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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13f Cover Page
Report for the Calendar Year or Quarter Ended March 32, 2002
If amended report check here: |_| Amendment Number: ____
This Amendment (Check only one): |_| is a restatement
|_| adds new holding
entries.
Nomura Securities Co., Ltd.
--------------------------------------------------------------------------------
Name of Institutional Investment Manager
1-9-1, Nihonbashi, Chuo-ku, Tokyo 103-8011, Japan
--------------------------------------------------------------------------------
Business Address (Street) (City) (State) (Zip)
13F File Number: 28-04979
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, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
David A. Leibowitz Head of Compliance and Surveillance 212-667-9387
--------------------------------------------------------------------------------
Name (Title) (Phone)
/s/ David A.Leibowitz
------------------------------------------
(Manual Signature of Person Duly
Authorized to Submit This Report)
New York, NY May 15, 2002
------------------------------------------
(Place and Date of Signing)
Report Type:
[ ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[X] 13F COMBINATION REPORT.
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: ____________
Form 13F Information Table Entry Total: ____________
Form 13F Information Table Value Total: $____________
(thousands)
List of Other Included Managers:
Name and 13F file numbers of ALL Institutional Investment Managers with respect
to which this schedule is filed (other than the one filing this report): (List
in alphabetical order).
13F File No.: Name:
------------- ---------------------
1. 28-05739 Global Funds Management, S.A.
------------- ---------------------
2. 28-04989 Nomura Asset Capital Corporation
------------- ---------------------
3. 28-04985 Nomura International plc
------------- ---------------------
4. 28-04985 Nomura Securities (Bermuda)
------------- ---------------------
6. 28-04983 Nomura Securities International, Inc.
------------- ---------------------
FORM 13F
INFORMATION TABLE
QUARTER ENDING
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0
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ACE LTD ORD G0070K103 6,956 000000166828 SH DEFINED 01 SOLE
EVEREST RE GROUP LTD COM G3223R108 601 000000008670 SH DEFINED 01 SOLE
EVEREST RE GROUP LTD COM G3223R108 242 000000003500 SH DEFINED 06 SOLE
GLOBALSANTAFE CORP SHS G3930E101 127 000000003900 SH DEFINED 01 SOLE
INGERSOLL-RAND COMPANY LTD CL A G4776G101 5,396 000000107883 SH DEFINED 01 SOLE
PARTNERRE LTD COM G6852T105 491 000000009000 SH DEFINED 01 SOLE
RENAISSANCE RE HLDGS LTD COM G7496G103 442 000000004300 SH DEFINED 01 SOLE
RENAISSANCE RE HLDGS LTD COM G7496G103 247 000000002400 SH DEFINED 06 SOLE
TRANSOCEAN SEDCO FOREX INC ORD G90078109 6,494 000000195451 SH DEFINED 01 SOLE
XL CAP LTD CL A G98255105 7,162 000000076727 SH DEFINED 01 SOLE
MILLICOM INTL CELLULAR S A ORD L6388F102 201 000000030000 SH DEFINED 01 SOLE
CHECK POINT SOFTWARE TECH LT ORD M22465104 154 000000005076 SH DEFINED 01 SOLE
FLEXTRONICS INTL LTD ORD Y2573F102 263 000000014438 SH DEFINED 01 SOLE
AAR CORP COM 000361105 3 000000000364 SH DEFINED 01 SOLE
A D C TELECOMMUNICATIONS COM 000886101 1,903 000000467618 SH DEFINED 01 SOLE
ADE CORP MASS COM 00089C107 2 000000000139 SH DEFINED 01 SOLE
ABM INDS INC COM 000957100 10 000000000276 SH DEFINED 01 SOLE
AFC ENTERPRISES INC COM 00104Q107 4 000000000145 SH DEFINED 01 SOLE
AFLAC INC COM 001055102 8,792 000000298045 SH DEFINED 01 SOLE
AGCO CORP COM 001084102 34 000000001523 SH DEFINED 01 SOLE
AGCO CORP COM 001084102 248 000000010900 SH DEFINED 06 SOLE
AGL RES INC COM 001204106 29 000000001245 SH DEFINED 01 SOLE
AES CORP COM 00130H105 2,762 000000306955 SH DEFINED 01 SOLE
AES CORP COM 00130H105 99 000000011100 SH DEFINED 06 SOLE
AK STL HLDG CORP COM 001547108 11 000000000778 SH DEFINED 01 SOLE
AMC ENTMT INC COM 001669100 3 000000000282 SH DEFINED 01 SOLE
AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 5 000000000203 SH DEFINED 01 SOLE
AMR CORP COM 001765106 2,333 000000088373 SH DEFINED 01 SOLE
AOL TIME WARNER INC COM 00184A105 59,911 000002533247 SH DEFINED 01 SOLE
APAC CUSTOMER SERVICES INC COM 00185E106 1 000000000372 SH DEFINED 01 SOLE
AT&T CORP COM 001957109 37,890 000002413413 SH DEFINED 01 SOLE
ATMI INC COM 00207R101 72 000000002316 SH DEFINED 01 SOLE
AT&T WIRELESS SVCS INC COM 00209A106 14,749 000001647935 SH DEFINED 01 SOLE
AT&T WIRELESS SVCS INC COM 00209A106 92 000000010300 SH DEFINED 06 SOLE
AVI BIOPHARMA INC COM 002346104 1 000000000231 SH DEFINED 01 SOLE
AVX CORP NEW COM 002444107 108 000000005200 SH DEFINED 01 SOLE
AXT INC COM 00246W103 3 000000000289 SH DEFINED 01 SOLE
AAIPHARMA INC COM 00252W104 5 000000000150 SH DEFINED 01 SOLE
AARON RENTS INC COM 002535201 4 000000000212 SH DEFINED 01 SOLE
ABBOTT LABS COM 002824100 49,053 000000932579 SH DEFINED 01 SOLE
ABBOTT LABS COM 002824100 52 000000001000 SH DEFINED 06 SOLE
ABERCROMBIE & FITCH CO CL A 002896207 111 000000003614 SH DEFINED 01 SOLE
ABGENIX INC COM 00339B107 797 000000042201 SH DEFINED 01 SOLE
ABIOMED INC COM 003654100 2 000000000221 SH DEFINED 01 SOLE
ACACIA RESH CORP COM 003881109 3 000000000297 SH DEFINED 01 SOLE
ACADIA RLTY TR COM SH BEN 004239109 2 000000000290 SH DEFINED 01 SOLE
1Page 2 02-05-10 16:16:39
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INFORMATION TABLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ACCLAIM ENTMT INC COM PAR $0 004325205 3 000000000855 SH DEFINED 01 SOLE
ACCREDO HEALTH INC COM 00437V104 22 000000000397 SH DEFINED 01 SOLE
ACKERLEY GROUP INC COM 004527107 8,787 000000492026 SH DEFINED 01 SOLE
ACLARA BIOSCIENCES INC COM 00461P106 1 000000000544 SH DEFINED 01 SOLE
ACTIVISION INC NEW COM NEW 004930202 678 000000022734 SH DEFINED 01 SOLE
ACTION PERFORMANCE COS INC COM 004933107 11 000000000226 SH DEFINED 01 SOLE
ACTEL CORP COM 004934105 141 000000006845 SH DEFINED 01 SOLE
ACTIVE POWER INC COM 00504W100 2 000000000487 SH DEFINED 01 SOLE
ACTRADE FINL TECHNOLOGIES LT COM 00507P102 1 000000000114 SH DEFINED 01 SOLE
ACTUATE CORP COM 00508B102 4 000000000648 SH DEFINED 01 SOLE
ACUITY BRANDS INC COM 00508Y102 233 000000014128 SH DEFINED 01 SOLE
ACXIOM CORP COM 005125109 10 000000000629 SH DEFINED 01 SOLE
ADAPTEC INC COM 00651F108 1,089 000000081499 SH DEFINED 01 SOLE
ADELPHIA COMMUNICATIONS CORP CL A 006848105 176 000000011863 SH DEFINED 01 SOLE
ADMINISTAFF INC COM 007094105 78 000000002840 SH DEFINED 01 SOLE
ADOBE SYS INC COM 00724F101 6,017 000000149365 SH DEFINED 01 SOLE
ADOLOR CORP COM 00724X102 5 000000000473 SH DEFINED 01 SOLE
ADTRAN INC COM 00738A106 14 000000000606 SH DEFINED 01 SOLE
ADVANCED DIGITAL INFORMATION COM 007525108 12 000000000946 SH DEFINED 01 SOLE
ADVANCED MARKETING SVCS INC COM 00753T105 4 000000000193 SH DEFINED 01 SOLE
ADVANCED FIBRE COMMUNICATION COM 00754A105 45 000000002392 SH DEFINED 01 SOLE
ADVANCED TISSUE SCIENCES INC COM 00755F103 3 000000001112 SH DEFINED 01 SOLE
ADVANCED NEUROMODULATION SYS COM 00757T101 3 000000000102 SH DEFINED 01 SOLE
ADVO INC COM 007585102 11 000000000281 SH DEFINED 01 SOLE
AEROFLEX INC COM 007768104 11 000000000911 SH DEFINED 01 SOLE
ADVANCEPCS COM 00790K109 1,290 000000042900 SH DEFINED 01 SOLE
ADVANCED MICRO DEVICES INC COM 007903107 3,081 000000209463 SH DEFINED 01 SOLE
ADVANTA CORP CL A 007942105 60 000000004727 SH DEFINED 01 SOLE
ADVANTA CORP CL B 007942204 83 000000007000 SH DEFINED 01 SOLE
ADVANCED ENERGY INDS COM 007973100 10 000000000282 SH DEFINED 01 SOLE
ADVENT SOFTWARE INC COM 007974108 14 000000000244 SH DEFINED 01 SOLE
AETHER SYS INC COM 00808V105 1 000000000343 SH DEFINED 01 SOLE
AETNA INC NEW COM 00817Y108 3,431 000000088399 SH DEFINED 01 SOLE
AFFILIATED COMPUTER SERVICES CL A 008190100 395 000000007048 SH DEFINED 01 SOLE
AFFILIATED COMPUTER SERVICES CL A 008190100 95 000000001700 SH DEFINED 06 SOLE
AFFILIATED MANAGERS GROUP COM 008252108 254 000000003537 SH DEFINED 01 SOLE
AFFYMETRIX INC COM 00826T108 196 000000006790 SH DEFINED 01 SOLE
AGILENT TECHNOLOGIES INC COM 00846U101 10,222 000000292403 SH DEFINED 01 SOLE
AGILENT TECHNOLOGIES INC COM 00846U101 104 000000003000 SH DEFINED 06 SOLE
AGILE SOFTWARE CORP DEL COM 00846X105 5 000000000465 SH DEFINED 01 SOLE
AIR PRODS & CHEMS INC COM 009158106 7,462 000000144485 SH DEFINED 01 SOLE
AIR PRODS & CHEMS INC COM 009158106 5,165 000000100000 SH DEFINED 04 SOLE
AIR PRODS & CHEMS INC COM 009158106 129 000000002500 SH DEFINED 06 SOLE
AIRBORNE INC COM 009269101 34 000000001978 SH DEFINED 01 SOLE
AIRGAS INC COM 009363102 27 000000001377 SH DEFINED 01 SOLE
AIRGATE PCS INC COM 009367103 4 000000000345 SH DEFINED 01 SOLE
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INFORMATION TABLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0AIRTRAN HLDGS INC COM 00949P108 5 000000000926 SH DEFINED 01 SOLE
AKAMAI TECHNOLOGIES INC COM 00971T101 4 000000001107 SH DEFINED 01 SOLE
AKSYS LTD COM 010196103 2 000000000315 SH DEFINED 01 SOLE
AKZO NOBEL NV SPONSORED 010199305 28 000000000600 SH DEFINED 01 SOLE
ALABAMA NATL BANCORP DELA COM 010317105 5 000000000138 SH DEFINED 01 SOLE
ALAMOSA HLDGS INC COM 011589108 5 000000001052 SH DEFINED 01 SOLE
ALASKA AIR GROUP INC COM 011659109 202 000000006095 SH DEFINED 01 SOLE
ALASKA COMMUNICATIONS SYS GR COM 01167P101 1 000000000140 SH DEFINED 01 SOLE
ALBANY INTL CORP CL A 012348108 14 000000000464 SH DEFINED 01 SOLE
ALBANY MOLECULAR RESH INC COM 012423109 7 000000000320 SH DEFINED 01 SOLE
ALBEMARLE CORP COM 012653101 19 000000000710 SH DEFINED 01 SOLE
ALBERTA ENERGY LTD COM 012873105 1,404 000000032000 SH DEFINED 01 SOLE
ALBERTO CULVER CO CL B CONV 013068101 1,775 000000032877 SH DEFINED 01 SOLE
ALBERTO CULVER CO CL A 013068200 9,379 000000194600 SH DEFINED 01 SOLE
ALBERTSONS INC COM 013104104 8,702 000000262613 SH DEFINED 01 SOLE
ALCAN INC COM 013716105 7,532 000000190078 SH DEFINED 01 SOLE
ALCOA INC COM 013817101 21,018 000000556936 SH DEFINED 01 SOLE
ALCATEL SPONSORED 013904305 85 000000006000 SH DEFINED 01 SOLE
ALEXANDER & BALDWIN INC COM 014482103 25 000000000907 SH DEFINED 01 SOLE
ALEXANDERS INC COM 014752109 1 000000000026 SH DEFINED 01 SOLE
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 10 000000000226 SH DEFINED 01 SOLE
ALEXION PHARMACEUTICALS INC COM 015351109 5 000000000243 SH DEFINED 01 SOLE
ALFA CORP COM 015385107 16 000000000595 SH DEFINED 01 SOLE
ALICO INC COM 016230104 1 000000000053 SH DEFINED 01 SOLE
ALKERMES INC COM 01642T108 72 000000002800 SH DEFINED 01 SOLE
ALLEGHENY ENERGY INC COM 017361106 2,951 000000071380 SH DEFINED 01 SOLE
ALLEGHENY ENERGY INC COM 017361106 8,270 000000200000 SH DEFINED 04 SOLE
ALLEGHENY ENERGY INC COM 017361106 227 000000005500 SH DEFINED 06 SOLE
ALLEGHENY TECHNOLOGIES INC COM 01741R102 757 000000045810 SH DEFINED 01 SOLE
ALLEN TELECOM INC COM 018091108 2 000000000387 SH DEFINED 01 SOLE
ALLERGAN INC COM 018490102 4,829 000000074707 SH DEFINED 01 SOLE
ALLERGAN INC COM 018490102 38 000000000600 SH DEFINED 06 SOLE
ALLETE INC COM 018522102 17 000000000607 SH DEFINED 01 SOLE
ALLIANCE GAMING CORP COM NEW 01859P609 1,213 000000039744 SH DEFINED 01 SOLE
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 4 000000000399 SH DEFINED 01 SOLE
ALLIANT ENERGY CORP COM 018802108 19 000000000632 SH DEFINED 01 SOLE
ALLIANT TECHSYSTEMS INC COM 018804104 625 000000006129 SH DEFINED 01 SOLE
ALLIED WASTE INDS INC COM PAR$.0 019589308 1,679 000000129222 SH DEFINED 01 SOLE
ALLMERICA FINL CORP COM 019754100 142 000000003182 SH DEFINED 01 SOLE
ALLOY INC COM 019855105 196 000000013048 SH DEFINED 01 SOLE
ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 2 000000000472 SH DEFINED 01 SOLE
ALLSTATE CORP COM 020002101 15,371 000000406979 SH DEFINED 01 SOLE
ALLTEL CORP COM 020039103 11,094 000000199728 SH DEFINED 01 SOLE
ALPHA INDS INC COM 020753109 10 000000000672 SH DEFINED 01 SOLE
ALPHARMA INC CL A 020813101 564 000000039460 SH DEFINED 01 SOLE
ALTERA CORP COM 021441100 6,101 000000278993 SH DEFINED 01 SOLE
1Page 4 02-05-10 16:16:39
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INFORMATION TABLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0AMAZON COM INC COM 023135106 51 000000003619 SH DEFINED 01 SOLE
AMAZON COM INC COM 023135106 187 000000013100 SH DEFINED 06 SOLE
AMBAC FINL GROUP INC COM 023139108 5,306 000000089834 SH DEFINED 01 SOLE
AMBAC FINL GROUP INC COM 023139108 360 000000006100 SH DEFINED 06 SOLE
AMBASSADORS GROUP INC COM 023177108 4 000000000320 SH DEFINED 01 SOLE
AMCOL INTL CORP COM 02341W103 1 000000000308 SH DEFINED 01 SOLE
AMERADA HESS CORP COM 023551104 4,541 000000057228 SH DEFINED 01 SOLE
AMERCO COM 023586100 3 000000000193 SH DEFINED 01 SOLE
AMEREN CORP COM 023608102 4,140 000000096850 SH DEFINED 01 SOLE
AMERICA WEST HLDG CORP CL B 023657208 2 000000000512 SH DEFINED 01 SOLE
AMCORE FINL INC COM 023912108 8 000000000377 SH DEFINED 01 SOLE
AMERICAN AXLE & MFG HLDGS IN COM 024061103 225 000000007765 SH DEFINED 01 SOLE
AMERICAN CAPITAL STRATEGIES COM 024937104 14 000000000481 SH DEFINED 01 SOLE
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 12 000000000519 SH DEFINED 01 SOLE
AMERICAN ELEC PWR INC COM 025537101 9,034 000000196027 SH DEFINED 01 SOLE
AMERICAN EXPRESS CO COM 025816109 31,510 000000769306 SH DEFINED 01 SOLE
AMERICAN FINL GROUP INC OHIO COM 025932104 14 000000000493 SH DEFINED 01 SOLE
AMERICAN FINL HLDGS INC COM 026075101 8 000000000316 SH DEFINED 01 SOLE
AMERICAN GREETINGS CORP CL A 026375105 678 000000037357 SH DEFINED 01 SOLE
AMERICAN HEALTHWAYS INC COM 02649V104 4 000000000179 SH DEFINED 01 SOLE
AMERICAN INTL GROUP INC COM 026874107 111,323 000001543155 SH DEFINED 01 SOLE
AMERICAN ITALIAN PASTA CO CL A 027070101 11 000000000256 SH DEFINED 01 SOLE
AMERICAN MGMT SYS INC COM 027352103 11 000000000633 SH DEFINED 01 SOLE
AMERICAN MED SYS HLDGS INC COM 02744M108 10 000000000485 SH DEFINED 01 SOLE
AMERICAN PHYSICIANS CAPITAL COM 028884104 3 000000000166 SH DEFINED 01 SOLE
AMERICAN PWR CONVERSION CORP COM 029066107 1,649 000000111609 SH DEFINED 01 SOLE
AMERICAN STD COS INC DEL COM 029712106 36 000000000518 SH DEFINED 01 SOLE
AMERICAN STD COS INC DEL COM 029712106 70 000000001000 SH DEFINED 06 SOLE
AMERICAN STS WTR CO COM 029899101 5 000000000153 SH DEFINED 01 SOLE
AMERICAN SUPERCONDUCTOR CORP COM 030111108 2 000000000311 SH DEFINED 01 SOLE
AMERICAN WTR WKS INC COM 030411102 8,248 000000188322 SH DEFINED 01 SOLE
AMERICAN WOODMARK CORP COM 030506109 5 000000000083 SH DEFINED 01 SOLE
AMERICREDIT CORP COM 03060R101 23 000000000613 SH DEFINED 01 SOLE
AMERISTAR CASINOS INC COM 03070Q101 1 000000000049 SH DEFINED 01 SOLE
AMERIPATH INC COM 03071D109 135 000000005063 SH DEFINED 01 SOLE
AMERON INTL INC COM 030710107 3 000000000055 SH DEFINED 01 SOLE
AMERITRADE HLDG CORP CL A 03072H109 1,158 000000178500 SH DEFINED 01 SOLE
AMERUS GROUP CO COM 03072M108 24 000000000635 SH DEFINED 01 SOLE
AMERISOURCEBERGEN CORP COM 03073E105 4,051 000000059323 SH DEFINED 01 SOLE
AMETEK INC NEW COM 031100100 112 000000003036 SH DEFINED 01 SOLE
AMGEN INC COM 031162100 36,153 000000605797 SH DEFINED 01 SOLE
AMPHENOL CORP NEW CL A 032095101 196 000000004200 SH DEFINED 06 SOLE
AMSOUTH BANCORPORATION COM 032165102 5,092 000000231701 SH DEFINED 01 SOLE
AMSURG CORP COM 03232P405 8 000000000305 SH DEFINED 01 SOLE
AMYLIN PHARMACEUTICALS INC COM 032346108 10 000000001002 SH DEFINED 01 SOLE
ANADARKO PETE CORP COM 032511107 9,701 000000171886 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ANADIGICS INC COM 032515108 59 000000004861 SH DEFINED 01 SOLE
ANALOG DEVICES INC COM 032654105 10,419 000000231339 SH DEFINED 01 SOLE
ANALOGIC CORP COM PAR $0 032657207 4 000000000102 SH DEFINED 01 SOLE
ANAREN MICROWAVE INC COM 032744104 4 000000000322 SH DEFINED 01 SOLE
ANCHOR BANCORP WIS INC COM 032839102 6 000000000322 SH DEFINED 01 SOLE
ANDREW CORP COM 034425108 1,218 000000072850 SH DEFINED 01 SOLE
ANDRX GROUP COM 034553107 812 000000021427 SH DEFINED 01 SOLE
ANHEUSER BUSCH COS INC COM 035229103 26,403 000000505818 SH DEFINED 01 SOLE
ANHEUSER BUSCH COS INC COM 035229103 224 000000004300 SH DEFINED 06 SOLE
ANIXTER INTL INC COM 035290105 11 000000000404 SH DEFINED 01 SOLE
ANNALY MTG MGMT INC COM 035710409 20 000000001213 SH DEFINED 01 SOLE
ANNTAYLOR STORES CORP COM 036115103 16 000000000374 SH DEFINED 01 SOLE
ANSOFT CORP COM 036384105 1 000000000094 SH DEFINED 01 SOLE
ANSYS INC COM 03662Q105 5 000000000219 SH DEFINED 01 SOLE
ANSWERTHINK INC COM 036916104 3 000000000587 SH DEFINED 01 SOLE
ANTHRACITE CAP INC COM 037023108 28 000000002473 SH DEFINED 01 SOLE
ANTIGENICS INC DEL COM 037032109 3 000000000218 SH DEFINED 01 SOLE
AON CORP COM 037389103 6,162 000000176061 SH DEFINED 01 SOLE
APACHE CORP COM 037411105 5,031 000000088455 SH DEFINED 01 SOLE
APACHE CORP COM 037411105 85 000000001500 SH DEFINED 06 SOLE
APHTON CORP COM 03759P101 2 000000000230 SH DEFINED 01 SOLE
APOGEE ENTERPRISES INC COM 037598109 5 000000000430 SH DEFINED 01 SOLE
APOGENT TECHNOLOGIES INC COM 03760A101 394 000000015969 SH DEFINED 01 SOLE
APOLLO GROUP INC CL A 037604105 575 000000010747 SH DEFINED 01 SOLE
APOLLO GROUP INC CL A 037604105 74 000000001400 SH DEFINED 06 SOLE
APPLE COMPUTER INC COM 037833100 5,646 000000238563 SH DEFINED 01 SOLE
APPLEBEES INTL INC COM 037899101 562 000000015508 SH DEFINED 01 SOLE
APRIA HEALTHCARE GROUP INC COM 037933108 350 000000014313 SH DEFINED 01 SOLE
APPLERA CORP COM AP BIO 038020103 2,825 000000126435 SH DEFINED 01 SOLE
APPLERA CORP COM CE GEN 038020202 193 000000009400 SH DEFINED 01 SOLE
APPLICA INC COM 03815A106 2 000000000266 SH DEFINED 01 SOLE
APPLIED INDL TECHNOLOGIES IN COM 03820C105 4 000000000259 SH DEFINED 01 SOLE
APPLIED MICRO CIRCUITS CORP COM 03822W109 2,535 000000316963 SH DEFINED 01 SOLE
APPLIED MATLS INC COM 038222105 28,099 000000517781 SH DEFINED 01 SOLE
APPLIED MOLECULAR EVOLUTION COM 03823E108 2 000000000246 SH DEFINED 01 SOLE
APTARGROUP INC COM 038336103 17 000000000492 SH DEFINED 01 SOLE
ARBITRON INC COM 03875Q108 995 000000029444 SH DEFINED 01 SOLE
ARCH CHEMICALS INC COM 03937R102 6 000000000307 SH DEFINED 01 SOLE
ARCH COAL INC COM 039380100 8 000000000378 SH DEFINED 01 SOLE
ARCHER DANIELS MIDLAND CO COM 039483102 5,204 000000373615 SH DEFINED 01 SOLE
ARCHER DANIELS MIDLAND CO COM 039483102 64 000000004600 SH DEFINED 06 SOLE
ARCHSTONE SMITH TR COM 039583109 26 000000001000 SH DEFINED 01 SOLE
ARCTIC CAT INC COM 039670104 4 000000000243 SH DEFINED 01 SOLE
ARDEN GROUP INC CL A 039762109 1 000000000022 SH DEFINED 01 SOLE
ARENA PHARMACEUTICALS INC COM 040047102 2 000000000275 SH DEFINED 01 SOLE
ARGONAUT GROUP INC COM 040157109 6 000000000328 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ARGOSY GAMING CO COM 040228108 16 000000000443 SH DEFINED 01 SOLE
ARIAD PHARMACEUTICALS INC COM 04033A100 2 000000000432 SH DEFINED 01 SOLE
ARKANSAS BEST CORP DEL COM 040790107 8 000000000313 SH DEFINED 01 SOLE
ARMOR HOLDINGS INC COM 042260109 8 000000000326 SH DEFINED 01 SOLE
ARMSTRONG HLDGS INC COM 042384107 1 000000000584 SH DEFINED 01 SOLE
ARQULE INC COM 04269E107 3 000000000293 SH DEFINED 01 SOLE
ARRIS GROUP INC COM 04269Q100 7 000000000770 SH DEFINED 01 SOLE
ARRAY BIOPHARMA INC COM 04269X105 3 000000000257 SH DEFINED 01 SOLE
ARROW ELECTRS INC COM 042735100 1,217 000000043520 SH DEFINED 01 SOLE
ARROW ELECTRS INC COM 042735100 61 000000002200 SH DEFINED 06 SOLE
ARROW FINL CORP COM 042744102 2 000000000096 SH DEFINED 01 SOLE
ARROW INTL INC COM 042764100 8 000000000171 SH DEFINED 01 SOLE
ART TECHNOLOGY GROUP INC COM 04289L107 1 000000000826 SH DEFINED 01 SOLE
ARTISAN COMPONENTS INC COM 042923102 3 000000000201 SH DEFINED 01 SOLE
ARTESYN TECHNOLOGIES INC COM 043127109 4 000000000517 SH DEFINED 01 SOLE
ARTHROCARE CORP COM 043136100 5 000000000307 SH DEFINED 01 SOLE
ARVINMERITOR INC COM 043353101 288 000000010095 SH DEFINED 01 SOLE
ASCENTIAL SOFTWARE CORP COM 04362P108 22 000000005814 SH DEFINED 01 SOLE
ASHLAND INC COM 044204105 2,501 000000054964 SH DEFINED 01 SOLE
ASHLAND INC COM 044204105 145 000000003200 SH DEFINED 06 SOLE
ASIAINFO HLDGS INC COM 04518A104 5 000000000410 SH DEFINED 01 SOLE
ASPECT COMMUNICATIONS CORP COM 04523Q102 3 000000000789 SH DEFINED 01 SOLE
ASPECT MED SYS INC COM 045235108 1 000000000191 SH DEFINED 01 SOLE
ASPEN TECHNOLOGY INC COM 045327103 11 000000000483 SH DEFINED 01 SOLE
ASSOCIATED BANC CORP COM 045487105 18 000000000474 SH DEFINED 01 SOLE
ASSOCIATED ESTATES RLTY CORP COM 045604105 2 000000000245 SH DEFINED 01 SOLE
ASSOCIATED MATLS INC COM 045709102 1,091 000000021400 SH DEFINED 01 SOLE
ASTEC INDS INC COM 046224101 4 000000000234 SH DEFINED 01 SOLE
ASTORIA FINL CORP COM 046265104 173 000000005966 SH DEFINED 01 SOLE
ASTORIA FINL CORP COM 046265104 63 000000002200 SH DEFINED 06 SOLE
ASTROPOWER INC COM 04644A101 7 000000000187 SH DEFINED 01 SOLE
ASYST TECHNOLOGY CORP COM 04648X107 9 000000000542 SH DEFINED 01 SOLE
ATLANTIC COAST AIRLINES HLDG COM 048396105 182 000000007607 SH DEFINED 01 SOLE
ATLAS AIR WORLDWIDE HLDGS IN COM 049164106 6 000000000526 SH DEFINED 01 SOLE
ATMEL CORP COM 049513104 164 000000016266 SH DEFINED 01 SOLE
ATMOS ENERGY CORP COM 049560105 14 000000000624 SH DEFINED 01 SOLE
ATRIX LABS INC COM 04962L101 6 000000000305 SH DEFINED 01 SOLE
ATWOOD OCEANICS INC COM 050095108 6 000000000140 SH DEFINED 01 SOLE
AUDIOVOX CORP CL A 050757103 1 000000000265 SH DEFINED 01 SOLE
AUGUST TECHNOLOGY CORP COM 05106U105 1 000000000083 SH DEFINED 01 SOLE
AURORA FOODS INC COM 05164B106 1 000000000369 SH DEFINED 01 SOLE
AUTODESK INC COM 052769106 1,460 000000031278 SH DEFINED 01 SOLE
AUTOMATIC DATA PROCESSING IN COM 053015103 22,797 000000391245 SH DEFINED 01 SOLE
AUTOZONE INC COM 053332102 4,602 000000066853 SH DEFINED 01 SOLE
AUTOZONE INC COM 053332102 495 000000007200 SH DEFINED 06 SOLE
AVANIR PHARMACEUTICALS CL A 05348P104 2 000000000885 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0AVANEX CORP COM 05348W109 1 000000000472 SH DEFINED 01 SOLE
AVANT CORP COM 053487104 1,119 000000055877 SH DEFINED 01 SOLE
AVANT IMMUNOTHERAPEUTICS INC COM 053491106 1 000000000919 SH DEFINED 01 SOLE
AVATAR HLDGS INC COM 053494100 2 000000000076 SH DEFINED 01 SOLE
AVAYA INC COM 053499109 1,517 000000205630 SH DEFINED 01 SOLE
AVERY DENNISON CORP COM 053611109 4,773 000000078208 SH DEFINED 01 SOLE
AVIALL INC NEW COM 05366B102 2 000000000281 SH DEFINED 01 SOLE
AVICI SYS INC COM 05367L109 1 000000000762 SH DEFINED 01 SOLE
AVID TECHNOLOGY INC COM 05367P100 4 000000000349 SH DEFINED 01 SOLE
AVIGEN INC COM 053690103 3 000000000303 SH DEFINED 01 SOLE
AVISTA CORP COM 05379B107 11 000000000723 SH DEFINED 01 SOLE
AVNET INC COM 053807103 231 000000008557 SH DEFINED 01 SOLE
AVOCENT CORP COM 053893103 26 000000001000 SH DEFINED 01 SOLE
AVON PRODS INC COM 054303102 7,394 000000136134 SH DEFINED 01 SOLE
AWARE INC MASS COM 05453N100 2 000000000344 SH DEFINED 01 SOLE
AZTAR CORP COM 054802103 74 000000003419 SH DEFINED 01 SOLE
BB&T CORP COM 054937107 13,099 000000343717 SH DEFINED 01 SOLE
BEI TECHNOLOGIES INC COM 05538P104 3 000000000163 SH DEFINED 01 SOLE
BISYS GROUP INC COM 055472104 210 000000005958 SH DEFINED 01 SOLE
BKF CAP GROUP INC COM 05548G102 2 000000000088 SH DEFINED 01 SOLE
BJS WHOLESALE CLUB INC COM 05548J106 23 000000000522 SH DEFINED 01 SOLE
BJ SVCS CO COM 055482103 1,869 000000054230 SH DEFINED 01 SOLE
BOK FINL CORP COM NEW 05561Q201 6 000000000177 SH DEFINED 01 SOLE
BP PLC SPONSORED 055622104 260 000000004900 SH DEFINED 01 SOLE
BRE PROPERTIES INC CL A 05564E106 22 000000000693 SH DEFINED 01 SOLE
BSB BANCORP COM 055652101 3 000000000132 SH DEFINED 01 SOLE
BMC SOFTWARE INC COM 055921100 2,745 000000141182 SH DEFINED 01 SOLE
BAKER HUGHES INC COM 057224107 7,512 000000196412 SH DEFINED 01 SOLE
BAKER HUGHES INC COM 057224107 286 000000007500 SH DEFINED 06 SOLE
BALDOR ELEC CO COM 057741100 8 000000000358 SH DEFINED 01 SOLE
BALDWIN & LYONS INC CL B 057755209 2 000000000097 SH DEFINED 01 SOLE
BALL CORP COM 058498106 1,752 000000037115 SH DEFINED 01 SOLE
BALLY TOTAL FITNESS HLDG COR COM 05873K108 8 000000000404 SH DEFINED 01 SOLE
BANCFIRST CORP COM 05945F103 2 000000000062 SH DEFINED 01 SOLE
BANCORPSOUTH INC COM 059692103 71 000000003636 SH DEFINED 01 SOLE
BANDAG INC COM 059815100 12 000000000321 SH DEFINED 01 SOLE
BANDAG INC CL A 059815308 142 000000004300 SH DEFINED 01 SOLE
BANK OF AMERICA CORPORATION COM 060505104 61,083 000000898023 SH DEFINED 01 SOLE
BANK OF AMERICA CORPORATION COM 060505104 646 000000009500 SH DEFINED 06 SOLE
BANK OF GRANITE CORP COM 062401104 3 000000000168 SH DEFINED 01 SOLE
BANK MUT CORP COM 063748107 2 000000000168 SH DEFINED 01 SOLE
BANK NEW YORK INC COM 064057102 18,651 000000443863 SH DEFINED 01 SOLE
BANK ONE CORP COM 06423A103 28,012 000000670484 SH DEFINED 01 SOLE
BANK UTD CORP LITIGATN CONT RIGHT 99/9 065416117 32 000000248800 SH DEFINED 01 SOLE
BANKATLANTIC BANCORP CL A 065908501 6 000000000510 SH DEFINED 01 SOLE
BANKNORTH GROUP INC NEW COM 06646R107 73 000000002796 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0BANKUNITED FINL CORP CL A 06652B103 4 000000000290 SH DEFINED 01 SOLE
BANNER CORP COM 06652V109 3 000000000160 SH DEFINED 01 SOLE
BANTA CORP COM 066821109 19 000000000553 SH DEFINED 01 SOLE
BARD C R INC COM 067383109 2,088 000000035369 SH DEFINED 01 SOLE
BARNES & NOBLE INC COM 067774109 594 000000019185 SH DEFINED 01 SOLE
BARNES GROUP INC COM 067806109 6 000000000248 SH DEFINED 01 SOLE
BARRICK GOLD CORP COM 067901108 5,678 000000305946 SH DEFINED 01 SOLE
BARR LABS INC COM 068306109 92 000000001411 SH DEFINED 01 SOLE
BARR LABS INC COM 068306109 65 000000001000 SH DEFINED 06 SOLE
BARRA INC COM 068313105 11 000000000182 SH DEFINED 01 SOLE
BASSETT FURNITURE INDS INC COM 070203104 3 000000000155 SH DEFINED 01 SOLE
