 13F File Number: 28-03030 -------- The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: /s/ Michael Connors ------------------------- Title: Vice President ------------------------- Phone: (617) 985-7452 ------------------------- Signature, Place, and Date of Signing: /s/ Michael Connors North Quincy, MA 04/28/2004 ------------------- ---------------- ---------- [Signature] [City, State] [Date] Report Type (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: [If there are no entries in this list, omit this section.] 13F File Number Name 28-____________ ________________________________________ [Repeat as necessary.] Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 -------------- Form 13F Information Table Entry Total: 1145 -------------- Form 13F Information Table Value Total: $5,022,938,192 -------------- List of Other Included Managers: Provide a numbered list of the name(s) and 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] NONE
FORM 13F INFORMATION TABLE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ------------------------------ ---------------- --------- --------- ------- --- ---- ------- -------- ---- ------ ---- NABORS INDUSTRIES LTD SHS G6359F103 1967250 43000 sol 0 0 0 AAR CORP COM 000361105 250512 20400 sol 0 0 0 ABC BANCORP COM 000400101 310780 16400 sol 0 0 0 ABM INDS INC COM 000957100 493625 27500 sol 0 0 0 AFLAC INC COM 001055102 6996402 174300 sol 0 0 0 AES CORP COM 00130H105 3203015 375500 sol 0 0 0 AMB PPTY CORP COM 00163T109 37367001 1005300 sol 0 0 0 AMC ENTMT INC COM 001669100 962445 62700 sol 0 0 0 AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 344650 12200 sol 0 0 0 AMN HEALTHCARE SVCS INC COM 001744101 223576 12184 sol 0 0 0 AMR CORP DEL COM 001765106 232959 18300 sol 0 0 0 AT+T CORP COM NEW 001957505 4183772 213785 sol 0 0 0 AT + T WIRELESS SVCS INC COM 00209A106 4153949 305213 sol 0 0 0 AVX CORP NEW COM 002444107 577150 35000 sol 0 0 0 AAIPHARMA INC COM 00252W104 682890 103000 sol 0 0 0 AARON RENTS INC CL B 002535201 511490 20550 sol 0 0 0 ABBOTT LABS COM NPV 002824100 6958230 169300 sol 0 0 0 ABGENIX INC COM 00339B107 730950 55000 sol 0 0 0 ACADIA RLTY TR COM 004239109 155210 11000 sol 0 0 0 ACTIVISION INC NEW COM NEW 004930202 1173844 74200 sol 0 0 0 ACUITY BRANDS INC COM 00508Y102 1447128 60600 sol 0 0 0 ADAPTEC INC COM 00651F108 1088868 124300 sol 0 0 0 ADMINISTAFF INC COM 007094105 557760 32000 sol 0 0 0 ADOBE SYS INC COM 00724F101 4349129 110300 sol 0 0 0 ADVISORY BRD CO COM 00762W107 869890 23800 sol 0 0 0 ADVANCED MED OPTICS INC COM 00763M108 1000400 41000 sol 0 0 0 AEROFLEX INC COM 007768104 386302 28700 sol 0 0 0 AETHER SYSTEMS INC COM 00808V105 418500 90000 sol 0 0 0 AFFILIATED COMPUTER SVCS INC CL A 008190100 1816500 35000 sol 0 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 2973220 94000 sol 0 0 0 AGILYSYS INC COM 00847J105 176120 14800 sol 0 0 0 AIR PRODS + CHEMS INC COM 009158106 4034660 80500 sol 0 0 0 ALABAMA NATL BANCORPORATION DE COM 010317105 760624 13700 sol 0 0 0 ALAMO GROUP INC COM 011311107 377363 21700 sol 0 0 0 ALARIS MEDICAL SYSTEMS INC COM 011637105 1258875 67500 sol 0 0 0 ALBANY INTL CORP NEW CLASS A 012348108 656116 24400 sol 0 0 0 ALBEMARLE CORP COM 012653101 675700 23300 sol 0 0 0 ALCOA INC COM 013817101 14365129 414100 sol 0 0 0 ALDERWOODS GROUP INC COM 014383103 278720 26800 sol 0 0 0 ALEXANDER + BALDWIN INC COM 014482103 1313276 39700 sol 0 0 0 ALEXANDRIA REAL ESTATE EQUIT COM 015271109 28224000 448000 sol 0 0 0 ALLEGHENY ENERGY INC COM 017361106 1010427 73700 sol 0 0 0 ALLEGIANT BANCORP INC COM 017476102 273513 9300 sol 0 0 0 ALLERGAN INC COM 018490102 471296 5600 sol 0 0 0 ALLIANT ENERGY CORP COM 018802108 6673966 256100 sol 0 0 0 ALLIED CAP CORP NEW COM 01903Q108 1114672 36800 sol 0 0 0 ALLIED WASTE INDUSTRIES INC 019589308 1039511 78100 sol 0 0 0 ALLMERICA FINL CORP COM 019754100 1050320 30400 sol 0 0 0 ALLSTATE CORP COM 020002101 11790551 259361 sol 0 0 0 ALLTEL CORP COM 020039103 3622014 72600 sol 0 0 0 ALPHARMA INC CL A 020813101 558885 28500 sol 0 0 0 ALTRIA GROUP INC COM 02209S103 41864863 768868 sol 0 0 0 AMAZON COM INC COM 023135106 2164000 50000 sol 0 0 0 AMBAC FINL GROUP INC COM 023139108 7658364 103800 sol 0 0 0 AMERADA HESS CORP COM NPV 023551104 3499008 53600 sol 0 0 0 AMERICA WEST HLDG CORP CL B 023657208 835590 87680 sol 0 0 0 AMCORE FINL INC COM 023912108 854973 28700 sol 0 0 0 AMERICAN AXLE + MFG HLDGS INC COM 024061103 2656885 72100 sol 0 0 0 AMERICAN ELEC PWR INC COM 025537101 1596620 48500 sol 0 0 0 AMERICAN EXPRESS CO COM 025816109 18811180 362800 sol 0 0 0 AMERICAN GREETINGS CORP CL A 026375105 1074744 47200 sol 0 0 0 AMERICAN INTL GROUP INC COM 026874107 33498754 469499 sol 0 0 0 AMERICAN MGMT SYS INC COM 027352103 566400 29500 sol 0 0 0 AMERICAN MED SEC GROUP INC COM 02744P101 726512 27200 sol 0 0 0 AMERICAN STS WTR CO COM 029899101 246440 10100 sol 0 0 0 AMERICAN TOWER CORP CL A 029912201 211110 18600 sol 0 0 0 AMERICANWEST BANCORPORATION COM 03058P109 553063 28060 sol 0 0 0 AMERISTAR CASINOS INC COM 03070Q101 3678641 109000 sol 0 0 0 AMERON INTL CORP COM 030710107 688092 20400 sol 0 0 0 AMERUS GROUP CO COM 03072M108 1319445 32700 sol 0 0 0 AMGEN INC COM 031162100 7800597 134100 sol 0 0 0 AMSOUTH BANCORPORATION COM 032165102 3808620 162000 sol 0 0 0 ANADARKO PETE CORP COM 032511107 3459062 66700 sol 0 0 0 ANALOG DEVICES INC COM 032654105 3360700 70000 sol 0 0 0 ANCHOR BANCORP WIS INC COM 032839102 1124200 44000 sol 0 0 0 ANDREW CORP COM 034425108 1036175 59210 sol 0 0 0 ANGELICA CORP COM 034663104 251130 11000 sol 0 0 0 ANHEUSER BUSCH COS INC COM 035229103 6650400 130400 sol 0 0 0 ANIXTER INTL INC COM 035290105 706250 25000 sol 0 0 0 ANNTAYLOR STORES CORP COM 036115103 2910400 68000 sol 0 0 0 ANSOFT CORP COM 036384105 216300 15000 sol 0 0 0 ANTHEM INC COM 03674B104 7051792 77800 sol 0 0 0 ANTEON INTERNATIONAL CORP COM 03674E108 837810 29000 sol 0 0 0 ANTHRACITE CAP INC COM 037023108 440458 34600 sol 0 0 0 ANWORTH MTG ASSET CORP 1 COM 037347101 395068 28300 sol 0 0 0 APACHE CORP COM 037411105 6704301 155300 sol 0 0 0 APARTMENT INVT. + MGMT CO CLASS A 03748R101 13990873 450012 sol 0 0 0 APHTON CORP COM 03759P101 235000 50000 sol 0 0 0 APOLLO GROUP INC CL A 037604105 1722200 20000 sol 0 0 0 APPLERA CORP APPLIED BIOSYS COM 038020103 989000 50000 sol 0 0 0 APPLERA CORP CELERA GENOMICS COM 038020202 1558374 107400 sol 0 0 0 APPLICA INC COM 03815A106 171972 15300 sol 0 0 0 APPLIED MICRO CIRCUITS CORP CDT COM 03822W109 460000 80000 sol 0 0 0 APPLIED MATERIALS INC COM 038222105 5372794 251300 sol 0 0 0 AQUILA INC DEL NEW COM 03840P102 615597 130700 sol 0 0 0 ARAMARK CORP CL B 038521100 1653618 60329 sol 0 0 0 ARBITRON INC COM 03875Q108 809226 20100 sol 0 0 0 ARCH CHEMICALS INC COM 03937R102 372636 13200 sol 0 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 2975868 176400 sol 0 0 0 ARCHSTONE SMITH TR COM 039583109 106489402 3608587 sol 0 0 0 ARCTIC CAT INC COM 039670104 953326 37400 sol 0 0 0 ARDEN GROUP INC CL A 039762109 226500 3000 sol 0 0 0 ARGOSY GAMING CORP 040228108 1141155 32100 sol 0 0 0 ARKANSAS BEST CORP COM 040790107 677787 25300 sol 0 0 0 ARRIS GROUP INC COM 04269Q100 1187720 129100 sol 0 0 0 ARROW INTERNATIONAL INC 042764100 328790 11000 sol 0 0 0 ART TECHNOLOGY GROUP INC OC COM 04289L107 51100 35000 sol 0 0 0 ARTESYN TECHNOLOGIES INC COM 043127109 1323280 139000 sol 0 0 0 ASPECT COMMUNICATIONS INC COM 04523Q102 1336651 85300 sol 0 0 0 ASPEN TECHNOLOGY INC COM 045327103 384807 47100 sol 0 0 0 ASSOCIATED ESTATES RLTY CORP COM 045604105 108206 11800 sol 0 0 0 ATLANTIC COAST AIRLINES HLDGS COM 048396105 170845 23500 sol 0 0 0 ATMEL CORP COM 049513104 2624700 403800 sol 0 0 0 ATMOS ENERGY CORP COM 049560105 1968890 77000 sol 0 0 0 AUDIOVOX CORP CL A 050757103 448000 22400 sol 0 0 0 AUTOLIV COM 052800109 4415700 107700 sol 0 0 0 AUTOMATIC DATA PROCESSING INC COM 053015103 2679600 63800 sol 0 0 0 AUTOZONE INC COM 053332102 2579100 30000 sol 0 0 0 AVALONBAY CMNTYS INC COM 053484101 43019382 802900 sol 0 0 0 AVISTA CORP COM 05379B107 603548 31900 sol 0 0 0 AVNET INC COM 053807103 3629418 148200 sol 0 0 0 AVON PRODS INC COM 054303102 3740391 49300 sol 0 0 0 BB+T CORP COM 054937107 7278860 206200 sol 0 0 0 BHA GROUP HLDGS INC 055446108 656781 21900 sol 0 0 0 BJS WHSL CLUB INC COM 05548J106 776225 30500 sol 0 0 0 BAKER HUGHES INC