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
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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 EMERSON ELECTRIC CO. COM 291011104 11783 181,980 SH SOLE 1 EMERSON RADIO CORP COM 291087203 29 7,696 SH SOLE 1 EMMIS COMMUNICATIONS CORP. CLASS A COM 291525103 2665 98,516 SH SOLE 1 EMMIS COMMUNICTNS CORP CL A COM 291525103 9194 339900 SH Sole 3 EMPIRE DISTRICT ELECTRIC CO. COM 291641108 234 10,655 SH SOLE 1 EMPRESA NACIONAL DE ELEC ADR COM 29244T101 57 6,251 SH SOLE 1 EMS TECHNOLOGIES INC COM 26873N108 103 5,001 SH SOLE 1 EMULEX CORP COM 292475209 17987 674168 SH Sole 3 EMULEX CORP COM 292475209 42 1,556 SH SOLE 1 ENBRIDGE INC COM 29250N105 1197 28,800 SH OTHER 1 ENCANA CORP COM 292505104 3950 100,100 SH OTHER 1 ENCORE ACQUISITION CO COM 29255W100 101 4,110 SH SOLE 1 ENCORE ACQUISITION CO COM 29255W100 9149 371160 SH Sole 3 ENCORE MED CORP COM 29256E109 1019 125,000 SH DEFINED 2 ENCORE WIRE CORP COM 292562105 87 4,867 SH SOLE 1 ENCYSIVE PHARMACEUTICALS INC COM 29256X107 186 20,779 SH SOLE 1 ENDO PHARMACEUTICALS COM 29264F205 13 660 SH SOLE 1 ENERGEN CORP. COM 29265N108 673 16,394 SH SOLE 1 ENERGIZER HOLDINGS INC COM 29266R108 4564 121,501 SH SOLE 1 ENERGY CONVERSION DEVICES, INC COM 292659109 71 7,914 SH SOLE 1 ENERGY EAST CORP COM 29266M109 4707 210,130 SH SOLE 1 ENERGY PARTNERS LTD COM 29270U105 137 9,877 SH SOLE 1 ENERGYSOUTH INC COM 292970100 72 2,060 SH SOLE 1 ENERSIS SA ADR COM 29274F104 2144 259,590 SH SOLE 1 ENGELHARD CORP. COM 292845104 1689 56,385 SH SOLE 1 ENGINEERED SUPPORT SYSTEMS COM 292866100 449 8,163 SH SOLE 1 ENNIS BUSINESS FORMS I COM 293389102 120 7,840 SH SOLE 1 ENPRO INDUSTRIES INC COM 29355X107 134 9,586 SH SOLE 1 ENSCO INTERNATIONAL, INC. COM 26874Q100 5861 215,707 SH SOLE 1 ENSCO INTL INC COM 26874Q100 2156 79,350 SH DEFINED 2 ENSTAR GROUP INC COM 29358R107 67 1,421 SH SOLE 1 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 ENTEGRIS INC 24,973
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EXELIXIS, INC. COM 30161Q104 163 23,050 SH SOLE 1 EXPEDITORS INTERNATIONAL OF WA COM 302130109 5981 158,804 SH SOLE 1 EXPRESS SCRIPTS INC COM 302182100 3720 56000 SH Sole 3 EXPRESS SCRIPTS INC COM 302182100 1329 20,000 SH DEFINED 2 EXPRESS SCRIPTS, INC. COM 302182100 2693 40,546 SH SOLE 1 EXPRESSJET HOLDINGS IN COM 30218U108 212 14,115 SH SOLE 1 EXTENDED STAY AMERICA INC COM 30224P101 2487 171,728 SH SOLE 1 EXTREME NETWORK INC COM 30226D106 326 45,275 SH SOLE 1 EXULT INC COM 302284104 112 15,651 SH SOLE 1 EXXON MOBIL CORP COM 30231G102 24513 597,876 SH DEFINED 2 Exxon Mobil Corp Stk NPV COM 30231G102 1803 43,980 SH SOLE 1 EXXON MOBIL CORP. COM 30231G102 191325 4,666,466 SH SOLE 1 F N B CORP VA COM 302930102 101 3,391 SH SOLE 1 F5 NETWORKS INC COM 315616102 320 12,749 SH SOLE 1 FACTSET RESEARCH SYSTEMS, INC. COM 303075105 15 390 SH SOLE 1 FAIR ISSAC CORP COM 303250104 3411 69,381 SH SOLE 1 FAIRCHILD CORP. CLASS A COM 303698104 26 5,230 SH SOLE 1 FAIRCHILD SEMICND INTL COM COM 303726103 12965 519218 SH Sole 3 FAIRCHILD SEMICONDUCTOR CORP. COM 303726103 4219 168,945 SH SOLE 1 FALCONSTOR SOFTWARE INC COM 306137100 139 15,946 SH SOLE 1 FAMILY DOLLAR