-----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, RVFyXxCrf5A7X8NVxbrFLymU1fD2E0eL0eT1bKd6Wc/umM83ph94C4MJDqH2XQl3 5v2jq8EE3zQ/J25ei+ssGw== 0000919079-04-000001.txt : 20040123 0000919079-04-000001.hdr.sgml : 20040123 20040122172300 ACCESSION NUMBER: 0000919079-04-000001 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20031231 FILED AS OF DATE: 20040122 EFFECTIVENESS DATE: 20040122 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM CENTRAL INDEX KEY: 0000919079 IRS NUMBER: 946207465 STATE OF INCORPORATION: CA FISCAL YEAR END: 0630 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04896 FILM NUMBER: 04538443 BUSINESS ADDRESS: STREET 1: LINCOLN PLAZA 400 P STREET STREET 2: RM 3492 CITY: SACRAMENTO STATE: CA ZIP: 95814 BUSINESS PHONE: 9163263539 MAIL ADDRESS: STREET 1: LINCOLN PLAZA 400 P STREET STREET 2: RM 3492 CITY: SACRAMENTO STATE: CA ZIP: 95814 13F-HR 1 sec012004.txt DEC 2003 QUARTER END UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2003 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement [ ] adds new holdings entries Institutional Investment Manager Filing this Report: Name: CalPERS Address: 400 P Street Sacramento, CA 95814 13F File Number: 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 Signing this Report on Behald of Reporting Manager: Name: Greg Hood Title: Div Chief Investment Ops Phone: 916-658-1511 Signature, Place, and Date of Signing: Greg Hood Sacramento, CA 01/22/04 Report Type (Check only one.): [ ] 13F HOLDINGS REPORT. [X] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 6302 Form 13F Information Table Value Total: 56925773 List of Other Included Managers: No. 13F File Number Name 1 800 CONTACTS COM 681977104 830 39500.00 SH SOLE 39500.00 1ST SOURCE CORP COM 336901103 812 37727.00 SH SOLE 37727.00 21ST CENTURY INS GROUP COM 90130N103 4421 321500.00 SH SOLE 321500.00 21ST CENTY HLDG CO COM 90136Q100 88 3900.00 SH SOLE 3900.00 24 / 7 MEDIA INC COM 901314104 190 142052.00 SH SOLE 142052.00 3COM CORP COM 885535104 12987 1589609.00 SH SOLE 1589609.00 3D SYS CORP DEL COM NEW 88554D205 293 28900.00 SH SOLE 28900.00 3M CO COM 88579Y101 251825 2961600.00 SH SOLE 2961600.00 3M CO COM 88579Y101 5196 61112.00 SH SOLE 61112.00 3M CO COM 88579Y101 3731 43884.00 SH SOLE 43884.00 3M CO COM 88579Y101 83787 985380.00 SH SOLE 985380.00 4 KIDS ENTERTAINMENT INC COM 350865101 502 19300.00 SH SOLE 19300.00 50 OFF STORES INC 316811108 0 421200.00 SH SOLE 421200.00 7 ELEVEN INC COM NEW 817826209 6179 385000.00 SH SOLE 385000.00 8X8 INC NEW COM 282914100 273 61400.00 SH SOLE 61400.00 99 CENTS ONLY STORES COM 65440K106 9038 331900.00 SH SOLE 331900.00 A B WATLEY GROUP INC COM 000788109 0 1800.00 SH SOLE 1800.00 A C MOORE ARTS + CRAFTS INC COM 00086T103 555 28800.00 SH SOLE 28800.00 A CONSULTING TEAM INC COM 000881102 9 9900.00 SH SOLE 9900.00 A D A M INC COM 00088U108 11 5700.00 SH SOLE 5700.00 A S V INC COM 001963107 1192 31900.00 SH SOLE 31900.00 AAIPHARMA INC COM 00252W104 796 31700.00 SH SOLE 31700.00 AAMES FINL CORP NEW COM 00253A309 30 12890.00 SH SOLE 12890.00 AAON INC COM PAR 0.004 000360206 391 20125.00 SH SOLE 20125.00 AAR CORP COM 000361105 608 40650.00 SH SOLE 40650.00 AARON RENTS INC CL A 002535300 829 44850.00 SH SOLE 44850.00 AARON RENTS INC CL B 002535201 1499 74450.00 SH SOLE 74450.00 AASTROM BIOSCIENCES INC COM 00253U107 1036 791076.00 SH SOLE 791076.00 ABAXIS INC COM 002567105 538 29700.00 SH SOLE 29700.00 ABBOTT LABS COM NPV 002824100 273523 5869600.00 SH SOLE 5869600.00 ABBOTT LABS COM NPV 002824100 5692 122147.00 SH SOLE 122147.00 ABBOTT LABS COM NPV 002824100 4080 87560.00 SH SOLE 87560.00 ABBOTT LABS COM NPV 002824100 65466 1404840.00 SH SOLE 1404840.00 ABC BANCORP COM 000400101 267 16720.00 SH SOLE 16720.00 ABERCROMBIE AND FITCH CO COM CL A 002896207 10271 415651.00 SH SOLE 415651.00 ABGENIX INC COM 00339B107 4491 360400.00 SH SOLE 360400.00 ABINGTON BANCORP INC NEW COM 00350P100 232 6000.00 SH SOLE 6000.00 ABIOMED INC COM 003654100 261 37716.00 SH SOLE 37716.00 ABLE LABORATORIES INC COM NEW 00371N407 813 45000.00 SH SOLE 45000.00 ABLEST INC COM 00371W100 31 6000.00 SH SOLE 6000.00 ABM INDS INC COM 000957100 6530 375062.00 SH SOLE 375062.00 ABRAXAS PETE CORP COM 003830106 18 14500.00 SH SOLE 14500.00 ABX AIR INC COM 00080S101 18 4100.00 SH SOLE 4100.00 ABX AIR INC COM 00080S101 213 49600.00 SH SOLE 49600.00 ACACIA RESH CORP AR ACACIA TECHNOLOGIES COM 003881307 151 28020.00 SH SOLE 28020.00 ACACIA RESH CORP AR COMBIMATRIX COM 003881208 43 12977.00 SH SOLE 12977.00 ACCESS PHARMACEUTICALS INC COM NEW 00431M209 14 2600.00 SH SOLE 2600.00 ACCLAIM ENTMT INC COM PAR 0.02 004325205 193 