EQUITY SECURITIES — INTERNAL DOMESTIC EQUITIES
  
Entries 1 - 2,196 of 2,196
Company Shares Book Price Book Value Market Price Market Value

1 800 CONTACTS 15,800.00 23.05 364,242.19 24.48 386,784.00
21ST CENTURY INS GROUP 328,600.00 15.70 5,159,878.63 14.30 4,698,980.00
3COM CORP 1,610,309.00 3.77 6,069,226.28 4.68 7,536,246.12
3DO CO 237.00 17.68 4,190.16 0.36 85.32
3M CO 2,151,340.00 76.42 164,415,195.65 128.98 277,479,833.20
50 OFF STORES INC 421,200.00 8.78 3,697,962.43 0.00 0.00
7 ELEVEN INC 425,600.00 13.54 5,764,633.36 10.55 4,490,080.00
99 CENTS ONLY STORES 336,800.00 25.78 8,683,941.24 34.32 11,558,976.00
AARON RENTS INC 17,300.00 21.03 363,777.42 24.30 420,390.00
ABBOTT LABS 7,254,540.00 22.65 164,285,836.03 43.76 317,458,670.40
ABERCROMBIE AND FITCH CO 470,851.00 9.53 4,488,119.75 28.41 13,376,876.91
ABGENIX INC 272,700.00 43.32 11,812,709.44 10.49 2,860,527.00
ABM INDS INC 300,562.00 6.93 2,082,022.17 15.40 4,628,654.80
ACACIA RESEARCH GROUP 5.00 9.20 46.00 2.39 11.95
ACACIA RESEARCH GROUP 10.00 6.22 62.16 1.21 12.10
ACCLAIM ENTMT INC 121,600.00 0.85 103,612.84 0.68 82,760.00
ACCREDO HEALTH INC 169,690.00 29.57 5,018,360.16 21.80 3,699,242.00
ACLARA BIOSCIENCES INC 300,000.00 1.99 597,438.34 4.23 1,269,000.00
ACT MANUFACTURING INC 800.00 16.90 13,520.00 0.01 4.80
ACTEL CORP 75,800.00 19.82 1,502,196.67 20.50 1,553,900.00
ACTIVE PWR INC 149,019.00 8.70 1,296,013.01 1.68 250,351.92
ACTIVISION INC NEW 494,300.00 5.26 2,601,069.40 12.92 6,386,356.00
ACTUANT CORP 44,187.00 11.17 493,395.83 47.32 2,090,928.84
ACTUATE CORP 354,800.00 4.37 1,549,717.14 2.78 986,328.00
ACTV INC 56,500.00 2.53 143,104.89 0.98 55,351.00
ACUITY BRANDS INC 382,500.00 17.32 6,625,638.28 18.17 6,950,025.00
ACXIOM CORP 448,798.00 16.08 7,217,700.09 15.09 6,772,361.82
ADAPTEC INC 653,550.00 6.95 4,542,255.28 7.78 5,084,619.00
ADAPTIVE BROADBAND CORP 1,600.00 0.95 1,520.00 0.00 3.20
ADC TELECOMMUNICATIONS INC 3,396,192.00 4.39 14,912,024.94 2.33 7,906,057.77
ADECCO SA 8,500.00 14.96 127,177.00 10.45 88,825.00
ADELPHIA COMMUNICATIONS CORP 563,910.00 40.26 22,701,250.47 0.27 153,383.52
ADMINISTAFF INC 123,900.00 8.00 990,984.64 10.30 1,276,170.00
ADOBE SYS INC 1,084,000.00 17.85 19,345,224.18 32.07 34,763,880.00
ADTRAN INC 351,900.00 36.65 12,896,820.34 51.02 17,953,938.00
ADVANCE AUTO PARTS 135,700.00 44.27 6,007,234.21 60.90 8,264,130.00
ADVANCED DIGITAL INFORMATION 294,900.00 18.35 5,412,813.17 9.99 2,946,051.00
ADVANCED ENERGY INDS INC 79,300.00 48.68 3,860,539.13 14.25 1,130,025.00
ADVANCED FIBRE COMMUNICATIONS 371,300.00 22.14 8,221,193.68 16.27 6,041,315.00
ADVANCED MED OPTICS INC 195,266.00 7.50 1,465,465.17 17.05 3,329,285.33
ADVANCED MICRO DEVICES INC 1,273,880.00 13.64 17,374,071.87 6.41 8,165,570.80
ADVANCED RADIO TELECOM CORP 3,400.00 0.28 956.25 0.00 6.80
ADVANCED SWITCHING COMM 100.00 1.87 187.00 0.10 10.20
ADVANCED TISSUE SCIENCES INC 672,500.00 8.71 5,855,900.86 0.13 88,770.00
ADVANCEPCS 400,600.00 10.69 4,282,917.68 38.23 15,314,938.00
ADVANTA CORP 283,988.00 26.38 7,492,495.42 9.84 2,794,441.92
ADVENT SOFTWARE INC 254,100.00 30.46 7,738,916.06 16.91 4,296,831.00
ADVISORY BRD CO 14,400.00 34.56 497,706.38 40.52 583,488.00
ADVO INC 257,100.00 22.28 5,727,161.47 44.40 11,415,240.00
AEROFLEX INC 340,700.00 11.34 3,861,935.07 7.74 2,637,018.00
AEROPOSTALE 105,100.00 13.51 1,419,711.55 21.48 2,257,548.00
AES CORP 2,244,784.00 8.28 18,597,957.10 6.35 14,254,378.40
AETHER SYSTEMS INC 785,400.00 32.09 25,202,991.09 4.90 3,848,460.00
AETNA INC 665,400.00 36.13 24,039,527.15 60.20 40,057,080.00
AFC ENTERPRISES 4,500.00 15.42 69,370.20 16.37 73,665.00
AFFILIATED COMPUTER SVCS INC 501,100.00 22.45 11,249,701.07 45.73 22,915,303.00
AFFILIATED MANAGERS GROUP INC 123,700.00 68.81 8,511,417.67 60.95 7,539,515.00
AFFYMETRIX INC 222,600.00 63.66 14,171,469.14 19.71 4,387,446.00
AFLAC INC 2,326,428.00 5.61 13,060,261.92 30.75 71,537,661.00
AFTERMARKET TECHNOLOGY CORP 192,300.00 17.93 3,447,822.27 10.51 2,021,073.00
AGCO CORP 373,800.00 15.51 5,797,688.67 17.08 6,384,504.00
AGERE SYS INC 5,053,797.00 2.90 14,676,122.94 2.33 11,775,347.01
AGERE SYS INC 3,210,034.00 6.25 20,051,785.23 2.30 7,383,078.20
AGILE SOFTWARE CORP DEL 261,100.00 45.88 11,979,267.85 9.65 2,519,615.00
AGILENT TECHNOLOGIES INC 1,835,049.00 18.11 33,226,984.34 19.55 35,875,207.95
AGL RES INC 131,800.00 24.95 3,288,450.29 25.44 3,352,992.00
AHL SERVICES, INC. 300.00 6.60 1,980.00 1.38 414.00
AIR PRODS + CHEMS INC 843,900.00 12.35 10,419,871.90 41.60 35,106,240.00
AIRGAS INC 472,600.00 12.93 6,112,949.33 16.75 7,916,050.00
AIRSPAN NETWORKS INC 35,665.00 11.49 409,618.60 1.65 58,847.25
AIRTRAN HOLDINGS INC. 16,300.00 8.86 144,399.87 10.47 170,661.00
AK STL HLDG CORP 844,939.00 12.34 10,423,531.98 3.62 3,058,679.18
AKAMAI TECHNOLOGIES 6,000.00 6.16 36,986.45 4.78 28,680.00
ALARIS MEDICAL SYSTEMS INC 45,900.00 11.44 525,285.22 12.95 594,405.00
ALASKA AIR GROUP INC 1,400.00 16.82 23,552.61 21.45 30,030.00
ALBANY MOLECULAR RESH INC 140,100.00 32.85 4,602,742.04 15.10 2,115,510.00
ALBEMARLE CORP 75,800.00 15.59 1,181,382.05 27.97 2,120,126.00
ALBERTO CULVER CO 282,500.00 14.52 4,101,954.19 51.10 14,435,750.00
ALBERTSONS INC 1,709,300.00 10.64 18,180,709.89 19.20 32,818,560.00
ALCOA INC 3,263,500.00 10.52 34,324,013.86 25.50 83,219,250.00
ALDERWOODS GROUP INC 2,037,847.00 3.27 6,659,402.74 5.35 10,902,481.45
ALEXANDER + BALDWIN INC 262,500.00 17.92 4,705,230.12 26.53 6,964,125.00
ALEXION PHARMACEUTICALS INC 101,700.00 41.21 4,191,149.00 17.05 1,733,985.00
ALFA CORPORATION 11,600.00 12.72 147,606.26 12.50 145,000.00
ALKERMES INC 231,200.00 36.22 8,374,755.93 10.75 2,485,400.00
ALLEGHANY CORP DEL 61,387.00 35.83 2,199,652.20 191.00 11,724,917.00
ALLEGHENY ENERGY INC 559,300.00 19.22 10,750,524.78 8.45 4,726,085.00
ALLEGHENY TECHNOLOGIES INC 446,300.00 27.51 12,277,150.68 6.60 2,945,580.00
ALLERGAN INC 545,800.00 22.62 12,345,284.95 77.10 42,081,180.00
ALLETE INC 360,700.00 24.40 8,800,231.72 26.55 9,576,585.00
ALLIANCE DATA SYSTEMS CORP 30,600.00 13.00 397,936.16 23.40 716,040.00
ALLIANCE GAMING CORP 257,500.00 15.46 3,981,651.12 18.91 4,869,325.00
ALLIANCE PHARMACEUTICAL CORP 180.00 24.00 4,320.00 0.26 46.80
ALLIANT ENERGY CORP 410,900.00 28.76 11,816,968.94 19.03 7,819,427.00
ALLIANT TECHSYSTEMS INC 259,007.00 11.12 2,880,530.58 51.91 13,445,053.37
ALLIED CAP CORP NEW 652,375.00 24.44 15,945,782.92 23.10 15,069,862.50
ALLIED WASTE INDUSTRIES INC 920,000.00 16.08 14,792,499.28 10.05 9,246,000.00
ALLMERICA FINL CORP 223,000.00 40.99 9,139,681.93 17.99 4,011,770.00
ALLSCRIPTS HEALTHCARE SOLUTION 2,800.00 4.70 13,160.00 3.70 10,360.00
ALLSTATE CORP 2,955,948.00 12.73 37,637,223.02 35.65 105,379,546.20
ALLTEL CORP 1,274,124.00 21.06 26,833,892.04 48.22 61,438,259.28
ALPHARMA INC 303,400.00 27.85 8,449,775.47 21.60 6,553,440.00
ALTERA CORP 1,650,120.00 12.11 19,976,812.28 16.40 27,063,738.00
ALTERA HEALTHCARE CORP 600.00 0.39 234.00 0.00 0.08
AMAZON COM INC 1,642,320.00 44.92 73,776,569.50 36.49 59,928,256.80
AMBAC FINL GROUP INC 433,700.00 56.00 24,285,912.06 66.25 28,732,625.00
AMCOL INTL CORP 46,305.00 1.57 72,695.00 8.00 370,440.00
AMERADA HESS CORP 433,120.00 43.43 18,808,603.84 49.18 21,300,841.60
AMEREN CORP 651,070.00 31.62 20,583,845.22 44.10 28,712,187.00
AMERICA WEST HLDG CORP 452,800.00 6.12 2,772,788.22 6.80 3,079,040.00
AMERICAN EAGLE OUTFITTERS INC 189,600.00 18.59 3,523,949.46 18.15 3,440,942.00
AMERICAN ELEC PWR INC 1,494,218.00 25.81 38,562,913.56 29.83 44,572,522.94
AMERICAN EXPRESS CO 5,738,716.00 13.12 75,274,684.84 41.81 239,935,715.96
AMERICAN FINL GROUP INC OHIO 238,300.00 33.23 7,919,763.08 22.80 5,433,240.00
AMERICAN GREETINGS CORP 371,800.00 19.75 7,344,775.32 19.64 7,302,152.00
AMERICAN HEALTHWAYS INC 132,400.00 18.17 2,406,227.73 36.12 4,782,288.00
AMERICAN INTL GROUP INC 11,446,071.00 18.65 213,509,830.76 55.18 631,594,197.78
AMERICAN MGMT SYS INC 337,755.00 5.81 1,962,708.89 14.28 4,823,141.40
AMERICAN NATL INS CO 236,500.00 33.72 7,975,692.89 86.39 20,431,553.30
AMERICAN PHARMACEUTICAL PART 71,000.00 19.76 1,402,691.55 33.90 2,406,900.00
AMERICAN PWR CONVERSION CORP 1,021,590.00 13.38 13,671,062.40 15.59 15,928,088.10
AMERICAN STD COS INC DEL 316,920.00 41.08 13,019,208.50 73.93 23,429,895.60
AMERICAN SUPERCONDUCTOR CORP 200.00 15.60 3,120.00 5.83 1,166.00
AMERICAN TOWER CORP 738,200.00 15.89 11,732,374.00 8.85 6,533,070.00
AMERICREDIT CORP 711,200.00 5.83 4,146,100.26 8.55 6,080,760.00
AMERIGROUP CORP 215,900.00 27.48 5,933,433.03 37.20 8,031,480.00
AMERISOURCEBERGEN CORP 544,528.00 37.87 20,620,958.47 69.35 37,763,016.80
AMERISTAR CASINOS INC 149,300.00 16.07 2,398,660.26 21.35 3,187,555.00
AMERITRADE HLDG CORP NEW 1,265,408.00 8.64 10,933,280.40 7.41 9,375,771.28
AMERUS GROUP CO 36,100.00 27.49 992,532.48 28.19 1,017,659.00
AMETEK INC NEW 315,300.00 14.87 4,687,064.04 36.65 11,555,745.00
AMGEN INC 6,158,520.00 28.89 177,907,269.00 66.86 411,772,454.80
AMKOR TECHNOLOGY INC 649,500.00 34.66 22,513,186.73 13.14 8,534,536.00
AMN HEALTHCARE SVCS INC 55,400.00 11.18 619,628.50 12.70 703,580.00
AMPHENOL CORP NEW 87,900.00 17.65 1,551,622.40 46.82 4,115,478.00
AMR CORP DEL 600,177.00 12.25 7,350,127.77 11.00 6,601,947.00
AMSOUTH BANCORPORATION 1,872,067.00 7.48 14,009,966.48 21.84 40,885,943.28
AMSURG CORP 63,700.00 25.28 1,610,624.16 30.50 1,942,850.00
AMYLIN PHARMACEUTICALS INC 295,300.00 11.64 3,438,358.32 21.89 6,464,117.00
ANADARKO PETE CORP 1,013,370.00 23.23 23,542,884.33 44.47 45,064,563.90
ANADIGICS INC 147,150.00 23.77 3,497,240.05 3.29 484,015.50
ANALOG DEVICES INC 1,591,936.00 8.56 13,629,741.53 34.82 55,431,211.52
ANALOGIC CORP 116,500.00 19.55 2,277,107.69 48.76 5,680,540.00
ANAREN INC 94,000.00 35.14 3,303,303.88 9.37 880,780.00
ANC RENT CORP 38,462.00 15.72 604,646.09 0.01 192.31
ANDREW CORP 568,362.00 3.31 1,880,682.58 9.20 5,228,930.40
ANDRX CORP DEL 275,000.00 56.18 15,448,763.45 19.90 5,472,500.00
ANHEUSER BUSCH COS INC 4,375,700.00 24.35 106,570,163.28 51.05 223,379,485.00
ANIXTER INTL INC 332,100.00 10.98 3,644,897.19 23.43 7,781,103.00
ANSWERTHINK INC 211,600.00 4.71 995,921.39 1.93 408,388.00
ANTEON INTERNATIONAL CORP 73,200.00 25.70 1,881,071.99 27.91 2,043,012.00
ANTHEM INC 610,500.00 50.81 31,020,631.50 77.15 47,100,075.00
AOL TIME WARNER INC 18,095,300.00 9.70 175,574,919.28 16.09 291,153,377.00
AON CORP 1,284,590.00 12.09 15,534,887.58 24.08 30,932,927.20
APAC TELESERVICES INC 320,036.00 17.91 5,730,262.54 2.55 816,091.80
APACHE CORP 603,130.00 20.72 12,495,692.99 65.06 39,239,637.79
APOGENT TECHNOLOGIES INC 370,800.00 18.49 6,857,548.08 20.00 7,416,000.00
APOLLO GROUP INC 33,420.00 40.10 1,340,303.62 50.70 1,694,394.00
APOLLO GROUP INC 699,550.00 23.84 16,679,107.09 61.76 43,204,256.00
APPLE COMPUTER 1,665,800.00 18.69 31,126,497.28 19.12 31,845,992.00
APPLEBEES INTL INC 355,850.00 7.52 2,674,442.29 31.43 11,184,365.50
APPLERA CORP APPLIED BIOSYS 907,000.00 12.15 11,015,977.99 19.03 17,260,210.00
APPLERA CORP CELERA GENOMICS 322,130.00 49.46 15,932,187.46 10.32 3,324,381.60
APPLIED INDUSTRIAL TECHNOLOGIE 13,200.00 18.59 245,362.58 21.10 278,520.00
APPLIED MATERIALS INC 6,977,700.00 6.77 47,214,625.98 15.86 110,664,232.00
APPLIED MICRO CIRCUITS CORP 1,245,252.00 18.56 23,110,854.67 6.05 7,533,678.60
APRIA HEALTHCARE GROUP INC 351,240.00 17.72 6,224,285.75 24.88 8,738,851.20
APTARGROUP INC 197,300.00 12.87 2,539,862.48 36.00 7,102,800.00
APTIMUS INC 10,800.00 0.29 3,132.00 0.51 5,508.00
APW LIMITED 4,200.00 8.40 35,279.96 0.00 0.00
AQUANTIVE INC 192,692.00 4.04 778,783.07 10.50 2,023,266.00
AQUILA INC DEL NEW 1,137,546.00 10.90 12,401,734.23 2.58 2,934,868.68
ARADIGM CORP 200.00 7.55 1,510.00 1.80 360.00
ARBITRON INC 145,452.00 18.96 2,757,785.90 35.70 5,192,636.40
ARCH CAPITAL GROUP LTD 15,000.00 35.95 539,214.11 34.68 520,200.00
ARCH COAL INC 114,318.00 8.34 953,688.06 22.98 2,627,027.64
ARCHER DANIELS MIDLAND CO 3,029,600.00 8.81 26,688,131.77 12.87 38,990,952.00
ARENA PHARMACEUTICALS INC 4,100.00 18.73 76,790.68 6.67 27,347.00
ARGONAUT GROUP INC 266,800.00 23.23 6,197,409.90 12.33 3,289,644.00
ARGOSY GAMING CORP 168,276.00 21.30 3,583,574.42 20.91 3,518,651.16
ARIBA INC 1,183,728.00 60.36 71,453,627.65 2.97 3,515,672.16
ARRIS GROUP INC 347,600.00 9.85 3,422,941.84 4.96 1,724,096.00
ARROW ELECTRS INC 465,056.00 14.70 6,837,109.88 15.24 7,087,453.44
ART TECHNOLOGY GROUP INC 355,890.00 7.94 2,827,530.53 1.60 569,424.00
ARTESYN TECHNOLOGIES INC 169,400.00 6.59 1,115,866.49 5.61 950,334.00