COM 057224107 868224 23800 sol 0 0 0 BANCFIRST CORP COM 05945F103 997920 18000 sol 0 0 0 BANCORPSOUTH INC COM 059692103 1087436 49700 sol 0 0 0 BANDAG INC COM 059815100 1214388 24400 sol 0 0 0 BANK AMER CORP COM 060505104 46190992 570400 sol 0 0 0 BANK NEW YORK INC COM 064057102 11443950 363300 sol 0 0 0 BANK ONE CORP COM 06423A103 14442348 264900 sol 0 0 0 BANKATLANTIC BANCORP INC CL A 065908501 286624 16900 sol 0 0 0 BANTA CORP COM STK 066821109 935058 20200 sol 0 0 0 BAUSCH + LOMB INC COM 071707103 1529235 25500 sol 0 0 0 BEAR STEARNS COS INC COM 073902108 2910976 33200 sol 0 0 0 BEAZER HOMES USA INC COM 07556Q105 1016736 9600 sol 0 0 0 BECKMAN COULTER INC COM 075811109 2645190 48500 sol 0 0 0 BECTON DICKINSON + CO COM 075887109 4033536 83200 sol 0 0 0 BED BATH + BEYOND INC COM 075896100 1252800 30000 sol 0 0 0 BEDFORD PPTY INVS INC COM PAR USD 0.02 076446301 8757078 287400 sol 0 0 0 BELDEN INC COM 077459105 284550 15000 sol 0 0 0 BELLSOUTH CORP COM 079860102 15176889 548100 sol 0 0 0 BENCHMARK ELECTRS INC 08160H101 1169482 37150 sol 0 0 0 BERKLEY W R CORP COM 084423102 2699876 67700 sol 0 0 0 BERRY PETE CO CL A 085789105 616528 22600 sol 0 0 0 BEST BUY CO INC COM STK USD0.10 086516101 8942388 172900 sol 0 0 0 BEVERLY ENTERPRISES INC COM NEW 087851309 1228160 191900 sol 0 0 0 BIOMET INC COM 090613100 767200 20000 sol 0 0 0 BIOGEN IDEC INC COM 09062X103 556000 10000 sol 0 0 0 BLACK BOX CORP COM 091826107 1355827 25300 sol 0 0 0 BLACK HILLS CORP COM 092113109 1277987 40100 sol 0 0 0 BLOCKBUSTER INC CL A 093679108 3113250 177900 sol 0 0 0 BOB EVANS FARMS INC COM 096761101 311424 9600 sol 0 0 0 BOEING CO COM 097023105 5306244 129200 sol 0 0 0 BOSTON BEER INC CL A 100557107 294720 16000 sol 0 0 0 BOSTON PPTYS INC COM 101121101 63651320 1172000 sol 0 0 0 BOSTON SCIENTIFIC CORP COM 101137107 1271400 30000 sol 0 0 0 BOYDS COLLECTION LTD COM 103354106 38654 15400 sol 0 0 0 BOYKIN LODGING CO COM 103430104 115072 12400 sol 0 0 0 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 614055 20100 sol 0 0 0 BRIGGS + STRATTON CORP COM 109043109 1882413 27900 sol 0 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 4521318 186600 sol 0 0 0 BRISTOL WEST HLDGS INC COM 11037M105 567120 27800 sol 0 0 0 BROOKFIELD HOMES CORP COM 112723101 996556 28400 sol 0 0 0 BROOKFIELD PPTYS CORP COM 112900105 60014301 1929100 sol 0 0 0 BROOKLINE BANCORP INC DEL COM 11373M107 186615 11700 sol 0 0 0 BROOKSTONE INC 114537103 204950 7450 sol 0 0 0 BROWN TOM INC COM NEW 115660201 319600 8500 sol 0 0 0 BROWN SHOE INC NEW COM 115736100 990896 27200 sol 0 0 0 BRUNSWICK CORP COM 117043109 2825436 69200 sol 0 0 0 BUCKEYE TECHNOLOGIES INC COM 118255108 1376844 132900 sol 0 0 0 BUCKLE INC COM 118440106 292496 10100 sol 0 0 0 BURLINGTON NORTHN SANTA FE COM 12189T104 6227550 197700 sol 0 0 0 BURLINGTON RES INC COM 122014103 1571661 24700 sol 0 0 0 C+D TECHNOLOGIES COM 124661109 185481 11100 sol 0 0 0 CBL + ASSOC PPTYS INC COM 124830100 15819586 257900 sol 0 0 0 CCC INFORMATION SVCS GROUP INC COM 12487Q109 195470 11000 sol 0 0 0 CEC ENTMT INC COM 125137109 458040 13200 sol 0 0 0 CH ENERGY GROUP INC COM 12541M102 225814 4600 sol 0 0 0 CIGNA CORP COM 125509109 2437526 41300 sol 0 0 0 CIT GROUP INC NEW COM 125581108 3816415 100300 sol 0 0 0 CLECO CORP NEW COM 12561W105 333025 17500 sol 0 0 0 CMS ENERGY CORP COM 125896100 2476465 276700 sol 0 0 0 CSS INDS INC COM 125906107 566913 17050 sol 0 0 0 CT COMMUNICATIONS INC COM NEW 126426402 300111 21700 sol 0 0 0 CTS CORP COM 126501105 149960 11500 sol 0 0 0 CVS CORP COM 126650100 7722616 218771 sol 0 0 0 CABLE DESIGN TECHNOLOGIES CORP COM 126924109 401952 42400 sol 0 0 0 CABOT CORP COM 127055101 3483360 106200 sol 0 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 2112042 50001 sol 0 0 0 CABOT OIL + GAS CORP COM 127097103 1014592 33200 sol 0 0 0 CACI INTL INC CL A 127190304 645000 15000 sol 0 0 0 CAESARS ENTMT INC COM 127687101 1027552 78800 sol 0 0 0 CALLAWAY GOLF CO COM 131193104 1300130 68500 sol 0 0 0 CAMBREX CORP COM 132011107 347010 12900 sol 0 0 0 CAMDEN NATL CORP COM 133034108 1162980 36400 sol 0 0 0 CAMDEN PPTY TR 133131102 14330060 318800 sol 0 0 0 CAMPBELL SOUP CO COM 134429109 407523 14944 sol 0 0 0 CAPITAL AUTOMOTIVE REIT COM SHS 139733109 653235 18500 sol 0 0 0 CAPITAL ONE FINL CORP COM 14040H105 8908283 118100 sol 0 0 0 CAPITOL BANCORP LTD COM 14056D105 785900 29000 sol 0 0 0 CAPSTONE TURBINE CORP COM 14067D102 172900 70000 sol 0 0 0 CARDINAL HEALTH INC COM 14149Y108 3720600 54000 sol 0 0 0 CAREMARK RX INC COM 141705103 2168233 65210 sol 0 0 0 CARPENTER TECHNOLOGY CORP COM 144285103 1930056 58700 sol 0 0 0 CASCADE CORP COM 147195101 517650 25500 sol 0 0 0 CASEYS GEN STORES INC COM 147528103 282200 17000 sol 0 0 0 CASH AMER INTL INC COM 14754D100 368800 16000 sol 0 0 0 CATELLUS DEV CORP NEW COM 149113102 49093355 1887480 sol 0 0 0 CATERPILLAR INC COM 149123101 15450357 195401 sol 0 0 0 CATO CORP NEW CL A 149205106 369472 18400 sol 0 0 0 CENDANT CORP COM 151313103 14904729 611100 sol 0 0 0 CENTERPOINT PPTYS TR COM 151895109 28107750 340700 sol 0 0 0 CENTEX CORP COM 152312104 5924976 109600 sol 0 0 0 CENTRAL GARDEN + PET CO 153527106 471600 13100 sol 0 0 0 CENTRAL PAC FINL CORP COM 154760102 700065 23500 sol 0 0 0 CENTRAL VT PUBLIC SERVICE COM 155771108 704250 31300 sol 0 0 0 CENTURY ALUM CO COM 156431108 2354382 83400 sol 0 0 0 CENTURYBUSINESS SVCS INC COM 156490104 333880 68000 sol 0 0 0 CERTEGY INC COM 156880106 1127644 32200 sol 0 0 0 CHAMPION ENTERPRISES INC COM 158496109 106000 10000 sol 0 0 0 CHARTERMAC SH BEN INT 160908109 384090 15500 sol 0 0 0 CHARMING SHOPPES INC COM 161133103 890397 114300 sol 0 0 0 CHARTER COMMUNICATIONS INC DEL CL A 16117M107 901965 191500 sol 0 0 0 CHECKFREE CORP NEW COM 162813109 883800 30000 sol 0 0 0 CHELSEA PPTY GROUP INC COM 163421100 42031332 667800 sol 0 0 0 CHEMICAL FINL CORP COM 163731102 756857 21100 sol 0 0 0 CHEVRONTEXACO CORP COM 166764100 32030922 364900 sol 0 0 0 CHOICE HOTELS INC COM 169905106 1033494 23100 sol 0 0 0 CHIQUITA BRANDS INTL INC COM 170032809 1000800 48000 sol 0 0 0 CHITTENDEN CORP COM 170228100 798600 24200 sol 0 0 0 CHRONIMED INC 171164106 909090 117000 sol 0 0 0 CHUBB CORP COM 171232101 4689430 67435 sol 0 0 0 CIBER INC COM 17163B102 487300 44300 sol 0 0 0 CIMAREX ENERGY CO COM 171798101 1182010 40900 sol 0 0 0 CINCINNATI BELL INC NEW COM 171871106 578754 142200 sol 0 0 0 CIRCOR INTL INC COM 17273K109 813600 36000 sol 0 0 0 CISCO SYS INC COM 17275R102 24900624 1058700 sol 0 0 0 CIRRUS LOGIC INC COM 172755100 212240 28000 sol 0 0 0 CITIGROUP INC COM 172967101 96592713 1868331 sol 0 0 0 CITIZENS BKG CORP MICH COM 174420109 407875 12500 sol 0 0 0 CITRIX SYS INC COM 177376100 864800 40000 sol 0 0 0 CLARCOR INC 179895107 573950 13000 sol 0 0 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 2929731 69179 sol 0 0 0 CLOROX CO COM 189054109 2968837 60700 sol 0 0 0 CLOSURE MED CORP COM 189093107 998250 36300 sol 0 0 0 COACH INC COM 189754104 3074250 75000 sol 0 0 0 COCA COLA BOTTLING CO CONS COM 191098102 439030 8600 sol 0 0 0 COCA COLA CO COM 191216100 8877799 176497 sol 0 0 0 COLGATE PALMOLIVE CO COM 194162103 5019610 91100 sol 0 0 0 COLONIAL BANCGROUPINC COM 195493309 453250 24500 sol 0 0 0 COLONIAL PPTYS TR SH BEN INT 195872106 514080 12600 sol 0 0 0 COLUMBIA BKY SYS INC COM 197236102 277200 9900 sol 0 0 0 COMCAST CORP NEW CL A 20030N101 10142691 352912 sol 0 0 0 COMCAST CORP NEW CL A SPL 20030N200 3345600 120000 sol 0 0 0 COMMERCE GROUP INC MASS COM 200641108 724800 15100 sol 0 0 0 COMMERCIAL FED CORP COM 201647104 3273360 118600 sol 0 0 0 COMMERCIAL NET LEASE RLTY INC COM 202218103 2285075 115700 sol 0 0 0 COMMSCOPE INC COM 203372107 3543120 212800 sol 0 0 0 COMMUNITY BK SYS INC COM 203607106 592384 12800 sol 0 0 0 COMMUNITY FIRST BANKSHARES INC COM 203902101 295688 9200 sol 0 0 0 COMMUNITY TR BANCORP INC COM 204149108 1364880 41360 sol 0 0 0 COMPUTER ASSOC INTL INC COM 204912109 8557596 318600 sol 0 0 0 COMPUTER NETWORK TECHNOLOGY COM 204925101 88000 11000 sol 0 0 0 COMPUTER SCIENCES CORP COM 205363104 1835015 45500 sol 0 0 0 COMSTOCK RES INC COM NEW 205768203 1150473 57900 sol 0 0 0 COMTECH TELECOMMUNICATIONS COM 205826209 777200 33500 sol 0 0 0 COMVERSE TECHNOLOGY INC COM NEW 205862402 3642512 200800 sol 0 0 0 CONAGRA INC COM 205887102 4822260 179000 sol 0 0 0 COMPUTER HORIZONS