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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 12/31/2001
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
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 732-465-1861
Name (Title) (Phone)
------------------------------------------
(Manual Signature of Person Duly
Authorized to Submit This Report)
Piscataway, NJ
February 13, 2001
(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: 5
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).
Reporting Mgr. Form 13F File Number Name
6. 28-05739 Global Funds Management, S.A.
3. 28-04989 Nomura Asset Capital Corporation
2. 28-04985 Nomura International plc
4. 28-04993 Nomura Securities (Bermuda)
1. 28-04983 Nomura Securities International, Inc.
1Page 1
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INFORMATION TABLE
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12/31/2001
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0DAIMLERCHRYSLER AG ORD D1668R123 304 000000007300 SH DEFINED 01 SOLE
ACE LTD ORD G0070K103 417 000000010400 SH DEFINED 01 SOLE
EVEREST RE GROUP LTD COM G3223R108 407 000000005760 SH DEFINED 01 SOLE
GLOBAL CROSSING LTD COM G3921A100 115 000000138000 SH DEFINED 01 SOLE
PARTNERRE LTD COM G6852T105 48 000000000900 SH DEFINED 01 SOLE
RENAISSANCE RE HLDGS LTD COM G7496G103 209 000000002200 SH DEFINED 01 SOLE
HILFIGER TOMMY CORP ORD G8915Z102 111 000000008100 SH DEFINED 01 SOLE
TRANSOCEAN SEDCO FOREX INC ORD G90078109 3,410 000000100853 SH DEFINED 01 SOLE
XL CAP LTD CL A G98255105 3,254 000000035622 SH DEFINED 01 SOLE
CHECK POINT SOFTWARE TECH LTD ORD M22465104 11 000000000300 SH DEFINED 01 SOLE
ASML HLDG NV N Y SHS N07059111 80 000000004700 SH DEFINED 01 SOLE
BANCO LATINOAMERICANO DE EXPO CL E P16994132 11 000000000400 SH DEFINED 01 SOLE
FLEXTRONICS INTL LTD ORD Y2573F102 498 000000020800 SH DEFINED 01 SOLE
AAR CORP COM 000361105 29 000000003284 SH DEFINED 01 SOLE
ACTV INC COM 00088E104 10 000000005487 SH DEFINED 01 SOLE
A D C TELECOMMUNICATIONS COM 000886101 946 000000205855 SH DEFINED 01 SOLE
ADE CORP MASS COM 00089C107 12 000000001247 SH DEFINED 01 SOLE
ABM INDS INC COM 000957100 77 000000002459 SH DEFINED 01 SOLE
AEP INDS INC COM 001031103 5 000000000217 SH DEFINED 01 SOLE
AFC ENTERPRISES INC COM 00104Q107 36 000000001294 SH DEFINED 01 SOLE
AFLAC INC COM 001055102 83 000000003400 SH SOLE SOLE
AFLAC INC COM 001055102 4,425 000000180186 SH DEFINED 01 SOLE
AFLAC INC COM 001055102 270 000000011000 SH DEFINED 06 SOLE
AGCO CORP COM 001084102 175 000000011132 SH DEFINED 01 SOLE
AGL RES INC COM 001204106 209 000000009096 SH DEFINED 01 SOLE
AES CORP COM 00130H105 2,590 000000158418 SH DEFINED 01 SOLE
AK STL HLDG CORP COM 001547108 36 000000003167 SH DEFINED 01 SOLE
AMC ENTMT INC COM 001669100 30 000000002539 SH DEFINED 01 SOLE
AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 46 000000001828 SH DEFINED 01 SOLE
AMR CORP COM 001765106 1,572 000000070500 SH DEFINED 01 SOLE
AOL TIME WARNER INC COM 00184A105 38,361 000001195064 SH DEFINED 01 SOLE
AOL TIME WARNER INC COM 00184A105 138 000000004300 SH DEFINED 06 SOLE
APAC CUSTOMER SERVICES INC COM 00185E106 8 000000003346 SH DEFINED 01 SOLE
AT&T CORP COM 001957109 18,665 000001028953 SH DEFINED 01 SOLE
AT & T CDA INC DEPS RCPT 00207Q202 513 000000017000 SH DEFINED 01 SOLE
ATMI INC COM 00207R101 139 000000005847 SH DEFINED 01 SOLE
ATP OIL & GAS CORP COM 00208J108 2 000000000821 SH DEFINED 01 SOLE
ATS MED INC COM 002083103 16 000000003032 SH DEFINED 01 SOLE
AT&T WIRELESS SVCS INC COM 00209A106 9,557 000000665088 SH DEFINED 01 SOLE
AT&T WIRELESS SVCS INC COM 00209A106 175 000000012200 SH DEFINED 06 SOLE
AVI BIOPHARMA INC COM 002346104 22 000000002072 SH DEFINED 01 SOLE
AVX CORP NEW COM 002444107 2 000000000100 SH DEFINED 01 SOLE
AXT INC COM 00246W103 37 000000002596 SH DEFINED 01 SOLE
AAIPHARMA INC COM 00252W104 33 000000001351 SH DEFINED 01 SOLE
AARON RENTS INC COM 002535201 31 000000001905 SH DEFINED 01 SOLE
ABBOTT LABS COM 002824100 22,523 000000404009 SH DEFINED 01 SOLE
1Page 2 02-02-06 15:52:13
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ABBOTT LABS COM 002824100 66 000000001200 SH DEFINED 06 SOLE
ABERCROMBIE & FITCH CO CL A 002896207 77 000000002924 SH DEFINED 01 SOLE
ABERCROMBIE & FITCH CO CL A 002896207 76 000000002900 SH DEFINED 06 SOLE
ABIOMED INC COM 003654100 31 000000001987 SH DEFINED 01 SOLE
ACACIA RESH CORP COM 003881109 29 000000002668 SH DEFINED 01 SOLE
ACADIA RLTY TR COM SH BEN 004239109 16 000000002603 SH DEFINED 01 SOLE
ACCLAIM ENTMT INC COM PAR $0 004325205 40 000000007636 SH DEFINED 01 SOLE
ACCREDO HEALTH INC COM 00437V104 141 000000003558 SH DEFINED 01 SOLE
ACKERLEY GROUP INC COM 004527107 5,681 000000324632 SH DEFINED 01 SOLE
ACLARA BIOSCIENCES INC COM 00461P106 24 000000004887 SH DEFINED 01 SOLE
ACTIVISION INC NEW COM NEW 004930202 121 000000004669 SH DEFINED 01 SOLE
ACTION PERFORMANCE COS INC COM 004933107 60 000000001974 SH DEFINED 01 SOLE
ACTEL CORP COM 004934105 61 000000003101 SH DEFINED 01 SOLE
ACTIVE POWER INC COM 00504W100 29 000000004373 SH DEFINED 01 SOLE
ACTRADE FINL TECHNOLOGIES LTD COM 00507P102 30 000000001024 SH DEFINED 01 SOLE
ACTUATE CORP COM 00508B102 30 000000005820 SH DEFINED 01 SOLE
ACUITY BRANDS INC COM 00508Y102 68 000000005642 SH DEFINED 01 SOLE
ACXIOM CORP COM 005125109 44 000000002555 SH DEFINED 01 SOLE
ADAPTEC INC COM 00651F108 599 000000041326 SH DEFINED 01 SOLE
ADELPHIA BUSINESS SOLUTIONS CL A 006847107 2 000000003803 SH DEFINED 01 SOLE
ADELPHIA COMMUNICATIONS CORP CL A 006848105 452 000000014500 SH DEFINED 01 SOLE
ADMINISTAFF INC COM 007094105 475 000000017356 SH DEFINED 01 SOLE
ADOBE SYS INC COM 00724F101 2,304 000000074225 SH DEFINED 01 SOLE
ADOLOR CORP COM 00724X102 76 000000004249 SH DEFINED 01 SOLE
ADTRAN INC COM 00738A106 164 000000006449 SH DEFINED 01 SOLE
ADVANCED DIGITAL INFORMATION COM 007525108 179 000000011199 SH DEFINED 01 SOLE
ADVANCED MARKETING SVCS INC COM 00753T105 37 000000002059 SH DEFINED 01 SOLE
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 284 000000016118 SH DEFINED 01 SOLE
ADVANCED TISSUE SCIENCES INC COM 00755F103 43 000000009990 SH DEFINED 01 SOLE
ADVANCED NEUROMODULATION SYS COM 00757T101 32 000000000917 SH DEFINED 01 SOLE
ADVO INC COM 007585102 110 000000002566 SH DEFINED 01 SOLE
AEROFLEX INC COM 007768104 154 000000008156 SH DEFINED 01 SOLE
ADVANCEPCS COM 00790K109 49 000000001700 SH DEFINED 01 SOLE
ADVANCED MICRO DEVICES INC COM 007903107 1,646 000000103834 SH DEFINED 01 SOLE
ADVANTA CORP CL A 007942105 29 000000002935 SH DEFINED 01 SOLE
ADVANTA CORP CL B 007942204 85 000000009425 SH DEFINED 01 SOLE
ADVANCED ENERGY INDS COM 007973100 67 000000002529 SH DEFINED 01 SOLE
ADVENT SOFTWARE INC COM 007974108 524 000000010494 SH DEFINED 01 SOLE
AETHER SYS INC COM 00808V105 155 000000016917 SH DEFINED 01 SOLE
AETNA INC NEW COM 00817Y108 1,408 000000042697 SH DEFINED 01 SOLE
AFFILIATED COMPUTER SERVICES CL A 008190100 187 000000001770 SH DEFINED 01 SOLE
AFFILIATED COMPUTER SERVICES CL A 008190100 106 000000001000 SH DEFINED 06 SOLE
AFFILIATED MANAGERS GROUP COM 008252108 262 000000003731 SH DEFINED 01 SOLE
AFFYMETRIX INC COM 00826T108 105 000000002800 SH DEFINED 01 SOLE
AGILENT TECHNOLOGIES INC COM 00846U101 3,674 000000128873 SH DEFINED 01 SOLE
AGILE SOFTWARE CORP DEL COM 00846X105 71 000000004162 SH DEFINED 01 SOLE
1Page 3 02-02-06 15:52:13
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0AIR PRODS & CHEMS INC COM 009158106 3,262 000000069556 SH DEFINED 01 SOLE
AIR PRODS & CHEMS INC COM 009158106 10,273 000000219000 SH DEFINED 04 SOLE
AIR PRODS & CHEMS INC COM 009158106 154 000000003300 SH DEFINED 06 SOLE
AIRBORNE INC COM 009269101 118 000000007984 SH DEFINED 01 SOLE
AIRGAS INC COM 009363102 148 000000009818 SH DEFINED 01 SOLE
AIRGATE PCS INC COM 009367103 73 000000001606 SH DEFINED 01 SOLE
AIRTRAN HLDGS INC COM 00949P108 54 000000008318 SH DEFINED 01 SOLE
AKAMAI TECHNOLOGIES INC COM 00971T101 59 000000009953 SH DEFINED 01 SOLE
AKSYS LTD COM 010196103 11 000000002418 SH DEFINED 01 SOLE
AKZO NOBEL NV SPONSORED 010199305 121 000000002700 SH DEFINED 01 SOLE
ALABAMA NATL BANCORP DELA COM 010317105 41 000000001244 SH DEFINED 01 SOLE
ALAMOSA HLDGS INC COM 011589108 112 000000009455 SH DEFINED 01 SOLE
ALASKA AIR GROUP INC COM 011659109 128 000000004403 SH DEFINED 01 SOLE
ALASKA COMMUNICATIONS SYS GRP COM 01167P101 10 000000001258 SH DEFINED 01 SOLE
ALBANY INTL CORP CL A 012348108 105 000000004859 SH DEFINED 01 SOLE
ALBANY MOLECULAR RESH INC COM 012423109 76 000000002877 SH DEFINED 01 SOLE
ALBEMARLE CORP COM 012653101 140 000000005865 SH DEFINED 01 SOLE
ALBERTO CULVER CO CL B CONV 013068101 763 000000017062 SH DEFINED 01 SOLE
ALBERTO CULVER CO CL A 013068200 6,860 000000175500 SH DEFINED 01 SOLE
ALBERTSONS INC COM 013104104 4,338 000000137773 SH DEFINED 01 SOLE
ALCAN INC COM 013716105 3,147 000000087603 SH DEFINED 01 SOLE
ALCOA INC COM 013817101 9,319 000000262148 SH DEFINED 01 SOLE
ALCOA INC COM 013817101 234 000000006600 SH DEFINED 06 SOLE
ALCATEL SPONSORED 013904305 334 000000020200 SH DEFINED 01 SOLE
ALEXANDER & BALDWIN INC COM 014482103 179 000000006719 SH DEFINED 01 SOLE
ALEXANDERS INC COM 014752109 13 000000000231 SH DEFINED 01 SOLE
ALEXANDRIA REAL ESTATE EQ INC COM 015271109 83 000000002032 SH DEFINED 01 SOLE
ALEXION PHARMACEUTICALS INC COM 015351109 53 000000002182 SH DEFINED 01 SOLE
ALFA CORP COM 015385107 119 000000005346 SH DEFINED 01 SOLE
ALICO INC COM 016230104 14 000000000474 SH DEFINED 01 SOLE
ALIGN TECHNOLOGY INC COM 016255101 6 000000001367 SH DEFINED 01 SOLE
ALLEGHENY ENERGY INC COM 017361106 2,066 000000057041 SH DEFINED 01 SOLE
ALLEGHENY ENERGY INC COM 017361106 220 000000006100 SH DEFINED 06 SOLE
ALLEGHENY TECHNOLOGIES INC COM 01741R102 443 000000026487 SH DEFINED 01 SOLE
ALLEN TELECOM INC COM 018091108 29 000000003481 SH DEFINED 01 SOLE
ALLERGAN INC COM 018490102 2,562 000000034138 SH DEFINED 01 SOLE
ALLERGAN INC COM 018490102 52 000000000700 SH DEFINED 06 SOLE
ALLETE INC COM 018522102 61 000000002446 SH DEFINED 01 SOLE
ALLIANCE CAP MGMT HLDG L P UNIT LTD P 01855A101 604 000000012500 SH DEFINED 01 SOLE
ALLIANCE GAMING CORP COM NEW 01859P609 60 000000002047 SH DEFINED 01 SOLE
ALLIANCE FIBER OPTIC PRODS INC COM 018680108 2 000000002000 SH DEFINED 01 SOLE
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 43 000000003584 SH DEFINED 01 SOLE
ALLIANT ENERGY CORP COM 018802108 78 000000002574 SH DEFINED 01 SOLE
ALLIANT TECHSYSTEMS INC COM 018804104 459 000000005954 SH DEFINED 01 SOLE
ALLIED WASTE INDS INC COM PAR$.0 019589308 720 000000051257 SH DEFINED 01 SOLE
ALLIED WASTE INDS INC COM PAR$.0 019589308 156 000000011100 SH DEFINED 06 SOLE
1Page 4 02-02-06 15:52:13
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ALLMERICA FINL CORP COM 019754100 109 000000002455 SH DEFINED 01 SOLE
ALLOY INC COM 019855105 39 000000001855 SH DEFINED 01 SOLE
ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 13 000000004246 SH DEFINED 01 SOLE
ALLSTATE CORP COM 020002101 6,590 000000195556 SH DEFINED 01 SOLE
ALLSTATE CORP COM 020002101 219 000000006500 SH DEFINED 06 SOLE
ALLTEL CORP COM 020039103 5,714 000000092579 SH DEFINED 01 SOLE
ALPHA INDS INC COM 020753109 131 000000006026 SH DEFINED 01 SOLE
ALPHARMA INC CL A 020813101 458 000000017333 SH DEFINED 01 SOLE
ALTERA CORP COM 021441100 3,572 000000168339 SH DEFINED 01 SOLE
AMAZON COM INC COM 023135106 380 000000035200 SH DEFINED 01 SOLE
AMBAC FINL GROUP INC COM 023139108 1,629 000000028164 SH DEFINED 01 SOLE
AMBAC FINL GROUP INC COM 023139108 462 000000008000 SH DEFINED 06 SOLE
AMBASSADORS INTL INC COM 023178106 20 000000000956 SH DEFINED 01 SOLE
AMCOL INTL CORP COM 02341W103 19 000000002767 SH DEFINED 01 SOLE
AMERADA HESS CORP COM 023551104 1,773 000000028380 SH DEFINED 01 SOLE
AMERCO COM 023586100 32 000000001743 SH DEFINED 01 SOLE
AMEREN CORP COM 023608102 1,531 000000036215 SH DEFINED 01 SOLE
AMERICA MOVIL S A DE C V SPON ADR L 02364W105 140 000000007200 SH DEFINED 01 SOLE
AMERICA ONLINE LATIN AMERICA I CL A 02365B100 13 000000003031 SH DEFINED 01 SOLE
AMERICA WEST HLDG CORP CL B 023657208 16 000000004605 SH DEFINED 01 SOLE
AMCORE FINL INC COM 023912108 75 000000003388 SH DEFINED 01 SOLE
AMERICAN AXLE & MFG HLDGS INC COM 024061103 61 000000002883 SH DEFINED 01 SOLE
AMERICAN CAPITAL STRATEGIES COM 024937104 122 000000004320 SH DEFINED 01 SOLE
AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 55 000000002113 SH DEFINED 01 SOLE
AMERICAN ELEC PWR INC COM 025537101 3,767 000000086555 SH DEFINED 01 SOLE
AMERICAN EXPRESS CO COM 025816109 14,191 000000397641 SH DEFINED 01 SOLE
AMERICAN FINL GROUP INC OHIO COM 025932104 49 000000002008 SH DEFINED 01 SOLE
AMERICAN FINL HLDGS INC COM 026075101 72 000000002844 SH DEFINED 01 SOLE
AMERICAN GREETINGS CORP CL A 026375105 526 000000038197 SH DEFINED 01 SOLE
AMERICAN HEALTHWAYS INC COM 02649V104 48 000000001504 SH DEFINED 01 SOLE
AMERICAN HOME PRODS CORP COM 026609107 21,065 000000343312 SH DEFINED 01 SOLE
AMERICAN INTL GROUP INC COM 026874107 47 000000000600 SH SOLE SOLE
AMERICAN INTL GROUP INC COM 026874107 55,028 000000693060 SH DEFINED 01 SOLE
AMERICAN ITALIAN PASTA CO CL A 027070101 95 000000002267 SH DEFINED 01 SOLE
AMERICAN MGMT SYS INC COM 027352103 102 000000005693 SH DEFINED 01 SOLE
AMERICAN MED SYS HLDGS INC COM 02744M108 90 000000004357 SH DEFINED 01 SOLE
AMERICAN PHYSICIANS CAPITAL COM 028884104 32 000000001493 SH DEFINED 01 SOLE
AMERICAN PWR CONVERSION CORP COM 029066107 735 000000050886 SH DEFINED 01 SOLE
AMERICAN RLTY INVS INC COM 029174109 5 000000000538 SH DEFINED 01 SOLE
AMERICAN STD COS INC DEL COM 029712106 689 000000010110 SH DEFINED 01 SOLE
AMERICAN STD COS INC DEL COM 029712106 75 000000001100 SH DEFINED 06 SOLE
AMERICAN STS WTR CO COM 029899101 48 000000001377 SH DEFINED 01 SOLE
AMERICAN TOWER CORP CL A 029912201 47 000000005000 SH DEFINED 01 SOLE
AMERICAN SUPERCONDUCTOR CORP COM 030111108 34 000000002794 SH DEFINED 01 SOLE
AMERICAN WTR WKS INC COM 030411102 122 000000002939 SH DEFINED 01 SOLE
AMERICAN WOODMARK CORP COM 030506109 40 000000000747 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0AMERICREDIT CORP COM 03060R101 78 000000002479 SH DEFINED 01 SOLE
AMERISTAR CASINOS INC COM 03070Q101 9 000000000371 SH DEFINED 01 SOLE
AMERIPATH INC COM 03071D109 121 000000003769 SH DEFINED 01 SOLE
AMERON INTL INC COM 030710107 34 000000000496 SH DEFINED 01 SOLE
AMERITRADE HLDG CORP CL A 03072H109 420 000000071000 SH DEFINED 01 SOLE
AMERUS GROUP CO COM 03072M108 204 000000005703 SH DEFINED 01 SOLE
AMERISOURCEBERGEN CORP COM 03073E105 1,701 000000026773 SH DEFINED 01 SOLE
AMETEK INC NEW COM 031100100 173 000000005443 SH DEFINED 01 SOLE
AMGEN INC COM 031162100 15,384 000000272579 SH DEFINED 01 SOLE
AMKOR TECHNOLOGY INC COM 031652100 92 000000005800 SH DEFINED 01 SOLE
AMPHENOL CORP NEW CL A 032095101 81 000000001700 SH DEFINED 01 SOLE
AMPHENOL CORP NEW CL A 032095101 197 000000004100 SH DEFINED 06 SOLE
AMSOUTH BANCORPORATION COM 032165102 2,281 000000120735 SH DEFINED 01 SOLE
AMSURG CORP COM 03232P405 74 000000002736 SH DEFINED 01 SOLE
AMTRAN INC COM 03234G106 6 000000000441 SH DEFINED 01 SOLE
AMYLIN PHARMACEUTICALS INC COM 032346108 71 000000007791 SH DEFINED 01 SOLE
ANADARKO PETE CORP COM 032511107 5,431 000000095534 SH DEFINED 01 SOLE
ANADIGICS INC COM 032515108 63 000000004146 SH DEFINED 01 SOLE
ANALOG DEVICES INC COM 032654105 4,298 000000096844 SH DEFINED 01 SOLE
ANALOGIC CORP COM PAR $0 032657207 35 000000000914 SH DEFINED 01 SOLE
ANAREN MICROWAVE INC COM 032744104 55 000000003192 SH DEFINED 01 SOLE
ANCHOR BANCORP WIS INC COM 032839102 45 000000002581 SH DEFINED 01 SOLE
ANCHOR GAMING COM 033037102 1,685 000000023976 SH DEFINED 01 SOLE
ANDREW CORP COM 034425108 1,206 000000055096 SH DEFINED 01 SOLE
ANDRX GROUP COM 034553107 105 000000001500 SH DEFINED 01 SOLE
ANHEUSER BUSCH COS INC COM 035229103 11,221 000000248218 SH DEFINED 01 SOLE
ANHEUSER BUSCH COS INC COM 035229103 221 000000004900 SH DEFINED 06 SOLE
ANIXTER INTL INC COM 035290105 145 000000005029 SH DEFINED 01 SOLE
ANNALY MTG MGMT INC COM 035710409 130 000000008162 SH DEFINED 01 SOLE
ANNTAYLOR STORES CORP COM 036115103 117 000000003356 SH DEFINED 01 SOLE
ANSOFT CORP COM 036384105 12 000000000842 SH DEFINED 01 SOLE
ANSYS INC COM 03662Q105 48 000000001970 SH DEFINED 01 SOLE
ANSWERTHINK INC COM 036916104 34 000000005275 SH DEFINED 01 SOLE
ANTHRACITE CAP INC COM 037023108 56 000000005153 SH DEFINED 01 SOLE
ANTIGENICS INC DEL COM 037032109 32 000000001960 SH DEFINED 01 SOLE
AON CORP COM 037389103 3,341 000000094061 SH DEFINED 01 SOLE
APACHE CORP COM 037411105 1,617 000000032432 SH DEFINED 01 SOLE
APACHE CORP COM 037411105 79 000000001600 SH DEFINED 06 SOLE
APARTMENT INVT & MGMT CO CL A 03748R101 114 000000002500 SH DEFINED 01 SOLE
APHTON CORP COM 03759P101 30 000000002063 SH DEFINED 01 SOLE
APOGEE ENTERPRISES INC COM 037598109 61 000000003860 SH DEFINED 01 SOLE
APOGENT TECHNOLOGIES INC COM 03760A101 93 000000003607 SH DEFINED 01 SOLE
APOLLO GROUP INC CL A 037604105 569 000000012663 SH DEFINED 01 SOLE
APOLLO GROUP INC CL A 037604105 72 000000001600 SH DEFINED 06 SOLE
APOLLO GROUP INC COM UNV PH 037604204 22 000000000700 SH DEFINED 01 SOLE
APPLE COMPUTER INC COM 037833100 16 000000000750 SH SOLE 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0APPLE COMPUTER INC COM 037833100 2,400 000000109592 SH DEFINED 01 SOLE
APPLEBEES INTL INC COM 037899101 385 000000011263 SH DEFINED 01 SOLE
APPLIED INNOVATION INC COM 037916103 7 000000001196 SH DEFINED 01 SOLE
APRIA HEALTHCARE GROUP INC COM 037933108 178 000000007162 SH DEFINED 01 SOLE
APPLERA CORP COM AP BIO 038020103 2,165 000000055151 SH DEFINED 01 SOLE
APPLERA CORP COM CE GEN 038020202 381 000000014300 SH DEFINED 01 SOLE
APPLICA INC COM 03815A106 21 000000002386 SH DEFINED 01 SOLE
APPLIED INDL TECHNOLOGIES INC COM 03820C105 43 000000002332 SH DEFINED 01 SOLE
APPLIED MICRO CIRCUITS CORP COM 03822W109 1,066 000000094237 SH DEFINED 01 SOLE
APPLIED MATLS INC COM 038222105 8,695 000000216856 SH DEFINED 01 SOLE
APPLIED MOLECULAR EVOLUTION IN COM 03823E108 27 000000002211 SH DEFINED 01 SOLE
APTARGROUP INC COM 038336103 162 000000004626 SH DEFINED 01 SOLE
AQUILA INC DEL CL A 03840J106 3,876 000000226700 SH DEFINED 01 SOLE
ARBITRON INC COM 03875Q108 470 000000013784 SH DEFINED 01 SOLE
ARCH CHEMICALS INC COM 03937R102 63 000000002755 SH DEFINED 01 SOLE
ARCH COAL INC COM 039380100 193 000000008539 SH DEFINED 01 SOLE
ARCHER DANIELS MIDLAND CO COM 039483102 3,370 000000234893 SH DEFINED 01 SOLE
ARCTIC CAT INC COM 039670104 36 000000002176 SH DEFINED 01 SOLE
ARDEN GROUP INC CL A 039762109 11 000000000196 SH DEFINED 01 SOLE
AREA BANCSHARES CORP NEW COM 039872106 1,968 000000101114 SH DEFINED 01 SOLE
ARENA PHARMACEUTICALS INC COM 040047102 29 000000002470 SH DEFINED 01 SOLE
ARGONAUT GROUP INC COM 040157109 57 000000002944 SH DEFINED 01 SOLE
ARGOSY GAMING CO COM 040228108 100 000000003084 SH DEFINED 01 SOLE
ARIAD PHARMACEUTICALS INC COM 04033A100 20 000000003881 SH DEFINED 01 SOLE
ARIBA INC COM 04033V104 344 000000056000 SH DEFINED 01 SOLE
ARKANSAS BEST CORP DEL COM 040790107 81 000000002824 SH DEFINED 01 SOLE
ARMOR HOLDINGS INC COM 042260109 63 000000002369 SH DEFINED 01 SOLE
ARMSTRONG HLDGS INC COM 042384107 17 000000005248 SH DEFINED 01 SOLE
ARQULE INC COM 04269E107 44 000000002629 SH DEFINED 01 SOLE
ARRIS GROUP INC COM 04269Q100 67 000000006917 SH DEFINED 01 SOLE
ARRAY BIOPHARMA INC COM 04269X105 30 000000002034 SH DEFINED 01 SOLE
ARROW ELECTRS INC COM 042735100 138 000000004631 SH DEFINED 01 SOLE
ARROW ELECTRS INC COM 042735100 77 000000002600 SH DEFINED 06 SOLE
ARROW FINL CORP COM 042744102 25 000000000865 SH DEFINED 01 SOLE
ARROW INTL INC COM 042764100 61 000000001540 SH DEFINED 01 SOLE
ART TECHNOLOGY GROUP INC COM 04289L107 25 000000007422 SH DEFINED 01 SOLE
ARTISAN COMPONENTS INC COM 042923102 28 000000001784 SH DEFINED 01 SOLE
ARTESYN TECHNOLOGIES INC COM 043127109 43 000000004644 SH DEFINED 01 SOLE
ARTHROCARE CORP COM 043136100 60 000000003363 SH DEFINED 01 SOLE
ARVINMERITOR INC COM 043353101 216 000000011037 SH DEFINED 01 SOLE
ASCENTIAL SOFTWARE CORP COM 04362P108 174 000000043046 SH DEFINED 01 SOLE
ASHLAND INC COM 044204105 1,348 000000029267 SH DEFINED 01 SOLE
ASHLAND INC COM 044204105 147 000000003200 SH DEFINED 06 SOLE
ASIAINFO HLDGS INC COM 04518A104 64 000000003688 SH DEFINED 01 SOLE
ASPECT COMMUNICATIONS CORP COM 04523Q102 27 000000007087 SH DEFINED 01 SOLE
ASPECT MED SYS INC COM 045235108 17 000000001713 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ASPEN TECHNOLOGY INC COM 045327103 147 000000008808 SH DEFINED 01 SOLE
ASSOCIATED BANC CORP COM 045487105 92 000000002631 SH DEFINED 01 SOLE
ASSOCIATED ESTATES RLTY CORP COM 045604105 20 000000002201 SH DEFINED 01 SOLE
ASTEC INDS INC COM 046224101 30 000000002100 SH DEFINED 01 SOLE
ASTORIA FINL CORP COM 046265104 151 000000005712 SH DEFINED 01 SOLE
ASTORIA FINL CORP COM 046265104 68 000000002600 SH DEFINED 06 SOLE
ASTROPOWER INC COM 04644A101 68 000000001684 SH DEFINED 01 SOLE
ASYST TECHNOLOGY CORP COM 04648X107 87 000000006820 SH DEFINED 01 SOLE
AT & T LATIN AMER CORP COM 04649A106 6 000000005908 SH DEFINED 01 SOLE
ATLANTIC COAST AIRLINES HLDGS COM 048396105 127 000000005457 SH DEFINED 01 SOLE
ATLAS AIR WORLDWIDE HLDGS INC COM 049164106 49 000000003369 SH DEFINED 01 SOLE
ATMEL CORP COM 049513104 375 000000050900 SH DEFINED 01 SOLE
ATMOS ENERGY CORP COM 049560105 118 000000005578 SH DEFINED 01 SOLE
ATRIX LABS INC COM 04962L101 53 000000002584 SH DEFINED 01 SOLE
ATWOOD OCEANICS INC COM 050095108 172 000000004954 SH DEFINED 01 SOLE
AUDIOVOX CORP CL A 050757103 17 000000002381 SH DEFINED 01 SOLE
AUGUST TECHNOLOGY CORP COM 05106U105 8 000000000744 SH DEFINED 01 SOLE
AURORA FOODS INC COM 05164B106 16 000000003315 SH DEFINED 01 SOLE
AUSPEX SYS INC COM 052116100 11 000000006210 SH DEFINED 01 SOLE
AUTODESK INC COM 052769106 878 000000023578 SH DEFINED 01 SOLE
AUTOMATIC DATA PROCESSING INC COM 053015103 9,486 000000161061 SH DEFINED 01 SOLE
AUTOZONE INC COM 053332102 2,093 000000029157 SH DEFINED 01 SOLE
AUTOZONE INC COM 053332102 473 000000006600 SH DEFINED 06 SOLE
AVANIR PHARMACEUTICALS CL A 05348P104 33 000000007877 SH DEFINED 01 SOLE
AVANEX CORP COM 05348W109 30 000000005087 SH DEFINED 01 SOLE
AVALONBAY CMNTYS INC COM 053484101 23 000000000500 SH DEFINED 01 SOLE
AVANT CORP COM 053487104 720 000000035163 SH DEFINED 01 SOLE
AVANT IMMUNOTHERAPEUTICS INC COM 053491106 33 000000008256 SH DEFINED 01 SOLE
AVATAR HLDGS INC COM 053494100 16 000000000685 SH DEFINED 01 SOLE
AVAYA INC COM 053499109 907 000000074660 SH DEFINED 01 SOLE
AVERY DENNISON CORP COM 053611109 1,616 000000028597 SH DEFINED 01 SOLE
AVIALL INC NEW COM 05366B102 19 000000002526 SH DEFINED 01 SOLE
AVICI SYS INC COM 05367L109 19 000000006844 SH DEFINED 01 SOLE
AVID TECHNOLOGY INC COM 05367P100 38 000000003136 SH DEFINED 01 SOLE
AVIGEN INC COM 053690103 31 000000002727 SH DEFINED 01 SOLE
AVISTA CORP COM 05379B107 86 000000006494 SH DEFINED 01 SOLE
AVNET INC COM 053807103 88 000000003466 SH DEFINED 01 SOLE
AVOCENT CORP COM 053893103 179 000000007403 SH DEFINED 01 SOLE
AVON PRODS INC COM 054303102 3,165 000000068078 SH DEFINED 01 SOLE
AWARE INC MASS COM 05453N100 25 000000003092 SH DEFINED 01 SOLE
AZTAR CORP COM 054802103 138 000000007568 SH DEFINED 01 SOLE
BB&T CORP COM 054937107 4,257 000000117900 SH DEFINED 01 SOLE
BCE INC COM 05534B109 9 000000000400 SH DEFINED 01 SOLE
BEI TECHNOLOGIES INC COM 05538P104 25 000000001469 SH DEFINED 01 SOLE
BISYS GROUP INC COM 055472104 110 000000001730 SH DEFINED 01 SOLE
BKF CAP GROUP INC COM 05548G102 22 000000000789 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0BJS WHOLESALE CLUB INC COM 05548J106 817 000000018539 SH DEFINED 01 SOLE
BJ SVCS CO COM 055482103 156 000000004819 SH DEFINED 01 SOLE
BMC INDS INC MINN COM 055607105 7 000000003695 SH DEFINED 01 SOLE
BOK FINL CORP COM NEW 05561Q201 50 000000001591 SH DEFINED 01 SOLE
BP PLC SPONSORED 055622104 55 000000001200 SH DEFINED 01 SOLE
BRE PROPERTIES INC CL A 05564E106 199 000000006429 SH DEFINED 01 SOLE
BSB BANCORP COM 055652101 28 000000001188 SH DEFINED 01 SOLE
BMC SOFTWARE INC COM 055921100 1,423 000000086955 SH DEFINED 01 SOLE
BAKER HUGHES INC COM 057224107 3,574 000000098005 SH DEFINED 01 SOLE
BAKER HUGHES INC COM 057224107 43 000000001200 SH DEFINED 06 SOLE
BALDOR ELEC CO COM 057741100 67 000000003216 SH DEFINED 01 SOLE
BALDWIN & LYONS INC CL B 057755209 22 000000000868 SH DEFINED 01 SOLE
BALL CORP COM 058498106 768 000000010876 SH DEFINED 01 SOLE
BALLY TOTAL FITNESS HLDG CORP COM 05873K108 78 000000003631 SH DEFINED 01 SOLE
BANCFIRST CORP COM 05945F103 19 000000000556 SH DEFINED 01 SOLE
BANCFIRST CORP ZANESVILLE OHIO COM 059450106 25 000000001058 SH DEFINED 01 SOLE
BANCORPSOUTH INC COM 059692103 184 000000011112 SH DEFINED 01 SOLE
BANDAG INC COM 059815100 74 000000002152 SH DEFINED 01 SOLE
BANDAG INC CL A 059815308 474 000000015800 SH DEFINED 01 SOLE
BANK OF AMERICA CORPORATION COM 060505104 26,535 000000421535 SH DEFINED 01 SOLE
BANK OF AMERICA CORPORATION COM 060505104 711 000000011300 SH DEFINED 06 SOLE
BANK OF GRANITE CORP COM 062401104 29 000000001511 SH DEFINED 01 SOLE
BANK MUT CORP COM 063748107 23 000000001514 SH DEFINED 01 SOLE
BANK NEW YORK INC COM 064057102 8,562 000000209854 SH DEFINED 01 SOLE
BANK ONE CORP COM 06423A103 11,947 000000305946 SH DEFINED 01 SOLE
BANK ONE CORP COM 06423A103 218 000000005600 SH DEFINED 06 SOLE
BANK UTD CORP LITIGATN CONT TR RT CONTING 065416117 24 000000248800 SH DEFINED 01 SOLE
BANKATLANTIC BANCORP CL A 065908501 37 000000004042 SH DEFINED 01 SOLE
BANKNORTH GROUP INC NEW COM 06646R107 125 000000005568 SH DEFINED 01 SOLE
BANKUNITED FINL CORP CL A 06652B103 38 000000002581 SH DEFINED 01 SOLE
BANNER CORP COM 06652V109 24 000000001442 SH DEFINED 01 SOLE
BANTA CORP COM 066821109 141 000000004797 SH DEFINED 01 SOLE
BARD C R INC COM 067383109 7,307 000000113300 SH DEFINED 01 SOLE
BARNES & NOBLE INC COM 067774109 135 000000004571 SH DEFINED 01 SOLE
BARNES GROUP INC COM 067806109 53 000000002225 SH DEFINED 01 SOLE
BARRICK GOLD CORP COM 067901108 2,224 000000139486 SH DEFINED 01 SOLE
BARRICK GOLD CORP COM 067901108 122 000000007700 SH DEFINED 06 SOLE
BARR LABS INC COM 068306109 99 000000001248 SH DEFINED 01 SOLE
BARR LABS INC COM 068306109 317 000000004000 SH DEFINED 06 SOLE
BARRA INC COM 068313105 170 000000003627 SH DEFINED 01 SOLE
BASSETT FURNITURE INDS INC COM 070203104 19 000000001388 SH DEFINED 01 SOLE
BAUSCH & LOMB INC COM 071707103 691 000000018355 SH DEFINED 01 SOLE
BAXTER INTL INC COM 071813109 8,239 000000153630 SH DEFINED 01 SOLE
BAY VIEW CAP CORP DEL COM 07262L101 62 000000008542 SH DEFINED 01 SOLE
BE AEROSPACE INC COM 073302101 36 000000003982 SH DEFINED 01 SOLE
BEA SYS INC COM 073325102 930 000000060402 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0BEACON POWER CORP COM 073677106 5 000000004512 SH DEFINED 01 SOLE
BEAR STEARNS COS INC COM 073902108 1,641 000000027997 SH DEFINED 01 SOLE
BEAR STEARNS COS INC COM 073902108 392 000000006700 SH DEFINED 06 SOLE
BEASLEY BROADCAST GROUP INC CL A 074014101 13 000000001041 SH DEFINED 01 SOLE
BEAZER HOMES USA INC COM 07556Q105 707 000000009671 SH DEFINED 01 SOLE
BEBE STORES INC COM 075571109 91 000000004912 SH DEFINED 01 SOLE
BECKMAN COULTER INC COM 075811109 163 000000003692 SH DEFINED 01 SOLE
BECTON DICKINSON & CO COM 075887109 3,417 000000103084 SH DEFINED 01 SOLE
BED BATH & BEYOND INC COM 075896100 2,963 000000087427 SH DEFINED 01 SOLE
BED BATH & BEYOND INC COM 075896100 172 000000005100 SH DEFINED 06 SOLE
BEDFORD PPTY INVS INC COM PAR $0 076446301 45 000000002001 SH DEFINED 01 SOLE
BEL FUSE INC CL A 077347201 206 000000008635 SH DEFINED 01 SOLE
