-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, PpvoRkTKAMANWU92LAEXN1zIXs4PVvJtzxCYzjQKMgfMyr1qARkq4rKmp+autK9H jp7lR56wMrqpJZXCzH17lw== 0000950147-02-001040.txt : 20020816 0000950147-02-001040.hdr.sgml : 20020816 20020816172240 ACCESSION NUMBER: 0000950147-02-001040 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020630 FILED AS OF DATE: 20020816 FILER: COMPANY DATA: COMPANY CONFORMED NAME: ING PILGRIM INVESTMENTS LLC CENTRAL INDEX KEY: 0001077479 IRS NUMBER: 954516049 STATE OF INCORPORATION: DE FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04547 FILM NUMBER: 02741759 BUSINESS ADDRESS: STREET 1: 7337 EAST DOUBLETREE RANCH ROAD STREET 2: 7337 EAST DOUBLETREE RANCH ROAD CITY: SCOTTSDALE STATE: AZ ZIP: 85258 BUSINESS PHONE: 800-992-0180 MAIL ADDRESS: STREET 1: 7337 EAST DOUBLETREE RANCH ROAD STREET 2: 7337 EAST DOUBLETREE RANCH ROAD CITY: SCOTTSDALE STATE: AZ ZIP: 85258 FORMER COMPANY: FORMER CONFORMED NAME: PILGRIM INVESTMENTS INC DATE OF NAME CHANGE: 19990125 13F-HR 1 e-8866.txt FORM 13F-HR OF ING INVESTMENTS, LLC UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2002 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: ING Investments, LLC Address: 7337 East Doubletree Ranch Rd., Scottsdale, Arizona 85258 Form 13F File Number: 28-04547 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person to contact for further information: Michael Malaekeh (480) 477-2168 Person Signing this Report on Behalf of Reporting Manager: Name: Robyn L. Ichilov Title: Vice President Phone: (480) 477-2160 Signature, Place, and Date of Signing: /s/ Robyn L. Ichilov Scottsdale, AZ August 16, 2002 - -------------------- -------------- ----------------- [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 6 Form 13F Information Table Entry Total: 2,449 Form 13F Information Table Value Total: $14,284,819,469 List of Other Included Managers: 6 No. 13F File Number Name - --- --------------- ---- 1. 028-07736 ING Investments, LLC 2. 028-01217 Aeltus Investment Management, Inc. 3. 028-05620 Brandes Investment Partners, L.P. 4. 028-04543 ING Investment Management Advisors BV 5. 028-06044 Clarion CRA Securities, LP 6. N/A AW Advisors, LLC
IN- VEST- MENT DIS- OTHER VOTING AUTHORITY TITLE OF CUSIP MARKET SHARES OR SH PUT/ CRE- MANA- ------------------ NAME OF ISSUER CLASS NUMBER VALUE PRN AMT PRN CALL TION GERS SOLE SHARED NONE - -------------- ----- ------ ------- ------- --- ---- ---- ---- ---- ------ ---- AC MOORE ARTS & CRAFTS INC COM 00086t103 6,150,765 129,900 SH 1 1 129,900 ADC TELECOMMUNICATIONS INC COM 000886101 1,645,136 718,400 SH 1 1 718,400 ADC TELECOMMUNICATIONS INC COM 000886101 1,381,328 603,200 SH 1 2 603,200 ABM INDUSTRIES IN COM 000957100 256,928 14,800 SH 1 2 14,800 AFLAC INC COM 001055102 10,465,600 327,050 SH 1 2 327,050 AFLAC INC COM 001055102 3,984,000 124,500 SH 1 2 124,500 AGCO CORP COM 001084102 6,764,550 346,900 SH 1 1 346,900 AGCO CORP COM 001084102 565,500 29,000 SH 1 2 29,000 AGL RESOURCES INC. COM 001204106 654,240 28,200 SH 1 2 28,200 AES CORP COM 00130H105 18,916 3,490 SH 1 2 3,490 AES CORP COM 00130H105 559,452 103,220 SH 1 1 103,220 AK STEEL HOLDING CORPORATION COM 001547108 481,656 37,600 SH 1 1 37,600 AMB PROPERTY CORP COM 00163T109 669,600 21,600 SH 1 5 21,600 AMB PROPERTY CORP COM 