CORP COM 205908106 87720 20400 sol 0 0 0 CONMED CORP 207410101 679420 23000 sol 0 0 0 CONOCOPHILLIPS COM 20825C104 16449400 235631 sol 0 0 0 CONSOLIDATED GRAPHICS INC COM 209341106 292220 7600 sol 0 0 0 CONSTELLATION ENERGY GROUP INC COM 210371100 2796500 70000 sol 0 0 0 CONTINENTAL AIRLS INC COM CL B 210795308 428526 34200 sol 0 0 0 COOPER TIRE + RUBR CO COM 216831107 961155 47700 sol 0 0 0 CORN PRODUCTS INTL INC COM 219023108 2392000 59800 sol 0 0 0 CORNERSTONE RLTY INCOME TR INC COM 21922V102 388960 41600 sol 0 0 0 CORNING INC COM 219350105 4684420 419000 sol 0 0 0 CORPORATE OFFICE PPTYS TR COM 22002T108 27185000 1087400 sol 0 0 0 CORRECTIONAL PPTYS TR COM 22025E104 234080 7600 sol 0 0 0 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 904738 25414 sol 0 0 0 CORUS BANKSHARES INC COM 220873103 410958 10200 sol 0 0 0 COSTCO WHSL CORP NEW COM 22160K105 1914734 50978 sol 0 0 0 COUNTRYWIDE FINL CORP COM 222372104 1553580 16200 sol 0 0 0 COVENTRY HEALTH CARE INC COM 222862104 3462594 81800 sol 0 0 0 COX COMMUNICATIONS INC NEW CL A 224044107 1235560 39100 sol 0 0 0 CROWN HLDGS INC COM 228368106 1123060 120500 sol 0 0 0 CURTISS WRIGHT CORP COM 231561101 609310 13000 sol 0 0 0 CYMER INC COM 232572107 1930500 50000 sol 0 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 716450 35000 sol 0 0 0 D + E COMMUNICATIONS INC COM 232860106 440685 31500 sol 0 0 0 D R HORTON INC COM 23331A109 6972624 196800 sol 0 0 0 DTE ENERGY CO COM 233331107 1131625 27500 sol 0 0 0 DANAHER CORP COM 235851102 2408946 25800 sol 0 0 0 DATASCOPE CORP COM 238113104 762538 21700 sol 0 0 0 DATASTREAM SYS INC COM 238124101 329360 46000 sol 0 0 0 DAVE + BUSTERS INC COM 23833N104 397320 26400 sol 0 0 0 DAVITA INC COM 23918K108 2721750 57000 sol 0 0 0 DEAN FOODS CO NEW COM 242370104 955240 28600 sol 0 0 0 DECODE GENETICS INC COM 243586104 669920 63200 sol 0 0 0 DEERE + CO COM 244199105 2723883 39300 sol 0 0 0 DELL INC COM 24702R101 3025800 90000 sol 0 0 0 DELPHI CORP COM 247126105 32170800 3230000 sol 0 0 0 DELPHI FINL GROUP INC 247131105 1258499 29950 sol 0 0 0 DENBURY RES INC COM NEW 247916208 387780 23000 sol 0 0 0 DEPARTMENT 56 INC COM 249509100 359154 24300 sol 0 0 0 DEVELOPERS DIVERSIFIED RLTY COM 251591103 38833248 961219 sol 0 0 0 DEVON ENERGY CORPORATION NEW COM 25179M103 1651460 28400 sol 0 0 0 DIAGNOSTIC PRODS CORP COM STK 252450101 1104150 25500 sol 0 0 0 DIGENE CORP COM 253752109 343600 10000 sol 0 0 0 DIGITAS INC COM 25388K104 419832 40800 sol 0 0 0 DILLARDS INC CL A 254067101 787476 41100 sol 0 0 0 DISNEY WALT CO DISNEY COM 254687106 11758370 470523 sol 0 0 0 DOBSON COMMUNICATIONS CORP CL A 256069105 180336 62400 sol 0 0 0 DOLLAR THRIFTY AUTOMOTIVE GRP COM 256743105 682290 27000 sol 0 0 0 DOMINION RES INC VA NEW COM 25746U109 5105420 79400 sol 0 0 0 DORAL FINL CORP COM 25811P100 6318400 179500 sol 0 0 0 DOW CHEM CO COM 260543103 13336708 331100 sol 0 0 0 DRIL QUIP INC COM 262037104 215364 13100 sol 0 0 0 DU PONT E I DE NEMOURS + CO COM 263534109 7392722 175100 sol 0 0 0 DUCOMMUN INC DEL COM 264147109 974529 41700 sol 0 0 0 DUKE ENERGY CO COM 264399106 3631820 160700 sol 0 0 0 DUKE RLTY CORP COM NEW 264411505 33711037 970940 sol 0 0 0 DUN + BRADSTREET CORP DEL NEW COM 26483E100 1695950 31700 sol 0 0 0 DURA AUTOMOTIVE SYS INC COM 265903104 291051 21900 sol 0 0 0 DYCOM INDS INC COM 267475101 641784 24200 sol 0 0 0 EMC CORP COM 268648102 6048284 444400 sol 0 0 0 EOG RESOURCES INC COM 26875P101 1606150 35000 sol 0 0 0 E PIPHANY INC COM 26881V100 548720 76000 sol 0 0 0 ESS TECHNOLOGY INC COM 269151106 774048 52800 sol 0 0 0 E TRADE FINL CORP COM 269246104 5366700 402000 sol 0 0 0 EAGLE MATLS INC COM 26969P108 987856 16786 sol 0 0 0 EARTHLINK INC COM 270321102 341110 38500 sol 0 0 0 EASTGROUP PPTYS INC COM 277276101 461500 13000 sol 0 0 0 EATON CORP COM 278058102 3686064 65600 sol 0 0 0 EATON VANCE CORP COM NON VTG 278265103 953000 25000 sol 0 0 0 EBAY INC COM 278642103 4159800 60000 sol 0 0 0 ECHOSTAR COMMUNICATIONS CORP N CL A 278762109 2079625 63500 sol 0 0 0 ECOLLEGE COM COM 27887E100 1440720 69000 sol 0 0 0 EDISON INTL COM 281020107 2144807 88300 sol 0 0 0 EDO CORP COM 281347104 202272 8400 sol 0 0 0 EFUNDS CORP COM 28224R101 857720 52300 sol 0 0 0 EL PASO ELEC CO COM NEW 283677854 530072 38300 sol 0 0 0 ELECTRO RENT COM 285218103 295764 29400 sol 0 0 0 ELECTRONIC ARTS INC COM 285512109 2158400 40000 sol 0 0 0 ELETRONICS FOR IMAGING INC 286082102 1508598 61400 sol 0 0 0 EMERSON ELEC CO COM 291011104 6743816 112547 sol 0 0 0 ENDO PHARMACEUTICALS HLDGS COM 29264F205 2898654 118700 sol 0 0 0 ENERGEN CORP COM 29265N108 1629375 39500 sol 0 0 0 ENERGIZER HLDGS INC COM 29266R108 4314156 92400 sol 0 0 0 ENGELHARD CORP COM 292845104 6453251 215900 sol 0 0 0 ENNIS BUSINESS FORMS INC COM 293389102 441936 26400 sol 0 0 0 ENPRO INDS INC COM 29355X107 338668 17900 sol 0 0 0 ENTERGY CORP COM 29364G103 7247100 121800 sol 0 0 0 ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 597286 14600 sol 0 0 0 ENZO BIOCHEM INC COM 294100102 420750 25000 sol 0 0 0 EQUIFAX INC COM 294429105 914028 35400 sol 0 0 0 EQUITY INNS INC COM 294703103 267720 29100 sol 0 0 0 EQUITY OFFICE PPTYS TR COM 294741103 71053279 2459442 sol 0 0 0 EQUITY ONE INC COM 294752100 407464 21200 sol 0 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 141610191 4744060 sol 0 0 0 ESCO TECHNOLOGIES INC COM 296315104 553440 12000 sol 0 0 0 ESSEX PROPERTY TRUST COM 297178105 20455650 312300 sol 0 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 566580 22800 sol 0 0 0 ETHYL CORP COM NEW 297659609 835982 42200 sol 0 0 0 EXAR CORP COM 300645108 468050 25300 sol 0 0 0 EXELON CORP COM 30161N101 12644532 183600 sol 0 0 0 EXPRESSJET HOLDINGS INC COM 30218U108 709080 57000 sol 0 0 0 EXPRESS SCRIPTS INC COM 302182100 3468435 46500 sol 0 0 0 EXTENDED STAY AMER INC COM 30224P101 10647689 549700 sol 0 0 0 EXXON MOBIL CORP COM 30231G102 102972681 2475900 sol 0 0 0 FBL FINL GROUP INC CL A 30239F106 724980 25800 sol 0 0 0 FMC CORP COM NEW 302491303 1357394 31700 sol 0 0 0 FMS FINL CORP 302509104 752500 43000 sol 0 0 0 FPL GROUP INC COM 302571104 1504125 22500 sol 0 0 0 FSI INTL INC 302633102 821085 100500 sol 0 0 0 FACTSET RESH SYS INC COM 303075105 455392 10700 sol 0 0 0 FAIR ISAAC CORPORATION 303250104 2406536 66700 sol 0 0 0 FEDERAL HOME LN MTG CORP COM 313400301 4780435 80942 sol 0 0 0 FEDERAL NATL MTG ASSN COM 313586109 16423915 220900 sol 0 0 0 FEDERATED DEPT STORES INC DEL COM 31410H101 4421290 81800 sol 0 0 0 FEDERATED INVS INC PA CL B 314211103 1257200 40000 sol 0 0 0 FEDEX CORP COM 31428X106 11905344 158400 sol 0 0 0 FELCOR LODGING TR INC COM 31430F101 367826 35300 sol 0 0 0 F5 NETWORKS INC COM 315616102 599145 17700 sol 0 0 0 FIDELITY NATL FINL INC COM 316326107 5593104 141240 sol 0 0 0 FIFTH THIRD BANCORP COM STK 316773100 1107400 20000 sol 0 0 0 FINLAY ENTERPRISES INC COM NEW 317884203 279155 15500 sol 0 0 0 FINISH LINE INC CL A 317923100 584284 15800 sol 0 0 0 FIRST ALBANY COS INC 318465101 1986040 143500 sol 0 0 0 FIRST AMERICAN CORP COM 318522307 3878550 127500 sol 0 0 0 FIRST CTZNS BANCSHARES INC N C 31946M103 1254600 10200 sol 0 0 0 FIRST COMWLTH FINL CORP PA COM 319829107 177360 12000 sol 0 0 0 FIRST FED CAP CORP 319960100 1026178 48200 sol 0 0 0 FIRST DATA CORP COM 319963104 3689000 87500 sol 0 0 0 FIRST FINL CORP IND COM 320218100 996540 34000 sol 0 0 0 FIRST INDL RLTY TR INC COM 32054K103 1117850 28300 sol 0 0 0 FIRST NIAGARA FINL GROUP INC COM 33582V108 293475 21500 sol 0 0 0 FIRST REP BK SAN FRANCISCO CA COM 336158100 269920 7000 sol 0 0 0 FIRSTBANK CORP MI COM 33761G104 435149 16359 sol 0 0 0 FISERV INC 337738108 1430800 40000 sol 0 0 0 FIRSTFED FINL CORP DEL COM 337907109 1001021 21700 sol 0 0 0 FIRSTENERGY CORP COM 337932107 1449868 37100 sol 0 0 0 FLEETBOSTON FINL CORP COM 339030108 12971610 288900 sol 0 0 0 FLORIDA EAST COAST IND INC COM 340632108 390438 10900 sol 0 0 0 FLOWERS FOODS INC COM 343498101 1226720 46750 sol 0 0 0 FLOWSERVE CORP COM 34354P105 1929495 92100 sol 0 0 0 FLUSHING FINL CORP COM 343873105 1064280 58800 sol 0 0 0 FORD MTR CO DEL COM PAR USD0.01 345370860 9748579 718392 sol 0 0 0 FORTUNE BRANDS INC COM 349631101 5862195 76500 sol 0 0 0 FOX ENTMT GROUP INC CL A 35138T107 3892861 143648 sol 0 0 0 FRANKLIN ELEC INC COM 353514102 267456 4200 sol 0 0 0 FREEPORT MCMORAN COPPER + GOLD CL B 35671D857 