BEL FUSE INC CL B 077347300 29 000000001176 SH DEFINED 01 SOLE
BELDEN INC COM 077459105 79 000000003356 SH DEFINED 01 SOLE
BELL MICROPRODUCTS INC COM 078137106 25 000000002005 SH DEFINED 01 SOLE
BELLSOUTH CORP COM 079860102 18,836 000000493754 SH DEFINED 01 SOLE
BELLSOUTH CORP COM 079860102 225 000000005900 SH DEFINED 06 SOLE
BELO CORP COM SER A 080555105 60 000000003236 SH DEFINED 01 SOLE
BEMIS INC COM 081437105 675 000000013737 SH DEFINED 01 SOLE
BENCHMARK ELECTRS INC COM 08160H101 50 000000002684 SH DEFINED 01 SOLE
BERKLEY W R CORP COM 084423102 155 000000002891 SH DEFINED 01 SOLE
BERRY PETE CO CL A 085789105 47 000000003004 SH DEFINED 01 SOLE
BEST BUY INC COM 086516101 5,390 000000072374 SH DEFINED 01 SOLE
BEST BUY INC COM 086516101 89 000000001200 SH DEFINED 06 SOLE
BETHLEHEM STL CORP COM 087509105 8 000000017787 SH DEFINED 01 SOLE
BEVERLY ENTERPRISES INC COM NEW 087851309 116 000000013557 SH DEFINED 01 SOLE
BIG LOTS INC COM 089302103 308 000000029622 SH DEFINED 01 SOLE
BIO RAD LABS INC CL A 090572207 71 000000001133 SH DEFINED 01 SOLE
BIO TECHNOLOGY GEN CORP COM 090578105 65 000000007954 SH DEFINED 01 SOLE
BIOGEN INC COM 090597105 2,710 000000047271 SH DEFINED 01 SOLE
BIOGEN INC COM 090597105 74 000000001300 SH DEFINED 06 SOLE
BIOMARIN PHARMACEUTICAL INC COM 09061G101 41 000000003116 SH DEFINED 01 SOLE
BIOMET INC COM 090613100 2,281 000000073824 SH DEFINED 01 SOLE
BIOMET INC COM 090613100 55 000000001800 SH DEFINED 06 SOLE
BIOPURE CORP CL A 09065H105 30 000000002135 SH DEFINED 01 SOLE
BIOSPHERE MEDICAL INC COM 09066V103 5 000000000504 SH DEFINED 01 SOLE
BIOTECH HOLDERS TR DEPOSTRY R 09067D201 61,116 000000463000 SH DEFINED 01 SOLE
BIOSITE INC COM 090945106 31 000000001688 SH DEFINED 01 SOLE
BLACK & DECKER CORP COM 091797100 1,632 000000043264 SH DEFINED 01 SOLE
BLACK & DECKER CORP COM 091797100 43,540 000001154000 SH DEFINED 04 SOLE
BLACK BOX CORP DEL COM 091826107 144 000000002724 SH DEFINED 01 SOLE
BLACK HILLS CORP COM 092113109 26 000000000779 SH DEFINED 01 SOLE
BLACKROCK INC CL A 09247X101 66 000000001600 SH DEFINED 01 SOLE
BLOCK H & R INC COM 093671105 2,169 000000048543 SH DEFINED 01 SOLE
BLOCKBUSTER INC CL A 093679108 224 000000008900 SH DEFINED 01 SOLE
BLOCKBUSTER INC CL A 093679108 279 000000011100 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0BLUE MARTINI SOFTWARE INC COM 095698106 11 000000003949 SH DEFINED 01 SOLE
BLYTH INC COM 09643P108 135 000000005845 SH DEFINED 01 SOLE
BOB EVANS FARMS INC COM 096761101 141 000000005771 SH DEFINED 01 SOLE
BOCA RESORTS INC CL A 09688T106 64 000000004909 SH DEFINED 01 SOLE
BOEING CO COM 097023105 9,980 000000257374 SH DEFINED 01 SOLE
BOEING CO COM 097023105 333 000000008600 SH DEFINED 06 SOLE
BOISE CASCADE CORP COM 097383103 574 000000016902 SH DEFINED 01 SOLE
BOISE CASCADE CORP COM 097383103 1,700 000000050000 SH DEFINED 04 SOLE
BONE CARE INTL INC COM 098072101 22 000000001300 SH DEFINED 01 SOLE
BORDERS GROUP INC COM 099709107 47 000000002390 SH DEFINED 01 SOLE
BORG WARNER INC COM 099724106 228 000000004369 SH DEFINED 01 SOLE
BORG WARNER INC COM 099724106 224 000000004300 SH DEFINED 06 SOLE
BORLAND SOFTWARE CORP COM 099849101 217 000000013887 SH DEFINED 01 SOLE
BORON LEPORE & ASSOCS INC COM 10001P102 14 000000001076 SH DEFINED 01 SOLE
BOSTON BEER INC CL A 100557107 22 000000001286 SH DEFINED 01 SOLE
BOSTON COMMUNICATIONS GROUP COM 100582105 23 000000002067 SH DEFINED 01 SOLE
BOSTON PRIVATE FINL HLDGS INC COM 101119105 37 000000001697 SH DEFINED 01 SOLE
BOSTON PROPERTIES INC COM 101121101 76 000000002000 SH DEFINED 01 SOLE
BOSTON SCIENTIFIC CORP COM 101137107 3,122 000000129465 SH DEFINED 01 SOLE
BOWATER INC COM 102183100 76 000000001606 SH DEFINED 01 SOLE
BOWNE & CO INC COM 103043105 87 000000006823 SH DEFINED 01 SOLE
BOYD GAMING CORP COM 103304101 26 000000004047 SH DEFINED 01 SOLE
BOYDS COLLECTION LTD COM 103354106 48 000000007184 SH DEFINED 01 SOLE
BOYKIN LODGING CO COM 103430104 18 000000002348 SH DEFINED 01 SOLE
BRADY CORP CL A 104674106 122 000000003343 SH DEFINED 01 SOLE
BRANDYWINE RLTY TR SH BEN INT 105368203 72 000000003420 SH DEFINED 01 SOLE
BRAUN CONSULTING INC COM 105651103 4 000000001265 SH DEFINED 01 SOLE
BRIGGS & STRATTON CORP COM 109043109 125 000000002950 SH DEFINED 01 SOLE
BRIGHT HORIZON FAMILY SOLUTION COM 109195107 42 000000001528 SH DEFINED 01 SOLE
BRIGHTPOINT INC COM 109473108 23 000000007628 SH DEFINED 01 SOLE
BRINKER INTL INC COM 109641100 85 000000002887 SH DEFINED 01 SOLE
BRINKER INTL INC COM 109641100 232 000000007800 SH DEFINED 06 SOLE
BRIO SOFTWARE INC COM 109704106 7 000000002657 SH DEFINED 01 SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 26,184 000000513419 SH DEFINED 01 SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 272,887 000005350730 SH DEFINED 04 SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 214 000000004200 SH DEFINED 06 SOLE
BRITESMILE INC COM 110415106 9 000000001958 SH DEFINED 01 SOLE
BROADBAND HOLDRS TR DEPOSITRY 11130P104 4,125 000000250000 SH DEFINED 01 SOLE
BROADCOM CORP CL A 111320107 3,121 000000076365 SH DEFINED 01 SOLE
BROADVISION INC COM 111412102 274 000000100000 SH DEFINED 01 SOLE
BROADWING INC COM 111620100 251 000000026429 SH DEFINED 01 SOLE
BROCADE COMMUNICATIONS SYS INC COM 111621108 63 000000001911 SH DEFINED 01 SOLE
BROOKLINE BANCORP INC COM 113739106 26 000000001607 SH DEFINED 01 SOLE
BROOKS AUTOMATION INC COM 11434A100 104 000000002581 SH DEFINED 01 SOLE
BROWN & BROWN INC COM 115236101 159 000000005843 SH DEFINED 01 SOLE
BROWN FORMAN CORP CL A 115637100 498 000000007800 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 FORMAN CORP CL B 115637209 1,112 000000017769 SH DEFINED 01 SOLE
BROWN TOM INC COM NEW 115660201 165 000000006137 SH DEFINED 01 SOLE
BROWN SHOE INC NEW COM 115736100 36 000000002252 SH DEFINED 01 SOLE
BRUKER DALTONICS INC COM 116795105 102 000000006250 SH DEFINED 01 SOLE
BRUNSWICK CORP COM 117043109 496 000000022831 SH DEFINED 01 SOLE
BRUSH ENGINEERED MATLS INC COM 117421107 32 000000002269 SH DEFINED 01 SOLE
BSQUARE CORP COM 11776U102 8 000000002044 SH DEFINED 01 SOLE
BUCA INC COM 117769109 105 000000006484 SH DEFINED 01 SOLE
BUCKEYE TECHNOLOGIES INC COM 118255108 34 000000002960 SH DEFINED 01 SOLE
BUCKLE INC COM 118440106 19 000000000854 SH DEFINED 01 SOLE
BUILDING MATLS HLDG CORP COM 120113105 19 000000001772 SH DEFINED 01 SOLE
BURLINGTON COAT FACTORY COM 121579106 40 000000002437 SH DEFINED 01 SOLE
BURLINGTON NORTHN SANTA FE CP COM 12189T104 3,555 000000124626 SH DEFINED 01 SOLE
BURLINGTON NORTHN SANTA FE CP COM 12189T104 288 000000010100 SH DEFINED 06 SOLE
BURLINGTON RES INC COM 122014103 2,006 000000053446 SH DEFINED 01 SOLE
BURNHAM PAC PPTYS INC COM 12232C108 13 000000003203 SH DEFINED 01 SOLE
BUSH INDS INC CL A 123164105 12 000000001130 SH DEFINED 01 SOLE
BUTLER MFG CO DEL COM 123655102 19 000000000697 SH DEFINED 01 SOLE
C&D TECHNOLOGIES INC COM 124661109 134 000000005875 SH DEFINED 01 SOLE
CBL & ASSOC PPTYS INC COM 124830100 88 000000002806 SH DEFINED 01 SOLE
CCC INFORMATION SVCS GROUP INC COM 12487Q109 8 000000001382 SH DEFINED 01 SOLE
CBRL GROUP INC COM 12489V106 342 000000011637 SH DEFINED 01 SOLE
CCBT FINL COS INC COM 12500Q102 27 000000001177 SH DEFINED 01 SOLE
C COR NET CORP COM 125010108 64 000000004444 SH DEFINED 01 SOLE
C D I CORP COM 125071100 30 000000001588 SH DEFINED 01 SOLE
CDW COMPUTER CTRS INC COM 125129106 310 000000005787 SH DEFINED 01 SOLE
CEC ENTMT INC COM 125137109 165 000000003808 SH DEFINED 01 SOLE
CFS BANCORP INC COM 12525D102 26 000000001867 SH DEFINED 01 SOLE
CH ENERGY GROUP INC COM 12541M102 100 000000002303 SH DEFINED 01 SOLE
C H ROBINSON WORLDWIDE INC COM 12541W100 118 000000004084 SH DEFINED 01 SOLE
CIGNA CORP COM 125509109 3,746 000000040439 SH DEFINED 01 SOLE
CIGNA CORP COM 125509109 259 000000002800 SH DEFINED 06 SOLE
CLECO CORP NEW COM 12561W105 153 000000007000 SH DEFINED 01 SOLE
CMGI INC COM 125750109 293 000000180000 SH DEFINED 01 SOLE
CMS ENERGY CORP COM 125896100 930 000000038704 SH DEFINED 01 SOLE
CPI CORP COM 125902106 15 000000000920 SH DEFINED 01 SOLE
CPB INC COM 125903104 28 000000000955 SH DEFINED 01 SOLE
CSS INDS INC COM 125906107 16 000000000534 SH DEFINED 01 SOLE
CSK AUTO CORP COM 125965103 33 000000003342 SH DEFINED 01 SOLE
CNA SURETY CORP COM 12612L108 32 000000002090 SH DEFINED 01 SOLE
CNF INC COM 12612W104 48 000000001436 SH DEFINED 01 SOLE
CNET NETWORKS INC COM 12613R104 358 000000040000 SH DEFINED 01 SOLE
CSG SYS INTL INC COM 126349109 87 000000002159 SH DEFINED 01 SOLE
CSX CORP COM 126408103 2,364 000000067470 SH DEFINED 01 SOLE
CSX CORP COM 126408103 98 000000002800 SH DEFINED 06 SOLE
CT COMMUNICATIONS INC COM NEW 126426402 34 000000002114 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CTS CORP COM 126501105 169 000000010644 SH DEFINED 01 SOLE
CUNO INC COM 126583103 63 000000002070 SH DEFINED 01 SOLE
CVB FINL CORP COM 126600105 66 000000002846 SH DEFINED 01 SOLE
CVS CORP COM 126650100 3,022 000000102095 SH DEFINED 01 SOLE
CV THERAPEUTICS INC COM 126667104 224 000000004314 SH DEFINED 01 SOLE
CABLE & WIRELESS PUB LTD CO SPONSORED 126830207 14 000000001000 SH DEFINED 01 SOLE
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 96 000000007019 SH DEFINED 01 SOLE
CACHEFLOW INC COM 126946102 7 000000002949 SH DEFINED 01 SOLE
CABOT CORP COM 127055101 165 000000004643 SH DEFINED 01 SOLE
CABOT MICROELECTRONICS CORP COM 12709P103 412 000000005207 SH DEFINED 01 SOLE
CABOT OIL & GAS CORP CL A 127097103 411 000000017122 SH DEFINED 01 SOLE
CACI INTL INC CL A 127190304 101 000000002569 SH DEFINED 01 SOLE
CADENCE DESIGN SYSTEM INC COM 127387108 490 000000022388 SH DEFINED 01 SOLE
CADENCE DESIGN SYSTEM INC COM 127387108 61 000000002800 SH DEFINED 06 SOLE
CADIZ INC COM 127537108 37 000000004647 SH DEFINED 01 SOLE
CAL DIVE INTL INC COM 127914109 109 000000004449 SH DEFINED 01 SOLE
CALGON CARBON CORP COM 129603106 37 000000004537 SH DEFINED 01 SOLE
CALIFORNIA PIZZA KITCHEN INC COM 13054D109 50 000000002043 SH DEFINED 01 SOLE
CALIFORNIA WTR SVC GROUP COM 130788102 49 000000001922 SH DEFINED 01 SOLE
CALIPER TECHNOLOGIES CORP COM 130876105 45 000000002923 SH DEFINED 01 SOLE
CALLAWAY GOLF CO COM 131193104 43 000000002289 SH DEFINED 01 SOLE
CALLAWAY GOLF CO COM 131193104 165 000000008528 SH DEFINED 02 SOLE
CALLON PETE CO DEL COM 13123X102 8 000000001189 SH DEFINED 01 SOLE
CALPINE CORP COM 131347106 9,729 000000579456 SH DEFINED 01 SOLE
CAMBREX CORP COM 132011107 133 000000003057 SH DEFINED 01 SOLE
CAMDEN PPTY TR SH BEN INT 133131102 179 000000004895 SH DEFINED 01 SOLE
CAMINUS CORP COM 133766105 29 000000001271 SH DEFINED 01 SOLE
CAMPBELL SOUP CO COM 134429109 3,817 000000127807 SH DEFINED 01 SOLE
CAMPBELL SOUP CO COM 134429109 1,135 000000038000 SH DEFINED 04 SOLE
CAMPBELL SOUP CO COM 134429109 71 000000002400 SH DEFINED 06 SOLE
CAPITAL CITY BK GROUP INC COM 139674105 22 000000000912 SH DEFINED 01 SOLE
CAPITAL AUTOMOTIVE REIT COM SH BEN 139733109 50 000000002527 SH DEFINED 01 SOLE
CAPITAL ONE FINL CORP COM 14040H105 3,016 000000055917 SH DEFINED 01 SOLE
CAPITOL FED FINL COM 14057C106 80 000000003865 SH DEFINED 01 SOLE
CAPITOL TRANSAMERICA CORP COM 140640103 20 000000001246 SH DEFINED 01 SOLE
CAPSTEAD MTG CORP COM NO PAR 14067E506 28 000000001196 SH DEFINED 01 SOLE
CARBO CERAMICS INC COM 140781105 38 000000000973 SH DEFINED 01 SOLE
CARAUSTAR INDS INC COM 140909102 24 000000003538 SH DEFINED 01 SOLE
CARDINAL HEALTH INC COM 14149Y108 7,865 000000121640 SH DEFINED 01 SOLE
CARDINAL HEALTH INC COM 14149Y108 187 000000002900 SH DEFINED 06 SOLE
CARDIODYNAMICS INTL CORP COM 141597104 26 000000003972 SH DEFINED 01 SOLE
CAREER EDUCATION CORP COM 141665109 195 000000005701 SH DEFINED 01 SOLE
CARLISLE COS INC COM 142339100 185 000000005023 SH DEFINED 01 SOLE
CARNIVAL CORP COM 143658102 4,575 000000162941 SH DEFINED 01 SOLE
CARNIVAL CORP COM 143658102 117 000000004178 SH DEFINED 02 SOLE
CARNIVAL CORP COM 143658102 146 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CARPENTER TECHNOLOGY CORP COM 144285103 87 000000003302 SH DEFINED 01 SOLE
CARREKER CORP COM 144433109 13 000000002334 SH DEFINED 01 SOLE
CARRIER ACCESS CORP COM 144460102 4 000000001446 SH DEFINED 01 SOLE
CASCADE NAT GAS CORP COM 147339105 33 000000001509 SH DEFINED 01 SOLE
CASELLA WASTE SYS INC CL A 147448104 36 000000002445 SH DEFINED 01 SOLE
CASEYS GEN STORES INC COM 147528103 80 000000005396 SH DEFINED 01 SOLE
CASH AMER INTL INC COM 14754D100 25 000000003028 SH DEFINED 01 SOLE
CASTLE A M & CO COM 148411101 7 000000000885 SH DEFINED 01 SOLE
CATALINA MARKETING CORP COM 148867104 56 000000001621 SH DEFINED 01 SOLE
CATALYTICA ENERGY SYS INC COM 148884109 22 000000004869 SH DEFINED 01 SOLE
CATAPULT COMMUNICATIONS CORP COM 149016107 16 000000000648 SH DEFINED 01 SOLE
CATELLUS DEV CORP COM 149111106 82 000000004500 SH DEFINED 01 SOLE
CATERPILLAR INC DEL COM 149123101 6,408 000000122656 SH DEFINED 01 SOLE
CATERPILLAR INC DEL COM 149123101 522 000000010000 SH DEFINED 06 SOLE
CATHAY BANCORP INC COM 149150104 67 000000001054 SH DEFINED 01 SOLE
CATO CORP NEW CL A 149205106 36 000000001909 SH DEFINED 01 SOLE
CELL GENESYS INC COM 150921104 109 000000004730 SH DEFINED 01 SOLE
CELERITEK INC COM 150926103 22 000000001652 SH DEFINED 01 SOLE
CELL THERAPEUTICS INC COM 150934107 449 000000018620 SH DEFINED 01 SOLE
CELGENE CORP COM 151020104 51 000000001603 SH DEFINED 01 SOLE
CELL PATHWAYS INC NEW COM 15114R101 25 000000003693 SH DEFINED 01 SOLE
CENDANT CORP COM 151313103 5,008 000000255417 SH DEFINED 01 SOLE
CENDANT CORP COM 151313103 445 000000022700 SH DEFINED 06 SOLE
CENTENNIAL BANCORP COM 15133T104 20 000000002821 SH DEFINED 01 SOLE
CENTENNIAL COMMUNCTNS CORP NEW CL A NEW 15133V208 11 000000001078 SH DEFINED 01 SOLE
CENTERPOINT PPTYS TR SH BEN INT 151895109 154 000000003106 SH DEFINED 01 SOLE
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 28 000000000892 SH DEFINED 01 SOLE
CENTEX CORP COM 152312104 1,091 000000019113 SH DEFINED 01 SOLE
CENTEX CORP COM 152312104 108 000000001900 SH DEFINED 06 SOLE
CENTILLIUM COMMUNICATIONS INC COM 152319109 27 000000003479 SH DEFINED 01 SOLE
CENTRA SOFTWARE INC COM 15234X103 23 000000002947 SH DEFINED 01 SOLE
CENTRAL COAST BANCORP COM 153145107 17 000000000800 SH DEFINED 01 SOLE
CENTRAL PKG CORP COM 154785109 46 000000002344 SH DEFINED 01 SOLE
CENTRAL VT PUB SVC CORP COM 155771108 26 000000001579 SH DEFINED 01 SOLE
CENTURY ALUM CO COM 156431108 22 000000001709 SH DEFINED 01 SOLE
CENTURY BUSINESS SVCS INC COM 156490104 24 000000010736 SH DEFINED 01 SOLE
CENTURYTEL INC COM 156700106 1,204 000000036721 SH DEFINED 01 SOLE
CERIDIAN CORP NEW COM 156779100 98 000000005253 SH DEFINED 01 SOLE
CERNER CORP COM 156782104 254 000000005100 SH DEFINED 01 SOLE
CERTEGY INC COM 156880106 941 000000027521 SH DEFINED 01 SOLE
CERUS CORP COM 157085101 71 000000001555 SH DEFINED 01 SOLE
CHAMPION ENTERPRISES INC COM 158496109 81 000000006584 SH DEFINED 01 SOLE
CHAMPIONSHIP AUTO RACING TEAM COM 158711101 25 000000001596 SH DEFINED 01 SOLE
CHARLES RIV LABS INTL INC COM 159864107 362 000000010837 SH DEFINED 01 SOLE
CHARTER ONE FINL INC COM 160903100 2,407 000000088692 SH DEFINED 01 SOLE
CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 76 000000004697 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CHARLOTTE RUSSE HLDG INC COM 161048103 52 000000002835 SH DEFINED 01 SOLE
CHARMING SHOPPES INC COM 161133103 70 000000013250 SH DEFINED 01 SOLE
CHARTER COMMUNICATIONS INC DEL CL A 16117M107 797 000000048525 SH DEFINED 01 SOLE
CHATEAU CMNTYS INC COM 161726104 83 000000002777 SH DEFINED 01 SOLE
CHECKFREE CORP NEW COM 162813109 161 000000008963 SH DEFINED 01 SOLE
CHECKPOINT SYS INC COM 162825103 54 000000004030 SH DEFINED 01 SOLE
CHEESECAKE FACTORY INC COM 163072101 180 000000005188 SH DEFINED 01 SOLE
CHELSEA PPTY GROUP INC COM 163421100 104 000000002129 SH DEFINED 01 SOLE
CHEMED CORP COM 163596109 40 000000001209 SH DEFINED 01 SOLE
CHEMFIRST INC COM 16361A106 35 000000001461 SH DEFINED 01 SOLE
CHEMICAL FINL CORP COM 163731102 92 000000003073 SH DEFINED 01 SOLE
CHESAPEAKE CORP COM 165159104 79 000000002872 SH DEFINED 01 SOLE
CHESAPEAKE ENERGY CORP COM 165167107 184 000000027861 SH DEFINED 01 SOLE
CHEVRONTEXACO CORP COM 166764100 25,388 000000283319 SH DEFINED 01 SOLE
CHICOS FAS INC COM 168615102 120 000000003028 SH DEFINED 01 SOLE
CHILES OFFSHORE INC COM 16888M104 22 000000001118 SH DEFINED 01 SOLE
CHILDRENS PL RETAIL STORES INC COM 168905107 39 000000001449 SH DEFINED 01 SOLE
CHIPPAC INC CL A 169657103 31 000000004308 SH DEFINED 01 SOLE
CHOICE HOTELS INTL INC COM 169905106 101 000000004572 SH DEFINED 01 SOLE
CHIRON CORP COM 170040109 2,947 000000067225 SH DEFINED 01 SOLE
CHIRON CORP COM 170040109 254 000000005800 SH DEFINED 06 SOLE
CHITTENDEN CORP COM 170228100 113 000000004113 SH DEFINED 01 SOLE
CHOICE ONE COMMUNICATION INC COM 17038P104 4 000000001363 SH DEFINED 01 SOLE
CHOICEPOINT INC COM 170388102 93 000000001848 SH DEFINED 01 SOLE
CHORDIANT SOFTWARE INC COM 170404107 31 000000003952 SH DEFINED 01 SOLE
CHRISTOPHER & BANKS CORP COM 171046105 113 000000003304 SH DEFINED 01 SOLE
CHUBB CORP COM 171232101 3,676 000000053288 SH DEFINED 01 SOLE
CHUBB CORP COM 171232101 11,419 000000165500 SH DEFINED 04 SOLE
CHURCH & DWIGHT INC COM 171340102 163 000000006147 SH DEFINED 01 SOLE
CHURCHILL DOWNS INC COM 171484108 13 000000000376 SH DEFINED 01 SOLE
CIBER INC COM 17163B102 65 000000006941 SH DEFINED 01 SOLE
CIENA CORP COM 171779101 2,297 000000160546 SH DEFINED 01 SOLE
CIMA LABS INC COM 171796105 575 000000015912 SH DEFINED 01 SOLE
CINCINNATI FINL CORP COM 172062101 1,606 000000042122 SH DEFINED 01 SOLE
CINERGY CORP COM 172474108 1,400 000000041908 SH DEFINED 01 SOLE
CINERGY CORP COM 172474108 244 000000007300 SH DEFINED 06 SOLE
CIPHERGEN BIOSYSTEMS INC COM 17252Y104 18 000000002275 SH DEFINED 01 SOLE
CIRCOR INTL INC COM 17273K109 21 000000001175 SH DEFINED 01 SOLE
CIRCUIT CITY STORE INC CIRCT CITY 172737108 1,505 000000058011 SH DEFINED 01 SOLE
CIRCUIT CITY STORE INC CIRCT CITY 172737108 451 000000017400 SH DEFINED 06 SOLE
CIRCUIT CITY STORE INC CARMAX GRO 172737306 319 000000014054 SH DEFINED 01 SOLE
CISCO SYS INC COM 17275R102 34,604 000001910801 SH DEFINED 01 SOLE
CISCO SYS INC COM 17275R102 2,305 000000124000 SH DEFINED 02 SOLE
CISCO SYS INC COM 17275R102 333 000000018400 SH DEFINED 06 SOLE
CIRRUS LOGIC INC COM 172755100 114 000000008643 SH DEFINED 01 SOLE
CINTAS CORP COM 172908105 2,120 000000044167 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CITIGROUP INC COM 172967101 69,152 000001369890 SH DEFINED 01 SOLE
CITIZENS BKG CORP MICH COM 174420109 204 000000006212 SH DEFINED 01 SOLE
CITIZENS COMMUNICATIONS CO COM 17453B101 932 000000087486 SH DEFINED 01 SOLE
CITIZENS INC CL A 174740100 33 000000002656 SH DEFINED 01 SOLE
CITRIX SYS INC COM 177376100 1,587 000000070048 SH DEFINED 01 SOLE
CITRIX SYS INC COM 177376100 355 000000015700 SH DEFINED 06 SOLE
CITY BK LYNNWOOD WASH COM 17770A109 31 000000001301 SH DEFINED 01 SOLE
CITY HLDG CO COM 177835105 27 000000002306 SH DEFINED 01 SOLE
CITY NATL CORP COM 178566105 534 000000011415 SH DEFINED 01 SOLE
CLAIRES STORES INC COM 179584107 181 000000012003 SH DEFINED 01 SOLE
CLARCOR INC COM 179895107 103 000000003829 SH DEFINED 01 SOLE
CLARK / BARDES INC COM 180668105 36 000000001433 SH DEFINED 01 SOLE
CLAYTON HOMES INC COM 184190106 89 000000005235 SH DEFINED 01 SOLE
CLEAR CHANNEL COMMUNICATIONS COM 184502102 8,340 000000163827 SH DEFINED 01 SOLE
CLEVELAND CLIFFS INC COM 185896107 23 000000001302 SH DEFINED 01 SOLE
CLICK COMMERCE INC COM 18681D109 7 000000002449 SH DEFINED 01 SOLE
CLOROX CO DEL COM 189054109 3,485 000000088125 SH DEFINED 01 SOLE
CLOROX CO DEL COM 189054109 280 000000007100 SH DEFINED 06 SOLE
CLOSURE MED CORP COM 189093107 17 000000000733 SH DEFINED 01 SOLE
COACH INC COM 189754104 49 000000001277 SH DEFINED 01 SOLE
COACH INC COM 189754104 331 000000008500 SH DEFINED 06 SOLE
COACHMEN INDS INC COM 189873102 23 000000001948 SH DEFINED 01 SOLE
COASTAL BANCORP INC COM 19041P105 16 000000000577 SH DEFINED 01 SOLE
COBALT CORP COM 19074W100 7 000000001246 SH DEFINED 01 SOLE
COBIZ INC COM 190897108 13 000000000987 SH DEFINED 01 SOLE
COCA COLA BOTTLING CO CONS COM 191098102 4 000000000130 SH DEFINED 01 SOLE
COCA COLA CO COM 191216100 32,277 000000684575 SH DEFINED 01 SOLE
COCA COLA CO COM 191216100 60 000000001293 SH DEFINED 02 SOLE
COCA COLA ENTERPRISES INC COM 191219104 2,334 000000123237 SH DEFINED 01 SOLE
COGNEX CORP COM 192422103 112 000000004374 SH DEFINED 01 SOLE
COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 42 000000001047 SH DEFINED 01 SOLE
COHERENT INC COM 192479103 119 000000003864 SH DEFINED 01 SOLE
COHU INC COM 192576106 55 000000002797 SH DEFINED 01 SOLE
COINSTAR INC COM 19259P300 72 000000002910 SH DEFINED 01 SOLE
COLDWATER CREEK INC COM 193068103 11 000000000525 SH DEFINED 01 SOLE
COLE NATIONAL CORP NEW CL A 193290103 22 000000001358 SH DEFINED 01 SOLE
COLE KENNETH PRODTNS INC CL A 193294105 17 000000001005 SH DEFINED 01 SOLE
COLGATE PALMOLIVE CO COM 194162103 8,828 000000152874 SH DEFINED 01 SOLE
COLGATE PALMOLIVE CO COM 194162103 259 000000004500 SH DEFINED 06 SOLE
COLLINS & AIKMAN CORP NEW COM 194830105 123 000000016099 SH DEFINED 01 SOLE
COLONIAL BANCGROUP INC COM 195493309 314 000000022319 SH DEFINED 01 SOLE
COLONIAL PPTYS TR COM SH BEN 195872106 62 000000001994 SH DEFINED 01 SOLE
COLUMBIA BKG SYS INC COM 197236102 22 000000001735 SH DEFINED 01 SOLE
COLUMBIA LABS INC COM 197779101 11 000000003441 SH DEFINED 01 SOLE
COLUMBIA SPORTSWEAR CO COM 198516106 11 000000000350 SH DEFINED 01 SOLE
COMCAST CORP CL A 200300101 28 000000000800 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0COMCAST CORP CL A SPL 200300200 12,082 000000335635 SH DEFINED 01 SOLE
COMDISCO INC COM 200336105 7 000000014519 SH DEFINED 01 SOLE
COMERICA INC COM 200340107 2,787 000000048644 SH DEFINED 01 SOLE
COMERICA INC COM 200340107 148 000000002600 SH DEFINED 06 SOLE
COMMERCE BANCORP INC NJ COM 200519106 318 000000008100 SH DEFINED 01 SOLE
COMMERCE BANCSHARES INC COM 200525103 3 000000000087 SH DEFINED 01 SOLE
COMMERCE GROUP INC MASS COM 200641108 176 000000004675 SH DEFINED 01 SOLE
COMMERCE ONE INC DEL COM 200693109 152 000000042850 SH DEFINED 01 SOLE
COMMERCIAL FEDERAL CORPORATION COM 201647104 325 000000013832 SH DEFINED 01 SOLE
COMMERCIAL METALS CO COM 201723103 55 000000001576 SH DEFINED 01 SOLE
COMMERCIAL NET LEASE RLTY INC COM 202218103 54 000000004222 SH DEFINED 01 SOLE
COMMONWEALTH BANCORP INC COM 20268X102 25 000000001131 SH DEFINED 01 SOLE
COMMONWEALTH TEL ENTERPRISES COM 203349105 68 000000001503 SH DEFINED 01 SOLE
COMMSCOPE INC COM 203372107 209 000000009842 SH DEFINED 01 SOLE
COMMUNITY BK SYS INC COM 203607106 40 000000001560 SH DEFINED 01 SOLE
COMMUNITY BKS INC MILLERSBURG COM 203628102 27 000000001008 SH DEFINED 01 SOLE
COMMUNITY HEALTH SYS INC NEWCO COM 203668108 40 000000001600 SH DEFINED 01 SOLE
COMMUNITY FIRST BANKSHARES INC COM 203902101 126 000000004930 SH DEFINED 01 SOLE
COMMUNITY TR BANCORP INC COM 204149108 32 000000001388 SH DEFINED 01 SOLE
COMPANIA DE TELECOMUNICS CHILE SPON ADR N 204449300 565 000000042000 SH DEFINED 01 SOLE
COMPASS BANCSHARES INC COM 20449H109 106 000000003748 SH DEFINED 01 SOLE
COMPASS BANCSHARES INC COM 20449H109 212 000000007500 SH DEFINED 06 SOLE
COMPAQ COMPUTER CORP COM 204493100 4,433 000000454241 SH DEFINED 01 SOLE
COMPAQ COMPUTER CORP COM 204493100 490 000000050000 SH DEFINED 02 SOLE
COMPUCREDIT CORP COM 20478N100 335 000000028532 SH DEFINED 01 SOLE
COMPUTER ASSOC INTL INC COM 204912109 5,204 000000150892 SH DEFINED 01 SOLE
COMPUTER ASSOC INTL INC COM 204912109 507 000000014700 SH DEFINED 06 SOLE
COMPUTER NETWORK TECHNOLOGY CP COM 204925101 72 000000004087 SH DEFINED 01 SOLE
COMPUTER SCIENCES CORP COM 205363104 2,969 000000060626 SH DEFINED 01 SOLE
COMPUTERIZED THERMAL IMAGING COM 20557C108 13 000000008911 SH DEFINED 01 SOLE
COMPX INTERNATIONAL INC CL A 20563P101 6 000000000497 SH DEFINED 01 SOLE
COMPUWARE CORP COM 205638109 1,194 000000101276 SH DEFINED 01 SOLE
COMPUWARE CORP COM 205638109 69 000000005900 SH DEFINED 06 SOLE
COMSTOCK RES INC COM NEW 205768203 21 000000003077 SH DEFINED 01 SOLE
COMVERSE TECHNOLOGY INC COM PAR $0 205862402 1,115 000000049871 SH DEFINED 01 SOLE
CONAGRA FOODS INC COM 205887102 4,157 000000174914 SH DEFINED 01 SOLE
CONCEPTUS INC COM 206016107 31 000000001354 SH DEFINED 01 SOLE
CONCORD CAMERA CORP COM 206156101 25 000000003257 SH DEFINED 01 SOLE
CONCORD EFS INC COM 206197105 4,297 000000131090 SH DEFINED 01 SOLE
CONCURRENT COMPUTER CORP NEW COM 206710204 123 000000008306 SH DEFINED 01 SOLE
CONECTIV INC COM 206829103 63 000000002607 SH DEFINED 01 SOLE
CONESTOGA ENTERPRISES INC COM 207015108 35 000000001102 SH DEFINED 01 SOLE
CONEXANT SYSTEMS INC COM 207142100 2,437 000000169712 SH DEFINED 01 SOLE
CONMED CORP COM 207410101 64 000000003234 SH DEFINED 01 SOLE
CONNECTICUT BANCSHARES INC COM 207540105 39 000000001534 SH DEFINED 01 SOLE
CONNECTICUT WTR SVC INC COM 207797101 30 000000001043 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CONNETICS CORP COM 208192104 48 000000004102 SH DEFINED 01 SOLE
CONOCO INC COM 208251504 4,606 000000162774 SH DEFINED 01 SOLE
CONSECO INC COM 208464107 400 000000089714 SH DEFINED 01 SOLE
CONSOL ENERGY INC COM 20854P109 109 000000004400 SH DEFINED 01 SOLE
CONSOLIDATED EDISON INC COM 209115104 2,620 000000064931 SH DEFINED 01 SOLE
CONSOLIDATED FREIGHTWAYS CORP COM 209232107 11 000000002303 SH DEFINED 01 SOLE
CONSOLIDATED GRAPHICS INC COM 209341106 26 000000001385 SH DEFINED 01 SOLE
CONSTELLATION BRANDS INC CL A 21036P108 12 000000000300 SH DEFINED 01 SOLE
CONSTELLATION ENERGY GROUP INC COM 210371100 1,298 000000048902 SH DEFINED 01 SOLE
CONSTELLATION 3D INC COM 210379103 1 000000002041 SH DEFINED 01 SOLE
CONVERA CORP CL A 211919105 9 000000002795 SH DEFINED 01 SOLE
CONVERGYS CORP COM 212485106 1,708 000000045578 SH DEFINED 01 SOLE
COOPER CAMERON CORP COM 216640102 588 000000014586 SH DEFINED 01 SOLE
COOPER COS INC COM NEW 216648402 96 000000001931 SH DEFINED 01 SOLE
COOPER INDS INC COM 216669101 851 000000024378 SH DEFINED 01 SOLE
COOPER TIRE & RUBR CO COM 216831107 438 000000027460 SH DEFINED 01 SOLE
COORS ADOLPH CO CL B 217016104 971 000000018200 SH DEFINED 01 SOLE
COORSTEK INC COM 217020106 36 000000001133 SH DEFINED 01 SOLE
COPART INC COM 217204106 200 000000005510 SH DEFINED 01 SOLE
COPPER MTN NETWORKS INC COM 217510106 13 000000007768 SH DEFINED 01 SOLE
COR THERAPEUTICS INC COM 217753102 2,432 000000101636 SH DEFINED 01 SOLE
CORILLIAN CORP COM 218725109 12 000000002663 SH DEFINED 01 SOLE
CORINTHIAN COLLEGES INC COM 218868107 43 000000001073 SH DEFINED 01 SOLE
CORIXA CORP COM 21887F100 84 000000005612 SH DEFINED 01 SOLE
CORN PRODS INTL INC COM 219023108 170 000000004826 SH DEFINED 01 SOLE
CORNERSTONE RLTY INCOME TR INC COM 21922V102 73 000000006475 SH DEFINED 01 SOLE
CORNING INC COM 219350105 2,634 000000295317 SH DEFINED 01 SOLE
CORPORATE EXECUTIVE BRD CO COM 21988R102 174 000000004755 SH DEFINED 01 SOLE
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 14 000000001212 SH DEFINED 01 SOLE
CORRECTIONS CORP AMER NEW PFD CV B 1 22025Y308 1 000000000079 SH DEFINED 01 SOLE
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 63 000000003432 SH DEFINED 01 SOLE
CORUS BANKSHARES INC COM 220873103 56 000000001237 SH DEFINED 01 SOLE
CORVAS INTL INC COM 221005101 24 000000003752 SH DEFINED 01 SOLE
CORVEL CORP COM 221006109 29 000000000898 SH DEFINED 01 SOLE
COSINE COMMUNICATIONS INC COM 221222102 18 000000011676 SH DEFINED 01 SOLE
COST PLUS INC CALIF COM 221485105 127 000000004828 SH DEFINED 01 SOLE
COSTCO WHSL CORP NEW COM 22160K105 5,231 000000117884 SH DEFINED 01 SOLE
COSTAR GROUP INC COM 22160N109 41 000000001747 SH DEFINED 01 SOLE