ARTHROCARE CORP 149,200.00 13.40 1,998,839.03 16.76 2,500,592.00
ARVINMERITOR INC 273,849.00 11.70 3,205,393.16 20.18 5,526,272.82
ASBURY AUTOMOTIVE GROUP INC 10,200.00 7.64 77,911.42 13.48 137,496.00
ASCENTIAL SOFTWARE CORP 209,225.00 28.33 5,926,734.66 16.44 3,439,407.00
ASHLAND INC 419,600.00 38.22 16,036,441.50 30.68 12,873,328.00
ASML HOLDING NV 15.00 11.04 165.65 9.56 143.40
ASPECT COMMUNICATIONS INC 459,200.00 8.79 4,038,578.47 3.86 1,773,534.00
ASPEN TECHNOLOGY INC 148,500.00 22.03 3,272,004.04 4.80 712,800.00
ASSOCIATED BANC CORP 267,700.00 23.78 6,366,203.55 37.11 9,934,168.00
ASTORIA FINL CORP 275,000.00 24.04 6,611,560.58 27.93 7,680,750.00
ASYST TECHNOLOGIES INC 74,100.00 28.76 2,130,754.43 6.69 495,729.00
AT + T WIRELESS SVCS INC 10,534,000.00 15.78 166,177,493.92 8.21 86,484,140.00
AT HOME CORP 82,550.00 1.40 115,699.10 0.00 0.00
AT+T CORP 3,184,449.00 22.82 72,684,270.16 19.25 61,300,643.25
ATARI INC 73,160.00 38.37 2,806,971.30 4.45 325,562.00
ATHEROGENICS INC 35,500.00 9.72 344,907.80 14.93 530,015.00
ATLANTIC COAST AIRLINES HLDGS 293,400.00 15.71 4,608,952.83 13.49 3,957,476.00
ATMEL CORP 2,122,700.00 6.32 13,423,721.40 2.53 5,371,049.00
ATMI INC 209,000.00 32.46 6,783,501.95 24.97 5,218,730.00
ATMOS ENERGY CORP 23,800.00 24.26 577,314.40 24.80 590,240.00
ATX COMMUNICTIONS INC. 5.00 8.95 44.75 0.36 1.80
AUDIBLE INC 2,100.00 1.19 2,499.00 0.49 1,029.00
AUDIOVOX CORP 87,200.00 9.89 862,651.36 11.19 975,768.00
AUSPEX SYSTEMS INC 1,100.00 4.03 4,433.00 0.04 39.60
AUTODESK INCORPORATED 576,464.00 11.68 6,732,714.16 16.16 9,315,658.24
AUTOMATIC DATA PROCESSING INC 2,806,560.00 15.67 43,970,833.07 33.86 95,030,121.60
AUTONATION INC DEL 1,426,200.00 19.01 27,117,582.43 15.72 22,419,864.00
AUTOZONE INC 516,800.00 26.57 13,731,062.13 75.97 39,261,296.00
AVANT IMMUNOTHERAPEUTICS INC 174,700.00 2.00 349,999.02 2.98 520,552.00
AVAYA INC 1,699,595.00 6.47 10,999,399.85 6.46 10,979,383.70
AVERY DENNISON CORP 418,530.00 34.63 14,492,593.79 50.20 21,010,206.00
AVIALL INC 34,300.00 9.49 325,573.11 11.37 389,991.00
AVICI SYS INC 79,250.00 11.01 872,429.04 6.10 483,425.00
AVID TECHNOLOGY INC 121,400.00 19.54 2,371,775.45 35.07 4,257,498.00
AVIGEN INC 11,900.00 8.28 98,494.90 3.46 41,174.00
AVISTA CORP 332,300.00 15.55 5,168,649.08 14.15 4,702,045.00
AVNET INC 514,065.00 20.75 10,667,039.37 12.68 6,518,344.20
AVOCENT CORP 237,400.00 17.86 4,239,578.59 29.93 7,105,382.00
AVON PRODS INC 1,061,600.00 17.60 18,687,243.78 62.20 66,031,520.00
AVX CORP NEW 696,100.00 33.04 23,000,837.06 10.99 7,650,139.00
AWARE INC MASS 250,335.00 4.18 1,047,556.79 2.23 558,282.75
AXCELIS TECHNOLOGIES INC 412,945.00 5.71 2,357,209.89 6.12 2,527,223.40
AXT INC 800.00 31.43 25,144.00 1.22 976.00
AZTAR CORP 398,700.00 7.36 2,935,501.02 16.11 6,423,057.00
BAKER HUGHES INC 1,397,940.00 23.71 33,148,884.82 33.57 46,928,845.80
BALDOR ELEC CO 262,506.00 9.27 2,432,703.84 20.60 5,407,623.60
BALDWIN + LYONS INC 51,325.00 18.81 965,559.97 23.75 1,218,968.75
BALL CORP 261,700.00 16.55 4,330,304.84 45.51 11,909,967.00
BANCORPSOUTH INC 304,752.00 19.49 5,939,520.61 20.85 6,354,079.20
BANK AMER CORP 6,662,753.00 25.33 168,794,526.72 79.03 526,557,369.59
BANK HAWAII CORP 281,572.00 7.76 2,184,363.26 33.15 9,334,111.80
BANK NEW YORK INC 3,084,238.00 8.44 26,040,061.86 28.75 88,671,842.50
BANK ONE CORP 5,002,300.00 18.39 92,016,395.20 37.18 185,985,514.00
BANKNORTH GROUP INC NEW 685,100.00 23.21 15,903,985.18 25.52 17,483,752.00
BANTA CORP 341,495.00 20.13 6,874,503.54 32.37 11,054,193.15
BARAN GROUP LTD 4.00 150.67 602.68 7.70 30.80
BARD C R INC 268,900.00 25.56 6,873,004.86 71.31 19,175,259.00
BARNES + NOBLE INC 286,500.00 16.84 4,824,918.39 23.05 6,603,825.00
BARR LABS INC 249,499.00 41.86 10,444,680.37 65.50 16,342,184.50
BAUSCH + LOMB INC 210,300.00 21.32 4,483,063.72 37.50 7,886,250.00
BAXTER INTL INC 2,560,000.00 13.89 35,552,704.14 26.00 66,560,000.00
BB+T CORP 1,853,700.00 30.36 56,273,688.21 34.30 63,581,910.00
BE INCORPORATED 1,600.00 0.75 1,200.00 0.23 368.00
BEA SYS INC 1,778,740.00 20.64 36,713,072.47 10.86 19,319,957.40
BEAR STEARNS COS INC 516,461.00 14.44 7,459,023.52 72.42 37,402,105.62
BEARINGPOINT INC 758,480.00 12.02 9,114,148.37 9.65 7,319,332.00
BEASLEY BROADCAST GROUP INC 100.00 13.85 1,385.00 13.54 1,354.00
BEBE STORES INC 56,400.00 22.89 1,291,093.65 19.13 1,078,932.00
BECKMAN COULTER INC 279,000.00 16.93 4,722,915.50 40.64 11,338,560.00
BECTON DICKINSON + CO 1,131,900.00 11.32 12,811,584.06 38.85 43,974,315.00
BED BATH + BEYOND INC 1,259,000.00 11.89 14,974,670.93 38.81 48,862,593.00
BELDEN INC 700.00 19.23 13,463.04 15.89 11,123.00
BELL MICROPRODUCTS INC 94,660.00 8.10 766,362.49 4.27 404,198.20
BELLSOUTH CORP 7,446,230.00 11.88 88,484,734.76 26.63 198,293,104.90
BELO CORP 351,330.00 18.65 6,553,099.87 22.36 7,855,738.80
BEMIS INC 307,300.00 5.59 1,717,273.26 46.80 14,381,640.00
BEN FRANKLIN RETAIL ST 21,816.00 3.88 84,537.15 0.00 2.18
BERKLEY W R CORP 140,600.00 47.61 6,693,612.06 52.70 7,409,620.00
BERKSHIRE HATHAWAY INC DEL 5,552.00 25,164.66 139,714,189.05 72,500.00 402,520,000.00
BERKSHIRE HATHAWAY INC DEL 1,366.00 450.02 614,733.74 2,430.00 3,319,380.00
BEST BUY CO INC 1,200,000.00 6.70 8,035,279.40 43.92 52,704,000.00
BETHLEHEM STL CORP 438,082.00 20.87 9,142,663.94 0.02 7,885.47
BEVERLY ENTERPRISES INC 788,700.00 3.79 2,992,744.27 3.50 2,760,450.00
BEYOND COM CORP 1.00 285.26 285.26 0.01 0.01
BIG LOTS INC 657,574.00 16.94 11,142,179.27 15.04 9,889,912.96
BINDVIEW DEVELOPMENT CORP. 700.00 2.64 1,848.00 2.02 1,414.00
BIOGEN INC 616,800.00 15.02 9,267,039.01 38.00 23,437,989.00
BIOMET INC 1,219,595.00 8.56 10,437,561.94 28.66 34,954,332.70
BIOPURE CORP 147,400.00 6.59 971,815.48 6.11 900,569.00
BISYS GROUP INC 525,700.00 9.31 4,896,707.70 18.37 9,657,109.00
BJ SVCS CO 657,180.00 9.30 6,115,008.02 37.36 24,552,244.80
BJS WHSL CLUB INC 336,700.00 10.92 3,675,140.84 15.06 5,070,702.00
BLACK + DECKER CORPORATION 326,450.00 22.53 7,354,156.43 43.45 14,184,252.50
BLACK BOX CORP 103,100.00 24.11 2,485,825.98 36.20 3,732,220.00
BLACK HILLS CORP 43,200.00 30.65 1,323,906.40 30.70 1,326,240.00
BLACKROCK INC 14,300.00 46.03 658,174.20 45.04 644,072.00
BLOCK H + R INC 868,248.00 13.26 11,516,390.42 43.25 37,551,726.00
BLOCKBUSTER INC - CLASS A 62,300.00 16.44 1,024,181.61 16.85 1,049,755.00
BLUE COAT SYS INC 31,101.00 62.30 1,937,507.33 6.00 186,606.00
BLYTH INC 271,300.00 27.56 7,477,409.35 27.20 7,379,360.00
BMC SOFTWARE INC 1,026,017.00 11.91 12,221,316.71 16.33 16,754,857.61
BOB EVANS FARMS INC 242,122.00 10.68 2,585,111.44 27.63 6,689,830.86
BOEING CO 3,313,000.00 12.35 40,931,120.97 34.32 113,702,160.00
BOISE CASCADE CORP 199,300.00 37.09 7,392,608.97 23.90 4,763,270.00
BOK FINL CORP 220,424.00 32.41 7,144,544.19 38.57 8,501,753.68
BORDERS GROUP INC 659,200.00 18.10 11,929,399.48 17.61 11,608,512.00
BORLAND SOFTWARE CORP 302,525.00 52.77 15,965,723.76 9.77 2,955,925.25
BOSTON PRIVATE FINL HLDGS INC 87,100.00 17.63 1,535,817.23 21.08 1,836,068.00
BOSTON SCIENTIFIC CORP 1,696,902.00 10.97 18,608,927.30 61.10 103,680,712.20
BOWATER INC 243,920.00 31.88 7,775,708.84 37.45 9,134,804.00
BOWNE + CO INC 293,900.00 6.48 1,903,414.24 13.03 3,829,517.00
BOYD GAMING CORP 280,870.00 12.86 3,611,474.78 17.26 4,847,816.20
BP PLC 59,200.00 38.05 2,252,807.94 42.02 2,487,584.00
BRIGGS + STRATTON CORP 85,400.00 14.62 1,248,931.48 50.50 4,312,700.00
BRIGHTPOINT INC 20,023.00 21.41 428,669.47 12.31 246,503.94
BRINKER INTL INC 524,600.00 22.65 11,884,036.56 36.02 18,896,092.00
BRINKS CO 373,210.00 15.09 5,630,328.91 14.57 5,437,669.70
BRISTOL MYERS SQUIBB CO 8,514,460.00 19.58 166,752,355.23 27.15 231,167,589.00
BROADCOM CORP 940,120.00 129.05 121,318,642.91 24.91 23,418,389.20
BROADVISION INC 1,833.00 57.51 105,415.99 5.55 10,173.15
BROCADE COMMUNICATIONS SYS INC 849,800.00 39.61 33,658,433.34 5.89 5,005,322.00
BROKAT TECHNOLOGIES 22,862.00 76.03 1,738,133.45 0.03 638.91
BROOKLINE BANCORP INC DEL 317,554.00 12.29 3,904,255.86 14.00 4,445,756.00
BROOKS AUTOMATION INC NEW 220,320.00 37.43 8,246,964.41 11.34 2,498,428.80
BROWN + BROWN INC 429,000.00 29.69 12,737,079.58 32.50 13,942,500.00
BROWN FORMAN CORP 340,600.00 66.54 22,661,952.72 78.62 26,777,972.00
BROWN SHOE INC NEW 141,600.00 32.16 4,554,197.31 29.80 4,219,680.00
BROWN TOM INC 103,300.00 31.32 3,235,321.66 27.79 2,870,707.00
BRUKER BIOSCIENCES CORP 147,500.00 5.02 740,258.64 5.33 786,175.00
BRUNSWICK CORP 706,100.00 15.44 10,900,799.52 25.02 17,666,622.00
BUCA INC 87,936.00 14.84 1,304,929.42 5.64 495,959.04
BUCKEYE TECHNOLOGIES INC 2,700.00 12.25 33,080.13 6.80 18,360.00
BUDGET GROUP INC. 1,500.00 2.75 4,125.00 0.02 27.00
BUILDING MATLS HLDS CORP 43,000.00 13.98 601,090.86 14.81 636,830.00
BUNGE LIMITED 495,400.00 24.86 12,315,761.61 28.60 14,168,440.00
BURLINGTON NORTHN SANTA FE 1,635,880.00 8.57 14,018,622.60 28.44 46,524,427.20
BURLINGTON RES INC 991,873.00 24.63 24,428,166.26 54.07 53,630,573.11
C COR NET CORPORATION 39,300.00 5.94 233,508.10 4.90 192,570.00
C D I CORP 264,500.00 12.16 3,216,851.52 25.96 6,866,420.00
C H ROBINSON WORLDWIDE 394,300.00 29.29 11,550,426.51 35.53 14,010,448.00
C+D TECHNOLOGIES 104,000.00 16.56 1,722,052.29 14.36 1,493,440.00
CABLE DESIGN TECHNOLOGIES CORP 406,000.00 16.06 6,518,545.76 7.15 2,902,900.00
CABLEVISION NY GROUP CLASS A 888,287.00 13.38 11,883,405.35 20.76 18,440,838.12
CABOT CORP 327,100.00 8.14 2,662,647.16 28.70 9,387,770.00
CABOT MICROELECTRONICS CORP 124,489.00 22.65 2,819,398.23 50.47 6,282,959.83
CABOT OIL + GAS CORP 120,943.00 16.20 1,959,103.96 27.61 3,339,236.23
CACI INTL INC 197,500.00 33.23 6,563,533.66 34.30 6,774,250.00
CADENCE DESIGN SYS INC 1,089,890.00 11.70 12,752,933.94 12.06 13,144,073.40
CAL DIVE INTL INC 142,600.00 21.21 3,025,173.46 21.80 3,108,680.00
CALIFORNIA PIZZA KITCHEN INC 214,700.00 22.37 4,802,648.95 21.50 4,616,419.00
CALIPER TECHNOLOGIES CORP 2,300.00 23.00 52,900.00 4.56 10,488.00
CALLAWAY GOLF CO 564,800.00 15.74 8,892,224.50 13.22 7,466,656.00
CALPINE CORP 1,689,700.00 25.30 42,749,249.78 6.60 11,152,020.00
CAMPBELL SOUP CO 1,632,400.00 12.59 20,557,020.16 24.50 39,993,800.00
CAPITAL CITY BK GROUP INC 55,006.00 22.34 1,228,591.81 36.20 1,991,217.20
CAPITAL ONE FINL CORP 840,300.00 8.27 6,947,299.24 49.18 41,325,954.00
CAPITOL FED FINL 327,000.00 25.70 8,402,807.08 28.11 9,191,970.00
CAPSTONE TURBINE CORP 10,400.00 7.90 82,170.07 1.09 11,336.00
CARAUSTAR INDS INC 416,800.00 18.07 7,532,885.11 8.01 3,338,568.00
CARDIA SCIENCE INC 90,400.00 2.58 233,133.62 2.68 242,272.00
CARDINAL HEALTH INC 1,863,346.00 30.81 57,401,426.16 64.30 119,813,147.80
CAREER ED CORP 186,800.00 37.00 6,910,763.85 68.42 12,780,856.00
CAREMARK RX INC 1,041,800.00 18.14 18,894,137.19 25.68 26,753,424.00
CARLISLE COS INC 122,492.00 11.28 1,381,277.99 42.16 5,164,262.72
CARMAX INC 383,800.00 14.05 5,392,030.46 30.15 11,571,570.01
CARNIVAL CORP 2,356,480.00 7.37 17,366,926.83 32.51 76,609,164.80
CARPENTER TECHNOLOGY 9,600.00 23.48 225,399.48 15.60 149,760.00
CASELLA WASTE SYS INC 291,600.00 15.47 4,510,747.80 9.03 2,632,596.00
CASEYS GEN STORES INC 111,700.00 12.39 1,384,319.92 14.14 1,579,438.00
CATALINA MARKETING CORP 176,000.00 32.47 5,714,561.88 17.65 3,106,400.00
CATERPILLAR INC 1,323,420.00 27.75 36,722,982.13 55.66 73,661,557.20
CATHAY BANCORP INC 1,700.00 44.73 76,036.41 44.57 75,769.00
CATO CORP NEW 74,100.00 19.28 1,428,606.52 21.08 1,562,028.00
CBRL GROUP INC 187,150.00 27.20 5,090,531.74 38.86 7,272,649.00
CDW CORP 408,400.00 17.59 7,184,597.17 45.80 18,705,266.00
CEC ENTMT INC 232,525.00 16.04 3,729,829.88 36.93 8,587,148.25
CELERITEK INC 57,595.00 9.90 569,950.56 7.32 421,595.40
CELGENE CORP 298,200.00 38.70 11,539,023.14 30.40 9,065,040.00
CELL GENESYS INC 64,300.00 14.81 952,172.14 8.64 555,552.00
CELL THERAPEUTICS INC 171,900.00 17.18 2,952,445.50 9.73 1,672,716.00
CELLSTAR CORP 112,880.00 28.40 3,205,856.85 3.93 443,618.40
CELLULAR TECHNICAL SVCS INCNEW 1,200.00 2.95 3,540.00 0.76 912.00
CENDANT CORP 3,927,300.00 15.12 59,393,933.18 18.32 71,948,136.00
CENTENNIAL COMMUNICATIONS CORP 120,877.00 3.32 401,466.24 4.00 483,508.00
CENTERPOINT ENERGY INC 1,274,200.00 13.64 17,376,042.96 8.15 10,384,730.00
CENTEX CORP 281,400.00 12.79 3,598,183.06 77.79 21,890,106.00
CENTILLIUM COMMUNICATIONS INC 54,000.00 15.54 839,330.72 9.91 535,116.00
CENTRA SOFTWARE INC 300,400.00 2.66 799,379.70 3.10 931,380.00
CENTRAL GARDEN + PET CO 29,200.00 23.58 688,623.46 23.85 696,420.00
CENTRAL PACIFIC FINANCIAL CO 100.00 22.40 2,239.55 27.70 2,770.00