00163T109 629,300 20,300 SH 1 2 20,300 AMC ENTERTAINMENT COM 001669100 7,764,560 546,800 SH 1 2 546,800 AMN HEALTHCARE SVCS INC COM 001744101 5,682,123 162,300 SH 1 1 162,300 AMR CORP DEL COM 001765106 1,142,771 67,780 SH 1 3 67,780 AOL TIME WARNER COM 00184A105 1,815,288 123,405 SH 1 1 123,405 AOL TIME WARNER COM 00184A105 62,955,862 4,279,800 SH 1 1 4,279,800 AT + T CORP COM 001957109 8,078,500 755,000 SH 1 1 755,000 AT + T CORP COM 001957109 9,554,982 892,989 SH 1 1 892,989 ATMI INC COM 00207R101 5,335,245 238,500 SH 1 1 238,500 ATMI INC COM 00207R101 201,330 9,000 SH 1 2 9,000 AT + T WIRELESS SVCS INC COM 00209A106 6,982,507 1,193,591 SH 1 1 1,193,591 AT + T WIRELESS SVCS INC COM 00209A106 3,965,419 677,849 SH 1 1 677,849 AU OPTRONICS CORP SPONSORED ADR 002255107 1,965,315 236,500 SH 1 1 236,500 AXT INC COM COM 00246W103 47,880 6,000 SH 1 1 6,000 AARON RENTS INC COM 002535201 64,665 2,700 SH 1 1 2,700 ABBOTT LABS COM NPV 002824100 319,649 8,490 SH 1 2 8,490 ABBOTT LABS COM 002824100 89,817,843 2,385,600 SH 1 2 2,385,600 ABERCROMBIE & FITCH COMPANY - CL A COM 002896207 1,263,888 52,400 SH 1 2 52,400 ABGENIX INC COM 00339B107 13,720 1,400 SH 1 6 1,400 ABITIBI -CONSOLIDATED INC COM 003924107 1,095,601 118,700 SH 1 1 118,700 ACCREDO HEALTH INC COM 00437V104 429,102 9,300 SH 1 4 9,300 ACCREDO HEALTH INC COM 00437V104 6,510,354 141,100 SH 1 1 141,100 ACTIVISION INC NEW COM NEW 004930202 10,874,252 374,200 SH 1 1 374,200 ACTIVISION INC NEW COM 004930202 1,216,161 41,850 SH 1 4 41,850 ACTIVISION INC NEW COM 004930202 709,064 24,400 SH 1 2 24,400 ACTION PERFORMANCE COS INC COM 004933107 7,549,240 238,900 SH 1 2 238,900 ACTEL CORP COM 004934105 5,450,486 259,300 SH 1 1 259,300 ACTUANT CORP CL A COM 00508x203 1,159,125 28,100 SH 1 1 28,100 ACUITY BRANDS INC COM 00508Y102 222,040 12,200 SH 1 2 12,200 ACXIOM CORPORATION COM 005125109 290,334 16,600 SH 1 2 16,600 ADAPTEC, INC. COM 00651F108 244,590 31,000 SH 1 2 31,000 ADMINISTAFF INC COM 007094105 29,000 2,900 SH 1 2 2,900 ADOBE SYS INC COM 00724F101 92,340 3,240 SH 1 2 3,240 ADOBE SYS INC COM 00724F101 2,846,865 99,890 SH 1 2 99,890 ADTRAN, INC. COM 00738A106 275,486 14,500 SH 1 2 14,500 ADVANCE AUTO PARTS COM 00751Y106 11,310,825 207,500 SH 1 1 207,500 ADVANCED FIBRE COMMUNICATION COM 00754A105 693,026 41,900 SH 1 2 41,900 ADVANCED NEUROMODULATION SYS COM 00757T101 2,973,750 97,500 SH 1 1 97,500 ADVO, INC. COM 007585102 216,999 5,700 SH 1 2 5,700 THE ADVISORY BOARD COMPANY COM 00762w107 337,032 9,300 SH 1 1 9,300 AEROFLEX INC. COM 007768104 209,890 30,200 SH 1 2 30,200 AEROPOSTALE COM 007865108 3,998,757 146,100 SH 1 1 146,100 ADVANCED MICRO DEVICES INC COM 007903107 5,519,016 567,800 SH 1 1 567,800 ADVANCED MICRO DEVICES INC COM 007903107 955,476 98,300 SH 1 4 98,300 ADVANCE PCS COM 00790K109 866,628 36,200 SH 1 2 36,200 ADVANCE PCS COM 00790K109 11,970 500 SH 1 6 500 ADVANCED ENERGY INDS INC COM 007973100 5,074,784 228,800 SH 1 1 228,800 ADVANCED ENERGY INDS INC COM 007973100 215,146 9,700 SH 1 2 9,700 ADVENT SOFTWARE, INC. COM 007974108 136,210 5,300 SH 1 2 5,300 AETNA INC COM 00817Y108 7,957,264 165,880 SH 1 1 165,880 AETNA INC COM 00817Y108 6,357,466 132,530 SH 1 2 132,530 AFFILIATED COMPUTER SERVICES, INC. COM 008190100 14,004,226 294,950 SH 1 2 294,950 AFFILIATED MANAGERS