COUNTRYWIDE CR INDS INC DEL COM 222372104 2,294 000000056010 SH DEFINED 01 SOLE
COUNTRYWIDE CR INDS INC DEL COM 222372104 135 000000003300 SH DEFINED 06 SOLE
COUSINS PPTYS INC COM 222795106 119 000000004892 SH DEFINED 01 SOLE
COVANTA ENERGY CORP COM 22281N103 37 000000008270 SH DEFINED 01 SOLE
COVANSYS CORP COM 22281W103 21 000000002448 SH DEFINED 01 SOLE
COVANCE INC COM 222816100 248 000000010962 SH DEFINED 01 SOLE
COVENANT TRANS INC CL A 22284P105 15 000000000978 SH DEFINED 01 SOLE
COVENTRY HEALTH CARE INC COM 222862104 177 000000008918 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0COVENTRY HEALTH CARE INC COM 222862104 289 000000014500 SH DEFINED 06 SOLE
COX COMMUNICATIONS INC NEW CL A 224044107 637 000000015200 SH DEFINED 01 SOLE
COX RADIO INC CL A 224051102 63 000000002500 SH DEFINED 01 SOLE
CRANE CO COM 224399105 398 000000015526 SH DEFINED 01 SOLE
CRANE CO COM 224399105 299 000000011700 SH DEFINED 06 SOLE
CRAWFORD & CO CL B 224633107 55 000000004740 SH DEFINED 01 SOLE
CRAWFORD & CO CL A 224633206 43 000000005000 SH DEFINED 01 SOLE
CREDENCE SYS CORP COM 225302108 216 000000011657 SH DEFINED 01 SOLE
CREDIT ACCEP CORP MICH COM 225310101 15 000000001770 SH DEFINED 01 SOLE
CREE INC COM 225447101 345 000000011727 SH DEFINED 01 SOLE
CRESCENT REAL ESTATE EQUITIES COM 225756105 202 000000011200 SH DEFINED 01 SOLE
CRESTLINE CAP CORP COM 226153104 56 000000001820 SH DEFINED 01 SOLE
CROMPTON CORP COM 227116100 168 000000018756 SH DEFINED 01 SOLE
CROSSMANN CMNTYS INC COM 22764E109 29 000000000905 SH DEFINED 01 SOLE
CROSSROADS SYS INC COM 22765D100 11 000000002618 SH DEFINED 01 SOLE
CROWN AMERN RLTY TR SH BEN INT 228186102 22 000000002885 SH DEFINED 01 SOLE
CROWN CASTLE INTL CORP COM 228227104 177 000000016600 SH DEFINED 01 SOLE
CROWN CORK & SEAL INC COM 228255105 41 000000016268 SH DEFINED 01 SOLE
CROWN MEDIA HLDGS INC CL A 228411104 25 000000002271 SH DEFINED 01 SOLE
CRYOLIFE INC COM 228903100 91 000000003040 SH DEFINED 01 SOLE
CUBIC CORP COM 229669106 36 000000000701 SH DEFINED 01 SOLE
CUBIST PHARMACEUTICALS INC COM 229678107 228 000000006358 SH DEFINED 01 SOLE
CULLEN FROST BANKERS INC COM 229899109 595 000000019300 SH DEFINED 01 SOLE
CUMMINS INC COM 231021106 579 000000015046 SH DEFINED 01 SOLE
CUMULUS MEDIA INC CL A 231082108 64 000000004012 SH DEFINED 01 SOLE
CURAGEN CORP COM 23126R101 193 000000008633 SH DEFINED 01 SOLE
CURIS INC COM 231269101 24 000000004409 SH DEFINED 01 SOLE
CURTISS WRIGHT CORP COM 231561101 65 000000001376 SH DEFINED 01 SOLE
CURTISS WRIGHT CORP CL B 231561408 1,571 000000033800 SH DEFINED 01 SOLE
CYBERONICS INC COM 23251P102 70 000000002644 SH DEFINED 01 SOLE
CYGNUS INC COM 232560102 23 000000004487 SH DEFINED 01 SOLE
CYMER INC COM 232572107 112 000000004193 SH DEFINED 01 SOLE
CYPRESS SEMICONDUCTOR CORP COM 232806109 885 000000044436 SH DEFINED 01 SOLE
CYTEC INDS INC COM 232820100 177 000000006589 SH DEFINED 01 SOLE
CYTOGEN CORP COM 232824102 32 000000010842 SH DEFINED 01 SOLE
CYTYC CORP COM 232946103 997 000000038211 SH DEFINED 01 SOLE
DDI CORP COM 233162106 65 000000006706 SH DEFINED 01 SOLE
DMC STRATEX NETWORKS INC COM 23322L106 87 000000011212 SH DEFINED 01 SOLE
DQE INC COM 23329J104 175 000000009276 SH DEFINED 01 SOLE
DPL INC COM 233293109 89 000000003719 SH DEFINED 01 SOLE
DRS TECHNOLOGIES INC COM 23330X100 59 000000001666 SH DEFINED 01 SOLE
D R HORTON INC COM 23331A109 38 000000001200 SH DEFINED 01 SOLE
DSP GROUP INC COM 23332B106 94 000000004043 SH DEFINED 01 SOLE
DST SYS INC DEL COM 233326107 505 000000010138 SH DEFINED 01 SOLE
DTE ENERGY CO COM 233331107 1,859 000000044329 SH DEFINED 01 SOLE
DVI INC COM 233343102 28 000000001665 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0DAISYTEK INTL CORP COM 234053106 28 000000002132 SH DEFINED 01 SOLE
DAL-TILE INTL INC COM 23426R108 5,990 000000257635 SH DEFINED 01 SOLE
DAKTRONICS INC COM 234264109 15 000000001888 SH DEFINED 01 SOLE
DANA CORP COM 235811106 587 000000042352 SH DEFINED 01 SOLE
DANAHER CORP DEL COM 235851102 2,846 000000047193 SH DEFINED 01 SOLE
DARDEN RESTAURANTS INC COM 237194105 1,073 000000030330 SH DEFINED 01 SOLE
DARDEN RESTAURANTS INC COM 237194105 95 000000002700 SH DEFINED 06 SOLE
DATASCOPE CORP COM 238113104 53 000000001571 SH DEFINED 01 SOLE
DATASTREAM SYS INC COM 238124101 13 000000002180 SH DEFINED 01 SOLE
DAVITA INC COM 23918K108 308 000000012600 SH DEFINED 06 SOLE
DEAN FOODS CO COM 242361103 3,543 000000071446 SH DEFINED 01 SOLE
DEB SHOPS INC COM 242728103 13 000000000559 SH DEFINED 01 SOLE
DECODE GENETICS INC COM 243586104 40 000000004177 SH DEFINED 01 SOLE
DEERE & CO COM 244199105 2,790 000000063906 SH DEFINED 01 SOLE
DEERE & CO COM 244199105 19,659 000000450280 SH DEFINED 04 SOLE
DEL MONTE FOODS CO COM 24522P103 28 000000003405 SH DEFINED 01 SOLE
DELIAS CORP CL A 24688Q101 26 000000004241 SH DEFINED 01 SOLE
DELL COMPUTER CORP COM 247025109 18,488 000000680213 SH DEFINED 01 SOLE
DELL COMPUTER CORP COM 247025109 195 000000007200 SH DEFINED 06 SOLE
DELPHI AUTOMOTIVE SYS CORP COM 247126105 2,278 000000166793 SH DEFINED 01 SOLE
DELPHI FINL GROUP INC CL A 247131105 59 000000001785 SH DEFINED 01 SOLE
DELTA & PINE LD CO COM 247357106 101 000000004478 SH DEFINED 01 SOLE
DELTA AIR LINES INC DEL COM 247361108 1,857 000000063474 SH DEFINED 01 SOLE
DELTA AIR LINES INC DEL COM 247361108 128 000000004400 SH DEFINED 06 SOLE
DELTAGEN INC COM 24783R103 14 000000001599 SH DEFINED 01 SOLE
DELTIC TIMBER CORP COM 247850100 37 000000001356 SH DEFINED 01 SOLE
DENBURY RES INC COM NEW 247916208 19 000000002619 SH DEFINED 01 SOLE
DELUXE CORP COM 248019101 734 000000017668 SH DEFINED 01 SOLE
DENDREON CORP COM 24823Q107 21 000000002102 SH DEFINED 01 SOLE
DENDRITE INTL INC COM 248239105 56 000000004001 SH DEFINED 01 SOLE
DENTSPLY INTL INC NEW COM 249030107 76 000000001526 SH DEFINED 01 SOLE
DEVELOPERS DIVERSIFIED RLTY CO COM 251591103 131 000000006877 SH DEFINED 01 SOLE
DEVON ENERGY CORP NEW COM 25179M103 1,746 000000045195 SH DEFINED 01 SOLE
DEVRY INC DEL COM 251893103 58 000000002052 SH DEFINED 01 SOLE
DIAGNOSTIC PRODS CORP COM 252450101 128 000000002922 SH DEFINED 01 SOLE
DIAL CORP NEW COM 25247D101 276 000000016146 SH DEFINED 01 SOLE
DIAL CORP NEW COM 25247D101 279 000000016300 SH DEFINED 06 SOLE
DIAMOND OFFSHORE DRILLING INC COM 25271C102 580 000000019100 SH DEFINED 01 SOLE
DIAMONDCLUSTER INTL INC CL A 25278P106 49 000000003741 SH DEFINED 01 SOLE
DIAMONDS TR UNIT SER 1 252787106 129,740 000001300000 SH DEFINED 01 SOLE
DIANON SYS INC COM 252826102 72 000000001199 SH DEFINED 01 SOLE
DIEBOLD INC COM 253651103 161 000000003999 SH DEFINED 01 SOLE
DIGENE CORP COM 253752109 44 000000001513 SH DEFINED 01 SOLE
DIGEX INC DEL CL A 253756100 12 000000004187 SH DEFINED 01 SOLE
DIGIMARC CORP COM 253807101 25 000000001379 SH DEFINED 01 SOLE
DIGITAL INSIGHT CORP COM 25385P106 79 000000003537 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0DIGITAL LIGHTWAVE INC COM 253855100 288 000000030741 SH DEFINED 01 SOLE
DIGITAS INC COM 25388K104 4 000000001205 SH DEFINED 01 SOLE
DIGITALTHINK INC COM 25388M100 32 000000003043 SH DEFINED 01 SOLE
DIGITAL GENERATION SYS INC COM 253921100 5 000000004834 SH DEFINED 01 SOLE
DIME CMNTY BANCSHARES COM 253922108 52 000000001884 SH DEFINED 01 SOLE
DILLARDS INC CL A 254067101 660 000000041280 SH DEFINED 01 SOLE
DIME BANCORP INC NEW COM 25429Q102 29,346 000000813380 SH DEFINED 01 SOLE
DIMON INC COM 254394109 40 000000005682 SH DEFINED 01 SOLE
DIONEX CORP COM 254546104 67 000000002655 SH DEFINED 01 SOLE
DISNEY WALT CO COM DISNEY 254687106 13,197 000000636947 SH DEFINED 01 SOLE
DISNEY WALT CO COM DISNEY 254687106 218 000000010385 SH DEFINED 02 SOLE
DISNEY WALT CO COM DISNEY 254687106 277 000000013400 SH DEFINED 06 SOLE
DIRECT FOCUS INC COM 254931108 207 000000006653 SH DEFINED 01 SOLE
DITECH COMMUNICATIONS CORP COM 25500M103 19 000000003257 SH DEFINED 01 SOLE
DIVERSA CORP COM 255064107 48 000000003462 SH DEFINED 01 SOLE
DIVINE INC CL A 255402109 20 000000027033 SH DEFINED 01 SOLE
DOBSON COMMUNICATIONS CORP CL A 256069105 27 000000003184 SH DEFINED 01 SOLE
DOCENT INC COM 25608L106 15 000000005016 SH DEFINED 01 SOLE
DOCUMENTUM INC COM 256159104 113 000000005228 SH DEFINED 01 SOLE
DOLE FOOD INC COM 256605106 198 000000007394 SH DEFINED 01 SOLE
DOLLAR GEN CORP COM 256669102 1,682 000000112938 SH DEFINED 01 SOLE
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 47 000000003076 SH DEFINED 01 SOLE
DOLLAR TREE STORES INC COM 256747106 151 000000004900 SH DEFINED 01 SOLE
DOMINION RES INC VA NEW COM 25746U109 4,858 000000080848 SH DEFINED 01 SOLE
DONALDSON INC COM 257651109 257 000000006620 SH DEFINED 01 SOLE
DONNELLEY R R & SONS CO COM 257867101 973 000000032796 SH DEFINED 01 SOLE
DORAL FINL CORP COM 25811P100 280 000000008993 SH DEFINED 01 SOLE
DOVER CORP COM 260003108 2,282 000000061580 SH DEFINED 01 SOLE
DOVER DOWNS ENTMT INC COM 260086103 33 000000002215 SH DEFINED 01 SOLE
DOW CHEM CO COM 260543103 8,333 000000246701 SH DEFINED 01 SOLE
DOW CHEM CO COM 260543103 18,916 000000560000 SH DEFINED 04 SOLE
DOW JONES & CO INC COM 260561105 1,220 000000022299 SH DEFINED 01 SOLE
DOWNEY FINL CORP COM 261018105 173 000000004209 SH DEFINED 01 SOLE
DRESS BARN INC COM 261570105 47 000000001899 SH DEFINED 01 SOLE
DREYERS GRAND ICE CREAM INC COM 261878102 142 000000003696 SH DEFINED 01 SOLE
DRIL-QUIP INC COM 262037104 20 000000000848 SH DEFINED 01 SOLE
DU PONT E I DE NEMOURS & CO COM 263534109 12,842 000000302112 SH DEFINED 01 SOLE
DUANE READE INC COM 263578106 54 000000001789 SH DEFINED 01 SOLE
DUKE ENERGY CORP COM 264399106 7,929 000000201980 SH DEFINED 01 SOLE
DUN & BRADSTREET CORP DEL NEW COM 26483E100 127 000000003609 SH DEFINED 01 SOLE
DURA AUTOMOTIVE SYSTEMS CORP CL A 265903104 20 000000001881 SH DEFINED 01 SOLE
DUPONT PHOTOMASKS INC COM 26613X101 28 000000000661 SH DEFINED 01 SOLE
DURECT CORP COM 266605104 30 000000002595 SH DEFINED 01 SOLE
DUSA PHARMACEUTICALS INC COM 266898105 15 000000001892 SH DEFINED 01 SOLE
DURASWITCH INDUSTRIES INC COM NEW 266905207 5 000000000639 SH DEFINED 01 SOLE
DYAX CORP COM 26746E103 28 000000002633 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0DYCOM INDS INC COM 267475101 150 000000009024 SH DEFINED 01 SOLE
DYNACQ INTL INC COM PAR $. 267919306 13 000000000595 SH DEFINED 01 SOLE
DYNEGY INC NEW CL A 26816Q101 3,086 000000121022 SH DEFINED 01 SOLE
EEX CORP COM NEW 26842V207 7 000000004277 SH DEFINED 01 SOLE
EGL INC COM 268484102 85 000000006103 SH DEFINED 01 SOLE
E M C CORP MASS COM 268648102 9,423 000000701169 SH DEFINED 01 SOLE
ENSCO INTL INC COM 26874Q100 98 000000003957 SH DEFINED 01 SOLE
EOG RES INC COM 26875P101 2,059 000000052654 SH DEFINED 01 SOLE
E PIPHANY INC COM 26881V100 183 000000021082 SH DEFINED 01 SOLE
EPIQ SYS INC COM 26882D109 25 000000001337 SH DEFINED 01 SOLE
ESS TECHNOLOGY INC COM 269151106 84 000000003980 SH DEFINED 01 SOLE
E TRADE GROUP INC COM 269246104 112 000000010953 SH DEFINED 01 SOLE
EARTHSHELL CORP COM 27032B100 12 000000006431 SH DEFINED 01 SOLE
EAST WEST BANCORP INC COM 27579R104 82 000000003195 SH DEFINED 01 SOLE
EASTGROUP PPTY INC COM 277276101 50 000000002173 SH DEFINED 01 SOLE
EASTMAN CHEM CO COM 277432100 907 000000023265 SH DEFINED 01 SOLE
EASTMAN CHEM CO COM 277432100 39,605 000001015000 SH DEFINED 04 SOLE
EASTMAN KODAK CO COM 277461109 3,750 000000127441 SH DEFINED 01 SOLE
EASTMAN KODAK CO COM 277461109 139 000000004604 SH DEFINED 02 SOLE
EASTMAN KODAK CO COM 277461109 158 000000005400 SH DEFINED 06 SOLE
EATON CORP COM 278058102 1,944 000000026135 SH DEFINED 01 SOLE
EATON VANCE CORP COM NON VT 278265103 104 000000002935 SH DEFINED 01 SOLE
EBAY INC COM 278642103 404 000000006040 SH DEFINED 01 SOLE
EBAY INC COM 278642103 254 000000003800 SH DEFINED 06 SOLE
ECHELON CORP COM 27874N105 45 000000003179 SH DEFINED 01 SOLE
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 1 000000000070 SH DEFINED 01 SOLE
ECLIPSYS CORP COM 278856109 124 000000007454 SH DEFINED 01 SOLE
ECOLAB INC COM 278865100 1,399 000000034770 SH DEFINED 01 SOLE
EDEN BIOSCIENCE CORP COM 279445100 13 000000002721 SH DEFINED 01 SOLE
EDISON INTL COM 281020107 1,280 000000084786 SH DEFINED 01 SOLE
EDISON SCHOOLS INC CL A 281033100 69 000000003561 SH DEFINED 01 SOLE
EDO CORP COM 281347104 36 000000001370 SH DEFINED 01 SOLE
EDUCATION MGMT CORP COM 28139T101 137 000000003793 SH DEFINED 01 SOLE
J D EDWARDS & CO COM 281667105 224 000000013677 SH DEFINED 01 SOLE
EDWARDS LIFESCIENCES CORP COM 28176E108 293 000000010626 SH DEFINED 01 SOLE
EDWARDS AG INC COM 281760108 274 000000006212 SH DEFINED 01 SOLE
EFUNDS CORP COM 28224R101 532 000000038733 SH DEFINED 01 SOLE
EL PASO CORP COM 28336L109 6,392 000000143302 SH DEFINED 01 SOLE
EL PASO ELEC CO COM NEW 283677854 99 000000006881 SH DEFINED 01 SOLE
ELANTEC SEMICONDUCTOR INC COM 284155108 123 000000003207 SH DEFINED 01 SOLE
ELCOR CORP COM 284443108 73 000000002627 SH DEFINED 01 SOLE
ELECTRO RENT CORP COM 285218103 25 000000001968 SH DEFINED 01 SOLE
ELECTRO SCIENTIFIC INDS COM 285229100 150 000000005014 SH DEFINED 01 SOLE
ELECTROGLAS INC COM 285324109 42 000000002879 SH DEFINED 01 SOLE
ELECTRONIC ARTS INC COM 285512109 1,655 000000027610 SH DEFINED 01 SOLE
ELECTRONIC ARTS INC COM 285512109 47 000000000800 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ELECTRONIC DATA SYS NEW COM 285661104 9,553 000000139366 SH DEFINED 01 SOLE
ELECTRONIC DATA SYS NEW COM 285661104 425 000000006200 SH DEFINED 06 SOLE
ELECTRONICS BOUTIQUE HLDGS CP COM 286045109 53 000000001338 SH DEFINED 01 SOLE
ELECTRONICS FOR IMAGING INC COM 286082102 188 000000008443 SH DEFINED 01 SOLE
ELECTRONICS FOR IMAGING INC COM 286082102 207 000000009300 SH DEFINED 06 SOLE
ELIZABETH ARDEN INC COM 28660G106 20 000000001335 SH DEFINED 01 SOLE
EMBARCADERO TECHNOLOGIES INC COM 290787100 29 000000001231 SH DEFINED 01 SOLE
EMCOR GROUP INC COM 29084Q100 66 000000001462 SH DEFINED 01 SOLE
EMCORE CORP COM 290846104 90 000000006729 SH DEFINED 01 SOLE
EMERSON ELEC CO COM 291011104 7,084 000000124067 SH DEFINED 01 SOLE
EMEX CORP COM 291206100 5 000000001797 SH DEFINED 01 SOLE
EMISPHERE TECHNOLOGIES INC COM 291345106 66 000000002091 SH DEFINED 01 SOLE
EMMIS COMMUNICATIONS CORP CL A 291525103 32 000000001394 SH DEFINED 01 SOLE
EMPIRE DIST ELEC CO COM 291641108 50 000000002420 SH DEFINED 01 SOLE
ENCOMPASS SVCS CORP COM 29255U104 25 000000008695 SH DEFINED 01 SOLE
ENCORE ACQUISITION CO COM 29255W100 12 000000000976 SH DEFINED 01 SOLE
ENCORE WIRE CORP COM 292562105 21 000000001784 SH DEFINED 01 SOLE
ENDO PHARMACEUTICALS HLDGS INC COM 29264F205 33 000000002829 SH DEFINED 01 SOLE
ENDOCARE INC COM 29264P104 31 000000001776 SH DEFINED 01 SOLE
ENERGEN CORP COM 29265N108 190 000000007708 SH DEFINED 01 SOLE
ENERGY CONVERSION DEVICES INC COM 292659109 36 000000001949 SH DEFINED 01 SOLE
ENERGY EAST CORP COM 29266M109 69 000000003634 SH DEFINED 01 SOLE
ENERGIZER HLDGS INC COM 29266R108 121 000000006396 SH DEFINED 01 SOLE
ENERGY PARTNERS LTD COM 29270U105 22 000000003003 SH DEFINED 01 SOLE
ENGAGE INC COM 292827102 2 000000005963 SH DEFINED 01 SOLE
ENGELHARD CORP COM 292845104 1,059 000000038279 SH DEFINED 01 SOLE
ENGINEERED SUPPORT SYS INC COM 292866100 31 000000000932 SH DEFINED 01 SOLE
ENTEGRIS INC COM 29362U104 58 000000005338 SH DEFINED 01 SOLE
ENTERASYS NETWORKS INC COM 293637104 99 000000011298 SH DEFINED 01 SOLE
ENTERCOM COMMUNICATIONS CORP CL A 293639100 401 000000008032 SH DEFINED 01 SOLE
ENTERGY CORP NEW COM 29364G103 2,476 000000063323 SH DEFINED 01 SOLE
ENTERGY CORP NEW COM 29364G103 226 000000005800 SH DEFINED 06 SOLE
ENTERTAINMENT PPTYS TR COM SH BEN 29380T105 39 000000002021 SH DEFINED 01 SOLE
ENTREMED INC COM 29382F103 17 000000002081 SH DEFINED 01 SOLE
ENTRUST INC COM 293848107 66 000000006488 SH DEFINED 01 SOLE
ENZON INC COM 293904108 88 000000001567 SH DEFINED 01 SOLE
ENZO BIOCHEM INC COM 294100102 168 000000007179 SH DEFINED 01 SOLE
EQUIFAX INC COM 294429105 1,714 000000071004 SH DEFINED 01 SOLE
EQUITABLE RES INC COM 294549100 309 000000009080 SH DEFINED 01 SOLE
EQUITY INNS INC COM 294703103 33 000000005032 SH DEFINED 01 SOLE
EQUITY OFFICE PROPERTIES TRUST COM 294741103 3,243 000000107826 SH DEFINED 01 SOLE
EQUITY ONE COM 294752100 5 000000000374 SH DEFINED 01 SOLE
EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 2,023 000000070470 SH DEFINED 01 SOLE
ESCO TECHNOLOGIES INC COM 296315104 50 000000001475 SH DEFINED 01 SOLE
ESPERION THERAPEUTICS INC COM 29664R106 22 000000003111 SH DEFINED 01 SOLE
ESPEED INC CL A 296643109 901 000000108855 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ESSEX PPTY TR INC COM 297178105 96 000000001954 SH DEFINED 01 SOLE
ESTERLINE TECHNOLOGIES CORP COM 297425100 74 000000004637 SH DEFINED 01 SOLE
ETHAN ALLEN INTERIORS INC COM 297602104 87 000000002100 SH DEFINED 01 SOLE
EVERGREEN RES INC COM NO PAR 299900308 280 000000007269 SH DEFINED 01 SOLE
EXACT SCIENCES CORP COM 30063P105 5 000000000549 SH DEFINED 01 SOLE
EXAR CORP COM 300645108 108 000000005210 SH DEFINED 01 SOLE
EXCEL TECHNOLOGY INC COM 30067T103 20 000000001154 SH DEFINED 01 SOLE
EXE TECHNOLOGIES INC COM 301504106 21 000000004246 SH DEFINED 01 SOLE
EXELON CORP COM 30161N101 4,979 000000104006 SH DEFINED 01 SOLE
EXELIXIS INC COM 30161Q104 78 000000004733 SH DEFINED 01 SOLE
EXIDE TECHNOLOGIES COM 302051107 4 000000003733 SH DEFINED 01 SOLE
EXPEDIA INC CL A 302125109 40 000000001000 SH DEFINED 01 SOLE
EXPEDITORS INTL WASH INC COM 302130109 97 000000001717 SH DEFINED 01 SOLE
EXPRESS SCRIPTS INC COM 302182100 782 000000016727 SH DEFINED 01 SOLE
EXTENDED STAY AMER INC COM 30224P101 44 000000002735 SH DEFINED 01 SOLE
EXTENSITY INC COM 302255104 4 000000002038 SH DEFINED 01 SOLE
EXTREME NETWORKS INC COM 30226D106 946 000000073364 SH DEFINED 01 SOLE
EXXON MOBIL CORP COM 30231G102 78,024 000001985353 SH DEFINED 01 SOLE
F&M BANCORP MD COM 302367107 37 000000001484 SH DEFINED 01 SOLE
FBL FINL GROUP INC CL A 30239F106 26 000000001590 SH DEFINED 01 SOLE
FEI CO COM 30241L109 354 000000011236 SH DEFINED 01 SOLE
FLIR SYS INC COM 302445101 56 000000001496 SH DEFINED 01 SOLE
F M C CORP COM NEW 302491303 1,007 000000016926 SH DEFINED 01 SOLE
FNB CORP PA COM 302520101 92 000000003512 SH DEFINED 01 SOLE
FPL GROUP INC COM 302571104 2,846 000000050466 SH DEFINED 01 SOLE
FSI INTL INC COM 302633102 32 000000003563 SH DEFINED 01 SOLE
FTD COM INC CL A 30265F103 7 000000001122 SH DEFINED 01 SOLE
F Y I INC COM 302712104 64 000000001932 SH DEFINED 01 SOLE
FTI CONSULTING INC COM 302941109 43 000000001329 SH DEFINED 01 SOLE
FACTORY 2-U INC COM 303072102 35 000000001751 SH DEFINED 01 SOLE
FACTSET RESH SYS INC COM 303075105 98 000000002820 SH DEFINED 01 SOLE
FAIR ISAAC & CO INC COM 303250104 248 000000003937 SH DEFINED 01 SOLE
FAIRCHILD CORP CL A 303698104 5 000000001735 SH DEFINED 01 SOLE
FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 39 000000001400 SH DEFINED 01 SOLE
FALCONSTOR SOFTWARE INC COM 306137100 55 000000006113 SH DEFINED 01 SOLE
FAMILY DLR STORES INC COM 307000109 1,989 000000066361 SH DEFINED 01 SOLE
FARMER BROS CO COM 307675108 30 000000000116 SH DEFINED 01 SOLE
FARMERS CAP BK CORP COM 309562106 34 000000000948 SH DEFINED 01 SOLE
FASTENAL CO COM 311900104 74 000000001115 SH DEFINED 01 SOLE
FEDDERS CORP COM 313135105 10 000000003315 SH DEFINED 01 SOLE
FEDERAL AGRIC MTG CORP CL C 313148306 45 000000001117 SH DEFINED 01 SOLE
FEDERAL HOME LN MTG CORP COM 313400301 12,293 000000187981 SH DEFINED 01 SOLE
FEDERAL HOME LN MTG CORP COM 313400301 634 000000009700 SH DEFINED 06 SOLE
FEDERAL MOGUL CORP COM 313549107 7 000000009535 SH DEFINED 01 SOLE
FEDERAL NATL MTG ASSN COM 313586109 25,461 000000320275 SH DEFINED 01 SOLE
FEDERAL NATL MTG ASSN COM 313586109 643 000000008100 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0FEDERAL REALTY INVT TR SH BEN INT 313747206 112 000000004913 SH DEFINED 01 SOLE
FEDERAL SIGNAL CORP COM 313855108 166 000000007471 SH DEFINED 01 SOLE
FEDERATED DEPT STORES INC DEL COM 31410H101 2,279 000000055742 SH DEFINED 01 SOLE
FEDERATED DEPT STORES INC DEL COM 31410H101 274 000000006700 SH DEFINED 06 SOLE
FEDEX CORP COM 31428X106 4,673 000000090083 SH DEFINED 01 SOLE
FELCOR LODGING TR INC COM 31430F101 68 000000004095 SH DEFINED 01 SOLE
FERRO CORP COM 315405100 159 000000006187 SH DEFINED 01 SOLE
F5 NETWORKS INC COM 315616102 55 000000002560 SH DEFINED 01 SOLE
FIBERCORE INC COM 31563B109 10 000000004421 SH DEFINED 01 SOLE
FIDELITY BANKSHARES INC NEW COM 31604Q107 34 000000002153 SH DEFINED 01 SOLE
FIDELITY NATL FINL INC COM 316326107 335 000000013518 SH DEFINED 01 SOLE
FIFTH THIRD BANCORP COM 316773100 9,835 000000160368 SH DEFINED 01 SOLE
FILENET CORP COM 316869106 97 000000004810 SH DEFINED 01 SOLE
FINANCIAL FED CORP COM 317492106 45 000000001454 SH DEFINED 01 SOLE
FINANCIAL INSTNS INC COM 317585404 26 000000001133 SH DEFINED 01 SOLE
FINISH LINE INC CL A 317923100 35 000000002346 SH DEFINED 01 SOLE
FINOVA GROUP INC COM 317928109 4 000000007500 SH DEFINED 01 SOLE
FIRST AMERN CORP CALIF COM 318522307 311 000000016628 SH DEFINED 01 SOLE
FIRST BANCORP P R COM 318672102 93 000000003277 SH DEFINED 01 SOLE
FIRST BANCORP N C COM 318910106 20 000000000931 SH DEFINED 01 SOLE
FIRST BKS AMER INC COM 31928N103 3 000000000116 SH DEFINED 01 SOLE
FIRST BUSEY CORP COM 319383105 26 000000001227 SH DEFINED 01 SOLE
FIRST CHARTER CORP COM 319439105 72 000000004265 SH DEFINED 01 SOLE
FIRST CTZNS BANCSHARES INC N C CL A 31946M103 80 000000000826 SH DEFINED 01 SOLE
FIRST COMWLTH FINL CORP PA COM 319829107 91 000000007982 SH DEFINED 01 SOLE
FIRST CMNTY BANCSHARES INC NEV COM 31983A103 32 000000001096 SH DEFINED 01 SOLE
FIRST CONSULTING GROUP INC COM 31986R103 36 000000002331 SH DEFINED 01 SOLE
FIRST FED CAP CORP COM 319960100 35 000000002270 SH DEFINED 01 SOLE
FIRST DATA CORP COM 319963104 7,788 000000099283 SH DEFINED 01 SOLE
FIRST DATA CORP COM 319963104 815 000000010400 SH DEFINED 06 SOLE
FIRST ESSEX BANCORP INC COM 320103104 25 000000000890 SH DEFINED 01 SOLE
FIRST FINL BANKSHARES COM 32020R109 44 000000001474 SH DEFINED 01 SOLE
FIRST FINL BANCORP OH COM 320209109 86 000000004926 SH DEFINED 01 SOLE
FIRST FINL CORP IND COM 320218100 41 000000000936 SH DEFINED 01 SOLE
FIRST FINL HLDGS INC COM 320239106 44 000000001830 SH DEFINED 01 SOLE
FIRST HORIZON PHARMACEUTICAL COM 32051K106 43 000000001489 SH DEFINED 01 SOLE
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 166 000000005353 SH DEFINED 01 SOLE
FIRST IND CORP COM 32054R108 27 000000001271 SH DEFINED 01 SOLE
FIRST MERCHANTS CORP COM 320817109 36 000000001532 SH DEFINED 01 SOLE
FIRST MIDWEST BANCORP DEL COM 320867104 194 000000006661 SH DEFINED 01 SOLE
FIRST HEALTH GROUP CORP COM 320960107 473 000000019128 SH DEFINED 01 SOLE
FIRST NIAGARA FINL GROUP INC COM 33582U100 22 000000001333 SH DEFINED 01 SOLE
FIRST PL FINL CORP COM 33610T109 32 000000002044 SH DEFINED 01 SOLE
FIRST REP BK SAN FRANCISCO COM 336158100 34 000000001448 SH DEFINED 01 SOLE
FIRST SENTINEL BANCORP INC COM 33640T103 44 000000003557 SH DEFINED 01 SOLE
1ST SOURCE CORP COM 336901103 36 000000001762 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 TENN NATL CORP COM 337162101 497 000000013722 SH DEFINED 01 SOLE
FIRST VA BANKS INC COM 337477103 71 000000001406 SH DEFINED 01 SOLE
FISERV INC COM 337738108 2,061 000000048703 SH DEFINED 01 SOLE
FISERV INC COM 337738108 427 000000010100 SH DEFINED 06 SOLE
FISHER COMMUNICATIONS INC COM 337756209 24 000000000559 SH DEFINED 01 SOLE
FIRSTFED FINL CORP COM 337907109 60 000000002362 SH DEFINED 01 SOLE
FIRSTMERIT CORP COM 337915102 67 000000002494 SH DEFINED 01 SOLE
FLAGSTAR BANCORP INC COM 337930101 18 000000000940 SH DEFINED 01 SOLE
FIRSTENERGY CORP COM 337932107 3,037 000000086849 SH DEFINED 01 SOLE
FIRSTENERGY CORP COM 337932107 220 000000006300 SH DEFINED 06 SOLE
FISHER SCIENTIFIC INTL INC COM NEW 338032204 297 000000010178 SH DEFINED 01 SOLE
FLEETBOSTON FINL CORP COM 339030108 10,681 000000292653 SH DEFINED 01 SOLE
FLEETWOOD ENTERPRISES INC COM 339099103 54 000000004776 SH DEFINED 01 SOLE
FLEMING COS INC COM 339130106 848 000000045889 SH DEFINED 01 SOLE
FLORIDA EAST COAST INDS CL A 340632108 71 000000003102 SH DEFINED 01 SOLE
FLORIDA ROCK INDS INC COM 341140101 93 000000002560 SH DEFINED 01 SOLE
FLUOR CORP NEW COM 343412102 779 000000020848 SH DEFINED 01 SOLE
FLOW INTL CORP COM 343468104 22 000000001797 SH DEFINED 01 SOLE
FLOWERS FOODS INC COM 343498101 92 000000002306 SH DEFINED 01 SOLE
FLOWSERVE CORP COM 34354P105 195 000000007358 SH DEFINED 01 SOLE
FLUSHING FINL CORP COM 343873105 25 000000001441 SH DEFINED 01 SOLE
FOAMEX INTL INC COM 344123104 18 000000002244 SH DEFINED 01 SOLE
FOCAL COMMUNICATIONS CORP COM 344155106 3 000000005920 SH DEFINED 01 SOLE
FOOT LOCKER INC COM 344849104 608 000000038900 SH DEFINED 01 SOLE
FOOTSTAR INC COM 344912100 154 000000004921 SH DEFINED 01 SOLE
FORD MTR CO DEL COM PAR $0 345370860 8,815 000000560755 SH DEFINED 01 SOLE
FOREST CITY ENTERPRISES INC CL A 345550107 141 000000003665 SH DEFINED 01 SOLE
FOREST LABS INC COM 345838106 3,967 000000048412 SH DEFINED 01 SOLE
FOREST LABS INC COM 345838106 557 000000006800 SH DEFINED 06 SOLE
FOREST OIL CORP COM PAR $0 346091705 165 000000005874 SH DEFINED 01 SOLE
FORRESTER RESH INC COM 346563109 36 000000001835 SH DEFINED 01 SOLE
FORTUNE BRANDS INC COM 349631101 2,180 000000055069 SH DEFINED 01 SOLE
FORTUNE BRANDS INC COM 349631101 75 000000001900 SH DEFINED 06 SOLE
FORWARD AIR CORP COM 349853101 71 000000002102 SH DEFINED 01 SOLE
FOSSIL INC COM 349882100 36 000000001755 SH DEFINED 01 SOLE
FOUNDRY NETWORKS INC COM 35063R100 445 000000054700 SH DEFINED 01 SOLE
4 KIDS ENTMT INC COM 350865101 22 000000001148 SH DEFINED 01 SOLE
FOX ENTMT GROUP INC CL A 35138T107 206 000000007800 SH DEFINED 01 SOLE
FRANKLIN ELEC INC COM 353514102 46 000000000570 SH DEFINED 01 SOLE
FRANKLIN RES INC COM 354613101 3,116 000000088371 SH DEFINED 01 SOLE
FREDS INC CL A 356108100 68 000000001681 SH DEFINED 01 SOLE
FREEMARKETS INC COM 356602102 96 000000004041 SH DEFINED 01 SOLE
FREEPORT-MCMORAN COPPER & GOLD CL A 35671D105 96 000000007500 SH DEFINED 01 SOLE
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 725 000000054165 SH DEFINED 01 SOLE
FREMONT GEN CORP COM 357288109 61 000000007802 SH DEFINED 01 SOLE
FRIEDMAN BILLINGS RAMSEY GROUP CL A 358433100 15 000000003046 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0FRIEDMANS INC CL A 358438109 15 000000001892 SH DEFINED 01 SOLE
FRONTIER AIRLINES INC NEW COM 359065109 66 000000003893 SH DEFINED 01 SOLE
FRONTIER FINL CORP WASH COM 35907K105 61 000000002343 SH DEFINED 01 SOLE
FRONTIER OIL CORP COM 35914P105 99 000000005991 SH DEFINED 01 SOLE
FUELCELL ENERGY INC COM 35952H106 81 000000004499 SH DEFINED 01 SOLE
FULLER H B CO COM 359694106 135 000000004694 SH DEFINED 01 SOLE
FURNITURE BRANDS INTL INC COM 360921100 268 000000008397 SH DEFINED 01 SOLE
G & K SVCS INC CL A 361268105 91 000000002819 SH DEFINED 01 SOLE
GATX CORP COM 361448103 46 000000001431 SH DEFINED 01 SOLE
GBC BANCORP CALIF COM 361475106 31 000000001069 SH DEFINED 01 SOLE
GABELLI ASSET MGMT INC CL A 36239Y102 31 000000000726 SH DEFINED 01 SOLE
GABLES RESIDENTIAL TR SH BEN INT 362418105 98 000000003319 SH DEFINED 01 SOLE
GALLAGHER ARTHUR J & CO COM 363576109 165 000000004790 SH DEFINED 01 SOLE
GANNETT INC COM 364730101 4,875 000000072525 SH DEFINED 01 SOLE
GANNETT INC COM 364730101 100 000000001500 SH DEFINED 06 SOLE
GAP INC DEL COM 364760108 3,702 000000265638 SH DEFINED 01 SOLE
GARAN INC COM 364802108 21 000000000498 SH DEFINED 01 SOLE
GARDNER DENVER INC COM 365558105 44 000000001998 SH DEFINED 01 SOLE
GARTNER INC COM 366651107 126 000000010797 SH DEFINED 01 SOLE
GARTNER INC CL B 366651206 97 000000008726 SH DEFINED 01 SOLE
GATEWAY INC COM 367626108 957 000000119107 SH DEFINED 01 SOLE
GAYLORD ENTMT CO NEW COM 367905106 73 000000002983 SH DEFINED 01 SOLE