4280355 109500 sol 0 0 0 FREMONT GEN CORP COM 357288109 1618740 52900 sol 0 0 0 FULLER H B CO COM 359694106 327060 11500 sol 0 0 0 G + K SERVICES CL A 361268105 632740 17000 sol 0 0 0 GATX COM 361448103 908970 41000 sol 0 0 0 GABLES RESIDENTIAL TR SH BEN INT 362418105 725000 20000 sol 0 0 0 GANNETT INC COM 364730101 8797430 99812 sol 0 0 0 GAP INC COM 364760108 5063520 231000 sol 0 0 0 GARDNER DENVER INC COM 365558105 988420 36500 sol 0 0 0 GARTNER INC CL A 366651107 574345 49300 sol 0 0 0 GATEWAY INC COM 367626108 757152 143400 sol 0 0 0 GENENCOR INTL INC COM 368709101 998250 75000 sol 0 0 0 GENENTECH INC COM 368710406 8497346 80300 sol 0 0 0 GENERAL COMMUNICATION INC CL A 369385109 859040 94400 sol 0 0 0 GENERAL DYNAMICS CORP COM 369550108 3721577 41661 sol 0 0 0 GENERAL ELEC CO COM 369604103 33080628 1083900 sol 0 0 0 GENERAL GROWTH PPTYS INC COM 370021107 78700850 2239000 sol 0 0 0 GENERAL MLS INC COM 370334104 1031628 22100 sol 0 0 0 GENESCO INC COM 371532102 442738 19100 sol 0 0 0 GENESEE + WYO INC CL A 371559105 314925 12750 sol 0 0 0 GENESIS MICROCHIP INC DEL COM 37184C103 194416 11600 sol 0 0 0 GENTEX CORP COM 371901109 1301400 30000 sol 0 0 0 GENLYTE GROUP INC COM 372302109 1423416 25400 sol 0 0 0 GENTIVA HEALTH SVCS INC COM 37247A102 929400 60000 sol 0 0 0 GENZYME CORP COM GEN DIV 372917104 3370651 71655 sol 0 0 0 GEORGIA GULF CORP COM 373200203 678375 22500 sol 0 0 0 GEORGIA PAC CORP COM 373298108 4450449 132100 sol 0 0 0 GERBER SCIENTIFIC INC COM 373730100 1611600 237000 sol 0 0 0 GETTY IMAGES INC COM 374276103 1079600 20000 sol 0 0 0 GETTY RLTY CORP NEW COM 374297109 464975 17500 sol 0 0 0 GILEAD SCIENCES INC COM 375558103 1673100 30000 sol 0 0 0 GILLETTE CO COM 375766102 4586430 117300 sol 0 0 0 GLACIER BANCORP INC COM 37637Q105 277350 8600 sol 0 0 0 GLENBOROUGH RLTY TR INC COM 37803P105 277140 12400 sol 0 0 0 GLIMCHER RLTY TR COM 379302102 303520 11200 sol 0 0 0 GLOBAL PWR EQUIP GROUP INC COM 37941P108 113670 13500 sol 0 0 0 GOLDEN WEST FINL CORP DEL COM 381317106 4713095 42100 sol 0 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 10374373 99419 sol 0 0 0 GOODRICH CORP COM 382388106 3719275 132500 sol 0 0 0 GOODYEAR TIRE AND RUBBER COM 382550101 408212 47800 sol 0 0 0 GORMAN RUPP CO COM 383082104 235690 9100 sol 0 0 0 GRACE W R + CO DEL NEW COM 38388F108 201552 64600 sol 0 0 0 GRAINGER W W INC COM 384802104 1920000 40000 sol 0 0 0 GRANITE CONSTR INC 387328107 1057765 44500 sol 0 0 0 GRAPHIC PACKAGING CORP DEL COM 388688103 33635070 7624800 sol 0 0 0 GRAY TELEVISION INC COM 389375106 191522 13100 sol 0 0 0 GREAT LAKES CHEMICAL CORP COM 390568103 381600 16000 sol 0 0 0 GREAT LAKES REIT INC COM 390752103 159444 10300 sol 0 0 0 GREATER BAY BANCORP COM 391648102 991575 33900 sol 0 0 0 GREENPOINT FINL CORP COM 395384100 2294775 52500 sol 0 0 0 GREIF INC CL A 397624107 691812 19800 sol 0 0 0 GRIFFON CORP COM 398433102 457920 21200 sol 0 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 293220 8100 sol 0 0 0 GROUP 1 SOFTWARE INC NEW COM 39943Y103 797720 49000 sol 0 0 0 GTECH HLDGS CORP COM 400518106 1602694 27100 sol 0 0 0 GUIDANT CORP COM 401698105 6552458 103400 sol 0 0 0 HCA INC COM 404119109 2339712 57600 sol 0 0 0 HAEMONETICS CORP MASS COM 405024100 232730 7400 sol 0 0 0 HAMPSHIRE GROUP LTD COM 408859106 301752 9900 sol 0 0 0 HANCOCK HLDG CO COM 410120109 811152 26200 sol 0 0 0 JOHN HANCOCK FINANCIAL SRVCS COM 41014S106 3027717 69300 sol 0 0 0 HANDLEMAN CO DEL COM 410252100 519498 21700 sol 0 0 0 HANGER ORTHOPEDIC GROUP COM NEW 41043F208 238260 13200 sol 0 0 0 HARLAND JOHN H CO COM 412693103 441904 14200 sol 0 0 0 HARLEY DAVIDSON INC COM 412822108 4597908 86200 sol 0 0 0 HARMAN INTL INDS INC NEW COM 413086109 334320 4200 sol 0 0 0 HARRAHS ENTMT INC COM 413619107 5335308 97200 sol 0 0 0 HARTFORD FINANCIAL SVCS GRP COM 416515104 7650370 120100 sol 0 0 0 HASBRO INC COM 418056107 4326075 198900 sol 0 0 0 HAVERTY FURNITURE COS INC COM 419596101 617120 29000 sol 0 0 0 HAWTHORNE FINL CORP COM 420542102 307930 7000 sol 0 0 0 HEALTHCARE SVCS GROUP INC COM 421906108 893235 54300 sol 0 0 0 HEALTH CARE PPTY INVS INC COM 421915109 882960 31200 sol 0 0 0 HEALTHCARE RLTY TR COM 421946104 1417640 33200 sol 0 0 0 HEALTH CARE REIT INC COM 42217K106 2350740 57900 sol 0 0 0 HEALTH NET INC COM 42222G108 498600 20000 sol 0 0 0 HEARTLAND FINL USA INC COM 42234Q102 707560 38000 sol 0 0 0 HEINZ H J CO COM 423074103 4164473 111678 sol 0 0 0 HERITAGE PPTY INVT TR INC COM 42725M107 454060 14600 sol 0 0 0 HEWLETT PACKARD CO COM 428236103 23770456 1040738 sol 0 0 0 HICKORY TECH CORP COM 429060106 292105 23500 sol 0 0 0 HIGHWOODS PPTYS INC COM 431284108 1011706 38600 sol 0 0 0 HOME DEPOT INC COM 437076102 6586568 176300 sol 0 0 0 HOME PROPERTIES INC COM 437306103 20533925 503900 sol 0 0 0 HONEYWELL INTL INC COM 438516106 5683415 167900 sol 0 0 0 HORACE MANN EDUCATORS CORP NEW NEW COM 440327104 201216 12800 sol 0 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 36758080 792200 sol 0 0 0 HOST MARRIOTT CORP NEW COM 44107P104 33848482 2648551 sol 0 0 0 HOUSTON EXPL CO COM 442120101 867762 19400 sol 0 0 0 HUDSON RIV BANCORP INC COM 444128102 1032060 50100 sol 0 0 0 HUGHES SUPPLY INC COM 444482103 1278560 24400 sol 0 0 0 HUMANA INC COM 444859102 388008 20400 sol 0 0 0 HUMAN GENOME SCIENCES INC COM 444903108 1002400 80000 sol 0 0 0 HUNTINGTON BANCSHARES INC COM 446150104 621320 28000 sol 0 0 0 HUTCHINSON TECHNOLOGY INC COM 448407106 555588 19800 sol 0 0 0 HYBRIDON INC COM NEW 44860M801 4635002 4589111 sol 0 0 0 HYPERCOM CORP COM 44913M105 523246 65900 sol 0 0 0 IMS HEALTH INC COM 449934108 3554128 152800 sol 0 0 0 ISTAR FINL INC COM 45031U101 24775745 585715 sol 0 0 0 IDACORP INC COM 451107106 819260 27400 sol 0 0 0 IDEX CORP COM 45167R104 413060 9500 sol 0 0 0 IKON OFFICE SOLUTIONS INC COM 451713101 2030080 158600 sol 0 0 0 ILLINOIS TOOL WKS INC COM 452308109 848236 10706 sol 0 0 0 IMAGISTICS INTL INC COM 45247T104 634320 14400 sol 0 0 0 IMMUCOR CORP COM RTS 452526106 1359000 75000 sol 0 0 0 CALLABLE THRU 4/20/9 IMPAC MORT HOLDINGS INC COM 45254P102 1060800 39000 sol 0 0 0 INAMED CORP COM 453235103 940392 17650 sol 0 0 0 INCYTE CORP COM 45337C102 561756 67600 sol 0 0 0 INET TECHNOLOGIES INC COM 45662V105 1030030 83000 sol 0 0 0 INFINITY PPTY + CAS CORP COM 45665Q103 2036664 64800 sol 0 0 0 INFOSPACE INC COM NEW 45678T201 1776359 45700 sol 0 0 0 INFOUSA INC NEW COM 456818301 262750 25000 sol 0 0 0 INGRAM MICRO INC CL A 457153104 1049800 58000 sol 0 0 0 INNKEEPERS USA TR COM 4576J0104 176402 19300 sol 0 0 0 INSIGHT ENTERPRISES INC COM 45765U103 3428425 178100 sol 0 0 0 INTEGRA LIFESCIENCES CORP COM NEW 457985208 1034956 33800 sol 0 0 0 INTERGRATED ELECTRICAL SVCS COM 45811E103 263016 23400 sol 0 0 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 1590000 106000 sol 0 0 0 INTEL CORP COM 458140100 26541760 975800 sol 0 0 0 INTERACTIVE CORP COM 45840Q101 2290275 72500 sol 0 0 0 INTERGRAPH CORP COM 458683109 887406 36700 sol 0 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 35441056 385900 sol 0 0 0 INTERNATIONAL GAME TECHNOLOGY COM 459902102 4496000 100000 sol 0 0 0 INTERNATIONAL PAPER CO COM 460146103 6858840 162301 sol 0 0 0 INTERNET SEC SYS INC COM 46060X107 239904 13600 sol 0 0 0 INTERSIL CORP CL A 46069S109 2545518 114200 sol 0 0 0 INTERSTATE BAKERIES CORP DEL NEW COM 46072H108 210345 18500 sol 0 0 0 INTERTAN INC COM 461120107 220726 15800 sol 0 0 0 INTUIT COM 461202103 583440 13000 sol 0 0 0 INVACARE CORP COM 461203101 717726 15900 sol 0 0 0 INVESTMENT TECHNOLOGY GROUP COM 46145F105 616590 40300 sol 0 0 0 INVESTORS REAL ESTATE TR SH BEN INT 461730103 255320 26000 sol 0 0 0 INVITROGEN CORP COM 46185R100 215070 3000 sol 0 0 0 INVESTORS FINL SERVICES CORP COM 461915100 1652800 40000 sol 0 0 0 IOMEGA CORP COM NEW 462030305 156520 28000 sol 0 0 0 IRWIN FINL CORP COM 464119106 248216 9200 sol 0 0 0 ISHARES TR GOLDMAN SACHS 464287242 2276800 20000 sol 0 0 0 CORP BD FD ISHARES RUSSELL RUSSELL 2000 464287630 5853330 34200 sol 0 0 0 VALUE INDEX FD ISLE CAPRI CASINOS INC COM 464592104 867330 34500 sol 0 0 0 J + J SNACK FOODS CORP COM 466032109 591858 13100 sol 0 0 0 JDS UNIPHASE CORP COM 46612J101 122100 30000 sol 0 0 0 JDA SOFTWARE GROUP INC COM 46612K108 280815 19300 sol 0 0 0 J P MORGAN CHASE + CO COM 46625H100 36009880 858400 sol 0 0 0 JACK IN THE BOX INC COM 