GROUP INC COM 008252108 5,977,800 97,200 SH 1 1 97,200 AFFILIATED MANAGERS GROUP INC COM 008252108 4,901,552 79,700 SH 1 2 79,700 AFFYMETRIX INC OC CAP STK 00826T108 14,394 600 SH 1 1 600 AFTERMARKET TECHNOLOGY CORP COM 008318107 1,845,120 96,100 SH 1 1 96,100 AFTERMARKET TECHN COM 008318107 3,256,292 167,075 SH 1 2 167,075 AGILENT TECHNOLOGIES INC COM 00846U101 155,617 6,580 SH 1 2 6,580 AGILENT TECHNOLOGIES INC COM 00846U101 2,487,039 105,160 SH 1 2 105,160 AGNICO EAGLE MINES LTD COM 008474108 4,057,745 278,500 SH 1 1 278,500 AIR PRODS + CHEMS INC COM 009158106 166,047 3,290 SH 1 2 3,290 AIR PRODUCTS & CHEMICALS INC. COM 009158106 2,790,490 55,290 SH 1 2 55,290 AIRBORNE INC COM 009269101 3,978,240 207,200 SH 1 1 207,200 AIRBORNE INC COM 009269101 566,400 29,500 SH 1 2 29,500 AIRGAS, INC. COM 009363102 768,120 44,400 SH 1 2 44,400 ALABAMA NATL BANCORPORATION DE COM 010317105 8,987,004 207,600 SH 1 1 207,600 ALASKA AIR GROUP, INC. COM 011659109 114,840 4,400 SH 1 2 4,400 ALBANY INTL CORP-CL A COM 012348108 552,409 20,528 SH 1 2 20,528 ALBEMARLE CORPORATION COM 012653101 639,600 20,800 SH 1 2 20,800 ALBERTO CULVER CO CL B CONV 013068101 4,369,876 91,420 SH 1 1 91,420 ALBERTO CULVER CO CL B CONV 013068101 347,028 7,260 SH 1 2 7,260 ALBERTSONS INC COM 013104104 175,450 5,760 SH 1 2 5,760 ALBERTSONS INC COM 013104104 3,060,316 100,470 SH 1 2 100,470 ALCAN INC COM 013716105 646,470 17,230 SH 1 2 17,230 ALCAN ALUMINUM LTD. COM 013716105 3,370,046 89,820 SH 1 2 89,820 ALCOA INC COM 013817101 15,840,728 477,850 SH 1 1 477,850 ALCOA INC COM 013817101 1,872,975 56,500 SH 1 2 56,500 ALEXANDER & BALDWIN COM 014482103 352,314 13,800 SH 1 2 13,800 ALEXANDRIA REAL ESTATE EQUITIES COM 015271109 394,720 8,000 SH 1 2 8,000 ALEXION PHARMACEUTICALS INC COM 015351109 4,545 300 SH 1 6 300 ALKERMES INC COM 01642T108 6,404 400 SH 1 6 400 ALLEGHANY CORP DEL COM 017175100 1,534,876 8,036 SH 1 3 8,036 ALLEGHENY ENERGY INC COM 017361106 44,033 1,710 SH 1 2 1,710 ALLEGHENY ENERGY INC COM 017361106 1,019,961 39,610 SH 1 2 39,610 ALLERGAN INC COM 018490102 144,848 2,170 SH 1 6 2,170 ALLERGAN INC COM 018490102 131,498 1,970 SH 1 2 1,970 ALLERGAN INC COM 018490102 2,115,312 31,690 SH 1 2 31,690 ALLETE COM 018522102 848,230 31,300 SH 1 2 31,300 ALLIANCE CAP MGMT HLDG LP UNIT LTD PARTNERSHIP INT 01855A101 15,653,620 457,040 SH 1 1 457,040 ALLIANCE GAMING C COM 01859P609 1,960,701 160,450 SH 1 2 160,450 ALLIANT CORP COM 018802108 1,122,576 43,680 SH 1 1 43,680 ALLIANT CORP COM 018802108 884,080 34,400 SH 1 2 34,400 ALLIANT TECHSYSTE COM 018804104 10,436,787 163,586 SH 1 2 163,586 ALLIED WASTE INDUSTRIES INC COM 019589308 32,160 3,350 SH 1 2 3,350 ALLIED WASTE INDUSTRIES INC COM 019589308 512,832 53,420 SH 1 2 53,420 ALLMERICA FINL CORP COM 019754100 926,310 20,050 SH 1 3 20,050 ALLMERICA FINL CORP COM 019754100 924,000 20,000 SH 1 2 20,000 ALLSTATE CORP COM 020002101 7,708,481 208,450 SH 1 1 208,450 ALLSTATE CORP COM 020002101 6,434,890 174,010 SH 1 2 174,010 ALLTEL CORP COM 020039103 192,230 4,090 SH 1 2 4,090 ALLTEL CORP. COM 020039103 6,689,980 142,340 SH 1 2 142,340 ALPHARMA INC CL A 020813101 3,396 200 SH 1 6 200 ALPHARMA INC CL A 020813101 266,586 15,700 SH 1 2 15,700 ALTERA CORP COM 021441100 64,600 4,750 SH 1 2 4,750 ALTERA CORP COM 021441100 5,677,728 