BAUSCH & LOMB INC COM 071707103 1,363 000000030602 SH DEFINED 01 SOLE
BAXTER INTL INC COM 071813109 20,115 000000337966 SH DEFINED 01 SOLE
BAY VIEW CAP CORP DEL COM 07262L101 6 000000000950 SH DEFINED 01 SOLE
BE AEROSPACE INC COM 073302101 4 000000000444 SH DEFINED 01 SOLE
BEA SYS INC COM 073325102 123 000000009036 SH DEFINED 01 SOLE
BEAR STEARNS COS INC COM 073902108 4,272 000000068095 SH DEFINED 01 SOLE
BEAR STEARNS COS INC COM 073902108 414 000000006600 SH DEFINED 06 SOLE
BEASLEY BROADCAST GROUP INC CL A 074014101 1 000000000116 SH DEFINED 01 SOLE
BEAZER HOMES USA INC COM 07556Q105 948 000000012231 SH DEFINED 01 SOLE
BEBE STORES INC COM 075571109 1 000000000057 SH DEFINED 01 SOLE
BECKMAN COULTER INC COM 075811109 405 000000007943 SH DEFINED 01 SOLE
BECTON DICKINSON & CO COM 075887109 7,303 000000193637 SH DEFINED 01 SOLE
BED BATH & BEYOND INC COM 075896100 6,601 000000195603 SH DEFINED 01 SOLE
BEDFORD PPTY INVS INC COM PAR $0 076446301 5 000000000223 SH DEFINED 01 SOLE
BEL FUSE INC CL B 077347300 3 000000000131 SH DEFINED 01 SOLE
BELDEN INC COM 077459105 20 000000000873 SH DEFINED 01 SOLE
BELL MICROPRODUCTS INC COM 078137106 2 000000000223 SH DEFINED 01 SOLE
BELLSOUTH CORP COM 079860102 42,355 000001149079 SH DEFINED 01 SOLE
BELLSOUTH CORP COM 079860102 110 000000003000 SH DEFINED 06 SOLE
BELO CORP COM SER A 080555105 18 000000000795 SH DEFINED 01 SOLE
BEMIS INC COM 081437105 2,061 000000037938 SH DEFINED 01 SOLE
BENCHMARK ELECTRS INC COM 08160H101 8 000000000299 SH DEFINED 01 SOLE
BERKLEY W R CORP COM 084423102 18 000000000322 SH DEFINED 01 SOLE
BERRY PETE CO CL A 085789105 14 000000000956 SH DEFINED 01 SOLE
BEST BUY INC COM 086516101 10,186 000000128615 SH DEFINED 01 SOLE
BEST BUY INC COM 086516101 364 000000004600 SH DEFINED 06 SOLE
BEVERLY ENTERPRISES INC COM NEW 087851309 10 000000001475 SH DEFINED 01 SOLE
BIG LOTS INC COM 089302103 1,019 000000072582 SH DEFINED 01 SOLE
BIO RAD LABS INC CL A 090572207 9 000000000252 SH DEFINED 01 SOLE
BIO TECHNOLOGY GEN CORP COM 090578105 4 000000000885 SH DEFINED 01 SOLE
BIOGEN INC COM 090597105 5,734 000000116879 SH DEFINED 01 SOLE
BIOMARIN PHARMACEUTICAL INC COM 09061G101 4 000000000410 SH DEFINED 01 SOLE
BIOMET INC COM 090613100 4,566 000000168743 SH DEFINED 01 SOLE
BIOMET INC COM 090613100 43 000000001600 SH DEFINED 06 SOLE
BIOPURE CORP CL A 09065H105 2 000000000242 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0BIOTECH HOLDERS TR DEPOSTRY R 09067D201 55,472 000000463000 SH DEFINED 01 SOLE
BIOSITE INC COM 090945106 4 000000000188 SH DEFINED 01 SOLE
BLACK & DECKER CORP COM 091797100 2,242 000000048181 SH DEFINED 01 SOLE
BLACK BOX CORP DEL COM 091826107 14 000000000307 SH DEFINED 01 SOLE
BLACK HILLS CORP COM 092113109 6 000000000191 SH DEFINED 01 SOLE
BLOCK H & R INC COM 093671105 5,541 000000124679 SH DEFINED 01 SOLE
BLOCK H & R INC COM 093671105 40 000000000900 SH DEFINED 06 SOLE
BLOCKBUSTER INC CL A 093679108 206 000000008800 SH DEFINED 06 SOLE
BLYTH INC COM 09643P108 22 000000000837 SH DEFINED 01 SOLE
BOB EVANS FARMS INC COM 096761101 22 000000000780 SH DEFINED 01 SOLE
BOCA RESORTS INC CL A 09688T106 18 000000001435 SH DEFINED 01 SOLE
BOEING CO COM 097023105 23,679 000000490773 SH DEFINED 01 SOLE
BOEING CO COM 097023105 67 000000001400 SH DEFINED 06 SOLE
BOISE CASCADE CORP COM 097383103 1,617 000000044620 SH DEFINED 01 SOLE
BONE CARE INTL INC COM 098072101 2 000000000146 SH DEFINED 01 SOLE
BORDERS GROUP INC COM 099709107 248 000000010389 SH DEFINED 01 SOLE
BORDERS GROUP INC COM 099709107 66 000000002800 SH DEFINED 06 SOLE
BORG WARNER INC COM 099724106 609 000000009690 SH DEFINED 01 SOLE
BORG WARNER INC COM 099724106 245 000000003900 SH DEFINED 06 SOLE
BORLAND SOFTWARE CORP COM 099849101 42 000000003242 SH DEFINED 01 SOLE
BORON LEPORE & ASSOCS INC COM 10001P102 1 000000000120 SH DEFINED 01 SOLE
BOSTON BEER INC CL A 100557107 2 000000000143 SH DEFINED 01 SOLE
BOSTON COMMUNICATIONS GROUP COM 100582105 1 000000000230 SH DEFINED 01 SOLE
BOSTON PRIVATE FINL HLDGS IN COM 101119105 6 000000000252 SH DEFINED 01 SOLE
BOSTON PROPERTIES INC COM 101121101 232 000000005900 SH DEFINED 01 SOLE
BOSTON SCIENTIFIC CORP COM 101137107 6,212 000000247622 SH DEFINED 01 SOLE
BOWATER INC COM 102183100 383 000000007695 SH DEFINED 01 SOLE
BOWNE & CO INC COM 103043105 7 000000000503 SH DEFINED 01 SOLE
BOYD GAMING CORP COM 103304101 81 000000005450 SH DEFINED 01 SOLE
BOYDS COLLECTION LTD COM 103354106 5 000000000799 SH DEFINED 01 SOLE
BOYKIN LODGING CO COM 103430104 2 000000000261 SH DEFINED 01 SOLE
BRADY CORP CL A 104674106 9 000000000272 SH DEFINED 01 SOLE
BRANDYWINE RLTY TR SH BEN INT 105368203 9 000000000381 SH DEFINED 01 SOLE
BRIGGS & STRATTON CORP COM 109043109 15 000000000329 SH DEFINED 01 SOLE
BRIGHT HORIZON FAMILY SOLUTI COM 109195107 5 000000000170 SH DEFINED 01 SOLE
BRINKER INTL INC COM 109641100 2,135 000000065902 SH DEFINED 01 SOLE
BRINKER INTL INC COM 109641100 226 000000007000 SH DEFINED 06 SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 44,717 000001104399 SH DEFINED 01 SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 137 000000003400 SH DEFINED 06 SOLE
BRITESMILE INC COM 110415106 1 000000000218 SH DEFINED 01 SOLE
BROADBAND HOLDRS TR DEPOSITRY 11130P104 3,180 000000250000 SH DEFINED 01 SOLE
BROADCOM CORP CL A 111320107 7,895 000000219917 SH DEFINED 01 SOLE
BROADWING INC COM 111620100 69 000000009980 SH DEFINED 01 SOLE
BROCADE COMMUNICATIONS SYS I COM 111621108 93 000000003467 SH DEFINED 01 SOLE
BROOKLINE BANCORP INC COM 113739106 3 000000000179 SH DEFINED 01 SOLE
BROOKS AUTOMATION INC COM 11434A100 904 000000019905 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0BROWN & BROWN INC COM 115236101 152 000000004852 SH DEFINED 01 SOLE
BROWN FORMAN CORP CL A 115637100 2,970 000000040800 SH DEFINED 01 SOLE
BROWN FORMAN CORP CL B 115637209 2,835 000000038976 SH DEFINED 01 SOLE
BROWN TOM INC COM NEW 115660201 196 000000007205 SH DEFINED 01 SOLE
BROWN SHOE INC NEW COM 115736100 4 000000000251 SH DEFINED 01 SOLE
BRUKER DALTONICS INC COM 116795105 6 000000000695 SH DEFINED 01 SOLE
BRUNSWICK CORP COM 117043109 1,368 000000050076 SH DEFINED 01 SOLE
BRUSH ENGINEERED MATLS INC COM 117421107 3 000000000252 SH DEFINED 01 SOLE
BUCA INC COM 117769109 3 000000000187 SH DEFINED 01 SOLE
BUCKEYE TECHNOLOGIES INC COM 118255108 3 000000000330 SH DEFINED 01 SOLE
BUCKLE INC COM 118440106 2 000000000096 SH DEFINED 01 SOLE
BUILDING MATLS HLDG CORP COM 120113105 2 000000000197 SH DEFINED 01 SOLE
BURLINGTON COAT FACTORY COM 121579106 5 000000000271 SH DEFINED 01 SOLE
BURLINGTON NORTHN SANTA FE C COM 12189T104 6,619 000000219323 SH DEFINED 01 SOLE
BURLINGTON NORTHN SANTA FE C COM 12189T104 274 000000009100 SH DEFINED 06 SOLE
BURLINGTON RES INC COM 122014103 5,258 000000131161 SH DEFINED 01 SOLE
BUSH INDS INC CL A 123164105 1 000000000126 SH DEFINED 01 SOLE
BUTLER MFG CO DEL COM 123655102 2 000000000078 SH DEFINED 01 SOLE
C&D TECHNOLOGIES INC COM 124661109 8 000000000397 SH DEFINED 01 SOLE
CBL & ASSOC PPTYS INC COM 124830100 11 000000000312 SH DEFINED 01 SOLE
CCC INFORMATION SVCS GROUP I COM 12487Q109 1 000000000154 SH DEFINED 01 SOLE
CBRL GROUP INC COM 12489V106 861 000000030244 SH DEFINED 01 SOLE
CCBT FINL COS INC COM 12500Q102 3 000000000131 SH DEFINED 01 SOLE
C COR NET CORP COM 125010108 9 000000000545 SH DEFINED 01 SOLE
C D I CORP COM 125071100 4 000000000177 SH DEFINED 01 SOLE
CDW COMPUTER CTRS INC COM 125129106 98 000000001951 SH DEFINED 01 SOLE
CEC ENTMT INC COM 125137109 75 000000001624 SH DEFINED 01 SOLE
CFS BANCORP INC COM 12525D102 2 000000000208 SH DEFINED 01 SOLE
CH ENERGY GROUP INC COM 12541M102 12 000000000256 SH DEFINED 01 SOLE
C H ROBINSON WORLDWIDE INC COM 12541W100 20 000000000610 SH DEFINED 01 SOLE
CIGNA CORP COM 125509109 9,068 000000089446 SH DEFINED 01 SOLE
CIGNA CORP COM 125509109 233 000000002300 SH DEFINED 06 SOLE
CLECO CORP NEW COM 12561W105 22 000000000957 SH DEFINED 01 SOLE
CMS ENERGY CORP COM 125896100 2,095 000000092604 SH DEFINED 01 SOLE
CPI CORP COM 125902106 1 000000000103 SH DEFINED 01 SOLE
CPB INC COM 125903104 3 000000000106 SH DEFINED 01 SOLE
CSS INDS INC COM 125906107 1 000000000060 SH DEFINED 01 SOLE
CSK AUTO CORP COM 125965103 4 000000000432 SH DEFINED 01 SOLE
CNA FINL CORP COM 126117100 77 000000002600 SH DEFINED 01 SOLE
CNA SURETY CORP COM 12612L108 14 000000000933 SH DEFINED 01 SOLE
CNF INC COM 12612W104 173 000000005253 SH DEFINED 01 SOLE
CSG SYS INTL INC COM 126349109 269 000000009483 SH DEFINED 01 SOLE
CSX CORP COM 126408103 5,586 000000146588 SH DEFINED 01 SOLE
CT COMMUNICATIONS INC COM NEW 126426402 3 000000000234 SH DEFINED 01 SOLE
CTS CORP COM 126501105 81 000000005045 SH DEFINED 01 SOLE
CUNO INC COM 126583103 8 000000000231 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CVB FINL CORP COM 126600105 7 000000000396 SH DEFINED 01 SOLE
CVS CORP COM 126650100 7,657 000000223052 SH DEFINED 01 SOLE
CV THERAPEUTICS INC COM 126667104 1,261 000000034837 SH DEFINED 01 SOLE
CABLEVISION SYS CORP CL A NY CA 12686C109 357 000000010500 SH DEFINED 01 SOLE
CABLEVISION SYS CORP CL A RAINB 12686C844 138 000000005600 SH DEFINED 01 SOLE
CABLE DESIGN TECHNOLOGIES CO COM 126924109 52 000000003970 SH DEFINED 01 SOLE
CABOT CORP COM 127055101 20 000000000549 SH DEFINED 01 SOLE
CABOT MICROELECTRONICS CORP COM 12709P103 11 000000000174 SH DEFINED 01 SOLE
CABOT OIL & GAS CORP CL A 127097103 11 000000000452 SH DEFINED 01 SOLE
CACI INTL INC CL A 127190304 87 000000002490 SH DEFINED 01 SOLE
CADENCE DESIGN SYSTEM INC COM 127387108 288 000000012766 SH DEFINED 01 SOLE
CADENCE DESIGN SYSTEM INC COM 127387108 122 000000005400 SH DEFINED 06 SOLE
CADIZ INC COM 127537108 4 000000000517 SH DEFINED 01 SOLE
CAL DIVE INTL INC COM 127914109 12 000000000495 SH DEFINED 01 SOLE
CALGON CARBON CORP COM 129603106 4 000000000505 SH DEFINED 01 SOLE
CALIFORNIA PIZZA KITCHEN INC COM 13054D109 5 000000000227 SH DEFINED 01 SOLE
CALIFORNIA WTR SVC GROUP COM 130788102 5 000000000214 SH DEFINED 01 SOLE
CALIPER TECHNOLOGIES CORP COM 130876105 4 000000000325 SH DEFINED 01 SOLE
CALLAWAY GOLF CO COM 131193104 58 000000003062 SH DEFINED 01 SOLE
CALLAWAY GOLF CO COM 131193104 158 000000008128 SH DEFINED 02 SOLE
CALLON PETE CO DEL COM 13123X102 1 000000000132 SH DEFINED 01 SOLE
CALPINE CORP COM 131347106 8,563 000000674273 SH DEFINED 01 SOLE
CAMBREX CORP COM 132011107 43 000000001040 SH DEFINED 01 SOLE
CAMDEN PPTY TR SH BEN INT 133131102 21 000000000545 SH DEFINED 01 SOLE
CAMINUS CORP COM 133766105 3 000000000159 SH DEFINED 01 SOLE
CAMPBELL SOUP CO COM 134429109 6,829 000000254826 SH DEFINED 01 SOLE
CAMPBELL SOUP CO COM 134429109 64 000000002400 SH DEFINED 06 SOLE
CAPITAL CITY BK GROUP INC COM 139674105 2 000000000101 SH DEFINED 01 SOLE
CAPITAL AUTOMOTIVE REIT COM SH BEN 139733109 6 000000000281 SH DEFINED 01 SOLE
CAPITAL ONE FINL CORP COM 14040H105 7,907 000000123845 SH DEFINED 01 SOLE
CAPITOL FED FINL COM 14057C106 9 000000000399 SH DEFINED 01 SOLE
CAPSTEAD MTG CORP COM NO PAR 14067E506 2 000000000133 SH DEFINED 01 SOLE
CARBO CERAMICS INC COM 140781105 20 000000000508 SH DEFINED 01 SOLE
CARAUSTAR INDS INC COM 140909102 4 000000000394 SH DEFINED 01 SOLE
CARDINAL HEALTH INC COM 14149Y108 18,188 000000256567 SH DEFINED 01 SOLE
CARDINAL HEALTH INC COM 14149Y108 177 000000002500 SH DEFINED 06 SOLE
CARDIODYNAMICS INTL CORP COM 141597104 1 000000000442 SH DEFINED 01 SOLE
CAREER EDUCATION CORP COM 141665109 60 000000001534 SH DEFINED 01 SOLE
CARLISLE COS INC COM 142339100 29 000000000679 SH DEFINED 01 SOLE
CARNIVAL CORP COM 143658102 12,089 000000370288 SH DEFINED 01 SOLE
CARNIVAL CORP COM 143658102 136 000000004178 SH DEFINED 02 SOLE
CARNIVAL CORP COM 143658102 146 000000004500 SH DEFINED 06 SOLE
CARPENTER TECHNOLOGY CORP COM 144285103 13 000000000455 SH DEFINED 01 SOLE
CARREKER CORP COM 144433109 2 000000000260 SH DEFINED 01 SOLE
CASCADE NAT GAS CORP COM 147339105 3 000000000168 SH DEFINED 01 SOLE
CASELLA WASTE SYS INC CL A 147448104 3 000000000272 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CASEYS GEN STORES INC COM 147528103 8 000000000601 SH DEFINED 01 SOLE
CASH AMER INTL INC COM 14754D100 2 000000000337 SH DEFINED 01 SOLE
CASTLE A M & CO COM 148411101 1 000000000098 SH DEFINED 01 SOLE
CATALINA MARKETING CORP COM 148867104 299 000000008198 SH DEFINED 01 SOLE
CATALYTICA ENERGY SYS INC COM 148884109 9 000000002764 SH DEFINED 01 SOLE
CATAPULT COMMUNICATIONS CORP COM 149016107 1 000000000072 SH DEFINED 01 SOLE
CATERPILLAR INC DEL COM 149123101 13,506 000000237582 SH DEFINED 01 SOLE
CATERPILLAR INC DEL COM 149123101 136 000000002400 SH DEFINED 06 SOLE
CATHAY BANCORP INC COM 149150104 8 000000000117 SH DEFINED 01 SOLE
CATO CORP NEW CL A 149205106 4 000000000210 SH DEFINED 01 SOLE
CELL GENESYS INC COM 150921104 8 000000000526 SH DEFINED 01 SOLE
CELERITEK INC COM 150926103 1 000000000185 SH DEFINED 01 SOLE
CELL THERAPEUTICS INC COM 150934107 40 000000001613 SH DEFINED 01 SOLE
CELL PATHWAYS INC NEW COM 15114R101 1 000000000411 SH DEFINED 01 SOLE
CENDANT CORP COM 151313103 10,756 000000560221 SH DEFINED 01 SOLE
CENDANT CORP COM 151313103 518 000000027000 SH DEFINED 06 SOLE
CENTENNIAL BANCORP COM 15133T104 2 000000000330 SH DEFINED 01 SOLE
CENTERPOINT PPTYS TR SH BEN INT 151895109 18 000000000346 SH DEFINED 01 SOLE
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 3 000000000099 SH DEFINED 01 SOLE
CENTEX CORP COM 152312104 3,185 000000061338 SH DEFINED 01 SOLE
CENTEX CORP COM 152312104 83 000000001600 SH DEFINED 06 SOLE
CENTILLIUM COMMUNICATIONS IN COM 152319109 4 000000000387 SH DEFINED 01 SOLE
CENTRA SOFTWARE INC COM 15234X103 860 000000178528 SH DEFINED 01 SOLE
CENTRAL COAST BANCORP COM 153145107 2 000000000111 SH DEFINED 01 SOLE
CENTRAL PKG CORP COM 154785109 31 000000001360 SH DEFINED 01 SOLE
CENTRAL VT PUB SVC CORP COM 155771108 3 000000000176 SH DEFINED 01 SOLE
CENTURY ALUM CO COM 156431108 3 000000000190 SH DEFINED 01 SOLE
CENTURY BUSINESS SVCS INC COM 156490104 4 000000001195 SH DEFINED 01 SOLE
CENTURYTEL INC COM 156700106 2,738 000000080535 SH DEFINED 01 SOLE
CEPHALON INC COM 156708109 42 000000000680 SH DEFINED 01 SOLE
CEPHALON INC COM 156708109 189 000000003000 SH DEFINED 06 SOLE
CERIDIAN CORP NEW COM 156779100 23 000000001057 SH DEFINED 01 SOLE
CERNER CORP COM 156782104 19 000000000400 SH DEFINED 01 SOLE
CERTEGY INC COM 156880106 670 000000016897 SH DEFINED 01 SOLE
CERUS CORP COM 157085101 46 000000000873 SH DEFINED 01 SOLE
CHAMPION ENTERPRISES INC COM 158496109 5 000000000733 SH DEFINED 01 SOLE
CHAMPIONSHIP AUTO RACING TEA COM 158711101 2 000000000178 SH DEFINED 01 SOLE
CHARLES RIV LABS INTL INC COM 159864107 19 000000000638 SH DEFINED 01 SOLE
CHARTER ONE FINL INC COM 160903100 4,354 000000139491 SH DEFINED 01 SOLE
CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 9 000000000613 SH DEFINED 01 SOLE
CHARLOTTE RUSSE HLDG INC COM 161048103 8 000000000317 SH DEFINED 01 SOLE
CHARMING SHOPPES INC COM 161133103 12 000000001602 SH DEFINED 01 SOLE
CHARTER COMMUNICATIONS INC D CL A 16117M107 50 000000004471 SH DEFINED 01 SOLE
CHATEAU CMNTYS INC COM 161726104 8 000000000309 SH DEFINED 01 SOLE
CHECKFREE CORP NEW COM 162813109 8 000000000559 SH DEFINED 01 SOLE
CHECKPOINT SYS INC COM 162825103 7 000000000448 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CHEESECAKE FACTORY INC COM 163072101 21 000000000577 SH DEFINED 01 SOLE
CHELSEA PPTY GROUP INC COM 163421100 12 000000000237 SH DEFINED 01 SOLE
CHEMED CORP COM 163596109 5 000000000134 SH DEFINED 01 SOLE
CHEMFIRST INC COM 16361A106 4 000000000163 SH DEFINED 01 SOLE
CHEMICAL FINL CORP COM 163731102 10 000000000342 SH DEFINED 01 SOLE
CHESAPEAKE CORP COM 165159104 41 000000001531 SH DEFINED 01 SOLE
CHESAPEAKE ENERGY CORP COM 165167107 16 000000002132 SH DEFINED 01 SOLE
CHEVRONTEXACO CORP COM 166764100 56,356 000000624311 SH DEFINED 01 SOLE
CHICOS FAS INC COM 168615102 2,049 000000060811 SH DEFINED 01 SOLE
CHILES OFFSHORE INC COM 16888M104 7 000000000324 SH DEFINED 01 SOLE
CHILDRENS PL RETAIL STORES I COM 168905107 81 000000002462 SH DEFINED 01 SOLE
CHIPPAC INC CL A 169657103 5 000000000549 SH DEFINED 01 SOLE
CHOICE HOTELS INTL INC COM 169905106 12 000000000509 SH DEFINED 01 SOLE
CHIRON CORP COM 170040109 7,472 000000162844 SH DEFINED 01 SOLE
CHIRON CORP COM 170040109 133 000000002900 SH DEFINED 06 SOLE
CHITTENDEN CORP COM 170228100 13 000000000459 SH DEFINED 01 SOLE
CHOICEPOINT INC COM 170388102 210 000000003654 SH DEFINED 01 SOLE
CHORDIANT SOFTWARE INC COM 170404107 3 000000000440 SH DEFINED 01 SOLE
CHRISTOPHER & BANKS CORP COM 171046105 11 000000000335 SH DEFINED 01 SOLE
CHUBB CORP COM 171232101 7,939 000000108616 SH DEFINED 01 SOLE
CHUBB CORP COM 171232101 7,310 000000100000 SH DEFINED 04 SOLE
CHURCH & DWIGHT INC COM 171340102 130 000000004438 SH DEFINED 01 SOLE
CHURCHILL DOWNS INC COM 171484108 1 000000000042 SH DEFINED 01 SOLE
CIBER INC COM 17163B102 7 000000000772 SH DEFINED 01 SOLE
CIENA CORP COM 171779101 2,847 000000316424 SH DEFINED 01 SOLE
CIMA LABS INC COM 171796105 757 000000028424 SH DEFINED 01 SOLE
CINCINNATI FINL CORP COM 172062101 4,104 000000094000 SH DEFINED 01 SOLE
CINERGY CORP COM 172474108 3,392 000000094905 SH DEFINED 01 SOLE
CIPHERGEN BIOSYSTEMS INC COM 17252Y104 1 000000000253 SH DEFINED 01 SOLE
CIRCOR INTL INC COM 17273K109 2 000000000131 SH DEFINED 01 SOLE
CIRCUIT CITY STORE INC CIRCT CITY 172737108 3,446 000000191035 SH DEFINED 01 SOLE
CIRCUIT CITY STORE INC CIRCT CITY 172737108 93 000000005200 SH DEFINED 06 SOLE
CIRCUIT CITY STORE INC CARMAX GRO 172737306 464 000000017951 SH DEFINED 01 SOLE
CISCO SYS INC COM 17275R102 75,390 000004453044 SH DEFINED 01 SOLE
CISCO SYS INC COM 17275R102 3,737 000000228500 SH DEFINED 02 SOLE
CISCO SYS INC COM 17275R102 309 000000018300 SH DEFINED 06 SOLE
CIRRUS LOGIC INC COM 172755100 11 000000000595 SH DEFINED 01 SOLE
CINTAS CORP COM 172908105 5,059 000000101478 SH DEFINED 01 SOLE
CITIGROUP INC COM 172967101 146,001 000002948328 SH DEFINED 01 SOLE
CITIZENS BKG CORP MICH COM 174420109 22 000000000691 SH DEFINED 01 SOLE
CITIZENS COMMUNICATIONS CO COM 17453B101 1,718 000000159878 SH DEFINED 01 SOLE
CITIZENS INC CL A 174740100 3 000000000296 SH DEFINED 01 SOLE
CITRIX SYS INC COM 177376100 2,799 000000162003 SH DEFINED 01 SOLE
CITY BK LYNNWOOD WASH COM 17770A109 3 000000000145 SH DEFINED 01 SOLE
CITY HLDG CO COM 177835105 3 000000000257 SH DEFINED 01 SOLE
CITY NATL CORP COM 178566105 1,307 000000024848 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CLAIRES STORES INC COM 179584107 114 000000005894 SH DEFINED 01 SOLE
CLARCOR INC COM 179895107 10 000000000340 SH DEFINED 01 SOLE
CLARK / BARDES INC COM 180668105 4 000000000159 SH DEFINED 01 SOLE
CLAYTON HOMES INC COM 184190106 60 000000003594 SH DEFINED 01 SOLE
CLEAR CHANNEL COMMUNICATIONS COM 184502102 17,537 000000341126 SH DEFINED 01 SOLE
CLEVELAND CLIFFS INC COM 185896107 3 000000000145 SH DEFINED 01 SOLE
CLOROX CO DEL COM 189054109 7,337 000000168187 SH DEFINED 01 SOLE
CLOROX CO DEL COM 189054109 244 000000005600 SH DEFINED 06 SOLE
CLOSURE MED CORP COM 189093107 1 000000000082 SH DEFINED 01 SOLE
COACH INC COM 189754104 639 000000012619 SH DEFINED 01 SOLE
COACH INC COM 189754104 218 000000004300 SH DEFINED 06 SOLE
COACHMEN INDS INC COM 189873102 3 000000000217 SH DEFINED 01 SOLE
COASTAL BANCORP INC COM 19041P105 2 000000000064 SH DEFINED 01 SOLE
COBALT CORP COM 19074W100 1 000000000139 SH DEFINED 01 SOLE
COBIZ INC COM 190897108 1 000000000110 SH DEFINED 01 SOLE
COCA COLA CO COM 191216100 74,579 000001427084 SH DEFINED 01 SOLE
COCA COLA CO COM 191216100 67 000000001293 SH DEFINED 02 SOLE
COCA COLA ENTERPRISES INC COM 191219104 4,964 000000264355 SH DEFINED 01 SOLE
COGNEX CORP COM 192422103 14 000000000487 SH DEFINED 01 SOLE
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 4 000000000116 SH DEFINED 01 SOLE
COHERENT INC COM 192479103 52 000000001536 SH DEFINED 01 SOLE
COHU INC COM 192576106 8 000000000311 SH DEFINED 01 SOLE
COINSTAR INC COM 19259P300 10 000000000324 SH DEFINED 01 SOLE
COLDWATER CREEK INC COM 193068103 1 000000000059 SH DEFINED 01 SOLE
COLE NATIONAL CORP NEW CL A 193290103 2 000000000151 SH DEFINED 01 SOLE
COLE KENNETH PRODTNS INC CL A 193294105 2 000000000112 SH DEFINED 01 SOLE
COLGATE PALMOLIVE CO COM 194162103 19,642 000000343709 SH DEFINED 01 SOLE
COLGATE PALMOLIVE CO COM 194162103 222 000000003900 SH DEFINED 06 SOLE
COLLINS & AIKMAN CORP NEW COM 194830105 11 000000001791 SH DEFINED 01 SOLE
COLONIAL BANCGROUP INC COM 195493309 72 000000004883 SH DEFINED 01 SOLE
COLONIAL PPTYS TR COM SH BEN 195872106 7 000000000222 SH DEFINED 01 SOLE
COLUMBIA BKG SYS INC COM 197236102 2 000000000193 SH DEFINED 01 SOLE
COLUMBIA LABS INC COM 197779101 1 000000000393 SH DEFINED 01 SOLE
COMCAST CORP CL A 200300101 12,958 000000387400 SH DEFINED 01 SOLE
COMCAST CORP CL A SPL 200300200 20,257 000000637041 SH DEFINED 01 SOLE
COMCAST CORP CL A SPL 200300200 63,600 000002000000 SH DEFINED 04 SOLE
COMERICA INC COM 200340107 6,516 000000104144 SH DEFINED 01 SOLE
COMMERCE BANCORP INC NJ COM 200519106 21 000000000478 SH DEFINED 01 SOLE
COMMERCE GROUP INC MASS COM 200641108 14 000000000375 SH DEFINED 01 SOLE
COMMERCE ONE INC DEL COM 200693109 6 000000004336 SH DEFINED 01 SOLE
COMMERCIAL FEDERAL CORPORATI COM 201647104 18 000000000705 SH DEFINED 01 SOLE
COMMERCIAL METALS CO COM 201723103 19 000000000476 SH DEFINED 01 SOLE
COMMERCIAL NET LEASE RLTY IN COM 202218103 7 000000000531 SH DEFINED 01 SOLE
COMMONWEALTH BANCORP INC COM 20268X102 3 000000000126 SH DEFINED 01 SOLE
COMMONWEALTH TEL ENTERPRISES COM 203349105 6 000000000167 SH DEFINED 01 SOLE
COMMSCOPE INC COM 203372107 80 000000004654 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0COMMUNITY BK SYS INC COM 203607106 5 000000000174 SH DEFINED 01 SOLE
COMMUNITY BKS INC MILLERSBUR COM 203628102 3 000000000112 SH DEFINED 01 SOLE
COMMUNITY HEALTH SYS INC NEW COM 203668108 384 000000017400 SH DEFINED 01 SOLE
COMMUNITY FIRST BANKSHARES I COM 203902101 7 000000000301 SH DEFINED 01 SOLE
COMMUNITY TR BANCORP INC COM 204149108 3 000000000154 SH DEFINED 01 SOLE
COMPANIA DE TELECOMUNICS CHI SPON ADR N 204449300 149 000000010000 SH DEFINED 01 SOLE
COMPASS BANCSHARES INC COM 20449H109 692 000000022421 SH DEFINED 01 SOLE
COMPASS BANCSHARES INC COM 20449H109 209 000000006800 SH DEFINED 06 SOLE
COMPAQ COMPUTER CORP COM 204493100 10,237 000000979618 SH DEFINED 01 SOLE
COMPUTER ASSOC INTL INC COM 204912109 7,214 000000329589 SH DEFINED 01 SOLE
COMPUTER ASSOC INTL INC COM 204912109 166 000000007600 SH DEFINED 06 SOLE
COMPUTER NETWORK TECHNOLOGY COM 204925101 6 000000000456 SH DEFINED 01 SOLE
COMPUTER SCIENCES CORP COM 205363104 5,447 000000107334 SH DEFINED 01 SOLE
COMPUTER SCIENCES CORP COM 205363104 131 000000002600 SH DEFINED 06 SOLE
COMPUTERIZED THERMAL IMAGING COM 20557C108 1 000000000992 SH DEFINED 01 SOLE
COMPUWARE CORP COM 205638109 2,795 000000216506 SH DEFINED 01 SOLE
COMPUWARE CORP COM 205638109 65 000000005100 SH DEFINED 06 SOLE
COMSTOCK RES INC COM NEW 205768203 2 000000000342 SH DEFINED 01 SOLE
COMVERSE TECHNOLOGY INC COM PAR $0 205862402 1,891 000000149322 SH DEFINED 01 SOLE
CONAGRA FOODS INC COM 205887102 7,665 000000316119 SH DEFINED 01 SOLE
CONCEPTUS INC COM 206016107 3 000000000151 SH DEFINED 01 SOLE
CONCORD CAMERA CORP COM 206156101 3 000000000363 SH DEFINED 01 SOLE
CONCORD EFS INC COM 206197105 9,923 000000298445 SH DEFINED 01 SOLE
CONCURRENT COMPUTER CORP NEW COM 206710204 7 000000000935 SH DEFINED 01 SOLE
CONECTIV INC COM 206829103 15 000000000641 SH DEFINED 01 SOLE
CONESTOGA ENTERPRISES INC COM 207015108 3 000000000123 SH DEFINED 01 SOLE
CONEXANT SYSTEMS INC COM 207142100 2,080 000000172661 SH DEFINED 01 SOLE
CONEXANT SYSTEMS INC COM 207142100 118 000000009800 SH DEFINED 06 SOLE
CONMED CORP COM 207410101 9 000000000360 SH DEFINED 01 SOLE
CONNECTICUT BANCSHARES INC COM 207540105 4 000000000171 SH DEFINED 01 SOLE
CONNECTICUT WTR SVC INC COM 207797101 3 000000000116 SH DEFINED 01 SOLE
CONNETICS CORP COM 208192104 4 000000000456 SH DEFINED 01 SOLE
CONOCO INC COM 208251504 10,432 000000357533 SH DEFINED 01 SOLE
CONSECO INC COM 208464107 1,508 000000416769 SH DEFINED 01 SOLE
CONSOLIDATED EDISON INC COM 209115104 5,613 000000133940 SH DEFINED 01 SOLE
CONSOLIDATED FREIGHTWAYS COR COM 209232107 1 000000000256 SH DEFINED 01 SOLE
CONSOLIDATED GRAPHICS INC COM 209341106 3 000000000154 SH DEFINED 01 SOLE
CONSTELLATION BRANDS INC CL A 21036P108 115 000000002100 SH DEFINED 01 SOLE
CONSTELLATION ENERGY GROUP I COM 210371100 3,274 000000106141 SH DEFINED 01 SOLE
CONTINENTAL AIRLS INC CL B 210795308 1,478 000000052200 SH DEFINED 01 SOLE
CONVERGYS CORP COM 212485106 3,253 000000110017 SH DEFINED 01 SOLE
COOPER CAMERON CORP COM 216640102 454 000000008890 SH DEFINED 01 SOLE
COOPER COS INC COM NEW 216648402 81 000000001716 SH DEFINED 01 SOLE
COOPER INDS INC COM 216669101 2,240 000000053414 SH DEFINED 01 SOLE
COOPER TIRE & RUBR CO COM 216831107 1,120 000000051776 SH DEFINED 01 SOLE
COORS ADOLPH CO CL B 217016104 1,390 000000020613 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0COORSTEK INC COM 217020106 4 000000000126 SH DEFINED 01 SOLE
COPART INC COM 217204106 122 000000006826 SH DEFINED 01 SOLE
CORINTHIAN COLLEGES INC COM 218868107 6 000000000120 SH DEFINED 01 SOLE
CORIXA CORP COM 21887F100 3 000000000632 SH DEFINED 01 SOLE
CORN PRODS INTL INC COM 219023108 17 000000000537 SH DEFINED 01 SOLE
CORNERSTONE RLTY INCOME TR I COM 21922V102 8 000000000720 SH DEFINED 01 SOLE
CORNING INC COM 219350105 4,304 000000564847 SH DEFINED 01 SOLE
CORPORATE EXECUTIVE BRD CO COM 21988R102 19 000000000530 SH DEFINED 01 SOLE
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 1 000000000141 SH DEFINED 01 SOLE
CORRECTIONS CORP AMER NEW PFD CV B 1 22025Y308 1 000000000081 SH DEFINED 01 SOLE
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 4 000000000382 SH DEFINED 01 SOLE