GEMSTAR-TV GUIDE INTL INC COM 36866W106 591 000000021338 SH DEFINED 01 SOLE
GENAISSANCE PHARMACEUTICALS COM 36867W105 11 000000002476 SH DEFINED 01 SOLE
GENCORP INC COM 368682100 60 000000004294 SH DEFINED 01 SOLE
GENE LOGIC INC COM 368689105 68 000000003651 SH DEFINED 01 SOLE
GENELABS TECHNOLOGIES INC COM 368706107 10 000000005566 SH DEFINED 01 SOLE
GENENCOR INTL INC COM 368709101 21 000000001350 SH DEFINED 01 SOLE
GENENTECH INC COM NEW 368710406 802 000000014800 SH DEFINED 01 SOLE
GENERAL CABLE CORP DEL NEW COM 369300108 58 000000004485 SH DEFINED 01 SOLE
GENERAL COMMUNICATION INC CL A 369385109 45 000000005308 SH DEFINED 01 SOLE
GENERAL DYNAMICS CORP COM 369550108 5,113 000000064211 SH DEFINED 01 SOLE
GENERAL ELEC CO COM 369604103 105,766 000002638881 SH DEFINED 01 SOLE
GENERAL ELEC CO COM 369604103 156,788 000003911900 SH DEFINED 04 SOLE
GENERAL MLS INC COM 370334104 4,930 000000094803 SH DEFINED 01 SOLE
GENERAL MTRS CORP COM 370442105 8,883 000000182789 SH DEFINED 01 SOLE
GENERAL MTRS CORP CL H NEW 370442832 46 000000003000 SH DEFINED 01 SOLE
GENESCO INC COM 371532102 172 000000008301 SH DEFINED 01 SOLE
GENESISINTERMEDIA INC COM 37184Y105 9,599 000001627116 SH DEFINED 01 SOLE
GENTEX CORP COM 371901109 106 000000003984 SH DEFINED 01 SOLE
GENLYTE GROUP INC COM 372302109 48 000000001633 SH DEFINED 01 SOLE
GENOME THERAPEUTICS CORP COM 372430108 21 000000003109 SH DEFINED 01 SOLE
GENTA INC COM NEW 37245M207 46 000000003243 SH DEFINED 01 SOLE
GENZYME TRANSGENICS CORP COM 37246E105 16 000000002795 SH DEFINED 01 SOLE
GENUINE PARTS CO COM 372460105 1,654 000000045078 SH DEFINED 01 SOLE
GENTIVA HEALTH SERVICES INC COM 37247A102 61 000000002782 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0GENSTAR THERAPEUTICS CORP COM 37248D105 3 000000001601 SH DEFINED 01 SOLE
GENUITY INC CL A 37248E103 37 000000024023 SH DEFINED 01 SOLE
GENZYME CORP COM GENL D 372917104 3,544 000000059218 SH DEFINED 01 SOLE
GENZYME CORP COM GENL D 372917104 125 000000002100 SH DEFINED 06 SOLE
GENZYME CORP COM-MOLECU 372917500 16 000000002047 SH DEFINED 01 SOLE
GENZYME CORP COM BIOSUR 372917708 26 000000005029 SH DEFINED 01 SOLE
GEORGIA GULF CORP COM PAR $0 373200203 61 000000003301 SH DEFINED 01 SOLE
GEORGIA PAC CORP COM GA PAC 373298108 2,247 000000081394 SH DEFINED 01 SOLE
GEORGIA PAC CORP COM GA PAC 373298108 66 000000002400 SH DEFINED 06 SOLE
GERBER SCIENTIFIC INC COM 373730100 23 000000002533 SH DEFINED 01 SOLE
GERMAN AMERN BANCORP COM 373865104 20 000000001290 SH DEFINED 01 SOLE
GERON CORP COM 374163103 23 000000002679 SH DEFINED 01 SOLE
GETTY IMAGES INC COM 374276103 107 000000004660 SH DEFINED 01 SOLE
GETTY RLTY CORP NEW COM 374297109 28 000000001527 SH DEFINED 01 SOLE
GIBRALTAR STL CORP COM 37476F103 13 000000000750 SH DEFINED 01 SOLE
GILEAD SCIENCES INC COM 375558103 185 000000002820 SH DEFINED 01 SOLE
GILEAD SCIENCES INC COM 375558103 151 000000002300 SH DEFINED 06 SOLE
GILLETTE CO COM 375766102 9,453 000000283037 SH DEFINED 01 SOLE
GLACIER BANCORP INC NEW COM 37637Q105 39 000000001905 SH DEFINED 01 SOLE
GLATFELTER COM 377316104 46 000000002989 SH DEFINED 01 SOLE
GLENBOROUGH RLTY TR INC COM 37803P105 51 000000002644 SH DEFINED 01 SOLE
GLIMCHER RLTY TR SH BEN INT 379302102 64 000000003425 SH DEFINED 01 SOLE
GLOBAL IMAGING SYSTEMS COM 37934A100 13 000000000935 SH DEFINED 01 SOLE
GLOBAL SPORTS INC COM 37937A107 37 000000001869 SH DEFINED 01 SOLE
GLOBAL PMTS INC COM 37940X102 1,506 000000043799 SH DEFINED 01 SOLE
GOLD BANC CORP INC COM 379907108 28 000000004021 SH DEFINED 01 SOLE
GOLDEN ST BANCORP INC COM 381197102 1,032 000000039491 SH DEFINED 01 SOLE
GOLDEN ST BANCORP INC COM 381197102 222 000000008500 SH DEFINED 06 SOLE
GOLDEN TELECOM INC COM 38122G107 13 000000001175 SH DEFINED 01 SOLE
GOLDEN WEST FINL CORP DEL COM 381317106 2,413 000000041017 SH DEFINED 01 SOLE
GOLDMAN SACHS GROUP INC COM 38141G104 209 000000002260 SH DEFINED 01 SOLE
GOODRICH CORP COM 382388106 1,555 000000058427 SH DEFINED 01 SOLE
GOODYEAR TIRE & RUBR CO COM 382550101 1,010 000000042455 SH DEFINED 01 SOLE
GORMAN RUPP CO COM 383082104 26 000000001002 SH DEFINED 01 SOLE
GRACO INC COM 384109104 165 000000004246 SH DEFINED 01 SOLE
GRAINGER W W INC COM 384802104 1,375 000000028646 SH DEFINED 01 SOLE
GRANITE CONSTR INC COM 387328107 131 000000005475 SH DEFINED 01 SOLE
GRANT PRIDECO INC COM 38821G101 36 000000003215 SH DEFINED 01 SOLE
GRAY COMMUNICATIONS SYS INC COM 389190109 17 000000001257 SH DEFINED 01 SOLE
GRAY COMMUNICATIONS SYS INC CL B 389190208 22 000000002200 SH DEFINED 01 SOLE
GREAT AMERN FINL RES INC COM 389915109 15 000000000803 SH DEFINED 01 SOLE
GREAT ATLANTIC & PAC TEA INC COM 390064103 62 000000002634 SH DEFINED 01 SOLE
GREAT LAKES CHEM CORP COM 390568103 317 000000013061 SH DEFINED 01 SOLE
GREAT LAKES REIT INC COM 390752103 26 000000001652 SH DEFINED 01 SOLE
GREAT SOUTHN BANCORP INC COM 390905107 23 000000000777 SH DEFINED 01 SOLE
GREAT PLAINS ENERGY INC COM 391164100 45 000000001819 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0GREATER BAY BANCORP COM 391648102 235 000000008256 SH DEFINED 01 SOLE
GREEN MTN COFFEE INC COM 393122106 16 000000000620 SH DEFINED 01 SOLE
GREENPOINT FINL CORP COM 395384100 419 000000011744 SH DEFINED 01 SOLE
GREENPOINT FINL CORP COM 395384100 257 000000007200 SH DEFINED 06 SOLE
GREIF BROS CORP CL A 397624107 58 000000001763 SH DEFINED 01 SOLE
GREY GLOBAL GROUP INC COM 39787M108 66 000000000099 SH DEFINED 01 SOLE
GREY WOLF INC COM 397888108 57 000000019494 SH DEFINED 01 SOLE
GRIFFON CORP COM 398433102 105 000000007024 SH DEFINED 01 SOLE
GROUP 1 AUTOMOTIVE INC COM 398905109 235 000000008246 SH DEFINED 01 SOLE
GRUPO IUSACELL S A DE C V NEW SPON ADR V 40050B100 175 000000044273 SH DEFINED 01 SOLE
GTECH HLDGS CORP COM 400518106 603 000000013330 SH DEFINED 01 SOLE
GUESS INC COM 401617105 8 000000001090 SH DEFINED 01 SOLE
GUIDANT CORP COM 401698105 4,258 000000085503 SH DEFINED 01 SOLE
GUIDANT CORP COM 401698105 224 000000004500 SH DEFINED 06 SOLE
GUILFORD PHARMACEUTICALS INC COM 401829106 40 000000003347 SH DEFINED 01 SOLE
GUITAR CTR MGMT INC COM 402040109 31 000000002290 SH DEFINED 01 SOLE
GULF ISLAND FABRICATION INC COM 402307102 13 000000001042 SH DEFINED 01 SOLE
GULFMARK OFFSHORE INC COM 402629109 17 000000000623 SH DEFINED 01 SOLE
GYMBOREE CORP COM 403777105 46 000000003860 SH DEFINED 01 SOLE
HCA INC COM 404119109 5,874 000000152427 SH DEFINED 01 SOLE
HCA INC COM 404119109 150 000000003900 SH DEFINED 06 SOLE
HCC INS HLDGS INC COM 404132102 107 000000003884 SH DEFINED 01 SOLE
HNC SOFTWARE INC COM 40425P107 99 000000004823 SH DEFINED 01 SOLE
HRPT PPTYS TR COM SH BEN 40426W101 152 000000017610 SH DEFINED 01 SOLE
H POWER CORP COM 40427A108 10 000000003413 SH DEFINED 01 SOLE
HAEMONETICS CORP COM 405024100 204 000000006036 SH DEFINED 01 SOLE
HAIN CELESTIAL GROUP INC COM 405217100 86 000000003163 SH DEFINED 01 SOLE
HALLIBURTON CO COM 406216101 1,827 000000139535 SH DEFINED 01 SOLE
HALLIBURTON CO COM 406216101 137 000000010500 SH DEFINED 06 SOLE
HANCOCK FABRICS INC COM 409900107 29 000000002206 SH DEFINED 01 SOLE
HANCOCK HLDG CO COM 410120109 44 000000001031 SH DEFINED 01 SOLE
HANCOCK JOHN FINL SVCS INC COM 41014S106 3,263 000000079026 SH DEFINED 01 SOLE
HANCOCK JOHN FINL SVCS INC COM 41014S106 181 000000004400 SH DEFINED 06 SOLE
HANDLEMAN CO DEL COM 410252100 86 000000005803 SH DEFINED 01 SOLE
HANDSPRING INC COM 410293104 18 000000002705 SH DEFINED 01 SOLE
HANOVER COMPRESSOR CO COM 410768105 620 000000024556 SH DEFINED 01 SOLE
HARBOR FLA BANCSHARES INC COM 411901101 51 000000003005 SH DEFINED 01 SOLE
HARLAND JOHN H CO COM 412693103 100 000000004567 SH DEFINED 01 SOLE
HARLEY DAVIDSON INC COM 412822108 4,278 000000078782 SH DEFINED 01 SOLE
HARLEY DAVIDSON INC COM 412822108 293 000000005400 SH DEFINED 06 SOLE
HARLEYSVILLE GROUP INC COM 412824104 95 000000004017 SH DEFINED 01 SOLE
HARLEYSVILLE NATL CORP PA COM 412850109 58 000000002495 SH DEFINED 01 SOLE
HARMAN INTL INDS INC COM 413086109 197 000000004370 SH DEFINED 01 SOLE
HARMONIC INC COM 413160102 159 000000013245 SH DEFINED 01 SOLE
HARRAHS ENTMT INC COM 413619107 1,524 000000041204 SH DEFINED 01 SOLE
HARRAHS ENTMT INC COM 413619107 166 000000004500 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0HARRIS CORP DEL COM 413875105 532 000000017442 SH DEFINED 01 SOLE
HARSCO CORP COM 415864107 227 000000006633 SH DEFINED 01 SOLE
HARTE-HANKS INC COM 416196103 52 000000001853 SH DEFINED 01 SOLE
HARTFORD FINL SVCS GROUP INC COM 416515104 4,712 000000075001 SH DEFINED 01 SOLE
HARVARD BIOSCIENCE INC COM 416906105 9 000000000943 SH DEFINED 01 SOLE
HASBRO INC COM 418056107 1,596 000000098354 SH DEFINED 01 SOLE
HAVERTY FURNITURE INC COM 419596101 36 000000002180 SH DEFINED 01 SOLE
HAWAIIAN ELEC INDUSTRIES COM 419870100 234 000000005830 SH DEFINED 01 SOLE
HEALTH CARE PPTY INVS INC COM 421915109 97 000000002700 SH DEFINED 01 SOLE
HEALTHSOUTH CORP COM 421924101 1,716 000000115792 SH DEFINED 01 SOLE
HEALTH MGMT ASSOC INC NEW CL A 421933102 2,958 000000160804 SH DEFINED 01 SOLE
HEALTHCARE RLTY TR COM 421946104 156 000000005588 SH DEFINED 01 SOLE
HEADWATERS INC COM 42210P102 36 000000003206 SH DEFINED 01 SOLE
HEALTH CARE REIT INC COM 42217K106 108 000000004452 SH DEFINED 01 SOLE
HEALTHEXTRAS INC COM 422211102 9 000000001694 SH DEFINED 01 SOLE
HEALTH NET INC COM 42222G108 177 000000008132 SH DEFINED 01 SOLE
HEARST-ARGYLE TELEVISION INC COM 422317107 12 000000000600 SH DEFINED 01 SOLE
HEARTLAND EXPRESS INC COM 422347104 56 000000002027 SH DEFINED 01 SOLE
HEICO CORP NEW COM 422806109 23 000000001543 SH DEFINED 01 SOLE
HEICO CORP NEW CL A 422806208 226 000000016800 SH DEFINED 01 SOLE
HEIDRICK & STRUGGLES INTL INC COM 422819102 44 000000002461 SH DEFINED 01 SOLE
HEINZ H J CO COM 423074103 4,079 000000099219 SH DEFINED 01 SOLE
HEINZ H J CO COM 423074103 13,569 000000330000 SH DEFINED 04 SOLE
HELIX TECHNOLOGY CORP COM 423319102 180 000000007987 SH DEFINED 01 SOLE
HELMERICH & PAYNE INC COM 423452101 476 000000014286 SH DEFINED 01 SOLE
HEMISPHERX BIOPHARMA INC COM 42366C103 11 000000002494 SH DEFINED 01 SOLE
HENRY JACK & ASSOC INC COM 426281101 125 000000005727 SH DEFINED 01 SOLE
HERBALIFE INTL INC CL A 426908208 29 000000002058 SH DEFINED 01 SOLE
HERCULES INC COM 427056106 282 000000028237 SH DEFINED 01 SOLE
HERSHEY FOODS CORP COM 427866108 2,524 000000037291 SH DEFINED 01 SOLE
HEWLETT PACKARD CO COM 428236103 11,296 000000549992 SH DEFINED 01 SOLE
HEXCEL CORP NEW COM 428291108 10 000000003263 SH DEFINED 01 SOLE
HI / FN INC COM 428358105 15 000000001086 SH DEFINED 01 SOLE
HIBBETT SPORTING GOODS INC COM 428565105 15 000000000505 SH DEFINED 01 SOLE
HIBERNIA CORP CL A 428656102 125 000000007075 SH DEFINED 01 SOLE
HICKORY TECH CORP COM 429060106 30 000000001771 SH DEFINED 01 SOLE
HIGHWOODS PPTYS INC COM 431284108 187 000000007219 SH DEFINED 01 SOLE
HILB ROGAL & HAMILTON CO COM 431294107 220 000000003930 SH DEFINED 01 SOLE
HILLENBRAND INDS INC COM 431573104 201 000000003637 SH DEFINED 01 SOLE
HILTON HOTELS CORP COM 432848109 1,207 000000110604 SH DEFINED 01 SOLE
HILTON HOTELS CORP COM 432848109 107 000000009870 SH DEFINED 02 SOLE
HISPANIC BROADCASTING CORP CL A 43357B104 91 000000003588 SH DEFINED 01 SOLE
HOLLINGER INTL INC CL A 435569108 44 000000003800 SH DEFINED 01 SOLE
HOLLY CORP COM PAR $0 435758305 33 000000001756 SH DEFINED 01 SOLE
HOLLYWOOD CASINO CORP CL A 436132203 14 000000001365 SH DEFINED 01 SOLE
HOLLYWOOD ENTMT CORP COM 436141105 84 000000005889 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0HOME DEPOT INC COM 437076102 33,709 000000660850 SH DEFINED 01 SOLE
HOME PPTYS N Y INC COM 437306103 77 000000002457 SH DEFINED 01 SOLE
HOMESTORE COM INC COM 437852106 6 000000001900 SH DEFINED 01 SOLE
HON INDS INC COM 438092108 47 000000001724 SH DEFINED 01 SOLE
HONEYWELL INTL INC COM 438516106 8,172 000000241650 SH DEFINED 01 SOLE
HOOPER HOLMES INC COM 439104100 69 000000007756 SH DEFINED 01 SOLE
HORACE MANN EDUCATORS CORP NEW COM 440327104 143 000000006759 SH DEFINED 01 SOLE
HORIZON OFFSHORE INC COM 44043J105 15 000000002001 SH DEFINED 01 SOLE
HORMEL FOODS CORP COM 440452100 109 000000004084 SH DEFINED 01 SOLE
HOSPITALITY PPTYS TR COM SH BEN 44106M102 54 000000001838 SH DEFINED 01 SOLE
HOT TOPIC INC COM 441339108 77 000000002467 SH DEFINED 01 SOLE
HOTJOBS COM INC COM 441474103 1,438 000000138453 SH DEFINED 01 SOLE
HOUSEHOLD INTL INC COM 441815107 7,527 000000129916 SH DEFINED 01 SOLE
HOUSEHOLD INTL INC COM 441815107 10,955 000000189080 SH DEFINED 04 SOLE
HOUSEHOLD INTL INC COM 441815107 191 000000003300 SH DEFINED 06 SOLE
HOUSTON EXPL CO COM 442120101 44 000000001333 SH DEFINED 01 SOLE
HOVNANIAN ENTERPRISES INC CL A 442487203 38 000000001825 SH DEFINED 01 SOLE
HUBBELL INC CL A 443510102 713 000000025400 SH DEFINED 01 SOLE
HUBBELL INC CL B 443510201 50 000000001723 SH DEFINED 01 SOLE
HUDSON RIV BANCORP INC COM 444128102 45 000000002079 SH DEFINED 01 SOLE
HUDSON UNITED BANCORP COM 444165104 249 000000008708 SH DEFINED 01 SOLE
HUGHES SUPPLY INC COM 444482103 99 000000003233 SH DEFINED 01 SOLE
HUMANA INC COM 444859102 1,025 000000087000 SH DEFINED 01 SOLE
HUMAN GENOME SCIENCES INC COM 444903108 1,277 000000037900 SH DEFINED 01 SOLE
HUNT J B TRANS SVCS INC COM 445658107 73 000000003174 SH DEFINED 01 SOLE
HUNTINGTON BANCSHARES INC COM 446150104 1,174 000000068340 SH DEFINED 01 SOLE
HUTCHINSON TECHNOLOGY INC COM 448407106 79 000000003437 SH DEFINED 01 SOLE
HYDRIL CO COM 448774109 30 000000001757 SH DEFINED 01 SOLE
ICN PHARMACEUTICALS INC NEW COM 448924100 110 000000003297 SH DEFINED 01 SOLE
IDT CORP COM 448947101 163 000000008379 SH DEFINED 01 SOLE
HYPERION SOLUTIONS CORP COM 44914M104 88 000000004474 SH DEFINED 01 SOLE
HYSEQ INC COM 449163302 13 000000001782 SH DEFINED 01 SOLE
ICT GROUP INC COM 44929Y101 6 000000000359 SH DEFINED 01 SOLE
ICOS CORP COM 449295104 45 000000000800 SH DEFINED 01 SOLE
ICU MED INC COM 44930G107 35 000000000803 SH DEFINED 01 SOLE
IDEC PHARMACEUTICALS CORP COM 449370105 309 000000004483 SH DEFINED 01 SOLE
IDEC PHARMACEUTICALS CORP COM 449370105 172 000000002500 SH DEFINED 06 SOLE
IDX SYS CORP COM 449491109 29 000000002287 SH DEFINED 01 SOLE
IGEN INC COM 449536101 69 000000001736 SH DEFINED 01 SOLE
IHOP CORP COM 449623107 73 000000002495 SH DEFINED 01 SOLE
IMC GLOBAL INC COM 449669100 236 000000018176 SH DEFINED 01 SOLE
I-MANY INC COM 44973Q103 48 000000005045 SH DEFINED 01 SOLE
IMS HEALTH INC COM 449934108 3,488 000000178804 SH DEFINED 01 SOLE
IRT PPTY CO COM 450058102 44 000000004164 SH DEFINED 01 SOLE
ITC DELTACOM INC COM 45031T104 4 000000004880 SH DEFINED 01 SOLE
I-STAT CORP COM 450312103 19 000000002444 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ITT EDUCATIONAL SERVICES INC COM 45068B109 207 000000005631 SH DEFINED 01 SOLE
ITXC CORP COM 45069F109 23 000000003244 SH DEFINED 01 SOLE
IXIA COM 45071R109 74 000000005818 SH DEFINED 01 SOLE
IBASIS INC COM 450732102 5 000000004525 SH DEFINED 01 SOLE
IBERIABANK CORP COM 450828108 20 000000000741 SH DEFINED 01 SOLE
ITT INDS INC IND COM 450911102 1,595 000000031603 SH DEFINED 01 SOLE
IDACORP INC COM 451107106 182 000000004501 SH DEFINED 01 SOLE
IDEX CORP COM 45167R104 144 000000004192 SH DEFINED 01 SOLE
IDEXX LABS INC COM 45168D104 130 000000004589 SH DEFINED 01 SOLE
IKON OFFICE SOLUTIONS INC COM 451713101 226 000000019370 SH DEFINED 01 SOLE
IDENTIX INC COM 451906101 65 000000004521 SH DEFINED 01 SOLE
ILEX ONCOLOGY INC COM 451923106 116 000000004303 SH DEFINED 01 SOLE
ILLINOIS TOOL WKS INC COM 452308109 5,396 000000079691 SH DEFINED 01 SOLE
ILLINOIS TOOL WKS INC COM 452308109 24,433 000000360800 SH DEFINED 04 SOLE
ILLUMINA INC COM 452327109 29 000000002530 SH DEFINED 01 SOLE
IMATION CORP COM 45245A107 119 000000005530 SH DEFINED 01 SOLE
IMMUNE RESPONSE CORP DEL COM 45252T106 5 000000004210 SH DEFINED 01 SOLE
IMMUNEX CORP NEW COM 452528102 13,554 000000489148 SH DEFINED 01 SOLE
IMMUNOGEN INC COM 45253H101 89 000000005422 SH DEFINED 01 SOLE
IMPATH INC COM 45255G101 97 000000002196 SH DEFINED 01 SOLE
IMPCO TECHNOLOGIES INC COM 45255W106 14 000000001109 SH DEFINED 01 SOLE
IMPAX LABORATORIES INC COM 45256B101 32 000000002422 SH DEFINED 01 SOLE
IMPERIAL CHEM INDS PLC ADR NEW 452704505 172 000000007900 SH DEFINED 01 SOLE
IMMUNOMEDICS INC COM 452907108 104 000000005135 SH DEFINED 01 SOLE
IMPERIAL OIL LTD COM NEW 453038408 64 000000002300 SH DEFINED 01 SOLE
INAMED CORP COM 453235103 60 000000002004 SH DEFINED 01 SOLE
INCO LTD COM 453258402 801 000000047329 SH DEFINED 01 SOLE
INCYTE GENOMICS INC COM 45337C102 214 000000011021 SH DEFINED 01 SOLE
INDEPENDENCE CMNTY BK CORP COM 453414104 222 000000009761 SH DEFINED 01 SOLE
INDEPENDENT BANK CORP MASS COM 453836108 36 000000001685 SH DEFINED 01 SOLE
INDEPENDENT BANK CORP MICH COM 453838104 45 000000001626 SH DEFINED 01 SOLE
INDUS INTL INC COM 45578L100 30 000000004232 SH DEFINED 01 SOLE
INDYMAC BANCORP INC COM 456607100 820 000000035099 SH DEFINED 01 SOLE
INET TECHNOLOGIES INC COM 45662V105 14 000000001340 SH DEFINED 01 SOLE
INFOCUS CORP COM 45665B106 142 000000006475 SH DEFINED 01 SOLE
INFOGRAMES INC COM 45665T107 14 000000002001 SH DEFINED 01 SOLE
INFORMATION HLDGS INC COM 456727106 75 000000002668 SH DEFINED 01 SOLE
INFOSPACE INC COM 45678T102 68 000000033316 SH DEFINED 01 SOLE
INFOUSA INC NEW COM 456818301 25 000000003695 SH DEFINED 01 SOLE
INGERSOLL-RAND CO COM 456866102 3,144 000000075217 SH DEFINED 01 SOLE
INFORMATION RES INC COM 456905108 31 000000003739 SH DEFINED 01 SOLE
INGLES MKTS INC CL A 457030104 15 000000001332 SH DEFINED 01 SOLE
INHALE THERAPEUTIC SYS INC COM 457191104 59 000000003200 SH DEFINED 01 SOLE
INKINE PHARMACEUTICALS INC COM 457214104 7 000000004714 SH DEFINED 01 SOLE
INKTOMI CORP COM 457277101 409 000000061096 SH DEFINED 01 SOLE
INNKEEPERS USA TR COM 4576J0104 30 000000003153 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0INSIGHT ENTERPRISES INC COM 45765U103 230 000000009382 SH DEFINED 01 SOLE
INPUT/OUTPUT INC COM 457652105 51 000000006217 SH DEFINED 01 SOLE
INSITUFORM TECHNOLOGIES INC CL A 457667103 81 000000003195 SH DEFINED 01 SOLE
INSMED INC COM NEW 457669208 17 000000004496 SH DEFINED 01 SOLE
INSIGNIA FINL GROUP INC NEW COM 45767A105 28 000000002657 SH DEFINED 01 SOLE
INNOVATIVE SOLUTIONS & SUPPORT COM 45769N105 8 000000001107 SH DEFINED 01 SOLE
INSPIRE PHARMACEUTICALS INC COM 457733103 31 000000002215 SH DEFINED 01 SOLE
INSTINET GROUP INC COM 457750107 603 000000060000 SH DEFINED 01 SOLE
INSURANCE AUTO AUCTIONS INC COM 457875102 24 000000001657 SH DEFINED 01 SOLE
INTEGRA LIFESCIENCES HLDGS CP COM NEW 457985208 42 000000001621 SH DEFINED 01 SOLE
INTEGRAL SYS INC MD COM 45810H107 24 000000001296 SH DEFINED 01 SOLE
INTEGRATED ELECTRICAL SVC COM 45811E103 21 000000004106 SH DEFINED 01 SOLE
INTEGRATED CIRCUIT SYS INC COM 45811K208 85 000000003792 SH DEFINED 01 SOLE
INTEGRATED DEVICE TECHNOLOGY COM 458118106 411 000000015468 SH DEFINED 01 SOLE
INTEGRATED SILICON SOLUTION COM 45812P107 44 000000003617 SH DEFINED 01 SOLE
INTEGRA BK CORP COM 45814P105 49 000000002354 SH DEFINED 01 SOLE
INTELIDATA TECHNOLOGIES CORP COM 45814T107 17 000000006283 SH DEFINED 01 SOLE
INTEL CORP COM 458140100 56,167 000001785927 SH DEFINED 01 SOLE
INTEL CORP COM 458140100 3,582 000000109000 SH DEFINED 02 SOLE
INTEL CORP COM 458140100 330 000000010500 SH DEFINED 06 SOLE
INTER TEL INC COM 458372109 47 000000002485 SH DEFINED 01 SOLE
INTERACTIVE INTELLIGENCE INC COM 45839M103 5 000000000753 SH DEFINED 01 SOLE
INTERACTIVE DATA CORP COM 45840J107 69 000000004909 SH DEFINED 01 SOLE
INTERCEPT GROUP INC COM 45845L107 77 000000001891 SH DEFINED 01 SOLE
INTERDIGITAL COMMUNICATIONS CP COM 45866A105 73 000000007602 SH DEFINED 01 SOLE
INTERFACE INC CL A 458665106 34 000000006135 SH DEFINED 01 SOLE
INTERGRAPH CORP COM 458683109 93 000000006788 SH DEFINED 01 SOLE
INTERLAND INC COM 458727104 15 000000007394 SH DEFINED 01 SOLE
INTERLOGIX INC COM 458763109 243 000000006294 SH DEFINED 01 SOLE
INTERMAGNETICS GEN CORP COM 458771102 274 000000010602 SH DEFINED 01 SOLE
INTERMUNE INC COM 45884X103 190 000000003873 SH DEFINED 01 SOLE
INTERNAP NETWORK SVCS CORP COM 45885A102 23 000000020657 SH DEFINED 01 SOLE
INTERNATIONAL BANCSHARES CORP COM 459044103 94 000000002242 SH DEFINED 01 SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 682 000000005640 SH SOLE SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 58,099 000000480324 SH DEFINED 01 SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 191 000000001561 SH DEFINED 02 SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 60 000000000500 SH DEFINED 06 SOLE
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 733 000000024676 SH DEFINED 01 SOLE
INTERNATIONAL GAME TECHNOLOGY COM 459902102 1,295 000000018961 SH DEFINED 01 SOLE
INTERNATIONAL GAME TECHNOLOGY COM 459902102 484 000000007100 SH DEFINED 06 SOLE
INTERNATIONAL MULTIFOODS CORP COM 460043102 50 000000002108 SH DEFINED 01 SOLE
INTL PAPER CO COM 460146103 6,962 000000172551 SH DEFINED 01 SOLE
INTERNATIONAL RECTIFIER CORP COM 460254105 64 000000001860 SH DEFINED 01 SOLE
INTERNATIONAL SPEEDWAY CORP CL A 460335201 268 000000006863 SH DEFINED 01 SOLE
INTL SPECIALTY PRODS INC NEW COM 460337108 15 000000001752 SH DEFINED 01 SOLE
INTERNEURON PHARMACEUTICALS COM 460573108 54 000000004933 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0INTERNET CAP GROUP INC COM 46059C106 31 000000026214 SH DEFINED 01 SOLE
INTERNET HOLDRS TR DEPOSIT RC 46059W102 16,731 000000484000 SH DEFINED 01 SOLE
INTERNET ARCHITECTURE HOLDR TR DEPOSTRY R 46060A107 575 000000015000 SH DEFINED 01 SOLE
INTERNET SEC SYS INC COM 46060X107 93 000000002905 SH DEFINED 01 SOLE
INTERPOOL INC COM 46062R108 34 000000001779 SH DEFINED 01 SOLE
INTERSIL CORP CL A 46069S109 29 000000000900 SH DEFINED 01 SOLE
INTERPUBLIC GROUP COS INC COM 460690100 3,130 000000105978 SH DEFINED 01 SOLE
INTERSTATE BAKERIES CORP DEL COM 46072H108 129 000000005362 SH DEFINED 01 SOLE
INTERSTATE BAKERIES CORP DEL COM 46072H108 169 000000007000 SH DEFINED 06 SOLE
INTERTAN INC COM 461120107 43 000000003497 SH DEFINED 01 SOLE
INTERTRUST TECHNOLOGIES CORP COM 46113Q109 12 000000010385 SH DEFINED 01 SOLE
INTERWOVEN INC COM 46114T102 86 000000008840 SH DEFINED 01 SOLE
INTERVOICE-BRITE INC COM 461142101 52 000000004106 SH DEFINED 01 SOLE
INTIMATE BRANDS INC CL A 461156101 164 000000011100 SH DEFINED 01 SOLE
INTRADO INC COM 46117A100 43 000000001633 SH DEFINED 01 SOLE
INTROGEN THERAPEUTICS INC COM 46119F107 4,858 000000940581 SH DEFINED 02 SOLE
INTUITIVE SURGICAL INC COM 46120E107 42 000000004212 SH DEFINED 01 SOLE
INTUIT COM 461202103 2,899 000000067785 SH DEFINED 01 SOLE
INTUIT COM 461202103 128 000000003000 SH DEFINED 06 SOLE
INVACARE CORP COM 461203101 284 000000008435 SH DEFINED 01 SOLE
INVESTMENT TECHNOLOGY GRP NEW COM 46145F105 102 000000002628 SH DEFINED 01 SOLE
INVESTORS REAL ESTATE TR SH BEN INT 461730103 27 000000002976 SH DEFINED 01 SOLE
INVITROGEN CORP COM 46185R100 266 000000004300 SH DEFINED 01 SOLE
INVITROGEN CORP COM 46185R100 117 000000001900 SH DEFINED 06 SOLE
INVESTORS FINL SERVICES CORP COM 461915100 201 000000003038 SH DEFINED 01 SOLE
IOMEGA CORP COM NEW 462030305 59 000000007118 SH DEFINED 01 SOLE
IONICS INC COM 462218108 71 000000002385 SH DEFINED 01 SOLE
IRON MTN INC PA COM 462846106 39 000000000900 SH DEFINED 01 SOLE
IRWIN FINL CORP COM 464119106 21 000000001256 SH DEFINED 01 SOLE
ISIS PHARMACEUTICALS INC COM 464330109 125 000000005648 SH DEFINED 01 SOLE
ISLE OF CAPRI CASINOS INC COM 464592104 35 000000002624 SH DEFINED 01 SOLE
ITRON INC COM 465741106 59 000000001961 SH DEFINED 01 SOLE
IVAX CORP COM 465823102 660 000000032802 SH DEFINED 01 SOLE
IVEX PACKAGING CORP DEL COM 465855104 66 000000003478 SH DEFINED 01 SOLE
JDN RLTY CORP COM 465917102 55 000000004486 SH DEFINED 01 SOLE
IXYS CORP COM 46600W106 11 000000001364 SH DEFINED 01 SOLE
J & J SNACK FOODS CORP COM 466032109 19 000000000799 SH DEFINED 01 SOLE
JDS UNIPHASE CORP COM 46612J101 3,912 000000450788 SH DEFINED 01 SOLE
JDS UNIPHASE CORP COM 46612J101 151 000000017500 SH DEFINED 06 SOLE
JDA SOFTWARE GROUP INC COM 46612K108 66 000000002954 SH DEFINED 01 SOLE
J JILL GROUP INC COM 466189107 31 000000001457 SH DEFINED 01 SOLE
JLG INDS INC COM 466210101 63 000000005963 SH DEFINED 01 SOLE
JNI CORP COM 46622G105 25 000000003015 SH DEFINED 01 SOLE
JP REALTY INC COM 46624A106 36 000000001517 SH DEFINED 01 SOLE
J P MORGAN CHASE & CO COM 46625H100 22 000000000610 SH SOLE SOLE
J P MORGAN CHASE & CO COM 46625H100 19,842 000000545871 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0J P MORGAN CHASE & CO COM 46625H100 138,111 000003799500 SH DEFINED 04 SOLE
J P MORGAN CHASE & CO COM 46625H100 203 000000005600 SH DEFINED 06 SOLE
JABIL CIRCUIT INC COM 466313103 1,485 000000065404 SH DEFINED 01 SOLE
JABIL CIRCUIT INC COM 466313103 95 000000004200 SH DEFINED 06 SOLE
JACK IN THE BOX INC COM 466367109 301 000000010939 SH DEFINED 01 SOLE
JACOBS ENGR GROUP INC DEL COM 469814107 639 000000009687 SH DEFINED 01 SOLE
JAKKS PAC INC COM 47012E106 47 000000002523 SH DEFINED 01 SOLE
JEFFERIES GROUP INC NEW COM 472319102 134 000000003178 SH DEFINED 01 SOLE
JEFFERSON PILOT CORP COM 475070108 2,001 000000043252 SH DEFINED 01 SOLE
JEFFERSON PILOT CORP COM 475070108 78 000000001700 SH DEFINED 06 SOLE
JOHNSON & JOHNSON COM 478160104 49,548 000000838387 SH DEFINED 01 SOLE
JOHNSON & JOHNSON COM 478160104 301 000000005100 SH DEFINED 06 SOLE
JOHNSON CTLS INC COM 478366107 2,141 000000026514 SH DEFINED 01 SOLE
JONES APPAREL GROUP INC COM 480074103 1,636 000000049346 SH DEFINED 01 SOLE
JONES APPAREL GROUP INC COM 480074103 152 000000004600 SH DEFINED 06 SOLE
JONES LANG LASALLE INC COM 48020Q107 74 000000004109 SH DEFINED 01 SOLE
JOURNAL REGISTER CO COM 481138105 75 000000003605 SH DEFINED 01 SOLE
JUNIPER NETWORKS INC COM 48203R104 560 000000029600 SH DEFINED 01 SOLE
KCS ENERGY INC COM 482434206 12 000000003993 SH DEFINED 01 SOLE
KLA-TENCOR CORP COM 482480100 3,270 000000065984 SH DEFINED 01 SOLE
KLA-TENCOR CORP COM 482480100 312 000000006300 SH DEFINED 06 SOLE
K MART CORP COM 482584109 981 000000179708 SH DEFINED 01 SOLE
K-SWISS INC CL A 482686102 28 000000000853 SH DEFINED 01 SOLE
K2 INC COM 482732104 17 000000002450 SH DEFINED 01 SOLE
K V PHARMACEUTICAL CO CL B CONV 482740107 103 000000003179 SH DEFINED 01 SOLE
K V PHARMACEUTICAL CO CL A 482740206 1,106 000000037500 SH DEFINED 01 SOLE
KADANT INC COM 48282T104 24 000000001670 SH DEFINED 01 SOLE
KAISER ALUMINUM CORP COM 483007100 6 000000004100 SH DEFINED 01 SOLE
KAMAN CORP CL A 483548103 47 000000003055 SH DEFINED 01 SOLE
KANA SOFTWARE INC COM NEW 483600300 39 000000002017 SH DEFINED 01 SOLE
KANSAS CITY LIFE INS CO COM 484836101 31 000000000839 SH DEFINED 01 SOLE
KANSAS CITY SOUTHN INDS INC COM NEW 485170302 113 000000008049 SH DEFINED 01 SOLE
KAYDON CORP COM 486587108 105 000000004664 SH DEFINED 01 SOLE
KB HOME COM 48666K109 763 000000019042 SH DEFINED 01 SOLE
KEANE INC COM 486665102 171 000000009528 SH DEFINED 01 SOLE
KEITHLEY INSTRS INC COM 487584104 67 000000004012 SH DEFINED 01 SOLE
KELLOGG CO COM 487836108 3,728 000000123881 SH DEFINED 01 SOLE
KELLWOOD CO COM 488044108 74 000000003106 SH DEFINED 01 SOLE
KELLY SVCS INC CL A 488152208 70 000000003234 SH DEFINED 01 SOLE
KEMET CORP COM 488360108 420 000000023718 SH DEFINED 01 SOLE
KENDLE INTERNATIONAL INC COM 48880L107 26 000000001333 SH DEFINED 01 SOLE
KENNAMETAL INC COM 489170100 206 000000005127 SH DEFINED 01 SOLE
KERR MCGEE CORP COM 492386107 1,461 000000026669 SH DEFINED 01 SOLE
KERYX BIOPHARMACEUTICALS INC COM 492515101 12 000000001712 SH DEFINED 01 SOLE
KEY ENERGY SVCS INC COM 492914106 118 000000012932 SH DEFINED 01 SOLE
KEY PRODTN INC COM 493138101 32 000000001909 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0KEY3MEDIA GROUP INC COM 49326R104 22 000000004176 SH DEFINED 01 SOLE