417,480 SH 1 2 417,480 ALZA CORP 0% 28 Jul 2020 02261WAB5 2,306,475 3,000,000 PRN 1 1 3,000,000 AMAZON.COM INC COM 023135106 844,188 51,950 SH 1 4 51,950 AMBAC FINL GROUP INC COM 023139108 104,832 1,560 SH 1 2 1,560 AMBAC FINL GROUP INC COM 023139108 1,921,920 28,600 SH 1 2 28,600 AMERADA HESS CORP COM 023551104 7,075,200 85,760 SH 1 1 85,760 AMERADA HESS CORP. COM 023551104 55,237,875 669,550 SH 1 2 669,550 AMEREN CORP COM 023608102 8,727,159 202,910 SH 1 1 202,910 AMERICA ONLINE INC DEL 0% 06 Dec 2019 02364JAC8 2,562,501 5,000,000 PRN 1 1 5,000,000 AMERICA MOVIL SA DE CV SPON ADR L SHS 02364W105 18,526,023 1,382,539 SH 1 1 1,382,539 AMERICAN AXLE & M COM 024061103 8,216,420 276,275 SH 1 2 276,275 AMERICAN ELEC PWR INC COM 025537101 190,895 4,770 SH 1 2 4,770 AMERICAN ELECTRIC POWER CO., INC. COM 025537101 3,230,816 80,730 SH 1 2 80,730 AMERICAN EAGLE OUTFITTERS COM 02553E106 236,768 11,200 SH 1 2 11,200 AMERICAN EXPRESS CO COM 025816109 4,673,658 128,680 SH 1 1 128,680 AMERICAN EXPRESS COM 025816109 1,899,536 52,300 SH 1 1 52,300 AMERICAN EXPRESS COM 025816109 17,897,044 492,760 SH 1 2 492,760 AMERICAN FINANCIAL GROUP, INC. COM 025932104 829,330 34,700 SH 1 2 34,700 AMERICAN FINANCIA COM 026075101 221,408 7,400 SH 1 1 7,400 AMERICAN GREETINGS CORP CL A 026375105 1,994,202 119,700 SH 1 3 119,700 AMERICAN GREETINGS CORP CL A 026375105 4,627,317 277,750 SH 1 2 277,750 AMERICAN INTL GROUP INC COM 026874107 18,953,953 277,795 SH 1 1 277,795 AMERICAN INTERNATIONAL GROUP, INC. COM 026874107 57,561,288 843,636 SH 1 2 843,636 AMERICAN ITALIAN PASTA CO A COM 027070101 112,178 2,200 SH 1 2 2,200 AMERICAN MANAGEMENT SYSTEMS, INC. COM 027352103 242,697 12,700 SH 1 2 12,700 AMERICAN MED SYS HLDGS C0M 02744M108 3,594,752 179,200 SH 1 1 179,200 AMERICAN MED SECURITY GROUP COM 02744p101 718,500 30,000 SH 1 1 30,000 AMERICAN MED SECURITY GROUP COM 02744P101 2,887,763 120,625 SH 1 2 120,625 AMERICAN NATL INS CO COM 028591105 728,028 7,560 SH 1 3 7,560 AMERICAN NATL INS CO COM 028591105 342,828 3,560 SH 1 3 3,560 AMERICAN PHYSICIANS CAP INC COM 028884104 887,509 48,080 SH 1 3 48,080 AMERICAN PWR CONVERSION CORP COM 029066107 14,399 1,140 SH 1 2 1,140 AMERICAN PWR CONVERSION CORP COM 029066107 454,178 35,960 SH 1 2 35,960 AMERICAN STD COS INC DEL COM 029712106 5,686,572 75,720 SH 1 1 75,720 AMERICAN STANDARD COMPANIES COM 029712106 1,460,695 19,450 SH 1 2 19,450 AMERICAN STATES WATER CO COM 029899101 115,275 4,350 SH 1 2 4,350 AMERICAN WATER WORKS COMPANY, INC. COM 030411102 1,728,400 40,000 SH 1 2 40,000 AMERICREDIT CORP COM 03060R101 5,576,340 198,800 SH 1 1 198,800 AMERICREDIT CORP. 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COM 031162100 10,670,187 254,780 SH 1 2 254,780 AMSOUTH BANCORPORATION COM 032165102 3,091,126 138,120 SH 1 1 138,120 AMSOUTH BANCORPORATION COM 032165102 1,897,154 84,770 SH 1 2 84,770 AMSURG CORP COM 03232P405 4,474,704 170,400 SH 1 1 170,400 AMVESCAP PLC SPONSORED ADR COM 03235E100 121,730 7,400 SH 1 1 7,400 ANADARKO PETROLEUM CORP COM 032511107 5,462,933 110,810 SH 1 1 110,810 ANALOG DEVICES INC COM 032654105 445,203 14,990 SH 1 2 14,990 ANALOG DEVICES COM 032654105 9,013,059 303,470 SH 1 2 303,470 ANALOG DEVICES INC COM 032654105 813,780 27,400 SH 1 4 27,400 ANALOGIC CORPORATION COM 032657207 265,518 