CORUS BANKSHARES INC COM 220873103 6 000000000138 SH DEFINED 01 SOLE
CORVAS INTL INC COM 221005101 2 000000000417 SH DEFINED 01 SOLE
CORVEL CORP COM 221006109 2 000000000100 SH DEFINED 01 SOLE
COSINE COMMUNICATIONS INC COM 221222102 1 000000001299 SH DEFINED 01 SOLE
COST PLUS INC CALIF COM 221485105 8 000000000327 SH DEFINED 01 SOLE
COSTCO WHSL CORP NEW COM 22160K105 12,528 000000314628 SH DEFINED 01 SOLE
COSTAR GROUP INC COM 22160N109 4 000000000194 SH DEFINED 01 SOLE
COUNTRYWIDE CR INDS INC DEL COM 222372104 5,148 000000115043 SH DEFINED 01 SOLE
COUNTRYWIDE CR INDS INC DEL COM 222372104 93 000000002100 SH DEFINED 06 SOLE
COUSINS PPTYS INC COM 222795106 14 000000000544 SH DEFINED 01 SOLE
COVANSYS CORP COM 22281W103 2 000000000272 SH DEFINED 01 SOLE
COVANCE INC COM 222816100 71 000000003539 SH DEFINED 01 SOLE
COVENANT TRANS INC CL A 22284P105 1 000000000109 SH DEFINED 01 SOLE
COVENTRY HEALTH CARE INC COM 222862104 23 000000000889 SH DEFINED 01 SOLE
CRANE CO COM 224399105 931 000000034058 SH DEFINED 01 SOLE
CRAWFORD & CO CL B 224633107 7 000000000527 SH DEFINED 01 SOLE
CRAWFORD & CO CL A 224633206 55 000000004900 SH DEFINED 01 SOLE
CREDENCE SYS CORP COM 225302108 110 000000005018 SH DEFINED 01 SOLE
CREDIT ACCEP CORP MICH COM 225310101 2 000000000197 SH DEFINED 01 SOLE
CREE INC COM 225447101 693 000000050850 SH DEFINED 01 SOLE
CRESCENT REAL ESTATE EQUITIE COM 225756105 5 000000000300 SH DEFINED 01 SOLE
CRESTLINE CAP CORP COM 226153104 6 000000000203 SH DEFINED 01 SOLE
CROMPTON CORP COM 227116100 31 000000002533 SH DEFINED 01 SOLE
CROSSMANN CMNTYS INC COM 22764E109 5,093 000000112603 SH DEFINED 01 SOLE
CROSSROADS SYS INC COM 22765D100 1 000000000288 SH DEFINED 01 SOLE
CROWN AMERN RLTY TR SH BEN INT 228186102 3 000000000321 SH DEFINED 01 SOLE
CROWN CASTLE INTL CORP COM 228227104 258 000000039100 SH DEFINED 01 SOLE
CROWN CORK & SEAL INC COM 228255105 16 000000001810 SH DEFINED 01 SOLE
CROWN MEDIA HLDGS INC CL A 228411104 4 000000000402 SH DEFINED 01 SOLE
CRYOLIFE INC COM 228903100 4 000000000237 SH DEFINED 01 SOLE
CUBIC CORP COM 229669106 5 000000000078 SH DEFINED 01 SOLE
CUBIST PHARMACEUTICALS INC COM 229678107 142 000000007713 SH DEFINED 01 SOLE
CULLEN FROST BANKERS INC COM 229899109 717 000000020000 SH DEFINED 01 SOLE
CUMMINS INC COM 231021106 1,188 000000025163 SH DEFINED 01 SOLE
CUMULUS MEDIA INC CL A 231082108 7 000000000446 SH DEFINED 01 SOLE
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OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CURAGEN CORP COM 23126R101 78 000000004891 SH DEFINED 01 SOLE
CURIS INC COM 231269101 1 000000000491 SH DEFINED 01 SOLE
CURTISS WRIGHT CORP COM 231561101 10 000000000153 SH DEFINED 01 SOLE
CURTISS WRIGHT CORP CL B 231561408 1,611 000000024700 SH DEFINED 01 SOLE
CYBERONICS INC COM 23251P102 4 000000000294 SH DEFINED 01 SOLE
CYGNUS INC COM 232560102 2 000000000566 SH DEFINED 01 SOLE
CYMER INC COM 232572107 23 000000000467 SH DEFINED 01 SOLE
CYPRESS SEMICONDUCTOR CORP COM 232806109 413 000000017969 SH DEFINED 01 SOLE
CYTEC INDS INC COM 232820100 27 000000000890 SH DEFINED 01 SOLE
CYTOGEN CORP COM 232824102 2 000000001213 SH DEFINED 01 SOLE
CYTYC CORP COM 232946103 707 000000026265 SH DEFINED 01 SOLE
DDI CORP COM 233162106 5 000000000631 SH DEFINED 01 SOLE
DMC STRATEX NETWORKS INC COM 23322L106 6 000000001251 SH DEFINED 01 SOLE
DQE INC COM 23329J104 26 000000001253 SH DEFINED 01 SOLE
DPL INC COM 233293109 92 000000003614 SH DEFINED 01 SOLE
DRS TECHNOLOGIES INC COM 23330X100 254 000000006151 SH DEFINED 01 SOLE
D R HORTON INC COM 23331A109 1,594 000000042300 SH DEFINED 01 SOLE
DSP GROUP INC COM 23332B106 11 000000000556 SH DEFINED 01 SOLE
DST SYS INC DEL COM 233326107 43 000000000869 SH DEFINED 01 SOLE
DTE ENERGY CO COM 233331107 4,356 000000095743 SH DEFINED 01 SOLE
DVI INC COM 233343102 3 000000000187 SH DEFINED 01 SOLE
DAISYTEK INTL CORP COM 234053106 4 000000000269 SH DEFINED 01 SOLE
DAKTRONICS INC COM 234264109 1 000000000210 SH DEFINED 01 SOLE
DANA CORP COM 235811106 2,593 000000120797 SH DEFINED 01 SOLE
DANAHER CORP DEL COM 235851102 6,150 000000086601 SH DEFINED 01 SOLE
DANAHER CORP DEL COM 235851102 248 000000003500 SH DEFINED 06 SOLE
DARDEN RESTAURANTS INC COM 237194105 5,788 000000142617 SH DEFINED 01 SOLE
DARDEN RESTAURANTS INC COM 237194105 316 000000007800 SH DEFINED 06 SOLE
DATASCOPE CORP COM 238113104 5 000000000175 SH DEFINED 01 SOLE
DATASTREAM SYS INC COM 238124101 2 000000000243 SH DEFINED 01 SOLE
DAVITA INC COM 23918K108 123 000000004900 SH DEFINED 01 SOLE
DAVITA INC COM 23918K108 265 000000010500 SH DEFINED 06 SOLE
DEAN FOODS CO NEW COM 242370104 1,247 000000016475 SH DEFINED 01 SOLE
DEAN FOODS CO NEW COM 242370104 151 000000002000 SH DEFINED 06 SOLE
DEB SHOPS INC COM 242728103 1 000000000062 SH DEFINED 01 SOLE
DECODE GENETICS INC COM 243586104 2 000000000466 SH DEFINED 01 SOLE
DEERE & CO COM 244199105 9,768 000000214449 SH DEFINED 01 SOLE
DEL MONTE FOODS CO COM 24522P103 3 000000000379 SH DEFINED 01 SOLE
DELIAS CORP CL A 24688Q101 3 000000000473 SH DEFINED 01 SOLE
DELL COMPUTER CORP COM 247025109 39,219 000001502077 SH DEFINED 01 SOLE
DELL COMPUTER CORP COM 247025109 571 000000021900 SH DEFINED 06 SOLE
DELPHI CORP COM 247126105 5,551 000000347177 SH DEFINED 01 SOLE
DELPHI FINL GROUP INC CL A 247131105 7 000000000199 SH DEFINED 01 SOLE
DELTA & PINE LD CO COM 247357106 9 000000000500 SH DEFINED 01 SOLE
DELTA AIR LINES INC DEL COM 247361108 3,911 000000119544 SH DEFINED 01 SOLE
DELTAGEN INC COM 24783R103 1 000000000178 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0DELTIC TIMBER CORP COM 247850100 4 000000000151 SH DEFINED 01 SOLE
DENBURY RES INC COM NEW 247916208 2 000000000289 SH DEFINED 01 SOLE
DELUXE CORP COM 248019101 2,367 000000051179 SH DEFINED 01 SOLE
DENDREON CORP COM 24823Q107 1 000000000234 SH DEFINED 01 SOLE
DENDRITE INTL INC COM 248239105 4 000000000445 SH DEFINED 01 SOLE
DENTSPLY INTL INC NEW COM 249030107 20 000000000562 SH DEFINED 01 SOLE
DEUTSCHE TELEKOM AG SPONSORED 251566105 599 000000040000 SH DEFINED 01 SOLE
DEVELOPERS DIVERSIFIED RLTY COM 251591103 17 000000000849 SH DEFINED 01 SOLE
DEVON ENERGY CORP NEW COM 25179M103 4,758 000000098589 SH DEFINED 01 SOLE
DEVRY INC DEL COM 251893103 307 000000010204 SH DEFINED 01 SOLE
DIAGNOSTIC PRODS CORP COM 252450101 14 000000000325 SH DEFINED 01 SOLE
DIAL CORP NEW COM 25247D101 247 000000013727 SH DEFINED 01 SOLE
DIAL CORP NEW COM 25247D101 171 000000009500 SH DEFINED 06 SOLE
DIAMOND OFFSHORE DRILLING IN COM 25271C102 778 000000024900 SH DEFINED 01 SOLE
DIAMONDCLUSTER INTL INC CL A 25278P106 5 000000000416 SH DEFINED 01 SOLE
DIAMONDS TR UNIT SER 1 252787106 497,808 000004800000 SH DEFINED 01 SOLE
DIANON SYS INC COM 252826102 8 000000000133 SH DEFINED 01 SOLE
DIEBOLD INC COM 253651103 200 000000004916 SH DEFINED 01 SOLE
DIGENE CORP COM 253752109 1,171 000000032777 SH DEFINED 01 SOLE
DIGEX INC DEL CL A 253756100 1 000000001532 SH DEFINED 01 SOLE
DIGIMARC CORP COM 253807101 2 000000000153 SH DEFINED 01 SOLE
DIGITAL INSIGHT CORP COM 25385P106 11 000000000421 SH DEFINED 01 SOLE
DIGITAL LIGHTWAVE INC COM 253855100 1 000000000195 SH DEFINED 01 SOLE
DIME CMNTY BANCSHARES COM 253922108 6 000000000213 SH DEFINED 01 SOLE
DILLARDS INC CL A 254067101 1,162 000000048735 SH DEFINED 01 SOLE
DIMON INC COM 254394109 4 000000000632 SH DEFINED 01 SOLE
DIONEX CORP COM 254546104 7 000000000288 SH DEFINED 01 SOLE
DISNEY WALT CO COM DISNEY 254687106 29,442 000001275676 SH DEFINED 01 SOLE
DISNEY WALT CO COM DISNEY 254687106 227 000000009985 SH DEFINED 02 SOLE
DISNEY WALT CO COM DISNEY 254687106 394 000000017100 SH DEFINED 06 SOLE
DIRECT FOCUS INC COM 254931108 306 000000008051 SH DEFINED 01 SOLE
DITECH COMMUNICATIONS CORP COM 25500M103 1 000000000364 SH DEFINED 01 SOLE
DIVERSA CORP COM 255064107 4 000000000385 SH DEFINED 01 SOLE
DIVINE INC CL A 255402109 2 000000004312 SH DEFINED 01 SOLE
DOBSON COMMUNICATIONS CORP CL A 256069105 1 000000000354 SH DEFINED 01 SOLE
DOCUMENTUM INC COM 256159104 14 000000000582 SH DEFINED 01 SOLE
DOLE FOOD INC COM 256605106 249 000000008043 SH DEFINED 01 SOLE
DOLLAR GEN CORP COM 256669102 4,358 000000267725 SH DEFINED 01 SOLE
DOLLAR GEN CORP COM 256669102 48,840 000003000000 SH DEFINED 04 SOLE
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 36 000000001742 SH DEFINED 01 SOLE
DOLLAR TREE STORES INC COM 256747106 354 000000010811 SH DEFINED 01 SOLE
DOMINION RES INC VA NEW COM 25746U109 10,058 000000154359 SH DEFINED 01 SOLE
DOMINION RES INC VA NEW COM 25746U109 208 000000003200 SH DEFINED 06 SOLE
DONALDSON INC COM 257651109 36 000000000912 SH DEFINED 01 SOLE
DONNELLEY R R & SONS CO COM 257867101 2,322 000000074665 SH DEFINED 01 SOLE
DORAL FINL CORP COM 25811P100 124 000000003667 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0DOUBLECLICK INC COM 258609304 501 000000041793 SH DEFINED 01 SOLE
DOVER CORP COM 260003108 5,087 000000124085 SH DEFINED 01 SOLE
DOVER CORP COM 260003108 229 000000005600 SH DEFINED 06 SOLE
DOVER DOWNS ENTMT INC EX-DISTRIB 260086103 3 000000000246 SH DEFINED 01 SOLE
DOW CHEM CO COM 260543103 17,399 000000531784 SH DEFINED 01 SOLE
DOW CHEM CO COM 260543103 47,444 000001450000 SH DEFINED 04 SOLE
DOW JONES & CO INC COM 260561105 3,036 000000052160 SH DEFINED 01 SOLE
DOWNEY FINL CORP COM 261018105 13 000000000301 SH DEFINED 01 SOLE
DRESS BARN INC COM 261570105 6 000000000211 SH DEFINED 01 SOLE
DREYERS GRAND ICE CREAM INC COM 261878102 22 000000000548 SH DEFINED 01 SOLE
DRIL-QUIP INC COM 262037104 2 000000000094 SH DEFINED 01 SOLE
DU PONT E I DE NEMOURS & CO COM 263534109 28,940 000000613798 SH DEFINED 01 SOLE
DUANE READE INC COM 263578106 5 000000000155 SH DEFINED 01 SOLE
DUKE ENERGY CORP WHEN ISSUE 264399106 17,822 000000471483 SH DEFINED 01 SOLE
DUN & BRADSTREET CORP DEL NE COM 26483E100 441 000000011035 SH DEFINED 01 SOLE
DURA AUTOMOTIVE SYSTEMS CORP CL A 265903104 4 000000000209 SH DEFINED 01 SOLE
DUPONT PHOTOMASKS INC COM 26613X101 315 000000006074 SH DEFINED 01 SOLE
DURECT CORP COM 266605104 2 000000000289 SH DEFINED 01 SOLE
DYAX CORP COM 26746E103 1 000000000293 SH DEFINED 01 SOLE
DYCOM INDS INC COM 267475101 78 000000005271 SH DEFINED 01 SOLE
DYNACQ INTL INC COM PAR $. 267919306 1 000000000066 SH DEFINED 01 SOLE
DYNEGY INC NEW CL A 26816Q101 7,660 000000264162 SH DEFINED 01 SOLE
EGL INC COM 268484102 13 000000000868 SH DEFINED 01 SOLE
E M C CORP MASS COM 268648102 15,329 000001286009 SH DEFINED 01 SOLE
ENSCO INTL INC COM 26874Q100 589 000000019572 SH DEFINED 01 SOLE
EOG RES INC COM 26875P101 2,673 000000065912 SH DEFINED 01 SOLE
E PIPHANY INC COM 26881V100 7 000000000944 SH DEFINED 01 SOLE
EPIQ SYS INC COM 26882D109 2 000000000149 SH DEFINED 01 SOLE
ESS TECHNOLOGY INC COM 269151106 9 000000000472 SH DEFINED 01 SOLE
E TRADE GROUP INC COM 269246104 25 000000002691 SH DEFINED 01 SOLE
E TRADE GROUP INC COM 269246104 61 000000006500 SH DEFINED 06 SOLE
EASTGROUP PPTY INC COM 277276101 6 000000000242 SH DEFINED 01 SOLE
EASTMAN CHEM CO COM 277432100 2,440 000000050013 SH DEFINED 01 SOLE
EASTMAN KODAK CO COM 277461109 5,759 000000184791 SH DEFINED 01 SOLE
EASTMAN KODAK CO COM 277461109 140 000000004504 SH DEFINED 02 SOLE
EASTMAN KODAK CO COM 277461109 134 000000004300 SH DEFINED 06 SOLE
EATON CORP COM 278058102 4,239 000000052353 SH DEFINED 01 SOLE
EATON VANCE CORP COM NON VT 278265103 179 000000004500 SH DEFINED 01 SOLE
EBAY INC COM 278642103 1,801 000000031807 SH DEFINED 01 SOLE
ECHELON CORP COM 27874N105 6 000000000354 SH DEFINED 01 SOLE
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 103 000000003660 SH DEFINED 01 SOLE
ECLIPSYS CORP COM 278856109 69 000000004219 SH DEFINED 01 SOLE
ECOLAB INC COM 278865100 3,349 000000073268 SH DEFINED 01 SOLE
EDISON INTL COM 281020107 3,114 000000185968 SH DEFINED 01 SOLE
EDISON SCHOOLS INC CL A 281033100 5 000000000398 SH DEFINED 01 SOLE
EDO CORP COM 281347104 152 000000005652 SH DEFINED 01 SOLE
1Page 20 02-05-10 16:16:39
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0EDUCATION MGMT CORP COM 28139T101 232 000000005507 SH DEFINED 01 SOLE
J D EDWARDS & CO COM 281667105 28 000000001589 SH DEFINED 01 SOLE
EDWARDS LIFESCIENCES CORP COM 28176E108 176 000000006328 SH DEFINED 01 SOLE
EDWARDS AG INC COM 281760108 139 000000003176 SH DEFINED 01 SOLE
EFUNDS CORP COM 28224R101 1,487 000000092705 SH DEFINED 01 SOLE
EL PASO CORP COM 28336L109 13,600 000000308882 SH DEFINED 01 SOLE
EL PASO ELEC CO COM NEW 283677854 11 000000000766 SH DEFINED 01 SOLE
ELANTEC SEMICONDUCTOR INC COM 284155108 5,378 000000125751 SH DEFINED 01 SOLE
ELCOR CORP COM 284443108 6 000000000294 SH DEFINED 01 SOLE
ELECTRO RENT CORP COM 285218103 3 000000000219 SH DEFINED 01 SOLE
ELECTRO SCIENTIFIC INDS COM 285229100 110 000000003015 SH DEFINED 01 SOLE
ELECTROGLAS INC COM 285324109 5 000000000320 SH DEFINED 01 SOLE
ELECTRONIC ARTS INC COM 285512109 184 000000003040 SH DEFINED 01 SOLE
ELECTRONIC ARTS INC COM 285512109 376 000000006200 SH DEFINED 06 SOLE
ELECTRONIC DATA SYS NEW COM 285661104 16,111 000000277828 SH DEFINED 01 SOLE
ELECTRONIC DATA SYS NEW COM 285661104 313 000000005400 SH DEFINED 06 SOLE
ELECTRONICS BOUTIQUE HLDGS C COM 286045109 5 000000000152 SH DEFINED 01 SOLE
ELECTRONICS FOR IMAGING INC COM 286082102 14 000000000817 SH DEFINED 01 SOLE
ELIZABETH ARDEN INC COM 28660G106 1 000000000149 SH DEFINED 01 SOLE
EMBARCADERO TECHNOLOGIES INC COM 290787100 1 000000000137 SH DEFINED 01 SOLE
EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD 29081M102 406 000000020156 SH DEFINED 01 SOLE
EMBRAER-EMPRESA BRASILEIRA D SP ADR REP 29081M300 28 000000001421 SH DEFINED 01 SOLE
EMCOR GROUP INC COM 29084Q100 9 000000000163 SH DEFINED 01 SOLE
EMCORE CORP COM 290846104 3 000000000352 SH DEFINED 01 SOLE
EMERSON ELEC CO COM 291011104 14,194 000000247328 SH DEFINED 01 SOLE
EMISPHERE TECHNOLOGIES INC COM 291345106 3 000000000233 SH DEFINED 01 SOLE
EMMIS COMMUNICATIONS CORP CL A 291525103 124 000000004643 SH DEFINED 01 SOLE
EMPIRE DIST ELEC CO COM 291641108 6 000000000295 SH DEFINED 01 SOLE
EMULEX CORP COM NEW 292475209 69 000000002100 SH DEFINED 01 SOLE
ENCOMPASS SVCS CORP COM 29255U104 1 000000000968 SH DEFINED 01 SOLE
ENCORE ACQUISITION CO COM 29255W100 1 000000000109 SH DEFINED 01 SOLE
ENCORE WIRE CORP COM 292562105 3 000000000199 SH DEFINED 01 SOLE
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 3 000000000315 SH DEFINED 01 SOLE
ENDOCARE INC COM 29264P104 3 000000000198 SH DEFINED 01 SOLE
ENERGEN CORP COM 29265N108 11 000000000427 SH DEFINED 01 SOLE
ENERGY CONVERSION DEVICES IN COM 292659109 4 000000000217 SH DEFINED 01 SOLE
ENERGY EAST CORP COM 29266M109 18 000000000844 SH DEFINED 01 SOLE
ENERGIZER HLDGS INC COM 29266R108 15 000000000660 SH DEFINED 01 SOLE
ENERGY PARTNERS LTD COM 29270U105 2 000000000334 SH DEFINED 01 SOLE
ENGELHARD CORP COM 292845104 2,299 000000074090 SH DEFINED 01 SOLE
ENGINEERED SUPPORT SYS INC COM 292866100 5 000000000112 SH DEFINED 01 SOLE
ENTEGRIS INC COM 29362U104 9 000000000609 SH DEFINED 01 SOLE
ENTERASYS NETWORKS INC COM 293637104 6 000000001427 SH DEFINED 01 SOLE
ENTERCOM COMMUNICATIONS CORP CL A 293639100 397 000000007253 SH DEFINED 01 SOLE
ENTERGY CORP NEW COM 29364G103 5,845 000000134667 SH DEFINED 01 SOLE
ENTERGY CORP NEW COM 29364G103 225 000000005200 SH DEFINED 06 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ENTERTAINMENT PPTYS TR COM SH BEN 29380T105 5 000000000255 SH DEFINED 01 SOLE
ENTREMED INC COM 29382F103 1 000000000232 SH DEFINED 01 SOLE
ENTRUST INC COM 293848107 3 000000000722 SH DEFINED 01 SOLE
ENZO BIOCHEM INC COM 294100102 7 000000000348 SH DEFINED 01 SOLE
EQUIFAX INC COM 294429105 2,550 000000085290 SH DEFINED 01 SOLE
EQUIFAX INC COM 294429105 68 000000002300 SH DEFINED 06 SOLE
EQUITABLE RES INC COM 294549100 71 000000002062 SH DEFINED 01 SOLE
EQUITY INNS INC COM 294703103 4 000000000560 SH DEFINED 01 SOLE
EQUITY OFFICE PROPERTIES TRU COM 294741103 7,092 000000236497 SH DEFINED 01 SOLE
EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 4,442 000000154567 SH DEFINED 01 SOLE
ERICSSON L M TEL CO ADR CL B S 294821400 59 000000014176 SH DEFINED 01 SOLE
ESCO TECHNOLOGIES INC COM 296315104 37 000000000963 SH DEFINED 01 SOLE
ESPERION THERAPEUTICS INC COM 29664R106 2 000000000346 SH DEFINED 01 SOLE
ESPEED INC CL A 296643109 1,383 000000130740 SH DEFINED 01 SOLE
ESSEX PPTY TR INC COM 297178105 11 000000000217 SH DEFINED 01 SOLE
ESTERLINE TECHNOLOGIES CORP COM 297425100 30 000000001515 SH DEFINED 01 SOLE
ETHAN ALLEN INTERIORS INC COM 297602104 384 000000010100 SH DEFINED 01 SOLE
EVERGREEN RES INC COM NO PAR 299900308 394 000000009452 SH DEFINED 01 SOLE
EXAR CORP COM 300645108 406 000000019812 SH DEFINED 01 SOLE
EXCEL TECHNOLOGY INC COM 30067T103 2 000000000128 SH DEFINED 01 SOLE
EXE TECHNOLOGIES INC COM 301504106 1 000000000472 SH DEFINED 01 SOLE
EXELON CORP COM 30161N101 11,216 000000211754 SH DEFINED 01 SOLE
EXELIXIS INC COM 30161Q104 8 000000000602 SH DEFINED 01 SOLE
EXPEDIA INC CL A 302125109 6 000000000100 SH DEFINED 01 SOLE
EXPEDITORS INTL WASH INC COM 302130109 516 000000008473 SH DEFINED 01 SOLE
EXPRESS SCRIPTS INC COM 302182100 121 000000002104 SH DEFINED 01 SOLE
EXTENDED STAY AMER INC COM 30224P101 156 000000008975 SH DEFINED 01 SOLE
EXXON MOBIL CORP COM 30231G102 172,835 000003943325 SH DEFINED 01 SOLE
F&M BANCORP MD COM 302367107 4 000000000165 SH DEFINED 01 SOLE
FBL FINL GROUP INC CL A 30239F106 3 000000000177 SH DEFINED 01 SOLE
FEI CO COM 30241L109 66 000000001865 SH DEFINED 01 SOLE
FLIR SYS INC COM 302445101 472 000000009895 SH DEFINED 01 SOLE
FMC TECHNOLOGIES INC COM 30249U101 9 000000000469 SH DEFINED 01 SOLE
F M C CORP COM NEW 302491303 26 000000000625 SH DEFINED 01 SOLE
FNB CORP PA COM 302520101 18 000000000634 SH DEFINED 01 SOLE
FPL GROUP INC COM 302571104 6,227 000000104584 SH DEFINED 01 SOLE
FSI INTL INC COM 302633102 4 000000000397 SH DEFINED 01 SOLE
FTI CONSULTING INC COM 302941109 6 000000000222 SH DEFINED 01 SOLE
FACTORY 2-U INC COM 303072102 2 000000000195 SH DEFINED 01 SOLE
FACTSET RESH SYS INC COM 303075105 12 000000000314 SH DEFINED 01 SOLE
FAIR ISAAC & CO INC COM 303250104 17 000000000280 SH DEFINED 01 SOLE
FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 117 000000004120 SH DEFINED 01 SOLE
FALCONSTOR SOFTWARE INC COM 306137100 4 000000000680 SH DEFINED 01 SOLE
FAMILY DLR STORES INC COM 307000109 3,404 000000101608 SH DEFINED 01 SOLE
FARMER BROS CO COM 307675108 3 000000000013 SH DEFINED 01 SOLE
FARMERS CAP BK CORP COM 309562106 3 000000000105 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0FASTENAL CO COM 311900104 133 000000001774 SH DEFINED 01 SOLE
FEDDERS CORP COM 313135105 1 000000000366 SH DEFINED 01 SOLE
FEDERAL AGRIC MTG CORP CL C 313148306 45 000000001024 SH DEFINED 01 SOLE
FEDERAL HOME LN MTG CORP COM 313400301 26,968 000000425566 SH DEFINED 01 SOLE
FEDERAL HOME LN MTG CORP COM 313400301 602 000000009500 SH DEFINED 06 SOLE
FEDERAL NATL MTG ASSN COM 313586109 52,186 000000653309 SH DEFINED 01 SOLE
FEDERAL NATL MTG ASSN COM 313586109 599 000000007500 SH DEFINED 06 SOLE
FEDERAL REALTY INVT TR SH BEN INT 313747206 14 000000000547 SH DEFINED 01 SOLE
FEDERAL SIGNAL CORP COM 313855108 24 000000001014 SH DEFINED 01 SOLE
FEDERATED DEPT STORES INC DE COM 31410H101 5,372 000000131508 SH DEFINED 01 SOLE
FEDERATED DEPT STORES INC DE COM 31410H101 204 000000005000 SH DEFINED 06 SOLE
FEDEX CORP COM 31428X106 11,684 000000201103 SH DEFINED 01 SOLE
FEDEX CORP COM 31428X106 290 000000005000 SH DEFINED 06 SOLE
FELCOR LODGING TR INC COM 31430F101 9 000000000456 SH DEFINED 01 SOLE
FERRO CORP COM 315405100 18 000000000655 SH DEFINED 01 SOLE
F5 NETWORKS INC COM 315616102 6 000000000290 SH DEFINED 01 SOLE
FIDELITY BANKSHARES INC NEW COM 31604Q107 4 000000000240 SH DEFINED 01 SOLE
FIDELITY NATL FINL INC COM 316326107 351 000000013319 SH DEFINED 01 SOLE
FIFTH THIRD BANCORP COM 316773100 22,575 000000334550 SH DEFINED 01 SOLE
FILENET CORP COM 316869106 9 000000000535 SH DEFINED 01 SOLE
FINANCIAL FED CORP COM 317492106 5 000000000162 SH DEFINED 01 SOLE
FINANCIAL INSTNS INC COM 317585404 3 000000000126 SH DEFINED 01 SOLE
FINISH LINE INC CL A 317923100 4 000000000261 SH DEFINED 01 SOLE
FIRST AMERN CORP CALIF COM 318522307 168 000000007938 SH DEFINED 01 SOLE
FIRST BANCORP P R COM 318672102 20 000000000720 SH DEFINED 01 SOLE
FIRST BANCORP N C COM 318910106 2 000000000104 SH DEFINED 01 SOLE
FIRST BUSEY CORP COM 319383105 2 000000000137 SH DEFINED 01 SOLE
FIRST CHARTER CORP COM 319439105 8 000000000474 SH DEFINED 01 SOLE
FIRST CTZNS BANCSHARES INC N CL A 31946M103 9 000000000092 SH DEFINED 01 SOLE
FIRST COMWLTH FINL CORP PA COM 319829107 11 000000000888 SH DEFINED 01 SOLE
FIRST CMNTY BANCSHARES INC N COM 31983A103 4 000000000134 SH DEFINED 01 SOLE
FIRST CONSULTING GROUP INC COM 31986R103 2 000000000259 SH DEFINED 01 SOLE
FIRST FED CAP CORP COM 319960100 4 000000000253 SH DEFINED 01 SOLE
FIRST DATA CORP COM 319963104 19,077 000000218658 SH DEFINED 01 SOLE
FIRST DATA CORP COM 319963104 715 000000008200 SH DEFINED 06 SOLE
FIRST ESSEX BANCORP INC COM 320103104 3 000000000099 SH DEFINED 01 SOLE
FIRST FINL BANKSHARES COM 32020R109 5 000000000164 SH DEFINED 01 SOLE
FIRST FINL BANCORP OH COM 320209109 8 000000000548 SH DEFINED 01 SOLE
FIRST FINL CORP IND COM 320218100 4 000000000104 SH DEFINED 01 SOLE
FIRST FINL HLDGS INC COM 320239106 5 000000000204 SH DEFINED 01 SOLE
FIRST HORIZON PHARMACEUTICAL COM 32051K106 84 000000003776 SH DEFINED 01 SOLE
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 20 000000000596 SH DEFINED 01 SOLE
FIRST IND CORP COM 32054R108 3 000000000177 SH DEFINED 01 SOLE
FIRST MERCHANTS CORP COM 320817109 4 000000000172 SH DEFINED 01 SOLE
FIRST MIDWEST BANCORP DEL COM 320867104 21 000000000741 SH DEFINED 01 SOLE
FIRST HEALTH GROUP CORP COM 320960107 484 000000020069 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0FIRST NIAGARA FINL GROUP INC COM 33582U100 2 000000000148 SH DEFINED 01 SOLE
FIRST PL FINL CORP COM 33610T109 3 000000000220 SH DEFINED 01 SOLE
FIRST REP BK SAN FRANCISCO COM 336158100 4 000000000161 SH DEFINED 01 SOLE
FIRST SENTINEL BANCORP INC COM 33640T103 5 000000000396 SH DEFINED 01 SOLE
1ST SOURCE CORP COM 336901103 4 000000000196 SH DEFINED 01 SOLE
FIRST TENN NATL CORP COM 337162101 2,114 000000060314 SH DEFINED 01 SOLE
FIRST TENN NATL CORP COM 337162101 63 000000001800 SH DEFINED 06 SOLE
FIRST VA BANKS INC COM 337477103 115 000000002145 SH DEFINED 01 SOLE
FISERV INC COM 337738108 5,208 000000113255 SH DEFINED 01 SOLE
FISERV INC COM 337738108 427 000000009300 SH DEFINED 06 SOLE
FISHER COMMUNICATIONS INC COM 337756209 2 000000000062 SH DEFINED 01 SOLE
FIRSTFED FINL CORP COM 337907109 6 000000000263 SH DEFINED 01 SOLE
FIRSTMERIT CORP COM 337915102 17 000000000613 SH DEFINED 01 SOLE
FLAGSTAR BANCORP INC COM 337930101 2 000000000105 SH DEFINED 01 SOLE
FIRSTENERGY CORP COM 337932107 6,721 000000194368 SH DEFINED 01 SOLE
FIRSTENERGY CORP COM 337932107 197 000000005700 SH DEFINED 06 SOLE
FISHER SCIENTIFIC INTL INC COM NEW 338032204 166 000000005923 SH DEFINED 01 SOLE
FIVE STAR QUALITY CARE INC COM 33832D106 408 000000055800 SH DEFINED 01 SOLE
FLEETBOSTON FINL CORP COM 339030108 22,366 000000639047 SH DEFINED 01 SOLE
FLEETWOOD ENTERPRISES INC COM 339099103 5 000000000531 SH DEFINED 01 SOLE
FLEMING COS INC COM 339130106 164 000000007334 SH DEFINED 01 SOLE
FLORIDA EAST COAST INDS CL A 340632108 9 000000000345 SH DEFINED 01 SOLE
FLORIDA EAST COAST INDS CL B 340632207 812 000000031000 SH DEFINED 01 SOLE
FLORIDA ROCK INDS INC COM 341140101 99 000000002486 SH DEFINED 01 SOLE
FLUOR CORP NEW COM 343412102 2,024 000000049622 SH DEFINED 01 SOLE
FLOW INTL CORP COM 343468104 1 000000000200 SH DEFINED 01 SOLE
FLOWERS FOODS INC COM 343498101 9 000000000385 SH DEFINED 01 SOLE
FLOWSERVE CORP COM 34354P105 31 000000000994 SH DEFINED 01 SOLE
FLUSHING FINL CORP COM 343873105 2 000000000160 SH DEFINED 01 SOLE
FOAMEX INTL INC COM 344123104 2 000000000250 SH DEFINED 01 SOLE
FOOT LOCKER INC COM 344849104 385 000000023800 SH DEFINED 01 SOLE
FOOTSTAR INC COM 344912100 164 000000005403 SH DEFINED 01 SOLE
FORD MTR CO DEL COM PAR $0 345370860 18,754 000001137316 SH DEFINED 01 SOLE
FOREST CITY ENTERPRISES INC CL A 345550107 15 000000000408 SH DEFINED 01 SOLE
FOREST LABS INC COM 345838106 8,575 000000104965 SH DEFINED 01 SOLE
FOREST LABS INC COM 345838106 465 000000005700 SH DEFINED 06 SOLE
FOREST OIL CORP COM PAR $0 346091705 95 000000003238 SH DEFINED 01 SOLE
FORRESTER RESH INC COM 346563109 3 000000000204 SH DEFINED 01 SOLE
FORTUNE BRANDS INC COM 349631101 4,428 000000089708 SH DEFINED 01 SOLE
FORTUNE BRANDS INC COM 349631101 69 000000001400 SH DEFINED 06 SOLE
FORWARD AIR CORP COM 349853101 7 000000000234 SH DEFINED 01 SOLE
FOSSIL INC COM 349882100 5 000000000195 SH DEFINED 01 SOLE
4 KIDS ENTMT INC COM 350865101 2 000000000128 SH DEFINED 01 SOLE
FRANKLIN ELEC INC COM 353514102 6 000000000128 SH DEFINED 01 SOLE
FRANKLIN RES INC COM 354613101 6,652 000000158697 SH DEFINED 01 SOLE
FREDS INC CL A 356108100 10 000000000283 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0FREEMARKETS INC COM 356602102 10 000000000450 SH DEFINED 01 SOLE
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 2,080 000000118078 SH DEFINED 01 SOLE
FREMONT GEN CORP COM 357288109 5 000000000870 SH DEFINED 01 SOLE
FRIEDMAN BILLINGS RAMSEY GRO CL A 358433100 2 000000000339 SH DEFINED 01 SOLE
FRIEDMANS INC CL A 358438109 2 000000000265 SH DEFINED 01 SOLE
FRONTIER AIRLINES INC NEW COM 359065109 8 000000000444 SH DEFINED 01 SOLE
FRONTIER FINL CORP WASH COM 35907K105 6 000000000261 SH DEFINED 01 SOLE
FRONTIER OIL CORP COM 35914P105 8 000000000388 SH DEFINED 01 SOLE
FUELCELL ENERGY INC COM 35952H106 7 000000000502 SH DEFINED 01 SOLE
FULLER H B CO COM 359694106 18 000000000634 SH DEFINED 01 SOLE
FURNITURE BRANDS INTL INC COM 360921100 855 000000023463 SH DEFINED 01 SOLE
