UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 2003
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries
Institutional Investment Manager Filing this Report:
Name: AMERICAN INTERNATIONAL GROUP, INC.
Address: 70 Pine Street
New York, New York 10270
Form 13F File Number: 28-219
The Institutional Investment Manager filing this report and the person by whom
it is signed represent that the person signing the report is authorized to
submit it, that all information contained herein is true, correct and complete,
and that it is understood that all required items, statements, schedules,
lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Win J. Neuger
Title: Executive Vice President and Chief Investment Officer
Phone: (212) 770-7000
Signature, Place, and Date of Signing:
/s/ Win J. Neuger New York, New York February 13, 2004
------------------------------- ------------------------ -----------------
(Signature) (City, State) (Date)
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check if all holdings of this reporting manager are
reported in this report.)
[ ] 13F NOTICE. (Check if no holdings reported are in this report, and all
holdings are reported in this report and a portion are reported by other
reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
FORM 13F SUMMARY PAGE
REPORT SUMMARY:
Number of Other Included Managers: 4
Form 13F Information Table Entry Total: 3,698
Form 13F Information Table Value Total: $19,424,695 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
No. Form 13F File Number Name
-- -------------------- -------------------------------------------
1 28-4637 AIG GLOBAL INVESTMENT CORP.
2 28-2725 AIG SUNAMERICA ASSET MANAGEMENT CORP.
3 28-3463 JOHN MCSTAY INVESTMENT COUNSEL, L.P.
4 28-5794 HSB GROUP, INC.
TITLE OF VALUE SHARES/ SH/ PUT/ INVESTMENT OTHER
NAME OF ISSUER CLASS CUSIP NUMBER (X1000) PRINCIPAL PN CALL DISCRETION MGRS
------------------------------------------------------------------------------------------------------------------
1-800 CONTACTS INC COM 681977104 52 2,496 SH SOLE 1
1-800-FLOWERS.COM INC COM 68243Q106 97 8,813 SH SOLE 1
1ST SOURCE CORP. COM 336901103 128 5,942 SH SOLE 1
21ST CENTURY INSURANCE COMPANY COM 90130N103 149 10,824 SH SOLE 1
21ST CENTURY INSURANCE COMPANY COM 90130N103 734877 53,445,620 SH SOLE 1
3COM CORP. COM 885535104 4381 536,289 SH SOLE 1
3M COM 88579Y101 2,806 33,000 SH DEFINED 4
3M CO COM 88579Y101 117907 1,386,650 SH SOLE 1
3M CO COM 88579Y101 18022 211,950 SH DEFINED 2
4KIDS ENTERTAINMENT INC COM 350865101 148 5,689 SH SOLE 1
7-ELEVEN INC. COM 817826209 184 11,463 SH SOLE 1
99 CENTS ONLY STORES COM 65440K106 2810 103,178 SH SOLE 1
99 CENTS ONLY STORES COM 65440K106 2040 74,900 SH DEFINED 2
A C MOORE ARTS & CRAFT COM 00086T103 114 5,909 SH SOLE 1
A.G. EDWARDS, INC. COM 281760108 4100 113,157 SH SOLE 1
A.S.V. INC COM 001963107 115 3,100 SH SOLE 1
AAIPHARMA INC COM 00252W104 164 6,543 SH SOLE 1
AAON INC COM 000360206 83 4,267 SH SOLE 1
AAR CORP. COM 000361105 226 15,110 SH SOLE 1
AARON RENTS INC COM COM 002535201 12466 619250 SH Sole 3
AARON RENTS, INC. COM 002535201 228 11,304 SH SOLE 1
ABBEY NATIONAL PLC CVT 002920809 15597 574,900 SH SOLE 1
Abbey National PLC 7.375% COM 002920809 2,855 105,000 SH DEFINED 4
ABBOTT LABORATORIES COM 002824100 35881 769,985 SH SOLE 1
ABBOTT LABS COM 002824100 18053 387,409 SH DEFINED 2
Abbott Labs COM 002824100 1,165 25,000 SH DEFINED 4
ABC BANCORP COM 000400101 74 4,579 SH SOLE 1
ABERCROMBIE AND FITCH CO. COM 002896207 3441 139,248 SH SOLE 1
ABGENIX, INC. COM 00339B107 512 41,469 SH SOLE 1
ABITIBI-PRICE INC. COM 003924107 2495 311,000 SH OTHER 1
ABLE LABORATORIES INC COM 00371N407 133 7,353 SH SOLE 1
ABLE LABORATORIES INC COM NEW COM 00371N407 10148 561600 SH Sole 3
ABM INDUSTRIES, INC. COM 000957100 310 17,812 SH SOLE 1
ACADIA REALTY TRUST COM 004239109 91 7,294 SH SOLE 1
ACCENTURE LTD-CL A COM G1150G111 1628 61,865 SH SOLE 1
ACCREDITED HOME LENDERS COM 00437P107 139 4,531 SH SOLE 1
ACCREDO HEALTH INC. COM 00437V104 709 22,416 SH SOLE 1
ACE LTD COM G0070K103 5168 124,770 SH SOLE 1
ACETO CORP COM 004446100 103 4,022 SH SOLE 1
ACLARA BIOSCIENCES INC. COM 00461P106 42 11,382 SH SOLE 1
ACME COMMUNICATION INC COM 004631107 34 3,909 SH SOLE 1
ACTEL CORP COM COM 004934105 29518 1224830 SH Sole 3
ACTEL CORP. COM 004934105 251 10,416 SH SOLE 1
ACTION PERFORMANCE CO., INC. COM 004933107 141 7,213 SH SOLE 1
ACTIVCARD CORP COM 00506J107 137 17,329 SH SOLE 1
ACTIVISION INC NEW COM 004930202 2366 130,000 SH DEFINED 2
ACTIVISION, INC. COM 004930202 3045 167,233 SH SOLE 1
ACTUANT CORP COM 00508X203 362 9,993 SH SOLE 1
ACTUANT CORP CL A NEW COM 00508X203 11160 308300 SH Sole 3
ACUITY BRANDS INC COM 00508Y102 505 19,584 SH SOLE 1
ACXIOM CORP. COM 005125109 2269 121,816 SH SOLE 1
(A) (B) (C)
NAME OF ISSUER SOLE SHARED NONE
-----------------------------------------------------------------
1-800 CONTACTS INC 2,496
1-800-FLOWERS.COM INC 8,813
1ST SOURCE CORP. 5,942
21ST CENTURY INSURANCE COMPANY 10,824
21ST CENTURY INSURANCE COMPANY 53,445,620
3COM CORP. 536,289
3M 33,000
3M CO 1,386,650
3M CO 211,950
4KIDS ENTERTAINMENT INC 5,689
7-ELEVEN INC. 11,463
99 CENTS ONLY STORES 103,178
99 CENTS ONLY STORES 74,900
A C MOORE ARTS & CRAFT 5,909
A.G. EDWARDS, INC. 113,157
A.S.V. INC 3,100
AAIPHARMA INC 6,543
AAON INC 4,267
AAR CORP. 15,110
AARON RENTS INC COM 610250 9000
AARON RENTS, INC. 11,304
ABBEY NATIONAL PLC 575
Abbey National PLC 7.375% 105,000
ABBOTT LABORATORIES 769,985
ABBOTT LABS 387,409
Abbott Labs 25,000
ABC BANCORP 4,579
ABERCROMBIE AND FITCH CO. 139,248
ABGENIX, INC. 41,469
ABITIBI-PRICE INC. 0 311,000
ABLE LABORATORIES INC 7,353
ABLE LABORATORIES INC COM NEW 554400 7200
ABM INDUSTRIES, INC. 17,812
ACADIA REALTY TRUST 7,294
ACCENTURE LTD-CL A 61,865
ACCREDITED HOME LENDERS 4,531
ACCREDO HEALTH INC. 22,416
ACE LTD 124,770
ACETO CORP 4,022
ACLARA BIOSCIENCES INC. 11,382
ACME COMMUNICATION INC 3,909
ACTEL CORP COM 1177800 47030
ACTEL CORP. 10,416
ACTION PERFORMANCE CO., INC. 7,213
ACTIVCARD CORP 17,329
ACTIVISION INC NEW 130,000
ACTIVISION, INC. 167,233
ACTUANT CORP 9,993
ACTUANT CORP CL A NEW 303100 5200
ACUITY BRANDS INC 19,584
ACXIOM CORP. 121,816
ADAPTEC, INC. COM 00651F108 447 50,612 SH SOLE 1
ADC TELECOMMUNICATIONS, INC COM 000886101 1081 364,031 SH SOLE 1
ADMINISTAFF, INC. COM 007094105 160 9,202 SH SOLE 1
ADOBE SYS INC COM 00724F101 1572 40,000 SH DEFINED 2
ADOBE SYSTEMS INC. COM 00724F101 5046 129,132 SH SOLE 1
ADOLOR CORPORATION COM 00724X102 356 17,814 SH SOLE 1
ADTRAN INC COM COM 00738A106 8170 263540 SH Sole 3
ADTRAN, INC. COM 00738A106 3520 113,192 SH SOLE 1
ADVANCE AUTO PARTS COM 00751Y106 40 488 SH SOLE 1
Advance Auto Parts COM 00751Y106 1,221 15,000 SH DEFINED 4
ADVANCED DIGITAL INFO CORP. COM 007525108 410 29,250 SH SOLE 1
ADVANCED ENERGY INDUSTRIES COM 007973100 205 7,867 SH SOLE 1
ADVANCED FIBRE COMMNCT COM COM 00754A105 8491 421380 SH Sole 3
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 2519 124,992 SH SOLE 1
ADVANCED MARKETING SERV. INC. COM 00753T105 78 6,858 SH SOLE 1
ADVANCED MEDICAL OPTICS COM 00763M108 270 13,744 SH SOLE 1
ADVANCED MICRO DEVICES, INC. COM 007903107 2341 157,126 SH SOLE 1
ADVANCED NEUROMOD SYS COM COM 00757t101 7651 166400 SH Sole 3
ADVANCEPCS COM 00790K109 17906 339,190 SH SOLE 1
ADVANCES NEUROMODULATIONS SYS COM 00757T101 394 8,574 SH SOLE 1
ADVANTA CORP [B] COM 007942204 123 9,693 SH SOLE 1
ADVENT SOFTWARE, INC. COM 007974108 1076 61,706 SH SOLE 1
ADVISORY BRD CO COM 00762W107 159 4,557 SH SOLE 1
ADVO, INC. COM 007585102 448 14,106 SH SOLE 1
AEROFLEX, INC COM 007768104 318 27,129 SH SOLE 1
AEROPOSTALE INC COM 007865108 260 9,498 SH SOLE 1
AES DRAX ENERGY LTD COM 00130H105 2622 277,704 SH SOLE 1
AETHER SYSTEMS INC. COM 00808V105 81 17,075 SH SOLE 1
AETNA INC COM 00817Y108 16327 241,600 SH DEFINED 2
AETNA INC-NEW COM 00817Y108 37209 550,595 SH SOLE 1
AFFILIATED COMPUTER CL A COM 008190100 3829 70300 SH Sole 3
AFFILIATED COMPUTER SERVICES CLASS A COM 008190100 10281 188,784 SH SOLE 1
AFFILIATED MANAGERS GROUP COM 008252108 689 9,905 SH SOLE 1
AFFYMETRIX INC COM 00826T108 29 1,185 SH SOLE 1
AFLAC, INC. COM 001055102 42516 1,175,120 SH SOLE 1
AFTERMARKET TECHNOLOGY COM 008318107 90 6,590 SH SOLE 1
AGCO CORP. COM 001084102 2185 108,466 SH SOLE 1
AGERE SYS INC CL A COM 00845V100 5102 1672800 SH Sole 3
AGERE SYSTEMS INC-CL B W/I COM 00845V209 96 33,031 SH SOLE 1
AGILE SOFTWARE CORP. COM 00846X105 201 20,288 SH SOLE 1
AGILENT TECHNOLOGIES INC. COM 00846U101 7139 244,163 SH SOLE 1
AGILYSYS INC COM 00847J105 147 13,146 SH SOLE 1
AGL RESOURCES, INC. COM 001204106 3535 121,467 SH SOLE 1
AGRIUM INC COM 008916108 2804 169,400 SH OTHER 1
AIR PRODUCTS AND CHEMICALS INC COM 009158106 5206 98,550 SH SOLE 1
AIRGAS, INC. COM 009363102 2278 106,052 SH SOLE 1
AIRTRAN HOLDINGS, INC. COM 00949P108 426 35,830 SH SOLE 1
AK STEEL CORP. COM 001547108 232 45,460 SH SOLE 1
AKAMAI TECHNOLOGIES INC. COM 00971T101 521 48,463 SH SOLE 1
AKSYS LTD COM 010196103 123 13,978 SH SOLE 1
ALABAMA NATIONAL BANCORP COM 010317105 240 4,563 SH SOLE 1
ALAMO GROUP INC COM 011311107 39 2,531 SH SOLE 1
ALARIS MEDICAL SYSTEMS INC COM 011637105 126 8,309 SH SOLE 1
ADAPTEC, INC. 50,612
ADC TELECOMMUNICATIONS, INC 364,031
ADMINISTAFF, INC. 9,202
ADOBE SYS INC 40,000
ADOBE SYSTEMS INC. 129,132
ADOLOR CORPORATION 17,814
ADTRAN INC COM 241600 21940
ADTRAN, INC. 113,192
ADVANCE AUTO PARTS 488
Advance Auto Parts 15,000
ADVANCED DIGITAL INFO CORP. 29,250
ADVANCED ENERGY INDUSTRIES 7,867
ADVANCED FIBRE COMMNCT COM 387400 33980
ADVANCED FIBRE COMMUNICATIONS 124,992
ADVANCED MARKETING SERV. INC. 6,858
ADVANCED MEDICAL OPTICS 13,744
ADVANCED MICRO DEVICES, INC. 157,126
ADVANCED NEUROMOD SYS COM 166400
ADVANCEPCS 339,190
ADVANCES NEUROMODULATIONS SYS 8,574
ADVANTA CORP [B] 9,693
ADVENT SOFTWARE, INC. 61,706
ADVISORY BRD CO 4,557
ADVO, INC. 14,106
AEROFLEX, INC 27,129
AEROPOSTALE INC 9,498
AES DRAX ENERGY LTD 277,704
AETHER SYSTEMS INC. 17,075
AETNA INC 241,600
AETNA INC-NEW 550,595
AFFILIATED COMPUTER CL A 67100 3200
AFFILIATED COMPUTER SERVICES CLASS A 188,784
AFFILIATED MANAGERS GROUP 9,905
AFFYMETRIX INC 1,185
AFLAC, INC. 1,175,120
AFTERMARKET TECHNOLOGY 6,590
AGCO CORP. 108,466
AGERE SYS INC CL A 1604700 68100
AGERE SYSTEMS INC-CL B W/I 33,031
AGILE SOFTWARE CORP. 20,288
AGILENT TECHNOLOGIES INC. 244,163
AGILYSYS INC 13,146
AGL RESOURCES, INC. 121,467
AGRIUM INC 0 169,400
AIR PRODUCTS AND CHEMICALS INC 98,550
AIRGAS, INC. 106,052
AIRTRAN HOLDINGS, INC. 35,830
AK STEEL CORP. 45,460
AKAMAI TECHNOLOGIES INC. 48,463
AKSYS LTD 13,978
ALABAMA NATIONAL BANCORP 4,563
ALAMO GROUP INC 2,531
ALARIS MEDICAL SYSTEMS INC 8,309
ALASKA AIR GROUP, INC. COM 011659109 1341 49,137 SH SOLE 1
ALBANY INTERNATIONAL CORP. CLASS A COM 012348108 425 12,543 SH SOLE 1
ALBANY MOLECULAR COM 012423109 188 12,500 SH SOLE 1
ALBEMARLE CORP. COM 012653101 2202 73,464 SH SOLE 1
ALBERTO-CULVER CO. CLASS B COM 013068101 1657 26,267 SH SOLE 1
ALBERTSONS INC COM 013104104 9294 410,323 SH DEFINED 2
ALBERTSON'S, INC. COM 013104104 3731 164,741 SH SOLE 1
ALCAN INC COM 013716105 1026 21,900 SH OTHER 1
ALCOA INC COM 013817101 12931 340,300 SH DEFINED 2
ALCOA, INC. COM 013817101 15799 415,760 SH SOLE 1
ALDERWOODS GROUP INC COM 014383103 164 17,405 SH SOLE 1
ALEXANDER & BALDWIN, INC. COM 014482103 2664 78,923 SH SOLE 1
ALEXANDER'S, INC. COM 014752109 116 929 SH SOLE 1
ALEXANDRIA REAL ESTATE EQUITIE COM 015271109 516 8,918 SH SOLE 1
ALEXION PHARMACEUTICLAS, INC. COM 015351109 157 9,202 SH SOLE 1
ALFA CORP. COM 015385107 204 15,848 SH SOLE 1
ALICO INC COM 016230104 57 1,641 SH SOLE 1
ALIGN TECHNOLOGY INC COM 016255101 342 20,739 SH SOLE 1
ALKERMES INC COM 01642T108 410 30,366 SH SOLE 1
ALKERMES INC COM 01642T108 1013 75,000 SH DEFINED 2
ALLEGHANY CORP COM 017175100 12 56 SH SOLE 1
ALLEGHENY ENERGY, INC. COM 017361106 1464 114,716 SH SOLE 1
ALLEGHENY TECHNOLOGIES, INC. COM 01741R102 1090 82,415 SH SOLE 1
ALLEGIANT BANCORP INC COM 017476102 169 6,024 SH SOLE 1
ALLERGAN, INC. COM 018490102 26404 343,755 SH SOLE 1
ALLETE INC. COM 018522102 3827 125,052 SH SOLE 1
ALLIANCE DATA SYSTEMS COM 018581108 8 305 SH SOLE 1
ALLIANCE GAMING CORP COM 01859P609 573 23,265 SH SOLE 1
ALLIANCE GAMING CORP COM NEW COM 01859P609 30713 1245944 SH Sole 3
ALLIANCE IMAGING INC COM 018606202 21 5,561 SH SOLE 1
ALLIANCE SEMICONDUCTOR CORP. COM 01877H100 73 10,212 SH SOLE 1
ALLIANT ENERGY CORP. COM 018802108 3967 159,322 SH SOLE 1
ALLIANT TECHSYSTEMS INC COM 018804104 43 740 SH SOLE 1
ALLIED CAPITAL CORP COM 01903Q108 58 2,079 SH SOLE 1
ALLIED WASTE INDUSTRIES, INC. COM 019589308 1986 143,077 SH SOLE 1
ALLMERICA FINANCIAL CORP COM 019754100 3088 100,354 SH SOLE 1
ALLOS THERAPEUTICS INC COM 019777101 30 8,294 SH SOLE 1
ALLOY ONLINE, INC COM 019855105 84 16,036 SH SOLE 1
ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 60 11,328 SH SOLE 1
ALLSTATE CORP COM 020002101 9275 215,600 SH DEFINED 2
ALLSTATE CORP. COM 020002101 17931 416,813 SH SOLE 1
ALLSTREAM INC-CL A VOTING SH COM 02004C105 13 253 SH SOLE 1
ALLSTREAM INC-CL B LTD VOTIN COM 02004C204 13 225 SH SOLE 1
ALLTEL CORP. COM 020039103 6401 137,420 SH SOLE 1
ALPHARMA INC. CLASS A COM 020813101 368 18,287 SH SOLE 1
ALTEON INC COM 02144G107 28 17,793 SH SOLE 1
ALTERA CORP. COM 021441100 4765 210,356 SH SOLE 1
ALTIRIS INC COM 02148M100 165 4,515 SH SOLE 1
ALTRIA GROUP INC COM 02209S103 81841 1,503,870 SH SOLE 1
ALTRIA GROUP INC COM 02209S103 21310 391,586 SH DEFINED 2
ALVARION LTD SHS (F) COM M0861T100 2580 223400 SH Sole 3
AMAZON COM INC COM 023135106 9796 186,100 SH DEFINED 2
AMAZON.COM, INC. COM 023135106 1024 19,460 SH SOLE 1
ALASKA AIR GROUP, INC. 49,137
ALBANY INTERNATIONAL CORP. CLASS A 12,543
ALBANY MOLECULAR 12,500
ALBEMARLE CORP. 73,464
ALBERTO-CULVER CO. CLASS B 26,267
ALBERTSONS INC 410,323
ALBERTSON'S, INC. 164,741
ALCAN INC 0 21,900
ALCOA INC 340,300
ALCOA, INC. 415,760
ALDERWOODS GROUP INC 17,405
ALEXANDER & BALDWIN, INC. 78,923
ALEXANDER'S, INC. 929
ALEXANDRIA REAL ESTATE EQUITIE 8,918
ALEXION PHARMACEUTICLAS, INC. 9,202
ALFA CORP. 15,848
ALICO INC 1,641
ALIGN TECHNOLOGY INC 20,739
ALKERMES INC 30,366
ALKERMES INC 75,000
ALLEGHANY CORP 56
ALLEGHENY ENERGY, INC. 114,716
ALLEGHENY TECHNOLOGIES, INC. 82,415
ALLEGIANT BANCORP INC 6,024
ALLERGAN, INC. 343,755
ALLETE INC. 125,052
ALLIANCE DATA SYSTEMS 305
ALLIANCE GAMING CORP 23,265
ALLIANCE GAMING CORP COM NEW 1203200 42744
ALLIANCE IMAGING INC 5,561
ALLIANCE SEMICONDUCTOR CORP. 10,212
ALLIANT ENERGY CORP. 159,322
ALLIANT TECHSYSTEMS INC 740
ALLIED CAPITAL CORP 2,079
ALLIED WASTE INDUSTRIES, INC. 143,077
ALLMERICA FINANCIAL CORP 100,354
ALLOS THERAPEUTICS INC 8,294
ALLOY ONLINE, INC 16,036
ALLSCRIPTS HEALTHCARE SOLUTION 11,328
ALLSTATE CORP 215,600
ALLSTATE CORP. 416,813
ALLSTREAM INC-CL A VOTING SH 253
ALLSTREAM INC-CL B LTD VOTIN 225
ALLTEL CORP. 137,420
ALPHARMA INC. CLASS A 18,287
ALTEON INC 17,793
ALTERA CORP. 210,356
ALTIRIS INC 4,515
ALTRIA GROUP INC 1,503,870
ALTRIA GROUP INC 391,586
ALVARION LTD SHS (F) 223400
AMAZON COM INC 186,100
AMAZON.COM, INC. 19,460
AMB PPTY CORP COM 00163T109 1355 41200 SH Sole 3
AMB PROPERTY CORP COM 00163T109 3866 117,581 SH SOLE 1
AMBAC FINANCIAL GROUP INC. COM 023139108 3315 47,773 SH SOLE 1
AMBASSADORS GROUP INC COM 023177108 57 2,433 SH SOLE 1
AMBASSADORS INTERNATIONAL COM 023178106 35 2,805 SH SOLE 1
AMC ENTERTAINMENT, INC. COM 001669100 224 14,740 SH SOLE 1
AMCOL INTERNATIONAL CORP. COM 02341W103 182 8,966 SH SOLE 1
AMCORE FINANCIAL, INC. COM 023912108 316 11,660 SH SOLE 1
AMDOCS LIMITED COM G02602103 399 17,760 SH SOLE 1
AMERADA HESS CORP COM 023551104 2193 41,241 SH SOLE 1
Ameren COM 023608102 4,048 88,000 SH DEFINED 4
AMEREN CORP. COM 023608102 5663 123,117 SH SOLE 1
AMERICA MOVIL (ADR) COM 02364W105 12885 471300 SH Sole 3
AMERICA MOVIL SA ADR EACH R COM 02364W105 6684 251,470 SH SOLE 1
AMERICAN AXLE & MFG HOLDINGS COM 024061103 20 505 SH SOLE 1
AMERICAN CAP. STRATEGIES, INC. COM 024937104 3361 113,051 SH SOLE 1
AMERICAN EAGLE OUTFITTERS COM 02553E106 2064 125,875 SH SOLE 1
AMERICAN ELECTRIC POWER, INC. COM 025537101 5462 179,020 SH SOLE 1
AMERICAN EXPRESS CO COM 025816109 22167 459,600 SH DEFINED 2
AMERICAN EXPRESS CO. COM 025816109 53707 1,113,555 SH SOLE 1
AMERICAN FINANCIAL GROUP, INC. COM 025932104 2761 104,338 SH SOLE 1
AMERICAN FINANCIAL REALTY TR COM 02607P305 2556 149,900 SH SOLE 1
AMERICAN FIRST MORTGAGE INVES COM 55272X102 5426 556,488 SH SOLE 1
AMERICAN GREETINGS CORP. CLASS A COM 026375105 1275 58,308 SH SOLE 1
AMERICAN HEALTHWAYS INC COM 02649V104 296 12,396 SH SOLE 1
AMERICAN HOME MORTGAGE INVESTMENT COR COM 02660R107 2750 122,188 SH SOLE 1
AMERICAN INTL GROUP INC COM 026874107 2005 30,250 SH DEFINED 2
AMERICAN INTL GRP INC COM COM 026874107 156817 2,365,971 SH SOLE 1
AMERICAN ITALIAN PASTA CO. CLASS A COM 027070101 293 6,997 SH SOLE 1
AMERICAN LAND LEASE INC COM 027118108 48 2,404 SH SOLE 1
AMERICAN MANAGEMENT SYSTEMS COM 027352103 301 19,984 SH SOLE 1
AMERICAN MED SEC GROUP COM 02744P101 120 5,368 SH SOLE 1
AMERICAN MEDICAL SYSTEMS HOLDI COM 02744M108 543 24,871 SH SOLE 1
AMERICAN MORTGAGE ACCEPTANCE COM 027568104 62 3,784 SH SOLE 1
AMERICAN NATIONAL IN COM 028591105 13 159 SH SOLE 1
AMERICAN NATL BANKSHAR COM 027745108 56 2,136 SH SOLE 1
AMERICAN PHARMACEUTICA COM 02886P109 12 369 SH SOLE 1
AMERICAN PHYSICIANS CAPITAL IN COM 028884104 75 4,086 SH SOLE 1
AMERICAN POWER CONVERSION COM 029066107 4001 163,317 SH SOLE 1
AMERICAN PWR CONVERSION CO COM 029066107 836 34,200 SH DEFINED 2
AMERICAN REALTY INVESTORS IN COM 029174109 9 997 SH SOLE 1
AMERICAN SAFETY INS ORD COM G02995101 2895 220800 SH Sole 3
AMERICAN STANDARD COMPANIES COM 029712106 3297 32,745 SH SOLE 1
AMERICAN STATES WATER CO. COM 029899101 178 7,130 SH SOLE 1
AMERICAN TOWER COM 029912201 12541 1159100 SH Sole 3
AMERICAN TOWER CORP COM 029912201 40 3,681 SH SOLE 1
AMERICAN WEST HOLDINGS CORP. CLASS B COM 023657208 173 13,968 SH SOLE 1
AMERICAN WOODMARK CORP. COM 030506109 141 2,569 SH SOLE 1
AMERICANWEST BANCORPORATION COM 03058P109 101 4,425 SH SOLE 1
AMERICA'S CAR-MART INC COM 03062T105 54 2,022 SH SOLE 1
AMERICREDIT CORP. COM 03060R101 3586 225,097 SH SOLE 1
AMERIGROUP CORP COM 03073T102 482 11,291 SH SOLE 1
AMERIGROUP CORP COM COM 03073T102 9788 229500 SH Sole 3
AMB PPTY CORP 41200
AMB PROPERTY CORP 117,581
AMBAC FINANCIAL GROUP INC. 47,773
AMBASSADORS GROUP INC 2,433
AMBASSADORS INTERNATIONAL 2,805
AMC ENTERTAINMENT, INC. 14,740
AMCOL INTERNATIONAL CORP. 8,966
AMCORE FINANCIAL, INC. 11,660
AMDOCS LIMITED 17,760
AMERADA HESS CORP 41,241
Ameren 88,000
AMEREN CORP. 123,117
AMERICA MOVIL (ADR) 451500 19800
AMERICA MOVIL SA ADR EACH R 251,470
AMERICAN AXLE & MFG HOLDINGS 505
AMERICAN CAP. STRATEGIES, INC. 113,051
AMERICAN EAGLE OUTFITTERS 125,875
AMERICAN ELECTRIC POWER, INC. 179,020
AMERICAN EXPRESS CO 459,600
AMERICAN EXPRESS CO. 1,113,555
AMERICAN FINANCIAL GROUP, INC. 104,338
AMERICAN FINANCIAL REALTY TR 149,900
AMERICAN FIRST MORTGAGE INVES 556,488
AMERICAN GREETINGS CORP. CLASS A 58,308
AMERICAN HEALTHWAYS INC 12,396
AMERICAN HOME MORTGAGE INVESTMENT COR 122,188
AMERICAN INTL GROUP INC 30,250
AMERICAN INTL GRP INC COM 2,365,971
AMERICAN ITALIAN PASTA CO. CLASS A 6,997
AMERICAN LAND LEASE INC 2,404
AMERICAN MANAGEMENT SYSTEMS 19,984
AMERICAN MED SEC GROUP 5,368
AMERICAN MEDICAL SYSTEMS HOLDI 24,871
AMERICAN MORTGAGE ACCEPTANCE 3,784
AMERICAN NATIONAL IN 159
AMERICAN NATL BANKSHAR 2,136
AMERICAN PHARMACEUTICA 369
AMERICAN PHYSICIANS CAPITAL IN 4,086
AMERICAN POWER CONVERSION 163,317
AMERICAN PWR CONVERSION CO 34,200
AMERICAN REALTY INVESTORS IN 997
AMERICAN SAFETY INS ORD 220800
AMERICAN STANDARD COMPANIES 32,745
AMERICAN STATES WATER CO. 7,130
AMERICAN TOWER 1129000 30100
AMERICAN TOWER CORP 3,681
AMERICAN WEST HOLDINGS CORP. CLASS B 13,968
AMERICAN WOODMARK CORP. 2,569
AMERICANWEST BANCORPORATION 4,425
AMERICA'S CAR-MART INC 2,022
AMERICREDIT CORP. 225,097
AMERIGROUP CORP 11,291
AMERIGROUP CORP COM 225200 4300
AMERISOURCEBERGEN CO COM 03073E105 21888 389,808 SH SOLE 1
AMERISTAR CASINOS COM 03070Q101 123 5,024 SH SOLE 1
AMERITRADE HOLDING CORP - CL A COM 03074K100 66 4,658 SH SOLE 1
AMERON, INC. COM 030710107 108 3,122 SH SOLE 1
AMERUS GROUP CO. COM 03072M108 2595 74,212 SH SOLE 1
AMETEK INC NEW COM 031100100 1983 41,100 SH DEFINED 2
AMETEK, INC. COM 031100100 2318 48,023 SH SOLE 1
AMGEN INC COM 031162100 20610 333,490 SH DEFINED 2
AMGEN, INC. COM 031162100 70459 1,140,296 SH SOLE 1
AMIS HLDGS INC COM 031538101 183 10,000 SH DEFINED 2
AMKOR TECHNOLOGY INC COM COM 031652100 8242 452600 SH Sole 3
AMKOR TECHNOLOGY, INC COM 031652100 33 1,845 SH SOLE 1
AMLI RESIDENTIAL PROPERTIES COM 001735109 214 7,973 SH SOLE 1
AMN HEALTHCARE SERVICE COM 001744101 107 6,229 SH SOLE 1
AMPCO-PITTSBURGH CORP COM 032037103 33 2,379 SH SOLE 1
AMPHENOL CORP. CLASS A COM 032095101 214 3,340 SH SOLE 1
AMR CORP. COM 001765106 1105 85,356 SH SOLE 1
Amsouth Bancorp COM 032165102 1,715 70,000 SH DEFINED 4
AMSOUTH BANCORPORATION COM 032165102 3874 158,119 SH SOLE 1
AMSURG CORP CL A COM 03232P405 317 8,341 SH SOLE 1
AMYLIN PHARMACEUTICALS, INC. COM 032346108 42 1,870 SH SOLE 1
ANADARKO PETROLEUM CORP. COM 032511107 16236 318,287 SH SOLE 1
ANALOG DEVICES INC COM 032654105 3319 72,700 SH DEFINED 2
ANALOG DEVICES, INC. COM 032654105 20382 446,485 SH SOLE 1
ANALOGIC CORP. COM 032657207 152 3,699 SH SOLE 1
ANAREN INC COM 032744104 147 10,434 SH SOLE 1
ANAREN INC COM COM 032744104 2226 157676 SH Sole 3
ANCHOR BANCORP WISCONSIN, INC. COM 032839102 230 9,219 SH SOLE 1
ANDREW CORP. COM 034425108 17309 1,493,422 SH SOLE 1
ANDRX GROUP COM 034553107 33 1,374 SH SOLE 1
ANGELICA CORP COM 034663104 91 4,130 SH SOLE 1
ANGIOTECH PHARMACEUTLS COM COM 034918102 4264 92704 SH Sole 3
ANHEUSER-BUSCH COMPANIES, INC. COM 035229103 90099 1,710,300 SH SOLE 1
ANIXTER INTERNATIONALL, INC. COM 035290105 381 14,703 SH SOLE 1
ANN TAYLOR STORES CORP. COM 036115103 816 20,928 SH SOLE 1
ANNALY MTG MGMT INC COM 035710409 4036 219,341 SH SOLE 1
ANNTAYLOR STORES CORP COM COM 036115103 25170 645380 SH Sole 3
ANSOFT CORP COM 036384105 39 3,045 SH SOLE 1
ANSYS INC COM 03662Q105 276 6,950 SH SOLE 1
ANTEON INTERNATIONAL CORP COM 03674E108 315 8,738 SH SOLE 1
ANTEON INTL CORP COM COM 03674E108 22167 614900 SH Sole 3
ANTHEM INC COM 03674B104 8843 63,910 SH SOLE 1
ANTHEM INC COM 03674B104 18810 250,800 SH DEFINED 2
ANTHRACITE CAPITAL INC. COM 037023108 4049 365,728 SH SOLE 1
ANTIGENICS INC. COM 037032109 105 9,240 SH SOLE 1
ANWORTH MORTGAGE ASSET COM 037347101 7189 516,115 SH SOLE 1
AO TATNEFT SPON ADR COM 03737P306 294 12,900 SH SOLE 1
AON CORP. COM 037389103 3357 140,240 SH SOLE 1
APAC TELESERVICES, INC. COM 00185E106 37 14,082 SH SOLE 1
APACHE CORP COM 037411105 16948 208,981 SH DEFINED 2
APACHE CORP. COM 037411105 5701 70,290 SH SOLE 1
APARTMENT INVT & MGMT CL A COM 03748R101 1266 36700 SH Sole 3
APARTMENT INVT & MGMT CO - A COM 03748R101 1467 42,522 SH SOLE 1
AMERISOURCEBERGEN CO 389,808
AMERISTAR CASINOS 5,024
AMERITRADE HOLDING CORP - CL A 4,658
AMERON, INC. 3,122
AMERUS GROUP CO. 74,212
AMETEK INC NEW 41,100
AMETEK, INC. 48,023
AMGEN INC 333,490
AMGEN, INC. 1,140,296
AMIS HLDGS INC 10,000
AMKOR TECHNOLOGY INC COM 434100 18500
AMKOR TECHNOLOGY, INC 1,845
AMLI RESIDENTIAL PROPERTIES 7,973
AMN HEALTHCARE SERVICE 6,229
AMPCO-PITTSBURGH CORP 2,379
AMPHENOL CORP. CLASS A 3,340
AMR CORP. 85,356
Amsouth Bancorp 70,000
AMSOUTH BANCORPORATION 158,119
AMSURG CORP CL A 8,341
AMYLIN PHARMACEUTICALS, INC. 1,870
ANADARKO PETROLEUM CORP. 318,287
ANALOG DEVICES INC 72,700
ANALOG DEVICES, INC. 446,485
ANALOGIC CORP. 3,699
ANAREN INC 10,434
ANAREN INC COM 143200 14476
ANCHOR BANCORP WISCONSIN, INC. 9,219
ANDREW CORP. 1,493,422
ANDRX GROUP 1,374
ANGELICA CORP 4,130
ANGIOTECH PHARMACEUTLS COM 85300 7404
ANHEUSER-BUSCH COMPANIES, INC. 1,710,300
ANIXTER INTERNATIONALL, INC. 14,703
ANN TAYLOR STORES CORP. 20,928
ANNALY MTG MGMT INC 219,341
ANNTAYLOR STORES CORP COM 625900 19480
ANSOFT CORP 3,045
ANSYS INC 6,950
ANTEON INTERNATIONAL CORP 8,738
ANTEON INTL CORP COM 603400 11500
ANTHEM INC 63,910
ANTHEM INC 250,800
ANTHRACITE CAPITAL INC. 365,728
ANTIGENICS INC. 9,240
ANWORTH MORTGAGE ASSET 516,115
AO TATNEFT SPON ADR 12,900
AON CORP. 140,240
APAC TELESERVICES, INC. 14,082
APACHE CORP 208,981
APACHE CORP. 70,290
APARTMENT INVT & MGMT CL A 36700
APARTMENT INVT & MGMT CO - A 42,522
APHTON CORP. COM 03759P101 70 11,720 SH SOLE 1
APOGEE ENTERPRISES, INC. COM 037598109 119 10,463 SH SOLE 1
APOGENT TECHNOLOGIES COM 03760A101 3000 130,187 SH SOLE 1
APOLLO GROUP INC COM 037604105 6752 99,300 SH DEFINED 2
APOLLO GROUP INC CL A COM 037604105 7358 108200 SH Sole 3
APOLLO GROUP, INC. CLASS A COM 037604105 7850 115,770 SH SOLE 1
APPLE COMPUTER, INC. COM 037833100 4336 202,903 SH SOLE 1
APPLEBEES INTERNATIONAL, INC. COM 037899101 3120 79,318 SH SOLE 1
APPLEBEES INTL INC COM 037899101 28082 715,100 SH DEFINED 2
APPLEBEES INTL INC COM COM 037899101 10022 255200 SH Sole 3
APPLERA CORP APPLIED BIOSYSTEM COM 038020103 2235 107,899 SH SOLE 1
APPLICA INC. COM 03815A106 68 8,977 SH SOLE 1
APPLIED FILMS CORP COM 038197109 230 6,977 SH SOLE 1
APPLIED FILMS CORP COM COM 038197109 3705 112200 SH Sole 3
APPLIED INDUSTRIAL TECH., INC. COM 03820C105 190 7,981 SH SOLE 1
APPLIED MATERIALS INC COM 038222105 24738 1,101,900 SH DEFINED 2
APPLIED MATERIALS, INC. COM 038222105 32365 1,442,305 SH SOLE 1
APPLIED MATLS INC COM 038222105 593 26400 SH Sole 3
APPLIED MICRO CIRCUITS CORP. COM 03822W109 843 141,239 SH SOLE 1
APPLIED MOLECULAR EVOLUTION COM 03823E108 20 1,100 SH SOLE 1
APPLIED SIGNAL TECHNOLOGY COM 038237103 95 4,110 SH SOLE 1
APRIA HEALTHCARE GROUP, INC. COM 037933108 2096 73,609 SH SOLE 1
APTARGROUP, INC. COM 038336103 21 539 SH SOLE 1
AQUANTIVE INC COM 03839G105 191 18,664 SH SOLE 1
AQUILA INC COM 03840P102 1235 364,449 SH SOLE 1
ARAID PHARAMACEUTICLAS, INC. COM 04033A100 143 19,129 SH SOLE 1
ARAMARK CORP COM 038521100 39 1,421 SH SOLE 1
ARBITRON, INC. COM 03875Q108 583 13,967 SH SOLE 1
ARCH CHEMICALS, INC. COM 03937R102 240 9,370 SH SOLE 1
ARCH COAL INC COM COM 039380100 22815 731960 SH Sole 3
ARCH COAL, INC. COM 039380100 3008 96,513 SH SOLE 1
ARCHER DANIELS MIDLAND CO. COM 039483102 4397 288,885 SH SOLE 1
ARCHSTONE COMMUNITIES TRUST COM 039583109 84 3,014 SH SOLE 1
ARCHSTONE SMITH TR COM COM 039583109 3854 137743 SH Sole 3
ARCTIC CAT, INC. COM 039670104 170 6,961 SH SOLE 1
ARDEN GROUP INC COM 039762109 51 652 SH SOLE 1
ARDEN REALTY INC. COM 039793104 4050 133,491 SH SOLE 1
ARDEN RLTY GROUP INC COM COM 039793104 1056 34800 SH Sole 3
ARENA PHARMACEUTICALS INC COM 040047102 48 7,817 SH SOLE 1
ARGONAUT GROUP, INC. COM 040157109 186 11,984 SH SOLE 1
ARGOSY GAMING CO. COM 040228108 278 10,691 SH SOLE 1
ARIBA, INC. COM 04033V104 381 126,840 SH SOLE 1
ARKANSAS BEST CORP. COM 040790107 321 10,188 SH SOLE 1
ARMOR HOLDINGS, INC. COM 042260109 251 9,556 SH SOLE 1
ARRIS GROUP INC COM 04269Q100 181 24,938 SH SOLE 1
ARRIS GROUP INC COM COM 04269Q100 8022 1108060 SH Sole 3
ARROW ELECTRONICS INC COM 042735100 3358 145,123 SH SOLE 1
ARROW FINANCIAL CORP COM 042744102 111 4,011 SH SOLE 1
ARROW INTERNATIONAL, INC. COM 042764100 271 10,832 SH SOLE 1
ARTESYN TECHNOLOGIES, INC. COM 043127109 126 14,820 SH SOLE 1
ARTHROCARE CORP. COM 043136100 207 8,429 SH SOLE 1
ARTISAN COMPONENTS INC. COM 042923102 168 8,208 SH SOLE 1
ARVINMERITOR, INC COM 043353101 2374 98,408 SH SOLE 1
APHTON CORP. 11,720
APOGEE ENTERPRISES, INC. 10,463
APOGENT TECHNOLOGIES 130,187
APOLLO GROUP INC 99,300
APOLLO GROUP INC CL A 103750 4450
APOLLO GROUP, INC. CLASS A 115,770
APPLE COMPUTER, INC. 202,903
APPLEBEES INTERNATIONAL, INC. 79,318
APPLEBEES INTL INC 715,100
APPLEBEES INTL INC COM 250400 4800
APPLERA CORP APPLIED BIOSYSTEM 107,899
APPLICA INC. 8,977
APPLIED FILMS CORP 6,977
APPLIED FILMS CORP COM 112200
APPLIED INDUSTRIAL TECH., INC. 7,981
APPLIED MATERIALS INC 1,101,900
APPLIED MATERIALS, INC. 1,442,305
APPLIED MATLS INC 26400
APPLIED MICRO CIRCUITS CORP. 141,239
APPLIED MOLECULAR EVOLUTION 1,100
APPLIED SIGNAL TECHNOLOGY 4,110
APRIA HEALTHCARE GROUP, INC. 73,609
APTARGROUP, INC. 539
AQUANTIVE INC 18,664
AQUILA INC 364,449
ARAID PHARAMACEUTICLAS, INC. 19,129
ARAMARK CORP 1,421
ARBITRON, INC. 13,967
ARCH CHEMICALS, INC. 9,370
ARCH COAL INC COM 703200 28760
ARCH COAL, INC. 96,513
ARCHER DANIELS MIDLAND CO. 288,885
ARCHSTONE COMMUNITIES TRUST 3,014
ARCHSTONE SMITH TR COM 137743
ARCTIC CAT, INC. 6,961
ARDEN GROUP INC 652
ARDEN REALTY INC. 133,491
ARDEN RLTY GROUP INC COM 34800
ARENA PHARMACEUTICALS INC 7,817
ARGONAUT GROUP, INC. 11,984
ARGOSY GAMING CO. 10,691
ARIBA, INC. 126,840
ARKANSAS BEST CORP. 10,188
ARMOR HOLDINGS, INC. 9,556
ARRIS GROUP INC 24,938
ARRIS GROUP INC COM 1069800 38260
ARROW ELECTRONICS INC 145,123
ARROW FINANCIAL CORP 4,011
ARROW INTERNATIONAL, INC. 10,832
ARTESYN TECHNOLOGIES, INC. 14,820
ARTHROCARE CORP. 8,429
ARTISAN COMPONENTS INC. 8,208
ARVINMERITOR, INC 98,408
ASBURY AUTOMOTIVE GROUP COM 043436104 102 5,687 SH SOLE 1
ASCENTIAL SOFTWARE CORP COM 04362P207 2898 111,716 SH SOLE 1
ASE TEST LTD ORD (F) COM Y02516105 18430 1231100 SH Sole 3
ASHLAND OIL, INC. COM 044204105 5413 122,858 SH SOLE 1
ASIAINFO HOLDINGS INC. COM 04518A104 93 13,952 SH SOLE 1
ASK JEEVES INC COM 045174109 315 17,397 SH SOLE 1
ASML HLDG (ADR) COM N07059111 11286 562900 SH Sole 3
ASML HOLDING N V COM N07059111 1303 65,000 SH DEFINED 2
ASPECT COMMUNICATIONS INC. COM 04523Q102 227 14,405 SH SOLE 1
ASPECT MED SYS INC COM COM 045235108 1824 159900 SH Sole 3
ASPECT MEDICAL SYSTEMS, INC. COM 045235108 50 4,349 SH SOLE 1
ASPEN TECHNOLOGY, INC. COM 045327103 169 16,493 SH SOLE 1
ASSOCIATED BANC-CORP. COM 045487105 4514 105,457 SH SOLE 1
ASSOCIATED ESTATES REALTY COM 045604105 56 7,682 SH SOLE 1
ASTEC INDS INC COM COM 046224101 86 6,963 SH SOLE 1
ASTORIA FINANCIAL CORP. COM 046265104 4248 114,201 SH SOLE 1
ASYST TECHNOLOGIES INC COM 04648X107 1128 65,000 SH DEFINED 2
ASYST TECHNOLOGIES, INC. COM 04648X107 374 21,693 SH SOLE 1
ASYST TECHNOLOGY CP COM COM 04648X107 31772 1831248 SH Sole 3
AT & T CORP COM 001957505 49852 2,455,780 SH SOLE 1
AT RD INC COM 04648K105 178 13,396 SH SOLE 1
AT&T WIRELESS COM 00209A106 6 720 SH DEFINED 2
AT&T WIRELESS (USD) COM 00209A106 10893 1,363,370 SH SOLE 1
AT+T CORP COM 001957505 7162 352,829 SH DEFINED 2
ATARI INC COM 04651M105 16 3,703 SH SOLE 1
ATHEROGENICS INC COM 047439104 257 17,267 SH SOLE 1
ATLANTIC COAST AIRLINES HLDG. COM 048396105 192 19,507 SH SOLE 1
ATMEL CORP. COM 049513104 4075 677,965 SH SOLE 1
ATMI INC COM 00207R101 282 12,200 SH DEFINED 2
ATMI, INC. COM 00207R101 292 12,573 SH SOLE 1
ATMOS ENERGY CORP. COM 049560105 569 23,418 SH SOLE 1
ATRIX LABS INC COM 04962L101 237 9,860 SH SOLE 1
ATWOOD OCEANICS, INC. COM 050095108 118 3,710 SH SOLE 1
AUDIOVOX COPR. COM 050757103 100 7,806 SH SOLE 1
AUGUST TECHNOLOGY CORP COM COM 05106U105 2172 117100 SH Sole 3
AUTOBYTEL.COM INC COM 05275N106 141 15,530 SH SOLE 1
AUTODESK, INC. COM 052769106 1234 50,210 SH SOLE 1
AUTOLIV, INC. COM 052800109 66 1,760 SH SOLE 1
AUTOMATIC DATA PROCESSING INC. COM 053015103 10328 260,750 SH SOLE 1
AUTONATION INC COM 05329W102 2245 122,193 SH SOLE 1
AUTOZONE, INC. COM 053332102 3380 39,672 SH SOLE 1
AVALONBAY COMM COM 053484101 2825 59100 SH Sole 3
AVALONBAY COMMUNITIE COM 053484101 5742 120,123 SH SOLE 1
AVANEX CORP COM 05348W109 135 27,104 SH SOLE 1
AVANT IMMUNOTHERAPEUTICS INC COM 053491106 83 30,361 SH SOLE 1
AVATAR HOLDINGS, INC. COM 053494100 90 2,440 SH SOLE 1
AVAYA COM 053499109 5 398 SH DEFINED 2
AVAYA INC. COM 053499109 2421 187,131 SH SOLE 1
AVERY DENNISON CORP COM 053611109 8485 151,463 SH DEFINED 2
AVERY DENNISON CORP. COM 053611109 2804 50,052 SH SOLE 1
AVI BIOPHARMA INC COM 002346104 40 9,716 SH SOLE 1
AVIALL, INC. COM 05366B102 229 14,748 SH SOLE 1
AVID TECHNOLOGY, INC. COM 05367P100 674 14,051 SH SOLE 1
ASBURY AUTOMOTIVE GROUP 5,687
ASCENTIAL SOFTWARE CORP 111,716
ASE TEST LTD ORD (F) 1208200 22900
ASHLAND OIL, INC. 122,858
ASIAINFO HOLDINGS INC. 13,952
ASK JEEVES INC 17,397
ASML HLDG (ADR) 537900 25000
ASML HOLDING N V 65,000
ASPECT COMMUNICATIONS INC. 14,405
ASPECT MED SYS INC COM 159900
ASPECT MEDICAL SYSTEMS, INC. 4,349
ASPEN TECHNOLOGY, INC. 16,493
ASSOCIATED BANC-CORP. 105,457
ASSOCIATED ESTATES REALTY 7,682
ASTEC INDS INC COM 6,963
ASTORIA FINANCIAL CORP. 114,201
ASYST TECHNOLOGIES INC 65,000
ASYST TECHNOLOGIES, INC. 21,693
ASYST TECHNOLOGY CP COM 1775000 56248
AT & T CORP 2,455,780
AT RD INC 13,396
AT&T WIRELESS 720
AT&T WIRELESS (USD) 1,363,370
AT+T CORP 352,829
ATARI INC 3,703
ATHEROGENICS INC 17,267
ATLANTIC COAST AIRLINES HLDG. 19,507
ATMEL CORP. 677,965
ATMI INC 12,200
ATMI, INC. 12,573
ATMOS ENERGY CORP. 23,418
ATRIX LABS INC 9,860
ATWOOD OCEANICS, INC. 3,710
AUDIOVOX COPR. 7,806
AUGUST TECHNOLOGY CORP COM 117100
AUTOBYTEL.COM INC 15,530
AUTODESK, INC. 50,210
AUTOLIV, INC. 1,760
AUTOMATIC DATA PROCESSING INC. 260,750
AUTONATION INC 122,193
AUTOZONE, INC. 39,672
AVALONBAY COMM 59100
AVALONBAY COMMUNITIE 120,123
AVANEX CORP 27,104
AVANT IMMUNOTHERAPEUTICS INC 30,361
AVATAR HOLDINGS, INC. 2,440
AVAYA 398
AVAYA INC. 187,131
AVERY DENNISON CORP 151,463
AVERY DENNISON CORP. 50,052
AVI BIOPHARMA INC 9,716
AVIALL, INC. 14,748
AVID TECHNOLOGY, INC. 14,051
AVISTA CORP COM 05379B107 413 22,769 SH SOLE 1
AVNET, INC. COM 053807103 3735 172,422 SH SOLE 1
AVOCENT CORP COM COM 053893103 19814 542540 SH Sole 3
AVOCENT CORPORATION COM 053893103 2462 67,416 SH SOLE 1
AVON PRODS INC COM 054303102 15401 228,200 SH DEFINED 2
AVON PRODUCTS, INC. COM 054303102 7327 108,560 SH SOLE 1
AVX CORP COM 002444107 39 2,361 SH SOLE 1
AXCELIS TECHNOLOGIES I COM COM 054540109 11664 1141300 SH Sole 3
AXCELIS TECHNOLOGIES INC COM 054540109 477 46,429 SH SOLE 1
AZTAR CORP. COM 054802103 298 13,234 SH SOLE 1
BAKER HUGHES, INC. COM 057224107 4791 148,960 SH SOLE 1
BALDOR ELECTRIC CO. COM 057741100 314 13,732 SH SOLE 1
BALDWIN & LYONS, INC., CLASS B COM 057755209 100 3,552 SH SOLE 1
BALL CORP. COM 058498106 1522 25,554 SH SOLE 1
BALLY TOTAL FITNESS HLDG COR COM COM 05873K108 103 14,733 SH SOLE 1
BANCFIRST CORP. COM 05945F103 97 1,688 SH SOLE 1
BANCORPSOUTH, INC. COM 059692103 32 1,341 SH SOLE 1
BANCTRUST FINANCIAL GROUP IN COM 05978R107 50 3,142 SH SOLE 1
BANDAG, INC. COM 059815100 1350 32,758 SH SOLE 1
BANK AMER CORP COM 060505104 20825 258,925 SH DEFINED 2
Bank America Corp COM 060505104 2,011 25,000 SH DEFINED 4
BANK ATLANTIC BANCORP CLASS A COM 065908501 377 19,867 SH SOLE 1
BANK MUTUAL CORP COM 063750103 200 17,579 SH SOLE 1
BANK OF AMERICA CORP COM 060505104 58239 627,700 SH SOLE 1
BANK OF GRANITE CORP. COM 062401104 137 6,311 SH SOLE 1
BANK OF HAWAII CORP COM 062540109 3399 80,556 SH SOLE 1
BANK OF MONTREAL COM 063671101 7170 173,200 SH OTHER 1
BANK OF NEW YORK CO., INC. COM 064057102 11101 335,180 SH SOLE 1
BANK OF NOVA SCOTIA COM 064149107 6033 118,500 SH OTHER 1
BANK OF THE OZARKS INC COM 063904106 103 4,550 SH SOLE 1
BANK UNITED CORP-CPR WI COM 065416117 61 506,802 SH SOLE 1
BANKNORTH GROUP INC. COM 06646R107 9096 185,404 SH SOLE 1
BANKONE CORP. COM 06423A103 22883 501,940 SH SOLE 1
BANKRATE INC COM 06646V108 35 2,803 SH SOLE 1
BANKUNITED FINANCIAL CORP CLASS A COM 06652B103 348 13,481 SH SOLE 1
BANNER CORPORATION COM 06652V109 120 4,777 SH SOLE 1
BANTA CORP. COM 066821109 1922 47,447 SH SOLE 1
BARNES & NOBLE, INC. COM 067774109 3137 95,502 SH SOLE 1
BARNES GROUP, INC. COM 067806109 186 5,754 SH SOLE 1
BARR LABS INC COM COM 068306109 19616 254915 SH Sole 3
BARR PHARMACEUTICALS INC COM 068306109 7420 96,430 SH SOLE 1
BARRA, INC. COM 068313105 248 6,981 SH SOLE 1
BARRICK GOLD CORPORATION COM 067901108 4162 183,500 SH OTHER 1
BASSETT FURNITURE INDUSTRIES COM 070203104 78 4,720 SH SOLE 1
BAUSCH & LOMB, INC. COM 071707103 1230 23,693 SH SOLE 1
BAXTER INTERNATIONAL, INC. COM 071813109 8053 263,870 SH SOLE 1
BAY VIEW CAPITAL CORP. COM 07262L101 64 29,865 SH SOLE 1
BBT CORP. COM 054937107 9156 236,950 SH SOLE 1
BBVA BANCO FRANCES SA - ADR COM 07329M100 263 29,100 SH SOLE 1
BCE INC COM COM 05534B109 4788 214,105 SH OTHER 1
BEA SYS INC COM 073325102 15957 1,297,300 SH DEFINED 2
BEA SYSTEMS, INC. COM 073325102 428 34,768 SH SOLE 1
BEAR STEARNS COS COM 073902108 3533 44,192 SH SOLE 1
AVISTA CORP 22,769
AVNET, INC. 172,422
AVOCENT CORP COM 521400 21140
AVOCENT CORPORATION 67,416
AVON PRODS INC 228,200
AVON PRODUCTS, INC. 108,560
AVX CORP 2,361
AXCELIS TECHNOLOGIES I COM 1122300 19000
AXCELIS TECHNOLOGIES INC 46,429
AZTAR CORP. 13,234
BAKER HUGHES, INC. 148,960
BALDOR ELECTRIC CO. 13,732
BALDWIN & LYONS, INC., CLASS B 3,552
BALL CORP. 25,554