CENTURYBUSINESS SVCS INC 354,900.00 3.41 1,208,618.19 3.25 1,153,425.00
CENTURYTEL INC 583,375.00 9.88 5,765,717.42 34.85 20,330,618.75
CEPHALON INC 234,938.00 52.35 12,298,524.94 41.15 9,668,640.08
CEPHEID 41,000.00 3.76 154,131.43 4.94 202,540.00
CERIDIAN CORP NEW 527,200.00 9.36 4,932,662.11 16.97 8,946,584.00
CERNER CORP 167,100.00 35.39 5,914,095.58 22.94 3,833,775.00
CERTEGY INC 312,400.00 11.57 3,615,409.16 27.75 8,669,100.00
CGI GROUP INC 7,667.00 5.35 40,989.22 6.02 46,155.34
CHAMPION ENTERPRISES INC 238,800.00 13.65 3,259,831.03 5.18 1,236,984.00
CHARLES RIV LABORATORIES INTL 14,400.00 37.17 535,311.72 32.18 463,392.00
CHARMING SHOPPES INC 816,500.00 7.28 5,941,689.69 4.97 4,058,005.00
CHARTER COMMUNICATIONS INC DEL 1,056,700.00 17.12 18,092,068.77 3.97 4,195,099.00
CHARTER ONE FINL INC 1,086,157.00 8.43 9,159,498.73 31.18 33,866,375.27
CHECKFREE CORP NEW 449,700.00 17.21 7,737,627.85 27.84 12,519,648.00
CHECKPOINT SYS INC 459,300.00 8.91 4,091,922.45 14.15 6,499,095.00
CHEESECAKE FACTORY 190,800.00 32.99 6,295,013.54 35.89 6,847,812.00
CHESAPEAKE ENERGY CORP 1,028,200.00 7.64 7,857,312.97 10.10 10,384,820.00
CHEVRONTEXACO CORP 4,714,370.00 50.79 239,423,692.06 72.20 340,377,514.00
CHICAGO MERCHANTILE EXCHANGE 106,200.00 48.30 5,129,166.26 69.63 7,394,706.00
CHICOS FAS INC 260,000.00 20.10 5,227,164.87 21.05 5,473,000.00
CHILDRENS PL RETAIL STORES INC 58,300.00 21.77 1,269,065.99 19.86 1,157,838.00
CHIPPAC INC 310,600.00 6.41 1,989,849.72 7.67 2,382,038.00
CHIQUITA BRANDS INTL INC 153,200.00 12.05 1,846,744.08 14.50 2,221,400.00
CHIRON CORP 724,200.00 22.96 16,631,067.26 43.72 31,662,024.00
CHITTENDEN CORP 75.00 26.95 2,020.95 27.35 2,051.25
CHOICE HOTELS INC 220,100.00 4.26 937,137.44 27.31 6,010,931.00
CHOICE ONE COMMUNICATIONS INC 3,300.00 8.25 27,225.00 0.32 1,056.00
CHOICEPOINT INC 389,953.00 8.80 3,430,396.44 34.52 13,461,177.56
CHORDIANT SOFTWARE INC 123,020.00 11.82 1,454,558.19 1.86 228,961.60
CHRISTOPHER + BANKS CORP 100,400.00 25.94 2,604,442.59 36.99 3,713,796.00
CHUBB CORP 706,800.00 16.99 12,006,460.28 60.00 42,408,000.00
CHURCH + DWIGHT INC 292,100.00 9.76 2,851,364.38 32.73 9,560,433.00
CIBER INC 484,700.00 17.42 8,441,163.08 7.02 3,402,594.00
CIENA CORP 1,554,500.00 26.21 40,736,487.36 5.19 8,066,975.00
CIGNA CORP 637,600.00 24.02 15,312,465.29 46.94 29,928,944.00
CIMA LABS INC 73,700.00 51.53 3,797,572.93 26.89 1,981,793.00
CIMAREX ENERGY CO 148,436.00 9.08 1,347,936.22 23.75 3,525,355.00
CINCINNATI BELL INC NEW 762,604.00 6.69 5,103,424.74 6.70 5,109,446.80
CINCINNATI FINL CORP 735,018.00 11.73 8,622,570.20 37.09 27,261,817.62
CINERGY CORP 676,600.00 23.15 15,665,752.56 36.79 24,892,114.00
CINTAS CORP 735,100.00 20.05 14,740,538.20 35.44 26,051,740.00
CIRCUIT CITY STORES INC 973,700.00 7.34 7,142,548.15 8.80 8,568,560.00
CIRRUS LOGIC INC 246,000.00 24.73 6,082,768.30 4.02 988,920.00
CISCO SYS INC 30,950,700.00 5.42 167,890,322.21 16.60 513,837,033.00
CIT GROUP INC NEW 740,600.00 18.94 14,026,467.94 24.65 18,255,790.00
CITIGROUP INC 22,372,000.00 12.85 287,437,980.07 42.80 957,521,600.00
CITIZENS BKG CORP MICH 61,200.00 24.79 1,517,349.30 26.77 1,638,324.00
CITIZENS COMMUNICATIONS CO 928,300.00 8.19 7,600,896.96 12.89 11,965,787.00
CITRIX SYS INC 801,800.00 9.36 7,502,539.06 20.36 16,324,648.00
CITY NATL CORP 458,812.00 26.22 12,028,763.00 44.56 20,444,662.72
CKE RESTAURANTS 12,700.00 11.95 151,702.59 5.59 70,993.00
CLAIRE S STORES INC 476,225.00 5.28 2,516,630.18 25.36 12,077,066.00
CLARCOR INC 186,650.00 11.78 2,198,107.84 38.55 7,195,357.50
CLARENT CORP 5,000.00 9.30 46,500.00 0.00 0.65
CLAYTON HOMES INC 641,375.00 7.84 5,025,587.06 12.55 8,049,256.25
CLEAR CHANNEL COMMUNICATIONS 2,424,000.00 35.82 86,828,548.75 42.39 102,753,360.00
CLOROX CO 946,400.00 12.45 11,783,463.07 42.65 40,363,960.00
CLOTHESTIME INC 465,900.00 0.00 0.00 0.00 0.00
CMG INFORMATION SVCS INC 2,267,800.00 15.04 34,116,772.92 1.67 3,787,226.00
CMS ENERGY CORP 602,692.00 20.03 12,071,157.14 8.10 4,881,805.20
CNA FINL CORP 890,000.00 27.08 24,100,431.96 24.60 21,894,000.00
CNA SURETY CORP 156,200.00 4.66 727,872.89 9.85 1,538,570.00
CNET NETWORKS INC 1,144,015.00 10.04 11,486,456.79 6.23 7,127,213.45
CNF INC 144,700.00 21.31 3,083,473.35 25.38 3,672,486.00
COACH INC 428,310.00 7.40 3,170,188.86 49.74 21,304,139.40
COACHMEN INDS INC 6,200.00 12.85 79,651.40 11.95 74,090.00
COBALT CORP 213,600.00 16.42 3,508,103.80 20.55 4,389,480.00
COCA COLA BOTTLING CO CONS 45,715.00 48.10 2,198,680.78 54.60 2,496,039.00
COCA COLA CO 11,380,400.00 16.86 191,877,571.52 46.41 528,164,364.00
COCA COLA ENTERPRISES INC 1,897,400.00 8.68 16,463,876.56 18.15 34,437,810.00
COEUR D ALENE MINES CORP IDAHO 322,900.00 1.38 445,846.25 1.39 448,831.00
COGENT COMMUNICATIONS GROUP 103.00 21.75 2,240.00 2.20 226.60
COGNEX CORP 247,500.00 22.20 5,495,302.95 22.35 5,530,931.00
COGNIZANT TECHNOLOGY SOLUTIONS 251,133.00 22.81 5,727,468.57 24.36 6,117,599.88
COHERENT INC 121,000.00 26.66 3,225,443.15 23.68 2,865,280.00
COLGATE PALMOLIVE CO 2,382,660.00 23.13 55,102,300.71 57.95 138,075,147.00
COLLINS + AIKMAN CORP NEW 403,300.00 6.78 2,735,439.91 2.95 1,189,735.00
COLONIAL BANCGROUPINC 286,000.00 13.05 3,733,106.14 13.87 3,966,820.00
COLUMBIA SPORTSWEAR CO 195,500.00 34.99 6,839,844.28 51.41 10,050,569.00
COMCAST CORP NEW 5,899,421.00 21.61 127,509,753.81 30.18 178,044,525.77
COMCAST CORP NEW 3,566,600.00 15.47 55,188,344.15 28.83 102,825,078.00
COMDISCO HLDG CO INC 663,300.00 13.77 9,133,679.50 0.32 208,939.50
COMERICA INC 820,694.00 17.60 14,441,545.62 46.50 38,162,271.00
COMMERCE BANCORP INC N J 438,642.00 15.59 6,836,308.19 37.10 16,273,618.20
COMMERCE BANCSHARES INC 277,425.00 31.92 8,855,217.25 38.95 10,805,703.76
COMMERCE GROUP INC MASS 10,500.00 33.37 350,336.07 36.20 380,100.00
COMMERCIAL FED CORP 205,975.00 9.87 2,033,156.05 21.20 4,366,670.00
COMMERIAL METALS CO 23,100.00 18.31 422,853.70 17.79 410,949.00
COMMONWEALTH TEL ENTERPRISES 111,400.00 21.60 2,406,180.36 43.97 4,898,258.00
COMMSCOPE INC 374,200.00 11.78 4,406,804.41 9.50 3,554,900.00
COMMUNITY FIRST BANKSHARES INC 162,400.00 25.54 4,147,863.10 27.30 4,433,520.00
COMMUNITY HEALTH SYS INC NEW 397,800.00 25.58 10,177,321.27 19.29 7,673,562.00
COMPASS BANCSHARES INC 532,750.00 17.68 9,420,036.52 34.93 18,608,937.50
COMPUCOM SYS INC 56,800.00 4.24 240,582.20 4.52 256,736.00
COMPUCREDIT CORP 160,117.00 11.60 1,857,900.97 12.15 1,945,286.55
COMPUGEN LIMITED 201,950.00 1.66 335,658.54 5.06 1,021,867.00
COMPUTER ASSOC INTL INC 2,274,470.00 8.32 18,928,510.61 22.28 50,675,191.60
COMPUTER HORIZONS CORP 283,475.00 11.09 3,143,588.90 4.54 1,286,976.50
COMPUTER NETWORK TECHNOLOGY 111,300.00 9.58 1,066,089.50 8.10 901,530.00
COMPUTER PROGRAMS + SYS INC 20,800.00 24.08 500,815.25 20.01 416,208.00
COMPUTER SCIENCES CORP 740,500.00 15.90 11,771,001.14 38.12 28,227,860.00
COMPUTER TASK GROUP INC 77,446.00 10.30 797,515.24 2.84 219,946.64
COMPUWARE CORP 1,706,500.00 4.07 6,948,755.87 5.77 9,846,505.00
COMSTOCK RES INC 212,600.00 11.24 2,390,592.28 13.68 2,908,368.00
COMVERSE TECHNOLOGY INC 746,620.00 12.10 9,036,553.69 15.03 11,220,266.60
CONAGRA INC 2,352,500.00 12.29 28,921,417.78 23.60 55,519,000.00
CONCEPTUS INC 110,300.00 10.29 1,134,961.11 14.05 1,549,715.00
CONCORD EFS INC 2,261,700.00 9.20 20,800,084.89 14.72 33,292,224.00
CONCURRENT COMPUTER CORP 978,600.00 5.49 5,370,544.77 2.92 2,857,512.00
CONEXANT SYS INC 1,364,800.00 3.03 4,134,265.97 4.10 5,595,680.00
CONNECTICUT BANCSHARES INC 175,600.00 20.52 3,603,737.44 39.25 6,892,300.00
CONOCOPHILLIPS 2,819,217.00 27.34 77,066,977.79 54.80 154,493,091.60
CONSECO INC 1,649,012.00 9.49 15,650,923.88 0.03 49,470.36
CONSOL ENERGY INC 285,200.00 27.87 7,947,207.25 22.74 6,485,448.00
CONSOLIDATED EDISON INC 919,700.00 24.24 22,289,930.46 43.28 39,804,616.00
CONSOLIDATED GRAPHICS INC 22,980.00 46.02 1,057,647.67 22.88 525,782.40
CONSTELLATION BRANDS INC 385,400.00 11.08 4,269,234.05 31.40 12,101,560.00
CONSTELLATION ENERGY GROUP INC 763,450.00 19.75 15,075,689.57 34.30 26,186,335.00
CONTINENTAL AIRLS INC 149,400.00 19.32 2,886,805.26 14.97 2,236,518.00
CONVERA CORP 300.00 7.33 2,199.00 3.92 1,176.00
CONVERGYS CORP 644,300.00 6.83 4,399,910.08 16.00 10,308,800.00
COOPER CAMERON CORP 197,000.00 47.88 9,432,155.21 50.38 9,924,860.00
COOPER COS INC 256,900.00 19.78 5,082,227.81 34.77 8,932,413.00
COOPER INDUSTRIES LTD 465,400.00 38.23 17,791,744.93 41.30 19,221,020.00
COOPER TIRE + RUBR CO 261,200.00 11.37 2,970,892.61 17.59 4,594,508.00
COORS ADOLPH CO 145,700.00 39.83 5,803,831.93 48.98 7,136,386.00
COPART INC 337,000.00 14.51 4,890,376.68 9.45 3,184,650.00
COPPER MOUNTAIN NETWORKS INC. 1,070.00 27.70 29,639.00 10.80 11,557.07
CORILLIAN CORP 205,010.00 2.18 446,278.35 1.70 348,517.00
CORINTHIAN COLLEGES INC 200,900.00 24.52 4,926,475.28 48.54 9,751,005.00
CORIXA CORP 170,200.00 10.78 1,834,290.25 7.73 1,315,646.00
CORN PRODUCTS INTL INC 188,900.00 7.64 1,442,810.07 30.03 5,672,667.00
CORNING INC 4,335,153.00 7.36 31,920,641.51 7.39 32,036,780.67
CORPORATE EXECUTIVE BRD CO 120,800.00 30.18 3,645,526.65 40.82 4,931,056.00
CORRECTIONS CORP AMER NEW 32,999.00 21.65 714,278.50 25.33 835,864.67
CORVAS INTERNATIONAL INC 494,500.00 2.26 1,119,124.72 2.70 1,335,150.00
CORVIS CORP 2,638,362.00 12.51 33,016,140.25 1.50 3,957,543.00
COSINE COMMUNICATIONS INC 50.00 20.60 1,030.00 6.08 303.90
COSTCO WHSL CORP NEW 1,986,152.00 11.29 22,421,934.14 36.60 72,693,163.20
COTELLIGENT INC 4,600.00 0.50 2,300.00 0.24 1,104.00
COUNTRYWIDE FINL CORP 501,300.00 24.42 12,244,141.04 69.57 34,875,441.00
COVAD COMMUNICATIONS GROUP INC 1,672,800.00 9.95 16,644,420.69 1.01 1,689,528.00
COVANCE INC 372,880.00 8.77 3,271,528.67 18.10 6,749,128.00
COVANSYS CORP 264,185.00 26.45 6,988,953.23 3.07 811,279.95
COVANTA ENERGY CORP 274,000.00 28.07 7,690,840.34 0.01 1,644.00
COVENTRY HEALTH CARE INC 225,800.00 22.24 5,021,452.71 46.16 10,422,928.00
COX COMMUNICATIONS INC NEW 2,397,360.00 19.16 45,932,627.09 31.90 76,475,784.00
COX RADIO INC 69,100.00 23.80 1,644,313.03 23.11 1,596,901.00
CRANE CO 389,175.00 7.89 3,070,112.88 22.63 8,807,030.25
CRAWFORD + CO 21,000.00 8.40 176,474.86 4.91 103,110.00
CRAY INC 232,000.00 7.80 1,809,901.49 7.90 1,832,800.00
CREDENCE SYSTEMS CORP 183,800.00 15.15 2,784,111.02 8.48 1,558,610.00
CREE INC 266,100.00 48.15 12,812,387.23 16.28 4,330,989.00
CRITICAL PATH INC 52,447.00 49.06 2,573,098.48 0.99 51,922.53
CRITICAL PATH INC. 6,900.00 1.58 10,902.00 0.99 6,831.00
CROMPTON CORP 385,958.00 10.38 4,007,740.94 7.05 2,721,003.90
CROSSROADS SYSTEMS INC 4,500.00 6.17 27,765.00 1.69 7,600.50
CROWN CASTLE INTL CORP 1,064,840.00 12.48 13,285,675.26 7.77 8,273,806.80
CROWN HLDGS INC 567,900.00 21.77 12,362,830.14 7.14 4,054,806.00
CSG SYS INTL INC 226,600.00 25.05 5,675,840.63 14.13 3,201,858.00
CSK AUTO CORP. 5,800.00 13.93 80,805.61 14.45 83,810.00
CSX CORP 873,990.00 15.59 13,626,180.36 30.09 26,298,359.10
CTI MOLECULAR IMAGING INC 151,700.00 19.17 2,908,763.75 18.90 2,867,477.00
CTS CORP 107,700.00 45.82 4,934,539.66 10.45 1,125,465.00
CUBIC CORP 100.00 19.76 1,975.90 22.22 2,222.00
CUBIST PHARMACEUTICALS INC 144,900.00 39.71 5,753,420.60 10.66 1,544,634.00
CULLEN FROST BANKERS INC 511,500.00 10.79 5,518,231.55 32.10 16,419,150.00
CUMMINS INC 144,900.00 27.52 3,987,509.82 35.89 5,200,461.00
CURAGEN CORP 224,800.00 21.15 4,754,084.94 5.55 1,247,640.00
CURTISS WRIGHT CORP 28,674.00 24.21 694,135.17 62.30 1,786,390.20
CV THERAPEUTICS INC 40,600.00 32.17 1,306,201.91 29.66 1,204,196.00
CVS CORP 1,689,950.00 18.48 31,222,751.84 28.03 47,369,298.50
CYBERCARE INC 3,900.00 2.75 10,725.00 0.00 3.90
CYBERSOURCE CORP 500.00 2.10 1,050.00 2.74 1,370.00
CYCLELOGIC INC 2.00 2,450.00 4,900.00 0.00 0.00
CYGNUS INC 1,400.00 6.65 9,310.00 0.61 854.00
CYMER INC 175,100.00 19.55 3,422,742.83 32.01 5,604,951.00
CYPRESS SEMICONDUCTOR CORP 609,400.00 13.50 8,225,468.52 12.00 7,312,800.00
CYSIVE INC 700.00 3.70 2,590.00 3.21 2,247.00
CYTEC INDS INC 142,200.00 38.32 5,449,389.04 33.80 4,806,360.00
CYTOGEN CORP 1,070.00 40.00 42,800.00 8.33 8,913.10
CYTYC CORP 598,800.00 15.32 9,170,993.67 10.52 6,300,462.00
D R HORTON INC 541,400.00 10.11 5,475,336.76 28.10 15,213,340.00
DALEEN TECHNOLOGIES INC 1,400.00 0.89 1,246.00 0.12 168.00
DANA CORP 663,127.00 22.67 15,030,900.26 11.56 7,665,748.12
DANAHER CORP 626,500.00 21.70 13,593,264.71 68.05 42,633,325.00
DARDEN RESTAURANTS INC 811,100.00 7.29 5,914,880.17 18.98 15,394,678.00
DATASCOPE CORP 167,100.00 14.97 2,501,501.84 29.68 4,959,899.00