5,400 SH 1 2 5,400 ANALYSTS INTERNATIONAL CORPORATION COM 032681108 34,850 8,200 SH 1 2 8,200 ANCHOR BANCORP WISCONSIN, INC. COM 032839102 180,825 7,500 SH 1 2 7,500 ANDREW CORP COM 034425108 22,499 1,570 SH 1 2 1,570 ANDREW CORP COM 034425108 2,106,801 147,020 SH 1 2 147,020 ANDRX CORP DEL ANDRX GROUP COM 034553107 2,697 100 SH 1 6 100 ANGELICA CORPORATION COM 034663104 51,600 3,000 SH 1 2 3,000 ANGIOTECH PHARMACEUTICALS INC COM 034918102 1,597,337 43,300 SH 1 1 43,300 ANGLOGOLD LIMITED SPON ADR COM 035128206 2,477,600 95,000 SH 1 1 95,000 ANHEUSER BUSCH COS INC COM 035229103 1,137,500 22,750 SH 1 2 22,750 ANHEUSER BUSCH COS INC COM 035229103 90,824,500 1,816,490 SH 1 2 1,816,490 ANIXTER INTL INC COM 035290105 260,288 11,200 SH 1 2 11,200 ANNALY MORTGAGE COM 035710409 265,780 13,700 SH 1 2 13,700 ANNTAYLOR STORES CORPORATION COM 036115103 10,769,169 424,150 SH 1 2 424,150 ANSYS INC COM 03662Q105 84,420 4,200 SH 1 2 4,200 ANSYS INC COM 03662Q105 16,080 800 SH 1 2 800 ANTHEM INC COM 03674B104 21,033,516 311,700 SH 1 1 311,700 ANTHEM INC COM 03674B104 14,690,396 217,700 SH 1 1 217,700 ANTEON INTERNATIONAL CORP COM 03674E108 22,752 900 SH 1 4 900 ANTIGENICS INC DEL COM 037032109 985 100 SH 1 6 100 TATNEFT SPON ADR REG S COM 03737P306 3,093,771 223,700 SH 1 1 223,700 AON CORP COM 037389103 111,434 3,780 SH 1 2 3,780 AON CORP. COM 037389103 1,966,906 66,720 SH 1 2 66,720 APACHE CORP COM 037411105 8,565,671 149,020 SH 1 1 149,020 APACHE CORP COM 037411105 54,916,969 955,410 SH 1 2 955,410 APARTMENT INVT & MGMT CO CL A COM 03748R101 462,480 9,400 SH 1 5 9,400 APARTMENT INVT & MGMT CO CL A COM 03748R101 1,264,440 25,700 SH 1 2 25,700 APOGEE ENTERPRISE COM 037598109 157,960 11,000 SH 1 2 11,000 APOLLO GROUP INC CL A 037604105 89,089 2,260 SH 1 2 2,260 APOLLO GROUP INC COM 037604105 1,623,240 41,180 SH 1 2 41,180 APOGENT TECHNOLOGIES COM 03760A101 886,567 43,100 SH 1 2 43,100 APPLE COMPUTER COM NPV 037833100 81,158 4,580 SH 1 2 4,580 APPLE COMPUTER COM 037833100 971,055 54,800 SH 1 2 54,800 APPLEBEES INTL IN COM 037899101 373,511 16,275 SH 1 2 16,275 APRIA HEALTHCARE GROUP INC COM 037933108 405,440 18,100 SH 1 2 18,100 APPLERA CORP APPLIED BIOSYS COM 038020103 73,673 3,780 SH 1 6 3,780 APPLERA CORP CELERA GENOMICS COM CE GEN GRP 038020202 3,600 300 SH 1 6 300 APPLICA INCORPORATED COM 03815A106 114,080 9,200 SH 1 2 9,200 APPLIED INDUSTRIAL TECH INC COM 03820C105 115,050 5,900 SH 1 2 5,900 APPLIED MATERIALS INC COM 038222105 5,747,464 302,180 SH 1 1 302,180 APPLIED MATERIALS INC COM 038222105 1,222,986 64,300 SH 1 4 64,300 APPLIED MATERIALS INC COM 038222105 2,312,832 121,600 SH 1 1 121,600 APPLIED MATERIALS, INC. COM 038222105 23,488,557 1,234,940 SH 1 2 1,234,940 APPLIED MICRO CIR COM 03822W109 25,638 5,420 SH 1 2 5,420 APPLIED MICRO CIRCUITS CORP COM 03822W109 321,640 68,000 SH 1 4 68,000 APPLIED MICRO CIRCUITS CORP CDT COM 03822W109 21,285 4,500 SH 1 2 4,500 APTARGROUP, INC. COM 038336103 332,100 10,800 SH 1 2 10,800 AQUILA INC DEL NEW COM 03840P102 412,000 51,500 SH 1 2 51,500 AQUILA INC DEL NEW COM 03840P102 7,192,800 899,100 SH 1 1 899,100 ARBITRON INC COM 03875Q108 274,560 8,800 SH 1 2 8,800 ARCH CHEMICALS IN COM 03937R102 165,490 6,700 SH 1 2 6,700 ARCH COAL INC COM 039380100 476,910 21,000 SH 1 1 21,000 ARCHER DANIELS