-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, QgXqL4LvB+Hmo+bJJxup1cPKsNoUUwejf+6z6V9BQxSCY497czYIhWubAWIoEqQg gCnNQYl2YtLYtHqO/zGNCQ== 0000919192-03-000008.txt : 20030710 0000919192-03-000008.hdr.sgml : 20030710 20030710140916 ACCESSION NUMBER: 0000919192-03-000008 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030630 FILED AS OF DATE: 20030710 EFFECTIVENESS DATE: 20030710 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AMALGAMATED BANK CENTRAL INDEX KEY: 0000919192 IRS NUMBER: 134920330 STATE OF INCORPORATION: NY FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04148 FILM NUMBER: 03781677 BUSINESS ADDRESS: STREET 1: 11-15 UNION SQUARE WEST CITY: NEWYORK STATE: NY ZIP: 10003 MAIL ADDRESS: STREET 1: 11 15 UNION SQUARE W CITY: NEW YORK STATE: NY ZIP: 10003 FORMER COMPANY: FORMER CONFORMED NAME: AMALGAMATED BANK OF NEW YORK DATE OF NAME CHANGE: 19990325 13F-HR 1 edgarjun.txt 13F-HR 6/30/03 0000919192 ps3k*gct NONE 1 Theodore G. Brunner (212)620-8843 13F-HR ELECTRONIC 13F REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE REPORT FOR THE CALENDAR YEAR OR QUARTER ENDED: 6/30/03 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: Amalagmated Bank of New York ADDRESS: 11-15 Union Square 4th floor New York, NY 10003 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: Theodore G. Brunner TITLE: 1st Vice President PHONE: (212)620-8843 SIGNATURE,PLACE,AND DATE OF SIGNING: Theodore G. Brunner New York, NY 7/4/03 REPORT TYPE (CHECK ONLY ONE.): ( X) 13F HOLDINGS REPORT ( ) 13F NOTICE ( ) 13F COMBINATION REPORT LIST OF OTHER MANAGERS REPORTING FOR THIS MANAGER: NONE I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE REPORT SUMMARY: NUMBER OF OTHER INCLUDED MANAGERS: 0 FORM 13F INFORMATION TABLE ENTRY TOTAL: 1358 FORM 13F INFORMATION TABLE VALUE TOTAL: $4,134,126 FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- A.G. EDWARDS INC COMMON STOCK 281760108 446 13039 SH SOLE 0 0 13039 AAR CORP COMMON STOCK 000361105 141 19926 SH SOLE 0 0 19926 AARON RENTS INC COMMON STOCK 002535201 350 13576 SH SOLE 0 0 13576 ABBOTT LABORATORIES COMMON STOCK 002824100 28830 658820 SH SOLE 0 0 658820 ABERCROMBIE & FITCH CO COMMON STOCK 002896207 452 15922 SH SOLE 0 0 15922 ABM INDS INC COMMON STOCK 000957100 475 30814 SH SOLE 0 0 30814 ACCREDO HEALTH INC COMMON STOCK 00437V104 647 29874 SH SOLE 0 0 29874 ACE LTD COMMON STOCK G0070K103 3731 108800 SH SOLE 0 0 108800 ACTEL CORP COMMON STOCK 004934105 316 15332 SH SOLE 0 0 15332 ACTION PERFORMANCE COS INC COMMON STOCK 004933107 212 11172 SH SOLE 0 0 11172 ACTIVISION INC COMMON STOCK 004930202 208 16129 SH SOLE 0 0 16129 ACUITY BRANDS INC COMMON STOCK 00508Y102 472 25959 SH SOLE 0 0 25959 ACXIOM CORP COMMON STOCK 005125109 213 13942 SH SOLE 0 0 13942 ADAPTEC INC COMMON STOCK 00651F108 534 67151 SH SOLE 0 0 67151 ADC TELECOMMUNICATIONS INC COMMON STOCK 000886101 751 326321 SH SOLE 0 0 326321 ADMINISTAFF INC COMMON STOCK 007094105 171 16603 SH SOLE 0 0 16603 ADOBE SYS INC COMMON STOCK 00724F101 3026 94357 SH SOLE 0 0 94357 ADTRAN INC COMMON STOCK 00738A106 373 7223 SH SOLE 0 0 7223 ADVANCED ENERGY INDS INC COMMON STOCK 007973100 287 20081 SH SOLE 0 0 20081 ADVANCED FIBRE COMMUNICATIONS COMMON STOCK 00754A105 227 13848 SH SOLE 0 0 13848 ADVANCED MARKETING SVCS INC COMMON STOCK 00753T105 154 11861 SH SOLE 0 0 11861 ADVANCED MED OPTICS INC COMMON STOCK 00763M108 309 18100 SH SOLE 0 0 18100 ADVANCED MICRO DEVICES INC COMMON STOCK 007903107 902 140668 SH SOLE 0 0 140668 ADVANCEPCS COMMON STOCK 00790K109 776 20300 SH SOLE 0 0 20300 ADVO INC COMMON STOCK 007585102 555 12506 SH SOLE 0 0 12506 AEROFLEX INC COMMON STOCK 007768104 289 37600 SH SOLE 0 0 37600 AES CORP COMMON STOCK 00130H105 1582 249205 SH SOLE 0 0 249205 AETNA INC NEW COMMON STOCK 00817Y108 3730 61962 SH SOLE 0 0 61962 AFC ENTERPRISES INC COMMON STOCK 00104Q107 291 17800 SH SOLE 0 0 17800 AFFILIATED COMPUTER SVCS INC COMMON STOCK 008190100 993 21704 SH SOLE 0 0 21704 AFLAC, INC COMMON STOCK 001055102 6531 212389 SH SOLE 0 0 212389 AGCO CORP COMMON STOCK 001084102 209 12219 SH SOLE 0 0 12219 AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 3749 191740 SH SOLE 0 0 191740 AGL RESOURCES COMMON STOCK 001204106 268 10554 SH SOLE 0 0 10554 AIR PRODUCTS & CHEMICAL INC. COMMON STOCK 009158106 3851 92584 SH SOLE 0 0 92584 AIRGAS INC COMMON STOCK 009363102 196 11719 SH SOLE 0 0 11719 AK STL HLDG CORP COMMON STOCK 001547108 64 17671 SH SOLE 0 0 17671 ALBANY INTL CORP NEW COMMON STOCK 012348108 559 20400 SH SOLE 0 0 20400 ALBERTO CULVER CLB COMMON STOCK 013068101 1219 23858 SH SOLE 0 0 23858 ALBERTSON INC COMMON STOCK 013104104 2893 150686 SH SOLE 0 0 150686 ALCOA INC COMMON STOCK 013817101 8944 350762 SH SOLE 0 0 350762 ALLEGHENY ENERGY COMMON STOCK 017361106 448 53034 SH SOLE 0 0 53034 ALLEGHENY TECHNOLOGIES, INC. COMMON STOCK 01741R102 217 32901 SH SOLE 0 0 32901 ALLEN TELECOM INC COMMON STOCK 018091108 318 19268 SH SOLE 0 0 19268 ALLERGAN INC COMMON STOCK 018490102 4382 56830 SH SOLE 0 0 56830 ALLETE COMMON STOCK 018522102 374 14071 SH SOLE 0 0 14071 ALLIANCE SEMICONDUCTOR CORP COMMON STOCK 01877H100 109 22387 SH SOLE 0 0 22387 ALLIANT ENERGY CORP COMMON STOCK 018802108 478 25102 SH SOLE 0 0 25102 ALLIANT TECHSYSTEM COMMON STOCK 018804104 1250 24073 SH SOLE 0 0 24073 ALLIED WASTE INDS INC COMMON STOCK 019589308 854 84997 SH SOLE 0 0 84997 ALLSTATE CORP COMMON STOCK 020002101 10652 298796 SH SOLE 0 0 298796 ALLTEL CORP COMMON STOCK 020039103 6203 128638 SH SOLE 0 0 128638 ALPHARMA, INC. COMMON STOCK 020813101 698 32317 SH SOLE 0 0 32317 ALTERA CORP COMMON STOCK 021441100 2894 176137 SH SOLE 0 0 176137 ALTRIA GROUP INC COMMON STOCK 02209S103 38713 851968 SH SOLE 0 0 851968 AMB PROPERTY CORP COMMON STOCK 00163T109 372 13200 SH SOLE 0 0 13200 AMBAC INC COMMON STOCK 023139108 2867 43275 SH SOLE 0 0 43275 AMERADA HESS CORP. COMMON STOCK 023551104 1863 37879 SH SOLE 0 0 37879 AMEREN CORP COMMON STOCK 023608102 2891 65561 SH SOLE 0 0 65561 AMERICAN EAGLE OUTFITTERS INC COMMON STOCK 02553E106 212 11517 SH SOLE 0 0 11517 AMERICAN ELECTRIC POWER COMMON STOCK 025537101 4793 160682 SH SOLE 0 0 160682 AMERICAN EXPRESS CO. COMMON STOCK 025816109 22488 537850 SH SOLE 0 0 537850 AMERICAN FINANCIAL GROUP INC. COMMON STOCK 025932104 259 11350 SH SOLE 0 0 11350 AMERICAN GREETING CORP COMMON STOCK 026375105 524 26704 SH SOLE 0 0 26704 AMERICAN INTERNATIONAL GROUP, COMMON STOCK 026874107 59956 1086559 SH SOLE 0 0 1086559 AMERICAN ITALIAN PASTA CO COMMON STOCK 027070101 467 11219 SH SOLE 0 0 11219 AMERICAN MANAGEMENT SYSTEMS COMMON STOCK 027352103 377 26366 SH SOLE 0 0 26366 AMERICAN MED SYS HLDGS INC COMMON STOCK 02744M108 346 20500 SH SOLE 0 0 20500 AMERICAN PWR CONVERSION CORP COMMON STOCK 029066107 1247 79904 SH SOLE 0 0 79904 AMERICAN STATES WATER CO COMMON STOCK 029899101 260 9526 SH SOLE 0 0 9526 AMERICAN STD COS INC DEL COMMON STOCK 029712106 2168 29325 SH SOLE 0 0 29325 AMERICREDIT CORP COMMON STOCK 03060R101 218 25445 SH SOLE 0 0 25445 AMERIGROUP CORP COMMON STOCK 03073T102 484 13000 SH SOLE 0 0 13000 AMERISOURCE-BERGEN CORP COMMON STOCK 03073E105 3118 44966 SH SOLE 0 0 44966 AMERUS GROUP COMPANY COMMON STOCK 03072M108 282 10000 SH SOLE 0 0 10000 AMGEN INC COMMON STOCK 031162100 35430 537312 SH SOLE 0 0 537312 AMSOUTH BANCORPORATION COMMON STOCK 032165102 3120 142874 SH SOLE 0 0 142874 AMSURG CORP COMMON STOCK 03232P405 379 12400 SH SOLE 0 0 12400 ANADARKO PETE CORP. COMMON STOCK 032511107 4894 110046 SH SOLE 0 0 110046 ANALOG DEVICES INC COMMON STOCK 032654105 5566 159857 SH SOLE 0 0 159857 ANALOGIC CORP COMMON STOCK 032657207 412 8441 SH SOLE 0 0 8441 ANCHOR BANCORP WISCONSIN INC COMMON STOCK 032839102 367 15347 SH SOLE 0 0 15347 ANDREW CORP COMMON STOCK 034425108 373 39885 SH SOLE 0 0 39885 ANHEUSER-BUSCH COS. INC. COMMON STOCK 035229103 18438 361182 SH SOLE 0 0 361182 ANIXTER INTERNATIONAL COMMON STOCK 035290105 538 22981 SH SOLE 0 0 22981 ANN TAYLOR STORES CORP COMMON STOCK 036115103 808 27898 SH SOLE 0 0 27898 ANSYS INC COMMON STOCK 03662Q105 291 9280 SH SOLE 0 0 9280 ANTHEM INC COMMON STOCK 03674B104 4930 63900 SH SOLE 0 0 63900 AOL TIME WARNER INC. COMMON STOCK 00184A105 30072 1868998 SH SOLE 0 0 1868998 AON CORP COMMON STOCK 037389103 3059 127020 SH SOLE 0 0 127020 APACHE CORP COMMON STOCK 037411105 4280 65778 SH SOLE 0 0 65778 APARTMENT INVT & MGMT CO COMMON STOCK 03748R101 1322 38200 SH SOLE 0 0 38200 APOGEE ENTERPRISES INC COMMON STOCK 037598109 151 17018 SH SOLE 0 0 17018 APOGENT TECHNOLOGIES COMMON STOCK 03760A101 323 16137 SH SOLE 0 0 16137 APOLLO GROUP INCCL A COMMON STOCK 037604105 4935 79852 SH SOLE 0 0 79852 APPLE COMPUTER, INC COMMON STOCK 037833100 2835 148759 SH SOLE 0 0 148759 APPLEBEES INTL INC COMMON STOCK 037899101 283 9000 SH SOLE 0 0 9000 APPLERA CORP-APPLIED BIOSYSTEM COMMON STOCK 038020103 1617 84989 SH SOLE 0 0 84989 APPLICA INC COMMON STOCK 03815A106 124 14625 SH SOLE 0 0 14625 APPLIED INDUSTRIAL TECHNOLOGIE COMMON STOCK 03820C105 250 11861 SH SOLE 0 0 11861 APPLIED MATLS INC COMMON STOCK 038222105 10683 674428 SH SOLE 0 0 674428 APPLIED MICRO CIRCUITS CORP COMMON STOCK 03822W109 747 123749 SH SOLE 0 0 123749 APRIA HEALTHCARE GROUP INC COMMON STOCK 037933108 224 8999 SH SOLE 0 0 8999 APTARGROUP INC COMMON STOCK 038336103 810 22497 SH SOLE 0 0 22497 AQUILA INC COMMON STOCK 03840P102 82 31666 SH SOLE 0 0 31666 ARBITRON INC COMMON STOCK 03875Q108 666 18646 SH SOLE 0 0 18646 ARCH CHEMICAL INC. COMMON STOCK 03937R102 269 14068 SH SOLE 0 0 14068 ARCHER DANIELS MIDLAND CO COMMON STOCK 039483102 3374 262138 SH SOLE 0 0 262138 ARCTIC CAT INC COMMON STOCK 039670104 263 13827 SH SOLE 0 0 13827 ARGOSY GAMING CO COMMON STOCK 040228108 380 18169 SH SOLE 0 0 18169 ARKANSAS BEST CORP COMMON STOCK 040790107 367 15554 SH SOLE 0 0 15554 ARMOR HLDGS INC COMMON STOCK 042260109 231 17260 SH SOLE 0 0 17260 ARQULE INC COMMON STOCK 04269E107 60 14599 SH SOLE 0 0 14599 ARROW ELECTRS INC COMMON STOCK 042735100 250 16424 SH SOLE 0 0 16424 ARTESYN TECH COMMON STOCK 043127109 136 24202 SH SOLE 0 0 24202 ARTHROCARE CORP COMMON STOCK 043136100 213 13101 SH SOLE 0 0 13101 ARVINMERITOR INC COMMON STOCK 043353101 225 11168 SH SOLE 0 0 11168 ASHLAND INC. COMMON STOCK 044204105 849 27681 SH SOLE 0 0 27681 ASSOCIATED BANC CORP COMMON STOCK 045487105 442 12082 SH SOLE 0 0 12082 ASTEC INDS INC COMMON STOCK 046224101 107 12254 SH SOLE 0 0 12254 ASTORIA FINL CORP COMMON STOCK 046265104 374 13390 SH SOLE 0 0 13390 ASTROPOWER INC COMMON STOCK 04644A101 46 13682 SH SOLE 0 0 13682 AT & T CORP COMMON STOCK 001957505 6836 355135 SH SOLE 0 0 355135 AT & T WIRELESS SERVICES COMMON STOCK 00209A106 9626 1172509 SH SOLE 0 0 1172509 ATLANTIC COAST AIRLINES HLDGS COMMON STOCK 048396105 377 28309 SH SOLE 0 0 28309 ATMEL CORP COMMON STOCK 049513104 194 76423 SH SOLE 0 0 76423 ATMI INC COMMON STOCK 00207R101 481 19267 SH SOLE 0 0 19267 ATMOS ENERGY CORP COMMON STOCK 049560105 839 33845 SH SOLE 0 0 33845 ATWOOD OCEANICS INC COMMON STOCK 050095108 235 8655 SH SOLE 0 0 8655 AUDIOVOX CORP COMMON STOCK 050757103 159 14325 SH SOLE 0 0 14325 AUTODESK INC COMMON STOCK 052769106 735 45426 SH SOLE 0 0 45426 AUTOMATIC DATA PROCESSING INC. COMMON STOCK 053015103 8586 253579 SH SOLE 0 0 253579 AUTONATION INC COMMON STOCK 05329W102 1798 114400 SH SOLE 0 0 114400 AUTOZONE INC COMMON STOCK 053332102 2971 39112 SH SOLE 0 0 39112 AVAYA INC COMMON STOCK 053499109 1002 155115 SH SOLE 0 0 155115 AVERY DENNISON CORP COMMON STOCK 053611109 2260 45024 SH SOLE 0 0 45024 AVID TECHNOLOGY INC COMMON STOCK 05367P100 628 17775 SH SOLE 0 0 17775 AVISTA CORP COMMON STOCK 05379B107 427 30172 SH SOLE 0 0 30172 AVNET COMMON STOCK 053807103 247 19459 SH SOLE 0 0 19459 AVOCENT CORP COMMON STOCK 053893103 293 9815 SH SOLE 0 0 9815 AVON PRODUCTS, INC. COMMON STOCK 054303102 6053 97319 SH SOLE 0 0 97319 AXCELIS TECHNOLOGIES INC COMMON STOCK 054540109 376 61588 SH SOLE 0 0 61588 AZTER CORP COMMON STOCK 054802103 354 21974 SH SOLE 0 0 21974 B B & T CORPORATION COMMON STOCK 054937107 6995 203942 SH SOLE 0 0 203942 BAKER HUGHES INC. COMMON STOCK 057224107 4601 137049 SH SOLE 0 0 137049 BALDOR ELECTRIC CO COMMON STOCK 057741100 423 20523 SH SOLE 0 0 20523 BALL CORP COMMON STOCK 058498106 1197 26302 SH SOLE 0 0 26302 