BALLY TOTAL FITNESS HLDG COR COM 14,733
BANCFIRST CORP. 1,688
BANCORPSOUTH, INC. 1,341
BANCTRUST FINANCIAL GROUP IN 3,142
BANDAG, INC. 32,758
BANK AMER CORP 258,925
Bank America Corp 25,000
BANK ATLANTIC BANCORP CLASS A 19,867
BANK MUTUAL CORP 17,579
BANK OF AMERICA CORP 592,735
BANK OF GRANITE CORP. 6,311
BANK OF HAWAII CORP 80,556
BANK OF MONTREAL 0 173,200
BANK OF NEW YORK CO., INC. 335,180
BANK OF NOVA SCOTIA 0 118,500
BANK OF THE OZARKS INC 4,550
BANK UNITED CORP-CPR WI 506,802
BANKNORTH GROUP INC. 185,404
BANKONE CORP. 501,940
BANKRATE INC 2,803
BANKUNITED FINANCIAL CORP CLASS A 13,481
BANNER CORPORATION 4,777
BANTA CORP. 47,447
BARNES & NOBLE, INC. 95,502
BARNES GROUP, INC. 5,754
BARR LABS INC COM 239600 15315
BARR PHARMACEUTICALS INC 96,430
BARRA, INC. 6,981
BARRICK GOLD CORPORATION 0 183,500
BASSETT FURNITURE INDUSTRIES 4,720
BAUSCH & LOMB, INC. 23,693
BAXTER INTERNATIONAL, INC. 263,870
BAY VIEW CAPITAL CORP. 29,865
BBT CORP. 236,950
BBVA BANCO FRANCES SA - ADR 29,100
BCE INC COM 0 214,105
BEA SYS INC 1,297,300
BEA SYSTEMS, INC. 34,768
BEAR STEARNS COS 44,192
BEARINGPOINT INC COM 074002106 26 2,597 SH SOLE 1
BEASLEY BROADCAST GROUP, INC. COM 074014101 34 2,067 SH SOLE 1
BEAZER HOMES USA, INC. COM 07556Q105 602 6,165 SH SOLE 1
BEBE STORES, INC. COM 075571109 57 2,203 SH SOLE 1
BECKMAN COULTER, INC. COM 075811109 4515 88,829 SH SOLE 1
BECTON, DICKINSON AND CO. COM 075887109 7253 176,300 SH SOLE 1
BED BATH & BEYOND INC COM COM 075896100 4773 110100 SH Sole 3
BED BATH & BEYOND, INC. COM 075896100 8872 204,660 SH SOLE 1
BED BATH + BEYOND INC COM 075896100 8258 190,500 SH DEFINED 2
BEDFORD PRPTY INVESTORS, INC. COM 076446301 1308 45,678 SH SOLE 1
BEI TECHNOLOGIES INC COM 05538P104 103 5,152 SH SOLE 1
BEL FUSE INC. CLASS B COM 077347300 152 4,672 SH SOLE 1
BELDEN, INC. COM 077459105 225 10,655 SH SOLE 1
BELL MICROPRODUCTS INC COM COM 078137106 2970 327800 SH Sole 3
Bellsouth Corp COM 079860102 1,132 40,000 SH DEFINED 4
BELLSOUTH CORP. COM 079860102 24742 874,280 SH SOLE 1
BELO CORP. COM 080555105 4656 164,276 SH SOLE 1
BEMIS CO., INC. COM 081437105 1196 23,913 SH SOLE 1
BEMIS INC COM 081437105 9278 185,563 SH DEFINED 2
BENCHMARK ELECTRONICS, INC. COM 08160H101 606 17,415 SH SOLE 1
BENCHMARK ELECTRS INC COM COM 08160H101 46770 1343589 SH Sole 3
BENTLEY PHARMACEUTICAL COM 082657107 87 6,555 SH SOLE 1
BERKSHIRE HATHAWAY INC DEL COM 084610207 31055 11,032 SH DEFINED 2
BERKSHIRE HILLS BANCOR COM 084680107 94 2,598 SH SOLE 1
BERRY PETROLEUM CO. CLASS A COM 085789105 150 7,423 SH SOLE 1
BEST BUY CO., INC. COM 086516101 8026 153,638 SH SOLE 1
BEST BUY INC COM COM 086516101 1332 25500 SH Sole 3
BEVERLY ENTERPRISE INC COM NEW COM 087851309 31903 3714000 SH Sole 3
BEVERLY ENTERPRISES, INC. COM 087851309 370 43,122 SH SOLE 1
BHA GROUP HOLDINGS INC COM 055446108 46 1,833 SH SOLE 1
BHP Billiton Ltd-Spon ADR 100 088606108 166 9,110 SH SOLE 1
BIG 5 SPORTING GOODS CORP COM 08915P101 125 5,988 SH SOLE 1
BIG LOTS INC. COM 089302103 750 52,814 SH SOLE 1
BIOGEN IDEC INC COM 09062X103 6457 175,943 SH SOLE 1
BIOLASE TECHNOLOGY INC COM 090911108 147 8,840 SH SOLE 1
BIOMARIN PHARMACEUTICAL IN COM 09061G101 777 100,000 SH DEFINED 2
BIOMARIN PHARMACEUTICAL INC. COM 09061G101 231 29,745 SH SOLE 1
BIOMET, INC. COM 090613100 5104 140,929 SH SOLE 1
BIOPURE CORP. COM 09065H105 38 15,630 SH SOLE 1
BIO-RAD LABORATORIES, INC., CLASS A COM 090572207 20 347 SH SOLE 1
BIORELIANCE CORP COM 090951104 114 2,376 SH SOLE 1
BIOSITE INC. COM 090945106 142 4,896 SH SOLE 1
BISYS GROUP, INC. COM 055472104 2533 170,244 SH SOLE 1
BJ SERVICES CO. COM 055482103 2574 71,688 SH SOLE 1
BJ SVCS CO COM 055482103 2775 77,300 SH DEFINED 2
BJ'S WHOLESALE CLUB INC. COM 05548J106 3025 131,731 SH SOLE 1
Black & Decker Corp COM 091797100 986 20,000 SH DEFINED 4
BLACK & DECKER CORP. COM 091797100 3928 79,644 SH SOLE 1
BLACK BOX CORP. COM 091826107 349 7,579 SH SOLE 1
BLACK HILLS CORP. COM 092113109 1821 61,037 SH SOLE 1
BLACKROCK INC COM 09247X101 20 376 SH SOLE 1
BLAIR CORP COM 092828102 76 3,104 SH SOLE 1
BLOCK FINANCIAL CORP COM 093671105 4472 80,770 SH SOLE 1
BEARINGPOINT INC 2,597
BEASLEY BROADCAST GROUP, INC. 2,067
BEAZER HOMES USA, INC. 6,165
BEBE STORES, INC. 2,203
BECKMAN COULTER, INC. 88,829
BECTON, DICKINSON AND CO. 176,300
BED BATH & BEYOND INC COM 104900 5200
BED BATH & BEYOND, INC. 204,660
BED BATH + BEYOND INC 190,500
BEDFORD PRPTY INVESTORS, INC. 45,678
BEI TECHNOLOGIES INC 5,152
BEL FUSE INC. CLASS B 4,672
BELDEN, INC. 10,655
BELL MICROPRODUCTS INC COM 327800
Bellsouth Corp 40,000
BELLSOUTH CORP. 874,280
BELO CORP. 164,276
BEMIS CO., INC. 23,913
BEMIS INC 185,563
BENCHMARK ELECTRONICS, INC. 17,415
BENCHMARK ELECTRS INC COM 1302750 40839
BENTLEY PHARMACEUTICAL 6,555
BERKSHIRE HATHAWAY INC DEL 11,032
BERKSHIRE HILLS BANCOR 2,598
BERRY PETROLEUM CO. CLASS A 7,423
BEST BUY CO., INC. 153,638
BEST BUY INC COM 25500
BEVERLY ENTERPRISE INC COM NEW 3586200 27800
BEVERLY ENTERPRISES, INC. 43,122
BHA GROUP HOLDINGS INC 1,833
BHP Billiton Ltd-Spon ADR 100 9,110
BIG 5 SPORTING GOODS CORP 5,988
BIG LOTS INC. 52,814
BIOGEN IDEC INC 175,943
BIOLASE TECHNOLOGY INC 8,840
BIOMARIN PHARMACEUTICAL IN 100,000
BIOMARIN PHARMACEUTICAL INC. 29,745
BIOMET, INC. 140,929
BIOPURE CORP. 15,630
BIO-RAD LABORATORIES, INC., CLASS A 347
BIORELIANCE CORP 2,376
BIOSITE INC. 4,896
BISYS GROUP, INC. 170,244
BJ SERVICES CO. 71,688
BJ SVCS CO 77,300
BJ'S WHOLESALE CLUB INC. 131,731
Black & Decker Corp 20,000
BLACK & DECKER CORP. 79,644
BLACK BOX CORP. 7,579
BLACK HILLS CORP. 61,037
BLACKROCK INC 376
BLAIR CORP 3,104
BLOCK FINANCIAL CORP 80,770
BLOCKBUSTER INC -CLA COM 093679108 11 607 SH SOLE 1
BLOUNT INTERNATIONAL INC COM 095180105 15 1,926 SH SOLE 1
Blue Rhino Corp COM 095811105 71 5,144 SH SOLE 1
BLYTH INC. COM 09643P108 2105 65,318 SH SOLE 1
BMC SOFTWARE, INC. COM 055921100 1914 102,639 SH SOLE 1
BOB EVANS FARMS, INC. COM 096761101 2150 66,246 SH SOLE 1
BOCA RESORTS INC -CL A COM 09688T106 175 11,685 SH SOLE 1
BOEING CO COM 097023105 8679 205,950 SH DEFINED 2
Boeing Co COM 097023105 2,107 50,000 SH DEFINED 4
BOEING CO. COM 097023105 15386 365,120 SH SOLE 1
BOISE CASCADE CORP. COM 097383103 1563 47,571 SH SOLE 1
BOK FINANCIAL CORP. COM 05561Q201 10 262 SH SOLE 1
BOMBAY COM 097924104 1211 148800 SH Sole 3
BOMBAY CO INC COM 097924104 128 15,780 SH SOLE 1
BONE CARE INTERNATIONAL, INC. COM 098072101 56 4,396 SH SOLE 1
BORDERS GROUP, INC. COM 099709107 2443 111,440 SH SOLE 1
BORG WARNER INC COM 099724106 3964 46,598 SH SOLE 1
BORLAND SOFTWARE CORP. COM 099849101 323 33,205 SH SOLE 1
BOSTON BEER, INC. CLASS A COM 100557107 59 3,240 SH SOLE 1
BOSTON COMMUNICATIONS GROUP COM 100582105 70 7,500 SH SOLE 1
BOSTON PRIVATE FINANCIAL HOLDI COM 101119105 234 9,418 SH SOLE 1
BOSTON PROPERTIES INC COM 101121101 56 1,158 SH SOLE 1
BOSTON PROPERTIES INC COM COM 101121101 2366 49100 SH Sole 3
BOSTON SCIENTIFIC CORP COM 101137107 12502 340,100 SH DEFINED 2
BOSTON SCIENTIFIC CORP. COM 101137107 14578 396,570 SH SOLE 1
BOWATER, INC. COM 102183100 3685 79,574 SH SOLE 1
BOWNE & CO., INC. COM 103043105 214 15,776 SH SOLE 1
BOYD GAMING CORP. COM 103304101 1723 106,725 SH SOLE 1
BOYDS COLLECTION, LTD. COM 103354106 38 8,877 SH SOLE 1
BOYKIN LODGING CO. COM 103430104 74 8,136 SH SOLE 1
BRADLEY PHARMACEUTICAL COM 104576103 97 3,809 SH SOLE 1
BRADLEY PHARMACEUTICAL COM COM 104576103 2835 111500 SH Sole 3
BRADY CORP. COM 104674106 342 8,394 SH SOLE 1
BRANDYWINE REALTY TRUST COM 105368203 350 13,065 SH SOLE 1
BRANDYWINE RLTY TR SH BEN INT COM 105368203 260 9700 SH Sole 3
BRASIL DISTR PAO ACU-SP ADR COM 20440T201 272 10,800 SH SOLE 1
BRE PROPERTIES INC CL A COM 05564E106 885 26500 SH Sole 3
BRE PROPERTIES, INC., CLASS A COM 05564E106 29 864 SH SOLE 1
BRIGGS & STRATTON CORP. COM 109043109 684 10,148 SH SOLE 1
BRIGHAM EXPLORATION COM COM 109178103 4381 545700 SH Sole 3
BRIGHT HORIZON FAMILY COM COM 109195107 23240 553343 SH Sole 3
BRIGHT HORIZONS FAM. SOLUTIONS COM 109195107 236 5,619 SH SOLE 1
BRINKER INTERNATIONAL, INC. COM 109641100 4621 139,357 SH SOLE 1
BRINK'S CO/THE COM 109696104 2321 102,674 SH SOLE 1
BRISTOL MYERS SQUIBB CO COM 110122108 31940 1,116,781 SH DEFINED 2
BRISTOL MYERS SQUIBB CO. COM 110122108 40562 1,418,265 SH SOLE 1
BROADCOM CORP. COM 111320107 5136 150,961 SH SOLE 1
BROADVISION INC COM 111412607 51 12,039 SH SOLE 1
BROCADE COMMUNICATION COM 111621108 27 4,723 SH SOLE 1
BROOKFIELD HOMES CORP COM 112723101 190 7,379 SH SOLE 1
BROOKFIELD PROPERTIES COR COM 112900105 900 31,200 SH OTHER 1
BROOKLINE BANCORP INC COM 11373M107 415 27,034 SH SOLE 1
BROOKS AUTOMATION INC COM 114340102 413 17,416 SH SOLE 1
BLOCKBUSTER INC -CLA 607
BLOUNT INTERNATIONAL INC 1,926
Blue Rhino Corp 5,144
BLYTH INC. 65,318
BMC SOFTWARE, INC. 102,639
BOB EVANS FARMS, INC. 66,246
BOCA RESORTS INC -CL A 11,685
BOEING CO 205,950
Boeing Co 50,000
BOEING CO. 365,120
BOISE CASCADE CORP. 47,571
BOK FINANCIAL CORP. 262
BOMBAY 148800
BOMBAY CO INC 15,780
BONE CARE INTERNATIONAL, INC. 4,396
BORDERS GROUP, INC. 111,440
BORG WARNER INC 46,598
BORLAND SOFTWARE CORP. 33,205
BOSTON BEER, INC. CLASS A 3,240
BOSTON COMMUNICATIONS GROUP 7,500
BOSTON PRIVATE FINANCIAL HOLDI 9,418
BOSTON PROPERTIES INC 1,158
BOSTON PROPERTIES INC COM 49100
BOSTON SCIENTIFIC CORP 340,100
BOSTON SCIENTIFIC CORP. 396,570
BOWATER, INC. 79,574
BOWNE & CO., INC. 15,776
BOYD GAMING CORP. 106,725
BOYDS COLLECTION, LTD. 8,877
BOYKIN LODGING CO. 8,136
BRADLEY PHARMACEUTICAL 3,809
BRADLEY PHARMACEUTICAL COM 111500
BRADY CORP. 8,394
BRANDYWINE REALTY TRUST 13,065
BRANDYWINE RLTY TR SH BEN INT 9700
BRASIL DISTR PAO ACU-SP ADR 10,800
BRE PROPERTIES INC CL A 26500
BRE PROPERTIES, INC., CLASS A 864
BRIGGS & STRATTON CORP. 10,148
BRIGHAM EXPLORATION COM 545700
BRIGHT HORIZON FAMILY COM 545443 7900
BRIGHT HORIZONS FAM. SOLUTIONS 5,619
BRINKER INTERNATIONAL, INC. 139,357
BRINK'S CO/THE 102,674
BRISTOL MYERS SQUIBB CO 1,116,781
BRISTOL MYERS SQUIBB CO. 1,418,265
BROADCOM CORP. 150,961
BROADVISION INC 12,039
BROCADE COMMUNICATION 4,723
BROOKFIELD HOMES CORP 7,379
BROOKFIELD PROPERTIES COR 0 31,200
BROOKLINE BANCORP INC 27,034
BROOKS AUTOMATION INC 17,416
BROOKS AUTOMATION INC COM COM 114340102 40413 1672022 SH Sole 3
BROOKSTONE INC COM 114537103 120 5,644 SH SOLE 1
BROWN & BROWN INC COM 115236101 3212 98,502 SH SOLE 1
BROWN FORMAN CORP COM 115637209 13125 140,449 SH DEFINED 2
BROWN SHOE COMANY, INC. COM 115736100 316 8,336 SH SOLE 1
BROWN TOM INC COM NEW COM 115660201 9385 291000 SH Sole 3
BROWN, TOM INC. COM 115660201 555 17,214 SH SOLE 1
BROWN-FORMAN CORP CLASS B COM 115637209 2517 26,939 SH SOLE 1
BRT REALTY TRUST COM 055645303 47 1,634 SH SOLE 1
BRUNSWICK CORP. COM 117043109 1312 41,217 SH SOLE 1
BRUSH ENGINEERED MATERIALS COM 117421107 96 6,264 SH SOLE 1
BRYN MAWR BK CORP COM 117665109 80 3,310 SH SOLE 1
BSB BANCORP, INC. COM 055652101 152 3,852 SH SOLE 1
BUCKEYE TECHNOLOGIES INC COM 118255108 126 12,527 SH SOLE 1
BUCKLE, INC. COM 118440106 78 3,518 SH SOLE 1
BUFFALO WILD WINGS INC COM 119848109 1298 50,000 SH DEFINED 2
BUILDING MATERIAL HOLDING CORP COM 120113105 89 5,751 SH SOLE 1
BURLINGTON COAT FACTORY WHSE COM 121579106 181 8,569 SH SOLE 1
BURLINGTON NORTHERN SANTA FE COM 12189T104 5208 160,980 SH SOLE 1
BURLINGTON RES INC COM 122014103 19754 356,700 SH DEFINED 2
BURLINGTON RESOURCES, INC. COM 122014103 4769 86,120 SH SOLE 1
BUSINESS OBJECTS (ADR) COM 12328X107 5661 163274 SH Sole 3
BUSINESS OBJECTS S A COM 12328X107 5551 160,100 SH DEFINED 2
C & D TECHNOLOGIES, INC. COM 124661109 184 9,584 SH SOLE 1
C & F FINANCIAL CORP COM 12466Q104 62 1,572 SH SOLE 1
C D W CORP COM COM 12512N105 21614 374200 SH Sole 3
C H ROBINSON WORLDWIDE COM 12541W100 1558 41,100 SH DEFINED 2
C. H. ROBINSON WORLDWIDE, INC. COM 12541W100 4834 127,515 SH SOLE 1
C. R. BARD, INC. COM 067383109 1913 23,544 SH SOLE 1
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 167 18,578 SH SOLE 1
CABLEVISION SYSTEMS-NY GRP-A COM 12686C109 38 1,614 SH SOLE 1
CABOT CORP. COM 127055101 2830 88,876 SH SOLE 1
CABOT MICROELECTRONICS COM COM 12709P103 17842 364116 SH Sole 3
CABOT MICROELECTRONICS CORP COM 12709P103 2146 43,789 SH SOLE 1
CABOT OIL & GAS CORP., CLASS A COM 127097103 345 11,767 SH SOLE 1
CACI INTERNATIONAL COM 127190304 658 13,533 SH SOLE 1
CACI INTL INC COM 127190304 6107 125,600 SH DEFINED 2
CACI INTL INC CL A COM 127190304 25202 518356 SH Sole 3
CADENCE DESIGN SYSTEMS, INC. COM 127387108 6807 378,580 SH SOLE 1
CAL DIVE INTERNATIONAL, INC. COM 127914109 400 16,565 SH SOLE 1
CALGON CARBON CORP. COM 129603106 99 15,993 SH SOLE 1
CALIFORNIA PIZZA KITCHEN INC COM 13054D109 157 7,787 SH SOLE 1
CALIFORNIA WATER SERVICE GROUP COM 130788102 202 7,368 SH SOLE 1
CALLAWAY GOLF CO. COM 131193104 2333 138,429 SH SOLE 1
CALPINE CORP. COM 131347106 892 185,382 SH SOLE 1
CAMBREX CORP. COM 132011107 229 9,062 SH SOLE 1
CAMCO FINANCIAL CORP COM 132618109 61 3,532 SH SOLE 1
CAMDEN NATL CORP COM 133034108 114 3,758 SH SOLE 1
CAMDEN POPERTY TRUST COM 133131102 27 599 SH SOLE 1
CAMDEN PPTY TR SH BEN INT COM 133131102 266 6000 SH Sole 3
CAMPBELL SOUP CO COM 134429109 1833 68,400 SH DEFINED 2
CAMPBELL SOUP CO. COM 134429109 4758 177,550 SH SOLE 1
CANADIAN IMPERIAL BANK OF COMMERCE COM 136069101 2144 43,300 SH OTHER 1
BROOKS AUTOMATION INC COM 1612700 59322
BROOKSTONE INC 5,644
BROWN & BROWN INC 98,502
BROWN FORMAN CORP 140,449
BROWN SHOE COMANY, INC. 8,336
BROWN TOM INC COM NEW 285500 5500
BROWN, TOM INC. 17,214
BROWN-FORMAN CORP CLASS B 26,939
BRT REALTY TRUST 1,634
BRUNSWICK CORP. 41,217
BRUSH ENGINEERED MATERIALS 6,264
BRYN MAWR BK CORP 3,310
BSB BANCORP, INC. 3,852
BUCKEYE TECHNOLOGIES INC 12,527
BUCKLE, INC. 3,518
BUFFALO WILD WINGS INC 50,000
BUILDING MATERIAL HOLDING CORP 5,751
BURLINGTON COAT FACTORY WHSE 8,569
BURLINGTON NORTHERN SANTA FE 160,980
BURLINGTON RES INC 356,700
BURLINGTON RESOURCES, INC. 86,120
BUSINESS OBJECTS (ADR) 144800 18474
BUSINESS OBJECTS S A 160,100
C & D TECHNOLOGIES, INC. 9,584
C & F FINANCIAL CORP 1,572
C D W CORP COM 358700 15500
C H ROBINSON WORLDWIDE 41,100
C. H. ROBINSON WORLDWIDE, INC. 127,515
C. R. BARD, INC. 23,544
CABLE DESIGN TECHNOLOGIES CORP 18,578
CABLEVISION SYSTEMS-NY GRP-A 1,614
CABOT CORP. 88,876
CABOT MICROELECTRONICS COM 349300 14816
CABOT MICROELECTRONICS CORP 43,789
CABOT OIL & GAS CORP., CLASS A 11,767
CACI INTERNATIONAL 13,533
CACI INTL INC 125,600
CACI INTL INC CL A 500800 17556
CADENCE DESIGN SYSTEMS, INC. 378,580
CAL DIVE INTERNATIONAL, INC. 16,565
CALGON CARBON CORP. 15,993
CALIFORNIA PIZZA KITCHEN INC 7,787
CALIFORNIA WATER SERVICE GROUP 7,368
CALLAWAY GOLF CO. 138,429
CALPINE CORP. 185,382
CAMBREX CORP. 9,062
CAMCO FINANCIAL CORP 3,532
CAMDEN NATL CORP 3,758
CAMDEN POPERTY TRUST 599
CAMDEN PPTY TR SH BEN INT 6000
CAMPBELL SOUP CO 68,400
CAMPBELL SOUP CO. 177,550
CANADIAN IMPERIAL BANK OF COMMERCE 0 43,300
CANADIAN NATURAL RESORUCES COM 136385101 3374 66,700 SH OTHER 1
CANDELA CORP COM 136907102 66 3,616 SH SOLE 1
CANTEL MEDICAL CORP COM 138098108 51 3,179 SH SOLE 1
CAPITAL AUTOMOTIVE REIT COM 139733109 370 11,575 SH SOLE 1
CAPITAL CITY BANK GROUP, INC. COM 139674105 190 4,121 SH SOLE 1
CAPITAL CORP OF THE WEST COM 140065103 92 2,321 SH SOLE 1
CAPITAL ONE FINANCIAL CORP. COM 14040H105 9251 150,940 SH SOLE 1
CAPITAL ONE FINL CORP COM 14040H105 29015 473,400 SH DEFINED 2
CAPITAL SOURCE INC. COM 14055X102 5632 259800 SH Sole 3
CAPITOL BANCORP LTD COM 14056D105 129 4,542 SH SOLE 1
CAPITOL FEDERAL FINANCIAL COM 14057C106 12 332 SH SOLE 1
CAPSTEAD MORTGAGE CORP. COM 14067E506 78 4,655 SH SOLE 1
CARAUSTAR INDUSTRIES, INC. COM 140909102 170 12,298 SH SOLE 1
CARBO CERAMICS INC COM 140781105 247 4,820 SH SOLE 1
CARDIAC SCIENCE INC. COM 141410209 96 24,145 SH SOLE 1
CARDINAL HEALTH INC COM 14149Y108 13832 226,160 SH SOLE 1
Cardinal Health Inc COM 14149Y108 1,223 20,000 SH DEFINED 4
CARDIODYNAMICS INTERNATIONAL COM 141597104 93 15,583 SH SOLE 1
CAREER EDUCATION CORP COM 141665109 6105 151,679 SH SOLE 1
CAREMARK RX INC COM 141705103 2525 99,700 SH DEFINED 2
CAREMARK RX INC COM COM 141705103 3782 149300 SH Sole 3
CARLISLE COS INC. COM 142339100 2704 44,427 SH SOLE 1
CARMAX INC COM 143130102 4620 149,381 SH SOLE 1
CARMIKE CINEMAS INC COM 143436400 22 632 SH SOLE 1
CARNIVAL CORP COM 143658300 10842 272,900 SH SOLE 1
CARNIVAL CORP COM 143658300 18776 472,600 SH DEFINED 2
CARPENTER TECHNOLOGY CORP. COM 144285103 1217 41,166 SH SOLE 1
CARRAMERICA REALTY C COM 144418100 27 909 SH SOLE 1
CARRAMERICA REALTY CORPORATION COM 144418100 2435 81762 SH Sole 3
CASCADE BANCORP COM 147154108 116 6,034 SH SOLE 1
CASCADE CORP COM 147195101 107 4,808 SH SOLE 1
CASCADE NAT GAS CORP COM COM 147339105 113 5,355 SH SOLE 1
CASELLA WASTE SYSTEMS, INC. COM 147448104 81 5,953 SH SOLE 1
CASEYS GENERAL STORES, INC. COM 147528103 367 20,782 SH SOLE 1
CASH AMERICA INTERNATIONAL COM 14754D100 281 13,267 SH SOLE 1
CASUAL MALE RETAIL GROUP INC COM 148711104 98 14,174 SH SOLE 1
CATALINA MARKETING CORP. COM 148867104 1896 94,028 SH SOLE 1
CATAPULT COMM CORP COM 149016107 38 2,627 SH SOLE 1
CATELLUS DEVELOPMENT COM 149113102 273 11,330 SH SOLE 1
CATERPILLAR INC COM 149123101 11141 134,200 SH DEFINED 2
CATERPILLAR INC DEL COM COM 149123101 423 5100 SH Sole 3
CATERPILLAR, INC. COM 149123101 12486 150,400 SH SOLE 1
CATHAY GENERAL BANCORP INC. COM 149150104 522 9,313 SH SOLE 1
CATO CORP. CLASS A COM 149205106 161 7,830 SH SOLE 1
CAVALRY BANCORP INC COM 149547101 42 2,403 SH SOLE 1
CB BANCSHARES INC HAWA COM 124785106 127 2,023 SH SOLE 1
CBL & ASSOC PPTYS INC COM COM 124830100 898 15900 SH Sole 3
CBL & ASSOCIATES PROPERTIES COM 124830100 19 332 SH SOLE 1
CBRL GROUP, INC. COM 12489V106 2729 71,289 SH SOLE 1
CCBT FINANCIAL COMPANIES INC COM 12500Q102 1658 47,440 SH SOLE 1
CCC INFORMATION SERVICES COM 12487Q109 98 5,809 SH SOLE 1
C-COR ELECTRONICS, INC. COM 125010108 165 14,796 SH SOLE 1
CDI CORP. COM 125071100 187 5,720 SH SOLE 1
CANADIAN NATURAL RESORUCES 0 66,700
CANDELA CORP 3,616
CANTEL MEDICAL CORP 3,179
CAPITAL AUTOMOTIVE REIT 11,575
CAPITAL CITY BANK GROUP, INC. 4,121
CAPITAL CORP OF THE WEST 2,321
CAPITAL ONE FINANCIAL CORP. 150,940
CAPITAL ONE FINL CORP 473,400
CAPITAL SOURCE INC. 248900 10900
CAPITOL BANCORP LTD 4,542
CAPITOL FEDERAL FINANCIAL 332
CAPSTEAD MORTGAGE CORP. 4,655
CARAUSTAR INDUSTRIES, INC. 12,298
CARBO CERAMICS INC 4,820
CARDIAC SCIENCE INC. 24,145
CARDINAL HEALTH INC 226,160
Cardinal Health Inc 20,000
CARDIODYNAMICS INTERNATIONAL 15,583
CAREER EDUCATION CORP 151,679
CAREMARK RX INC 99,700
CAREMARK RX INC COM 142300 7000
CARLISLE COS INC. 44,427
CARMAX INC 149,381
CARMIKE CINEMAS INC 632
CARNIVAL CORP 272,900
CARNIVAL CORP 472,600
CARPENTER TECHNOLOGY CORP. 41,166
CARRAMERICA REALTY C 909
CARRAMERICA REALTY CORPORATION 81762
CASCADE BANCORP 6,034
CASCADE CORP 4,808
CASCADE NAT GAS CORP COM 5,355
CASELLA WASTE SYSTEMS, INC. 5,953
CASEYS GENERAL STORES, INC. 20,782
CASH AMERICA INTERNATIONAL 13,267
CASUAL MALE RETAIL GROUP INC 14,174
CATALINA MARKETING CORP. 94,028
CATAPULT COMM CORP 2,627
CATELLUS DEVELOPMENT 11,330
CATERPILLAR INC 134,200
CATERPILLAR INC DEL COM 5100
CATERPILLAR, INC. 150,400
CATHAY GENERAL BANCORP INC. 9,313
CATO CORP. CLASS A 7,830
CAVALRY BANCORP INC 2,403
CB BANCSHARES INC HAWA 2,023
CBL & ASSOC PPTYS INC COM 15900
CBL & ASSOCIATES PROPERTIES 332
CBRL GROUP, INC. 71,289
CCBT FINANCIAL COMPANIES INC 47,440
CCC INFORMATION SERVICES 5,809
C-COR ELECTRONICS, INC. 14,796
CDI CORP. 5,720
CDW CORP COM 12512N105 7268 125,823 SH SOLE 1
CEC ENTERTAINMENT, INC. COM 125137109 523 11,029 SH SOLE 1
CELERA GENOMICS GROU COM 038020202 473 33,987 SH SOLE 1
CELGENE CORP COM 151020104 73 1,628 SH SOLE 1
CELGENE CORP COM 151020104 2251 50,000 SH DEFINED 2
CELL GENESYS, INC. COM 150921104 209 16,320 SH SOLE 1
CELL THERAPEUTICS, INC. COM 150934107 127 14,632 SH SOLE 1
CELLSTAR CORP COM NEW COM 150925204 2949 233500 SH Sole 3
CEMEX SA -SPONS ADR PART CER COM 151290889 769 29,335 SH SOLE 1
CEMIG CIA ENERG MG SPON ADR COM 204409601 1056 57,955 SH SOLE 1
CENDANT CORP. COM 151313103 9780 439,140 SH SOLE 1
CENTENE CORP DEL COM 15135B101 232 8,291 SH SOLE 1
CENTENE CORP DEL COM 15135B101 5734 204,700 SH DEFINED 2
CENTENE CORP. COM 15135B101 9277 331200 SH Sole 3
CENTENNIAL CELLULAR CORP. COM 15133V208 28 5,415 SH SOLE 1
CENTER BANCORP INC COM 151408101 69 3,529 SH SOLE 1
CENTER FINANCIAL CORP COM 15146E102 59 2,167 SH SOLE 1
CENTERPOINT ENERGY INC COM 15189T107 1486 153,395 SH SOLE 1
CENTERPOINT PROPERTIES CORP. COM 151895109 30 401 SH SOLE 1
CENTEX CONSTRUCTION PRODUCTION COM 15231R109 2071 34,362 SH SOLE 1
CENTEX CORP. COM 152312104 3035 28,196 SH SOLE 1
CENTILLIUM COMMUNICATIONS COM 152319109 82 14,650 SH SOLE 1
CENTRAL COAST BANCORP COM 153145107 69 3,830 SH SOLE 1
CENTRAL EURO DISTRIBUTION CP COM 153435102 103 3,263 SH SOLE 1
CENTRAL GARDEN & PET C COM 153527106 208 7,411 SH SOLE 1
CENTRAL PACIFIC FINANCIAL CO COM 154760102 202 6,734 SH SOLE 1
CENTRAL PARKING CORP. COM 154785109 127 8,487 SH SOLE 1
CENTRAL VT PUB SVC CORP COM COM 155771108 133 5,668 SH SOLE 1
CENTURY ALUMINUM CO. COM 156431108 110 5,784 SH SOLE 1
CENTURY BANCORP INC COM 156432106 53 1,507 SH SOLE 1
CENTURY BUSINESS SERVICES COM 156490104 153 34,182 SH SOLE 1
CENTURYTEL, INC. COM 156700106 4800 147,164 SH SOLE 1
CEPHALON INC COM 156708109 230 4,748 SH SOLE 1
CEPHALON INC COM 156708109 7257 149,900 SH DEFINED 2
CEPHEID COM 15670R107 138 14,407 SH SOLE 1
CERADYNE INC COM 156710105 132 3,888 SH SOLE 1
CERIDIAN CORP COM 156779100 4650 222,064 SH SOLE 1
CERNER CORP COM 156782104 505 13,344 SH SOLE 1
CERTEGY INC COM 156880106 3057 93,192 SH SOLE 1
CERUS CORP. COM 157085101 31 6,837 SH SOLE 1
CEVA INC COM 157210105 74 7,126 SH SOLE 1
CFS BANCORP, INC. COM 12525D102 67 4,510 SH SOLE 1
CH ENERGY GROUP INC. COM 12541M102 316 6,747 SH SOLE 1
CHAMPION ENTERPRISES, INC. COM 158496109 172 24,564 SH SOLE 1
CHARLES RIVER ASSOCIAT COM 159852102 118 3,676 SH SOLE 1
CHARLES RIVER LABORATORIES COM 159864107 2266 66,013 SH SOLE 1
CHARLES SCHWAB CORP. COM 808513105 7135 602,590 SH SOLE 1
CHARLOTTE RUSSE HOLDING INC COM 161048103 73 5,321 SH SOLE 1
CHARMING SHOPPES, INC. COM 161133103 262 47,821 SH SOLE 1
CHARTER COMMUNICATIONS INC CLASS A COM 16117M107 492 122,300 SH SOLE 1
CHARTER FINL CORP WEST COM 16122M100 71 1,860 SH SOLE 1
CHARTER MUNICIPAL MORTGAGE ACC COM 160908109 411 19,468 SH SOLE 1
CHARTER ONE FINANCIAL INC. COM 160903100 3466 100,322 SH SOLE 1
CDW CORP 125,823
CEC ENTERTAINMENT, INC. 11,029
CELERA GENOMICS GROU 33,987
CELGENE CORP 1,628
CELGENE CORP 50,000
CELL GENESYS, INC. 16,320
CELL THERAPEUTICS, INC. 14,632
CELLSTAR CORP COM NEW 233500
CEMEX SA -SPONS ADR PART CER 29,335
CEMIG CIA ENERG MG SPON ADR 57,955
CENDANT CORP. 439,140
CENTENE CORP DEL 8,291
CENTENE CORP DEL 204,700
CENTENE CORP. 324100 7100
CENTENNIAL CELLULAR CORP. 5,415
CENTER BANCORP INC 3,529
CENTER FINANCIAL CORP 2,167
CENTERPOINT ENERGY INC 153,395
CENTERPOINT PROPERTIES CORP. 401
CENTEX CONSTRUCTION PRODUCTION 34,362
CENTEX CORP. 28,196
CENTILLIUM COMMUNICATIONS 14,650
CENTRAL COAST BANCORP 3,830
CENTRAL EURO DISTRIBUTION CP 3,263
CENTRAL GARDEN & PET C 7,411
CENTRAL PACIFIC FINANCIAL CO 6,734
CENTRAL PARKING CORP. 8,487
CENTRAL VT PUB SVC CORP COM 5,668
CENTURY ALUMINUM CO. 5,784
CENTURY BANCORP INC 1,507
CENTURY BUSINESS SERVICES 34,182
CENTURYTEL, INC. 147,164
CEPHALON INC 4,748
CEPHALON INC 149,900
CEPHEID 14,407
CERADYNE INC 3,888
CERIDIAN CORP 222,064
CERNER CORP 13,344
CERTEGY INC 93,192
CERUS CORP. 6,837
CEVA INC 7,126
CFS BANCORP, INC. 4,510
CH ENERGY GROUP INC. 6,747
CHAMPION ENTERPRISES, INC. 24,564
CHARLES RIVER ASSOCIAT 3,676
CHARLES RIVER LABORATORIES 66,013
CHARLES SCHWAB CORP. 602,590
CHARLOTTE RUSSE HOLDING INC 5,321
CHARMING SHOPPES, INC. 47,821
CHARTER COMMUNICATIONS INC CLASS A 122,300
CHARTER FINL CORP WEST 1,860
CHARTER MUNICIPAL MORTGAGE ACC 19,468
CHARTER ONE FINANCIAL INC. 100,322
CHATTEM INC COM 162456107 119 6,645 SH SOLE 1
CHECK POINT SOFTWARE TECH COM M22465104 299 17,760 SH SOLE 1
CHECKFREE HOLDINGS CORP. COM 162813109 3162 114,358 SH SOLE 1
CHECKPOINT SYSTEMS, INC. COM 162825103 306 16,189 SH SOLE 1
CHEESECAKE FACTORY COM 163072101 3274 74,339 SH SOLE 1
CHELSEA PPTY GROUP INC COM COM 163421100 893 16300 SH Sole 3
CHELSEA PROPERTY GROUP INC. COM 163421100 34 614 SH SOLE 1
CHEMICAL FINANCIAL CORP. COM 163731102 405 11,116 SH SOLE 1
CHEROKEE INC DEL NEW COM 16444H102 66 2,894 SH SOLE 1
CHESAPEAKE CORP. COM 165159104 178 6,710 SH SOLE 1
CHESAPEAKE ENERGY CORP. COM 165167107 49 3,607 SH SOLE 1
CHESAPEAKE UTILITIES CORP COM 165303108 68 2,617 SH SOLE 1
CHEVRONTEXACO CORP COM 166764100 40688 470,980 SH SOLE 1
CHICAGO MERCANTILE EXCHANGE COM 167760107 7 96 SH SOLE 1
CHICAGO PIZZA & BREWER COM 167889104 75 5,052 SH SOLE 1
CHICOS FAS INC COM 168615102 4523 122,400 SH DEFINED 2
CHICOS'S FAS INC. COM 168615102 4638 125,528 SH SOLE 1
CHILDREN'S PLACE, INC. COM 168905107 157 5,880 SH SOLE 1
CHINA MOBILE HK LTD - SPON ADR COM 16941M109 1699 109,410 SH SOLE 1
CHINA PETROLEUM & CHEM-ADR COM 16941R108 1922 43,270 SH SOLE 1
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CHIQUITA BRANDS INTL COM 170032809 366 16,260 SH SOLE 1
CHIRON CORP COM 170040109 16356 287,000 SH DEFINED 2
CHIRON CORP COM COM 170040109 7791 136700 SH Sole 3
CHIRON CORP. COM 170040109 5888 103,343 SH SOLE 1
CHITTENDEN CORP. COM 170228100 529 15,713 SH SOLE 1
CHOICE HOTELS INTL INC. COM 169905106 324 9,205 SH SOLE 1
CHOICEPOINT INC. COM 170388102 4794 125,861 SH SOLE 1
CHOLESTECH CORP COM 170393102 49 6,387 SH SOLE 1
CHRISTOPHER & BANKS CORPORATIO COM 171046105 325 16,640 SH SOLE 1
CHRONIMED INC COM 171164106 50 5,870 SH SOLE 1
CHUBB CORP. COM 171232101 7104 104,320 SH SOLE 1
CHURCH & DWIGHT CO., INC. COM 171340102 2308 58,275 SH SOLE 1
CHURCHILL DOWNS, INC. COM 171484108 102 2,801 SH SOLE 1
CIA ANONIMA TELEF DE VEN-ADR (CANTV) COM 204421101 975 63,900 SH SOLE 1
CIBER, INC. COM 17163B102 205 23,717 SH SOLE 1
CIENA CORP. COM 171779101 1405 214,165 SH SOLE 1
CIGNA CORP. COM 125509109 3751 65,231 SH SOLE 1
CIMA LABS COM 171796105 219 6,718 SH SOLE 1
CIMAREX ENERGY CO COM 171798101 523 19,612 SH SOLE 1
CINCINNATI BELL INC COM 171871106 4163 824,335 SH SOLE 1
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CINERGY CORP. COM 172474108 23516 605,932 SH SOLE 1
CINTAS CORP. COM 172908105 4571 91,229 SH SOLE 1
CIPHERGEN BIOSYSTEMS INC COM 17252Y104 121 10,607 SH SOLE 1
CIRCOR INTERNATIONAL, INC. COM 17273K109 140 5,789 SH SOLE 1
CIRCUIT CITY STORES INC COM 172737108 1214 119,800 SH DEFINED 2
CIRCUIT CITY STORES, INC. COM 172737108 952 94,009 SH SOLE 1
CIRRUS LOGIC, INC. COM 172755100 252 32,832 SH SOLE 1
CISCO SYS INC COM 17275R102 39668 1,633,105 SH DEFINED 2
CISCO SYS INC COM COM 17275R102 1467 60400 SH Sole 3
CHATTEM INC 6,645
CHECK POINT SOFTWARE TECH 17,760
CHECKFREE HOLDINGS CORP. 114,358
CHECKPOINT SYSTEMS, INC. 16,189
CHEESECAKE FACTORY 74,339
CHELSEA PPTY GROUP INC COM 16300
CHELSEA PROPERTY GROUP INC. 614
CHEMICAL FINANCIAL CORP. 11,116
CHEROKEE INC DEL NEW 2,894
CHESAPEAKE CORP. 6,710
CHESAPEAKE ENERGY CORP. 3,607
CHESAPEAKE UTILITIES CORP 2,617
CHEVRONTEXACO CORP 470,980
CHICAGO MERCANTILE EXCHANGE 96
CHICAGO PIZZA & BREWER 5,052
CHICOS FAS INC 122,400
CHICOS'S FAS INC. 125,528
CHILDREN'S PLACE, INC. 5,880
CHINA MOBILE HK LTD - SPON ADR 109,410
CHINA PETROLEUM & CHEM-ADR 43,270
CHINA UNICOM LTD (ADR) 757700 32700
CHIPPAC INC 72,674
CHIQUITA BRANDS INTL 16,260
CHIRON CORP 287,000
CHIRON CORP COM 130700 6000
CHIRON CORP. 103,343
CHITTENDEN CORP. 15,713
CHOICE HOTELS INTL INC. 9,205
CHOICEPOINT INC. 125,861
CHOLESTECH CORP 6,387
CHRISTOPHER & BANKS CORPORATIO 16,640
CHRONIMED INC 5,870
CHUBB CORP. 104,320
CHURCH & DWIGHT CO., INC. 58,275
CHURCHILL DOWNS, INC. 2,801
CIA ANONIMA TELEF DE VEN-ADR (CANTV) 63,900
CIBER, INC. 23,717
CIENA CORP. 214,165
CIGNA CORP. 65,231
CIMA LABS 6,718
CIMAREX ENERGY CO 19,612
CINCINNATI BELL INC 824,335
CINCINNATI FINANCIAL CORP. 71,837
Cinergy 30,000
CINERGY CORP. 605,932
CINTAS CORP. 91,229
CIPHERGEN BIOSYSTEMS INC 10,607
CIRCOR INTERNATIONAL, INC. 5,789
CIRCUIT CITY STORES INC 119,800
CIRCUIT CITY STORES, INC. 94,009
CIRRUS LOGIC, INC. 32,832
CISCO SYS INC 1,633,105
CISCO SYS INC COM 60400
CISCO SYSTEMS, INC. COM 17275R102 135018 5,572,345 SH SOLE 1
CIT GROUP INC COM 125581108 24237 674,184 SH SOLE 1
CIT GROUP INC NEW COM 125581108 10871 302,400 SH DEFINED 2
CITIGOUP INC COM 172967101 251689 5,185,181 SH SOLE 1
CITIGROUP INC COM 172967101 43501 896,186 SH DEFINED 2
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CITRIX SYS INC COM 177376100 3387 159,700 SH DEFINED 2
CITRIX SYSTEMS, INC. COM 177376100 1872 88,472 SH SOLE 1
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CK WITCO CORP COM 227116100 1522 212,259 SH SOLE 1
CKE RESTAURANTS INC COM 12561E105 141 22,076 SH SOLE 1
CLAIRE'S STORES, INC. COM 179584107 2649 140,588 SH SOLE 1
CLARCOR INC COM COM 179895107 983 22300 SH Sole 3
CLARCOR, INC. COM 179895107 516 11,696 SH SOLE 1
CLARK INC COM 181457102 141 7,324 SH SOLE 1
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CLECO CORP COM 12561W105 375 20,883 SH SOLE 1
CLEVELAND CLIFFS INC COM 185896107 5090 99,900 SH DEFINED 2
CLEVELAND-CLIFFS, INC. COM 185896107 217 4,267 SH SOLE 1
CLOROX CO COM 189054109 10860 223,648 SH DEFINED 2
CLOROX CO. COM 189054109 4615 95,046 SH SOLE 1
CLOSURE MED CORP COM COM 189093107 2792 82300 SH Sole 3
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CMGI INC. COM 125750109 308 173,190 SH SOLE 1
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CNA FINANCIAL CORP COM 126117100 9 353 SH SOLE 1
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CNET NETWORKS INC. COM 12613R104 323 47,405 SH SOLE 1
CNF INC. COM 12612W104 2426 71,560 SH SOLE 1
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COACHMEN INDUSTRIES, INC. COM 189873102 118 6,514 SH SOLE 1
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COBIZ INC COM 190897108 71 3,868 SH SOLE 1
COCA COLA CO COM 191216100 32845 647,200 SH DEFINED 2
COCA COLA ENTERPRISES, INC. COM 191219104 5107 233,516 SH SOLE 1
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COCA-COLA CO. COM 191216100 96178 1,895,140 SH SOLE 1
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CISCO SYSTEMS, INC. 5,572,345
CIT GROUP INC 674,184
CIT GROUP INC NEW 302,400
CITIGOUP INC 5,185,181
CITIGROUP INC 896,186
CITIZENS BANKING CORP. 20,303
CITIZENS COMMUNICATIONS INC 128,054
CITIZENS FIRST BANCORP 4,129
CITIZENS INC 13,423
CITIZENS SOUTH BANKING CORP 4,186
CITRIX SYS INC 159,700
CITRIX SYSTEMS, INC. 88,472
CITY HOLDING CO. 7,800
CITY NATIONAL CORP. 70,290
CITYBANK 3,846
CK WITCO CORP 212,259
CKE RESTAURANTS INC 22,076
CLAIRE'S STORES, INC. 140,588
CLARCOR INC COM 22300
CLARCOR, INC. 11,696
CLARK INC 7,324
CLAYTON WILLIAMS ENERGY, INC. 1,614
CLEAN HARBORS INC 3,647
CLEAR CHANNEL COMMUNICATIONS 1,027,342
CLECO CORP 20,883
CLEVELAND CLIFFS INC 99,900
CLEVELAND-CLIFFS, INC. 4,267
CLOROX CO 223,648
CLOROX CO. 95,046
CLOSURE MED CORP COM 82300
CLOSURE MEDICAL CORP. 3,137
CMGI INC. 173,190
CMS ENERGY CORP. 141,020
CNA FINANCIAL CORP 353
CNA SURETY CORP. 7,277
CNB FINANCIAL CORP/PA 1,711
CNET NETWORKS INC. 47,405
CNF INC. 71,560
COACH INC 530,014
COACH INC 630,300
COACH INC COM 274700 12200
COACHMEN INDUSTRIES, INC. 6,514
COASTAL BANCORP INC 1,907
COASTAL FINL CORP DEL 5,008
COBIZ INC 3,868
COCA COLA CO 647,200
COCA COLA ENTERPRISES, INC. 233,516
COCA-COLA BOTTLING CO. 1,694
COCA-COLA CO. 1,895,140
COEUR D'ALENE MINES CORP 96,796
COGNEX CORP. 15,995
COGNIZANT TECH SOLUTION 1,240
COGNOS INC 242,100
COHERENT, INC. COM 192479103 330 13,869 SH SOLE 1
COHU, INC. COM 192576106 189 9,830 SH SOLE 1
COINSTAR, INC COM 19259P300 184 10,177 SH SOLE 1
COLDWATER CREEK, INC. COM 193068103 61 5,532 SH SOLE 1
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Colgate COM 194162103 2,002 40,000 SH DEFINED 4
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COLLINS & AIKMAN CORP COM 194830204 64 14,716 SH SOLE 1
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COLUMBIA BANCORP/OR COM 197231103 61 3,542 SH SOLE 1
COLUMBIA BANKING SYSTEM, INC COM 197236102 138 6,393 SH SOLE 1
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COMCAST CORP NEW COM 20030N200 1658 53,000 SH DEFINED 2
COMCAST CORP NEW CL A COM 20030N101 34 1,037 SH DEFINED 2
COMCAST CORP-CL A COM 20030N101 38657 1,178,930 SH SOLE 1
COMERICA, INC. COM 200340107 6606 117,832 SH SOLE 1
COMMERCE BANCORP INC COM 200519106 5741 108,984 SH SOLE 1
COMMERCE BANCSHARES COM 200525103 51 1,035 SH SOLE 1
COMMERCE GROUP, INC. COM 200641108 429 10,861 SH SOLE 1
COMMERCIAL BANKSHARES INC/FL COM 201607108 53 1,587 SH SOLE 1
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COMMSCOPE INC. COM 203372107 1773 108,564 SH SOLE 1
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COMPANHIA DE BEBIDAS-PR ADR COM 20441W203 2779 108,930 SH SOLE 1
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COMPUWARE CORP. COM 205638109 1150 190,329 SH SOLE 1
COMSTOCK RESOURCES, INC. COM 205768203 271 14,062 SH SOLE 1
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COHERENT, INC. 13,869
COHU, INC. 9,830
COINSTAR, INC 10,177
COLDWATER CREEK, INC. 5,532
COLE NATIONAL CORP. CLASS A 5,615
COLE, K. PRODUCTIONS, INC. CLASS A 2,654
Colgate 40,000
COLGATE-PALMOLIVE CO. 270,690
COLLAGENEX 4,364
COLLINS & AIKMAN CORP 14,716
COLONIAL BANCGROUP, INC. 179,025
COLONIAL PROPERTIES TRUST 8,207
COLUMBIA BANCORP 2,658
COLUMBIA BANCORP/OR 3,542
COLUMBIA BANKING SYSTEM, INC 6,393
COLUMBIA LABORATORIES, INC. 15,435
COLUMBIA SPORTSWEAR 275
COMCAST CORP NEW 53,000
COMCAST CORP NEW CL A 1,037
COMCAST CORP-CL A 1,178,930
COMERICA, INC. 117,832
COMMERCE BANCORP INC 108,984
COMMERCE BANCSHARES 1,035
COMMERCE GROUP, INC. 10,861
COMMERCIAL BANKSHARES INC/FL 1,587
COMMERCIAL CAPITAL BANCORP 3,516
COMMERCIAL FEDERAL CORP. 20,755
COMMERCIAL METALS CO. 11,870
COMMERCIAL NET LEASE REALTY 19,364
COMMONWEALTH EDISON 148,830
COMMONWEALTH TELEPHONE ENT. 10,310
COMMSCOPE INC. 108,564
COMMUNITY BANK OF NORTH VIRG 1,930
COMMUNITY BANK SYSTEM, INC. 5,340
COMMUNITY BANKS INC 3,875
COMMUNITY FIRST BANKSHARES 17,085
COMMUNITY HEALTH SYS 140,896
COMMUNITY HLTH SYS NEW COM 311100 30120
COMMUNITY TRUST BANCORP 6,856
COMPANHIA DE BEBIDAS-PR ADR 108,930
COMPASS BANCSHARES, INC. 175,193
COMPUCOM SYS INC 11,149
COMPUCREDIT CORPORATION 6,251
COMPUTER ASSOCIATES INT'L. 250,870
COMPUTER HORIZONS CORP 14,221
COMPUTER NETWORK TECHNOLOGY 12,664
COMPUTER PROGRAMS & SY 2,913
COMPUTER SCIENCES CORP. 98,162
COMPUWARE CORP. 190,329
COMSTOCK RESOURCES, INC. 14,062
COMTECH TELECOMMUNICATIONS 6,546
COMVERSE TECHNOLOGY, INC. 100,945
CONAGRA INC 365,466
CONAGRA, INC. COM 205887102 6141 232,720 SH SOLE 1
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ConocoPhillips COM 20825C104 1,639 25,000 SH DEFINED 4
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COST PLUS, INC. COM 221485105 414 10,099 SH SOLE 1
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COSTAR GROUP, INC. COM 22160N109 291 6,986 SH SOLE 1
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CONAGRA, INC. 232,720
CONCEPTUS INC 8,122
CONCORD CAMERA CORP. 12,346
CONCORD COMMUNICATIONS 7,647
CONCORD COMMUNICATIONS COM 303700
CONCORD EFS INC 602,426
CONCUR TECHNOLOGIES INC 10,749
CONCURRENT COMPUTER 29,133
CONMED CORP. 13,694
CONNECTICUT BANCSHARES INC 79,508
CONNECTICUT WATER SVC INC 3,729
CONNETICS CORP 13,116
ConocoPhillips 25,000
CONOCOPHILLIPS PETROLEUM CO 822,416
CONS TOMOKA LAND CO-FLORIDA 2,635
CONSOL ENERGY INC 476
CONSOL ENERGY INC COM 670900 13000
CONSOLIDATED EDISON, INC. 461,510
CONSOLIDATED GRAPHICS, INC. 5,298
CONSTELLATION BRANDS 150,978
CONSTELLATION ENERGY GRUOP INC 75,291
CONTINENTAL AIRLS INC COM CL B 31,579
CONVERA CORP. 6,059
CONVERGYS CORP 64,691
COOPER CAMERON CORP. 90,857
COOPER COMPANIES, INC. 14,561
COOPER COS INC COM NEW 465400 8800
COOPER INDUSTRIES INC CL A 40,520
COOPER INDUSTRIES LTD 139,200
COOPER TIRE & RUBBER CO 62,853
COORS ADOLPH CLASS B 16,292
COPART, INC. 158,448
CORINTHIAN COLLEGES COM 304600 13318
CORINTHIAN COLLEGES INC 63,883
CORIXA CORP. 21,217
CORN PRODUCTS INTERNATIONAL 16,897
CORNELL COMPANIES INC 5,781
CORNERSTONE REALITY INCOME 164,641
CORNING INC 130,000
CORNING, INC. 600,845
CORP EXEC BOARD CO. 761
CORPORATE EXEC BRD CO COM 599200 21430
CORPORATE OFFICE PROPERTIES TR 13,758
CORRECTIONAL PROPERTIES TRUST 4,939
CORRECTIONS CORP AMER NEW 28
CORRECTIONS CORP. OF AMERICA 16,520
CORUS BANKSHARES, INC. 7,254
CORVEL CORP. 3,046
CORVIS CORP 166,663
COST PLUS, INC. 10,099
COSTAR GROUP INC COM 62500
COSTAR GROUP, INC. 6,986
COSTCO WHOLESALE CORPORATION 215,890