FUSION MED TECHNOLOGIES INC COM 361128101 489 000000050000 SH DEFINED 01 SOLE
G & K SVCS INC CL A 361268105 11 000000000314 SH DEFINED 01 SOLE
GATX CORP COM 361448103 132 000000004152 SH DEFINED 01 SOLE
GBC BANCORP CALIF COM 361475106 3 000000000119 SH DEFINED 01 SOLE
GABELLI ASSET MGMT INC CL A 36239Y102 3 000000000081 SH DEFINED 01 SOLE
GABLES RESIDENTIAL TR SH BEN INT 362418105 11 000000000369 SH DEFINED 01 SOLE
GALLAGHER ARTHUR J & CO COM 363576109 249 000000007612 SH DEFINED 01 SOLE
GANNETT INC COM 364730101 14,289 000000187774 SH DEFINED 01 SOLE
GANNETT INC COM 364730101 342 000000004500 SH DEFINED 06 SOLE
GAP INC DEL COM 364760108 7,424 000000493644 SH DEFINED 01 SOLE
GARAN INC COM 364802108 2 000000000049 SH DEFINED 01 SOLE
GARDNER DENVER INC COM 365558105 5 000000000222 SH DEFINED 01 SOLE
GARTNER INC COM 366651107 440 000000034183 SH DEFINED 01 SOLE
GARTNER INC CL B 366651206 7 000000000611 SH DEFINED 01 SOLE
GATEWAY INC COM 367626108 1,168 000000184934 SH DEFINED 01 SOLE
GAYLORD ENTMT CO NEW COM 367905106 8 000000000332 SH DEFINED 01 SOLE
GEMSTAR-TV GUIDE INTL INC COM 36866W106 167 000000011351 SH DEFINED 01 SOLE
GENCORP INC COM 368682100 56 000000003578 SH DEFINED 01 SOLE
GENE LOGIC INC COM 368689105 7 000000000406 SH DEFINED 01 SOLE
GENELABS TECHNOLOGIES INC COM 368706107 1 000000000619 SH DEFINED 01 SOLE
GENENCOR INTL INC COM 368709101 1 000000000150 SH DEFINED 01 SOLE
GENENTECH INC COM NEW 368710406 10 000000000200 SH DEFINED 01 SOLE
GENERAL CABLE CORP DEL NEW COM 369300108 7 000000000499 SH DEFINED 01 SOLE
GENERAL COMMUNICATION INC CL A 369385109 5 000000000593 SH DEFINED 01 SOLE
GENERAL DYNAMICS CORP COM 369550108 11,055 000000117678 SH DEFINED 01 SOLE
GENERAL ELEC CO COM 369604103 215,511 000005754635 SH DEFINED 01 SOLE
GENERAL MLS INC COM 370334104 10,350 000000211892 SH DEFINED 01 SOLE
GENERAL MTRS CORP COM 370442105 20,016 000000331124 SH DEFINED 01 SOLE
GENERAL MTRS CORP CL H NEW 370442832 806 000000049000 SH DEFINED 01 SOLE
GENESCO INC COM 371532102 215 000000007831 SH DEFINED 01 SOLE
GENTEX CORP COM 371901109 104 000000003542 SH DEFINED 01 SOLE
GENLYTE GROUP INC COM 372302109 6 000000000182 SH DEFINED 01 SOLE
GENOME THERAPEUTICS CORP COM 372430108 1 000000000346 SH DEFINED 01 SOLE
GENTA INC COM NEW 37245M207 397 000000023680 SH DEFINED 01 SOLE
GENZYME TRANSGENICS CORP COM 37246E105 1 000000000311 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0GENUINE PARTS CO COM 372460105 3,982 000000108319 SH DEFINED 01 SOLE
GENTIVA HEALTH SERVICES INC COM 37247A102 7 000000000310 SH DEFINED 01 SOLE
GENUITY INC CL A 37248E103 2 000000002673 SH DEFINED 01 SOLE
GENZYME CORP COM GENL D 372917104 5,459 000000125014 SH DEFINED 01 SOLE
GENZYME CORP COM GENL D 372917104 100 000000002300 SH DEFINED 06 SOLE
GENZYME CORP COM-MOLECU 372917500 1 000000000239 SH DEFINED 01 SOLE
GENZYME CORP COM BIOSUR 372917708 3 000000000564 SH DEFINED 01 SOLE
GEORGIA GULF CORP COM PAR $0 373200203 9 000000000367 SH DEFINED 01 SOLE
GEORGIA PAC CORP COM 373298108 3,927 000000131145 SH DEFINED 01 SOLE
GEORGIA PAC CORP COM 373298108 113 000000003800 SH DEFINED 06 SOLE
GERBER SCIENTIFIC INC COM 373730100 2 000000000282 SH DEFINED 01 SOLE
GERMAN AMERN BANCORP COM 373865104 2 000000000144 SH DEFINED 01 SOLE
GERON CORP COM 374163103 2 000000000328 SH DEFINED 01 SOLE
GETTY IMAGES INC COM 374276103 15 000000000518 SH DEFINED 01 SOLE
GETTY RLTY CORP NEW COM 374297109 3 000000000170 SH DEFINED 01 SOLE
GIBRALTAR STL CORP COM 37476F103 1 000000000083 SH DEFINED 01 SOLE
GILEAD SCIENCES INC COM 375558103 203 000000005642 SH DEFINED 01 SOLE
GILEAD SCIENCES INC COM 375558103 219 000000006100 SH DEFINED 06 SOLE
GILLETTE CO COM 375766102 22,765 000000669364 SH DEFINED 01 SOLE
GLACIER BANCORP INC NEW COM 37637Q105 4 000000000212 SH DEFINED 01 SOLE
GLATFELTER COM 377316104 9 000000000502 SH DEFINED 01 SOLE
GLENBOROUGH RLTY TR INC COM 37803P105 6 000000000294 SH DEFINED 01 SOLE
GLIMCHER RLTY TR SH BEN INT 379302102 7 000000000384 SH DEFINED 01 SOLE
GLOBAL IMAGING SYSTEMS COM 37934A100 1 000000000104 SH DEFINED 01 SOLE
GLOBAL SPORTS INC COM 37937A107 3 000000000208 SH DEFINED 01 SOLE
GLOBAL PMTS INC COM 37940X102 569 000000015535 SH DEFINED 01 SOLE
GLOBESPANVIRATA INC COM 37957V106 23 000000001599 SH DEFINED 01 SOLE
GOLD BANC CORP INC COM 379907108 4 000000000447 SH DEFINED 01 SOLE
GOLDEN ST BANCORP INC COM 381197102 940 000000031680 SH DEFINED 01 SOLE
GOLDEN ST BANCORP INC COM 381197102 219 000000007400 SH DEFINED 06 SOLE
GOLDEN TELECOM INC COM 38122G107 2 000000000131 SH DEFINED 01 SOLE
GOLDEN WEST FINL CORP DEL COM 381317106 6,062 000000095467 SH DEFINED 01 SOLE
GOLDMAN SACHS GROUP INC COM 38141G104 1,317 000000014600 SH DEFINED 01 SOLE
GOODRICH CORP COM 382388106 2,653 000000083854 SH DEFINED 01 SOLE
GOODYEAR TIRE & RUBR CO COM 382550101 3,183 000000124512 SH DEFINED 01 SOLE
GORMAN RUPP CO COM 383082104 2 000000000112 SH DEFINED 01 SOLE
GRACO INC COM 384109104 133 000000003272 SH DEFINED 01 SOLE
GRAINGER W W INC COM 384802104 3,980 000000070790 SH DEFINED 01 SOLE
GRAINGER W W INC COM 384802104 264 000000004700 SH DEFINED 06 SOLE
GRANITE CONSTR INC COM 387328107 18 000000000772 SH DEFINED 01 SOLE
GRANT PRIDECO INC COM 38821G101 10 000000000790 SH DEFINED 01 SOLE
GRAY COMMUNICATIONS SYS INC COM 389190109 133 000000008340 SH DEFINED 01 SOLE
GREAT AMERN FINL RES INC COM 389915109 1 000000000089 SH DEFINED 01 SOLE
GREAT ATLANTIC & PAC TEA INC COM 390064103 8 000000000293 SH DEFINED 01 SOLE
GREAT LAKES CHEM CORP COM 390568103 806 000000028645 SH DEFINED 01 SOLE
GREAT LAKES REIT INC COM 390752103 3 000000000184 SH DEFINED 01 SOLE
1Page 26 02-05-10 16:16:39
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0GREAT SOUTHN BANCORP INC COM 390905107 2 000000000086 SH DEFINED 01 SOLE
GREAT PLAINS ENERGY INC COM 391164100 11 000000000447 SH DEFINED 01 SOLE
GREATER BAY BANCORP COM 391648102 38 000000001121 SH DEFINED 01 SOLE
GREEN MTN COFFEE INC COM 393122106 1 000000000070 SH DEFINED 01 SOLE
GREENPOINT FINL CORP COM 395384100 1,167 000000026723 SH DEFINED 01 SOLE
GREENPOINT FINL CORP COM 395384100 253 000000005800 SH DEFINED 06 SOLE
GREIF BROS CORP CL A 397624107 6 000000000196 SH DEFINED 01 SOLE
GREY GLOBAL GROUP INC COM 39787M108 7 000000000011 SH DEFINED 01 SOLE
GREY WOLF INC COM 397888108 8 000000002169 SH DEFINED 01 SOLE
GRIFFON CORP COM 398433102 75 000000004505 SH DEFINED 01 SOLE
GROUP 1 AUTOMOTIVE INC COM 398905109 9 000000000239 SH DEFINED 01 SOLE
GTECH HLDGS CORP COM 400518106 473 000000009716 SH DEFINED 01 SOLE
GUIDANT CORP COM 401698105 8,509 000000196437 SH DEFINED 01 SOLE
GUIDANT CORP COM 401698105 264 000000006100 SH DEFINED 06 SOLE
GUILFORD PHARMACEUTICALS INC COM 401829106 2 000000000372 SH DEFINED 01 SOLE
GUITAR CTR MGMT INC COM 402040109 4 000000000255 SH DEFINED 01 SOLE
GULF ISLAND FABRICATION INC COM 402307102 1 000000000116 SH DEFINED 01 SOLE
GULF WEST BKS INC COM 402582100 175 000000012600 SH DEFINED 01 SOLE
GULFMARK OFFSHORE INC COM 402629109 2 000000000069 SH DEFINED 01 SOLE
GYMBOREE CORP COM 403777105 6 000000000434 SH DEFINED 01 SOLE
HCA INC COM 404119109 15,003 000000340365 SH DEFINED 01 SOLE
HCC INS HLDGS INC COM 404132102 151 000000005438 SH DEFINED 01 SOLE
HNC SOFTWARE INC COM 40425P107 9 000000000539 SH DEFINED 01 SOLE
HRPT PPTYS TR COM SH BEN 40426W101 17 000000001959 SH DEFINED 01 SOLE
HAEMONETICS CORP COM 405024100 9 000000000305 SH DEFINED 01 SOLE
HAIN CELESTIAL GROUP INC COM 405217100 7 000000000355 SH DEFINED 01 SOLE
HALLIBURTON CO COM 406216101 4,756 000000278672 SH DEFINED 01 SOLE
HALLIBURTON CO COM 406216101 109 000000006400 SH DEFINED 06 SOLE
HANCOCK FABRICS INC COM 409900107 4 000000000248 SH DEFINED 01 SOLE
HANCOCK HLDG CO COM 410120109 6 000000000114 SH DEFINED 01 SOLE
HANCOCK JOHN FINL SVCS INC COM 41014S106 7,980 000000208975 SH DEFINED 01 SOLE
HANCOCK JOHN FINL SVCS INC COM 41014S106 301 000000007900 SH DEFINED 06 SOLE
HANDLEMAN CO DEL COM 410252100 3 000000000377 SH DEFINED 01 SOLE
HANDSPRING INC COM 410293104 78 000000016935 SH DEFINED 01 SOLE
HANOVER COMPRESSOR CO COM 410768105 772 000000042956 SH DEFINED 01 SOLE
HARBOR FLA BANCSHARES INC COM 411901101 6 000000000328 SH DEFINED 01 SOLE
HARLAND JOHN H CO COM 412693103 108 000000003741 SH DEFINED 01 SOLE
HARLEY DAVIDSON INC COM 412822108 9,537 000000172994 SH DEFINED 01 SOLE
HARLEY DAVIDSON INC COM 412822108 275 000000005000 SH DEFINED 06 SOLE
HARLEYSVILLE GROUP INC COM 412824104 11 000000000447 SH DEFINED 01 SOLE
HARLEYSVILLE NATL CORP PA COM 412850109 6 000000000278 SH DEFINED 01 SOLE
HARMAN INTL INDS INC COM 413086109 349 000000007091 SH DEFINED 01 SOLE
HARMONIC INC COM 413160102 872 000000075245 SH DEFINED 01 SOLE
HARRAHS ENTMT INC COM 413619107 2,861 000000064648 SH DEFINED 01 SOLE
HARRAHS ENTMT INC COM 413619107 137 000000003100 SH DEFINED 06 SOLE
HARRIS CORP DEL COM 413875105 139 000000003878 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0HARSCO CORP COM 415864107 35 000000000896 SH DEFINED 01 SOLE
HARTE-HANKS INC COM 416196103 14 000000000455 SH DEFINED 01 SOLE
HARTFORD FINL SVCS GROUP INC COM 416515104 10,765 000000158040 SH DEFINED 01 SOLE
HASBRO INC COM 418056107 1,783 000000112706 SH DEFINED 01 SOLE
HAVERTY FURNITURE INC COM 419596101 40 000000002343 SH DEFINED 01 SOLE
HAWAIIAN ELEC INDUSTRIES COM 419870100 34 000000000783 SH DEFINED 01 SOLE
HEALTHSOUTH CORP COM 421924101 3,335 000000232420 SH DEFINED 01 SOLE
HEALTH MGMT ASSOC INC NEW CL A 421933102 3,330 000000160678 SH DEFINED 01 SOLE
HEALTHCARE RLTY TR COM 421946104 19 000000000630 SH DEFINED 01 SOLE
HEADWATERS INC COM 42210P102 5 000000000370 SH DEFINED 01 SOLE
HEALTH CARE REIT INC COM 42217K106 13 000000000495 SH DEFINED 01 SOLE
HEALTH NET INC COM 42222G108 548 000000019992 SH DEFINED 01 SOLE
HEARTLAND EXPRESS INC COM 422347104 7 000000000357 SH DEFINED 01 SOLE
HEICO CORP NEW COM 422806109 2 000000000173 SH DEFINED 01 SOLE
HEICO CORP NEW CL A 422806208 277 000000021200 SH DEFINED 01 SOLE
HEIDRICK & STRUGGLES INTL IN COM 422819102 5 000000000274 SH DEFINED 01 SOLE
HEINZ H J CO COM 423074103 8,818 000000212498 SH DEFINED 01 SOLE
HEINZ H J CO COM 423074103 12,450 000000300000 SH DEFINED 04 SOLE
HELIX TECHNOLOGY CORP COM 423319102 8 000000000344 SH DEFINED 01 SOLE
HELMERICH & PAYNE INC COM 423452101 14 000000000360 SH DEFINED 01 SOLE
HEMISPHERX BIOPHARMA INC COM 42366C103 1 000000000277 SH DEFINED 01 SOLE
HENRY JACK & ASSOC INC COM 426281101 14 000000000645 SH DEFINED 01 SOLE
HERBALIFE INTL INC CL A 426908208 3 000000000229 SH DEFINED 01 SOLE
HERCULES INC COM 427056106 824 000000061929 SH DEFINED 01 SOLE
HERSHEY FOODS CORP COM 427866108 6,546 000000095508 SH DEFINED 01 SOLE
HEWLETT PACKARD CO COM 428236103 21,468 000001196665 SH DEFINED 01 SOLE
HEXCEL CORP NEW COM 428291108 1 000000000363 SH DEFINED 01 SOLE
HI / FN INC COM 428358105 1 000000000124 SH DEFINED 01 SOLE
HIBBETT SPORTING GOODS INC COM 428565105 1 000000000085 SH DEFINED 01 SOLE
HIBERNIA CORP CL A 428656102 207 000000010849 SH DEFINED 01 SOLE
HICKORY TECH CORP COM 429060106 3 000000000197 SH DEFINED 01 SOLE
HIGHWOODS PPTYS INC COM 431284108 22 000000000803 SH DEFINED 01 SOLE
HILB ROGAL & HAMILTON CO COM 431294107 197 000000006330 SH DEFINED 01 SOLE
HILLENBRAND INDS INC COM 431573104 465 000000007553 SH DEFINED 01 SOLE
HILTON HOTELS CORP COM 432848109 3,014 000000210787 SH DEFINED 01 SOLE
HILTON HOTELS CORP COM 432848109 146 000000010370 SH DEFINED 02 SOLE
HISPANIC BROADCASTING CORP CL A 43357B104 270 000000009283 SH DEFINED 01 SOLE
HOLLY CORP COM PAR $0 435758305 6 000000000329 SH DEFINED 01 SOLE
HOLLYWOOD CASINO CORP CL A 436132203 2 000000000152 SH DEFINED 01 SOLE
HOLLYWOOD ENTMT CORP COM 436141105 11 000000000656 SH DEFINED 01 SOLE
HOME DEPOT INC COM 437076102 66,162 000001361091 SH DEFINED 01 SOLE
HOME PPTYS N Y INC COM 437306103 9 000000000273 SH DEFINED 01 SOLE
HON INDS INC COM 438092108 12 000000000423 SH DEFINED 01 SOLE
HONEYWELL INTL INC COM 438516106 18,105 000000473109 SH DEFINED 01 SOLE
HOOPER HOLMES INC COM 439104100 9 000000000863 SH DEFINED 01 SOLE
HORACE MANN EDUCATORS CORP N COM 440327104 20 000000000913 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0HORIZON OFFSHORE INC COM 44043J105 2 000000000223 SH DEFINED 01 SOLE
HORMEL FOODS CORP COM 440452100 147 000000005402 SH DEFINED 01 SOLE
HOSPITALITY PPTYS TR COM SH BEN 44106M102 15 000000000451 SH DEFINED 01 SOLE
HOT TOPIC INC COM 441339108 640 000000030668 SH DEFINED 01 SOLE
HOUSEHOLD INTL INC COM 441815107 15,249 000000268476 SH DEFINED 01 SOLE
HOUSEHOLD INTL INC COM 441815107 181 000000003200 SH DEFINED 06 SOLE
HOUSTON EXPL CO COM 442120101 29 000000000948 SH DEFINED 01 SOLE
HOVNANIAN ENTERPRISES INC CL A 442487203 93 000000003522 SH DEFINED 01 SOLE
HUBBELL INC CL A 443510102 227 000000007200 SH DEFINED 01 SOLE
HUBBELL INC CL B 443510201 33 000000001023 SH DEFINED 01 SOLE
HUDSON RIV BANCORP INC COM 444128102 5 000000000231 SH DEFINED 01 SOLE
HUDSON UNITED BANCORP COM 444165104 22 000000000702 SH DEFINED 01 SOLE
HUGHES SUPPLY INC COM 444482103 13 000000000358 SH DEFINED 01 SOLE
HUMANA INC COM 444859102 2,130 000000157491 SH DEFINED 01 SOLE
HUMAN GENOME SCIENCES INC COM 444903108 79 000000003626 SH DEFINED 01 SOLE
HUNT J B TRANS SVCS INC COM 445658107 14 000000000496 SH DEFINED 01 SOLE
HUNTINGTON BANCSHARES INC COM 446150104 2,983 000000151436 SH DEFINED 01 SOLE
HUTCHINSON TECHNOLOGY INC COM 448407106 8 000000000384 SH DEFINED 01 SOLE
HYDRIL CO COM 448774109 4 000000000195 SH DEFINED 01 SOLE
ICN PHARMACEUTICALS INC NEW COM 448924100 18 000000000589 SH DEFINED 01 SOLE
IDT CORP COM 448947101 105 000000005246 SH DEFINED 01 SOLE
IDT CORP CL B 448947309 707 000000040100 SH DEFINED 01 SOLE
HYPERION SOLUTIONS CORP COM 44914M104 13 000000000499 SH DEFINED 01 SOLE
HYSEQ INC COM 449163302 1 000000000198 SH DEFINED 01 SOLE
ICOS CORP COM 449295104 224 000000004875 SH DEFINED 01 SOLE
ICU MED INC COM 44930G107 4 000000000136 SH DEFINED 01 SOLE
IDEC PHARMACEUTICALS CORP COM 449370105 515 000000008023 SH DEFINED 01 SOLE
IDEC PHARMACEUTICALS CORP COM 449370105 77 000000001200 SH DEFINED 06 SOLE
IDX SYS CORP COM 449491109 4 000000000255 SH DEFINED 01 SOLE
IGEN INC COM 449536101 250 000000006613 SH DEFINED 01 SOLE
IHOP CORP COM 449623107 9 000000000278 SH DEFINED 01 SOLE
IMC GLOBAL INC COM 449669100 114 000000007777 SH DEFINED 01 SOLE
I-MANY INC COM 44973Q103 2 000000000561 SH DEFINED 01 SOLE
IMS HEALTH INC COM 449934108 4,579 000000203977 SH DEFINED 01 SOLE
IRT PPTY CO COM 450058102 5 000000000463 SH DEFINED 01 SOLE
I-STAT CORP COM 450312103 1 000000000272 SH DEFINED 01 SOLE
ITT EDUCATIONAL SERVICES INC COM 45068B109 16 000000000359 SH DEFINED 01 SOLE
ITXC CORP COM 45069F109 2 000000000361 SH DEFINED 01 SOLE
IXIA COM 45071R109 5 000000000647 SH DEFINED 01 SOLE
IBERIABANK CORP COM 450828108 2 000000000082 SH DEFINED 01 SOLE
ITT INDS INC IND COM 450911102 3,439 000000054558 SH DEFINED 01 SOLE
IDACORP INC COM 451107106 10 000000000271 SH DEFINED 01 SOLE
IDEX CORP COM 45167R104 72 000000001966 SH DEFINED 01 SOLE
IDEXX LABS INC COM 45168D104 59 000000002211 SH DEFINED 01 SOLE
IKON OFFICE SOLUTIONS INC COM 451713101 186 000000015874 SH DEFINED 01 SOLE
IDENTIX INC COM 451906101 4 000000000504 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ILEX ONCOLOGY INC COM 451923106 8 000000000479 SH DEFINED 01 SOLE
ILLINOIS TOOL WKS INC COM 452308109 14,376 000000198708 SH DEFINED 01 SOLE
ILLINOIS TOOL WKS INC COM 452308109 62,423 000000862800 SH DEFINED 04 SOLE
ILLUMINA INC COM 452327109 2 000000000282 SH DEFINED 01 SOLE
IMATION CORP COM 45245A107 19 000000000753 SH DEFINED 01 SOLE
IMCLONE SYS INC COM 45245W109 27 000000001103 SH DEFINED 01 SOLE
IMAGISTICS INTERNATIONAL INC COM 45247T104 216 000000013600 SH DEFINED 01 SOLE
IMMUNEX CORP NEW COM 452528102 19,494 000000644221 SH DEFINED 01 SOLE
IMMUNOGEN INC COM 45253H101 6 000000000605 SH DEFINED 01 SOLE
IMPATH INC COM 45255G101 10 000000000244 SH DEFINED 01 SOLE
IMPCO TECHNOLOGIES INC COM 45255W106 1 000000000123 SH DEFINED 01 SOLE
IMPAX LABORATORIES INC COM 45256B101 1 000000000269 SH DEFINED 01 SOLE
IMMUNOMEDICS INC COM 452907108 10 000000000573 SH DEFINED 01 SOLE
INAMED CORP COM 453235103 7 000000000223 SH DEFINED 01 SOLE
INCO LTD COM 453258402 2,771 000000141613 SH DEFINED 01 SOLE
INCYTE GENOMICS INC COM 45337C102 17 000000001489 SH DEFINED 01 SOLE
INDEPENDENCE CMNTY BK CORP COM 453414104 37 000000001319 SH DEFINED 01 SOLE
INDEPENDENT BANK CORP MASS COM 453836108 4 000000000187 SH DEFINED 01 SOLE
INDEPENDENT BANK CORP MICH COM 453838104 5 000000000181 SH DEFINED 01 SOLE
INDUS INTL INC COM 45578L100 2 000000000471 SH DEFINED 01 SOLE
INDYMAC BANCORP INC COM 456607100 1,229 000000049760 SH DEFINED 01 SOLE
INET TECHNOLOGIES INC COM 45662V105 1 000000000149 SH DEFINED 01 SOLE
INFOCUS CORP COM 45665B106 192 000000010555 SH DEFINED 01 SOLE
INFOGRAMES INC COM 45665T107 1 000000000223 SH DEFINED 01 SOLE
INFORMATION HLDGS INC COM 456727106 8 000000000297 SH DEFINED 01 SOLE
INFOSPACE INC COM 45678T102 5 000000003707 SH DEFINED 01 SOLE
INFOUSA INC NEW COM 456818301 3 000000000411 SH DEFINED 01 SOLE
INFORMATION RES INC COM 456905108 3 000000000416 SH DEFINED 01 SOLE
INGLES MKTS INC CL A 457030104 1 000000000149 SH DEFINED 01 SOLE
INGRAM MICRO INC CL A 457153104 185 000000011200 SH DEFINED 01 SOLE
INHALE THERAPEUTIC SYS INC COM 457191104 448 000000042529 SH DEFINED 01 SOLE
INKTOMI CORP COM 457277101 6 000000001914 SH DEFINED 01 SOLE
INNKEEPERS USA TR COM 4576J0104 3 000000000351 SH DEFINED 01 SOLE
INSIGHT ENTERPRISES INC COM 45765U103 13 000000000599 SH DEFINED 01 SOLE
INPUT/OUTPUT INC COM 457652105 6 000000000692 SH DEFINED 01 SOLE
INSITUFORM TECHNOLOGIES INC CL A 457667103 8 000000000355 SH DEFINED 01 SOLE
INSMED INC COM NEW 457669208 1 000000000500 SH DEFINED 01 SOLE
INSIGNIA FINL GROUP INC NEW COM 45767A105 3 000000000296 SH DEFINED 01 SOLE
INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 1 000000000121 SH DEFINED 01 SOLE
INSURANCE AUTO AUCTIONS INC COM 457875102 3 000000000184 SH DEFINED 01 SOLE
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 109 000000003880 SH DEFINED 01 SOLE
INTEGRAL SYS INC MD COM 45810H107 2 000000000138 SH DEFINED 01 SOLE
INTEGRATED ELECTRICAL SVC COM 45811E103 2 000000000461 SH DEFINED 01 SOLE
INTEGRATED CIRCUIT SYS INC COM 45811K208 208 000000010225 SH DEFINED 01 SOLE
INTEGRATED DEVICE TECHNOLOGY COM 458118106 325 000000009796 SH DEFINED 01 SOLE
INTEGRATED SILICON SOLUTION COM 45812P107 5 000000000406 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0INTEGRA BK CORP COM 45814P105 5 000000000262 SH DEFINED 01 SOLE
INTELIDATA TECHNOLOGIES CORP COM 45814T107 1 000000000743 SH DEFINED 01 SOLE
INTEL CORP COM 458140100 121,697 000004001905 SH DEFINED 01 SOLE
INTEL CORP COM 458140100 398 000000013100 SH DEFINED 06 SOLE
INTER TEL INC COM 458372109 5 000000000277 SH DEFINED 01 SOLE
INTERACTIVE DATA CORP COM 45840J107 9 000000000546 SH DEFINED 01 SOLE
INTERCEPT INC COM 45845L107 7 000000000210 SH DEFINED 01 SOLE
INTERDIGITAL COMMUNICATIONS COM 45866A105 8 000000000846 SH DEFINED 01 SOLE
INTERFACE INC CL A 458665106 4 000000000683 SH DEFINED 01 SOLE
INTERGRAPH CORP COM 458683109 13 000000000755 SH DEFINED 01 SOLE
INTERLAND INC COM 458727104 2 000000000822 SH DEFINED 01 SOLE
INTERMAGNETICS GEN CORP COM 458771102 5 000000000214 SH DEFINED 01 SOLE
INTERMUNE INC COM 45884X103 12 000000000431 SH DEFINED 01 SOLE
INTERNAP NETWORK SVCS CORP COM 45885A102 1 000000002298 SH DEFINED 01 SOLE
INTERNATIONAL BANCSHARES COR COM 459044103 10 000000000249 SH DEFINED 01 SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 74 000000000720 SH SOLE SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 104,370 000001003562 SH DEFINED 01 SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 150 000000001461 SH DEFINED 02 SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 41 000000000400 SH DEFINED 06 SOLE
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,892 000000054121 SH DEFINED 01 SOLE
INTERNATIONAL GAME TECHNOLOG COM 459902102 4,112 000000065990 SH DEFINED 01 SOLE
INTERNATIONAL GAME TECHNOLOG COM 459902102 405 000000006500 SH DEFINED 06 SOLE
INTERNATIONAL MULTIFOODS COR COM 460043102 5 000000000236 SH DEFINED 01 SOLE
INTL PAPER CO COM 460146103 14,742 000000342777 SH DEFINED 01 SOLE
INTERNATIONAL RECTIFIER CORP COM 460254105 29 000000000658 SH DEFINED 01 SOLE
INTERNATIONAL SPEEDWAY CORP CL A 460335201 255 000000005584 SH DEFINED 01 SOLE
INTL SPECIALTY PRODS INC NEW COM 460337108 1 000000000194 SH DEFINED 01 SOLE
INTERNEURON PHARMACEUTICALS COM 460573108 5 000000000590 SH DEFINED 01 SOLE
INTERNET CAP GROUP INC COM 46059C106 1 000000002933 SH DEFINED 01 SOLE
INTERNET HOLDRS TR DEPOSIT RC 46059W102 14,607 000000484000 SH DEFINED 01 SOLE
INTERNET ARCHITECTURE HOLDR DEPOSTRY R 46060A107 504 000000015000 SH DEFINED 01 SOLE
INTERNET SEC SYS INC COM 46060X107 1,229 000000053795 SH DEFINED 01 SOLE
INTERPOOL INC COM 46062R108 3 000000000198 SH DEFINED 01 SOLE
INTERSIL CORP CL A 46069S109 87 000000003100 SH DEFINED 06 SOLE
INTERPUBLIC GROUP COS INC COM 460690100 7,464 000000217753 SH DEFINED 01 SOLE
INTERSTATE BAKERIES CORP DEL COM 46072H108 19 000000000798 SH DEFINED 01 SOLE
INTERSTATE BAKERIES CORP DEL COM 46072H108 181 000000007500 SH DEFINED 06 SOLE
INTERTAN INC COM 461120107 4 000000000374 SH DEFINED 01 SOLE
INTERTRUST TECHNOLOGIES CORP COM 46113Q109 1 000000001156 SH DEFINED 01 SOLE
INTERVOICE-BRITE INC COM 461142101 2 000000000461 SH DEFINED 01 SOLE
INTIMATE BRANDS INC CL A 461156101 85 000000004300 SH DEFINED 01 SOLE
INTRADO INC COM 46117A100 3 000000000182 SH DEFINED 01 SOLE
INTROGEN THERAPEUTICS INC COM 46119F107 4,166 000000940581 SH DEFINED 02 SOLE
INTUITIVE SURGICAL INC COM 46120E107 4 000000000469 SH DEFINED 01 SOLE
INTUIT COM 461202103 4,876 000000127118 SH DEFINED 01 SOLE
INVACARE CORP COM 461203101 11 000000000316 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0INVESTMENT TECHNOLOGY GRP NE COM 46145F105 614 000000011651 SH DEFINED 01 SOLE
INVESTORS REAL ESTATE TR SH BEN INT 461730103 3 000000000335 SH DEFINED 01 SOLE
INVITROGEN CORP COM 46185R100 25 000000000740 SH DEFINED 01 SOLE
INVESTORS FINL SERVICES CORP COM 461915100 17 000000000232 SH DEFINED 01 SOLE
IOMEGA CORP COM NEW 462030305 7 000000000792 SH DEFINED 01 SOLE
IONICS INC COM 462218108 43 000000001365 SH DEFINED 01 SOLE
IRON MTN INC PA COM 462846106 256 000000008100 SH DEFINED 01 SOLE
IRWIN FINL CORP COM 464119106 3 000000000175 SH DEFINED 01 SOLE
ISIS PHARMACEUTICALS INC COM 464330109 54 000000003381 SH DEFINED 01 SOLE
ISLE OF CAPRI CASINOS INC COM 464592104 5 000000000293 SH DEFINED 01 SOLE
ITRON INC COM 465741106 6 000000000218 SH DEFINED 01 SOLE
I2 TECHNOLOGIES INC COM 465754109 379 000000074992 SH DEFINED 01 SOLE
I2 TECHNOLOGIES INC COM 465754109 91 000000018100 SH DEFINED 06 SOLE
IVAX CORP COM 465823102 80 000000005025 SH DEFINED 01 SOLE
IVEX PACKAGING CORP DEL COM 465855104 1,314 000000057342 SH DEFINED 01 SOLE
JDN RLTY CORP COM 465917102 6 000000000499 SH DEFINED 01 SOLE
IXYS CORP COM 46600W106 1 000000000152 SH DEFINED 01 SOLE
J & J SNACK FOODS CORP COM 466032109 3 000000000090 SH DEFINED 01 SOLE
JDS UNIPHASE CORP COM 46612J101 5,301 000000900151 SH DEFINED 01 SOLE
JDA SOFTWARE GROUP INC COM 46612K108 10 000000000329 SH DEFINED 01 SOLE
J JILL GROUP INC COM 466189107 4 000000000162 SH DEFINED 01 SOLE
JLG INDS INC COM 466210101 9 000000000641 SH DEFINED 01 SOLE
JNI CORP COM 46622G105 2 000000000336 SH DEFINED 01 SOLE
JP REALTY INC COM 46624A106 6,825 000000255167 SH DEFINED 01 SOLE
J P MORGAN CHASE & CO COM 46625H100 40,580 000001138301 SH DEFINED 01 SOLE
J P MORGAN CHASE & CO COM 46625H100 5,828 000000163500 SH DEFINED 04 SOLE
JABIL CIRCUIT INC COM 466313103 3,031 000000128829 SH DEFINED 01 SOLE
JACK IN THE BOX INC COM 466367109 40 000000001364 SH DEFINED 01 SOLE
JACOBS ENGR GROUP INC DEL COM 469814107 85 000000001194 SH DEFINED 01 SOLE
JAKKS PAC INC COM 47012E106 6 000000000281 SH DEFINED 01 SOLE
JEFFERIES GROUP INC NEW COM 472319102 16 000000000352 SH DEFINED 01 SOLE
JEFFERSON PILOT CORP COM 475070108 4,771 000000095277 SH DEFINED 01 SOLE
JEFFERSON PILOT CORP COM 475070108 65 000000001300 SH DEFINED 06 SOLE
JOHNSON & JOHNSON COM 478160104 114,960 000001769990 SH DEFINED 01 SOLE
JOHNSON & JOHNSON COM 478160104 285 000000004400 SH DEFINED 06 SOLE
JOHNSON CTLS INC COM 478366107 4,850 000000054929 SH DEFINED 01 SOLE
JONES APPAREL GROUP INC COM 480074103 3,705 000000106010 SH DEFINED 01 SOLE
JONES LANG LASALLE INC COM 48020Q107 10 000000000457 SH DEFINED 01 SOLE
JOURNAL REGISTER CO COM 481138105 8 000000000401 SH DEFINED 01 SOLE
JUNIPER NETWORKS INC COM 48203R104 121 000000009613 SH DEFINED 01 SOLE
KCS ENERGY INC COM 482434206 1 000000000444 SH DEFINED 01 SOLE
KLA-TENCOR CORP COM 482480100 7,414 000000111492 SH DEFINED 01 SOLE
KLA-TENCOR CORP COM 482480100 332 000000005000 SH DEFINED 06 SOLE
KPMG CONSULTING INC COM 48265R109 62 000000003081 SH DEFINED 01 SOLE
K-SWISS INC CL A 482686102 3 000000000095 SH DEFINED 01 SOLE
K2 INC COM 482732104 1 000000000273 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0K V PHARMACEUTICAL CO CL B CONV 482740107 11 000000000354 SH DEFINED 01 SOLE
K V PHARMACEUTICAL CO CL A 482740206 861 000000029600 SH DEFINED 01 SOLE
KADANT INC COM 48282T104 2 000000000186 SH DEFINED 01 SOLE
KAMAN CORP CL A 483548103 5 000000000340 SH DEFINED 01 SOLE
KANA SOFTWARE INC COM NEW 483600300 4 000000000238 SH DEFINED 01 SOLE
KANSAS CITY LIFE INS CO COM 484836101 3 000000000093 SH DEFINED 01 SOLE
KANSAS CITY SOUTHN INDS INC COM NEW 485170302 57 000000003596 SH DEFINED 01 SOLE
KAYDON CORP COM 486587108 17 000000000637 SH DEFINED 01 SOLE
KB HOME COM 48666K109 3,648 000000084056 SH DEFINED 01 SOLE
KEANE INC COM 486665102 104 000000006158 SH DEFINED 01 SOLE
KEITHLEY INSTRS INC COM 487584104 1 000000000090 SH DEFINED 01 SOLE