STORES, INC. COM 307000109 2786 77,636 SH SOLE 1 FARGO ELECTRONICS COM 30744P102 68 5,395 SH SOLE 1 FARMER BROS. CO. COM 307675108 109 347 SH SOLE 1 FARMERS CAPITAL BANK CORP COM 309562106 96 2,814 SH SOLE 1 FASTENAL CO COM 311900104 4000 80,100 SH DEFINED 2 FASTENAL CO. COM 311900104 5687 114,315 SH SOLE 1 FBL FINANCIAL GROUP, INC., CLASS A COM 30239F106 141 5,481 SH SOLE 1 FEDERAL AGRIC MTG CORP COM 313148306 117 3,665 SH SOLE 1 FEDERAL NATIONAL MORTGAGE ASSO COM 313586109 40688 542,067 SH SOLE 1 FEDERAL REALTY INVESTMENT TR. COM 313747206 29 760 SH SOLE 1 FEDERAL REALTY INVT TR SH BEN COM 313747206 1013 26400 SH Sole 3 FEDERAL SIGNAL CORP. COM 313855108 1594 90,966 SH SOLE 1 FEDERATED DEPT STORES, INC. COM 31410H101 3840 81,478 SH SOLE 1 FEDERATED INVESTORS COM 314211103 1426 48,559 SH SOLE 1 FEDEX CORP COM 31428X106 8346 123,650 SH DEFINED 2 FEDEX CORPORATION COM 31428X106 8718 129,160 SH SOLE 1 FEI COMPANY COM 30241L109 261 11,584 SH SOLE 1 FELCOR LODGING TRUST COM 31430f101 815 73600 SH Sole 3 FELCOR LODGING TRUST, INC. COM 31430F101 257 23,173 SH SOLE 1 FERRO CORP. COM 315405100 2050 75,357 SH SOLE 1 FFLC BANCORP INC COM 30242W104 55 1,920 SH SOLE 1 FIDELITY BANKSHARES INC COM 31604Q107 198 6,295 SH SOLE 1 FIDELITY NATIONAL FINANCIAL COM 316326107 8260 212,999 SH SOLE 1 FIFTH THIRD BANCORP COM 316773100 14543 246,070 SH SOLE 1 FILENET CORP. COM 316869106 435 16,051 SH SOLE 1 FINANCIAL FEDERAL CORP. COM 317492106 208 6,822 SH SOLE 1 FINANCIAL INDS CORP COM 317574101 51 3,718 SH SOLE 1 FINCANCIAL INSTITUTIONS INC COM 317585404 111 3,915 SH SOLE 1 FINDWHAT.COM COM 317794105 105 5,616 SH SOLE 1 FINISAR CORPORATION COM 31787A101 202 64,663 SH SOLE 1 FINISH LINE, INC. COM 317923100 247 8,248 SH SOLE 1 FINLAY ENTERPRISES INC. COM 317884203 41 2,913 SH SOLE 1 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
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FLEXTRONICS INTERNATIONAL COM Y2573F102 2078 140,000 SH DEFINED 2 FLIR SYS INC COM 302445101 25398 695828 SH Sole 3 FLIR SYSTEMS INC (USD) COM 302445101 567 15,545 SH SOLE 1 FLORIDA EAST COAST INDUSTRIES COM 340632108 227 6,861 SH SOLE 1 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 FOREST OIL CORP COM 346091705 2766 96,817 SH SOLE 1 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
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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
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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
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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 U.S.B. HOLDING CO., INC. COM 902910108 113 5,827 SH SOLE 1 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 UIL HOLDINGS CORP. COM 902748102 2967 65,786 SH SOLE 1 ULTICOM INC COM 903844108 49 5,098 SH SOLE 1 ULTIMATE ELECTRONIS, INC. COM 903849107 39 5,146 SH SOLE 1 ULTRA PETROLEUM CORP COM COM 903914109 22133 898986 SH Sole 3 ULTRATECH , INC. COM 904034105 280 9,544 SH SOLE 1 UMB FINANCIAL CORP. COM 902788108 365 7,687 SH SOLE 1 UMPQUA HOLDINGS CORP COM 904214103 276 13,252 SH SOLE 1 UNIFI, INC. COM 904677101 601 93,249 SH SOLE 1 UNIFIRST CORP. COM 904708104 100 4,219 