BALLY TOTAL FITNESS HLDG CORP COMMON STOCK 05873K108 182 20132 SH SOLE 0 0 20132 BANK HAWAII CORP COMMON STOCK 062540109 325 9807 SH SOLE 0 0 9807 BANK OF AMERICA CORP COMMON STOCK 060505104 49726 629206 SH SOLE 0 0 629206 BANK OF NEW YORK CO INC COMMON STOCK 064057102 9022 313818 SH SOLE 0 0 313818 BANK ONE COMMON STOCK 06423A103 18137 487823 SH SOLE 0 0 487823 BANKNORTH GROUP INC. COMMON STOCK 06646R107 676 26484 SH SOLE 0 0 26484 BANKUNITED FINL CORP COMMON STOCK 06652B103 369 18400 SH SOLE 0 0 18400 BARD (C.R.) INC COMMON STOCK 067383109 1750 24545 SH SOLE 0 0 24545 BARNES & NOBLE INC COMMON STOCK 067774109 243 10527 SH SOLE 0 0 10527 BARNES GROUP INC COMMON STOCK 067806109 301 13840 SH SOLE 0 0 13840 BARR LABS INC COMMON STOCK 068306109 709 10818 SH SOLE 0 0 10818 BARRA INC COMMON STOCK 068313105 436 12197 SH SOLE 0 0 12197 BAUSCH & LOMB INC. COMMON STOCK 071707103 834 22250 SH SOLE 0 0 22250 BAXTER INTL INC COMMON STOCK 071813109 6321 243134 SH SOLE 0 0 243134 BEAR STEARNS CO COMMON STOCK 073902108 3292 45452 SH SOLE 0 0 45452 BECKMAN COULTER INC COMMON STOCK 075811109 405 9964 SH SOLE 0 0 9964 BECTON DICKINSON & CO COMMON STOCK 075887109 4363 112293 SH SOLE 0 0 112293 BED BATH & BEYOND INC COMMON STOCK 075896100 4751 122395 SH SOLE 0 0 122395 BELDEN INC COMMON STOCK 077459105 251 15811 SH SOLE 0 0 15811 BELL MICROPRODUCTS INC COMMON STOCK 078137106 54 12605 SH SOLE 0 0 12605 BELLSOUTH CORP COMMON STOCK 079860102 21208 796394 SH SOLE 0 0 796394 BELO CORP CL-A COMMON STOCK 080555105 412 18415 SH SOLE 0 0 18415 BEMIS INC COMMON STOCK 081437105 1014 21668 SH SOLE 0 0 21668 BENCHMARK ELECTRONICS INC COMMON STOCK 08160H101 476 15461 SH SOLE 0 0 15461 BERKLEY W R CORP COMMON STOCK 084423102 474 9000 SH SOLE 0 0 9000 BEST BUY INC COMMON STOCK 086516101 6308 143633 SH SOLE 0 0 143633 BIG LOTS, INC COMMON STOCK 089302103 713 47397 SH SOLE 0 0 47397 BIOGEN INC COMMON STOCK 090597105 2297 60505 SH SOLE 0 0 60505 BIOMET COMMON STOCK 090613100 3012 104935 SH SOLE 0 0 104935 BIOSITE INC COMMON STOCK 090945106 453 9400 SH SOLE 0 0 9400 BISYS GROUP INC COMMON STOCK 055472104 359 19554 SH SOLE 0 0 19554 BJ SVCS CO COMMON STOCK 055482103 2402 64300 SH SOLE 0 0 64300 BJS WHSL CLUB INC COMMON STOCK 05548J106 169 11234 SH SOLE 0 0 11234 BLACK & DECKER CORP COMMON STOCK 091797100 1373 31589 SH SOLE 0 0 31589 BLACK BOX CORP DEL COMMON STOCK 091826107 439 12159 SH SOLE 0 0 12159 BLOCK H.R. INC COMMON STOCK 093671105 3794 87726 SH SOLE 0 0 87726 BLYTH INDUSTRIES INC. COMMON STOCK 09643P108 206 7560 SH SOLE 0 0 7560 BMC SOFTWARE INC COMMON STOCK 055921100 1549 94856 SH SOLE 0 0 94856 BOEING CO. COMMON STOCK 097023105 11745 342216 SH SOLE 0 0 342216 BOISE CASCADE CORP. COMMON STOCK 097383103 566 23672 SH SOLE 0 0 23672 BORDERS GROUP INC COMMON STOCK 099709107 222 12590 SH SOLE 0 0 12590 BORG-WARNER AUTOMOTIVE INC COMMON STOCK 099724106 282 4381 SH SOLE 0 0 4381 BOSTON COMMUNICATIONS GROUP IN COMMON STOCK 100582105 191 11312 SH SOLE 0 0 11312 BOSTON PRIVATE FINL HLDGS INC COMMON STOCK 101119105 300 14204 SH SOLE 0 0 14204 BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 10205 167014 SH SOLE 0 0 167014 BOWATER, INC. COMMON STOCK 102183100 337 9000 SH SOLE 0 0 9000 BOWNE & CO COMMON STOCK 103043105 274 21017 SH SOLE 0 0 21017 BRADY W H CO COMMON STOCK 104674106 484 14518 SH SOLE 0 0 14518 BRIGGS & STRATTON COMMON STOCK 109043109 687 13608 SH SOLE 0 0 13608 BRINKER INTL INC COMMON STOCK 109641100 571 15846 SH SOLE 0 0 15846 BRISTOL MYERS SQUIBB CO COMMON STOCK 110122108 22274 820408 SH SOLE 0 0 820408 BROADCOM CORP COMMON STOCK 111320107 2839 113966 SH SOLE 0 0 113966 BROOKS AUTOMATION INC NEW COMMON STOCK 114340102 261 23033 SH SOLE 0 0 23033 BROWN & BROWN INC COMMON STOCK 115236101 595 18300 SH SOLE 0 0 18300 BROWN SHOE COMPANY INC COMMON STOCK 115736100 331 11121 SH SOLE 0 0 11121 BROWN-FORMAN, INC. CLB COMMON STOCK 115637209 1934 24596 SH SOLE 0 0 24596 BRUNSWICK CORP COMMON STOCK 117043109 917 36646 SH SOLE 0 0 36646 BRUSH WELLMAN INC COMMON STOCK 117421107 86 10305 SH SOLE 0 0 10305 BUCKEYE TECHNOLOGIES INC COMMON STOCK 118255108 157 23138 SH SOLE 0 0 23138 BURLINGTON COAT FACTORY WHSE C COMMON STOCK 121579106 500 27916 SH SOLE 0 0 27916 BURLINGTON NORTHN SANTA FE COR COMMON STOCK 12189T104 4350 152936 SH SOLE 0 0 152936 BURLINGTON RES COMMON STOCK 122014103 4612 85296 SH SOLE 0 0 85296 C COR ELECTRS INC COMMON STOCK 125010108 112 22796 SH SOLE 0 0 22796 C D I CORP COMMON STOCK 125071100 315 12147 SH SOLE 0 0 12147 C H ROBINSON WORLDWIDE INC COMMON STOCK 12541W100 583 16445 SH SOLE 0 0 16445 C S X CORP. COMMON STOCK 126408103 2617 86964 SH SOLE 0 0 86964 C&D TECHNILOGIES INC COMMON STOCK 124661109 230 15982 SH SOLE 0 0 15982 CABLE DESIGN TECHNOLOGIES CORP COMMON STOCK 126924109 200 28007 SH SOLE 0 0 28007 CABOT CORP COMMON STOCK 127055101 288 10049 SH SOLE 0 0 10049 CABOT MICROELECTRONICS CORP COMMON STOCK 12709P103 201 3990 SH SOLE 0 0 3990 CABOT OIL & GAS CORP COMMON STOCK 127097103 557 20177 SH SOLE 0 0 20177 CACI INTL INC COMMON STOCK 127190304 619 18048 SH SOLE 0 0 18048 CADENCE DESIGN SYS INC COMMON STOCK 127387108 524 43478 SH SOLE 0 0 43478 CAL DIVE INTERNATIONAL INC COMMON STOCK 127914109 514 23596 SH SOLE 0 0 23596 CALLAWAY GOLF CO COMMON STOCK 131193104 162 12275 SH SOLE 0 0 12275 CALPINE CORPORATION COMMON STOCK 131347106 1023 155030 SH SOLE 0 0 155030 CAMBREX CORP COMMON STOCK 132011107 371 16118 SH SOLE 0 0 16118 CAMPBELL SOUP CO. COMMON STOCK 134429109 4094 167092 SH SOLE 0 0 167092 CAPITAL AUTOMOTIVE REIT COMMON STOCK 139733109 549 19600 SH SOLE 0 0 19600 CAPITAL ONE FINL CORP COMMON STOCK 14040H105 4764 96878 SH SOLE 0 0 96878 CAPTARIS INC COMMON STOCK 14071N104 65 18896 SH SOLE 0 0 18896 CARAUSTAR INDS INC COMMON STOCK 140909102 139 17410 SH SOLE 0 0 17410 CARBO CERAMICS COMMON STOCK 140781105 362 9726 SH SOLE 0 0 9726 CARDINAL HEALTH INC COMMON STOCK 14149Y108 11686 181746 SH SOLE 0 0 181746 CAREER ED CORP COMMON STOCK 141665109 519 7600 SH SOLE 0 0 7600 CARLISLE CORP COMMON STOCK 142339100 211 5002 SH SOLE 0 0 5002 CARMAX INC COMMON STOCK 143130102 507 16800 SH SOLE 0 0 16800 CARNIVAL CORP COMMON STOCK 143658300 8317 255831 SH SOLE 0 0 255831 CARREKER CORPORATION COMMON STOCK 144433109 65 14741 SH SOLE 0 0 14741 CASEY'S GEN STORES INC COMMON STOCK 147528103 439 31115 SH SOLE 0 0 31115 CASH AMER INVTS INC COMMON STOCK 14754D100 200 15154 SH SOLE 0 0 15154 CATERPILLAR TRACTOR CO. COMMON STOCK 149123101 7806 140242 SH SOLE 0 0 140242 CATO CORP (THE) COMMON STOCK 149205106 337 15968 SH SOLE 0 0 15968 CEC ENTMT INC COMMON STOCK 125137109 628 17010 SH SOLE 0 0 17010 CENDANT CORP COMMON STOCK 151313103 7593 414449 SH SOLE 0 0 414449 CENTENE CORP DEL COMMON STOCK 15135B101 266 6900 SH SOLE 0 0 6900 CENTERPOINT ENERGY INC COMMON STOCK 15189T107 1012 124219 SH SOLE 0 0 124219 CENTEX CORP. COMMON STOCK 152312104 1974 25371 SH SOLE 0 0 25371 CENTRAL PKG CORP COMMON STOCK 154785109 279 22600 SH SOLE 0 0 22600 CENTURY ALUM CO COMMON STOCK 156431108 92 13176 SH SOLE 0 0 13176 CENTURY TEL COMMON STOCK 156700106 2030 58242 SH SOLE 0 0 58242 CEPHALON INC COMMON STOCK 156708109 1430 34836 SH SOLE 0 0 34836 CERIDIAN CORP NEW COMMON STOCK 156779100 409 24078 SH SOLE 0 0 24078 CERNER CORP COMMON STOCK 156782104 509 22338 SH SOLE 0 0 22338 CERTEGY INC COMMON STOCK 156880106 299 10760 SH SOLE 0 0 10760 CH ENERGY GROUP INC COMMON STOCK 12541M102 445 9898 SH SOLE 0 0 9898 CHAMPION ENTERPRISES INC COMMON STOCK 158496109 184 35480 SH SOLE 0 0 35480 CHARLES RIV LABORATORIES INTL COMMON STOCK 159864107 238 7400 SH SOLE 0 0 7400 CHARTER ONE FINL INC COMMON STOCK 160903100 2854 91543 SH SOLE 0 0 91543 CHECKFREE CORP COMMON STOCK 162813109 457 16313 SH SOLE 0 0 16313 CHECKPOINT SYSTEMS INC. COMMON STOCK 162825103 289 20431 SH SOLE 0 0 20431 CHEESECAKE FACTORY INC (THE) COMMON STOCK 163072101 301 8400 SH SOLE 0 0 8400 CHESAPEAKE CORP COMMON STOCK 165159104 209 9576 SH SOLE 0 0 9576 CHEVRONTEXACO CORP COMMON STOCK 166764100 32127 444979 SH SOLE 0 0 444979 CHICO'S FAS INC COMMON STOCK 168615102 295 14000 SH SOLE 0 0 14000 CHILDRENS PL RETAIL STORES INC COMMON STOCK 168905107 334 16600 SH SOLE 0 0 16600 CHIRON CORP COMMON STOCK 170040109 3328 75882 SH SOLE 0 0 75882 CHITTENDEN CORP COMMON STOCK 170228100 625 22851 SH SOLE 0 0 22851 CHOICEPOINT INC COMMON STOCK 170388102 489 14167 SH SOLE 0 0 14167 CHRISTOPHER & BANKS CORP COMMON STOCK 171046105 576 15561 SH SOLE 0 0 15561 CHUBB CORP COMMON STOCK 171232101 4191 69857 SH SOLE 0 0 69857 CHURCH & DWIGHT INC COMMON STOCK 171340102 213 6516 SH SOLE 0 0 6516 CIBER INC COMMON STOCK 17163B102 281 40044 SH SOLE 0 0 40044 CIENA CORP COMMON STOCK 171779101 990 191574 SH SOLE 0 0 191574 CIGNA CORPORATION COMMON STOCK 125509109 2972 63307 SH SOLE 0 0 63307 CIMA LABS INC COMMON STOCK 171796105 242 9000 SH SOLE 0 0 9000 CIMAREX ENERGY CO COMMON STOCK 171798101 616 25955 SH SOLE 0 0 25955 CINCINNATI BELL INC NEW COMMON STOCK 171871106 239 35606 SH SOLE 0 0 35606 CINCINNATI FINL CORP COMMON STOCK 172062101 2421 65353 SH SOLE 0 0 65353 CINERGY CORP. COMMON STOCK 172474108 2636 71652 SH SOLE 0 0 71652 CINTAS COMMON STOCK 172908105 2457 69349 SH SOLE 0 0 69349 CIRCUIT CITY STORES COMMON STOCK 172737108 742 84284 SH SOLE 0 0 84284 CISCO SYS INC COMMON STOCK 17275R102 50079 2982648 SH SOLE 0 0 2982648 CITIGROUP INC COMMON STOCK 172967101 92065 2151044 SH SOLE 0 0 2151044 CITIZENS COMMUNICATIONS CO COMMON STOCK 17453B101 1486 115267 SH SOLE 0 0 115267 CITRIX SYS INC COMMON STOCK 177376100 1726 84750 SH SOLE 0 0 84750 CITY NATL CORP COMMON STOCK 178566105 351 7879 SH SOLE 0 0 7879 CLAIR'S STORE, INC. COMMON STOCK 179584107 203 7992 SH SOLE 0 0 7992 CLARCOR INC COMMON STOCK 179895107 602 15611 SH SOLE 0 0 15611 CLAYTON HOMES INC COMMON STOCK 184190106 278 22112 SH SOLE 0 0 22112 CLEAR CHANNEL COMMUNICATIONS I COMMON STOCK 184502102 11193 264040 SH SOLE 0 0 264040 CLECO CORP HOLDING CO COMMON STOCK 12561W105 513 29600 SH SOLE 0 0 29600 CLOROX COMPANY COMMON STOCK 189054109 4219 98931 SH SOLE 0 0 98931 CMS ENERGY CORP COMMON STOCK 125896100 474 58529 SH SOLE 0 0 58529 CNF TRANSPORTATION COMMON STOCK 12612W104 205 8093 SH SOLE 0 0 8093 COACH INC COMMON STOCK 189754104 736 14792 SH SOLE 0 0 14792 COCA-COLA BOTTLING CO CONSOLID COMMON STOCK 191098102 312 5720 SH SOLE 0 0 5720 COCA-COLA COMPANY COMMON STOCK 191216100 47379 1020879 SH SOLE 0 0 1020879 COCA-COLA ENTERPRISES COMMON STOCK 191219104 3340 184007 SH SOLE 0 0 184007 COGNEX CORP COMMON STOCK 192422103 598 26801 SH SOLE 0 0 26801 COHERENT INC COMMON STOCK 192479103 445 18321 SH SOLE 0 0 18321 COHU INC COMMON STOCK 192576106 204 13076 SH SOLE 0 0 13076 COINSTAR INC COMMON STOCK 19259P300 257 13600 SH SOLE 0 0 13600 COLGATE PALMOLIVE CO. COMMON STOCK 194162103 12791 220725 SH SOLE 0 0 220725 COLONIAL BANCGROUP INC COMMON STOCK 195493309 279 20107 SH SOLE 0 0 20107 COLONIAL PPTYS TR COMMON STOCK 195872106 566 16083 SH SOLE 0 0 16083 COMCAST CORP NEW COMMON STOCK 20030N101 27886 923984 SH SOLE 0 0 923984 COMERICA INC COMMON STOCK 200340107 3315 71300 SH SOLE 0 0 71300 COMMERCE BANCORP INC N J COMMON STOCK 200519106 490 13200 SH SOLE 0 0 13200 COMMERCIAL FED CORP COMMON STOCK 201647104 586 27655 SH SOLE 0 0 27655 COMMERCIAL METALS CO COMMON STOCK 201723103 313 17576 SH SOLE 0 0 17576 COMMONWEALTH INDUSTRIES INC COMMON STOCK 203004106 49 10005 SH SOLE 0 0 10005 COMMUNITY FIRST BANKSHARES INC COMMON STOCK 203902101 655 24045 SH SOLE 0 0 24045 COMMUNITY HEALTH SYS INC NEW COMMON STOCK 203668108 309 16000 SH SOLE 0 0 16000 COMPASS BANCSHARES INC. COMMON STOCK 20449H109 720 20733 SH SOLE 0 0 20733 COMPUTER ASSOCIATES COMMON STOCK 204912109 5239 235125 SH SOLE 0 0 235125 COMPUTER SCIENCES COMMON STOCK 205363104 2904 76177 SH SOLE 0 0 76177 COMPUWARE CORP COMMON STOCK 205638109 879 153742 SH SOLE 0 0 153742 COMVERSE TECHNOLOGY INC COMMON STOCK 205862402 1148 76492 SH SOLE 0 0 76492 CONAGRA INC. COMMON STOCK 205887102 5157 218531 SH SOLE 0 0 218531 CONCORD COMMUNICATIONS INC COMMON STOCK 206186108 149 10805 SH SOLE 0 0 10805 CONCORD EFS INC COMMON STOCK 206197105 2915 197999 SH SOLE 0 0 197999 CONMED CORP COMMON STOCK 207410101 334 18171 SH SOLE 0 0 18171 CONOCOPHILLIPS COMMON STOCK 20825C104 15687 