KELLOGG CO COM 487836108 8,335 000000248311 SH DEFINED 01 SOLE
KELLWOOD CO COM 488044108 66 000000002746 SH DEFINED 01 SOLE
KELLY SVCS INC CL A 488152208 14 000000000502 SH DEFINED 01 SOLE
KEMET CORP COM 488360108 12 000000000620 SH DEFINED 01 SOLE
KENDLE INTERNATIONAL INC COM 48880L107 2 000000000148 SH DEFINED 01 SOLE
KENNAMETAL INC COM 489170100 28 000000000696 SH DEFINED 01 SOLE
KERR MCGEE CORP COM 492386107 3,682 000000058586 SH DEFINED 01 SOLE
KERYX BIOPHARMACEUTICALS INC COM 492515101 1 000000000190 SH DEFINED 01 SOLE
KEY ENERGY SVCS INC COM 492914106 16 000000001519 SH DEFINED 01 SOLE
KEY PRODTN INC COM 493138101 4 000000000212 SH DEFINED 01 SOLE
KEY3MEDIA GROUP INC COM 49326R104 2 000000000465 SH DEFINED 01 SOLE
KEYCORP NEW COM 493267108 7,635 000000286508 SH DEFINED 01 SOLE
KEYCORP NEW COM 493267108 130 000000004900 SH DEFINED 06 SOLE
KEYNOTE SYS INC COM 493308100 3 000000000361 SH DEFINED 01 SOLE
KEYSPAN CORP COM 49337W100 3,329 000000091487 SH DEFINED 01 SOLE
KEYSTONE PPTY TR CORP COM 493596100 1 000000000122 SH DEFINED 01 SOLE
KFORCE INC COM 493732101 1 000000000364 SH DEFINED 01 SOLE
KILROY RLTY CORP COM 49427F108 10 000000000375 SH DEFINED 01 SOLE
KIMBALL INTL INC CL B 494274103 8 000000000511 SH DEFINED 01 SOLE
KIMBERLY CLARK CORP COM 494368103 22,061 000000341252 SH DEFINED 01 SOLE
KIMBERLY CLARK CORP COM 494368103 226 000000003500 SH DEFINED 06 SOLE
KINDER MORGAN INC KANS COM 49455P101 4,554 000000094042 SH DEFINED 01 SOLE
KINDRED HEALTHCARE INC COM 494580103 2 000000000064 SH DEFINED 01 SOLE
KING PHARMACEUTICALS INC COM 495582108 4,908 000000140205 SH DEFINED 01 SOLE
KIRBY CORP COM 497266106 56 000000001883 SH DEFINED 01 SOLE
KNIGHT RIDDER INC COM 499040103 3,599 000000052397 SH DEFINED 01 SOLE
KNIGHT TRADING GROUP INC COM 499063105 1,009 000000141392 SH DEFINED 01 SOLE
KNIGHT TRANSN INC COM 499064103 5 000000000257 SH DEFINED 01 SOLE
KOGER EQUITY INC COM 500228101 7 000000000407 SH DEFINED 01 SOLE
KOHLS CORP COM 500255104 13,732 000000193002 SH DEFINED 01 SOLE
KOHLS CORP COM 500255104 177 000000002500 SH DEFINED 06 SOLE
KONINKLIJKE PHILIPS ELECTRS NY REG SH 500472303 21 000000000700 SH DEFINED 01 SOLE
KOPIN CORP COM 500600101 138 000000015234 SH DEFINED 01 SOLE
KOSAN BIOSCIENCES INC COM 50064W107 1 000000000208 SH DEFINED 01 SOLE
KORN FERRY INTL COM NEW 500643200 8 000000000847 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0KOS PHARMACEUTICALS INC COM 500648100 2 000000000074 SH DEFINED 01 SOLE
KRAFT FOODS INC CL A 50075N104 54 000000001400 SH DEFINED 01 SOLE
KRAMONT RLTY TR COM SH BEN 50075Q107 3 000000000287 SH DEFINED 01 SOLE
KRISPY KREME DOUGHNUTS INC COM 501014104 73 000000001800 SH DEFINED 01 SOLE
KROGER CO COM 501044101 11,141 000000502763 SH DEFINED 01 SOLE
KROLL INC COM 501049100 3 000000000230 SH DEFINED 01 SOLE
KRONOS INC COM 501052104 14 000000000301 SH DEFINED 01 SOLE
KULICKE & SOFFA INDS INC COM 501242101 232 000000011153 SH DEFINED 01 SOLE
LNR PPTY CORP COM 501940100 11 000000000338 SH DEFINED 01 SOLE
LSI INDS INC COM 50216C108 4 000000000215 SH DEFINED 01 SOLE
LSI LOGIC CORP COM 502161102 3,673 000000216098 SH DEFINED 01 SOLE
LTX CORP COM 502392103 135 000000004989 SH DEFINED 01 SOLE
L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,767 000000015783 SH DEFINED 01 SOLE
L-3 COMMUNICATIONS HLDGS INC COM 502424104 257 000000002300 SH DEFINED 06 SOLE
LA JOLLA PHARMACEUTICAL CO COM 503459109 3 000000000484 SH DEFINED 01 SOLE
LA QUINTA CORP PAIRED CTF 50419U202 14 000000001972 SH DEFINED 01 SOLE
LA Z BOY INC COM 505336107 20 000000000735 SH DEFINED 01 SOLE
LABORATORY CORP AMER HLDGS COM NEW 50540R409 76 000000000800 SH DEFINED 01 SOLE
LABOR READY INC COM NEW 505401208 4 000000000616 SH DEFINED 01 SOLE
LABRANCHE & CO INC COM 505447102 627 000000020224 SH DEFINED 01 SOLE
LACLEDE GROUP INC COM 505597104 6 000000000287 SH DEFINED 01 SOLE
LADISH INC COM NEW 505754200 1 000000000139 SH DEFINED 01 SOLE
LAFARGE NORTH AMERICA INC COM 505862102 181 000000004200 SH DEFINED 01 SOLE
LAKELAND BANCORP INC COM 511637100 3 000000000176 SH DEFINED 01 SOLE
LAM RESEARCH CORP COM 512807108 105 000000003609 SH DEFINED 01 SOLE
LAMAR ADVERTISING CO CL A 512815101 653 000000016100 SH DEFINED 01 SOLE
LANCASTER COLONY CORP COM 513847103 66 000000001788 SH DEFINED 01 SOLE
LANCE INC COM 514606102 5 000000000361 SH DEFINED 01 SOLE
LANDAUER INC COM 51476K103 4 000000000122 SH DEFINED 01 SOLE
LANDAMERICA FINL GROUP INC COM 514936103 30 000000000882 SH DEFINED 01 SOLE
LANDRYS RESTAURANTS INC COM 51508L103 55 000000002437 SH DEFINED 01 SOLE
LANDS END INC COM 515086106 17 000000000388 SH DEFINED 01 SOLE
LANDSTAR SYS INC COM 515098101 11 000000000123 SH DEFINED 01 SOLE
LASALLE HOTEL PPTYS COM SH BEN 517942108 3 000000000187 SH DEFINED 01 SOLE
LATTICE SEMICONDUCTOR CORP COM 518415104 1,199 000000068450 SH DEFINED 01 SOLE
LAWSON PRODS INC COM 520776105 2 000000000075 SH DEFINED 01 SOLE
LEAP WIRELESS INTL INC COM 521863100 4 000000000476 SH DEFINED 01 SOLE
LEAR CORP COM 521865105 1,078 000000022664 SH DEFINED 01 SOLE
LEAR CORP COM 521865105 337 000000007100 SH DEFINED 06 SOLE
LEARNING TREE INTL INC COM 522015106 4 000000000176 SH DEFINED 01 SOLE
LECROY CORP COM 52324W109 2 000000000126 SH DEFINED 01 SOLE
LEE ENTERPRISES INC COM 523768109 36 000000000990 SH DEFINED 01 SOLE
LEGATO SYS INC COM 524651106 865 000000096077 SH DEFINED 01 SOLE
LEGGETT & PLATT INC COM 524660107 2,801 000000112948 SH DEFINED 01 SOLE
LEGG MASON INC COM 524901105 1,156 000000021782 SH DEFINED 01 SOLE
LEHMAN BROS HLDGS INC COM 524908100 9,011 000000139410 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0LEHMAN BROS HLDGS INC COM 524908100 6,464 000000100000 SH DEFINED 04 SOLE
LEHMAN BROS HLDGS INC COM 524908100 297 000000004600 SH DEFINED 06 SOLE
LENNAR CORP COM 526057104 1,475 000000027964 SH DEFINED 01 SOLE
LENNAR CORP COM 526057104 189 000000003600 SH DEFINED 06 SOLE
LENNOX INTL INC COM 526107107 8 000000000657 SH DEFINED 01 SOLE
LEUCADIA NATL CORP COM 527288104 14 000000000400 SH DEFINED 01 SOLE
LEXAR MEDIA INC COM 52886P104 1 000000000497 SH DEFINED 01 SOLE
LEXICON GENETICS INC COM 528872104 4 000000000516 SH DEFINED 01 SOLE
LEXINGTON CORP PPTYS TR COM 529043101 5 000000000336 SH DEFINED 01 SOLE
LEXMARK INTL NEW CL A 529771107 4,751 000000083092 SH DEFINED 01 SOLE
LIBBEY INC COM 529898108 8 000000000233 SH DEFINED 01 SOLE
LIBERATE TECHNOLOGIES COM 530129105 9 000000001619 SH DEFINED 01 SOLE
LIBERTY CORP S C COM 530370105 10 000000000256 SH DEFINED 01 SOLE
LIBERTY MEDIA CORP NEW COM SER A 530718105 632 000000050000 SH DEFINED 01 SOLE
LIFEPOINT HOSPITALS INC COM 53219L109 187 000000005081 SH DEFINED 01 SOLE
LIGAND PHARMACEUTICALS INC CL B 53220K207 12 000000000610 SH DEFINED 01 SOLE
LIGHTBRIDGE INC COM 532226107 4 000000000381 SH DEFINED 01 SOLE
LILLY ELI & CO COM 532457108 51,516 000000676067 SH DEFINED 01 SOLE
LIMITED INC COM 532716107 5,358 000000299344 SH DEFINED 01 SOLE
LIMITED INC COM 532716107 168 000000009400 SH DEFINED 06 SOLE
LINCARE HLDGS INC COM 532791100 265 000000009778 SH DEFINED 01 SOLE
LINCOLN ELEC HLDGS INC COM 533900106 13 000000000478 SH DEFINED 01 SOLE
LINCOLN NATL CORP IND COM 534187109 7,717 000000152135 SH DEFINED 01 SOLE
LINCOLN NATL CORP IND COM 534187109 106 000000002100 SH DEFINED 06 SOLE
LINDSAY MFG CO COM 535555106 3 000000000151 SH DEFINED 01 SOLE
LINEAR TECHNOLOGY CORP COM 535678106 8,284 000000187337 SH DEFINED 01 SOLE
LINENS N THINGS INC COM 535679104 624 000000020447 SH DEFINED 01 SOLE
LIQUI BOX CORP COM 536314107 2 000000000039 SH DEFINED 01 SOLE
LITHIA MTRS INC CL A 536797103 2 000000000099 SH DEFINED 01 SOLE
LITTELFUSE INC COM 537008104 6 000000000279 SH DEFINED 01 SOLE
LIZ CLAIBORNE INC COM 539320101 2,888 000000101857 SH DEFINED 01 SOLE
LIZ CLAIBORNE INC COM 539320101 65 000000002300 SH DEFINED 06 SOLE
LOCAL FINL CORP COM 539553107 4 000000000288 SH DEFINED 01 SOLE
LOCKHEED MARTIN CORP COM 539830109 14,578 000000253180 SH DEFINED 01 SOLE
LODGENET ENTMT CORP COM 540211109 2 000000000141 SH DEFINED 01 SOLE
LOEWS CORP COM 540424108 6,637 000000113301 SH DEFINED 01 SOLE
LOEWS CORP COM 540424108 123 000000002100 SH DEFINED 06 SOLE
LONE STAR STEAKHOUSE SALOON COM 542307103 5 000000000272 SH DEFINED 01 SOLE
LONE STAR TECHNOLOGIES INC COM 542312103 45 000000001983 SH DEFINED 01 SOLE
LONGS DRUG STORES CORP COM 543162101 20 000000000737 SH DEFINED 01 SOLE
LONGVIEW FIBRE CO COM 543213102 11 000000001145 SH DEFINED 01 SOLE
LOUISIANA PAC CORP COM 546347105 890 000000082905 SH DEFINED 01 SOLE
LOWES COS INC COM 548661107 19,700 000000452982 SH DEFINED 01 SOLE
LOWES COS INC COM 548661107 200 000000004600 SH DEFINED 06 SOLE
LUBRIZOL CORP COM 549271104 99 000000002869 SH DEFINED 01 SOLE
LUBYS INC COM 549282101 2 000000000341 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0LUCENT TECHNOLOGIES INC COM 549463107 9,539 000002016905 SH DEFINED 01 SOLE
LUFKIN INDS INC COM 549764108 2 000000000085 SH DEFINED 01 SOLE
LUMINEX CORP DEL COM 55027E102 3 000000000245 SH DEFINED 01 SOLE
LYDALL INC DEL COM 550819106 3 000000000227 SH DEFINED 01 SOLE
LYNCH INTERACTIVE CORP COM 551146103 1 000000000033 SH DEFINED 01 SOLE
LYONDELL CHEMICAL CO COM 552078107 263 000000015849 SH DEFINED 01 SOLE
M & T BK CORP COM 55261F104 495 000000006171 SH DEFINED 01 SOLE
MAF BANCORP INC COM 55261R108 9 000000000279 SH DEFINED 01 SOLE
MBIA INC COM 55262C100 6,727 000000123007 SH DEFINED 01 SOLE
MBIA INC COM 55262C100 125 000000002300 SH DEFINED 06 SOLE
MBNA CORP COM 55262L100 18,809 000000487680 SH DEFINED 01 SOLE
MB FINANCIAL INC NEW COM 55264U108 6 000000000211 SH DEFINED 01 SOLE
M D C HLDGS INC COM 552676108 12 000000000278 SH DEFINED 01 SOLE
MDU RES GROUP INC COM 552690109 15 000000000505 SH DEFINED 01 SOLE
MCSI INC COM 55270M108 3 000000000302 SH DEFINED 01 SOLE
MEMC ELECTR MATLS INC COM 552715104 3 000000000625 SH DEFINED 01 SOLE
MGIC INVT CORP WIS COM 552848103 5,459 000000079780 SH DEFINED 01 SOLE
MGI PHARMA INC COM 552880106 5 000000000366 SH DEFINED 01 SOLE
MGM MIRAGE COM 552953101 101 000000002800 SH DEFINED 01 SOLE
MGM MIRAGE COM 552953101 282 000000007800 SH DEFINED 06 SOLE
M/I SCHOTTENSTEIN HOMES INC COM 55305B101 4 000000000087 SH DEFINED 01 SOLE
MKS INSTRUMENT INC COM 55306N104 10 000000000314 SH DEFINED 01 SOLE
MPS GROUP INC COM 553409103 18 000000002104 SH DEFINED 01 SOLE
MRO SOFTWARE INC COM 55347W105 3 000000000242 SH DEFINED 01 SOLE
MRV COMMUNICATIONS INC COM 553477100 3 000000001258 SH DEFINED 01 SOLE
MSC INDL DIRECT INC CL A 553530106 13 000000000604 SH DEFINED 01 SOLE
MSC SOFTWARE CORP COM 553531104 9 000000000433 SH DEFINED 01 SOLE
MTR GAMING GROUP INC COM 553769100 4 000000000297 SH DEFINED 01 SOLE
MTS SYS CORP COM 553777103 3 000000000320 SH DEFINED 01 SOLE
MACDERMID INC COM 554273102 6 000000000323 SH DEFINED 01 SOLE
MACERICH CO COM 554382101 14 000000000476 SH DEFINED 01 SOLE
MACROCHEM CORP DEL COM 555903103 1 000000000349 SH DEFINED 01 SOLE
MACROVISION CORP COM 555904101 9 000000000366 SH DEFINED 01 SOLE
MACROMEDIA INC COM 556100105 97 000000004759 SH DEFINED 01 SOLE
MADDEN STEVEN LTD COM 556269108 2 000000000135 SH DEFINED 01 SOLE
MADISON GAS & ELEC CO COM 557497104 6 000000000244 SH DEFINED 01 SOLE
MAGELLAN HEALTH SVCS INC COM 559079108 2 000000000365 SH DEFINED 01 SOLE
MAGNA ENTMT CORP CL A 559211107 2 000000000347 SH DEFINED 01 SOLE
MAGNA INTL INC CL A 559222401 477 000000006500 SH DEFINED 01 SOLE
MAGNETEK INC COM 559424106 3 000000000307 SH DEFINED 01 SOLE
MAGNUM HUNTER RES INC COM PAR $0 55972F203 4 000000000591 SH DEFINED 01 SOLE
MAIL-WELL INC COM 560321200 2 000000000455 SH DEFINED 01 SOLE
MAIN STR BKS INC NEW COM 56034R102 2 000000000146 SH DEFINED 01 SOLE
MANDALAY RESORT GROUP COM 562567107 844 000000027511 SH DEFINED 01 SOLE
MANHATTAN ASSOCS INC COM 562750109 8 000000000222 SH DEFINED 01 SOLE
MANITOWOC INC COM 563571108 89 000000002269 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0MANOR CARE INC NEW COM 564055101 1,361 000000058430 SH DEFINED 01 SOLE
MANOR CARE INC NEW COM 564055101 67 000000002900 SH DEFINED 06 SOLE
MANPOWER INC COM 56418H100 106 000000002749 SH DEFINED 01 SOLE
MANUFACTURED HOME CMNTYS INC COM 564682102 7 000000000216 SH DEFINED 01 SOLE
MANUFACTURERS SVCS LTD COM 565005105 1 000000000236 SH DEFINED 01 SOLE
MANUGISTICS GROUP INC COM 565011103 277 000000012900 SH DEFINED 01 SOLE
MAPINFO CORP COM 565105103 2 000000000204 SH DEFINED 01 SOLE
MARATHON OIL CORP COM 565849106 6,606 000000229391 SH DEFINED 01 SOLE
MARATHON OIL CORP COM 565849106 126 000000004400 SH DEFINED 06 SOLE
MARCUS CORP COM 566330106 4 000000000265 SH DEFINED 01 SOLE
MARSH & MCLENNAN COS INC COM 571748102 17,740 000000157362 SH DEFINED 01 SOLE
MARSHALL & ILSLEY CORP COM 571834100 5,090 000000081794 SH DEFINED 01 SOLE
MARRIOTT INTL INC NEW CL A 571903202 6,232 000000138645 SH DEFINED 01 SOLE
MARTEK BIOSCIENCES CORP COM 572901106 7 000000000249 SH DEFINED 01 SOLE
MARTHA STEWART LIVING OMNIME CL A 573083102 2 000000000129 SH DEFINED 01 SOLE
MARTIN MARIETTA MATLS INC COM 573284106 90 000000002150 SH DEFINED 01 SOLE
MASCO CORP COM 574599106 7,956 000000289845 SH DEFINED 01 SOLE
MASTEC INC COM 576323109 2 000000000351 SH DEFINED 01 SOLE
MATRIXONE INC COM 57685P304 4 000000000471 SH DEFINED 01 SOLE
MATTEL INC COM 577081102 5,528 000000265264 SH DEFINED 01 SOLE
MATTHEWS INTL CORP CL A 577128101 11 000000000455 SH DEFINED 01 SOLE
MATTSON TECHNOLOGY INC COM 577223100 3 000000000476 SH DEFINED 01 SOLE
MAXIM INTEGRATED PRODS INC COM 57772K101 11,580 000000207875 SH DEFINED 01 SOLE
MAXIM INTEGRATED PRODS INC COM 57772K101 139 000000002500 SH DEFINED 06 SOLE
MAXIM PHARMACEUTICALS INC COM 57772M107 1 000000000354 SH DEFINED 01 SOLE
MAXTOR CORP COM NEW 577729205 152 000000021900 SH DEFINED 01 SOLE
MAXWELL TECHNOLOGIES INC COM 577767106 1 000000000155 SH DEFINED 01 SOLE
MAXYGEN INC COM 577776107 5 000000000442 SH DEFINED 01 SOLE
MAY DEPT STORES CO COM 577778103 6,900 000000198013 SH DEFINED 01 SOLE
MAY DEPT STORES CO COM 577778103 66 000000001900 SH DEFINED 06 SOLE
MAVERICK TUBE CORP COM 577914104 8 000000000517 SH DEFINED 01 SOLE
MAXIMUS INC COM 577933104 205 000000006690 SH DEFINED 01 SOLE
MAYTAG CORP COM 578592107 1,974 000000044613 SH DEFINED 01 SOLE
MCAFEE COM CORP CL A 579062100 635 000000038582 SH DEFINED 01 SOLE
MCCLATCHY CO CL A 579489105 41 000000000700 SH DEFINED 01 SOLE
MCCORMICK & CO INC COM NON VT 579780206 40 000000000801 SH DEFINED 01 SOLE
MCDATA CORP CL B 580031102 8,225 000000679759 SH DEFINED 01 SOLE
MCDATA CORP CL A 580031201 134 000000011312 SH DEFINED 01 SOLE
MCDERMOTT INTL INC COM 580037109 682 000000043904 SH DEFINED 01 SOLE
MCDONALDS CORP COM 580135101 20,628 000000743363 SH DEFINED 01 SOLE
MCDONALDS CORP COM 580135101 68 000000002430 SH DEFINED 02 SOLE
MCGRATH RENTCORP COM 580589109 3 000000000103 SH DEFINED 01 SOLE
MCGRAW HILL COS INC COM 580645109 8,797 000000128897 SH DEFINED 01 SOLE
MCKESSON CORP COM 58155Q103 6,369 000000170169 SH DEFINED 01 SOLE
MCKESSON CORP COM 58155Q103 295 000000007900 SH DEFINED 06 SOLE
MEADWESTVACO CORP COM 583334107 3,758 000000113372 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0MEASUREMENT SPECIALTIES INC COM 583421102 3 000000000508 SH DEFINED 01 SOLE
MECHANICAL DYNAMICS INC COM 583521109 1,417 000000075200 SH DEFINED 01 SOLE
MECHANICAL TECHNOLOGY INC COM 583538103 1 000000000291 SH DEFINED 01 SOLE
MEDAREX INC COM 583916101 46 000000002900 SH DEFINED 01 SOLE
MED-DESIGN CORP COM 583926100 1 000000000114 SH DEFINED 01 SOLE
MEDALLION FINL CORP COM 583928106 1 000000000209 SH DEFINED 01 SOLE
MEDFORD BANCORP INC COM 584131106 2 000000000094 SH DEFINED 01 SOLE
MEDIA GEN INC CL A 584404107 136 000000002153 SH DEFINED 01 SOLE
MEDICINES CO COM 584688105 4 000000000339 SH DEFINED 01 SOLE
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 277 000000005000 SH DEFINED 01 SOLE
MEDIMMUNE INC COM 584699102 6,032 000000153369 SH DEFINED 01 SOLE
MEDQUIST INC COM 584949101 4 000000000156 SH DEFINED 01 SOLE
MEDIS TECHNOLOGIES LTD COM 58500P107 3 000000000250 SH DEFINED 01 SOLE
MEDTRONIC INC COM 585055106 33,627 000000743804 SH DEFINED 01 SOLE
MELLON FINL CORP COM 58551A108 10,721 000000277828 SH DEFINED 01 SOLE
MEMBERWORKS INC COM 586002107 2 000000000138 SH DEFINED 01 SOLE
MENS WEARHOUSE INC COM 587118100 163 000000006998 SH DEFINED 01 SOLE
MENTOR CORP MINN COM 587188103 11 000000000320 SH DEFINED 01 SOLE
MENTOR GRAPHICS CORP COM 587200106 375 000000017747 SH DEFINED 01 SOLE
MENTOR GRAPHICS CORP COM 587200106 181 000000008600 SH DEFINED 06 SOLE
MERCANTILE BANKSHARES CORP COM 587405101 264 000000006104 SH DEFINED 01 SOLE
MERCK & CO INC COM 589331107 81,154 000001409419 SH DEFINED 01 SOLE
MERCK & CO INC COM 589331107 333 000000005800 SH DEFINED 06 SOLE
MERCURY COMPUTER SYS COM 589378108 84 000000002640 SH DEFINED 01 SOLE
MERCURY INTERACTIVE CORP COM 589405109 2,063 000000054801 SH DEFINED 01 SOLE
MEREDITH CORP COM 589433101 1,197 000000028175 SH DEFINED 01 SOLE
MERIDIAN RESOURCE CORP COM 58977Q109 2 000000000522 SH DEFINED 01 SOLE
MERISTAR HOSPITALITY CORP COM 58984Y103 10 000000000575 SH DEFINED 01 SOLE
MERITAGE CORP COM 59001A102 3 000000000048 SH DEFINED 01 SOLE
MERIX CORP COM 590049102 3 000000000205 SH DEFINED 01 SOLE
MERRILL LYNCH & CO INC COM 590188108 26,619 000000480673 SH DEFINED 01 SOLE
MESA AIR GROUP INC COM 590479101 4 000000000436 SH DEFINED 01 SOLE
MESABA HLDGS INC COM 59066B102 1 000000000150 SH DEFINED 01 SOLE
METASOLV INC COM 59139P104 3 000000000410 SH DEFINED 01 SOLE
METHODE ELECTRS INC CL A 591520200 6 000000000514 SH DEFINED 01 SOLE
METLIFE INC COM 59156R108 15,028 000000477088 SH DEFINED 01 SOLE
METLIFE INC COM 59156R108 337 000000010700 SH DEFINED 06 SOLE
METRIS COS INC COM 591598107 709 000000035460 SH DEFINED 01 SOLE
METRO GOLDWYN MAYER INC COM 591610100 89 000000005400 SH DEFINED 01 SOLE
METRO ONE TELECOMMUNICATIONS COM 59163F105 67 000000002677 SH DEFINED 01 SOLE
METTLER TOLEDO INTERNATIONAL COM 592688105 167 000000003700 SH DEFINED 01 SOLE
MICHAELS STORES INC COM 594087108 37 000000000998 SH DEFINED 01 SOLE
MICREL INC COM 594793101 16 000000000671 SH DEFINED 01 SOLE
MICRO GENERAL CORP COM NEW 594838302 2 000000000162 SH DEFINED 01 SOLE
MICROS SYS INC COM 594901100 6 000000000266 SH DEFINED 01 SOLE
MICROSOFT CORP COM 594918104 193,071 000003201311 SH DEFINED 01 SOLE
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03/29/2002
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0MICROSOFT CORP COM 594918104 134 000000002265 SH DEFINED 02 SOLE
MICROSOFT CORP COM 594918104 265 000000004400 SH DEFINED 06 SOLE
MICROVISION INC WASH COM 594960106 1 000000000163 SH DEFINED 01 SOLE
MICROSTRATEGY INC CL A 594972101 1 000000000495 SH DEFINED 01 SOLE
MICROCHIP TECHNOLOGY INC COM 595017104 107 000000002566 SH DEFINED 01 SOLE
MICROCHIP TECHNOLOGY INC COM 595017104 138 000000003300 SH DEFINED 06 SOLE
MICROMUSE INC COM 595094103 20 000000002300 SH DEFINED 01 SOLE
MICRON TECHNOLOGY INC COM 595112103 12,564 000000381895 SH DEFINED 01 SOLE
MICROSEMI CORP COM 595137100 80 000000004933 SH DEFINED 01 SOLE
MICROTUNE INC DEL COM 59514P109 6 000000000462 SH DEFINED 01 SOLE
MID-AMER APT CMNTYS INC COM 59522J103 5 000000000214 SH DEFINED 01 SOLE
MID ATLANTIC MED SVCS INC COM 59523C107 266 000000009337 SH DEFINED 01 SOLE
MID-ATLANTIC RLTY TR SH BEN INT 595232109 3 000000000199 SH DEFINED 01 SOLE
MID-STATE BANCSHARES COM 595440108 6 000000000367 SH DEFINED 01 SOLE
MIDAS GROUP INC COM 595626102 3 000000000226 SH DEFINED 01 SOLE
MIDDLESEX WATER CO COM 596680108 2 000000000116 SH DEFINED 01 SOLE
MIDLAND CO COM 597486109 2 000000000060 SH DEFINED 01 SOLE
MIDWEST EXPRESS HLDGS INC COM 597911106 3 000000000192 SH DEFINED 01 SOLE
MIDWAY GAMES INC COM 598148104 6 000000000470 SH DEFINED 01 SOLE
MIDWEST BANC HOLDINGS INC COM 598251106 1 000000000088 SH DEFINED 01 SOLE
MILACRON INC COM 598709103 3 000000000240 SH DEFINED 01 SOLE
MILLENNIUM PHARMACEUTICALS I COM 599902103 145 000000006511 SH DEFINED 01 SOLE
MILLENNIUM CHEMICALS INC COM 599903101 14 000000000962 SH DEFINED 01 SOLE
MILLER HERMAN INC COM 600544100 13 000000000547 SH DEFINED 01 SOLE
MILLIPORE CORP COM 601073109 1,528 000000034553 SH DEFINED 01 SOLE
MILLS CORP COM 601148109 7 000000000278 SH DEFINED 01 SOLE
MINE SAFETY APPLIANCES CO COM 602720104 4 000000000131 SH DEFINED 01 SOLE
MINERALS TECHNOLOGIES INC COM 603158106 22 000000000438 SH DEFINED 01 SOLE
MINNESOTA MNG & MFG CO COM 604059105 28,827 000000250650 SH DEFINED 01 SOLE
MIPS TECHNOLOGIES INC CL A 604567107 409 000000055593 SH DEFINED 01 SOLE
MIPS TECHNOLOGIES INC CL B 604567206 2,834 000000423066 SH DEFINED 01 SOLE
MIRANT CORP COM 604675108 3,305 000000228742 SH DEFINED 01 SOLE
MIRANT CORP COM 604675108 63 000000004400 SH DEFINED 06 SOLE
MISSION WEST PPTYS INC COM 605203108 3 000000000233 SH DEFINED 01 SOLE
MISSISSIPPI VY BANCSHARES IN COM 605720101 3 000000000087 SH DEFINED 01 SOLE
MOBILE MINI INC COM 60740F105 6 000000000199 SH DEFINED 01 SOLE
MODINE MFG CO COM 607828100 17 000000000666 SH DEFINED 01 SOLE
MOHAWK INDS INC COM 608190104 1,801 000000029980 SH DEFINED 01 SOLE
MOHAWK INDS INC COM 608190104 216 000000003600 SH DEFINED 06 SOLE
MOLECULAR DEVICES CORP COM 60851C107 3 000000000218 SH DEFINED 01 SOLE
MOLEX INC COM 608554101 11,982 000000345627 SH DEFINED 01 SOLE
MONACO COACH CORP COM 60886R103 20 000000000848 SH DEFINED 01 SOLE
MONDAVI ROBERT CORP CL A 609200100 4 000000000128 SH DEFINED 01 SOLE
MONY GROUP INC COM 615337102 13 000000000344 SH DEFINED 01 SOLE
MOODYS CORP COM 615369105 4,789 000000116539 SH DEFINED 01 SOLE
MOOG INC CL A 615394202 6 000000000216 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0MOORE LTD COM 615785102 201 000000015500 SH DEFINED 01 SOLE
MORGAN STANLEY DEAN WITTER&C COM NEW 617446448 36,035 000000628783 SH DEFINED 01 SOLE
MOTOROLA INC COM 620076109 18,039 000001270411 SH DEFINED 01 SOLE
MOTOROLA INC COM 620076109 1,051 000000077000 SH DEFINED 02 SOLE
MOVADO GROUP INC COM 624580106 3 000000000147 SH DEFINED 01 SOLE
MOVIE GALLERY INC COM 624581104 2 000000000167 SH DEFINED 01 SOLE
MUELLER INDS INC COM 624756102 96 000000002746 SH DEFINED 01 SOLE
MULTEX COM INC COM 625367107 1 000000000414 SH DEFINED 01 SOLE
MURPHY OIL CORP COM 626717102 31 000000000327 SH DEFINED 01 SOLE
MYERS INDS INC COM 628464109 3 000000000250 SH DEFINED 01 SOLE
MYLAN LABS INC COM 628530107 1,499 000000050909 SH DEFINED 01 SOLE
MYLAN LABS INC COM 628530107 353 000000012000 SH DEFINED 06 SOLE
NBC CAP CORP COM 628729105 2 000000000080 SH DEFINED 01 SOLE
NBT BANCORP INC COM 628778102 5 000000000370 SH DEFINED 01 SOLE
NBTY INC COM 628782104 11 000000000654 SH DEFINED 01 SOLE
NCI BUILDING SYS INC COM 628852105 5 000000000244 SH DEFINED 01 SOLE
NCO GROUP INC COM 628858102 12 000000000464 SH DEFINED 01 SOLE
NCR CORP NEW COM 62886E108 2,481 000000055443 SH DEFINED 01 SOLE
NS GROUP INC COM 628916108 2 000000000264 SH DEFINED 01 SOLE
NL INDS INC COM NEW 629156407 2 000000000146 SH DEFINED 01 SOLE
NMS COMMUNICATIONS CORP COM 629248105 2 000000000560 SH DEFINED 01 SOLE
NN INC COM 629337106 1 000000000175 SH DEFINED 01 SOLE
NPS PHARMACEUTICALS INC COM 62936P103 13 000000000420 SH DEFINED 01 SOLE
NRG ENERGY INC COM 629377102 3,554 000000294700 SH DEFINED 01 SOLE
NUI CORP COM 629431107 27 000000001113 SH DEFINED 01 SOLE
NVR INC COM 62944T105 29 000000000094 SH DEFINED 01 SOLE
NVR INC COM 62944T105 159 000000000500 SH DEFINED 02 SOLE
NABI BIOPHARMACEUTICALS COM 629519109 3 000000000579 SH DEFINED 01 SOLE
NABORS INDS INC COM 629568106 3,434 000000081289 SH DEFINED 01 SOLE
NACCO INDS INC CL A 629579103 6 000000000099 SH DEFINED 01 SOLE
NANOMETRICS INC COM 630077105 2 000000000112 SH DEFINED 01 SOLE
NANOPHASE TCHNOLOGIES CORP COM 630079101 1 000000000177 SH DEFINED 01 SOLE
NAPRO BIOTHERAPUTICS INC COM 630795102 3 000000000375 SH DEFINED 01 SOLE
NASH FINCH CO COM 631158102 4 000000000165 SH DEFINED 01 SOLE
NATCO GROUP INC CL A 63227W203 1 000000000141 SH DEFINED 01 SOLE
NATIONAL CITY CORP COM 635405103 11,441 000000371966 SH DEFINED 01 SOLE
NATIONAL CITY CORP COM 635405103 341 000000011100 SH DEFINED 06 SOLE
NATIONAL COMMERCE FINL CORP COM 63545P104 146 000000005270 SH DEFINED 01 SOLE
NATIONAL HEALTHCARE CORP COM 635906100 2 000000000123 SH DEFINED 01 SOLE
NATIONAL FUEL GAS CO N J COM 636180101 14 000000000575 SH DEFINED 01 SOLE
NATIONAL GOLF PPTYS INC COM 63623G109 1 000000000152 SH DEFINED 01 SOLE
NATIONAL HEALTH INVS INC COM 63633D104 4 000000000314 SH DEFINED 01 SOLE
NATIONAL INSTRS CORP COM 636518102 15 000000000370 SH DEFINED 01 SOLE
NATIONAL-OILWELL INC COM 637071101 14 000000000584 SH DEFINED 01 SOLE
NATIONAL PENN BANCSHARES INC COM 637138108 6 000000000272 SH DEFINED 01 SOLE
NATIONAL PRESTO INDS INC COM 637215104 2 000000000071 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0NATIONAL PROCESSING INC COM 637229105 3 000000000106 SH DEFINED 01 SOLE
NATIONAL SEMICONDUCTOR CORP COM 637640103 3,557 000000105593 SH DEFINED 01 SOLE
NATIONAL SVC INDS INC COM NEW 637657206 1 000000000157 SH DEFINED 01 SOLE
NATIONAL WESTN LIFE INS CO CL A 638522102 3 000000000033 SH DEFINED 01 SOLE
NATIONWIDE FINL SVCS INC CL A 638612101 25 000000000600 SH DEFINED 01 SOLE
NATIONWIDE HEALTH PPTYS INC COM 638620104 14 000000000718 SH DEFINED 01 SOLE
NATURES SUNSHINE PRODUCTS IN COM 639027101 1 000000000176 SH DEFINED 01 SOLE
NAUTICA ENTERPRISES INC COM 639089101 5 000000000379 SH DEFINED 01 SOLE
NAVISTAR INTL CORP NEW COM 63934E108 1,736 000000039202 SH DEFINED 01 SOLE
NAVIGANT CONSULTING INC COM 63935N107 3 000000000600 SH DEFINED 01 SOLE
NAVIGANT INTL INC COM 63935R108 2 000000000200 SH DEFINED 01 SOLE
NDCHEALTH CORP COM 639480102 17 000000000492 SH DEFINED 01 SOLE
NEIMAN MARCUS GROUP INC CL A 640204202 511 000000014845 SH DEFINED 01 SOLE
NEOSE TECHNOLOGIES INC COM 640522108 5 000000000177 SH DEFINED 01 SOLE
NEOPHARM INC COM 640919106 3 000000000172 SH DEFINED 01 SOLE