466367109 1747900 70000 sol 0 0 0 JACUZZI BRANDS INC COM 469865109 2209928 235600 sol 0 0 0 JAKKS PAC INC COM 47012E106 448500 29900 sol 0 0 0 JEFFERSON PILOT CORP COM 475070108 228292 4150 sol 0 0 0 JO ANN STORES INC COM 47758P307 757462 27004 sol 0 0 0 JOHNSON + JOHNSON COM 478160104 11381568 224400 sol 0 0 0 JOHNSON CTLS INC COM 478366107 3992625 67500 sol 0 0 0 JONES LANG LASALLE INC COM 48020Q107 797010 31000 sol 0 0 0 JOY GLOBAL INC COM 481165108 1268764 45200 sol 0 0 0 JUNIPER NETWORKS INC COM 48203R104 520200 20000 sol 0 0 0 KCS ENERGY INC COM NEW 482434206 118770 11100 sol 0 0 0 KLA TENCOR CORP COM 482480100 1762250 35000 sol 0 0 0 K2 INC COM 482732104 965006 60200 sol 0 0 0 KADANT INC COM 48282T104 285645 13700 sol 0 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 189040 13600 sol 0 0 0 KEANE INC COM 486665102 188880 12000 sol 0 0 0 KELLOGG CO COM 487836108 3602232 91800 sol 0 0 0 KELLWOOD CO COM 488044108 1775592 45238 sol 0 0 0 KEMET CORP COM 488360108 1904352 132800 sol 0 0 0 KENNAMETAL INC COM 489170100 1064766 25800 sol 0 0 0 KERR MCGEE CORP COM 492386107 715850 13900 sol 0 0 0 KEYCORP NEW COM 493267108 3922555 129500 sol 0 0 0 KEYSTONE PPTY TR CORP COM 493596100 384098 15800 sol 0 0 0 KILROY RLTY CORP COM 49427F108 656750 18500 sol 0 0 0 KIMBALL INTL INC CL B 494274103 230349 14700 sol 0 0 0 KIMBERLY CLARK CORP COM 494368103 4913534 77869 sol 0 0 0 KIMCO RLTY CORP COM 49446R109 51744700 1015000 sol 0 0 0 KINDRED HEALTHCARE INC COM 494580103 2501117 49724 sol 0 0 0 KING PHARMACEUTICALS INC COM 495582108 500148 29700 sol 0 0 0 KOGER EQUITY INC COM 500228101 319192 13600 sol 0 0 0 KOMAG INC COM NEW 500453204 1665200 90500 sol 0 0 0 KOS PHARMACEUTICALSINC COM 500648100 2933280 72000 sol 0 0 0 KRAFT FOODS INC CL A 50075N104 7714410 241000 sol 0 0 0 KRAMONT RLTY TR COM 50075Q107 289170 15300 sol 0 0 0 KROGER CO COM 501044101 1542528 92700 sol 0 0 0 LSI LOGIC CORP COM 502161102 1270240 136000 sol 0 0 0 LTX CORP COM 502392103 604000 40000 sol 0 0 0 L 3 COMMUNICATIONS HLDG CORP COM 502424104 1487000 25000 sol 0 0 0 LA QUINTA CORP PAIRED CTF 1 COM 50419U202 514982 68300 sol 0 0 0 B LA QUINTA LABORATORY CORP AMER HLDGS COM NEW 50540R409 2943750 75000 sol 0 0 0 LAKELAND FINANCIAL CORP 511656100 814050 24300 sol 0 0 0 LAM RESH CORP COM 512807108 2722680 108000 sol 0 0 0 LANCE INC COM 514606102 704770 43000 sol 0 0 0 LANDAUER INC COM 51476K103 264600 6300 sol 0 0 0 LANDAMERICA FINL GROUP INC COM 514936103 1285384 28400 sol 0 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 368160 15600 sol 0 0 0 LAWSON SOFTWARE INC COM 520780107 181770 21900 sol 0 0 0 LEAR CORP COM 521865105 6481016 104600 sol 0 0 0 LEHMAN BROTHERS HLDGS INC COM 524908100 13027164 157200 sol 0 0 0 LENNOX INTL INC COM 526107107 543515 29300 sol 0 0 0 LEXINGTON CORPORATE PPTY TR COM 529043101 583972 26800 sol 0 0 0 LEXMARK INTL INC CL A 529771107 4029600 43800 sol 0 0 0 LIBERTY CORP S C COM 530370105 1115107 24100 sol 0 0 0 LIBERTY MEDIA CORP COM SER A 530718105 7683746 701712 sol 0 0 0 LIBERTY PROPERTY SH BEN INT SUPP 531172104 33408000 742400 sol 0 0 0 LIGHTBRIDGE INC COM 532226107 510350 86500 sol 0 0 0 LILLY ELI + CO COM 532457108 6388950 95500 sol 0 0 0 LIN TV CORP CL A 532774106 423818 17800 sol 0 0 0 LINCOLN ELEC HLDGS INC COM 533900106 554555 19700 sol 0 0 0 LINEAR TECHNOLOGY CORP COM 535678106 2454426 66300 sol 0 0 0 LINENS N THINGS INC COM 535679104 410756 11600 sol 0 0 0 LITHIA MTRS INC CL A 536797103 655305 23700 sol 0 0 0 LOCAL FINL CORP COM 539553107 246340 11300 sol 0 0 0 LOCKHEED MARTIN CORP COM 539830109 1547196 33900 sol 0 0 0 LOEWS CORP COM 540424108 661472 11200 sol 0 0 0 LONE STAR STEAKHOUSE + SALOON COM 542307103 1225980 42000 sol 0 0 0 LONGS DRUG STORES CORP COM 543162101 412377 21900 sol 0 0 0 LONGVIEW FIBRE CO WASHINGTON COM 543213102 774504 69400 sol 0 0 0 LOUISIANA PAC CORP COM 546347105 3444300 133500 sol 0 0 0 LOWES COS INC USD0.50 548661107 4209750 75000 sol 0 0 0 LUCENT TECHNOLOGIES INC COM 549463107 4175349 1015900 sol 0 0 0 LUFKIN INDS INC COM 549764108 291555 9300 sol 0 0 0 M + T BK CORP COM 55261F104 2084520 23200 sol 0 0 0 MAF BANCORP INC COM 55261R108 1731186 39834 sol 0 0 0 MBIA INC COM 55262C100 1881000 30000 sol 0 0 0 MBNA CORP COM 55262L100 6581466 238200 sol 0 0 0 MFA MTG INVTS INC COM 55272X102 312090 30900 sol 0 0 0 MPS GROUP INC COM 553409103 899608 80900 sol 0 0 0 MRV COMMUNICATIONS INC COM 553477100 200466 60200 sol 0 0 0 MSC SOFTWARE CORP COM 553531104 222012 25200 sol 0 0 0 MTS SYS CORP COM 553777103 1643598 59400 sol 0 0 0 MACERICH CO COM 554382101 43885380 814200 sol 0 0 0 MACK CA RLTY CORP COM 554489104 12687075 282500 sol 0 0 0 MAGNETEK INC COM 559424106 113400 15000 sol 0 0 0 MAINSOURCE FINL GROUP INC COM 56062Y102 1135494 31700 sol 0 0 0 MAIR HLDGS INC COM 560635104 572164 62600 sol 0 0 0 MANITOWOC INC COM 563571108 470322 15900 sol 0 0 0 MANOR CARE INC NEW COM 564055101 1086932 30800 sol 0 0 0 MANUFACTURED HOME CMNTYS INC COM 564682102 83879789 2376198 sol 0 0 0 MARATHON OIL CORP COM 565849106 9821539 291700 sol 0 0 0 MARCUS CORP COM 566330106 1021915 58900 sol 0 0 0 MARSH + MCLENNAN COS INC COM 571748102 2315000 50000 sol 0 0 0 MARSHALL + ILSLEY CORP COM 571834100 1134300 30000 sol 0 0 0 MARRIOTT INTL INC NEW CL A 571903202 9543965 224300 sol 0 0 0 MARTEK BIOSCIENCES CORP COM 572901106 530100 9300 sol 0 0 0 MARVEL ENTERPRISES INC COM 57383M108 2279772 118800 sol 0 0 0 MASCO CORP COM 574599106 1205424 39600 sol 0 0 0 MAY DEPT STORES CO COM 577778103 1044316 30200 sol 0 0 0 MAXIMUS INC COM 577933104 1102500 31500 sol 0 0 0 MCCORMICK + CO INC COM NON VTG 579780206 2681600 80000 sol 0 0 0 MCDONALDS CORP COM 580135101 14211689 497434 sol 0 0 0 MCGRAW HILL COS INC COM 580645109 2862864 37600 sol 0 0 0 MCKESSON CORP COM 58155Q103 601800 20000 sol 0 0 0 MCMORAN EXPLORATION CO COM 582411104 697080 47100 sol 0 0 0 MEADWESTVACO CORP COM 583334107 223491 7900 sol 0 0 0 MEDAREX INC COM 583916101 443118 49400 sol 0 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 1042304 30656 sol 0 0 0 MEDTRONIC INC COM 585055106 3199250 67000 sol 0 0 0 MELLON FINL CORP COM 58551A108 943957 30168 sol 0 0 0 MEMBERWORKS INC COM 586002107 384120 11000 sol 0 0 0 MENS WEARHOUSE INC 587118100 698791 26300 sol 0 0 0 MERCK + CO INC COM 589331107 25091082 567800 sol 0 0 0 MERCURY INTERACTIVE CORP COM 589405109 1693440 37800 sol 0 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 247641 24300 sol 0 0 0 MERISTAR HOSPITALITY CORP COM 58984Y103 287730 41400 sol 0 0 0 MERIT MED SYS INC COM 589889104 887240 41000 sol 0 0 0 MERITAGE CORP COM 59001A102 408375 5500 sol 0 0 0 MERRILL LYNCH + CO INC COM 590188108 23573848 395800 sol 0 0 0 MESA AIR GROUP INC COM 590479101 1272040 154000 sol 0 0 0 METHODE ELECTRS INC 591520200 415380 32200 sol 0 0 0 METLIFE INC COM 59156R108 11938528 334600 sol 0 0 0 METRIS COS INC COM 591598107 149544 18600 sol 0 0 0 METROCALL HLDGS INC COM 59164X105 412098 5915 sol 0 0 0 MICROSOFT CORP COM 594918104 28430842 1138600 sol 0 0 0 MICROSEMI CORP COM 595137100 1142280 83500 sol 0 0 0 MID AMER APT CMNTYS INC COM 59522J103 430708 11600 sol 0 0 0 MILLS CORP COM 601148109 20543295 385500 sol 0 0 0 MINE SAFETY APPLIANCES CO COM 602720104 796916 28100 sol 0 0 0 MINERALS TECHNOLOGIES INC COM 603158106 913600 16000 sol 0 0 0 MISSION WEST PPTYS INC MD COM 605203108 136475 10300 sol 0 0 0 MODINE MFG CO 607828100 463868 17800 sol 0 0 0 MONRO MUFFLER BRAKE INC COM 610236101 331118 13250 sol 0 0 0 MONSANTO CO NEW COM 61166W101 506046 13800 sol 0 0 0 MONY GROUP INC COM 615337102 663384 21100 sol 0 0 0 MOODYS CORP COM 615369105 2039040 28800 sol 0 0 0 MOOG INC CL A 615394202 1325562 38850 sol 0 0 0 MORGAN STANLEY COM NEW 617446448 17654130 308100 sol 0 0 0 MOTOROLA INC COM 620076109 11746240 667400 sol 0 0 0 MOVADO GROUP INC COM 624580106 1014966 33900 sol 0 0 0 MUELLER INDS INC 624756102 496254 14600 sol 0 0 0 MURPHY OIL CORP COM 626717102 1259400 20000 sol 0 0 0 MYERS IND INC COM 628464109 172200 14000 sol 0 0 0 MYKROLIS CORP COM 62852P103 335623 23536 sol 0 0 0 MYLAN LABS INC COM 628530107 2758286 121350 sol 0 0 0 NCI BLDG SYS INC COM 628852105 262752 11200 sol 0 0 0 NCR CORP NEW COM 62886E108 10521528 238800 sol 0 0 0 NN INC COM 629337106 313923 26900 sol 0 0 0 NTL INC DEL COM 62940M104 1028485 17300 sol 0 0 0 NUI CORP COM 629431107 204611 12100 