286252 SH SOLE 0 0 286252 CONSOL. EDISON INC. COMMON STOCK 209115104 3936 90951 SH SOLE 0 0 90951 CONSTELLATION BRANDS INC COMMON STOCK 21036P108 484 15400 SH SOLE 0 0 15400 CONSTELLATION ENERGY GROUP COMMON STOCK 210371100 2308 67292 SH SOLE 0 0 67292 CONVERGYS CORP COMMON STOCK 212485106 1019 63664 SH SOLE 0 0 63664 COOPER CAMERON CORP COMMON STOCK 216640102 453 8987 SH SOLE 0 0 8987 COOPER COMPANIES INC (THE) COMMON STOCK 216648402 679 19538 SH SOLE 0 0 19538 COOPER INDS LTD COMMON STOCK G24182100 1569 37993 SH SOLE 0 0 37993 COOPER TIRE & RUBBER COMMON STOCK 216831107 526 29894 SH SOLE 0 0 29894 COORS ADOLPH CO COMMON STOCK 217016104 728 14873 SH SOLE 0 0 14873 COPART INC COMMON STOCK 217204106 141 14900 SH SOLE 0 0 14900 CORINTHIAN COLLEGES INC COMMON STOCK 218868107 425 8800 SH SOLE 0 0 8800 CORN PRODS INTL INC COMMON STOCK 219023108 679 22610 SH SOLE 0 0 22610 CORNING INC COMMON STOCK 219350105 3807 515104 SH SOLE 0 0 515104 COST PLUS INC CALIF COMMON STOCK 221485105 478 13390 SH SOLE 0 0 13390 COSTCO WHOLESALE CORP COMMON STOCK 22160K105 6794 185637 SH SOLE 0 0 185637 COUNTRYWIDE FINANCIAL CORPORAT COMMON STOCK 222372104 4070 58507 SH SOLE 0 0 58507 COVENTRY HEALTH CARE INC COMMON STOCK 222862104 443 9600 SH SOLE 0 0 9600 CRACKER BARREL GROUP CORP COMMON STOCK 12489V106 315 8106 SH SOLE 0 0 8106 CRANE CO COMMON STOCK 224399105 544 24036 SH SOLE 0 0 24036 CREDENCE SYS CORP COMMON STOCK 225302108 88 10200 SH SOLE 0 0 10200 CREE RESH INC COMMON STOCK 225447101 193 11874 SH SOLE 0 0 11874 CROMPTON CORPRATION COMMON STOCK 227116100 131 18569 SH SOLE 0 0 18569 CRYOLIFE INC COMMON STOCK 228903100 127 12297 SH SOLE 0 0 12297 CTS CORP COMMON STOCK 126501105 223 21332 SH SOLE 0 0 21332 CUBIC CORP COMMON STOCK 229669106 371 16700 SH SOLE 0 0 16700 CULLEN FROST BANKERS INC COMMON STOCK 229899109 1032 32146 SH SOLE 0 0 32146 CUMMINS ENGINE INC. COMMON STOCK 231021106 606 16888 SH SOLE 0 0 16888 CUNO INC COMMON STOCK 126583103 380 10498 SH SOLE 0 0 10498 CURTISS WRIGHT CORP COMMON STOCK 231561101 408 6450 SH SOLE 0 0 6450 CVS CORPORATION COMMON STOCK 126650100 4491 160234 SH SOLE 0 0 160234 CYMER INC COMMON STOCK 232572107 695 21660 SH SOLE 0 0 21660 CYPRESS SEMICONDUCTOR CORP COMMON STOCK 232806109 246 20502 SH SOLE 0 0 20502 CYTEC INDS INC COMMON STOCK 232820100 248 7326 SH SOLE 0 0 7326 CYTYC CORP COMMON STOCK 232946103 242 22974 SH SOLE 0 0 22974 D R HORTON INC COMMON STOCK 23331A109 674 24000 SH SOLE 0 0 24000 D T E ENERGY CO COMMON STOCK 233331107 2722 70450 SH SOLE 0 0 70450 DANA CORP COMMON STOCK 235811106 697 60332 SH SOLE 0 0 60332 DANAHER CORP COMMON STOCK 235851102 4623 67936 SH SOLE 0 0 67936 DARDEN RESTAURANTS INC COMMON STOCK 237194105 1297 68355 SH SOLE 0 0 68355 DATASCOPE CORP COMMON STOCK 238113104 269 9269 SH SOLE 0 0 9269 DEAN FOODS CO NEW COMMON STOCK 242370104 775 24590 SH SOLE 0 0 24590 DEERE & CO COMMON STOCK 244199105 4457 97517 SH SOLE 0 0 97517 DELL COMPUTER CORP COMMON STOCK 247025109 34593 1086478 SH SOLE 0 0 1086478 DELPHI CORP. COMMON STOCK COMMON STOCK 247126105 1968 227986 SH SOLE 0 0 227986 DELPHI FINL GROUP INC COMMON STOCK 247131105 602 12873 SH SOLE 0 0 12873 DELTA & PINE LD CO COMMON STOCK 247357106 524 23840 SH SOLE 0 0 23840 DELTA AIR LINES, INC. COMMON STOCK 247361108 736 50141 SH SOLE 0 0 50141 DELTIC TIMBER CORP COMMON STOCK 247850100 211 7420 SH SOLE 0 0 7420 DELUXE CHECK PRINTER COMMON STOCK 248019101 1061 23681 SH SOLE 0 0 23681 DENDRITE INTL INC COMMON STOCK 248239105 322 25157 SH SOLE 0 0 25157 DENTSPLY INTL INC NEW COMMON STOCK 249030107 527 12875 SH SOLE 0 0 12875 DEVON ENERGY CORPORATIOIN NEW COMMON STOCK 25179M103 5468 102398 SH SOLE 0 0 102398 DEVRY INC DEL COMMON STOCK 251893103 265 11377 SH SOLE 0 0 11377 DIAGNOSTIC PRODS CORP COMMON STOCK 252450101 736 17925 SH SOLE 0 0 17925 DIAL CORP NEW COMMON STOCK 25247D101 394 20237 SH SOLE 0 0 20237 DIEBOLD, INC. COMMON STOCK 253651103 508 11757 SH SOLE 0 0 11757 DIGI INTERNATIONAL INC COMMON STOCK 253798102 71 12526 SH SOLE 0 0 12526 DILLARDS INC. COMMON STOCK 254067101 463 34400 SH SOLE 0 0 34400 DIME COMMUNITY BANCSHARES COMMON STOCK 253922108 405 15968 SH SOLE 0 0 15968 DIMON INC COMMON STOCK 254394109 200 27923 SH SOLE 0 0 27923 DIONEX CORP COMMON STOCK 254546104 523 13149 SH SOLE 0 0 13149 DISNEY (WALT) PRODUCTIONS COMMON STOCK 254687106 16818 851558 SH SOLE 0 0 851558 DOLLAR GEN CORP COMMON STOCK 256669102 2478 135726 SH SOLE 0 0 135726 DOLLAR TREE STORES INC COMMON STOCK 256747106 593 18654 SH SOLE 0 0 18654 DOMINION RES INC VA NEW COMMON STOCK 25746U109 8291 129005 SH SOLE 0 0 129005 DONALDSON CO COMMON STOCK 257651109 316 7106 SH SOLE 0 0 7106 DONNELLEY (R.R.) & SONS COMMON STOCK 257867101 1205 46110 SH SOLE 0 0 46110 DOVER CORP COMMON STOCK 260003108 2469 82421 SH SOLE 0 0 82421 DOW CHEMICAL CO. COMMON STOCK 260543103 11537 372650 SH SOLE 0 0 372650 DOW JONES & CO COMMON STOCK 260561105 1423 33078 SH SOLE 0 0 33078 DOWNEY FINL CORP COMMON STOCK 261018105 723 17516 SH SOLE 0 0 17516 DPL INC. COMMON STOCK 233293109 329 20616 SH SOLE 0 0 20616 DQE INC COMMON STOCK 23329J104 183 12121 SH SOLE 0 0 12121 DRESS BARN COMMON STOCK 261570105 229 18266 SH SOLE 0 0 18266 DRIL-QUIP INC COMMON STOCK 262037104 197 10849 SH SOLE 0 0 10849 DRS TECHNOLOGIES INC COMMON STOCK 23330X100 394 14098 SH SOLE 0 0 14098 DSP GROUP INC COMMON STOCK 23332B106 374 17200 SH SOLE 0 0 17200 DST SYSTEMS INC COMMON STOCK 233326107 737 19405 SH SOLE 0 0 19405 DU PONT (E.I.) DE NEMOURS & CO COMMON STOCK 263534109 16890 405616 SH SOLE 0 0 405616 DUANE READE INC COMMON STOCK 263578106 221 15000 SH SOLE 0 0 15000 DUKE POWER CO. COMMON STOCK 264399106 7377 369759 SH SOLE 0 0 369759 DUN & BRADSTREET CORP DEL NEW COMMON STOCK 26483E100 499 12139 SH SOLE 0 0 12139 DUPONT PHOTOMASKS INC COMMON STOCK 26613X101 213 11326 SH SOLE 0 0 11326 DYNEGY INC NEW COMMON STOCK 26816Q101 637 151610 SH SOLE 0 0 151610 E M C CORP MASS COMMON STOCK 268648102 9705 926969 SH SOLE 0 0 926969 E.O.G. RESOURCES COMMON STOCK 26875P101 1952 46664 SH SOLE 0 0 46664 E* TRADE GROUP INC. COMMON STOCK 269246104 496 58321 SH SOLE 0 0 58321 EAST WEST BANCORP INC COMMON STOCK 27579R104 543 15025 SH SOLE 0 0 15025 EASTMAN CHEM CO COMMON STOCK 277432100 998 31504 SH SOLE 0 0 31504 EASTMAN KODAK CO. COMMON STOCK 277461109 3208 117306 SH SOLE 0 0 117306 EATON CORP COMMON STOCK 278058102 2393 30437 SH SOLE 0 0 30437 EATON VANCE CORP COMMON STOCK 278265103 356 11268 SH SOLE 0 0 11268 EBAY INC COMMON STOCK 278642103 13603 130800 SH SOLE 0 0 130800 ECOLAB INC COMMON STOCK 278865100 2737 106902 SH SOLE 0 0 106902 EDISON INTERNATIONAL COMMON STOCK 281020107 2477 150781 SH SOLE 0 0 150781 EDO CORP COMMON STOCK 281347104 218 12300 SH SOLE 0 0 12300 EDUCATION MGMT CORP COMMON STOCK 28139T101 457 8623 SH SOLE 0 0 8623 EDWARDS LIFESCIENCES CORP COMMON STOCK 28176E108 456 14184 SH SOLE 0 0 14184 EFUNDS CORP COMMON STOCK 28224R101 337 29200 SH SOLE 0 0 29200 EL PASO CORP COMMON STOCK 28336L109 1969 243745 SH SOLE 0 0 243745 EL PASO ELEC CO COMMON STOCK 283677854 379 30729 SH SOLE 0 0 30729 ELECTRO SCIENTIFIC INDUSTRIES COMMON STOCK 285229100 262 17296 SH SOLE 0 0 17296 ELECTRONIC ARTS INC COMMON STOCK 285512109 4383 59310 SH SOLE 0 0 59310 ELETRONIC DATA SYSTEMS CORP COMMON STOCK 285661104 4175 194650 SH SOLE 0 0 194650 ELKCORP COMMON STOCK 287456107 274 12181 SH SOLE 0 0 12181 EMCOR GROUP INC COMMON STOCK 29084Q100 462 9369 SH SOLE 0 0 9369 EMERSON ELECTRIC CO. COMMON STOCK 291011104 8924 174637 SH SOLE 0 0 174637 EMMIS BROADCASTING CORP COMMON STOCK 291525103 203 8768 SH SOLE 0 0 8768 ENERGEN CORP COMMON STOCK 29265N108 728 21867 SH SOLE 0 0 21867 ENERGIZER HLDGS INC COMMON STOCK 29266R108 1001 31877 SH SOLE 0 0 31877 ENERGY EAST CORP COMMON STOCK 29266M109 493 23741 SH SOLE 0 0 23741 ENGELHARD CORP COMMON STOCK 292845104 1266 51124 SH SOLE 0 0 51124 ENGINEERED SUPPORT SYS INC COMMON STOCK 292866100 421 10100 SH SOLE 0 0 10100 ENSCO INTL INC COMMON STOCK 26874Q100 655 24363 SH SOLE 0 0 24363 ENTERCOM COMMUNICATIONS CORP COMMON STOCK 293639100 411 8380 SH SOLE 0 0 8380 ENTERGY CORP (NEW) COMMON STOCK 29364G103 4919 93191 SH SOLE 0 0 93191 ENZO BIOCHEM INC COMMON STOCK 294100102 403 17822 SH SOLE 0 0 17822 EQUIFAX INC COMMON STOCK 294429105 1490 57303 SH SOLE 0 0 57303 EQUITABLE RESOURCES INC COMMON STOCK 294549100 414 10173 SH SOLE 0 0 10173 EQUITY OFFICE PPTYS TR COMMON STOCK 294741103 4441 164419 SH SOLE 0 0 164419 EQUITY RESIDENTIAL PPTYS TR COMMON STOCK 29476L107 2876 110844 SH SOLE 0 0 110844 ESS TECHNOLOGY INC COMMON STOCK 269151106 236 24176 SH SOLE 0 0 24176 ESSEX PPTY TR INC COMMON STOCK 297178105 755 13190 SH SOLE 0 0 13190 ESTERLINE TECHNOLOGIES CORP COMMON STOCK 297425100 228 13081 SH SOLE 0 0 13081 ETHAN ALLEN INTERIORS INC COMMON STOCK 297602104 817 23223 SH SOLE 0 0 23223 EVEREST RE GROUP LTD COMMON STOCK G3223R108 692 9047 SH SOLE 0 0 9047 EVERGREEN RESOURCES INC COMMON STOCK 299900308 662 12190 SH SOLE 0 0 12190 EXAR CORP COMMON STOCK 300645108 390 25016 SH SOLE 0 0 25016 EXELON CORPORATION COMMON STOCK 30161N101 8466 141552 SH SOLE 0 0 141552 EXPEDITORS INTL WASH INC COMMON STOCK 302130109 585 16990 SH SOLE 0 0 16990 EXPRESS SCRIPTS INC COMMON STOCK 302182100 1224 17897 SH SOLE 0 0 17897 EXTENDED STAY AMERICA INC COMMON STOCK 30224P101 206 15303 SH SOLE 0 0 15303 EXXON MOBIL CORP COMMON STOCK 30231G102 100071 2786720 SH SOLE 0 0 2786720 F.P.L. GROUP INC. COMMON STOCK 302571104 4991 74654 SH SOLE 0 0 74654 FACTSET RESEARCH SYSTEMS INC. COMMON STOCK 303075105 921 20917 SH SOLE 0 0 20917 FAIR ISAAC CORPORATION COMMON STOCK 303250104 396 7700 SH SOLE 0 0 7700 FAIRCHILD SEMICONDUCTOR INTL I COMMON STOCK 303726103 243 19026 SH SOLE 0 0 19026 FAMILY DOLLAR STORES COMMON STOCK 307000109 2671 70003 SH SOLE 0 0 70003 FASTENAL CO COMMON STOCK 311900104 422 12390 SH SOLE 0 0 12390 FED HM LN MTG CORP COMMON STOCK 313400301 14205 279796 SH SOLE 0 0 279796 FEDDERS CORP COMMON STOCK 313135501 57 18553 SH SOLE 0 0 18553 FEDERAL NATL MTGE ASSN. COMMON STOCK 313586109 27783 411969 SH SOLE 0 0 411969 FEDERATED DEPT STORES INC NEW COMMON STOCK 31410H101 2882 78217 SH SOLE 0 0 78217 FEDERATED INVESTORS INC CL B COMMON STOCK 314211103 1215 44300 SH SOLE 0 0 44300 FEDEX CORP COMMON STOCK 31428X106 7728 124585 SH SOLE 0 0 124585 FEI CO COMMON STOCK 30241L109 387 20600 SH SOLE 0 0 20600 FIDELITY NATL FINL INC COMMON STOCK 316326107 689 22415 SH SOLE 0 0 22415 FIFTH THIRD BANCORP COMMON STOCK 316773100 13417 233663 SH SOLE 0 0 233663 FILENET CORP COMMON STOCK 316869106 408 22660 SH SOLE 0 0 22660 FINANCIAL FED CORP COMMON STOCK 317492106 283 11605 SH SOLE 0 0 11605 FIRST AMERN FINL CORP CALIF COMMON STOCK 318522307 327 12400 SH SOLE 0 0 12400 FIRST BANCORP PUERTO RICO COMMON STOCK 318672102 687 25028 SH SOLE 0 0 25028 FIRST DATA CORP COMMON STOCK 319963104 12666 305656 SH SOLE 0 0 305656 FIRST HEALTH GROUP CORP COMMON STOCK 320960107 465 16822 SH SOLE 0 0 16822 FIRST MIDWEST BANCORP COMMON STOCK 320867104 842 29230 SH SOLE 0 0 29230 FIRST REP BK SAN FRANCISCO CAL COMMON STOCK 336158100 243 9148 SH SOLE 0 0 9148 FIRST TENNESSEE NATIONAL CORP COMMON STOCK 337162101 2257 51400 SH SOLE 0 0 51400 FIRST VIRGINIA BANK INC. COMMON STOCK 337477103 481 11165 SH SOLE 0 0 11165 FIRSTENERGY CORP COMMON STOCK 337932107 4899 127406 SH SOLE 0 0 127406 FIRSTFED FINL CORP DEL COMMON STOCK 337907109 375 10619 SH SOLE 0 0 10619 FIRSTMERIT CORP COMMON STOCK 337915102 314 13754 SH SOLE 0 0 13754 FISERV INC WIS COMMON STOCK 337738108 2804 78621 SH SOLE 0 0 78621 FLAGSTAR BANCORP INC COMMON STOCK 337930101 910 37200 SH SOLE 0 0 37200 FLEETBOSTON FINANCIAL CORP COMMON STOCK 339030108 13125 441756 SH SOLE 0 0 441756 FLEETWOOD ENTERPRISES COMMON STOCK 339099103 166 22445 SH SOLE 0 0 22445 FLIR SYS INC COMMON STOCK 302445101 656 21800 SH SOLE 0 0 21800 FLORIDA ROCK INDUSTRIES INC COMMON STOCK 341140101 739 17914 SH SOLE 0 0 17914 FLOWERS FOODS INC COMMON STOCK 343498101 557 28200 SH SOLE 0 0 28200 FLUOR CORP NEW COMMON STOCK 343412102 1114 33123 SH SOLE 0 0 33123 FMC TECHNOLOGIES INC COMMON STOCK 30249U101 287 13625 SH SOLE 0 0 13625 FOOTSTAR INC COMMON STOCK 344912100 164 12626 SH SOLE 0 0 12626 FORD MTR CO DEL COMMON STOCK 345370860 8817 802282 SH SOLE 0 0 802282 FOREST