296400.00 SH SOLE 296400.00 ACCREDITED HOME LENDERS HLDG COM 00437P107 1665 54400.00 SH SOLE 54400.00 ACCREDO HEALTH INC COM 00437V104 5715 180790.00 SH SOLE 180790.00 ACCRUE SOFTWARE INC COM 00437W102 0 68100.00 SH SOLE 68100.00 ACE CASH EXPRESS INC COM 004403101 401 18850.00 SH SOLE 18850.00 ACE COMM CORP COM 004404109 121 48800.00 SH SOLE 48800.00 ACE LTD COM G0070K103 899 21704.00 SH SOLE 21704.00 ACE LTD COM G0070K103 646 15600.00 SH SOLE 15600.00 ACETO CORP COM 004446100 517 20242.00 SH SOLE 20242.00 ACLARA BIOSCIENCES INC COM 00461P106 1095 300000.00 SH SOLE 300000.00 ACLARA BIOSCIENCES INC COM 00461P106 251 68800.00 SH SOLE 68800.00 ACME COMMUNICATIONS INC COM 004631107 227 25800.00 SH SOLE 25800.00 ACME UTD CORP COM 004816104 43 7900.00 SH SOLE 7900.00 ACT MFG INC COM 000973107 0 9300.00 SH SOLE 9300.00 ACT TELECONFERENCING INC COM 000955104 15 13900.00 SH SOLE 13900.00 ACTEL CORP COM 004934105 3078 127700.00 SH SOLE 127700.00 ACTERNA CORP COM 00503U105 8 303400.00 SH SOLE 303400.00 ACTION PERFORMANCE COS INC COM 004933107 349 17800.00 SH SOLE 17800.00 ACTIVCARD CORP COM 00506J107 562 71300.00 SH SOLE 71300.00 ACTIVE PWR INC COM 00504W100 431 148719.00 SH SOLE 148719.00 ACTIVE PWR INC COM 00504W100 253 87300.00 SH SOLE 87300.00 ACTIVISION INC NEW COM NEW 004930202 9054 497450.00 SH SOLE 497450.00 ACTIVISION INC NEW COM NEW 004930202 109 6000.00 SH SOLE 6000.00 ACTUANT CORP CL A NEW 00508X203 4153 114734.00 SH SOLE 114734.00 ACTUATE CORP COM 00508B102 801 257700.00 SH SOLE 257700.00 ACTUATE CORP COM 00508B102 478 153700.00 SH SOLE 153700.00 ACUITY BRANDS INC COM 00508Y102 9353 362500.00 SH SOLE 362500.00 ACXIOM CORP COM 005125109 8026 432198.00 SH SOLE 432198.00 ACXIOM CORP COM 005125109 208 11200.00 SH SOLE 11200.00 ADAMS RESOURCES + ENERGY COM NEW 006351308 118 8700.00 SH SOLE 8700.00 ADAPTEC INC COM 00651F108 6578 745000.00 SH SOLE 745000.00 ADAPTEC INC COM 00651F108 45 5050.00 SH SOLE 5050.00 ADC TELECOMMUNICATIONS INC COM 000886101 7332 2468692.00 SH SOLE 2468692.00 ADC TELECOMMUNICATIONS INC COM 000886101 185 62159.00 SH SOLE 62159.00 ADC TELECOMMUNICATIONS INC COM 000886101 134 45064.00 SH SOLE 45064.00 ADE CORP MASS COM 00089C107 619 33400.00 SH SOLE 33400.00 ADELPHIA COMMUNICATIONS CORP CL A 006848105 318 529800.00 SH SOLE 529800.00 ADELPHIA COMMUNICATIONS CORP CL A 006848105 20 34110.00 SH SOLE 34110.00 ADEPT TECHNOLOGY INC COM 006854103 82 57400.00 SH SOLE 57400.00 ADMINISTAFF INC COM 007094105 4442 255600.00 SH SOLE 255600.00 ADOBE SYS INC COM 00724F101 37331 949900.00 SH SOLE 949900.00 ADOBE SYS INC COM 00724F101 712 18111.00 SH SOLE 18111.00 ADOBE SYS INC COM 00724F101 513 13062.00 SH SOLE 13062.00 ADOBE SYS INC COM 00724F101 2633 67000.00 SH SOLE 67000.00 ADOLOR CORP COM 00724X102 1107 55300.00 SH SOLE 55300.00 ADTRAN INC COM 00738A106 11315 365000.00 SH SOLE 365000.00 ADVANCE AUTO PARTS COM 00751Y106 10956 134600.00 SH SOLE 134600.00 ADVANCED DIGITAL INFORMATION COM 007525108 5331 380800.00 SH SOLE 380800.00 ADVANCED ENERGY INDS INC COM 007973100 4207 161500.00 SH SOLE 161500.00 ADVANCED FIBRE COMMUNICATIONS COM 00754A105 6607 327900.00 SH SOLE 327900.00 ADVANCED MAGNETICS INC 00753P103 235 18050.00 SH SOLE 18050.00 ADVANCED MED OPTICS INC COM 00763M108 3836 195233.00 SH SOLE 195233.00 ADVANCED MICRO DEVICES INC COM 007903107 19778 1327380.00 SH SOLE 1327380.00 ADVANCED MICRO DEVICES INC COM 007903107 403 27018.00 SH SOLE 27018.00 ADVANCED MICRO DEVICES INC COM 007903107 290 19480.00 SH SOLE 19480.00 ADVANCED MICRO DEVICES INC COM 007903107 191 12800.00 SH SOLE 12800.00 ADVANCED NEUROMODULATION SYS COM 00757T101 607 13192.00 SH SOLE 13192.00 ADVANCED NUTRACEUTICALS INC TX COM NEW 00760Q201 2 2600.00 SH SOLE 2600.00 ADVANCED PHOTONIX INC COM CL A 00754E107 71 34100.00 SH SOLE 34100.00 ADVANCED PWR TECHNOLOGY INC COM 00761E108 116 13400.00 SH SOLE 13400.00 ADVANCED TISSUE SCIENCES INC COM 00755F103 98 664700.00 SH SOLE 664700.00 ADVANCEPCS COM 00790K109 19358 367600.00 SH SOLE 367600.00 ADVANCEPCS COM 00790K109 3686 70000.00 SH SOLE 70000.00 ADVANTA CORP CL A COM 007942105 3854 296688.00 SH SOLE 296688.00 ADVANTA CORP CLASS B 007942204 329 25900.00 SH SOLE 25900.00 ADVENT SOFTWARE INC COM 007974108 5056 290100.00 SH SOLE 290100.00 ADVISORY BRD CO COM 00762W107 991 28400.00 SH SOLE 28400.00 ADVO INC COM 007585102 6720 211575.00 SH SOLE 211575.00 AEHR TEST SYS COM 00760J108 49 15800.00 SH SOLE 15800.00 AEROFLEX INC COM 007768104 4752 406500.00 SH SOLE 406500.00 AEROPOSTALE COM 007865108 3096 112900.00 SH SOLE 112900.00 AEROSONIC CORP DEL COM PAR 0.40 008015307 84 9600.00 SH SOLE 9600.00 AES CORP COM 00130H105 21050 2229851.00 SH