DAVITA INC 399,320.00 19.60 7,827,134.98 26.78 10,693,789.60
DDI CORPORATION 942,300.00 2.35 2,211,812.79 0.07 65,961.00
DEAN FOODS CO NEW 626,100.00 21.02 13,162,393.18 31.50 19,722,150.00
DEERE + CO 965,700.00 34.09 32,916,174.17 45.70 44,132,490.00
DEL MONTE FOODS CO 638,059.00 4.03 2,574,486.82 8.84 5,640,441.57
DELHAIZE LE LION 2,500.00 75.89 189,732.51 30.66 76,650.00
DELL COMPUTER CORP 12,692,521.00 7.94 100,798,672.07 31.96 405,652,971.16
DELL INC 198,900.00 26.34 5,238,451.97 31.96 6,356,844.00
DELPHI CORP 2,332,120.00 8.80 20,521,726.19 8.63 20,126,195.60
DELTA + PINE LD CO 222,900.00 19.82 4,417,015.64 21.98 4,899,342.00
DELTA AIR LINES INC 405,500.00 25.80 10,460,186.64 14.68 5,952,740.00
DELTATHREE.COM INC 1,500.00 1.05 1,575.00 0.65 975.00
DELUXE CORP 320,170.00 25.66 8,214,178.30 44.80 14,343,616.00
DENDREON CORP 116,900.00 4.69 548,784.05 5.94 694,386.00
DENDRITE INTL INC 160,900.00 10.81 1,740,024.93 12.88 2,072,392.00
DENTSPLY INTL INC NEW 409,540.00 15.45 6,328,702.74 40.90 16,750,186.00
DEUTSCHE TELEKOM AG ADR 36,393.00 29.25 1,064,670.87 15.20 553,173.60
DEVON ENERGY CORPORATION NEW 998,978.00 41.47 41,424,436.55 53.40 53,345,425.20
DEVRY INC DEL 263,100.00 27.63 7,269,344.66 23.29 6,127,599.00
DIAGNOSTIC PRODS CORP 222,600.00 13.03 2,901,589.74 41.05 9,137,730.00
DIAL CORP NEW 719,050.00 10.64 7,654,006.36 19.45 13,985,522.50
DIAMOND OFFSHORE DRILLING INC 484,460.00 33.03 16,002,210.58 20.99 10,168,815.40
DIAMONDCLUSTER INTL INC 51,722.00 16.37 846,719.25 3.71 191,908.62
DICKS SPORTING GOODS INC 37,400.00 20.91 782,202.48 36.68 1,371,832.00
DIEBOLD INC 420,257.00 13.60 5,714,473.98 43.25 18,176,115.25
DIGEX INC DEL 151,678.00 17.75 2,691,585.68 0.46 69,771.88
DIGITAL IMPACT INC 3,000.00 1.87 5,610.00 1.85 5,550.00
DIGITAL INSIGHT CORP 176,300.00 28.96 5,105,717.14 19.05 3,358,515.00
DIGITAL LIGHTHOUSE CORP 700.00 0.33 231.00 0.00 0.07
DIGITAL LIGHTWAVE INC 1,200.00 33.56 40,269.32 1.10 1,320.00
DIGITAL RIV INC 221,900.00 16.57 3,676,959.72 19.30 4,282,670.00
DILLARDS INC 355,400.00 20.47 7,274,966.68 13.47 4,787,238.00
DISNEY WALT CO 7,982,840.00 6.52 52,019,453.03 19.75 157,661,090.00
DITECH COMMUNICATIONS CORP 407,600.00 10.92 4,452,349.31 4.98 2,029,272.00
DIVINE INC 1,031.00 18.92 19,507.70 0.01 8.25
DOBSON COMMUNICATIONS CORP 229,600.00 16.94 3,888,968.91 5.45 1,251,320.00
DOCUMENTUM INC 129,900.00 20.33 2,640,755.15 19.67 2,555,133.00
DOLLAR GEN CORP 1,343,500.00 4.52 6,070,610.81 18.26 24,532,310.00
DOLLAR THRIFTY AUTOMOTIVE GRP 296,400.00 19.66 5,825,742.00 18.55 5,498,220.00
DOLLAR TREE STORES INC 485,400.00 24.43 11,860,309.81 31.73 15,401,742.00
DOMINION RES INC VA NEW 1,261,845.00 36.44 45,983,926.61 64.27 81,098,778.15
DONALDSON CO INC 176,400.00 41.47 7,316,029.70 44.45 7,840,980.00
DONNELLEY R R + SONS CO 581,400.00 18.57 10,797,729.25 26.14 15,197,796.00
DORAL FINL CORP 297,100.00 21.28 6,323,425.55 44.65 13,265,515.00
DOUBLECLICK INC 955,855.00 19.78 18,905,193.25 9.25 8,841,658.75
DOVER CORP 778,700.00 9.50 7,397,036.47 29.96 23,329,852.00
DOW CHEM CO 3,570,175.00 16.73 59,740,152.53 30.96 110,532,618.00
DOW JONES + CO INC 237,280.00 43.44 10,307,876.19 43.03 10,210,158.40
DOW JONES + CO INC 103,000.00 38.00 3,914,000.00 42.50 4,377,500.00
DOWNEY FINL CORP 108,100.00 42.24 4,565,946.04 41.30 4,464,530.00
DPL INC 386,900.00 18.59 7,190,714.23 15.94 6,167,186.00
DQE 385,500.00 15.15 5,839,146.42 15.07 5,809,485.00
DRESS BARN INC 633,600.00 5.33 3,378,764.68 12.67 8,027,712.00
DREYERS GRAND ICE CREAM HLDGS 155,100.00 30.18 4,681,470.28 78.62 12,194,004.00
DRUGSTORE COM INC 81,000.00 4.30 348,050.27 5.84 473,040.00
DSP GROUP INC 105,100.00 55.60 5,843,514.43 21.53 2,262,803.00
DST SYS INC DEL 443,300.00 32.51 14,413,357.24 38.00 16,845,400.00
DTE ENERGY CO 658,600.00 23.33 15,362,613.49 38.64 25,448,304.00
DU PONT E I DE NEMOURS + CO 4,092,721.00 38.54 157,740,908.21 41.64 170,420,902.44
DUKE ENERGY CO 3,642,040.00 13.84 50,410,913.90 19.95 72,658,698.00
DUN AND BRADSTREET CORP DEL 319,400.00 10.14 3,238,020.75 41.10 13,127,340.00
DUPONT PHOTOMASKS INC 100.00 18.86 1,886.34 18.83 1,883.00
DURECT CORP INC 144,700.00 6.03 872,314.98 2.41 348,727.00
DYCOM INDS INC 117,100.00 15.17 1,776,920.45 16.30 1,908,730.00
DYNEGY INC NEW 1,607,550.00 13.50 21,707,553.05 4.20 6,751,710.00
E PIPHANY INC 547,050.00 45.19 24,719,000.71 5.11 2,795,425.50
E TRADE GROUP INC 995,600.00 4.28 4,259,721.89 8.50 8,462,600.00
EARTHLINK INC 899,900.00 8.39 7,550,061.38 7.89 7,100,211.00
EAST WEST BANCORP INC 184,300.00 22.41 4,129,829.65 36.14 6,660,325.00
EASTMAN CHEM CO 303,890.00 29.28 8,899,087.92 31.67 9,624,196.30
EASTMAN KODAK CO 1,203,600.00 32.73 39,389,867.40 27.35 32,918,460.00
EATON CORP 283,900.00 25.22 7,161,247.93 78.61 22,317,379.00
EATON VANCE CORP 633,800.00 5.16 3,270,132.38 31.60 20,028,080.00
EBAY INC 1,430,420.00 71.07 101,657,932.09 104.18 149,016,475.60
EBT INTERNATIONAL INC 22.00 85.00 1,870.00 0.10 2.24
ECHELON CORP 83,900.00 59.83 5,019,947.14 13.77 1,155,303.00
ECHOSTAR COMMUNICATIONS CORP N 1,091,400.00 41.53 45,328,226.34 34.62 37,784,268.00
ECLIPSYS CORP 173,400.00 21.30 3,693,746.53 10.44 1,810,296.00
ECOLAB INC 1,053,800.00 5.42 5,713,618.90 25.60 26,977,280.00
EDISON INTL 1,548,900.00 11.82 18,311,927.50 16.43 25,448,427.00
EDWARDS A G INC 269,800.00 25.45 6,867,155.12 34.20 9,227,160.00
EDWARDS J D + CO 395,400.00 27.03 10,688,657.87 14.33 5,666,082.00
EDWARDS LIFESCIENCES CORP 379,900.00 12.20 4,635,390.52 32.14 12,209,986.00
EFUNDS CORP 290,921.00 10.56 3,071,121.94 11.53 3,354,319.13
EGAIN COMMUNICATIONS CORP 3,700.00 3.45 12,765.00 0.47 1,739.00
EGL INC 98,700.00 17.22 1,699,870.39 15.20 1,500,240.00
EL PASO CORP 2,532,657.00 14.44 36,577,941.81 8.08 20,463,868.56
ELCOM INTERNATIONAL INC 8,500.00 1.82 15,470.00 0.32 2,720.00
ELECTRO SCIENTIFIC INDS INC 128,200.00 14.53 1,863,016.60 15.16 1,943,512.00
ELECTROGLAS INC 3,900.00 15.66 61,074.00 1.37 5,343.00
ELECTRONIC ARTS INC 1,065,802.00 44.07 46,965,425.61 73.99 78,858,689.98
ELECTRONIC DATA SYS CORP NEW 1,996,720.00 38.61 77,087,111.46 21.45 42,829,644.00
ELECTRONICS BOUTIQUE HLDGS COR 88,700.00 26.37 2,338,926.98 23.11 2,049,857.00
ELETRONICS FOR IMAGING INC 356,400.00 13.88 4,946,082.75 20.28 7,228,125.00
ELKCORP 335,975.00 13.00 4,367,923.33 22.50 7,559,437.50
ELOYALTY CORPORATION 1,010.00 31.60 31,916.00 3.90 3,939.00
EMC CORP 9,132,044.00 6.11 55,832,242.55 10.47 95,612,500.68
EMERSON ELEC CO 1,817,100.00 17.48 31,766,001.08 51.10 92,853,810.00
EMERSON RADIO CORP 103,230.00 4.47 461,278.45 0.00 0.00
EMERSON RADIO CORP 38,000.00 3.84 145,949.56 6.72 255,360.00
EMISPHERE TECHNOLOGIES INC 20,900.00 4.47 93,511.70 3.60 75,240.00
EMMIS COMMUNICATIONS CORP 185,200.00 27.08 5,015,679.01 22.95 4,250,340.00
EMS TECHNOLOGIES INC 200,000.00 21.42 4,283,485.00 13.08 2,616,000.00
EMULEX CORP 323,400.00 32.20 10,413,729.48 22.77 7,363,818.00
ENBRIDGE ENERGY MGMT L L C 13,783.00 39.54 545,026.34 45.62 628,780.46
ENCORE WIRE CORP. 4,800.00 9.10 43,680.00 9.43 45,264.00
ENCYSIVE PHARMACEUTICALS INC 5,309.00 3.38 17,929.86 4.80 25,483.20
ENDO PHARMACEUTICALS HLDGS 474,900.00 8.79 4,172,581.15 16.92 8,034,747.00
ENERGEN CORP 7,400.00 33.10 244,974.04 33.30 246,420.00
ENERGIZER HLDGS INC 415,700.00 24.25 10,079,874.63 31.40 13,052,980.00
ENERGY EAST CORP 783,100.00 16.87 13,211,940.67 20.76 16,257,156.00
ENESCO GROUP INC 2,000.00 31.19 62,375.00 7.40 14,800.00
ENGELHARD CORP 709,600.00 7.57 5,372,073.07 24.77 17,576,792.00
ENGINEERED SUPPORT SYSTEMS 22,900.00 36.37 832,768.54 41.70 954,930.00
ENNIS BUSINESS FORMS INC 16,300.00 13.47 219,591.31 14.55 237,165.00
ENPRO INDS INC 86,700.00 4.40 381,402.09 10.69 926,822.99
ENRON CORP 2,787,806.00 11.43 31,873,039.37 0.05 136,602.49
ENSCO INTL INC 664,993.00 10.16 6,757,089.38 26.90 17,888,311.70
ENTERASYS NETWORKS INC 1,014,700.00 6.26 6,352,443.00 3.03 3,074,541.00
ENTERCOM COMMUNICATIONS CORP 180,120.00 37.85 6,817,468.01 49.01 8,827,681.20
ENTERGY CORP 947,597.00 21.07 19,961,603.85 52.78 50,014,169.66
ENTERPRISE PRODS PARTNERS L P 565,900.00 20.68 11,700,378.95 22.53 12,749,727.00
ENTRADA NETWORKS INC 100.00 1.20 120.00 0.28 28.00
ENTRAVISION COM CORP 187,100.00 9.24 1,728,458.68 11.35 2,123,585.00
ENTREMED INC 3,000.00 19.65 58,950.00 4.15 12,450.00
ENTRUST INC 69,600.00 53.18 3,701,518.41 2.93 204,151.00
ENZO BIOCHEM INC 148,587.80 10.44 1,551,415.53 21.52 3,197,609.45
ENZON PHARMACEUTICALS INC 124,500.00 46.08 5,736,403.66 12.53 1,559,385.00
EOG RESOURCES INC 608,200.00 25.60 15,568,797.83 41.84 25,447,088.00
EON LABS INC 131,100.00 26.22 3,437,900.83 35.15 4,608,043.00
EPICOR SOFTWARE CORPORATION 100.00 1.15 115.00 5.99 599.00
EQUIFAX INC 582,200.00 9.11 5,306,009.82 26.00 15,137,200.00
EQUITABLE RES INC 334,900.00 11.42 3,823,033.39 40.74 13,643,826.00
ERIE INDTY CO 192,400.00 37.81 7,274,157.94 41.25 7,936,500.00
ESPEED INC 128,200.00 16.06 2,059,192.64 19.76 2,533,232.00
ESS TECHNOLOGY INC 234,200.00 10.26 2,402,144.97 9.75 2,283,450.00
ETHAN ALLEN INTERIORS INC 129,450.00 13.59 1,759,724.22 35.16 4,551,462.00
ETHYL CORP 137,220.00 46.71 6,409,887.56 9.95 1,365,339.00
EURONET WORLDWIDE INC 18,400.00 8.11 149,177.60 10.81 198,904.00
EXABYTE CORP 1,900.00 1.03 1,957.00 0.09 171.00
EXAR CORP 119,300.00 18.88 2,252,538.04 15.83 1,888,266.00
EXE TECHNOLOGIES INC 70,157.00 8.44 592,147.52 5.03 352,889.71
EXELIXIS INC 173,500.00 8.52 1,477,563.25 6.94 1,204,090.00
EXELON CORP 1,330,612.00 27.77 36,952,110.87 59.81 79,583,903.72
EXIDE TECHNOLOGIES 205,700.00 26.27 5,403,283.18 0.29 59,653.00
EXPEDIA INC 164,800.00 33.48 5,516,806.95 76.67 12,635,460.00
EXPEDITORS INTL WA INC 553,900.00 25.29 14,007,395.61 34.59 19,159,034.00
EXPRESS SCRIPTS INC 356,940.00 19.70 7,031,344.94 68.22 24,349,950.80
EXPRESSJET HOLDINGS INC 110,800.00 12.26 1,358,596.24 15.10 1,673,080.00
EXTENDED SYS INC 30,200.00 9.57 288,953.30 3.90 117,780.00
EXTREME NETWORKS INC 457,230.00 21.95 10,034,963.55 5.30 2,423,319.00
EXXON MOBIL CORP 29,778,996.00 13.04 388,389,963.51 35.91 1,069,363,746.36
EZENIA! 2,200.00 1.40 3,080.00 0.69 1,518.00
F N B CORP PA 126,487.00 28.90 3,654,848.81 30.26 3,827,496.62
F5 NETWORKS INC 141,400.00 17.32 2,448,689.31 16.85 2,382,590.00
FACTSET RESH SYS INC 127,600.00 21.98 2,804,570.60 44.05 5,620,780.00
FAIR ISAAC CORPORATION 195,894.00 21.64 4,238,791.12 51.45 10,078,746.30
FAIRCHILD SEMICONDUCTOR INTL 391,000.00 16.65 6,509,831.52 12.79 5,000,890.00
FALCONSTOR SOFTWARE INC 161,577.00 25.14 4,062,785.87 6.69 1,080,924.13
FAMILY DLR STORES INC 705,200.00 8.62 6,075,480.33 38.15 26,903,380.00
FASTENAL CO 251,500.00 31.18 7,842,224.67 33.94 8,535,910.00
FBL FINANCIAL GROUP INC 400.00 20.96 8,384.68 20.15 8,060.00
FEDERAL AGRIC MTG CORP 1,000.00 22.71 22,710.00 16.70 16,700.00
FEDERAL AGRIC MTG CORP 519,100.00 30.64 15,905,128.34 22.35 11,601,885.00
FEDERAL HOME LN MTG CORP 2,773,900.00 18.24 50,585,030.39 50.77 140,830,903.00
FEDERAL NATL MTG ASSN 4,104,180.00 19.20 78,787,110.78 67.44 276,785,899.20
FEDERATED DEPT STORES INC DEL 909,800.00 27.85 25,337,806.01 36.85 33,526,130.00
FEDERATED INVS INC PA 595,900.00 29.14 17,364,059.44 27.42 16,339,578.00
FEDEX CORP 1,218,140.00 20.32 24,754,894.10 62.03 75,561,224.20
FEI COMPANY 400.00 19.15 7,660.00 18.76 7,504.00
FIDELITY NATL FINL INC 552,300.00 15.22 8,408,474.58 30.76 16,988,748.00
FIFTH THIRD BANCORP 2,364,411.00 15.78 37,305,551.38 57.34 135,575,326.74
FILENET CORP 241,600.00 21.14 5,107,897.34 18.04 4,358,464.00
FINISAR CORP 1,490,000.00 11.07 16,491,326.97 1.55 2,309,500.00
FINOVA GROUP INC 7,500.00 2.01 15,075.00 0.20 1,462.50
FIREPOND INC 280.00 23.00 6,440.00 3.22 901.60
FIRST AMERICAN CORP 405,400.00 24.92 10,103,114.18 26.35 10,682,290.00
FIRST BANCORP P R 140,150.00 26.21 3,673,376.06 27.45 3,847,117.50
FIRST DATA CORP 3,028,400.00 10.36 31,375,946.81 41.44 125,496,896.00
FIRST FINL HLDGS INC 33,000.00 27.12 894,863.01 27.04 892,320.00
FIRST HEALTH GROUP CORP 474,500.00 11.30 5,362,042.31 27.60 13,096,200.00
FIRST HORIZON PHARMACEUTICAL 368,900.00 8.28 3,054,868.33 3.95 1,457,155.00
FIRST MIDWEST BANCORP INC DEL 360,216.00 8.84 3,182,869.95 28.81 10,377,822.96
FIRST NIAGARA FINL GROUP INC 113,700.00 11.09 1,261,332.64 13.96 1,587,252.00
FIRST REP BK SAN FRANCISCO CA 30,700.00 21.17 650,050.62 26.60 816,620.00
FIRST SENTINEL BANCORP INC 107,300.00 13.63 1,462,103.69 15.97 1,713,581.00
FIRST TENN NATL CORP 647,000.00 8.08 5,229,598.28 43.91 28,409,770.00