NETBANK INC COM 640933107 6 000000000380 SH DEFINED 01 SOLE
NETWORKS ASSOCS INC COM 640938106 1,774 000000073316 SH DEFINED 01 SOLE
NET2PHONE COM 64108N106 1 000000000266 SH DEFINED 01 SOLE
NETEGRITY INC COM 64110P107 5 000000000360 SH DEFINED 01 SOLE
NETRO CORP COM 64114R109 1 000000000575 SH DEFINED 01 SOLE
NETIQ CORP COM 64115P102 327 000000015019 SH DEFINED 01 SOLE
NETSCOUT SYS INC COM 64115T104 1 000000000262 SH DEFINED 01 SOLE
NETRATINGS INC COM 64116M108 1 000000000110 SH DEFINED 01 SOLE
NETWORK APPLIANCE INC COM 64120L104 3,986 000000195625 SH DEFINED 01 SOLE
NETWORK APPLIANCE INC COM 64120L104 83 000000004100 SH DEFINED 06 SOLE
NEUBERGER BERMAN INC COM 641234109 23 000000000508 SH DEFINED 01 SOLE
NEUROGEN CORP COM 64124E106 2 000000000189 SH DEFINED 01 SOLE
NEUROCRINE BIOSCIENCES INC COM 64125C109 16 000000000414 SH DEFINED 01 SOLE
NEW CENTURY FINANCIAL CORP COM 64352D101 3 000000000162 SH DEFINED 01 SOLE
NEW ENGLAND BUSINESS SVC INC COM 643872104 4 000000000175 SH DEFINED 01 SOLE
NEW FOCUS INC COM 644383101 2 000000000796 SH DEFINED 01 SOLE
NEW HORIZONS WORLDWIDE INC COM 645526104 1 000000000102 SH DEFINED 01 SOLE
NEW JERSEY RES COM 646025106 36 000000001208 SH DEFINED 01 SOLE
NEW PLAN EXCEL RLTY TR INC COM 648053106 13 000000000674 SH DEFINED 01 SOLE
NEW YORK CMNTY BANCORP INC COM 649445103 56 000000002047 SH DEFINED 01 SOLE
NEW YORK TIMES CO CL A 650111107 4,176 000000087269 SH DEFINED 01 SOLE
NEWELL RUBBERMAID INC COM 651229106 5,300 000000165840 SH DEFINED 01 SOLE
NEWFIELD EXPL CO COM 651290108 521 000000014100 SH DEFINED 01 SOLE
NEWMONT MINING CORP COM 651639106 6,404 000000231292 SH DEFINED 01 SOLE
NEWPARK RES INC COM PAR $. 651718504 7 000000000999 SH DEFINED 01 SOLE
NEWPORT CORP COM 651824104 56 000000002370 SH DEFINED 01 SOLE
NEWS CORP LTD ADR NEW 652487703 2,423 000000085400 SH DEFINED 01 SOLE
NEXTEL COMMUNICATIONS INC CL A 65332V103 2,961 000000550413 SH DEFINED 01 SOLE
NEXTEL COMMUNICATIONS INC CL A 65332V103 42 000000007900 SH DEFINED 06 SOLE
NICOR INC COM 654086107 1,152 000000025297 SH DEFINED 01 SOLE
NICOR INC COM 654086107 186 000000004100 SH DEFINED 06 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0NIKE INC CL B 654106103 9,282 000000154688 SH DEFINED 01 SOLE
NIKE INC CL B 654106103 444 000000007303 SH DEFINED 02 SOLE
NIKE INC CL B 654106103 192 000000003200 SH DEFINED 06 SOLE
99 CENTS ONLY STORES COM 65440K106 30 000000000784 SH DEFINED 01 SOLE
NISOURCE INC COM 65473P105 2,745 000000119639 SH DEFINED 01 SOLE
NOBLE AFFILIATES INC COM 654894104 328 000000008409 SH DEFINED 01 SOLE
NOBLE DRILLING CORP COM 655042109 3,182 000000076892 SH DEFINED 01 SOLE
NOBLE DRILLING CORP COM 655042109 91 000000002200 SH DEFINED 06 SOLE
NORDSON CORP COM 655663102 18 000000000598 SH DEFINED 01 SOLE
NORDSTROM INC COM 655664100 2,281 000000093117 SH DEFINED 01 SOLE
NORFOLK SOUTHERN CORP COM 655844108 5,657 000000236325 SH DEFINED 01 SOLE
NORTEK INC COM 656559101 44 000000001229 SH DEFINED 01 SOLE
NORTEL NETWORKS CORP NEW COM 656568102 8,212 000001829163 SH DEFINED 01 SOLE
NORTH AMERN SCIENTIFIC INC COM 65715D100 1 000000000108 SH DEFINED 01 SOLE
NORTH FORK BANCORPORATION NY COM 659424105 457 000000012872 SH DEFINED 01 SOLE
NORTH PITTSBURGH SYS INC COM 661562108 3 000000000228 SH DEFINED 01 SOLE
NORTHEAST UTILS COM 664397106 20 000000001012 SH DEFINED 01 SOLE
NORTHERN TR CORP COM 665859104 7,987 000000132878 SH DEFINED 01 SOLE
NORTHFIELD LABS INC COM 666135108 1 000000000161 SH DEFINED 01 SOLE
NORTHROP GRUMMAN CORP COM 666807102 7,118 000000062966 SH DEFINED 01 SOLE
NORTHWEST AIRLS CORP CL A 667280101 102 000000005400 SH DEFINED 01 SOLE
NORTHWEST BANCORP INC PA COM 667328108 2 000000000185 SH DEFINED 01 SOLE
NORTHWEST NAT GAS CO COM 667655104 41 000000001483 SH DEFINED 01 SOLE
NORTHWESTERN CORP COM 668074107 9 000000000416 SH DEFINED 01 SOLE
NU HORIZONS ELECTRS CORP COM 669908105 2 000000000223 SH DEFINED 01 SOLE
NOVADIGM INC COM 669937104 1 000000000202 SH DEFINED 01 SOLE
NUANCE COMMUNICATIONS INC COM 669967101 2 000000000406 SH DEFINED 01 SOLE
NOVAVAX INC COM 670002104 2 000000000224 SH DEFINED 01 SOLE
NOVELL INC COM 670006105 826 000000212392 SH DEFINED 01 SOLE
NOVELLUS SYS INC COM 670008101 4,815 000000088949 SH DEFINED 01 SOLE
NOVEN PHARMACEUTICALS INC COM 670009109 7 000000000341 SH DEFINED 01 SOLE
NOVOSTE CORP COM 67010C100 1 000000000226 SH DEFINED 01 SOLE
NU SKIN ENTERPRISES INC CL A 67018T105 6 000000000652 SH DEFINED 01 SOLE
NSTAR COM 67019E107 17 000000000383 SH DEFINED 01 SOLE
NTELOS INC COM 67019U101 1 000000000257 SH DEFINED 01 SOLE
NUCOR CORP COM 670346105 2,852 000000044403 SH DEFINED 01 SOLE
NUCOR CORP COM 670346105 141 000000002200 SH DEFINED 06 SOLE
NUEVO ENERGY CO COM 670509108 3 000000000222 SH DEFINED 01 SOLE
NUMERICAL TECHNOLOGIES INC COM 67053T101 76 000000005688 SH DEFINED 01 SOLE
NVIDIA CORP COM 67066G104 5,758 000000129819 SH DEFINED 01 SOLE
NVIDIA CORP COM 67066G104 84 000000001900 SH DEFINED 06 SOLE
NYFIX INC COM 670712108 5 000000000357 SH DEFINED 01 SOLE
O CHARLEYS INC COM 670823103 5 000000000254 SH DEFINED 01 SOLE
OGE ENERGY CORP COM 670837103 13 000000000563 SH DEFINED 01 SOLE
OM GROUP INC COM 670872100 173 000000002400 SH DEFINED 01 SOLE
OSI PHARMACEUTICALS INC COM 671040103 352 000000009000 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0OTG SOFTWARE INC COM 671059103 818 000000094833 SH DEFINED 01 SOLE
OAK TECHNOLOGY INC COM 671802106 10 000000000731 SH DEFINED 01 SOLE
OAKLEY INC COM 673662102 100 000000005600 SH DEFINED 01 SOLE
OCCIDENTAL PETE CORP DEL COM 674599105 6,215 000000213241 SH DEFINED 01 SOLE
OCCIDENTAL PETE CORP DEL COM 674599105 300 000000010300 SH DEFINED 06 SOLE
OCEAN ENERGY INC DEL COM 67481E106 293 000000014841 SH DEFINED 01 SOLE
OCEANEERING INTL INC COM 675232102 140 000000004835 SH DEFINED 01 SOLE
OCEANFIRST FINL CORP COM 675234108 3 000000000113 SH DEFINED 01 SOLE
OCTEL CORP COM 675727101 2 000000000150 SH DEFINED 01 SOLE
OCULAR SCIENCES INC COM 675744106 7 000000000256 SH DEFINED 01 SOLE
OCWEN FINL CORP COM 675746101 3 000000000558 SH DEFINED 01 SOLE
OFFICEMAX INC COM 67622M108 9 000000001624 SH DEFINED 01 SOLE
OFFICE DEPOT INC COM 676220106 3,722 000000187514 SH DEFINED 01 SOLE
OFFICE DEPOT INC COM 676220106 398 000000020100 SH DEFINED 06 SOLE
OFFSHORE LOGISTICS INC COM 676255102 5 000000000272 SH DEFINED 01 SOLE
OHIO CAS CORP COM 677240103 24 000000001285 SH DEFINED 01 SOLE
OIL STS INTL INC COM 678026105 1 000000000152 SH DEFINED 01 SOLE
OLD REP INTL CORP COM 680223104 27 000000000859 SH DEFINED 01 SOLE
OLD REP INTL CORP COM 680223104 268 000000008400 SH DEFINED 06 SOLE
OLD SECOND BANCORP INC ILL COM 680277100 3 000000000087 SH DEFINED 01 SOLE
OLIN CORP COM PAR $1 680665205 96 000000005142 SH DEFINED 01 SOLE
OMNICARE INC COM 681904108 17 000000000675 SH DEFINED 01 SOLE
OMNICOM GROUP INC COM 681919106 11,080 000000117376 SH DEFINED 01 SOLE
1-800 CONTACTS INC COM 681977104 1 000000000103 SH DEFINED 01 SOLE
OMEGA FINL CORP COM 682092101 4 000000000125 SH DEFINED 01 SOLE
OMNOVA SOLUTIONS INC COM 682129101 4 000000000602 SH DEFINED 01 SOLE
ON ASSIGNMENT INC COM 682159108 5 000000000318 SH DEFINED 01 SOLE
ON SEMICONDUCTOR CORP COM 682189105 2 000000000506 SH DEFINED 01 SOLE
1 800 FLOWERS COM CL A 68243Q106 1 000000000127 SH DEFINED 01 SOLE
ONEIDA LTD COM 682505102 3 000000000215 SH DEFINED 01 SOLE
ONEOK INC NEW COM 682680103 25 000000001240 SH DEFINED 01 SOLE
ONI SYSTEMS CORP COM 68273F103 493 000000080000 SH DEFINED 01 SOLE
ONYX PHARMACEUTICALS INC COM 683399109 1 000000000281 SH DEFINED 01 SOLE
ONYX SOFTWARE CORP COM 683402101 3 000000000606 SH DEFINED 01 SOLE
OPENWAVE SYS INC COM 683718100 77 000000012131 SH DEFINED 01 SOLE
OPLINK COMMUNICATIONS INC COM 68375Q106 2 000000001791 SH DEFINED 01 SOLE
OPNET TECHNOLOGIES INC COM 683757108 1 000000000131 SH DEFINED 01 SOLE
ORACLE CORP COM 68389X105 42,544 000003323779 SH DEFINED 01 SOLE
OPTION CARE INC COM 683948103 1 000000000113 SH DEFINED 01 SOLE
ORASURE TECHNOLOGIES INC COM 68554V108 2 000000000397 SH DEFINED 01 SOLE
ORBITAL SCIENCES CORP COM 685564106 2 000000000526 SH DEFINED 01 SOLE
ORCHID BIOSCIENCES INC COM 68571P100 2 000000000823 SH DEFINED 01 SOLE
OREGON STL MLS INC COM 686079104 2 000000000392 SH DEFINED 01 SOLE
O REILLY AUTOMOTIVE INC COM 686091109 17 000000000563 SH DEFINED 01 SOLE
ORIENTAL FINL GROUP INC COM 68618W100 3 000000000150 SH DEFINED 01 SOLE
ORTHODONTIC CTRS AMER INC COM 68750P103 278 000000010100 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0OSCA INC CL A 687836106 3,883 000000139402 SH DEFINED 01 SOLE
OSHKOSH B GOSH INC CL A 688222207 6 000000000146 SH DEFINED 01 SOLE
OSHKOSH TRUCK CORP COM 688239201 14 000000000254 SH DEFINED 01 SOLE
OSMONICS INC COM 688350107 2 000000000161 SH DEFINED 01 SOLE
OTTER TAIL CORP COM 689648103 11 000000000374 SH DEFINED 01 SOLE
OUTBACK STEAKHOUSE INC COM 689899102 313 000000008753 SH DEFINED 01 SOLE
OVERSEAS SHIPHOLDING GROUP I COM 690368105 16 000000000662 SH DEFINED 01 SOLE
OVERTURE SVCS INC COM 69039R100 8 000000000298 SH DEFINED 01 SOLE
OWENS & MINOR INC NEW COM 690732102 27 000000001415 SH DEFINED 01 SOLE
OWENS ILL INC COM NEW 690768403 37 000000002226 SH DEFINED 01 SOLE
OXFORD HEALTH PLANS INC COM 691471106 160 000000003832 SH DEFINED 01 SOLE
OXFORD INDS INC COM 691497309 2 000000000091 SH DEFINED 01 SOLE
P C CONNECTION COM 69318J100 1 000000000101 SH DEFINED 01 SOLE
PC-TEL INC COM 69325Q105 1 000000000207 SH DEFINED 01 SOLE
PDI INC COM 69329V100 1 000000000117 SH DEFINED 01 SOLE
PG&E CORP COM 69331C108 5,216 000000221418 SH DEFINED 01 SOLE
PG&E CORP COM 69331C108 73 000000003100 SH DEFINED 06 SOLE
PFF BANCORP INC COM 69331W104 5 000000000175 SH DEFINED 01 SOLE
P F CHANGS CHINA BISTRO INC COM 69333Y108 82 000000001240 SH DEFINED 01 SOLE
PICO HLDGS INC COM NEW 693366205 2 000000000162 SH DEFINED 01 SOLE
PLX TECHNOLOGY INC COM 693417107 3 000000000257 SH DEFINED 01 SOLE
PMA CAP CORP CL A 693419202 5 000000000249 SH DEFINED 01 SOLE
PMC-SIERRA INC COM 69344F106 2,603 000000159916 SH DEFINED 01 SOLE
PMI GROUP INC COM 69344M101 994 000000013122 SH DEFINED 01 SOLE
PMI GROUP INC COM 69344M101 68 000000000900 SH DEFINED 06 SOLE
PNC FINL SVCS GROUP INC COM 693475105 10,168 000000165369 SH DEFINED 01 SOLE
PNC FINL SVCS GROUP INC COM 693475105 86 000000001400 SH DEFINED 06 SOLE
PNM RES INC COM 69349H107 26 000000000877 SH DEFINED 01 SOLE
PPG INDS INC COM 693506107 6,328 000000115248 SH DEFINED 01 SOLE
PPG INDS INC COM 693506107 131 000000002400 SH DEFINED 06 SOLE
PPL CORP COM 69351T106 3,381 000000085367 SH DEFINED 01 SOLE
PPL CORP COM 69351T106 83 000000002100 SH DEFINED 06 SOLE
PRG-SCHULTZ INTERNATIONAL IN COM 69357C107 7 000000000510 SH DEFINED 01 SOLE
PRI AUTOMATION INC COM 69357H106 3,504 000000150359 SH DEFINED 01 SOLE
PS BUSINESS PKS INC CALIF COM 69360J107 5 000000000162 SH DEFINED 01 SOLE
PSS WORLD MED INC COM 69366A100 10 000000001082 SH DEFINED 01 SOLE
PACCAR INC COM 693718108 3,898 000000053249 SH DEFINED 01 SOLE
PACIFIC CAP BANCORP NEW COM 69404P101 12 000000000400 SH DEFINED 01 SOLE
PACIFIC CENTY FINL CORP COM 694058108 368 000000014155 SH DEFINED 01 SOLE
PACIFIC NORTHWEST BANCORP COM 69466M103 5 000000000210 SH DEFINED 01 SOLE
PACIFIC SUNWEAR CALIF INC COM 694873100 224 000000009141 SH DEFINED 01 SOLE
PACIFICARE HEALTH SYS DEL COM 695112102 11 000000000681 SH DEFINED 01 SOLE
PACKAGING CORP AMER COM 695156109 15 000000000762 SH DEFINED 01 SOLE
PACKETEER INC COM 695210104 2 000000000340 SH DEFINED 01 SOLE
PACTIV CORP COM 695257105 2,004 000000100124 SH DEFINED 01 SOLE
PAIN THERAPEUTICS INC COM 69562K100 2 000000000243 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0PALL CORP COM 696429307 1,610 000000078618 SH DEFINED 01 SOLE
PALM HARBOR HOMES COM 696639103 5 000000000248 SH DEFINED 01 SOLE
PALM INC COM 696642107 1,315 000000329632 SH DEFINED 01 SOLE
PANAMSAT CORP NEW COM 697933109 170 000000007483 SH DEFINED 01 SOLE
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 11 000000000366 SH DEFINED 01 SOLE
PANERA BREAD CO CL A 69840W108 9 000000000149 SH DEFINED 01 SOLE
PAPA JOHNS INTL INC COM 698813102 10 000000000388 SH DEFINED 01 SOLE
PARAMETRIC TECHNOLOGY CORP COM 699173100 1,181 000000195685 SH DEFINED 01 SOLE
PAREXEL INTL CORP COM 699462107 6 000000000380 SH DEFINED 01 SOLE
PARK ELECTROCHEMICAL CORP COM 700416209 7 000000000253 SH DEFINED 01 SOLE
PARK NATL CORP COM 700658107 17 000000000176 SH DEFINED 01 SOLE
PARK PL ENTMT CORP COM 700690100 22 000000002176 SH DEFINED 01 SOLE
PARK PL ENTMT CORP COM 700690100 99 000000009548 SH DEFINED 02 SOLE
PARKER DRILLING CO COM 701081101 5 000000001312 SH DEFINED 01 SOLE
PARKER HANNIFIN CORP COM 701094104 3,825 000000076672 SH DEFINED 01 SOLE
PARKERVISION INC COM 701354102 2 000000000128 SH DEFINED 01 SOLE
PARKWAY PPTYS INC COM 70159Q104 4 000000000126 SH DEFINED 01 SOLE
PATHMARK STORES INC NEW COM 70322A101 10 000000000457 SH DEFINED 01 SOLE
PATINA OIL & GAS CORP COM 703224105 72 000000002287 SH DEFINED 01 SOLE
PATTERSON DENTAL CO COM 703412106 152 000000003489 SH DEFINED 01 SOLE
PATTERSON UTI ENERGY INC COM 703481101 440 000000014816 SH DEFINED 01 SOLE
PAXAR CORP COM 704227107 64 000000003740 SH DEFINED 01 SOLE
PAXSON COMMUNICATIONS CORP COM 704231109 5 000000000479 SH DEFINED 01 SOLE
PAYCHEX INC COM 704326107 8,698 000000219107 SH DEFINED 01 SOLE
PAYLESS SHOESOURCE INC COM 704379106 595 000000009761 SH DEFINED 01 SOLE
PECO II INC COM 705221109 1 000000000209 SH DEFINED 01 SOLE
PEDIATRIX MED GROUP COM 705324101 74 000000001820 SH DEFINED 01 SOLE
PEGASUS COMMUNICATIONS CORP CL A 705904100 1 000000000654 SH DEFINED 01 SOLE
PEGASUS SOLUTIONS INC COM 705906105 6 000000000374 SH DEFINED 01 SOLE
PEMSTAR INC COM 706552106 3 000000000327 SH DEFINED 01 SOLE
PENN ENGR & MFG CORP CL A 707389102 10 000000000600 SH DEFINED 01 SOLE
PENN ENGR & MFG CORP COM NON VT 707389300 3 000000000181 SH DEFINED 01 SOLE
PENN NATL GAMING INC COM 707569109 5 000000000157 SH DEFINED 01 SOLE
PENN VA CORP COM 707882106 65 000000001621 SH DEFINED 01 SOLE
PENNEY J C INC COM 708160106 4,278 000000206581 SH DEFINED 01 SOLE
PENNFED FINL SVCS INC COM 708167101 2 000000000086 SH DEFINED 01 SOLE
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 5 000000000201 SH DEFINED 01 SOLE
PENNZOIL-QUAKER STATE COMPAN COM 709323109 154 000000007182 SH DEFINED 01 SOLE
PENTAIR INC COM 709631105 362 000000008054 SH DEFINED 01 SOLE
PENTON MEDIA INC COM 709668107 2 000000000353 SH DEFINED 01 SOLE
PENWEST PHARMACEUTICALS CO COM 709754105 3 000000000204 SH DEFINED 01 SOLE
PEOPLES ENERGY CORP COM 711030106 818 000000020779 SH DEFINED 01 SOLE
PEOPLES HLDG CO COM 711148106 3 000000000087 SH DEFINED 01 SOLE
PEOPLESOFT INC COM 712713106 6,599 000000180652 SH DEFINED 01 SOLE
PEP BOYS MANNY MOE & JACK COM 713278109 88 000000005291 SH DEFINED 01 SOLE
PEPSI BOTTLING GROUP INC COM 713409100 4,212 000000162840 SH DEFINED 01 SOLE
1Page 45 02-05-10 16:16:39
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0PEPSI BOTTLING GROUP INC COM 713409100 72 000000002800 SH DEFINED 06 SOLE
PEPSIAMERICAS INC COM 71343P200 16 000000001126 SH DEFINED 01 SOLE
PEPSICO INC COM 713448108 52,840 000001026036 SH DEFINED 01 SOLE
PEPSICO INC COM 713448108 108 000000002105 SH DEFINED 02 SOLE
PER-SE TECHNOLOGIES INC COM NEW 713569309 5 000000000455 SH DEFINED 01 SOLE
PEREGRINE PHARMACEUTICALS IN COM 713661106 3 000000001671 SH DEFINED 01 SOLE
PERFORMANCE FOOD GROUP CO COM 713755106 21 000000000665 SH DEFINED 01 SOLE
PERFORMANCE TECHNOLOGIES INC COM 71376K102 1 000000000151 SH DEFINED 01 SOLE
PERICOM SEMICONDUCTOR CORP COM 713831105 4 000000000326 SH DEFINED 01 SOLE
PERKINELMER INC COM 714046109 1,627 000000087981 SH DEFINED 01 SOLE
PEROT SYS CORP CL A 714265105 18 000000000946 SH DEFINED 01 SOLE
PERRIGO CO COM 714290103 17 000000001452 SH DEFINED 01 SOLE
PETROLEO BRASILEIRO SA PETRO SPONSORED 71654V101 3,602 000000144500 SH DEFINED 01 SOLE
PETROQUEST ENERGY INC COM 716748108 2 000000000389 SH DEFINED 01 SOLE
PETSMART INC COM 716768106 97 000000007204 SH DEFINED 01 SOLE
PHARMACYCLICS INC COM 716933106 1 000000000245 SH DEFINED 01 SOLE
PFIZER INC COM 717081103 142,982 000003597955 SH DEFINED 01 SOLE
PFIZER INC COM 717081103 23 000000000600 SH DEFINED 02 SOLE
PFIZER INC COM 717081103 246 000000006200 SH DEFINED 06 SOLE
PHARMACEUTICAL PROD DEV INC COM 717124101 289 000000008300 SH DEFINED 06 SOLE
PHARMACEUTICAL RES INC COM 717125108 196 000000009284 SH DEFINED 01 SOLE
PHARMACOPEIA INC COM 71713B104 4 000000000337 SH DEFINED 01 SOLE
PHARMACIA CORP COM 71713U102 34,024 000000754755 SH DEFINED 01 SOLE
PHARMOS CORP COM NEW 717139208 1 000000000860 SH DEFINED 01 SOLE
PHELPS DODGE CORP COM 717265102 1,925 000000045726 SH DEFINED 01 SOLE
PHILADELPHIA CONS HLDG CORP COM 717528103 6 000000000174 SH DEFINED 01 SOLE
PHILADELPHIA SUBN CORP COM PAR $0 718009608 20 000000000861 SH DEFINED 01 SOLE
PHILIP MORRIS COS INC COM 718154107 65,545 000001244460 SH DEFINED 01 SOLE
PHILLIPS PETE CO COM 718507106 14,929 000000237732 SH DEFINED 01 SOLE
PHILLIPS VAN HEUSEN CORP COM 718592108 4 000000000345 SH DEFINED 01 SOLE
PHOENIX COS INC NEW COM 71902E109 819 000000042700 SH DEFINED 01 SOLE
PHOENIX TECHNOLOGY LTD COM 719153108 4 000000000354 SH DEFINED 01 SOLE
PHOTON DYNAMICS INC COM 719364101 13 000000000257 SH DEFINED 01 SOLE
PHOTRONICS INC COM 719405102 593 000000017601 SH DEFINED 01 SOLE
PIEDMONT NAT GAS INC COM 720186105 16 000000000466 SH DEFINED 01 SOLE
PIER 1 IMPORTS INC COM 720279108 391 000000019019 SH DEFINED 01 SOLE
PILGRIMS PRIDE CORP CL B 721467108 115 000000008228 SH DEFINED 01 SOLE
PINNACLE ENTMT INC COM 723456109 2 000000000278 SH DEFINED 01 SOLE
PINNACLE SYS INC COM 723481107 6 000000000869 SH DEFINED 01 SOLE
PINNACLE WEST CAP CORP COM 723484101 2,445 000000053916 SH DEFINED 01 SOLE
PIONEER NAT RES CO COM 723787107 94 000000004251 SH DEFINED 01 SOLE
PIONEER STD ELECTRS INC COM 723877106 5 000000000420 SH DEFINED 01 SOLE
PITNEY BOWES INC COM 724479100 6,436 000000150382 SH DEFINED 01 SOLE
PITTSTON CO COM BRINKS 725701106 58 000000002317 SH DEFINED 01 SOLE
PIXELWORKS INC COM 72581M107 4 000000000333 SH DEFINED 01 SOLE
PIXAR COM 725811103 22 000000000600 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0PLACER DOME INC COM 725906101 2,568 000000209641 SH DEFINED 01 SOLE
PLAINS RES INC COM PAR $0 726540503 46 000000001864 SH DEFINED 01 SOLE
PLANAR SYS INC COM 726900103 4 000000000162 SH DEFINED 01 SOLE
PLANTRONICS INC NEW COM 727493108 94 000000004538 SH DEFINED 01 SOLE
PLATO LEARNING INC COM 72764Y100 3 000000000215 SH DEFINED 01 SOLE
PLAYBOY ENTERPRISES INC CL B 728117300 3 000000000198 SH DEFINED 01 SOLE
PLAYTEX PRODS INC COM 72813P100 4 000000000405 SH DEFINED 01 SOLE
PLEXUS CORP COM 729132100 241 000000010251 SH DEFINED 01 SOLE
PLUM CREEK TIMBER CO INC COM 729251108 3,171 000000106737 SH DEFINED 01 SOLE
POLARIS INDS INC COM 731068102 136 000000002149 SH DEFINED 01 SOLE
POLYCOM INC COM 73172K104 836 000000034021 SH DEFINED 01 SOLE
POLYMEDICA CORP COM 731738100 4 000000000179 SH DEFINED 01 SOLE
POLYONE CORP COM 73179P106 14 000000001175 SH DEFINED 01 SOLE
POMEROY COMPUTER RES COM 731822102 2 000000000151 SH DEFINED 01 SOLE
POPE & TALBOT INC COM 732827100 3 000000000237 SH DEFINED 01 SOLE
PORT FINL CORP COM 734119100 2 000000000081 SH DEFINED 01 SOLE
PORTAL SOFTWARE INC COM 736126103 2 000000001494 SH DEFINED 01 SOLE
POSSIS MEDICAL INC COM 737407106 5 000000000258 SH DEFINED 01 SOLE
POST PPTYS INC COM 737464107 18 000000000560 SH DEFINED 01 SOLE
POTASH CORP SASK INC COM 73755L107 274 000000004200 SH DEFINED 01 SOLE
POTLATCH CORP COM 737628107 21 000000000634 SH DEFINED 01 SOLE
POTOMAC ELEC PWR CO COM 737679100 18 000000000776 SH DEFINED 01 SOLE
POWELL INDS INC COM 739128106 2 000000000096 SH DEFINED 01 SOLE
POWER INTEGRATIONS INC COM 739276103 7 000000000399 SH DEFINED 01 SOLE
POWER-ONE INC COM 739308104 537 000000065657 SH DEFINED 01 SOLE
POWERWAVE TECHNOLOGIES INC COM 739363109 17 000000001391 SH DEFINED 01 SOLE
POZEN INC COM 73941U102 1 000000000296 SH DEFINED 01 SOLE
PRAECIS PHARMACEUTICALS INC COM 739421105 4 000000000776 SH DEFINED 01 SOLE
PRAXAIR INC COM 74005P104 7,140 000000119409 SH DEFINED 01 SOLE
PRAXAIR INC COM 74005P104 131 000000002200 SH DEFINED 06 SOLE
PRE PAID LEGAL SVCS INC COM 740065107 6 000000000228 SH DEFINED 01 SOLE
PRECISION CASTPARTS CORP COM 740189105 363 000000010275 SH DEFINED 01 SOLE
PRECISION DRILLING CORP COM 74022D100 12 000000000400 SH DEFINED 01 SOLE
PRENTISS PPTYS TR SH BEN INT 740706106 14 000000000475 SH DEFINED 01 SOLE
PRESIDENTIAL LIFE CORP COM 740884101 7 000000000329 SH DEFINED 01 SOLE
PRESSTEK INC COM 741113104 2 000000000466 SH DEFINED 01 SOLE
PRICE COMMUNICATIONS CORP COM NEW 741437305 90 000000005128 SH DEFINED 01 SOLE
PRICE T ROWE GROUP INC COM 74144T108 3,456 000000088793 SH DEFINED 01 SOLE
PRICELINE COM INC COM 741503106 8 000000001588 SH DEFINED 01 SOLE
PRICESMART INC COM 741511109 2 000000000057 SH DEFINED 01 SOLE
PRIDE INTL INC DEL COM 74153Q102 592 000000037259 SH DEFINED 01 SOLE
PRIMA ENERGY CORP COM PAR $0 741901201 3 000000000147 SH DEFINED 01 SOLE
PRIME HOSPITALITY CORP COM 741917108 8 000000000680 SH DEFINED 01 SOLE
PRIORITY HEALTHCARE CORP CL B 74264T102 309 000000011900 SH DEFINED 01 SOLE
PRIVATE MEDIA GROUP INC COM 74266R104 1 000000000219 SH DEFINED 01 SOLE
PROASSURANCE CORP COM 74267C106 6 000000000346 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0PROBUSINESS SERVICES INC COM 742674104 6 000000000308 SH DEFINED 01 SOLE
PROCTER & GAMBLE CO COM 742718109 498 000000005530 SH SOLE SOLE
PROCTER & GAMBLE CO COM 742718109 67,762 000000752168 SH DEFINED 01 SOLE
PROCTER & GAMBLE CO COM 742718109 67 000000000752 SH DEFINED 02 SOLE
PROCTER & GAMBLE CO COM 742718109 702 000000007800 SH DEFINED 06 SOLE
PROGENICS PHARMACEUTICALS IN COM 743187106 1 000000000121 SH DEFINED 01 SOLE
PROGRESS ENERGY INC COM 743263105 6,302 000000125952 SH DEFINED 01 SOLE
PROGRESS ENERGY INC COM 743263105 235 000000004700 SH DEFINED 06 SOLE
PROGRESS SOFTWARE CORP COM 743312100 8 000000000443 SH DEFINED 01 SOLE
PROGRESSIVE CORP OHIO COM 743315103 7,821 000000046943 SH DEFINED 01 SOLE
PROGRESSIVE CORP OHIO COM 743315103 416 000000002500 SH DEFINED 06 SOLE
PROQUEST COMPANY COM 74346P102 34 000000000806 SH DEFINED 01 SOLE
PROSPERITY BANCSHARES INC COM 743606105 2 000000000084 SH DEFINED 01 SOLE
PROTECTIVE LIFE CORP COM 743674103 27 000000000895 SH DEFINED 01 SOLE
PROTEIN DESIGN LABS INC COM 74369L103 2,469 000000144159 SH DEFINED 01 SOLE
PROTON ENERGY SYS INC COM 74371K101 3 000000000505 SH DEFINED 01 SOLE
PROVIDENT BANCORP INC MONTEB COM 743835100 1 000000000048 SH DEFINED 01 SOLE
PROVIDENT BANKSHARES CORP COM 743859100 9 000000000388 SH DEFINED 01 SOLE
PROVIDENT FINL GROUP INC COM 743866105 10 000000000355 SH DEFINED 01 SOLE
PROVINCE HEALTHCARE CO COM 743977100 577 000000018181 SH DEFINED 01 SOLE
PROVIDIAN FINL CORP COM 74406A102 2,583 000000342222 SH DEFINED 01 SOLE
PROXIM INC COM 744284100 2 000000000477 SH DEFINED 01 SOLE
PUBLIC SVC ENTERPRISE GROUP COM 744573106 5,866 000000128093 SH DEFINED 01 SOLE
PUBLIC SVC ENTERPRISE GROUP COM 744573106 137 000000003000 SH DEFINED 06 SOLE
PUGET ENERGY INC NEW COM 745310102 121 000000005826 SH DEFINED 01 SOLE
PULITZER INC COM 745769109 6 000000000125 SH DEFINED 01 SOLE
PULTE HOMES INC COM 745867101 2,787 000000058248 SH DEFINED 01 SOLE
PURE RES INC COM 74622E102 20 000000000904 SH DEFINED 01 SOLE
QRS CORP COM 74726X105 2 000000000204 SH DEFINED 01 SOLE
QLOGIC CORP COM 747277101 2,774 000000056022 SH DEFINED 01 SOLE
QLOGIC CORP COM 747277101 74 000000001500 SH DEFINED 06 SOLE
QUAKER CITY BANCORP INC COM 74731K106 1 000000000058 SH DEFINED 01 SOLE
QUAKER CHEM CORP COM 747316107 2 000000000118 SH DEFINED 01 SOLE
QUAKER FABRIC CORP NEW COM 747399103 1 000000000176 SH DEFINED 01 SOLE
QUALCOMM INC COM 747525103 17,059 000000453216 SH DEFINED 01 SOLE
QUANTA SVCS INC COM 74762E102 123 000000007139 SH DEFINED 01 SOLE
QUANEX CORP COM 747620102 14 000000000406 SH DEFINED 01 SOLE
QUANTUM CORP COM DSSG 747906204 8 000000001124 SH DEFINED 01 SOLE
QUEST DIAGNOSTICS INC COM 74834L100 132 000000001595 SH DEFINED 01 SOLE
QUEST SOFTWARE INC COM 74834T103 401 000000026578 SH DEFINED 01 SOLE
QUESTAR CORP COM 748356102 15 000000000588 SH DEFINED 01 SOLE
QUICKSILVER RESOURCES INC COM 74837R104 2 000000000124 SH DEFINED 01 SOLE
QUIKSILVER INC COM 74838C106 140 000000006432 SH DEFINED 01 SOLE
QUINTILES TRANSNATIONAL CORP COM 748767100 1,319 000000074313 SH DEFINED 01 SOLE
QUIXOTE CORP COM 749056107 1 000000000097 SH DEFINED 01 SOLE
QWEST COMMUNICATIONS INTL IN COM 749121109 8,485 000001032319 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0R & G FINANCIAL CORP CL B 749136107 3 000000000156 SH DEFINED 01 SOLE
RFS HOTEL INVS INC COM 74955J108 6 000000000445 SH DEFINED 01 SOLE
R H DONNELLEY CORP COM NEW 74955W307 13 000000000449 SH DEFINED 01 SOLE
R G S ENERGY GROUP INC COM 74956K104 5,319 000000135527 SH DEFINED 01 SOLE
RLI CORP COM 749607107 5 000000000100 SH DEFINED 01 SOLE
RPC INC COM 749660106 2 000000000164 SH DEFINED 01 SOLE
RPM INC OHIO COM 749685103 345 000000022241 SH DEFINED 01 SOLE
RSA SEC INC COM 749719100 16 000000001806 SH DEFINED 01 SOLE
RTI INTL METALS INC COM 74973W107 3 000000000315 SH DEFINED 01 SOLE
RF MICRODEVICES INC COM 749941100 71 000000003993 SH DEFINED 01 SOLE
RADIAN GROUP INC COM 750236101 1,009 000000020577 SH DEFINED 01 SOLE
RADIAN GROUP INC COM 750236101 132 000000002700 SH DEFINED 06 SOLE
RADIANT SYSTEMS INC COM 75025N102 2 000000000226 SH DEFINED 01 SOLE
RADIO ONE INC CL D NON V 75040P405 8,821 000000428228 SH DEFINED 01 SOLE
RADIOSHACK CORP COM 750438103 3,148 000000104806 SH DEFINED 01 SOLE
RADISYS CORP COM 750459109 4 000000000241 SH DEFINED 01 SOLE
RAILAMERICA INC COM 750753105 4 000000000435 SH DEFINED 01 SOLE