SOLE 2229851.00 AES CORP COM 00130H105 446 47279.00 SH SOLE 47279.00 AES CORP COM 00130H105 328 34738.00 SH SOLE 34738.00 AES CORP COM 00130H105 720 76300.00 SH SOLE 76300.00 AETHER SYSTEMS INC COM 00808V105 3418 719500.00 SH SOLE 719500.00 AETNA INC COM 00817Y108 40690 602100.00 SH SOLE 602100.00 AETNA INC COM 00817Y108 800 11840.00 SH SOLE 11840.00 AETNA INC COM 00817Y108 582 8607.00 SH SOLE 8607.00 AETNA INC COM 00817Y108 2223 32900.00 SH SOLE 32900.00 AETRIUM INC COM 00817R103 130 41700.00 SH SOLE 41700.00 AFC ENTERPRISES INC COM 00104Q107 868 44500.00 SH SOLE 44500.00 AFFILIATED COMPUTER SVCS INC CL A 008190100 27649 507700.00 SH SOLE 507700.00 AFFILIATED COMPUTER SVCS INC CL A 008190100 2200 40400.00 SH SOLE 40400.00 AFFILIATED MANAGERS GROUP INC COM 008252108 10696 153700.00 SH SOLE 153700.00 AFFINITY TECHNOLOGY GROUP INC COM 00826M103 2 10000.00 SH SOLE 10000.00 AFFYMETRIX INC OC CAP STK 00826T108 6746 274100.00 SH SOLE 274100.00 AFLAC INC COM 001055102 77767 2149448.00 SH SOLE 2149448.00 AFLAC INC COM 001055102 1455 40217.00 SH SOLE 40217.00 AFLAC INC COM 001055102 1040 28752.00 SH SOLE 28752.00 AFLAC INC COM 001055102 3632 100380.00 SH SOLE 100380.00 AFP IMAGING CORP COM 001058106 9 13800.00 SH SOLE 13800.00 AFTERMARKET TECHNOLOGY CORP COM 008318107 3228 235300.00 SH SOLE 235300.00 AG SVCS AMER INC 001250109 89 10500.00 SH SOLE 10500.00 AGCO CORP COM 001084102 7424 368600.00 SH SOLE 368600.00 AGCO CORP COM 001084102 97 4800.00 SH SOLE 4800.00 AGERE SYS INC CL A 00845V100 16201 5311790.00 SH SOLE 5311790.00 AGERE SYS INC CL B 00845V209 9309 3210034.00 SH SOLE 3210034.00 AGERE SYS INC CL A 00845V100 11 3707.00 SH SOLE 3707.00 AGILE SOFTWARE CORP DEL COM 00846X105 3074 310500.00 SH SOLE 310500.00 AGILENT TECHNOLOGIES INC COM 00846U101 51129 1748600.00 SH SOLE 1748600.00 AGILENT TECHNOLOGIES INC COM 00846U101 1077 36847.00 SH SOLE 36847.00 AGILENT TECHNOLOGIES INC COM 00846U101 772 26417.00 SH SOLE 26417.00 AGILENT TECHNOLOGIES INC COM 00846U101 2358 80649.00 SH SOLE 80649.00 AGILITY CAP INC COM 00847B102 0 8750.00 SH SOLE 8750.00 AGILYSYS INC COM 00847J105 536 48100.00 SH SOLE 48100.00 AGL RES INC COM 001204106 3835 131800.00 SH SOLE 131800.00 AIR METHODS CORP COM NEW 009128307 157 17450.00 SH SOLE 17450.00 AIR PRODS + CHEMS INC COM 009158106 42264 800000.00 SH SOLE 800000.00 AIR PRODS + CHEMS INC COM 009158106 939 17769.00 SH SOLE 17769.00 AIR PRODS + CHEMS INC COM 009158106 673 12744.00 SH SOLE 12744.00 AIR PRODS + CHEMS INC COM 009158106 2583 48900.00 SH SOLE 48900.00 AIRGAS INC COM 009363102 7576 352700.00 SH SOLE 352700.00 AIRGAS INC COM 009363102 3753 174700.00 SH SOLE 174700.00 AIRGATE PCS INC COM 009367103 816 331600.00 SH SOLE 331600.00 AIRNET COMM CORP COM 00941P106 357 420400.00 SH SOLE 420400.00 AIRNET SYSTEMS INC COM 009417106 68 18100.00 SH SOLE 18100.00 AIRTRAN HOLDINGS INC COM 00949P108 1227 103100.00 SH SOLE 103100.00 AIRTRAN HOLDINGS INC COM 00949P108 663 55700.00 SH SOLE 55700.00 AK STL HLDG CORP COM 001547108 5169 1013450.00 SH SOLE 1013450.00 AKAMAI TECHNOLOGIES INC COM 00971T101 2309 214800.00 SH SOLE 214800.00 AKAMAI TECHNOLOGIES INC COM 00971T101 1536 142900.00 SH SOLE 142900.00 AKORN INC 009728106 122 58200.00 SH SOLE 58200.00 AKSYS LTD COM 010196103 381 43200.00 SH SOLE 43200.00 ALABAMA NATL BANCORPORATION DE COM 010317105 257 4900.00 SH SOLE 4900.00 ALAMO GROUP INC COM 011311107 337 22100.00 SH SOLE 22100.00 ALAMOSA HOLDINGS INC COM 011589108 1437 358400.00 SH SOLE 358400.00 ALARIS MEDICAL SYSTEMS INC COM 011637105 3673 241500.00 SH SOLE 241500.00 ALASKA AIR GROUP INC COM 011659109 868 31800.00 SH SOLE 31800.00 ALASKA COMMUNICATIONS SYS INC COM 01167P101 230 48600.00 SH SOLE 48600.00 ALBANY INTL CORP NEW CLASS A 012348108 105 3100.00 SH SOLE 3100.00 ALBANY MOLECULAR RESH INC COM 012423109 3449 229600.00 SH SOLE 229600.00 ALBEMARLE CORP COM 012653101 3036 101300.00 SH SOLE 101300.00 ALBERTO CULVER CO CL B CONV 013068101 16546 262300.00 SH SOLE 262300.00 ALBERTO CULVER CO CL B CONV 013068101 290 4605.00 SH SOLE 4605.00 ALBERTO CULVER CO CL B CONV 013068101 206 3261.00 SH SOLE 3261.00 ALBERTO CULVER CO CL B CONV 013068101 1356 21500.00 SH SOLE 21500.00 ALBERTSONS INC COM 013104104 31499 1390700.00 SH SOLE 1390700.00 ALBERTSONS INC COM 013104104 666 29419.00 SH SOLE 29419.00 ALBERTSONS INC COM 013104104 466 20582.00 SH SOLE 20582.00 ALBERTSONS INC COM 013104104 2072 91500.00 SH SOLE 91500.00 ALCIDE CORP COM 013742507 93 6300.00 SH SOLE 6300.00 ALCOA INC COM 013817101 116067 3054400.00 SH SOLE 3054400.00 ALCOA INC COM 013817101 2576 67777.00 SH SOLE 67777.00 ALCOA INC COM 013817101 1846 48576.00 SH SOLE 48576.00 