FIRST VA BKS INC 414,962.00 13.38 5,552,652.71 43.12 17,893,161.44
FIRSTENERGY CORP 1,234,616.00 26.35 32,537,813.11 38.45 47,470,985.20
FIRSTMERIT CORP 338,200.00 17.43 5,895,089.04 22.86 7,731,252.00
FISERV INC 792,525.00 24.67 19,552,335.23 35.61 28,221,815.25
FISHER SCIENTIFIC INTL INC 167,200.00 28.43 4,753,420.23 34.90 5,835,280.00
FLAG TELECOM HOLDINGS LTD 200.00 6.25 1,250.00 0.00 0.00
FLAGSTAR BANCORP INC 211,800.00 13.41 2,839,383.00 24.45 5,178,510.00
FLEETBOSTON FINL CORP 4,153,880.00 14.67 60,931,854.39 29.71 123,411,774.80
FLEETWOOD ENTERPRISES INC 183,400.00 16.19 2,968,356.42 7.40 1,357,160.00
FLEMING COS INC 304,300.00 25.02 7,614,525.44 0.11 33,777.30
FLORIDA EAST COAST IND INC 82,923.00 20.42 1,693,488.31 25.55 2,118,682.65
FLORIDA EAST COAST INDS INC 53,091.00 16.06 852,834.20 24.90 1,321,965.90
FLORIDA ROCK INDS INC 266,150.00 8.41 2,237,791.82 41.28 10,986,672.00
FLOWERS FOODS INC 333,475.50 10.76 3,588,329.48 19.76 6,589,475.88
FLOWSERVE CORP 105,159.00 23.54 2,475,012.80 19.67 2,068,477.53
FLUOR CORP NEW 407,900.00 22.31 9,101,422.30 33.64 13,721,756.00
FMC CORP 139,700.00 16.10 2,249,311.15 22.63 3,161,411.00
FMC TECHNOLOGIES INC 279,414.00 9.52 2,659,033.72 21.05 5,881,664.70
FOCAL COMMUNICATIONS CORP 35,924.00 0.00 0.00 0.00 3.59
FOOT LOCKER INC 598,100.00 15.59 9,327,238.86 13.25 7,924,825.00
FOOTSTAR INC 160,664.00 12.12 1,947,738.77 13.00 2,088,632.00
FORD MTR CO DEL 7,664,428.00 9.46 72,517,631.92 10.99 84,232,063.72
FOREST CITY ENTERPRISES INC 18,100.00 32.96 596,545.73 41.45 750,245.00
FOREST LABS INC 1,966,280.00 17.27 33,954,456.05 54.75 107,653,830.00
FOREST OIL CORP 23,700.00 26.48 627,546.78 25.12 595,344.00
FORMFACTOR INC 1,500.00 14.00 21,000.00 17.70 26,550.00
FORRESTER RESH INC 133,500.00 18.84 2,514,889.87 16.36 2,184,060.00
FORTUNE BRANDS INC 623,400.00 16.86 10,512,386.70 52.20 32,541,480.00
FOSSIL INC 191,210.00 12.71 2,430,846.61 23.56 4,504,907.60
FOSTER WHEELER LTD 227,400.00 6.74 1,533,784.56 2.14 486,636.00
FOUNDRY NETWORKS INC 538,100.00 50.80 27,334,370.27 14.40 7,747,282.00
FOX ENTMT GROUP INC 1,473,470.00 23.68 34,893,251.25 28.78 42,406,466.60
FPL GROUP INC 733,800.00 28.68 21,049,022.41 66.85 49,054,530.00
FRANKLIN RES INC 1,087,508.00 9.22 10,021,854.45 39.07 42,488,937.56
FREDS INC 98,900.00 30.75 3,041,443.93 37.18 3,677,102.00
FREEMARKETS INC 243,100.00 9.90 2,406,108.40 6.96 1,691,976.00
FREEPORT MCMORAN COPPER + GOLD 551,334.00 19.73 10,880,348.34 24.50 13,507,683.00
FREMONT GEN CORP 592,100.00 4.35 2,576,218.60 13.70 8,111,770.00
FRESH DEL MONTE PRODUCE 160,600.00 20.68 3,320,674.94 25.69 4,125,814.00
FRIEDMAN BILLINGS RAMSEY GROUP 390,900.00 12.83 5,016,306.50 13.40 5,238,060.00
FRIEDMANS INC 15,300.00 11.57 177,056.60 11.37 173,961.00
FRONTIER AIRLINES INC 12,100.00 15.81 191,283.56 9.05 109,505.00
FRONTIER FINL CORP WA 98,000.00 27.07 2,652,833.65 28.41 2,784,180.00
FRONTLINE CAPITAL GROUP 200.00 9.00 1,800.00 0.01 2.00
FSI INTL INC 40,400.00 5.34 215,797.62 3.90 157,560.00
FTI CONSULTING INC 214,550.00 27.14 5,823,631.01 24.97 5,357,313.50
FUELCELL ENERGY INC 189,500.00 14.45 2,738,776.43 8.19 1,552,005.00
FULLER H B CO 411,300.00 21.22 8,728,848.68 22.02 9,056,826.00
FULTON FINL CORP PA 360,150.00 16.93 6,097,899.37 19.87 7,156,180.50
FUNDTECH LTD 31,400.00 17.32 543,817.36 5.31 166,734.00
FURNITURE BRANDS INTL INC 365,400.00 8.61 3,145,003.45 26.10 9,536,940.00
G + K SERVICES 170,400.00 12.92 2,202,091.85 29.60 5,043,840.00
GALLAGHER ARTHUR J + CO 705,000.00 10.48 7,387,656.22 27.20 19,176,000.00
GAMESTOP CORP 110,100.00 13.92 1,533,108.64 12.92 1,422,492.00
GANNETT INC 1,065,000.00 16.55 17,624,768.61 76.81 81,802,650.00
GAP INC 3,686,140.00 4.01 14,765,493.86 18.76 69,151,986.40
GARTNER GROUP INC NEW 1,194,747.00 10.39 12,417,789.18 7.50 8,960,602.50
GATEWAY INC 1,406,200.00 5.76 8,099,773.42 3.65 5,132,630.00
GATX 376,700.00 21.05 7,928,362.05 16.35 6,159,045.00
GEMSTAR TV GUIDE INTL INC 1,762,645.00 32.34 56,999,959.31 5.09 8,969,719.05
GENCORP INC 551,700.00 7.64 4,215,152.76 8.89 4,904,613.00
GENE LOGIC 201,700.00 20.19 4,071,931.98 5.97 1,204,149.00
GENENCOR INTERNATIONAL INC 15,200.00 10.06 152,872.24 16.39 249,128.00
GENENTECH INC 852,300.00 67.62 57,632,070.73 72.12 61,467,876.00
GENERAL COMMUNICATION INC 577,600.00 6.07 3,505,475.78 8.66 5,002,016.00
GENERAL DYNAMICS CORP 1,033,700.00 42.17 43,586,729.77 72.50 74,943,250.00
GENERAL ELEC CO 44,018,430.00 10.28 452,488,015.31 28.68 1,262,448,572.40
GENERAL MAGIC INC 521.00 16.24 8,461.02 0.00 0.52
GENERAL MARITIME CORP 117,900.00 11.02 1,299,456.36 10.15 1,196,685.00
GENERAL MLS INC 1,659,400.00 22.42 37,205,765.38 47.41 78,672,154.00
GENERAL MTRS CORP 2,279,016.00 29.96 68,271,505.97 36.00 82,044,576.00
GENERAL MTRS CORP 4,045,503.00 15.54 62,877,724.29 12.81 51,822,893.43
GENERALE CABLE CORP DEL NEW 193,250.00 15.46 2,987,400.71 5.40 1,043,550.00
GENESIS HEALTH VENTURES INC 62,800.00 15.05 944,920.66 17.65 1,108,420.00
GENLYTE GROUP, INC 300.00 31.71 9,512.01 34.88 10,464.00
GENOME THERAPEUTICS CORP 68,700.00 10.75 738,502.99 2.55 175,185.00
GENTA INC 297,700.00 9.81 2,920,738.00 13.32 3,965,364.00
GENTEX CORP 389,000.00 26.70 10,385,258.31 30.62 11,910,070.00
GENTIVA HEALTH SVCS INC 367,900.00 6.78 2,492,881.23 9.00 3,311,100.00
GENUINE PARTS CO 845,200.00 13.15 11,114,163.93 32.01 27,054,852.00
GENUITY INC 271,100.00 1.34 363,889.47 0.01 2,711.00
GENZYME CORP 800.00 4.75 3,800.00 2.07 1,656.00
GENZYME CORP GENL DIVISION 902,700.00 17.25 15,575,959.66 41.80 37,732,944.00
GEORGIA GULF CORP 218,900.00 9.42 2,061,331.98 19.80 4,334,220.00
GEORGIA PAC CORP 908,400.00 14.88 13,517,468.78 18.95 17,214,180.00
GEOWORKS CORPORATION (DE) 4,000.00 1.90 7,600.00 0.13 520.00
GERBER SCIENTIFIC INC 497,000.00 8.94 4,441,515.55 6.66 3,310,020.00
GETTY IMAGES INC 208,200.00 28.96 6,029,329.53 41.30 8,598,660.00
GILEAD SCIENCES INC 798,800.00 11.41 9,116,255.96 55.58 44,397,304.00
GILLETTE CO 4,383,137.00 22.45 98,392,195.57 31.86 139,646,744.82
GLAMIS GOLD LTD 358,900.00 10.67 3,827,805.79 11.47 4,116,583.00
GLATFELTER 243,100.00 18.10 4,399,509.65 14.75 3,585,725.00
GLENAYRE TECHNOLOGIES INC 1,067,350.00 4.93 5,264,404.19 1.37 1,462,269.50
GLOBAL INDUSTRIES INC 634,800.00 3.33 2,113,644.62 4.82 3,059,736.00
GLOBAL PMTS INC 146,620.00 12.29 1,802,132.27 35.50 5,205,010.00
GLOBALSANTAFE CORPORATION 913,200.00 23.32 21,293,327.03 23.34 21,314,088.00
GLOBESPAN VIRATA INC 1,152,922.00 30.16 34,768,837.24 8.25 9,511,606.50
GLOBIX CORP 185,500.00 25.28 4,689,217.32 0.02 3,710.00
GOAMERICA INC 1,700.00 3.37 5,729.00 0.35 595.00
GOLDEN WEST FINL CORP DEL 637,000.00 44.55 28,375,814.01 80.01 50,966,370.00
GOLDMAN SACHS GROUP INC 2,339,700.00 80.14 187,506,031.44 83.75 195,949,875.00
GOODRICH CORP 318,000.00 24.69 7,850,702.81 21.00 6,678,000.00
GOODYEAR TIRE AND RUBBER 750,600.00 13.49 10,124,271.27 5.25 3,940,650.00
GRACE W R + CO DEL NEW 807,400.00 3.54 2,858,445.07 4.41 3,560,634.00
GRACO INC 66,300.00 29.34 1,945,480.87 32.00 2,121,600.00
GRAINGER W W INC 473,400.00 10.52 4,979,275.69 46.76 22,136,184.00
GRANITE CONSTR INC 127,900.00 13.78 1,762,205.51 19.16 2,450,564.00
GRANT PRIDECO INC 353,100.00 11.63 4,105,891.21 11.75 4,148,925.00
GRAY TELEVISION INC 41,500.00 11.77 488,524.37 12.40 514,600.00
GREAT AMERICAN FINANCIAL RESOU 300.00 18.06 5,417.00 13.11 3,933.00
GREAT ATLANTIC + PAC TEA INC 223,500.00 42.85 9,576,324.74 8.80 1,966,800.00
GREAT LAKES CHEMICAL CORP 305,600.00 12.51 3,822,386.34 20.40 6,234,240.00
GREAT PLAINS ENERGY INC 186,100.00 21.31 3,966,528.62 28.88 5,374,568.00
GREATER BAY BANCORP 241,013.00 22.31 5,377,984.44 20.54 4,950,407.02
GREENPOINT FINL CORP 380,170.00 32.51 12,360,691.08 50.94 19,365,859.80
GREY WOLF INC 908,500.00 4.86 4,412,515.48 4.04 3,670,340.00
GTC BIOTHERAPEUTICS INC 365,700.00 3.57 1,306,645.12 3.43 1,254,261.00
GTECH HLDGS CORP 458,300.00 17.22 7,889,778.68 37.65 17,254,995.00
GUESS INC 200,300.00 26.00 5,206,980.74 6.00 1,201,800.00
GUIDANT CORP 1,366,408.00 9.80 13,388,276.12 44.39 60,654,851.12
GUILFORD PHARMACEUTICALS INC 426,500.00 5.71 2,434,038.88 4.54 1,936,310.00
GUITAR CTR INC 142,100.00 10.35 1,470,909.23 29.00 4,120,900.00
HA LO INDS INC 291,100.00 6.03 1,754,564.94 0.00 582.20
HAEMONETICS CORP MASS 151,000.00 15.56 2,349,648.72 18.70 2,823,700.00
HALLIBURTON CO 1,787,750.00 17.22 30,781,313.84 23.00 41,118,250.00
HANDLEMAN CO DEL 338,100.00 12.64 4,272,234.55 16.00 5,409,600.00
HANOVER DIRECT INC 13,300.00 0.30 3,990.00 0.28 3,724.00
HAPPINESS EXPRESS INC 27,500.00 8.21 225,691.25 0.00 2.75
HARBOR GLOBAL COMPANY LTD. 300.00 7.55 2,265.00 7.50 2,250.00
HARBOR FL BANCSHARES INC 72,700.00 20.73 1,507,352.81 23.96 1,741,892.00
HARLAND JOHN H CO 326,000.00 20.74 6,760,667.69 26.16 8,528,160.00
HARLEY DAVIDSON INC 1,351,384.00 11.83 15,988,769.21 39.86 53,866,166.24
HARMAN INTL INDS INC NEW 165,450.00 19.02 3,146,242.69 79.14 13,093,713.00
HARMONIC INC 83,211.00 21.51 1,790,181.98 4.07 338,668.77
HARRAHS ENTMT INC 563,100.00 19.30 10,870,264.75 40.24 22,659,144.00
HARRIS CORP DEL 322,200.00 18.45 5,944,304.03 30.05 9,682,110.00
HARRIS INTERACTIVE 300.00 3.32 996.00 6.46 1,938.00
HARTE HANKS INC 21,300.00 18.83 401,171.17 19.00 404,700.00
HARTFORD FINANCIAL SVCS GRP 979,460.00 31.51 30,864,367.75 50.36 49,325,605.60
HARVEST NAT RES INC 182,400.00 7.31 1,333,430.75 6.37 1,161,888.00
HASBRO INC 1,107,862.00 6.24 6,914,733.47 17.49 19,376,506.38
HAWAIIAN ELEC INDS INC 166,000.00 36.31 6,026,638.63 45.85 7,611,100.00
HAYES LEMMERZ INTL INC 4,700.00 7.70 36,190.00 0.00 0.00
HCA INC 2,167,655.00 13.35 28,943,380.71 32.04 69,451,666.20
HCC INS HLDGS INC 352,600.00 25.57 9,016,895.52 29.57 10,426,382.00
HEADWATERS INC 600.00 14.41 8,647.02 14.55 8,730.00
HEALTH MGMT ASSOC 1,023,300.00 15.26 15,619,772.68 18.45 18,879,885.00
HEALTH NET INC 490,300.00 27.67 13,567,623.03 32.95 16,155,385.00
HEALTHSOUTH CORP 1,580,400.00 12.14 19,181,922.44 0.52 813,906.00
HEARST ARGYLE TELEVISION INC 361,800.00 15.18 5,493,521.43 25.90 9,370,620.00
HEARTLAND EXPRESS INC 212,400.00 14.42 3,062,465.62 22.29 4,735,172.00
HECLA MNG CO 351,200.00 3.69 1,297,202.65 4.23 1,485,576.00
HEILIG MEYERS CO 261,400.00 0.08 20,912.00 0.00 156.84
HEINZ H J CO 1,602,180.00 11.21 17,962,545.70 32.98 52,839,896.40
HELIX TECHNOLOGY CORP 144,700.00 8.44 1,220,645.06 13.23 1,914,381.00
HELMERICH AND PAYNE INC 216,100.00 10.39 2,244,219.47 29.20 6,310,120.00
HENRY JACK + ASSOC INC 314,974.00 12.86 4,052,070.43 17.79 5,603,387.46
HERCULES INC 523,200.00 14.79 7,738,461.41 9.90 5,179,680.00
HERSHEY FOODS CORP 848,050.00 38.64 32,768,825.00 69.66 59,075,163.00
HEWITT ASSOCS INC 116,500.00 27.98 3,259,205.44 23.55 2,743,575.00
HEWLETT PACKARD CO 12,337,702.00 8.17 100,793,185.49 21.30 262,793,052.60
HI / FN INC 109,000.00 10.49 1,143,421.80 8.91 971,190.00
HIBERNIA CORP 986,681.00 10.57 10,424,998.68 18.16 17,918,126.96
HILB ROGAL + HAMILTON CO 45,300.00 31.05 1,406,616.00 34.04 1,542,012.00
HILLENBRAND INDS INC 253,580.00 14.82 3,758,537.31 50.45 12,793,111.00
HILTON HOTELS CORP 32,400.00 17.88 579,199.00 12.79 414,396.00
HISPANIC BROADCASTING CORP 599,390.00 3.68 2,205,811.22 25.45 15,254,475.50
HOLOGIC INC 141,200.00 23.11 3,263,198.55 13.18 1,861,016.00
HOME DEPOT INC 9,871,288.00 8.96 88,488,177.31 33.12 326,937,058.56
HOMESTORE INC 57,698.00 26.68 1,539,267.49 1.77 102,125.46
HON INDS INC 302,300.00 25.21 7,621,543.61 30.50 9,220,150.00
HONEYWELL INTL INC 3,452,003.00 11.20 38,675,235.82 26.85 92,686,280.55
HOOPER HOLMES INC. 800.00 9.14 7,313.04 6.44 5,152.00
HORMEL FOODS CORP 761,700.00 9.35 7,124,150.72 23.70 18,052,290.00
HOT TOPIC INC 179,000.00 23.39 4,187,654.24 26.91 4,816,890.00
HOUSTON EXPL CO 43,700.00 26.54 1,159,968.30 34.70 1,516,390.00
HPL TECHNOLOGIES INC 225,000.00 17.31 3,894,315.50 0.20 45,000.00
HSBC HLDGS PLC 13,863.00 53.80 745,884.87 59.11 819,441.93
HUBBELL INC 495,870.00 10.60 5,255,973.48 33.10 16,413,297.00
HUDSON CITY BANCORP INC 750,300.00 15.02 11,266,200.36 25.57 19,185,171.00
HUDSON HIGHLAND GROUP INC 26,130.00 37.16 970,945.34 18.88 493,334.40
HUDSON UTD BANCORP 116,500.00 26.90 3,134,199.45 34.15 3,978,475.00
HUMAN GENOME SCIENCES INC 558,200.00 50.29 28,069,652.48 12.71 7,096,111.00
HUMANA INC 941,300.00 9.00 8,473,130.56 15.10 14,213,630.00
HUNT J B TRANS SVCS INC 206,500.00 12.41 2,562,412.74 37.75 7,795,375.00
HUNTINGTON BANCSHARES INC 1,045,237.00 6.23 6,516,384.17 19.52 20,403,026.24
HYDROGENICS 200.00 6.05 1,210.00 4.46 892.00