LABS INC COMMON STOCK 345838106 8172 149252 SH SOLE 0 0 149252 FORTUNE BRANDS COMMON STOCK 349631101 3087 59146 SH SOLE 0 0 59146 FORWARD AIR CORP COMMON STOCK 349853101 336 13297 SH SOLE 0 0 13297 FOSSIL INC COMMON STOCK 349882100 687 29079 SH SOLE 0 0 29079 FRANKLIN RESOURCES COMMON STOCK 354613101 4031 103176 SH SOLE 0 0 103176 FREDS INC COMMON STOCK 356108100 603 16100 SH SOLE 0 0 16100 FREEPORT-MCMORAN COPPER & GOCL COMMON STOCK 35671D857 1449 59154 SH SOLE 0 0 59154 FREMONT GEN CORP COMMON STOCK 357288109 649 47399 SH SOLE 0 0 47399 FRONTIER AIRLINES INC NEW COMMON STOCK 359065109 168 18578 SH SOLE 0 0 18578 FRONTIER OIL CORP COMMON STOCK 35914P105 248 16300 SH SOLE 0 0 16300 FULLER H B CO COM COMMON STOCK 359694106 392 17800 SH SOLE 0 0 17800 FURNITURE BRANDS INTL INC COMMON STOCK 360921100 237 9098 SH SOLE 0 0 9098 G & K SVCS INC COMMON STOCK 361268105 382 12990 SH SOLE 0 0 12990 GABLES RESIDENTIAL TR COMMON STOCK 362418105 466 15400 SH SOLE 0 0 15400 GALLAGHER ARTHUR J & CO COMMON STOCK 363576109 398 14649 SH SOLE 0 0 14649 GANNETT CO., INC. COMMON STOCK 364730101 8975 116844 SH SOLE 0 0 116844 GAP INC COMMON STOCK 364760108 6874 366399 SH SOLE 0 0 366399 GARDNER DENVER MACHY INC COMMON STOCK 365558105 205 10033 SH SOLE 0 0 10033 GARTNER GROUP INC. NEW CL B COMMON STOCK 366651206 97 12975 SH SOLE 0 0 12975 GATEWAY COMMON STOCK 367626108 481 131794 SH SOLE 0 0 131794 GBC BANCORP/CALIFORNIA COMMON STOCK 361475106 276 7212 SH SOLE 0 0 7212 GENCORP INC. COMMON STOCK 368682100 242 27187 SH SOLE 0 0 27187 GENERAL COMMUNITIES INC CL A COMMON STOCK 369385109 306 35007 SH SOLE 0 0 35007 GENERAL DYNAMICS CORP. COMMON STOCK 369550108 5822 80303 SH SOLE 0 0 80303 GENERAL ELECTRIC CO. COMMON STOCK 369604103 119537 4167964 SH SOLE 0 0 4167964 GENERAL MILLS COMMON STOCK 370334104 7497 158129 SH SOLE 0 0 158129 GENERAL MOTORS CORP. COMMON STOCK 370442105 8914 247614 SH SOLE 0 0 247614 GENESCO INC COMMON STOCK 371532102 241 13604 SH SOLE 0 0 13604 GENTEX CORP COMMON STOCK 371901109 750 24475 SH SOLE 0 0 24475 GENUINE PARTS CO. COMMON STOCK 372460105 2264 70732 SH SOLE 0 0 70732 GENZYME CORP COMMON STOCK 372917104 3676 87828 SH SOLE 0 0 87828 GEORGIA GULF CORP COMMON STOCK 373200203 402 20281 SH SOLE 0 0 20281 GEORGIA-PACIFIC CORP. COMMON STOCK 373298108 1929 101788 SH SOLE 0 0 101788 GERBER SCIENTIFIC INC COMMON STOCK 373730100 92 13804 SH SOLE 0 0 13804 GILEAD SCIENCES INC COMMON STOCK 375558103 1815 32666 SH SOLE 0 0 32666 GILLETTE CO. COMMON STOCK 375766102 13876 435539 SH SOLE 0 0 435539 GLENBOROUGH REALTY TRUST INC COMMON STOCK 37803P105 333 17400 SH SOLE 0 0 17400 GLOBAL IMAGING SYS INC COMMON STOCK 37934A100 307 13300 SH SOLE 0 0 13300 GLOBAL PMTS INC COMMON STOCK 37940X102 823 23175 SH SOLE 0 0 23175 GOLDEN WEST FINANCIAL COMMON STOCK 381317106 5057 63208 SH SOLE 0 0 63208 GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 16972 202650 SH SOLE 0 0 202650 GOODRICH B.F. COMMON STOCK 382388106 1003 47750 SH SOLE 0 0 47750 GOODYEAR TIRE & RUBBER CO. COMMON STOCK 382550101 374 71263 SH SOLE 0 0 71263 GOODYS FAMILY CLOTHING INC COMMON STOCK 382588101 175 20396 SH SOLE 0 0 20396 GRACO INC COMMON STOCK 384109104 917 28650 SH SOLE 0 0 28650 GRAINGER W.W. COMMON STOCK 384802104 2036 43538 SH SOLE 0 0 43538 GRANT PRIDECO INC COMMON STOCK 38821G101 232 19704 SH SOLE 0 0 19704 GREAT ATLANTIC PACIFIC TEA COMMON STOCK 390064103 212 24116 SH SOLE 0 0 24116 GREAT LAKES CHEM COMMON STOCK 390568103 415 20325 SH SOLE 0 0 20325 GREAT PLAINS ENERGY INC COMMON STOCK 391164100 327 11331 SH SOLE 0 0 11331 GREENPOINT FINL CORP COMMON STOCK 395384100 776 15235 SH SOLE 0 0 15235 GRIFFON CORP COMMON STOCK 398433102 327 20409 SH SOLE 0 0 20409 GROUP 1 AUTOMOTIVE INC COMMON STOCK 398905109 458 14118 SH SOLE 0 0 14118 GTECH HLDGS CORP COMMON STOCK 400518106 348 9248 SH SOLE 0 0 9248 GUIDANT CORP COMMON STOCK 401698105 5591 125942 SH SOLE 0 0 125942 GYMBOREE CORP COMMON STOCK 403777105 308 18375 SH SOLE 0 0 18375 H J HEINZ CO COMMON STOCK 423074103 4805 145694 SH SOLE 0 0 145694 HAEMONETICS CORP MASS COMMON STOCK 405024100 282 15089 SH SOLE 0 0 15089 HAIN CELESTIAL GROUP INC COMMON STOCK 405217100 341 21347 SH SOLE 0 0 21347 HALLIBURTON CO. COMMON STOCK 406216101 4091 177862 SH SOLE 0 0 177862 HANCOCK FABRICS INC COMMON STOCK 409900107 186 11529 SH SOLE 0 0 11529 HANCOCK JOHN FINL SVCS INC COMMON STOCK 41014S106 3861 125652 SH SOLE 0 0 125652 HANOVER COMPRESSOR CO COMMON STOCK 410768105 123 10858 SH SOLE 0 0 10858 HARLAND JOHN H. COMPANY COMMON STOCK 412693103 455 17382 SH SOLE 0 0 17382 HARLEY DAVIDSON INC. COMMON STOCK 412822108 4956 124333 SH SOLE 0 0 124333 HARMAN INTERNATIONAL COMMON STOCK 413086109 1598 20188 SH SOLE 0 0 20188 HARMONIC LIGHTWAVES INC COMMON STOCK 413160102 154 37792 SH SOLE 0 0 37792 HARRAHS ENTMT INC COMMON STOCK 413619107 1936 48106 SH SOLE 0 0 48106 HARRIS CORP COMMON STOCK 413875105 325 10809 SH SOLE 0 0 10809 HARSCO CORP COMMON STOCK 415864107 239 6629 SH SOLE 0 0 6629 HARTE-HANKS COMMUNICATIONS INC COMMON STOCK 416196103 273 14379 SH SOLE 0 0 14379 HARTFORD FINANCIAL SERVICE GOU COMMON STOCK 416515104 5741 113994 SH SOLE 0 0 113994 HASBRO BRADLEY INC COMMON STOCK 418056107 1230 70313 SH SOLE 0 0 70313 HAVERTY FURNITURE COS INC COMMON STOCK 419596101 240 13700 SH SOLE 0 0 13700 HAWIIAN ELECTRIC INDS COMMON STOCK 419870100 278 6070 SH SOLE 0 0 6070 HCA, INC COMMON STOCK 404119109 6670 208163 SH SOLE 0 0 208163 HCC INSURANCE HOLDINGS INC COMMON STOCK 404132102 302 10211 SH SOLE 0 0 10211 HEALTH MGMT ASSOC. CL A COMMON STOCK 421933102 1790 97029 SH SOLE 0 0 97029 HEALTH NET, INC COMMON STOCK 42222G108 622 18863 SH SOLE 0 0 18863 HEARTLAND EXPRESS INC COMMON STOCK 422347104 709 31314 SH SOLE 0 0 31314 HEIDRICK & STRUGGLES INTL COMMON STOCK 422819102 144 11383 SH SOLE 0 0 11383 HELIX TECHNOLOGY CORP COMMON STOCK 423319102 213 16305 SH SOLE 0 0 16305 HELMERICH & PAYNE COMMON STOCK 423452101 237 8123 SH SOLE 0 0 8123 HENRY (JACK) & ASSOCIATES INC COMMON STOCK 426281101 256 14326 SH SOLE 0 0 14326 HERCULES, INC. COMMON STOCK 427056106 535 54038 SH SOLE 0 0 54038 HERSHEY FOODS CORP. COMMON STOCK 427866108 3719 53389 SH SOLE 0 0 53389 HEWLETT-PACKARD CO. COMMON STOCK 428236103 27181 1276100 SH SOLE 0 0 1276100 HIBERNIA CORP COMMON STOCK 428656102 465 25611 SH SOLE 0 0 25611 HILB ROGAL & HAMILTON CO COMMON STOCK 431294107 726 21325 SH SOLE 0 0 21325 HILLENBRAND IND COMMON STOCK 431573104 643 12745 SH SOLE 0 0 12745 HILTON HOTELS CORP COMMON STOCK 432848109 1959 153178 SH SOLE 0 0 153178 HISPANIC BROADCASTING CORP COMMON STOCK 43357B104 453 17784 SH SOLE 0 0 17784 HOLOGIC INC COMMON STOCK 436440101 161 12333 SH SOLE 0 0 12333 HOME DEPOT INC COMMON STOCK 437076102 32292 975005 SH SOLE 0 0 975005 HON INDS INC COMMON STOCK 438092108 351 11524 SH SOLE 0 0 11524 HONEYWELL INTL INC COMMON STOCK 438516106 9565 356231 SH SOLE 0 0 356231 HOOPER HOLMES INC COMMON STOCK 439104100 261 40492 SH SOLE 0 0 40492 HORMEL FOODS CORP. COMMON STOCK 440452100 534 22542 SH SOLE 0 0 22542 HOSPITALITY PPTYS TR COMMON STOCK 44106M102 320 10245 SH SOLE 0 0 10245 HOT TOPIC INC COMMON STOCK 441339108 531 19704 SH SOLE 0 0 19704 HUBBELL INC CL B COMMON STOCK 443510201 320 9673 SH SOLE 0 0 9673 HUDSON UNITED BANCORP COMMON STOCK 444165104 954 27949 SH SOLE 0 0 27949 HUGHES SUPPLY INC COMMON STOCK 444482103 511 14732 SH SOLE 0 0 14732 HUMANA INC. COMMON STOCK 444859102 991 65609 SH SOLE 0 0 65609 HUNT J B TRANS SVCS INC COMMON STOCK 445658107 534 14006 SH SOLE 0 0 14006 HUNTINGTON BASHARES COMMON STOCK 446150104 1814 92982 SH SOLE 0 0 92982 HUTCHINSON TECHNOLOGY INC COMMON STOCK 448407106 530 16011 SH SOLE 0 0 16011 HYDRIL CO COMMON STOCK 448774109 387 14200 SH SOLE 0 0 14200 HYPERION SOLUTIONS CORP COMMON STOCK 44914M104 770 22824 SH SOLE 0 0 22824 I T T INDUSTRIES INC COMMON STOCK 450911102 2446 37359 SH SOLE 0 0 37359 ICN PHARMACEUTICALS INC NEW COMMON STOCK 448924100 228 13594 SH SOLE 0 0 13594 ICU MED INC COMMON STOCK 44930G107 267 8600 SH SOLE 0 0 8600 IDEC PHARMACEUTICALS CORP COMMON STOCK 449370105 859 25291 SH SOLE 0 0 25291 IDEX CORP COMMON STOCK 45167R104 738 20367 SH SOLE 0 0 20367 IDEXX LABS INC COMMON STOCK 45168D104 715 21447 SH SOLE 0 0 21447 IHOP CORP COMMON STOCK 449623107 426 13483 SH SOLE 0 0 13483 ILLINOIS TOOL WORKS COMMON STOCK 452308109 8243 125181 SH SOLE 0 0 125181 IMAGISTICS INTL INC COMMON STOCK 45247T104 276 10711 SH SOLE 0 0 10711 IMATION CORP COMMON STOCK 45245A107 221 5838 SH SOLE 0 0 5838 IMC GLOBAL INC COMMON STOCK 449669100 126 18704 SH SOLE 0 0 18704 IMPATH INC COMMON STOCK 45255G101 145 10290 SH SOLE 0 0 10290 IMS HEALTH INC COMMON STOCK 449934108 1778 98826 SH SOLE 0 0 98826 INAMED CORP COMMON STOCK 453235103 746 13976 SH SOLE 0 0 13976 INDEPENDENCE COMMUNITY BANK COMMON STOCK 453414104 253 8977 SH SOLE 0 0 8977 INDYMAC BANCORP, INC COMMON STOCK 456607100 229 9015 SH SOLE 0 0 9015 INFORMATION HLDGS INC COMMON STOCK 456727106 244 13397 SH SOLE 0 0 13397 INGERSOLL-RAND COMPANY LTD COMMON STOCK G4776G101 3264 68969 SH SOLE 0 0 68969 INPUT/OUTPUT INC COMMON STOCK 457652105 172 32043 SH SOLE 0 0 32043 INSIGHT ENTERPRISES INC COMMON STOCK 45765U103 289 28862 SH SOLE 0 0 28862 INSITUFORM TECHNOLOGIES INC COMMON STOCK 457667103 292 16589 SH SOLE 0 0 16589 INTEGRA LIFESCIENCES HLDGS COR COMMON STOCK 457985208 430 16300 SH SOLE 0 0 16300 INTEGRATED DEVICE TECHNOLOGY I COMMON STOCK 458118106 199 18009 SH SOLE 0 0 18009 INTEL CORP COMMON STOCK 458140100 57641 2769892 SH SOLE 0 0 2769892 INTER TEL INC COMMON STOCK 458372109 335 15647 SH SOLE 0 0 15647 INTERFACE INC COMMON STOCK 458665106 148 32136 SH SOLE 0 0 32136 INTERMAGNETICS GENERAL CORP COMMON STOCK 458771102 204 10308 SH SOLE 0 0 10308 INTERN'L BUSINESS MACHINES COR COMMON STOCK 459200101 60300 730909 SH SOLE 0 0 730909 INTERN'L FLAVORS & FRAGRANCES COMMON STOCK 459506101 1220 38202 SH SOLE 0 0 38202 INTERN'L PAPER CO. COMMON STOCK 460146103 7140 199834 SH SOLE 0 0 199834 INTERNATIONAL GAME TECHNOLOGY COMMON STOCK 459902102 3664 35803 SH SOLE 0 0 35803 INTERNATIONAL MULTIFOODS COMMON STOCK 460043102 276 12047 SH SOLE 0 0 12047 INTERNATIONAL RECTIFIER CORP COMMON STOCK 460254105 280 10458 SH SOLE 0 0 10458 INTERNATIONAL SPEEDWAY CORP COMMON STOCK 460335201 343 8675 SH SOLE 0 0 8675 INTERNET CORP COMMON STOCK 45881K104 55 15968 SH SOLE 0 0 15968 INTERPUBLIC GROUP COMMON STOCK 460690100 2121 158489 SH SOLE 0 0 158489 INTERSIL HLDG CORP COMMON STOCK 46069S109 593 22300 SH SOLE 0 0 22300 INTUIT INC COMMON STOCK 461202103 3726 83552 SH SOLE 0 0 83552 INVACARE CORP COMMON STOCK 461203101 639 19360 SH SOLE 0 0 19360 INVESTORS FINANCIAL SERVICES C COMMON STOCK 461915100 307 10566 SH SOLE 0 0 10566 INVISION TECHNOLOGIES INC COMMON STOCK 461851107 266 10800 SH SOLE 0 0 10800 IONICS INC COMMON STOCK 462218108 245 10969 SH SOLE 0 0 10969 IRWIN FINL CORP COMMON STOCK 464119106 453 17500 SH SOLE 0 0 17500 ISHARES TR COMMON STOCK 464287507 9379 97700 SH SOLE 0 0 97700 ISHARES TR COMMON STOCK 464287804 18750 171000 SH SOLE 0 0 171000 ITRON INC COMMON STOCK 465741106 274 12733 SH SOLE 0 0 12733 ITT EDL SVCS INC COMMON STOCK 45068B109 822 28094 SH SOLE 0 0 28094 IVAX CORP COMMON STOCK 465823102 568 31812 SH SOLE 0 0 31812 J P MORGAN CHASE & CO COMMON STOCK 46625H100 29450 861606 SH SOLE 0 0 861606 J. JILL GROUP INC COMMON STOCK 466189107 204 12200 SH SOLE 0 0 12200 JABIL CIRCUIT INC COMMON STOCK 466313103 1783 80701 SH SOLE 0 0 80701 JACK IN THE BOX COMMON STOCK 466367109 503 22566 SH SOLE 0 0 22566 JACOBS ENGR GROUP INC COMMON STOCK 469814107 381 9030 SH SOLE 0 0 9030 JAKKS PAC INC COMMON STOCK 47012E106 203 15333 SH SOLE 0 0 15333 JANUS CAP GROUP INC COMMON STOCK 47102X105 1595 97281 SH SOLE 0 0 97281 JDA SOFTWARE GROUP INC COMMON STOCK 46612K108 197 17800 SH SOLE 0 0 17800 JDS UNIPHASE COMMON STOCK 46612J101 2035 582051 SH SOLE 0 0 582051 JEFFERIES GROUP ONC COMMON STOCK 472319102 844 16961 SH SOLE 0 0 16961 JEFFERSON PILOT COMMON STOCK 475070108 2399 57851 SH SOLE 0 0 57851 JLG INDUSTRIES INC COMMON STOCK 466210101 183 26909 SH SOLE 0 0 26909 JO-ANN STORES INC CL A COMMON STOCK 47758P109 313 12383 SH SOLE 0 0 12383 JOHNSON & JOHNSON COMMON STOCK 478160104 64748 1252386 SH SOLE 0 0 1252386 JOHNSON CONTROLS, INC. COMMON