ALCOA INC COM 013817101 5305 139600.00 SH SOLE 139600.00 ALDERWOODS GROUP INC COM 014383103 11352 1205147.00 SH SOLE 1205147.00 ALDERWOODS GROUP INC COM 014383103 117 12400.00 SH SOLE 12400.00 ALDILA INC COM NEW 014384200 34 9500.00 SH SOLE 9500.00 ALEXANDER + BALDWIN INC COM 014482103 9676 287200.00 SH SOLE 287200.00 ALEXION PHARMACEUTICALS INC COM 015351109 2601 152800.00 SH SOLE 152800.00 ALFA CORP COM 015385107 138 10700.00 SH SOLE 10700.00 ALFACELL CORP 015404106 871 236600.00 SH SOLE 236600.00 ALICO INC COM 016230104 598 17200.00 SH SOLE 17200.00 ALIGN TECHNOLOGY INC COM 016255101 2577 156000.00 SH SOLE 156000.00 ALKERMES INC COM 01642T108 4601 340800.00 SH SOLE 340800.00 ALL AMERN SEMICONDUCTOR INC COM NEW 016557407 32 7260.00 SH SOLE 7260.00 ALLEGHENY ENERGY INC COM 017361106 7531 590200.00 SH SOLE 590200.00 ALLEGHENY ENERGY INC COM 017361106 124 9705.00 SH SOLE 9705.00 ALLEGHENY ENERGY INC COM 017361106 87 6800.00 SH SOLE 6800.00 ALLEGHENY TECHNOLOGIES INC COM 01741R102 5785 437600.00 SH SOLE 437600.00 ALLEGHENY TECHNOLOGIES INC COM 01741R102 82 6223.00 SH SOLE 6223.00 ALLEGHENY TECHNOLOGIES INC COM 01741R102 58 4397.00 SH SOLE 4397.00 ALLEGIANT BANCORP INC COM 017476102 466 16600.00 SH SOLE 16600.00 ALLEN ORGAN CO CL B 017753104 56 1200.00 SH SOLE 1200.00 ALLERGAN INC COM 018490102 38658 503300.00 SH SOLE 503300.00 ALLERGAN INC COM 018490102 785 10216.00 SH SOLE 10216.00 ALLERGAN INC COM 018490102 561 7299.00 SH SOLE 7299.00 ALLERGAN INC COM 018490102 5868 76400.00 SH SOLE 76400.00 ALLETE INC COM 018522102 10921 356900.00 SH SOLE 356900.00 ALLETE INC COM 018522102 337 11000.00 SH SOLE 11000.00 ALLIANCE BANCORP NEW ENG INC COM 01852Q109 17 438.00 SH SOLE 438.00 ALLIANCE DATA SYSTEMS CORP COM 018581108 847 30600.00 SH SOLE 30600.00 ALLIANCE FIBER OPTIC PRODS INC COM 018680108 283 167300.00 SH SOLE 167300.00 ALLIANCE GAMING CORP COM NEW 01859P609 7961 322972.00 SH SOLE 322972.00 ALLIANCE IMAGING INC DEL COM 018606202 329 89000.00 SH SOLE 89000.00 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 435 61200.00 SH SOLE 61200.00 ALLIANT ENERGY CORP COM 018802108 9659 387900.00 SH SOLE 387900.00 ALLIANT ENERGY CORP COM 018802108 396 15900.00 SH SOLE 15900.00 ALLIANT TECHSYSTEMS INC COM 018804104 14123 244507.00 SH SOLE 244507.00 ALLIANT TECHSYSTEMS INC COM 018804104 658 11400.00 SH SOLE 11400.00 ALLIED CAP CORP NEW COM 01903Q108 17764 637175.00 SH SOLE 637175.00 ALLIED CAP CORP NEW COM 01903Q108 407 14600.00 SH SOLE 14600.00 ALLIED DEFENSE GROUP INC COM 019118108 236 9870.00 SH SOLE 9870.00 ALLIED HEALTHCARE INTL INC COM 01923A109 219 35100.00 SH SOLE 35100.00 ALLIED HEALTHCARE PRODS INC 019222108 82 21300.00 SH SOLE 21300.00 ALLIED HLDGS INC COM 019223106 101 21200.00 SH SOLE 21200.00 ALLIED MOTION TECHNOLOGIES INC COM 019330109 22 5500.00 SH SOLE 5500.00 ALLIED WASTE INDUSTRIES INC 019589308 12543 903700.00 SH SOLE 903700.00 ALLIED WASTE INDUSTRIES INC 019589308 226 16248.00 SH SOLE 16248.00 ALLIED WASTE INDUSTRIES INC 019589308 162 11681.00 SH SOLE 11681.00 ALLIED WASTE INDUSTRIES INC 019589308 71 5100.00 SH SOLE 5100.00 ALLMERICA FINL CORP COM 019754100 7837 254700.00 SH SOLE 254700.00 ALLMERICA FINL CORP COM 019754100 148 4800.00 SH SOLE 4800.00 ALLOS THERAPEUTICS INC COM 019777101 9 2500.00 SH SOLE 2500.00 ALLOY INC COM 019855105 200 38400.00 SH SOLE 38400.00 ALLSCRIPTS HEATHCARE SOLUT COM 01988P108 512 96200.00 SH SOLE 96200.00 ALLSTATE CORP COM 020002101 116401 2705738.00 SH SOLE 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402307102 368 21600.00 SH SOLE 21600.00 GULFMARK OFFSHORE INC COM 402629109 497 35500.00 SH SOLE 35500.00 GUNDLE/SLT ENVIRONMENTAL INC COM 402809107 440 21200.00 SH SOLE 21200.00 HA LO INDS INC COM 404429102 0 275000.00 SH SOLE 275000.00 HA LO INDS INC COM 404429102 0 110600.00 SH SOLE 110600.00 HAEMONETICS CORP MASS COM 405024100 4616 193200.00 SH SOLE 193200.00 HAGGAR CORP 405173105 318 16300.00 SH SOLE 16300.00 HAIN CELESTIAL GROUP INC COM 405217100 1093 47100.00 SH SOLE 47100.00 HALIFAX CORP 405752106 11 2250.00 SH SOLE 2250.00 HALL KINION + ASSOC INC COM 406069104 116 22900.00 SH SOLE 22900.00 HALLIBURTON CO COM 406216101 42050 1617300.00 SH SOLE 1617300.00 HALLIBURTON CO COM 406216101 890 34220.00 SH SOLE 34220.00 HALLIBURTON CO COM 406216101 639 24583.00 SH SOLE 24583.00 HALLIBURTON CO COM 406216101 4492 172750.00 SH SOLE 172750.00 HALLWOOD GROUP INC COM PAR 0.10 406364406 9 453.00 SH SOLE 453.00 HALSEY DRUG INC COM 406369108 18 40400.00 SH SOLE 40400.00 HAMMONS JOHN Q HOTELS 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28056.00 SH SOLE 28056.00 MCRAE INDS INC CL A 582757209 54 5400.00 SH