HYPERCOM CORP 409,100.00 5.78 2,365,917.56 4.15 1,697,765.00
HYPERION SOLUTIONS CORP 231,186.00 18.30 4,230,796.55 33.76 7,804,791.36
I MANY INC 1,700.00 7.68 13,049.13 1.01 1,717.00
I2 TECHNOLOGIES INC 1,891,182.00 42.44 80,255,273.68 1.01 1,910,093.82
IBASIS INC 4,500.00 2.96 13,320.00 1.34 6,030.00
ICG COMMUNICATIONS INC 270,737.00 0.16 43,317.92 0.00 0.00
ICN PHARMACEUTICALS INC 557,905.00 16.64 9,282,311.85 16.76 9,350,487.80
ICOS CORP 231,700.00 44.67 10,350,213.97 36.75 8,514,975.00
IDACORP INC 199,800.00 24.60 4,915,679.18 26.25 5,244,750.00
IDEC PHARMACEUTICALS CORP 578,900.00 48.90 28,309,353.28 34.00 19,682,600.00
IDENTIX INC 438,304.00 5.99 2,626,473.69 6.35 2,783,230.40
IDEX CORP 178,700.00 23.63 4,222,563.59 36.24 6,476,088.00
IDEXX LABS INC 300,100.00 24.29 7,288,271.84 33.64 10,095,538.00
IDINE REWARDS NETWORK INC 19,800.00 10.57 209,303.16 13.74 272,052.00
IDT CORP 457,100.00 8.65 3,954,847.37 17.90 8,182,090.00
IDT CORP 325,100.00 7.47 2,427,366.71 17.60 5,721,760.00
IGATE CORPORATION 800.00 2.27 1,816.00 3.43 2,744.00
IGEN INTL 21,900.00 32.00 700,901.74 31.40 687,660.00
IKON OFFICE SOLUTIONS INC 762,400.00 11.92 9,085,601.02 8.90 6,785,360.00
ILEX ONCOLOGY INC 164,500.00 10.96 1,802,709.63 19.41 3,192,945.00
ILLINOIS TOOL WKS INC 1,235,000.00 13.92 17,195,611.51 65.85 81,324,750.00
IMAGISTICS INTL INC 110,640.00 8.51 941,183.28 25.80 2,854,511.99
IMATION CORP 201,990.00 23.81 4,810,109.86 37.82 7,639,261.80
IMC GLOBAL INC 451,028.00 19.63 8,855,033.21 6.71 3,026,397.88
IMCLONE SYS INC 319,198.00 31.21 9,961,686.25 31.63 10,097,695.76
IMMERSION CORPORATION 200.00 6.13 1,226.00 1.90 380.00
IMMUNOGEN INC 420,095.00 5.66 2,376,594.73 4.27 1,793,805.65
IMMUNOMEDICS INC 192,800.00 16.74 3,227,463.92 6.31 1,216,568.00
IMPATH INC 104,300.00 22.97 2,395,431.39 14.14 1,474,802.00
IMPERIAL CORP AMER 40,700.00 6.10 248,283.15 0.00 0.00
IMS HEALTH INC 1,249,961.00 9.60 12,001,243.40 17.99 22,486,798.39
INCYTE CORP 343,000.00 18.32 6,284,020.71 4.65 1,594,446.00
INDEPENDENCE CMNTY BK CORP 333,100.00 25.45 8,476,933.96 28.22 9,400,082.00
INDEPENDENT BANK CORP - MICH 45.00 20.69 930.86 25.69 1,156.05
INDEVUS PHARMACEUTICALS INC 703,600.00 4.77 3,356,945.54 6.24 4,390,464.00
INET TECHNOLOGIES INC 137,900.00 7.72 1,064,218.11 9.97 1,375,127.00
INFOCUS CORP 255,200.00 18.08 4,614,711.00 4.72 1,204,544.00
INFONET SVCS CORP 1,269,100.00 15.72 19,947,956.88 1.59 2,017,869.00
INFORMATICA CORP 458,950.00 18.03 8,273,704.77 6.91 3,171,371.50
INFORMATION RES INC 159,200.00 6.94 1,104,270.87 3.95 628,698.00
INFOSPACE INC 122,593.00 455.90 55,889,665.19 13.57 1,663,737.71
INFOUSA INC NEW 203,200.00 7.14 1,451,268.13 8.10 1,645,920.00
INGERSOLL RAND COMPANY LIMITED 591,100.00 40.70 24,058,549.88 47.32 27,970,852.00
INGRAM MICRO INC 449,900.00 11.10 4,994,547.96 11.00 4,948,900.00
INNOVEX INC 108,900.00 19.08 2,077,772.65 10.10 1,099,890.00
INSIGHT ENTERPRISES INC 355,662.00 12.99 4,620,626.89 10.06 3,576,957.72
INSPIRE PHARMACEUTICALS INC 1,000.00 14.49 14,491.20 10.81 10,810.00
INSTINET GROUP INC 50,400.00 6.74 339,944.78 4.66 234,864.00
INSURANCE AUTO AUCTIONS INC 5,800.00 11.62 67,380.92 12.56 72,848.00
INTEGRA LIFESCIENCES CORP 178,800.00 18.61 3,328,197.30 26.38 4,716,744.00
INTEGRATED CIRCUIT SYS INC 228,800.00 21.49 4,916,754.03 31.43 7,191,184.00
INTEGRATED DEVICE TECHNOLOGY 631,400.00 13.41 8,467,450.91 11.05 6,975,184.00
INTEGRATED INFORMATION SYS 840.00 4.65 3,906.00 0.30 252.00
INTEL CORP 28,514,944.00 6.23 177,688,729.24 20.78 592,663,615.50
INTER TEL INC 147,800.00 12.67 1,872,896.43 21.22 3,136,316.00
INTERACTIVE CORP 2,055,603.00 13.99 28,748,204.34 39.57 81,340,210.71
INTERACTIVE DATA CORP 97,200.00 14.34 1,393,380.99 16.90 1,642,680.00
INTERACTIVECORP 49,505.00 54.79 2,712,442.35 55.00 2,722,775.00
INTERACTIVECORP 55,061.00 0.00 0.00 17.85 982,838.85
INTERDIGITAL COMM CORP 239,300.00 14.42 3,451,373.15 23.37 5,592,441.00
INTERFACE INC 328,400.00 7.64 2,509,668.69 4.64 1,523,776.00
INTERGRAPH CORP 242,700.00 18.87 4,580,796.78 21.47 5,210,382.00
INTERLAND INC 551,700.00 14.31 7,893,132.83 0.98 540,666.00
INTERLAND INC 9,691.00 1.89 18,339.97 0.98 9,497.18
INTERLIANT INC 1,500.00 2.14 3,210.00 0.01 9.00
INTERMET CORP 41,500.00 8.16 338,716.86 3.37 140,023.00
INTERMUNE INC 128,200.00 24.12 3,092,318.01 16.11 2,065,302.00
INTERNAP NETWORK SERVICES 16,000.00 2.70 43,200.00 1.02 16,320.00
INTERNATIONAL BANCSHARES CORP 100,200.00 35.45 3,552,289.02 35.56 3,563,112.00
INTERNATIONAL BUSINESS MACHS 7,868,590.00 40.00 314,749,075.79 82.50 649,158,675.00
INTERNATIONAL FLAVOURS 402,000.00 40.07 16,108,516.55 31.93 12,835,860.00
INTERNATIONAL GAME TECHNOLOGY 390,986.00 13.63 5,327,368.67 102.33 40,009,597.38
INTERNATIONAL PAPER CO 1,920,500.00 35.72 68,607,511.68 35.73 68,619,465.00
INTERNATIONAL RECTIFIER CORP 195,700.00 38.88 7,608,353.33 26.82 5,248,674.00
INTERNATIONAL SPEEDWAY CORP 185,500.00 37.18 6,896,929.34 39.51 7,329,105.00
INTERNET CAPITAL GROUP 2,600.00 2.17 5,642.00 0.48 1,248.00
INTERNET SEC SYS INC 264,626.00 50.70 13,417,348.70 14.49 3,834,430.74
INTERPUBLIC GROUP COS INC 1,609,932.00 22.38 36,036,999.60 13.38 21,540,890.16
INTERSIL CORP 497,428.00 26.46 13,162,085.61 26.61 13,236,559.08
INTERSTATE BAKERIES CORP 250,600.00 22.47 5,630,746.15 12.70 3,182,620.00
INTERVOICE BRITE INC 409,100.00 6.45 2,637,266.09 4.94 2,019,114.00
INTERWAVE COMMUNICATION INTL 1,090.00 10.10 11,009.00 2.71 2,953.90
INTERWORLD CORP 28.00 5.50 154.00 0.10 2.80
INTERWOVEN INC 660,800.00 12.43 8,216,493.89 2.22 1,466,756.00
INTRADO INC 117,200.00 10.93 1,281,007.49 15.79 1,850,588.00
INTUIT 903,100.00 28.50 25,734,697.37 44.53 40,217,640.00
INVACARE CORP 250,000.00 24.90 6,224,917.93 33.00 8,250,000.00
INVERESK RESH GROUP INC 114,000.00 13.82 1,575,379.96 18.10 2,063,400.00
INVERNESS MED INNOVATIONS INC 28,400.00 10.75 305,172.22 19.30 548,120.00
INVESTMENT TECHNOLOGY GROUP 231,232.00 19.69 4,552,747.42 18.60 4,300,915.20
INVESTORS FINL SERVICES CORP 310,648.00 4.47 1,388,926.23 29.01 9,011,898.48
INVISION TECHNOLOGIES INC 19,000.00 26.33 500,288.82 24.59 467,210.00
INVITROGEN CORP 271,000.00 47.24 12,802,931.40 38.37 10,398,270.00
IOMEGA CORP 245,301.00 24.01 5,888,940.67 10.60 2,600,190.60
IONICS INC 81,900.00 19.61 1,606,118.72 22.37 1,832,103.00
IPAYMENT INC 10,000.00 16.00 160,000.00 24.00 240,000.00
IRON MTN INC PA 421,400.00 29.67 12,502,664.73 37.09 15,629,726.00
IRWIN FINL CORP 50,200.00 21.60 1,084,363.40 25.90 1,300,180.00
ISIS PHARMACEUTICALS 301,044.00 9.22 2,774,323.97 5.30 1,595,533.20
ISLE CAPRI CASINOS INC 107,853.00 15.41 1,662,236.94 16.53 1,783,063.09
ITC DELTACOM 7.00 991.71 6,942.00 2.95 20.65
ITT EDL SVCS INC 87,200.00 25.96 2,263,684.95 29.25 2,550,600.00
ITT INDS INC 376,600.00 17.77 6,691,839.04 65.46 24,652,236.00
ITXC CORP 140,000.00 34.60 4,843,667.70 2.61 365,400.00
IVAX CORP 858,515.00 13.01 11,172,560.11 17.85 15,324,492.75
IVILLAGE INC. 1,152.00 1.30 1,494.83 1.48 1,704.96
IXIA 238,000.00 13.00 3,093,551.30 6.43 1,530,340.00
IXYS CORP DEL 15,500.00 9.67 149,941.69 7.97 123,535.00
J P MORGAN CHASE + CO 7,959,865.00 14.15 112,618,385.04 34.18 272,068,185.70
JABIL CIRCUIT INC 666,200.00 16.96 11,298,523.35 22.10 14,723,020.00
JACOBS ENGR GROUP INC 144,300.00 34.96 5,044,865.54 42.15 6,082,245.00
JACUZZI BRANDS INC 193,700.00 5.36 1,037,829.94 5.29 1,024,673.00
JANUS CAP GROUP INC 748,700.00 4.05 3,032,608.79 16.40 12,278,680.00
JDA SOFTWARE GROUP INC 255,100.00 16.48 4,203,078.53 11.19 2,854,569.00
JDS UNIPHASE CORP 5,371,300.00 55.14 296,166,982.62 3.51 18,853,263.00
JEFFERSON PILOT CORP 768,393.00 8.97 6,894,508.17 41.46 31,857,573.78
JEFFRIES GROUP INC NEW 92,600.00 41.92 3,881,945.39 49.79 4,610,554.00
JETBLUE AWYS CORP 247,546.00 28.08 6,950,128.49 42.29 10,468,720.34
JLG INDS INC 361,300.00 11.92 4,307,416.15 6.80 2,456,840.00
JNI CORP 800.00 10.26 8,208.00 4.98 3,984.00
JO ANN STORES INC 93,000.00 21.74 2,022,168.83 25.30 2,352,900.00
JOHN HANCOCK FINANCIAL SRVCS 1,191,180.00 34.17 40,700,954.70 30.73 36,604,961.40
JOHNSON + JOHNSON 13,565,575.00 20.25 274,739,856.64 51.70 701,340,227.50
JOHNSON CTLS INC 385,760.00 17.57 6,779,235.56 85.60 33,021,056.00
JONES APPAREL GROUP INC 504,800.00 25.67 12,957,676.09 29.26 14,770,448.00
JOY GLOBAL INC 520,700.00 16.29 8,479,633.54 14.77 7,690,739.00
JUNIPER NETWORKS INC 1,382,890.00 67.70 93,622,240.54 12.37 17,108,139.30
JUPITER MEDIA METRIX, INC 1,500.00 1.50 2,250.00 0.00 0.00
JUPITERMEDIA CORP 1,300.00 3.68 4,784.00 3.99 5,187.00
K MART CORP 24,400.00 9.01 219,920.18 0.00 0.00
K V PHARMACEUTICAL COMPANY 52,800.00 21.19 1,118,843.02 27.80 1,467,840.00
KAISER ALUM CORP 254,800.00 11.82 3,011,410.00 0.04 10,192.00
KAMAN CORP 142,000.00 12.23 1,736,305.66 11.69 1,659,620.00
KANDANT INC 16.00 14.79 236.71 18.75 300.00
KANSAS CITY SOUTHERN 302,550.00 6.48 1,961,053.73 12.03 3,639,676.50
KAYDON CORP 48,700.00 20.55 1,000,946.10 20.80 1,012,960.00
KB HOME 277,900.00 17.31 4,809,238.16 61.98 17,224,242.00
KEANE INC 362,588.00 16.93 6,138,894.24 13.63 4,942,074.44
KEITHLEY INSTRS INC 35,700.00 29.21 1,042,943.73 14.45 515,865.00
KELLOGG CO 1,706,330.00 29.81 50,858,294.50 34.37 58,646,562.10
KELLWOOD CO 247,700.00 20.50 5,078,465.88 31.63 7,834,751.00
KELLY SVCS INC 419,287.00 23.76 9,963,756.07 23.45 9,832,280.15
KEMET CORP 153,500.00 14.11 2,165,484.69 10.10 1,550,350.00
KENDLE INTL INC 39,000.00 10.55 411,553.16 6.20 241,764.00
KENNAMETAL INC 150,200.00 29.09 4,369,187.10 33.84 5,082,768.00
KERR MCGEE CORP 418,690.00 49.20 20,601,403.83 44.80 18,757,312.00
KEY ENERGY SVCS INC 736,900.00 7.95 5,856,813.75 10.72 7,899,568.00
KEYCORP NEW 1,640,460.00 10.39 17,048,164.41 25.27 41,454,424.20
KEYNOTE SYS INC 206,200.00 69.23 14,275,437.68 10.48 2,160,976.00
KEYSPAN CORP 622,868.00 24.23 15,092,956.19 35.45 22,080,670.60
KFORCE INC 247,651.00 10.84 2,683,898.40 4.83 1,196,570.33
KIMBALL INTL INC 266,492.00 12.53 3,339,800.22 15.59 4,155,883.20
KIMBERLY CLARK CORP 2,759,200.00 33.09 91,298,285.39 52.14 143,864,688.00
KINDER MORGAN INC KANS 473,100.00 28.67 13,562,691.90 54.65 25,854,915.00
KINDER MORGAN MGMT LLC 75,164.00 31.61 2,375,768.78 37.46 2,815,643.44
KINDRED HEALTHCARE INC. 7,100.00 37.85 268,769.66 17.77 126,167.00
KING PHARMACEUTICALS INC 1,072,600.00 16.59 17,796,466.30 14.76 15,831,576.00
KIRKLANDS INC 24,400.00 15.91 388,259.19 16.15 394,060.00
KLA TENCOR CORP 767,400.00 15.63 11,997,314.60 46.49 35,676,426.00
KLEVER MARKETING INC 262.00 280.32 73,444.37 0.06 14.41
KNIGHT RIDDER INC 333,300.00 24.18 8,058,319.46 68.93 22,974,369.00
KNIGHT TRADING GROUP INC 541,000.00 14.50 7,846,842.90 6.22 3,365,020.00
KNIGHT TRANSN INC 262,699.00 22.26 5,847,527.40 24.90 6,541,205.10
KOHLS CORP 2,054,220.00 25.56 52,513,761.77 51.38 105,545,823.60
KOMAG INC 8,400.00 0.89 7,476.00 0.00 0.00
KOPIN CORP 510,455.00 11.66 5,951,199.81 6.12 3,123,984.60
KOS PHARMACEUTICALSINC 127,200.00 16.43 2,089,694.74 23.47 2,985,384.00
KOSAN BIOSCIENCES INC 96,600.00 12.23 1,181,196.84 5.90 570,090.00
KRAFT FOODS INC 1,289,500.00 35.22 45,412,310.17 32.55 41,973,225.00
KRISPY KREME DOUGHNUTS INC 354,400.00 36.80 13,041,196.24 41.18 14,594,192.00
KROGER CO 3,153,800.00 7.54 23,773,111.11 16.68 52,605,384.00
KRONOS INC 46,350.00 33.24 1,540,881.77 50.81 2,355,043.51
K-SWISS INC 3,200.00 34.88 111,615.36 34.51 110,432.00
KULICKE + SOFFA INDS INC 35,500.00 8.47 300,805.35 6.39 226,845.00
L 3 COMMUNICATIONS HLDG CORP 403,600.00 44.32 17,887,172.71 43.49 17,552,564.00
LA Z BOY INC 284,500.00 7.15 2,034,890.27 22.38 6,367,110.00
LABORATORY CORP AMER HLDGS 547,400.00 29.15 15,956,341.42 30.15 16,504,110.00
LABRANCHE + CO INC 175,400.00 33.75 5,918,876.20 20.69 3,629,026.00
LACLEDE GROUP INC 200,200.00 15.79 3,160,195.93 26.80 5,365,360.00
LAFARGE NORTH AMERICA INC 217,500.00 31.17 6,779,568.27 30.90 6,720,750.00
LAM RESH CORP 332,100.00 23.28 7,732,351.76 18.21 6,047,541.00
LAMAR ADVERTISING CO 350,900.00 35.80 12,561,075.46 35.21 12,355,189.00
LANCASTER COLONY CORP 21,800.00 38.73 844,225.74 38.69 843,442.00
LANCE INC 303,700.00 16.90 5,133,820.50 9.13 2,772,781.00
LANDRYS RESTAURANTS INC 58,550.00 20.42 1,195,829.98 23.60 1,381,780.00
LANDSTAR SYSTEM INC 17,000.00 53.83 915,163.60 62.56 1,063,520.00
LANTRONIX INC 64,000.00 4.72 302,344.07 0.74 47,360.00
LARSCOM INC 98.80 51.05 5,044.00 5.08 501.81
LATITUDE COMMUNICATIONS INC 221,700.00 3.69 818,043.89 1.86 412,464.70
LATTICE SEMICONDUCTOR CORP 636,000.00 12.46 7,923,730.73 8.23 5,236,566.00
LAUDER ESTEE COS INC 518,200.00 29.06 15,059,015.20 33.53 17,375,246.00