STOCK 478366107 3115 36385 SH SOLE 0 0 36385 JONES APPAREL GROUP INC COMMON STOCK 480074103 1545 52793 SH SOLE 0 0 52793 K-SWISS INC COMMON STOCK 482686102 381 11040 SH SOLE 0 0 11040 KAMAN CORP COMMON STOCK 483548103 161 14111 SH SOLE 0 0 14111 KANSAS CITY SOUTHN INDS INC COMMON STOCK 485170302 464 38585 SH SOLE 0 0 38585 KAYDON CORP COMMON STOCK 486587108 393 18900 SH SOLE 0 0 18900 KB HOME. COMMON STOCK 48666K109 1570 25330 SH SOLE 0 0 25330 KEANE INC COMMON STOCK 486665102 157 11483 SH SOLE 0 0 11483 KELLOGG CO. COMMON STOCK 487836108 5696 165737 SH SOLE 0 0 165737 KELLWOOD COS COMMON STOCK 488044108 522 16515 SH SOLE 0 0 16515 KEMET CORP COMMON STOCK 488360108 142 14066 SH SOLE 0 0 14066 KERR MC GEE COMMON STOCK 492386107 1840 41063 SH SOLE 0 0 41063 KEY SPAN CORP COMMON STOCK 49337W100 2269 63994 SH SOLE 0 0 63994 KEYCORP NEW COMMON STOCK 493267108 4495 177876 SH SOLE 0 0 177876 KILROY RLTY CORP COMMON STOCK 49427F108 473 17203 SH SOLE 0 0 17203 KIMBERLY-CLARK CORP. COMMON STOCK 494368103 11134 213533 SH SOLE 0 0 213533 KINDER MORGAM COMMON STOCK 49455P101 2959 54142 SH SOLE 0 0 54142 KING PHARMACEUTICALS INC COMMON STOCK 495582108 1444 97823 SH SOLE 0 0 97823 KIRBY CORP COMMON STOCK 497266106 426 15090 SH SOLE 0 0 15090 KLA INSTRS CORP COMMON STOCK 482480100 3600 77478 SH SOLE 0 0 77478 KNIGHT TRANSN INC COMMON STOCK 499064103 581 23400 SH SOLE 0 0 23400 KNIGHT-RIDDER INC COMMON STOCK 499040103 2346 34032 SH SOLE 0 0 34032 KOHLS CORP COMMON STOCK 500255104 7088 137958 SH SOLE 0 0 137958 KOPIN CORP COMMON STOCK 500600101 267 43429 SH SOLE 0 0 43429 KRISPY KREME DOUGHNUTS INC COMMON STOCK 501014104 391 9500 SH SOLE 0 0 9500 KROGER CO COMMON STOCK 501044101 5370 321961 SH SOLE 0 0 321961 KROLL INC COMMON STOCK 501049100 678 25111 SH SOLE 0 0 25111 KRONOS INC COMMON STOCK 501052104 633 12445 SH SOLE 0 0 12445 KULICKE & SOFFA INDS INC COMMON STOCK 501242101 199 31101 SH SOLE 0 0 31101 K2 INC COMMON STOCK 482732104 206 16776 SH SOLE 0 0 16776 L S I LOGIC CORP COMMON STOCK 502161102 1081 152653 SH SOLE 0 0 152653 L-3 COMMUNICATIONS HLDGS INC COMMON STOCK 502424104 1104 25388 SH SOLE 0 0 25388 LA Z BOY CHAIR CO COMMON STOCK 505336107 784 35021 SH SOLE 0 0 35021 LABOR READY INC COMMON STOCK 505401208 180 25048 SH SOLE 0 0 25048 LABRANCHE & COMPANY COMMON STOCK 505447102 201 9723 SH SOLE 0 0 9723 LACLEDE GROUP INC COMMON STOCK 505597104 320 11947 SH SOLE 0 0 11947 LAM RESH CORP COMMON STOCK 512807108 376 20649 SH SOLE 0 0 20649 LANCASTER COLONY CORP COMMON STOCK 513847103 227 5879 SH SOLE 0 0 5879 LANCE INC COMMON STOCK 514606102 166 18132 SH SOLE 0 0 18132 LANDAMERICA FINL GROUP INC COMMON STOCK 514936103 552 11613 SH SOLE 0 0 11613 LANDRY'S RESTURANTS,INC. COMMON STOCK 51508L103 406 17197 SH SOLE 0 0 17197 LANDSTAR SYS INC COMMON STOCK 515098101 625 9998 SH SOLE 0 0 9998 LATTICE SEMICONDUCTOR CORP COMMON STOCK 518415104 152 18301 SH SOLE 0 0 18301 LEAR CORP COMMON STOCK 521865105 494 10725 SH SOLE 0 0 10725 LEE ENTERPRISES INC COMMON STOCK 523768109 270 7207 SH SOLE 0 0 7207 LEG & PLATT COMMON STOCK 524660107 1608 78441 SH SOLE 0 0 78441 LEGATO SYS INC COMMON STOCK 524651106 159 18939 SH SOLE 0 0 18939 LEGG MASON INC COMMON STOCK 524901105 690 10622 SH SOLE 0 0 10622 LEHMAN BROS HLDGS INC COMMON STOCK 524908100 7040 105890 SH SOLE 0 0 105890 LENNAR CORP COMMON STOCK 526057104 827 11570 SH SOLE 0 0 11570 LENNOX INTL INC COMMON STOCK 526107107 468 36384 SH SOLE 0 0 36384 LEUCADIA NATIONAL CORP COMMON STOCK 527288104 361 9713 SH SOLE 0 0 9713 LEXMARK INTL GROUP INC COMMON STOCK 529771107 4082 57673 SH SOLE 0 0 57673 LIBERTY PPTY TR COMMON STOCK 531172104 443 12800 SH SOLE 0 0 12800 LILLY (ELI) & CO. COMMON STOCK 532457108 31868 462062 SH SOLE 0 0 462062 LIMITED INC COMMON STOCK 532716107 3292 212416 SH SOLE 0 0 212416 LINCARE HLDGS INC COMMON STOCK 532791100 540 17071 SH SOLE 0 0 17071 LINCOLN NATIONAL CORP. COMMON STOCK 534187109 2574 72241 SH SOLE 0 0 72241 LINEAR TECHNOLOGY CORP COMMON STOCK 535678106 4722 145822 SH SOLE 0 0 145822 LINENS N THINGS INC COMMON STOCK 535679104 653 27645 SH SOLE 0 0 27645 LIZ CLAIBORNE COMMON STOCK 539320101 1605 45537 SH SOLE 0 0 45537 LOCKHEED MARTIN CORP COMMON STOCK 539830109 9456 198788 SH SOLE 0 0 198788 LOEWS CORP COMMON STOCK 540424108 3569 75462 SH SOLE 0 0 75462 LONE STAR STEAKHOUSE SALOON COMMON STOCK 542307103 286 12940 SH SOLE 0 0 12940 LONE STAR TECHNOLOGIES INC COMMON STOCK 542312103 377 17798 SH SOLE 0 0 17798 LOUISIANA PACIFIC CORP. COMMON STOCK 546347105 543 50052 SH SOLE 0 0 50052 LOWES COMPANIES COMMON STOCK 548661107 13629 317334 SH SOLE 0 0 317334 LUBRIZOL CORP. COMMON STOCK 549271104 266 8585 SH SOLE 0 0 8585 LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 3418 1683730 SH SOLE 0 0 1683730 LYONDELL PETROCST COMMON STOCK 552078107 355 26251 SH SOLE 0 0 26251 M & T BANK COMMON STOCK 55261F104 1636 19428 SH SOLE 0 0 19428 M B N A CORP COMMON STOCK 55262L100 11282 541365 SH SOLE 0 0 541365 MAC DERMID INC COMMON STOCK 554273102 534 20289 SH SOLE 0 0 20289 MACK-CALI REALTY COMMON STOCK 554489104 342 9400 SH SOLE 0 0 9400 MACROMEDIA INC COMMON STOCK 556100105 211 10064 SH SOLE 0 0 10064 MAF BANCORP INC COMMON STOCK 55261R108 542 14625 SH SOLE 0 0 14625 MAGNETEK INC COMMON STOCK 559424106 37 14648 SH SOLE 0 0 14648 MANADLAY RESORT COMMON STOCK 562567107 309 9697 SH SOLE 0 0 9697 MANHATTAN ASSOCS INC COMMON STOCK 562750109 476 18310 SH SOLE 0 0 18310 MANITOWOC INC COMMON STOCK 563571108 369 16557 SH SOLE 0 0 16557 MANOR CARE INC COMMON STOCK 564055101 916 36631 SH SOLE 0 0 36631 MANPOWER INC WIS COMMON STOCK 56418H100 467 12592 SH SOLE 0 0 12592 MARATHON OIL CORP COMMON STOCK 565849106 3516 133453 SH SOLE 0 0 133453 MARCUS CORP COMMON STOCK 566330106 276 18447 SH SOLE 0 0 18447 MARRIOTT INTL INC NEW COMMON STOCK 571903202 3627 94406 SH SOLE 0 0 94406 MARSH & MC LENNAN CO COMMON STOCK 571748102 11131 217954 SH SOLE 0 0 217954 MARSHALL & ILSLEY CORP COMMON STOCK 571834100 2819 92200 SH SOLE 0 0 92200 MARTIN MARIETTA MATLS INC COMMON STOCK 573284106 267 7939 SH SOLE 0 0 7939 MASCO CORP. COMMON STOCK 574599106 4692 196715 SH SOLE 0 0 196715 MASSEY ENERGY CORP COMMON STOCK 576206106 619 47106 SH SOLE 0 0 47106 MATTEL INC COMMON STOCK 577081102 3544 187318 SH SOLE 0 0 187318 MAVERICK TUBE CORP COMMON STOCK 577914104 502 26200 SH SOLE 0 0 26200 MAXIM INTEGRATED PRODS INC COMMON STOCK 57772K101 4503 132060 SH SOLE 0 0 132060 MAXIMUS INC COMMON STOCK 577933104 359 12995 SH SOLE 0 0 12995 MAY DEPARTMENT STORES CO. COMMON STOCK 577778103 2612 117358 SH SOLE 0 0 117358 MAYTAG CORP COMMON STOCK 578592107 778 31857 SH SOLE 0 0 31857 MBIA INC COMMON STOCK 55262C100 2858 58627 SH SOLE 0 0 58627 MCCORMICK & CO INC COMMON STOCK 579780206 1540 56600 SH SOLE 0 0 56600 MCDATA CORP CL A COMMON STOCK 580031201 340 23206 SH SOLE 0 0 23206 MCDERMOTT INTL INC COMMON STOCK 580037109 168 26592 SH SOLE 0 0 26592 MCDONALD'S CORP. COMMON STOCK 580135101 11504 521500 SH SOLE 0 0 521500 MCGRAW HILL COMPANIES INC. COMMON STOCK 580645109 5134 82806 SH SOLE 0 0 82806 MCKESSON CORPORATION COMMON STOCK 58155Q103 4211 117820 SH SOLE 0 0 117820 MDC HOLDINGS INC COMMON STOCK 552676108 865 17911 SH SOLE 0 0 17911 MDU RES GROUP INC COMMON STOCK 552690109 406 12114 SH SOLE 0 0 12114 MEAD INSTRUMENTS CORP COMMON STOCK 583062104 40 12355 SH SOLE 0 0 12355 MEADWESTVACO CORP COMMON STOCK 583334107 2013 81502 SH SOLE 0 0 81502 MEDIA GENERAL INC -CL A COMMON STOCK 584404107 219 3821 SH SOLE 0 0 3821 MEDICIS PHARMACEUTICAL CORP COMMON STOCK 584690309 967 17053 SH SOLE 0 0 17053 MEDIMMUNE INC COMMON STOCK 584699102 3965 109014 SH SOLE 0 0 109014 MEDTRONIC, INC. COMMON STOCK 585055106 24073 501829 SH SOLE 0 0 501829 MELLON FINANCIAL CORP COMMON STOCK 58551A108 4874 175628 SH SOLE 0 0 175628 MENS WEARHOUSE INC COMMON STOCK 587118100 541 24755 SH SOLE 0 0 24755 MENTOR CORP MINN COMMON STOCK 587188103 562 28984 SH SOLE 0 0 28984 MENTOR GRAPHICS CORP COMMON STOCK 587200106 214 14732 SH SOLE 0 0 14732 MERCANTILE BANKSHARES CORP COMMON STOCK 587405101 444 11277 SH SOLE 0 0 11277 MERCK & CO., INC. COMMON STOCK 589331107 57456 948908 SH SOLE 0 0 948908 MERCURY COMPUTER SYS INC COMMON STOCK 589378108 240 13197 SH SOLE 0 0 13197 MERCURY INTERACTIVE CORP COMMON STOCK 589405109 1345 34693 SH SOLE 0 0 34693 MEREDITH CORP COMMON STOCK 589433101 1331 30250 SH SOLE 0 0 30250 MERRILL LYNCH & CO., INC. COMMON STOCK 590188108 17679 378726 SH SOLE 0 0 378726 MESA AIR FROUP COMMON STOCK 590479101 156 19609 SH SOLE 0 0 19609 METHODE ELECTRS INC COMMON STOCK 591520200 244 22667 SH SOLE 0 0 22667 METLIFE INC COMMON STOCK 59156R108 9575 338089 SH SOLE 0 0 338089 METRO ONE TELECOMMUNICATIONS I COMMON STOCK 59163F105 79 15391 SH SOLE 0 0 15391 MGI PHARMA INC COMMON STOCK 552880106 408 15947 SH SOLE 0 0 15947 MGIC INVT CORP WIS COMMON STOCK 552848103 1873 40153 SH SOLE 0 0 40153 MICHAELS STORES INC COMMON STOCK 594087108 415 10900 SH SOLE 0 0 10900 MICREL INC COMMON STOCK 594793101 156 15001 SH SOLE 0 0 15001 MICROCHIP TECH INC COMMON STOCK 595017104 823 33258 SH SOLE 0 0 33258 MICRON TECHNOLOGY COMMON STOCK 595112103 2880 247668 SH SOLE 0 0 247668 MICROS SYS INC COMMON STOCK 594901100 359 10869 SH SOLE 0 0 10869 MICROSEMI CORP COMMON STOCK 595137100 287 18055 SH SOLE 0 0 18055 MICROSOFT CORP COMMON STOCK 594918104 115598 4508520 SH SOLE 0 0 4508520 MID ATLANTIC MED SVCS INC COMMON STOCK 59523C107 1529 29244 SH SOLE 0 0 29244 MIDWAY GAMES INC COMMON STOCK 598148104 105 29010 SH SOLE 0 0 29010 MILACRON INC. COMMON STOCK 598709103 103 21160 SH SOLE 0 0 21160 MILLENNIUM PHARMACEUTICALS INC COMMON STOCK 599902103 762 48419 SH SOLE 0 0 48419 MILLER HERMAN INC COMMON STOCK 600544100 238 11884 SH SOLE 0 0 11884 MILLIPORE CORP COMMON STOCK 601073109 877 19757 SH SOLE 0 0 19757 MIRANT CORP COMMON STOCK 604675108 477 164326 SH SOLE 0 0 164326 MOHAWK INDS INC COMMON STOCK 608190104 698 12562 SH SOLE 0 0 12562 MOLEX INC COMMON STOCK 608554101 2097 77741 SH SOLE 0 0 77741 MONACO COACH INC COMMON STOCK 60886R103 278 18125 SH SOLE 0 0 18125 MONSANTO CO NEW COMMON STOCK 61166W101 2891 133591 SH SOLE 0 0 133591 MONSTER WORLDWIDE INC COMMON STOCK 611742107 896 45415 SH SOLE 0 0 45415 MONY GROUP INC COMMON STOCK 615337102 207 7672 SH SOLE 0 0 7672 MOODYS CORP COMMON STOCK 615369105 3521 66793 SH SOLE 0 0 66793 MORGAN STANLEY, DEAN WITTER COMMON STOCK 617446448 19501 456163 SH SOLE 0 0 456163 MOTOROLA INC. COMMON STOCK 620076109 8886 942357 SH SOLE 0 0 942357 MOVIE GALLERY INC COMMON STOCK 624581104 376 20200 SH SOLE 0 0 20200 MPS GROUP INC COMMON STOCK 553409103 114 16499 SH SOLE 0 0 16499 MRO SOFTWARE, INC COMMON STOCK 55347W105 131 15254 SH SOLE 0 0 15254 MUELLER INDS INC COMMON STOCK 624756102 581 21424 SH SOLE 0 0 21424 MURPHY OIL CORP COMMON STOCK 626717102 787 14960 SH SOLE 0 0 14960 MYERS INDUSTRIES INC COMMON STOCK 628464109 178 18781 SH SOLE 0 0 18781 MYLAN LABORATORIES COMMON STOCK 628530107 1043 29997 SH SOLE 0 0 29997 NABORS INDUSTRIES LTD COMMON STOCK G6359F103 2732 69120 SH SOLE 0 0 69120 NATIONAL CITY CORP COMMON STOCK 635405103 8637 264033 SH SOLE 0 0 264033 NATIONAL FUEL GAS CO COMMON STOCK 636180101 344 13204 SH SOLE 0 0 13204 NATIONAL INSTRS CORP COMMON STOCK 636518102 318 8386 SH SOLE 0 0 8386 NATIONAL SEMICONDUCTOR COMMON STOCK 637640103 1463 74165 SH SOLE 0 0 74165 NATIONAL-OILWELL INC COMMON STOCK 637071101 301 13681 SH SOLE 0 0 13681 NATL COMMERCE FINANCIAL CORP COMMON STOCK 63545P104 739 33324 SH SOLE 0 0 33324 NAUTICA ENTERPRISES INC COMMON STOCK 639089101 276 21017 SH SOLE 0 0 21017 NAUTILUS GROUP INC COMMON STOCK 63910B102 252 20300 SH SOLE 0 0 20300 NAVISTAR INTL NEW COMMON STOCK 63934E108 905 27721 SH SOLE 0 0 27721 NBTY INC COMMON STOCK 628782104 875 41599 SH SOLE 0 0 41599 NCR CORP NEW COMMON STOCK 62886E108 995 38823 SH SOLE 0 0 38823 NDCHEALTH CORP COMMON STOCK 639480102 401 21828 SH SOLE 0 0 21828 NEIMAN MARCUS GROUP INC-CL A COMMON STOCK 640204202 284 7772 SH SOLE 0 0 7772 NETEGRITY INC COMMON STOCK 64110P107 129 21474 SH SOLE 0 0 21474 NETWORK APPLIANCE INC COMMON STOCK 64120L104 2219 137996 SH SOLE 0 0 137996 NETWORK EQUIP TECHNOLOGIES COMMON STOCK 641208103 119 14161 SH SOLE 0 0 14161 NETWORKS ASSOCS INC COMMON STOCK 640938106 323 25437 SH SOLE 