SOLE 5400.00 MCSI INC COM 55270M108 0 20500.00 SH SOLE 20500.00 MDU RES GROUP INC COM 552690109 13133 551587.00 SH SOLE 551587.00 MEADE INSTRS CORP COM 583062104 100 29100.00 SH SOLE 29100.00 MEADOW VY CORP COM 583185103 15 8900.00 SH SOLE 8900.00 MEADOWBROOK INS GROUP INC COM 58319P108 93 21900.00 SH SOLE 21900.00 MEADWESTVACO CORP COM 583334107 22039 740800.00 SH SOLE 740800.00 MEADWESTVACO CORP COM 583334107 467 15697.00 SH SOLE 15697.00 MEADWESTVACO CORP COM 583334107 335 11271.00 SH SOLE 11271.00 MEADWESTVACO CORP COM 583334107 1142 38400.00 SH SOLE 38400.00 MEASUREMENT SPECIALTIES INC COM 583421102 533 26100.00 SH SOLE 26100.00 MECHANICAL TECHNOLOGY INC COM 583538103 115 21100.00 SH SOLE 21100.00 MED DESIGN CORP COM 583926100 68 15000.00 SH SOLE 15000.00 MED DIVERSIFIED INC COM 58401N102 1 382600.00 SH SOLE 382600.00 MEDALLIANCE INC ESCROW 584022990 0 15000.00 SH SOLE 15000.00 MEDALLION FINL CORP COM 583928106 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MIKOHN GAMING CORP COM 59862K108 69 15400.00 SH SOLE 15400.00 MILACRON INC COM 598709103 1027 246230.00 SH SOLE 246230.00 MILLENNIUM CELL INC COM 60038B105 103 44400.00 SH SOLE 44400.00 MILLENNIUM CHEMICALS INC COM 599903101 4747 374400.00 SH SOLE 374400.00 MILLENNIUM PHARMACEUTICALS COM 599902103 20946 1121900.00 SH SOLE 1121900.00 MILLENNIUM PHARMACEUTICALS COM 599902103 1518 81300.00 SH SOLE 81300.00 MILLER HERMAN INC COM 600544100 8764 361100.00 SH SOLE 361100.00 MILLER INDS INC TENN COM NEW 600551204 125 16620.00 SH SOLE 16620.00 MILLICOM INTERNATIONALCELLULAR SHS NEW L6388F110 2172 31069.00 SH SOLE 31069.00 MILLIPORE CORP COM 601073109 12502 290400.00 SH SOLE 290400.00 MILLIPORE CORP COM 601073109 163 3783.00 SH SOLE 3783.00 MILLIPORE CORP COM 601073109 118 2750.00 SH SOLE 2750.00 MILLIPORE CORP COM 601073109 465 10800.00 SH SOLE 10800.00 MIM CORP COM 553044108 1355 192800.00 SH SOLE 192800.00 MINDSPEED TECHNOLOGIES INC COM 602682106 57 8300.00 SH SOLE 8300.00 MINDSPEED 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5400.00 SH SOLE 5400.00 MONACO COACH CORP COM 60886R103 601 25250.00 SH SOLE 25250.00 MONARCH CAP CORP COM 609023106 0 112700.00 SH SOLE 112700.00 MONARCH CASINO + RESORT INC 609027107 191 17300.00 SH SOLE 17300.00 MONDAVI ROBERT CORP COM CL A 609200100 470 12100.00 SH SOLE 12100.00 MONOLITHIC SYS TECHNOLOGY INC COM 609842109 1638 191543.00 SH SOLE 191543.00 MONRO MUFFLER BRAKE INC COM 610236101 164 8195.00 SH SOLE 8195.00 MONSANTO CO NEW COM 61166W101 27856 967900.00 SH SOLE 967900.00 MONSANTO CO NEW COM 61166W101 588 20435.00 SH SOLE 20435.00 MONSANTO CO NEW COM 61166W101 422 14647.00 SH SOLE 14647.00 MONSANTO CO NEW COM 61166W101 1257 43663.00 SH SOLE 43663.00 MONSTER WORLDWIDE INC COM 611742107 11709 533200.00 SH SOLE 533200.00 MONSTER WORLDWIDE INC COM 611742107 192 8737.00 SH SOLE 8737.00 MONSTER WORLDWIDE INC COM 611742107 138 6300.00 SH SOLE 6300.00 MONTEREY PASTA CO COM 612570101 78 20800.00 SH SOLE 20800.00 MONY GROUP INC COM 615337102 5582 178400.00 SH SOLE 178400.00 MOODYS 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SOLE 6200.00 MOTORCAR PTS + ACCESORIES INC COM 620071100 82 14500.00 SH SOLE 14500.00 MOTOROLA INC COM 620076109 123411 8771200.00 SH SOLE 8771200.00 MOTOROLA INC COM 620076109 2547 181049.00 SH SOLE 181049.00 MOTOROLA INC COM 620076109 1835 130420.00 SH SOLE 130420.00 MOTOROLA INC COM 620076109 6825 485069.00 SH SOLE 485069.00 MOVIE GALLERY INC COM 624581104 3862 206750.00 SH SOLE 206750.00 MPS GROUP INC COM 553409103 7834 837900.00 SH SOLE 837900.00 MPW INDL SUCS GROUP INC COM 553444100 18 7700.00 SH SOLE 7700.00 MRO SOFTWARE INC COM 55347W105 576 42800.00 SH SOLE 42800.00 MRV COMMUNICATIONS INC COM 553477100 15 3936.00 SH SOLE 3936.00 MRV COMMUNICATIONS INC COM 553477100 688 183000.00 SH SOLE 183000.00 MSC INDL DIRECT INC CL A 553530106 5250 190900.00 SH SOLE 190900.00 MSC INDL DIRECT INC CL A 553530106 366 13300.00 SH SOLE 13300.00 MSC SOFTWARE CORP COM 553531104 421 44500.00 SH SOLE 44500.00 MTC TECHNOLOGIES INC COM 55377A106 441 13700.00 SH SOLE 13700.00 MTI TECHNOLOGY CORP COM 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9600.00 SH SOLE 9600.00 NATIONAL MED HEALTH CARD SYS COM NEW 636918302 85 4800.00 SH SOLE 4800.00 NATIONAL OILWELL INC COM 637071101 6030 269700.00 SH SOLE 269700.00 NATIONAL OILWELL INC COM 637071101 257 11500.00 SH SOLE 11500.00 NATIONAL PRESTO INDS INC COM 637215104 445 12300.00 SH SOLE 12300.00 NATIONAL PROCESSING INC COM 637229105 7140 303200.00 SH SOLE 303200.00 NATIONAL R V HLDGS INC COM 637277104 183 18400.00 SH SOLE 18400.00 NATIONAL RESH CORP COM 637372103 280 17300.00 SH SOLE 17300.00 