KEYCORP NEW COM 493267108 2,682 000000110200 SH DEFINED 01 SOLE
KEYCORP NEW COM 493267108 155 000000006400 SH DEFINED 06 SOLE
KEYNOTE SYS INC COM 493308100 30 000000003226 SH DEFINED 01 SOLE
KEYSPAN CORP COM 49337W100 1,254 000000036193 SH DEFINED 01 SOLE
KEYSTONE PPTY TR CORP COM 493596100 14 000000001098 SH DEFINED 01 SOLE
KFORCE INC COM 493732101 20 000000003281 SH DEFINED 01 SOLE
KILROY RLTY CORP COM 49427F108 88 000000003367 SH DEFINED 01 SOLE
KIMBALL INTL INC CL B 494274103 69 000000004588 SH DEFINED 01 SOLE
KIMBERLY CLARK CORP COM 494368103 8,214 000000137363 SH DEFINED 01 SOLE
KIMBERLY CLARK CORP COM 494368103 239 000000004000 SH DEFINED 06 SOLE
KINDER MORGAN INC KANS COM 49455P101 1,617 000000029052 SH DEFINED 01 SOLE
KING PHARMACEUTICALS INC COM 495582108 3,114 000000073920 SH DEFINED 01 SOLE
KING PHARMACEUTICALS INC COM 495582108 299 000000007100 SH DEFINED 06 SOLE
KIRBY CORP COM 497266106 69 000000002539 SH DEFINED 01 SOLE
KNIGHT RIDDER INC COM 499040103 1,420 000000021883 SH DEFINED 01 SOLE
KNIGHT TRADING GROUP INC COM 499063105 57 000000005260 SH DEFINED 01 SOLE
KNIGHT TRANSN INC COM 499064103 28 000000001541 SH DEFINED 01 SOLE
KOGER EQUITY INC COM 500228101 59 000000003662 SH DEFINED 01 SOLE
KOHLS CORP COM 500255104 7,069 000000100367 SH DEFINED 01 SOLE
KOHLS CORP COM 500255104 204 000000002900 SH DEFINED 06 SOLE
KONINKLIJKE PHILIPS ELECTRS NV NY REG SH 500472303 168 000000005800 SH DEFINED 01 SOLE
KOPIN CORP COM 500600101 125 000000008935 SH DEFINED 01 SOLE
KOSAN BIOSCIENCES INC COM 50064W107 14 000000001873 SH DEFINED 01 SOLE
KORN FERRY INTL COM NEW 500643200 66 000000006276 SH DEFINED 01 SOLE
KOS PHARMACEUTICALS INC COM 500648100 23 000000000666 SH DEFINED 01 SOLE
KRAFT FOODS INC CL A 50075N104 316 000000009300 SH DEFINED 01 SOLE
KRAMONT RLTY TR COM SH BEN 50075Q107 37 000000002575 SH DEFINED 01 SOLE
KROGER CO COM 501044101 4,675 000000224044 SH DEFINED 01 SOLE
KROLL INC COM 501049100 30 000000002042 SH DEFINED 01 SOLE
KRONOS INC COM 501052104 124 000000002577 SH DEFINED 01 SOLE
KULICKE & SOFFA INDS INC COM 501242101 135 000000007897 SH DEFINED 01 SOLE
KYOCERA CORP ADR 501556203 60 000000000900 SH DEFINED 01 SOLE
LNR PPTY CORP COM 501940100 94 000000003037 SH DEFINED 01 SOLE
LSI INDS INC COM 50216C108 33 000000001934 SH DEFINED 01 SOLE
LSI LOGIC CORP COM 502161102 1,506 000000095472 SH DEFINED 01 SOLE
LTX CORP COM 502392103 168 000000008055 SH DEFINED 01 SOLE
L-3 COMMUNICATIONS HLDGS INC COM 502424104 175 000000001953 SH DEFINED 01 SOLE
L-3 COMMUNICATIONS HLDGS INC COM 502424104 297 000000003300 SH DEFINED 06 SOLE
LA JOLLA PHARMACEUTICAL CO COM 503459109 38 000000004352 SH DEFINED 01 SOLE
LA QUINTA PPTYS INC PAIRED CTF 50419Q409 101 000000017724 SH DEFINED 01 SOLE
LA Z BOY INC COM 505336107 143 000000006597 SH DEFINED 01 SOLE
LABORATORY CORP AMER HLDGS COM NEW 50540R409 460 000000005700 SH DEFINED 01 SOLE
LABOR READY INC COM NEW 505401208 72 000000014179 SH DEFINED 01 SOLE
LABRANCHE & CO INC COM 505447102 59 000000001726 SH DEFINED 01 SOLE
LACLEDE GROUP INC COM 505597104 61 000000002578 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0LADISH INC COM NEW 505754200 13 000000001249 SH DEFINED 01 SOLE
LAFARGE NORTH AMERICA INC COM 505862102 90 000000002400 SH DEFINED 01 SOLE
LAKELAND BANCORP INC COM 511637100 25 000000001579 SH DEFINED 01 SOLE
LAM RESEARCH CORP COM 512807108 120 000000005209 SH DEFINED 01 SOLE
LAM RESEARCH CORP COM 512807108 146 000000006300 SH DEFINED 06 SOLE
LANCASTER COLONY CORP COM 513847103 174 000000004909 SH DEFINED 01 SOLE
LANCE INC COM 514606102 58 000000004094 SH DEFINED 01 SOLE
LANDAUER INC COM 51476K103 36 000000001093 SH DEFINED 01 SOLE
LANDAMERICA FINL GROUP INC COM 514936103 164 000000005738 SH DEFINED 01 SOLE
LANDRYS RESTAURANTS INC COM 51508L103 72 000000003879 SH DEFINED 01 SOLE
LANDS END INC COM 515086106 121 000000002428 SH DEFINED 01 SOLE
LANDSTAR SYS INC COM 515098101 80 000000001104 SH DEFINED 01 SOLE
LANTRONIX INC COM 516548104 16 000000002683 SH DEFINED 01 SOLE
LARGE SCALE BIOLOGY CORP COM 517053104 7 000000001752 SH DEFINED 01 SOLE
LASALLE HOTEL PPTYS COM SH BEN 517942108 19 000000001680 SH DEFINED 01 SOLE
LATTICE SEMICONDUCTOR CORP COM 518415104 236 000000011515 SH DEFINED 01 SOLE
LAUDER ESTEE COS INC CL A 518439104 528 000000016500 SH DEFINED 01 SOLE
LAWSON PRODS INC COM 520776105 17 000000000670 SH DEFINED 01 SOLE
LEAP WIRELESS INTL INC COM 521863100 89 000000004274 SH DEFINED 01 SOLE
LEAR CORP COM 521865105 712 000000018687 SH DEFINED 01 SOLE
LEAR CORP COM 521865105 221 000000005800 SH DEFINED 06 SOLE
LEARNING TREE INTL INC COM 522015106 44 000000001603 SH DEFINED 01 SOLE
LECROY CORP COM 52324W109 20 000000001128 SH DEFINED 01 SOLE
LEE ENTERPRISES INC COM 523768109 373 000000010280 SH DEFINED 01 SOLE
LEGATO SYS INC COM 524651106 192 000000014845 SH DEFINED 01 SOLE
LEGGETT & PLATT INC COM 524660107 1,297 000000056432 SH DEFINED 01 SOLE
LEGG MASON INC COM 524901105 97 000000001959 SH DEFINED 01 SOLE
LEHMAN BROS HLDGS INC COM 524908100 4,322 000000064714 SH DEFINED 01 SOLE
LEHMAN BROS HLDGS INC COM 524908100 10,688 000000160000 SH DEFINED 04 SOLE
LEHMAN BROS HLDGS INC COM 524908100 494 000000007400 SH DEFINED 06 SOLE
LENNAR CORP COM 526057104 176 000000003779 SH DEFINED 01 SOLE
LENNAR CORP COM 526057104 238 000000005100 SH DEFINED 06 SOLE
LENNOX INTL INC COM 526107107 57 000000005902 SH DEFINED 01 SOLE
LEUCADIA NATL CORP COM 527288104 46 000000001626 SH DEFINED 01 SOLE
LEVEL 3 COMMUNICATIONS INC COM 52729N100 292 000000058400 SH DEFINED 01 SOLE
LEXAR MEDIA INC COM 52886P104 11 000000004464 SH DEFINED 01 SOLE
LEXENT INC COM 52886Q102 16 000000002625 SH DEFINED 01 SOLE
LEXICON GENETICS INC COM 528872104 53 000000004637 SH DEFINED 01 SOLE
LEXINGTON CORP PPTYS TR COM 529043101 42 000000002724 SH DEFINED 01 SOLE
LEXMARK INTL NEW CL A 529771107 1,995 000000033830 SH DEFINED 01 SOLE
LEXMARK INTL NEW CL A 529771107 153 000000002600 SH DEFINED 06 SOLE
LIBBEY INC COM 529898108 68 000000002091 SH DEFINED 01 SOLE
LIBERATE TECHNOLOGIES COM 530129105 165 000000014431 SH DEFINED 01 SOLE
LIBERTY CORP S C COM 530370105 115 000000002804 SH DEFINED 01 SOLE
LIBERTY DIGITAL INC CL A 530436104 10 000000002914 SH DEFINED 01 SOLE
LIBERTY LIVEWIRE CORP CL A 530709104 5 000000000777 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0LIBERTY MEDIA CORP NEW COM SER A 530718105 2,280 000000162900 SH DEFINED 01 SOLE
LIBERTY PPTY TR SH BEN INT 531172104 295 000000009900 SH DEFINED 01 SOLE
LIFEPOINT HOSPITALS INC COM 53219L109 504 000000014816 SH DEFINED 01 SOLE
LIGAND PHARMACEUTICALS INC CL B 53220K207 98 000000005485 SH DEFINED 01 SOLE
LIGHTBRIDGE INC COM 532226107 41 000000003422 SH DEFINED 01 SOLE
LIGHTPATH TECHNOLOGIES INC CL A 532257102 9 000000002646 SH DEFINED 01 SOLE
LILLY ELI & CO COM 532457108 58 000000000750 SH SOLE SOLE
LILLY ELI & CO COM 532457108 24,296 000000309357 SH DEFINED 01 SOLE
LIMITED INC COM 532716107 1,777 000000120738 SH DEFINED 01 SOLE
LINCARE HLDGS INC COM 532791100 150 000000005266 SH DEFINED 01 SOLE
LINCOLN ELEC HLDGS INC COM 533900106 105 000000004298 SH DEFINED 01 SOLE
LINCOLN NATL CORP IND COM 534187109 3,021 000000062202 SH DEFINED 01 SOLE
LINCOLN NATL CORP IND COM 534187109 121 000000002500 SH DEFINED 06 SOLE
LINDSAY MFG CO COM 535555106 26 000000001354 SH DEFINED 01 SOLE
LINEAR TECHNOLOGY CORP COM 535678106 3,673 000000094085 SH DEFINED 01 SOLE
LINEAR TECHNOLOGY CORP COM 535678106 74 000000001900 SH DEFINED 06 SOLE
LINENS N THINGS INC COM 535679104 232 000000009115 SH DEFINED 01 SOLE
LIQUI BOX CORP COM 536314107 14 000000000347 SH DEFINED 01 SOLE
LITHIA MTRS INC CL A 536797103 17 000000000869 SH DEFINED 01 SOLE
LITTELFUSE INC COM 537008104 65 000000002503 SH DEFINED 01 SOLE
LIZ CLAIBORNE INC COM 539320101 1,581 000000031788 SH DEFINED 01 SOLE
LIZ CLAIBORNE INC COM 539320101 74 000000001500 SH DEFINED 06 SOLE
LOCAL FINL CORP COM 539553107 36 000000002586 SH DEFINED 01 SOLE
LOCKHEED MARTIN CORP COM 539830109 5,438 000000116540 SH DEFINED 01 SOLE
LODGENET ENTMT CORP COM 540211109 21 000000001263 SH DEFINED 01 SOLE
LOEWS CORP COM 540424108 2,942 000000053136 SH DEFINED 01 SOLE
LOEWS CORP COM 540424108 254 000000004600 SH DEFINED 06 SOLE
LONE STAR STEAKHOUSE SALOON COM 542307103 36 000000002448 SH DEFINED 01 SOLE
LONE STAR TECHNOLOGIES INC COM 542312103 123 000000007041 SH DEFINED 01 SOLE
LONGS DRUG STORES CORP COM 543162101 123 000000005266 SH DEFINED 01 SOLE
LONGVIEW FIBRE CO COM 543213102 100 000000008477 SH DEFINED 01 SOLE
LOUDCLOUD INC COM 545735102 14 000000003371 SH DEFINED 01 SOLE
LOUISIANA PAC CORP COM 546347105 349 000000041451 SH DEFINED 01 SOLE
LOWES COS INC COM 548661107 10,405 000000224202 SH DEFINED 01 SOLE
LUBRIZOL CORP COM 549271104 73 000000002103 SH DEFINED 01 SOLE
LUBYS INC COM 549282101 17 000000003063 SH DEFINED 01 SOLE
LUCENT TECHNOLOGIES INC COM 549463107 5,612 000000890888 SH DEFINED 01 SOLE
LUFKIN INDS INC COM 549764108 20 000000000763 SH DEFINED 01 SOLE
LUMINEX CORP DEL COM 55027E102 37 000000002205 SH DEFINED 01 SOLE
LUMINENT INC COM 55027R103 3 000000001704 SH DEFINED 01 SOLE
LYDALL INC DEL COM 550819106 20 000000002041 SH DEFINED 01 SOLE
LYNCH INTERACTIVE CORP COM 551146103 20 000000000293 SH DEFINED 01 SOLE
LYONDELL CHEMICAL CO COM 552078107 85 000000005956 SH DEFINED 01 SOLE
M & T BK CORP COM 55261F104 755 000000010377 SH DEFINED 01 SOLE
MAF BANCORP INC COM 55261R108 74 000000002512 SH DEFINED 01 SOLE
MBIA INC COM 55262C100 2,232 000000041624 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0MBIA INC COM 55262C100 160 000000003000 SH DEFINED 06 SOLE
MBNA CORP COM 55262L100 8,193 000000232765 SH DEFINED 01 SOLE
MB FINANCIAL INC NEW COM 55264U108 51 000000001894 SH DEFINED 01 SOLE
M D C HLDGS INC COM 552676108 94 000000002488 SH DEFINED 01 SOLE
MDU RES GROUP INC COM 552690109 57 000000002033 SH DEFINED 01 SOLE
MCSI INC COM 55270M108 46 000000002001 SH DEFINED 01 SOLE
MEMC ELECTR MATLS INC COM 552715104 19 000000005619 SH DEFINED 01 SOLE
MGIC INVT CORP WIS COM 552848103 1,721 000000027891 SH DEFINED 01 SOLE
MGIC INVT CORP WIS COM 552848103 141 000000002300 SH DEFINED 06 SOLE
MGI PHARMA INC COM 552880106 50 000000003286 SH DEFINED 01 SOLE
MGM MIRAGE COM 552953101 372 000000012900 SH DEFINED 01 SOLE
MGM MIRAGE COM 552953101 291 000000010100 SH DEFINED 06 SOLE
M/I SCHOTTENSTEIN HOMES INC COM 55305B101 39 000000000786 SH DEFINED 01 SOLE
MKS INSTRUMENT INC COM 55306N104 76 000000002821 SH DEFINED 01 SOLE
MRO SOFTWARE INC COM 55347W105 49 000000002128 SH DEFINED 01 SOLE
MRV COMMUNICATIONS INC COM 553477100 44 000000010586 SH DEFINED 01 SOLE
MSC INDL DIRECT INC CL A 553530106 106 000000005396 SH DEFINED 01 SOLE
MSC SOFTWARE CORP COM 553531104 60 000000003895 SH DEFINED 01 SOLE
MTR GAMING GROUP INC COM 553769100 42 000000002669 SH DEFINED 01 SOLE
MTS SYS CORP COM 553777103 28 000000002848 SH DEFINED 01 SOLE
MACDERMID INC COM 554273102 49 000000002904 SH DEFINED 01 SOLE
MACERICH CO COM 554382101 113 000000004274 SH DEFINED 01 SOLE
MACK CALI RLTY CORP COM 554489104 93 000000003000 SH DEFINED 01 SOLE
MACROCHEM CORP DEL COM 555903103 9 000000003136 SH DEFINED 01 SOLE
MACROVISION CORP COM 555904101 52 000000001490 SH DEFINED 01 SOLE
MACROMEDIA INC COM 556100105 171 000000009645 SH DEFINED 01 SOLE
MADDEN STEVEN LTD COM 556269108 17 000000001215 SH DEFINED 01 SOLE
MADISON GAS & ELEC CO COM 557497104 58 000000002194 SH DEFINED 01 SOLE
MAGELLAN HEALTH SVCS INC COM 559079108 20 000000003259 SH DEFINED 01 SOLE
MAGNA ENTMT CORP CL A 559211107 21 000000003116 SH DEFINED 01 SOLE
MAGNA INTL INC CL A 559222401 311 000000004900 SH DEFINED 01 SOLE
MAGNETEK INC COM 559424106 24 000000002770 SH DEFINED 01 SOLE
MAGNUM HUNTER RES INC COM PAR $0 55972F203 32 000000003953 SH DEFINED 01 SOLE
MAIL-WELL INC COM 560321200 16 000000004087 SH DEFINED 01 SOLE
MAIN STR BKS INC NEW COM 56034R102 21 000000001306 SH DEFINED 01 SOLE
MANAGEMENT NETWORK GROUP INC COM 561693102 8 000000001269 SH DEFINED 01 SOLE
MANDALAY RESORT GROUP COM 562567107 506 000000023681 SH DEFINED 01 SOLE
MANHATTAN ASSOCS INC COM 562750109 58 000000001996 SH DEFINED 01 SOLE
MANITOWOC INC COM 563571108 103 000000003315 SH DEFINED 01 SOLE
MANOR CARE INC NEW COM 564055101 842 000000035540 SH DEFINED 01 SOLE
MANPOWER INC COM 56418H100 85 000000002535 SH DEFINED 01 SOLE
MANUFACTURED HOME CMNTYS INC COM 564682102 60 000000001939 SH DEFINED 01 SOLE
MANUFACTURERS SVCS LTD COM 565005105 13 000000002122 SH DEFINED 01 SOLE
MANUGISTICS GROUP INC COM 565011103 2 000000000100 SH DEFINED 01 SOLE
MAPINFO CORP COM 565105103 28 000000001812 SH DEFINED 01 SOLE
MARCUS CORP COM 566330106 33 000000002383 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0MARSH & MCLENNAN COS INC COM 571748102 7,937 000000073870 SH DEFINED 01 SOLE
MARSH & MCLENNAN COS INC COM 571748102 38,477 000000358100 SH DEFINED 04 SOLE
MARSHALL & ILSLEY CORP COM 571834100 221 000000003503 SH DEFINED 01 SOLE
MARRIOTT INTL INC NEW SRLYON ZRO 571903AA1 12,768 000015000000 SH DEFINED 01 SOLE
MARRIOTT INTL INC NEW CL A 571903202 2,748 000000067611 SH DEFINED 01 SOLE
MARTEK BIOSCIENCES CORP COM 572901106 45 000000002099 SH DEFINED 01 SOLE
MARTHA STEWART LIVING OMNIMED CL A 573083102 19 000000001158 SH DEFINED 01 SOLE
MARTIN MARIETTA MATLS INC COM 573284106 290 000000006226 SH DEFINED 01 SOLE
MASCO CORP COM 574599106 3,001 000000122528 SH DEFINED 01 SOLE
MASTEC INC COM 576323109 21 000000003151 SH DEFINED 01 SOLE
MATRIX PHARMACEUTICAL INC COM 576844104 5 000000003623 SH DEFINED 01 SOLE
MATRIXONE INC COM 57685P304 54 000000004173 SH DEFINED 01 SOLE
MATTEL INC COM 577081102 2,900 000000168624 SH DEFINED 01 SOLE
MATTHEWS INTL CORP CL A 577128101 100 000000004102 SH DEFINED 01 SOLE
MATTSON TECHNOLOGY INC COM 577223100 37 000000004279 SH DEFINED 01 SOLE
MAUI LD & PINEAPPLE INC COM 577345101 7 000000000292 SH DEFINED 01 SOLE
MAXIM INTEGRATED PRODS INC COM 57772K101 4,738 000000090246 SH DEFINED 01 SOLE
MAXIM INTEGRATED PRODS INC COM 57772K101 325 000000006200 SH DEFINED 06 SOLE
MAXIM PHARMACEUTICALS INC COM 57772M107 21 000000003174 SH DEFINED 01 SOLE
MAXTOR CORP COM NEW 577729205 10 000000001600 SH DEFINED 01 SOLE
MAXWELL TECHNOLOGIES INC COM 577767106 13 000000001388 SH DEFINED 01 SOLE
MAXYGEN INC COM 577776107 69 000000003973 SH DEFINED 01 SOLE
MAY DEPT STORES CO COM 577778103 3,219 000000087063 SH DEFINED 01 SOLE
MAY DEPT STORES CO COM 577778103 99 000000002700 SH DEFINED 06 SOLE
MAVERICK TUBE CORP COM 577914104 60 000000004643 SH DEFINED 01 SOLE
MAXIMUS INC COM 577933104 71 000000001690 SH DEFINED 01 SOLE
MAYTAG CORP COM 578592107 650 000000020975 SH DEFINED 01 SOLE
MCAFEE COM CORP CL A 579062100 25 000000000754 SH DEFINED 01 SOLE
MCCLATCHY CO CL A 579489105 79 000000001700 SH DEFINED 01 SOLE
MCCORMICK & CO INC COM NON VT 579780206 215 000000005133 SH DEFINED 01 SOLE
MCDATA CORP CL A 580031201 10,410 000000424904 SH DEFINED 01 SOLE
MCDERMOTT INTL INC COM 580037109 196 000000016052 SH DEFINED 01 SOLE
MCDONALDS CORP COM 580135101 10,594 000000400250 SH DEFINED 01 SOLE
MCDONALDS CORP COM 580135101 67 000000002530 SH DEFINED 02 SOLE
MCGRATH RENTCORP COM 580589109 733 000000019537 SH DEFINED 01 SOLE
MCGRAW HILL COS INC COM 580645109 3,524 000000057803 SH DEFINED 01 SOLE
MCKESSON CORP COM 58155Q103 3,501 000000093619 SH DEFINED 01 SOLE
MCKESSON CORP COM 58155Q103 299 000000008000 SH DEFINED 06 SOLE
MCLEODUSA INC CL A 582266102 259 000000700000 SH DEFINED 01 SOLE
MCMORAN EXPLORATION CO COM 582411104 10 000000001776 SH DEFINED 01 SOLE
MEAD CORP COM 582834107 798 000000025834 SH DEFINED 01 SOLE
MEASUREMENT SPECIALTIES INC COM 583421102 12 000000001310 SH DEFINED 01 SOLE
MECHANICAL TECHNOLOGY INC COM 583538103 7 000000002617 SH DEFINED 01 SOLE
MEDAREX INC COM 583916101 720 000000040100 SH DEFINED 01 SOLE
MED-DESIGN CORP COM 583926100 20 000000001029 SH DEFINED 01 SOLE
MEDALLION FINL CORP COM 583928106 14 000000001878 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0MEDFORD BANCORP INC COM 584131106 17 000000000842 SH DEFINED 01 SOLE
MEDIA GEN INC CL A 584404107 117 000000002356 SH DEFINED 01 SOLE
MEDICINES CO COM 584688105 35 000000003050 SH DEFINED 01 SOLE
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 12 000000000200 SH DEFINED 01 SOLE
MEDIMMUNE INC COM 584699102 2,605 000000056203 SH DEFINED 01 SOLE
MEDQUIST INC COM 584949101 41 000000001405 SH DEFINED 01 SOLE
MEDIS TECHNOLOGIES LTD COM 58500P107 8 000000001185 SH DEFINED 01 SOLE
MEDTRONIC INC COM 585055106 16,532 000000322847 SH DEFINED 01 SOLE
MEEMIC HLDGS INC COM 585135106 3 000000000144 SH DEFINED 01 SOLE
MELLON FINL CORP COM 58551A108 5,370 000000142745 SH DEFINED 01 SOLE
MEMBERWORKS INC COM 586002107 18 000000001306 SH DEFINED 01 SOLE
MENS WEARHOUSE INC COM 587118100 186 000000009029 SH DEFINED 01 SOLE
MENTOR CORP MINN COM 587188103 81 000000002868 SH DEFINED 01 SOLE
MENTOR GRAPHICS CORP COM 587200106 182 000000007760 SH DEFINED 01 SOLE
MENTOR GRAPHICS CORP COM 587200106 202 000000008600 SH DEFINED 06 SOLE
MERCANTILE BANKSHARES CORP COM 587405101 144 000000003352 SH DEFINED 01 SOLE
MERCK & CO INC COM 589331107 48,100 000000818039 SH DEFINED 01 SOLE
MERCK & CO INC COM 589331107 1,755 000000029400 SH DEFINED 02 SOLE
MERCK & CO INC COM 589331107 393 000000006700 SH DEFINED 06 SOLE
MERCURY COMPUTER SYS COM 589378108 99 000000002544 SH DEFINED 01 SOLE
MERCURY INTERACTIVE CORP COM 589405109 876 000000025780 SH DEFINED 01 SOLE
MEREDITH CORP COM 589433101 471 000000013236 SH DEFINED 01 SOLE
MERIDIAN RESOURCE CORP COM 58977Q109 18 000000004689 SH DEFINED 01 SOLE
MERISTAR HOSPITALITY CORP COM 58984Y103 96 000000006767 SH DEFINED 01 SOLE
MERITAGE CORP COM 59001A102 22 000000000432 SH DEFINED 01 SOLE
MERIX CORP COM 590049102 30 000000001794 SH DEFINED 01 SOLE
MERRILL LYNCH & CO INC COM 590188108 17 000000000340 SH SOLE SOLE
MERRILL LYNCH & CO INC COM 590188108 12,385 000000237642 SH DEFINED 01 SOLE
MESA AIR GROUP INC COM 590479101 28 000000003800 SH DEFINED 01 SOLE
MESABA HLDGS INC COM 59066B102 9 000000001349 SH DEFINED 01 SOLE
MESTEK INC COM 590829107 8 000000000365 SH DEFINED 01 SOLE
METASOLV INC COM 59139P104 28 000000003681 SH DEFINED 01 SOLE
METAWAVE COMMUNICATIONS CP COM 591409107 17 000000005609 SH DEFINED 01 SOLE
METHODE ELECTRS INC CL A 591520200 36 000000004609 SH DEFINED 01 SOLE
METLIFE INC COM 59156R108 5,975 000000188613 SH DEFINED 01 SOLE
METLIFE INC COM 59156R108 104 000000003300 SH DEFINED 06 SOLE
METRIS COS INC COM 591598107 48 000000001874 SH DEFINED 01 SOLE
METRO ONE TELECOMMUNICATIONS COM 59163F105 326 000000010791 SH DEFINED 01 SOLE
METROMEDIA FIBER NETWORK INC CL A 591689104 66 000000150000 SH DEFINED 01 SOLE
METROMEDIA INTL GROUP INC COM 591695101 8 000000010081 SH DEFINED 01 SOLE
METTLER TOLEDO INTERNATIONAL COM 592688105 103 000000002000 SH DEFINED 01 SOLE
MICHAELS STORES INC COM 594087108 291 000000008858 SH DEFINED 01 SOLE
MICREL INC COM 594793101 931 000000035530 SH DEFINED 01 SOLE
MICRO GENERAL CORP COM NEW 594838302 19 000000001458 SH DEFINED 01 SOLE
MICROS SYS INC COM 594901100 59 000000002390 SH DEFINED 01 SOLE
MICROSOFT CORP COM 594918104 94,949 000001433195 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0MICROSOFT CORP COM 594918104 155 000000002265 SH DEFINED 02 SOLE
MICROSOFT CORP COM 594918104 311 000000004700 SH DEFINED 06 SOLE
MICROVISION INC WASH COM 594960106 20 000000001464 SH DEFINED 01 SOLE
MICROSTRATEGY INC CL A 594972101 17 000000004452 SH DEFINED 01 SOLE
MICROCHIP TECHNOLOGY INC COM 595017104 151 000000003919 SH DEFINED 01 SOLE
MICROCHIP TECHNOLOGY INC COM 595017104 151 000000003900 SH DEFINED 06 SOLE
MICROFINANCIAL INC COM 595072109 9 000000000964 SH DEFINED 01 SOLE
MICROMUSE INC COM 595094103 76 000000005100 SH DEFINED 01 SOLE
MICRON TECHNOLOGY INC COM 595112103 4,834 000000155951 SH DEFINED 01 SOLE
MICROSEMI CORP COM 595137100 390 000000013139 SH DEFINED 01 SOLE
MICROTUNE INC DEL COM 59514P109 99 000000004222 SH DEFINED 01 SOLE
MID-AMER APT CMNTYS INC COM 59522J103 50 000000001926 SH DEFINED 01 SOLE
MID ATLANTIC MED SVCS INC COM 59523C107 150 000000006621 SH DEFINED 01 SOLE
MID-ATLANTIC RLTY TR SH BEN INT 595232109 27 000000001792 SH DEFINED 01 SOLE
MID-STATE BANCSHARES COM 595440108 53 000000003294 SH DEFINED 01 SOLE
MIDAS GROUP INC COM 595626102 23 000000002035 SH DEFINED 01 SOLE
MID AMER BANCORP COM 595915109 4,690 000000141696 SH DEFINED 01 SOLE
MIDDLESEX WATER CO COM 596680108 23 000000000693 SH DEFINED 01 SOLE
MIDLAND CO COM 597486109 23 000000000537 SH DEFINED 01 SOLE
MIDWEST EXPRESS HLDGS INC COM 597911106 25 000000001723 SH DEFINED 01 SOLE
MIDWAY GAMES INC COM 598148104 56 000000003777 SH DEFINED 01 SOLE
MIDWEST BANC HOLDINGS INC COM 598251106 16 000000000793 SH DEFINED 01 SOLE
MILACRON INC COM 598709103 34 000000002153 SH DEFINED 01 SOLE
MILLENNIUM PHARMACEUTICALS INC COM 599902103 159 000000006507 SH DEFINED 01 SOLE
MILLENNIUM CHEMICALS INC COM 599903101 108 000000008646 SH DEFINED 01 SOLE
MILLENNIUM CELL INC COM 60038B105 11 000000002181 SH DEFINED 01 SOLE
MILLER HERMAN INC COM 600544100 227 000000009623 SH DEFINED 01 SOLE
MILLIPORE CORP COM 601073109 1,112 000000018324 SH DEFINED 01 SOLE
MILLS CORP COM 601148109 66 000000002495 SH DEFINED 01 SOLE
MINE SAFETY APPLIANCES CO COM 602720104 47 000000001181 SH DEFINED 01 SOLE
MINERALS TECHNOLOGIES INC COM 603158106 151 000000003248 SH DEFINED 01 SOLE
MINNESOTA MNG & MFG CO COM 604059105 15,918 000000134666 SH DEFINED 01 SOLE
MIPS TECHNOLOGIES INC CL A 604567107 46 000000005332 SH DEFINED 01 SOLE
MIPS TECHNOLOGIES INC CL B 604567206 547 000000068548 SH DEFINED 01 SOLE
MIRANT CORP COM 604675108 1,670 000000104255 SH DEFINED 01 SOLE
MIRANT CORP COM 604675108 293 000000018300 SH DEFINED 06 SOLE
MIRAVANT MED TECHNOLOGIES COM 604690107 18 000000001892 SH DEFINED 01 SOLE
MISSION WEST PPTYS INC COM 605203108 26 000000002090 SH DEFINED 01 SOLE
MISSISSIPPI VY BANCSHARES INC COM 605720101 30 000000000782 SH DEFINED 01 SOLE
MITCHELL ENERGY & DEV CORP CL A 606592202 29,192 000000547700 SH DEFINED 01 SOLE
MOBILE MINI INC COM 60740F105 70 000000001792 SH DEFINED 01 SOLE
MODINE MFG CO COM 607828100 111 000000004775 SH DEFINED 01 SOLE
MODIS PROFESSIONAL SVCS INC COM 607830106 110 000000015423 SH DEFINED 01 SOLE
MOHAWK INDS INC COM 608190104 403 000000007347 SH DEFINED 01 SOLE
MOHAWK INDS INC COM 608190104 219 000000004000 SH DEFINED 06 SOLE
MOLDFLOW CORP COM 608507109 8 000000000586 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0MOLECULAR DEVICES CORP COM 60851C107 40 000000001961 SH DEFINED 01 SOLE
MOLEX INC COM 608554101 10,832 000000349996 SH DEFINED 01 SOLE
MONACO COACH CORP COM 60886R103 68 000000003127 SH DEFINED 01 SOLE
MONDAVI ROBERT CORP CL A 609200100 43 000000001148 SH DEFINED 01 SOLE
MONTANA POWER CO COM 612085100 99 000000017224 SH DEFINED 01 SOLE
MONY GROUP INC COM 615337102 86 000000002499 SH DEFINED 01 SOLE
MOODYS CORP COM 615369105 2,379 000000059698 SH DEFINED 01 SOLE
MOOG INC CL A 615394202 42 000000001937 SH DEFINED 01 SOLE
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 15,965 000000285407 SH DEFINED 01 SOLE
MOTOROLA INC COM 620076109 9,589 000000638416 SH DEFINED 01 SOLE
MOVADO GROUP INC COM 624580106 25 000000001324 SH DEFINED 01 SOLE
MOVIE GALLERY INC COM 624581104 24 000000001001 SH DEFINED 01 SOLE
MUELLER INDS INC COM 624756102 133 000000004010 SH DEFINED 01 SOLE
MULTEX COM INC COM 625367107 16 000000003722 SH DEFINED 01 SOLE
MURPHY OIL CORP COM 626717102 422 000000005032 SH DEFINED 01 SOLE
MYERS INDS INC COM 628464109 30 000000002247 SH DEFINED 01 SOLE
MYLAN LABS INC COM 628530107 1,087 000000028992 SH DEFINED 01 SOLE
MYLAN LABS INC COM 628530107 153 000000004100 SH DEFINED 06 SOLE
NABI INC COM 628716102 53 000000005200 SH DEFINED 01 SOLE
NBC CAP CORP COM 628729105 22 000000000719 SH DEFINED 01 SOLE
NBT BANCORP INC COM 628778102 48 000000003324 SH DEFINED 01 SOLE
NBTY INC COM 628782104 68 000000005829 SH DEFINED 01 SOLE
NCH CORP COM 628850109 15 000000000304 SH DEFINED 01 SOLE
NCI BUILDING SYS INC COM 628852105 38 000000002184 SH DEFINED 01 SOLE
NCO GROUP INC COM 628858102 74 000000003255 SH DEFINED 01 SOLE
NCR CORP NEW COM 62886E108 1,562 000000042381 SH DEFINED 01 SOLE
NS GROUP INC COM 628916108 17 000000002369 SH DEFINED 01 SOLE
NL INDS INC COM NEW 629156407 19 000000001309 SH DEFINED 01 SOLE
NMS COMMUNICATIONS CORP COM 629248105 24 000000005031 SH DEFINED 01 SOLE
NN INC COM 629337106 17 000000001571 SH DEFINED 01 SOLE
NPS PHARMACEUTICALS INC COM 62936P103 144 000000003762 SH DEFINED 01 SOLE
NRG ENERGY INC COM 629377102 227 000000014700 SH DEFINED 01 SOLE
NUI CORP COM 629431107 49 000000002078 SH DEFINED 01 SOLE
NVR INC COM 62944T105 252 000000001236 SH DEFINED 01 SOLE
NYMAGIC INC COM 629484106 7 000000000455 SH DEFINED 01 SOLE
NABORS INDS INC COM 629568106 1,289 000000037561 SH DEFINED 01 SOLE
NACCO INDS INC CL A 629579103 50 000000000885 SH DEFINED 01 SOLE
NANOGEN INC COM 630075109 10 000000001838 SH DEFINED 01 SOLE
NANOMETRICS INC COM 630077105 19 000000001007 SH DEFINED 01 SOLE
NANOPHASE TCHNOLOGIES CORP COM 630079101 9 000000001593 SH DEFINED 01 SOLE
NAPRO BIOTHERAPUTICS INC COM 630795102 37 000000003309 SH DEFINED 01 SOLE
NASDAQ 100 TR UNIT SER 1 631100104 59,623 000001532350 SH DEFINED 01 SOLE
NASDAQ 100 TR UNIT SER 1 631100104 5,609 000000138000 SH DEFINED 02 SOLE
NASH FINCH CO COM 631158102 46 000000001481 SH DEFINED 01 SOLE
NATCO GROUP INC CL A 63227W203 8 000000001265 SH DEFINED 01 SOLE
NATIONAL BEVERAGE CORP COM 635017106 5 000000000491 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 CITY CORP COM 635405103 5,254 000000179702 SH DEFINED 01 SOLE
NATIONAL CITY CORP COM 635405103 365 000000012500 SH DEFINED 06 SOLE
NATIONAL COMMERCE FINL CORP COM 63545P104 151 000000005982 SH DEFINED 01 SOLE
NATIONAL HEALTHCARE CORP COM 635906100 16 000000001101 SH DEFINED 01 SOLE
NATIONAL FUEL GAS CO N J COM 636180101 57 000000002332 SH DEFINED 01 SOLE
NATIONAL GOLF PPTYS INC COM 63623G109 12 000000001368 SH DEFINED 01 SOLE
NATIONAL HEALTH INVS INC COM 63633D104 41 000000002823 SH DEFINED 01 SOLE
NATIONAL INSTRS CORP COM 636518102 56 000000001503 SH DEFINED 01 SOLE
NATIONAL-OILWELL INC COM 637071101 110 000000005378 SH DEFINED 01 SOLE
NATIONAL PENN BANCSHARES INC COM 637138108 53 000000002449 SH DEFINED 01 SOLE
NATIONAL PRESTO INDS INC COM 637215104 17 000000000641 SH DEFINED 01 SOLE
NATIONAL PROCESSING INC COM 637229105 30 000000000943 SH DEFINED 01 SOLE
NATIONAL SEMICONDUCTOR CORP COM 637640103 2,136 000000069378 SH DEFINED 01 SOLE
NATIONAL SVC INDS INC COM 637657107 11 000000005642 SH DEFINED 01 SOLE
NATIONAL WESTN LIFE INS CO CL A 638522102 32 000000000293 SH DEFINED 01 SOLE
NATIONWIDE FINL SVCS INC CL A 638612101 37 000000000900 SH DEFINED 01 SOLE
NATIONWIDE HEALTH PPTYS INC COM 638620104 120 000000006452 SH DEFINED 01 SOLE
NATURES SUNSHINE PRODUCTS INC COM 639027101 18 000000001582 SH DEFINED 01 SOLE
NAUTICA ENTERPRISES INC COM 639089101 43 000000003403 SH DEFINED 01 SOLE
NAVISTAR INTL CORP NEW COM 63934E108 610 000000015455 SH DEFINED 01 SOLE
NAVIGANT CONSULTING INC COM 63935N107 29 000000005449 SH DEFINED 01 SOLE
NAVIGANT INTL INC COM 63935R108 20 000000001802 SH DEFINED 01 SOLE
NDCHEALTH CORP COM 639480102 335 000000009710 SH DEFINED 01 SOLE
NEIMAN MARCUS GROUP INC CL A 640204202 136 000000004402 SH DEFINED 01 SOLE
NEIMAN MARCUS GROUP INC CL B 640204301 403 000000013600 SH DEFINED 01 SOLE
NEON COMMUNICATIONS INC COM 640506101 2 000000001023 SH DEFINED 01 SOLE
NEOSE TECHNOLOGIES INC COM 640522108 58 000000001591 SH DEFINED 01 SOLE
NEOPHARM INC COM 640919106 38 000000001542 SH DEFINED 01 SOLE
NETBANK INC COM 640933107 39 000000003734 SH DEFINED 01 SOLE
NETWORKS ASSOCS INC COM 640938106 105 000000004070 SH DEFINED 01 SOLE