COTT CORPORATION COM 22163N106 1280 45,500 SH OTHER 1
COUNTRYWIDE FINANCIAL COM 222372104 6297 83,022 SH SOLE 1
COURIER CORP COM 222660102 104 2,714 SH SOLE 1
COURTYARD BY MARRIOTT II COM 44107P104 57 4,631 SH SOLE 1
COUSINS PPTYS INC COM COM 222795106 682 22300 SH Sole 3
COUSINS PROPERTIES, INC. COM 222795106 18 596 SH SOLE 1
COVANCE INC COM 222816100 1541 57,500 SH DEFINED 2
COVANCE INC COM COM 222816100 9635 359520 SH Sole 3
COVANCE INC. COM 222816100 3137 117,035 SH SOLE 1
COVANSYS CORP COM COM 22281W103 2428 220700 SH Sole 3
COVENANT TRANSPORT INC CLASS A COM 22284P105 65 3,433 SH SOLE 1
COVENTRY HEALTH CARE COM COM 222862104 18981 294332 SH Sole 3
COVENTRY HEALTH CARE, INC. COM 222862104 8019 124,351 SH SOLE 1
COX COMMUNICATIONS, INC. CLASS A COM 224044107 15987 464,050 SH SOLE 1
COX RADIO INC-CL A COM 224051102 16 622 SH SOLE 1
CPI CORP. COM 125902106 77 3,801 SH SOLE 1
CRANE CO. COM 224399105 3781 123,002 SH SOLE 1
CRAWFORD & CO. CLASS B COM 224633107 36 5,042 SH SOLE 1
CRAY INC COM 225223106 326 32,787 SH SOLE 1
CRAY INC COM 225223106 695 70,000 SH DEFINED 2
CREDENCE SYSTEMS CORP. COM 225302108 1579 120,010 SH SOLE 1
CREDIT ACCEPTANCE CORP. COM 225310101 93 6,060 SH SOLE 1
CREE INC COM 225447101 1892 106,977 SH SOLE 1
CRESCENT REAL ESTATE EQUITIES, INC. COM 225756105 24 1,402 SH SOLE 1
CRIIMI MAE INC COM 226603504 61 5,801 SH SOLE 1
CROSS COUNTRY HEALTHCARE INC COM 227483104 135 9,042 SH SOLE 1
CROSS TIMBERS RLTY TR COM 22757R109 13 442 SH DEFINED 2
CROWN CASTLE INTERNATIONAL COM 228227104 16 1,495 SH SOLE 1
CROWN HOLDINGS INC COM 228368106 704 77,659 SH SOLE 1
CROWN MEDIA HOLDINGS-CLASS A COM 228411104 49 5,883 SH SOLE 1
CRYOLIFE INC. COM 228903100 44 7,658 SH SOLE 1
CSG SYSTEMS INTERNATIONAL, INC COM 126349109 1238 99,151 SH SOLE 1
CSK AUTO CORP COM 125965103 293 15,594 SH SOLE 1
CSS INDUSTRIES, INC. COM 125906107 67 2,176 SH SOLE 1
CSX CORP. COM 126408103 5008 139,337 SH SOLE 1
CT COMMUNICATION COM 126426402 111 8,239 SH SOLE 1
CTI MOLECULAR IMAGING COM COM 22943D105 1691 99994 SH Sole 3
CTI MOLECULAR IMAGING INC COM 22943D105 192 11,347 SH SOLE 1
CTS CORP. COM 126501105 187 16,251 SH SOLE 1
CUBIC CORP. COM 229669106 167 7,260 SH SOLE 1
CUBIST PHARMA INC COM 229678107 225 18,453 SH SOLE 1
CUBIST PHARMACEUTICALS COM COM 229678107 7673 631000 SH Sole 3
CUBIST PHARMACEUTICALS INC COM 229678107 4065 334,300 SH DEFINED 2
CULLEN/FROST BANKERS COM 229899109 3030 74,678 SH SOLE 1
CUMMINS INC COM 231021106 4767 97,400 SH DEFINED 2
CUMMINS INC. COM 231021106 930 19,013 SH SOLE 1
CUMULUS MEDIA INC CL A COM 231082108 40590 1845014 SH Sole 3
CUMULUS MEDIA, INC. COM 231082108 444 20,196 SH SOLE 1
CUNO, INC. COM 126583103 313 6,947 SH SOLE 1
CURAGEN CORP COM 23126R101 147 20,101 SH SOLE 1
CURATIVE HEALTH SVCS I COM 23126W100 69 4,981 SH SOLE 1
CURTISS-WRIGHT CORP. COM 231561101 349 7,748 SH SOLE 1
CV THERAPEUTICS, INC. COM 126667104 195 13,270 SH SOLE 1
COTT CORPORATION 0 45,500
COUNTRYWIDE FINANCIAL 83,022
COURIER CORP 2,714
COURTYARD BY MARRIOTT II 4,631
COUSINS PPTYS INC COM 22300
COUSINS PROPERTIES, INC. 596
COVANCE INC 57,500
COVANCE INC COM 330600 28920
COVANCE INC. 117,035
COVANSYS CORP COM 220700
COVENANT TRANSPORT INC CLASS A 3,433
COVENTRY HEALTH CARE COM 270300 24032
COVENTRY HEALTH CARE, INC. 124,351
COX COMMUNICATIONS, INC. CLASS A 464,050
COX RADIO INC-CL A 622
CPI CORP. 3,801
CRANE CO. 123,002
CRAWFORD & CO. CLASS B 5,042
CRAY INC 32,787
CRAY INC 70,000
CREDENCE SYSTEMS CORP. 120,010
CREDIT ACCEPTANCE CORP. 6,060
CREE INC 106,977
CRESCENT REAL ESTATE EQUITIES, INC. 1,402
CRIIMI MAE INC 5,801
CROSS COUNTRY HEALTHCARE INC 9,042
CROSS TIMBERS RLTY TR 442
CROWN CASTLE INTERNATIONAL 1,495
CROWN HOLDINGS INC 77,659
CROWN MEDIA HOLDINGS-CLASS A 5,883
CRYOLIFE INC. 7,658
CSG SYSTEMS INTERNATIONAL, INC 99,151
CSK AUTO CORP 15,594
CSS INDUSTRIES, INC. 2,176
CSX CORP. 139,337
CT COMMUNICATION 8,239
CTI MOLECULAR IMAGING COM 96100 3894
CTI MOLECULAR IMAGING INC 11,347
CTS CORP. 16,251
CUBIC CORP. 7,260
CUBIST PHARMA INC 18,453
CUBIST PHARMACEUTICALS COM 621800 9200
CUBIST PHARMACEUTICALS INC 334,300
CULLEN/FROST BANKERS 74,678
CUMMINS INC 97,400
CUMMINS INC. 19,013
CUMULUS MEDIA INC CL A 1781897 63117
CUMULUS MEDIA, INC. 20,196
CUNO, INC. 6,947
CURAGEN CORP 20,101
CURATIVE HEALTH SVCS I 4,981
CURTISS-WRIGHT CORP. 7,748
CV THERAPEUTICS, INC. 13,270
CVB FINANCIAL CORP COM 126600105 328 17,014 SH SOLE 1
CVS CORP COM 126650100 722 20,000 SH DEFINED 2
CVS CORP. COM 126650100 6340 175,530 SH SOLE 1
CYBERGUARD CORP COM 231910100 44 5,045 SH SOLE 1
CYBERONICS COM 23251P102 302 9,422 SH SOLE 1
CYMER INC COM 232572107 1898 41,100 SH DEFINED 2
CYMER INC COM COM 232572107 6104 132142 SH Sole 3
CYMER, INC. COM 232572107 748 16,201 SH SOLE 1
CYPRESS SEMICONDUCTOR COM COM 232806109 8401 393300 SH Sole 3
CYPRESS SEMICONDUCTOR CORP. COM 232806109 3697 173,068 SH SOLE 1
CYTEC INDUSTRIES, INC. COM 232820100 2157 56,179 SH SOLE 1
CYTYC CORP COM 232946103 3400 247,100 SH DEFINED 2
CYTYC CORPORATION COM 232946103 2888 208,706 SH SOLE 1
D & E COMMUNICATIONSINC COM 232860106 88 6,036 SH SOLE 1
D & K HEALTHCARE RES I COM 232861104 80 5,900 SH SOLE 1
D.R. HORTON INC COM 23331A109 9752 225,427 SH SOLE 1
DADE BEHRING HOLDINGS INC COM 23342J206 674 18,871 SH SOLE 1
DAKTRONICS INC COM 234264109 170 6,755 SH SOLE 1
DANA CORP COM 235811106 2442 133,084 SH SOLE 1
DANAHER CORP. COM 235851102 85368 930,440 SH SOLE 1
DARDEN RESTAURANTS, INC. COM 237194105 1572 74,725 SH SOLE 1
DARLING INTERNATIONAL INC COM 237266101 72 26,218 SH SOLE 1
DATASCOPE CORP. COM 238113104 177 4,927 SH SOLE 1
DATASTREAM SYSTEMS COM 238124101 64 8,109 SH SOLE 1
DAVE & BUSTERS INC COM 23833N104 66 5,198 SH SOLE 1
DAVITA INC COM 23918K108 47 1,203 SH SOLE 1
DEAN FOODS CO COM 242370104 7375 224,372 SH SOLE 1
DEB SHOPS, INC COM 242728103 44 2,035 SH SOLE 1
DECODE GENETICS, INC COM 243586104 175 21,392 SH SOLE 1
DEERE & CO COM COM 244199105 416 6400 SH Sole 3
DEERE & CO. COM 244199105 6761 103,940 SH SOLE 1
DEERE + CO COM 244199105 14797 227,475 SH DEFINED 2
DEL LABS INC COM 245091103 58 2,337 SH SOLE 1
DEL MONTE COM 24522P103 34 3,279 SH SOLE 1
DELL INC COM 24702R101 80404 2,366,220 SH SOLE 1
DELL INC COM 24702R101 27281 803,325 SH DEFINED 2
DELPHI CORP COM 247126105 2557 250,451 SH SOLE 1
DELPHI FINANCIAL GROUP, INC., CLASS A COM 247131105 414 11,511 SH SOLE 1
DELTA & PINE LAND CO. COM 247357106 449 17,681 SH SOLE 1
DELTA AIR LINES, INC. COM 247361108 1821 154,188 SH SOLE 1
DELTIC TIMBER CORP. COM 247850100 137 4,517 SH SOLE 1
DELUXE CORP. COM 248019101 1192 28,845 SH SOLE 1
DENBURY RESOURCES INC COM 247916208 224 16,068 SH SOLE 1
DENDREON CORP COM 24823Q107 1172 145,468 SH SOLE 1
DENDRITE INTERNATIONAL, INC. COM 248239105 221 14,102 SH SOLE 1
DENTSPLY INTERNATIONAL INC. COM 249030107 5404 119,645 SH SOLE 1
DEPARTMENT 56 INC COM 249509100 76 5,800 SH SOLE 1
DEVELOPERS DIVERSIFIED REALTY COM 251591103 43 1,281 SH SOLE 1
DEVON ENERGY CORP. COM 25179M103 5770 100,770 SH SOLE 1
DEVRY, INC. COM 251893103 2530 100,659 SH SOLE 1
DHB INDS INC COM 23321E103 66 9,482 SH SOLE 1
DIAGNOSTIC PRODUCTS CORP. COM 252450101 442 9,617 SH SOLE 1
DIAL CORP. COM 25247D101 7959 279,570 SH SOLE 1
CVB FINANCIAL CORP 17,014
CVS CORP 20,000
CVS CORP. 175,530
CYBERGUARD CORP 5,045
CYBERONICS 9,422
CYMER INC 41,100
CYMER INC COM 120200 11942
CYMER, INC. 16,201
CYPRESS SEMICONDUCTOR COM 375200 18100
CYPRESS SEMICONDUCTOR CORP. 173,068
CYTEC INDUSTRIES, INC. 56,179
CYTYC CORP 247,100
CYTYC CORPORATION 208,706
D & E COMMUNICATIONSINC 6,036
D & K HEALTHCARE RES I 5,900
D.R. HORTON INC 225,427
DADE BEHRING HOLDINGS INC 18,871
DAKTRONICS INC 6,755
DANA CORP 133,084
DANAHER CORP. 930,440
DARDEN RESTAURANTS, INC. 74,725
DARLING INTERNATIONAL INC 26,218
DATASCOPE CORP. 4,927
DATASTREAM SYSTEMS 8,109
DAVE & BUSTERS INC 5,198
DAVITA INC 1,203
DEAN FOODS CO 224,372
DEB SHOPS, INC 2,035
DECODE GENETICS, INC 21,392
DEERE & CO COM 6400
DEERE & CO. 103,940
DEERE + CO 227,475
DEL LABS INC 2,337
DEL MONTE 3,279
DELL INC 2,366,220
DELL INC 803,325
DELPHI CORP 250,451
DELPHI FINANCIAL GROUP, INC., CLASS A 11,511
DELTA & PINE LAND CO. 17,681
DELTA AIR LINES, INC. 154,188
DELTIC TIMBER CORP. 4,517
DELUXE CORP. 28,845
DENBURY RESOURCES INC 16,068
DENDREON CORP 145,468
DENDRITE INTERNATIONAL, INC. 14,102
DENTSPLY INTERNATIONAL INC. 119,645
DEPARTMENT 56 INC 5,800
DEVELOPERS DIVERSIFIED REALTY 1,281
DEVON ENERGY CORP. 100,770
DEVRY, INC. 100,659
DHB INDS INC 9,482
DIAGNOSTIC PRODUCTS CORP. 9,617
DIAL CORP. 279,570
DIAMOND OFFSHORE DRILLING COM 25271C102 439 21,395 SH SOLE 1
DICK'S SPORTING GOODS INC COM 253393102 291 5,976 SH SOLE 1
DIEBOLD, INC. COM 253651103 5624 104,396 SH SOLE 1
DIGENE CORP COM 253752109 236 5,894 SH SOLE 1
DIGENE CORP COM 253752109 401 10,000 SH DEFINED 2
DIGIMARC CORP COM 253807101 66 4,941 SH SOLE 1
DIGITAL GENERATION SYSTEMS COM 253921100 30 13,410 SH SOLE 1
DIGITAL INSIGHT COM 25385P106 339 13,639 SH SOLE 1
DIGITAL RIV INC COM 25388B104 285 12,879 SH SOLE 1
DIGITAL RIV INC COM COM 25388B104 4637 209800 SH Sole 3
DIGITAL THEATER SYS INC COM 25389G102 862 34,900 SH DEFINED 2
DIGITAL THINK INC COM 25388M100 53 18,779 SH SOLE 1
DIGITALNET HLDGS INC COM COM 25389B103 3510 180000 SH Sole 3
DIGITAS INC COM 25388K104 72 7,753 SH SOLE 1
DIGITAS INC COM COM 25388K104 29234 3136656 SH Sole 3
DILLARDS, INC. CLASS A COM 254067101 1105 67,140 SH SOLE 1
DIME COMMUNITY BANCSHARES COM 253922108 293 9,539 SH SOLE 1
DIMON, INC. COM 254394109 131 19,458 SH SOLE 1
DIODES INC COM 254543101 55 2,914 SH SOLE 1
DIONEX CORP. COM 254546104 362 7,874 SH SOLE 1
DISCOVERY LABORATORIES INC COM 254668106 175 16,643 SH SOLE 1
DISNEY WALT CO COM 254687106 15379 659,200 SH DEFINED 2
DISTRIB Y SERVICIO ADR EACH COM 254753106 62 3,000 SH SOLE 1
DITECH COMMUNICATIONS CORP COM 25500M103 232 12,149 SH SOLE 1
DIVERSA CORP COM 255064107 84 9,109 SH SOLE 1
DJ ORTHOPEDICS INC COM 23325G104 82 3,058 SH SOLE 1
DOBSON COMMUNICATIONS COM 256069105 10429 1,587,291 SH SOLE 1
DOBSON COMMUNICATIONS CORP COM 256069105 190 28,964 SH DEFINED 2
DOLLAR GENERAL CORP. COM 256669102 4749 226,274 SH SOLE 1
DOLLAR THRIFTY AUTOMOTIVE COM 256743105 282 10,853 SH SOLE 1
DOLLAR TREE STORES INC. COM 256747106 5232 174,004 SH SOLE 1
DOMINION HOMES INC COM 257386102 53 1,748 SH SOLE 1
Dominion Resources COM 25746U109 1,596 25,000 SH DEFINED 4
DOMINION RESOURCES, INC. COM 25746U109 22257 348,690 SH SOLE 1
DONALDSON CO., INC. COM 257651109 3689 62,348 SH SOLE 1
DONEGAL GROUP INC CL A COM 257701201 2752 125000 SH Sole 3
DONEGAL GROUP INC-CL A COM 257701201 36 1,636 SH SOLE 1
DORAL FINANCIAL CORP. COM 25811P100 56 1,742 SH SOLE 1
DORCHESTER MINERALS LP COM 25820R105 82 4,200 SH SOLE 1
DOT HILL SYS CORP COM COM 25848T109 9199 607200 SH Sole 3
DOT HILL SYSTEMS CORP COM 25848T109 253 16,667 SH SOLE 1
DOUBLECLICK INC COM 258609304 21 2,025 SH SOLE 1
DOV PHARMACEUTICAL INC COM 259858108 73 5,492 SH SOLE 1
DOVER CORP. COM 260003108 5255 132,213 SH SOLE 1
DOVER DOWNS GAMING & ENTERTA COM 260095104 37 3,934 SH SOLE 1
DOVER MOTORSPORTS INC COM 260174107 24 6,765 SH SOLE 1
DOW CHEM CO COM COM 260543103 915 22000 SH Sole 3
Dow Chemical COM 260543103 624 15,000 SH DEFINED 4
DOW CHEMICAL CO. COM 260543103 16548 398,080 SH SOLE 1
DOW JONES & CO., INC. COM 260561105 2853 57,225 SH SOLE 1
DOWNEY FINANCIAL CORP. COM 261018105 17 339 SH SOLE 1
DPL, INC. COM 233293109 3799 181,939 SH SOLE 1
DRESS BARN, INC. COM 261570105 134 8,914 SH SOLE 1
DIAMOND OFFSHORE DRILLING 21,395
DICK'S SPORTING GOODS INC 5,976
DIEBOLD, INC. 104,396
DIGENE CORP 5,894
DIGENE CORP 10,000
DIGIMARC CORP 4,941
DIGITAL GENERATION SYSTEMS 13,410
DIGITAL INSIGHT 13,639
DIGITAL RIV INC 12,879
DIGITAL RIV INC COM 205700 4100
DIGITAL THEATER SYS INC 34,900
DIGITAL THINK INC 18,779
DIGITALNET HLDGS INC COM 180000
DIGITAS INC 7,753
DIGITAS INC COM 3029300 107356
DILLARDS, INC. CLASS A 67,140
DIME COMMUNITY BANCSHARES 9,539
DIMON, INC. 19,458
DIODES INC 2,914
DIONEX CORP. 7,874
DISCOVERY LABORATORIES INC 16,643
DISNEY WALT CO 659,200
DISTRIB Y SERVICIO ADR EACH 3,000
DITECH COMMUNICATIONS CORP 12,149
DIVERSA CORP 9,109
DJ ORTHOPEDICS INC 3,058
DOBSON COMMUNICATIONS 1,587,291
DOBSON COMMUNICATIONS CORP 28,964
DOLLAR GENERAL CORP. 226,274
DOLLAR THRIFTY AUTOMOTIVE 10,853
DOLLAR TREE STORES INC. 174,004
DOMINION HOMES INC 1,748
Dominion Resources 25,000
DOMINION RESOURCES, INC. 348,690
DONALDSON CO., INC. 62,348
DONEGAL GROUP INC CL A 125000
DONEGAL GROUP INC-CL A 1,636
DORAL FINANCIAL CORP. 1,742
DORCHESTER MINERALS LP 4,200
DOT HILL SYS CORP COM 595700 11500
DOT HILL SYSTEMS CORP 16,667
DOUBLECLICK INC 2,025
DOV PHARMACEUTICAL INC 5,492
DOVER CORP. 132,213
DOVER DOWNS GAMING & ENTERTA 3,934
DOVER MOTORSPORTS INC 6,765
DOW CHEM CO COM 22000
Dow Chemical 15,000
DOW CHEMICAL CO. 398,080
DOW JONES & CO., INC. 57,225
DOWNEY FINANCIAL CORP. 339
DPL, INC. 181,939
DRESS BARN, INC. 8,914
DREW INDUSTRIES INC COM 26168L205 81 2,904 SH SOLE 1
DREXLER TECHNOLOGY COR COM 261876106 56 4,180 SH SOLE 1
DREYERS GRAND ICE CREAM COM 261877104 1006 12,940 SH SOLE 1
DRILL QUIP COM 262037104 47 2,913 SH SOLE 1
DRS TECHNOLOGIES INC COM 23330X100 318 11,432 SH SOLE 1
DRUGSTORE.COM COM 262241102 82 14,857 SH SOLE 1
DSP GROUP, INC. COM COM 23332B106 823 32,975 SH SOLE 1
DST SYS INC DEL COM 233326107 3449 82,600 SH DEFINED 2
DST SYSTEMS INC COM 233326107 5018 120,167 SH SOLE 1
DTE ENERGY CO. COM 233331107 16381 415,749 SH SOLE 1
DTE Energy Company COM 233331107 5,319 135,000 SH DEFINED 4
DU PONT E I DE NEMOURS + C COM 263534109 10027 218,496 SH DEFINED 2
DUANE READE, INC. COM 263578106 256 15,140 SH SOLE 1
DUCOMMUN INC DEL COM 264147109 70 3,127 SH SOLE 1
DUKE ENERGY CORP. COM 264399106 8126 397,370 SH SOLE 1
DUKE REALTY COM 264411505 69 2,231 SH SOLE 1
DUKE REALTY CORP COM NEW COM 264411505 2266 73081 SH Sole 3
DUN & BRADSTREET CORP NEW WI COM 26483E100 5314 104,800 SH SOLE 1
DUPONT PHOTOMASKS COM 26613X101 135 5,594 SH SOLE 1
DUQUESNE LIGHT HOLDINGS INC COM 266233105 2701 147,270 SH SOLE 1
DURA AUTOMOTIVE SYSTEM COM 265903104 93 7,152 SH SOLE 1
DURATEK INC COM 26658Q102 47 3,579 SH SOLE 1
DURECT CORPORATION COM 266605104 34 13,676 SH SOLE 1
DYCOM INDUSTRIES, INC. COM 267475101 2445 91,166 SH SOLE 1
DYNACQ INTERNATIONAL INC COM 26779V105 20 2,662 SH SOLE 1
DYNEGY INC. COM 26816Q101 718 167,744 SH SOLE 1
E TRADE FINL CORP COM 269246104 1503 118,800 SH DEFINED 2
E TRADE GROUP INC COM COM 269246104 11118 878878 SH Sole 3
E*TRADE FINANCIAL CORP COM 269246104 6662 526,666 SH SOLE 1
E.I. DU PONT DE NEMOURS AND CO COM 263534109 21093 459,650 SH SOLE 1
E.PIHPANY, INC. COM 26881V100 191 26,462 SH SOLE 1
EARTHLINK INC COM 270321102 556 55,559 SH SOLE 1
EAST WEST BANCORP COM 27579R104 570 10,616 SH SOLE 1
EASTERN VIRGINIA BANKSHARES COM 277196101 66 2,276 SH SOLE 1
EASTGROUP PROPERTIES, INC. COM 277276101 274 8,455 SH SOLE 1
EASTMAN CHEMICAL CO. COM 277432100 1621 40,998 SH SOLE 1
EASTMAN KODAK CO. COM 277461109 3310 128,951 SH SOLE 1
EATON CORP. COM 278058102 3693 34,203 SH SOLE 1
EATON VANCE CORP. COM 278265103 3645 99,493 SH SOLE 1
EBAY INC COM 278642103 8855 137,100 SH DEFINED 2
EBAY, INC. COM 278642103 33429 517,390 SH SOLE 1
ECHELON COM 27874N105 148 13,263 SH SOLE 1
ECHOSTAR COMMUNICATIONS CO COM 278762109 11178 328,775 SH DEFINED 2
ECHOSTAR COMMUNICATIONS CORP. CLASS A COM 278762109 631 18,560 SH SOLE 1
ECLIPSYS CORP. COM 278856109 190 16,308 SH SOLE 1
ECOLAB, INC. COM 278865100 3157 115,353 SH SOLE 1
ECOLLEGE COM COM COM 27887E100 3662 198400 SH Sole 3
ECOLLEGE.COM INC COM 27887E100 123 6,646 SH SOLE 1
EDISON INTERNATIONAL INC COM 281020107 3203 146,056 SH SOLE 1
EDO CORP COM 281347104 179 7,261 SH SOLE 1
EDUCATION MANAGEMENT CORP. COM 28139T101 3230 104,070 SH SOLE 1
EDUCATION MGMT CORP COM COM 28139T101 24346 784336 SH Sole 3
EDWARDS LIFESCIENCES CP COM 28176E108 2570 85,428 SH SOLE 1
DREW INDUSTRIES INC 2,904
DREXLER TECHNOLOGY COR 4,180
DREYERS GRAND ICE CREAM 12,940
DRILL QUIP 2,913
DRS TECHNOLOGIES INC 11,432
DRUGSTORE.COM 14,857
DSP GROUP, INC. COM 32,975
DST SYS INC DEL 82,600
DST SYSTEMS INC 120,167
DTE ENERGY CO. 415,749
DTE Energy Company 135,000
DU PONT E I DE NEMOURS + C 218,496
DUANE READE, INC. 15,140
DUCOMMUN INC DEL 3,127
DUKE ENERGY CORP. 397,370
DUKE REALTY 2,231
DUKE REALTY CORP COM NEW 73081
DUN & BRADSTREET CORP NEW WI 104,800
DUPONT PHOTOMASKS 5,594
DUQUESNE LIGHT HOLDINGS INC 147,270
DURA AUTOMOTIVE SYSTEM 7,152
DURATEK INC 3,579
DURECT CORPORATION 13,676
DYCOM INDUSTRIES, INC. 91,166
DYNACQ INTERNATIONAL INC 2,662
DYNEGY INC. 167,744
E TRADE FINL CORP 118,800
E TRADE GROUP INC COM 808000 70878
E*TRADE FINANCIAL CORP 526,666
E.I. DU PONT DE NEMOURS AND CO 459,650
E.PIHPANY, INC. 26,462
EARTHLINK INC 55,559
EAST WEST BANCORP 10,616
EASTERN VIRGINIA BANKSHARES 2,276
EASTGROUP PROPERTIES, INC. 8,455
EASTMAN CHEMICAL CO. 40,998
EASTMAN KODAK CO. 128,951
EATON CORP. 34,203
EATON VANCE CORP. 99,493
EBAY INC 137,100
EBAY, INC. 517,390
ECHELON 13,263
ECHOSTAR COMMUNICATIONS CO 328,775
ECHOSTAR COMMUNICATIONS CORP. CLASS A 18,560
ECLIPSYS CORP. 16,308
ECOLAB, INC. 115,353
ECOLLEGE COM COM 198400
ECOLLEGE.COM INC 6,646
EDISON INTERNATIONAL INC 146,056
EDO CORP 7,261
EDUCATION MANAGEMENT CORP. 104,070
EDUCATION MGMT CORP COM 750400 33936
EDWARDS LIFESCIENCES CP 85,428
EFUNDS CORP COM 28224R101 383 22,090 SH SOLE 1
EGL INC. COM 268484102 1447 82,329 SH SOLE 1
EL PASO CORP COM 28336L109 2240 273,539 SH SOLE 1
EL PASO ELECTRIC CO. COM 283677854 308 23,040 SH SOLE 1
ELECTRO RENT CORP. COM 285218103 545 40,843 SH SOLE 1
ELECTRO SCIENTIFIC INDUSTRIES, COM 285229100 313 13,172 SH SOLE 1
ELECTRONIC ARTS COM 285512109 7659 160,638 SH SOLE 1
ELECTRONIC DATA SYSTEMS CORP. COM 285661104 5293 215,706 SH SOLE 1
ELECTRONICS BOUTIQUE HLDGS. CO COM 286045109 143 6,245 SH SOLE 1
ELECTRONICS FOR IMAGING, INC. COM 286082102 541 20,783 SH SOLE 1
ELI LILLY AND CO. COM 532457108 34970 497,230 SH SOLE 1
ELIZABETH ARDEN INC COM 28660G106 140 7,042 SH SOLE 1
ELKCORP COM 287456107 245 9,164 SH SOLE 1
E-LOAN INC COM 26861P107 63 20,981 SH SOLE 1
EMBARCADERO TECHNOLOGIES INC COM 290787100 103 6,488 SH SOLE 1
EMC CORP COM 268648102 22774 1,762,710 SH DEFINED 2
EMC CORP. COM 268648102 14098 1,091,210 SH SOLE 1
EMC INS GROUP INC COM 268664109 23 1,084 SH SOLE 1
EMCOR GROUP, INC. COM 29084Q100 270 6,139 SH SOLE 1
EMERSON ELEC CO COM 291011104 11859 183,156 SH DEFINED 2
Emerson Electric COM 291011104 1,295 20,000 SH DEFINED 4
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EMERSON RADIO CORP COM 291087203 29 7,696 SH SOLE 1
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EMPRESA NACIONAL DE ELEC ADR COM 29244T101 57 6,251 SH SOLE 1
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ENERGEN CORP. COM 29265N108 673 16,394 SH SOLE 1
ENERGIZER HOLDINGS INC COM 29266R108 4564 121,501 SH SOLE 1
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ENPRO INDUSTRIES INC COM 29355X107 134 9,586 SH SOLE 1
ENSCO INTERNATIONAL, INC. COM 26874Q100 5861 215,707 SH SOLE 1
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ENTEGRIS INC COM 29362U104 321 24,973 SH SOLE 1
EFUNDS CORP 22,090
EGL INC. 82,329
EL PASO CORP 273,539
EL PASO ELECTRIC CO. 23,040
ELECTRO RENT CORP. 40,843
ELECTRO SCIENTIFIC INDUSTRIES, 13,172
ELECTRONIC ARTS 160,638
ELECTRONIC DATA SYSTEMS CORP. 215,706
ELECTRONICS BOUTIQUE HLDGS. CO 6,245
ELECTRONICS FOR IMAGING, INC. 20,783
ELI LILLY AND CO. 497,230
ELIZABETH ARDEN INC 7,042
ELKCORP 9,164
E-LOAN INC 20,981
EMBARCADERO TECHNOLOGIES INC 6,488
EMC CORP 1,762,710
EMC CORP. 1,091,210
EMC INS GROUP INC 1,084
EMCOR GROUP, INC. 6,139
EMERSON ELEC CO 183,156
Emerson Electric 20,000
EMERSON ELECTRIC CO. 181,980
EMERSON RADIO CORP 7,696
EMMIS COMMUNICATIONS CORP. CLASS A 98,516
EMMIS COMMUNICTNS CORP CL A 333700 6200
EMPIRE DISTRICT ELECTRIC CO. 10,655
EMPRESA NACIONAL DE ELEC ADR 6,251
EMS TECHNOLOGIES INC 5,001
EMULEX CORP 646600 27568
EMULEX CORP 1,556
ENBRIDGE INC 0 28,800
ENCANA CORP 0 100,100
ENCORE ACQUISITION CO 4,110
ENCORE ACQUISITION CO 371160
ENCORE MED CORP 125,000
ENCORE WIRE CORP 4,867
ENCYSIVE PHARMACEUTICALS INC 20,779
ENDO PHARMACEUTICALS 660
ENERGEN CORP. 16,394
ENERGIZER HOLDINGS INC 121,501
ENERGY CONVERSION DEVICES, INC 7,914
ENERGY EAST CORP 210,130
ENERGY PARTNERS LTD 9,877
ENERGYSOUTH INC 2,060
ENERSIS SA ADR 259,590
ENGELHARD CORP. 56,385
ENGINEERED SUPPORT SYSTEMS 8,163
ENNIS BUSINESS FORMS I 7,840
ENPRO INDUSTRIES INC 9,586
ENSCO INTERNATIONAL, INC. 215,707
ENSCO INTL INC 79,350
ENSTAR GROUP INC 1,421
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EQUIFAX, INC. COM 294429105 1542 62,937 SH SOLE 1
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ESS TECHNOLOGY, INC. COM 269151106 244 14,324 SH SOLE 1
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EXCHANGE NATL BANCSHARES INC COM 301309100 71 1,957 SH SOLE 1
ENTEGRIS INC COM 1195800 48032
ENTERASYS NETWORKS INC 95,317
ENTERCOM COMM CORP CL A 153500 10696
ENTERCOM COMMUNICATIONS CORP. 73,749
ENTERGY ARKANSAS INC 99,200
ENTERTAINMENT PROPERTIES TRUST 9,520
ENTRAVISION COMMUNIC 809
ENTRUST TECHNOLOGIES INC. 22,732
ENZO BIOCHEM, INC. 10,548
ENZON PHARMACEUTICALS INC 20,614
EOG RESOURCES INC 52,309
EOG RESOURCES INC 291,800
EON LABS INC 232
EON LABS INC 60,000
EON LABS INC COM 309600 5900
EPICOR SOFTWARE CORPORATION 17,748
EPIQ SYSTEMS INC 5,974
EPIX MEDICAL INC 7,713
EQUIFAX, INC. 62,937
EQUITABLE RESOURCES, INC. 89,654
EQUITY INNS, INC. 19,320
EQUITY OFFICE PPTYS TR COM 199863
EQUITY OFFICE PROPERTIES TRUST 173,310
EQUITY ONE COM 146500
EQUITY ONE INC 13,726
EQUITY RESIDENT PPTYS SH BEN I 184859
EQUITY RESIDENTIAL 123,970
ERESEARCHTECHNOLOGY IN 12,694
ERIE INDEMNITY COMPA 428
ESB FINANCIAL CORP 3,355
ESCO ELECTRONICS CORP 5,624
ESCO TECHNOLOGIES INC COM 22000
ESPEED INC 11,041
ESPEED INC 145,000
ESPEED INC CL A 501000 9200
ESPERION THERAPEUTICS INC (USD) 79,534
ESS TECHNOLOGY, INC. 14,324
ESSEX PROPERTY TRUST, INC. 8,447
ESTEE LAUDER COMPANIES-CL A 2,033
ESTERLINE TECHNOLOGIES CORP. 9,773
ETHAN ALLEN INTERIOR 587
ETHYL CORP 6,851
EURONET WORLDWIDE INC 7,479
EVEREST RE GROUP LTD COM 81100 3600
EVEREST RE GROUP, LTD 79,100
EVERGREEN RES INC COM NO PAR 673800 24956
EVERGREEN RESOURCES, INC. 18,150
EVERTRUST FINANCIAL GROUP IN 1,974
EXACT SCIENCES CORP (USD) 6,860
EXACTECH INC 2,782
EXAR CORP. 18,923
EXCEL TECHNOLOGY 4,288
EXCHANGE NATL BANCSHARES INC 1,957
EXELIXIS, INC. COM 30161Q104 163 23,050 SH SOLE 1
EXPEDITORS INTERNATIONAL OF WA COM 302130109 5981 158,804 SH SOLE 1
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F N B CORP VA COM 302930102 101 3,391 SH SOLE 1
F5 NETWORKS INC COM 315616102 320 12,749 SH SOLE 1
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FALCONSTOR SOFTWARE INC COM 306137100 139 15,946 SH SOLE 1
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FELCOR LODGING TRUST, INC. COM 31430F101 257 23,173 SH SOLE 1
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FIRST ALBANY COMPANIES INC COM 318465101 46 3,281 SH SOLE 1
EXELIXIS, INC. 23,050
EXPEDITORS INTERNATIONAL OF WA 158,804
EXPRESS SCRIPTS INC 53300 2700
EXPRESS SCRIPTS INC 20,000
EXPRESS SCRIPTS, INC. 40,546
EXPRESSJET HOLDINGS IN 14,115
EXTENDED STAY AMERICA INC 171,728
EXTREME NETWORK INC 45,275
EXULT INC 15,651
EXXON MOBIL CORP 597,876
Exxon Mobil Corp Stk NPV 43,980
EXXON MOBIL CORP. 4,666,466
F N B CORP VA 3,391
F5 NETWORKS INC 12,749
FACTSET RESEARCH SYSTEMS, INC. 390
FAIR ISSAC CORP 69,381
FAIRCHILD CORP. CLASS A 5,230
FAIRCHILD SEMICND INTL COM 473400 45818
FAIRCHILD SEMICONDUCTOR CORP. 168,945
FALCONSTOR SOFTWARE INC 15,946
FAMILY DOLLAR STORES, INC. 77,636
FARGO ELECTRONICS 5,395
FARMER BROS. CO. 347
FARMERS CAPITAL BANK CORP 2,814
FASTENAL CO 80,100
FASTENAL CO. 114,315
FBL FINANCIAL GROUP, INC., CLASS A 5,481
FEDERAL AGRIC MTG CORP 3,665
FEDERAL NATIONAL MORTGAGE ASSO 542,067
FEDERAL REALTY INVESTMENT TR. 760
FEDERAL REALTY INVT TR SH BEN 26400
FEDERAL SIGNAL CORP. 90,966
FEDERATED DEPT STORES, INC. 81,478
FEDERATED INVESTORS 48,559
FEDEX CORP 123,650
FEDEX CORPORATION 129,160
FEI COMPANY 11,584
FELCOR LODGING TRUST 73600
FELCOR LODGING TRUST, INC. 23,173
FERRO CORP. 75,357
FFLC BANCORP INC 1,920
FIDELITY BANKSHARES INC 6,295
FIDELITY NATIONAL FINANCIAL 212,999
FIFTH THIRD BANCORP 246,070
FILENET CORP. 16,051
FINANCIAL FEDERAL CORP. 6,822
FINANCIAL INDS CORP 3,718
FINCANCIAL INSTITUTIONS INC 3,915
FINDWHAT.COM 5,616
FINISAR CORPORATION 64,663
FINISH LINE, INC. 8,248
FINLAY ENTERPRISES INC. 2,913
FIRST ALBANY COMPANIES INC 3,281
FIRST ALBANY COS INC COM COM 318465101 2751 195968 SH Sole 3
FIRST AMERICAN CAP TRUST CLASS A COM 318522307 3348 112,459 SH SOLE 1
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FIRST CONSULTING GROUP, INC. COM 31986R103 50 8,939 SH SOLE 1
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FIRST DEFIANCE FINL CO COM 32006W106 60 2,311 SH SOLE 1
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FIRST FINANCIAL HOLDINGS, INC. COM 320239106 186 5,940 SH SOLE 1
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FIRST M & F CORP COM 320744105 61 1,604 SH SOLE 1
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FISERV INC COM 337738108 1624 41,100 SH DEFINED 2
FISERV, INC. COM 337738108 8004 202,416 SH SOLE 1
FISHER COMMUNICATIONS INC COM 337756209 117 2,310 SH SOLE 1
FISHER SCIENTIFIC INT'L., INC. COM 338032204 39 940 SH SOLE 1
FLAG FINANCIAL CORP COM 33832H107 40 3,082 SH SOLE 1
FLAGSTAR BANCORP, INC. COM 337930101 294 13,714 SH SOLE 1
FLEETBOSTON FINANCIAL CORP. COM 339030108 52746 1,208,389 SH SOLE 1
FLEETWOOD ENTERPRISES, INC. COM 339099103 186 18,117 SH SOLE 1
FIRST ALBANY COS INC COM 181100 14868
FIRST AMERICAN CAP TRUST CLASS A 112,459
FIRST BANCORP NORTH CAROLINA 3,490
FIRST BANCORP/PUERTO RICO 630
FIRST BUSEY CORP 4,139
FIRST CHARTER CORP. 13,963
FIRST CITIZENS BANC CORP 1,960
FIRST CITIZENS BANCSHARES, INC CLASS 2,864
FIRST CMNTY BANCORP CA 5,798
FIRST COMMONWEALTH FINANCIAL 27,688
FIRST COMMUNITY BANCSHARES INC 4,501
FIRST CONSULTING GROUP, INC. 8,939
FIRST DATA CORP. 231,430
FIRST DEFIANCE FINL CO 2,311
FIRST ESSEX BANCORP INC 3,143
FIRST FED FINL OF KENTUCKY 1,485
FIRST FEDERAL CAPITAL CORP. 9,056
FIRST FINANCIAL BANCORP 15,198
FIRST FINANCIAL BANKSHARES 6,383
FIRST FINANCIAL CORP. 6,376
FIRST FINANCIAL HOLDINGS, INC. 5,940
FIRST HEALTH GROUP CORP. 143,076
FIRST HORIZON PHARMACEUTICAL 9,506
FIRST INDIANA CORP. 5,443
FIRST INDUSTRIAL REALITY TRUST 119,416
FIRST INDUSTRIAL RLTY COM 35700
FIRST M & F CORP 1,604
FIRST MERCHANTS CORP. 8,630
FIRST MIDWEST BANCORP, INC. 827
FIRST NATL CORP ORANGE 3,690
FIRST NIAGARA FINANCIAL GRP 33,375
FIRST OAK BROOK BANCSH 3,014
FIRST OF LONG ISLAND CORP 1,588
FIRST PLACE FINANCIAL CORP 5,701
FIRST REPUBLIC BANK 4,890
FIRST SENTINEL BANCORP INC 10,381
FIRST SOUTH BANCORP IN 1,448
FIRST ST BANCORPORATIO 3,480
FIRST TENNESSEE NATIONAL CORP. 56,608
FIRST UNITED CORP 2,857
FIRSTBANK CORP/ALMA MICH 2,745
FIRSTENERGY CORP. 142,960
FIRSTFED AMER BANCORP 7,444
FIRSTFED FINANCIAL CORP. 7,965
FIRSTMERIT CORP. 121,626
FISERV INC 41,100
FISERV, INC. 202,416
FISHER COMMUNICATIONS INC 2,310
FISHER SCIENTIFIC INT'L., INC. 940
FLAG FINANCIAL CORP 3,082
FLAGSTAR BANCORP, INC. 13,714
FLEETBOSTON FINANCIAL CORP. 1,208,389
FLEETWOOD ENTERPRISES, INC. 18,117
FLEXTRONICS INTERNATIONAL COM Y2573F102 2078 140,000 SH DEFINED 2
FLIR SYS INC COM 302445101 25398 695828 SH Sole 3
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FLORIDA ROCK INDUSTRIES, INC. COM 341140101 18 337 SH SOLE 1
FLORIDAFIRST BANCORP INC COM 343258109 86 2,605 SH SOLE 1
FLOWERS FOODS INC COM 343498101 383 14,854 SH SOLE 1
FLOWSERVE CORP. COM 34354P105 2102 100,683 SH SOLE 1
FLUOR CORP COM 343412102 1508 38,046 SH SOLE 1
FLUSHING FINANCIAL CORP COM 343873105 122 6,671 SH SOLE 1
FMC CORP. COM 302491303 2277 66,716 SH SOLE 1
FMC TECHNOLOGIES INC COM 30249U101 2222 95,379 SH SOLE 1
FMS FINANCIAL CORP COM 302509104 32 1,762 SH SOLE 1
FNB CORP. COM 302520101 26 736 SH SOLE 1
FNB CORP/NORTH CAROLINA COM 302519103 49 2,319 SH SOLE 1
FOOT LOCKER INC COM 344849104 56 2,368 SH SOLE 1
FOOT LOCKER INC COM 344849104 1684 71,800 SH DEFINED 2
FOOTHILL INDEPENDENT BANCORP COM 344905104 51 2,153 SH SOLE 1
FORD MOTOR CO. COM 345370860 12924 807,740 SH SOLE 1
FOREST CITY ENTERPRISES, INC. CLASS A COM 345550107 25 517 SH SOLE 1
FOREST LABORATORIES, INC. COM 345838106 9834 159,120 SH SOLE 1
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FOREST OIL CORP COM PAR $0.01 COM 346091705 16620 581738 SH Sole 3
FORRESTER RESEARCH, INC. COM 346563109 115 6,501 SH SOLE 1
FORTUNE BRANDS, INC. COM 349631101 4696 65,693 SH SOLE 1
FORWARD AIR CORP COM 349853101 141 5,114 SH SOLE 1
FOSSIL, INC. COM 349882100 321 11,417 SH SOLE 1
FOUNDRY NETWORKS INC COM 35063R100 56 2,050 SH SOLE 1
FOUNDRY NETWORKS INC COM 35063R100 7417 271,100 SH DEFINED 2
FOX ENTMT GROUP INC COM 35138T107 2533 86,900 SH DEFINED 2
FPL Group Inc COM 302571104 654 10,000 SH DEFINED 4
FPL GROUP, INC. COM 302571104 5217 79,750 SH SOLE 1
FRANKLIN BK CORP DEL COM COM 352451108 494 26000 SH Sole 3
FRANKLIN ELECTRIC CO., INC. COM 353514102 189 3,124 SH SOLE 1
FRANKLIN FINL CORP TEN COM 353523202 47 1,544 SH SOLE 1
FREDDIE MAC COM 313400301 20015 343,190 SH SOLE 1
FREDS INC CL A COM 356108100 17289 558058 SH Sole 3
FRED'S INC. COM 356108100 564 18,208 SH SOLE 1
FREEMARKETS INC COM 356602102 116 17,377 SH SOLE 1
FREEPORT MCMORAN COPPER + COM 35671D857 9846 233,700 SH DEFINED 2
FREEPORT-MCMORAN COPPER & GOLD CLASS COM 35671D857 3432 81,456 SH SOLE 1
FREMONT GENERAL CORP. COM 357288109 486 28,728 SH SOLE 1
FRIEDMAN BILLINGS RAMSEY-A COM 358434108 6347 274,989 SH SOLE 1
FRIEDMAN'S, INC., CLASS A COM 358438109 62 9,270 SH SOLE 1
FRONTIER AIRLINES, INC. COM 359065109 233 16,317 SH SOLE 1
FRONTIER FINANCIAL CORP. COM 35907K105 240 7,218 SH SOLE 1
FRONTIER OIL CORP. COM 35914P105 211 12,263 SH SOLE 1
FSI INTL INC COM COM 302633102 3874 524924 SH Sole 3
FTD INC-CL A COM 30265Q109 36 1,441 SH SOLE 1
FTI CONSULTING INC COM 302941109 454 19,440 SH SOLE 1
FUELCELL ENERGY INC COM 35952H106 208 15,945 SH SOLE 1
FULTON FIN CORP COM 360271100 39 1,798 SH SOLE 1
FURNITURE BRANDS INTERNATIONAL COM 360921100 2347 80,037 SH SOLE 1
FLEXTRONICS INTERNATIONAL 140,000
FLIR SYS INC 671700 24128
FLIR SYSTEMS INC (USD) 15,545
FLORIDA EAST COAST INDUSTRIES 6,861
FLORIDA ROCK INDUSTRIES, INC. 337
FLORIDAFIRST BANCORP INC 2,605
FLOWERS FOODS INC 14,854
FLOWSERVE CORP. 100,683
FLUOR CORP 38,046
FLUSHING FINANCIAL CORP 6,671
FMC CORP. 66,716
FMC TECHNOLOGIES INC 95,379
FMS FINANCIAL CORP 1,762
FNB CORP. 736
FNB CORP/NORTH CAROLINA 2,319
FOOT LOCKER INC 2,368
FOOT LOCKER INC 71,800
FOOTHILL INDEPENDENT BANCORP 2,153
FORD MOTOR CO. 807,740
FOREST CITY ENTERPRISES, INC. CLASS A 517
FOREST LABORATORIES, INC. 159,120
FOREST OIL CORP 96,817
FOREST OIL CORP COM PAR $0.01 562900 18838
FORRESTER RESEARCH, INC. 6,501
FORTUNE BRANDS, INC. 65,693
FORWARD AIR CORP 5,114
FOSSIL, INC. 11,417
FOUNDRY NETWORKS INC 2,050
FOUNDRY NETWORKS INC 271,100
FOX ENTMT GROUP INC 86,900
FPL Group Inc 10,000
FPL GROUP, INC. 79,750
FRANKLIN BK CORP DEL COM 26000
FRANKLIN ELECTRIC CO., INC. 3,124
FRANKLIN FINL CORP TEN 1,544
FREDDIE MAC 343,190
FREDS INC CL A 536300 21758
FRED'S INC. 18,208
FREEMARKETS INC 17,377
FREEPORT MCMORAN COPPER + 233,700
FREEPORT-MCMORAN COPPER & GOLD CLASS 81,456
FREMONT GENERAL CORP. 28,728
FRIEDMAN BILLINGS RAMSEY-A 274,989
FRIEDMAN'S, INC., CLASS A 9,270
FRONTIER AIRLINES, INC. 16,317
FRONTIER FINANCIAL CORP. 7,218
FRONTIER OIL CORP. 12,263
FSI INTL INC COM 436300 88624
FTD INC-CL A 1,441
FTI CONSULTING INC 19,440
FUELCELL ENERGY INC 15,945
FULTON FIN CORP 1,798
FURNITURE BRANDS INTERNATIONAL 80,037
G & K SERVICES, INC. CLASS A COM 361268105 296 8,052 SH SOLE 1
GA FINANCIAL INC COM 361437106 2277 65,565 SH SOLE 1
GABELLI ASSET MANAGEMENT, INC. COM 36239Y102 122 3,057 SH SOLE 1
GABLES RESIDENTIAL TRUST COM 362418105 449 12,934 SH SOLE 1
GALLAGHER, ARTHUR J & CO COM 363576109 22331 687,316 SH SOLE 1
GALYANS TRADING INC COM 36458R101 38 3,127 SH SOLE 1
GAMESTOP CORP COM 36466R101 152 9,887 SH SOLE 1
GANNETT CO., INC. COM 364730101 10474 117,470 SH SOLE 1
GAP INC COM 364760108 13138 566,055 SH DEFINED 2
GAP, INC. COM 364760108 9905 426,740 SH SOLE 1
GARDNER DENVER, INC. COM 365558105 180 7,529 SH SOLE 1
GARMIN LTD COM G37260109 399 7,330 SH SOLE 1
GARTNER INC. CLASS A COM 366651107 2495 220,577 SH SOLE 1
GATEWAY, INC. COM 367626108 1117 242,862 SH SOLE 1
GATX CORP. COM 361448103 2506 89,569 SH SOLE 1
GAYLORD ENTERTAINMENT CO. COM 367905106 173 5,788 SH SOLE 1
GB&T BANCSHARES INC COM 361462104 62 2,636 SH SOLE 1
GCI, INC. COM 369385109 180 20,701 SH SOLE 1
GEMSTAR-TV GUIDE INTERNATIONAL COM 36866W106 17 3,304 SH SOLE 1
GEN PROBE INC NEW COM 36866T103 4778 131,000 SH DEFINED 2
GENCORP, INC. COM 368682100 159 14,717 SH SOLE 1
GENE LOGIC, INC. COM 368689105 76 14,573 SH SOLE 1
GENENCOR INTERNATIONAL INC COM 368709101 63 4,013 SH SOLE 1
GENENTECH INC COM 368710406 16826 179,820 SH DEFINED 2
GENENTECH, INC. COM 368710406 366 3,910 SH SOLE 1
GENERAL BINDING CORP COM 369154109 51 2,853 SH SOLE 1
GENERAL CABLE CORP. COM 369300108 146 17,911 SH SOLE 1
General Dynamics COM 369550108 2,260 25,000 SH DEFINED 4
GENERAL DYNAMICS CORP. COM 369550108 7991 88,410 SH SOLE 1
General Elec Co COM 369604103 1,704 55,000 SH DEFINED 4
GENERAL ELEC CO COM 369604103 50612 1,633,707 SH DEFINED 2
GENERAL ELECTRIC CO. COM 369604103 226445 7,309,405 SH SOLE 1
GENERAL GROWTH PPTYS COM COM 370021107 1160 41800 SH Sole 3
GENERAL GROWTH PROPE COM 370021107 99 3,554 SH SOLE 1
GENERAL MILLS, INC. COM 370334104 10048 221,820 SH SOLE 1
GENERAL MOTORS CORP. COM 370442105 12971 242,910 SH SOLE 1
GENERAL MTRS CORP COM 370442105 13363 250,239 SH DEFINED 2
GENESCO, INC. COM 371532102 154 10,203 SH SOLE 1
GENESEE & WYO INC COM 371559105 180 5,715 SH SOLE 1
GENESIS HEALTHCARE CORP COM 37184D101 117 5,149 SH SOLE 1
GENESIS MICROCHIP INC COM 37184C103 264 14,635 SH SOLE 1
GENESIS MICROCHIP INC COM COM 37184C103 3025 167672 SH Sole 3
GEN-PROBE INC COM 36866T103 817 22,412 SH SOLE 1
GEN-PROBE INC NEW COM COM 36866T103 11561 317000 SH Sole 3
GENTA INC COM 37245M207 230 22,030 SH SOLE 1
GENTEX CORP COM 371901109 7905 179,000 SH DEFINED 2
GENTEX CORP. COM 371901109 5139 116,372 SH SOLE 1
GENTIVA HEALTH SERVICES COM 37247A102 148 11,729 SH SOLE 1
GENUINE PARTS CO COM 372460105 9969 300,270 SH DEFINED 2
GENUINE PARTS CO. COM 372460105 2602 78,386 SH SOLE 1
GENUS INC COM 372461103 390 65,000 SH DEFINED 2
GENUS INC COM COM 372461103 2393 398900 SH Sole 3
GENZYME CORP COM 372917104 18802 381,462 SH SOLE 1
G & K SERVICES, INC. CLASS A 8,052
GA FINANCIAL INC 65,565
GABELLI ASSET MANAGEMENT, INC. 3,057
GABLES RESIDENTIAL TRUST 12,934
GALLAGHER, ARTHUR J & CO 687,316
GALYANS TRADING INC 3,127
GAMESTOP CORP 9,887
GANNETT CO., INC. 117,470
GAP INC 566,055
GAP, INC. 426,740
GARDNER DENVER, INC. 7,529
GARMIN LTD 7,330
GARTNER INC. CLASS A 220,577
GATEWAY, INC. 242,862
GATX CORP. 89,569
GAYLORD ENTERTAINMENT CO. 5,788
GB&T BANCSHARES INC 2,636
GCI, INC. 20,701
GEMSTAR-TV GUIDE INTERNATIONAL 3,304
GEN PROBE INC NEW 131,000
GENCORP, INC. 14,717
GENE LOGIC, INC. 14,573
GENENCOR INTERNATIONAL INC 4,013
GENENTECH INC 179,820
GENENTECH, INC. 3,910
GENERAL BINDING CORP 2,853
GENERAL CABLE CORP. 17,911
General Dynamics 25,000
GENERAL DYNAMICS CORP. 88,410
General Elec Co 55,000
GENERAL ELEC CO 1,633,707
GENERAL ELECTRIC CO. 7,309,405
GENERAL GROWTH PPTYS COM 41800
GENERAL GROWTH PROPE 3,554
GENERAL MILLS, INC. 221,820
GENERAL MOTORS CORP. 242,910
GENERAL MTRS CORP 250,239
GENESCO, INC. 10,203
GENESEE & WYO INC 5,715
GENESIS HEALTHCARE CORP 5,149
GENESIS MICROCHIP INC 14,635
GENESIS MICROCHIP INC COM 140900 26772
GEN-PROBE INC 22,412
GEN-PROBE INC NEW COM 311000 6000
GENTA INC 22,030
GENTEX CORP 179,000
GENTEX CORP. 116,372
GENTIVA HEALTH SERVICES 11,729
GENUINE PARTS CO 300,270
GENUINE PARTS CO. 78,386
GENUS INC 65,000
GENUS INC COM 398900
GENZYME CORP 381,462
GENZYME CORP COM 372917104 2960 60,000 SH DEFINED 2
GEORGIA GULF CORP. COM 373200203 378 13,072 SH SOLE 1
GEORGIA-PACIFIC CORP. COM 373298108 3836 125,071 SH SOLE 1
GERBER SCIENTIFIC, INC. COM 373730100 78 9,793 SH SOLE 1
GERMAN AMERICAN BANCORP COM 373865104 79 4,507 SH SOLE 1
GERON CORP COM 374163103 183 18,351 SH SOLE 1
GETTY IMAGES INC COM COM 374276103 20983 418568 SH Sole 3
GETTY IMAGES, INC. COM 374276103 32 646 SH SOLE 1
GETTY REALTY CORP. COM 374297109 220 8,410 SH SOLE 1
GEVITY HR INC COM 374393106 126 5,656 SH SOLE 1
GIBRALTAR STEEL CORP. COM 37476F103 112 4,438 SH SOLE 1