0 0 25437 NEUBERGER BERMAN INC COMMON STOCK 641234109 457 11440 SH SOLE 0 0 11440 NEW CENTY FINL CORP COMMON STOCK 64352D101 652 15000 SH SOLE 0 0 15000 NEW ENGLAND BUSINESS SVC INC COMMON STOCK 643872104 245 8177 SH SOLE 0 0 8177 NEW JERSEY REOSURCES CORP COMMON STOCK 646025106 603 16989 SH SOLE 0 0 16989 NEW PLAN EXCEL RLTY TR INC COMMON STOCK 648053106 337 15801 SH SOLE 0 0 15801 NEW YORK COMMUNITY BANCORP, IN COMMON STOCK 649445103 1183 40663 SH SOLE 0 0 40663 NEW YORK TIMES CO COMMON STOCK 650111107 2795 61439 SH SOLE 0 0 61439 NEWELL RUBBERMAID INC. COMMON STOCK 651229106 3124 111562 SH SOLE 0 0 111562 NEWFIELD EXPL CO COMMON STOCK 651290108 1311 34909 SH SOLE 0 0 34909 NEWMONT MINING COMMON STOCK 651639106 5348 164764 SH SOLE 0 0 164764 NEXTEL COMMUNICATIONS, INC COMMON STOCK 65332V103 8482 469385 SH SOLE 0 0 469385 NICO GROUP INC COMMON STOCK 628858102 291 16200 SH SOLE 0 0 16200 NICOR INC COMMON STOCK 654086107 662 17849 SH SOLE 0 0 17849 NIKE INC CLASS B COMMON STOCK 654106103 5749 107484 SH SOLE 0 0 107484 NISOURCE INC. COMMON STOCK 65473P105 2028 106723 SH SOLE 0 0 106723 NOBLE CORPORATION CAYMAN ISLAN COMMON STOCK G65422100 1863 54318 SH SOLE 0 0 54318 NOBLE ENERGY INC COMMON STOCK 655044105 353 9334 SH SOLE 0 0 9334 NORDSTROM INC COMMON STOCK 655664100 1078 55205 SH SOLE 0 0 55205 NORFOLK SOUTHERN CORP. COMMON STOCK 655844108 3044 158555 SH SOLE 0 0 158555 NORTH FORK BANCORPORATION INC COMMON STOCK 659424105 2333 68500 SH SOLE 0 0 68500 NORTHEAST UTILITIES COMMON STOCK 664397106 363 21666 SH SOLE 0 0 21666 NORTHERN TRUST CORP COMMON STOCK 665859104 3730 89672 SH SOLE 0 0 89672 NORTHROP GRUMMAN CORP COMMON STOCK 666807102 6464 74909 SH SOLE 0 0 74909 NORTHWEST NAT GAS CO COMMON STOCK 667655104 439 16121 SH SOLE 0 0 16121 NORTHWESTERN CORP COMMON STOCK 668074107 47 23603 SH SOLE 0 0 23603 NOVELL INC COMMON STOCK 670006105 466 149839 SH SOLE 0 0 149839 NOVELLUS SYS INC COMMON STOCK 670008101 2236 61015 SH SOLE 0 0 61015 NOVEN PHARMACEUTICALS INC COMMON STOCK 670009109 143 14011 SH SOLE 0 0 14011 NSTAR COMMON STOCK 67019E107 395 8670 SH SOLE 0 0 8670 NUCOR CORPORATION COMMON STOCK 670346105 1556 31854 SH SOLE 0 0 31854 NUEVO ENERGY CO COMMON STOCK 670509108 209 12005 SH SOLE 0 0 12005 NUI HOLDING CO COMMON STOCK 629431107 156 10048 SH SOLE 0 0 10048 NVIDIA CORP COMMON STOCK 67066G104 1481 64642 SH SOLE 0 0 64642 NVR INC COMMON STOCK 62944T105 1863 4534 SH SOLE 0 0 4534 NYFIX INC COMMON STOCK 670712108 123 19460 SH SOLE 0 0 19460 O CHARLEYS INC COMMON STOCK 670823103 273 12670 SH SOLE 0 0 12670 OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 5275 157230 SH SOLE 0 0 157230 OCEANEERING INTL INC COMMON STOCK 675232102 384 15040 SH SOLE 0 0 15040 OFFICE DEPOT INC COMMON STOCK 676220106 1822 125557 SH SOLE 0 0 125557 OFFSHORE LOGISTICS INC COMMON STOCK 676255102 307 14104 SH SOLE 0 0 14104 OGE ENERGY CORP COMMON STOCK 670837103 276 12927 SH SOLE 0 0 12927 OLD REP INTL CORP COMMON STOCK 680223104 674 19679 SH SOLE 0 0 19679 OM GROUP INC COMMON STOCK 670872100 261 17750 SH SOLE 0 0 17750 OMNICARE INC COMMON STOCK 681904108 555 16411 SH SOLE 0 0 16411 OMNICOM GROUP COMMON STOCK 681919106 5504 76760 SH SOLE 0 0 76760 OMNOVA SOLUTIONS INC COMMON STOCK 682129101 101 24930 SH SOLE 0 0 24930 ON ASSIGNMENT INC COMMON STOCK 682159108 64 15818 SH SOLE 0 0 15818 ONEOK INC COMMON STOCK 682680103 319 16244 SH SOLE 0 0 16244 ORACLE CORPORATION COMMON STOCK 68389X105 26827 2233690 SH SOLE 0 0 2233690 OREILLY AUTOMOTIVE INC COMMON STOCK 686091109 1124 33572 SH SOLE 0 0 33572 ORTHODONTIC CTRS AMER INC COMMON STOCK 68750P103 252 31422 SH SOLE 0 0 31422 OSHKOSH TRUCK CORP COMMON STOCK 688239201 635 10705 SH SOLE 0 0 10705 OSTEOTECH INC COMMON STOCK 688582105 145 10655 SH SOLE 0 0 10655 OUTBACK STEAKHOUSE INC COMMON STOCK 689899102 480 12300 SH SOLE 0 0 12300 OVERTURE SERVICES INC COMMON STOCK 69039R100 189 10400 SH SOLE 0 0 10400 OWENS & MINOR INC HLDG NEW COMMON STOCK 690732102 470 21028 SH SOLE 0 0 21028 OXFORD HEALTH PLANS INC COMMON STOCK 691471106 571 13584 SH SOLE 0 0 13584 P F CHANGS CHINA BISTRO INC COMMON STOCK 69333Y108 779 15840 SH SOLE 0 0 15840 P P G INDUSTRIES, INC. COMMON STOCK 693506107 3529 69553 SH SOLE 0 0 69553 P P L RESOURCES INC COMMON STOCK 69351T106 3176 73860 SH SOLE 0 0 73860 PACCAR INC COMMON STOCK 693718108 3225 47599 SH SOLE 0 0 47599 PACIFIC SUNWEAR CALIF INC COMMON STOCK 694873100 757 31440 SH SOLE 0 0 31440 PACIFICARE HEALTH COMMON COMMON STOCK 695112102 418 8483 SH SOLE 0 0 8483 PACKAGING CORP AMER COMMON STOCK 695156109 314 17033 SH SOLE 0 0 17033 PACTIV CORP COMMON STOCK 695257105 1462 74180 SH SOLE 0 0 74180 PALL CORP COMMON STOCK 696429307 1124 49957 SH SOLE 0 0 49957 PANERA BREAD COMPANY-CL A COMMON STOCK 69840W108 744 18610 SH SOLE 0 0 18610 PAPA JOHNS INTL INC COMMON STOCK 698813102 315 11200 SH SOLE 0 0 11200 PARAMETRIC TECHNOLOGY CORP COMMON STOCK 699173100 325 107556 SH SOLE 0 0 107556 PAREXEL INTL CORP COMMON STOCK 699462107 224 16054 SH SOLE 0 0 16054 PARK ELECTROCHEMICAL CORP COMMON STOCK 700416209 246 12354 SH SOLE 0 0 12354 PARK PL ENTMT CORP COMMON STOCK 700690100 446 49018 SH SOLE 0 0 49018 PARKER HANNIFIN CORP. COMMON STOCK 701094104 2022 48161 SH SOLE 0 0 48161 PATINA OIL & GAS CORP COMMON STOCK 703224105 688 21390 SH SOLE 0 0 21390 PATTERSON DENTAL CO COMMON STOCK 703412106 506 11139 SH SOLE 0 0 11139 PATTERSON-UTI ENERGY INC COMMON STOCK 703481101 424 13096 SH SOLE 0 0 13096 PAXAR CORP COMMON STOCK 704227107 267 24308 SH SOLE 0 0 24308 PAYCHEX INC COMMON STOCK 704326107 4501 153151 SH SOLE 0 0 153151 PAYLESS SHOESOURCE INC COMMON STOCK 704379106 138 11021 SH SOLE 0 0 11021 PC-TEL INC COMMON STOCK 69325Q105 145 12261 SH SOLE 0 0 12261 PEABODY ENERGY CORP COMMON STOCK 704549104 289 8600 SH SOLE 0 0 8600 PEDIATRIX MED GROUP COMMON STOCK 705324101 526 14754 SH SOLE 0 0 14754 PEGASUS SYS INC COMMON STOCK 705906105 253 15511 SH SOLE 0 0 15511 PENNEY (J.C.) CO., INC. COMMON STOCK 708160106 2122 125927 SH SOLE 0 0 125927 PENTAIR INC COMMON STOCK 709631105 314 8048 SH SOLE 0 0 8048 PEOPLES ENERGY CORP COMMON STOCK 711030106 632 14743 SH SOLE 0 0 14743 PEOPLESOFT INC COMMON STOCK 712713106 2261 128754 SH SOLE 0 0 128754 PEP BOYS MANNY MOE&JCK COM COMMON STOCK 713278109 455 33650 SH SOLE 0 0 33650 PEPCO HLDGS INC COMMON STOCK 713291102 532 27785 SH SOLE 0 0 27785 PEPSI BOTTLING GROUP INC COMMON STOCK 713409100 2848 142236 SH SOLE 0 0 142236 PEPSIAMERICAS, INC COMMON STOCK 71343P200 375 29854 SH SOLE 0 0 29854 PEPSICO, INC. COMMON STOCK 713448108 32040 720006 SH SOLE 0 0 720006 PERFORMANCE FOOD GROUP CO COMMON STOCK 713755106 1055 28509 SH SOLE 0 0 28509 PERICOM SEMICONDUCTOR CORP COMMON STOCK 713831105 154 16061 SH SOLE 0 0 16061 PERKINELMER, INC COMMON STOCK 714046109 708 51262 SH SOLE 0 0 51262 PERRIGO CO COMMON STOCK 714290103 176 11247 SH SOLE 0 0 11247 PETSMART INC COMMON STOCK 716768106 792 47400 SH SOLE 0 0 47400 PFIZER, INC. COMMON STOCK 717081103 112367 3290407 SH SOLE 0 0 3290407 PG & E CORP. COMMON STOCK 69331C108 3601 170266 SH SOLE 0 0 170266 PHARMACEUTICAL PROD DEV INC COMMON STOCK 717124101 1003 34950 SH SOLE 0 0 34950 PHARMACEUTICAL RES INC COMMON STOCK 717125108 263 5400 SH SOLE 0 0 5400 PHELPS DODGE COMMON STOCK 717265102 1387 36170 SH SOLE 0 0 36170 PHILADELPHIA CONS HLDG CORP COMMON STOCK 717528103 548 13683 SH SOLE 0 0 13683 PHILADEPHIA SUBN CORP COMMON STOCK 718009608 271 11100 SH SOLE 0 0 11100 PHILLIPS VAN HEUSEN CORP COMMON STOCK 718592108 258 18953 SH SOLE 0 0 18953 PHOENIX TECHNOLOGIES INC COMMON STOCK 719153108 86 15161 SH SOLE 0 0 15161 PHOTON DYNAMICS INC COMMON STOCK 719364101 279 10055 SH SOLE 0 0 10055 PHOTRONICS INC COMMON STOCK 719405102 345 20050 SH SOLE 0 0 20050 PIEDMONT NATURAL GAS INC COMMON STOCK 720186105 811 20889 SH SOLE 0 0 20889 PIER 1 IMPORTS INC COMMON STOCK 720279108 298 14600 SH SOLE 0 0 14600 PINNACLE ENTERTAINMENT INC COMMON STOCK 723456109 110 16168 SH SOLE 0 0 16168 PINNACLE SYSTEMS INC COMMON STOCK 723481107 422 39473 SH SOLE 0 0 39473 PINNACLE WEST CAP CORP COMMON STOCK 723484101 1391 37149 SH SOLE 0 0 37149 PIONEER NAT RES CO COMMON STOCK 723787107 874 33498 SH SOLE 0 0 33498 PIONEER STANDARD ELECTRONICS I COMMON STOCK 723877106 169 19988 SH SOLE 0 0 19988 PITNEY BOWES INC. COMMON STOCK 724479100 3661 95307 SH SOLE 0 0 95307 PLAINS RESOURCES INC COMMON STOCK 726540503 210 14832 SH SOLE 0 0 14832 PLUM CREEK TIMBER CO INC COMMON STOCK 729251108 1930 74382 SH SOLE 0 0 74382 PMC-SIERRA INC COMMON STOCK 69344F106 808 68668 SH SOLE 0 0 68668 PMI GROUP INC COMMON STOCK 69344M101 390 14528 SH SOLE 0 0 14528 PNC FINANCIAL SERVICES GROUP. COMMON STOCK 693475105 5635 115453 SH SOLE 0 0 115453 POGO PRODUCING CO COMMON STOCK 730448107 504 11800 SH SOLE 0 0 11800 POLARIS INDS INC COMMON STOCK 731068102 842 13712 SH SOLE 0 0 13712 POLYCOM INC COMMON STOCK 73172K104 222 16047 SH SOLE 0 0 16047 POLYMEDICA CORP COMMON STOCK 731738100 354 7727 SH SOLE 0 0 7727 POLYONE CORP COMMON STOCK 73179P106 256 57431 SH SOLE 0 0 57431 POSSIS MED INC COMMON STOCK 737407106 149 11000 SH SOLE 0 0 11000 POWER INTEGRATIONS INC COMMON STOCK 739276103 443 18218 SH SOLE 0 0 18218 POWER-ONE INC COMMON STOCK 739308104 240 33642 SH SOLE 0 0 33642 POWERWAVE TECHNOLOGIES INC COMMON STOCK 739363109 66 10729 SH SOLE 0 0 10729 PRAXAIR INC COMMON STOCK 74005P104 4153 69106 SH SOLE 0 0 69106 PRE PAID LEGAL SVCS INC COMMON STOCK 740065107 274 11170 SH SOLE 0 0 11170 PRECISION CASTPARTS COMMON STOCK 740189105 269 8643 SH SOLE 0 0 8643 PRESIDENTIAL LIFE CORP COMMON STOCK 740884101 258 18319 SH SOLE 0 0 18319 PRG-SCHULTZ INTL INC COMMON STOCK 69357C107 229 38701 SH SOLE 0 0 38701 PRICE GROUP, INC COMMON STOCK 74144T108 1876 49657 SH SOLE 0 0 49657 PRIDE INTL INC DEL COMMON STOCK 74153Q102 511 27133 SH SOLE 0 0 27133 PRIME HOSPITALITY CORP COMMON STOCK 741917108 188 27960 SH SOLE 0 0 27960 PRINCIPLE FINANCIAL GROUP COMMON STOCK 74251V102 4738 146900 SH SOLE 0 0 146900 PRIORITY HEALTHCARE CORP COMMON STOCK 74264T102 507 27238 SH SOLE 0 0 27238 PROCTER & GAMBLE CO. COMMON STOCK 742718109 48457 543360 SH SOLE 0 0 543360 PROGRESS ENERGY, INC COMMON STOCK 743263105 4304 98038 SH SOLE 0 0 98038 PROGRESS SOFTWARE CORP COMMON STOCK 743312100 437 21060 SH SOLE 0 0 21060 PROGRESSIVE CORP COMMON STOCK 743315103 6475 88584 SH SOLE 0 0 88584 PROTECTIVE LIFE CORP COMMON STOCK 743674103 301 11256 SH SOLE 0 0 11256 PROTEIN DESIGN LABS INC COMMON STOCK 74369L103 215 15159 SH SOLE 0 0 15159 PROVIDENT BANCSHARES CORP COMMON STOCK 743859100 386 15306 SH SOLE 0 0 15306 PROVIDENT FINL GROUP INC COMMON STOCK 743866105 205 7952 SH SOLE 0 0 7952 PROVIDIAN FINL CORP COMMON STOCK 74406A102 1092 117939 SH SOLE 0 0 117939 PROVINCE HEALTHCARE CO COMMON STOCK 743977100 337 30461 SH SOLE 0 0 30461 PRUDENTIAL FINL INC COMMON STOCK 744320102 8335 247700 SH SOLE 0 0 247700 PUBLIC SERVICE ENTERPRISE GROU COMMON STOCK 744573106 3941 93267 SH SOLE 0 0 93267 PUGET ENERGY, INC COMMON STOCK 745310102 366 15337 SH SOLE 0 0 15337 PULTE CORP COMMON STOCK 745867101 1887 30601 SH SOLE 0 0 30601 QLOGIC CORP COMMON STOCK 747277101 2079 43093 SH SOLE 0 0 43093 QUALCOMM INC COMMON STOCK 747525103 12381 344479 SH SOLE 0 0 344479 QUANEX CORP COMMON STOCK 747620102 299 10048 SH SOLE 0 0 10048 QUANTA SVCS INC COMMON STOCK 74762E102 134 18911 SH SOLE 0 0 18911 QUANTUM CORP COMMON STOCK 747906204 114 28147 SH SOLE 0 0 28147 QUEST DIAGNOSTICS INC COMMON STOCK 74834L100 2737 42900 SH SOLE 0 0 42900 QUESTAR CORPORATION COMMON STOCK 748356102 452 13490 SH SOLE 0 0 13490 QUIKSILVER INC COMMON STOCK 74838C106 560 33936 SH SOLE 0 0 33936 QUINTILES TRANSNATIONAL CORP COMMON STOCK 748767100 681 48085 SH SOLE 0 0 48085 QWEST COMMUNICATIONS INTL INC COMMON STOCK 749121109 3298 689902 SH SOLE 0 0 689902 RADIAN GROUP INC COMMON STOCK 750236101 558 15215 SH SOLE 0 0 15215 RADIANT SYS INC COMMON STOCK 75025N102 118 17210 SH SOLE 0 0 17210 RADIOSHACK CORP COMMON STOCK 750438103 1803 68536 SH SOLE 0 0 68536 RADISYS CORP COMMON STOCK 750459109 148 11012 SH SOLE 0 0 11012 RAINBOW TECHNOLOGIES INC COMMON STOCK 750862104 141 16789 SH SOLE 0 0 16789 RALCORP HLDGS INC NEW COMMON STOCK 751028101 451 18060 SH SOLE 0 0 18060 RARE HOSPITALITY INTL INC COMMON STOCK 753820109 451 