sol 0 0 0 NACCO INDS INC CL A 629579103 296640 3600 sol 0 0 0 NASH FINCH CO COM 631158102 681984 28800 sol 0 0 0 NATIONAL CITY CORP COM 635405103 2415882 67900 sol 0 0 0 NATIONAL COMM FINL CORP COM 63545P104 858300 30000 sol 0 0 0 NATIONAL HEALTH INVS INC COM 63633D104 1151920 37400 sol 0 0 0 NATIONAL PROCESSING INC COM 637229105 326800 17200 sol 0 0 0 NATIONAL WESTN LIFE INS CO CL A 638522102 576381 3900 sol 0 0 0 NATIONWIDE FINL SVCS INC CL A 638612101 2235100 62000 sol 0 0 0 NATIONWIDE HEALTH PPTYS INC COM 638620104 1053371 47300 sol 0 0 0 NAVIGATORS GROUP INC 638904102 784543 27260 sol 0 0 0 NAVIGANT CONSULTING CO COM 63935N107 515865 25500 sol 0 0 0 NEIGHBORCARE INC COM 64015Y104 390425 16100 sol 0 0 0 NEIMAN MARCUS GROUP CL A 640204202 361398 6700 sol 0 0 0 NELSON THOMAS INC COM 640376109 615172 22600 sol 0 0 0 NETIQ COM 64115P102 596092 42700 sol 0 0 0 NETWORK APPLIANCE INC COM 64120L104 1287000 60000 sol 0 0 0 NEW CENTY FINL CORP COM 64352D101 1466512 30200 sol 0 0 0 NEW ENGLAND BUSINESS SVC INC COM 643872104 609300 18000 sol 0 0 0 NEW JERSEY RES CORP COM 646025106 744660 19700 sol 0 0 0 NEW PLAN EXCEL RLTY TR INC COM 648053106 28684680 1048800 sol 0 0 0 NEWCASTLE INVT CORP NEW COM 65105M108 741400 22000 sol 0 0 0 NEWMONT MNG CORP COM 651639106 3068254 65800 sol 0 0 0 NEWS CORP LTD SPNSRD ADR REP 652487802 8070860 265126 sol 0 0 0 PFD LTD NEXTEL COMMUNICATIONS INC CL A 65332V103 13875706 561088 sol 0 0 0 NIKE INC CL B 654106103 1277068 16400 sol 0 0 0 NORDSON CORP COM 655663102 228506 6100 sol 0 0 0 NORDSTROM INC COM 655664100 1592010 39900 sol 0 0 0 NORTH FORK BANCORPORATION INC COM 659424105 2526504 59700 sol 0 0 0 NORTHERN TRUST CORP COM 665859104 3661974 78600 sol 0 0 0 NORTHROP GRUMMAN CORP COM 666807102 2096346 21300 sol 0 0 0 NORTHWEST AIRLS CORP CLASS A 667280101 208266 20600 sol 0 0 0 NORTHWEST NAT GAS CO COM 667655104 734375 23500 sol 0 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 304265 15100 sol 0 0 0 NUCOR CORP COM 670346105 743908 12100 sol 0 0 0 NUEVO ENERGY CO COM 670509108 1110296 34100 sol 0 0 0 NVIDIA CORP COM 67066G104 794700 30000 sol 0 0 0 OGE ENERGY CORP COM 670837103 3045888 115200 sol 0 0 0 OM GROUP INC COM 670872100 2991360 98400 sol 0 0 0 NUVEEN INVTS INC CL A 67090F106 746648 26800 sol 0 0 0 OCCIDENTAL PETE CORP COM 674599105 10702020 232400 sol 0 0 0 OCEANEERING INTL INC COM 675232102 426300 14000 sol 0 0 0 OCEANFIRST FINL CORP COM 675234108 324090 13000 sol 0 0 0 OCTEL CORP COM 675727101 1188030 39800 sol 0 0 0 OCULAR SCIENCES INC COM 675744106 1020250 35000 sol 0 0 0 OCWEN FINL CORP COM 675746101 1547200 160000 sol 0 0 0 ODYSSEY RE HLDGS CORP COM 67612W108 796500 29500 sol 0 0 0 OHIO CAS CORP COM 677240103 1135432 56800 sol 0 0 0 OLD REP INTL CORP COM 680223104 703644 28650 sol 0 0 0 OMNICOM GROUP COM 681919106 2407500 30000 sol 0 0 0 OMEGA HEALTHCARE INVESTORS REAL ESTATE 681936100 123918 11400 sol 0 0 0 ON SEMICONDUCTOR CORP COM 682189105 746460 99000 sol 0 0 0 OPLINK COMMUNICATIONS INC OC COM 68375Q106 219374 87400 sol 0 0 0 ORACLE CORP COM 68389X105 1201000 100000 sol 0 0 0 OPTION CARE INC 683948103 240329 21100 sol 0 0 0 ORBITAL SCIENCES CORP WTS EXP 31AUG04 685564130 225061 28854 sol 0 0 0 ORTHODONTIC CTRS AMER INC COM 68750P103 267020 33800 sol 0 0 0 OSHKOSH TRUCK CORP COM 688239201 367620 6600 sol 0 0 0 OTTER TAIL CORP COM 689648103 327608 12400 sol 0 0 0 OVERSEAS SHIPHOLDING GROUP INC COM 690368105 1204500 33000 sol 0 0 0 OWENS + MINOR INC NEW COM 690732102 839960 33200 sol 0 0 0 OXFORD HEALTH PLANS INC COM 691471106 732750 15000 sol 0 0 0 PDI INC COM 69329V100 814338 32200 sol 0 0 0 PG+E CORP COM 69331C108 7668359 264700 sol 0 0 0 PFF BANCORP INC COM 69331W104 867076 22740 sol 0 0 0 PMA CAP CORP CL A 693419202 84373 13900 sol 0 0 0 PNC FINL SVCS GROUP INC COM 693475105 1928616 34800 sol 0 0 0 PNM RES INC COM 69349H107 1352250 45000 sol 0 0 0 PPG INDS INC COM 693506107 4168450 71500 sol 0 0 0 PPL CORP COM 69351T106 957600 21000 sol 0 0 0 PS BUSINESS PKS INC CA COM 69360J107 435690 9400 sol 0 0 0 PTEK HLDGS INC COM 69366M104 2058560 224000 sol 0 0 0 PACCAR INC COM 693718108 4369848 77700 sol 0 0 0 PACIFIC CAP BANCORP NEW COM 69404P101 357030 9000 sol 0 0 0 PACIFICARE HEALTH SYSTEMS COM 695112102 3650465 92300 sol 0 0 0 PACKETEER INC COM 695210104 132000 10000 sol 0 0 0 PACTIV CORP COM 695257105 5985250 269000 sol 0 0 0 PAN PAC RETAIL PPTYS INC COM 69806L104 42023860 806600 sol 0 0 0 PAPA JOHNS INTL INC COM 698813102 510984 15100 sol 0 0 0 PARKER DRILLING CO COM 701081101 291900 70000 sol 0 0 0 PARKWAY PPTYS INC COM 70159Q104 327250 7000 sol 0 0 0 PATINA OIL + GAS CORP COM 703224105 588000 22400 sol 0 0 0 PATTERSON DENTAL CO COM 703412106 1372200 20000 sol 0 0 0 PAYLESS SHOESOURCE INC COM 704379106 635180 45500 sol 0 0 0 PEABODY ENERGY CORP COM 704549104 6116065 131500 sol 0 0 0 PEDIATRIX MED GROUP COM 705324101 2198700 34900 sol 0 0 0 PEMSTAR INC COM 706552106 73000 20000 sol 0 0 0 PENN ENGR + MFG CORP COM NON VOTING 707389300 251156 14800 sol 0 0 0 PENNSYLVANIA REAL ESTATE INVT SH BEN INT 709102107 547350 14534 sol 0 0 0 PENTAIR INC COM 709631105 4991400 84600 sol 0 0 0 PEOPLES BANCORP INC COM 709789101 610430 21950 sol 0 0 0 PEOPLES HLDG CO COM 711148106 1120525 33250 sol 0 0 0 PEP BOYS MANNY MOE + JACK COM 713278109 1551225 55900 sol 0 0 0 PEPSI BOTTLING GROUP INC COM 713409100 2796500 94000 sol 0 0 0 PEPSICO INC COM 713448108 12191640 226400 sol 0 0 0 PERKINELMER INC COM 714046109 1758650 85000 sol 0 0 0 PERRIGO CO 714290103 1012525 50500 sol 0 0 0 PFIZER INC COM 717081103 31948075 911500 sol 0 0 0 PHELPS DODGE CORP COM 717265102 2351808 28800 sol 0 0 0 PHILADELPHIA CONS HLDG CORP COM 717528103 2024200 34900 sol 0 0 0 PHOENIX COS INC NEW COM 71902E109 404982 30200 sol 0 0 0 PHOTRONICS INC 719405102 1050208 59200 sol 0 0 0 PIPER JAFFRAY COS COM 724078100 282446 5216 sol 0 0 0 PIXAR COM 725811103 644600 10000 sol 0 0 0 PLAINS EXPL + PRODTN CO COM 726505100 281464 15100 sol 0 0 0 PLANAR SYS INC COM 726900103 711500 50000 sol 0 0 0 PLUG PWR INC COM 72919P103 77200 10000 sol 0 0 0 PLUM CREEK TIMBER CO INC COM 729251108 954912 29400 sol 0 0 0 POMEROY IT SOLUTIONS INC 731822102 585800 40400 sol 0 0 0 POST PPTYS INC COM 737464107 1808640 62800 sol 0 0 0 POTLATCH CORP COM 737628107 1136925 27900 sol 0 0 0 PRAECIS PHARMACEUTICALS INC COM 739421105 552585 93500 sol 0 0 0 PRAXAIR INC COM 74005P104 3340800 90000 sol 0 0 0 PRECISION CASTPARTS CORP COM 740189105 5142704 116800 sol 0 0 0 PRENTISS PPTYS TR SH BEN INT 740706106 881910 23900 sol 0 0 0 PRICE T ROWE GROUP INC COM 74144T108 645960 12000 sol 0 0 0 PRIDE INTERNATIONAL INC COM 74153Q102 602218 35300 sol 0 0 0 PRIMEDIA INC COM 74157K101 133380 49400 sol 0 0 0 PRIME HOSPITALITY CORP COM 741917108 306122 26900 sol 0 0 0 PRIMUS TELECOMM GROUP INC COM 741929103 438161 52100 sol 0 0 0 PRINCIPAL FINANCIAL GROUP COM 74251V102 5608162 157400 sol 0 0 0 PROASSURANCE CORP COM 74267C106 1991500 56900 sol 0 0 0 PROCTER AND GAMBLE CO COM 742718109 32282064 307800 sol 0 0 0 PROGRESS ENERGY INC COM 743263105 1238204 26300 sol 0 0 0 PROGRESSIVE CORP OHIO COM 743315103 10170360 116100 sol 0 0 0 PROLOGIS SH BEN INT 743410102 73198976 2040674 sol 0 0 0 PROVIDENT BANKSHARES CORP 743859100 1314822 41900 sol 0 0 0 PROVINCE HEALTHCARE CO COM 743977100 2200560 138400 sol 0 0 0 PROVIDIAN FINL CORP COM 74406A102 393000 30000 sol 0 0 0 PRUDENTIAL FINL INC COM 744320102 14452745 322750 sol 0 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 3377862 71900 sol 0 0 0 PUBLIC STORAGE INC COM 74460D109 52669584 1082400 sol 0 0 0 PULITZER INC COM 745769109 419775 8700 sol 0 0 0 PULTE HOMES INC COM 745867101 1723600 31000 sol 0 0 0 QLOGIC CORP COM 747277101 825250 25000 sol 0 0 0 QUAKER CITY BANCORP INC COM 74731K106 745280 13700 sol 0 0 0 QUALCOMM INC COM 747525103 5061204 76200 sol 0 0 0 QUANTA SERVICES INC COM 74762E102 368868 52100 sol 0 0 0 QUANEX CORP COM 747620102 998515 23500 sol 0 0 0 QUEST DIAGNOSTICS INC COM 74834L100 2650560 32000 sol 0 0 0 QUIDEL CORP COM 74838J101 595736 90400 sol 0 0 0 QWEST COMMUNICATIONS INTL INC COM 749121109 1444122 335063 sol 0 0 0 RAIT INVT TR COM 749227104 443250 15000 sol 0 0 0 RH DONNELLEY CORP COM NEW 74955W307 616440 13200 sol 0 0 0 RLI CORP COM 749607107 459340 11900 sol 0 0 0 RSA SEC INC COM 749719100 3203695 170500 sol 0 0 0 RTI INTL METALS INC