GILEAD SCIENCES INC COM 375558103 16273 279,900 SH DEFINED 2
GILEAD SCIENCES, INC. COM 375558103 17622 302,370 SH SOLE 1
GILLETTE CO. COM 375766102 21323 580,520 SH SOLE 1
GLACIER BANCORP, INC. COM 37637Q105 275 8,455 SH SOLE 1
GLADSTONE CAPITAL CORP COM 376535100 92 4,117 SH SOLE 1
GLATFELTER, P.H. CO. COM 377316104 942 75,653 SH SOLE 1
GLAXO PLC COM 37733W105 53 1,130 SH DEFINED 2
GLENBOROUGH REALITY TRUST, INC COM 37803P105 162 8,125 SH SOLE 1
GLIMCHER REALITY TRUST COM 379302102 2205 98,542 SH SOLE 1
GLOBAL IMAGING SYSTEMS COM COM 37934A100 24434 769584 SH Sole 3
GLOBAL IMAGING SYSTEMS, INC. COM 37934A100 221 6,948 SH SOLE 1
GLOBAL INDUSTRIES LT COM 379336100 171 33,388 SH SOLE 1
GLOBAL PAYMENTS INC. COM 37940X102 25 540 SH SOLE 1
GLOBAL POWER EQUIPME COM 37941P108 77 11,517 SH SOLE 1
GLOBESPAN VIRATA INC COM 37957V106 1892 323,435 SH SOLE 1
GOLD BANK CORP., INC. COM 379907108 232 16,532 SH SOLE 1
GOLDEN TELECOM INC COM 38122G107 1989 71,428 SH SOLE 1
GOLDEN WEST FINANCIAL CORP. COM 381317106 6802 65,920 SH SOLE 1
GOLDEN WEST FINL CORP DEL COM 381317106 2941 28,500 SH DEFINED 2
GOLDMAN SACHS GROUP INC COM 38141G104 62223 630,230 SH SOLE 1
GOLDMAN SACHS GROUP INC COM 38141G104 25033 253,550 SH DEFINED 2
GOODRICH CORP. COM 382388106 1574 53,019 SH SOLE 1
GOODYEAR TIRE & RUBBER CO. COM 382550101 1156 147,129 SH SOLE 1
GOODYS FAMILY CLOTHING COM 382588101 81 8,632 SH SOLE 1
GORMAN RUPP CO COM COM 383082104 94 3,543 SH SOLE 1
GPO TELEVISA SA ADR-REPR 20 COM 40049J206 2588 64,920 SH SOLE 1
GRACE, W.R. & CO. COM 38388F108 79 30,757 SH SOLE 1
GRACO INC COM 384109104 1648 41,100 SH DEFINED 2
GRACO, INC. COM 384109104 2659 66,320 SH SOLE 1
GRAFTECH INTERNATIONAL LTD COM 384313102 534 39,555 SH SOLE 1
GRANITE CONSTRUCTION, INC. COM 387328107 1749 74,460 SH SOLE 1
GRANT PRIDECO INC COM 38821G101 2273 174,562 SH SOLE 1
GRANT PRIDECO INC COM 38821G101 137 10,530 SH DEFINED 2
GRAY TELEVISION INC COM 389375106 283 18,718 SH SOLE 1
GRAY TELEVISION INC COM COM 389375106 3015 199400 SH Sole 3
GREAT AMERICAN FINANCIAL RES COM 389915109 51 3,139 SH SOLE 1
GREAT ATLANTIC & PACIFIC TEA COM 390064103 58 6,940 SH SOLE 1
GREAT LAKES CHEM CORP. COM 390568103 1061 39,033 SH SOLE 1
GREAT LAKES REIT, INC. COM 390752103 107 6,831 SH SOLE 1
GREAT PLAINS ENERGY INC COM 391164100 3172 99,682 SH SOLE 1
GREAT SOUTHERN BANCORP, INC. COM 390905107 123 2,659 SH SOLE 1
GREATER BAY BANCORP COM 391648102 2815 98,857 SH SOLE 1
GENZYME CORP 60,000
GEORGIA GULF CORP. 13,072
GEORGIA-PACIFIC CORP. 125,071
GERBER SCIENTIFIC, INC. 9,793
GERMAN AMERICAN BANCORP 4,507
GERON CORP 18,351
GETTY IMAGES INC COM 402500 16068
GETTY IMAGES, INC. 646
GETTY REALTY CORP. 8,410
GEVITY HR INC 5,656
GIBRALTAR STEEL CORP. 4,438
GILEAD SCIENCES INC 279,900
GILEAD SCIENCES, INC. 302,370
GILLETTE CO. 580,520
GLACIER BANCORP, INC. 8,455
GLADSTONE CAPITAL CORP 4,117
GLATFELTER, P.H. CO. 75,653
GLAXO PLC 1,130
GLENBOROUGH REALITY TRUST, INC 8,125
GLIMCHER REALITY TRUST 98,542
GLOBAL IMAGING SYSTEMS COM 740000 29584
GLOBAL IMAGING SYSTEMS, INC. 6,948
GLOBAL INDUSTRIES LT 33,388
GLOBAL PAYMENTS INC. 540
GLOBAL POWER EQUIPME 11,517
GLOBESPAN VIRATA INC 323,435
GOLD BANK CORP., INC. 16,532
GOLDEN TELECOM INC 71,428
GOLDEN WEST FINANCIAL CORP. 65,920
GOLDEN WEST FINL CORP DEL 28,500
GOLDMAN SACHS GROUP INC 630,230
GOLDMAN SACHS GROUP INC 253,550
GOODRICH CORP. 53,019
GOODYEAR TIRE & RUBBER CO. 147,129
GOODYS FAMILY CLOTHING 8,632
GORMAN RUPP CO COM 3,543
GPO TELEVISA SA ADR-REPR 20 64,920
GRACE, W.R. & CO. 30,757
GRACO INC 41,100
GRACO, INC. 66,320
GRAFTECH INTERNATIONAL LTD 39,555
GRANITE CONSTRUCTION, INC. 74,460
GRANT PRIDECO INC 174,562
GRANT PRIDECO INC 10,530
GRAY TELEVISION INC 18,718
GRAY TELEVISION INC COM 199400
GREAT AMERICAN FINANCIAL RES 3,139
GREAT ATLANTIC & PACIFIC TEA 6,940
GREAT LAKES CHEM CORP. 39,033
GREAT LAKES REIT, INC. 6,831
GREAT PLAINS ENERGY INC 99,682
GREAT SOUTHERN BANCORP, INC. 2,659
GREATER BAY BANCORP 98,857
GREATER COMMUNITY BANCORP COM 39167M108 41 2,424 SH SOLE 1
GREEN MOUNTAIN COFFEE ROASTE COM 393122106 38 1,663 SH SOLE 1
GREENBRIER COMPANIES INC COM 393657101 42 2,518 SH SOLE 1
GREENE COUNTY BANCSHARES INC COM 394361208 64 2,747 SH SOLE 1
GREENPOINT FINANCIAL CORP. COM 395384100 6763 191,485 SH SOLE 1
GREIF INC CL A COM 397624107 218 6,126 SH SOLE 1
GREY GLOBAL GROUP INC COM 39787M108 285 417 SH SOLE 1
GREY WOLF, INC. COM 397888108 298 79,725 SH SOLE 1
GRIFFON CORP. COM 398433102 234 11,540 SH SOLE 1
GROUP 1 AUTOMOTIVE, INC. COM 398905109 280 7,745 SH SOLE 1
GROUP 1 SOFTWARE INC COM 39943Y103 74 4,223 SH SOLE 1
GSI COMMERCE INC COM 36238G102 71 7,238 SH SOLE 1
GTC BIOTHERAPEUTICS INC COM 36238T104 37 12,345 SH SOLE 1
GTECH HLDGS CORP COM 400518106 1975 39,900 SH DEFINED 2
GTECH HOLDINGS CORP. COM 400518106 4199 84,836 SH SOLE 1
GUESS? INC COM 401617105 43 3,543 SH SOLE 1
GUIDANT CORP. COM 401698105 13913 231,120 SH SOLE 1
GUILFORD PHARMACEUTICALS INC COM 401829106 72 10,629 SH SOLE 1
GUITAR CENTER INC COM 402040109 7661 235158 SH Sole 3
GUITAR CENTER, INC. COM 402040109 207 6,330 SH SOLE 1
GULF ISLAND FABRICATION, INC. COM 402307102 56 3,300 SH SOLE 1
GULFMARK OFFSHORE, INC. COM 402629109 89 6,372 SH SOLE 1
Gulfterra Energy Partners COM 40274U108 1,487 35,000 SH DEFINED 4
GUNDLE/SLT ENVIRONMENTAL INC COM 402809107 52 2,527 SH SOLE 1
GYMBOREE CORP COM 403777105 2088 121,200 SH DEFINED 2
GYMBOREE CORP. COM 403777105 238 13,796 SH SOLE 1
H J HEINZ CO. COM 423074103 6591 180,928 SH SOLE 1
H.B. FULLER CO. COM 359694106 396 13,318 SH SOLE 1
HAEMONETICS CORP. COM 405024100 179 7,495 SH SOLE 1
HAIN CELESTIAL GROUP INC COM 405217100 245 10,563 SH SOLE 1
HALLIBURTON CO. COM 406216101 6873 264,360 SH SOLE 1
HALLIBURTON COMPANY COM 406216101 83 3,210 SH DEFINED 2
HAMPSHIRE GROUP LTD COM 408859106 25 806 SH SOLE 1
HANCOCK FABRICS, INC. COM 409900107 98 6,802 SH SOLE 1
HANCOCK HOLDING CO. COM 410120109 343 6,280 SH SOLE 1
HANDLEMAN CO. COM 410252100 230 11,188 SH SOLE 1
HANGER ORTHOPEDIC GROUP COM 41043F208 151 9,707 SH SOLE 1
HANMI FINL CORP COM 410495105 86 4,345 SH SOLE 1
HANOVER COMPRESSOR COMPANY COM 410768105 1437 128,919 SH SOLE 1
HARBOR FLORIDA BANCSHARES COM 411901101 292 9,831 SH SOLE 1
HARLAND, JOHN H. CO. COM 412693103 356 13,041 SH SOLE 1
HARLEY-DAVIDSON FUNDING COM 412822108 8018 168,691 SH SOLE 1
HARLEYSVILLE GROUP, INC. COM 412824104 284 14,279 SH SOLE 1
HARLEYSVILLE NATIONAL CORP. COM 412850109 338 11,243 SH SOLE 1
HARMAN INTL INDS INC NEW COM 413086109 2959 40,000 SH DEFINED 2
HARMAN INT'L INDUSTRIES, INC. COM 413086109 76 1,034 SH SOLE 1
HARMONIC INC. COM 413160102 238 32,767 SH SOLE 1
HARRAH'S ENTERTAINMENT, INC. COM 413619107 2492 50,071 SH SOLE 1
HARRAHS ENTMT INC COM 413619107 3882 78,000 SH DEFINED 2
HARRIS CORP. COM 413875105 3636 95,819 SH SOLE 1
HARRIS INTERACTIVE INC COM 414549105 165 19,926 SH SOLE 1
HARRIS INTERACTIVE INC COM COM 414549105 1272 153200 SH Sole 3
HARSCO CORP. COM 415864107 2581 58,906 SH SOLE 1
GREATER COMMUNITY BANCORP 2,424
GREEN MOUNTAIN COFFEE ROASTE 1,663
GREENBRIER COMPANIES INC 2,518
GREENE COUNTY BANCSHARES INC 2,747
GREENPOINT FINANCIAL CORP. 191,485
GREIF INC CL A 6,126
GREY GLOBAL GROUP INC 417
GREY WOLF, INC. 79,725
GRIFFON CORP. 11,540
GROUP 1 AUTOMOTIVE, INC. 7,745
GROUP 1 SOFTWARE INC 4,223
GSI COMMERCE INC 7,238
GTC BIOTHERAPEUTICS INC 12,345
GTECH HLDGS CORP 39,900
GTECH HOLDINGS CORP. 84,836
GUESS? INC 3,543
GUIDANT CORP. 231,120
GUILFORD PHARMACEUTICALS INC 10,629
GUITAR CENTER INC 223100 12058
GUITAR CENTER, INC. 6,330
GULF ISLAND FABRICATION, INC. 3,300
GULFMARK OFFSHORE, INC. 6,372
Gulfterra Energy Partners 35,000
GUNDLE/SLT ENVIRONMENTAL INC 2,527
GYMBOREE CORP 121,200
GYMBOREE CORP. 13,796
H J HEINZ CO. 180,928
H.B. FULLER CO. 13,318
HAEMONETICS CORP. 7,495
HAIN CELESTIAL GROUP INC 10,563
HALLIBURTON CO. 264,360
HALLIBURTON COMPANY 3,210
HAMPSHIRE GROUP LTD 806
HANCOCK FABRICS, INC. 6,802
HANCOCK HOLDING CO. 6,280
HANDLEMAN CO. 11,188
HANGER ORTHOPEDIC GROUP 9,707
HANMI FINL CORP 4,345
HANOVER COMPRESSOR COMPANY 128,919
HARBOR FLORIDA BANCSHARES 9,831
HARLAND, JOHN H. CO. 13,041
HARLEY-DAVIDSON FUNDING 168,691
HARLEYSVILLE GROUP, INC. 14,279
HARLEYSVILLE NATIONAL CORP. 11,243
HARMAN INTL INDS INC NEW 40,000
HARMAN INT'L INDUSTRIES, INC. 1,034
HARMONIC INC. 32,767
HARRAH'S ENTERTAINMENT, INC. 50,071
HARRAHS ENTMT INC 78,000
HARRIS CORP. 95,819
HARRIS INTERACTIVE INC 19,926
HARRIS INTERACTIVE INC COM 153200
HARSCO CORP. 58,906
HARTE-HANKS COMMUNICATIONS COM 416196103 2728 125,427 SH SOLE 1
HARTFORD FINANCIAL SVCS GROUP COM 416515104 76968 1,303,883 SH SOLE 1
HARVEST NATURAL RESOUR COM 41754V103 164 16,525 SH SOLE 1
HASBRO, INC. COM 418056107 1661 78,051 SH SOLE 1
HAVERTY FURNITURE COMPANIES COM 419596101 147 7,419 SH SOLE 1
HAWAIIAN ELECTRIC INDUSTRIES, COM 419870100 3220 67,974 SH SOLE 1
HAWTHORNE FINL CORP COM 420542102 151 5,409 SH SOLE 1
HCA INC. COM 404119109 9231 214,870 SH SOLE 1
HCC INSURANCE HOLDINGS, INC. COM 404132102 2928 92,088 SH SOLE 1
HEADWATERS INC COM 42210P102 238 12,212 SH SOLE 1
HEALTH CARE PPTY INVS COM COM 421915109 2015 39666 SH Sole 3
HEALTH CARE PPTYS INVEST INC COM 421915109 53 1,053 SH SOLE 1
Health Care Prop Investors COM 421915109 2,286 45,000 SH DEFINED 4
HEALTH CARE REIT INC COM COM 42217K106 270 7500 SH Sole 3
HEALTH CARE REIT, INC. COM 42217K106 3269 90,805 SH SOLE 1
HEALTH MANAGEMENT ASSOC. COM 421933102 2611 108,790 SH SOLE 1
HEALTH NET INC. CLASS A COM 42222G108 5344 163,413 SH SOLE 1
Healthcare Realty Trust COM 421946104 2,324 65,000 SH DEFINED 4
HEALTHCARE REALTY TRUST, INC. COM 421946104 27 742 SH SOLE 1
HEALTHCARE SVCS GRP IN COM 421906108 87 4,535 SH SOLE 1
HEALTHEXTRAS INC COM 422211102 339 25,288 SH SOLE 1
HEARST-ARGYLE TELEVI COM 422317107 16 579 SH SOLE 1
HEARTLAND EXPRESS INC COM 422347104 4167 172,250 SH DEFINED 2
HEARTLAND EXPRESS, INC. COM 422347104 343 14,196 SH SOLE 1
HEARTLAND FINANCIAL USA INC COM 42234Q102 81 4,380 SH SOLE 1
HECLA MNG CO COM 422704106 428 51,644 SH SOLE 1
HEICO CORP. COM 422806109 112 6,154 SH SOLE 1
HEIDRICK & STRUGGLES INT'L COM 422819102 167 7,642 SH SOLE 1
HELEN OF TROY CORP LTD COM COM G4388N106 41399 1788288 SH Sole 3
HELIX TECHNOLOGY CORP. COM 423319102 255 12,377 SH SOLE 1
HELMERICH & PAYNE, INC. COM 423452101 3408 122,002 SH SOLE 1
HENRY JACK & ASSOCIATES COM 426281101 2635 128,046 SH SOLE 1
HENRY SCHEIN INC COM 806407102 4442 65,724 SH SOLE 1
HERCULES, INC. COM 427056106 1215 99,581 SH SOLE 1
HERITAGE COMMERCE CORP COM 426927109 65 5,271 SH SOLE 1
HERITAGE FINANCIAL CORP COM 42722X106 54 2,530 SH SOLE 1
HERITAGE PPTY INVT TR COM COM 42725M107 1909 67100 SH Sole 3
HERITAGE PROPERTY INVESTMENT COM 42725M107 6879 241,805 SH SOLE 1
HERLEY INDS INC DEL COM 427398102 105 5,089 SH SOLE 1
HERMAN MILLER, INC. COM 600544100 9124 376,238 SH SOLE 1
HERSHEY FOODS CORP. COM 427866108 4468 58,035 SH SOLE 1
HEWITT ASSOCIATES INC-CL A COM 42822Q100 10 351 SH SOLE 1
HEWLETT PACKARD CO COM 428236103 16950 737,898 SH DEFINED 2
HEWLETT PACKARD CO. COM 428236103 49942 2,174,206 SH SOLE 1
HEXCEL CORP. COM 428291108 77 10,414 SH SOLE 1
HIBBETT SPORTING GOODS, INC. COM 428565105 153 5,125 SH SOLE 1
HIBERNIA CORP COM 428656102 6456 274,600 SH DEFINED 2
HIBERNIA CORP. CLASS A COM 428656102 5250 223,303 SH SOLE 1
HICKORY TECH CORP COM 429060106 70 6,063 SH SOLE 1
HIGHWOODS PPTYS INC COM COM 431284108 1006 39600 SH Sole 3
HIGHWOODS PROPERTIES, INC. COM 431284108 2558 100,697 SH SOLE 1
HILB, ROGAL & HAMILTON CO. COM 431294107 476 14,834 SH SOLE 1
HILLENBRAND INDUSTRIES, INC. COM 431573104 5506 88,723 SH SOLE 1
HARTE-HANKS COMMUNICATIONS 125,427
HARTFORD FINANCIAL SVCS GROUP 1,303,883
HARVEST NATURAL RESOUR 16,525
HASBRO, INC. 78,051
HAVERTY FURNITURE COMPANIES 7,419
HAWAIIAN ELECTRIC INDUSTRIES, 67,974
HAWTHORNE FINL CORP 5,409
HCA INC. 214,870
HCC INSURANCE HOLDINGS, INC. 92,088
HEADWATERS INC 12,212
HEALTH CARE PPTY INVS COM 39666
HEALTH CARE PPTYS INVEST INC 1,053
Health Care Prop Investors 45,000
HEALTH CARE REIT INC COM 7500
HEALTH CARE REIT, INC. 90,805
HEALTH MANAGEMENT ASSOC. 108,790
HEALTH NET INC. CLASS A 163,413
Healthcare Realty Trust 65,000
HEALTHCARE REALTY TRUST, INC. 742
HEALTHCARE SVCS GRP IN 4,535
HEALTHEXTRAS INC 25,288
HEARST-ARGYLE TELEVI 579
HEARTLAND EXPRESS INC 172,250
HEARTLAND EXPRESS, INC. 14,196
HEARTLAND FINANCIAL USA INC 4,380
HECLA MNG CO 51,644
HEICO CORP. 6,154
HEIDRICK & STRUGGLES INT'L 7,642
HELEN OF TROY CORP LTD COM 1750800 37488
HELIX TECHNOLOGY CORP. 12,377
HELMERICH & PAYNE, INC. 122,002
HENRY JACK & ASSOCIATES 128,046
HENRY SCHEIN INC 65,724
HERCULES, INC. 99,581
HERITAGE COMMERCE CORP 5,271
HERITAGE FINANCIAL CORP 2,530
HERITAGE PPTY INVT TR COM 67100
HERITAGE PROPERTY INVESTMENT 241,805
HERLEY INDS INC DEL 5,089
HERMAN MILLER, INC. 376,238
HERSHEY FOODS CORP. 58,035
HEWITT ASSOCIATES INC-CL A 351
HEWLETT PACKARD CO 737,898
HEWLETT PACKARD CO. 2,174,206
HEXCEL CORP. 10,414
HIBBETT SPORTING GOODS, INC. 5,125
HIBERNIA CORP 274,600
HIBERNIA CORP. CLASS A 223,303
HICKORY TECH CORP 6,063
HIGHWOODS PPTYS INC COM 39600
HIGHWOODS PROPERTIES, INC. 100,697
HILB, ROGAL & HAMILTON CO. 14,834
HILLENBRAND INDUSTRIES, INC. 88,723
HILTON HOTELS CORP COM 432848109 2924 170,694 SH SOLE 1
HI-TECH PHARMACAL CO INC COM 42840B101 54 2,313 SH SOLE 1
HOLLINGER INTERNATIONAL, INC. COM 435569108 310 19,859 SH SOLE 1
HOLLIS-EDEN PHARMACEUTICALS COM 435902101 51 4,596 SH SOLE 1
HOLLY CORP. COM 435758305 127 4,631 SH SOLE 1
HOLLYWOOD ENTERTAINMENT CORP. COM 436141105 346 25,130 SH SOLE 1
HOLLYWOOD PARK, INC. COM 723456109 94 10,088 SH SOLE 1
HOLOGIC INC COM 436440101 159 9,239 SH SOLE 1
HOME DEPOT INC COM 437076102 14317 403,420 SH DEFINED 2
HOME DEPOT, INC. COM 437076102 36915 1,040,140 SH SOLE 1
HOME PPTYS N Y INC COM COM 437306103 634 15700 SH Sole 3
HOME PROPERTIES INC. COM 437306103 584 14,471 SH SOLE 1
HOMESTORE.COM COM 437852106 193 40,795 SH SOLE 1
HON INDS INC COM 438092108 1780 41,100 SH DEFINED 2
HON INDUSTRIES INC. COM 438092108 3634 83,893 SH SOLE 1
HONEYWELL INTERNATIONAL INC. COM 438516106 12536 375,000 SH SOLE 1
HONEYWELL INTL INC COM 438516106 16615 497,000 SH DEFINED 2
HOOKER FURNITURE CORP COM 439038100 58 1,426 SH SOLE 1
HOOPER HOLMES, INC. COM 439104100 165 26,625 SH SOLE 1
HORACE MANN EDUCATORS CORP. COM 440327104 1106 79,155 SH SOLE 1
HORIZON FINANCIAL CORP COM 44041F105 90 5,142 SH SOLE 1
HORIZON OFFSHORE, INC. COM 44043J105 55 12,396 SH SOLE 1
HORIZON ORGANIC HOLDIN COM 44043T103 1046 43,668 SH SOLE 1
HORMEL FOODS CORP. COM 440452100 5115 198,188 SH SOLE 1
HOSPITALITY PPTYS TR COM SH BE COM 44106M102 1358 32900 SH Sole 3
HOSPITALITY PROPERTIES TRUST COM 44106M102 3715 89,991 SH SOLE 1
HOST MARRIOTT CORP COM COM 44107p104 1809 146800 SH Sole 3
HOT TOPIC INC COM 441339108 654 22,210 SH SOLE 1
HOUSTON EXPLORATION COMPAN COM 442120101 234 6,394 SH SOLE 1
HOVNANIAN ENTER, INC. COM PAR $0.01 COM 442487203 3742 42,980 SH SOLE 1
HRPT PROPERTIES TRUST COM 40426W101 23 2,252 SH SOLE 1
HS RESOURCES, INC. COM 492386107 2297 49,414 SH SOLE 1
HUBBELL INC. CLASS B COM 443510201 3786 85,851 SH SOLE 1
HUDSON CITY BANCORP COM 443683107 49 1,289 SH SOLE 1
HUDSON HIGHLAND GROUP INC COM 443792106 82 3,476 SH SOLE 1
HUDSON RIVER BANKCORP. COM 444128102 280 7,186 SH SOLE 1
HUGHES SUPPLY, INC. COM 444482103 548 11,048 SH SOLE 1
HUMAN GENOME SCIENCES, INC. COM 444903108 31 2,321 SH SOLE 1
HUMANA, INC. COM 444859102 1660 72,633 SH SOLE 1
HUMBOLDT BANCORP COM 445069107 104 5,954 SH SOLE 1
HUNGARIAN TELEPHONE & CABLE COM 445542103 15 1,565 SH SOLE 1
HUNT J B TRANS SVCS INC COM 445658107 3371 124,800 SH DEFINED 2
HUNT JB TRANS SVC INC COM COM 445658107 11522 426596 SH Sole 3
HUNTINGTON BANCSHARES, INC. COM 446150104 2318 103,009 SH SOLE 1
HUSDON UNITED BANCORP COM 444165104 30 801 SH SOLE 1
HUTCHINSON TECHNOLOGY, INC. COM 448407106 333 10,813 SH SOLE 1
HYDRIL COM 448774109 155 6,470 SH SOLE 1
HYPERCOM CORP COM 44913M105 58 12,183 SH SOLE 1
HYPERION SOLUTIONS CORP COM 44914M104 573 19,005 SH SOLE 1
IBERIABANK CORP COM 450828108 186 3,145 SH SOLE 1
IBT BANCORP INC/IRWIN PA COM 44923F108 72 1,222 SH SOLE 1
Icon Plc - Sponsored ADR 45103T107 3209 73,600 SH SOLE 1
ICOS CORP COM COM 449295104 9152 221700 SH Sole 3
HILTON HOTELS CORP 170,694
HI-TECH PHARMACAL CO INC 2,313
HOLLINGER INTERNATIONAL, INC. 19,859
HOLLIS-EDEN PHARMACEUTICALS 4,596
HOLLY CORP. 4,631
HOLLYWOOD ENTERTAINMENT CORP. 25,130
HOLLYWOOD PARK, INC. 10,088
HOLOGIC INC 9,239
HOME DEPOT INC 403,420
HOME DEPOT, INC. 1,040,140
HOME PPTYS N Y INC COM 15700
HOME PROPERTIES INC. 14,471
HOMESTORE.COM 40,795
HON INDS INC 41,100
HON INDUSTRIES INC. 83,893
HONEYWELL INTERNATIONAL INC. 375,000
HONEYWELL INTL INC 497,000
HOOKER FURNITURE CORP 1,426
HOOPER HOLMES, INC. 26,625
HORACE MANN EDUCATORS CORP. 79,155
HORIZON FINANCIAL CORP 5,142
HORIZON OFFSHORE, INC. 12,396
HORIZON ORGANIC HOLDIN 43,668
HORMEL FOODS CORP. 198,188
HOSPITALITY PPTYS TR COM SH BE 32900
HOSPITALITY PROPERTIES TRUST 89,991
HOST MARRIOTT CORP COM 146800
HOT TOPIC INC 22,210
HOUSTON EXPLORATION COMPAN 6,394
HOVNANIAN ENTER, INC. COM PAR $0.01 42,980
HRPT PROPERTIES TRUST 2,252
HS RESOURCES, INC. 49,414
HUBBELL INC. CLASS B 85,851
HUDSON CITY BANCORP 1,289
HUDSON HIGHLAND GROUP INC 3,476
HUDSON RIVER BANKCORP. 7,186
HUGHES SUPPLY, INC. 11,048
HUMAN GENOME SCIENCES, INC. 2,321
HUMANA, INC. 72,633
HUMBOLDT BANCORP 5,954
HUNGARIAN TELEPHONE & CABLE 1,565
HUNT J B TRANS SVCS INC 124,800
HUNT JB TRANS SVC INC COM 394000 32596
HUNTINGTON BANCSHARES, INC. 103,009
HUSDON UNITED BANCORP 801
HUTCHINSON TECHNOLOGY, INC. 10,813
HYDRIL 6,470
HYPERCOM CORP 12,183
HYPERION SOLUTIONS CORP 19,005
IBERIABANK CORP 3,145
IBT BANCORP INC/IRWIN PA 1,222
Icon Plc - Sponsored ADR 73,600
ICOS CORP COM 217300 4400
ICOS CORPORATION COM 449295104 41 989 SH SOLE 1
ICT GROUP INC COM 44929Y101 30 2,577 SH SOLE 1
ICU MEDICAL, INC. COM 44930G107 170 4,950 SH SOLE 1
IDACORP, INC. COM 451107106 2164 72,323 SH SOLE 1
IDENTIX INC COM 451906101 179 40,114 SH SOLE 1
IDEX CORP. COM 45167R104 538 12,946 SH SOLE 1
IDEXX LABORATORIES, INC. COM 45168D104 29 633 SH SOLE 1
IDINE REWARDS NETWORK COM 761557107 121 11,341 SH SOLE 1
IDT CORP. COM 448947101 22 977 SH SOLE 1
IDX SYSTEMS CORP. COM 449491109 217 8,094 SH SOLE 1
IGATE CORP COM 45169U105 75 9,512 SH SOLE 1
IGEN INTERNATIONAL, INC. COM 449536101 499 8,470 SH SOLE 1
IHOP CORP. COM 449623107 357 9,286 SH SOLE 1
IKON OFFICE SOLUTIONS INC. COM 451713101 30 2,532 SH SOLE 1
ILEX ONCOLOGY INC COM 451923106 385 18,116 SH SOLE 1
ILEX ONCOLOGY INC COM 451923106 2125 100,000 SH DEFINED 2
Illinois Tool Works COM 452308109 1,678 20,000 SH DEFINED 4
ILLINOIS TOOL WORKS, INC. COM 452308109 13459 160,400 SH SOLE 1
IMAGISTICS INTL INC COM 45247T104 272 7,262 SH SOLE 1
IMATION CORP. COM 45245A107 1808 51,445 SH SOLE 1
IMC GLOBAL, INC. COM 449669100 2132 214,706 SH SOLE 1
IMCLONE SYSTEMS COM 45245W109 41 1,034 SH SOLE 1
IMMUCOR INC COM 452526106 183 8,980 SH SOLE 1
IMMUNOGEN INC COM 45253H101 96 19,043 SH SOLE 1
IMMUNOMEDICS, INC. COM 452907108 89 19,567 SH SOLE 1
IMPAC MEDICAL SYSTEMS INC COM 45255A104 74 2,889 SH SOLE 1
IMPAC MORTGAGE HOLDINGS INC COM 45254P102 456 25,057 SH SOLE 1
IMPAX LABORATORIES INC COM 45256B101 206 14,316 SH SOLE 1
IMPCO TECHNOLOGIES INC COM COM 45255W106 2186 250700 SH Sole 3
IMPERIAL SUGAR CO COM 453096208 479 33,885 SH SOLE 1
IMS HEALTH, INC. COM 449934108 2699 108,568 SH SOLE 1
INAMED CORP COM 453235103 604 12,571 SH SOLE 1
INCYTE CORP COM 45337C102 233 34,026 SH SOLE 1
INDEPENDENCE COMMUNITY BANK COM 453414104 2815 78,247 SH SOLE 1
INDEPENDENCE HLDG CO N COM 453440307 37 1,530 SH SOLE 1
INDEPENDENT BANK CORP.-MASSACHUSETTS COM 453836108 156 5,522 SH SOLE 1
INDEPENDENT BANK CORP.-MICHIGAN COM 453838104 263 9,288 SH SOLE 1
INDEVUS PHARMACEUTICALS INC COM 454072109 104 17,614 SH SOLE 1
INDYMAC BANCORP, INC. COM 456607100 2383 79,987 SH SOLE 1
INET TECHNOLOGY COM 45662V105 73 6,102 SH SOLE 1
INFINITY PROPERTY & CASUALTY COM 45665Q103 192 5,805 SH SOLE 1
INFOCUS CORPORATION COM 45665B106 169 17,473 SH SOLE 1
INFONET SERVICES COR COM 45666T106 54 32,022 SH SOLE 1
INFORMATICA CORP COM 45666Q102 312 30,290 SH SOLE 1
INFORMATION HOLDINGS INC. COM 456727106 131 5,933 SH SOLE 1
INFOSPACE INC. COM 45678T201 277 12,010 SH SOLE 1
INFOUSA INC. CLASS B COM 456818301 103 13,865 SH SOLE 1
INGERSOLL RAND COMPANY LIM COM G4776G101 6985 102,900 SH DEFINED 2
INGERSOLL-RAND CO CL A COM G4776G101 5260 77,490 SH SOLE 1
INGERSOLL-RAND COMPANY CL A COM G4776G101 6842 100800 SH Sole 3
INGLES MARKETS, INC., CLASS A COM 457030104 41 4,007 SH SOLE 1
INGRAM MICRO INC. CLASS A COM 457153104 29 1,850 SH SOLE 1
INNKEEPERS USA TRUST COM 4576J0104 105 12,595 SH SOLE 1
ICOS CORPORATION 989
ICT GROUP INC 2,577
ICU MEDICAL, INC. 4,950
IDACORP, INC. 72,323
IDENTIX INC 40,114
IDEX CORP. 12,946
IDEXX LABORATORIES, INC. 633
IDINE REWARDS NETWORK 11,341
IDT CORP. 977
IDX SYSTEMS CORP. 8,094
IGATE CORP 9,512
IGEN INTERNATIONAL, INC. 8,470
IHOP CORP. 9,286
IKON OFFICE SOLUTIONS INC. 2,532
ILEX ONCOLOGY INC 18,116
ILEX ONCOLOGY INC 100,000
Illinois Tool Works 20,000
ILLINOIS TOOL WORKS, INC. 160,400
IMAGISTICS INTL INC 7,262
IMATION CORP. 51,445
IMC GLOBAL, INC. 214,706
IMCLONE SYSTEMS 1,034
IMMUCOR INC 8,980
IMMUNOGEN INC 19,043
IMMUNOMEDICS, INC. 19,567
IMPAC MEDICAL SYSTEMS INC 2,889
IMPAC MORTGAGE HOLDINGS INC 25,057
IMPAX LABORATORIES INC 14,316
IMPCO TECHNOLOGIES INC COM 250700
IMPERIAL SUGAR CO 33,885
IMS HEALTH, INC. 108,568
INAMED CORP 12,571
INCYTE CORP 34,026
INDEPENDENCE COMMUNITY BANK 78,247
INDEPENDENCE HLDG CO N 1,530
INDEPENDENT BANK CORP.-MASSACHUSETTS 5,522
INDEPENDENT BANK CORP.-MICHIGAN 9,288
INDEVUS PHARMACEUTICALS INC 17,614
INDYMAC BANCORP, INC. 79,987
INET TECHNOLOGY 6,102
INFINITY PROPERTY & CASUALTY 5,805
INFOCUS CORPORATION 17,473
INFONET SERVICES COR 32,022
INFORMATICA CORP 30,290
INFORMATION HOLDINGS INC. 5,933
INFOSPACE INC. 12,010
INFOUSA INC. CLASS B 13,865
INGERSOLL RAND COMPANY LIM 102,900
INGERSOLL-RAND CO CL A 77,490
INGERSOLL-RAND COMPANY CL A 96100 4700
INGLES MARKETS, INC., CLASS A 4,007
INGRAM MICRO INC. CLASS A 1,850
INNKEEPERS USA TRUST 12,595
INNOVEX INC/MN COM 457647105 72 8,523 SH SOLE 1
INPUT/OUTPUT, INC. COM 457652105 93 20,730 SH SOLE 1
INSIGHT COMMUNICATIO COM 45768V108 216 20,843 SH SOLE 1
INSIGHT ENTERPRISES COM COM 45765U103 19335 1028448 SH Sole 3
INSIGHT ENTERPRISES, INC. COM 45765U103 410 21,793 SH SOLE 1
INSITUFORM TECHNOLOGIES, INC. CLASS A COM 457667103 174 10,568 SH SOLE 1
INSPIRE PHARMACEUTICALS INC COM 457733103 186 13,154 SH SOLE 1
INSTINET GROUP INCORPORATED COM 457750107 10 1,966 SH SOLE 1
INSURANCE AUTO AUCTIONS INC COM COM 457875102 53 4,097 SH SOLE 1
INSWEB CORP COM 45809K202 42 9,194 SH SOLE 1
INTEGRA BANK CORP. COM 45814P105 161 7,300 SH SOLE 1
INTEGRA LIFESCIENCES CORP COM 457985208 5279 184,400 SH DEFINED 2
INTEGRA LIFESCIENCES HOLDINGS COM 457985208 239 8,353 SH SOLE 1
INTEGRAL SYSTEMS INC/MD COM 45810H107 97 4,559 SH SOLE 1
INTEGRATED CIRCUIT SYSTEMS COM 45811K208 3095 108,596 SH SOLE 1
INTEGRATED DEVICE TECHNOLOGY, COM 458118106 2590 150,821 SH SOLE 1
INTEGRATED ELECTRICAL SERVICES COM 45811E103 140 15,132 SH SOLE 1
INTEGRATED SILICON SOLUTION COM 45812P107 204 13,033 SH SOLE 1
INTEL CORP COM 458140100 38068 1,182,262 SH DEFINED 2
INTEL CORP. COM 458140100 156032 4,868,380 SH SOLE 1
INTELIDATA TECHNOLOGIES CORP. COM 45814T107 36 22,977 SH SOLE 1
INTER PARFUMS INC COM 458334109 36 1,597 SH SOLE 1
INTER VOICE INC COM 461142101 593 50000 SH Sole 3
INTERACTIVE DATA CORP COM 45840J107 11 641 SH SOLE 1
INTERACTIVECORP COM 45840Q101 1832 53,982 SH SOLE 1
INTERCEPT INC COM 45845L107 95 8,396 SH SOLE 1
INTERCHANGE FINL SVCS COM 458447109 133 5,239 SH SOLE 1
INTERDIGITAL COMMUNICATION COM 45866A105 23 1,121 SH SOLE 1
INTERFACE, INC. CLASS A COM 458665106 113 20,416 SH SOLE 1
INTERGRAPH CORP COM 458683109 311 13,000 SH DEFINED 2
INTERGRAPH CORP. COM 458683109 520 21,741 SH SOLE 1
INTERLAND INC COM 458727203 42 6,362 SH SOLE 1
INTERMAGNETICS GENERAL CORP. COM 458771102 171 7,721 SH SOLE 1
INTERMUNE INC. COM 45884X103 275 11,856 SH SOLE 1
INTERNATIONAL BANCSHARES CORP. COM 459044103 20 416 SH SOLE 1
INTERNATIONAL BUSINESS MAC COM 459200101 23320 251,620 SH DEFINED 2
INTERNATIONAL GAME TECHN COM 459902102 7964 223076 SH Sole 3
INTERNATIONAL GAME TECHNOL COM 459902102 2038 57,100 SH DEFINED 2
INTERNATIONAL GAME TECHNOLOGY COM 459902102 5590 156,575 SH SOLE 1
INTERNATIONAL MULTIFOODS CORP. COM 460043102 148 8,241 SH SOLE 1
INTERNATIONAL PAPER CO. COM 460146103 35960 834,150 SH SOLE 1
International Rectifier COM 460254105 1,976 40,000 SH DEFINED 4
INTERNATIONAL RECTIFIER CORP. COM 460254105 4581 92,711 SH SOLE 1
INTERNATIONAL SPEEDWAY COR COM 460335201 7489 167,700 SH DEFINED 2
INTERNATIONAL SPEEDWAY CORP. COM 460335201 3386 76,188 SH SOLE 1
INTERNET SECURITY SY COM 46060X107 1659 88,129 SH SOLE 1
INTERPOOL, INC. COM 46062R108 46 3,158 SH SOLE 1
INTERPORE INTERNATIONAL COM 46062W107 106 8,163 SH SOLE 1
INTERPUBLIC GROUP CORP COM 460690100 2906 186,308 SH SOLE 1
INTERSIL CORP COM 46069S109 6630 266,800 SH DEFINED 2
INTERSIL CORP -CL A COM 46069S109 5225 210,279 SH SOLE 1
INTERSILL CORP COM 46069S109 6254 251656 SH Sole 3
INTERSTATE BAKERIES CORP. COM 46072H108 1206 84,725 SH SOLE 1
INNOVEX INC/MN 8,523
INPUT/OUTPUT, INC. 20,730
INSIGHT COMMUNICATIO 20,843
INSIGHT ENTERPRISES COM 983900 44548
INSIGHT ENTERPRISES, INC. 21,793
INSITUFORM TECHNOLOGIES, INC. CLASS A 10,568
INSPIRE PHARMACEUTICALS INC 13,154
INSTINET GROUP INCORPORATED 1,966
INSURANCE AUTO AUCTIONS INC COM 4,097
INSWEB CORP 9,194
INTEGRA BANK CORP. 7,300
INTEGRA LIFESCIENCES CORP 184,400
INTEGRA LIFESCIENCES HOLDINGS 8,353
INTEGRAL SYSTEMS INC/MD 4,559
INTEGRATED CIRCUIT SYSTEMS 108,596
INTEGRATED DEVICE TECHNOLOGY, 150,821
INTEGRATED ELECTRICAL SERVICES 15,132
INTEGRATED SILICON SOLUTION 13,033
INTEL CORP 1,182,262
INTEL CORP. 4,868,380
INTELIDATA TECHNOLOGIES CORP. 22,977
INTER PARFUMS INC 1,597
INTER VOICE INC 50000
INTERACTIVE DATA CORP 641
INTERACTIVECORP 53,982
INTERCEPT INC 8,396
INTERCHANGE FINL SVCS 5,239
INTERDIGITAL COMMUNICATION 1,121
INTERFACE, INC. CLASS A 20,416
INTERGRAPH CORP 13,000
INTERGRAPH CORP. 21,741
INTERLAND INC 6,362
INTERMAGNETICS GENERAL CORP. 7,721
INTERMUNE INC. 11,856
INTERNATIONAL BANCSHARES CORP. 416
INTERNATIONAL BUSINESS MAC 251,620
INTERNATIONAL GAME TECHN 205000 18076
INTERNATIONAL GAME TECHNOL 57,100
INTERNATIONAL GAME TECHNOLOGY 156,575
INTERNATIONAL MULTIFOODS CORP. 8,241
INTERNATIONAL PAPER CO. 834,150
International Rectifier 40,000
INTERNATIONAL RECTIFIER CORP. 92,711
INTERNATIONAL SPEEDWAY COR 167,700
INTERNATIONAL SPEEDWAY CORP. 76,188
INTERNET SECURITY SY 88,129
INTERPOOL, INC. 3,158
INTERPORE INTERNATIONAL 8,163
INTERPUBLIC GROUP CORP 186,308
INTERSIL CORP 266,800
INTERSIL CORP -CL A 210,279
INTERSILL CORP 231500 20156
INTERSTATE BAKERIES CORP. 84,725
INTERTAN INC. COM 461120107 98 9,640 SH SOLE 1
INTER-TEL, INC. COM 458372109 218 8,726 SH SOLE 1
INTERVOICE-BRITE INC. COM 461142101 190 16,007 SH SOLE 1
INTERWOVEN INC COM 46114T508 156 12,073 SH SOLE 1
INTL BUSINESS MACHINES CORP COM 459200101 126011 1,359,635 SH SOLE 1
INT'L. FLAVORS & FRAGRANCES, COM 459506101 4151 118,873 SH SOLE 1
INTRADO INC COM 46117A100 149 6,776 SH SOLE 1
INTROGEN THERAPEUTICS INC COM 46119F107 423 50,000 SH DEFINED 2
Intuit COM 461202103 1,057 20,000 SH DEFINED 4
INTUIT, INC. COM 461202103 5769 109,136 SH SOLE 1
INTUITIVE SURGICAL INC COM 46120E602 225 13,141 SH SOLE 1
INVACARE CORP. COM 461203101 497 12,310 SH SOLE 1
INVERESK RESEARCH GROUP INC COM 461238107 346 14,011 SH SOLE 1
INVERESK RESH GROUP COM COM 461238107 19151 774400 SH Sole 3
INVERNESS MEDICAL INNOVATION COM 46126P106 126 5,774 SH SOLE 1
INVESTMENT TECHNOLOGY GROUP COM 46145F105 1433 88,717 SH SOLE 1
INVESTORS FINANCIAL SERVICES COM 461915100 3615 94,110 SH SOLE 1
INVESTORS REAL ESTATE TRUST COM 461730103 167 16,840 SH SOLE 1
INVISION TECHNOLOGIES COM 461851107 273 8,132 SH SOLE 1
INVITROGEN CORP COM 46185R100 307 4,393 SH SOLE 1
INVITROGEN CORP COM 46185R100 1400 20,000 SH DEFINED 2
INVITROGEN CORP COM COM 46185r100 8477 121094 SH Sole 3
IOMEGA CORP COM 462030305 144 24,084 SH SOLE 1
IONICS, INC. COM 462218108 262 8,238 SH SOLE 1
IPAYMENT INC COM 46262E105 87 2,578 SH SOLE 1
IPAYMENT INC COM COM 46262E105 2040 60000 SH Sole 3
IPC HOLDINGS LTD COM G4933P101 455986 11,722,000 SH SOLE 1
IRON MOUNTAIN INC. COM 462846106 52 1,305 SH SOLE 1
IRSA - SP GDR COM 450047204 1310 131,038 SH SOLE 1
IRWIN FINANCIAL CORP. COM 464119106 230 7,312 SH SOLE 1
ISHARES LEHMAN 7-10 YR TREASURY BOND COM 464287440 610 7,200 SH SOLE 1
ISHARES MSCI EAFE INDEX FUND COM 464287465 2120 15,500 SH SOLE 1
iSHARES MSCI JAPAN INDEX FD COM 464286848 1614 168,430 SH SOLE 1
iSHARES RUSSELL 2000 COM 464287655 2349 21,200 SH SOLE 1
ISHARES RUSSELL MIDCAP GRWTH COM 464287481 825 11,200 SH SOLE 1
ISHARES RUSSELL MIDCAP VALUE COM 464287473 709 7,600 SH SOLE 1
ISHARES S&P 500/BARRA GROWTH COM 464287309 1290 23,200 SH SOLE 1
ISHARES S&P 500/BARRA VALUE COM 464287408 1555 28,100 SH SOLE 1
ISIS PHARMACEUTICALS, INC. COM 464330109 135 20,843 SH SOLE 1
ISLE OF CAPRI CASINOS COM 464592104 152 7,073 SH SOLE 1
ISTAR FINANCIAL INC COM 45031U101 2141 55,042 SH SOLE 1
I-STAT CORP. COM 450312103 111 7,229 SH SOLE 1
ITLA CAP CORP COM 450565106 113 2,246 SH SOLE 1
ITRON, INC. COM 465741106 175 9,556 SH SOLE 1
ITT EDUCATIONAL SERVICES, INC. COM 45068B109 40 852 SH SOLE 1
ITT EDUCATIONAL SVCS COM COM 45068B109 24173 514650 SH Sole 3
ITT INDUSTRIAL INC COM 450911102 3111 41,916 SH SOLE 1
ITT Industries COM 450911102 1,796 24,200 SH DEFINED 4
IVANHOE MINES LTD COM 46579N103 5519 692,500 SH OTHER 1
IVAX CORP. COM 465823102 6733 281,951 SH SOLE 1
IXIA COM 45071R109 126 10,777 SH SOLE 1
IXYS CORP. COM 46600W106 76 8,092 SH SOLE 1
J & J SNACK FOODS CORP COM 466032109 109 2,888 SH SOLE 1
INTERTAN INC. 9,640
INTER-TEL, INC. 8,726
INTERVOICE-BRITE INC. 16,007
INTERWOVEN INC 12,073
INTL BUSINESS MACHINES CORP 1,359,635
INT'L. FLAVORS & FRAGRANCES, 118,873
INTRADO INC 6,776
INTROGEN THERAPEUTICS INC 50,000
Intuit 20,000
INTUIT, INC. 109,136
INTUITIVE SURGICAL INC 13,141
INVACARE CORP. 12,310
INVERESK RESEARCH GROUP INC 14,011
INVERESK RESH GROUP COM 759800 14600
INVERNESS MEDICAL INNOVATION 5,774
INVESTMENT TECHNOLOGY GROUP 88,717
INVESTORS FINANCIAL SERVICES 94,110
INVESTORS REAL ESTATE TRUST 16,840
INVISION TECHNOLOGIES 8,132
INVITROGEN CORP 4,393
INVITROGEN CORP 20,000
INVITROGEN CORP COM 110400 10694
IOMEGA CORP 24,084
IONICS, INC. 8,238
IPAYMENT INC 2,578
IPAYMENT INC COM 60000
IPC HOLDINGS LTD 11,722,000
IRON MOUNTAIN INC. 1,305
IRSA - SP GDR 131,038
IRWIN FINANCIAL CORP. 7,312
ISHARES LEHMAN 7-10 YR TREASURY BOND 7,200
ISHARES MSCI EAFE INDEX FUND 15,500
iSHARES MSCI JAPAN INDEX FD 168,430
iSHARES RUSSELL 2000 21,200
ISHARES RUSSELL MIDCAP GRWTH 11,200
ISHARES RUSSELL MIDCAP VALUE 7,600
ISHARES S&P 500/BARRA GROWTH 23,200
ISHARES S&P 500/BARRA VALUE 28,100
ISIS PHARMACEUTICALS, INC. 20,843
ISLE OF CAPRI CASINOS 7,073
ISTAR FINANCIAL INC 55,042
I-STAT CORP. 7,229
ITLA CAP CORP 2,246
ITRON, INC. 9,556
ITT EDUCATIONAL SERVICES, INC. 852
ITT EDUCATIONAL SVCS COM 493900 20750
ITT INDUSTRIAL INC 41,916
ITT Industries 24,200
IVANHOE MINES LTD 0 692,500
IVAX CORP. 281,951
IXIA 10,777
IXYS CORP. 8,092
J & J SNACK FOODS CORP 2,888
J JILL GROUP INC COM 466189107 103 8,065 SH SOLE 1
J P MORGAN CHASE + CO COM 46625H100 23912 651,023 SH DEFINED 2
J.B. HUNT TRANSPORT SERVICES COM 445658107 3097 114,664 SH SOLE 1
J.C. PENNEY CO., INC. COM 708160106 30171 1,148,072 SH SOLE 1
J.P. MORGAN CHASE AND CO. COM 46625H100 35987 979,780 SH SOLE 1
J0-ANN STORES INC COM 47758P307 157 7,682 SH SOLE 1
J2 GLOBAL COMMUNICATIO COM 46626E205 193 7,787 SH SOLE 1
JABIL CIRCUIT INC COM COM 466313103 5739 202800 SH Sole 3
JABIL CIRCUT, INC. COM 466313103 22518 795,685 SH SOLE 1
JACK IN THE BOX INC. COM 466367109 341 15,975 SH SOLE 1
JACOBS ENGINEERING GROUP, INC. COM 469814107 3829 79,751 SH SOLE 1
JACUZZI BRANDS INC COM 469865109 252 35,534 SH SOLE 1
JAKKS PACIFIC, INC. COM 47012E106 152 11,538 SH SOLE 1
JANUS CAPITAL GROUP COM 47102X105 1778 108,371 SH SOLE 1
JARDEN CORP COM 471109108 335 12,253 SH SOLE 1
JDA SOFTWARE GROUP, INC. COM 46612K108 221 13,375 SH SOLE 1
JDS UNIPHASE CORP COM 46612J101 2794 767,641 SH SOLE 1
JEFFERIES GROUP, INC. COM 472319102 25 767 SH SOLE 1
JEFFERIES GRP INC NEW COM COM 472319102 22859 692268 SH Sole 3
JEFFERSON-PILOT CORP. COM 475070108 3219 63,561 SH SOLE 1
JETBLUE AIRWAYS CORP COM 477143101 3872 145,992 SH SOLE 1
JETBLUE AWYS CORP COM 477143101 8433 318,000 SH DEFINED 2
JLG INDUSTRIES, INC. COM 466210101 307 20,181 SH SOLE 1
JM SMUCKER CO/THE NEW COM WI COM 832696405 3263 72,049 SH SOLE 1
JOHN B. SANFILIPPO & SON COM 800422107 128 2,511 SH SOLE 1
JOHN HANCOCK FINANCIAL SERVICE COM 41014S106 11904 317,439 SH SOLE 1
JOHN WILEY & SONS, INC. CLASS A COM 968223206 25 968 SH SOLE 1
JOHNSON & JOHNSON COM 478160104 87868 1,700,895 SH SOLE 1
JOHNSON + JOHNSON COM 478160104 23774 460,210 SH DEFINED 2
Johnson and Johnson COM 478160104 3,100 60,000 SH DEFINED 4
JOHNSON CONTROLS, INC. COM 478366107 4728 40,718 SH SOLE 1
JONES APPAREL GROUP, INC. COM 480074103 46900 1,331,240 SH SOLE 1
JONES LANG LASALLE, INC. COM 48020Q107 304 14,683 SH SOLE 1
JOS A BANK CLOTHIERS INC COM 480838101 78 2,246 SH SOLE 1
JOURNAL REGISTER CO. COM 481138105 301 14,553 SH SOLE 1
JOY GLOBAL INC COM COM 481165108 17560 671500 SH Sole 3
JOY GLOBAL INC. COM 481165108 587 22,458 SH SOLE 1
JUNIPER NETWORKS INC COM 48203R104 18495 990,100 SH DEFINED 2
JUNIPER NETWORKS, INC. COM 48203R104 475 25,423 SH SOLE 1
K V PHARMACEUT [A] COM 482740206 389 15,273 SH SOLE 1
K V PHARMACEUTICAL (ADR) COM 482740206 10496 411600 SH Sole 3
K2, INC. COM 482732104 177 11,633 SH SOLE 1
KADANT INC COM 48282T104 121 5,577 SH SOLE 1
KAMAN CORP., CLASS A COM 483548103 131 10,263 SH SOLE 1
KANA SOFTWARE INC. COM 483600300 44 13,025 SH SOLE 1
KANSAS CITY LIFE INSURANCE CO. COM 484836101 79 1,708 SH SOLE 1
KANSAS CITY SOUTHERN COM 485170302 417 29,109 SH SOLE 1
KAYDON CORP. COM 486587108 313 12,119 SH SOLE 1
KB HOME COM 48666K109 1510 20,816 SH SOLE 1
KCS ENERGY, INC. COM 482434206 182 17,280 SH SOLE 1
KEANE, INC. COM 486665102 1690 115,412 SH SOLE 1
KEITHLEY INSTRUMENTS, INC. COM 487584104 105 5,725 SH SOLE 1
KELLOGG CO. COM 487836108 6724 176,570 SH SOLE 1
J JILL GROUP INC 8,065
J P MORGAN CHASE + CO 651,023
J.B. HUNT TRANSPORT SERVICES 114,664
J.C. PENNEY CO., INC. 1,148,072
J.P. MORGAN CHASE AND CO. 979,780
J0-ANN STORES INC 7,682
J2 GLOBAL COMMUNICATIO 7,787
JABIL CIRCUIT INC COM 194500 8300
JABIL CIRCUT, INC. 795,685
JACK IN THE BOX INC. 15,975
JACOBS ENGINEERING GROUP, INC. 79,751
JACUZZI BRANDS INC 35,534
JAKKS PACIFIC, INC. 11,538
JANUS CAPITAL GROUP 108,371
JARDEN CORP 12,253
JDA SOFTWARE GROUP, INC. 13,375
JDS UNIPHASE CORP 767,641
JEFFERIES GROUP, INC. 767
JEFFERIES GRP INC NEW COM 669100 23168
JEFFERSON-PILOT CORP. 63,561
JETBLUE AIRWAYS CORP 145,992
JETBLUE AWYS CORP 318,000
JLG INDUSTRIES, INC. 20,181
JM SMUCKER CO/THE NEW COM WI 72,049
JOHN B. SANFILIPPO & SON 2,511
JOHN HANCOCK FINANCIAL SERVICE 317,439
JOHN WILEY & SONS, INC. CLASS A 968
JOHNSON & JOHNSON 1,700,895
JOHNSON + JOHNSON 460,210
Johnson and Johnson 60,000
JOHNSON CONTROLS, INC. 40,718
JONES APPAREL GROUP, INC. 1,331,240
JONES LANG LASALLE, INC. 14,683
JOS A BANK CLOTHIERS INC 2,246
JOURNAL REGISTER CO. 14,553
JOY GLOBAL INC COM 658300 13200
JOY GLOBAL INC. 22,458
JUNIPER NETWORKS INC 990,100
JUNIPER NETWORKS, INC. 25,423
K V PHARMACEUT [A] 15,273
K V PHARMACEUTICAL (ADR) 404900 6700
K2, INC. 11,633
KADANT INC 5,577
KAMAN CORP., CLASS A 10,263
KANA SOFTWARE INC. 13,025
KANSAS CITY LIFE INSURANCE CO. 1,708
KANSAS CITY SOUTHERN 29,109
KAYDON CORP. 12,119
KB HOME 20,816
KCS ENERGY, INC. 17,280
KEANE, INC. 115,412
KEITHLEY INSTRUMENTS, INC. 5,725
KELLOGG CO. 176,570
KELLWOOD CO. COM 488044108 508 12,383 SH SOLE 1
KELLY SERVICES, INC., CLASS A COM 488152208 1634 57,247 SH SOLE 1
KEMET CORP. COM 488360108 2238 163,451 SH SOLE 1
KENNAMETAL, INC. COM 489170100 2662 66,977 SH SOLE 1
KENSEY NASH CORP COM 490057106 84 3,612 SH SOLE 1
KEY BANK NA COM 493267108 5328 181,730 SH SOLE 1
KEY ENERGY SERVICES INC COM 492914106 25 2,464 SH SOLE 1
KEY ENERGY SVCS INC COM 492914106 626 60,700 SH DEFINED 2
Keycorp COM 493267108 1,466 50,000 SH DEFINED 4
KEYNOTE SYSTEMS INC COM 493308100 88 7,392 SH SOLE 1
KEYSPAN CORPORATION COM 49337W100 15030 408,423 SH SOLE 1
KEYSTONE AUTOMOTIVE IN COM 49338N109 137 5,392 SH SOLE 1