13890 SH SOLE 0 0 13890 RAYMOND JAMES FINL INC COMMON STOCK 754730109 1004 30378 SH SOLE 0 0 30378 RAYONIER INC COMMON STOCK 754907103 225 6822 SH SOLE 0 0 6822 RAYTHEON CO. NEW COMMON STOCK 755111507 5487 167091 SH SOLE 0 0 167091 READERS DIGEST ASSN INC COMMON STOCK 755267101 215 15930 SH SOLE 0 0 15930 REEBOK INT'L COMMON STOCK 758110100 809 24043 SH SOLE 0 0 24043 REGAL BELOIT CORP COMMON STOCK 758750103 300 15683 SH SOLE 0 0 15683 REGENERON PHARMACEUTICALS COMMON STOCK 75886F107 463 29401 SH SOLE 0 0 29401 REGIONS FINL CORP COMMON STOCK 758940100 3054 90415 SH SOLE 0 0 90415 REGIS CORP MINN COMMON STOCK 758932107 790 27205 SH SOLE 0 0 27205 RELIANCE STL & ALUM CO COMMON STOCK 759509102 412 19885 SH SOLE 0 0 19885 REMINTON OIL & GAS CORP COMMON STOCK 759594302 303 16511 SH SOLE 0 0 16511 RENAL CARE GROUP INC COMMON STOCK 759930100 1066 30266 SH SOLE 0 0 30266 REPUBLIC BANCORP INC COMMON STOCK 760282103 482 36000 SH SOLE 0 0 36000 REPUBLIC SVCS INC COMMON STOCK 760759100 592 26095 SH SOLE 0 0 26095 RESMED INC COMMON STOCK 761152107 817 20839 SH SOLE 0 0 20839 RESPIRONICS INC COMMON STOCK 761230101 785 21097 SH SOLE 0 0 21097 REYNOLDS & REYNOLDS CO COMMON STOCK 761695105 312 10912 SH SOLE 0 0 10912 REYNOLDS R J TOB HLDGS INC COMMON STOCK 76182K105 1280 34400 SH SOLE 0 0 34400 RF MICRO DEVICES INC COMMON STOCK 749941100 176 29752 SH SOLE 0 0 29752 RIGGS NATL CORP WASH D C COMMON STOCK 766570105 271 17825 SH SOLE 0 0 17825 RLI CORP COMMON STOCK 749607107 517 15714 SH SOLE 0 0 15714 ROADWAY EXPRESS INC DEL COMMON STOCK 769742107 355 12454 SH SOLE 0 0 12454 ROBERT HALF INTL INC COMMON STOCK 770323103 1309 69106 SH SOLE 0 0 69106 ROCK-TENN CO COMMON STOCK 772739207 366 21600 SH SOLE 0 0 21600 ROCKWELL AUTOMATION, INC. COMMON STOCK 773903109 1797 75368 SH SOLE 0 0 75368 ROCKWELL COLLINS COMMON STOCK 774341101 1783 72409 SH SOLE 0 0 72409 ROGERS CORP COMMON STOCK 775133101 332 9983 SH SOLE 0 0 9983 ROHM & HAAS CO. COMMON STOCK 775371107 2804 90371 SH SOLE 0 0 90371 ROPER INDUSTRIES INC COMMON STOCK 776696106 762 20474 SH SOLE 0 0 20474 ROSLYN BANCORP INC COMMON STOCK 778162107 270 12509 SH SOLE 0 0 12509 ROSS STORES INC COMMON STOCK 778296103 540 12564 SH SOLE 0 0 12564 ROTO-ROOTER INC NEW COMMON STOCK 778787101 236 6191 SH SOLE 0 0 6191 ROWAN COS INC COMMON STOCK 779382100 853 38084 SH SOLE 0 0 38084 ROXIO INC COMMON STOCK 780008108 95 14612 SH SOLE 0 0 14612 RPM INTERNATIONAL INC DELAWARE COMMON STOCK 749685103 446 32471 SH SOLE 0 0 32471 RTI INTERNATIONAL METALS COMMON STOCK 74973W107 141 12983 SH SOLE 0 0 12983 RUBY TUESDAY IN COMMON STOCK 781182100 257 10400 SH SOLE 0 0 10400 RUDOPLH TECHNOLOGIES INC COMMON STOCK 781270103 163 10228 SH SOLE 0 0 10228 RUSS BERRIE & CO INC COMMON STOCK 782233100 470 12869 SH SOLE 0 0 12869 RUSSELL CORP COMMON STOCK 782352108 384 20196 SH SOLE 0 0 20196 RYAN'S FA STEAK HSE COMMON STOCK 783519101 361 26358 SH SOLE 0 0 26358 RYDER SYSTEM INC. COMMON STOCK 783549108 652 25462 SH SOLE 0 0 25462 RYERSON TULL INC COMMON STOCK 78375P107 136 15504 SH SOLE 0 0 15504 RYLAND GROUP INC COMMON STOCK 783764103 1089 15696 SH SOLE 0 0 15696 S B C COMMUNICATIONS INC COMMON STOCK 78387G103 35254 1379804 SH SOLE 0 0 1379804 SABRE GROUP HLDGS INC COMMON STOCK 785905100 1437 58295 SH SOLE 0 0 58295 SAFECO CORP COMMON STOCK 786429100 1987 56318 SH SOLE 0 0 56318 SAFEWAY INC COMMON STOCK 786514208 3816 186503 SH SOLE 0 0 186503 SAINT JUDE MEDICAL INC COMMON STOCK 790849103 4210 73218 SH SOLE 0 0 73218 SAINT PAUL COMPANIES COMMON STOCK 792860108 3512 96186 SH SOLE 0 0 96186 SAKS INC. COMMON STOCK 79377W108 225 23200 SH SOLE 0 0 23200 SANDISK CORP COMMON STOCK 80004C101 461 11351 SH SOLE 0 0 11351 SANMINA CORP COMMON STOCK 800907107 1312 207526 SH SOLE 0 0 207526 SARA LEE CORP COMMON STOCK 803111103 6363 338286 SH SOLE 0 0 338286 SCANA CORP COMMON STOCK 80589M102 621 18117 SH SOLE 0 0 18117 SCHEIN HENRY INC COMMON STOCK 806407102 380 7233 SH SOLE 0 0 7233 SCHERING-PLOUGH CORP. COMMON STOCK 806605101 11118 597733 SH SOLE 0 0 597733 SCHOOL SPECIALTY INC COMMON STOCK 807863105 325 11519 SH SOLE 0 0 11519 SCHULMAN A INC. COMMON STOCK 808194104 296 18400 SH SOLE 0 0 18400 SCHWEITZER-MAUDUIT INTL INC COMMON STOCK 808541106 224 9269 SH SOLE 0 0 9269 SCIENTIFIC ATLANTA INC COMMON STOCK 808655104 1443 60535 SH SOLE 0 0 60535 SCOTTS CO COMMON STOCK 810186106 976 19725 SH SOLE 0 0 19725 SCP POOL CORP COMMON STOCK 784028102 506 14707 SH SOLE 0 0 14707 SEACOAST FINL SVCS CORP COMMON STOCK 81170Q106 310 15650 SH SOLE 0 0 15650 SEACOR HLDGS INC COMMON STOCK 811904101 448 12265 SH SOLE 0 0 12265 SEALED AIR CORP NEW COMMON STOCK 81211K100 1636 34329 SH SOLE 0 0 34329 SEARS, ROEBUCK & CO. COMMON STOCK 812387108 4205 124996 SH SOLE 0 0 124996 SEI INVTS CO COMMON STOCK 784117103 546 17079 SH SOLE 0 0 17079 SELECTIVE INSURANCE GROUP INC COMMON STOCK 816300107 421 16825 SH SOLE 0 0 16825 SEMPRA ENGERY COMMON STOCK 816851109 2507 87879 SH SOLE 0 0 87879 SEMTECH CORP COMMON STOCK 816850101 169 11885 SH SOLE 0 0 11885 SEPRACOR INC COMMON STOCK 817315104 246 13726 SH SOLE 0 0 13726 SERENA SOFTWARE INC COMMON STOCK 817492101 523 25300 SH SOLE 0 0 25300 SHAW GROUP INC COMMON STOCK 820280105 284 23559 SH SOLE 0 0 23559 SHERWIN-WILLIAMS CO. COMMON STOCK 824348106 1606 59764 SH SOLE 0 0 59764 SHOPKO STORES INC COMMON STOCK 824911101 236 18139 SH SOLE 0 0 18139 SHUFFLE MASTER INC COMMON STOCK 825549108 301 10300 SH SOLE 0 0 10300 SHURGARD STORAGE CTRS INC COMMON STOCK 82567D104 748 22599 SH SOLE 0 0 22599 SICOR INC COMMON STOCK 825846108 391 19200 SH SOLE 0 0 19200 SIEBEL SYS INC COMMON STOCK 826170102 1889 199224 SH SOLE 0 0 199224 SIERRA HEALTH SVCS INC COMMON STOCK 826322109 343 17168 SH SOLE 0 0 17168 SIERRA PAC RES NEW COMMON STOCK 826428104 113 19068 SH SOLE 0 0 19068 SIGMA ALDRICH CORP COMMON STOCK 826552101 1597 29401 SH SOLE 0 0 29401 SILICON LABORATORIES INC COMMON STOCK 826919102 213 8000 SH SOLE 0 0 8000 SIMON PROPERTY GROUP INC COMMON STOCK 828806109 3003 76950 SH SOLE 0 0 76950 SIMPSON MANUFACTURING CO INC COMMON STOCK 829073105 565 15440 SH SOLE 0 0 15440 SIX FLAGS, INC COMMON STOCK 83001P109 102 15090 SH SOLE 0 0 15090 SKYWEST INC COMMON STOCK 830879102 688 36050 SH SOLE 0 0 36050 SKYWORKS SOLUTIONS INC COMMON STOCK 83088M102 588 86816 SH SOLE 0 0 86816 SLM CORP COMMON STOCK 78442P106 7779 198588 SH SOLE 0 0 198588 SMITH (A O) CORP CL B COMMON STOCK 831865209 514 18243 SH SOLE 0 0 18243 SMITH INTL INC COMMON STOCK 832110100 610 16606 SH SOLE 0 0 16606 SMITHFIELD FOODS INC COMMON STOCK 832248108 409 17843 SH SOLE 0 0 17843 SMUCKER J M CO COMMON STOCK 832696405 325 8152 SH SOLE 0 0 8152 SNAP-ON,INC COMMON STOCK 833034101 688 23683 SH SOLE 0 0 23683 SOLA INTL INC COMMON STOCK 834092108 267 15347 SH SOLE 0 0 15347 SOLECTRON CORP COMMON STOCK 834182107 1263 337642 SH SOLE 0 0 337642 SONIC CORP COMMON STOCK 835451105 615 24229 SH SOLE 0 0 24229 SONOCO PRODUCTS COMMON STOCK 835495102 380 15802 SH SOLE 0 0 15802 SOURCECORP INC COMMON STOCK 836167106 222 10256 SH SOLE 0 0 10256 SOUTH FINANCIAL GROUP INC COMMON STOCK 837841105 677 29266 SH SOLE 0 0 29266 SOUTHERN CO. COMMON STOCK 842587107 9154 293777 SH SOLE 0 0 293777 SOUTHERN UNION CO COMMON STOCK 844030106 722 42633 SH SOLE 0 0 42633 SOUTHTRUST CORP COMMON STOCK 844730101 3737 138414 SH SOLE 0 0 138414 SOUTHWEST AIRLINES COMMON STOCK 844741108 5450 316886 SH SOLE 0 0 316886 SOUTHWEST BANCORPORATION TEX I COMMON STOCK 84476R109 691 21253 SH SOLE 0 0 21253 SOUTHWEST GAS CORP COMMON STOCK 844895102 447 21089 SH SOLE 0 0 21089 SOUTHWESTERN ENERGY CO COMMON STOCK 845467109 334 22261 SH SOLE 0 0 22261 SOVEREIGN BANCORP INC COMMON STOCK 845905108 666 42526 SH SOLE 0 0 42526 SPHERION CORP COMMON STOCK 848420105 258 37052 SH SOLE 0 0 37052 SPINNAKER EXPL CO COMMON STOCK 84855W109 545 20800 SH SOLE 0 0 20800 SPRINT CORP COMMON STOCK 852061506 2395 416448 SH SOLE 0 0 416448 SPRINT CORPORATION COMMON STOCK 852061100 5493 381485 SH SOLE 0 0 381485 SPS TECHNOLOGIES INC COMMON STOCK 784626103 217 8041 SH SOLE 0 0 8041 SPSS INC COMMON STOCK 78462K102 180 10838 SH SOLE 0 0 10838 SPX CORP COMMON STOCK 784635104 563 12778 SH SOLE 0 0 12778 ST MARY LD & EXPL CO COMMON STOCK 792228108 481 17618 SH SOLE 0 0 17618 STANCORP FINL GROUP INC COMMON STOCK 852891100 248 4749 SH SOLE 0 0 4749 STAND REGISTER CO COMMON STOCK 853887107 291 17668 SH SOLE 0 0 17668 STANDARD MICROSYSTEMS CORP COMMON STOCK 853626109 158 10498 SH SOLE 0 0 10498 STANDARD PACIFIC L.P.UDR COMMON STOCK 85375C101 671 20239 SH SOLE 0 0 20239 STANLEY WORKS COMMON STOCK 854616109 959 34753 SH SOLE 0 0 34753 STAPLES INC COMMON STOCK 855030102 3634 198037 SH SOLE 0 0 198037 STARBUCKS CORP COMMON STOCK 855244109 3901 158908 SH SOLE 0 0 158908 STARTEK INC COMMON STOCK 85569C107 236 8955 SH SOLE 0 0 8955 STARWOOD HOTELS & RESORTS WORL COMMON STOCK 85590A203 2332 81560 SH SOLE 0 0 81560 STATE STR CORP COMMON STOCK 857477103 5331 135303 SH SOLE 0 0 135303 STATEN IS BANCORP INC COMMON STOCK 857550107 728 37393 SH SOLE 0 0 37393 STEEL DYNAMICS INC COMMON STOCK 858119100 411 29837 SH SOLE 0 0 29837 STEIN MART INC COMMON STOCK 858375108 152 25959 SH SOLE 0 0 25959 STERICYCLE INC COMMON STOCK 858912108 257 6700 SH SOLE 0 0 6700 STERIS CORP COMMON STOCK 859152100 473 20468 SH SOLE 0 0 20468 STERLING BANCSHARES INC COMMON STOCK 858907108 357 27518 SH SOLE 0 0 27518 STEWART & STEVENSON SVCS INC COMMON STOCK 860342104 280 17800 SH SOLE 0 0 17800 STEWART INFORMATION SVCS CORP COMMON STOCK 860372101 310 11116 SH SOLE 0 0 11116 STILLWATER MNG CO COMMON STOCK 86074Q102 141 27413 SH SOLE 0 0 27413 STONE ENERGY CORP COMMON STOCK 861642106 693 16539 SH SOLE 0 0 16539 STORAGE TECH NEW COMMON STOCK 862111200 457 17770 SH SOLE 0 0 17770 STRIDE RITE CORP COMMON STOCK 863314100 245 24566 SH SOLE 0 0 24566 STRYKER CORP COMMON STOCK 863667101 6304 90872 SH SOLE 0 0 90872 STURM RUGER & CO INC COMMON STOCK 864159108 168 16796 SH SOLE 0 0 16796 SUN MICROSYSTEMS COMMON STOCK 866810104 6112 1314408 SH SOLE 0 0 1314408 SUN TRUST BANKS COMMON STOCK 867914103 6919 116599 SH SOLE 0 0 116599 SUNGARD DATA COMMON STOCK 867363103 2996 115640 SH SOLE 0 0 115640 SUNOCO INC. COMMON STOCK 86764P109 1425 37769 SH SOLE 0 0 37769 SUNRISE ASSISTED LIVING INC COMMON STOCK 86768K106 312 13954 SH SOLE 0 0 13954 SUPERVALU INC COMMON STOCK 868536103 1159 54374 SH SOLE 0 0 54374 SURMODICS INC COMMON STOCK 868873100 333 10905 SH SOLE 0 0 10905 SUSQUEHANNA BANCSHARES INC COMMON STOCK 869099101 579 24819 SH SOLE 0 0 24819 SWIFT ENERGY CO COMMON STOCK 870738101 188 17054 SH SOLE 0 0 17054 SWIFT TRNSPRT INC COMMON STOCK 870756103 261 14010 SH SOLE 0 0 14010 SWS GROUP INC COMMON STOCK 78503N107 215 10655 SH SOLE 0 0 10655 SYBASE INC COMMON STOCK 871130100 213 15309 SH SOLE 0 0 15309 SYBRON DENTAL SPECIALTIES INCO COMMON STOCK 871142105 564 23895 SH SOLE 0 0 23895 SYMANTEC CORP COMMON STOCK 871503108 2639 60100 SH SOLE 0 0 60100 SYMBOL TECHNOLOGIES INC COMMON STOCK 871508107 1220 93769 SH SOLE 0 0 93769 SYMMETRICOM INC COMMON STOCK 871543104 116 26311 SH SOLE 0 0 26311 SYNOPSYS INC COMMON STOCK 871607107 755 12187 SH SOLE 0 0 12187 SYNOVUS FINL CORP COMMON STOCK 87161C105 2655 123502 SH SOLE 0 0 123502 SYSCO CORP COMMON STOCK 871829107 7941 264340 SH SOLE 0 0 264340 SYSTEMS & COMPUTER TECHNOLOGY COMMON STOCK 871873105 185 21003 SH SOLE 0 0 21003 T J X COMPANIES INC NEW COMMON STOCK 872540109 3911 207616 SH SOLE 0 0 207616 TAKE-TWO INTERACTIVE SOFTWARE COMMON STOCK 874054109 738 26073 SH SOLE 0 0 26073 TARGET CORP COMMON STOCK 87612E106 14027 370680 SH SOLE 0 0 370680 TBC CORP COMMON STOCK 872180104 255 13386 SH SOLE 0 0 13386 TCF FINANCIAL CORP COMMON STOCK 872275102 470 11808 SH SOLE 0 0 11808 TECH DATA CORP COMMON STOCK 878237106 246 9209 SH SOLE 0 0 9209 TECHNE CORP COMMON STOCK 878377100 776 25573 SH SOLE 0 0 25573 TECHNITROL INC COMMON STOCK 878555101 378 25147 SH SOLE 0 0 25147 TECO ENERGY INC COMMON STOCK 872375100 860 71753 SH SOLE 0 0 71753 TEKTRONIX INC. COMMON STOCK 879131100 744 34425 SH SOLE 0 0 34425 TELEDYNE TECHNOLOGIES INC COMMON STOCK 879360105 263 20092 SH SOLE 0 0 20092 TELEFLEX INC COMMON STOCK 879369106 273 6412 SH SOLE 0 0 6412 TELEPHONE & DATA SYS INC COMMON STOCK 879433100 466 9371 SH SOLE 0 0 9371 TELLABS