MIDLAND CO COM 039483102 196,134 15,335 SH 1 2 15,335 ARCHER DANIELS MIDLAND CO COM 039483102 8,149,382 637,168 SH 1 2 637,168 ARCHSTONE-SMITH TRUST COM 039583109 1,550,282 58,063 SH 1 5 58,063 ARCTIC CAT INC COM 039670104 107,812 6,200 SH 1 2 6,200 ARDEN REALTY GROUP INC COM 039793104 617,365 21,700 SH 1 5 21,700 ARGOSY GAMING CO COM COM 040228108 4,376,440 154,100 SH 1 2 154,100 ARKANAS BEST CORP COM 040790107 76,440 3,000 SH 1 2 3,000 ARMOR HOLDINGS IN COM 042260109 232,050 9,100 SH 1 2 9,100 ARQULE INC COM 04269E107 63,450 9,400 SH 1 2 9,400 ARRAY BIOPHARMA INC COM 04269X105 964 100 SH 1 6 100 ARROW ELECTRONICS, INC. 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COM 807863105 130,144 4,900 SH 1 2 4,900 SCHULMAN A INC COM 808194104 7,432,079 346,500 SH 1 1 346,500 SCHWAB (CHARLES) CORP COM 808513105 517,552 46,210 SH 1 2 46,210 SCHWEITZER-MAUDUI COM 808541106 110,700 4,500 SH 1 2 4,500 SCIENTIFIC ATLANTA INC COM 808655104 44,744 2,720 SH 1 2 2,720 SCIENTIFIC-ATLANTA INC COM 808655104 668,532 40,640 SH 1 2 40,640 SCIOS INC COM 808905103 3,061 100 SH 1 6 100 SCIOS INC COM 808905103 3,844,616 125,600 SH 1 1 125,600 SCOTTS COMPANY (THE)-CL A COM 810186106 404,060 8,900 SH 1 2 8,900 SCRIPPS E W CO OH CL A 811054204 2,999,150 38,950 SH 1 1 38,950 SEACOAST FINANCIA COM 81170Q106 183,011 7,300 SH 1 2 7,300 SEACOR SMIT INC COM 811904101 478,235 10,100 SH 1 2 10,100 SEALED AIR CORP NEW COM 81211K100 1,026,888 25,500 SH 1 2 25,500 SEARS ROEBUCK + CO COM 812387108 20,676,897 380,790 SH 1 1 380,790 SEARS ROEBUCK + CO COM 812387108 63,511,452 1,169,640 SH 1 2 1,169,640 SEITEL INC COM NEW 816074306 433,470 433,470 SH 1 3 433,470 SELECTIVE INSURANCE GROUP COM 816300107 201,143 7,100 SH 1 2 7,100 SEMTECH CORPORATION COM 816850101 942,510 35,300 SH 1 2 35,300 SEMPRA ENERGY COM 816851109 76,792 3,470 SH 1 2 3,470 SEMPRA ENERGY COM 816851109 1,219,588 55,110 SH 1 2 55,110 SENIOR HOUSING PROP TRUST COM 81721M109 376,800 24,000 SH 1 2 24,000 SENSIENT TECH CORP COM 81725T100 4,653,851 204,475 SH 1 2 204,475 SENSIENT TECH CORP COM 81725T100 1,207,873 53,070 SH 1 3 53,070 SEPRACOR INC COM 817315104 6,685 700 SH 1 6 700 SEPRACOR INC COM 817315104 336,160 35,200 SH 1 2 35,200 SEQUA CORP CL A COM 817320104 248,482 3,800 SH 1 2 3,800 SERENA SOFTWARE INC COM 817492101 257,504 18,800 SH 1 1 18,800 SERENA SOFTWARE INC COM 817492101 160,258 11,700 SH 1 2 11,700 SERONO SA SPONSORED ADR 81752M101 3,173,610 194,700 SH 1 1 194,700 SERVICE CORP INTL COM 817565104 2,955,187 611,840 SH 1 3 611,840 SHAW GROUP INC COM 820280105 5,872,910 191,300 SH 1 1 191,300 SHAW GROUP INC COM 820280105 8,776,363 285,875 SH 1 2 285,875 SHELL TRANS & TRADING NEW ADR COM 822703609 1,503,334 33,400 SH 1 1 33,400 SHERWIN WILLIAMS CO COM 824348106 999,662 33,400 SH 1 3 33,400 SHERWIN WILLIAMS CO COM 824348106 1,713,793 57,260 SH 1 2 57,260 SHIRE PHARMACE SPONS ADR 82481R106 449,094 17,400 SH 1 1 17,400 SHIRE PHARMACE SPONS ADR 82481R106 308,327 11,946 SH 1 2 11,946 SHOE CARNIVAL INC COM 824889109 3,843,334 180,100 SH 1 1 180,100 SHOPKO STORES, INC. 