NATIONAL SEC GROUP INC COM 637546102 61 3168.00 SH SOLE 3168.00 NATIONAL SEMICONDUCTOR CORP COM 637640103 27808 705600.00 SH SOLE 705600.00 NATIONAL SEMICONDUCTOR CORP COM 637640103 564 14315.00 SH SOLE 14315.00 NATIONAL SEMICONDUCTOR CORP COM 637640103 406 10290.00 SH SOLE 10290.00 NATIONAL SEMICONDUCTOR CORP COM 637640103 932 23660.00 SH SOLE 23660.00 NATIONAL TECHICAL SYS INC COM 638104109 113 21007.00 SH SOLE 21007.00 NATIONAL WESTN LIFE INS CO CL A 638522102 31 200.00 SH SOLE 200.00 NATIONWIDE FINL SVCS INC CL A 638612101 6453 195200.00 SH SOLE 195200.00 NATROL INC COM 638789107 66 23500.00 SH SOLE 23500.00 NATURAL ALTERNATIVES INTL INC COM NEW 638842302 67 10500.00 SH SOLE 10500.00 NATURES SUNSHINE PRODS INC COM 639027101 816 96510.00 SH SOLE 96510.00 NAUTILUS GROUP INC COM 63910B102 2108 150064.00 SH SOLE 150064.00 NAVARRE CORP COM 639208107 241 39700.00 SH SOLE 39700.00 NAVIDEC INC COM NEW 63934Q309 2 1355.00 SH SOLE 1355.00 NAVIGANT CONSULTING CO COM 63935N107 9534 505500.00 SH SOLE 505500.00 NAVIGANT INTL INC COM 63935R108 1792 129400.00 SH SOLE 129400.00 NAVIGATORS GROUP INC 638904102 1080 35000.00 SH SOLE 35000.00 NAVIGATORS GROUP INC 638904102 517 16750.00 SH SOLE 16750.00 NAVISITE INC COM NEW 63935M208 166 25200.00 SH SOLE 25200.00 NAVISTAR INTL CORP INC COM 63934E108 13834 288880.00 SH SOLE 288880.00 NAVISTAR INTL CORP INC COM 63934E108 256 5338.00 SH SOLE 5338.00 NAVISTAR INTL CORP INC COM 63934E108 181 3781.00 SH SOLE 3781.00 NBT BANCORP INC COM 628778102 985 45925.00 SH SOLE 45925.00 NCO GROUP INC COM 628858102 872 38300.00 SH SOLE 38300.00 NCO PORTFOLIO MGT INC COM 62885J108 38 4540.00 SH SOLE 4540.00 NCR CORP NEW COM 62886E108 14430 371900.00 SH SOLE 371900.00 NCR CORP NEW COM 62886E108 294 7565.00 SH SOLE 7565.00 NCR CORP NEW COM 62886E108 208 5356.00 SH SOLE 5356.00 NCR CORP NEW COM 62886E108 442 11400.00 SH SOLE 11400.00 NDCHEALTH CORP COM 639480102 4330 169000.00 SH SOLE 169000.00 NEFF CORP CL A 640094108 35 42800.00 SH SOLE 42800.00 NEIGHBORCARE INC COM 64015Y104 1240 62800.00 SH SOLE 62800.00 NEIMAN MARCUS GROUP CL A 640204202 3650 68000.00 SH SOLE 68000.00 NEKTAR THERAPEUTICS COM 640268108 3952 290400.00 SH SOLE 290400.00 NELSON THOMAS INC COM 640376109 972 50262.00 SH SOLE 50262.00 NELSON THOMAS INC CL B 640376208 14 702.00 SH SOLE 702.00 NEMATRON CORP COM 640441101 42 143500.00 SH SOLE 143500.00 NEOFORMA INC NEW COM NEW 640475505 488 45900.00 SH SOLE 45900.00 NEOGEN CORP COM 640491106 270 10900.00 SH SOLE 10900.00 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COM 649445103 142 3733.00 SH SOLE 3733.00 NEW YORK TIMES CO CL A 650111107 28468 595688.00 SH SOLE 595688.00 NEW YORK TIMES CO CL A 650111107 562 11763.00 SH SOLE 11763.00 NEW YORK TIMES CO CL A 650111107 402 8409.00 SH SOLE 8409.00 NEW YORK TIMES CO CL A 650111107 2600 54400.00 SH SOLE 54400.00 NEWCOM INC COM 651093106 0 11700.00 SH SOLE 11700.00 NEWELL RUBBERMAID INC COM 651229106 25708 1129033.00 SH SOLE 1129033.00 NEWELL RUBBERMAID INC COM 651229106 488 21412.00 SH SOLE 21412.00 NEWELL RUBBERMAID INC COM 651229106 349 15340.00 SH SOLE 15340.00 NEWELL RUBBERMAID INC COM 651229106 2243 98500.00 SH SOLE 98500.00 NEWFIELD EXPL CO COM 651290108 13883 311700.00 SH SOLE 311700.00 NEWMIL BANCORP INC 651633109 389 13400.00 SH SOLE 13400.00 NEWMONT MNG CORP COM 651639106 74743 1537600.00 SH SOLE 1537600.00 NEWMONT MNG CORP COM 651639106 1640 33732.00 SH SOLE 33732.00 NEWMONT MNG CORP COM 651639106 1179 24255.00 SH SOLE 24255.00 NEWMONT MNG CORP COM 651639106 11948 245800.00 SH SOLE 245800.00 NEWPARK RES INC COM PAR USD0.01 NEW 651718504 3014 629260.00 SH SOLE 629260.00 NEWPORT CORP COM 651824104 1719 104000.00 SH SOLE 104000.00 NEWTEK CAP INC COM 652526104 60 8600.00 SH SOLE 8600.00 NEXTCARD INC COM 65332K107 4 467600.00 SH SOLE 467600.00 NEXTEL COMMUNICATIONS INC CL A 65332V103 107344 3825500.00 SH SOLE 3825500.00 NEXTEL COMMUNICATIONS INC CL A 65332V103 2412 85954.00 SH SOLE 85954.00 NEXTEL COMMUNICATIONS INC CL A 65332V103 1729 61616.00 SH SOLE 61616.00 NEXTEL COMMUNICATIONS INC CL A 65332V103 13407 477800.00 SH SOLE 477800.00 NEXTEL PARTNERS INC CL A 65333F107 8938 664500.00 SH SOLE 664500.00 NIAGARA CORP DEL COM 653349100 180 24900.00 SH SOLE 24900.00 NIC INC COM 62914B100 1066 132700.00 SH SOLE 132700.00 NICOR INC COM 654086107 7642 224500.00 SH SOLE 224500.00 NICOR INC COM 654086107 120 3511.00 SH SOLE 3511.00 NICOR INC COM 654086107 84 2479.00 SH SOLE 2479.00 NIKE INC CL B 654106103 69350 1013000.00 SH SOLE 1013000.00 NIKE INC CL B 654106103 1414 20655.00 SH SOLE 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G65422100 268 7500.00 SH SOLE 7500.00 