NET2PHONE COM 64108N106 16 000000002391 SH DEFINED 01 SOLE
NETEGRITY INC COM 64110P107 62 000000003238 SH DEFINED 01 SOLE
NETRO CORP COM 64114R109 18 000000005166 SH DEFINED 01 SOLE
NETIQ CORP COM 64115P102 194 000000005528 SH DEFINED 01 SOLE
NETSCOUT SYS INC COM 64115T104 18 000000002351 SH DEFINED 01 SOLE
NETRATINGS INC COM 64116M108 15 000000000990 SH DEFINED 01 SOLE
NETWORK APPLIANCE INC COM 64120L104 1,906 000000087173 SH DEFINED 01 SOLE
NETWORK PLUS CORP COM 64122D506 2 000000002467 SH DEFINED 01 SOLE
NEUBERGER BERMAN INC COM 641234109 108 000000002469 SH DEFINED 01 SOLE
NEUROGEN CORP COM 64124E106 29 000000001695 SH DEFINED 01 SOLE
NEUROCRINE BIOSCIENCES INC COM 64125C109 194 000000003783 SH DEFINED 01 SOLE
NEW CENTURY FINANCIAL CORP COM 64352D101 19 000000001444 SH DEFINED 01 SOLE
NEW ENGLAND BUSINESS SVC INC COM 643872104 29 000000001551 SH DEFINED 01 SOLE
NEW FOCUS INC COM 644383101 27 000000007155 SH DEFINED 01 SOLE
NEW HORIZONS WORLDWIDE INC COM 645526104 10 000000000914 SH DEFINED 01 SOLE
NEW JERSEY RES COM 646025106 113 000000002430 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0NEW PLAN EXCEL RLTY TR INC COM 648053106 48 000000002567 SH DEFINED 01 SOLE
NEW YORK CMNTY BANCORP INC COM 649445103 321 000000014070 SH DEFINED 01 SOLE
NEW YORK TIMES CO CL A 650111107 2,078 000000048052 SH DEFINED 01 SOLE
NEWELL RUBBERMAID INC COM 651229106 2,084 000000075596 SH DEFINED 01 SOLE
NEWFIELD EXPL CO COM 651290108 149 000000004200 SH DEFINED 01 SOLE
NEWMARK HOMES CORP COM 651578106 4 000000000314 SH DEFINED 01 SOLE
NEWMONT MINING CORP COM 651639106 1,603 000000083916 SH DEFINED 01 SOLE
NEWPARK RES INC COM PAR $. 651718504 70 000000008981 SH DEFINED 01 SOLE
NEWPORT CORP COM 651824104 111 000000005772 SH DEFINED 01 SOLE
NEWPOWER HLDGS INC COM 652463100 4 000000006556 SH DEFINED 01 SOLE
NEWS CORP LTD ADR NEW 652487703 1,829 000000057500 SH DEFINED 01 SOLE
NEWS CORP LTD SP ADR PFD 652487802 2,468 000000093300 SH DEFINED 01 SOLE
NEXTCARD INC COM 65332K107 2 000000004429 SH DEFINED 01 SOLE
NEXTEL COMMUNICATIONS INC CL A 65332V103 3,148 000000287287 SH DEFINED 01 SOLE
NEXTEL COMMUNICATIONS INC CL A 65332V103 99 000000009100 SH DEFINED 06 SOLE
NEXT LEVEL COMM INC COM 65333U104 9 000000002852 SH DEFINED 01 SOLE
NIAGARA MOHAWK HLDGS INC COM 653520106 739 000000041700 SH DEFINED 01 SOLE
NIAGARA MOHAWK HLDGS INC COM 653520106 887 000000050000 SH DEFINED 02 SOLE
NICOR INC COM 654086107 526 000000012652 SH DEFINED 01 SOLE
NIKE INC CL B 654106103 4,089 000000072707 SH DEFINED 01 SOLE
NIKE INC CL B 654106103 417 000000007403 SH DEFINED 02 SOLE
NIKE INC CL B 654106103 88,690 000001577000 SH DEFINED 04 SOLE
99 CENTS ONLY STORES COM 65440K106 156 000000004089 SH DEFINED 01 SOLE
99 CENTS ONLY STORES COM 65440K106 209 000000005500 SH DEFINED 06 SOLE
NISOURCE INC COM 65473P105 1,383 000000060016 SH DEFINED 01 SOLE
NOBLE AFFILIATES INC COM 654894104 510 000000014464 SH DEFINED 01 SOLE
NOBLE DRILLING CORP COM 655042109 1,171 000000034415 SH DEFINED 01 SOLE
NOBLE DRILLING CORP COM 655042109 85 000000002500 SH DEFINED 06 SOLE
NORDSON CORP COM 655663102 110 000000004171 SH DEFINED 01 SOLE
NORDSTROM INC COM 655664100 988 000000048878 SH DEFINED 01 SOLE
NORFOLK SOUTHERN CORP COM 655844108 2,218 000000121029 SH DEFINED 01 SOLE
NORTEK INC COM 656559101 32 000000001156 SH DEFINED 01 SOLE
NORTEL NETWORKS CORP NEW COM 656568102 6,213 000000832960 SH DEFINED 01 SOLE
NORTH AMERN SCIENTIFIC INC COM 65715D100 12 000000000965 SH DEFINED 01 SOLE
NORTH FORK BANCORPORATION NY COM 659424105 472 000000014771 SH DEFINED 01 SOLE
NORTH PITTSBURGH SYS INC COM 661562108 37 000000002049 SH DEFINED 01 SOLE
NORTHEAST UTILS COM 664397106 72 000000004119 SH DEFINED 01 SOLE
NORTHERN TR CORP COM 665859104 3,878 000000064402 SH DEFINED 01 SOLE
NORTHFIELD LABS INC COM 666135108 12 000000001448 SH DEFINED 01 SOLE
NORTHROP GRUMMAN CORP COM 666807102 2,896 000000028736 SH DEFINED 01 SOLE
NORTHWEST AIRLS CORP CL A 667280101 26 000000001708 SH DEFINED 01 SOLE
NORTHWEST BANCORP INC PA COM 667328108 18 000000001659 SH DEFINED 01 SOLE
NORTHWEST NAT GAS CO COM 667655104 87 000000003438 SH DEFINED 01 SOLE
NORTHWESTERN CORP COM 668074107 78 000000003742 SH DEFINED 01 SOLE
NOVATEL WIRELESS INC COM 66987M109 4 000000003633 SH DEFINED 01 SOLE
NU HORIZONS ELECTRS CORP COM 669908105 20 000000002004 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0NOVADIGM INC COM 669937104 17 000000001807 SH DEFINED 01 SOLE
NUANCE COMMUNICATIONS INC COM 669967101 33 000000003651 SH DEFINED 01 SOLE
NOVAVAX INC COM 670002104 28 000000002015 SH DEFINED 01 SOLE
NOVELL INC COM 670006105 930 000000202773 SH DEFINED 01 SOLE
NOVELLUS SYS INC COM 670008101 1,968 000000049894 SH DEFINED 01 SOLE
NOVEN PHARMACEUTICALS INC COM 670009109 95 000000005367 SH DEFINED 01 SOLE
NOVOSTE CORP COM 67010C100 17 000000002028 SH DEFINED 01 SOLE
NU SKIN ENTERPRISES INC CL A 67018T105 51 000000005858 SH DEFINED 01 SOLE
NSTAR COM 67019E107 69 000000001559 SH DEFINED 01 SOLE
NTELOS INC COM 67019U101 35 000000002310 SH DEFINED 01 SOLE
NUCOR CORP COM 670346105 1,426 000000026941 SH DEFINED 01 SOLE
NUCOR CORP COM 670346105 47 000000000900 SH DEFINED 06 SOLE
NUEVO ENERGY CO COM 670509108 29 000000001996 SH DEFINED 01 SOLE
NUMERICAL TECHNOLOGIES INC COM 67053T101 89 000000002554 SH DEFINED 01 SOLE
NVIDIA CORP COM 67066G104 2,517 000000037625 SH DEFINED 01 SOLE
NVIDIA CORP COM 67066G104 274 000000004100 SH DEFINED 06 SOLE
NYFIX INC COM 670712108 112 000000005597 SH DEFINED 01 SOLE
O CHARLEYS INC COM 670823103 42 000000002279 SH DEFINED 01 SOLE
OGE ENERGY CORP COM 670837103 52 000000002291 SH DEFINED 01 SOLE
OTG SOFTWARE INC COM 671059103 20 000000002097 SH DEFINED 01 SOLE
OAK TECHNOLOGY INC COM 671802106 89 000000006497 SH DEFINED 01 SOLE
OAKLEY INC COM 673662102 125 000000007700 SH DEFINED 01 SOLE
OCCIDENTAL PETE CORP DEL COM 674599105 2,611 000000098419 SH DEFINED 01 SOLE
OCCIDENTAL PETE CORP DEL COM 674599105 305 000000011500 SH DEFINED 06 SOLE
OCEAN ENERGY INC DEL COM 67481E106 371 000000019351 SH DEFINED 01 SOLE
OCEANEERING INTL INC COM 675232102 66 000000003015 SH DEFINED 01 SOLE
OCEANFIRST FINL CORP COM 675234108 24 000000001013 SH DEFINED 01 SOLE
OCTEL CORP COM 675727101 24 000000001348 SH DEFINED 01 SOLE
OCULAR SCIENCES INC COM 675744106 53 000000002299 SH DEFINED 01 SOLE
OCWEN FINL CORP COM 675746101 42 000000005018 SH DEFINED 01 SOLE
OFFICEMAX INC COM 67622M108 65 000000014589 SH DEFINED 01 SOLE
OFFICE DEPOT INC COM 676220106 1,516 000000081785 SH DEFINED 01 SOLE
OFFICE DEPOT INC COM 676220106 476 000000025700 SH DEFINED 06 SOLE
OFFSHORE LOGISTICS INC COM 676255102 42 000000002406 SH DEFINED 01 SOLE
OGLEBAY NORTON CO COM 677007106 5 000000000384 SH DEFINED 01 SOLE
OHIO CAS CORP COM 677240103 150 000000009405 SH DEFINED 01 SOLE
OIL STS INTL INC COM 678026105 12 000000001364 SH DEFINED 01 SOLE
OLD REP INTL CORP COM 680223104 120 000000004296 SH DEFINED 01 SOLE
OLD REP INTL CORP COM 680223104 383 000000013700 SH DEFINED 06 SOLE
OLD SECOND BANCORP INC ILL COM 680277100 30 000000000781 SH DEFINED 01 SOLE
OLIN CORP COM PAR $1 680665205 97 000000006023 SH DEFINED 01 SOLE
OMNICARE INC COM 681904108 68 000000002746 SH DEFINED 01 SOLE
OMNICOM GROUP INC COM 681919106 4,634 000000051865 SH DEFINED 01 SOLE
1-800 CONTACTS INC COM 681977104 11 000000000925 SH DEFINED 01 SOLE
OMEGA FINL CORP COM 682092101 36 000000001121 SH DEFINED 01 SOLE
OMNOVA SOLUTIONS INC COM 682129101 36 000000005407 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ON ASSIGNMENT INC COM 682159108 65 000000002858 SH DEFINED 01 SOLE
ON COMMAND CORP COM 682160106 2 000000000759 SH DEFINED 01 SOLE
ON SEMICONDUCTOR CORP COM 682189105 9 000000004545 SH DEFINED 01 SOLE
1 800 FLOWERS COM CL A 68243Q106 17 000000001134 SH DEFINED 01 SOLE
ONEIDA LTD COM 682505102 24 000000001928 SH DEFINED 01 SOLE
ONEOK INC NEW COM 682680103 161 000000009029 SH DEFINED 01 SOLE
ONYX PHARMACEUTICALS INC COM 683399109 12 000000002528 SH DEFINED 01 SOLE
ONYX SOFTWARE CORP COM 683402101 18 000000004747 SH DEFINED 01 SOLE
OPENWAVE SYS INC COM 683718100 42 000000004350 SH DEFINED 01 SOLE
OPLINK COMMUNICATIONS INC COM 68375Q106 29 000000015698 SH DEFINED 01 SOLE
OPNET TECHNOLOGIES INC COM 683757108 16 000000001172 SH DEFINED 01 SOLE
OPTICAL COMMUNICATION PRODS CL A 68382T101 2 000000000633 SH DEFINED 01 SOLE
ORACLE CORP COM 68389X105 20,556 000001488542 SH DEFINED 01 SOLE
OPTION CARE INC COM 683948103 19 000000001019 SH DEFINED 01 SOLE
ORASURE TECHNOLOGIES INC COM 68554V108 43 000000003552 SH DEFINED 01 SOLE
ORBITAL SCIENCES CORP COM 685564106 19 000000004729 SH DEFINED 01 SOLE
ORCHID BIOSCIENCES INC COM 68571P100 29 000000005400 SH DEFINED 01 SOLE
ORGANOGENESIS INC COM 685906109 20 000000004374 SH DEFINED 01 SOLE
OREGON STL MLS INC COM 686079104 17 000000003521 SH DEFINED 01 SOLE
O REILLY AUTOMOTIVE INC COM 686091109 388 000000010660 SH DEFINED 01 SOLE
ORIENTAL FINL GROUP INC COM 68618W100 25 000000001350 SH DEFINED 01 SOLE
ORION PWR HLDGS INC COM 686286105 652 000000025000 SH DEFINED 01 SOLE
ORIX CORP SPONSORED 686330101 1,392 000000031200 SH DEFINED 01 SOLE
OSCA INC CL A 687836106 19 000000000914 SH DEFINED 01 SOLE
OSHKOSH B GOSH INC CL A 688222207 55 000000001316 SH DEFINED 01 SOLE
OSHKOSH TRUCK CORP COM 688239201 111 000000002279 SH DEFINED 01 SOLE
OSMONICS INC COM 688350107 20 000000001445 SH DEFINED 01 SOLE
OTTER TAIL CORP COM 689648103 97 000000003363 SH DEFINED 01 SOLE
OUTBACK STEAKHOUSE INC COM 689899102 169 000000004950 SH DEFINED 01 SOLE
OVERSEAS SHIPHOLDING GROUP INC COM 690368105 106 000000004741 SH DEFINED 01 SOLE
OVERTURE SVCS INC COM 69039R100 173 000000004906 SH DEFINED 01 SOLE
OWENS & MINOR INC NEW COM 690732102 85 000000004625 SH DEFINED 01 SOLE
OWENS ILL INC COM NEW 690768403 199 000000020005 SH DEFINED 01 SOLE
OXFORD HEALTH PLANS INC COM 691471106 144 000000004801 SH DEFINED 01 SOLE
OXFORD INDS INC COM 691497309 19 000000000819 SH DEFINED 01 SOLE
P C CONNECTION COM 69318J100 13 000000000905 SH DEFINED 01 SOLE
PC-TEL INC COM 69325Q105 18 000000001858 SH DEFINED 01 SOLE
PDI INC COM 69329V100 23 000000001053 SH DEFINED 01 SOLE
PG&E CORP COM 69331C108 1,938 000000100777 SH DEFINED 01 SOLE
PFF BANCORP INC COM 69331W104 43 000000001565 SH DEFINED 01 SOLE
P F CHANGS CHINA BISTRO INC COM 69333Y108 147 000000003109 SH DEFINED 01 SOLE
PICO HLDGS INC COM NEW 693366205 18 000000001459 SH DEFINED 01 SOLE
PLX TECHNOLOGY INC COM 693417107 29 000000002312 SH DEFINED 01 SOLE
PMA CAP CORP CL A 693419202 43 000000002242 SH DEFINED 01 SOLE
PMC-SIERRA INC COM 69344F106 1,049 000000049358 SH DEFINED 01 SOLE
PMC-SIERRA INC COM 69344F106 72 000000003400 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0PMI GROUP INC COM 69344M101 295 000000004409 SH DEFINED 01 SOLE
PMI GROUP INC COM 69344M101 167 000000002500 SH DEFINED 06 SOLE
PNC FINL SVCS GROUP INC COM 693475105 4,918 000000087525 SH DEFINED 01 SOLE
PNC FINL SVCS GROUP INC COM 693475105 213 000000003800 SH DEFINED 06 SOLE
PPG INDS INC COM 693506107 3,228 000000062415 SH DEFINED 01 SOLE
PPG INDS INC COM 693506107 149 000000002900 SH DEFINED 06 SOLE
PPL CORP COM 69351T106 1,613 000000046310 SH DEFINED 01 SOLE
PPL CORP COM 69351T106 313 000000009000 SH DEFINED 06 SOLE
PRI AUTOMATION INC COM 69357H106 1,523 000000074482 SH DEFINED 01 SOLE
PS BUSINESS PKS INC CALIF COM 69360J107 45 000000001458 SH DEFINED 01 SOLE
PSS WORLD MED INC COM 69366A100 79 000000009719 SH DEFINED 01 SOLE
PYR ENERGY CORP COM 693677106 3 000000001974 SH DEFINED 01 SOLE
PACCAR INC COM 693718108 1,310 000000019971 SH DEFINED 01 SOLE
PACIFIC CAP BANCORP NEW COM 69404P101 99 000000003597 SH DEFINED 01 SOLE
PACIFIC CENTY FINL CORP COM 694058108 169 000000006557 SH DEFINED 01 SOLE
PACIFIC NORTHWEST BANCORP COM 69466M103 38 000000001885 SH DEFINED 01 SOLE
PACIFIC SUNWEAR CALIF INC COM 694873100 168 000000008261 SH DEFINED 01 SOLE
PACIFICARE HEALTH SYS DEL COM 695112102 272 000000017001 SH DEFINED 01 SOLE
PACKAGING CORP AMER COM 695156109 56 000000003103 SH DEFINED 01 SOLE
PACKETEER INC COM 695210104 22 000000003056 SH DEFINED 01 SOLE
PACTIV CORP COM 695257105 744 000000041958 SH DEFINED 01 SOLE
PAIN THERAPEUTICS INC COM 69562K100 19 000000002180 SH DEFINED 01 SOLE
PALL CORP COM 696429307 959 000000039889 SH DEFINED 01 SOLE
PALM HARBOR HOMES COM 696639103 53 000000002228 SH DEFINED 01 SOLE
PALM INC COM 696642107 883 000000227815 SH DEFINED 01 SOLE
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 94 000000003288 SH DEFINED 01 SOLE
PANERA BREAD CO CL A 69840W108 69 000000001336 SH DEFINED 01 SOLE
PAPA JOHNS INTL INC COM 698813102 128 000000004682 SH DEFINED 01 SOLE
PARADIGM GENETICS INC COM 69900R106 16 000000002834 SH DEFINED 01 SOLE
PARAMETRIC TECHNOLOGY CORP COM 699173100 814 000000104323 SH DEFINED 01 SOLE
PARAMETRIC TECHNOLOGY CORP COM 699173100 71 000000009200 SH DEFINED 06 SOLE
PAREXEL INTL CORP COM 699462107 48 000000003389 SH DEFINED 01 SOLE
PARK ELECTROCHEMICAL CORP COM 700416209 112 000000004264 SH DEFINED 01 SOLE
PARK NATL CORP COM 700658107 146 000000001584 SH DEFINED 01 SOLE
PARK PL ENTMT CORP COM 700690100 81 000000008856 SH DEFINED 01 SOLE
PARK PL ENTMT CORP COM 700690100 88 000000009548 SH DEFINED 02 SOLE
PARKER DRILLING CO COM 701081101 43 000000011792 SH DEFINED 01 SOLE
PARKER HANNIFIN CORP COM 701094104 1,401 000000030518 SH DEFINED 01 SOLE
PARKERVISION INC COM 701354102 24 000000001146 SH DEFINED 01 SOLE
PARKWAY PPTYS INC COM 70159Q104 37 000000001133 SH DEFINED 01 SOLE
PATHMARK STORES INC NEW COM 70322A101 101 000000004111 SH DEFINED 01 SOLE
PATINA OIL & GAS CORP COM 703224105 142 000000005178 SH DEFINED 01 SOLE
PATTERSON DENTAL CO COM 703412106 81 000000001989 SH DEFINED 01 SOLE
PATTERSON UTI ENERGY INC COM 703481101 52 000000002245 SH DEFINED 01 SOLE
PAXAR CORP COM 704227107 68 000000004856 SH DEFINED 01 SOLE
PAXSON COMMUNICATIONS CORP COM 704231109 45 000000004309 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0PAYCHEX INC COM 704326107 3,872 000000111108 SH DEFINED 01 SOLE
PAYLESS SHOESOURCE INC COM 704379106 609 000000010854 SH DEFINED 01 SOLE
PEC SOLUTIONS INC COM 705107100 7 000000000209 SH DEFINED 01 SOLE
PECO II INC COM 705221109 11 000000001882 SH DEFINED 01 SOLE
PEDIATRIX MED GROUP COM 705324101 128 000000003775 SH DEFINED 01 SOLE
PEGASUS COMMUNICATIONS CORP CL A 705904100 61 000000005874 SH DEFINED 01 SOLE
PEGASUS SOLUTIONS INC COM 705906105 47 000000003359 SH DEFINED 01 SOLE
PEMSTAR INC COM 706552106 35 000000002929 SH DEFINED 01 SOLE
PENN ENGR & MFG CORP CL A 707389102 1 000000000100 SH DEFINED 01 SOLE
PENN ENGR & MFG CORP COM NON VT 707389300 27 000000001629 SH DEFINED 01 SOLE
PENN NATL GAMING INC COM 707569109 36 000000001196 SH DEFINED 01 SOLE
PENN VA CORP COM 707882106 95 000000002792 SH DEFINED 01 SOLE
PENNEY J C INC COM 708160106 1,878 000000069851 SH DEFINED 01 SOLE
PENNFED FINL SVCS INC COM 708167101 19 000000000788 SH DEFINED 01 SOLE
PENNSYLVANIA RL ESTATE INVT TR SH BEN INT 709102107 41 000000001805 SH DEFINED 01 SOLE
PENNZOIL-QUAKER STATE COMPANY COM 709323109 190 000000013196 SH DEFINED 01 SOLE
PENTAIR INC COM 709631105 337 000000009242 SH DEFINED 01 SOLE
PENTON MEDIA INC COM 709668107 19 000000003175 SH DEFINED 01 SOLE
PENWEST PHARMACEUTICALS CO COM 709754105 36 000000001834 SH DEFINED 01 SOLE
PEOPLES ENERGY CORP COM 711030106 601 000000015848 SH DEFINED 01 SOLE
PEOPLES HLDG CO COM 711148106 28 000000000782 SH DEFINED 01 SOLE
PEOPLESOFT INC COM 712713106 3,168 000000078818 SH DEFINED 01 SOLE
PEOPLESOFT INC COM 712713106 201 000000005000 SH DEFINED 06 SOLE
PEP BOYS MANNY MOE & JACK COM 713278109 144 000000008402 SH DEFINED 01 SOLE
PEPSI BOTTLING GROUP INC COM 713409100 1,736 000000073877 SH DEFINED 01 SOLE
PEPSIAMERICAS INC COM 71343P200 63 000000004582 SH DEFINED 01 SOLE
PEPSICO INC COM 713448108 23,023 000000472857 SH DEFINED 01 SOLE
PEPSICO INC COM 713448108 107 000000002205 SH DEFINED 02 SOLE
PER-SE TECHNOLOGIES INC COM NEW 713569309 43 000000004087 SH DEFINED 01 SOLE
PEREGRINE SYSTEMS INC COM 71366Q101 1,026 000000069250 SH DEFINED 01 SOLE
PEREGRINE PHARMACEUTICALS INC COM 713661106 50 000000014818 SH DEFINED 01 SOLE
PERFORMANCE FOOD GROUP CO COM 713755106 210 000000005976 SH DEFINED 01 SOLE
PERFORMANCE TECHNOLOGIES INC COM 71376K102 18 000000001360 SH DEFINED 01 SOLE
PERICOM SEMICONDUCTOR CORP COM 713831105 42 000000002921 SH DEFINED 01 SOLE
PERINI CORP COM 713839108 10 000000001532 SH DEFINED 01 SOLE
PERKINELMER INC COM 714046109 1,381 000000039459 SH DEFINED 01 SOLE
PEROT SYS CORP CL A 714265105 173 000000008504 SH DEFINED 01 SOLE
PERRIGO CO COM 714290103 133 000000011320 SH DEFINED 01 SOLE
PETROLEO BRASILEIRO SA PETROBR SPONSORED 71654V101 673 000000030300 SH DEFINED 01 SOLE
PETROLEUM GEO-SVCS A/S SPONSORED 716597109 79 000000010000 SH DEFINED 01 SOLE
PETROQUEST ENERGY INC COM 716748108 16 000000003069 SH DEFINED 01 SOLE
PETSMART INC COM 716768106 132 000000013486 SH DEFINED 01 SOLE
PHARMACYCLICS INC COM 716933106 21 000000002204 SH DEFINED 01 SOLE
PFIZER INC COM 717081103 67,985 000001706028 SH DEFINED 01 SOLE
PFIZER INC COM 717081103 282 000000007100 SH DEFINED 06 SOLE
PHARMACEUTICAL PROD DEV INC COM 717124101 19 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0PHARMACEUTICAL PROD DEV INC COM 717124101 284 000000008800 SH DEFINED 06 SOLE
PHARMACEUTICAL RES INC COM 717125108 86 000000002545 SH DEFINED 01 SOLE
PHARMACOPEIA INC COM 71713B104 41 000000003017 SH DEFINED 01 SOLE
PHARMACIA CORP COM 71713U102 15,300 000000358753 SH DEFINED 01 SOLE
PHARMOS CORP COM NEW 717139208 17 000000007560 SH DEFINED 01 SOLE
PHELPS DODGE CORP COM 717265102 1,101 000000033983 SH DEFINED 01 SOLE
PHILADELPHIA CONS HLDG CORP COM 717528103 59 000000001566 SH DEFINED 01 SOLE
PHILADELPHIA SUBN CORP COM PAR $0 718009608 174 000000007740 SH DEFINED 01 SOLE
PHILIP MORRIS COS INC COM 718154107 27,969 000000610028 SH DEFINED 01 SOLE
PHILIP MORRIS COS INC COM 718154107 53,043 000001156900 SH DEFINED 04 SOLE
PHILLIPS PETE CO COM 718507106 5,979 000000099225 SH DEFINED 01 SOLE
PHILLIPS VAN HEUSEN CORP COM 718592108 33 000000003100 SH DEFINED 01 SOLE
PHOENIX COS INC NEW COM 71902E109 727 000000039300 SH DEFINED 01 SOLE
PHOENIX TECHNOLOGY LTD COM 719153108 36 000000003174 SH DEFINED 01 SOLE
PHOTON DYNAMICS INC COM 719364101 98 000000002164 SH DEFINED 01 SOLE
PHOTRONICS INC COM 719405102 111 000000003563 SH DEFINED 01 SOLE
PIEDMONT NAT GAS INC COM 720186105 220 000000006158 SH DEFINED 01 SOLE
PIER 1 IMPORTS INC COM 720279108 522 000000030115 SH DEFINED 01 SOLE
PILGRIMS PRIDE CORP CL B 721467108 27 000000002049 SH DEFINED 01 SOLE
PILGRIMS PRIDE CORP CL A 721467207 202 000000021100 SH DEFINED 01 SOLE
PINNACLE ENTMT INC COM 723456109 15 000000002495 SH DEFINED 01 SOLE
PINNACLE HLDGS INC COM 72346N101 1 000000005774 SH DEFINED 01 SOLE
PINNACLE SYS INC COM 723481107 61 000000007723 SH DEFINED 01 SOLE
PINNACLE WEST CAP CORP COM 723484101 988 000000023627 SH DEFINED 01 SOLE
PIONEER NAT RES CO COM 723787107 55 000000002886 SH DEFINED 01 SOLE
PIONEER STD ELECTRS INC COM 723877106 47 000000003775 SH DEFINED 01 SOLE
PITNEY BOWES INC COM 724479100 3,706 000000098558 SH DEFINED 01 SOLE
PITT DESMOINES INC COM 724508106 19 000000000618 SH DEFINED 01 SOLE
PITTSTON CO COM BRINKS 725701106 199 000000009006 SH DEFINED 01 SOLE
PIXELWORKS INC COM 72581M107 61 000000003814 SH DEFINED 01 SOLE
PIXAR COM 725811103 99 000000002777 SH DEFINED 01 SOLE
PLACER DOME INC COM 725906101 932 000000085447 SH DEFINED 01 SOLE
PLAINS RES INC COM PAR $0 726540503 124 000000005073 SH DEFINED 01 SOLE
PLANAR SYS INC COM 726900103 30 000000001432 SH DEFINED 01 SOLE
PLANTRONICS INC NEW COM 727493108 352 000000013753 SH DEFINED 01 SOLE
PLATO LEARNING INC COM 72764Y100 31 000000001911 SH DEFINED 01 SOLE
PLAYBOY ENTERPRISES INC CL B 728117300 30 000000001777 SH DEFINED 01 SOLE
PLAYTEX PRODS INC COM 72813P100 35 000000003643 SH DEFINED 01 SOLE
PLEXUS CORP COM 729132100 183 000000006912 SH DEFINED 01 SOLE
PLUM CREEK TIMBER CO INC COM 729251108 34 000000001200 SH DEFINED 01 SOLE
POLARIS INDS INC COM 731068102 181 000000003136 SH DEFINED 01 SOLE
POLO RALPH LAUREN CORP CL A 731572103 516 000000019300 SH DEFINED 01 SOLE
POLYCOM INC COM 73172K104 90 000000002645 SH DEFINED 01 SOLE
POLYMEDICA CORP COM 731738100 26 000000001606 SH DEFINED 01 SOLE
POLYONE CORP COM 73179P106 103 000000010557 SH DEFINED 01 SOLE
POMEROY COMPUTER RES COM 731822102 18 000000001361 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0POPE & TALBOT INC COM 732827100 30 000000002133 SH DEFINED 01 SOLE
PORT FINL CORP COM 734119100 18 000000000724 SH DEFINED 01 SOLE
PORTAL SOFTWARE INC COM 736126103 27 000000013428 SH DEFINED 01 SOLE
POSSIS MEDICAL INC COM 737407106 40 000000002309 SH DEFINED 01 SOLE
POST PPTYS INC COM 737464107 178 000000005029 SH DEFINED 01 SOLE
POTASH CORP SASK INC COM 73755L107 325 000000005300 SH DEFINED 01 SOLE
POTLATCH CORP COM 737628107 137 000000004694 SH DEFINED 01 SOLE
POTOMAC ELEC PWR CO COM 737679100 215 000000009558 SH DEFINED 01 SOLE
POWELL INDS INC COM 739128106 16 000000000862 SH DEFINED 01 SOLE
POWER INTEGRATIONS INC COM 739276103 111 000000004890 SH DEFINED 01 SOLE
POWER-ONE INC COM 739308104 225 000000021631 SH DEFINED 01 SOLE
POWERWAVE TECHNOLOGIES INC COM 739363109 373 000000021607 SH DEFINED 01 SOLE
POZEN INC COM 73941U102 13 000000002662 SH DEFINED 01 SOLE
PRAECIS PHARMACEUTICALS INC COM 739421105 40 000000006971 SH DEFINED 01 SOLE
PRAXAIR INC COM 74005P104 2,312 000000041858 SH DEFINED 01 SOLE
PRAXAIR INC COM 74005P104 160 000000002900 SH DEFINED 06 SOLE
PRE PAID LEGAL SVCS INC COM 740065107 45 000000002100 SH DEFINED 01 SOLE
PRECISION CASTPARTS CORP COM 740189105 325 000000011515 SH DEFINED 01 SOLE
PRECISION DRILLING CORP COM 74022D100 5 000000000200 SH DEFINED 01 SOLE
PRENTISS PPTYS TR SH BEN INT 740706106 117 000000004265 SH DEFINED 01 SOLE
PRESIDENTIAL LIFE CORP COM 740884101 60 000000002959 SH DEFINED 01 SOLE
PRESSTEK INC COM 741113104 38 000000004183 SH DEFINED 01 SOLE
PRICE COMMUNICATIONS CORP COM NEW 741437305 156 000000008194 SH DEFINED 01 SOLE
PRICE T ROWE GROUP INC COM 74144T108 1,115 000000032130 SH DEFINED 01 SOLE
PRICELINE COM INC COM 741503106 106 000000018268 SH DEFINED 01 SOLE
PRICESMART INC COM 741511109 17 000000000512 SH DEFINED 01 SOLE
PRIDE INTL INC DEL COM 74153Q102 101 000000006704 SH DEFINED 01 SOLE
PRIME GROUP REALTY TRUST SH BEN INT 74158J103 7 000000000793 SH DEFINED 01 SOLE
PRIMA ENERGY CORP COM PAR $0 741901201 28 000000001326 SH DEFINED 01 SOLE
PRIME HOSPITALITY CORP COM 741917108 67 000000006114 SH DEFINED 01 SOLE
PRIVATE MEDIA GROUP INC COM 74266R104 19 000000001958 SH DEFINED 01 SOLE
PROASSURANCE CORP COM 74267C106 54 000000003112 SH DEFINED 01 SOLE
PRIZE ENERGY CORP COM 74267L106 1,771 000000076626 SH DEFINED 01 SOLE
PROBUSINESS SERVICES INC COM 742674104 45 000000002397 SH DEFINED 01 SOLE
PROCTER & GAMBLE CO COM 742718109 17 000000000220 SH SOLE SOLE
PROCTER & GAMBLE CO COM 742718109 29,586 000000373895 SH DEFINED 01 SOLE
PROCTER & GAMBLE CO COM 742718109 59 000000000752 SH DEFINED 02 SOLE
PROCTER & GAMBLE CO COM 742718109 126 000000001600 SH DEFINED 06 SOLE
PROFIT RECOVERY GROUP INTL INC COM 743168106 41 000000005112 SH DEFINED 01 SOLE
PROGENICS PHARMACEUTICALS INC COM 743187106 20 000000001092 SH DEFINED 01 SOLE
PROGRESS ENERGY INC COM 743263105 3,063 000000068024 SH DEFINED 01 SOLE
PROGRESS ENERGY INC COM 743263105 229 000000005100 SH DEFINED 06 SOLE
PROGRESS SOFTWARE CORP COM 743312100 68 000000003984 SH DEFINED 01 SOLE
PROGRESSIVE CORP OHIO COM 743315103 2,967 000000019877 SH DEFINED 01 SOLE
PROGRESSIVE CORP OHIO COM 743315103 283 000000001900 SH DEFINED 06 SOLE
PROMISTAR FINL CORP COM 74342Y107 2,133 000000087259 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0PROQUEST COMPANY COM 74346P102 62 000000001854 SH DEFINED 01 SOLE
PROSPERITY BANCSHARES INC COM 743606105 20 000000000751 SH DEFINED 01 SOLE
PROTECTIVE LIFE CORP COM 743674103 90 000000003115 SH DEFINED 01 SOLE
PROTEIN DESIGN LABS INC COM 74369L103 1,114 000000033985 SH DEFINED 01 SOLE
PROTON ENERGY SYS INC COM 74371K101 37 000000004537 SH DEFINED 01 SOLE
PROVIDENT BANCORP INC MONTEBEL COM 743835100 12 000000000428 SH DEFINED 01 SOLE
PROVIDENT BANKSHARES CORP COM 743859100 84 000000003490 SH DEFINED 01 SOLE
PROVIDENT FINL GROUP INC COM 743866105 38 000000001446 SH DEFINED 01 SOLE
PROVINCE HEALTHCARE CO COM 743977100 133 000000004322 SH DEFINED 01 SOLE
PROVIDIAN FINL CORP COM 74406A102 298 000000083964 SH DEFINED 01 SOLE
PROXIM INC COM 744284100 37 000000003764 SH DEFINED 01 SOLE
PUBLIC SVC CO N MEX COM 744499104 181 000000006492 SH DEFINED 01 SOLE
PUBLIC SVC ENTERPRISE GROUP COM 744573106 2,455 000000058191 SH DEFINED 01 SOLE
PUBLIC SVC ENTERPRISE GROUP COM 744573106 151 000000003600 SH DEFINED 06 SOLE
PUBLIC STORAGE INC COM 74460D109 10 000000000300 SH DEFINED 01 SOLE
PUGET ENERGY INC NEW COM 745310102 55 000000002549 SH DEFINED 01 SOLE
PULITZER INC COM 745769109 57 000000001127 SH DEFINED 01 SOLE
PULTE HOMES INC COM 745867101 1,118 000000025034 SH DEFINED 01 SOLE
PUMATECH INC COM 745887109 13 000000005143 SH DEFINED 01 SOLE
PURE RES INC COM 74622E102 36 000000001836 SH DEFINED 01 SOLE
QRS CORP COM 74726X105 25 000000001837 SH DEFINED 01 SOLE
QLOGIC CORP COM 747277101 1,602 000000036009 SH DEFINED 01 SOLE
QUAKER CITY BANCORP INC COM 74731K106 15 000000000519 SH DEFINED 01 SOLE
QUAKER CHEM CORP COM 747316107 21 000000001061 SH DEFINED 01 SOLE
QUAKER FABRIC CORP NEW COM 747399103 13 000000001586 SH DEFINED 01 SOLE
QUALCOMM INC COM 747525103 10,692 000000211731 SH DEFINED 01 SOLE
QUALCOMM INC COM 747525103 146 000000002900 SH DEFINED 06 SOLE
QUANTA SVCS INC COM 74762E102 164 000000010686 SH DEFINED 01 SOLE
QUANEX CORP COM 747620102 71 000000002528 SH DEFINED 01 SOLE
QUANTUM CORP COM DSSG 747906204 45 000000004570 SH DEFINED 01 SOLE
QUEST DIAGNOSTICS INC COM 74834L100 201 000000002809 SH DEFINED 01 SOLE
QUEST SOFTWARE INC COM 74834T103 406 000000018400 SH DEFINED 01 SOLE
QUESTAR CORP COM 748356102 152 000000006094 SH DEFINED 01 SOLE
QUICKSILVER RESOURCES INC COM 74837R104 21 000000001111 SH DEFINED 01 SOLE
QUIKSILVER INC COM 74838C106 92 000000005377 SH DEFINED 01 SOLE
QUINTILES TRANSNATIONAL CORP COM 748767100 1,274 000000079383 SH DEFINED 01 SOLE
QUIXOTE CORP COM 749056107 16 000000000868 SH DEFINED 01 SOLE
QWEST COMMUNICATIONS INTL INC COM 749121109 6,122 000000433279 SH DEFINED 01 SOLE
R & G FINANCIAL CORP CL B 749136107 23 000000001398 SH DEFINED 01 SOLE
RCN CORP COM 749361101 12 000000004427 SH DEFINED 01 SOLE
RFS HOTEL INVS INC COM 74955J108 39 000000003446 SH DEFINED 01 SOLE
R H DONNELLEY CORP COM NEW 74955W307 117 000000004036 SH DEFINED 01 SOLE
R G S ENERGY GROUP INC COM 74956K104 177 000000004722 SH DEFINED 01 SOLE
RLI CORP COM 749607107 40 000000000902 SH DEFINED 01 SOLE
RPC INC COM 749660106 26 000000001476 SH DEFINED 01 SOLE
RPM INC OHIO COM 749685103 245 000000016966 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0RSA SEC INC COM 749719100 28 000000001652 SH DEFINED 01 SOLE
RTI INTL METALS INC COM 74973W107 28 000000002855 SH DEFINED 01 SOLE
RF MICRODEVICES INC COM 749941100 332 000000017298 SH DEFINED 01 SOLE
RF MICRODEVICES INC COM 749941100 182 000000009500 SH DEFINED 06 SOLE
RADIAN GROUP INC COM 750236101 221 000000005157 SH DEFINED 01 SOLE
RADIAN GROUP INC COM 750236101 167 000000003900 SH DEFINED 06 SOLE
RADIANT SYSTEMS INC COM 75025N102 23 000000002032 SH DEFINED 01 SOLE
RADIO ONE INC CL A 75040P108 13,064 000000707327 SH DEFINED 01 SOLE
RADIOSHACK CORP COM 750438103 2,373 000000078844 SH DEFINED 01 SOLE
RADISYS CORP COM 750459109 42 000000002162 SH DEFINED 01 SOLE
RAILAMERICA INC COM 750753105 41 000000002894 SH DEFINED 01 SOLE
RAINBOW TECHNOLOGIES INC COM 750862104 23 000000003159 SH DEFINED 01 SOLE