INC COMMON STOCK 879664100 1100 167667 SH SOLE 0 0 167667 TEMPLE INLAND INC. COMMON STOCK 879868107 942 21955 SH SOLE 0 0 21955 TENET HEALTHCARE CORPORATION COMMON STOCK 88033G100 2211 189808 SH SOLE 0 0 189808 TERADYNE INC COMMON STOCK 880770102 1301 75163 SH SOLE 0 0 75163 TETRA TECH INC NEW COMMON STOCK 88162G103 582 33437 SH SOLE 0 0 33437 TETRA TECHNOLOGIES INC COMMON STOCK 88162F105 268 9055 SH SOLE 0 0 9055 TEXAS INDUSTRIES INC COMMON STOCK 882491103 314 13183 SH SOLE 0 0 13183 TEXAS INSTRUMENTS INC. COMMON STOCK 882508104 12640 718166 SH SOLE 0 0 718166 TEXTRON INCORPORATED COMMON STOCK 883203101 2146 54988 SH SOLE 0 0 54988 THE CHARLES SCHWAB CORPORATION COMMON STOCK 808513105 5545 549535 SH SOLE 0 0 549535 THE STEAK N SHAKE COMPANY COMMON STOCK 857873103 257 16877 SH SOLE 0 0 16877 THERAGENICS CORP COMMON STOCK 883375107 80 18646 SH SOLE 0 0 18646 THERMO ELECTRON CP COMMON STOCK 883556102 1382 65748 SH SOLE 0 0 65748 THOMAS & BETTS CORP. COMMON STOCK 884315102 342 23686 SH SOLE 0 0 23686 THOMAS INDUSTRIES INC. COMMON STOCK 884425109 291 10776 SH SOLE 0 0 10776 THOR INDUSTRIES INC COMMON STOCK 885160101 731 17902 SH SOLE 0 0 17902 THQ INC COMMON STOCK 872443403 432 23982 SH SOLE 0 0 23982 THREE-FIVE SYS INC COMMON STOCK 88554L108 92 13290 SH SOLE 0 0 13290 TIDEWATER INC COMMON STOCK 886423102 291 9908 SH SOLE 0 0 9908 TIFFANY & CO NEW COMMON STOCK 886547108 1930 59069 SH SOLE 0 0 59069 TIMBERLAND CO COMMON STOCK 887100105 312 5911 SH SOLE 0 0 5911 TIMKEN CO COMMON STOCK 887389104 937 53507 SH SOLE 0 0 53507 TITAN CORP COMMON STOCK 888266103 132 12871 SH SOLE 0 0 12871 TOLL BROS INC COMMON STOCK 889478103 323 11400 SH SOLE 0 0 11400 TOM BROWN INC COMMON STOCK 115660201 687 24716 SH SOLE 0 0 24716 TOO INC COMMON STOCK 890333107 435 21481 SH SOLE 0 0 21481 TOOTSIE ROLL INDS INC COMMON STOCK 890516107 260 8521 SH SOLE 0 0 8521 TORCHMARK CORP COMMON STOCK 891027104 1761 47270 SH SOLE 0 0 47270 TORO CO COMMON STOCK 891092108 611 15368 SH SOLE 0 0 15368 TOWER AUTOMOTIVE INC COMMON STOCK 891707101 129 35217 SH SOLE 0 0 35217 TOYS R USINC COMMON STOCK 892335100 1050 86667 SH SOLE 0 0 86667 TRACTOR SUPPLY CO COMMON STOCK 892356106 549 11600 SH SOLE 0 0 11600 TRANSOCEAN, INC COMMON STOCK G90078109 2856 129992 SH SOLE 0 0 129992 TRAVELERS PPTY CAS CORP NEW COMMON STOCK 89420G406 7190 455900 SH SOLE 0 0 455900 TREDEGAR INDS INC COMMON STOCK 894650100 358 23902 SH SOLE 0 0 23902 TRIAD HOSPS INC COMMON STOCK 89579K109 304 12258 SH SOLE 0 0 12258 TRIARC COS INC COMMON STOCK 895927101 395 13176 SH SOLE 0 0 13176 TRIBUNE CO COMMON STOCK 896047107 6303 130489 SH SOLE 0 0 130489 TRIMBLE NAVIGATION LTD COMMON STOCK 896239100 457 19861 SH SOLE 0 0 19861 TRINITY IND INC COMMON STOCK 896522109 206 11106 SH SOLE 0 0 11106 TRIQUINT SEMICONDUCTOR INC COMMON STOCK 89674K103 89 21703 SH SOLE 0 0 21703 TRIUMPH GROUP INC NEW COMMON STOCK 896818101 279 9920 SH SOLE 0 0 9920 TRUSTCO BANK CORP NY COMMON STOCK 898349105 515 46592 SH SOLE 0 0 46592 TUPPERWARE CORP COMMON STOCK 899896104 340 23663 SH SOLE 0 0 23663 TXU CORP COMMON STOCK 873168108 3002 133724 SH SOLE 0 0 133724 TYCO INTL LTD NEW COMMON STOCK 902124106 16607 874959 SH SOLE 0 0 874959 TYSON FOOD INC COMMON STOCK 902494103 607 57172 SH SOLE 0 0 57172 U S T INC COMMON STOCK 902911106 2382 67986 SH SOLE 0 0 67986 UCBH HLDGS INC COMMON STOCK 90262T308 760 26494 SH SOLE 0 0 26494 UGI CORP NEW COMMON STOCK 902681105 837 26419 SH SOLE 0 0 26419 UICI COMMON STOCK 902737105 440 29220 SH SOLE 0 0 29220 UIL HLDG CORP COMMON STOCK 902748102 367 9062 SH SOLE 0 0 9062 ULTRATECH STEPPER INC COMMON STOCK 904034105 264 14254 SH SOLE 0 0 14254 UNION PACIFIC CORP. COMMON STOCK 907818108 6087 104907 SH SOLE 0 0 104907 UNION PLANTERS CORP COMMON STOCK 908068109 2508 80824 SH SOLE 0 0 80824 UNISOURCE ENERGY CORP COMMON STOCK 909205106 395 21010 SH SOLE 0 0 21010 UNISYS CORP COMMON STOCK 909214108 1637 133317 SH SOLE 0 0 133317 UNIT CORP COMMON STOCK 909218109 571 27290 SH SOLE 0 0 27290 UNITED BANSHARES INC COMMON STOCK 909907107 748 26120 SH SOLE 0 0 26120 UNITED DOMINION RLTY TR INC COMMON STOCK 910197102 315 18300 SH SOLE 0 0 18300 UNITED NAT FOODS INC COMMON STOCK 911163103 341 12040 SH SOLE 0 0 12040 UNITED PARCEL SERVICE INC COMMON STOCK 911312106 30201 474118 SH SOLE 0 0 474118 UNITED RENTALS INC COMMON STOCK 911363109 174 12541 SH SOLE 0 0 12541 UNITED STATIONERS COMMON STOCK 913004107 739 20624 SH SOLE 0 0 20624 UNITED STS STL CORP NEW COMMON STOCK 912909108 890 54353 SH SOLE 0 0 54353 UNITED TECHNOLOGIES CORP. COMMON STOCK 913017109 13995 197582 SH SOLE 0 0 197582 UNITEDHEALTH GROUP, INC COMMON STOCK 91324P102 13085 260392 SH SOLE 0 0 260392 UNITRON INC COMMON STOCK 913275103 299 11030 SH SOLE 0 0 11030 UNIVERSAL FASTENERS PRODUCTS I COMMON STOCK 913543104 232 11061 SH SOLE 0 0 11061 UNIVERSAL HEALTH SVCS INC COMMON STOCK 913903100 495 12502 SH SOLE 0 0 12502 UNIVISION COMMUNICATIONS INC COMMON STOCK 914906102 2837 93334 SH SOLE 0 0 93334 UNOCAL CORP COMMON STOCK 915289102 3014 105057 SH SOLE 0 0 105057 UNUMPROVIDENT CORP COMMON STOCK 91529Y106 1787 133293 SH SOLE 0 0 133293 URBAN OUTFITTERS INC COMMON STOCK 917047102 439 12200 SH SOLE 0 0 12200 URS CORP NEW COMMON STOCK 903236107 398 20433 SH SOLE 0 0 20433 US BANCORP DEL NEW COMMON STOCK 902973304 19659 802422 SH SOLE 0 0 802422 US ONCOLOGY COMMON STOCK 90338W103 419 56682 SH SOLE 0 0 56682 USF CORP COMMON STOCK 91729Q101 455 16882 SH SOLE 0 0 16882 V.F. CORP. COMMON STOCK 918204108 1539 45319 SH SOLE 0 0 45319 VALASSIS COMMUNICATIONS INC COMMON STOCK 918866104 290 11279 SH SOLE 0 0 11279 VALERO REFNG & MARKETING CO COMMON STOCK 91913Y100 678 18662 SH SOLE 0 0 18662 VALMONT INDS INC COMMON STOCK 920253101 291 14961 SH SOLE 0 0 14961 VALSPAR CORP COMMON STOCK 920355104 346 8206 SH SOLE 0 0 8206 VARCO INTL INC DEL COMMON STOCK 922122106 310 15808 SH SOLE 0 0 15808 VARIAN MED SYS INC COMMON STOCK 92220P105 645 11200 SH SOLE 0 0 11200 VARIAN SEMICONDUCTOR EQUIPTMEN COMMON STOCK 922207105 637 21396 SH SOLE 0 0 21396 VECTRON CORP COMMON STOCK 92240G101 279 11137 SH SOLE 0 0 11137 VEECO INSTRS INC DEL COMMON STOCK 922417100 312 18332 SH SOLE 0 0 18332 VERITAS DGC INC COMMON STOCK 92343P107 240 20867 SH SOLE 0 0 20867 VERITAS SOFTWARE CO COMMON STOCK 923436109 4864 168770 SH SOLE 0 0 168770 VERITY INC COMMON STOCK 92343C106 293 23065 SH SOLE 0 0 23065 VERIZON COMMUNICATIONS, INC COMMON STOCK 92343V104 45029 1141418 SH SOLE 0 0 1141418 VERTEX PHARMACEUTICALS INC COMMON STOCK 92532F100 182 12421 SH SOLE 0 0 12421 VIACOM INC-CL B COMMON STOCK 925524308 32709 749183 SH SOLE 0 0 749183 VIAD CORP COMMON STOCK 92552R109 323 14422 SH SOLE 0 0 14422 VIASAT INC COMMON STOCK 92552V100 235 16354 SH SOLE 0 0 16354 VIASYS HEALTHCARE INC COMMON STOCK 92553Q209 422 20382 SH SOLE 0 0 20382 VICOR CORP COMMON STOCK 925815102 253 26080 SH SOLE 0 0 26080 VINTAGE PETE INC COMMON STOCK 927460105 451 39963 SH SOLE 0 0 39963 VISHAY INTERTECHNOLOGY INC COMMON STOCK 928298108 343 26018 SH SOLE 0 0 26018 VISTEON CORP COMMON STOCK 92839U107 365 53110 SH SOLE 0 0 53110 VITAL SIGNS INC COMMON STOCK 928469105 212 8148 SH SOLE 0 0 8148 VULCAN MATERIAL COMMON STOCK 929160109 1531 41304 SH SOLE 0 0 41304 W-H ENERGY SVCS INC COMMON STOCK 92925E108 331 16900 SH SOLE 0 0 16900 WABASH NATL CORP COMMON STOCK 929566107 225 16032 SH SOLE 0 0 16032 WACHOVIA CORP 2ND NEW COM COMMON STOCK 929903102 22825 571189 SH SOLE 0 0 571189 WADDELL & REED FINL INC COMMON STOCK 930059100 344 13414 SH SOLE 0 0 13414 WAL-MART STORES, INC. COMMON STOCK 931142103 98459 1834530 SH SOLE 0 0 1834530 WALGREEN CO. COMMON STOCK 931422109 12556 417147 SH SOLE 0 0 417147 WASHINGTON FED INC COMMON STOCK 938824109 1009 43555 SH SOLE 0 0 43555 WASHINGTON MUTUAL INC COMMON STOCK 939322103 16701 404378 SH SOLE 0 0 404378 WASHINGTON POST COMMON STOCK 939640108 1154 1575 SH SOLE 0 0 1575 WASTE CONNECTIONS INC COMMON STOCK 941053100 621 17710 SH SOLE 0 0 17710 WASTE MANAGEMENT COMMON STOCK 94106L109 5798 240698 SH SOLE 0 0 240698 WATERS CORP COMMON STOCK 941848103 1472 50541 SH SOLE 0 0 50541 WATSCO INC COMMON STOCK 942622200 269 16220 SH SOLE 0 0 16220 WATSON PHARMACEUTICALS INC COMMON STOCK 942683103 1758 43548 SH SOLE 0 0 43548 WATSON WYATT & CO HLDGS COMMON STOCK 942712100 478 20600 SH SOLE 0 0 20600 WATTS INDS CLASS A COMMON STOCK 942749102 303 16996 SH SOLE 0 0 16996 WAYPOINT FINL CORP COMMON STOCK 946756103 369 20400 SH SOLE 0 0 20400 WD 40 CO COMMON STOCK 929236107 297 10433 SH SOLE 0 0 10433 WEATHERFORD INT'L LTD. COM COMMON STOCK G95089101 826 19702 SH SOLE 0 0 19702 WEBSENSE INC COMMON STOCK 947684106 215 13700 SH SOLE 0 0 13700 WEBSTER FINL CORP WATERBURY CO COMMON STOCK 947890109 280 7402 SH SOLE 0 0 7402 WELLMAN INC COMMON STOCK 949702104 223 19926 SH SOLE 0 0 19926 WELLPOINT HEALTH NETWORK INC COMMON STOCK 94973H108 5111 60634 SH SOLE 0 0 60634 WELLS FARGO & CO COMMON STOCK 949746101 35370 701794 SH SOLE 0 0 701794 WENDYS INTL INC COMMON STOCK 950590109 1338 46199 SH SOLE 0 0 46199 WERNER ENTERPRISES INC COMMON STOCK 950755108 220 10400 SH SOLE 0 0 10400 WESTAMERICA BANCORPORATION COMMON STOCK 957090103 234 5434 SH SOLE 0 0 5434 WESTAR ENERGY INC COMMON STOCK 95709T100 203 12481 SH SOLE 0 0 12481 WESTERN GAS RESOURCES INC COMMON STOCK 958259103 214 5400 SH SOLE 0 0 5400 WESTWOOD ONE INC COMMON STOCK 961815107 569 16762 SH SOLE 0 0 16762 WET SEAL INC COMMON STOCK 961840105 195 18491 SH SOLE 0 0 18491 WEYERHAEUSER CO. COMMON STOCK 962166104 4814 89152 SH SOLE 0 0 89152 WGL HLDGS INC COMMON STOCK 92924F106 211 7889 SH SOLE 0 0 7889 WHIRLPOOL CORP. COMMON STOCK 963320106 1776 27888 SH SOLE 0 0 27888 WHITNEY HOLDING COR COMMON STOCK 966612103 804 25126 SH SOLE 0 0 25126 WHOLE FOODS MKT INC COMMON STOCK 966837106 461 9700 SH SOLE 0 0 9700 WILLIAMS COS COMMON STOCK 969457100 1664 210643 SH SOLE 0 0 210643 WILLIAMS SONOMA INC COMMON STOCK 969904101 549 18786 SH SOLE 0 0 18786 WILMINGTON TRUST CORP COMMON STOCK 971807102 314 10696 SH SOLE 0 0 10696 WIND RIVER SYSTEM INC. COMMON STOCK 973149107 49 12974 SH SOLE 0 0 12974 WINN DIXIE STORES COMMON STOCK 974280109 938 76188 SH SOLE 0 0 76188 WINNEBAGO INDUSTRIES INC COMMON STOCK 974637100 431 11376 SH SOLE 0 0 11376 WINTRUST FINL CORP COMMON STOCK 97650W108 325 10900 SH SOLE 0 0 10900 WISCONSIN ENERGY CORP COMMON STOCK 976657106 549 18931 SH SOLE 0 0 18931 WMS INDS INC COMMON STOCK 929297109 291 18696 SH SOLE 0 0 18696 WOLVERINE WORLD WIDE COM COMMON STOCK 978097103 481 24964 SH SOLE 0 0 24964 WOODWARD GOVERNOR CO COMMON STOCK 980745103 306 7105 SH SOLE 0 0 7105 WORTHINGTON INDS INC COMMON STOCK 981811102 468 34934 SH SOLE 0 0 34934 WPS RES CORP COMMON STOCK 92931B106 211 5250 SH SOLE 0 0 5250 WRIGLEY WM JR COMMON STOCK 982526105 5155 91679 SH SOLE 0 0 91679 WYETH COMMON STOCK 983024100 25637 562842 SH SOLE 0 0 562842 X-RITE INC COMMON STOCK 983857103 126 12590 SH SOLE 0 0 12590 XCEL ENERGY INC COMMON STOCK 98389B100 2439 162188 SH SOLE 0 0 162188 XEROX CORP. COMMON STOCK 984121103 3381 319306 SH SOLE 0 0 319306 XILINX INC COMMON STOCK 983919101 3472 137216 SH SOLE 0 0 137216 XTO ENERGY, INC COMMON STOCK 98385X106 601 29900 SH SOLE 0 0 29900 YAHOO INC COMMON STOCK 984332106 8792 268857 SH SOLE 0 0 268857 YELLOW CORPORATION COMMON STOCK 985509108 434 18654 SH SOLE 0 0 18654 YUM BRANDS INC COMMON STOCK 988498101 3666 124010 SH SOLE 0 0 124010 ZALE CORP COMMON STOCK 988858106 803 20075 SH SOLE 0 0 20075 ZEBRA TECHNOLOGIES CORP COMMON STOCK 989207105 1482 19689 SH SOLE 0 0 19689 ZENITH NATIONAL INSURANCE CORP COMMON STOCK 989390109 337 11819 SH SOLE 0 0 11819 ZIMMER HLDGS INC COMMON STOCK 98956P102 3605 80030 SH SOLE 0 0 80030 ZIONS BANCORPORATION COMMON STOCK 989701107 1861 36775 SH SOLE 0 0 36775 ZIXIT CORP COMMON STOCK 98974P100 49 13062 SH SOLE 0 0 13062 3COM CORP COMMON STOCK 885535104 276 59069 SH SOLE 0 0 59069 3M CO COMMON STOCK 88579Y101 21285 165027 SH SOLE 0 0 165027 99 CENTS ONLY STORES COMMON STOCK 65440K106 415 12083 SH SOLE 0 0 12083 CONCORD CAMERA CORP COMMON STOCK 206156101 121 17453 SH SOLE 0 0 17453 SCHLUMBERGER, LTD. COMMON STOCK 806857108 11822 248522 SH SOLE 0 0 248522 XL CAPITAL LTD COMMON STOCK G98255105 4621 55673 SH SOLE 0 0 55673
-----END PRIVACY-ENHANCED MESSAGE-----