NOBLE CORPORATION SHS G65422100 834 23300.00 SH SOLE 23300.00 NOBLE ENERGY INC COM 655044105 17452 392800.00 SH SOLE 392800.00 NOBLE ENERGY INC COM 655044105 275 6200.00 SH SOLE 6200.00 NOBLE INTL LTD COM 655053106 237 10400.00 SH SOLE 10400.00 NOLAND CO COM 655286102 120 2900.00 SH SOLE 2900.00 NORDSON CORP COM 655663102 10903 315744.00 SH SOLE 315744.00 NORDSTROM INC COM 655664100 16752 488400.00 SH SOLE 488400.00 NORDSTROM INC COM 655664100 363 10597.00 SH SOLE 10597.00 NORDSTROM INC COM 655664100 261 7601.00 SH SOLE 7601.00 NORFOLK SOUTHN CORP COM 655844108 33384 1411600.00 SH SOLE 1411600.00 NORFOLK SOUTHN CORP COM 655844108 720 30445.00 SH SOLE 30445.00 NORFOLK SOUTHN CORP COM 655844108 517 21874.00 SH SOLE 21874.00 NORFOLK SOUTHN CORP COM 655844108 1530 64680.00 SH SOLE 64680.00 NORSTAN INC COM RTS CALLABLE THRU 14JUN98 656535101 105 33000.00 SH SOLE 33000.00 NORTH AMERN GALVANIZING COM 65686Y109 13 9600.00 SH SOLE 9600.00 NORTH AMERN 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675746101 141 15900.00 SH SOLE 15900.00 OCWEN FINL CORP COM 675746101 1061 119700.00 SH SOLE 119700.00 ODD JOB STORES INC COM 67575J102 80 20000.00 SH SOLE 20000.00 ODYSSEY HEALTHCARE INC COM 67611V101 2963 101250.00 SH SOLE 101250.00 ODYSSEY RE HLDGS CORP COM 67612W108 3056 135500.00 SH SOLE 135500.00 OFFICE DEPOT INC COM 676220106 19772 1183225.00 SH SOLE 1183225.00 OFFICE DEPOT INC COM 676220106 403 24106.00 SH SOLE 24106.00 OFFICE DEPOT INC COM 676220106 291 17395.00 SH SOLE 17395.00 OFFICE DEPOT INC COM 676220106 1248 74700.00 SH SOLE 74700.00 OFFSHORE LOGISTICS INC COM 676255102 1778 72500.00 SH SOLE 72500.00 OGE ENERGY CORP COM 670837103 10661 440700.00 SH SOLE 440700.00 OHIO CAS CORP COM 677240103 9055 521600.00 SH SOLE 521600.00 OIL DRI CORP AMER COM 677864100 178 11200.00 SH SOLE 11200.00 OIL STATES INTL INC COM 678026105 393 28200.00 SH SOLE 28200.00 OLD DOMINION FGHT LINES INC 679580100 2236 65600.00 SH SOLE 65600.00 OLD NATL BANCORP IND COM RTS CALLABLE THRU 3/2/20 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200900.00 OMNIVISION TECHNOLOGIES INC COM 682128103 7525 136200.00 SH SOLE 136200.00 OMNOVA SOLUTIONS INC COM 682129101 2828 589200.00 SH SOLE 589200.00 OMTOOL LTD COM NEW 681974309 53 7142.00 SH SOLE 7142.00 ON ASSIGNMENT INC COM 682159108 13 2500.00 SH SOLE 2500.00 ON SEMICONDUCTOR CORP COM 682189105 982 152200.00 SH SOLE 152200.00 ON TECHNOLOGY CORP COM 68219P108 175 44200.00 SH SOLE 44200.00 ON2 TECHNOLOGIES INC COM 68338A107 183 139800.00 SH SOLE 139800.00 ONE PRICE CLOTHING STORES INC COM NEW 682411202 4 7500.00 SH SOLE 7500.00 ONEOK INC NEW COM 682680103 7918 358600.00 SH SOLE 358600.00 ONEOK INC NEW COM 682680103 141 6400.00 SH SOLE 6400.00 ONESOURCE INFORMATION SVCS INC COM 68272J106 199 21100.00 SH SOLE 21100.00 ONLINE RES CORP COM 68273G101 174 26400.00 SH SOLE 26400.00 ONSPAN NETWORKING INC COM NEW 682857305 2 4600.00 SH SOLE 4600.00 ONYX ACCEP CORP COM 682914106 110 9300.00 SH SOLE 9300.00 ONYX PHARMACEUTICALS INC COM 683399109 2865 101500.00 SH SOLE 101500.00 ONYX 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INTL INC COM 749121109 410 94977.00 SH SOLE 94977.00 QWEST COMMUNICATIONS INTL INC COM 749121109 403 93400.00 SH SOLE 93400.00 R + B INC 749124103 326 21000.00 SH SOLE 21000.00 RADIAN GROUP INC COM 750236101 15971 327600.00 SH SOLE 327600.00 RADIAN GROUP INC COM 750236101 7417 152150.00 SH SOLE 152150.00 RADIANT SYS INC COM 75025N102 428 50900.00 SH SOLE 50900.00 RADIO ONE INC CL A 75040P108 5683 290700.00 SH SOLE 290700.00 RADIOLOGIX INC COM 75040K109 104 30600.00 SH SOLE 30600.00 RADIOSHACK CORP COM 750438103 22172 722700.00 SH SOLE 722700.00 RADIOSHACK CORP COM 750438103 427 13908.00 SH SOLE 13908.00 RADIOSHACK CORP COM 750438103 285 9280.00 SH SOLE 9280.00 RADIOSHACK CORP COM 750438103 1123 36600.00 SH SOLE 36600.00 RADISYS CORP COM 750459109 1254 74350.00 SH SOLE 74350.00 RADISYS CORP COM 750459109 938 55652.00 SH SOLE 55652.00 RADYNE COMSTREAM INC COM 750611402 254 30500.00 SH SOLE 30500.00 RAG SHOPS INC COM 750624108 59 18600.00 SH SOLE 18600.00 RAILAMERICA INC COM 750753105 570 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391300.00 TELEVIDEO INC COM 879913200 17 53650.00 SH SOLE 53650.00 TELIK INC COM 87959M109 794 34500.00 SH SOLE 34500.00 TELLABS INC COM 879664100 12327 1462292.00 SH SOLE 1462292.00 TELLABS INC COM 879664100 272 32242.00 SH SOLE 32242.00 TELLABS INC COM 879664100 195 23097.00 SH SOLE 23097.00 TELLABS INC COM 879664100 562 66640.00 SH SOLE 66640.00 TELULAR CORP COM NEW 87970T208 137 20975.00 SH SOLE 20975.00 TEMPLE INLAND INC COM 879868107 12252 195500.00 SH SOLE 195500.00 