SH SOLE 1 UNION BANKSHARES CORP COM 905399101 111 3,650 SH SOLE 1 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 UNION PACIFIC CORP. COM 907818108 7689 110,670 SH SOLE 1 UNION PLANTERS CORP COM 908068109 2680 85,091 SH SOLE 1 UNIONBANCAL CORP COM 908906100 50 870 SH SOLE 1 UNISOURCE ENERGY CORP. COM 909205106 332 13,459 SH SOLE 1 UNISYS CORP. COM 909214108 2781 187,284 SH SOLE 1 UNIT CORP. COM 909218109 408 17,326 SH SOLE 1 UNITED AUTO GROUP, INC. COM 909440109 234 7,489 SH SOLE 1 UNITED BANKSHARES INC. WV COM 909907107 20 653 SH SOLE 1 UNITED CAPITAL CORPORATION COM 909912107 27 1,294 SH SOLE 1 UNITED CMNTY BKS BLAIR COM 90984P105 281 8,562 SH SOLE 1 UNITED COMMUNITY FINANCIAL CO COM 909839102 164 14,408 SH SOLE 1 UNITED DEFENSE INDS IN COM 91018B104 16 490 SH SOLE 1 UNITED DOMINION REALTY TRUST COM 910197102 3505 182,543 SH SOLE 1 UNITED DOMINION RLTYTR COM COM 910197102 1258 65500 SH Sole 3 UNITED FIRE & CASUALTY CO. COM 910331107 136 3,372 SH SOLE 1 UNITED HEALTHCARE CORP COM 91324P102 21399 273,898 SH SOLE 1 UNITED INDUSTRIAL CORP COM 910671106 87 4,821 SH SOLE 1 UNITED MICROELECTRONICS-ADR COM 910873207 401 80,913 SH SOLE 1 UNITED MOBILE HOMES INC COM 911024107 44 2,606 SH SOLE 1 UNITED NATIONAL BANCORP COM 910909100 319 8,889 SH SOLE 1 UNITED NATURAL FOODS, INC. COM 911163103 325 9,063 SH SOLE 1 UNITED ONLINE INC COM 911268100 336 20,042 SH SOLE 1 UNITED PANAM FINANCIAL CORP COM 911301109 31 1,836 SH SOLE 1 UNITED PARCEL SERVICE CLASS -B COM 911312106 38207 512,501 SH SOLE 1 UNITED PARCEL SVC INC COM 911312106 36864 494,485 SH DEFINED 2 UNITED RENTALS INC COM COM 911363109 22053 1145030 SH Sole 3 UNITED RENTALS, INC. COM 911363109 2592 134,585 SH SOLE 1 UNITED SECURITY BANCSHARES COM 911460103 131 4,622 SH SOLE 1 UNITED STATES STEEL CORP COM 912909108 1628 46,497 SH SOLE 1 UNITED STATIONERS, INC. COM 913004107 589 14,397 SH SOLE 1 UNITED SURGICAL PARTNE COM 913016309 270 8,074 SH SOLE 1 UNITED SURGICAL PARTNERS COM 913016309 1553 46,400 SH DEFINED 2 UNITED SURGICAL PRTNRS COM COM 913016309 16646 497188 SH Sole 3 UNITED TECHNOLOGIES CORP COM 913017109 14907 179,700 SH DEFINED 2 UNITED TECHNOLOGIES CORP. COM 913017109 19284 203,480 SH SOLE 1 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 UNIVERSAL AMER FINANCIAL CORP COM 913377107 109 11,041 SH SOLE 1 UNIVERSAL COMPRESSION HLDGS COM 913431102 208 7,941 SH SOLE 1 UNIVERSAL CORP. COM 913456109 2087 47,254 SH SOLE 1 UNIVERSAL DISPLAY CORP. COM 91347P105 103 7,478 SH SOLE 1 UNIVERSAL ELECTRONICS INC. COM 913483103 84 6,590 SH SOLE 1 UNIVERSAL FOREST PRODUCTS, INC COM 913543104 239 7,373 SH SOLE 1 UNIVERSAL HEALTH REALTY INCOME COM 91359E105 159 5,274 SH SOLE 1 UNIVERSAL HEALTH SERVICES - B COM 913903100 4479 83,373 SH SOLE 1 UNIVERSITY OF PHOENI COM 037604204 21 309 SH SOLE 1 UNIVISION COMMUNICATIONS, INC. COM 914906102 5660 142,594 SH SOLE 1 UNIVISION COMMUNICATNS CL A COM 914906102 16935 426688 SH Sole 3 UNIZAN FINANCIAL CORP COM 91528W101 205 10,143 SH SOLE 1 UNOCAL CORP. COM 915289102 4294 116,593 SH SOLE 1 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
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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