COM 74973W107 557216 35200 sol 0 0 0 RADIOSHACK CORP COM 750438103 643304 19400 sol 0 0 0 RALCORP HLDGS INC NEW COM 751028101 645116 21200 sol 0 0 0 RAMCO GERSHENSON PPTYS TR COM SH BEN INT 751452202 222780 7900 sol 0 0 0 RANGE RES CORP COM 75281A109 342066 28200 sol 0 0 0 RAYONIER INC 754907103 651279 14900 sol 0 0 0 RAYOVAC CORP COM 755081106 351780 12300 sol 0 0 0 RAYTHEON CO COM NEW 755111507 1579536 50400 sol 0 0 0 REALTY INCOME CORP COM 756109104 857280 19200 sol 0 0 0 RECKSON ASSOCS RLTY CORP COM 75621K106 1021482 36300 sol 0 0 0 REDWOOD TR INC. COM 758075402 3898059 62700 sol 0 0 0 REGENCY CTRS CORP COM 758849103 32042761 685700 sol 0 0 0 REGIONS FINL CORP COM 758940100 1077340 29500 sol 0 0 0 REHABCARE GROUP INC COM 759148109 262416 13200 sol 0 0 0 REINSURANCE GROUP AMER INC COM 759351109 446573 10900 sol 0 0 0 RELIANCE STL + ALUM CO COM 759509102 2569465 73100 sol 0 0 0 REPLIGEN CORP COM 759916109 165550 55000 sol 0 0 0 RENT A CTR INC NEW COM 76009N100 4084162 123800 sol 0 0 0 REPUBLIC BANCORP INC COM 760282103 424050 30160 sol 0 0 0 RESPIRONICS INC 761230101 907536 16800 sol 0 0 0 RITE AID CORP COM 767754104 322592 59300 sol 0 0 0 ROBBINS + MYERS INC COM 770196103 1659997 77030 sol 0 0 0 ROCK TENN CO COM CL A 772739207 255234 17700 sol 0 0 0 ROCKWELL AUTOMATION INC COM 773903109 3602213 103900 sol 0 0 0 ROCKWELL COLLINS INC COM 774341101 1106350 35000 sol 0 0 0 ROFIN SINAR TECHNOLOGIES INC COM 775043102 1985025 66500 sol 0 0 0 ROHM + HAAS CO COM 775371107 1872480 47000 sol 0 0 0 ROSS STORES INC COM 778296103 1836600 60000 sol 0 0 0 ROUSE CO COM 779273101 59163680 1103800 sol 0 0 0 RUDDICK CORP COM 781258108 1271072 62800 sol 0 0 0 RUSSELL CORP COM 782352108 671968 36800 sol 0 0 0 RYANS FAMILY STEAK HOUSES INC COM 783519101 537254 31400 sol 0 0 0 RYLAND GROUP INC COM 783764103 3073518 34600 sol 0 0 0 SBC COMMUNICATIONS INC COM 78387G103 26671054 1086840 sol 0 0 0 SBS TECHNOLOGIES INC COM 78387P103 548830 35500 sol 0 0 0 SCBT FINL CORP COM 78401V102 831600 26400 sol 0 0 0 SEI INVESTMENTS CO COM 784117103 432300 13100 sol 0 0 0 SJW CORP COM 784305104 291144 8400 sol 0 0 0 SL GREEN RLTY CORP COM 78440X101 33223050 696500 sol 0 0 0 SPDR TRUST UNIT SER 1 S + P 78462F103 4911144 43400 sol 0 0 0 DEP RCPT S1 CORP COM 78463B101 367840 48400 sol 0 0 0 SPX CORP COM 784635104 2274000 50000 sol 0 0 0 SWS GROUP INC COM 78503N107 571329 31900 sol 0 0 0 SAFEGUARD SCIENTIFICS INC COM 786449108 215760 58000 sol 0 0 0 SAFENET INC COM 78645R107 727150 19370 sol 0 0 0 SAFEWAY INC COM NEW 786514208 2381106 115700 sol 0 0 0 THE ST PAUL TRAVELERS COS INC COM 792860108 1260315 31500 sol 0 0 0 SANDERSON FARMS INC 800013104 1068843 29100 sol 0 0 0 SANMINA SCI CORP COM 800907107 4574655 415500 sol 0 0 0 SARA LEE CORP COM 803111103 1826403 83550 sol 0 0 0 SAUER DANFOSS INC COM 804137107 307575 22500 sol 0 0 0 SAUL CTRS INC COM 804395101 244400 8000 sol 0 0 0 SCHAWK INC CL A 806373106 169926 12700 sol 0 0 0 SCHERING PLOUGH CORP COM 806605101 2927710 180500 sol 0 0 0 SCHNITZER STL INDS INC CL A 806882106 206787 6450 sol 0 0 0 SCHOOL SPECIALTY INC COM 807863105 348586 9800 sol 0 0 0 SCIENTIFIC ATLANTA INC COM 808655104 468930 14500 sol 0 0 0 SCIENTIFIC GAMES CORP CL A 80874P109 2081664 111200 sol 0 0 0 SCS TRANSA INC COM 81111T102 1037680 47600 sol 0 0 0 SEARS ROEBUCK + CO COM 812387108 7573848 176300 sol 0 0 0 SELECTIVE INS GROUP INC COM 816300107 1970934 56200 sol 0 0 0 SEMTECH CORP COM 816850101 502260 22000 sol 0 0 0 SEMITOOL INC COM 816909105 457366 35900 sol 0 0 0 SENIOR HSG PPTSY TR SH BEN INT 81721M109 1731600 88800 sol 0 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 884958 47400 sol 0 0 0 SEROLOGICALS CORP COM 817523103 720120 35300 sol 0 0 0 7 ELEVEN INC COM NEW 817826209 392903 25900 sol 0 0 0 SHENANDOAH TELECOMMUNICATIONS CDT COM 82312B106 354175 15500 sol 0 0 0 SHOPKO STORES INC COM 824911101 691526 47300 sol 0 0 0 SIERRA BANCORP COM 82620P102 454500 30000 sol 0 0 0 SIERRA PAC RES NEW COM 826428104 429200 58000 sol 0 0 0 SILICON LABORATORIES INC OC COM 826919102 1057600 20000 sol 0 0 0 SILGAN HLDGS INC COM 827048109 612782 13400 sol 0 0 0 SILICON GRAPHICS INC COM 827056102 443512 174611 sol 0 0 0 SILICON VY BANCSHARES COM 827064106 707192 21800 sol 0 0 0 SIMMONS 1ST NATL CORP CL A 5 PAR 828730200 619875 22500 sol 0 0 0 SIMON PPTY GROUP INC NEW COM 828806109 153075106 2619355 sol 0 0 0 SIPEX CORP COM 829909100 428400 68000 sol 0 0 0 SKYWEST INC COM 830879102 706108 36700 sol 0 0 0 SMART + FINAL INC 831683107 560224 48800 sol 0 0 0 SNAP ON INC COM 833034101 763224 23600 sol 0 0 0 SOLECTRON CORP COM 834182107 1481487 267900 sol 0 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 463425 18500 sol 0 0 0 SOURCECORP INC 836167106 1070600 40400 sol 0 0 0 SOUTH FINL GROUP INC COM 837841105 1242780 42000 sol 0 0 0 SOUTH JERSEY INDS INC COM 838518108 450010 11000 sol 0 0 0 SOUTHERN CO COM 842587107 4534771 148681 sol 0 0 0 SOUTHERN UN CO NEW COM 844030106 644111 33990 sol 0 0 0 SOUTHTRUST CORP COM 844730101 3269576 98600 sol 0 0 0 SOUTHWEST AIRLS CO COM 844741108 2562063 180300 sol 0 0 0 SOUTHWEST BANCORP INC OKLA COM 844767103 1063950 61500 sol 0 0 0 SOUTHWEST GAS CORP COM 844895102 994500 42500 sol 0 0 0 SOVRAN SELF STORAGE INC COM 84610H108 417700 10000 sol 0 0 0 SPARTECH CORP COM NEW 847220209 408360 16400 sol 0 0 0 SPRINT CORP COM 852061100 12666939 687300 sol 0 0 0 STAGE STORES INC COM NEW 85254C305 715765 18500 sol 0 0 0 STANCORP FINL GROUP INC COM 852891100 2257650 34600 sol 0 0 0 STANDARD MICROSYSTEMS CORP COM 853626109 604728 22700 sol 0 0 0 STANDARD PAC CORP NEW COM 85375C101 1422000 23700 sol 0 0 0 STANDEX INTL CORP COM 854231107 353700 13100 sol 0 0 0 STANLEY FURNITURE INC COM NEW 854305208 648461 16700 sol 0 0 0 STAPLES INC COM 855030102 5601034 220600 sol 0 0 0 STATE AUTO FINL CORP COM 855707105 394893 15300 sol 0 0 0 STARWOOD HOTELS + RESORTS PAIRD 1 CL B SH 85590A203 80846100 1996200 sol 0 0 0 BEN + 1 COM STATE FINL SVCS CORP CL A 856855101 741198 26200 sol 0 0 0 STATE STREET CORPORATION COM 857477103 4771980 91540 sol 0 0 0 STATEN IS BANCORP INC COM 857550107 875776 35200 sol 0 0 0 STERLING FINL CORP WASH 859319105 682465 18500 sol 0 0 0 STEWART ENTERPRISES INC CL A 860370105 470369 64700 sol 0 0 0 STEWART INFORMATION SVCS CORP COM 860372101 754560 19200 sol 0 0 0 STONE ENERGY CORP 861642106 1023822 20700 sol 0 0 0 STONERIDGE INC COM 86183P102 269654 18700 sol 0 0 0 STRATASYS INC COM 862685104 294965 15500 sol 0 0 0 STRATTEC SEC CORP COM 863111100 379620 6000 sol 0 0 0 STRIDE RITE CORP COM 863314100 518829 48900 sol 0 0 0 STRYKER CORP COM 863667101 1505010 17000 sol 0 0 0 SUMMIT PPTYS INC COM 866239106 469845 19700 sol 0 0 0 SUN CMNTYS INC COM 866674104 312586 7300 sol 0 0 0 SUN MICROSYSTEMS INC COM 866810104 3037632 730200 sol 0 0 0 SUNGARD DATA SYS INC COM 867363103 1370000 50000 sol 0 0 0 SUNOCO INC COM 86764P109 12856518 206100 sol 0 0 0 SUNRISE SENIOR LIVING INC COM 86768K106 462465 12900 sol 0 0 0 SUNTRUST BKS INC COM 867914103 5946263 85300 sol 0 0 0 SUPERVALU INC COM 868536103 5008560 164000 sol 0 0 0 SUSQUEHANNA BANCSHARES INC PA COM 869099101 612557 23900 sol 0 0 0 SYBASE INC COM 871130100 728353 34700 sol 0 0 0 SYBRON DENTAL SPECIALTIES 871142105 3215500 118000 sol 0 0 0 SYCAMORE NETWORKS INC COM 871206108 137904 33800 sol 0 0 0 SYKES ENTERPRISES INC COM 871237103 76755 12900 sol 0 0 0 SYMANTEC CORP COM 871503108 3241000 70000 sol 0 0 0 SYSCO CORP COM 871829107 3463735 88700 sol 0 0 0 TBC CORP COM 872180104 2646237 90100 sol 0 0 0 TCF FINANCIAL CORP COM 872275102 1695524 33200 sol 0 0 0 TJX COS INC NEW COM 872540109 2456000 100000 sol 0 0 0 TTM TECHNOLOGIES COM 87305R109 702240 57000 sol 0 0 0 TXU CORP COM 873168108 5534246 193100 sol 0 0 0 TALK AMER HLDGS INC COM NEW 87426R202 1439900 170000 sol 0 0 0 TALX CORP COM 874918105 2941300 134000 sol 0 0 0 TANGER FACTORY OUTLET CTRS INC COM 875465106 965316 21300 sol 0 0 0 TARGET CORP COM 87612E106 1621440 36000 sol 0 0 0 TAUBMAN CENTERS INC REIT 876664103 354897 14100 sol 0 0 0 TECH DATA CORP COM 878237106 491280 12000 sol 0 0 0 TECHNITROL INC COM 878555101 742600 39500 sol 0 0 0 TEKELEC INC COM 879101103 258804 15600 sol 0 0 0 TENNECO AUTOMOTIVE INC COM 880349105 381969 30100 sol 0 0 0 TERADYNE INC COM 880770102 476600 20000 sol 0 0 0 TERAYON COMMUNICATION SYS COM 880775101 94734 27700 sol 0 