RAMBUS INC DEL COM 750917106 267 000000033453 SH DEFINED 01 SOLE
RALCORP HLDGS INC NEW COM 751028101 92 000000004085 SH DEFINED 01 SOLE
RANGE RES CORP COM 75281A109 30 000000006656 SH DEFINED 01 SOLE
RARE HOSPITALITY INTL INC COM 753820109 66 000000002930 SH DEFINED 01 SOLE
RATIONAL SOFTWARE CORP COM NEW 75409P202 638 000000032725 SH DEFINED 01 SOLE
RAVISENT TECHNOLOGIES INC COM 754440105 1,691 000000479071 SH DEFINED 02 SOLE
RAYMOND JAMES FINANCIAL INC COM 754730109 183 000000005156 SH DEFINED 01 SOLE
RAYONIER INC COM 754907103 228 000000004526 SH DEFINED 01 SOLE
RAYOVAC CORP COM 755081106 49 000000002796 SH DEFINED 01 SOLE
RAYTHEON CO COM NEW 755111507 3,377 000000104031 SH DEFINED 01 SOLE
RAYTHEON CO COM NEW 755111507 10,877 000000335000 SH DEFINED 04 SOLE
READ-RITE CORP COM 755246105 107 000000016259 SH DEFINED 01 SOLE
READERS DIGEST ASSN INC CL A NON V 755267101 303 000000013140 SH DEFINED 01 SOLE
READERS DIGEST ASSN INC CL B 755267200 58 000000002600 SH DEFINED 01 SOLE
REALNETWORKS INC COM 75605L104 285 000000048000 SH DEFINED 01 SOLE
REALTY INCOME CORP COM 756109104 131 000000004477 SH DEFINED 01 SOLE
RECKSON ASSOCS RLTY CORP COM 75621K106 125 000000005352 SH DEFINED 01 SOLE
RECKSON ASSOCS RLTY CORP CL B 75621K304 81 000000003200 SH DEFINED 01 SOLE
RECOTON CORP COM 756268108 18 000000001327 SH DEFINED 01 SOLE
RED HAT INC COM 756577102 26 000000003693 SH DEFINED 01 SOLE
REDWOOD TR INC COM 758075402 23 000000000974 SH DEFINED 01 SOLE
REEBOK INTL LTD COM 758110100 406 000000015328 SH DEFINED 01 SOLE
REEBOK INTL LTD COM 758110100 324 000000012231 SH DEFINED 02 SOLE
REGAL BELOIT CORP COM 758750103 56 000000002606 SH DEFINED 01 SOLE
REGENCY CTRS CORP COM 758849103 87 000000003170 SH DEFINED 01 SOLE
REGENERON PHARMACEUTICALS COM 75886F107 193 000000006875 SH DEFINED 01 SOLE
REGENERATION TECH INC DEL COM 75886N100 17 000000001721 SH DEFINED 01 SOLE
REGENT COMMUNICATIONS INC DEL COM 758865109 17 000000002616 SH DEFINED 01 SOLE
REGIS CORP MINN COM 758932107 129 000000005022 SH DEFINED 01 SOLE
REGIONS FINL CORP COM 758940100 2,044 000000068297 SH DEFINED 01 SOLE
REGISTER COM INC COM 75914G101 30 000000002660 SH DEFINED 01 SOLE
REHABCARE GROUP INC COM 759148109 63 000000002159 SH DEFINED 01 SOLE
REINSURANCE GROUP AMER INC COM 759351109 153 000000004600 SH DEFINED 01 SOLE
RELIANCE STEEL & ALUMINUM CO COM 759509102 85 000000003251 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0RELIANT ENERGY INC COM 75952J108 2,895 000000109190 SH DEFINED 01 SOLE
RELIANT ENERGY INC COM 75952J108 124 000000004700 SH DEFINED 06 SOLE
REMEC INC COM 759543101 61 000000006126 SH DEFINED 01 SOLE
REMINGTON OIL & GAS CORP COM 759594302 38 000000002237 SH DEFINED 01 SOLE
RENAISSANCE LEARNING INC COM 75968L105 44 000000001463 SH DEFINED 01 SOLE
REPUBLIC BANCSHARES INC COM 759929102 8 000000000650 SH DEFINED 01 SOLE
RENAL CARE GROUP INC COM 759930100 238 000000007418 SH DEFINED 01 SOLE
RENT A CTR INC NEW COM 76009N100 58 000000001754 SH DEFINED 01 SOLE
RENT WAY INC COM 76009U104 20 000000003347 SH DEFINED 01 SOLE
REPUBLIC BANCORP KY CL A 760281204 12 000000000963 SH DEFINED 01 SOLE
REPUBLIC BANCORP INC COM 760282103 92 000000006654 SH DEFINED 01 SOLE
REPUBLIC SVCS INC COM 760759100 161 000000008071 SH DEFINED 01 SOLE
RESEARCH FRONTIERS INC COM 760911107 22 000000001334 SH DEFINED 01 SOLE
RESMED INC COM 761152107 760 000000014100 SH DEFINED 01 SOLE
RESORTQUEST INTL INC COM 761183102 10 000000002205 SH DEFINED 01 SOLE
RESOURCE AMERICA INC CL A 761195205 19 000000002099 SH DEFINED 01 SOLE
RESOURCE BANCSHARES MTG GROUP COM 761197102 1,139 000000099400 SH DEFINED 01 SOLE
RESOURCES CONNECTION INC COM 76122Q105 24 000000000914 SH DEFINED 01 SOLE
RESPIRONICS INC COM 761230101 144 000000004162 SH DEFINED 01 SOLE
RETEK INC COM 76128Q109 149 000000004997 SH DEFINED 01 SOLE
REVLON INC CL A 761525500 7 000000001082 SH DEFINED 01 SOLE
REYNOLDS & REYNOLDS CO CL A 761695105 51 000000002107 SH DEFINED 01 SOLE
REYNOLDS & REYNOLDS CO CL A 761695105 198 000000008200 SH DEFINED 06 SOLE
REYNOLDS R J TOB HLDGS INC COM 76182K105 327 000000005819 SH DEFINED 01 SOLE
RIBOZYME PHARMACEUTICALS INC COM 762567105 7 000000001588 SH DEFINED 01 SOLE
RICHARDSON ELECTRS LTD COM 763165107 8 000000000711 SH DEFINED 01 SOLE
RIGEL PHARMACEUTICALS INC COM 766559108 16 000000003594 SH DEFINED 01 SOLE
RIGHTCHOICE MANAGED CARE DEL COM 76657T102 12,845 000000183532 SH DEFINED 01 SOLE
RIGGS NATL CORP WASH DC COM 766570105 24 000000001740 SH DEFINED 01 SOLE
RIGHT MGMT CONSULTANTS INC COM 766573109 22 000000001298 SH DEFINED 01 SOLE
RITE AID CORP COM 767754104 64 000000012700 SH DEFINED 01 SOLE
RIVIANA FOODS INC COM 769536103 14 000000000793 SH DEFINED 01 SOLE
ROADWAY CORP COM 769742107 59 000000001615 SH DEFINED 01 SOLE
ROANOKE ELEC STL CORP COM 769841107 20 000000001490 SH DEFINED 01 SOLE
ROBBINS & MYERS INC COM 770196103 25 000000001078 SH DEFINED 01 SOLE
ROBERT HALF INTL INC COM 770323103 1,557 000000058340 SH DEFINED 01 SOLE
ROCK-TENN CO CL A 772739207 22 000000001588 SH DEFINED 01 SOLE
ROCKWELL INTL CORP NEW COM 773903109 880 000000049328 SH DEFINED 01 SOLE
ROCKWELL INTL CORP NEW COM 773903109 44 000000002500 SH DEFINED 06 SOLE
ROCKWELL COLLINS INC COM 774341101 931 000000047787 SH DEFINED 01 SOLE
ROGERS CORP COM 775133101 98 000000003244 SH DEFINED 01 SOLE
ROHM & HAAS CO COM 775371107 2,190 000000063250 SH DEFINED 01 SOLE
ROHN INDS INC COM 775381106 4 000000002341 SH DEFINED 01 SOLE
ROLLINS INC COM 775711104 56 000000002847 SH DEFINED 01 SOLE
ROPER INDS INC NEW COM 776696106 197 000000003996 SH DEFINED 01 SOLE
ROSLYN BANCORP INC COM 778162107 45 000000002584 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ROSS STORES INC COM 778296103 152 000000004752 SH DEFINED 01 SOLE
ROSS STORES INC COM 778296103 301 000000009400 SH DEFINED 06 SOLE
ROWAN COS INC COM 779382100 565 000000029196 SH DEFINED 01 SOLE
ROXIO INC COM 780008108 518 000000031303 SH DEFINED 01 SOLE
ROYAL BANCSHARES PA INC CL A 780081105 9 000000000490 SH DEFINED 01 SOLE
ROYAL DUTCH PETE CO NY REG GLD 780257804 27,830 000000567740 SH DEFINED 01 SOLE
ROYAL DUTCH PETE CO NY REG GLD 780257804 5,468 000000110000 SH DEFINED 02 SOLE
ROYAL DUTCH PETE CO NY REG GLD 780257804 514 000000010500 SH DEFINED 06 SOLE
RUBY TUESDAY INC COM 781182100 178 000000008676 SH DEFINED 01 SOLE
RUDDICK CORP COM 781258108 110 000000006903 SH DEFINED 01 SOLE
RUDOLPH TECHNOLOGIES INC COM 781270103 44 000000001307 SH DEFINED 01 SOLE
RURAL CELLULAR CORP CL A 781904107 21 000000000951 SH DEFINED 01 SOLE
RUSS BERRIE & CO COM 782233100 37 000000001256 SH DEFINED 01 SOLE
RUSSELL CORP COM 782352108 47 000000003177 SH DEFINED 01 SOLE
RYANS FAMILY STEAK HOUSE INC COM 783519101 90 000000004166 SH DEFINED 01 SOLE
RYDER SYS INC COM 783549108 669 000000030215 SH DEFINED 01 SOLE
RYERSON TULL INC NEW COM 78375P107 33 000000003047 SH DEFINED 01 SOLE
RYLAND GROUP INC COM 783764103 396 000000005411 SH DEFINED 01 SOLE
S & T BANCORP INC COM 783859101 77 000000003195 SH DEFINED 01 SOLE
SBC COMMUNICATIONS INC COM 78387G103 38,653 000000986826 SH DEFINED 01 SOLE
SBS TECHNOLOGIES INC COM 78387P103 28 000000001982 SH DEFINED 01 SOLE
SBA COMMUNICATIONS CORP COM 78388J106 70 000000005399 SH DEFINED 01 SOLE
SCM MICROSYSTEMS INC COM 784018103 30 000000002092 SH DEFINED 01 SOLE
SCPIE HLDGS INC COM 78402P104 35 000000001201 SH DEFINED 01 SOLE
SCP POOL CORP COM 784028102 71 000000002608 SH DEFINED 01 SOLE
SEI INVESTMENTS CO COM 784117103 1,045 000000023176 SH DEFINED 01 SOLE
SEMCO ENERGY INC COM 78412D109 26 000000002480 SH DEFINED 01 SOLE
SJW CORP COM 784305104 23 000000000273 SH DEFINED 01 SOLE
SL GREEN RLTY CORP COM 78440X101 121 000000003964 SH DEFINED 01 SOLE
SLI INC COM 78442T108 8 000000003166 SH DEFINED 01 SOLE
SPSS INC COM 78462K102 24 000000001396 SH DEFINED 01 SOLE
SPS TECHNOLOGIES INC COM 784626103 46 000000001323 SH DEFINED 01 SOLE
S1 CORPORATION COM 78463B101 134 000000008298 SH DEFINED 01 SOLE
SPX CORP COM 784635104 162 000000001184 SH DEFINED 01 SOLE
SRI/SURGICAL EXPRESS INC COM 78464W104 4 000000000269 SH DEFINED 01 SOLE
SABA SOFTWARE INC COM 784932105 18 000000003507 SH DEFINED 01 SOLE
SWS GROUP INC COM 78503N107 47 000000001854 SH DEFINED 01 SOLE
S Y BANCORP INC COM 785060104 25 000000000753 SH DEFINED 01 SOLE
SABINE ROYALTY TR UNIT BEN I 785688102 10 000000000500 SH DEFINED 01 SOLE
SABRE HLDGS CORP CL A 785905100 1,496 000000035338 SH DEFINED 01 SOLE
SABRE HLDGS CORP CL A 785905100 139 000000003300 SH DEFINED 06 SOLE
SAFECO CORP COM 786429100 1,621 000000052050 SH DEFINED 01 SOLE
SAFEGUARD SCIENTIFICS INC COM 786449108 56 000000016072 SH DEFINED 01 SOLE
SAFEWAY INC COM NEW 786514208 6,004 000000143814 SH DEFINED 01 SOLE
SAGA COMMUNICATIONS CL A 786598102 27 000000001332 SH DEFINED 01 SOLE
SAGE INC COM 786632109 6,493 000000175178 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ST FRANCIS CAP CORP COM 789374105 23 000000001017 SH DEFINED 01 SOLE
ST JUDE MED INC COM 790849103 2,038 000000026255 SH DEFINED 01 SOLE
ST JUDE MED INC COM 790849103 302 000000003900 SH DEFINED 06 SOLE
ST MARY LD & EXPL CO COM 792228108 80 000000003788 SH DEFINED 01 SOLE
ST PAUL COS INC COM 792860108 2,452 000000055775 SH DEFINED 01 SOLE
ST PAUL COS INC COM 792860108 1,222 000000027800 SH DEFINED 04 SOLE
SAKS INC COM 79377W108 38 000000004175 SH DEFINED 01 SOLE
SALEM COMMUNICATIONS CORP DEL CL A 794093104 27 000000001205 SH DEFINED 01 SOLE
SALTON INC COM 795757103 14 000000000774 SH DEFINED 01 SOLE
SANCHEZ COMPUTER ASSOCS INC COM 799702105 15 000000001822 SH DEFINED 01 SOLE
SANDERSON FARMS INC COM 800013104 13 000000000651 SH DEFINED 01 SOLE
SANDISK CORP COM 80004C101 28 000000002007 SH DEFINED 01 SOLE
SANDY SPRING BANCORP INC COM 800363103 62 000000001973 SH DEFINED 01 SOLE
SANGAMO BIOSCIENCES INC COM 800677106 13 000000001469 SH DEFINED 01 SOLE
SANMINA SCI CORP COM 800907107 3,019 000000151737 SH DEFINED 01 SOLE
SANMINA SCI CORP COM 800907107 173 000000008700 SH DEFINED 06 SOLE
SANGSTAT MED CORP COM 801003104 49 000000002535 SH DEFINED 01 SOLE
SANTANDER BANCORP COM 802809103 20 000000001068 SH DEFINED 01 SOLE
SAPIENT CORP COM 803062108 352 000000045660 SH DEFINED 01 SOLE
SARA LEE CORP COM 803111103 4,633 000000208448 SH DEFINED 01 SOLE
SARA LEE CORP COM 803111103 257 000000011600 SH DEFINED 06 SOLE
SATCON TECHNOLOGY CORP COM 803893106 7 000000001369 SH DEFINED 01 SOLE
SAUER-DANFOSS INC COM 804137107 11 000000001386 SH DEFINED 01 SOLE
SAUL CTRS INC COM 804395101 30 000000001449 SH DEFINED 01 SOLE
SAVIA S A DE C V SPON ADR R 805175106 2,831 000002462252 SH DEFINED 04 SOLE
SCANA CORP NEW COM 80589M102 85 000000003079 SH DEFINED 01 SOLE
SCANSOURCE INC COM 806037107 37 000000000781 SH DEFINED 01 SOLE
SCHAWK INC CL A 806373106 13 000000001229 SH DEFINED 01 SOLE
SCHEIN HENRY INC COM 806407102 779 000000021055 SH DEFINED 01 SOLE
SCHEIN HENRY INC COM 806407102 274 000000007400 SH DEFINED 06 SOLE
SCHERING PLOUGH CORP COM 806605101 14,940 000000417209 SH DEFINED 01 SOLE
SCHERING PLOUGH CORP COM 806605101 103 000000002900 SH DEFINED 06 SOLE
SCHLUMBERGER LTD COM 806857108 8,232 000000149823 SH DEFINED 01 SOLE
SCHOLASTIC CORP COM 807066105 243 000000004830 SH DEFINED 01 SOLE
SCHOLASTIC CORP COM 807066105 161 000000003200 SH DEFINED 06 SOLE
SCHOOL SPECIALTY INC COM 807863105 48 000000002139 SH DEFINED 01 SOLE
SCHULER HOMES INC CL A 808188106 4,585 000000231018 SH DEFINED 01 SOLE
SCHULMAN A INC COM 808194104 66 000000004849 SH DEFINED 01 SOLE
SCHWAB CHARLES CORP NEW COM 808513105 5,512 000000356352 SH DEFINED 01 SOLE
SCHWEITZER-MAUDUIT INTL INC COM 808541106 48 000000002026 SH DEFINED 01 SOLE
SCICLONE PHARMACEUTICALS INC COM 80862K104 13 000000004432 SH DEFINED 01 SOLE
SCIENTIFIC ATLANTA INC COM 808655104 1,763 000000073668 SH DEFINED 01 SOLE
SCIENTIFIC ATLANTA INC COM 808655104 191 000000008000 SH DEFINED 06 SOLE
SCIENTIFIC GAMES CORP CL A 80874P109 18 000000002144 SH DEFINED 01 SOLE
SCIOS INC COM 808905103 511 000000021500 SH DEFINED 01 SOLE
SCOTTS CO CL A 810186106 124 000000002626 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0SCRIPPS E W CO OHIO CL A 811054204 19 000000000300 SH DEFINED 01 SOLE
SEABOARD CORP COM 811543107 40 000000000133 SH DEFINED 01 SOLE
SEACHANGE INTL INC COM 811699107 80 000000002354 SH DEFINED 01 SOLE
SEACOAST FINL SVCS CORP COM 81170Q106 57 000000003363 SH DEFINED 01 SOLE
SEACOAST BKG CORP FLA CL A 811707108 22 000000000495 SH DEFINED 01 SOLE
SEACOR SMIT INC COM 811904101 107 000000002326 SH DEFINED 01 SOLE
SEALED AIR CORP NEW COM 81211K100 938 000000022989 SH DEFINED 01 SOLE
SEARS ROEBUCK & CO COM 812387108 4,294 000000090148 SH DEFINED 01 SOLE
SEARS ROEBUCK & CO COM 812387108 747 000000015700 SH DEFINED 06 SOLE
SEATTLE GENETICS INC COM 812578102 5 000000000957 SH DEFINED 01 SOLE
SECOND BANCORP INC COM 813114105 25 000000001188 SH DEFINED 01 SOLE
SECTOR SPDR TR SBI INT-EN 81369Y506 6,675 000000250000 SH DEFINED 01 SOLE
SECTOR SPDR TR SBI INT-FI 81369Y605 26,300 000001000000 SH DEFINED 01 SOLE
SECTOR SPDR TR SBI INT-TE 81369Y803 6,000 000000250000 SH DEFINED 01 SOLE
SECURE COMPUTING CORP COM 813705100 80 000000003896 SH DEFINED 01 SOLE
SECURITY CAP GROUP INC CL B 81413P204 6,012 000000237000 SH DEFINED 01 SOLE
SEEBEYOND TECHNOLOGIES CORP COM 815704101 37 000000003836 SH DEFINED 01 SOLE
SEITEL INC COM NEW 816074306 37 000000002723 SH DEFINED 01 SOLE
SELECT MEDICAL CORP COM 816196109 20 000000001275 SH DEFINED 01 SOLE
SELECTICA INC COM 816288104 13 000000002235 SH DEFINED 01 SOLE
SELECTIVE INS GROUP INC COM 816300107 75 000000003478 SH DEFINED 01 SOLE
SEMTECH CORP COM 816850101 380 000000010667 SH DEFINED 01 SOLE
SEMPRA ENERGY COM 816851109 1,507 000000061420 SH DEFINED 01 SOLE
SEMPRA ENERGY COM 816851109 76 000000003100 SH DEFINED 06 SOLE
SEMITOOL INC COM 816909105 24 000000002105 SH DEFINED 01 SOLE
SENIOR HSG PPTYS TR SH BEN INT 81721M109 41 000000002971 SH DEFINED 01 SOLE
SENSIENT TECHNOLOGIES CORP COM 81725T100 163 000000007855 SH DEFINED 01 SOLE
SEPRACOR INC COM 817315104 136 000000002390 SH DEFINED 01 SOLE
SEQUA CORPORATION CL A 817320104 37 000000000783 SH DEFINED 01 SOLE
SEQUENOM INC COM 817337108 41 000000003929 SH DEFINED 01 SOLE
SERENA SOFTWARE INC COM 817492101 46 000000002142 SH DEFINED 01 SOLE
SEROLOGICALS CORP COM 817523103 53 000000002505 SH DEFINED 01 SOLE
7-ELEVEN INC COM NEW 817826209 48 000000004163 SH DEFINED 01 SOLE
SHAW GROUP INC COM 820280105 766 000000032600 SH DEFINED 01 SOLE
SHERWIN WILLIAMS CO COM 824348106 1,206 000000043890 SH DEFINED 01 SOLE
SHERWIN WILLIAMS CO COM 824348106 79 000000002900 SH DEFINED 06 SOLE
SHOPKO STORES INC COM 824911101 34 000000003683 SH DEFINED 01 SOLE
SHUFFLE MASTER INC COM 825549108 38 000000002467 SH DEFINED 01 SOLE
SHURGARD STORAGE CTRS INC COM 82567D104 130 000000004089 SH DEFINED 01 SOLE
SICOR INC COM 825846108 116 000000007400 SH DEFINED 06 SOLE
SIEBEL SYS INC COM 826170102 3,366 000000120324 SH DEFINED 01 SOLE
SIERRA HEALTH SVCS INC COM 826322109 26 000000003301 SH DEFINED 01 SOLE
SIERRA PAC RES NEW COM 826428104 255 000000016944 SH DEFINED 01 SOLE
SIGMA ALDRICH CORP COM 826552101 1,434 000000036391 SH DEFINED 01 SOLE
SIGNALSOFT CORP COM 82668M102 11 000000002577 SH DEFINED 01 SOLE
SILICON LABORATORIES INC COM 826919102 40 000000001187 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0SILGAN HOLDINGS INC COM 827048109 34 000000001336 SH DEFINED 01 SOLE
SILICON IMAGE INC COM 82705T102 28 000000007608 SH DEFINED 01 SOLE
SILICON GRAPHICS INC COM 827056102 55 000000026517 SH DEFINED 01 SOLE
SILICON STORAGE TECHNOLOGY INC COM 827057100 101 000000010482 SH DEFINED 01 SOLE
SILICON VY BANCSHARES COM 827064106 188 000000007050 SH DEFINED 01 SOLE
SILICONIX INC COM NEW 827079203 21 000000000800 SH DEFINED 01 SOLE
SIMMONS 1ST NATL CORP CL A $5 PA 828730200 31 000000000968 SH DEFINED 01 SOLE
SIMON PPTY GROUP INC NEW COM 828806109 82 000000002800 SH DEFINED 01 SOLE
SIMPLEX SOLUTIONS INC COM 828854109 9 000000000569 SH DEFINED 01 SOLE
SIMPSON MANUFACTURING CO INC COM 829073105 58 000000001015 SH DEFINED 01 SOLE
SINCLAIR BROADCAST GROUP INC CL A 829226109 31 000000003328 SH DEFINED 01 SOLE
SINOPEC SHANGHAI PETROCHEMICAL SPON ADR H 82935M109 27 000000003000 SH DEFINED 01 SOLE
SIRENZA MICRODEVICES INC COM 82966T106 8 000000001404 SH DEFINED 01 SOLE
SIRIUS SATELLITE RADIO INC COM 82966U103 75 000000006473 SH DEFINED 01 SOLE
SITEL CORP COM 82980K107 18 000000007657 SH DEFINED 01 SOLE
SIPEX CORP COM 829909100 43 000000003378 SH DEFINED 01 SOLE
SIX FLAGS INC COM 83001P109 150 000000009816 SH DEFINED 01 SOLE
SKECHERS U S A INC CL A 830566105 32 000000002202 SH DEFINED 01 SOLE
SKILLSOFT CORP COM 83066P101 18 000000000698 SH DEFINED 01 SOLE
SKYLINE CORP COM 830830105 27 000000000854 SH DEFINED 01 SOLE
SKYWEST INC COM 830879102 638 000000025100 SH DEFINED 01 SOLE
SMART & FINAL INC COM 831683107 16 000000001605 SH DEFINED 01 SOLE
SMITH A O COM 831865209 26 000000001361 SH DEFINED 01 SOLE
SMITH INTL INC COM 832110100 506 000000009452 SH DEFINED 01 SOLE
SMITH INTL INC COM 832110100 155 000000002900 SH DEFINED 06 SOLE
SMITHFIELD FOODS INC COM 832248108 145 000000006580 SH DEFINED 01 SOLE
SMITHFIELD FOODS INC COM 832248108 193 000000008800 SH DEFINED 06 SOLE
SMUCKER J M CO COM 832696306 116 000000003306 SH DEFINED 01 SOLE
SMURFIT-STONE CONTAINER CORP COM 832727101 819 000000051311 SH DEFINED 01 SOLE
SNAP ON INC COM 833034101 507 000000015068 SH DEFINED 01 SOLE
SOLA INTL INC COM 834092108 60 000000003120 SH DEFINED 01 SOLE
SOLECTRON CORP COM 834182107 2,616 000000231950 SH DEFINED 01 SOLE
SOLUTIA INC COM 834376105 42 000000003064 SH DEFINED 01 SOLE
SOMERA COMMUNICATION COM 834458101 30 000000004038 SH DEFINED 01 SOLE
SONIC AUTOMOTIVE INC CL A 83545G102 74 000000003162 SH DEFINED 01 SOLE
SONIC CORP COM 835451105 103 000000002863 SH DEFINED 01 SOLE
SONICBLUE INC COM 83546Q109 51 000000012774 SH DEFINED 01 SOLE
SONICWALL INC COM 835470105 113 000000005842 SH DEFINED 01 SOLE
SONOCO PRODS CO COM 835495102 135 000000005109 SH DEFINED 01 SOLE
SONOSITE INC COM 83568G104 36 000000001415 SH DEFINED 01 SOLE
SORRENTO NETWORKS CORP COM 83586Q100 6 000000001745 SH DEFINED 01 SOLE
SOTHEBYS HLDGS INC CL A 835898107 105 000000006346 SH DEFINED 01 SOLE
SOUNDVIEW TECHNOLOGY GROUP NEW COM 83611Q109 15 000000006806 SH DEFINED 01 SOLE
SOUTH FINL GROUP INC COM 837841105 100 000000005643 SH DEFINED 01 SOLE
SOUTH JERSEY INDS INC COM 838518108 52 000000001613 SH DEFINED 01 SOLE
SOUTHERN CO COM 842587107 4,585 000000180899 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0SOUTHERN PERU COPPER CORP COM 843611104 22 000000001923 SH DEFINED 01 SOLE
SOUTHERN UN CO NEW COM 844030106 84 000000004494 SH DEFINED 01 SOLE
SOUTHTRUST CORP COM 844730101 2,611 000000105847 SH DEFINED 01 SOLE
SOUTHTRUST CORP COM 844730101 298 000000012100 SH DEFINED 06 SOLE
SOUTHWEST AIRLS CO COM 844741108 4,432 000000239870 SH DEFINED 01 SOLE
SOUTHWEST BANCORPORATION TEX COM 84476R109 107 000000003542 SH DEFINED 01 SOLE
SOUTHWEST GAS CORP COM 844895102 89 000000004005 SH DEFINED 01 SOLE
SOUTHWESTERN ENERGY CO COM 845467109 35 000000003440 SH DEFINED 01 SOLE
SOVEREIGN BANCORP INC COM 845905108 88 000000007263 SH DEFINED 01 SOLE
SOVRAN SELF STORAGE INC COM 84610H108 52 000000001679 SH DEFINED 01 SOLE
SPANISH BROADCASTING SYS INC CL A 846425882 49 000000005051 SH DEFINED 01 SOLE
SPARTAN STORES INC COM 846822104 32 000000002699 SH DEFINED 01 SOLE
SPARTECH CORP COM NEW 847220209 37 000000001839 SH DEFINED 01 SOLE
SPECIALTY LABORATORIES INC COM 84749R100 19 000000000701 SH DEFINED 01 SOLE
SPECTRA-PHYSICS INC COM 847568102 8 000000000504 SH DEFINED 01 SOLE
SPECTRALINK CORP COM 847580107 35 000000002055 SH DEFINED 01 SOLE
SPECTRASITE HLDGS INC COM 84760T100 33 000000009350 SH DEFINED 01 SOLE
SPECTRIAN CORP COM 847608106 17 000000001551 SH DEFINED 01 SOLE
SPEECHWORKS INTL INC COM 84764M101 37 000000003320 SH DEFINED 01 SOLE
SPEEDWAY MOTORSPORTS INC COM 847788106 45 000000001808 SH DEFINED 01 SOLE
SPHERION CORP COM 848420105 69 000000007153 SH DEFINED 01 SOLE
SPIEGEL INC CL A 848457107 9 000000002036 SH DEFINED 01 SOLE
SPINNAKER EXPL CO COM 84855W109 433 000000010523 SH DEFINED 01 SOLE
SPORTS RESORTS INTL INC COM 84918U108 25 000000003322 SH DEFINED 01 SOLE
SPRINT CORP COM FON GR 852061100 5,515 000000274653 SH DEFINED 01 SOLE
SPRINT CORP COM FON GR 852061100 202 000000010100 SH DEFINED 06 SOLE
SPRINT CORP PCS COM SE 852061506 6,952 000000284811 SH DEFINED 01 SOLE
SPRINT CORP PCS COM SE 852061506 146 000000006000 SH DEFINED 06 SOLE
STAMPS COM INC COM 852857101 17 000000004808 SH DEFINED 01 SOLE
STANCORP FINL GROUP INC COM 852891100 404 000000008565 SH DEFINED 01 SOLE
STANDARD COML CORP COM 853258101 23 000000001398 SH DEFINED 01 SOLE
STANDARD MICROSYSTEMS CORP COM 853626109 30 000000001993 SH DEFINED 01 SOLE
STANDARD MTR PRODS INC COM 853666105 13 000000000988 SH DEFINED 01 SOLE
STANDARD PAC CORP NEW COM 85375C101 99 000000004072 SH DEFINED 01 SOLE
STANDARD REGISTER CO COM 853887107 33 000000001804 SH DEFINED 01 SOLE
STANDEX INTL CORP COM 854231107 32 000000001487 SH DEFINED 01 SOLE
STANLEY FURNITURE INC COM NEW 854305208 17 000000000722 SH DEFINED 01 SOLE
STANLEY WKS COM 854616109 1,113 000000023910 SH DEFINED 01 SOLE
STARBASE CORP COM NEW 854910205 6 000000009547 SH DEFINED 01 SOLE
STAPLES INC COM 855030102 2,697 000000144231 SH DEFINED 01 SOLE
STAR SCIENTIFIC INC COM 85517P101 7 000000002774 SH DEFINED 01 SOLE
STARBUCKS CORP COM 855244109 2,315 000000121525 SH DEFINED 01 SOLE
STARMEDIA NETWORK INC COM 855546107 1 000000004631 SH DEFINED 01 SOLE
STARTEK INC COM 85569C107 20 000000001091 SH DEFINED 01 SOLE
STATE AUTO FINL CORP COM 855707105 27 000000001697 SH DEFINED 01 SOLE
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 1,816 000000060861 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 17,492 000000586000 SH DEFINED 04 SOLE
STATE STR CORP COM 857477103 5,437 000000104070 SH DEFINED 01 SOLE
STATEN IS BANCORP INC COM 857550107 126 000000007750 SH DEFINED 01 SOLE
STATION CASINOS INC COM 857689103 51 000000004588 SH DEFINED 01 SOLE
STEAK N SHAKE CO COM 857873103 33 000000003013 SH DEFINED 01 SOLE
STEEL DYNAMICS INC COM 858119100 39 000000003430 SH DEFINED 01 SOLE
STEELCASE INC CL A 858155203 39 000000002700 SH DEFINED 01 SOLE
STEIN MART INC COM 858375108 28 000000003393 SH DEFINED 01 SOLE
STEINWAY MUSICAL INSTRS INC COM ORD 858495104 13 000000000836 SH DEFINED 01 SOLE
STELLENT INC COM 85856W105 75 000000002551 SH DEFINED 01 SOLE
STEPAN CO COM 858586100 20 000000000855 SH DEFINED 01 SOLE
STERLING BANCSHARES INC COM 858907108 60 000000004820 SH DEFINED 01 SOLE
STERICYCLE INC COM 858912108 133 000000002191 SH DEFINED 01 SOLE
STERIS CORP COM 859152100 548 000000029997 SH DEFINED 01 SOLE
STERLING BANCORP COM 859158107 35 000000001213 SH DEFINED 01 SOLE
STERLING FINL CORP COM 859317109 37 000000001532 SH DEFINED 01 SOLE
STEWART & STEVENSON SVCS INC COM 860342104 80 000000004273 SH DEFINED 01 SOLE
STEWART ENTERPRISES INC CL A 860370105 78 000000013138 SH DEFINED 01 SOLE
STEWART INFORMATION SVCS CORP COM 860372101 57 000000002887 SH DEFINED 01 SOLE
STILLWATER MNG CO COM 86074Q102 97 000000005292 SH DEFINED 01 SOLE
STILWELL FINL INC COM 860831106 1,567 000000057601 SH DEFINED 01 SOLE
STMICROELECTRONICS N V NY REGISTR 861012102 348 000000011000 SH DEFINED 01 SOLE
STONE ENERGY CORP COM 861642106 467 000000011833 SH DEFINED 01 SOLE
STONERIDGE INC COM 86183P102 15 000000001710 SH DEFINED 01 SOLE
STORAGE USA INC COM 861907103 6,404 000000152124 SH DEFINED 01 SOLE
STORAGE TECHNOLOGY CORP COM PAR $0 862111200 63 000000003081 SH DEFINED 01 SOLE
STORAGE TECHNOLOGY CORP COM PAR $0 862111200 198 000000009600 SH DEFINED 06 SOLE
STRATEGIC DIAGNOSTICS INC COM 862700101 238 000000037605 SH DEFINED 02 SOLE
STRATOS LIGHTWAVE INC COM 863100103 53 000000008753 SH DEFINED 01 SOLE
STRAYER ED INC COM 863236105 20 000000000428 SH DEFINED 01 SOLE
STRIDE RITE CORP COM 863314100 37 000000005716 SH DEFINED 01 SOLE
STRYKER CORP COM 863667101 3,465 000000059365 SH DEFINED 01 SOLE
STUDENT LN CORP COM 863902102 44 000000000546 SH DEFINED 01 SOLE
STURM RUGER & CO INC COM 864159108 32 000000002679 SH DEFINED 01 SOLE
SUFFOLK BANCORP COM 864739107 43 000000000804 SH DEFINED 01 SOLE
SUIZA FOODS CORP COM 865077101 2,399 000000035182 SH DEFINED 01 SOLE
SUMMIT PPTYS INC COM 866239106 86 000000003457 SH DEFINED 01 SOLE
SUN COMMUNITIES INC COM 866674104 75 000000002040 SH DEFINED 01 SOLE
SUN MICROSYSTEMS INC COM 866810104 10,619 000000863374 SH DEFINED 01 SOLE
SUN MICROSYSTEMS INC COM 866810104 194 000000015800 SH DEFINED 06 SOLE
SUNGARD DATA SYS INC COM 867363103 535 000000018514 SH DEFINED 01 SOLE
SUNOCO INC COM 86764P109 1,775 000000047557 SH DEFINED 01 SOLE
SUNOCO INC COM 86764P109 153 000000004100 SH DEFINED 06 SOLE
SUNRISE ASSISTED LIVING INC COM 86768K106 69 000000002393 SH DEFINED 01 SOLE
SUNRISE TELECOM INC COM 86769Y105 10 000000002507 SH DEFINED 01 SOLE
SUNTRUST BKS INC COM 867914103 5,966 000000095158 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0SUNTRUST BKS INC COM 867914103 156 000000002500 SH DEFINED 06 SOLE
SUPERGEN INC COM 868059106 32 000000002282 SH DEFINED 01 SOLE
SUPERIOR ENERGY SVCS INC COM 868157108 51 000000006009 SH DEFINED 01 SOLE
SUPERIOR INDS INTL INC COM 868168105 133 000000003325 SH DEFINED 01 SOLE
SUPERTEX INC COM 868532102 18 000000001077 SH DEFINED 01 SOLE
SUPERVALU INC COM 868536103 1,278 000000057791 SH DEFINED 01 SOLE
SUPERVALU INC COM 868536103 238 000000010800 SH DEFINED 06 SOLE
SUPPORT COM INC COM 868587106 18 000000002970 SH DEFINED 01 SOLE
SUREBEAM CORP CL A 86866R102 9 000000000950 SH DEFINED 01 SOLE
SURMODICS INC COM 868873100 65 000000001786 SH DEFINED 01 SOLE
SUSQUEHANNA BANCSHARES INC PA COM 869099101 111 000000005370 SH DEFINED 01 SOLE
SWIFT ENERGY CO COM 870738101 194 000000009653 SH DEFINED 01 SOLE
SWIFT TRANSN CO COM 870756103 237 000000011041 SH DEFINED 01 SOLE
SYBASE INC COM 871130100 182 000000011603 SH DEFINED 01 SOLE
SYBRON DENTAL SPECIALTIES INC COM 871142105 1,276 000000059173 SH DEFINED 01 SOLE
SYKES ENTERPRISES INC COM 871237103 40 000000004290 SH DEFINED 01 SOLE
SYLVAN LEARNING SYS INC COM 871399101 236 000000010695 SH DEFINED 01 SOLE
SYMANTEC CORP COM 871503108 348 000000005248 SH DEFINED 01 SOLE
SYMANTEC CORP COM 871503108 212 000000003200 SH DEFINED 06 SOLE
SYMBOL TECHNOLOGIES INC COM 871508107 1,066 000000067136 SH DEFINED 01 SOLE
SYMMETRICOM INC COM 871543104 23 000000003066 SH DEFINED 01 SOLE
SYMYX TECHNOLOGIES COM 87155S108 74 000000003507 SH DEFINED 01 SOLE
SYNCOR INTL CORP DEL COM 87157J106 77 000000002695 SH DEFINED 01 SOLE
SYNPLICITY INC COM 87160Y108 19 000000001441 SH DEFINED 01 SOLE
SYNOPSYS INC COM 871607107 102 000000001743 SH DEFINED 01 SOLE
SYNOVUS FINL CORP COM 87161C105 2,580 000000103005 SH DEFINED 01 SOLE
SYNTEL INC COM 87162H103 8 000000000691 SH DEFINED 01 SOLE
SYNTROLEUM CORP COM 871630109 20 000000002945 SH DEFINED 01 SOLE
SYSCO CORP COM 871829107 4,726 000000180252 SH DEFINED 01 SOLE
SYSCO CORP COM 871829107 25,118 000000958000 SH DEFINED 04 SOLE
SYSTEMS & COMPUTER TECHNOLOGY COM 871873105 43 000000004226 SH DEFINED 01 SOLE
TBC CORP COM 872180104 31 000000002361 SH DEFINED 01 SOLE
TCF FINL CORP COM 872275102 233 000000004860 SH DEFINED 01 SOLE
TCF FINL CORP COM 872275102 71 000000001500 SH DEFINED 06 SOLE
TECO ENERGY INC COM 872375100 1,186 000000045213 SH DEFINED 01 SOLE
THQ INC COM NEW 872443403 977 000000020170 SH DEFINED 01 SOLE
TJX COS INC NEW COM 872540109 3,554 000000089178 SH DEFINED 01 SOLE
TJX COS INC NEW COM 872540109 394 000000009900 SH DEFINED 06 SOLE
TRC COS INC COM 872625108 36 000000000727 SH DEFINED 01 SOLE
TRW INC COM 872649108 1,847 000000049866 SH DEFINED 01 SOLE
TMP WORLDWIDE INC COM 872941109 1,591 000000037101 SH DEFINED 01 SOLE
TTM TECHNOLOGIES INC COM 87305R109 15 000000001554 SH DEFINED 01 SOLE