RAINBOW TECHNOLOGIES INC COM 750862104 3 000000000352 SH DEFINED 01 SOLE
RAMBUS INC DEL COM 750917106 84 000000010862 SH DEFINED 01 SOLE
RALCORP HLDGS INC NEW COM 751028101 12 000000000455 SH DEFINED 01 SOLE
RANGE RES CORP COM 75281A109 3 000000000741 SH DEFINED 01 SOLE
RARE HOSPITALITY INTL INC COM 753820109 8 000000000326 SH DEFINED 01 SOLE
RATIONAL SOFTWARE CORP COM NEW 75409P202 2,238 000000141424 SH DEFINED 01 SOLE
RAYMOND JAMES FINANCIAL INC COM 754730109 19 000000000581 SH DEFINED 01 SOLE
RAYONIER INC COM 754907103 197 000000003711 SH DEFINED 01 SOLE
RAYOVAC CORP COM 755081106 4 000000000311 SH DEFINED 01 SOLE
RAYTHEON CO COM NEW 755111507 9,697 000000236227 SH DEFINED 01 SOLE
RAYTHEON CO COM NEW 755111507 18,472 000000450000 SH DEFINED 04 SOLE
READ-RITE CORP COM 755246105 5 000000001830 SH DEFINED 01 SOLE
READERS DIGEST ASSN INC CL A NON V 755267101 435 000000019419 SH DEFINED 01 SOLE
READERS DIGEST ASSN INC CL B 755267200 21 000000000900 SH DEFINED 01 SOLE
REALNETWORKS INC COM 75605L104 43 000000006200 SH DEFINED 01 SOLE
REALTY INCOME CORP COM 756109104 16 000000000498 SH DEFINED 01 SOLE
RECKSON ASSOCS RLTY CORP COM 75621K106 168 000000006851 SH DEFINED 01 SOLE
RECKSON ASSOCS RLTY CORP CL B 75621K304 5 000000000200 SH DEFINED 01 SOLE
RED HAT INC COM 756577102 2 000000000409 SH DEFINED 01 SOLE
REDWOOD TR INC COM 758075402 2 000000000108 SH DEFINED 01 SOLE
REEBOK INTL LTD COM 758110100 1,457 000000053923 SH DEFINED 01 SOLE
REEBOK INTL LTD COM 758110100 292 000000010831 SH DEFINED 02 SOLE
REGAL BELOIT CORP COM 758750103 22 000000000890 SH DEFINED 01 SOLE
REGENCY CTRS CORP COM 758849103 10 000000000353 SH DEFINED 01 SOLE
REGENERON PHARMACEUTICALS COM 75886F107 53 000000002124 SH DEFINED 01 SOLE
REGENERATION TECH INC DEL COM 75886N100 1 000000000192 SH DEFINED 01 SOLE
REGENT COMMUNICATIONS INC DE COM 758865109 2 000000000291 SH DEFINED 01 SOLE
REGIS CORP MINN COM 758932107 15 000000000563 SH DEFINED 01 SOLE
REGIONS FINL CORP COM 758940100 4,850 000000141215 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0REGISTER COM INC COM 75914G101 2 000000000296 SH DEFINED 01 SOLE
REHABCARE GROUP INC COM 759148109 6 000000000241 SH DEFINED 01 SOLE
RELIANCE STEEL & ALUMINUM CO COM 759509102 9 000000000362 SH DEFINED 01 SOLE
RELIANT ENERGY INC COM 75952J108 4,739 000000183783 SH DEFINED 01 SOLE
RELIANT ENERGY INC COM 75952J108 103 000000004000 SH DEFINED 06 SOLE
REMEC INC COM 759543101 6 000000000684 SH DEFINED 01 SOLE
REMINGTON OIL & GAS CORP COM 759594302 5 000000000249 SH DEFINED 01 SOLE
RENAISSANCE LEARNING INC COM 75968L105 3 000000000118 SH DEFINED 01 SOLE
REPUBLIC BANCSHARES INC COM 759929102 1 000000000072 SH DEFINED 01 SOLE
RENAL CARE GROUP INC COM 759930100 24 000000000748 SH DEFINED 01 SOLE
RENT A CTR INC NEW COM 76009N100 5 000000000107 SH DEFINED 01 SOLE
RENT WAY INC COM 76009U104 3 000000000373 SH DEFINED 01 SOLE
REPUBLIC BANCORP KY CL A 760281204 1 000000000107 SH DEFINED 01 SOLE
REPUBLIC BANCORP INC COM 760282103 10 000000000740 SH DEFINED 01 SOLE
REPUBLIC SVCS INC COM 760759100 22 000000001221 SH DEFINED 01 SOLE
RESEARCH FRONTIERS INC COM 760911107 2 000000000148 SH DEFINED 01 SOLE
RESORTQUEST INTL INC COM 761183102 1 000000000245 SH DEFINED 01 SOLE
RESOURCE AMERICA INC CL A 761195205 2 000000000233 SH DEFINED 01 SOLE
RESOURCE BANCSHARES MTG GROU COM 761197102 2,923 000000153000 SH DEFINED 01 SOLE
RESOURCES CONNECTION INC COM 76122Q105 2 000000000102 SH DEFINED 01 SOLE
RESPIRONICS INC COM 761230101 217 000000006727 SH DEFINED 01 SOLE
RETEK INC COM 76128Q109 9 000000000368 SH DEFINED 01 SOLE
REYNOLDS & REYNOLDS CO CL A 761695105 15 000000000506 SH DEFINED 01 SOLE
REYNOLDS R J TOB HLDGS INC COM 76182K105 1,027 000000015873 SH DEFINED 01 SOLE
RIGEL PHARMACEUTICALS INC COM 766559108 1 000000000400 SH DEFINED 01 SOLE
RIGGS NATL CORP WASH DC COM 766570105 2 000000000194 SH DEFINED 01 SOLE
RIGHT MGMT CONSULTANTS INC COM 766573109 3 000000000144 SH DEFINED 01 SOLE
RIVERSTONE NETWORKS INC COM 769320102 148 000000024757 SH DEFINED 01 SOLE
RIVIANA FOODS INC COM 769536103 1 000000000088 SH DEFINED 01 SOLE
ROADWAY CORP COM 769742107 91 000000002481 SH DEFINED 01 SOLE
ROANOKE ELEC STL CORP COM 769841107 2 000000000166 SH DEFINED 01 SOLE
ROBBINS & MYERS INC COM 770196103 3 000000000121 SH DEFINED 01 SOLE
ROBERT HALF INTL INC COM 770323103 2,955 000000100103 SH DEFINED 01 SOLE
ROCK-TENN CO CL A 772739207 3 000000000178 SH DEFINED 01 SOLE
ROCKWELL AUTOMATION INC COM 773903109 2,258 000000112564 SH DEFINED 01 SOLE
ROCKWELL COLLINS INC COM 774341101 2,719 000000107849 SH DEFINED 01 SOLE
ROGERS CORP COM 775133101 7 000000000239 SH DEFINED 01 SOLE
ROHM & HAAS CO COM 775371107 7,811 000000184795 SH DEFINED 01 SOLE
ROLLINS INC COM 775711104 9 000000000435 SH DEFINED 01 SOLE
ROPER INDS INC NEW COM 776696106 22 000000000449 SH DEFINED 01 SOLE
ROSLYN BANCORP INC COM 778162107 13 000000000635 SH DEFINED 01 SOLE
ROSS STORES INC COM 778296103 21 000000000574 SH DEFINED 01 SOLE
ROSS STORES INC COM 778296103 215 000000005700 SH DEFINED 06 SOLE
ROWAN COS INC COM 779382100 1,310 000000056901 SH DEFINED 01 SOLE
ROXIO INC COM 780008108 577 000000025432 SH DEFINED 01 SOLE
ROYAL BANCSHARES PA INC CL A 780081105 1 000000000058 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ROYAL DUTCH PETE CO NY REG GLD 780257804 66,163 000001218041 SH DEFINED 01 SOLE
ROYAL DUTCH PETE CO NY REG GLD 780257804 434 000000008000 SH DEFINED 06 SOLE
RUBY TUESDAY INC COM 781182100 22 000000000980 SH DEFINED 01 SOLE
RUDDICK CORP COM 781258108 13 000000000797 SH DEFINED 01 SOLE
RUDOLPH TECHNOLOGIES INC COM 781270103 312 000000007245 SH DEFINED 01 SOLE
RUSS BERRIE & CO COM 782233100 4 000000000140 SH DEFINED 01 SOLE
RUSSELL CORP COM 782352108 30 000000002053 SH DEFINED 01 SOLE
RYANS FAMILY STEAK HOUSE INC COM 783519101 11 000000000464 SH DEFINED 01 SOLE
RYDER SYS INC COM 783549108 1,776 000000060128 SH DEFINED 01 SOLE
RYERSON TULL INC NEW COM 78375P107 3 000000000339 SH DEFINED 01 SOLE
RYLAND GROUP INC COM 783764103 18 000000000202 SH DEFINED 01 SOLE
S & T BANCORP INC COM 783859101 9 000000000355 SH DEFINED 01 SOLE
SBC COMMUNICATIONS INC COM 78387G103 75,221 000002009125 SH DEFINED 01 SOLE
SBC COMMUNICATIONS INC COM 78387G103 36,897 000000985506 SH DEFINED 04 SOLE
SBS TECHNOLOGIES INC COM 78387P103 2 000000000222 SH DEFINED 01 SOLE
SBA COMMUNICATIONS CORP COM 78388J106 1 000000000601 SH DEFINED 01 SOLE
SCM MICROSYSTEMS INC COM 784018103 2 000000000233 SH DEFINED 01 SOLE
SCPIE HLDGS INC COM 78402P104 2 000000000134 SH DEFINED 01 SOLE
SCP POOL CORP COM 784028102 9 000000000290 SH DEFINED 01 SOLE
SEI INVESTMENTS CO COM 784117103 1,244 000000029080 SH DEFINED 01 SOLE
SEMCO ENERGY INC COM 78412D109 2 000000000276 SH DEFINED 01 SOLE
SJW CORP COM 784305104 2 000000000030 SH DEFINED 01 SOLE
SL GREEN RLTY CORP COM 78440X101 13 000000000397 SH DEFINED 01 SOLE
SPSS INC COM 78462K102 3 000000000181 SH DEFINED 01 SOLE
SPS TECHNOLOGIES INC COM 784626103 6 000000000147 SH DEFINED 01 SOLE
S1 CORPORATION COM 78463B101 14 000000000927 SH DEFINED 01 SOLE
SPX CORP COM 784635104 1,513 000000010691 SH DEFINED 01 SOLE
SPX CORP COM 784635104 240 000000001700 SH DEFINED 06 SOLE
SABA SOFTWARE INC COM 784932105 1 000000000393 SH DEFINED 01 SOLE
SWS GROUP INC COM 78503N107 4 000000000207 SH DEFINED 01 SOLE
S Y BANCORP INC COM 785060104 3 000000000084 SH DEFINED 01 SOLE
SABRE HLDGS CORP CL A 785905100 5,018 000000107449 SH DEFINED 01 SOLE
SABRE HLDGS CORP CL A 785905100 126 000000002700 SH DEFINED 06 SOLE
SAFECO CORP COM 786429100 2,797 000000087321 SH DEFINED 01 SOLE
SAFEGUARD SCIENTIFICS INC COM 786449108 5 000000001788 SH DEFINED 01 SOLE
SAFEWAY INC COM NEW 786514208 12,897 000000286479 SH DEFINED 01 SOLE
SAFEWAY INC COM NEW 786514208 234 000000005200 SH DEFINED 06 SOLE
SAGA COMMUNICATIONS CL A 786598102 3 000000000148 SH DEFINED 01 SOLE
ST FRANCIS CAP CORP COM 789374105 2 000000000111 SH DEFINED 01 SOLE
ST JUDE MED INC COM 790849103 4,280 000000055486 SH DEFINED 01 SOLE
ST JUDE MED INC COM 790849103 254 000000003300 SH DEFINED 06 SOLE
ST MARY LD & EXPL CO COM 792228108 9 000000000421 SH DEFINED 01 SOLE
ST PAUL COS INC COM 792860108 6,968 000000151982 SH DEFINED 01 SOLE
ST PAUL COS INC COM 792860108 8,711 000000190000 SH DEFINED 04 SOLE
SAKS INC COM 79377W108 13 000000001025 SH DEFINED 01 SOLE
SALEM COMMUNICATIONS CORP DE CL A 794093104 3 000000000134 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0SALTON INC COM 795757103 1 000000000086 SH DEFINED 01 SOLE
SANCHEZ COMPUTER ASSOCS INC COM 799702105 507 000000075203 SH DEFINED 01 SOLE
SANDERSON FARMS INC COM 800013104 1 000000000069 SH DEFINED 01 SOLE
SANDISK CORP COM 80004C101 10 000000000493 SH DEFINED 01 SOLE
SANDY SPRING BANCORP INC COM 800363103 7 000000000219 SH DEFINED 01 SOLE
SANGAMO BIOSCIENCES INC COM 800677106 1 000000000163 SH DEFINED 01 SOLE
SANMINA SCI CORP COM 800907107 4,237 000000360620 SH DEFINED 01 SOLE
SANGSTAT MED CORP COM 801003104 9 000000000343 SH DEFINED 01 SOLE
SANTANDER BANCORP COM 802809103 2 000000000119 SH DEFINED 01 SOLE
SAPIENT CORP COM 803062108 348 000000073342 SH DEFINED 01 SOLE
SARA LEE CORP COM 803111103 9,511 000000458183 SH DEFINED 01 SOLE
SARA LEE CORP COM 803111103 132 000000006400 SH DEFINED 06 SOLE
SAUER-DANFOSS INC COM 804137107 1 000000000154 SH DEFINED 01 SOLE
SAUL CTRS INC COM 804395101 3 000000000161 SH DEFINED 01 SOLE
SAVIA S A DE C V SPON ADR R 805175106 907 000000737444 SH DEFINED 04 SOLE
SCANA CORP NEW COM 80589M102 23 000000000756 SH DEFINED 01 SOLE
SCANSOURCE INC COM 806037107 5 000000000087 SH DEFINED 01 SOLE
SCHAWK INC CL A 806373106 1 000000000137 SH DEFINED 01 SOLE
SCHEIN HENRY INC COM 806407102 502 000000011408 SH DEFINED 01 SOLE
SCHEIN HENRY INC COM 806407102 259 000000005900 SH DEFINED 06 SOLE
SCHERING PLOUGH CORP COM 806605101 28,782 000000919574 SH DEFINED 01 SOLE
SCHLUMBERGER LTD COM 806857108 20,646 000000351008 SH DEFINED 01 SOLE
SCHOLASTIC CORP COM 807066105 36 000000000682 SH DEFINED 01 SOLE
SCHOLASTIC CORP COM 807066105 173 000000003200 SH DEFINED 06 SOLE
SCHOOL SPECIALTY INC COM 807863105 6 000000000240 SH DEFINED 01 SOLE
SCHULMAN A INC COM 808194104 11 000000000655 SH DEFINED 01 SOLE
SCHWAB CHARLES CORP NEW COM 808513105 11,575 000000884264 SH DEFINED 01 SOLE
SCHWEITZER-MAUDUIT INTL INC COM 808541106 5 000000000225 SH DEFINED 01 SOLE
SCICLONE PHARMACEUTICALS INC COM 80862K104 2 000000000493 SH DEFINED 01 SOLE
SCIENTIFIC ATLANTA INC COM 808655104 2,566 000000111089 SH DEFINED 01 SOLE
SCIENTIFIC ATLANTA INC COM 808655104 196 000000008500 SH DEFINED 06 SOLE
SCIENTIFIC GAMES CORP CL A 80874P109 2 000000000239 SH DEFINED 01 SOLE
SCIOS INC COM 808905103 89 000000003090 SH DEFINED 01 SOLE
SCOTTS CO CL A 810186106 97 000000002140 SH DEFINED 01 SOLE
SCRIPPS E W CO OHIO CL A 811054204 213 000000002600 SH DEFINED 01 SOLE
SEABOARD CORP COM 811543107 1 000000000006 SH DEFINED 01 SOLE
SEACHANGE INTL INC COM 811699107 593 000000039073 SH DEFINED 01 SOLE
SEACOAST FINL SVCS CORP COM 81170Q106 7 000000000374 SH DEFINED 01 SOLE
SEACOAST BKG CORP FLA CL A 811707108 2 000000000055 SH DEFINED 01 SOLE
SEACOR SMIT INC COM 811904101 66 000000001359 SH DEFINED 01 SOLE
SEALED AIR CORP NEW COM 81211K100 2,320 000000049286 SH DEFINED 01 SOLE
SEALED AIR CORP NEW COM 81211K100 131 000000002800 SH DEFINED 06 SOLE
SEARS ROEBUCK & CO COM 812387108 11,158 000000217635 SH DEFINED 01 SOLE
SEARS ROEBUCK & CO COM 812387108 640 000000012500 SH DEFINED 06 SOLE
SECOND BANCORP INC COM 813114105 3 000000000132 SH DEFINED 01 SOLE
SECTOR SPDR TR SBI BASIC 81369Y100 23,710 000001000000 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0SECTOR SPDR TR SBI INT-EN 81369Y506 36,112 000001250000 SH DEFINED 01 SOLE
SECTOR SPDR TR SBI INT-FI 81369Y605 95,025 000003500000 SH DEFINED 01 SOLE
SECTOR SPDR TR SBI INT-TE 81369Y803 5,417 000000250000 SH DEFINED 01 SOLE
SECURE COMPUTING CORP COM 813705100 8 000000000434 SH DEFINED 01 SOLE
SECURITY CAP GROUP INC CL B 81413P204 17,800 000000698900 SH DEFINED 01 SOLE
SEEBEYOND TECHNOLOGIES CORP COM 815704101 3 000000000483 SH DEFINED 01 SOLE
SEITEL INC COM NEW 816074306 2 000000000294 SH DEFINED 01 SOLE
SELECT MEDICAL CORP COM 816196109 2 000000000142 SH DEFINED 01 SOLE
SELECTIVE INS GROUP INC COM 816300107 10 000000000387 SH DEFINED 01 SOLE
SEMTECH CORP COM 816850101 18 000000000509 SH DEFINED 01 SOLE
SEMPRA ENERGY COM 816851109 3,693 000000146861 SH DEFINED 01 SOLE
SEMPRA ENERGY COM 816851109 67 000000002700 SH DEFINED 06 SOLE
SEMITOOL INC COM 816909105 3 000000000234 SH DEFINED 01 SOLE
SENIOR HSG PPTYS TR SH BEN INT 81721M109 6 000000000445 SH DEFINED 01 SOLE
SENSIENT TECHNOLOGIES CORP COM 81725T100 24 000000001061 SH DEFINED 01 SOLE
SEPRACOR INC COM 817315104 1,061 000000054729 SH DEFINED 01 SOLE
SEQUA CORPORATION CL A 817320104 6 000000000128 SH DEFINED 01 SOLE
SEQUENOM INC COM 817337108 3 000000000437 SH DEFINED 01 SOLE
SERENA SOFTWARE INC COM 817492101 59 000000003038 SH DEFINED 01 SOLE
SEROLOGICALS CORP COM 817523103 4 000000000279 SH DEFINED 01 SOLE
7-ELEVEN INC COM NEW 817826209 3 000000000352 SH DEFINED 01 SOLE
SHERWIN WILLIAMS CO COM 824348106 2,596 000000091157 SH DEFINED 01 SOLE
SHERWIN WILLIAMS CO COM 824348106 65 000000002300 SH DEFINED 06 SOLE
SHOPKO STORES INC COM 824911101 90 000000005009 SH DEFINED 01 SOLE
SHUFFLE MASTER INC COM 825549108 5 000000000270 SH DEFINED 01 SOLE
SHURGARD STORAGE CTRS INC COM 82567D104 16 000000000494 SH DEFINED 01 SOLE
SICOR INC COM 825846108 112 000000006563 SH DEFINED 01 SOLE
SICOR INC COM 825846108 126 000000007400 SH DEFINED 06 SOLE
SIEBEL SYS INC COM 826170102 11,016 000000337840 SH DEFINED 01 SOLE
SIERRA HEALTH SVCS INC COM 826322109 4 000000000367 SH DEFINED 01 SOLE
SIERRA PAC RES NEW COM 826428104 64 000000004288 SH DEFINED 01 SOLE
SIGMA ALDRICH CORP COM 826552101 2,136 000000045490 SH DEFINED 01 SOLE
SILICON LABORATORIES INC COM 826919102 4 000000000132 SH DEFINED 01 SOLE
SILGAN HOLDINGS INC COM 827048109 4 000000000149 SH DEFINED 01 SOLE
SILICON IMAGE INC COM 82705T102 7 000000000847 SH DEFINED 01 SOLE
SILICON GRAPHICS INC COM 827056102 12 000000002991 SH DEFINED 01 SOLE
SILICON STORAGE TECHNOLOGY I COM 827057100 92 000000008776 SH DEFINED 01 SOLE
SILICON VY BANCSHARES COM 827064106 29 000000000967 SH DEFINED 01 SOLE
SILICONIX INC COM NEW 827079203 2 000000000089 SH DEFINED 01 SOLE
SIMMONS 1ST NATL CORP CL A $5 PA 828730200 3 000000000108 SH DEFINED 01 SOLE
SIMPSON MANUFACTURING CO INC COM 829073105 6 000000000113 SH DEFINED 01 SOLE
SINCLAIR BROADCAST GROUP INC CL A 829226109 5 000000000370 SH DEFINED 01 SOLE
SIRIUS SATELLITE RADIO INC COM 82966U103 92 000000017479 SH DEFINED 01 SOLE
SITEL CORP COM 82980K107 2 000000000852 SH DEFINED 01 SOLE
SIPEX CORP COM 829909100 4 000000000376 SH DEFINED 01 SOLE
SIX FLAGS INC COM 83001P109 628 000000035167 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0SKECHERS U S A INC CL A 830566105 4 000000000245 SH DEFINED 01 SOLE
SKILLSOFT CORP COM 83066P101 1 000000000078 SH DEFINED 01 SOLE
SKYLINE CORP COM 830830105 2 000000000095 SH DEFINED 01 SOLE
SMART & FINAL INC COM 831683107 1 000000000179 SH DEFINED 01 SOLE
SMITH A O COM 831865209 3 000000000152 SH DEFINED 01 SOLE
SMITH INTL INC COM 832110100 1,582 000000023357 SH DEFINED 01 SOLE
SMITH INTL INC COM 832110100 135 000000002000 SH DEFINED 06 SOLE
SMITHFIELD FOODS INC COM 832248108 297 000000011406 SH DEFINED 01 SOLE
SMITHFIELD FOODS INC COM 832248108 232 000000008900 SH DEFINED 06 SOLE
SMUCKER J M CO COM 832696306 90 000000002670 SH DEFINED 01 SOLE
SMURFIT-STONE CONTAINER CORP COM 832727101 220 000000012891 SH DEFINED 01 SOLE
SNAP ON INC COM 833034101 1,309 000000038447 SH DEFINED 01 SOLE
SOLA INTL INC COM 834092108 5 000000000352 SH DEFINED 01 SOLE
SOLECTRON CORP COM 834182107 5,063 000000649189 SH DEFINED 01 SOLE
SOLUTIA INC COM 834376105 6 000000000755 SH DEFINED 01 SOLE
SOMERA COMMUNICATION COM 834458101 3 000000000449 SH DEFINED 01 SOLE
SONIC AUTOMOTIVE INC CL A 83545G102 10 000000000352 SH DEFINED 01 SOLE
SONIC CORP COM 835451105 12 000000000478 SH DEFINED 01 SOLE
SONICBLUE INC COM 83546Q109 3 000000001421 SH DEFINED 01 SOLE
SONICWALL INC COM 835470105 56 000000004368 SH DEFINED 01 SOLE
SONOCO PRODS CO COM 835495102 19 000000000690 SH DEFINED 01 SOLE
SONOSITE INC COM 83568G104 3 000000000156 SH DEFINED 01 SOLE
SOTHEBYS HLDGS INC CL A 835898107 12 000000000748 SH DEFINED 01 SOLE
SOUNDVIEW TECHNOLOGY GROUP N COM 83611Q109 1 000000000757 SH DEFINED 01 SOLE
SOURCECORP COM 836167106 6 000000000215 SH DEFINED 01 SOLE
SOUTH FINL GROUP INC COM 837841105 12 000000000628 SH DEFINED 01 SOLE
SOUTH JERSEY INDS INC COM 838518108 5 000000000180 SH DEFINED 01 SOLE
SOUTHERN CO COM 842587107 11,379 000000429566 SH DEFINED 01 SOLE
SOUTHERN PERU COPPER CORP COM 843611104 2 000000000214 SH DEFINED 01 SOLE
SOUTHERN UN CO NEW COM 844030106 9 000000000501 SH DEFINED 01 SOLE
SOUTHTRUST CORP COM 844730101 5,556 000000210471 SH DEFINED 01 SOLE
SOUTHTRUST CORP COM 844730101 279 000000010600 SH DEFINED 06 SOLE
SOUTHWEST AIRLS CO COM 844741108 8,495 000000439065 SH DEFINED 01 SOLE
SOUTHWEST AIRLS CO COM 844741108 106 000000005500 SH DEFINED 06 SOLE
SOUTHWEST BANCORPORATION TEX COM 84476R109 13 000000000393 SH DEFINED 01 SOLE
SOUTHWEST GAS CORP COM 844895102 11 000000000446 SH DEFINED 01 SOLE
SOUTHWESTERN ENERGY CO COM 845467109 4 000000000383 SH DEFINED 01 SOLE
SOVEREIGN BANCORP INC COM 845905108 26 000000001851 SH DEFINED 01 SOLE
SOVRAN SELF STORAGE INC COM 84610H108 5 000000000187 SH DEFINED 01 SOLE
SPANISH BROADCASTING SYS INC CL A 846425882 7 000000000562 SH DEFINED 01 SOLE
SPARTAN STORES INC COM 846822104 2 000000000300 SH DEFINED 01 SOLE
SPARTECH CORP COM NEW 847220209 5 000000000205 SH DEFINED 01 SOLE
SPECIALTY LABORATORIES INC COM 84749R100 1 000000000078 SH DEFINED 01 SOLE
SPECTRALINK CORP COM 847580107 2 000000000229 SH DEFINED 01 SOLE
SPECTRASITE HLDGS INC COM 84760T100 1 000000001040 SH DEFINED 01 SOLE
SPECTRIAN CORP COM 847608106 2 000000000173 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0SPEECHWORKS INTL INC COM 84764M101 2 000000000369 SH DEFINED 01 SOLE
SPEEDWAY MOTORSPORTS INC COM 847788106 5 000000000201 SH DEFINED 01 SOLE
SPHERION CORP COM 848420105 8 000000000796 SH DEFINED 01 SOLE
SPINNAKER EXPL CO COM 84855W109 153 000000003692 SH DEFINED 01 SOLE
SPORTS RESORTS INTL INC COM 84918U108 2 000000000370 SH DEFINED 01 SOLE
SPRINT CORP COM FON GR 852061100 7,745 000000506573 SH DEFINED 01 SOLE
SPRINT CORP COM FON GR 852061100 134 000000008800 SH DEFINED 06 SOLE
SPRINT CORP PCS COM SE 852061506 5,807 000000564344 SH DEFINED 01 SOLE
STAMPS COM INC COM 852857101 2 000000000535 SH DEFINED 01 SOLE
STANCORP FINL GROUP INC COM 852891100 36 000000000671 SH DEFINED 01 SOLE
STANDARD COML CORP COM 853258101 2 000000000156 SH DEFINED 01 SOLE
STANDARD MICROSYSTEMS CORP COM 853626109 5 000000000221 SH DEFINED 01 SOLE
STANDARD MTR PRODS INC COM 853666105 1 000000000110 SH DEFINED 01 SOLE
STANDARD PAC CORP NEW COM 85375C101 10 000000000386 SH DEFINED 01 SOLE
STANDARD REGISTER CO COM 853887107 5 000000000201 SH DEFINED 01 SOLE
STANDEX INTL CORP COM 854231107 4 000000000165 SH DEFINED 01 SOLE
STANLEY FURNITURE INC COM NEW 854305208 2 000000000082 SH DEFINED 01 SOLE
STANLEY WKS COM 854616109 3,245 000000070167 SH DEFINED 01 SOLE
STANLEY WKS COM 854616109 60 000000001300 SH DEFINED 06 SOLE
STAPLES INC COM 855030102 5,790 000000289944 SH DEFINED 01 SOLE
STARBUCKS CORP COM 855244109 5,257 000000227323 SH DEFINED 01 SOLE
STARTEK INC COM 85569C107 2 000000000121 SH DEFINED 01 SOLE
STATE AUTO FINL CORP COM 855707105 2 000000000189 SH DEFINED 01 SOLE
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 5,794 000000154073 SH DEFINED 01 SOLE
STATE STR CORP COM 857477103 10,445 000000188622 SH DEFINED 01 SOLE
STATEN IS BANCORP INC COM 857550107 74 000000003762 SH DEFINED 01 SOLE
STATION CASINOS INC COM 857689103 8 000000000511 SH DEFINED 01 SOLE
STEAK N SHAKE CO COM 857873103 4 000000000326 SH DEFINED 01 SOLE
STEEL DYNAMICS INC COM 858119100 6 000000000382 SH DEFINED 01 SOLE
STEIN MART INC COM 858375108 3 000000000378 SH DEFINED 01 SOLE
STEINWAY MUSICAL INSTRS INC COM ORD 858495104 1 000000000093 SH DEFINED 01 SOLE
STELLENT INC COM 85856W105 65 000000006787 SH DEFINED 01 SOLE
STEPAN CO COM 858586100 2 000000000095 SH DEFINED 01 SOLE
STERLING BANCSHARES INC COM 858907108 7 000000000535 SH DEFINED 01 SOLE
STERICYCLE INC COM 858912108 15 000000000244 SH DEFINED 01 SOLE
STERIS CORP COM 859152100 269 000000012899 SH DEFINED 01 SOLE
STERLING BANCORP COM 859158107 4 000000000135 SH DEFINED 01 SOLE
STERLING FINL CORP COM 859317109 4 000000000171 SH DEFINED 01 SOLE
STEWART & STEVENSON SVCS INC COM 860342104 11 000000000588 SH DEFINED 01 SOLE
STEWART ENTERPRISES INC CL A 860370105 8 000000001463 SH DEFINED 01 SOLE
STEWART INFORMATION SVCS COR COM 860372101 27 000000001388 SH DEFINED 01 SOLE
STILLWATER MNG CO COM 86074Q102 101 000000005389 SH DEFINED 01 SOLE
STILWELL FINL INC COM 860831106 3,669 000000149839 SH DEFINED 01 SOLE
STMICROELECTRONICS N V NY REGISTR 861012102 312 000000009200 SH DEFINED 01 SOLE
STONE ENERGY CORP COM 861642106 159 000000004126 SH DEFINED 01 SOLE
STONERIDGE INC COM 86183P102 1 000000000190 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0STORAGE USA INC COM 861907103 6,752 000000158548 SH DEFINED 01 SOLE
STORAGE TECHNOLOGY CORP COM PAR $0 862111200 16 000000000760 SH DEFINED 01 SOLE
STORAGE TECHNOLOGY CORP COM PAR $0 862111200 205 000000009600 SH DEFINED 06 SOLE
STRATOS LIGHTWAVE INC COM 863100103 4 000000000974 SH DEFINED 01 SOLE
STRAYER ED INC COM 863236105 2 000000000048 SH DEFINED 01 SOLE
STRIDE RITE CORP COM 863314100 5 000000000637 SH DEFINED 01 SOLE
STRYKER CORP COM 863667101 7,608 000000126121 SH DEFINED 01 SOLE
STUDENT LN CORP COM 863902102 5 000000000061 SH DEFINED 01 SOLE
STURM RUGER & CO INC COM 864159108 3 000000000298 SH DEFINED 01 SOLE
SUFFOLK BANCORP COM 864739107 5 000000000179 SH DEFINED 01 SOLE
SUMMIT PPTYS INC COM 866239106 9 000000000386 SH DEFINED 01 SOLE
SUN COMMUNITIES INC COM 866674104 9 000000000233 SH DEFINED 01 SOLE
SUN MICROSYSTEMS INC COM 866810104 17,892 000002028648 SH DEFINED 01 SOLE
SUNGARD DATA SYS INC COM 867363103 676 000000020518 SH DEFINED 01 SOLE
SUNOCO INC COM 86764P109 3,195 000000079877 SH DEFINED 01 SOLE
SUNOCO INC COM 86764P109 100 000000002500 SH DEFINED 06 SOLE
SUNRISE ASSISTED LIVING INC COM 86768K106 151 000000005566 SH DEFINED 01 SOLE
SUNTRUST BKS INC COM 867914103 11,499 000000172325 SH DEFINED 01 SOLE
SUNTRUST BKS INC COM 867914103 146 000000002200 SH DEFINED 06 SOLE
SUPERGEN INC COM 868059106 1 000000000254 SH DEFINED 01 SOLE
SUPERIOR ENERGY SVCS INC COM 868157108 6 000000000669 SH DEFINED 01 SOLE
SUPERIOR INDS INTL INC COM 868168105 23 000000000472 SH DEFINED 01 SOLE
SUPERTEX INC COM 868532102 2 000000000120 SH DEFINED 01 SOLE
SUPERVALU INC COM 868536103 2,427 000000094081 SH DEFINED 01 SOLE
SUPERVALU INC COM 868536103 322 000000012500 SH DEFINED 06 SOLE
SURMODICS INC COM 868873100 8 000000000201 SH DEFINED 01 SOLE
SUSQUEHANNA BANCSHARES INC P COM 869099101 14 000000000598 SH DEFINED 01 SOLE
SWIFT ENERGY CO COM 870738101 18 000000000951 SH DEFINED 01 SOLE
SWIFT TRANSN CO COM 870756103 144 000000006598 SH DEFINED 01 SOLE
SYBASE INC COM 871130100 75 000000004313 SH DEFINED 01 SOLE
SYBRON DENTAL SPECIALTIES IN COM 871142105 815 000000040576 SH DEFINED 01 SOLE
SYKES ENTERPRISES INC COM 871237103 6 000000000636 SH DEFINED 01 SOLE
SYLVAN LEARNING SYS INC COM 871399101 300 000000010642 SH DEFINED 01 SOLE
SYMANTEC CORP COM 871503108 1,331 000000032304 SH DEFINED 01 SOLE
SYMANTEC CORP COM 871503108 193 000000004700 SH DEFINED 06 SOLE
SYMBOL TECHNOLOGIES INC COM 871508107 1,487 000000132361 SH DEFINED 01 SOLE
SYMMETRICOM INC COM 871543104 2 000000000339 SH DEFINED 01 SOLE
SYMYX TECHNOLOGIES COM 87155S108 8 000000000390 SH DEFINED 01 SOLE
SYNCOR INTL CORP DEL COM 87157J106 70 000000002600 SH DEFINED 01 SOLE
SYNPLICITY INC COM 87160Y108 1 000000000160 SH DEFINED 01 SOLE
SYNOPSYS INC COM 871607107 410 000000007444 SH DEFINED 01 SOLE
SYNOVUS FINL CORP COM 87161C105 5,631 000000184762 SH DEFINED 01 SOLE
SYNTEL INC COM 87162H103 1 000000000077 SH DEFINED 01 SOLE
SYNTROLEUM CORP COM 871630109 1 000000000328 SH DEFINED 01 SOLE
SYSCO CORP COM 871829107 12,272 000000411553 SH DEFINED 01 SOLE
SYSTEMS & COMPUTER TECHNOLOG COM 871873105 6 000000000472 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0TBC CORP COM 872180104 3 000000000263 SH DEFINED 01 SOLE
TCF FINL CORP COM 872275102 134 000000002553 SH DEFINED 01 SOLE
TCF FINL CORP COM 872275102 63 000000001200 SH DEFINED 06 SOLE
TECO ENERGY INC COM 872375100 2,520 000000088024 SH DEFINED 01 SOLE
THQ INC COM NEW 872443403 18 000000000375 SH DEFINED 01 SOLE
TJX COS INC NEW COM 872540109 6,281 000000156990 SH DEFINED 01 SOLE
TJX COS INC NEW COM 872540109 224 000000005600 SH DEFINED 06 SOLE
TRC COS INC COM 872625108 2 000000000122 SH DEFINED 01 SOLE
TRW INC COM 872649108 5,513 000000107123 SH DEFINED 01 SOLE
TMP WORLDWIDE INC COM 872941109 2,235 000000064842 SH DEFINED 01 SOLE
TTM TECHNOLOGIES INC COM 87305R109 1 000000000183 SH DEFINED 01 SOLE
TXU CORP COM 873168108 9,344 000000171419 SH DEFINED 01 SOLE
TXU CORP COM 873168108 468 000000008600 SH DEFINED 06 SOLE
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 11 000000000559 SH DEFINED 01 SOLE
TALBOTS INC COM 874161102 113 000000003200 SH DEFINED 01 SOLE
TALX CORP COM 874918105 2 000000000178 SH DEFINED 01 SOLE
TANGER FACTORY OUTLET CTRS I COM 875465106 2 000000000079 SH DEFINED 01 SOLE
TANOX INC COM 87588Q109 5 000000000358 SH DEFINED 01 SOLE
TARGET CORP COM 87612E106 22,387 000000519192 SH DEFINED 01 SOLE
TARGETED GENETICS CORP COM 87612M108 1 000000000571 SH DEFINED 01 SOLE
TAUBMAN CTRS INC COM 876664103 6 000000000440 SH DEFINED 01 SOLE
TECH DATA CORP COM 878237106 2,220 000000048398 SH DEFINED 01 SOLE