TEMPLE INLAND INC COM 879868107 262 4186.00 SH SOLE 4186.00 TEMPLE INLAND INC COM 879868107 192 3064.00 SH SOLE 3064.00 TEMPLE INLAND INC COM 879868107 551 8800.00 SH SOLE 8800.00 TENET HEALTHCARE CORP COM 88033G100 28827 1796100.00 SH SOLE 1796100.00 TENET HEALTHCARE CORP COM 88033G100 590 36776.00 SH SOLE 36776.00 TENET HEALTHCARE CORP COM 88033G100 417 25957.00 SH SOLE 25957.00 TENET HEALTHCARE CORP COM 88033G100 1688 105200.00 SH SOLE 105200.00 TENFOLD CORP COM 88033A103 279 85500.00 SH SOLE 85500.00 TENGASCO INC 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11400.00 SH SOLE 11400.00 THORATEC CORP COM NEW 885175307 4269 328136.00 SH SOLE 328136.00 THREE FIVE SYS INC 88554L108 278 53049.00 SH SOLE 53049.00 TIBCO SOFTWARE INC COM 88632Q103 5314 784896.00 SH SOLE 784896.00 TIDEL TECHNOLOGIES INC COM 886368109 10 19700.00 SH SOLE 19700.00 TIDEWATER INC COM 886423102 10236 342574.00 SH SOLE 342574.00 TIDEWATER INC COM 886423102 284 9500.00 SH SOLE 9500.00 TIER TECHNOLOGIES INC CL B 88650Q100 204 25000.00 SH SOLE 25000.00 TIFFANY + CO NEW COM 886547108 26221 580100.00 SH SOLE 580100.00 TIFFANY + CO NEW COM 886547108 514 11377.00 SH SOLE 11377.00 TIFFANY + CO NEW COM 886547108 369 8160.00 SH SOLE 8160.00 TIFFANY + CO NEW COM 886547108 6039 133600.00 SH SOLE 133600.00 TII INDS INC COM NEW 872479209 208 97900.00 SH SOLE 97900.00 TIMBERLAND BANCORP INC COM 887098101 236 10400.00 SH SOLE 10400.00 TIMBERLAND CO CL A 887100105 10456 200800.00 SH SOLE 200800.00 TIMCO AVIATION SVCS INC 8% 02 Jan 2007 887151AB4 1 15908.18 SH SOLE 15908.18 TIMCO AVIATION SVCS INC COM 887151108 2 2811.00 SH SOLE 2811.00 TIMCO AVIATION SVCS INC 8% 02 Jan 2007 887151AB4 0 8043.86 SH SOLE 8043.86 TIME WARNER INC NEW COM 887317105 304182 16908400.00 SH SOLE 16908400.00 TIME WARNER INC NEW COM 887317105 6330 351848.00 SH SOLE 351848.00 TIME WARNER INC NEW COM 887317105 4549 252890.00 SH SOLE 252890.00 TIME WARNER INC NEW COM 887317105 23016 1279400.00 SH SOLE 1279400.00 TIME WARNER TELECOM INC CL A 887319101 1030 101650.00 SH SOLE 101650.00 TIME WARNER TELECOM INC CL A 887319101 1511 149200.00 SH SOLE 149200.00 TIMKEN CO COM 887389104 4648 231700.00 SH SOLE 231700.00 TIMKEN CO COM 887389104 164 8200.00 SH SOLE 8200.00 TIPPERARY CORP COM PAR USD0.02 888002300 70 23100.00 SH SOLE 23100.00 TIPPINGPOINT TECHNOLOGIES INC COM 888011103 549 18300.00 SH SOLE 18300.00 TITAN CORP COM 888266103 11748 538639.00 SH SOLE 538639.00 TITAN INTL INC ILL COM 88830M102 169 55300.00 SH SOLE 55300.00 TITAN PHARMACEUTICALS INC DEL COM 888314101 368 126300.00 SH SOLE 126300.00 TITAN PHARMACEUTICALS INC DEL COM 888314101 122 41900.00 SH SOLE 41900.00 TITANIUM METALS CORP COM NEW 888339207 5 90.00 SH SOLE 90.00 TITANIUM METALS CORP COM NEW 888339207 254 4840.00 SH SOLE 4840.00 TIVO INC COM 888706108 2912 393470.00 SH SOLE 393470.00 TJX COS INC NEW COM 872540109 44186 2003900.00 SH SOLE 2003900.00 TJX COS INC NEW COM 872540109 898 40743.00 SH SOLE 40743.00 TJX COS INC NEW COM 872540109 630 28556.00 SH SOLE 28556.00 TJX COS INC NEW COM 872540109 13514 612900.00 SH SOLE 612900.00 TMBR / SHARP DRILLING INC COM 87257P101 191 10000.00 SH SOLE 10000.00 TODAYS MAN INC COM NEW 888910205 0 25800.00 SH SOLE 25800.00 TODD SHIPYARDS CORP COM 889039103 186 10500.00 SH SOLE 10500.00 TODHUNTER INTL INC COM 889050100 166 14400.00 SH SOLE 14400.00 TOFUTTI BRANDS INC COM 88906B105 48 15700.00 SH SOLE 15700.00 TOLL BROS INC COM 889478103 13912 349900.00 SH SOLE 349900.00 TOLLGRADE COMMUNICATIONS INC COM 889542106 3776 215400.00 SH SOLE 215400.00 TOMPKINS TRUSTCO INC COM 890110109 508 11033.00 SH SOLE 11033.00 TOOTSIE ROLL INDS INC COM 890516107 5160 143341.00 SH SOLE 143341.00 TOOTSIE ROLL INDS INC COM 890516107 108 2987.00 SH SOLE 2987.00 TOP MINERALS INTL INC COM 890878101 3 500.00 SH SOLE 500.00 TOPPS INC COM 890786106 2529 246500.00 SH SOLE 246500.00 TORCHMARK INC COM 891027104 18444 405000.00 SH SOLE 405000.00 TORCHMARK INC COM 891027104 437 9590.00 SH SOLE 9590.00 TORCHMARK INC COM 891027104 290 6361.00 SH SOLE 6361.00 TORCHMARK INC COM 891027104 1006 22100.00 SH SOLE 22100.00 TOREADOR RES CORP COM 891050106 53 11500.00 SH SOLE 11500.00 TORO CO COM 891092108 9104 196200.00 SH SOLE 196200.00 TOTAL ENTMT RESTAURANT CORP COM 89150E100 161 13300.00 SH SOLE 13300.00 TOTAL SYS SVCS INC COM 891906109 21719 697700.00 SH SOLE 697700.00 TOTAL SYS SVCS INC COM 891906109 1737 55800.00 SH SOLE 55800.00 TOYS R US INC COM 892335100 11950 945431.00 SH SOLE 945431.00 TOYS R US INC COM 892335100 210 16650.00 SH SOLE 16650.00 TOYS R US INC COM 892335100 151 11981.00 SH SOLE 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