KEYSTONE PROPERTY TRUST COM 493596100 1673 75,725 SH SOLE 1
KFORCE INC COM COM 493732101 4266 456792 SH Sole 3
KFX INC COM 48245L107 99 13,077 SH SOLE 1
KILROY REALTY CORP. COM 49427F108 396 12,094 SH SOLE 1
KIMBALL INTERNATIONAL, INC. CLASS B COM 494274103 163 10,491 SH SOLE 1
KIMBERLY-CLARK CORP. COM 494368103 21159 358,075 SH SOLE 1
KIMCO REALTY COM 49446R109 71 1,594 SH SOLE 1
KIMCO REALTY CORP COM COM 49446R109 962 21500 SH Sole 3
Kinder Morgan Energy Partners COM 494550106 2,710 55,000 SH DEFINED 4
Kinder Morgan Inc COM 49455P101 2,364 40,000 SH DEFINED 4
KINDER MORGAN INC. COM 49455P101 3270 55,337 SH SOLE 1
KINDRED HEALTHCARE INC COM 494580103 288 5,532 SH SOLE 1
KING PHARMACEUTICALS, INC. COM 495582108 1658 108,673 SH SOLE 1
KINGSWAY FINANCIALS SERVICES COM 496904103 1242 109,900 SH OTHER 1
KINROSS GOLD COM 496902206 2166 271,200 SH OTHER 1
KIRBY CORP. COM 497266106 302 8,650 SH SOLE 1
KIRKLAND'S INC COM 497498105 89 5,040 SH SOLE 1
KLA TENCOR CORP COM 482480100 8971 152,900 SH DEFINED 2
KLAMATH FIRST BANCORP INC COM 49842P103 78 2,969 SH SOLE 1
KLA-TENCOR CORP COM COM 482480100 5644 96200 SH Sole 3
KLA-TENCOR CORP. COM 482480100 22835 390,080 SH SOLE 1
KMART HOLDING CORP COM 498780105 137 5,701 SH SOLE 1
KNIGHT TRADING GROUP COM 499063105 502 34,232 SH SOLE 1
KNIGHT TRADING GROUP COM COM 499063105 15293 1044600 SH Sole 3
KNIGHT TRADING GROUP INC COM 499063105 2924 199,700 SH DEFINED 2
KNIGHT TRANSPORTATION, INC. COM 499064103 295 11,490 SH SOLE 1
KNIGHTBRIDGE TANKERS LTD COM G5299G106 3756 300,000 SH SOLE 1
KNIGHT-RIDDER, INC. COM 499040103 2788 36,030 SH SOLE 1
KOGER EQUITY, INC. COM 500228101 1389 66,385 SH SOLE 1
KOHLS CORP. COM 500255104 7297 162,380 SH SOLE 1
KOMAG INC COM 500453204 161 11,037 SH SOLE 1
KOOKMIN BANK SPONS ADR COM 50049M109 2355 62,246 SH SOLE 1
KOPIN CORP. COM 500600101 219 32,568 SH SOLE 1
Korea Electric Power Corp. Kepco Sp A 500631106 974 59,500 SH SOLE 1
KORN/FERRY INTERNATIONAL COM 500643200 915 68,579 SH SOLE 1
KOS PHARMACEUTICALS, INC. COM 500648100 274 6,366 SH SOLE 1
KOSAN BIOSCIENCES INC COM 50064W107 82 8,277 SH SOLE 1
KRAFT FOODS INC COM 50075N104 5013 155,600 SH DEFINED 2
KRAMONT REALTY TRUST COM 50075Q107 1257 69,449 SH SOLE 1
KRISPY KREME DOUGHNU COM 501014104 3177 86,815 SH SOLE 1
KROGER CO. COM 501044101 5976 322,850 SH SOLE 1
KELLWOOD CO. 12,383
KELLY SERVICES, INC., CLASS A 57,247
KEMET CORP. 163,451
KENNAMETAL, INC. 66,977
KENSEY NASH CORP 3,612
KEY BANK NA 181,730
KEY ENERGY SERVICES INC 2,464
KEY ENERGY SVCS INC 60,700
Keycorp 50,000
KEYNOTE SYSTEMS INC 7,392
KEYSPAN CORPORATION 408,423
KEYSTONE AUTOMOTIVE IN 5,392
KEYSTONE PROPERTY TRUST 75,725
KFORCE INC COM 428900 27892
KFX INC 13,077
KILROY REALTY CORP. 12,094
KIMBALL INTERNATIONAL, INC. CLASS B 10,491
KIMBERLY-CLARK CORP. 358,075
KIMCO REALTY 1,594
KIMCO REALTY CORP COM 21500
Kinder Morgan Energy Partners 55,000
Kinder Morgan Inc 40,000
KINDER MORGAN INC. 55,337
KINDRED HEALTHCARE INC 5,532
KING PHARMACEUTICALS, INC. 108,673
KINGSWAY FINANCIALS SERVICES 0 109,900
KINROSS GOLD 0 271,200
KIRBY CORP. 8,650
KIRKLAND'S INC 5,040
KLA TENCOR CORP 152,900
KLAMATH FIRST BANCORP INC 2,969
KLA-TENCOR CORP COM 92200 4000
KLA-TENCOR CORP. 390,080
KMART HOLDING CORP 5,701
KNIGHT TRADING GROUP 34,232
KNIGHT TRADING GROUP COM 1026000 18600
KNIGHT TRADING GROUP INC 199,700
KNIGHT TRANSPORTATION, INC. 11,490
KNIGHTBRIDGE TANKERS LTD 300,000
KNIGHT-RIDDER, INC. 36,030
KOGER EQUITY, INC. 66,385
KOHLS CORP. 162,380
KOMAG INC 11,037
KOOKMIN BANK SPONS ADR 62,246
KOPIN CORP. 32,568
Korea Electric Power Corp. Kepco Sp A 59,500
KORN/FERRY INTERNATIONAL 68,579
KOS PHARMACEUTICALS, INC. 6,366
KOSAN BIOSCIENCES INC 8,277
KRAFT FOODS INC 155,600
KRAMONT REALTY TRUST 69,449
KRISPY KREME DOUGHNU 86,815
KROGER CO. 322,850
KROLL INC. COM 501049100 443 17,028 SH SOLE 1
KROLL INC. COM 501049100 37550 1,444,212 SH SOLE 1
KRONOS WORLDWIDE INC COM 50105F105 38 1,723 SH SOLE 1
KRONOS, INC. COM 501052104 552 13,937 SH SOLE 1
K-SWISS, INC. COM 482686102 275 11,420 SH SOLE 1
KULICKE & SOFFA INDUSTRIES COM 501242101 336 23,337 SH SOLE 1
KVH INDUSTRIES INC COM 482738101 126 4,556 SH SOLE 1
KYPHON INC COM 501577100 209 8,425 SH SOLE 1
L N B BANCORP INC COM 502100100 45 2,194 SH SOLE 1
L S B BANCSHARES N C COM 502158108 69 3,981 SH SOLE 1
L-3 COMMUNICATIONS HOLDINGS, COM 502424104 7134 138,893 SH SOLE 1
LA JOLLA PHARMACEUTICAL CO COM 503459109 102 23,842 SH SOLE 1
LA QUINTA PROPERTIES-PAIRED COM 50419U202 419 65,310 SH SOLE 1
LABONE INC NEW COM 50540L105 459 14,124 SH SOLE 1
LABOR READY INC COM NEW COM 505401208 22569 1722800 SH Sole 3
LABOR READY, INC. COM 505401208 249 18,980 SH SOLE 1
LABORATORY CRP OF AMER HLDGS COM 50540R409 108 2,928 SH SOLE 1
LABRANCHE & CO. INC. COM 505447102 1002 85,871 SH SOLE 1
LACLEDE GAS CO. COM 505597104 1211 42,415 SH SOLE 1
LAFARGE NORTH AMERIC COM 505862102 140 3,453 SH SOLE 1
LAKELAND BANCORP INC COM 511637100 99 6,193 SH SOLE 1
LAKELAND FINL CORP COM 511656100 88 2,488 SH SOLE 1
LAM RESEARCH CORP COM COM 512807108 8585 265800 SH Sole 3
LAM RESEARCH CORP. COM 512807108 6392 197,906 SH SOLE 1
LAM RESH CORP COM 512807108 3453 106,900 SH DEFINED 2
LAMAR ADVERTISING CO COM 512815101 279 7,489 SH SOLE 1
LANCASTER COLONY CORP. COM 513847103 2321 51,394 SH SOLE 1
LANCE, INC. COM 514606102 174 11,593 SH SOLE 1
LANDAMERICA FINANCIAL GROUP COM 514936103 455 8,699 SH SOLE 1
LANDAUER, INC. COM 51476K103 153 3,743 SH SOLE 1
LANDEC CORP COM COM 514766104 2313 350000 SH Sole 3
LANDRYS RESTAURANTS INC COM 51508L103 1698 66,000 SH DEFINED 2
LANDRY'S RESTAURANTS INC. COM 51508L103 261 10,141 SH SOLE 1
LANDSTAR SYSTEM, INC. COM 515098101 495 13,002 SH SOLE 1
LANNETT CO INC COM 516012101 46 2,753 SH SOLE 1
LASALLE HOTEL PPTYS COM SH BEN COM 517942108 486 26200 SH Sole 3
LASALLE HOTEL PROPERTIES COM 517942108 191 10,285 SH SOLE 1
LASERSCOPE COM 518081104 96 6,129 SH SOLE 1
LATTICE SEMICONDUCTOR CORP. COM 518415104 2015 208,124 SH SOLE 1
LAUDER ESTEE COS INC COM 518439104 13266 337,900 SH DEFINED 2
LAWSON PRODUCTS, INC. COM 520776105 75 2,267 SH SOLE 1
LAWSON SOFTWARE COM 520780107 165 19,869 SH SOLE 1
LA-Z-BOY CHAIR CO. COM 505336107 19 886 SH SOLE 1
LCC INTERNATIONAL INC CL A COM 501810105 1475 275000 SH Sole 3
LEAPFROG ENTERPRISES COM 52186N106 10 369 SH SOLE 1
LEAPFROG ENTERPRISES INC COM 52186N106 4771 179,830 SH DEFINED 2
LEAR CORP COM 521865105 5964 97,239 SH SOLE 1
LEARNING TREE INTERNATIONAL COM 522015106 74 4,259 SH SOLE 1
LEE ENTERPRISES, INC. COM 523768109 2801 64,165 SH SOLE 1
LEGG MASON, INC. COM 524901105 7360 95,363 SH SOLE 1
LEGGETT & PLATT, INC. COM 524660107 1877 86,773 SH SOLE 1
LEHMAN BROTHERS HLDGS INC COM 524908100 6131 79,400 SH DEFINED 2
LEHMAN BROTHERS HOLDINGS, INC. COM 524908100 9260 119,920 SH SOLE 1
KROLL INC. 17,028
KROLL INC. 1,444,212
KRONOS WORLDWIDE INC 1,723
KRONOS, INC. 13,937
K-SWISS, INC. 11,420
KULICKE & SOFFA INDUSTRIES 23,337
KVH INDUSTRIES INC 4,556
KYPHON INC 8,425
L N B BANCORP INC 2,194
L S B BANCSHARES N C 3,981
L-3 COMMUNICATIONS HOLDINGS, 138,893
LA JOLLA PHARMACEUTICAL CO 23,842
LA QUINTA PROPERTIES-PAIRED 65,310
LABONE INC NEW 14,124
LABOR READY INC COM NEW 1694300 28500
LABOR READY, INC. 18,980
LABORATORY CRP OF AMER HLDGS 2,928
LABRANCHE & CO. INC. 85,871
LACLEDE GAS CO. 42,415
LAFARGE NORTH AMERIC 3,453
LAKELAND BANCORP INC 6,193
LAKELAND FINL CORP 2,488
LAM RESEARCH CORP COM 253500 12300
LAM RESEARCH CORP. 197,906
LAM RESH CORP 106,900
LAMAR ADVERTISING CO 7,489
LANCASTER COLONY CORP. 51,394
LANCE, INC. 11,593
LANDAMERICA FINANCIAL GROUP 8,699
LANDAUER, INC. 3,743
LANDEC CORP COM 350000
LANDRYS RESTAURANTS INC 66,000
LANDRY'S RESTAURANTS INC. 10,141
LANDSTAR SYSTEM, INC. 13,002
LANNETT CO INC 2,753
LASALLE HOTEL PPTYS COM SH BEN 26200
LASALLE HOTEL PROPERTIES 10,285
LASERSCOPE 6,129
LATTICE SEMICONDUCTOR CORP. 208,124
LAUDER ESTEE COS INC 337,900
LAWSON PRODUCTS, INC. 2,267
LAWSON SOFTWARE 19,869
LA-Z-BOY CHAIR CO. 886
LCC INTERNATIONAL INC CL A 275000
LEAPFROG ENTERPRISES 369
LEAPFROG ENTERPRISES INC 179,830
LEAR CORP 97,239
LEARNING TREE INTERNATIONAL 4,259
LEE ENTERPRISES, INC. 64,165
LEGG MASON, INC. 95,363
LEGGETT & PLATT, INC. 86,773
LEHMAN BROTHERS HLDGS INC 79,400
LEHMAN BROTHERS HOLDINGS, INC. 119,920
LENNAR CORP. COM CLASS A COM 526057104 10847 112,994 SH SOLE 1
LENNOX INTERNATIONAL INC COM 526107107 344 20,569 SH SOLE 1
LEUCADIA NATIONAL CORP. COM 527288104 4611 100,012 SH SOLE 1
LEVEL 3 COMMUNICATIONS, INC. COM 52729N100 329 57,673 SH SOLE 1
LEXAR MEDIA INC COM 52886P104 496 28,456 SH SOLE 1
LEXICON GENETICS INC. COM 528872104 103 17,549 SH SOLE 1
LEXINGTON CORP. PROPERTRIES COM 529043101 343 17,010 SH SOLE 1
LEXMARK INTERNATIONAL GROUP COM 529771107 7336 93,283 SH SOLE 1
LIBBEY, INC. COM 529898108 165 5,777 SH SOLE 1
LIBERTY CORP. COM 530370105 344 7,621 SH SOLE 1
LIBERTY PPTY TR SH BEN INT COM 531172104 3085 79300 SH Sole 3
LIBERTY PROPERTY TRUST COM 531172104 18426 473,673 SH SOLE 1
LIFELINE SYS INC COM 532192101 85 4,448 SH SOLE 1
LIFEPOINT HOSPITALS HLDG COM 53219L109 2096 71,169 SH SOLE 1
LIGAND PHARMACEUTICALS, INC., CLASS B COM 53220K207 417 28,407 SH SOLE 1
LIGHTBRIDGE INC COM 532226107 116 12,733 SH SOLE 1
LIMITED BRANDS, INC. COM 532716107 4170 231,270 SH SOLE 1
LIN TV CORP COM 532774106 326 12,637 SH SOLE 1
LIN TV CORP COM 532774106 2771 107,350 SH DEFINED 2
LIN TV CORP CL A COM 532774106 15722 609144 SH Sole 3
LINCARE HOLDINGS, INC. COM 532791100 4470 148,603 SH SOLE 1
LINCOLN ELECTRIC HOLDINGS, INC COM 533900106 376 15,205 SH SOLE 1
LINCOLN NATIONAL CORP. COM 534187109 7179 177,819 SH SOLE 1
LINDSAY MANUFACTURING CO. COM 535555106 139 5,506 SH SOLE 1
LINEAR TECHNOLOGY CORP COM 535678106 12701 301900 SH Sole 3
LINEAR TECHNOLOGY CORP. COM 535678106 6966 165,580 SH SOLE 1
LINENS 'N THINGS, INC. COM 535679104 625 20,788 SH SOLE 1
LIONBRIDGE TECHNOLOGIES INC COM 536252109 142 14,747 SH SOLE 1
LIQUIDMETAL TECHNOLOGIES INC COM 53634X100 23 7,996 SH SOLE 1
LITHIA MOTORS, INC. COM 536797103 153 6,082 SH SOLE 1
LITTELFUSE, INC. COM 537008104 260 9,014 SH SOLE 1
LIZ CLAIBORNE, INC. COM 539320101 1742 49,121 SH SOLE 1
LNR PROPERTY CORP. COM 501940100 15 310 SH SOLE 1
LOCAL FINANCIAL CORP. COM 539553107 169 8,114 SH SOLE 1
LOCKHEED MARTIN CORP. COM 539830109 10669 200,160 SH SOLE 1
LODGENET ENTERTAINMENT CORP. COM 540211109 90 4,911 SH SOLE 1
LOEWS CORP - CAROLINA GROUP COM 540424207 15454 612,267 SH SOLE 1
LOEWS CORP. COM 540424108 4329 87,543 SH SOLE 1
LO-JACK CORPORATION COM 539451104 580 71,900 SH SOLE 1
LONE STAR STEAKHOUSE & SALOON COM 542307103 166 7,130 SH SOLE 1
LONE STAR TECHNOLOGIES, INC. COM 542312103 189 11,819 SH SOLE 1
LONGS DRUG STORES CORP. COM 543162101 1669 67,462 SH SOLE 1
LONGVIEW FIBRE CO. COM 543213102 1197 96,885 SH SOLE 1
LOOKSMART LTD COM 543442107 55 35,794 SH SOLE 1
LOUISIANA PACIFIC CORP. COM 546347105 2723 152,267 SH SOLE 1
LOWE'S COMPANIES, INC. COM 548661107 21628 390,465 SH SOLE 1
LSI INDUSTRIES, INC. COM 50216C108 113 8,377 SH SOLE 1
LSI LOGIC CORP. COM 502161102 1556 175,401 SH SOLE 1
LTC PROP INC COM 502175102 92 6,210 SH SOLE 1
LTX CORP. COM 502392103 1489 99,054 SH SOLE 1
LUBRIZOL CORP. COM 549271104 2413 74,200 SH SOLE 1
LUCENT TECHNOLOGIES INC COM 549463107 5348 1,882,990 SH SOLE 1
LUFKIN INDS INC COM COM 549764108 77 2,692 SH SOLE 1
LENNAR CORP. COM CLASS A 112,994
LENNOX INTERNATIONAL INC 20,569
LEUCADIA NATIONAL CORP. 100,012
LEVEL 3 COMMUNICATIONS, INC. 57,673
LEXAR MEDIA INC 28,456
LEXICON GENETICS INC. 17,549
LEXINGTON CORP. PROPERTRIES 17,010
LEXMARK INTERNATIONAL GROUP 93,283
LIBBEY, INC. 5,777
LIBERTY CORP. 7,621
LIBERTY PPTY TR SH BEN INT 79300
LIBERTY PROPERTY TRUST 473,673
LIFELINE SYS INC 4,448
LIFEPOINT HOSPITALS HLDG 71,169
LIGAND PHARMACEUTICALS, INC., CLASS B 28,407
LIGHTBRIDGE INC 12,733
LIMITED BRANDS, INC. 231,270
LIN TV CORP 12,637
LIN TV CORP 107,350
LIN TV CORP CL A 580000 29144
LINCARE HOLDINGS, INC. 148,603
LINCOLN ELECTRIC HOLDINGS, INC 15,205
LINCOLN NATIONAL CORP. 177,819
LINDSAY MANUFACTURING CO. 5,506
LINEAR TECHNOLOGY CORP 290100 11800
LINEAR TECHNOLOGY CORP. 165,580
LINENS 'N THINGS, INC. 20,788
LIONBRIDGE TECHNOLOGIES INC 14,747
LIQUIDMETAL TECHNOLOGIES INC 7,996
LITHIA MOTORS, INC. 6,082
LITTELFUSE, INC. 9,014
LIZ CLAIBORNE, INC. 49,121
LNR PROPERTY CORP. 310
LOCAL FINANCIAL CORP. 8,114
LOCKHEED MARTIN CORP. 200,160
LODGENET ENTERTAINMENT CORP. 4,911
LOEWS CORP - CAROLINA GROUP 612,267
LOEWS CORP. 87,543
LO-JACK CORPORATION 71,900
LONE STAR STEAKHOUSE & SALOON 7,130
LONE STAR TECHNOLOGIES, INC. 11,819
LONGS DRUG STORES CORP. 67,462
LONGVIEW FIBRE CO. 96,885
LOOKSMART LTD 35,794
LOUISIANA PACIFIC CORP. 152,267
LOWE'S COMPANIES, INC. 390,465
LSI INDUSTRIES, INC. 8,377
LSI LOGIC CORP. 175,401
LTC PROP INC 6,210
LTX CORP. 99,054
LUBRIZOL CORP. 74,200
LUCENT TECHNOLOGIES INC 1,882,990
LUFKIN INDS INC COM 2,692
LUMINEX CORP COM 55027E102 92 9,849 SH SOLE 1
LYDALL, INC. COM 550819106 70 6,866 SH SOLE 1
LYON WILLIAM HOMES COM 552074106 123 1,967 SH SOLE 1
LYONDELL CHEMICAL CO. COM 552078107 6061 357,586 SH SOLE 1
M & F WORLDWIDE CORP COM 552541104 64 4,779 SH SOLE 1
M&T BANK CORP. COM 55261F104 16770 170,600 SH SOLE 1
M.D.C. HOLDINGS, INC. COM 552676108 18 276 SH SOLE 1
M/I HOMES INC COM 55305B101 189 4,831 SH SOLE 1
MACATAWA BK CORP COM 554225102 114 4,021 SH SOLE 1
MACDERMID, INC. COM 554273102 410 11,985 SH SOLE 1
MACERICH CO COM COM 554382101 2461 55300 SH Sole 3
MACERICH CO. COM 554382101 41 920 SH SOLE 1
MACK CALI REALTY CORP COM COM 554489104 1311 31500 SH Sole 3
MACK-CALI REALTY CORP COM 554489104 3495 83,979 SH SOLE 1
MACROMEDIA, INC. COM 556100105 1600 90,153 SH SOLE 1
MACROVISION CORP COM 555904101 2007 88,847 SH SOLE 1
MADDEN STEVEN LTD COM COM 556269108 2519 123500 SH Sole 3
MAF BANCORP, INC. COM 55261R108 523 12,493 SH SOLE 1
Magellan Midstream Partner COM 559080106 2,000 40,000 SH DEFINED 4
MAGMA DESIGN AUTOMATIO COM 559181102 246 10,560 SH SOLE 1
MAGNA ENTERTAINMENT CL A COM 559211107 93 18,451 SH SOLE 1
MAGNUM HUNTER RESOURCES INC COM 55972F203 303 31,811 SH SOLE 1
MAGUIRE PROPERTIES INC COM 559775101 787 32,400 SH SOLE 1
MAIL-WELL, INC. COM 560321200 66 14,224 SH SOLE 1
MAIN STREET BANKS INC COM 56034R102 166 6,266 SH SOLE 1
MAINSOURCE FINANCIAL G COM 56062Y102 93 3,020 SH SOLE 1
MAIR HOLDINGS INC COM 560635104 32 4,462 SH SOLE 1
MANDALAY RESORT GROUP COM 562567107 3949 88,295 SH SOLE 1
MANDALAY RESORT GROUP COM 562567107 2554 57,100 SH DEFINED 2
MANDALAY RESORT GROUP COM (G) COM 562567107 20453 457360 SH Sole 3
MANHATTAN ASSOCIATES, INC. COM 562750109 283 10,227 SH SOLE 1
MANHATTAN ASSOCS INC COM 562750109 3919 141,800 SH DEFINED 2
MANITOWOC CO., INC. COM 563571108 390 12,508 SH SOLE 1
MANOR CARE INC NEW COM 564055101 1729 50,000 SH DEFINED 2
MANOR CARE, INC. COM 564055101 1404 40,599 SH SOLE 1
MANPOWER, INC. COM 56418H100 5285 112,262 SH SOLE 1
MANTECH INTL CORP COM 564563104 155 6,216 SH SOLE 1
MANTECH INTL CORP CL A COM 564563104 2236 89600 SH Sole 3
MANUFACTURED HOME CMNT COM COM 564682102 1017 27000 SH Sole 3
MANUFACTURED HOME COMMUNITIES COM 564682102 247 6,567 SH SOLE 1
MANUFACTURERS SERVICES LTD COM 565005105 46 7,612 SH SOLE 1
MANUGISTICS GROUP IN COM 565011103 178 28,454 SH SOLE 1
MAPICS INC COM 564910107 108 8,225 SH SOLE 1
MARATHON OIL CORP COM 565849106 4623 139,703 SH SOLE 1
MARATHON OIL CORP COM 565849106 9513 287,500 SH DEFINED 2
MARCONI CORP PLC-SPONS ADR COM 56630M101 3 SH SOLE 1
MARCUS CORP COM 566330106 148 9,028 SH SOLE 1
MARINEMAX INC COM 567908108 74 3,804 SH SOLE 1
MARITRANS INC COM 570363101 54 3,250 SH SOLE 1
MARKEL CORP COM 570535104 40 157 SH SOLE 1
MARKETWATCH.COM INC COM 570619106 24 2,786 SH SOLE 1
MARRIOTT INTERNATIONAL, INC. COM 571903202 4803 103,957 SH SOLE 1
MARSH & MCLENNAN COMPANIES INC COM 571748102 14328 299,190 SH SOLE 1
LUMINEX CORP 9,849
LYDALL, INC. 6,866
LYON WILLIAM HOMES 1,967
LYONDELL CHEMICAL CO. 357,586
M & F WORLDWIDE CORP 4,779
M&T BANK CORP. 170,600
M.D.C. HOLDINGS, INC. 276
M/I HOMES INC 4,831
MACATAWA BK CORP 4,021
MACDERMID, INC. 11,985
MACERICH CO COM 55300
MACERICH CO. 920
MACK CALI REALTY CORP COM 31500
MACK-CALI REALTY CORP 83,979
MACROMEDIA, INC. 90,153
MACROVISION CORP 88,847
MADDEN STEVEN LTD COM 123500
MAF BANCORP, INC. 12,493
Magellan Midstream Partner 40,000
MAGMA DESIGN AUTOMATIO 10,560
MAGNA ENTERTAINMENT CL A 18,451
MAGNUM HUNTER RESOURCES INC 31,811
MAGUIRE PROPERTIES INC 32,400
MAIL-WELL, INC. 14,224
MAIN STREET BANKS INC 6,266
MAINSOURCE FINANCIAL G 3,020
MAIR HOLDINGS INC 4,462
MANDALAY RESORT GROUP 88,295
MANDALAY RESORT GROUP 57,100
MANDALAY RESORT GROUP COM (G) 421200 36160
MANHATTAN ASSOCIATES, INC. 10,227
MANHATTAN ASSOCS INC 141,800
MANITOWOC CO., INC. 12,508
MANOR CARE INC NEW 50,000
MANOR CARE, INC. 40,599
MANPOWER, INC. 112,262
MANTECH INTL CORP 6,216
MANTECH INTL CORP CL A 89600
MANUFACTURED HOME CMNT COM 27000
MANUFACTURED HOME COMMUNITIES 6,567
MANUFACTURERS SERVICES LTD 7,612
MANUGISTICS GROUP IN 28,454
MAPICS INC 8,225
MARATHON OIL CORP 139,703
MARATHON OIL CORP 287,500
MARCONI CORP PLC-SPONS ADR 3
MARCUS CORP 9,028
MARINEMAX INC 3,804
MARITRANS INC 3,250
MARKEL CORP 157
MARKETWATCH.COM INC 2,786
MARRIOTT INTERNATIONAL, INC. 103,957
MARSH & MCLENNAN COMPANIES INC 299,190
MARSHALL & ILSLEY CORP. COM 571834100 3900 101,955 SH SOLE 1
MARTEK BIOSCIENCES CORP. COM 572901106 695 10,682 SH SOLE 1
MARTEK BIOSCIENCES CP COM COM 572901106 11526 177400 SH Sole 3
MARTHA STEWART LIVING-CL A COM 573083102 56 5,686 SH SOLE 1
MARTIN MARIETTA MATERIALS COM 573284106 3308 70,435 SH SOLE 1
MARVEL ENTERPRISES INC COM 57383M108 17 598 SH SOLE 1
MARVELL TECH GROUP LTD ORD COM G5876H105 5982 157700 SH Sole 3
MARVELL TECHNOLOGY GROUP L COM G5876H105 9137 240,900 SH DEFINED 2
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 335 8,840 SH SOLE 1
MASCO CORP COM 574599106 16646 607,300 SH DEFINED 2
MASCO CORP. COM 574599106 6632 241,970 SH SOLE 1
MASISA SA ADR EACH REP 30 C COM 574799102 58 6,000 SH SOLE 1
MASSBANK CORP READ MAS COM 576152102 75 1,751 SH SOLE 1
MASSEY ENERGY COMPANY COM 576206106 602 28,966 SH SOLE 1
MASTEC, INC. COM 576323109 137 9,242 SH SOLE 1
MATERIAL SCIENCES CORP COM 576674105 37 3,650 SH SOLE 1
MATRIA HEALTHCARE INC COM 576817209 92 4,352 SH SOLE 1
MATRIX SERVICE CO COM 576853105 136 7,491 SH SOLE 1
MATRIXONE INC COM 57685P304 135 21,918 SH SOLE 1
Mattel Inc COM 577081102 867 45,000 SH DEFINED 4
MATTEL, INC. COM 577081102 25611 1,329,073 SH SOLE 1
MATTHEWS INTERNATIONAL CORP. CLASS A COM 577128101 395 13,364 SH SOLE 1
MATTSON TECHNOLOGY INC COM COM 577223100 1041 85200 SH Sole 3
MATTSON TECHNOLOGY, INC. COM 577223100 158 13,075 SH SOLE 1
MAUI LAND & PINEAPPLE CO COM 577345101 50 1,452 SH SOLE 1
MAVERICK TUBE CORP. COM 577914104 381 19,798 SH SOLE 1
MAXIM INTEGRATED PRODS INC COM 57772K101 3934 79,000 SH DEFINED 2
MAXIM INTEGRATED PRODUCTS INC. COM 57772K101 9358 188,740 SH SOLE 1
MAXIMUS INC COM COM 577933104 2614 66800 SH Sole 3
MAXIMUS, INC. COM 577933104 283 7,230 SH SOLE 1
MAXTOR CORP COM 577729205 38 3,431 SH SOLE 1
MAXWELL SHOE INC COM 577766108 110 6,491 SH SOLE 1
MAXYGEN COM 577776107 113 10,641 SH SOLE 1
MAY DEPARTMENT STORES CO. COM 577778103 3778 129,953 SH SOLE 1
MAYTAG CORP. COM 578592107 993 35,669 SH SOLE 1
MB FINANCIAL INC COM 55264U108 294 8,085 SH SOLE 1
MBIA, INC COM 55262C100 3855 65,079 SH SOLE 1
MBNA CORP. COM 55262L100 17014 684,680 SH SOLE 1
MBT FINANCIAL CORP COM 578877102 57 3,478 SH SOLE 1
MCCLATCHY COMPANY-CL COM 579489105 20 285 SH SOLE 1
MCCORMICK & CO., INC. COM 579780206 1890 62,799 SH SOLE 1
MCDATA CORP CL A COM 580031201 1 126 SH DEFINED 2
MCDATA CORP-CL A COM 580031201 1583 166,074 SH SOLE 1
MCDONALDS CORP COM 580135101 7563 304,600 SH DEFINED 2
MCDONALD'S CORP. COM 580135101 53998 2,174,705 SH SOLE 1
MCG CAPITAL CORP COM 58047P107 22400 1,143,450 SH SOLE 1
MCGRATH RENTCORP COM 580589109 97 3,564 SH SOLE 1
MCGRAW-HILL, INC. COM 580645109 5796 82,900 SH SOLE 1
MCKESSON CORP. COM 58155Q103 6250 194,330 SH SOLE 1
MCLEODUSA INC CL A COM 582266706 42 28,634 SH SOLE 1
MCMORAN EXPLORATION CO COM 582411104 103 5,517 SH SOLE 1
MDU RESOURCES GROUP, INC. COM 552690109 3879 162,934 SH SOLE 1
MEADWESTVACO CORP COM 583334107 2687 90,327 SH SOLE 1
MARSHALL & ILSLEY CORP. 101,955
MARTEK BIOSCIENCES CORP. 10,682
MARTEK BIOSCIENCES CP COM 173400 4000
MARTHA STEWART LIVING-CL A 5,686
MARTIN MARIETTA MATERIALS 70,435
MARVEL ENTERPRISES INC 598
MARVELL TECH GROUP LTD ORD 150500 7200
MARVELL TECHNOLOGY GROUP L 240,900
MARVELL TECHNOLOGY GROUP LTD 8,840
MASCO CORP 607,300
MASCO CORP. 241,970
MASISA SA ADR EACH REP 30 C 6,000
MASSBANK CORP READ MAS 1,751
MASSEY ENERGY COMPANY 28,966
MASTEC, INC. 9,242
MATERIAL SCIENCES CORP 3,650
MATRIA HEALTHCARE INC 4,352
MATRIX SERVICE CO 7,491
MATRIXONE INC 21,918
Mattel Inc 45,000
MATTEL, INC. 1,329,073
MATTHEWS INTERNATIONAL CORP. CLASS A 13,364
MATTSON TECHNOLOGY INC COM 85200
MATTSON TECHNOLOGY, INC. 13,075
MAUI LAND & PINEAPPLE CO 1,452
MAVERICK TUBE CORP. 19,798
MAXIM INTEGRATED PRODS INC 79,000
MAXIM INTEGRATED PRODUCTS INC. 188,740
MAXIMUS INC COM 66800
MAXIMUS, INC. 7,230
MAXTOR CORP 3,431
MAXWELL SHOE INC 6,491
MAXYGEN 10,641
MAY DEPARTMENT STORES CO. 129,953
MAYTAG CORP. 35,669
MB FINANCIAL INC 8,085
MBIA, INC 65,079
MBNA CORP. 684,680
MBT FINANCIAL CORP 3,478
MCCLATCHY COMPANY-CL 285
MCCORMICK & CO., INC. 62,799
MCDATA CORP CL A 126
MCDATA CORP-CL A 166,074
MCDONALDS CORP 304,600
MCDONALD'S CORP. 2,107,045
MCG CAPITAL CORP 1,143,450
MCGRATH RENTCORP 3,564
MCGRAW-HILL, INC. 82,900
MCKESSON CORP. 194,330
MCLEODUSA INC CL A 28,634
MCMORAN EXPLORATION CO 5,517
MDU RESOURCES GROUP, INC. 162,934
MEADWESTVACO CORP 90,327
MEADWESTVACO CORP COM 583334107 9324 313,400 SH DEFINED 2
MEDALLION FINANCIAL CORP. COM 583928106 62 6,540 SH SOLE 1
MEDAREX INC COM 583916101 215 34,581 SH SOLE 1
MEDCO HEALTH SOLUTIONS INC COM 58405U102 4059 119,427 SH SOLE 1
MEDCO HEALTH SOLUTIONS INC COM 58405U102 100 2,946 SH DEFINED 2
MEDIA GENERAL, INC. CLASS A COM 584404107 2200 33,795 SH SOLE 1
MEDIACOM COMMUNICATI COM 58446K105 206 23,799 SH SOLE 1
MEDICAL ACTION IND INC COM 58449L100 68 3,639 SH SOLE 1
MEDICAL STAFFING NETWORK HOLDINGS COM 58463F104 56 5,129 SH SOLE 1
MEDICINES CO COM 584688105 3680 124,900 SH DEFINED 2
MEDICINES COMPANY COM 584688105 576 19,566 SH SOLE 1
MEDICIS PHARMACEUTIC COM 584690309 37 518 SH SOLE 1
MEDICIS PHARMACEUTICAL CL A NE COM 584690309 57137 801356 SH Sole 3
MEDIMMUNE INC COM 584699102 2032 80,000 SH DEFINED 2
MEDIMMUNE, INC. COM 584699102 3340 131,590 SH SOLE 1
MEDIS TECHNOLOGIES LTD COM 58500P107 59 5,526 SH SOLE 1
MEDQUIST, INC. COM 584949101 77 4,793 SH SOLE 1
MEDTRONIC, INC. COM 585055106 25494 524,470 SH SOLE 1
MELLON FINANCIAL CORPORATION COM 58551A108 6730 209,580 SH SOLE 1
MELLON FINL CORP COM 58551A108 9835 306,300 SH DEFINED 2
MEMBERWORKS INCORPORATED COM 586002107 86 3,156 SH SOLE 1
MEMC ELECTR MATLS INC COM 552715104 2169 225,500 SH DEFINED 2
MEMC ELECTRONIC MATERIALS, INC COM 552715104 4 440 SH SOLE 1
MENS WEARHOUSE, INC. COM 587118100 410 16,397 SH SOLE 1
MENTOR CORP. COM 587188103 462 19,191 SH SOLE 1
MENTOR GRAPHICS CORP. COM 587200106 1871 128,713 SH SOLE 1
MERCANTILE BANK CORP COM 587376104 103 2,830 SH SOLE 1
MERCANTILE BANKSHARES CORP. COM 587405101 5221 114,549 SH SOLE 1
MERCHANTS BANCSHARES COM 588448100 57 1,883 SH SOLE 1
MERCK & CO., INC. COM 589331107 45316 980,870 SH SOLE 1
MERCK + CO INC COM 589331107 10035 217,200 SH DEFINED 2
MERCURY COMPUTER SYSTEMS INC COM 589378108 247 9,920 SH SOLE 1
MERCURY GENERAL CORP COM 589400100 19 415 SH SOLE 1
MERCURY INTERACTIVE CORP. COM 589405109 2306 47,409 SH SOLE 1
MERCURY INTERACTIVE CP COM COM 589405109 12239 251618 SH Sole 3
MEREDITH CORP COM 589433101 1093 22,391 SH SOLE 1
MERIDIAN BIOSCIENCE INC COM 589584101 48 4,611 SH SOLE 1
MERIDIAN RESOURCE CORP COM 58977Q109 98 16,525 SH SOLE 1
MERISTAR HOSPITALITY CORP. COM 58984Y103 175 26,934 SH SOLE 1
MERIT MED SYS INC COM 589889104 233 10,460 SH SOLE 1
MERIT MED SYS INC COM COM 589889104 4568 205198 SH Sole 3
MERITAGE CORPORATION COM 59001A102 282 4,247 SH SOLE 1
MERRILL LYNCH & CO., INC. COM 590188108 26186 446,480 SH SOLE 1
MERRILL LYNCH + CO INC COM 590188108 20466 348,950 SH DEFINED 2
MESA AIRLINES, INC. COM 590479101 155 12,368 SH SOLE 1
MESA AIRLS INC COM 590479101 9993 798200 SH Sole 3
MESTEK, INC. COM 590829107 27 1,416 SH SOLE 1
METAL MGMT INC COM NEW COM 591097209 2788 75500 SH Sole 3
METALS USA INC COM 591324207 256 25,375 SH SOLE 1
METHANEX CORPORATION COM 59151K108 2635 234,400 SH OTHER 1
METHODE ELECTRONICS, INC. COM 591520200 194 15,854 SH SOLE 1
METLIFE, INC. COM 59156R108 11298 335,550 SH SOLE 1
METRIS COMPANIES INC COM 591598107 59 13,307 SH SOLE 1
MEADWESTVACO CORP 313,400
MEDALLION FINANCIAL CORP. 6,540
MEDAREX INC 34,581
MEDCO HEALTH SOLUTIONS INC 119,427
MEDCO HEALTH SOLUTIONS INC 2,946
MEDIA GENERAL, INC. CLASS A 33,795
MEDIACOM COMMUNICATI 23,799
MEDICAL ACTION IND INC 3,639
MEDICAL STAFFING NETWORK HOLDINGS 5,129
MEDICINES CO 124,900
MEDICINES COMPANY 19,566
MEDICIS PHARMACEUTIC 518
MEDICIS PHARMACEUTICAL CL A NE 768950 32406
MEDIMMUNE INC 80,000
MEDIMMUNE, INC. 131,590
MEDIS TECHNOLOGIES LTD 5,526
MEDQUIST, INC. 4,793
MEDTRONIC, INC. 524,470
MELLON FINANCIAL CORPORATION 209,580
MELLON FINL CORP 306,300
MEMBERWORKS INCORPORATED 3,156
MEMC ELECTR MATLS INC 225,500
MEMC ELECTRONIC MATERIALS, INC 440
MENS WEARHOUSE, INC. 16,397
MENTOR CORP. 19,191
MENTOR GRAPHICS CORP. 128,713
MERCANTILE BANK CORP 2,830
MERCANTILE BANKSHARES CORP. 114,549
MERCHANTS BANCSHARES 1,883
MERCK & CO., INC. 980,870
MERCK + CO INC 217,200
MERCURY COMPUTER SYSTEMS INC 9,920
MERCURY GENERAL CORP 415
MERCURY INTERACTIVE CORP. 47,409
MERCURY INTERACTIVE CP COM 229300 22318
MEREDITH CORP 22,391
MERIDIAN BIOSCIENCE INC 4,611
MERIDIAN RESOURCE CORP 16,525
MERISTAR HOSPITALITY CORP. 26,934
MERIT MED SYS INC 10,460
MERIT MED SYS INC COM 205198
MERITAGE CORPORATION 4,247
MERRILL LYNCH & CO., INC. 446,480
MERRILL LYNCH + CO INC 348,950
MESA AIRLINES, INC. 12,368
MESA AIRLS INC 789400 8800
MESTEK, INC. 1,416
METAL MGMT INC COM NEW 75500
METALS USA INC 25,375
METHANEX CORPORATION 0 234,400
METHODE ELECTRONICS, INC. 15,854
METLIFE, INC. 335,550
METRIS COMPANIES INC 13,307
METRO ONE TELECOMMUNICATIONS COM 59163F105 22 8,723 SH SOLE 1
METRO-GOLDWYN-MAYER COM 591610100 24 1,387 SH SOLE 1
METROLOGIC INSTRUMENTS INC COM 591676101 92 3,404 SH SOLE 1
METTLER-TOLEDO INTERNATIONAL COM 592688105 429 10,153 SH SOLE 1
MFS Municipal Inc COM 552738106 135 17,700 SH DEFINED 4
MGE ENERGY INC COM 55277P104 262 8,334 SH SOLE 1
MGI PHARMA INC COM 552880106 609 14,809 SH SOLE 1
MGI PHARMA INC COM 552880106 1235 30,000 SH DEFINED 2
MGI PHARMA INC COM COM 552880106 10061 244500 SH Sole 3
MGIC INVESTMENT CORP. COM 552848103 2587 45,430 SH SOLE 1
MGM GRAND INC COM 552953101 47 1,251 SH SOLE 1
MICHAELS STORES, INC. COM 594087108 4265 96,495 SH SOLE 1
MICREL, INC. COM 594793101 2450 157,447 SH SOLE 1
MICRO THERAPEUTICS INC COM 59500W100 15 4,649 SH SOLE 1
MICROCHIP TECHNOLOGY COM COM 595017104 6585 197400 SH Sole 3
MICROCHIP TECHNOLOGY, INC. COM 595017104 10398 311,610 SH SOLE 1
MICROMUSE INC COM 595094103 177 25,670 SH SOLE 1
MICRON TECHNOLOGY, INC. COM 595112103 3698 274,553 SH SOLE 1
MICROS SYSTEMS, INC. COM 594901100 335 7,722 SH SOLE 1
MICROSEMI CORP COM COM 595137100 36087 1468156 SH Sole 3
MICROSEMI CORP. COM 595137100 336 13,692 SH SOLE 1
Microsoft Corp COM 594918104 2,053 75,000 SH DEFINED 4
MICROSOFT CORP COM 594918104 47356 1,719,566 SH DEFINED 2
MICROSOFT CORP. COM 594918104 211441 7,725,300 SH SOLE 1
MICROSTRATEGY INC COM 594972408 263 5,007 SH SOLE 1
MID ATLANTIC MED SERVICES, INC COM 59523C107 3767 58,138 SH SOLE 1
MID STATE BANCSHARES COM 595440108 280 11,010 SH SOLE 1
MID-AMERICA APT. COMMUNITIES COM 59522J103 253 7,543 SH SOLE 1
MIDAS, INC. COM 595626102 94 6,577 SH SOLE 1
MIDDLESEX WATER CO COM 596680108 102 5,014 SH SOLE 1
MIDLAND CO COM COM 597486109 79 3,341 SH SOLE 1
MIDWAY GAMES INC. COM 598148104 47 12,168 SH SOLE 1
MIDWEST BANC HOLDINGS INC. COM 598251106 112 5,020 SH SOLE 1
MILACRON, INC. COM 598709103 66 15,873 SH SOLE 1
MILLENNIUM CHEMICALS INC. COM 599903101 11445 902,579 SH SOLE 1
MILLENNIUM PHARMACEUTICALS COM 599902103 4574 245,000 SH DEFINED 2
MILLENNIUM PHARMACEUTICALS, IN COM 599902103 9017 483,511 SH SOLE 1
MILLER HERMAN INC COM 600544100 997 41,100 SH DEFINED 2
MILLIPORE CORP. COM 601073109 950 22,068 SH SOLE 1
MILLS CORP COM COM 601148109 2143 48700 SH Sole 3
MILLS CORP. COM 601148109 28 628 SH SOLE 1
MIM CORP COM 553044108 73 10,412 SH SOLE 1
MINAS BUENAVENTURA-SPON ADR COM 204448104 1577 55,760 SH SOLE 1
MINDSPEED TECHNOLOGIES INC COM 602682106 290 42,279 SH SOLE 1
MINE SAFETY APPLIANCES CO. COM 602720104 235 2,961 SH SOLE 1
MINERALS TECHNOLOGIES, INC. COM 603158106 2201 37,153 SH SOLE 1
MISSION WEST PROPERTIES COM 605203108 95 7,332 SH SOLE 1
MKS INSTRUMENTS, INC. COM 55306N104 356 12,273 SH SOLE 1
MOBILE MINI COM 60740F105 3759 190600 SH Sole 3
MOBILE MINI INC. COM 60740F105 123 6,218 SH SOLE 1
MOBILE TELESYSTEMS-SP ADR COM 607409109 2736 33,045 SH SOLE 1
MOBIUS MANAGEMENT SYSTEMS COM 606925105 43 3,384 SH SOLE 1
MODEM MEDIA POPPE TYSN CL A COM 607533106 1797 220000 SH Sole 3
METRO ONE TELECOMMUNICATIONS 8,723
METRO-GOLDWYN-MAYER 1,387
METROLOGIC INSTRUMENTS INC 3,404
METTLER-TOLEDO INTERNATIONAL 10,153
MFS Municipal Inc 17,700
MGE ENERGY INC 8,334
MGI PHARMA INC 14,809
MGI PHARMA INC 30,000
MGI PHARMA INC COM 239900 4600
MGIC INVESTMENT CORP. 45,430
MGM GRAND INC 1,251
MICHAELS STORES, INC. 96,495
MICREL, INC. 157,447
MICRO THERAPEUTICS INC 4,649
MICROCHIP TECHNOLOGY COM 188400 9000
MICROCHIP TECHNOLOGY, INC. 311,610
MICROMUSE INC 25,670
MICRON TECHNOLOGY, INC. 274,553
MICROS SYSTEMS, INC. 7,722
MICROSEMI CORP COM 1434100 34056
MICROSEMI CORP. 13,692
Microsoft Corp 75,000
MICROSOFT CORP 1,719,566
MICROSOFT CORP. 7,725,300
MICROSTRATEGY INC 5,007
MID ATLANTIC MED SERVICES, INC 58,138
MID STATE BANCSHARES 11,010
MID-AMERICA APT. COMMUNITIES 7,543
MIDAS, INC. 6,577
MIDDLESEX WATER CO 5,014
MIDLAND CO COM 3,341
MIDWAY GAMES INC. 12,168
MIDWEST BANC HOLDINGS INC. 5,020
MILACRON, INC. 15,873
MILLENNIUM CHEMICALS INC. 902,579
MILLENNIUM PHARMACEUTICALS 245,000
MILLENNIUM PHARMACEUTICALS, IN 483,511
MILLER HERMAN INC 41,100
MILLIPORE CORP. 22,068
MILLS CORP COM 48700
MILLS CORP. 628
MIM CORP 10,412
MINAS BUENAVENTURA-SPON ADR 55,760
MINDSPEED TECHNOLOGIES INC 42,279
MINE SAFETY APPLIANCES CO. 2,961
MINERALS TECHNOLOGIES, INC. 37,153
MISSION WEST PROPERTIES 7,332
MKS INSTRUMENTS, INC. 12,273
MOBILE MINI 190600
MOBILE MINI INC. 6,218
MOBILE TELESYSTEMS-SP ADR 33,045
MOBIUS MANAGEMENT SYSTEMS 3,384
MODEM MEDIA POPPE TYSN CL A 220000
MODINE MANUFACTURING CO. COM 607828100 1613 59,780 SH SOLE 1
MODTECH HLDGS INC COM 60783C100 31 3,640 SH SOLE 1
MOHAWK INDUSTRIES, INC. COM 608190104 6737 95,504 SH SOLE 1
MOLECULAR DEVICES CORP. COM 60851C107 123 6,453 SH SOLE 1
MOLEX, INC. COM 608554101 3277 93,934 SH SOLE 1
MONACO COACH CORP COM 60886R103 287 12,051 SH SOLE 1
MONDAVI, ROBERT CORP. CLASS A COM 609200100 171 4,410 SH SOLE 1
MONOLITHIC SYS TECHNOL COM 609842109 91 10,567 SH SOLE 1
MONRO MUFFLER BRAKE IN COM 610236101 88 4,432 SH SOLE 1
MONSANTO CO COM 61166W101 3393 117,908 SH SOLE 1
MONSANTO CO NEW COM 61166W101 9351 324,900 SH DEFINED 2
MONSTER WORLDWIDE INC COM 611742107 1113 50,694 SH SOLE 1
MONSTER WORLDWIDE INC COM 611742107 3696 168,300 SH DEFINED 2
MONSTER WORLDWIDE INC COM COM 611742107 5275 240200 SH Sole 3
MONTPELIER RE HOLDINGS LTD COM G62185106 1424 38,800 SH DEFINED 2
MONY GROUP, INC. COM 615337102 2124 67,877 SH SOLE 1
MOODY'S CORP. COM 615369105 4053 66,937 SH SOLE 1
MOOG INC. COM 615394202 355 7,193 SH SOLE 1
MORGAN STANLEY COM 617446448 27437 474,110 SH SOLE 1
MORGAN STANLEY COM 617446448 31317 541,165 SH DEFINED 2
MORGAN STANLEY DEAN WITTER & C REPO COM 568427108 50 2,655 SH SOLE 1
MOTHERS WK INC COM 619903107 47 1,929 SH SOLE 1
MOTOROLA INC COM 620076109 17195 1,222,100 SH DEFINED 2
MOTOROLA, INC. COM 620076109 17973 1,283,790 SH SOLE 1
MOVADO GROUP, INC. COM 624580106 100 3,541 SH SOLE 1
MOVIE GALLERY, INC. COM 624581104 212 11,357 SH SOLE 1
MPS GROUP INC COM 553409103 1804 192,925 SH SOLE 1
MPS GROUP INC COM COM 553409103 29850 3192472 SH Sole 3
MRO SOFTWARE COM 55347W105 122 9,007 SH SOLE 1
MRV COMMUNICATIONS, INC. COM 553477100 184 48,954 SH SOLE 1
MSC INDUSTRIAL DIRECT CO. COM 553530106 11 418 SH SOLE 1
MSC SOFTWARE CORPORATION COM 553531104 106 11,245 SH SOLE 1
M-SYSTEMS FLASH DISK PIONEER COM M7061C100 411 23,800 SH SOLE 1
MTC TECHNOLOGIES INC COM 55377A106 87 2,695 SH SOLE 1
MTC TECHNOLOGIES INC COM COM 55377A106 3203 99400 SH Sole 3
MTR GAMING GROUP INC COM 553769100 110 10,689 SH SOLE 1
MTS SYSTEMS CORP. COM 553777103 189 9,831 SH SOLE 1
MUELLER INDUSTRIES, INC. COM 624756102 555 16,154 SH SOLE 1
MULTIMEDIA GAMES INC COM 625453105 205 4,986 SH SOLE 1
MULTIMEDIA GAMES INC COM COM 625453105 3128 76100 SH Sole 3
Municipal High Income Fund COM 626214100 764 98,900 SH DEFINED 4
MUNICIPAL MORTGAGE & EQUITY COM 62624B101 1309 52,900 SH SOLE 1
MURPHY OIL CORP. COM 626717102 8606 131,776 SH SOLE 1
MUTUALFIRST FINANCIAL INC COM 62845B104 52 2,072 SH SOLE 1
MYERS INDUSTRIES, INC. COM 628464109 109 9,014 SH SOLE 1
MYKROLIS CORP COM 62852P103 244 15,200 SH SOLE 1
MYLAN LABORATORIES INC. COM 628530107 9791 387,627 SH SOLE 1
MYLAN LABS INC COM 628530107 2028 80,300 SH DEFINED 2
MYLAN LABS INC COM COM 628530107 11402 451400 SH Sole 3
MYRIAD GENETICS INC COM 62855J104 163 12,679 SH SOLE 1
NABI BIOPHARMACEUTICALS COM 629519109 268 21,120 SH SOLE 1
NABORS INDUSTRIES LTD COM G6359F103 3046 73,390 SH SOLE 1
NABORS INDUSTRIES LTD COM G6359F103 4140 99,765 SH DEFINED 2
MODINE MANUFACTURING CO. 59,780
MODTECH HLDGS INC 3,640
MOHAWK INDUSTRIES, INC. 95,504
MOLECULAR DEVICES CORP. 6,453
MOLEX, INC. 93,934
MONACO COACH CORP 12,051
MONDAVI, ROBERT CORP. CLASS A 4,410
MONOLITHIC SYS TECHNOL 10,567
MONRO MUFFLER BRAKE IN 4,432
MONSANTO CO 117,908
MONSANTO CO NEW 324,900
MONSTER WORLDWIDE INC 50,694
MONSTER WORLDWIDE INC 168,300
MONSTER WORLDWIDE INC COM 229600 10600
MONTPELIER RE HOLDINGS LTD 38,800
MONY GROUP, INC. 67,877
MOODY'S CORP. 66,937
MOOG INC. 7,193
MORGAN STANLEY 474,110
MORGAN STANLEY 541,165
MORGAN STANLEY DEAN WITTER & C REPO 2,655
MOTHERS WK INC 1,929
MOTOROLA INC 1,222,100
MOTOROLA, INC. 1,283,790
MOVADO GROUP, INC. 3,541
MOVIE GALLERY, INC. 11,357
MPS GROUP INC 192,925
MPS GROUP INC COM 3116100 76372
MRO SOFTWARE 9,007
MRV COMMUNICATIONS, INC. 48,954
MSC INDUSTRIAL DIRECT CO. 418
MSC SOFTWARE CORPORATION 11,245
M-SYSTEMS FLASH DISK PIONEER 23,800
MTC TECHNOLOGIES INC 2,695
MTC TECHNOLOGIES INC COM 99400
MTR GAMING GROUP INC 10,689
MTS SYSTEMS CORP. 9,831
MUELLER INDUSTRIES, INC. 16,154
MULTIMEDIA GAMES INC 4,986
MULTIMEDIA GAMES INC COM 76100
Municipal High Income Fund 98,900
MUNICIPAL MORTGAGE & EQUITY 52,900
MURPHY OIL CORP. 131,776
MUTUALFIRST FINANCIAL INC 2,072
MYERS INDUSTRIES, INC. 9,014
MYKROLIS CORP 15,200
MYLAN LABORATORIES INC. 387,627
MYLAN LABS INC 80,300
MYLAN LABS INC COM 432400 19000
MYRIAD GENETICS INC 12,679
NABI BIOPHARMACEUTICALS 21,120
NABORS INDUSTRIES LTD 73,390
NABORS INDUSTRIES LTD 99,765
NACCO INDUSTRIES, INC. CLASS A COM 629579103 193 2,159 SH SOLE 1
NAM TAI ELECTRS(F) COM 629865205 20230 720450 SH Sole 3
NANOMETRICS INC COM COM 630077105 3086 209800 SH Sole 3
NARA BANCORP INC COM 63080P105 121 4,380 SH SOLE 1
NASB FINL INC COM 628968109 60 1,438 SH SOLE 1
NASDAQ-100 SHARES COM 631100104 9450 259,200 SH SOLE 1
NASHFINCH CO. COM 631158102 119 5,341 SH SOLE 1
NASSDA CORP COM 63172M101 46 6,346 SH SOLE 1
NATIONAL BANKSHARES INC/VA COM 634865109 84 1,703 SH SOLE 1
NATIONAL BEVERAGE CORP. COM 635017106 28 1,696 SH SOLE 1
NATIONAL CITY CORP. COM 635405103 10117 298,080 SH SOLE 1
NATIONAL COMMERCE BANCORP. COM 63545P104 8042 294,801 SH SOLE 1
NATIONAL DATA CORP. COM 639480102 422 16,453 SH SOLE 1
NATIONAL FUEL GAS CO. COM 636180101 5485 224,419 SH SOLE 1
NATIONAL HEALTH INVESTORS, INC COM 63633D104 262 10,514 SH SOLE 1
NATIONAL HEALTH REALTY COM 635905102 57 2,914 SH SOLE 1
NATIONAL HEALTHCARE CORP COM 635906100 61 3,059 SH SOLE 1
NATIONAL INSTRS CORP COM COM 636518102 28069 617302 SH Sole 3
NATIONAL INSTRUMENTS CORP. COM 636518102 3388 74,521 SH SOLE 1
NATIONAL PENN BANCSHARES, INC. COM 637138108 328 10,210 SH SOLE 1
NATIONAL PRESTO INDUSTRIES COM 637215104 80 2,204 SH SOLE 1
NATIONAL PROCESSING INC COM 637229105 85 3,627 SH SOLE 1
NATIONAL SEMICONDUCTOR COM COM 637640103 556 14100 SH Sole 3