TXU CORP COM 873168108 4,002 000000084890 SH DEFINED 01 SOLE
TXU CORP COM 873168108 471 000000010000 SH DEFINED 06 SOLE
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 80 000000005003 SH DEFINED 01 SOLE
TALBOTS INC COM 874161102 598 000000016500 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0TALX CORP COM 874918105 39 000000001601 SH DEFINED 01 SOLE
TANGER FACTORY OUTLET CTRS INC COM 875465106 14 000000000712 SH DEFINED 01 SOLE
TANOX INC COM 87588Q109 61 000000003311 SH DEFINED 01 SOLE
TARGET CORP COM 87612E106 10,588 000000257940 SH DEFINED 01 SOLE
TARGETED GENETICS CORP COM 87612M108 13 000000005131 SH DEFINED 01 SOLE
TAUBMAN CTRS INC COM 876664103 58 000000003956 SH DEFINED 01 SOLE
TECH DATA CORP COM 878237106 767 000000017740 SH DEFINED 01 SOLE
TECHNE CORP COM 878377100 208 000000005668 SH DEFINED 01 SOLE
TECHNITROL INC COM 878555101 114 000000004136 SH DEFINED 01 SOLE
TECUMSEH PRODS CO CL B 878895101 2,095 000000043080 SH DEFINED 01 SOLE
TECUMSEH PRODS CO CL A 878895200 132 000000002618 SH DEFINED 01 SOLE
TEJON RANCH CO DEL COM 879080109 23 000000000974 SH DEFINED 01 SOLE
TEKELEC COM 879101103 16 000000000900 SH DEFINED 01 SOLE
TEKTRONIX INC COM 879131100 890 000000034541 SH DEFINED 01 SOLE
TELECORP PCS INC NEW CL A 879300101 6,509 000000522014 SH DEFINED 01 SOLE
TELEDYNE TECHNOLOGIES INC COM 879360105 70 000000004347 SH DEFINED 01 SOLE
TELEFLEX INC COM 879369106 54 000000001143 SH DEFINED 01 SOLE
TELEFONOS DE MEXICO S A SR DB CV 4 879403AD5 37,096 000029500000 SH DEFINED 01 SOLE
TELEPHONE & DATA SYS INC COM 879433100 9,264 000000103221 SH DEFINED 01 SOLE
TELIK INC COM 87959M109 38 000000002888 SH DEFINED 01 SOLE
TELLABS INC COM 879664100 1,920 000000128390 SH DEFINED 01 SOLE
TEMPLE INLAND INC COM 879868107 1,131 000000019945 SH DEFINED 01 SOLE
TEMPLE INLAND INC COM 879868107 68 000000001200 SH DEFINED 06 SOLE
TELETECH HOLDINGS INC COM 879939106 70 000000004924 SH DEFINED 01 SOLE
TENET HEALTHCARE CORP COM 88033G100 5,819 000000099099 SH DEFINED 01 SOLE
TENET HEALTHCARE CORP COM 88033G100 281 000000004800 SH DEFINED 06 SOLE
TENNANT CO COM 880345103 45 000000001233 SH DEFINED 01 SOLE
TERADYNE INC COM 880770102 1,536 000000050965 SH DEFINED 01 SOLE
TERAYON COMMUNICATION SYS COM 880775101 132 000000016061 SH DEFINED 01 SOLE
TEREX CORP NEW COM 880779103 75 000000004329 SH DEFINED 01 SOLE
TERRA INDS INC COM 880915103 18 000000005272 SH DEFINED 01 SOLE
TERREMARK WORLDWIDE INC COM 881448104 11 000000020624 SH DEFINED 01 SOLE
TESORO PETE CORP COM 881609101 194 000000014840 SH DEFINED 01 SOLE
TETRA TECHNOLOGIES INC DEL COM 88162F105 34 000000001640 SH DEFINED 01 SOLE
TETRA TECH INC NEW COM 88162G103 132 000000006666 SH DEFINED 01 SOLE
TEXAS BIOTECHNOLOGY CORP COM 88221T104 38 000000005951 SH DEFINED 01 SOLE
TEXAS INDS INC COM 882491103 241 000000006558 SH DEFINED 01 SOLE
TEXAS INSTRS INC COM 882508104 13,445 000000480179 SH DEFINED 01 SOLE
TEXAS REGL BANCSHARES INC CL A VTG 882673106 71 000000001889 SH DEFINED 01 SOLE
TEXTRON INC COM 883203101 2,087 000000050361 SH DEFINED 01 SOLE
THERAGENICS CORP COM 883375107 39 000000004051 SH DEFINED 01 SOLE
THERMA-WAVE INC COM 88343A108 32 000000002210 SH DEFINED 01 SOLE
THERMO ELECTRON CORP COM 883556102 1,247 000000052269 SH DEFINED 01 SOLE
THIRD WAVE TECHNOLOGIES INC COM 88428W108 7 000000001026 SH DEFINED 01 SOLE
THOMAS & BETTS CORP COM 884315102 487 000000023073 SH DEFINED 01 SOLE
THOMAS INDS INC COM 884425109 51 000000002076 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0THOR INDS INC COM 885160101 43 000000001169 SH DEFINED 01 SOLE
THORATEC CORP COM NEW 885175307 83 000000004915 SH DEFINED 01 SOLE
THORNBURG MTG INC COM 885218107 87 000000004426 SH DEFINED 01 SOLE
3DO CO COM 88553W105 10 000000005088 SH DEFINED 01 SOLE
3COM CORP COM 885535104 371 000000058225 SH DEFINED 01 SOLE
3-D SYS CORP DEL COM NEW 88554D205 15 000000001112 SH DEFINED 01 SOLE
THREE FIVE SYS INC COM 88554L108 46 000000002920 SH DEFINED 01 SOLE
3-DIMENSIONAL PHARMACEUTICALS COM 88554W104 7 000000000853 SH DEFINED 01 SOLE
3TEC ENERGY CORP COM NEW 88575R308 28 000000002011 SH DEFINED 01 SOLE
TIDEWATER INC COM 886423102 273 000000008080 SH DEFINED 01 SOLE
TIDEWATER INC COM 886423102 172 000000005100 SH DEFINED 06 SOLE
TIFFANY & CO NEW COM 886547108 1,850 000000058814 SH DEFINED 01 SOLE
TIMBERLAND CO CL A 887100105 101 000000002741 SH DEFINED 01 SOLE
TIMKEN CO COM 887389104 136 000000008451 SH DEFINED 01 SOLE
TITAN CORP COM 888266103 468 000000018759 SH DEFINED 01 SOLE
TITAN PHARMACEUTICALS INC DEL COM 888314101 33 000000003372 SH DEFINED 01 SOLE
TITANIUM METALS CORP COM 888339108 10 000000002674 SH DEFINED 01 SOLE
TIVO INC COM 888706108 15 000000002341 SH DEFINED 01 SOLE
TOKIO MARINE & FIRE INS LTD ADR NEW 889090403 1 000000000050 SH DEFINED 01 SOLE
TOLL BROTHERS INC COM 889478103 915 000000020857 SH DEFINED 01 SOLE
TOLLGRADE COMMUNICATIONS INC COM 889542106 124 000000003735 SH DEFINED 01 SOLE
TOMPKINSTRUSTCO INC COM 890110109 35 000000000891 SH DEFINED 01 SOLE
TOO INC COM 890333107 350 000000012739 SH DEFINED 01 SOLE
TOOTSIE ROLL INDS INC COM 890516107 58 000000001485 SH DEFINED 01 SOLE
TOPPS INC COM 890786106 60 000000004991 SH DEFINED 01 SOLE
TORCHMARK CORP COM 891027104 1,860 000000047314 SH DEFINED 01 SOLE
TORO CO COM 891092108 76 000000001707 SH DEFINED 01 SOLE
TOWER AUTOMOTIVE INC COM 891707101 50 000000005616 SH DEFINED 01 SOLE
TOTAL SYS SVCS INC COM 891906109 406 000000019200 SH DEFINED 01 SOLE
TOWN & CTRY TR SH BEN INT 892081100 40 000000001933 SH DEFINED 01 SOLE
TOYS R US INC COM 892335100 1,349 000000065061 SH DEFINED 01 SOLE
TRADESTATION GROUP INC COM 89267P105 4 000000002773 SH DEFINED 01 SOLE
TRAMMELL CROW CO COM 89288R106 36 000000003116 SH DEFINED 01 SOLE
TRANS WORLD ENTMT CORP COM 89336Q100 27 000000003615 SH DEFINED 01 SOLE
TRANSACTION SYS ARCHITECTS CL A 893416107 375 000000030588 SH DEFINED 01 SOLE
TRANSGENOMIC INC COM 89365K206 19 000000001733 SH DEFINED 01 SOLE
TRANSKARYOTIC THERAPIES INC COM 893735100 135 000000003163 SH DEFINED 01 SOLE
TRANSMONTAIGNE INC COM 893934109 11 000000002133 SH DEFINED 01 SOLE
TRAVELOCITY COM INC COM 893953109 72 000000002517 SH DEFINED 01 SOLE
TRANSWITCH CORP COM 894065101 67 000000015064 SH DEFINED 01 SOLE
TREDEGAR CORP COM 894650100 41 000000002161 SH DEFINED 01 SOLE
TREMONT CORP COM PAR $1 894745207 5 000000000175 SH DEFINED 01 SOLE
TRENDWEST RESORTS INC COM 894917103 24 000000000979 SH DEFINED 01 SOLE
TREX INC COM 89531P105 16 000000000845 SH DEFINED 01 SOLE
TRIAD HOSPITALS INC COM 89579K109 88 000000003018 SH DEFINED 01 SOLE
TRIANGLE PHARMACEUTICALS INC COM 89589H104 25 000000006347 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0TRIAD GTY INC COM 895925105 34 000000000946 SH DEFINED 01 SOLE
TRIARC COS INC CL A 895927101 39 000000001614 SH DEFINED 01 SOLE
TRICON GLOBAL RESTAURANTS COM 895953107 2,718 000000055256 SH DEFINED 01 SOLE
TRIBUNE CO NEW COM 896047107 3,096 000000082724 SH DEFINED 01 SOLE
TRICO MARINE SERVICES INC COM 896106101 25 000000003372 SH DEFINED 01 SOLE
TRIGON HEALTHCARE INC COM 89618L100 73 000000001052 SH DEFINED 01 SOLE
TRIKON TECHNOLOGIES INC COM NEW 896187408 17 000000001483 SH DEFINED 01 SOLE
TRIMBLE NAVIGATION LTD COM 896239100 55 000000003408 SH DEFINED 01 SOLE
TRIMERIS INC COM 896263100 106 000000002376 SH DEFINED 01 SOLE
TRINITY INDS INC COM 896522109 172 000000006348 SH DEFINED 01 SOLE
TRIPATH TECHNOLOGY INC COM 89672P104 3 000000002137 SH DEFINED 01 SOLE
TRIQUINT SEMICONDUCTOR INC COM 89674K103 362 000000029539 SH DEFINED 01 SOLE
TRITON PCS HLDGS INC CL A 89677M106 120 000000004100 SH DEFINED 01 SOLE
TRIUMPH GROUP INC NEW COM 896818101 70 000000002159 SH DEFINED 01 SOLE
TRIZETTO GROUP INC COM 896882107 39 000000003037 SH DEFINED 01 SOLE
TRIPATH IMAGING INC COM 896942109 25 000000003412 SH DEFINED 01 SOLE
TROPICAL SPORTSWEAR INTL CORP COM 89708P102 11 000000000620 SH DEFINED 01 SOLE
TROY FINL CORP COM 897329108 13 000000000559 SH DEFINED 01 SOLE
TRUST CO NJ JERSEY CITY NEW COM 898304100 63 000000002539 SH DEFINED 01 SOLE
TRUSTCO BK CORP N Y COM 898349105 122 000000009717 SH DEFINED 01 SOLE
TUESDAY MORNING CORP COM NEW 899035505 21 000000001178 SH DEFINED 01 SOLE
TULARIK INC COM 899165104 63 000000002651 SH DEFINED 01 SOLE
TUPPERWARE CORP COM 899896104 498 000000025891 SH DEFINED 01 SOLE
TURNSTONE SYSTEMS INC COM 900423104 15 000000004019 SH DEFINED 01 SOLE
TWEETER HOME ENTMT GROUP INC COM 901167106 76 000000002634 SH DEFINED 01 SOLE
II VI INC COM 902104108 24 000000001420 SH DEFINED 01 SOLE
TYCO INTL LTD NEW COM 902124106 32,223 000000547095 SH DEFINED 01 SOLE
TYCO INTL LTD NEW COM 902124106 818 000000013900 SH DEFINED 06 SOLE
TYSON FOODS INC CL A 902494103 192 000000016665 SH DEFINED 01 SOLE
UAL CORP COM PAR $0 902549500 133 000000009900 SH DEFINED 01 SOLE
UCAR INTL INC COM 90262K109 99 000000009255 SH DEFINED 01 SOLE
UCBH HOLDINGS INC COM 90262T308 75 000000002643 SH DEFINED 01 SOLE
UGI CORP NEW COM 902681105 112 000000003717 SH DEFINED 01 SOLE
UICI COM 902737105 70 000000005230 SH DEFINED 01 SOLE
UIL HLDG CORP COM 902748102 86 000000001694 SH DEFINED 01 SOLE
UMB FINL CORP COM 902788108 86 000000002171 SH DEFINED 01 SOLE
USX MARATHON GROUP COM NEW 902905827 3,360 000000112016 SH DEFINED 01 SOLE
USX MARATHON GROUP COM NEW 902905827 153 000000005100 SH DEFINED 06 SOLE
U S B HLDG INC COM 902910108 25 000000001499 SH DEFINED 01 SOLE
UST INC COM 902911106 1,562 000000044645 SH DEFINED 01 SOLE
U S RESTAURANT PPTYS INC COM 902971100 37 000000002555 SH DEFINED 01 SOLE
US BANCORP DEL COM NEW 902973304 11,329 000000541289 SH DEFINED 01 SOLE
US BANCORP DEL COM NEW 902973304 22,369 000001068784 SH DEFINED 04 SOLE
USA NETWORKS INC COM 902984103 516 000000018900 SH DEFINED 01 SOLE
UNB CORP OHIO COM 903056109 26 000000001428 SH DEFINED 01 SOLE
URS CORP NEW COM 903236107 90 000000003291 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0U S G CORP COM NEW 903293405 28 000000005045 SH DEFINED 01 SOLE
USEC INC COM 90333E108 79 000000011062 SH DEFINED 01 SOLE
U S CONCRETE INC COM 90333L102 17 000000002603 SH DEFINED 01 SOLE
U S PHYSICAL THERAPY INC COM 90337L108 10 000000000620 SH DEFINED 01 SOLE
USX-U S STL COM 90337T101 510 000000028209 SH DEFINED 01 SOLE
US UNWIRED INC CL A 90338R104 42 000000004157 SH DEFINED 01 SOLE
US ONCOLOGY INC COM 90338W103 97 000000012945 SH DEFINED 01 SOLE
UBIQUITEL INC COM 903474302 56 000000007555 SH DEFINED 01 SOLE
ULTICOM INC COM 903844108 12 000000001268 SH DEFINED 01 SOLE
ULTIMATE ELECTRS INC COM 903849107 35 000000001182 SH DEFINED 01 SOLE
USA ED INC COM 90390U102 3,948 000000046997 SH DEFINED 01 SOLE
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 24,848 000000502184 SH DEFINED 01 SOLE
ULTRATECH STEPPER INC COM 904034105 45 000000002746 SH DEFINED 01 SOLE
UMPQUA HLDGS CORP COM 904214103 26 000000001979 SH DEFINED 01 SOLE
UNIFI INC COM 904677101 61 000000008485 SH DEFINED 01 SOLE
UNIFIRST CORP MASS COM 904708104 24 000000001092 SH DEFINED 01 SOLE
UNILEVER N V N Y SHS NE 904784709 8,655 000000150245 SH DEFINED 01 SOLE
UNION PAC CORP COM 907818108 3,792 000000066543 SH DEFINED 01 SOLE
UNION PLANTERS CORP COM 908068109 1,640 000000036352 SH DEFINED 01 SOLE
UNION PLANTERS CORP COM 908068109 216 000000004800 SH DEFINED 06 SOLE
UNIROYAL TECHNOLOGY CORP COM 909163107 6 000000001971 SH DEFINED 01 SOLE
UNISOURCE ENERGY CORP COM 909205106 77 000000004277 SH DEFINED 01 SOLE
UNISYS CORP COM 909214108 1,041 000000083045 SH DEFINED 01 SOLE
UNIT CORP COM 909218109 63 000000004915 SH DEFINED 01 SOLE
UNITED AUTO GROUP INC COM 909440109 18 000000000730 SH DEFINED 01 SOLE
UNITED CMNTY FINL CORP OHIO COM 909839102 31 000000004306 SH DEFINED 01 SOLE
UNITED BANKSHARES INC WEST VA COM 909907107 161 000000005607 SH DEFINED 01 SOLE
UNITED DOMINION REALTY TR INC COM 910197102 194 000000013532 SH DEFINED 01 SOLE
UNITED FIRE & CAS CO COM 910331107 24 000000000864 SH DEFINED 01 SOLE
UNITED INDL CORP COM 910671106 29 000000001756 SH DEFINED 01 SOLE
UNITED NATL BANCORP N J COM 910909100 48 000000002039 SH DEFINED 01 SOLE
UNITED NAT FOODS INC COM 911163103 31 000000001244 SH DEFINED 01 SOLE
UNITED PARCEL SERVICE INC CL B 911312106 1,411 000000025900 SH DEFINED 01 SOLE
UNITED RENTALS INC COM 911363109 92 000000004055 SH DEFINED 01 SOLE
US AIRWAYS GROUP INC COM 911905107 206 000000032530 SH DEFINED 01 SOLE
U S INDS INC NEW COM 912080108 25 000000010145 SH DEFINED 01 SOLE
UNITED STATIONERS INC COM 913004107 146 000000004356 SH DEFINED 01 SOLE
UNITED TECHNOLOGIES CORP COM 913017109 10,784 000000166863 SH DEFINED 01 SOLE
UNITED TECHNOLOGIES CORP COM 913017109 652 000000010100 SH DEFINED 06 SOLE
UNITED THERAPEUTICS CORP DEL COM 91307C102 21 000000002052 SH DEFINED 01 SOLE
UNITEDHEALTH GROUP INC COM 91324P102 7,610 000000107539 SH DEFINED 01 SOLE
UNITEDHEALTH GROUP INC COM 91324P102 70 000000001000 SH DEFINED 06 SOLE
UNITEDGLOBALCOM CL A 913247508 52 000000010433 SH DEFINED 01 SOLE
UNITRIN INC COM 913275103 78 000000001978 SH DEFINED 01 SOLE
UNIVERSAL ACCESS GLOBAL HLDGS COM 91336M105 27 000000005926 SH DEFINED 01 SOLE
UNIVERSAL AMERN FINL CORP COM 913377107 41 000000006156 SH DEFINED 01 SOLE
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OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0UNIVERSAL COMPRESSION HLDGS COM 913431102 43 000000001472 SH DEFINED 01 SOLE
UNIVERSAL CORP VA COM 913456109 161 000000004438 SH DEFINED 01 SOLE
UNIVERSAL DISPLAY CORP COM 91347P105 18 000000002042 SH DEFINED 01 SOLE
UNIVERSAL ELECTRS INC COM 913483103 32 000000001876 SH DEFINED 01 SOLE
UNIVERSAL FST PRODS INC COM 913543104 33 000000001608 SH DEFINED 01 SOLE
UNIVERSAL HEALTH RLTY INCM TR SH BEN INT 91359E105 37 000000001587 SH DEFINED 01 SOLE
UNIVERSAL HLTH SVCS INC CL B 913903100 255 000000005970 SH DEFINED 01 SOLE
UNIVISION COMMUNICATIONS INC CL A 914906102 2,212 000000054673 SH DEFINED 01 SOLE
UNOCAL CORP COM 915289102 2,319 000000064295 SH DEFINED 01 SOLE
UNOVA INC COM 91529B106 35 000000006130 SH DEFINED 01 SOLE
UNUMPROVIDENT CORP COM 91529Y106 1,669 000000062990 SH DEFINED 01 SOLE
USFREIGHTWAYS CORP COM 916906100 370 000000011805 SH DEFINED 01 SOLE
URBAN OUTFITTERS INC COM 917047102 21 000000000912 SH DEFINED 01 SOLE
UROLOGIX INC COM 917273104 30 000000001544 SH DEFINED 01 SOLE
USINTERNETWORKING INC COM 917311805 1 000000006661 SH DEFINED 01 SOLE
VI TECHNOLOGIES INC COM 917920100 4 000000000713 SH DEFINED 01 SOLE
UTILICORP UTD INC COM 918005109 838 000000033301 SH DEFINED 01 SOLE
VA SOFTWARE CORP COM 91819B105 10 000000004235 SH DEFINED 01 SOLE
V F CORP COM 918204108 1,126 000000028876 SH DEFINED 01 SOLE
VAIL RESORTS INC COM 91879Q109 29 000000001689 SH DEFINED 01 SOLE
VALASSIS COMMUNICATIONS INC COM 918866104 248 000000006974 SH DEFINED 01 SOLE
VALENCE TECHNOLOGY INC COM 918914102 14 000000004423 SH DEFINED 01 SOLE
VALENTIS INC COM 91913E104 12 000000004087 SH DEFINED 01 SOLE
VALERO ENERGY CORP NEW COM 91913Y100 365 000000009583 SH DEFINED 01 SOLE
VALMONT INDS INC COM 920253101 27 000000001875 SH DEFINED 01 SOLE
VALSPAR CORP COM 920355104 251 000000006356 SH DEFINED 01 SOLE
VALUE CITY DEPT STORES INC COM 920387107 10 000000002162 SH DEFINED 01 SOLE
VALUE LINE INC COM 920437100 9 000000000206 SH DEFINED 01 SOLE
VALUEVISION INTL INC CL A 92047K107 62 000000003189 SH DEFINED 01 SOLE
VANS INC COM 921930103 27 000000002181 SH DEFINED 01 SOLE
VARCO INTL INC DEL COM 922122106 638 000000042621 SH DEFINED 01 SOLE
VARIAN INC COM 922206107 137 000000004247 SH DEFINED 01 SOLE
VARIAN INC COM 922206107 188 000000005800 SH DEFINED 06 SOLE
VARIAN SEMICONDUCTOR EQUIPMNT COM 922207105 153 000000004437 SH DEFINED 01 SOLE
VASOMEDICAL INC COM 922321104 28 000000007814 SH DEFINED 01 SOLE
VASTERA INC COM 92239N109 41 000000002516 SH DEFINED 01 SOLE
VAXGEN INC COM NEW 922390208 13 000000001127 SH DEFINED 01 SOLE
VECTREN CORP COM 92240G101 47 000000001990 SH DEFINED 01 SOLE
VECTOR GROUP LTD COM 92240M108 287 000000008744 SH DEFINED 01 SOLE
VEECO INSTRS INC DEL COM 922417100 465 000000012925 SH DEFINED 01 SOLE
VENTAS INC COM 92276F100 95 000000008264 SH DEFINED 01 SOLE
VENTANA MED SYS INC COM 92276H106 37 000000001658 SH DEFINED 01 SOLE
VENTIV HEALTH INC COM 922793104 7 000000002178 SH DEFINED 01 SOLE
VERITY INC COM 92343C106 80 000000003956 SH DEFINED 01 SOLE
VERISIGN INC COM 92343E102 152 000000004011 SH DEFINED 01 SOLE
VERISIGN INC COM 92343E102 41 000000001100 SH DEFINED 06 SOLE
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OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0VERITAS DGC INC COM 92343P107 78 000000004220 SH DEFINED 01 SOLE
VERIZON COMMUNICATIONS DB CV ZRO 92343VAA2 8,043 000015000000 SH DEFINED 01 SOLE
VERIZON COMMUNICATIONS COM 92343V104 33,914 000000714598 SH DEFINED 01 SOLE
VERITAS SOFTWARE CO COM 923436109 4,945 000000110322 SH DEFINED 01 SOLE
VERSICOR INC COM 925314106 38 000000001897 SH DEFINED 01 SOLE
VERTEX PHARMACEUTICALS INC COM 92532F100 430 000000017513 SH DEFINED 01 SOLE
VERTICALNET INC COM 92532L107 13 000000009355 SH DEFINED 01 SOLE
VESTA INS GROUP INC COM 925391104 37 000000004747 SH DEFINED 01 SOLE
VIAD CORP COM 92552R109 61 000000002604 SH DEFINED 01 SOLE
VIASAT INC COM 92552V100 29 000000001894 SH DEFINED 01 SOLE
VIACOM INC CL A 925524100 2,628 000000059400 SH DEFINED 01 SOLE
VIACOM INC CL B 925524308 20,917 000000473782 SH DEFINED 01 SOLE
VIASYSTEMS GROUP INC COM 92553H100 4 000000007442 SH DEFINED 01 SOLE
VIASYS HEALTHCARE INC COM NEW 92553Q209 404 000000020000 SH DEFINED 01 SOLE
VICAL INC COM 925602104 33 000000002739 SH DEFINED 01 SOLE
VICOR CORP COM 925815102 50 000000003097 SH DEFINED 01 SOLE
VIDAMED INC COM 926530106 1,923 000000246027 SH DEFINED 01 SOLE
VIEWPOINT CORP COM 92672P108 36 000000005360 SH DEFINED 01 SOLE
VIGNETTE CORP COM 926734104 202 000000037643 SH DEFINED 01 SOLE
VINTAGE PETE INC COM 927460105 139 000000009659 SH DEFINED 01 SOLE
VION PHARMACEUTICALS INC COM 927624106 17 000000003940 SH DEFINED 01 SOLE
VIRAGE LOGIC CORP COM 92763R104 22 000000001175 SH DEFINED 01 SOLE
VIROPHARMA INC COM 928241108 55 000000002421 SH DEFINED 01 SOLE
VISHAY INTERTECHNOLOGY INC COM 928298108 91 000000004682 SH DEFINED 01 SOLE
VISHAY INTERTECHNOLOGY INC COM 928298108 196 000000010100 SH DEFINED 06 SOLE
VISTEON CORP COM 92839U107 510 000000033927 SH DEFINED 01 SOLE
VISX INC DEL COM 92844S105 114 000000008629 SH DEFINED 01 SOLE
VISUAL NETWORKS INC COM 928444108 17 000000003874 SH DEFINED 01 SOLE
VITAL SIGNS INC COM 928469105 24 000000000709 SH DEFINED 01 SOLE
VITRIA TECHNOLOGY COM 92849Q104 61 000000009671 SH DEFINED 01 SOLE
VITESSE SEMICONDUCTOR CORP COM 928497106 1,008 000000081173 SH DEFINED 01 SOLE
VOLT INFORMATION SCIENCES INC COM 928703107 18 000000001103 SH DEFINED 01 SOLE
VULCAN MATLS CO COM 929160109 1,513 000000031561 SH DEFINED 01 SOLE
WFS FINL INC COM 92923B106 34 000000001450 SH DEFINED 01 SOLE
WD-40 CO COM 929236107 57 000000002147 SH DEFINED 01 SOLE
WGL HLDGS INC COM 92924F106 312 000000010757 SH DEFINED 01 SOLE
W-H ENERGY SVCS INC COM 92925E108 54 000000002857 SH DEFINED 01 SOLE
W HLDG CO INC COM 929251106 60 000000003718 SH DEFINED 01 SOLE
WJ COMMUNICATIONS INC COM 929284107 7 000000001999 SH DEFINED 01 SOLE
WMS INDS INC COM 929297109 54 000000002708 SH DEFINED 01 SOLE
WPS RESOURCES CORP COM 92931B106 143 000000003915 SH DEFINED 01 SOLE
WSFS FINL CORP COM 929328102 18 000000001069 SH DEFINED 01 SOLE
WABASH NATL CORP COM 929566107 24 000000003142 SH DEFINED 01 SOLE
WABTEC CORP COM 929740108 41 000000003339 SH DEFINED 01 SOLE
WACKENHUT CORP COM SER A 929794105 29 000000001175 SH DEFINED 01 SOLE
WACKENHUT CORP COM SER B 929794303 1,150 000000060400 SH DEFINED 01 SOLE
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OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0WACKENHUT CORRECTIONS CORP COM 929798106 15 000000001129 SH DEFINED 01 SOLE
WACHOVIA CORP 2ND NEW COM 929903102 11,918 000000380047 SH DEFINED 01 SOLE
WACHOVIA CORP 2ND NEW COM 929903102 213 000000006800 SH DEFINED 06 SOLE
WADDELL & REED FINL INC CL A 930059100 75 000000002352 SH DEFINED 01 SOLE
WAL MART STORES INC COM 931142103 68,739 000001194423 SH DEFINED 01 SOLE
WALGREEN CO COM 931422109 9,043 000000268661 SH DEFINED 01 SOLE
WALLACE COMPUTER SERVICES INC COM 932270101 121 000000006407 SH DEFINED 01 SOLE
WALTER INDS INC COM 93317Q105 47 000000004167 SH DEFINED 01 SOLE
WASHINGTON MUT INC COM 939322103 8,751 000000267637 SH DEFINED 01 SOLE
WASHINGTON MUT INC COM 939322103 85 000000002600 SH DEFINED 06 SOLE
WASHINGTON POST CO CL B 939640108 147 000000000279 SH DEFINED 01 SOLE
WASHINGTON REAL ESTATE INVT TR SH BEN INT 939653101 131 000000005285 SH DEFINED 01 SOLE
WASHINGTON TR BANCORP COM 940610108 31 000000001648 SH DEFINED 01 SOLE
WASTE CONNECTIONS INC COM 941053100 116 000000003744 SH DEFINED 01 SOLE
WASTE MGMT INC DEL COM 94106L109 5,267 000000165075 SH DEFINED 01 SOLE
WATCHGUARD TECHNOLOGIES INC COM 941105108 19 000000002934 SH DEFINED 01 SOLE
WATERS CORP COM 941848103 195 000000005045 SH DEFINED 01 SOLE
WATERS CORP COM 941848103 81 000000002100 SH DEFINED 06 SOLE
WATSCO INC COM 942622200 32 000000002308 SH DEFINED 01 SOLE
WATSON PHARMACEUTICALS INC COM 942683103 1,142 000000036406 SH DEFINED 01 SOLE
WATSON WYATT & CO HLDGS CL A 942712100 27 000000001263 SH DEFINED 01 SOLE
WATTS INDS INC CL A 942749102 31 000000002097 SH DEFINED 01 SOLE
WAUSAU-MOSINEE PAPER CORP COM 943315101 94 000000007838 SH DEFINED 01 SOLE
WAVE SYSTEMS CORP CL A 943526103 15 000000006868 SH DEFINED 01 SOLE
WAYPOINT FINL CORP COM 946756103 72 000000004792 SH DEFINED 01 SOLE
WEATHERFORD INTL INC COM 947074100 494 000000013274 SH DEFINED 01 SOLE
WEBEX INC COM 94767L109 60 000000002449 SH DEFINED 01 SOLE
WEBMETHODS INC COM 94768C108 112 000000006684 SH DEFINED 01 SOLE
WEBSENSE INC COM 947684106 73 000000002282 SH DEFINED 01 SOLE
WEBSTER FINL CORP CONN COM 947890109 45 000000001448 SH DEFINED 01 SOLE
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WEIS MKTS INC COM 948849104 11 000000000400 SH DEFINED 01 SOLE
WELLMAN INC COM 949702104 75 000000004865 SH DEFINED 01 SOLE
WELLPOINT HEALTH NETWORK NEW COM 94973H108 3,340 000000028592 SH DEFINED 01 SOLE
WELLPOINT HEALTH NETWORK NEW COM 94973H108 537 000000004600 SH DEFINED 06 SOLE
WELLS FARGO & CO NEW COM 949746101 20,324 000000467553 SH DEFINED 01 SOLE
WENDYS INTL INC COM 950590109 1,018 000000034915 SH DEFINED 01 SOLE
WERNER ENTERPRISES INC COM 950755108 93 000000003850 SH DEFINED 01 SOLE
WESBANCO INC COM 950810101 51 000000002451 SH DEFINED 01 SOLE
WESCO INTL INC COM 95082P105 13 000000002690 SH DEFINED 01 SOLE
WEST COAST BANCORP ORE NEW COM 952145100 30 000000002201 SH DEFINED 01 SOLE
WEST PHARMACEUTICAL SVSC INC COM 955306105 47 000000001767 SH DEFINED 01 SOLE
WESTAMERICA BANCORPORATION COM 957090103 217 000000005497 SH DEFINED 01 SOLE
WESTCOAST ENERGY INC COM 95751D102 10,064 000000380800 SH DEFINED 01 SOLE
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WESTERN DIGITAL CORP COM 958102105 160 000000025536 SH DEFINED 01 SOLE
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OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0WESTERN GAS RES INC COM 958259103 259 000000008022 SH DEFINED 01 SOLE
WESTERN MULTIPLEX CORP CL A 95874P107 37 000000006862 SH DEFINED 01 SOLE
WESTERN RES INC COM 959425109 97 000000005660 SH DEFINED 01 SOLE
WESTPOINT STEVENS INC COM 961238102 7 000000003182 SH DEFINED 01 SOLE
WESTPORT RES CORP NEW COM 961418100 71 000000004109 SH DEFINED 01 SOLE
WESTVACO CORP COM 961548104 771 000000027122 SH DEFINED 01 SOLE
WESTWOOD ONE INC COM 961815107 611 000000020354 SH DEFINED 01 SOLE
WET SEAL INC CL A 961840105 44 000000001895 SH DEFINED 01 SOLE
WEYERHAEUSER CO COM 962166104 3,362 000000062175 SH DEFINED 01 SOLE
WHIRLPOOL CORP COM 963320106 1,276 000000017413 SH DEFINED 01 SOLE
WHIRLPOOL CORP COM 963320106 161 000000002200 SH DEFINED 06 SOLE
WHITNEY HLDG CORP COM 966612103 158 000000003608 SH DEFINED 01 SOLE
WILD OATS MARKETS INC COM 96808B107 21 000000002213 SH DEFINED 01 SOLE
WILEY JOHN & SONS INC CL A 968223206 141 000000006164 SH DEFINED 01 SOLE
WILLAMETTE INDS INC COM 969133107 2,532 000000048594 SH DEFINED 01 SOLE
WILLIAMS COS INC DEL COM 969457100 3,511 000000137613 SH DEFINED 01 SOLE
WILLIAMS COS INC DEL COM 969457100 222 000000008700 SH DEFINED 06 SOLE
WILLIAMS CLAYTON ENERGY INC COM 969490101 8 000000000621 SH DEFINED 01 SOLE
WILLIAMS SONOMA INC COM 969904101 106 000000002475 SH DEFINED 01 SOLE
WILMINGTON TRUST CORP COM 971807102 60 000000000960 SH DEFINED 01 SOLE
WILSON GREATBATCH TECHNOLOGIES COM 972232102 42 000000001166 SH DEFINED 01 SOLE
WILSONS THE LEATHER EXPERTS COM 972463103 16 000000001464 SH DEFINED 01 SOLE
WIND RIVER SYSTEMS INC COM 973149107 40 000000002283 SH DEFINED 01 SOLE
WINN DIXIE STORES INC COM 974280109 521 000000036581 SH DEFINED 01 SOLE
WINNEBAGO INDS INC COM 974637100 215 000000005829 SH DEFINED 01 SOLE
WINSTON HOTELS INC COM 97563A102 14 000000001919 SH DEFINED 01 SOLE
WINTRUST FINANCIAL CORP COM 97650W108 31 000000001039 SH DEFINED 01 SOLE
WIRELESS FACILITIES INC COM 97653A103 21 000000003206 SH DEFINED 01 SOLE
WISCONSIN ENERGY CORP COM 976657106 230 000000010224 SH DEFINED 01 SOLE
WITNESS SYS INC COM 977424100 21 000000001597 SH DEFINED 01 SOLE
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WOLVERINE WORLD WIDE INC COM 978097103 97 000000006473 SH DEFINED 01 SOLE
WOODHEAD INDS INC COM 979438108 23 000000001450 SH DEFINED 01 SOLE
WOODWARD GOVERNOR CO COM 980745103 70 000000001208 SH DEFINED 01 SOLE
WORLD ACCEP CORP DEL COM 981419104 11 000000001633 SH DEFINED 01 SOLE
WORLD WRESTLING FEDN ENTMT INC CL A 98156Q108 20 000000001572 SH DEFINED 01 SOLE
WORLDCOM INC GA NEW WRLDCOM GP 98157D106 11,714 000000832016 SH DEFINED 01 SOLE
WORLDCOM INC GA NEW MCI GROUP 98157D304 3 000000000251 SH DEFINED 01 SOLE
WORTHINGTON INDS INC COM 981811102 446 000000031434 SH DEFINED 01 SOLE
WRIGLEY WM JR CO COM 982526105 3,036 000000059111 SH DEFINED 01 SOLE
WYNDHAM INTL INC CL A 983101106 11 000000020610 SH DEFINED 01 SOLE
XM SATELLITE RADIO HLDGS INC CL A 983759101 76 000000004183 SH DEFINED 01 SOLE
XO COMMUNICATIONS INC SB NT CV 1 983764AA9 31 000000025000 PRN DEFINED 01 SOLE
XTO ENERGY CORP COM 98385X106 528 000000030200 SH DEFINED 01 SOLE
XTO ENERGY CORP COM 98385X106 162 000000009300 SH DEFINED 06 SOLE
X-RITE INC COM 983857103 19 000000002307 SH DEFINED 01 SOLE
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OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0XCEL ENERGY INC COM 98389B100 2,635 000000095020 SH DEFINED 01 SOLE
XANSER CORP COM 98389J103 8 000000004018 SH DEFINED 01 SOLE
XILINX INC COM 983919101 3,449 000000088327 SH DEFINED 01 SOLE
XEROX CORP COM 984121103 2,190 000000210268 SH DEFINED 01 SOLE
XYBERNAUT CORP COM 984149104 14 000000006297 SH DEFINED 01 SOLE
YAHOO INC COM 984332106 3,767 000000212362 SH DEFINED 01 SOLE
YANKEE CANDLE INC COM 984757104 46 000000002037 SH DEFINED 01 SOLE
XICOR INC COM 984903104 33 000000003002 SH DEFINED 01 SOLE
YELLOW CORP COM 985509108 289 000000011585 SH DEFINED 01 SOLE
YORK INTL CORP NEW COM 986670107 363 000000010354 SH DEFINED 01 SOLE
YOUNG BROADCASTING INC CL A 987434107 41 000000002049 SH DEFINED 01 SOLE
ZALE CORP NEW COM 988858106 228 000000006528 SH DEFINED 01 SOLE
ZEBRA TECHNOLOGIES CORP CL A 989207105 195 000000003619 SH DEFINED 01 SOLE
ZENITH NATL INS CORP COM 989390109 30 000000001123 SH DEFINED 01 SOLE
ZIMMER HLDGS INC COM 98956P102 1,521 000000050435 SH DEFINED 01 SOLE
ZIONS BANCORPORATION COM 989701107 1,732 000000032875 SH DEFINED 01 SOLE
ZIXIT CORP COM 98974P100 8 000000001736 SH DEFINED 01 SOLE
ZORAN CORP COM 98975F101 81 000000002434 SH DEFINED 01 SOLE
ZYGO CORP COM 989855101 107 000000006848 SH DEFINED 01 SOLE
ZOMAX INC MINN COM 989929104 20 000000003983 SH DEFINED 01 SOLE