0 0 TEREX CORP NEW COM 880779103 2752712 74458 sol 0 0 0 TESORO PETE CORP COM 881609101 1131158 60200 sol 0 0 0 TEXAS GENCO HLDGS INC COM 882443104 854425 23900 sol 0 0 0 TEXAS INSTRS INC COM 882508104 6060228 207400 sol 0 0 0 TEXTRON INC COM 883203101 3651405 68700 sol 0 0 0 THERMO ELECTRON CORP COM 883556102 1696800 60000 sol 0 0 0 3M CO COM 88579Y101 17489233 213622 sol 0 0 0 TIFFANY + CO NEW COM 886547108 1908500 50000 sol 0 0 0 TIMBERLAND CO CL A 887100105 1331680 22400 sol 0 0 0 TIME WARNER INC NEW COM 887317105 25424357 1507969 sol 0 0 0 TOLLGRADE COMMUNICATIONS INC COM 889542106 403788 25300 sol 0 0 0 TORCHMARK INC COM 891027104 473352 8800 sol 0 0 0 TORO CO COM 891092108 992000 16000 sol 0 0 0 TOWER AUTOMOTIVE INC COM 891707101 1189440 236000 sol 0 0 0 TOWN + CNTRY TR SH BEN INT 892081100 272000 10000 sol 0 0 0 TOYS R US INC COM 892335100 989520 58900 sol 0 0 0 TRAMMELL CROW CO COM 89288R106 291824 20800 sol 0 0 0 TRANSACTION SYS ARCHITECTS INC CL A 893416107 902460 39000 sol 0 0 0 TRANSKARYOTIC THERAPIES INC COM 893735100 727584 42400 sol 0 0 0 TRAVELERS PPTY CAS CORP NEW CL B 89420G406 5064635 293262 sol 0 0 0 TRIAD GTY INC COM 895925105 516950 9800 sol 0 0 0 TRIBUNE CO NEW COM 896047107 3041532 60300 sol 0 0 0 TRICO BANCSHARES COM 896095106 814884 21800 sol 0 0 0 TRINITY INDS INC COM 896522109 472600 17000 sol 0 0 0 TRIUMPH GROUP INC NEW COM 896818101 317280 9600 sol 0 0 0 TRIZEC PPTYS INC COM 89687P107 37169195 2167300 sol 0 0 0 TRUSTMARK CORP COM 898402102 1169820 40200 sol 0 0 0 II VI INC 902104108 489000 20000 sol 0 0 0 TYSON FOODS INC (DEL) CLS A COM 902494103 346560 19200 sol 0 0 0 UICI COM 902737105 363096 24600 sol 0 0 0 UIL HLDG CORP COM 902748102 891145 18500 sol 0 0 0 UMB FINL CORP COM 902788108 593139 11699 sol 0 0 0 U S B HLDG INC COM 902910108 804642 32789 sol 0 0 0 UST INC COM USD0.50 902911106 1007190 27900 sol 0 0 0 U S RESTAURANT PPTYS INC COM 902971100 260486 13900 sol 0 0 0 US BANCORP DEL COM NEW 902973304 14599172 527999 sol 0 0 0 URS CORP NEW COM 903236107 644672 22400 sol 0 0 0 USG CORP COM NEW 903293405 1296009 74100 sol 0 0 0 US ONCOLOGY INC COM 90338W103 931140 63000 sol 0 0 0 UNIFI INC COM 904677101 229917 51900 sol 0 0 0 UNIFIRST CORP COM 904708104 979090 35500 sol 0 0 0 UNION BANKSHARES CORP COM 905399101 949568 29600 sol 0 0 0 UNION PAC CORP COM 907818108 3361884 56200 sol 0 0 0 UNION PLANTERS CORP COM 908068109 641775 21500 sol 0 0 0 UNIONBANCAL CORP COM 908906100 2703324 51600 sol 0 0 0 UNISOURCE ENERGY CORP COM 909205106 461916 18800 sol 0 0 0 UTD COMMUNITY FINL COM 909839102 642379 49300 sol 0 0 0 UNITED BANKSHARES INC W VA COM 909907107 1140700 37400 sol 0 0 0 UNITED CAP CORP COM 909912107 1242784 56800 sol 0 0 0 UNITED DEFENSE INDS INC COM 91018B104 689843 21700 sol 0 0 0 UNITED DOMINION RLTY TR INC COM 910197102 18923490 964500 sol 0 0 0 UNITED FIRE CAS CO COM 910331107 820019 19400 sol 0 0 0 UNITED PANAM FINL CORP COM 911301109 511680 32000 sol 0 0 0 UNITED PARCEL SVC INC CL B 911312106 1396800 20000 sol 0 0 0 UNITED RENTALS INC COM 911363109 2361633 132900 sol 0 0 0 UNITED STATIONERS INC COM 913004107 3494300 83000 sol 0 0 0 UNITED TECHNOLOGIES CORP COM 913017109 14161830 164100 sol 0 0 0 UNITEDHEALTH GROUP INC COM 91324P102 11902068 184700 sol 0 0 0 UNITEDGLOBALCOM CL A 913247508 196357 23128 sol 0 0 0 UNIVERSAL AMERN FINL CORP COM 913377107 339600 28300 sol 0 0 0 UNIVERSAL COMPRESSION HLDGS COM 913431102 1144920 34800 sol 0 0 0 UNIVERSAL CORP VA COM 913456109 1189188 23400 sol 0 0 0 UNIVERSAL HEALTH RLTY INCOME SH BEN INT 91359E105 2042220 60600 sol 0 0 0 UNIVISION COMMUNICATIONS INC CL A 914906102 1650500 50000 sol 0 0 0 UNIZAN FINL CORP COM 91528W101 345112 13899 sol 0 0 0 UNOCAL CORP COM 915289102 1938560 52000 sol 0 0 0 UNOVA INC COM 91529B106 3120484 144400 sol 0 0 0 UNUMPROVIDENT CORP COM 91529Y106 1013859 69300 sol 0 0 0 URSTADT BIDDLE PPTYS INC CL A 917286205 249150 15100 sol 0 0 0 USF CORP COM 91729Q101 335356 9800 sol 0 0 0 UTSTARCOM INC COM 918076100 1006600 35000 sol 0 0 0 VALEANT PHARMACEUTICALS INTL COM 91911X104 2310616 96800 sol 0 0 0 VALMONT INDS INC COM 920253101 419580 21000 sol 0 0 0 VALSPAR CORP COM 920355104 521838 10600 sol 0 0 0 VARIAN INC COM 922206107 803400 20000 sol 0 0 0 VEECO INSTRS INC DEL COM 922417100 600270 21400 sol 0 0 0 VENTAS INC COM 92276F100 1470180 53500 sol 0 0 0 VERISIGN INC COM 92343E102 1285725 77500 sol 0 0 0 VERITAS DGC INC COM 92343P107 287730 13900 sol 0 0 0 VERIZON COMMUNICATIONS 92343V104 24302754 665100 sol 0 0 0 VERITAS SOFTWARE CORP COM 923436109 3885804 144400 sol 0 0 0 VIAD CORP COM 92552R109 558327 23100 sol 0 0 0 VIACOM INC CL B FORMERLY 925524308 15664356 399499 sol 0 0 0 COM NON VTG VIASYS HEALTHCARE INC COM NEW 92553Q209 212628 9400 sol 0 0 0 VINTAGE PETE INC COM 927460105 1190392 81200 sol 0 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 437470 20500 sol 0 0 0 VISTEON CORP COM 92839U107 366531 38300 sol 0 0 0 VISX INC COM 92844S105 605120 31000 sol 0 0 0 VITAL SIGNS INC COM 928469105 246229 7300 sol 0 0 0 VITESSE SEMICONDUCTOR CORP COM 928497106 638100 90000 sol 0 0 0 VORNADO RLTY TR COM 929042109 93187584 1540800 sol 0 0 0 VORNADO REALTY TR PFD CONV SER A 929042208 1702863 20357 sol 0 0 0 USD 3.25 WFS FINL INC COM 92923B106 1477212 34100 sol 0 0 0 WD 40 CO COM 929236107 714000 20400 sol 0 0 0 WSFS FINL CORP COM 929328102 245833 4900 sol 0 0 0 WABASH NATL CORP COM 929566107 2124000 90000 sol 0 0 0 WACHOVIA CORP 2ND NEW COM 929903102 21643500 460500 sol 0 0 0 WAL MART STORES INC COM 931142103 11848465 198500 sol 0 0 0 WALGREEN CO COM 931422109 4375760 132800 sol 0 0 0 WALTER INDS INC COM 93317Q105 296112 24800 sol 0 0 0 WASHINGTON FED INC COM 938824109 2851701 111700 sol 0 0 0 WASHINGTON GROUP INTL INC COM NEW 938862208 878640 24000 sol 0 0 0 WASHINGTON MUT INC COM 939322103 9848926 230600 sol 0 0 0 WASHINGTON POST CO CL B 939640108 1061292 1200 sol 0 0 0 WASHINGTON REAL ESTATE INVT TR SH BEN INT 939653101 360195 11100 sol 0 0 0 WASTE CONNECTIONS INC COM 941053100 378100 9500 sol 0 0 0 WASTE MGMT INC DEL COM 94106L109 977832 32400 sol 0 0 0 WATSCO INC COM 942622200 1255700 43300 sol 0 0 0 WATSON WYATT + CO HLDGS CL A 942712100 454320 18000 sol 0 0 0 WAUSAU MOSINEE PAPER CORP COM 943315101 257847 18300 sol 0 0 0 WAYPOINT FINL CORP COM 946756103 423756 15800 sol 0 0 0 WEBMETHODS INC COM 94768C108 188000 20000 sol 0 0 0 WEB MD CORP COM 94769M105 3831590 431000 sol 0 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 26162790 756150 sol 0 0 0 WEIS MKTS INC COM 948849104 492750 14600 sol 0 0 0 WELLPOINT HEALTH NETWORKS INC COM 94973H108 5936184 52200 sol 0 0 0 WELLS FARGO + CO NEW COM 949746101 30329784 535200 sol 0 0 0 WENDYS INTL INC COM 950590109 651040 16000 sol 0 0 0 WESBANCO INC COM 950810101 391515 12900 sol 0 0 0 WESCO INTL INC COM 95082P105 326310 21900 sol 0 0 0 WEST PHARMACEUTICAL SVCS INC COM 955306105 276760 7400 sol 0 0 0 WESTSTAR ENERGY INC COM 95709T100 794384 37900 sol 0 0 0 WESTWOOD ONE INC COM 961815107 2603380 88400 sol 0 0 0 WEYERHAEUSER CO COM 962166104 4637400 70800 sol 0 0 0 WHIRLPOOL CORP COM 963320106 1893925 27500 sol 0 0 0 WHITE ELECTR DESIGNS CORP COM 963801105 235620 30800 sol 0 0 0 WILEY JOHN + SON CLASS A 968223206 981704 32800 sol 0 0 0 WILLIAMS COS INC COM 969457100 1607760 168000 sol 0 0 0 WILLIAMS CLAYTON ENERGY INC COM 969490101 874440 25200 sol 0 0 0 WINSTON HOTELS COM 97563A102 164424 15600 sol 0 0 0 WISCONSIN ENERGY CORP COM 976657106 514400 16000 sol 0 0 0 WOLVERINE WORLD WIDE INC COM 978097103 586359 24300 sol 0 0 0 WOODHEAD INDUSTRIES COM 979438108 372000 24800 sol 0 0 0 WOODWARD GOVERNOR CO COM 980745103 369692 5800 sol 0 0 0 WORLD ACCEPTANCE CORP COM 981419104 1053540 54000 sol 0 0 0 WYETH COM 983024100 10100950 269000 sol 0 0 0 XCEL ENERGY INC COM 98389B100 10954931 615100 sol 0 0 0 XILINX INC COM 983919101 1520000 40000 sol 0 0 0 XEROX CORP COM 984121103 6463252 443600 sol 0 0 0 YAHOO INC COM 984332106 826030 17000 sol 0 0 0 YELLOW ROADWAY CORP COM 985577105 369360 10970 sol 0 0 0 YORK INTL CORP NEW COM 986670107 1309023 33300 sol 0 0 0 YUM BRANDS INC COM 988498101 1204283 31700 sol 0 0 0 ZALE CORP NEW COM 988858106 1569525 25500 sol 0 0 0 ZENITH NATL INS CORP COM 989390109 388080 9900 sol 0 0 0 ZIONS BANCORP COM 989701107 10090080 176400 sol 0 0 0 ZYGO CORP COM 989855101 312600 20000 sol 0 0 0