NATIONAL SEMICONDUCTOR CORP. COM 637640103 4978 126,318 SH SOLE 1
NATIONAL WESTERN LIFE INS. CO. CLASS COM 638522102 157 1,012 SH SOLE 1
NATIONAL-OILWELL, INC. COM 637071101 4594 205,470 SH SOLE 1
NATIONWIDE FINANCIAL COM 638612101 32 974 SH SOLE 1
NATIONWIDE HEALTH PPTY COM COM 638620104 1912 97800 SH Sole 3
NATIONWIDE HEALTH PROPERTIES COM 638620104 539 27,591 SH SOLE 1
NATURES SUNSHINE PRODUCTS, INC COM 639027101 39 4,598 SH SOLE 1
NAUTILUS GROUP INC COM 63910B102 188 13,385 SH SOLE 1
NAVIGANT CONSULTING CO. COM 63935N107 396 20,976 SH SOLE 1
NAVIGANT INTERNATIONAL, INC. COM 63935R108 82 5,907 SH SOLE 1
NAVIGATORS GROUP INC COM 638904102 84 2,714 SH SOLE 1
NAVIGATORS GROUP INC COM COM 638904102 559 18100 SH Sole 3
NAVISTAR INTERNATIONAL CORP. COM 63934E108 1475 30,810 SH SOLE 1
NBC CAPITAL CORP COM 628729105 84 3,140 SH SOLE 1
NBT BANCORP, INC. COM 628778102 326 15,212 SH SOLE 1
NBTY INC COM COM 628782104 17924 667308 SH Sole 3
NBTY, INC. COM 628782104 652 24,267 SH SOLE 1
NCI BUILDING SYSTEMS, INC. COM 628852105 210 8,790 SH SOLE 1
NCO GROUP, INC. COM 628858102 194 8,522 SH SOLE 1
NCR CORP. COM 62886E108 1648 42,478 SH SOLE 1
NECTAR THERAPEUTICS COM 640268108 302 22,200 SH SOLE 1
NEIGHBORCARE INC COM 64015Y104 223 11,312 SH SOLE 1
NEIMAN MARCUS GROUP INC CL A COM 640204202 3763 70,116 SH SOLE 1
NELNET INC COM 64031N108 1277 57,000 SH DEFINED 2
NEOFORMA INC COM 640475505 39 3,665 SH SOLE 1
NEOPHARM INC COM 640919106 111 6,114 SH SOLE 1
NEOSE TECHNOLOGIES, INC. COM 640522108 70 7,568 SH SOLE 1
NEOWARE SYSTEMS INC COM 64065P102 101 7,341 SH SOLE 1
NET2PHONE, INC. COM 64108N106 97 14,297 SH SOLE 1
NETBANK INC COM 640933107 303 22,711 SH SOLE 1
NACCO INDUSTRIES, INC. CLASS A 2,159
NAM TAI ELECTRS(F) 693740 26710
NANOMETRICS INC COM 209800
NARA BANCORP INC 4,380
NASB FINL INC 1,438
NASDAQ-100 SHARES 259,200
NASHFINCH CO. 5,341
NASSDA CORP 6,346
NATIONAL BANKSHARES INC/VA 1,703
NATIONAL BEVERAGE CORP. 1,696
NATIONAL CITY CORP. 298,080
NATIONAL COMMERCE BANCORP. 294,801
NATIONAL DATA CORP. 16,453
NATIONAL FUEL GAS CO. 224,419
NATIONAL HEALTH INVESTORS, INC 10,514
NATIONAL HEALTH REALTY 2,914
NATIONAL HEALTHCARE CORP 3,059
NATIONAL INSTRS CORP COM 591300 26002
NATIONAL INSTRUMENTS CORP. 74,521
NATIONAL PENN BANCSHARES, INC. 10,210
NATIONAL PRESTO INDUSTRIES 2,204
NATIONAL PROCESSING INC 3,627
NATIONAL SEMICONDUCTOR COM 14100
NATIONAL SEMICONDUCTOR CORP. 126,318
NATIONAL WESTERN LIFE INS. CO. CLASS 1,012
NATIONAL-OILWELL, INC. 205,470
NATIONWIDE FINANCIAL 974
NATIONWIDE HEALTH PPTY COM 97800
NATIONWIDE HEALTH PROPERTIES 27,591
NATURES SUNSHINE PRODUCTS, INC 4,598
NAUTILUS GROUP INC 13,385
NAVIGANT CONSULTING CO. 20,976
NAVIGANT INTERNATIONAL, INC. 5,907
NAVIGATORS GROUP INC 2,714
NAVIGATORS GROUP INC COM 18100
NAVISTAR INTERNATIONAL CORP. 30,810
NBC CAPITAL CORP 3,140
NBT BANCORP, INC. 15,212
NBTY INC COM 632400 34908
NBTY, INC. 24,267
NCI BUILDING SYSTEMS, INC. 8,790
NCO GROUP, INC. 8,522
NCR CORP. 42,478
NECTAR THERAPEUTICS 22,200
NEIGHBORCARE INC 11,312
NEIMAN MARCUS GROUP INC CL A 70,116
NELNET INC 57,000
NEOFORMA INC 3,665
NEOPHARM INC 6,114
NEOSE TECHNOLOGIES, INC. 7,568
NEOWARE SYSTEMS INC 7,341
NET2PHONE, INC. 14,297
NETBANK INC 22,711
NETEGRITY, INC. COM 64110P107 122 11,999 SH SOLE 1
NETFLIX COM INC COM COM 64110L106 21962 401574 SH Sole 3
NETFLIX.COM INC COM 64110L106 275 5,023 SH SOLE 1
NETGEAR INC COM 64111Q104 3026 189,225 SH SOLE 1
NETIQ CORP. COM 64115P102 332 25,049 SH SOLE 1
NETRATINGS INC COM 64116M108 54 4,732 SH SOLE 1
NETSCOUT SYSTEMS INC COM 64115T104 69 9,032 SH SOLE 1
NETSCREEN TECHNOLOGIES COM COM 64117V107 25202 1018274 SH Sole 3
NETSCREEN TECHNOLOGIES INC COM 64117V107 64 2,594 SH SOLE 1
NETSCREEN TECHNOLOGIES INS COM 64117V107 9952 402,100 SH DEFINED 2
NETWORK APPLIANCE INC COM 64120L104 1267 61,700 SH DEFINED 2
NETWORK APPLIANCE, INC. COM 64120L104 3737 182,806 SH SOLE 1
Network Associates Inc COM 640938106 752 50,000 SH DEFINED 4
NETWORK EQUIPMENT TECH. COM 641208103 117 10,621 SH SOLE 1
NETWORKS ASSOCIATES, INC. COM 640938106 3498 232,576 SH SOLE 1
NEUROCRINE BIOSCIENCES INC COM 64125C109 3392 62,200 SH DEFINED 2
NEUROCRINE BIOSCIENCES, INC. COM 64125C109 31 568 SH SOLE 1
NEW CENTURY FINANCIAL CORP COM 64352D101 529 13,345 SH SOLE 1
NEW ENGLAND BUSINESS SERVICE COM 643872104 140 4,740 SH SOLE 1
NEW JERSEY RESOURCES CORP. COM 646025106 490 12,729 SH SOLE 1
NEW PLAN EXCEL REALTY TRUST COM 648053106 7417 300,650 SH SOLE 1
NEW YORK COMMUNITY BANCORP INC COM 649445103 10549 277,232 SH SOLE 1
NEW YORK TIMES CO. CLASS A COM 650111107 3214 67,263 SH SOLE 1
NEWCASTLE INVESTMENT CORP COM 65105M108 349 12,868 SH SOLE 1
NEWELL RUBBERMAID, INC. COM 651229106 2828 124,200 SH SOLE 1
NEWFIELD EXPLORATION COM 651290108 36 802 SH SOLE 1
NEWFOCUS, INC. COM 644383101 132 26,362 SH SOLE 1
NEWMONT MINING CORP HLDG CO COM 651639106 9230 189,870 SH SOLE 1
NEWPARK RESOURCES, INC. COM 651718504 163 34,067 SH SOLE 1
NEWPORT CORP COM 651824104 1222 73,545 SH SOLE 1
NEWS CORP LTD COM 652487802 654 21,636 SH DEFINED 2
NEWS CORP LTD ADR COM 652487802 2 SH SOLE 1
NEWS CORP., LTD. SPON-ADR COM 652487703 10115 280,200 SH SOLE 1
NEWTEK BUSINESS SERVICES INC COM 652526104 7011 1,010,284 SH SOLE 1
NEXEN COM 65334H102 3413 94,000 SH OTHER 1
NEXTEL COMMUNICATIONS CL A COM 65332V103 2618 93300 SH Sole 3
NEXTEL COMMUNICATIONS INC COM 65332V103 34721 1,363,100 SH DEFINED 2
NEXTEL COMMUNICATIONS, INC. CLASS A COM 65332V103 51113 1,821,570 SH SOLE 1
NEXTEL PARTNERS INC COM 65333F107 693 51,559 SH SOLE 1
NIC INC COM 62914B100 111 13,827 SH SOLE 1
NICOR, INC. COM 654086107 8716 256,045 SH SOLE 1
NII HOLDINGS INC-CL B COM 62913F201 466 6,244 SH SOLE 1
NIKE INC CLASS B COM 654106103 161 2,350 SH DEFINED 2
NIKE, INC. CLASS B COM 654106103 7987 116,660 SH SOLE 1
NISOURCE, INC. COM 65473P105 3193 145,517 SH SOLE 1
NITCHES INC COM 65476M109 57 14,001 SH SOLE 1
NL INDUSTRIES, INC. COM 629156407 40 3,447 SH SOLE 1
NN INC COM 629337106 63 5,003 SH SOLE 1
NOBLE CORPORATION COM G65422100 2078 58,090 SH SOLE 1
NOBLE ENERGYINC COM 655044105 3629 81,670 SH SOLE 1
NOKIA CORP COM 654902204 5916 348,000 SH DEFINED 2
NOKIA CORP (ADR) COM 654902204 840 49400 SH Sole 3
NOLAND CO COM 655286102 13 305 SH SOLE 1
NETEGRITY, INC. 11,999
NETFLIX COM INC COM 386100 15474
NETFLIX.COM INC 5,023
NETGEAR INC 189,225
NETIQ CORP. 25,049
NETRATINGS INC 4,732
NETSCOUT SYSTEMS INC 9,032
NETSCREEN TECHNOLOGIES COM 973100 45174
NETSCREEN TECHNOLOGIES INC 2,594
NETSCREEN TECHNOLOGIES INS 402,100
NETWORK APPLIANCE INC 61,700
NETWORK APPLIANCE, INC. 182,806
Network Associates Inc 50,000
NETWORK EQUIPMENT TECH. 10,621
NETWORKS ASSOCIATES, INC. 232,576
NEUROCRINE BIOSCIENCES INC 62,200
NEUROCRINE BIOSCIENCES, INC. 568
NEW CENTURY FINANCIAL CORP 13,345
NEW ENGLAND BUSINESS SERVICE 4,740
NEW JERSEY RESOURCES CORP. 12,729
NEW PLAN EXCEL REALTY TRUST 300,650
NEW YORK COMMUNITY BANCORP INC 277,232
NEW YORK TIMES CO. CLASS A 67,263
NEWCASTLE INVESTMENT CORP 12,868
NEWELL RUBBERMAID, INC. 124,200
NEWFIELD EXPLORATION 802
NEWFOCUS, INC. 26,362
NEWMONT MINING CORP HLDG CO 189,870
NEWPARK RESOURCES, INC. 34,067
NEWPORT CORP 73,545
NEWS CORP LTD 21,636
NEWS CORP LTD ADR 2
NEWS CORP., LTD. SPON-ADR 280,200
NEWTEK BUSINESS SERVICES INC 1,010,284
NEXEN 0 94,000
NEXTEL COMMUNICATIONS CL A 93300
NEXTEL COMMUNICATIONS INC 1,363,100
NEXTEL COMMUNICATIONS, INC. CLASS A 1,821,570
NEXTEL PARTNERS INC 51,559
NIC INC 13,827
NICOR, INC. 256,045
NII HOLDINGS INC-CL B 6,244
NIKE INC CLASS B 2,350
NIKE, INC. CLASS B 116,660
NISOURCE, INC. 145,517
NITCHES INC 14,001
NL INDUSTRIES, INC. 3,447
NN INC 5,003
NOBLE CORPORATION 58,090
NOBLE ENERGYINC 81,670
NOKIA CORP 348,000
NOKIA CORP (ADR) 49400
NOLAND CO 305
NORDSON CORP. COM 655663102 2086 60,284 SH SOLE 1
NORDSTROM INC COM COM 655664100 11878 346300 SH Sole 3
NORDSTROM, INC. COM 655664100 2100 61,227 SH SOLE 1
NORFOLK SOUTHERN CORP. COM 655844108 5168 218,506 SH SOLE 1
NORTEL NETWORKS CORP COM 656568102 11 2,680 SH DEFINED 2
NORTH COAST ENERGY INC COM 658649702 11 1,024 SH SOLE 1
NORTH FORK BANCORPORATION INC. COM 659424105 2772 68,487 SH SOLE 1
NORTH PITTSBURGH SYSTEMS COM 661562108 137 7,042 SH SOLE 1
NORTHEAST UTILITIES COM 664397106 3882 192,448 SH SOLE 1
NORTHERN STATES FINL CORP COM 665751103 39 1,361 SH SOLE 1
NORTHERN TRUST CORP. COM 665859104 4577 98,903 SH SOLE 1
NORTHROP GRUMMAN CORP COM 666807102 16003 167,400 SH DEFINED 2
NORTHROP GRUMMAN CORP. COM 666807102 8184 85,610 SH SOLE 1
NORTHWEST AIRLINES CORP CL-A COM 667280101 363 28,727 SH SOLE 1
NORTHWEST BANCORP INC. COM 667328108 110 5,168 SH SOLE 1
NORTHWEST NATURAL GAS CO. COM 667655104 370 12,042 SH SOLE 1
NOVASTAR FINL INC COM 669947400 4596 106,985 SH SOLE 1
NOVELL, INC . COM 670006105 1772 168,303 SH SOLE 1
NOVELLUS SYS INC COM 670008101 6560 156,000 SH DEFINED 2
NOVELLUS SYS INC COM COM 670008101 7556 179700 SH Sole 3
NOVELLUS SYSTEMS, INC. COM 670008101 3370 80,141 SH SOLE 1
NOVEN PHARMACEUTICALS, INC. COM 670009109 144 9,499 SH SOLE 1
NOVOSTE CORPORATION COM 67010C100 37 7,664 SH SOLE 1
NPS PHARMACEUTICALS INC. COM 62936P103 426 13,887 SH SOLE 1
NS GROUP, INC. COM 628916108 67 6,879 SH SOLE 1
NSTAR COM 67019E107 3701 76,301 SH SOLE 1
NTL INC COM 62940M104 393 5,632 SH SOLE 1
NU SKIN ENTERPRISES, INC. CLASS A COM 67018T105 223 13,030 SH SOLE 1
NUANCE COMMUNICATIONS, INC. COM 669967101 20 2,601 SH SOLE 1
NUCOR CORP. COM 670346105 1980 35,360 SH SOLE 1
NUEVO ENERGY CO. COM 670509108 199 8,228 SH SOLE 1
NUI CORPORATION COM 629431107 121 7,518 SH SOLE 1
NUTRACEUTICAL INTL CP COM COM 67060Y101 2233 202600 SH Sole 3
NUVEEN INVESTMENTS INC COM 67090F106 10 385 SH SOLE 1
NUVELO INC COM 67072M103 138 39,388 SH SOLE 1
NUVELO INC COM 67072M103 1995 575,000 SH DEFINED 2
NVIDIA CORP COM 67066G104 2021 87,130 SH SOLE 1
NVR, INC. COM 62944T105 52 111 SH SOLE 1
NYFIX INC COM 670712108 97 12,279 SH SOLE 1
NYMAGIC, INC. COM 629484106 28 1,010 SH SOLE 1
O2MICRO INTL LTD ORD COM G6797E106 3584 160000 SH Sole 3
OAK HILL FINANCIAL INC COM 671337103 46 1,544 SH SOLE 1
OAKLEY INC. COM 673662102 161 11,627 SH SOLE 1
OCCIDENTAL PETROLEUM CORP. COM 674599105 7050 166,910 SH SOLE 1
OCEANEERING INTERNATIONAL, INC COM 675232102 296 10,554 SH SOLE 1
OCEANFIRST FINANCIAL CORP COM 675234108 80 2,944 SH SOLE 1
O'CHARLEY'S INC. COM 670823103 168 9,371 SH SOLE 1
OCTEL CORP. COM 675727101 92 4,690 SH SOLE 1
OCULAR SCIENCES, INC. COM 675744106 253 8,812 SH SOLE 1
OCWEN FINANCIAL CORP. COM 675746101 162 18,328 SH SOLE 1
ODYSSEY HEALTHCARE INC COM 67611V101 445 15,097 SH SOLE 1
ODYSSEY HEALTHCARE INC COM 67611V101 11419 390275 SH Sole 3
ODYSSEY RE HLDGS CORP COM 67612W108 4 199 SH SOLE 1
NORDSON CORP. 60,284
NORDSTROM INC COM 330000 16300
NORDSTROM, INC. 61,227
NORFOLK SOUTHERN CORP. 218,506
NORTEL NETWORKS CORP 2,680
NORTH COAST ENERGY INC 1,024
NORTH FORK BANCORPORATION INC. 68,487
NORTH PITTSBURGH SYSTEMS 7,042
NORTHEAST UTILITIES 192,448
NORTHERN STATES FINL CORP 1,361
NORTHERN TRUST CORP. 98,903
NORTHROP GRUMMAN CORP 167,400
NORTHROP GRUMMAN CORP. 85,610
NORTHWEST AIRLINES CORP CL-A 28,727
NORTHWEST BANCORP INC. 5,168
NORTHWEST NATURAL GAS CO. 12,042
NOVASTAR FINL INC 106,985
NOVELL, INC . 168,303
NOVELLUS SYS INC 156,000
NOVELLUS SYS INC COM 171300 8400
NOVELLUS SYSTEMS, INC. 80,141
NOVEN PHARMACEUTICALS, INC. 9,499
NOVOSTE CORPORATION 7,664
NPS PHARMACEUTICALS INC. 13,887
NS GROUP, INC. 6,879
NSTAR 76,301
NTL INC 5,632
NU SKIN ENTERPRISES, INC. CLASS A 13,030
NUANCE COMMUNICATIONS, INC. 2,601
NUCOR CORP. 35,360
NUEVO ENERGY CO. 8,228
NUI CORPORATION 7,518
NUTRACEUTICAL INTL CP COM 202600
NUVEEN INVESTMENTS INC 385
NUVELO INC 39,388
NUVELO INC 575,000
NVIDIA CORP 87,130
NVR, INC. 111
NYFIX INC 12,279
NYMAGIC, INC. 1,010
O2MICRO INTL LTD ORD 160000
OAK HILL FINANCIAL INC 1,544
OAKLEY INC. 11,627
OCCIDENTAL PETROLEUM CORP. 166,910
OCEANEERING INTERNATIONAL, INC 10,554
OCEANFIRST FINANCIAL CORP 2,944
O'CHARLEY'S INC. 9,371
OCTEL CORP. 4,690
OCULAR SCIENCES, INC. 8,812
OCWEN FINANCIAL CORP. 18,328
ODYSSEY HEALTHCARE INC 15,097
ODYSSEY HEALTHCARE INC 383075 7200
ODYSSEY RE HLDGS CORP 199
OFFICE DEPOT, INC. COM 676220106 2352 140,766 SH SOLE 1
OFFSHORE LOGISTICS, INC. COM 676255102 214 8,746 SH SOLE 1
OGE ENERGY CORP. COM 670837103 8585 354,906 SH SOLE 1
OHIO CASUALTY CORP. COM 677240103 1960 112,892 SH SOLE 1
OIL STATES INTERNATIONAL INC COM 678026105 166 11,898 SH SOLE 1
OLD DOMINION FGHT LINE COM COM 679580100 3376 99050 SH Sole 3
OLD DOMINION FREIGHT LINE COM 679580100 178 5,230 SH SOLE 1
OLD NATL BANCORP COM 680033107 26 1,124 SH SOLE 1
OLD POINT FINANCIAL CORP COM 680194107 37 1,161 SH SOLE 1
OLD REPUBLIC INTL CORP. COM 680223104 9814 387,005 SH SOLE 1
OLD SECOND BANCORP INC COM 680277100 158 3,194 SH SOLE 1
OLIN CORP. COM 680665205 2179 108,635 SH SOLE 1
OM GROUP INC COM 670872100 348 13,306 SH SOLE 1
OM GROUP INC COM COM 670872100 9145 349196 SH Sole 3
OMEGA FINANCIAL CORP. COM 682092101 145 3,809 SH SOLE 1
OMEGA HEALTHCARE INVESTORS COM 681936100 69 7,408 SH SOLE 1
OMEGA PROTEIN CORP COM 68210P107 22 2,819 SH SOLE 1
OMNICARE INC COM COM 681904108 12711 314700 SH Sole 3
OMNICARE, INC. COM 681904108 5947 147,240 SH SOLE 1
OMNICELL INC COM 68213N109 110 6,788 SH SOLE 1
OMNICOM GROUP, INC. COM 681919106 7171 82,110 SH SOLE 1
OMNIVISION TECHNOLOGIE COM 682128103 613 11,101 SH SOLE 1
OMNIVISION TECHNOLOGIE COM COM 682128103 31890 577202 SH Sole 3
OMNOVA SOLUTIONS COM 682129101 74 15,440 SH SOLE 1
ON SEMICONDUCTOR CORP COM COM 682189105 15059 2334732 SH Sole 3
ON SEMICONDUCTOR CORPORATION COM 682189105 104 16,052 SH SOLE 1
ONEIDA FINANCIAL CORP COM 682478102 17 785 SH SOLE 1
ONEIDA LTD. COM 682505102 40 6,789 SH SOLE 1
ONEOK, INC. COM 682680103 3321 150,415 SH SOLE 1
ONYX PHARMACEUTICALS INC COM 683399109 388 13,760 SH SOLE 1
OPEN TEXT COM 683715106 10078 525694 SH Sole 3
OPENWAVE SYSTEMS INC. COM 683718308 313 28,499 SH SOLE 1
OPLINK COMMUNICATIONS INC COM 68375Q106 114 47,735 SH SOLE 1
OPNET TECHNOLOGIES COM 683757108 84 5,130 SH SOLE 1
OPNET TECHNOLOGIES INC COM COM 683757108 1350 82000 SH Sole 3
OPSWARE INC COM 68383A101 166 22,440 SH SOLE 1
OPTICAL COMMUNICATION PROD COM 68382T101 27 7,384 SH SOLE 1
OPTION CARE INC COM 683948103 64 5,999 SH SOLE 1
ORACLE CORP. COM 68389X105 75457 5,703,500 SH SOLE 1
ORASURE TECHNOLOGIES INC COM 68554V108 145 18,154 SH SOLE 1
ORBITAL SCIENCES CORP. COM 685564106 726 60,408 SH SOLE 1
O'REILLY AUTOMOTIVE, INC. COM 686091109 3004 77,894 SH SOLE 1
ORIENTAL FINANCIAL GROUP COM 68618W100 172 6,684 SH SOLE 1
ORLEANS HOMEBUILDERS INC COM 686588104 22 774 SH SOLE 1
ORTHODONTIC CENTERS OF AMERICA COM 68750P103 190 23,574 SH SOLE 1
ORTHOLOGIC CORP COM 68750J107 95 15,434 SH SOLE 1
OSHKOSH B'GOSH, INC. CLASS A COM 688222207 79 3,692 SH SOLE 1
OSHKOSH TRUCK CORP CL B COM 688239201 728 14,259 SH SOLE 1
OSI PHARMACEUTICALS COM 671040103 586 18,180 SH SOLE 1
OSI SYSTEMS INC COM 671044105 116 6,060 SH SOLE 1
OSTEOTECH, INC. COM 688582105 63 7,175 SH SOLE 1
OTTER TAIL POWER CO. COM 689648103 322 12,052 SH SOLE 1
OUTBACK STEAKHOUSE INC. COM 689899102 4757 107,594 SH SOLE 1
OFFICE DEPOT, INC. 140,766
OFFSHORE LOGISTICS, INC. 8,746
OGE ENERGY CORP. 354,906
OHIO CASUALTY CORP. 112,892
OIL STATES INTERNATIONAL INC 11,898
OLD DOMINION FGHT LINE COM 99050
OLD DOMINION FREIGHT LINE 5,230
OLD NATL BANCORP 1,124
OLD POINT FINANCIAL CORP 1,161
OLD REPUBLIC INTL CORP. 387,005
OLD SECOND BANCORP INC 3,194
OLIN CORP. 108,635
OM GROUP INC 13,306
OM GROUP INC COM 327300 21896
OMEGA FINANCIAL CORP. 3,809
OMEGA HEALTHCARE INVESTORS 7,408
OMEGA PROTEIN CORP 2,819
OMNICARE INC COM 299700 15000
OMNICARE, INC. 147,240
OMNICELL INC 6,788
OMNICOM GROUP, INC. 82,110
OMNIVISION TECHNOLOGIE 11,101
OMNIVISION TECHNOLOGIE COM 556100 21102
OMNOVA SOLUTIONS 15,440
ON SEMICONDUCTOR CORP COM 2235000 99732
ON SEMICONDUCTOR CORPORATION 16,052
ONEIDA FINANCIAL CORP 785
ONEIDA LTD. 6,789
ONEOK, INC. 150,415
ONYX PHARMACEUTICALS INC 13,760
OPEN TEXT 505600 20094
OPENWAVE SYSTEMS INC. 28,499
OPLINK COMMUNICATIONS INC 47,735
OPNET TECHNOLOGIES 5,130
OPNET TECHNOLOGIES INC COM 82000
OPSWARE INC 22,440
OPTICAL COMMUNICATION PROD 7,384
OPTION CARE INC 5,999
ORACLE CORP. 5,703,500
ORASURE TECHNOLOGIES INC 18,154
ORBITAL SCIENCES CORP. 60,408
O'REILLY AUTOMOTIVE, INC. 77,894
ORIENTAL FINANCIAL GROUP 6,684
ORLEANS HOMEBUILDERS INC 774
ORTHODONTIC CENTERS OF AMERICA 23,574
ORTHOLOGIC CORP 15,434
OSHKOSH B'GOSH, INC. CLASS A 3,692
OSHKOSH TRUCK CORP CL B 14,259
OSI PHARMACEUTICALS 18,180
OSI SYSTEMS INC 6,060
OSTEOTECH, INC. 7,175
OTTER TAIL POWER CO. 12,052
OUTBACK STEAKHOUSE INC. 107,594
OVERLAND STORAGE INC COM 690310107 83 4,410 SH SOLE 1
OVERSEAS SHIPHOLDING GROUP COM 690368105 1972 57,921 SH SOLE 1
OVERSTOCK.COM COM 690370101 82 4,141 SH SOLE 1
OWENS & MINOR, INC. COM 690732102 378 17,253 SH SOLE 1
OWENS-ILLINOIS, INC. COM 690768403 20 1,694 SH SOLE 1
OXFORD HEALTH PLANS, INC. COM 691471106 5080 116,779 SH SOLE 1
OXFORD INDS INC. COM 691497309 184 5,440 SH SOLE 1
P A M TRANSN SVCS INC COM 693149106 57 2,675 SH SOLE 1
P G & E CORP. COM 69331C108 5179 186,509 SH SOLE 1
P. F. CHANGS CHINA BISTRO INC. COM 69333Y108 604 11,866 SH SOLE 1
PAB BANKSHARES INC COM 69313P101 51 3,310 SH SOLE 1
PACCAR, INC COM 693718108 15686 184,279 SH SOLE 1
PACER INTERNATIONAL INC COM 69373H106 214 10,596 SH SOLE 1
PACIFIC CAPITAL BANCORP COM 69404P101 594 16,133 SH SOLE 1
PACIFIC SUNWEAR OF CALIFORNIA COM 694873100 702 33,290 SH SOLE 1
PACIFIC UN BK CALIF COM 695025106 48 1,875 SH SOLE 1
PACIFICARE HEALTH SYSTEMS INC CLASS A COM 695112102 4053 59,956 SH SOLE 1
PACKAGING CORP OF AMERICA COM 695156109 3297 150,821 SH SOLE 1
PACKETEER INC COM COM 695210104 9757 574600 SH Sole 3
PACKETEER, INC COM 695210104 184 10,857 SH SOLE 1
PACTIV CORPORATION COM 695257105 1702 71,200 SH SOLE 1
PAIN THERAPEUTICS INC COM 69562K100 75 10,820 SH SOLE 1
PALATIN TECHNOLOGIES INC COM 696077304 52 20,961 SH SOLE 1
PALL CORP COM 696429307 1515 56,455 SH SOLE 1
PALM HARBOR HOMES, INC COM 696639103 141 8,067 SH SOLE 1
PALMONE INC COM 69713P107 204 17,342 SH SOLE 1
PALMSOURCE INC COM 697154102 101 4,626 SH SOLE 1
PAN PACIFIC RETAIL COM COM 69806L104 1825 38300 SH Sole 3
PAN PACIFIC RETAIL PROPERTIES COM 69806L104 33 694 SH SOLE 1
PANAMSAT CORP COM 697933109 329 15,252 SH SOLE 1
PANERA BREAD COMPANY CL A COM 69840W108 518 13,117 SH SOLE 1
PANTRY INC COM 698657103 57 2,490 SH SOLE 1
PAPA JOHNS INTERNATIONAL, INC COM 698813102 176 5,283 SH SOLE 1
PARAMETRIC TECHNOLOGY CORP. COM 699173100 852 216,333 SH SOLE 1
PAREXEL INTERNATIONAL CORP. COM 699462107 198 12,188 SH SOLE 1
PARK ELECTROCHEMICAL CORP. COM 700416209 217 8,180 SH SOLE 1
PARK NATIONAL CORP. COM 700658107 20 177 SH SOLE 1
PARK PLACE ENTERTAINMENT COM 700690100 4717 435,569 SH SOLE 1
PARKER DRILLING CO. COM 701081101 106 41,717 SH SOLE 1
PARKER HANNIFIN CORP COM 701094104 2374 39,900 SH DEFINED 2
PARKER HANNIFIN CORP. COM 701094104 4126 69,345 SH SOLE 1
PARKVALE FINL CORP COM 701492100 53 1,963 SH SOLE 1
PARKWAY PPTYS INC COM COM 70159Q104 266 6400 SH Sole 3
PARKWAY PROPERTIES, INC. COM 70159Q104 194 4,674 SH SOLE 1
PARTNERS TRUST FINCL G COM 70213A103 105 3,086 SH SOLE 1
PARTY CITY CORP COM 702145103 65 5,008 SH SOLE 1
PATHMARK STORES INC COM 70322A101 96 12,686 SH SOLE 1
PATINA OIL & GAS CORP COM 703224105 688 14,051 SH SOLE 1
PATINA OIL & GAS CORP COM COM 703224105 23576 481250 SH Sole 3
PATRIOT BANK CORP COM 70335P103 92 3,222 SH SOLE 1
PATTERSON DENTAL CO. COM 703412106 6592 103,011 SH SOLE 1
PATTERSON UTI ENERGY INC COM 703481101 6354 193,000 SH DEFINED 2
PATTERSON-UTI ENERGY INC COM 703481101 4041 122,729 SH SOLE 1
OVERLAND STORAGE INC 4,410
OVERSEAS SHIPHOLDING GROUP 57,921
OVERSTOCK.COM 4,141
OWENS & MINOR, INC. 17,253
OWENS-ILLINOIS, INC. 1,694
OXFORD HEALTH PLANS, INC. 116,779
OXFORD INDS INC. 5,440
P A M TRANSN SVCS INC 2,675
P G & E CORP. 186,509
P. F. CHANGS CHINA BISTRO INC. 11,866
PAB BANKSHARES INC 3,310
PACCAR, INC 184,279
PACER INTERNATIONAL INC 10,596
PACIFIC CAPITAL BANCORP 16,133
PACIFIC SUNWEAR OF CALIFORNIA 33,290
PACIFIC UN BK CALIF 1,875
PACIFICARE HEALTH SYSTEMS INC CLASS A 59,956
PACKAGING CORP OF AMERICA 150,821
PACKETEER INC COM 568300 6300
PACKETEER, INC 10,857
PACTIV CORPORATION 71,200
PAIN THERAPEUTICS INC 10,820
PALATIN TECHNOLOGIES INC 20,961
PALL CORP 56,455
PALM HARBOR HOMES, INC 8,067
PALMONE INC 17,342
PALMSOURCE INC 4,626
PAN PACIFIC RETAIL COM 38300
PAN PACIFIC RETAIL PROPERTIES 694
PANAMSAT CORP 15,252
PANERA BREAD COMPANY CL A 13,117
PANTRY INC 2,490
PAPA JOHNS INTERNATIONAL, INC 5,283
PARAMETRIC TECHNOLOGY CORP. 216,333
PAREXEL INTERNATIONAL CORP. 12,188
PARK ELECTROCHEMICAL CORP. 8,180
PARK NATIONAL CORP. 177
PARK PLACE ENTERTAINMENT 435,569
PARKER DRILLING CO. 41,717
PARKER HANNIFIN CORP 39,900
PARKER HANNIFIN CORP. 69,345
PARKVALE FINL CORP 1,963
PARKWAY PPTYS INC COM 6400
PARKWAY PROPERTIES, INC. 4,674
PARTNERS TRUST FINCL G 3,086
PARTY CITY CORP 5,008
PATHMARK STORES INC 12,686
PATINA OIL & GAS CORP 14,051
PATINA OIL & GAS CORP COM 466400 14850
PATRIOT BANK CORP 3,222
PATTERSON DENTAL CO. 103,011
PATTERSON UTI ENERGY INC 193,000
PATTERSON-UTI ENERGY INC 122,729
PAXAR CORP. COM 704227107 175 13,052 SH SOLE 1
PAXSON COMMUNICATIONS CORP. COM 704231109 53 13,889 SH SOLE 1
PAYCHEX INC COM 704326107 6363 171,050 SH DEFINED 2
PAYCHEX, INC. COM 704326107 7035 189,100 SH SOLE 1
PAYLESS SHOESOURCE, INC. COM 704379106 1727 128,902 SH SOLE 1
PC CONNECTION INC COM 69318J100 26 3,118 SH SOLE 1
PC-TEL INC. COM 69325Q105 99 9,218 SH SOLE 1
PDF SOLUTIONS INC COM 693282105 101 6,773 SH SOLE 1
PEABODY ENERGY CORP COM 704549104 3243 77,756 SH SOLE 1
PEABODY ENERGY CORP COM COM 704549104 20464 490636 SH Sole 3
PEAPACK-GLADSTONE FINL COM 704699107 100 3,236 SH SOLE 1
PEC SOLUTIONS INC COM 705107100 68 4,010 SH SOLE 1
PEDIATRIX MEDICAL GROUP COM 705324101 612 11,110 SH SOLE 1
PEETS COFFEE & TEA INC COM 705560100 86 4,939 SH SOLE 1
PEGASUS COMMUNICATIONS CORP COM 705904605 42 1,495 SH SOLE 1
PEGASUS SOLUTIONS INC. COM 705906105 122 11,632 SH SOLE 1
PEGASYSTEMS INC COM 705573103 39 4,517 SH SOLE 1
PEMSTAR INC COM 706552106 45 13,707 SH SOLE 1
PENN ENGINERRING & MFG CORP COM 707389300 91 4,802 SH SOLE 1
PENN NATIONAL GAMING, INC. COM 707569109 337 14,558 SH SOLE 1
PENN VIRGINIA CORPORATION COM 707882106 189 3,400 SH SOLE 1
PENN-AMERICA GROUP INC COM 707247102 57 4,321 SH SOLE 1
PENNFED FINANCIAL SVCS INC COM 708167101 59 1,764 SH SOLE 1
PENNROCK FINL SVCS COR COM 708352109 114 3,656 SH SOLE 1
PENNS WOODS BANCORP INC COM 708430103 73 1,564 SH SOLE 1
PENNSYLVANIA REAL ESTATE INV. COM 709102107 493 13,585 SH SOLE 1
PENTAIR INC. COM 709631105 3248 71,063 SH SOLE 1
PENWEST PHARMACEUTICALS CO COM 709754105 131 7,570 SH SOLE 1
PEOPLES BANCORP INC COM 709789101 148 5,005 SH SOLE 1
PEOPLES BANK COM 710198102 13 406 SH SOLE 1
PEOPLES ENERGY CORP. COM 711030106 5244 124,745 SH SOLE 1
PEOPLES HOLDING COMPANY COM 711148106 128 3,876 SH SOLE 1
PEOPLESOFT INC COM 712713106 7173 314600 SH Sole 3
PEOPLESOFT, INC. COM 712713106 4718 207,009 SH SOLE 1
PEP BOYS-MANNY, MOE & JACK COM 713278109 518 22,655 SH SOLE 1
PEPCO HOLDINGS INC COM 713291102 4815 246,424 SH SOLE 1
PEPSI BOTTLING COM 713409100 2924 120,917 SH SOLE 1
PEPSIAMERICAS INC COM 71343P200 3527 206,023 SH SOLE 1
Pepsico COM 713448108 1,399 30,000 SH DEFINED 4
PEPSICO INC COM 713448108 10093 216,505 SH DEFINED 2
PEPSICO, INC. COM 713448108 37002 793,700 SH SOLE 1
PEREGRINE PHARMACEUTICALS INC COM 713661106 123 55,780 SH SOLE 1
PERFORMANCE FOOD GROUP CO. COM 713755106 31 851 SH SOLE 1
PERFORMANCE TECH INC COM COM 71376K102 6648 466500 SH Sole 3
PERICOM SEMICONDUCTOR CORP COM 713831105 106 9,784 SH SOLE 1
PERINI CORP COM 713839108 43129 4,713,571 SH SOLE 1
PERKINELMER INC. COM 714046109 1022 59,898 SH SOLE 1
PEROT SYSTEM CORP. COM 714265105 466 34,569 SH SOLE 1
PERRIGO CO. COM 714290103 2014 128,137 SH SOLE 1
PERRY ELLIS INTERNATIONAL COM 288853104 44 1,721 SH SOLE 1
PER-SE TECHNOLOGIES COM 713569309 198 12,968 SH SOLE 1
PETCO ANIMAL SUPPLIES COM 716016209 514 16,894 SH SOLE 1
PETROCORP INC COM 71645N101 34 2,518 SH SOLE 1
PAXAR CORP. 13,052
PAXSON COMMUNICATIONS CORP. 13,889
PAYCHEX INC 171,050
PAYCHEX, INC. 189,100
PAYLESS SHOESOURCE, INC. 128,902
PC CONNECTION INC 3,118
PC-TEL INC. 9,218
PDF SOLUTIONS INC 6,773
PEABODY ENERGY CORP 77,756
PEABODY ENERGY CORP COM 454700 35936
PEAPACK-GLADSTONE FINL 3,236
PEC SOLUTIONS INC 4,010
PEDIATRIX MEDICAL GROUP 11,110
PEETS COFFEE & TEA INC 4,939
PEGASUS COMMUNICATIONS CORP 1,495
PEGASUS SOLUTIONS INC. 11,632
PEGASYSTEMS INC 4,517
PEMSTAR INC 13,707
PENN ENGINERRING & MFG CORP 4,802
PENN NATIONAL GAMING, INC. 14,558
PENN VIRGINIA CORPORATION 3,400
PENN-AMERICA GROUP INC 4,321
PENNFED FINANCIAL SVCS INC 1,764
PENNROCK FINL SVCS COR 3,656
PENNS WOODS BANCORP INC 1,564
PENNSYLVANIA REAL ESTATE INV. 13,585
PENTAIR INC. 71,063
PENWEST PHARMACEUTICALS CO 7,570
PEOPLES BANCORP INC 5,005
PEOPLES BANK 406
PEOPLES ENERGY CORP. 124,745
PEOPLES HOLDING COMPANY 3,876
PEOPLESOFT INC 299700 14900
PEOPLESOFT, INC. 207,009
PEP BOYS-MANNY, MOE & JACK 22,655
PEPCO HOLDINGS INC 246,424
PEPSI BOTTLING 120,917
PEPSIAMERICAS INC 206,023
Pepsico 30,000
PEPSICO INC 216,505
PEPSICO, INC. 793,700
PEREGRINE PHARMACEUTICALS INC 55,780
PERFORMANCE FOOD GROUP CO. 851
PERFORMANCE TECH INC COM 466500
PERICOM SEMICONDUCTOR CORP 9,784
PERINI CORP 4,713,571
PERKINELMER INC. 59,898
PEROT SYSTEM CORP. 34,569
PERRIGO CO. 128,137
PERRY ELLIS INTERNATIONAL 1,721
PER-SE TECHNOLOGIES 12,968
PETCO ANIMAL SUPPLIES 16,894
PETROCORP INC 2,518
PETROL BRASILEIROS SPONS AD COM 71654V101 250 12,100 SH SOLE 1
PETROLEO BRASILEIRO S.A. ADR COM 71654V408 5344 184,290 SH SOLE 1
PETROLEUM DEVELOPMENT CORP COM 716578109 177 7,474 SH SOLE 1
PETROLEUM HELICOPTERS -VTG COM 716604103 42 1,711 SH SOLE 1
PETSMART, INC COM 716768106 5152 216,484 SH SOLE 1
PFF BANCORP, INC. COM 69331W104 214 5,892 SH SOLE 1
PFIZER INC COM 717081103 51746 1,464,648 SH DEFINED 2
PFIZER, INC. COM 717081103 232578 6,583,004 SH SOLE 1
PHARMACEUTICAL PRODUCT DEVELOPMENT COM 717124101 26 971 SH SOLE 1
PHARMACEUTICAL RES COM COM 717125108 34425 528400 SH Sole 3
PHARMACEUTICAL RES INC COM 717125108 2867 44,000 SH DEFINED 2
PHARMACEUTICAL RES INC COM COM 717125108 3190 48,971 SH SOLE 1
PHARMACOPEIA INC COM 71713B104 158 11,109 SH SOLE 1
PHELPS DODGE CORP. COM 717265102 3067 40,307 SH SOLE 1
PHILADELPHIA CONS. HLDG. CO. COM 717528103 357 7,306 SH SOLE 1
PHILADELPHIA SUBURBAN CORP. COM 718009608 2941 133,065 SH SOLE 1
PHILLIPINES LONG DISTANCE TELE ADR COM 718252604 394 22,600 SH SOLE 1
PHILLIPS-VAN HEUSEN CORP. COM 718592108 208 11,697 SH SOLE 1
PHOENIX COMPANIES INC COM 71902E109 534 44,387 SH SOLE 1
PHOTON DYNAMICS COM 719364101 304 7,562 SH SOLE 1
PHOTRONICS INC. COM 719405102 267 13,381 SH SOLE 1
PICO HOLDINGS INC COM 693366205 45 2,863 SH SOLE 1
PIEDMONT NATURAL GAS CO., INC. COM 720186105 22 501 SH SOLE 1
PIER 1 IMPORTS, INC. COM 720279108 2801 128,129 SH SOLE 1
PILGRIMS PRIDE CORP. COM 721467108 116 7,080 SH SOLE 1
PINNACLE AIRL CORP COM COM 723443107 20486 1474900 SH Sole 3
PINNACLE SYSTEMS, INC. COM 723481107 245 28,736 SH SOLE 1
PINNACLE WEST CAPITAL CORP. COM 723484101 1644 41,070 SH SOLE 1
PIONEER NATURAL RESOURCES CORP COM 723787107 5419 169,710 SH SOLE 1
PITNEY BOWES, INC. COM 724479100 4296 105,772 SH SOLE 1
PIXAR INC COM 725811103 313 4,522 SH SOLE 1
PIXELWORKS INC COM 72581M107 179 16,170 SH SOLE 1
PLACER DOME INC COM 725906101 4080 227,600 SH OTHER 1
PLAINS EXPLORATION & PRODUCT COM 726505100 280 18,199 SH SOLE 1
PLAINS RESOURCES, INC. COM 726540503 151 9,421 SH SOLE 1
PLANAR SYSTEMS, INC. COM 726900103 160 6,574 SH SOLE 1
PLANTRONICS, INC. COM 727493108 2677 81,997 SH SOLE 1
PLATINUM UNDERWRITERS HOLD COM G7127P100 2085 69,500 SH DEFINED 2
PLAYBOY ENTERPRISES, INC. COM 728117300 110 6,823 SH SOLE 1
PLAYTEX PRODUCTS, INC. COM 72813P100 107 13,904 SH SOLE 1
PLEXUS CORP. COM 729132100 1360 79,207 SH SOLE 1
PLUG POWER INC COM 72919P103 96 13,199 SH SOLE 1
PLUM CREEK TIMBER CO COM COM 729251108 1373 45100 SH Sole 3
PLUM CREEK TIMBER CO INC COM 729251108 2509 82,399 SH SOLE 1
PMA CAPITAL CORP. COM 693419202 51 10,041 SH SOLE 1
PMC-SIERRA INC COM COM 69344F106 3849 191000 SH Sole 3
PMC-SIERRA, INC. COM 69344F106 1570 78,115 SH SOLE 1
PMI GROUP, INC. COM 69344M101 56707 1,523,159 SH SOLE 1
PNC FINANCIAL SERVICES COM 693475105 6582 120,260 SH SOLE 1
PNM RESOURCES INC COM 69349H107 2126 75,657 SH SOLE 1
POGO PRODUCING CO COM 730448107 4426 91,638 SH SOLE 1
POLARIS INDUSTRIES, INC. COM 731068102 39 439 SH SOLE 1
POLO RALPH LAUREN CO COM 731572103 19 673 SH SOLE 1
PETROL BRASILEIROS SPONS AD 12,100
PETROLEO BRASILEIRO S.A. ADR 184,290
PETROLEUM DEVELOPMENT CORP 7,474
PETROLEUM HELICOPTERS -VTG 1,711
PETSMART, INC 216,484
PFF BANCORP, INC. 5,892
PFIZER INC 1,464,648
PFIZER, INC. 6,583,004
PHARMACEUTICAL PRODUCT DEVELOPMENT 971
PHARMACEUTICAL RES COM 518400 10000
PHARMACEUTICAL RES INC 44,000
PHARMACEUTICAL RES INC COM 48,971
PHARMACOPEIA INC 11,109
PHELPS DODGE CORP. 40,307
PHILADELPHIA CONS. HLDG. CO. 7,306
PHILADELPHIA SUBURBAN CORP. 133,065
PHILLIPINES LONG DISTANCE TELE ADR 22,600
PHILLIPS-VAN HEUSEN CORP. 11,697
PHOENIX COMPANIES INC 44,387
PHOTON DYNAMICS 7,562
PHOTRONICS INC. 13,381
PICO HOLDINGS INC 2,863
PIEDMONT NATURAL GAS CO., INC. 501
PIER 1 IMPORTS, INC. 128,129
PILGRIMS PRIDE CORP. 7,080
PINNACLE AIRL CORP COM 1450200 24700
PINNACLE SYSTEMS, INC. 28,736
PINNACLE WEST CAPITAL CORP. 41,070
PIONEER NATURAL RESOURCES CORP 169,710
PITNEY BOWES, INC. 105,772
PIXAR INC 4,522
PIXELWORKS INC 16,170
PLACER DOME INC 0 227,600
PLAINS EXPLORATION & PRODUCT 18,199
PLAINS RESOURCES, INC. 9,421
PLANAR SYSTEMS, INC. 6,574
PLANTRONICS, INC. 81,997
PLATINUM UNDERWRITERS HOLD 69,500
PLAYBOY ENTERPRISES, INC. 6,823
PLAYTEX PRODUCTS, INC. 13,904
PLEXUS CORP. 79,207
PLUG POWER INC 13,199
PLUM CREEK TIMBER CO COM 45100
PLUM CREEK TIMBER CO INC 82,399
PMA CAPITAL CORP. 10,041
PMC-SIERRA INC COM 183200 7800
PMC-SIERRA, INC. 78,115
PMI GROUP, INC. 1,523,159
PNC FINANCIAL SERVICES 120,260
PNM RESOURCES INC 75,657
POGO PRODUCING CO 91,638
POLARIS INDUSTRIES, INC. 439
POLO RALPH LAUREN CO 673
POLYCOM INC COM COM 73172K104 19153 981212 SH Sole 3
POLYCOM, INC. COM 73172K104 2786 142,744 SH SOLE 1
POLYMEDICA CORP COM 731738100 223 8,465 SH SOLE 1
POLYONE CORPORATION COM 73179P106 278 43,457 SH SOLE 1
POMEROY IT SOLUTIONS INC COM 731822102 67 4,526 SH SOLE 1
POPE & TALBOT, INC. COM 732827100 129 7,339 SH SOLE 1
POPULAR INC COM 733174106 104 2,329 SH SOLE 1
PORTAL SOFTWARE INC COM 736126103 91 13,463 SH SOLE 1
PORTFOLIO RECOVERY ASSOCIATE COM 73640Q105 153 5,748 SH SOLE 1
POSSIS MEDICAL INC COM 737407106 145 7,330 SH SOLE 1
POST PPTYS INC COM 737464107 620 22200 SH Sole 3
POST PROPERTIES, INC. COM 737464107 414 14,811 SH SOLE 1
POTLATCH CORP. COM 737628107 1853 53,284 SH SOLE 1
POWELL INDUSTRIES INC COM 739128106 59 3,078 SH SOLE 1
POWER INTEGRATIONS INC COM COM 739276103 35402 1058032 SH Sole 3
POWER INTEGRATIONS, INC. COM 739276103 406 12,132 SH SOLE 1
POWER-ONE , INC. COM 739308104 717 66,166 SH SOLE 1
POWERWAVE TECHNOLOGIES COM COM 739363109 22106 2889732 SH Sole 3
POWERWAVE TECHNOLOGIES INC COM 739363109 934 120,655 SH SOLE 1
POZEN INC COM 73941U102 306 30,000 SH DEFINED 2
POZEN INC. COM 73941U102 108 10,601 SH SOLE 1
PPG INDUSTRIES, INC. COM 693506107 4899 76,519 SH SOLE 1
PPL CORPORATION COM 69351T106 3690 84,352 SH SOLE 1
PRAECIS PHARMACEUTICALS INC COM 739421105 135 21,040 SH SOLE 1
PRAXAIR, INC. COM 74005P104 5616 147,021 SH SOLE 1
PRECISION CASTPARTS CORP. COM 740189105 4044 89,065 SH SOLE 1
PRECISION DRILLING CORP C COM 74022D100 1326 30,200 SH OTHER 1
PREMCOR INC COM 74045Q104 14 532 SH SOLE 1
PRENTISS PPTYS TR SH BEN INT COM 740706106 736 22300 SH Sole 3
PRENTISS PROPERTIES TRUST COM 740706106 513 15,538 SH SOLE 1
PREPAID LEGAL SERVICES, INC. COM 740065107 193 7,375 SH SOLE 1
PRESIDENTIAL LIFE CORP. COM 740884101 127 9,677 SH SOLE 1
PRESSTEK INC COM 741113104 103 14,328 SH SOLE 1
PRG-SCHULTZ INTERNATIONAL COM 69357C107 90 18,338 SH SOLE 1
PRICE COMMUNICATIONS CO. COM 741437305 1319 96,049 SH SOLE 1
PRICE ENTERP INC COM 74144P106 34 8,977 SH SOLE 1
PRICELINE.COM INC COM 741503403 164 9,187 SH SOLE 1
PRIDE INTERNATIONAL COM 74153Q102 3633 194,899 SH SOLE 1
PRIDE INTERNATIONAL INC COM 74153Q102 6462 346,700 SH DEFINED 2
PRIMA ENERGY CORP COM 741901201 147 4,180 SH SOLE 1
PRIME HOSPITALITY CORP. COM 741917108 179 17,555 SH SOLE 1
PRIMEDIA INC COM 74157K101 196 69,232 SH SOLE 1
PRIMUS TELECOMMUNICATIONS GP COM 741929103 234 23,046 SH SOLE 1
PRINCETON REVIEW INC COM 742352107 73 7,500 SH SOLE 1
PRINCIPAL FINANCIAL GROUP COM 74251V102 4631 140,030 SH SOLE 1
PRIORITY HEALTHCARE COM 74264T102 392 16,323 SH SOLE 1
PRIVATEBANCORP INC COM 742962103 144 3,178 SH SOLE 1
PROASSURANCE CORPORATION COM 74267C106 360 11,211 SH SOLE 1
PROCTER & GAMBLE CO. COM 742718109 100839 1,009,606 SH SOLE 1
PROCTER + GAMBLE CO COM 742718109 30064 301,000 SH DEFINED 2
PROFESSIONAL DETAILING, INC. COM 69329V100 87 3,246 SH SOLE 1
PROGENICS PHARMACEUTICALS COM 743187106 91 4,834 SH SOLE 1
Progress Energy COM 743263105 5,793 128,000 SH DEFINED 4
POLYCOM INC COM 936200 45012
POLYCOM, INC. 142,744
POLYMEDICA CORP 8,465
POLYONE CORPORATION 43,457
POMEROY IT SOLUTIONS INC 4,526
POPE & TALBOT, INC. 7,339
POPULAR INC 2,329
PORTAL SOFTWARE INC 13,463
PORTFOLIO RECOVERY ASSOCIATE 5,748
POSSIS MEDICAL INC 7,330
POST PPTYS INC 22200
POST PROPERTIES, INC. 14,811
POTLATCH CORP. 53,284
POWELL INDUSTRIES INC 3,078
POWER INTEGRATIONS INC COM 1027800 30232
POWER INTEGRATIONS, INC. 12,132
POWER-ONE , INC. 66,166
POWERWAVE TECHNOLOGIES COM 2790600 99132
POWERWAVE TECHNOLOGIES INC 120,655
POZEN INC 30,000
POZEN INC. 10,601
PPG INDUSTRIES, INC. 76,519
PPL CORPORATION 84,352
PRAECIS PHARMACEUTICALS INC 21,040
PRAXAIR, INC. 147,021
PRECISION CASTPARTS CORP. 89,065
PRECISION DRILLING CORP C 0 30,200
PREMCOR INC 532
PRENTISS PPTYS TR SH BEN INT 22300
PRENTISS PROPERTIES TRUST 15,538
PREPAID LEGAL SERVICES, INC. 7,375
PRESIDENTIAL LIFE CORP. 9,677
PRESSTEK INC 14,328
PRG-SCHULTZ INTERNATIONAL 18,338
PRICE COMMUNICATIONS CO. 96,049
PRICE ENTERP INC 8,977
PRICELINE.COM INC 9,187
PRIDE INTERNATIONAL 194,899
PRIDE INTERNATIONAL INC 346,700
PRIMA ENERGY CORP 4,180
PRIME HOSPITALITY CORP. 17,555
PRIMEDIA INC 69,232
PRIMUS TELECOMMUNICATIONS GP 23,046
PRINCETON REVIEW INC 7,500
PRINCIPAL FINANCIAL GROUP 140,030
PRIORITY HEALTHCARE 16,323
PRIVATEBANCORP INC 3,178
PROASSURANCE CORPORATION 11,211
PROCTER & GAMBLE CO. 1,009,606
PROCTER + GAMBLE CO 301,000
PROFESSIONAL DETAILING, INC. 3,246
PROGENICS PHARMACEUTICALS 4,834
Progress Energy 128,000
PROGRESS ENERGY INC. COM 743263105 17969 397,010 SH SOLE 1
PROGRESS SOFTWARE CORP. COM 743312100 251 12,266 SH SOLE 1
PROGRESSIVE CORP. COM 743315103 7821 93,560 SH SOLE 1
PROLOGIS COM 743410102 2664 83,012 SH SOLE 1
PROLOGIS TR SH BEN INT COM 743410102 2994 93300 SH Sole 3
PROQUEST CO. COM 74346P102 331 11,243 SH SOLE 1
PROSPERITY BANCSHARES INC COM 743606105 147 6,501 SH SOLE 1
PROTECTION ONE INC COM 743663304 31 85,200 SH SOLE 1
PROTECTIVE LIFE CORP COM COM 743674103 3350 99,005 SH SOLE 1
PROTEIN DESIGN LABS INC COM 74369L103 1790 100,000 SH DEFINED 2
PROTEIN DESIGN LABS, INC. COM 74369L103 2416 134,977 SH SOLE 1
PROVIDENT BANCORP INC COM 743835100 79 1,675 SH SOLE 1
PROVIDENT BANKSHARES CORP. COM 743859100 319 10,776 SH SOLE 1
PROVIDENT FINANCIAL GROUP COM 743866105 2251 70,447 SH SOLE 1
PROVIDENT FINANCIAL HLDGS COM 743868101 59 1,622 SH SOLE 1
PROVIDENT FINANCIAL SERVICES COM 74386T105 420 22,235 SH SOLE 1
PROVIDIAN FINANCIAL CORP. COM 74406A102 1521 130,658 SH SOLE 1
PROVIDIAN FINL CORP COM 74406A102 4665 400,800 SH DEFINED 2
PROVINCE HEALTHCARE CO COM COM 743977100 11715 732200 SH Sole 3
PROVINCE HEALTHCARE CO. COM 743977100 347 21,686 SH SOLE 1
PROXIM CORP CL-A COM 744283102 95 57,053 SH SOLE 1
PRUDENTIAL FINANCIAL INC COM 744320102 9782 234,190 SH SOLE 1
PS BUSINESS PARKS, INC. COM 69360J107 249 6,038 SH SOLE 1
PSEG ENERGY HOLDINGS COM 744573106 8455 193,035 SH SOLE 1
PSS WORLD MEDICAL, INC COM 69366A100 387 32,070 SH SOLE 1
PSYCHIATRIC SOLUTIONS COM COM 74439H108 2090 100000 SH Sole 3
PTEK HLDGS INC COM 69366M104 176 20,022 SH SOLE 1
Public Service COM 744573106 2,628 60,000 SH DEFINED 4
PUBLIC STORAGE INC COM 74460D109 72 1,653 SH SOLE 1
PUBLIC STORAGE INC COM COM 74460D109 1957 45100 SH Sole 3
PUGET ENEGY INC. COM 745310102 13196 555,140 SH SOLE 1
PULITZER INC. COM 745769109 116 2,148 SH SOLE 1
PULTE HOMES INC. COM 745867101 2595 27,715 SH SOLE 1
PUMA TECHNOLOGY INC COM 745887109 73 18,359 SH SOLE 1