TECHNE CORP COM 878377100 544 000000019733 SH DEFINED 01 SOLE
TECHNITROL INC COM 878555101 10 000000000460 SH DEFINED 01 SOLE
TECUMSEH PRODS CO CL B 878895101 2,477 000000050053 SH DEFINED 01 SOLE
TECUMSEH PRODS CO CL A 878895200 19 000000000363 SH DEFINED 01 SOLE
TEJON RANCH CO DEL COM 879080109 3 000000000108 SH DEFINED 01 SOLE
TEKELEC COM 879101103 462 000000040332 SH DEFINED 01 SOLE
TEKTRONIX INC COM 879131100 1,945 000000082215 SH DEFINED 01 SOLE
TELE NORTE LESTE PART S A SPON ADR P 879246106 1,073 000000085500 SH DEFINED 01 SOLE
TELEDYNE TECHNOLOGIES INC COM 879360105 8 000000000484 SH DEFINED 01 SOLE
TELEFLEX INC COM 879369106 15 000000000281 SH DEFINED 01 SOLE
TELEFONOS DE MEXICO S A SPON ADR O 879403780 686 000000017000 SH DEFINED 01 SOLE
TELEPHONE & DATA SYS INC COM 879433100 205 000000002323 SH DEFINED 01 SOLE
TELIK INC COM 87959M109 3 000000000321 SH DEFINED 01 SOLE
TELLABS INC COM 879664100 2,918 000000278785 SH DEFINED 01 SOLE
TEMPLE INLAND INC COM 879868107 2,075 000000036585 SH DEFINED 01 SOLE
TELETECH HOLDINGS INC COM 879939106 7 000000000548 SH DEFINED 01 SOLE
TENET HEALTHCARE CORP COM 88033G100 12,449 000000185764 SH DEFINED 01 SOLE
TENET HEALTHCARE CORP COM 88033G100 348 000000005200 SH DEFINED 06 SOLE
TENNANT CO COM 880345103 5 000000000137 SH DEFINED 01 SOLE
TERADYNE INC COM 880770102 5,779 000000146577 SH DEFINED 01 SOLE
TERAYON COMMUNICATION SYS COM 880775101 7 000000000931 SH DEFINED 01 SOLE
TEREX CORP NEW COM 880779103 12 000000000553 SH DEFINED 01 SOLE
TERRA INDS INC COM 880915103 1 000000000587 SH DEFINED 01 SOLE
TERREMARK WORLDWIDE INC COM 881448104 1 000000002295 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0TESORO PETE CORP COM 881609101 311 000000022140 SH DEFINED 01 SOLE
TETRA TECHNOLOGIES INC DEL COM 88162F105 5 000000000183 SH DEFINED 01 SOLE
TETRA TECH INC NEW COM 88162G103 10 000000000747 SH DEFINED 01 SOLE
TEXAS BIOTECHNOLOGY CORP COM 88221T104 4 000000000662 SH DEFINED 01 SOLE
TEXAS INDS INC COM 882491103 83 000000002018 SH DEFINED 01 SOLE
TEXAS INSTRS INC COM 882508104 35,000 000001057424 SH DEFINED 01 SOLE
TEXAS REGL BANCSHARES INC CL A VTG 882673106 9 000000000210 SH DEFINED 01 SOLE
TEXTRON INC COM 883203101 4,196 000000082121 SH DEFINED 01 SOLE
THERAGENICS CORP COM 883375107 4 000000000451 SH DEFINED 01 SOLE
THERMA-WAVE INC COM 88343A108 3 000000000246 SH DEFINED 01 SOLE
THERMO ELECTRON CORP COM 883556102 2,103 000000101476 SH DEFINED 01 SOLE
THOMAS & BETTS CORP COM 884315102 720 000000034071 SH DEFINED 01 SOLE
THOMAS INDS INC COM 884425109 6 000000000231 SH DEFINED 01 SOLE
THOR INDS INC COM 885160101 4 000000000097 SH DEFINED 01 SOLE
THORATEC CORP COM NEW 885175307 6 000000000553 SH DEFINED 01 SOLE
THORNBURG MTG INC COM 885218107 11 000000000597 SH DEFINED 01 SOLE
3COM CORP COM 885535104 15 000000002543 SH DEFINED 01 SOLE
3-D SYS CORP DEL COM NEW 88554D205 1 000000000124 SH DEFINED 01 SOLE
THREE FIVE SYS INC COM 88554L108 4 000000000325 SH DEFINED 01 SOLE
3TEC ENERGY CORP COM NEW 88575R308 3 000000000224 SH DEFINED 01 SOLE
TIDEWATER INC COM 886423102 1,377 000000032537 SH DEFINED 01 SOLE
TIDEWATER INC COM 886423102 135 000000003200 SH DEFINED 06 SOLE
TIFFANY & CO NEW COM 886547108 2,940 000000082701 SH DEFINED 01 SOLE
TIMBERLAND CO CL A 887100105 49 000000001180 SH DEFINED 01 SOLE
TIME WARNER TELECOM INC CL A 887319101 25 000000004199 SH DEFINED 01 SOLE
TIMKEN CO COM 887389104 209 000000009052 SH DEFINED 01 SOLE
TITAN CORP COM 888266103 451 000000021882 SH DEFINED 01 SOLE
TITAN PHARMACEUTICALS INC DE COM 888314101 2 000000000375 SH DEFINED 01 SOLE
TITANIUM METALS CORP COM 888339108 1 000000000298 SH DEFINED 01 SOLE
TIVO INC COM 888706108 1 000000000270 SH DEFINED 01 SOLE
TOLL BROTHERS INC WHEN ISSUE 889478103 17 000000000343 SH DEFINED 01 SOLE
TOLLGRADE COMMUNICATIONS INC COM 889542106 4 000000000193 SH DEFINED 01 SOLE
TOMPKINSTRUSTCO INC COM 890110109 4 000000000099 SH DEFINED 01 SOLE
TOO INC COM 890333107 14 000000000476 SH DEFINED 01 SOLE
TOOTSIE ROLL INDS INC COM 890516107 16 000000000355 SH DEFINED 01 SOLE
TOPPS INC COM 890786106 5 000000000558 SH DEFINED 01 SOLE
TORCHMARK CORP COM 891027104 3,226 000000080075 SH DEFINED 01 SOLE
TORO CO COM 891092108 11 000000000190 SH DEFINED 01 SOLE
TOTAL FINA ELF S A SPONSORED 89151E109 482 000000006300 SH DEFINED 01 SOLE
TOUCH AMERICA HLDGS INC COM 891539108 6 000000001577 SH DEFINED 01 SOLE
TOWER AUTOMOTIVE INC COM 891707101 8 000000000625 SH DEFINED 01 SOLE
TOTAL SYS SVCS INC COM 891906109 980 000000039000 SH DEFINED 01 SOLE
TOWN & CTRY TR SH BEN INT 892081100 4 000000000215 SH DEFINED 01 SOLE
TOYS R US INC COM 892335100 2,016 000000112280 SH DEFINED 01 SOLE
TRAMMELL CROW CO COM 89288R106 5 000000000347 SH DEFINED 01 SOLE
TRANS WORLD ENTMT CORP COM 89336Q100 3 000000000402 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0TRANSACTION SYS ARCHITECTS CL A 893416107 1,025 000000089992 SH DEFINED 01 SOLE
TRANSATLANTIC HLDGS INC COM 893521104 49 000000000600 SH DEFINED 01 SOLE
TRANSCANADA PIPELINES LTD COM 893526103 16 000000001200 SH DEFINED 01 SOLE
TRANSGENOMIC INC COM 89365K206 1 000000000193 SH DEFINED 01 SOLE
TRANSKARYOTIC THERAPIES INC COM 893735100 19 000000000457 SH DEFINED 01 SOLE
TRANSMONTAIGNE INC COM 893934109 1 000000000240 SH DEFINED 01 SOLE
TRAVELOCITY COM INC COM 893953109 3,020 000000107993 SH DEFINED 01 SOLE
TRANSWITCH CORP COM 894065101 6 000000002027 SH DEFINED 01 SOLE
TREDEGAR CORP COM 894650100 4 000000000241 SH DEFINED 01 SOLE
TRENDWEST RESORTS INC COM 894917103 2 000000000109 SH DEFINED 01 SOLE
TREX INC COM 89531P105 2 000000000094 SH DEFINED 01 SOLE
TRIAD HOSPITALS INC COM 89579K109 90 000000002620 SH DEFINED 01 SOLE
TRIANGLE PHARMACEUTICALS INC COM 89589H104 3 000000000706 SH DEFINED 01 SOLE
TRIAD GTY INC COM 895925105 4 000000000105 SH DEFINED 01 SOLE
TRIARC COS INC CL A 895927101 5 000000000180 SH DEFINED 01 SOLE
TRICON GLOBAL RESTAURANTS COM 895953107 4,893 000000083244 SH DEFINED 01 SOLE
TRIBUNE CO NEW COM 896047107 7,743 000000170335 SH DEFINED 01 SOLE
TRICO MARINE SERVICES INC COM 896106101 3 000000000375 SH DEFINED 01 SOLE
TRIGON HEALTHCARE INC COM 89618L100 543 000000007358 SH DEFINED 01 SOLE
TRIKON TECHNOLOGIES INC COM NEW 896187408 2 000000000165 SH DEFINED 01 SOLE
TRIMBLE NAVIGATION LTD COM 896239100 6 000000000379 SH DEFINED 01 SOLE
TRIMERIS INC COM 896263100 12 000000000284 SH DEFINED 01 SOLE
TRINITY INDS INC COM 896522109 21 000000000880 SH DEFINED 01 SOLE
TRIQUINT SEMICONDUCTOR INC COM 89674K103 113 000000009420 SH DEFINED 01 SOLE
TRIUMPH GROUP INC NEW COM 896818101 9 000000000240 SH DEFINED 01 SOLE
TRIZETTO GROUP INC COM 896882107 4 000000000344 SH DEFINED 01 SOLE
TRIPATH IMAGING INC COM 896942109 2 000000000380 SH DEFINED 01 SOLE
TROPICAL SPORTSWEAR INTL COR COM 89708P102 1 000000000069 SH DEFINED 01 SOLE
TROY FINL CORP COM 897329108 1 000000000042 SH DEFINED 01 SOLE
TRUST CO NJ JERSEY CITY NEW COM 898304100 6 000000000283 SH DEFINED 01 SOLE
TRUSTCO BK CORP N Y COM 898349105 13 000000001081 SH DEFINED 01 SOLE
TUESDAY MORNING CORP COM NEW 899035505 2 000000000131 SH DEFINED 01 SOLE
TULARIK INC COM 899165104 4 000000000296 SH DEFINED 01 SOLE
TUPPERWARE CORP COM 899896104 772 000000033958 SH DEFINED 01 SOLE
TURNSTONE SYSTEMS INC COM 900423104 2 000000000447 SH DEFINED 01 SOLE
TWEETER HOME ENTMT GROUP INC COM 901167106 5 000000000296 SH DEFINED 01 SOLE
II VI INC COM 902104108 2 000000000159 SH DEFINED 01 SOLE
TYCO INTL LTD NEW COM 902124106 36,828 000001139488 SH DEFINED 01 SOLE
TYSON FOODS INC CL A 902494103 44 000000003556 SH DEFINED 01 SOLE
UAL CORP COM PAR $0 902549500 387 000000023700 SH DEFINED 01 SOLE
UCAR INTL INC COM 90262K109 17 000000001259 SH DEFINED 01 SOLE
UCBH HOLDINGS INC COM 90262T308 10 000000000295 SH DEFINED 01 SOLE
UGI CORP NEW COM 902681105 13 000000000417 SH DEFINED 01 SOLE
UICI COM 902737105 11 000000000582 SH DEFINED 01 SOLE
UIL HLDG CORP COM 902748102 10 000000000189 SH DEFINED 01 SOLE
UMB FINL CORP COM 902788108 11 000000000261 SH DEFINED 01 SOLE
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OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0U S B HLDG INC COM 902910108 3 000000000184 SH DEFINED 01 SOLE
UST INC COM 902911106 3,740 000000096084 SH DEFINED 01 SOLE
U S RESTAURANT PPTYS INC COM 902971100 3 000000000284 SH DEFINED 01 SOLE
US BANCORP DEL COM NEW 902973304 25,895 000001147332 SH DEFINED 01 SOLE
US BANCORP DEL COM NEW 902973304 95,854 000004247000 SH DEFINED 04 SOLE
US BANCORP DEL COM NEW 902973304 214 000000009500 SH DEFINED 06 SOLE
USA NETWORKS INC COM 902984103 1,622 000000051078 SH DEFINED 01 SOLE
URS CORP NEW COM 903236107 85 000000002705 SH DEFINED 01 SOLE
U S G CORP COM NEW 903293405 3 000000000561 SH DEFINED 01 SOLE
USEC INC COM 90333E108 7 000000001232 SH DEFINED 01 SOLE
U S CONCRETE INC COM 90333L102 1 000000000290 SH DEFINED 01 SOLE
U S PHYSICAL THERAPY INC COM 90337L108 1 000000000069 SH DEFINED 01 SOLE
US UNWIRED INC CL A 90338R104 2 000000000476 SH DEFINED 01 SOLE
US ONCOLOGY INC COM 90338W103 12 000000001440 SH DEFINED 01 SOLE
UBIQUITEL INC COM 903474302 2 000000000841 SH DEFINED 01 SOLE
ULTICOM INC COM 903844108 1 000000000141 SH DEFINED 01 SOLE
ULTIMATE ELECTRS INC COM 903849107 3 000000000132 SH DEFINED 01 SOLE
USA ED INC COM 90390U102 8,819 000000090179 SH DEFINED 01 SOLE
ULTRATECH STEPPER INC COM 904034105 6 000000000306 SH DEFINED 01 SOLE
UMPQUA HLDGS CORP COM 904214103 3 000000000220 SH DEFINED 01 SOLE
UNIFI INC COM 904677101 10 000000001157 SH DEFINED 01 SOLE
UNIFIRST CORP MASS COM 904708104 3 000000000122 SH DEFINED 01 SOLE
UNILEVER N V N Y SHS NE 904784709 19,002 000000334549 SH DEFINED 01 SOLE
UNION PAC CORP COM 907818108 10,693 000000172082 SH DEFINED 01 SOLE
UNION PAC CORP COM 907818108 16,846 000000271100 SH DEFINED 04 SOLE
UNION PAC CORP COM 907818108 86 000000001400 SH DEFINED 06 SOLE
UNION PLANTERS CORP COM 908068109 4,800 000000101307 SH DEFINED 01 SOLE
UNION PLANTERS CORP COM 908068109 203 000000004300 SH DEFINED 06 SOLE
UNIONBANCAL CORP COM 908906100 1,364 000000031000 SH DEFINED 01 SOLE
UNISOURCE ENERGY CORP COM 909205106 19 000000000976 SH DEFINED 01 SOLE
UNISYS CORP COM 909214108 2,324 000000184080 SH DEFINED 01 SOLE
UNIT CORP COM 909218109 10 000000000547 SH DEFINED 01 SOLE
UNITED AUTO GROUP INC COM 909440109 98 000000004381 SH DEFINED 01 SOLE
UNITED CMNTY FINL CORP OHIO COM 909839102 3 000000000479 SH DEFINED 01 SOLE
UNITED BANKSHARES INC WEST V COM 909907107 19 000000000655 SH DEFINED 01 SOLE
UNITED DOMINION REALTY TR IN COM 910197102 24 000000001567 SH DEFINED 01 SOLE
UNITED FIRE & CAS CO COM 910331107 3 000000000096 SH DEFINED 01 SOLE
UNITED INDL CORP COM 910671106 4 000000000195 SH DEFINED 01 SOLE
UNITED NATL BANCORP N J COM 910909100 5 000000000227 SH DEFINED 01 SOLE
UNITED NAT FOODS INC COM 911163103 3 000000000138 SH DEFINED 01 SOLE
UNITED PARCEL SERVICE INC CL B 911312106 79 000000001300 SH DEFINED 01 SOLE
UNITED RENTALS INC COM 911363109 544 000000019829 SH DEFINED 01 SOLE
UNITED STATES CELLULAR CORP COM 911684108 1,861 000000045400 SH DEFINED 01 SOLE
US AIRWAYS GROUP INC COM 911905107 250 000000038882 SH DEFINED 01 SOLE
U S INDS INC NEW COM 912080108 4 000000001130 SH DEFINED 01 SOLE
UNITED STATES STL CORP NEW COM 912909108 1,381 000000076114 SH DEFINED 01 SOLE
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OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0UNITED STATIONERS INC COM 913004107 18 000000000485 SH DEFINED 01 SOLE
UNITED TECHNOLOGIES CORP COM 913017109 21,341 000000287616 SH DEFINED 01 SOLE
UNITED TECHNOLOGIES CORP COM 913017109 623 000000008400 SH DEFINED 06 SOLE
UNITED THERAPEUTICS CORP DEL COM 91307C102 3 000000000228 SH DEFINED 01 SOLE
UNITEDHEALTH GROUP INC COM 91324P102 13,691 000000179162 SH DEFINED 01 SOLE
UNITEDHEALTH GROUP INC COM 91324P102 343 000000004500 SH DEFINED 06 SOLE
UNITEDGLOBALCOM CL A 913247508 6 000000001161 SH DEFINED 01 SOLE
UNITRIN INC COM 913275103 19 000000000488 SH DEFINED 01 SOLE
UNIVERSAL AMERN FINL CORP COM 913377107 4 000000000685 SH DEFINED 01 SOLE
UNIVERSAL COMPRESSION HLDGS COM 913431102 4 000000000164 SH DEFINED 01 SOLE
UNIVERSAL CORP VA COM 913456109 23 000000000591 SH DEFINED 01 SOLE
UNIVERSAL DISPLAY CORP COM 91347P105 2 000000000241 SH DEFINED 01 SOLE
UNIVERSAL ELECTRS INC COM 913483103 3 000000000209 SH DEFINED 01 SOLE
UNIVERSAL FST PRODS INC COM 913543104 3 000000000161 SH DEFINED 01 SOLE
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 4 000000000177 SH DEFINED 01 SOLE
UNIVERSAL HLTH SVCS INC CL B 913903100 677 000000016432 SH DEFINED 01 SOLE
UNIVISION COMMUNICATIONS INC CL A 914906102 5,645 000000134417 SH DEFINED 01 SOLE
UNIZAN FINANCIAL CORP COM 91528W101 6 000000000335 SH DEFINED 01 SOLE
UNOCAL CORP COM 915289102 6,000 000000154064 SH DEFINED 01 SOLE
UNOVA INC COM 91529B106 5 000000000682 SH DEFINED 01 SOLE
UNUMPROVIDENT CORP COM 91529Y106 4,506 000000161364 SH DEFINED 01 SOLE
USFREIGHTWAYS CORP COM 916906100 272 000000007701 SH DEFINED 01 SOLE
URBAN OUTFITTERS INC COM 917047102 2 000000000102 SH DEFINED 01 SOLE
UROLOGIX INC COM 917273104 3 000000000172 SH DEFINED 01 SOLE
V F CORP COM 918204108 2,739 000000063340 SH DEFINED 01 SOLE
VAIL RESORTS INC COM 91879Q109 15 000000000721 SH DEFINED 01 SOLE
VALASSIS COMMUNICATIONS INC COM 918866104 277 000000007187 SH DEFINED 01 SOLE
VALENCE TECHNOLOGY INC COM 918914102 1 000000000492 SH DEFINED 01 SOLE
VALENTIS INC COM 91913E104 1 000000000551 SH DEFINED 01 SOLE
VALERO ENERGY CORP NEW COM 91913Y100 37 000000000767 SH DEFINED 01 SOLE
VALMONT INDS INC COM 920253101 3 000000000209 SH DEFINED 01 SOLE
VALSPAR CORP COM 920355104 16 000000000358 SH DEFINED 01 SOLE
VALUE CITY DEPT STORES INC COM 920387107 1 000000000241 SH DEFINED 01 SOLE
VALUE LINE INC COM 920437100 1 000000000023 SH DEFINED 01 SOLE
VALUEVISION INTL INC CL A 92047K107 7 000000000346 SH DEFINED 01 SOLE
VANS INC COM 921930103 2 000000000243 SH DEFINED 01 SOLE
VARCO INTL INC DEL COM 922122106 464 000000023093 SH DEFINED 01 SOLE
VARIAN MED SYS INC COM 92220P105 224 000000005500 SH DEFINED 01 SOLE
VARIAN INC COM 922206107 18 000000000476 SH DEFINED 01 SOLE
VARIAN INC COM 922206107 204 000000005400 SH DEFINED 06 SOLE
VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 80 000000001798 SH DEFINED 01 SOLE
VASOMEDICAL INC COM 922321104 2 000000000870 SH DEFINED 01 SOLE
VASTERA INC COM 92239N109 4 000000000280 SH DEFINED 01 SOLE
VAXGEN INC COM NEW 922390208 1 000000000125 SH DEFINED 01 SOLE
VECTREN CORP COM 92240G101 12 000000000489 SH DEFINED 01 SOLE
VECTOR GROUP LTD COM 92240M108 85 000000002975 SH DEFINED 01 SOLE
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OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0VEECO INSTRS INC DEL COM 922417100 337 000000009637 SH DEFINED 01 SOLE
VENTAS INC COM 92276F100 11 000000000920 SH DEFINED 01 SOLE
VENTANA MED SYS INC COM 92276H106 3 000000000184 SH DEFINED 01 SOLE
VERITY INC COM 92343C106 87 000000004935 SH DEFINED 01 SOLE
VERISIGN INC COM 92343E102 86 000000003216 SH DEFINED 01 SOLE
VERITAS DGC INC COM 92343P107 824 000000048755 SH DEFINED 01 SOLE
VERIZON COMMUNICATIONS COM 92343V104 73,514 000001594678 SH DEFINED 01 SOLE
VERIZON COMMUNICATIONS COM 92343V104 61,727 000001339000 SH DEFINED 04 SOLE
VERITAS SOFTWARE CO COM 923436109 10,620 000000242322 SH DEFINED 01 SOLE
VERITAS SOFTWARE CO COM 923436109 206 000000004700 SH DEFINED 06 SOLE
VERSICOR INC COM 925314106 3 000000000211 SH DEFINED 01 SOLE
VERTEX PHARMACEUTICALS INC COM 92532F100 15 000000000541 SH DEFINED 01 SOLE
VESTA INS GROUP INC COM 925391104 3 000000000528 SH DEFINED 01 SOLE
VIAD CORP COM 92552R109 339 000000012142 SH DEFINED 01 SOLE
VIASAT INC COM 92552V100 3 000000000241 SH DEFINED 01 SOLE
VIACOM INC CL A 925524100 6,774 000000139400 SH DEFINED 01 SOLE
VIACOM INC CL B 925524308 49,346 000001020194 SH DEFINED 01 SOLE
VIASYS HEALTHCARE INC COM NEW 92553Q209 1,000 000000044500 SH DEFINED 01 SOLE
VICAL INC COM 925602104 2 000000000305 SH DEFINED 01 SOLE
VICOR CORP COM 925815102 5 000000000345 SH DEFINED 01 SOLE
VIDAMED INC COM 926530106 3,156 000000400553 SH DEFINED 01 SOLE
VIEWPOINT CORP COM 92672P108 3 000000000596 SH DEFINED 01 SOLE
VINTAGE PETE INC COM 927460105 10 000000000741 SH DEFINED 01 SOLE
VION PHARMACEUTICALS INC COM 927624106 1 000000000438 SH DEFINED 01 SOLE
VIRAGE LOGIC CORP COM 92763R104 2 000000000132 SH DEFINED 01 SOLE
VIROPHARMA INC COM 928241108 1 000000000269 SH DEFINED 01 SOLE
VISHAY INTERTECHNOLOGY INC COM 928298108 41 000000002050 SH DEFINED 01 SOLE
VISTEON CORP COM 92839U107 1,309 000000079108 SH DEFINED 01 SOLE
VISX INC DEL COM 92844S105 20 000000001144 SH DEFINED 01 SOLE
VISUAL NETWORKS INC COM 928444108 1 000000000431 SH DEFINED 01 SOLE
VITAL SIGNS INC COM 928469105 2 000000000079 SH DEFINED 01 SOLE
VITRIA TECHNOLOGY COM 92849Q104 4 000000001076 SH DEFINED 01 SOLE
VITESSE SEMICONDUCTOR CORP COM 928497106 1,235 000000126107 SH DEFINED 01 SOLE
VOLT INFORMATION SCIENCES IN COM 928703107 2 000000000123 SH DEFINED 01 SOLE
VORNADO RLTY TR SH BEN INT 929042109 52 000000001200 SH DEFINED 01 SOLE
VULCAN MATLS CO COM 929160109 2,857 000000060116 SH DEFINED 01 SOLE
WFS FINL INC COM 92923B106 4 000000000161 SH DEFINED 01 SOLE
WD-40 CO COM 929236107 7 000000000239 SH DEFINED 01 SOLE
WGL HLDGS INC COM 92924F106 29 000000001089 SH DEFINED 01 SOLE
W-H ENERGY SVCS INC COM 92925E108 6 000000000318 SH DEFINED 01 SOLE
W HLDG CO INC COM 929251106 7 000000000414 SH DEFINED 01 SOLE
WMS INDS INC COM 929297109 5 000000000301 SH DEFINED 01 SOLE
WPS RESOURCES CORP COM 92931B106 27 000000000690 SH DEFINED 01 SOLE
WSFS FINL CORP COM 929328102 2 000000000119 SH DEFINED 01 SOLE
WABASH NATL CORP COM 929566107 3 000000000350 SH DEFINED 01 SOLE
WABTEC CORP COM 929740108 5 000000000372 SH DEFINED 01 SOLE
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OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0WACKENHUT CORP COM SER A 929794105 431 000000013031 SH DEFINED 01 SOLE
WACKENHUT CORRECTIONS CORP COM 929798106 1 000000000126 SH DEFINED 01 SOLE
WACHOVIA CORP 2ND NEW COM 929903102 29,525 000000796265 SH DEFINED 01 SOLE
WADDELL & REED FINL INC CL A 930059100 572 000000018778 SH DEFINED 01 SOLE
WAL MART STORES INC COM 931142103 156,468 000002552496 SH DEFINED 01 SOLE
WAL MART STORES INC COM 931142103 13,823 000000225500 SH DEFINED 04 SOLE
WALGREEN CO COM 931422109 23,849 000000608557 SH DEFINED 01 SOLE
WALLACE COMPUTER SERVICES IN COM 932270101 17 000000000875 SH DEFINED 01 SOLE
WALTER INDS INC COM 93317Q105 6 000000000464 SH DEFINED 01 SOLE
WASHINGTON MUT INC COM 939322103 21,038 000000635030 SH DEFINED 01 SOLE
WASHINGTON POST CO CL B 939640108 41 000000000069 SH DEFINED 01 SOLE
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 16 000000000588 SH DEFINED 01 SOLE
WASHINGTON TR BANCORP COM 940610108 3 000000000183 SH DEFINED 01 SOLE
WASTE CONNECTIONS INC COM 941053100 13 000000000417 SH DEFINED 01 SOLE
WASTE MGMT INC DEL COM 94106L109 10,086 000000370153 SH DEFINED 01 SOLE
WATCHGUARD TECHNOLOGIES INC COM 941105108 2 000000000326 SH DEFINED 01 SOLE
WATERS CORP COM 941848103 2,519 000000090061 SH DEFINED 01 SOLE
WATERS CORP COM 941848103 100 000000003600 SH DEFINED 06 SOLE
WATSCO INC COM 942622200 34 000000001957 SH DEFINED 01 SOLE
WATSON PHARMACEUTICALS INC COM 942683103 1,795 000000066272 SH DEFINED 01 SOLE
WATSON WYATT & CO HLDGS CL A 942712100 3 000000000140 SH DEFINED 01 SOLE
WATTS INDS INC CL A 942749102 3 000000000233 SH DEFINED 01 SOLE
WAUSAU-MOSINEE PAPER CORP COM 943315101 13 000000001076 SH DEFINED 01 SOLE
WAVE SYSTEMS CORP CL A 943526103 1 000000000764 SH DEFINED 01 SOLE
WAYPOINT FINL CORP COM 946756103 8 000000000532 SH DEFINED 01 SOLE
WEATHERFORD INTL INC COM 947074100 1,506 000000031629 SH DEFINED 01 SOLE
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WEBMETHODS INC COM 94768C108 77 000000004517 SH DEFINED 01 SOLE
WEBSENSE INC COM 947684106 6 000000000254 SH DEFINED 01 SOLE
WEBSTER FINL CORP CONN COM 947890109 13 000000000356 SH DEFINED 01 SOLE
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WELLMAN INC COM 949702104 6 000000000408 SH DEFINED 01 SOLE
WELLPOINT HEALTH NETWORK NEW COM 94973H108 6,130 000000096280 SH DEFINED 01 SOLE
WELLPOINT HEALTH NETWORK NEW COM 94973H108 471 000000007400 SH DEFINED 06 SOLE
WELLS FARGO & CO NEW COM 949746101 49,622 000001004497 SH DEFINED 01 SOLE
WENDYS INTL INC COM 950590109 2,087 000000059685 SH DEFINED 01 SOLE
WERNER ENTERPRISES INC COM 950755108 11 000000000571 SH DEFINED 01 SOLE
WESBANCO INC COM 950810101 6 000000000273 SH DEFINED 01 SOLE
WESCO INTL INC COM 95082P105 2 000000000299 SH DEFINED 01 SOLE
WEST COAST BANCORP ORE NEW COM 952145100 3 000000000245 SH DEFINED 01 SOLE
WEST PHARMACEUTICAL SVSC INC COM 955306105 4 000000000152 SH DEFINED 01 SOLE
WESTAMERICA BANCORPORATION COM 957090103 32 000000000749 SH DEFINED 01 SOLE
WESTCORP INC COM 957907108 3 000000000164 SH DEFINED 01 SOLE
WESTERN DIGITAL CORP COM 958102105 17 000000002879 SH DEFINED 01 SOLE
WESTERN GAS RES INC COM 958259103 27 000000000743 SH DEFINED 01 SOLE
WESTERN MULTIPLEX CORP CL A 95874P107 1 000000000780 SH DEFINED 01 SOLE
1Page 63 02-05-10 16:16:39
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INFORMATION TABLE
QUARTER ENDING
03/29/2002
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0WESTERN RES INC COM 959425109 8 000000000506 SH DEFINED 01 SOLE
WESTERN WIRELESS CORP CL A 95988E204 4 000000000513 SH DEFINED 01 SOLE
WESTPORT RES CORP NEW COM 961418100 8 000000000457 SH DEFINED 01 SOLE
WESTWOOD ONE INC COM 961815107 29 000000000775 SH DEFINED 01 SOLE
WET SEAL INC CL A 961840105 7 000000000213 SH DEFINED 01 SOLE
WEYERHAEUSER CO COM 962166104 9,101 000000144795 SH DEFINED 01 SOLE
WHIRLPOOL CORP COM 963320106 3,245 000000042954 SH DEFINED 01 SOLE
WHIRLPOOL CORP COM 963320106 128 000000001700 SH DEFINED 06 SOLE
WHITNEY HLDG CORP COM 966612103 19 000000000401 SH DEFINED 01 SOLE
WHOLE FOODS MKT INC COM 966837106 223 000000004900 SH DEFINED 01 SOLE
WILD OATS MARKETS INC COM 96808B107 2 000000000246 SH DEFINED 01 SOLE
WILEY JOHN & SONS INC CL A 968223206 17 000000000687 SH DEFINED 01 SOLE
WILLIAMS COS INC DEL COM 969457100 6,939 000000294529 SH DEFINED 01 SOLE
WILLIAMS SONOMA INC COM 969904101 18 000000000412 SH DEFINED 01 SOLE
WILMINGTON TRUST CORP COM 971807102 15 000000000236 SH DEFINED 01 SOLE
WILSON GREATBATCH TECHNOLOGI COM 972232102 67 000000002630 SH DEFINED 01 SOLE
WILSONS THE LEATHER EXPERTS COM 972463103 2 000000000181 SH DEFINED 01 SOLE
WIND RIVER SYSTEMS INC COM 973149107 130 000000009612 SH DEFINED 01 SOLE
WINN DIXIE STORES INC COM 974280109 1,501 000000093633 SH DEFINED 01 SOLE
WINNEBAGO INDS INC COM 974637100 129 000000003093 SH DEFINED 01 SOLE
WINSTON HOTELS INC COM 97563A102 2 000000000213 SH DEFINED 01 SOLE
WINTRUST FINANCIAL CORP COM 97650W108 3 000000000173 SH DEFINED 01 SOLE
WIRELESS FACILITIES INC COM 97653A103 2 000000000357 SH DEFINED 01 SOLE
WISCONSIN ENERGY CORP COM 976657106 478 000000019241 SH DEFINED 01 SOLE
WITNESS SYS INC COM 977424100 2 000000000178 SH DEFINED 01 SOLE
WOLVERINE TUBE INC COM 978093102 1 000000000119 SH DEFINED 01 SOLE
WOLVERINE WORLD WIDE INC COM 978097103 11 000000000631 SH DEFINED 01 SOLE
WOODHEAD INDS INC COM 979438108 2 000000000162 SH DEFINED 01 SOLE
WOODWARD GOVERNOR CO COM 980745103 9 000000000134 SH DEFINED 01 SOLE
WORLD ACCEP CORP DEL COM 981419104 1 000000000182 SH DEFINED 01 SOLE
WORLD WRESTLING FEDN ENTMT I CL A 98156Q108 2 000000000175 SH DEFINED 01 SOLE
WORLDCOM INC GA NEW WRLDCOM GP 98157D106 12,512 000001856476 SH DEFINED 01 SOLE
WORLDCOM INC GA NEW WRLDCOM GP 98157D106 31 000000004600 SH DEFINED 06 SOLE
WORTHINGTON INDS INC COM 981811102 764 000000049771 SH DEFINED 01 SOLE
WRIGLEY WM JR CO COM 982526105 7,434 000000139454 SH DEFINED 01 SOLE
WYETH COM 983024100 49,434 000000752998 SH DEFINED 01 SOLE
WYNDHAM INTL INC CL A 983101106 2 000000002293 SH DEFINED 01 SOLE
XM SATELLITE RADIO HLDGS INC CL A 983759101 8 000000000640 SH DEFINED 01 SOLE
XTO ENERGY CORP COM 98385X106 625 000000031200 SH DEFINED 01 SOLE
XTO ENERGY CORP COM 98385X106 186 000000009300 SH DEFINED 06 SOLE
X-RITE INC COM 983857103 2 000000000257 SH DEFINED 01 SOLE
XCEL ENERGY INC COM 98389B100 5,732 000000226149 SH DEFINED 01 SOLE
XANSER CORP COM 98389J103 1 000000000447 SH DEFINED 01 SOLE
XILINX INC COM 983919101 10,297 000000258330 SH DEFINED 01 SOLE
XILINX INC COM 983919101 63 000000001600 SH DEFINED 06 SOLE
XEROX CORP COM 984121103 4,417 000000410955 SH DEFINED 01 SOLE
1Page 64 02-05-10 16:16:39
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INFORMATION TABLE
QUARTER ENDING
03/29/2002
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0XYBERNAUT CORP COM 984149104 1 000000000791 SH DEFINED 01 SOLE
YAHOO INC COM 984332106 6,207 000000336090 SH DEFINED 01 SOLE
YAHOO INC COM 984332106 29 000000001600 SH DEFINED 06 SOLE
YANKEE CANDLE INC COM 984757104 5 000000000227 SH DEFINED 01 SOLE
XICOR INC COM 984903104 3 000000000334 SH DEFINED 01 SOLE
YELLOW CORP COM 985509108 9 000000000377 SH DEFINED 01 SOLE
YORK INTL CORP NEW COM 986670107 379 000000010572 SH DEFINED 01 SOLE
YOUNG BROADCASTING INC CL A 987434107 5 000000000228 SH DEFINED 01 SOLE
ZALE CORP NEW COM 988858106 686 000000016904 SH DEFINED 01 SOLE
ZEBRA TECHNOLOGIES CORP CL A 989207105 21 000000000403 SH DEFINED 01 SOLE
ZENITH NATL INS CORP COM 989390109 3 000000000125 SH DEFINED 01 SOLE
ZIMMER HLDGS INC COM 98956P102 3,766 000000110623 SH DEFINED 01 SOLE
ZIONS BANCORPORATION COM 989701107 5,107 000000086168 SH DEFINED 01 SOLE
ZIXIT CORP COM 98974P100 1 000000000193 SH DEFINED 01 SOLE
ZORAN CORP COM 98975F101 1,033 000000023671 SH DEFINED 01 SOLE
ZYGO CORP COM 989855101 3 000000000217 SH DEFINED 01 SOLE
ZOLL MED CORP COM 989922109 5 000000000135 SH DEFINED 01 SOLE
ZOMAX INC MINN COM 989929104 3 000000000443 SH DEFINED 01 SOLE