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COM 835898107 138,225 9,700 SH 1 2 9,700 SOURCECORP COM 836167106 129,850 4,900 SH 1 2 4,900 SOUTH FINANCIAL G COM 837841105 275,630 12,300 SH 1 2 12,300 SOUTHERN CO COM 842587107 13,143,232 479,680 SH 1 1 479,680 SOUTHERN CO COM 842587107 6,924,254 252,710 SH 1 2 252,710 SOUTHERN UNION COMPANY COM 844030106 264,180 15,540 SH 1 2 15,540 SOUTHTRUST CORP COM 844730101 140,003 5,360 SH 1 2 5,360 SOUTHTRUST CORP COM 844730101 2,240,052 85,760 SH 1 2 85,760 SOUTHWEST AIRLS CO COM 844741108 1,366,942 84,588 SH 1 2 84,588 SOUTHWEST BANCORP COM 84476R109 148,502 4,100 SH 1 2 4,100 SOUTHWEST GAS CORPORATION COM 844895102 242,550 9,800 SH 1 2 9,800 SOUTHWESTERN ENERGY COMPANY COM 845467109 1,907,864 125,600 SH 1 2 125,600 SOVEREIGN BANCORP, INC. COM 845905108 8,502,440 568,725 SH 1 2 568,725 SPANISH BROADCAST COM 846425882 2,000,000 200,000 SH 1 2 200,000 SPECTRALINK CORP COM 847580107 946,960 89,000 SH 1 1 89,000 SPHERION CORP COM 848420105 210,630 17,700 SH 1 2 17,700 SPINNAKER EXPL CO COM 84855W109 5,864,056 162,800 SH 1 1 162,800 SPORTS AUTH INC COM 849176102 3,752,208 330,300 SH 1 1 330,300 SPRINT CORP COM 852061100 123,925 11,680 SH 1 2 11,680 SPRINT CORP COM 852061100 2,338,619 223,790 SH 1 2 223,790 SPRINT CORP. (PCS GROUP) COM 852061506 304,631 68,150 SH 1 2 68,150 STANCORP FINANCIA COM 852891100 666,000 12,000 SH 1 2 12,000 STANDARD PAC CORP NEW COM 85375C101 5,461,956 155,700 SH 1 1 155,700 STANDARD PAC CORP NEW COM 85375C101 11,927,200 340,000 SH 1 2 340,000 STANDARD REGISTER CO. 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COM 966612103 360,427 11,725 SH 1 2 11,725 WHOLE FOODS MKT INC COM 966837106 3,418,798 70,900 SH 1 1 70,900 WHOLE FOODS MKT INC COM 966837106 1,412,846 29,300 SH 1 2 29,300 WILLIAMS COS INC COM 969457100 38,336 6,400 SH 1 2 6,400 WILLIAMS COS INC COM 969457100 631,709 105,460 SH 1 2 105,460 WILLIAMS SONOMA INC COM 969904101 12,316,122 401,700 SH 1 1 401,700 WILLIAMS SONOMA INC COM 969904101 2,244,312 73,200 SH 1 2 73,200 WIMM BILL DANN FOODS ADR COM 97263M109 2,426,500 115,000 SH 1 1 115,000 WIND RIVER SYSTEMS COM 973149107 155,310 31,000 SH 1 2 31,000 WINN-DIXIE STORES INC. COM 974280109 541,442 34,730 SH 1 2 34,730 WINNEBAGO IND INC. COM 974637100 4,197,600 95,400 SH 1 1 95,400 WINNEBAGO IND INC. 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COM 978097103 205,910 11,800 SH 1 2 11,800 WOODWARD GOVERNOR COM 980745103 206,920 3,500 SH 1 2 3,500 WRIGHT MED GROUP INC COM 98235T107 7,723,296 383,100 SH 1 1 383,100 WRIGLEY WM JR CO COM 982526105 65,313 1,180 SH 1 2 1,180 WRIGLEY WM JR CO COM 982526105 877298 15,850 SH 1 2 15,850 WYETH COM 983024100 924,160 18,050 SH 1 2 18,050 WYETH COM 983024100 14,326,272 279,810 SH 1 2 279,810 XTO ENERGY INC COM 98385X106 1,948,760 94,600 SH 1 1 94,600 XTO ENERGY INC COM 98385X106 3,308,360 160,600 SH 1 2 160,600 XCEL ENERGY INC COM 98389B100 4,177,742 249,120 SH 1 1 249,120 XCEL ENERGY INC COM 98389B100 1,605,730 95,750 SH 1 2 95,750 XILINX INC COM 983919101 105,197 4,690 SH 1 2 4,690 XILINX INC COM 983919101 186,169 8,300 SH 1 4 8,300 XILINX INC COM 983919101 2,474,481 110,320 SH 1 2 110,320 XEROX CORP COM 984121103 1,633,071 234,300 SH 1 3 234,300 XEROX CORP COM 984121103 1,204,210 172,770 SH 1 2 172,770 YAHOO INC COM 984332106 1,501,387 101,720 SH 1 2 101,720 YAHOO! INC COM 984332106 1,882,638 127,550 SH 1 2 127,550 YANKEE CANDLE COMPANY COM 984757104 6,284,203 231,975 SH 1 2 231,975 YELLOW CORP COM 985509108 7,959,060 