QAD INC COM 74727D108 59 4,799 SH SOLE 1
QLOGIC CORP COM 747277101 9789 189,700 SH DEFINED 2
QLOGIC CORP COM COM 747277101 15359 297656 SH Sole 3
QLOGIC CORP. COM 747277101 2654 51,461 SH SOLE 1
QUAKER CHEM CORP COM COM 747316107 114 3,696 SH SOLE 1
QUAKER CIRY BANCORP INC COM 74731K106 110 2,385 SH SOLE 1
QUALCOMM, INC. COM 747525103 22615 419,340 SH SOLE 1
QUALITY DISTR INC FLA COM 74756M102 49 2,500 SH DEFINED 2
QUALITY SYSTEMS INC COM 747582104 69 1,544 SH SOLE 1
QUANEX CORP. COM 747620102 351 7,615 SH SOLE 1
QUANTA SERVICES, INC. COM 74762E102 1463 200,392 SH SOLE 1
QUANTUM CORP DLT & STORAGE COM 747906204 999 320,140 SH SOLE 1
QUEST DIAGNOSTICS, INC. COM 74834L100 3631 49,667 SH SOLE 1
QUEST SOFTWARE INC COM 74834T103 264 18,614 SH SOLE 1
QUESTAR CORP. COM 748356102 4204 119,590 SH SOLE 1
QUICKLOGIC CORP COM COM 74837p108 5380 1082400 SH Sole 3
QUICKSILVER RESOURCES COM COM 74837R104 6651 205900 SH Sole 3
QUICKSILVER RESOURCES INC COM 74837R104 199 6,149 SH SOLE 1
QUICKSILVER, INC. COM 74838C106 454 25,613 SH SOLE 1
PROGRESS ENERGY INC. 397,010
PROGRESS SOFTWARE CORP. 12,266
PROGRESSIVE CORP. 93,560
PROLOGIS 83,012
PROLOGIS TR SH BEN INT 93300
PROQUEST CO. 11,243
PROSPERITY BANCSHARES INC 6,501
PROTECTION ONE INC 85,200
PROTECTIVE LIFE CORP COM 99,005
PROTEIN DESIGN LABS INC 100,000
PROTEIN DESIGN LABS, INC. 134,977
PROVIDENT BANCORP INC 1,675
PROVIDENT BANKSHARES CORP. 10,776
PROVIDENT FINANCIAL GROUP 70,447
PROVIDENT FINANCIAL HLDGS 1,622
PROVIDENT FINANCIAL SERVICES 22,235
PROVIDIAN FINANCIAL CORP. 130,658
PROVIDIAN FINL CORP 400,800
PROVINCE HEALTHCARE CO COM 720600 11600
PROVINCE HEALTHCARE CO. 21,686
PROXIM CORP CL-A 57,053
PRUDENTIAL FINANCIAL INC 234,190
PS BUSINESS PARKS, INC. 6,038
PSEG ENERGY HOLDINGS 193,035
PSS WORLD MEDICAL, INC 32,070
PSYCHIATRIC SOLUTIONS COM 100000
PTEK HLDGS INC 20,022
Public Service 60,000
PUBLIC STORAGE INC 1,653
PUBLIC STORAGE INC COM 45100
PUGET ENEGY INC. 555,140
PULITZER INC. 2,148
PULTE HOMES INC. 27,715
PUMA TECHNOLOGY INC 18,359
QAD INC 4,799
QLOGIC CORP 189,700
QLOGIC CORP COM 276100 21556
QLOGIC CORP. 51,461
QUAKER CHEM CORP COM 3,696
QUAKER CIRY BANCORP INC 2,385
QUALCOMM, INC. 419,340
QUALITY DISTR INC FLA 2,500
QUALITY SYSTEMS INC 1,544
QUANEX CORP. 7,615
QUANTA SERVICES, INC. 200,392
QUANTUM CORP DLT & STORAGE 320,140
QUEST DIAGNOSTICS, INC. 49,667
QUEST SOFTWARE INC 18,614
QUESTAR CORP. 119,590
QUICKLOGIC CORP COM 1082400
QUICKSILVER RESOURCES COM 205900
QUICKSILVER RESOURCES INC 6,149
QUICKSILVER, INC. 25,613
QUIDEL CORPORATION COM 74838J101 137 12,726 SH SOLE 1
QUIKSILVER INC COM COM 74838C106 10810 609726 SH Sole 3
QUIMICA Y MINERA ADR-EACH R COM 833635105 225 7,000 SH SOLE 1
QUIXOTE CORP COM 749056107 78 3,193 SH SOLE 1
QWEST COMMUNICATIONS INTL. COM 749121109 3407 788,696 SH SOLE 1
R&G FINANCIAL CO. COM 749136107 342 8,594 SH SOLE 1
R. R. DONNELLEY AND SONS CO. COM 257867101 1547 51,302 SH SOLE 1
R.H. DONNELLEY CORP. COM 74955W307 371 9,300 SH SOLE 1
R.O.C. TAIWAN FUND COM 749651105 366 77,000 SH SOLE 1
RADIAN GROUP, INC. COM 750236101 6586 135,092 SH SOLE 1
RADIANT SYSTEMS, INC. COM 75025N102 66 7,912 SH SOLE 1
RADIO ONE INC -CL D COM 75040P405 27 1,413 SH SOLE 1
RADIO ONE INC CL D NON VTG COM 75040P405 20522 1063304 SH Sole 3
RADIOSHACK CORP COM COM 750438103 5446 177500 SH Sole 3
RADIOSHACK CORP. COM 750438103 3633 118,404 SH SOLE 1
RADISYS CORP. COM 750459109 140 8,321 SH SOLE 1
RAILAMERICA INC COM 750753105 164 13,877 SH SOLE 1
RAINBOW TECHNOLOGIES INC COM 750862104 126 11,162 SH SOLE 1
RAIT INVESTMENT TRUST COM 749227104 2007 78,403 SH SOLE 1
RALCORP HOLDINGS, INC. COM 751028101 428 13,642 SH SOLE 1
RAMBUS INC. COM 750917106 51 1,668 SH SOLE 1
RAMCO-GERSHENSON PROPERTIES COM 751452202 145 5,114 SH SOLE 1
RANGE RESOURCES CORP COM 75281A109 232 24,565 SH SOLE 1
RARE HOSPITALITY INTERNATIONAL COM 753820109 341 13,954 SH SOLE 1
RAVEN INDUSTRIES INC COM 754212108 91 3,095 SH SOLE 1
RAYMOND JAMES FINANCIAL, INC. COM 754730109 2635 69,898 SH SOLE 1
RAYONIER, INC. COM 754907103 3540 85,272 SH SOLE 1
RAYOVAC CORP. COM 755081106 322 15,359 SH SOLE 1
RAYTECH CORP DEL COM 755103108 11 3,330 SH SOLE 1
RAYTHEON CO. COM 755111507 7101 236,380 SH SOLE 1
RC2 CORP COM 749388104 131 6,283 SH SOLE 1
RCN CORP. COM 749361101 17 25,267 SH SOLE 1
READER'S DIGEST ASSOC., INC. COM 755267101 2080 141,852 SH SOLE 1
READING INTERNATIONAL INC-A COM 755408101 38 6,481 SH SOLE 1
REALNETWORKS, INC. COM 75605L104 9 1,590 SH SOLE 1
REALTY INCOME CORP COM COM 756109104 1052 26300 SH Sole 3
REALTY INCOME CORP. COM 756109104 26 662 SH SOLE 1
RECKSON ASSOC REALTY CORP. COM 75621K106 572 23,535 SH SOLE 1
RECKSON ASSOCS RLTY COM COM 75621K106 1131 46531 SH Sole 3
RED HAT, INC. COM 756577102 48 2,532 SH SOLE 1
RED ROBIN GOURMET BURG COM COM 75689M101 1674 55000 SH Sole 3
RED ROBIN GOURMET BURGERS COM 75689M101 132 4,335 SH SOLE 1
REDBACK NETWORKS INC COM 757209101 16 71,246 SH SOLE 1
REDWOOD TRUST, INC. COM 758075402 3954 77,756 SH SOLE 1
REEBOK INTERNATIONAL, LTD. COM 758110100 1080 27,463 SH SOLE 1
REGAL ENTMT GROUP COM 758766109 10 465 SH SOLE 1
REGAL-BELOIT CORP. COM 758750103 245 11,153 SH SOLE 1
REGENCY CENTERS CORPORATION COM 758849103 15 387 SH SOLE 1
REGENCY CTRS CORP COM COM 758849103 2313 58038 SH Sole 3
REGENERATION TECHNOLOGIES COM 75886N100 120 10,910 SH SOLE 1
REGENERON PHARMACEUTICALS INC. COM 75886F107 236 16,068 SH SOLE 1
REGENT COMMUNICATIONS, INC COM 758865109 104 16,362 SH SOLE 1
REGIONS FINANCIAL CORP. COM 758940100 3722 100,060 SH SOLE 1
QUIDEL CORPORATION 12,726
QUIKSILVER INC COM 586300 23426
QUIMICA Y MINERA ADR-EACH R 7,000
QUIXOTE CORP 3,193
QWEST COMMUNICATIONS INTL. 788,696
R&G FINANCIAL CO. 8,594
R. R. DONNELLEY AND SONS CO. 51,302
R.H. DONNELLEY CORP. 9,300
R.O.C. TAIWAN FUND 77,000
RADIAN GROUP, INC. 135,092
RADIANT SYSTEMS, INC. 7,912
RADIO ONE INC -CL D 1,413
RADIO ONE INC CL D NON VTG 1032500 30804
RADIOSHACK CORP COM 169300 8200
RADIOSHACK CORP. 118,404
RADISYS CORP. 8,321
RAILAMERICA INC 13,877
RAINBOW TECHNOLOGIES INC 11,162
RAIT INVESTMENT TRUST 78,403
RALCORP HOLDINGS, INC. 13,642
RAMBUS INC. 1,668
RAMCO-GERSHENSON PROPERTIES 5,114
RANGE RESOURCES CORP 24,565
RARE HOSPITALITY INTERNATIONAL 13,954
RAVEN INDUSTRIES INC 3,095
RAYMOND JAMES FINANCIAL, INC. 69,898
RAYONIER, INC. 85,272
RAYOVAC CORP. 15,359
RAYTECH CORP DEL 3,330
RAYTHEON CO. 236,380
RC2 CORP 6,283
RCN CORP. 25,267
READER'S DIGEST ASSOC., INC. 141,852
READING INTERNATIONAL INC-A 6,481
REALNETWORKS, INC. 1,590
REALTY INCOME CORP COM 26300
REALTY INCOME CORP. 662
RECKSON ASSOC REALTY CORP. 23,535
RECKSON ASSOCS RLTY COM 46531
RED HAT, INC. 2,532
RED ROBIN GOURMET BURG COM 55000
RED ROBIN GOURMET BURGERS 4,335
REDBACK NETWORKS INC 71,246
REDWOOD TRUST, INC. 77,756
REEBOK INTERNATIONAL, LTD. 27,463
REGAL ENTMT GROUP 465
REGAL-BELOIT CORP. 11,153
REGENCY CENTERS CORPORATION 387
REGENCY CTRS CORP COM 58038
REGENERATION TECHNOLOGIES 10,910
REGENERON PHARMACEUTICALS INC. 16,068
REGENT COMMUNICATIONS, INC 16,362
REGIONS FINANCIAL CORP. 100,060
REGIS CORP. COM 758932107 31 788 SH SOLE 1
REGISTER.COM COM 75914G101 78 15,334 SH SOLE 1
REINSURANCE GROUP OF COM 759351109 15 391 SH SOLE 1
RELIANCE STEEL & ALUMINIUM CO. COM 759509102 376 11,331 SH SOLE 1
RELIANT RESOURCES INC COM 75952B105 34 4,655 SH SOLE 1
REMEC, INC. COM 759543101 229 26,813 SH SOLE 1
REMINGTON OIL & GAS CORP COM 759594302 194 9,833 SH SOLE 1
RENAISSANCE LEARNING, INC. COM 75968L105 86 3,591 SH SOLE 1
RENAL CARE GROUP, INC. COM 759930100 37 888 SH SOLE 1
RENT-A-CENTER INC COM 76009N100 3491 116,370 SH SOLE 1
RENT-WAY, INC. COM 76009U104 81 9,908 SH SOLE 1
REPLIGEN CORP COM 759916109 61 14,011 SH SOLE 1
REPUBLIC BANCORP, INC. COM 760281204 424 29,901 SH SOLE 1
REPUBLIC BANCSHARES, INC. COM 759929102 127 4,037 SH SOLE 1
REPUBLIC SERVICES IN COM 760759100 5837 227,735 SH SOLE 1
RESEARCH FRONTIERS COM 760911107 43 4,677 SH SOLE 1
RESMED INC COM 761152107 28 670 SH SOLE 1
RESOURCE AMERICA, INC. COM 761195205 104 6,937 SH SOLE 1
RESOURCE BANKSHARES CORP/VA COM 76121R104 66 2,100 SH SOLE 1
RESOURCES CONNECTION I COM COM 76122Q105 1038 38000 SH Sole 3
RESOURCES CONNECTION INC COM 76122Q105 252 9,241 SH SOLE 1
RESPIRONICS INC. COM 761230101 31 680 SH SOLE 1
RESTORATION HARDWARE I COM 760981100 42 8,998 SH SOLE 1
RETEK INC. COM 76128Q109 957 103,145 SH SOLE 1
RETRACTABLE TECHNOLOGIES INC COM 76129W105 18 3,033 SH SOLE 1
REVLON, INC.-CL A COM 761525500 11 4,787 SH SOLE 1
REX STORES CORP COM 761624105 48 3,388 SH SOLE 1
REYNOLDS AND REYNOLDS CO., CLASS A COM 761695105 2807 96,636 SH SOLE 1
RF MICRO DEVICES INC COM 749941100 3463 344,251 SH SOLE 1
RF MONOLITHICS INC COM(OXFORD PTNRS L COM 74955F106 49 4,973 SH SOLE 1
RICHARDSON ELEC LTD COM 763165107 36 2,913 SH SOLE 1
RIGGS NATIONAL CORP. COM 766570105 121 7,338 SH SOLE 1
RIGHT MANAGEMENT CONSULTANTS COM 766573109 144 7,693 SH SOLE 1
RITE AID CORP COM 767754104 50 8,289 SH SOLE 1
RIVIANA FOODS COM 769536103 77 2,798 SH SOLE 1
RIVIERA HOLDINGS CORP COM 769627100 1871 345,900 SH SOLE 1
RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 2215 38,092 SH SOLE 1
RLI CORP. COM 749607107 318 8,498 SH SOLE 1
ROBBINS & MYERS, INC. COM 770196103 96 5,069 SH SOLE 1
ROBERT HALF INTERNATIONAL INC. COM 770323103 1798 77,019 SH SOLE 1
ROBERT HALF INTL INC COM 770323103 11359 486668 SH Sole 3
ROCK-TENN CO., CLASS A COM 772739207 198 11,465 SH SOLE 1
ROCKWELL AUTOMATION COM COM 773903109 11385 319800 SH Sole 3
ROCKWELL AUTOMATION INC COM 773903109 2974 83,545 SH SOLE 1
ROCKWELL AUTOMATION INC COM 773903109 8971 252,000 SH DEFINED 2
ROCKWELL COLLINS INC COM 774341101 2401 79,969 SH SOLE 1
ROFIN-SINAR TECHNOLOGIES INC COM 775043102 188 5,434 SH SOLE 1
ROGERS COMMUNICATIONS INC B COM 775109200 1671 101,200 SH OTHER 1
ROGERS CORP. COM 775133101 330 7,482 SH SOLE 1
ROHM + HAAS CO COM 775371107 12313 288,303 SH DEFINED 2
ROHM AND HAAS CO. COM 775371107 4235 99,168 SH SOLE 1
ROLLINS, INC. COM 775711104 1649 73,148 SH SOLE 1
ROPER INDUSTRIES, INC. COM 776696106 632 12,838 SH SOLE 1
REGIS CORP. 788
REGISTER.COM 15,334
REINSURANCE GROUP OF 391
RELIANCE STEEL & ALUMINIUM CO. 11,331
RELIANT RESOURCES INC 4,655
REMEC, INC. 26,813
REMINGTON OIL & GAS CORP 9,833
RENAISSANCE LEARNING, INC. 3,591
RENAL CARE GROUP, INC. 888
RENT-A-CENTER INC 116,370
RENT-WAY, INC. 9,908
REPLIGEN CORP 14,011
REPUBLIC BANCORP, INC. 29,901
REPUBLIC BANCSHARES, INC. 4,037
REPUBLIC SERVICES IN 227,735
RESEARCH FRONTIERS 4,677
RESMED INC 670
RESOURCE AMERICA, INC. 6,937
RESOURCE BANKSHARES CORP/VA 2,100
RESOURCES CONNECTION I COM 37400 600
RESOURCES CONNECTION INC 9,241
RESPIRONICS INC. 680
RESTORATION HARDWARE I 8,998
RETEK INC. 103,145
RETRACTABLE TECHNOLOGIES INC 3,033
REVLON, INC.-CL A 4,787
REX STORES CORP 3,388
REYNOLDS AND REYNOLDS CO., CLASS A 96,636
RF MICRO DEVICES INC 344,251
RF MONOLITHICS INC COM(OXFORD PTNRS L 4,973
RICHARDSON ELEC LTD 2,913
RIGGS NATIONAL CORP. 7,338
RIGHT MANAGEMENT CONSULTANTS 7,693
RITE AID CORP 8,289
RIVIANA FOODS 2,798
RIVIERA HOLDINGS CORP 345,900
RJ REYNOLDS TOBACCO HOLDINGS 38,092
RLI CORP. 8,498
ROBBINS & MYERS, INC. 5,069
ROBERT HALF INTERNATIONAL INC. 77,019
ROBERT HALF INTL INC 447800 38868
ROCK-TENN CO., CLASS A 11,465
ROCKWELL AUTOMATION COM 306300 13500
ROCKWELL AUTOMATION INC 83,545
ROCKWELL AUTOMATION INC 252,000
ROCKWELL COLLINS INC 79,969
ROFIN-SINAR TECHNOLOGIES INC 5,434
ROGERS COMMUNICATIONS INC B 0 101,200
ROGERS CORP. 7,482
ROHM + HAAS CO 288,303
ROHM AND HAAS CO. 99,168
ROLLINS, INC. 73,148
ROPER INDUSTRIES, INC. 12,838
ROSS STORES, INC. COM 778296103 6086 230,008 SH SOLE 1
Rostelecom ADR COM 778529107 1002 80,000 SH SOLE 1
ROTO-ROOTER INC COM 778787101 213 4,610 SH SOLE 1
ROUSE CO COM 779273101 60 1,284 SH SOLE 1
ROUSE CO COM COM 779273101 2298 48900 SH Sole 3
ROWAN COMPANIES, INC. COM 779382100 984 42,471 SH SOLE 1
ROXIO INC COM 780008108 62 12,873 SH SOLE 1
ROYAL BANCSHARES OF PENN-A COM 780081105 51 2,010 SH SOLE 1
ROYAL BANK CDA COMMON COM 780087102 10391 217,300 SH OTHER 1
Royal Bk Scotland 8.5% COM 780097804 564 20,000 SH DEFINED 4
Royal Bk Scotland 8.8889% COM 780097861 3,113 120,000 SH DEFINED 4
Royal Bk Scotland 9.125% COM 780097606 1,233 45,000 SH DEFINED 4
ROYAL CARIBBEAN CRUISES LT COM V7780T103 1339 38,500 SH DEFINED 2
ROYAL GOLD INC COM 780287108 157 7,500 SH SOLE 1
RPC COM 749660106 50 4,528 SH SOLE 1
RPM INTERNATIONAL INC. COM 749685103 2741 166,499 SH SOLE 1
RSA SECURITY INC. COM 749719100 1537 107,864 SH SOLE 1
RTI INTERNATIONAL METALS, INC. COM 74973W107 153 9,057 SH SOLE 1
RUBY TUESDAY INC COM 781182100 4915 172,500 SH DEFINED 2
RUBY TUESDAY, INC. COM 781182100 2670 93,718 SH SOLE 1
RUDDICK CORP. COM 781258108 1452 81,117 SH SOLE 1
RUDOLPH TECHNOLOGIES COM COM 781270103 17190 700500 SH Sole 3
RUDOLPH TECHNOLOGIES INC. COM 781270103 134 5,477 SH SOLE 1
RUSS BERRIE AND CO., INC. COM 782233100 143 4,215 SH SOLE 1
RUSSELL CORP. COM 782352108 217 12,349 SH SOLE 1
RYANAIR HOLDINGS PLC-SP ADR COM 783513104 259 5,103 SH SOLE 1
RYAN'S FAMILY STEAK HOUSES COM 783519101 299 19,770 SH SOLE 1
RYDER SYSTEM, INC. COM 783549108 986 28,871 SH SOLE 1
RYERSON TULL, INC. COM 78375P107 117 10,176 SH SOLE 1
RYLAND GROUP COM 783764103 38 431 SH SOLE 1
S & P 500 FUTURE COM 84749R100 55 3,259 SH SOLE 1
S J W CORP COM COM 784305104 90 1,008 SH SOLE 1
S&P 500 DEPOSITORY RECEIPT COM 78462F103 32630 293,220 SH SOLE 1
S&T BANCORP, INC. COM 783859101 368 12,355 SH SOLE 1
S.Y. BANCORP INC COM 785060104 101 4,934 SH SOLE 1
S1 CORPORATION COM 78463B101 279 34,604 SH SOLE 1
SABRE HOLDINGS CORP. COM 785905100 1407 65,162 SH SOLE 1
SAFECO CORP COM 786429100 3286 84,400 SH DEFINED 2
SAFECO CORP. COM 786429100 2693 69,163 SH SOLE 1
SAFEGUARD SCIENTIFICS, INC. COM 786449108 226 55,987 SH SOLE 1
SAFENET INC COM 78645R107 154 5,005 SH SOLE 1
SAFETY INSURANCE GROUP INC COM 78648T100 76 4,447 SH SOLE 1
SAFEWAY INC COM 786514208 4359 198,963 SH SOLE 1
SAFLINK CORP COM 786578302 33 12,158 SH SOLE 1
SAGA COMMUNICATIONS, INC. CLASS A COM 786598102 118 6,366 SH SOLE 1
SAKS INC. COM 79377W108 2964 197,083 SH SOLE 1
SALEM COMMUNICATION- CLASS A COM 794093104 111 4,077 SH SOLE 1
SALIX PHARMACEUTICALS COM 795435106 190 8,368 SH SOLE 1
SANCHEZ COMPUTER ASSOCIATES COM 799702105 27 6,447 SH SOLE 1
SANDERS MORRIS HARRIS GRP IN COM 80000Q104 62 4,967 SH SOLE 1
SANDERSON FARMS, INC. COM 800013104 98 2,440 SH SOLE 1
SANDISK CORP. COM 80004C101 7308 119,407 SH SOLE 1
SANDY SPRING BANCORP, INC. COM 800363103 254 6,806 SH SOLE 1
ROSS STORES, INC. 230,008
Rostelecom ADR 80,000
ROTO-ROOTER INC 4,610
ROUSE CO 1,284
ROUSE CO COM 48900
ROWAN COMPANIES, INC. 42,471
ROXIO INC 12,873
ROYAL BANCSHARES OF PENN-A 2,010
ROYAL BANK CDA COMMON 0 217,300
Royal Bk Scotland 8.5% 20,000
Royal Bk Scotland 8.8889% 120,000
Royal Bk Scotland 9.125% 45,000
ROYAL CARIBBEAN CRUISES LT 38,500
ROYAL GOLD INC 7,500
RPC 4,528
RPM INTERNATIONAL INC. 166,499
RSA SECURITY INC. 107,864
RTI INTERNATIONAL METALS, INC. 9,057
RUBY TUESDAY INC 172,500
RUBY TUESDAY, INC. 93,718
RUDDICK CORP. 81,117
RUDOLPH TECHNOLOGIES COM 688900 11600
RUDOLPH TECHNOLOGIES INC. 5,477
RUSS BERRIE AND CO., INC. 4,215
RUSSELL CORP. 12,349
RYANAIR HOLDINGS PLC-SP ADR 5,103
RYAN'S FAMILY STEAK HOUSES 19,770
RYDER SYSTEM, INC. 28,871
RYERSON TULL, INC. 10,176
RYLAND GROUP 431
S & P 500 FUTURE 3,259
S J W CORP COM 1,008
S&P 500 DEPOSITORY RECEIPT 293,220
S&T BANCORP, INC. 12,355
S.Y. BANCORP INC 4,934
S1 CORPORATION 34,604
SABRE HOLDINGS CORP. 65,162
SAFECO CORP 84,400
SAFECO CORP. 69,163
SAFEGUARD SCIENTIFICS, INC. 55,987
SAFENET INC 5,005
SAFETY INSURANCE GROUP INC 4,447
SAFEWAY INC 198,963
SAFLINK CORP 12,158
SAGA COMMUNICATIONS, INC. CLASS A 6,366
SAKS INC. 197,083
SALEM COMMUNICATION- CLASS A 4,077
SALIX PHARMACEUTICALS 8,368
SANCHEZ COMPUTER ASSOCIATES 6,447
SANDERS MORRIS HARRIS GRP IN 4,967
SANDERSON FARMS, INC. 2,440
SANDISK CORP. 119,407
SANDY SPRING BANCORP, INC. 6,806
SANMINA - SCI CORP COM 800907107 3449 273,733 SH SOLE 1
SANTANDER BANCORP COM 802809103 55 2,268 SH SOLE 1
SAPIENT CORP. COM 803062108 205 36,283 SH SOLE 1
SARA LEE CORP. COM 803111103 7422 341,860 SH SOLE 1
SAUER-DANFOSS INC. COM 804137107 76 4,718 SH SOLE 1
SAUL CENTERS, INC. COM 804395101 150 5,225 SH SOLE 1
SAVIENT PHARMACEUTICALS INC COM 80517Q100 121 26,322 SH SOLE 1
SAXON CAPITAL INC COM 80556P302 266 12,709 SH SOLE 1
SBA COMMUNICATIONS CORPORATION COM 78388J106 81 21,469 SH SOLE 1
SBC COMMUNICATIONS INC COM 78387G103 8900 341,382 SH DEFINED 2
SBC Communications Inc COM 78387G103 1,564 60,000 SH DEFINED 4
SBC COMMUNICATIONS, INC. COM 78387G103 65832 2,525,215 SH SOLE 1
SBS TECHNOLOGIES INC COM 78387P103 101 6,852 SH SOLE 1
SCANA CORP COM 80589M102 5457 159,340 SH SOLE 1
SCANSOFT INC COM 80603P107 185 34,759 SH SOLE 1
SCANSOURCE INC COM 806037107 229 5,014 SH SOLE 1
SCHAWK, INC. COM 806373106 48 3,552 SH SOLE 1
SCHERING PLOUGH CORP COM 806605101 11 620 SH DEFINED 2
SCHERING-PLOUGH CORP. COM 806605101 15861 912,070 SH SOLE 1
SCHLUMBERGER COM 806857108 83 1,510 SH DEFINED 2
SCHLUMBERGER, LTD. COM 806857108 13853 253,160 SH SOLE 1
SCHNITZER STL INDS COM 806882106 256 4,230 SH SOLE 1
SCHNITZER STL INDS CL A COM 806882106 23059 381144 SH Sole 3
SCHOLASTIC CORP. COM 807066105 1925 56,552 SH SOLE 1
SCHOOL SPECIALTY, INC. COM 807863105 260 7,646 SH SOLE 1
SCHULMAN, A. INC. COM 808194104 295 13,832 SH SOLE 1
SCHWAB CHARLES CORP COM 808513105 8290 700,150 SH DEFINED 2
SCHWEITZER-MAUDUIT INC. COM 808541106 207 6,939 SH SOLE 1
SCICLONE PHARMACEUTICALS, INC. COM 80862K104 141 20,768 SH SOLE 1
SCIENTIFIC GAMES CORP A COM 80874P109 395 23,281 SH SOLE 1
SCIENTIFIC-ATLANTA INC COM COM 808655104 3514 128700 SH Sole 3
SCIENTIFIC-ATLANTA, INC. COM 808655104 1857 68,007 SH SOLE 1
SCOTTISH RE GROUP LTD COM G7885T104 237 11,400 SH DEFINED 2
SCOTTS CO. COM 810186106 2737 46,260 SH SOLE 1
SCP POOL CORPORATION COM 784028102 461 14,108 SH SOLE 1
SCRIPPS CO COM 811054204 59 622 SH SOLE 1
SCS TRANSPORTATION INC COM 81111T102 117 6,653 SH SOLE 1
Scudder Strategic Muni Inc COM 811234103 261 20,000 SH DEFINED 4
SEABOARD CORP. COM 811543107 49 172 SH SOLE 1
SEABULK INTERNATIONAL INC COM 81169P101 45 5,481 SH SOLE 1
SEACHANGE INTERNATIONAL, INC. COM 811699107 172 11,139 SH SOLE 1
SEACOAST BANKING CORP FL COM 811707306 93 5,342 SH SOLE 1
SEACOAST FINANCIAL SERVICES CO COM 81170Q106 343 12,523 SH SOLE 1
SEACOR SMIT, INC. COM 811904101 336 7,999 SH SOLE 1
SEALED AIR CORP COM 81211K100 2086 38,521 SH SOLE 1
SEARS ROEBUCK & CO COM 812387108 5195 114,206 SH SOLE 1
SEATTLE GENETICS INC WA COM 812578102 85 9,898 SH SOLE 1
SECOND BANCORP, INC. COM 813114105 100 3,806 SH SOLE 1
SECURE COMPUTING CORP COM 813705100 289 16,130 SH SOLE 1
SECURITY BANK CORP COM 814047106 56 1,768 SH SOLE 1
SEEBEYOND TECHNOLOGY CORP. COM 815704101 97 22,511 SH SOLE 1
SEI INVESTMENTS CO. COM 784117103 4609 151,276 SH SOLE 1
SELECT COMFORT CORP COM 81616X103 240 9,678 SH SOLE 1
SANMINA - SCI CORP 273,733
SANTANDER BANCORP 2,268
SAPIENT CORP. 36,283
SARA LEE CORP. 341,860
SAUER-DANFOSS INC. 4,718
SAUL CENTERS, INC. 5,225
SAVIENT PHARMACEUTICALS INC 26,322
SAXON CAPITAL INC 12,709
SBA COMMUNICATIONS CORPORATION 21,469
SBC COMMUNICATIONS INC 341,382
SBC Communications Inc 60,000
SBC COMMUNICATIONS, INC. 2,525,215
SBS TECHNOLOGIES INC 6,852
SCANA CORP 159,340
SCANSOFT INC 34,759
SCANSOURCE INC 5,014
SCHAWK, INC. 3,552
SCHERING PLOUGH CORP 620
SCHERING-PLOUGH CORP. 912,070
SCHLUMBERGER 1,510
SCHLUMBERGER, LTD. 253,160
SCHNITZER STL INDS 4,230
SCHNITZER STL INDS CL A 364800 16344
SCHOLASTIC CORP. 56,552
SCHOOL SPECIALTY, INC. 7,646
SCHULMAN, A. INC. 13,832
SCHWAB CHARLES CORP 700,150
SCHWEITZER-MAUDUIT INC. 6,939
SCICLONE PHARMACEUTICALS, INC. 20,768
SCIENTIFIC GAMES CORP A 23,281
SCIENTIFIC-ATLANTA INC COM 123400 5300
SCIENTIFIC-ATLANTA, INC. 68,007
SCOTTISH RE GROUP LTD 11,400
SCOTTS CO. 46,260
SCP POOL CORPORATION 14,108
SCRIPPS CO 622
SCS TRANSPORTATION INC 6,653
Scudder Strategic Muni Inc 20,000
SEABOARD CORP. 172
SEABULK INTERNATIONAL INC 5,481
SEACHANGE INTERNATIONAL, INC. 11,139
SEACOAST BANKING CORP FL 5,342
SEACOAST FINANCIAL SERVICES CO 12,523
SEACOR SMIT, INC. 7,999
SEALED AIR CORP 38,521
SEARS ROEBUCK & CO 114,206
SEATTLE GENETICS INC WA 9,898
SECOND BANCORP, INC. 3,806
SECURE COMPUTING CORP 16,130
SECURITY BANK CORP 1,768
SEEBEYOND TECHNOLOGY CORP. 22,511
SEI INVESTMENTS CO. 151,276
SELECT COMFORT CORP 9,678
SELECT MED CORP COM 816196109 4627 284,200 SH DEFINED 2
SELECT MEDICAL CORP COM 816196109 353 21,654 SH SOLE 1
SELECTIVE INSURANCE GROUP, INC COM 816300107 408 12,619 SH SOLE 1
SEMCO ENERGY, INC. COM 78412D109 64 13,095 SH SOLE 1
SEMITOOL INC COM COM 816909105 2376 221600 SH Sole 3
SEMITOOL, INC. COM 816909105 82 7,606 SH SOLE 1
SEMPRA ENERGY COM 816851109 3050 101,461 SH SOLE 1
SEMTECH CORP COM 816850101 2228 98,000 SH DEFINED 2
SEMTECH CORP. COM 816850101 3017 132,575 SH SOLE 1
SENIOR HOUSING PROP TRUST COM 81721M109 370 21,489 SH SOLE 1
SENSIENT TECHNOLOGIES CORP. COM 81725T100 1680 84,995 SH SOLE 1
SEPRACOR INC COM 817315104 2594 108,400 SH DEFINED 2
SEPRACOR, INC. COM 817315104 2924 122,179 SH SOLE 1
SEQUA CORP CLASS A COM 817320104 817 16,665 SH SOLE 1
SERENA SOFTWARE, INC. COM 817492101 196 10,676 SH SOLE 1
SEROLOGICALS CORP. COM 817523103 198 10,633 SH SOLE 1
SERONO SA COM 81752M101 878 50,000 SH DEFINED 2
SERVICE CORP INTERNATIONAL COM 817565104 28 5,261 SH SOLE 1
SERVICEMASTER COMPAN COM 81760N109 58 4,982 SH SOLE 1
SFBC INTERNATIONAL INC COM 784121105 89 3,363 SH SOLE 1
SHARPER IMAGE CORP COM 820013100 143 4,394 SH SOLE 1
SHAW GROUP INC COM 820280105 372 27,314 SH SOLE 1
SHENANDOAH TELECOMMUNI COM 82312B106 79 1,533 SH SOLE 1
SHERWIN WILLIAMS CO COM 824348106 11419 328,696 SH DEFINED 2
SHERWIN-WILLIAMS CO. COM 824348106 2270 65,332 SH SOLE 1
SHOE CARNIVAL INC COM 824889109 60 3,397 SH SOLE 1
SHOPKO STORES, INC. COM 824911101 196 12,847 SH SOLE 1
SHORE BANCSHARES INC COM 825107105 99 2,591 SH SOLE 1
SHUFFLE MASTER, INC. COM 825549108 269 7,806 SH SOLE 1
SHURGARD STORAGE CENTERS, INC. CLASS COM 82567D104 29 771 SH SOLE 1
SHURGARD STORAGE CTRS COM COM 82567D104 2165 57500 SH Sole 3
SI INTERNATIONAL COM 78427V102 3650 186700 SH Sole 3
SICOR INC COM 825846108 8371 307,764 SH SOLE 1
SIDER NACIONAL CIA SPONS AD COM 20440W105 344 8,300 SH SOLE 1
SIEBEL SYSTEMS, INC. COM 826170102 3689 265,036 SH SOLE 1
SIERRA BANCORP COM 82620P102 37 2,376 SH SOLE 1
SIERRA HEALTH SERVICES, INC. COM 826322109 300 10,926 SH SOLE 1
SIERRA PACIFIC RESOURCES COM 826428104 1628 221,837 SH SOLE 1
SIGMA ALDRICH CORP. COM 826552101 2072 36,244 SH SOLE 1
SIGMA DESIGNS INC COM 826565103 62 8,269 SH SOLE 1
SIGMATEL INC COM 82661W107 128 5,200 SH DEFINED 2
SIGMATEL INC COM COM 82661W107 20304 822688 SH Sole 3
SILGAN HOLDINGS, INC. COM 827048109 216 5,075 SH SOLE 1
SILICON GRAPHICS, INC. COM 827056102 131 95,887 SH SOLE 1
SILICON IMAGE INC COM 82705T102 233 32,562 SH SOLE 1
SILICON LABORATORIES COM COM 826919102 24169 559204 SH Sole 3
SILICON LABORATORIES INC COM 826919102 3085 71,287 SH SOLE 1
SILICON STORAGE TECHNOLOGY COM 827057100 413 37,547 SH SOLE 1
SILICON VALLEY BANCSHARES COM 827064106 2280 63,210 SH SOLE 1
SILICONIX, INC. COM 827079203 126 2,748 SH SOLE 1
SILICONWARE PRECISION (ADR) COM 827084864 1556 302042 SH Sole 3
SIMMONS FIRST NATIONAL CORP. COM 828730200 186 6,733 SH SOLE 1
SIMON PPTY GROUP COM 828806109 4883 105378 SH Sole 3
SELECT MED CORP 284,200
SELECT MEDICAL CORP 21,654
SELECTIVE INSURANCE GROUP, INC 12,619
SEMCO ENERGY, INC. 13,095
SEMITOOL INC COM 221600
SEMITOOL, INC. 7,606
SEMPRA ENERGY 101,461
SEMTECH CORP 98,000
SEMTECH CORP. 132,575
SENIOR HOUSING PROP TRUST 21,489
SENSIENT TECHNOLOGIES CORP. 84,995
SEPRACOR INC 108,400
SEPRACOR, INC. 122,179
SEQUA CORP CLASS A 16,665
SERENA SOFTWARE, INC. 10,676
SEROLOGICALS CORP. 10,633
SERONO SA 50,000
SERVICE CORP INTERNATIONAL 5,261
SERVICEMASTER COMPAN 4,982
SFBC INTERNATIONAL INC 3,363
SHARPER IMAGE CORP 4,394
SHAW GROUP INC 27,314
SHENANDOAH TELECOMMUNI 1,533
SHERWIN WILLIAMS CO 328,696
SHERWIN-WILLIAMS CO. 65,332
SHOE CARNIVAL INC 3,397
SHOPKO STORES, INC. 12,847
SHORE BANCSHARES INC 2,591
SHUFFLE MASTER, INC. 7,806
SHURGARD STORAGE CENTERS, INC. CLASS 771
SHURGARD STORAGE CTRS COM 57500
SI INTERNATIONAL 186700
SICOR INC 307,764
SIDER NACIONAL CIA SPONS AD 8,300
SIEBEL SYSTEMS, INC. 265,036
SIERRA BANCORP 2,376
SIERRA HEALTH SERVICES, INC. 10,926
SIERRA PACIFIC RESOURCES 221,837
SIGMA ALDRICH CORP. 36,244
SIGMA DESIGNS INC 8,269
SIGMATEL INC 5,200
SIGMATEL INC COM 798100 24588
SILGAN HOLDINGS, INC. 5,075
SILICON GRAPHICS, INC. 95,887
SILICON IMAGE INC 32,562
SILICON LABORATORIES COM 533700 25504
SILICON LABORATORIES INC 71,287
SILICON STORAGE TECHNOLOGY 37,547
SILICON VALLEY BANCSHARES 63,210
SILICONIX, INC. 2,748
SILICONWARE PRECISION (ADR) 222200 79842
SIMMONS FIRST NATIONAL CORP. 6,733
SIMON PPTY GROUP 105378
SIMON PROPERTY GROUP INC COM 828806109 3947 85,167 SH SOLE 1
SIMPLETECH INC COM 828823104 26 4,319 SH SOLE 1
SIMPSON MANUFACTURING CO. COM 829073105 354 6,968 SH SOLE 1
SINCLAIR BROADCAST GROUP, INC. COM 829226109 267 17,836 SH SOLE 1
SIPEX CORP. COM 829909100 90 11,627 SH SOLE 1
SIRIUS SATELLITE RADIO INC. COM 82966U103 1288 407,721 SH SOLE 1
SIRNA THERAPEUTICS INC COM 829669100 17 3,279 SH SOLE 1
SIX FLAGS, INC COM 83001P109 1319 175,405 SH SOLE 1
SIZELER PPTY INVS INC COM 830137105 58 5,417 SH SOLE 1
SKECHERS USA INC. CL-A COM 830566105 71 8,722 SH SOLE 1
SKILLSOFT CORP COM (ADR) COM 830928107 12186 1408800 SH Sole 3
SKY FINANCIAL GROUP COM 83080P103 41 1,564 SH SOLE 1
SKYLINE CORP. COM 830830105 99 2,847 SH SOLE 1
SKYWEST INC COM 830879102 61288 3,391,722 SH SOLE 1
SKYWORKS SOLUTIONS INC COM 83088M102 609 70,042 SH SOLE 1
SL GREEN REALTY CORP. COM 78440X101 610 14,858 SH SOLE 1
SL GREEN RLTY CORP COM COM 78440X101 841 20480 SH Sole 3
SLM CORP COM 78442P106 17876 584,684 SH SOLE 1
SLM CORP COM 78442P106 14236 377,800 SH DEFINED 2
SM&A COM 78465D105 67 5,710 SH SOLE 1
SMART & FINAL, INC., COM 831683107 58 5,779 SH SOLE 1
SMITH INTERNATIONAL, INC. COM 832110100 5976 143,938 SH SOLE 1
SMITH INTL INC COM 832110100 26839 646,400 SH DEFINED 2
SMITH, A.O. CORP. COM 831865209 274 7,811 SH SOLE 1
SMITHFIELD FOODS INC COM 832248108 3286 158,738 SH SOLE 1
SMURFIT-STONE CONTAINER CORP. COM 832727101 69491 3,742,102 SH SOLE 1
SNAP-ON, INC. COM 833034101 850 26,356 SH SOLE 1
SOHU.COM INC COM 83408W103 237 7,931 SH SOLE 1
SOLA INTERNATIONAL, INC. COM 834092108 258 13,719 SH SOLE 1
SOLECTRON CORP. COM 834182107 2226 376,580 SH SOLE 1
SOLUTIA, INC. COM 834376105 17 46,126 SH SOLE 1
SONIC AUTOMOTIVE INC COM 83545G102 296 12,898 SH SOLE 1
SONIC CORP. COM 835451105 561 18,246 SH SOLE 1
SONIC SOLUTIONS COM 835460106 108 7,079 SH SOLE 1
SONICWALL INC COM 835470105 191 24,520 SH SOLE 1
SONOCO PRODUCTS CO. COM 835495102 3436 139,566 SH SOLE 1
SONOSIGHT, INC. COM 83568G104 143 6,675 SH SOLE 1
SONUS NETWORKS INC COM 835916107 764 101,291 SH SOLE 1
SONUS NETWORKS INC COM 835916107 7049 932,400 SH DEFINED 2
SOTHEBY'S HOLDINGS, INC. CLASS A COM 835898107 1488 108,910 SH SOLE 1
SOUND FEDERAL BANCORP INC COM 83607V104 97 6,206 SH SOLE 1
SOUNDVIEW TECHNOLOGY GRUOP INC COM 83611Q406 2232 144,092 SH SOLE 1
SOURCE INTERLINK COS INC COM 836151209 58 5,430 SH SOLE 1
SOURCECORP COM 836167106 185 7,259 SH SOLE 1
SOUTH FINANCIAL GROUP INC. COM 837841105 756 27,254 SH SOLE 1
SOUTH JERSEY INDUSTRIES, INC. COM 838518108 236 5,815 SH SOLE 1
SOUTHERN CO COM 842587107 40510 1,339,185 SH SOLE 1
SOUTHERN CO COM 842587107 7493 247,700 SH DEFINED 2
SOUTHERN FINANCIAL BNCRP COM 842870107 122 2,824 SH SOLE 1
SOUTHERN PERU COPPER CORP. COM 843611104 12 254 SH SOLE 1
SOUTHERN UNION CO. COM 844030106 482 26,188 SH SOLE 1
SOUTHSIDE BANCSHARES INC COM 84470P109 77 4,146 SH SOLE 1
SOUTHTRUST CORP. COM 844730101 4901 149,687 SH SOLE 1
SIMON PROPERTY GROUP INC 85,167
SIMPLETECH INC 4,319
SIMPSON MANUFACTURING CO. 6,968
SINCLAIR BROADCAST GROUP, INC. 17,836
SIPEX CORP. 11,627
SIRIUS SATELLITE RADIO INC. 407,721
SIRNA THERAPEUTICS INC 3,279
SIX FLAGS, INC 175,405
SIZELER PPTY INVS INC 5,417
SKECHERS USA INC. CL-A 8,722
SKILLSOFT CORP COM (ADR) 1387500 21300
SKY FINANCIAL GROUP 1,564
SKYLINE CORP. 2,847
SKYWEST INC 3,391,722
SKYWORKS SOLUTIONS INC 70,042
SL GREEN REALTY CORP. 14,858
SL GREEN RLTY CORP COM 20480
SLM CORP 255,014
SLM CORP 377,800
SM&A 5,710
SMART & FINAL, INC., 5,779
SMITH INTERNATIONAL, INC. 143,938
SMITH INTL INC 646,400
SMITH, A.O. CORP. 7,811
SMITHFIELD FOODS INC 158,738
SMURFIT-STONE CONTAINER CORP. 3,742,102
SNAP-ON, INC. 26,356
SOHU.COM INC 7,931
SOLA INTERNATIONAL, INC. 13,719
SOLECTRON CORP. 376,580
SOLUTIA, INC. 46,126
SONIC AUTOMOTIVE INC 12,898
SONIC CORP. 18,246
SONIC SOLUTIONS 7,079
SONICWALL INC 24,520
SONOCO PRODUCTS CO. 139,566
SONOSIGHT, INC. 6,675
SONUS NETWORKS INC 101,291
SONUS NETWORKS INC 932,400
SOTHEBY'S HOLDINGS, INC. CLASS A 108,910
SOUND FEDERAL BANCORP INC 6,206
SOUNDVIEW TECHNOLOGY GRUOP INC 144,092
SOURCE INTERLINK COS INC 5,430
SOURCECORP 7,259
SOUTH FINANCIAL GROUP INC. 27,254
SOUTH JERSEY INDUSTRIES, INC. 5,815
SOUTHERN CO 1,339,185
SOUTHERN CO 247,700
SOUTHERN FINANCIAL BNCRP 2,824
SOUTHERN PERU COPPER CORP. 254
SOUTHERN UNION CO. 26,188
SOUTHSIDE BANCSHARES INC 4,146
SOUTHTRUST CORP. 149,687
SOUTHWEST AIRLINES CO. COM 844741108 5504 341,020 SH SOLE 1
SOUTHWEST BANCORP INC COM 844767103 91 5,133 SH SOLE 1
SOUTHWEST BANCORPORATION OF TX COM 84476R109 515 13,261 SH SOLE 1
SOUTHWEST GAS CORP COM 844895102 321 14,291 SH SOLE 1
SOUTHWEST WTR CO COM 845331107 85 5,315 SH SOLE 1
SOUTHWESTERN ENERGY CO. COM 845467109 401 16,783 SH SOLE 1
SOVEREIGN BANCORP, INC. COM 845905108 9992 420,707 SH SOLE 1
SOVRAN SELF STORAGE, INC. COM 84610H108 244 6,573 SH SOLE 1
SPANISH BROADCASTING SYS, INC. CLASS COM 846425882 157 14,842 SH SOLE 1
SPARTECH CORP. COM 847220209 266 10,815 SH SOLE 1
SPECTRALINK CORP COM 847580107 144 7,507 SH SOLE 1
SPECTRALINK CORP COM COM 847580107 1495 78000 SH Sole 3
SPEEDWAY MOTORSPORTS COM 847788106 191 6,600 SH SOLE 1
SPHERION CORPORATION COM 848420105 272 27,821 SH SOLE 1
SPINNAKER EXPLORATION CO COM 84855W109 377 11,688 SH SOLE 1
SPORTS AUTHORITY INC COM 84917U109 366 9,532 SH SOLE 1
SPORTS RESORTS INTL INC COM 84918U108 3 655 SH SOLE 1
SPRINT CORP. FON GROUP COM 852061100 6431 391,650 SH SOLE 1
SPRINT CORP. PCS GROUP COM 852061506 2660 473,347 SH SOLE 1
SPS TECHNOLOGIES, INC. COM 784626103 16 345 SH SOLE 1
SPSS, INC. COM 78462K102 103 5,761 SH SOLE 1
SPX CORP. COM 784635104 16825 286,095 SH SOLE 1
SRA INTERNATIONAL CL A COM 78464R105 171 3,979 SH SOLE 1
SS&C TECHNOLOGIES INC COM 85227Q100 96 3,448 SH SOLE 1
ST JUDE MED INC COM 790849103 15098 246,100 SH DEFINED 2
ST JUDE MEDICAL, INC. COM 790849103 4576 74,590 SH SOLE 1
ST PAUL COS INC COM 792860108 4580 115,500 SH DEFINED 2
ST. MARY LAND & EXPLORATION COM 792228108 378 13,280 SH SOLE 1
ST. PAUL COMPANIES, INC. COM 792860108 10342 14,023 SH SOLE 1
STAAR SURGICAL CO COM 852312305 97 8,584 SH SOLE 1
STAAR SURGICAL CO COM 852312305 1036 92,000 SH DEFINED 2
STAGE STORES INC COM 85254C305 192 6,884 SH SOLE 1
STAMPS.COM INC COM 852857101 106 17,144 SH SOLE 1
STANCORP FINANCIAL GROUP, INC. COM 852891100 2647 42,103 SH SOLE 1
STANDARD COML CORP. COM COM 853258101 93 4,641 SH SOLE 1
STANDARD MICROSYSTEMS CORP. COM 853626109 143 5,635 SH SOLE 1
STANDARD MOTOR PRODUCTS, INC. COM 853666105 37 3,085 SH SOLE 1
STANDARD PACIFIC CORP. COM 85375C101 736 15,165 SH SOLE 1
STANDARD REGISTER CO. COM 853887107 93 5,514 SH SOLE 1
STANDEX INTERNATIONAL CORP. COM 854231107 144 5,132 SH SOLE 1
STANLEY FURNITURE CO INC COM 854305208 67 2,112 SH SOLE 1
STANLEY WORKS COM 854616109 2037 53,783 SH SOLE 1
STAPLES, INC. COM 855030102 60457 2,214,543 SH SOLE 1
STAR SCIENTIFIC INC COM 85517P101 21 11,426 SH SOLE 1
STARBUCKS CORP. COM 855244109 7196 217,010 SH SOLE 1
STARTEK INC COM 85569C107 201 4,921 SH SOLE 1
STARWOOD HOTELS & RESORTS WW COM 85590A203 3275 91,056 SH SOLE 1
STATE AUTO FINANCIAL CORP. COM 855707105 141 6,028 SH SOLE 1
STATE BANCORP INC COM 855716106 76 3,147 SH SOLE 1
STATE FINL SERVICES CORP-A COM 856855101 64 2,403 SH SOLE 1
STATE STREET CORP. COM 857477103 7540 144,770 SH SOLE 1
STATEN ISLAND BANCORP, INC. COM 857550107 563 25,007 SH SOLE 1
STATION CASINOS INC COM COM 857689103 8261 269700 SH Sole 3
SOUTHWEST AIRLINES CO. 341,020
SOUTHWEST BANCORP INC 5,133
SOUTHWEST BANCORPORATION OF TX 13,261
SOUTHWEST GAS CORP 14,291
SOUTHWEST WTR CO 5,315
SOUTHWESTERN ENERGY CO. 16,783
SOVEREIGN BANCORP, INC. 420,707
SOVRAN SELF STORAGE, INC. 6,573
SPANISH BROADCASTING SYS, INC. CLASS 14,842
SPARTECH CORP. 10,815
SPECTRALINK CORP 7,507
SPECTRALINK CORP COM 78000
SPEEDWAY MOTORSPORTS 6,600
SPHERION CORPORATION 27,821
SPINNAKER EXPLORATION CO 11,688
SPORTS AUTHORITY INC 9,532
SPORTS RESORTS INTL INC 655
SPRINT CORP. FON GROUP 391,650
SPRINT CORP. PCS GROUP 473,347
SPS TECHNOLOGIES, INC. 345
SPSS, INC. 5,761
SPX CORP. 286,095
SRA INTERNATIONAL CL A 3,979
SS&C TECHNOLOGIES INC 3,448
ST JUDE MED INC 246,100
ST JUDE MEDICAL, INC. 74,590
ST PAUL COS INC 115,500
ST. MARY LAND & EXPLORATION 13,280
ST. PAUL COMPANIES, INC. 14,023
STAAR SURGICAL CO 8,584
STAAR SURGICAL CO 92,000
STAGE STORES INC 6,884
STAMPS.COM INC 17,144
STANCORP FINANCIAL GROUP, INC. 42,103
STANDARD COML CORP. COM 4,641
STANDARD MICROSYSTEMS CORP. 5,635
STANDARD MOTOR PRODUCTS, INC. 3,085
STANDARD PACIFIC CORP. 15,165
STANDARD REGISTER CO. 5,514
STANDEX INTERNATIONAL CORP. 5,132
STANLEY FURNITURE CO INC 2,112
STANLEY WORKS 53,783
STAPLES, INC. 2,214,543
STAR SCIENTIFIC INC 11,426
STARBUCKS CORP. 217,010
STARTEK INC 4,921
STARWOOD HOTELS & RESORTS WW 91,056
STATE AUTO FINANCIAL CORP. 6,028
STATE BANCORP INC 3,147
STATE FINL SERVICES CORP-A 2,403
STATE STREET CORP. 144,770
STATEN ISLAND BANCORP, INC. 25,007
STATION CASINOS INC COM 264500 5200
STATION CASINOS, INC. COM 857689103 22 719 SH SOLE 1
Statoil ASA - ADR 85771P102 409 36,220 SH SOLE 1
STEEL DYNAMICS, INC. COM 858119100 408 17,726 SH SOLE 1
STEELCASE INC-CL A COM 858155203 9 661 SH SOLE 1
STEIN MART INC COM COM 858375108 2447 297000 SH Sole 3
STEIN MART, INC. COM 858375108 78 9,500 SH SOLE 1
STEINWAY MUSICAL INSTRUMENTS COM 858495104 43805 1,773,495 SH SOLE 1
STELLENT INC COM 85856W105 82 8,242 SH SOLE 1
STEPAN CO. COM 858586100 62 2,414 SH SOLE 1
STERICYCLE INC COM 858912108 4619 98,900 SH DEFINED 2
STERICYCLE INC COM COM 858912108 23779 509190 SH Sole 3
STERICYCLE, INC. COM 858912108 2829 60,578 SH SOLE 1
STERIS CORP COM COM 859152100 2264 100,184 SH SOLE 1
STERLING BANCORP COM 859158107 173 6,084 SH SOLE 1
STERLING BANCSHARES, INC. COM 858907108 247 18,589 SH SOLE 1
STERLING FINANCIAL CORP COM 859317109 223 8,038 SH SOLE 1
STERLING FINL CORP WAS COM 859319105 237 6,935 SH SOLE 1
STEVEN MADDEN, LTD. COM 556269108 96 4,688 SH SOLE 1
STEWART & STEVENSON SERVICES COM 860342104 188 13,371 SH SOLE 1
STEWART ENTERPRISES, INC. COM 860370105 257 45,301 SH SOLE 1
STEWART INFORMATION SERVICES COM COM 860372101 318 7,846 SH SOLE 1
STILLWATER MINING CO. COM 86074Q102 197 20,620 SH SOLE 1
STONE ENERGY CORP. COM 861642106 450 10,609 SH SOLE 1
STONERIDGE, INC. COM 86183P102 90 5,961 SH SOLE 1
STORAGE TECHNOLOGY CORP. COM 862111200 4100 159,221 SH SOLE 1
STRATASYS INC COM 862685104 105 3,872 SH SOLE 1
STRATASYS INC COM COM 862685104 2020 74100 SH Sole 3
STRATEX NETWORKS INC COM 86279T109 167 38,886 SH SOLE 1
STRATTEC SEC CORP COM 863111100 92 1,504 SH SOLE 1
STRAYER ED INC COM COM 863236105 10465 96162 SH Sole 3
STRAYER EDUCATION, INC COM 863236105 547 5,025 SH SOLE 1
STRIDE RITE CORP. COM 863314100 197 17,272 SH SOLE 1
STRYKER CORP COM COM 863667101 1836 21600 SH Sole 3
STRYKER CORP. COM 863667101 7334 86,270 SH SOLE 1
STUDENT LOAN CORP. COM 863902102 10 68 SH SOLE 1
STURM, RUGER & CO., INC. COM 864159108 113 9,977 SH SOLE 1
SUFFOLK BANCORP COM 864739107 181 5,182 SH SOLE 1
SUMMIT AMERICA TELEVISION INC COM 86600T109 567 144,230 SH SOLE 1
SUMMIT BANCSHARES INC COM 866011109 68 2,447 SH SOLE 1
SUMMIT PROPERTIES, INC. COM 866239106 288 11,982 SH SOLE 1
SUN BANCORP INC COM 86663B102 129 5,565 SH SOLE 1
SUN COMMUNITIES, INC. COM 866674104 249 6,441 SH SOLE 1
SUN LIFE FINANCIAL SERVICES OF CANADA COM 866796105 2219 88,800 SH OTHER 1
SUN MICROSYSTEMS, INC. COM 866810104 6884 1,539,951 SH SOLE 1
SUNCOR ENERGY INC COM (F) COM 867229106 7784 310600 SH Sole 3
SUNCOR ENERGY INC. COM 867229106 709 28,200 SH OTHER 1
SUNGARD DATA SYSTEMS, INC. COM 867363103 4771 172,193 SH SOLE 1
SUNOCO, INC. COM 86764P109 1780 34,793 SH SOLE 1
SUNOPTA INC COM 8676EP108 923 100,000 SH DEFINED 2