LEAR CORP 202,000.00 32.27 6,519,239.79 46.02 9,296,040.00
LEARNING TREE INTL INC 97,200.00 20.88 2,029,683.75 15.63 1,519,236.00
LEE ENTERPRISES INC 275,200.00 15.47 4,256,786.58 37.53 10,328,256.00
LEGATO SYSTEMS INC 614,218.00 8.85 5,434,616.83 8.39 5,153,289.02
LEGG MASON INC 401,500.00 48.34 19,407,051.48 64.95 26,077,425.00
LEGGETT + PLATT INC 771,400.00 8.44 6,508,083.43 20.50 15,813,700.00
LEHMAN BROTHERS HLDGS INC 1,004,100.00 14.42 14,474,680.60 66.48 66,752,568.00
LENNAR CORP 289,800.00 15.95 4,623,151.79 71.50 20,720,700.00
LENNAR CORP 28,990.00 15.84 459,161.06 68.70 1,991,613.00
LENNOX INTL INC 329,891.00 18.56 6,122,376.08 12.87 4,245,697.17
LEUCADIA NATL CORP 188,700.00 31.01 5,852,088.44 37.12 7,004,544.00
LEVEL 3 COMMUNICATIONS INC 1,797,826.00 46.95 84,402,550.50 6.64 11,937,564.64
LEXENT INC 237,661.00 2.25 535,636.87 1.40 332,725.40
LEXICON GENETICS INC 165,202.00 6.62 1,093,465.66 6.71 1,108,505.42
LEXMARK INTL INC 684,800.00 36.90 25,267,565.69 70.77 48,463,296.00
LIBBEY INC 176,400.00 16.15 2,849,318.31 22.70 4,004,280.00
LIBERATE TECHNOLOGIES 807,100.00 44.23 35,694,222.64 2.98 2,405,158.00
LIBERTY MEDIA CORP NEW 9,968,844.00 11.06 110,210,154.41 11.56 115,239,836.64
LIBERTY SATELLITE + TECHNOLOGY 36,475.00 112.08 4,088,145.67 2.60 94,835.00
LIFEPOINT HOSPS INC 180,300.00 12.61 2,274,423.36 20.94 3,775,482.00
LIGAND PHARMACEUTICALS INC 418,000.00 6.82 2,852,000.25 13.59 5,680,620.00
LIGHTBRIDGE INC 132,191.00 13.09 1,729,950.12 8.76 1,157,993.16
LIGHTPATH TECHNOLOGIES 87.00 112.40 9,778.80 2.84 247.08
LIGHTSPAN INC 300.00 1.51 453.00 0.68 203.40
LILLY ELI + CO 5,678,583.00 42.29 240,172,255.49 68.97 391,651,869.51
LIMITED BRANDS INC 2,231,827.00 10.79 24,088,784.99 15.50 34,593,318.50
LIN TV CORP 59,700.00 24.31 1,451,176.53 23.55 1,405,935.00
LINCARE HLDGS INC 520,100.00 7.67 3,989,009.75 31.51 16,388,351.00
LINCOLN NATL CORP IN 805,620.00 11.91 9,592,119.17 35.63 28,704,240.60
LINEAR TECHNOLOGY CORP 1,380,890.00 16.53 22,821,985.99 32.23 44,501,943.90
LINENS N THINGS INC 208,600.00 10.70 2,232,616.40 23.61 4,925,046.00
LION BIOSCIENCE 15,116.00 34.93 528,017.87 4.74 71,649.84
LIQUIDMETAL TECHNOLOGIES INC 33,600.00 4.51 151,699.16 5.13 172,368.00
LITTELFUSE INC 111,400.00 24.23 2,699,743.44 22.36 2,491,404.00
LIZ CLAIBORNE INC 499,400.00 10.17 5,077,372.80 35.25 17,603,850.00
LOCKHEED MARTIN CORP 1,996,467.00 24.86 49,629,548.00 47.57 94,971,935.19
LOEWS CORP 25,300.00 21.44 542,353.89 27.00 683,100.00
LONE STAR STEAKHOUSE + SALOON 292,900.00 17.31 5,070,138.25 21.77 6,377,082.00
LONE STAR TECHNOLOGIES INC 88,000.00 43.75 3,849,976.38 21.18 1,863,840.00
LONGS DRUG STORES CORP 167,800.00 19.07 3,200,722.36 16.60 2,785,480.00
LONGVIEW FIBRE CO WASHINGTON 375,600.00 13.34 5,011,866.47 8.20 3,079,920.00
LOOKSMART LTD 98,700.00 9.95 981,699.83 2.83 279,049.00
LORAL SPACE + COMM LTD 147,130.00 4.21 619,693.93 3.05 448,746.50
LOUISIANA PAC CORP 473,600.00 14.36 6,801,542.33 10.84 5,133,824.00
LOWES COS INC 3,536,500.00 13.00 45,977,878.21 42.95 151,892,675.00
LSI LOGIC CORP 1,479,900.00 4.23 6,254,680.19 7.08 10,477,692.00
LTV CORP NEW 202,100.00 0.16 32,841.25 0.01 1,010.50
LTWC CORP 3,518.00 0.37 1,309.63 0.03 98.50
LTX CORP 285,100.00 14.21 4,051,631.42 8.62 2,457,562.00
LUBRIZOL CORP 148,400.00 38.94 5,779,362.39 30.99 4,598,916.00
LUCENT TECHNOLOGIES INC 14,317,200.00 6.43 92,052,824.11 2.03 29,063,916.00
LUMINEX CORP DEL 106,836.00 12.94 1,382,366.91 5.16 551,273.76
LYNX THERAPEUTICS INC 21,828.00 38.94 850,060.89 3.78 82,509.84
LYONDELL CHEMICAL CO 378,500.00 18.75 7,096,087.20 13.53 5,121,105.00
M + T BK CORP 512,300.00 11.66 5,972,307.59 84.22 43,145,906.00
MACROMEDIA INC 254,766.00 28.23 7,191,556.87 21.04 5,360,276.64
MACROVISION CORP 197,600.00 40.85 8,072,492.16 19.92 3,936,248.00
MAGMA DESIGN AUTOMATION INC 115,200.00 9.07 1,044,662.71 17.15 1,975,680.00
MANAGEMENT NETWORK GROUP INC 182,100.00 2.80 510,391.66 1.95 355,095.00
MANDALAY RESORT GROUP 269,700.00 19.35 5,217,863.89 31.85 8,589,945.00
MANHATTAN ASSOCS INC 215,900.00 19.95 4,307,225.73 25.97 5,606,923.00
MANITOWOC INC 154,381.00 14.84 2,291,097.96 22.30 3,442,696.30
MANOR CARE INC NEW 474,000.00 11.15 5,284,799.20 25.01 11,854,740.00
MANPOWER INC WIS 447,700.00 17.74 7,943,313.10 37.09 16,605,193.00
MANTECH INTL CORP 59,000.00 19.77 1,166,628.81 19.18 1,131,620.00
MANUFACTURERS SVCS LTD 63,100.00 5.44 343,396.03 4.85 306,035.00
MANUGISTICS GROUP INC 498,700.00 20.10 10,024,989.25 4.11 2,049,657.00
MAPINFO CORP 31,490.00 7.56 237,987.57 7.28 229,247.20
MARATHON OIL CORP 1,454,439.00 20.85 30,319,909.78 26.35 38,324,467.65
MARCHFIRST INC 12,900.00 0.31 3,999.00 0.00 12.90
MARCUS CORP 572,162.00 9.18 5,252,415.71 14.95 8,553,821.90
MARIMBA INC 97,300.00 22.76 2,214,366.22 2.91 283,179.00
MARKEL CORP 54,400.00 186.38 10,139,158.63 256.00 13,926,400.00
MARKETWATCH.COM INC. 300.00 2.75 825.00 8.36 2,508.00
MARRIOTT INTL INC NEW 50,450.00 19.79 998,519.49 38.42 1,938,289.00
MARSH + MCLENNAN COS INC 2,386,300.00 19.08 45,535,200.32 51.07 121,868,341.00
MARSHALL + ILSLEY CORP 798,040.00 20.89 16,670,665.04 30.58 24,404,063.20
MARTHA STEWART LIVING INC 183,300.00 10.71 1,963,102.62 9.39 1,721,187.00
MARTIN MARIETTA MATLS INC 213,351.00 7.29 1,556,181.19 33.61 7,170,727.11
MARVEL ENTERTAINMENT GROUP 36,100.00 21.42 773,286.18 19.10 689,510.00
MASCO CORP 1,910,000.00 7.89 15,069,628.00 23.85 45,553,500.00
MASSEY ENERGY CORP 540,800.00 7.11 3,843,581.21 13.15 7,111,520.00
MASTEC INC 389,050.00 13.63 5,301,711.88 5.76 2,240,928.00
MATRIXONE INC 281,700.00 10.34 2,911,552.78 5.74 1,616,958.00
MATTEL INC 2,015,122.00 15.15 30,520,662.70 18.92 38,126,108.24
MATTSON TECHNOLOGY INC 206,900.00 5.69 1,176,736.85 3.09 639,354.00
MAVERICK TUBE CORP 51,000.00 16.48 840,277.50 19.15 976,650.00
MAXIM INTEGRATED PRODS INC 1,355,060.00 20.13 27,270,771.33 34.19 46,322,791.00
MAXTOR CORP 1,336,704.00 5.07 6,781,025.78 7.51 10,038,647.04
MAXWELL SHOE INC 5,300.00 11.98 63,519.97 14.40 76,320.00
MAXYGEN INC 180,500.00 72.90 13,158,645.39 10.97 1,980,085.00
MAY DEPT STORES CO 1,113,981.00 8.93 9,945,974.33 22.26 24,797,217.06
MAYTAG CORP 323,900.00 18.65 6,040,978.14 24.42 7,909,638.00
MBIA INC 668,250.00 22.51 15,041,852.53 48.75 32,577,187.50
MBNA CORP 5,164,250.00 5.33 27,548,791.20 20.84 107,622,970.00
MCCLATCHY CO 191,400.00 21.13 4,045,132.12 57.62 11,028,468.00
MCCORMICK + CO INC 605,900.00 7.57 4,588,618.92 27.20 16,480,480.00
MCDATA CORPORATION 308,315.00 7.11 2,193,247.93 14.67 4,522,981.05
MCDERMOTT INTL INC 251,800.00 25.94 6,531,222.31 6.33 1,593,894.00
MCDONALDS CORP 5,082,180.00 7.90 40,149,749.57 22.06 112,112,890.80
MCG CAPITAL CORP 13,100.00 17.49 229,083.75 14.51 190,081.00
MCGRAW HILL COS INC 969,490.00 22.39 21,711,524.38 62.00 60,108,380.00
MCK COMMUNICATIONS INC 374,900.00 4.77 1,787,220.04 2.58 967,242.00
MCKESSON CORP 1,182,804.00 16.94 20,037,092.73 35.74 42,273,414.96
MCLEODUSA INC. 2,355.00 151.06 355,757.91 1.47 3,461.85
MDU RES GROUP INC 383,025.00 13.06 5,002,809.17 33.49 12,827,507.25
MEADWESTVACO CORP 794,500.00 20.08 15,953,268.83 24.70 19,624,150.00
MED DIVERSIFIED INC 386,800.00 7.53 2,911,159.71 0.02 8,509.60
MEDALLION FINL CORP 433,100.00 5.27 2,282,858.24 7.01 3,036,031.00
MEDAREX INC 275,500.00 44.88 12,364,040.65 6.59 1,815,237.00
MEDIA GEN INC 254,800.00 25.08 6,390,382.54 57.20 14,574,560.00
MEDIACOM COMMUNICATIONS CORP 425,000.00 13.19 5,606,639.66 9.87 4,194,750.00
MEDICAL STAFFING NETWORK HLDGS 129,400.00 16.70 2,160,606.85 7.00 905,800.00
MEDICINES CO 162,100.00 13.31 2,158,225.96 19.92 3,229,032.00
MEDICIS PHARMACEUTICAL CORP 103,200.00 31.97 3,299,684.91 56.70 5,851,440.00
MEDIMMUNE INC 1,058,800.00 42.89 45,408,313.63 36.37 38,508,556.00
MEDTRONIC INC 5,958,962.00 16.27 96,943,023.08 47.97 285,851,407.14
MELLON FINL CORP 1,933,496.00 7.93 15,327,009.69 27.75 53,654,514.00
MEMC ELECTR MATLS INC 412,600.00 8.36 3,448,609.73 9.80 4,043,480.00
MENS WEARHOUSE INC 165,700.00 25.29 4,190,465.82 21.85 3,620,545.00
MENTOR CORP MINN 167,900.00 6.37 1,069,861.06 19.38 3,254,046.00
MENTOR GRAPHICS CORP 345,400.00 16.02 5,532,589.76 14.48 5,001,392.00
MERANT PLC 102,880.00 31.68 3,259,372.88 10.65 1,095,672.00
MERCANTILE BANKSHARES CORP 420,500.00 13.36 5,619,516.68 39.38 16,559,032.00
MERCATOR SOFTWARE INC 1,400.00 1.95 2,730.00 1.49 2,086.00
MERCK + CO INC 10,601,795.00 22.64 239,990,512.25 60.55 641,938,687.25
MERCURY COMPUTER SYS INC 134,300.00 36.07 4,844,706.81 18.16 2,438,936.00
MERCURY GEN CORP NEW 293,700.00 17.77 5,218,695.58 45.65 13,407,405.00
MERCURY INTERACTIVE CORP 330,828.00 13.74 4,545,456.98 38.61 12,773,269.08
MEREDITH CORP 225,800.00 17.84 4,028,081.10 44.00 9,935,200.00
MERIDIAN GOLD INC 413,000.00 15.14 6,252,085.28 11.49 4,745,370.00
MERIDIAN RESOURCE CORP 116,300.00 3.86 449,374.92 4.73 550,099.00
MERIT MED SYS INC 46,400.00 20.19 936,616.20 19.98 927,072.00
MERRILL LYNCH + CO INC 3,697,484.00 13.51 49,948,945.55 46.68 172,598,553.12
MERRY GO ROUND ENTERPRISES INC 425,250.00 1.00 425,250.00 0.00 42.52
METALS USA INC 43,925.33 169.18 7,431,343.78 0.15 6,588.80
METASOLV INC 2,600.00 8.77 22,802.00 1.96 5,096.00
METAWAVE COMMUNICATIONS CORP 400.00 3.70 1,480.00 0.01 3.60
METHODE ELECTRS INC 93,900.00 8.74 820,982.98 10.75 1,009,425.00
METLIFE INC 2,792,100.00 29.08 81,198,508.48 28.32 79,072,272.00
METRICOM INC 2,400.00 3.33 7,992.00 0.01 14.40
METRIS COS INC 412,218.00 6.80 2,802,546.88 5.55 2,287,809.90
METRO GOLDWYN MAYER INC NEW 1,238,900.00 13.19 16,344,969.82 12.42 15,387,138.00
METRO ONE TELECOMM INC 88,695.00 26.92 2,387,469.20 5.16 457,666.20
METROMEDIA FIBER NETWORK INC 1,793,574.00 21.75 39,005,279.71 0.02 28,697.18
METROMEDIA INTER. GRP, INC 719,600.00 9.55 6,872,517.75 0.12 82,754.00
MGIC INVT CORP WIS 443,730.00 16.77 7,441,585.08 46.64 20,695,567.20
MGM MIRAGEINC 581,390.00 23.49 13,658,221.52 34.18 19,871,910.20
MICHAELS STORES INC 486,700.00 15.75 7,667,049.83 38.06 18,523,802.00
MICREL INC 259,400.00 31.55 8,182,979.23 10.39 2,695,166.00
MICROCHIP TECHNOLOGY INC 807,515.00 7.25 5,857,957.30 24.51 19,791,510.60
MICROMUSE INC 324,700.00 34.83 11,310,510.78 7.99 2,594,353.00
MICRON TECHNOLOGY INC 2,479,130.00 6.81 16,871,552.60 11.63 28,832,281.90
MICROSEMI CORP 102,700.00 17.17 1,763,119.46 16.00 1,643,200.00
MICROSOFT CORP 47,652,228.00 8.01 381,801,853.54 25.61 1,220,399,071.68
MICROSTRATEGY INC 4,870.00 380.79 1,854,434.23 36.43 177,429.30
MICROTUNE INC DEL 293,312.00 6.37 1,868,597.07 3.20 938,598.40
MID ATLANTIC MED SVCS INC 215,600.00 25.78 5,557,692.71 52.30 11,275,880.00
MIDAS INC 9,700.00 11.77 114,127.86 12.12 117,564.00
MIDWAY GAMES INC 506,974.00 10.68 5,414,170.47 3.63 1,840,315.62
MILACRON INC 185,330.00 17.78 3,295,665.32 4.89 906,263.70
MILLENNIUM CHEMICALS INC 270,500.00 20.66 5,588,128.53 9.51 2,572,455.00
MILLENNIUM PHARMACEUTICALS 1,239,473.00 33.94 42,068,031.85 15.73 19,496,910.29
MILLER HERMAN INC 458,200.00 6.22 2,850,822.85 20.21 9,260,222.00
MILLICOM INTERNATIONALCELLULAR 56,991.00 2.66 151,367.28 26.21 1,493,734.11
MILLIPORE CORP 305,800.00 15.44 4,722,194.08 44.37 13,568,346.00
MIM CORP 206,200.00 15.11 3,115,467.78 6.53 1,346,486.00
MINDSPEED TECHNOLOGIES INC 454,933.33 2.11 961,838.82 2.57 1,167,027.99
MINE SAFETY APPLIANCES CO 6,600.00 37.41 246,887.70 43.62 287,892.00
MIPS TECHNOLOGIES INC 86,498.00 75.95 6,569,289.33 2.47 213,650.06
MIPS TECHNOLOGIES INC 71,100.00 17.20 1,222,874.56 2.56 181,978.00
MIRANT CORP 1,749,638.00 24.49 42,843,153.60 2.90 5,073,950.20
MKS INSTRS INC 130,900.00 23.61 3,090,120.86 18.07 2,365,635.00
MODINE MFG CO 283,900.00 16.91 4,799,927.05 19.37 5,499,143.00
MOHAWK INDS INC 255,100.00 28.03 7,150,186.87 55.53 14,165,703.00
MOLEX INC 873,000.00 29.17 25,467,432.45 26.99 23,562,270.00
MONARCH CAP CORP 112,700.00 42.30 4,767,025.00 0.00 112.70
MONOLITHIC SYS TECHNOLOGY INC 11,300.00 7.87 88,884.47 9.06 102,378.00
MONSANTO CO NEW 752,920.00 17.73 13,347,063.38 21.64 16,293,188.80
MONSTER WORLDWIDE INC 348,400.00 42.05 14,648,651.94 19.73 6,873,932.00
MONY GROUP INC 160,100.00 34.17 5,470,107.44 26.95 4,314,695.00
MOODYS CORP 694,000.00 15.90 11,034,092.68 52.71 36,580,740.00
MOOG INC 40,500.00 31.66 1,282,411.42 34.75 1,407,375.00
MOORE WALLACE INC 127,297.95 12.30 1,565,575.94 14.68 1,868,733.91
MORGAN STANLEY 4,463,520.00 15.82 70,609,818.62 42.75 190,815,480.00
MOTIENT CORPORATION 125.00 41.09 5,136.00 0.12 15.00
MOTOROLA INC 9,322,669.00 6.58 61,375,266.08 9.43 87,912,768.67