245,650 SH 1 2 245,650 YORK INTL CORP NEW COM 986670107 1,278,614 37,840 SH 1 3 37,840 YORK INTL CORP NEW COM 986670107 500,092 14,800 SH 1 2 14,800 YUM BRANDS INC COM 988498101 26,333,190 900,280 SH 1 1 900,280 YUM BRANDS INC COM 988498101 44,798,424 1,531,570 SH 1 2 1,531,570 ZALE CORP. COM 988858106 634,375 17,500 SH 1 2 17,500 ZEBRA TECHNOLOGIE COM 989207105 188,058 3,900 SH 1 2 3,900 ZENITH NATIONAL INSURANCE COM 989390109 152,880 4,800 SH 1 2 4,800 ZIMMER HOLDINGS INC COM 98956P102 1,544,434 43,310 SH 1 2 43,310 ZION BANCORPORATION COM 989701107 1,113,377 21,370 SH 1 2 21,370 ZORAN CORP COM 98975F101 6,905,075 301,400 SH 1 1 301,400 ZORAN CORP COM 98975F101 6,273,331 273,825 SH 1 2 273,825 ACE LTD COM G0070K103 1,963,624 62,140 SH 1 2 62,140 ACE LTD COM G0070K103 6,775,356 214,410 SH 1 1 214,410 APEX SILVER MINES LTD COM G04074103 1,377,500 95,000 SH 1 1 95,000 ARCH CAP GROUP LTD COM G0450A105 6,758,815 240,100 SH 1 1 240,100 ACCENTURE LTD COM G1150G111 1,369,900 72,100 SH 1 4 72,100 CHINADOTCOM CORP COM G2108N109 3,027,088 1,112,900 SH 1 2 1,112,900 COOPER INDUSTRIES LTD CL A G24182100 57,378 1,460 SH 1 2 1,460 COOPER INDUSTRIES LTD CL A G24182100 23,726,196 603,720 SH 1 2 603,720 EVEREST RE GROUP LTD COM G3223R108 1,096,620 19,600 SH 1 2 19,600 FRESH DEL MONTE PRODUCE COM G36738105 6,030,000 241,200 SH 1 1 241,200 FRESH DEL MONTE PRODUCE INC COM G36738105 11,198,125 447,925 SH 1 2 447,925 GLOBALSANTAFE CORPORATION SHS G3930E101 5,024,195 183,700 SH 1 1 183,700 INGERSOLL RAND COMPANY LIMITED CL A G4776G101 408,657 8,950 SH 1 2 8,950 INGERSOLL RAND COMPANY LIMITED CL A G4776G101 353,865 7,750 SH 1 2 7,750 MARVELL TECHNOLOGY GROUP LTD SHS G5876H105 4,503,096 226,400 SH 1 1 226,400 MARVELL TECHNOLOGY GROUP LTD COM G5876H105 954,721 48,000 SH 1 4 48,000 NABORS INDUSTRIES LTD SHS G6359F103 450,428 12,760 SH 1 2 12,760 NABORS INDUSTRIES LTD SHS G6359F103 292,990 8,300 SH 1 2 8,300 NOBLE CORPORATION SHS G65422100 1,139,086 29,510 SH 1 2 29,510 NOBLE CORPORATION SHS G65422100 38,214 990 SH 1 2 990 RENAISSANCERE HOLDINGS LTD SHS G7496G103 8,890,140 242,900 SH 1 1 242,900 TOMMY HILFIGER CORP ORD G8915Z102 1,457,920 101,810 SH 1 3 101,810 TRANSOCEAN INC SHS G90078109 1,340,385 43,030 SH 1 1 43,030 TRANSOCEAN INC SHS G90078109 3,115,941 100,030 SH 1 2 100,030 WEATHERFORD BERMUDA COM G95089101 14,394,240 333,200 SH 1 1 333,200 WEATHERFORD BERMUDA COM G95089101 2,017,440 46,700 SH 1 2 46,700 WILLIS GROUP HOLDINGS LTD SHS G96655108 8,164,971 248,100 SH 1 1 248,100 WILLIS GROUP HOLDINGS LTD COM G96655108 6,710,349 203,900 SH 1 1 203,900 XL CAPITAL LTD SHS A G98255105 5,832,442 68,860 SH 1 1 68,860 XL CAPITAL LTD SHS A G98255105 2,767,996 32,680 SH 1 2 32,680 UBS AG ORD NAMEN AKT H8920M855 1,088,999 21,828 SH 1 1 21,828 CHECK POINT SOFTWARE TECH ORD M22465104 804,108 59,300 SH 1 2 59,300 PRECISE SOFTWARE SOLUTIONS ORD m41450103 760,180 79,600 SH 1 1 79,600 ASM LITHOGRAPHY ADR NY SHS N07059111 154,224 10,200 SH 1 1 10,200 ASM LITHOGRAPHY ADR NY SHS N07059111 1,905,120 126,000 SH 1 4 126,000 QIAGEN NV SHS N72482107 11,650 1,000 SH 1 6 1,000 FLEXTRONICS INTERNATIONAL COM Y2573F102 1,278,409 179,300 SH 1 1 179,300 FLEXTRONICS INTERNATIONAL COM Y2573F102 2,370,369 332,450 SH 1 2 332,450
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