SUNRISE SENIOR LIVING INC COM 86768K106 276 7,115 SH SOLE 1
SUNTRUST BANKS, INC. COM 867914103 8727 122,050 SH SOLE 1
SUPERCONDUCTOR TECHNOLOGIES COM 867931107 140 25,171 SH SOLE 1
SUPERGEN, INC. COM 868059106 163 14,825 SH SOLE 1
STATION CASINOS, INC. 719
Statoil ASA - ADR 36,220
STEEL DYNAMICS, INC. 17,726
STEELCASE INC-CL A 661
STEIN MART INC COM 297000
STEIN MART, INC. 9,500
STEINWAY MUSICAL INSTRUMENTS 1,773,495
STELLENT INC 8,242
STEPAN CO. 2,414
STERICYCLE INC 98,900
STERICYCLE INC COM 488500 20690
STERICYCLE, INC. 60,578
STERIS CORP COM 100,184
STERLING BANCORP 6,084
STERLING BANCSHARES, INC. 18,589
STERLING FINANCIAL CORP 8,038
STERLING FINL CORP WAS 6,935
STEVEN MADDEN, LTD. 4,688
STEWART & STEVENSON SERVICES 13,371
STEWART ENTERPRISES, INC. 45,301
STEWART INFORMATION SERVICES COM 7,846
STILLWATER MINING CO. 20,620
STONE ENERGY CORP. 10,609
STONERIDGE, INC. 5,961
STORAGE TECHNOLOGY CORP. 159,221
STRATASYS INC 3,872
STRATASYS INC COM 74100
STRATEX NETWORKS INC 38,886
STRATTEC SEC CORP 1,504
STRAYER ED INC COM 92400 3762
STRAYER EDUCATION, INC 5,025
STRIDE RITE CORP. 17,272
STRYKER CORP COM 21600
STRYKER CORP. 86,270
STUDENT LOAN CORP. 68
STURM, RUGER & CO., INC. 9,977
SUFFOLK BANCORP 5,182
SUMMIT AMERICA TELEVISION INC 144,230
SUMMIT BANCSHARES INC 2,447
SUMMIT PROPERTIES, INC. 11,982
SUN BANCORP INC 5,565
SUN COMMUNITIES, INC. 6,441
SUN LIFE FINANCIAL SERVICES OF CANADA 0 88,800
SUN MICROSYSTEMS, INC. 1,539,951
SUNCOR ENERGY INC COM (F) 293000 17600
SUNCOR ENERGY INC. 0 28,200
SUNGARD DATA SYSTEMS, INC. 172,193
SUNOCO, INC. 34,793
SUNOPTA INC 100,000
SUNRISE SENIOR LIVING INC 7,115
SUNTRUST BANKS, INC. 122,050
SUPERCONDUCTOR TECHNOLOGIES 25,171
SUPERGEN, INC. 14,825
SUPERIOR ENERGY SERVICES, INC. COM 868157108 212 22,550 SH SOLE 1
SUPERIOR INDUSTRIES INTL, INC. COM 868168105 2114 48,577 SH SOLE 1
SUPERTEX INC COM 868532102 80 4,146 SH SOLE 1
SUPERVALU, INC. COM 868536103 1728 60,426 SH SOLE 1
SUPPORTSOFT INC COM 868587106 183 13,880 SH SOLE 1
SUPPORTSOFT INC COM 868587106 855 65,000 SH DEFINED 2
SUREWEST COMMUNICATION COM 868733106 278 6,887 SH SOLE 1
SURMODICS INC COM 868873100 156 6,554 SH SOLE 1
SUSQUEHANNA BANCSHARES, INC. COM 869099101 466 18,618 SH SOLE 1
SWIFT ENERGY CO. COM 870738101 203 12,035 SH SOLE 1
SWIFT TRANSPORTATION CO., INC. COM 870756103 2517 119,721 SH SOLE 1
SWS GROUP INC COM 78503N107 117 6,566 SH SOLE 1
SYBASE, INC. COM 871130100 3669 178,294 SH SOLE 1
SYBRON DENTAL SPECIALTIES INC. COM 871142105 506 17,998 SH SOLE 1
SYCAMORE NETWORKS, INC COM 871206108 404 77,452 SH SOLE 1
SYKES ENTERPRISES, INC. COM 871237103 96 11,197 SH SOLE 1
SYLVAN LEARNING SYSTEMS, INC. COM 871399101 2256 78,374 SH SOLE 1
SYMANTEC CORP COM 871503108 3770 108,800 SH DEFINED 2
SYMANTEC CORP COM COM 871503108 4629 133600 SH Sole 3
SYMANTEC CORP. COM 871503108 17986 521,339 SH SOLE 1
SYMBOL TECHNOLOGIES, INC. COM 871508107 1763 104,372 SH SOLE 1
SYMMETRICOM, INC. COM 871543104 128 17,647 SH SOLE 1
SYMX TECHNOLOGIES INC. COM 87155S108 223 10,868 SH SOLE 1
SYNAPTICS INC COM 87157D109 115 7,657 SH SOLE 1
SYNOPSYS INC. COM 871607107 7926 234,083 SH SOLE 1
SYNOVIS LIFE TECHNOLOGIES IN COM 87162G105 94 4,665 SH SOLE 1
SYNOVUS FINANCIAL CORP. COM 87161C105 3952 136,654 SH SOLE 1
SYNPLICITY INC COM 87160Y108 44 5,640 SH SOLE 1
SYNTEL, INC. COM 87162H103 74 2,982 SH SOLE 1
SYPRIS SOLUTIONS INC COM 871655106 42 2,528 SH SOLE 1
SYSCO CORP. COM 871829107 10417 279,790 SH SOLE 1
SYSTEMAX INC COM 871851101 29 4,281 SH SOLE 1
SYSTEMS & COMPUTER TECHNOLOGY COM 871873105 261 15,949 SH SOLE 1
T ROWE PRICE GROUP INC. COM 74144T108 2653 55,952 SH SOLE 1
TAIWAN FUND COM 874036106 298 25,050 SH SOLE 1
TAIWAN SEMICONDUCTOR-SP ADR COM 874039100 13827 1,350,303 SH SOLE 1
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 559 19,410 SH SOLE 1
TALBOTS INC COM 874161102 15 472 SH SOLE 1
TALISMAN ENERGY INC. COM 87425E103 2913 51,200 SH OTHER 1
TALK AMERICA HOLDINGS INC COM 87426R202 142 12,284 SH SOLE 1
TALX CORP COM 874918105 147 6,364 SH SOLE 1
TANGER FACTORY OUTLET CTRS COM 875465106 139 3,423 SH SOLE 1
TANOX INC COM 87588Q109 166 11,195 SH SOLE 1
TANOX INC COM 87588Q109 743 50,000 SH DEFINED 2
TARGET CORP COM 87612E106 13586 353,800 SH DEFINED 2
TARGET CORPORATION COM 87612E106 18127 472,050 SH SOLE 1
TARO PHARMACEUT INDS COM M8737E108 17817 276234 SH Sole 3
TARRAGON REALTY INVESTORS COM 876287103 42 2,557 SH SOLE 1
TAUBMAN CENTERS, INC. COM 876664103 425 20,636 SH SOLE 1
TAUBMAN CTRS INC COM COM 876664103 266 12900 SH Sole 3
TAYLOR CAPITAL GROUP INC COM 876851106 46 1,780 SH SOLE 1
TBC CORP. COM 872180104 206 7,982 SH SOLE 1
TCF FINANCIAL CORP. COM 872275102 5252 102,282 SH SOLE 1
SUPERIOR ENERGY SERVICES, INC. 22,550
SUPERIOR INDUSTRIES INTL, INC. 48,577
SUPERTEX INC 4,146
SUPERVALU, INC. 60,426
SUPPORTSOFT INC 13,880
SUPPORTSOFT INC 65,000
SUREWEST COMMUNICATION 6,887
SURMODICS INC 6,554
SUSQUEHANNA BANCSHARES, INC. 18,618
SWIFT ENERGY CO. 12,035
SWIFT TRANSPORTATION CO., INC. 119,721
SWS GROUP INC 6,566
SYBASE, INC. 178,294
SYBRON DENTAL SPECIALTIES INC. 17,998
SYCAMORE NETWORKS, INC 77,452
SYKES ENTERPRISES, INC. 11,197
SYLVAN LEARNING SYSTEMS, INC. 78,374
SYMANTEC CORP 108,800
SYMANTEC CORP COM 128000 5600
SYMANTEC CORP. 521,339
SYMBOL TECHNOLOGIES, INC. 104,372
SYMMETRICOM, INC. 17,647
SYMX TECHNOLOGIES INC. 10,868
SYNAPTICS INC 7,657
SYNOPSYS INC. 234,083
SYNOVIS LIFE TECHNOLOGIES IN 4,665
SYNOVUS FINANCIAL CORP. 136,654
SYNPLICITY INC 5,640
SYNTEL, INC. 2,982
SYPRIS SOLUTIONS INC 2,528
SYSCO CORP. 279,790
SYSTEMAX INC 4,281
SYSTEMS & COMPUTER TECHNOLOGY 15,949
T ROWE PRICE GROUP INC. 55,952
TAIWAN FUND 25,050
TAIWAN SEMICONDUCTOR-SP ADR 1,350,303
TAKE-TWO INTERACTIVE SOFTWARE 19,410
TALBOTS INC 472
TALISMAN ENERGY INC. 0 51,200
TALK AMERICA HOLDINGS INC 12,284
TALX CORP 6,364
TANGER FACTORY OUTLET CTRS 3,423
TANOX INC 11,195
TANOX INC 50,000
TARGET CORP 353,800
TARGET CORPORATION 472,050
TARO PHARMACEUT INDS 266400 9834
TARRAGON REALTY INVESTORS 2,557
TAUBMAN CENTERS, INC. 20,636
TAUBMAN CTRS INC COM 12900
TAYLOR CAPITAL GROUP INC 1,780
TBC CORP. 7,982
TCF FINANCIAL CORP. 102,282
TECH DATA CORP. COM 878237106 3243 81,719 SH SOLE 1
TECHE CORP. COM 878377100 724 19,127 SH SOLE 1
TECHNICAL OLYMPIC USA INC COM 878483106 32 1,164 SH SOLE 1
TECHNITROL, INC. COM 878555101 394 18,981 SH SOLE 1
TECO ENERGY, INC. COM 872375100 1241 86,089 SH SOLE 1
TECUMSEH PRODUCTS CO. CLASS A COM 878895200 1646 33,980 SH SOLE 1
TEJON RANCH CO. COM 879080109 133 3,247 SH SOLE 1
TEKELEC COM 879101103 371 23,887 SH SOLE 1
TEKTRONIX, INC. COM 879131100 1203 38,075 SH SOLE 1
TELE CENTRO OESTE CELULAR S.A. ADR COM 87923P105 236 24,000 SH SOLE 1
TELECOM DE CHILE SPONS ADR COM 204449300 554 33,500 SH SOLE 1
TELEDYNE TECHOLOGIES INC COM 879360105 287 15,234 SH SOLE 1
TELEFLEX INC. COM 879369106 2760 57,110 SH SOLE 1
TELEFONOS DE MEXIC ADR-EACH COM 879403780 7980 223,000 SH SOLE 1
TELEPHONE AND DATA SYSTEMS COM 879433100 5161 82,511 SH SOLE 1
TELESP CELULAR PARTICIPACOES SA ADR COM 87952L108 938 142,600 SH SOLE 1
TELETECH HOLDINGS COM 879939106 184 16,265 SH SOLE 1
TELIK INC COM 87959M109 413 17,965 SH SOLE 1
TELLABS, INC. COM 879664100 1730 205,684 SH SOLE 1
TEMPLE-INLAND INC. COM 879868107 1531 24,427 SH SOLE 1
TENARIS SA-ADR COM 88031M109 1958 60,429 SH SOLE 1
TENET HEALTHCARE CORP. COM 88033G100 3361 209,406 SH SOLE 1
TENNANT CO. COM 880345103 172 3,983 SH SOLE 1
TENNECO AUTOMOTIVE INC COM 880349105 131 19,654 SH SOLE 1
TERADYNE INC COM 880770102 3441 135,200 SH DEFINED 2
TERADYNE, INC. COM 880770102 2198 86,377 SH SOLE 1
TERAYON COMMUNICATION COM 880775101 138 30,684 SH SOLE 1
TEREX CORP NEW COM 880779103 1171 41,100 SH DEFINED 2
TEREX CORP. COM 880779103 587 20,607 SH SOLE 1
TESORO PETROLEUM CORP. COM 881609101 398 27,290 SH SOLE 1
TESSERA TECHNOLOGIES INC COM 88164L100 94 5,000 SH DEFINED 2
TETRA TECH INC NEW COM COM 88162G103 24644 991300 SH Sole 3
TETRA TECH, INC. COM 88162G103 587 23,631 SH SOLE 1
TETRA TECHNOLOGIES, INC. COM 88162F105 227 9,363 SH SOLE 1
TEVA PHARMACEUTCL INDS (ADR) COM 881624209 8722 153800 SH Sole 3
TEVA PHARMACEUTICAL ADR COM 881624209 9955 123,299 SH SOLE 1
TEVA PHARMACEUTICAL INDS L COM 881624209 23800 419,680 SH DEFINED 2
TEXAS GENCO HOLDINGS INC COM 882443104 8 239 SH SOLE 1
TEXAS INDUSTRIES, INC. COM 882491103 368 9,953 SH SOLE 1
TEXAS INSTRS INC COM 882508104 617 21000 SH Sole 3
TEXAS INSTRS INC COM 882508104 15234 518,525 SH DEFINED 2
TEXAS INSTRUMENTS, INC. COM 882508104 40320 1,372,358 SH SOLE 1
TEXAS REGIONAL BANCSHARES, INC CLASS COM 882673106 407 11,002 SH SOLE 1
TEXTRON FINANCIAL CORP COM 883203101 3469 60,790 SH SOLE 1
THE GENLYTE GROUP, INC. COM 372302109 330 5,647 SH SOLE 1
THE ST JOE COMPANY COM 790148100 24 653 SH SOLE 1
THE STEAK N SHAKE COMPANY COM 857873103 185 10,387 SH SOLE 1
THE TITAN CORPORATION COM 888266103 3986 182,762 SH SOLE 1
THE YANKEE CANDLE CO. COM 984757104 376 13,772 SH SOLE 1
THERAGENICS CORP. COM 883375107 77 14,040 SH SOLE 1
THERASENSE INC COM 883381105 228 11,296 SH SOLE 1
THERMO ELECTRON CORP. COM 883556102 4024 159,697 SH SOLE 1
THESTREET.COM INC. COM 88368Q103 24 5,927 SH SOLE 1
TECH DATA CORP. 81,719
TECHE CORP. 19,127
TECHNICAL OLYMPIC USA INC 1,164
TECHNITROL, INC. 18,981
TECO ENERGY, INC. 86,089
TECUMSEH PRODUCTS CO. CLASS A 33,980
TEJON RANCH CO. 3,247
TEKELEC 23,887
TEKTRONIX, INC. 38,075
TELE CENTRO OESTE CELULAR S.A. ADR 24,000
TELECOM DE CHILE SPONS ADR 33,500
TELEDYNE TECHOLOGIES INC 15,234
TELEFLEX INC. 57,110
TELEFONOS DE MEXIC ADR-EACH 223,000
TELEPHONE AND DATA SYSTEMS 82,511
TELESP CELULAR PARTICIPACOES SA ADR 142,600
TELETECH HOLDINGS 16,265
TELIK INC 17,965
TELLABS, INC. 205,684
TEMPLE-INLAND INC. 24,427
TENARIS SA-ADR 60,429
TENET HEALTHCARE CORP. 209,406
TENNANT CO. 3,983
TENNECO AUTOMOTIVE INC 19,654
TERADYNE INC 135,200
TERADYNE, INC. 86,377
TERAYON COMMUNICATION 30,684
TEREX CORP NEW 41,100
TEREX CORP. 20,607
TESORO PETROLEUM CORP. 27,290
TESSERA TECHNOLOGIES INC 5,000
TETRA TECH INC NEW COM 972000 19300
TETRA TECH, INC. 23,631
TETRA TECHNOLOGIES, INC. 9,363
TEVA PHARMACEUTCL INDS (ADR) 146700 7100
TEVA PHARMACEUTICAL ADR 123,299
TEVA PHARMACEUTICAL INDS L 419,680
TEXAS GENCO HOLDINGS INC 239
TEXAS INDUSTRIES, INC. 9,953
TEXAS INSTRS INC 21000
TEXAS INSTRS INC 518,525
TEXAS INSTRUMENTS, INC. 1,372,358
TEXAS REGIONAL BANCSHARES, INC CLASS 11,002
TEXTRON FINANCIAL CORP 60,790
THE GENLYTE GROUP, INC. 5,647
THE ST JOE COMPANY 653
THE STEAK N SHAKE COMPANY 10,387
THE TITAN CORPORATION 182,762
THE YANKEE CANDLE CO. 13,772
THERAGENICS CORP. 14,040
THERASENSE INC 11,296
THERMO ELECTRON CORP. 159,697
THESTREET.COM INC. 5,927
THIRD WAVE TECHNOLOGIES COM 88428W108 51 11,255 SH SOLE 1
THOMAS & BETTS CORP. COM 884315102 1041 45,478 SH SOLE 1
THOMAS INDUSTRIES, INC. COM 884425109 154 4,455 SH SOLE 1
THOMAS NELSON COM 640376109 72 3,735 SH SOLE 1
THOR INDUSTRIES, INC. COM 885160101 474 8,430 SH SOLE 1
THORATEC LABORATORIES CORP. COM 885175307 292 22,594 SH SOLE 1
THORNBURG MORTGAGE INC. COM 885218107 10372 381,319 SH SOLE 1
THQ INC COM 872443403 304 17,991 SH SOLE 1
THREE-FIVE SYS INC COM COM 88554L108 52 9,989 SH SOLE 1
TIBCO SOFTWARE INC COM 88632Q103 269 39,755 SH SOLE 1
TIDEWATER, INC. COM 886423102 3931 131,575 SH SOLE 1
TIER TECHNOLOGIES INC COM 88650Q100 54 6,563 SH SOLE 1
TIERONE CORP COM 88650R108 243 10,593 SH SOLE 1
TIFFANY & CO. COM 886547108 2964 65,567 SH SOLE 1
TIFFANY + CO NEW COM 886547108 18673 413,115 SH DEFINED 2
TIMBERLAND COMPANY COM 887100105 2607 50,067 SH SOLE 1
TIME WARNER INC COM 887317105 114 6,322 SH DEFINED 2
TIME WARNER TELECOM COM 887319101 190 18,768 SH SOLE 1
TIME WARNERE INC COM 887317105 48940 2,720,410 SH SOLE 1
TIMKEN CO. COM 887389104 17 827 SH SOLE 1
TIVO INC COM 888706108 116 15,662 SH SOLE 1
TJX COMPANIES, INC. COM 872540109 5027 227,970 SH SOLE 1
TOLL BROTHERS, INC. COM 889478103 4159 104,601 SH SOLE 1
TOLLGRADE COMMUNICATIONS INC COM 889542106 112 6,361 SH SOLE 1
TOMPKINS TRUSTCO INC COM 890110109 176 3,816 SH SOLE 1
TOO INC COM 890333107 270 16,023 SH SOLE 1
TOO INC COM COM 890333107 21338 1264078 SH Sole 3
TOOTSIE ROLL INDUSTRIES, INC. COM 890516107 2657 73,809 SH SOLE 1
TOPPS CO. INC. COM 890786106 150 14,630 SH SOLE 1
TORCHMARK CORP. COM 891027104 3004 65,973 SH SOLE 1
TORO CO COM 891092108 1907 41,100 SH DEFINED 2
TORO CO. COM 891092108 535 11,539 SH SOLE 1
TORONTO DOMINION BK COM 891160509 2278 68,000 SH OTHER 1
TOTAL SYSTEM SERVICE COM 891906109 23 753 SH SOLE 1
TOWER AUTOMOTIVE, INC. COM 891707101 180 26,382 SH SOLE 1
TOWN & COUNTRY TRUST COM 892081100 174 6,847 SH SOLE 1
TOYS R US INC. COM 892335100 1216 96,195 SH SOLE 1
TRACTOR SUPPLY CO COM 892356106 535 13,724 SH SOLE 1
TRADESTATION GROUP INC COM 89267P105 72 8,142 SH SOLE 1
TRAMMELL CROW CO. COM 89288R106 192 14,468 SH SOLE 1
TRANS WORLD ENTERTAINMENT CORP COM 89336Q100 43 6,041 SH SOLE 1
TRANSACTION SYSTEMS ARCHITECTS CLASS COM 893416107 1479 66,401 SH SOLE 1
TRANSALTA CORPORATION COMMON COM 89346D107 1481 103,300 SH OTHER 1
TRANSATLANTIC HOLDINGS INC. COM 893521104 28 344 SH SOLE 1
TRANSATLANTIC HOLDINGS INC. COM 893521104 2526950 31,274,130 SH SOLE 1
TRANSCANADA CORPORATION COM 89353D107 1885 87,400 SH OTHER 1
TRANSCONTINENTAL RLTY COM 893617209 13 779 SH SOLE 1
TRANSKARYOTIC THERAPIES, INC. COM 893735100 216 13,807 SH SOLE 1
TRANSMETA CORP COM 89376R109 182 53,500 SH SOLE 1
TRANSMONTAIGNE, INC. COM 893934109 52 8,109 SH SOLE 1
TRANSOCEAN INC COM G90078109 5199 216,530 SH SOLE 1
TRANSOCEAN SEDCO FOREX INC COM G90078109 7 289 SH DEFINED 2
TRAVELERS PROPERTY CASUALTY COM 89420G406 12225 720,360 SH SOLE 1
THIRD WAVE TECHNOLOGIES 11,255
THOMAS & BETTS CORP. 45,478
THOMAS INDUSTRIES, INC. 4,455
THOMAS NELSON 3,735
THOR INDUSTRIES, INC. 8,430
THORATEC LABORATORIES CORP. 22,594
THORNBURG MORTGAGE INC. 381,319
THQ INC 17,991
THREE-FIVE SYS INC COM 9,989
TIBCO SOFTWARE INC 39,755
TIDEWATER, INC. 131,575
TIER TECHNOLOGIES INC 6,563
TIERONE CORP 10,593
TIFFANY & CO. 65,567
TIFFANY + CO NEW 413,115
TIMBERLAND COMPANY 50,067
TIME WARNER INC 6,322
TIME WARNER TELECOM 18,768
TIME WARNERE INC 2,720,410
TIMKEN CO. 827
TIVO INC 15,662
TJX COMPANIES, INC. 227,970
TOLL BROTHERS, INC. 104,601
TOLLGRADE COMMUNICATIONS INC 6,361
TOMPKINS TRUSTCO INC 3,816
TOO INC 16,023
TOO INC COM 1221100 42978
TOOTSIE ROLL INDUSTRIES, INC. 73,809
TOPPS CO. INC. 14,630
TORCHMARK CORP. 65,973
TORO CO 41,100
TORO CO. 11,539
TORONTO DOMINION BK 0 68,000
TOTAL SYSTEM SERVICE 753
TOWER AUTOMOTIVE, INC. 26,382
TOWN & COUNTRY TRUST 6,847
TOYS R US INC. 96,195
TRACTOR SUPPLY CO 13,724
TRADESTATION GROUP INC 8,142
TRAMMELL CROW CO. 14,468
TRANS WORLD ENTERTAINMENT CORP 6,041
TRANSACTION SYSTEMS ARCHITECTS CLASS 66,401
TRANSALTA CORPORATION COMMON 0 103,300
TRANSATLANTIC HOLDINGS INC. 344
TRANSATLANTIC HOLDINGS INC. 31,274,130
TRANSCANADA CORPORATION 0 87,400
TRANSCONTINENTAL RLTY 779
TRANSKARYOTIC THERAPIES, INC. 13,807
TRANSMETA CORP 53,500
TRANSMONTAIGNE, INC. 8,109
TRANSOCEAN INC 216,530
TRANSOCEAN SEDCO FOREX INC 289
TRAVELERS PROPERTY CASUALTY 720,360
TRC COS INC COM 872625108 116 5,512 SH SOLE 1
TREDEGAR CORP. COM 894650100 223 14,369 SH SOLE 1
TREX COMPANY, INC. COM 89531P105 133 3,502 SH SOLE 1
TRIAD GUARANTY, INC. COM 895925105 180 3,576 SH SOLE 1
TRIAD HOSPITALS, INC. COM 89579K109 3607 108,417 SH SOLE 1
TRIARC COS-B COM 895927309 170 15,761 SH SOLE 1
Tribune Co COM 896047107 774 15,000 SH DEFINED 4
TRIBUNE CO. COM 896047107 33120 641,865 SH SOLE 1
TRICO BANCSHARES COM 896095106 78 2,464 SH SOLE 1
TRICO MARINE SERVICES, INC. COM 896106101 448 250,000 SH SOLE 1
TRIMBLE NAVIGATION LTD. COM 896239100 556 14,926 SH SOLE 1
TRIMERIS INC COM 896263100 133 6,374 SH SOLE 1
TRINITY INDUSTRIES, INC. COM 896522109 2541 82,403 SH SOLE 1
TRIPATH IMAGIN INC COM 896942109 81 10,357 SH SOLE 1
TRIQUINT SEMICONDUCTOR, INC. COM 89674K103 1794 253,682 SH SOLE 1
TRITON PCS HOLDINGS COM 89677M106 58 10,332 SH SOLE 1
TRIUMPH GROUP, INC. COM 896818101 244 6,703 SH SOLE 1
TRIZEC HAHN CORP SUB VTG COM 89687P107 1141 74100 SH Sole 3
TRIZEC PROPERTIES INC COM 89687P107 20 1,296 SH SOLE 1
TRIZETTO GROUP INC COM 896882107 94 14,529 SH SOLE 1
TROY FINANCIAL CORP COM 897329108 107 3,078 SH SOLE 1
TRUST CO. OF NEW JERSEY COM 898304100 345 8,694 SH SOLE 1
TRUSTCO BANK CORP. NY COM 898349105 460 34,953 SH SOLE 1
TRUSTMARK CORP. COM 898402102 25 867 SH SOLE 1
TTM TECHONOLOGIES COM 87305R109 153 9,035 SH SOLE 1
TUESDAY MORNING CORPORATION COM 899035505 194 6,416 SH SOLE 1
TULARIK INC COM 899165104 370 22,979 SH SOLE 1
TUPPERWARE CORP. COM 899896104 864 49,803 SH SOLE 1
TURNSTONE SYSTEMS INC COM 900423104 2 13,550 SH SOLE 1
TWEETER HOME ENTERTAINMENT COM 901167106 89 9,373 SH SOLE 1
TXU CORP COM 873168108 3459 145,825 SH SOLE 1
TYCO INTERNATIONAL, LTD. COM 902124106 51531 1,944,574 SH SOLE 1
TYCO INTL LTD COM 902124106 17718 668,610 SH DEFINED 2
TYLER TECHNOLOGIES INC COM 902252105 182 18,896 SH SOLE 1
TYSON FOODS, INC. CLASS A COM 902494103 6643 501,705 SH SOLE 1
U S XPRESS ENTERPRISES COM 90338N103 32 2,644 SH SOLE 1
U.S. BANCORP, INC. COM 902973304 52544 1,764,391 SH SOLE 1
U.S. RESTAURANT PROPERTIES INC COM 902971100 180 10,558 SH SOLE 1
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UCBH HOLDINGS INC COM 90262T308 768 19,718 SH SOLE 1
UGI CORP. COM 902681105 25 748 SH SOLE 1
UICI COM 902737105 233 17,525 SH SOLE 1
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ULTICOM INC COM 903844108 49 5,098 SH SOLE 1
ULTIMATE ELECTRONIS, INC. COM 903849107 39 5,146 SH SOLE 1
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ULTRATECH , INC. COM 904034105 280 9,544 SH SOLE 1
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UMPQUA HOLDINGS CORP COM 904214103 276 13,252 SH SOLE 1
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Union Pac Corp COM 907818108 1,466 21,100 SH DEFINED 4
TRC COS INC 5,512
TREDEGAR CORP. 14,369
TREX COMPANY, INC. 3,502
TRIAD GUARANTY, INC. 3,576
TRIAD HOSPITALS, INC. 108,417
TRIARC COS-B 15,761
Tribune Co 15,000
TRIBUNE CO. 641,865
TRICO BANCSHARES 2,464
TRICO MARINE SERVICES, INC. 250,000
TRIMBLE NAVIGATION LTD. 14,926
TRIMERIS INC 6,374
TRINITY INDUSTRIES, INC. 82,403
TRIPATH IMAGIN INC 10,357
TRIQUINT SEMICONDUCTOR, INC. 253,682
TRITON PCS HOLDINGS 10,332
TRIUMPH GROUP, INC. 6,703
TRIZEC HAHN CORP SUB VTG 74100
TRIZEC PROPERTIES INC 1,296
TRIZETTO GROUP INC 14,529
TROY FINANCIAL CORP 3,078
TRUST CO. OF NEW JERSEY 8,694
TRUSTCO BANK CORP. NY 34,953
TRUSTMARK CORP. 867
TTM TECHONOLOGIES 9,035
TUESDAY MORNING CORPORATION 6,416
TULARIK INC 22,979
TUPPERWARE CORP. 49,803
TURNSTONE SYSTEMS INC 13,550
TWEETER HOME ENTERTAINMENT 9,373
TXU CORP 145,825
TYCO INTERNATIONAL, LTD. 1,944,574
TYCO INTL LTD 668,610
TYLER TECHNOLOGIES INC 18,896
TYSON FOODS, INC. CLASS A 501,705
U S XPRESS ENTERPRISES 2,644
U.S. BANCORP, INC. 1,764,391
U.S. RESTAURANT PROPERTIES INC 10,558
U.S.B. HOLDING CO., INC. 5,827
UCBH HOLDINGS INC 19,718
UGI CORP. 748
UICI 17,525
UIL HOLDINGS CORP. 65,786
ULTICOM INC 5,098
ULTIMATE ELECTRONIS, INC. 5,146
ULTRA PETROLEUM CORP COM 868700 30286
ULTRATECH , INC. 9,544
UMB FINANCIAL CORP. 7,687
UMPQUA HOLDINGS CORP 13,252
UNIFI, INC. 93,249
UNIFIRST CORP. 4,219
UNION BANKSHARES CORP 3,650
Union Pac Corp 21,100
UNION PAC CORP COM COM 907818108 868 12500 SH Sole 3
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UNITED THERAPEUTICS CORP. COM 91307C102 188 8,179 SH SOLE 1
UNITEDGLOBALCOM INC. CLASS A COM 913247508 16046 1,892,207 SH SOLE 1
UNITRIN, INC. COM 913275103 4008 96,783 SH SOLE 1
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UNIVERSAL CORP. COM 913456109 2087 47,254 SH SOLE 1
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UNOVA, INC. COM 91529B106 498 21,707 SH SOLE 1
UNION PAC CORP COM 12500
UNION PACIFIC CORP. 110,670
UNION PLANTERS CORP 85,091
UNIONBANCAL CORP 870
UNISOURCE ENERGY CORP. 13,459
UNISYS CORP. 187,284
UNIT CORP. 17,326
UNITED AUTO GROUP, INC. 7,489
UNITED BANKSHARES INC. WV 653
UNITED CAPITAL CORPORATION 1,294
UNITED CMNTY BKS BLAIR 8,562
UNITED COMMUNITY FINANCIAL CO 14,408
UNITED DEFENSE INDS IN 490
UNITED DOMINION REALTY TRUST 182,543
UNITED DOMINION RLTYTR COM 65500
UNITED FIRE & CASUALTY CO. 3,372
UNITED HEALTHCARE CORP 273,898
UNITED INDUSTRIAL CORP 4,821
UNITED MICROELECTRONICS-ADR 80,913
UNITED MOBILE HOMES INC 2,606
UNITED NATIONAL BANCORP 8,889
UNITED NATURAL FOODS, INC. 9,063
UNITED ONLINE INC 20,042
UNITED PANAM FINANCIAL CORP 1,836
UNITED PARCEL SERVICE CLASS -B 512,501
UNITED PARCEL SVC INC 494,485
UNITED RENTALS INC COM 1102400 42630
UNITED RENTALS, INC. 134,585
UNITED SECURITY BANCSHARES 4,622
UNITED STATES STEEL CORP 46,497
UNITED STATIONERS, INC. 14,397
UNITED SURGICAL PARTNE 8,074
UNITED SURGICAL PARTNERS 46,400
UNITED SURGICAL PRTNRS COM 479800 17388
UNITED TECHNOLOGIES CORP 179,700
UNITED TECHNOLOGIES CORP. 203,480
UNITED THERAPEUTICS CORP. 8,179
UNITEDGLOBALCOM INC. CLASS A 1,892,207
UNITRIN, INC. 96,783
UNIVERSAL AMER FINANCIAL CORP 11,041
UNIVERSAL COMPRESSION HLDGS 7,941
UNIVERSAL CORP. 47,254
UNIVERSAL DISPLAY CORP. 7,478
UNIVERSAL ELECTRONICS INC. 6,590
UNIVERSAL FOREST PRODUCTS, INC 7,373
UNIVERSAL HEALTH REALTY INCOME 5,274
UNIVERSAL HEALTH SERVICES - B 83,373
UNIVERSITY OF PHOENI 309
UNIVISION COMMUNICATIONS, INC. 142,594
UNIVISION COMMUNICATNS CL A 392400 34288
UNIZAN FINANCIAL CORP 10,143
UNOCAL CORP. 116,593
UNOVA, INC. 21,707
UNUMPROVIDENT CORP. COM 91529Y106 2118 134,300 SH SOLE 1
URBAN OUTFITTERS INC COM 917047102 371 10,000 SH DEFINED 2
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UST INC. COM 902911106 2665 74,676 SH SOLE 1
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V. F. CORP. COM 918204108 4318 99,861 SH SOLE 1
VAIL RESORTS, INC. COM 91879Q109 149 8,785 SH SOLE 1
VALANCE TECHNOLOGY, INC COM 918914102 92 23,228 SH SOLE 1
VALASSIS COMMUNICATIONS, INC. COM 918866104 2194 74,741 SH SOLE 1
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VALHI INC COM 918905100 188 12,555 SH SOLE 1
VALLEY NATIONAL BANC COM 919794107 49 1,673 SH SOLE 1
VALMONT INDUSTRIES, INC. COM 920253101 159 6,873 SH SOLE 1
VALSPAR CORP. COM 920355104 3606 72,969 SH SOLE 1
VALUE LINE, INC. COM 920437100 32 642 SH SOLE 1
VALUECLICK INC. COM 92046N102 281 30,983 SH SOLE 1
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VANS, INC. COM 921930103 96 8,446 SH SOLE 1
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VARIAN, INC. COM 922206107 2625 63,000 SH SOLE 1
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VECTREN CORP COM 92240G101 2684 108,894 SH SOLE 1
VEECO INSTRUMENTS, INC. COM 922417100 301 10,691 SH SOLE 1
VENTANA MEDICAL SYSTEMS, INC. COM 92276H106 994 25,216 SH SOLE 1
VENTAS, INC. COM 92276F100 768 34,917 SH SOLE 1
VERINT SYS INC COM COM 92343X100 3032 134400 SH Sole 3
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VERISIGN INC COM 92343E102 4129 253,300 SH DEFINED 2
VERISIGN, INC. COM 92343E102 334 20,494 SH SOLE 1
VERITAS DGC, INC. COM 92343P107 151 14,432 SH SOLE 1
VERITAS SOFTWARE CO COM COM 923436109 7982 214800 SH Sole 3
VERITAS SOFTWARE CORP COM 923436109 42823 1,152,400 SH DEFINED 2
VERITAS SOFTWARE CORP. COM 923436109 8089 218,490 SH SOLE 1
VERITY INC COM COM 92343C106 164 9,836 SH SOLE 1
VERIZON COMMUNICATIONS COM 92343V104 62368 1,777,882 SH SOLE 1
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URBAN OUTFITTERS INC 10,000
URBAN OUTFITTERS, INC. 11,594
URS CORP. 7,499
URSTADT BIDDLE [A] 9,998
US CELLULAR 407
US ONCOLOGY, INC. 30,234
US PHYSICAL THERAPY INC 5,253
USANA HEALTH SCIENCES INC 4,142
USEC, INC 38,832
USF CORP 12,753
USG CORP. 17,166
USI HOLDINGS CORP 10,488
UST INC. 74,676
UTSTARCOM INC 1,401
UTSTARCOM INC COM 304100 29320
V. F. CORP. 99,861
VAIL RESORTS, INC. 8,785
VALANCE TECHNOLOGY, INC 23,228
VALASSIS COMMUNICATIONS, INC. 74,741
VALEANT PHARMACEUTICAL COM 209800 18438
VALEANT PHARMACEUTICALS INTE 119,330
VALERO ENERGY CORP. 172,910
VALHI INC 12,555
VALLEY NATIONAL BANC 1,673
VALMONT INDUSTRIES, INC. 6,873
VALSPAR CORP. 72,969
VALUE LINE, INC. 642
VALUECLICK INC. 30,983
VALUEVISION MEDIA INC 7,925
VANS, INC. 8,446
VARCO INTERNATIONAL 140,505
VARIAN MEDICAL SYSTEMS INC 98,076
VARIAN SEMICONDUCTOR COM 818900 28242
VARIAN SEMICONDUCTOR EQUIPMENT 13,394
VARIAN, INC. 63,000
VASTERA INC 12,567
VCA ANTECH INC 14,278
VECTOR GROUP LTD. 11,089
VECTREN CORP 108,894
VEECO INSTRUMENTS, INC. 10,691
VENTANA MEDICAL SYSTEMS, INC. 25,216
VENTAS, INC. 34,917
VERINT SYS INC COM 132200 2200
VERINT SYSTEMS 2,907
VERISIGN INC 253,300
VERISIGN, INC. 20,494
VERITAS DGC, INC. 14,432
VERITAS SOFTWARE CO COM 205600 9200
VERITAS SOFTWARE CORP 1,152,400
VERITAS SOFTWARE CORP. 218,490
VERITY INC COM 9,836
VERIZON COMMUNICATIONS 1,777,882
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Verizon Communications COM 92343V104 1,754 50,000 SH DEFINED 4
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VISTEON CORP. COM 92839U107 1892 181,723 SH SOLE 1
VISX, INC. COM 92844S105 2006 86,635 SH SOLE 1
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VITRAN INC (F) COM 92850E107 317 22400 SH Sole 3
VITRIA TECHNOLOGY, INC. COM 92849Q401 61 8,616 SH SOLE 1
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W. R. BERKLEY CORP. COM 084423102 4184 119,725 SH SOLE 1
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Verizon Communications 50,000
VERSO TECHNOLOGIES INC 54,095
VERTEX PHARMACEUTICALS, INC. 146,658
VIACOM INC 890
VIACOM INC 414,383
VIACOM, INC. CLASS B 856,079
VIAD CORP. 127,189
VIASAT, INC. 9,758
VIASYS HEALTHCARE INC 14,004
VICOR CORP. 9,014
VICURON PHARMACEUTICALS 21,819
VIGNETTE CORPORATION 98,004
VIMPEL-COMMUNICATIONS-SP ADR 64,700
VINTAGE PETROLEUM, INC. 23,208
VIRAGE LOGIC CORPORATION 5,904
VIRBAC CORP 3,748
VIRGINIA COMMERCE BANCORP 2,243
VIRGINIA FINL CORP 3,432
VISHAY INTERTECHNOLOGY, INC. 230,758
VISTACARE INC 117300
VISTACARE INC-CL A 5,396
VISTEON CORP. 181,723
VISX, INC. 86,635
VITAL IMAGES INC 4,196
VITAL SIGNS, INC. 2,713
VITALWORKS INC 17,547
VITESSE SEMICONDUCTOR CORP. 96,909
VITRAN INC (F) 22400
VITRIA TECHNOLOGY, INC. 8,616
VIVUS INC. 17,667
VODAFONE GROUP PLC NEW 676,300
VODAFONE GROUP PLC -SP ADR 666,583
VOLT INFORMATION SCIENCES INC. 3,721
VORNADO 1,328
VORNADO RLTY TR SH BEN INT 63300
VOTORANTIM CELULOSE - SPON ADR 95,700
VULCAN MATERIALS CO. 97,181
W HOLDING COMPANY INC. 32,590
W. R. BERKLEY CORP. 119,725
W. W. GRAINGER, INC. 40,846
WABASH NATIONAL CORP. 12,132
WABASH NATL CORP COM 1126800 17700
WABTEC 14,835
WACHOVIA CORP 2,268,990
WACHOVIA CORP 2ND NEW 132,900
WACKENHUT CORRECTIONS CORP. 4,344
WADDELL & REED FINANCIAL, INC. 118,600
WAL MART STORES INC 640,750
WALGREEN CO. 445,490
WAL-MART STORES, INC. 3,408,870
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WASTE CONNECTIONS, INC. COM 941053100 500 13,249 SH SOLE 1
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WELLS FARGO CO. COM 949746101 51472 874,030 SH SOLE 1
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WARWICK VALLEY TELEPHONE CO 2,534
WASHINGTON FEDERAL I 100,304
WASHINGTON GROUP INTL INC 11,810
WASHINGTON MUTUAL INC 389,650
Washington Mutual Savings 41,600
WASHINGTON POST CO. CLASS B 13,687
WASHINGTON REAL ESTATE INV. 17,082
WASHINGTON TRUST BANCORP, INC. 6,236
WASTE CONNECTIONS INC 148,420
WASTE CONNECTIONS, INC. 13,249
WASTE MANAGEMENT, INC. 252,380
WATCHGUARD TECH. INC. 15,412
WATERS CORP. 72,304
WATSCO, INC. 8,808
WATSON PHARMACEUTICALS INC 77,100
WATSON PHARMACEUTICALS, INC 75,930
WATSON WYATT & CO HOLDINGS 15,569
WATTS WATER TECHNOLOGIES INC., CLASS 5,239
WAUSAU-MOSINEE PAPER CORP. 90,597
WAYNE BANCORP 2,934
WAYPOINT FINANCIAL CORP. 14,324
WCI COMMUNITIES INC 7,904
WD-40 CO. 7,852
WEATHERFORDNINTL LTD 317,545
WEBEX COMMUNICATIONS INC (USD) 11,294
WEBMD CORPORATION 5,917
WEBMETHODS INC 21,452
WEBSENSE INC 405300 6200
WEBSENSE INC 9,316
WEBSTER FINANCIAL CORP. 65,688
WEIGHT WATCHERS INTL 575
WEIGHT WATCHERS INTL INC 849
WEINGARTEN REALTY INVESTORS 100,793
WEINGARTEN RLTY INVS SH BEN IN 28800
WEIS MARKETS INC 5,245
WELLCHOICE INC 370
WELLMAN, INC. 14,962
WELLPOINT HEALTH NETWORKS INC. 104,761
WELLS FARGO + CO NEW 116,600
WELLS FARGO CO. 874,030
WENDY'S INTERNATIONAL, INC. 51,407
WERNER ENTERPRISES, INC. 114,225
WESBANCO, INC. 8,438
WESCO FINANCIAL CORP 21
WESCO INTERNATIONAL, INC. 7,472
WEST BANCORPORATION 7,688
WEST COAST BANCORP 7,138
WEST CORPORATION 377
WEST MARINE INC 5,589
WEST PHARMACEUTICAL SERVICES 5,068
WESTAMERICA BANKCORPORATION 47,057
WESTAR ENERGY COM 95709T100 2726 134,630 SH SOLE 1
WESTCORP COM 957907108 258 7,064 SH SOLE 1
WESTELL TECHNOLOGIES CL A COM 957541105 9197 1457500 SH Sole 3
WESTELL TECHNOLOGIES INC-A COM 957541105 131 20,777 SH SOLE 1
WESTERN DIGITIAL CORP. COM 958102105 47 3,992 SH SOLE 1
WESTERN GAS RESOURCES, INC. COM 958259103 2253 47,685 SH SOLE 1
WESTERN SIERRA BANCORP COM 959522103 85 1,805 SH SOLE 1
WESTERN WIRELESS CORP. CLASS A COM 95988E204 526 28,632 SH SOLE 1
WESTFIELD FINANCIAL IN COM 96008D101 54 2,253 SH SOLE 1
WESTMORELAND COAL CO COM 960878106 51 2,933 SH SOLE 1
WESTPORT RESOURSES COM 961418100 16 521 SH SOLE 1
WESTWOOD ONE INC COM 961815107 7249 211,900 SH DEFINED 2
WESTWOOD ONE, INC. COM 961815107 4920 143,820 SH SOLE 1
WET SEAL INC CL A COM 961840105 2264 228900 SH Sole 3
WET SEAL, INC. COM 961840105 104 10,466 SH SOLE 1
WEYCO GROUP INC COM 962149100 44 1,317 SH SOLE 1
WEYERHAEUSER CO. COM 962166104 6097 95,260 SH SOLE 1
WFS FINANCIAL, INC. COM 92923B106 242 5,698 SH SOLE 1
WGL HOLDINGS INC. COM 92924F106 1944 69,968 SH SOLE 1
W-H ENERGY SERVICES INC COM 92925E108 169 10,443 SH SOLE 1
WHEELING-PITTSBURG CORP COM 963142302 16 SH SOLE 1
WHIRLPOOL CORP. COM 963320106 3027 41,668 SH SOLE 1
WHITE ELECTR DESIGNS C COM 963801105 84 9,595 SH SOLE 1
WHITEHALL JEWELLERS IN COM 965063100 49 5,013 SH SOLE 1
WHITNEY HOLDING CORP. COM 966612103 26 639 SH SOLE 1
WHOLE FOODS MARKET I COM 966837106 6071 90,434 SH SOLE 1
WILD OATS MARKETS, INC. COM 96808B107 153 11,837 SH SOLE 1
WILLIAMS COMPANIES, INC. COM 969457100 2290 233,190 SH SOLE 1
WILLIAMS SONOMA INC COM 969904101 5295 152,300 SH DEFINED 2
WILLIAMS SONOMA INC COM COM 969904101 5103 146752 SH Sole 3
WILLIAMS-SONOMA, INC. COM 969904101 5830 167,684 SH SOLE 1
WILLOW GROVE BANCORP I COM 97111W101 85 4,796 SH SOLE 1
WILMINGTON TRUST CORP COM 971807102 3421 95,015 SH SOLE 1
WILSON GREATBATCH TECH INC COM 972232102 5693 134670 SH Sole 3
WILSON GREATBATCH TECHNOLOGIES COM 972232102 397 9,398 SH SOLE 1
WILSONS THE LEATHER EXPERTS COM 972463103 28 8,106 SH SOLE 1
WIMM-BILL-DANN FOODS ADR COM 97263M109 1539 90,500 SH SOLE 1
WIND RIVER SYSTEMS INC. COM 973149107 1349 154,041 SH SOLE 1
WINN-DIXIE STORES, INC. COM 974280109 669 67,279 SH SOLE 1
WINNEBAGO INDUSTRIES, INC. COM 974637100 377 5,486 SH SOLE 1
WINSTON HOTELS INC COM 97563A102 106 10,418 SH SOLE 1
WINTRUST FINANCIAL CORP COM 97650W108 417 9,248 SH SOLE 1
WIRELESS FACILITIES COM COM 97653A103 19635 1321302 SH Sole 3
WIRELESS FACILITIES INC. COM 97653A103 227 15,290 SH SOLE 1
WISCONSIN ENERGY CORP. COM 976657106 5661 169,231 SH SOLE 1
WM. WRIGLEY JR. CO. COM 982526105 6072 108,019 SH SOLE 1
WMS INDUSTRIES INC. COM 929297109 271 10,330 SH SOLE 1
WOLVERINE WORLD WIDE, INC. COM 978097103 384 18,850 SH SOLE 1
WOODHEAD INDS INC COM COM 979438108 78 4,591 SH SOLE 1
WOODWARD GOVERNOR CO. COM 980745103 236 4,154 SH SOLE 1
WORLD ACCEPTANCE CORP. COM 981419104 147 7,385 SH SOLE 1
WORLD FUEL SVCS CORP COM 981475106 153 4,497 SH SOLE 1
WORLD WRESTLING ENTMNT COM 98156Q108 74 5,684 SH SOLE 1
WESTAR ENERGY 134,630
WESTCORP 7,064
WESTELL TECHNOLOGIES CL A 1432800 24700
WESTELL TECHNOLOGIES INC-A 20,777
WESTERN DIGITIAL CORP. 3,992
WESTERN GAS RESOURCES, INC. 47,685
WESTERN SIERRA BANCORP 1,805
WESTERN WIRELESS CORP. CLASS A 28,632
WESTFIELD FINANCIAL IN 2,253
WESTMORELAND COAL CO 2,933
WESTPORT RESOURSES 521
WESTWOOD ONE INC 211,900
WESTWOOD ONE, INC. 143,820
WET SEAL INC CL A 228900
WET SEAL, INC. 10,466
WEYCO GROUP INC 1,317
WEYERHAEUSER CO. 95,260
WFS FINANCIAL, INC. 5,698
WGL HOLDINGS INC. 69,968
W-H ENERGY SERVICES INC 10,443
WHEELING-PITTSBURG CORP 16
WHIRLPOOL CORP. 41,668
WHITE ELECTR DESIGNS C 9,595
WHITEHALL JEWELLERS IN 5,013
WHITNEY HOLDING CORP. 639
WHOLE FOODS MARKET I 90,434
WILD OATS MARKETS, INC. 11,837
WILLIAMS COMPANIES, INC. 233,190
WILLIAMS SONOMA INC 152,300
WILLIAMS SONOMA INC COM 129800 16952
WILLIAMS-SONOMA, INC. 167,684
WILLOW GROVE BANCORP I 4,796
WILMINGTON TRUST CORP 95,015
WILSON GREATBATCH TECH INC 124400 10270
WILSON GREATBATCH TECHNOLOGIES 9,398
WILSONS THE LEATHER EXPERTS 8,106
WIMM-BILL-DANN FOODS ADR 90,500
WIND RIVER SYSTEMS INC. 154,041
WINN-DIXIE STORES, INC. 67,279
WINNEBAGO INDUSTRIES, INC. 5,486
WINSTON HOTELS INC 10,418
WINTRUST FINANCIAL CORP 9,248
WIRELESS FACILITIES COM 1276300 45002
WIRELESS FACILITIES INC. 15,290
WISCONSIN ENERGY CORP. 169,231
WM. WRIGLEY JR. CO. 108,019
WMS INDUSTRIES INC. 10,330
WOLVERINE WORLD WIDE, INC. 18,850
WOODHEAD INDS INC COM 4,591
WOODWARD GOVERNOR CO. 4,154
WORLD ACCEPTANCE CORP. 7,385
WORLD FUEL SVCS CORP 4,497
WORLD WRESTLING ENTMNT 5,684
WORTHINGTON INDS IN COM 981811102 1268 70,300 SH DEFINED 2
WORTHINGTON INDUSTRIES, INC. COM 981811102 695 38,555 SH SOLE 1
WPS RESOURCES CORP. COM 92931B106 2407 52,076 SH SOLE 1
WRIGHT MED GROUP INC COM 98235T107 1149 37,808 SH SOLE 1
WSFS FINANCIAL CORP COM 929328102 123 2,751 SH SOLE 1
WYETH COM 983024100 52375 1,233,810 SH SOLE 1
WYNDHAM INTERNATIONAL, INC. COM 983101106 134 200,000 SH SOLE 1
WYNN RESORTS LTD COM 983134107 14 487 SH SOLE 1
XCEL STATES POWER-MINES COM 98389B100 3049 179,560 SH SOLE 1
XEROX CORP. COM 984121103 4910 355,809 SH SOLE 1
XICOR INC COM 984903104 142 12,460 SH SOLE 1
XILINX, INC. COM 983919101 6999 181,180 SH SOLE 1
XL CAPITAL LTD COM G98255105 6060 111,310 SH SOLE 1
XM SATTELLITE RADIO HOLDINGS COM 983759101 49 1,871 SH SOLE 1
X-RITE, INC. COM 983857103 108 9,505 SH SOLE 1
XTO ENERGY CORP COM COM 98385X106 9924 350666 SH Sole 3
XTO ENERGY INC COM 98385X106 7506 265,214 SH SOLE 1
XTO ENERGY INC COM 98385X106 1936 68,400 SH DEFINED 2
YADKIN VY BK & TR ELKIN N C COM 984308106 63 3,673 SH SOLE 1
YAHOO INC COM 984332106 42156 933,275 SH DEFINED 2
YAHOO!, INC. COM 984332106 13940 309,570 SH SOLE 1
YANKEE CANDLE INC COM 984757104 4430 162,100 SH DEFINED 2
YARDVILLE NATL BANCORP COM 985021104 100 3,888 SH SOLE 1
YELLOW ROADWAY CORP COM 985577105 709 19,608 SH SOLE 1
YORK INTERNATIONAL CORP. COM 986670107 2781 75,581 SH SOLE 1
YOUNG BROADCASTING, INC. CLASS A COM 987434107 118 5,882 SH SOLE 1
YOUNG INNOVATIONS INC COM 987520103 68 1,898 SH SOLE 1
YPF S.A.-Sponsored ADR COM 984245100 265 9,000 SH SOLE 1
Yum Brands Inc COM 988498101 1,720 50,000 SH DEFINED 4
YUM! BRANDS INC COM 988498101 4583 133,224 SH SOLE 1
ZALE CORP. COM 988858106 649 12,200 SH SOLE 1
ZEBRA TECHNOLOGIES CORP. CLASS A COM 989207105 4516 68,044 SH SOLE 1
ZEBRA TECHNOLOGIES CP CL A COM 989207105 29633 446477 SH Sole 3
ZENITH NATIONAL INSURANCE CORP COM 989390109 135 4,142 SH SOLE 1
ZHONE TECHNOLOGIES INC NEW COM 98950P108 90 18,298 SH SOLE 1
ZIMMER HLDGS INC COM COM 98956P102 10315 146526 SH Sole 3
ZIMMER HOLDINGS INC COM 98956P102 7699 109,356 SH SOLE 1
ZIMMER HOLDINGS INC COM 98956P102 8448 120,000 SH DEFINED 2
ZIONS BANCORPORATION COM 989701107 2488 40,556 SH SOLE 1
ZOLL MEDICAL CORP. COM 989922109 141 3,981 SH SOLE 1
ZORAN CORP. COM 98975F101 333 19,177 SH SOLE 1
ZYGO CORP. COM 989855101 122 7,409 SH SOLE 1
ZYMOGENETICS INC COM 98985T109 105 6,744 SH SOLE 1
WORTHINGTON INDS IN 70,300
WORTHINGTON INDUSTRIES, INC. 38,555
WPS RESOURCES CORP. 52,076
WRIGHT MED GROUP INC 37,808
WSFS FINANCIAL CORP 2,751
WYETH 1,233,810
WYNDHAM INTERNATIONAL, INC. 200,000
WYNN RESORTS LTD 487
XCEL STATES POWER-MINES 179,560
XEROX CORP. 355,809
XICOR INC 12,460
XILINX, INC. 181,180
XL CAPITAL LTD 59,462
XM SATTELLITE RADIO HOLDINGS 1,871
X-RITE, INC. 9,505
XTO ENERGY CORP COM 335266 15400
XTO ENERGY INC 265,214
XTO ENERGY INC 68,400
YADKIN VY BK & TR ELKIN N C 3,673
YAHOO INC 933,275
YAHOO!, INC. 309,570
YANKEE CANDLE INC 162,100
YARDVILLE NATL BANCORP 3,888
YELLOW ROADWAY CORP 19,608
YORK INTERNATIONAL CORP. 75,581
YOUNG BROADCASTING, INC. CLASS A 5,882
YOUNG INNOVATIONS INC 1,898
YPF S.A.-Sponsored ADR 9,000
Yum Brands Inc 50,000
YUM! BRANDS INC 133,224
ZALE CORP. 12,200
ZEBRA TECHNOLOGIES CORP. CLASS A 68,044
ZEBRA TECHNOLOGIES CP CL A 424000 22477
ZENITH NATIONAL INSURANCE CORP 4,142
ZHONE TECHNOLOGIES INC NEW 18,298
ZIMMER HLDGS INC COM 133700 12826
ZIMMER HOLDINGS INC 109,356
ZIMMER HOLDINGS INC 120,000
ZIONS BANCORPORATION 40,556
ZOLL MEDICAL CORP. 3,981
ZORAN CORP. 19,177
ZYGO CORP. 7,409
ZYMOGENETICS INC 6,744