MOVIE GALLERY INC 168,600.00 17.13 2,887,413.42 18.46 3,112,902.00
MPOWER HOLDING INC 1,150.00 134.49 154,660.00 1.06 1,219.00
MPS GROUP INC 664,900.00 12.60 8,380,545.29 6.88 4,574,512.00
MRV COMMUNICATIONS INC 406,596.00 8.89 3,616,053.92 2.01 816,413.76
MSC INDL DIRECT INC 143,100.00 13.27 1,899,029.88 17.90 2,561,490.00
MSC.SOFTWARE CORPORATION 3,400.00 20.35 69,194.08 6.74 22,916.00
MUELLER INDS INC 168,400.00 13.10 2,205,488.96 27.11 4,565,324.00
MURPHY OIL CORP 431,490.00 16.34 7,049,485.73 52.60 22,696,374.00
MYERS INDUSTRIES INC 500.00 13.82 6,912.00 9.50 4,750.00
MYKROLIS CORP 241,745.00 3.97 958,772.43 10.15 2,453,711.75
MYLAN LABS INC 973,375.00 4.88 4,752,706.28 34.77 33,844,248.75
MYRIAD GENETICS INC 26,200.00 72.74 1,905,806.87 13.61 356,582.00
NABORS INDUSTRIES LTD 650,600.00 37.04 24,098,495.28 39.55 25,730,524.00
NANOGEN INC 4,200.00 7.00 29,400.00 2.94 12,348.00
NASSDA CORP 34,300.00 8.83 302,973.63 7.72 264,796.00
NATIONAL CITY CORP 2,528,788.00 10.76 27,219,057.64 32.71 82,716,655.48
NATIONAL COMM FINL CORP 932,800.00 22.59 21,072,731.30 22.19 20,698,832.00
NATIONAL FUEL GAS CO N J 427,900.00 13.81 5,911,404.09 26.05 11,146,795.00
NATIONAL GRID TRANSCO PLC 6,909.00 28.91 199,754.32 34.11 235,665.99
NATIONAL INSTRS CORP 280,952.00 16.60 4,662,941.08 37.78 10,615,709.56
NATIONAL OILWELL INC 281,900.00 28.88 8,140,826.27 22.00 6,201,800.00
NATIONAL PROCESSING INC 216,300.00 7.37 1,593,999.05 16.08 3,478,104.00
NATIONAL SEMICONDUCTOR CORP 725,060.00 11.29 8,186,990.88 19.72 14,298,183.20
NATIONWIDE FINANCIAL SERV- A 37,600.00 27.79 1,045,039.33 32.50 1,222,000.00
NATURES SUNSHINE PRODS INC 15,900.00 8.69 138,201.29 8.01 127,359.00
NAUTICA ENTERPRISES INC 293,200.00 13.36 3,915,814.78 12.83 3,761,756.00
NAUTILUS GROUP INC 120,764.00 24.45 2,952,539.31 12.40 1,497,473.60
NAVIGANT CONSULTING CO 545,300.00 14.22 7,753,094.49 11.85 6,461,805.00
NAVIGANT INTL INC 83,200.00 8.90 740,105.24 12.90 1,073,280.00
NAVISITE INC 520.00 27.30 14,196.00 2.75 1,430.00
NAVISTAR INTL CORP INC 335,480.00 32.65 10,953,150.38 32.63 10,946,712.40
NBTY INC 334,300.00 13.69 4,574,902.51 21.06 7,040,358.00
NCO GROUP INC. 3,900.00 18.55 72,342.35 17.89 69,771.00
NCR CORP NEW 390,200.00 17.41 6,792,379.95 25.62 9,996,924.00
NDCHEALTH CORP 137,600.00 13.28 1,827,842.00 18.35 2,524,960.00
NEIMAN MARCUS GROUP 11,800.00 30.66 361,772.11 36.60 431,880.00
NEKTAR THERAPEUTICS 240,300.00 15.11 3,631,589.70 9.23 2,217,969.00
NEOFORMA INC NEW 8,050.00 12.27 98,736.52 10.92 87,906.00
NEOMAGIC CORP 41,400.00 14.48 599,561.36 1.55 64,170.00
NET PERCEPTIONS INC. 1,500.00 1.03 1,545.00 1.60 2,400.00
NET2PHONE INC 1,200.00 7.75 9,300.00 4.37 5,244.00
NETBANK INC 315,500.00 10.45 3,296,999.57 13.16 4,151,694.00
NETCENTIVES INC 2,700.00 0.84 2,268.00 0.00 3.05
NETEGRITY INC 167,800.00 18.39 3,086,516.95 5.84 980,117.00
NETFLIX COM INC 140,400.00 21.92 3,077,486.35 25.55 3,587,220.00
NETIQ 280,590.00 33.15 9,300,941.20 15.46 4,337,961.40
NETMANAGE INC 62,057.00 92.54 5,742,808.14 2.98 184,929.86
NETOBJECTS 1,800.00 0.45 810.00 0.00 1.80
NETOPIA INC 1,500.00 3.32 4,980.00 3.89 5,835.00
NETRATINGS INC 96,052.00 10.01 961,676.56 9.15 878,615.28
NETRO CORP 6,200.00 4.59 28,458.00 2.90 17,980.00
NETWORK ACCESS SOLUTIONS CORP 2,200.00 0.74 1,628.00 0.01 22.00
NETWORK APPLIANCE INC 1,239,430.00 7.96 9,867,045.47 16.21 20,091,160.30
NETWORK COMPUTING DEVICES 8,300.00 0.18 1,494.00 0.07 539.50
NETWORKS ASSOCS INC 740,993.00 17.95 13,302,266.07 12.68 9,395,791.24
NEUBERGER BERMAN INC 252,700.00 39.67 10,025,798.48 39.91 10,085,257.00
NEUROCRINE BIOSCIENCES INC 80,600.00 41.01 3,305,592.14 49.94 4,025,164.00
NEW FOCUS INC 1,256,246.00 9.90 12,432,992.72 3.74 4,698,360.04
NEW JERSEY RESOURCES CORP 50.00 30.98 1,548.85 35.50 1,775.00
NEW YORK CMNTY BANCORP INC 489,732.00 15.10 7,395,259.43 29.09 14,246,303.88
NEW YORK TIMES CO 643,288.00 11.70 7,524,966.75 45.50 29,269,604.00
NEWELL RUBBERMAID INC 1,204,333.00 14.00 16,857,741.82 28.00 33,721,324.00
NEWFIELD EXPL CO 317,296.00 17.42 5,526,879.36 37.55 11,914,464.80
NEWMONT MNG CORP 1,671,800.00 26.15 43,709,851.74 32.46 54,266,628.00
NEWPARK RES INC 536,560.00 6.82 3,661,359.28 5.48 2,940,348.80
NEWPORT CORP 69,200.00 100.79 6,974,537.90 14.80 1,024,160.00
NEWTGURU INC 1,300.00 2.90 3,770.00 1.26 1,641.90
NEXPRISE INC 153.00 9.30 1,422.93 3.15 481.95
NEXTCARD INC 467,600.00 9.70 4,535,607.34 0.00 1,402.80
NEXTEL COMMUNICATIONS INC 3,776,100.00 16.49 62,263,454.74 18.08 68,271,581.00
NEXTEL PARTNERS INC 569,100.00 11.26 6,408,555.95 7.30 4,154,942.00
NICOR INC 227,900.00 23.75 5,412,031.69 37.11 8,457,369.00
NIKE INC 1,076,500.00 13.09 14,086,158.76 53.49 57,581,985.00
NIKU CORP 180.00 21.40 3,852.00 4.55 819.00
NISOURCE (SAIL) 229,601.00 2.03 466,377.03 2.22 509,714.22
NISOURCE INC 1,066,544.00 16.01 17,073,614.68 19.00 20,264,336.00
NL INDS INC 241,104.00 20.28 4,889,964.50 17.00 4,098,768.00
NMS COMMUNICATIONS CORP 705,400.00 10.85 7,650,165.29 1.97 1,390,343.40
NOBLE CORPORATION 624,525.00 42.11 26,298,563.62 34.30 21,421,207.50
NOBLE ENERGY INC 400,700.00 15.02 6,020,150.26 37.80 15,146,460.00
NORDSON CORP 393,700.00 4.25 1,675,133.48 23.85 9,389,745.00
NORDSTROM INC 491,200.00 9.66 4,745,330.54 19.52 9,588,224.00
NORFOLK SOUTHN CORP 1,484,080.00 9.31 13,817,866.05 19.20 28,494,336.00
NORTEL NETWORKS CORP 800.00 15.30 12,240.00 2.70 2,160.00
NORTH FORK BANCORPORATION INC 871,000.00 26.65 23,211,922.77 34.06 29,666,260.00
NORTHEAST UTILS 659,900.00 14.12 9,319,111.31 16.74 11,046,726.00
NORTHERN TRUST CORP 914,460.00 28.75 26,293,583.90 41.79 38,215,283.40
NORTHPOINT COMMUNICATIONS 1,300.00 0.02 19.50 0.01 7.80
NORTHROP GRUMMAN CORP 953,225.00 56.78 54,120,138.22 86.29 82,253,785.25
NORTHWEST AIRLS CORP 258,800.00 33.00 8,539,333.22 11.29 2,921,816.00
NOVADIGM INC 43,900.00 14.74 647,265.85 2.59 113,718.00
NOVATEL WIRELESS INC 30,345.00 6.59 200,102.92 2.47 74,952.15
NOVELL INC 1,652,232.00 23.27 38,449,461.56 3.08 5,089,844.94
NOVELLUS SYS INC 619,100.00 22.45 13,901,255.14 36.62 22,672,061.10
NOVEN PHARMACEUTICALS INC 241,600.00 11.47 2,771,040.48 10.24 2,473,984.00
NPS PHARMACEUTICALS INC 101,200.00 26.64 2,696,232.03 24.34 2,463,208.00
NSTAR 231,400.00 33.23 7,689,405.10 45.55 10,540,270.00
NTL EUROPE INC 7,166.00 1,111.76 7,966,897.06 0.01 71.66
NTL INC DEL 8,361.00 1.49 12,463.51 1.15 9,617.75
NU SKIN ENTERPRISES INC 7,500.00 10.98 82,327.11 10.45 78,375.00
NUCOR CORP 336,600.00 15.59 5,248,142.93 48.85 16,442,910.00
NUVEEN INVTS INC 312,800.00 23.59 7,380,303.96 27.24 8,520,672.00
NUVELO INC 800.00 11.50 9,200.00 1.99 1,592.00
NVIDIA CORP 561,100.00 12.23 6,863,463.43 23.01 12,910,911.00
NVR INC 27,900.00 177.76 4,959,416.18 411.00 11,466,900.00
NYFIX INC 342,800.00 4.84 1,657,468.89 6.35 2,176,780.00
O REILLY AUTOMOTIVE INC 260,100.00 16.94 4,405,617.28 33.39 8,684,739.00
OAK TECHNOLOGY 225,976.00 6.57 1,483,940.62 6.21 1,403,289.96
OCCIDENTAL PETE CORP 1,686,620.00 27.62 46,586,446.14 33.55 56,586,101.00
OCTEL CORP 55,125.00 7.89 434,732.30 13.90 766,237.50
ODYSSEY HEALTHCARE INC 8,600.00 24.01 206,510.72 37.00 318,200.00
ODYSSEY RE HLDGS CORP 129,900.00 19.23 2,497,888.71 21.10 2,740,890.00
OFFICE DEPOT INC 1,297,825.00 10.69 13,879,010.64 14.51 18,831,440.75
OFFICE MAX INC 339,325.00 12.63 4,285,602.84 6.55 2,222,578.75
OFFSHORE LOGISTICS INC 24,200.00 18.06 437,101.05 21.75 526,350.00
OGE ENERGY CORP 511,100.00 12.59 6,434,269.15 21.37 10,922,207.00
OHIO CAS CORP 416,600.00 11.39 4,743,605.65 13.18 5,490,788.00
OLD DOMINION FGHT LINES INC 36,650.00 22.14 811,315.91 21.62 792,373.00
OLD NATL BANCORP IND 100,371.00 22.73 2,281,807.90 23.00 2,308,533.00
OLD REP INTL CORP 416,500.00 17.97 7,484,738.03 34.27 14,273,455.00
OMI CORPORATION 93,600.00 5.96 558,087.58 6.16 576,576.00
OMNICARE INC 489,600.00 26.75 13,094,484.34 33.79 16,543,584.00
OMNICOM GROUP 926,000.00 51.24 47,444,857.98 71.70 66,394,200.00
OMNISKY CORPORATION 82,100.00 1.94 159,274.00 0.00 8.21
OMNIVISION TECHNOLOGIES INC 136,600.00 25.62 3,499,023.23 31.20 4,261,920.00
OMNOVA SOLUTIONS INC 571,500.00 6.29 3,593,916.83 4.04 2,308,860.00
ONEOK INC NEW 418,200.00 12.31 5,148,921.39 19.63 8,209,266.00
ONVIA.COM 490.00 5.80 2,842.00 3.57 1,749.30
ONYX PHARMACEUTICALS INC 400.00 10.78 4,312.00 12.07 4,828.00
ONYX SOFTWARE CORP 3,500.00 4.02 14,070.00 0.97 3,395.00
OPENWAVE SYS INC 698,461.00 76.08 53,135,424.44 1.95 1,361,998.95
OPLINK COMMUNICATIONS INC 453,059.00 4.90 2,217,835.22 1.87 846,941.33
ORACLE CORP 22,365,020.00 2.93 65,627,831.84 12.02 268,822,450.40
ORASURE TECHNOLOGIES INC 144,000.00 11.02 1,586,528.14 7.47 1,075,860.00
ORBITAL SCIENCES CORP 133,100.00 6.23 829,011.33 7.30 971,630.00
ORCHID BIOSCIENCES INC 43,100.00 4.56 196,536.00 1.20 51,720.00
ORGANOGENESIS INC 300.00 9.15 2,745.00 0.07 21.00
ORTHODONTIC CTRS AMER INC 342,800.00 11.86 4,065,233.11 8.01 2,745,828.00
OSHKOSH TRUCK CORP 52,874.00 53.83 2,846,087.84 59.32 3,136,485.68
OSI PHARMACEUTICALS INC 274,200.00 26.35 7,225,620.02 32.21 8,831,982.00
OUTBACK STEAKHOUSE INC 304,700.00 20.94 6,379,477.45 39.00 11,883,300.00
OVERLAND STORAGE INC 15,300.00 17.41 266,413.40 20.34 311,202.00
OVERSTOCK COM INC DEL 31,800.00 11.33 360,291.22 14.51 461,418.00
OVERTURE SVCS INC 346,900.00 44.25 15,349,325.76 18.13 6,289,297.00
OWENS + MINOR INC NEW 320,268.00 8.39 2,688,347.61 22.35 7,157,989.80
OWENS ILL INC 610,600.00 13.07 7,982,389.21 13.77 8,407,962.00
OXFORD HEALTH PLANS INC 449,200.00 22.35 10,038,077.38 42.03 18,879,876.00
P COM INC. 2,940.00 5.35 15,729.00 0.10 279.30
PACCAR INC 477,141.00 8.71 4,158,005.93 67.43 32,171,366.50
PACER INTL INC TN 101,920.00 14.79 1,506,998.89 18.86 1,922,211.20
PACIFIC CAP BANCORP NEW 62,300.00 30.06 1,872,866.81 35.05 2,183,615.00
PACIFIC GATEWAY EXCHANGE INC 82,500.00 0.04 3,300.00 0.00 24.75
PACIFIC SUNWEAR OF CALIF 266,150.00 14.01 3,727,960.24 24.09 6,411,438.50
PACIFICARE HEALTH SYSTEMS 177,700.00 32.25 5,731,600.60 49.33 8,765,941.00
PACKAGING CORP AMER 307,100.00 17.13 5,259,470.45 18.43 5,659,853.00
PACKETEER INC 210,400.00 21.78 4,581,566.37 15.57 3,275,928.00
PACTIV CORP 776,497.00 40.71 31,612,072.38 19.71 15,304,755.87
PAC-WEST TELECOMM INC 1,800.00 2.89 5,202.00 0.74 1,332.00
PALL CORP 590,300.00 10.52 6,209,507.89 22.50 13,281,750.00
PALM INC 163,293.00 134.86 22,021,548.85 16.27 2,656,777.11
PANAMSAT CORP NEW 623,500.00 20.71 12,914,744.53 18.43 11,491,105.00
PAPA JOHNS INTL INC 184,400.00 25.43 4,689,724.56 28.05 5,172,420.00
PARADYNE NETWORKS INC 915.00 10.14 9,277.97 1.80 1,647.00
PARAMETRIC TECHNOLOGY CORP 1,221,674.00 10.69 13,061,798.03 3.05 3,725,325.70
PAREXEL INTL CORP 127,700.00 18.80 2,401,390.48 13.95 1,781,415.00
PARK NATL CORP 28,700.00 103.08 2,958,377.57 114.25 3,278,975.00
PARK PL ENTMT CORP 1,428,700.00 6.26 8,942,647.25 9.09 12,986,883.00
PARKER DRILLING CO 721,900.00 6.31 4,554,832.19 2.91 2,100,729.00
PARKER HANNIFIN CORP 445,900.00 29.03 12,944,892.88 41.99 18,723,341.00
PARTHUSCEVA INC 3,533.00 8.21 28,995.58 8.18 28,899.94
PARTY CITY CORP 13,800.00 9.24 127,563.66 10.27 141,726.00
PATHMARK STORES INC NEW 149,755.00 12.26 1,835,700.96 7.65 1,145,625.75
PATTERSON DENTAL CO 437,000.00 35.42 15,476,996.59 45.38 19,832,078.00
PATTERSON UTI ENERGY INC 356,000.00 31.44 11,191,761.01 32.40 11,534,028.00
PAXAR CORP 410,150.00 15.09 6,190,693.59 11.00 4,511,650.00
PAYCHEX INC 1,567,590.00 11.56 18,127,846.49 29.32 45,960,190.90
PAYLESS SHOESOURCE INC 437,600.00 5.96 2,609,616.88 12.50 5,470,000.00
PC CONNECTION INC 171,400.00 6.25 1,072,104.51 6.80 1,165,520.00
PC TEL INC 20,150.00 40.60 818,049.70 11.86 238,979.00
PDF SOLUTIONS INC 113,400.00 16.79 1,903,963.95 11.55 1,309,770.00
PDI INC 37,200.00 9.03 335,775.30 10.16 377,952.00
PEABODY ENERGY CORP 118,858.00 21.65 2,573,679.82 33.59 3,992,440.22
PEC SOLUTIONS INC 700.00 13.04 9,125.97 16.06 11,242.00
PEDIATRIX MED GROUP 157,400.00 38.66 6,085,415.75 35.65 5,611,310.00
PEGASUS COMMUNICATIONS CORP 73,920.00 43.67 3,228,120.09 29.58 2,186,423.40
PEGASYSTEMS INC 176,100.00 17.69 3,114,816.46 7.37 1,298,001.00
PEMSTAR INC 286,653.00 2.76 792,475.98 4.19 1,201,076.07
PENN NATIONAL GAMING INC 20,400.00 17.97 366,668.93 20.52 418,608.00
PENNEY J C INC 1,251,100.00 23.91 29,915,196.23 16.85 21,081,035.00
PENTAIR INC 335,070.00 17.15 5,747,145.70 39.06 13,087,834.20
PENTON MEDIA INC 3,700.00 15.40 56,992.24 0.59 2,183.00
PEOPLES BK BRIDGEPORT CONN 112,100.00 24.71 2,769,890.92 28.99 3,249,779.00
PEOPLES ENERGY CORP 331,400.00 24.87